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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 24 Nov 2009 04:51:23 -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/t1259063607f4kk3wrh6tkxxdo.htm/, Retrieved Thu, 12 Sep 2024 15:16:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59005, Retrieved Thu, 12 Sep 2024 15:16:33 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

205

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] [SHW WS8] [2009-11-24 11:51:23] [b7e46d23597387652ca7420fdeb9acca] [Current]
-   P             [(Partial) Autocorrelation Function] [verb WS8] [2009-12-03 17:54:48] [95cead3ebb75668735f848316249436a] 
-   P             [(Partial) Autocorrelation Function] [verb WS8] [2009-12-03 18:01:50] [95cead3ebb75668735f848316249436a] 
-                 [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.1] [2009-12-04 10:02:10] [74be16979710d4c4e7c6647856088456] 
-                 [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.2] [2009-12-04 10:05:10] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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Histogram

Boxplots

8.6
8.5
8.3
7.8
7.8
8
8.6
8.9
8.9
8.6
8.3
8.3
8.3
8.4
8.5
8.4
8.6
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.6
8.4
8.1
8
8
8
8
7.9
7.8
7.8
7.9
8.1
8
7.6
7.3
7
6.8
7
7.1
7.2
7.1
6.9
6.7
6.7
6.6
6.9
7.3
7.5
7.3
7.1
6.9
7.1

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59005&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59005&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59005&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.933161	7.2282	0
2	0.82057	6.3561	0
3	0.72408	5.6087	0
4	0.691015	5.3526	1e-06
5	0.705993	5.4686	0
6	0.722542	5.5968	0
7	0.694452	5.3792	1e-06
8	0.624733	4.8392	5e-06
9	0.535443	4.1475	5.4e-05
10	0.448706	3.4757	0.000477
11	0.382718	2.9645	0.002172
12	0.334926	2.5943	0.005947
13	0.293483	2.2733	0.0133
14	0.251647	1.9493	0.027972
15	0.194495	1.5066	0.068586
16	0.125365	0.9711	0.167704
17	0.054926	0.4255	0.336012
18	-0.000851	-0.0066	0.497382
19	-0.039938	-0.3094	0.379062
20	-0.065803	-0.5097	0.306064
21	-0.098279	-0.7613	0.224741
22	-0.146202	-1.1325	0.130971
23	-0.19851	-1.5377	0.064696
24	-0.240215	-1.8607	0.033845
25	-0.260254	-2.0159	0.024146
26	-0.267662	-2.0733	0.021223
27	-0.283709	-2.1976	0.015924
28	-0.311145	-2.4101	0.009515
29	-0.342442	-2.6525	0.005103
30	-0.358097	-2.7738	0.003687
31	-0.347439	-2.6912	0.004605
32	-0.335537	-2.5991	0.005874
33	-0.342551	-2.6534	0.005092
34	-0.364097	-2.8203	0.003247
35	-0.386427	-2.9933	0.002002
36	-0.390758	-3.0268	0.001819
37	-0.366878	-2.8418	0.00306
38	-0.329253	-2.5504	0.006665
39	-0.298239	-2.3102	0.012168
40	-0.291443	-2.2575	0.013814
41	-0.302777	-2.3453	0.011168
42	-0.317515	-2.4595	0.008407
43	-0.318704	-2.4687	0.008214
44	-0.296461	-2.2964	0.012581
