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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 09 Dec 2009 06:20:29 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/09/t1260364891p496l3lqvjx8aqv.htm/, Retrieved Mon, 29 Apr 2024 13:26:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64948, Retrieved Mon, 29 Apr 2024 13:26:32 +0000

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User-defined keywords

sdws paper

Estimated Impact

146

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [(partial) autocor...] [2009-12-09 13:20:29] [2d672adbf8ae6977476cb9852ecac1a3] [Current]
-   P     [(Partial) Autocorrelation Function] [autocorrelation] [2009-12-09 13:36:40] [f7fc9270f813d017f9fa5b506fdc7682] 
-   PD      [(Partial) Autocorrelation Function] [autocorrelation o...] [2010-12-18 13:57:00] [a8a0ff0853b70f438be515083758c362] 
-   P         [(Partial) Autocorrelation Function] [differentiatie va...] [2010-12-21 11:31:01] [a8a0ff0853b70f438be515083758c362] 
-   PD      [(Partial) Autocorrelation Function] [autocorrelation o...] [2010-12-18 13:59:09] [a8a0ff0853b70f438be515083758c362] 
-   P         [(Partial) Autocorrelation Function] [differentiatie va...] [2010-12-21 11:53:47] [a8a0ff0853b70f438be515083758c362] 
- R  D      [(Partial) Autocorrelation Function] [] [2010-12-27 10:00:11] [c420bdd199bcbe079f7d532ca3855317] 
- R  D      [(Partial) Autocorrelation Function] [Autocorrelatie] [2010-12-27 10:03:28] [c420bdd199bcbe079f7d532ca3855317] 
-    D        [(Partial) Autocorrelation Function] [Autocorrelatie] [2010-12-27 22:28:14] [c420bdd199bcbe079f7d532ca3855317] 
-             [(Partial) Autocorrelation Function] [Autocorrelatiefun...] [2010-12-29 21:39:31] [17d39bb3ec485d4ce196f61215d11ba1] 
-             [(Partial) Autocorrelation Function] [Autocorrelatie] [2010-12-29 22:14:45] [442b6d00ecbe55ac6a674160c9c5510a] 
- R PD      [(Partial) Autocorrelation Function] [Autocorrelatie] [2010-12-27 10:35:10] [c420bdd199bcbe079f7d532ca3855317] 
-             [(Partial) Autocorrelation Function] [Autocorrelatie NW...] [2010-12-29 21:43:23] [17d39bb3ec485d4ce196f61215d11ba1] 
-             [(Partial) Autocorrelation Function] [Autocorrelatie - ...] [2010-12-29 22:33:54] [442b6d00ecbe55ac6a674160c9c5510a] 
- R PD      [(Partial) Autocorrelation Function] [Autocorrelatie] [2010-12-27 10:44:48] [c420bdd199bcbe079f7d532ca3855317] 
-             [(Partial) Autocorrelation Function] [Autocorrelatie NW...] [2010-12-29 21:46:27] [17d39bb3ec485d4ce196f61215d11ba1] 
- RM D        [ARIMA Forecasting] [ACF- nwwz- trans 2] [2010-12-29 22:39:54] [442b6d00ecbe55ac6a674160c9c5510a] 
-   P     [(Partial) Autocorrelation Function] [correlatie d=1,D=0] [2009-12-09 13:56:17] [f7fc9270f813d017f9fa5b506fdc7682] 
-   P     [(Partial) Autocorrelation Function] [correlation d=1,D=1] [2009-12-09 14:00:29] [f7fc9270f813d017f9fa5b506fdc7682] 
- RMP     [Variance Reduction Matrix] [variance reductio...] [2009-12-09 14:08:41] [f7fc9270f813d017f9fa5b506fdc7682] 
- R  D      [Variance Reduction Matrix] [] [2010-12-26 20:46:22] [c420bdd199bcbe079f7d532ca3855317] 
