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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 27 Dec 2009 07:12:12 -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/27/t12619231634b4jsmnbcy7ttkf.htm/, Retrieved Thu, 02 May 2024 23:20:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70895, Retrieved Thu, 02 May 2024 23:20:51 +0000

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Estimated Impact

126

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

-     [(Partial) Autocorrelation Function] [ACF inschrijvingen] [2009-12-27 14:01:24] [005293453b571dbccb80b45226e44173]
-   P   [(Partial) Autocorrelation Function] [acf inschrijvingen] [2009-12-27 14:05:38] [005293453b571dbccb80b45226e44173]
-   P     [(Partial) Autocorrelation Function] [acf inschrijvingen] [2009-12-27 14:09:06] [005293453b571dbccb80b45226e44173]
-   PD        [(Partial) Autocorrelation Function] [acf wlh] [2009-12-27 14:12:12] [b02b8a83db8a631da1ab9c106b4cdcf2] [Current]
-   P           [(Partial) Autocorrelation Function] [acf wlh] [2009-12-27 14:14:34] [005293453b571dbccb80b45226e44173] 
-   P             [(Partial) Autocorrelation Function] [acf wlh] [2009-12-27 14:17:25] [005293453b571dbccb80b45226e44173] 

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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=70895&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=70895&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70895&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	0.88294	6.8392	0
2	0.7232	5.6019	0
3	0.632137	4.8965	4e-06
4	0.594138	4.6022	1.1e-05
5	0.588861	4.5613	1.3e-05
6	0.567512	4.3959	2.3e-05
7	0.507139	3.9283	0.000112
8	0.436542	3.3814	0.000637
9	0.413683	3.2044	0.001085
10	0.445476	3.4506	0.000515
11	0.491363	3.8061	0.000167
12	0.48318	3.7427	0.000205
13	0.329425	2.5517	0.006643
14	0.162136	1.2559	0.10701
15	0.062111	0.4811	0.316094
16	0.00849	0.0658	0.473891
17	-0.016264	-0.126	0.450083
18	-0.048115	-0.3727	0.355344
19	-0.105931	-0.8205	0.207579
20	-0.170907	-1.3238	0.09529
21	-0.190695	-1.4771	0.072437
22	-0.161276	-1.2492	0.108215
23	-0.128703	-0.9969	0.161402
24	-0.140427	-1.0877	0.140529
25	-0.25361	-1.9645	0.027057
26	-0.35681	-2.7638	0.003788
27	-0.393745	-3.0499	0.001702
28	-0.400203	-3.1	0.001473
29	-0.391626	-3.0335	0.001784
30	-0.385445	-2.9856	0.002046
31	-0.392219	-3.0381	0.001761
32	-0.403745	-3.1274	0.00136
33	-0.369743	-2.864	0.002878
34	-0.298589	-2.3129	0.012088
35	-0.249812	-1.935	0.028852
36	-0.240372	-1.8619	0.033757
37	-0.276541	-2.1421	0.018128
38	-0.310352	-2.404	0.009662
39	-0.302746	-2.3451	0.011175
40	-0.280448	-2.1723	0.016896
41	-0.253388	-1.9627	0.027159
42	-0.228829	-1.7725	0.040694
43	-0.210317	-1.6291	0.054265
44	-0.194655	-1.5078	0.068428
45	-0.152317	-1.1798	0.12136
46	-0.100154	-0.7758	0.220459
47	-0.074518	-0.5772	0.282977
