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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 20 Dec 2009 11:20:39 -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/20/t12613333484km6l88pvj2lnxg.htm/, Retrieved Sat, 27 Apr 2024 11:41:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69970, Retrieved Sat, 27 Apr 2024 11:41:11 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

131

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]
-    D        [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-11-26 09:42:54] [976efdaed7598845c859b86bc2e467ce]
-    D          [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-18 15:28:28] [976efdaed7598845c859b86bc2e467ce]
-   P               [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-20 18:20:39] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]
-   P                 [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-20 18:23:24] [976efdaed7598845c859b86bc2e467ce] 
-    D                [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2009-12-21 13:19:59] [976efdaed7598845c859b86bc2e467ce] 

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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=69970&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=69970&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69970&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	0.928084	7.4825	0
2	0.822936	6.6347	0
3	0.698335	5.6302	0
4	0.55313	4.4595	1.7e-05
5	0.362245	2.9205	0.0024
6	0.185626	1.4966	0.069673
7	0.022096	0.1781	0.429583
8	-0.139309	-1.1231	0.132753
9	-0.293582	-2.3669	0.010462
10	-0.406336	-3.276	0.000846
11	-0.497539	-4.0113	7.9e-05
12	-0.580673	-4.6815	7e-06
13	-0.600353	-4.8402	4e-06
14	-0.565557	-4.5597	1.2e-05
15	-0.509195	-4.1053	5.8e-05
16	-0.452602	-3.649	0.000263
17	-0.366709	-2.9565	0.002166
18	-0.276053	-2.2256	0.014758
19	-0.201224	-1.6223	0.054788
20	-0.136641	-1.1016	0.137342
21	-0.058726	-0.4735	0.318734
22	0.007509	0.0605	0.475954
23	0.056047	0.4519	0.326435
24	0.100858	0.8131	0.209552
25	0.145618	1.174	0.122338
26	0.162857	1.313	0.0969
27	0.15825	1.2758	0.103275
28	0.157778	1.2721	0.103944
29	0.153363	1.2365	0.11037
30	0.139573	1.1253	0.132305
31	0.122877	0.9907	0.162762
32	0.121714	0.9813	0.165044
33	0.112419	0.9064	0.184048
34	0.090255	0.7277	0.234719
35	0.068628	0.5533	0.29098
36	0.060857	0.4906	0.312665
37	0.0364	0.2935	0.385051
38	0.006859	0.0553	0.478035
39	-0.014076	-0.1135	0.454997
40	-0.030901	-0.2491	0.402022
41	-0.049531	-0.3993	0.345478
42	-0.060811	-0.4903	0.312796
43	-0.058951	-0.4753	0.31809
44	-0.066159	-0.5334	0.297792
45	-0.079999	-0.645	0.260606
46	-0.080343	-0.6477	0.259716
47	-0.068968	-0.556	0.290046
48	-0.066994	-0.5401	0.29548
49	-0.068182	-0.5497	0.292204
50	-0.059548	-0.4801	0.316387
51	-0.043141	-0.3478	0.364552
52	-0.028258	-0.2278	0.41025
