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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:17:16 -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/27/t1259324283fx9au710q2p5du1.htm/, Retrieved Sun, 28 Apr 2024 23:39:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60623, Retrieved Sun, 28 Apr 2024 23:39:47 +0000

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IsPrivate?

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User-defined keywords

Workshop 8 - Model ACF 2

Estimated Impact

169

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [Workshop 8] [2009-11-24 11:49:44] [214e6e00abbde49700521a7ef1d30da2]
- R PD            [(Partial) Autocorrelation Function] [shw-ws8] [2009-11-27 12:17:16] [5b5bced41faf164488f2c271c918b21f] [Current]
-   P               [(Partial) Autocorrelation Function] [ACF_2] [2009-12-29 15:23:43] [2663058f2a5dda519058ac6b2228468f] 

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Dataseries X:

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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=60623&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=60623&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60623&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	-0.359702	-2.4921	0.008103
2	-0.043887	-0.3041	0.381199
3	0.314529	2.1791	0.017131
4	-0.193175	-1.3384	0.093543
5	0.019842	0.1375	0.445618
6	0.129126	0.8946	0.187729
7	-0.135308	-0.9374	0.176613
8	-0.096373	-0.6677	0.253764
9	0.168727	1.169	0.124093
10	-0.082649	-0.5726	0.284791
11	-0.065908	-0.4566	0.325001
12	0.115571	0.8007	0.213626
13	-0.204149	-1.4144	0.081852
14	0.219563	1.5212	0.067388
15	-0.070795	-0.4905	0.313013
16	-0.099951	-0.6925	0.245987
17	0.00772	0.0535	0.478783
18	-0.011812	-0.0818	0.467558
19	-0.148832	-1.0311	0.153823
20	0.122533	0.8489	0.200066
21	-0.044056	-0.3052	0.380755
22	-0.200985	-1.3925	0.0851
23	0.225938	1.5653	0.062036
24	-0.130113	-0.9014	0.185925
25	-0.182615	-1.2652	0.105955
26	0.272018	1.8846	0.032774
27	-0.129577	-0.8977	0.186903
28	-0.010414	-0.0722	0.471391
29	0.138916	0.9624	0.170326
30	-0.056031	-0.3882	0.349793
31	-0.015859	-0.1099	0.456484
32	0.080212	0.5557	0.290489
33	-0.050379	-0.349	0.364293
34	-0.037329	-0.2586	0.398515
35	0.034911	0.2419	0.404954
36	-0.063919	-0.4428	0.329933
37	0.016261	0.1127	0.455386
38	0.014778	0.1024	0.459438
39	-0.06614	-0.4582	0.324428
40	0.056077	0.3885	0.349678
41	0.069361	0.4805	0.316512
42	-0.022977	-0.1592	0.437095
43	-0.004061	-0.0281	0.488834
44	0.019298	0.1337	0.447098
45	0.002601	0.018	0.492848
46	-0.003875	-0.0268	0.489347
