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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 09 Dec 2009 08:00:11 -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/t12603708757z0mwudr824y4xw.htm/, Retrieved Mon, 29 Apr 2024 13:33:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64983, Retrieved Mon, 29 Apr 2024 13:33:41 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

124

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 15:00:11] [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=64983&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=64983&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64983&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	-0.449419	-4.6488	5e-06
2	0.042329	0.4379	0.331187
3	0.164781	1.7045	0.045594
4	-0.33699	-3.4859	0.000356
5	0.223137	2.3081	0.011457
6	-0.10443	-1.0802	0.141233
7	-0.132485	-1.3704	0.086709
8	0.221804	2.2944	0.011861
9	-0.032413	-0.3353	0.369032
10	0.001305	0.0135	0.494626
11	0.118061	1.2212	0.11234
12	-0.301758	-3.1214	0.001157
13	0.111105	1.1493	0.126502
14	-0.006111	-0.0632	0.474859
15	-0.172875	-1.7882	0.038285
16	0.142652	1.4756	0.071494
17	-0.023843	-0.2466	0.402831
18	0.102097	1.0561	0.14665
19	-0.097829	-1.0119	0.156923
20	0.059206	0.6124	0.270777
21	-0.006862	-0.071	0.471772
22	0.028631	0.2962	0.383842
23	-0.008869	-0.0917	0.463536
24	-0.113668	-1.1758	0.121143
25	0.113635	1.1754	0.121212
26	-0.14432	-1.4929	0.069208
27	0.262608	2.7164	0.003848
28	-0.206637	-2.1375	0.017419
29	-0.032449	-0.3357	0.368893
30	0.230563	2.385	0.00942
31	-0.163768	-1.694	0.046584
32	0.08307	0.8593	0.196053
33	-0.022659	-0.2344	0.407566
34	-0.232596	-2.406	0.008922
35	0.306416	3.1696	0.000995
36	-0.181093	-1.8732	0.031882
37	-0.020723	-0.2144	0.415337
38	0.219746	2.2731	0.01251
39	-0.210861	-2.1812	0.01568
40	0.158718	1.6418	0.051785
41	0.079384	0.8212	0.206692
42	-0.325081	-3.3627	0.000536
43	0.278041	2.8761	0.00243
44	-0.161377	-1.6693	0.048991
45	-0.038173	-0.3949	0.346863
46	0.183659	1.8998	0.030077
47	-0.199339	-2.062	0.020816
48	0.187563	1.9402	0.027495
49	-0.076872	-0.7952	0.214137
50	-0.048172	-0.4983	0.30965
51	0.018751	0.194	0.423287
52	-0.006276	-0.0649	0.47418
53	-0.002658	-0.0275	0.489059
54	0.00162	0.0168	0.493332
55	-0.011535	-0.1193	0.452622
56	0.019921	0.2061	0.418566
57	0.07769	0.8036	0.211695
58	-0.078687	-0.8139	0.208744
59	0.022546	0.2332	0.408021
60	0.003403	0.0352	0.485992

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.449419 & -4.6488 & 5e-06 \tabularnewline
2 & 0.042329 & 0.4379 & 0.331187 \tabularnewline
3 & 0.164781 & 1.7045 & 0.045594 \tabularnewline
4 & -0.33699 & -3.4859 & 0.000356 \tabularnewline
5 & 0.223137 & 2.3081 & 0.011457 \tabularnewline
6 & -0.10443 & -1.0802 & 0.141233 \tabularnewline
