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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 07:06:46 -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/t1260713303w5w16zmgxe2gmvd.htm/, Retrieved Sun, 28 Apr 2024 06:17:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67288, Retrieved Sun, 28 Apr 2024 06:17:26 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

130

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]
-   PD        [(Partial) Autocorrelation Function] [W8] [2009-11-25 18:19:32] [315ba876df544ad397193b5931d5f354]
-    D          [(Partial) Autocorrelation Function] [ws8 1.1] [2009-11-27 16:22:27] [95cead3ebb75668735f848316249436a]
-   P             [(Partial) Autocorrelation Function] [ws8.2] [2009-11-27 16:33:59] [95cead3ebb75668735f848316249436a]
-    D                [(Partial) Autocorrelation Function] [d=D=0] [2009-12-13 14:06:46] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]
-   PD                  [(Partial) Autocorrelation Function] [deel 2 D=d=0] [2009-12-13 17:00:23] [95cead3ebb75668735f848316249436a] 
-                       [(Partial) Autocorrelation Function] [deel1 D=d=0] [2009-12-15 19:50:39] [95cead3ebb75668735f848316249436a] 

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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	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=67288&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=67288&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67288&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	0.110985	0.9286	0.178152
2	-0.332742	-2.7839	0.00345
3	0.194973	1.6313	0.053663
4	0.036792	0.3078	0.379565
5	-0.056705	-0.4744	0.318335
6	0.181361	1.5174	0.066838
7	-0.025048	-0.2096	0.417306
8	0.040367	0.3377	0.368287
9	0.125619	1.051	0.148436
10	-0.30453	-2.5479	0.006518
11	0.047985	0.4015	0.344648
12	0.66731	5.5831	0
13	0.004351	0.0364	0.485534
14	-0.336869	-2.8184	0.003135
15	0.068384	0.5721	0.28453
16	-0.006799	-0.0569	0.4774
17	-0.079136	-0.6621	0.25504
18	0.034584	0.2894	0.386583
19	-0.085181	-0.7127	0.239208
20	-0.033451	-0.2799	0.390201
21	0.010609	0.0888	0.464763
22	-0.258273	-2.1609	0.017065
23	-0.004351	-0.0364	0.485531
24	0.471776	3.9472	9.3e-05
25	0.031631	0.2646	0.396029
26	-0.32572	-2.7252	0.004056
27	-0.034403	-0.2878	0.387162
28	-0.019777	-0.1655	0.434527
29	-0.101229	-0.8469	0.199958
30	0.006736	0.0564	0.47761
31	-0.072407	-0.6058	0.273304
32	-0.092534	-0.7742	0.220712
33	0.022567	0.1888	0.425394
34	-0.163469	-1.3677	0.087894
35	-0.049429	-0.4136	0.340232
36	0.366019	3.0623	0.001558
37	0.023953	0.2004	0.420871
38	-0.289333	-2.4207	0.009043
39	-0.009519	-0.0796	0.468375
40	0.00488	0.0408	0.483773
41	-0.087589	-0.7328	0.233056
42	0.032812	0.2745	0.392244
43	-0.033855	-0.2833	0.38891
44	-0.047639	-0.3986	0.34571
45	0.062495	0.5229	0.301359
46	-0.120501	-1.0082	0.15842
47	-0.072218	-0.6042	0.273825
