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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 03:07:32 -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/26/t1259230196y93wsso3kqq1hzh.htm/, Retrieved Sun, 28 Apr 2024 19:01:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59765, Retrieved Sun, 28 Apr 2024 19:01:42 +0000

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User-defined keywords

Estimated Impact

111

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] [] [2009-11-26 10:07:32] [791a4a78a0a7ca497fb8791b982a539e] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-26 10:58:37] [ee35698a38947a6c6c039b1e3deafc05] 
-   P               [(Partial) Autocorrelation Function] [] [2009-11-26 11:00:40] [ee35698a38947a6c6c039b1e3deafc05] 

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59765&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]2 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=59765&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59765&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.958916	7.4894	0
2	0.901977	7.0447	0
3	0.837422	6.5405	0
4	0.76419	5.9685	0
5	0.680721	5.3166	1e-06
6	0.585479	4.5727	1.2e-05
7	0.489702	3.8247	0.000155
8	0.397003	3.1007	0.001461
9	0.298722	2.3331	0.011478
10	0.199536	1.5584	0.062152
11	0.112319	0.8772	0.1919
12	0.025389	0.1983	0.421736
13	-0.048756	-0.3808	0.352338
14	-0.120594	-0.9419	0.174988
15	-0.192875	-1.5064	0.068562
16	-0.253964	-1.9835	0.025907
17	-0.309141	-2.4145	0.009386
18	-0.355489	-2.7765	0.003644
19	-0.393319	-3.0719	0.001588
20	-0.431137	-3.3673	0.000659
21	-0.464493	-3.6278	0.000293
22	-0.4926	-3.8473	0.000144
23	-0.509687	-3.9808	9.3e-05
24	-0.512272	-4.001	8.7e-05
25	-0.509001	-3.9754	9.4e-05
26	-0.500221	-3.9068	0.000118
27	-0.480021	-3.7491	0.000198
28	-0.456104	-3.5623	0.00036
29	-0.431527	-3.3703	0.000653
30	-0.405713	-3.1687	0.001197
31	-0.383852	-2.998	0.001964
32	-0.350853	-2.7402	0.004021
33	-0.313005	-2.4446	0.008702
34	-0.275496	-2.1517	0.017695
35	-0.236873	-1.85	0.034577
36	-0.202821	-1.5841	0.059173
37	-0.16559	-1.2933	0.100391
38	-0.123624	-0.9655	0.169045
39	-0.08864	-0.6923	0.245689
40	-0.051451	-0.4018	0.344603
41	-0.015631	-0.1221	0.451618
42	0.01798	0.1404	0.444391
43	0.051217	0.4	0.34527
44	0.088421	0.6906	0.246222
45	0.126405	0.9873	0.163709
46	0.156727	1.2241	0.112816
47	0.174797	1.3652	0.088601
48	0.192447	1.5031	0.068992
49	0.208774	1.6306	0.054067
50	0.205328	1.6037	0.056977
51	0.196123	1.5318	0.065375
52	0.180385	1.4089	0.081978
53	0.165283	1.2909	0.100804
54	0.146297	1.1426	0.128831
55	0.122058	0.9533	0.172099
56	0.099642	0.7782	0.21972
57	0.080182	0.6262	0.266746
58	0.059138	0.4619	0.322904
59	0.035965	0.2809	0.389871
60	0.016204	0.1266	0.449854

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958916 & 7.4894 & 0 \tabularnewline
