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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 27 Dec 2009 05:06:14 -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/27/t1261915670td4485xsvegc9ru.htm/, Retrieved Thu, 02 May 2024 21:50:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70859, Retrieved Thu, 02 May 2024 21:50:09 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

126

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

-       [(Partial) Autocorrelation Function] [Toon Nauwelaerts] [2009-12-27 12:06:14] [b7e924d6f720297f82cd59f42434ec05] [Current]
-   P     [(Partial) Autocorrelation Function] [Toon Nauwelaerts] [2009-12-27 12:09:35] [28075c6928548bea087cb2be962cfe7e] 
- RMP     [Spectral Analysis] [Toon Nauwelaerts] [2009-12-27 12:12:13] [28075c6928548bea087cb2be962cfe7e] 
-   P       [Spectral Analysis] [Toon Nauwelaerts] [2009-12-27 12:14:41] [28075c6928548bea087cb2be962cfe7e] 
- RMPD      [Variance Reduction Matrix] [Toon Nauwelaerts] [2009-12-27 12:16:24] [28075c6928548bea087cb2be962cfe7e] 
- RMPD      [(Partial) Autocorrelation Function] [Toon Nauwelaerts] [2009-12-27 12:18:13] [28075c6928548bea087cb2be962cfe7e] 
- RMPD      [(Partial) Autocorrelation Function] [Toon Nauwelaerts] [2009-12-27 12:19:39] [28075c6928548bea087cb2be962cfe7e] 
-   PD      [Spectral Analysis] [Toon Nauwelaerts] [2009-12-27 12:21:17] [28075c6928548bea087cb2be962cfe7e] 
-   PD      [Spectral Analysis] [Toon Nauwelaerts] [2009-12-27 12:22:29] [28075c6928548bea087cb2be962cfe7e] 
- RMPD      [Cross Correlation Function] [Toon Nauwelaerts] [2009-12-27 12:26:38] [28075c6928548bea087cb2be962cfe7e] 
- RMPD      [Cross Correlation Function] [Toon Nauwelaerts] [2009-12-27 12:34:11] [28075c6928548bea087cb2be962cfe7e] 
- RMPD        [ARIMA Backward Selection] [Toon Nauwelaerts] [2009-12-27 12:56:27] [28075c6928548bea087cb2be962cfe7e] 
- RMPD        [ARIMA Backward Selection] [Toon Nauwelaerts] [2009-12-27 13:02:08] [28075c6928548bea087cb2be962cfe7e] 
- RMPD        [ARIMA Forecasting] [Toon Nauwelaerts] [2009-12-27 13:10:02] [28075c6928548bea087cb2be962cfe7e] 

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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	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=70859&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=70859&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70859&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	0.821474	8.0906	0
2	0.751391	7.4003	0
3	0.774276	7.6257	0
4	0.713741	7.0295	0
5	0.688725	6.7832	0
6	0.709381	6.9866	0
7	0.614826	6.0553	0
8	0.607877	5.9869	0
9	0.60692	5.9775	0
10	0.524114	5.1619	1e-06
11	0.563499	5.5498	0
12	0.632917	6.2335	0
13	0.500573	4.9301	2e-06
14	0.453687	4.4683	1.1e-05
15	0.453133	4.4628	1.1e-05
16	0.413232	4.0699	4.8e-05
17	0.414232	4.0797	4.6e-05
18	0.406051	3.9991	6.2e-05
19	0.337114	3.3202	0.000634
20	0.338614	3.335	0.000605
21	0.32623	3.213	0.000892
22	0.261949	2.5799	0.005691
23	0.303596	2.9901	0.001767
