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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 09:16:40 -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/t1261239466nkwbj9izs5ztnhh.htm/, Retrieved Fri, 03 May 2024 23:57:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69666, Retrieved Fri, 03 May 2024 23:57:47 +0000

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Estimated Impact

144

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

-     [(Partial) Autocorrelation Function] [autocorrelatie bel20] [2008-12-10 18:48:27] [74be16979710d4c4e7c6647856088456]
- RMPD    [(Partial) Autocorrelation Function] [bel 20 - autocorr...] [2009-12-19 16:16:40] [d5c15a85201d3aa3573f5c5fd3ce2a2a] [Current]
-   P       [(Partial) Autocorrelation Function] [bel 20 - autocorr...] [2009-12-20 09:46:06] [a18c43c8b63fa6800a53bb187b9ddd45] 
-    D        [(Partial) Autocorrelation Function] [Werkloosheid vrou...] [2010-12-26 17:16:29] [e4afca2801c0b93eac84a600ed82fb9c] 
-   P           [(Partial) Autocorrelation Function] [Werkloosheid vrou...] [2010-12-27 00:12:25] [e4afca2801c0b93eac84a600ed82fb9c] 
-   PD        [(Partial) Autocorrelation Function] [Werkloosheid vrou...] [2010-12-26 17:21:11] [e4afca2801c0b93eac84a600ed82fb9c] 
-    D      [(Partial) Autocorrelation Function] [Werkloosheid vrou...] [2010-12-26 17:11:15] [e4afca2801c0b93eac84a600ed82fb9c] 

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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=69666&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=69666&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69666&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	0.96631	7.485	0
2	0.921266	7.1361	0
3	0.872315	6.7569	0
4	0.810665	6.2794	0
5	0.734047	5.6859	0
6	0.644415	4.9916	3e-06
7	0.556628	4.3116	3.1e-05
8	0.46744	3.6208	0.000303
9	0.368549	2.8548	0.002953
10	0.271256	2.1011	0.019919
11	0.182973	1.4173	0.080783
12	0.088733	0.6873	0.247264
13	-0.000823	-0.0064	0.497467
14	-0.08328	-0.6451	0.260666
15	-0.151082	-1.1703	0.123258
16	-0.213683	-1.6552	0.051555
17	-0.278821	-2.1597	0.0174
18	-0.329669	-2.5536	0.00661
19	-0.368964	-2.858	0.002926
20	-0.406549	-3.1491	0.001276
21	-0.442063	-3.4242	0.000559
22	-0.467907	-3.6244	0.000299
23	-0.48155	-3.7301	0.000213
24	-0.481777	-3.7318	0.000212
25	-0.476089	-3.6878	0.000244
26	-0.458987	-3.5553	0.000372
27	-0.438772	-3.3987	0.000604
28	-0.420719	-3.2589	0.000922
29	-0.395258	-3.0617	0.001646
30	-0.36593	-2.8345	0.003123
31	-0.334039	-2.5875	0.006055
32	-0.301343	-2.3342	0.011476
33	-0.276211	-2.1395	0.018236
34	-0.245317	-1.9002	0.031106
35	-0.210274	-1.6288	0.0543
36	-0.176651	-1.3683	0.088155
37	-0.142861	-1.1066	0.136443
38	-0.112768	-0.8735	0.192938
39	-0.085969	-0.6659	0.25401
40	-0.059507	-0.4609	0.323254
41	-0.032503	-0.2518	0.401041
42	-0.00938	-0.0727	0.47116
