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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 09 Dec 2009 07:54:53 -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/t1260370527bpuchtorpzkpyox.htm/, Retrieved Mon, 29 Apr 2024 10:18:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64980, Retrieved Mon, 29 Apr 2024 10:18:01 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

117

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
- R PD        [(Partial) Autocorrelation Function] [WS08 - PACF d = 0...] [2009-11-25 20:36:50] [df6326eec97a6ca984a853b142930499]
-    D            [(Partial) Autocorrelation Function] [WS10 - PACF Y d =...] [2009-12-09 14:54:53] [0cc924834281808eda7297686c82928f] [Current]

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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=64980&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=64980&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64980&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	0.845929	9.2667	0
2	0.820418	8.9872	0
3	0.824154	9.0282	0
4	0.776976	8.5113	0
5	0.768294	8.4162	0
6	0.729656	7.993	0
7	0.708749	7.764	0
8	0.69593	7.6235	0
9	0.673242	7.375	0
10	0.613252	6.7178	0
11	0.588708	6.449	0
12	0.636683	6.9745	0
13	0.527491	5.7784	0
14	0.49839	5.4596	0
15	0.499709	5.474	0
16	0.473365	5.1854	0
17	0.464043	5.0833	1e-06
18	0.43614	4.7777	3e-06
19	0.400824	4.3908	1.2e-05
20	0.379122	4.1531	3.1e-05
21	0.351862	3.8545	9.4e-05
22	0.291892	3.1975	0.000886
23	0.271292	2.9719	0.001789
24	0.296289	3.2457	0.000759
25	0.213393	2.3376	0.010532
26	0.184164	2.0174	0.022942
27	0.178104	1.951	0.026692
28	0.136638	1.4968	0.068536
29	0.119673	1.311	0.096188
30	0.114942	1.2591	0.105213
31	0.084728	0.9282	0.177596
32	0.074704	0.8183	0.207392
33	0.068276	0.7479	0.227983
34	0.025384	0.2781	0.390721
35	0.041163	0.4509	0.326429
36	0.068152	0.7466	0.228391
37	0.004176	0.0457	0.481795
38	0.007525	0.0824	0.467219
39	0.01593	0.1745	0.430882
40	0.001805	0.0198	0.492127
41	-0.002262	-0.0248	0.490137
42	-0.026049	-0.2853	0.387934
43	-0.027542	-0.3017	0.3817
44	-0.051605	-0.5653	0.28646
45	-0.055356	-0.6064	0.2727
46	-0.083382	-0.9134	0.181431
47	-0.098087	-1.0745	0.14238
48	-0.055813	-0.6114	0.271045
49	-0.119851	-1.3129	0.09586
50	-0.128888	-1.4119	0.080284
51	-0.116634	-1.2777	0.101917
52	-0.136265	-1.4927	0.06907
53	-0.132777	-1.4545	0.07421
54	-0.155918	-1.708	0.045111
55	-0.159989	-1.7526	0.041113
56	-0.166259	-1.8213	0.035528
57	-0.156792	-1.7176	0.044227
58	-0.190133	-2.0828	0.019696
59	-0.196064	-2.1478	0.016871
60	-0.164739	-1.8046	0.036821

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.845929 & 9.2667 & 0 \tabularnewline
2 & 0.820418 & 8.9872 & 0 \tabularnewline
3 & 0.824154 & 9.0282 & 0 \tabularnewline
