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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 28 Dec 2009 02:37:04 -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/28/t1261993234cvg4a86dixa6664.htm/, Retrieved Sun, 05 May 2024 08:16:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70929, Retrieved Sun, 05 May 2024 08:16:06 +0000

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User-defined keywords

Estimated Impact

158

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] [d8fc2cb19a73ee9b4ebccccec0f2ad7f]
-   P             [(Partial) Autocorrelation Function] [acf3] [2009-12-28 09:37:04] [58c0e7ecdfec19fc38e879e32991032d] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70929&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=70929&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70929&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	-0.532113	-3.9102	0.00013
2	0.068167	0.5009	0.309231
3	0.033092	0.2432	0.404396
4	0.03849	0.2828	0.389189
5	-0.161177	-1.1844	0.12072
6	0.09252	0.6799	0.249742
7	-0.068861	-0.506	0.307449
8	0.12552	0.9224	0.180217
9	-0.056448	-0.4148	0.339963
10	0.01475	0.1084	0.457044
11	0.16511	1.2133	0.115146
12	-0.372932	-2.7405	0.00415
13	0.18535	1.362	0.08942
14	-0.062123	-0.4565	0.324926
15	0.066554	0.4891	0.313387
16	-0.171038	-1.2569	0.107106
17	0.214798	1.5784	0.060153
18	-0.107223	-0.7879	0.217093
19	0.101997	0.7495	0.228398
20	-0.175159	-1.2871	0.101766
21	0.10564	0.7763	0.220481
22	-0.131927	-0.9695	0.168319
23	0.175487	1.2896	0.101349
24	-0.150083	-1.1029	0.137485
25	0.104299	0.7664	0.223376
26	0.005473	0.0402	0.484032
27	0.024565	0.1805	0.428711
28	-0.024734	-0.1818	0.428227
29	-0.020733	-0.1524	0.439737
30	0.035594	0.2616	0.397328
31	-0.109378	-0.8038	0.212531
32	0.134367	0.9874	0.163927
33	0.016718	0.1229	0.45134
34	-0.058311	-0.4285	0.334998
35	-0.019176	-0.1409	0.444232
36	0.138271	1.0161	0.157061
37	-0.183746	-1.3503	0.091283
38	0.106394	0.7818	0.218863
39	-0.105593	-0.7759	0.220583
40	0.085991	0.6319	0.265058
41	-0.026546	-0.1951	0.423034
42	-0.051093	-0.3755	0.354397
43	0.10628	0.781	0.219108
44	-0.037552	-0.276	0.39182
45	-0.094334	-0.6932	0.245575
46	0.115092	0.8457	0.200712
47	-0.034075	-0.2504	0.401615
48	-0.069231	-0.5087	0.306503
49	0.091384	0.6715	0.252373
50	-0.04538	-0.3335	0.370035
51	0.012728	0.0935	0.462915
52	0.006332	0.0465	0.481529
53	-0.001999	-0.0147	0.494166
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.532113 & -3.9102 & 0.00013 \tabularnewline
