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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 28 Dec 2009 05:46:27 -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/t12620044232pxjewby4kh779t.htm/, Retrieved Sat, 04 May 2024 21:00:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70949, Retrieved Sat, 04 May 2024 21:00:05 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

160

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] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P               [(Partial) Autocorrelation Function] [acf] [2009-12-28 12:39:59] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P                   [(Partial) Autocorrelation Function] [acf] [2009-12-28 12:46:27] [5cd0e65b1f56b3935a0672588b930e12] [Current]
-   P                     [(Partial) Autocorrelation Function] [acf] [2009-12-30 09:06:41] [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	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70949&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]3 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=70949&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70949&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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.559701	-4.2991	3.3e-05
2	-0.033556	-0.2577	0.398749
3	0.328855	2.526	0.007121
4	-0.218334	-1.6771	0.049411
5	-0.07042	-0.5409	0.295305
6	0.264747	2.0336	0.023251
7	-0.31012	-2.3821	0.010229
8	0.125703	0.9655	0.169106
9	0.14598	1.1213	0.133354
10	-0.238536	-1.8322	0.035983
11	0.137181	1.0537	0.148156
12	-0.05153	-0.3958	0.346835
13	-0.126666	-0.9729	0.167278
14	0.178609	1.3719	0.087641
15	-0.087418	-0.6715	0.252271
16	-0.138365	-1.0628	0.146102
17	0.234361	1.8002	0.038474
18	-0.080632	-0.6193	0.269036
19	-0.018113	-0.1391	0.444913
20	-0.004577	-0.0352	0.486035
21	0.127716	0.981	0.165297
22	-0.223905	-1.7198	0.045351
23	0.262617	2.0172	0.024116
24	-0.147441	-1.1325	0.131
25	-0.101795	-0.7819	0.2187
26	0.230627	1.7715	0.040823
27	-0.149369	-1.1473	0.127939
28	-0.035376	-0.2717	0.39339
29	0.14962	1.1493	0.127545
30	-0.162939	-1.2516	0.107835
31	0.031788	0.2442	0.403975
32	0.143096	1.0991	0.138085
33	-0.258486	-1.9855	0.025873
34	0.097871	0.7518	0.227592
35	0.129648	0.9958	0.161696
36	-0.216099	-1.6599	0.051122
37	0.180611	1.3873	0.085284
38	-0.013308	-0.1022	0.459464
39	-0.128416	-0.9864	0.163987
40	0.207905	1.5969	0.05781
41	-0.1056	-0.8111	0.210276
42	-0.064813	-0.4978	0.310225
43	0.126164	0.9691	0.168229
44	-0.036963	-0.2839	0.388732
45	-0.030423	-0.2337	0.408018
46	0.069168	0.5313	0.298606
47	-0.047015	-0.3611	0.359647
48	0.00105	0.0081	0.496796
49	0.033514	0.2574	0.398874
50	-0.060875	-0.4676	0.320901
51	0.014429	0.1108	0.456062
52	0.020878	0.1604	0.436569
53	-0.023841	-0.1831	0.427663
