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

Sat, 19 Dec 2009 10:25:30 -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/19/t1261243554hdh7dvah3ad90tr.htm/, Retrieved Fri, 03 May 2024 18:17:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69718, Retrieved Fri, 03 May 2024 18:17:45 +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

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] [] [2009-12-19 16:47:55] [875a981b2b01315c1c471abd4dd66675]
-                 [(Partial) Autocorrelation Function] [] [2009-12-19 17:25:30] [8551abdd6804649d94d88b1829ac2b1a] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=69718&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=69718&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69718&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	-0.481223	-4.6157	6e-06
2	0.002865	0.0275	0.489069
3	0.023865	0.2289	0.409725
4	-0.039069	-0.3747	0.354358
5	0.067323	0.6457	0.260027
6	0.135359	1.2983	0.098712
7	-0.236807	-2.2714	0.012728
8	0.042099	0.4038	0.343648
9	0.009009	0.0864	0.465662
10	0.026298	0.2522	0.400709
11	0.174114	1.67	0.049155
12	-0.380274	-3.6475	0.000219
13	0.133061	1.2763	0.102535
14	0.038032	0.3648	0.358054
15	0.081282	0.7796	0.218805
16	-0.103933	-0.9969	0.160717
17	0.017483	0.1677	0.433596
18	-0.066047	-0.6335	0.263989
19	0.044297	0.4249	0.335956
20	0.106732	1.0237	0.154322
21	0.019648	0.1885	0.425466
22	-0.245535	-2.3551	0.010322
23	0.223276	2.1416	0.017434
24	0.015143	0.1453	0.442415
25	-0.141633	-1.3585	0.088813
26	0.192946	1.8507	0.033713
27	-0.176342	-1.6914	0.047072
28	0.022996	0.2206	0.412957
29	0.15188	1.4568	0.074291
30	-0.108612	-1.0418	0.150124
31	-0.028624	-0.2746	0.392138
32	-0.027477	-0.2635	0.39636
33	-0.042527	-0.4079	0.342146
34	0.203109	1.9482	0.027222
35	-0.095217	-0.9133	0.181738
36	-0.087953	-0.8436	0.200535
37	0.065564	0.6289	0.265498
38	-0.058527	-0.5614	0.287955
39	0.058267	0.5589	0.288802
40	0.063892	0.6128	0.27075
41	-0.119823	-1.1493	0.126705
42	-0.017804	-0.1708	0.43239
43	0.134229	1.2875	0.100578
44	-0.008468	-0.0812	0.467721
45	-0.05554	-0.5327	0.297754
46	-0.015602	-0.1497	0.440683
47	0.029892	0.2867	0.38749
48	-0.084195	-0.8076	0.210709
49	0.236319	2.2667	0.012876
50	-0.152553	-1.4632	0.073405
51	-0.036462	-0.3497	0.363671
52	0.016433	0.1576	0.437552
53	0.030337	0.291	0.385859
54	0.046374	0.4448	0.328754
55	-0.069853	-0.67	0.252266
56	-0.069175	-0.6635	0.254332
57	0.08235	0.7899	0.215817
58	0.008988	0.0862	0.465743
59	-0.084254	-0.8081	0.210548
60	0.077703	0.7453	0.228996

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.481223 & -4.6157 & 6e-06 \tabularnewline
2 & 0.002865 & 0.0275 & 0.489069 \tabularnewline
3 & 0.023865 & 0.2289 & 0.409725 \tabularnewline
4 & -0.039069 & -0.3747 & 0.354358 \tabularnewline