2 & 0.068167 & 0.5009 & 0.309231 \tabularnewline
3 & 0.033092 & 0.2432 & 0.404396 \tabularnewline
4 & 0.03849 & 0.2828 & 0.389189 \tabularnewline
5 & -0.161177 & -1.1844 & 0.12072 \tabularnewline
6 & 0.09252 & 0.6799 & 0.249742 \tabularnewline
7 & -0.068861 & -0.506 & 0.307449 \tabularnewline
8 & 0.12552 & 0.9224 & 0.180217 \tabularnewline
9 & -0.056448 & -0.4148 & 0.339963 \tabularnewline
10 & 0.01475 & 0.1084 & 0.457044 \tabularnewline
11 & 0.16511 & 1.2133 & 0.115146 \tabularnewline
12 & -0.372932 & -2.7405 & 0.00415 \tabularnewline
13 & 0.18535 & 1.362 & 0.08942 \tabularnewline
14 & -0.062123 & -0.4565 & 0.324926 \tabularnewline
15 & 0.066554 & 0.4891 & 0.313387 \tabularnewline
16 & -0.171038 & -1.2569 & 0.107106 \tabularnewline
17 & 0.214798 & 1.5784 & 0.060153 \tabularnewline
18 & -0.107223 & -0.7879 & 0.217093 \tabularnewline
19 & 0.101997 & 0.7495 & 0.228398 \tabularnewline
20 & -0.175159 & -1.2871 & 0.101766 \tabularnewline
21 & 0.10564 & 0.7763 & 0.220481 \tabularnewline
22 & -0.131927 & -0.9695 & 0.168319 \tabularnewline
23 & 0.175487 & 1.2896 & 0.101349 \tabularnewline
24 & -0.150083 & -1.1029 & 0.137485 \tabularnewline
25 & 0.104299 & 0.7664 & 0.223376 \tabularnewline
26 & 0.005473 & 0.0402 & 0.484032 \tabularnewline
27 & 0.024565 & 0.1805 & 0.428711 \tabularnewline
28 & -0.024734 & -0.1818 & 0.428227 \tabularnewline
29 & -0.020733 & -0.1524 & 0.439737 \tabularnewline
30 & 0.035594 & 0.2616 & 0.397328 \tabularnewline
31 & -0.109378 & -0.8038 & 0.212531 \tabularnewline
32 & 0.134367 & 0.9874 & 0.163927 \tabularnewline
33 & 0.016718 & 0.1229 & 0.45134 \tabularnewline
34 & -0.058311 & -0.4285 & 0.334998 \tabularnewline
35 & -0.019176 & -0.1409 & 0.444232 \tabularnewline
36 & 0.138271 & 1.0161 & 0.157061 \tabularnewline
37 & -0.183746 & -1.3503 & 0.091283 \tabularnewline
38 & 0.106394 & 0.7818 & 0.218863 \tabularnewline
39 & -0.105593 & -0.7759 & 0.220583 \tabularnewline
40 & 0.085991 & 0.6319 & 0.265058 \tabularnewline
41 & -0.026546 & -0.1951 & 0.423034 \tabularnewline
42 & -0.051093 & -0.3755 & 0.354397 \tabularnewline
43 & 0.10628 & 0.781 & 0.219108 \tabularnewline
44 & -0.037552 & -0.276 & 0.39182 \tabularnewline
45 & -0.094334 & -0.6932 & 0.245575 \tabularnewline
46 & 0.115092 & 0.8457 & 0.200712 \tabularnewline
47 & -0.034075 & -0.2504 & 0.401615 \tabularnewline
48 & -0.069231 & -0.5087 & 0.306503 \tabularnewline
49 & 0.091384 & 0.6715 & 0.252373 \tabularnewline
50 & -0.04538 & -0.3335 & 0.370035 \tabularnewline
