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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 21 Nov 2009 04:02:54 -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/Nov/21/t1258801409dijjzasqe4z3w08.htm/, Retrieved Sat, 27 Apr 2024 18:53:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58529, Retrieved Sat, 27 Apr 2024 18:53:34 +0000

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User-defined keywords

Estimated Impact

226

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

-     [Kendall tau Correlation Matrix] [Correlatie tussen...] [2007-11-03 21:44:17] [0b2d8ed757c467aee7199cdee05779c9]
- RMPD  [(Partial) Autocorrelation Function] [WS 8 01] [2009-11-21 08:59:55] [6e4e01d7eb22a9f33d58ebb35753a195]
-   PD    [(Partial) Autocorrelation Function] [WS 8 02] [2009-11-21 11:01:08] [6e4e01d7eb22a9f33d58ebb35753a195]
-   P         [(Partial) Autocorrelation Function] [WS 8 03] [2009-11-21 11:02:54] [2e4ef2c1b76db9b31c0a03b96e94ad77] [Current]
-   P           [(Partial) Autocorrelation Function] [WS 8 04] [2009-11-21 11:06:04] [6e4e01d7eb22a9f33d58ebb35753a195] 
-   P             [(Partial) Autocorrelation Function] [ws 8 01b] [2009-11-24 22:56:18] [6e4e01d7eb22a9f33d58ebb35753a195] 
-   P           [(Partial) Autocorrelation Function] [ws9] [2009-11-29 12:25:47] [6e4e01d7eb22a9f33d58ebb35753a195] 
- RMPD            [Harrell-Davis Quantiles] [WS 9 H] [2009-12-01 21:25:24] [6e4e01d7eb22a9f33d58ebb35753a195] 
-    D              [Harrell-Davis Quantiles] [significantie res...] [2009-12-29 16:01:07] [b5ba85a7ae9f50cb97d92cbc56161b32] 
- RMPD            [Mean Plot] [ws 9 m] [2009-12-01 21:28:00] [6e4e01d7eb22a9f33d58ebb35753a195] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	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=58529&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=58529&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58529&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	-0.198391	-1.5109	0.068122
2	-0.149249	-1.1367	0.13018
3	-0.246446	-1.8769	0.032784
4	-0.058306	-0.444	0.32933
5	0.026686	0.2032	0.419833
6	0.243482	1.8543	0.034391
7	0.149755	1.1405	0.129382
8	-0.296049	-2.2546	0.013974
9	-0.086071	-0.6555	0.25737
10	-0.221537	-1.6872	0.048471
11	0.343852	2.6187	0.005622
12	0.086398	0.658	0.256576
13	0.166666	1.2693	0.104703
14	-0.178258	-1.3576	0.089929
15	-0.080577	-0.6137	0.27092
16	-0.173725	-1.3231	0.095505
17	0.238626	1.8173	0.037167
18	0.06195	0.4718	0.31942
19	-0.140522	-1.0702	0.144486
20	0.019236	0.1465	0.442018
21	-0.058519	-0.4457	0.328747
22	0.004622	0.0352	0.486021
23	0.001726	0.0131	0.494779
24	0.189684	1.4446	0.076977
25	-0.13848	-1.0546	0.147984
26	0.0169	0.1287	0.449018
27	-0.086336	-0.6575	0.256724
28	0.142701	1.0868	0.140816
29	-0.036388	-0.2771	0.391335
30	-0.020028	-0.1525	0.43965
