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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 04:49:44 -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/Nov/24/t12590635045wbg0zpliqnv1v6.htm/, Retrieved Wed, 11 Sep 2024 05:40:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59004, Retrieved Wed, 11 Sep 2024 05:40:59 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

JSSHWWS8P2

Estimated Impact

262

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]
-   PD          [(Partial) Autocorrelation Function] [Workshop 8] [2009-11-24 11:49:44] [c8fd62404619100d8e91184019148412] [Current]
- R  D            [(Partial) Autocorrelation Function] [shw-ws8] [2009-11-27 12:12:22] [2663058f2a5dda519058ac6b2228468f] 
-   P               [(Partial) Autocorrelation Function] [ACF_1] [2009-12-29 15:12:43] [2663058f2a5dda519058ac6b2228468f] 
- R PD            [(Partial) Autocorrelation Function] [shw-ws8] [2009-11-27 12:17:16] [2663058f2a5dda519058ac6b2228468f] 
-   P               [(Partial) Autocorrelation Function] [ACF_2] [2009-12-29 15:23:43] [2663058f2a5dda519058ac6b2228468f] 
- R PD            [(Partial) Autocorrelation Function] [shw-ws8] [2009-11-27 12:19:45] [2663058f2a5dda519058ac6b2228468f] 
-   P               [(Partial) Autocorrelation Function] [ACF_3] [2009-12-29 15:25:56] [2663058f2a5dda519058ac6b2228468f] 
-    D            [(Partial) Autocorrelation Function] [WS 8.2 autocorrel...] [2009-11-27 20:13:42] [d31db4f83c6a129f6d3e47077769e868] 
-   P               [(Partial) Autocorrelation Function] [WS 8.3 Autocorrel...] [2009-11-27 20:46:31] [d31db4f83c6a129f6d3e47077769e868] 
-   P                 [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.1] [2009-12-04 09:46:03] [74be16979710d4c4e7c6647856088456] 
-   P                   [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.2] [2009-12-04 09:49:03] [74be16979710d4c4e7c6647856088456] 
-   P               [(Partial) Autocorrelation Function] [WS 8.4 Autocorrel...] [2009-11-27 20:58:47] [d31db4f83c6a129f6d3e47077769e868] 
- RM                  [Variance Reduction Matrix] [WS 8.5 Variantie ...] [2009-11-27 21:11:14] [d31db4f83c6a129f6d3e47077769e868] 
- RM                    [Spectral Analysis] [WS 8.7 Spectrum a...] [2009-11-27 21:40:54] [d31db4f83c6a129f6d3e47077769e868] 
-                         [Spectral Analysis] [WS 8.8 Spectrum a...] [2009-11-27 21:57:05] [d31db4f83c6a129f6d3e47077769e868] 
- RM                        [Standard Deviation-Mean Plot] [WS 8.9 Heterosked...] [2009-11-27 22:13:36] [d31db4f83c6a129f6d3e47077769e868] 
-   P                 [(Partial) Autocorrelation Function] [SHWWS8review2] [2009-11-29 14:37:49] [a66d3a79ef9e5308cd94a469bc5ca464] 

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Dataseries X:

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Histogram

Boxplots

11.1
10.9