51 & 0.012728 & 0.0935 & 0.462915 \tabularnewline
52 & 0.006332 & 0.0465 & 0.481529 \tabularnewline
53 & -0.001999 & -0.0147 & 0.494166 \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70929&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]-0.532113[/C][C]-3.9102[/C][C]0.00013[/C][/ROW]
[ROW][C]2[/C][C]0.068167[/C][C]0.5009[/C][C]0.309231[/C][/ROW]
[ROW][C]3[/C][C]0.033092[/C][C]0.2432[/C][C]0.404396[/C][/ROW]
[ROW][C]4[/C][C]0.03849[/C][C]0.2828[/C][C]0.389189[/C][/ROW]
[ROW][C]5[/C][C]-0.161177[/C][C]-1.1844[/C][C]0.12072[/C][/ROW]
[ROW][C]6[/C][C]0.09252[/C][C]0.6799[/C][C]0.249742[/C][/ROW]
[ROW][C]7[/C][C]-0.068861[/C][C]-0.506[/C][C]0.307449[/C][/ROW]
[ROW][C]8[/C][C]0.12552[/C][C]0.9224[/C][C]0.180217[/C][/ROW]
[ROW][C]9[/C][C]-0.056448[/C][C]-0.4148[/C][C]0.339963[/C][/ROW]
[ROW][C]10[/C][C]0.01475[/C][C]0.1084[/C][C]0.457044[/C][/ROW]
[ROW][C]11[/C][C]0.16511[/C][C]1.2133[/C][C]0.115146[/C][/ROW]
[ROW][C]12[/C][C]-0.372932[/C][C]-2.7405[/C][C]0.00415[/C][/ROW]
[ROW][C]13[/C][C]0.18535[/C][C]1.362[/C][C]0.08942[/C][/ROW]
[ROW][C]14[/C][C]-0.062123[/C][C]-0.4565[/C][C]0.324926[/C][/ROW]
[ROW][C]15[/C][C]0.066554[/C][C]0.4891[/C][C]0.313387[/C][/ROW]
[ROW][C]16[/C][C]-0.171038[/C][C]-1.2569[/C][C]0.107106[/C][/ROW]
[ROW][C]17[/C][C]0.214798[/C][C]1.5784[/C][C]0.060153[/C][/ROW]
[ROW][C]18[/C][C]-0.107223[/C][C]-0.7879[/C][C]0.217093[/C][/ROW]
[ROW][C]19[/C][C]0.101997[/C][C]0.7495[/C][C]0.228398[/C][/ROW]
[ROW][C]20[/C][C]-0.175159[/C][C]-1.2871[/C][C]0.101766[/C][/ROW]
[ROW][C]21[/C][C]0.10564[/C][C]0.7763[/C][C]0.220481[/C][/ROW]
[ROW][C]22[/C][C]-0.131927[/C][C]-0.9695[/C][C]0.168319[/C][/ROW]
[ROW][C]23[/C][C]0.175487[/C][C]1.2896[/C][C]0.101349[/C][/ROW]
[ROW][C]24[/C][C]-0.150083[/C][C]-1.1029[/C][C]0.137485[/C][/ROW]
[ROW][C]25[/C][C]0.104299[/C][C]0.7664[/C][C]0.223376[/C][/ROW]
[ROW][C]26[/C][C]0.005473[/C][C]0.0402[/C][C]0.484032[/C][/ROW]
[ROW][C]27[/C][C]0.024565[/C][C]0.1805[/C][C]0.428711[/C][/ROW]
[ROW][C]28[/C][C]-0.024734[/C][C]-0.1818[/C][C]0.428227[/C][/ROW]
[ROW][C]29[/C][C]-0.020733[/C][C]-0.1524[/C][C]0.439737[/C][/ROW]
[ROW][C]30[/C][C]0.035594[/C][C]0.2616[/C][C]0.397328[/C][/ROW]
[ROW][C]31[/C][C]-0.109378[/C][C]-0.8038[/C][C]0.212531[/C][/ROW]
[ROW][C]32[/C][C]0.134367[/C][C]0.9874[/C][C]0.163927[/C][/ROW]
[ROW][C]33[/C][C]0.016718[/C][C]0.1229[/C][C]0.45134[/C][/ROW]
[ROW][C]34[/C][C]-0.058311[/C][C]-0.4285[/C][C]0.334998[/C][/ROW]
[ROW][C]35[/C][C]-0.019176[/C][C]-0.1409[/C][C]0.444232[/C][/ROW]