5 & 0.067323 & 0.6457 & 0.260027 \tabularnewline
6 & 0.135359 & 1.2983 & 0.098712 \tabularnewline
7 & -0.236807 & -2.2714 & 0.012728 \tabularnewline
8 & 0.042099 & 0.4038 & 0.343648 \tabularnewline
9 & 0.009009 & 0.0864 & 0.465662 \tabularnewline
10 & 0.026298 & 0.2522 & 0.400709 \tabularnewline
11 & 0.174114 & 1.67 & 0.049155 \tabularnewline
12 & -0.380274 & -3.6475 & 0.000219 \tabularnewline
13 & 0.133061 & 1.2763 & 0.102535 \tabularnewline
14 & 0.038032 & 0.3648 & 0.358054 \tabularnewline
15 & 0.081282 & 0.7796 & 0.218805 \tabularnewline
16 & -0.103933 & -0.9969 & 0.160717 \tabularnewline
17 & 0.017483 & 0.1677 & 0.433596 \tabularnewline
18 & -0.066047 & -0.6335 & 0.263989 \tabularnewline
19 & 0.044297 & 0.4249 & 0.335956 \tabularnewline
20 & 0.106732 & 1.0237 & 0.154322 \tabularnewline
21 & 0.019648 & 0.1885 & 0.425466 \tabularnewline
22 & -0.245535 & -2.3551 & 0.010322 \tabularnewline
23 & 0.223276 & 2.1416 & 0.017434 \tabularnewline
24 & 0.015143 & 0.1453 & 0.442415 \tabularnewline
25 & -0.141633 & -1.3585 & 0.088813 \tabularnewline
26 & 0.192946 & 1.8507 & 0.033713 \tabularnewline
27 & -0.176342 & -1.6914 & 0.047072 \tabularnewline
28 & 0.022996 & 0.2206 & 0.412957 \tabularnewline
29 & 0.15188 & 1.4568 & 0.074291 \tabularnewline
30 & -0.108612 & -1.0418 & 0.150124 \tabularnewline
31 & -0.028624 & -0.2746 & 0.392138 \tabularnewline
32 & -0.027477 & -0.2635 & 0.39636 \tabularnewline
33 & -0.042527 & -0.4079 & 0.342146 \tabularnewline
34 & 0.203109 & 1.9482 & 0.027222 \tabularnewline
35 & -0.095217 & -0.9133 & 0.181738 \tabularnewline
36 & -0.087953 & -0.8436 & 0.200535 \tabularnewline
37 & 0.065564 & 0.6289 & 0.265498 \tabularnewline
38 & -0.058527 & -0.5614 & 0.287955 \tabularnewline
39 & 0.058267 & 0.5589 & 0.288802 \tabularnewline
40 & 0.063892 & 0.6128 & 0.27075 \tabularnewline
41 & -0.119823 & -1.1493 & 0.126705 \tabularnewline
42 & -0.017804 & -0.1708 & 0.43239 \tabularnewline
43 & 0.134229 & 1.2875 & 0.100578 \tabularnewline
44 & -0.008468 & -0.0812 & 0.467721 \tabularnewline
45 & -0.05554 & -0.5327 & 0.297754 \tabularnewline
46 & -0.015602 & -0.1497 & 0.440683 \tabularnewline
47 & 0.029892 & 0.2867 & 0.38749 \tabularnewline
48 & -0.084195 & -0.8076 & 0.210709 \tabularnewline
49 & 0.236319 & 2.2667 & 0.012876 \tabularnewline
50 & -0.152553 & -1.4632 & 0.073405 \tabularnewline
51 & -0.036462 & -0.3497 & 0.363671 \tabularnewline
52 & 0.016433 & 0.1576 & 0.437552 \tabularnewline
53 & 0.030337 & 0.291 & 0.385859 \tabularnewline
54 & 0.046374 & 0.4448 & 0.328754 \tabularnewline
55 & -0.069853 & -0.67 & 0.252266 \tabularnewline
56 & -0.069175 & -0.6635 & 0.254332 \tabularnewline
57 & 0.08235 & 0.7899 & 0.215817 \tabularnewline
58 & 0.008988 & 0.0862 & 0.465743 \tabularnewline
59 & -0.084254 & -0.8081 & 0.210548 \tabularnewline