54	0.007889	0.0606	0.475943
55	-0.003017	-0.0232	0.490794
56	-0.004625	-0.0355	0.48589
57	0.002901	0.0223	0.49115
58	-0.000654	-0.005	0.498005
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 & -0.559701 & -4.2991 & 3.3e-05 \tabularnewline
2 & -0.033556 & -0.2577 & 0.398749 \tabularnewline
3 & 0.328855 & 2.526 & 0.007121 \tabularnewline
4 & -0.218334 & -1.6771 & 0.049411 \tabularnewline
5 & -0.07042 & -0.5409 & 0.295305 \tabularnewline
6 & 0.264747 & 2.0336 & 0.023251 \tabularnewline
7 & -0.31012 & -2.3821 & 0.010229 \tabularnewline
8 & 0.125703 & 0.9655 & 0.169106 \tabularnewline
9 & 0.14598 & 1.1213 & 0.133354 \tabularnewline
10 & -0.238536 & -1.8322 & 0.035983 \tabularnewline
11 & 0.137181 & 1.0537 & 0.148156 \tabularnewline
12 & -0.05153 & -0.3958 & 0.346835 \tabularnewline
13 & -0.126666 & -0.9729 & 0.167278 \tabularnewline
14 & 0.178609 & 1.3719 & 0.087641 \tabularnewline
15 & -0.087418 & -0.6715 & 0.252271 \tabularnewline
16 & -0.138365 & -1.0628 & 0.146102 \tabularnewline
17 & 0.234361 & 1.8002 & 0.038474 \tabularnewline
18 & -0.080632 & -0.6193 & 0.269036 \tabularnewline
19 & -0.018113 & -0.1391 & 0.444913 \tabularnewline
20 & -0.004577 & -0.0352 & 0.486035 \tabularnewline
21 & 0.127716 & 0.981 & 0.165297 \tabularnewline
22 & -0.223905 & -1.7198 & 0.045351 \tabularnewline
23 & 0.262617 & 2.0172 & 0.024116 \tabularnewline
24 & -0.147441 & -1.1325 & 0.131 \tabularnewline
25 & -0.101795 & -0.7819 & 0.2187 \tabularnewline
26 & 0.230627 & 1.7715 & 0.040823 \tabularnewline
27 & -0.149369 & -1.1473 & 0.127939 \tabularnewline
28 & -0.035376 & -0.2717 & 0.39339 \tabularnewline
29 & 0.14962 & 1.1493 & 0.127545 \tabularnewline
30 & -0.162939 & -1.2516 & 0.107835 \tabularnewline
31 & 0.031788 & 0.2442 & 0.403975 \tabularnewline
32 & 0.143096 & 1.0991 & 0.138085 \tabularnewline
33 & -0.258486 & -1.9855 & 0.025873 \tabularnewline
34 & 0.097871 & 0.7518 & 0.227592 \tabularnewline
35 & 0.129648 & 0.9958 & 0.161696 \tabularnewline
36 & -0.216099 & -1.6599 & 0.051122 \tabularnewline
37 & 0.180611 & 1.3873 & 0.085284 \tabularnewline
38 & -0.013308 & -0.1022 & 0.459464 \tabularnewline
39 & -0.128416 & -0.9864 & 0.163987 \tabularnewline
40 & 0.207905 & 1.5969 & 0.05781 \tabularnewline
41 & -0.1056 & -0.8111 & 0.210276 \tabularnewline
42 & -0.064813 & -0.4978 & 0.310225 \tabularnewline
43 & 0.126164 & 0.9691 & 0.168229 \tabularnewline
44 & -0.036963 & -0.2839 & 0.388732 \tabularnewline
45 & -0.030423 & -0.2337 & 0.408018 \tabularnewline
46 & 0.069168 & 0.5313 & 0.298606 \tabularnewline
47 & -0.047015 & -0.3611 & 0.359647 \tabularnewline
48 & 0.00105 & 0.0081 & 0.496796 \tabularnewline
49 & 0.033514 & 0.2574 & 0.398874 \tabularnewline
50 & -0.060875 & -0.4676 & 0.320901 \tabularnewline
51 & 0.014429 & 0.1108 & 0.456062 \tabularnewline