24	0.316717	3.1193	0.001194
25	0.230086	2.2661	0.012834
26	0.186518	1.837	0.034636
27	0.166707	1.6419	0.051927
28	0.135893	1.3384	0.091949
29	0.128165	1.2623	0.104937
30	0.086024	0.8472	0.199474
31	0.045355	0.4467	0.328047
32	0.033249	0.3275	0.37201
33	-0.006359	-0.0626	0.475097
34	-0.050068	-0.4931	0.311524
35	-0.021336	-0.2101	0.417001
36	-0.011855	-0.1168	0.453646
37	-0.072532	-0.7144	0.23836
38	-0.118941	-1.1714	0.122148
39	-0.126467	-1.2456	0.107964
40	-0.147197	-1.4497	0.075181
41	-0.160954	-1.5852	0.058087
42	-0.194806	-1.9186	0.028987
43	-0.215802	-2.1254	0.018047
44	-0.217686	-2.144	0.017268
45	-0.247284	-2.4355	0.008349
46	-0.276573	-2.7239	0.003826
47	-0.270861	-2.6677	0.004476
48	-0.254451	-2.506	0.006937
49	-0.291018	-2.8662	0.002547
50	-0.33441	-3.2936	0.000691
51	-0.339269	-3.3414	0.000592
52	-0.335093	-3.3003	0.000676
53	-0.348869	-3.436	0.000435
54	-0.358488	-3.5307	0.000318
55	-0.372572	-3.6694	0.000199
56	-0.36648	-3.6094	0.000244
57	-0.36507	-3.5955	0.000256
58	-0.370494	-3.6489	0.000213
59	-0.364685	-3.5917	0.000259
60	-0.327018	-3.2208	0.00087

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.821474 & 8.0906 & 0 \tabularnewline
2 & 0.751391 & 7.4003 & 0 \tabularnewline
3 & 0.774276 & 7.6257 & 0 \tabularnewline
4 & 0.713741 & 7.0295 & 0 \tabularnewline
5 & 0.688725 & 6.7832 & 0 \tabularnewline
6 & 0.709381 & 6.9866 & 0 \tabularnewline
7 & 0.614826 & 6.0553 & 0 \tabularnewline
8 & 0.607877 & 5.9869 & 0 \tabularnewline
9 & 0.60692 & 5.9775 & 0 \tabularnewline
10 & 0.524114 & 5.1619 & 1e-06 \tabularnewline
11 & 0.563499 & 5.5498 & 0 \tabularnewline
12 & 0.632917 & 6.2335 & 0 \tabularnewline
13 & 0.500573 & 4.9301 & 2e-06 \tabularnewline
14 & 0.453687 & 4.4683 & 1.1e-05 \tabularnewline
15 & 0.453133 & 4.4628 & 1.1e-05 \tabularnewline
16 & 0.413232 & 4.0699 & 4.8e-05 \tabularnewline
17 & 0.414232 & 4.0797 & 4.6e-05 \tabularnewline
18 & 0.406051 & 3.9991 & 6.2e-05 \tabularnewline
19 & 0.337114 & 3.3202 & 0.000634 \tabularnewline
20 & 0.338614 & 3.335 & 0.000605 \tabularnewline
21 & 0.32623 & 3.213 & 0.000892 \tabularnewline
22 & 0.261949 & 2.5799 & 0.005691 \tabularnewline
23 & 0.303596 & 2.9901 & 0.001767 \tabularnewline
24 & 0.316717 & 3.1193 & 0.001194 \tabularnewline
25 & 0.230086 & 2.2661 & 0.012834 \tabularnewline
26 & 0.186518 & 1.837 & 0.034636 \tabularnewline
27 & 0.166707 & 1.6419 & 0.051927 \tabularnewline
28 & 0.135893 & 1.3384 & 0.091949 \tabularnewline
29 & 0.128165 & 1.2623 & 0.104937 \tabularnewline
30 & 0.086024 & 0.8472 & 0.199474 \tabularnewline
31 & 0.045355 & 0.4467 & 0.328047 \tabularnewline
32 & 0.033249 & 0.3275 & 0.37201 \tabularnewline
33 & -0.006359 & -0.0626 & 0.475097 \tabularnewline
34 & -0.050068 & -0.4931 & 0.311524 \tabularnewline
35 & -0.021336 & -0.2101 & 0.417001 \tabularnewline
36 & -0.011855 & -0.1168 & 0.453646 \tabularnewline
37 & -0.072532 & -0.7144 & 0.23836 \tabularnewline
38 & -0.118941 & -1.1714 & 0.122148 \tabularnewline
