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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 24 Dec 2009 10:52:50 -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/24/t1261677254q0awlawiu0jab1u.htm/, Retrieved Sun, 05 May 2024 22:08:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70688, Retrieved Sun, 05 May 2024 22:08:15 +0000

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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)

-     [(Partial) Autocorrelation Function] [Partial autcorrel...] [2008-12-11 14:30:55] [12d343c4448a5f9e527bb31caeac580b]
-   PD  [(Partial) Autocorrelation Function] [Partial autcorrel...] [2008-12-11 14:53:43] [12d343c4448a5f9e527bb31caeac580b]
-   P     [(Partial) Autocorrelation Function] [Partial autcorrel...] [2008-12-11 15:08:36] [12d343c4448a5f9e527bb31caeac580b]
-  MPD      [(Partial) Autocorrelation Function] [Acf ] [2009-12-14 21:28:47] [ba905ddf7cdf9ecb063c35348c4dab2e]
-   PD        [(Partial) Autocorrelation Function] [ACF en PACF ARMA ] [2009-12-15 19:22:33] [ba905ddf7cdf9ecb063c35348c4dab2e]
-   P             [(Partial) Autocorrelation Function] [arma] [2009-12-24 17:52:50] [244731fa3e7e6c85774b8c0902c58f85] [Current]

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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=70688&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=70688&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70688&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	0.409317	3.1173	0.00142
2	0.434154	3.3064	0.000813
3	0.510198	3.8856	0.000132
4	0.229088	1.7447	0.043168
5	0.175179	1.3341	0.093689
6	0.209513	1.5956	0.058006
7	0.033888	0.2581	0.398628
8	0.159756	1.2167	0.11433
9	0.131168	0.9989	0.160986
10	0.02459	0.1873	0.426049
11	0.061758	0.4703	0.31994
12	0.111462	0.8489	0.199723
13	0.015939	0.1214	0.451903
14	0.104737	0.7977	0.214162
15	0.031993	0.2436	0.404181
16	0.029594	0.2254	0.411236
17	0.104792	0.7981	0.214043
18	-0.035898	-0.2734	0.392761
19	-0.097996	-0.7463	0.229245
20	-0.037761	-0.2876	0.387346
21	-0.026393	-0.201	0.4207
22	-0.072055	-0.5488	0.29264
23	-0.071728	-0.5463	0.29349
24	0.048985	0.3731	0.355231
25	0.028006	0.2133	0.415926
26	-0.01123	-0.0855	0.466068
27	0.007756	0.0591	0.476551
28	-0.077658	-0.5914	0.278267
29	-0.060612	-0.4616	0.323046
30	-0.091599	-0.6976	0.244108
31	-0.165025	-1.2568	0.106933
32	-0.116125	-0.8844	0.190071
33	-0.131436	-1.001	0.160495
34	-0.136769	-1.0416	0.15096
35	-0.221999	-1.6907	0.048132
36	-0.17712	-1.3489	0.091305
37	-0.188558	-1.436	0.078185
38	-0.230959	-1.7589	0.041932
39	-0.159134	-1.2119	0.115228
40	-0.208165	-1.5853	0.059164
41	-0.179742	-1.3689	0.088159
42	-0.150839	-1.1488	0.127686
43	-0.188894	-1.4386	0.077823
44	-0.199506	-1.5194	0.067049
45	-0.16457	-1.2533	0.107558