43	0.014838	0.1149	0.45444
44	0.035286	0.2733	0.392771
45	0.056739	0.4395	0.330939
46	0.075097	0.5817	0.281475
47	0.08238	0.6381	0.262914
48	0.084379	0.6536	0.257934
49	0.082045	0.6355	0.263754
50	0.078273	0.6063	0.273301
51	0.072338	0.5603	0.288672
52	0.064046	0.4961	0.310818
53	0.055665	0.4312	0.333943
54	0.047747	0.3698	0.356401
55	0.038127	0.2953	0.384382
56	0.029439	0.228	0.410197
57	0.022391	0.1734	0.431446
58	0.016337	0.1265	0.449863
59	0.009023	0.0699	0.472256
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.96631 & 7.485 & 0 \tabularnewline
2 & 0.921266 & 7.1361 & 0 \tabularnewline
3 & 0.872315 & 6.7569 & 0 \tabularnewline
4 & 0.810665 & 6.2794 & 0 \tabularnewline
5 & 0.734047 & 5.6859 & 0 \tabularnewline
6 & 0.644415 & 4.9916 & 3e-06 \tabularnewline
7 & 0.556628 & 4.3116 & 3.1e-05 \tabularnewline
8 & 0.46744 & 3.6208 & 0.000303 \tabularnewline
9 & 0.368549 & 2.8548 & 0.002953 \tabularnewline
10 & 0.271256 & 2.1011 & 0.019919 \tabularnewline
11 & 0.182973 & 1.4173 & 0.080783 \tabularnewline
12 & 0.088733 & 0.6873 & 0.247264 \tabularnewline
13 & -0.000823 & -0.0064 & 0.497467 \tabularnewline
14 & -0.08328 & -0.6451 & 0.260666 \tabularnewline
15 & -0.151082 & -1.1703 & 0.123258 \tabularnewline
16 & -0.213683 & -1.6552 & 0.051555 \tabularnewline
17 & -0.278821 & -2.1597 & 0.0174 \tabularnewline
18 & -0.329669 & -2.5536 & 0.00661 \tabularnewline
19 & -0.368964 & -2.858 & 0.002926 \tabularnewline
20 & -0.406549 & -3.1491 & 0.001276 \tabularnewline
21 & -0.442063 & -3.4242 & 0.000559 \tabularnewline
22 & -0.467907 & -3.6244 & 0.000299 \tabularnewline
23 & -0.48155 & -3.7301 & 0.000213 \tabularnewline
24 & -0.481777 & -3.7318 & 0.000212 \tabularnewline
25 & -0.476089 & -3.6878 & 0.000244 \tabularnewline
26 & -0.458987 & -3.5553 & 0.000372 \tabularnewline
27 & -0.438772 & -3.3987 & 0.000604 \tabularnewline
28 & -0.420719 & -3.2589 & 0.000922 \tabularnewline
29 & -0.395258 & -3.0617 & 0.001646 \tabularnewline
30 & -0.36593 & -2.8345 & 0.003123 \tabularnewline
31 & -0.334039 & -2.5875 & 0.006055 \tabularnewline
32 & -0.301343 & -2.3342 & 0.011476 \tabularnewline
33 & -0.276211 & -2.1395 & 0.018236 \tabularnewline
34 & -0.245317 & -1.9002 & 0.031106 \tabularnewline
35 & -0.210274 & -1.6288 & 0.0543 \tabularnewline
36 & -0.176651 & -1.3683 & 0.088155 \tabularnewline
37 & -0.142861 & -1.1066 & 0.136443 \tabularnewline
38 & -0.112768 & -0.8735 & 0.192938 \tabularnewline
39 & -0.085969 & -0.6659 & 0.25401 \tabularnewline
40 & -0.059507 & -0.4609 & 0.323254 \tabularnewline
41 & -0.032503 & -0.2518 & 0.401041 \tabularnewline
42 & -0.00938 & -0.0727 & 0.47116 \tabularnewline
43 & 0.014838 & 0.1149 & 0.45444 \tabularnewline
44 & 0.035286 & 0.2733 & 0.392771 \tabularnewline
45 & 0.056739 & 0.4395 & 0.330939 \tabularnewline
46 & 0.075097 & 0.5817 & 0.281475 \tabularnewline
