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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 04:10:28 -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/19/t12612211753bgcdloinhlkyt4.htm/, Retrieved Fri, 03 May 2024 15:35:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69505, Retrieved Fri, 03 May 2024 15:35:45 +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)

-     [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 12:19:56] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [ACF met: d=0, D=0...] [2009-11-26 10:08:37] [34d27ebe78dc2d31581e8710befe8733]
-               [(Partial) Autocorrelation Function] [ACF met: d=0, D=1...] [2009-11-26 10:11:39] [34d27ebe78dc2d31581e8710befe8733]
-                   [(Partial) Autocorrelation Function] [ACF met: d=1, D=0...] [2009-12-19 11:10:28] [371dc2189c569d90e2c1567f632c3ec0] [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	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=69505&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=69505&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69505&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	-0.51713	-4.0057	8.7e-05
2	0.020061	0.1554	0.438517
3	0.127917	0.9908	0.162871
4	-0.068124	-0.5277	0.299831
5	-0.058358	-0.452	0.326435
6	0.028156	0.2181	0.414047
7	-0.086167	-0.6674	0.253523
8	0.062953	0.4876	0.313795
9	0.097432	0.7547	0.226688
10	-0.11204	-0.8679	0.194465
11	-0.044101	-0.3416	0.36692
12	0.164646	1.2753	0.103552
13	-0.14442	-1.1187	0.133869
14	0.030366	0.2352	0.407421
15	0.106715	0.8266	0.205867
16	-0.180097	-1.395	0.084075
17	0.203754	1.5783	0.05988
18	-0.087433	-0.6773	0.250424
19	-0.070845	-0.5488	0.292601
20	-0.03613	-0.2799	0.390272
21	0.138396	1.072	0.144004
22	-0.117385	-0.9093	0.183425
23	-0.055885	-0.4329	0.333325
24	0.090494	0.701	0.243017
25	0.094864	0.7348	0.232658
26	-0.157373	-1.219	0.113806
27	0.16129	1.2493	0.108195
28	-0.098956	-0.7665	0.223189
29	0.048922	0.3789	0.353032
30	0.013176	0.1021	0.459523
31	-0.135362	-1.0485	0.149304
32	0.132489	1.0263	0.154446
33	-0.024108	-0.1867	0.426249
34	0.009913	0.0768	0.469525
35	-0.088602	-0.6863	0.247581
36	0.087284	0.6761	0.250789
37	-0.018809	-0.1457	0.442325
38	-0.070529	-0.5463	0.293439
39	0.11605	0.8989	0.186144
40	-0.084076	-0.6512	0.258687
41	0.017564	0.1361	0.446118
42	0.097755	0.7572	0.225944
43	-0.11456	-0.8874	0.18921
44	0.014906	0.1155	0.454231
45	-0.002697	-0.0209	0.4917
46	-0.003138	-0.0243	0.490344
47	-0.030601	-0.237	0.406717
48	0.041901	0.3246	0.373319
49	-0.024572	-0.1903	0.424844
50	0.034542	0.2676	0.394977
51	-0.00082	-0.0064	0.497476
52	-0.031869	-0.2469	0.402931
53	0.04603	0.3565	0.361342
54	-0.009556	-0.074	0.47062
55	-0.054992	-0.426	0.335827
56	0.064897	0.5027	0.308512
57	-0.025679	-0.1989	0.421504
