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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 25 Nov 2009 13:36:50 -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/25/t1259181482c2badiip6ydor5o.htm/, Retrieved Tue, 07 May 2024 08:57:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59628, Retrieved Tue, 07 May 2024 08:57:24 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

179

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]
- R PD          [(Partial) Autocorrelation Function] [WS08 - PACF d = 0...] [2009-11-25 20:36:50] [0cc924834281808eda7297686c82928f] [Current]
-    D            [(Partial) Autocorrelation Function] [WS10 - PACF Y d =...] [2009-12-09 14:54:53] [df6326eec97a6ca984a853b142930499] 
-   PD            [(Partial) Autocorrelation Function] [WS10 - PACF Y d =...] [2009-12-09 14:56:44] [df6326eec97a6ca984a853b142930499] 
-    D            [(Partial) Autocorrelation Function] [WS10 - PACF Y d =...] [2009-12-09 14:59:18] [df6326eec97a6ca984a853b142930499] 
-   PD            [(Partial) Autocorrelation Function] [WS10 - PACF Y d =...] [2009-12-09 15:00:11] [df6326eec97a6ca984a853b142930499] 
-    D            [(Partial) Autocorrelation Function] [CaseStatistiek - ...] [2009-12-30 22:53:43] [df6326eec97a6ca984a853b142930499] 
-   PD            [(Partial) Autocorrelation Function] [CaseStatistiek - ...] [2009-12-30 23:01:02] [df6326eec97a6ca984a853b142930499] 

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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=59628&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=59628&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59628&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	0.890213	9.7518	0
2	0.864792	9.4733	0
3	0.832978	9.1248	0
4	0.814408	8.9214	0
5	0.801514	8.7802	0
6	0.765301	8.3834	0
7	0.753893	8.2585	0
8	0.729424	7.9904	0
9	0.691557	7.5756	0
10	0.650358	7.1243	0
11	0.632532	6.929	0
12	0.642942	7.0431	0
13	0.578099	6.3328	0
14	0.541422	5.931	0
15	0.52515	5.7527	0
16	0.506481	5.5482	0
17	0.488236	5.3484	0
18	0.465872	5.1034	1e-06
19	0.440708	4.8277	2e-06
20	0.418317	4.5824	6e-06
21	0.375185	4.1099	3.6e-05
22	0.331157	3.6276	0.000211
23	0.31645	3.4665	0.000366
24	0.30168	3.3047	0.000627
25	0.265626	2.9098	0.002156
26	0.231692	2.5381	0.006214
27	0.213207	2.3356	0.010587
28	0.181153	1.9844	0.024745
29	0.146301	1.6026	0.055821
30	0.137696	1.5084	0.067042
31	0.134101	1.469	0.072224
32	0.136921	1.4999	0.068134
33	0.117455	1.2867	0.100346
34	0.099508	1.0901	0.138937
35	0.097054	1.0632	0.144918
36	0.098771	1.082	0.140715
37	0.073368	0.8037	0.211578
38	0.056742	0.6216	0.267699
39	0.060222	0.6597	0.255356
40	0.053461	0.5856	0.279608
41	0.041267	0.4521	0.326021
42	0.029448	0.3226	0.373786
43	0.032191	0.3526	0.362489
44	0.01068	0.117	0.45353
45	-0.00965	-0.1057	0.457994
46	-0.034457	-0.3775	0.353248
