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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 02:25:44 -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/13/t1260696419m5jln0sqd0azoli.htm/, Retrieved Sat, 27 Apr 2024 15:56:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67169, Retrieved Sat, 27 Apr 2024 15:56:09 +0000

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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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [workshop 8 bereke...] [2009-11-27 09:58:50] [eaf42bcf5162b5692bb3c7f9d4636222]
-   P           [(Partial) Autocorrelation Function] [paper d=1, D=0] [2009-12-04 14:58:56] [eaf42bcf5162b5692bb3c7f9d4636222]
-    D              [(Partial) Autocorrelation Function] [paper d=1 inflatie] [2009-12-13 09:25:44] [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	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=67169&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=67169&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67169&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	0.186479	1.929	0.028193
2	0.088372	0.9141	0.181353
3	0.07131	0.7376	0.231175
4	0.079445	0.8218	0.206514
5	0.049636	0.5134	0.30435
6	-0.05284	-0.5466	0.292904
7	-0.047764	-0.4941	0.311134
8	-0.026477	-0.2739	0.392353
9	-0.048473	-0.5014	0.308558
10	-0.108918	-1.1267	0.131203
11	0.117919	1.2198	0.112619
12	-0.415537	-4.2983	1.9e-05
13	-0.180082	-1.8628	0.032618
14	0.006727	0.0696	0.472326
15	-0.039622	-0.4098	0.341368
16	-0.018184	-0.1881	0.425578
17	-0.094243	-0.9749	0.165915
18	-0.010084	-0.1043	0.45856
19	0.07559	0.7819	0.217998
20	-0.024342	-0.2518	0.400841
21	-0.072293	-0.7478	0.228111
22	0.025464	0.2634	0.396375
23	-0.190758	-1.9732	0.025525
24	-0.101771	-1.0527	0.147418
25	0.037578	0.3887	0.349131
26	-0.098884	-1.0229	0.15434
27	0.03113	0.322	0.374037
28	0.020223	0.2092	0.417348
29	0.024534	0.2538	0.400075
30	0.047163	0.4879	0.313325
31	0.007382	0.0764	0.469638
32	0.039045	0.4039	0.343553
33	0.104842	1.0845	0.140292
34	-0.061	-0.631	0.264696
35	-0.00904	-0.0935	0.462834
36	0.163428	1.6905	0.046921
37	-0.010586	-0.1095	0.456505
38	0.080062	0.8282	0.20471
39	-0.032744	-0.3387	0.367748
40	-0.065044	-0.6728	0.251257
41	0.095041	0.9831	0.163885
42	0.046349	0.4794	0.316303
43	-0.002673	-0.0277	0.488995
44	-0.026904	-0.2783	0.390662
45	-0.087682	-0.907	0.183226
46	0.085516	0.8846	0.189182
47	0.12849	1.3291	0.093319
48	-0.09337	-0.9658	0.168154
49	0.023655	0.2447	0.403582
50	0.026874	0.278	0.390779
51	0.001926	0.0199	0.492073
52	0.079769	0.8251	0.205564
53	-0.085727	-0.8868	0.188595
54	-0.102202	-1.0572	0.146403
55	-0.040718	-0.4212	0.337232
56	-0.026098	-0.27	0.393857
57	0.08528	0.8821	0.189839
58	-0.047306	-0.4893	0.312803
59	-0.032532	-0.3365	0.36857
60	0.058453	0.6046	0.273348