53	-0.01445	-0.1165	0.453807
54	-0.000707	-0.0057	0.497735
55	0.000231	0.0019	0.499261
56	0.004971	0.0401	0.484076
57	0.015577	0.1256	0.450223
58	0.021483	0.1732	0.431514
59	0.013866	0.1118	0.455665
60	0.009105	0.0734	0.470854

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.928084 & 7.4825 & 0 \tabularnewline
2 & 0.822936 & 6.6347 & 0 \tabularnewline
3 & 0.698335 & 5.6302 & 0 \tabularnewline
4 & 0.55313 & 4.4595 & 1.7e-05 \tabularnewline
5 & 0.362245 & 2.9205 & 0.0024 \tabularnewline
6 & 0.185626 & 1.4966 & 0.069673 \tabularnewline
7 & 0.022096 & 0.1781 & 0.429583 \tabularnewline
8 & -0.139309 & -1.1231 & 0.132753 \tabularnewline
9 & -0.293582 & -2.3669 & 0.010462 \tabularnewline
10 & -0.406336 & -3.276 & 0.000846 \tabularnewline
11 & -0.497539 & -4.0113 & 7.9e-05 \tabularnewline
12 & -0.580673 & -4.6815 & 7e-06 \tabularnewline
13 & -0.600353 & -4.8402 & 4e-06 \tabularnewline
14 & -0.565557 & -4.5597 & 1.2e-05 \tabularnewline
15 & -0.509195 & -4.1053 & 5.8e-05 \tabularnewline
16 & -0.452602 & -3.649 & 0.000263 \tabularnewline
17 & -0.366709 & -2.9565 & 0.002166 \tabularnewline
18 & -0.276053 & -2.2256 & 0.014758 \tabularnewline
19 & -0.201224 & -1.6223 & 0.054788 \tabularnewline
20 & -0.136641 & -1.1016 & 0.137342 \tabularnewline
21 & -0.058726 & -0.4735 & 0.318734 \tabularnewline
22 & 0.007509 & 0.0605 & 0.475954 \tabularnewline
23 & 0.056047 & 0.4519 & 0.326435 \tabularnewline
24 & 0.100858 & 0.8131 & 0.209552 \tabularnewline
25 & 0.145618 & 1.174 & 0.122338 \tabularnewline
26 & 0.162857 & 1.313 & 0.0969 \tabularnewline
27 & 0.15825 & 1.2758 & 0.103275 \tabularnewline
28 & 0.157778 & 1.2721 & 0.103944 \tabularnewline
29 & 0.153363 & 1.2365 & 0.11037 \tabularnewline
30 & 0.139573 & 1.1253 & 0.132305 \tabularnewline
31 & 0.122877 & 0.9907 & 0.162762 \tabularnewline
32 & 0.121714 & 0.9813 & 0.165044 \tabularnewline
33 & 0.112419 & 0.9064 & 0.184048 \tabularnewline
34 & 0.090255 & 0.7277 & 0.234719 \tabularnewline
35 & 0.068628 & 0.5533 & 0.29098 \tabularnewline
36 & 0.060857 & 0.4906 & 0.312665 \tabularnewline
37 & 0.0364 & 0.2935 & 0.385051 \tabularnewline
38 & 0.006859 & 0.0553 & 0.478035 \tabularnewline
39 & -0.014076 & -0.1135 & 0.454997 \tabularnewline
40 & -0.030901 & -0.2491 & 0.402022 \tabularnewline
41 & -0.049531 & -0.3993 & 0.345478 \tabularnewline
42 & -0.060811 & -0.4903 & 0.312796 \tabularnewline
43 & -0.058951 & -0.4753 & 0.31809 \tabularnewline
44 & -0.066159 & -0.5334 & 0.297792 \tabularnewline
45 & -0.079999 & -0.645 & 0.260606 \tabularnewline
46 & -0.080343 & -0.6477 & 0.259716 \tabularnewline
47 & -0.068968 & -0.556 & 0.290046 \tabularnewline
48 & -0.066994 & -0.5401 & 0.29548 \tabularnewline
49 & -0.068182 & -0.5497 & 0.292204 \tabularnewline
50 & -0.059548 & -0.4801 & 0.316387 \tabularnewline
51 & -0.043141 & -0.3478 & 0.364552 \tabularnewline
52 & -0.028258 & -0.2278 & 0.41025 \tabularnewline
