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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 08:09:11 -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/13/t12607169834h22mtsq1rg8znv.htm/, Retrieved Sat, 27 Apr 2024 17:23:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67319, Retrieved Sat, 27 Apr 2024 17:23:57 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

131

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]
-   PD                [(Partial) Autocorrelation Function] [D=d=1] [2009-12-13 15:09:11] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]
-   P                   [(Partial) Autocorrelation Function] [D=2 d=1] [2009-12-13 15:52:04] [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=67319&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=67319&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67319&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	-0.350712	-2.6478	0.00523
2	-0.221817	-1.6747	0.049737
3	0.281317	2.1239	0.019015
4	-0.323783	-2.4445	0.00881
5	0.045943	0.3469	0.364987
6	0.199778	1.5083	0.068501
7	-0.274462	-2.0721	0.021393
8	0.223587	1.688	0.048433
9	0.052425	0.3958	0.346866
10	-0.158966	-1.2002	0.117519
11	0.221946	1.6757	0.049641
12	-0.166046	-1.2536	0.107549
13	-0.227083	-1.7144	0.045941
14	0.267953	2.023	0.023886
15	0.018278	0.138	0.445364
16	-0.167855	-1.2673	0.105104
17	0.149104	1.1257	0.132503
18	0.02377	0.1795	0.429107
19	-0.149324	-1.1274	0.132155
20	0.150989	1.1399	0.12954
21	-0.040564	-0.3062	0.380265
22	-0.095519	-0.7212	0.236882
23	0.16726	1.2628	0.105903
24	-0.196251	-1.4817	0.071969
25	0.08366	0.6316	0.265079
26	0.039414	0.2976	0.383558
27	-0.158683	-1.198	0.117932
28	0.150349	1.1351	0.13054
29	0.091482	0.6907	0.246286
30	-0.165854	-1.2522	0.10781
31	0.092996	0.7021	0.242736
32	-0.117392	-0.8863	0.189592
33	-0.05055	-0.3816	0.352071
34	0.126556	0.9555	0.171685
35	-0.046795	-0.3533	0.362586
36	0.008017	0.0605	0.475972
37	0.067383	0.5087	0.306451
38	-0.032853	-0.248	0.4025
39	0.03756	0.2836	0.388882
40	-0.090643	-0.6843	0.248267
41	-0.03307	-0.2497	0.401869
42	0.018941	0.143	0.443396
43	0.051666	0.3901	0.348968
44	0.006186	0.0467	0.481456
45	0.033009	0.2492	0.402046
46	-0.045753	-0.3454	0.365523
47	0.010293	0.0777	0.469165
48	-0.026775	-0.2021	0.42026
49	-0.055719	-0.4207	0.337788
50	0.048357	0.3651	0.358198
51	0.008427	0.0636	0.474747
52	0.041876	0.3162	0.376519
53	-0.01533	-0.1157	0.454133
54	-0.011311	-0.0854	0.466123
55	-0.011598	-0.0876	0.465265
56	0.016183	0.1222	0.451595
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.350712 & -2.6478 & 0.00523 \tabularnewline