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.186479 & 1.929 & 0.028193 \tabularnewline
2 & 0.088372 & 0.9141 & 0.181353 \tabularnewline
3 & 0.07131 & 0.7376 & 0.231175 \tabularnewline
4 & 0.079445 & 0.8218 & 0.206514 \tabularnewline
5 & 0.049636 & 0.5134 & 0.30435 \tabularnewline
6 & -0.05284 & -0.5466 & 0.292904 \tabularnewline
7 & -0.047764 & -0.4941 & 0.311134 \tabularnewline
8 & -0.026477 & -0.2739 & 0.392353 \tabularnewline
9 & -0.048473 & -0.5014 & 0.308558 \tabularnewline
10 & -0.108918 & -1.1267 & 0.131203 \tabularnewline
11 & 0.117919 & 1.2198 & 0.112619 \tabularnewline
12 & -0.415537 & -4.2983 & 1.9e-05 \tabularnewline
13 & -0.180082 & -1.8628 & 0.032618 \tabularnewline
14 & 0.006727 & 0.0696 & 0.472326 \tabularnewline
15 & -0.039622 & -0.4098 & 0.341368 \tabularnewline
16 & -0.018184 & -0.1881 & 0.425578 \tabularnewline
17 & -0.094243 & -0.9749 & 0.165915 \tabularnewline
18 & -0.010084 & -0.1043 & 0.45856 \tabularnewline
19 & 0.07559 & 0.7819 & 0.217998 \tabularnewline
20 & -0.024342 & -0.2518 & 0.400841 \tabularnewline
21 & -0.072293 & -0.7478 & 0.228111 \tabularnewline
22 & 0.025464 & 0.2634 & 0.396375 \tabularnewline
23 & -0.190758 & -1.9732 & 0.025525 \tabularnewline
24 & -0.101771 & -1.0527 & 0.147418 \tabularnewline
25 & 0.037578 & 0.3887 & 0.349131 \tabularnewline
26 & -0.098884 & -1.0229 & 0.15434 \tabularnewline
27 & 0.03113 & 0.322 & 0.374037 \tabularnewline
28 & 0.020223 & 0.2092 & 0.417348 \tabularnewline
29 & 0.024534 & 0.2538 & 0.400075 \tabularnewline
30 & 0.047163 & 0.4879 & 0.313325 \tabularnewline
31 & 0.007382 & 0.0764 & 0.469638 \tabularnewline
32 & 0.039045 & 0.4039 & 0.343553 \tabularnewline
33 & 0.104842 & 1.0845 & 0.140292 \tabularnewline
34 & -0.061 & -0.631 & 0.264696 \tabularnewline
35 & -0.00904 & -0.0935 & 0.462834 \tabularnewline
36 & 0.163428 & 1.6905 & 0.046921 \tabularnewline
37 & -0.010586 & -0.1095 & 0.456505 \tabularnewline
38 & 0.080062 & 0.8282 & 0.20471 \tabularnewline
39 & -0.032744 & -0.3387 & 0.367748 \tabularnewline
40 & -0.065044 & -0.6728 & 0.251257 \tabularnewline
41 & 0.095041 & 0.9831 & 0.163885 \tabularnewline
42 & 0.046349 & 0.4794 & 0.316303 \tabularnewline
43 & -0.002673 & -0.0277 & 0.488995 \tabularnewline
44 & -0.026904 & -0.2783 & 0.390662 \tabularnewline
45 & -0.087682 & -0.907 & 0.183226 \tabularnewline
46 & 0.085516 & 0.8846 & 0.189182 \tabularnewline
47 & 0.12849 & 1.3291 & 0.093319 \tabularnewline
48 & -0.09337 & -0.9658 & 0.168154 \tabularnewline
49 & 0.023655 & 0.2447 & 0.403582 \tabularnewline
50 & 0.026874 & 0.278 & 0.390779 \tabularnewline
51 & 0.001926 & 0.0199 & 0.492073 \tabularnewline
52 & 0.079769 & 0.8251 & 0.205564 \tabularnewline
53 & -0.085727 & -0.8868 & 0.188595 \tabularnewline
54 & -0.102202 & -1.0572 & 0.146403 \tabularnewline
55 & -0.040718 & -0.4212 & 0.337232 \tabularnewline