-             [Variance Reduction Matrix] [VRM- NWWZ] [2010-12-29 21:51:02] [17d39bb3ec485d4ce196f61215d11ba1] 
- RMP     [Spectral Analysis] [spectral analysis] [2009-12-09 14:20:54] [f7fc9270f813d017f9fa5b506fdc7682] 
- RMP     [Standard Deviation-Mean Plot] [standard deviatio...] [2009-12-09 14:38:27] [f7fc9270f813d017f9fa5b506fdc7682] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64948&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64948&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64948&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.884986	8.1592	0
2	0.708728	6.5342	0
3	0.582027	5.366	0
4	0.524011	4.8311	3e-06
5	0.520415	4.798	3e-06
6	0.498155	4.5928	8e-06
7	0.427267	3.9392	8.3e-05
8	0.335945	3.0973	0.001323
9	0.29756	2.7434	0.003708
10	0.340134	3.1359	0.001177
11	0.431613	3.9793	7.2e-05
12	0.469565	4.3292	2e-05
13	0.333716	3.0767	0.001408
14	0.153472	1.4149	0.08037
15	0.019352	0.1784	0.429409
16	-0.051352	-0.4734	0.318556
17	-0.07057	-0.6506	0.258521
18	-0.099843	-0.9205	0.179957
19	-0.164	-1.512	0.067121
20	-0.242017	-2.2313	0.014147
21	-0.269298	-2.4828	0.0075
22	-0.227905	-2.1012	0.019293
23	-0.149892	-1.3819	0.085307
24	-0.117933	-1.0873	0.139992
25	-0.220545	-2.0333	0.02257
26	-0.350506	-3.2315	0.000876
27	-0.433358	-3.9954	6.8e-05
28	-0.455683	-4.2012	3.3e-05
29	-0.435828	-4.0181	6.3e-05
30	-0.425366	-3.9217	8.9e-05
31	-0.4437	-4.0907	4.9e-05
32	-0.470423	-4.3371	2e-05
33	-0.449214	-4.1415	4.1e-05
34	-0.372158	-3.4311	0.000465
35	-0.274308	-2.529	0.006643
36	-0.215052	-1.9827	0.025317
37	-0.26616	-2.4539	0.008087
38	-0.343786	-3.1695	0.001061
39	-0.381561	-3.5178	0.000351
40	-0.368402	-3.3965	0.00052
41	-0.326636	-3.0114	0.001712
42	-0.293323	-2.7043	0.004133
43	-0.284582	-2.6237	0.005154
44	-0.281395	-2.5943	0.00558
45	-0.241098	-2.2228	0.014441
46	-0.159626	-1.4717	0.0724
47	-0.059737	-0.5507	0.291625
48	0.011726	0.1081	0.457083
49	-0.008282	-0.0764	0.469658
50	-0.049258	-0.4541	0.325444
51	-0.053182	-0.4903	0.312589
52	-0.023374	-0.2155	0.414948
53	0.019962	0.184	0.427211
54	0.048304	0.4453	0.328603
55	0.051349	0.4734	0.318565
56	0.044763	0.4127	0.340436
57	0.060395	0.5568	0.289559
58	0.107946	0.9952	0.161228
59	0.167843	1.5474	0.062737
60	0.196749	1.8139	0.036608

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884986 & 8.1592 & 0 \tabularnewline
2 & 0.708728 & 6.5342 & 0 \tabularnewline
3 & 0.582027 & 5.366 & 0 \tabularnewline
4 & 0.524011 & 4.8311 & 3e-06 \tabularnewline
5 & 0.520415 & 4.798 & 3e-06 \tabularnewline
6 & 0.498155 & 4.5928 & 8e-06 \tabularnewline
7 & 0.427267 & 3.9392 & 8.3e-05 \tabularnewline
8 & 0.335945 & 3.0973 & 0.001323 \tabularnewline
9 & 0.29756 & 2.7434 & 0.003708 \tabularnewline
10 & 0.340134 & 3.1359 & 0.001177 \tabularnewline
11 & 0.431613 & 3.9793 & 7.2e-05 \tabularnewline
12 & 0.469565 & 4.3292 & 2e-05 \tabularnewline
13 & 0.333716 & 3.0767 & 0.001408 \tabularnewline
14 & 0.153472 & 1.4149 & 0.08037 \tabularnewline
15 & 0.019352 & 0.1784 & 0.429409 \tabularnewline
16 & -0.051352 & -0.4734 & 0.318556 \tabularnewline
17 & -0.07057 & -0.6506 & 0.258521 \tabularnewline
18 & -0.099843 & -0.9205 & 0.179957 \tabularnewline