4 & 0.776976 & 8.5113 & 0 \tabularnewline
5 & 0.768294 & 8.4162 & 0 \tabularnewline
6 & 0.729656 & 7.993 & 0 \tabularnewline
7 & 0.708749 & 7.764 & 0 \tabularnewline
8 & 0.69593 & 7.6235 & 0 \tabularnewline
9 & 0.673242 & 7.375 & 0 \tabularnewline
10 & 0.613252 & 6.7178 & 0 \tabularnewline
11 & 0.588708 & 6.449 & 0 \tabularnewline
12 & 0.636683 & 6.9745 & 0 \tabularnewline
13 & 0.527491 & 5.7784 & 0 \tabularnewline
14 & 0.49839 & 5.4596 & 0 \tabularnewline
15 & 0.499709 & 5.474 & 0 \tabularnewline
16 & 0.473365 & 5.1854 & 0 \tabularnewline
17 & 0.464043 & 5.0833 & 1e-06 \tabularnewline
18 & 0.43614 & 4.7777 & 3e-06 \tabularnewline
19 & 0.400824 & 4.3908 & 1.2e-05 \tabularnewline
20 & 0.379122 & 4.1531 & 3.1e-05 \tabularnewline
21 & 0.351862 & 3.8545 & 9.4e-05 \tabularnewline
22 & 0.291892 & 3.1975 & 0.000886 \tabularnewline
23 & 0.271292 & 2.9719 & 0.001789 \tabularnewline
24 & 0.296289 & 3.2457 & 0.000759 \tabularnewline
25 & 0.213393 & 2.3376 & 0.010532 \tabularnewline
26 & 0.184164 & 2.0174 & 0.022942 \tabularnewline
27 & 0.178104 & 1.951 & 0.026692 \tabularnewline
28 & 0.136638 & 1.4968 & 0.068536 \tabularnewline
29 & 0.119673 & 1.311 & 0.096188 \tabularnewline
30 & 0.114942 & 1.2591 & 0.105213 \tabularnewline
31 & 0.084728 & 0.9282 & 0.177596 \tabularnewline
32 & 0.074704 & 0.8183 & 0.207392 \tabularnewline
33 & 0.068276 & 0.7479 & 0.227983 \tabularnewline
34 & 0.025384 & 0.2781 & 0.390721 \tabularnewline
35 & 0.041163 & 0.4509 & 0.326429 \tabularnewline
36 & 0.068152 & 0.7466 & 0.228391 \tabularnewline
37 & 0.004176 & 0.0457 & 0.481795 \tabularnewline
38 & 0.007525 & 0.0824 & 0.467219 \tabularnewline
39 & 0.01593 & 0.1745 & 0.430882 \tabularnewline
40 & 0.001805 & 0.0198 & 0.492127 \tabularnewline
41 & -0.002262 & -0.0248 & 0.490137 \tabularnewline
42 & -0.026049 & -0.2853 & 0.387934 \tabularnewline
43 & -0.027542 & -0.3017 & 0.3817 \tabularnewline
44 & -0.051605 & -0.5653 & 0.28646 \tabularnewline
45 & -0.055356 & -0.6064 & 0.2727 \tabularnewline
46 & -0.083382 & -0.9134 & 0.181431 \tabularnewline
47 & -0.098087 & -1.0745 & 0.14238 \tabularnewline
48 & -0.055813 & -0.6114 & 0.271045 \tabularnewline
49 & -0.119851 & -1.3129 & 0.09586 \tabularnewline
50 & -0.128888 & -1.4119 & 0.080284 \tabularnewline
51 & -0.116634 & -1.2777 & 0.101917 \tabularnewline
52 & -0.136265 & -1.4927 & 0.06907 \tabularnewline
53 & -0.132777 & -1.4545 & 0.07421 \tabularnewline
54 & -0.155918 & -1.708 & 0.045111 \tabularnewline
55 & -0.159989 & -1.7526 & 0.041113 \tabularnewline
56 & -0.166259 & -1.8213 & 0.035528 \tabularnewline
57 & -0.156792 & -1.7176 & 0.044227 \tabularnewline
58 & -0.190133 & -2.0828 & 0.019696 \tabularnewline
59 & -0.196064 & -2.1478 & 0.016871 \tabularnewline