56 & -0.026098 & -0.27 & 0.393857 \tabularnewline
57 & 0.08528 & 0.8821 & 0.189839 \tabularnewline
58 & -0.047306 & -0.4893 & 0.312803 \tabularnewline
59 & -0.032532 & -0.3365 & 0.36857 \tabularnewline
60 & 0.058453 & 0.6046 & 0.273348 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67169&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]0.186479[/C][C]1.929[/C][C]0.028193[/C][/ROW]
[ROW][C]2[/C][C]0.088372[/C][C]0.9141[/C][C]0.181353[/C][/ROW]
[ROW][C]3[/C][C]0.07131[/C][C]0.7376[/C][C]0.231175[/C][/ROW]
[ROW][C]4[/C][C]0.079445[/C][C]0.8218[/C][C]0.206514[/C][/ROW]
[ROW][C]5[/C][C]0.049636[/C][C]0.5134[/C][C]0.30435[/C][/ROW]
[ROW][C]6[/C][C]-0.05284[/C][C]-0.5466[/C][C]0.292904[/C][/ROW]
[ROW][C]7[/C][C]-0.047764[/C][C]-0.4941[/C][C]0.311134[/C][/ROW]
[ROW][C]8[/C][C]-0.026477[/C][C]-0.2739[/C][C]0.392353[/C][/ROW]
[ROW][C]9[/C][C]-0.048473[/C][C]-0.5014[/C][C]0.308558[/C][/ROW]
[ROW][C]10[/C][C]-0.108918[/C][C]-1.1267[/C][C]0.131203[/C][/ROW]
[ROW][C]11[/C][C]0.117919[/C][C]1.2198[/C][C]0.112619[/C][/ROW]
[ROW][C]12[/C][C]-0.415537[/C][C]-4.2983[/C][C]1.9e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.180082[/C][C]-1.8628[/C][C]0.032618[/C][/ROW]
[ROW][C]14[/C][C]0.006727[/C][C]0.0696[/C][C]0.472326[/C][/ROW]
[ROW][C]15[/C][C]-0.039622[/C][C]-0.4098[/C][C]0.341368[/C][/ROW]
[ROW][C]16[/C][C]-0.018184[/C][C]-0.1881[/C][C]0.425578[/C][/ROW]
[ROW][C]17[/C][C]-0.094243[/C][C]-0.9749[/C][C]0.165915[/C][/ROW]
[ROW][C]18[/C][C]-0.010084[/C][C]-0.1043[/C][C]0.45856[/C][/ROW]
[ROW][C]19[/C][C]0.07559[/C][C]0.7819[/C][C]0.217998[/C][/ROW]
[ROW][C]20[/C][C]-0.024342[/C][C]-0.2518[/C][C]0.400841[/C][/ROW]
[ROW][C]21[/C][C]-0.072293[/C][C]-0.7478[/C][C]0.228111[/C][/ROW]
[ROW][C]22[/C][C]0.025464[/C][C]0.2634[/C][C]0.396375[/C][/ROW]
[ROW][C]23[/C][C]-0.190758[/C][C]-1.9732[/C][C]0.025525[/C][/ROW]
[ROW][C]24[/C][C]-0.101771[/C][C]-1.0527[/C][C]0.147418[/C][/ROW]
[ROW][C]25[/C][C]0.037578[/C][C]0.3887[/C][C]0.349131[/C][/ROW]
[ROW][C]26[/C][C]-0.098884[/C][C]-1.0229[/C][C]0.15434[/C][/ROW]
[ROW][C]27[/C][C]0.03113[/C][C]0.322[/C][C]0.374037[/C][/ROW]
[ROW][C]28[/C][C]0.020223[/C][C]0.2092[/C][C]0.417348[/C][/ROW]
[ROW][C]29[/C][C]0.024534[/C][C]0.2538[/C][C]0.400075[/C][/ROW]
[ROW][C]30[/C][C]0.047163[/C][C]0.4879[/C][C]0.313325[/C][/ROW]
[ROW][C]31[/C][C]0.007382[/C][C]0.0764[/C][C]0.469638[/C][/ROW]
[ROW][C]32[/C][C]0.039045[/C][C]0.4039[/C][C]0.343553[/C][/ROW]
[ROW][C]33[/C][C]0.104842[/C][C]1.0845[/C][C]0.140292[/C][/ROW]
[ROW][C]34[/C][C]-0.061[/C][C]-0.631[/C][C]0.264696[/C][/ROW]
[ROW][C]35[/C][C]-0.00904[/C][C]-0.0935[/C][C]0.462834[/C][/ROW]
[ROW][C]36[/C][C]0.163428[/C][C]1.6905[/C][C]0.046921[/C][/ROW]
[ROW][C]37[/C][C]-0.010586[/C][C]-0.1095[/C][C]0.456505[/C][/ROW]
[ROW][C]38[/C][C]0.080062[/C][C]0.8282[/C][C]0.20471[/C][/ROW]