47 & 0.08238 & 0.6381 & 0.262914 \tabularnewline
48 & 0.084379 & 0.6536 & 0.257934 \tabularnewline
49 & 0.082045 & 0.6355 & 0.263754 \tabularnewline
50 & 0.078273 & 0.6063 & 0.273301 \tabularnewline
51 & 0.072338 & 0.5603 & 0.288672 \tabularnewline
52 & 0.064046 & 0.4961 & 0.310818 \tabularnewline
53 & 0.055665 & 0.4312 & 0.333943 \tabularnewline
54 & 0.047747 & 0.3698 & 0.356401 \tabularnewline
55 & 0.038127 & 0.2953 & 0.384382 \tabularnewline
56 & 0.029439 & 0.228 & 0.410197 \tabularnewline
57 & 0.022391 & 0.1734 & 0.431446 \tabularnewline
58 & 0.016337 & 0.1265 & 0.449863 \tabularnewline
59 & 0.009023 & 0.0699 & 0.472256 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69666&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]0.96631[/C][C]7.485[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.921266[/C][C]7.1361[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.872315[/C][C]6.7569[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.810665[/C][C]6.2794[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.734047[/C][C]5.6859[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.644415[/C][C]4.9916[/C][C]3e-06[/C][/ROW]
[ROW][C]7[/C][C]0.556628[/C][C]4.3116[/C][C]3.1e-05[/C][/ROW]
[ROW][C]8[/C][C]0.46744[/C][C]3.6208[/C][C]0.000303[/C][/ROW]
[ROW][C]9[/C][C]0.368549[/C][C]2.8548[/C][C]0.002953[/C][/ROW]
[ROW][C]10[/C][C]0.271256[/C][C]2.1011[/C][C]0.019919[/C][/ROW]
[ROW][C]11[/C][C]0.182973[/C][C]1.4173[/C][C]0.080783[/C][/ROW]
[ROW][C]12[/C][C]0.088733[/C][C]0.6873[/C][C]0.247264[/C][/ROW]
[ROW][C]13[/C][C]-0.000823[/C][C]-0.0064[/C][C]0.497467[/C][/ROW]
[ROW][C]14[/C][C]-0.08328[/C][C]-0.6451[/C][C]0.260666[/C][/ROW]
[ROW][C]15[/C][C]-0.151082[/C][C]-1.1703[/C][C]0.123258[/C][/ROW]
[ROW][C]16[/C][C]-0.213683[/C][C]-1.6552[/C][C]0.051555[/C][/ROW]
[ROW][C]17[/C][C]-0.278821[/C][C]-2.1597[/C][C]0.0174[/C][/ROW]
[ROW][C]18[/C][C]-0.329669[/C][C]-2.5536[/C][C]0.00661[/C][/ROW]
[ROW][C]19[/C][C]-0.368964[/C][C]-2.858[/C][C]0.002926[/C][/ROW]
[ROW][C]20[/C][C]-0.406549[/C][C]-3.1491[/C][C]0.001276[/C][/ROW]
[ROW][C]21[/C][C]-0.442063[/C][C]-3.4242[/C][C]0.000559[/C][/ROW]
[ROW][C]22[/C][C]-0.467907[/C][C]-3.6244[/C][C]0.000299[/C][/ROW]
[ROW][C]23[/C][C]-0.48155[/C][C]-3.7301[/C][C]0.000213[/C][/ROW]
[ROW][C]24[/C][C]-0.481777[/C][C]-3.7318[/C][C]0.000212[/C][/ROW]
[ROW][C]25[/C][C]-0.476089[/C][C]-3.6878[/C][C]0.000244[/C][/ROW]
[ROW][C]26[/C][C]-0.458987[/C][C]-3.5553[/C][C]0.000372[/C][/ROW]
[ROW][C]27[/C][C]-0.438772[/C][C]-3.3987[/C][C]0.000604[/C][/ROW]
[ROW][C]28[/C][C]-0.420719[/C][C]-3.2589[/C][C]0.000922[/C][/ROW]
[ROW][C]29[/C][C]-0.395258[/C][C]-3.0617[/C][C]0.001646[/C][/ROW]
[ROW][C]30[/C][C]-0.36593[/C][C]-2.8345[/C][C]0.003123[/C][/ROW]
[ROW][C]31[/C][C]-0.334039[/C][C]-2.5875[/C][C]0.006055[/C][/ROW]
[ROW][C]32[/C][C]-0.301343[/C][C]-2.3342[/C][C]0.011476[/C][/ROW]