7 & -0.132485 & -1.3704 & 0.086709 \tabularnewline
8 & 0.221804 & 2.2944 & 0.011861 \tabularnewline
9 & -0.032413 & -0.3353 & 0.369032 \tabularnewline
10 & 0.001305 & 0.0135 & 0.494626 \tabularnewline
11 & 0.118061 & 1.2212 & 0.11234 \tabularnewline
12 & -0.301758 & -3.1214 & 0.001157 \tabularnewline
13 & 0.111105 & 1.1493 & 0.126502 \tabularnewline
14 & -0.006111 & -0.0632 & 0.474859 \tabularnewline
15 & -0.172875 & -1.7882 & 0.038285 \tabularnewline
16 & 0.142652 & 1.4756 & 0.071494 \tabularnewline
17 & -0.023843 & -0.2466 & 0.402831 \tabularnewline
18 & 0.102097 & 1.0561 & 0.14665 \tabularnewline
19 & -0.097829 & -1.0119 & 0.156923 \tabularnewline
20 & 0.059206 & 0.6124 & 0.270777 \tabularnewline
21 & -0.006862 & -0.071 & 0.471772 \tabularnewline
22 & 0.028631 & 0.2962 & 0.383842 \tabularnewline
23 & -0.008869 & -0.0917 & 0.463536 \tabularnewline
24 & -0.113668 & -1.1758 & 0.121143 \tabularnewline
25 & 0.113635 & 1.1754 & 0.121212 \tabularnewline
26 & -0.14432 & -1.4929 & 0.069208 \tabularnewline
27 & 0.262608 & 2.7164 & 0.003848 \tabularnewline
28 & -0.206637 & -2.1375 & 0.017419 \tabularnewline
29 & -0.032449 & -0.3357 & 0.368893 \tabularnewline
30 & 0.230563 & 2.385 & 0.00942 \tabularnewline
31 & -0.163768 & -1.694 & 0.046584 \tabularnewline
32 & 0.08307 & 0.8593 & 0.196053 \tabularnewline
33 & -0.022659 & -0.2344 & 0.407566 \tabularnewline
34 & -0.232596 & -2.406 & 0.008922 \tabularnewline
35 & 0.306416 & 3.1696 & 0.000995 \tabularnewline
36 & -0.181093 & -1.8732 & 0.031882 \tabularnewline
37 & -0.020723 & -0.2144 & 0.415337 \tabularnewline
38 & 0.219746 & 2.2731 & 0.01251 \tabularnewline
39 & -0.210861 & -2.1812 & 0.01568 \tabularnewline
40 & 0.158718 & 1.6418 & 0.051785 \tabularnewline
41 & 0.079384 & 0.8212 & 0.206692 \tabularnewline
42 & -0.325081 & -3.3627 & 0.000536 \tabularnewline
43 & 0.278041 & 2.8761 & 0.00243 \tabularnewline
44 & -0.161377 & -1.6693 & 0.048991 \tabularnewline
45 & -0.038173 & -0.3949 & 0.346863 \tabularnewline
46 & 0.183659 & 1.8998 & 0.030077 \tabularnewline
47 & -0.199339 & -2.062 & 0.020816 \tabularnewline
48 & 0.187563 & 1.9402 & 0.027495 \tabularnewline
49 & -0.076872 & -0.7952 & 0.214137 \tabularnewline
50 & -0.048172 & -0.4983 & 0.30965 \tabularnewline
51 & 0.018751 & 0.194 & 0.423287 \tabularnewline
52 & -0.006276 & -0.0649 & 0.47418 \tabularnewline
53 & -0.002658 & -0.0275 & 0.489059 \tabularnewline
54 & 0.00162 & 0.0168 & 0.493332 \tabularnewline
55 & -0.011535 & -0.1193 & 0.452622 \tabularnewline
56 & 0.019921 & 0.2061 & 0.418566 \tabularnewline
57 & 0.07769 & 0.8036 & 0.211695 \tabularnewline
58 & -0.078687 & -0.8139 & 0.208744 \tabularnewline
59 & 0.022546 & 0.2332 & 0.408021 \tabularnewline