[ROW][C]39[/C][C]-0.032744[/C][C]-0.3387[/C][C]0.367748[/C][/ROW]
[ROW][C]40[/C][C]-0.065044[/C][C]-0.6728[/C][C]0.251257[/C][/ROW]
[ROW][C]41[/C][C]0.095041[/C][C]0.9831[/C][C]0.163885[/C][/ROW]
[ROW][C]42[/C][C]0.046349[/C][C]0.4794[/C][C]0.316303[/C][/ROW]
[ROW][C]43[/C][C]-0.002673[/C][C]-0.0277[/C][C]0.488995[/C][/ROW]
[ROW][C]44[/C][C]-0.026904[/C][C]-0.2783[/C][C]0.390662[/C][/ROW]
[ROW][C]45[/C][C]-0.087682[/C][C]-0.907[/C][C]0.183226[/C][/ROW]
[ROW][C]46[/C][C]0.085516[/C][C]0.8846[/C][C]0.189182[/C][/ROW]
[ROW][C]47[/C][C]0.12849[/C][C]1.3291[/C][C]0.093319[/C][/ROW]
[ROW][C]48[/C][C]-0.09337[/C][C]-0.9658[/C][C]0.168154[/C][/ROW]
[ROW][C]49[/C][C]0.023655[/C][C]0.2447[/C][C]0.403582[/C][/ROW]
[ROW][C]50[/C][C]0.026874[/C][C]0.278[/C][C]0.390779[/C][/ROW]
[ROW][C]51[/C][C]0.001926[/C][C]0.0199[/C][C]0.492073[/C][/ROW]
[ROW][C]52[/C][C]0.079769[/C][C]0.8251[/C][C]0.205564[/C][/ROW]
[ROW][C]53[/C][C]-0.085727[/C][C]-0.8868[/C][C]0.188595[/C][/ROW]
[ROW][C]54[/C][C]-0.102202[/C][C]-1.0572[/C][C]0.146403[/C][/ROW]
[ROW][C]55[/C][C]-0.040718[/C][C]-0.4212[/C][C]0.337232[/C][/ROW]
[ROW][C]56[/C][C]-0.026098[/C][C]-0.27[/C][C]0.393857[/C][/ROW]
[ROW][C]57[/C][C]0.08528[/C][C]0.8821[/C][C]0.189839[/C][/ROW]
[ROW][C]58[/C][C]-0.047306[/C][C]-0.4893[/C][C]0.312803[/C][/ROW]
[ROW][C]59[/C][C]-0.032532[/C][C]-0.3365[/C][C]0.36857[/C][/ROW]
[ROW][C]60[/C][C]0.058453[/C][C]0.6046[/C][C]0.273348[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67169&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67169&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	0.186479	1.929	0.028193
2	0.088372	0.9141	0.181353
3	0.07131	0.7376	0.231175
4	0.079445	0.8218	0.206514
5	0.049636	0.5134	0.30435
6	-0.05284	-0.5466	0.292904
7	-0.047764	-0.4941	0.311134
8	-0.026477	-0.2739	0.392353
9	-0.048473	-0.5014	0.308558
10	-0.108918	-1.1267	0.131203
11	0.117919	1.2198	0.112619
12	-0.415537	-4.2983	1.9e-05
13	-0.180082	-1.8628	0.032618
14	0.006727	0.0696	0.472326
15	-0.039622	-0.4098	0.341368
16	-0.018184	-0.1881	0.425578
17	-0.094243	-0.9749	0.165915
18	-0.010084	-0.1043	0.45856
19	0.07559	0.7819	0.217998
20	-0.024342	-0.2518	0.400841
21	-0.072293	-0.7478	0.228111
22	0.025464	0.2634	0.396375
23	-0.190758	-1.9732	0.025525
24	-0.101771	-1.0527	0.147418
25	0.037578	0.3887	0.349131
26	-0.098884	-1.0229	0.15434
27	0.03113	0.322	0.374037
28	0.020223	0.2092	0.417348
29	0.024534	0.2538	0.400075
30	0.047163	0.4879	0.313325
31	0.007382	0.0764	0.469638
32	0.039045	0.4039	0.343553
33	0.104842	1.0845	0.140292
34	-0.061	-0.631	0.264696
35	-0.00904	-0.0935	0.462834
36	0.163428	1.6905	0.046921
37	-0.010586	-0.1095	0.456505
38	0.080062	0.8282	0.20471
39	-0.032744	-0.3387	0.367748
40	-0.065044	-0.6728	0.251257
41	0.095041	0.9831	0.163885
42	0.046349	0.4794	0.316303
43	-0.002673	-0.0277	0.488995
