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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 14 Dec 2009 08:16:10 -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/14/t1260804138imadgu4880rslw4.htm/, Retrieved Sun, 05 May 2024 08:52:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67574, Retrieved Sun, 05 May 2024 08:52:54 +0000

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User-defined keywords

Estimated Impact

131

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [Grondstofprijsind...] [2009-11-26 09:01:33] [74be16979710d4c4e7c6647856088456]
- R PD            [(Partial) Autocorrelation Function] [Autocorrelatie Fu...] [2009-12-14 15:16:10] [c483349466b1550829c7523719d2d027] [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=67574&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=67574&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67574&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	0.023681	0.1834	0.427539
2	0.09145	0.7084	0.24073
3	0.135855	1.0523	0.148435
4	0.007774	0.0602	0.476092
5	0.334031	2.5874	0.006055
6	-0.009448	-0.0732	0.470952
7	0.270528	2.0955	0.020177
8	0.056367	0.4366	0.33198
9	0.047994	0.3718	0.35569
10	0.02357	0.1826	0.427876
11	0.019596	0.1518	0.43993
12	0.643962	4.9881	3e-06
13	-0.025328	-0.1962	0.422563
14	0.005556	0.043	0.482909
15	0.041289	0.3198	0.375106
16	-0.102263	-0.7921	0.215704
17	0.180598	1.3989	0.083495
18	-0.095814	-0.7422	0.23044
19	0.104032	0.8058	0.211762
20	-0.047877	-0.3709	0.356026
21	-0.025229	-0.1954	0.42286
22	-0.116258	-0.9005	0.185718
23	-0.034738	-0.2691	0.394396
24	0.369558	2.8626	0.002889
25	-0.129769	-1.0052	0.159422
26	-0.069157	-0.5357	0.297076
27	-0.087891	-0.6808	0.249309
28	-0.167407	-1.2967	0.099845
29	0.0511	0.3958	0.346823
30	-0.155476	-1.2043	0.116599
31	-0.009088	-0.0704	0.472057
32	-0.100104	-0.7754	0.220575
33	-0.125914	-0.9753	0.166657
34	-0.143331	-1.1102	0.135663
35	-0.110626	-0.8569	0.197453
36	0.192293	1.4895	0.070797
37	-0.160972	-1.2469	0.108644
38	-0.099148	-0.768	0.222749
39	-0.14397	-1.1152	0.134609
40	-0.166547	-1.2901	0.100989
41	-0.000521	-0.004	0.498398
42	-0.127466	-0.9873	0.163719
43	-0.055918	-0.4331	0.333234
44	-0.05771	-0.447	0.328235
45	-0.167357	-1.2963	0.099911
46	-0.08703	-0.6741	0.251408
47	-0.062136	-0.4813	0.316025
48	0.030176	0.2337	0.40799
49	-0.069582	-0.539	0.295947
50	-0.0713	-0.5523	0.291402
51	-0.07994	-0.6192	0.269059
52	-0.099998	-0.7746	0.220815
53	-0.025836	-0.2001	0.421029
54	-0.032785	-0.2539	0.400202
55	-0.021244	-0.1646	0.434923
56	-0.015484	-0.1199	0.452467
57	-0.027121	-0.2101	0.41716
58	-0.005464	-0.0423	0.48319
59	0.003838	0.0297	0.48819
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.023681 & 0.1834 & 0.427539 \tabularnewline
2 & 0.09145 & 0.7084 & 0.24073 \tabularnewline