47	-0.052297	-0.5729	0.283897
48	-0.039934	-0.4375	0.331282
49	-0.067559	-0.7401	0.23035
50	-0.083087	-0.9102	0.182279
51	-0.087669	-0.9604	0.169402
52	-0.097879	-1.0722	0.14289
53	-0.104995	-1.1502	0.126181
54	-0.121984	-1.3363	0.091996
55	-0.127993	-1.4021	0.081735
56	-0.144051	-1.578	0.058599
57	-0.148543	-1.6272	0.053158
58	-0.166683	-1.8259	0.035174
59	-0.174498	-1.9115	0.029161
60	-0.164164	-1.7983	0.037319

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.890213 & 9.7518 & 0 \tabularnewline
2 & 0.864792 & 9.4733 & 0 \tabularnewline
3 & 0.832978 & 9.1248 & 0 \tabularnewline
4 & 0.814408 & 8.9214 & 0 \tabularnewline
5 & 0.801514 & 8.7802 & 0 \tabularnewline
6 & 0.765301 & 8.3834 & 0 \tabularnewline
7 & 0.753893 & 8.2585 & 0 \tabularnewline
8 & 0.729424 & 7.9904 & 0 \tabularnewline
9 & 0.691557 & 7.5756 & 0 \tabularnewline
10 & 0.650358 & 7.1243 & 0 \tabularnewline
11 & 0.632532 & 6.929 & 0 \tabularnewline
12 & 0.642942 & 7.0431 & 0 \tabularnewline
13 & 0.578099 & 6.3328 & 0 \tabularnewline
14 & 0.541422 & 5.931 & 0 \tabularnewline
15 & 0.52515 & 5.7527 & 0 \tabularnewline
16 & 0.506481 & 5.5482 & 0 \tabularnewline
17 & 0.488236 & 5.3484 & 0 \tabularnewline
18 & 0.465872 & 5.1034 & 1e-06 \tabularnewline
19 & 0.440708 & 4.8277 & 2e-06 \tabularnewline
20 & 0.418317 & 4.5824 & 6e-06 \tabularnewline
21 & 0.375185 & 4.1099 & 3.6e-05 \tabularnewline
22 & 0.331157 & 3.6276 & 0.000211 \tabularnewline
23 & 0.31645 & 3.4665 & 0.000366 \tabularnewline
24 & 0.30168 & 3.3047 & 0.000627 \tabularnewline
25 & 0.265626 & 2.9098 & 0.002156 \tabularnewline
26 & 0.231692 & 2.5381 & 0.006214 \tabularnewline
27 & 0.213207 & 2.3356 & 0.010587 \tabularnewline
28 & 0.181153 & 1.9844 & 0.024745 \tabularnewline
29 & 0.146301 & 1.6026 & 0.055821 \tabularnewline
30 & 0.137696 & 1.5084 & 0.067042 \tabularnewline
31 & 0.134101 & 1.469 & 0.072224 \tabularnewline
32 & 0.136921 & 1.4999 & 0.068134 \tabularnewline
33 & 0.117455 & 1.2867 & 0.100346 \tabularnewline
34 & 0.099508 & 1.0901 & 0.138937 \tabularnewline
35 & 0.097054 & 1.0632 & 0.144918 \tabularnewline
36 & 0.098771 & 1.082 & 0.140715 \tabularnewline
37 & 0.073368 & 0.8037 & 0.211578 \tabularnewline
38 & 0.056742 & 0.6216 & 0.267699 \tabularnewline
39 & 0.060222 & 0.6597 & 0.255356 \tabularnewline
40 & 0.053461 & 0.5856 & 0.279608 \tabularnewline
41 & 0.041267 & 0.4521 & 0.326021 \tabularnewline
42 & 0.029448 & 0.3226 & 0.373786 \tabularnewline
43 & 0.032191 & 0.3526 & 0.362489 \tabularnewline
44 & 0.01068 & 0.117 & 0.45353 \tabularnewline
45 & -0.00965 & -0.1057 & 0.457994 \tabularnewline
46 & -0.034457 & -0.3775 & 0.353248 \tabularnewline
47 & -0.052297 & -0.5729 & 0.283897 \tabularnewline
48 & -0.039934 & -0.4375 & 0.331282 \tabularnewline
49 & -0.067559 & -0.7401 & 0.23035 \tabularnewline
50 & -0.083087 & -0.9102 & 0.182279 \tabularnewline