44	-0.026904	-0.2783	0.390662
45	-0.087682	-0.907	0.183226
46	0.085516	0.8846	0.189182
47	0.12849	1.3291	0.093319
48	-0.09337	-0.9658	0.168154
49	0.023655	0.2447	0.403582
50	0.026874	0.278	0.390779
51	0.001926	0.0199	0.492073
52	0.079769	0.8251	0.205564
53	-0.085727	-0.8868	0.188595
54	-0.102202	-1.0572	0.146403
55	-0.040718	-0.4212	0.337232
56	-0.026098	-0.27	0.393857
57	0.08528	0.8821	0.189839
58	-0.047306	-0.4893	0.312803
59	-0.032532	-0.3365	0.36857
60	0.058453	0.6046	0.273348

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.186479	1.929	0.028193
2	0.055529	0.5744	0.283454
3	0.047171	0.4879	0.313294
4	0.056351	0.5829	0.280595
5	0.019929	0.2061	0.418534
6	-0.079173	-0.819	0.207311
7	-0.038322	-0.3964	0.346296
8	-0.012059	-0.1247	0.45048
9	-0.036511	-0.3777	0.353211
10	-0.085451	-0.8839	0.189363
11	0.17804	1.8417	0.034147
12	-0.490993	-5.0789	1e-06
13	0.008475	0.0877	0.465153
14	0.1237	1.2796	0.101733
15	-0.069308	-0.7169	0.23749
16	0.038766	0.401	0.344611
17	-0.033565	-0.3472	0.364564
18	-0.060824	-0.6292	0.265289
19	0.067286	0.696	0.243965
20	-0.062352	-0.645	0.260163
21	-0.064601	-0.6682	0.252712
22	-0.079064	-0.8178	0.207631
23	-0.059872	-0.6193	0.268512
24	-0.274773	-2.8423	0.002683
25	0.045298	0.4686	0.320168
26	-0.04368	-0.4518	0.326154
27	0.035301	0.3652	0.357857
28	0.097088	1.0043	0.158754
29	-0.084932	-0.8785	0.190809
30	-0.077176	-0.7983	0.213228
31	0.134082	1.387	0.08417
32	-0.039416	-0.4077	0.342145
33	-0.008268	-0.0855	0.466001
34	-0.10397	-1.0755	0.142292
35	-0.103429	-1.0699	0.14354
36	0.004475	0.0463	0.481583
37	0.016279	0.1684	0.433297
38	-0.015143	-0.1566	0.437912
39	-0.049177	-0.5087	0.30601
40	-0.02376	-0.2458	0.403162
41	0.113269	1.1717	0.121967
42	0.029539	0.3056	0.380268
43	0.02115	0.2188	0.413618
44	-0.096733	-1.0006	0.159635
45	-0.022694	-0.2347	0.407427
46	0.061643	0.6376	0.262536
47	-0.069826	-0.7223	0.235847
48	-0.030705	-0.3176	0.3757
49	0.050085	0.5181	0.302734
50	0.029575	0.3059	0.380129
51	0.001967	0.0203	0.491904
52	-0.010445	-0.108	0.457081
53	-0.005479	-0.0567	0.477454
54	-0.027722	-0.2868	0.387426
55	0.017201	0.1779	0.429558
56	-0.015387	-0.1592	0.436918
57	0.005044	0.0522	0.479243
58	-0.046918	-0.4853	0.314218
59	0.193642	2.003	0.02385
60	-0.066714	-0.6901	0.245815

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.186479 & 1.929 & 0.028193 \tabularnewline
2 & 0.055529 & 0.5744 & 0.283454 \tabularnewline
3 & 0.047171 & 0.4879 & 0.313294 \tabularnewline
4 & 0.056351 & 0.5829 & 0.280595 \tabularnewline
5 & 0.019929 & 0.2061 & 0.418534 \tabularnewline
6 & -0.079173 & -0.819 & 0.207311 \tabularnewline
7 & -0.038322 & -0.3964 & 0.346296 \tabularnewline
8 & -0.012059 & -0.1247 & 0.45048 \tabularnewline
9 & -0.036511 & -0.3777 & 0.353211 \tabularnewline
10 & -0.085451 & -0.8839 & 0.189363 \tabularnewline