48	-0.067999	-0.5267	0.300166
49	-0.080099	-0.6204	0.268657
50	-0.087053	-0.6743	0.251351
51	-0.067133	-0.52	0.302486
52	-0.046896	-0.3633	0.358846
53	-0.031338	-0.2427	0.404515
54	-0.020302	-0.1573	0.437783
55	-0.012938	-0.1002	0.460252
56	-0.004521	-0.035	0.486089
57	0.01715	0.1328	0.447382
58	0.034965	0.2708	0.393723
59	0.020332	0.1575	0.437695
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.88294 & 6.8392 & 0 \tabularnewline
2 & 0.7232 & 5.6019 & 0 \tabularnewline
3 & 0.632137 & 4.8965 & 4e-06 \tabularnewline
4 & 0.594138 & 4.6022 & 1.1e-05 \tabularnewline
5 & 0.588861 & 4.5613 & 1.3e-05 \tabularnewline
6 & 0.567512 & 4.3959 & 2.3e-05 \tabularnewline
7 & 0.507139 & 3.9283 & 0.000112 \tabularnewline
8 & 0.436542 & 3.3814 & 0.000637 \tabularnewline
9 & 0.413683 & 3.2044 & 0.001085 \tabularnewline
10 & 0.445476 & 3.4506 & 0.000515 \tabularnewline
11 & 0.491363 & 3.8061 & 0.000167 \tabularnewline
12 & 0.48318 & 3.7427 & 0.000205 \tabularnewline
13 & 0.329425 & 2.5517 & 0.006643 \tabularnewline
14 & 0.162136 & 1.2559 & 0.10701 \tabularnewline
15 & 0.062111 & 0.4811 & 0.316094 \tabularnewline
16 & 0.00849 & 0.0658 & 0.473891 \tabularnewline
17 & -0.016264 & -0.126 & 0.450083 \tabularnewline
18 & -0.048115 & -0.3727 & 0.355344 \tabularnewline
19 & -0.105931 & -0.8205 & 0.207579 \tabularnewline
20 & -0.170907 & -1.3238 & 0.09529 \tabularnewline
21 & -0.190695 & -1.4771 & 0.072437 \tabularnewline
22 & -0.161276 & -1.2492 & 0.108215 \tabularnewline
23 & -0.128703 & -0.9969 & 0.161402 \tabularnewline
24 & -0.140427 & -1.0877 & 0.140529 \tabularnewline
25 & -0.25361 & -1.9645 & 0.027057 \tabularnewline
26 & -0.35681 & -2.7638 & 0.003788 \tabularnewline
27 & -0.393745 & -3.0499 & 0.001702 \tabularnewline
28 & -0.400203 & -3.1 & 0.001473 \tabularnewline
29 & -0.391626 & -3.0335 & 0.001784 \tabularnewline
30 & -0.385445 & -2.9856 & 0.002046 \tabularnewline
31 & -0.392219 & -3.0381 & 0.001761 \tabularnewline
32 & -0.403745 & -3.1274 & 0.00136 \tabularnewline
33 & -0.369743 & -2.864 & 0.002878 \tabularnewline
34 & -0.298589 & -2.3129 & 0.012088 \tabularnewline
35 & -0.249812 & -1.935 & 0.028852 \tabularnewline
36 & -0.240372 & -1.8619 & 0.033757 \tabularnewline
37 & -0.276541 & -2.1421 & 0.018128 \tabularnewline
38 & -0.310352 & -2.404 & 0.009662 \tabularnewline
39 & -0.302746 & -2.3451 & 0.011175 \tabularnewline
40 & -0.280448 & -2.1723 & 0.016896 \tabularnewline
41 & -0.253388 & -1.9627 & 0.027159 \tabularnewline
42 & -0.228829 & -1.7725 & 0.040694 \tabularnewline
43 & -0.210317 & -1.6291 & 0.054265 \tabularnewline
44 & -0.194655 & -1.5078 & 0.068428 \tabularnewline
45 & -0.152317 & -1.1798 & 0.12136 \tabularnewline
46 & -0.100154 & -0.7758 & 0.220459 \tabularnewline
47 & -0.074518 & -0.5772 & 0.282977 \tabularnewline
48 & -0.067999 & -0.5267 & 0.300166 \tabularnewline
