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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 02:08:29 -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/13/t12606955504i2ftw0s3s29ufo.htm/, Retrieved Sat, 27 Apr 2024 22:57:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67159, Retrieved Sat, 27 Apr 2024 22:57:14 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

145

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]
-    D        [(Partial) Autocorrelation Function] [workshop 8 bereke...] [2009-11-27 08:52:28] [eaf42bcf5162b5692bb3c7f9d4636222]
-   P           [(Partial) Autocorrelation Function] [paper d=D=0] [2009-12-04 14:37:18] [eaf42bcf5162b5692bb3c7f9d4636222]
-    D              [(Partial) Autocorrelation Function] [paper d=D=0 ] [2009-12-13 09:08:29] [78d370e6d5f4594e9982a5085e7604c6] [Current]

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Dataseries X:

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Histogram

Boxplots

2.04
2.16
2.75
2.79
2.88
3.36
2.97
3.10
2.49
2.20
2.25
2.09
2.79
3.14
2.93
2.65
2.67
2.26
2.35
2.13
2.18
2.90
2.63
2.67
1.81
1.33
0.88
1.28
1.26
1.26
1.29
1.10
1.37
1.21
1.74
1.76
1.48
1.04
1.62
1.49
1.79
1.80
1.58
1.86
1.74
1.59
1.26
1.13
1.92
2.61
2.26
2.41
2.26
2.03
2.86
2.55
2.27
2.26
2.57
3.07
2.76
2.51
2.87
3.14
3.11
3.16
2.47
2.57
2.89
2.63
2.38
1.69
1.96
2.19
1.87
1.60
1.63
1.22
1.21
1.49
1.64
1.66
1.77
1.82
1.78
1.28
1.29
1.37
1.12
1.51
2.24
2.94
3.09
3.46
3.64
4.39
4.15
5.21
5.80
5.91
5.39
5.46
4.72
3.14
2.63
2.32
1.93
0.62

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=67159&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=67159&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67159&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	0.901682	9.3706	0
2	0.791674	8.2273	0
3	0.674054	7.005	0
4	0.549069	5.7061	0
5	0.418523	4.3494	1.6e-05
6	0.304702	3.1666	0.001003
7	0.210181	2.1843	0.015553
8	0.123317	1.2815	0.101374
9	0.047492	0.4935	0.311314
10	-0.022137	-0.2301	0.409243
11	-0.081677	-0.8488	0.198932
12	-0.177342	-1.843	0.034036
13	-0.196848	-2.0457	0.021608
14	-0.196074	-2.0377	0.022014
15	-0.199667	-2.075	0.020181
16	-0.202813	-2.1077	0.018686
17	-0.205063	-2.1311	0.017676
18	-0.202956	-2.1092	0.01862
19	-0.209974	-2.1821	0.015634
20	-0.236408	-2.4568	0.007805
21	-0.254949	-2.6495	0.004635
22	-0.260707	-2.7093	0.003921
23	-0.27185	-2.8252	0.002815
24	-0.243152	-2.5269	0.006478
25	-0.198928	-2.0673	0.020547
26	-0.163109	-1.6951	0.046471
27	-0.113319	-1.1776	0.120763
28	-0.068037	-0.7071	0.240525
29	-0.028508	-0.2963	0.383799
30	0.002606	0.0271	0.48922
31	0.025895	0.2691	0.394181
32	0.053586	0.5569	0.28938
33	0.074905	0.7784	0.219009
34	0.08208	0.853	0.197773
35	0.105832	1.0998	0.136924
36	0.12769	1.327	0.093655
37	0.116982	1.2157	0.113373
38	0.11734	1.2194	0.112668
39	0.10948	1.1378	0.128871
40	0.110831	1.1518	0.125976