48	0.26993	2.2584	0.01352
49	0.002794	0.0234	0.490707
50	-0.197467	-1.6521	0.051494
51	0.039457	0.3301	0.371148
52	-0.006391	-0.0535	0.478756
53	-0.075344	-0.6304	0.265251
54	0.045064	0.377	0.353646
55	-0.03429	-0.2869	0.387521
56	-0.053026	-0.4436	0.329332
57	0.012828	0.1073	0.457418
58	-0.062732	-0.5249	0.30067
59	-0.016413	-0.1373	0.445585
60	0.15574	1.303	0.098419

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.110985 & 0.9286 & 0.178152 \tabularnewline
2 & -0.332742 & -2.7839 & 0.00345 \tabularnewline
3 & 0.194973 & 1.6313 & 0.053663 \tabularnewline
4 & 0.036792 & 0.3078 & 0.379565 \tabularnewline
5 & -0.056705 & -0.4744 & 0.318335 \tabularnewline
6 & 0.181361 & 1.5174 & 0.066838 \tabularnewline
7 & -0.025048 & -0.2096 & 0.417306 \tabularnewline
8 & 0.040367 & 0.3377 & 0.368287 \tabularnewline
9 & 0.125619 & 1.051 & 0.148436 \tabularnewline
10 & -0.30453 & -2.5479 & 0.006518 \tabularnewline
11 & 0.047985 & 0.4015 & 0.344648 \tabularnewline
12 & 0.66731 & 5.5831 & 0 \tabularnewline
13 & 0.004351 & 0.0364 & 0.485534 \tabularnewline
14 & -0.336869 & -2.8184 & 0.003135 \tabularnewline
15 & 0.068384 & 0.5721 & 0.28453 \tabularnewline
16 & -0.006799 & -0.0569 & 0.4774 \tabularnewline
17 & -0.079136 & -0.6621 & 0.25504 \tabularnewline
18 & 0.034584 & 0.2894 & 0.386583 \tabularnewline
19 & -0.085181 & -0.7127 & 0.239208 \tabularnewline
20 & -0.033451 & -0.2799 & 0.390201 \tabularnewline
21 & 0.010609 & 0.0888 & 0.464763 \tabularnewline
22 & -0.258273 & -2.1609 & 0.017065 \tabularnewline
23 & -0.004351 & -0.0364 & 0.485531 \tabularnewline
24 & 0.471776 & 3.9472 & 9.3e-05 \tabularnewline
25 & 0.031631 & 0.2646 & 0.396029 \tabularnewline
26 & -0.32572 & -2.7252 & 0.004056 \tabularnewline
27 & -0.034403 & -0.2878 & 0.387162 \tabularnewline
28 & -0.019777 & -0.1655 & 0.434527 \tabularnewline
29 & -0.101229 & -0.8469 & 0.199958 \tabularnewline
30 & 0.006736 & 0.0564 & 0.47761 \tabularnewline
31 & -0.072407 & -0.6058 & 0.273304 \tabularnewline
32 & -0.092534 & -0.7742 & 0.220712 \tabularnewline
33 & 0.022567 & 0.1888 & 0.425394 \tabularnewline
34 & -0.163469 & -1.3677 & 0.087894 \tabularnewline
35 & -0.049429 & -0.4136 & 0.340232 \tabularnewline
36 & 0.366019 & 3.0623 & 0.001558 \tabularnewline
37 & 0.023953 & 0.2004 & 0.420871 \tabularnewline
38 & -0.289333 & -2.4207 & 0.009043 \tabularnewline
39 & -0.009519 & -0.0796 & 0.468375 \tabularnewline
40 & 0.00488 & 0.0408 & 0.483773 \tabularnewline
41 & -0.087589 & -0.7328 & 0.233056 \tabularnewline
42 & 0.032812 & 0.2745 & 0.392244 \tabularnewline
43 & -0.033855 & -0.2833 & 0.38891 \tabularnewline
44 & -0.047639 & -0.3986 & 0.34571 \tabularnewline
45 & 0.062495 & 0.5229 & 0.301359 \tabularnewline
46 & -0.120501 & -1.0082 & 0.15842 \tabularnewline
47 & -0.072218 & -0.6042 & 0.273825 \tabularnewline
48 & 0.26993 & 2.2584 & 0.01352 \tabularnewline