60 & 0.077703 & 0.7453 & 0.228996 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69718&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]-0.481223[/C][C]-4.6157[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]0.002865[/C][C]0.0275[/C][C]0.489069[/C][/ROW]
[ROW][C]3[/C][C]0.023865[/C][C]0.2289[/C][C]0.409725[/C][/ROW]
[ROW][C]4[/C][C]-0.039069[/C][C]-0.3747[/C][C]0.354358[/C][/ROW]
[ROW][C]5[/C][C]0.067323[/C][C]0.6457[/C][C]0.260027[/C][/ROW]
[ROW][C]6[/C][C]0.135359[/C][C]1.2983[/C][C]0.098712[/C][/ROW]
[ROW][C]7[/C][C]-0.236807[/C][C]-2.2714[/C][C]0.012728[/C][/ROW]
[ROW][C]8[/C][C]0.042099[/C][C]0.4038[/C][C]0.343648[/C][/ROW]
[ROW][C]9[/C][C]0.009009[/C][C]0.0864[/C][C]0.465662[/C][/ROW]
[ROW][C]10[/C][C]0.026298[/C][C]0.2522[/C][C]0.400709[/C][/ROW]
[ROW][C]11[/C][C]0.174114[/C][C]1.67[/C][C]0.049155[/C][/ROW]
[ROW][C]12[/C][C]-0.380274[/C][C]-3.6475[/C][C]0.000219[/C][/ROW]
[ROW][C]13[/C][C]0.133061[/C][C]1.2763[/C][C]0.102535[/C][/ROW]
[ROW][C]14[/C][C]0.038032[/C][C]0.3648[/C][C]0.358054[/C][/ROW]
[ROW][C]15[/C][C]0.081282[/C][C]0.7796[/C][C]0.218805[/C][/ROW]
[ROW][C]16[/C][C]-0.103933[/C][C]-0.9969[/C][C]0.160717[/C][/ROW]
[ROW][C]17[/C][C]0.017483[/C][C]0.1677[/C][C]0.433596[/C][/ROW]
[ROW][C]18[/C][C]-0.066047[/C][C]-0.6335[/C][C]0.263989[/C][/ROW]
[ROW][C]19[/C][C]0.044297[/C][C]0.4249[/C][C]0.335956[/C][/ROW]
[ROW][C]20[/C][C]0.106732[/C][C]1.0237[/C][C]0.154322[/C][/ROW]
[ROW][C]21[/C][C]0.019648[/C][C]0.1885[/C][C]0.425466[/C][/ROW]
[ROW][C]22[/C][C]-0.245535[/C][C]-2.3551[/C][C]0.010322[/C][/ROW]
[ROW][C]23[/C][C]0.223276[/C][C]2.1416[/C][C]0.017434[/C][/ROW]
[ROW][C]24[/C][C]0.015143[/C][C]0.1453[/C][C]0.442415[/C][/ROW]
[ROW][C]25[/C][C]-0.141633[/C][C]-1.3585[/C][C]0.088813[/C][/ROW]
[ROW][C]26[/C][C]0.192946[/C][C]1.8507[/C][C]0.033713[/C][/ROW]
[ROW][C]27[/C][C]-0.176342[/C][C]-1.6914[/C][C]0.047072[/C][/ROW]
[ROW][C]28[/C][C]0.022996[/C][C]0.2206[/C][C]0.412957[/C][/ROW]
[ROW][C]29[/C][C]0.15188[/C][C]1.4568[/C][C]0.074291[/C][/ROW]
[ROW][C]30[/C][C]-0.108612[/C][C]-1.0418[/C][C]0.150124[/C][/ROW]
[ROW][C]31[/C][C]-0.028624[/C][C]-0.2746[/C][C]0.392138[/C][/ROW]
[ROW][C]32[/C][C]-0.027477[/C][C]-0.2635[/C][C]0.39636[/C][/ROW]
[ROW][C]33[/C][C]-0.042527[/C][C]-0.4079[/C][C]0.342146[/C][/ROW]
[ROW][C]34[/C][C]0.203109[/C][C]1.9482[/C][C]0.027222[/C][/ROW]
[ROW][C]35[/C][C]-0.095217[/C][C]-0.9133[/C][C]0.181738[/C][/ROW]
[ROW][C]36[/C][C]-0.087953[/C][C]-0.8436[/C][C]0.200535[/C][/ROW]
[ROW][C]37[/C][C]0.065564[/C][C]0.6289[/C][C]0.265498[/C][/ROW]
[ROW][C]38[/C][C]-0.058527[/C][C]-0.5614[/C][C]0.287955[/C][/ROW]
[ROW][C]39[/C][C]0.058267[/C][C]0.5589[/C][C]0.288802[/C][/ROW]
[ROW][C]40[/C][C]0.063892[/C][C]0.6128[/C][C]0.27075[/C][/ROW]
[ROW][C]41[/C][C]-0.119823[/C][C]-1.1493[/C][C]0.126705[/C][/ROW]