60 & 0.003403 & 0.0352 & 0.485992 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64983&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]-0.449419[/C][C]-4.6488[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.042329[/C][C]0.4379[/C][C]0.331187[/C][/ROW]
[ROW][C]3[/C][C]0.164781[/C][C]1.7045[/C][C]0.045594[/C][/ROW]
[ROW][C]4[/C][C]-0.33699[/C][C]-3.4859[/C][C]0.000356[/C][/ROW]
[ROW][C]5[/C][C]0.223137[/C][C]2.3081[/C][C]0.011457[/C][/ROW]
[ROW][C]6[/C][C]-0.10443[/C][C]-1.0802[/C][C]0.141233[/C][/ROW]
[ROW][C]7[/C][C]-0.132485[/C][C]-1.3704[/C][C]0.086709[/C][/ROW]
[ROW][C]8[/C][C]0.221804[/C][C]2.2944[/C][C]0.011861[/C][/ROW]
[ROW][C]9[/C][C]-0.032413[/C][C]-0.3353[/C][C]0.369032[/C][/ROW]
[ROW][C]10[/C][C]0.001305[/C][C]0.0135[/C][C]0.494626[/C][/ROW]
[ROW][C]11[/C][C]0.118061[/C][C]1.2212[/C][C]0.11234[/C][/ROW]
[ROW][C]12[/C][C]-0.301758[/C][C]-3.1214[/C][C]0.001157[/C][/ROW]
[ROW][C]13[/C][C]0.111105[/C][C]1.1493[/C][C]0.126502[/C][/ROW]
[ROW][C]14[/C][C]-0.006111[/C][C]-0.0632[/C][C]0.474859[/C][/ROW]
[ROW][C]15[/C][C]-0.172875[/C][C]-1.7882[/C][C]0.038285[/C][/ROW]
[ROW][C]16[/C][C]0.142652[/C][C]1.4756[/C][C]0.071494[/C][/ROW]
[ROW][C]17[/C][C]-0.023843[/C][C]-0.2466[/C][C]0.402831[/C][/ROW]
[ROW][C]18[/C][C]0.102097[/C][C]1.0561[/C][C]0.14665[/C][/ROW]
[ROW][C]19[/C][C]-0.097829[/C][C]-1.0119[/C][C]0.156923[/C][/ROW]
[ROW][C]20[/C][C]0.059206[/C][C]0.6124[/C][C]0.270777[/C][/ROW]
[ROW][C]21[/C][C]-0.006862[/C][C]-0.071[/C][C]0.471772[/C][/ROW]
[ROW][C]22[/C][C]0.028631[/C][C]0.2962[/C][C]0.383842[/C][/ROW]
[ROW][C]23[/C][C]-0.008869[/C][C]-0.0917[/C][C]0.463536[/C][/ROW]
[ROW][C]24[/C][C]-0.113668[/C][C]-1.1758[/C][C]0.121143[/C][/ROW]
[ROW][C]25[/C][C]0.113635[/C][C]1.1754[/C][C]0.121212[/C][/ROW]
[ROW][C]26[/C][C]-0.14432[/C][C]-1.4929[/C][C]0.069208[/C][/ROW]
[ROW][C]27[/C][C]0.262608[/C][C]2.7164[/C][C]0.003848[/C][/ROW]
[ROW][C]28[/C][C]-0.206637[/C][C]-2.1375[/C][C]0.017419[/C][/ROW]
[ROW][C]29[/C][C]-0.032449[/C][C]-0.3357[/C][C]0.368893[/C][/ROW]
[ROW][C]30[/C][C]0.230563[/C][C]2.385[/C][C]0.00942[/C][/ROW]
[ROW][C]31[/C][C]-0.163768[/C][C]-1.694[/C][C]0.046584[/C][/ROW]
[ROW][C]32[/C][C]0.08307[/C][C]0.8593[/C][C]0.196053[/C][/ROW]
[ROW][C]33[/C][C]-0.022659[/C][C]-0.2344[/C][C]0.407566[/C][/ROW]
[ROW][C]34[/C][C]-0.232596[/C][C]-2.406[/C][C]0.008922[/C][/ROW]
[ROW][C]35[/C][C]0.306416[/C][C]3.1696[/C][C]0.000995[/C][/ROW]
[ROW][C]36[/C][C]-0.181093[/C][C]-1.8732[/C][C]0.031882[/C][/ROW]
[ROW][C]37[/C][C]-0.020723[/C][C]-0.2144[/C][C]0.415337[/C][/ROW]
[ROW][C]38[/C][C]0.219746[/C][C]2.2731[/C][C]0.01251[/C][/ROW]
[ROW][C]39[/C][C]-0.210861[/C][C]-2.1812[/C][C]0.01568[/C][/ROW]
[ROW][C]40[/C][C]0.158718[/C][C]1.6418[/C][C]0.051785[/C][/ROW]
[ROW][C]41[/C][C]0.079384[/C][C]0.8212[/C][C]0.206692[/C][/ROW]
[ROW][C]42[/C][C]-0.325081[/C][C]-3.3627[/C][C]0.000536[/C][/ROW]