46	-0.127376	-0.9701	0.168021
47	-0.123408	-0.9398	0.175597
48	-0.037694	-0.2871	0.387541
49	-0.02485	-0.1892	0.425279
50	0.019352	0.1474	0.441671
51	0.035009	0.2666	0.395354
52	0.023432	0.1785	0.429494
53	0.039938	0.3042	0.381047
54	0.034711	0.2644	0.396223
55	-0.003489	-0.0266	0.489448
56	0.009228	0.0703	0.472107
57	-0.004956	-0.0377	0.485012
58	NA	NA	NA
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 & 0.409317 & 3.1173 & 0.00142 \tabularnewline
2 & 0.434154 & 3.3064 & 0.000813 \tabularnewline
3 & 0.510198 & 3.8856 & 0.000132 \tabularnewline
4 & 0.229088 & 1.7447 & 0.043168 \tabularnewline
5 & 0.175179 & 1.3341 & 0.093689 \tabularnewline
6 & 0.209513 & 1.5956 & 0.058006 \tabularnewline
7 & 0.033888 & 0.2581 & 0.398628 \tabularnewline
8 & 0.159756 & 1.2167 & 0.11433 \tabularnewline
9 & 0.131168 & 0.9989 & 0.160986 \tabularnewline
10 & 0.02459 & 0.1873 & 0.426049 \tabularnewline
11 & 0.061758 & 0.4703 & 0.31994 \tabularnewline
12 & 0.111462 & 0.8489 & 0.199723 \tabularnewline
13 & 0.015939 & 0.1214 & 0.451903 \tabularnewline
14 & 0.104737 & 0.7977 & 0.214162 \tabularnewline
15 & 0.031993 & 0.2436 & 0.404181 \tabularnewline
16 & 0.029594 & 0.2254 & 0.411236 \tabularnewline
17 & 0.104792 & 0.7981 & 0.214043 \tabularnewline
18 & -0.035898 & -0.2734 & 0.392761 \tabularnewline
19 & -0.097996 & -0.7463 & 0.229245 \tabularnewline
20 & -0.037761 & -0.2876 & 0.387346 \tabularnewline
21 & -0.026393 & -0.201 & 0.4207 \tabularnewline
22 & -0.072055 & -0.5488 & 0.29264 \tabularnewline
23 & -0.071728 & -0.5463 & 0.29349 \tabularnewline
24 & 0.048985 & 0.3731 & 0.355231 \tabularnewline
25 & 0.028006 & 0.2133 & 0.415926 \tabularnewline
26 & -0.01123 & -0.0855 & 0.466068 \tabularnewline
27 & 0.007756 & 0.0591 & 0.476551 \tabularnewline
28 & -0.077658 & -0.5914 & 0.278267 \tabularnewline
29 & -0.060612 & -0.4616 & 0.323046 \tabularnewline
30 & -0.091599 & -0.6976 & 0.244108 \tabularnewline
31 & -0.165025 & -1.2568 & 0.106933 \tabularnewline
32 & -0.116125 & -0.8844 & 0.190071 \tabularnewline
33 & -0.131436 & -1.001 & 0.160495 \tabularnewline
34 & -0.136769 & -1.0416 & 0.15096 \tabularnewline
35 & -0.221999 & -1.6907 & 0.048132 \tabularnewline
36 & -0.17712 & -1.3489 & 0.091305 \tabularnewline
37 & -0.188558 & -1.436 & 0.078185 \tabularnewline
38 & -0.230959 & -1.7589 & 0.041932 \tabularnewline
39 & -0.159134 & -1.2119 & 0.115228 \tabularnewline
40 & -0.208165 & -1.5853 & 0.059164 \tabularnewline
41 & -0.179742 & -1.3689 & 0.088159 \tabularnewline
42 & -0.150839 & -1.1488 & 0.127686 \tabularnewline
43 & -0.188894 & -1.4386 & 0.077823 \tabularnewline
44 & -0.199506 & -1.5194 & 0.067049 \tabularnewline
45 & -0.16457 & -1.2533 & 0.107558 \tabularnewline
46 & -0.127376 & -0.9701 & 0.168021 \tabularnewline
47 & -0.123408 & -0.9398 & 0.175597 \tabularnewline