41	0.119251	1.2393	0.108962
42	0.110084	1.144	0.127571
43	0.102934	1.0697	0.143565
44	0.096317	1.001	0.159543
45	0.094487	0.9819	0.164162
46	0.10316	1.0721	0.143039
47	0.091107	0.9468	0.172923
48	0.06077	0.6315	0.264512
49	0.053108	0.5519	0.291073
50	0.035703	0.371	0.355667
51	0.00807	0.0839	0.466659
52	-0.019431	-0.2019	0.420174
53	-0.056715	-0.5894	0.278411
54	-0.075404	-0.7836	0.217488
55	-0.087154	-0.9057	0.183546
56	-0.089494	-0.93	0.17721
57	-0.085976	-0.8935	0.186792
58	-0.099293	-1.0319	0.152216
59	-0.098583	-1.0245	0.153944
60	-0.101586	-1.0557	0.146728

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.901682 & 9.3706 & 0 \tabularnewline
2 & 0.791674 & 8.2273 & 0 \tabularnewline
3 & 0.674054 & 7.005 & 0 \tabularnewline
4 & 0.549069 & 5.7061 & 0 \tabularnewline
5 & 0.418523 & 4.3494 & 1.6e-05 \tabularnewline
6 & 0.304702 & 3.1666 & 0.001003 \tabularnewline
7 & 0.210181 & 2.1843 & 0.015553 \tabularnewline
8 & 0.123317 & 1.2815 & 0.101374 \tabularnewline
9 & 0.047492 & 0.4935 & 0.311314 \tabularnewline
10 & -0.022137 & -0.2301 & 0.409243 \tabularnewline
11 & -0.081677 & -0.8488 & 0.198932 \tabularnewline
12 & -0.177342 & -1.843 & 0.034036 \tabularnewline
13 & -0.196848 & -2.0457 & 0.021608 \tabularnewline
14 & -0.196074 & -2.0377 & 0.022014 \tabularnewline
15 & -0.199667 & -2.075 & 0.020181 \tabularnewline
16 & -0.202813 & -2.1077 & 0.018686 \tabularnewline
17 & -0.205063 & -2.1311 & 0.017676 \tabularnewline
18 & -0.202956 & -2.1092 & 0.01862 \tabularnewline
19 & -0.209974 & -2.1821 & 0.015634 \tabularnewline
20 & -0.236408 & -2.4568 & 0.007805 \tabularnewline
21 & -0.254949 & -2.6495 & 0.004635 \tabularnewline
22 & -0.260707 & -2.7093 & 0.003921 \tabularnewline
23 & -0.27185 & -2.8252 & 0.002815 \tabularnewline
24 & -0.243152 & -2.5269 & 0.006478 \tabularnewline
25 & -0.198928 & -2.0673 & 0.020547 \tabularnewline
26 & -0.163109 & -1.6951 & 0.046471 \tabularnewline
27 & -0.113319 & -1.1776 & 0.120763 \tabularnewline
28 & -0.068037 & -0.7071 & 0.240525 \tabularnewline
29 & -0.028508 & -0.2963 & 0.383799 \tabularnewline
30 & 0.002606 & 0.0271 & 0.48922 \tabularnewline
31 & 0.025895 & 0.2691 & 0.394181 \tabularnewline
32 & 0.053586 & 0.5569 & 0.28938 \tabularnewline
33 & 0.074905 & 0.7784 & 0.219009 \tabularnewline
34 & 0.08208 & 0.853 & 0.197773 \tabularnewline
35 & 0.105832 & 1.0998 & 0.136924 \tabularnewline
36 & 0.12769 & 1.327 & 0.093655 \tabularnewline
37 & 0.116982 & 1.2157 & 0.113373 \tabularnewline
38 & 0.11734 & 1.2194 & 0.112668 \tabularnewline
39 & 0.10948 & 1.1378 & 0.128871 \tabularnewline
40 & 0.110831 & 1.1518 & 0.125976 \tabularnewline
41 & 0.119251 & 1.2393 & 0.108962 \tabularnewline
42 & 0.110084 & 1.144 & 0.127571 \tabularnewline
43 & 0.102934 & 1.0697 & 0.143565 \tabularnewline
44 & 0.096317 & 1.001 & 0.159543 \tabularnewline
45 & 0.094487 & 0.9819 & 0.164162 \tabularnewline
46 & 0.10316 & 1.0721 & 0.143039 \tabularnewline