2 & 0.901977 & 7.0447 & 0 \tabularnewline
3 & 0.837422 & 6.5405 & 0 \tabularnewline
4 & 0.76419 & 5.9685 & 0 \tabularnewline
5 & 0.680721 & 5.3166 & 1e-06 \tabularnewline
6 & 0.585479 & 4.5727 & 1.2e-05 \tabularnewline
7 & 0.489702 & 3.8247 & 0.000155 \tabularnewline
8 & 0.397003 & 3.1007 & 0.001461 \tabularnewline
9 & 0.298722 & 2.3331 & 0.011478 \tabularnewline
10 & 0.199536 & 1.5584 & 0.062152 \tabularnewline
11 & 0.112319 & 0.8772 & 0.1919 \tabularnewline
12 & 0.025389 & 0.1983 & 0.421736 \tabularnewline
13 & -0.048756 & -0.3808 & 0.352338 \tabularnewline
14 & -0.120594 & -0.9419 & 0.174988 \tabularnewline
15 & -0.192875 & -1.5064 & 0.068562 \tabularnewline
16 & -0.253964 & -1.9835 & 0.025907 \tabularnewline
17 & -0.309141 & -2.4145 & 0.009386 \tabularnewline
18 & -0.355489 & -2.7765 & 0.003644 \tabularnewline
19 & -0.393319 & -3.0719 & 0.001588 \tabularnewline
20 & -0.431137 & -3.3673 & 0.000659 \tabularnewline
21 & -0.464493 & -3.6278 & 0.000293 \tabularnewline
22 & -0.4926 & -3.8473 & 0.000144 \tabularnewline
23 & -0.509687 & -3.9808 & 9.3e-05 \tabularnewline
24 & -0.512272 & -4.001 & 8.7e-05 \tabularnewline
25 & -0.509001 & -3.9754 & 9.4e-05 \tabularnewline
26 & -0.500221 & -3.9068 & 0.000118 \tabularnewline
27 & -0.480021 & -3.7491 & 0.000198 \tabularnewline
28 & -0.456104 & -3.5623 & 0.00036 \tabularnewline
29 & -0.431527 & -3.3703 & 0.000653 \tabularnewline
30 & -0.405713 & -3.1687 & 0.001197 \tabularnewline
31 & -0.383852 & -2.998 & 0.001964 \tabularnewline
32 & -0.350853 & -2.7402 & 0.004021 \tabularnewline
33 & -0.313005 & -2.4446 & 0.008702 \tabularnewline
34 & -0.275496 & -2.1517 & 0.017695 \tabularnewline
35 & -0.236873 & -1.85 & 0.034577 \tabularnewline
36 & -0.202821 & -1.5841 & 0.059173 \tabularnewline
37 & -0.16559 & -1.2933 & 0.100391 \tabularnewline
38 & -0.123624 & -0.9655 & 0.169045 \tabularnewline
39 & -0.08864 & -0.6923 & 0.245689 \tabularnewline
40 & -0.051451 & -0.4018 & 0.344603 \tabularnewline
41 & -0.015631 & -0.1221 & 0.451618 \tabularnewline
42 & 0.01798 & 0.1404 & 0.444391 \tabularnewline
43 & 0.051217 & 0.4 & 0.34527 \tabularnewline
44 & 0.088421 & 0.6906 & 0.246222 \tabularnewline
45 & 0.126405 & 0.9873 & 0.163709 \tabularnewline
46 & 0.156727 & 1.2241 & 0.112816 \tabularnewline
47 & 0.174797 & 1.3652 & 0.088601 \tabularnewline
48 & 0.192447 & 1.5031 & 0.068992 \tabularnewline
49 & 0.208774 & 1.6306 & 0.054067 \tabularnewline
50 & 0.205328 & 1.6037 & 0.056977 \tabularnewline
51 & 0.196123 & 1.5318 & 0.065375 \tabularnewline
52 & 0.180385 & 1.4089 & 0.081978 \tabularnewline
53 & 0.165283 & 1.2909 & 0.100804 \tabularnewline
54 & 0.146297 & 1.1426 & 0.128831 \tabularnewline
55 & 0.122058 & 0.9533 & 0.172099 \tabularnewline
56 & 0.099642 & 0.7782 & 0.21972 \tabularnewline
57 & 0.080182 & 0.6262 & 0.266746 \tabularnewline