49 & -0.080099 & -0.6204 & 0.268657 \tabularnewline
50 & -0.087053 & -0.6743 & 0.251351 \tabularnewline
51 & -0.067133 & -0.52 & 0.302486 \tabularnewline
52 & -0.046896 & -0.3633 & 0.358846 \tabularnewline
53 & -0.031338 & -0.2427 & 0.404515 \tabularnewline
54 & -0.020302 & -0.1573 & 0.437783 \tabularnewline
55 & -0.012938 & -0.1002 & 0.460252 \tabularnewline
56 & -0.004521 & -0.035 & 0.486089 \tabularnewline
57 & 0.01715 & 0.1328 & 0.447382 \tabularnewline
58 & 0.034965 & 0.2708 & 0.393723 \tabularnewline
59 & 0.020332 & 0.1575 & 0.437695 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70895&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]0.88294[/C][C]6.8392[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.7232[/C][C]5.6019[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.632137[/C][C]4.8965[/C][C]4e-06[/C][/ROW]
[ROW][C]4[/C][C]0.594138[/C][C]4.6022[/C][C]1.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.588861[/C][C]4.5613[/C][C]1.3e-05[/C][/ROW]
[ROW][C]6[/C][C]0.567512[/C][C]4.3959[/C][C]2.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.507139[/C][C]3.9283[/C][C]0.000112[/C][/ROW]
[ROW][C]8[/C][C]0.436542[/C][C]3.3814[/C][C]0.000637[/C][/ROW]
[ROW][C]9[/C][C]0.413683[/C][C]3.2044[/C][C]0.001085[/C][/ROW]
[ROW][C]10[/C][C]0.445476[/C][C]3.4506[/C][C]0.000515[/C][/ROW]
[ROW][C]11[/C][C]0.491363[/C][C]3.8061[/C][C]0.000167[/C][/ROW]
[ROW][C]12[/C][C]0.48318[/C][C]3.7427[/C][C]0.000205[/C][/ROW]
[ROW][C]13[/C][C]0.329425[/C][C]2.5517[/C][C]0.006643[/C][/ROW]
[ROW][C]14[/C][C]0.162136[/C][C]1.2559[/C][C]0.10701[/C][/ROW]
[ROW][C]15[/C][C]0.062111[/C][C]0.4811[/C][C]0.316094[/C][/ROW]
[ROW][C]16[/C][C]0.00849[/C][C]0.0658[/C][C]0.473891[/C][/ROW]
[ROW][C]17[/C][C]-0.016264[/C][C]-0.126[/C][C]0.450083[/C][/ROW]
[ROW][C]18[/C][C]-0.048115[/C][C]-0.3727[/C][C]0.355344[/C][/ROW]
[ROW][C]19[/C][C]-0.105931[/C][C]-0.8205[/C][C]0.207579[/C][/ROW]
[ROW][C]20[/C][C]-0.170907[/C][C]-1.3238[/C][C]0.09529[/C][/ROW]
[ROW][C]21[/C][C]-0.190695[/C][C]-1.4771[/C][C]0.072437[/C][/ROW]
[ROW][C]22[/C][C]-0.161276[/C][C]-1.2492[/C][C]0.108215[/C][/ROW]
[ROW][C]23[/C][C]-0.128703[/C][C]-0.9969[/C][C]0.161402[/C][/ROW]
[ROW][C]24[/C][C]-0.140427[/C][C]-1.0877[/C][C]0.140529[/C][/ROW]
[ROW][C]25[/C][C]-0.25361[/C][C]-1.9645[/C][C]0.027057[/C][/ROW]
[ROW][C]26[/C][C]-0.35681[/C][C]-2.7638[/C][C]0.003788[/C][/ROW]
[ROW][C]27[/C][C]-0.393745[/C][C]-3.0499[/C][C]0.001702[/C][/ROW]
[ROW][C]28[/C][C]-0.400203[/C][C]-3.1[/C][C]0.001473[/C][/ROW]
[ROW][C]29[/C][C]-0.391626[/C][C]-3.0335[/C][C]0.001784[/C][/ROW]
[ROW][C]30[/C][C]-0.385445[/C][C]-2.9856[/C][C]0.002046[/C][/ROW]
[ROW][C]31[/C][C]-0.392219[/C][C]-3.0381[/C][C]0.001761[/C][/ROW]
[ROW][C]32[/C][C]-0.403745[/C][C]-3.1274[/C][C]0.00136[/C][/ROW]
[ROW][C]33[/C][C]-0.369743[/C][C]-2.864[/C][C]0.002878[/C][/ROW]
