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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 27 Dec 2009 07:14:34 -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/t1261923299amqkgtyzczghvio.htm/, Retrieved Thu, 02 May 2024 20:12:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70896, Retrieved Thu, 02 May 2024 20:12:02 +0000

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User-defined keywords

Estimated Impact

135

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] [005293453b571dbccb80b45226e44173]
-   P           [(Partial) Autocorrelation Function] [acf wlh] [2009-12-27 14:14:34] [b02b8a83db8a631da1ab9c106b4cdcf2] [Current]
-   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	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=70896&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=70896&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70896&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	0.246037	1.8898	0.031847
2	-0.216194	-1.6606	0.051048
3	-0.257927	-1.9812	0.026119
4	-0.18458	-1.4178	0.080757
5	0.087886	0.6751	0.251135
6	0.224236	1.7224	0.045119
7	0.092345	0.7093	0.240461
8	-0.211912	-1.6277	0.054456
9	-0.263779	-2.0261	0.02364
10	-0.224745	-1.7263	0.044764
11	0.236584	1.8172	0.03713
12	0.732413	5.6258	0
13	0.123722	0.9503	0.172912
14	-0.209993	-1.613	0.056042
15	-0.233581	-1.7942	0.038955
16	-0.182797	-1.4041	0.082767
17	0.040278	0.3094	0.379062
18	0.134048	1.0296	0.153691
19	0.033804	0.2597	0.398017
20	-0.228407	-1.7544	0.042275
21	-0.250498	-1.9241	0.029584
22	-0.178329	-1.3698	0.087975
23	0.185488	1.4248	0.079747
24	0.502119	3.8568	0.000143
25	0.053135	0.4081	0.342325
26	-0.178613	-1.3719	0.087637
27	-0.161132	-1.2377	0.11037
28	-0.117075	-0.8993	0.186082
29	0.033051	0.2539	0.400238
30	0.081595	0.6267	0.266622
31	0.018261	0.1403	0.444464
32	-0.190902	-1.4663	0.073932
33	-0.176362	-1.3547	0.090345
34	-0.079512	-0.6107	0.271859
35	0.118964	0.9138	0.182276
36	0.290962	2.2349	0.014611
37	0.04063	0.3121	0.378038
38	-0.078995	-0.6068	0.273166
39	-0.087993	-0.6759	0.250878
40	-0.034343	-0.2638	0.396429
41	0.028636	0.22	0.413331
42	0.053697	0.4125	0.34075
43	0.016194	0.1244	0.450715
44	-0.088365	-0.6787	0.249977
45	-0.069091	-0.5307	0.298809
46	-0.03104	-0.2384	0.40619
47	0.055819	0.4288	0.334832
48	0.140223	1.0771	0.142915
49	0.022285	0.1712	0.432337
50	-0.028245	-0.217	0.414496
51	-0.037049	-0.2846	0.388481
52	-0.018955	-0.1456	0.442367
53	-0.009775	-0.0751	0.470201
54	0.000118	9e-04	0.499639
55	-0.008439	-0.0648	0.474269
56	-0.042217	-0.3243	0.373437
57	-0.011167	-0.0858	0.465966
58	-0.000519	-0.004	0.498416
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 & 0.246037 & 1.8898 & 0.031847 \tabularnewline
