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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 10:08:02 -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/t1260724119ow0xyzkcm2w788t.htm/, Retrieved Sun, 28 Apr 2024 17:57:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67368, Retrieved Sun, 28 Apr 2024 17:57:55 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

153

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=1 d=0] [2009-12-13 14:12:45] [95cead3ebb75668735f848316249436a]
-   PD                  [(Partial) Autocorrelation Function] [deel2 D=0, d=1] [2009-12-13 17:08:02] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]
-   P                     [(Partial) Autocorrelation Function] [deel2 D=0 d=2] [2009-12-13 17:09:48] [95cead3ebb75668735f848316249436a] 
-   P                       [(Partial) Autocorrelation Function] [deel2 D=1, d=1] [2009-12-13 17:47:20] [95cead3ebb75668735f848316249436a] 
-   P                     [(Partial) Autocorrelation Function] [deel 2 D=1 d=2] [2009-12-13 17:13:07] [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	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=67368&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=67368&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67368&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	0.297675	2.4727	0.007939
2	0.104953	0.8718	0.19317
3	0.233744	1.9416	0.028134
4	0.244153	2.0281	0.023207
5	0.261635	2.1733	0.016596
6	-0.01147	-0.0953	0.462187
7	-0.024756	-0.2056	0.418841
8	0.152832	1.2695	0.104261
9	0.043499	0.3613	0.35948
10	-0.129461	-1.0754	0.142975
11	0.135835	1.1283	0.131544
12	0.010857	0.0902	0.4642
13	-0.03486	-0.2896	0.386508
14	0.081812	0.6796	0.24952
15	-0.024039	-0.1997	0.421157
16	0.063505	0.5275	0.299766
17	-0.108857	-0.9042	0.184509
18	-0.16865	-1.4009	0.08286
19	0.012525	0.104	0.458718
20	-0.100136	-0.8318	0.204197
21	-0.165216	-1.3724	0.087194
22	-0.151732	-1.2604	0.105889
23	-0.117461	-0.9757	0.16631
24	-0.093199	-0.7742	0.220737
25	-0.023928	-0.1988	0.421516
26	-0.099543	-0.8269	0.205582
27	-0.021525	-0.1788	0.42931
28	0.060382	0.5016	0.308783
29	-0.020575	-0.1709	0.432397
30	-0.020746	-0.1723	0.431843
31	-0.054127	-0.4496	0.327199
32	-0.023291	-0.1935	0.42358
33	-0.057827	-0.4803	0.31625
34	-0.085801	-0.7127	0.239213
35	-0.139468	-1.1585	0.125325
36	-0.04181	-0.3473	0.364712
37	-0.021887	-0.1818	0.428135
38	-0.065426	-0.5435	0.29428
39	-0.058594	-0.4867	0.314002
40	-0.073899	-0.6138	0.270667
41	-0.009586	-0.0796	0.468383
42	0.001797	0.0149	0.494067
43	-0.016125	-0.1339	0.446919
44	-0.025179	-0.2092	0.417472
45	-0.067207	-0.5583	0.289236
46	-0.053759	-0.4466	0.328296
47	-0.074171	-0.6161	0.269923
48	-0.059867	-0.4973	0.310282
49	-0.071667	-0.5953	0.276792
50	-0.0079	-0.0656	0.473935
51	-0.021461	-0.1783	0.429517
52	-0.021203	-0.1761	0.430357