39 & -0.126467 & -1.2456 & 0.107964 \tabularnewline
40 & -0.147197 & -1.4497 & 0.075181 \tabularnewline
41 & -0.160954 & -1.5852 & 0.058087 \tabularnewline
42 & -0.194806 & -1.9186 & 0.028987 \tabularnewline
43 & -0.215802 & -2.1254 & 0.018047 \tabularnewline
44 & -0.217686 & -2.144 & 0.017268 \tabularnewline
45 & -0.247284 & -2.4355 & 0.008349 \tabularnewline
46 & -0.276573 & -2.7239 & 0.003826 \tabularnewline
47 & -0.270861 & -2.6677 & 0.004476 \tabularnewline
48 & -0.254451 & -2.506 & 0.006937 \tabularnewline
49 & -0.291018 & -2.8662 & 0.002547 \tabularnewline
50 & -0.33441 & -3.2936 & 0.000691 \tabularnewline
51 & -0.339269 & -3.3414 & 0.000592 \tabularnewline
52 & -0.335093 & -3.3003 & 0.000676 \tabularnewline
53 & -0.348869 & -3.436 & 0.000435 \tabularnewline
54 & -0.358488 & -3.5307 & 0.000318 \tabularnewline
55 & -0.372572 & -3.6694 & 0.000199 \tabularnewline
56 & -0.36648 & -3.6094 & 0.000244 \tabularnewline
57 & -0.36507 & -3.5955 & 0.000256 \tabularnewline
58 & -0.370494 & -3.6489 & 0.000213 \tabularnewline
59 & -0.364685 & -3.5917 & 0.000259 \tabularnewline
60 & -0.327018 & -3.2208 & 0.00087 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70859&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]0.821474[/C][C]8.0906[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.751391[/C][C]7.4003[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.774276[/C][C]7.6257[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.713741[/C][C]7.0295[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.688725[/C][C]6.7832[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.709381[/C][C]6.9866[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.614826[/C][C]6.0553[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.607877[/C][C]5.9869[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.60692[/C][C]5.9775[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.524114[/C][C]5.1619[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.563499[/C][C]5.5498[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.632917[/C][C]6.2335[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.500573[/C][C]4.9301[/C][C]2e-06[/C][/ROW]
[ROW][C]14[/C][C]0.453687[/C][C]4.4683[/C][C]1.1e-05[/C][/ROW]
[ROW][C]15[/C][C]0.453133[/C][C]4.4628[/C][C]1.1e-05[/C][/ROW]
[ROW][C]16[/C][C]0.413232[/C][C]4.0699[/C][C]4.8e-05[/C][/ROW]
[ROW][C]17[/C][C]0.414232[/C][C]4.0797[/C][C]4.6e-05[/C][/ROW]
[ROW][C]18[/C][C]0.406051[/C][C]3.9991[/C][C]6.2e-05[/C][/ROW]
[ROW][C]19[/C][C]0.337114[/C][C]3.3202[/C][C]0.000634[/C][/ROW]
[ROW][C]20[/C][C]0.338614[/C][C]3.335[/C][C]0.000605[/C][/ROW]
[ROW][C]21[/C][C]0.32623[/C][C]3.213[/C][C]0.000892[/C][/ROW]
[ROW][C]22[/C][C]0.261949[/C][C]2.5799[/C][C]0.005691[/C][/ROW]
[ROW][C]23[/C][C]0.303596[/C][C]2.9901[/C][C]0.001767[/C][/ROW]
[ROW][C]24[/C][C]0.316717[/C][C]3.1193[/C][C]0.001194[/C][/ROW]
[ROW][C]25[/C][C]0.230086[/C][C]2.2661[/C][C]0.012834[/C][/ROW]
[ROW][C]26[/C][C]0.186518[/C][C]1.837[/C][C]0.034636[/C][/ROW]