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	6 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 & 6 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59004&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]6 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=59004&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59004&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	6 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.863464	6.6884	0
2	0.65584	5.0801	2e-06
3	0.522582	4.0479	7.5e-05
4	0.509807	3.9489	0.000104
5	0.558091	4.323	2.9e-05
6	0.57843	4.4805	1.7e-05
7	0.526212	4.076	6.8e-05
8	0.431341	3.3412	0.00072
9	0.371217	2.8754	0.002788
10	0.377695	2.9256	0.002424
11	0.426753	3.3056	0.000801
12	0.422494	3.2726	0.000885
13	0.341558	2.6457	0.005197
14	0.237894	1.8427	0.035156
15	0.172147	1.3334	0.093713
16	0.139216	1.0784	0.142595
17	0.112003	0.8676	0.194543
18	0.07099	0.5499	0.292218
19	0.012907	0.1	0.460349
20	-0.040674	-0.3151	0.376906
21	-0.06345	-0.4915	0.312439
22	-0.054525	-0.4224	0.337139
23	-0.03032	-0.2349	0.407558
24	-0.056601	-0.4384	0.331325
25	-0.132525	-1.0265	0.154381
26	-0.206126	-1.5966	0.057799
27	-0.232429	-1.8004	0.038413
28	-0.228652	-1.7711	0.040809
29	-0.219354	-1.6991	0.047239
30	-0.231683	-1.7946	0.038877
31	-0.271983	-2.1068	0.019664
32	-0.328292	-2.5429	0.006795
33	-0.363846	-2.8183	0.003264
34	-0.342512	-2.6531	0.005096
35	-0.287611	-2.2278	0.014827
36	-0.265717	-2.0582	0.021959
37	-0.28386	-2.1988	0.015881
38	-0.308818	-2.3921	0.009951
39	-0.319389	-2.474	0.008104
40	-0.301988	-2.3392	0.011337
41	-0.280975	-2.1764	0.016735
42	-0.285149	-2.2088	0.015511
43	-0.320398	-2.4818	0.007945
44	-0.349814	-2.7097	0.004384
45	-0.329006	-2.5485	0.006699
46	-0.237261	-1.8378	0.035521
47	-0.134779	-1.044	0.150338
48	-0.101962	-0.7898	0.216379
49	-0.127412	-0.9869	0.163821
50	-0.157693	-1.2215	0.11334
51	-0.158674	-1.2291	0.111919
52	-0.122506	-0.9489	0.173232
53	-0.089723	-0.695	0.244872
54	-0.087184	-0.6753	0.251033
55	-0.108887	-0.8434	0.201168
56	-0.133839	-1.0367	0.152015
57	-0.128135	-0.9925	0.162462
58	-0.081185	-0.6289	0.265914
59	-0.025703	-0.1991	0.421432
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.863464 & 6.6884 & 0 \tabularnewline
2 & 0.65584 & 5.0801 & 2e-06 \tabularnewline
3 & 0.522582 & 4.0479 & 7.5e-05 \tabularnewline
4 & 0.509807 & 3.9489 & 0.000104 \tabularnewline
5 & 0.558091 & 4.323 & 2.9e-05 \tabularnewline
6 & 0.57843 & 4.4805 & 1.7e-05 \tabularnewline
7 & 0.526212 & 4.076 & 6.8e-05 \tabularnewline
8 & 0.431341 & 3.3412 & 0.00072 \tabularnewline
9 & 0.371217 & 2.8754 & 0.002788 \tabularnewline
10 & 0.377695 & 2.9256 & 0.002424 \tabularnewline
11 & 0.426753 & 3.3056 & 0.000801 \tabularnewline
12 & 0.422494 & 3.2726 & 0.000885 \tabularnewline
13 & 0.341558 & 2.6457 & 0.005197 \tabularnewline
14 & 0.237894 & 1.8427 & 0.035156 \tabularnewline
15 & 0.172147 & 1.3334 & 0.093713 \tabularnewline
16 & 0.139216 & 1.0784 & 0.142595 \tabularnewline
17 & 0.112003 & 0.8676 & 0.194543 \tabularnewline
18 & 0.07099 & 0.5499 & 0.292218 \tabularnewline
19 & 0.012907 & 0.1 & 0.460349 \tabularnewline
20 & -0.040674 & -0.3151 & 0.376906 \tabularnewline
21 & -0.06345 & -0.4915 & 0.312439 \tabularnewline
22 & -0.054525 & -0.4224 & 0.337139 \tabularnewline
