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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 28 Dec 2009 06:23:40 -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/t1262006646umnpze439qy74mv.htm/, Retrieved Sun, 05 May 2024 06:41:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70959, Retrieved Sun, 05 May 2024 06:41:15 +0000

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User-defined keywords

Estimated Impact

156

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]
-    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] [5cd0e65b1f56b3935a0672588b930e12] [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=70959&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=70959&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70959&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	-0.592816	-4.5535	1.3e-05
2	-0.041597	-0.3195	0.375234
3	0.312207	2.3981	0.009831
4	-0.185668	-1.4261	0.079548
5	-0.05669	-0.4354	0.332416
6	0.287572	2.2089	0.01554
7	-0.373639	-2.87	0.002845
8	0.156224	1.2	0.117471
9	0.141826	1.0894	0.140206
10	-0.210122	-1.614	0.055935
11	0.078607	0.6038	0.274147
12	0.000291	0.0022	0.499112
13	-0.095825	-0.736	0.232309
14	0.188551	1.4483	0.076416
15	-0.077338	-0.594	0.277378
16	-0.202424	-1.5548	0.062666
17	0.3093	2.3758	0.010389
18	-0.164929	-1.2668	0.105095
19	0.023079	0.1773	0.429949
20	-0.034921	-0.2682	0.394728
21	0.158324	1.2161	0.114393
22	-0.291343	-2.2378	0.01451
23	0.341174	2.6206	0.005572
24	-0.155405	-1.1937	0.118688
25	-0.146325	-1.1239	0.132795
26	0.213349	1.6388	0.053292
27	-0.03609	-0.2772	0.391293
28	-0.135671	-1.0421	0.150807
29	0.184228	1.4151	0.081151
30	-0.16143	-1.24	0.109948
31	0.064189	0.493	0.311904
32	0.106168	0.8155	0.209036
33	-0.199923	-1.5356	0.064986
34	0.078201	0.6007	0.275179
35	0.123231	0.9466	0.173864
36	-0.199617	-1.5333	0.065275
37	0.138032	1.0602	0.146678
38	0.018482	0.142	0.443798
39	-0.191267	-1.4692	0.073552
40	0.248985	1.9125	0.030336
41	-0.112316	-0.8627	0.195894
42	-0.0785	-0.603	0.274419
43	0.131642	1.0112	0.158034
44	-0.031631	-0.243	0.404438
45	-0.073572	-0.5651	0.287069
46	0.088689	0.6812	0.249194
47	-0.046874	-0.36	0.36005
48	-0.020699	-0.159	0.437108
49	0.052614	0.4041	0.343786
50	-0.037198	-0.2857	0.388045
51	-0.01271	-0.0976	0.46128
52	0.037085	0.2849	0.388376
53	-0.033692	-0.2588	0.398348
54	0.01892	0.1453	0.442475
55	-0.010306	-0.0792	0.468586
56	0.008955	0.0688	0.472697
57	0.000609	0.0047	0.498141
58	2e-06	0	0.499993
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 & -0.592816 & -4.5535 & 1.3e-05 \tabularnewline
2 & -0.041597 & -0.3195 & 0.375234 \tabularnewline
3 & 0.312207 & 2.3981 & 0.009831 \tabularnewline