58	0.001526	0.0118	0.495305
59	0.000418	0.0032	0.498713
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.51713 & -4.0057 & 8.7e-05 \tabularnewline
2 & 0.020061 & 0.1554 & 0.438517 \tabularnewline
3 & 0.127917 & 0.9908 & 0.162871 \tabularnewline
4 & -0.068124 & -0.5277 & 0.299831 \tabularnewline
5 & -0.058358 & -0.452 & 0.326435 \tabularnewline
6 & 0.028156 & 0.2181 & 0.414047 \tabularnewline
7 & -0.086167 & -0.6674 & 0.253523 \tabularnewline
8 & 0.062953 & 0.4876 & 0.313795 \tabularnewline
9 & 0.097432 & 0.7547 & 0.226688 \tabularnewline
10 & -0.11204 & -0.8679 & 0.194465 \tabularnewline
11 & -0.044101 & -0.3416 & 0.36692 \tabularnewline
12 & 0.164646 & 1.2753 & 0.103552 \tabularnewline
13 & -0.14442 & -1.1187 & 0.133869 \tabularnewline
14 & 0.030366 & 0.2352 & 0.407421 \tabularnewline
15 & 0.106715 & 0.8266 & 0.205867 \tabularnewline
16 & -0.180097 & -1.395 & 0.084075 \tabularnewline
17 & 0.203754 & 1.5783 & 0.05988 \tabularnewline
18 & -0.087433 & -0.6773 & 0.250424 \tabularnewline
19 & -0.070845 & -0.5488 & 0.292601 \tabularnewline
20 & -0.03613 & -0.2799 & 0.390272 \tabularnewline
21 & 0.138396 & 1.072 & 0.144004 \tabularnewline
22 & -0.117385 & -0.9093 & 0.183425 \tabularnewline
23 & -0.055885 & -0.4329 & 0.333325 \tabularnewline
24 & 0.090494 & 0.701 & 0.243017 \tabularnewline
25 & 0.094864 & 0.7348 & 0.232658 \tabularnewline
26 & -0.157373 & -1.219 & 0.113806 \tabularnewline
27 & 0.16129 & 1.2493 & 0.108195 \tabularnewline
28 & -0.098956 & -0.7665 & 0.223189 \tabularnewline
29 & 0.048922 & 0.3789 & 0.353032 \tabularnewline
30 & 0.013176 & 0.1021 & 0.459523 \tabularnewline
31 & -0.135362 & -1.0485 & 0.149304 \tabularnewline
32 & 0.132489 & 1.0263 & 0.154446 \tabularnewline
33 & -0.024108 & -0.1867 & 0.426249 \tabularnewline
34 & 0.009913 & 0.0768 & 0.469525 \tabularnewline
35 & -0.088602 & -0.6863 & 0.247581 \tabularnewline
36 & 0.087284 & 0.6761 & 0.250789 \tabularnewline
37 & -0.018809 & -0.1457 & 0.442325 \tabularnewline
38 & -0.070529 & -0.5463 & 0.293439 \tabularnewline
39 & 0.11605 & 0.8989 & 0.186144 \tabularnewline
40 & -0.084076 & -0.6512 & 0.258687 \tabularnewline
41 & 0.017564 & 0.1361 & 0.446118 \tabularnewline
42 & 0.097755 & 0.7572 & 0.225944 \tabularnewline
43 & -0.11456 & -0.8874 & 0.18921 \tabularnewline
44 & 0.014906 & 0.1155 & 0.454231 \tabularnewline
45 & -0.002697 & -0.0209 & 0.4917 \tabularnewline
46 & -0.003138 & -0.0243 & 0.490344 \tabularnewline
47 & -0.030601 & -0.237 & 0.406717 \tabularnewline
48 & 0.041901 & 0.3246 & 0.373319 \tabularnewline
49 & -0.024572 & -0.1903 & 0.424844 \tabularnewline
50 & 0.034542 & 0.2676 & 0.394977 \tabularnewline
51 & -0.00082 & -0.0064 & 0.497476 \tabularnewline
52 & -0.031869 & -0.2469 & 0.402931 \tabularnewline
53 & 0.04603 & 0.3565 & 0.361342 \tabularnewline
