Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 03:05:30 -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/17/t1261044697jtdhfjn123ypmyv.htm/, Retrieved Tue, 30 Apr 2024 03:26:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68691, Retrieved Tue, 30 Apr 2024 03:26:44 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

141

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

-     [(Partial) Autocorrelation Function] [Partial autocorre...] [2008-12-09 20:18:51] [12d343c4448a5f9e527bb31caeac580b]
-   P   [(Partial) Autocorrelation Function] [Partial autocorre...] [2008-12-09 20:27:26] [12d343c4448a5f9e527bb31caeac580b]
- RMPD      [(Partial) Autocorrelation Function] [] [2009-12-17 10:05:30] [bcaf453a09027aa0f995cb78bdc3c98a] [Current]
- R  D        [(Partial) Autocorrelation Function] [autocorrelatie vo...] [2010-12-29 18:17:26] [5a05da414fd67612c3b80d44effe0727] 
- R PD        [(Partial) Autocorrelation Function] [autocorrelatie na...] [2010-12-29 18:34:59] [5a05da414fd67612c3b80d44effe0727] 
- RMPD        [Variance Reduction Matrix] [variance reductio...] [2010-12-29 18:59:19] [5a05da414fd67612c3b80d44effe0727] 
- RMPD        [Spectral Analysis] [spectraalanalyse ...] [2010-12-29 19:43:01] [5a05da414fd67612c3b80d44effe0727] 
- RMPD        [Spectral Analysis] [spectraalanalyse ...] [2010-12-29 19:46:05] [5a05da414fd67612c3b80d44effe0727] 
- RMPD        [Spectral Analysis] [spectraalanalyse ...] [2010-12-29 19:55:51] [5a05da414fd67612c3b80d44effe0727] 
- R PD        [(Partial) Autocorrelation Function] [partial autocorre...] [2010-12-29 21:21:39] [5a05da414fd67612c3b80d44effe0727] 
- R PD        [(Partial) Autocorrelation Function] [partial autocorre...] [2010-12-29 21:23:25] [5a05da414fd67612c3b80d44effe0727] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2

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=68691&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=68691&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68691&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	0.84266	6.5814	0
2	0.636226	4.9691	3e-06
3	0.529187	4.1331	5.5e-05
4	0.548333	4.2826	3.3e-05
5	0.638853	4.9896	3e-06
6	0.683904	5.3415	1e-06
7	0.604917	4.7245	7e-06
8	0.459583	3.5895	0.000331
9	0.338687	2.6452	0.005184
10	0.317357	2.4786	0.007985
11	0.336308	2.6267	0.005444
12	0.346642	2.7074	0.004393
13	0.262432	2.0497	0.022352
14	0.164205	1.2825	0.102262
15	0.092037	0.7188	0.237494
16	0.048062	0.3754	0.354343
17	0.017024	0.133	0.447331
18	-0.019578	-0.1529	0.439486
19	-0.080082	-0.6255	0.267002
20	-0.146691	-1.1457	0.128198
21	-0.193526	-1.5115	0.067914
22	-0.209451	-1.6359	0.053509
23	-0.220702	-1.7237	0.044911
24	-0.237888	-1.858	0.034001
25	-0.294984	-2.3039	0.012325
26	-0.326906	-2.5532	0.006595
27	-0.322331	-2.5175	0.007231
28	-0.299247	-2.3372	0.011364
29	-0.285495	-2.2298	0.014727
30	-0.294924	-2.3034	0.012339
31	-0.328809	-2.5681	0.006346
32	-0.378508	-2.9562	0.002212