49 & 0.002794 & 0.0234 & 0.490707 \tabularnewline
50 & -0.197467 & -1.6521 & 0.051494 \tabularnewline
51 & 0.039457 & 0.3301 & 0.371148 \tabularnewline
52 & -0.006391 & -0.0535 & 0.478756 \tabularnewline
53 & -0.075344 & -0.6304 & 0.265251 \tabularnewline
54 & 0.045064 & 0.377 & 0.353646 \tabularnewline
55 & -0.03429 & -0.2869 & 0.387521 \tabularnewline
56 & -0.053026 & -0.4436 & 0.329332 \tabularnewline
57 & 0.012828 & 0.1073 & 0.457418 \tabularnewline
58 & -0.062732 & -0.5249 & 0.30067 \tabularnewline
59 & -0.016413 & -0.1373 & 0.445585 \tabularnewline
60 & 0.15574 & 1.303 & 0.098419 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67288&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]0.110985[/C][C]0.9286[/C][C]0.178152[/C][/ROW]
[ROW][C]2[/C][C]-0.332742[/C][C]-2.7839[/C][C]0.00345[/C][/ROW]
[ROW][C]3[/C][C]0.194973[/C][C]1.6313[/C][C]0.053663[/C][/ROW]
[ROW][C]4[/C][C]0.036792[/C][C]0.3078[/C][C]0.379565[/C][/ROW]
[ROW][C]5[/C][C]-0.056705[/C][C]-0.4744[/C][C]0.318335[/C][/ROW]
[ROW][C]6[/C][C]0.181361[/C][C]1.5174[/C][C]0.066838[/C][/ROW]
[ROW][C]7[/C][C]-0.025048[/C][C]-0.2096[/C][C]0.417306[/C][/ROW]
[ROW][C]8[/C][C]0.040367[/C][C]0.3377[/C][C]0.368287[/C][/ROW]
[ROW][C]9[/C][C]0.125619[/C][C]1.051[/C][C]0.148436[/C][/ROW]
[ROW][C]10[/C][C]-0.30453[/C][C]-2.5479[/C][C]0.006518[/C][/ROW]
[ROW][C]11[/C][C]0.047985[/C][C]0.4015[/C][C]0.344648[/C][/ROW]
[ROW][C]12[/C][C]0.66731[/C][C]5.5831[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.004351[/C][C]0.0364[/C][C]0.485534[/C][/ROW]
[ROW][C]14[/C][C]-0.336869[/C][C]-2.8184[/C][C]0.003135[/C][/ROW]
[ROW][C]15[/C][C]0.068384[/C][C]0.5721[/C][C]0.28453[/C][/ROW]
[ROW][C]16[/C][C]-0.006799[/C][C]-0.0569[/C][C]0.4774[/C][/ROW]
[ROW][C]17[/C][C]-0.079136[/C][C]-0.6621[/C][C]0.25504[/C][/ROW]
[ROW][C]18[/C][C]0.034584[/C][C]0.2894[/C][C]0.386583[/C][/ROW]
[ROW][C]19[/C][C]-0.085181[/C][C]-0.7127[/C][C]0.239208[/C][/ROW]
[ROW][C]20[/C][C]-0.033451[/C][C]-0.2799[/C][C]0.390201[/C][/ROW]
[ROW][C]21[/C][C]0.010609[/C][C]0.0888[/C][C]0.464763[/C][/ROW]
[ROW][C]22[/C][C]-0.258273[/C][C]-2.1609[/C][C]0.017065[/C][/ROW]
[ROW][C]23[/C][C]-0.004351[/C][C]-0.0364[/C][C]0.485531[/C][/ROW]
[ROW][C]24[/C][C]0.471776[/C][C]3.9472[/C][C]9.3e-05[/C][/ROW]
[ROW][C]25[/C][C]0.031631[/C][C]0.2646[/C][C]0.396029[/C][/ROW]
[ROW][C]26[/C][C]-0.32572[/C][C]-2.7252[/C][C]0.004056[/C][/ROW]
[ROW][C]27[/C][C]-0.034403[/C][C]-0.2878[/C][C]0.387162[/C][/ROW]
[ROW][C]28[/C][C]-0.019777[/C][C]-0.1655[/C][C]0.434527[/C][/ROW]
[ROW][C]29[/C][C]-0.101229[/C][C]-0.8469[/C][C]0.199958[/C][/ROW]
[ROW][C]30[/C][C]0.006736[/C][C]0.0564[/C][C]0.47761[/C][/ROW]
[ROW][C]31[/C][C]-0.072407[/C][C]-0.6058[/C][C]0.273304[/C][/ROW]
[ROW][C]32[/C][C]-0.092534[/C][C]-0.7742[/C][C]0.220712[/C][/ROW]
[ROW][C]33[/C][C]0.022567[/C][C]0.1888[/C][C]0.425394[/C][/ROW]
[ROW][C]34[/C][C]-0.163469[/C][C]-1.3677[/C][C]0.087894[/C][/ROW]