23 & -0.03032 & -0.2349 & 0.407558 \tabularnewline
24 & -0.056601 & -0.4384 & 0.331325 \tabularnewline
25 & -0.132525 & -1.0265 & 0.154381 \tabularnewline
26 & -0.206126 & -1.5966 & 0.057799 \tabularnewline
27 & -0.232429 & -1.8004 & 0.038413 \tabularnewline
28 & -0.228652 & -1.7711 & 0.040809 \tabularnewline
29 & -0.219354 & -1.6991 & 0.047239 \tabularnewline
30 & -0.231683 & -1.7946 & 0.038877 \tabularnewline
31 & -0.271983 & -2.1068 & 0.019664 \tabularnewline
32 & -0.328292 & -2.5429 & 0.006795 \tabularnewline
33 & -0.363846 & -2.8183 & 0.003264 \tabularnewline
34 & -0.342512 & -2.6531 & 0.005096 \tabularnewline
35 & -0.287611 & -2.2278 & 0.014827 \tabularnewline
36 & -0.265717 & -2.0582 & 0.021959 \tabularnewline
37 & -0.28386 & -2.1988 & 0.015881 \tabularnewline
38 & -0.308818 & -2.3921 & 0.009951 \tabularnewline
39 & -0.319389 & -2.474 & 0.008104 \tabularnewline
40 & -0.301988 & -2.3392 & 0.011337 \tabularnewline
41 & -0.280975 & -2.1764 & 0.016735 \tabularnewline
42 & -0.285149 & -2.2088 & 0.015511 \tabularnewline
43 & -0.320398 & -2.4818 & 0.007945 \tabularnewline
44 & -0.349814 & -2.7097 & 0.004384 \tabularnewline
45 & -0.329006 & -2.5485 & 0.006699 \tabularnewline
46 & -0.237261 & -1.8378 & 0.035521 \tabularnewline
47 & -0.134779 & -1.044 & 0.150338 \tabularnewline
48 & -0.101962 & -0.7898 & 0.216379 \tabularnewline
49 & -0.127412 & -0.9869 & 0.163821 \tabularnewline
50 & -0.157693 & -1.2215 & 0.11334 \tabularnewline
51 & -0.158674 & -1.2291 & 0.111919 \tabularnewline
52 & -0.122506 & -0.9489 & 0.173232 \tabularnewline
53 & -0.089723 & -0.695 & 0.244872 \tabularnewline
54 & -0.087184 & -0.6753 & 0.251033 \tabularnewline
55 & -0.108887 & -0.8434 & 0.201168 \tabularnewline
56 & -0.133839 & -1.0367 & 0.152015 \tabularnewline
57 & -0.128135 & -0.9925 & 0.162462 \tabularnewline
58 & -0.081185 & -0.6289 & 0.265914 \tabularnewline
59 & -0.025703 & -0.1991 & 0.421432 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59004&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]0.863464[/C][C]6.6884[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.65584[/C][C]5.0801[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.522582[/C][C]4.0479[/C][C]7.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.509807[/C][C]3.9489[/C][C]0.000104[/C][/ROW]
[ROW][C]5[/C][C]0.558091[/C][C]4.323[/C][C]2.9e-05[/C][/ROW]
[ROW][C]6[/C][C]0.57843[/C][C]4.4805[/C][C]1.7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.526212[/C][C]4.076[/C][C]6.8e-05[/C][/ROW]
[ROW][C]8[/C][C]0.431341[/C][C]3.3412[/C][C]0.00072[/C][/ROW]
[ROW][C]9[/C][C]0.371217[/C][C]2.8754[/C][C]0.002788[/C][/ROW]
[ROW][C]10[/C][C]0.377695[/C][C]2.9256[/C][C]0.002424[/C][/ROW]
[ROW][C]11[/C][C]0.426753[/C][C]3.3056[/C][C]0.000801[/C][/ROW]
[ROW][C]12[/C][C]0.422494[/C][C]3.2726[/C][C]0.000885[/C][/ROW]
[ROW][C]13[/C][C]0.341558[/C][C]2.6457[/C][C]0.005197[/C][/ROW]
[ROW][C]14[/C][C]0.237894[/C][C]1.8427[/C][C]0.035156[/C][/ROW]
[ROW][C]15[/C][C]0.172147[/C][C]1.3334[/C][C]0.093713[/C][/ROW]
[ROW][C]16[/C][C]0.139216[/C][C]1.0784[/C][C]0.142595[/C][/ROW]