60 & -0.164739 & -1.8046 & 0.036821 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64980&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]0.845929[/C][C]9.2667[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.820418[/C][C]8.9872[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.824154[/C][C]9.0282[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.776976[/C][C]8.5113[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.768294[/C][C]8.4162[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.729656[/C][C]7.993[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.708749[/C][C]7.764[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.69593[/C][C]7.6235[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.673242[/C][C]7.375[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.613252[/C][C]6.7178[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.588708[/C][C]6.449[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.636683[/C][C]6.9745[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.527491[/C][C]5.7784[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.49839[/C][C]5.4596[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.499709[/C][C]5.474[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.473365[/C][C]5.1854[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.464043[/C][C]5.0833[/C][C]1e-06[/C][/ROW]
[ROW][C]18[/C][C]0.43614[/C][C]4.7777[/C][C]3e-06[/C][/ROW]
[ROW][C]19[/C][C]0.400824[/C][C]4.3908[/C][C]1.2e-05[/C][/ROW]
[ROW][C]20[/C][C]0.379122[/C][C]4.1531[/C][C]3.1e-05[/C][/ROW]
[ROW][C]21[/C][C]0.351862[/C][C]3.8545[/C][C]9.4e-05[/C][/ROW]
[ROW][C]22[/C][C]0.291892[/C][C]3.1975[/C][C]0.000886[/C][/ROW]
[ROW][C]23[/C][C]0.271292[/C][C]2.9719[/C][C]0.001789[/C][/ROW]
[ROW][C]24[/C][C]0.296289[/C][C]3.2457[/C][C]0.000759[/C][/ROW]
[ROW][C]25[/C][C]0.213393[/C][C]2.3376[/C][C]0.010532[/C][/ROW]
[ROW][C]26[/C][C]0.184164[/C][C]2.0174[/C][C]0.022942[/C][/ROW]
[ROW][C]27[/C][C]0.178104[/C][C]1.951[/C][C]0.026692[/C][/ROW]
[ROW][C]28[/C][C]0.136638[/C][C]1.4968[/C][C]0.068536[/C][/ROW]
[ROW][C]29[/C][C]0.119673[/C][C]1.311[/C][C]0.096188[/C][/ROW]
[ROW][C]30[/C][C]0.114942[/C][C]1.2591[/C][C]0.105213[/C][/ROW]
[ROW][C]31[/C][C]0.084728[/C][C]0.9282[/C][C]0.177596[/C][/ROW]
[ROW][C]32[/C][C]0.074704[/C][C]0.8183[/C][C]0.207392[/C][/ROW]
[ROW][C]33[/C][C]0.068276[/C][C]0.7479[/C][C]0.227983[/C][/ROW]
[ROW][C]34[/C][C]0.025384[/C][C]0.2781[/C][C]0.390721[/C][/ROW]
[ROW][C]35[/C][C]0.041163[/C][C]0.4509[/C][C]0.326429[/C][/ROW]
[ROW][C]36[/C][C]0.068152[/C][C]0.7466[/C][C]0.228391[/C][/ROW]
[ROW][C]37[/C][C]0.004176[/C][C]0.0457[/C][C]0.481795[/C][/ROW]
[ROW][C]38[/C][C]0.007525[/C][C]0.0824[/C][C]0.467219[/C][/ROW]
[ROW][C]39[/C][C]0.01593[/C][C]0.1745[/C][C]0.430882[/C][/ROW]
[ROW][C]40[/C][C]0.001805[/C][C]0.0198[/C][C]0.492127[/C][/ROW]
