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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 10:00:23 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/13/t1260723674loyul9c14o0o9y3.htm/, Retrieved Sat, 27 Apr 2024 13:19:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67367, Retrieved Sat, 27 Apr 2024 13:19:21 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

177

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] [95cead3ebb75668735f848316249436a]
-   PD                  [(Partial) Autocorrelation Function] [deel 2 D=d=0] [2009-12-13 17:00:23] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]

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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	4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67367&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]4 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=67367&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67367&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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.966487	8.0862	0
2	0.921544	7.7102	0
3	0.869605	7.2756	0
4	0.806137	6.7446	0
5	0.731056	6.1165	0
6	0.646604	5.4099	0
7	0.559775	4.6834	7e-06
8	0.472027	3.9493	9.2e-05
9	0.382865	3.2033	0.001023
10	0.295364	2.4712	0.007951
11	0.21417	1.7919	0.038737
12	0.131052	1.0965	0.138318
13	0.051303	0.4292	0.334537
14	-0.014056	-0.1176	0.453361
15	-0.081015	-0.6778	0.250061
16	-0.146977	-1.2297	0.111463
17	-0.209651	-1.7541	0.041898
18	-0.26297	-2.2002	0.015549
19	-0.307532	-2.573	0.006102
20	-0.353595	-2.9584	0.002108
21	-0.394601	-3.3015	0.000758
22	-0.426826	-3.5711	0.000324
23	-0.447742	-3.7461	0.000183
24	-0.461781	-3.8635	0.000123
25	-0.464159	-3.8834	0.000115
26	-0.46501	-3.8906	0.000113
27	-0.461356	-3.86	0.000125
28	-0.451988	-3.7816	0.000162
29	-0.445936	-3.731	0.000192
30	-0.442144	-3.6992	0.000213
31	-0.436751	-3.6541	0.000247
32	-0.429753	-3.5956	0.000299
33	-0.417774	-3.4953	0.000413
34	-0.401319	-3.3577	0.000637
35	-0.382554	-3.2007	0.001031
36	-0.357859	-2.9941	0.001901
37	-0.329619	-2.7578	0.003709
38	-0.30189	-2.5258	0.006905
39	-0.275694	-2.3066	0.01202
40	-0.245248	-2.0519	0.021961
41	-0.211802	-1.7721	0.040368
42	-0.175904	-1.4717	0.07279
43	-0.139717	-1.169	0.123194
44	-0.109004	-0.912	0.182451
45	-0.07711	-0.6451	0.260471
46	-0.042123	-0.3524	0.36279
47	-0.013396	-0.1121	0.455541
48	0.016653	0.1393	0.444794
49	0.043251	0.3619	0.359272
50	0.070273	0.588	0.279229
51	0.096503	0.8074	0.211086
52	0.125512	1.0501	0.148639
53	0.153447	1.2838	0.101717
54	0.175445	1.4679	0.073308
55	0.189821	1.5882	0.058379
56	0.202437	1.6937	0.047383
57	0.213321	1.7848	0.039316
58	0.208329	1.743	0.042862
59	0.198262	1.6588	0.050817
60	0.183368	1.5342	0.064748

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966487 & 8.0862 & 0 \tabularnewline