11 & 0.17804 & 1.8417 & 0.034147 \tabularnewline
12 & -0.490993 & -5.0789 & 1e-06 \tabularnewline
13 & 0.008475 & 0.0877 & 0.465153 \tabularnewline
14 & 0.1237 & 1.2796 & 0.101733 \tabularnewline
15 & -0.069308 & -0.7169 & 0.23749 \tabularnewline
16 & 0.038766 & 0.401 & 0.344611 \tabularnewline
17 & -0.033565 & -0.3472 & 0.364564 \tabularnewline
18 & -0.060824 & -0.6292 & 0.265289 \tabularnewline
19 & 0.067286 & 0.696 & 0.243965 \tabularnewline
20 & -0.062352 & -0.645 & 0.260163 \tabularnewline
21 & -0.064601 & -0.6682 & 0.252712 \tabularnewline
22 & -0.079064 & -0.8178 & 0.207631 \tabularnewline
23 & -0.059872 & -0.6193 & 0.268512 \tabularnewline
24 & -0.274773 & -2.8423 & 0.002683 \tabularnewline
25 & 0.045298 & 0.4686 & 0.320168 \tabularnewline
26 & -0.04368 & -0.4518 & 0.326154 \tabularnewline
27 & 0.035301 & 0.3652 & 0.357857 \tabularnewline
28 & 0.097088 & 1.0043 & 0.158754 \tabularnewline
29 & -0.084932 & -0.8785 & 0.190809 \tabularnewline
30 & -0.077176 & -0.7983 & 0.213228 \tabularnewline
31 & 0.134082 & 1.387 & 0.08417 \tabularnewline
32 & -0.039416 & -0.4077 & 0.342145 \tabularnewline
33 & -0.008268 & -0.0855 & 0.466001 \tabularnewline
34 & -0.10397 & -1.0755 & 0.142292 \tabularnewline
35 & -0.103429 & -1.0699 & 0.14354 \tabularnewline
36 & 0.004475 & 0.0463 & 0.481583 \tabularnewline
37 & 0.016279 & 0.1684 & 0.433297 \tabularnewline
38 & -0.015143 & -0.1566 & 0.437912 \tabularnewline
39 & -0.049177 & -0.5087 & 0.30601 \tabularnewline
40 & -0.02376 & -0.2458 & 0.403162 \tabularnewline
41 & 0.113269 & 1.1717 & 0.121967 \tabularnewline
42 & 0.029539 & 0.3056 & 0.380268 \tabularnewline
43 & 0.02115 & 0.2188 & 0.413618 \tabularnewline
44 & -0.096733 & -1.0006 & 0.159635 \tabularnewline
45 & -0.022694 & -0.2347 & 0.407427 \tabularnewline
46 & 0.061643 & 0.6376 & 0.262536 \tabularnewline
47 & -0.069826 & -0.7223 & 0.235847 \tabularnewline
48 & -0.030705 & -0.3176 & 0.3757 \tabularnewline
49 & 0.050085 & 0.5181 & 0.302734 \tabularnewline
50 & 0.029575 & 0.3059 & 0.380129 \tabularnewline
51 & 0.001967 & 0.0203 & 0.491904 \tabularnewline
52 & -0.010445 & -0.108 & 0.457081 \tabularnewline
53 & -0.005479 & -0.0567 & 0.477454 \tabularnewline
54 & -0.027722 & -0.2868 & 0.387426 \tabularnewline
55 & 0.017201 & 0.1779 & 0.429558 \tabularnewline
56 & -0.015387 & -0.1592 & 0.436918 \tabularnewline
57 & 0.005044 & 0.0522 & 0.479243 \tabularnewline
58 & -0.046918 & -0.4853 & 0.314218 \tabularnewline
59 & 0.193642 & 2.003 & 0.02385 \tabularnewline
60 & -0.066714 & -0.6901 & 0.245815 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67169&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]0.186479[/C][C]1.929[/C][C]0.028193[/C][/ROW]
[ROW][C]2[/C][C]0.055529[/C][C]0.5744[/C][C]0.283454[/C][/ROW]
[ROW][C]3[/C][C]0.047171[/C][C]0.4879[/C][C]0.313294[/C][/ROW]