47 & 0.091107 & 0.9468 & 0.172923 \tabularnewline
48 & 0.06077 & 0.6315 & 0.264512 \tabularnewline
49 & 0.053108 & 0.5519 & 0.291073 \tabularnewline
50 & 0.035703 & 0.371 & 0.355667 \tabularnewline
51 & 0.00807 & 0.0839 & 0.466659 \tabularnewline
52 & -0.019431 & -0.2019 & 0.420174 \tabularnewline
53 & -0.056715 & -0.5894 & 0.278411 \tabularnewline
54 & -0.075404 & -0.7836 & 0.217488 \tabularnewline
55 & -0.087154 & -0.9057 & 0.183546 \tabularnewline
56 & -0.089494 & -0.93 & 0.17721 \tabularnewline
57 & -0.085976 & -0.8935 & 0.186792 \tabularnewline
58 & -0.099293 & -1.0319 & 0.152216 \tabularnewline
59 & -0.098583 & -1.0245 & 0.153944 \tabularnewline
60 & -0.101586 & -1.0557 & 0.146728 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67159&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]0.901682[/C][C]9.3706[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.791674[/C][C]8.2273[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.674054[/C][C]7.005[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.549069[/C][C]5.7061[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.418523[/C][C]4.3494[/C][C]1.6e-05[/C][/ROW]
[ROW][C]6[/C][C]0.304702[/C][C]3.1666[/C][C]0.001003[/C][/ROW]
[ROW][C]7[/C][C]0.210181[/C][C]2.1843[/C][C]0.015553[/C][/ROW]
[ROW][C]8[/C][C]0.123317[/C][C]1.2815[/C][C]0.101374[/C][/ROW]
[ROW][C]9[/C][C]0.047492[/C][C]0.4935[/C][C]0.311314[/C][/ROW]
[ROW][C]10[/C][C]-0.022137[/C][C]-0.2301[/C][C]0.409243[/C][/ROW]
[ROW][C]11[/C][C]-0.081677[/C][C]-0.8488[/C][C]0.198932[/C][/ROW]
[ROW][C]12[/C][C]-0.177342[/C][C]-1.843[/C][C]0.034036[/C][/ROW]
[ROW][C]13[/C][C]-0.196848[/C][C]-2.0457[/C][C]0.021608[/C][/ROW]
[ROW][C]14[/C][C]-0.196074[/C][C]-2.0377[/C][C]0.022014[/C][/ROW]
[ROW][C]15[/C][C]-0.199667[/C][C]-2.075[/C][C]0.020181[/C][/ROW]
[ROW][C]16[/C][C]-0.202813[/C][C]-2.1077[/C][C]0.018686[/C][/ROW]
[ROW][C]17[/C][C]-0.205063[/C][C]-2.1311[/C][C]0.017676[/C][/ROW]
[ROW][C]18[/C][C]-0.202956[/C][C]-2.1092[/C][C]0.01862[/C][/ROW]
[ROW][C]19[/C][C]-0.209974[/C][C]-2.1821[/C][C]0.015634[/C][/ROW]
[ROW][C]20[/C][C]-0.236408[/C][C]-2.4568[/C][C]0.007805[/C][/ROW]
[ROW][C]21[/C][C]-0.254949[/C][C]-2.6495[/C][C]0.004635[/C][/ROW]
[ROW][C]22[/C][C]-0.260707[/C][C]-2.7093[/C][C]0.003921[/C][/ROW]
[ROW][C]23[/C][C]-0.27185[/C][C]-2.8252[/C][C]0.002815[/C][/ROW]
[ROW][C]24[/C][C]-0.243152[/C][C]-2.5269[/C][C]0.006478[/C][/ROW]
[ROW][C]25[/C][C]-0.198928[/C][C]-2.0673[/C][C]0.020547[/C][/ROW]
[ROW][C]26[/C][C]-0.163109[/C][C]-1.6951[/C][C]0.046471[/C][/ROW]
[ROW][C]27[/C][C]-0.113319[/C][C]-1.1776[/C][C]0.120763[/C][/ROW]
[ROW][C]28[/C][C]-0.068037[/C][C]-0.7071[/C][C]0.240525[/C][/ROW]
[ROW][C]29[/C][C]-0.028508[/C][C]-0.2963[/C][C]0.383799[/C][/ROW]
[ROW][C]30[/C][C]0.002606[/C][C]0.0271[/C][C]0.48922[/C][/ROW]
[ROW][C]31[/C][C]0.025895[/C][C]0.2691[/C][C]0.394181[/C][/ROW]