4 & -0.185668 & -1.4261 & 0.079548 \tabularnewline
5 & -0.05669 & -0.4354 & 0.332416 \tabularnewline
6 & 0.287572 & 2.2089 & 0.01554 \tabularnewline
7 & -0.373639 & -2.87 & 0.002845 \tabularnewline
8 & 0.156224 & 1.2 & 0.117471 \tabularnewline
9 & 0.141826 & 1.0894 & 0.140206 \tabularnewline
10 & -0.210122 & -1.614 & 0.055935 \tabularnewline
11 & 0.078607 & 0.6038 & 0.274147 \tabularnewline
12 & 0.000291 & 0.0022 & 0.499112 \tabularnewline
13 & -0.095825 & -0.736 & 0.232309 \tabularnewline
14 & 0.188551 & 1.4483 & 0.076416 \tabularnewline
15 & -0.077338 & -0.594 & 0.277378 \tabularnewline
16 & -0.202424 & -1.5548 & 0.062666 \tabularnewline
17 & 0.3093 & 2.3758 & 0.010389 \tabularnewline
18 & -0.164929 & -1.2668 & 0.105095 \tabularnewline
19 & 0.023079 & 0.1773 & 0.429949 \tabularnewline
20 & -0.034921 & -0.2682 & 0.394728 \tabularnewline
21 & 0.158324 & 1.2161 & 0.114393 \tabularnewline
22 & -0.291343 & -2.2378 & 0.01451 \tabularnewline
23 & 0.341174 & 2.6206 & 0.005572 \tabularnewline
24 & -0.155405 & -1.1937 & 0.118688 \tabularnewline
25 & -0.146325 & -1.1239 & 0.132795 \tabularnewline
26 & 0.213349 & 1.6388 & 0.053292 \tabularnewline
27 & -0.03609 & -0.2772 & 0.391293 \tabularnewline
28 & -0.135671 & -1.0421 & 0.150807 \tabularnewline
29 & 0.184228 & 1.4151 & 0.081151 \tabularnewline
30 & -0.16143 & -1.24 & 0.109948 \tabularnewline
31 & 0.064189 & 0.493 & 0.311904 \tabularnewline
32 & 0.106168 & 0.8155 & 0.209036 \tabularnewline
33 & -0.199923 & -1.5356 & 0.064986 \tabularnewline
34 & 0.078201 & 0.6007 & 0.275179 \tabularnewline
35 & 0.123231 & 0.9466 & 0.173864 \tabularnewline
36 & -0.199617 & -1.5333 & 0.065275 \tabularnewline
37 & 0.138032 & 1.0602 & 0.146678 \tabularnewline
38 & 0.018482 & 0.142 & 0.443798 \tabularnewline
39 & -0.191267 & -1.4692 & 0.073552 \tabularnewline
40 & 0.248985 & 1.9125 & 0.030336 \tabularnewline
41 & -0.112316 & -0.8627 & 0.195894 \tabularnewline
42 & -0.0785 & -0.603 & 0.274419 \tabularnewline
43 & 0.131642 & 1.0112 & 0.158034 \tabularnewline
44 & -0.031631 & -0.243 & 0.404438 \tabularnewline
45 & -0.073572 & -0.5651 & 0.287069 \tabularnewline
46 & 0.088689 & 0.6812 & 0.249194 \tabularnewline
47 & -0.046874 & -0.36 & 0.36005 \tabularnewline
48 & -0.020699 & -0.159 & 0.437108 \tabularnewline
49 & 0.052614 & 0.4041 & 0.343786 \tabularnewline
50 & -0.037198 & -0.2857 & 0.388045 \tabularnewline
51 & -0.01271 & -0.0976 & 0.46128 \tabularnewline
52 & 0.037085 & 0.2849 & 0.388376 \tabularnewline
53 & -0.033692 & -0.2588 & 0.398348 \tabularnewline
54 & 0.01892 & 0.1453 & 0.442475 \tabularnewline
55 & -0.010306 & -0.0792 & 0.468586 \tabularnewline
56 & 0.008955 & 0.0688 & 0.472697 \tabularnewline
57 & 0.000609 & 0.0047 & 0.498141 \tabularnewline