48 & -0.037694 & -0.2871 & 0.387541 \tabularnewline
49 & -0.02485 & -0.1892 & 0.425279 \tabularnewline
50 & 0.019352 & 0.1474 & 0.441671 \tabularnewline
51 & 0.035009 & 0.2666 & 0.395354 \tabularnewline
52 & 0.023432 & 0.1785 & 0.429494 \tabularnewline
53 & 0.039938 & 0.3042 & 0.381047 \tabularnewline
54 & 0.034711 & 0.2644 & 0.396223 \tabularnewline
55 & -0.003489 & -0.0266 & 0.489448 \tabularnewline
56 & 0.009228 & 0.0703 & 0.472107 \tabularnewline
57 & -0.004956 & -0.0377 & 0.485012 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70688&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]0.409317[/C][C]3.1173[/C][C]0.00142[/C][/ROW]
[ROW][C]2[/C][C]0.434154[/C][C]3.3064[/C][C]0.000813[/C][/ROW]
[ROW][C]3[/C][C]0.510198[/C][C]3.8856[/C][C]0.000132[/C][/ROW]
[ROW][C]4[/C][C]0.229088[/C][C]1.7447[/C][C]0.043168[/C][/ROW]
[ROW][C]5[/C][C]0.175179[/C][C]1.3341[/C][C]0.093689[/C][/ROW]
[ROW][C]6[/C][C]0.209513[/C][C]1.5956[/C][C]0.058006[/C][/ROW]
[ROW][C]7[/C][C]0.033888[/C][C]0.2581[/C][C]0.398628[/C][/ROW]
[ROW][C]8[/C][C]0.159756[/C][C]1.2167[/C][C]0.11433[/C][/ROW]
[ROW][C]9[/C][C]0.131168[/C][C]0.9989[/C][C]0.160986[/C][/ROW]
[ROW][C]10[/C][C]0.02459[/C][C]0.1873[/C][C]0.426049[/C][/ROW]
[ROW][C]11[/C][C]0.061758[/C][C]0.4703[/C][C]0.31994[/C][/ROW]
[ROW][C]12[/C][C]0.111462[/C][C]0.8489[/C][C]0.199723[/C][/ROW]
[ROW][C]13[/C][C]0.015939[/C][C]0.1214[/C][C]0.451903[/C][/ROW]
[ROW][C]14[/C][C]0.104737[/C][C]0.7977[/C][C]0.214162[/C][/ROW]
[ROW][C]15[/C][C]0.031993[/C][C]0.2436[/C][C]0.404181[/C][/ROW]
[ROW][C]16[/C][C]0.029594[/C][C]0.2254[/C][C]0.411236[/C][/ROW]
[ROW][C]17[/C][C]0.104792[/C][C]0.7981[/C][C]0.214043[/C][/ROW]
[ROW][C]18[/C][C]-0.035898[/C][C]-0.2734[/C][C]0.392761[/C][/ROW]
[ROW][C]19[/C][C]-0.097996[/C][C]-0.7463[/C][C]0.229245[/C][/ROW]
[ROW][C]20[/C][C]-0.037761[/C][C]-0.2876[/C][C]0.387346[/C][/ROW]
[ROW][C]21[/C][C]-0.026393[/C][C]-0.201[/C][C]0.4207[/C][/ROW]
[ROW][C]22[/C][C]-0.072055[/C][C]-0.5488[/C][C]0.29264[/C][/ROW]
[ROW][C]23[/C][C]-0.071728[/C][C]-0.5463[/C][C]0.29349[/C][/ROW]
[ROW][C]24[/C][C]0.048985[/C][C]0.3731[/C][C]0.355231[/C][/ROW]
[ROW][C]25[/C][C]0.028006[/C][C]0.2133[/C][C]0.415926[/C][/ROW]
[ROW][C]26[/C][C]-0.01123[/C][C]-0.0855[/C][C]0.466068[/C][/ROW]
[ROW][C]27[/C][C]0.007756[/C][C]0.0591[/C][C]0.476551[/C][/ROW]
[ROW][C]28[/C][C]-0.077658[/C][C]-0.5914[/C][C]0.278267[/C][/ROW]
[ROW][C]29[/C][C]-0.060612[/C][C]-0.4616[/C][C]0.323046[/C][/ROW]
[ROW][C]30[/C][C]-0.091599[/C][C]-0.6976[/C][C]0.244108[/C][/ROW]
[ROW][C]31[/C][C]-0.165025[/C][C]-1.2568[/C][C]0.106933[/C][/ROW]
[ROW][C]32[/C][C]-0.116125[/C][C]-0.8844[/C][C]0.190071[/C][/ROW]
[ROW][C]33[/C][C]-0.131436[/C][C]-1.001[/C][C]0.160495[/C][/ROW]
[ROW][C]34[/C][C]-0.136769[/C][C]-1.0416[/C][C]0.15096[/C][/ROW]