2 & -0.216194 & -1.6606 & 0.051048 \tabularnewline
3 & -0.257927 & -1.9812 & 0.026119 \tabularnewline
4 & -0.18458 & -1.4178 & 0.080757 \tabularnewline
5 & 0.087886 & 0.6751 & 0.251135 \tabularnewline
6 & 0.224236 & 1.7224 & 0.045119 \tabularnewline
7 & 0.092345 & 0.7093 & 0.240461 \tabularnewline
8 & -0.211912 & -1.6277 & 0.054456 \tabularnewline
9 & -0.263779 & -2.0261 & 0.02364 \tabularnewline
10 & -0.224745 & -1.7263 & 0.044764 \tabularnewline
11 & 0.236584 & 1.8172 & 0.03713 \tabularnewline
12 & 0.732413 & 5.6258 & 0 \tabularnewline
13 & 0.123722 & 0.9503 & 0.172912 \tabularnewline
14 & -0.209993 & -1.613 & 0.056042 \tabularnewline
15 & -0.233581 & -1.7942 & 0.038955 \tabularnewline
16 & -0.182797 & -1.4041 & 0.082767 \tabularnewline
17 & 0.040278 & 0.3094 & 0.379062 \tabularnewline
18 & 0.134048 & 1.0296 & 0.153691 \tabularnewline
19 & 0.033804 & 0.2597 & 0.398017 \tabularnewline
20 & -0.228407 & -1.7544 & 0.042275 \tabularnewline
21 & -0.250498 & -1.9241 & 0.029584 \tabularnewline
22 & -0.178329 & -1.3698 & 0.087975 \tabularnewline
23 & 0.185488 & 1.4248 & 0.079747 \tabularnewline
24 & 0.502119 & 3.8568 & 0.000143 \tabularnewline
25 & 0.053135 & 0.4081 & 0.342325 \tabularnewline
26 & -0.178613 & -1.3719 & 0.087637 \tabularnewline
27 & -0.161132 & -1.2377 & 0.11037 \tabularnewline
28 & -0.117075 & -0.8993 & 0.186082 \tabularnewline
29 & 0.033051 & 0.2539 & 0.400238 \tabularnewline
30 & 0.081595 & 0.6267 & 0.266622 \tabularnewline
31 & 0.018261 & 0.1403 & 0.444464 \tabularnewline
32 & -0.190902 & -1.4663 & 0.073932 \tabularnewline
33 & -0.176362 & -1.3547 & 0.090345 \tabularnewline
34 & -0.079512 & -0.6107 & 0.271859 \tabularnewline
35 & 0.118964 & 0.9138 & 0.182276 \tabularnewline
36 & 0.290962 & 2.2349 & 0.014611 \tabularnewline
37 & 0.04063 & 0.3121 & 0.378038 \tabularnewline
38 & -0.078995 & -0.6068 & 0.273166 \tabularnewline
39 & -0.087993 & -0.6759 & 0.250878 \tabularnewline
40 & -0.034343 & -0.2638 & 0.396429 \tabularnewline
41 & 0.028636 & 0.22 & 0.413331 \tabularnewline
42 & 0.053697 & 0.4125 & 0.34075 \tabularnewline
43 & 0.016194 & 0.1244 & 0.450715 \tabularnewline
44 & -0.088365 & -0.6787 & 0.249977 \tabularnewline
45 & -0.069091 & -0.5307 & 0.298809 \tabularnewline
46 & -0.03104 & -0.2384 & 0.40619 \tabularnewline
47 & 0.055819 & 0.4288 & 0.334832 \tabularnewline
48 & 0.140223 & 1.0771 & 0.142915 \tabularnewline
49 & 0.022285 & 0.1712 & 0.432337 \tabularnewline
50 & -0.028245 & -0.217 & 0.414496 \tabularnewline
51 & -0.037049 & -0.2846 & 0.388481 \tabularnewline
52 & -0.018955 & -0.1456 & 0.442367 \tabularnewline
53 & -0.009775 & -0.0751 & 0.470201 \tabularnewline
54 & 0.000118 & 9e-04 & 0.499639 \tabularnewline
55 & -0.008439 & -0.0648 & 0.474269 \tabularnewline