[ROW][C]33[/C][C]-0.276211[/C][C]-2.1395[/C][C]0.018236[/C][/ROW]
[ROW][C]34[/C][C]-0.245317[/C][C]-1.9002[/C][C]0.031106[/C][/ROW]
[ROW][C]35[/C][C]-0.210274[/C][C]-1.6288[/C][C]0.0543[/C][/ROW]
[ROW][C]36[/C][C]-0.176651[/C][C]-1.3683[/C][C]0.088155[/C][/ROW]
[ROW][C]37[/C][C]-0.142861[/C][C]-1.1066[/C][C]0.136443[/C][/ROW]
[ROW][C]38[/C][C]-0.112768[/C][C]-0.8735[/C][C]0.192938[/C][/ROW]
[ROW][C]39[/C][C]-0.085969[/C][C]-0.6659[/C][C]0.25401[/C][/ROW]
[ROW][C]40[/C][C]-0.059507[/C][C]-0.4609[/C][C]0.323254[/C][/ROW]
[ROW][C]41[/C][C]-0.032503[/C][C]-0.2518[/C][C]0.401041[/C][/ROW]
[ROW][C]42[/C][C]-0.00938[/C][C]-0.0727[/C][C]0.47116[/C][/ROW]
[ROW][C]43[/C][C]0.014838[/C][C]0.1149[/C][C]0.45444[/C][/ROW]
[ROW][C]44[/C][C]0.035286[/C][C]0.2733[/C][C]0.392771[/C][/ROW]
[ROW][C]45[/C][C]0.056739[/C][C]0.4395[/C][C]0.330939[/C][/ROW]
[ROW][C]46[/C][C]0.075097[/C][C]0.5817[/C][C]0.281475[/C][/ROW]
[ROW][C]47[/C][C]0.08238[/C][C]0.6381[/C][C]0.262914[/C][/ROW]
[ROW][C]48[/C][C]0.084379[/C][C]0.6536[/C][C]0.257934[/C][/ROW]
[ROW][C]49[/C][C]0.082045[/C][C]0.6355[/C][C]0.263754[/C][/ROW]
[ROW][C]50[/C][C]0.078273[/C][C]0.6063[/C][C]0.273301[/C][/ROW]
[ROW][C]51[/C][C]0.072338[/C][C]0.5603[/C][C]0.288672[/C][/ROW]
[ROW][C]52[/C][C]0.064046[/C][C]0.4961[/C][C]0.310818[/C][/ROW]
[ROW][C]53[/C][C]0.055665[/C][C]0.4312[/C][C]0.333943[/C][/ROW]
[ROW][C]54[/C][C]0.047747[/C][C]0.3698[/C][C]0.356401[/C][/ROW]
[ROW][C]55[/C][C]0.038127[/C][C]0.2953[/C][C]0.384382[/C][/ROW]
[ROW][C]56[/C][C]0.029439[/C][C]0.228[/C][C]0.410197[/C][/ROW]
[ROW][C]57[/C][C]0.022391[/C][C]0.1734[/C][C]0.431446[/C][/ROW]
[ROW][C]58[/C][C]0.016337[/C][C]0.1265[/C][C]0.449863[/C][/ROW]
[ROW][C]59[/C][C]0.009023[/C][C]0.0699[/C][C]0.472256[/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=69666&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69666&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	0.96631	7.485	0
2	0.921266	7.1361	0
3	0.872315	6.7569	0
4	0.810665	6.2794	0
5	0.734047	5.6859	0
6	0.644415	4.9916	3e-06
7	0.556628	4.3116	3.1e-05
8	0.46744	3.6208	0.000303
9	0.368549	2.8548	0.002953
10	0.271256	2.1011	0.019919
11	0.182973	1.4173	0.080783
12	0.088733	0.6873	0.247264
13	-0.000823	-0.0064	0.497467
14	-0.08328	-0.6451	0.260666
15	-0.151082	-1.1703	0.123258
16	-0.213683	-1.6552	0.051555
17	-0.278821	-2.1597	0.0174
18	-0.329669	-2.5536	0.00661
19	-0.368964	-2.858	0.002926
20	-0.406549	-3.1491	0.001276
21	-0.442063	-3.4242	0.000559
22	-0.467907	-3.6244	0.000299
23	-0.48155	-3.7301	0.000213
24	-0.481777	-3.7318	0.000212
25	-0.476089	-3.6878	0.000244
26	-0.458987	-3.5553	0.000372
27	-0.438772	-3.3987	0.000604
28	-0.420719	-3.2589	0.000922
29	-0.395258	-3.0617	0.001646
30	-0.36593	-2.8345	0.003123
31	-0.334039	-2.5875	0.006055
32	-0.301343	-2.3342	0.011476
33	-0.276211	-2.1395	0.018236
34	-0.245317	-1.9002	0.031106