[ROW][C]4[/C][C]0.056351[/C][C]0.5829[/C][C]0.280595[/C][/ROW]
[ROW][C]5[/C][C]0.019929[/C][C]0.2061[/C][C]0.418534[/C][/ROW]
[ROW][C]6[/C][C]-0.079173[/C][C]-0.819[/C][C]0.207311[/C][/ROW]
[ROW][C]7[/C][C]-0.038322[/C][C]-0.3964[/C][C]0.346296[/C][/ROW]
[ROW][C]8[/C][C]-0.012059[/C][C]-0.1247[/C][C]0.45048[/C][/ROW]
[ROW][C]9[/C][C]-0.036511[/C][C]-0.3777[/C][C]0.353211[/C][/ROW]
[ROW][C]10[/C][C]-0.085451[/C][C]-0.8839[/C][C]0.189363[/C][/ROW]
[ROW][C]11[/C][C]0.17804[/C][C]1.8417[/C][C]0.034147[/C][/ROW]
[ROW][C]12[/C][C]-0.490993[/C][C]-5.0789[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.008475[/C][C]0.0877[/C][C]0.465153[/C][/ROW]
[ROW][C]14[/C][C]0.1237[/C][C]1.2796[/C][C]0.101733[/C][/ROW]
[ROW][C]15[/C][C]-0.069308[/C][C]-0.7169[/C][C]0.23749[/C][/ROW]
[ROW][C]16[/C][C]0.038766[/C][C]0.401[/C][C]0.344611[/C][/ROW]
[ROW][C]17[/C][C]-0.033565[/C][C]-0.3472[/C][C]0.364564[/C][/ROW]
[ROW][C]18[/C][C]-0.060824[/C][C]-0.6292[/C][C]0.265289[/C][/ROW]
[ROW][C]19[/C][C]0.067286[/C][C]0.696[/C][C]0.243965[/C][/ROW]
[ROW][C]20[/C][C]-0.062352[/C][C]-0.645[/C][C]0.260163[/C][/ROW]
[ROW][C]21[/C][C]-0.064601[/C][C]-0.6682[/C][C]0.252712[/C][/ROW]
[ROW][C]22[/C][C]-0.079064[/C][C]-0.8178[/C][C]0.207631[/C][/ROW]
[ROW][C]23[/C][C]-0.059872[/C][C]-0.6193[/C][C]0.268512[/C][/ROW]
[ROW][C]24[/C][C]-0.274773[/C][C]-2.8423[/C][C]0.002683[/C][/ROW]
[ROW][C]25[/C][C]0.045298[/C][C]0.4686[/C][C]0.320168[/C][/ROW]
[ROW][C]26[/C][C]-0.04368[/C][C]-0.4518[/C][C]0.326154[/C][/ROW]
[ROW][C]27[/C][C]0.035301[/C][C]0.3652[/C][C]0.357857[/C][/ROW]
[ROW][C]28[/C][C]0.097088[/C][C]1.0043[/C][C]0.158754[/C][/ROW]
[ROW][C]29[/C][C]-0.084932[/C][C]-0.8785[/C][C]0.190809[/C][/ROW]
[ROW][C]30[/C][C]-0.077176[/C][C]-0.7983[/C][C]0.213228[/C][/ROW]
[ROW][C]31[/C][C]0.134082[/C][C]1.387[/C][C]0.08417[/C][/ROW]
[ROW][C]32[/C][C]-0.039416[/C][C]-0.4077[/C][C]0.342145[/C][/ROW]
[ROW][C]33[/C][C]-0.008268[/C][C]-0.0855[/C][C]0.466001[/C][/ROW]
[ROW][C]34[/C][C]-0.10397[/C][C]-1.0755[/C][C]0.142292[/C][/ROW]
[ROW][C]35[/C][C]-0.103429[/C][C]-1.0699[/C][C]0.14354[/C][/ROW]
[ROW][C]36[/C][C]0.004475[/C][C]0.0463[/C][C]0.481583[/C][/ROW]
[ROW][C]37[/C][C]0.016279[/C][C]0.1684[/C][C]0.433297[/C][/ROW]
[ROW][C]38[/C][C]-0.015143[/C][C]-0.1566[/C][C]0.437912[/C][/ROW]
[ROW][C]39[/C][C]-0.049177[/C][C]-0.5087[/C][C]0.30601[/C][/ROW]
[ROW][C]40[/C][C]-0.02376[/C][C]-0.2458[/C][C]0.403162[/C][/ROW]
[ROW][C]41[/C][C]0.113269[/C][C]1.1717[/C][C]0.121967[/C][/ROW]
[ROW][C]42[/C][C]0.029539[/C][C]0.3056[/C][C]0.380268[/C][/ROW]
[ROW][C]43[/C][C]0.02115[/C][C]0.2188[/C][C]0.413618[/C][/ROW]
[ROW][C]44[/C][C]-0.096733[/C][C]-1.0006[/C][C]0.159635[/C][/ROW]
[ROW][C]45[/C][C]-0.022694[/C][C]-0.2347[/C][C]0.407427[/C][/ROW]
[ROW][C]46[/C][C]0.061643[/C][C]0.6376[/C][C]0.262536[/C][/ROW]