[ROW][C]41[/C][C]-0.002262[/C][C]-0.0248[/C][C]0.490137[/C][/ROW]
[ROW][C]42[/C][C]-0.026049[/C][C]-0.2853[/C][C]0.387934[/C][/ROW]
[ROW][C]43[/C][C]-0.027542[/C][C]-0.3017[/C][C]0.3817[/C][/ROW]
[ROW][C]44[/C][C]-0.051605[/C][C]-0.5653[/C][C]0.28646[/C][/ROW]
[ROW][C]45[/C][C]-0.055356[/C][C]-0.6064[/C][C]0.2727[/C][/ROW]
[ROW][C]46[/C][C]-0.083382[/C][C]-0.9134[/C][C]0.181431[/C][/ROW]
[ROW][C]47[/C][C]-0.098087[/C][C]-1.0745[/C][C]0.14238[/C][/ROW]
[ROW][C]48[/C][C]-0.055813[/C][C]-0.6114[/C][C]0.271045[/C][/ROW]
[ROW][C]49[/C][C]-0.119851[/C][C]-1.3129[/C][C]0.09586[/C][/ROW]
[ROW][C]50[/C][C]-0.128888[/C][C]-1.4119[/C][C]0.080284[/C][/ROW]
[ROW][C]51[/C][C]-0.116634[/C][C]-1.2777[/C][C]0.101917[/C][/ROW]
[ROW][C]52[/C][C]-0.136265[/C][C]-1.4927[/C][C]0.06907[/C][/ROW]
[ROW][C]53[/C][C]-0.132777[/C][C]-1.4545[/C][C]0.07421[/C][/ROW]
[ROW][C]54[/C][C]-0.155918[/C][C]-1.708[/C][C]0.045111[/C][/ROW]
[ROW][C]55[/C][C]-0.159989[/C][C]-1.7526[/C][C]0.041113[/C][/ROW]
[ROW][C]56[/C][C]-0.166259[/C][C]-1.8213[/C][C]0.035528[/C][/ROW]
[ROW][C]57[/C][C]-0.156792[/C][C]-1.7176[/C][C]0.044227[/C][/ROW]
[ROW][C]58[/C][C]-0.190133[/C][C]-2.0828[/C][C]0.019696[/C][/ROW]
[ROW][C]59[/C][C]-0.196064[/C][C]-2.1478[/C][C]0.016871[/C][/ROW]
[ROW][C]60[/C][C]-0.164739[/C][C]-1.8046[/C][C]0.036821[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64980&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64980&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	0.845929	9.2667	0
2	0.820418	8.9872	0
3	0.824154	9.0282	0
4	0.776976	8.5113	0
5	0.768294	8.4162	0
6	0.729656	7.993	0
7	0.708749	7.764	0
8	0.69593	7.6235	0
9	0.673242	7.375	0
10	0.613252	6.7178	0
11	0.588708	6.449	0
12	0.636683	6.9745	0
13	0.527491	5.7784	0
14	0.49839	5.4596	0
15	0.499709	5.474	0
16	0.473365	5.1854	0
17	0.464043	5.0833	1e-06
18	0.43614	4.7777	3e-06
19	0.400824	4.3908	1.2e-05
20	0.379122	4.1531	3.1e-05
21	0.351862	3.8545	9.4e-05
22	0.291892	3.1975	0.000886
23	0.271292	2.9719	0.001789
24	0.296289	3.2457	0.000759
25	0.213393	2.3376	0.010532
26	0.184164	2.0174	0.022942
27	0.178104	1.951	0.026692
28	0.136638	1.4968	0.068536
29	0.119673	1.311	0.096188
30	0.114942	1.2591	0.105213
31	0.084728	0.9282	0.177596
32	0.074704	0.8183	0.207392
33	0.068276	0.7479	0.227983
34	0.025384	0.2781	0.390721
35	0.041163	0.4509	0.326429
36	0.068152	0.7466	0.228391
37	0.004176	0.0457	0.481795
38	0.007525	0.0824	0.467219
39	0.01593	0.1745	0.430882
40	0.001805	0.0198	0.492127
41	-0.002262	-0.0248	0.490137
42	-0.026049	-0.2853	0.387934
43	-0.027542	-0.3017	0.3817
44	-0.051605	-0.5653	0.28646
45	-0.055356	-0.6064	0.2727
46	-0.083382	-0.9134	0.181431
47	-0.098087	-1.0745	0.14238
48	-0.055813	-0.6114	0.271045
49	-0.119851	-1.3129	0.09586
50	-0.128888	-1.4119	0.080284