58 & 0.059138 & 0.4619 & 0.322904 \tabularnewline
59 & 0.035965 & 0.2809 & 0.389871 \tabularnewline
60 & 0.016204 & 0.1266 & 0.449854 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59765&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]0.958916[/C][C]7.4894[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.901977[/C][C]7.0447[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.837422[/C][C]6.5405[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.76419[/C][C]5.9685[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.680721[/C][C]5.3166[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.585479[/C][C]4.5727[/C][C]1.2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.489702[/C][C]3.8247[/C][C]0.000155[/C][/ROW]
[ROW][C]8[/C][C]0.397003[/C][C]3.1007[/C][C]0.001461[/C][/ROW]
[ROW][C]9[/C][C]0.298722[/C][C]2.3331[/C][C]0.011478[/C][/ROW]
[ROW][C]10[/C][C]0.199536[/C][C]1.5584[/C][C]0.062152[/C][/ROW]
[ROW][C]11[/C][C]0.112319[/C][C]0.8772[/C][C]0.1919[/C][/ROW]
[ROW][C]12[/C][C]0.025389[/C][C]0.1983[/C][C]0.421736[/C][/ROW]
[ROW][C]13[/C][C]-0.048756[/C][C]-0.3808[/C][C]0.352338[/C][/ROW]
[ROW][C]14[/C][C]-0.120594[/C][C]-0.9419[/C][C]0.174988[/C][/ROW]
[ROW][C]15[/C][C]-0.192875[/C][C]-1.5064[/C][C]0.068562[/C][/ROW]
[ROW][C]16[/C][C]-0.253964[/C][C]-1.9835[/C][C]0.025907[/C][/ROW]
[ROW][C]17[/C][C]-0.309141[/C][C]-2.4145[/C][C]0.009386[/C][/ROW]
[ROW][C]18[/C][C]-0.355489[/C][C]-2.7765[/C][C]0.003644[/C][/ROW]
[ROW][C]19[/C][C]-0.393319[/C][C]-3.0719[/C][C]0.001588[/C][/ROW]
[ROW][C]20[/C][C]-0.431137[/C][C]-3.3673[/C][C]0.000659[/C][/ROW]
[ROW][C]21[/C][C]-0.464493[/C][C]-3.6278[/C][C]0.000293[/C][/ROW]
[ROW][C]22[/C][C]-0.4926[/C][C]-3.8473[/C][C]0.000144[/C][/ROW]
[ROW][C]23[/C][C]-0.509687[/C][C]-3.9808[/C][C]9.3e-05[/C][/ROW]
[ROW][C]24[/C][C]-0.512272[/C][C]-4.001[/C][C]8.7e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.509001[/C][C]-3.9754[/C][C]9.4e-05[/C][/ROW]
[ROW][C]26[/C][C]-0.500221[/C][C]-3.9068[/C][C]0.000118[/C][/ROW]
[ROW][C]27[/C][C]-0.480021[/C][C]-3.7491[/C][C]0.000198[/C][/ROW]
[ROW][C]28[/C][C]-0.456104[/C][C]-3.5623[/C][C]0.00036[/C][/ROW]
[ROW][C]29[/C][C]-0.431527[/C][C]-3.3703[/C][C]0.000653[/C][/ROW]
[ROW][C]30[/C][C]-0.405713[/C][C]-3.1687[/C][C]0.001197[/C][/ROW]
[ROW][C]31[/C][C]-0.383852[/C][C]-2.998[/C][C]0.001964[/C][/ROW]
[ROW][C]32[/C][C]-0.350853[/C][C]-2.7402[/C][C]0.004021[/C][/ROW]
[ROW][C]33[/C][C]-0.313005[/C][C]-2.4446[/C][C]0.008702[/C][/ROW]
[ROW][C]34[/C][C]-0.275496[/C][C]-2.1517[/C][C]0.017695[/C][/ROW]
[ROW][C]35[/C][C]-0.236873[/C][C]-1.85[/C][C]0.034577[/C][/ROW]
[ROW][C]36[/C][C]-0.202821[/C][C]-1.5841[/C][C]0.059173[/C][/ROW]
[ROW][C]37[/C][C]-0.16559[/C][C]-1.2933[/C][C]0.100391[/C][/ROW]
[ROW][C]38[/C][C]-0.123624[/C][C]-0.9655[/C][C]0.169045[/C][/ROW]