45	-0.254844	-1.974	0.026495
46	-0.206353	-1.5984	0.057603
47	-0.170038	-1.3171	0.096406
48	-0.161212	-1.2487	0.108304
49	-0.17091	-1.3239	0.095285
50	-0.183488	-1.4213	0.080204
51	-0.168118	-1.3022	0.098907
52	-0.124667	-0.9657	0.169043
53	-0.066359	-0.514	0.304565
54	-0.02965	-0.2297	0.409564
55	-0.029203	-0.2262	0.410905
56	-0.046821	-0.3627	0.359061
57	-0.057501	-0.4454	0.328817
58	-0.045992	-0.3563	0.36145
59	-0.021916	-0.1698	0.432885
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.933161 & 7.2282 & 0 \tabularnewline
2 & 0.82057 & 6.3561 & 0 \tabularnewline
3 & 0.72408 & 5.6087 & 0 \tabularnewline
4 & 0.691015 & 5.3526 & 1e-06 \tabularnewline
5 & 0.705993 & 5.4686 & 0 \tabularnewline
6 & 0.722542 & 5.5968 & 0 \tabularnewline
7 & 0.694452 & 5.3792 & 1e-06 \tabularnewline
8 & 0.624733 & 4.8392 & 5e-06 \tabularnewline
9 & 0.535443 & 4.1475 & 5.4e-05 \tabularnewline
10 & 0.448706 & 3.4757 & 0.000477 \tabularnewline
11 & 0.382718 & 2.9645 & 0.002172 \tabularnewline
12 & 0.334926 & 2.5943 & 0.005947 \tabularnewline
13 & 0.293483 & 2.2733 & 0.0133 \tabularnewline
14 & 0.251647 & 1.9493 & 0.027972 \tabularnewline
15 & 0.194495 & 1.5066 & 0.068586 \tabularnewline
16 & 0.125365 & 0.9711 & 0.167704 \tabularnewline
17 & 0.054926 & 0.4255 & 0.336012 \tabularnewline
18 & -0.000851 & -0.0066 & 0.497382 \tabularnewline
19 & -0.039938 & -0.3094 & 0.379062 \tabularnewline
20 & -0.065803 & -0.5097 & 0.306064 \tabularnewline
21 & -0.098279 & -0.7613 & 0.224741 \tabularnewline
22 & -0.146202 & -1.1325 & 0.130971 \tabularnewline
23 & -0.19851 & -1.5377 & 0.064696 \tabularnewline
24 & -0.240215 & -1.8607 & 0.033845 \tabularnewline
25 & -0.260254 & -2.0159 & 0.024146 \tabularnewline
26 & -0.267662 & -2.0733 & 0.021223 \tabularnewline
27 & -0.283709 & -2.1976 & 0.015924 \tabularnewline
28 & -0.311145 & -2.4101 & 0.009515 \tabularnewline
29 & -0.342442 & -2.6525 & 0.005103 \tabularnewline
30 & -0.358097 & -2.7738 & 0.003687 \tabularnewline
31 & -0.347439 & -2.6912 & 0.004605 \tabularnewline
32 & -0.335537 & -2.5991 & 0.005874 \tabularnewline
33 & -0.342551 & -2.6534 & 0.005092 \tabularnewline
34 & -0.364097 & -2.8203 & 0.003247 \tabularnewline
35 & -0.386427 & -2.9933 & 0.002002 \tabularnewline
36 & -0.390758 & -3.0268 & 0.001819 \tabularnewline
37 & -0.366878 & -2.8418 & 0.00306 \tabularnewline
38 & -0.329253 & -2.5504 & 0.006665 \tabularnewline
39 & -0.298239 & -2.3102 & 0.012168 \tabularnewline
40 & -0.291443 & -2.2575 & 0.013814 \tabularnewline
41 & -0.302777 & -2.3453 & 0.011168 \tabularnewline
42 & -0.317515 & -2.4595 & 0.008407 \tabularnewline
43 & -0.318704 & -2.4687 & 0.008214 \tabularnewline
44 & -0.296461 & -2.2964 & 0.012581 \tabularnewline
45 & -0.254844 & -1.974 & 0.026495 \tabularnewline
46 & -0.206353 & -1.5984 & 0.057603 \tabularnewline
47 & -0.170038 & -1.3171 & 0.096406 \tabularnewline
