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

Sun, 20 Dec 2009 02:46:06 -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/20/t1261302558aiadii6s2qvjamq.htm/, Retrieved Sat, 27 Apr 2024 06:41:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69804, Retrieved Sat, 27 Apr 2024 06:41:08 +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

176

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] [a18c43c8b63fa6800a53bb187b9ddd45]
-   P       [(Partial) Autocorrelation Function] [bel 20 - autocorr...] [2009-12-20 09:46:06] [d5c15a85201d3aa3573f5c5fd3ce2a2a] [Current]
-    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] 

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	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=69804&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=69804&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69804&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	0.28833	2.2147	0.015327
2	0.075299	0.5784	0.282603
3	0.21863	1.6793	0.049188
4	0.232184	1.7834	0.039829
5	0.255974	1.9662	0.026995
6	-0.027258	-0.2094	0.417438
7	-0.045959	-0.353	0.362667
8	0.143323	1.1009	0.137709
9	0.027587	0.2119	0.416459
10	-0.16052	-1.233	0.111236
11	0.123461	0.9483	0.173417
12	-0.011932	-0.0917	0.463643
13	-0.041828	-0.3213	0.374565
14	0.053236	0.4089	0.342041
15	-0.057868	-0.4445	0.329155
16	0.04131	0.3173	0.376064
17	-0.126301	-0.9701	0.167969
18	-0.174561	-1.3408	0.092558
19	0.017571	0.135	0.44655
20	-0.096099	-0.7382	0.231674
21	-0.172927	-1.3283	0.0946
22	-0.180754	-1.3884	0.085118
23	-0.162856	-1.2509	0.10795
24	-0.119038	-0.9143	0.182128
25	-0.070054	-0.5381	0.296268
26	-0.12236	-0.9399	0.17556
27	-0.029344	-0.2254	0.411224
28	0.052211	0.401	0.344921
29	-0.03703	-0.2844	0.388538
30	-0.040484	-0.311	0.378461
31	-0.081034	-0.6224	0.268028
32	-0.020416	-0.1568	0.437961
33	-0.041045	-0.3153	0.376835
34	-0.089893	-0.6905	0.2463
35	-0.114029	-0.8759	0.192326
36	-0.044053	-0.3384	0.368141
37	-0.006936	-0.0533	0.478847
38	-0.031991	-0.2457	0.403373
39	-0.053269	-0.4092	0.34195
40	-0.046688	-0.3586	0.360581
41	0.011452	0.088	0.465102
42	0.014646	0.1125	0.455405
43	0.023407	0.1798	0.428967
44	-0.006825	-0.0524	0.479184
45	0.003889	0.0299	0.488136
46	0.012314	0.0946	0.462481
47	0.001708	0.0131	0.494789
48	0.007335	0.0563	0.47763
49	0.014267	0.1096	0.456553
50	0.023042	0.177	0.430061
51	0.016546	0.1271	0.44965
52	0.005606	0.0431	0.482899
53	0.004948	0.038	0.484906
54	0.018955	0.1456	0.442367
55	0.017709	0.136	0.446132
56	0.009158	0.0703	0.47208
57	0.000612	0.0047	0.498133
58	-0.001358	-0.0104	0.495857
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 & 0.28833 & 2.2147 & 0.015327 \tabularnewline
2 & 0.075299 & 0.5784 & 0.282603 \tabularnewline