19 & -0.164 & -1.512 & 0.067121 \tabularnewline
20 & -0.242017 & -2.2313 & 0.014147 \tabularnewline
21 & -0.269298 & -2.4828 & 0.0075 \tabularnewline
22 & -0.227905 & -2.1012 & 0.019293 \tabularnewline
23 & -0.149892 & -1.3819 & 0.085307 \tabularnewline
24 & -0.117933 & -1.0873 & 0.139992 \tabularnewline
25 & -0.220545 & -2.0333 & 0.02257 \tabularnewline
26 & -0.350506 & -3.2315 & 0.000876 \tabularnewline
27 & -0.433358 & -3.9954 & 6.8e-05 \tabularnewline
28 & -0.455683 & -4.2012 & 3.3e-05 \tabularnewline
29 & -0.435828 & -4.0181 & 6.3e-05 \tabularnewline
30 & -0.425366 & -3.9217 & 8.9e-05 \tabularnewline
31 & -0.4437 & -4.0907 & 4.9e-05 \tabularnewline
32 & -0.470423 & -4.3371 & 2e-05 \tabularnewline
33 & -0.449214 & -4.1415 & 4.1e-05 \tabularnewline
34 & -0.372158 & -3.4311 & 0.000465 \tabularnewline
35 & -0.274308 & -2.529 & 0.006643 \tabularnewline
36 & -0.215052 & -1.9827 & 0.025317 \tabularnewline
37 & -0.26616 & -2.4539 & 0.008087 \tabularnewline
38 & -0.343786 & -3.1695 & 0.001061 \tabularnewline
39 & -0.381561 & -3.5178 & 0.000351 \tabularnewline
40 & -0.368402 & -3.3965 & 0.00052 \tabularnewline
41 & -0.326636 & -3.0114 & 0.001712 \tabularnewline
42 & -0.293323 & -2.7043 & 0.004133 \tabularnewline
43 & -0.284582 & -2.6237 & 0.005154 \tabularnewline
44 & -0.281395 & -2.5943 & 0.00558 \tabularnewline
45 & -0.241098 & -2.2228 & 0.014441 \tabularnewline
46 & -0.159626 & -1.4717 & 0.0724 \tabularnewline
47 & -0.059737 & -0.5507 & 0.291625 \tabularnewline
48 & 0.011726 & 0.1081 & 0.457083 \tabularnewline
49 & -0.008282 & -0.0764 & 0.469658 \tabularnewline
50 & -0.049258 & -0.4541 & 0.325444 \tabularnewline
51 & -0.053182 & -0.4903 & 0.312589 \tabularnewline
52 & -0.023374 & -0.2155 & 0.414948 \tabularnewline
53 & 0.019962 & 0.184 & 0.427211 \tabularnewline
54 & 0.048304 & 0.4453 & 0.328603 \tabularnewline
55 & 0.051349 & 0.4734 & 0.318565 \tabularnewline
56 & 0.044763 & 0.4127 & 0.340436 \tabularnewline
57 & 0.060395 & 0.5568 & 0.289559 \tabularnewline
58 & 0.107946 & 0.9952 & 0.161228 \tabularnewline
59 & 0.167843 & 1.5474 & 0.062737 \tabularnewline
60 & 0.196749 & 1.8139 & 0.036608 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64948&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.884986[/C][C]8.1592[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.708728[/C][C]6.5342[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.582027[/C][C]5.366[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.524011[/C][C]4.8311[/C][C]3e-06[/C][/ROW]
[ROW][C]5[/C][C]0.520415[/C][C]4.798[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.498155[/C][C]4.5928[/C][C]8e-06[/C][/ROW]
[ROW][C]7[/C][C]0.427267[/C][C]3.9392[/C][C]8.3e-05[/C][/ROW]
[ROW][C]8[/C][C]0.335945[/C][C]3.0973[/C][C]0.001323[/C][/ROW]
[ROW][C]9[/C][C]0.29756[/C][C]2.7434[/C][C]0.003708[/C][/ROW]
[ROW][C]10[/C][C]0.340134[/C][C]3.1359[/C][C]0.001177[/C][/ROW]
[ROW][C]11[/C][C]0.431613[/C][C]3.9793[/C][C]7.2e-05[/C][/ROW]
[ROW][C]12[/C][C]0.469565[/C][C]4.3292[/C][C]2e-05[/C][/ROW]
[ROW][C]13[/C][C]0.333716[/C][C]3.0767[/C][C]0.001408[/C][/ROW]
[ROW][C]14[/C][C]0.153472[/C][C]1.4149[/C][C]0.08037[/C][/ROW]