[ROW][C]35[/C][C]-0.049429[/C][C]-0.4136[/C][C]0.340232[/C][/ROW]
[ROW][C]36[/C][C]0.366019[/C][C]3.0623[/C][C]0.001558[/C][/ROW]
[ROW][C]37[/C][C]0.023953[/C][C]0.2004[/C][C]0.420871[/C][/ROW]
[ROW][C]38[/C][C]-0.289333[/C][C]-2.4207[/C][C]0.009043[/C][/ROW]
[ROW][C]39[/C][C]-0.009519[/C][C]-0.0796[/C][C]0.468375[/C][/ROW]
[ROW][C]40[/C][C]0.00488[/C][C]0.0408[/C][C]0.483773[/C][/ROW]
[ROW][C]41[/C][C]-0.087589[/C][C]-0.7328[/C][C]0.233056[/C][/ROW]
[ROW][C]42[/C][C]0.032812[/C][C]0.2745[/C][C]0.392244[/C][/ROW]
[ROW][C]43[/C][C]-0.033855[/C][C]-0.2833[/C][C]0.38891[/C][/ROW]
[ROW][C]44[/C][C]-0.047639[/C][C]-0.3986[/C][C]0.34571[/C][/ROW]
[ROW][C]45[/C][C]0.062495[/C][C]0.5229[/C][C]0.301359[/C][/ROW]
[ROW][C]46[/C][C]-0.120501[/C][C]-1.0082[/C][C]0.15842[/C][/ROW]
[ROW][C]47[/C][C]-0.072218[/C][C]-0.6042[/C][C]0.273825[/C][/ROW]
[ROW][C]48[/C][C]0.26993[/C][C]2.2584[/C][C]0.01352[/C][/ROW]
[ROW][C]49[/C][C]0.002794[/C][C]0.0234[/C][C]0.490707[/C][/ROW]
[ROW][C]50[/C][C]-0.197467[/C][C]-1.6521[/C][C]0.051494[/C][/ROW]
[ROW][C]51[/C][C]0.039457[/C][C]0.3301[/C][C]0.371148[/C][/ROW]
[ROW][C]52[/C][C]-0.006391[/C][C]-0.0535[/C][C]0.478756[/C][/ROW]
[ROW][C]53[/C][C]-0.075344[/C][C]-0.6304[/C][C]0.265251[/C][/ROW]
[ROW][C]54[/C][C]0.045064[/C][C]0.377[/C][C]0.353646[/C][/ROW]
[ROW][C]55[/C][C]-0.03429[/C][C]-0.2869[/C][C]0.387521[/C][/ROW]
[ROW][C]56[/C][C]-0.053026[/C][C]-0.4436[/C][C]0.329332[/C][/ROW]
[ROW][C]57[/C][C]0.012828[/C][C]0.1073[/C][C]0.457418[/C][/ROW]
[ROW][C]58[/C][C]-0.062732[/C][C]-0.5249[/C][C]0.30067[/C][/ROW]
[ROW][C]59[/C][C]-0.016413[/C][C]-0.1373[/C][C]0.445585[/C][/ROW]
[ROW][C]60[/C][C]0.15574[/C][C]1.303[/C][C]0.098419[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67288&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67288&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	0.110985	0.9286	0.178152
2	-0.332742	-2.7839	0.00345
3	0.194973	1.6313	0.053663
4	0.036792	0.3078	0.379565
5	-0.056705	-0.4744	0.318335
6	0.181361	1.5174	0.066838
7	-0.025048	-0.2096	0.417306
8	0.040367	0.3377	0.368287
9	0.125619	1.051	0.148436
10	-0.30453	-2.5479	0.006518
11	0.047985	0.4015	0.344648
12	0.66731	5.5831	0
13	0.004351	0.0364	0.485534
14	-0.336869	-2.8184	0.003135
15	0.068384	0.5721	0.28453
16	-0.006799	-0.0569	0.4774
17	-0.079136	-0.6621	0.25504
18	0.034584	0.2894	0.386583
19	-0.085181	-0.7127	0.239208
20	-0.033451	-0.2799	0.390201
21	0.010609	0.0888	0.464763
22	-0.258273	-2.1609	0.017065
23	-0.004351	-0.0364	0.485531
24	0.471776	3.9472	9.3e-05
25	0.031631	0.2646	0.396029
26	-0.32572	-2.7252	0.004056
27	-0.034403	-0.2878	0.387162
28	-0.019777	-0.1655	0.434527
29	-0.101229	-0.8469	0.199958
30	0.006736	0.0564	0.47761
31	-0.072407	-0.6058	0.273304
32	-0.092534	-0.7742	0.220712
33	0.022567	0.1888	0.425394
34	-0.163469	-1.3677	0.087894
35	-0.049429	-0.4136	0.340232
36	0.366019	3.0623	0.001558
37	0.023953	0.2004	0.420871
