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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 10:09:48 -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/t1260724316ntb98qw6un3jj9t.htm/, Retrieved Sun, 28 Apr 2024 14:44:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67369, Retrieved Sun, 28 Apr 2024 14:44:59 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

128

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] [95cead3ebb75668735f848316249436a]
-   P                     [(Partial) Autocorrelation Function] [deel2 D=0 d=2] [2009-12-13 17:09:48] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]
-   P                       [(Partial) Autocorrelation Function] [deel2 D=1, d=1] [2009-12-13 17:47:20] [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=67369&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=67369&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67369&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	-0.362498	-2.9892	0.001945
2	-0.234612	-1.9347	0.028597
3	0.093061	0.7674	0.22275
4	-0.007031	-0.058	0.476967
5	0.204408	1.6856	0.048229
6	-0.187683	-1.5477	0.063171
7	-0.131489	-1.0843	0.141034
8	0.205157	1.6918	0.047635
9	0.042769	0.3527	0.362709
10	-0.308073	-2.5404	0.00668
11	0.28016	2.3103	0.011957
12	-0.043959	-0.3625	0.359055
13	-0.130222	-1.0738	0.143346
14	0.157113	1.2956	0.09975
15	-0.124394	-1.0258	0.154316
16	0.17865	1.4732	0.072658
17	-0.08717	-0.7188	0.237356
18	-0.179036	-1.4764	0.07223
19	0.217988	1.7976	0.038342
20	-0.032137	-0.265	0.395903
21	-0.054199	-0.4469	0.32817
22	-0.02363	-0.1949	0.423043
23	0.014001	0.1155	0.454213
24	-0.042641	-0.3516	0.363104
25	0.105956	0.8737	0.192669
26	-0.09497	-0.7831	0.218131
27	-0.007802	-0.0643	0.474447
28	0.121134	0.9989	0.160693
29	-0.07344	-0.6056	0.273399
30	0.019745	0.1628	0.43557
31	-0.035143	-0.2898	0.386426
32	0.039916	0.3292	0.371524
33	-0.003612	-0.0298	0.488164
34	0.018928	0.1561	0.438214
35	-0.109421	-0.9023	0.185038
36	0.055951	0.4614	0.322997
37	0.053237	0.439	0.331024
38	-0.04915	-0.4053	0.343265
39	0.020544	0.1694	0.432987
40	-0.042561	-0.351	0.363348
41	0.034023	0.2806	0.38995
42	0.028665	0.2364	0.406924
43	-0.023579	-0.1944	0.423207
44	0.021189	0.1747	0.430906
45	-0.025639	-0.2114	0.416595
46	0.014596	0.1204	0.452276
47	-0.014458	-0.1192	0.452724
48	0.015254	0.1258	0.450134
49	-0.056464	-0.4656	0.321491
50	0.046291	0.3817	0.351927
51	-0.001642	-0.0135	0.494619
52	-0.008578	-0.0707	0.471907
53	0.026552	0.219	0.413671
54	-0.050926	-0.4199	0.337925
55	0.07037	0.5803	0.281819
56	-0.030828	-0.2542	0.400048
57	-0.005316	-0.0438	0.482581
58	-0.000678	-0.0056	0.497778
59	0.001719	0.0142	0.494366
60	0.006328	0.0522	0.479269

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.362498 & -2.9892 & 0.001945 \tabularnewline
