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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 11:39:20 -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/t1259260974l54x1y1nrsre6ql.htm/, Retrieved Mon, 29 Apr 2024 04:01:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60260, Retrieved Mon, 29 Apr 2024 04:01:07 +0000

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User-defined keywords

Estimated Impact

143

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] [cs.shw.ws8.v1.4] [2009-11-26 18:39:20] [47f146dd9fb230449e079c6cbc92f5f5] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-30 17:06:06] [3af9fa3d2c04a43d660a9a466bdfbaa0] 

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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=60260&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=60260&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60260&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	-0.119282	-0.8178	0.208812
2	-0.038226	-0.2621	0.39721
3	0.243631	1.6703	0.050758
4	0.217056	1.4881	0.071707
5	-0.151916	-1.0415	0.15149
6	-0.048082	-0.3296	0.37157
7	0.174433	1.1958	0.118877
8	-0.277869	-1.905	0.031456
9	-0.076746	-0.5261	0.30063
10	-0.122964	-0.843	0.20175
11	0.075836	0.5199	0.302786
12	-0.381831	-2.6177	0.005936
13	0.033812	0.2318	0.408849
14	-0.100647	-0.69	0.246794
15	-0.210026	-1.4399	0.078266
16	-0.003537	-0.0242	0.490379
17	-0.015923	-0.1092	0.456769
18	0.063178	0.4331	0.333453
19	-0.091408	-0.6267	0.266957
20	0.174055	1.1933	0.119378
21	0.008514	0.0584	0.476852
22	0.1312	0.8995	0.186495
23	0.043207	0.2962	0.384186
24	0.038093	0.2611	0.397559
25	0.004274	0.0293	0.488373
26	0.119075	0.8163	0.209213
27	0.017181	0.1178	0.45337
28	-0.096175	-0.6593	0.256447
29	0.089177	0.6114	0.271952
30	-0.055867	-0.383	0.351721
31	-0.023532	-0.1613	0.436263
32	0.015535	0.1065	0.457818
33	-0.0111	-0.0761	0.469832
34	-0.050243	-0.3445	0.366022
35	-0.058497	-0.401	0.345105
36	0.010232	0.0701	0.472187
37	0.032272	0.2212	0.412929
38	-0.028138	-0.1929	0.423931
39	-0.026464	-0.1814	0.428406
40	0.004186	0.0287	0.488613
41	0.009834	0.0674	0.473267
42	-0.023478	-0.161	0.436408
43	0.004818	0.033	0.486894
44	0.011734	0.0804	0.468113
45	-0.012303	-0.0843	0.466571
46	0.002922	0.02	0.492051
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.119282 & -0.8178 & 0.208812 \tabularnewline
2 & -0.038226 & -0.2621 & 0.39721 \tabularnewline
3 & 0.243631 & 1.6703 & 0.050758 \tabularnewline
4 & 0.217056 & 1.4881 & 0.071707 \tabularnewline
