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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 27 Dec 2009 13:14:54 -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/t12619451133l8jzmqh90b4j2y.htm/, Retrieved Thu, 02 May 2024 19:50:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70921, Retrieved Thu, 02 May 2024 19:50:08 +0000

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User-defined keywords

Estimated Impact

145

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
- R PD    [(Partial) Autocorrelation Function] [ws9-3] [2009-12-04 20:43:56] [74be16979710d4c4e7c6647856088456]
-   P       [(Partial) Autocorrelation Function] [acf] [2009-12-27 19:56:57] [d8fc2cb19a73ee9b4ebccccec0f2ad7f]
-   P           [(Partial) Autocorrelation Function] [] [2009-12-27 20:14:54] [58c0e7ecdfec19fc38e879e32991032d] [Current]
-   P             [(Partial) Autocorrelation Function] [acf3] [2009-12-28 09:37:04] [d8fc2cb19a73ee9b4ebccccec0f2ad7f] 
- RMP             [Variance Reduction Matrix] [VRM] [2009-12-28 09:52:00] [d8fc2cb19a73ee9b4ebccccec0f2ad7f] 
- RMP             [Spectral Analysis] [spectrum] [2009-12-28 10:19:24] [d8fc2cb19a73ee9b4ebccccec0f2ad7f] 
-   P               [Spectral Analysis] [spectrum (2)] [2009-12-28 11:46:14] [d8fc2cb19a73ee9b4ebccccec0f2ad7f] 
-   P               [Spectral Analysis] [spectrum (2)] [2009-12-28 11:56:24] [d8fc2cb19a73ee9b4ebccccec0f2ad7f] 

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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=70921&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=70921&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70921&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	-0.531855	-4.3208	2.7e-05
2	-0.005718	-0.0465	0.481544
3	0.171228	1.3911	0.084439
4	-0.062148	-0.5049	0.307659
5	-0.072195	-0.5865	0.279766
6	0.00901	0.0732	0.470935
7	-0.048134	-0.391	0.348511
8	0.022401	0.182	0.428075
9	0.073318	0.5956	0.276727
10	-0.073604	-0.598	0.275957
11	-0.04353	-0.3536	0.362368
12	0.185146	1.5041	0.068659
13	-0.163781	-1.3306	0.093956
14	0.037801	0.3071	0.379868
15	0.091942	0.7469	0.228875
16	-0.15447	-1.2549	0.106967
17	0.149797	1.217	0.113977
18	-0.124189	-1.0089	0.15835
19	0.07744	0.6291	0.265721
20	-0.133494	-1.0845	0.141041
21	0.167875	1.3638	0.088628
22	-0.102958	-0.8364	0.202964
23	-0.059743	-0.4854	0.314515
24	0.130195	1.0577	0.147023
25	-0.003166	-0.0257	0.489779
26	-0.070877	-0.5758	0.283352
27	0.088554	0.7194	0.237211
28	-0.018529	-0.1505	0.440404
29	-0.027343	-0.2221	0.412447
30	0.03043	0.2472	0.402754
31	-0.073501	-0.5971	0.276233
32	0.02546	0.2068	0.418386
33	0.040668	0.3304	0.371077
34	0.028092	0.2282	0.410089
35	-0.172692	-1.403	0.082658
36	0.174685	1.4192	0.08028
37	-0.016142	-0.1311	0.448034
38	-0.096643	-0.7851	0.217593
39	0.062267	0.5059	0.30732
40	0.02836	0.2304	0.409248
41	-0.040631	-0.3301	0.371188
42	-0.002464	-0.02	0.492045
