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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 28 Dec 2009 05:35:39 -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/28/t12620037813f1bo82ywn09cbg.htm/, Retrieved Sun, 05 May 2024 03:42:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70946, Retrieved Sun, 05 May 2024 03:42:59 +0000

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User-defined keywords

Estimated Impact

150

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
- RMPD        [Standard Deviation-Mean Plot] [Paper SMP] [2009-12-19 15:14:41] [85be98bd9ebcfd4d73e77f8552419c9a]
- RMP           [(Partial) Autocorrelation Function] [Paper ACF] [2009-12-19 16:26:13] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P               [(Partial) Autocorrelation Function] [acf] [2009-12-28 12:35:39] [5cd0e65b1f56b3935a0672588b930e12] [Current]
-   P                 [(Partial) Autocorrelation Function] [acf] [2009-12-28 12:39:59] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                   [(Partial) Autocorrelation Function] [acf] [2009-12-28 12:46:27] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                     [(Partial) Autocorrelation Function] [acf] [2009-12-30 09:06:41] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                   [(Partial) Autocorrelation Function] [acf] [2009-12-29 08:06:59] [85be98bd9ebcfd4d73e77f8552419c9a] 
-    D                [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:15:02] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                   [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:19:16] [85be98bd9ebcfd4d73e77f8552419c9a] 
-                         [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:22:01] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                       [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:23:40] [85be98bd9ebcfd4d73e77f8552419c9a] 

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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	4 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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70946&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]4 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=70946&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70946&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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.744286	6.3155	0
2	0.657496	5.579	0
3	0.698467	5.9267	0
4	0.611673	5.1902	1e-06
5	0.607899	5.1582	1e-06
6	0.658671	5.589	0
7	0.531821	4.5127	1.2e-05
8	0.502764	4.2661	3e-05
9	0.533029	4.5229	1.2e-05
10	0.403917	3.4274	0.000506
11	0.454479	3.8564	0.000124
12	0.566687	4.8085	4e-06
13	0.392498	3.3305	0.000685
14	0.346869	2.9433	0.002184
15	0.351265	2.9806	0.001961
16	0.272087	2.3087	0.011916
17	0.295656	2.5087	0.007185
18	0.318683	2.7041	0.00427
19	0.214996	1.8243	0.036128
20	0.18485	1.5685	0.060574
21	0.182289	1.5468	0.063152
22	0.050599	0.4293	0.334478
