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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 08:52:04 -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/t1260719600cazrna2ab4d83qj.htm/, Retrieved Sun, 28 Apr 2024 10:32:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67344, Retrieved Sun, 28 Apr 2024 10:32:13 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

144

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] [95cead3ebb75668735f848316249436a]
-   P                   [(Partial) Autocorrelation Function] [D=2 d=1] [2009-12-13 15:52:04] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	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=67344&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=67344&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67344&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	-0.300457	-2.0155	0.024922
2	-0.27666	-1.8559	0.035013
3	0.248167	1.6648	0.051455
4	-0.279705	-1.8763	0.033553
5	0.098705	0.6621	0.255632
6	0.031631	0.2122	0.416459
7	-0.170983	-1.147	0.128724
8	0.187209	1.2558	0.107829
9	-0.063472	-0.4258	0.336149
10	0.04979	0.334	0.369964
11	0.212937	1.4284	0.080037
12	-0.294311	-1.9743	0.027252
13	-0.130107	-0.8728	0.193706
14	0.245261	1.6453	0.053442
15	0.012381	0.0831	0.467088
16	-0.152301	-1.0217	0.1562
17	0.063781	0.4279	0.335399
18	0.035503	0.2382	0.406419
19	-0.089963	-0.6035	0.274607
20	0.186591	1.2517	0.108575
21	-0.028564	-0.1916	0.424455
22	-0.133001	-0.8922	0.188517
23	0.123684	0.8297	0.205545
24	-0.169866	-1.1395	0.130263
25	0.09234	0.6194	0.269377
26	0.036088	0.2421	0.404906
27	-0.201911	-1.3545	0.091175
28	0.22631	1.5181	0.067988
29	0.038971	0.2614	0.39748
30	-0.107232	-0.7193	0.237826
31	0.079196	0.5313	0.298924
32	-0.131998	-0.8855	0.190305
33	-0.021089	-0.1415	0.444065
34	0.11791	0.791	0.216556
35	-0.114126	-0.7656	0.223962
36	0.07113	0.4772	0.317781
37	0.091814	0.6159	0.270529
38	-0.102162	-0.6853	0.248328
39	0.07456	0.5002	0.309699
40	-0.059734	-0.4007	0.345265
41	-0.020997	-0.1409	0.444308
42	0.034658	0.2325	0.408605
43	-0.022983	-0.1542	0.439079
44	0.013005	0.0872	0.465435
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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 & -0.300457 & -2.0155 & 0.024922 \tabularnewline
2 & -0.27666 & -1.8559 & 0.035013 \tabularnewline
3 & 0.248167 & 1.6648 & 0.051455 \tabularnewline
4 & -0.279705 & -1.8763 & 0.033553 \tabularnewline
5 & 0.098705 & 0.6621 & 0.255632 \tabularnewline
6 & 0.031631 & 0.2122 & 0.416459 \tabularnewline
7 & -0.170983 & -1.147 & 0.128724 \tabularnewline
8 & 0.187209 & 1.2558 & 0.107829 \tabularnewline
9 & -0.063472 & -0.4258 & 0.336149 \tabularnewline
10 & 0.04979 & 0.334 & 0.369964 \tabularnewline
11 & 0.212937 & 1.4284 & 0.080037 \tabularnewline
12 & -0.294311 & -1.9743 & 0.027252 \tabularnewline
13 & -0.130107 & -0.8728 & 0.193706 \tabularnewline