58 & 2e-06 & 0 & 0.499993 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70959&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]-0.592816[/C][C]-4.5535[/C][C]1.3e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.041597[/C][C]-0.3195[/C][C]0.375234[/C][/ROW]
[ROW][C]3[/C][C]0.312207[/C][C]2.3981[/C][C]0.009831[/C][/ROW]
[ROW][C]4[/C][C]-0.185668[/C][C]-1.4261[/C][C]0.079548[/C][/ROW]
[ROW][C]5[/C][C]-0.05669[/C][C]-0.4354[/C][C]0.332416[/C][/ROW]
[ROW][C]6[/C][C]0.287572[/C][C]2.2089[/C][C]0.01554[/C][/ROW]
[ROW][C]7[/C][C]-0.373639[/C][C]-2.87[/C][C]0.002845[/C][/ROW]
[ROW][C]8[/C][C]0.156224[/C][C]1.2[/C][C]0.117471[/C][/ROW]
[ROW][C]9[/C][C]0.141826[/C][C]1.0894[/C][C]0.140206[/C][/ROW]
[ROW][C]10[/C][C]-0.210122[/C][C]-1.614[/C][C]0.055935[/C][/ROW]
[ROW][C]11[/C][C]0.078607[/C][C]0.6038[/C][C]0.274147[/C][/ROW]
[ROW][C]12[/C][C]0.000291[/C][C]0.0022[/C][C]0.499112[/C][/ROW]
[ROW][C]13[/C][C]-0.095825[/C][C]-0.736[/C][C]0.232309[/C][/ROW]
[ROW][C]14[/C][C]0.188551[/C][C]1.4483[/C][C]0.076416[/C][/ROW]
[ROW][C]15[/C][C]-0.077338[/C][C]-0.594[/C][C]0.277378[/C][/ROW]
[ROW][C]16[/C][C]-0.202424[/C][C]-1.5548[/C][C]0.062666[/C][/ROW]
[ROW][C]17[/C][C]0.3093[/C][C]2.3758[/C][C]0.010389[/C][/ROW]
[ROW][C]18[/C][C]-0.164929[/C][C]-1.2668[/C][C]0.105095[/C][/ROW]
[ROW][C]19[/C][C]0.023079[/C][C]0.1773[/C][C]0.429949[/C][/ROW]
[ROW][C]20[/C][C]-0.034921[/C][C]-0.2682[/C][C]0.394728[/C][/ROW]
[ROW][C]21[/C][C]0.158324[/C][C]1.2161[/C][C]0.114393[/C][/ROW]
[ROW][C]22[/C][C]-0.291343[/C][C]-2.2378[/C][C]0.01451[/C][/ROW]
[ROW][C]23[/C][C]0.341174[/C][C]2.6206[/C][C]0.005572[/C][/ROW]
[ROW][C]24[/C][C]-0.155405[/C][C]-1.1937[/C][C]0.118688[/C][/ROW]
[ROW][C]25[/C][C]-0.146325[/C][C]-1.1239[/C][C]0.132795[/C][/ROW]
[ROW][C]26[/C][C]0.213349[/C][C]1.6388[/C][C]0.053292[/C][/ROW]
[ROW][C]27[/C][C]-0.03609[/C][C]-0.2772[/C][C]0.391293[/C][/ROW]
[ROW][C]28[/C][C]-0.135671[/C][C]-1.0421[/C][C]0.150807[/C][/ROW]
[ROW][C]29[/C][C]0.184228[/C][C]1.4151[/C][C]0.081151[/C][/ROW]
[ROW][C]30[/C][C]-0.16143[/C][C]-1.24[/C][C]0.109948[/C][/ROW]
[ROW][C]31[/C][C]0.064189[/C][C]0.493[/C][C]0.311904[/C][/ROW]
[ROW][C]32[/C][C]0.106168[/C][C]0.8155[/C][C]0.209036[/C][/ROW]
[ROW][C]33[/C][C]-0.199923[/C][C]-1.5356[/C][C]0.064986[/C][/ROW]
[ROW][C]34[/C][C]0.078201[/C][C]0.6007[/C][C]0.275179[/C][/ROW]
[ROW][C]35[/C][C]0.123231[/C][C]0.9466[/C][C]0.173864[/C][/ROW]
[ROW][C]36[/C][C]-0.199617[/C][C]-1.5333[/C][C]0.065275[/C][/ROW]
[ROW][C]37[/C][C]0.138032[/C][C]1.0602[/C][C]0.146678[/C][/ROW]
[ROW][C]38[/C][C]0.018482[/C][C]0.142[/C][C]0.443798[/C][/ROW]
[ROW][C]39[/C][C]-0.191267[/C][C]-1.4692[/C][C]0.073552[/C][/ROW]