35	-0.210274	-1.6288	0.0543
36	-0.176651	-1.3683	0.088155
37	-0.142861	-1.1066	0.136443
38	-0.112768	-0.8735	0.192938
39	-0.085969	-0.6659	0.25401
40	-0.059507	-0.4609	0.323254
41	-0.032503	-0.2518	0.401041
42	-0.00938	-0.0727	0.47116
43	0.014838	0.1149	0.45444
44	0.035286	0.2733	0.392771
45	0.056739	0.4395	0.330939
46	0.075097	0.5817	0.281475
47	0.08238	0.6381	0.262914
48	0.084379	0.6536	0.257934
49	0.082045	0.6355	0.263754
50	0.078273	0.6063	0.273301
51	0.072338	0.5603	0.288672
52	0.064046	0.4961	0.310818
53	0.055665	0.4312	0.333943
54	0.047747	0.3698	0.356401
55	0.038127	0.2953	0.384382
56	0.029439	0.228	0.410197
57	0.022391	0.1734	0.431446
58	0.016337	0.1265	0.449863
59	0.009023	0.0699	0.472256
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.96631	7.485	0
2	-0.188526	-1.4603	0.07471
3	-0.055871	-0.4328	0.333365
4	-0.210868	-1.6334	0.053813
5	-0.219727	-1.702	0.046966
6	-0.208053	-1.6116	0.056152
7	0.039266	0.3042	0.381033
8	-0.036109	-0.2797	0.390335
9	-0.143159	-1.1089	0.135948
10	0.011674	0.0904	0.464124
11	0.06626	0.5133	0.30483
12	-0.211678	-1.6396	0.053156
13	0.042702	0.3308	0.370987
14	-0.002757	-0.0214	0.491517
15	0.105129	0.8143	0.209339
16	-0.066885	-0.5181	0.30315
17	-0.112922	-0.8747	0.192615
18	0.041649	0.3226	0.374055
19	-0.03918	-0.3035	0.381285
20	-0.0925	-0.7165	0.238231
21	-0.066549	-0.5155	0.304053
22	-0.002787	-0.0216	0.491425
23	0.033351	0.2583	0.398516
24	0.138808	1.0752	0.143295
25	0.064604	0.5004	0.309304
26	0.014217	0.1101	0.45634
27	-0.149255	-1.1561	0.126107
28	-0.116719	-0.9041	0.184779
29	-0.005219	-0.0404	0.483943
30	-0.038455	-0.2979	0.383415
31	0.000412	0.0032	0.498731
32	0.06256	0.4846	0.314866
33	-0.173909	-1.3471	0.091508
34	0.018846	0.146	0.442213
35	0.024098	0.1867	0.426278
36	0.078034	0.6045	0.273911
37	0.014822	0.1148	0.454488
38	-0.011348	-0.0879	0.465125
39	-0.076246	-0.5906	0.278505
40	-0.042708	-0.3308	0.370969
41	0.065204	0.5051	0.307682
42	-0.085656	-0.6635	0.254779
43	0.059471	0.4607	0.323353
44	-0.033638	-0.2606	0.397661
45	-0.016787	-0.13	0.448488
46	-0.005435	-0.0421	0.483279
47	-0.139191	-1.0782	0.142638
48	-0.047964	-0.3715	0.355776
49	-0.00924	-0.0716	0.47159
50	-0.013264	-0.1027	0.459254
51	0.007843	0.0608	0.475879
52	0.020607	0.1596	0.436858
53	0.061079	0.4731	0.318924
54	-0.0215	-0.1665	0.434147
55	-0.010415	-0.0807	0.467984
56	-0.095883	-0.7427	0.230278
57	0.01896	0.1469	0.441866
58	0.064887	0.5026	0.308538
59	0.00121	0.0094	0.496276
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.96631 & 7.485 & 0 \tabularnewline
2 & -0.188526 & -1.4603 & 0.07471 \tabularnewline
3 & -0.055871 & -0.4328 & 0.333365 \tabularnewline
4 & -0.210868 & -1.6334 & 0.053813 \tabularnewline
5 & -0.219727 & -1.702 & 0.046966 \tabularnewline
6 & -0.208053 & -1.6116 & 0.056152 \tabularnewline
7 & 0.039266 & 0.3042 & 0.381033 \tabularnewline