2 & -0.234612 & -1.9347 & 0.028597 \tabularnewline
3 & 0.093061 & 0.7674 & 0.22275 \tabularnewline
4 & -0.007031 & -0.058 & 0.476967 \tabularnewline
5 & 0.204408 & 1.6856 & 0.048229 \tabularnewline
6 & -0.187683 & -1.5477 & 0.063171 \tabularnewline
7 & -0.131489 & -1.0843 & 0.141034 \tabularnewline
8 & 0.205157 & 1.6918 & 0.047635 \tabularnewline
9 & 0.042769 & 0.3527 & 0.362709 \tabularnewline
10 & -0.308073 & -2.5404 & 0.00668 \tabularnewline
11 & 0.28016 & 2.3103 & 0.011957 \tabularnewline
12 & -0.043959 & -0.3625 & 0.359055 \tabularnewline
13 & -0.130222 & -1.0738 & 0.143346 \tabularnewline
14 & 0.157113 & 1.2956 & 0.09975 \tabularnewline
15 & -0.124394 & -1.0258 & 0.154316 \tabularnewline
16 & 0.17865 & 1.4732 & 0.072658 \tabularnewline
17 & -0.08717 & -0.7188 & 0.237356 \tabularnewline
18 & -0.179036 & -1.4764 & 0.07223 \tabularnewline
19 & 0.217988 & 1.7976 & 0.038342 \tabularnewline
20 & -0.032137 & -0.265 & 0.395903 \tabularnewline
21 & -0.054199 & -0.4469 & 0.32817 \tabularnewline
22 & -0.02363 & -0.1949 & 0.423043 \tabularnewline
23 & 0.014001 & 0.1155 & 0.454213 \tabularnewline
24 & -0.042641 & -0.3516 & 0.363104 \tabularnewline
25 & 0.105956 & 0.8737 & 0.192669 \tabularnewline
26 & -0.09497 & -0.7831 & 0.218131 \tabularnewline
27 & -0.007802 & -0.0643 & 0.474447 \tabularnewline
28 & 0.121134 & 0.9989 & 0.160693 \tabularnewline
29 & -0.07344 & -0.6056 & 0.273399 \tabularnewline
30 & 0.019745 & 0.1628 & 0.43557 \tabularnewline
31 & -0.035143 & -0.2898 & 0.386426 \tabularnewline
32 & 0.039916 & 0.3292 & 0.371524 \tabularnewline
33 & -0.003612 & -0.0298 & 0.488164 \tabularnewline
34 & 0.018928 & 0.1561 & 0.438214 \tabularnewline
35 & -0.109421 & -0.9023 & 0.185038 \tabularnewline
36 & 0.055951 & 0.4614 & 0.322997 \tabularnewline
37 & 0.053237 & 0.439 & 0.331024 \tabularnewline
38 & -0.04915 & -0.4053 & 0.343265 \tabularnewline
39 & 0.020544 & 0.1694 & 0.432987 \tabularnewline
40 & -0.042561 & -0.351 & 0.363348 \tabularnewline
41 & 0.034023 & 0.2806 & 0.38995 \tabularnewline
42 & 0.028665 & 0.2364 & 0.406924 \tabularnewline
43 & -0.023579 & -0.1944 & 0.423207 \tabularnewline
44 & 0.021189 & 0.1747 & 0.430906 \tabularnewline
45 & -0.025639 & -0.2114 & 0.416595 \tabularnewline
46 & 0.014596 & 0.1204 & 0.452276 \tabularnewline
47 & -0.014458 & -0.1192 & 0.452724 \tabularnewline
48 & 0.015254 & 0.1258 & 0.450134 \tabularnewline
49 & -0.056464 & -0.4656 & 0.321491 \tabularnewline
50 & 0.046291 & 0.3817 & 0.351927 \tabularnewline
51 & -0.001642 & -0.0135 & 0.494619 \tabularnewline
52 & -0.008578 & -0.0707 & 0.471907 \tabularnewline
53 & 0.026552 & 0.219 & 0.413671 \tabularnewline
54 & -0.050926 & -0.4199 & 0.337925 \tabularnewline
55 & 0.07037 & 0.5803 & 0.281819 \tabularnewline
56 & -0.030828 & -0.2542 & 0.400048 \tabularnewline
57 & -0.005316 & -0.0438 & 0.482581 \tabularnewline