38	-0.289333	-2.4207	0.009043
39	-0.009519	-0.0796	0.468375
40	0.00488	0.0408	0.483773
41	-0.087589	-0.7328	0.233056
42	0.032812	0.2745	0.392244
43	-0.033855	-0.2833	0.38891
44	-0.047639	-0.3986	0.34571
45	0.062495	0.5229	0.301359
46	-0.120501	-1.0082	0.15842
47	-0.072218	-0.6042	0.273825
48	0.26993	2.2584	0.01352
49	0.002794	0.0234	0.490707
50	-0.197467	-1.6521	0.051494
51	0.039457	0.3301	0.371148
52	-0.006391	-0.0535	0.478756
53	-0.075344	-0.6304	0.265251
54	0.045064	0.377	0.353646
55	-0.03429	-0.2869	0.387521
56	-0.053026	-0.4436	0.329332
57	0.012828	0.1073	0.457418
58	-0.062732	-0.5249	0.30067
59	-0.016413	-0.1373	0.445585
60	0.15574	1.303	0.098419

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.110985	0.9286	0.178152
2	-0.349363	-2.923	0.002333
3	0.327031	2.7361	0.003936
4	-0.236989	-1.9828	0.025658
5	0.250019	2.0918	0.020042
6	-0.013423	-0.1123	0.455451
7	-0.000437	-0.0037	0.498545
8	0.212795	1.7804	0.039677
9	-0.129036	-1.0796	0.142015
10	-0.224711	-1.8801	0.03213
11	0.309507	2.5895	0.005842
12	0.454927	3.8062	0.00015
13	-0.137448	-1.15	0.127035
14	-0.071968	-0.6021	0.274517
15	-0.23002	-1.9245	0.029179
16	0.061166	0.5118	0.305218
17	-0.075328	-0.6302	0.265294
18	-0.151219	-1.2652	0.104999
19	-0.053764	-0.4498	0.327115
20	-0.176666	-1.4781	0.071934
21	0.056614	0.4737	0.318605
22	-0.006933	-0.058	0.476954
23	-0.019431	-0.1626	0.435661
24	0.146323	1.2242	0.112486
25	0.054991	0.4601	0.323441
26	-0.00896	-0.075	0.470228
27	-0.057468	-0.4808	0.316075
28	-0.11385	-0.9525	0.17205
29	-0.017277	-0.1445	0.442742
30	0.0356	0.2978	0.383351
31	-0.104271	-0.8724	0.192988
32	-0.082818	-0.6929	0.24533
33	0.068546	0.5735	0.284073
34	-0.015913	-0.1331	0.447234
35	0.057537	0.4814	0.315872
36	-0.060851	-0.5091	0.306137
37	-0.104851	-0.8773	0.191676
38	0.116019	0.9707	0.167524
39	-0.024099	-0.2016	0.420396
40	0.049888	0.4174	0.338833
41	-0.092484	-0.7738	0.220834
42	-0.011644	-0.0974	0.461336
43	0.121218	1.0142	0.156993
44	0.070677	0.5913	0.278103
45	-0.044189	-0.3697	0.356356
46	-0.089075	-0.7453	0.229305
47	-0.11755	-0.9835	0.164375
48	-0.032882	-0.2751	0.392021
49	-0.082232	-0.688	0.246862
50	0.021393	0.179	0.429234
51	0.017445	0.146	0.442188
52	0.009527	0.0797	0.468347
53	0.001631	0.0136	0.494577
54	0.02902	0.2428	0.404437
55	-0.037417	-0.3131	0.377585
56	-0.023286	-0.1948	0.423049
57	-0.136195	-1.1395	0.129192
58	0.096547	0.8078	0.21098
59	-0.020837	-0.1743	0.431052
60	-0.056954	-0.4765	0.317598

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.110985 & 0.9286 & 0.178152 \tabularnewline
2 & -0.349363 & -2.923 & 0.002333 \tabularnewline
3 & 0.327031 & 2.7361 & 0.003936 \tabularnewline
4 & -0.236989 & -1.9828 & 0.025658 \tabularnewline
5 & 0.250019 & 2.0918 & 0.020042 \tabularnewline
6 & -0.013423 & -0.1123 & 0.455451 \tabularnewline
7 & -0.000437 & -0.0037 & 0.498545 \tabularnewline
8 & 0.212795 & 1.7804 & 0.039677 \tabularnewline