31	-0.032624	-0.2485	0.402328
32	-0.03717	-0.2831	0.389061
33	0.036026	0.2744	0.39239
34	0.041514	0.3162	0.376509
35	0.092323	0.7031	0.2424
36	-0.220342	-1.6781	0.049357
37	0.105155	0.8008	0.213248
38	-0.02739	-0.2086	0.417748
39	0.002771	0.0211	0.491618
40	0.053698	0.409	0.34204
41	0.014873	0.1133	0.455104
42	-0.041643	-0.3171	0.376136
43	-0.069641	-0.5304	0.298939
44	0.055961	0.4262	0.335775
45	0.0266	0.2026	0.420086
46	0.019241	0.1465	0.442002
47	-0.032403	-0.2468	0.402977
48	-0.038611	-0.2941	0.384883
49	-0.001281	-0.0098	0.496125
50	0.036076	0.2747	0.392243
51	0.006283	0.0478	0.481002
52	0.003871	0.0295	0.488291
53	-0.029922	-0.2279	0.41027
54	0.001686	0.0128	0.494901
55	0.024404	0.1859	0.426603
56	-0.011154	-0.0849	0.466297
57	-0.0017	-0.0129	0.494857
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 & -0.198391 & -1.5109 & 0.068122 \tabularnewline
2 & -0.149249 & -1.1367 & 0.13018 \tabularnewline
3 & -0.246446 & -1.8769 & 0.032784 \tabularnewline
4 & -0.058306 & -0.444 & 0.32933 \tabularnewline
5 & 0.026686 & 0.2032 & 0.419833 \tabularnewline
6 & 0.243482 & 1.8543 & 0.034391 \tabularnewline
7 & 0.149755 & 1.1405 & 0.129382 \tabularnewline
8 & -0.296049 & -2.2546 & 0.013974 \tabularnewline
9 & -0.086071 & -0.6555 & 0.25737 \tabularnewline
10 & -0.221537 & -1.6872 & 0.048471 \tabularnewline
11 & 0.343852 & 2.6187 & 0.005622 \tabularnewline
12 & 0.086398 & 0.658 & 0.256576 \tabularnewline
13 & 0.166666 & 1.2693 & 0.104703 \tabularnewline
14 & -0.178258 & -1.3576 & 0.089929 \tabularnewline
15 & -0.080577 & -0.6137 & 0.27092 \tabularnewline
16 & -0.173725 & -1.3231 & 0.095505 \tabularnewline
17 & 0.238626 & 1.8173 & 0.037167 \tabularnewline
18 & 0.06195 & 0.4718 & 0.31942 \tabularnewline
19 & -0.140522 & -1.0702 & 0.144486 \tabularnewline
20 & 0.019236 & 0.1465 & 0.442018 \tabularnewline
21 & -0.058519 & -0.4457 & 0.328747 \tabularnewline
22 & 0.004622 & 0.0352 & 0.486021 \tabularnewline
23 & 0.001726 & 0.0131 & 0.494779 \tabularnewline
24 & 0.189684 & 1.4446 & 0.076977 \tabularnewline
25 & -0.13848 & -1.0546 & 0.147984 \tabularnewline
26 & 0.0169 & 0.1287 & 0.449018 \tabularnewline
27 & -0.086336 & -0.6575 & 0.256724 \tabularnewline
28 & 0.142701 & 1.0868 & 0.140816 \tabularnewline
29 & -0.036388 & -0.2771 & 0.391335 \tabularnewline
30 & -0.020028 & -0.1525 & 0.43965 \tabularnewline
31 & -0.032624 & -0.2485 & 0.402328 \tabularnewline
32 & -0.03717 & -0.2831 & 0.389061 \tabularnewline
33 & 0.036026 & 0.2744 & 0.39239 \tabularnewline
34 & 0.041514 & 0.3162 & 0.376509 \tabularnewline
35 & 0.092323 & 0.7031 & 0.2424 \tabularnewline
36 & -0.220342 & -1.6781 & 0.049357 \tabularnewline
37 & 0.105155 & 0.8008 & 0.213248 \tabularnewline
38 & -0.02739 & -0.2086 & 0.417748 \tabularnewline
39 & 0.002771 & 0.0211 & 0.491618 \tabularnewline