14 & 0.245261 & 1.6453 & 0.053442 \tabularnewline
15 & 0.012381 & 0.0831 & 0.467088 \tabularnewline
16 & -0.152301 & -1.0217 & 0.1562 \tabularnewline
17 & 0.063781 & 0.4279 & 0.335399 \tabularnewline
18 & 0.035503 & 0.2382 & 0.406419 \tabularnewline
19 & -0.089963 & -0.6035 & 0.274607 \tabularnewline
20 & 0.186591 & 1.2517 & 0.108575 \tabularnewline
21 & -0.028564 & -0.1916 & 0.424455 \tabularnewline
22 & -0.133001 & -0.8922 & 0.188517 \tabularnewline
23 & 0.123684 & 0.8297 & 0.205545 \tabularnewline
24 & -0.169866 & -1.1395 & 0.130263 \tabularnewline
25 & 0.09234 & 0.6194 & 0.269377 \tabularnewline
26 & 0.036088 & 0.2421 & 0.404906 \tabularnewline
27 & -0.201911 & -1.3545 & 0.091175 \tabularnewline
28 & 0.22631 & 1.5181 & 0.067988 \tabularnewline
29 & 0.038971 & 0.2614 & 0.39748 \tabularnewline
30 & -0.107232 & -0.7193 & 0.237826 \tabularnewline
31 & 0.079196 & 0.5313 & 0.298924 \tabularnewline
32 & -0.131998 & -0.8855 & 0.190305 \tabularnewline
33 & -0.021089 & -0.1415 & 0.444065 \tabularnewline
34 & 0.11791 & 0.791 & 0.216556 \tabularnewline
35 & -0.114126 & -0.7656 & 0.223962 \tabularnewline
36 & 0.07113 & 0.4772 & 0.317781 \tabularnewline
37 & 0.091814 & 0.6159 & 0.270529 \tabularnewline
38 & -0.102162 & -0.6853 & 0.248328 \tabularnewline
39 & 0.07456 & 0.5002 & 0.309699 \tabularnewline
40 & -0.059734 & -0.4007 & 0.345265 \tabularnewline
41 & -0.020997 & -0.1409 & 0.444308 \tabularnewline
42 & 0.034658 & 0.2325 & 0.408605 \tabularnewline
43 & -0.022983 & -0.1542 & 0.439079 \tabularnewline
44 & 0.013005 & 0.0872 & 0.465435 \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \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=67344&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]-0.300457[/C][C]-2.0155[/C][C]0.024922[/C][/ROW]
[ROW][C]2[/C][C]-0.27666[/C][C]-1.8559[/C][C]0.035013[/C][/ROW]
[ROW][C]3[/C][C]0.248167[/C][C]1.6648[/C][C]0.051455[/C][/ROW]
[ROW][C]4[/C][C]-0.279705[/C][C]-1.8763[/C][C]0.033553[/C][/ROW]
[ROW][C]5[/C][C]0.098705[/C][C]0.6621[/C][C]0.255632[/C][/ROW]
[ROW][C]6[/C][C]0.031631[/C][C]0.2122[/C][C]0.416459[/C][/ROW]
[ROW][C]7[/C][C]-0.170983[/C][C]-1.147[/C][C]0.128724[/C][/ROW]
[ROW][C]8[/C][C]0.187209[/C][C]1.2558[/C][C]0.107829[/C][/ROW]
[ROW][C]9[/C][C]-0.063472[/C][C]-0.4258[/C][C]0.336149[/C][/ROW]
[ROW][C]10[/C][C]0.04979[/C][C]0.334[/C][C]0.369964[/C][/ROW]
[ROW][C]11[/C][C]0.212937[/C][C]1.4284[/C][C]0.080037[/C][/ROW]
[ROW][C]12[/C][C]-0.294311[/C][C]-1.9743[/C][C]0.027252[/C][/ROW]
[ROW][C]13[/C][C]-0.130107[/C][C]-0.8728[/C][C]0.193706[/C][/ROW]
[ROW][C]14[/C][C]0.245261[/C][C]1.6453[/C][C]0.053442[/C][/ROW]
[ROW][C]15[/C][C]0.012381[/C][C]0.0831[/C][C]0.467088[/C][/ROW]
[ROW][C]16[/C][C]-0.152301[/C][C]-1.0217[/C][C]0.1562[/C][/ROW]
[ROW][C]17[/C][C]0.063781[/C][C]0.4279[/C][C]0.335399[/C][/ROW]
[ROW][C]18[/C][C]0.035503[/C][C]0.2382[/C][C]0.406419[/C][/ROW]
[ROW][C]19[/C][C]-0.089963[/C][C]-0.6035[/C][C]0.274607[/C][/ROW]