51 & -0.087669 & -0.9604 & 0.169402 \tabularnewline
52 & -0.097879 & -1.0722 & 0.14289 \tabularnewline
53 & -0.104995 & -1.1502 & 0.126181 \tabularnewline
54 & -0.121984 & -1.3363 & 0.091996 \tabularnewline
55 & -0.127993 & -1.4021 & 0.081735 \tabularnewline
56 & -0.144051 & -1.578 & 0.058599 \tabularnewline
57 & -0.148543 & -1.6272 & 0.053158 \tabularnewline
58 & -0.166683 & -1.8259 & 0.035174 \tabularnewline
59 & -0.174498 & -1.9115 & 0.029161 \tabularnewline
60 & -0.164164 & -1.7983 & 0.037319 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59628&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]0.890213[/C][C]9.7518[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.864792[/C][C]9.4733[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.832978[/C][C]9.1248[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.814408[/C][C]8.9214[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.801514[/C][C]8.7802[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.765301[/C][C]8.3834[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.753893[/C][C]8.2585[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.729424[/C][C]7.9904[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.691557[/C][C]7.5756[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.650358[/C][C]7.1243[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.632532[/C][C]6.929[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.642942[/C][C]7.0431[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.578099[/C][C]6.3328[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.541422[/C][C]5.931[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.52515[/C][C]5.7527[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.506481[/C][C]5.5482[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.488236[/C][C]5.3484[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.465872[/C][C]5.1034[/C][C]1e-06[/C][/ROW]
[ROW][C]19[/C][C]0.440708[/C][C]4.8277[/C][C]2e-06[/C][/ROW]
[ROW][C]20[/C][C]0.418317[/C][C]4.5824[/C][C]6e-06[/C][/ROW]
[ROW][C]21[/C][C]0.375185[/C][C]4.1099[/C][C]3.6e-05[/C][/ROW]
[ROW][C]22[/C][C]0.331157[/C][C]3.6276[/C][C]0.000211[/C][/ROW]
[ROW][C]23[/C][C]0.31645[/C][C]3.4665[/C][C]0.000366[/C][/ROW]
[ROW][C]24[/C][C]0.30168[/C][C]3.3047[/C][C]0.000627[/C][/ROW]
[ROW][C]25[/C][C]0.265626[/C][C]2.9098[/C][C]0.002156[/C][/ROW]
[ROW][C]26[/C][C]0.231692[/C][C]2.5381[/C][C]0.006214[/C][/ROW]
[ROW][C]27[/C][C]0.213207[/C][C]2.3356[/C][C]0.010587[/C][/ROW]
[ROW][C]28[/C][C]0.181153[/C][C]1.9844[/C][C]0.024745[/C][/ROW]
[ROW][C]29[/C][C]0.146301[/C][C]1.6026[/C][C]0.055821[/C][/ROW]
[ROW][C]30[/C][C]0.137696[/C][C]1.5084[/C][C]0.067042[/C][/ROW]
[ROW][C]31[/C][C]0.134101[/C][C]1.469[/C][C]0.072224[/C][/ROW]
[ROW][C]32[/C][C]0.136921[/C][C]1.4999[/C][C]0.068134[/C][/ROW]
[ROW][C]33[/C][C]0.117455[/C][C]1.2867[/C][C]0.100346[/C][/ROW]
