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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 09 Dec 2009 07:56:44 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/09/t126037067718hal35mec6agzk.htm/, Retrieved Mon, 29 Apr 2024 13:20:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64981, Retrieved Mon, 29 Apr 2024 13:20:56 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

135

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]
-   PD            [(Partial) Autocorrelation Function] [WS10 - PACF Y d =...] [2009-12-09 14:56:44] [0cc924834281808eda7297686c82928f] [Current]

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64981&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]2 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=64981&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64981&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.459901	-5.0169	1e-06
2	-0.111142	-1.2124	0.113877
3	0.16483	1.7981	0.03735
4	-0.132484	-1.4452	0.075511
5	0.125577	1.3699	0.086651
6	-0.078923	-0.8609	0.195499
7	-0.050233	-0.548	0.292368
8	0.050562	0.5516	0.291139
9	0.116906	1.2753	0.102345
10	-0.101359	-1.1057	0.135545
11	-0.277068	-3.0225	0.001535
12	0.556078	6.0661	0
13	-0.248838	-2.7145	0.003812
14	-0.116128	-1.2668	0.10385
15	0.081348	0.8874	0.188325
16	-0.052978	-0.5779	0.282205
17	0.065315	0.7125	0.238773
18	0.040947	0.4467	0.327959
19	-0.102861	-1.1221	0.132044
20	0.043323	0.4726	0.318682
21	0.115358	1.2584	0.105354
22	-0.134982	-1.4725	0.071765
23	-0.158674	-1.7309	0.043028
24	0.367447	4.0084	5.4e-05
25	-0.177839	-1.94	0.027373
26	-0.08677	-0.9465	0.172893
27	0.14282	1.558	0.060946
28	-0.109748	-1.1972	0.116802
29	0.028226	0.3079	0.379346
30	0.107242	1.1699	0.122195
31	-0.103589	-1.13	0.130369
32	0.015111	0.1648	0.434674
33	0.089732	0.9789	0.164817
34	-0.187429	-2.0446	0.021549
35	-0.012399	-0.1353	0.446319
36	0.282918	3.0863	0.001261
37	-0.210577	-2.2971	0.01168
38	0.016302	0.1778	0.42958
39	0.031122	0.3395	0.367416
40	0.001816	0.0198	0.492114
41	0.05557	0.6062	0.27277
42	-0.108382	-1.1823	0.11972
43	0.075718	0.826	0.205232
44	-0.064821	-0.7071	0.240439
45	0.078291	0.8541	0.197394
46	-0.049727	-0.5425	0.294258
47	-0.153314	-1.6725	0.048531
48	0.341174	3.7218	0.000152
49	-0.216144	-2.3578	0.010006
50	-0.014463	-0.1578	0.43745
51	0.056314	0.6143	0.270091
52	-0.038428	-0.4192	0.337912
53	0.066051	0.7205	0.236306
54	-0.080067	-0.8734	0.192095
55	0.013339	0.1455	0.442278
56	0.01012	0.1104	0.456139
57	0.092129	1.005	0.158465
58	-0.083833	-0.9145	0.181149
59	-0.093834	-1.0236	0.154049
60	0.189845	2.071	0.020262

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.459901 & -5.0169 & 1e-06 \tabularnewline
2 & -0.111142 & -1.2124 & 0.113877 \tabularnewline
3 & 0.16483 & 1.7981 & 0.03735 \tabularnewline