40 & 0.053698 & 0.409 & 0.34204 \tabularnewline
41 & 0.014873 & 0.1133 & 0.455104 \tabularnewline
42 & -0.041643 & -0.3171 & 0.376136 \tabularnewline
43 & -0.069641 & -0.5304 & 0.298939 \tabularnewline
44 & 0.055961 & 0.4262 & 0.335775 \tabularnewline
45 & 0.0266 & 0.2026 & 0.420086 \tabularnewline
46 & 0.019241 & 0.1465 & 0.442002 \tabularnewline
47 & -0.032403 & -0.2468 & 0.402977 \tabularnewline
48 & -0.038611 & -0.2941 & 0.384883 \tabularnewline
49 & -0.001281 & -0.0098 & 0.496125 \tabularnewline
50 & 0.036076 & 0.2747 & 0.392243 \tabularnewline
51 & 0.006283 & 0.0478 & 0.481002 \tabularnewline
52 & 0.003871 & 0.0295 & 0.488291 \tabularnewline
53 & -0.029922 & -0.2279 & 0.41027 \tabularnewline
54 & 0.001686 & 0.0128 & 0.494901 \tabularnewline
55 & 0.024404 & 0.1859 & 0.426603 \tabularnewline
56 & -0.011154 & -0.0849 & 0.466297 \tabularnewline
57 & -0.0017 & -0.0129 & 0.494857 \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=58529&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]-0.198391[/C][C]-1.5109[/C][C]0.068122[/C][/ROW]
[ROW][C]2[/C][C]-0.149249[/C][C]-1.1367[/C][C]0.13018[/C][/ROW]
[ROW][C]3[/C][C]-0.246446[/C][C]-1.8769[/C][C]0.032784[/C][/ROW]
[ROW][C]4[/C][C]-0.058306[/C][C]-0.444[/C][C]0.32933[/C][/ROW]
[ROW][C]5[/C][C]0.026686[/C][C]0.2032[/C][C]0.419833[/C][/ROW]
[ROW][C]6[/C][C]0.243482[/C][C]1.8543[/C][C]0.034391[/C][/ROW]
[ROW][C]7[/C][C]0.149755[/C][C]1.1405[/C][C]0.129382[/C][/ROW]
[ROW][C]8[/C][C]-0.296049[/C][C]-2.2546[/C][C]0.013974[/C][/ROW]
[ROW][C]9[/C][C]-0.086071[/C][C]-0.6555[/C][C]0.25737[/C][/ROW]
[ROW][C]10[/C][C]-0.221537[/C][C]-1.6872[/C][C]0.048471[/C][/ROW]
[ROW][C]11[/C][C]0.343852[/C][C]2.6187[/C][C]0.005622[/C][/ROW]
[ROW][C]12[/C][C]0.086398[/C][C]0.658[/C][C]0.256576[/C][/ROW]
[ROW][C]13[/C][C]0.166666[/C][C]1.2693[/C][C]0.104703[/C][/ROW]
[ROW][C]14[/C][C]-0.178258[/C][C]-1.3576[/C][C]0.089929[/C][/ROW]
[ROW][C]15[/C][C]-0.080577[/C][C]-0.6137[/C][C]0.27092[/C][/ROW]
[ROW][C]16[/C][C]-0.173725[/C][C]-1.3231[/C][C]0.095505[/C][/ROW]
[ROW][C]17[/C][C]0.238626[/C][C]1.8173[/C][C]0.037167[/C][/ROW]
[ROW][C]18[/C][C]0.06195[/C][C]0.4718[/C][C]0.31942[/C][/ROW]
[ROW][C]19[/C][C]-0.140522[/C][C]-1.0702[/C][C]0.144486[/C][/ROW]
[ROW][C]20[/C][C]0.019236[/C][C]0.1465[/C][C]0.442018[/C][/ROW]
[ROW][C]21[/C][C]-0.058519[/C][C]-0.4457[/C][C]0.328747[/C][/ROW]
[ROW][C]22[/C][C]0.004622[/C][C]0.0352[/C][C]0.486021[/C][/ROW]
[ROW][C]23[/C][C]0.001726[/C][C]0.0131[/C][C]0.494779[/C][/ROW]
[ROW][C]24[/C][C]0.189684[/C][C]1.4446[/C][C]0.076977[/C][/ROW]
[ROW][C]25[/C][C]-0.13848[/C][C]-1.0546[/C][C]0.147984[/C][/ROW]
[ROW][C]26[/C][C]0.0169[/C][C]0.1287[/C][C]0.449018[/C][/ROW]
[ROW][C]27[/C][C]-0.086336[/C][C]-0.6575[/C][C]0.256724[/C][/ROW]
[ROW][C]28[/C][C]0.142701[/C][C]1.0868[/C][C]0.140816[/C][/ROW]