58 & -0.000678 & -0.0056 & 0.497778 \tabularnewline
59 & 0.001719 & 0.0142 & 0.494366 \tabularnewline
60 & 0.006328 & 0.0522 & 0.479269 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67369&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]-0.362498[/C][C]-2.9892[/C][C]0.001945[/C][/ROW]
[ROW][C]2[/C][C]-0.234612[/C][C]-1.9347[/C][C]0.028597[/C][/ROW]
[ROW][C]3[/C][C]0.093061[/C][C]0.7674[/C][C]0.22275[/C][/ROW]
[ROW][C]4[/C][C]-0.007031[/C][C]-0.058[/C][C]0.476967[/C][/ROW]
[ROW][C]5[/C][C]0.204408[/C][C]1.6856[/C][C]0.048229[/C][/ROW]
[ROW][C]6[/C][C]-0.187683[/C][C]-1.5477[/C][C]0.063171[/C][/ROW]
[ROW][C]7[/C][C]-0.131489[/C][C]-1.0843[/C][C]0.141034[/C][/ROW]
[ROW][C]8[/C][C]0.205157[/C][C]1.6918[/C][C]0.047635[/C][/ROW]
[ROW][C]9[/C][C]0.042769[/C][C]0.3527[/C][C]0.362709[/C][/ROW]
[ROW][C]10[/C][C]-0.308073[/C][C]-2.5404[/C][C]0.00668[/C][/ROW]
[ROW][C]11[/C][C]0.28016[/C][C]2.3103[/C][C]0.011957[/C][/ROW]
[ROW][C]12[/C][C]-0.043959[/C][C]-0.3625[/C][C]0.359055[/C][/ROW]
[ROW][C]13[/C][C]-0.130222[/C][C]-1.0738[/C][C]0.143346[/C][/ROW]
[ROW][C]14[/C][C]0.157113[/C][C]1.2956[/C][C]0.09975[/C][/ROW]
[ROW][C]15[/C][C]-0.124394[/C][C]-1.0258[/C][C]0.154316[/C][/ROW]
[ROW][C]16[/C][C]0.17865[/C][C]1.4732[/C][C]0.072658[/C][/ROW]
[ROW][C]17[/C][C]-0.08717[/C][C]-0.7188[/C][C]0.237356[/C][/ROW]
[ROW][C]18[/C][C]-0.179036[/C][C]-1.4764[/C][C]0.07223[/C][/ROW]
[ROW][C]19[/C][C]0.217988[/C][C]1.7976[/C][C]0.038342[/C][/ROW]
[ROW][C]20[/C][C]-0.032137[/C][C]-0.265[/C][C]0.395903[/C][/ROW]
[ROW][C]21[/C][C]-0.054199[/C][C]-0.4469[/C][C]0.32817[/C][/ROW]
[ROW][C]22[/C][C]-0.02363[/C][C]-0.1949[/C][C]0.423043[/C][/ROW]
[ROW][C]23[/C][C]0.014001[/C][C]0.1155[/C][C]0.454213[/C][/ROW]
[ROW][C]24[/C][C]-0.042641[/C][C]-0.3516[/C][C]0.363104[/C][/ROW]
[ROW][C]25[/C][C]0.105956[/C][C]0.8737[/C][C]0.192669[/C][/ROW]
[ROW][C]26[/C][C]-0.09497[/C][C]-0.7831[/C][C]0.218131[/C][/ROW]
[ROW][C]27[/C][C]-0.007802[/C][C]-0.0643[/C][C]0.474447[/C][/ROW]
[ROW][C]28[/C][C]0.121134[/C][C]0.9989[/C][C]0.160693[/C][/ROW]
[ROW][C]29[/C][C]-0.07344[/C][C]-0.6056[/C][C]0.273399[/C][/ROW]
[ROW][C]30[/C][C]0.019745[/C][C]0.1628[/C][C]0.43557[/C][/ROW]
[ROW][C]31[/C][C]-0.035143[/C][C]-0.2898[/C][C]0.386426[/C][/ROW]
[ROW][C]32[/C][C]0.039916[/C][C]0.3292[/C][C]0.371524[/C][/ROW]
[ROW][C]33[/C][C]-0.003612[/C][C]-0.0298[/C][C]0.488164[/C][/ROW]
[ROW][C]34[/C][C]0.018928[/C][C]0.1561[/C][C]0.438214[/C][/ROW]
[ROW][C]35[/C][C]-0.109421[/C][C]-0.9023[/C][C]0.185038[/C][/ROW]
[ROW][C]36[/C][C]0.055951[/C][C]0.4614[/C][C]0.322997[/C][/ROW]
[ROW][C]37[/C][C]0.053237[/C][C]0.439[/C][C]0.331024[/C][/ROW]
[ROW][C]38[/C][C]-0.04915[/C][C]-0.4053[/C][C]0.343265[/C][/ROW]
[ROW][C]39[/C][C]0.020544[/C][C]0.1694[/C][C]0.432987[/C][/ROW]
[ROW][C]40[/C][C]-0.042561[/C][C]-0.351[/C][C]0.363348[/C][/ROW]