[ROW][C]34[/C][C]0.099508[/C][C]1.0901[/C][C]0.138937[/C][/ROW]
[ROW][C]35[/C][C]0.097054[/C][C]1.0632[/C][C]0.144918[/C][/ROW]
[ROW][C]36[/C][C]0.098771[/C][C]1.082[/C][C]0.140715[/C][/ROW]
[ROW][C]37[/C][C]0.073368[/C][C]0.8037[/C][C]0.211578[/C][/ROW]
[ROW][C]38[/C][C]0.056742[/C][C]0.6216[/C][C]0.267699[/C][/ROW]
[ROW][C]39[/C][C]0.060222[/C][C]0.6597[/C][C]0.255356[/C][/ROW]
[ROW][C]40[/C][C]0.053461[/C][C]0.5856[/C][C]0.279608[/C][/ROW]
[ROW][C]41[/C][C]0.041267[/C][C]0.4521[/C][C]0.326021[/C][/ROW]
[ROW][C]42[/C][C]0.029448[/C][C]0.3226[/C][C]0.373786[/C][/ROW]
[ROW][C]43[/C][C]0.032191[/C][C]0.3526[/C][C]0.362489[/C][/ROW]
[ROW][C]44[/C][C]0.01068[/C][C]0.117[/C][C]0.45353[/C][/ROW]
[ROW][C]45[/C][C]-0.00965[/C][C]-0.1057[/C][C]0.457994[/C][/ROW]
[ROW][C]46[/C][C]-0.034457[/C][C]-0.3775[/C][C]0.353248[/C][/ROW]
[ROW][C]47[/C][C]-0.052297[/C][C]-0.5729[/C][C]0.283897[/C][/ROW]
[ROW][C]48[/C][C]-0.039934[/C][C]-0.4375[/C][C]0.331282[/C][/ROW]
[ROW][C]49[/C][C]-0.067559[/C][C]-0.7401[/C][C]0.23035[/C][/ROW]
[ROW][C]50[/C][C]-0.083087[/C][C]-0.9102[/C][C]0.182279[/C][/ROW]
[ROW][C]51[/C][C]-0.087669[/C][C]-0.9604[/C][C]0.169402[/C][/ROW]
[ROW][C]52[/C][C]-0.097879[/C][C]-1.0722[/C][C]0.14289[/C][/ROW]
[ROW][C]53[/C][C]-0.104995[/C][C]-1.1502[/C][C]0.126181[/C][/ROW]
[ROW][C]54[/C][C]-0.121984[/C][C]-1.3363[/C][C]0.091996[/C][/ROW]
[ROW][C]55[/C][C]-0.127993[/C][C]-1.4021[/C][C]0.081735[/C][/ROW]
[ROW][C]56[/C][C]-0.144051[/C][C]-1.578[/C][C]0.058599[/C][/ROW]
[ROW][C]57[/C][C]-0.148543[/C][C]-1.6272[/C][C]0.053158[/C][/ROW]
[ROW][C]58[/C][C]-0.166683[/C][C]-1.8259[/C][C]0.035174[/C][/ROW]
[ROW][C]59[/C][C]-0.174498[/C][C]-1.9115[/C][C]0.029161[/C][/ROW]
[ROW][C]60[/C][C]-0.164164[/C][C]-1.7983[/C][C]0.037319[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59628&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59628&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	0.890213	9.7518	0
2	0.864792	9.4733	0
3	0.832978	9.1248	0
4	0.814408	8.9214	0
5	0.801514	8.7802	0
6	0.765301	8.3834	0
7	0.753893	8.2585	0
8	0.729424	7.9904	0
9	0.691557	7.5756	0
10	0.650358	7.1243	0
11	0.632532	6.929	0
12	0.642942	7.0431	0
13	0.578099	6.3328	0
14	0.541422	5.931	0
15	0.52515	5.7527	0
16	0.506481	5.5482	0
17	0.488236	5.3484	0
18	0.465872	5.1034	1e-06
19	0.440708	4.8277	2e-06
20	0.418317	4.5824	6e-06
21	0.375185	4.1099	3.6e-05
22	0.331157	3.6276	0.000211
23	0.31645	3.4665	0.000366
24	0.30168	3.3047	0.000627
25	0.265626	2.9098	0.002156
26	0.231692	2.5381	0.006214
27	0.213207	2.3356	0.010587
28	0.181153	1.9844	0.024745
29	0.146301	1.6026	0.055821
30	0.137696	1.5084	0.067042
31	0.134101	1.469	0.072224
32	0.136921	1.4999	0.068134
33	0.117455	1.2867	0.100346
34	0.099508	1.0901	0.138937
35	0.097054	1.0632	0.144918
36	0.098771	1.082	0.140715
37	0.073368	0.8037	0.211578
38	0.056742	0.6216	0.267699
