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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 11:15:27 -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/t12610737700048678ojf2fyb0.htm/, Retrieved Tue, 30 Apr 2024 03:30:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69025, Retrieved Tue, 30 Apr 2024 03:30:28 +0000

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User-defined keywords

Estimated Impact

119

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] [Identifying Integ...] [2009-12-16 20:15:45] [1eab65e90adf64584b8e6f0da23ff414]
-   P           [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-12-17 18:11:14] [1eab65e90adf64584b8e6f0da23ff414]
-   P               [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-12-17 18:15:27] [0f1f1142419956a95ff6f880845f2408] [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=69025&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=69025&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69025&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	-0.472974	-3.1728	0.00136
2	0.015721	0.1055	0.45824
3	0.33124	2.222	0.015677
4	-0.345888	-2.3203	0.012459
5	0.165554	1.1106	0.136326
6	0.11642	0.781	0.219455
7	-0.324324	-2.1756	0.017437
8	0.165133	1.1077	0.136928
9	-0.08567	-0.5747	0.28418
10	-0.070181	-0.4708	0.320033
11	0.092308	0.6192	0.269446
12	-0.154971	-1.0396	0.152045
13	0.077193	0.5178	0.303559
14	-0.048924	-0.3282	0.372144
15	0.059899	0.4018	0.34486
16	-0.089941	-0.6033	0.274655
17	0.057507	0.3858	0.350744
18	0.008541	0.0573	0.477283
19	-0.078561	-0.527	0.30039
20	0.155931	1.046	0.15057
21	-0.072129	-0.4839	0.315416
22	-0.167186	-1.1215	0.134009
23	0.340834	2.2864	0.013495
24	-0.295478	-1.9821	0.026796
25	0.120394	0.8076	0.211777
26	0.109808	0.7366	0.232591
27	-0.201465	-1.3515	0.09165
28	0.139483	0.9357	0.177216
29	0.020138	0.1351	0.446571
30	-0.09771	-0.6555	0.257755
31	0.098126	0.6582	0.256867
32	-0.068237	-0.4577	0.324669
33	-0.047569	-0.3191	0.375563
34	0.099642	0.6684	0.25364
35	-0.117588	-0.7888	0.217181
36	0.06927	0.4647	0.322203
37	-0.062661	-0.4203	0.338117
38	0.047527	0.3188	0.375669
39	0.033573	0.2252	0.411415
40	-0.064472	-0.4325	0.333724
41	0.019971	0.134	0.447012
42	-0.004767	-0.032	0.487316
43	0.017814	0.1195	0.452707
44	0.00867	0.0582	0.476938
45	NA	NA	NA
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 & -0.472974 & -3.1728 & 0.00136 \tabularnewline
2 & 0.015721 & 0.1055 & 0.45824 \tabularnewline
3 & 0.33124 & 2.222 & 0.015677 \tabularnewline
4 & -0.345888 & -2.3203 & 0.012459 \tabularnewline
5 & 0.165554 & 1.1106 & 0.136326 \tabularnewline
6 & 0.11642 & 0.781 & 0.219455 \tabularnewline
7 & -0.324324 & -2.1756 & 0.017437 \tabularnewline
8 & 0.165133 & 1.1077 & 0.136928 \tabularnewline
9 & -0.08567 & -0.5747 & 0.28418 \tabularnewline
10 & -0.070181 & -0.4708 & 0.320033 \tabularnewline
11 & 0.092308 & 0.6192 & 0.269446 \tabularnewline