[ROW][C]40[/C][C]0.248985[/C][C]1.9125[/C][C]0.030336[/C][/ROW]
[ROW][C]41[/C][C]-0.112316[/C][C]-0.8627[/C][C]0.195894[/C][/ROW]
[ROW][C]42[/C][C]-0.0785[/C][C]-0.603[/C][C]0.274419[/C][/ROW]
[ROW][C]43[/C][C]0.131642[/C][C]1.0112[/C][C]0.158034[/C][/ROW]
[ROW][C]44[/C][C]-0.031631[/C][C]-0.243[/C][C]0.404438[/C][/ROW]
[ROW][C]45[/C][C]-0.073572[/C][C]-0.5651[/C][C]0.287069[/C][/ROW]
[ROW][C]46[/C][C]0.088689[/C][C]0.6812[/C][C]0.249194[/C][/ROW]
[ROW][C]47[/C][C]-0.046874[/C][C]-0.36[/C][C]0.36005[/C][/ROW]
[ROW][C]48[/C][C]-0.020699[/C][C]-0.159[/C][C]0.437108[/C][/ROW]
[ROW][C]49[/C][C]0.052614[/C][C]0.4041[/C][C]0.343786[/C][/ROW]
[ROW][C]50[/C][C]-0.037198[/C][C]-0.2857[/C][C]0.388045[/C][/ROW]
[ROW][C]51[/C][C]-0.01271[/C][C]-0.0976[/C][C]0.46128[/C][/ROW]
[ROW][C]52[/C][C]0.037085[/C][C]0.2849[/C][C]0.388376[/C][/ROW]
[ROW][C]53[/C][C]-0.033692[/C][C]-0.2588[/C][C]0.398348[/C][/ROW]
[ROW][C]54[/C][C]0.01892[/C][C]0.1453[/C][C]0.442475[/C][/ROW]
[ROW][C]55[/C][C]-0.010306[/C][C]-0.0792[/C][C]0.468586[/C][/ROW]
[ROW][C]56[/C][C]0.008955[/C][C]0.0688[/C][C]0.472697[/C][/ROW]
[ROW][C]57[/C][C]0.000609[/C][C]0.0047[/C][C]0.498141[/C][/ROW]
[ROW][C]58[/C][C]2e-06[/C][C]0[/C][C]0.499993[/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=70959&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70959&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	-0.592816	-4.5535	1.3e-05
2	-0.041597	-0.3195	0.375234
3	0.312207	2.3981	0.009831
4	-0.185668	-1.4261	0.079548
5	-0.05669	-0.4354	0.332416
6	0.287572	2.2089	0.01554
7	-0.373639	-2.87	0.002845
8	0.156224	1.2	0.117471
9	0.141826	1.0894	0.140206
10	-0.210122	-1.614	0.055935
11	0.078607	0.6038	0.274147
12	0.000291	0.0022	0.499112
13	-0.095825	-0.736	0.232309
14	0.188551	1.4483	0.076416
15	-0.077338	-0.594	0.277378
16	-0.202424	-1.5548	0.062666
17	0.3093	2.3758	0.010389
18	-0.164929	-1.2668	0.105095
19	0.023079	0.1773	0.429949
20	-0.034921	-0.2682	0.394728
21	0.158324	1.2161	0.114393
22	-0.291343	-2.2378	0.01451
23	0.341174	2.6206	0.005572
24	-0.155405	-1.1937	0.118688
25	-0.146325	-1.1239	0.132795
26	0.213349	1.6388	0.053292
27	-0.03609	-0.2772	0.391293
28	-0.135671	-1.0421	0.150807
29	0.184228	1.4151	0.081151
30	-0.16143	-1.24	0.109948
31	0.064189	0.493	0.311904
32	0.106168	0.8155	0.209036
33	-0.199923	-1.5356	0.064986
34	0.078201	0.6007	0.275179
35	0.123231	0.9466	0.173864
36	-0.199617	-1.5333	0.065275
37	0.138032	1.0602	0.146678
38	0.018482	0.142	0.443798
39	-0.191267	-1.4692	0.073552
40	0.248985	1.9125	0.030336
41	-0.112316	-0.8627	0.195894
42	-0.0785	-0.603	0.274419
43	0.131642	1.0112	0.158034
44	-0.031631	-0.243	0.404438
45	-0.073572	-0.5651	0.287069
46	0.088689	0.6812	0.249194
47	-0.046874	-0.36	0.36005