[ROW][C]20[/C][C]0.186591[/C][C]1.2517[/C][C]0.108575[/C][/ROW]
[ROW][C]21[/C][C]-0.028564[/C][C]-0.1916[/C][C]0.424455[/C][/ROW]
[ROW][C]22[/C][C]-0.133001[/C][C]-0.8922[/C][C]0.188517[/C][/ROW]
[ROW][C]23[/C][C]0.123684[/C][C]0.8297[/C][C]0.205545[/C][/ROW]
[ROW][C]24[/C][C]-0.169866[/C][C]-1.1395[/C][C]0.130263[/C][/ROW]
[ROW][C]25[/C][C]0.09234[/C][C]0.6194[/C][C]0.269377[/C][/ROW]
[ROW][C]26[/C][C]0.036088[/C][C]0.2421[/C][C]0.404906[/C][/ROW]
[ROW][C]27[/C][C]-0.201911[/C][C]-1.3545[/C][C]0.091175[/C][/ROW]
[ROW][C]28[/C][C]0.22631[/C][C]1.5181[/C][C]0.067988[/C][/ROW]
[ROW][C]29[/C][C]0.038971[/C][C]0.2614[/C][C]0.39748[/C][/ROW]
[ROW][C]30[/C][C]-0.107232[/C][C]-0.7193[/C][C]0.237826[/C][/ROW]
[ROW][C]31[/C][C]0.079196[/C][C]0.5313[/C][C]0.298924[/C][/ROW]
[ROW][C]32[/C][C]-0.131998[/C][C]-0.8855[/C][C]0.190305[/C][/ROW]
[ROW][C]33[/C][C]-0.021089[/C][C]-0.1415[/C][C]0.444065[/C][/ROW]
[ROW][C]34[/C][C]0.11791[/C][C]0.791[/C][C]0.216556[/C][/ROW]
[ROW][C]35[/C][C]-0.114126[/C][C]-0.7656[/C][C]0.223962[/C][/ROW]
[ROW][C]36[/C][C]0.07113[/C][C]0.4772[/C][C]0.317781[/C][/ROW]
[ROW][C]37[/C][C]0.091814[/C][C]0.6159[/C][C]0.270529[/C][/ROW]
[ROW][C]38[/C][C]-0.102162[/C][C]-0.6853[/C][C]0.248328[/C][/ROW]
[ROW][C]39[/C][C]0.07456[/C][C]0.5002[/C][C]0.309699[/C][/ROW]
[ROW][C]40[/C][C]-0.059734[/C][C]-0.4007[/C][C]0.345265[/C][/ROW]
[ROW][C]41[/C][C]-0.020997[/C][C]-0.1409[/C][C]0.444308[/C][/ROW]
[ROW][C]42[/C][C]0.034658[/C][C]0.2325[/C][C]0.408605[/C][/ROW]
[ROW][C]43[/C][C]-0.022983[/C][C]-0.1542[/C][C]0.439079[/C][/ROW]
[ROW][C]44[/C][C]0.013005[/C][C]0.0872[/C][C]0.465435[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/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=67344&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67344&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	-0.300457	-2.0155	0.024922
2	-0.27666	-1.8559	0.035013
3	0.248167	1.6648	0.051455
4	-0.279705	-1.8763	0.033553
5	0.098705	0.6621	0.255632
6	0.031631	0.2122	0.416459
7	-0.170983	-1.147	0.128724
8	0.187209	1.2558	0.107829
9	-0.063472	-0.4258	0.336149
10	0.04979	0.334	0.369964
11	0.212937	1.4284	0.080037
12	-0.294311	-1.9743	0.027252
13	-0.130107	-0.8728	0.193706
14	0.245261	1.6453	0.053442
15	0.012381	0.0831	0.467088
16	-0.152301	-1.0217	0.1562
17	0.063781	0.4279	0.335399
18	0.035503	0.2382	0.406419
19	-0.089963	-0.6035	0.274607
20	0.186591	1.2517	0.108575
21	-0.028564	-0.1916	0.424455
22	-0.133001	-0.8922	0.188517
23	0.123684	0.8297	0.205545
24	-0.169866	-1.1395	0.130263
25	0.09234	0.6194	0.269377
26	0.036088	0.2421	0.404906
27	-0.201911	-1.3545	0.091175
28	0.22631	1.5181	0.067988
29	0.038971	0.2614	0.39748
30	-0.107232	-0.7193	0.237826
31	0.079196	0.5313	0.298924
32	-0.131998	-0.8855	0.190305
33	-0.021089	-0.1415	0.444065
34	0.11791	0.791	0.216556
35	-0.114126	-0.7656	0.223962
36	0.07113	0.4772	0.317781