[ROW][C]43[/C][C]0.278041[/C][C]2.8761[/C][C]0.00243[/C][/ROW]
[ROW][C]44[/C][C]-0.161377[/C][C]-1.6693[/C][C]0.048991[/C][/ROW]
[ROW][C]45[/C][C]-0.038173[/C][C]-0.3949[/C][C]0.346863[/C][/ROW]
[ROW][C]46[/C][C]0.183659[/C][C]1.8998[/C][C]0.030077[/C][/ROW]
[ROW][C]47[/C][C]-0.199339[/C][C]-2.062[/C][C]0.020816[/C][/ROW]
[ROW][C]48[/C][C]0.187563[/C][C]1.9402[/C][C]0.027495[/C][/ROW]
[ROW][C]49[/C][C]-0.076872[/C][C]-0.7952[/C][C]0.214137[/C][/ROW]
[ROW][C]50[/C][C]-0.048172[/C][C]-0.4983[/C][C]0.30965[/C][/ROW]
[ROW][C]51[/C][C]0.018751[/C][C]0.194[/C][C]0.423287[/C][/ROW]
[ROW][C]52[/C][C]-0.006276[/C][C]-0.0649[/C][C]0.47418[/C][/ROW]
[ROW][C]53[/C][C]-0.002658[/C][C]-0.0275[/C][C]0.489059[/C][/ROW]
[ROW][C]54[/C][C]0.00162[/C][C]0.0168[/C][C]0.493332[/C][/ROW]
[ROW][C]55[/C][C]-0.011535[/C][C]-0.1193[/C][C]0.452622[/C][/ROW]
[ROW][C]56[/C][C]0.019921[/C][C]0.2061[/C][C]0.418566[/C][/ROW]
[ROW][C]57[/C][C]0.07769[/C][C]0.8036[/C][C]0.211695[/C][/ROW]
[ROW][C]58[/C][C]-0.078687[/C][C]-0.8139[/C][C]0.208744[/C][/ROW]
[ROW][C]59[/C][C]0.022546[/C][C]0.2332[/C][C]0.408021[/C][/ROW]
[ROW][C]60[/C][C]0.003403[/C][C]0.0352[/C][C]0.485992[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64983&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64983&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	-0.449419	-4.6488	5e-06
2	0.042329	0.4379	0.331187
3	0.164781	1.7045	0.045594
4	-0.33699	-3.4859	0.000356
5	0.223137	2.3081	0.011457
6	-0.10443	-1.0802	0.141233
7	-0.132485	-1.3704	0.086709
8	0.221804	2.2944	0.011861
9	-0.032413	-0.3353	0.369032
10	0.001305	0.0135	0.494626
11	0.118061	1.2212	0.11234
12	-0.301758	-3.1214	0.001157
13	0.111105	1.1493	0.126502
14	-0.006111	-0.0632	0.474859
15	-0.172875	-1.7882	0.038285
16	0.142652	1.4756	0.071494
17	-0.023843	-0.2466	0.402831
18	0.102097	1.0561	0.14665
19	-0.097829	-1.0119	0.156923
20	0.059206	0.6124	0.270777
21	-0.006862	-0.071	0.471772
22	0.028631	0.2962	0.383842
23	-0.008869	-0.0917	0.463536
24	-0.113668	-1.1758	0.121143
25	0.113635	1.1754	0.121212
26	-0.14432	-1.4929	0.069208
27	0.262608	2.7164	0.003848
28	-0.206637	-2.1375	0.017419
29	-0.032449	-0.3357	0.368893
30	0.230563	2.385	0.00942
31	-0.163768	-1.694	0.046584
32	0.08307	0.8593	0.196053
33	-0.022659	-0.2344	0.407566
34	-0.232596	-2.406	0.008922
35	0.306416	3.1696	0.000995
36	-0.181093	-1.8732	0.031882
37	-0.020723	-0.2144	0.415337
38	0.219746	2.2731	0.01251
39	-0.210861	-2.1812	0.01568
40	0.158718	1.6418	0.051785
41	0.079384	0.8212	0.206692
42	-0.325081	-3.3627	0.000536
43	0.278041	2.8761	0.00243
44	-0.161377	-1.6693	0.048991
45	-0.038173	-0.3949	0.346863
46	0.183659	1.8998	0.030077
47	-0.199339	-2.062	0.020816
48	0.187563	1.9402	0.027495
49	-0.076872	-0.7952	0.214137
50	-0.048172	-0.4983	0.30965