3 & 0.21863 & 1.6793 & 0.049188 \tabularnewline
4 & 0.232184 & 1.7834 & 0.039829 \tabularnewline
5 & 0.255974 & 1.9662 & 0.026995 \tabularnewline
6 & -0.027258 & -0.2094 & 0.417438 \tabularnewline
7 & -0.045959 & -0.353 & 0.362667 \tabularnewline
8 & 0.143323 & 1.1009 & 0.137709 \tabularnewline
9 & 0.027587 & 0.2119 & 0.416459 \tabularnewline
10 & -0.16052 & -1.233 & 0.111236 \tabularnewline
11 & 0.123461 & 0.9483 & 0.173417 \tabularnewline
12 & -0.011932 & -0.0917 & 0.463643 \tabularnewline
13 & -0.041828 & -0.3213 & 0.374565 \tabularnewline
14 & 0.053236 & 0.4089 & 0.342041 \tabularnewline
15 & -0.057868 & -0.4445 & 0.329155 \tabularnewline
16 & 0.04131 & 0.3173 & 0.376064 \tabularnewline
17 & -0.126301 & -0.9701 & 0.167969 \tabularnewline
18 & -0.174561 & -1.3408 & 0.092558 \tabularnewline
19 & 0.017571 & 0.135 & 0.44655 \tabularnewline
20 & -0.096099 & -0.7382 & 0.231674 \tabularnewline
21 & -0.172927 & -1.3283 & 0.0946 \tabularnewline
22 & -0.180754 & -1.3884 & 0.085118 \tabularnewline
23 & -0.162856 & -1.2509 & 0.10795 \tabularnewline
24 & -0.119038 & -0.9143 & 0.182128 \tabularnewline
25 & -0.070054 & -0.5381 & 0.296268 \tabularnewline
26 & -0.12236 & -0.9399 & 0.17556 \tabularnewline
27 & -0.029344 & -0.2254 & 0.411224 \tabularnewline
28 & 0.052211 & 0.401 & 0.344921 \tabularnewline
29 & -0.03703 & -0.2844 & 0.388538 \tabularnewline
30 & -0.040484 & -0.311 & 0.378461 \tabularnewline
31 & -0.081034 & -0.6224 & 0.268028 \tabularnewline
32 & -0.020416 & -0.1568 & 0.437961 \tabularnewline
33 & -0.041045 & -0.3153 & 0.376835 \tabularnewline
34 & -0.089893 & -0.6905 & 0.2463 \tabularnewline
35 & -0.114029 & -0.8759 & 0.192326 \tabularnewline
36 & -0.044053 & -0.3384 & 0.368141 \tabularnewline
37 & -0.006936 & -0.0533 & 0.478847 \tabularnewline
38 & -0.031991 & -0.2457 & 0.403373 \tabularnewline
39 & -0.053269 & -0.4092 & 0.34195 \tabularnewline
40 & -0.046688 & -0.3586 & 0.360581 \tabularnewline
41 & 0.011452 & 0.088 & 0.465102 \tabularnewline
42 & 0.014646 & 0.1125 & 0.455405 \tabularnewline
43 & 0.023407 & 0.1798 & 0.428967 \tabularnewline
44 & -0.006825 & -0.0524 & 0.479184 \tabularnewline
45 & 0.003889 & 0.0299 & 0.488136 \tabularnewline
46 & 0.012314 & 0.0946 & 0.462481 \tabularnewline
47 & 0.001708 & 0.0131 & 0.494789 \tabularnewline
48 & 0.007335 & 0.0563 & 0.47763 \tabularnewline
49 & 0.014267 & 0.1096 & 0.456553 \tabularnewline
50 & 0.023042 & 0.177 & 0.430061 \tabularnewline
51 & 0.016546 & 0.1271 & 0.44965 \tabularnewline
52 & 0.005606 & 0.0431 & 0.482899 \tabularnewline
53 & 0.004948 & 0.038 & 0.484906 \tabularnewline
54 & 0.018955 & 0.1456 & 0.442367 \tabularnewline
55 & 0.017709 & 0.136 & 0.446132 \tabularnewline