51	-0.116634	-1.2777	0.101917
52	-0.136265	-1.4927	0.06907
53	-0.132777	-1.4545	0.07421
54	-0.155918	-1.708	0.045111
55	-0.159989	-1.7526	0.041113
56	-0.166259	-1.8213	0.035528
57	-0.156792	-1.7176	0.044227
58	-0.190133	-2.0828	0.019696
59	-0.196064	-2.1478	0.016871
60	-0.164739	-1.8046	0.036821

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.845929	9.2667	0
2	0.368568	4.0375	4.8e-05
3	0.301698	3.3049	0.000626
4	0.013502	0.1479	0.441331
5	0.0893	0.9782	0.164964
6	-0.065413	-0.7166	0.237518
7	0.017641	0.1932	0.423546
8	0.022602	0.2476	0.402435
9	0.030131	0.3301	0.370963
10	-0.185927	-2.0367	0.021939
11	-0.051185	-0.5607	0.288021
12	0.309703	3.3926	0.000469
13	-0.329736	-3.6121	0.000222
14	-0.09131	-1.0002	0.159601
15	0.064896	0.7109	0.239263
16	0.141843	1.5538	0.061431
17	-0.029971	-0.3283	0.371623
18	0.046139	0.5054	0.307091
19	-0.080973	-0.887	0.188423
20	-0.125128	-1.3707	0.086512
21	-0.0529	-0.5795	0.281671
22	-0.027936	-0.306	0.380057
23	-0.015577	-0.1706	0.4324
24	0.035174	0.3853	0.350345
25	-0.07445	-0.8156	0.208183
26	-0.056474	-0.6186	0.268661
27	0.013629	0.1493	0.440784
28	-0.04828	-0.5289	0.298931
29	-0.012258	-0.1343	0.446704
30	0.165693	1.8151	0.036005
31	0.0543	0.5948	0.276541
32	-0.045525	-0.4987	0.309453
33	0.014045	0.1539	0.438991
34	-0.014367	-0.1574	0.437603
35	0.078853	0.8638	0.194712
36	0.04672	0.5118	0.304867
37	-0.081273	-0.8903	0.187544
38	0.004382	0.048	0.480896
39	0.020092	0.2201	0.413087
40	0.058383	0.6396	0.261841
41	-0.039331	-0.4308	0.333676
42	-0.194684	-2.1327	0.017495
43	0.067866	0.7434	0.229336
44	-0.095841	-1.0499	0.14794
45	0.052213	0.572	0.284208
46	0.034298	0.3757	0.353896
47	-0.164291	-1.7997	0.037209
48	0.076357	0.8364	0.202283
49	-0.028042	-0.3072	0.379618
50	-0.043438	-0.4758	0.317528
51	-0.024689	-0.2705	0.393638
52	0.023378	0.2561	0.399159
53	0.017108	0.1874	0.425828
54	-0.038366	-0.4203	0.337518
55	-0.048808	-0.5347	0.296936
56	0.000954	0.0105	0.495838
57	0.025894	0.2837	0.388582
58	-0.054665	-0.5988	0.275207
59	0.047238	0.5175	0.302891
60	-0.064675	-0.7085	0.240012

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.845929 & 9.2667 & 0 \tabularnewline
2 & 0.368568 & 4.0375 & 4.8e-05 \tabularnewline
3 & 0.301698 & 3.3049 & 0.000626 \tabularnewline
4 & 0.013502 & 0.1479 & 0.441331 \tabularnewline
5 & 0.0893 & 0.9782 & 0.164964 \tabularnewline
6 & -0.065413 & -0.7166 & 0.237518 \tabularnewline
7 & 0.017641 & 0.1932 & 0.423546 \tabularnewline
8 & 0.022602 & 0.2476 & 0.402435 \tabularnewline
9 & 0.030131 & 0.3301 & 0.370963 \tabularnewline
10 & -0.185927 & -2.0367 & 0.021939 \tabularnewline
11 & -0.051185 & -0.5607 & 0.288021 \tabularnewline
12 & 0.309703 & 3.3926 & 0.000469 \tabularnewline
13 & -0.329736 & -3.6121 & 0.000222 \tabularnewline