[ROW][C]41[/C][C]0.034023[/C][C]0.2806[/C][C]0.38995[/C][/ROW]
[ROW][C]42[/C][C]0.028665[/C][C]0.2364[/C][C]0.406924[/C][/ROW]
[ROW][C]43[/C][C]-0.023579[/C][C]-0.1944[/C][C]0.423207[/C][/ROW]
[ROW][C]44[/C][C]0.021189[/C][C]0.1747[/C][C]0.430906[/C][/ROW]
[ROW][C]45[/C][C]-0.025639[/C][C]-0.2114[/C][C]0.416595[/C][/ROW]
[ROW][C]46[/C][C]0.014596[/C][C]0.1204[/C][C]0.452276[/C][/ROW]
[ROW][C]47[/C][C]-0.014458[/C][C]-0.1192[/C][C]0.452724[/C][/ROW]
[ROW][C]48[/C][C]0.015254[/C][C]0.1258[/C][C]0.450134[/C][/ROW]
[ROW][C]49[/C][C]-0.056464[/C][C]-0.4656[/C][C]0.321491[/C][/ROW]
[ROW][C]50[/C][C]0.046291[/C][C]0.3817[/C][C]0.351927[/C][/ROW]
[ROW][C]51[/C][C]-0.001642[/C][C]-0.0135[/C][C]0.494619[/C][/ROW]
[ROW][C]52[/C][C]-0.008578[/C][C]-0.0707[/C][C]0.471907[/C][/ROW]
[ROW][C]53[/C][C]0.026552[/C][C]0.219[/C][C]0.413671[/C][/ROW]
[ROW][C]54[/C][C]-0.050926[/C][C]-0.4199[/C][C]0.337925[/C][/ROW]
[ROW][C]55[/C][C]0.07037[/C][C]0.5803[/C][C]0.281819[/C][/ROW]
[ROW][C]56[/C][C]-0.030828[/C][C]-0.2542[/C][C]0.400048[/C][/ROW]
[ROW][C]57[/C][C]-0.005316[/C][C]-0.0438[/C][C]0.482581[/C][/ROW]
[ROW][C]58[/C][C]-0.000678[/C][C]-0.0056[/C][C]0.497778[/C][/ROW]
[ROW][C]59[/C][C]0.001719[/C][C]0.0142[/C][C]0.494366[/C][/ROW]
[ROW][C]60[/C][C]0.006328[/C][C]0.0522[/C][C]0.479269[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67369&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67369&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	-0.362498	-2.9892	0.001945
2	-0.234612	-1.9347	0.028597
3	0.093061	0.7674	0.22275
4	-0.007031	-0.058	0.476967
5	0.204408	1.6856	0.048229
6	-0.187683	-1.5477	0.063171
7	-0.131489	-1.0843	0.141034
8	0.205157	1.6918	0.047635
9	0.042769	0.3527	0.362709
10	-0.308073	-2.5404	0.00668
11	0.28016	2.3103	0.011957
12	-0.043959	-0.3625	0.359055
13	-0.130222	-1.0738	0.143346
14	0.157113	1.2956	0.09975
15	-0.124394	-1.0258	0.154316
16	0.17865	1.4732	0.072658
17	-0.08717	-0.7188	0.237356
18	-0.179036	-1.4764	0.07223
19	0.217988	1.7976	0.038342
20	-0.032137	-0.265	0.395903
21	-0.054199	-0.4469	0.32817
22	-0.02363	-0.1949	0.423043
23	0.014001	0.1155	0.454213
24	-0.042641	-0.3516	0.363104
25	0.105956	0.8737	0.192669
26	-0.09497	-0.7831	0.218131
27	-0.007802	-0.0643	0.474447
28	0.121134	0.9989	0.160693
29	-0.07344	-0.6056	0.273399
30	0.019745	0.1628	0.43557
31	-0.035143	-0.2898	0.386426
32	0.039916	0.3292	0.371524
33	-0.003612	-0.0298	0.488164
34	0.018928	0.1561	0.438214
35	-0.109421	-0.9023	0.185038
36	0.055951	0.4614	0.322997
37	0.053237	0.439	0.331024
38	-0.04915	-0.4053	0.343265
39	0.020544	0.1694	0.432987
40	-0.042561	-0.351	0.363348
41	0.034023	0.2806	0.38995
42	0.028665	0.2364	0.406924
43	-0.023579	-0.1944	0.423207
44	0.021189	0.1747	0.430906
45	-0.025639	-0.2114	0.416595
46	0.014596	0.1204	0.452276
47	-0.014458	-0.1192	0.452724