[ROW][C]39[/C][C]-0.08864[/C][C]-0.6923[/C][C]0.245689[/C][/ROW]
[ROW][C]40[/C][C]-0.051451[/C][C]-0.4018[/C][C]0.344603[/C][/ROW]
[ROW][C]41[/C][C]-0.015631[/C][C]-0.1221[/C][C]0.451618[/C][/ROW]
[ROW][C]42[/C][C]0.01798[/C][C]0.1404[/C][C]0.444391[/C][/ROW]
[ROW][C]43[/C][C]0.051217[/C][C]0.4[/C][C]0.34527[/C][/ROW]
[ROW][C]44[/C][C]0.088421[/C][C]0.6906[/C][C]0.246222[/C][/ROW]
[ROW][C]45[/C][C]0.126405[/C][C]0.9873[/C][C]0.163709[/C][/ROW]
[ROW][C]46[/C][C]0.156727[/C][C]1.2241[/C][C]0.112816[/C][/ROW]
[ROW][C]47[/C][C]0.174797[/C][C]1.3652[/C][C]0.088601[/C][/ROW]
[ROW][C]48[/C][C]0.192447[/C][C]1.5031[/C][C]0.068992[/C][/ROW]
[ROW][C]49[/C][C]0.208774[/C][C]1.6306[/C][C]0.054067[/C][/ROW]
[ROW][C]50[/C][C]0.205328[/C][C]1.6037[/C][C]0.056977[/C][/ROW]
[ROW][C]51[/C][C]0.196123[/C][C]1.5318[/C][C]0.065375[/C][/ROW]
[ROW][C]52[/C][C]0.180385[/C][C]1.4089[/C][C]0.081978[/C][/ROW]
[ROW][C]53[/C][C]0.165283[/C][C]1.2909[/C][C]0.100804[/C][/ROW]
[ROW][C]54[/C][C]0.146297[/C][C]1.1426[/C][C]0.128831[/C][/ROW]
[ROW][C]55[/C][C]0.122058[/C][C]0.9533[/C][C]0.172099[/C][/ROW]
[ROW][C]56[/C][C]0.099642[/C][C]0.7782[/C][C]0.21972[/C][/ROW]
[ROW][C]57[/C][C]0.080182[/C][C]0.6262[/C][C]0.266746[/C][/ROW]
[ROW][C]58[/C][C]0.059138[/C][C]0.4619[/C][C]0.322904[/C][/ROW]
[ROW][C]59[/C][C]0.035965[/C][C]0.2809[/C][C]0.389871[/C][/ROW]
[ROW][C]60[/C][C]0.016204[/C][C]0.1266[/C][C]0.449854[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59765&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59765&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	0.958916	7.4894	0
2	0.901977	7.0447	0
3	0.837422	6.5405	0
4	0.76419	5.9685	0
5	0.680721	5.3166	1e-06
6	0.585479	4.5727	1.2e-05
7	0.489702	3.8247	0.000155
8	0.397003	3.1007	0.001461
9	0.298722	2.3331	0.011478
10	0.199536	1.5584	0.062152
11	0.112319	0.8772	0.1919
12	0.025389	0.1983	0.421736
13	-0.048756	-0.3808	0.352338
14	-0.120594	-0.9419	0.174988
15	-0.192875	-1.5064	0.068562
16	-0.253964	-1.9835	0.025907
17	-0.309141	-2.4145	0.009386
18	-0.355489	-2.7765	0.003644
19	-0.393319	-3.0719	0.001588
20	-0.431137	-3.3673	0.000659
21	-0.464493	-3.6278	0.000293
22	-0.4926	-3.8473	0.000144
23	-0.509687	-3.9808	9.3e-05
24	-0.512272	-4.001	8.7e-05
25	-0.509001	-3.9754	9.4e-05
26	-0.500221	-3.9068	0.000118
27	-0.480021	-3.7491	0.000198
28	-0.456104	-3.5623	0.00036
29	-0.431527	-3.3703	0.000653
30	-0.405713	-3.1687	0.001197
31	-0.383852	-2.998	0.001964
32	-0.350853	-2.7402	0.004021
33	-0.313005	-2.4446	0.008702
34	-0.275496	-2.1517	0.017695
35	-0.236873	-1.85	0.034577
36	-0.202821	-1.5841	0.059173
37	-0.16559	-1.2933	0.100391
38	-0.123624	-0.9655	0.169045
39	-0.08864	-0.6923	0.245689
40	-0.051451	-0.4018	0.344603
41	-0.015631	-0.1221	0.451618
42	0.01798	0.1404	0.444391
43	0.051217	0.4	0.34527
44	0.088421	0.6906	0.246222
45	0.126405	0.9873	0.163709