48	-0.020699	-0.159	0.437108
49	0.052614	0.4041	0.343786
50	-0.037198	-0.2857	0.388045
51	-0.01271	-0.0976	0.46128
52	0.037085	0.2849	0.388376
53	-0.033692	-0.2588	0.398348
54	0.01892	0.1453	0.442475
55	-0.010306	-0.0792	0.468586
56	0.008955	0.0688	0.472697
57	0.000609	0.0047	0.498141
58	2e-06	0	0.499993
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.592816	-4.5535	1.3e-05
2	-0.605993	-4.6547	9e-06
3	-0.211106	-1.6215	0.055117
4	-0.01837	-0.1411	0.444134
5	-0.055751	-0.4282	0.33502
6	0.310106	2.382	0.010232
7	-0.02466	-0.1894	0.425209
8	-0.201234	-1.5457	0.063762
9	-0.135895	-1.0438	0.150411
10	-0.006565	-0.0504	0.479978
11	0.115326	0.8858	0.189652
12	-0.098956	-0.7601	0.225112
13	-0.282747	-2.1718	0.01695
14	-0.138624	-1.0648	0.145655
15	0.176613	1.3566	0.09004
16	-0.001518	-0.0117	0.495367
17	0.005579	0.0429	0.482983
18	-0.152522	-1.1715	0.123045
19	0.008958	0.0688	0.472687
20	-0.214433	-1.6471	0.052428
21	0.326081	2.5047	0.007519
22	-0.033871	-0.2602	0.397819
23	-0.025379	-0.1949	0.423054
24	0.010085	0.0775	0.469258
25	-0.118524	-0.9104	0.183159
26	-0.024109	-0.1852	0.426861
27	-0.146182	-1.1228	0.133026
28	-0.004568	-0.0351	0.486063
29	0.024648	0.1893	0.425243
30	0.004924	0.0378	0.484977
31	0.047688	0.3663	0.357727
32	0.033892	0.2603	0.397757
33	-0.068168	-0.5236	0.301255
34	-0.166355	-1.2778	0.103163
35	0.063056	0.4843	0.314968
36	0.038017	0.292	0.385651
37	0.088255	0.6779	0.250242
38	-0.135369	-1.0398	0.15134
39	0.056503	0.434	0.332932
40	-0.017412	-0.1337	0.44703
41	0.086124	0.6615	0.255424
42	-0.060841	-0.4673	0.320993
43	0.001193	0.0092	0.496358
44	-0.043342	-0.3329	0.37019
45	-0.015584	-0.1197	0.452563
46	0.036175	0.2779	0.391045
47	0.012354	0.0949	0.462362
48	0.04338	0.3332	0.37008
49	-0.127133	-0.9765	0.166395
50	-0.094945	-0.7293	0.234356
51	-0.03271	-0.2513	0.401246
52	-0.065833	-0.5057	0.307484
53	0.016176	0.1242	0.45077
54	0.017765	0.1365	0.445964
55	0.005363	0.0412	0.483641
56	-0.037364	-0.287	0.387558
57	0.117862	0.9053	0.18449
58	-0.12386	-0.9514	0.172645
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 & -0.592816 & -4.5535 & 1.3e-05 \tabularnewline
2 & -0.605993 & -4.6547 & 9e-06 \tabularnewline
3 & -0.211106 & -1.6215 & 0.055117 \tabularnewline
4 & -0.01837 & -0.1411 & 0.444134 \tabularnewline
5 & -0.055751 & -0.4282 & 0.33502 \tabularnewline
6 & 0.310106 & 2.382 & 0.010232 \tabularnewline
7 & -0.02466 & -0.1894 & 0.425209 \tabularnewline
8 & -0.201234 & -1.5457 & 0.063762 \tabularnewline
9 & -0.135895 & -1.0438 & 0.150411 \tabularnewline
10 & -0.006565 & -0.0504 & 0.479978 \tabularnewline
11 & 0.115326 & 0.8858 & 0.189652 \tabularnewline
12 & -0.098956 & -0.7601 & 0.225112 \tabularnewline