48 & -0.161212 & -1.2487 & 0.108304 \tabularnewline
49 & -0.17091 & -1.3239 & 0.095285 \tabularnewline
50 & -0.183488 & -1.4213 & 0.080204 \tabularnewline
51 & -0.168118 & -1.3022 & 0.098907 \tabularnewline
52 & -0.124667 & -0.9657 & 0.169043 \tabularnewline
53 & -0.066359 & -0.514 & 0.304565 \tabularnewline
54 & -0.02965 & -0.2297 & 0.409564 \tabularnewline
55 & -0.029203 & -0.2262 & 0.410905 \tabularnewline
56 & -0.046821 & -0.3627 & 0.359061 \tabularnewline
57 & -0.057501 & -0.4454 & 0.328817 \tabularnewline
58 & -0.045992 & -0.3563 & 0.36145 \tabularnewline
59 & -0.021916 & -0.1698 & 0.432885 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59005&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]0.933161[/C][C]7.2282[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.82057[/C][C]6.3561[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.72408[/C][C]5.6087[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.691015[/C][C]5.3526[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.705993[/C][C]5.4686[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.722542[/C][C]5.5968[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.694452[/C][C]5.3792[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.624733[/C][C]4.8392[/C][C]5e-06[/C][/ROW]
[ROW][C]9[/C][C]0.535443[/C][C]4.1475[/C][C]5.4e-05[/C][/ROW]
[ROW][C]10[/C][C]0.448706[/C][C]3.4757[/C][C]0.000477[/C][/ROW]
[ROW][C]11[/C][C]0.382718[/C][C]2.9645[/C][C]0.002172[/C][/ROW]
[ROW][C]12[/C][C]0.334926[/C][C]2.5943[/C][C]0.005947[/C][/ROW]
[ROW][C]13[/C][C]0.293483[/C][C]2.2733[/C][C]0.0133[/C][/ROW]
[ROW][C]14[/C][C]0.251647[/C][C]1.9493[/C][C]0.027972[/C][/ROW]
[ROW][C]15[/C][C]0.194495[/C][C]1.5066[/C][C]0.068586[/C][/ROW]
[ROW][C]16[/C][C]0.125365[/C][C]0.9711[/C][C]0.167704[/C][/ROW]
[ROW][C]17[/C][C]0.054926[/C][C]0.4255[/C][C]0.336012[/C][/ROW]
[ROW][C]18[/C][C]-0.000851[/C][C]-0.0066[/C][C]0.497382[/C][/ROW]
[ROW][C]19[/C][C]-0.039938[/C][C]-0.3094[/C][C]0.379062[/C][/ROW]
[ROW][C]20[/C][C]-0.065803[/C][C]-0.5097[/C][C]0.306064[/C][/ROW]
[ROW][C]21[/C][C]-0.098279[/C][C]-0.7613[/C][C]0.224741[/C][/ROW]
[ROW][C]22[/C][C]-0.146202[/C][C]-1.1325[/C][C]0.130971[/C][/ROW]
[ROW][C]23[/C][C]-0.19851[/C][C]-1.5377[/C][C]0.064696[/C][/ROW]
[ROW][C]24[/C][C]-0.240215[/C][C]-1.8607[/C][C]0.033845[/C][/ROW]
[ROW][C]25[/C][C]-0.260254[/C][C]-2.0159[/C][C]0.024146[/C][/ROW]
[ROW][C]26[/C][C]-0.267662[/C][C]-2.0733[/C][C]0.021223[/C][/ROW]
[ROW][C]27[/C][C]-0.283709[/C][C]-2.1976[/C][C]0.015924[/C][/ROW]
[ROW][C]28[/C][C]-0.311145[/C][C]-2.4101[/C][C]0.009515[/C][/ROW]
[ROW][C]29[/C][C]-0.342442[/C][C]-2.6525[/C][C]0.005103[/C][/ROW]
[ROW][C]30[/C][C]-0.358097[/C][C]-2.7738[/C][C]0.003687[/C][/ROW]
[ROW][C]31[/C][C]-0.347439[/C][C]-2.6912[/C][C]0.004605[/C][/ROW]
[ROW][C]32[/C][C]-0.335537[/C][C]-2.5991[/C][C]0.005874[/C][/ROW]