2 & 0.921544 & 7.7102 & 0 \tabularnewline
3 & 0.869605 & 7.2756 & 0 \tabularnewline
4 & 0.806137 & 6.7446 & 0 \tabularnewline
5 & 0.731056 & 6.1165 & 0 \tabularnewline
6 & 0.646604 & 5.4099 & 0 \tabularnewline
7 & 0.559775 & 4.6834 & 7e-06 \tabularnewline
8 & 0.472027 & 3.9493 & 9.2e-05 \tabularnewline
9 & 0.382865 & 3.2033 & 0.001023 \tabularnewline
10 & 0.295364 & 2.4712 & 0.007951 \tabularnewline
11 & 0.21417 & 1.7919 & 0.038737 \tabularnewline
12 & 0.131052 & 1.0965 & 0.138318 \tabularnewline
13 & 0.051303 & 0.4292 & 0.334537 \tabularnewline
14 & -0.014056 & -0.1176 & 0.453361 \tabularnewline
15 & -0.081015 & -0.6778 & 0.250061 \tabularnewline
16 & -0.146977 & -1.2297 & 0.111463 \tabularnewline
17 & -0.209651 & -1.7541 & 0.041898 \tabularnewline
18 & -0.26297 & -2.2002 & 0.015549 \tabularnewline
19 & -0.307532 & -2.573 & 0.006102 \tabularnewline
20 & -0.353595 & -2.9584 & 0.002108 \tabularnewline
21 & -0.394601 & -3.3015 & 0.000758 \tabularnewline
22 & -0.426826 & -3.5711 & 0.000324 \tabularnewline
23 & -0.447742 & -3.7461 & 0.000183 \tabularnewline
24 & -0.461781 & -3.8635 & 0.000123 \tabularnewline
25 & -0.464159 & -3.8834 & 0.000115 \tabularnewline
26 & -0.46501 & -3.8906 & 0.000113 \tabularnewline
27 & -0.461356 & -3.86 & 0.000125 \tabularnewline
28 & -0.451988 & -3.7816 & 0.000162 \tabularnewline
29 & -0.445936 & -3.731 & 0.000192 \tabularnewline
30 & -0.442144 & -3.6992 & 0.000213 \tabularnewline
31 & -0.436751 & -3.6541 & 0.000247 \tabularnewline
32 & -0.429753 & -3.5956 & 0.000299 \tabularnewline
33 & -0.417774 & -3.4953 & 0.000413 \tabularnewline
34 & -0.401319 & -3.3577 & 0.000637 \tabularnewline
35 & -0.382554 & -3.2007 & 0.001031 \tabularnewline
36 & -0.357859 & -2.9941 & 0.001901 \tabularnewline
37 & -0.329619 & -2.7578 & 0.003709 \tabularnewline
38 & -0.30189 & -2.5258 & 0.006905 \tabularnewline
39 & -0.275694 & -2.3066 & 0.01202 \tabularnewline
40 & -0.245248 & -2.0519 & 0.021961 \tabularnewline
41 & -0.211802 & -1.7721 & 0.040368 \tabularnewline
42 & -0.175904 & -1.4717 & 0.07279 \tabularnewline
43 & -0.139717 & -1.169 & 0.123194 \tabularnewline
44 & -0.109004 & -0.912 & 0.182451 \tabularnewline
45 & -0.07711 & -0.6451 & 0.260471 \tabularnewline
46 & -0.042123 & -0.3524 & 0.36279 \tabularnewline
47 & -0.013396 & -0.1121 & 0.455541 \tabularnewline
48 & 0.016653 & 0.1393 & 0.444794 \tabularnewline
49 & 0.043251 & 0.3619 & 0.359272 \tabularnewline
50 & 0.070273 & 0.588 & 0.279229 \tabularnewline
51 & 0.096503 & 0.8074 & 0.211086 \tabularnewline
52 & 0.125512 & 1.0501 & 0.148639 \tabularnewline
53 & 0.153447 & 1.2838 & 0.101717 \tabularnewline
54 & 0.175445 & 1.4679 & 0.073308 \tabularnewline
55 & 0.189821 & 1.5882 & 0.058379 \tabularnewline
56 & 0.202437 & 1.6937 & 0.047383 \tabularnewline