56 & 0.009158 & 0.0703 & 0.47208 \tabularnewline
57 & 0.000612 & 0.0047 & 0.498133 \tabularnewline
58 & -0.001358 & -0.0104 & 0.495857 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69804&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]0.28833[/C][C]2.2147[/C][C]0.015327[/C][/ROW]
[ROW][C]2[/C][C]0.075299[/C][C]0.5784[/C][C]0.282603[/C][/ROW]
[ROW][C]3[/C][C]0.21863[/C][C]1.6793[/C][C]0.049188[/C][/ROW]
[ROW][C]4[/C][C]0.232184[/C][C]1.7834[/C][C]0.039829[/C][/ROW]
[ROW][C]5[/C][C]0.255974[/C][C]1.9662[/C][C]0.026995[/C][/ROW]
[ROW][C]6[/C][C]-0.027258[/C][C]-0.2094[/C][C]0.417438[/C][/ROW]
[ROW][C]7[/C][C]-0.045959[/C][C]-0.353[/C][C]0.362667[/C][/ROW]
[ROW][C]8[/C][C]0.143323[/C][C]1.1009[/C][C]0.137709[/C][/ROW]
[ROW][C]9[/C][C]0.027587[/C][C]0.2119[/C][C]0.416459[/C][/ROW]
[ROW][C]10[/C][C]-0.16052[/C][C]-1.233[/C][C]0.111236[/C][/ROW]
[ROW][C]11[/C][C]0.123461[/C][C]0.9483[/C][C]0.173417[/C][/ROW]
[ROW][C]12[/C][C]-0.011932[/C][C]-0.0917[/C][C]0.463643[/C][/ROW]
[ROW][C]13[/C][C]-0.041828[/C][C]-0.3213[/C][C]0.374565[/C][/ROW]
[ROW][C]14[/C][C]0.053236[/C][C]0.4089[/C][C]0.342041[/C][/ROW]
[ROW][C]15[/C][C]-0.057868[/C][C]-0.4445[/C][C]0.329155[/C][/ROW]
[ROW][C]16[/C][C]0.04131[/C][C]0.3173[/C][C]0.376064[/C][/ROW]
[ROW][C]17[/C][C]-0.126301[/C][C]-0.9701[/C][C]0.167969[/C][/ROW]
[ROW][C]18[/C][C]-0.174561[/C][C]-1.3408[/C][C]0.092558[/C][/ROW]
[ROW][C]19[/C][C]0.017571[/C][C]0.135[/C][C]0.44655[/C][/ROW]
[ROW][C]20[/C][C]-0.096099[/C][C]-0.7382[/C][C]0.231674[/C][/ROW]
[ROW][C]21[/C][C]-0.172927[/C][C]-1.3283[/C][C]0.0946[/C][/ROW]
[ROW][C]22[/C][C]-0.180754[/C][C]-1.3884[/C][C]0.085118[/C][/ROW]
[ROW][C]23[/C][C]-0.162856[/C][C]-1.2509[/C][C]0.10795[/C][/ROW]
[ROW][C]24[/C][C]-0.119038[/C][C]-0.9143[/C][C]0.182128[/C][/ROW]
[ROW][C]25[/C][C]-0.070054[/C][C]-0.5381[/C][C]0.296268[/C][/ROW]
[ROW][C]26[/C][C]-0.12236[/C][C]-0.9399[/C][C]0.17556[/C][/ROW]
[ROW][C]27[/C][C]-0.029344[/C][C]-0.2254[/C][C]0.411224[/C][/ROW]
[ROW][C]28[/C][C]0.052211[/C][C]0.401[/C][C]0.344921[/C][/ROW]
[ROW][C]29[/C][C]-0.03703[/C][C]-0.2844[/C][C]0.388538[/C][/ROW]
[ROW][C]30[/C][C]-0.040484[/C][C]-0.311[/C][C]0.378461[/C][/ROW]
[ROW][C]31[/C][C]-0.081034[/C][C]-0.6224[/C][C]0.268028[/C][/ROW]
[ROW][C]32[/C][C]-0.020416[/C][C]-0.1568[/C][C]0.437961[/C][/ROW]
[ROW][C]33[/C][C]-0.041045[/C][C]-0.3153[/C][C]0.376835[/C][/ROW]
[ROW][C]34[/C][C]-0.089893[/C][C]-0.6905[/C][C]0.2463[/C][/ROW]
[ROW][C]35[/C][C]-0.114029[/C][C]-0.8759[/C][C]0.192326[/C][/ROW]
[ROW][C]36[/C][C]-0.044053[/C][C]-0.3384[/C][C]0.368141[/C][/ROW]
[ROW][C]37[/C][C]-0.006936[/C][C]-0.0533[/C][C]0.478847[/C][/ROW]
[ROW][C]38[/C][C]-0.031991[/C][C]-0.2457[/C][C]0.403373[/C][/ROW]
[ROW][C]39[/C][C]-0.053269[/C][C]-0.4092[/C][C]0.34195[/C][/ROW]