[ROW][C]33[/C][C]-0.342551[/C][C]-2.6534[/C][C]0.005092[/C][/ROW]
[ROW][C]34[/C][C]-0.364097[/C][C]-2.8203[/C][C]0.003247[/C][/ROW]
[ROW][C]35[/C][C]-0.386427[/C][C]-2.9933[/C][C]0.002002[/C][/ROW]
[ROW][C]36[/C][C]-0.390758[/C][C]-3.0268[/C][C]0.001819[/C][/ROW]
[ROW][C]37[/C][C]-0.366878[/C][C]-2.8418[/C][C]0.00306[/C][/ROW]
[ROW][C]38[/C][C]-0.329253[/C][C]-2.5504[/C][C]0.006665[/C][/ROW]
[ROW][C]39[/C][C]-0.298239[/C][C]-2.3102[/C][C]0.012168[/C][/ROW]
[ROW][C]40[/C][C]-0.291443[/C][C]-2.2575[/C][C]0.013814[/C][/ROW]
[ROW][C]41[/C][C]-0.302777[/C][C]-2.3453[/C][C]0.011168[/C][/ROW]
[ROW][C]42[/C][C]-0.317515[/C][C]-2.4595[/C][C]0.008407[/C][/ROW]
[ROW][C]43[/C][C]-0.318704[/C][C]-2.4687[/C][C]0.008214[/C][/ROW]
[ROW][C]44[/C][C]-0.296461[/C][C]-2.2964[/C][C]0.012581[/C][/ROW]
[ROW][C]45[/C][C]-0.254844[/C][C]-1.974[/C][C]0.026495[/C][/ROW]
[ROW][C]46[/C][C]-0.206353[/C][C]-1.5984[/C][C]0.057603[/C][/ROW]
[ROW][C]47[/C][C]-0.170038[/C][C]-1.3171[/C][C]0.096406[/C][/ROW]
[ROW][C]48[/C][C]-0.161212[/C][C]-1.2487[/C][C]0.108304[/C][/ROW]
[ROW][C]49[/C][C]-0.17091[/C][C]-1.3239[/C][C]0.095285[/C][/ROW]
[ROW][C]50[/C][C]-0.183488[/C][C]-1.4213[/C][C]0.080204[/C][/ROW]
[ROW][C]51[/C][C]-0.168118[/C][C]-1.3022[/C][C]0.098907[/C][/ROW]
[ROW][C]52[/C][C]-0.124667[/C][C]-0.9657[/C][C]0.169043[/C][/ROW]
[ROW][C]53[/C][C]-0.066359[/C][C]-0.514[/C][C]0.304565[/C][/ROW]
[ROW][C]54[/C][C]-0.02965[/C][C]-0.2297[/C][C]0.409564[/C][/ROW]
[ROW][C]55[/C][C]-0.029203[/C][C]-0.2262[/C][C]0.410905[/C][/ROW]
[ROW][C]56[/C][C]-0.046821[/C][C]-0.3627[/C][C]0.359061[/C][/ROW]
[ROW][C]57[/C][C]-0.057501[/C][C]-0.4454[/C][C]0.328817[/C][/ROW]
[ROW][C]58[/C][C]-0.045992[/C][C]-0.3563[/C][C]0.36145[/C][/ROW]
[ROW][C]59[/C][C]-0.021916[/C][C]-0.1698[/C][C]0.432885[/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=59005&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59005&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	0.933161	7.2282	0
2	0.82057	6.3561	0
3	0.72408	5.6087	0
4	0.691015	5.3526	1e-06
5	0.705993	5.4686	0
6	0.722542	5.5968	0
7	0.694452	5.3792	1e-06
8	0.624733	4.8392	5e-06
9	0.535443	4.1475	5.4e-05
10	0.448706	3.4757	0.000477
11	0.382718	2.9645	0.002172
12	0.334926	2.5943	0.005947
13	0.293483	2.2733	0.0133
14	0.251647	1.9493	0.027972
15	0.194495	1.5066	0.068586
16	0.125365	0.9711	0.167704
17	0.054926	0.4255	0.336012
18	-0.000851	-0.0066	0.497382
19	-0.039938	-0.3094	0.379062
20	-0.065803	-0.5097	0.306064
21	-0.098279	-0.7613	0.224741
22	-0.146202	-1.1325	0.130971
23	-0.19851	-1.5377	0.064696
24	-0.240215	-1.8607	0.033845
25	-0.260254	-2.0159	0.024146
26	-0.267662	-2.0733	0.021223
27	-0.283709	-2.1976	0.015924
28	-0.311145	-2.4101	0.009515
29	-0.342442	-2.6525	0.005103
30	-0.358097	-2.7738	0.003687
31	-0.347439	-2.6912	0.004605
32	-0.335537	-2.5991	0.005874
33	-0.342551	-2.6534	0.005092