5 & -0.151916 & -1.0415 & 0.15149 \tabularnewline
6 & -0.048082 & -0.3296 & 0.37157 \tabularnewline
7 & 0.174433 & 1.1958 & 0.118877 \tabularnewline
8 & -0.277869 & -1.905 & 0.031456 \tabularnewline
9 & -0.076746 & -0.5261 & 0.30063 \tabularnewline
10 & -0.122964 & -0.843 & 0.20175 \tabularnewline
11 & 0.075836 & 0.5199 & 0.302786 \tabularnewline
12 & -0.381831 & -2.6177 & 0.005936 \tabularnewline
13 & 0.033812 & 0.2318 & 0.408849 \tabularnewline
14 & -0.100647 & -0.69 & 0.246794 \tabularnewline
15 & -0.210026 & -1.4399 & 0.078266 \tabularnewline
16 & -0.003537 & -0.0242 & 0.490379 \tabularnewline
17 & -0.015923 & -0.1092 & 0.456769 \tabularnewline
18 & 0.063178 & 0.4331 & 0.333453 \tabularnewline
19 & -0.091408 & -0.6267 & 0.266957 \tabularnewline
20 & 0.174055 & 1.1933 & 0.119378 \tabularnewline
21 & 0.008514 & 0.0584 & 0.476852 \tabularnewline
22 & 0.1312 & 0.8995 & 0.186495 \tabularnewline
23 & 0.043207 & 0.2962 & 0.384186 \tabularnewline
24 & 0.038093 & 0.2611 & 0.397559 \tabularnewline
25 & 0.004274 & 0.0293 & 0.488373 \tabularnewline
26 & 0.119075 & 0.8163 & 0.209213 \tabularnewline
27 & 0.017181 & 0.1178 & 0.45337 \tabularnewline
28 & -0.096175 & -0.6593 & 0.256447 \tabularnewline
29 & 0.089177 & 0.6114 & 0.271952 \tabularnewline
30 & -0.055867 & -0.383 & 0.351721 \tabularnewline
31 & -0.023532 & -0.1613 & 0.436263 \tabularnewline
32 & 0.015535 & 0.1065 & 0.457818 \tabularnewline
33 & -0.0111 & -0.0761 & 0.469832 \tabularnewline
34 & -0.050243 & -0.3445 & 0.366022 \tabularnewline
35 & -0.058497 & -0.401 & 0.345105 \tabularnewline
36 & 0.010232 & 0.0701 & 0.472187 \tabularnewline
37 & 0.032272 & 0.2212 & 0.412929 \tabularnewline
38 & -0.028138 & -0.1929 & 0.423931 \tabularnewline
39 & -0.026464 & -0.1814 & 0.428406 \tabularnewline
40 & 0.004186 & 0.0287 & 0.488613 \tabularnewline
41 & 0.009834 & 0.0674 & 0.473267 \tabularnewline
42 & -0.023478 & -0.161 & 0.436408 \tabularnewline
43 & 0.004818 & 0.033 & 0.486894 \tabularnewline
44 & 0.011734 & 0.0804 & 0.468113 \tabularnewline
45 & -0.012303 & -0.0843 & 0.466571 \tabularnewline
46 & 0.002922 & 0.02 & 0.492051 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60260&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]-0.119282[/C][C]-0.8178[/C][C]0.208812[/C][/ROW]
[ROW][C]2[/C][C]-0.038226[/C][C]-0.2621[/C][C]0.39721[/C][/ROW]
[ROW][C]3[/C][C]0.243631[/C][C]1.6703[/C][C]0.050758[/C][/ROW]
[ROW][C]4[/C][C]0.217056[/C][C]1.4881[/C][C]0.071707[/C][/ROW]
[ROW][C]5[/C][C]-0.151916[/C][C]-1.0415[/C][C]0.15149[/C][/ROW]