3 & 0.135855 & 1.0523 & 0.148435 \tabularnewline
4 & 0.007774 & 0.0602 & 0.476092 \tabularnewline
5 & 0.334031 & 2.5874 & 0.006055 \tabularnewline
6 & -0.009448 & -0.0732 & 0.470952 \tabularnewline
7 & 0.270528 & 2.0955 & 0.020177 \tabularnewline
8 & 0.056367 & 0.4366 & 0.33198 \tabularnewline
9 & 0.047994 & 0.3718 & 0.35569 \tabularnewline
10 & 0.02357 & 0.1826 & 0.427876 \tabularnewline
11 & 0.019596 & 0.1518 & 0.43993 \tabularnewline
12 & 0.643962 & 4.9881 & 3e-06 \tabularnewline
13 & -0.025328 & -0.1962 & 0.422563 \tabularnewline
14 & 0.005556 & 0.043 & 0.482909 \tabularnewline
15 & 0.041289 & 0.3198 & 0.375106 \tabularnewline
16 & -0.102263 & -0.7921 & 0.215704 \tabularnewline
17 & 0.180598 & 1.3989 & 0.083495 \tabularnewline
18 & -0.095814 & -0.7422 & 0.23044 \tabularnewline
19 & 0.104032 & 0.8058 & 0.211762 \tabularnewline
20 & -0.047877 & -0.3709 & 0.356026 \tabularnewline
21 & -0.025229 & -0.1954 & 0.42286 \tabularnewline
22 & -0.116258 & -0.9005 & 0.185718 \tabularnewline
23 & -0.034738 & -0.2691 & 0.394396 \tabularnewline
24 & 0.369558 & 2.8626 & 0.002889 \tabularnewline
25 & -0.129769 & -1.0052 & 0.159422 \tabularnewline
26 & -0.069157 & -0.5357 & 0.297076 \tabularnewline
27 & -0.087891 & -0.6808 & 0.249309 \tabularnewline
28 & -0.167407 & -1.2967 & 0.099845 \tabularnewline
29 & 0.0511 & 0.3958 & 0.346823 \tabularnewline
30 & -0.155476 & -1.2043 & 0.116599 \tabularnewline
31 & -0.009088 & -0.0704 & 0.472057 \tabularnewline
32 & -0.100104 & -0.7754 & 0.220575 \tabularnewline
33 & -0.125914 & -0.9753 & 0.166657 \tabularnewline
34 & -0.143331 & -1.1102 & 0.135663 \tabularnewline
35 & -0.110626 & -0.8569 & 0.197453 \tabularnewline
36 & 0.192293 & 1.4895 & 0.070797 \tabularnewline
37 & -0.160972 & -1.2469 & 0.108644 \tabularnewline
38 & -0.099148 & -0.768 & 0.222749 \tabularnewline
39 & -0.14397 & -1.1152 & 0.134609 \tabularnewline
40 & -0.166547 & -1.2901 & 0.100989 \tabularnewline
41 & -0.000521 & -0.004 & 0.498398 \tabularnewline
42 & -0.127466 & -0.9873 & 0.163719 \tabularnewline
43 & -0.055918 & -0.4331 & 0.333234 \tabularnewline
44 & -0.05771 & -0.447 & 0.328235 \tabularnewline
45 & -0.167357 & -1.2963 & 0.099911 \tabularnewline
46 & -0.08703 & -0.6741 & 0.251408 \tabularnewline
47 & -0.062136 & -0.4813 & 0.316025 \tabularnewline
48 & 0.030176 & 0.2337 & 0.40799 \tabularnewline
49 & -0.069582 & -0.539 & 0.295947 \tabularnewline
50 & -0.0713 & -0.5523 & 0.291402 \tabularnewline
51 & -0.07994 & -0.6192 & 0.269059 \tabularnewline
52 & -0.099998 & -0.7746 & 0.220815 \tabularnewline
53 & -0.025836 & -0.2001 & 0.421029 \tabularnewline
54 & -0.032785 & -0.2539 & 0.400202 \tabularnewline
55 & -0.021244 & -0.1646 & 0.434923 \tabularnewline
56 & -0.015484 & -0.1199 & 0.452467 \tabularnewline