13 & -0.282747 & -2.1718 & 0.01695 \tabularnewline
14 & -0.138624 & -1.0648 & 0.145655 \tabularnewline
15 & 0.176613 & 1.3566 & 0.09004 \tabularnewline
16 & -0.001518 & -0.0117 & 0.495367 \tabularnewline
17 & 0.005579 & 0.0429 & 0.482983 \tabularnewline
18 & -0.152522 & -1.1715 & 0.123045 \tabularnewline
19 & 0.008958 & 0.0688 & 0.472687 \tabularnewline
20 & -0.214433 & -1.6471 & 0.052428 \tabularnewline
21 & 0.326081 & 2.5047 & 0.007519 \tabularnewline
22 & -0.033871 & -0.2602 & 0.397819 \tabularnewline
23 & -0.025379 & -0.1949 & 0.423054 \tabularnewline
24 & 0.010085 & 0.0775 & 0.469258 \tabularnewline
25 & -0.118524 & -0.9104 & 0.183159 \tabularnewline
26 & -0.024109 & -0.1852 & 0.426861 \tabularnewline
27 & -0.146182 & -1.1228 & 0.133026 \tabularnewline
28 & -0.004568 & -0.0351 & 0.486063 \tabularnewline
29 & 0.024648 & 0.1893 & 0.425243 \tabularnewline
30 & 0.004924 & 0.0378 & 0.484977 \tabularnewline
31 & 0.047688 & 0.3663 & 0.357727 \tabularnewline
32 & 0.033892 & 0.2603 & 0.397757 \tabularnewline
33 & -0.068168 & -0.5236 & 0.301255 \tabularnewline
34 & -0.166355 & -1.2778 & 0.103163 \tabularnewline
35 & 0.063056 & 0.4843 & 0.314968 \tabularnewline
36 & 0.038017 & 0.292 & 0.385651 \tabularnewline
37 & 0.088255 & 0.6779 & 0.250242 \tabularnewline
38 & -0.135369 & -1.0398 & 0.15134 \tabularnewline
39 & 0.056503 & 0.434 & 0.332932 \tabularnewline
40 & -0.017412 & -0.1337 & 0.44703 \tabularnewline
41 & 0.086124 & 0.6615 & 0.255424 \tabularnewline
42 & -0.060841 & -0.4673 & 0.320993 \tabularnewline
43 & 0.001193 & 0.0092 & 0.496358 \tabularnewline
44 & -0.043342 & -0.3329 & 0.37019 \tabularnewline
45 & -0.015584 & -0.1197 & 0.452563 \tabularnewline
46 & 0.036175 & 0.2779 & 0.391045 \tabularnewline
47 & 0.012354 & 0.0949 & 0.462362 \tabularnewline
48 & 0.04338 & 0.3332 & 0.37008 \tabularnewline
49 & -0.127133 & -0.9765 & 0.166395 \tabularnewline
50 & -0.094945 & -0.7293 & 0.234356 \tabularnewline
51 & -0.03271 & -0.2513 & 0.401246 \tabularnewline
52 & -0.065833 & -0.5057 & 0.307484 \tabularnewline
53 & 0.016176 & 0.1242 & 0.45077 \tabularnewline
54 & 0.017765 & 0.1365 & 0.445964 \tabularnewline
55 & 0.005363 & 0.0412 & 0.483641 \tabularnewline
56 & -0.037364 & -0.287 & 0.387558 \tabularnewline
57 & 0.117862 & 0.9053 & 0.18449 \tabularnewline
58 & -0.12386 & -0.9514 & 0.172645 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70959&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]-0.592816[/C][C]-4.5535[/C][C]1.3e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.605993[/C][C]-4.6547[/C][C]9e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.211106[/C][C]-1.6215[/C][C]0.055117[/C][/ROW]
[ROW][C]4[/C][C]-0.01837[/C][C]-0.1411[/C][C]0.444134[/C][/ROW]