[ROW][C]40[/C][C]-0.046688[/C][C]-0.3586[/C][C]0.360581[/C][/ROW]
[ROW][C]41[/C][C]0.011452[/C][C]0.088[/C][C]0.465102[/C][/ROW]
[ROW][C]42[/C][C]0.014646[/C][C]0.1125[/C][C]0.455405[/C][/ROW]
[ROW][C]43[/C][C]0.023407[/C][C]0.1798[/C][C]0.428967[/C][/ROW]
[ROW][C]44[/C][C]-0.006825[/C][C]-0.0524[/C][C]0.479184[/C][/ROW]
[ROW][C]45[/C][C]0.003889[/C][C]0.0299[/C][C]0.488136[/C][/ROW]
[ROW][C]46[/C][C]0.012314[/C][C]0.0946[/C][C]0.462481[/C][/ROW]
[ROW][C]47[/C][C]0.001708[/C][C]0.0131[/C][C]0.494789[/C][/ROW]
[ROW][C]48[/C][C]0.007335[/C][C]0.0563[/C][C]0.47763[/C][/ROW]
[ROW][C]49[/C][C]0.014267[/C][C]0.1096[/C][C]0.456553[/C][/ROW]
[ROW][C]50[/C][C]0.023042[/C][C]0.177[/C][C]0.430061[/C][/ROW]
[ROW][C]51[/C][C]0.016546[/C][C]0.1271[/C][C]0.44965[/C][/ROW]
[ROW][C]52[/C][C]0.005606[/C][C]0.0431[/C][C]0.482899[/C][/ROW]
[ROW][C]53[/C][C]0.004948[/C][C]0.038[/C][C]0.484906[/C][/ROW]
[ROW][C]54[/C][C]0.018955[/C][C]0.1456[/C][C]0.442367[/C][/ROW]
[ROW][C]55[/C][C]0.017709[/C][C]0.136[/C][C]0.446132[/C][/ROW]
[ROW][C]56[/C][C]0.009158[/C][C]0.0703[/C][C]0.47208[/C][/ROW]
[ROW][C]57[/C][C]0.000612[/C][C]0.0047[/C][C]0.498133[/C][/ROW]
[ROW][C]58[/C][C]-0.001358[/C][C]-0.0104[/C][C]0.495857[/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=69804&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69804&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	0.28833	2.2147	0.015327
2	0.075299	0.5784	0.282603
3	0.21863	1.6793	0.049188
4	0.232184	1.7834	0.039829
5	0.255974	1.9662	0.026995
6	-0.027258	-0.2094	0.417438
7	-0.045959	-0.353	0.362667
8	0.143323	1.1009	0.137709
9	0.027587	0.2119	0.416459
10	-0.16052	-1.233	0.111236
11	0.123461	0.9483	0.173417
12	-0.011932	-0.0917	0.463643
13	-0.041828	-0.3213	0.374565
14	0.053236	0.4089	0.342041
15	-0.057868	-0.4445	0.329155
16	0.04131	0.3173	0.376064
17	-0.126301	-0.9701	0.167969
18	-0.174561	-1.3408	0.092558
19	0.017571	0.135	0.44655
20	-0.096099	-0.7382	0.231674
21	-0.172927	-1.3283	0.0946
22	-0.180754	-1.3884	0.085118
23	-0.162856	-1.2509	0.10795
24	-0.119038	-0.9143	0.182128
25	-0.070054	-0.5381	0.296268
26	-0.12236	-0.9399	0.17556
27	-0.029344	-0.2254	0.411224
28	0.052211	0.401	0.344921
29	-0.03703	-0.2844	0.388538
30	-0.040484	-0.311	0.378461
31	-0.081034	-0.6224	0.268028
32	-0.020416	-0.1568	0.437961
33	-0.041045	-0.3153	0.376835
34	-0.089893	-0.6905	0.2463
35	-0.114029	-0.8759	0.192326
36	-0.044053	-0.3384	0.368141
37	-0.006936	-0.0533	0.478847
38	-0.031991	-0.2457	0.403373
39	-0.053269	-0.4092	0.34195
40	-0.046688	-0.3586	0.360581
41	0.011452	0.088	0.465102
42	0.014646	0.1125	0.455405
43	0.023407	0.1798	0.428967
44	-0.006825	-0.0524	0.479184
45	0.003889	0.0299	0.488136
46	0.012314	0.0946	0.462481