23	0.109397	0.9283	0.178186
24	0.122051	1.0356	0.151919
25	-0.013604	-0.1154	0.454211
26	-0.063392	-0.5379	0.296153
27	-0.06721	-0.5703	0.285125
28	-0.130814	-1.11	0.135347
29	-0.106111	-0.9004	0.185459
30	-0.095292	-0.8086	0.21071
31	-0.160009	-1.3577	0.089396
32	-0.163193	-1.3847	0.085205
33	-0.201179	-1.7071	0.04606
34	-0.263021	-2.2318	0.01437
35	-0.203263	-1.7247	0.044432
36	-0.178757	-1.5168	0.066847
37	-0.251274	-2.1321	0.018204
38	-0.29236	-2.4808	0.007724
39	-0.29775	-2.5265	0.00686
40	-0.321558	-2.7285	0.003995
41	-0.306665	-2.6021	0.00562
42	-0.298041	-2.529	0.006816
43	-0.340368	-2.8881	0.002558
44	-0.329739	-2.7979	0.003297
45	-0.358635	-3.0431	0.001634
46	-0.394553	-3.3479	0.000649
47	-0.357494	-3.0334	0.001681
48	-0.307419	-2.6085	0.005525
49	-0.334535	-2.8386	0.002942
50	-0.358943	-3.0457	0.001621
51	-0.331838	-2.8157	0.003137
52	-0.326213	-2.768	0.003583
53	-0.284025	-2.41	0.009254
54	-0.257841	-2.1878	0.015964
55	-0.259683	-2.2035	0.01538
56	-0.253545	-2.1514	0.0174
57	-0.2537	-2.1527	0.017346
58	-0.248581	-2.1093	0.019199
59	-0.226034	-1.918	0.029541
60	-0.201194	-1.7072	0.046048

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.744286 & 6.3155 & 0 \tabularnewline
2 & 0.657496 & 5.579 & 0 \tabularnewline
3 & 0.698467 & 5.9267 & 0 \tabularnewline
4 & 0.611673 & 5.1902 & 1e-06 \tabularnewline
5 & 0.607899 & 5.1582 & 1e-06 \tabularnewline
6 & 0.658671 & 5.589 & 0 \tabularnewline
7 & 0.531821 & 4.5127 & 1.2e-05 \tabularnewline
8 & 0.502764 & 4.2661 & 3e-05 \tabularnewline
9 & 0.533029 & 4.5229 & 1.2e-05 \tabularnewline
10 & 0.403917 & 3.4274 & 0.000506 \tabularnewline
11 & 0.454479 & 3.8564 & 0.000124 \tabularnewline
12 & 0.566687 & 4.8085 & 4e-06 \tabularnewline
13 & 0.392498 & 3.3305 & 0.000685 \tabularnewline
14 & 0.346869 & 2.9433 & 0.002184 \tabularnewline
15 & 0.351265 & 2.9806 & 0.001961 \tabularnewline
16 & 0.272087 & 2.3087 & 0.011916 \tabularnewline
17 & 0.295656 & 2.5087 & 0.007185 \tabularnewline
18 & 0.318683 & 2.7041 & 0.00427 \tabularnewline
19 & 0.214996 & 1.8243 & 0.036128 \tabularnewline
20 & 0.18485 & 1.5685 & 0.060574 \tabularnewline
21 & 0.182289 & 1.5468 & 0.063152 \tabularnewline
22 & 0.050599 & 0.4293 & 0.334478 \tabularnewline
23 & 0.109397 & 0.9283 & 0.178186 \tabularnewline
24 & 0.122051 & 1.0356 & 0.151919 \tabularnewline
25 & -0.013604 & -0.1154 & 0.454211 \tabularnewline
26 & -0.063392 & -0.5379 & 0.296153 \tabularnewline
27 & -0.06721 & -0.5703 & 0.285125 \tabularnewline
28 & -0.130814 & -1.11 & 0.135347 \tabularnewline
29 & -0.106111 & -0.9004 & 0.185459 \tabularnewline
30 & -0.095292 & -0.8086 & 0.21071 \tabularnewline
31 & -0.160009 & -1.3577 & 0.089396 \tabularnewline
32 & -0.163193 & -1.3847 & 0.085205 \tabularnewline
33 & -0.201179 & -1.7071 & 0.04606 \tabularnewline
34 & -0.263021 & -2.2318 & 0.01437 \tabularnewline
35 & -0.203263 & -1.7247 & 0.044432 \tabularnewline
36 & -0.178757 & -1.5168 & 0.066847 \tabularnewline
37 & -0.251274 & -2.1321 & 0.018204 \tabularnewline