4 & -0.132484 & -1.4452 & 0.075511 \tabularnewline
5 & 0.125577 & 1.3699 & 0.086651 \tabularnewline
6 & -0.078923 & -0.8609 & 0.195499 \tabularnewline
7 & -0.050233 & -0.548 & 0.292368 \tabularnewline
8 & 0.050562 & 0.5516 & 0.291139 \tabularnewline
9 & 0.116906 & 1.2753 & 0.102345 \tabularnewline
10 & -0.101359 & -1.1057 & 0.135545 \tabularnewline
11 & -0.277068 & -3.0225 & 0.001535 \tabularnewline
12 & 0.556078 & 6.0661 & 0 \tabularnewline
13 & -0.248838 & -2.7145 & 0.003812 \tabularnewline
14 & -0.116128 & -1.2668 & 0.10385 \tabularnewline
15 & 0.081348 & 0.8874 & 0.188325 \tabularnewline
16 & -0.052978 & -0.5779 & 0.282205 \tabularnewline
17 & 0.065315 & 0.7125 & 0.238773 \tabularnewline
18 & 0.040947 & 0.4467 & 0.327959 \tabularnewline
19 & -0.102861 & -1.1221 & 0.132044 \tabularnewline
20 & 0.043323 & 0.4726 & 0.318682 \tabularnewline
21 & 0.115358 & 1.2584 & 0.105354 \tabularnewline
22 & -0.134982 & -1.4725 & 0.071765 \tabularnewline
23 & -0.158674 & -1.7309 & 0.043028 \tabularnewline
24 & 0.367447 & 4.0084 & 5.4e-05 \tabularnewline
25 & -0.177839 & -1.94 & 0.027373 \tabularnewline
26 & -0.08677 & -0.9465 & 0.172893 \tabularnewline
27 & 0.14282 & 1.558 & 0.060946 \tabularnewline
28 & -0.109748 & -1.1972 & 0.116802 \tabularnewline
29 & 0.028226 & 0.3079 & 0.379346 \tabularnewline
30 & 0.107242 & 1.1699 & 0.122195 \tabularnewline
31 & -0.103589 & -1.13 & 0.130369 \tabularnewline
32 & 0.015111 & 0.1648 & 0.434674 \tabularnewline
33 & 0.089732 & 0.9789 & 0.164817 \tabularnewline
34 & -0.187429 & -2.0446 & 0.021549 \tabularnewline
35 & -0.012399 & -0.1353 & 0.446319 \tabularnewline
36 & 0.282918 & 3.0863 & 0.001261 \tabularnewline
37 & -0.210577 & -2.2971 & 0.01168 \tabularnewline
38 & 0.016302 & 0.1778 & 0.42958 \tabularnewline
39 & 0.031122 & 0.3395 & 0.367416 \tabularnewline
40 & 0.001816 & 0.0198 & 0.492114 \tabularnewline
41 & 0.05557 & 0.6062 & 0.27277 \tabularnewline
42 & -0.108382 & -1.1823 & 0.11972 \tabularnewline
43 & 0.075718 & 0.826 & 0.205232 \tabularnewline
44 & -0.064821 & -0.7071 & 0.240439 \tabularnewline
45 & 0.078291 & 0.8541 & 0.197394 \tabularnewline
46 & -0.049727 & -0.5425 & 0.294258 \tabularnewline
47 & -0.153314 & -1.6725 & 0.048531 \tabularnewline
48 & 0.341174 & 3.7218 & 0.000152 \tabularnewline
49 & -0.216144 & -2.3578 & 0.010006 \tabularnewline
50 & -0.014463 & -0.1578 & 0.43745 \tabularnewline
51 & 0.056314 & 0.6143 & 0.270091 \tabularnewline
52 & -0.038428 & -0.4192 & 0.337912 \tabularnewline
53 & 0.066051 & 0.7205 & 0.236306 \tabularnewline
54 & -0.080067 & -0.8734 & 0.192095 \tabularnewline
55 & 0.013339 & 0.1455 & 0.442278 \tabularnewline
56 & 0.01012 & 0.1104 & 0.456139 \tabularnewline
57 & 0.092129 & 1.005 & 0.158465 \tabularnewline
58 & -0.083833 & -0.9145 & 0.181149 \tabularnewline