[ROW][C]17[/C][C]0.112003[/C][C]0.8676[/C][C]0.194543[/C][/ROW]
[ROW][C]18[/C][C]0.07099[/C][C]0.5499[/C][C]0.292218[/C][/ROW]
[ROW][C]19[/C][C]0.012907[/C][C]0.1[/C][C]0.460349[/C][/ROW]
[ROW][C]20[/C][C]-0.040674[/C][C]-0.3151[/C][C]0.376906[/C][/ROW]
[ROW][C]21[/C][C]-0.06345[/C][C]-0.4915[/C][C]0.312439[/C][/ROW]
[ROW][C]22[/C][C]-0.054525[/C][C]-0.4224[/C][C]0.337139[/C][/ROW]
[ROW][C]23[/C][C]-0.03032[/C][C]-0.2349[/C][C]0.407558[/C][/ROW]
[ROW][C]24[/C][C]-0.056601[/C][C]-0.4384[/C][C]0.331325[/C][/ROW]
[ROW][C]25[/C][C]-0.132525[/C][C]-1.0265[/C][C]0.154381[/C][/ROW]
[ROW][C]26[/C][C]-0.206126[/C][C]-1.5966[/C][C]0.057799[/C][/ROW]
[ROW][C]27[/C][C]-0.232429[/C][C]-1.8004[/C][C]0.038413[/C][/ROW]
[ROW][C]28[/C][C]-0.228652[/C][C]-1.7711[/C][C]0.040809[/C][/ROW]
[ROW][C]29[/C][C]-0.219354[/C][C]-1.6991[/C][C]0.047239[/C][/ROW]
[ROW][C]30[/C][C]-0.231683[/C][C]-1.7946[/C][C]0.038877[/C][/ROW]
[ROW][C]31[/C][C]-0.271983[/C][C]-2.1068[/C][C]0.019664[/C][/ROW]
[ROW][C]32[/C][C]-0.328292[/C][C]-2.5429[/C][C]0.006795[/C][/ROW]
[ROW][C]33[/C][C]-0.363846[/C][C]-2.8183[/C][C]0.003264[/C][/ROW]
[ROW][C]34[/C][C]-0.342512[/C][C]-2.6531[/C][C]0.005096[/C][/ROW]
[ROW][C]35[/C][C]-0.287611[/C][C]-2.2278[/C][C]0.014827[/C][/ROW]
[ROW][C]36[/C][C]-0.265717[/C][C]-2.0582[/C][C]0.021959[/C][/ROW]
[ROW][C]37[/C][C]-0.28386[/C][C]-2.1988[/C][C]0.015881[/C][/ROW]
[ROW][C]38[/C][C]-0.308818[/C][C]-2.3921[/C][C]0.009951[/C][/ROW]
[ROW][C]39[/C][C]-0.319389[/C][C]-2.474[/C][C]0.008104[/C][/ROW]
[ROW][C]40[/C][C]-0.301988[/C][C]-2.3392[/C][C]0.011337[/C][/ROW]
[ROW][C]41[/C][C]-0.280975[/C][C]-2.1764[/C][C]0.016735[/C][/ROW]
[ROW][C]42[/C][C]-0.285149[/C][C]-2.2088[/C][C]0.015511[/C][/ROW]
[ROW][C]43[/C][C]-0.320398[/C][C]-2.4818[/C][C]0.007945[/C][/ROW]
[ROW][C]44[/C][C]-0.349814[/C][C]-2.7097[/C][C]0.004384[/C][/ROW]
[ROW][C]45[/C][C]-0.329006[/C][C]-2.5485[/C][C]0.006699[/C][/ROW]
[ROW][C]46[/C][C]-0.237261[/C][C]-1.8378[/C][C]0.035521[/C][/ROW]
[ROW][C]47[/C][C]-0.134779[/C][C]-1.044[/C][C]0.150338[/C][/ROW]
[ROW][C]48[/C][C]-0.101962[/C][C]-0.7898[/C][C]0.216379[/C][/ROW]
[ROW][C]49[/C][C]-0.127412[/C][C]-0.9869[/C][C]0.163821[/C][/ROW]
[ROW][C]50[/C][C]-0.157693[/C][C]-1.2215[/C][C]0.11334[/C][/ROW]
[ROW][C]51[/C][C]-0.158674[/C][C]-1.2291[/C][C]0.111919[/C][/ROW]
[ROW][C]52[/C][C]-0.122506[/C][C]-0.9489[/C][C]0.173232[/C][/ROW]
[ROW][C]53[/C][C]-0.089723[/C][C]-0.695[/C][C]0.244872[/C][/ROW]
[ROW][C]54[/C][C]-0.087184[/C][C]-0.6753[/C][C]0.251033[/C][/ROW]
[ROW][C]55[/C][C]-0.108887[/C][C]-0.8434[/C][C]0.201168[/C][/ROW]
[ROW][C]56[/C][C]-0.133839[/C][C]-1.0367[/C][C]0.152015[/C][/ROW]
[ROW][C]57[/C][C]-0.128135[/C][C]-0.9925[/C][C]0.162462[/C][/ROW]
[ROW][C]58[/C][C]-0.081185[/C][C]-0.6289[/C][C]0.265914[/C][/ROW]
[ROW][C]59[/C][C]-0.025703[/C][C]-0.1991[/C][C]0.421432[/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=59004&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59004&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	0.863464	6.6884	0
2	0.65584	5.0801	2e-06
3	0.522582	4.0479	7.5e-05