[ROW][C]34[/C][C]-0.298589[/C][C]-2.3129[/C][C]0.012088[/C][/ROW]
[ROW][C]35[/C][C]-0.249812[/C][C]-1.935[/C][C]0.028852[/C][/ROW]
[ROW][C]36[/C][C]-0.240372[/C][C]-1.8619[/C][C]0.033757[/C][/ROW]
[ROW][C]37[/C][C]-0.276541[/C][C]-2.1421[/C][C]0.018128[/C][/ROW]
[ROW][C]38[/C][C]-0.310352[/C][C]-2.404[/C][C]0.009662[/C][/ROW]
[ROW][C]39[/C][C]-0.302746[/C][C]-2.3451[/C][C]0.011175[/C][/ROW]
[ROW][C]40[/C][C]-0.280448[/C][C]-2.1723[/C][C]0.016896[/C][/ROW]
[ROW][C]41[/C][C]-0.253388[/C][C]-1.9627[/C][C]0.027159[/C][/ROW]
[ROW][C]42[/C][C]-0.228829[/C][C]-1.7725[/C][C]0.040694[/C][/ROW]
[ROW][C]43[/C][C]-0.210317[/C][C]-1.6291[/C][C]0.054265[/C][/ROW]
[ROW][C]44[/C][C]-0.194655[/C][C]-1.5078[/C][C]0.068428[/C][/ROW]
[ROW][C]45[/C][C]-0.152317[/C][C]-1.1798[/C][C]0.12136[/C][/ROW]
[ROW][C]46[/C][C]-0.100154[/C][C]-0.7758[/C][C]0.220459[/C][/ROW]
[ROW][C]47[/C][C]-0.074518[/C][C]-0.5772[/C][C]0.282977[/C][/ROW]
[ROW][C]48[/C][C]-0.067999[/C][C]-0.5267[/C][C]0.300166[/C][/ROW]
[ROW][C]49[/C][C]-0.080099[/C][C]-0.6204[/C][C]0.268657[/C][/ROW]
[ROW][C]50[/C][C]-0.087053[/C][C]-0.6743[/C][C]0.251351[/C][/ROW]
[ROW][C]51[/C][C]-0.067133[/C][C]-0.52[/C][C]0.302486[/C][/ROW]
[ROW][C]52[/C][C]-0.046896[/C][C]-0.3633[/C][C]0.358846[/C][/ROW]
[ROW][C]53[/C][C]-0.031338[/C][C]-0.2427[/C][C]0.404515[/C][/ROW]
[ROW][C]54[/C][C]-0.020302[/C][C]-0.1573[/C][C]0.437783[/C][/ROW]
[ROW][C]55[/C][C]-0.012938[/C][C]-0.1002[/C][C]0.460252[/C][/ROW]
[ROW][C]56[/C][C]-0.004521[/C][C]-0.035[/C][C]0.486089[/C][/ROW]
[ROW][C]57[/C][C]0.01715[/C][C]0.1328[/C][C]0.447382[/C][/ROW]
[ROW][C]58[/C][C]0.034965[/C][C]0.2708[/C][C]0.393723[/C][/ROW]
[ROW][C]59[/C][C]0.020332[/C][C]0.1575[/C][C]0.437695[/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=70895&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70895&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	0.88294	6.8392	0
2	0.7232	5.6019	0
3	0.632137	4.8965	4e-06
4	0.594138	4.6022	1.1e-05
5	0.588861	4.5613	1.3e-05
6	0.567512	4.3959	2.3e-05
7	0.507139	3.9283	0.000112
8	0.436542	3.3814	0.000637
9	0.413683	3.2044	0.001085
10	0.445476	3.4506	0.000515
11	0.491363	3.8061	0.000167
12	0.48318	3.7427	0.000205
13	0.329425	2.5517	0.006643
14	0.162136	1.2559	0.10701
15	0.062111	0.4811	0.316094
16	0.00849	0.0658	0.473891
17	-0.016264	-0.126	0.450083
18	-0.048115	-0.3727	0.355344
19	-0.105931	-0.8205	0.207579
20	-0.170907	-1.3238	0.09529
21	-0.190695	-1.4771	0.072437
22	-0.161276	-1.2492	0.108215
23	-0.128703	-0.9969	0.161402
24	-0.140427	-1.0877	0.140529
25	-0.25361	-1.9645	0.027057
26	-0.35681	-2.7638	0.003788
27	-0.393745	-3.0499	0.001702
28	-0.400203	-3.1	0.001473
29	-0.391626	-3.0335	0.001784
30	-0.385445	-2.9856	0.002046
31	-0.392219	-3.0381	0.001761
32	-0.403745	-3.1274	0.00136
33	-0.369743	-2.864	0.002878
34	-0.298589	-2.3129	0.012088
35	-0.249812	-1.935	0.028852