33	-0.38453	-3.0033	0.001935
34	-0.324054	-2.5309	0.006985
35	-0.280647	-2.1919	0.016106
36	-0.268344	-2.0958	0.020127
37	-0.296317	-2.3143	0.012017
38	-0.318896	-2.4907	0.007744
39	-0.300304	-2.3455	0.011136
40	-0.245398	-1.9166	0.029987
41	-0.191198	-1.4933	0.070256
42	-0.167201	-1.3059	0.098248
43	-0.19103	-1.492	0.070427
44	-0.211452	-1.6515	0.051888
45	-0.170221	-1.3295	0.094323
46	-0.085117	-0.6648	0.254346
47	-0.046184	-0.3607	0.359781
48	-0.050928	-0.3978	0.346098
49	-0.085879	-0.6707	0.252459
50	-0.100354	-0.7838	0.218098
51	-0.070976	-0.5543	0.290687
52	-0.014283	-0.1116	0.455771
53	0.012596	0.0984	0.460977
54	0.015038	0.1175	0.453445
55	-0.006422	-0.0502	0.480081
56	-0.023932	-0.1869	0.426173
57	-0.004603	-0.036	0.485719
58	0.031082	0.2428	0.404503
59	0.034066	0.2661	0.395543
60	0.018194	0.1421	0.443734

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84266 & 6.5814 & 0 \tabularnewline
2 & 0.636226 & 4.9691 & 3e-06 \tabularnewline
3 & 0.529187 & 4.1331 & 5.5e-05 \tabularnewline
4 & 0.548333 & 4.2826 & 3.3e-05 \tabularnewline
5 & 0.638853 & 4.9896 & 3e-06 \tabularnewline
6 & 0.683904 & 5.3415 & 1e-06 \tabularnewline
7 & 0.604917 & 4.7245 & 7e-06 \tabularnewline
8 & 0.459583 & 3.5895 & 0.000331 \tabularnewline
9 & 0.338687 & 2.6452 & 0.005184 \tabularnewline
10 & 0.317357 & 2.4786 & 0.007985 \tabularnewline
11 & 0.336308 & 2.6267 & 0.005444 \tabularnewline
12 & 0.346642 & 2.7074 & 0.004393 \tabularnewline
13 & 0.262432 & 2.0497 & 0.022352 \tabularnewline
14 & 0.164205 & 1.2825 & 0.102262 \tabularnewline
15 & 0.092037 & 0.7188 & 0.237494 \tabularnewline
16 & 0.048062 & 0.3754 & 0.354343 \tabularnewline
17 & 0.017024 & 0.133 & 0.447331 \tabularnewline
18 & -0.019578 & -0.1529 & 0.439486 \tabularnewline
19 & -0.080082 & -0.6255 & 0.267002 \tabularnewline
20 & -0.146691 & -1.1457 & 0.128198 \tabularnewline
21 & -0.193526 & -1.5115 & 0.067914 \tabularnewline
22 & -0.209451 & -1.6359 & 0.053509 \tabularnewline
23 & -0.220702 & -1.7237 & 0.044911 \tabularnewline
24 & -0.237888 & -1.858 & 0.034001 \tabularnewline
25 & -0.294984 & -2.3039 & 0.012325 \tabularnewline
26 & -0.326906 & -2.5532 & 0.006595 \tabularnewline
27 & -0.322331 & -2.5175 & 0.007231 \tabularnewline
28 & -0.299247 & -2.3372 & 0.011364 \tabularnewline
29 & -0.285495 & -2.2298 & 0.014727 \tabularnewline
30 & -0.294924 & -2.3034 & 0.012339 \tabularnewline
31 & -0.328809 & -2.5681 & 0.006346 \tabularnewline
32 & -0.378508 & -2.9562 & 0.002212 \tabularnewline
33 & -0.38453 & -3.0033 & 0.001935 \tabularnewline
34 & -0.324054 & -2.5309 & 0.006985 \tabularnewline
35 & -0.280647 & -2.1919 & 0.016106 \tabularnewline
36 & -0.268344 & -2.0958 & 0.020127 \tabularnewline
37 & -0.296317 & -2.3143 & 0.012017 \tabularnewline
38 & -0.318896 & -2.4907 & 0.007744 \tabularnewline
39 & -0.300304 & -2.3455 & 0.011136 \tabularnewline
40 & -0.245398 & -1.9166 & 0.029987 \tabularnewline
41 & -0.191198 & -1.4933 & 0.070256 \tabularnewline