57 & -0.027121 & -0.2101 & 0.41716 \tabularnewline
58 & -0.005464 & -0.0423 & 0.48319 \tabularnewline
59 & 0.003838 & 0.0297 & 0.48819 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67574&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]0.023681[/C][C]0.1834[/C][C]0.427539[/C][/ROW]
[ROW][C]2[/C][C]0.09145[/C][C]0.7084[/C][C]0.24073[/C][/ROW]
[ROW][C]3[/C][C]0.135855[/C][C]1.0523[/C][C]0.148435[/C][/ROW]
[ROW][C]4[/C][C]0.007774[/C][C]0.0602[/C][C]0.476092[/C][/ROW]
[ROW][C]5[/C][C]0.334031[/C][C]2.5874[/C][C]0.006055[/C][/ROW]
[ROW][C]6[/C][C]-0.009448[/C][C]-0.0732[/C][C]0.470952[/C][/ROW]
[ROW][C]7[/C][C]0.270528[/C][C]2.0955[/C][C]0.020177[/C][/ROW]
[ROW][C]8[/C][C]0.056367[/C][C]0.4366[/C][C]0.33198[/C][/ROW]
[ROW][C]9[/C][C]0.047994[/C][C]0.3718[/C][C]0.35569[/C][/ROW]
[ROW][C]10[/C][C]0.02357[/C][C]0.1826[/C][C]0.427876[/C][/ROW]
[ROW][C]11[/C][C]0.019596[/C][C]0.1518[/C][C]0.43993[/C][/ROW]
[ROW][C]12[/C][C]0.643962[/C][C]4.9881[/C][C]3e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.025328[/C][C]-0.1962[/C][C]0.422563[/C][/ROW]
[ROW][C]14[/C][C]0.005556[/C][C]0.043[/C][C]0.482909[/C][/ROW]
[ROW][C]15[/C][C]0.041289[/C][C]0.3198[/C][C]0.375106[/C][/ROW]
[ROW][C]16[/C][C]-0.102263[/C][C]-0.7921[/C][C]0.215704[/C][/ROW]
[ROW][C]17[/C][C]0.180598[/C][C]1.3989[/C][C]0.083495[/C][/ROW]
[ROW][C]18[/C][C]-0.095814[/C][C]-0.7422[/C][C]0.23044[/C][/ROW]
[ROW][C]19[/C][C]0.104032[/C][C]0.8058[/C][C]0.211762[/C][/ROW]
[ROW][C]20[/C][C]-0.047877[/C][C]-0.3709[/C][C]0.356026[/C][/ROW]
[ROW][C]21[/C][C]-0.025229[/C][C]-0.1954[/C][C]0.42286[/C][/ROW]
[ROW][C]22[/C][C]-0.116258[/C][C]-0.9005[/C][C]0.185718[/C][/ROW]
[ROW][C]23[/C][C]-0.034738[/C][C]-0.2691[/C][C]0.394396[/C][/ROW]
[ROW][C]24[/C][C]0.369558[/C][C]2.8626[/C][C]0.002889[/C][/ROW]
[ROW][C]25[/C][C]-0.129769[/C][C]-1.0052[/C][C]0.159422[/C][/ROW]
[ROW][C]26[/C][C]-0.069157[/C][C]-0.5357[/C][C]0.297076[/C][/ROW]
[ROW][C]27[/C][C]-0.087891[/C][C]-0.6808[/C][C]0.249309[/C][/ROW]
[ROW][C]28[/C][C]-0.167407[/C][C]-1.2967[/C][C]0.099845[/C][/ROW]
[ROW][C]29[/C][C]0.0511[/C][C]0.3958[/C][C]0.346823[/C][/ROW]
[ROW][C]30[/C][C]-0.155476[/C][C]-1.2043[/C][C]0.116599[/C][/ROW]
[ROW][C]31[/C][C]-0.009088[/C][C]-0.0704[/C][C]0.472057[/C][/ROW]
[ROW][C]32[/C][C]-0.100104[/C][C]-0.7754[/C][C]0.220575[/C][/ROW]
[ROW][C]33[/C][C]-0.125914[/C][C]-0.9753[/C][C]0.166657[/C][/ROW]
[ROW][C]34[/C][C]-0.143331[/C][C]-1.1102[/C][C]0.135663[/C][/ROW]
[ROW][C]35[/C][C]-0.110626[/C][C]-0.8569[/C][C]0.197453[/C][/ROW]
[ROW][C]36[/C][C]0.192293[/C][C]1.4895[/C][C]0.070797[/C][/ROW]
[ROW][C]37[/C][C]-0.160972[/C][C]-1.2469[/C][C]0.108644[/C][/ROW]
[ROW][C]38[/C][C]-0.099148[/C][C]-0.768[/C][C]0.222749[/C][/ROW]
[ROW][C]39[/C][C]-0.14397[/C][C]-1.1152[/C][C]0.134609[/C][/ROW]