48	0.015254	0.1258	0.450134
49	-0.056464	-0.4656	0.321491
50	0.046291	0.3817	0.351927
51	-0.001642	-0.0135	0.494619
52	-0.008578	-0.0707	0.471907
53	0.026552	0.219	0.413671
54	-0.050926	-0.4199	0.337925
55	0.07037	0.5803	0.281819
56	-0.030828	-0.2542	0.400048
57	-0.005316	-0.0438	0.482581
58	-0.000678	-0.0056	0.497778
59	0.001719	0.0142	0.494366
60	0.006328	0.0522	0.479269

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.362498	-2.9892	0.001945
2	-0.42139	-3.4749	0.000447
3	-0.25278	-2.0845	0.020438
4	-0.25455	-2.0991	0.019763
5	0.120367	0.9926	0.162219
6	-0.039635	-0.3268	0.372398
7	-0.157826	-1.3015	0.098745
8	-0.026511	-0.2186	0.413802
9	0.068901	0.5682	0.285895
10	-0.345699	-2.8507	0.002885
11	0.102378	0.8442	0.200749
12	-0.004041	-0.0333	0.486759
13	-0.174614	-1.4399	0.077242
14	0.028383	0.2341	0.407824
15	0.044006	0.3629	0.358909
16	0.07571	0.6243	0.267254
17	0.012896	0.1063	0.457813
18	-0.034683	-0.286	0.387873
19	0.014647	0.1208	0.452111
20	-0.123638	-1.0195	0.155779
21	0.076775	0.6331	0.264395
22	-0.069452	-0.5727	0.284363
23	-0.058012	-0.4784	0.316956
24	-0.156009	-1.2865	0.101319
25	-0.038497	-0.3175	0.375936
26	-0.075468	-0.6223	0.267904
27	-0.126742	-1.0451	0.14983
28	-0.001601	-0.0132	0.494753
29	0.122937	1.0138	0.157145
30	-0.106075	-0.8747	0.192403
31	-0.010496	-0.0866	0.46564
32	0.073632	0.6072	0.272874
33	-0.073512	-0.6062	0.273203
34	0.025817	0.2129	0.416023
35	-0.053812	-0.4437	0.329316
36	-0.071487	-0.5895	0.278739
37	-0.092567	-0.7633	0.223955
38	0.079654	0.6568	0.256749
39	0.026322	0.2171	0.414408
40	-0.082807	-0.6828	0.248511
41	-0.000146	-0.0012	0.49952
42	-0.008153	-0.0672	0.473296
43	-0.06145	-0.5067	0.306993
44	0.056591	0.4667	0.321116
45	-0.03529	-0.291	0.385966
46	0.035007	0.2887	0.386854
47	-0.046759	-0.3856	0.350503
48	-0.036217	-0.2987	0.383058
49	-0.083163	-0.6858	0.247593
50	-0.022226	-0.1833	0.427562
51	-0.021293	-0.1756	0.43057
52	0.043431	0.3581	0.360672
53	-0.035589	-0.2935	0.385028
54	0.017359	0.1431	0.4433
55	0.038002	0.3134	0.377478
56	0.061529	0.5074	0.306764
57	-0.061312	-0.5056	0.307389
58	-0.015054	-0.1241	0.450787
59	-0.033031	-0.2724	0.393078
60	-0.042132	-0.3474	0.364672

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.362498 & -2.9892 & 0.001945 \tabularnewline
2 & -0.42139 & -3.4749 & 0.000447 \tabularnewline
3 & -0.25278 & -2.0845 & 0.020438 \tabularnewline
4 & -0.25455 & -2.0991 & 0.019763 \tabularnewline
5 & 0.120367 & 0.9926 & 0.162219 \tabularnewline
6 & -0.039635 & -0.3268 & 0.372398 \tabularnewline
7 & -0.157826 & -1.3015 & 0.098745 \tabularnewline
8 & -0.026511 & -0.2186 & 0.413802 \tabularnewline
9 & 0.068901 & 0.5682 & 0.285895 \tabularnewline
10 & -0.345699 & -2.8507 & 0.002885 \tabularnewline
11 & 0.102378 & 0.8442 & 0.200749 \tabularnewline
12 & -0.004041 & -0.0333 & 0.486759 \tabularnewline