8 & -0.036109 & -0.2797 & 0.390335 \tabularnewline
9 & -0.143159 & -1.1089 & 0.135948 \tabularnewline
10 & 0.011674 & 0.0904 & 0.464124 \tabularnewline
11 & 0.06626 & 0.5133 & 0.30483 \tabularnewline
12 & -0.211678 & -1.6396 & 0.053156 \tabularnewline
13 & 0.042702 & 0.3308 & 0.370987 \tabularnewline
14 & -0.002757 & -0.0214 & 0.491517 \tabularnewline
15 & 0.105129 & 0.8143 & 0.209339 \tabularnewline
16 & -0.066885 & -0.5181 & 0.30315 \tabularnewline
17 & -0.112922 & -0.8747 & 0.192615 \tabularnewline
18 & 0.041649 & 0.3226 & 0.374055 \tabularnewline
19 & -0.03918 & -0.3035 & 0.381285 \tabularnewline
20 & -0.0925 & -0.7165 & 0.238231 \tabularnewline
21 & -0.066549 & -0.5155 & 0.304053 \tabularnewline
22 & -0.002787 & -0.0216 & 0.491425 \tabularnewline
23 & 0.033351 & 0.2583 & 0.398516 \tabularnewline
24 & 0.138808 & 1.0752 & 0.143295 \tabularnewline
25 & 0.064604 & 0.5004 & 0.309304 \tabularnewline
26 & 0.014217 & 0.1101 & 0.45634 \tabularnewline
27 & -0.149255 & -1.1561 & 0.126107 \tabularnewline
28 & -0.116719 & -0.9041 & 0.184779 \tabularnewline
29 & -0.005219 & -0.0404 & 0.483943 \tabularnewline
30 & -0.038455 & -0.2979 & 0.383415 \tabularnewline
31 & 0.000412 & 0.0032 & 0.498731 \tabularnewline
32 & 0.06256 & 0.4846 & 0.314866 \tabularnewline
33 & -0.173909 & -1.3471 & 0.091508 \tabularnewline
34 & 0.018846 & 0.146 & 0.442213 \tabularnewline
35 & 0.024098 & 0.1867 & 0.426278 \tabularnewline
36 & 0.078034 & 0.6045 & 0.273911 \tabularnewline
37 & 0.014822 & 0.1148 & 0.454488 \tabularnewline
38 & -0.011348 & -0.0879 & 0.465125 \tabularnewline
39 & -0.076246 & -0.5906 & 0.278505 \tabularnewline
40 & -0.042708 & -0.3308 & 0.370969 \tabularnewline
41 & 0.065204 & 0.5051 & 0.307682 \tabularnewline
42 & -0.085656 & -0.6635 & 0.254779 \tabularnewline
43 & 0.059471 & 0.4607 & 0.323353 \tabularnewline
44 & -0.033638 & -0.2606 & 0.397661 \tabularnewline
45 & -0.016787 & -0.13 & 0.448488 \tabularnewline
46 & -0.005435 & -0.0421 & 0.483279 \tabularnewline
47 & -0.139191 & -1.0782 & 0.142638 \tabularnewline
48 & -0.047964 & -0.3715 & 0.355776 \tabularnewline
49 & -0.00924 & -0.0716 & 0.47159 \tabularnewline
50 & -0.013264 & -0.1027 & 0.459254 \tabularnewline
51 & 0.007843 & 0.0608 & 0.475879 \tabularnewline
52 & 0.020607 & 0.1596 & 0.436858 \tabularnewline
53 & 0.061079 & 0.4731 & 0.318924 \tabularnewline
54 & -0.0215 & -0.1665 & 0.434147 \tabularnewline
55 & -0.010415 & -0.0807 & 0.467984 \tabularnewline
56 & -0.095883 & -0.7427 & 0.230278 \tabularnewline
57 & 0.01896 & 0.1469 & 0.441866 \tabularnewline
58 & 0.064887 & 0.5026 & 0.308538 \tabularnewline
59 & 0.00121 & 0.0094 & 0.496276 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69666&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]0.96631[/C][C]7.485[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.188526[/C][C]-1.4603[/C][C]0.07471[/C][/ROW]