[ROW][C]36[/C][C]0.138271[/C][C]1.0161[/C][C]0.157061[/C][/ROW]
[ROW][C]37[/C][C]-0.183746[/C][C]-1.3503[/C][C]0.091283[/C][/ROW]
[ROW][C]38[/C][C]0.106394[/C][C]0.7818[/C][C]0.218863[/C][/ROW]
[ROW][C]39[/C][C]-0.105593[/C][C]-0.7759[/C][C]0.220583[/C][/ROW]
[ROW][C]40[/C][C]0.085991[/C][C]0.6319[/C][C]0.265058[/C][/ROW]
[ROW][C]41[/C][C]-0.026546[/C][C]-0.1951[/C][C]0.423034[/C][/ROW]
[ROW][C]42[/C][C]-0.051093[/C][C]-0.3755[/C][C]0.354397[/C][/ROW]
[ROW][C]43[/C][C]0.10628[/C][C]0.781[/C][C]0.219108[/C][/ROW]
[ROW][C]44[/C][C]-0.037552[/C][C]-0.276[/C][C]0.39182[/C][/ROW]
[ROW][C]45[/C][C]-0.094334[/C][C]-0.6932[/C][C]0.245575[/C][/ROW]
[ROW][C]46[/C][C]0.115092[/C][C]0.8457[/C][C]0.200712[/C][/ROW]
[ROW][C]47[/C][C]-0.034075[/C][C]-0.2504[/C][C]0.401615[/C][/ROW]
[ROW][C]48[/C][C]-0.069231[/C][C]-0.5087[/C][C]0.306503[/C][/ROW]
[ROW][C]49[/C][C]0.091384[/C][C]0.6715[/C][C]0.252373[/C][/ROW]
[ROW][C]50[/C][C]-0.04538[/C][C]-0.3335[/C][C]0.370035[/C][/ROW]
[ROW][C]51[/C][C]0.012728[/C][C]0.0935[/C][C]0.462915[/C][/ROW]
[ROW][C]52[/C][C]0.006332[/C][C]0.0465[/C][C]0.481529[/C][/ROW]
[ROW][C]53[/C][C]-0.001999[/C][C]-0.0147[/C][C]0.494166[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70929&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70929&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	-0.532113	-3.9102	0.00013
2	0.068167	0.5009	0.309231
3	0.033092	0.2432	0.404396
4	0.03849	0.2828	0.389189
5	-0.161177	-1.1844	0.12072
6	0.09252	0.6799	0.249742
7	-0.068861	-0.506	0.307449
8	0.12552	0.9224	0.180217
9	-0.056448	-0.4148	0.339963
10	0.01475	0.1084	0.457044
11	0.16511	1.2133	0.115146
12	-0.372932	-2.7405	0.00415
13	0.18535	1.362	0.08942
14	-0.062123	-0.4565	0.324926
15	0.066554	0.4891	0.313387
16	-0.171038	-1.2569	0.107106
17	0.214798	1.5784	0.060153
18	-0.107223	-0.7879	0.217093
19	0.101997	0.7495	0.228398
20	-0.175159	-1.2871	0.101766
21	0.10564	0.7763	0.220481
22	-0.131927	-0.9695	0.168319
23	0.175487	1.2896	0.101349
24	-0.150083	-1.1029	0.137485
25	0.104299	0.7664	0.223376
26	0.005473	0.0402	0.484032
27	0.024565	0.1805	0.428711
28	-0.024734	-0.1818	0.428227
29	-0.020733	-0.1524	0.439737
30	0.035594	0.2616	0.397328
31	-0.109378	-0.8038	0.212531
32	0.134367	0.9874	0.163927
33	0.016718	0.1229	0.45134
34	-0.058311	-0.4285	0.334998
35	-0.019176	-0.1409	0.444232
36	0.138271	1.0161	0.157061
37	-0.183746	-1.3503	0.091283
38	0.106394	0.7818	0.218863
39	-0.105593	-0.7759	0.220583
40	0.085991	0.6319	0.265058
41	-0.026546	-0.1951	0.423034
42	-0.051093	-0.3755	0.354397