54 & -0.009556 & -0.074 & 0.47062 \tabularnewline
55 & -0.054992 & -0.426 & 0.335827 \tabularnewline
56 & 0.064897 & 0.5027 & 0.308512 \tabularnewline
57 & -0.025679 & -0.1989 & 0.421504 \tabularnewline
58 & 0.001526 & 0.0118 & 0.495305 \tabularnewline
59 & 0.000418 & 0.0032 & 0.498713 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69505&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]-0.51713[/C][C]-4.0057[/C][C]8.7e-05[/C][/ROW]
[ROW][C]2[/C][C]0.020061[/C][C]0.1554[/C][C]0.438517[/C][/ROW]
[ROW][C]3[/C][C]0.127917[/C][C]0.9908[/C][C]0.162871[/C][/ROW]
[ROW][C]4[/C][C]-0.068124[/C][C]-0.5277[/C][C]0.299831[/C][/ROW]
[ROW][C]5[/C][C]-0.058358[/C][C]-0.452[/C][C]0.326435[/C][/ROW]
[ROW][C]6[/C][C]0.028156[/C][C]0.2181[/C][C]0.414047[/C][/ROW]
[ROW][C]7[/C][C]-0.086167[/C][C]-0.6674[/C][C]0.253523[/C][/ROW]
[ROW][C]8[/C][C]0.062953[/C][C]0.4876[/C][C]0.313795[/C][/ROW]
[ROW][C]9[/C][C]0.097432[/C][C]0.7547[/C][C]0.226688[/C][/ROW]
[ROW][C]10[/C][C]-0.11204[/C][C]-0.8679[/C][C]0.194465[/C][/ROW]
[ROW][C]11[/C][C]-0.044101[/C][C]-0.3416[/C][C]0.36692[/C][/ROW]
[ROW][C]12[/C][C]0.164646[/C][C]1.2753[/C][C]0.103552[/C][/ROW]
[ROW][C]13[/C][C]-0.14442[/C][C]-1.1187[/C][C]0.133869[/C][/ROW]
[ROW][C]14[/C][C]0.030366[/C][C]0.2352[/C][C]0.407421[/C][/ROW]
[ROW][C]15[/C][C]0.106715[/C][C]0.8266[/C][C]0.205867[/C][/ROW]
[ROW][C]16[/C][C]-0.180097[/C][C]-1.395[/C][C]0.084075[/C][/ROW]
[ROW][C]17[/C][C]0.203754[/C][C]1.5783[/C][C]0.05988[/C][/ROW]
[ROW][C]18[/C][C]-0.087433[/C][C]-0.6773[/C][C]0.250424[/C][/ROW]
[ROW][C]19[/C][C]-0.070845[/C][C]-0.5488[/C][C]0.292601[/C][/ROW]
[ROW][C]20[/C][C]-0.03613[/C][C]-0.2799[/C][C]0.390272[/C][/ROW]
[ROW][C]21[/C][C]0.138396[/C][C]1.072[/C][C]0.144004[/C][/ROW]
[ROW][C]22[/C][C]-0.117385[/C][C]-0.9093[/C][C]0.183425[/C][/ROW]
[ROW][C]23[/C][C]-0.055885[/C][C]-0.4329[/C][C]0.333325[/C][/ROW]
[ROW][C]24[/C][C]0.090494[/C][C]0.701[/C][C]0.243017[/C][/ROW]
[ROW][C]25[/C][C]0.094864[/C][C]0.7348[/C][C]0.232658[/C][/ROW]
[ROW][C]26[/C][C]-0.157373[/C][C]-1.219[/C][C]0.113806[/C][/ROW]
[ROW][C]27[/C][C]0.16129[/C][C]1.2493[/C][C]0.108195[/C][/ROW]
[ROW][C]28[/C][C]-0.098956[/C][C]-0.7665[/C][C]0.223189[/C][/ROW]
[ROW][C]29[/C][C]0.048922[/C][C]0.3789[/C][C]0.353032[/C][/ROW]
[ROW][C]30[/C][C]0.013176[/C][C]0.1021[/C][C]0.459523[/C][/ROW]
[ROW][C]31[/C][C]-0.135362[/C][C]-1.0485[/C][C]0.149304[/C][/ROW]
[ROW][C]32[/C][C]0.132489[/C][C]1.0263[/C][C]0.154446[/C][/ROW]
[ROW][C]33[/C][C]-0.024108[/C][C]-0.1867[/C][C]0.426249[/C][/ROW]
[ROW][C]34[/C][C]0.009913[/C][C]0.0768[/C][C]0.469525[/C][/ROW]
[ROW][C]35[/C][C]-0.088602[/C][C]-0.6863[/C][C]0.247581[/C][/ROW]
[ROW][C]36[/C][C]0.087284[/C][C]0.6761[/C][C]0.250789[/C][/ROW]
[ROW][C]37[/C][C]-0.018809[/C][C]-0.1457[/C][C]0.442325[/C][/ROW]