47	0.002889	0.02	0.492058
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 & -0.359702 & -2.4921 & 0.008103 \tabularnewline
2 & -0.043887 & -0.3041 & 0.381199 \tabularnewline
3 & 0.314529 & 2.1791 & 0.017131 \tabularnewline
4 & -0.193175 & -1.3384 & 0.093543 \tabularnewline
5 & 0.019842 & 0.1375 & 0.445618 \tabularnewline
6 & 0.129126 & 0.8946 & 0.187729 \tabularnewline
7 & -0.135308 & -0.9374 & 0.176613 \tabularnewline
8 & -0.096373 & -0.6677 & 0.253764 \tabularnewline
9 & 0.168727 & 1.169 & 0.124093 \tabularnewline
10 & -0.082649 & -0.5726 & 0.284791 \tabularnewline
11 & -0.065908 & -0.4566 & 0.325001 \tabularnewline
12 & 0.115571 & 0.8007 & 0.213626 \tabularnewline
13 & -0.204149 & -1.4144 & 0.081852 \tabularnewline
14 & 0.219563 & 1.5212 & 0.067388 \tabularnewline
15 & -0.070795 & -0.4905 & 0.313013 \tabularnewline
16 & -0.099951 & -0.6925 & 0.245987 \tabularnewline
17 & 0.00772 & 0.0535 & 0.478783 \tabularnewline
18 & -0.011812 & -0.0818 & 0.467558 \tabularnewline
19 & -0.148832 & -1.0311 & 0.153823 \tabularnewline
20 & 0.122533 & 0.8489 & 0.200066 \tabularnewline
21 & -0.044056 & -0.3052 & 0.380755 \tabularnewline
22 & -0.200985 & -1.3925 & 0.0851 \tabularnewline
23 & 0.225938 & 1.5653 & 0.062036 \tabularnewline
24 & -0.130113 & -0.9014 & 0.185925 \tabularnewline
25 & -0.182615 & -1.2652 & 0.105955 \tabularnewline
26 & 0.272018 & 1.8846 & 0.032774 \tabularnewline
27 & -0.129577 & -0.8977 & 0.186903 \tabularnewline
28 & -0.010414 & -0.0722 & 0.471391 \tabularnewline
29 & 0.138916 & 0.9624 & 0.170326 \tabularnewline
30 & -0.056031 & -0.3882 & 0.349793 \tabularnewline
31 & -0.015859 & -0.1099 & 0.456484 \tabularnewline
32 & 0.080212 & 0.5557 & 0.290489 \tabularnewline
33 & -0.050379 & -0.349 & 0.364293 \tabularnewline
34 & -0.037329 & -0.2586 & 0.398515 \tabularnewline
35 & 0.034911 & 0.2419 & 0.404954 \tabularnewline
36 & -0.063919 & -0.4428 & 0.329933 \tabularnewline
37 & 0.016261 & 0.1127 & 0.455386 \tabularnewline
38 & 0.014778 & 0.1024 & 0.459438 \tabularnewline
39 & -0.06614 & -0.4582 & 0.324428 \tabularnewline
40 & 0.056077 & 0.3885 & 0.349678 \tabularnewline
41 & 0.069361 & 0.4805 & 0.316512 \tabularnewline
42 & -0.022977 & -0.1592 & 0.437095 \tabularnewline
43 & -0.004061 & -0.0281 & 0.488834 \tabularnewline
44 & 0.019298 & 0.1337 & 0.447098 \tabularnewline
45 & 0.002601 & 0.018 & 0.492848 \tabularnewline
46 & -0.003875 & -0.0268 & 0.489347 \tabularnewline
47 & 0.002889 & 0.02 & 0.492058 \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=60623&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]-0.359702[/C][C]-2.4921[/C][C]0.008103[/C][/ROW]
