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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 15 Dec 2009 12:22:33 -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/15/t1260904999nf2p77iq7y2tsjx.htm/, Retrieved Thu, 09 May 2024 01:11:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68085, Retrieved Thu, 09 May 2024 01:11:30 +0000

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User-defined keywords

Estimated Impact

164

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

-     [(Partial) Autocorrelation Function] [Partial autcorrel...] [2008-12-11 14:30:55] [12d343c4448a5f9e527bb31caeac580b]
-   PD  [(Partial) Autocorrelation Function] [Partial autcorrel...] [2008-12-11 14:53:43] [12d343c4448a5f9e527bb31caeac580b]
-   P     [(Partial) Autocorrelation Function] [Partial autcorrel...] [2008-12-11 15:08:36] [12d343c4448a5f9e527bb31caeac580b]
-  MPD      [(Partial) Autocorrelation Function] [Acf ] [2009-12-14 21:28:47] [ba905ddf7cdf9ecb063c35348c4dab2e]
-   PD          [(Partial) Autocorrelation Function] [ACF en PACF ARMA ] [2009-12-15 19:22:33] [244731fa3e7e6c85774b8c0902c58f85] [Current]
-   P             [(Partial) Autocorrelation Function] [arma] [2009-12-24 17:52:50] [ba905ddf7cdf9ecb063c35348c4dab2e] 

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68085&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]2 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=68085&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68085&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.232031	1.5737	0.061204
2	0.224018	1.5194	0.067758
3	0.261275	1.7721	0.041505
4	-0.063354	-0.4297	0.334715
5	-0.104829	-0.711	0.240342
6	0.002949	0.02	0.492064
7	-0.100184	-0.6795	0.25012
8	0.015108	0.1025	0.459416
9	-0.12543	-0.8507	0.199669
10	-0.105865	-0.718	0.23819
11	-0.064443	-0.4371	0.332053
12	-0.366024	-2.4825	0.008379
13	-0.121714	-0.8255	0.206674
14	-0.12052	-0.8174	0.208955
15	-0.13712	-0.93	0.178615
16	-0.024167	-0.1639	0.435262
17	0.069034	0.4682	0.320921
18	-0.056312	-0.3819	0.352137
19	-0.019215	-0.1303	0.448441
20	-0.074618	-0.5061	0.307608
21	-0.005443	-0.0369	0.485356
22	-0.064678	-0.4387	0.331478
23	0.121078	0.8212	0.207887
24	0.095208	0.6457	0.26083
25	0.171144	1.1608	0.125865
26	0.194363	1.3182	0.096976
27	0.117418	0.7964	0.214954
28	0.095116	0.6451	0.261032
29	0.076789	0.5208	0.302499
30	0.036703	0.2489	0.402262
31	0.010334	0.0701	0.472213
32	0.099509	0.6749	0.251558
33	0.041599	0.2821	0.389552
34	0.015891	0.1078	0.45732
35	-0.114612	-0.7773	0.220469
36	-0.121203	-0.822	0.207649