12 & -0.154971 & -1.0396 & 0.152045 \tabularnewline
13 & 0.077193 & 0.5178 & 0.303559 \tabularnewline
14 & -0.048924 & -0.3282 & 0.372144 \tabularnewline
15 & 0.059899 & 0.4018 & 0.34486 \tabularnewline
16 & -0.089941 & -0.6033 & 0.274655 \tabularnewline
17 & 0.057507 & 0.3858 & 0.350744 \tabularnewline
18 & 0.008541 & 0.0573 & 0.477283 \tabularnewline
19 & -0.078561 & -0.527 & 0.30039 \tabularnewline
20 & 0.155931 & 1.046 & 0.15057 \tabularnewline
21 & -0.072129 & -0.4839 & 0.315416 \tabularnewline
22 & -0.167186 & -1.1215 & 0.134009 \tabularnewline
23 & 0.340834 & 2.2864 & 0.013495 \tabularnewline
24 & -0.295478 & -1.9821 & 0.026796 \tabularnewline
25 & 0.120394 & 0.8076 & 0.211777 \tabularnewline
26 & 0.109808 & 0.7366 & 0.232591 \tabularnewline
27 & -0.201465 & -1.3515 & 0.09165 \tabularnewline
28 & 0.139483 & 0.9357 & 0.177216 \tabularnewline
29 & 0.020138 & 0.1351 & 0.446571 \tabularnewline
30 & -0.09771 & -0.6555 & 0.257755 \tabularnewline
31 & 0.098126 & 0.6582 & 0.256867 \tabularnewline
32 & -0.068237 & -0.4577 & 0.324669 \tabularnewline
33 & -0.047569 & -0.3191 & 0.375563 \tabularnewline
34 & 0.099642 & 0.6684 & 0.25364 \tabularnewline
35 & -0.117588 & -0.7888 & 0.217181 \tabularnewline
36 & 0.06927 & 0.4647 & 0.322203 \tabularnewline
37 & -0.062661 & -0.4203 & 0.338117 \tabularnewline
38 & 0.047527 & 0.3188 & 0.375669 \tabularnewline
39 & 0.033573 & 0.2252 & 0.411415 \tabularnewline
40 & -0.064472 & -0.4325 & 0.333724 \tabularnewline
41 & 0.019971 & 0.134 & 0.447012 \tabularnewline
42 & -0.004767 & -0.032 & 0.487316 \tabularnewline
43 & 0.017814 & 0.1195 & 0.452707 \tabularnewline
44 & 0.00867 & 0.0582 & 0.476938 \tabularnewline
45 & NA & NA & NA \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=69025&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]-0.472974[/C][C]-3.1728[/C][C]0.00136[/C][/ROW]
[ROW][C]2[/C][C]0.015721[/C][C]0.1055[/C][C]0.45824[/C][/ROW]
[ROW][C]3[/C][C]0.33124[/C][C]2.222[/C][C]0.015677[/C][/ROW]
[ROW][C]4[/C][C]-0.345888[/C][C]-2.3203[/C][C]0.012459[/C][/ROW]
[ROW][C]5[/C][C]0.165554[/C][C]1.1106[/C][C]0.136326[/C][/ROW]
[ROW][C]6[/C][C]0.11642[/C][C]0.781[/C][C]0.219455[/C][/ROW]
[ROW][C]7[/C][C]-0.324324[/C][C]-2.1756[/C][C]0.017437[/C][/ROW]
[ROW][C]8[/C][C]0.165133[/C][C]1.1077[/C][C]0.136928[/C][/ROW]
[ROW][C]9[/C][C]-0.08567[/C][C]-0.5747[/C][C]0.28418[/C][/ROW]
[ROW][C]10[/C][C]-0.070181[/C][C]-0.4708[/C][C]0.320033[/C][/ROW]
[ROW][C]11[/C][C]0.092308[/C][C]0.6192[/C][C]0.269446[/C][/ROW]
[ROW][C]12[/C][C]-0.154971[/C][C]-1.0396[/C][C]0.152045[/C][/ROW]
[ROW][C]13[/C][C]0.077193[/C][C]0.5178[/C][C]0.303559[/C][/ROW]
[ROW][C]14[/C][C]-0.048924[/C][C]-0.3282[/C][C]0.372144[/C][/ROW]
[ROW][C]15[/C][C]0.059899[/C][C]0.4018[/C][C]0.34486[/C][/ROW]
[ROW][C]16[/C][C]-0.089941[/C][C]-0.6033[/C][C]0.274655[/C][/ROW]
[ROW][C]17[/C][C]0.057507[/C][C]0.3858[/C][C]0.350744[/C][/ROW]