2 & -0.221817 & -1.6747 & 0.049737 \tabularnewline
3 & 0.281317 & 2.1239 & 0.019015 \tabularnewline
4 & -0.323783 & -2.4445 & 0.00881 \tabularnewline
5 & 0.045943 & 0.3469 & 0.364987 \tabularnewline
6 & 0.199778 & 1.5083 & 0.068501 \tabularnewline
7 & -0.274462 & -2.0721 & 0.021393 \tabularnewline
8 & 0.223587 & 1.688 & 0.048433 \tabularnewline
9 & 0.052425 & 0.3958 & 0.346866 \tabularnewline
10 & -0.158966 & -1.2002 & 0.117519 \tabularnewline
11 & 0.221946 & 1.6757 & 0.049641 \tabularnewline
12 & -0.166046 & -1.2536 & 0.107549 \tabularnewline
13 & -0.227083 & -1.7144 & 0.045941 \tabularnewline
14 & 0.267953 & 2.023 & 0.023886 \tabularnewline
15 & 0.018278 & 0.138 & 0.445364 \tabularnewline
16 & -0.167855 & -1.2673 & 0.105104 \tabularnewline
17 & 0.149104 & 1.1257 & 0.132503 \tabularnewline
18 & 0.02377 & 0.1795 & 0.429107 \tabularnewline
19 & -0.149324 & -1.1274 & 0.132155 \tabularnewline
20 & 0.150989 & 1.1399 & 0.12954 \tabularnewline
21 & -0.040564 & -0.3062 & 0.380265 \tabularnewline
22 & -0.095519 & -0.7212 & 0.236882 \tabularnewline
23 & 0.16726 & 1.2628 & 0.105903 \tabularnewline
24 & -0.196251 & -1.4817 & 0.071969 \tabularnewline
25 & 0.08366 & 0.6316 & 0.265079 \tabularnewline
26 & 0.039414 & 0.2976 & 0.383558 \tabularnewline
27 & -0.158683 & -1.198 & 0.117932 \tabularnewline
28 & 0.150349 & 1.1351 & 0.13054 \tabularnewline
29 & 0.091482 & 0.6907 & 0.246286 \tabularnewline
30 & -0.165854 & -1.2522 & 0.10781 \tabularnewline
31 & 0.092996 & 0.7021 & 0.242736 \tabularnewline
32 & -0.117392 & -0.8863 & 0.189592 \tabularnewline
33 & -0.05055 & -0.3816 & 0.352071 \tabularnewline
34 & 0.126556 & 0.9555 & 0.171685 \tabularnewline
35 & -0.046795 & -0.3533 & 0.362586 \tabularnewline
36 & 0.008017 & 0.0605 & 0.475972 \tabularnewline
37 & 0.067383 & 0.5087 & 0.306451 \tabularnewline
38 & -0.032853 & -0.248 & 0.4025 \tabularnewline
39 & 0.03756 & 0.2836 & 0.388882 \tabularnewline
40 & -0.090643 & -0.6843 & 0.248267 \tabularnewline
41 & -0.03307 & -0.2497 & 0.401869 \tabularnewline
42 & 0.018941 & 0.143 & 0.443396 \tabularnewline
43 & 0.051666 & 0.3901 & 0.348968 \tabularnewline
44 & 0.006186 & 0.0467 & 0.481456 \tabularnewline
45 & 0.033009 & 0.2492 & 0.402046 \tabularnewline
46 & -0.045753 & -0.3454 & 0.365523 \tabularnewline
47 & 0.010293 & 0.0777 & 0.469165 \tabularnewline
48 & -0.026775 & -0.2021 & 0.42026 \tabularnewline
49 & -0.055719 & -0.4207 & 0.337788 \tabularnewline
50 & 0.048357 & 0.3651 & 0.358198 \tabularnewline
51 & 0.008427 & 0.0636 & 0.474747 \tabularnewline
52 & 0.041876 & 0.3162 & 0.376519 \tabularnewline
53 & -0.01533 & -0.1157 & 0.454133 \tabularnewline