[ROW][C]6[/C][C]-0.048082[/C][C]-0.3296[/C][C]0.37157[/C][/ROW]
[ROW][C]7[/C][C]0.174433[/C][C]1.1958[/C][C]0.118877[/C][/ROW]
[ROW][C]8[/C][C]-0.277869[/C][C]-1.905[/C][C]0.031456[/C][/ROW]
[ROW][C]9[/C][C]-0.076746[/C][C]-0.5261[/C][C]0.30063[/C][/ROW]
[ROW][C]10[/C][C]-0.122964[/C][C]-0.843[/C][C]0.20175[/C][/ROW]
[ROW][C]11[/C][C]0.075836[/C][C]0.5199[/C][C]0.302786[/C][/ROW]
[ROW][C]12[/C][C]-0.381831[/C][C]-2.6177[/C][C]0.005936[/C][/ROW]
[ROW][C]13[/C][C]0.033812[/C][C]0.2318[/C][C]0.408849[/C][/ROW]
[ROW][C]14[/C][C]-0.100647[/C][C]-0.69[/C][C]0.246794[/C][/ROW]
[ROW][C]15[/C][C]-0.210026[/C][C]-1.4399[/C][C]0.078266[/C][/ROW]
[ROW][C]16[/C][C]-0.003537[/C][C]-0.0242[/C][C]0.490379[/C][/ROW]
[ROW][C]17[/C][C]-0.015923[/C][C]-0.1092[/C][C]0.456769[/C][/ROW]
[ROW][C]18[/C][C]0.063178[/C][C]0.4331[/C][C]0.333453[/C][/ROW]
[ROW][C]19[/C][C]-0.091408[/C][C]-0.6267[/C][C]0.266957[/C][/ROW]
[ROW][C]20[/C][C]0.174055[/C][C]1.1933[/C][C]0.119378[/C][/ROW]
[ROW][C]21[/C][C]0.008514[/C][C]0.0584[/C][C]0.476852[/C][/ROW]
[ROW][C]22[/C][C]0.1312[/C][C]0.8995[/C][C]0.186495[/C][/ROW]
[ROW][C]23[/C][C]0.043207[/C][C]0.2962[/C][C]0.384186[/C][/ROW]
[ROW][C]24[/C][C]0.038093[/C][C]0.2611[/C][C]0.397559[/C][/ROW]
[ROW][C]25[/C][C]0.004274[/C][C]0.0293[/C][C]0.488373[/C][/ROW]
[ROW][C]26[/C][C]0.119075[/C][C]0.8163[/C][C]0.209213[/C][/ROW]
[ROW][C]27[/C][C]0.017181[/C][C]0.1178[/C][C]0.45337[/C][/ROW]
[ROW][C]28[/C][C]-0.096175[/C][C]-0.6593[/C][C]0.256447[/C][/ROW]
[ROW][C]29[/C][C]0.089177[/C][C]0.6114[/C][C]0.271952[/C][/ROW]
[ROW][C]30[/C][C]-0.055867[/C][C]-0.383[/C][C]0.351721[/C][/ROW]
[ROW][C]31[/C][C]-0.023532[/C][C]-0.1613[/C][C]0.436263[/C][/ROW]
[ROW][C]32[/C][C]0.015535[/C][C]0.1065[/C][C]0.457818[/C][/ROW]
[ROW][C]33[/C][C]-0.0111[/C][C]-0.0761[/C][C]0.469832[/C][/ROW]
[ROW][C]34[/C][C]-0.050243[/C][C]-0.3445[/C][C]0.366022[/C][/ROW]
[ROW][C]35[/C][C]-0.058497[/C][C]-0.401[/C][C]0.345105[/C][/ROW]
[ROW][C]36[/C][C]0.010232[/C][C]0.0701[/C][C]0.472187[/C][/ROW]
[ROW][C]37[/C][C]0.032272[/C][C]0.2212[/C][C]0.412929[/C][/ROW]
[ROW][C]38[/C][C]-0.028138[/C][C]-0.1929[/C][C]0.423931[/C][/ROW]
[ROW][C]39[/C][C]-0.026464[/C][C]-0.1814[/C][C]0.428406[/C][/ROW]
[ROW][C]40[/C][C]0.004186[/C][C]0.0287[/C][C]0.488613[/C][/ROW]
[ROW][C]41[/C][C]0.009834[/C][C]0.0674[/C][C]0.473267[/C][/ROW]
[ROW][C]42[/C][C]-0.023478[/C][C]-0.161[/C][C]0.436408[/C][/ROW]
[ROW][C]43[/C][C]0.004818[/C][C]0.033[/C][C]0.486894[/C][/ROW]
[ROW][C]44[/C][C]0.011734[/C][C]0.0804[/C][C]0.468113[/C][/ROW]