53 & -0.01445 & -0.1165 & 0.453807 \tabularnewline
54 & -0.000707 & -0.0057 & 0.497735 \tabularnewline
55 & 0.000231 & 0.0019 & 0.499261 \tabularnewline
56 & 0.004971 & 0.0401 & 0.484076 \tabularnewline
57 & 0.015577 & 0.1256 & 0.450223 \tabularnewline
58 & 0.021483 & 0.1732 & 0.431514 \tabularnewline
59 & 0.013866 & 0.1118 & 0.455665 \tabularnewline
60 & 0.009105 & 0.0734 & 0.470854 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69970&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]0.928084[/C][C]7.4825[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.822936[/C][C]6.6347[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.698335[/C][C]5.6302[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.55313[/C][C]4.4595[/C][C]1.7e-05[/C][/ROW]
[ROW][C]5[/C][C]0.362245[/C][C]2.9205[/C][C]0.0024[/C][/ROW]
[ROW][C]6[/C][C]0.185626[/C][C]1.4966[/C][C]0.069673[/C][/ROW]
[ROW][C]7[/C][C]0.022096[/C][C]0.1781[/C][C]0.429583[/C][/ROW]
[ROW][C]8[/C][C]-0.139309[/C][C]-1.1231[/C][C]0.132753[/C][/ROW]
[ROW][C]9[/C][C]-0.293582[/C][C]-2.3669[/C][C]0.010462[/C][/ROW]
[ROW][C]10[/C][C]-0.406336[/C][C]-3.276[/C][C]0.000846[/C][/ROW]
[ROW][C]11[/C][C]-0.497539[/C][C]-4.0113[/C][C]7.9e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.580673[/C][C]-4.6815[/C][C]7e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.600353[/C][C]-4.8402[/C][C]4e-06[/C][/ROW]
[ROW][C]14[/C][C]-0.565557[/C][C]-4.5597[/C][C]1.2e-05[/C][/ROW]
[ROW][C]15[/C][C]-0.509195[/C][C]-4.1053[/C][C]5.8e-05[/C][/ROW]
[ROW][C]16[/C][C]-0.452602[/C][C]-3.649[/C][C]0.000263[/C][/ROW]
[ROW][C]17[/C][C]-0.366709[/C][C]-2.9565[/C][C]0.002166[/C][/ROW]
[ROW][C]18[/C][C]-0.276053[/C][C]-2.2256[/C][C]0.014758[/C][/ROW]
[ROW][C]19[/C][C]-0.201224[/C][C]-1.6223[/C][C]0.054788[/C][/ROW]
[ROW][C]20[/C][C]-0.136641[/C][C]-1.1016[/C][C]0.137342[/C][/ROW]
[ROW][C]21[/C][C]-0.058726[/C][C]-0.4735[/C][C]0.318734[/C][/ROW]
[ROW][C]22[/C][C]0.007509[/C][C]0.0605[/C][C]0.475954[/C][/ROW]
[ROW][C]23[/C][C]0.056047[/C][C]0.4519[/C][C]0.326435[/C][/ROW]
[ROW][C]24[/C][C]0.100858[/C][C]0.8131[/C][C]0.209552[/C][/ROW]
[ROW][C]25[/C][C]0.145618[/C][C]1.174[/C][C]0.122338[/C][/ROW]
[ROW][C]26[/C][C]0.162857[/C][C]1.313[/C][C]0.0969[/C][/ROW]
[ROW][C]27[/C][C]0.15825[/C][C]1.2758[/C][C]0.103275[/C][/ROW]
[ROW][C]28[/C][C]0.157778[/C][C]1.2721[/C][C]0.103944[/C][/ROW]
[ROW][C]29[/C][C]0.153363[/C][C]1.2365[/C][C]0.11037[/C][/ROW]
[ROW][C]30[/C][C]0.139573[/C][C]1.1253[/C][C]0.132305[/C][/ROW]
[ROW][C]31[/C][C]0.122877[/C][C]0.9907[/C][C]0.162762[/C][/ROW]
[ROW][C]32[/C][C]0.121714[/C][C]0.9813[/C][C]0.165044[/C][/ROW]
[ROW][C]33[/C][C]0.112419[/C][C]0.9064[/C][C]0.184048[/C][/ROW]
[ROW][C]34[/C][C]0.090255[/C][C]0.7277[/C][C]0.234719[/C][/ROW]
[ROW][C]35[/C][C]0.068628[/C][C]0.5533[/C][C]0.29098[/C][/ROW]
[ROW][C]36[/C][C]0.060857[/C][C]0.4906[/C][C]0.312665[/C][/ROW]