14 & -0.09131 & -1.0002 & 0.159601 \tabularnewline
15 & 0.064896 & 0.7109 & 0.239263 \tabularnewline
16 & 0.141843 & 1.5538 & 0.061431 \tabularnewline
17 & -0.029971 & -0.3283 & 0.371623 \tabularnewline
18 & 0.046139 & 0.5054 & 0.307091 \tabularnewline
19 & -0.080973 & -0.887 & 0.188423 \tabularnewline
20 & -0.125128 & -1.3707 & 0.086512 \tabularnewline
21 & -0.0529 & -0.5795 & 0.281671 \tabularnewline
22 & -0.027936 & -0.306 & 0.380057 \tabularnewline
23 & -0.015577 & -0.1706 & 0.4324 \tabularnewline
24 & 0.035174 & 0.3853 & 0.350345 \tabularnewline
25 & -0.07445 & -0.8156 & 0.208183 \tabularnewline
26 & -0.056474 & -0.6186 & 0.268661 \tabularnewline
27 & 0.013629 & 0.1493 & 0.440784 \tabularnewline
28 & -0.04828 & -0.5289 & 0.298931 \tabularnewline
29 & -0.012258 & -0.1343 & 0.446704 \tabularnewline
30 & 0.165693 & 1.8151 & 0.036005 \tabularnewline
31 & 0.0543 & 0.5948 & 0.276541 \tabularnewline
32 & -0.045525 & -0.4987 & 0.309453 \tabularnewline
33 & 0.014045 & 0.1539 & 0.438991 \tabularnewline
34 & -0.014367 & -0.1574 & 0.437603 \tabularnewline
35 & 0.078853 & 0.8638 & 0.194712 \tabularnewline
36 & 0.04672 & 0.5118 & 0.304867 \tabularnewline
37 & -0.081273 & -0.8903 & 0.187544 \tabularnewline
38 & 0.004382 & 0.048 & 0.480896 \tabularnewline
39 & 0.020092 & 0.2201 & 0.413087 \tabularnewline
40 & 0.058383 & 0.6396 & 0.261841 \tabularnewline
41 & -0.039331 & -0.4308 & 0.333676 \tabularnewline
42 & -0.194684 & -2.1327 & 0.017495 \tabularnewline
43 & 0.067866 & 0.7434 & 0.229336 \tabularnewline
44 & -0.095841 & -1.0499 & 0.14794 \tabularnewline
45 & 0.052213 & 0.572 & 0.284208 \tabularnewline
46 & 0.034298 & 0.3757 & 0.353896 \tabularnewline
47 & -0.164291 & -1.7997 & 0.037209 \tabularnewline
48 & 0.076357 & 0.8364 & 0.202283 \tabularnewline
49 & -0.028042 & -0.3072 & 0.379618 \tabularnewline
50 & -0.043438 & -0.4758 & 0.317528 \tabularnewline
51 & -0.024689 & -0.2705 & 0.393638 \tabularnewline
52 & 0.023378 & 0.2561 & 0.399159 \tabularnewline
53 & 0.017108 & 0.1874 & 0.425828 \tabularnewline
54 & -0.038366 & -0.4203 & 0.337518 \tabularnewline
55 & -0.048808 & -0.5347 & 0.296936 \tabularnewline
56 & 0.000954 & 0.0105 & 0.495838 \tabularnewline
57 & 0.025894 & 0.2837 & 0.388582 \tabularnewline
58 & -0.054665 & -0.5988 & 0.275207 \tabularnewline
59 & 0.047238 & 0.5175 & 0.302891 \tabularnewline
60 & -0.064675 & -0.7085 & 0.240012 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64980&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]0.845929[/C][C]9.2667[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.368568[/C][C]4.0375[/C][C]4.8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.301698[/C][C]3.3049[/C][C]0.000626[/C][/ROW]
[ROW][C]4[/C][C]0.013502[/C][C]0.1479[/C][C]0.441331[/C][/ROW]