[ROW][C]35[/C][C]-0.221999[/C][C]-1.6907[/C][C]0.048132[/C][/ROW]
[ROW][C]36[/C][C]-0.17712[/C][C]-1.3489[/C][C]0.091305[/C][/ROW]
[ROW][C]37[/C][C]-0.188558[/C][C]-1.436[/C][C]0.078185[/C][/ROW]
[ROW][C]38[/C][C]-0.230959[/C][C]-1.7589[/C][C]0.041932[/C][/ROW]
[ROW][C]39[/C][C]-0.159134[/C][C]-1.2119[/C][C]0.115228[/C][/ROW]
[ROW][C]40[/C][C]-0.208165[/C][C]-1.5853[/C][C]0.059164[/C][/ROW]
[ROW][C]41[/C][C]-0.179742[/C][C]-1.3689[/C][C]0.088159[/C][/ROW]
[ROW][C]42[/C][C]-0.150839[/C][C]-1.1488[/C][C]0.127686[/C][/ROW]
[ROW][C]43[/C][C]-0.188894[/C][C]-1.4386[/C][C]0.077823[/C][/ROW]
[ROW][C]44[/C][C]-0.199506[/C][C]-1.5194[/C][C]0.067049[/C][/ROW]
[ROW][C]45[/C][C]-0.16457[/C][C]-1.2533[/C][C]0.107558[/C][/ROW]
[ROW][C]46[/C][C]-0.127376[/C][C]-0.9701[/C][C]0.168021[/C][/ROW]
[ROW][C]47[/C][C]-0.123408[/C][C]-0.9398[/C][C]0.175597[/C][/ROW]
[ROW][C]48[/C][C]-0.037694[/C][C]-0.2871[/C][C]0.387541[/C][/ROW]
[ROW][C]49[/C][C]-0.02485[/C][C]-0.1892[/C][C]0.425279[/C][/ROW]
[ROW][C]50[/C][C]0.019352[/C][C]0.1474[/C][C]0.441671[/C][/ROW]
[ROW][C]51[/C][C]0.035009[/C][C]0.2666[/C][C]0.395354[/C][/ROW]
[ROW][C]52[/C][C]0.023432[/C][C]0.1785[/C][C]0.429494[/C][/ROW]
[ROW][C]53[/C][C]0.039938[/C][C]0.3042[/C][C]0.381047[/C][/ROW]
[ROW][C]54[/C][C]0.034711[/C][C]0.2644[/C][C]0.396223[/C][/ROW]
[ROW][C]55[/C][C]-0.003489[/C][C]-0.0266[/C][C]0.489448[/C][/ROW]
[ROW][C]56[/C][C]0.009228[/C][C]0.0703[/C][C]0.472107[/C][/ROW]
[ROW][C]57[/C][C]-0.004956[/C][C]-0.0377[/C][C]0.485012[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=70688&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70688&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	0.409317	3.1173	0.00142
2	0.434154	3.3064	0.000813
3	0.510198	3.8856	0.000132
4	0.229088	1.7447	0.043168
5	0.175179	1.3341	0.093689
6	0.209513	1.5956	0.058006
7	0.033888	0.2581	0.398628
8	0.159756	1.2167	0.11433
9	0.131168	0.9989	0.160986
10	0.02459	0.1873	0.426049
11	0.061758	0.4703	0.31994
12	0.111462	0.8489	0.199723
13	0.015939	0.1214	0.451903
14	0.104737	0.7977	0.214162
15	0.031993	0.2436	0.404181
16	0.029594	0.2254	0.411236
17	0.104792	0.7981	0.214043
18	-0.035898	-0.2734	0.392761
19	-0.097996	-0.7463	0.229245
20	-0.037761	-0.2876	0.387346
21	-0.026393	-0.201	0.4207
22	-0.072055	-0.5488	0.29264
23	-0.071728	-0.5463	0.29349
24	0.048985	0.3731	0.355231
25	0.028006	0.2133	0.415926
26	-0.01123	-0.0855	0.466068
27	0.007756	0.0591	0.476551
28	-0.077658	-0.5914	0.278267
29	-0.060612	-0.4616	0.323046
30	-0.091599	-0.6976	0.244108
31	-0.165025	-1.2568	0.106933
32	-0.116125	-0.8844	0.190071
33	-0.131436	-1.001	0.160495
34	-0.136769	-1.0416	0.15096
35	-0.221999	-1.6907	0.048132
36	-0.17712	-1.3489	0.091305
37	-0.188558	-1.436	0.078185
38	-0.230959	-1.7589	0.041932
39	-0.159134	-1.2119	0.115228
40	-0.208165	-1.5853	0.059164