[ROW][C]29[/C][C]-0.036388[/C][C]-0.2771[/C][C]0.391335[/C][/ROW]
[ROW][C]30[/C][C]-0.020028[/C][C]-0.1525[/C][C]0.43965[/C][/ROW]
[ROW][C]31[/C][C]-0.032624[/C][C]-0.2485[/C][C]0.402328[/C][/ROW]
[ROW][C]32[/C][C]-0.03717[/C][C]-0.2831[/C][C]0.389061[/C][/ROW]
[ROW][C]33[/C][C]0.036026[/C][C]0.2744[/C][C]0.39239[/C][/ROW]
[ROW][C]34[/C][C]0.041514[/C][C]0.3162[/C][C]0.376509[/C][/ROW]
[ROW][C]35[/C][C]0.092323[/C][C]0.7031[/C][C]0.2424[/C][/ROW]
[ROW][C]36[/C][C]-0.220342[/C][C]-1.6781[/C][C]0.049357[/C][/ROW]
[ROW][C]37[/C][C]0.105155[/C][C]0.8008[/C][C]0.213248[/C][/ROW]
[ROW][C]38[/C][C]-0.02739[/C][C]-0.2086[/C][C]0.417748[/C][/ROW]
[ROW][C]39[/C][C]0.002771[/C][C]0.0211[/C][C]0.491618[/C][/ROW]
[ROW][C]40[/C][C]0.053698[/C][C]0.409[/C][C]0.34204[/C][/ROW]
[ROW][C]41[/C][C]0.014873[/C][C]0.1133[/C][C]0.455104[/C][/ROW]
[ROW][C]42[/C][C]-0.041643[/C][C]-0.3171[/C][C]0.376136[/C][/ROW]
[ROW][C]43[/C][C]-0.069641[/C][C]-0.5304[/C][C]0.298939[/C][/ROW]
[ROW][C]44[/C][C]0.055961[/C][C]0.4262[/C][C]0.335775[/C][/ROW]
[ROW][C]45[/C][C]0.0266[/C][C]0.2026[/C][C]0.420086[/C][/ROW]
[ROW][C]46[/C][C]0.019241[/C][C]0.1465[/C][C]0.442002[/C][/ROW]
[ROW][C]47[/C][C]-0.032403[/C][C]-0.2468[/C][C]0.402977[/C][/ROW]
[ROW][C]48[/C][C]-0.038611[/C][C]-0.2941[/C][C]0.384883[/C][/ROW]
[ROW][C]49[/C][C]-0.001281[/C][C]-0.0098[/C][C]0.496125[/C][/ROW]
[ROW][C]50[/C][C]0.036076[/C][C]0.2747[/C][C]0.392243[/C][/ROW]
[ROW][C]51[/C][C]0.006283[/C][C]0.0478[/C][C]0.481002[/C][/ROW]
[ROW][C]52[/C][C]0.003871[/C][C]0.0295[/C][C]0.488291[/C][/ROW]
[ROW][C]53[/C][C]-0.029922[/C][C]-0.2279[/C][C]0.41027[/C][/ROW]
[ROW][C]54[/C][C]0.001686[/C][C]0.0128[/C][C]0.494901[/C][/ROW]
[ROW][C]55[/C][C]0.024404[/C][C]0.1859[/C][C]0.426603[/C][/ROW]
[ROW][C]56[/C][C]-0.011154[/C][C]-0.0849[/C][C]0.466297[/C][/ROW]
[ROW][C]57[/C][C]-0.0017[/C][C]-0.0129[/C][C]0.494857[/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=58529&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58529&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	-0.198391	-1.5109	0.068122
2	-0.149249	-1.1367	0.13018
3	-0.246446	-1.8769	0.032784
4	-0.058306	-0.444	0.32933
5	0.026686	0.2032	0.419833
6	0.243482	1.8543	0.034391
7	0.149755	1.1405	0.129382
8	-0.296049	-2.2546	0.013974
9	-0.086071	-0.6555	0.25737
10	-0.221537	-1.6872	0.048471
11	0.343852	2.6187	0.005622
12	0.086398	0.658	0.256576
13	0.166666	1.2693	0.104703
14	-0.178258	-1.3576	0.089929
15	-0.080577	-0.6137	0.27092
16	-0.173725	-1.3231	0.095505
17	0.238626	1.8173	0.037167
18	0.06195	0.4718	0.31942
19	-0.140522	-1.0702	0.144486
20	0.019236	0.1465	0.442018
21	-0.058519	-0.4457	0.328747
22	0.004622	0.0352	0.486021
23	0.001726	0.0131	0.494779
24	0.189684	1.4446	0.076977
25	-0.13848	-1.0546	0.147984
26	0.0169	0.1287	0.449018
27	-0.086336	-0.6575	0.256724
28	0.142701	1.0868	0.140816