53	0.002529	0.021	0.49165
54	-7e-06	-1e-04	0.499976
55	0.045069	0.3744	0.354637
56	-0.004356	-0.0362	0.48562
57	0.016652	0.1383	0.445196
58	0.021067	0.175	0.430799
59	0.024679	0.205	0.419089
60	0.016735	0.139	0.444924

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.297675 & 2.4727 & 0.007939 \tabularnewline
2 & 0.104953 & 0.8718 & 0.19317 \tabularnewline
3 & 0.233744 & 1.9416 & 0.028134 \tabularnewline
4 & 0.244153 & 2.0281 & 0.023207 \tabularnewline
5 & 0.261635 & 2.1733 & 0.016596 \tabularnewline
6 & -0.01147 & -0.0953 & 0.462187 \tabularnewline
7 & -0.024756 & -0.2056 & 0.418841 \tabularnewline
8 & 0.152832 & 1.2695 & 0.104261 \tabularnewline
9 & 0.043499 & 0.3613 & 0.35948 \tabularnewline
10 & -0.129461 & -1.0754 & 0.142975 \tabularnewline
11 & 0.135835 & 1.1283 & 0.131544 \tabularnewline
12 & 0.010857 & 0.0902 & 0.4642 \tabularnewline
13 & -0.03486 & -0.2896 & 0.386508 \tabularnewline
14 & 0.081812 & 0.6796 & 0.24952 \tabularnewline
15 & -0.024039 & -0.1997 & 0.421157 \tabularnewline
16 & 0.063505 & 0.5275 & 0.299766 \tabularnewline
17 & -0.108857 & -0.9042 & 0.184509 \tabularnewline
18 & -0.16865 & -1.4009 & 0.08286 \tabularnewline
19 & 0.012525 & 0.104 & 0.458718 \tabularnewline
20 & -0.100136 & -0.8318 & 0.204197 \tabularnewline
21 & -0.165216 & -1.3724 & 0.087194 \tabularnewline
22 & -0.151732 & -1.2604 & 0.105889 \tabularnewline
23 & -0.117461 & -0.9757 & 0.16631 \tabularnewline
24 & -0.093199 & -0.7742 & 0.220737 \tabularnewline
25 & -0.023928 & -0.1988 & 0.421516 \tabularnewline
26 & -0.099543 & -0.8269 & 0.205582 \tabularnewline
27 & -0.021525 & -0.1788 & 0.42931 \tabularnewline
28 & 0.060382 & 0.5016 & 0.308783 \tabularnewline
29 & -0.020575 & -0.1709 & 0.432397 \tabularnewline
30 & -0.020746 & -0.1723 & 0.431843 \tabularnewline
31 & -0.054127 & -0.4496 & 0.327199 \tabularnewline
32 & -0.023291 & -0.1935 & 0.42358 \tabularnewline
33 & -0.057827 & -0.4803 & 0.31625 \tabularnewline
34 & -0.085801 & -0.7127 & 0.239213 \tabularnewline
35 & -0.139468 & -1.1585 & 0.125325 \tabularnewline
36 & -0.04181 & -0.3473 & 0.364712 \tabularnewline
37 & -0.021887 & -0.1818 & 0.428135 \tabularnewline
38 & -0.065426 & -0.5435 & 0.29428 \tabularnewline
39 & -0.058594 & -0.4867 & 0.314002 \tabularnewline
40 & -0.073899 & -0.6138 & 0.270667 \tabularnewline
41 & -0.009586 & -0.0796 & 0.468383 \tabularnewline
42 & 0.001797 & 0.0149 & 0.494067 \tabularnewline
43 & -0.016125 & -0.1339 & 0.446919 \tabularnewline
44 & -0.025179 & -0.2092 & 0.417472 \tabularnewline
45 & -0.067207 & -0.5583 & 0.289236 \tabularnewline
46 & -0.053759 & -0.4466 & 0.328296 \tabularnewline
47 & -0.074171 & -0.6161 & 0.269923 \tabularnewline
48 & -0.059867 & -0.4973 & 0.310282 \tabularnewline
49 & -0.071667 & -0.5953 & 0.276792 \tabularnewline
50 & -0.0079 & -0.0656 & 0.473935 \tabularnewline
51 & -0.021461 & -0.1783 & 0.429517 \tabularnewline