47	0.001708	0.0131	0.494789
48	0.007335	0.0563	0.47763
49	0.014267	0.1096	0.456553
50	0.023042	0.177	0.430061
51	0.016546	0.1271	0.44965
52	0.005606	0.0431	0.482899
53	0.004948	0.038	0.484906
54	0.018955	0.1456	0.442367
55	0.017709	0.136	0.446132
56	0.009158	0.0703	0.47208
57	0.000612	0.0047	0.498133
58	-0.001358	-0.0104	0.495857
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.28833	2.2147	0.015327
2	-0.008545	-0.0656	0.473944
3	0.217275	1.6689	0.050216
4	0.127021	0.9757	0.166606
5	0.183771	1.4116	0.081664
6	-0.201929	-1.551	0.06312
7	-0.054693	-0.4201	0.337968
8	0.072196	0.5545	0.290651
9	-0.062619	-0.481	0.316154
10	-0.172829	-1.3275	0.094725
11	0.303653	2.3324	0.011556
12	-0.17579	-1.3503	0.091044
13	0.014487	0.1113	0.455887
14	0.109795	0.8434	0.201218
15	-0.055905	-0.4294	0.334592
16	-0.088075	-0.6765	0.250678
17	-0.098264	-0.7548	0.226691
18	-0.061399	-0.4716	0.31947
19	-0.007782	-0.0598	0.476269
20	-0.087373	-0.6711	0.252381
21	0.056539	0.4343	0.332833
22	-0.204513	-1.5709	0.060778
23	-0.003873	-0.0297	0.488184
24	-0.044682	-0.3432	0.366331
25	0.050161	0.3853	0.350703
26	0.011482	0.0882	0.465009
27	0.054821	0.4211	0.337611
28	0.108125	0.8305	0.204796
29	-0.020348	-0.1563	0.438167
30	-0.161084	-1.2373	0.110436
31	0.009656	0.0742	0.470564
32	-0.082673	-0.635	0.263934
33	-0.085754	-0.6587	0.256328
34	0.007426	0.057	0.477352
35	-0.039184	-0.301	0.382246
36	0.027114	0.2083	0.41787
37	0.037237	0.286	0.387931
38	0.070512	0.5416	0.295063
39	-0.137083	-1.053	0.148328
40	-0.066836	-0.5134	0.304801
41	0.01208	0.0928	0.463193
42	-0.048672	-0.3739	0.354926
43	0.018543	0.1424	0.443612
44	0.016206	0.1245	0.450679
45	-0.021751	-0.1671	0.433943
46	-0.008599	-0.0661	0.47378
47	-0.048054	-0.3691	0.356685
48	0.011635	0.0894	0.464546
49	0.020766	0.1595	0.436907
50	0.041888	0.3217	0.374391
51	0.016278	0.125	0.450462
52	-0.034768	-0.2671	0.395177
53	-0.049124	-0.3773	0.353642
54	-0.038855	-0.2985	0.383204
55	-0.038756	-0.2977	0.383491
56	-0.054491	-0.4186	0.338532
57	-0.089944	-0.6909	0.246176
58	0.06285	0.4828	0.315526
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 & 0.28833 & 2.2147 & 0.015327 \tabularnewline
2 & -0.008545 & -0.0656 & 0.473944 \tabularnewline
3 & 0.217275 & 1.6689 & 0.050216 \tabularnewline
4 & 0.127021 & 0.9757 & 0.166606 \tabularnewline
5 & 0.183771 & 1.4116 & 0.081664 \tabularnewline
6 & -0.201929 & -1.551 & 0.06312 \tabularnewline
7 & -0.054693 & -0.4201 & 0.337968 \tabularnewline
8 & 0.072196 & 0.5545 & 0.290651 \tabularnewline
9 & -0.062619 & -0.481 & 0.316154 \tabularnewline
10 & -0.172829 & -1.3275 & 0.094725 \tabularnewline
11 & 0.303653 & 2.3324 & 0.011556 \tabularnewline
12 & -0.17579 & -1.3503 & 0.091044 \tabularnewline