34	-0.364097	-2.8203	0.003247
35	-0.386427	-2.9933	0.002002
36	-0.390758	-3.0268	0.001819
37	-0.366878	-2.8418	0.00306
38	-0.329253	-2.5504	0.006665
39	-0.298239	-2.3102	0.012168
40	-0.291443	-2.2575	0.013814
41	-0.302777	-2.3453	0.011168
42	-0.317515	-2.4595	0.008407
43	-0.318704	-2.4687	0.008214
44	-0.296461	-2.2964	0.012581
45	-0.254844	-1.974	0.026495
46	-0.206353	-1.5984	0.057603
47	-0.170038	-1.3171	0.096406
48	-0.161212	-1.2487	0.108304
49	-0.17091	-1.3239	0.095285
50	-0.183488	-1.4213	0.080204
51	-0.168118	-1.3022	0.098907
52	-0.124667	-0.9657	0.169043
53	-0.066359	-0.514	0.304565
54	-0.02965	-0.2297	0.409564
55	-0.029203	-0.2262	0.410905
56	-0.046821	-0.3627	0.359061
57	-0.057501	-0.4454	0.328817
58	-0.045992	-0.3563	0.36145
59	-0.021916	-0.1698	0.432885
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.933161	7.2282	0
2	-0.388664	-3.0106	0.001905
3	0.213629	1.6548	0.051597
4	0.375716	2.9103	0.00253
5	0.096374	0.7465	0.229136
6	-0.067195	-0.5205	0.30232
7	-0.172593	-1.3369	0.093151
8	-0.028539	-0.2211	0.412898
9	-0.116522	-0.9026	0.185181
10	-0.221484	-1.7156	0.045697
11	-0.078106	-0.605	0.273727
12	-0.060839	-0.4713	0.319583
13	-0.054581	-0.4228	0.336983
14	0.018907	0.1465	0.442028
15	-0.101844	-0.7889	0.216645
16	-0.000618	-0.0048	0.4981
17	0.016395	0.127	0.449686
18	0.049287	0.3818	0.351988
19	0.002118	0.0164	0.493483
20	0.019029	0.1474	0.441655
21	-0.054203	-0.4199	0.338047
22	-0.065764	-0.5094	0.306168
23	0.021912	0.1697	0.432897
24	0.006105	0.0473	0.48122
25	0.015298	0.1185	0.453033
26	-0.051409	-0.3982	0.345943
27	-0.103728	-0.8035	0.212436
28	0.022998	0.1781	0.429605
29	-0.010594	-0.0821	0.467437
30	0.058978	0.4568	0.324719
31	0.100233	0.7764	0.220281
32	-0.168539	-1.3055	0.098354
33	-0.085685	-0.6637	0.254707
34	0.037773	0.2926	0.385422
35	-0.038004	-0.2944	0.384742
36	-0.012361	-0.0957	0.46202
37	0.063729	0.4936	0.311682
38	0.060601	0.4694	0.320237
39	0.002139	0.0166	0.493418
40	-0.121807	-0.9435	0.174601
41	0.023625	0.183	0.427708
42	-0.022132	-0.1714	0.432231
43	-0.074595	-0.5778	0.282777
44	0.036081	0.2795	0.390419
45	0.021959	0.1701	0.432755
46	0.053183	0.412	0.34092
47	0.025999	0.2014	0.420538
48	-0.081091	-0.6281	0.266153
49	0.012829	0.0994	0.460586
50	-0.05315	-0.4117	0.341015
51	0.079938	0.6192	0.269066
52	-0.022615	-0.1752	0.430765
53	0.045163	0.3498	0.363845
54	-0.065176	-0.5048	0.307757
55	-0.095947	-0.7432	0.23013
56	0.064582	0.5002	0.309366
57	-0.076607	-0.5934	0.277573
58	-0.055146	-0.4272	0.335395
59	-0.092267	-0.7147	0.238783
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.933161 & 7.2282 & 0 \tabularnewline
2 & -0.388664 & -3.0106 & 0.001905 \tabularnewline
3 & 0.213629 & 1.6548 & 0.051597 \tabularnewline
4 & 0.375716 & 2.9103 & 0.00253 \tabularnewline
5 & 0.096374 & 0.7465 & 0.229136 \tabularnewline
6 & -0.067195 & -0.5205 & 0.30232 \tabularnewline