29	-0.036388	-0.2771	0.391335
30	-0.020028	-0.1525	0.43965
31	-0.032624	-0.2485	0.402328
32	-0.03717	-0.2831	0.389061
33	0.036026	0.2744	0.39239
34	0.041514	0.3162	0.376509
35	0.092323	0.7031	0.2424
36	-0.220342	-1.6781	0.049357
37	0.105155	0.8008	0.213248
38	-0.02739	-0.2086	0.417748
39	0.002771	0.0211	0.491618
40	0.053698	0.409	0.34204
41	0.014873	0.1133	0.455104
42	-0.041643	-0.3171	0.376136
43	-0.069641	-0.5304	0.298939
44	0.055961	0.4262	0.335775
45	0.0266	0.2026	0.420086
46	0.019241	0.1465	0.442002
47	-0.032403	-0.2468	0.402977
48	-0.038611	-0.2941	0.384883
49	-0.001281	-0.0098	0.496125
50	0.036076	0.2747	0.392243
51	0.006283	0.0478	0.481002
52	0.003871	0.0295	0.488291
53	-0.029922	-0.2279	0.41027
54	0.001686	0.0128	0.494901
55	0.024404	0.1859	0.426603
56	-0.011154	-0.0849	0.466297
57	-0.0017	-0.0129	0.494857
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	-0.198391	-1.5109	0.068122
2	-0.196336	-1.4952	0.070135
3	-0.347354	-2.6454	0.005242
4	-0.300582	-2.2892	0.012864
5	-0.286621	-2.1828	0.016555
6	-0.036675	-0.2793	0.390502
7	0.138076	1.0516	0.148683
8	-0.213181	-1.6235	0.054949
9	-0.134343	-1.0231	0.155248
10	-0.432956	-3.2973	0.000835
11	-0.07806	-0.5945	0.277248
12	-0.162079	-1.2344	0.111023
13	0.018843	0.1435	0.443195
14	0.014242	0.1085	0.457001
15	0.167859	1.2784	0.103105
16	-0.010935	-0.0833	0.46696
17	0.303204	2.3091	0.012259
18	0.037088	0.2825	0.389301
19	-0.08022	-0.6109	0.271814
20	-0.066234	-0.5044	0.307939
21	0.177465	1.3515	0.090887
22	0.089247	0.6797	0.249703
23	0.131483	1.0013	0.160409
24	0.059504	0.4532	0.326059
25	0.058772	0.4476	0.328056
26	-0.088032	-0.6704	0.252621
27	-0.139625	-1.0634	0.146014
28	-0.105121	-0.8006	0.213322
29	-0.085808	-0.6535	0.258011
30	-0.090836	-0.6918	0.245915
31	0.004096	0.0312	0.48761
32	-0.05717	-0.4354	0.332445
33	-0.017214	-0.1311	0.448077
34	-0.06414	-0.4885	0.313529
35	-0.025292	-0.1926	0.423964
36	-0.21234	-1.6171	0.055638
37	-0.003848	-0.0293	0.488361
38	0.002555	0.0195	0.492272
39	-0.048356	-0.3683	0.357007
40	0.055457	0.4223	0.337167
41	-0.065707	-0.5004	0.309341
42	0.022043	0.1679	0.433632
43	-0.021016	-0.1601	0.436698
44	-0.029187	-0.2223	0.412437
45	0.01749	0.1332	0.447249
46	-0.06912	-0.5264	0.300309
47	0.091716	0.6985	0.243832
48	-0.035292	-0.2688	0.394528
49	0.002423	0.0185	0.49267
50	0.073743	0.5616	0.288273
51	0.028825	0.2195	0.413506
52	-0.00648	-0.0494	0.480404
53	0.058496	0.4455	0.328812
54	0.023616	0.1799	0.428946
55	0.033185	0.2527	0.400685
56	-0.011134	-0.0848	0.466359
57	-0.015784	-0.1202	0.452366
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 & -0.198391 & -1.5109 & 0.068122 \tabularnewline
2 & -0.196336 & -1.4952 & 0.070135 \tabularnewline
3 & -0.347354 & -2.6454 & 0.005242 \tabularnewline
4 & -0.300582 & -2.2892 & 0.012864 \tabularnewline
5 & -0.286621 & -2.1828 & 0.016555 \tabularnewline