37	-0.182141	-1.2353	0.111488
38	-0.190579	-1.2926	0.101308
39	-0.146578	-0.9941	0.162677
40	-0.118184	-0.8016	0.213464
41	-0.067722	-0.4593	0.324086
42	-0.011442	-0.0776	0.46924
43	0.051593	0.3499	0.363997
44	0.039066	0.265	0.396113
45	0.036146	0.2452	0.403713
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.232031 & 1.5737 & 0.061204 \tabularnewline
2 & 0.224018 & 1.5194 & 0.067758 \tabularnewline
3 & 0.261275 & 1.7721 & 0.041505 \tabularnewline
4 & -0.063354 & -0.4297 & 0.334715 \tabularnewline
5 & -0.104829 & -0.711 & 0.240342 \tabularnewline
6 & 0.002949 & 0.02 & 0.492064 \tabularnewline
7 & -0.100184 & -0.6795 & 0.25012 \tabularnewline
8 & 0.015108 & 0.1025 & 0.459416 \tabularnewline
9 & -0.12543 & -0.8507 & 0.199669 \tabularnewline
10 & -0.105865 & -0.718 & 0.23819 \tabularnewline
11 & -0.064443 & -0.4371 & 0.332053 \tabularnewline
12 & -0.366024 & -2.4825 & 0.008379 \tabularnewline
13 & -0.121714 & -0.8255 & 0.206674 \tabularnewline
14 & -0.12052 & -0.8174 & 0.208955 \tabularnewline
15 & -0.13712 & -0.93 & 0.178615 \tabularnewline
16 & -0.024167 & -0.1639 & 0.435262 \tabularnewline
17 & 0.069034 & 0.4682 & 0.320921 \tabularnewline
18 & -0.056312 & -0.3819 & 0.352137 \tabularnewline
19 & -0.019215 & -0.1303 & 0.448441 \tabularnewline
20 & -0.074618 & -0.5061 & 0.307608 \tabularnewline
21 & -0.005443 & -0.0369 & 0.485356 \tabularnewline
22 & -0.064678 & -0.4387 & 0.331478 \tabularnewline
23 & 0.121078 & 0.8212 & 0.207887 \tabularnewline
24 & 0.095208 & 0.6457 & 0.26083 \tabularnewline
25 & 0.171144 & 1.1608 & 0.125865 \tabularnewline
26 & 0.194363 & 1.3182 & 0.096976 \tabularnewline
27 & 0.117418 & 0.7964 & 0.214954 \tabularnewline
28 & 0.095116 & 0.6451 & 0.261032 \tabularnewline
29 & 0.076789 & 0.5208 & 0.302499 \tabularnewline
30 & 0.036703 & 0.2489 & 0.402262 \tabularnewline
31 & 0.010334 & 0.0701 & 0.472213 \tabularnewline
32 & 0.099509 & 0.6749 & 0.251558 \tabularnewline
33 & 0.041599 & 0.2821 & 0.389552 \tabularnewline
34 & 0.015891 & 0.1078 & 0.45732 \tabularnewline
35 & -0.114612 & -0.7773 & 0.220469 \tabularnewline
36 & -0.121203 & -0.822 & 0.207649 \tabularnewline
37 & -0.182141 & -1.2353 & 0.111488 \tabularnewline
38 & -0.190579 & -1.2926 & 0.101308 \tabularnewline
39 & -0.146578 & -0.9941 & 0.162677 \tabularnewline
40 & -0.118184 & -0.8016 & 0.213464 \tabularnewline
41 & -0.067722 & -0.4593 & 0.324086 \tabularnewline
42 & -0.011442 & -0.0776 & 0.46924 \tabularnewline
43 & 0.051593 & 0.3499 & 0.363997 \tabularnewline
44 & 0.039066 & 0.265 & 0.396113 \tabularnewline