41	-0.179742	-1.3689	0.088159
42	-0.150839	-1.1488	0.127686
43	-0.188894	-1.4386	0.077823
44	-0.199506	-1.5194	0.067049
45	-0.16457	-1.2533	0.107558
46	-0.127376	-0.9701	0.168021
47	-0.123408	-0.9398	0.175597
48	-0.037694	-0.2871	0.387541
49	-0.02485	-0.1892	0.425279
50	0.019352	0.1474	0.441671
51	0.035009	0.2666	0.395354
52	0.023432	0.1785	0.429494
53	0.039938	0.3042	0.381047
54	0.034711	0.2644	0.396223
55	-0.003489	-0.0266	0.489448
56	0.009228	0.0703	0.472107
57	-0.004956	-0.0377	0.485012
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.409317	3.1173	0.00142
2	0.320273	2.4391	0.008902
3	0.345768	2.6333	0.005411
4	-0.144692	-1.1019	0.13752
5	-0.166039	-1.2645	0.105552
6	0.011791	0.0898	0.46438
7	-0.049231	-0.3749	0.35454
8	0.203901	1.5529	0.062948
9	0.067442	0.5136	0.304734
10	-0.085196	-0.6488	0.259503
11	-0.138767	-1.0568	0.147488
12	0.072995	0.5559	0.290203
13	0.066429	0.5059	0.307419
14	0.124513	0.9483	0.173464
15	-0.095004	-0.7235	0.236131
16	-0.080023	-0.6094	0.272308
17	0.044056	0.3355	0.369221
18	-0.077461	-0.5899	0.278766
19	-0.118118	-0.8996	0.186037
20	-0.068152	-0.519	0.302856
21	0.198574	1.5123	0.067945
22	0.077031	0.5866	0.279858
23	-0.107657	-0.8199	0.207818
24	0.05217	0.3973	0.346298
25	0.036762	0.28	0.390247
26	-0.052077	-0.3966	0.346555
27	-0.055679	-0.424	0.336552
28	-0.127183	-0.9686	0.168384
29	-0.032465	-0.2472	0.402794
30	-0.028822	-0.2195	0.413516
31	-0.009767	-0.0744	0.470479
32	0.047636	0.3628	0.359041
33	-0.076901	-0.5857	0.280188
34	-0.020101	-0.1531	0.439432
35	-0.187651	-1.4291	0.079169
36	0.019835	0.1511	0.440226
37	0.019559	0.149	0.441053
38	-0.123548	-0.9409	0.175326
39	0.051223	0.3901	0.348944
40	-0.027561	-0.2099	0.417243
41	-0.064689	-0.4927	0.312059
42	-0.112023	-0.8531	0.198545
43	0.058475	0.4453	0.32887
44	0.051985	0.3959	0.346814
45	-0.031219	-0.2378	0.406453
46	0.00941	0.0717	0.471558
47	0.05458	0.4157	0.339592
48	0.089719	0.6833	0.248575
49	-0.024255	-0.1847	0.427047
50	0.011022	0.0839	0.466697
51	-0.042239	-0.3217	0.374425
52	0.10244	0.7802	0.219234
53	-0.005918	-0.0451	0.482104
54	-0.041663	-0.3173	0.37608
55	-0.023187	-0.1766	0.430224
56	-0.052536	-0.4001	0.345276
57	-0.007657	-0.0583	0.476851
58	NA	NA	NA
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 & 0.409317 & 3.1173 & 0.00142 \tabularnewline
2 & 0.320273 & 2.4391 & 0.008902 \tabularnewline
3 & 0.345768 & 2.6333 & 0.005411 \tabularnewline
4 & -0.144692 & -1.1019 & 0.13752 \tabularnewline
5 & -0.166039 & -1.2645 & 0.105552 \tabularnewline
6 & 0.011791 & 0.0898 & 0.46438 \tabularnewline
7 & -0.049231 & -0.3749 & 0.35454 \tabularnewline
8 & 0.203901 & 1.5529 & 0.062948 \tabularnewline
9 & 0.067442 & 0.5136 & 0.304734 \tabularnewline
10 & -0.085196 & -0.6488 & 0.259503 \tabularnewline
11 & -0.138767 & -1.0568 & 0.147488 \tabularnewline