42 & -0.167201 & -1.3059 & 0.098248 \tabularnewline
43 & -0.19103 & -1.492 & 0.070427 \tabularnewline
44 & -0.211452 & -1.6515 & 0.051888 \tabularnewline
45 & -0.170221 & -1.3295 & 0.094323 \tabularnewline
46 & -0.085117 & -0.6648 & 0.254346 \tabularnewline
47 & -0.046184 & -0.3607 & 0.359781 \tabularnewline
48 & -0.050928 & -0.3978 & 0.346098 \tabularnewline
49 & -0.085879 & -0.6707 & 0.252459 \tabularnewline
50 & -0.100354 & -0.7838 & 0.218098 \tabularnewline
51 & -0.070976 & -0.5543 & 0.290687 \tabularnewline
52 & -0.014283 & -0.1116 & 0.455771 \tabularnewline
53 & 0.012596 & 0.0984 & 0.460977 \tabularnewline
54 & 0.015038 & 0.1175 & 0.453445 \tabularnewline
55 & -0.006422 & -0.0502 & 0.480081 \tabularnewline
56 & -0.023932 & -0.1869 & 0.426173 \tabularnewline
57 & -0.004603 & -0.036 & 0.485719 \tabularnewline
58 & 0.031082 & 0.2428 & 0.404503 \tabularnewline
59 & 0.034066 & 0.2661 & 0.395543 \tabularnewline
60 & 0.018194 & 0.1421 & 0.443734 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68691&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]0.84266[/C][C]6.5814[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.636226[/C][C]4.9691[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.529187[/C][C]4.1331[/C][C]5.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.548333[/C][C]4.2826[/C][C]3.3e-05[/C][/ROW]
[ROW][C]5[/C][C]0.638853[/C][C]4.9896[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.683904[/C][C]5.3415[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.604917[/C][C]4.7245[/C][C]7e-06[/C][/ROW]
[ROW][C]8[/C][C]0.459583[/C][C]3.5895[/C][C]0.000331[/C][/ROW]
[ROW][C]9[/C][C]0.338687[/C][C]2.6452[/C][C]0.005184[/C][/ROW]
[ROW][C]10[/C][C]0.317357[/C][C]2.4786[/C][C]0.007985[/C][/ROW]
[ROW][C]11[/C][C]0.336308[/C][C]2.6267[/C][C]0.005444[/C][/ROW]
[ROW][C]12[/C][C]0.346642[/C][C]2.7074[/C][C]0.004393[/C][/ROW]
[ROW][C]13[/C][C]0.262432[/C][C]2.0497[/C][C]0.022352[/C][/ROW]
[ROW][C]14[/C][C]0.164205[/C][C]1.2825[/C][C]0.102262[/C][/ROW]
[ROW][C]15[/C][C]0.092037[/C][C]0.7188[/C][C]0.237494[/C][/ROW]
[ROW][C]16[/C][C]0.048062[/C][C]0.3754[/C][C]0.354343[/C][/ROW]
[ROW][C]17[/C][C]0.017024[/C][C]0.133[/C][C]0.447331[/C][/ROW]
[ROW][C]18[/C][C]-0.019578[/C][C]-0.1529[/C][C]0.439486[/C][/ROW]
[ROW][C]19[/C][C]-0.080082[/C][C]-0.6255[/C][C]0.267002[/C][/ROW]
[ROW][C]20[/C][C]-0.146691[/C][C]-1.1457[/C][C]0.128198[/C][/ROW]
[ROW][C]21[/C][C]-0.193526[/C][C]-1.5115[/C][C]0.067914[/C][/ROW]
[ROW][C]22[/C][C]-0.209451[/C][C]-1.6359[/C][C]0.053509[/C][/ROW]
[ROW][C]23[/C][C]-0.220702[/C][C]-1.7237[/C][C]0.044911[/C][/ROW]
[ROW][C]24[/C][C]-0.237888[/C][C]-1.858[/C][C]0.034001[/C][/ROW]
[ROW][C]25[/C][C]-0.294984[/C][C]-2.3039[/C][C]0.012325[/C][/ROW]
[ROW][C]26[/C][C]-0.326906[/C][C]-2.5532[/C][C]0.006595[/C][/ROW]
[ROW][C]27[/C][C]-0.322331[/C][C]-2.5175[/C][C]0.007231[/C][/ROW]
[ROW][C]28[/C][C]-0.299247[/C][C]-2.3372[/C][C]0.011364[/C][/ROW]
[ROW][C]29[/C][C]-0.285495[/C][C]-2.2298[/C][C]0.014727[/C][/ROW]