[ROW][C]42[/C][C]-0.017804[/C][C]-0.1708[/C][C]0.43239[/C][/ROW]
[ROW][C]43[/C][C]0.134229[/C][C]1.2875[/C][C]0.100578[/C][/ROW]
[ROW][C]44[/C][C]-0.008468[/C][C]-0.0812[/C][C]0.467721[/C][/ROW]
[ROW][C]45[/C][C]-0.05554[/C][C]-0.5327[/C][C]0.297754[/C][/ROW]
[ROW][C]46[/C][C]-0.015602[/C][C]-0.1497[/C][C]0.440683[/C][/ROW]
[ROW][C]47[/C][C]0.029892[/C][C]0.2867[/C][C]0.38749[/C][/ROW]
[ROW][C]48[/C][C]-0.084195[/C][C]-0.8076[/C][C]0.210709[/C][/ROW]
[ROW][C]49[/C][C]0.236319[/C][C]2.2667[/C][C]0.012876[/C][/ROW]
[ROW][C]50[/C][C]-0.152553[/C][C]-1.4632[/C][C]0.073405[/C][/ROW]
[ROW][C]51[/C][C]-0.036462[/C][C]-0.3497[/C][C]0.363671[/C][/ROW]
[ROW][C]52[/C][C]0.016433[/C][C]0.1576[/C][C]0.437552[/C][/ROW]
[ROW][C]53[/C][C]0.030337[/C][C]0.291[/C][C]0.385859[/C][/ROW]
[ROW][C]54[/C][C]0.046374[/C][C]0.4448[/C][C]0.328754[/C][/ROW]
[ROW][C]55[/C][C]-0.069853[/C][C]-0.67[/C][C]0.252266[/C][/ROW]
[ROW][C]56[/C][C]-0.069175[/C][C]-0.6635[/C][C]0.254332[/C][/ROW]
[ROW][C]57[/C][C]0.08235[/C][C]0.7899[/C][C]0.215817[/C][/ROW]
[ROW][C]58[/C][C]0.008988[/C][C]0.0862[/C][C]0.465743[/C][/ROW]
[ROW][C]59[/C][C]-0.084254[/C][C]-0.8081[/C][C]0.210548[/C][/ROW]
[ROW][C]60[/C][C]0.077703[/C][C]0.7453[/C][C]0.228996[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69718&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69718&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	-0.481223	-4.6157	6e-06
2	0.002865	0.0275	0.489069
3	0.023865	0.2289	0.409725
4	-0.039069	-0.3747	0.354358
5	0.067323	0.6457	0.260027
6	0.135359	1.2983	0.098712
7	-0.236807	-2.2714	0.012728
8	0.042099	0.4038	0.343648
9	0.009009	0.0864	0.465662
10	0.026298	0.2522	0.400709
11	0.174114	1.67	0.049155
12	-0.380274	-3.6475	0.000219
13	0.133061	1.2763	0.102535
14	0.038032	0.3648	0.358054
15	0.081282	0.7796	0.218805
16	-0.103933	-0.9969	0.160717
17	0.017483	0.1677	0.433596
18	-0.066047	-0.6335	0.263989
19	0.044297	0.4249	0.335956
20	0.106732	1.0237	0.154322
21	0.019648	0.1885	0.425466
22	-0.245535	-2.3551	0.010322
23	0.223276	2.1416	0.017434
24	0.015143	0.1453	0.442415
25	-0.141633	-1.3585	0.088813
26	0.192946	1.8507	0.033713
27	-0.176342	-1.6914	0.047072
28	0.022996	0.2206	0.412957
29	0.15188	1.4568	0.074291
30	-0.108612	-1.0418	0.150124
31	-0.028624	-0.2746	0.392138
32	-0.027477	-0.2635	0.39636
33	-0.042527	-0.4079	0.342146
34	0.203109	1.9482	0.027222
35	-0.095217	-0.9133	0.181738
36	-0.087953	-0.8436	0.200535
37	0.065564	0.6289	0.265498
38	-0.058527	-0.5614	0.287955
39	0.058267	0.5589	0.288802
40	0.063892	0.6128	0.27075
41	-0.119823	-1.1493	0.126705
42	-0.017804	-0.1708	0.43239
43	0.134229	1.2875	0.100578
44	-0.008468	-0.0812	0.467721
45	-0.05554	-0.5327	0.297754
46	-0.015602	-0.1497	0.440683
47	0.029892	0.2867	0.38749
48	-0.084195	-0.8076	0.210709
49	0.236319	2.2667	0.012876
50	-0.152553	-1.4632	0.073405