38 & -0.29236 & -2.4808 & 0.007724 \tabularnewline
39 & -0.29775 & -2.5265 & 0.00686 \tabularnewline
40 & -0.321558 & -2.7285 & 0.003995 \tabularnewline
41 & -0.306665 & -2.6021 & 0.00562 \tabularnewline
42 & -0.298041 & -2.529 & 0.006816 \tabularnewline
43 & -0.340368 & -2.8881 & 0.002558 \tabularnewline
44 & -0.329739 & -2.7979 & 0.003297 \tabularnewline
45 & -0.358635 & -3.0431 & 0.001634 \tabularnewline
46 & -0.394553 & -3.3479 & 0.000649 \tabularnewline
47 & -0.357494 & -3.0334 & 0.001681 \tabularnewline
48 & -0.307419 & -2.6085 & 0.005525 \tabularnewline
49 & -0.334535 & -2.8386 & 0.002942 \tabularnewline
50 & -0.358943 & -3.0457 & 0.001621 \tabularnewline
51 & -0.331838 & -2.8157 & 0.003137 \tabularnewline
52 & -0.326213 & -2.768 & 0.003583 \tabularnewline
53 & -0.284025 & -2.41 & 0.009254 \tabularnewline
54 & -0.257841 & -2.1878 & 0.015964 \tabularnewline
55 & -0.259683 & -2.2035 & 0.01538 \tabularnewline
56 & -0.253545 & -2.1514 & 0.0174 \tabularnewline
57 & -0.2537 & -2.1527 & 0.017346 \tabularnewline
58 & -0.248581 & -2.1093 & 0.019199 \tabularnewline
59 & -0.226034 & -1.918 & 0.029541 \tabularnewline
60 & -0.201194 & -1.7072 & 0.046048 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70946&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]0.744286[/C][C]6.3155[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.657496[/C][C]5.579[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.698467[/C][C]5.9267[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.611673[/C][C]5.1902[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.607899[/C][C]5.1582[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.658671[/C][C]5.589[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.531821[/C][C]4.5127[/C][C]1.2e-05[/C][/ROW]
[ROW][C]8[/C][C]0.502764[/C][C]4.2661[/C][C]3e-05[/C][/ROW]
[ROW][C]9[/C][C]0.533029[/C][C]4.5229[/C][C]1.2e-05[/C][/ROW]
[ROW][C]10[/C][C]0.403917[/C][C]3.4274[/C][C]0.000506[/C][/ROW]
[ROW][C]11[/C][C]0.454479[/C][C]3.8564[/C][C]0.000124[/C][/ROW]
[ROW][C]12[/C][C]0.566687[/C][C]4.8085[/C][C]4e-06[/C][/ROW]
[ROW][C]13[/C][C]0.392498[/C][C]3.3305[/C][C]0.000685[/C][/ROW]
[ROW][C]14[/C][C]0.346869[/C][C]2.9433[/C][C]0.002184[/C][/ROW]
[ROW][C]15[/C][C]0.351265[/C][C]2.9806[/C][C]0.001961[/C][/ROW]
[ROW][C]16[/C][C]0.272087[/C][C]2.3087[/C][C]0.011916[/C][/ROW]
[ROW][C]17[/C][C]0.295656[/C][C]2.5087[/C][C]0.007185[/C][/ROW]
[ROW][C]18[/C][C]0.318683[/C][C]2.7041[/C][C]0.00427[/C][/ROW]
[ROW][C]19[/C][C]0.214996[/C][C]1.8243[/C][C]0.036128[/C][/ROW]
[ROW][C]20[/C][C]0.18485[/C][C]1.5685[/C][C]0.060574[/C][/ROW]
[ROW][C]21[/C][C]0.182289[/C][C]1.5468[/C][C]0.063152[/C][/ROW]
[ROW][C]22[/C][C]0.050599[/C][C]0.4293[/C][C]0.334478[/C][/ROW]
[ROW][C]23[/C][C]0.109397[/C][C]0.9283[/C][C]0.178186[/C][/ROW]
[ROW][C]24[/C][C]0.122051[/C][C]1.0356[/C][C]0.151919[/C][/ROW]
[ROW][C]25[/C][C]-0.013604[/C][C]-0.1154[/C][C]0.454211[/C][/ROW]
[ROW][C]26[/C][C]-0.063392[/C][C]-0.5379[/C][C]0.296153[/C][/ROW]