43	0.10628	0.781	0.219108
44	-0.037552	-0.276	0.39182
45	-0.094334	-0.6932	0.245575
46	0.115092	0.8457	0.200712
47	-0.034075	-0.2504	0.401615
48	-0.069231	-0.5087	0.306503
49	0.091384	0.6715	0.252373
50	-0.04538	-0.3335	0.370035
51	0.012728	0.0935	0.462915
52	0.006332	0.0465	0.481529
53	-0.001999	-0.0147	0.494166
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.532113	-3.9102	0.00013
2	-0.29989	-2.2037	0.015914
3	-0.121604	-0.8936	0.187749
4	0.037426	0.275	0.392174
5	-0.147618	-1.0848	0.141423
6	-0.123191	-0.9053	0.184673
7	-0.166743	-1.2253	0.112889
8	0.0446	0.3277	0.372188
9	0.090032	0.6616	0.255522
10	0.049756	0.3656	0.358034
11	0.291199	2.1399	0.018451
12	-0.239314	-1.7586	0.042156
13	-0.212012	-1.558	0.062542
14	-0.228016	-1.6756	0.049802
15	0.020504	0.1507	0.440399
16	-0.118388	-0.87	0.194084
17	-0.07652	-0.5623	0.288117
18	-0.101825	-0.7483	0.228776
19	-0.031265	-0.2298	0.409576
20	-0.082152	-0.6037	0.274289
21	-0.091251	-0.6706	0.252681
22	-0.199131	-1.4633	0.07459
23	0.144889	1.0647	0.145873
24	-0.100504	-0.7386	0.231689
25	-0.094046	-0.6911	0.246233
26	-0.102582	-0.7538	0.227116
27	0.079738	0.5859	0.280175
28	-0.010614	-0.078	0.46906
29	-0.035011	-0.2573	0.39897
30	0.037383	0.2747	0.392296
31	-0.097677	-0.7178	0.237994
32	-0.075635	-0.5558	0.290321
33	0.128044	0.9409	0.175467
34	-0.078325	-0.5756	0.283648
35	0.050523	0.3713	0.355945
36	-0.061789	-0.4541	0.325804
37	-0.117195	-0.8612	0.196468
38	-0.041873	-0.3077	0.379747
39	0.046541	0.342	0.366837
40	-0.035875	-0.2636	0.396536
41	-0.037144	-0.273	0.392966
42	-0.176678	-1.2983	0.099849
43	-0.016506	-0.1213	0.451955
44	-0.029297	-0.2153	0.415176
45	0.078429	0.5763	0.283392
46	-0.041227	-0.303	0.381543
47	0.072759	0.5347	0.297538
48	0.005657	0.0416	0.483497
49	0.012838	0.0943	0.462593
50	-0.028965	-0.2129	0.416122
51	-0.021529	-0.1582	0.437444
52	0.004117	0.0303	0.487988
53	0.000389	0.0029	0.498866
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.532113 & -3.9102 & 0.00013 \tabularnewline
2 & -0.29989 & -2.2037 & 0.015914 \tabularnewline
3 & -0.121604 & -0.8936 & 0.187749 \tabularnewline
4 & 0.037426 & 0.275 & 0.392174 \tabularnewline
5 & -0.147618 & -1.0848 & 0.141423 \tabularnewline
6 & -0.123191 & -0.9053 & 0.184673 \tabularnewline
7 & -0.166743 & -1.2253 & 0.112889 \tabularnewline
8 & 0.0446 & 0.3277 & 0.372188 \tabularnewline
9 & 0.090032 & 0.6616 & 0.255522 \tabularnewline
10 & 0.049756 & 0.3656 & 0.358034 \tabularnewline
11 & 0.291199 & 2.1399 & 0.018451 \tabularnewline