[ROW][C]32[/C][C]0.053586[/C][C]0.5569[/C][C]0.28938[/C][/ROW]
[ROW][C]33[/C][C]0.074905[/C][C]0.7784[/C][C]0.219009[/C][/ROW]
[ROW][C]34[/C][C]0.08208[/C][C]0.853[/C][C]0.197773[/C][/ROW]
[ROW][C]35[/C][C]0.105832[/C][C]1.0998[/C][C]0.136924[/C][/ROW]
[ROW][C]36[/C][C]0.12769[/C][C]1.327[/C][C]0.093655[/C][/ROW]
[ROW][C]37[/C][C]0.116982[/C][C]1.2157[/C][C]0.113373[/C][/ROW]
[ROW][C]38[/C][C]0.11734[/C][C]1.2194[/C][C]0.112668[/C][/ROW]
[ROW][C]39[/C][C]0.10948[/C][C]1.1378[/C][C]0.128871[/C][/ROW]
[ROW][C]40[/C][C]0.110831[/C][C]1.1518[/C][C]0.125976[/C][/ROW]
[ROW][C]41[/C][C]0.119251[/C][C]1.2393[/C][C]0.108962[/C][/ROW]
[ROW][C]42[/C][C]0.110084[/C][C]1.144[/C][C]0.127571[/C][/ROW]
[ROW][C]43[/C][C]0.102934[/C][C]1.0697[/C][C]0.143565[/C][/ROW]
[ROW][C]44[/C][C]0.096317[/C][C]1.001[/C][C]0.159543[/C][/ROW]
[ROW][C]45[/C][C]0.094487[/C][C]0.9819[/C][C]0.164162[/C][/ROW]
[ROW][C]46[/C][C]0.10316[/C][C]1.0721[/C][C]0.143039[/C][/ROW]
[ROW][C]47[/C][C]0.091107[/C][C]0.9468[/C][C]0.172923[/C][/ROW]
[ROW][C]48[/C][C]0.06077[/C][C]0.6315[/C][C]0.264512[/C][/ROW]
[ROW][C]49[/C][C]0.053108[/C][C]0.5519[/C][C]0.291073[/C][/ROW]
[ROW][C]50[/C][C]0.035703[/C][C]0.371[/C][C]0.355667[/C][/ROW]
[ROW][C]51[/C][C]0.00807[/C][C]0.0839[/C][C]0.466659[/C][/ROW]
[ROW][C]52[/C][C]-0.019431[/C][C]-0.2019[/C][C]0.420174[/C][/ROW]
[ROW][C]53[/C][C]-0.056715[/C][C]-0.5894[/C][C]0.278411[/C][/ROW]
[ROW][C]54[/C][C]-0.075404[/C][C]-0.7836[/C][C]0.217488[/C][/ROW]
[ROW][C]55[/C][C]-0.087154[/C][C]-0.9057[/C][C]0.183546[/C][/ROW]
[ROW][C]56[/C][C]-0.089494[/C][C]-0.93[/C][C]0.17721[/C][/ROW]
[ROW][C]57[/C][C]-0.085976[/C][C]-0.8935[/C][C]0.186792[/C][/ROW]
[ROW][C]58[/C][C]-0.099293[/C][C]-1.0319[/C][C]0.152216[/C][/ROW]
[ROW][C]59[/C][C]-0.098583[/C][C]-1.0245[/C][C]0.153944[/C][/ROW]
[ROW][C]60[/C][C]-0.101586[/C][C]-1.0557[/C][C]0.146728[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67159&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67159&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	0.901682	9.3706	0
2	0.791674	8.2273	0
3	0.674054	7.005	0
4	0.549069	5.7061	0
5	0.418523	4.3494	1.6e-05
6	0.304702	3.1666	0.001003
7	0.210181	2.1843	0.015553
8	0.123317	1.2815	0.101374
9	0.047492	0.4935	0.311314
10	-0.022137	-0.2301	0.409243
11	-0.081677	-0.8488	0.198932
12	-0.177342	-1.843	0.034036
13	-0.196848	-2.0457	0.021608
14	-0.196074	-2.0377	0.022014
15	-0.199667	-2.075	0.020181
16	-0.202813	-2.1077	0.018686
17	-0.205063	-2.1311	0.017676
18	-0.202956	-2.1092	0.01862
19	-0.209974	-2.1821	0.015634
20	-0.236408	-2.4568	0.007805
21	-0.254949	-2.6495	0.004635
22	-0.260707	-2.7093	0.003921
23	-0.27185	-2.8252	0.002815
24	-0.243152	-2.5269	0.006478
25	-0.198928	-2.0673	0.020547
26	-0.163109	-1.6951	0.046471
27	-0.113319	-1.1776	0.120763
28	-0.068037	-0.7071	0.240525
29	-0.028508	-0.2963	0.383799
30	0.002606	0.0271	0.48922
31	0.025895	0.2691	0.394181
32	0.053586	0.5569	0.28938