[ROW][C]27[/C][C]-0.06721[/C][C]-0.5703[/C][C]0.285125[/C][/ROW]
[ROW][C]28[/C][C]-0.130814[/C][C]-1.11[/C][C]0.135347[/C][/ROW]
[ROW][C]29[/C][C]-0.106111[/C][C]-0.9004[/C][C]0.185459[/C][/ROW]
[ROW][C]30[/C][C]-0.095292[/C][C]-0.8086[/C][C]0.21071[/C][/ROW]
[ROW][C]31[/C][C]-0.160009[/C][C]-1.3577[/C][C]0.089396[/C][/ROW]
[ROW][C]32[/C][C]-0.163193[/C][C]-1.3847[/C][C]0.085205[/C][/ROW]
[ROW][C]33[/C][C]-0.201179[/C][C]-1.7071[/C][C]0.04606[/C][/ROW]
[ROW][C]34[/C][C]-0.263021[/C][C]-2.2318[/C][C]0.01437[/C][/ROW]
[ROW][C]35[/C][C]-0.203263[/C][C]-1.7247[/C][C]0.044432[/C][/ROW]
[ROW][C]36[/C][C]-0.178757[/C][C]-1.5168[/C][C]0.066847[/C][/ROW]
[ROW][C]37[/C][C]-0.251274[/C][C]-2.1321[/C][C]0.018204[/C][/ROW]
[ROW][C]38[/C][C]-0.29236[/C][C]-2.4808[/C][C]0.007724[/C][/ROW]
[ROW][C]39[/C][C]-0.29775[/C][C]-2.5265[/C][C]0.00686[/C][/ROW]
[ROW][C]40[/C][C]-0.321558[/C][C]-2.7285[/C][C]0.003995[/C][/ROW]
[ROW][C]41[/C][C]-0.306665[/C][C]-2.6021[/C][C]0.00562[/C][/ROW]
[ROW][C]42[/C][C]-0.298041[/C][C]-2.529[/C][C]0.006816[/C][/ROW]
[ROW][C]43[/C][C]-0.340368[/C][C]-2.8881[/C][C]0.002558[/C][/ROW]
[ROW][C]44[/C][C]-0.329739[/C][C]-2.7979[/C][C]0.003297[/C][/ROW]
[ROW][C]45[/C][C]-0.358635[/C][C]-3.0431[/C][C]0.001634[/C][/ROW]
[ROW][C]46[/C][C]-0.394553[/C][C]-3.3479[/C][C]0.000649[/C][/ROW]
[ROW][C]47[/C][C]-0.357494[/C][C]-3.0334[/C][C]0.001681[/C][/ROW]
[ROW][C]48[/C][C]-0.307419[/C][C]-2.6085[/C][C]0.005525[/C][/ROW]
[ROW][C]49[/C][C]-0.334535[/C][C]-2.8386[/C][C]0.002942[/C][/ROW]
[ROW][C]50[/C][C]-0.358943[/C][C]-3.0457[/C][C]0.001621[/C][/ROW]
[ROW][C]51[/C][C]-0.331838[/C][C]-2.8157[/C][C]0.003137[/C][/ROW]
[ROW][C]52[/C][C]-0.326213[/C][C]-2.768[/C][C]0.003583[/C][/ROW]
[ROW][C]53[/C][C]-0.284025[/C][C]-2.41[/C][C]0.009254[/C][/ROW]
[ROW][C]54[/C][C]-0.257841[/C][C]-2.1878[/C][C]0.015964[/C][/ROW]
[ROW][C]55[/C][C]-0.259683[/C][C]-2.2035[/C][C]0.01538[/C][/ROW]
[ROW][C]56[/C][C]-0.253545[/C][C]-2.1514[/C][C]0.0174[/C][/ROW]
[ROW][C]57[/C][C]-0.2537[/C][C]-2.1527[/C][C]0.017346[/C][/ROW]
[ROW][C]58[/C][C]-0.248581[/C][C]-2.1093[/C][C]0.019199[/C][/ROW]
[ROW][C]59[/C][C]-0.226034[/C][C]-1.918[/C][C]0.029541[/C][/ROW]
[ROW][C]60[/C][C]-0.201194[/C][C]-1.7072[/C][C]0.046048[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70946&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70946&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	0.744286	6.3155	0
2	0.657496	5.579	0
3	0.698467	5.9267	0
4	0.611673	5.1902	1e-06
5	0.607899	5.1582	1e-06
6	0.658671	5.589	0
7	0.531821	4.5127	1.2e-05
8	0.502764	4.2661	3e-05
9	0.533029	4.5229	1.2e-05
10	0.403917	3.4274	0.000506
11	0.454479	3.8564	0.000124
12	0.566687	4.8085	4e-06
13	0.392498	3.3305	0.000685
14	0.346869	2.9433	0.002184
15	0.351265	2.9806	0.001961
16	0.272087	2.3087	0.011916
17	0.295656	2.5087	0.007185
18	0.318683	2.7041	0.00427
19	0.214996	1.8243	0.036128
20	0.18485	1.5685	0.060574
21	0.182289	1.5468	0.063152
22	0.050599	0.4293	0.334478
23	0.109397	0.9283	0.178186