[ROW][C]2[/C][C]-0.043887[/C][C]-0.3041[/C][C]0.381199[/C][/ROW]
[ROW][C]3[/C][C]0.314529[/C][C]2.1791[/C][C]0.017131[/C][/ROW]
[ROW][C]4[/C][C]-0.193175[/C][C]-1.3384[/C][C]0.093543[/C][/ROW]
[ROW][C]5[/C][C]0.019842[/C][C]0.1375[/C][C]0.445618[/C][/ROW]
[ROW][C]6[/C][C]0.129126[/C][C]0.8946[/C][C]0.187729[/C][/ROW]
[ROW][C]7[/C][C]-0.135308[/C][C]-0.9374[/C][C]0.176613[/C][/ROW]
[ROW][C]8[/C][C]-0.096373[/C][C]-0.6677[/C][C]0.253764[/C][/ROW]
[ROW][C]9[/C][C]0.168727[/C][C]1.169[/C][C]0.124093[/C][/ROW]
[ROW][C]10[/C][C]-0.082649[/C][C]-0.5726[/C][C]0.284791[/C][/ROW]
[ROW][C]11[/C][C]-0.065908[/C][C]-0.4566[/C][C]0.325001[/C][/ROW]
[ROW][C]12[/C][C]0.115571[/C][C]0.8007[/C][C]0.213626[/C][/ROW]
[ROW][C]13[/C][C]-0.204149[/C][C]-1.4144[/C][C]0.081852[/C][/ROW]
[ROW][C]14[/C][C]0.219563[/C][C]1.5212[/C][C]0.067388[/C][/ROW]
[ROW][C]15[/C][C]-0.070795[/C][C]-0.4905[/C][C]0.313013[/C][/ROW]
[ROW][C]16[/C][C]-0.099951[/C][C]-0.6925[/C][C]0.245987[/C][/ROW]
[ROW][C]17[/C][C]0.00772[/C][C]0.0535[/C][C]0.478783[/C][/ROW]
[ROW][C]18[/C][C]-0.011812[/C][C]-0.0818[/C][C]0.467558[/C][/ROW]
[ROW][C]19[/C][C]-0.148832[/C][C]-1.0311[/C][C]0.153823[/C][/ROW]
[ROW][C]20[/C][C]0.122533[/C][C]0.8489[/C][C]0.200066[/C][/ROW]
[ROW][C]21[/C][C]-0.044056[/C][C]-0.3052[/C][C]0.380755[/C][/ROW]
[ROW][C]22[/C][C]-0.200985[/C][C]-1.3925[/C][C]0.0851[/C][/ROW]
[ROW][C]23[/C][C]0.225938[/C][C]1.5653[/C][C]0.062036[/C][/ROW]
[ROW][C]24[/C][C]-0.130113[/C][C]-0.9014[/C][C]0.185925[/C][/ROW]
[ROW][C]25[/C][C]-0.182615[/C][C]-1.2652[/C][C]0.105955[/C][/ROW]
[ROW][C]26[/C][C]0.272018[/C][C]1.8846[/C][C]0.032774[/C][/ROW]
[ROW][C]27[/C][C]-0.129577[/C][C]-0.8977[/C][C]0.186903[/C][/ROW]
[ROW][C]28[/C][C]-0.010414[/C][C]-0.0722[/C][C]0.471391[/C][/ROW]
[ROW][C]29[/C][C]0.138916[/C][C]0.9624[/C][C]0.170326[/C][/ROW]
[ROW][C]30[/C][C]-0.056031[/C][C]-0.3882[/C][C]0.349793[/C][/ROW]
[ROW][C]31[/C][C]-0.015859[/C][C]-0.1099[/C][C]0.456484[/C][/ROW]
[ROW][C]32[/C][C]0.080212[/C][C]0.5557[/C][C]0.290489[/C][/ROW]
[ROW][C]33[/C][C]-0.050379[/C][C]-0.349[/C][C]0.364293[/C][/ROW]
[ROW][C]34[/C][C]-0.037329[/C][C]-0.2586[/C][C]0.398515[/C][/ROW]
[ROW][C]35[/C][C]0.034911[/C][C]0.2419[/C][C]0.404954[/C][/ROW]
[ROW][C]36[/C][C]-0.063919[/C][C]-0.4428[/C][C]0.329933[/C][/ROW]
[ROW][C]37[/C][C]0.016261[/C][C]0.1127[/C][C]0.455386[/C][/ROW]
[ROW][C]38[/C][C]0.014778[/C][C]0.1024[/C][C]0.459438[/C][/ROW]
[ROW][C]39[/C][C]-0.06614[/C][C]-0.4582[/C][C]0.324428[/C][/ROW]
[ROW][C]40[/C][C]0.056077[/C][C]0.3885[/C][C]0.349678[/C][/ROW]