33	0.074905	0.7784	0.219009
34	0.08208	0.853	0.197773
35	0.105832	1.0998	0.136924
36	0.12769	1.327	0.093655
37	0.116982	1.2157	0.113373
38	0.11734	1.2194	0.112668
39	0.10948	1.1378	0.128871
40	0.110831	1.1518	0.125976
41	0.119251	1.2393	0.108962
42	0.110084	1.144	0.127571
43	0.102934	1.0697	0.143565
44	0.096317	1.001	0.159543
45	0.094487	0.9819	0.164162
46	0.10316	1.0721	0.143039
47	0.091107	0.9468	0.172923
48	0.06077	0.6315	0.264512
49	0.053108	0.5519	0.291073
50	0.035703	0.371	0.355667
51	0.00807	0.0839	0.466659
52	-0.019431	-0.2019	0.420174
53	-0.056715	-0.5894	0.278411
54	-0.075404	-0.7836	0.217488
55	-0.087154	-0.9057	0.183546
56	-0.089494	-0.93	0.17721
57	-0.085976	-0.8935	0.186792
58	-0.099293	-1.0319	0.152216
59	-0.098583	-1.0245	0.153944
60	-0.101586	-1.0557	0.146728

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.901682	9.3706	0
2	-0.114229	-1.1871	0.118895
3	-0.099318	-1.0321	0.152155
4	-0.106737	-1.1092	0.134894
5	-0.107164	-1.1137	0.133943
6	0.005399	0.0561	0.47768
7	0.015319	0.1592	0.436903
8	-0.049345	-0.5128	0.304566
9	-0.033699	-0.3502	0.363433
10	-0.063896	-0.664	0.254044
11	-0.031896	-0.3315	0.370463
12	-0.279608	-2.9058	0.002223
13	0.363457	3.7772	0.00013
14	0.012251	0.1273	0.449464
15	-0.099942	-1.0386	0.150649
16	-0.059239	-0.6156	0.269718
17	-0.112859	-1.1729	0.121715
18	0.010378	0.1078	0.457158
19	-0.024861	-0.2584	0.398309
20	-0.157987	-1.6418	0.051765
21	0.04951	0.5145	0.30397
22	-0.001611	-0.0167	0.493336
23	-0.01666	-0.1731	0.431436
24	0.010302	0.1071	0.45747
25	0.168768	1.7539	0.041143
26	-0.029965	-0.3114	0.378045
27	0.047946	0.4983	0.309655
28	-0.067321	-0.6996	0.242836
29	-0.065357	-0.6792	0.24923
30	0.046695	0.4853	0.314236
31	0.030976	0.3219	0.37407
32	-0.077322	-0.8036	0.211709
33	0.007751	0.0806	0.467974
34	-0.023634	-0.2456	0.403225
35	0.079391	0.8251	0.205581
36	0.045125	0.4689	0.320025
37	-0.086628	-0.9003	0.184991
38	0.053997	0.5612	0.287928
39	0.026608	0.2765	0.39134
40	0.041307	0.4293	0.334288
41	0.032793	0.3408	0.366958
42	-0.141665	-1.4722	0.071934
43	0.003149	0.0327	0.486978
44	0.017731	0.1843	0.427074
45	0.078719	0.8181	0.207558
46	0.019015	0.1976	0.421861
47	-0.086485	-0.8988	0.185384
48	0.032418	0.3369	0.368426
49	0.022427	0.2331	0.408073
50	-0.027133	-0.282	0.38925
51	-0.07784	-0.8089	0.210165
52	0.017386	0.1807	0.428479
53	0.028725	0.2985	0.38294
54	-0.034248	-0.3559	0.361299
55	-0.01399	-0.1454	0.442336
56	0.053956	0.5607	0.288071
57	0.025721	0.2673	0.394872
58	-0.04863	-0.5054	0.307163
59	0.014934	0.1552	0.438477
60	-0.198368	-2.0615	0.020828

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.901682 & 9.3706 & 0 \tabularnewline
2 & -0.114229 & -1.1871 & 0.118895 \tabularnewline
3 & -0.099318 & -1.0321 & 0.152155 \tabularnewline
4 & -0.106737 & -1.1092 & 0.134894 \tabularnewline
5 & -0.107164 & -1.1137 & 0.133943 \tabularnewline
6 & 0.005399 & 0.0561 & 0.47768 \tabularnewline