43	0.029393	0.2388	0.406005
44	-0.020903	-0.1698	0.432837
45	-0.092733	-0.7534	0.226955
46	0.147902	1.2016	0.116914
47	-0.136185	-1.1064	0.136292
48	0.060965	0.4953	0.311022
49	0.051244	0.4163	0.339268
50	-0.094	-0.7637	0.223897
51	0.109906	0.8929	0.187582
52	-0.039125	-0.3179	0.375799
53	-0.033477	-0.272	0.393246
54	0.08038	0.653	0.25801
55	-0.069213	-0.5623	0.287913
56	-0.032611	-0.2649	0.395943
57	0.082165	0.6675	0.253388
58	-0.028041	-0.2278	0.41025
59	-0.095526	-0.7761	0.220244
60	0.133624	1.0856	0.14081

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.531855 & -4.3208 & 2.7e-05 \tabularnewline
2 & -0.005718 & -0.0465 & 0.481544 \tabularnewline
3 & 0.171228 & 1.3911 & 0.084439 \tabularnewline
4 & -0.062148 & -0.5049 & 0.307659 \tabularnewline
5 & -0.072195 & -0.5865 & 0.279766 \tabularnewline
6 & 0.00901 & 0.0732 & 0.470935 \tabularnewline
7 & -0.048134 & -0.391 & 0.348511 \tabularnewline
8 & 0.022401 & 0.182 & 0.428075 \tabularnewline
9 & 0.073318 & 0.5956 & 0.276727 \tabularnewline
10 & -0.073604 & -0.598 & 0.275957 \tabularnewline
11 & -0.04353 & -0.3536 & 0.362368 \tabularnewline
12 & 0.185146 & 1.5041 & 0.068659 \tabularnewline
13 & -0.163781 & -1.3306 & 0.093956 \tabularnewline
14 & 0.037801 & 0.3071 & 0.379868 \tabularnewline
15 & 0.091942 & 0.7469 & 0.228875 \tabularnewline
16 & -0.15447 & -1.2549 & 0.106967 \tabularnewline
17 & 0.149797 & 1.217 & 0.113977 \tabularnewline
18 & -0.124189 & -1.0089 & 0.15835 \tabularnewline
19 & 0.07744 & 0.6291 & 0.265721 \tabularnewline
20 & -0.133494 & -1.0845 & 0.141041 \tabularnewline
21 & 0.167875 & 1.3638 & 0.088628 \tabularnewline
22 & -0.102958 & -0.8364 & 0.202964 \tabularnewline
23 & -0.059743 & -0.4854 & 0.314515 \tabularnewline
24 & 0.130195 & 1.0577 & 0.147023 \tabularnewline
25 & -0.003166 & -0.0257 & 0.489779 \tabularnewline
26 & -0.070877 & -0.5758 & 0.283352 \tabularnewline
27 & 0.088554 & 0.7194 & 0.237211 \tabularnewline
28 & -0.018529 & -0.1505 & 0.440404 \tabularnewline
29 & -0.027343 & -0.2221 & 0.412447 \tabularnewline
30 & 0.03043 & 0.2472 & 0.402754 \tabularnewline
31 & -0.073501 & -0.5971 & 0.276233 \tabularnewline
32 & 0.02546 & 0.2068 & 0.418386 \tabularnewline
33 & 0.040668 & 0.3304 & 0.371077 \tabularnewline
34 & 0.028092 & 0.2282 & 0.410089 \tabularnewline
35 & -0.172692 & -1.403 & 0.082658 \tabularnewline
36 & 0.174685 & 1.4192 & 0.08028 \tabularnewline
37 & -0.016142 & -0.1311 & 0.448034 \tabularnewline
38 & -0.096643 & -0.7851 & 0.217593 \tabularnewline
39 & 0.062267 & 0.5059 & 0.30732 \tabularnewline
40 & 0.02836 & 0.2304 & 0.409248 \tabularnewline
41 & -0.040631 & -0.3301 & 0.371188 \tabularnewline
42 & -0.002464 & -0.02 & 0.492045 \tabularnewline
43 & 0.029393 & 0.2388 & 0.406005 \tabularnewline
44 & -0.020903 & -0.1698 & 0.432837 \tabularnewline
45 & -0.092733 & -0.7534 & 0.226955 \tabularnewline
46 & 0.147902 & 1.2016 & 0.116914 \tabularnewline