4	0.509807	3.9489	0.000104
5	0.558091	4.323	2.9e-05
6	0.57843	4.4805	1.7e-05
7	0.526212	4.076	6.8e-05
8	0.431341	3.3412	0.00072
9	0.371217	2.8754	0.002788
10	0.377695	2.9256	0.002424
11	0.426753	3.3056	0.000801
12	0.422494	3.2726	0.000885
13	0.341558	2.6457	0.005197
14	0.237894	1.8427	0.035156
15	0.172147	1.3334	0.093713
16	0.139216	1.0784	0.142595
17	0.112003	0.8676	0.194543
18	0.07099	0.5499	0.292218
19	0.012907	0.1	0.460349
20	-0.040674	-0.3151	0.376906
21	-0.06345	-0.4915	0.312439
22	-0.054525	-0.4224	0.337139
23	-0.03032	-0.2349	0.407558
24	-0.056601	-0.4384	0.331325
25	-0.132525	-1.0265	0.154381
26	-0.206126	-1.5966	0.057799
27	-0.232429	-1.8004	0.038413
28	-0.228652	-1.7711	0.040809
29	-0.219354	-1.6991	0.047239
30	-0.231683	-1.7946	0.038877
31	-0.271983	-2.1068	0.019664
32	-0.328292	-2.5429	0.006795
33	-0.363846	-2.8183	0.003264
34	-0.342512	-2.6531	0.005096
35	-0.287611	-2.2278	0.014827
36	-0.265717	-2.0582	0.021959
37	-0.28386	-2.1988	0.015881
38	-0.308818	-2.3921	0.009951
39	-0.319389	-2.474	0.008104
40	-0.301988	-2.3392	0.011337
41	-0.280975	-2.1764	0.016735
42	-0.285149	-2.2088	0.015511
43	-0.320398	-2.4818	0.007945
44	-0.349814	-2.7097	0.004384
45	-0.329006	-2.5485	0.006699
46	-0.237261	-1.8378	0.035521
47	-0.134779	-1.044	0.150338
48	-0.101962	-0.7898	0.216379
49	-0.127412	-0.9869	0.163821
50	-0.157693	-1.2215	0.11334
51	-0.158674	-1.2291	0.111919
52	-0.122506	-0.9489	0.173232
53	-0.089723	-0.695	0.244872
54	-0.087184	-0.6753	0.251033
55	-0.108887	-0.8434	0.201168
56	-0.133839	-1.0367	0.152015
57	-0.128135	-0.9925	0.162462
58	-0.081185	-0.6289	0.265914
59	-0.025703	-0.1991	0.421432
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.863464	6.6884	0
2	-0.352674	-2.7318	0.00413
3	0.274219	2.1241	0.018897
4	0.259546	2.0104	0.024443
5	0.111102	0.8606	0.196444
6	-0.002533	-0.0196	0.492204
7	-0.063537	-0.4922	0.312203
8	-0.030852	-0.239	0.405968
9	0.090823	0.7035	0.242229
10	0.066131	0.5123	0.305178
11	0.07743	0.5998	0.275459
12	-0.176837	-1.3698	0.087931
13	-0.076346	-0.5914	0.278245
14	-0.014916	-0.1155	0.454202
15	-0.041256	-0.3196	0.375203
16	-0.165179	-1.2795	0.102829
17	-0.097089	-0.752	0.227481
18	-0.038472	-0.298	0.383366
19	-0.033768	-0.2616	0.397275
20	-0.029465	-0.2282	0.410121
21	0.015512	0.1202	0.452382
22	0.005827	0.0451	0.482075
23	0.099581	0.7713	0.221764
24	-0.148721	-1.152	0.126948
25	-0.051781	-0.4011	0.344888
26	-0.016064	-0.1244	0.450696
27	0.037472	0.2903	0.38631
28	-0.0526	-0.4074	0.342568
29	0.022162	0.1717	0.432138
30	-0.028046	-0.2172	0.414378
31	-0.019272	-0.1493	0.440916
32	-0.115382	-0.8937	0.187514
33	-0.022043	-0.1707	0.4325
34	0.041757	0.3234	0.37374
35	0.059411	0.4602	0.323518
36	-0.080351	-0.6224	0.26802
37	0.068092	0.5274	0.299917
38	0.005906	0.0457	0.481833
39	-0.007072	-0.0548	0.478249
40	0.02639	0.2044	0.419361
41	-0.059718	-0.4626	0.322671
42	-0.106602	-0.8257	0.206113
43	-0.045376	-0.3515	0.36323
44	0.015156	0.1174	0.453467
45	0.095401	0.739	0.231403
46	0.132353	1.0252	0.154693
47	0.074686	0.5785	0.282541
48	-0.070468	-0.5458	0.293598
49	0.043179	0.3345	0.369598