[ROW][C]47[/C][C]-0.069826[/C][C]-0.7223[/C][C]0.235847[/C][/ROW]
[ROW][C]48[/C][C]-0.030705[/C][C]-0.3176[/C][C]0.3757[/C][/ROW]
[ROW][C]49[/C][C]0.050085[/C][C]0.5181[/C][C]0.302734[/C][/ROW]
[ROW][C]50[/C][C]0.029575[/C][C]0.3059[/C][C]0.380129[/C][/ROW]
[ROW][C]51[/C][C]0.001967[/C][C]0.0203[/C][C]0.491904[/C][/ROW]
[ROW][C]52[/C][C]-0.010445[/C][C]-0.108[/C][C]0.457081[/C][/ROW]
[ROW][C]53[/C][C]-0.005479[/C][C]-0.0567[/C][C]0.477454[/C][/ROW]
[ROW][C]54[/C][C]-0.027722[/C][C]-0.2868[/C][C]0.387426[/C][/ROW]
[ROW][C]55[/C][C]0.017201[/C][C]0.1779[/C][C]0.429558[/C][/ROW]
[ROW][C]56[/C][C]-0.015387[/C][C]-0.1592[/C][C]0.436918[/C][/ROW]
[ROW][C]57[/C][C]0.005044[/C][C]0.0522[/C][C]0.479243[/C][/ROW]
[ROW][C]58[/C][C]-0.046918[/C][C]-0.4853[/C][C]0.314218[/C][/ROW]
[ROW][C]59[/C][C]0.193642[/C][C]2.003[/C][C]0.02385[/C][/ROW]
[ROW][C]60[/C][C]-0.066714[/C][C]-0.6901[/C][C]0.245815[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67169&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67169&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	0.186479	1.929	0.028193
2	0.055529	0.5744	0.283454
3	0.047171	0.4879	0.313294
4	0.056351	0.5829	0.280595
5	0.019929	0.2061	0.418534
6	-0.079173	-0.819	0.207311
7	-0.038322	-0.3964	0.346296
8	-0.012059	-0.1247	0.45048
9	-0.036511	-0.3777	0.353211
10	-0.085451	-0.8839	0.189363
11	0.17804	1.8417	0.034147
12	-0.490993	-5.0789	1e-06
13	0.008475	0.0877	0.465153
14	0.1237	1.2796	0.101733
15	-0.069308	-0.7169	0.23749
16	0.038766	0.401	0.344611
17	-0.033565	-0.3472	0.364564
18	-0.060824	-0.6292	0.265289
19	0.067286	0.696	0.243965
20	-0.062352	-0.645	0.260163
21	-0.064601	-0.6682	0.252712
22	-0.079064	-0.8178	0.207631
23	-0.059872	-0.6193	0.268512
24	-0.274773	-2.8423	0.002683
25	0.045298	0.4686	0.320168
26	-0.04368	-0.4518	0.326154
27	0.035301	0.3652	0.357857
28	0.097088	1.0043	0.158754
29	-0.084932	-0.8785	0.190809
30	-0.077176	-0.7983	0.213228
31	0.134082	1.387	0.08417
32	-0.039416	-0.4077	0.342145
33	-0.008268	-0.0855	0.466001
34	-0.10397	-1.0755	0.142292
35	-0.103429	-1.0699	0.14354
36	0.004475	0.0463	0.481583
37	0.016279	0.1684	0.433297
38	-0.015143	-0.1566	0.437912
39	-0.049177	-0.5087	0.30601
40	-0.02376	-0.2458	0.403162
41	0.113269	1.1717	0.121967
42	0.029539	0.3056	0.380268
43	0.02115	0.2188	0.413618
44	-0.096733	-1.0006	0.159635
45	-0.022694	-0.2347	0.407427
46	0.061643	0.6376	0.262536
47	-0.069826	-0.7223	0.235847
48	-0.030705	-0.3176	0.3757
49	0.050085	0.5181	0.302734
50	0.029575	0.3059	0.380129
51	0.001967	0.0203	0.491904
52	-0.010445	-0.108	0.457081
53	-0.005479	-0.0567	0.477454
54	-0.027722	-0.2868	0.387426
55	0.017201	0.1779	0.429558
56	-0.015387	-0.1592	0.436918
57	0.005044	0.0522	0.479243
58	-0.046918	-0.4853	0.314218
59	0.193642	2.003	0.02385
60	-0.066714	-0.6901	0.245815

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