52 & -0.021203 & -0.1761 & 0.430357 \tabularnewline
53 & 0.002529 & 0.021 & 0.49165 \tabularnewline
54 & -7e-06 & -1e-04 & 0.499976 \tabularnewline
55 & 0.045069 & 0.3744 & 0.354637 \tabularnewline
56 & -0.004356 & -0.0362 & 0.48562 \tabularnewline
57 & 0.016652 & 0.1383 & 0.445196 \tabularnewline
58 & 0.021067 & 0.175 & 0.430799 \tabularnewline
59 & 0.024679 & 0.205 & 0.419089 \tabularnewline
60 & 0.016735 & 0.139 & 0.444924 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67368&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]0.297675[/C][C]2.4727[/C][C]0.007939[/C][/ROW]
[ROW][C]2[/C][C]0.104953[/C][C]0.8718[/C][C]0.19317[/C][/ROW]
[ROW][C]3[/C][C]0.233744[/C][C]1.9416[/C][C]0.028134[/C][/ROW]
[ROW][C]4[/C][C]0.244153[/C][C]2.0281[/C][C]0.023207[/C][/ROW]
[ROW][C]5[/C][C]0.261635[/C][C]2.1733[/C][C]0.016596[/C][/ROW]
[ROW][C]6[/C][C]-0.01147[/C][C]-0.0953[/C][C]0.462187[/C][/ROW]
[ROW][C]7[/C][C]-0.024756[/C][C]-0.2056[/C][C]0.418841[/C][/ROW]
[ROW][C]8[/C][C]0.152832[/C][C]1.2695[/C][C]0.104261[/C][/ROW]
[ROW][C]9[/C][C]0.043499[/C][C]0.3613[/C][C]0.35948[/C][/ROW]
[ROW][C]10[/C][C]-0.129461[/C][C]-1.0754[/C][C]0.142975[/C][/ROW]
[ROW][C]11[/C][C]0.135835[/C][C]1.1283[/C][C]0.131544[/C][/ROW]
[ROW][C]12[/C][C]0.010857[/C][C]0.0902[/C][C]0.4642[/C][/ROW]
[ROW][C]13[/C][C]-0.03486[/C][C]-0.2896[/C][C]0.386508[/C][/ROW]
[ROW][C]14[/C][C]0.081812[/C][C]0.6796[/C][C]0.24952[/C][/ROW]
[ROW][C]15[/C][C]-0.024039[/C][C]-0.1997[/C][C]0.421157[/C][/ROW]
[ROW][C]16[/C][C]0.063505[/C][C]0.5275[/C][C]0.299766[/C][/ROW]
[ROW][C]17[/C][C]-0.108857[/C][C]-0.9042[/C][C]0.184509[/C][/ROW]
[ROW][C]18[/C][C]-0.16865[/C][C]-1.4009[/C][C]0.08286[/C][/ROW]
[ROW][C]19[/C][C]0.012525[/C][C]0.104[/C][C]0.458718[/C][/ROW]
[ROW][C]20[/C][C]-0.100136[/C][C]-0.8318[/C][C]0.204197[/C][/ROW]
[ROW][C]21[/C][C]-0.165216[/C][C]-1.3724[/C][C]0.087194[/C][/ROW]
[ROW][C]22[/C][C]-0.151732[/C][C]-1.2604[/C][C]0.105889[/C][/ROW]
[ROW][C]23[/C][C]-0.117461[/C][C]-0.9757[/C][C]0.16631[/C][/ROW]
[ROW][C]24[/C][C]-0.093199[/C][C]-0.7742[/C][C]0.220737[/C][/ROW]
[ROW][C]25[/C][C]-0.023928[/C][C]-0.1988[/C][C]0.421516[/C][/ROW]
[ROW][C]26[/C][C]-0.099543[/C][C]-0.8269[/C][C]0.205582[/C][/ROW]
[ROW][C]27[/C][C]-0.021525[/C][C]-0.1788[/C][C]0.42931[/C][/ROW]
[ROW][C]28[/C][C]0.060382[/C][C]0.5016[/C][C]0.308783[/C][/ROW]
[ROW][C]29[/C][C]-0.020575[/C][C]-0.1709[/C][C]0.432397[/C][/ROW]
[ROW][C]30[/C][C]-0.020746[/C][C]-0.1723[/C][C]0.431843[/C][/ROW]
[ROW][C]31[/C][C]-0.054127[/C][C]-0.4496[/C][C]0.327199[/C][/ROW]
[ROW][C]32[/C][C]-0.023291[/C][C]-0.1935[/C][C]0.42358[/C][/ROW]
[ROW][C]33[/C][C]-0.057827[/C][C]-0.4803[/C][C]0.31625[/C][/ROW]
[ROW][C]34[/C][C]-0.085801[/C][C]-0.7127[/C][C]0.239213[/C][/ROW]
[ROW][C]35[/C][C]-0.139468[/C][C]-1.1585[/C][C]0.125325[/C][/ROW]
[ROW][C]36[/C][C]-0.04181[/C][C]-0.3473[/C][C]0.364712[/C][/ROW]