[ROW][C]27[/C][C]0.166707[/C][C]1.6419[/C][C]0.051927[/C][/ROW]
[ROW][C]28[/C][C]0.135893[/C][C]1.3384[/C][C]0.091949[/C][/ROW]
[ROW][C]29[/C][C]0.128165[/C][C]1.2623[/C][C]0.104937[/C][/ROW]
[ROW][C]30[/C][C]0.086024[/C][C]0.8472[/C][C]0.199474[/C][/ROW]
[ROW][C]31[/C][C]0.045355[/C][C]0.4467[/C][C]0.328047[/C][/ROW]
[ROW][C]32[/C][C]0.033249[/C][C]0.3275[/C][C]0.37201[/C][/ROW]
[ROW][C]33[/C][C]-0.006359[/C][C]-0.0626[/C][C]0.475097[/C][/ROW]
[ROW][C]34[/C][C]-0.050068[/C][C]-0.4931[/C][C]0.311524[/C][/ROW]
[ROW][C]35[/C][C]-0.021336[/C][C]-0.2101[/C][C]0.417001[/C][/ROW]
[ROW][C]36[/C][C]-0.011855[/C][C]-0.1168[/C][C]0.453646[/C][/ROW]
[ROW][C]37[/C][C]-0.072532[/C][C]-0.7144[/C][C]0.23836[/C][/ROW]
[ROW][C]38[/C][C]-0.118941[/C][C]-1.1714[/C][C]0.122148[/C][/ROW]
[ROW][C]39[/C][C]-0.126467[/C][C]-1.2456[/C][C]0.107964[/C][/ROW]
[ROW][C]40[/C][C]-0.147197[/C][C]-1.4497[/C][C]0.075181[/C][/ROW]
[ROW][C]41[/C][C]-0.160954[/C][C]-1.5852[/C][C]0.058087[/C][/ROW]
[ROW][C]42[/C][C]-0.194806[/C][C]-1.9186[/C][C]0.028987[/C][/ROW]
[ROW][C]43[/C][C]-0.215802[/C][C]-2.1254[/C][C]0.018047[/C][/ROW]
[ROW][C]44[/C][C]-0.217686[/C][C]-2.144[/C][C]0.017268[/C][/ROW]
[ROW][C]45[/C][C]-0.247284[/C][C]-2.4355[/C][C]0.008349[/C][/ROW]
[ROW][C]46[/C][C]-0.276573[/C][C]-2.7239[/C][C]0.003826[/C][/ROW]
[ROW][C]47[/C][C]-0.270861[/C][C]-2.6677[/C][C]0.004476[/C][/ROW]
[ROW][C]48[/C][C]-0.254451[/C][C]-2.506[/C][C]0.006937[/C][/ROW]
[ROW][C]49[/C][C]-0.291018[/C][C]-2.8662[/C][C]0.002547[/C][/ROW]
[ROW][C]50[/C][C]-0.33441[/C][C]-3.2936[/C][C]0.000691[/C][/ROW]
[ROW][C]51[/C][C]-0.339269[/C][C]-3.3414[/C][C]0.000592[/C][/ROW]
[ROW][C]52[/C][C]-0.335093[/C][C]-3.3003[/C][C]0.000676[/C][/ROW]
[ROW][C]53[/C][C]-0.348869[/C][C]-3.436[/C][C]0.000435[/C][/ROW]
[ROW][C]54[/C][C]-0.358488[/C][C]-3.5307[/C][C]0.000318[/C][/ROW]
[ROW][C]55[/C][C]-0.372572[/C][C]-3.6694[/C][C]0.000199[/C][/ROW]
[ROW][C]56[/C][C]-0.36648[/C][C]-3.6094[/C][C]0.000244[/C][/ROW]
[ROW][C]57[/C][C]-0.36507[/C][C]-3.5955[/C][C]0.000256[/C][/ROW]
[ROW][C]58[/C][C]-0.370494[/C][C]-3.6489[/C][C]0.000213[/C][/ROW]
[ROW][C]59[/C][C]-0.364685[/C][C]-3.5917[/C][C]0.000259[/C][/ROW]
[ROW][C]60[/C][C]-0.327018[/C][C]-3.2208[/C][C]0.00087[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70859&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70859&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	0.821474	8.0906	0
2	0.751391	7.4003	0
3	0.774276	7.6257	0
4	0.713741	7.0295	0
5	0.688725	6.7832	0
6	0.709381	6.9866	0
7	0.614826	6.0553	0
8	0.607877	5.9869	0
9	0.60692	5.9775	0
10	0.524114	5.1619	1e-06
11	0.563499	5.5498	0
12	0.632917	6.2335	0
13	0.500573	4.9301	2e-06
14	0.453687	4.4683	1.1e-05
15	0.453133	4.4628	1.1e-05
16	0.413232	4.0699	4.8e-05
17	0.414232	4.0797	4.6e-05
18	0.406051	3.9991	6.2e-05
19	0.337114	3.3202	0.000634
20	0.338614	3.335	0.000605
21	0.32623	3.213	0.000892
22	0.261949	2.5799	0.005691
23	0.303596	2.9901	0.001767
24	0.316717	3.1193	0.001194
25	0.230086	2.2661	0.012834