47 & -0.136185 & -1.1064 & 0.136292 \tabularnewline
48 & 0.060965 & 0.4953 & 0.311022 \tabularnewline
49 & 0.051244 & 0.4163 & 0.339268 \tabularnewline
50 & -0.094 & -0.7637 & 0.223897 \tabularnewline
51 & 0.109906 & 0.8929 & 0.187582 \tabularnewline
52 & -0.039125 & -0.3179 & 0.375799 \tabularnewline
53 & -0.033477 & -0.272 & 0.393246 \tabularnewline
54 & 0.08038 & 0.653 & 0.25801 \tabularnewline
55 & -0.069213 & -0.5623 & 0.287913 \tabularnewline
56 & -0.032611 & -0.2649 & 0.395943 \tabularnewline
57 & 0.082165 & 0.6675 & 0.253388 \tabularnewline
58 & -0.028041 & -0.2278 & 0.41025 \tabularnewline
59 & -0.095526 & -0.7761 & 0.220244 \tabularnewline
60 & 0.133624 & 1.0856 & 0.14081 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70921&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]-0.531855[/C][C]-4.3208[/C][C]2.7e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.005718[/C][C]-0.0465[/C][C]0.481544[/C][/ROW]
[ROW][C]3[/C][C]0.171228[/C][C]1.3911[/C][C]0.084439[/C][/ROW]
[ROW][C]4[/C][C]-0.062148[/C][C]-0.5049[/C][C]0.307659[/C][/ROW]
[ROW][C]5[/C][C]-0.072195[/C][C]-0.5865[/C][C]0.279766[/C][/ROW]
[ROW][C]6[/C][C]0.00901[/C][C]0.0732[/C][C]0.470935[/C][/ROW]
[ROW][C]7[/C][C]-0.048134[/C][C]-0.391[/C][C]0.348511[/C][/ROW]
[ROW][C]8[/C][C]0.022401[/C][C]0.182[/C][C]0.428075[/C][/ROW]
[ROW][C]9[/C][C]0.073318[/C][C]0.5956[/C][C]0.276727[/C][/ROW]
[ROW][C]10[/C][C]-0.073604[/C][C]-0.598[/C][C]0.275957[/C][/ROW]
[ROW][C]11[/C][C]-0.04353[/C][C]-0.3536[/C][C]0.362368[/C][/ROW]
[ROW][C]12[/C][C]0.185146[/C][C]1.5041[/C][C]0.068659[/C][/ROW]
[ROW][C]13[/C][C]-0.163781[/C][C]-1.3306[/C][C]0.093956[/C][/ROW]
[ROW][C]14[/C][C]0.037801[/C][C]0.3071[/C][C]0.379868[/C][/ROW]
[ROW][C]15[/C][C]0.091942[/C][C]0.7469[/C][C]0.228875[/C][/ROW]
[ROW][C]16[/C][C]-0.15447[/C][C]-1.2549[/C][C]0.106967[/C][/ROW]
[ROW][C]17[/C][C]0.149797[/C][C]1.217[/C][C]0.113977[/C][/ROW]
[ROW][C]18[/C][C]-0.124189[/C][C]-1.0089[/C][C]0.15835[/C][/ROW]
[ROW][C]19[/C][C]0.07744[/C][C]0.6291[/C][C]0.265721[/C][/ROW]
[ROW][C]20[/C][C]-0.133494[/C][C]-1.0845[/C][C]0.141041[/C][/ROW]
[ROW][C]21[/C][C]0.167875[/C][C]1.3638[/C][C]0.088628[/C][/ROW]
[ROW][C]22[/C][C]-0.102958[/C][C]-0.8364[/C][C]0.202964[/C][/ROW]
[ROW][C]23[/C][C]-0.059743[/C][C]-0.4854[/C][C]0.314515[/C][/ROW]
[ROW][C]24[/C][C]0.130195[/C][C]1.0577[/C][C]0.147023[/C][/ROW]
[ROW][C]25[/C][C]-0.003166[/C][C]-0.0257[/C][C]0.489779[/C][/ROW]
[ROW][C]26[/C][C]-0.070877[/C][C]-0.5758[/C][C]0.283352[/C][/ROW]
[ROW][C]27[/C][C]0.088554[/C][C]0.7194[/C][C]0.237211[/C][/ROW]
[ROW][C]28[/C][C]-0.018529[/C][C]-0.1505[/C][C]0.440404[/C][/ROW]
[ROW][C]29[/C][C]-0.027343[/C][C]-0.2221[/C][C]0.412447[/C][/ROW]
[ROW][C]30[/C][C]0.03043[/C][C]0.2472[/C][C]0.402754[/C][/ROW]
[ROW][C]31[/C][C]-0.073501[/C][C]-0.5971[/C][C]0.276233[/C][/ROW]
[ROW][C]32[/C][C]0.02546[/C][C]0.2068[/C][C]0.418386[/C][/ROW]
[ROW][C]33[/C][C]0.040668[/C][C]0.3304[/C][C]0.371077[/C][/ROW]