[ROW][C]18[/C][C]0.008541[/C][C]0.0573[/C][C]0.477283[/C][/ROW]
[ROW][C]19[/C][C]-0.078561[/C][C]-0.527[/C][C]0.30039[/C][/ROW]
[ROW][C]20[/C][C]0.155931[/C][C]1.046[/C][C]0.15057[/C][/ROW]
[ROW][C]21[/C][C]-0.072129[/C][C]-0.4839[/C][C]0.315416[/C][/ROW]
[ROW][C]22[/C][C]-0.167186[/C][C]-1.1215[/C][C]0.134009[/C][/ROW]
[ROW][C]23[/C][C]0.340834[/C][C]2.2864[/C][C]0.013495[/C][/ROW]
[ROW][C]24[/C][C]-0.295478[/C][C]-1.9821[/C][C]0.026796[/C][/ROW]
[ROW][C]25[/C][C]0.120394[/C][C]0.8076[/C][C]0.211777[/C][/ROW]
[ROW][C]26[/C][C]0.109808[/C][C]0.7366[/C][C]0.232591[/C][/ROW]
[ROW][C]27[/C][C]-0.201465[/C][C]-1.3515[/C][C]0.09165[/C][/ROW]
[ROW][C]28[/C][C]0.139483[/C][C]0.9357[/C][C]0.177216[/C][/ROW]
[ROW][C]29[/C][C]0.020138[/C][C]0.1351[/C][C]0.446571[/C][/ROW]
[ROW][C]30[/C][C]-0.09771[/C][C]-0.6555[/C][C]0.257755[/C][/ROW]
[ROW][C]31[/C][C]0.098126[/C][C]0.6582[/C][C]0.256867[/C][/ROW]
[ROW][C]32[/C][C]-0.068237[/C][C]-0.4577[/C][C]0.324669[/C][/ROW]
[ROW][C]33[/C][C]-0.047569[/C][C]-0.3191[/C][C]0.375563[/C][/ROW]
[ROW][C]34[/C][C]0.099642[/C][C]0.6684[/C][C]0.25364[/C][/ROW]
[ROW][C]35[/C][C]-0.117588[/C][C]-0.7888[/C][C]0.217181[/C][/ROW]
[ROW][C]36[/C][C]0.06927[/C][C]0.4647[/C][C]0.322203[/C][/ROW]
[ROW][C]37[/C][C]-0.062661[/C][C]-0.4203[/C][C]0.338117[/C][/ROW]
[ROW][C]38[/C][C]0.047527[/C][C]0.3188[/C][C]0.375669[/C][/ROW]
[ROW][C]39[/C][C]0.033573[/C][C]0.2252[/C][C]0.411415[/C][/ROW]
[ROW][C]40[/C][C]-0.064472[/C][C]-0.4325[/C][C]0.333724[/C][/ROW]
[ROW][C]41[/C][C]0.019971[/C][C]0.134[/C][C]0.447012[/C][/ROW]
[ROW][C]42[/C][C]-0.004767[/C][C]-0.032[/C][C]0.487316[/C][/ROW]
[ROW][C]43[/C][C]0.017814[/C][C]0.1195[/C][C]0.452707[/C][/ROW]
[ROW][C]44[/C][C]0.00867[/C][C]0.0582[/C][C]0.476938[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/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=69025&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69025&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	-0.472974	-3.1728	0.00136
2	0.015721	0.1055	0.45824
3	0.33124	2.222	0.015677
4	-0.345888	-2.3203	0.012459
5	0.165554	1.1106	0.136326
6	0.11642	0.781	0.219455
7	-0.324324	-2.1756	0.017437
8	0.165133	1.1077	0.136928
9	-0.08567	-0.5747	0.28418
10	-0.070181	-0.4708	0.320033
11	0.092308	0.6192	0.269446
12	-0.154971	-1.0396	0.152045
13	0.077193	0.5178	0.303559
14	-0.048924	-0.3282	0.372144
15	0.059899	0.4018	0.34486
16	-0.089941	-0.6033	0.274655
17	0.057507	0.3858	0.350744
18	0.008541	0.0573	0.477283
19	-0.078561	-0.527	0.30039
20	0.155931	1.046	0.15057
21	-0.072129	-0.4839	0.315416
22	-0.167186	-1.1215	0.134009
23	0.340834	2.2864	0.013495
24	-0.295478	-1.9821	0.026796
25	0.120394	0.8076	0.211777
26	0.109808	0.7366	0.232591
27	-0.201465	-1.3515	0.09165
28	0.139483	0.9357	0.177216
29	0.020138	0.1351	0.446571
30	-0.09771	-0.6555	0.257755
31	0.098126	0.6582	0.256867
32	-0.068237	-0.4577	0.324669
33	-0.047569	-0.3191	0.375563