12 & -0.239314 & -1.7586 & 0.042156 \tabularnewline
13 & -0.212012 & -1.558 & 0.062542 \tabularnewline
14 & -0.228016 & -1.6756 & 0.049802 \tabularnewline
15 & 0.020504 & 0.1507 & 0.440399 \tabularnewline
16 & -0.118388 & -0.87 & 0.194084 \tabularnewline
17 & -0.07652 & -0.5623 & 0.288117 \tabularnewline
18 & -0.101825 & -0.7483 & 0.228776 \tabularnewline
19 & -0.031265 & -0.2298 & 0.409576 \tabularnewline
20 & -0.082152 & -0.6037 & 0.274289 \tabularnewline
21 & -0.091251 & -0.6706 & 0.252681 \tabularnewline
22 & -0.199131 & -1.4633 & 0.07459 \tabularnewline
23 & 0.144889 & 1.0647 & 0.145873 \tabularnewline
24 & -0.100504 & -0.7386 & 0.231689 \tabularnewline
25 & -0.094046 & -0.6911 & 0.246233 \tabularnewline
26 & -0.102582 & -0.7538 & 0.227116 \tabularnewline
27 & 0.079738 & 0.5859 & 0.280175 \tabularnewline
28 & -0.010614 & -0.078 & 0.46906 \tabularnewline
29 & -0.035011 & -0.2573 & 0.39897 \tabularnewline
30 & 0.037383 & 0.2747 & 0.392296 \tabularnewline
31 & -0.097677 & -0.7178 & 0.237994 \tabularnewline
32 & -0.075635 & -0.5558 & 0.290321 \tabularnewline
33 & 0.128044 & 0.9409 & 0.175467 \tabularnewline
34 & -0.078325 & -0.5756 & 0.283648 \tabularnewline
35 & 0.050523 & 0.3713 & 0.355945 \tabularnewline
36 & -0.061789 & -0.4541 & 0.325804 \tabularnewline
37 & -0.117195 & -0.8612 & 0.196468 \tabularnewline
38 & -0.041873 & -0.3077 & 0.379747 \tabularnewline
39 & 0.046541 & 0.342 & 0.366837 \tabularnewline
40 & -0.035875 & -0.2636 & 0.396536 \tabularnewline
41 & -0.037144 & -0.273 & 0.392966 \tabularnewline
42 & -0.176678 & -1.2983 & 0.099849 \tabularnewline
43 & -0.016506 & -0.1213 & 0.451955 \tabularnewline
44 & -0.029297 & -0.2153 & 0.415176 \tabularnewline
45 & 0.078429 & 0.5763 & 0.283392 \tabularnewline
46 & -0.041227 & -0.303 & 0.381543 \tabularnewline
47 & 0.072759 & 0.5347 & 0.297538 \tabularnewline
48 & 0.005657 & 0.0416 & 0.483497 \tabularnewline
49 & 0.012838 & 0.0943 & 0.462593 \tabularnewline
50 & -0.028965 & -0.2129 & 0.416122 \tabularnewline
51 & -0.021529 & -0.1582 & 0.437444 \tabularnewline
52 & 0.004117 & 0.0303 & 0.487988 \tabularnewline
53 & 0.000389 & 0.0029 & 0.498866 \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70929&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]-0.532113[/C][C]-3.9102[/C][C]0.00013[/C][/ROW]
[ROW][C]2[/C][C]-0.29989[/C][C]-2.2037[/C][C]0.015914[/C][/ROW]
[ROW][C]3[/C][C]-0.121604[/C][C]-0.8936[/C][C]0.187749[/C][/ROW]
[ROW][C]4[/C][C]0.037426[/C][C]0.275[/C][C]0.392174[/C][/ROW]