[ROW][C]34[/C][C]0.028092[/C][C]0.2282[/C][C]0.410089[/C][/ROW]
[ROW][C]35[/C][C]-0.172692[/C][C]-1.403[/C][C]0.082658[/C][/ROW]
[ROW][C]36[/C][C]0.174685[/C][C]1.4192[/C][C]0.08028[/C][/ROW]
[ROW][C]37[/C][C]-0.016142[/C][C]-0.1311[/C][C]0.448034[/C][/ROW]
[ROW][C]38[/C][C]-0.096643[/C][C]-0.7851[/C][C]0.217593[/C][/ROW]
[ROW][C]39[/C][C]0.062267[/C][C]0.5059[/C][C]0.30732[/C][/ROW]
[ROW][C]40[/C][C]0.02836[/C][C]0.2304[/C][C]0.409248[/C][/ROW]
[ROW][C]41[/C][C]-0.040631[/C][C]-0.3301[/C][C]0.371188[/C][/ROW]
[ROW][C]42[/C][C]-0.002464[/C][C]-0.02[/C][C]0.492045[/C][/ROW]
[ROW][C]43[/C][C]0.029393[/C][C]0.2388[/C][C]0.406005[/C][/ROW]
[ROW][C]44[/C][C]-0.020903[/C][C]-0.1698[/C][C]0.432837[/C][/ROW]
[ROW][C]45[/C][C]-0.092733[/C][C]-0.7534[/C][C]0.226955[/C][/ROW]
[ROW][C]46[/C][C]0.147902[/C][C]1.2016[/C][C]0.116914[/C][/ROW]
[ROW][C]47[/C][C]-0.136185[/C][C]-1.1064[/C][C]0.136292[/C][/ROW]
[ROW][C]48[/C][C]0.060965[/C][C]0.4953[/C][C]0.311022[/C][/ROW]
[ROW][C]49[/C][C]0.051244[/C][C]0.4163[/C][C]0.339268[/C][/ROW]
[ROW][C]50[/C][C]-0.094[/C][C]-0.7637[/C][C]0.223897[/C][/ROW]
[ROW][C]51[/C][C]0.109906[/C][C]0.8929[/C][C]0.187582[/C][/ROW]
[ROW][C]52[/C][C]-0.039125[/C][C]-0.3179[/C][C]0.375799[/C][/ROW]
[ROW][C]53[/C][C]-0.033477[/C][C]-0.272[/C][C]0.393246[/C][/ROW]
[ROW][C]54[/C][C]0.08038[/C][C]0.653[/C][C]0.25801[/C][/ROW]
[ROW][C]55[/C][C]-0.069213[/C][C]-0.5623[/C][C]0.287913[/C][/ROW]
[ROW][C]56[/C][C]-0.032611[/C][C]-0.2649[/C][C]0.395943[/C][/ROW]
[ROW][C]57[/C][C]0.082165[/C][C]0.6675[/C][C]0.253388[/C][/ROW]
[ROW][C]58[/C][C]-0.028041[/C][C]-0.2278[/C][C]0.41025[/C][/ROW]
[ROW][C]59[/C][C]-0.095526[/C][C]-0.7761[/C][C]0.220244[/C][/ROW]
[ROW][C]60[/C][C]0.133624[/C][C]1.0856[/C][C]0.14081[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70921&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70921&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	-0.531855	-4.3208	2.7e-05
2	-0.005718	-0.0465	0.481544
3	0.171228	1.3911	0.084439
4	-0.062148	-0.5049	0.307659
5	-0.072195	-0.5865	0.279766
6	0.00901	0.0732	0.470935
7	-0.048134	-0.391	0.348511
8	0.022401	0.182	0.428075
9	0.073318	0.5956	0.276727
10	-0.073604	-0.598	0.275957
11	-0.04353	-0.3536	0.362368
12	0.185146	1.5041	0.068659
13	-0.163781	-1.3306	0.093956
14	0.037801	0.3071	0.379868
15	0.091942	0.7469	0.228875
16	-0.15447	-1.2549	0.106967
17	0.149797	1.217	0.113977
18	-0.124189	-1.0089	0.15835
19	0.07744	0.6291	0.265721
20	-0.133494	-1.0845	0.141041
21	0.167875	1.3638	0.088628
22	-0.102958	-0.8364	0.202964
23	-0.059743	-0.4854	0.314515
24	0.130195	1.0577	0.147023
25	-0.003166	-0.0257	0.489779
26	-0.070877	-0.5758	0.283352
27	0.088554	0.7194	0.237211
28	-0.018529	-0.1505	0.440404
29	-0.027343	-0.2221	0.412447
30	0.03043	0.2472	0.402754
31	-0.073501	-0.5971	0.276233
32	0.02546	0.2068	0.418386
33	0.040668	0.3304	0.371077
34	0.028092	0.2282	0.410089
35	-0.172692	-1.403	0.082658