[ROW][C]30[/C][C]-0.294924[/C][C]-2.3034[/C][C]0.012339[/C][/ROW]
[ROW][C]31[/C][C]-0.328809[/C][C]-2.5681[/C][C]0.006346[/C][/ROW]
[ROW][C]32[/C][C]-0.378508[/C][C]-2.9562[/C][C]0.002212[/C][/ROW]
[ROW][C]33[/C][C]-0.38453[/C][C]-3.0033[/C][C]0.001935[/C][/ROW]
[ROW][C]34[/C][C]-0.324054[/C][C]-2.5309[/C][C]0.006985[/C][/ROW]
[ROW][C]35[/C][C]-0.280647[/C][C]-2.1919[/C][C]0.016106[/C][/ROW]
[ROW][C]36[/C][C]-0.268344[/C][C]-2.0958[/C][C]0.020127[/C][/ROW]
[ROW][C]37[/C][C]-0.296317[/C][C]-2.3143[/C][C]0.012017[/C][/ROW]
[ROW][C]38[/C][C]-0.318896[/C][C]-2.4907[/C][C]0.007744[/C][/ROW]
[ROW][C]39[/C][C]-0.300304[/C][C]-2.3455[/C][C]0.011136[/C][/ROW]
[ROW][C]40[/C][C]-0.245398[/C][C]-1.9166[/C][C]0.029987[/C][/ROW]
[ROW][C]41[/C][C]-0.191198[/C][C]-1.4933[/C][C]0.070256[/C][/ROW]
[ROW][C]42[/C][C]-0.167201[/C][C]-1.3059[/C][C]0.098248[/C][/ROW]
[ROW][C]43[/C][C]-0.19103[/C][C]-1.492[/C][C]0.070427[/C][/ROW]
[ROW][C]44[/C][C]-0.211452[/C][C]-1.6515[/C][C]0.051888[/C][/ROW]
[ROW][C]45[/C][C]-0.170221[/C][C]-1.3295[/C][C]0.094323[/C][/ROW]
[ROW][C]46[/C][C]-0.085117[/C][C]-0.6648[/C][C]0.254346[/C][/ROW]
[ROW][C]47[/C][C]-0.046184[/C][C]-0.3607[/C][C]0.359781[/C][/ROW]
[ROW][C]48[/C][C]-0.050928[/C][C]-0.3978[/C][C]0.346098[/C][/ROW]
[ROW][C]49[/C][C]-0.085879[/C][C]-0.6707[/C][C]0.252459[/C][/ROW]
[ROW][C]50[/C][C]-0.100354[/C][C]-0.7838[/C][C]0.218098[/C][/ROW]
[ROW][C]51[/C][C]-0.070976[/C][C]-0.5543[/C][C]0.290687[/C][/ROW]
[ROW][C]52[/C][C]-0.014283[/C][C]-0.1116[/C][C]0.455771[/C][/ROW]
[ROW][C]53[/C][C]0.012596[/C][C]0.0984[/C][C]0.460977[/C][/ROW]
[ROW][C]54[/C][C]0.015038[/C][C]0.1175[/C][C]0.453445[/C][/ROW]
[ROW][C]55[/C][C]-0.006422[/C][C]-0.0502[/C][C]0.480081[/C][/ROW]
[ROW][C]56[/C][C]-0.023932[/C][C]-0.1869[/C][C]0.426173[/C][/ROW]
[ROW][C]57[/C][C]-0.004603[/C][C]-0.036[/C][C]0.485719[/C][/ROW]
[ROW][C]58[/C][C]0.031082[/C][C]0.2428[/C][C]0.404503[/C][/ROW]
[ROW][C]59[/C][C]0.034066[/C][C]0.2661[/C][C]0.395543[/C][/ROW]
[ROW][C]60[/C][C]0.018194[/C][C]0.1421[/C][C]0.443734[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68691&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68691&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	0.84266	6.5814	0
2	0.636226	4.9691	3e-06
3	0.529187	4.1331	5.5e-05
4	0.548333	4.2826	3.3e-05
5	0.638853	4.9896	3e-06
6	0.683904	5.3415	1e-06
7	0.604917	4.7245	7e-06
8	0.459583	3.5895	0.000331
9	0.338687	2.6452	0.005184
10	0.317357	2.4786	0.007985
11	0.336308	2.6267	0.005444
12	0.346642	2.7074	0.004393
13	0.262432	2.0497	0.022352
14	0.164205	1.2825	0.102262
15	0.092037	0.7188	0.237494
16	0.048062	0.3754	0.354343
17	0.017024	0.133	0.447331
18	-0.019578	-0.1529	0.439486
19	-0.080082	-0.6255	0.267002
20	-0.146691	-1.1457	0.128198
21	-0.193526	-1.5115	0.067914
22	-0.209451	-1.6359	0.053509
23	-0.220702	-1.7237	0.044911
24	-0.237888	-1.858	0.034001
25	-0.294984	-2.3039	0.012325
26	-0.326906	-2.5532	0.006595