[ROW][C]38[/C][C]-0.070529[/C][C]-0.5463[/C][C]0.293439[/C][/ROW]
[ROW][C]39[/C][C]0.11605[/C][C]0.8989[/C][C]0.186144[/C][/ROW]
[ROW][C]40[/C][C]-0.084076[/C][C]-0.6512[/C][C]0.258687[/C][/ROW]
[ROW][C]41[/C][C]0.017564[/C][C]0.1361[/C][C]0.446118[/C][/ROW]
[ROW][C]42[/C][C]0.097755[/C][C]0.7572[/C][C]0.225944[/C][/ROW]
[ROW][C]43[/C][C]-0.11456[/C][C]-0.8874[/C][C]0.18921[/C][/ROW]
[ROW][C]44[/C][C]0.014906[/C][C]0.1155[/C][C]0.454231[/C][/ROW]
[ROW][C]45[/C][C]-0.002697[/C][C]-0.0209[/C][C]0.4917[/C][/ROW]
[ROW][C]46[/C][C]-0.003138[/C][C]-0.0243[/C][C]0.490344[/C][/ROW]
[ROW][C]47[/C][C]-0.030601[/C][C]-0.237[/C][C]0.406717[/C][/ROW]
[ROW][C]48[/C][C]0.041901[/C][C]0.3246[/C][C]0.373319[/C][/ROW]
[ROW][C]49[/C][C]-0.024572[/C][C]-0.1903[/C][C]0.424844[/C][/ROW]
[ROW][C]50[/C][C]0.034542[/C][C]0.2676[/C][C]0.394977[/C][/ROW]
[ROW][C]51[/C][C]-0.00082[/C][C]-0.0064[/C][C]0.497476[/C][/ROW]
[ROW][C]52[/C][C]-0.031869[/C][C]-0.2469[/C][C]0.402931[/C][/ROW]
[ROW][C]53[/C][C]0.04603[/C][C]0.3565[/C][C]0.361342[/C][/ROW]
[ROW][C]54[/C][C]-0.009556[/C][C]-0.074[/C][C]0.47062[/C][/ROW]
[ROW][C]55[/C][C]-0.054992[/C][C]-0.426[/C][C]0.335827[/C][/ROW]
[ROW][C]56[/C][C]0.064897[/C][C]0.5027[/C][C]0.308512[/C][/ROW]
[ROW][C]57[/C][C]-0.025679[/C][C]-0.1989[/C][C]0.421504[/C][/ROW]
[ROW][C]58[/C][C]0.001526[/C][C]0.0118[/C][C]0.495305[/C][/ROW]
[ROW][C]59[/C][C]0.000418[/C][C]0.0032[/C][C]0.498713[/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=69505&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69505&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	-0.51713	-4.0057	8.7e-05
2	0.020061	0.1554	0.438517
3	0.127917	0.9908	0.162871
4	-0.068124	-0.5277	0.299831
5	-0.058358	-0.452	0.326435
6	0.028156	0.2181	0.414047
7	-0.086167	-0.6674	0.253523
8	0.062953	0.4876	0.313795
9	0.097432	0.7547	0.226688
10	-0.11204	-0.8679	0.194465
11	-0.044101	-0.3416	0.36692
12	0.164646	1.2753	0.103552
13	-0.14442	-1.1187	0.133869
14	0.030366	0.2352	0.407421
15	0.106715	0.8266	0.205867
16	-0.180097	-1.395	0.084075
17	0.203754	1.5783	0.05988
18	-0.087433	-0.6773	0.250424
19	-0.070845	-0.5488	0.292601
20	-0.03613	-0.2799	0.390272
21	0.138396	1.072	0.144004
22	-0.117385	-0.9093	0.183425
23	-0.055885	-0.4329	0.333325
24	0.090494	0.701	0.243017
25	0.094864	0.7348	0.232658
26	-0.157373	-1.219	0.113806
27	0.16129	1.2493	0.108195
28	-0.098956	-0.7665	0.223189
29	0.048922	0.3789	0.353032
30	0.013176	0.1021	0.459523
31	-0.135362	-1.0485	0.149304
32	0.132489	1.0263	0.154446
33	-0.024108	-0.1867	0.426249
34	0.009913	0.0768	0.469525
35	-0.088602	-0.6863	0.247581
36	0.087284	0.6761	0.250789
37	-0.018809	-0.1457	0.442325
38	-0.070529	-0.5463	0.293439
39	0.11605	0.8989	0.186144
40	-0.084076	-0.6512	0.258687
41	0.017564	0.1361	0.446118
42	0.097755	0.7572	0.225944
43	-0.11456	-0.8874	0.18921