[ROW][C]41[/C][C]0.069361[/C][C]0.4805[/C][C]0.316512[/C][/ROW]
[ROW][C]42[/C][C]-0.022977[/C][C]-0.1592[/C][C]0.437095[/C][/ROW]
[ROW][C]43[/C][C]-0.004061[/C][C]-0.0281[/C][C]0.488834[/C][/ROW]
[ROW][C]44[/C][C]0.019298[/C][C]0.1337[/C][C]0.447098[/C][/ROW]
[ROW][C]45[/C][C]0.002601[/C][C]0.018[/C][C]0.492848[/C][/ROW]
[ROW][C]46[/C][C]-0.003875[/C][C]-0.0268[/C][C]0.489347[/C][/ROW]
[ROW][C]47[/C][C]0.002889[/C][C]0.02[/C][C]0.492058[/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=60623&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60623&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	-0.359702	-2.4921	0.008103
2	-0.043887	-0.3041	0.381199
3	0.314529	2.1791	0.017131
4	-0.193175	-1.3384	0.093543
5	0.019842	0.1375	0.445618
6	0.129126	0.8946	0.187729
7	-0.135308	-0.9374	0.176613
8	-0.096373	-0.6677	0.253764
9	0.168727	1.169	0.124093
10	-0.082649	-0.5726	0.284791
11	-0.065908	-0.4566	0.325001
12	0.115571	0.8007	0.213626
13	-0.204149	-1.4144	0.081852
14	0.219563	1.5212	0.067388
15	-0.070795	-0.4905	0.313013
16	-0.099951	-0.6925	0.245987
17	0.00772	0.0535	0.478783
18	-0.011812	-0.0818	0.467558
19	-0.148832	-1.0311	0.153823
20	0.122533	0.8489	0.200066
21	-0.044056	-0.3052	0.380755
22	-0.200985	-1.3925	0.0851
23	0.225938	1.5653	0.062036
24	-0.130113	-0.9014	0.185925
25	-0.182615	-1.2652	0.105955
26	0.272018	1.8846	0.032774
27	-0.129577	-0.8977	0.186903
28	-0.010414	-0.0722	0.471391
29	0.138916	0.9624	0.170326
30	-0.056031	-0.3882	0.349793
31	-0.015859	-0.1099	0.456484
32	0.080212	0.5557	0.290489
33	-0.050379	-0.349	0.364293
34	-0.037329	-0.2586	0.398515
35	0.034911	0.2419	0.404954
36	-0.063919	-0.4428	0.329933
37	0.016261	0.1127	0.455386
38	0.014778	0.1024	0.459438
39	-0.06614	-0.4582	0.324428
40	0.056077	0.3885	0.349678
41	0.069361	0.4805	0.316512
42	-0.022977	-0.1592	0.437095
43	-0.004061	-0.0281	0.488834
44	0.019298	0.1337	0.447098
45	0.002601	0.018	0.492848
46	-0.003875	-0.0268	0.489347
47	0.002889	0.02	0.492058
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	-0.359702	-2.4921	0.008103
2	-0.199024	-1.3789	0.087163
3	0.267915	1.8562	0.034787
4	0.023725	0.1644	0.435063
5	-0.01042	-0.0722	0.471374
6	0.041077	0.2846	0.388592
7	-0.032634	-0.2261	0.411043
8	-0.191853	-1.3292	0.095034
9	0.025125	0.1741	0.431272
10	0.054455	0.3773	0.353815
11	-0.011026	-0.0764	0.469714
12	0.002227	0.0154	0.493876
13	-0.17503	-1.2126	0.1156
14	0.180176	1.2483	0.108989
15	-0.017526	-0.1214	0.45193
16	-0.048907	-0.3388	0.368104
17	-0.186598	-1.2928	0.101137
18	-0.036822	-0.2551	0.399863
19	-0.191825	-1.329	0.095065