27	-0.322331	-2.5175	0.007231
28	-0.299247	-2.3372	0.011364
29	-0.285495	-2.2298	0.014727
30	-0.294924	-2.3034	0.012339
31	-0.328809	-2.5681	0.006346
32	-0.378508	-2.9562	0.002212
33	-0.38453	-3.0033	0.001935
34	-0.324054	-2.5309	0.006985
35	-0.280647	-2.1919	0.016106
36	-0.268344	-2.0958	0.020127
37	-0.296317	-2.3143	0.012017
38	-0.318896	-2.4907	0.007744
39	-0.300304	-2.3455	0.011136
40	-0.245398	-1.9166	0.029987
41	-0.191198	-1.4933	0.070256
42	-0.167201	-1.3059	0.098248
43	-0.19103	-1.492	0.070427
44	-0.211452	-1.6515	0.051888
45	-0.170221	-1.3295	0.094323
46	-0.085117	-0.6648	0.254346
47	-0.046184	-0.3607	0.359781
48	-0.050928	-0.3978	0.346098
49	-0.085879	-0.6707	0.252459
50	-0.100354	-0.7838	0.218098
51	-0.070976	-0.5543	0.290687
52	-0.014283	-0.1116	0.455771
53	0.012596	0.0984	0.460977
54	0.015038	0.1175	0.453445
55	-0.006422	-0.0502	0.480081
56	-0.023932	-0.1869	0.426173
57	-0.004603	-0.036	0.485719
58	0.031082	0.2428	0.404503
59	0.034066	0.2661	0.395543
60	0.018194	0.1421	0.443734

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.84266	6.5814	0
2	-0.254719	-1.9894	0.025572
3	0.262423	2.0496	0.022356
4	0.280867	2.1936	0.016041
5	0.269342	2.1036	0.019771
6	0.051683	0.4037	0.343939
7	-0.161316	-1.2599	0.106249
8	-0.116504	-0.9099	0.183222
9	-0.127042	-0.9922	0.162503
10	0.018476	0.1443	0.44287
11	-0.146335	-1.1429	0.12877
12	0.015751	0.123	0.451247
13	-0.232271	-1.8141	0.037291
14	0.135396	1.0575	0.147232
15	-0.069247	-0.5408	0.295294
16	-0.084446	-0.6595	0.256015
17	-0.10991	-0.8584	0.197009
18	-0.054208	-0.4234	0.336754
19	-0.028882	-0.2256	0.411142
20	-0.088359	-0.6901	0.246371
21	0.027134	0.2119	0.416438
22	-0.032114	-0.2508	0.401399
23	0.086306	0.6741	0.251407
24	-0.010248	-0.08	0.468235
25	-0.067692	-0.5287	0.299468
26	0.092004	0.7186	0.237574
27	0.031145	0.2433	0.404313
28	0.067524	0.5274	0.299923
29	-0.03224	-0.2518	0.401019
30	0.019739	0.1542	0.438994
31	-0.054176	-0.4231	0.336846
32	-0.152247	-1.1891	0.119506
33	0.014817	0.1157	0.454126
34	0.039455	0.3082	0.379507
35	-0.081312	-0.6351	0.263879
36	-0.009829	-0.0768	0.469529
37	-0.006445	-0.0503	0.48001
38	0.006844	0.0535	0.478772
39	0.019578	0.1529	0.439489
40	0.007227	0.0564	0.477587
41	-0.023844	-0.1862	0.426441
42	-0.000647	-0.0051	0.497993
43	-0.094823	-0.7406	0.230891
44	0.046742	0.3651	0.358163
45	0.116963	0.9135	0.182285
46	0.03407	0.2661	0.395533
47	-0.06712	-0.5242	0.30101
48	0.006091	0.0476	0.481106
49	-0.039081	-0.3052	0.380614
50	-0.038195	-0.2983	0.383239
51	-0.063053	-0.4925	0.31208
52	-0.051551	-0.4026	0.344315
53	-0.074723	-0.5836	0.280818
54	0.064463	0.5035	0.308222
55	-0.027433	-0.2143	0.415531
56	-0.021294	-0.1663	0.434231
57	-0.002518	-0.0197	0.492186
58	-0.051387	-0.4013	0.344785
59	0.006943	0.0542	0.478467
60	-0.062739	-0.49	0.312943

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.84266 & 6.5814 & 0 \tabularnewline
2 & -0.254719 & -1.9894 & 0.025572 \tabularnewline
3 & 0.262423 & 2.0496 & 0.022356 \tabularnewline