[ROW][C]45[/C][C]-0.012303[/C][C]-0.0843[/C][C]0.466571[/C][/ROW]
[ROW][C]46[/C][C]0.002922[/C][C]0.02[/C][C]0.492051[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60260&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60260&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	-0.119282	-0.8178	0.208812
2	-0.038226	-0.2621	0.39721
3	0.243631	1.6703	0.050758
4	0.217056	1.4881	0.071707
5	-0.151916	-1.0415	0.15149
6	-0.048082	-0.3296	0.37157
7	0.174433	1.1958	0.118877
8	-0.277869	-1.905	0.031456
9	-0.076746	-0.5261	0.30063
10	-0.122964	-0.843	0.20175
11	0.075836	0.5199	0.302786
12	-0.381831	-2.6177	0.005936
13	0.033812	0.2318	0.408849
14	-0.100647	-0.69	0.246794
15	-0.210026	-1.4399	0.078266
16	-0.003537	-0.0242	0.490379
17	-0.015923	-0.1092	0.456769
18	0.063178	0.4331	0.333453
19	-0.091408	-0.6267	0.266957
20	0.174055	1.1933	0.119378
21	0.008514	0.0584	0.476852
22	0.1312	0.8995	0.186495
23	0.043207	0.2962	0.384186
24	0.038093	0.2611	0.397559
25	0.004274	0.0293	0.488373
26	0.119075	0.8163	0.209213
27	0.017181	0.1178	0.45337
28	-0.096175	-0.6593	0.256447
29	0.089177	0.6114	0.271952
30	-0.055867	-0.383	0.351721
31	-0.023532	-0.1613	0.436263
32	0.015535	0.1065	0.457818
33	-0.0111	-0.0761	0.469832
34	-0.050243	-0.3445	0.366022
35	-0.058497	-0.401	0.345105
36	0.010232	0.0701	0.472187
37	0.032272	0.2212	0.412929
38	-0.028138	-0.1929	0.423931
39	-0.026464	-0.1814	0.428406
40	0.004186	0.0287	0.488613
41	0.009834	0.0674	0.473267
42	-0.023478	-0.161	0.436408
43	0.004818	0.033	0.486894
44	0.011734	0.0804	0.468113
45	-0.012303	-0.0843	0.466571
46	0.002922	0.02	0.492051
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.119282	-0.8178	0.208812
2	-0.053211	-0.3648	0.35845
3	0.236507	1.6214	0.05581
4	0.293007	2.0088	0.025163
5	-0.074302	-0.5094	0.30643
6	-0.16214	-1.1116	0.135987
7	0.017575	0.1205	0.452305
8	-0.289952	-1.9878	0.026338
9	-0.071888	-0.4928	0.31221
10	-0.200046	-1.3714	0.088374
11	0.132542	0.9087	0.184082
12	-0.232025	-1.5907	0.059192
13	0.064384	0.4414	0.330475
14	-0.205741	-1.4105	0.08249
15	-0.156765	-1.0747	0.143991
16	-0.036286	-0.2488	0.402315
17	-0.019364	-0.1327	0.447479
18	0.09559	0.6553	0.257724
19	0.086127	0.5905	0.278856
20	-0.015581	-0.1068	0.457695
21	0.005049	0.0346	0.486268
22	-0.053003	-0.3634	0.35898
23	0.003264	0.0224	0.491121
24	-0.196944	-1.3502	0.091712
25	-0.093361	-0.6401	0.262623
26	0.085838	0.5885	0.279515
27	-0.048855	-0.3349	0.369584
28	0.018878	0.1294	0.448788
29	-0.079788	-0.547	0.293484