20	0.048168	0.3337	0.370023
21	0.007085	0.0491	0.480526
22	-0.099561	-0.6898	0.246827
23	0.019921	0.138	0.445403
24	-0.120589	-0.8355	0.203797
25	-0.208685	-1.4458	0.077364
26	0.02463	0.1706	0.432612
27	0.099822	0.6916	0.246265
28	0.042005	0.291	0.386144
29	0.01036	0.0718	0.471539
30	-0.030009	-0.2079	0.41809
31	0.061543	0.4264	0.335867
32	-0.086462	-0.599	0.275986
33	-0.029231	-0.2025	0.420185
34	-0.068	-0.4711	0.319845
35	-0.097704	-0.6769	0.250855
36	-0.103286	-0.7156	0.238856
37	-0.047714	-0.3306	0.371204
38	-0.006803	-0.0471	0.481301
39	0.030581	0.2119	0.416553
40	-0.066545	-0.461	0.323426
41	0.000865	0.006	0.497622
42	0.028927	0.2004	0.421003
43	-0.093911	-0.6506	0.259192
44	-0.093378	-0.6469	0.260376
45	0.07231	0.501	0.309338
46	-0.011378	-0.0788	0.468749
47	-0.059022	-0.4089	0.342209
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 & -0.359702 & -2.4921 & 0.008103 \tabularnewline
2 & -0.199024 & -1.3789 & 0.087163 \tabularnewline
3 & 0.267915 & 1.8562 & 0.034787 \tabularnewline
4 & 0.023725 & 0.1644 & 0.435063 \tabularnewline
5 & -0.01042 & -0.0722 & 0.471374 \tabularnewline
6 & 0.041077 & 0.2846 & 0.388592 \tabularnewline
7 & -0.032634 & -0.2261 & 0.411043 \tabularnewline
8 & -0.191853 & -1.3292 & 0.095034 \tabularnewline
9 & 0.025125 & 0.1741 & 0.431272 \tabularnewline
10 & 0.054455 & 0.3773 & 0.353815 \tabularnewline
11 & -0.011026 & -0.0764 & 0.469714 \tabularnewline
12 & 0.002227 & 0.0154 & 0.493876 \tabularnewline
13 & -0.17503 & -1.2126 & 0.1156 \tabularnewline
14 & 0.180176 & 1.2483 & 0.108989 \tabularnewline
15 & -0.017526 & -0.1214 & 0.45193 \tabularnewline
16 & -0.048907 & -0.3388 & 0.368104 \tabularnewline
17 & -0.186598 & -1.2928 & 0.101137 \tabularnewline
18 & -0.036822 & -0.2551 & 0.399863 \tabularnewline
19 & -0.191825 & -1.329 & 0.095065 \tabularnewline
20 & 0.048168 & 0.3337 & 0.370023 \tabularnewline
21 & 0.007085 & 0.0491 & 0.480526 \tabularnewline
22 & -0.099561 & -0.6898 & 0.246827 \tabularnewline
23 & 0.019921 & 0.138 & 0.445403 \tabularnewline
24 & -0.120589 & -0.8355 & 0.203797 \tabularnewline
25 & -0.208685 & -1.4458 & 0.077364 \tabularnewline
26 & 0.02463 & 0.1706 & 0.432612 \tabularnewline
27 & 0.099822 & 0.6916 & 0.246265 \tabularnewline
28 & 0.042005 & 0.291 & 0.386144 \tabularnewline
29 & 0.01036 & 0.0718 & 0.471539 \tabularnewline
30 & -0.030009 & -0.2079 & 0.41809 \tabularnewline
31 & 0.061543 & 0.4264 & 0.335867 \tabularnewline
32 & -0.086462 & -0.599 & 0.275986 \tabularnewline
33 & -0.029231 & -0.2025 & 0.420185 \tabularnewline
34 & -0.068 & -0.4711 & 0.319845 \tabularnewline