[ROW][C]40[/C][C]-0.166547[/C][C]-1.2901[/C][C]0.100989[/C][/ROW]
[ROW][C]41[/C][C]-0.000521[/C][C]-0.004[/C][C]0.498398[/C][/ROW]
[ROW][C]42[/C][C]-0.127466[/C][C]-0.9873[/C][C]0.163719[/C][/ROW]
[ROW][C]43[/C][C]-0.055918[/C][C]-0.4331[/C][C]0.333234[/C][/ROW]
[ROW][C]44[/C][C]-0.05771[/C][C]-0.447[/C][C]0.328235[/C][/ROW]
[ROW][C]45[/C][C]-0.167357[/C][C]-1.2963[/C][C]0.099911[/C][/ROW]
[ROW][C]46[/C][C]-0.08703[/C][C]-0.6741[/C][C]0.251408[/C][/ROW]
[ROW][C]47[/C][C]-0.062136[/C][C]-0.4813[/C][C]0.316025[/C][/ROW]
[ROW][C]48[/C][C]0.030176[/C][C]0.2337[/C][C]0.40799[/C][/ROW]
[ROW][C]49[/C][C]-0.069582[/C][C]-0.539[/C][C]0.295947[/C][/ROW]
[ROW][C]50[/C][C]-0.0713[/C][C]-0.5523[/C][C]0.291402[/C][/ROW]
[ROW][C]51[/C][C]-0.07994[/C][C]-0.6192[/C][C]0.269059[/C][/ROW]
[ROW][C]52[/C][C]-0.099998[/C][C]-0.7746[/C][C]0.220815[/C][/ROW]
[ROW][C]53[/C][C]-0.025836[/C][C]-0.2001[/C][C]0.421029[/C][/ROW]
[ROW][C]54[/C][C]-0.032785[/C][C]-0.2539[/C][C]0.400202[/C][/ROW]
[ROW][C]55[/C][C]-0.021244[/C][C]-0.1646[/C][C]0.434923[/C][/ROW]
[ROW][C]56[/C][C]-0.015484[/C][C]-0.1199[/C][C]0.452467[/C][/ROW]
[ROW][C]57[/C][C]-0.027121[/C][C]-0.2101[/C][C]0.41716[/C][/ROW]
[ROW][C]58[/C][C]-0.005464[/C][C]-0.0423[/C][C]0.48319[/C][/ROW]
[ROW][C]59[/C][C]0.003838[/C][C]0.0297[/C][C]0.48819[/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=67574&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67574&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	0.023681	0.1834	0.427539
2	0.09145	0.7084	0.24073
3	0.135855	1.0523	0.148435
4	0.007774	0.0602	0.476092
5	0.334031	2.5874	0.006055
6	-0.009448	-0.0732	0.470952
7	0.270528	2.0955	0.020177
8	0.056367	0.4366	0.33198
9	0.047994	0.3718	0.35569
10	0.02357	0.1826	0.427876
11	0.019596	0.1518	0.43993
12	0.643962	4.9881	3e-06
13	-0.025328	-0.1962	0.422563
14	0.005556	0.043	0.482909
15	0.041289	0.3198	0.375106
16	-0.102263	-0.7921	0.215704
17	0.180598	1.3989	0.083495
18	-0.095814	-0.7422	0.23044
19	0.104032	0.8058	0.211762
20	-0.047877	-0.3709	0.356026
21	-0.025229	-0.1954	0.42286
22	-0.116258	-0.9005	0.185718
23	-0.034738	-0.2691	0.394396
24	0.369558	2.8626	0.002889
25	-0.129769	-1.0052	0.159422
26	-0.069157	-0.5357	0.297076
27	-0.087891	-0.6808	0.249309
28	-0.167407	-1.2967	0.099845
29	0.0511	0.3958	0.346823
30	-0.155476	-1.2043	0.116599
31	-0.009088	-0.0704	0.472057
32	-0.100104	-0.7754	0.220575
33	-0.125914	-0.9753	0.166657
34	-0.143331	-1.1102	0.135663
35	-0.110626	-0.8569	0.197453
36	0.192293	1.4895	0.070797
37	-0.160972	-1.2469	0.108644
38	-0.099148	-0.768	0.222749
39	-0.14397	-1.1152	0.134609
40	-0.166547	-1.2901	0.100989
41	-0.000521	-0.004	0.498398
42	-0.127466	-0.9873	0.163719
43	-0.055918	-0.4331	0.333234
44	-0.05771	-0.447	0.328235
45	-0.167357	-1.2963	0.099911
46	-0.08703	-0.6741	0.251408