36	0.174685	1.4192	0.08028
37	-0.016142	-0.1311	0.448034
38	-0.096643	-0.7851	0.217593
39	0.062267	0.5059	0.30732
40	0.02836	0.2304	0.409248
41	-0.040631	-0.3301	0.371188
42	-0.002464	-0.02	0.492045
43	0.029393	0.2388	0.406005
44	-0.020903	-0.1698	0.432837
45	-0.092733	-0.7534	0.226955
46	0.147902	1.2016	0.116914
47	-0.136185	-1.1064	0.136292
48	0.060965	0.4953	0.311022
49	0.051244	0.4163	0.339268
50	-0.094	-0.7637	0.223897
51	0.109906	0.8929	0.187582
52	-0.039125	-0.3179	0.375799
53	-0.033477	-0.272	0.393246
54	0.08038	0.653	0.25801
55	-0.069213	-0.5623	0.287913
56	-0.032611	-0.2649	0.395943
57	0.082165	0.6675	0.253388
58	-0.028041	-0.2278	0.41025
59	-0.095526	-0.7761	0.220244
60	0.133624	1.0856	0.14081

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.531855	-4.3208	2.7e-05
2	-0.40242	-3.2693	0.000857
3	-0.078313	-0.6362	0.263418
4	0.044665	0.3629	0.358934
5	-0.035902	-0.2917	0.385728
6	-0.139466	-1.133	0.130651
7	-0.247358	-2.0095	0.024286
8	-0.204638	-1.6625	0.050579
9	0.015038	0.1222	0.451569
10	0.05059	0.411	0.341204
11	-0.125825	-1.0222	0.155207
12	0.008095	0.0658	0.473881
13	-0.081934	-0.6656	0.253982
14	-0.04508	-0.3662	0.357682
15	0.088449	0.7186	0.237472
16	-0.059534	-0.4837	0.315115
17	0.066427	0.5397	0.295624
18	-0.092654	-0.7527	0.227145
19	0.029309	0.2381	0.406269
20	-0.190824	-1.5503	0.062931
21	-0.007399	-0.0601	0.476126
22	-0.005513	-0.0448	0.482207
23	-0.134692	-1.0942	0.138913
24	-0.108396	-0.8806	0.19086
25	0.027265	0.2215	0.412692
26	0.007656	0.0622	0.475296
27	0.045502	0.3697	0.356409
28	0.079204	0.6435	0.261078
29	-0.030443	-0.2473	0.402714
30	0.030012	0.2438	0.404063
31	-0.070055	-0.5691	0.285599
32	0.006326	0.0514	0.479583
33	0.026531	0.2155	0.415007
34	0.18523	1.5048	0.068571
35	-0.041368	-0.3361	0.368941
36	-0.141555	-1.15	0.127147
37	0.011177	0.0908	0.463963
38	-0.02716	-0.2206	0.413025
39	0.029341	0.2384	0.406166
40	0.033289	0.2704	0.393832
41	0.027336	0.2221	0.412469
42	-0.140633	-1.1425	0.128686
43	-0.005316	-0.0432	0.482842
44	0.072915	0.5924	0.277816
45	-0.158993	-1.2917	0.100489
46	-0.032251	-0.262	0.397067
47	-0.06625	-0.5382	0.296118
48	-0.041942	-0.3407	0.367193
49	-0.019293	-0.1567	0.437966
50	0.022567	0.1833	0.42755
51	-0.032252	-0.262	0.397062
52	0.000145	0.0012	0.499532
53	-0.038258	-0.3108	0.378462
54	0.0619	0.5029	0.308362
55	-0.042567	-0.3458	0.365292
56	-0.013595	-0.1104	0.456194
57	0.070104	0.5695	0.285467
58	-0.068776	-0.5587	0.289115
59	-0.049631	-0.4032	0.34405
60	0.000709	0.0058	0.49771

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.531855 & -4.3208 & 2.7e-05 \tabularnewline
2 & -0.40242 & -3.2693 & 0.000857 \tabularnewline
3 & -0.078313 & -0.6362 & 0.263418 \tabularnewline
4 & 0.044665 & 0.3629 & 0.358934 \tabularnewline
5 & -0.035902 & -0.2917 & 0.385728 \tabularnewline
6 & -0.139466 & -1.133 & 0.130651 \tabularnewline
7 & -0.247358 & -2.0095 & 0.024286 \tabularnewline