56 & -0.042217 & -0.3243 & 0.373437 \tabularnewline
57 & -0.011167 & -0.0858 & 0.465966 \tabularnewline
58 & -0.000519 & -0.004 & 0.498416 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70896&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]0.246037[/C][C]1.8898[/C][C]0.031847[/C][/ROW]
[ROW][C]2[/C][C]-0.216194[/C][C]-1.6606[/C][C]0.051048[/C][/ROW]
[ROW][C]3[/C][C]-0.257927[/C][C]-1.9812[/C][C]0.026119[/C][/ROW]
[ROW][C]4[/C][C]-0.18458[/C][C]-1.4178[/C][C]0.080757[/C][/ROW]
[ROW][C]5[/C][C]0.087886[/C][C]0.6751[/C][C]0.251135[/C][/ROW]
[ROW][C]6[/C][C]0.224236[/C][C]1.7224[/C][C]0.045119[/C][/ROW]
[ROW][C]7[/C][C]0.092345[/C][C]0.7093[/C][C]0.240461[/C][/ROW]
[ROW][C]8[/C][C]-0.211912[/C][C]-1.6277[/C][C]0.054456[/C][/ROW]
[ROW][C]9[/C][C]-0.263779[/C][C]-2.0261[/C][C]0.02364[/C][/ROW]
[ROW][C]10[/C][C]-0.224745[/C][C]-1.7263[/C][C]0.044764[/C][/ROW]
[ROW][C]11[/C][C]0.236584[/C][C]1.8172[/C][C]0.03713[/C][/ROW]
[ROW][C]12[/C][C]0.732413[/C][C]5.6258[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.123722[/C][C]0.9503[/C][C]0.172912[/C][/ROW]
[ROW][C]14[/C][C]-0.209993[/C][C]-1.613[/C][C]0.056042[/C][/ROW]
[ROW][C]15[/C][C]-0.233581[/C][C]-1.7942[/C][C]0.038955[/C][/ROW]
[ROW][C]16[/C][C]-0.182797[/C][C]-1.4041[/C][C]0.082767[/C][/ROW]
[ROW][C]17[/C][C]0.040278[/C][C]0.3094[/C][C]0.379062[/C][/ROW]
[ROW][C]18[/C][C]0.134048[/C][C]1.0296[/C][C]0.153691[/C][/ROW]
[ROW][C]19[/C][C]0.033804[/C][C]0.2597[/C][C]0.398017[/C][/ROW]
[ROW][C]20[/C][C]-0.228407[/C][C]-1.7544[/C][C]0.042275[/C][/ROW]
[ROW][C]21[/C][C]-0.250498[/C][C]-1.9241[/C][C]0.029584[/C][/ROW]
[ROW][C]22[/C][C]-0.178329[/C][C]-1.3698[/C][C]0.087975[/C][/ROW]
[ROW][C]23[/C][C]0.185488[/C][C]1.4248[/C][C]0.079747[/C][/ROW]
[ROW][C]24[/C][C]0.502119[/C][C]3.8568[/C][C]0.000143[/C][/ROW]
[ROW][C]25[/C][C]0.053135[/C][C]0.4081[/C][C]0.342325[/C][/ROW]
[ROW][C]26[/C][C]-0.178613[/C][C]-1.3719[/C][C]0.087637[/C][/ROW]
[ROW][C]27[/C][C]-0.161132[/C][C]-1.2377[/C][C]0.11037[/C][/ROW]
[ROW][C]28[/C][C]-0.117075[/C][C]-0.8993[/C][C]0.186082[/C][/ROW]
[ROW][C]29[/C][C]0.033051[/C][C]0.2539[/C][C]0.400238[/C][/ROW]
[ROW][C]30[/C][C]0.081595[/C][C]0.6267[/C][C]0.266622[/C][/ROW]
[ROW][C]31[/C][C]0.018261[/C][C]0.1403[/C][C]0.444464[/C][/ROW]
[ROW][C]32[/C][C]-0.190902[/C][C]-1.4663[/C][C]0.073932[/C][/ROW]
[ROW][C]33[/C][C]-0.176362[/C][C]-1.3547[/C][C]0.090345[/C][/ROW]
[ROW][C]34[/C][C]-0.079512[/C][C]-0.6107[/C][C]0.271859[/C][/ROW]
[ROW][C]35[/C][C]0.118964[/C][C]0.9138[/C][C]0.182276[/C][/ROW]
[ROW][C]36[/C][C]0.290962[/C][C]2.2349[/C][C]0.014611[/C][/ROW]
[ROW][C]37[/C][C]0.04063[/C][C]0.3121[/C][C]0.378038[/C][/ROW]
[ROW][C]38[/C][C]-0.078995[/C][C]-0.6068[/C][C]0.273166[/C][/ROW]
[ROW][C]39[/C][C]-0.087993[/C][C]-0.6759[/C][C]0.250878[/C][/ROW]