47	-0.062136	-0.4813	0.316025
48	0.030176	0.2337	0.40799
49	-0.069582	-0.539	0.295947
50	-0.0713	-0.5523	0.291402
51	-0.07994	-0.6192	0.269059
52	-0.099998	-0.7746	0.220815
53	-0.025836	-0.2001	0.421029
54	-0.032785	-0.2539	0.400202
55	-0.021244	-0.1646	0.434923
56	-0.015484	-0.1199	0.452467
57	-0.027121	-0.2101	0.41716
58	-0.005464	-0.0423	0.48319
59	0.003838	0.0297	0.48819
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.023681	0.1834	0.427539
2	0.09094	0.7044	0.241948
3	0.132905	1.0295	0.153693
4	-0.004839	-0.0375	0.485114
5	0.318273	2.4653	0.008283
6	-0.039686	-0.3074	0.379799
7	0.260089	2.0146	0.024215
8	-0.04129	-0.3198	0.375105
9	0.061797	0.4787	0.316955
10	-0.18256	-1.4141	0.08125
11	0.073243	0.5673	0.2863
12	0.572882	4.4375	2e-05
13	-0.071384	-0.5529	0.291179
14	-0.178021	-1.3789	0.086515
15	-0.128313	-0.9939	0.162129
16	-0.12316	-0.954	0.171958
17	-0.151771	-1.1756	0.122197
18	-0.07159	-0.5545	0.290638
19	-0.074291	-0.5755	0.283569
20	-0.120221	-0.9312	0.177733
21	0.115553	0.8951	0.187162
22	-0.073996	-0.5732	0.284334
23	0.039011	0.3022	0.381782
24	0.008801	0.0682	0.472937
25	-0.015838	-0.1227	0.451385
26	-0.076086	-0.5894	0.278917
27	-0.023858	-0.1848	0.427005
28	-0.03513	-0.2721	0.393234
29	-0.034275	-0.2655	0.39577
30	0.008286	0.0642	0.474519
31	-0.013001	-0.1007	0.46006
32	0.000376	0.0029	0.498842
33	-0.087426	-0.6772	0.250442
34	0.053827	0.4169	0.339103
35	-0.104309	-0.808	0.211148
36	-0.027735	-0.2148	0.415314
37	-0.007257	-0.0562	0.477679
38	0.021767	0.1686	0.433336
39	-0.052023	-0.403	0.344201
40	0.055405	0.4292	0.334671
41	0.002428	0.0188	0.492528
42	0.041465	0.3212	0.374594
43	-0.030216	-0.2341	0.407871
44	0.06798	0.5266	0.300216
45	-0.142325	-1.1024	0.137336
46	0.087718	0.6795	0.249731
47	0.011952	0.0926	0.463272
48	-0.168585	-1.3059	0.098293
49	0.009385	0.0727	0.471145
50	0.094046	0.7285	0.234578
51	0.032074	0.2484	0.40232
52	-0.010378	-0.0804	0.468099
53	-0.030073	-0.2329	0.408298
54	0.00087	0.0067	0.497322
55	-0.016747	-0.1297	0.44861
56	0.02615	0.2026	0.420083
57	0.126138	0.9771	0.166231
58	0.038809	0.3006	0.382374
59	-0.04485	-0.3474	0.36475
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.023681 & 0.1834 & 0.427539 \tabularnewline
2 & 0.09094 & 0.7044 & 0.241948 \tabularnewline
3 & 0.132905 & 1.0295 & 0.153693 \tabularnewline
4 & -0.004839 & -0.0375 & 0.485114 \tabularnewline
5 & 0.318273 & 2.4653 & 0.008283 \tabularnewline
6 & -0.039686 & -0.3074 & 0.379799 \tabularnewline
7 & 0.260089 & 2.0146 & 0.024215 \tabularnewline
8 & -0.04129 & -0.3198 & 0.375105 \tabularnewline
9 & 0.061797 & 0.4787 & 0.316955 \tabularnewline
10 & -0.18256 & -1.4141 & 0.08125 \tabularnewline
11 & 0.073243 & 0.5673 & 0.2863 \tabularnewline
12 & 0.572882 & 4.4375 & 2e-05 \tabularnewline