12 & 0.072995 & 0.5559 & 0.290203 \tabularnewline
13 & 0.066429 & 0.5059 & 0.307419 \tabularnewline
14 & 0.124513 & 0.9483 & 0.173464 \tabularnewline
15 & -0.095004 & -0.7235 & 0.236131 \tabularnewline
16 & -0.080023 & -0.6094 & 0.272308 \tabularnewline
17 & 0.044056 & 0.3355 & 0.369221 \tabularnewline
18 & -0.077461 & -0.5899 & 0.278766 \tabularnewline
19 & -0.118118 & -0.8996 & 0.186037 \tabularnewline
20 & -0.068152 & -0.519 & 0.302856 \tabularnewline
21 & 0.198574 & 1.5123 & 0.067945 \tabularnewline
22 & 0.077031 & 0.5866 & 0.279858 \tabularnewline
23 & -0.107657 & -0.8199 & 0.207818 \tabularnewline
24 & 0.05217 & 0.3973 & 0.346298 \tabularnewline
25 & 0.036762 & 0.28 & 0.390247 \tabularnewline
26 & -0.052077 & -0.3966 & 0.346555 \tabularnewline
27 & -0.055679 & -0.424 & 0.336552 \tabularnewline
28 & -0.127183 & -0.9686 & 0.168384 \tabularnewline
29 & -0.032465 & -0.2472 & 0.402794 \tabularnewline
30 & -0.028822 & -0.2195 & 0.413516 \tabularnewline
31 & -0.009767 & -0.0744 & 0.470479 \tabularnewline
32 & 0.047636 & 0.3628 & 0.359041 \tabularnewline
33 & -0.076901 & -0.5857 & 0.280188 \tabularnewline
34 & -0.020101 & -0.1531 & 0.439432 \tabularnewline
35 & -0.187651 & -1.4291 & 0.079169 \tabularnewline
36 & 0.019835 & 0.1511 & 0.440226 \tabularnewline
37 & 0.019559 & 0.149 & 0.441053 \tabularnewline
38 & -0.123548 & -0.9409 & 0.175326 \tabularnewline
39 & 0.051223 & 0.3901 & 0.348944 \tabularnewline
40 & -0.027561 & -0.2099 & 0.417243 \tabularnewline
41 & -0.064689 & -0.4927 & 0.312059 \tabularnewline
42 & -0.112023 & -0.8531 & 0.198545 \tabularnewline
43 & 0.058475 & 0.4453 & 0.32887 \tabularnewline
44 & 0.051985 & 0.3959 & 0.346814 \tabularnewline
45 & -0.031219 & -0.2378 & 0.406453 \tabularnewline
46 & 0.00941 & 0.0717 & 0.471558 \tabularnewline
47 & 0.05458 & 0.4157 & 0.339592 \tabularnewline
48 & 0.089719 & 0.6833 & 0.248575 \tabularnewline
49 & -0.024255 & -0.1847 & 0.427047 \tabularnewline
50 & 0.011022 & 0.0839 & 0.466697 \tabularnewline
51 & -0.042239 & -0.3217 & 0.374425 \tabularnewline
52 & 0.10244 & 0.7802 & 0.219234 \tabularnewline
53 & -0.005918 & -0.0451 & 0.482104 \tabularnewline
54 & -0.041663 & -0.3173 & 0.37608 \tabularnewline
55 & -0.023187 & -0.1766 & 0.430224 \tabularnewline
56 & -0.052536 & -0.4001 & 0.345276 \tabularnewline
57 & -0.007657 & -0.0583 & 0.476851 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70688&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]0.409317[/C][C]3.1173[/C][C]0.00142[/C][/ROW]
[ROW][C]2[/C][C]0.320273[/C][C]2.4391[/C][C]0.008902[/C][/ROW]
[ROW][C]3[/C][C]0.345768[/C][C]2.6333[/C][C]0.005411[/C][/ROW]
[ROW][C]4[/C][C]-0.144692[/C][C]-1.1019[/C][C]0.13752[/C][/ROW]
[ROW][C]5[/C][C]-0.166039[/C][C]-1.2645[/C][C]0.105552[/C][/ROW]