13 & -0.174614 & -1.4399 & 0.077242 \tabularnewline
14 & 0.028383 & 0.2341 & 0.407824 \tabularnewline
15 & 0.044006 & 0.3629 & 0.358909 \tabularnewline
16 & 0.07571 & 0.6243 & 0.267254 \tabularnewline
17 & 0.012896 & 0.1063 & 0.457813 \tabularnewline
18 & -0.034683 & -0.286 & 0.387873 \tabularnewline
19 & 0.014647 & 0.1208 & 0.452111 \tabularnewline
20 & -0.123638 & -1.0195 & 0.155779 \tabularnewline
21 & 0.076775 & 0.6331 & 0.264395 \tabularnewline
22 & -0.069452 & -0.5727 & 0.284363 \tabularnewline
23 & -0.058012 & -0.4784 & 0.316956 \tabularnewline
24 & -0.156009 & -1.2865 & 0.101319 \tabularnewline
25 & -0.038497 & -0.3175 & 0.375936 \tabularnewline
26 & -0.075468 & -0.6223 & 0.267904 \tabularnewline
27 & -0.126742 & -1.0451 & 0.14983 \tabularnewline
28 & -0.001601 & -0.0132 & 0.494753 \tabularnewline
29 & 0.122937 & 1.0138 & 0.157145 \tabularnewline
30 & -0.106075 & -0.8747 & 0.192403 \tabularnewline
31 & -0.010496 & -0.0866 & 0.46564 \tabularnewline
32 & 0.073632 & 0.6072 & 0.272874 \tabularnewline
33 & -0.073512 & -0.6062 & 0.273203 \tabularnewline
34 & 0.025817 & 0.2129 & 0.416023 \tabularnewline
35 & -0.053812 & -0.4437 & 0.329316 \tabularnewline
36 & -0.071487 & -0.5895 & 0.278739 \tabularnewline
37 & -0.092567 & -0.7633 & 0.223955 \tabularnewline
38 & 0.079654 & 0.6568 & 0.256749 \tabularnewline
39 & 0.026322 & 0.2171 & 0.414408 \tabularnewline
40 & -0.082807 & -0.6828 & 0.248511 \tabularnewline
41 & -0.000146 & -0.0012 & 0.49952 \tabularnewline
42 & -0.008153 & -0.0672 & 0.473296 \tabularnewline
43 & -0.06145 & -0.5067 & 0.306993 \tabularnewline
44 & 0.056591 & 0.4667 & 0.321116 \tabularnewline
45 & -0.03529 & -0.291 & 0.385966 \tabularnewline
46 & 0.035007 & 0.2887 & 0.386854 \tabularnewline
47 & -0.046759 & -0.3856 & 0.350503 \tabularnewline
48 & -0.036217 & -0.2987 & 0.383058 \tabularnewline
49 & -0.083163 & -0.6858 & 0.247593 \tabularnewline
50 & -0.022226 & -0.1833 & 0.427562 \tabularnewline
51 & -0.021293 & -0.1756 & 0.43057 \tabularnewline
52 & 0.043431 & 0.3581 & 0.360672 \tabularnewline
53 & -0.035589 & -0.2935 & 0.385028 \tabularnewline
54 & 0.017359 & 0.1431 & 0.4433 \tabularnewline
55 & 0.038002 & 0.3134 & 0.377478 \tabularnewline
56 & 0.061529 & 0.5074 & 0.306764 \tabularnewline
57 & -0.061312 & -0.5056 & 0.307389 \tabularnewline
58 & -0.015054 & -0.1241 & 0.450787 \tabularnewline
59 & -0.033031 & -0.2724 & 0.393078 \tabularnewline
60 & -0.042132 & -0.3474 & 0.364672 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67369&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]-0.362498[/C][C]-2.9892[/C][C]0.001945[/C][/ROW]
[ROW][C]2[/C][C]-0.42139[/C][C]-3.4749[/C][C]0.000447[/C][/ROW]
[ROW][C]3[/C][C]-0.25278[/C][C]-2.0845[/C][C]0.020438[/C][/ROW]
[ROW][C]4[/C][C]-0.25455[/C][C]-2.0991[/C][C]0.019763[/C][/ROW]