44	0.014906	0.1155	0.454231
45	-0.002697	-0.0209	0.4917
46	-0.003138	-0.0243	0.490344
47	-0.030601	-0.237	0.406717
48	0.041901	0.3246	0.373319
49	-0.024572	-0.1903	0.424844
50	0.034542	0.2676	0.394977
51	-0.00082	-0.0064	0.497476
52	-0.031869	-0.2469	0.402931
53	0.04603	0.3565	0.361342
54	-0.009556	-0.074	0.47062
55	-0.054992	-0.426	0.335827
56	0.064897	0.5027	0.308512
57	-0.025679	-0.1989	0.421504
58	0.001526	0.0118	0.495305
59	0.000418	0.0032	0.498713
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.51713	-4.0057	8.7e-05
2	-0.337661	-2.6155	0.005626
3	-0.050567	-0.3917	0.348337
4	0.00598	0.0463	0.481603
5	-0.085301	-0.6607	0.255654
6	-0.111594	-0.8644	0.195405
7	-0.214556	-1.6619	0.05087
8	-0.127977	-0.9913	0.162759
9	0.11175	0.8656	0.195076
10	0.065265	0.5055	0.307516
11	-0.147619	-1.1435	0.128696
12	-0.027509	-0.2131	0.415993
13	-0.065814	-0.5098	0.306034
14	-0.018154	-0.1406	0.44432
15	0.145647	1.1282	0.131868
16	-0.064761	-0.5016	0.308878
17	0.077732	0.6021	0.274686
18	0.025997	0.2014	0.420544
19	-0.027539	-0.2133	0.415903
20	-0.209725	-1.6245	0.054753
21	-0.044137	-0.3419	0.366817
22	0.012867	0.0997	0.460471
23	-0.153338	-1.1878	0.119805
24	-0.180806	-1.4005	0.083254
25	0.09817	0.7604	0.22499
26	-0.064951	-0.5031	0.308365
27	0.07015	0.5434	0.29444
28	0.07453	0.5773	0.282946
29	0.00424	0.0328	0.486953
30	0.010783	0.0835	0.466855
31	-0.095233	-0.7377	0.231795
32	0.065275	0.5056	0.30749
33	0.048556	0.3761	0.35408
34	0.106922	0.8282	0.205416
35	-0.041921	-0.3247	0.373261
36	-0.107388	-0.8318	0.204404
37	0.009009	0.0698	0.472299
38	-0.054886	-0.4251	0.336127
39	0.023937	0.1854	0.426763
40	0.021838	0.1692	0.433121
41	-0.055418	-0.4293	0.334634
42	-0.104242	-0.8075	0.211296
43	-0.001143	-0.0089	0.496482
44	-0.006461	-0.05	0.480125
45	-0.046886	-0.3632	0.358874
46	-0.087219	-0.6756	0.250947
47	-0.034773	-0.2694	0.394292
48	0.024814	0.1922	0.424114
49	-0.048778	-0.3778	0.353446
50	0.041888	0.3245	0.373358
51	-0.035828	-0.2775	0.391167
52	0.000369	0.0029	0.498863
53	0.062454	0.4838	0.315157
54	-0.047197	-0.3656	0.357979
55	-0.054708	-0.4238	0.336625
56	0.037682	0.2919	0.38569
57	-0.039047	-0.3025	0.381675
58	0.008453	0.0655	0.474006
59	-0.028388	-0.2199	0.413352
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.51713 & -4.0057 & 8.7e-05 \tabularnewline
2 & -0.337661 & -2.6155 & 0.005626 \tabularnewline
3 & -0.050567 & -0.3917 & 0.348337 \tabularnewline
4 & 0.00598 & 0.0463 & 0.481603 \tabularnewline
5 & -0.085301 & -0.6607 & 0.255654 \tabularnewline
6 & -0.111594 & -0.8644 & 0.195405 \tabularnewline
7 & -0.214556 & -1.6619 & 0.05087 \tabularnewline
8 & -0.127977 & -0.9913 & 0.162759 \tabularnewline
9 & 0.11175 & 0.8656 & 0.195076 \tabularnewline
10 & 0.065265 & 0.5055 & 0.307516 \tabularnewline
11 & -0.147619 & -1.1435 & 0.128696 \tabularnewline