[ROW][C]37[/C][C]-0.021887[/C][C]-0.1818[/C][C]0.428135[/C][/ROW]
[ROW][C]38[/C][C]-0.065426[/C][C]-0.5435[/C][C]0.29428[/C][/ROW]
[ROW][C]39[/C][C]-0.058594[/C][C]-0.4867[/C][C]0.314002[/C][/ROW]
[ROW][C]40[/C][C]-0.073899[/C][C]-0.6138[/C][C]0.270667[/C][/ROW]
[ROW][C]41[/C][C]-0.009586[/C][C]-0.0796[/C][C]0.468383[/C][/ROW]
[ROW][C]42[/C][C]0.001797[/C][C]0.0149[/C][C]0.494067[/C][/ROW]
[ROW][C]43[/C][C]-0.016125[/C][C]-0.1339[/C][C]0.446919[/C][/ROW]
[ROW][C]44[/C][C]-0.025179[/C][C]-0.2092[/C][C]0.417472[/C][/ROW]
[ROW][C]45[/C][C]-0.067207[/C][C]-0.5583[/C][C]0.289236[/C][/ROW]
[ROW][C]46[/C][C]-0.053759[/C][C]-0.4466[/C][C]0.328296[/C][/ROW]
[ROW][C]47[/C][C]-0.074171[/C][C]-0.6161[/C][C]0.269923[/C][/ROW]
[ROW][C]48[/C][C]-0.059867[/C][C]-0.4973[/C][C]0.310282[/C][/ROW]
[ROW][C]49[/C][C]-0.071667[/C][C]-0.5953[/C][C]0.276792[/C][/ROW]
[ROW][C]50[/C][C]-0.0079[/C][C]-0.0656[/C][C]0.473935[/C][/ROW]
[ROW][C]51[/C][C]-0.021461[/C][C]-0.1783[/C][C]0.429517[/C][/ROW]
[ROW][C]52[/C][C]-0.021203[/C][C]-0.1761[/C][C]0.430357[/C][/ROW]
[ROW][C]53[/C][C]0.002529[/C][C]0.021[/C][C]0.49165[/C][/ROW]
[ROW][C]54[/C][C]-7e-06[/C][C]-1e-04[/C][C]0.499976[/C][/ROW]
[ROW][C]55[/C][C]0.045069[/C][C]0.3744[/C][C]0.354637[/C][/ROW]
[ROW][C]56[/C][C]-0.004356[/C][C]-0.0362[/C][C]0.48562[/C][/ROW]
[ROW][C]57[/C][C]0.016652[/C][C]0.1383[/C][C]0.445196[/C][/ROW]
[ROW][C]58[/C][C]0.021067[/C][C]0.175[/C][C]0.430799[/C][/ROW]
[ROW][C]59[/C][C]0.024679[/C][C]0.205[/C][C]0.419089[/C][/ROW]
[ROW][C]60[/C][C]0.016735[/C][C]0.139[/C][C]0.444924[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67368&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67368&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	0.297675	2.4727	0.007939
2	0.104953	0.8718	0.19317
3	0.233744	1.9416	0.028134
4	0.244153	2.0281	0.023207
5	0.261635	2.1733	0.016596
6	-0.01147	-0.0953	0.462187
7	-0.024756	-0.2056	0.418841
8	0.152832	1.2695	0.104261
9	0.043499	0.3613	0.35948
10	-0.129461	-1.0754	0.142975
11	0.135835	1.1283	0.131544
12	0.010857	0.0902	0.4642
13	-0.03486	-0.2896	0.386508
14	0.081812	0.6796	0.24952
15	-0.024039	-0.1997	0.421157
16	0.063505	0.5275	0.299766
17	-0.108857	-0.9042	0.184509
18	-0.16865	-1.4009	0.08286
19	0.012525	0.104	0.458718
20	-0.100136	-0.8318	0.204197
21	-0.165216	-1.3724	0.087194
22	-0.151732	-1.2604	0.105889
23	-0.117461	-0.9757	0.16631
24	-0.093199	-0.7742	0.220737
25	-0.023928	-0.1988	0.421516
26	-0.099543	-0.8269	0.205582
27	-0.021525	-0.1788	0.42931
28	0.060382	0.5016	0.308783
29	-0.020575	-0.1709	0.432397
30	-0.020746	-0.1723	0.431843
31	-0.054127	-0.4496	0.327199
32	-0.023291	-0.1935	0.42358
33	-0.057827	-0.4803	0.31625
34	-0.085801	-0.7127	0.239213
35	-0.139468	-1.1585	0.125325
36	-0.04181	-0.3473	0.364712
37	-0.021887	-0.1818	0.428135
38	-0.065426	-0.5435	0.29428
39	-0.058594	-0.4867	0.314002