52 & 0.020878 & 0.1604 & 0.436569 \tabularnewline
53 & -0.023841 & -0.1831 & 0.427663 \tabularnewline
54 & 0.007889 & 0.0606 & 0.475943 \tabularnewline
55 & -0.003017 & -0.0232 & 0.490794 \tabularnewline
56 & -0.004625 & -0.0355 & 0.48589 \tabularnewline
57 & 0.002901 & 0.0223 & 0.49115 \tabularnewline
58 & -0.000654 & -0.005 & 0.498005 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70949&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]-0.559701[/C][C]-4.2991[/C][C]3.3e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.033556[/C][C]-0.2577[/C][C]0.398749[/C][/ROW]
[ROW][C]3[/C][C]0.328855[/C][C]2.526[/C][C]0.007121[/C][/ROW]
[ROW][C]4[/C][C]-0.218334[/C][C]-1.6771[/C][C]0.049411[/C][/ROW]
[ROW][C]5[/C][C]-0.07042[/C][C]-0.5409[/C][C]0.295305[/C][/ROW]
[ROW][C]6[/C][C]0.264747[/C][C]2.0336[/C][C]0.023251[/C][/ROW]
[ROW][C]7[/C][C]-0.31012[/C][C]-2.3821[/C][C]0.010229[/C][/ROW]
[ROW][C]8[/C][C]0.125703[/C][C]0.9655[/C][C]0.169106[/C][/ROW]
[ROW][C]9[/C][C]0.14598[/C][C]1.1213[/C][C]0.133354[/C][/ROW]
[ROW][C]10[/C][C]-0.238536[/C][C]-1.8322[/C][C]0.035983[/C][/ROW]
[ROW][C]11[/C][C]0.137181[/C][C]1.0537[/C][C]0.148156[/C][/ROW]
[ROW][C]12[/C][C]-0.05153[/C][C]-0.3958[/C][C]0.346835[/C][/ROW]
[ROW][C]13[/C][C]-0.126666[/C][C]-0.9729[/C][C]0.167278[/C][/ROW]
[ROW][C]14[/C][C]0.178609[/C][C]1.3719[/C][C]0.087641[/C][/ROW]
[ROW][C]15[/C][C]-0.087418[/C][C]-0.6715[/C][C]0.252271[/C][/ROW]
[ROW][C]16[/C][C]-0.138365[/C][C]-1.0628[/C][C]0.146102[/C][/ROW]
[ROW][C]17[/C][C]0.234361[/C][C]1.8002[/C][C]0.038474[/C][/ROW]
[ROW][C]18[/C][C]-0.080632[/C][C]-0.6193[/C][C]0.269036[/C][/ROW]
[ROW][C]19[/C][C]-0.018113[/C][C]-0.1391[/C][C]0.444913[/C][/ROW]
[ROW][C]20[/C][C]-0.004577[/C][C]-0.0352[/C][C]0.486035[/C][/ROW]
[ROW][C]21[/C][C]0.127716[/C][C]0.981[/C][C]0.165297[/C][/ROW]
[ROW][C]22[/C][C]-0.223905[/C][C]-1.7198[/C][C]0.045351[/C][/ROW]
[ROW][C]23[/C][C]0.262617[/C][C]2.0172[/C][C]0.024116[/C][/ROW]
[ROW][C]24[/C][C]-0.147441[/C][C]-1.1325[/C][C]0.131[/C][/ROW]
[ROW][C]25[/C][C]-0.101795[/C][C]-0.7819[/C][C]0.2187[/C][/ROW]
[ROW][C]26[/C][C]0.230627[/C][C]1.7715[/C][C]0.040823[/C][/ROW]
[ROW][C]27[/C][C]-0.149369[/C][C]-1.1473[/C][C]0.127939[/C][/ROW]
[ROW][C]28[/C][C]-0.035376[/C][C]-0.2717[/C][C]0.39339[/C][/ROW]
[ROW][C]29[/C][C]0.14962[/C][C]1.1493[/C][C]0.127545[/C][/ROW]
[ROW][C]30[/C][C]-0.162939[/C][C]-1.2516[/C][C]0.107835[/C][/ROW]
[ROW][C]31[/C][C]0.031788[/C][C]0.2442[/C][C]0.403975[/C][/ROW]
[ROW][C]32[/C][C]0.143096[/C][C]1.0991[/C][C]0.138085[/C][/ROW]
[ROW][C]33[/C][C]-0.258486[/C][C]-1.9855[/C][C]0.025873[/C][/ROW]
[ROW][C]34[/C][C]0.097871[/C][C]0.7518[/C][C]0.227592[/C][/ROW]
[ROW][C]35[/C][C]0.129648[/C][C]0.9958[/C][C]0.161696[/C][/ROW]
[ROW][C]36[/C][C]-0.216099[/C][C]-1.6599[/C][C]0.051122[/C][/ROW]