59 & -0.093834 & -1.0236 & 0.154049 \tabularnewline
60 & 0.189845 & 2.071 & 0.020262 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64981&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]-0.459901[/C][C]-5.0169[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.111142[/C][C]-1.2124[/C][C]0.113877[/C][/ROW]
[ROW][C]3[/C][C]0.16483[/C][C]1.7981[/C][C]0.03735[/C][/ROW]
[ROW][C]4[/C][C]-0.132484[/C][C]-1.4452[/C][C]0.075511[/C][/ROW]
[ROW][C]5[/C][C]0.125577[/C][C]1.3699[/C][C]0.086651[/C][/ROW]
[ROW][C]6[/C][C]-0.078923[/C][C]-0.8609[/C][C]0.195499[/C][/ROW]
[ROW][C]7[/C][C]-0.050233[/C][C]-0.548[/C][C]0.292368[/C][/ROW]
[ROW][C]8[/C][C]0.050562[/C][C]0.5516[/C][C]0.291139[/C][/ROW]
[ROW][C]9[/C][C]0.116906[/C][C]1.2753[/C][C]0.102345[/C][/ROW]
[ROW][C]10[/C][C]-0.101359[/C][C]-1.1057[/C][C]0.135545[/C][/ROW]
[ROW][C]11[/C][C]-0.277068[/C][C]-3.0225[/C][C]0.001535[/C][/ROW]
[ROW][C]12[/C][C]0.556078[/C][C]6.0661[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.248838[/C][C]-2.7145[/C][C]0.003812[/C][/ROW]
[ROW][C]14[/C][C]-0.116128[/C][C]-1.2668[/C][C]0.10385[/C][/ROW]
[ROW][C]15[/C][C]0.081348[/C][C]0.8874[/C][C]0.188325[/C][/ROW]
[ROW][C]16[/C][C]-0.052978[/C][C]-0.5779[/C][C]0.282205[/C][/ROW]
[ROW][C]17[/C][C]0.065315[/C][C]0.7125[/C][C]0.238773[/C][/ROW]
[ROW][C]18[/C][C]0.040947[/C][C]0.4467[/C][C]0.327959[/C][/ROW]
[ROW][C]19[/C][C]-0.102861[/C][C]-1.1221[/C][C]0.132044[/C][/ROW]
[ROW][C]20[/C][C]0.043323[/C][C]0.4726[/C][C]0.318682[/C][/ROW]
[ROW][C]21[/C][C]0.115358[/C][C]1.2584[/C][C]0.105354[/C][/ROW]
[ROW][C]22[/C][C]-0.134982[/C][C]-1.4725[/C][C]0.071765[/C][/ROW]
[ROW][C]23[/C][C]-0.158674[/C][C]-1.7309[/C][C]0.043028[/C][/ROW]
[ROW][C]24[/C][C]0.367447[/C][C]4.0084[/C][C]5.4e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.177839[/C][C]-1.94[/C][C]0.027373[/C][/ROW]
[ROW][C]26[/C][C]-0.08677[/C][C]-0.9465[/C][C]0.172893[/C][/ROW]
[ROW][C]27[/C][C]0.14282[/C][C]1.558[/C][C]0.060946[/C][/ROW]
[ROW][C]28[/C][C]-0.109748[/C][C]-1.1972[/C][C]0.116802[/C][/ROW]
[ROW][C]29[/C][C]0.028226[/C][C]0.3079[/C][C]0.379346[/C][/ROW]
[ROW][C]30[/C][C]0.107242[/C][C]1.1699[/C][C]0.122195[/C][/ROW]
[ROW][C]31[/C][C]-0.103589[/C][C]-1.13[/C][C]0.130369[/C][/ROW]
[ROW][C]32[/C][C]0.015111[/C][C]0.1648[/C][C]0.434674[/C][/ROW]
[ROW][C]33[/C][C]0.089732[/C][C]0.9789[/C][C]0.164817[/C][/ROW]
[ROW][C]34[/C][C]-0.187429[/C][C]-2.0446[/C][C]0.021549[/C][/ROW]
[ROW][C]35[/C][C]-0.012399[/C][C]-0.1353[/C][C]0.446319[/C][/ROW]
[ROW][C]36[/C][C]0.282918[/C][C]3.0863[/C][C]0.001261[/C][/ROW]
[ROW][C]37[/C][C]-0.210577[/C][C]-2.2971[/C][C]0.01168[/C][/ROW]
[ROW][C]38[/C][C]0.016302[/C][C]0.1778[/C][C]0.42958[/C][/ROW]
[ROW][C]39[/C][C]0.031122[/C][C]0.3395[/C][C]0.367416[/C][/ROW]
[ROW][C]40[/C][C]0.001816[/C][C]0.0198[/C][C]0.492114[/C][/ROW]