51	-0.036462	-0.3497	0.363671
52	0.016433	0.1576	0.437552
53	0.030337	0.291	0.385859
54	0.046374	0.4448	0.328754
55	-0.069853	-0.67	0.252266
56	-0.069175	-0.6635	0.254332
57	0.08235	0.7899	0.215817
58	0.008988	0.0862	0.465743
59	-0.084254	-0.8081	0.210548
60	0.077703	0.7453	0.228996

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.481223	-4.6157	6e-06
2	-0.297636	-2.8548	0.00266
3	-0.167881	-1.6103	0.055384
4	-0.15076	-1.446	0.075782
5	-0.03118	-0.2991	0.382782
6	0.235709	2.2608	0.013063
7	-0.011815	-0.1133	0.455009
8	-0.097979	-0.9398	0.174896
9	-0.117001	-1.1222	0.132342
10	-0.063013	-0.6044	0.273533
11	0.226289	2.1705	0.016272
12	-0.23305	-2.2353	0.013907
13	-0.177157	-1.6992	0.046328
14	-0.110431	-1.0592	0.146136
15	0.104111	0.9986	0.160304
16	-0.049065	-0.4706	0.319516
17	-0.060554	-0.5808	0.281393
18	0.059238	0.5682	0.285645
19	-0.09587	-0.9196	0.180106
20	0.018306	0.1756	0.430501
21	0.143239	1.3739	0.086405
22	-0.130194	-1.2488	0.107457
23	0.175274	1.6812	0.048061
24	0.103683	0.9945	0.161296
25	-0.172484	-1.6544	0.050726
26	0.055854	0.5357	0.296717
27	0.083248	0.7985	0.213321
28	-0.006165	-0.0591	0.476488
29	0.062355	0.5981	0.275624
30	0.054681	0.5245	0.300604
31	-0.081365	-0.7804	0.218572
32	-0.1582	-1.5174	0.066297
33	-0.005469	-0.0525	0.47914
34	0.002236	0.0214	0.491469
35	0.147341	1.4132	0.08048
36	0.11653	1.1177	0.133299
37	-0.128808	-1.2355	0.109899
38	-0.082594	-0.7922	0.215136
39	-0.006176	-0.0592	0.476447
40	0.011967	0.1148	0.454432
41	0.013616	0.1306	0.448187
42	0.029998	0.2877	0.387101
43	0.065905	0.6321	0.264433
44	-0.058473	-0.5608	0.288132
45	0.008031	0.077	0.469385
46	-0.013274	-0.1273	0.449484
47	0.063997	0.6138	0.270417
48	-0.050175	-0.4813	0.315736
49	0.056675	0.5436	0.294013
50	-0.007312	-0.0701	0.472119
51	0.057899	0.5553	0.290004
52	0.002307	0.0221	0.491197
53	-0.010987	-0.1054	0.45815
54	0.073578	0.7057	0.241069
55	-0.089375	-0.8573	0.196767
56	-0.08979	-0.8612	0.195675
57	-0.025627	-0.2458	0.403189
58	0.025795	0.2474	0.402567
59	-0.029936	-0.2871	0.387326
60	-0.162251	-1.5563	0.06154

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.481223 & -4.6157 & 6e-06 \tabularnewline
2 & -0.297636 & -2.8548 & 0.00266 \tabularnewline
3 & -0.167881 & -1.6103 & 0.055384 \tabularnewline
4 & -0.15076 & -1.446 & 0.075782 \tabularnewline
5 & -0.03118 & -0.2991 & 0.382782 \tabularnewline
6 & 0.235709 & 2.2608 & 0.013063 \tabularnewline
7 & -0.011815 & -0.1133 & 0.455009 \tabularnewline
8 & -0.097979 & -0.9398 & 0.174896 \tabularnewline
9 & -0.117001 & -1.1222 & 0.132342 \tabularnewline
10 & -0.063013 & -0.6044 & 0.273533 \tabularnewline
11 & 0.226289 & 2.1705 & 0.016272 \tabularnewline
12 & -0.23305 & -2.2353 & 0.013907 \tabularnewline
13 & -0.177157 & -1.6992 & 0.046328 \tabularnewline
14 & -0.110431 & -1.0592 & 0.146136 \tabularnewline