12 & -0.027509 & -0.2131 & 0.415993 \tabularnewline
13 & -0.065814 & -0.5098 & 0.306034 \tabularnewline
14 & -0.018154 & -0.1406 & 0.44432 \tabularnewline
15 & 0.145647 & 1.1282 & 0.131868 \tabularnewline
16 & -0.064761 & -0.5016 & 0.308878 \tabularnewline
17 & 0.077732 & 0.6021 & 0.274686 \tabularnewline
18 & 0.025997 & 0.2014 & 0.420544 \tabularnewline
19 & -0.027539 & -0.2133 & 0.415903 \tabularnewline
20 & -0.209725 & -1.6245 & 0.054753 \tabularnewline
21 & -0.044137 & -0.3419 & 0.366817 \tabularnewline
22 & 0.012867 & 0.0997 & 0.460471 \tabularnewline
23 & -0.153338 & -1.1878 & 0.119805 \tabularnewline
24 & -0.180806 & -1.4005 & 0.083254 \tabularnewline
25 & 0.09817 & 0.7604 & 0.22499 \tabularnewline
26 & -0.064951 & -0.5031 & 0.308365 \tabularnewline
27 & 0.07015 & 0.5434 & 0.29444 \tabularnewline
28 & 0.07453 & 0.5773 & 0.282946 \tabularnewline
29 & 0.00424 & 0.0328 & 0.486953 \tabularnewline
30 & 0.010783 & 0.0835 & 0.466855 \tabularnewline
31 & -0.095233 & -0.7377 & 0.231795 \tabularnewline
32 & 0.065275 & 0.5056 & 0.30749 \tabularnewline
33 & 0.048556 & 0.3761 & 0.35408 \tabularnewline
34 & 0.106922 & 0.8282 & 0.205416 \tabularnewline
35 & -0.041921 & -0.3247 & 0.373261 \tabularnewline
36 & -0.107388 & -0.8318 & 0.204404 \tabularnewline
37 & 0.009009 & 0.0698 & 0.472299 \tabularnewline
38 & -0.054886 & -0.4251 & 0.336127 \tabularnewline
39 & 0.023937 & 0.1854 & 0.426763 \tabularnewline
40 & 0.021838 & 0.1692 & 0.433121 \tabularnewline
41 & -0.055418 & -0.4293 & 0.334634 \tabularnewline
42 & -0.104242 & -0.8075 & 0.211296 \tabularnewline
43 & -0.001143 & -0.0089 & 0.496482 \tabularnewline
44 & -0.006461 & -0.05 & 0.480125 \tabularnewline
45 & -0.046886 & -0.3632 & 0.358874 \tabularnewline
46 & -0.087219 & -0.6756 & 0.250947 \tabularnewline
47 & -0.034773 & -0.2694 & 0.394292 \tabularnewline
48 & 0.024814 & 0.1922 & 0.424114 \tabularnewline
49 & -0.048778 & -0.3778 & 0.353446 \tabularnewline
50 & 0.041888 & 0.3245 & 0.373358 \tabularnewline
51 & -0.035828 & -0.2775 & 0.391167 \tabularnewline
52 & 0.000369 & 0.0029 & 0.498863 \tabularnewline
53 & 0.062454 & 0.4838 & 0.315157 \tabularnewline
54 & -0.047197 & -0.3656 & 0.357979 \tabularnewline
55 & -0.054708 & -0.4238 & 0.336625 \tabularnewline
56 & 0.037682 & 0.2919 & 0.38569 \tabularnewline
57 & -0.039047 & -0.3025 & 0.381675 \tabularnewline
58 & 0.008453 & 0.0655 & 0.474006 \tabularnewline
59 & -0.028388 & -0.2199 & 0.413352 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69505&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]-0.51713[/C][C]-4.0057[/C][C]8.7e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.337661[/C][C]-2.6155[/C][C]0.005626[/C][/ROW]
[ROW][C]3[/C][C]-0.050567[/C][C]-0.3917[/C][C]0.348337[/C][/ROW]