4 & 0.280867 & 2.1936 & 0.016041 \tabularnewline
5 & 0.269342 & 2.1036 & 0.019771 \tabularnewline
6 & 0.051683 & 0.4037 & 0.343939 \tabularnewline
7 & -0.161316 & -1.2599 & 0.106249 \tabularnewline
8 & -0.116504 & -0.9099 & 0.183222 \tabularnewline
9 & -0.127042 & -0.9922 & 0.162503 \tabularnewline
10 & 0.018476 & 0.1443 & 0.44287 \tabularnewline
11 & -0.146335 & -1.1429 & 0.12877 \tabularnewline
12 & 0.015751 & 0.123 & 0.451247 \tabularnewline
13 & -0.232271 & -1.8141 & 0.037291 \tabularnewline
14 & 0.135396 & 1.0575 & 0.147232 \tabularnewline
15 & -0.069247 & -0.5408 & 0.295294 \tabularnewline
16 & -0.084446 & -0.6595 & 0.256015 \tabularnewline
17 & -0.10991 & -0.8584 & 0.197009 \tabularnewline
18 & -0.054208 & -0.4234 & 0.336754 \tabularnewline
19 & -0.028882 & -0.2256 & 0.411142 \tabularnewline
20 & -0.088359 & -0.6901 & 0.246371 \tabularnewline
21 & 0.027134 & 0.2119 & 0.416438 \tabularnewline
22 & -0.032114 & -0.2508 & 0.401399 \tabularnewline
23 & 0.086306 & 0.6741 & 0.251407 \tabularnewline
24 & -0.010248 & -0.08 & 0.468235 \tabularnewline
25 & -0.067692 & -0.5287 & 0.299468 \tabularnewline
26 & 0.092004 & 0.7186 & 0.237574 \tabularnewline
27 & 0.031145 & 0.2433 & 0.404313 \tabularnewline
28 & 0.067524 & 0.5274 & 0.299923 \tabularnewline
29 & -0.03224 & -0.2518 & 0.401019 \tabularnewline
30 & 0.019739 & 0.1542 & 0.438994 \tabularnewline
31 & -0.054176 & -0.4231 & 0.336846 \tabularnewline
32 & -0.152247 & -1.1891 & 0.119506 \tabularnewline
33 & 0.014817 & 0.1157 & 0.454126 \tabularnewline
34 & 0.039455 & 0.3082 & 0.379507 \tabularnewline
35 & -0.081312 & -0.6351 & 0.263879 \tabularnewline
36 & -0.009829 & -0.0768 & 0.469529 \tabularnewline
37 & -0.006445 & -0.0503 & 0.48001 \tabularnewline
38 & 0.006844 & 0.0535 & 0.478772 \tabularnewline
39 & 0.019578 & 0.1529 & 0.439489 \tabularnewline
40 & 0.007227 & 0.0564 & 0.477587 \tabularnewline
41 & -0.023844 & -0.1862 & 0.426441 \tabularnewline
42 & -0.000647 & -0.0051 & 0.497993 \tabularnewline
43 & -0.094823 & -0.7406 & 0.230891 \tabularnewline
44 & 0.046742 & 0.3651 & 0.358163 \tabularnewline
45 & 0.116963 & 0.9135 & 0.182285 \tabularnewline
46 & 0.03407 & 0.2661 & 0.395533 \tabularnewline
47 & -0.06712 & -0.5242 & 0.30101 \tabularnewline
48 & 0.006091 & 0.0476 & 0.481106 \tabularnewline
49 & -0.039081 & -0.3052 & 0.380614 \tabularnewline
50 & -0.038195 & -0.2983 & 0.383239 \tabularnewline
51 & -0.063053 & -0.4925 & 0.31208 \tabularnewline
52 & -0.051551 & -0.4026 & 0.344315 \tabularnewline
53 & -0.074723 & -0.5836 & 0.280818 \tabularnewline
54 & 0.064463 & 0.5035 & 0.308222 \tabularnewline
55 & -0.027433 & -0.2143 & 0.415531 \tabularnewline
56 & -0.021294 & -0.1663 & 0.434231 \tabularnewline
57 & -0.002518 & -0.0197 & 0.492186 \tabularnewline
58 & -0.051387 & -0.4013 & 0.344785 \tabularnewline
59 & 0.006943 & 0.0542 & 0.478467 \tabularnewline