57 & 0.213321 & 1.7848 & 0.039316 \tabularnewline
58 & 0.208329 & 1.743 & 0.042862 \tabularnewline
59 & 0.198262 & 1.6588 & 0.050817 \tabularnewline
60 & 0.183368 & 1.5342 & 0.064748 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67367&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]0.966487[/C][C]8.0862[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.921544[/C][C]7.7102[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.869605[/C][C]7.2756[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.806137[/C][C]6.7446[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.731056[/C][C]6.1165[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.646604[/C][C]5.4099[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.559775[/C][C]4.6834[/C][C]7e-06[/C][/ROW]
[ROW][C]8[/C][C]0.472027[/C][C]3.9493[/C][C]9.2e-05[/C][/ROW]
[ROW][C]9[/C][C]0.382865[/C][C]3.2033[/C][C]0.001023[/C][/ROW]
[ROW][C]10[/C][C]0.295364[/C][C]2.4712[/C][C]0.007951[/C][/ROW]
[ROW][C]11[/C][C]0.21417[/C][C]1.7919[/C][C]0.038737[/C][/ROW]
[ROW][C]12[/C][C]0.131052[/C][C]1.0965[/C][C]0.138318[/C][/ROW]
[ROW][C]13[/C][C]0.051303[/C][C]0.4292[/C][C]0.334537[/C][/ROW]
[ROW][C]14[/C][C]-0.014056[/C][C]-0.1176[/C][C]0.453361[/C][/ROW]
[ROW][C]15[/C][C]-0.081015[/C][C]-0.6778[/C][C]0.250061[/C][/ROW]
[ROW][C]16[/C][C]-0.146977[/C][C]-1.2297[/C][C]0.111463[/C][/ROW]
[ROW][C]17[/C][C]-0.209651[/C][C]-1.7541[/C][C]0.041898[/C][/ROW]
[ROW][C]18[/C][C]-0.26297[/C][C]-2.2002[/C][C]0.015549[/C][/ROW]
[ROW][C]19[/C][C]-0.307532[/C][C]-2.573[/C][C]0.006102[/C][/ROW]
[ROW][C]20[/C][C]-0.353595[/C][C]-2.9584[/C][C]0.002108[/C][/ROW]
[ROW][C]21[/C][C]-0.394601[/C][C]-3.3015[/C][C]0.000758[/C][/ROW]
[ROW][C]22[/C][C]-0.426826[/C][C]-3.5711[/C][C]0.000324[/C][/ROW]
[ROW][C]23[/C][C]-0.447742[/C][C]-3.7461[/C][C]0.000183[/C][/ROW]
[ROW][C]24[/C][C]-0.461781[/C][C]-3.8635[/C][C]0.000123[/C][/ROW]
[ROW][C]25[/C][C]-0.464159[/C][C]-3.8834[/C][C]0.000115[/C][/ROW]
[ROW][C]26[/C][C]-0.46501[/C][C]-3.8906[/C][C]0.000113[/C][/ROW]
[ROW][C]27[/C][C]-0.461356[/C][C]-3.86[/C][C]0.000125[/C][/ROW]
[ROW][C]28[/C][C]-0.451988[/C][C]-3.7816[/C][C]0.000162[/C][/ROW]
[ROW][C]29[/C][C]-0.445936[/C][C]-3.731[/C][C]0.000192[/C][/ROW]
[ROW][C]30[/C][C]-0.442144[/C][C]-3.6992[/C][C]0.000213[/C][/ROW]
[ROW][C]31[/C][C]-0.436751[/C][C]-3.6541[/C][C]0.000247[/C][/ROW]
[ROW][C]32[/C][C]-0.429753[/C][C]-3.5956[/C][C]0.000299[/C][/ROW]
[ROW][C]33[/C][C]-0.417774[/C][C]-3.4953[/C][C]0.000413[/C][/ROW]
[ROW][C]34[/C][C]-0.401319[/C][C]-3.3577[/C][C]0.000637[/C][/ROW]
[ROW][C]35[/C][C]-0.382554[/C][C]-3.2007[/C][C]0.001031[/C][/ROW]
[ROW][C]36[/C][C]-0.357859[/C][C]-2.9941[/C][C]0.001901[/C][/ROW]
[ROW][C]37[/C][C]-0.329619[/C][C]-2.7578[/C][C]0.003709[/C][/ROW]
[ROW][C]38[/C][C]-0.30189[/C][C]-2.5258[/C][C]0.006905[/C][/ROW]