30	-0.066137	-0.4534	0.32617
31	-0.018778	-0.1287	0.449057
32	0.118795	0.8144	0.209756
33	-0.003989	-0.0273	0.48915
34	0.097067	0.6655	0.254505
35	-0.064939	-0.4452	0.32911
36	-0.037971	-0.2603	0.397879
37	0.011345	0.0778	0.469167
38	0.033253	0.228	0.410329
39	-0.088635	-0.6077	0.273171
40	-0.057818	-0.3964	0.346809
41	-0.001679	-0.0115	0.495432
42	-0.043227	-0.2963	0.384136
43	-0.055672	-0.3817	0.352213
44	0.01871	0.1283	0.449242
45	-0.04508	-0.309	0.379325
46	0.11888	0.815	0.209591
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.119282 & -0.8178 & 0.208812 \tabularnewline
2 & -0.053211 & -0.3648 & 0.35845 \tabularnewline
3 & 0.236507 & 1.6214 & 0.05581 \tabularnewline
4 & 0.293007 & 2.0088 & 0.025163 \tabularnewline
5 & -0.074302 & -0.5094 & 0.30643 \tabularnewline
6 & -0.16214 & -1.1116 & 0.135987 \tabularnewline
7 & 0.017575 & 0.1205 & 0.452305 \tabularnewline
8 & -0.289952 & -1.9878 & 0.026338 \tabularnewline
9 & -0.071888 & -0.4928 & 0.31221 \tabularnewline
10 & -0.200046 & -1.3714 & 0.088374 \tabularnewline
11 & 0.132542 & 0.9087 & 0.184082 \tabularnewline
12 & -0.232025 & -1.5907 & 0.059192 \tabularnewline
13 & 0.064384 & 0.4414 & 0.330475 \tabularnewline
14 & -0.205741 & -1.4105 & 0.08249 \tabularnewline
15 & -0.156765 & -1.0747 & 0.143991 \tabularnewline
16 & -0.036286 & -0.2488 & 0.402315 \tabularnewline
17 & -0.019364 & -0.1327 & 0.447479 \tabularnewline
18 & 0.09559 & 0.6553 & 0.257724 \tabularnewline
19 & 0.086127 & 0.5905 & 0.278856 \tabularnewline
20 & -0.015581 & -0.1068 & 0.457695 \tabularnewline
21 & 0.005049 & 0.0346 & 0.486268 \tabularnewline
22 & -0.053003 & -0.3634 & 0.35898 \tabularnewline
23 & 0.003264 & 0.0224 & 0.491121 \tabularnewline
24 & -0.196944 & -1.3502 & 0.091712 \tabularnewline
25 & -0.093361 & -0.6401 & 0.262623 \tabularnewline
26 & 0.085838 & 0.5885 & 0.279515 \tabularnewline
27 & -0.048855 & -0.3349 & 0.369584 \tabularnewline
28 & 0.018878 & 0.1294 & 0.448788 \tabularnewline
29 & -0.079788 & -0.547 & 0.293484 \tabularnewline
30 & -0.066137 & -0.4534 & 0.32617 \tabularnewline
31 & -0.018778 & -0.1287 & 0.449057 \tabularnewline
32 & 0.118795 & 0.8144 & 0.209756 \tabularnewline
33 & -0.003989 & -0.0273 & 0.48915 \tabularnewline
34 & 0.097067 & 0.6655 & 0.254505 \tabularnewline
35 & -0.064939 & -0.4452 & 0.32911 \tabularnewline
36 & -0.037971 & -0.2603 & 0.397879 \tabularnewline
37 & 0.011345 & 0.0778 & 0.469167 \tabularnewline
38 & 0.033253 & 0.228 & 0.410329 \tabularnewline
39 & -0.088635 & -0.6077 & 0.273171 \tabularnewline