[ROW][C]37[/C][C]0.180611[/C][C]1.3873[/C][C]0.085284[/C][/ROW]
[ROW][C]38[/C][C]-0.013308[/C][C]-0.1022[/C][C]0.459464[/C][/ROW]
[ROW][C]39[/C][C]-0.128416[/C][C]-0.9864[/C][C]0.163987[/C][/ROW]
[ROW][C]40[/C][C]0.207905[/C][C]1.5969[/C][C]0.05781[/C][/ROW]
[ROW][C]41[/C][C]-0.1056[/C][C]-0.8111[/C][C]0.210276[/C][/ROW]
[ROW][C]42[/C][C]-0.064813[/C][C]-0.4978[/C][C]0.310225[/C][/ROW]
[ROW][C]43[/C][C]0.126164[/C][C]0.9691[/C][C]0.168229[/C][/ROW]
[ROW][C]44[/C][C]-0.036963[/C][C]-0.2839[/C][C]0.388732[/C][/ROW]
[ROW][C]45[/C][C]-0.030423[/C][C]-0.2337[/C][C]0.408018[/C][/ROW]
[ROW][C]46[/C][C]0.069168[/C][C]0.5313[/C][C]0.298606[/C][/ROW]
[ROW][C]47[/C][C]-0.047015[/C][C]-0.3611[/C][C]0.359647[/C][/ROW]
[ROW][C]48[/C][C]0.00105[/C][C]0.0081[/C][C]0.496796[/C][/ROW]
[ROW][C]49[/C][C]0.033514[/C][C]0.2574[/C][C]0.398874[/C][/ROW]
[ROW][C]50[/C][C]-0.060875[/C][C]-0.4676[/C][C]0.320901[/C][/ROW]
[ROW][C]51[/C][C]0.014429[/C][C]0.1108[/C][C]0.456062[/C][/ROW]
[ROW][C]52[/C][C]0.020878[/C][C]0.1604[/C][C]0.436569[/C][/ROW]
[ROW][C]53[/C][C]-0.023841[/C][C]-0.1831[/C][C]0.427663[/C][/ROW]
[ROW][C]54[/C][C]0.007889[/C][C]0.0606[/C][C]0.475943[/C][/ROW]
[ROW][C]55[/C][C]-0.003017[/C][C]-0.0232[/C][C]0.490794[/C][/ROW]
[ROW][C]56[/C][C]-0.004625[/C][C]-0.0355[/C][C]0.48589[/C][/ROW]
[ROW][C]57[/C][C]0.002901[/C][C]0.0223[/C][C]0.49115[/C][/ROW]
[ROW][C]58[/C][C]-0.000654[/C][C]-0.005[/C][C]0.498005[/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=70949&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70949&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	-0.559701	-4.2991	3.3e-05
2	-0.033556	-0.2577	0.398749
3	0.328855	2.526	0.007121
4	-0.218334	-1.6771	0.049411
5	-0.07042	-0.5409	0.295305
6	0.264747	2.0336	0.023251
7	-0.31012	-2.3821	0.010229
8	0.125703	0.9655	0.169106
9	0.14598	1.1213	0.133354
10	-0.238536	-1.8322	0.035983
11	0.137181	1.0537	0.148156
12	-0.05153	-0.3958	0.346835
13	-0.126666	-0.9729	0.167278
14	0.178609	1.3719	0.087641
15	-0.087418	-0.6715	0.252271
16	-0.138365	-1.0628	0.146102
17	0.234361	1.8002	0.038474
18	-0.080632	-0.6193	0.269036
19	-0.018113	-0.1391	0.444913
20	-0.004577	-0.0352	0.486035
21	0.127716	0.981	0.165297
22	-0.223905	-1.7198	0.045351
23	0.262617	2.0172	0.024116
24	-0.147441	-1.1325	0.131
25	-0.101795	-0.7819	0.2187
26	0.230627	1.7715	0.040823
27	-0.149369	-1.1473	0.127939
28	-0.035376	-0.2717	0.39339
29	0.14962	1.1493	0.127545
30	-0.162939	-1.2516	0.107835
31	0.031788	0.2442	0.403975
32	0.143096	1.0991	0.138085
33	-0.258486	-1.9855	0.025873
34	0.097871	0.7518	0.227592
35	0.129648	0.9958	0.161696
36	-0.216099	-1.6599	0.051122
37	0.180611	1.3873	0.085284
38	-0.013308	-0.1022	0.459464
39	-0.128416	-0.9864	0.163987
40	0.207905	1.5969	0.05781
41	-0.1056	-0.8111	0.210276