7 & -0.172593 & -1.3369 & 0.093151 \tabularnewline
8 & -0.028539 & -0.2211 & 0.412898 \tabularnewline
9 & -0.116522 & -0.9026 & 0.185181 \tabularnewline
10 & -0.221484 & -1.7156 & 0.045697 \tabularnewline
11 & -0.078106 & -0.605 & 0.273727 \tabularnewline
12 & -0.060839 & -0.4713 & 0.319583 \tabularnewline
13 & -0.054581 & -0.4228 & 0.336983 \tabularnewline
14 & 0.018907 & 0.1465 & 0.442028 \tabularnewline
15 & -0.101844 & -0.7889 & 0.216645 \tabularnewline
16 & -0.000618 & -0.0048 & 0.4981 \tabularnewline
17 & 0.016395 & 0.127 & 0.449686 \tabularnewline
18 & 0.049287 & 0.3818 & 0.351988 \tabularnewline
19 & 0.002118 & 0.0164 & 0.493483 \tabularnewline
20 & 0.019029 & 0.1474 & 0.441655 \tabularnewline
21 & -0.054203 & -0.4199 & 0.338047 \tabularnewline
22 & -0.065764 & -0.5094 & 0.306168 \tabularnewline
23 & 0.021912 & 0.1697 & 0.432897 \tabularnewline
24 & 0.006105 & 0.0473 & 0.48122 \tabularnewline
25 & 0.015298 & 0.1185 & 0.453033 \tabularnewline
26 & -0.051409 & -0.3982 & 0.345943 \tabularnewline
27 & -0.103728 & -0.8035 & 0.212436 \tabularnewline
28 & 0.022998 & 0.1781 & 0.429605 \tabularnewline
29 & -0.010594 & -0.0821 & 0.467437 \tabularnewline
30 & 0.058978 & 0.4568 & 0.324719 \tabularnewline
31 & 0.100233 & 0.7764 & 0.220281 \tabularnewline
32 & -0.168539 & -1.3055 & 0.098354 \tabularnewline
33 & -0.085685 & -0.6637 & 0.254707 \tabularnewline
34 & 0.037773 & 0.2926 & 0.385422 \tabularnewline
35 & -0.038004 & -0.2944 & 0.384742 \tabularnewline
36 & -0.012361 & -0.0957 & 0.46202 \tabularnewline
37 & 0.063729 & 0.4936 & 0.311682 \tabularnewline
38 & 0.060601 & 0.4694 & 0.320237 \tabularnewline
39 & 0.002139 & 0.0166 & 0.493418 \tabularnewline
40 & -0.121807 & -0.9435 & 0.174601 \tabularnewline
41 & 0.023625 & 0.183 & 0.427708 \tabularnewline
42 & -0.022132 & -0.1714 & 0.432231 \tabularnewline
43 & -0.074595 & -0.5778 & 0.282777 \tabularnewline
44 & 0.036081 & 0.2795 & 0.390419 \tabularnewline
45 & 0.021959 & 0.1701 & 0.432755 \tabularnewline
46 & 0.053183 & 0.412 & 0.34092 \tabularnewline
47 & 0.025999 & 0.2014 & 0.420538 \tabularnewline
48 & -0.081091 & -0.6281 & 0.266153 \tabularnewline
49 & 0.012829 & 0.0994 & 0.460586 \tabularnewline
50 & -0.05315 & -0.4117 & 0.341015 \tabularnewline
51 & 0.079938 & 0.6192 & 0.269066 \tabularnewline
52 & -0.022615 & -0.1752 & 0.430765 \tabularnewline
53 & 0.045163 & 0.3498 & 0.363845 \tabularnewline
54 & -0.065176 & -0.5048 & 0.307757 \tabularnewline
55 & -0.095947 & -0.7432 & 0.23013 \tabularnewline
56 & 0.064582 & 0.5002 & 0.309366 \tabularnewline
57 & -0.076607 & -0.5934 & 0.277573 \tabularnewline
58 & -0.055146 & -0.4272 & 0.335395 \tabularnewline
59 & -0.092267 & -0.7147 & 0.238783 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59005&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]0.933161[/C][C]7.2282[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.388664[/C][C]-3.0106[/C][C]0.001905[/C][/ROW]