[ROW][C]6[/C][C]0.011791[/C][C]0.0898[/C][C]0.46438[/C][/ROW]
[ROW][C]7[/C][C]-0.049231[/C][C]-0.3749[/C][C]0.35454[/C][/ROW]
[ROW][C]8[/C][C]0.203901[/C][C]1.5529[/C][C]0.062948[/C][/ROW]
[ROW][C]9[/C][C]0.067442[/C][C]0.5136[/C][C]0.304734[/C][/ROW]
[ROW][C]10[/C][C]-0.085196[/C][C]-0.6488[/C][C]0.259503[/C][/ROW]
[ROW][C]11[/C][C]-0.138767[/C][C]-1.0568[/C][C]0.147488[/C][/ROW]
[ROW][C]12[/C][C]0.072995[/C][C]0.5559[/C][C]0.290203[/C][/ROW]
[ROW][C]13[/C][C]0.066429[/C][C]0.5059[/C][C]0.307419[/C][/ROW]
[ROW][C]14[/C][C]0.124513[/C][C]0.9483[/C][C]0.173464[/C][/ROW]
[ROW][C]15[/C][C]-0.095004[/C][C]-0.7235[/C][C]0.236131[/C][/ROW]
[ROW][C]16[/C][C]-0.080023[/C][C]-0.6094[/C][C]0.272308[/C][/ROW]
[ROW][C]17[/C][C]0.044056[/C][C]0.3355[/C][C]0.369221[/C][/ROW]
[ROW][C]18[/C][C]-0.077461[/C][C]-0.5899[/C][C]0.278766[/C][/ROW]
[ROW][C]19[/C][C]-0.118118[/C][C]-0.8996[/C][C]0.186037[/C][/ROW]
[ROW][C]20[/C][C]-0.068152[/C][C]-0.519[/C][C]0.302856[/C][/ROW]
[ROW][C]21[/C][C]0.198574[/C][C]1.5123[/C][C]0.067945[/C][/ROW]
[ROW][C]22[/C][C]0.077031[/C][C]0.5866[/C][C]0.279858[/C][/ROW]
[ROW][C]23[/C][C]-0.107657[/C][C]-0.8199[/C][C]0.207818[/C][/ROW]
[ROW][C]24[/C][C]0.05217[/C][C]0.3973[/C][C]0.346298[/C][/ROW]
[ROW][C]25[/C][C]0.036762[/C][C]0.28[/C][C]0.390247[/C][/ROW]
[ROW][C]26[/C][C]-0.052077[/C][C]-0.3966[/C][C]0.346555[/C][/ROW]
[ROW][C]27[/C][C]-0.055679[/C][C]-0.424[/C][C]0.336552[/C][/ROW]
[ROW][C]28[/C][C]-0.127183[/C][C]-0.9686[/C][C]0.168384[/C][/ROW]
[ROW][C]29[/C][C]-0.032465[/C][C]-0.2472[/C][C]0.402794[/C][/ROW]
[ROW][C]30[/C][C]-0.028822[/C][C]-0.2195[/C][C]0.413516[/C][/ROW]
[ROW][C]31[/C][C]-0.009767[/C][C]-0.0744[/C][C]0.470479[/C][/ROW]
[ROW][C]32[/C][C]0.047636[/C][C]0.3628[/C][C]0.359041[/C][/ROW]
[ROW][C]33[/C][C]-0.076901[/C][C]-0.5857[/C][C]0.280188[/C][/ROW]
[ROW][C]34[/C][C]-0.020101[/C][C]-0.1531[/C][C]0.439432[/C][/ROW]
[ROW][C]35[/C][C]-0.187651[/C][C]-1.4291[/C][C]0.079169[/C][/ROW]
[ROW][C]36[/C][C]0.019835[/C][C]0.1511[/C][C]0.440226[/C][/ROW]
[ROW][C]37[/C][C]0.019559[/C][C]0.149[/C][C]0.441053[/C][/ROW]
[ROW][C]38[/C][C]-0.123548[/C][C]-0.9409[/C][C]0.175326[/C][/ROW]
[ROW][C]39[/C][C]0.051223[/C][C]0.3901[/C][C]0.348944[/C][/ROW]
[ROW][C]40[/C][C]-0.027561[/C][C]-0.2099[/C][C]0.417243[/C][/ROW]
[ROW][C]41[/C][C]-0.064689[/C][C]-0.4927[/C][C]0.312059[/C][/ROW]
[ROW][C]42[/C][C]-0.112023[/C][C]-0.8531[/C][C]0.198545[/C][/ROW]
[ROW][C]43[/C][C]0.058475[/C][C]0.4453[/C][C]0.32887[/C][/ROW]
[ROW][C]44[/C][C]0.051985[/C][C]0.3959[/C][C]0.346814[/C][/ROW]
[ROW][C]45[/C][C]-0.031219[/C][C]-0.2378[/C][C]0.406453[/C][/ROW]
[ROW][C]46[/C][C]0.00941[/C][C]0.0717[/C][C]0.471558[/C][/ROW]
[ROW][C]47[/C][C]0.05458[/C][C]0.4157[/C][C]0.339592[/C][/ROW]
[ROW][C]48[/C][C]0.089719[/C][C]0.6833[/C][C]0.248575[/C][/ROW]