42	-0.064813	-0.4978	0.310225
43	0.126164	0.9691	0.168229
44	-0.036963	-0.2839	0.388732
45	-0.030423	-0.2337	0.408018
46	0.069168	0.5313	0.298606
47	-0.047015	-0.3611	0.359647
48	0.00105	0.0081	0.496796
49	0.033514	0.2574	0.398874
50	-0.060875	-0.4676	0.320901
51	0.014429	0.1108	0.456062
52	0.020878	0.1604	0.436569
53	-0.023841	-0.1831	0.427663
54	0.007889	0.0606	0.475943
55	-0.003017	-0.0232	0.490794
56	-0.004625	-0.0355	0.48589
57	0.002901	0.0223	0.49115
58	-0.000654	-0.005	0.498005
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.559701	-4.2991	3.3e-05
2	-0.505029	-3.8792	0.000133
3	0.035036	0.2691	0.394389
4	0.110611	0.8496	0.199486
5	-0.091332	-0.7015	0.242863
6	0.076982	0.5913	0.278286
7	-0.173999	-1.3365	0.093257
8	-0.110378	-0.8478	0.199979
9	0.099438	0.7638	0.224015
10	0.055258	0.4244	0.336393
11	0.05569	0.4278	0.33519
12	-0.216208	-1.6607	0.051037
13	-0.329051	-2.5275	0.007094
14	-0.14438	-1.109	0.135964
15	0.028143	0.2162	0.414801
16	-0.072479	-0.5567	0.289911
17	-0.095619	-0.7345	0.232787
18	-0.020329	-0.1562	0.438224
19	0.150821	1.1585	0.125668
20	-0.079172	-0.6081	0.272718
21	0.194678	1.4954	0.070076
22	-0.091597	-0.7036	0.242234
23	0.099838	0.7669	0.223109
24	0.017044	0.1309	0.448142
25	-0.24715	-1.8984	0.031269
26	-0.081281	-0.6243	0.267408
27	-0.213059	-1.6365	0.053525
28	-0.082385	-0.6328	0.26465
29	-0.002949	-0.0227	0.491003
30	-0.04943	-0.3797	0.352774
31	-0.015808	-0.1214	0.451884
32	-0.048219	-0.3704	0.356214
33	-0.030737	-0.2361	0.407089
34	-0.1099	-0.8442	0.200996
35	-0.049911	-0.3834	0.35141
36	-0.055734	-0.4281	0.335068
37	-0.002977	-0.0229	0.490918
38	-0.044727	-0.3436	0.366202
39	-0.068785	-0.5283	0.299621
40	-0.115655	-0.8884	0.188976
41	-0.018181	-0.1397	0.444706
42	-0.038139	-0.293	0.385293
43	0.008076	0.062	0.475372
44	0.000105	8e-04	0.499679
45	0.009843	0.0756	0.469994
46	-0.042864	-0.3292	0.371568
47	-0.050105	-0.3849	0.350862
48	0.092079	0.7073	0.241091
49	-0.057151	-0.439	0.331139
50	-0.050747	-0.3898	0.349046
51	-0.006758	-0.0519	0.47939
52	0.01034	0.0794	0.468483
53	0.075502	0.5799	0.28208
54	-0.018105	-0.1391	0.444934
55	-0.049351	-0.3791	0.352997
56	-0.025248	-0.1939	0.423447
57	0.055097	0.4232	0.336842
58	-0.097262	-0.7471	0.22899
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 & -0.559701 & -4.2991 & 3.3e-05 \tabularnewline
2 & -0.505029 & -3.8792 & 0.000133 \tabularnewline
3 & 0.035036 & 0.2691 & 0.394389 \tabularnewline
4 & 0.110611 & 0.8496 & 0.199486 \tabularnewline
5 & -0.091332 & -0.7015 & 0.242863 \tabularnewline
6 & 0.076982 & 0.5913 & 0.278286 \tabularnewline
7 & -0.173999 & -1.3365 & 0.093257 \tabularnewline
8 & -0.110378 & -0.8478 & 0.199979 \tabularnewline
9 & 0.099438 & 0.7638 & 0.224015 \tabularnewline
10 & 0.055258 & 0.4244 & 0.336393 \tabularnewline