[ROW][C]3[/C][C]0.213629[/C][C]1.6548[/C][C]0.051597[/C][/ROW]
[ROW][C]4[/C][C]0.375716[/C][C]2.9103[/C][C]0.00253[/C][/ROW]
[ROW][C]5[/C][C]0.096374[/C][C]0.7465[/C][C]0.229136[/C][/ROW]
[ROW][C]6[/C][C]-0.067195[/C][C]-0.5205[/C][C]0.30232[/C][/ROW]
[ROW][C]7[/C][C]-0.172593[/C][C]-1.3369[/C][C]0.093151[/C][/ROW]
[ROW][C]8[/C][C]-0.028539[/C][C]-0.2211[/C][C]0.412898[/C][/ROW]
[ROW][C]9[/C][C]-0.116522[/C][C]-0.9026[/C][C]0.185181[/C][/ROW]
[ROW][C]10[/C][C]-0.221484[/C][C]-1.7156[/C][C]0.045697[/C][/ROW]
[ROW][C]11[/C][C]-0.078106[/C][C]-0.605[/C][C]0.273727[/C][/ROW]
[ROW][C]12[/C][C]-0.060839[/C][C]-0.4713[/C][C]0.319583[/C][/ROW]
[ROW][C]13[/C][C]-0.054581[/C][C]-0.4228[/C][C]0.336983[/C][/ROW]
[ROW][C]14[/C][C]0.018907[/C][C]0.1465[/C][C]0.442028[/C][/ROW]
[ROW][C]15[/C][C]-0.101844[/C][C]-0.7889[/C][C]0.216645[/C][/ROW]
[ROW][C]16[/C][C]-0.000618[/C][C]-0.0048[/C][C]0.4981[/C][/ROW]
[ROW][C]17[/C][C]0.016395[/C][C]0.127[/C][C]0.449686[/C][/ROW]
[ROW][C]18[/C][C]0.049287[/C][C]0.3818[/C][C]0.351988[/C][/ROW]
[ROW][C]19[/C][C]0.002118[/C][C]0.0164[/C][C]0.493483[/C][/ROW]
[ROW][C]20[/C][C]0.019029[/C][C]0.1474[/C][C]0.441655[/C][/ROW]
[ROW][C]21[/C][C]-0.054203[/C][C]-0.4199[/C][C]0.338047[/C][/ROW]
[ROW][C]22[/C][C]-0.065764[/C][C]-0.5094[/C][C]0.306168[/C][/ROW]
[ROW][C]23[/C][C]0.021912[/C][C]0.1697[/C][C]0.432897[/C][/ROW]
[ROW][C]24[/C][C]0.006105[/C][C]0.0473[/C][C]0.48122[/C][/ROW]
[ROW][C]25[/C][C]0.015298[/C][C]0.1185[/C][C]0.453033[/C][/ROW]
[ROW][C]26[/C][C]-0.051409[/C][C]-0.3982[/C][C]0.345943[/C][/ROW]
[ROW][C]27[/C][C]-0.103728[/C][C]-0.8035[/C][C]0.212436[/C][/ROW]
[ROW][C]28[/C][C]0.022998[/C][C]0.1781[/C][C]0.429605[/C][/ROW]
[ROW][C]29[/C][C]-0.010594[/C][C]-0.0821[/C][C]0.467437[/C][/ROW]
[ROW][C]30[/C][C]0.058978[/C][C]0.4568[/C][C]0.324719[/C][/ROW]
[ROW][C]31[/C][C]0.100233[/C][C]0.7764[/C][C]0.220281[/C][/ROW]
[ROW][C]32[/C][C]-0.168539[/C][C]-1.3055[/C][C]0.098354[/C][/ROW]
[ROW][C]33[/C][C]-0.085685[/C][C]-0.6637[/C][C]0.254707[/C][/ROW]
[ROW][C]34[/C][C]0.037773[/C][C]0.2926[/C][C]0.385422[/C][/ROW]
[ROW][C]35[/C][C]-0.038004[/C][C]-0.2944[/C][C]0.384742[/C][/ROW]
[ROW][C]36[/C][C]-0.012361[/C][C]-0.0957[/C][C]0.46202[/C][/ROW]
[ROW][C]37[/C][C]0.063729[/C][C]0.4936[/C][C]0.311682[/C][/ROW]
[ROW][C]38[/C][C]0.060601[/C][C]0.4694[/C][C]0.320237[/C][/ROW]
[ROW][C]39[/C][C]0.002139[/C][C]0.0166[/C][C]0.493418[/C][/ROW]
[ROW][C]40[/C][C]-0.121807[/C][C]-0.9435[/C][C]0.174601[/C][/ROW]
[ROW][C]41[/C][C]0.023625[/C][C]0.183[/C][C]0.427708[/C][/ROW]
[ROW][C]42[/C][C]-0.022132[/C][C]-0.1714[/C][C]0.432231[/C][/ROW]
[ROW][C]43[/C][C]-0.074595[/C][C]-0.5778[/C][C]0.282777[/C][/ROW]
[ROW][C]44[/C][C]0.036081[/C][C]0.2795[/C][C]0.390419[/C][/ROW]
[ROW][C]45[/C][C]0.021959[/C][C]0.1701[/C][C]0.432755[/C][/ROW]