[ROW][C]39[/C][C]-0.275694[/C][C]-2.3066[/C][C]0.01202[/C][/ROW]
[ROW][C]40[/C][C]-0.245248[/C][C]-2.0519[/C][C]0.021961[/C][/ROW]
[ROW][C]41[/C][C]-0.211802[/C][C]-1.7721[/C][C]0.040368[/C][/ROW]
[ROW][C]42[/C][C]-0.175904[/C][C]-1.4717[/C][C]0.07279[/C][/ROW]
[ROW][C]43[/C][C]-0.139717[/C][C]-1.169[/C][C]0.123194[/C][/ROW]
[ROW][C]44[/C][C]-0.109004[/C][C]-0.912[/C][C]0.182451[/C][/ROW]
[ROW][C]45[/C][C]-0.07711[/C][C]-0.6451[/C][C]0.260471[/C][/ROW]
[ROW][C]46[/C][C]-0.042123[/C][C]-0.3524[/C][C]0.36279[/C][/ROW]
[ROW][C]47[/C][C]-0.013396[/C][C]-0.1121[/C][C]0.455541[/C][/ROW]
[ROW][C]48[/C][C]0.016653[/C][C]0.1393[/C][C]0.444794[/C][/ROW]
[ROW][C]49[/C][C]0.043251[/C][C]0.3619[/C][C]0.359272[/C][/ROW]
[ROW][C]50[/C][C]0.070273[/C][C]0.588[/C][C]0.279229[/C][/ROW]
[ROW][C]51[/C][C]0.096503[/C][C]0.8074[/C][C]0.211086[/C][/ROW]
[ROW][C]52[/C][C]0.125512[/C][C]1.0501[/C][C]0.148639[/C][/ROW]
[ROW][C]53[/C][C]0.153447[/C][C]1.2838[/C][C]0.101717[/C][/ROW]
[ROW][C]54[/C][C]0.175445[/C][C]1.4679[/C][C]0.073308[/C][/ROW]
[ROW][C]55[/C][C]0.189821[/C][C]1.5882[/C][C]0.058379[/C][/ROW]
[ROW][C]56[/C][C]0.202437[/C][C]1.6937[/C][C]0.047383[/C][/ROW]
[ROW][C]57[/C][C]0.213321[/C][C]1.7848[/C][C]0.039316[/C][/ROW]
[ROW][C]58[/C][C]0.208329[/C][C]1.743[/C][C]0.042862[/C][/ROW]
[ROW][C]59[/C][C]0.198262[/C][C]1.6588[/C][C]0.050817[/C][/ROW]
[ROW][C]60[/C][C]0.183368[/C][C]1.5342[/C][C]0.064748[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67367&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67367&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	0.966487	8.0862	0
2	0.921544	7.7102	0
3	0.869605	7.2756	0
4	0.806137	6.7446	0
5	0.731056	6.1165	0
6	0.646604	5.4099	0
7	0.559775	4.6834	7e-06
8	0.472027	3.9493	9.2e-05
9	0.382865	3.2033	0.001023
10	0.295364	2.4712	0.007951
11	0.21417	1.7919	0.038737
12	0.131052	1.0965	0.138318
13	0.051303	0.4292	0.334537
14	-0.014056	-0.1176	0.453361
15	-0.081015	-0.6778	0.250061
16	-0.146977	-1.2297	0.111463
17	-0.209651	-1.7541	0.041898
18	-0.26297	-2.2002	0.015549
19	-0.307532	-2.573	0.006102
20	-0.353595	-2.9584	0.002108
21	-0.394601	-3.3015	0.000758
22	-0.426826	-3.5711	0.000324
23	-0.447742	-3.7461	0.000183
24	-0.461781	-3.8635	0.000123
25	-0.464159	-3.8834	0.000115
26	-0.46501	-3.8906	0.000113
27	-0.461356	-3.86	0.000125
28	-0.451988	-3.7816	0.000162
29	-0.445936	-3.731	0.000192
30	-0.442144	-3.6992	0.000213
31	-0.436751	-3.6541	0.000247
32	-0.429753	-3.5956	0.000299
33	-0.417774	-3.4953	0.000413
34	-0.401319	-3.3577	0.000637
35	-0.382554	-3.2007	0.001031
36	-0.357859	-2.9941	0.001901
37	-0.329619	-2.7578	0.003709
38	-0.30189	-2.5258	0.006905
39	-0.275694	-2.3066	0.01202
40	-0.245248	-2.0519	0.021961
41	-0.211802	-1.7721	0.040368
42	-0.175904	-1.4717	0.07279
43	-0.139717	-1.169	0.123194
44	-0.109004	-0.912	0.182451
45	-0.07711	-0.6451	0.260471