37	0.091814	0.6159	0.270529
38	-0.102162	-0.6853	0.248328
39	0.07456	0.5002	0.309699
40	-0.059734	-0.4007	0.345265
41	-0.020997	-0.1409	0.444308
42	0.034658	0.2325	0.408605
43	-0.022983	-0.1542	0.439079
44	0.013005	0.0872	0.465435
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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	-0.300457	-2.0155	0.024922
2	-0.403346	-2.7057	0.004796
3	0.013556	0.0909	0.463972
4	-0.370752	-2.4871	0.008327
5	-0.047747	-0.3203	0.375112
6	-0.246163	-1.6513	0.052819
7	-0.222541	-1.4929	0.071227
8	-0.157617	-1.0573	0.148002
9	-0.225777	-1.5146	0.068439
10	-0.04158	-0.2789	0.390789
11	0.154417	1.0359	0.152901
12	-0.059449	-0.3988	0.345965
13	-0.270496	-1.8145	0.038132
14	-0.05819	-0.3904	0.34906
15	0.122409	0.8211	0.207947
16	-0.145908	-0.9788	0.166461
17	-0.092079	-0.6177	0.269948
18	-0.051338	-0.3444	0.366081
19	-0.218468	-1.4655	0.074865
20	0.048598	0.326	0.372965
21	0.03693	0.2477	0.402732
22	-0.004296	-0.0288	0.488568
23	0.172564	1.1576	0.126569
24	-0.048671	-0.3265	0.372783
25	-0.03946	-0.2647	0.396222
26	-0.095403	-0.64	0.262715
27	0.01775	0.1191	0.452876
28	-0.029268	-0.1963	0.422616
29	0.002068	0.0139	0.494495
30	0.055593	0.3729	0.355475
31	-0.100247	-0.6725	0.252358
32	-0.089241	-0.5986	0.276206
33	-0.04731	-0.3174	0.376218
34	-0.020746	-0.1392	0.444969
35	-0.132064	-0.8859	0.190188
36	-0.062243	-0.4175	0.339134
37	-0.005364	-0.036	0.485728
38	-0.102169	-0.6854	0.248312
39	0.000977	0.0066	0.4974
40	-0.152663	-1.0241	0.155632
41	0.021165	0.142	0.443866
42	0.020887	0.1401	0.444598
43	0.000329	0.0022	0.499124
44	-0.051057	-0.3425	0.366785
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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 & -0.300457 & -2.0155 & 0.024922 \tabularnewline
2 & -0.403346 & -2.7057 & 0.004796 \tabularnewline
3 & 0.013556 & 0.0909 & 0.463972 \tabularnewline
4 & -0.370752 & -2.4871 & 0.008327 \tabularnewline
5 & -0.047747 & -0.3203 & 0.375112 \tabularnewline
6 & -0.246163 & -1.6513 & 0.052819 \tabularnewline
7 & -0.222541 & -1.4929 & 0.071227 \tabularnewline
8 & -0.157617 & -1.0573 & 0.148002 \tabularnewline
9 & -0.225777 & -1.5146 & 0.068439 \tabularnewline
10 & -0.04158 & -0.2789 & 0.390789 \tabularnewline
11 & 0.154417 & 1.0359 & 0.152901 \tabularnewline
12 & -0.059449 & -0.3988 & 0.345965 \tabularnewline
13 & -0.270496 & -1.8145 & 0.038132 \tabularnewline
14 & -0.05819 & -0.3904 & 0.34906 \tabularnewline
15 & 0.122409 & 0.8211 & 0.207947 \tabularnewline
16 & -0.145908 & -0.9788 & 0.166461 \tabularnewline
17 & -0.092079 & -0.6177 & 0.269948 \tabularnewline
18 & -0.051338 & -0.3444 & 0.366081 \tabularnewline
19 & -0.218468 & -1.4655 & 0.074865 \tabularnewline
20 & 0.048598 & 0.326 & 0.372965 \tabularnewline
21 & 0.03693 & 0.2477 & 0.402732 \tabularnewline
22 & -0.004296 & -0.0288 & 0.488568 \tabularnewline
23 & 0.172564 & 1.1576 & 0.126569 \tabularnewline