[ROW][C]15[/C][C]0.019352[/C][C]0.1784[/C][C]0.429409[/C][/ROW]
[ROW][C]16[/C][C]-0.051352[/C][C]-0.4734[/C][C]0.318556[/C][/ROW]
[ROW][C]17[/C][C]-0.07057[/C][C]-0.6506[/C][C]0.258521[/C][/ROW]
[ROW][C]18[/C][C]-0.099843[/C][C]-0.9205[/C][C]0.179957[/C][/ROW]
[ROW][C]19[/C][C]-0.164[/C][C]-1.512[/C][C]0.067121[/C][/ROW]
[ROW][C]20[/C][C]-0.242017[/C][C]-2.2313[/C][C]0.014147[/C][/ROW]
[ROW][C]21[/C][C]-0.269298[/C][C]-2.4828[/C][C]0.0075[/C][/ROW]
[ROW][C]22[/C][C]-0.227905[/C][C]-2.1012[/C][C]0.019293[/C][/ROW]
[ROW][C]23[/C][C]-0.149892[/C][C]-1.3819[/C][C]0.085307[/C][/ROW]
[ROW][C]24[/C][C]-0.117933[/C][C]-1.0873[/C][C]0.139992[/C][/ROW]
[ROW][C]25[/C][C]-0.220545[/C][C]-2.0333[/C][C]0.02257[/C][/ROW]
[ROW][C]26[/C][C]-0.350506[/C][C]-3.2315[/C][C]0.000876[/C][/ROW]
[ROW][C]27[/C][C]-0.433358[/C][C]-3.9954[/C][C]6.8e-05[/C][/ROW]
[ROW][C]28[/C][C]-0.455683[/C][C]-4.2012[/C][C]3.3e-05[/C][/ROW]
[ROW][C]29[/C][C]-0.435828[/C][C]-4.0181[/C][C]6.3e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.425366[/C][C]-3.9217[/C][C]8.9e-05[/C][/ROW]
[ROW][C]31[/C][C]-0.4437[/C][C]-4.0907[/C][C]4.9e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.470423[/C][C]-4.3371[/C][C]2e-05[/C][/ROW]
[ROW][C]33[/C][C]-0.449214[/C][C]-4.1415[/C][C]4.1e-05[/C][/ROW]
[ROW][C]34[/C][C]-0.372158[/C][C]-3.4311[/C][C]0.000465[/C][/ROW]
[ROW][C]35[/C][C]-0.274308[/C][C]-2.529[/C][C]0.006643[/C][/ROW]
[ROW][C]36[/C][C]-0.215052[/C][C]-1.9827[/C][C]0.025317[/C][/ROW]
[ROW][C]37[/C][C]-0.26616[/C][C]-2.4539[/C][C]0.008087[/C][/ROW]
[ROW][C]38[/C][C]-0.343786[/C][C]-3.1695[/C][C]0.001061[/C][/ROW]
[ROW][C]39[/C][C]-0.381561[/C][C]-3.5178[/C][C]0.000351[/C][/ROW]
[ROW][C]40[/C][C]-0.368402[/C][C]-3.3965[/C][C]0.00052[/C][/ROW]
[ROW][C]41[/C][C]-0.326636[/C][C]-3.0114[/C][C]0.001712[/C][/ROW]
[ROW][C]42[/C][C]-0.293323[/C][C]-2.7043[/C][C]0.004133[/C][/ROW]
[ROW][C]43[/C][C]-0.284582[/C][C]-2.6237[/C][C]0.005154[/C][/ROW]
[ROW][C]44[/C][C]-0.281395[/C][C]-2.5943[/C][C]0.00558[/C][/ROW]
[ROW][C]45[/C][C]-0.241098[/C][C]-2.2228[/C][C]0.014441[/C][/ROW]
[ROW][C]46[/C][C]-0.159626[/C][C]-1.4717[/C][C]0.0724[/C][/ROW]
[ROW][C]47[/C][C]-0.059737[/C][C]-0.5507[/C][C]0.291625[/C][/ROW]
[ROW][C]48[/C][C]0.011726[/C][C]0.1081[/C][C]0.457083[/C][/ROW]
[ROW][C]49[/C][C]-0.008282[/C][C]-0.0764[/C][C]0.469658[/C][/ROW]
[ROW][C]50[/C][C]-0.049258[/C][C]-0.4541[/C][C]0.325444[/C][/ROW]
[ROW][C]51[/C][C]-0.053182[/C][C]-0.4903[/C][C]0.312589[/C][/ROW]
[ROW][C]52[/C][C]-0.023374[/C][C]-0.2155[/C][C]0.414948[/C][/ROW]
[ROW][C]53[/C][C]0.019962[/C][C]0.184[/C][C]0.427211[/C][/ROW]
[ROW][C]54[/C][C]0.048304[/C][C]0.4453[/C][C]0.328603[/C][/ROW]
[ROW][C]55[/C][C]0.051349[/C][C]0.4734[/C][C]0.318565[/C][/ROW]
[ROW][C]56[/C][C]0.044763[/C][C]0.4127[/C][C]0.340436[/C][/ROW]
[ROW][C]57[/C][C]0.060395[/C][C]0.5568[/C][C]0.289559[/C][/ROW]
[ROW][C]58[/C][C]0.107946[/C][C]0.9952[/C][C]0.161228[/C][/ROW]
[ROW][C]59[/C][C]0.167843[/C][C]1.5474[/C][C]0.062737[/C][/ROW]
[ROW][C]60[/C][C]0.196749[/C][C]1.8139[/C][C]0.036608[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64948&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64948&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.884986	8.1592	0