46	0.156727	1.2241	0.112816
47	0.174797	1.3652	0.088601
48	0.192447	1.5031	0.068992
49	0.208774	1.6306	0.054067
50	0.205328	1.6037	0.056977
51	0.196123	1.5318	0.065375
52	0.180385	1.4089	0.081978
53	0.165283	1.2909	0.100804
54	0.146297	1.1426	0.128831
55	0.122058	0.9533	0.172099
56	0.099642	0.7782	0.21972
57	0.080182	0.6262	0.266746
58	0.059138	0.4619	0.322904
59	0.035965	0.2809	0.389871
60	0.016204	0.1266	0.449854

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.958916	7.4894	0
2	-0.217988	-1.7025	0.046873
3	-0.091425	-0.7141	0.23896
4	-0.121162	-0.9463	0.173862
5	-0.140467	-1.0971	0.138459
6	-0.163897	-1.2801	0.102683
7	-0.015351	-0.1199	0.45248
8	-0.005438	-0.0425	0.483132
9	-0.136438	-1.0656	0.145399
10	-0.057766	-0.4512	0.326736
11	0.091158	0.712	0.239599
12	-0.13205	-1.0313	0.153225
13	0.089274	0.6973	0.244147
14	-0.09243	-0.7219	0.236556
15	-0.130504	-1.0193	0.15605
16	0.020568	0.1606	0.436453
17	-0.046841	-0.3658	0.357874
18	-0.008137	-0.0636	0.474767
19	-0.017476	-0.1365	0.445941
20	-0.11597	-0.9058	0.184315
21	-0.068641	-0.5361	0.296918
22	-0.076983	-0.6013	0.27495
23	0.098104	0.7662	0.223251
24	0.040612	0.3172	0.376091
25	-0.036443	-0.2846	0.388446
26	-0.006571	-0.0513	0.47962
27	0.001506	0.0118	0.495326
28	-0.045135	-0.3525	0.362833
29	-0.069941	-0.5463	0.29344
30	-0.058153	-0.4542	0.325654
31	-0.126777	-0.9902	0.163004
32	0.066182	0.5169	0.303548
33	0.044241	0.3455	0.365441
34	-0.011564	-0.0903	0.464166
35	-0.003554	-0.0278	0.488972
36	-0.084134	-0.6571	0.256792
37	-0.002976	-0.0232	0.490765
38	0.036536	0.2854	0.38817
39	-0.072639	-0.5673	0.286286
40	0.0576	0.4499	0.3272
41	-0.073627	-0.575	0.283688
42	0.00931	0.0727	0.471135
43	-0.026413	-0.2063	0.418624
44	0.12966	1.0127	0.157608
45	0.035721	0.279	0.390597
46	-0.17527	-1.3689	0.088025
47	-0.093699	-0.7318	0.233542
48	0.050341	0.3932	0.347781
49	0.004272	0.0334	0.486747
50	-0.166138	-1.2976	0.099659
51	-0.04312	-0.3368	0.368721
52	-0.088013	-0.6874	0.247218
53	-0.018089	-0.1413	0.444058
54	0.018725	0.1462	0.442105
55	0.048474	0.3786	0.353152
56	-0.00257	-0.0201	0.492026
57	-0.0371	-0.2898	0.386491
58	-0.046181	-0.3607	0.359792
59	-0.037467	-0.2926	0.385402
60	0.047455	0.3706	0.356095

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958916 & 7.4894 & 0 \tabularnewline
2 & -0.217988 & -1.7025 & 0.046873 \tabularnewline
3 & -0.091425 & -0.7141 & 0.23896 \tabularnewline
4 & -0.121162 & -0.9463 & 0.173862 \tabularnewline
5 & -0.140467 & -1.0971 & 0.138459 \tabularnewline
6 & -0.163897 & -1.2801 & 0.102683 \tabularnewline
7 & -0.015351 & -0.1199 & 0.45248 \tabularnewline
8 & -0.005438 & -0.0425 & 0.483132 \tabularnewline
9 & -0.136438 & -1.0656 & 0.145399 \tabularnewline
10 & -0.057766 & -0.4512 & 0.326736 \tabularnewline
11 & 0.091158 & 0.712 & 0.239599 \tabularnewline
12 & -0.13205 & -1.0313 & 0.153225 \tabularnewline