54 & -0.011311 & -0.0854 & 0.466123 \tabularnewline
55 & -0.011598 & -0.0876 & 0.465265 \tabularnewline
56 & 0.016183 & 0.1222 & 0.451595 \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67319&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]-0.350712[/C][C]-2.6478[/C][C]0.00523[/C][/ROW]
[ROW][C]2[/C][C]-0.221817[/C][C]-1.6747[/C][C]0.049737[/C][/ROW]
[ROW][C]3[/C][C]0.281317[/C][C]2.1239[/C][C]0.019015[/C][/ROW]
[ROW][C]4[/C][C]-0.323783[/C][C]-2.4445[/C][C]0.00881[/C][/ROW]
[ROW][C]5[/C][C]0.045943[/C][C]0.3469[/C][C]0.364987[/C][/ROW]
[ROW][C]6[/C][C]0.199778[/C][C]1.5083[/C][C]0.068501[/C][/ROW]
[ROW][C]7[/C][C]-0.274462[/C][C]-2.0721[/C][C]0.021393[/C][/ROW]
[ROW][C]8[/C][C]0.223587[/C][C]1.688[/C][C]0.048433[/C][/ROW]
[ROW][C]9[/C][C]0.052425[/C][C]0.3958[/C][C]0.346866[/C][/ROW]
[ROW][C]10[/C][C]-0.158966[/C][C]-1.2002[/C][C]0.117519[/C][/ROW]
[ROW][C]11[/C][C]0.221946[/C][C]1.6757[/C][C]0.049641[/C][/ROW]
[ROW][C]12[/C][C]-0.166046[/C][C]-1.2536[/C][C]0.107549[/C][/ROW]
[ROW][C]13[/C][C]-0.227083[/C][C]-1.7144[/C][C]0.045941[/C][/ROW]
[ROW][C]14[/C][C]0.267953[/C][C]2.023[/C][C]0.023886[/C][/ROW]
[ROW][C]15[/C][C]0.018278[/C][C]0.138[/C][C]0.445364[/C][/ROW]
[ROW][C]16[/C][C]-0.167855[/C][C]-1.2673[/C][C]0.105104[/C][/ROW]
[ROW][C]17[/C][C]0.149104[/C][C]1.1257[/C][C]0.132503[/C][/ROW]
[ROW][C]18[/C][C]0.02377[/C][C]0.1795[/C][C]0.429107[/C][/ROW]
[ROW][C]19[/C][C]-0.149324[/C][C]-1.1274[/C][C]0.132155[/C][/ROW]
[ROW][C]20[/C][C]0.150989[/C][C]1.1399[/C][C]0.12954[/C][/ROW]
[ROW][C]21[/C][C]-0.040564[/C][C]-0.3062[/C][C]0.380265[/C][/ROW]
[ROW][C]22[/C][C]-0.095519[/C][C]-0.7212[/C][C]0.236882[/C][/ROW]
[ROW][C]23[/C][C]0.16726[/C][C]1.2628[/C][C]0.105903[/C][/ROW]
[ROW][C]24[/C][C]-0.196251[/C][C]-1.4817[/C][C]0.071969[/C][/ROW]
[ROW][C]25[/C][C]0.08366[/C][C]0.6316[/C][C]0.265079[/C][/ROW]
[ROW][C]26[/C][C]0.039414[/C][C]0.2976[/C][C]0.383558[/C][/ROW]
[ROW][C]27[/C][C]-0.158683[/C][C]-1.198[/C][C]0.117932[/C][/ROW]
[ROW][C]28[/C][C]0.150349[/C][C]1.1351[/C][C]0.13054[/C][/ROW]
[ROW][C]29[/C][C]0.091482[/C][C]0.6907[/C][C]0.246286[/C][/ROW]
[ROW][C]30[/C][C]-0.165854[/C][C]-1.2522[/C][C]0.10781[/C][/ROW]
[ROW][C]31[/C][C]0.092996[/C][C]0.7021[/C][C]0.242736[/C][/ROW]
[ROW][C]32[/C][C]-0.117392[/C][C]-0.8863[/C][C]0.189592[/C][/ROW]
[ROW][C]33[/C][C]-0.05055[/C][C]-0.3816[/C][C]0.352071[/C][/ROW]
[ROW][C]34[/C][C]0.126556[/C][C]0.9555[/C][C]0.171685[/C][/ROW]
[ROW][C]35[/C][C]-0.046795[/C][C]-0.3533[/C][C]0.362586[/C][/ROW]
[ROW][C]36[/C][C]0.008017[/C][C]0.0605[/C][C]0.475972[/C][/ROW]
[ROW][C]37[/C][C]0.067383[/C][C]0.5087[/C][C]0.306451[/C][/ROW]