24	0.122051	1.0356	0.151919
25	-0.013604	-0.1154	0.454211
26	-0.063392	-0.5379	0.296153
27	-0.06721	-0.5703	0.285125
28	-0.130814	-1.11	0.135347
29	-0.106111	-0.9004	0.185459
30	-0.095292	-0.8086	0.21071
31	-0.160009	-1.3577	0.089396
32	-0.163193	-1.3847	0.085205
33	-0.201179	-1.7071	0.04606
34	-0.263021	-2.2318	0.01437
35	-0.203263	-1.7247	0.044432
36	-0.178757	-1.5168	0.066847
37	-0.251274	-2.1321	0.018204
38	-0.29236	-2.4808	0.007724
39	-0.29775	-2.5265	0.00686
40	-0.321558	-2.7285	0.003995
41	-0.306665	-2.6021	0.00562
42	-0.298041	-2.529	0.006816
43	-0.340368	-2.8881	0.002558
44	-0.329739	-2.7979	0.003297
45	-0.358635	-3.0431	0.001634
46	-0.394553	-3.3479	0.000649
47	-0.357494	-3.0334	0.001681
48	-0.307419	-2.6085	0.005525
49	-0.334535	-2.8386	0.002942
50	-0.358943	-3.0457	0.001621
51	-0.331838	-2.8157	0.003137
52	-0.326213	-2.768	0.003583
53	-0.284025	-2.41	0.009254
54	-0.257841	-2.1878	0.015964
55	-0.259683	-2.2035	0.01538
56	-0.253545	-2.1514	0.0174
57	-0.2537	-2.1527	0.017346
58	-0.248581	-2.1093	0.019199
59	-0.226034	-1.918	0.029541
60	-0.201194	-1.7072	0.046048

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.744286	6.3155	0
2	0.232119	1.9696	0.026366
3	0.355279	3.0146	0.001776
4	-0.036499	-0.3097	0.37884
5	0.16732	1.4198	0.079997
6	0.187553	1.5914	0.057946
7	-0.191795	-1.6274	0.054006
8	0.012501	0.1061	0.457908
9	0.034361	0.2916	0.385729
10	-0.203395	-1.7259	0.044331
11	0.214469	1.8198	0.036471
12	0.271788	2.3062	0.011991
13	-0.303719	-2.5771	0.006005
14	-0.086454	-0.7336	0.232791
15	-0.103103	-0.8749	0.192279
16	0.023612	0.2004	0.420882
17	0.012843	0.109	0.456762
18	-0.032932	-0.2794	0.390354
19	0.046436	0.394	0.347364
20	-0.138066	-1.1715	0.122625
21	-0.041329	-0.3507	0.363424
22	-0.099838	-0.8472	0.199858
23	0.063223	0.5365	0.296646
24	-0.145948	-1.2384	0.109794
25	-0.088447	-0.7505	0.2277
26	-0.127346	-1.0806	0.141748
27	0.058082	0.4928	0.311812
28	0.006285	0.0533	0.478808
29	-0.013529	-0.1148	0.454464
30	0.023141	0.1964	0.42244
31	0.047507	0.4031	0.344031
32	-0.023696	-0.2011	0.420606
33	-0.11723	-0.9947	0.161601
34	0.088656	0.7523	0.22717
35	-0.036112	-0.3064	0.380084
36	0.079049	0.6708	0.252261
37	-0.017808	-0.1511	0.440159
38	-0.064063	-0.5436	0.294201
39	-0.001279	-0.0109	0.495685
40	-0.031404	-0.2665	0.395319
41	-0.041888	-0.3554	0.361654
42	0.000291	0.0025	0.49902
43	-0.047237	-0.4008	0.344871
44	0.027452	0.2329	0.408236
45	0.030033	0.2548	0.399788
46	-0.082988	-0.7042	0.241797
47	0.013628	0.1156	0.45413
48	0.010902	0.0925	0.463276
49	0.035891	0.3045	0.380796
50	-0.049627	-0.4211	0.337469
51	0.067086	0.5692	0.285482
52	0.016577	0.1407	0.444265
53	0.049664	0.4214	0.337355
54	-0.01926	-0.1634	0.43532
55	0.027158	0.2304	0.409202
56	-0.022877	-0.1941	0.423317
57	-0.039553	-0.3356	0.369067
58	0.080999	0.6873	0.247051
59	-0.069062	-0.586	0.279849
60	-0.105631	-0.8963	0.186538

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.744286 & 6.3155 & 0 \tabularnewline
2 & 0.232119 & 1.9696 & 0.026366 \tabularnewline