45 & 0.036146 & 0.2452 & 0.403713 \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68085&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]0.232031[/C][C]1.5737[/C][C]0.061204[/C][/ROW]
[ROW][C]2[/C][C]0.224018[/C][C]1.5194[/C][C]0.067758[/C][/ROW]
[ROW][C]3[/C][C]0.261275[/C][C]1.7721[/C][C]0.041505[/C][/ROW]
[ROW][C]4[/C][C]-0.063354[/C][C]-0.4297[/C][C]0.334715[/C][/ROW]
[ROW][C]5[/C][C]-0.104829[/C][C]-0.711[/C][C]0.240342[/C][/ROW]
[ROW][C]6[/C][C]0.002949[/C][C]0.02[/C][C]0.492064[/C][/ROW]
[ROW][C]7[/C][C]-0.100184[/C][C]-0.6795[/C][C]0.25012[/C][/ROW]
[ROW][C]8[/C][C]0.015108[/C][C]0.1025[/C][C]0.459416[/C][/ROW]
[ROW][C]9[/C][C]-0.12543[/C][C]-0.8507[/C][C]0.199669[/C][/ROW]
[ROW][C]10[/C][C]-0.105865[/C][C]-0.718[/C][C]0.23819[/C][/ROW]
[ROW][C]11[/C][C]-0.064443[/C][C]-0.4371[/C][C]0.332053[/C][/ROW]
[ROW][C]12[/C][C]-0.366024[/C][C]-2.4825[/C][C]0.008379[/C][/ROW]
[ROW][C]13[/C][C]-0.121714[/C][C]-0.8255[/C][C]0.206674[/C][/ROW]
[ROW][C]14[/C][C]-0.12052[/C][C]-0.8174[/C][C]0.208955[/C][/ROW]
[ROW][C]15[/C][C]-0.13712[/C][C]-0.93[/C][C]0.178615[/C][/ROW]
[ROW][C]16[/C][C]-0.024167[/C][C]-0.1639[/C][C]0.435262[/C][/ROW]
[ROW][C]17[/C][C]0.069034[/C][C]0.4682[/C][C]0.320921[/C][/ROW]
[ROW][C]18[/C][C]-0.056312[/C][C]-0.3819[/C][C]0.352137[/C][/ROW]
[ROW][C]19[/C][C]-0.019215[/C][C]-0.1303[/C][C]0.448441[/C][/ROW]
[ROW][C]20[/C][C]-0.074618[/C][C]-0.5061[/C][C]0.307608[/C][/ROW]
[ROW][C]21[/C][C]-0.005443[/C][C]-0.0369[/C][C]0.485356[/C][/ROW]
[ROW][C]22[/C][C]-0.064678[/C][C]-0.4387[/C][C]0.331478[/C][/ROW]
[ROW][C]23[/C][C]0.121078[/C][C]0.8212[/C][C]0.207887[/C][/ROW]
[ROW][C]24[/C][C]0.095208[/C][C]0.6457[/C][C]0.26083[/C][/ROW]
[ROW][C]25[/C][C]0.171144[/C][C]1.1608[/C][C]0.125865[/C][/ROW]
[ROW][C]26[/C][C]0.194363[/C][C]1.3182[/C][C]0.096976[/C][/ROW]
[ROW][C]27[/C][C]0.117418[/C][C]0.7964[/C][C]0.214954[/C][/ROW]
[ROW][C]28[/C][C]0.095116[/C][C]0.6451[/C][C]0.261032[/C][/ROW]
[ROW][C]29[/C][C]0.076789[/C][C]0.5208[/C][C]0.302499[/C][/ROW]
[ROW][C]30[/C][C]0.036703[/C][C]0.2489[/C][C]0.402262[/C][/ROW]
[ROW][C]31[/C][C]0.010334[/C][C]0.0701[/C][C]0.472213[/C][/ROW]
[ROW][C]32[/C][C]0.099509[/C][C]0.6749[/C][C]0.251558[/C][/ROW]
[ROW][C]33[/C][C]0.041599[/C][C]0.2821[/C][C]0.389552[/C][/ROW]
[ROW][C]34[/C][C]0.015891[/C][C]0.1078[/C][C]0.45732[/C][/ROW]
[ROW][C]35[/C][C]-0.114612[/C][C]-0.7773[/C][C]0.220469[/C][/ROW]
[ROW][C]36[/C][C]-0.121203[/C][C]-0.822[/C][C]0.207649[/C][/ROW]
[ROW][C]37[/C][C]-0.182141[/C][C]-1.2353[/C][C]0.111488[/C][/ROW]
[ROW][C]38[/C][C]-0.190579[/C][C]-1.2926[/C][C]0.101308[/C][/ROW]
[ROW][C]39[/C][C]-0.146578[/C][C]-0.9941[/C][C]0.162677[/C][/ROW]