[ROW][C]4[/C][C]0.00598[/C][C]0.0463[/C][C]0.481603[/C][/ROW]
[ROW][C]5[/C][C]-0.085301[/C][C]-0.6607[/C][C]0.255654[/C][/ROW]
[ROW][C]6[/C][C]-0.111594[/C][C]-0.8644[/C][C]0.195405[/C][/ROW]
[ROW][C]7[/C][C]-0.214556[/C][C]-1.6619[/C][C]0.05087[/C][/ROW]
[ROW][C]8[/C][C]-0.127977[/C][C]-0.9913[/C][C]0.162759[/C][/ROW]
[ROW][C]9[/C][C]0.11175[/C][C]0.8656[/C][C]0.195076[/C][/ROW]
[ROW][C]10[/C][C]0.065265[/C][C]0.5055[/C][C]0.307516[/C][/ROW]
[ROW][C]11[/C][C]-0.147619[/C][C]-1.1435[/C][C]0.128696[/C][/ROW]
[ROW][C]12[/C][C]-0.027509[/C][C]-0.2131[/C][C]0.415993[/C][/ROW]
[ROW][C]13[/C][C]-0.065814[/C][C]-0.5098[/C][C]0.306034[/C][/ROW]
[ROW][C]14[/C][C]-0.018154[/C][C]-0.1406[/C][C]0.44432[/C][/ROW]
[ROW][C]15[/C][C]0.145647[/C][C]1.1282[/C][C]0.131868[/C][/ROW]
[ROW][C]16[/C][C]-0.064761[/C][C]-0.5016[/C][C]0.308878[/C][/ROW]
[ROW][C]17[/C][C]0.077732[/C][C]0.6021[/C][C]0.274686[/C][/ROW]
[ROW][C]18[/C][C]0.025997[/C][C]0.2014[/C][C]0.420544[/C][/ROW]
[ROW][C]19[/C][C]-0.027539[/C][C]-0.2133[/C][C]0.415903[/C][/ROW]
[ROW][C]20[/C][C]-0.209725[/C][C]-1.6245[/C][C]0.054753[/C][/ROW]
[ROW][C]21[/C][C]-0.044137[/C][C]-0.3419[/C][C]0.366817[/C][/ROW]
[ROW][C]22[/C][C]0.012867[/C][C]0.0997[/C][C]0.460471[/C][/ROW]
[ROW][C]23[/C][C]-0.153338[/C][C]-1.1878[/C][C]0.119805[/C][/ROW]
[ROW][C]24[/C][C]-0.180806[/C][C]-1.4005[/C][C]0.083254[/C][/ROW]
[ROW][C]25[/C][C]0.09817[/C][C]0.7604[/C][C]0.22499[/C][/ROW]
[ROW][C]26[/C][C]-0.064951[/C][C]-0.5031[/C][C]0.308365[/C][/ROW]
[ROW][C]27[/C][C]0.07015[/C][C]0.5434[/C][C]0.29444[/C][/ROW]
[ROW][C]28[/C][C]0.07453[/C][C]0.5773[/C][C]0.282946[/C][/ROW]
[ROW][C]29[/C][C]0.00424[/C][C]0.0328[/C][C]0.486953[/C][/ROW]
[ROW][C]30[/C][C]0.010783[/C][C]0.0835[/C][C]0.466855[/C][/ROW]
[ROW][C]31[/C][C]-0.095233[/C][C]-0.7377[/C][C]0.231795[/C][/ROW]
[ROW][C]32[/C][C]0.065275[/C][C]0.5056[/C][C]0.30749[/C][/ROW]
[ROW][C]33[/C][C]0.048556[/C][C]0.3761[/C][C]0.35408[/C][/ROW]
[ROW][C]34[/C][C]0.106922[/C][C]0.8282[/C][C]0.205416[/C][/ROW]
[ROW][C]35[/C][C]-0.041921[/C][C]-0.3247[/C][C]0.373261[/C][/ROW]
[ROW][C]36[/C][C]-0.107388[/C][C]-0.8318[/C][C]0.204404[/C][/ROW]
[ROW][C]37[/C][C]0.009009[/C][C]0.0698[/C][C]0.472299[/C][/ROW]
[ROW][C]38[/C][C]-0.054886[/C][C]-0.4251[/C][C]0.336127[/C][/ROW]
[ROW][C]39[/C][C]0.023937[/C][C]0.1854[/C][C]0.426763[/C][/ROW]
[ROW][C]40[/C][C]0.021838[/C][C]0.1692[/C][C]0.433121[/C][/ROW]
[ROW][C]41[/C][C]-0.055418[/C][C]-0.4293[/C][C]0.334634[/C][/ROW]
[ROW][C]42[/C][C]-0.104242[/C][C]-0.8075[/C][C]0.211296[/C][/ROW]
[ROW][C]43[/C][C]-0.001143[/C][C]-0.0089[/C][C]0.496482[/C][/ROW]
[ROW][C]44[/C][C]-0.006461[/C][C]-0.05[/C][C]0.480125[/C][/ROW]
[ROW][C]45[/C][C]-0.046886[/C][C]-0.3632[/C][C]0.358874[/C][/ROW]
[ROW][C]46[/C][C]-0.087219[/C][C]-0.6756[/C][C]0.250947[/C][/ROW]