50	-0.046031	-0.3566	0.361338
51	-0.078617	-0.609	0.272422
52	-0.02648	-0.2051	0.419089
53	-0.076376	-0.5916	0.278168
54	0.005004	0.0388	0.484604
55	0.036411	0.282	0.389441
56	-0.068615	-0.5315	0.298522
57	-0.035546	-0.2753	0.392001
58	-0.063152	-0.4892	0.313251
59	0.020265	0.157	0.437897
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.863464 & 6.6884 & 0 \tabularnewline
2 & -0.352674 & -2.7318 & 0.00413 \tabularnewline
3 & 0.274219 & 2.1241 & 0.018897 \tabularnewline
4 & 0.259546 & 2.0104 & 0.024443 \tabularnewline
5 & 0.111102 & 0.8606 & 0.196444 \tabularnewline
6 & -0.002533 & -0.0196 & 0.492204 \tabularnewline
7 & -0.063537 & -0.4922 & 0.312203 \tabularnewline
8 & -0.030852 & -0.239 & 0.405968 \tabularnewline
9 & 0.090823 & 0.7035 & 0.242229 \tabularnewline
10 & 0.066131 & 0.5123 & 0.305178 \tabularnewline
11 & 0.07743 & 0.5998 & 0.275459 \tabularnewline
12 & -0.176837 & -1.3698 & 0.087931 \tabularnewline
13 & -0.076346 & -0.5914 & 0.278245 \tabularnewline
14 & -0.014916 & -0.1155 & 0.454202 \tabularnewline
15 & -0.041256 & -0.3196 & 0.375203 \tabularnewline
16 & -0.165179 & -1.2795 & 0.102829 \tabularnewline
17 & -0.097089 & -0.752 & 0.227481 \tabularnewline
18 & -0.038472 & -0.298 & 0.383366 \tabularnewline
19 & -0.033768 & -0.2616 & 0.397275 \tabularnewline
20 & -0.029465 & -0.2282 & 0.410121 \tabularnewline
21 & 0.015512 & 0.1202 & 0.452382 \tabularnewline
22 & 0.005827 & 0.0451 & 0.482075 \tabularnewline
23 & 0.099581 & 0.7713 & 0.221764 \tabularnewline
24 & -0.148721 & -1.152 & 0.126948 \tabularnewline
25 & -0.051781 & -0.4011 & 0.344888 \tabularnewline
26 & -0.016064 & -0.1244 & 0.450696 \tabularnewline
27 & 0.037472 & 0.2903 & 0.38631 \tabularnewline
28 & -0.0526 & -0.4074 & 0.342568 \tabularnewline
29 & 0.022162 & 0.1717 & 0.432138 \tabularnewline
30 & -0.028046 & -0.2172 & 0.414378 \tabularnewline
31 & -0.019272 & -0.1493 & 0.440916 \tabularnewline
32 & -0.115382 & -0.8937 & 0.187514 \tabularnewline
33 & -0.022043 & -0.1707 & 0.4325 \tabularnewline
34 & 0.041757 & 0.3234 & 0.37374 \tabularnewline
35 & 0.059411 & 0.4602 & 0.323518 \tabularnewline
36 & -0.080351 & -0.6224 & 0.26802 \tabularnewline
37 & 0.068092 & 0.5274 & 0.299917 \tabularnewline
38 & 0.005906 & 0.0457 & 0.481833 \tabularnewline
39 & -0.007072 & -0.0548 & 0.478249 \tabularnewline
40 & 0.02639 & 0.2044 & 0.419361 \tabularnewline
41 & -0.059718 & -0.4626 & 0.322671 \tabularnewline
42 & -0.106602 & -0.8257 & 0.206113 \tabularnewline
43 & -0.045376 & -0.3515 & 0.36323 \tabularnewline
44 & 0.015156 & 0.1174 & 0.453467 \tabularnewline
45 & 0.095401 & 0.739 & 0.231403 \tabularnewline
46 & 0.132353 & 1.0252 & 0.154693 \tabularnewline
47 & 0.074686 & 0.5785 & 0.282541 \tabularnewline
48 & -0.070468 & -0.5458 & 0.293598 \tabularnewline
49 & 0.043179 & 0.3345 & 0.369598 \tabularnewline
50 & -0.046031 & -0.3566 & 0.361338 \tabularnewline
51 & -0.078617 & -0.609 & 0.272422 \tabularnewline
52 & -0.02648 & -0.2051 & 0.419089 \tabularnewline
53 & -0.076376 & -0.5916 & 0.278168 \tabularnewline
54 & 0.005004 & 0.0388 & 0.484604 \tabularnewline