34	0.099642	0.6684	0.25364
35	-0.117588	-0.7888	0.217181
36	0.06927	0.4647	0.322203
37	-0.062661	-0.4203	0.338117
38	0.047527	0.3188	0.375669
39	0.033573	0.2252	0.411415
40	-0.064472	-0.4325	0.333724
41	0.019971	0.134	0.447012
42	-0.004767	-0.032	0.487316
43	0.017814	0.1195	0.452707
44	0.00867	0.0582	0.476938
45	NA	NA	NA
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	-0.472974	-3.1728	0.00136
2	-0.267918	-1.7973	0.039504
3	0.296915	1.9918	0.026243
4	-0.048321	-0.3241	0.373665
5	-0.008113	-0.0544	0.47842
6	0.115362	0.7739	0.221527
7	-0.155738	-1.0447	0.150865
8	-0.174991	-1.1739	0.12331
9	-0.180978	-1.214	0.115534
10	-0.011605	-0.0779	0.469146
11	-0.022321	-0.1497	0.440822
12	-0.123117	-0.8259	0.20661
13	0.008108	0.0544	0.478433
14	-0.096027	-0.6442	0.261369
15	0.079217	0.5314	0.298877
16	-0.178519	-1.1975	0.118683
17	-0.025983	-0.1743	0.431206
18	-0.028385	-0.1904	0.424921
19	-0.111459	-0.7477	0.229269
20	0.069115	0.4636	0.322571
21	-0.008088	-0.0543	0.478487
22	-0.227086	-1.5233	0.067336
23	0.087036	0.5839	0.281116
24	-0.103515	-0.6944	0.2455
25	0.041282	0.2769	0.391553
26	-0.069487	-0.4661	0.321684
27	0.090921	0.6099	0.272493
28	-0.07015	-0.4706	0.320106
29	-0.048518	-0.3255	0.373167
30	0.041175	0.2762	0.391826
31	-0.059743	-0.4008	0.345244
32	-0.036297	-0.2435	0.404368
33	-0.130748	-0.8771	0.19255
34	-0.002018	-0.0135	0.49463
35	-0.025729	-0.1726	0.431872
36	-0.042716	-0.2866	0.387886
37	-0.030927	-0.2075	0.418291
38	-0.019306	-0.1295	0.448765
39	0.133476	0.8954	0.187673
40	-0.136806	-0.9177	0.181829
41	-0.077026	-0.5167	0.303945
42	-0.053731	-0.3604	0.360102
43	-0.038015	-0.255	0.399938
44	-0.02677	-0.1796	0.429146
45	NA	NA	NA
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 & -0.472974 & -3.1728 & 0.00136 \tabularnewline
2 & -0.267918 & -1.7973 & 0.039504 \tabularnewline
3 & 0.296915 & 1.9918 & 0.026243 \tabularnewline
4 & -0.048321 & -0.3241 & 0.373665 \tabularnewline
5 & -0.008113 & -0.0544 & 0.47842 \tabularnewline
6 & 0.115362 & 0.7739 & 0.221527 \tabularnewline
7 & -0.155738 & -1.0447 & 0.150865 \tabularnewline
8 & -0.174991 & -1.1739 & 0.12331 \tabularnewline
9 & -0.180978 & -1.214 & 0.115534 \tabularnewline
10 & -0.011605 & -0.0779 & 0.469146 \tabularnewline
11 & -0.022321 & -0.1497 & 0.440822 \tabularnewline
12 & -0.123117 & -0.8259 & 0.20661 \tabularnewline
13 & 0.008108 & 0.0544 & 0.478433 \tabularnewline
14 & -0.096027 & -0.6442 & 0.261369 \tabularnewline
15 & 0.079217 & 0.5314 & 0.298877 \tabularnewline
16 & -0.178519 & -1.1975 & 0.118683 \tabularnewline
17 & -0.025983 & -0.1743 & 0.431206 \tabularnewline
18 & -0.028385 & -0.1904 & 0.424921 \tabularnewline
19 & -0.111459 & -0.7477 & 0.229269 \tabularnewline
20 & 0.069115 & 0.4636 & 0.322571 \tabularnewline
21 & -0.008088 & -0.0543 & 0.478487 \tabularnewline
22 & -0.227086 & -1.5233 & 0.067336 \tabularnewline
23 & 0.087036 & 0.5839 & 0.281116 \tabularnewline