[ROW][C]38[/C][C]-0.032853[/C][C]-0.248[/C][C]0.4025[/C][/ROW]
[ROW][C]39[/C][C]0.03756[/C][C]0.2836[/C][C]0.388882[/C][/ROW]
[ROW][C]40[/C][C]-0.090643[/C][C]-0.6843[/C][C]0.248267[/C][/ROW]
[ROW][C]41[/C][C]-0.03307[/C][C]-0.2497[/C][C]0.401869[/C][/ROW]
[ROW][C]42[/C][C]0.018941[/C][C]0.143[/C][C]0.443396[/C][/ROW]
[ROW][C]43[/C][C]0.051666[/C][C]0.3901[/C][C]0.348968[/C][/ROW]
[ROW][C]44[/C][C]0.006186[/C][C]0.0467[/C][C]0.481456[/C][/ROW]
[ROW][C]45[/C][C]0.033009[/C][C]0.2492[/C][C]0.402046[/C][/ROW]
[ROW][C]46[/C][C]-0.045753[/C][C]-0.3454[/C][C]0.365523[/C][/ROW]
[ROW][C]47[/C][C]0.010293[/C][C]0.0777[/C][C]0.469165[/C][/ROW]
[ROW][C]48[/C][C]-0.026775[/C][C]-0.2021[/C][C]0.42026[/C][/ROW]
[ROW][C]49[/C][C]-0.055719[/C][C]-0.4207[/C][C]0.337788[/C][/ROW]
[ROW][C]50[/C][C]0.048357[/C][C]0.3651[/C][C]0.358198[/C][/ROW]
[ROW][C]51[/C][C]0.008427[/C][C]0.0636[/C][C]0.474747[/C][/ROW]
[ROW][C]52[/C][C]0.041876[/C][C]0.3162[/C][C]0.376519[/C][/ROW]
[ROW][C]53[/C][C]-0.01533[/C][C]-0.1157[/C][C]0.454133[/C][/ROW]
[ROW][C]54[/C][C]-0.011311[/C][C]-0.0854[/C][C]0.466123[/C][/ROW]
[ROW][C]55[/C][C]-0.011598[/C][C]-0.0876[/C][C]0.465265[/C][/ROW]
[ROW][C]56[/C][C]0.016183[/C][C]0.1222[/C][C]0.451595[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67319&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67319&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	-0.350712	-2.6478	0.00523
2	-0.221817	-1.6747	0.049737
3	0.281317	2.1239	0.019015
4	-0.323783	-2.4445	0.00881
5	0.045943	0.3469	0.364987
6	0.199778	1.5083	0.068501
7	-0.274462	-2.0721	0.021393
8	0.223587	1.688	0.048433
9	0.052425	0.3958	0.346866
10	-0.158966	-1.2002	0.117519
11	0.221946	1.6757	0.049641
12	-0.166046	-1.2536	0.107549
13	-0.227083	-1.7144	0.045941
14	0.267953	2.023	0.023886
15	0.018278	0.138	0.445364
16	-0.167855	-1.2673	0.105104
17	0.149104	1.1257	0.132503
18	0.02377	0.1795	0.429107
19	-0.149324	-1.1274	0.132155
20	0.150989	1.1399	0.12954
21	-0.040564	-0.3062	0.380265
22	-0.095519	-0.7212	0.236882
23	0.16726	1.2628	0.105903
24	-0.196251	-1.4817	0.071969
25	0.08366	0.6316	0.265079
26	0.039414	0.2976	0.383558
27	-0.158683	-1.198	0.117932
28	0.150349	1.1351	0.13054
29	0.091482	0.6907	0.246286
30	-0.165854	-1.2522	0.10781
31	0.092996	0.7021	0.242736
32	-0.117392	-0.8863	0.189592
33	-0.05055	-0.3816	0.352071
34	0.126556	0.9555	0.171685
35	-0.046795	-0.3533	0.362586
36	0.008017	0.0605	0.475972
37	0.067383	0.5087	0.306451
38	-0.032853	-0.248	0.4025
39	0.03756	0.2836	0.388882
40	-0.090643	-0.6843	0.248267
41	-0.03307	-0.2497	0.401869
42	0.018941	0.143	0.443396
43	0.051666	0.3901	0.348968
44	0.006186	0.0467	0.481456