13 & 0.014487 & 0.1113 & 0.455887 \tabularnewline
14 & 0.109795 & 0.8434 & 0.201218 \tabularnewline
15 & -0.055905 & -0.4294 & 0.334592 \tabularnewline
16 & -0.088075 & -0.6765 & 0.250678 \tabularnewline
17 & -0.098264 & -0.7548 & 0.226691 \tabularnewline
18 & -0.061399 & -0.4716 & 0.31947 \tabularnewline
19 & -0.007782 & -0.0598 & 0.476269 \tabularnewline
20 & -0.087373 & -0.6711 & 0.252381 \tabularnewline
21 & 0.056539 & 0.4343 & 0.332833 \tabularnewline
22 & -0.204513 & -1.5709 & 0.060778 \tabularnewline
23 & -0.003873 & -0.0297 & 0.488184 \tabularnewline
24 & -0.044682 & -0.3432 & 0.366331 \tabularnewline
25 & 0.050161 & 0.3853 & 0.350703 \tabularnewline
26 & 0.011482 & 0.0882 & 0.465009 \tabularnewline
27 & 0.054821 & 0.4211 & 0.337611 \tabularnewline
28 & 0.108125 & 0.8305 & 0.204796 \tabularnewline
29 & -0.020348 & -0.1563 & 0.438167 \tabularnewline
30 & -0.161084 & -1.2373 & 0.110436 \tabularnewline
31 & 0.009656 & 0.0742 & 0.470564 \tabularnewline
32 & -0.082673 & -0.635 & 0.263934 \tabularnewline
33 & -0.085754 & -0.6587 & 0.256328 \tabularnewline
34 & 0.007426 & 0.057 & 0.477352 \tabularnewline
35 & -0.039184 & -0.301 & 0.382246 \tabularnewline
36 & 0.027114 & 0.2083 & 0.41787 \tabularnewline
37 & 0.037237 & 0.286 & 0.387931 \tabularnewline
38 & 0.070512 & 0.5416 & 0.295063 \tabularnewline
39 & -0.137083 & -1.053 & 0.148328 \tabularnewline
40 & -0.066836 & -0.5134 & 0.304801 \tabularnewline
41 & 0.01208 & 0.0928 & 0.463193 \tabularnewline
42 & -0.048672 & -0.3739 & 0.354926 \tabularnewline
43 & 0.018543 & 0.1424 & 0.443612 \tabularnewline
44 & 0.016206 & 0.1245 & 0.450679 \tabularnewline
45 & -0.021751 & -0.1671 & 0.433943 \tabularnewline
46 & -0.008599 & -0.0661 & 0.47378 \tabularnewline
47 & -0.048054 & -0.3691 & 0.356685 \tabularnewline
48 & 0.011635 & 0.0894 & 0.464546 \tabularnewline
49 & 0.020766 & 0.1595 & 0.436907 \tabularnewline
50 & 0.041888 & 0.3217 & 0.374391 \tabularnewline
51 & 0.016278 & 0.125 & 0.450462 \tabularnewline
52 & -0.034768 & -0.2671 & 0.395177 \tabularnewline
53 & -0.049124 & -0.3773 & 0.353642 \tabularnewline
54 & -0.038855 & -0.2985 & 0.383204 \tabularnewline
55 & -0.038756 & -0.2977 & 0.383491 \tabularnewline
56 & -0.054491 & -0.4186 & 0.338532 \tabularnewline
57 & -0.089944 & -0.6909 & 0.246176 \tabularnewline
58 & 0.06285 & 0.4828 & 0.315526 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69804&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]0.28833[/C][C]2.2147[/C][C]0.015327[/C][/ROW]
[ROW][C]2[/C][C]-0.008545[/C][C]-0.0656[/C][C]0.473944[/C][/ROW]
[ROW][C]3[/C][C]0.217275[/C][C]1.6689[/C][C]0.050216[/C][/ROW]
[ROW][C]4[/C][C]0.127021[/C][C]0.9757[/C][C]0.166606[/C][/ROW]
[ROW][C]5[/C][C]0.183771[/C][C]1.4116[/C][C]0.081664[/C][/ROW]