2	0.708728	6.5342	0
3	0.582027	5.366	0
4	0.524011	4.8311	3e-06
5	0.520415	4.798	3e-06
6	0.498155	4.5928	8e-06
7	0.427267	3.9392	8.3e-05
8	0.335945	3.0973	0.001323
9	0.29756	2.7434	0.003708
10	0.340134	3.1359	0.001177
11	0.431613	3.9793	7.2e-05
12	0.469565	4.3292	2e-05
13	0.333716	3.0767	0.001408
14	0.153472	1.4149	0.08037
15	0.019352	0.1784	0.429409
16	-0.051352	-0.4734	0.318556
17	-0.07057	-0.6506	0.258521
18	-0.099843	-0.9205	0.179957
19	-0.164	-1.512	0.067121
20	-0.242017	-2.2313	0.014147
21	-0.269298	-2.4828	0.0075
22	-0.227905	-2.1012	0.019293
23	-0.149892	-1.3819	0.085307
24	-0.117933	-1.0873	0.139992
25	-0.220545	-2.0333	0.02257
26	-0.350506	-3.2315	0.000876
27	-0.433358	-3.9954	6.8e-05
28	-0.455683	-4.2012	3.3e-05
29	-0.435828	-4.0181	6.3e-05
30	-0.425366	-3.9217	8.9e-05
31	-0.4437	-4.0907	4.9e-05
32	-0.470423	-4.3371	2e-05
33	-0.449214	-4.1415	4.1e-05
34	-0.372158	-3.4311	0.000465
35	-0.274308	-2.529	0.006643
36	-0.215052	-1.9827	0.025317
37	-0.26616	-2.4539	0.008087
38	-0.343786	-3.1695	0.001061
39	-0.381561	-3.5178	0.000351
40	-0.368402	-3.3965	0.00052
41	-0.326636	-3.0114	0.001712
42	-0.293323	-2.7043	0.004133
43	-0.284582	-2.6237	0.005154
44	-0.281395	-2.5943	0.00558
45	-0.241098	-2.2228	0.014441
46	-0.159626	-1.4717	0.0724
47	-0.059737	-0.5507	0.291625
48	0.011726	0.1081	0.457083
49	-0.008282	-0.0764	0.469658
50	-0.049258	-0.4541	0.325444
51	-0.053182	-0.4903	0.312589
52	-0.023374	-0.2155	0.414948
53	0.019962	0.184	0.427211
54	0.048304	0.4453	0.328603
55	0.051349	0.4734	0.318565
56	0.044763	0.4127	0.340436
57	0.060395	0.5568	0.289559
58	0.107946	0.9952	0.161228
59	0.167843	1.5474	0.062737
60	0.196749	1.8139	0.036608

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.884986	8.1592	0
2	-0.343508	-3.167	0.00107
3	0.226753	2.0906	0.019777
4	0.113084	1.0426	0.150048
5	0.15212	1.4025	0.082208
6	-0.142553	-1.3143	0.096145
7	-0.073853	-0.6809	0.248894
8	-0.027718	-0.2555	0.399458
9	0.220635	2.0342	0.022527
10	0.175916	1.6219	0.054268
11	0.180425	1.6634	0.049954
12	-0.193959	-1.7882	0.038652
13	-0.665845	-6.1388	0
14	0.114182	1.0527	0.14773
15	-0.104612	-0.9645	0.168773
16	-0.009586	-0.0884	0.464892
17	-0.090324	-0.8327	0.20366
18	0.061362	0.5657	0.286533
19	0.073926	0.6816	0.248684
20	0.019412	0.179	0.429195
21	-0.01942	-0.179	0.429163
22	-0.178281	-1.6437	0.05197
23	-0.040343	-0.3719	0.355428
24	-0.047244	-0.4356	0.332126
25	-0.069926	-0.6447	0.260432
26	0.01864	0.1719	0.431981
27	0.03339	0.3078	0.379478
28	0.082044	0.7564	0.225747
29	-0.047443	-0.4374	0.331465
30	0.002155	0.0199	0.492096
31	-0.066082	-0.6092	0.271993
32	0.008325	0.0768	0.469501
33	-0.019452	-0.1793	0.42905
34	-0.03452	-0.3183	0.375535
35	-0.031865	-0.2938	0.384821
36	0.103775	0.9568	0.1707
37	-0.033487	-0.3087	0.379139
38	-0.074444	-0.6863	0.247184
39	-0.054587	-0.5033	0.308039
40	-0.031736	-0.2926	0.385275
41	-0.059706	-0.5505	0.291722
42	0.019563	0.1804	0.428648
43	-0.024846	-0.2291	0.409683
44	0.042388	0.3908	0.348462
45	-0.039681	-0.3658	0.357698
46	0.009012	0.0831	0.46699
47	0.048428	0.4465	0.328191