36	-0.240372	-1.8619	0.033757
37	-0.276541	-2.1421	0.018128
38	-0.310352	-2.404	0.009662
39	-0.302746	-2.3451	0.011175
40	-0.280448	-2.1723	0.016896
41	-0.253388	-1.9627	0.027159
42	-0.228829	-1.7725	0.040694
43	-0.210317	-1.6291	0.054265
44	-0.194655	-1.5078	0.068428
45	-0.152317	-1.1798	0.12136
46	-0.100154	-0.7758	0.220459
47	-0.074518	-0.5772	0.282977
48	-0.067999	-0.5267	0.300166
49	-0.080099	-0.6204	0.268657
50	-0.087053	-0.6743	0.251351
51	-0.067133	-0.52	0.302486
52	-0.046896	-0.3633	0.358846
53	-0.031338	-0.2427	0.404515
54	-0.020302	-0.1573	0.437783
55	-0.012938	-0.1002	0.460252
56	-0.004521	-0.035	0.486089
57	0.01715	0.1328	0.447382
58	0.034965	0.2708	0.393723
59	0.020332	0.1575	0.437695
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.88294	6.8392	0
2	-0.255803	-1.9814	0.026065
3	0.2724	2.11	0.019519
4	0.063417	0.4912	0.312528
5	0.15936	1.2344	0.110934
6	-0.06222	-0.482	0.315797
7	-0.064053	-0.4962	0.310799
8	-0.021232	-0.1645	0.43496
9	0.164202	1.2719	0.104158
10	0.132154	1.0237	0.155053
11	0.097499	0.7552	0.226535
12	-0.134467	-1.0416	0.150893
13	-0.587862	-4.5536	1.3e-05
14	0.01326	0.1027	0.459268
15	-0.208122	-1.6121	0.056094
16	-0.035886	-0.278	0.390995
17	-0.013227	-0.1025	0.459367
18	0.054162	0.4195	0.338162
19	0.019942	0.1545	0.438879
20	-0.05929	-0.4593	0.323854
21	-0.01433	-0.111	0.455992
22	-0.017168	-0.133	0.447325
23	0.088912	0.6887	0.246829
24	0.021646	0.1677	0.433704
25	-0.071383	-0.5529	0.291183
26	0.12552	0.9723	0.16741
27	-0.033524	-0.2597	0.398002
28	-0.037994	-0.2943	0.384773
29	-0.074463	-0.5768	0.28312
30	0.024767	0.1918	0.424256
31	0.027607	0.2138	0.415697
32	-0.011502	-0.0891	0.464651
33	0.091642	0.7099	0.240272
34	-0.025643	-0.1986	0.421611
35	-0.029703	-0.2301	0.409407
36	-0.027763	-0.215	0.41523
37	0.138561	1.0733	0.143719
38	-0.161745	-1.2529	0.107556
39	0.061469	0.4761	0.317853
40	-0.109535	-0.8485	0.199779
41	0.001308	0.0101	0.495975
42	-0.055176	-0.4274	0.335312
43	-0.025482	-0.1974	0.422098
44	-0.007388	-0.0572	0.477276
45	-0.070757	-0.5481	0.292836
46	-0.093867	-0.7271	0.235
47	-0.038389	-0.2974	0.383609
48	0.052173	0.4041	0.343776
49	-0.00221	-0.0171	0.4932
50	0.096931	0.7508	0.227848
51	0.054576	0.4227	0.336997
52	0.014852	0.115	0.454398
53	-0.000754	-0.0058	0.49768
54	-0.073064	-0.566	0.286769
55	-0.038915	-0.3014	0.382062
56	0.020752	0.1607	0.436419
57	-0.053548	-0.4148	0.339892
58	0.011929	0.0924	0.463344
59	-0.122427	-0.9483	0.173386
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.88294 & 6.8392 & 0 \tabularnewline
2 & -0.255803 & -1.9814 & 0.026065 \tabularnewline
3 & 0.2724 & 2.11 & 0.019519 \tabularnewline
4 & 0.063417 & 0.4912 & 0.312528 \tabularnewline
5 & 0.15936 & 1.2344 & 0.110934 \tabularnewline
6 & -0.06222 & -0.482 & 0.315797 \tabularnewline
7 & -0.064053 & -0.4962 & 0.310799 \tabularnewline
8 & -0.021232 & -0.1645 & 0.43496 \tabularnewline