[ROW][C]6[/C][C]-0.201929[/C][C]-1.551[/C][C]0.06312[/C][/ROW]
[ROW][C]7[/C][C]-0.054693[/C][C]-0.4201[/C][C]0.337968[/C][/ROW]
[ROW][C]8[/C][C]0.072196[/C][C]0.5545[/C][C]0.290651[/C][/ROW]
[ROW][C]9[/C][C]-0.062619[/C][C]-0.481[/C][C]0.316154[/C][/ROW]
[ROW][C]10[/C][C]-0.172829[/C][C]-1.3275[/C][C]0.094725[/C][/ROW]
[ROW][C]11[/C][C]0.303653[/C][C]2.3324[/C][C]0.011556[/C][/ROW]
[ROW][C]12[/C][C]-0.17579[/C][C]-1.3503[/C][C]0.091044[/C][/ROW]
[ROW][C]13[/C][C]0.014487[/C][C]0.1113[/C][C]0.455887[/C][/ROW]
[ROW][C]14[/C][C]0.109795[/C][C]0.8434[/C][C]0.201218[/C][/ROW]
[ROW][C]15[/C][C]-0.055905[/C][C]-0.4294[/C][C]0.334592[/C][/ROW]
[ROW][C]16[/C][C]-0.088075[/C][C]-0.6765[/C][C]0.250678[/C][/ROW]
[ROW][C]17[/C][C]-0.098264[/C][C]-0.7548[/C][C]0.226691[/C][/ROW]
[ROW][C]18[/C][C]-0.061399[/C][C]-0.4716[/C][C]0.31947[/C][/ROW]
[ROW][C]19[/C][C]-0.007782[/C][C]-0.0598[/C][C]0.476269[/C][/ROW]
[ROW][C]20[/C][C]-0.087373[/C][C]-0.6711[/C][C]0.252381[/C][/ROW]
[ROW][C]21[/C][C]0.056539[/C][C]0.4343[/C][C]0.332833[/C][/ROW]
[ROW][C]22[/C][C]-0.204513[/C][C]-1.5709[/C][C]0.060778[/C][/ROW]
[ROW][C]23[/C][C]-0.003873[/C][C]-0.0297[/C][C]0.488184[/C][/ROW]
[ROW][C]24[/C][C]-0.044682[/C][C]-0.3432[/C][C]0.366331[/C][/ROW]
[ROW][C]25[/C][C]0.050161[/C][C]0.3853[/C][C]0.350703[/C][/ROW]
[ROW][C]26[/C][C]0.011482[/C][C]0.0882[/C][C]0.465009[/C][/ROW]
[ROW][C]27[/C][C]0.054821[/C][C]0.4211[/C][C]0.337611[/C][/ROW]
[ROW][C]28[/C][C]0.108125[/C][C]0.8305[/C][C]0.204796[/C][/ROW]
[ROW][C]29[/C][C]-0.020348[/C][C]-0.1563[/C][C]0.438167[/C][/ROW]
[ROW][C]30[/C][C]-0.161084[/C][C]-1.2373[/C][C]0.110436[/C][/ROW]
[ROW][C]31[/C][C]0.009656[/C][C]0.0742[/C][C]0.470564[/C][/ROW]
[ROW][C]32[/C][C]-0.082673[/C][C]-0.635[/C][C]0.263934[/C][/ROW]
[ROW][C]33[/C][C]-0.085754[/C][C]-0.6587[/C][C]0.256328[/C][/ROW]
[ROW][C]34[/C][C]0.007426[/C][C]0.057[/C][C]0.477352[/C][/ROW]
[ROW][C]35[/C][C]-0.039184[/C][C]-0.301[/C][C]0.382246[/C][/ROW]
[ROW][C]36[/C][C]0.027114[/C][C]0.2083[/C][C]0.41787[/C][/ROW]
[ROW][C]37[/C][C]0.037237[/C][C]0.286[/C][C]0.387931[/C][/ROW]
[ROW][C]38[/C][C]0.070512[/C][C]0.5416[/C][C]0.295063[/C][/ROW]
[ROW][C]39[/C][C]-0.137083[/C][C]-1.053[/C][C]0.148328[/C][/ROW]
[ROW][C]40[/C][C]-0.066836[/C][C]-0.5134[/C][C]0.304801[/C][/ROW]
[ROW][C]41[/C][C]0.01208[/C][C]0.0928[/C][C]0.463193[/C][/ROW]
[ROW][C]42[/C][C]-0.048672[/C][C]-0.3739[/C][C]0.354926[/C][/ROW]
[ROW][C]43[/C][C]0.018543[/C][C]0.1424[/C][C]0.443612[/C][/ROW]
[ROW][C]44[/C][C]0.016206[/C][C]0.1245[/C][C]0.450679[/C][/ROW]
[ROW][C]45[/C][C]-0.021751[/C][C]-0.1671[/C][C]0.433943[/C][/ROW]
[ROW][C]46[/C][C]-0.008599[/C][C]-0.0661[/C][C]0.47378[/C][/ROW]
[ROW][C]47[/C][C]-0.048054[/C][C]-0.3691[/C][C]0.356685[/C][/ROW]