[ROW][C]40[/C][C]-0.034343[/C][C]-0.2638[/C][C]0.396429[/C][/ROW]
[ROW][C]41[/C][C]0.028636[/C][C]0.22[/C][C]0.413331[/C][/ROW]
[ROW][C]42[/C][C]0.053697[/C][C]0.4125[/C][C]0.34075[/C][/ROW]
[ROW][C]43[/C][C]0.016194[/C][C]0.1244[/C][C]0.450715[/C][/ROW]
[ROW][C]44[/C][C]-0.088365[/C][C]-0.6787[/C][C]0.249977[/C][/ROW]
[ROW][C]45[/C][C]-0.069091[/C][C]-0.5307[/C][C]0.298809[/C][/ROW]
[ROW][C]46[/C][C]-0.03104[/C][C]-0.2384[/C][C]0.40619[/C][/ROW]
[ROW][C]47[/C][C]0.055819[/C][C]0.4288[/C][C]0.334832[/C][/ROW]
[ROW][C]48[/C][C]0.140223[/C][C]1.0771[/C][C]0.142915[/C][/ROW]
[ROW][C]49[/C][C]0.022285[/C][C]0.1712[/C][C]0.432337[/C][/ROW]
[ROW][C]50[/C][C]-0.028245[/C][C]-0.217[/C][C]0.414496[/C][/ROW]
[ROW][C]51[/C][C]-0.037049[/C][C]-0.2846[/C][C]0.388481[/C][/ROW]
[ROW][C]52[/C][C]-0.018955[/C][C]-0.1456[/C][C]0.442367[/C][/ROW]
[ROW][C]53[/C][C]-0.009775[/C][C]-0.0751[/C][C]0.470201[/C][/ROW]
[ROW][C]54[/C][C]0.000118[/C][C]9e-04[/C][C]0.499639[/C][/ROW]
[ROW][C]55[/C][C]-0.008439[/C][C]-0.0648[/C][C]0.474269[/C][/ROW]
[ROW][C]56[/C][C]-0.042217[/C][C]-0.3243[/C][C]0.373437[/C][/ROW]
[ROW][C]57[/C][C]-0.011167[/C][C]-0.0858[/C][C]0.465966[/C][/ROW]
[ROW][C]58[/C][C]-0.000519[/C][C]-0.004[/C][C]0.498416[/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=70896&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70896&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	0.246037	1.8898	0.031847
2	-0.216194	-1.6606	0.051048
3	-0.257927	-1.9812	0.026119
4	-0.18458	-1.4178	0.080757
5	0.087886	0.6751	0.251135
6	0.224236	1.7224	0.045119
7	0.092345	0.7093	0.240461
8	-0.211912	-1.6277	0.054456
9	-0.263779	-2.0261	0.02364
10	-0.224745	-1.7263	0.044764
11	0.236584	1.8172	0.03713
12	0.732413	5.6258	0
13	0.123722	0.9503	0.172912
14	-0.209993	-1.613	0.056042
15	-0.233581	-1.7942	0.038955
16	-0.182797	-1.4041	0.082767
17	0.040278	0.3094	0.379062
18	0.134048	1.0296	0.153691
19	0.033804	0.2597	0.398017
20	-0.228407	-1.7544	0.042275
21	-0.250498	-1.9241	0.029584
22	-0.178329	-1.3698	0.087975
23	0.185488	1.4248	0.079747
24	0.502119	3.8568	0.000143
25	0.053135	0.4081	0.342325
26	-0.178613	-1.3719	0.087637
27	-0.161132	-1.2377	0.11037
28	-0.117075	-0.8993	0.186082
29	0.033051	0.2539	0.400238
30	0.081595	0.6267	0.266622
31	0.018261	0.1403	0.444464
32	-0.190902	-1.4663	0.073932
33	-0.176362	-1.3547	0.090345
34	-0.079512	-0.6107	0.271859
35	0.118964	0.9138	0.182276
36	0.290962	2.2349	0.014611
37	0.04063	0.3121	0.378038
38	-0.078995	-0.6068	0.273166
39	-0.087993	-0.6759	0.250878
40	-0.034343	-0.2638	0.396429
41	0.028636	0.22	0.413331
42	0.053697	0.4125	0.34075
43	0.016194	0.1244	0.450715
44	-0.088365	-0.6787	0.249977
45	-0.069091	-0.5307	0.298809
46	-0.03104	-0.2384	0.40619