51	0.018751	0.194	0.423287
52	-0.006276	-0.0649	0.47418
53	-0.002658	-0.0275	0.489059
54	0.00162	0.0168	0.493332
55	-0.011535	-0.1193	0.452622
56	0.019921	0.2061	0.418566
57	0.07769	0.8036	0.211695
58	-0.078687	-0.8139	0.208744
59	0.022546	0.2332	0.408021
60	0.003403	0.0352	0.485992

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.449419	-4.6488	5e-06
2	-0.200054	-2.0694	0.02046
3	0.127535	1.3192	0.094954
4	-0.251385	-2.6003	0.005314
5	-0.035479	-0.367	0.357172
6	-0.076119	-0.7874	0.2164
7	-0.185885	-1.9228	0.028581
8	-0.00985	-0.1019	0.459518
9	0.157572	1.6299	0.053027
10	0.066803	0.691	0.245525
11	0.099514	1.0294	0.152812
12	-0.221459	-2.2908	0.011968
13	-0.159618	-1.6511	0.050825
14	-0.072492	-0.7499	0.227491
15	-0.125569	-1.2989	0.098386
16	-0.147363	-1.5243	0.065188
17	-0.022041	-0.228	0.410041
18	0.114275	1.1821	0.1199
19	-0.220968	-2.2857	0.012121
20	-0.014382	-0.1488	0.44101
21	0.084934	0.8786	0.190804
22	0.172606	1.7854	0.038511
23	0.075249	0.7784	0.21903
24	-0.117534	-1.2158	0.113372
25	-0.045943	-0.4752	0.317794
26	-0.256198	-2.6501	0.004633
27	0.157486	1.629	0.053122
28	-0.126745	-1.3111	0.096322
29	-0.165332	-1.7102	0.045063
30	0.108392	1.1212	0.132354
31	0.013721	0.1419	0.443699
32	0.034108	0.3528	0.362461
33	0.108279	1.12	0.132602
34	-0.17787	-1.8399	0.034277
35	0.121307	1.2548	0.10614
36	-0.084684	-0.876	0.191503
37	-0.010587	-0.1095	0.456502
38	-0.07274	-0.7524	0.226722
39	0.067897	0.7023	0.241999
40	-0.091824	-0.9498	0.172169
41	0.092223	0.954	0.171127
42	0.006866	0.071	0.471756
43	-0.007283	-0.0753	0.470043
44	-0.021095	-0.2182	0.41384
45	0.003298	0.0341	0.486425
46	0.052209	0.5401	0.295141
47	-0.0779	-0.8058	0.211072
48	-0.065093	-0.6733	0.251096
49	-0.149105	-1.5424	0.06297
50	-0.003689	-0.0382	0.484815
51	-0.037698	-0.39	0.348673
52	-0.003159	-0.0327	0.486998
53	0.030275	0.3132	0.377381
54	0.041442	0.4287	0.334509
55	0.008588	0.0888	0.46469
56	0.055202	0.571	0.284594
57	0.009769	0.1011	0.459848
58	-0.064653	-0.6688	0.252539
59	-0.015368	-0.159	0.436996
60	-0.021408	-0.2214	0.412584

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.449419 & -4.6488 & 5e-06 \tabularnewline
2 & -0.200054 & -2.0694 & 0.02046 \tabularnewline
3 & 0.127535 & 1.3192 & 0.094954 \tabularnewline
4 & -0.251385 & -2.6003 & 0.005314 \tabularnewline
5 & -0.035479 & -0.367 & 0.357172 \tabularnewline
6 & -0.076119 & -0.7874 & 0.2164 \tabularnewline
7 & -0.185885 & -1.9228 & 0.028581 \tabularnewline
8 & -0.00985 & -0.1019 & 0.459518 \tabularnewline
9 & 0.157572 & 1.6299 & 0.053027 \tabularnewline
10 & 0.066803 & 0.691 & 0.245525 \tabularnewline
11 & 0.099514 & 1.0294 & 0.152812 \tabularnewline
12 & -0.221459 & -2.2908 & 0.011968 \tabularnewline
13 & -0.159618 & -1.6511 & 0.050825 \tabularnewline
14 & -0.072492 & -0.7499 & 0.227491 \tabularnewline