15 & 0.104111 & 0.9986 & 0.160304 \tabularnewline
16 & -0.049065 & -0.4706 & 0.319516 \tabularnewline
17 & -0.060554 & -0.5808 & 0.281393 \tabularnewline
18 & 0.059238 & 0.5682 & 0.285645 \tabularnewline
19 & -0.09587 & -0.9196 & 0.180106 \tabularnewline
20 & 0.018306 & 0.1756 & 0.430501 \tabularnewline
21 & 0.143239 & 1.3739 & 0.086405 \tabularnewline
22 & -0.130194 & -1.2488 & 0.107457 \tabularnewline
23 & 0.175274 & 1.6812 & 0.048061 \tabularnewline
24 & 0.103683 & 0.9945 & 0.161296 \tabularnewline
25 & -0.172484 & -1.6544 & 0.050726 \tabularnewline
26 & 0.055854 & 0.5357 & 0.296717 \tabularnewline
27 & 0.083248 & 0.7985 & 0.213321 \tabularnewline
28 & -0.006165 & -0.0591 & 0.476488 \tabularnewline
29 & 0.062355 & 0.5981 & 0.275624 \tabularnewline
30 & 0.054681 & 0.5245 & 0.300604 \tabularnewline
31 & -0.081365 & -0.7804 & 0.218572 \tabularnewline
32 & -0.1582 & -1.5174 & 0.066297 \tabularnewline
33 & -0.005469 & -0.0525 & 0.47914 \tabularnewline
34 & 0.002236 & 0.0214 & 0.491469 \tabularnewline
35 & 0.147341 & 1.4132 & 0.08048 \tabularnewline
36 & 0.11653 & 1.1177 & 0.133299 \tabularnewline
37 & -0.128808 & -1.2355 & 0.109899 \tabularnewline
38 & -0.082594 & -0.7922 & 0.215136 \tabularnewline
39 & -0.006176 & -0.0592 & 0.476447 \tabularnewline
40 & 0.011967 & 0.1148 & 0.454432 \tabularnewline
41 & 0.013616 & 0.1306 & 0.448187 \tabularnewline
42 & 0.029998 & 0.2877 & 0.387101 \tabularnewline
43 & 0.065905 & 0.6321 & 0.264433 \tabularnewline
44 & -0.058473 & -0.5608 & 0.288132 \tabularnewline
45 & 0.008031 & 0.077 & 0.469385 \tabularnewline
46 & -0.013274 & -0.1273 & 0.449484 \tabularnewline
47 & 0.063997 & 0.6138 & 0.270417 \tabularnewline
48 & -0.050175 & -0.4813 & 0.315736 \tabularnewline
49 & 0.056675 & 0.5436 & 0.294013 \tabularnewline
50 & -0.007312 & -0.0701 & 0.472119 \tabularnewline
51 & 0.057899 & 0.5553 & 0.290004 \tabularnewline
52 & 0.002307 & 0.0221 & 0.491197 \tabularnewline
53 & -0.010987 & -0.1054 & 0.45815 \tabularnewline
54 & 0.073578 & 0.7057 & 0.241069 \tabularnewline
55 & -0.089375 & -0.8573 & 0.196767 \tabularnewline
56 & -0.08979 & -0.8612 & 0.195675 \tabularnewline
57 & -0.025627 & -0.2458 & 0.403189 \tabularnewline
58 & 0.025795 & 0.2474 & 0.402567 \tabularnewline
59 & -0.029936 & -0.2871 & 0.387326 \tabularnewline
60 & -0.162251 & -1.5563 & 0.06154 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69718&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]-0.481223[/C][C]-4.6157[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.297636[/C][C]-2.8548[/C][C]0.00266[/C][/ROW]
[ROW][C]3[/C][C]-0.167881[/C][C]-1.6103[/C][C]0.055384[/C][/ROW]
[ROW][C]4[/C][C]-0.15076[/C][C]-1.446[/C][C]0.075782[/C][/ROW]
[ROW][C]5[/C][C]-0.03118[/C][C]-0.2991[/C][C]0.382782[/C][/ROW]