48	0.024936	0.2299	0.409362
49	-0.029267	-0.2698	0.393974
50	0.045389	0.4185	0.338332
51	0.072174	0.6654	0.253794
52	-0.057526	-0.5304	0.298622
53	-0.005415	-0.0499	0.48015
54	-0.095304	-0.8787	0.191031
55	-0.022471	-0.2072	0.418186
56	-0.072168	-0.6654	0.253811
57	-0.066059	-0.609	0.272062
58	0.023261	0.2145	0.415351
59	-0.042362	-0.3906	0.348549
60	-0.062509	-0.5763	0.282968

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884986 & 8.1592 & 0 \tabularnewline
2 & -0.343508 & -3.167 & 0.00107 \tabularnewline
3 & 0.226753 & 2.0906 & 0.019777 \tabularnewline
4 & 0.113084 & 1.0426 & 0.150048 \tabularnewline
5 & 0.15212 & 1.4025 & 0.082208 \tabularnewline
6 & -0.142553 & -1.3143 & 0.096145 \tabularnewline
7 & -0.073853 & -0.6809 & 0.248894 \tabularnewline
8 & -0.027718 & -0.2555 & 0.399458 \tabularnewline
9 & 0.220635 & 2.0342 & 0.022527 \tabularnewline
10 & 0.175916 & 1.6219 & 0.054268 \tabularnewline
11 & 0.180425 & 1.6634 & 0.049954 \tabularnewline
12 & -0.193959 & -1.7882 & 0.038652 \tabularnewline
13 & -0.665845 & -6.1388 & 0 \tabularnewline
14 & 0.114182 & 1.0527 & 0.14773 \tabularnewline
15 & -0.104612 & -0.9645 & 0.168773 \tabularnewline
16 & -0.009586 & -0.0884 & 0.464892 \tabularnewline
17 & -0.090324 & -0.8327 & 0.20366 \tabularnewline
18 & 0.061362 & 0.5657 & 0.286533 \tabularnewline
19 & 0.073926 & 0.6816 & 0.248684 \tabularnewline
20 & 0.019412 & 0.179 & 0.429195 \tabularnewline
21 & -0.01942 & -0.179 & 0.429163 \tabularnewline
22 & -0.178281 & -1.6437 & 0.05197 \tabularnewline
23 & -0.040343 & -0.3719 & 0.355428 \tabularnewline
24 & -0.047244 & -0.4356 & 0.332126 \tabularnewline
25 & -0.069926 & -0.6447 & 0.260432 \tabularnewline
26 & 0.01864 & 0.1719 & 0.431981 \tabularnewline
27 & 0.03339 & 0.3078 & 0.379478 \tabularnewline
28 & 0.082044 & 0.7564 & 0.225747 \tabularnewline
29 & -0.047443 & -0.4374 & 0.331465 \tabularnewline
30 & 0.002155 & 0.0199 & 0.492096 \tabularnewline
31 & -0.066082 & -0.6092 & 0.271993 \tabularnewline
32 & 0.008325 & 0.0768 & 0.469501 \tabularnewline
33 & -0.019452 & -0.1793 & 0.42905 \tabularnewline
34 & -0.03452 & -0.3183 & 0.375535 \tabularnewline
35 & -0.031865 & -0.2938 & 0.384821 \tabularnewline
36 & 0.103775 & 0.9568 & 0.1707 \tabularnewline
37 & -0.033487 & -0.3087 & 0.379139 \tabularnewline
38 & -0.074444 & -0.6863 & 0.247184 \tabularnewline
39 & -0.054587 & -0.5033 & 0.308039 \tabularnewline
40 & -0.031736 & -0.2926 & 0.385275 \tabularnewline
41 & -0.059706 & -0.5505 & 0.291722 \tabularnewline
42 & 0.019563 & 0.1804 & 0.428648 \tabularnewline
43 & -0.024846 & -0.2291 & 0.409683 \tabularnewline
44 & 0.042388 & 0.3908 & 0.348462 \tabularnewline
45 & -0.039681 & -0.3658 & 0.357698 \tabularnewline
46 & 0.009012 & 0.0831 & 0.46699 \tabularnewline
47 & 0.048428 & 0.4465 & 0.328191 \tabularnewline
48 & 0.024936 & 0.2299 & 0.409362 \tabularnewline
49 & -0.029267 & -0.2698 & 0.393974 \tabularnewline
50 & 0.045389 & 0.4185 & 0.338332 \tabularnewline
51 & 0.072174 & 0.6654 & 0.253794 \tabularnewline
52 & -0.057526 & -0.5304 & 0.298622 \tabularnewline
53 & -0.005415 & -0.0499 & 0.48015 \tabularnewline