26	0.186518	1.837	0.034636
27	0.166707	1.6419	0.051927
28	0.135893	1.3384	0.091949
29	0.128165	1.2623	0.104937
30	0.086024	0.8472	0.199474
31	0.045355	0.4467	0.328047
32	0.033249	0.3275	0.37201
33	-0.006359	-0.0626	0.475097
34	-0.050068	-0.4931	0.311524
35	-0.021336	-0.2101	0.417001
36	-0.011855	-0.1168	0.453646
37	-0.072532	-0.7144	0.23836
38	-0.118941	-1.1714	0.122148
39	-0.126467	-1.2456	0.107964
40	-0.147197	-1.4497	0.075181
41	-0.160954	-1.5852	0.058087
42	-0.194806	-1.9186	0.028987
43	-0.215802	-2.1254	0.018047
44	-0.217686	-2.144	0.017268
45	-0.247284	-2.4355	0.008349
46	-0.276573	-2.7239	0.003826
47	-0.270861	-2.6677	0.004476
48	-0.254451	-2.506	0.006937
49	-0.291018	-2.8662	0.002547
50	-0.33441	-3.2936	0.000691
51	-0.339269	-3.3414	0.000592
52	-0.335093	-3.3003	0.000676
53	-0.348869	-3.436	0.000435
54	-0.358488	-3.5307	0.000318
55	-0.372572	-3.6694	0.000199
56	-0.36648	-3.6094	0.000244
57	-0.36507	-3.5955	0.000256
58	-0.370494	-3.6489	0.000213
59	-0.364685	-3.5917	0.000259
60	-0.327018	-3.2208	0.00087

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.821474	8.0906	0
2	0.235473	2.3191	0.011243
3	0.354673	3.4931	0.00036
4	-0.032722	-0.3223	0.37397
5	0.106671	1.0506	0.148029
6	0.140086	1.3797	0.085428
7	-0.222414	-2.1905	0.015441
8	0.129973	1.2801	0.101784
9	-0.047827	-0.471	0.319333
10	-0.112538	-1.1084	0.135221
11	0.258782	2.5487	0.00619
12	0.235161	2.3161	0.01133
13	-0.347281	-3.4203	0.000458
14	-0.144555	-1.4237	0.07887
15	-0.068421	-0.6739	0.250999
16	0.112226	1.1053	0.135882
17	0.008512	0.0838	0.466682
18	-0.037111	-0.3655	0.357766
19	0.055124	0.5429	0.294218
20	-0.047816	-0.4709	0.319373
21	0.010275	0.1012	0.459802
22	-0.016988	-0.1673	0.433735
23	0.049476	0.4873	0.313578
24	-0.088107	-0.8678	0.193835
25	-0.035077	-0.3455	0.365247
26	-0.094852	-0.9342	0.176265
27	-0.031859	-0.3138	0.377182
28	-0.028151	-0.2773	0.391088
29	-0.077648	-0.7647	0.22314
30	-0.055211	-0.5438	0.293927
31	0.06689	0.6588	0.255797
32	-0.053054	-0.5225	0.301248
33	-0.069333	-0.6829	0.248163
34	-0.014617	-0.144	0.442917
35	0.028031	0.2761	0.391538
36	0.117924	1.1614	0.124161
37	-0.118824	-1.1703	0.122378
38	-0.056472	-0.5562	0.289682
39	0.033107	0.3261	0.372538
40	-0.103538	-1.0197	0.155196
41	-0.014741	-0.1452	0.442433
42	-0.032064	-0.3158	0.376419
43	0.0202	0.1989	0.42136
44	0.040653	0.4004	0.344875
45	-0.041368	-0.4074	0.342294
46	0.019682	0.1938	0.423353
47	-0.129733	-1.2777	0.102198
48	0.00022	0.0022	0.499139
49	0.037355	0.3679	0.356873
50	-0.051129	-0.5036	0.307854
51	-0.008041	-0.0792	0.468522
52	0.023634	0.2328	0.408216
53	-4.1e-05	-4e-04	0.499839
54	0.046455	0.4575	0.324158
55	-0.075925	-0.7478	0.228202
56	0.04647	0.4577	0.324103
57	0.02236	0.2202	0.413079
58	0.04921	0.4847	0.314505
59	-0.004501	-0.0443	0.482368
60	-0.01661	-0.1636	0.435197

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.821474 & 8.0906 & 0 \tabularnewline
2 & 0.235473 & 2.3191 & 0.011243 \tabularnewline
3 & 0.354673 & 3.4931 & 0.00036 \tabularnewline