[ROW][C]37[/C][C]0.0364[/C][C]0.2935[/C][C]0.385051[/C][/ROW]
[ROW][C]38[/C][C]0.006859[/C][C]0.0553[/C][C]0.478035[/C][/ROW]
[ROW][C]39[/C][C]-0.014076[/C][C]-0.1135[/C][C]0.454997[/C][/ROW]
[ROW][C]40[/C][C]-0.030901[/C][C]-0.2491[/C][C]0.402022[/C][/ROW]
[ROW][C]41[/C][C]-0.049531[/C][C]-0.3993[/C][C]0.345478[/C][/ROW]
[ROW][C]42[/C][C]-0.060811[/C][C]-0.4903[/C][C]0.312796[/C][/ROW]
[ROW][C]43[/C][C]-0.058951[/C][C]-0.4753[/C][C]0.31809[/C][/ROW]
[ROW][C]44[/C][C]-0.066159[/C][C]-0.5334[/C][C]0.297792[/C][/ROW]
[ROW][C]45[/C][C]-0.079999[/C][C]-0.645[/C][C]0.260606[/C][/ROW]
[ROW][C]46[/C][C]-0.080343[/C][C]-0.6477[/C][C]0.259716[/C][/ROW]
[ROW][C]47[/C][C]-0.068968[/C][C]-0.556[/C][C]0.290046[/C][/ROW]
[ROW][C]48[/C][C]-0.066994[/C][C]-0.5401[/C][C]0.29548[/C][/ROW]
[ROW][C]49[/C][C]-0.068182[/C][C]-0.5497[/C][C]0.292204[/C][/ROW]
[ROW][C]50[/C][C]-0.059548[/C][C]-0.4801[/C][C]0.316387[/C][/ROW]
[ROW][C]51[/C][C]-0.043141[/C][C]-0.3478[/C][C]0.364552[/C][/ROW]
[ROW][C]52[/C][C]-0.028258[/C][C]-0.2278[/C][C]0.41025[/C][/ROW]
[ROW][C]53[/C][C]-0.01445[/C][C]-0.1165[/C][C]0.453807[/C][/ROW]
[ROW][C]54[/C][C]-0.000707[/C][C]-0.0057[/C][C]0.497735[/C][/ROW]
[ROW][C]55[/C][C]0.000231[/C][C]0.0019[/C][C]0.499261[/C][/ROW]
[ROW][C]56[/C][C]0.004971[/C][C]0.0401[/C][C]0.484076[/C][/ROW]
[ROW][C]57[/C][C]0.015577[/C][C]0.1256[/C][C]0.450223[/C][/ROW]
[ROW][C]58[/C][C]0.021483[/C][C]0.1732[/C][C]0.431514[/C][/ROW]
[ROW][C]59[/C][C]0.013866[/C][C]0.1118[/C][C]0.455665[/C][/ROW]
[ROW][C]60[/C][C]0.009105[/C][C]0.0734[/C][C]0.470854[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69970&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69970&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	0.928084	7.4825	0
2	0.822936	6.6347	0
3	0.698335	5.6302	0
4	0.55313	4.4595	1.7e-05
5	0.362245	2.9205	0.0024
6	0.185626	1.4966	0.069673
7	0.022096	0.1781	0.429583
8	-0.139309	-1.1231	0.132753
9	-0.293582	-2.3669	0.010462
10	-0.406336	-3.276	0.000846
11	-0.497539	-4.0113	7.9e-05
12	-0.580673	-4.6815	7e-06
13	-0.600353	-4.8402	4e-06
14	-0.565557	-4.5597	1.2e-05
15	-0.509195	-4.1053	5.8e-05
16	-0.452602	-3.649	0.000263
17	-0.366709	-2.9565	0.002166
18	-0.276053	-2.2256	0.014758
19	-0.201224	-1.6223	0.054788
20	-0.136641	-1.1016	0.137342
21	-0.058726	-0.4735	0.318734
22	0.007509	0.0605	0.475954
23	0.056047	0.4519	0.326435
24	0.100858	0.8131	0.209552
25	0.145618	1.174	0.122338
26	0.162857	1.313	0.0969
27	0.15825	1.2758	0.103275
28	0.157778	1.2721	0.103944
29	0.153363	1.2365	0.11037
30	0.139573	1.1253	0.132305
31	0.122877	0.9907	0.162762
32	0.121714	0.9813	0.165044
33	0.112419	0.9064	0.184048
34	0.090255	0.7277	0.234719
35	0.068628	0.5533	0.29098
36	0.060857	0.4906	0.312665
37	0.0364	0.2935	0.385051
38	0.006859	0.0553	0.478035
39	-0.014076	-0.1135	0.454997
40	-0.030901	-0.2491	0.402022
41	-0.049531	-0.3993	0.345478