45	0.033009	0.2492	0.402046
46	-0.045753	-0.3454	0.365523
47	0.010293	0.0777	0.469165
48	-0.026775	-0.2021	0.42026
49	-0.055719	-0.4207	0.337788
50	0.048357	0.3651	0.358198
51	0.008427	0.0636	0.474747
52	0.041876	0.3162	0.376519
53	-0.01533	-0.1157	0.454133
54	-0.011311	-0.0854	0.466123
55	-0.011598	-0.0876	0.465265
56	0.016183	0.1222	0.451595
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.350712	-2.6478	0.00523
2	-0.393176	-2.9684	0.002186
3	0.047266	0.3569	0.361261
4	-0.347502	-2.6236	0.005572
5	-0.166432	-1.2565	0.107024
6	-0.064266	-0.4852	0.314699
7	-0.241482	-1.8231	0.036763
8	0.018949	0.1431	0.443372
9	-0.006307	-0.0476	0.481095
10	0.06381	0.4818	0.315911
11	0.19306	1.4576	0.075223
12	0.042498	0.3208	0.374749
13	-0.175121	-1.3221	0.095702
14	-0.058391	-0.4408	0.330496
15	0.130761	0.9872	0.163853
16	-0.11578	-0.8741	0.19286
17	-0.114922	-0.8676	0.194615
18	0.082935	0.6261	0.26686
19	-0.094119	-0.7106	0.240119
20	0.01784	0.1347	0.446667
21	0.087517	0.6607	0.255721
22	0.058747	0.4435	0.329529
23	0.142651	1.077	0.14301
24	-0.086169	-0.6506	0.258971
25	0.036196	0.2733	0.392815
26	-0.213871	-1.6147	0.055951
27	-0.066033	-0.4985	0.310013
28	-0.074031	-0.5589	0.289201
29	-0.02281	-0.1722	0.43194
30	0.05042	0.3807	0.352436
31	0.018765	0.1417	0.44392
32	-0.146253	-1.1042	0.137077
33	-0.086941	-0.6564	0.257106
34	-0.017332	-0.1309	0.448177
35	-0.012511	-0.0945	0.462538
36	-0.097009	-0.7324	0.233463
37	-0.04608	-0.3479	0.364599
38	-0.010638	-0.0803	0.468134
39	0.016636	0.1256	0.450246
40	-0.088542	-0.6685	0.253263
41	0.00803	0.0606	0.475935
42	0.002516	0.019	0.492454
43	0.030778	0.2324	0.408542
44	-0.031037	-0.2343	0.407787
45	0.008734	0.0659	0.473828
46	-0.068481	-0.517	0.303572
47	0.073061	0.5516	0.291691
48	-0.09333	-0.7046	0.241957
49	-0.144935	-1.0942	0.139227
50	-0.038272	-0.2889	0.386834
51	-0.015374	-0.1161	0.454003
52	0.026935	0.2034	0.419791
53	-0.053354	-0.4028	0.344297
54	0.044355	0.3349	0.369475
55	0.029882	0.2256	0.411159
56	-0.018671	-0.141	0.444197
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.350712 & -2.6478 & 0.00523 \tabularnewline
2 & -0.393176 & -2.9684 & 0.002186 \tabularnewline
3 & 0.047266 & 0.3569 & 0.361261 \tabularnewline
4 & -0.347502 & -2.6236 & 0.005572 \tabularnewline
5 & -0.166432 & -1.2565 & 0.107024 \tabularnewline
6 & -0.064266 & -0.4852 & 0.314699 \tabularnewline
7 & -0.241482 & -1.8231 & 0.036763 \tabularnewline
8 & 0.018949 & 0.1431 & 0.443372 \tabularnewline
9 & -0.006307 & -0.0476 & 0.481095 \tabularnewline
10 & 0.06381 & 0.4818 & 0.315911 \tabularnewline
11 & 0.19306 & 1.4576 & 0.075223 \tabularnewline