47	0.055819	0.4288	0.334832
48	0.140223	1.0771	0.142915
49	0.022285	0.1712	0.432337
50	-0.028245	-0.217	0.414496
51	-0.037049	-0.2846	0.388481
52	-0.018955	-0.1456	0.442367
53	-0.009775	-0.0751	0.470201
54	0.000118	9e-04	0.499639
55	-0.008439	-0.0648	0.474269
56	-0.042217	-0.3243	0.373437
57	-0.011167	-0.0858	0.465966
58	-0.000519	-0.004	0.498416
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.246037	1.8898	0.031847
2	-0.294559	-2.2626	0.01368
3	-0.135899	-1.0439	0.150404
4	-0.158697	-1.219	0.113853
5	0.096761	0.7432	0.230145
6	0.084022	0.6454	0.260591
7	-0.000123	-9e-04	0.499626
8	-0.202615	-1.5563	0.062491
9	-0.100167	-0.7694	0.222363
10	-0.224318	-1.723	0.045061
11	0.274599	2.1092	0.019589
12	0.60426	4.6414	1e-05
13	-0.230423	-1.7699	0.040954
14	0.039684	0.3048	0.38079
15	0.001934	0.0149	0.494098
16	-0.092157	-0.7079	0.240906
17	-0.085421	-0.6561	0.257144
18	-0.191617	-1.4718	0.073189
19	-0.04701	-0.3611	0.359662
20	-0.054952	-0.4221	0.337244
21	-0.030447	-0.2339	0.407947
22	0.031933	0.2453	0.403546
23	-0.127514	-0.9795	0.165677
24	-0.037536	-0.2883	0.387056
25	0.012795	0.0983	0.461022
26	-0.061888	-0.4754	0.318138
27	0.06881	0.5285	0.299553
28	0.00303	0.0233	0.490755
29	-0.006928	-0.0532	0.478871
30	-0.013982	-0.1074	0.45742
31	0.002568	0.0197	0.492165
32	0.006384	0.049	0.480528
33	0.00587	0.0451	0.482095
34	0.030947	0.2377	0.406465
35	-0.136025	-1.0448	0.150182
36	-0.134833	-1.0357	0.152292
37	0.095978	0.7372	0.231955
38	0.028133	0.2161	0.414829
39	-0.08471	-0.6507	0.258894
40	0.066152	0.5081	0.306631
41	-0.031924	-0.2452	0.403571
42	0.054502	0.4186	0.338502
43	-0.013285	-0.102	0.459534
44	0.116108	0.8918	0.188051
45	0.010585	0.0813	0.467736
46	-0.079115	-0.6077	0.27286
47	0.076775	0.5897	0.278816
48	-0.051691	-0.397	0.346383
49	-0.081386	-0.6251	0.267145
50	0.006603	0.0507	0.479862
51	-0.077926	-0.5986	0.275878
52	-0.077669	-0.5966	0.276533
53	-0.029547	-0.227	0.410621
54	-0.03405	-0.2615	0.397293
55	-0.044393	-0.341	0.367161
56	-0.086862	-0.6672	0.253624
57	0.042364	0.3254	0.373013
58	0.031897	0.245	0.403651
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 & 0.246037 & 1.8898 & 0.031847 \tabularnewline
2 & -0.294559 & -2.2626 & 0.01368 \tabularnewline
3 & -0.135899 & -1.0439 & 0.150404 \tabularnewline
4 & -0.158697 & -1.219 & 0.113853 \tabularnewline
5 & 0.096761 & 0.7432 & 0.230145 \tabularnewline
6 & 0.084022 & 0.6454 & 0.260591 \tabularnewline
7 & -0.000123 & -9e-04 & 0.499626 \tabularnewline
8 & -0.202615 & -1.5563 & 0.062491 \tabularnewline
9 & -0.100167 & -0.7694 & 0.222363 \tabularnewline
10 & -0.224318 & -1.723 & 0.045061 \tabularnewline
11 & 0.274599 & 2.1092 & 0.019589 \tabularnewline
12 & 0.60426 & 4.6414 & 1e-05 \tabularnewline
13 & -0.230423 & -1.7699 & 0.040954 \tabularnewline