[ROW][C]5[/C][C]-0.147618[/C][C]-1.0848[/C][C]0.141423[/C][/ROW]
[ROW][C]6[/C][C]-0.123191[/C][C]-0.9053[/C][C]0.184673[/C][/ROW]
[ROW][C]7[/C][C]-0.166743[/C][C]-1.2253[/C][C]0.112889[/C][/ROW]
[ROW][C]8[/C][C]0.0446[/C][C]0.3277[/C][C]0.372188[/C][/ROW]
[ROW][C]9[/C][C]0.090032[/C][C]0.6616[/C][C]0.255522[/C][/ROW]
[ROW][C]10[/C][C]0.049756[/C][C]0.3656[/C][C]0.358034[/C][/ROW]
[ROW][C]11[/C][C]0.291199[/C][C]2.1399[/C][C]0.018451[/C][/ROW]
[ROW][C]12[/C][C]-0.239314[/C][C]-1.7586[/C][C]0.042156[/C][/ROW]
[ROW][C]13[/C][C]-0.212012[/C][C]-1.558[/C][C]0.062542[/C][/ROW]
[ROW][C]14[/C][C]-0.228016[/C][C]-1.6756[/C][C]0.049802[/C][/ROW]
[ROW][C]15[/C][C]0.020504[/C][C]0.1507[/C][C]0.440399[/C][/ROW]
[ROW][C]16[/C][C]-0.118388[/C][C]-0.87[/C][C]0.194084[/C][/ROW]
[ROW][C]17[/C][C]-0.07652[/C][C]-0.5623[/C][C]0.288117[/C][/ROW]
[ROW][C]18[/C][C]-0.101825[/C][C]-0.7483[/C][C]0.228776[/C][/ROW]
[ROW][C]19[/C][C]-0.031265[/C][C]-0.2298[/C][C]0.409576[/C][/ROW]
[ROW][C]20[/C][C]-0.082152[/C][C]-0.6037[/C][C]0.274289[/C][/ROW]
[ROW][C]21[/C][C]-0.091251[/C][C]-0.6706[/C][C]0.252681[/C][/ROW]
[ROW][C]22[/C][C]-0.199131[/C][C]-1.4633[/C][C]0.07459[/C][/ROW]
[ROW][C]23[/C][C]0.144889[/C][C]1.0647[/C][C]0.145873[/C][/ROW]
[ROW][C]24[/C][C]-0.100504[/C][C]-0.7386[/C][C]0.231689[/C][/ROW]
[ROW][C]25[/C][C]-0.094046[/C][C]-0.6911[/C][C]0.246233[/C][/ROW]
[ROW][C]26[/C][C]-0.102582[/C][C]-0.7538[/C][C]0.227116[/C][/ROW]
[ROW][C]27[/C][C]0.079738[/C][C]0.5859[/C][C]0.280175[/C][/ROW]
[ROW][C]28[/C][C]-0.010614[/C][C]-0.078[/C][C]0.46906[/C][/ROW]
[ROW][C]29[/C][C]-0.035011[/C][C]-0.2573[/C][C]0.39897[/C][/ROW]
[ROW][C]30[/C][C]0.037383[/C][C]0.2747[/C][C]0.392296[/C][/ROW]
[ROW][C]31[/C][C]-0.097677[/C][C]-0.7178[/C][C]0.237994[/C][/ROW]
[ROW][C]32[/C][C]-0.075635[/C][C]-0.5558[/C][C]0.290321[/C][/ROW]
[ROW][C]33[/C][C]0.128044[/C][C]0.9409[/C][C]0.175467[/C][/ROW]
[ROW][C]34[/C][C]-0.078325[/C][C]-0.5756[/C][C]0.283648[/C][/ROW]
[ROW][C]35[/C][C]0.050523[/C][C]0.3713[/C][C]0.355945[/C][/ROW]
[ROW][C]36[/C][C]-0.061789[/C][C]-0.4541[/C][C]0.325804[/C][/ROW]
[ROW][C]37[/C][C]-0.117195[/C][C]-0.8612[/C][C]0.196468[/C][/ROW]
[ROW][C]38[/C][C]-0.041873[/C][C]-0.3077[/C][C]0.379747[/C][/ROW]
[ROW][C]39[/C][C]0.046541[/C][C]0.342[/C][C]0.366837[/C][/ROW]
[ROW][C]40[/C][C]-0.035875[/C][C]-0.2636[/C][C]0.396536[/C][/ROW]
[ROW][C]41[/C][C]-0.037144[/C][C]-0.273[/C][C]0.392966[/C][/ROW]
[ROW][C]42[/C][C]-0.176678[/C][C]-1.2983[/C][C]0.099849[/C][/ROW]