[ROW][C]41[/C][C]0.05557[/C][C]0.6062[/C][C]0.27277[/C][/ROW]
[ROW][C]42[/C][C]-0.108382[/C][C]-1.1823[/C][C]0.11972[/C][/ROW]
[ROW][C]43[/C][C]0.075718[/C][C]0.826[/C][C]0.205232[/C][/ROW]
[ROW][C]44[/C][C]-0.064821[/C][C]-0.7071[/C][C]0.240439[/C][/ROW]
[ROW][C]45[/C][C]0.078291[/C][C]0.8541[/C][C]0.197394[/C][/ROW]
[ROW][C]46[/C][C]-0.049727[/C][C]-0.5425[/C][C]0.294258[/C][/ROW]
[ROW][C]47[/C][C]-0.153314[/C][C]-1.6725[/C][C]0.048531[/C][/ROW]
[ROW][C]48[/C][C]0.341174[/C][C]3.7218[/C][C]0.000152[/C][/ROW]
[ROW][C]49[/C][C]-0.216144[/C][C]-2.3578[/C][C]0.010006[/C][/ROW]
[ROW][C]50[/C][C]-0.014463[/C][C]-0.1578[/C][C]0.43745[/C][/ROW]
[ROW][C]51[/C][C]0.056314[/C][C]0.6143[/C][C]0.270091[/C][/ROW]
[ROW][C]52[/C][C]-0.038428[/C][C]-0.4192[/C][C]0.337912[/C][/ROW]
[ROW][C]53[/C][C]0.066051[/C][C]0.7205[/C][C]0.236306[/C][/ROW]
[ROW][C]54[/C][C]-0.080067[/C][C]-0.8734[/C][C]0.192095[/C][/ROW]
[ROW][C]55[/C][C]0.013339[/C][C]0.1455[/C][C]0.442278[/C][/ROW]
[ROW][C]56[/C][C]0.01012[/C][C]0.1104[/C][C]0.456139[/C][/ROW]
[ROW][C]57[/C][C]0.092129[/C][C]1.005[/C][C]0.158465[/C][/ROW]
[ROW][C]58[/C][C]-0.083833[/C][C]-0.9145[/C][C]0.181149[/C][/ROW]
[ROW][C]59[/C][C]-0.093834[/C][C]-1.0236[/C][C]0.154049[/C][/ROW]
[ROW][C]60[/C][C]0.189845[/C][C]2.071[/C][C]0.020262[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64981&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64981&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	-0.459901	-5.0169	1e-06
2	-0.111142	-1.2124	0.113877
3	0.16483	1.7981	0.03735
4	-0.132484	-1.4452	0.075511
5	0.125577	1.3699	0.086651
6	-0.078923	-0.8609	0.195499
7	-0.050233	-0.548	0.292368
8	0.050562	0.5516	0.291139
9	0.116906	1.2753	0.102345
10	-0.101359	-1.1057	0.135545
11	-0.277068	-3.0225	0.001535
12	0.556078	6.0661	0
13	-0.248838	-2.7145	0.003812
14	-0.116128	-1.2668	0.10385
15	0.081348	0.8874	0.188325
16	-0.052978	-0.5779	0.282205
17	0.065315	0.7125	0.238773
18	0.040947	0.4467	0.327959
19	-0.102861	-1.1221	0.132044
20	0.043323	0.4726	0.318682
21	0.115358	1.2584	0.105354
22	-0.134982	-1.4725	0.071765
23	-0.158674	-1.7309	0.043028
24	0.367447	4.0084	5.4e-05
25	-0.177839	-1.94	0.027373
26	-0.08677	-0.9465	0.172893
27	0.14282	1.558	0.060946
28	-0.109748	-1.1972	0.116802
29	0.028226	0.3079	0.379346
30	0.107242	1.1699	0.122195
31	-0.103589	-1.13	0.130369
32	0.015111	0.1648	0.434674
33	0.089732	0.9789	0.164817
34	-0.187429	-2.0446	0.021549
35	-0.012399	-0.1353	0.446319
36	0.282918	3.0863	0.001261
37	-0.210577	-2.2971	0.01168
38	0.016302	0.1778	0.42958
39	0.031122	0.3395	0.367416
40	0.001816	0.0198	0.492114
41	0.05557	0.6062	0.27277
42	-0.108382	-1.1823	0.11972
43	0.075718	0.826	0.205232
44	-0.064821	-0.7071	0.240439
45	0.078291	0.8541	0.197394
46	-0.049727	-0.5425	0.294258
47	-0.153314	-1.6725	0.048531
48	0.341174	3.7218	0.000152