12 & 0.042498 & 0.3208 & 0.374749 \tabularnewline
13 & -0.175121 & -1.3221 & 0.095702 \tabularnewline
14 & -0.058391 & -0.4408 & 0.330496 \tabularnewline
15 & 0.130761 & 0.9872 & 0.163853 \tabularnewline
16 & -0.11578 & -0.8741 & 0.19286 \tabularnewline
17 & -0.114922 & -0.8676 & 0.194615 \tabularnewline
18 & 0.082935 & 0.6261 & 0.26686 \tabularnewline
19 & -0.094119 & -0.7106 & 0.240119 \tabularnewline
20 & 0.01784 & 0.1347 & 0.446667 \tabularnewline
21 & 0.087517 & 0.6607 & 0.255721 \tabularnewline
22 & 0.058747 & 0.4435 & 0.329529 \tabularnewline
23 & 0.142651 & 1.077 & 0.14301 \tabularnewline
24 & -0.086169 & -0.6506 & 0.258971 \tabularnewline
25 & 0.036196 & 0.2733 & 0.392815 \tabularnewline
26 & -0.213871 & -1.6147 & 0.055951 \tabularnewline
27 & -0.066033 & -0.4985 & 0.310013 \tabularnewline
28 & -0.074031 & -0.5589 & 0.289201 \tabularnewline
29 & -0.02281 & -0.1722 & 0.43194 \tabularnewline
30 & 0.05042 & 0.3807 & 0.352436 \tabularnewline
31 & 0.018765 & 0.1417 & 0.44392 \tabularnewline
32 & -0.146253 & -1.1042 & 0.137077 \tabularnewline
33 & -0.086941 & -0.6564 & 0.257106 \tabularnewline
34 & -0.017332 & -0.1309 & 0.448177 \tabularnewline
35 & -0.012511 & -0.0945 & 0.462538 \tabularnewline
36 & -0.097009 & -0.7324 & 0.233463 \tabularnewline
37 & -0.04608 & -0.3479 & 0.364599 \tabularnewline
38 & -0.010638 & -0.0803 & 0.468134 \tabularnewline
39 & 0.016636 & 0.1256 & 0.450246 \tabularnewline
40 & -0.088542 & -0.6685 & 0.253263 \tabularnewline
41 & 0.00803 & 0.0606 & 0.475935 \tabularnewline
42 & 0.002516 & 0.019 & 0.492454 \tabularnewline
43 & 0.030778 & 0.2324 & 0.408542 \tabularnewline
44 & -0.031037 & -0.2343 & 0.407787 \tabularnewline
45 & 0.008734 & 0.0659 & 0.473828 \tabularnewline
46 & -0.068481 & -0.517 & 0.303572 \tabularnewline
47 & 0.073061 & 0.5516 & 0.291691 \tabularnewline
48 & -0.09333 & -0.7046 & 0.241957 \tabularnewline
49 & -0.144935 & -1.0942 & 0.139227 \tabularnewline
50 & -0.038272 & -0.2889 & 0.386834 \tabularnewline
51 & -0.015374 & -0.1161 & 0.454003 \tabularnewline
52 & 0.026935 & 0.2034 & 0.419791 \tabularnewline
53 & -0.053354 & -0.4028 & 0.344297 \tabularnewline
54 & 0.044355 & 0.3349 & 0.369475 \tabularnewline
55 & 0.029882 & 0.2256 & 0.411159 \tabularnewline
56 & -0.018671 & -0.141 & 0.444197 \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67319&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]-0.350712[/C][C]-2.6478[/C][C]0.00523[/C][/ROW]
[ROW][C]2[/C][C]-0.393176[/C][C]-2.9684[/C][C]0.002186[/C][/ROW]
[ROW][C]3[/C][C]0.047266[/C][C]0.3569[/C][C]0.361261[/C][/ROW]
[ROW][C]4[/C][C]-0.347502[/C][C]-2.6236[/C][C]0.005572[/C][/ROW]