[ROW][C]5[/C][C]0.120367[/C][C]0.9926[/C][C]0.162219[/C][/ROW]
[ROW][C]6[/C][C]-0.039635[/C][C]-0.3268[/C][C]0.372398[/C][/ROW]
[ROW][C]7[/C][C]-0.157826[/C][C]-1.3015[/C][C]0.098745[/C][/ROW]
[ROW][C]8[/C][C]-0.026511[/C][C]-0.2186[/C][C]0.413802[/C][/ROW]
[ROW][C]9[/C][C]0.068901[/C][C]0.5682[/C][C]0.285895[/C][/ROW]
[ROW][C]10[/C][C]-0.345699[/C][C]-2.8507[/C][C]0.002885[/C][/ROW]
[ROW][C]11[/C][C]0.102378[/C][C]0.8442[/C][C]0.200749[/C][/ROW]
[ROW][C]12[/C][C]-0.004041[/C][C]-0.0333[/C][C]0.486759[/C][/ROW]
[ROW][C]13[/C][C]-0.174614[/C][C]-1.4399[/C][C]0.077242[/C][/ROW]
[ROW][C]14[/C][C]0.028383[/C][C]0.2341[/C][C]0.407824[/C][/ROW]
[ROW][C]15[/C][C]0.044006[/C][C]0.3629[/C][C]0.358909[/C][/ROW]
[ROW][C]16[/C][C]0.07571[/C][C]0.6243[/C][C]0.267254[/C][/ROW]
[ROW][C]17[/C][C]0.012896[/C][C]0.1063[/C][C]0.457813[/C][/ROW]
[ROW][C]18[/C][C]-0.034683[/C][C]-0.286[/C][C]0.387873[/C][/ROW]
[ROW][C]19[/C][C]0.014647[/C][C]0.1208[/C][C]0.452111[/C][/ROW]
[ROW][C]20[/C][C]-0.123638[/C][C]-1.0195[/C][C]0.155779[/C][/ROW]
[ROW][C]21[/C][C]0.076775[/C][C]0.6331[/C][C]0.264395[/C][/ROW]
[ROW][C]22[/C][C]-0.069452[/C][C]-0.5727[/C][C]0.284363[/C][/ROW]
[ROW][C]23[/C][C]-0.058012[/C][C]-0.4784[/C][C]0.316956[/C][/ROW]
[ROW][C]24[/C][C]-0.156009[/C][C]-1.2865[/C][C]0.101319[/C][/ROW]
[ROW][C]25[/C][C]-0.038497[/C][C]-0.3175[/C][C]0.375936[/C][/ROW]
[ROW][C]26[/C][C]-0.075468[/C][C]-0.6223[/C][C]0.267904[/C][/ROW]
[ROW][C]27[/C][C]-0.126742[/C][C]-1.0451[/C][C]0.14983[/C][/ROW]
[ROW][C]28[/C][C]-0.001601[/C][C]-0.0132[/C][C]0.494753[/C][/ROW]
[ROW][C]29[/C][C]0.122937[/C][C]1.0138[/C][C]0.157145[/C][/ROW]
[ROW][C]30[/C][C]-0.106075[/C][C]-0.8747[/C][C]0.192403[/C][/ROW]
[ROW][C]31[/C][C]-0.010496[/C][C]-0.0866[/C][C]0.46564[/C][/ROW]
[ROW][C]32[/C][C]0.073632[/C][C]0.6072[/C][C]0.272874[/C][/ROW]
[ROW][C]33[/C][C]-0.073512[/C][C]-0.6062[/C][C]0.273203[/C][/ROW]
[ROW][C]34[/C][C]0.025817[/C][C]0.2129[/C][C]0.416023[/C][/ROW]
[ROW][C]35[/C][C]-0.053812[/C][C]-0.4437[/C][C]0.329316[/C][/ROW]
[ROW][C]36[/C][C]-0.071487[/C][C]-0.5895[/C][C]0.278739[/C][/ROW]
[ROW][C]37[/C][C]-0.092567[/C][C]-0.7633[/C][C]0.223955[/C][/ROW]
[ROW][C]38[/C][C]0.079654[/C][C]0.6568[/C][C]0.256749[/C][/ROW]
[ROW][C]39[/C][C]0.026322[/C][C]0.2171[/C][C]0.414408[/C][/ROW]
[ROW][C]40[/C][C]-0.082807[/C][C]-0.6828[/C][C]0.248511[/C][/ROW]
[ROW][C]41[/C][C]-0.000146[/C][C]-0.0012[/C][C]0.49952[/C][/ROW]
[ROW][C]42[/C][C]-0.008153[/C][C]-0.0672[/C][C]0.473296[/C][/ROW]
[ROW][C]43[/C][C]-0.06145[/C][C]-0.5067[/C][C]0.306993[/C][/ROW]
[ROW][C]44[/C][C]0.056591[/C][C]0.4667[/C][C]0.321116[/C][/ROW]
[ROW][C]45[/C][C]-0.03529[/C][C]-0.291[/C][C]0.385966[/C][/ROW]
[ROW][C]46[/C][C]0.035007[/C][C]0.2887[/C][C]0.386854[/C][/ROW]
[ROW][C]47[/C][C]-0.046759[/C][C]-0.3856[/C][C]0.350503[/C][/ROW]
[ROW][C]48[/C][C]-0.036217[/C][C]-0.2987[/C][C]0.383058[/C][/ROW]