49	-0.216144	-2.3578	0.010006
50	-0.014463	-0.1578	0.43745
51	0.056314	0.6143	0.270091
52	-0.038428	-0.4192	0.337912
53	0.066051	0.7205	0.236306
54	-0.080067	-0.8734	0.192095
55	0.013339	0.1455	0.442278
56	0.01012	0.1104	0.456139
57	0.092129	1.005	0.158465
58	-0.083833	-0.9145	0.181149
59	-0.093834	-1.0236	0.154049
60	0.189845	2.071	0.020262

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.459901	-5.0169	1e-06
2	-0.409201	-4.4639	9e-06
3	-0.145314	-1.5852	0.057789
4	-0.215739	-2.3534	0.01012
5	-0.006166	-0.0673	0.47324
6	-0.07324	-0.7989	0.212956
7	-0.113489	-1.238	0.109073
8	-0.134363	-1.4657	0.07268
9	0.113182	1.2347	0.109694
10	0.062322	0.6799	0.248959
11	-0.403098	-4.3973	1.2e-05
12	0.287417	3.1354	0.001081
13	0.166483	1.8161	0.035935
14	0.005377	0.0587	0.476663
15	-0.170593	-1.861	0.032609
16	0.019868	0.2167	0.414393
17	-0.142314	-1.5525	0.061604
18	0.025016	0.2729	0.392706
19	0.082312	0.8979	0.185522
20	0.057679	0.6292	0.265211
21	-0.013104	-0.143	0.443286
22	-0.041276	-0.4503	0.326668
23	-0.063696	-0.6948	0.244253
24	0.039921	0.4355	0.331999
25	0.013053	0.1424	0.443504
26	-0.074666	-0.8145	0.208491
27	0.124149	1.3543	0.089102
28	0.019484	0.2125	0.416024
29	-0.102392	-1.117	0.133129
30	-0.023576	-0.2572	0.398739
31	0.166028	1.8112	0.03632
32	0.021665	0.2363	0.406789
33	0.002705	0.0295	0.488256
34	-0.121504	-1.3255	0.09378
35	-0.047902	-0.5225	0.301131
36	0.031112	0.3394	0.367457
37	-0.0226	-0.2465	0.402844
38	0.085992	0.9381	0.175055
39	-0.122032	-1.3312	0.092832
40	0.072839	0.7946	0.21422
41	0.210217	2.2932	0.011796
42	-0.102891	-1.1224	0.131973
43	-0.016028	-0.1748	0.430749
44	-0.051241	-0.559	0.288617
45	-0.048294	-0.5268	0.299648
46	0.149713	1.6332	0.052538
47	-0.059021	-0.6438	0.26046
48	-0.047532	-0.5185	0.302533
49	-0.093462	-1.0195	0.155006
50	0.002669	0.0291	0.488409
51	-0.024715	-0.2696	0.393963
52	0.009789	0.1068	0.457569
53	-0.080997	-0.8836	0.189354
54	-0.008505	-0.0928	0.463118
55	-0.050009	-0.5455	0.293205
56	0.01412	0.154	0.438924
57	0.045543	0.4968	0.310119
58	-0.035537	-0.3877	0.34948
59	0.088159	0.9617	0.169074
60	-0.097821	-1.0671	0.144042

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.459901 & -5.0169 & 1e-06 \tabularnewline
2 & -0.409201 & -4.4639 & 9e-06 \tabularnewline
3 & -0.145314 & -1.5852 & 0.057789 \tabularnewline
4 & -0.215739 & -2.3534 & 0.01012 \tabularnewline
5 & -0.006166 & -0.0673 & 0.47324 \tabularnewline
6 & -0.07324 & -0.7989 & 0.212956 \tabularnewline
7 & -0.113489 & -1.238 & 0.109073 \tabularnewline
8 & -0.134363 & -1.4657 & 0.07268 \tabularnewline
9 & 0.113182 & 1.2347 & 0.109694 \tabularnewline
10 & 0.062322 & 0.6799 & 0.248959 \tabularnewline
11 & -0.403098 & -4.3973 & 1.2e-05 \tabularnewline
12 & 0.287417 & 3.1354 & 0.001081 \tabularnewline
13 & 0.166483 & 1.8161 & 0.035935 \tabularnewline