[ROW][C]40[/C][C]-0.118184[/C][C]-0.8016[/C][C]0.213464[/C][/ROW]
[ROW][C]41[/C][C]-0.067722[/C][C]-0.4593[/C][C]0.324086[/C][/ROW]
[ROW][C]42[/C][C]-0.011442[/C][C]-0.0776[/C][C]0.46924[/C][/ROW]
[ROW][C]43[/C][C]0.051593[/C][C]0.3499[/C][C]0.363997[/C][/ROW]
[ROW][C]44[/C][C]0.039066[/C][C]0.265[/C][C]0.396113[/C][/ROW]
[ROW][C]45[/C][C]0.036146[/C][C]0.2452[/C][C]0.403713[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68085&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68085&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	0.232031	1.5737	0.061204
2	0.224018	1.5194	0.067758
3	0.261275	1.7721	0.041505
4	-0.063354	-0.4297	0.334715
5	-0.104829	-0.711	0.240342
6	0.002949	0.02	0.492064
7	-0.100184	-0.6795	0.25012
8	0.015108	0.1025	0.459416
9	-0.12543	-0.8507	0.199669
10	-0.105865	-0.718	0.23819
11	-0.064443	-0.4371	0.332053
12	-0.366024	-2.4825	0.008379
13	-0.121714	-0.8255	0.206674
14	-0.12052	-0.8174	0.208955
15	-0.13712	-0.93	0.178615
16	-0.024167	-0.1639	0.435262
17	0.069034	0.4682	0.320921
18	-0.056312	-0.3819	0.352137
19	-0.019215	-0.1303	0.448441
20	-0.074618	-0.5061	0.307608
21	-0.005443	-0.0369	0.485356
22	-0.064678	-0.4387	0.331478
23	0.121078	0.8212	0.207887
24	0.095208	0.6457	0.26083
25	0.171144	1.1608	0.125865
26	0.194363	1.3182	0.096976
27	0.117418	0.7964	0.214954
28	0.095116	0.6451	0.261032
29	0.076789	0.5208	0.302499
30	0.036703	0.2489	0.402262
31	0.010334	0.0701	0.472213
32	0.099509	0.6749	0.251558
33	0.041599	0.2821	0.389552
34	0.015891	0.1078	0.45732
35	-0.114612	-0.7773	0.220469
36	-0.121203	-0.822	0.207649
37	-0.182141	-1.2353	0.111488
38	-0.190579	-1.2926	0.101308
39	-0.146578	-0.9941	0.162677
40	-0.118184	-0.8016	0.213464
41	-0.067722	-0.4593	0.324086
42	-0.011442	-0.0776	0.46924
43	0.051593	0.3499	0.363997
44	0.039066	0.265	0.396113
45	0.036146	0.2452	0.403713
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.232031	1.5737	0.061204
2	0.179863	1.2199	0.114362
3	0.193229	1.3105	0.098259
4	-0.20523	-1.3919	0.085317
5	-0.166231	-1.1274	0.132703
6	0.053712	0.3643	0.358655
7	0.015039	0.102	0.459601
8	0.093588	0.6347	0.26437
9	-0.205906	-1.3965	0.08463
10	-0.090412	-0.6132	0.271381
11	-0.007656	-0.0519	0.479408
12	-0.302332	-2.0505	0.023019
13	0.04978	0.3376	0.36859
14	-0.035162	-0.2385	0.406285
15	0.066468	0.4508	0.327124
16	-0.083056	-0.5633	0.28798
17	0.019525	0.1324	0.447613
18	-0.073464	-0.4983	0.310338
19	-0.115399	-0.7827	0.218915
20	-0.051852	-0.3517	0.363344
21	0.000174	0.0012	0.499532
22	-0.045742	-0.3102	0.378891
23	0.171524	1.1633	0.125346
24	-0.10806	-0.7329	0.233668