[ROW][C]5[/C][C]-0.166432[/C][C]-1.2565[/C][C]0.107024[/C][/ROW]
[ROW][C]6[/C][C]-0.064266[/C][C]-0.4852[/C][C]0.314699[/C][/ROW]
[ROW][C]7[/C][C]-0.241482[/C][C]-1.8231[/C][C]0.036763[/C][/ROW]
[ROW][C]8[/C][C]0.018949[/C][C]0.1431[/C][C]0.443372[/C][/ROW]
[ROW][C]9[/C][C]-0.006307[/C][C]-0.0476[/C][C]0.481095[/C][/ROW]
[ROW][C]10[/C][C]0.06381[/C][C]0.4818[/C][C]0.315911[/C][/ROW]
[ROW][C]11[/C][C]0.19306[/C][C]1.4576[/C][C]0.075223[/C][/ROW]
[ROW][C]12[/C][C]0.042498[/C][C]0.3208[/C][C]0.374749[/C][/ROW]
[ROW][C]13[/C][C]-0.175121[/C][C]-1.3221[/C][C]0.095702[/C][/ROW]
[ROW][C]14[/C][C]-0.058391[/C][C]-0.4408[/C][C]0.330496[/C][/ROW]
[ROW][C]15[/C][C]0.130761[/C][C]0.9872[/C][C]0.163853[/C][/ROW]
[ROW][C]16[/C][C]-0.11578[/C][C]-0.8741[/C][C]0.19286[/C][/ROW]
[ROW][C]17[/C][C]-0.114922[/C][C]-0.8676[/C][C]0.194615[/C][/ROW]
[ROW][C]18[/C][C]0.082935[/C][C]0.6261[/C][C]0.26686[/C][/ROW]
[ROW][C]19[/C][C]-0.094119[/C][C]-0.7106[/C][C]0.240119[/C][/ROW]
[ROW][C]20[/C][C]0.01784[/C][C]0.1347[/C][C]0.446667[/C][/ROW]
[ROW][C]21[/C][C]0.087517[/C][C]0.6607[/C][C]0.255721[/C][/ROW]
[ROW][C]22[/C][C]0.058747[/C][C]0.4435[/C][C]0.329529[/C][/ROW]
[ROW][C]23[/C][C]0.142651[/C][C]1.077[/C][C]0.14301[/C][/ROW]
[ROW][C]24[/C][C]-0.086169[/C][C]-0.6506[/C][C]0.258971[/C][/ROW]
[ROW][C]25[/C][C]0.036196[/C][C]0.2733[/C][C]0.392815[/C][/ROW]
[ROW][C]26[/C][C]-0.213871[/C][C]-1.6147[/C][C]0.055951[/C][/ROW]
[ROW][C]27[/C][C]-0.066033[/C][C]-0.4985[/C][C]0.310013[/C][/ROW]
[ROW][C]28[/C][C]-0.074031[/C][C]-0.5589[/C][C]0.289201[/C][/ROW]
[ROW][C]29[/C][C]-0.02281[/C][C]-0.1722[/C][C]0.43194[/C][/ROW]
[ROW][C]30[/C][C]0.05042[/C][C]0.3807[/C][C]0.352436[/C][/ROW]
[ROW][C]31[/C][C]0.018765[/C][C]0.1417[/C][C]0.44392[/C][/ROW]
[ROW][C]32[/C][C]-0.146253[/C][C]-1.1042[/C][C]0.137077[/C][/ROW]
[ROW][C]33[/C][C]-0.086941[/C][C]-0.6564[/C][C]0.257106[/C][/ROW]
[ROW][C]34[/C][C]-0.017332[/C][C]-0.1309[/C][C]0.448177[/C][/ROW]
[ROW][C]35[/C][C]-0.012511[/C][C]-0.0945[/C][C]0.462538[/C][/ROW]
[ROW][C]36[/C][C]-0.097009[/C][C]-0.7324[/C][C]0.233463[/C][/ROW]
[ROW][C]37[/C][C]-0.04608[/C][C]-0.3479[/C][C]0.364599[/C][/ROW]
[ROW][C]38[/C][C]-0.010638[/C][C]-0.0803[/C][C]0.468134[/C][/ROW]
[ROW][C]39[/C][C]0.016636[/C][C]0.1256[/C][C]0.450246[/C][/ROW]
[ROW][C]40[/C][C]-0.088542[/C][C]-0.6685[/C][C]0.253263[/C][/ROW]
[ROW][C]41[/C][C]0.00803[/C][C]0.0606[/C][C]0.475935[/C][/ROW]
[ROW][C]42[/C][C]0.002516[/C][C]0.019[/C][C]0.492454[/C][/ROW]
[ROW][C]43[/C][C]0.030778[/C][C]0.2324[/C][C]0.408542[/C][/ROW]
[ROW][C]44[/C][C]-0.031037[/C][C]-0.2343[/C][C]0.407787[/C][/ROW]
[ROW][C]45[/C][C]0.008734[/C][C]0.0659[/C][C]0.473828[/C][/ROW]