14 & 0.005377 & 0.0587 & 0.476663 \tabularnewline
15 & -0.170593 & -1.861 & 0.032609 \tabularnewline
16 & 0.019868 & 0.2167 & 0.414393 \tabularnewline
17 & -0.142314 & -1.5525 & 0.061604 \tabularnewline
18 & 0.025016 & 0.2729 & 0.392706 \tabularnewline
19 & 0.082312 & 0.8979 & 0.185522 \tabularnewline
20 & 0.057679 & 0.6292 & 0.265211 \tabularnewline
21 & -0.013104 & -0.143 & 0.443286 \tabularnewline
22 & -0.041276 & -0.4503 & 0.326668 \tabularnewline
23 & -0.063696 & -0.6948 & 0.244253 \tabularnewline
24 & 0.039921 & 0.4355 & 0.331999 \tabularnewline
25 & 0.013053 & 0.1424 & 0.443504 \tabularnewline
26 & -0.074666 & -0.8145 & 0.208491 \tabularnewline
27 & 0.124149 & 1.3543 & 0.089102 \tabularnewline
28 & 0.019484 & 0.2125 & 0.416024 \tabularnewline
29 & -0.102392 & -1.117 & 0.133129 \tabularnewline
30 & -0.023576 & -0.2572 & 0.398739 \tabularnewline
31 & 0.166028 & 1.8112 & 0.03632 \tabularnewline
32 & 0.021665 & 0.2363 & 0.406789 \tabularnewline
33 & 0.002705 & 0.0295 & 0.488256 \tabularnewline
34 & -0.121504 & -1.3255 & 0.09378 \tabularnewline
35 & -0.047902 & -0.5225 & 0.301131 \tabularnewline
36 & 0.031112 & 0.3394 & 0.367457 \tabularnewline
37 & -0.0226 & -0.2465 & 0.402844 \tabularnewline
38 & 0.085992 & 0.9381 & 0.175055 \tabularnewline
39 & -0.122032 & -1.3312 & 0.092832 \tabularnewline
40 & 0.072839 & 0.7946 & 0.21422 \tabularnewline
41 & 0.210217 & 2.2932 & 0.011796 \tabularnewline
42 & -0.102891 & -1.1224 & 0.131973 \tabularnewline
43 & -0.016028 & -0.1748 & 0.430749 \tabularnewline
44 & -0.051241 & -0.559 & 0.288617 \tabularnewline
45 & -0.048294 & -0.5268 & 0.299648 \tabularnewline
46 & 0.149713 & 1.6332 & 0.052538 \tabularnewline
47 & -0.059021 & -0.6438 & 0.26046 \tabularnewline
48 & -0.047532 & -0.5185 & 0.302533 \tabularnewline
49 & -0.093462 & -1.0195 & 0.155006 \tabularnewline
50 & 0.002669 & 0.0291 & 0.488409 \tabularnewline
51 & -0.024715 & -0.2696 & 0.393963 \tabularnewline
52 & 0.009789 & 0.1068 & 0.457569 \tabularnewline
53 & -0.080997 & -0.8836 & 0.189354 \tabularnewline
54 & -0.008505 & -0.0928 & 0.463118 \tabularnewline
55 & -0.050009 & -0.5455 & 0.293205 \tabularnewline
56 & 0.01412 & 0.154 & 0.438924 \tabularnewline
57 & 0.045543 & 0.4968 & 0.310119 \tabularnewline
58 & -0.035537 & -0.3877 & 0.34948 \tabularnewline
59 & 0.088159 & 0.9617 & 0.169074 \tabularnewline
60 & -0.097821 & -1.0671 & 0.144042 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64981&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]-0.459901[/C][C]-5.0169[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.409201[/C][C]-4.4639[/C][C]9e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.145314[/C][C]-1.5852[/C][C]0.057789[/C][/ROW]
[ROW][C]4[/C][C]-0.215739[/C][C]-2.3534[/C][C]0.01012[/C][/ROW]