24 & -0.103515 & -0.6944 & 0.2455 \tabularnewline
25 & 0.041282 & 0.2769 & 0.391553 \tabularnewline
26 & -0.069487 & -0.4661 & 0.321684 \tabularnewline
27 & 0.090921 & 0.6099 & 0.272493 \tabularnewline
28 & -0.07015 & -0.4706 & 0.320106 \tabularnewline
29 & -0.048518 & -0.3255 & 0.373167 \tabularnewline
30 & 0.041175 & 0.2762 & 0.391826 \tabularnewline
31 & -0.059743 & -0.4008 & 0.345244 \tabularnewline
32 & -0.036297 & -0.2435 & 0.404368 \tabularnewline
33 & -0.130748 & -0.8771 & 0.19255 \tabularnewline
34 & -0.002018 & -0.0135 & 0.49463 \tabularnewline
35 & -0.025729 & -0.1726 & 0.431872 \tabularnewline
36 & -0.042716 & -0.2866 & 0.387886 \tabularnewline
37 & -0.030927 & -0.2075 & 0.418291 \tabularnewline
38 & -0.019306 & -0.1295 & 0.448765 \tabularnewline
39 & 0.133476 & 0.8954 & 0.187673 \tabularnewline
40 & -0.136806 & -0.9177 & 0.181829 \tabularnewline
41 & -0.077026 & -0.5167 & 0.303945 \tabularnewline
42 & -0.053731 & -0.3604 & 0.360102 \tabularnewline
43 & -0.038015 & -0.255 & 0.399938 \tabularnewline
44 & -0.02677 & -0.1796 & 0.429146 \tabularnewline
45 & NA & NA & NA \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=69025&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]-0.472974[/C][C]-3.1728[/C][C]0.00136[/C][/ROW]
[ROW][C]2[/C][C]-0.267918[/C][C]-1.7973[/C][C]0.039504[/C][/ROW]
[ROW][C]3[/C][C]0.296915[/C][C]1.9918[/C][C]0.026243[/C][/ROW]
[ROW][C]4[/C][C]-0.048321[/C][C]-0.3241[/C][C]0.373665[/C][/ROW]
[ROW][C]5[/C][C]-0.008113[/C][C]-0.0544[/C][C]0.47842[/C][/ROW]
[ROW][C]6[/C][C]0.115362[/C][C]0.7739[/C][C]0.221527[/C][/ROW]
[ROW][C]7[/C][C]-0.155738[/C][C]-1.0447[/C][C]0.150865[/C][/ROW]
[ROW][C]8[/C][C]-0.174991[/C][C]-1.1739[/C][C]0.12331[/C][/ROW]
[ROW][C]9[/C][C]-0.180978[/C][C]-1.214[/C][C]0.115534[/C][/ROW]
[ROW][C]10[/C][C]-0.011605[/C][C]-0.0779[/C][C]0.469146[/C][/ROW]
[ROW][C]11[/C][C]-0.022321[/C][C]-0.1497[/C][C]0.440822[/C][/ROW]
[ROW][C]12[/C][C]-0.123117[/C][C]-0.8259[/C][C]0.20661[/C][/ROW]
[ROW][C]13[/C][C]0.008108[/C][C]0.0544[/C][C]0.478433[/C][/ROW]
[ROW][C]14[/C][C]-0.096027[/C][C]-0.6442[/C][C]0.261369[/C][/ROW]
[ROW][C]15[/C][C]0.079217[/C][C]0.5314[/C][C]0.298877[/C][/ROW]
[ROW][C]16[/C][C]-0.178519[/C][C]-1.1975[/C][C]0.118683[/C][/ROW]
[ROW][C]17[/C][C]-0.025983[/C][C]-0.1743[/C][C]0.431206[/C][/ROW]
[ROW][C]18[/C][C]-0.028385[/C][C]-0.1904[/C][C]0.424921[/C][/ROW]
[ROW][C]19[/C][C]-0.111459[/C][C]-0.7477[/C][C]0.229269[/C][/ROW]
[ROW][C]20[/C][C]0.069115[/C][C]0.4636[/C][C]0.322571[/C][/ROW]
[ROW][C]21[/C][C]-0.008088[/C][C]-0.0543[/C][C]0.478487[/C][/ROW]
[ROW][C]22[/C][C]-0.227086[/C][C]-1.5233[/C][C]0.067336[/C][/ROW]
[ROW][C]23[/C][C]0.087036[/C][C]0.5839[/C][C]0.281116[/C][/ROW]
[ROW][C]24[/C][C]-0.103515[/C][C]-0.6944[/C][C]0.2455[/C][/ROW]
[ROW][C]25[/C][C]0.041282[/C][C]0.2769[/C][C]0.391553[/C][/ROW]
[ROW][C]26[/C][C]-0.069487[/C][C]-0.4661[/C][C]0.321684[/C][/ROW]