4 & -0.032722 & -0.3223 & 0.37397 \tabularnewline
5 & 0.106671 & 1.0506 & 0.148029 \tabularnewline
6 & 0.140086 & 1.3797 & 0.085428 \tabularnewline
7 & -0.222414 & -2.1905 & 0.015441 \tabularnewline
8 & 0.129973 & 1.2801 & 0.101784 \tabularnewline
9 & -0.047827 & -0.471 & 0.319333 \tabularnewline
10 & -0.112538 & -1.1084 & 0.135221 \tabularnewline
11 & 0.258782 & 2.5487 & 0.00619 \tabularnewline
12 & 0.235161 & 2.3161 & 0.01133 \tabularnewline
13 & -0.347281 & -3.4203 & 0.000458 \tabularnewline
14 & -0.144555 & -1.4237 & 0.07887 \tabularnewline
15 & -0.068421 & -0.6739 & 0.250999 \tabularnewline
16 & 0.112226 & 1.1053 & 0.135882 \tabularnewline
17 & 0.008512 & 0.0838 & 0.466682 \tabularnewline
18 & -0.037111 & -0.3655 & 0.357766 \tabularnewline
19 & 0.055124 & 0.5429 & 0.294218 \tabularnewline
20 & -0.047816 & -0.4709 & 0.319373 \tabularnewline
21 & 0.010275 & 0.1012 & 0.459802 \tabularnewline
22 & -0.016988 & -0.1673 & 0.433735 \tabularnewline
23 & 0.049476 & 0.4873 & 0.313578 \tabularnewline
24 & -0.088107 & -0.8678 & 0.193835 \tabularnewline
25 & -0.035077 & -0.3455 & 0.365247 \tabularnewline
26 & -0.094852 & -0.9342 & 0.176265 \tabularnewline
27 & -0.031859 & -0.3138 & 0.377182 \tabularnewline
28 & -0.028151 & -0.2773 & 0.391088 \tabularnewline
29 & -0.077648 & -0.7647 & 0.22314 \tabularnewline
30 & -0.055211 & -0.5438 & 0.293927 \tabularnewline
31 & 0.06689 & 0.6588 & 0.255797 \tabularnewline
32 & -0.053054 & -0.5225 & 0.301248 \tabularnewline
33 & -0.069333 & -0.6829 & 0.248163 \tabularnewline
34 & -0.014617 & -0.144 & 0.442917 \tabularnewline
35 & 0.028031 & 0.2761 & 0.391538 \tabularnewline
36 & 0.117924 & 1.1614 & 0.124161 \tabularnewline
37 & -0.118824 & -1.1703 & 0.122378 \tabularnewline
38 & -0.056472 & -0.5562 & 0.289682 \tabularnewline
39 & 0.033107 & 0.3261 & 0.372538 \tabularnewline
40 & -0.103538 & -1.0197 & 0.155196 \tabularnewline
41 & -0.014741 & -0.1452 & 0.442433 \tabularnewline
42 & -0.032064 & -0.3158 & 0.376419 \tabularnewline
43 & 0.0202 & 0.1989 & 0.42136 \tabularnewline
44 & 0.040653 & 0.4004 & 0.344875 \tabularnewline
45 & -0.041368 & -0.4074 & 0.342294 \tabularnewline
46 & 0.019682 & 0.1938 & 0.423353 \tabularnewline
47 & -0.129733 & -1.2777 & 0.102198 \tabularnewline
48 & 0.00022 & 0.0022 & 0.499139 \tabularnewline
49 & 0.037355 & 0.3679 & 0.356873 \tabularnewline
50 & -0.051129 & -0.5036 & 0.307854 \tabularnewline
51 & -0.008041 & -0.0792 & 0.468522 \tabularnewline
52 & 0.023634 & 0.2328 & 0.408216 \tabularnewline
53 & -4.1e-05 & -4e-04 & 0.499839 \tabularnewline
54 & 0.046455 & 0.4575 & 0.324158 \tabularnewline
55 & -0.075925 & -0.7478 & 0.228202 \tabularnewline
56 & 0.04647 & 0.4577 & 0.324103 \tabularnewline
57 & 0.02236 & 0.2202 & 0.413079 \tabularnewline
58 & 0.04921 & 0.4847 & 0.314505 \tabularnewline
59 & -0.004501 & -0.0443 & 0.482368 \tabularnewline