[ROW][C]5[/C][C]-0.006166[/C][C]-0.0673[/C][C]0.47324[/C][/ROW]
[ROW][C]6[/C][C]-0.07324[/C][C]-0.7989[/C][C]0.212956[/C][/ROW]
[ROW][C]7[/C][C]-0.113489[/C][C]-1.238[/C][C]0.109073[/C][/ROW]
[ROW][C]8[/C][C]-0.134363[/C][C]-1.4657[/C][C]0.07268[/C][/ROW]
[ROW][C]9[/C][C]0.113182[/C][C]1.2347[/C][C]0.109694[/C][/ROW]
[ROW][C]10[/C][C]0.062322[/C][C]0.6799[/C][C]0.248959[/C][/ROW]
[ROW][C]11[/C][C]-0.403098[/C][C]-4.3973[/C][C]1.2e-05[/C][/ROW]
[ROW][C]12[/C][C]0.287417[/C][C]3.1354[/C][C]0.001081[/C][/ROW]
[ROW][C]13[/C][C]0.166483[/C][C]1.8161[/C][C]0.035935[/C][/ROW]
[ROW][C]14[/C][C]0.005377[/C][C]0.0587[/C][C]0.476663[/C][/ROW]
[ROW][C]15[/C][C]-0.170593[/C][C]-1.861[/C][C]0.032609[/C][/ROW]
[ROW][C]16[/C][C]0.019868[/C][C]0.2167[/C][C]0.414393[/C][/ROW]
[ROW][C]17[/C][C]-0.142314[/C][C]-1.5525[/C][C]0.061604[/C][/ROW]
[ROW][C]18[/C][C]0.025016[/C][C]0.2729[/C][C]0.392706[/C][/ROW]
[ROW][C]19[/C][C]0.082312[/C][C]0.8979[/C][C]0.185522[/C][/ROW]
[ROW][C]20[/C][C]0.057679[/C][C]0.6292[/C][C]0.265211[/C][/ROW]
[ROW][C]21[/C][C]-0.013104[/C][C]-0.143[/C][C]0.443286[/C][/ROW]
[ROW][C]22[/C][C]-0.041276[/C][C]-0.4503[/C][C]0.326668[/C][/ROW]
[ROW][C]23[/C][C]-0.063696[/C][C]-0.6948[/C][C]0.244253[/C][/ROW]
[ROW][C]24[/C][C]0.039921[/C][C]0.4355[/C][C]0.331999[/C][/ROW]
[ROW][C]25[/C][C]0.013053[/C][C]0.1424[/C][C]0.443504[/C][/ROW]
[ROW][C]26[/C][C]-0.074666[/C][C]-0.8145[/C][C]0.208491[/C][/ROW]
[ROW][C]27[/C][C]0.124149[/C][C]1.3543[/C][C]0.089102[/C][/ROW]
[ROW][C]28[/C][C]0.019484[/C][C]0.2125[/C][C]0.416024[/C][/ROW]
[ROW][C]29[/C][C]-0.102392[/C][C]-1.117[/C][C]0.133129[/C][/ROW]
[ROW][C]30[/C][C]-0.023576[/C][C]-0.2572[/C][C]0.398739[/C][/ROW]
[ROW][C]31[/C][C]0.166028[/C][C]1.8112[/C][C]0.03632[/C][/ROW]
[ROW][C]32[/C][C]0.021665[/C][C]0.2363[/C][C]0.406789[/C][/ROW]
[ROW][C]33[/C][C]0.002705[/C][C]0.0295[/C][C]0.488256[/C][/ROW]
[ROW][C]34[/C][C]-0.121504[/C][C]-1.3255[/C][C]0.09378[/C][/ROW]
[ROW][C]35[/C][C]-0.047902[/C][C]-0.5225[/C][C]0.301131[/C][/ROW]
[ROW][C]36[/C][C]0.031112[/C][C]0.3394[/C][C]0.367457[/C][/ROW]
[ROW][C]37[/C][C]-0.0226[/C][C]-0.2465[/C][C]0.402844[/C][/ROW]
[ROW][C]38[/C][C]0.085992[/C][C]0.9381[/C][C]0.175055[/C][/ROW]
[ROW][C]39[/C][C]-0.122032[/C][C]-1.3312[/C][C]0.092832[/C][/ROW]
[ROW][C]40[/C][C]0.072839[/C][C]0.7946[/C][C]0.21422[/C][/ROW]
[ROW][C]41[/C][C]0.210217[/C][C]2.2932[/C][C]0.011796[/C][/ROW]
[ROW][C]42[/C][C]-0.102891[/C][C]-1.1224[/C][C]0.131973[/C][/ROW]
[ROW][C]43[/C][C]-0.016028[/C][C]-0.1748[/C][C]0.430749[/C][/ROW]
[ROW][C]44[/C][C]-0.051241[/C][C]-0.559[/C][C]0.288617[/C][/ROW]
[ROW][C]45[/C][C]-0.048294[/C][C]-0.5268[/C][C]0.299648[/C][/ROW]
[ROW][C]46[/C][C]0.149713[/C][C]1.6332[/C][C]0.052538[/C][/ROW]
[ROW][C]47[/C][C]-0.059021[/C][C]-0.6438[/C][C]0.26046[/C][/ROW]
[ROW][C]48[/C][C]-0.047532[/C][C]-0.5185[/C][C]0.302533[/C][/ROW]