6 & -0.036675 & -0.2793 & 0.390502 \tabularnewline
7 & 0.138076 & 1.0516 & 0.148683 \tabularnewline
8 & -0.213181 & -1.6235 & 0.054949 \tabularnewline
9 & -0.134343 & -1.0231 & 0.155248 \tabularnewline
10 & -0.432956 & -3.2973 & 0.000835 \tabularnewline
11 & -0.07806 & -0.5945 & 0.277248 \tabularnewline
12 & -0.162079 & -1.2344 & 0.111023 \tabularnewline
13 & 0.018843 & 0.1435 & 0.443195 \tabularnewline
14 & 0.014242 & 0.1085 & 0.457001 \tabularnewline
15 & 0.167859 & 1.2784 & 0.103105 \tabularnewline
16 & -0.010935 & -0.0833 & 0.46696 \tabularnewline
17 & 0.303204 & 2.3091 & 0.012259 \tabularnewline
18 & 0.037088 & 0.2825 & 0.389301 \tabularnewline
19 & -0.08022 & -0.6109 & 0.271814 \tabularnewline
20 & -0.066234 & -0.5044 & 0.307939 \tabularnewline
21 & 0.177465 & 1.3515 & 0.090887 \tabularnewline
22 & 0.089247 & 0.6797 & 0.249703 \tabularnewline
23 & 0.131483 & 1.0013 & 0.160409 \tabularnewline
24 & 0.059504 & 0.4532 & 0.326059 \tabularnewline
25 & 0.058772 & 0.4476 & 0.328056 \tabularnewline
26 & -0.088032 & -0.6704 & 0.252621 \tabularnewline
27 & -0.139625 & -1.0634 & 0.146014 \tabularnewline
28 & -0.105121 & -0.8006 & 0.213322 \tabularnewline
29 & -0.085808 & -0.6535 & 0.258011 \tabularnewline
30 & -0.090836 & -0.6918 & 0.245915 \tabularnewline
31 & 0.004096 & 0.0312 & 0.48761 \tabularnewline
32 & -0.05717 & -0.4354 & 0.332445 \tabularnewline
33 & -0.017214 & -0.1311 & 0.448077 \tabularnewline
34 & -0.06414 & -0.4885 & 0.313529 \tabularnewline
35 & -0.025292 & -0.1926 & 0.423964 \tabularnewline
36 & -0.21234 & -1.6171 & 0.055638 \tabularnewline
37 & -0.003848 & -0.0293 & 0.488361 \tabularnewline
38 & 0.002555 & 0.0195 & 0.492272 \tabularnewline
39 & -0.048356 & -0.3683 & 0.357007 \tabularnewline
40 & 0.055457 & 0.4223 & 0.337167 \tabularnewline
41 & -0.065707 & -0.5004 & 0.309341 \tabularnewline
42 & 0.022043 & 0.1679 & 0.433632 \tabularnewline
43 & -0.021016 & -0.1601 & 0.436698 \tabularnewline
44 & -0.029187 & -0.2223 & 0.412437 \tabularnewline
45 & 0.01749 & 0.1332 & 0.447249 \tabularnewline
46 & -0.06912 & -0.5264 & 0.300309 \tabularnewline
47 & 0.091716 & 0.6985 & 0.243832 \tabularnewline
48 & -0.035292 & -0.2688 & 0.394528 \tabularnewline
49 & 0.002423 & 0.0185 & 0.49267 \tabularnewline
50 & 0.073743 & 0.5616 & 0.288273 \tabularnewline
51 & 0.028825 & 0.2195 & 0.413506 \tabularnewline
52 & -0.00648 & -0.0494 & 0.480404 \tabularnewline
53 & 0.058496 & 0.4455 & 0.328812 \tabularnewline
54 & 0.023616 & 0.1799 & 0.428946 \tabularnewline
55 & 0.033185 & 0.2527 & 0.400685 \tabularnewline
56 & -0.011134 & -0.0848 & 0.466359 \tabularnewline
57 & -0.015784 & -0.1202 & 0.452366 \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=58529&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]-0.198391[/C][C]-1.5109[/C][C]0.068122[/C][/ROW]