7 & 0.015319 & 0.1592 & 0.436903 \tabularnewline
8 & -0.049345 & -0.5128 & 0.304566 \tabularnewline
9 & -0.033699 & -0.3502 & 0.363433 \tabularnewline
10 & -0.063896 & -0.664 & 0.254044 \tabularnewline
11 & -0.031896 & -0.3315 & 0.370463 \tabularnewline
12 & -0.279608 & -2.9058 & 0.002223 \tabularnewline
13 & 0.363457 & 3.7772 & 0.00013 \tabularnewline
14 & 0.012251 & 0.1273 & 0.449464 \tabularnewline
15 & -0.099942 & -1.0386 & 0.150649 \tabularnewline
16 & -0.059239 & -0.6156 & 0.269718 \tabularnewline
17 & -0.112859 & -1.1729 & 0.121715 \tabularnewline
18 & 0.010378 & 0.1078 & 0.457158 \tabularnewline
19 & -0.024861 & -0.2584 & 0.398309 \tabularnewline
20 & -0.157987 & -1.6418 & 0.051765 \tabularnewline
21 & 0.04951 & 0.5145 & 0.30397 \tabularnewline
22 & -0.001611 & -0.0167 & 0.493336 \tabularnewline
23 & -0.01666 & -0.1731 & 0.431436 \tabularnewline
24 & 0.010302 & 0.1071 & 0.45747 \tabularnewline
25 & 0.168768 & 1.7539 & 0.041143 \tabularnewline
26 & -0.029965 & -0.3114 & 0.378045 \tabularnewline
27 & 0.047946 & 0.4983 & 0.309655 \tabularnewline
28 & -0.067321 & -0.6996 & 0.242836 \tabularnewline
29 & -0.065357 & -0.6792 & 0.24923 \tabularnewline
30 & 0.046695 & 0.4853 & 0.314236 \tabularnewline
31 & 0.030976 & 0.3219 & 0.37407 \tabularnewline
32 & -0.077322 & -0.8036 & 0.211709 \tabularnewline
33 & 0.007751 & 0.0806 & 0.467974 \tabularnewline
34 & -0.023634 & -0.2456 & 0.403225 \tabularnewline
35 & 0.079391 & 0.8251 & 0.205581 \tabularnewline
36 & 0.045125 & 0.4689 & 0.320025 \tabularnewline
37 & -0.086628 & -0.9003 & 0.184991 \tabularnewline
38 & 0.053997 & 0.5612 & 0.287928 \tabularnewline
39 & 0.026608 & 0.2765 & 0.39134 \tabularnewline
40 & 0.041307 & 0.4293 & 0.334288 \tabularnewline
41 & 0.032793 & 0.3408 & 0.366958 \tabularnewline
42 & -0.141665 & -1.4722 & 0.071934 \tabularnewline
43 & 0.003149 & 0.0327 & 0.486978 \tabularnewline
44 & 0.017731 & 0.1843 & 0.427074 \tabularnewline
45 & 0.078719 & 0.8181 & 0.207558 \tabularnewline
46 & 0.019015 & 0.1976 & 0.421861 \tabularnewline
47 & -0.086485 & -0.8988 & 0.185384 \tabularnewline
48 & 0.032418 & 0.3369 & 0.368426 \tabularnewline
49 & 0.022427 & 0.2331 & 0.408073 \tabularnewline
50 & -0.027133 & -0.282 & 0.38925 \tabularnewline
51 & -0.07784 & -0.8089 & 0.210165 \tabularnewline
52 & 0.017386 & 0.1807 & 0.428479 \tabularnewline
53 & 0.028725 & 0.2985 & 0.38294 \tabularnewline
54 & -0.034248 & -0.3559 & 0.361299 \tabularnewline
55 & -0.01399 & -0.1454 & 0.442336 \tabularnewline
56 & 0.053956 & 0.5607 & 0.288071 \tabularnewline
57 & 0.025721 & 0.2673 & 0.394872 \tabularnewline
58 & -0.04863 & -0.5054 & 0.307163 \tabularnewline
59 & 0.014934 & 0.1552 & 0.438477 \tabularnewline
60 & -0.198368 & -2.0615 & 0.020828 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67159&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]0.901682[/C][C]9.3706[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.114229[/C][C]-1.1871[/C][C]0.118895[/C][/ROW]