54 & -0.095304 & -0.8787 & 0.191031 \tabularnewline
55 & -0.022471 & -0.2072 & 0.418186 \tabularnewline
56 & -0.072168 & -0.6654 & 0.253811 \tabularnewline
57 & -0.066059 & -0.609 & 0.272062 \tabularnewline
58 & 0.023261 & 0.2145 & 0.415351 \tabularnewline
59 & -0.042362 & -0.3906 & 0.348549 \tabularnewline
60 & -0.062509 & -0.5763 & 0.282968 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64948&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.884986[/C][C]8.1592[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.343508[/C][C]-3.167[/C][C]0.00107[/C][/ROW]
[ROW][C]3[/C][C]0.226753[/C][C]2.0906[/C][C]0.019777[/C][/ROW]
[ROW][C]4[/C][C]0.113084[/C][C]1.0426[/C][C]0.150048[/C][/ROW]
[ROW][C]5[/C][C]0.15212[/C][C]1.4025[/C][C]0.082208[/C][/ROW]
[ROW][C]6[/C][C]-0.142553[/C][C]-1.3143[/C][C]0.096145[/C][/ROW]
[ROW][C]7[/C][C]-0.073853[/C][C]-0.6809[/C][C]0.248894[/C][/ROW]
[ROW][C]8[/C][C]-0.027718[/C][C]-0.2555[/C][C]0.399458[/C][/ROW]
[ROW][C]9[/C][C]0.220635[/C][C]2.0342[/C][C]0.022527[/C][/ROW]
[ROW][C]10[/C][C]0.175916[/C][C]1.6219[/C][C]0.054268[/C][/ROW]
[ROW][C]11[/C][C]0.180425[/C][C]1.6634[/C][C]0.049954[/C][/ROW]
[ROW][C]12[/C][C]-0.193959[/C][C]-1.7882[/C][C]0.038652[/C][/ROW]
[ROW][C]13[/C][C]-0.665845[/C][C]-6.1388[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.114182[/C][C]1.0527[/C][C]0.14773[/C][/ROW]
[ROW][C]15[/C][C]-0.104612[/C][C]-0.9645[/C][C]0.168773[/C][/ROW]
[ROW][C]16[/C][C]-0.009586[/C][C]-0.0884[/C][C]0.464892[/C][/ROW]
[ROW][C]17[/C][C]-0.090324[/C][C]-0.8327[/C][C]0.20366[/C][/ROW]
[ROW][C]18[/C][C]0.061362[/C][C]0.5657[/C][C]0.286533[/C][/ROW]
[ROW][C]19[/C][C]0.073926[/C][C]0.6816[/C][C]0.248684[/C][/ROW]
[ROW][C]20[/C][C]0.019412[/C][C]0.179[/C][C]0.429195[/C][/ROW]
[ROW][C]21[/C][C]-0.01942[/C][C]-0.179[/C][C]0.429163[/C][/ROW]
[ROW][C]22[/C][C]-0.178281[/C][C]-1.6437[/C][C]0.05197[/C][/ROW]
[ROW][C]23[/C][C]-0.040343[/C][C]-0.3719[/C][C]0.355428[/C][/ROW]
[ROW][C]24[/C][C]-0.047244[/C][C]-0.4356[/C][C]0.332126[/C][/ROW]
[ROW][C]25[/C][C]-0.069926[/C][C]-0.6447[/C][C]0.260432[/C][/ROW]
[ROW][C]26[/C][C]0.01864[/C][C]0.1719[/C][C]0.431981[/C][/ROW]
[ROW][C]27[/C][C]0.03339[/C][C]0.3078[/C][C]0.379478[/C][/ROW]
[ROW][C]28[/C][C]0.082044[/C][C]0.7564[/C][C]0.225747[/C][/ROW]
[ROW][C]29[/C][C]-0.047443[/C][C]-0.4374[/C][C]0.331465[/C][/ROW]
[ROW][C]30[/C][C]0.002155[/C][C]0.0199[/C][C]0.492096[/C][/ROW]
[ROW][C]31[/C][C]-0.066082[/C][C]-0.6092[/C][C]0.271993[/C][/ROW]
[ROW][C]32[/C][C]0.008325[/C][C]0.0768[/C][C]0.469501[/C][/ROW]
[ROW][C]33[/C][C]-0.019452[/C][C]-0.1793[/C][C]0.42905[/C][/ROW]
[ROW][C]34[/C][C]-0.03452[/C][C]-0.3183[/C][C]0.375535[/C][/ROW]
[ROW][C]35[/C][C]-0.031865[/C][C]-0.2938[/C][C]0.384821[/C][/ROW]
[ROW][C]36[/C][C]0.103775[/C][C]0.9568[/C][C]0.1707[/C][/ROW]
[ROW][C]37[/C][C]-0.033487[/C][C]-0.3087[/C][C]0.379139[/C][/ROW]
[ROW][C]38[/C][C]-0.074444[/C][C]-0.6863[/C][C]0.247184[/C][/ROW]
[ROW][C]39[/C][C]-0.054587[/C][C]-0.5033[/C][C]0.308039[/C][/ROW]
[ROW][C]40[/C][C]-0.031736[/C][C]-0.2926[/C][C]0.385275[/C][/ROW]
[ROW][C]41[/C][C]-0.059706[/C][C]-0.5505[/C][C]0.291722[/C][/ROW]
[ROW][C]42[/C][C]0.019563[/C][C]0.1804[/C][C]0.428648[/C][/ROW]