[ROW][C]5[/C][C]0.0893[/C][C]0.9782[/C][C]0.164964[/C][/ROW]
[ROW][C]6[/C][C]-0.065413[/C][C]-0.7166[/C][C]0.237518[/C][/ROW]
[ROW][C]7[/C][C]0.017641[/C][C]0.1932[/C][C]0.423546[/C][/ROW]
[ROW][C]8[/C][C]0.022602[/C][C]0.2476[/C][C]0.402435[/C][/ROW]
[ROW][C]9[/C][C]0.030131[/C][C]0.3301[/C][C]0.370963[/C][/ROW]
[ROW][C]10[/C][C]-0.185927[/C][C]-2.0367[/C][C]0.021939[/C][/ROW]
[ROW][C]11[/C][C]-0.051185[/C][C]-0.5607[/C][C]0.288021[/C][/ROW]
[ROW][C]12[/C][C]0.309703[/C][C]3.3926[/C][C]0.000469[/C][/ROW]
[ROW][C]13[/C][C]-0.329736[/C][C]-3.6121[/C][C]0.000222[/C][/ROW]
[ROW][C]14[/C][C]-0.09131[/C][C]-1.0002[/C][C]0.159601[/C][/ROW]
[ROW][C]15[/C][C]0.064896[/C][C]0.7109[/C][C]0.239263[/C][/ROW]
[ROW][C]16[/C][C]0.141843[/C][C]1.5538[/C][C]0.061431[/C][/ROW]
[ROW][C]17[/C][C]-0.029971[/C][C]-0.3283[/C][C]0.371623[/C][/ROW]
[ROW][C]18[/C][C]0.046139[/C][C]0.5054[/C][C]0.307091[/C][/ROW]
[ROW][C]19[/C][C]-0.080973[/C][C]-0.887[/C][C]0.188423[/C][/ROW]
[ROW][C]20[/C][C]-0.125128[/C][C]-1.3707[/C][C]0.086512[/C][/ROW]
[ROW][C]21[/C][C]-0.0529[/C][C]-0.5795[/C][C]0.281671[/C][/ROW]
[ROW][C]22[/C][C]-0.027936[/C][C]-0.306[/C][C]0.380057[/C][/ROW]
[ROW][C]23[/C][C]-0.015577[/C][C]-0.1706[/C][C]0.4324[/C][/ROW]
[ROW][C]24[/C][C]0.035174[/C][C]0.3853[/C][C]0.350345[/C][/ROW]
[ROW][C]25[/C][C]-0.07445[/C][C]-0.8156[/C][C]0.208183[/C][/ROW]
[ROW][C]26[/C][C]-0.056474[/C][C]-0.6186[/C][C]0.268661[/C][/ROW]
[ROW][C]27[/C][C]0.013629[/C][C]0.1493[/C][C]0.440784[/C][/ROW]
[ROW][C]28[/C][C]-0.04828[/C][C]-0.5289[/C][C]0.298931[/C][/ROW]
[ROW][C]29[/C][C]-0.012258[/C][C]-0.1343[/C][C]0.446704[/C][/ROW]
[ROW][C]30[/C][C]0.165693[/C][C]1.8151[/C][C]0.036005[/C][/ROW]
[ROW][C]31[/C][C]0.0543[/C][C]0.5948[/C][C]0.276541[/C][/ROW]
[ROW][C]32[/C][C]-0.045525[/C][C]-0.4987[/C][C]0.309453[/C][/ROW]
[ROW][C]33[/C][C]0.014045[/C][C]0.1539[/C][C]0.438991[/C][/ROW]
[ROW][C]34[/C][C]-0.014367[/C][C]-0.1574[/C][C]0.437603[/C][/ROW]
[ROW][C]35[/C][C]0.078853[/C][C]0.8638[/C][C]0.194712[/C][/ROW]
[ROW][C]36[/C][C]0.04672[/C][C]0.5118[/C][C]0.304867[/C][/ROW]
[ROW][C]37[/C][C]-0.081273[/C][C]-0.8903[/C][C]0.187544[/C][/ROW]
[ROW][C]38[/C][C]0.004382[/C][C]0.048[/C][C]0.480896[/C][/ROW]
[ROW][C]39[/C][C]0.020092[/C][C]0.2201[/C][C]0.413087[/C][/ROW]
[ROW][C]40[/C][C]0.058383[/C][C]0.6396[/C][C]0.261841[/C][/ROW]
[ROW][C]41[/C][C]-0.039331[/C][C]-0.4308[/C][C]0.333676[/C][/ROW]
[ROW][C]42[/C][C]-0.194684[/C][C]-2.1327[/C][C]0.017495[/C][/ROW]
[ROW][C]43[/C][C]0.067866[/C][C]0.7434[/C][C]0.229336[/C][/ROW]
[ROW][C]44[/C][C]-0.095841[/C][C]-1.0499[/C][C]0.14794[/C][/ROW]
[ROW][C]45[/C][C]0.052213[/C][C]0.572[/C][C]0.284208[/C][/ROW]
[ROW][C]46[/C][C]0.034298[/C][C]0.3757[/C][C]0.353896[/C][/ROW]
[ROW][C]47[/C][C]-0.164291[/C][C]-1.7997[/C][C]0.037209[/C][/ROW]