[ROW][C]49[/C][C]-0.083163[/C][C]-0.6858[/C][C]0.247593[/C][/ROW]
[ROW][C]50[/C][C]-0.022226[/C][C]-0.1833[/C][C]0.427562[/C][/ROW]
[ROW][C]51[/C][C]-0.021293[/C][C]-0.1756[/C][C]0.43057[/C][/ROW]
[ROW][C]52[/C][C]0.043431[/C][C]0.3581[/C][C]0.360672[/C][/ROW]
[ROW][C]53[/C][C]-0.035589[/C][C]-0.2935[/C][C]0.385028[/C][/ROW]
[ROW][C]54[/C][C]0.017359[/C][C]0.1431[/C][C]0.4433[/C][/ROW]
[ROW][C]55[/C][C]0.038002[/C][C]0.3134[/C][C]0.377478[/C][/ROW]
[ROW][C]56[/C][C]0.061529[/C][C]0.5074[/C][C]0.306764[/C][/ROW]
[ROW][C]57[/C][C]-0.061312[/C][C]-0.5056[/C][C]0.307389[/C][/ROW]
[ROW][C]58[/C][C]-0.015054[/C][C]-0.1241[/C][C]0.450787[/C][/ROW]
[ROW][C]59[/C][C]-0.033031[/C][C]-0.2724[/C][C]0.393078[/C][/ROW]
[ROW][C]60[/C][C]-0.042132[/C][C]-0.3474[/C][C]0.364672[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67369&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67369&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	-0.362498	-2.9892	0.001945
2	-0.42139	-3.4749	0.000447
3	-0.25278	-2.0845	0.020438
4	-0.25455	-2.0991	0.019763
5	0.120367	0.9926	0.162219
6	-0.039635	-0.3268	0.372398
7	-0.157826	-1.3015	0.098745
8	-0.026511	-0.2186	0.413802
9	0.068901	0.5682	0.285895
10	-0.345699	-2.8507	0.002885
11	0.102378	0.8442	0.200749
12	-0.004041	-0.0333	0.486759
13	-0.174614	-1.4399	0.077242
14	0.028383	0.2341	0.407824
15	0.044006	0.3629	0.358909
16	0.07571	0.6243	0.267254
17	0.012896	0.1063	0.457813
18	-0.034683	-0.286	0.387873
19	0.014647	0.1208	0.452111
20	-0.123638	-1.0195	0.155779
21	0.076775	0.6331	0.264395
22	-0.069452	-0.5727	0.284363
23	-0.058012	-0.4784	0.316956
24	-0.156009	-1.2865	0.101319
25	-0.038497	-0.3175	0.375936
26	-0.075468	-0.6223	0.267904
27	-0.126742	-1.0451	0.14983
28	-0.001601	-0.0132	0.494753
29	0.122937	1.0138	0.157145
30	-0.106075	-0.8747	0.192403
31	-0.010496	-0.0866	0.46564
32	0.073632	0.6072	0.272874
33	-0.073512	-0.6062	0.273203
34	0.025817	0.2129	0.416023
35	-0.053812	-0.4437	0.329316
36	-0.071487	-0.5895	0.278739
37	-0.092567	-0.7633	0.223955
38	0.079654	0.6568	0.256749
39	0.026322	0.2171	0.414408
40	-0.082807	-0.6828	0.248511
41	-0.000146	-0.0012	0.49952
42	-0.008153	-0.0672	0.473296
43	-0.06145	-0.5067	0.306993
44	0.056591	0.4667	0.321116
45	-0.03529	-0.291	0.385966
46	0.035007	0.2887	0.386854
47	-0.046759	-0.3856	0.350503
48	-0.036217	-0.2987	0.383058
49	-0.083163	-0.6858	0.247593
50	-0.022226	-0.1833	0.427562
51	-0.021293	-0.1756	0.43057
52	0.043431	0.3581	0.360672
53	-0.035589	-0.2935	0.385028
54	0.017359	0.1431	0.4433
55	0.038002	0.3134	0.377478
56	0.061529	0.5074	0.306764
57	-0.061312	-0.5056	0.307389
58	-0.015054	-0.1241	0.450787
59	-0.033031	-0.2724	0.393078
60	-0.042132	-0.3474	0.364672

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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