[ROW][C]5[/C][C]-0.055751[/C][C]-0.4282[/C][C]0.33502[/C][/ROW]
[ROW][C]6[/C][C]0.310106[/C][C]2.382[/C][C]0.010232[/C][/ROW]
[ROW][C]7[/C][C]-0.02466[/C][C]-0.1894[/C][C]0.425209[/C][/ROW]
[ROW][C]8[/C][C]-0.201234[/C][C]-1.5457[/C][C]0.063762[/C][/ROW]
[ROW][C]9[/C][C]-0.135895[/C][C]-1.0438[/C][C]0.150411[/C][/ROW]
[ROW][C]10[/C][C]-0.006565[/C][C]-0.0504[/C][C]0.479978[/C][/ROW]
[ROW][C]11[/C][C]0.115326[/C][C]0.8858[/C][C]0.189652[/C][/ROW]
[ROW][C]12[/C][C]-0.098956[/C][C]-0.7601[/C][C]0.225112[/C][/ROW]
[ROW][C]13[/C][C]-0.282747[/C][C]-2.1718[/C][C]0.01695[/C][/ROW]
[ROW][C]14[/C][C]-0.138624[/C][C]-1.0648[/C][C]0.145655[/C][/ROW]
[ROW][C]15[/C][C]0.176613[/C][C]1.3566[/C][C]0.09004[/C][/ROW]
[ROW][C]16[/C][C]-0.001518[/C][C]-0.0117[/C][C]0.495367[/C][/ROW]
[ROW][C]17[/C][C]0.005579[/C][C]0.0429[/C][C]0.482983[/C][/ROW]
[ROW][C]18[/C][C]-0.152522[/C][C]-1.1715[/C][C]0.123045[/C][/ROW]
[ROW][C]19[/C][C]0.008958[/C][C]0.0688[/C][C]0.472687[/C][/ROW]
[ROW][C]20[/C][C]-0.214433[/C][C]-1.6471[/C][C]0.052428[/C][/ROW]
[ROW][C]21[/C][C]0.326081[/C][C]2.5047[/C][C]0.007519[/C][/ROW]
[ROW][C]22[/C][C]-0.033871[/C][C]-0.2602[/C][C]0.397819[/C][/ROW]
[ROW][C]23[/C][C]-0.025379[/C][C]-0.1949[/C][C]0.423054[/C][/ROW]
[ROW][C]24[/C][C]0.010085[/C][C]0.0775[/C][C]0.469258[/C][/ROW]
[ROW][C]25[/C][C]-0.118524[/C][C]-0.9104[/C][C]0.183159[/C][/ROW]
[ROW][C]26[/C][C]-0.024109[/C][C]-0.1852[/C][C]0.426861[/C][/ROW]
[ROW][C]27[/C][C]-0.146182[/C][C]-1.1228[/C][C]0.133026[/C][/ROW]
[ROW][C]28[/C][C]-0.004568[/C][C]-0.0351[/C][C]0.486063[/C][/ROW]
[ROW][C]29[/C][C]0.024648[/C][C]0.1893[/C][C]0.425243[/C][/ROW]
[ROW][C]30[/C][C]0.004924[/C][C]0.0378[/C][C]0.484977[/C][/ROW]
[ROW][C]31[/C][C]0.047688[/C][C]0.3663[/C][C]0.357727[/C][/ROW]
[ROW][C]32[/C][C]0.033892[/C][C]0.2603[/C][C]0.397757[/C][/ROW]
[ROW][C]33[/C][C]-0.068168[/C][C]-0.5236[/C][C]0.301255[/C][/ROW]
[ROW][C]34[/C][C]-0.166355[/C][C]-1.2778[/C][C]0.103163[/C][/ROW]
[ROW][C]35[/C][C]0.063056[/C][C]0.4843[/C][C]0.314968[/C][/ROW]
[ROW][C]36[/C][C]0.038017[/C][C]0.292[/C][C]0.385651[/C][/ROW]
[ROW][C]37[/C][C]0.088255[/C][C]0.6779[/C][C]0.250242[/C][/ROW]
[ROW][C]38[/C][C]-0.135369[/C][C]-1.0398[/C][C]0.15134[/C][/ROW]
[ROW][C]39[/C][C]0.056503[/C][C]0.434[/C][C]0.332932[/C][/ROW]
[ROW][C]40[/C][C]-0.017412[/C][C]-0.1337[/C][C]0.44703[/C][/ROW]
[ROW][C]41[/C][C]0.086124[/C][C]0.6615[/C][C]0.255424[/C][/ROW]
[ROW][C]42[/C][C]-0.060841[/C][C]-0.4673[/C][C]0.320993[/C][/ROW]
[ROW][C]43[/C][C]0.001193[/C][C]0.0092[/C][C]0.496358[/C][/ROW]
[ROW][C]44[/C][C]-0.043342[/C][C]-0.3329[/C][C]0.37019[/C][/ROW]
[ROW][C]45[/C][C]-0.015584[/C][C]-0.1197[/C][C]0.452563[/C][/ROW]