40 & -0.057818 & -0.3964 & 0.346809 \tabularnewline
41 & -0.001679 & -0.0115 & 0.495432 \tabularnewline
42 & -0.043227 & -0.2963 & 0.384136 \tabularnewline
43 & -0.055672 & -0.3817 & 0.352213 \tabularnewline
44 & 0.01871 & 0.1283 & 0.449242 \tabularnewline
45 & -0.04508 & -0.309 & 0.379325 \tabularnewline
46 & 0.11888 & 0.815 & 0.209591 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60260&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]-0.119282[/C][C]-0.8178[/C][C]0.208812[/C][/ROW]
[ROW][C]2[/C][C]-0.053211[/C][C]-0.3648[/C][C]0.35845[/C][/ROW]
[ROW][C]3[/C][C]0.236507[/C][C]1.6214[/C][C]0.05581[/C][/ROW]
[ROW][C]4[/C][C]0.293007[/C][C]2.0088[/C][C]0.025163[/C][/ROW]
[ROW][C]5[/C][C]-0.074302[/C][C]-0.5094[/C][C]0.30643[/C][/ROW]
[ROW][C]6[/C][C]-0.16214[/C][C]-1.1116[/C][C]0.135987[/C][/ROW]
[ROW][C]7[/C][C]0.017575[/C][C]0.1205[/C][C]0.452305[/C][/ROW]
[ROW][C]8[/C][C]-0.289952[/C][C]-1.9878[/C][C]0.026338[/C][/ROW]
[ROW][C]9[/C][C]-0.071888[/C][C]-0.4928[/C][C]0.31221[/C][/ROW]
[ROW][C]10[/C][C]-0.200046[/C][C]-1.3714[/C][C]0.088374[/C][/ROW]
[ROW][C]11[/C][C]0.132542[/C][C]0.9087[/C][C]0.184082[/C][/ROW]
[ROW][C]12[/C][C]-0.232025[/C][C]-1.5907[/C][C]0.059192[/C][/ROW]
[ROW][C]13[/C][C]0.064384[/C][C]0.4414[/C][C]0.330475[/C][/ROW]
[ROW][C]14[/C][C]-0.205741[/C][C]-1.4105[/C][C]0.08249[/C][/ROW]
[ROW][C]15[/C][C]-0.156765[/C][C]-1.0747[/C][C]0.143991[/C][/ROW]
[ROW][C]16[/C][C]-0.036286[/C][C]-0.2488[/C][C]0.402315[/C][/ROW]
[ROW][C]17[/C][C]-0.019364[/C][C]-0.1327[/C][C]0.447479[/C][/ROW]
[ROW][C]18[/C][C]0.09559[/C][C]0.6553[/C][C]0.257724[/C][/ROW]
[ROW][C]19[/C][C]0.086127[/C][C]0.5905[/C][C]0.278856[/C][/ROW]
[ROW][C]20[/C][C]-0.015581[/C][C]-0.1068[/C][C]0.457695[/C][/ROW]
[ROW][C]21[/C][C]0.005049[/C][C]0.0346[/C][C]0.486268[/C][/ROW]
[ROW][C]22[/C][C]-0.053003[/C][C]-0.3634[/C][C]0.35898[/C][/ROW]
[ROW][C]23[/C][C]0.003264[/C][C]0.0224[/C][C]0.491121[/C][/ROW]
[ROW][C]24[/C][C]-0.196944[/C][C]-1.3502[/C][C]0.091712[/C][/ROW]
[ROW][C]25[/C][C]-0.093361[/C][C]-0.6401[/C][C]0.262623[/C][/ROW]
[ROW][C]26[/C][C]0.085838[/C][C]0.5885[/C][C]0.279515[/C][/ROW]
[ROW][C]27[/C][C]-0.048855[/C][C]-0.3349[/C][C]0.369584[/C][/ROW]
[ROW][C]28[/C][C]0.018878[/C][C]0.1294[/C][C]0.448788[/C][/ROW]
[ROW][C]29[/C][C]-0.079788[/C][C]-0.547[/C][C]0.293484[/C][/ROW]
[ROW][C]30[/C][C]-0.066137[/C][C]-0.4534[/C][C]0.32617[/C][/ROW]
[ROW][C]31[/C][C]-0.018778[/C][C]-0.1287[/C][C]0.449057[/C][/ROW]
[ROW][C]32[/C][C]0.118795[/C][C]0.8144[/C][C]0.209756[/C][/ROW]