[ROW][C]3[/C][C]-0.055871[/C][C]-0.4328[/C][C]0.333365[/C][/ROW]
[ROW][C]4[/C][C]-0.210868[/C][C]-1.6334[/C][C]0.053813[/C][/ROW]
[ROW][C]5[/C][C]-0.219727[/C][C]-1.702[/C][C]0.046966[/C][/ROW]
[ROW][C]6[/C][C]-0.208053[/C][C]-1.6116[/C][C]0.056152[/C][/ROW]
[ROW][C]7[/C][C]0.039266[/C][C]0.3042[/C][C]0.381033[/C][/ROW]
[ROW][C]8[/C][C]-0.036109[/C][C]-0.2797[/C][C]0.390335[/C][/ROW]
[ROW][C]9[/C][C]-0.143159[/C][C]-1.1089[/C][C]0.135948[/C][/ROW]
[ROW][C]10[/C][C]0.011674[/C][C]0.0904[/C][C]0.464124[/C][/ROW]
[ROW][C]11[/C][C]0.06626[/C][C]0.5133[/C][C]0.30483[/C][/ROW]
[ROW][C]12[/C][C]-0.211678[/C][C]-1.6396[/C][C]0.053156[/C][/ROW]
[ROW][C]13[/C][C]0.042702[/C][C]0.3308[/C][C]0.370987[/C][/ROW]
[ROW][C]14[/C][C]-0.002757[/C][C]-0.0214[/C][C]0.491517[/C][/ROW]
[ROW][C]15[/C][C]0.105129[/C][C]0.8143[/C][C]0.209339[/C][/ROW]
[ROW][C]16[/C][C]-0.066885[/C][C]-0.5181[/C][C]0.30315[/C][/ROW]
[ROW][C]17[/C][C]-0.112922[/C][C]-0.8747[/C][C]0.192615[/C][/ROW]
[ROW][C]18[/C][C]0.041649[/C][C]0.3226[/C][C]0.374055[/C][/ROW]
[ROW][C]19[/C][C]-0.03918[/C][C]-0.3035[/C][C]0.381285[/C][/ROW]
[ROW][C]20[/C][C]-0.0925[/C][C]-0.7165[/C][C]0.238231[/C][/ROW]
[ROW][C]21[/C][C]-0.066549[/C][C]-0.5155[/C][C]0.304053[/C][/ROW]
[ROW][C]22[/C][C]-0.002787[/C][C]-0.0216[/C][C]0.491425[/C][/ROW]
[ROW][C]23[/C][C]0.033351[/C][C]0.2583[/C][C]0.398516[/C][/ROW]
[ROW][C]24[/C][C]0.138808[/C][C]1.0752[/C][C]0.143295[/C][/ROW]
[ROW][C]25[/C][C]0.064604[/C][C]0.5004[/C][C]0.309304[/C][/ROW]
[ROW][C]26[/C][C]0.014217[/C][C]0.1101[/C][C]0.45634[/C][/ROW]
[ROW][C]27[/C][C]-0.149255[/C][C]-1.1561[/C][C]0.126107[/C][/ROW]
[ROW][C]28[/C][C]-0.116719[/C][C]-0.9041[/C][C]0.184779[/C][/ROW]
[ROW][C]29[/C][C]-0.005219[/C][C]-0.0404[/C][C]0.483943[/C][/ROW]
[ROW][C]30[/C][C]-0.038455[/C][C]-0.2979[/C][C]0.383415[/C][/ROW]
[ROW][C]31[/C][C]0.000412[/C][C]0.0032[/C][C]0.498731[/C][/ROW]
[ROW][C]32[/C][C]0.06256[/C][C]0.4846[/C][C]0.314866[/C][/ROW]
[ROW][C]33[/C][C]-0.173909[/C][C]-1.3471[/C][C]0.091508[/C][/ROW]
[ROW][C]34[/C][C]0.018846[/C][C]0.146[/C][C]0.442213[/C][/ROW]
[ROW][C]35[/C][C]0.024098[/C][C]0.1867[/C][C]0.426278[/C][/ROW]
[ROW][C]36[/C][C]0.078034[/C][C]0.6045[/C][C]0.273911[/C][/ROW]
[ROW][C]37[/C][C]0.014822[/C][C]0.1148[/C][C]0.454488[/C][/ROW]
[ROW][C]38[/C][C]-0.011348[/C][C]-0.0879[/C][C]0.465125[/C][/ROW]
[ROW][C]39[/C][C]-0.076246[/C][C]-0.5906[/C][C]0.278505[/C][/ROW]
[ROW][C]40[/C][C]-0.042708[/C][C]-0.3308[/C][C]0.370969[/C][/ROW]
[ROW][C]41[/C][C]0.065204[/C][C]0.5051[/C][C]0.307682[/C][/ROW]
[ROW][C]42[/C][C]-0.085656[/C][C]-0.6635[/C][C]0.254779[/C][/ROW]
[ROW][C]43[/C][C]0.059471[/C][C]0.4607[/C][C]0.323353[/C][/ROW]
[ROW][C]44[/C][C]-0.033638[/C][C]-0.2606[/C][C]0.397661[/C][/ROW]
[ROW][C]45[/C][C]-0.016787[/C][C]-0.13[/C][C]0.448488[/C][/ROW]