14 & 0.039684 & 0.3048 & 0.38079 \tabularnewline
15 & 0.001934 & 0.0149 & 0.494098 \tabularnewline
16 & -0.092157 & -0.7079 & 0.240906 \tabularnewline
17 & -0.085421 & -0.6561 & 0.257144 \tabularnewline
18 & -0.191617 & -1.4718 & 0.073189 \tabularnewline
19 & -0.04701 & -0.3611 & 0.359662 \tabularnewline
20 & -0.054952 & -0.4221 & 0.337244 \tabularnewline
21 & -0.030447 & -0.2339 & 0.407947 \tabularnewline
22 & 0.031933 & 0.2453 & 0.403546 \tabularnewline
23 & -0.127514 & -0.9795 & 0.165677 \tabularnewline
24 & -0.037536 & -0.2883 & 0.387056 \tabularnewline
25 & 0.012795 & 0.0983 & 0.461022 \tabularnewline
26 & -0.061888 & -0.4754 & 0.318138 \tabularnewline
27 & 0.06881 & 0.5285 & 0.299553 \tabularnewline
28 & 0.00303 & 0.0233 & 0.490755 \tabularnewline
29 & -0.006928 & -0.0532 & 0.478871 \tabularnewline
30 & -0.013982 & -0.1074 & 0.45742 \tabularnewline
31 & 0.002568 & 0.0197 & 0.492165 \tabularnewline
32 & 0.006384 & 0.049 & 0.480528 \tabularnewline
33 & 0.00587 & 0.0451 & 0.482095 \tabularnewline
34 & 0.030947 & 0.2377 & 0.406465 \tabularnewline
35 & -0.136025 & -1.0448 & 0.150182 \tabularnewline
36 & -0.134833 & -1.0357 & 0.152292 \tabularnewline
37 & 0.095978 & 0.7372 & 0.231955 \tabularnewline
38 & 0.028133 & 0.2161 & 0.414829 \tabularnewline
39 & -0.08471 & -0.6507 & 0.258894 \tabularnewline
40 & 0.066152 & 0.5081 & 0.306631 \tabularnewline
41 & -0.031924 & -0.2452 & 0.403571 \tabularnewline
42 & 0.054502 & 0.4186 & 0.338502 \tabularnewline
43 & -0.013285 & -0.102 & 0.459534 \tabularnewline
44 & 0.116108 & 0.8918 & 0.188051 \tabularnewline
45 & 0.010585 & 0.0813 & 0.467736 \tabularnewline
46 & -0.079115 & -0.6077 & 0.27286 \tabularnewline
47 & 0.076775 & 0.5897 & 0.278816 \tabularnewline
48 & -0.051691 & -0.397 & 0.346383 \tabularnewline
49 & -0.081386 & -0.6251 & 0.267145 \tabularnewline
50 & 0.006603 & 0.0507 & 0.479862 \tabularnewline
51 & -0.077926 & -0.5986 & 0.275878 \tabularnewline
52 & -0.077669 & -0.5966 & 0.276533 \tabularnewline
53 & -0.029547 & -0.227 & 0.410621 \tabularnewline
54 & -0.03405 & -0.2615 & 0.397293 \tabularnewline
55 & -0.044393 & -0.341 & 0.367161 \tabularnewline
56 & -0.086862 & -0.6672 & 0.253624 \tabularnewline
57 & 0.042364 & 0.3254 & 0.373013 \tabularnewline
58 & 0.031897 & 0.245 & 0.403651 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70896&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]0.246037[/C][C]1.8898[/C][C]0.031847[/C][/ROW]
[ROW][C]2[/C][C]-0.294559[/C][C]-2.2626[/C][C]0.01368[/C][/ROW]
[ROW][C]3[/C][C]-0.135899[/C][C]-1.0439[/C][C]0.150404[/C][/ROW]
[ROW][C]4[/C][C]-0.158697[/C][C]-1.219[/C][C]0.113853[/C][/ROW]
[ROW][C]5[/C][C]0.096761[/C][C]0.7432[/C][C]0.230145[/C][/ROW]