24 & -0.048671 & -0.3265 & 0.372783 \tabularnewline
25 & -0.03946 & -0.2647 & 0.396222 \tabularnewline
26 & -0.095403 & -0.64 & 0.262715 \tabularnewline
27 & 0.01775 & 0.1191 & 0.452876 \tabularnewline
28 & -0.029268 & -0.1963 & 0.422616 \tabularnewline
29 & 0.002068 & 0.0139 & 0.494495 \tabularnewline
30 & 0.055593 & 0.3729 & 0.355475 \tabularnewline
31 & -0.100247 & -0.6725 & 0.252358 \tabularnewline
32 & -0.089241 & -0.5986 & 0.276206 \tabularnewline
33 & -0.04731 & -0.3174 & 0.376218 \tabularnewline
34 & -0.020746 & -0.1392 & 0.444969 \tabularnewline
35 & -0.132064 & -0.8859 & 0.190188 \tabularnewline
36 & -0.062243 & -0.4175 & 0.339134 \tabularnewline
37 & -0.005364 & -0.036 & 0.485728 \tabularnewline
38 & -0.102169 & -0.6854 & 0.248312 \tabularnewline
39 & 0.000977 & 0.0066 & 0.4974 \tabularnewline
40 & -0.152663 & -1.0241 & 0.155632 \tabularnewline
41 & 0.021165 & 0.142 & 0.443866 \tabularnewline
42 & 0.020887 & 0.1401 & 0.444598 \tabularnewline
43 & 0.000329 & 0.0022 & 0.499124 \tabularnewline
44 & -0.051057 & -0.3425 & 0.366785 \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \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=67344&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]-0.300457[/C][C]-2.0155[/C][C]0.024922[/C][/ROW]
[ROW][C]2[/C][C]-0.403346[/C][C]-2.7057[/C][C]0.004796[/C][/ROW]
[ROW][C]3[/C][C]0.013556[/C][C]0.0909[/C][C]0.463972[/C][/ROW]
[ROW][C]4[/C][C]-0.370752[/C][C]-2.4871[/C][C]0.008327[/C][/ROW]
[ROW][C]5[/C][C]-0.047747[/C][C]-0.3203[/C][C]0.375112[/C][/ROW]
[ROW][C]6[/C][C]-0.246163[/C][C]-1.6513[/C][C]0.052819[/C][/ROW]
[ROW][C]7[/C][C]-0.222541[/C][C]-1.4929[/C][C]0.071227[/C][/ROW]
[ROW][C]8[/C][C]-0.157617[/C][C]-1.0573[/C][C]0.148002[/C][/ROW]
[ROW][C]9[/C][C]-0.225777[/C][C]-1.5146[/C][C]0.068439[/C][/ROW]
[ROW][C]10[/C][C]-0.04158[/C][C]-0.2789[/C][C]0.390789[/C][/ROW]
[ROW][C]11[/C][C]0.154417[/C][C]1.0359[/C][C]0.152901[/C][/ROW]
[ROW][C]12[/C][C]-0.059449[/C][C]-0.3988[/C][C]0.345965[/C][/ROW]
[ROW][C]13[/C][C]-0.270496[/C][C]-1.8145[/C][C]0.038132[/C][/ROW]
[ROW][C]14[/C][C]-0.05819[/C][C]-0.3904[/C][C]0.34906[/C][/ROW]
[ROW][C]15[/C][C]0.122409[/C][C]0.8211[/C][C]0.207947[/C][/ROW]
[ROW][C]16[/C][C]-0.145908[/C][C]-0.9788[/C][C]0.166461[/C][/ROW]
[ROW][C]17[/C][C]-0.092079[/C][C]-0.6177[/C][C]0.269948[/C][/ROW]
[ROW][C]18[/C][C]-0.051338[/C][C]-0.3444[/C][C]0.366081[/C][/ROW]
[ROW][C]19[/C][C]-0.218468[/C][C]-1.4655[/C][C]0.074865[/C][/ROW]
[ROW][C]20[/C][C]0.048598[/C][C]0.326[/C][C]0.372965[/C][/ROW]
[ROW][C]21[/C][C]0.03693[/C][C]0.2477[/C][C]0.402732[/C][/ROW]
[ROW][C]22[/C][C]-0.004296[/C][C]-0.0288[/C][C]0.488568[/C][/ROW]
[ROW][C]23[/C][C]0.172564[/C][C]1.1576[/C][C]0.126569[/C][/ROW]
[ROW][C]24[/C][C]-0.048671[/C][C]-0.3265[/C][C]0.372783[/C][/ROW]
[ROW][C]25[/C][C]-0.03946[/C][C]-0.2647[/C][C]0.396222[/C][/ROW]
[ROW][C]26[/C][C]-0.095403[/C][C]-0.64[/C][C]0.262715[/C][/ROW]