3 & 0.355279 & 3.0146 & 0.001776 \tabularnewline
4 & -0.036499 & -0.3097 & 0.37884 \tabularnewline
5 & 0.16732 & 1.4198 & 0.079997 \tabularnewline
6 & 0.187553 & 1.5914 & 0.057946 \tabularnewline
7 & -0.191795 & -1.6274 & 0.054006 \tabularnewline
8 & 0.012501 & 0.1061 & 0.457908 \tabularnewline
9 & 0.034361 & 0.2916 & 0.385729 \tabularnewline
10 & -0.203395 & -1.7259 & 0.044331 \tabularnewline
11 & 0.214469 & 1.8198 & 0.036471 \tabularnewline
12 & 0.271788 & 2.3062 & 0.011991 \tabularnewline
13 & -0.303719 & -2.5771 & 0.006005 \tabularnewline
14 & -0.086454 & -0.7336 & 0.232791 \tabularnewline
15 & -0.103103 & -0.8749 & 0.192279 \tabularnewline
16 & 0.023612 & 0.2004 & 0.420882 \tabularnewline
17 & 0.012843 & 0.109 & 0.456762 \tabularnewline
18 & -0.032932 & -0.2794 & 0.390354 \tabularnewline
19 & 0.046436 & 0.394 & 0.347364 \tabularnewline
20 & -0.138066 & -1.1715 & 0.122625 \tabularnewline
21 & -0.041329 & -0.3507 & 0.363424 \tabularnewline
22 & -0.099838 & -0.8472 & 0.199858 \tabularnewline
23 & 0.063223 & 0.5365 & 0.296646 \tabularnewline
24 & -0.145948 & -1.2384 & 0.109794 \tabularnewline
25 & -0.088447 & -0.7505 & 0.2277 \tabularnewline
26 & -0.127346 & -1.0806 & 0.141748 \tabularnewline
27 & 0.058082 & 0.4928 & 0.311812 \tabularnewline
28 & 0.006285 & 0.0533 & 0.478808 \tabularnewline
29 & -0.013529 & -0.1148 & 0.454464 \tabularnewline
30 & 0.023141 & 0.1964 & 0.42244 \tabularnewline
31 & 0.047507 & 0.4031 & 0.344031 \tabularnewline
32 & -0.023696 & -0.2011 & 0.420606 \tabularnewline
33 & -0.11723 & -0.9947 & 0.161601 \tabularnewline
34 & 0.088656 & 0.7523 & 0.22717 \tabularnewline
35 & -0.036112 & -0.3064 & 0.380084 \tabularnewline
36 & 0.079049 & 0.6708 & 0.252261 \tabularnewline
37 & -0.017808 & -0.1511 & 0.440159 \tabularnewline
38 & -0.064063 & -0.5436 & 0.294201 \tabularnewline
39 & -0.001279 & -0.0109 & 0.495685 \tabularnewline
40 & -0.031404 & -0.2665 & 0.395319 \tabularnewline
41 & -0.041888 & -0.3554 & 0.361654 \tabularnewline
42 & 0.000291 & 0.0025 & 0.49902 \tabularnewline
43 & -0.047237 & -0.4008 & 0.344871 \tabularnewline
44 & 0.027452 & 0.2329 & 0.408236 \tabularnewline
45 & 0.030033 & 0.2548 & 0.399788 \tabularnewline
46 & -0.082988 & -0.7042 & 0.241797 \tabularnewline
47 & 0.013628 & 0.1156 & 0.45413 \tabularnewline
48 & 0.010902 & 0.0925 & 0.463276 \tabularnewline
49 & 0.035891 & 0.3045 & 0.380796 \tabularnewline
50 & -0.049627 & -0.4211 & 0.337469 \tabularnewline
51 & 0.067086 & 0.5692 & 0.285482 \tabularnewline
52 & 0.016577 & 0.1407 & 0.444265 \tabularnewline
53 & 0.049664 & 0.4214 & 0.337355 \tabularnewline
54 & -0.01926 & -0.1634 & 0.43532 \tabularnewline
55 & 0.027158 & 0.2304 & 0.409202 \tabularnewline
56 & -0.022877 & -0.1941 & 0.423317 \tabularnewline
57 & -0.039553 & -0.3356 & 0.369067 \tabularnewline
58 & 0.080999 & 0.6873 & 0.247051 \tabularnewline
59 & -0.069062 & -0.586 & 0.279849 \tabularnewline