[ROW][C]48[/C][C]0.011635[/C][C]0.0894[/C][C]0.464546[/C][/ROW]
[ROW][C]49[/C][C]0.020766[/C][C]0.1595[/C][C]0.436907[/C][/ROW]
[ROW][C]50[/C][C]0.041888[/C][C]0.3217[/C][C]0.374391[/C][/ROW]
[ROW][C]51[/C][C]0.016278[/C][C]0.125[/C][C]0.450462[/C][/ROW]
[ROW][C]52[/C][C]-0.034768[/C][C]-0.2671[/C][C]0.395177[/C][/ROW]
[ROW][C]53[/C][C]-0.049124[/C][C]-0.3773[/C][C]0.353642[/C][/ROW]
[ROW][C]54[/C][C]-0.038855[/C][C]-0.2985[/C][C]0.383204[/C][/ROW]
[ROW][C]55[/C][C]-0.038756[/C][C]-0.2977[/C][C]0.383491[/C][/ROW]
[ROW][C]56[/C][C]-0.054491[/C][C]-0.4186[/C][C]0.338532[/C][/ROW]
[ROW][C]57[/C][C]-0.089944[/C][C]-0.6909[/C][C]0.246176[/C][/ROW]
[ROW][C]58[/C][C]0.06285[/C][C]0.4828[/C][C]0.315526[/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=69804&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69804&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	0.28833	2.2147	0.015327
2	-0.008545	-0.0656	0.473944
3	0.217275	1.6689	0.050216
4	0.127021	0.9757	0.166606
5	0.183771	1.4116	0.081664
6	-0.201929	-1.551	0.06312
7	-0.054693	-0.4201	0.337968
8	0.072196	0.5545	0.290651
9	-0.062619	-0.481	0.316154
10	-0.172829	-1.3275	0.094725
11	0.303653	2.3324	0.011556
12	-0.17579	-1.3503	0.091044
13	0.014487	0.1113	0.455887
14	0.109795	0.8434	0.201218
15	-0.055905	-0.4294	0.334592
16	-0.088075	-0.6765	0.250678
17	-0.098264	-0.7548	0.226691
18	-0.061399	-0.4716	0.31947
19	-0.007782	-0.0598	0.476269
20	-0.087373	-0.6711	0.252381
21	0.056539	0.4343	0.332833
22	-0.204513	-1.5709	0.060778
23	-0.003873	-0.0297	0.488184
24	-0.044682	-0.3432	0.366331
25	0.050161	0.3853	0.350703
26	0.011482	0.0882	0.465009
27	0.054821	0.4211	0.337611
28	0.108125	0.8305	0.204796
29	-0.020348	-0.1563	0.438167
30	-0.161084	-1.2373	0.110436
31	0.009656	0.0742	0.470564
32	-0.082673	-0.635	0.263934
33	-0.085754	-0.6587	0.256328
34	0.007426	0.057	0.477352
35	-0.039184	-0.301	0.382246
36	0.027114	0.2083	0.41787
37	0.037237	0.286	0.387931
38	0.070512	0.5416	0.295063
39	-0.137083	-1.053	0.148328
40	-0.066836	-0.5134	0.304801
41	0.01208	0.0928	0.463193
42	-0.048672	-0.3739	0.354926
43	0.018543	0.1424	0.443612
44	0.016206	0.1245	0.450679
45	-0.021751	-0.1671	0.433943
46	-0.008599	-0.0661	0.47378
47	-0.048054	-0.3691	0.356685
48	0.011635	0.0894	0.464546
49	0.020766	0.1595	0.436907
50	0.041888	0.3217	0.374391
51	0.016278	0.125	0.450462
52	-0.034768	-0.2671	0.395177
53	-0.049124	-0.3773	0.353642
54	-0.038855	-0.2985	0.383204
55	-0.038756	-0.2977	0.383491
56	-0.054491	-0.4186	0.338532
57	-0.089944	-0.6909	0.246176
58	0.06285	0.4828	0.315526
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 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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