9 & -0.129036 & -1.0796 & 0.142015 \tabularnewline
10 & -0.224711 & -1.8801 & 0.03213 \tabularnewline
11 & 0.309507 & 2.5895 & 0.005842 \tabularnewline
12 & 0.454927 & 3.8062 & 0.00015 \tabularnewline
13 & -0.137448 & -1.15 & 0.127035 \tabularnewline
14 & -0.071968 & -0.6021 & 0.274517 \tabularnewline
15 & -0.23002 & -1.9245 & 0.029179 \tabularnewline
16 & 0.061166 & 0.5118 & 0.305218 \tabularnewline
17 & -0.075328 & -0.6302 & 0.265294 \tabularnewline
18 & -0.151219 & -1.2652 & 0.104999 \tabularnewline
19 & -0.053764 & -0.4498 & 0.327115 \tabularnewline
20 & -0.176666 & -1.4781 & 0.071934 \tabularnewline
21 & 0.056614 & 0.4737 & 0.318605 \tabularnewline
22 & -0.006933 & -0.058 & 0.476954 \tabularnewline
23 & -0.019431 & -0.1626 & 0.435661 \tabularnewline
24 & 0.146323 & 1.2242 & 0.112486 \tabularnewline
25 & 0.054991 & 0.4601 & 0.323441 \tabularnewline
26 & -0.00896 & -0.075 & 0.470228 \tabularnewline
27 & -0.057468 & -0.4808 & 0.316075 \tabularnewline
28 & -0.11385 & -0.9525 & 0.17205 \tabularnewline
29 & -0.017277 & -0.1445 & 0.442742 \tabularnewline
30 & 0.0356 & 0.2978 & 0.383351 \tabularnewline
31 & -0.104271 & -0.8724 & 0.192988 \tabularnewline
32 & -0.082818 & -0.6929 & 0.24533 \tabularnewline
33 & 0.068546 & 0.5735 & 0.284073 \tabularnewline
34 & -0.015913 & -0.1331 & 0.447234 \tabularnewline
35 & 0.057537 & 0.4814 & 0.315872 \tabularnewline
36 & -0.060851 & -0.5091 & 0.306137 \tabularnewline
37 & -0.104851 & -0.8773 & 0.191676 \tabularnewline
38 & 0.116019 & 0.9707 & 0.167524 \tabularnewline
39 & -0.024099 & -0.2016 & 0.420396 \tabularnewline
40 & 0.049888 & 0.4174 & 0.338833 \tabularnewline
41 & -0.092484 & -0.7738 & 0.220834 \tabularnewline
42 & -0.011644 & -0.0974 & 0.461336 \tabularnewline
43 & 0.121218 & 1.0142 & 0.156993 \tabularnewline
44 & 0.070677 & 0.5913 & 0.278103 \tabularnewline
45 & -0.044189 & -0.3697 & 0.356356 \tabularnewline
46 & -0.089075 & -0.7453 & 0.229305 \tabularnewline
47 & -0.11755 & -0.9835 & 0.164375 \tabularnewline
48 & -0.032882 & -0.2751 & 0.392021 \tabularnewline
49 & -0.082232 & -0.688 & 0.246862 \tabularnewline
50 & 0.021393 & 0.179 & 0.429234 \tabularnewline
51 & 0.017445 & 0.146 & 0.442188 \tabularnewline
52 & 0.009527 & 0.0797 & 0.468347 \tabularnewline
53 & 0.001631 & 0.0136 & 0.494577 \tabularnewline
54 & 0.02902 & 0.2428 & 0.404437 \tabularnewline
55 & -0.037417 & -0.3131 & 0.377585 \tabularnewline
56 & -0.023286 & -0.1948 & 0.423049 \tabularnewline
57 & -0.136195 & -1.1395 & 0.129192 \tabularnewline
58 & 0.096547 & 0.8078 & 0.21098 \tabularnewline
59 & -0.020837 & -0.1743 & 0.431052 \tabularnewline
60 & -0.056954 & -0.4765 & 0.317598 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67288&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]0.110985[/C][C]0.9286[/C][C]0.178152[/C][/ROW]
[ROW][C]2[/C][C]-0.349363[/C][C]-2.923[/C][C]0.002333[/C][/ROW]