[ROW][C]49[/C][C]-0.093462[/C][C]-1.0195[/C][C]0.155006[/C][/ROW]
[ROW][C]50[/C][C]0.002669[/C][C]0.0291[/C][C]0.488409[/C][/ROW]
[ROW][C]51[/C][C]-0.024715[/C][C]-0.2696[/C][C]0.393963[/C][/ROW]
[ROW][C]52[/C][C]0.009789[/C][C]0.1068[/C][C]0.457569[/C][/ROW]
[ROW][C]53[/C][C]-0.080997[/C][C]-0.8836[/C][C]0.189354[/C][/ROW]
[ROW][C]54[/C][C]-0.008505[/C][C]-0.0928[/C][C]0.463118[/C][/ROW]
[ROW][C]55[/C][C]-0.050009[/C][C]-0.5455[/C][C]0.293205[/C][/ROW]
[ROW][C]56[/C][C]0.01412[/C][C]0.154[/C][C]0.438924[/C][/ROW]
[ROW][C]57[/C][C]0.045543[/C][C]0.4968[/C][C]0.310119[/C][/ROW]
[ROW][C]58[/C][C]-0.035537[/C][C]-0.3877[/C][C]0.34948[/C][/ROW]
[ROW][C]59[/C][C]0.088159[/C][C]0.9617[/C][C]0.169074[/C][/ROW]
[ROW][C]60[/C][C]-0.097821[/C][C]-1.0671[/C][C]0.144042[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64981&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64981&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	-0.459901	-5.0169	1e-06
2	-0.409201	-4.4639	9e-06
3	-0.145314	-1.5852	0.057789
4	-0.215739	-2.3534	0.01012
5	-0.006166	-0.0673	0.47324
6	-0.07324	-0.7989	0.212956
7	-0.113489	-1.238	0.109073
8	-0.134363	-1.4657	0.07268
9	0.113182	1.2347	0.109694
10	0.062322	0.6799	0.248959
11	-0.403098	-4.3973	1.2e-05
12	0.287417	3.1354	0.001081
13	0.166483	1.8161	0.035935
14	0.005377	0.0587	0.476663
15	-0.170593	-1.861	0.032609
16	0.019868	0.2167	0.414393
17	-0.142314	-1.5525	0.061604
18	0.025016	0.2729	0.392706
19	0.082312	0.8979	0.185522
20	0.057679	0.6292	0.265211
21	-0.013104	-0.143	0.443286
22	-0.041276	-0.4503	0.326668
23	-0.063696	-0.6948	0.244253
24	0.039921	0.4355	0.331999
25	0.013053	0.1424	0.443504
26	-0.074666	-0.8145	0.208491
27	0.124149	1.3543	0.089102
28	0.019484	0.2125	0.416024
29	-0.102392	-1.117	0.133129
30	-0.023576	-0.2572	0.398739
31	0.166028	1.8112	0.03632
32	0.021665	0.2363	0.406789
33	0.002705	0.0295	0.488256
34	-0.121504	-1.3255	0.09378
35	-0.047902	-0.5225	0.301131
36	0.031112	0.3394	0.367457
37	-0.0226	-0.2465	0.402844
38	0.085992	0.9381	0.175055
39	-0.122032	-1.3312	0.092832
40	0.072839	0.7946	0.21422
41	0.210217	2.2932	0.011796
42	-0.102891	-1.1224	0.131973
43	-0.016028	-0.1748	0.430749
44	-0.051241	-0.559	0.288617
45	-0.048294	-0.5268	0.299648
46	0.149713	1.6332	0.052538
47	-0.059021	-0.6438	0.26046
48	-0.047532	-0.5185	0.302533
49	-0.093462	-1.0195	0.155006
50	0.002669	0.0291	0.488409
51	-0.024715	-0.2696	0.393963
52	0.009789	0.1068	0.457569
53	-0.080997	-0.8836	0.189354
54	-0.008505	-0.0928	0.463118
55	-0.050009	-0.5455	0.293205
56	0.01412	0.154	0.438924
57	0.045543	0.4968	0.310119
58	-0.035537	-0.3877	0.34948
59	0.088159	0.9617	0.169074
60	-0.097821	-1.0671	0.144042

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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