[ROW][C]2[/C][C]-0.196336[/C][C]-1.4952[/C][C]0.070135[/C][/ROW]
[ROW][C]3[/C][C]-0.347354[/C][C]-2.6454[/C][C]0.005242[/C][/ROW]
[ROW][C]4[/C][C]-0.300582[/C][C]-2.2892[/C][C]0.012864[/C][/ROW]
[ROW][C]5[/C][C]-0.286621[/C][C]-2.1828[/C][C]0.016555[/C][/ROW]
[ROW][C]6[/C][C]-0.036675[/C][C]-0.2793[/C][C]0.390502[/C][/ROW]
[ROW][C]7[/C][C]0.138076[/C][C]1.0516[/C][C]0.148683[/C][/ROW]
[ROW][C]8[/C][C]-0.213181[/C][C]-1.6235[/C][C]0.054949[/C][/ROW]
[ROW][C]9[/C][C]-0.134343[/C][C]-1.0231[/C][C]0.155248[/C][/ROW]
[ROW][C]10[/C][C]-0.432956[/C][C]-3.2973[/C][C]0.000835[/C][/ROW]
[ROW][C]11[/C][C]-0.07806[/C][C]-0.5945[/C][C]0.277248[/C][/ROW]
[ROW][C]12[/C][C]-0.162079[/C][C]-1.2344[/C][C]0.111023[/C][/ROW]
[ROW][C]13[/C][C]0.018843[/C][C]0.1435[/C][C]0.443195[/C][/ROW]
[ROW][C]14[/C][C]0.014242[/C][C]0.1085[/C][C]0.457001[/C][/ROW]
[ROW][C]15[/C][C]0.167859[/C][C]1.2784[/C][C]0.103105[/C][/ROW]
[ROW][C]16[/C][C]-0.010935[/C][C]-0.0833[/C][C]0.46696[/C][/ROW]
[ROW][C]17[/C][C]0.303204[/C][C]2.3091[/C][C]0.012259[/C][/ROW]
[ROW][C]18[/C][C]0.037088[/C][C]0.2825[/C][C]0.389301[/C][/ROW]
[ROW][C]19[/C][C]-0.08022[/C][C]-0.6109[/C][C]0.271814[/C][/ROW]
[ROW][C]20[/C][C]-0.066234[/C][C]-0.5044[/C][C]0.307939[/C][/ROW]
[ROW][C]21[/C][C]0.177465[/C][C]1.3515[/C][C]0.090887[/C][/ROW]
[ROW][C]22[/C][C]0.089247[/C][C]0.6797[/C][C]0.249703[/C][/ROW]
[ROW][C]23[/C][C]0.131483[/C][C]1.0013[/C][C]0.160409[/C][/ROW]
[ROW][C]24[/C][C]0.059504[/C][C]0.4532[/C][C]0.326059[/C][/ROW]
[ROW][C]25[/C][C]0.058772[/C][C]0.4476[/C][C]0.328056[/C][/ROW]
[ROW][C]26[/C][C]-0.088032[/C][C]-0.6704[/C][C]0.252621[/C][/ROW]
[ROW][C]27[/C][C]-0.139625[/C][C]-1.0634[/C][C]0.146014[/C][/ROW]
[ROW][C]28[/C][C]-0.105121[/C][C]-0.8006[/C][C]0.213322[/C][/ROW]
[ROW][C]29[/C][C]-0.085808[/C][C]-0.6535[/C][C]0.258011[/C][/ROW]
[ROW][C]30[/C][C]-0.090836[/C][C]-0.6918[/C][C]0.245915[/C][/ROW]
[ROW][C]31[/C][C]0.004096[/C][C]0.0312[/C][C]0.48761[/C][/ROW]
[ROW][C]32[/C][C]-0.05717[/C][C]-0.4354[/C][C]0.332445[/C][/ROW]
[ROW][C]33[/C][C]-0.017214[/C][C]-0.1311[/C][C]0.448077[/C][/ROW]
[ROW][C]34[/C][C]-0.06414[/C][C]-0.4885[/C][C]0.313529[/C][/ROW]
[ROW][C]35[/C][C]-0.025292[/C][C]-0.1926[/C][C]0.423964[/C][/ROW]
[ROW][C]36[/C][C]-0.21234[/C][C]-1.6171[/C][C]0.055638[/C][/ROW]
[ROW][C]37[/C][C]-0.003848[/C][C]-0.0293[/C][C]0.488361[/C][/ROW]
[ROW][C]38[/C][C]0.002555[/C][C]0.0195[/C][C]0.492272[/C][/ROW]
[ROW][C]39[/C][C]-0.048356[/C][C]-0.3683[/C][C]0.357007[/C][/ROW]
[ROW][C]40[/C][C]0.055457[/C][C]0.4223[/C][C]0.337167[/C][/ROW]
[ROW][C]41[/C][C]-0.065707[/C][C]-0.5004[/C][C]0.309341[/C][/ROW]
[ROW][C]42[/C][C]0.022043[/C][C]0.1679[/C][C]0.433632[/C][/ROW]
[ROW][C]43[/C][C]-0.021016[/C][C]-0.1601[/C][C]0.436698[/C][/ROW]
[ROW][C]44[/C][C]-0.029187[/C][C]-0.2223[/C][C]0.412437[/C][/ROW]