46	-0.042123	-0.3524	0.36279
47	-0.013396	-0.1121	0.455541
48	0.016653	0.1393	0.444794
49	0.043251	0.3619	0.359272
50	0.070273	0.588	0.279229
51	0.096503	0.8074	0.211086
52	0.125512	1.0501	0.148639
53	0.153447	1.2838	0.101717
54	0.175445	1.4679	0.073308
55	0.189821	1.5882	0.058379
56	0.202437	1.6937	0.047383
57	0.213321	1.7848	0.039316
58	0.208329	1.743	0.042862
59	0.198262	1.6588	0.050817
60	0.183368	1.5342	0.064748

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.966487	8.0862	0
2	-0.19049	-1.5938	0.057748
3	-0.104094	-0.8709	0.19339
4	-0.181529	-1.5188	0.066661
5	-0.171004	-1.4307	0.078479
6	-0.1414	-1.183	0.120398
7	-0.030768	-0.2574	0.398805
8	-0.02254	-0.1886	0.425482
9	-0.038604	-0.323	0.373833
10	-0.009736	-0.0815	0.467657
11	0.03804	0.3183	0.375615
12	-0.129883	-1.0867	0.140453
13	-0.031709	-0.2653	0.395779
14	0.129091	1.0801	0.141912
15	-0.169302	-1.4165	0.080535
16	-0.083318	-0.6971	0.244027
17	-0.066447	-0.5559	0.290015
18	0.028535	0.2387	0.406003
19	0.016932	0.1417	0.443878
20	-0.119089	-0.9964	0.16125
21	-0.010186	-0.0852	0.466165
22	-0.00811	-0.0679	0.473048
23	0.078602	0.6576	0.256466
24	0.021791	0.1823	0.427931
25	0.051201	0.4284	0.334844
26	-0.123543	-1.0336	0.152433
27	-0.020086	-0.168	0.433514
28	-0.059383	-0.4968	0.310433
29	-0.181992	-1.5227	0.066175
30	-0.144066	-1.2053	0.116066
31	0.028092	0.235	0.407434
32	0.001111	0.0093	0.496305
33	0.022062	0.1846	0.427046
34	0.084232	0.7047	0.241656
35	0.036544	0.3058	0.380351
36	0.066375	0.5553	0.290219
37	-0.026683	-0.2232	0.411998
38	-0.096199	-0.8049	0.211813
39	-0.203272	-1.7007	0.046719
40	0.034173	0.2859	0.387894
41	0.036692	0.307	0.379882
42	-0.012532	-0.1048	0.458398
43	0.007754	0.0649	0.474229
44	-0.081221	-0.6795	0.249517
45	0.085204	0.7129	0.239149
46	0.099445	0.832	0.204114
47	-0.118723	-0.9933	0.16199
48	0.043765	0.3662	0.357674
49	-0.022177	-0.1855	0.42667
50	0.003851	0.0322	0.487194
51	-0.062158	-0.52	0.302336
52	0.002861	0.0239	0.490486
53	-0.014817	-0.124	0.450848
54	-0.081989	-0.686	0.247498
55	-0.086205	-0.7212	0.236581
56	-0.017644	-0.1476	0.441532
57	0.014429	0.1207	0.45213
58	-0.072179	-0.6039	0.273933
59	0.038579	0.3228	0.373915
60	-0.105525	-0.8829	0.19016

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966487 & 8.0862 & 0 \tabularnewline
2 & -0.19049 & -1.5938 & 0.057748 \tabularnewline
3 & -0.104094 & -0.8709 & 0.19339 \tabularnewline
4 & -0.181529 & -1.5188 & 0.066661 \tabularnewline
5 & -0.171004 & -1.4307 & 0.078479 \tabularnewline
6 & -0.1414 & -1.183 & 0.120398 \tabularnewline
7 & -0.030768 & -0.2574 & 0.398805 \tabularnewline
8 & -0.02254 & -0.1886 & 0.425482 \tabularnewline
9 & -0.038604 & -0.323 & 0.373833 \tabularnewline
10 & -0.009736 & -0.0815 & 0.467657 \tabularnewline
11 & 0.03804 & 0.3183 & 0.375615 \tabularnewline