40	-0.073899	-0.6138	0.270667
41	-0.009586	-0.0796	0.468383
42	0.001797	0.0149	0.494067
43	-0.016125	-0.1339	0.446919
44	-0.025179	-0.2092	0.417472
45	-0.067207	-0.5583	0.289236
46	-0.053759	-0.4466	0.328296
47	-0.074171	-0.6161	0.269923
48	-0.059867	-0.4973	0.310282
49	-0.071667	-0.5953	0.276792
50	-0.0079	-0.0656	0.473935
51	-0.021461	-0.1783	0.429517
52	-0.021203	-0.1761	0.430357
53	0.002529	0.021	0.49165
54	-7e-06	-1e-04	0.499976
55	0.045069	0.3744	0.354637
56	-0.004356	-0.0362	0.48562
57	0.016652	0.1383	0.445196
58	0.021067	0.175	0.430799
59	0.024679	0.205	0.419089
60	0.016735	0.139	0.444924

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.297675	2.4727	0.007939
2	0.017931	0.1489	0.441014
3	0.217018	1.8027	0.037902
4	0.134656	1.1185	0.133608
5	0.174517	1.4497	0.075843
6	-0.194225	-1.6134	0.055616
7	-0.056242	-0.4672	0.32092
8	0.07953	0.6606	0.255527
9	-0.050041	-0.4157	0.339469
10	-0.152563	-1.2673	0.104657
11	0.290474	2.4129	0.009245
12	-0.141157	-1.1725	0.122506
13	-0.026611	-0.221	0.412854
14	0.151575	1.2591	0.106122
15	-0.056824	-0.472	0.319203
16	-0.065759	-0.5462	0.293333
17	-0.110342	-0.9166	0.18128
18	-0.071339	-0.5926	0.277697
19	-0.035567	-0.2954	0.384272
20	-0.08208	-0.6818	0.248823
21	0.053343	0.4431	0.32954
22	-0.12905	-1.072	0.143735
23	0.014743	0.1225	0.451445
24	0.005756	0.0478	0.481002
25	0.075857	0.6301	0.26535
26	-0.011587	-0.0963	0.461799
27	0.020808	0.1728	0.43164
28	0.094524	0.7852	0.21752
29	-0.010588	-0.0879	0.465087
30	-0.14751	-1.2253	0.112313
31	0.049766	0.4134	0.340302
32	-0.040672	-0.3378	0.368252
33	-0.132738	-1.1026	0.137016
34	0.028633	0.2378	0.406353
35	-0.073532	-0.6108	0.271668
36	0.01877	0.1559	0.438278
37	0.032974	0.2739	0.392487
38	0.062796	0.5216	0.301802
39	-0.115003	-0.9553	0.171384
40	-0.07779	-0.6462	0.260157
41	0.039896	0.3314	0.370672
42	-0.040534	-0.3367	0.368683
43	-0.022518	-0.187	0.426087
44	0.035445	0.2944	0.384658
45	-0.106339	-0.8833	0.190067
46	0.01308	0.1087	0.456897
47	-0.079016	-0.6564	0.256889
48	0.01847	0.1534	0.439258
49	0.015438	0.1282	0.449168
50	0.070252	0.5836	0.280711
51	-0.006136	-0.051	0.47975
52	-0.001237	-0.0103	0.495917
53	-0.049363	-0.41	0.341525
54	0.024556	0.204	0.419487
55	-0.044989	-0.3737	0.354885
56	-0.029658	-0.2464	0.40307
57	-0.070096	-0.5823	0.281145
58	0.042981	0.357	0.361082
59	0.015708	0.1305	0.448284
60	0.024319	0.202	0.420252

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.297675 & 2.4727 & 0.007939 \tabularnewline
2 & 0.017931 & 0.1489 & 0.441014 \tabularnewline
3 & 0.217018 & 1.8027 & 0.037902 \tabularnewline
4 & 0.134656 & 1.1185 & 0.133608 \tabularnewline
5 & 0.174517 & 1.4497 & 0.075843 \tabularnewline
6 & -0.194225 & -1.6134 & 0.055616 \tabularnewline
7 & -0.056242 & -0.4672 & 0.32092 \tabularnewline
8 & 0.07953 & 0.6606 & 0.255527 \tabularnewline