[ROW][C]45[/C][C]0.01749[/C][C]0.1332[/C][C]0.447249[/C][/ROW]
[ROW][C]46[/C][C]-0.06912[/C][C]-0.5264[/C][C]0.300309[/C][/ROW]
[ROW][C]47[/C][C]0.091716[/C][C]0.6985[/C][C]0.243832[/C][/ROW]
[ROW][C]48[/C][C]-0.035292[/C][C]-0.2688[/C][C]0.394528[/C][/ROW]
[ROW][C]49[/C][C]0.002423[/C][C]0.0185[/C][C]0.49267[/C][/ROW]
[ROW][C]50[/C][C]0.073743[/C][C]0.5616[/C][C]0.288273[/C][/ROW]
[ROW][C]51[/C][C]0.028825[/C][C]0.2195[/C][C]0.413506[/C][/ROW]
[ROW][C]52[/C][C]-0.00648[/C][C]-0.0494[/C][C]0.480404[/C][/ROW]
[ROW][C]53[/C][C]0.058496[/C][C]0.4455[/C][C]0.328812[/C][/ROW]
[ROW][C]54[/C][C]0.023616[/C][C]0.1799[/C][C]0.428946[/C][/ROW]
[ROW][C]55[/C][C]0.033185[/C][C]0.2527[/C][C]0.400685[/C][/ROW]
[ROW][C]56[/C][C]-0.011134[/C][C]-0.0848[/C][C]0.466359[/C][/ROW]
[ROW][C]57[/C][C]-0.015784[/C][C]-0.1202[/C][C]0.452366[/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=58529&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58529&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	-0.198391	-1.5109	0.068122
2	-0.196336	-1.4952	0.070135
3	-0.347354	-2.6454	0.005242
4	-0.300582	-2.2892	0.012864
5	-0.286621	-2.1828	0.016555
6	-0.036675	-0.2793	0.390502
7	0.138076	1.0516	0.148683
8	-0.213181	-1.6235	0.054949
9	-0.134343	-1.0231	0.155248
10	-0.432956	-3.2973	0.000835
11	-0.07806	-0.5945	0.277248
12	-0.162079	-1.2344	0.111023
13	0.018843	0.1435	0.443195
14	0.014242	0.1085	0.457001
15	0.167859	1.2784	0.103105
16	-0.010935	-0.0833	0.46696
17	0.303204	2.3091	0.012259
18	0.037088	0.2825	0.389301
19	-0.08022	-0.6109	0.271814
20	-0.066234	-0.5044	0.307939
21	0.177465	1.3515	0.090887
22	0.089247	0.6797	0.249703
23	0.131483	1.0013	0.160409
24	0.059504	0.4532	0.326059
25	0.058772	0.4476	0.328056
26	-0.088032	-0.6704	0.252621
27	-0.139625	-1.0634	0.146014
28	-0.105121	-0.8006	0.213322
29	-0.085808	-0.6535	0.258011
30	-0.090836	-0.6918	0.245915
31	0.004096	0.0312	0.48761
32	-0.05717	-0.4354	0.332445
33	-0.017214	-0.1311	0.448077
34	-0.06414	-0.4885	0.313529
35	-0.025292	-0.1926	0.423964
36	-0.21234	-1.6171	0.055638
37	-0.003848	-0.0293	0.488361
38	0.002555	0.0195	0.492272
39	-0.048356	-0.3683	0.357007
40	0.055457	0.4223	0.337167
41	-0.065707	-0.5004	0.309341
42	0.022043	0.1679	0.433632
43	-0.021016	-0.1601	0.436698
44	-0.029187	-0.2223	0.412437
45	0.01749	0.1332	0.447249
46	-0.06912	-0.5264	0.300309
47	0.091716	0.6985	0.243832
48	-0.035292	-0.2688	0.394528
49	0.002423	0.0185	0.49267
50	0.073743	0.5616	0.288273
51	0.028825	0.2195	0.413506
52	-0.00648	-0.0494	0.480404
53	0.058496	0.4455	0.328812
54	0.023616	0.1799	0.428946
55	0.033185	0.2527	0.400685
56	-0.011134	-0.0848	0.466359
57	-0.015784	-0.1202	0.452366
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 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 2 ; 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