12 & -0.129883 & -1.0867 & 0.140453 \tabularnewline
13 & -0.031709 & -0.2653 & 0.395779 \tabularnewline
14 & 0.129091 & 1.0801 & 0.141912 \tabularnewline
15 & -0.169302 & -1.4165 & 0.080535 \tabularnewline
16 & -0.083318 & -0.6971 & 0.244027 \tabularnewline
17 & -0.066447 & -0.5559 & 0.290015 \tabularnewline
18 & 0.028535 & 0.2387 & 0.406003 \tabularnewline
19 & 0.016932 & 0.1417 & 0.443878 \tabularnewline
20 & -0.119089 & -0.9964 & 0.16125 \tabularnewline
21 & -0.010186 & -0.0852 & 0.466165 \tabularnewline
22 & -0.00811 & -0.0679 & 0.473048 \tabularnewline
23 & 0.078602 & 0.6576 & 0.256466 \tabularnewline
24 & 0.021791 & 0.1823 & 0.427931 \tabularnewline
25 & 0.051201 & 0.4284 & 0.334844 \tabularnewline
26 & -0.123543 & -1.0336 & 0.152433 \tabularnewline
27 & -0.020086 & -0.168 & 0.433514 \tabularnewline
28 & -0.059383 & -0.4968 & 0.310433 \tabularnewline
29 & -0.181992 & -1.5227 & 0.066175 \tabularnewline
30 & -0.144066 & -1.2053 & 0.116066 \tabularnewline
31 & 0.028092 & 0.235 & 0.407434 \tabularnewline
32 & 0.001111 & 0.0093 & 0.496305 \tabularnewline
33 & 0.022062 & 0.1846 & 0.427046 \tabularnewline
34 & 0.084232 & 0.7047 & 0.241656 \tabularnewline
35 & 0.036544 & 0.3058 & 0.380351 \tabularnewline
36 & 0.066375 & 0.5553 & 0.290219 \tabularnewline
37 & -0.026683 & -0.2232 & 0.411998 \tabularnewline
38 & -0.096199 & -0.8049 & 0.211813 \tabularnewline
39 & -0.203272 & -1.7007 & 0.046719 \tabularnewline
40 & 0.034173 & 0.2859 & 0.387894 \tabularnewline
41 & 0.036692 & 0.307 & 0.379882 \tabularnewline
42 & -0.012532 & -0.1048 & 0.458398 \tabularnewline
43 & 0.007754 & 0.0649 & 0.474229 \tabularnewline
44 & -0.081221 & -0.6795 & 0.249517 \tabularnewline
45 & 0.085204 & 0.7129 & 0.239149 \tabularnewline
46 & 0.099445 & 0.832 & 0.204114 \tabularnewline
47 & -0.118723 & -0.9933 & 0.16199 \tabularnewline
48 & 0.043765 & 0.3662 & 0.357674 \tabularnewline
49 & -0.022177 & -0.1855 & 0.42667 \tabularnewline
50 & 0.003851 & 0.0322 & 0.487194 \tabularnewline
51 & -0.062158 & -0.52 & 0.302336 \tabularnewline
52 & 0.002861 & 0.0239 & 0.490486 \tabularnewline
53 & -0.014817 & -0.124 & 0.450848 \tabularnewline
54 & -0.081989 & -0.686 & 0.247498 \tabularnewline
55 & -0.086205 & -0.7212 & 0.236581 \tabularnewline
56 & -0.017644 & -0.1476 & 0.441532 \tabularnewline
57 & 0.014429 & 0.1207 & 0.45213 \tabularnewline
58 & -0.072179 & -0.6039 & 0.273933 \tabularnewline
59 & 0.038579 & 0.3228 & 0.373915 \tabularnewline
60 & -0.105525 & -0.8829 & 0.19016 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67367&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]0.966487[/C][C]8.0862[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.19049[/C][C]-1.5938[/C][C]0.057748[/C][/ROW]
[ROW][C]3[/C][C]-0.104094[/C][C]-0.8709[/C][C]0.19339[/C][/ROW]
[ROW][C]4[/C][C]-0.181529[/C][C]-1.5188[/C][C]0.066661[/C][/ROW]