42	-0.060811	-0.4903	0.312796
43	-0.058951	-0.4753	0.31809
44	-0.066159	-0.5334	0.297792
45	-0.079999	-0.645	0.260606
46	-0.080343	-0.6477	0.259716
47	-0.068968	-0.556	0.290046
48	-0.066994	-0.5401	0.29548
49	-0.068182	-0.5497	0.292204
50	-0.059548	-0.4801	0.316387
51	-0.043141	-0.3478	0.364552
52	-0.028258	-0.2278	0.41025
53	-0.01445	-0.1165	0.453807
54	-0.000707	-0.0057	0.497735
55	0.000231	0.0019	0.499261
56	0.004971	0.0401	0.484076
57	0.015577	0.1256	0.450223
58	0.021483	0.1732	0.431514
59	0.013866	0.1118	0.455665
60	0.009105	0.0734	0.470854

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.928084	7.4825	0
2	-0.276962	-2.2329	0.014501
3	-0.155476	-1.2535	0.107259
4	-0.190765	-1.538	0.064452
5	-0.417586	-3.3667	0.000641
6	0.091109	0.7345	0.232631
7	-0.053765	-0.4335	0.333056
8	-0.159521	-1.2861	0.101486
9	-0.053064	-0.4278	0.3351
10	0.016366	0.1319	0.447718
11	-0.133247	-1.0743	0.143337
12	-0.167641	-1.3516	0.090599
13	0.358371	2.8893	0.002621
14	0.059525	0.4799	0.316453
15	-0.051859	-0.4181	0.338625
16	-0.119399	-0.9626	0.169652
17	-0.147007	-1.1852	0.120125
18	-0.134696	-1.086	0.140755
19	-0.085123	-0.6863	0.247489
20	0.016615	0.134	0.446926
21	0.025326	0.2042	0.419425
22	0.036469	0.294	0.384837
23	-0.029653	-0.2391	0.405902
24	-0.100039	-0.8065	0.211436
25	0.072318	0.583	0.280941
26	-0.007349	-0.0592	0.476468
27	-0.016855	-0.1359	0.446163
28	0.038187	0.3079	0.379581
29	-0.057192	-0.4611	0.323135
30	0.000828	0.0067	0.497348
31	-0.088864	-0.7164	0.238141
32	0.02989	0.241	0.405163
33	-0.024097	-0.1943	0.423283
34	-0.048596	-0.3918	0.348247
35	0.024159	0.1948	0.423087
36	0.046693	0.3764	0.353905
37	-0.06284	-0.5066	0.307065
38	-0.059508	-0.4798	0.316502
39	-0.026688	-0.2152	0.415157
40	-0.087132	-0.7025	0.242444
41	0.113603	0.9159	0.181554
42	0.110555	0.8913	0.188021
43	-0.002918	-0.0235	0.490653
44	-0.08732	-0.704	0.241974
45	-0.099764	-0.8043	0.212072
46	-0.028338	-0.2285	0.409998
47	-0.014255	-0.1149	0.45443
48	0.101847	0.8211	0.20729
49	-0.050751	-0.4092	0.341882
50	-0.073404	-0.5918	0.278019
51	0.016191	0.1305	0.448273
52	0.010829	0.0873	0.465348
53	-0.010626	-0.0857	0.465996
54	0.018207	0.1468	0.441877
55	-0.043519	-0.3509	0.363413
56	0.054555	0.4398	0.330758
57	-0.022002	-0.1774	0.429878
58	-0.102936	-0.8299	0.204818
59	-0.059522	-0.4799	0.316461
60	-0.001088	-0.0088	0.496513

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.928084 & 7.4825 & 0 \tabularnewline
2 & -0.276962 & -2.2329 & 0.014501 \tabularnewline
3 & -0.155476 & -1.2535 & 0.107259 \tabularnewline
4 & -0.190765 & -1.538 & 0.064452 \tabularnewline
5 & -0.417586 & -3.3667 & 0.000641 \tabularnewline
6 & 0.091109 & 0.7345 & 0.232631 \tabularnewline
7 & -0.053765 & -0.4335 & 0.333056 \tabularnewline
8 & -0.159521 & -1.2861 & 0.101486 \tabularnewline
9 & -0.053064 & -0.4278 & 0.3351 \tabularnewline
10 & 0.016366 & 0.1319 & 0.447718 \tabularnewline