13 & 0.089274 & 0.6973 & 0.244147 \tabularnewline
14 & -0.09243 & -0.7219 & 0.236556 \tabularnewline
15 & -0.130504 & -1.0193 & 0.15605 \tabularnewline
16 & 0.020568 & 0.1606 & 0.436453 \tabularnewline
17 & -0.046841 & -0.3658 & 0.357874 \tabularnewline
18 & -0.008137 & -0.0636 & 0.474767 \tabularnewline
19 & -0.017476 & -0.1365 & 0.445941 \tabularnewline
20 & -0.11597 & -0.9058 & 0.184315 \tabularnewline
21 & -0.068641 & -0.5361 & 0.296918 \tabularnewline
22 & -0.076983 & -0.6013 & 0.27495 \tabularnewline
23 & 0.098104 & 0.7662 & 0.223251 \tabularnewline
24 & 0.040612 & 0.3172 & 0.376091 \tabularnewline
25 & -0.036443 & -0.2846 & 0.388446 \tabularnewline
26 & -0.006571 & -0.0513 & 0.47962 \tabularnewline
27 & 0.001506 & 0.0118 & 0.495326 \tabularnewline
28 & -0.045135 & -0.3525 & 0.362833 \tabularnewline
29 & -0.069941 & -0.5463 & 0.29344 \tabularnewline
30 & -0.058153 & -0.4542 & 0.325654 \tabularnewline
31 & -0.126777 & -0.9902 & 0.163004 \tabularnewline
32 & 0.066182 & 0.5169 & 0.303548 \tabularnewline
33 & 0.044241 & 0.3455 & 0.365441 \tabularnewline
34 & -0.011564 & -0.0903 & 0.464166 \tabularnewline
35 & -0.003554 & -0.0278 & 0.488972 \tabularnewline
36 & -0.084134 & -0.6571 & 0.256792 \tabularnewline
37 & -0.002976 & -0.0232 & 0.490765 \tabularnewline
38 & 0.036536 & 0.2854 & 0.38817 \tabularnewline
39 & -0.072639 & -0.5673 & 0.286286 \tabularnewline
40 & 0.0576 & 0.4499 & 0.3272 \tabularnewline
41 & -0.073627 & -0.575 & 0.283688 \tabularnewline
42 & 0.00931 & 0.0727 & 0.471135 \tabularnewline
43 & -0.026413 & -0.2063 & 0.418624 \tabularnewline
44 & 0.12966 & 1.0127 & 0.157608 \tabularnewline
45 & 0.035721 & 0.279 & 0.390597 \tabularnewline
46 & -0.17527 & -1.3689 & 0.088025 \tabularnewline
47 & -0.093699 & -0.7318 & 0.233542 \tabularnewline
48 & 0.050341 & 0.3932 & 0.347781 \tabularnewline
49 & 0.004272 & 0.0334 & 0.486747 \tabularnewline
50 & -0.166138 & -1.2976 & 0.099659 \tabularnewline
51 & -0.04312 & -0.3368 & 0.368721 \tabularnewline
52 & -0.088013 & -0.6874 & 0.247218 \tabularnewline
53 & -0.018089 & -0.1413 & 0.444058 \tabularnewline
54 & 0.018725 & 0.1462 & 0.442105 \tabularnewline
55 & 0.048474 & 0.3786 & 0.353152 \tabularnewline
56 & -0.00257 & -0.0201 & 0.492026 \tabularnewline
57 & -0.0371 & -0.2898 & 0.386491 \tabularnewline
58 & -0.046181 & -0.3607 & 0.359792 \tabularnewline
59 & -0.037467 & -0.2926 & 0.385402 \tabularnewline
60 & 0.047455 & 0.3706 & 0.356095 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59765&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]0.958916[/C][C]7.4894[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.217988[/C][C]-1.7025[/C][C]0.046873[/C][/ROW]
[ROW][C]3[/C][C]-0.091425[/C][C]-0.7141[/C][C]0.23896[/C][/ROW]
[ROW][C]4[/C][C]-0.121162[/C][C]-0.9463[/C][C]0.173862[/C][/ROW]