25	0.135128	0.9165	0.182096
26	0.034328	0.2328	0.408466
27	0.001461	0.0099	0.496068
28	0.001945	0.0132	0.494767
29	0.027844	0.1888	0.425523
30	0.071337	0.4838	0.315401
31	-0.085975	-0.5831	0.281333
32	0.114566	0.777	0.220561
33	0.047654	0.3232	0.374003
34	-0.096257	-0.6528	0.258551
35	-0.055656	-0.3775	0.353776
36	-0.147658	-1.0015	0.160921
37	0.078856	0.5348	0.297671
38	-0.030102	-0.2042	0.419563
39	-0.010567	-0.0717	0.471589
40	-0.099693	-0.6762	0.251165
41	0.027948	0.1896	0.425246
42	0.0548	0.3717	0.355921
43	0.047932	0.3251	0.373294
44	0.069117	0.4688	0.320723
45	0.037109	0.2517	0.401203
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.232031 & 1.5737 & 0.061204 \tabularnewline
2 & 0.179863 & 1.2199 & 0.114362 \tabularnewline
3 & 0.193229 & 1.3105 & 0.098259 \tabularnewline
4 & -0.20523 & -1.3919 & 0.085317 \tabularnewline
5 & -0.166231 & -1.1274 & 0.132703 \tabularnewline
6 & 0.053712 & 0.3643 & 0.358655 \tabularnewline
7 & 0.015039 & 0.102 & 0.459601 \tabularnewline
8 & 0.093588 & 0.6347 & 0.26437 \tabularnewline
9 & -0.205906 & -1.3965 & 0.08463 \tabularnewline
10 & -0.090412 & -0.6132 & 0.271381 \tabularnewline
11 & -0.007656 & -0.0519 & 0.479408 \tabularnewline
12 & -0.302332 & -2.0505 & 0.023019 \tabularnewline
13 & 0.04978 & 0.3376 & 0.36859 \tabularnewline
14 & -0.035162 & -0.2385 & 0.406285 \tabularnewline
15 & 0.066468 & 0.4508 & 0.327124 \tabularnewline
16 & -0.083056 & -0.5633 & 0.28798 \tabularnewline
17 & 0.019525 & 0.1324 & 0.447613 \tabularnewline
18 & -0.073464 & -0.4983 & 0.310338 \tabularnewline
19 & -0.115399 & -0.7827 & 0.218915 \tabularnewline
20 & -0.051852 & -0.3517 & 0.363344 \tabularnewline
21 & 0.000174 & 0.0012 & 0.499532 \tabularnewline
22 & -0.045742 & -0.3102 & 0.378891 \tabularnewline
23 & 0.171524 & 1.1633 & 0.125346 \tabularnewline
24 & -0.10806 & -0.7329 & 0.233668 \tabularnewline
25 & 0.135128 & 0.9165 & 0.182096 \tabularnewline
26 & 0.034328 & 0.2328 & 0.408466 \tabularnewline
27 & 0.001461 & 0.0099 & 0.496068 \tabularnewline
28 & 0.001945 & 0.0132 & 0.494767 \tabularnewline
29 & 0.027844 & 0.1888 & 0.425523 \tabularnewline
30 & 0.071337 & 0.4838 & 0.315401 \tabularnewline
31 & -0.085975 & -0.5831 & 0.281333 \tabularnewline
32 & 0.114566 & 0.777 & 0.220561 \tabularnewline
33 & 0.047654 & 0.3232 & 0.374003 \tabularnewline
34 & -0.096257 & -0.6528 & 0.258551 \tabularnewline
35 & -0.055656 & -0.3775 & 0.353776 \tabularnewline
36 & -0.147658 & -1.0015 & 0.160921 \tabularnewline
37 & 0.078856 & 0.5348 & 0.297671 \tabularnewline
38 & -0.030102 & -0.2042 & 0.419563 \tabularnewline