9 & -0.050041 & -0.4157 & 0.339469 \tabularnewline
10 & -0.152563 & -1.2673 & 0.104657 \tabularnewline
11 & 0.290474 & 2.4129 & 0.009245 \tabularnewline
12 & -0.141157 & -1.1725 & 0.122506 \tabularnewline
13 & -0.026611 & -0.221 & 0.412854 \tabularnewline
14 & 0.151575 & 1.2591 & 0.106122 \tabularnewline
15 & -0.056824 & -0.472 & 0.319203 \tabularnewline
16 & -0.065759 & -0.5462 & 0.293333 \tabularnewline
17 & -0.110342 & -0.9166 & 0.18128 \tabularnewline
18 & -0.071339 & -0.5926 & 0.277697 \tabularnewline
19 & -0.035567 & -0.2954 & 0.384272 \tabularnewline
20 & -0.08208 & -0.6818 & 0.248823 \tabularnewline
21 & 0.053343 & 0.4431 & 0.32954 \tabularnewline
22 & -0.12905 & -1.072 & 0.143735 \tabularnewline
23 & 0.014743 & 0.1225 & 0.451445 \tabularnewline
24 & 0.005756 & 0.0478 & 0.481002 \tabularnewline
25 & 0.075857 & 0.6301 & 0.26535 \tabularnewline
26 & -0.011587 & -0.0963 & 0.461799 \tabularnewline
27 & 0.020808 & 0.1728 & 0.43164 \tabularnewline
28 & 0.094524 & 0.7852 & 0.21752 \tabularnewline
29 & -0.010588 & -0.0879 & 0.465087 \tabularnewline
30 & -0.14751 & -1.2253 & 0.112313 \tabularnewline
31 & 0.049766 & 0.4134 & 0.340302 \tabularnewline
32 & -0.040672 & -0.3378 & 0.368252 \tabularnewline
33 & -0.132738 & -1.1026 & 0.137016 \tabularnewline
34 & 0.028633 & 0.2378 & 0.406353 \tabularnewline
35 & -0.073532 & -0.6108 & 0.271668 \tabularnewline
36 & 0.01877 & 0.1559 & 0.438278 \tabularnewline
37 & 0.032974 & 0.2739 & 0.392487 \tabularnewline
38 & 0.062796 & 0.5216 & 0.301802 \tabularnewline
39 & -0.115003 & -0.9553 & 0.171384 \tabularnewline
40 & -0.07779 & -0.6462 & 0.260157 \tabularnewline
41 & 0.039896 & 0.3314 & 0.370672 \tabularnewline
42 & -0.040534 & -0.3367 & 0.368683 \tabularnewline
43 & -0.022518 & -0.187 & 0.426087 \tabularnewline
44 & 0.035445 & 0.2944 & 0.384658 \tabularnewline
45 & -0.106339 & -0.8833 & 0.190067 \tabularnewline
46 & 0.01308 & 0.1087 & 0.456897 \tabularnewline
47 & -0.079016 & -0.6564 & 0.256889 \tabularnewline
48 & 0.01847 & 0.1534 & 0.439258 \tabularnewline
49 & 0.015438 & 0.1282 & 0.449168 \tabularnewline
50 & 0.070252 & 0.5836 & 0.280711 \tabularnewline
51 & -0.006136 & -0.051 & 0.47975 \tabularnewline
52 & -0.001237 & -0.0103 & 0.495917 \tabularnewline
53 & -0.049363 & -0.41 & 0.341525 \tabularnewline
54 & 0.024556 & 0.204 & 0.419487 \tabularnewline
55 & -0.044989 & -0.3737 & 0.354885 \tabularnewline
56 & -0.029658 & -0.2464 & 0.40307 \tabularnewline
57 & -0.070096 & -0.5823 & 0.281145 \tabularnewline
58 & 0.042981 & 0.357 & 0.361082 \tabularnewline
59 & 0.015708 & 0.1305 & 0.448284 \tabularnewline
60 & 0.024319 & 0.202 & 0.420252 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67368&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]0.297675[/C][C]2.4727[/C][C]0.007939[/C][/ROW]
[ROW][C]2[/C][C]0.017931[/C][C]0.1489[/C][C]0.441014[/C][/ROW]