[ROW][C]47[/C][C]-0.034773[/C][C]-0.2694[/C][C]0.394292[/C][/ROW]
[ROW][C]48[/C][C]0.024814[/C][C]0.1922[/C][C]0.424114[/C][/ROW]
[ROW][C]49[/C][C]-0.048778[/C][C]-0.3778[/C][C]0.353446[/C][/ROW]
[ROW][C]50[/C][C]0.041888[/C][C]0.3245[/C][C]0.373358[/C][/ROW]
[ROW][C]51[/C][C]-0.035828[/C][C]-0.2775[/C][C]0.391167[/C][/ROW]
[ROW][C]52[/C][C]0.000369[/C][C]0.0029[/C][C]0.498863[/C][/ROW]
[ROW][C]53[/C][C]0.062454[/C][C]0.4838[/C][C]0.315157[/C][/ROW]
[ROW][C]54[/C][C]-0.047197[/C][C]-0.3656[/C][C]0.357979[/C][/ROW]
[ROW][C]55[/C][C]-0.054708[/C][C]-0.4238[/C][C]0.336625[/C][/ROW]
[ROW][C]56[/C][C]0.037682[/C][C]0.2919[/C][C]0.38569[/C][/ROW]
[ROW][C]57[/C][C]-0.039047[/C][C]-0.3025[/C][C]0.381675[/C][/ROW]
[ROW][C]58[/C][C]0.008453[/C][C]0.0655[/C][C]0.474006[/C][/ROW]
[ROW][C]59[/C][C]-0.028388[/C][C]-0.2199[/C][C]0.413352[/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=69505&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69505&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	-0.51713	-4.0057	8.7e-05
2	-0.337661	-2.6155	0.005626
3	-0.050567	-0.3917	0.348337
4	0.00598	0.0463	0.481603
5	-0.085301	-0.6607	0.255654
6	-0.111594	-0.8644	0.195405
7	-0.214556	-1.6619	0.05087
8	-0.127977	-0.9913	0.162759
9	0.11175	0.8656	0.195076
10	0.065265	0.5055	0.307516
11	-0.147619	-1.1435	0.128696
12	-0.027509	-0.2131	0.415993
13	-0.065814	-0.5098	0.306034
14	-0.018154	-0.1406	0.44432
15	0.145647	1.1282	0.131868
16	-0.064761	-0.5016	0.308878
17	0.077732	0.6021	0.274686
18	0.025997	0.2014	0.420544
19	-0.027539	-0.2133	0.415903
20	-0.209725	-1.6245	0.054753
21	-0.044137	-0.3419	0.366817
22	0.012867	0.0997	0.460471
23	-0.153338	-1.1878	0.119805
24	-0.180806	-1.4005	0.083254
25	0.09817	0.7604	0.22499
26	-0.064951	-0.5031	0.308365
27	0.07015	0.5434	0.29444
28	0.07453	0.5773	0.282946
29	0.00424	0.0328	0.486953
30	0.010783	0.0835	0.466855
31	-0.095233	-0.7377	0.231795
32	0.065275	0.5056	0.30749
33	0.048556	0.3761	0.35408
34	0.106922	0.8282	0.205416
35	-0.041921	-0.3247	0.373261
36	-0.107388	-0.8318	0.204404
37	0.009009	0.0698	0.472299
38	-0.054886	-0.4251	0.336127
39	0.023937	0.1854	0.426763
40	0.021838	0.1692	0.433121
41	-0.055418	-0.4293	0.334634
42	-0.104242	-0.8075	0.211296
43	-0.001143	-0.0089	0.496482
44	-0.006461	-0.05	0.480125
45	-0.046886	-0.3632	0.358874
46	-0.087219	-0.6756	0.250947
47	-0.034773	-0.2694	0.394292
48	0.024814	0.1922	0.424114
49	-0.048778	-0.3778	0.353446
50	0.041888	0.3245	0.373358
51	-0.035828	-0.2775	0.391167
52	0.000369	0.0029	0.498863
53	0.062454	0.4838	0.315157
54	-0.047197	-0.3656	0.357979
55	-0.054708	-0.4238	0.336625
56	0.037682	0.2919	0.38569
57	-0.039047	-0.3025	0.381675
58	0.008453	0.0655	0.474006
59	-0.028388	-0.2199	0.413352
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; 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