[ROW][C]5[/C][C]-0.140467[/C][C]-1.0971[/C][C]0.138459[/C][/ROW]
[ROW][C]6[/C][C]-0.163897[/C][C]-1.2801[/C][C]0.102683[/C][/ROW]
[ROW][C]7[/C][C]-0.015351[/C][C]-0.1199[/C][C]0.45248[/C][/ROW]
[ROW][C]8[/C][C]-0.005438[/C][C]-0.0425[/C][C]0.483132[/C][/ROW]
[ROW][C]9[/C][C]-0.136438[/C][C]-1.0656[/C][C]0.145399[/C][/ROW]
[ROW][C]10[/C][C]-0.057766[/C][C]-0.4512[/C][C]0.326736[/C][/ROW]
[ROW][C]11[/C][C]0.091158[/C][C]0.712[/C][C]0.239599[/C][/ROW]
[ROW][C]12[/C][C]-0.13205[/C][C]-1.0313[/C][C]0.153225[/C][/ROW]
[ROW][C]13[/C][C]0.089274[/C][C]0.6973[/C][C]0.244147[/C][/ROW]
[ROW][C]14[/C][C]-0.09243[/C][C]-0.7219[/C][C]0.236556[/C][/ROW]
[ROW][C]15[/C][C]-0.130504[/C][C]-1.0193[/C][C]0.15605[/C][/ROW]
[ROW][C]16[/C][C]0.020568[/C][C]0.1606[/C][C]0.436453[/C][/ROW]
[ROW][C]17[/C][C]-0.046841[/C][C]-0.3658[/C][C]0.357874[/C][/ROW]
[ROW][C]18[/C][C]-0.008137[/C][C]-0.0636[/C][C]0.474767[/C][/ROW]
[ROW][C]19[/C][C]-0.017476[/C][C]-0.1365[/C][C]0.445941[/C][/ROW]
[ROW][C]20[/C][C]-0.11597[/C][C]-0.9058[/C][C]0.184315[/C][/ROW]
[ROW][C]21[/C][C]-0.068641[/C][C]-0.5361[/C][C]0.296918[/C][/ROW]
[ROW][C]22[/C][C]-0.076983[/C][C]-0.6013[/C][C]0.27495[/C][/ROW]
[ROW][C]23[/C][C]0.098104[/C][C]0.7662[/C][C]0.223251[/C][/ROW]
[ROW][C]24[/C][C]0.040612[/C][C]0.3172[/C][C]0.376091[/C][/ROW]
[ROW][C]25[/C][C]-0.036443[/C][C]-0.2846[/C][C]0.388446[/C][/ROW]
[ROW][C]26[/C][C]-0.006571[/C][C]-0.0513[/C][C]0.47962[/C][/ROW]
[ROW][C]27[/C][C]0.001506[/C][C]0.0118[/C][C]0.495326[/C][/ROW]
[ROW][C]28[/C][C]-0.045135[/C][C]-0.3525[/C][C]0.362833[/C][/ROW]
[ROW][C]29[/C][C]-0.069941[/C][C]-0.5463[/C][C]0.29344[/C][/ROW]
[ROW][C]30[/C][C]-0.058153[/C][C]-0.4542[/C][C]0.325654[/C][/ROW]
[ROW][C]31[/C][C]-0.126777[/C][C]-0.9902[/C][C]0.163004[/C][/ROW]
[ROW][C]32[/C][C]0.066182[/C][C]0.5169[/C][C]0.303548[/C][/ROW]
[ROW][C]33[/C][C]0.044241[/C][C]0.3455[/C][C]0.365441[/C][/ROW]
[ROW][C]34[/C][C]-0.011564[/C][C]-0.0903[/C][C]0.464166[/C][/ROW]
[ROW][C]35[/C][C]-0.003554[/C][C]-0.0278[/C][C]0.488972[/C][/ROW]
[ROW][C]36[/C][C]-0.084134[/C][C]-0.6571[/C][C]0.256792[/C][/ROW]
[ROW][C]37[/C][C]-0.002976[/C][C]-0.0232[/C][C]0.490765[/C][/ROW]
[ROW][C]38[/C][C]0.036536[/C][C]0.2854[/C][C]0.38817[/C][/ROW]
[ROW][C]39[/C][C]-0.072639[/C][C]-0.5673[/C][C]0.286286[/C][/ROW]
[ROW][C]40[/C][C]0.0576[/C][C]0.4499[/C][C]0.3272[/C][/ROW]
[ROW][C]41[/C][C]-0.073627[/C][C]-0.575[/C][C]0.283688[/C][/ROW]
[ROW][C]42[/C][C]0.00931[/C][C]0.0727[/C][C]0.471135[/C][/ROW]
[ROW][C]43[/C][C]-0.026413[/C][C]-0.2063[/C][C]0.418624[/C][/ROW]
[ROW][C]44[/C][C]0.12966[/C][C]1.0127[/C][C]0.157608[/C][/ROW]
[ROW][C]45[/C][C]0.035721[/C][C]0.279[/C][C]0.390597[/C][/ROW]
[ROW][C]46[/C][C]-0.17527[/C][C]-1.3689[/C][C]0.088025[/C][/ROW]
[ROW][C]47[/C][C]-0.093699[/C][C]-0.7318[/C][C]0.233542[/C][/ROW]