[ROW][C]5[/C][C]-0.171004[/C][C]-1.4307[/C][C]0.078479[/C][/ROW]
[ROW][C]6[/C][C]-0.1414[/C][C]-1.183[/C][C]0.120398[/C][/ROW]
[ROW][C]7[/C][C]-0.030768[/C][C]-0.2574[/C][C]0.398805[/C][/ROW]
[ROW][C]8[/C][C]-0.02254[/C][C]-0.1886[/C][C]0.425482[/C][/ROW]
[ROW][C]9[/C][C]-0.038604[/C][C]-0.323[/C][C]0.373833[/C][/ROW]
[ROW][C]10[/C][C]-0.009736[/C][C]-0.0815[/C][C]0.467657[/C][/ROW]
[ROW][C]11[/C][C]0.03804[/C][C]0.3183[/C][C]0.375615[/C][/ROW]
[ROW][C]12[/C][C]-0.129883[/C][C]-1.0867[/C][C]0.140453[/C][/ROW]
[ROW][C]13[/C][C]-0.031709[/C][C]-0.2653[/C][C]0.395779[/C][/ROW]
[ROW][C]14[/C][C]0.129091[/C][C]1.0801[/C][C]0.141912[/C][/ROW]
[ROW][C]15[/C][C]-0.169302[/C][C]-1.4165[/C][C]0.080535[/C][/ROW]
[ROW][C]16[/C][C]-0.083318[/C][C]-0.6971[/C][C]0.244027[/C][/ROW]
[ROW][C]17[/C][C]-0.066447[/C][C]-0.5559[/C][C]0.290015[/C][/ROW]
[ROW][C]18[/C][C]0.028535[/C][C]0.2387[/C][C]0.406003[/C][/ROW]
[ROW][C]19[/C][C]0.016932[/C][C]0.1417[/C][C]0.443878[/C][/ROW]
[ROW][C]20[/C][C]-0.119089[/C][C]-0.9964[/C][C]0.16125[/C][/ROW]
[ROW][C]21[/C][C]-0.010186[/C][C]-0.0852[/C][C]0.466165[/C][/ROW]
[ROW][C]22[/C][C]-0.00811[/C][C]-0.0679[/C][C]0.473048[/C][/ROW]
[ROW][C]23[/C][C]0.078602[/C][C]0.6576[/C][C]0.256466[/C][/ROW]
[ROW][C]24[/C][C]0.021791[/C][C]0.1823[/C][C]0.427931[/C][/ROW]
[ROW][C]25[/C][C]0.051201[/C][C]0.4284[/C][C]0.334844[/C][/ROW]
[ROW][C]26[/C][C]-0.123543[/C][C]-1.0336[/C][C]0.152433[/C][/ROW]
[ROW][C]27[/C][C]-0.020086[/C][C]-0.168[/C][C]0.433514[/C][/ROW]
[ROW][C]28[/C][C]-0.059383[/C][C]-0.4968[/C][C]0.310433[/C][/ROW]
[ROW][C]29[/C][C]-0.181992[/C][C]-1.5227[/C][C]0.066175[/C][/ROW]
[ROW][C]30[/C][C]-0.144066[/C][C]-1.2053[/C][C]0.116066[/C][/ROW]
[ROW][C]31[/C][C]0.028092[/C][C]0.235[/C][C]0.407434[/C][/ROW]
[ROW][C]32[/C][C]0.001111[/C][C]0.0093[/C][C]0.496305[/C][/ROW]
[ROW][C]33[/C][C]0.022062[/C][C]0.1846[/C][C]0.427046[/C][/ROW]
[ROW][C]34[/C][C]0.084232[/C][C]0.7047[/C][C]0.241656[/C][/ROW]
[ROW][C]35[/C][C]0.036544[/C][C]0.3058[/C][C]0.380351[/C][/ROW]
[ROW][C]36[/C][C]0.066375[/C][C]0.5553[/C][C]0.290219[/C][/ROW]
[ROW][C]37[/C][C]-0.026683[/C][C]-0.2232[/C][C]0.411998[/C][/ROW]
[ROW][C]38[/C][C]-0.096199[/C][C]-0.8049[/C][C]0.211813[/C][/ROW]
[ROW][C]39[/C][C]-0.203272[/C][C]-1.7007[/C][C]0.046719[/C][/ROW]
[ROW][C]40[/C][C]0.034173[/C][C]0.2859[/C][C]0.387894[/C][/ROW]
[ROW][C]41[/C][C]0.036692[/C][C]0.307[/C][C]0.379882[/C][/ROW]
[ROW][C]42[/C][C]-0.012532[/C][C]-0.1048[/C][C]0.458398[/C][/ROW]
[ROW][C]43[/C][C]0.007754[/C][C]0.0649[/C][C]0.474229[/C][/ROW]
[ROW][C]44[/C][C]-0.081221[/C][C]-0.6795[/C][C]0.249517[/C][/ROW]
[ROW][C]45[/C][C]0.085204[/C][C]0.7129[/C][C]0.239149[/C][/ROW]
[ROW][C]46[/C][C]0.099445[/C][C]0.832[/C][C]0.204114[/C][/ROW]
[ROW][C]47[/C][C]-0.118723[/C][C]-0.9933[/C][C]0.16199[/C][/ROW]