[ROW][C]3[/C][C]0.327031[/C][C]2.7361[/C][C]0.003936[/C][/ROW]
[ROW][C]4[/C][C]-0.236989[/C][C]-1.9828[/C][C]0.025658[/C][/ROW]
[ROW][C]5[/C][C]0.250019[/C][C]2.0918[/C][C]0.020042[/C][/ROW]
[ROW][C]6[/C][C]-0.013423[/C][C]-0.1123[/C][C]0.455451[/C][/ROW]
[ROW][C]7[/C][C]-0.000437[/C][C]-0.0037[/C][C]0.498545[/C][/ROW]
[ROW][C]8[/C][C]0.212795[/C][C]1.7804[/C][C]0.039677[/C][/ROW]
[ROW][C]9[/C][C]-0.129036[/C][C]-1.0796[/C][C]0.142015[/C][/ROW]
[ROW][C]10[/C][C]-0.224711[/C][C]-1.8801[/C][C]0.03213[/C][/ROW]
[ROW][C]11[/C][C]0.309507[/C][C]2.5895[/C][C]0.005842[/C][/ROW]
[ROW][C]12[/C][C]0.454927[/C][C]3.8062[/C][C]0.00015[/C][/ROW]
[ROW][C]13[/C][C]-0.137448[/C][C]-1.15[/C][C]0.127035[/C][/ROW]
[ROW][C]14[/C][C]-0.071968[/C][C]-0.6021[/C][C]0.274517[/C][/ROW]
[ROW][C]15[/C][C]-0.23002[/C][C]-1.9245[/C][C]0.029179[/C][/ROW]
[ROW][C]16[/C][C]0.061166[/C][C]0.5118[/C][C]0.305218[/C][/ROW]
[ROW][C]17[/C][C]-0.075328[/C][C]-0.6302[/C][C]0.265294[/C][/ROW]
[ROW][C]18[/C][C]-0.151219[/C][C]-1.2652[/C][C]0.104999[/C][/ROW]
[ROW][C]19[/C][C]-0.053764[/C][C]-0.4498[/C][C]0.327115[/C][/ROW]
[ROW][C]20[/C][C]-0.176666[/C][C]-1.4781[/C][C]0.071934[/C][/ROW]
[ROW][C]21[/C][C]0.056614[/C][C]0.4737[/C][C]0.318605[/C][/ROW]
[ROW][C]22[/C][C]-0.006933[/C][C]-0.058[/C][C]0.476954[/C][/ROW]
[ROW][C]23[/C][C]-0.019431[/C][C]-0.1626[/C][C]0.435661[/C][/ROW]
[ROW][C]24[/C][C]0.146323[/C][C]1.2242[/C][C]0.112486[/C][/ROW]
[ROW][C]25[/C][C]0.054991[/C][C]0.4601[/C][C]0.323441[/C][/ROW]
[ROW][C]26[/C][C]-0.00896[/C][C]-0.075[/C][C]0.470228[/C][/ROW]
[ROW][C]27[/C][C]-0.057468[/C][C]-0.4808[/C][C]0.316075[/C][/ROW]
[ROW][C]28[/C][C]-0.11385[/C][C]-0.9525[/C][C]0.17205[/C][/ROW]
[ROW][C]29[/C][C]-0.017277[/C][C]-0.1445[/C][C]0.442742[/C][/ROW]
[ROW][C]30[/C][C]0.0356[/C][C]0.2978[/C][C]0.383351[/C][/ROW]
[ROW][C]31[/C][C]-0.104271[/C][C]-0.8724[/C][C]0.192988[/C][/ROW]
[ROW][C]32[/C][C]-0.082818[/C][C]-0.6929[/C][C]0.24533[/C][/ROW]
[ROW][C]33[/C][C]0.068546[/C][C]0.5735[/C][C]0.284073[/C][/ROW]
[ROW][C]34[/C][C]-0.015913[/C][C]-0.1331[/C][C]0.447234[/C][/ROW]
[ROW][C]35[/C][C]0.057537[/C][C]0.4814[/C][C]0.315872[/C][/ROW]
[ROW][C]36[/C][C]-0.060851[/C][C]-0.5091[/C][C]0.306137[/C][/ROW]
[ROW][C]37[/C][C]-0.104851[/C][C]-0.8773[/C][C]0.191676[/C][/ROW]
[ROW][C]38[/C][C]0.116019[/C][C]0.9707[/C][C]0.167524[/C][/ROW]
[ROW][C]39[/C][C]-0.024099[/C][C]-0.2016[/C][C]0.420396[/C][/ROW]
[ROW][C]40[/C][C]0.049888[/C][C]0.4174[/C][C]0.338833[/C][/ROW]
[ROW][C]41[/C][C]-0.092484[/C][C]-0.7738[/C][C]0.220834[/C][/ROW]
[ROW][C]42[/C][C]-0.011644[/C][C]-0.0974[/C][C]0.461336[/C][/ROW]
[ROW][C]43[/C][C]0.121218[/C][C]1.0142[/C][C]0.156993[/C][/ROW]
[ROW][C]44[/C][C]0.070677[/C][C]0.5913[/C][C]0.278103[/C][/ROW]
[ROW][C]45[/C][C]-0.044189[/C][C]-0.3697[/C][C]0.356356[/C][/ROW]
[ROW][C]46[/C][C]-0.089075[/C][C]-0.7453[/C][C]0.229305[/C][/ROW]