[ROW][C]48[/C][C]0.076357[/C][C]0.8364[/C][C]0.202283[/C][/ROW]
[ROW][C]49[/C][C]-0.028042[/C][C]-0.3072[/C][C]0.379618[/C][/ROW]
[ROW][C]50[/C][C]-0.043438[/C][C]-0.4758[/C][C]0.317528[/C][/ROW]
[ROW][C]51[/C][C]-0.024689[/C][C]-0.2705[/C][C]0.393638[/C][/ROW]
[ROW][C]52[/C][C]0.023378[/C][C]0.2561[/C][C]0.399159[/C][/ROW]
[ROW][C]53[/C][C]0.017108[/C][C]0.1874[/C][C]0.425828[/C][/ROW]
[ROW][C]54[/C][C]-0.038366[/C][C]-0.4203[/C][C]0.337518[/C][/ROW]
[ROW][C]55[/C][C]-0.048808[/C][C]-0.5347[/C][C]0.296936[/C][/ROW]
[ROW][C]56[/C][C]0.000954[/C][C]0.0105[/C][C]0.495838[/C][/ROW]
[ROW][C]57[/C][C]0.025894[/C][C]0.2837[/C][C]0.388582[/C][/ROW]
[ROW][C]58[/C][C]-0.054665[/C][C]-0.5988[/C][C]0.275207[/C][/ROW]
[ROW][C]59[/C][C]0.047238[/C][C]0.5175[/C][C]0.302891[/C][/ROW]
[ROW][C]60[/C][C]-0.064675[/C][C]-0.7085[/C][C]0.240012[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64980&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64980&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	0.845929	9.2667	0
2	0.368568	4.0375	4.8e-05
3	0.301698	3.3049	0.000626
4	0.013502	0.1479	0.441331
5	0.0893	0.9782	0.164964
6	-0.065413	-0.7166	0.237518
7	0.017641	0.1932	0.423546
8	0.022602	0.2476	0.402435
9	0.030131	0.3301	0.370963
10	-0.185927	-2.0367	0.021939
11	-0.051185	-0.5607	0.288021
12	0.309703	3.3926	0.000469
13	-0.329736	-3.6121	0.000222
14	-0.09131	-1.0002	0.159601
15	0.064896	0.7109	0.239263
16	0.141843	1.5538	0.061431
17	-0.029971	-0.3283	0.371623
18	0.046139	0.5054	0.307091
19	-0.080973	-0.887	0.188423
20	-0.125128	-1.3707	0.086512
21	-0.0529	-0.5795	0.281671
22	-0.027936	-0.306	0.380057
23	-0.015577	-0.1706	0.4324
24	0.035174	0.3853	0.350345
25	-0.07445	-0.8156	0.208183
26	-0.056474	-0.6186	0.268661
27	0.013629	0.1493	0.440784
28	-0.04828	-0.5289	0.298931
29	-0.012258	-0.1343	0.446704
30	0.165693	1.8151	0.036005
31	0.0543	0.5948	0.276541
32	-0.045525	-0.4987	0.309453
33	0.014045	0.1539	0.438991
34	-0.014367	-0.1574	0.437603
35	0.078853	0.8638	0.194712
36	0.04672	0.5118	0.304867
37	-0.081273	-0.8903	0.187544
38	0.004382	0.048	0.480896
39	0.020092	0.2201	0.413087
40	0.058383	0.6396	0.261841
41	-0.039331	-0.4308	0.333676
42	-0.194684	-2.1327	0.017495
43	0.067866	0.7434	0.229336
44	-0.095841	-1.0499	0.14794
45	0.052213	0.572	0.284208
46	0.034298	0.3757	0.353896
47	-0.164291	-1.7997	0.037209
48	0.076357	0.8364	0.202283
49	-0.028042	-0.3072	0.379618
50	-0.043438	-0.4758	0.317528
51	-0.024689	-0.2705	0.393638
52	0.023378	0.2561	0.399159
53	0.017108	0.1874	0.425828
54	-0.038366	-0.4203	0.337518
55	-0.048808	-0.5347	0.296936
56	0.000954	0.0105	0.495838
57	0.025894	0.2837	0.388582
58	-0.054665	-0.5988	0.275207
59	0.047238	0.5175	0.302891
60	-0.064675	-0.7085	0.240012

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