[ROW][C]6[/C][C]0.235709[/C][C]2.2608[/C][C]0.013063[/C][/ROW]
[ROW][C]7[/C][C]-0.011815[/C][C]-0.1133[/C][C]0.455009[/C][/ROW]
[ROW][C]8[/C][C]-0.097979[/C][C]-0.9398[/C][C]0.174896[/C][/ROW]
[ROW][C]9[/C][C]-0.117001[/C][C]-1.1222[/C][C]0.132342[/C][/ROW]
[ROW][C]10[/C][C]-0.063013[/C][C]-0.6044[/C][C]0.273533[/C][/ROW]
[ROW][C]11[/C][C]0.226289[/C][C]2.1705[/C][C]0.016272[/C][/ROW]
[ROW][C]12[/C][C]-0.23305[/C][C]-2.2353[/C][C]0.013907[/C][/ROW]
[ROW][C]13[/C][C]-0.177157[/C][C]-1.6992[/C][C]0.046328[/C][/ROW]
[ROW][C]14[/C][C]-0.110431[/C][C]-1.0592[/C][C]0.146136[/C][/ROW]
[ROW][C]15[/C][C]0.104111[/C][C]0.9986[/C][C]0.160304[/C][/ROW]
[ROW][C]16[/C][C]-0.049065[/C][C]-0.4706[/C][C]0.319516[/C][/ROW]
[ROW][C]17[/C][C]-0.060554[/C][C]-0.5808[/C][C]0.281393[/C][/ROW]
[ROW][C]18[/C][C]0.059238[/C][C]0.5682[/C][C]0.285645[/C][/ROW]
[ROW][C]19[/C][C]-0.09587[/C][C]-0.9196[/C][C]0.180106[/C][/ROW]
[ROW][C]20[/C][C]0.018306[/C][C]0.1756[/C][C]0.430501[/C][/ROW]
[ROW][C]21[/C][C]0.143239[/C][C]1.3739[/C][C]0.086405[/C][/ROW]
[ROW][C]22[/C][C]-0.130194[/C][C]-1.2488[/C][C]0.107457[/C][/ROW]
[ROW][C]23[/C][C]0.175274[/C][C]1.6812[/C][C]0.048061[/C][/ROW]
[ROW][C]24[/C][C]0.103683[/C][C]0.9945[/C][C]0.161296[/C][/ROW]
[ROW][C]25[/C][C]-0.172484[/C][C]-1.6544[/C][C]0.050726[/C][/ROW]
[ROW][C]26[/C][C]0.055854[/C][C]0.5357[/C][C]0.296717[/C][/ROW]
[ROW][C]27[/C][C]0.083248[/C][C]0.7985[/C][C]0.213321[/C][/ROW]
[ROW][C]28[/C][C]-0.006165[/C][C]-0.0591[/C][C]0.476488[/C][/ROW]
[ROW][C]29[/C][C]0.062355[/C][C]0.5981[/C][C]0.275624[/C][/ROW]
[ROW][C]30[/C][C]0.054681[/C][C]0.5245[/C][C]0.300604[/C][/ROW]
[ROW][C]31[/C][C]-0.081365[/C][C]-0.7804[/C][C]0.218572[/C][/ROW]
[ROW][C]32[/C][C]-0.1582[/C][C]-1.5174[/C][C]0.066297[/C][/ROW]
[ROW][C]33[/C][C]-0.005469[/C][C]-0.0525[/C][C]0.47914[/C][/ROW]
[ROW][C]34[/C][C]0.002236[/C][C]0.0214[/C][C]0.491469[/C][/ROW]
[ROW][C]35[/C][C]0.147341[/C][C]1.4132[/C][C]0.08048[/C][/ROW]
[ROW][C]36[/C][C]0.11653[/C][C]1.1177[/C][C]0.133299[/C][/ROW]
[ROW][C]37[/C][C]-0.128808[/C][C]-1.2355[/C][C]0.109899[/C][/ROW]
[ROW][C]38[/C][C]-0.082594[/C][C]-0.7922[/C][C]0.215136[/C][/ROW]
[ROW][C]39[/C][C]-0.006176[/C][C]-0.0592[/C][C]0.476447[/C][/ROW]
[ROW][C]40[/C][C]0.011967[/C][C]0.1148[/C][C]0.454432[/C][/ROW]
[ROW][C]41[/C][C]0.013616[/C][C]0.1306[/C][C]0.448187[/C][/ROW]
[ROW][C]42[/C][C]0.029998[/C][C]0.2877[/C][C]0.387101[/C][/ROW]
[ROW][C]43[/C][C]0.065905[/C][C]0.6321[/C][C]0.264433[/C][/ROW]
[ROW][C]44[/C][C]-0.058473[/C][C]-0.5608[/C][C]0.288132[/C][/ROW]
[ROW][C]45[/C][C]0.008031[/C][C]0.077[/C][C]0.469385[/C][/ROW]
[ROW][C]46[/C][C]-0.013274[/C][C]-0.1273[/C][C]0.449484[/C][/ROW]
[ROW][C]47[/C][C]0.063997[/C][C]0.6138[/C][C]0.270417[/C][/ROW]
[ROW][C]48[/C][C]-0.050175[/C][C]-0.4813[/C][C]0.315736[/C][/ROW]