15 & -0.125569 & -1.2989 & 0.098386 \tabularnewline
16 & -0.147363 & -1.5243 & 0.065188 \tabularnewline
17 & -0.022041 & -0.228 & 0.410041 \tabularnewline
18 & 0.114275 & 1.1821 & 0.1199 \tabularnewline
19 & -0.220968 & -2.2857 & 0.012121 \tabularnewline
20 & -0.014382 & -0.1488 & 0.44101 \tabularnewline
21 & 0.084934 & 0.8786 & 0.190804 \tabularnewline
22 & 0.172606 & 1.7854 & 0.038511 \tabularnewline
23 & 0.075249 & 0.7784 & 0.21903 \tabularnewline
24 & -0.117534 & -1.2158 & 0.113372 \tabularnewline
25 & -0.045943 & -0.4752 & 0.317794 \tabularnewline
26 & -0.256198 & -2.6501 & 0.004633 \tabularnewline
27 & 0.157486 & 1.629 & 0.053122 \tabularnewline
28 & -0.126745 & -1.3111 & 0.096322 \tabularnewline
29 & -0.165332 & -1.7102 & 0.045063 \tabularnewline
30 & 0.108392 & 1.1212 & 0.132354 \tabularnewline
31 & 0.013721 & 0.1419 & 0.443699 \tabularnewline
32 & 0.034108 & 0.3528 & 0.362461 \tabularnewline
33 & 0.108279 & 1.12 & 0.132602 \tabularnewline
34 & -0.17787 & -1.8399 & 0.034277 \tabularnewline
35 & 0.121307 & 1.2548 & 0.10614 \tabularnewline
36 & -0.084684 & -0.876 & 0.191503 \tabularnewline
37 & -0.010587 & -0.1095 & 0.456502 \tabularnewline
38 & -0.07274 & -0.7524 & 0.226722 \tabularnewline
39 & 0.067897 & 0.7023 & 0.241999 \tabularnewline
40 & -0.091824 & -0.9498 & 0.172169 \tabularnewline
41 & 0.092223 & 0.954 & 0.171127 \tabularnewline
42 & 0.006866 & 0.071 & 0.471756 \tabularnewline
43 & -0.007283 & -0.0753 & 0.470043 \tabularnewline
44 & -0.021095 & -0.2182 & 0.41384 \tabularnewline
45 & 0.003298 & 0.0341 & 0.486425 \tabularnewline
46 & 0.052209 & 0.5401 & 0.295141 \tabularnewline
47 & -0.0779 & -0.8058 & 0.211072 \tabularnewline
48 & -0.065093 & -0.6733 & 0.251096 \tabularnewline
49 & -0.149105 & -1.5424 & 0.06297 \tabularnewline
50 & -0.003689 & -0.0382 & 0.484815 \tabularnewline
51 & -0.037698 & -0.39 & 0.348673 \tabularnewline
52 & -0.003159 & -0.0327 & 0.486998 \tabularnewline
53 & 0.030275 & 0.3132 & 0.377381 \tabularnewline
54 & 0.041442 & 0.4287 & 0.334509 \tabularnewline
55 & 0.008588 & 0.0888 & 0.46469 \tabularnewline
56 & 0.055202 & 0.571 & 0.284594 \tabularnewline
57 & 0.009769 & 0.1011 & 0.459848 \tabularnewline
58 & -0.064653 & -0.6688 & 0.252539 \tabularnewline
59 & -0.015368 & -0.159 & 0.436996 \tabularnewline
60 & -0.021408 & -0.2214 & 0.412584 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64983&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]-0.449419[/C][C]-4.6488[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.200054[/C][C]-2.0694[/C][C]0.02046[/C][/ROW]
[ROW][C]3[/C][C]0.127535[/C][C]1.3192[/C][C]0.094954[/C][/ROW]
[ROW][C]4[/C][C]-0.251385[/C][C]-2.6003[/C][C]0.005314[/C][/ROW]
[ROW][C]5[/C][C]-0.035479[/C][C]-0.367[/C][C]0.357172[/C][/ROW]