8 & -0.204638 & -1.6625 & 0.050579 \tabularnewline
9 & 0.015038 & 0.1222 & 0.451569 \tabularnewline
10 & 0.05059 & 0.411 & 0.341204 \tabularnewline
11 & -0.125825 & -1.0222 & 0.155207 \tabularnewline
12 & 0.008095 & 0.0658 & 0.473881 \tabularnewline
13 & -0.081934 & -0.6656 & 0.253982 \tabularnewline
14 & -0.04508 & -0.3662 & 0.357682 \tabularnewline
15 & 0.088449 & 0.7186 & 0.237472 \tabularnewline
16 & -0.059534 & -0.4837 & 0.315115 \tabularnewline
17 & 0.066427 & 0.5397 & 0.295624 \tabularnewline
18 & -0.092654 & -0.7527 & 0.227145 \tabularnewline
19 & 0.029309 & 0.2381 & 0.406269 \tabularnewline
20 & -0.190824 & -1.5503 & 0.062931 \tabularnewline
21 & -0.007399 & -0.0601 & 0.476126 \tabularnewline
22 & -0.005513 & -0.0448 & 0.482207 \tabularnewline
23 & -0.134692 & -1.0942 & 0.138913 \tabularnewline
24 & -0.108396 & -0.8806 & 0.19086 \tabularnewline
25 & 0.027265 & 0.2215 & 0.412692 \tabularnewline
26 & 0.007656 & 0.0622 & 0.475296 \tabularnewline
27 & 0.045502 & 0.3697 & 0.356409 \tabularnewline
28 & 0.079204 & 0.6435 & 0.261078 \tabularnewline
29 & -0.030443 & -0.2473 & 0.402714 \tabularnewline
30 & 0.030012 & 0.2438 & 0.404063 \tabularnewline
31 & -0.070055 & -0.5691 & 0.285599 \tabularnewline
32 & 0.006326 & 0.0514 & 0.479583 \tabularnewline
33 & 0.026531 & 0.2155 & 0.415007 \tabularnewline
34 & 0.18523 & 1.5048 & 0.068571 \tabularnewline
35 & -0.041368 & -0.3361 & 0.368941 \tabularnewline
36 & -0.141555 & -1.15 & 0.127147 \tabularnewline
37 & 0.011177 & 0.0908 & 0.463963 \tabularnewline
38 & -0.02716 & -0.2206 & 0.413025 \tabularnewline
39 & 0.029341 & 0.2384 & 0.406166 \tabularnewline
40 & 0.033289 & 0.2704 & 0.393832 \tabularnewline
41 & 0.027336 & 0.2221 & 0.412469 \tabularnewline
42 & -0.140633 & -1.1425 & 0.128686 \tabularnewline
43 & -0.005316 & -0.0432 & 0.482842 \tabularnewline
44 & 0.072915 & 0.5924 & 0.277816 \tabularnewline
45 & -0.158993 & -1.2917 & 0.100489 \tabularnewline
46 & -0.032251 & -0.262 & 0.397067 \tabularnewline
47 & -0.06625 & -0.5382 & 0.296118 \tabularnewline
48 & -0.041942 & -0.3407 & 0.367193 \tabularnewline
49 & -0.019293 & -0.1567 & 0.437966 \tabularnewline
50 & 0.022567 & 0.1833 & 0.42755 \tabularnewline
51 & -0.032252 & -0.262 & 0.397062 \tabularnewline
52 & 0.000145 & 0.0012 & 0.499532 \tabularnewline
53 & -0.038258 & -0.3108 & 0.378462 \tabularnewline
54 & 0.0619 & 0.5029 & 0.308362 \tabularnewline
55 & -0.042567 & -0.3458 & 0.365292 \tabularnewline
56 & -0.013595 & -0.1104 & 0.456194 \tabularnewline
57 & 0.070104 & 0.5695 & 0.285467 \tabularnewline
58 & -0.068776 & -0.5587 & 0.289115 \tabularnewline
59 & -0.049631 & -0.4032 & 0.34405 \tabularnewline
60 & 0.000709 & 0.0058 & 0.49771 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70921&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]-0.531855[/C][C]-4.3208[/C][C]2.7e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.40242[/C][C]-3.2693[/C][C]0.000857[/C][/ROW]