9 & 0.164202 & 1.2719 & 0.104158 \tabularnewline
10 & 0.132154 & 1.0237 & 0.155053 \tabularnewline
11 & 0.097499 & 0.7552 & 0.226535 \tabularnewline
12 & -0.134467 & -1.0416 & 0.150893 \tabularnewline
13 & -0.587862 & -4.5536 & 1.3e-05 \tabularnewline
14 & 0.01326 & 0.1027 & 0.459268 \tabularnewline
15 & -0.208122 & -1.6121 & 0.056094 \tabularnewline
16 & -0.035886 & -0.278 & 0.390995 \tabularnewline
17 & -0.013227 & -0.1025 & 0.459367 \tabularnewline
18 & 0.054162 & 0.4195 & 0.338162 \tabularnewline
19 & 0.019942 & 0.1545 & 0.438879 \tabularnewline
20 & -0.05929 & -0.4593 & 0.323854 \tabularnewline
21 & -0.01433 & -0.111 & 0.455992 \tabularnewline
22 & -0.017168 & -0.133 & 0.447325 \tabularnewline
23 & 0.088912 & 0.6887 & 0.246829 \tabularnewline
24 & 0.021646 & 0.1677 & 0.433704 \tabularnewline
25 & -0.071383 & -0.5529 & 0.291183 \tabularnewline
26 & 0.12552 & 0.9723 & 0.16741 \tabularnewline
27 & -0.033524 & -0.2597 & 0.398002 \tabularnewline
28 & -0.037994 & -0.2943 & 0.384773 \tabularnewline
29 & -0.074463 & -0.5768 & 0.28312 \tabularnewline
30 & 0.024767 & 0.1918 & 0.424256 \tabularnewline
31 & 0.027607 & 0.2138 & 0.415697 \tabularnewline
32 & -0.011502 & -0.0891 & 0.464651 \tabularnewline
33 & 0.091642 & 0.7099 & 0.240272 \tabularnewline
34 & -0.025643 & -0.1986 & 0.421611 \tabularnewline
35 & -0.029703 & -0.2301 & 0.409407 \tabularnewline
36 & -0.027763 & -0.215 & 0.41523 \tabularnewline
37 & 0.138561 & 1.0733 & 0.143719 \tabularnewline
38 & -0.161745 & -1.2529 & 0.107556 \tabularnewline
39 & 0.061469 & 0.4761 & 0.317853 \tabularnewline
40 & -0.109535 & -0.8485 & 0.199779 \tabularnewline
41 & 0.001308 & 0.0101 & 0.495975 \tabularnewline
42 & -0.055176 & -0.4274 & 0.335312 \tabularnewline
43 & -0.025482 & -0.1974 & 0.422098 \tabularnewline
44 & -0.007388 & -0.0572 & 0.477276 \tabularnewline
45 & -0.070757 & -0.5481 & 0.292836 \tabularnewline
46 & -0.093867 & -0.7271 & 0.235 \tabularnewline
47 & -0.038389 & -0.2974 & 0.383609 \tabularnewline
48 & 0.052173 & 0.4041 & 0.343776 \tabularnewline
49 & -0.00221 & -0.0171 & 0.4932 \tabularnewline
50 & 0.096931 & 0.7508 & 0.227848 \tabularnewline
51 & 0.054576 & 0.4227 & 0.336997 \tabularnewline
52 & 0.014852 & 0.115 & 0.454398 \tabularnewline
53 & -0.000754 & -0.0058 & 0.49768 \tabularnewline
54 & -0.073064 & -0.566 & 0.286769 \tabularnewline
55 & -0.038915 & -0.3014 & 0.382062 \tabularnewline
56 & 0.020752 & 0.1607 & 0.436419 \tabularnewline
57 & -0.053548 & -0.4148 & 0.339892 \tabularnewline
58 & 0.011929 & 0.0924 & 0.463344 \tabularnewline
59 & -0.122427 & -0.9483 & 0.173386 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70895&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]0.88294[/C][C]6.8392[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.255803[/C][C]-1.9814[/C][C]0.026065[/C][/ROW]