13 & -0.071384 & -0.5529 & 0.291179 \tabularnewline
14 & -0.178021 & -1.3789 & 0.086515 \tabularnewline
15 & -0.128313 & -0.9939 & 0.162129 \tabularnewline
16 & -0.12316 & -0.954 & 0.171958 \tabularnewline
17 & -0.151771 & -1.1756 & 0.122197 \tabularnewline
18 & -0.07159 & -0.5545 & 0.290638 \tabularnewline
19 & -0.074291 & -0.5755 & 0.283569 \tabularnewline
20 & -0.120221 & -0.9312 & 0.177733 \tabularnewline
21 & 0.115553 & 0.8951 & 0.187162 \tabularnewline
22 & -0.073996 & -0.5732 & 0.284334 \tabularnewline
23 & 0.039011 & 0.3022 & 0.381782 \tabularnewline
24 & 0.008801 & 0.0682 & 0.472937 \tabularnewline
25 & -0.015838 & -0.1227 & 0.451385 \tabularnewline
26 & -0.076086 & -0.5894 & 0.278917 \tabularnewline
27 & -0.023858 & -0.1848 & 0.427005 \tabularnewline
28 & -0.03513 & -0.2721 & 0.393234 \tabularnewline
29 & -0.034275 & -0.2655 & 0.39577 \tabularnewline
30 & 0.008286 & 0.0642 & 0.474519 \tabularnewline
31 & -0.013001 & -0.1007 & 0.46006 \tabularnewline
32 & 0.000376 & 0.0029 & 0.498842 \tabularnewline
33 & -0.087426 & -0.6772 & 0.250442 \tabularnewline
34 & 0.053827 & 0.4169 & 0.339103 \tabularnewline
35 & -0.104309 & -0.808 & 0.211148 \tabularnewline
36 & -0.027735 & -0.2148 & 0.415314 \tabularnewline
37 & -0.007257 & -0.0562 & 0.477679 \tabularnewline
38 & 0.021767 & 0.1686 & 0.433336 \tabularnewline
39 & -0.052023 & -0.403 & 0.344201 \tabularnewline
40 & 0.055405 & 0.4292 & 0.334671 \tabularnewline
41 & 0.002428 & 0.0188 & 0.492528 \tabularnewline
42 & 0.041465 & 0.3212 & 0.374594 \tabularnewline
43 & -0.030216 & -0.2341 & 0.407871 \tabularnewline
44 & 0.06798 & 0.5266 & 0.300216 \tabularnewline
45 & -0.142325 & -1.1024 & 0.137336 \tabularnewline
46 & 0.087718 & 0.6795 & 0.249731 \tabularnewline
47 & 0.011952 & 0.0926 & 0.463272 \tabularnewline
48 & -0.168585 & -1.3059 & 0.098293 \tabularnewline
49 & 0.009385 & 0.0727 & 0.471145 \tabularnewline
50 & 0.094046 & 0.7285 & 0.234578 \tabularnewline
51 & 0.032074 & 0.2484 & 0.40232 \tabularnewline
52 & -0.010378 & -0.0804 & 0.468099 \tabularnewline
53 & -0.030073 & -0.2329 & 0.408298 \tabularnewline
54 & 0.00087 & 0.0067 & 0.497322 \tabularnewline
55 & -0.016747 & -0.1297 & 0.44861 \tabularnewline
56 & 0.02615 & 0.2026 & 0.420083 \tabularnewline
57 & 0.126138 & 0.9771 & 0.166231 \tabularnewline
58 & 0.038809 & 0.3006 & 0.382374 \tabularnewline
59 & -0.04485 & -0.3474 & 0.36475 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67574&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]0.023681[/C][C]0.1834[/C][C]0.427539[/C][/ROW]
[ROW][C]2[/C][C]0.09094[/C][C]0.7044[/C][C]0.241948[/C][/ROW]
[ROW][C]3[/C][C]0.132905[/C][C]1.0295[/C][C]0.153693[/C][/ROW]
[ROW][C]4[/C][C]-0.004839[/C][C]-0.0375[/C][C]0.485114[/C][/ROW]
[ROW][C]5[/C][C]0.318273[/C][C]2.4653[/C][C]0.008283[/C][/ROW]