39	0.060222	0.6597	0.255356
40	0.053461	0.5856	0.279608
41	0.041267	0.4521	0.326021
42	0.029448	0.3226	0.373786
43	0.032191	0.3526	0.362489
44	0.01068	0.117	0.45353
45	-0.00965	-0.1057	0.457994
46	-0.034457	-0.3775	0.353248
47	-0.052297	-0.5729	0.283897
48	-0.039934	-0.4375	0.331282
49	-0.067559	-0.7401	0.23035
50	-0.083087	-0.9102	0.182279
51	-0.087669	-0.9604	0.169402
52	-0.097879	-1.0722	0.14289
53	-0.104995	-1.1502	0.126181
54	-0.121984	-1.3363	0.091996
55	-0.127993	-1.4021	0.081735
56	-0.144051	-1.578	0.058599
57	-0.148543	-1.6272	0.053158
58	-0.166683	-1.8259	0.035174
59	-0.174498	-1.9115	0.029161
60	-0.164164	-1.7983	0.037319

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.890213	9.7518	0
2	0.34846	3.8172	0.000107
3	0.116203	1.2729	0.10275
4	0.10284	1.1266	0.131089
5	0.099799	1.0932	0.138238
6	-0.065899	-0.7219	0.235884
7	0.055666	0.6098	0.271575
8	-0.003095	-0.0339	0.486507
9	-0.11304	-1.2383	0.109013
10	-0.118012	-1.2928	0.09929
11	0.051793	0.5674	0.285764
12	0.200408	2.1954	0.015031
13	-0.264886	-2.9017	0.002209
14	-0.115812	-1.2687	0.103509
15	0.136457	1.4948	0.068794
16	0.037715	0.4131	0.340118
17	-0.029318	-0.3212	0.374324
18	0.07679	0.8412	0.200957
19	-0.063607	-0.6968	0.243645
20	-0.087698	-0.9607	0.169321
21	-0.064479	-0.7063	0.240676
22	-0.055987	-0.6133	0.270418
23	-0.007582	-0.0831	0.466975
24	-0.036645	-0.4014	0.344409
25	0.010792	0.1182	0.453043
26	-0.008375	-0.0917	0.463528
27	-0.007651	-0.0838	0.466671
28	-0.059527	-0.6521	0.257797
29	-0.057674	-0.6318	0.264366
30	0.121851	1.3348	0.092232
31	0.15487	1.6965	0.046191
32	0.074966	0.8212	0.206578
33	0.001871	0.0205	0.49184
34	0.017779	0.1948	0.422956
35	-0.035072	-0.3842	0.350759
36	0.021828	0.2391	0.405714
37	-0.085943	-0.9415	0.174181
38	-0.089774	-0.9834	0.163689
39	0.030475	0.3338	0.369542
40	0.06838	0.7491	0.22764
41	0.017666	0.1935	0.423439
42	-0.07961	-0.8721	0.192451
43	-0.007239	-0.0793	0.468463
44	-0.139051	-1.5232	0.065166
45	-0.023647	-0.259	0.398026
46	0.029229	0.3202	0.374692
47	-0.079605	-0.872	0.192468
48	0.061159	0.67	0.252084
49	-0.0014	-0.0153	0.493893
50	-0.087556	-0.9591	0.169711
51	-0.058452	-0.6403	0.261595
52	0.011861	0.1299	0.448418
53	0.035331	0.387	0.349711
54	-0.017572	-0.1925	0.423841
55	-0.017309	-0.1896	0.424967
56	1.4e-05	2e-04	0.49994
57	0.01902	0.2084	0.417654
58	-0.055113	-0.6037	0.27358
59	0.003708	0.0406	0.483835
60	0.051753	0.5669	0.285911

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.890213 & 9.7518 & 0 \tabularnewline
2 & 0.34846 & 3.8172 & 0.000107 \tabularnewline
3 & 0.116203 & 1.2729 & 0.10275 \tabularnewline
4 & 0.10284 & 1.1266 & 0.131089 \tabularnewline
5 & 0.099799 & 1.0932 & 0.138238 \tabularnewline
6 & -0.065899 & -0.7219 & 0.235884 \tabularnewline
7 & 0.055666 & 0.6098 & 0.271575 \tabularnewline
8 & -0.003095 & -0.0339 & 0.486507 \tabularnewline