[ROW][C]3[/C][C]-0.099318[/C][C]-1.0321[/C][C]0.152155[/C][/ROW]
[ROW][C]4[/C][C]-0.106737[/C][C]-1.1092[/C][C]0.134894[/C][/ROW]
[ROW][C]5[/C][C]-0.107164[/C][C]-1.1137[/C][C]0.133943[/C][/ROW]
[ROW][C]6[/C][C]0.005399[/C][C]0.0561[/C][C]0.47768[/C][/ROW]
[ROW][C]7[/C][C]0.015319[/C][C]0.1592[/C][C]0.436903[/C][/ROW]
[ROW][C]8[/C][C]-0.049345[/C][C]-0.5128[/C][C]0.304566[/C][/ROW]
[ROW][C]9[/C][C]-0.033699[/C][C]-0.3502[/C][C]0.363433[/C][/ROW]
[ROW][C]10[/C][C]-0.063896[/C][C]-0.664[/C][C]0.254044[/C][/ROW]
[ROW][C]11[/C][C]-0.031896[/C][C]-0.3315[/C][C]0.370463[/C][/ROW]
[ROW][C]12[/C][C]-0.279608[/C][C]-2.9058[/C][C]0.002223[/C][/ROW]
[ROW][C]13[/C][C]0.363457[/C][C]3.7772[/C][C]0.00013[/C][/ROW]
[ROW][C]14[/C][C]0.012251[/C][C]0.1273[/C][C]0.449464[/C][/ROW]
[ROW][C]15[/C][C]-0.099942[/C][C]-1.0386[/C][C]0.150649[/C][/ROW]
[ROW][C]16[/C][C]-0.059239[/C][C]-0.6156[/C][C]0.269718[/C][/ROW]
[ROW][C]17[/C][C]-0.112859[/C][C]-1.1729[/C][C]0.121715[/C][/ROW]
[ROW][C]18[/C][C]0.010378[/C][C]0.1078[/C][C]0.457158[/C][/ROW]
[ROW][C]19[/C][C]-0.024861[/C][C]-0.2584[/C][C]0.398309[/C][/ROW]
[ROW][C]20[/C][C]-0.157987[/C][C]-1.6418[/C][C]0.051765[/C][/ROW]
[ROW][C]21[/C][C]0.04951[/C][C]0.5145[/C][C]0.30397[/C][/ROW]
[ROW][C]22[/C][C]-0.001611[/C][C]-0.0167[/C][C]0.493336[/C][/ROW]
[ROW][C]23[/C][C]-0.01666[/C][C]-0.1731[/C][C]0.431436[/C][/ROW]
[ROW][C]24[/C][C]0.010302[/C][C]0.1071[/C][C]0.45747[/C][/ROW]
[ROW][C]25[/C][C]0.168768[/C][C]1.7539[/C][C]0.041143[/C][/ROW]
[ROW][C]26[/C][C]-0.029965[/C][C]-0.3114[/C][C]0.378045[/C][/ROW]
[ROW][C]27[/C][C]0.047946[/C][C]0.4983[/C][C]0.309655[/C][/ROW]
[ROW][C]28[/C][C]-0.067321[/C][C]-0.6996[/C][C]0.242836[/C][/ROW]
[ROW][C]29[/C][C]-0.065357[/C][C]-0.6792[/C][C]0.24923[/C][/ROW]
[ROW][C]30[/C][C]0.046695[/C][C]0.4853[/C][C]0.314236[/C][/ROW]
[ROW][C]31[/C][C]0.030976[/C][C]0.3219[/C][C]0.37407[/C][/ROW]
[ROW][C]32[/C][C]-0.077322[/C][C]-0.8036[/C][C]0.211709[/C][/ROW]
[ROW][C]33[/C][C]0.007751[/C][C]0.0806[/C][C]0.467974[/C][/ROW]
[ROW][C]34[/C][C]-0.023634[/C][C]-0.2456[/C][C]0.403225[/C][/ROW]
[ROW][C]35[/C][C]0.079391[/C][C]0.8251[/C][C]0.205581[/C][/ROW]
[ROW][C]36[/C][C]0.045125[/C][C]0.4689[/C][C]0.320025[/C][/ROW]
[ROW][C]37[/C][C]-0.086628[/C][C]-0.9003[/C][C]0.184991[/C][/ROW]
[ROW][C]38[/C][C]0.053997[/C][C]0.5612[/C][C]0.287928[/C][/ROW]
[ROW][C]39[/C][C]0.026608[/C][C]0.2765[/C][C]0.39134[/C][/ROW]
[ROW][C]40[/C][C]0.041307[/C][C]0.4293[/C][C]0.334288[/C][/ROW]
[ROW][C]41[/C][C]0.032793[/C][C]0.3408[/C][C]0.366958[/C][/ROW]
[ROW][C]42[/C][C]-0.141665[/C][C]-1.4722[/C][C]0.071934[/C][/ROW]
[ROW][C]43[/C][C]0.003149[/C][C]0.0327[/C][C]0.486978[/C][/ROW]
[ROW][C]44[/C][C]0.017731[/C][C]0.1843[/C][C]0.427074[/C][/ROW]
[ROW][C]45[/C][C]0.078719[/C][C]0.8181[/C][C]0.207558[/C][/ROW]