11 & -0.133247 & -1.0743 & 0.143337 \tabularnewline
12 & -0.167641 & -1.3516 & 0.090599 \tabularnewline
13 & 0.358371 & 2.8893 & 0.002621 \tabularnewline
14 & 0.059525 & 0.4799 & 0.316453 \tabularnewline
15 & -0.051859 & -0.4181 & 0.338625 \tabularnewline
16 & -0.119399 & -0.9626 & 0.169652 \tabularnewline
17 & -0.147007 & -1.1852 & 0.120125 \tabularnewline
18 & -0.134696 & -1.086 & 0.140755 \tabularnewline
19 & -0.085123 & -0.6863 & 0.247489 \tabularnewline
20 & 0.016615 & 0.134 & 0.446926 \tabularnewline
21 & 0.025326 & 0.2042 & 0.419425 \tabularnewline
22 & 0.036469 & 0.294 & 0.384837 \tabularnewline
23 & -0.029653 & -0.2391 & 0.405902 \tabularnewline
24 & -0.100039 & -0.8065 & 0.211436 \tabularnewline
25 & 0.072318 & 0.583 & 0.280941 \tabularnewline
26 & -0.007349 & -0.0592 & 0.476468 \tabularnewline
27 & -0.016855 & -0.1359 & 0.446163 \tabularnewline
28 & 0.038187 & 0.3079 & 0.379581 \tabularnewline
29 & -0.057192 & -0.4611 & 0.323135 \tabularnewline
30 & 0.000828 & 0.0067 & 0.497348 \tabularnewline
31 & -0.088864 & -0.7164 & 0.238141 \tabularnewline
32 & 0.02989 & 0.241 & 0.405163 \tabularnewline
33 & -0.024097 & -0.1943 & 0.423283 \tabularnewline
34 & -0.048596 & -0.3918 & 0.348247 \tabularnewline
35 & 0.024159 & 0.1948 & 0.423087 \tabularnewline
36 & 0.046693 & 0.3764 & 0.353905 \tabularnewline
37 & -0.06284 & -0.5066 & 0.307065 \tabularnewline
38 & -0.059508 & -0.4798 & 0.316502 \tabularnewline
39 & -0.026688 & -0.2152 & 0.415157 \tabularnewline
40 & -0.087132 & -0.7025 & 0.242444 \tabularnewline
41 & 0.113603 & 0.9159 & 0.181554 \tabularnewline
42 & 0.110555 & 0.8913 & 0.188021 \tabularnewline
43 & -0.002918 & -0.0235 & 0.490653 \tabularnewline
44 & -0.08732 & -0.704 & 0.241974 \tabularnewline
45 & -0.099764 & -0.8043 & 0.212072 \tabularnewline
46 & -0.028338 & -0.2285 & 0.409998 \tabularnewline
47 & -0.014255 & -0.1149 & 0.45443 \tabularnewline
48 & 0.101847 & 0.8211 & 0.20729 \tabularnewline
49 & -0.050751 & -0.4092 & 0.341882 \tabularnewline
50 & -0.073404 & -0.5918 & 0.278019 \tabularnewline
51 & 0.016191 & 0.1305 & 0.448273 \tabularnewline
52 & 0.010829 & 0.0873 & 0.465348 \tabularnewline
53 & -0.010626 & -0.0857 & 0.465996 \tabularnewline
54 & 0.018207 & 0.1468 & 0.441877 \tabularnewline
55 & -0.043519 & -0.3509 & 0.363413 \tabularnewline
56 & 0.054555 & 0.4398 & 0.330758 \tabularnewline
57 & -0.022002 & -0.1774 & 0.429878 \tabularnewline
58 & -0.102936 & -0.8299 & 0.204818 \tabularnewline
59 & -0.059522 & -0.4799 & 0.316461 \tabularnewline
60 & -0.001088 & -0.0088 & 0.496513 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69970&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]0.928084[/C][C]7.4825[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.276962[/C][C]-2.2329[/C][C]0.014501[/C][/ROW]
[ROW][C]3[/C][C]-0.155476[/C][C]-1.2535[/C][C]0.107259[/C][/ROW]