[ROW][C]46[/C][C]-0.068481[/C][C]-0.517[/C][C]0.303572[/C][/ROW]
[ROW][C]47[/C][C]0.073061[/C][C]0.5516[/C][C]0.291691[/C][/ROW]
[ROW][C]48[/C][C]-0.09333[/C][C]-0.7046[/C][C]0.241957[/C][/ROW]
[ROW][C]49[/C][C]-0.144935[/C][C]-1.0942[/C][C]0.139227[/C][/ROW]
[ROW][C]50[/C][C]-0.038272[/C][C]-0.2889[/C][C]0.386834[/C][/ROW]
[ROW][C]51[/C][C]-0.015374[/C][C]-0.1161[/C][C]0.454003[/C][/ROW]
[ROW][C]52[/C][C]0.026935[/C][C]0.2034[/C][C]0.419791[/C][/ROW]
[ROW][C]53[/C][C]-0.053354[/C][C]-0.4028[/C][C]0.344297[/C][/ROW]
[ROW][C]54[/C][C]0.044355[/C][C]0.3349[/C][C]0.369475[/C][/ROW]
[ROW][C]55[/C][C]0.029882[/C][C]0.2256[/C][C]0.411159[/C][/ROW]
[ROW][C]56[/C][C]-0.018671[/C][C]-0.141[/C][C]0.444197[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67319&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67319&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	-0.350712	-2.6478	0.00523
2	-0.393176	-2.9684	0.002186
3	0.047266	0.3569	0.361261
4	-0.347502	-2.6236	0.005572
5	-0.166432	-1.2565	0.107024
6	-0.064266	-0.4852	0.314699
7	-0.241482	-1.8231	0.036763
8	0.018949	0.1431	0.443372
9	-0.006307	-0.0476	0.481095
10	0.06381	0.4818	0.315911
11	0.19306	1.4576	0.075223
12	0.042498	0.3208	0.374749
13	-0.175121	-1.3221	0.095702
14	-0.058391	-0.4408	0.330496
15	0.130761	0.9872	0.163853
16	-0.11578	-0.8741	0.19286
17	-0.114922	-0.8676	0.194615
18	0.082935	0.6261	0.26686
19	-0.094119	-0.7106	0.240119
20	0.01784	0.1347	0.446667
21	0.087517	0.6607	0.255721
22	0.058747	0.4435	0.329529
23	0.142651	1.077	0.14301
24	-0.086169	-0.6506	0.258971
25	0.036196	0.2733	0.392815
26	-0.213871	-1.6147	0.055951
27	-0.066033	-0.4985	0.310013
28	-0.074031	-0.5589	0.289201
29	-0.02281	-0.1722	0.43194
30	0.05042	0.3807	0.352436
31	0.018765	0.1417	0.44392
32	-0.146253	-1.1042	0.137077
33	-0.086941	-0.6564	0.257106
34	-0.017332	-0.1309	0.448177
35	-0.012511	-0.0945	0.462538
36	-0.097009	-0.7324	0.233463
37	-0.04608	-0.3479	0.364599
38	-0.010638	-0.0803	0.468134
39	0.016636	0.1256	0.450246
40	-0.088542	-0.6685	0.253263
41	0.00803	0.0606	0.475935
42	0.002516	0.019	0.492454
43	0.030778	0.2324	0.408542
44	-0.031037	-0.2343	0.407787
45	0.008734	0.0659	0.473828
46	-0.068481	-0.517	0.303572
47	0.073061	0.5516	0.291691
48	-0.09333	-0.7046	0.241957
49	-0.144935	-1.0942	0.139227
50	-0.038272	-0.2889	0.386834
51	-0.015374	-0.1161	0.454003
52	0.026935	0.2034	0.419791
53	-0.053354	-0.4028	0.344297
54	0.044355	0.3349	0.369475
55	0.029882	0.2256	0.411159
56	-0.018671	-0.141	0.444197
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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