55 & 0.036411 & 0.282 & 0.389441 \tabularnewline
56 & -0.068615 & -0.5315 & 0.298522 \tabularnewline
57 & -0.035546 & -0.2753 & 0.392001 \tabularnewline
58 & -0.063152 & -0.4892 & 0.313251 \tabularnewline
59 & 0.020265 & 0.157 & 0.437897 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59004&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]0.863464[/C][C]6.6884[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.352674[/C][C]-2.7318[/C][C]0.00413[/C][/ROW]
[ROW][C]3[/C][C]0.274219[/C][C]2.1241[/C][C]0.018897[/C][/ROW]
[ROW][C]4[/C][C]0.259546[/C][C]2.0104[/C][C]0.024443[/C][/ROW]
[ROW][C]5[/C][C]0.111102[/C][C]0.8606[/C][C]0.196444[/C][/ROW]
[ROW][C]6[/C][C]-0.002533[/C][C]-0.0196[/C][C]0.492204[/C][/ROW]
[ROW][C]7[/C][C]-0.063537[/C][C]-0.4922[/C][C]0.312203[/C][/ROW]
[ROW][C]8[/C][C]-0.030852[/C][C]-0.239[/C][C]0.405968[/C][/ROW]
[ROW][C]9[/C][C]0.090823[/C][C]0.7035[/C][C]0.242229[/C][/ROW]
[ROW][C]10[/C][C]0.066131[/C][C]0.5123[/C][C]0.305178[/C][/ROW]
[ROW][C]11[/C][C]0.07743[/C][C]0.5998[/C][C]0.275459[/C][/ROW]
[ROW][C]12[/C][C]-0.176837[/C][C]-1.3698[/C][C]0.087931[/C][/ROW]
[ROW][C]13[/C][C]-0.076346[/C][C]-0.5914[/C][C]0.278245[/C][/ROW]
[ROW][C]14[/C][C]-0.014916[/C][C]-0.1155[/C][C]0.454202[/C][/ROW]
[ROW][C]15[/C][C]-0.041256[/C][C]-0.3196[/C][C]0.375203[/C][/ROW]
[ROW][C]16[/C][C]-0.165179[/C][C]-1.2795[/C][C]0.102829[/C][/ROW]
[ROW][C]17[/C][C]-0.097089[/C][C]-0.752[/C][C]0.227481[/C][/ROW]
[ROW][C]18[/C][C]-0.038472[/C][C]-0.298[/C][C]0.383366[/C][/ROW]
[ROW][C]19[/C][C]-0.033768[/C][C]-0.2616[/C][C]0.397275[/C][/ROW]
[ROW][C]20[/C][C]-0.029465[/C][C]-0.2282[/C][C]0.410121[/C][/ROW]
[ROW][C]21[/C][C]0.015512[/C][C]0.1202[/C][C]0.452382[/C][/ROW]
[ROW][C]22[/C][C]0.005827[/C][C]0.0451[/C][C]0.482075[/C][/ROW]
[ROW][C]23[/C][C]0.099581[/C][C]0.7713[/C][C]0.221764[/C][/ROW]
[ROW][C]24[/C][C]-0.148721[/C][C]-1.152[/C][C]0.126948[/C][/ROW]
[ROW][C]25[/C][C]-0.051781[/C][C]-0.4011[/C][C]0.344888[/C][/ROW]
[ROW][C]26[/C][C]-0.016064[/C][C]-0.1244[/C][C]0.450696[/C][/ROW]
[ROW][C]27[/C][C]0.037472[/C][C]0.2903[/C][C]0.38631[/C][/ROW]
[ROW][C]28[/C][C]-0.0526[/C][C]-0.4074[/C][C]0.342568[/C][/ROW]
[ROW][C]29[/C][C]0.022162[/C][C]0.1717[/C][C]0.432138[/C][/ROW]
[ROW][C]30[/C][C]-0.028046[/C][C]-0.2172[/C][C]0.414378[/C][/ROW]
[ROW][C]31[/C][C]-0.019272[/C][C]-0.1493[/C][C]0.440916[/C][/ROW]
[ROW][C]32[/C][C]-0.115382[/C][C]-0.8937[/C][C]0.187514[/C][/ROW]
[ROW][C]33[/C][C]-0.022043[/C][C]-0.1707[/C][C]0.4325[/C][/ROW]
[ROW][C]34[/C][C]0.041757[/C][C]0.3234[/C][C]0.37374[/C][/ROW]
[ROW][C]35[/C][C]0.059411[/C][C]0.4602[/C][C]0.323518[/C][/ROW]
[ROW][C]36[/C][C]-0.080351[/C][C]-0.6224[/C][C]0.26802[/C][/ROW]
[ROW][C]37[/C][C]0.068092[/C][C]0.5274[/C][C]0.299917[/C][/ROW]
[ROW][C]38[/C][C]0.005906[/C][C]0.0457[/C][C]0.481833[/C][/ROW]
[ROW][C]39[/C][C]-0.007072[/C][C]-0.0548[/C][C]0.478249[/C][/ROW]
[ROW][C]40[/C][C]0.02639[/C][C]0.2044[/C][C]0.419361[/C][/ROW]
[ROW][C]41[/C][C]-0.059718[/C][C]-0.4626[/C][C]0.322671[/C][/ROW]
[ROW][C]42[/C][C]-0.106602[/C][C]-0.8257[/C][C]0.206113[/C][/ROW]