[ROW][C]6[/C][C]-0.076119[/C][C]-0.7874[/C][C]0.2164[/C][/ROW]
[ROW][C]7[/C][C]-0.185885[/C][C]-1.9228[/C][C]0.028581[/C][/ROW]
[ROW][C]8[/C][C]-0.00985[/C][C]-0.1019[/C][C]0.459518[/C][/ROW]
[ROW][C]9[/C][C]0.157572[/C][C]1.6299[/C][C]0.053027[/C][/ROW]
[ROW][C]10[/C][C]0.066803[/C][C]0.691[/C][C]0.245525[/C][/ROW]
[ROW][C]11[/C][C]0.099514[/C][C]1.0294[/C][C]0.152812[/C][/ROW]
[ROW][C]12[/C][C]-0.221459[/C][C]-2.2908[/C][C]0.011968[/C][/ROW]
[ROW][C]13[/C][C]-0.159618[/C][C]-1.6511[/C][C]0.050825[/C][/ROW]
[ROW][C]14[/C][C]-0.072492[/C][C]-0.7499[/C][C]0.227491[/C][/ROW]
[ROW][C]15[/C][C]-0.125569[/C][C]-1.2989[/C][C]0.098386[/C][/ROW]
[ROW][C]16[/C][C]-0.147363[/C][C]-1.5243[/C][C]0.065188[/C][/ROW]
[ROW][C]17[/C][C]-0.022041[/C][C]-0.228[/C][C]0.410041[/C][/ROW]
[ROW][C]18[/C][C]0.114275[/C][C]1.1821[/C][C]0.1199[/C][/ROW]
[ROW][C]19[/C][C]-0.220968[/C][C]-2.2857[/C][C]0.012121[/C][/ROW]
[ROW][C]20[/C][C]-0.014382[/C][C]-0.1488[/C][C]0.44101[/C][/ROW]
[ROW][C]21[/C][C]0.084934[/C][C]0.8786[/C][C]0.190804[/C][/ROW]
[ROW][C]22[/C][C]0.172606[/C][C]1.7854[/C][C]0.038511[/C][/ROW]
[ROW][C]23[/C][C]0.075249[/C][C]0.7784[/C][C]0.21903[/C][/ROW]
[ROW][C]24[/C][C]-0.117534[/C][C]-1.2158[/C][C]0.113372[/C][/ROW]
[ROW][C]25[/C][C]-0.045943[/C][C]-0.4752[/C][C]0.317794[/C][/ROW]
[ROW][C]26[/C][C]-0.256198[/C][C]-2.6501[/C][C]0.004633[/C][/ROW]
[ROW][C]27[/C][C]0.157486[/C][C]1.629[/C][C]0.053122[/C][/ROW]
[ROW][C]28[/C][C]-0.126745[/C][C]-1.3111[/C][C]0.096322[/C][/ROW]
[ROW][C]29[/C][C]-0.165332[/C][C]-1.7102[/C][C]0.045063[/C][/ROW]
[ROW][C]30[/C][C]0.108392[/C][C]1.1212[/C][C]0.132354[/C][/ROW]
[ROW][C]31[/C][C]0.013721[/C][C]0.1419[/C][C]0.443699[/C][/ROW]
[ROW][C]32[/C][C]0.034108[/C][C]0.3528[/C][C]0.362461[/C][/ROW]
[ROW][C]33[/C][C]0.108279[/C][C]1.12[/C][C]0.132602[/C][/ROW]
[ROW][C]34[/C][C]-0.17787[/C][C]-1.8399[/C][C]0.034277[/C][/ROW]
[ROW][C]35[/C][C]0.121307[/C][C]1.2548[/C][C]0.10614[/C][/ROW]
[ROW][C]36[/C][C]-0.084684[/C][C]-0.876[/C][C]0.191503[/C][/ROW]
[ROW][C]37[/C][C]-0.010587[/C][C]-0.1095[/C][C]0.456502[/C][/ROW]
[ROW][C]38[/C][C]-0.07274[/C][C]-0.7524[/C][C]0.226722[/C][/ROW]
[ROW][C]39[/C][C]0.067897[/C][C]0.7023[/C][C]0.241999[/C][/ROW]
[ROW][C]40[/C][C]-0.091824[/C][C]-0.9498[/C][C]0.172169[/C][/ROW]
[ROW][C]41[/C][C]0.092223[/C][C]0.954[/C][C]0.171127[/C][/ROW]
[ROW][C]42[/C][C]0.006866[/C][C]0.071[/C][C]0.471756[/C][/ROW]
[ROW][C]43[/C][C]-0.007283[/C][C]-0.0753[/C][C]0.470043[/C][/ROW]
[ROW][C]44[/C][C]-0.021095[/C][C]-0.2182[/C][C]0.41384[/C][/ROW]
[ROW][C]45[/C][C]0.003298[/C][C]0.0341[/C][C]0.486425[/C][/ROW]
[ROW][C]46[/C][C]0.052209[/C][C]0.5401[/C][C]0.295141[/C][/ROW]
[ROW][C]47[/C][C]-0.0779[/C][C]-0.8058[/C][C]0.211072[/C][/ROW]
[ROW][C]48[/C][C]-0.065093[/C][C]-0.6733[/C][C]0.251096[/C][/ROW]