60 & -0.105631 & -0.8963 & 0.186538 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70946&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]0.744286[/C][C]6.3155[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.232119[/C][C]1.9696[/C][C]0.026366[/C][/ROW]
[ROW][C]3[/C][C]0.355279[/C][C]3.0146[/C][C]0.001776[/C][/ROW]
[ROW][C]4[/C][C]-0.036499[/C][C]-0.3097[/C][C]0.37884[/C][/ROW]
[ROW][C]5[/C][C]0.16732[/C][C]1.4198[/C][C]0.079997[/C][/ROW]
[ROW][C]6[/C][C]0.187553[/C][C]1.5914[/C][C]0.057946[/C][/ROW]
[ROW][C]7[/C][C]-0.191795[/C][C]-1.6274[/C][C]0.054006[/C][/ROW]
[ROW][C]8[/C][C]0.012501[/C][C]0.1061[/C][C]0.457908[/C][/ROW]
[ROW][C]9[/C][C]0.034361[/C][C]0.2916[/C][C]0.385729[/C][/ROW]
[ROW][C]10[/C][C]-0.203395[/C][C]-1.7259[/C][C]0.044331[/C][/ROW]
[ROW][C]11[/C][C]0.214469[/C][C]1.8198[/C][C]0.036471[/C][/ROW]
[ROW][C]12[/C][C]0.271788[/C][C]2.3062[/C][C]0.011991[/C][/ROW]
[ROW][C]13[/C][C]-0.303719[/C][C]-2.5771[/C][C]0.006005[/C][/ROW]
[ROW][C]14[/C][C]-0.086454[/C][C]-0.7336[/C][C]0.232791[/C][/ROW]
[ROW][C]15[/C][C]-0.103103[/C][C]-0.8749[/C][C]0.192279[/C][/ROW]
[ROW][C]16[/C][C]0.023612[/C][C]0.2004[/C][C]0.420882[/C][/ROW]
[ROW][C]17[/C][C]0.012843[/C][C]0.109[/C][C]0.456762[/C][/ROW]
[ROW][C]18[/C][C]-0.032932[/C][C]-0.2794[/C][C]0.390354[/C][/ROW]
[ROW][C]19[/C][C]0.046436[/C][C]0.394[/C][C]0.347364[/C][/ROW]
[ROW][C]20[/C][C]-0.138066[/C][C]-1.1715[/C][C]0.122625[/C][/ROW]
[ROW][C]21[/C][C]-0.041329[/C][C]-0.3507[/C][C]0.363424[/C][/ROW]
[ROW][C]22[/C][C]-0.099838[/C][C]-0.8472[/C][C]0.199858[/C][/ROW]
[ROW][C]23[/C][C]0.063223[/C][C]0.5365[/C][C]0.296646[/C][/ROW]
[ROW][C]24[/C][C]-0.145948[/C][C]-1.2384[/C][C]0.109794[/C][/ROW]
[ROW][C]25[/C][C]-0.088447[/C][C]-0.7505[/C][C]0.2277[/C][/ROW]
[ROW][C]26[/C][C]-0.127346[/C][C]-1.0806[/C][C]0.141748[/C][/ROW]
[ROW][C]27[/C][C]0.058082[/C][C]0.4928[/C][C]0.311812[/C][/ROW]
[ROW][C]28[/C][C]0.006285[/C][C]0.0533[/C][C]0.478808[/C][/ROW]
[ROW][C]29[/C][C]-0.013529[/C][C]-0.1148[/C][C]0.454464[/C][/ROW]
[ROW][C]30[/C][C]0.023141[/C][C]0.1964[/C][C]0.42244[/C][/ROW]
[ROW][C]31[/C][C]0.047507[/C][C]0.4031[/C][C]0.344031[/C][/ROW]
[ROW][C]32[/C][C]-0.023696[/C][C]-0.2011[/C][C]0.420606[/C][/ROW]
[ROW][C]33[/C][C]-0.11723[/C][C]-0.9947[/C][C]0.161601[/C][/ROW]
[ROW][C]34[/C][C]0.088656[/C][C]0.7523[/C][C]0.22717[/C][/ROW]
[ROW][C]35[/C][C]-0.036112[/C][C]-0.3064[/C][C]0.380084[/C][/ROW]
[ROW][C]36[/C][C]0.079049[/C][C]0.6708[/C][C]0.252261[/C][/ROW]
[ROW][C]37[/C][C]-0.017808[/C][C]-0.1511[/C][C]0.440159[/C][/ROW]
[ROW][C]38[/C][C]-0.064063[/C][C]-0.5436[/C][C]0.294201[/C][/ROW]
[ROW][C]39[/C][C]-0.001279[/C][C]-0.0109[/C][C]0.495685[/C][/ROW]
[ROW][C]40[/C][C]-0.031404[/C][C]-0.2665[/C][C]0.395319[/C][/ROW]
[ROW][C]41[/C][C]-0.041888[/C][C]-0.3554[/C][C]0.361654[/C][/ROW]
[ROW][C]42[/C][C]0.000291[/C][C]0.0025[/C][C]0.49902[/C][/ROW]
[ROW][C]43[/C][C]-0.047237[/C][C]-0.4008[/C][C]0.344871[/C][/ROW]
[ROW][C]44[/C][C]0.027452[/C][C]0.2329[/C][C]0.408236[/C][/ROW]
[ROW][C]45[/C][C]0.030033[/C][C]0.2548[/C][C]0.399788[/C][/ROW]