[ROW][C]46[/C][C]0.019015[/C][C]0.1976[/C][C]0.421861[/C][/ROW]
[ROW][C]47[/C][C]-0.086485[/C][C]-0.8988[/C][C]0.185384[/C][/ROW]
[ROW][C]48[/C][C]0.032418[/C][C]0.3369[/C][C]0.368426[/C][/ROW]
[ROW][C]49[/C][C]0.022427[/C][C]0.2331[/C][C]0.408073[/C][/ROW]
[ROW][C]50[/C][C]-0.027133[/C][C]-0.282[/C][C]0.38925[/C][/ROW]
[ROW][C]51[/C][C]-0.07784[/C][C]-0.8089[/C][C]0.210165[/C][/ROW]
[ROW][C]52[/C][C]0.017386[/C][C]0.1807[/C][C]0.428479[/C][/ROW]
[ROW][C]53[/C][C]0.028725[/C][C]0.2985[/C][C]0.38294[/C][/ROW]
[ROW][C]54[/C][C]-0.034248[/C][C]-0.3559[/C][C]0.361299[/C][/ROW]
[ROW][C]55[/C][C]-0.01399[/C][C]-0.1454[/C][C]0.442336[/C][/ROW]
[ROW][C]56[/C][C]0.053956[/C][C]0.5607[/C][C]0.288071[/C][/ROW]
[ROW][C]57[/C][C]0.025721[/C][C]0.2673[/C][C]0.394872[/C][/ROW]
[ROW][C]58[/C][C]-0.04863[/C][C]-0.5054[/C][C]0.307163[/C][/ROW]
[ROW][C]59[/C][C]0.014934[/C][C]0.1552[/C][C]0.438477[/C][/ROW]
[ROW][C]60[/C][C]-0.198368[/C][C]-2.0615[/C][C]0.020828[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67159&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67159&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	0.901682	9.3706	0
2	-0.114229	-1.1871	0.118895
3	-0.099318	-1.0321	0.152155
4	-0.106737	-1.1092	0.134894
5	-0.107164	-1.1137	0.133943
6	0.005399	0.0561	0.47768
7	0.015319	0.1592	0.436903
8	-0.049345	-0.5128	0.304566
9	-0.033699	-0.3502	0.363433
10	-0.063896	-0.664	0.254044
11	-0.031896	-0.3315	0.370463
12	-0.279608	-2.9058	0.002223
13	0.363457	3.7772	0.00013
14	0.012251	0.1273	0.449464
15	-0.099942	-1.0386	0.150649
16	-0.059239	-0.6156	0.269718
17	-0.112859	-1.1729	0.121715
18	0.010378	0.1078	0.457158
19	-0.024861	-0.2584	0.398309
20	-0.157987	-1.6418	0.051765
21	0.04951	0.5145	0.30397
22	-0.001611	-0.0167	0.493336
23	-0.01666	-0.1731	0.431436
24	0.010302	0.1071	0.45747
25	0.168768	1.7539	0.041143
26	-0.029965	-0.3114	0.378045
27	0.047946	0.4983	0.309655
28	-0.067321	-0.6996	0.242836
29	-0.065357	-0.6792	0.24923
30	0.046695	0.4853	0.314236
31	0.030976	0.3219	0.37407
32	-0.077322	-0.8036	0.211709
33	0.007751	0.0806	0.467974
34	-0.023634	-0.2456	0.403225
35	0.079391	0.8251	0.205581
36	0.045125	0.4689	0.320025
37	-0.086628	-0.9003	0.184991
38	0.053997	0.5612	0.287928
39	0.026608	0.2765	0.39134
40	0.041307	0.4293	0.334288
41	0.032793	0.3408	0.366958
42	-0.141665	-1.4722	0.071934
43	0.003149	0.0327	0.486978
44	0.017731	0.1843	0.427074
45	0.078719	0.8181	0.207558
46	0.019015	0.1976	0.421861
47	-0.086485	-0.8988	0.185384
48	0.032418	0.3369	0.368426
49	0.022427	0.2331	0.408073
50	-0.027133	-0.282	0.38925
51	-0.07784	-0.8089	0.210165
52	0.017386	0.1807	0.428479
53	0.028725	0.2985	0.38294
54	-0.034248	-0.3559	0.361299
55	-0.01399	-0.1454	0.442336
56	0.053956	0.5607	0.288071
57	0.025721	0.2673	0.394872
58	-0.04863	-0.5054	0.307163
59	0.014934	0.1552	0.438477
60	-0.198368	-2.0615	0.020828

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