60 & -0.01661 & -0.1636 & 0.435197 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70859&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]0.821474[/C][C]8.0906[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.235473[/C][C]2.3191[/C][C]0.011243[/C][/ROW]
[ROW][C]3[/C][C]0.354673[/C][C]3.4931[/C][C]0.00036[/C][/ROW]
[ROW][C]4[/C][C]-0.032722[/C][C]-0.3223[/C][C]0.37397[/C][/ROW]
[ROW][C]5[/C][C]0.106671[/C][C]1.0506[/C][C]0.148029[/C][/ROW]
[ROW][C]6[/C][C]0.140086[/C][C]1.3797[/C][C]0.085428[/C][/ROW]
[ROW][C]7[/C][C]-0.222414[/C][C]-2.1905[/C][C]0.015441[/C][/ROW]
[ROW][C]8[/C][C]0.129973[/C][C]1.2801[/C][C]0.101784[/C][/ROW]
[ROW][C]9[/C][C]-0.047827[/C][C]-0.471[/C][C]0.319333[/C][/ROW]
[ROW][C]10[/C][C]-0.112538[/C][C]-1.1084[/C][C]0.135221[/C][/ROW]
[ROW][C]11[/C][C]0.258782[/C][C]2.5487[/C][C]0.00619[/C][/ROW]
[ROW][C]12[/C][C]0.235161[/C][C]2.3161[/C][C]0.01133[/C][/ROW]
[ROW][C]13[/C][C]-0.347281[/C][C]-3.4203[/C][C]0.000458[/C][/ROW]
[ROW][C]14[/C][C]-0.144555[/C][C]-1.4237[/C][C]0.07887[/C][/ROW]
[ROW][C]15[/C][C]-0.068421[/C][C]-0.6739[/C][C]0.250999[/C][/ROW]
[ROW][C]16[/C][C]0.112226[/C][C]1.1053[/C][C]0.135882[/C][/ROW]
[ROW][C]17[/C][C]0.008512[/C][C]0.0838[/C][C]0.466682[/C][/ROW]
[ROW][C]18[/C][C]-0.037111[/C][C]-0.3655[/C][C]0.357766[/C][/ROW]
[ROW][C]19[/C][C]0.055124[/C][C]0.5429[/C][C]0.294218[/C][/ROW]
[ROW][C]20[/C][C]-0.047816[/C][C]-0.4709[/C][C]0.319373[/C][/ROW]
[ROW][C]21[/C][C]0.010275[/C][C]0.1012[/C][C]0.459802[/C][/ROW]
[ROW][C]22[/C][C]-0.016988[/C][C]-0.1673[/C][C]0.433735[/C][/ROW]
[ROW][C]23[/C][C]0.049476[/C][C]0.4873[/C][C]0.313578[/C][/ROW]
[ROW][C]24[/C][C]-0.088107[/C][C]-0.8678[/C][C]0.193835[/C][/ROW]
[ROW][C]25[/C][C]-0.035077[/C][C]-0.3455[/C][C]0.365247[/C][/ROW]
[ROW][C]26[/C][C]-0.094852[/C][C]-0.9342[/C][C]0.176265[/C][/ROW]
[ROW][C]27[/C][C]-0.031859[/C][C]-0.3138[/C][C]0.377182[/C][/ROW]
[ROW][C]28[/C][C]-0.028151[/C][C]-0.2773[/C][C]0.391088[/C][/ROW]
[ROW][C]29[/C][C]-0.077648[/C][C]-0.7647[/C][C]0.22314[/C][/ROW]
[ROW][C]30[/C][C]-0.055211[/C][C]-0.5438[/C][C]0.293927[/C][/ROW]
[ROW][C]31[/C][C]0.06689[/C][C]0.6588[/C][C]0.255797[/C][/ROW]
[ROW][C]32[/C][C]-0.053054[/C][C]-0.5225[/C][C]0.301248[/C][/ROW]
[ROW][C]33[/C][C]-0.069333[/C][C]-0.6829[/C][C]0.248163[/C][/ROW]
[ROW][C]34[/C][C]-0.014617[/C][C]-0.144[/C][C]0.442917[/C][/ROW]
[ROW][C]35[/C][C]0.028031[/C][C]0.2761[/C][C]0.391538[/C][/ROW]
[ROW][C]36[/C][C]0.117924[/C][C]1.1614[/C][C]0.124161[/C][/ROW]
[ROW][C]37[/C][C]-0.118824[/C][C]-1.1703[/C][C]0.122378[/C][/ROW]
[ROW][C]38[/C][C]-0.056472[/C][C]-0.5562[/C][C]0.289682[/C][/ROW]
[ROW][C]39[/C][C]0.033107[/C][C]0.3261[/C][C]0.372538[/C][/ROW]
[ROW][C]40[/C][C]-0.103538[/C][C]-1.0197[/C][C]0.155196[/C][/ROW]
[ROW][C]41[/C][C]-0.014741[/C][C]-0.1452[/C][C]0.442433[/C][/ROW]
[ROW][C]42[/C][C]-0.032064[/C][C]-0.3158[/C][C]0.376419[/C][/ROW]
[ROW][C]43[/C][C]0.0202[/C][C]0.1989[/C][C]0.42136[/C][/ROW]
[ROW][C]44[/C][C]0.040653[/C][C]0.4004[/C][C]0.344875[/C][/ROW]
[ROW][C]45[/C][C]-0.041368[/C][C]-0.4074[/C][C]0.342294[/C][/ROW]
[ROW][C]46[/C][C]0.019682[/C][C]0.1938[/C][C]0.423353[/C][/ROW]