[ROW][C]27[/C][C]0.090921[/C][C]0.6099[/C][C]0.272493[/C][/ROW]
[ROW][C]28[/C][C]-0.07015[/C][C]-0.4706[/C][C]0.320106[/C][/ROW]
[ROW][C]29[/C][C]-0.048518[/C][C]-0.3255[/C][C]0.373167[/C][/ROW]
[ROW][C]30[/C][C]0.041175[/C][C]0.2762[/C][C]0.391826[/C][/ROW]
[ROW][C]31[/C][C]-0.059743[/C][C]-0.4008[/C][C]0.345244[/C][/ROW]
[ROW][C]32[/C][C]-0.036297[/C][C]-0.2435[/C][C]0.404368[/C][/ROW]
[ROW][C]33[/C][C]-0.130748[/C][C]-0.8771[/C][C]0.19255[/C][/ROW]
[ROW][C]34[/C][C]-0.002018[/C][C]-0.0135[/C][C]0.49463[/C][/ROW]
[ROW][C]35[/C][C]-0.025729[/C][C]-0.1726[/C][C]0.431872[/C][/ROW]
[ROW][C]36[/C][C]-0.042716[/C][C]-0.2866[/C][C]0.387886[/C][/ROW]
[ROW][C]37[/C][C]-0.030927[/C][C]-0.2075[/C][C]0.418291[/C][/ROW]
[ROW][C]38[/C][C]-0.019306[/C][C]-0.1295[/C][C]0.448765[/C][/ROW]
[ROW][C]39[/C][C]0.133476[/C][C]0.8954[/C][C]0.187673[/C][/ROW]
[ROW][C]40[/C][C]-0.136806[/C][C]-0.9177[/C][C]0.181829[/C][/ROW]
[ROW][C]41[/C][C]-0.077026[/C][C]-0.5167[/C][C]0.303945[/C][/ROW]
[ROW][C]42[/C][C]-0.053731[/C][C]-0.3604[/C][C]0.360102[/C][/ROW]
[ROW][C]43[/C][C]-0.038015[/C][C]-0.255[/C][C]0.399938[/C][/ROW]
[ROW][C]44[/C][C]-0.02677[/C][C]-0.1796[/C][C]0.429146[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/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=69025&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69025&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	-0.472974	-3.1728	0.00136
2	-0.267918	-1.7973	0.039504
3	0.296915	1.9918	0.026243
4	-0.048321	-0.3241	0.373665
5	-0.008113	-0.0544	0.47842
6	0.115362	0.7739	0.221527
7	-0.155738	-1.0447	0.150865
8	-0.174991	-1.1739	0.12331
9	-0.180978	-1.214	0.115534
10	-0.011605	-0.0779	0.469146
11	-0.022321	-0.1497	0.440822
12	-0.123117	-0.8259	0.20661
13	0.008108	0.0544	0.478433
14	-0.096027	-0.6442	0.261369
15	0.079217	0.5314	0.298877
16	-0.178519	-1.1975	0.118683
17	-0.025983	-0.1743	0.431206
18	-0.028385	-0.1904	0.424921
19	-0.111459	-0.7477	0.229269
20	0.069115	0.4636	0.322571
21	-0.008088	-0.0543	0.478487
22	-0.227086	-1.5233	0.067336
23	0.087036	0.5839	0.281116
24	-0.103515	-0.6944	0.2455
25	0.041282	0.2769	0.391553
26	-0.069487	-0.4661	0.321684
27	0.090921	0.6099	0.272493
28	-0.07015	-0.4706	0.320106
29	-0.048518	-0.3255	0.373167
30	0.041175	0.2762	0.391826
31	-0.059743	-0.4008	0.345244
32	-0.036297	-0.2435	0.404368
33	-0.130748	-0.8771	0.19255
34	-0.002018	-0.0135	0.49463
35	-0.025729	-0.1726	0.431872
36	-0.042716	-0.2866	0.387886
37	-0.030927	-0.2075	0.418291
38	-0.019306	-0.1295	0.448765
39	0.133476	0.8954	0.187673
40	-0.136806	-0.9177	0.181829
41	-0.077026	-0.5167	0.303945
42	-0.053731	-0.3604	0.360102
43	-0.038015	-0.255	0.399938
44	-0.02677	-0.1796	0.429146
45	NA	NA	NA
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 = 0.0 ; par3 = 1 ; par4 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; par4 = 2 ; 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