11 & 0.05569 & 0.4278 & 0.33519 \tabularnewline
12 & -0.216208 & -1.6607 & 0.051037 \tabularnewline
13 & -0.329051 & -2.5275 & 0.007094 \tabularnewline
14 & -0.14438 & -1.109 & 0.135964 \tabularnewline
15 & 0.028143 & 0.2162 & 0.414801 \tabularnewline
16 & -0.072479 & -0.5567 & 0.289911 \tabularnewline
17 & -0.095619 & -0.7345 & 0.232787 \tabularnewline
18 & -0.020329 & -0.1562 & 0.438224 \tabularnewline
19 & 0.150821 & 1.1585 & 0.125668 \tabularnewline
20 & -0.079172 & -0.6081 & 0.272718 \tabularnewline
21 & 0.194678 & 1.4954 & 0.070076 \tabularnewline
22 & -0.091597 & -0.7036 & 0.242234 \tabularnewline
23 & 0.099838 & 0.7669 & 0.223109 \tabularnewline
24 & 0.017044 & 0.1309 & 0.448142 \tabularnewline
25 & -0.24715 & -1.8984 & 0.031269 \tabularnewline
26 & -0.081281 & -0.6243 & 0.267408 \tabularnewline
27 & -0.213059 & -1.6365 & 0.053525 \tabularnewline
28 & -0.082385 & -0.6328 & 0.26465 \tabularnewline
29 & -0.002949 & -0.0227 & 0.491003 \tabularnewline
30 & -0.04943 & -0.3797 & 0.352774 \tabularnewline
31 & -0.015808 & -0.1214 & 0.451884 \tabularnewline
32 & -0.048219 & -0.3704 & 0.356214 \tabularnewline
33 & -0.030737 & -0.2361 & 0.407089 \tabularnewline
34 & -0.1099 & -0.8442 & 0.200996 \tabularnewline
35 & -0.049911 & -0.3834 & 0.35141 \tabularnewline
36 & -0.055734 & -0.4281 & 0.335068 \tabularnewline
37 & -0.002977 & -0.0229 & 0.490918 \tabularnewline
38 & -0.044727 & -0.3436 & 0.366202 \tabularnewline
39 & -0.068785 & -0.5283 & 0.299621 \tabularnewline
40 & -0.115655 & -0.8884 & 0.188976 \tabularnewline
41 & -0.018181 & -0.1397 & 0.444706 \tabularnewline
42 & -0.038139 & -0.293 & 0.385293 \tabularnewline
43 & 0.008076 & 0.062 & 0.475372 \tabularnewline
44 & 0.000105 & 8e-04 & 0.499679 \tabularnewline
45 & 0.009843 & 0.0756 & 0.469994 \tabularnewline
46 & -0.042864 & -0.3292 & 0.371568 \tabularnewline
47 & -0.050105 & -0.3849 & 0.350862 \tabularnewline
48 & 0.092079 & 0.7073 & 0.241091 \tabularnewline
49 & -0.057151 & -0.439 & 0.331139 \tabularnewline
50 & -0.050747 & -0.3898 & 0.349046 \tabularnewline
51 & -0.006758 & -0.0519 & 0.47939 \tabularnewline
52 & 0.01034 & 0.0794 & 0.468483 \tabularnewline
53 & 0.075502 & 0.5799 & 0.28208 \tabularnewline
54 & -0.018105 & -0.1391 & 0.444934 \tabularnewline
55 & -0.049351 & -0.3791 & 0.352997 \tabularnewline
56 & -0.025248 & -0.1939 & 0.423447 \tabularnewline
57 & 0.055097 & 0.4232 & 0.336842 \tabularnewline
58 & -0.097262 & -0.7471 & 0.22899 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70949&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]-0.559701[/C][C]-4.2991[/C][C]3.3e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.505029[/C][C]-3.8792[/C][C]0.000133[/C][/ROW]
[ROW][C]3[/C][C]0.035036[/C][C]0.2691[/C][C]0.394389[/C][/ROW]