[ROW][C]3[/C][C]0.2724[/C][C]2.11[/C][C]0.019519[/C][/ROW]
[ROW][C]4[/C][C]0.063417[/C][C]0.4912[/C][C]0.312528[/C][/ROW]
[ROW][C]5[/C][C]0.15936[/C][C]1.2344[/C][C]0.110934[/C][/ROW]
[ROW][C]6[/C][C]-0.06222[/C][C]-0.482[/C][C]0.315797[/C][/ROW]
[ROW][C]7[/C][C]-0.064053[/C][C]-0.4962[/C][C]0.310799[/C][/ROW]
[ROW][C]8[/C][C]-0.021232[/C][C]-0.1645[/C][C]0.43496[/C][/ROW]
[ROW][C]9[/C][C]0.164202[/C][C]1.2719[/C][C]0.104158[/C][/ROW]
[ROW][C]10[/C][C]0.132154[/C][C]1.0237[/C][C]0.155053[/C][/ROW]
[ROW][C]11[/C][C]0.097499[/C][C]0.7552[/C][C]0.226535[/C][/ROW]
[ROW][C]12[/C][C]-0.134467[/C][C]-1.0416[/C][C]0.150893[/C][/ROW]
[ROW][C]13[/C][C]-0.587862[/C][C]-4.5536[/C][C]1.3e-05[/C][/ROW]
[ROW][C]14[/C][C]0.01326[/C][C]0.1027[/C][C]0.459268[/C][/ROW]
[ROW][C]15[/C][C]-0.208122[/C][C]-1.6121[/C][C]0.056094[/C][/ROW]
[ROW][C]16[/C][C]-0.035886[/C][C]-0.278[/C][C]0.390995[/C][/ROW]
[ROW][C]17[/C][C]-0.013227[/C][C]-0.1025[/C][C]0.459367[/C][/ROW]
[ROW][C]18[/C][C]0.054162[/C][C]0.4195[/C][C]0.338162[/C][/ROW]
[ROW][C]19[/C][C]0.019942[/C][C]0.1545[/C][C]0.438879[/C][/ROW]
[ROW][C]20[/C][C]-0.05929[/C][C]-0.4593[/C][C]0.323854[/C][/ROW]
[ROW][C]21[/C][C]-0.01433[/C][C]-0.111[/C][C]0.455992[/C][/ROW]
[ROW][C]22[/C][C]-0.017168[/C][C]-0.133[/C][C]0.447325[/C][/ROW]
[ROW][C]23[/C][C]0.088912[/C][C]0.6887[/C][C]0.246829[/C][/ROW]
[ROW][C]24[/C][C]0.021646[/C][C]0.1677[/C][C]0.433704[/C][/ROW]
[ROW][C]25[/C][C]-0.071383[/C][C]-0.5529[/C][C]0.291183[/C][/ROW]
[ROW][C]26[/C][C]0.12552[/C][C]0.9723[/C][C]0.16741[/C][/ROW]
[ROW][C]27[/C][C]-0.033524[/C][C]-0.2597[/C][C]0.398002[/C][/ROW]
[ROW][C]28[/C][C]-0.037994[/C][C]-0.2943[/C][C]0.384773[/C][/ROW]
[ROW][C]29[/C][C]-0.074463[/C][C]-0.5768[/C][C]0.28312[/C][/ROW]
[ROW][C]30[/C][C]0.024767[/C][C]0.1918[/C][C]0.424256[/C][/ROW]
[ROW][C]31[/C][C]0.027607[/C][C]0.2138[/C][C]0.415697[/C][/ROW]
[ROW][C]32[/C][C]-0.011502[/C][C]-0.0891[/C][C]0.464651[/C][/ROW]
[ROW][C]33[/C][C]0.091642[/C][C]0.7099[/C][C]0.240272[/C][/ROW]
[ROW][C]34[/C][C]-0.025643[/C][C]-0.1986[/C][C]0.421611[/C][/ROW]
[ROW][C]35[/C][C]-0.029703[/C][C]-0.2301[/C][C]0.409407[/C][/ROW]
[ROW][C]36[/C][C]-0.027763[/C][C]-0.215[/C][C]0.41523[/C][/ROW]
[ROW][C]37[/C][C]0.138561[/C][C]1.0733[/C][C]0.143719[/C][/ROW]
[ROW][C]38[/C][C]-0.161745[/C][C]-1.2529[/C][C]0.107556[/C][/ROW]
[ROW][C]39[/C][C]0.061469[/C][C]0.4761[/C][C]0.317853[/C][/ROW]
[ROW][C]40[/C][C]-0.109535[/C][C]-0.8485[/C][C]0.199779[/C][/ROW]
[ROW][C]41[/C][C]0.001308[/C][C]0.0101[/C][C]0.495975[/C][/ROW]
[ROW][C]42[/C][C]-0.055176[/C][C]-0.4274[/C][C]0.335312[/C][/ROW]
[ROW][C]43[/C][C]-0.025482[/C][C]-0.1974[/C][C]0.422098[/C][/ROW]
[ROW][C]44[/C][C]-0.007388[/C][C]-0.0572[/C][C]0.477276[/C][/ROW]
[ROW][C]45[/C][C]-0.070757[/C][C]-0.5481[/C][C]0.292836[/C][/ROW]
[ROW][C]46[/C][C]-0.093867[/C][C]-0.7271[/C][C]0.235[/C][/ROW]