9 & -0.11304 & -1.2383 & 0.109013 \tabularnewline
10 & -0.118012 & -1.2928 & 0.09929 \tabularnewline
11 & 0.051793 & 0.5674 & 0.285764 \tabularnewline
12 & 0.200408 & 2.1954 & 0.015031 \tabularnewline
13 & -0.264886 & -2.9017 & 0.002209 \tabularnewline
14 & -0.115812 & -1.2687 & 0.103509 \tabularnewline
15 & 0.136457 & 1.4948 & 0.068794 \tabularnewline
16 & 0.037715 & 0.4131 & 0.340118 \tabularnewline
17 & -0.029318 & -0.3212 & 0.374324 \tabularnewline
18 & 0.07679 & 0.8412 & 0.200957 \tabularnewline
19 & -0.063607 & -0.6968 & 0.243645 \tabularnewline
20 & -0.087698 & -0.9607 & 0.169321 \tabularnewline
21 & -0.064479 & -0.7063 & 0.240676 \tabularnewline
22 & -0.055987 & -0.6133 & 0.270418 \tabularnewline
23 & -0.007582 & -0.0831 & 0.466975 \tabularnewline
24 & -0.036645 & -0.4014 & 0.344409 \tabularnewline
25 & 0.010792 & 0.1182 & 0.453043 \tabularnewline
26 & -0.008375 & -0.0917 & 0.463528 \tabularnewline
27 & -0.007651 & -0.0838 & 0.466671 \tabularnewline
28 & -0.059527 & -0.6521 & 0.257797 \tabularnewline
29 & -0.057674 & -0.6318 & 0.264366 \tabularnewline
30 & 0.121851 & 1.3348 & 0.092232 \tabularnewline
31 & 0.15487 & 1.6965 & 0.046191 \tabularnewline
32 & 0.074966 & 0.8212 & 0.206578 \tabularnewline
33 & 0.001871 & 0.0205 & 0.49184 \tabularnewline
34 & 0.017779 & 0.1948 & 0.422956 \tabularnewline
35 & -0.035072 & -0.3842 & 0.350759 \tabularnewline
36 & 0.021828 & 0.2391 & 0.405714 \tabularnewline
37 & -0.085943 & -0.9415 & 0.174181 \tabularnewline
38 & -0.089774 & -0.9834 & 0.163689 \tabularnewline
39 & 0.030475 & 0.3338 & 0.369542 \tabularnewline
40 & 0.06838 & 0.7491 & 0.22764 \tabularnewline
41 & 0.017666 & 0.1935 & 0.423439 \tabularnewline
42 & -0.07961 & -0.8721 & 0.192451 \tabularnewline
43 & -0.007239 & -0.0793 & 0.468463 \tabularnewline
44 & -0.139051 & -1.5232 & 0.065166 \tabularnewline
45 & -0.023647 & -0.259 & 0.398026 \tabularnewline
46 & 0.029229 & 0.3202 & 0.374692 \tabularnewline
47 & -0.079605 & -0.872 & 0.192468 \tabularnewline
48 & 0.061159 & 0.67 & 0.252084 \tabularnewline
49 & -0.0014 & -0.0153 & 0.493893 \tabularnewline
50 & -0.087556 & -0.9591 & 0.169711 \tabularnewline
51 & -0.058452 & -0.6403 & 0.261595 \tabularnewline
52 & 0.011861 & 0.1299 & 0.448418 \tabularnewline
53 & 0.035331 & 0.387 & 0.349711 \tabularnewline
54 & -0.017572 & -0.1925 & 0.423841 \tabularnewline
55 & -0.017309 & -0.1896 & 0.424967 \tabularnewline
56 & 1.4e-05 & 2e-04 & 0.49994 \tabularnewline
57 & 0.01902 & 0.2084 & 0.417654 \tabularnewline
58 & -0.055113 & -0.6037 & 0.27358 \tabularnewline
59 & 0.003708 & 0.0406 & 0.483835 \tabularnewline
60 & 0.051753 & 0.5669 & 0.285911 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59628&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]0.890213[/C][C]9.7518[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.34846[/C][C]3.8172[/C][C]0.000107[/C][/ROW]