[ROW][C]43[/C][C]-0.024846[/C][C]-0.2291[/C][C]0.409683[/C][/ROW]
[ROW][C]44[/C][C]0.042388[/C][C]0.3908[/C][C]0.348462[/C][/ROW]
[ROW][C]45[/C][C]-0.039681[/C][C]-0.3658[/C][C]0.357698[/C][/ROW]
[ROW][C]46[/C][C]0.009012[/C][C]0.0831[/C][C]0.46699[/C][/ROW]
[ROW][C]47[/C][C]0.048428[/C][C]0.4465[/C][C]0.328191[/C][/ROW]
[ROW][C]48[/C][C]0.024936[/C][C]0.2299[/C][C]0.409362[/C][/ROW]
[ROW][C]49[/C][C]-0.029267[/C][C]-0.2698[/C][C]0.393974[/C][/ROW]
[ROW][C]50[/C][C]0.045389[/C][C]0.4185[/C][C]0.338332[/C][/ROW]
[ROW][C]51[/C][C]0.072174[/C][C]0.6654[/C][C]0.253794[/C][/ROW]
[ROW][C]52[/C][C]-0.057526[/C][C]-0.5304[/C][C]0.298622[/C][/ROW]
[ROW][C]53[/C][C]-0.005415[/C][C]-0.0499[/C][C]0.48015[/C][/ROW]
[ROW][C]54[/C][C]-0.095304[/C][C]-0.8787[/C][C]0.191031[/C][/ROW]
[ROW][C]55[/C][C]-0.022471[/C][C]-0.2072[/C][C]0.418186[/C][/ROW]
[ROW][C]56[/C][C]-0.072168[/C][C]-0.6654[/C][C]0.253811[/C][/ROW]
[ROW][C]57[/C][C]-0.066059[/C][C]-0.609[/C][C]0.272062[/C][/ROW]
[ROW][C]58[/C][C]0.023261[/C][C]0.2145[/C][C]0.415351[/C][/ROW]
[ROW][C]59[/C][C]-0.042362[/C][C]-0.3906[/C][C]0.348549[/C][/ROW]
[ROW][C]60[/C][C]-0.062509[/C][C]-0.5763[/C][C]0.282968[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64948&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64948&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.884986	8.1592	0
2	-0.343508	-3.167	0.00107
3	0.226753	2.0906	0.019777
4	0.113084	1.0426	0.150048
5	0.15212	1.4025	0.082208
6	-0.142553	-1.3143	0.096145
7	-0.073853	-0.6809	0.248894
8	-0.027718	-0.2555	0.399458
9	0.220635	2.0342	0.022527
10	0.175916	1.6219	0.054268
11	0.180425	1.6634	0.049954
12	-0.193959	-1.7882	0.038652
13	-0.665845	-6.1388	0
14	0.114182	1.0527	0.14773
15	-0.104612	-0.9645	0.168773
16	-0.009586	-0.0884	0.464892
17	-0.090324	-0.8327	0.20366
18	0.061362	0.5657	0.286533
19	0.073926	0.6816	0.248684
20	0.019412	0.179	0.429195
21	-0.01942	-0.179	0.429163
22	-0.178281	-1.6437	0.05197
23	-0.040343	-0.3719	0.355428
24	-0.047244	-0.4356	0.332126
25	-0.069926	-0.6447	0.260432
26	0.01864	0.1719	0.431981
27	0.03339	0.3078	0.379478
28	0.082044	0.7564	0.225747
29	-0.047443	-0.4374	0.331465
30	0.002155	0.0199	0.492096
31	-0.066082	-0.6092	0.271993
32	0.008325	0.0768	0.469501
33	-0.019452	-0.1793	0.42905
34	-0.03452	-0.3183	0.375535
35	-0.031865	-0.2938	0.384821
36	0.103775	0.9568	0.1707
37	-0.033487	-0.3087	0.379139
38	-0.074444	-0.6863	0.247184
39	-0.054587	-0.5033	0.308039
40	-0.031736	-0.2926	0.385275
41	-0.059706	-0.5505	0.291722
42	0.019563	0.1804	0.428648
43	-0.024846	-0.2291	0.409683
44	0.042388	0.3908	0.348462
45	-0.039681	-0.3658	0.357698
46	0.009012	0.0831	0.46699
47	0.048428	0.4465	0.328191
48	0.024936	0.2299	0.409362
49	-0.029267	-0.2698	0.393974
50	0.045389	0.4185	0.338332
51	0.072174	0.6654	0.253794
52	-0.057526	-0.5304	0.298622
53	-0.005415	-0.0499	0.48015
54	-0.095304	-0.8787	0.191031
55	-0.022471	-0.2072	0.418186
56	-0.072168	-0.6654	0.253811
57	-0.066059	-0.609	0.272062
58	0.023261	0.2145	0.415351
59	-0.042362	-0.3906	0.348549
60	-0.062509	-0.5763	0.282968

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code