[ROW][C]47[/C][C]-0.129733[/C][C]-1.2777[/C][C]0.102198[/C][/ROW]
[ROW][C]48[/C][C]0.00022[/C][C]0.0022[/C][C]0.499139[/C][/ROW]
[ROW][C]49[/C][C]0.037355[/C][C]0.3679[/C][C]0.356873[/C][/ROW]
[ROW][C]50[/C][C]-0.051129[/C][C]-0.5036[/C][C]0.307854[/C][/ROW]
[ROW][C]51[/C][C]-0.008041[/C][C]-0.0792[/C][C]0.468522[/C][/ROW]
[ROW][C]52[/C][C]0.023634[/C][C]0.2328[/C][C]0.408216[/C][/ROW]
[ROW][C]53[/C][C]-4.1e-05[/C][C]-4e-04[/C][C]0.499839[/C][/ROW]
[ROW][C]54[/C][C]0.046455[/C][C]0.4575[/C][C]0.324158[/C][/ROW]
[ROW][C]55[/C][C]-0.075925[/C][C]-0.7478[/C][C]0.228202[/C][/ROW]
[ROW][C]56[/C][C]0.04647[/C][C]0.4577[/C][C]0.324103[/C][/ROW]
[ROW][C]57[/C][C]0.02236[/C][C]0.2202[/C][C]0.413079[/C][/ROW]
[ROW][C]58[/C][C]0.04921[/C][C]0.4847[/C][C]0.314505[/C][/ROW]
[ROW][C]59[/C][C]-0.004501[/C][C]-0.0443[/C][C]0.482368[/C][/ROW]
[ROW][C]60[/C][C]-0.01661[/C][C]-0.1636[/C][C]0.435197[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70859&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70859&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	0.821474	8.0906	0
2	0.235473	2.3191	0.011243
3	0.354673	3.4931	0.00036
4	-0.032722	-0.3223	0.37397
5	0.106671	1.0506	0.148029
6	0.140086	1.3797	0.085428
7	-0.222414	-2.1905	0.015441
8	0.129973	1.2801	0.101784
9	-0.047827	-0.471	0.319333
10	-0.112538	-1.1084	0.135221
11	0.258782	2.5487	0.00619
12	0.235161	2.3161	0.01133
13	-0.347281	-3.4203	0.000458
14	-0.144555	-1.4237	0.07887
15	-0.068421	-0.6739	0.250999
16	0.112226	1.1053	0.135882
17	0.008512	0.0838	0.466682
18	-0.037111	-0.3655	0.357766
19	0.055124	0.5429	0.294218
20	-0.047816	-0.4709	0.319373
21	0.010275	0.1012	0.459802
22	-0.016988	-0.1673	0.433735
23	0.049476	0.4873	0.313578
24	-0.088107	-0.8678	0.193835
25	-0.035077	-0.3455	0.365247
26	-0.094852	-0.9342	0.176265
27	-0.031859	-0.3138	0.377182
28	-0.028151	-0.2773	0.391088
29	-0.077648	-0.7647	0.22314
30	-0.055211	-0.5438	0.293927
31	0.06689	0.6588	0.255797
32	-0.053054	-0.5225	0.301248
33	-0.069333	-0.6829	0.248163
34	-0.014617	-0.144	0.442917
35	0.028031	0.2761	0.391538
36	0.117924	1.1614	0.124161
37	-0.118824	-1.1703	0.122378
38	-0.056472	-0.5562	0.289682
39	0.033107	0.3261	0.372538
40	-0.103538	-1.0197	0.155196
41	-0.014741	-0.1452	0.442433
42	-0.032064	-0.3158	0.376419
43	0.0202	0.1989	0.42136
44	0.040653	0.4004	0.344875
45	-0.041368	-0.4074	0.342294
46	0.019682	0.1938	0.423353
47	-0.129733	-1.2777	0.102198
48	0.00022	0.0022	0.499139
49	0.037355	0.3679	0.356873
50	-0.051129	-0.5036	0.307854
51	-0.008041	-0.0792	0.468522
52	0.023634	0.2328	0.408216
53	-4.1e-05	-4e-04	0.499839
54	0.046455	0.4575	0.324158
55	-0.075925	-0.7478	0.228202
56	0.04647	0.4577	0.324103
57	0.02236	0.2202	0.413079
58	0.04921	0.4847	0.314505
59	-0.004501	-0.0443	0.482368
60	-0.01661	-0.1636	0.435197

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -0.6 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = -0.6 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code