[ROW][C]48[/C][C]0.043765[/C][C]0.3662[/C][C]0.357674[/C][/ROW]
[ROW][C]49[/C][C]-0.022177[/C][C]-0.1855[/C][C]0.42667[/C][/ROW]
[ROW][C]50[/C][C]0.003851[/C][C]0.0322[/C][C]0.487194[/C][/ROW]
[ROW][C]51[/C][C]-0.062158[/C][C]-0.52[/C][C]0.302336[/C][/ROW]
[ROW][C]52[/C][C]0.002861[/C][C]0.0239[/C][C]0.490486[/C][/ROW]
[ROW][C]53[/C][C]-0.014817[/C][C]-0.124[/C][C]0.450848[/C][/ROW]
[ROW][C]54[/C][C]-0.081989[/C][C]-0.686[/C][C]0.247498[/C][/ROW]
[ROW][C]55[/C][C]-0.086205[/C][C]-0.7212[/C][C]0.236581[/C][/ROW]
[ROW][C]56[/C][C]-0.017644[/C][C]-0.1476[/C][C]0.441532[/C][/ROW]
[ROW][C]57[/C][C]0.014429[/C][C]0.1207[/C][C]0.45213[/C][/ROW]
[ROW][C]58[/C][C]-0.072179[/C][C]-0.6039[/C][C]0.273933[/C][/ROW]
[ROW][C]59[/C][C]0.038579[/C][C]0.3228[/C][C]0.373915[/C][/ROW]
[ROW][C]60[/C][C]-0.105525[/C][C]-0.8829[/C][C]0.19016[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67367&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67367&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	0.966487	8.0862	0
2	-0.19049	-1.5938	0.057748
3	-0.104094	-0.8709	0.19339
4	-0.181529	-1.5188	0.066661
5	-0.171004	-1.4307	0.078479
6	-0.1414	-1.183	0.120398
7	-0.030768	-0.2574	0.398805
8	-0.02254	-0.1886	0.425482
9	-0.038604	-0.323	0.373833
10	-0.009736	-0.0815	0.467657
11	0.03804	0.3183	0.375615
12	-0.129883	-1.0867	0.140453
13	-0.031709	-0.2653	0.395779
14	0.129091	1.0801	0.141912
15	-0.169302	-1.4165	0.080535
16	-0.083318	-0.6971	0.244027
17	-0.066447	-0.5559	0.290015
18	0.028535	0.2387	0.406003
19	0.016932	0.1417	0.443878
20	-0.119089	-0.9964	0.16125
21	-0.010186	-0.0852	0.466165
22	-0.00811	-0.0679	0.473048
23	0.078602	0.6576	0.256466
24	0.021791	0.1823	0.427931
25	0.051201	0.4284	0.334844
26	-0.123543	-1.0336	0.152433
27	-0.020086	-0.168	0.433514
28	-0.059383	-0.4968	0.310433
29	-0.181992	-1.5227	0.066175
30	-0.144066	-1.2053	0.116066
31	0.028092	0.235	0.407434
32	0.001111	0.0093	0.496305
33	0.022062	0.1846	0.427046
34	0.084232	0.7047	0.241656
35	0.036544	0.3058	0.380351
36	0.066375	0.5553	0.290219
37	-0.026683	-0.2232	0.411998
38	-0.096199	-0.8049	0.211813
39	-0.203272	-1.7007	0.046719
40	0.034173	0.2859	0.387894
41	0.036692	0.307	0.379882
42	-0.012532	-0.1048	0.458398
43	0.007754	0.0649	0.474229
44	-0.081221	-0.6795	0.249517
45	0.085204	0.7129	0.239149
46	0.099445	0.832	0.204114
47	-0.118723	-0.9933	0.16199
48	0.043765	0.3662	0.357674
49	-0.022177	-0.1855	0.42667
50	0.003851	0.0322	0.487194
51	-0.062158	-0.52	0.302336
52	0.002861	0.0239	0.490486
53	-0.014817	-0.124	0.450848
54	-0.081989	-0.686	0.247498
55	-0.086205	-0.7212	0.236581
56	-0.017644	-0.1476	0.441532
57	0.014429	0.1207	0.45213
58	-0.072179	-0.6039	0.273933
59	0.038579	0.3228	0.373915
60	-0.105525	-0.8829	0.19016

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 = 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