[ROW][C]46[/C][C]-0.082988[/C][C]-0.7042[/C][C]0.241797[/C][/ROW]
[ROW][C]47[/C][C]0.013628[/C][C]0.1156[/C][C]0.45413[/C][/ROW]
[ROW][C]48[/C][C]0.010902[/C][C]0.0925[/C][C]0.463276[/C][/ROW]
[ROW][C]49[/C][C]0.035891[/C][C]0.3045[/C][C]0.380796[/C][/ROW]
[ROW][C]50[/C][C]-0.049627[/C][C]-0.4211[/C][C]0.337469[/C][/ROW]
[ROW][C]51[/C][C]0.067086[/C][C]0.5692[/C][C]0.285482[/C][/ROW]
[ROW][C]52[/C][C]0.016577[/C][C]0.1407[/C][C]0.444265[/C][/ROW]
[ROW][C]53[/C][C]0.049664[/C][C]0.4214[/C][C]0.337355[/C][/ROW]
[ROW][C]54[/C][C]-0.01926[/C][C]-0.1634[/C][C]0.43532[/C][/ROW]
[ROW][C]55[/C][C]0.027158[/C][C]0.2304[/C][C]0.409202[/C][/ROW]
[ROW][C]56[/C][C]-0.022877[/C][C]-0.1941[/C][C]0.423317[/C][/ROW]
[ROW][C]57[/C][C]-0.039553[/C][C]-0.3356[/C][C]0.369067[/C][/ROW]
[ROW][C]58[/C][C]0.080999[/C][C]0.6873[/C][C]0.247051[/C][/ROW]
[ROW][C]59[/C][C]-0.069062[/C][C]-0.586[/C][C]0.279849[/C][/ROW]
[ROW][C]60[/C][C]-0.105631[/C][C]-0.8963[/C][C]0.186538[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70946&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70946&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	0.744286	6.3155	0
2	0.232119	1.9696	0.026366
3	0.355279	3.0146	0.001776
4	-0.036499	-0.3097	0.37884
5	0.16732	1.4198	0.079997
6	0.187553	1.5914	0.057946
7	-0.191795	-1.6274	0.054006
8	0.012501	0.1061	0.457908
9	0.034361	0.2916	0.385729
10	-0.203395	-1.7259	0.044331
11	0.214469	1.8198	0.036471
12	0.271788	2.3062	0.011991
13	-0.303719	-2.5771	0.006005
14	-0.086454	-0.7336	0.232791
15	-0.103103	-0.8749	0.192279
16	0.023612	0.2004	0.420882
17	0.012843	0.109	0.456762
18	-0.032932	-0.2794	0.390354
19	0.046436	0.394	0.347364
20	-0.138066	-1.1715	0.122625
21	-0.041329	-0.3507	0.363424
22	-0.099838	-0.8472	0.199858
23	0.063223	0.5365	0.296646
24	-0.145948	-1.2384	0.109794
25	-0.088447	-0.7505	0.2277
26	-0.127346	-1.0806	0.141748
27	0.058082	0.4928	0.311812
28	0.006285	0.0533	0.478808
29	-0.013529	-0.1148	0.454464
30	0.023141	0.1964	0.42244
31	0.047507	0.4031	0.344031
32	-0.023696	-0.2011	0.420606
33	-0.11723	-0.9947	0.161601
34	0.088656	0.7523	0.22717
35	-0.036112	-0.3064	0.380084
36	0.079049	0.6708	0.252261
37	-0.017808	-0.1511	0.440159
38	-0.064063	-0.5436	0.294201
39	-0.001279	-0.0109	0.495685
40	-0.031404	-0.2665	0.395319
41	-0.041888	-0.3554	0.361654
42	0.000291	0.0025	0.49902
43	-0.047237	-0.4008	0.344871
44	0.027452	0.2329	0.408236
45	0.030033	0.2548	0.399788
46	-0.082988	-0.7042	0.241797
47	0.013628	0.1156	0.45413
48	0.010902	0.0925	0.463276
49	0.035891	0.3045	0.380796
50	-0.049627	-0.4211	0.337469
51	0.067086	0.5692	0.285482
52	0.016577	0.1407	0.444265
53	0.049664	0.4214	0.337355
54	-0.01926	-0.1634	0.43532
55	0.027158	0.2304	0.409202
56	-0.022877	-0.1941	0.423317
57	-0.039553	-0.3356	0.369067
58	0.080999	0.6873	0.247051
59	-0.069062	-0.586	0.279849
60	-0.105631	-0.8963	0.186538

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 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; 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