[ROW][C]4[/C][C]0.110611[/C][C]0.8496[/C][C]0.199486[/C][/ROW]
[ROW][C]5[/C][C]-0.091332[/C][C]-0.7015[/C][C]0.242863[/C][/ROW]
[ROW][C]6[/C][C]0.076982[/C][C]0.5913[/C][C]0.278286[/C][/ROW]
[ROW][C]7[/C][C]-0.173999[/C][C]-1.3365[/C][C]0.093257[/C][/ROW]
[ROW][C]8[/C][C]-0.110378[/C][C]-0.8478[/C][C]0.199979[/C][/ROW]
[ROW][C]9[/C][C]0.099438[/C][C]0.7638[/C][C]0.224015[/C][/ROW]
[ROW][C]10[/C][C]0.055258[/C][C]0.4244[/C][C]0.336393[/C][/ROW]
[ROW][C]11[/C][C]0.05569[/C][C]0.4278[/C][C]0.33519[/C][/ROW]
[ROW][C]12[/C][C]-0.216208[/C][C]-1.6607[/C][C]0.051037[/C][/ROW]
[ROW][C]13[/C][C]-0.329051[/C][C]-2.5275[/C][C]0.007094[/C][/ROW]
[ROW][C]14[/C][C]-0.14438[/C][C]-1.109[/C][C]0.135964[/C][/ROW]
[ROW][C]15[/C][C]0.028143[/C][C]0.2162[/C][C]0.414801[/C][/ROW]
[ROW][C]16[/C][C]-0.072479[/C][C]-0.5567[/C][C]0.289911[/C][/ROW]
[ROW][C]17[/C][C]-0.095619[/C][C]-0.7345[/C][C]0.232787[/C][/ROW]
[ROW][C]18[/C][C]-0.020329[/C][C]-0.1562[/C][C]0.438224[/C][/ROW]
[ROW][C]19[/C][C]0.150821[/C][C]1.1585[/C][C]0.125668[/C][/ROW]
[ROW][C]20[/C][C]-0.079172[/C][C]-0.6081[/C][C]0.272718[/C][/ROW]
[ROW][C]21[/C][C]0.194678[/C][C]1.4954[/C][C]0.070076[/C][/ROW]
[ROW][C]22[/C][C]-0.091597[/C][C]-0.7036[/C][C]0.242234[/C][/ROW]
[ROW][C]23[/C][C]0.099838[/C][C]0.7669[/C][C]0.223109[/C][/ROW]
[ROW][C]24[/C][C]0.017044[/C][C]0.1309[/C][C]0.448142[/C][/ROW]
[ROW][C]25[/C][C]-0.24715[/C][C]-1.8984[/C][C]0.031269[/C][/ROW]
[ROW][C]26[/C][C]-0.081281[/C][C]-0.6243[/C][C]0.267408[/C][/ROW]
[ROW][C]27[/C][C]-0.213059[/C][C]-1.6365[/C][C]0.053525[/C][/ROW]
[ROW][C]28[/C][C]-0.082385[/C][C]-0.6328[/C][C]0.26465[/C][/ROW]
[ROW][C]29[/C][C]-0.002949[/C][C]-0.0227[/C][C]0.491003[/C][/ROW]
[ROW][C]30[/C][C]-0.04943[/C][C]-0.3797[/C][C]0.352774[/C][/ROW]
[ROW][C]31[/C][C]-0.015808[/C][C]-0.1214[/C][C]0.451884[/C][/ROW]
[ROW][C]32[/C][C]-0.048219[/C][C]-0.3704[/C][C]0.356214[/C][/ROW]
[ROW][C]33[/C][C]-0.030737[/C][C]-0.2361[/C][C]0.407089[/C][/ROW]
[ROW][C]34[/C][C]-0.1099[/C][C]-0.8442[/C][C]0.200996[/C][/ROW]
[ROW][C]35[/C][C]-0.049911[/C][C]-0.3834[/C][C]0.35141[/C][/ROW]
[ROW][C]36[/C][C]-0.055734[/C][C]-0.4281[/C][C]0.335068[/C][/ROW]
[ROW][C]37[/C][C]-0.002977[/C][C]-0.0229[/C][C]0.490918[/C][/ROW]
[ROW][C]38[/C][C]-0.044727[/C][C]-0.3436[/C][C]0.366202[/C][/ROW]
[ROW][C]39[/C][C]-0.068785[/C][C]-0.5283[/C][C]0.299621[/C][/ROW]
[ROW][C]40[/C][C]-0.115655[/C][C]-0.8884[/C][C]0.188976[/C][/ROW]
[ROW][C]41[/C][C]-0.018181[/C][C]-0.1397[/C][C]0.444706[/C][/ROW]
[ROW][C]42[/C][C]-0.038139[/C][C]-0.293[/C][C]0.385293[/C][/ROW]
[ROW][C]43[/C][C]0.008076[/C][C]0.062[/C][C]0.475372[/C][/ROW]
[ROW][C]44[/C][C]0.000105[/C][C]8e-04[/C][C]0.499679[/C][/ROW]
[ROW][C]45[/C][C]0.009843[/C][C]0.0756[/C][C]0.469994[/C][/ROW]
[ROW][C]46[/C][C]-0.042864[/C][C]-0.3292[/C][C]0.371568[/C][/ROW]