39 & -0.010567 & -0.0717 & 0.471589 \tabularnewline
40 & -0.099693 & -0.6762 & 0.251165 \tabularnewline
41 & 0.027948 & 0.1896 & 0.425246 \tabularnewline
42 & 0.0548 & 0.3717 & 0.355921 \tabularnewline
43 & 0.047932 & 0.3251 & 0.373294 \tabularnewline
44 & 0.069117 & 0.4688 & 0.320723 \tabularnewline
45 & 0.037109 & 0.2517 & 0.401203 \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68085&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]0.232031[/C][C]1.5737[/C][C]0.061204[/C][/ROW]
[ROW][C]2[/C][C]0.179863[/C][C]1.2199[/C][C]0.114362[/C][/ROW]
[ROW][C]3[/C][C]0.193229[/C][C]1.3105[/C][C]0.098259[/C][/ROW]
[ROW][C]4[/C][C]-0.20523[/C][C]-1.3919[/C][C]0.085317[/C][/ROW]
[ROW][C]5[/C][C]-0.166231[/C][C]-1.1274[/C][C]0.132703[/C][/ROW]
[ROW][C]6[/C][C]0.053712[/C][C]0.3643[/C][C]0.358655[/C][/ROW]
[ROW][C]7[/C][C]0.015039[/C][C]0.102[/C][C]0.459601[/C][/ROW]
[ROW][C]8[/C][C]0.093588[/C][C]0.6347[/C][C]0.26437[/C][/ROW]
[ROW][C]9[/C][C]-0.205906[/C][C]-1.3965[/C][C]0.08463[/C][/ROW]
[ROW][C]10[/C][C]-0.090412[/C][C]-0.6132[/C][C]0.271381[/C][/ROW]
[ROW][C]11[/C][C]-0.007656[/C][C]-0.0519[/C][C]0.479408[/C][/ROW]
[ROW][C]12[/C][C]-0.302332[/C][C]-2.0505[/C][C]0.023019[/C][/ROW]
[ROW][C]13[/C][C]0.04978[/C][C]0.3376[/C][C]0.36859[/C][/ROW]
[ROW][C]14[/C][C]-0.035162[/C][C]-0.2385[/C][C]0.406285[/C][/ROW]
[ROW][C]15[/C][C]0.066468[/C][C]0.4508[/C][C]0.327124[/C][/ROW]
[ROW][C]16[/C][C]-0.083056[/C][C]-0.5633[/C][C]0.28798[/C][/ROW]
[ROW][C]17[/C][C]0.019525[/C][C]0.1324[/C][C]0.447613[/C][/ROW]
[ROW][C]18[/C][C]-0.073464[/C][C]-0.4983[/C][C]0.310338[/C][/ROW]
[ROW][C]19[/C][C]-0.115399[/C][C]-0.7827[/C][C]0.218915[/C][/ROW]
[ROW][C]20[/C][C]-0.051852[/C][C]-0.3517[/C][C]0.363344[/C][/ROW]
[ROW][C]21[/C][C]0.000174[/C][C]0.0012[/C][C]0.499532[/C][/ROW]
[ROW][C]22[/C][C]-0.045742[/C][C]-0.3102[/C][C]0.378891[/C][/ROW]
[ROW][C]23[/C][C]0.171524[/C][C]1.1633[/C][C]0.125346[/C][/ROW]
[ROW][C]24[/C][C]-0.10806[/C][C]-0.7329[/C][C]0.233668[/C][/ROW]
[ROW][C]25[/C][C]0.135128[/C][C]0.9165[/C][C]0.182096[/C][/ROW]
[ROW][C]26[/C][C]0.034328[/C][C]0.2328[/C][C]0.408466[/C][/ROW]
[ROW][C]27[/C][C]0.001461[/C][C]0.0099[/C][C]0.496068[/C][/ROW]
[ROW][C]28[/C][C]0.001945[/C][C]0.0132[/C][C]0.494767[/C][/ROW]
[ROW][C]29[/C][C]0.027844[/C][C]0.1888[/C][C]0.425523[/C][/ROW]
[ROW][C]30[/C][C]0.071337[/C][C]0.4838[/C][C]0.315401[/C][/ROW]
[ROW][C]31[/C][C]-0.085975[/C][C]-0.5831[/C][C]0.281333[/C][/ROW]
[ROW][C]32[/C][C]0.114566[/C][C]0.777[/C][C]0.220561[/C][/ROW]
[ROW][C]33[/C][C]0.047654[/C][C]0.3232[/C][C]0.374003[/C][/ROW]
[ROW][C]34[/C][C]-0.096257[/C][C]-0.6528[/C][C]0.258551[/C][/ROW]