[ROW][C]4[/C][C]-0.190765[/C][C]-1.538[/C][C]0.064452[/C][/ROW]
[ROW][C]5[/C][C]-0.417586[/C][C]-3.3667[/C][C]0.000641[/C][/ROW]
[ROW][C]6[/C][C]0.091109[/C][C]0.7345[/C][C]0.232631[/C][/ROW]
[ROW][C]7[/C][C]-0.053765[/C][C]-0.4335[/C][C]0.333056[/C][/ROW]
[ROW][C]8[/C][C]-0.159521[/C][C]-1.2861[/C][C]0.101486[/C][/ROW]
[ROW][C]9[/C][C]-0.053064[/C][C]-0.4278[/C][C]0.3351[/C][/ROW]
[ROW][C]10[/C][C]0.016366[/C][C]0.1319[/C][C]0.447718[/C][/ROW]
[ROW][C]11[/C][C]-0.133247[/C][C]-1.0743[/C][C]0.143337[/C][/ROW]
[ROW][C]12[/C][C]-0.167641[/C][C]-1.3516[/C][C]0.090599[/C][/ROW]
[ROW][C]13[/C][C]0.358371[/C][C]2.8893[/C][C]0.002621[/C][/ROW]
[ROW][C]14[/C][C]0.059525[/C][C]0.4799[/C][C]0.316453[/C][/ROW]
[ROW][C]15[/C][C]-0.051859[/C][C]-0.4181[/C][C]0.338625[/C][/ROW]
[ROW][C]16[/C][C]-0.119399[/C][C]-0.9626[/C][C]0.169652[/C][/ROW]
[ROW][C]17[/C][C]-0.147007[/C][C]-1.1852[/C][C]0.120125[/C][/ROW]
[ROW][C]18[/C][C]-0.134696[/C][C]-1.086[/C][C]0.140755[/C][/ROW]
[ROW][C]19[/C][C]-0.085123[/C][C]-0.6863[/C][C]0.247489[/C][/ROW]
[ROW][C]20[/C][C]0.016615[/C][C]0.134[/C][C]0.446926[/C][/ROW]
[ROW][C]21[/C][C]0.025326[/C][C]0.2042[/C][C]0.419425[/C][/ROW]
[ROW][C]22[/C][C]0.036469[/C][C]0.294[/C][C]0.384837[/C][/ROW]
[ROW][C]23[/C][C]-0.029653[/C][C]-0.2391[/C][C]0.405902[/C][/ROW]
[ROW][C]24[/C][C]-0.100039[/C][C]-0.8065[/C][C]0.211436[/C][/ROW]
[ROW][C]25[/C][C]0.072318[/C][C]0.583[/C][C]0.280941[/C][/ROW]
[ROW][C]26[/C][C]-0.007349[/C][C]-0.0592[/C][C]0.476468[/C][/ROW]
[ROW][C]27[/C][C]-0.016855[/C][C]-0.1359[/C][C]0.446163[/C][/ROW]
[ROW][C]28[/C][C]0.038187[/C][C]0.3079[/C][C]0.379581[/C][/ROW]
[ROW][C]29[/C][C]-0.057192[/C][C]-0.4611[/C][C]0.323135[/C][/ROW]
[ROW][C]30[/C][C]0.000828[/C][C]0.0067[/C][C]0.497348[/C][/ROW]
[ROW][C]31[/C][C]-0.088864[/C][C]-0.7164[/C][C]0.238141[/C][/ROW]
[ROW][C]32[/C][C]0.02989[/C][C]0.241[/C][C]0.405163[/C][/ROW]
[ROW][C]33[/C][C]-0.024097[/C][C]-0.1943[/C][C]0.423283[/C][/ROW]
[ROW][C]34[/C][C]-0.048596[/C][C]-0.3918[/C][C]0.348247[/C][/ROW]
[ROW][C]35[/C][C]0.024159[/C][C]0.1948[/C][C]0.423087[/C][/ROW]
[ROW][C]36[/C][C]0.046693[/C][C]0.3764[/C][C]0.353905[/C][/ROW]
[ROW][C]37[/C][C]-0.06284[/C][C]-0.5066[/C][C]0.307065[/C][/ROW]
[ROW][C]38[/C][C]-0.059508[/C][C]-0.4798[/C][C]0.316502[/C][/ROW]
[ROW][C]39[/C][C]-0.026688[/C][C]-0.2152[/C][C]0.415157[/C][/ROW]
[ROW][C]40[/C][C]-0.087132[/C][C]-0.7025[/C][C]0.242444[/C][/ROW]
[ROW][C]41[/C][C]0.113603[/C][C]0.9159[/C][C]0.181554[/C][/ROW]
[ROW][C]42[/C][C]0.110555[/C][C]0.8913[/C][C]0.188021[/C][/ROW]
[ROW][C]43[/C][C]-0.002918[/C][C]-0.0235[/C][C]0.490653[/C][/ROW]
[ROW][C]44[/C][C]-0.08732[/C][C]-0.704[/C][C]0.241974[/C][/ROW]
[ROW][C]45[/C][C]-0.099764[/C][C]-0.8043[/C][C]0.212072[/C][/ROW]
[ROW][C]46[/C][C]-0.028338[/C][C]-0.2285[/C][C]0.409998[/C][/ROW]
[ROW][C]47[/C][C]-0.014255[/C][C]-0.1149[/C][C]0.45443[/C][/ROW]