[ROW][C]43[/C][C]-0.016506[/C][C]-0.1213[/C][C]0.451955[/C][/ROW]
[ROW][C]44[/C][C]-0.029297[/C][C]-0.2153[/C][C]0.415176[/C][/ROW]
[ROW][C]45[/C][C]0.078429[/C][C]0.5763[/C][C]0.283392[/C][/ROW]
[ROW][C]46[/C][C]-0.041227[/C][C]-0.303[/C][C]0.381543[/C][/ROW]
[ROW][C]47[/C][C]0.072759[/C][C]0.5347[/C][C]0.297538[/C][/ROW]
[ROW][C]48[/C][C]0.005657[/C][C]0.0416[/C][C]0.483497[/C][/ROW]
[ROW][C]49[/C][C]0.012838[/C][C]0.0943[/C][C]0.462593[/C][/ROW]
[ROW][C]50[/C][C]-0.028965[/C][C]-0.2129[/C][C]0.416122[/C][/ROW]
[ROW][C]51[/C][C]-0.021529[/C][C]-0.1582[/C][C]0.437444[/C][/ROW]
[ROW][C]52[/C][C]0.004117[/C][C]0.0303[/C][C]0.487988[/C][/ROW]
[ROW][C]53[/C][C]0.000389[/C][C]0.0029[/C][C]0.498866[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70929&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70929&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	-0.532113	-3.9102	0.00013
2	-0.29989	-2.2037	0.015914
3	-0.121604	-0.8936	0.187749
4	0.037426	0.275	0.392174
5	-0.147618	-1.0848	0.141423
6	-0.123191	-0.9053	0.184673
7	-0.166743	-1.2253	0.112889
8	0.0446	0.3277	0.372188
9	0.090032	0.6616	0.255522
10	0.049756	0.3656	0.358034
11	0.291199	2.1399	0.018451
12	-0.239314	-1.7586	0.042156
13	-0.212012	-1.558	0.062542
14	-0.228016	-1.6756	0.049802
15	0.020504	0.1507	0.440399
16	-0.118388	-0.87	0.194084
17	-0.07652	-0.5623	0.288117
18	-0.101825	-0.7483	0.228776
19	-0.031265	-0.2298	0.409576
20	-0.082152	-0.6037	0.274289
21	-0.091251	-0.6706	0.252681
22	-0.199131	-1.4633	0.07459
23	0.144889	1.0647	0.145873
24	-0.100504	-0.7386	0.231689
25	-0.094046	-0.6911	0.246233
26	-0.102582	-0.7538	0.227116
27	0.079738	0.5859	0.280175
28	-0.010614	-0.078	0.46906
29	-0.035011	-0.2573	0.39897
30	0.037383	0.2747	0.392296
31	-0.097677	-0.7178	0.237994
32	-0.075635	-0.5558	0.290321
33	0.128044	0.9409	0.175467
34	-0.078325	-0.5756	0.283648
35	0.050523	0.3713	0.355945
36	-0.061789	-0.4541	0.325804
37	-0.117195	-0.8612	0.196468
38	-0.041873	-0.3077	0.379747
39	0.046541	0.342	0.366837
40	-0.035875	-0.2636	0.396536
41	-0.037144	-0.273	0.392966
42	-0.176678	-1.2983	0.099849
43	-0.016506	-0.1213	0.451955
44	-0.029297	-0.2153	0.415176
45	0.078429	0.5763	0.283392
46	-0.041227	-0.303	0.381543
47	0.072759	0.5347	0.297538
48	0.005657	0.0416	0.483497
49	0.012838	0.0943	0.462593
50	-0.028965	-0.2129	0.416122
51	-0.021529	-0.1582	0.437444
52	0.004117	0.0303	0.487988
53	0.000389	0.0029	0.498866
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; 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