[ROW][C]49[/C][C]0.056675[/C][C]0.5436[/C][C]0.294013[/C][/ROW]
[ROW][C]50[/C][C]-0.007312[/C][C]-0.0701[/C][C]0.472119[/C][/ROW]
[ROW][C]51[/C][C]0.057899[/C][C]0.5553[/C][C]0.290004[/C][/ROW]
[ROW][C]52[/C][C]0.002307[/C][C]0.0221[/C][C]0.491197[/C][/ROW]
[ROW][C]53[/C][C]-0.010987[/C][C]-0.1054[/C][C]0.45815[/C][/ROW]
[ROW][C]54[/C][C]0.073578[/C][C]0.7057[/C][C]0.241069[/C][/ROW]
[ROW][C]55[/C][C]-0.089375[/C][C]-0.8573[/C][C]0.196767[/C][/ROW]
[ROW][C]56[/C][C]-0.08979[/C][C]-0.8612[/C][C]0.195675[/C][/ROW]
[ROW][C]57[/C][C]-0.025627[/C][C]-0.2458[/C][C]0.403189[/C][/ROW]
[ROW][C]58[/C][C]0.025795[/C][C]0.2474[/C][C]0.402567[/C][/ROW]
[ROW][C]59[/C][C]-0.029936[/C][C]-0.2871[/C][C]0.387326[/C][/ROW]
[ROW][C]60[/C][C]-0.162251[/C][C]-1.5563[/C][C]0.06154[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69718&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69718&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	-0.481223	-4.6157	6e-06
2	-0.297636	-2.8548	0.00266
3	-0.167881	-1.6103	0.055384
4	-0.15076	-1.446	0.075782
5	-0.03118	-0.2991	0.382782
6	0.235709	2.2608	0.013063
7	-0.011815	-0.1133	0.455009
8	-0.097979	-0.9398	0.174896
9	-0.117001	-1.1222	0.132342
10	-0.063013	-0.6044	0.273533
11	0.226289	2.1705	0.016272
12	-0.23305	-2.2353	0.013907
13	-0.177157	-1.6992	0.046328
14	-0.110431	-1.0592	0.146136
15	0.104111	0.9986	0.160304
16	-0.049065	-0.4706	0.319516
17	-0.060554	-0.5808	0.281393
18	0.059238	0.5682	0.285645
19	-0.09587	-0.9196	0.180106
20	0.018306	0.1756	0.430501
21	0.143239	1.3739	0.086405
22	-0.130194	-1.2488	0.107457
23	0.175274	1.6812	0.048061
24	0.103683	0.9945	0.161296
25	-0.172484	-1.6544	0.050726
26	0.055854	0.5357	0.296717
27	0.083248	0.7985	0.213321
28	-0.006165	-0.0591	0.476488
29	0.062355	0.5981	0.275624
30	0.054681	0.5245	0.300604
31	-0.081365	-0.7804	0.218572
32	-0.1582	-1.5174	0.066297
33	-0.005469	-0.0525	0.47914
34	0.002236	0.0214	0.491469
35	0.147341	1.4132	0.08048
36	0.11653	1.1177	0.133299
37	-0.128808	-1.2355	0.109899
38	-0.082594	-0.7922	0.215136
39	-0.006176	-0.0592	0.476447
40	0.011967	0.1148	0.454432
41	0.013616	0.1306	0.448187
42	0.029998	0.2877	0.387101
43	0.065905	0.6321	0.264433
44	-0.058473	-0.5608	0.288132
45	0.008031	0.077	0.469385
46	-0.013274	-0.1273	0.449484
47	0.063997	0.6138	0.270417
48	-0.050175	-0.4813	0.315736
49	0.056675	0.5436	0.294013
50	-0.007312	-0.0701	0.472119
51	0.057899	0.5553	0.290004
52	0.002307	0.0221	0.491197
53	-0.010987	-0.1054	0.45815
54	0.073578	0.7057	0.241069
55	-0.089375	-0.8573	0.196767
56	-0.08979	-0.8612	0.195675
57	-0.025627	-0.2458	0.403189
58	0.025795	0.2474	0.402567
59	-0.029936	-0.2871	0.387326
60	-0.162251	-1.5563	0.06154

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 = MA ; par7 = 0.95 ;

Parameters (R input):

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