60 & -0.062739 & -0.49 & 0.312943 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68691&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]0.84266[/C][C]6.5814[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.254719[/C][C]-1.9894[/C][C]0.025572[/C][/ROW]
[ROW][C]3[/C][C]0.262423[/C][C]2.0496[/C][C]0.022356[/C][/ROW]
[ROW][C]4[/C][C]0.280867[/C][C]2.1936[/C][C]0.016041[/C][/ROW]
[ROW][C]5[/C][C]0.269342[/C][C]2.1036[/C][C]0.019771[/C][/ROW]
[ROW][C]6[/C][C]0.051683[/C][C]0.4037[/C][C]0.343939[/C][/ROW]
[ROW][C]7[/C][C]-0.161316[/C][C]-1.2599[/C][C]0.106249[/C][/ROW]
[ROW][C]8[/C][C]-0.116504[/C][C]-0.9099[/C][C]0.183222[/C][/ROW]
[ROW][C]9[/C][C]-0.127042[/C][C]-0.9922[/C][C]0.162503[/C][/ROW]
[ROW][C]10[/C][C]0.018476[/C][C]0.1443[/C][C]0.44287[/C][/ROW]
[ROW][C]11[/C][C]-0.146335[/C][C]-1.1429[/C][C]0.12877[/C][/ROW]
[ROW][C]12[/C][C]0.015751[/C][C]0.123[/C][C]0.451247[/C][/ROW]
[ROW][C]13[/C][C]-0.232271[/C][C]-1.8141[/C][C]0.037291[/C][/ROW]
[ROW][C]14[/C][C]0.135396[/C][C]1.0575[/C][C]0.147232[/C][/ROW]
[ROW][C]15[/C][C]-0.069247[/C][C]-0.5408[/C][C]0.295294[/C][/ROW]
[ROW][C]16[/C][C]-0.084446[/C][C]-0.6595[/C][C]0.256015[/C][/ROW]
[ROW][C]17[/C][C]-0.10991[/C][C]-0.8584[/C][C]0.197009[/C][/ROW]
[ROW][C]18[/C][C]-0.054208[/C][C]-0.4234[/C][C]0.336754[/C][/ROW]
[ROW][C]19[/C][C]-0.028882[/C][C]-0.2256[/C][C]0.411142[/C][/ROW]
[ROW][C]20[/C][C]-0.088359[/C][C]-0.6901[/C][C]0.246371[/C][/ROW]
[ROW][C]21[/C][C]0.027134[/C][C]0.2119[/C][C]0.416438[/C][/ROW]
[ROW][C]22[/C][C]-0.032114[/C][C]-0.2508[/C][C]0.401399[/C][/ROW]
[ROW][C]23[/C][C]0.086306[/C][C]0.6741[/C][C]0.251407[/C][/ROW]
[ROW][C]24[/C][C]-0.010248[/C][C]-0.08[/C][C]0.468235[/C][/ROW]
[ROW][C]25[/C][C]-0.067692[/C][C]-0.5287[/C][C]0.299468[/C][/ROW]
[ROW][C]26[/C][C]0.092004[/C][C]0.7186[/C][C]0.237574[/C][/ROW]
[ROW][C]27[/C][C]0.031145[/C][C]0.2433[/C][C]0.404313[/C][/ROW]
[ROW][C]28[/C][C]0.067524[/C][C]0.5274[/C][C]0.299923[/C][/ROW]
[ROW][C]29[/C][C]-0.03224[/C][C]-0.2518[/C][C]0.401019[/C][/ROW]
[ROW][C]30[/C][C]0.019739[/C][C]0.1542[/C][C]0.438994[/C][/ROW]
[ROW][C]31[/C][C]-0.054176[/C][C]-0.4231[/C][C]0.336846[/C][/ROW]
[ROW][C]32[/C][C]-0.152247[/C][C]-1.1891[/C][C]0.119506[/C][/ROW]
[ROW][C]33[/C][C]0.014817[/C][C]0.1157[/C][C]0.454126[/C][/ROW]
[ROW][C]34[/C][C]0.039455[/C][C]0.3082[/C][C]0.379507[/C][/ROW]
[ROW][C]35[/C][C]-0.081312[/C][C]-0.6351[/C][C]0.263879[/C][/ROW]
[ROW][C]36[/C][C]-0.009829[/C][C]-0.0768[/C][C]0.469529[/C][/ROW]
[ROW][C]37[/C][C]-0.006445[/C][C]-0.0503[/C][C]0.48001[/C][/ROW]
[ROW][C]38[/C][C]0.006844[/C][C]0.0535[/C][C]0.478772[/C][/ROW]
[ROW][C]39[/C][C]0.019578[/C][C]0.1529[/C][C]0.439489[/C][/ROW]
[ROW][C]40[/C][C]0.007227[/C][C]0.0564[/C][C]0.477587[/C][/ROW]
[ROW][C]41[/C][C]-0.023844[/C][C]-0.1862[/C][C]0.426441[/C][/ROW]
[ROW][C]42[/C][C]-0.000647[/C][C]-0.0051[/C][C]0.497993[/C][/ROW]
[ROW][C]43[/C][C]-0.094823[/C][C]-0.7406[/C][C]0.230891[/C][/ROW]
[ROW][C]44[/C][C]0.046742[/C][C]0.3651[/C][C]0.358163[/C][/ROW]
[ROW][C]45[/C][C]0.116963[/C][C]0.9135[/C][C]0.182285[/C][/ROW]