[ROW][C]46[/C][C]0.053183[/C][C]0.412[/C][C]0.34092[/C][/ROW]
[ROW][C]47[/C][C]0.025999[/C][C]0.2014[/C][C]0.420538[/C][/ROW]
[ROW][C]48[/C][C]-0.081091[/C][C]-0.6281[/C][C]0.266153[/C][/ROW]
[ROW][C]49[/C][C]0.012829[/C][C]0.0994[/C][C]0.460586[/C][/ROW]
[ROW][C]50[/C][C]-0.05315[/C][C]-0.4117[/C][C]0.341015[/C][/ROW]
[ROW][C]51[/C][C]0.079938[/C][C]0.6192[/C][C]0.269066[/C][/ROW]
[ROW][C]52[/C][C]-0.022615[/C][C]-0.1752[/C][C]0.430765[/C][/ROW]
[ROW][C]53[/C][C]0.045163[/C][C]0.3498[/C][C]0.363845[/C][/ROW]
[ROW][C]54[/C][C]-0.065176[/C][C]-0.5048[/C][C]0.307757[/C][/ROW]
[ROW][C]55[/C][C]-0.095947[/C][C]-0.7432[/C][C]0.23013[/C][/ROW]
[ROW][C]56[/C][C]0.064582[/C][C]0.5002[/C][C]0.309366[/C][/ROW]
[ROW][C]57[/C][C]-0.076607[/C][C]-0.5934[/C][C]0.277573[/C][/ROW]
[ROW][C]58[/C][C]-0.055146[/C][C]-0.4272[/C][C]0.335395[/C][/ROW]
[ROW][C]59[/C][C]-0.092267[/C][C]-0.7147[/C][C]0.238783[/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=59005&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59005&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	0.933161	7.2282	0
2	-0.388664	-3.0106	0.001905
3	0.213629	1.6548	0.051597
4	0.375716	2.9103	0.00253
5	0.096374	0.7465	0.229136
6	-0.067195	-0.5205	0.30232
7	-0.172593	-1.3369	0.093151
8	-0.028539	-0.2211	0.412898
9	-0.116522	-0.9026	0.185181
10	-0.221484	-1.7156	0.045697
11	-0.078106	-0.605	0.273727
12	-0.060839	-0.4713	0.319583
13	-0.054581	-0.4228	0.336983
14	0.018907	0.1465	0.442028
15	-0.101844	-0.7889	0.216645
16	-0.000618	-0.0048	0.4981
17	0.016395	0.127	0.449686
18	0.049287	0.3818	0.351988
19	0.002118	0.0164	0.493483
20	0.019029	0.1474	0.441655
21	-0.054203	-0.4199	0.338047
22	-0.065764	-0.5094	0.306168
23	0.021912	0.1697	0.432897
24	0.006105	0.0473	0.48122
25	0.015298	0.1185	0.453033
26	-0.051409	-0.3982	0.345943
27	-0.103728	-0.8035	0.212436
28	0.022998	0.1781	0.429605
29	-0.010594	-0.0821	0.467437
30	0.058978	0.4568	0.324719
31	0.100233	0.7764	0.220281
32	-0.168539	-1.3055	0.098354
33	-0.085685	-0.6637	0.254707
34	0.037773	0.2926	0.385422
35	-0.038004	-0.2944	0.384742
36	-0.012361	-0.0957	0.46202
37	0.063729	0.4936	0.311682
38	0.060601	0.4694	0.320237
39	0.002139	0.0166	0.493418
40	-0.121807	-0.9435	0.174601
41	0.023625	0.183	0.427708
42	-0.022132	-0.1714	0.432231
43	-0.074595	-0.5778	0.282777
44	0.036081	0.2795	0.390419
45	0.021959	0.1701	0.432755
46	0.053183	0.412	0.34092
47	0.025999	0.2014	0.420538
48	-0.081091	-0.6281	0.266153
49	0.012829	0.0994	0.460586
50	-0.05315	-0.4117	0.341015
51	0.079938	0.6192	0.269066
52	-0.022615	-0.1752	0.430765
53	0.045163	0.3498	0.363845
54	-0.065176	-0.5048	0.307757
55	-0.095947	-0.7432	0.23013
56	0.064582	0.5002	0.309366
57	-0.076607	-0.5934	0.277573
58	-0.055146	-0.4272	0.335395
59	-0.092267	-0.7147	0.238783
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