[ROW][C]3[/C][C]0.116203[/C][C]1.2729[/C][C]0.10275[/C][/ROW]
[ROW][C]4[/C][C]0.10284[/C][C]1.1266[/C][C]0.131089[/C][/ROW]
[ROW][C]5[/C][C]0.099799[/C][C]1.0932[/C][C]0.138238[/C][/ROW]
[ROW][C]6[/C][C]-0.065899[/C][C]-0.7219[/C][C]0.235884[/C][/ROW]
[ROW][C]7[/C][C]0.055666[/C][C]0.6098[/C][C]0.271575[/C][/ROW]
[ROW][C]8[/C][C]-0.003095[/C][C]-0.0339[/C][C]0.486507[/C][/ROW]
[ROW][C]9[/C][C]-0.11304[/C][C]-1.2383[/C][C]0.109013[/C][/ROW]
[ROW][C]10[/C][C]-0.118012[/C][C]-1.2928[/C][C]0.09929[/C][/ROW]
[ROW][C]11[/C][C]0.051793[/C][C]0.5674[/C][C]0.285764[/C][/ROW]
[ROW][C]12[/C][C]0.200408[/C][C]2.1954[/C][C]0.015031[/C][/ROW]
[ROW][C]13[/C][C]-0.264886[/C][C]-2.9017[/C][C]0.002209[/C][/ROW]
[ROW][C]14[/C][C]-0.115812[/C][C]-1.2687[/C][C]0.103509[/C][/ROW]
[ROW][C]15[/C][C]0.136457[/C][C]1.4948[/C][C]0.068794[/C][/ROW]
[ROW][C]16[/C][C]0.037715[/C][C]0.4131[/C][C]0.340118[/C][/ROW]
[ROW][C]17[/C][C]-0.029318[/C][C]-0.3212[/C][C]0.374324[/C][/ROW]
[ROW][C]18[/C][C]0.07679[/C][C]0.8412[/C][C]0.200957[/C][/ROW]
[ROW][C]19[/C][C]-0.063607[/C][C]-0.6968[/C][C]0.243645[/C][/ROW]
[ROW][C]20[/C][C]-0.087698[/C][C]-0.9607[/C][C]0.169321[/C][/ROW]
[ROW][C]21[/C][C]-0.064479[/C][C]-0.7063[/C][C]0.240676[/C][/ROW]
[ROW][C]22[/C][C]-0.055987[/C][C]-0.6133[/C][C]0.270418[/C][/ROW]
[ROW][C]23[/C][C]-0.007582[/C][C]-0.0831[/C][C]0.466975[/C][/ROW]
[ROW][C]24[/C][C]-0.036645[/C][C]-0.4014[/C][C]0.344409[/C][/ROW]
[ROW][C]25[/C][C]0.010792[/C][C]0.1182[/C][C]0.453043[/C][/ROW]
[ROW][C]26[/C][C]-0.008375[/C][C]-0.0917[/C][C]0.463528[/C][/ROW]
[ROW][C]27[/C][C]-0.007651[/C][C]-0.0838[/C][C]0.466671[/C][/ROW]
[ROW][C]28[/C][C]-0.059527[/C][C]-0.6521[/C][C]0.257797[/C][/ROW]
[ROW][C]29[/C][C]-0.057674[/C][C]-0.6318[/C][C]0.264366[/C][/ROW]
[ROW][C]30[/C][C]0.121851[/C][C]1.3348[/C][C]0.092232[/C][/ROW]
[ROW][C]31[/C][C]0.15487[/C][C]1.6965[/C][C]0.046191[/C][/ROW]
[ROW][C]32[/C][C]0.074966[/C][C]0.8212[/C][C]0.206578[/C][/ROW]
[ROW][C]33[/C][C]0.001871[/C][C]0.0205[/C][C]0.49184[/C][/ROW]
[ROW][C]34[/C][C]0.017779[/C][C]0.1948[/C][C]0.422956[/C][/ROW]
[ROW][C]35[/C][C]-0.035072[/C][C]-0.3842[/C][C]0.350759[/C][/ROW]
[ROW][C]36[/C][C]0.021828[/C][C]0.2391[/C][C]0.405714[/C][/ROW]
[ROW][C]37[/C][C]-0.085943[/C][C]-0.9415[/C][C]0.174181[/C][/ROW]
[ROW][C]38[/C][C]-0.089774[/C][C]-0.9834[/C][C]0.163689[/C][/ROW]
[ROW][C]39[/C][C]0.030475[/C][C]0.3338[/C][C]0.369542[/C][/ROW]
[ROW][C]40[/C][C]0.06838[/C][C]0.7491[/C][C]0.22764[/C][/ROW]
[ROW][C]41[/C][C]0.017666[/C][C]0.1935[/C][C]0.423439[/C][/ROW]
[ROW][C]42[/C][C]-0.07961[/C][C]-0.8721[/C][C]0.192451[/C][/ROW]
[ROW][C]43[/C][C]-0.007239[/C][C]-0.0793[/C][C]0.468463[/C][/ROW]
[ROW][C]44[/C][C]-0.139051[/C][C]-1.5232[/C][C]0.065166[/C][/ROW]
[ROW][C]45[/C][C]-0.023647[/C][C]-0.259[/C][C]0.398026[/C][/ROW]
[ROW][C]46[/C][C]0.029229[/C][C]0.3202[/C][C]0.374692[/C][/ROW]