[ROW][C]27[/C][C]0.01775[/C][C]0.1191[/C][C]0.452876[/C][/ROW]
[ROW][C]28[/C][C]-0.029268[/C][C]-0.1963[/C][C]0.422616[/C][/ROW]
[ROW][C]29[/C][C]0.002068[/C][C]0.0139[/C][C]0.494495[/C][/ROW]
[ROW][C]30[/C][C]0.055593[/C][C]0.3729[/C][C]0.355475[/C][/ROW]
[ROW][C]31[/C][C]-0.100247[/C][C]-0.6725[/C][C]0.252358[/C][/ROW]
[ROW][C]32[/C][C]-0.089241[/C][C]-0.5986[/C][C]0.276206[/C][/ROW]
[ROW][C]33[/C][C]-0.04731[/C][C]-0.3174[/C][C]0.376218[/C][/ROW]
[ROW][C]34[/C][C]-0.020746[/C][C]-0.1392[/C][C]0.444969[/C][/ROW]
[ROW][C]35[/C][C]-0.132064[/C][C]-0.8859[/C][C]0.190188[/C][/ROW]
[ROW][C]36[/C][C]-0.062243[/C][C]-0.4175[/C][C]0.339134[/C][/ROW]
[ROW][C]37[/C][C]-0.005364[/C][C]-0.036[/C][C]0.485728[/C][/ROW]
[ROW][C]38[/C][C]-0.102169[/C][C]-0.6854[/C][C]0.248312[/C][/ROW]
[ROW][C]39[/C][C]0.000977[/C][C]0.0066[/C][C]0.4974[/C][/ROW]
[ROW][C]40[/C][C]-0.152663[/C][C]-1.0241[/C][C]0.155632[/C][/ROW]
[ROW][C]41[/C][C]0.021165[/C][C]0.142[/C][C]0.443866[/C][/ROW]
[ROW][C]42[/C][C]0.020887[/C][C]0.1401[/C][C]0.444598[/C][/ROW]
[ROW][C]43[/C][C]0.000329[/C][C]0.0022[/C][C]0.499124[/C][/ROW]
[ROW][C]44[/C][C]-0.051057[/C][C]-0.3425[/C][C]0.366785[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/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=67344&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67344&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	-0.300457	-2.0155	0.024922
2	-0.403346	-2.7057	0.004796
3	0.013556	0.0909	0.463972
4	-0.370752	-2.4871	0.008327
5	-0.047747	-0.3203	0.375112
6	-0.246163	-1.6513	0.052819
7	-0.222541	-1.4929	0.071227
8	-0.157617	-1.0573	0.148002
9	-0.225777	-1.5146	0.068439
10	-0.04158	-0.2789	0.390789
11	0.154417	1.0359	0.152901
12	-0.059449	-0.3988	0.345965
13	-0.270496	-1.8145	0.038132
14	-0.05819	-0.3904	0.34906
15	0.122409	0.8211	0.207947
16	-0.145908	-0.9788	0.166461
17	-0.092079	-0.6177	0.269948
18	-0.051338	-0.3444	0.366081
19	-0.218468	-1.4655	0.074865
20	0.048598	0.326	0.372965
21	0.03693	0.2477	0.402732
22	-0.004296	-0.0288	0.488568
23	0.172564	1.1576	0.126569
24	-0.048671	-0.3265	0.372783
25	-0.03946	-0.2647	0.396222
26	-0.095403	-0.64	0.262715
27	0.01775	0.1191	0.452876
28	-0.029268	-0.1963	0.422616
29	0.002068	0.0139	0.494495
30	0.055593	0.3729	0.355475
31	-0.100247	-0.6725	0.252358
32	-0.089241	-0.5986	0.276206
33	-0.04731	-0.3174	0.376218
34	-0.020746	-0.1392	0.444969
35	-0.132064	-0.8859	0.190188
36	-0.062243	-0.4175	0.339134
37	-0.005364	-0.036	0.485728
38	-0.102169	-0.6854	0.248312
39	0.000977	0.0066	0.4974
40	-0.152663	-1.0241	0.155632
41	0.021165	0.142	0.443866
42	0.020887	0.1401	0.444598
43	0.000329	0.0022	0.499124
44	-0.051057	-0.3425	0.366785
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
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 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; 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