[ROW][C]46[/C][C]0.03407[/C][C]0.2661[/C][C]0.395533[/C][/ROW]
[ROW][C]47[/C][C]-0.06712[/C][C]-0.5242[/C][C]0.30101[/C][/ROW]
[ROW][C]48[/C][C]0.006091[/C][C]0.0476[/C][C]0.481106[/C][/ROW]
[ROW][C]49[/C][C]-0.039081[/C][C]-0.3052[/C][C]0.380614[/C][/ROW]
[ROW][C]50[/C][C]-0.038195[/C][C]-0.2983[/C][C]0.383239[/C][/ROW]
[ROW][C]51[/C][C]-0.063053[/C][C]-0.4925[/C][C]0.31208[/C][/ROW]
[ROW][C]52[/C][C]-0.051551[/C][C]-0.4026[/C][C]0.344315[/C][/ROW]
[ROW][C]53[/C][C]-0.074723[/C][C]-0.5836[/C][C]0.280818[/C][/ROW]
[ROW][C]54[/C][C]0.064463[/C][C]0.5035[/C][C]0.308222[/C][/ROW]
[ROW][C]55[/C][C]-0.027433[/C][C]-0.2143[/C][C]0.415531[/C][/ROW]
[ROW][C]56[/C][C]-0.021294[/C][C]-0.1663[/C][C]0.434231[/C][/ROW]
[ROW][C]57[/C][C]-0.002518[/C][C]-0.0197[/C][C]0.492186[/C][/ROW]
[ROW][C]58[/C][C]-0.051387[/C][C]-0.4013[/C][C]0.344785[/C][/ROW]
[ROW][C]59[/C][C]0.006943[/C][C]0.0542[/C][C]0.478467[/C][/ROW]
[ROW][C]60[/C][C]-0.062739[/C][C]-0.49[/C][C]0.312943[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68691&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68691&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	0.84266	6.5814	0
2	-0.254719	-1.9894	0.025572
3	0.262423	2.0496	0.022356
4	0.280867	2.1936	0.016041
5	0.269342	2.1036	0.019771
6	0.051683	0.4037	0.343939
7	-0.161316	-1.2599	0.106249
8	-0.116504	-0.9099	0.183222
9	-0.127042	-0.9922	0.162503
10	0.018476	0.1443	0.44287
11	-0.146335	-1.1429	0.12877
12	0.015751	0.123	0.451247
13	-0.232271	-1.8141	0.037291
14	0.135396	1.0575	0.147232
15	-0.069247	-0.5408	0.295294
16	-0.084446	-0.6595	0.256015
17	-0.10991	-0.8584	0.197009
18	-0.054208	-0.4234	0.336754
19	-0.028882	-0.2256	0.411142
20	-0.088359	-0.6901	0.246371
21	0.027134	0.2119	0.416438
22	-0.032114	-0.2508	0.401399
23	0.086306	0.6741	0.251407
24	-0.010248	-0.08	0.468235
25	-0.067692	-0.5287	0.299468
26	0.092004	0.7186	0.237574
27	0.031145	0.2433	0.404313
28	0.067524	0.5274	0.299923
29	-0.03224	-0.2518	0.401019
30	0.019739	0.1542	0.438994
31	-0.054176	-0.4231	0.336846
32	-0.152247	-1.1891	0.119506
33	0.014817	0.1157	0.454126
34	0.039455	0.3082	0.379507
35	-0.081312	-0.6351	0.263879
36	-0.009829	-0.0768	0.469529
37	-0.006445	-0.0503	0.48001
38	0.006844	0.0535	0.478772
39	0.019578	0.1529	0.439489
40	0.007227	0.0564	0.477587
41	-0.023844	-0.1862	0.426441
42	-0.000647	-0.0051	0.497993
43	-0.094823	-0.7406	0.230891
44	0.046742	0.3651	0.358163
45	0.116963	0.9135	0.182285
46	0.03407	0.2661	0.395533
47	-0.06712	-0.5242	0.30101
48	0.006091	0.0476	0.481106
49	-0.039081	-0.3052	0.380614
50	-0.038195	-0.2983	0.383239
51	-0.063053	-0.4925	0.31208
52	-0.051551	-0.4026	0.344315
53	-0.074723	-0.5836	0.280818
54	0.064463	0.5035	0.308222
55	-0.027433	-0.2143	0.415531
56	-0.021294	-0.1663	0.434231
57	-0.002518	-0.0197	0.492186
58	-0.051387	-0.4013	0.344785
59	0.006943	0.0542	0.478467
60	-0.062739	-0.49	0.312943

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code