[ROW][C]3[/C][C]-0.078313[/C][C]-0.6362[/C][C]0.263418[/C][/ROW]
[ROW][C]4[/C][C]0.044665[/C][C]0.3629[/C][C]0.358934[/C][/ROW]
[ROW][C]5[/C][C]-0.035902[/C][C]-0.2917[/C][C]0.385728[/C][/ROW]
[ROW][C]6[/C][C]-0.139466[/C][C]-1.133[/C][C]0.130651[/C][/ROW]
[ROW][C]7[/C][C]-0.247358[/C][C]-2.0095[/C][C]0.024286[/C][/ROW]
[ROW][C]8[/C][C]-0.204638[/C][C]-1.6625[/C][C]0.050579[/C][/ROW]
[ROW][C]9[/C][C]0.015038[/C][C]0.1222[/C][C]0.451569[/C][/ROW]
[ROW][C]10[/C][C]0.05059[/C][C]0.411[/C][C]0.341204[/C][/ROW]
[ROW][C]11[/C][C]-0.125825[/C][C]-1.0222[/C][C]0.155207[/C][/ROW]
[ROW][C]12[/C][C]0.008095[/C][C]0.0658[/C][C]0.473881[/C][/ROW]
[ROW][C]13[/C][C]-0.081934[/C][C]-0.6656[/C][C]0.253982[/C][/ROW]
[ROW][C]14[/C][C]-0.04508[/C][C]-0.3662[/C][C]0.357682[/C][/ROW]
[ROW][C]15[/C][C]0.088449[/C][C]0.7186[/C][C]0.237472[/C][/ROW]
[ROW][C]16[/C][C]-0.059534[/C][C]-0.4837[/C][C]0.315115[/C][/ROW]
[ROW][C]17[/C][C]0.066427[/C][C]0.5397[/C][C]0.295624[/C][/ROW]
[ROW][C]18[/C][C]-0.092654[/C][C]-0.7527[/C][C]0.227145[/C][/ROW]
[ROW][C]19[/C][C]0.029309[/C][C]0.2381[/C][C]0.406269[/C][/ROW]
[ROW][C]20[/C][C]-0.190824[/C][C]-1.5503[/C][C]0.062931[/C][/ROW]
[ROW][C]21[/C][C]-0.007399[/C][C]-0.0601[/C][C]0.476126[/C][/ROW]
[ROW][C]22[/C][C]-0.005513[/C][C]-0.0448[/C][C]0.482207[/C][/ROW]
[ROW][C]23[/C][C]-0.134692[/C][C]-1.0942[/C][C]0.138913[/C][/ROW]
[ROW][C]24[/C][C]-0.108396[/C][C]-0.8806[/C][C]0.19086[/C][/ROW]
[ROW][C]25[/C][C]0.027265[/C][C]0.2215[/C][C]0.412692[/C][/ROW]
[ROW][C]26[/C][C]0.007656[/C][C]0.0622[/C][C]0.475296[/C][/ROW]
[ROW][C]27[/C][C]0.045502[/C][C]0.3697[/C][C]0.356409[/C][/ROW]
[ROW][C]28[/C][C]0.079204[/C][C]0.6435[/C][C]0.261078[/C][/ROW]
[ROW][C]29[/C][C]-0.030443[/C][C]-0.2473[/C][C]0.402714[/C][/ROW]
[ROW][C]30[/C][C]0.030012[/C][C]0.2438[/C][C]0.404063[/C][/ROW]
[ROW][C]31[/C][C]-0.070055[/C][C]-0.5691[/C][C]0.285599[/C][/ROW]
[ROW][C]32[/C][C]0.006326[/C][C]0.0514[/C][C]0.479583[/C][/ROW]
[ROW][C]33[/C][C]0.026531[/C][C]0.2155[/C][C]0.415007[/C][/ROW]
[ROW][C]34[/C][C]0.18523[/C][C]1.5048[/C][C]0.068571[/C][/ROW]
[ROW][C]35[/C][C]-0.041368[/C][C]-0.3361[/C][C]0.368941[/C][/ROW]
[ROW][C]36[/C][C]-0.141555[/C][C]-1.15[/C][C]0.127147[/C][/ROW]
[ROW][C]37[/C][C]0.011177[/C][C]0.0908[/C][C]0.463963[/C][/ROW]
[ROW][C]38[/C][C]-0.02716[/C][C]-0.2206[/C][C]0.413025[/C][/ROW]
[ROW][C]39[/C][C]0.029341[/C][C]0.2384[/C][C]0.406166[/C][/ROW]
[ROW][C]40[/C][C]0.033289[/C][C]0.2704[/C][C]0.393832[/C][/ROW]
[ROW][C]41[/C][C]0.027336[/C][C]0.2221[/C][C]0.412469[/C][/ROW]
[ROW][C]42[/C][C]-0.140633[/C][C]-1.1425[/C][C]0.128686[/C][/ROW]
[ROW][C]43[/C][C]-0.005316[/C][C]-0.0432[/C][C]0.482842[/C][/ROW]
[ROW][C]44[/C][C]0.072915[/C][C]0.5924[/C][C]0.277816[/C][/ROW]
[ROW][C]45[/C][C]-0.158993[/C][C]-1.2917[/C][C]0.100489[/C][/ROW]
[ROW][C]46[/C][C]-0.032251[/C][C]-0.262[/C][C]0.397067[/C][/ROW]
[ROW][C]47[/C][C]-0.06625[/C][C]-0.5382[/C][C]0.296118[/C][/ROW]