[ROW][C]47[/C][C]-0.050105[/C][C]-0.3849[/C][C]0.350862[/C][/ROW]
[ROW][C]48[/C][C]0.092079[/C][C]0.7073[/C][C]0.241091[/C][/ROW]
[ROW][C]49[/C][C]-0.057151[/C][C]-0.439[/C][C]0.331139[/C][/ROW]
[ROW][C]50[/C][C]-0.050747[/C][C]-0.3898[/C][C]0.349046[/C][/ROW]
[ROW][C]51[/C][C]-0.006758[/C][C]-0.0519[/C][C]0.47939[/C][/ROW]
[ROW][C]52[/C][C]0.01034[/C][C]0.0794[/C][C]0.468483[/C][/ROW]
[ROW][C]53[/C][C]0.075502[/C][C]0.5799[/C][C]0.28208[/C][/ROW]
[ROW][C]54[/C][C]-0.018105[/C][C]-0.1391[/C][C]0.444934[/C][/ROW]
[ROW][C]55[/C][C]-0.049351[/C][C]-0.3791[/C][C]0.352997[/C][/ROW]
[ROW][C]56[/C][C]-0.025248[/C][C]-0.1939[/C][C]0.423447[/C][/ROW]
[ROW][C]57[/C][C]0.055097[/C][C]0.4232[/C][C]0.336842[/C][/ROW]
[ROW][C]58[/C][C]-0.097262[/C][C]-0.7471[/C][C]0.22899[/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=70949&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70949&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	-0.559701	-4.2991	3.3e-05
2	-0.505029	-3.8792	0.000133
3	0.035036	0.2691	0.394389
4	0.110611	0.8496	0.199486
5	-0.091332	-0.7015	0.242863
6	0.076982	0.5913	0.278286
7	-0.173999	-1.3365	0.093257
8	-0.110378	-0.8478	0.199979
9	0.099438	0.7638	0.224015
10	0.055258	0.4244	0.336393
11	0.05569	0.4278	0.33519
12	-0.216208	-1.6607	0.051037
13	-0.329051	-2.5275	0.007094
14	-0.14438	-1.109	0.135964
15	0.028143	0.2162	0.414801
16	-0.072479	-0.5567	0.289911
17	-0.095619	-0.7345	0.232787
18	-0.020329	-0.1562	0.438224
19	0.150821	1.1585	0.125668
20	-0.079172	-0.6081	0.272718
21	0.194678	1.4954	0.070076
22	-0.091597	-0.7036	0.242234
23	0.099838	0.7669	0.223109
24	0.017044	0.1309	0.448142
25	-0.24715	-1.8984	0.031269
26	-0.081281	-0.6243	0.267408
27	-0.213059	-1.6365	0.053525
28	-0.082385	-0.6328	0.26465
29	-0.002949	-0.0227	0.491003
30	-0.04943	-0.3797	0.352774
31	-0.015808	-0.1214	0.451884
32	-0.048219	-0.3704	0.356214
33	-0.030737	-0.2361	0.407089
34	-0.1099	-0.8442	0.200996
35	-0.049911	-0.3834	0.35141
36	-0.055734	-0.4281	0.335068
37	-0.002977	-0.0229	0.490918
38	-0.044727	-0.3436	0.366202
39	-0.068785	-0.5283	0.299621
40	-0.115655	-0.8884	0.188976
41	-0.018181	-0.1397	0.444706
42	-0.038139	-0.293	0.385293
43	0.008076	0.062	0.475372
44	0.000105	8e-04	0.499679
45	0.009843	0.0756	0.469994
46	-0.042864	-0.3292	0.371568
47	-0.050105	-0.3849	0.350862
48	0.092079	0.7073	0.241091
49	-0.057151	-0.439	0.331139
50	-0.050747	-0.3898	0.349046
51	-0.006758	-0.0519	0.47939
52	0.01034	0.0794	0.468483
53	0.075502	0.5799	0.28208
54	-0.018105	-0.1391	0.444934
55	-0.049351	-0.3791	0.352997
56	-0.025248	-0.1939	0.423447
57	0.055097	0.4232	0.336842
58	-0.097262	-0.7471	0.22899
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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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