[ROW][C]48[/C][C]0.101847[/C][C]0.8211[/C][C]0.20729[/C][/ROW]
[ROW][C]49[/C][C]-0.050751[/C][C]-0.4092[/C][C]0.341882[/C][/ROW]
[ROW][C]50[/C][C]-0.073404[/C][C]-0.5918[/C][C]0.278019[/C][/ROW]
[ROW][C]51[/C][C]0.016191[/C][C]0.1305[/C][C]0.448273[/C][/ROW]
[ROW][C]52[/C][C]0.010829[/C][C]0.0873[/C][C]0.465348[/C][/ROW]
[ROW][C]53[/C][C]-0.010626[/C][C]-0.0857[/C][C]0.465996[/C][/ROW]
[ROW][C]54[/C][C]0.018207[/C][C]0.1468[/C][C]0.441877[/C][/ROW]
[ROW][C]55[/C][C]-0.043519[/C][C]-0.3509[/C][C]0.363413[/C][/ROW]
[ROW][C]56[/C][C]0.054555[/C][C]0.4398[/C][C]0.330758[/C][/ROW]
[ROW][C]57[/C][C]-0.022002[/C][C]-0.1774[/C][C]0.429878[/C][/ROW]
[ROW][C]58[/C][C]-0.102936[/C][C]-0.8299[/C][C]0.204818[/C][/ROW]
[ROW][C]59[/C][C]-0.059522[/C][C]-0.4799[/C][C]0.316461[/C][/ROW]
[ROW][C]60[/C][C]-0.001088[/C][C]-0.0088[/C][C]0.496513[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69970&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69970&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	0.928084	7.4825	0
2	-0.276962	-2.2329	0.014501
3	-0.155476	-1.2535	0.107259
4	-0.190765	-1.538	0.064452
5	-0.417586	-3.3667	0.000641
6	0.091109	0.7345	0.232631
7	-0.053765	-0.4335	0.333056
8	-0.159521	-1.2861	0.101486
9	-0.053064	-0.4278	0.3351
10	0.016366	0.1319	0.447718
11	-0.133247	-1.0743	0.143337
12	-0.167641	-1.3516	0.090599
13	0.358371	2.8893	0.002621
14	0.059525	0.4799	0.316453
15	-0.051859	-0.4181	0.338625
16	-0.119399	-0.9626	0.169652
17	-0.147007	-1.1852	0.120125
18	-0.134696	-1.086	0.140755
19	-0.085123	-0.6863	0.247489
20	0.016615	0.134	0.446926
21	0.025326	0.2042	0.419425
22	0.036469	0.294	0.384837
23	-0.029653	-0.2391	0.405902
24	-0.100039	-0.8065	0.211436
25	0.072318	0.583	0.280941
26	-0.007349	-0.0592	0.476468
27	-0.016855	-0.1359	0.446163
28	0.038187	0.3079	0.379581
29	-0.057192	-0.4611	0.323135
30	0.000828	0.0067	0.497348
31	-0.088864	-0.7164	0.238141
32	0.02989	0.241	0.405163
33	-0.024097	-0.1943	0.423283
34	-0.048596	-0.3918	0.348247
35	0.024159	0.1948	0.423087
36	0.046693	0.3764	0.353905
37	-0.06284	-0.5066	0.307065
38	-0.059508	-0.4798	0.316502
39	-0.026688	-0.2152	0.415157
40	-0.087132	-0.7025	0.242444
41	0.113603	0.9159	0.181554
42	0.110555	0.8913	0.188021
43	-0.002918	-0.0235	0.490653
44	-0.08732	-0.704	0.241974
45	-0.099764	-0.8043	0.212072
46	-0.028338	-0.2285	0.409998
47	-0.014255	-0.1149	0.45443
48	0.101847	0.8211	0.20729
49	-0.050751	-0.4092	0.341882
50	-0.073404	-0.5918	0.278019
51	0.016191	0.1305	0.448273
52	0.010829	0.0873	0.465348
53	-0.010626	-0.0857	0.465996
54	0.018207	0.1468	0.441877
55	-0.043519	-0.3509	0.363413
56	0.054555	0.4398	0.330758
57	-0.022002	-0.1774	0.429878
58	-0.102936	-0.8299	0.204818
59	-0.059522	-0.4799	0.316461
60	-0.001088	-0.0088	0.496513

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 = 0 ; 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