[ROW][C]3[/C][C]0.217018[/C][C]1.8027[/C][C]0.037902[/C][/ROW]
[ROW][C]4[/C][C]0.134656[/C][C]1.1185[/C][C]0.133608[/C][/ROW]
[ROW][C]5[/C][C]0.174517[/C][C]1.4497[/C][C]0.075843[/C][/ROW]
[ROW][C]6[/C][C]-0.194225[/C][C]-1.6134[/C][C]0.055616[/C][/ROW]
[ROW][C]7[/C][C]-0.056242[/C][C]-0.4672[/C][C]0.32092[/C][/ROW]
[ROW][C]8[/C][C]0.07953[/C][C]0.6606[/C][C]0.255527[/C][/ROW]
[ROW][C]9[/C][C]-0.050041[/C][C]-0.4157[/C][C]0.339469[/C][/ROW]
[ROW][C]10[/C][C]-0.152563[/C][C]-1.2673[/C][C]0.104657[/C][/ROW]
[ROW][C]11[/C][C]0.290474[/C][C]2.4129[/C][C]0.009245[/C][/ROW]
[ROW][C]12[/C][C]-0.141157[/C][C]-1.1725[/C][C]0.122506[/C][/ROW]
[ROW][C]13[/C][C]-0.026611[/C][C]-0.221[/C][C]0.412854[/C][/ROW]
[ROW][C]14[/C][C]0.151575[/C][C]1.2591[/C][C]0.106122[/C][/ROW]
[ROW][C]15[/C][C]-0.056824[/C][C]-0.472[/C][C]0.319203[/C][/ROW]
[ROW][C]16[/C][C]-0.065759[/C][C]-0.5462[/C][C]0.293333[/C][/ROW]
[ROW][C]17[/C][C]-0.110342[/C][C]-0.9166[/C][C]0.18128[/C][/ROW]
[ROW][C]18[/C][C]-0.071339[/C][C]-0.5926[/C][C]0.277697[/C][/ROW]
[ROW][C]19[/C][C]-0.035567[/C][C]-0.2954[/C][C]0.384272[/C][/ROW]
[ROW][C]20[/C][C]-0.08208[/C][C]-0.6818[/C][C]0.248823[/C][/ROW]
[ROW][C]21[/C][C]0.053343[/C][C]0.4431[/C][C]0.32954[/C][/ROW]
[ROW][C]22[/C][C]-0.12905[/C][C]-1.072[/C][C]0.143735[/C][/ROW]
[ROW][C]23[/C][C]0.014743[/C][C]0.1225[/C][C]0.451445[/C][/ROW]
[ROW][C]24[/C][C]0.005756[/C][C]0.0478[/C][C]0.481002[/C][/ROW]
[ROW][C]25[/C][C]0.075857[/C][C]0.6301[/C][C]0.26535[/C][/ROW]
[ROW][C]26[/C][C]-0.011587[/C][C]-0.0963[/C][C]0.461799[/C][/ROW]
[ROW][C]27[/C][C]0.020808[/C][C]0.1728[/C][C]0.43164[/C][/ROW]
[ROW][C]28[/C][C]0.094524[/C][C]0.7852[/C][C]0.21752[/C][/ROW]
[ROW][C]29[/C][C]-0.010588[/C][C]-0.0879[/C][C]0.465087[/C][/ROW]
[ROW][C]30[/C][C]-0.14751[/C][C]-1.2253[/C][C]0.112313[/C][/ROW]
[ROW][C]31[/C][C]0.049766[/C][C]0.4134[/C][C]0.340302[/C][/ROW]
[ROW][C]32[/C][C]-0.040672[/C][C]-0.3378[/C][C]0.368252[/C][/ROW]
[ROW][C]33[/C][C]-0.132738[/C][C]-1.1026[/C][C]0.137016[/C][/ROW]
[ROW][C]34[/C][C]0.028633[/C][C]0.2378[/C][C]0.406353[/C][/ROW]
[ROW][C]35[/C][C]-0.073532[/C][C]-0.6108[/C][C]0.271668[/C][/ROW]
[ROW][C]36[/C][C]0.01877[/C][C]0.1559[/C][C]0.438278[/C][/ROW]
[ROW][C]37[/C][C]0.032974[/C][C]0.2739[/C][C]0.392487[/C][/ROW]
[ROW][C]38[/C][C]0.062796[/C][C]0.5216[/C][C]0.301802[/C][/ROW]
[ROW][C]39[/C][C]-0.115003[/C][C]-0.9553[/C][C]0.171384[/C][/ROW]
[ROW][C]40[/C][C]-0.07779[/C][C]-0.6462[/C][C]0.260157[/C][/ROW]
[ROW][C]41[/C][C]0.039896[/C][C]0.3314[/C][C]0.370672[/C][/ROW]
[ROW][C]42[/C][C]-0.040534[/C][C]-0.3367[/C][C]0.368683[/C][/ROW]
[ROW][C]43[/C][C]-0.022518[/C][C]-0.187[/C][C]0.426087[/C][/ROW]
[ROW][C]44[/C][C]0.035445[/C][C]0.2944[/C][C]0.384658[/C][/ROW]
[ROW][C]45[/C][C]-0.106339[/C][C]-0.8833[/C][C]0.190067[/C][/ROW]
[ROW][C]46[/C][C]0.01308[/C][C]0.1087[/C][C]0.456897[/C][/ROW]