[ROW][C]6[/C][C]0.084022[/C][C]0.6454[/C][C]0.260591[/C][/ROW]
[ROW][C]7[/C][C]-0.000123[/C][C]-9e-04[/C][C]0.499626[/C][/ROW]
[ROW][C]8[/C][C]-0.202615[/C][C]-1.5563[/C][C]0.062491[/C][/ROW]
[ROW][C]9[/C][C]-0.100167[/C][C]-0.7694[/C][C]0.222363[/C][/ROW]
[ROW][C]10[/C][C]-0.224318[/C][C]-1.723[/C][C]0.045061[/C][/ROW]
[ROW][C]11[/C][C]0.274599[/C][C]2.1092[/C][C]0.019589[/C][/ROW]
[ROW][C]12[/C][C]0.60426[/C][C]4.6414[/C][C]1e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.230423[/C][C]-1.7699[/C][C]0.040954[/C][/ROW]
[ROW][C]14[/C][C]0.039684[/C][C]0.3048[/C][C]0.38079[/C][/ROW]
[ROW][C]15[/C][C]0.001934[/C][C]0.0149[/C][C]0.494098[/C][/ROW]
[ROW][C]16[/C][C]-0.092157[/C][C]-0.7079[/C][C]0.240906[/C][/ROW]
[ROW][C]17[/C][C]-0.085421[/C][C]-0.6561[/C][C]0.257144[/C][/ROW]
[ROW][C]18[/C][C]-0.191617[/C][C]-1.4718[/C][C]0.073189[/C][/ROW]
[ROW][C]19[/C][C]-0.04701[/C][C]-0.3611[/C][C]0.359662[/C][/ROW]
[ROW][C]20[/C][C]-0.054952[/C][C]-0.4221[/C][C]0.337244[/C][/ROW]
[ROW][C]21[/C][C]-0.030447[/C][C]-0.2339[/C][C]0.407947[/C][/ROW]
[ROW][C]22[/C][C]0.031933[/C][C]0.2453[/C][C]0.403546[/C][/ROW]
[ROW][C]23[/C][C]-0.127514[/C][C]-0.9795[/C][C]0.165677[/C][/ROW]
[ROW][C]24[/C][C]-0.037536[/C][C]-0.2883[/C][C]0.387056[/C][/ROW]
[ROW][C]25[/C][C]0.012795[/C][C]0.0983[/C][C]0.461022[/C][/ROW]
[ROW][C]26[/C][C]-0.061888[/C][C]-0.4754[/C][C]0.318138[/C][/ROW]
[ROW][C]27[/C][C]0.06881[/C][C]0.5285[/C][C]0.299553[/C][/ROW]
[ROW][C]28[/C][C]0.00303[/C][C]0.0233[/C][C]0.490755[/C][/ROW]
[ROW][C]29[/C][C]-0.006928[/C][C]-0.0532[/C][C]0.478871[/C][/ROW]
[ROW][C]30[/C][C]-0.013982[/C][C]-0.1074[/C][C]0.45742[/C][/ROW]
[ROW][C]31[/C][C]0.002568[/C][C]0.0197[/C][C]0.492165[/C][/ROW]
[ROW][C]32[/C][C]0.006384[/C][C]0.049[/C][C]0.480528[/C][/ROW]
[ROW][C]33[/C][C]0.00587[/C][C]0.0451[/C][C]0.482095[/C][/ROW]
[ROW][C]34[/C][C]0.030947[/C][C]0.2377[/C][C]0.406465[/C][/ROW]
[ROW][C]35[/C][C]-0.136025[/C][C]-1.0448[/C][C]0.150182[/C][/ROW]
[ROW][C]36[/C][C]-0.134833[/C][C]-1.0357[/C][C]0.152292[/C][/ROW]
[ROW][C]37[/C][C]0.095978[/C][C]0.7372[/C][C]0.231955[/C][/ROW]
[ROW][C]38[/C][C]0.028133[/C][C]0.2161[/C][C]0.414829[/C][/ROW]
[ROW][C]39[/C][C]-0.08471[/C][C]-0.6507[/C][C]0.258894[/C][/ROW]
[ROW][C]40[/C][C]0.066152[/C][C]0.5081[/C][C]0.306631[/C][/ROW]
[ROW][C]41[/C][C]-0.031924[/C][C]-0.2452[/C][C]0.403571[/C][/ROW]
[ROW][C]42[/C][C]0.054502[/C][C]0.4186[/C][C]0.338502[/C][/ROW]
[ROW][C]43[/C][C]-0.013285[/C][C]-0.102[/C][C]0.459534[/C][/ROW]
[ROW][C]44[/C][C]0.116108[/C][C]0.8918[/C][C]0.188051[/C][/ROW]
[ROW][C]45[/C][C]0.010585[/C][C]0.0813[/C][C]0.467736[/C][/ROW]
[ROW][C]46[/C][C]-0.079115[/C][C]-0.6077[/C][C]0.27286[/C][/ROW]
[ROW][C]47[/C][C]0.076775[/C][C]0.5897[/C][C]0.278816[/C][/ROW]