[ROW][C]49[/C][C]-0.024255[/C][C]-0.1847[/C][C]0.427047[/C][/ROW]
[ROW][C]50[/C][C]0.011022[/C][C]0.0839[/C][C]0.466697[/C][/ROW]
[ROW][C]51[/C][C]-0.042239[/C][C]-0.3217[/C][C]0.374425[/C][/ROW]
[ROW][C]52[/C][C]0.10244[/C][C]0.7802[/C][C]0.219234[/C][/ROW]
[ROW][C]53[/C][C]-0.005918[/C][C]-0.0451[/C][C]0.482104[/C][/ROW]
[ROW][C]54[/C][C]-0.041663[/C][C]-0.3173[/C][C]0.37608[/C][/ROW]
[ROW][C]55[/C][C]-0.023187[/C][C]-0.1766[/C][C]0.430224[/C][/ROW]
[ROW][C]56[/C][C]-0.052536[/C][C]-0.4001[/C][C]0.345276[/C][/ROW]
[ROW][C]57[/C][C]-0.007657[/C][C]-0.0583[/C][C]0.476851[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=70688&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70688&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	0.409317	3.1173	0.00142
2	0.320273	2.4391	0.008902
3	0.345768	2.6333	0.005411
4	-0.144692	-1.1019	0.13752
5	-0.166039	-1.2645	0.105552
6	0.011791	0.0898	0.46438
7	-0.049231	-0.3749	0.35454
8	0.203901	1.5529	0.062948
9	0.067442	0.5136	0.304734
10	-0.085196	-0.6488	0.259503
11	-0.138767	-1.0568	0.147488
12	0.072995	0.5559	0.290203
13	0.066429	0.5059	0.307419
14	0.124513	0.9483	0.173464
15	-0.095004	-0.7235	0.236131
16	-0.080023	-0.6094	0.272308
17	0.044056	0.3355	0.369221
18	-0.077461	-0.5899	0.278766
19	-0.118118	-0.8996	0.186037
20	-0.068152	-0.519	0.302856
21	0.198574	1.5123	0.067945
22	0.077031	0.5866	0.279858
23	-0.107657	-0.8199	0.207818
24	0.05217	0.3973	0.346298
25	0.036762	0.28	0.390247
26	-0.052077	-0.3966	0.346555
27	-0.055679	-0.424	0.336552
28	-0.127183	-0.9686	0.168384
29	-0.032465	-0.2472	0.402794
30	-0.028822	-0.2195	0.413516
31	-0.009767	-0.0744	0.470479
32	0.047636	0.3628	0.359041
33	-0.076901	-0.5857	0.280188
34	-0.020101	-0.1531	0.439432
35	-0.187651	-1.4291	0.079169
36	0.019835	0.1511	0.440226
37	0.019559	0.149	0.441053
38	-0.123548	-0.9409	0.175326
39	0.051223	0.3901	0.348944
40	-0.027561	-0.2099	0.417243
41	-0.064689	-0.4927	0.312059
42	-0.112023	-0.8531	0.198545
43	0.058475	0.4453	0.32887
44	0.051985	0.3959	0.346814
45	-0.031219	-0.2378	0.406453
46	0.00941	0.0717	0.471558
47	0.05458	0.4157	0.339592
48	0.089719	0.6833	0.248575
49	-0.024255	-0.1847	0.427047
50	0.011022	0.0839	0.466697
51	-0.042239	-0.3217	0.374425
52	0.10244	0.7802	0.219234
53	-0.005918	-0.0451	0.482104
54	-0.041663	-0.3173	0.37608
55	-0.023187	-0.1766	0.430224
56	-0.052536	-0.4001	0.345276
57	-0.007657	-0.0583	0.476851
58	NA	NA	NA
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 = -1.7 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ;

Parameters (R input):

par1 = 60 ; par2 = -1.7 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = ;

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 (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='lags',ylab='ACF')
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