[ROW][C]33[/C][C]-0.003989[/C][C]-0.0273[/C][C]0.48915[/C][/ROW]
[ROW][C]34[/C][C]0.097067[/C][C]0.6655[/C][C]0.254505[/C][/ROW]
[ROW][C]35[/C][C]-0.064939[/C][C]-0.4452[/C][C]0.32911[/C][/ROW]
[ROW][C]36[/C][C]-0.037971[/C][C]-0.2603[/C][C]0.397879[/C][/ROW]
[ROW][C]37[/C][C]0.011345[/C][C]0.0778[/C][C]0.469167[/C][/ROW]
[ROW][C]38[/C][C]0.033253[/C][C]0.228[/C][C]0.410329[/C][/ROW]
[ROW][C]39[/C][C]-0.088635[/C][C]-0.6077[/C][C]0.273171[/C][/ROW]
[ROW][C]40[/C][C]-0.057818[/C][C]-0.3964[/C][C]0.346809[/C][/ROW]
[ROW][C]41[/C][C]-0.001679[/C][C]-0.0115[/C][C]0.495432[/C][/ROW]
[ROW][C]42[/C][C]-0.043227[/C][C]-0.2963[/C][C]0.384136[/C][/ROW]
[ROW][C]43[/C][C]-0.055672[/C][C]-0.3817[/C][C]0.352213[/C][/ROW]
[ROW][C]44[/C][C]0.01871[/C][C]0.1283[/C][C]0.449242[/C][/ROW]
[ROW][C]45[/C][C]-0.04508[/C][C]-0.309[/C][C]0.379325[/C][/ROW]
[ROW][C]46[/C][C]0.11888[/C][C]0.815[/C][C]0.209591[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60260&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60260&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	-0.119282	-0.8178	0.208812
2	-0.053211	-0.3648	0.35845
3	0.236507	1.6214	0.05581
4	0.293007	2.0088	0.025163
5	-0.074302	-0.5094	0.30643
6	-0.16214	-1.1116	0.135987
7	0.017575	0.1205	0.452305
8	-0.289952	-1.9878	0.026338
9	-0.071888	-0.4928	0.31221
10	-0.200046	-1.3714	0.088374
11	0.132542	0.9087	0.184082
12	-0.232025	-1.5907	0.059192
13	0.064384	0.4414	0.330475
14	-0.205741	-1.4105	0.08249
15	-0.156765	-1.0747	0.143991
16	-0.036286	-0.2488	0.402315
17	-0.019364	-0.1327	0.447479
18	0.09559	0.6553	0.257724
19	0.086127	0.5905	0.278856
20	-0.015581	-0.1068	0.457695
21	0.005049	0.0346	0.486268
22	-0.053003	-0.3634	0.35898
23	0.003264	0.0224	0.491121
24	-0.196944	-1.3502	0.091712
25	-0.093361	-0.6401	0.262623
26	0.085838	0.5885	0.279515
27	-0.048855	-0.3349	0.369584
28	0.018878	0.1294	0.448788
29	-0.079788	-0.547	0.293484
30	-0.066137	-0.4534	0.32617
31	-0.018778	-0.1287	0.449057
32	0.118795	0.8144	0.209756
33	-0.003989	-0.0273	0.48915
34	0.097067	0.6655	0.254505
35	-0.064939	-0.4452	0.32911
36	-0.037971	-0.2603	0.397879
37	0.011345	0.0778	0.469167
38	0.033253	0.228	0.410329
39	-0.088635	-0.6077	0.273171
40	-0.057818	-0.3964	0.346809
41	-0.001679	-0.0115	0.495432
42	-0.043227	-0.2963	0.384136
43	-0.055672	-0.3817	0.352213
44	0.01871	0.1283	0.449242
45	-0.04508	-0.309	0.379325
46	0.11888	0.815	0.209591
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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