[ROW][C]47[/C][C]-0.079016[/C][C]-0.6564[/C][C]0.256889[/C][/ROW]
[ROW][C]48[/C][C]0.01847[/C][C]0.1534[/C][C]0.439258[/C][/ROW]
[ROW][C]49[/C][C]0.015438[/C][C]0.1282[/C][C]0.449168[/C][/ROW]
[ROW][C]50[/C][C]0.070252[/C][C]0.5836[/C][C]0.280711[/C][/ROW]
[ROW][C]51[/C][C]-0.006136[/C][C]-0.051[/C][C]0.47975[/C][/ROW]
[ROW][C]52[/C][C]-0.001237[/C][C]-0.0103[/C][C]0.495917[/C][/ROW]
[ROW][C]53[/C][C]-0.049363[/C][C]-0.41[/C][C]0.341525[/C][/ROW]
[ROW][C]54[/C][C]0.024556[/C][C]0.204[/C][C]0.419487[/C][/ROW]
[ROW][C]55[/C][C]-0.044989[/C][C]-0.3737[/C][C]0.354885[/C][/ROW]
[ROW][C]56[/C][C]-0.029658[/C][C]-0.2464[/C][C]0.40307[/C][/ROW]
[ROW][C]57[/C][C]-0.070096[/C][C]-0.5823[/C][C]0.281145[/C][/ROW]
[ROW][C]58[/C][C]0.042981[/C][C]0.357[/C][C]0.361082[/C][/ROW]
[ROW][C]59[/C][C]0.015708[/C][C]0.1305[/C][C]0.448284[/C][/ROW]
[ROW][C]60[/C][C]0.024319[/C][C]0.202[/C][C]0.420252[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67368&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67368&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	0.297675	2.4727	0.007939
2	0.017931	0.1489	0.441014
3	0.217018	1.8027	0.037902
4	0.134656	1.1185	0.133608
5	0.174517	1.4497	0.075843
6	-0.194225	-1.6134	0.055616
7	-0.056242	-0.4672	0.32092
8	0.07953	0.6606	0.255527
9	-0.050041	-0.4157	0.339469
10	-0.152563	-1.2673	0.104657
11	0.290474	2.4129	0.009245
12	-0.141157	-1.1725	0.122506
13	-0.026611	-0.221	0.412854
14	0.151575	1.2591	0.106122
15	-0.056824	-0.472	0.319203
16	-0.065759	-0.5462	0.293333
17	-0.110342	-0.9166	0.18128
18	-0.071339	-0.5926	0.277697
19	-0.035567	-0.2954	0.384272
20	-0.08208	-0.6818	0.248823
21	0.053343	0.4431	0.32954
22	-0.12905	-1.072	0.143735
23	0.014743	0.1225	0.451445
24	0.005756	0.0478	0.481002
25	0.075857	0.6301	0.26535
26	-0.011587	-0.0963	0.461799
27	0.020808	0.1728	0.43164
28	0.094524	0.7852	0.21752
29	-0.010588	-0.0879	0.465087
30	-0.14751	-1.2253	0.112313
31	0.049766	0.4134	0.340302
32	-0.040672	-0.3378	0.368252
33	-0.132738	-1.1026	0.137016
34	0.028633	0.2378	0.406353
35	-0.073532	-0.6108	0.271668
36	0.01877	0.1559	0.438278
37	0.032974	0.2739	0.392487
38	0.062796	0.5216	0.301802
39	-0.115003	-0.9553	0.171384
40	-0.07779	-0.6462	0.260157
41	0.039896	0.3314	0.370672
42	-0.040534	-0.3367	0.368683
43	-0.022518	-0.187	0.426087
44	0.035445	0.2944	0.384658
45	-0.106339	-0.8833	0.190067
46	0.01308	0.1087	0.456897
47	-0.079016	-0.6564	0.256889
48	0.01847	0.1534	0.439258
49	0.015438	0.1282	0.449168
50	0.070252	0.5836	0.280711
51	-0.006136	-0.051	0.47975
52	-0.001237	-0.0103	0.495917
53	-0.049363	-0.41	0.341525
54	0.024556	0.204	0.419487
55	-0.044989	-0.3737	0.354885
56	-0.029658	-0.2464	0.40307
57	-0.070096	-0.5823	0.281145
58	0.042981	0.357	0.361082
59	0.015708	0.1305	0.448284
60	0.024319	0.202	0.420252

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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