[ROW][C]47[/C][C]-0.038389[/C][C]-0.2974[/C][C]0.383609[/C][/ROW]
[ROW][C]48[/C][C]0.052173[/C][C]0.4041[/C][C]0.343776[/C][/ROW]
[ROW][C]49[/C][C]-0.00221[/C][C]-0.0171[/C][C]0.4932[/C][/ROW]
[ROW][C]50[/C][C]0.096931[/C][C]0.7508[/C][C]0.227848[/C][/ROW]
[ROW][C]51[/C][C]0.054576[/C][C]0.4227[/C][C]0.336997[/C][/ROW]
[ROW][C]52[/C][C]0.014852[/C][C]0.115[/C][C]0.454398[/C][/ROW]
[ROW][C]53[/C][C]-0.000754[/C][C]-0.0058[/C][C]0.49768[/C][/ROW]
[ROW][C]54[/C][C]-0.073064[/C][C]-0.566[/C][C]0.286769[/C][/ROW]
[ROW][C]55[/C][C]-0.038915[/C][C]-0.3014[/C][C]0.382062[/C][/ROW]
[ROW][C]56[/C][C]0.020752[/C][C]0.1607[/C][C]0.436419[/C][/ROW]
[ROW][C]57[/C][C]-0.053548[/C][C]-0.4148[/C][C]0.339892[/C][/ROW]
[ROW][C]58[/C][C]0.011929[/C][C]0.0924[/C][C]0.463344[/C][/ROW]
[ROW][C]59[/C][C]-0.122427[/C][C]-0.9483[/C][C]0.173386[/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=70895&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70895&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	0.88294	6.8392	0
2	-0.255803	-1.9814	0.026065
3	0.2724	2.11	0.019519
4	0.063417	0.4912	0.312528
5	0.15936	1.2344	0.110934
6	-0.06222	-0.482	0.315797
7	-0.064053	-0.4962	0.310799
8	-0.021232	-0.1645	0.43496
9	0.164202	1.2719	0.104158
10	0.132154	1.0237	0.155053
11	0.097499	0.7552	0.226535
12	-0.134467	-1.0416	0.150893
13	-0.587862	-4.5536	1.3e-05
14	0.01326	0.1027	0.459268
15	-0.208122	-1.6121	0.056094
16	-0.035886	-0.278	0.390995
17	-0.013227	-0.1025	0.459367
18	0.054162	0.4195	0.338162
19	0.019942	0.1545	0.438879
20	-0.05929	-0.4593	0.323854
21	-0.01433	-0.111	0.455992
22	-0.017168	-0.133	0.447325
23	0.088912	0.6887	0.246829
24	0.021646	0.1677	0.433704
25	-0.071383	-0.5529	0.291183
26	0.12552	0.9723	0.16741
27	-0.033524	-0.2597	0.398002
28	-0.037994	-0.2943	0.384773
29	-0.074463	-0.5768	0.28312
30	0.024767	0.1918	0.424256
31	0.027607	0.2138	0.415697
32	-0.011502	-0.0891	0.464651
33	0.091642	0.7099	0.240272
34	-0.025643	-0.1986	0.421611
35	-0.029703	-0.2301	0.409407
36	-0.027763	-0.215	0.41523
37	0.138561	1.0733	0.143719
38	-0.161745	-1.2529	0.107556
39	0.061469	0.4761	0.317853
40	-0.109535	-0.8485	0.199779
41	0.001308	0.0101	0.495975
42	-0.055176	-0.4274	0.335312
43	-0.025482	-0.1974	0.422098
44	-0.007388	-0.0572	0.477276
45	-0.070757	-0.5481	0.292836
46	-0.093867	-0.7271	0.235
47	-0.038389	-0.2974	0.383609
48	0.052173	0.4041	0.343776
49	-0.00221	-0.0171	0.4932
50	0.096931	0.7508	0.227848
51	0.054576	0.4227	0.336997
52	0.014852	0.115	0.454398
53	-0.000754	-0.0058	0.49768
54	-0.073064	-0.566	0.286769
55	-0.038915	-0.3014	0.382062
56	0.020752	0.1607	0.436419
57	-0.053548	-0.4148	0.339892
58	0.011929	0.0924	0.463344
59	-0.122427	-0.9483	0.173386
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 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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