[ROW][C]49[/C][C]-0.149105[/C][C]-1.5424[/C][C]0.06297[/C][/ROW]
[ROW][C]50[/C][C]-0.003689[/C][C]-0.0382[/C][C]0.484815[/C][/ROW]
[ROW][C]51[/C][C]-0.037698[/C][C]-0.39[/C][C]0.348673[/C][/ROW]
[ROW][C]52[/C][C]-0.003159[/C][C]-0.0327[/C][C]0.486998[/C][/ROW]
[ROW][C]53[/C][C]0.030275[/C][C]0.3132[/C][C]0.377381[/C][/ROW]
[ROW][C]54[/C][C]0.041442[/C][C]0.4287[/C][C]0.334509[/C][/ROW]
[ROW][C]55[/C][C]0.008588[/C][C]0.0888[/C][C]0.46469[/C][/ROW]
[ROW][C]56[/C][C]0.055202[/C][C]0.571[/C][C]0.284594[/C][/ROW]
[ROW][C]57[/C][C]0.009769[/C][C]0.1011[/C][C]0.459848[/C][/ROW]
[ROW][C]58[/C][C]-0.064653[/C][C]-0.6688[/C][C]0.252539[/C][/ROW]
[ROW][C]59[/C][C]-0.015368[/C][C]-0.159[/C][C]0.436996[/C][/ROW]
[ROW][C]60[/C][C]-0.021408[/C][C]-0.2214[/C][C]0.412584[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64983&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64983&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	-0.449419	-4.6488	5e-06
2	-0.200054	-2.0694	0.02046
3	0.127535	1.3192	0.094954
4	-0.251385	-2.6003	0.005314
5	-0.035479	-0.367	0.357172
6	-0.076119	-0.7874	0.2164
7	-0.185885	-1.9228	0.028581
8	-0.00985	-0.1019	0.459518
9	0.157572	1.6299	0.053027
10	0.066803	0.691	0.245525
11	0.099514	1.0294	0.152812
12	-0.221459	-2.2908	0.011968
13	-0.159618	-1.6511	0.050825
14	-0.072492	-0.7499	0.227491
15	-0.125569	-1.2989	0.098386
16	-0.147363	-1.5243	0.065188
17	-0.022041	-0.228	0.410041
18	0.114275	1.1821	0.1199
19	-0.220968	-2.2857	0.012121
20	-0.014382	-0.1488	0.44101
21	0.084934	0.8786	0.190804
22	0.172606	1.7854	0.038511
23	0.075249	0.7784	0.21903
24	-0.117534	-1.2158	0.113372
25	-0.045943	-0.4752	0.317794
26	-0.256198	-2.6501	0.004633
27	0.157486	1.629	0.053122
28	-0.126745	-1.3111	0.096322
29	-0.165332	-1.7102	0.045063
30	0.108392	1.1212	0.132354
31	0.013721	0.1419	0.443699
32	0.034108	0.3528	0.362461
33	0.108279	1.12	0.132602
34	-0.17787	-1.8399	0.034277
35	0.121307	1.2548	0.10614
36	-0.084684	-0.876	0.191503
37	-0.010587	-0.1095	0.456502
38	-0.07274	-0.7524	0.226722
39	0.067897	0.7023	0.241999
40	-0.091824	-0.9498	0.172169
41	0.092223	0.954	0.171127
42	0.006866	0.071	0.471756
43	-0.007283	-0.0753	0.470043
44	-0.021095	-0.2182	0.41384
45	0.003298	0.0341	0.486425
46	0.052209	0.5401	0.295141
47	-0.0779	-0.8058	0.211072
48	-0.065093	-0.6733	0.251096
49	-0.149105	-1.5424	0.06297
50	-0.003689	-0.0382	0.484815
51	-0.037698	-0.39	0.348673
52	-0.003159	-0.0327	0.486998
53	0.030275	0.3132	0.377381
54	0.041442	0.4287	0.334509
55	0.008588	0.0888	0.46469
56	0.055202	0.571	0.284594
57	0.009769	0.1011	0.459848
58	-0.064653	-0.6688	0.252539
59	-0.015368	-0.159	0.436996
60	-0.021408	-0.2214	0.412584

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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