[ROW][C]46[/C][C]-0.005435[/C][C]-0.0421[/C][C]0.483279[/C][/ROW]
[ROW][C]47[/C][C]-0.139191[/C][C]-1.0782[/C][C]0.142638[/C][/ROW]
[ROW][C]48[/C][C]-0.047964[/C][C]-0.3715[/C][C]0.355776[/C][/ROW]
[ROW][C]49[/C][C]-0.00924[/C][C]-0.0716[/C][C]0.47159[/C][/ROW]
[ROW][C]50[/C][C]-0.013264[/C][C]-0.1027[/C][C]0.459254[/C][/ROW]
[ROW][C]51[/C][C]0.007843[/C][C]0.0608[/C][C]0.475879[/C][/ROW]
[ROW][C]52[/C][C]0.020607[/C][C]0.1596[/C][C]0.436858[/C][/ROW]
[ROW][C]53[/C][C]0.061079[/C][C]0.4731[/C][C]0.318924[/C][/ROW]
[ROW][C]54[/C][C]-0.0215[/C][C]-0.1665[/C][C]0.434147[/C][/ROW]
[ROW][C]55[/C][C]-0.010415[/C][C]-0.0807[/C][C]0.467984[/C][/ROW]
[ROW][C]56[/C][C]-0.095883[/C][C]-0.7427[/C][C]0.230278[/C][/ROW]
[ROW][C]57[/C][C]0.01896[/C][C]0.1469[/C][C]0.441866[/C][/ROW]
[ROW][C]58[/C][C]0.064887[/C][C]0.5026[/C][C]0.308538[/C][/ROW]
[ROW][C]59[/C][C]0.00121[/C][C]0.0094[/C][C]0.496276[/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=69666&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69666&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	0.96631	7.485	0
2	-0.188526	-1.4603	0.07471
3	-0.055871	-0.4328	0.333365
4	-0.210868	-1.6334	0.053813
5	-0.219727	-1.702	0.046966
6	-0.208053	-1.6116	0.056152
7	0.039266	0.3042	0.381033
8	-0.036109	-0.2797	0.390335
9	-0.143159	-1.1089	0.135948
10	0.011674	0.0904	0.464124
11	0.06626	0.5133	0.30483
12	-0.211678	-1.6396	0.053156
13	0.042702	0.3308	0.370987
14	-0.002757	-0.0214	0.491517
15	0.105129	0.8143	0.209339
16	-0.066885	-0.5181	0.30315
17	-0.112922	-0.8747	0.192615
18	0.041649	0.3226	0.374055
19	-0.03918	-0.3035	0.381285
20	-0.0925	-0.7165	0.238231
21	-0.066549	-0.5155	0.304053
22	-0.002787	-0.0216	0.491425
23	0.033351	0.2583	0.398516
24	0.138808	1.0752	0.143295
25	0.064604	0.5004	0.309304
26	0.014217	0.1101	0.45634
27	-0.149255	-1.1561	0.126107
28	-0.116719	-0.9041	0.184779
29	-0.005219	-0.0404	0.483943
30	-0.038455	-0.2979	0.383415
31	0.000412	0.0032	0.498731
32	0.06256	0.4846	0.314866
33	-0.173909	-1.3471	0.091508
34	0.018846	0.146	0.442213
35	0.024098	0.1867	0.426278
36	0.078034	0.6045	0.273911
37	0.014822	0.1148	0.454488
38	-0.011348	-0.0879	0.465125
39	-0.076246	-0.5906	0.278505
40	-0.042708	-0.3308	0.370969
41	0.065204	0.5051	0.307682
42	-0.085656	-0.6635	0.254779
43	0.059471	0.4607	0.323353
44	-0.033638	-0.2606	0.397661
45	-0.016787	-0.13	0.448488
46	-0.005435	-0.0421	0.483279
47	-0.139191	-1.0782	0.142638
48	-0.047964	-0.3715	0.355776
49	-0.00924	-0.0716	0.47159
50	-0.013264	-0.1027	0.459254
51	0.007843	0.0608	0.475879
52	0.020607	0.1596	0.436858
53	0.061079	0.4731	0.318924
54	-0.0215	-0.1665	0.434147
55	-0.010415	-0.0807	0.467984
56	-0.095883	-0.7427	0.230278
57	0.01896	0.1469	0.441866
58	0.064887	0.5026	0.308538
59	0.00121	0.0094	0.496276
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 ; 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