[ROW][C]47[/C][C]-0.11755[/C][C]-0.9835[/C][C]0.164375[/C][/ROW]
[ROW][C]48[/C][C]-0.032882[/C][C]-0.2751[/C][C]0.392021[/C][/ROW]
[ROW][C]49[/C][C]-0.082232[/C][C]-0.688[/C][C]0.246862[/C][/ROW]
[ROW][C]50[/C][C]0.021393[/C][C]0.179[/C][C]0.429234[/C][/ROW]
[ROW][C]51[/C][C]0.017445[/C][C]0.146[/C][C]0.442188[/C][/ROW]
[ROW][C]52[/C][C]0.009527[/C][C]0.0797[/C][C]0.468347[/C][/ROW]
[ROW][C]53[/C][C]0.001631[/C][C]0.0136[/C][C]0.494577[/C][/ROW]
[ROW][C]54[/C][C]0.02902[/C][C]0.2428[/C][C]0.404437[/C][/ROW]
[ROW][C]55[/C][C]-0.037417[/C][C]-0.3131[/C][C]0.377585[/C][/ROW]
[ROW][C]56[/C][C]-0.023286[/C][C]-0.1948[/C][C]0.423049[/C][/ROW]
[ROW][C]57[/C][C]-0.136195[/C][C]-1.1395[/C][C]0.129192[/C][/ROW]
[ROW][C]58[/C][C]0.096547[/C][C]0.8078[/C][C]0.21098[/C][/ROW]
[ROW][C]59[/C][C]-0.020837[/C][C]-0.1743[/C][C]0.431052[/C][/ROW]
[ROW][C]60[/C][C]-0.056954[/C][C]-0.4765[/C][C]0.317598[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67288&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67288&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	0.110985	0.9286	0.178152
2	-0.349363	-2.923	0.002333
3	0.327031	2.7361	0.003936
4	-0.236989	-1.9828	0.025658
5	0.250019	2.0918	0.020042
6	-0.013423	-0.1123	0.455451
7	-0.000437	-0.0037	0.498545
8	0.212795	1.7804	0.039677
9	-0.129036	-1.0796	0.142015
10	-0.224711	-1.8801	0.03213
11	0.309507	2.5895	0.005842
12	0.454927	3.8062	0.00015
13	-0.137448	-1.15	0.127035
14	-0.071968	-0.6021	0.274517
15	-0.23002	-1.9245	0.029179
16	0.061166	0.5118	0.305218
17	-0.075328	-0.6302	0.265294
18	-0.151219	-1.2652	0.104999
19	-0.053764	-0.4498	0.327115
20	-0.176666	-1.4781	0.071934
21	0.056614	0.4737	0.318605
22	-0.006933	-0.058	0.476954
23	-0.019431	-0.1626	0.435661
24	0.146323	1.2242	0.112486
25	0.054991	0.4601	0.323441
26	-0.00896	-0.075	0.470228
27	-0.057468	-0.4808	0.316075
28	-0.11385	-0.9525	0.17205
29	-0.017277	-0.1445	0.442742
30	0.0356	0.2978	0.383351
31	-0.104271	-0.8724	0.192988
32	-0.082818	-0.6929	0.24533
33	0.068546	0.5735	0.284073
34	-0.015913	-0.1331	0.447234
35	0.057537	0.4814	0.315872
36	-0.060851	-0.5091	0.306137
37	-0.104851	-0.8773	0.191676
38	0.116019	0.9707	0.167524
39	-0.024099	-0.2016	0.420396
40	0.049888	0.4174	0.338833
41	-0.092484	-0.7738	0.220834
42	-0.011644	-0.0974	0.461336
43	0.121218	1.0142	0.156993
44	0.070677	0.5913	0.278103
45	-0.044189	-0.3697	0.356356
46	-0.089075	-0.7453	0.229305
47	-0.11755	-0.9835	0.164375
48	-0.032882	-0.2751	0.392021
49	-0.082232	-0.688	0.246862
50	0.021393	0.179	0.429234
51	0.017445	0.146	0.442188
52	0.009527	0.0797	0.468347
53	0.001631	0.0136	0.494577
54	0.02902	0.2428	0.404437
55	-0.037417	-0.3131	0.377585
56	-0.023286	-0.1948	0.423049
57	-0.136195	-1.1395	0.129192
58	0.096547	0.8078	0.21098
59	-0.020837	-0.1743	0.431052
60	-0.056954	-0.4765	0.317598

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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