[ROW][C]46[/C][C]0.036175[/C][C]0.2779[/C][C]0.391045[/C][/ROW]
[ROW][C]47[/C][C]0.012354[/C][C]0.0949[/C][C]0.462362[/C][/ROW]
[ROW][C]48[/C][C]0.04338[/C][C]0.3332[/C][C]0.37008[/C][/ROW]
[ROW][C]49[/C][C]-0.127133[/C][C]-0.9765[/C][C]0.166395[/C][/ROW]
[ROW][C]50[/C][C]-0.094945[/C][C]-0.7293[/C][C]0.234356[/C][/ROW]
[ROW][C]51[/C][C]-0.03271[/C][C]-0.2513[/C][C]0.401246[/C][/ROW]
[ROW][C]52[/C][C]-0.065833[/C][C]-0.5057[/C][C]0.307484[/C][/ROW]
[ROW][C]53[/C][C]0.016176[/C][C]0.1242[/C][C]0.45077[/C][/ROW]
[ROW][C]54[/C][C]0.017765[/C][C]0.1365[/C][C]0.445964[/C][/ROW]
[ROW][C]55[/C][C]0.005363[/C][C]0.0412[/C][C]0.483641[/C][/ROW]
[ROW][C]56[/C][C]-0.037364[/C][C]-0.287[/C][C]0.387558[/C][/ROW]
[ROW][C]57[/C][C]0.117862[/C][C]0.9053[/C][C]0.18449[/C][/ROW]
[ROW][C]58[/C][C]-0.12386[/C][C]-0.9514[/C][C]0.172645[/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=70959&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70959&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	-0.592816	-4.5535	1.3e-05
2	-0.605993	-4.6547	9e-06
3	-0.211106	-1.6215	0.055117
4	-0.01837	-0.1411	0.444134
5	-0.055751	-0.4282	0.33502
6	0.310106	2.382	0.010232
7	-0.02466	-0.1894	0.425209
8	-0.201234	-1.5457	0.063762
9	-0.135895	-1.0438	0.150411
10	-0.006565	-0.0504	0.479978
11	0.115326	0.8858	0.189652
12	-0.098956	-0.7601	0.225112
13	-0.282747	-2.1718	0.01695
14	-0.138624	-1.0648	0.145655
15	0.176613	1.3566	0.09004
16	-0.001518	-0.0117	0.495367
17	0.005579	0.0429	0.482983
18	-0.152522	-1.1715	0.123045
19	0.008958	0.0688	0.472687
20	-0.214433	-1.6471	0.052428
21	0.326081	2.5047	0.007519
22	-0.033871	-0.2602	0.397819
23	-0.025379	-0.1949	0.423054
24	0.010085	0.0775	0.469258
25	-0.118524	-0.9104	0.183159
26	-0.024109	-0.1852	0.426861
27	-0.146182	-1.1228	0.133026
28	-0.004568	-0.0351	0.486063
29	0.024648	0.1893	0.425243
30	0.004924	0.0378	0.484977
31	0.047688	0.3663	0.357727
32	0.033892	0.2603	0.397757
33	-0.068168	-0.5236	0.301255
34	-0.166355	-1.2778	0.103163
35	0.063056	0.4843	0.314968
36	0.038017	0.292	0.385651
37	0.088255	0.6779	0.250242
38	-0.135369	-1.0398	0.15134
39	0.056503	0.434	0.332932
40	-0.017412	-0.1337	0.44703
41	0.086124	0.6615	0.255424
42	-0.060841	-0.4673	0.320993
43	0.001193	0.0092	0.496358
44	-0.043342	-0.3329	0.37019
45	-0.015584	-0.1197	0.452563
46	0.036175	0.2779	0.391045
47	0.012354	0.0949	0.462362
48	0.04338	0.3332	0.37008
49	-0.127133	-0.9765	0.166395
50	-0.094945	-0.7293	0.234356
51	-0.03271	-0.2513	0.401246
52	-0.065833	-0.5057	0.307484
53	0.016176	0.1242	0.45077
54	0.017765	0.1365	0.445964
55	0.005363	0.0412	0.483641
56	-0.037364	-0.287	0.387558
57	0.117862	0.9053	0.18449
58	-0.12386	-0.9514	0.172645
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