[ROW][C]48[/C][C]-0.051691[/C][C]-0.397[/C][C]0.346383[/C][/ROW]
[ROW][C]49[/C][C]-0.081386[/C][C]-0.6251[/C][C]0.267145[/C][/ROW]
[ROW][C]50[/C][C]0.006603[/C][C]0.0507[/C][C]0.479862[/C][/ROW]
[ROW][C]51[/C][C]-0.077926[/C][C]-0.5986[/C][C]0.275878[/C][/ROW]
[ROW][C]52[/C][C]-0.077669[/C][C]-0.5966[/C][C]0.276533[/C][/ROW]
[ROW][C]53[/C][C]-0.029547[/C][C]-0.227[/C][C]0.410621[/C][/ROW]
[ROW][C]54[/C][C]-0.03405[/C][C]-0.2615[/C][C]0.397293[/C][/ROW]
[ROW][C]55[/C][C]-0.044393[/C][C]-0.341[/C][C]0.367161[/C][/ROW]
[ROW][C]56[/C][C]-0.086862[/C][C]-0.6672[/C][C]0.253624[/C][/ROW]
[ROW][C]57[/C][C]0.042364[/C][C]0.3254[/C][C]0.373013[/C][/ROW]
[ROW][C]58[/C][C]0.031897[/C][C]0.245[/C][C]0.403651[/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=70896&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70896&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	0.246037	1.8898	0.031847
2	-0.294559	-2.2626	0.01368
3	-0.135899	-1.0439	0.150404
4	-0.158697	-1.219	0.113853
5	0.096761	0.7432	0.230145
6	0.084022	0.6454	0.260591
7	-0.000123	-9e-04	0.499626
8	-0.202615	-1.5563	0.062491
9	-0.100167	-0.7694	0.222363
10	-0.224318	-1.723	0.045061
11	0.274599	2.1092	0.019589
12	0.60426	4.6414	1e-05
13	-0.230423	-1.7699	0.040954
14	0.039684	0.3048	0.38079
15	0.001934	0.0149	0.494098
16	-0.092157	-0.7079	0.240906
17	-0.085421	-0.6561	0.257144
18	-0.191617	-1.4718	0.073189
19	-0.04701	-0.3611	0.359662
20	-0.054952	-0.4221	0.337244
21	-0.030447	-0.2339	0.407947
22	0.031933	0.2453	0.403546
23	-0.127514	-0.9795	0.165677
24	-0.037536	-0.2883	0.387056
25	0.012795	0.0983	0.461022
26	-0.061888	-0.4754	0.318138
27	0.06881	0.5285	0.299553
28	0.00303	0.0233	0.490755
29	-0.006928	-0.0532	0.478871
30	-0.013982	-0.1074	0.45742
31	0.002568	0.0197	0.492165
32	0.006384	0.049	0.480528
33	0.00587	0.0451	0.482095
34	0.030947	0.2377	0.406465
35	-0.136025	-1.0448	0.150182
36	-0.134833	-1.0357	0.152292
37	0.095978	0.7372	0.231955
38	0.028133	0.2161	0.414829
39	-0.08471	-0.6507	0.258894
40	0.066152	0.5081	0.306631
41	-0.031924	-0.2452	0.403571
42	0.054502	0.4186	0.338502
43	-0.013285	-0.102	0.459534
44	0.116108	0.8918	0.188051
45	0.010585	0.0813	0.467736
46	-0.079115	-0.6077	0.27286
47	0.076775	0.5897	0.278816
48	-0.051691	-0.397	0.346383
49	-0.081386	-0.6251	0.267145
50	0.006603	0.0507	0.479862
51	-0.077926	-0.5986	0.275878
52	-0.077669	-0.5966	0.276533
53	-0.029547	-0.227	0.410621
54	-0.03405	-0.2615	0.397293
55	-0.044393	-0.341	0.367161
56	-0.086862	-0.6672	0.253624
57	0.042364	0.3254	0.373013
58	0.031897	0.245	0.403651
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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

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

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code