[ROW][C]48[/C][C]-0.041942[/C][C]-0.3407[/C][C]0.367193[/C][/ROW]
[ROW][C]49[/C][C]-0.019293[/C][C]-0.1567[/C][C]0.437966[/C][/ROW]
[ROW][C]50[/C][C]0.022567[/C][C]0.1833[/C][C]0.42755[/C][/ROW]
[ROW][C]51[/C][C]-0.032252[/C][C]-0.262[/C][C]0.397062[/C][/ROW]
[ROW][C]52[/C][C]0.000145[/C][C]0.0012[/C][C]0.499532[/C][/ROW]
[ROW][C]53[/C][C]-0.038258[/C][C]-0.3108[/C][C]0.378462[/C][/ROW]
[ROW][C]54[/C][C]0.0619[/C][C]0.5029[/C][C]0.308362[/C][/ROW]
[ROW][C]55[/C][C]-0.042567[/C][C]-0.3458[/C][C]0.365292[/C][/ROW]
[ROW][C]56[/C][C]-0.013595[/C][C]-0.1104[/C][C]0.456194[/C][/ROW]
[ROW][C]57[/C][C]0.070104[/C][C]0.5695[/C][C]0.285467[/C][/ROW]
[ROW][C]58[/C][C]-0.068776[/C][C]-0.5587[/C][C]0.289115[/C][/ROW]
[ROW][C]59[/C][C]-0.049631[/C][C]-0.4032[/C][C]0.34405[/C][/ROW]
[ROW][C]60[/C][C]0.000709[/C][C]0.0058[/C][C]0.49771[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70921&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70921&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	-0.531855	-4.3208	2.7e-05
2	-0.40242	-3.2693	0.000857
3	-0.078313	-0.6362	0.263418
4	0.044665	0.3629	0.358934
5	-0.035902	-0.2917	0.385728
6	-0.139466	-1.133	0.130651
7	-0.247358	-2.0095	0.024286
8	-0.204638	-1.6625	0.050579
9	0.015038	0.1222	0.451569
10	0.05059	0.411	0.341204
11	-0.125825	-1.0222	0.155207
12	0.008095	0.0658	0.473881
13	-0.081934	-0.6656	0.253982
14	-0.04508	-0.3662	0.357682
15	0.088449	0.7186	0.237472
16	-0.059534	-0.4837	0.315115
17	0.066427	0.5397	0.295624
18	-0.092654	-0.7527	0.227145
19	0.029309	0.2381	0.406269
20	-0.190824	-1.5503	0.062931
21	-0.007399	-0.0601	0.476126
22	-0.005513	-0.0448	0.482207
23	-0.134692	-1.0942	0.138913
24	-0.108396	-0.8806	0.19086
25	0.027265	0.2215	0.412692
26	0.007656	0.0622	0.475296
27	0.045502	0.3697	0.356409
28	0.079204	0.6435	0.261078
29	-0.030443	-0.2473	0.402714
30	0.030012	0.2438	0.404063
31	-0.070055	-0.5691	0.285599
32	0.006326	0.0514	0.479583
33	0.026531	0.2155	0.415007
34	0.18523	1.5048	0.068571
35	-0.041368	-0.3361	0.368941
36	-0.141555	-1.15	0.127147
37	0.011177	0.0908	0.463963
38	-0.02716	-0.2206	0.413025
39	0.029341	0.2384	0.406166
40	0.033289	0.2704	0.393832
41	0.027336	0.2221	0.412469
42	-0.140633	-1.1425	0.128686
43	-0.005316	-0.0432	0.482842
44	0.072915	0.5924	0.277816
45	-0.158993	-1.2917	0.100489
46	-0.032251	-0.262	0.397067
47	-0.06625	-0.5382	0.296118
48	-0.041942	-0.3407	0.367193
49	-0.019293	-0.1567	0.437966
50	0.022567	0.1833	0.42755
51	-0.032252	-0.262	0.397062
52	0.000145	0.0012	0.499532
53	-0.038258	-0.3108	0.378462
54	0.0619	0.5029	0.308362
55	-0.042567	-0.3458	0.365292
56	-0.013595	-0.1104	0.456194
57	0.070104	0.5695	0.285467
58	-0.068776	-0.5587	0.289115
59	-0.049631	-0.4032	0.34405
60	0.000709	0.0058	0.49771

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.5 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 0.5 ; 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