[ROW][C]35[/C][C]-0.055656[/C][C]-0.3775[/C][C]0.353776[/C][/ROW]
[ROW][C]36[/C][C]-0.147658[/C][C]-1.0015[/C][C]0.160921[/C][/ROW]
[ROW][C]37[/C][C]0.078856[/C][C]0.5348[/C][C]0.297671[/C][/ROW]
[ROW][C]38[/C][C]-0.030102[/C][C]-0.2042[/C][C]0.419563[/C][/ROW]
[ROW][C]39[/C][C]-0.010567[/C][C]-0.0717[/C][C]0.471589[/C][/ROW]
[ROW][C]40[/C][C]-0.099693[/C][C]-0.6762[/C][C]0.251165[/C][/ROW]
[ROW][C]41[/C][C]0.027948[/C][C]0.1896[/C][C]0.425246[/C][/ROW]
[ROW][C]42[/C][C]0.0548[/C][C]0.3717[/C][C]0.355921[/C][/ROW]
[ROW][C]43[/C][C]0.047932[/C][C]0.3251[/C][C]0.373294[/C][/ROW]
[ROW][C]44[/C][C]0.069117[/C][C]0.4688[/C][C]0.320723[/C][/ROW]
[ROW][C]45[/C][C]0.037109[/C][C]0.2517[/C][C]0.401203[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68085&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68085&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	0.232031	1.5737	0.061204
2	0.179863	1.2199	0.114362
3	0.193229	1.3105	0.098259
4	-0.20523	-1.3919	0.085317
5	-0.166231	-1.1274	0.132703
6	0.053712	0.3643	0.358655
7	0.015039	0.102	0.459601
8	0.093588	0.6347	0.26437
9	-0.205906	-1.3965	0.08463
10	-0.090412	-0.6132	0.271381
11	-0.007656	-0.0519	0.479408
12	-0.302332	-2.0505	0.023019
13	0.04978	0.3376	0.36859
14	-0.035162	-0.2385	0.406285
15	0.066468	0.4508	0.327124
16	-0.083056	-0.5633	0.28798
17	0.019525	0.1324	0.447613
18	-0.073464	-0.4983	0.310338
19	-0.115399	-0.7827	0.218915
20	-0.051852	-0.3517	0.363344
21	0.000174	0.0012	0.499532
22	-0.045742	-0.3102	0.378891
23	0.171524	1.1633	0.125346
24	-0.10806	-0.7329	0.233668
25	0.135128	0.9165	0.182096
26	0.034328	0.2328	0.408466
27	0.001461	0.0099	0.496068
28	0.001945	0.0132	0.494767
29	0.027844	0.1888	0.425523
30	0.071337	0.4838	0.315401
31	-0.085975	-0.5831	0.281333
32	0.114566	0.777	0.220561
33	0.047654	0.3232	0.374003
34	-0.096257	-0.6528	0.258551
35	-0.055656	-0.3775	0.353776
36	-0.147658	-1.0015	0.160921
37	0.078856	0.5348	0.297671
38	-0.030102	-0.2042	0.419563
39	-0.010567	-0.0717	0.471589
40	-0.099693	-0.6762	0.251165
41	0.027948	0.1896	0.425246
42	0.0548	0.3717	0.355921
43	0.047932	0.3251	0.373294
44	0.069117	0.4688	0.320723
45	0.037109	0.2517	0.401203
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -1.7 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ;

Parameters (R input):

par1 = 60 ; par2 = -1.7 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = ;

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 (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='lags',ylab='ACF')
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