[ROW][C]6[/C][C]-0.039686[/C][C]-0.3074[/C][C]0.379799[/C][/ROW]
[ROW][C]7[/C][C]0.260089[/C][C]2.0146[/C][C]0.024215[/C][/ROW]
[ROW][C]8[/C][C]-0.04129[/C][C]-0.3198[/C][C]0.375105[/C][/ROW]
[ROW][C]9[/C][C]0.061797[/C][C]0.4787[/C][C]0.316955[/C][/ROW]
[ROW][C]10[/C][C]-0.18256[/C][C]-1.4141[/C][C]0.08125[/C][/ROW]
[ROW][C]11[/C][C]0.073243[/C][C]0.5673[/C][C]0.2863[/C][/ROW]
[ROW][C]12[/C][C]0.572882[/C][C]4.4375[/C][C]2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.071384[/C][C]-0.5529[/C][C]0.291179[/C][/ROW]
[ROW][C]14[/C][C]-0.178021[/C][C]-1.3789[/C][C]0.086515[/C][/ROW]
[ROW][C]15[/C][C]-0.128313[/C][C]-0.9939[/C][C]0.162129[/C][/ROW]
[ROW][C]16[/C][C]-0.12316[/C][C]-0.954[/C][C]0.171958[/C][/ROW]
[ROW][C]17[/C][C]-0.151771[/C][C]-1.1756[/C][C]0.122197[/C][/ROW]
[ROW][C]18[/C][C]-0.07159[/C][C]-0.5545[/C][C]0.290638[/C][/ROW]
[ROW][C]19[/C][C]-0.074291[/C][C]-0.5755[/C][C]0.283569[/C][/ROW]
[ROW][C]20[/C][C]-0.120221[/C][C]-0.9312[/C][C]0.177733[/C][/ROW]
[ROW][C]21[/C][C]0.115553[/C][C]0.8951[/C][C]0.187162[/C][/ROW]
[ROW][C]22[/C][C]-0.073996[/C][C]-0.5732[/C][C]0.284334[/C][/ROW]
[ROW][C]23[/C][C]0.039011[/C][C]0.3022[/C][C]0.381782[/C][/ROW]
[ROW][C]24[/C][C]0.008801[/C][C]0.0682[/C][C]0.472937[/C][/ROW]
[ROW][C]25[/C][C]-0.015838[/C][C]-0.1227[/C][C]0.451385[/C][/ROW]
[ROW][C]26[/C][C]-0.076086[/C][C]-0.5894[/C][C]0.278917[/C][/ROW]
[ROW][C]27[/C][C]-0.023858[/C][C]-0.1848[/C][C]0.427005[/C][/ROW]
[ROW][C]28[/C][C]-0.03513[/C][C]-0.2721[/C][C]0.393234[/C][/ROW]
[ROW][C]29[/C][C]-0.034275[/C][C]-0.2655[/C][C]0.39577[/C][/ROW]
[ROW][C]30[/C][C]0.008286[/C][C]0.0642[/C][C]0.474519[/C][/ROW]
[ROW][C]31[/C][C]-0.013001[/C][C]-0.1007[/C][C]0.46006[/C][/ROW]
[ROW][C]32[/C][C]0.000376[/C][C]0.0029[/C][C]0.498842[/C][/ROW]
[ROW][C]33[/C][C]-0.087426[/C][C]-0.6772[/C][C]0.250442[/C][/ROW]
[ROW][C]34[/C][C]0.053827[/C][C]0.4169[/C][C]0.339103[/C][/ROW]
[ROW][C]35[/C][C]-0.104309[/C][C]-0.808[/C][C]0.211148[/C][/ROW]
[ROW][C]36[/C][C]-0.027735[/C][C]-0.2148[/C][C]0.415314[/C][/ROW]
[ROW][C]37[/C][C]-0.007257[/C][C]-0.0562[/C][C]0.477679[/C][/ROW]
[ROW][C]38[/C][C]0.021767[/C][C]0.1686[/C][C]0.433336[/C][/ROW]
[ROW][C]39[/C][C]-0.052023[/C][C]-0.403[/C][C]0.344201[/C][/ROW]
[ROW][C]40[/C][C]0.055405[/C][C]0.4292[/C][C]0.334671[/C][/ROW]
[ROW][C]41[/C][C]0.002428[/C][C]0.0188[/C][C]0.492528[/C][/ROW]
[ROW][C]42[/C][C]0.041465[/C][C]0.3212[/C][C]0.374594[/C][/ROW]
[ROW][C]43[/C][C]-0.030216[/C][C]-0.2341[/C][C]0.407871[/C][/ROW]
[ROW][C]44[/C][C]0.06798[/C][C]0.5266[/C][C]0.300216[/C][/ROW]
[ROW][C]45[/C][C]-0.142325[/C][C]-1.1024[/C][C]0.137336[/C][/ROW]
[ROW][C]46[/C][C]0.087718[/C][C]0.6795[/C][C]0.249731[/C][/ROW]
[ROW][C]47[/C][C]0.011952[/C][C]0.0926[/C][C]0.463272[/C][/ROW]