[ROW][C]47[/C][C]-0.079605[/C][C]-0.872[/C][C]0.192468[/C][/ROW]
[ROW][C]48[/C][C]0.061159[/C][C]0.67[/C][C]0.252084[/C][/ROW]
[ROW][C]49[/C][C]-0.0014[/C][C]-0.0153[/C][C]0.493893[/C][/ROW]
[ROW][C]50[/C][C]-0.087556[/C][C]-0.9591[/C][C]0.169711[/C][/ROW]
[ROW][C]51[/C][C]-0.058452[/C][C]-0.6403[/C][C]0.261595[/C][/ROW]
[ROW][C]52[/C][C]0.011861[/C][C]0.1299[/C][C]0.448418[/C][/ROW]
[ROW][C]53[/C][C]0.035331[/C][C]0.387[/C][C]0.349711[/C][/ROW]
[ROW][C]54[/C][C]-0.017572[/C][C]-0.1925[/C][C]0.423841[/C][/ROW]
[ROW][C]55[/C][C]-0.017309[/C][C]-0.1896[/C][C]0.424967[/C][/ROW]
[ROW][C]56[/C][C]1.4e-05[/C][C]2e-04[/C][C]0.49994[/C][/ROW]
[ROW][C]57[/C][C]0.01902[/C][C]0.2084[/C][C]0.417654[/C][/ROW]
[ROW][C]58[/C][C]-0.055113[/C][C]-0.6037[/C][C]0.27358[/C][/ROW]
[ROW][C]59[/C][C]0.003708[/C][C]0.0406[/C][C]0.483835[/C][/ROW]
[ROW][C]60[/C][C]0.051753[/C][C]0.5669[/C][C]0.285911[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59628&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59628&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	0.890213	9.7518	0
2	0.34846	3.8172	0.000107
3	0.116203	1.2729	0.10275
4	0.10284	1.1266	0.131089
5	0.099799	1.0932	0.138238
6	-0.065899	-0.7219	0.235884
7	0.055666	0.6098	0.271575
8	-0.003095	-0.0339	0.486507
9	-0.11304	-1.2383	0.109013
10	-0.118012	-1.2928	0.09929
11	0.051793	0.5674	0.285764
12	0.200408	2.1954	0.015031
13	-0.264886	-2.9017	0.002209
14	-0.115812	-1.2687	0.103509
15	0.136457	1.4948	0.068794
16	0.037715	0.4131	0.340118
17	-0.029318	-0.3212	0.374324
18	0.07679	0.8412	0.200957
19	-0.063607	-0.6968	0.243645
20	-0.087698	-0.9607	0.169321
21	-0.064479	-0.7063	0.240676
22	-0.055987	-0.6133	0.270418
23	-0.007582	-0.0831	0.466975
24	-0.036645	-0.4014	0.344409
25	0.010792	0.1182	0.453043
26	-0.008375	-0.0917	0.463528
27	-0.007651	-0.0838	0.466671
28	-0.059527	-0.6521	0.257797
29	-0.057674	-0.6318	0.264366
30	0.121851	1.3348	0.092232
31	0.15487	1.6965	0.046191
32	0.074966	0.8212	0.206578
33	0.001871	0.0205	0.49184
34	0.017779	0.1948	0.422956
35	-0.035072	-0.3842	0.350759
36	0.021828	0.2391	0.405714
37	-0.085943	-0.9415	0.174181
38	-0.089774	-0.9834	0.163689
39	0.030475	0.3338	0.369542
40	0.06838	0.7491	0.22764
41	0.017666	0.1935	0.423439
42	-0.07961	-0.8721	0.192451
43	-0.007239	-0.0793	0.468463
44	-0.139051	-1.5232	0.065166
45	-0.023647	-0.259	0.398026
46	0.029229	0.3202	0.374692
47	-0.079605	-0.872	0.192468
48	0.061159	0.67	0.252084
49	-0.0014	-0.0153	0.493893
50	-0.087556	-0.9591	0.169711
51	-0.058452	-0.6403	0.261595
52	0.011861	0.1299	0.448418
53	0.035331	0.387	0.349711
54	-0.017572	-0.1925	0.423841
55	-0.017309	-0.1896	0.424967
56	1.4e-05	2e-04	0.49994
57	0.01902	0.2084	0.417654
58	-0.055113	-0.6037	0.27358
59	0.003708	0.0406	0.483835
60	0.051753	0.5669	0.285911

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