[ROW][C]48[/C][C]0.050341[/C][C]0.3932[/C][C]0.347781[/C][/ROW]
[ROW][C]49[/C][C]0.004272[/C][C]0.0334[/C][C]0.486747[/C][/ROW]
[ROW][C]50[/C][C]-0.166138[/C][C]-1.2976[/C][C]0.099659[/C][/ROW]
[ROW][C]51[/C][C]-0.04312[/C][C]-0.3368[/C][C]0.368721[/C][/ROW]
[ROW][C]52[/C][C]-0.088013[/C][C]-0.6874[/C][C]0.247218[/C][/ROW]
[ROW][C]53[/C][C]-0.018089[/C][C]-0.1413[/C][C]0.444058[/C][/ROW]
[ROW][C]54[/C][C]0.018725[/C][C]0.1462[/C][C]0.442105[/C][/ROW]
[ROW][C]55[/C][C]0.048474[/C][C]0.3786[/C][C]0.353152[/C][/ROW]
[ROW][C]56[/C][C]-0.00257[/C][C]-0.0201[/C][C]0.492026[/C][/ROW]
[ROW][C]57[/C][C]-0.0371[/C][C]-0.2898[/C][C]0.386491[/C][/ROW]
[ROW][C]58[/C][C]-0.046181[/C][C]-0.3607[/C][C]0.359792[/C][/ROW]
[ROW][C]59[/C][C]-0.037467[/C][C]-0.2926[/C][C]0.385402[/C][/ROW]
[ROW][C]60[/C][C]0.047455[/C][C]0.3706[/C][C]0.356095[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59765&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59765&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	0.958916	7.4894	0
2	-0.217988	-1.7025	0.046873
3	-0.091425	-0.7141	0.23896
4	-0.121162	-0.9463	0.173862
5	-0.140467	-1.0971	0.138459
6	-0.163897	-1.2801	0.102683
7	-0.015351	-0.1199	0.45248
8	-0.005438	-0.0425	0.483132
9	-0.136438	-1.0656	0.145399
10	-0.057766	-0.4512	0.326736
11	0.091158	0.712	0.239599
12	-0.13205	-1.0313	0.153225
13	0.089274	0.6973	0.244147
14	-0.09243	-0.7219	0.236556
15	-0.130504	-1.0193	0.15605
16	0.020568	0.1606	0.436453
17	-0.046841	-0.3658	0.357874
18	-0.008137	-0.0636	0.474767
19	-0.017476	-0.1365	0.445941
20	-0.11597	-0.9058	0.184315
21	-0.068641	-0.5361	0.296918
22	-0.076983	-0.6013	0.27495
23	0.098104	0.7662	0.223251
24	0.040612	0.3172	0.376091
25	-0.036443	-0.2846	0.388446
26	-0.006571	-0.0513	0.47962
27	0.001506	0.0118	0.495326
28	-0.045135	-0.3525	0.362833
29	-0.069941	-0.5463	0.29344
30	-0.058153	-0.4542	0.325654
31	-0.126777	-0.9902	0.163004
32	0.066182	0.5169	0.303548
33	0.044241	0.3455	0.365441
34	-0.011564	-0.0903	0.464166
35	-0.003554	-0.0278	0.488972
36	-0.084134	-0.6571	0.256792
37	-0.002976	-0.0232	0.490765
38	0.036536	0.2854	0.38817
39	-0.072639	-0.5673	0.286286
40	0.0576	0.4499	0.3272
41	-0.073627	-0.575	0.283688
42	0.00931	0.0727	0.471135
43	-0.026413	-0.2063	0.418624
44	0.12966	1.0127	0.157608
45	0.035721	0.279	0.390597
46	-0.17527	-1.3689	0.088025
47	-0.093699	-0.7318	0.233542
48	0.050341	0.3932	0.347781
49	0.004272	0.0334	0.486747
50	-0.166138	-1.2976	0.099659
51	-0.04312	-0.3368	0.368721
52	-0.088013	-0.6874	0.247218
53	-0.018089	-0.1413	0.444058
54	0.018725	0.1462	0.442105
55	0.048474	0.3786	0.353152
56	-0.00257	-0.0201	0.492026
57	-0.0371	-0.2898	0.386491
58	-0.046181	-0.3607	0.359792
59	-0.037467	-0.2926	0.385402
60	0.047455	0.3706	0.356095

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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