[ROW][C]48[/C][C]-0.168585[/C][C]-1.3059[/C][C]0.098293[/C][/ROW]
[ROW][C]49[/C][C]0.009385[/C][C]0.0727[/C][C]0.471145[/C][/ROW]
[ROW][C]50[/C][C]0.094046[/C][C]0.7285[/C][C]0.234578[/C][/ROW]
[ROW][C]51[/C][C]0.032074[/C][C]0.2484[/C][C]0.40232[/C][/ROW]
[ROW][C]52[/C][C]-0.010378[/C][C]-0.0804[/C][C]0.468099[/C][/ROW]
[ROW][C]53[/C][C]-0.030073[/C][C]-0.2329[/C][C]0.408298[/C][/ROW]
[ROW][C]54[/C][C]0.00087[/C][C]0.0067[/C][C]0.497322[/C][/ROW]
[ROW][C]55[/C][C]-0.016747[/C][C]-0.1297[/C][C]0.44861[/C][/ROW]
[ROW][C]56[/C][C]0.02615[/C][C]0.2026[/C][C]0.420083[/C][/ROW]
[ROW][C]57[/C][C]0.126138[/C][C]0.9771[/C][C]0.166231[/C][/ROW]
[ROW][C]58[/C][C]0.038809[/C][C]0.3006[/C][C]0.382374[/C][/ROW]
[ROW][C]59[/C][C]-0.04485[/C][C]-0.3474[/C][C]0.36475[/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=67574&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67574&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	0.023681	0.1834	0.427539
2	0.09094	0.7044	0.241948
3	0.132905	1.0295	0.153693
4	-0.004839	-0.0375	0.485114
5	0.318273	2.4653	0.008283
6	-0.039686	-0.3074	0.379799
7	0.260089	2.0146	0.024215
8	-0.04129	-0.3198	0.375105
9	0.061797	0.4787	0.316955
10	-0.18256	-1.4141	0.08125
11	0.073243	0.5673	0.2863
12	0.572882	4.4375	2e-05
13	-0.071384	-0.5529	0.291179
14	-0.178021	-1.3789	0.086515
15	-0.128313	-0.9939	0.162129
16	-0.12316	-0.954	0.171958
17	-0.151771	-1.1756	0.122197
18	-0.07159	-0.5545	0.290638
19	-0.074291	-0.5755	0.283569
20	-0.120221	-0.9312	0.177733
21	0.115553	0.8951	0.187162
22	-0.073996	-0.5732	0.284334
23	0.039011	0.3022	0.381782
24	0.008801	0.0682	0.472937
25	-0.015838	-0.1227	0.451385
26	-0.076086	-0.5894	0.278917
27	-0.023858	-0.1848	0.427005
28	-0.03513	-0.2721	0.393234
29	-0.034275	-0.2655	0.39577
30	0.008286	0.0642	0.474519
31	-0.013001	-0.1007	0.46006
32	0.000376	0.0029	0.498842
33	-0.087426	-0.6772	0.250442
34	0.053827	0.4169	0.339103
35	-0.104309	-0.808	0.211148
36	-0.027735	-0.2148	0.415314
37	-0.007257	-0.0562	0.477679
38	0.021767	0.1686	0.433336
39	-0.052023	-0.403	0.344201
40	0.055405	0.4292	0.334671
41	0.002428	0.0188	0.492528
42	0.041465	0.3212	0.374594
43	-0.030216	-0.2341	0.407871
44	0.06798	0.5266	0.300216
45	-0.142325	-1.1024	0.137336
46	0.087718	0.6795	0.249731
47	0.011952	0.0926	0.463272
48	-0.168585	-1.3059	0.098293
49	0.009385	0.0727	0.471145
50	0.094046	0.7285	0.234578
51	0.032074	0.2484	0.40232
52	-0.010378	-0.0804	0.468099
53	-0.030073	-0.2329	0.408298
54	0.00087	0.0067	0.497322
55	-0.016747	-0.1297	0.44861
56	0.02615	0.2026	0.420083
57	0.126138	0.9771	0.166231
58	0.038809	0.3006	0.382374
59	-0.04485	-0.3474	0.36475
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 4 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 4 ; par6 = MA ; 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