[ROW][C]43[/C][C]-0.045376[/C][C]-0.3515[/C][C]0.36323[/C][/ROW]
[ROW][C]44[/C][C]0.015156[/C][C]0.1174[/C][C]0.453467[/C][/ROW]
[ROW][C]45[/C][C]0.095401[/C][C]0.739[/C][C]0.231403[/C][/ROW]
[ROW][C]46[/C][C]0.132353[/C][C]1.0252[/C][C]0.154693[/C][/ROW]
[ROW][C]47[/C][C]0.074686[/C][C]0.5785[/C][C]0.282541[/C][/ROW]
[ROW][C]48[/C][C]-0.070468[/C][C]-0.5458[/C][C]0.293598[/C][/ROW]
[ROW][C]49[/C][C]0.043179[/C][C]0.3345[/C][C]0.369598[/C][/ROW]
[ROW][C]50[/C][C]-0.046031[/C][C]-0.3566[/C][C]0.361338[/C][/ROW]
[ROW][C]51[/C][C]-0.078617[/C][C]-0.609[/C][C]0.272422[/C][/ROW]
[ROW][C]52[/C][C]-0.02648[/C][C]-0.2051[/C][C]0.419089[/C][/ROW]
[ROW][C]53[/C][C]-0.076376[/C][C]-0.5916[/C][C]0.278168[/C][/ROW]
[ROW][C]54[/C][C]0.005004[/C][C]0.0388[/C][C]0.484604[/C][/ROW]
[ROW][C]55[/C][C]0.036411[/C][C]0.282[/C][C]0.389441[/C][/ROW]
[ROW][C]56[/C][C]-0.068615[/C][C]-0.5315[/C][C]0.298522[/C][/ROW]
[ROW][C]57[/C][C]-0.035546[/C][C]-0.2753[/C][C]0.392001[/C][/ROW]
[ROW][C]58[/C][C]-0.063152[/C][C]-0.4892[/C][C]0.313251[/C][/ROW]
[ROW][C]59[/C][C]0.020265[/C][C]0.157[/C][C]0.437897[/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=59004&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59004&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	0.863464	6.6884	0
2	-0.352674	-2.7318	0.00413
3	0.274219	2.1241	0.018897
4	0.259546	2.0104	0.024443
5	0.111102	0.8606	0.196444
6	-0.002533	-0.0196	0.492204
7	-0.063537	-0.4922	0.312203
8	-0.030852	-0.239	0.405968
9	0.090823	0.7035	0.242229
10	0.066131	0.5123	0.305178
11	0.07743	0.5998	0.275459
12	-0.176837	-1.3698	0.087931
13	-0.076346	-0.5914	0.278245
14	-0.014916	-0.1155	0.454202
15	-0.041256	-0.3196	0.375203
16	-0.165179	-1.2795	0.102829
17	-0.097089	-0.752	0.227481
18	-0.038472	-0.298	0.383366
19	-0.033768	-0.2616	0.397275
20	-0.029465	-0.2282	0.410121
21	0.015512	0.1202	0.452382
22	0.005827	0.0451	0.482075
23	0.099581	0.7713	0.221764
24	-0.148721	-1.152	0.126948
25	-0.051781	-0.4011	0.344888
26	-0.016064	-0.1244	0.450696
27	0.037472	0.2903	0.38631
28	-0.0526	-0.4074	0.342568
29	0.022162	0.1717	0.432138
30	-0.028046	-0.2172	0.414378
31	-0.019272	-0.1493	0.440916
32	-0.115382	-0.8937	0.187514
33	-0.022043	-0.1707	0.4325
34	0.041757	0.3234	0.37374
35	0.059411	0.4602	0.323518
36	-0.080351	-0.6224	0.26802
37	0.068092	0.5274	0.299917
38	0.005906	0.0457	0.481833
39	-0.007072	-0.0548	0.478249
40	0.02639	0.2044	0.419361
41	-0.059718	-0.4626	0.322671
42	-0.106602	-0.8257	0.206113
43	-0.045376	-0.3515	0.36323
44	0.015156	0.1174	0.453467
45	0.095401	0.739	0.231403
46	0.132353	1.0252	0.154693
47	0.074686	0.5785	0.282541
48	-0.070468	-0.5458	0.293598
49	0.043179	0.3345	0.369598
50	-0.046031	-0.3566	0.361338
51	-0.078617	-0.609	0.272422
52	-0.02648	-0.2051	0.419089
53	-0.076376	-0.5916	0.278168
54	0.005004	0.0388	0.484604
55	0.036411	0.282	0.389441
56	-0.068615	-0.5315	0.298522
57	-0.035546	-0.2753	0.392001
58	-0.063152	-0.4892	0.313251
59	0.020265	0.157	0.437897
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 = 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