35 & -0.097704 & -0.6769 & 0.250855 \tabularnewline
36 & -0.103286 & -0.7156 & 0.238856 \tabularnewline
37 & -0.047714 & -0.3306 & 0.371204 \tabularnewline
38 & -0.006803 & -0.0471 & 0.481301 \tabularnewline
39 & 0.030581 & 0.2119 & 0.416553 \tabularnewline
40 & -0.066545 & -0.461 & 0.323426 \tabularnewline
41 & 0.000865 & 0.006 & 0.497622 \tabularnewline
42 & 0.028927 & 0.2004 & 0.421003 \tabularnewline
43 & -0.093911 & -0.6506 & 0.259192 \tabularnewline
44 & -0.093378 & -0.6469 & 0.260376 \tabularnewline
45 & 0.07231 & 0.501 & 0.309338 \tabularnewline
46 & -0.011378 & -0.0788 & 0.468749 \tabularnewline
47 & -0.059022 & -0.4089 & 0.342209 \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=60623&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]-0.359702[/C][C]-2.4921[/C][C]0.008103[/C][/ROW]
[ROW][C]2[/C][C]-0.199024[/C][C]-1.3789[/C][C]0.087163[/C][/ROW]
[ROW][C]3[/C][C]0.267915[/C][C]1.8562[/C][C]0.034787[/C][/ROW]
[ROW][C]4[/C][C]0.023725[/C][C]0.1644[/C][C]0.435063[/C][/ROW]
[ROW][C]5[/C][C]-0.01042[/C][C]-0.0722[/C][C]0.471374[/C][/ROW]
[ROW][C]6[/C][C]0.041077[/C][C]0.2846[/C][C]0.388592[/C][/ROW]
[ROW][C]7[/C][C]-0.032634[/C][C]-0.2261[/C][C]0.411043[/C][/ROW]
[ROW][C]8[/C][C]-0.191853[/C][C]-1.3292[/C][C]0.095034[/C][/ROW]
[ROW][C]9[/C][C]0.025125[/C][C]0.1741[/C][C]0.431272[/C][/ROW]
[ROW][C]10[/C][C]0.054455[/C][C]0.3773[/C][C]0.353815[/C][/ROW]
[ROW][C]11[/C][C]-0.011026[/C][C]-0.0764[/C][C]0.469714[/C][/ROW]
[ROW][C]12[/C][C]0.002227[/C][C]0.0154[/C][C]0.493876[/C][/ROW]
[ROW][C]13[/C][C]-0.17503[/C][C]-1.2126[/C][C]0.1156[/C][/ROW]
[ROW][C]14[/C][C]0.180176[/C][C]1.2483[/C][C]0.108989[/C][/ROW]
[ROW][C]15[/C][C]-0.017526[/C][C]-0.1214[/C][C]0.45193[/C][/ROW]
[ROW][C]16[/C][C]-0.048907[/C][C]-0.3388[/C][C]0.368104[/C][/ROW]
[ROW][C]17[/C][C]-0.186598[/C][C]-1.2928[/C][C]0.101137[/C][/ROW]
[ROW][C]18[/C][C]-0.036822[/C][C]-0.2551[/C][C]0.399863[/C][/ROW]
[ROW][C]19[/C][C]-0.191825[/C][C]-1.329[/C][C]0.095065[/C][/ROW]
[ROW][C]20[/C][C]0.048168[/C][C]0.3337[/C][C]0.370023[/C][/ROW]
[ROW][C]21[/C][C]0.007085[/C][C]0.0491[/C][C]0.480526[/C][/ROW]
[ROW][C]22[/C][C]-0.099561[/C][C]-0.6898[/C][C]0.246827[/C][/ROW]
[ROW][C]23[/C][C]0.019921[/C][C]0.138[/C][C]0.445403[/C][/ROW]
[ROW][C]24[/C][C]-0.120589[/C][C]-0.8355[/C][C]0.203797[/C][/ROW]
[ROW][C]25[/C][C]-0.208685[/C][C]-1.4458[/C][C]0.077364[/C][/ROW]
[ROW][C]26[/C][C]0.02463[/C][C]0.1706[/C][C]0.432612[/C][/ROW]
[ROW][C]27[/C][C]0.099822[/C][C]0.6916[/C][C]0.246265[/C][/ROW]
[ROW][C]28[/C][C]0.042005[/C][C]0.291[/C][C]0.386144[/C][/ROW]
[ROW][C]29[/C][C]0.01036[/C][C]0.0718[/C][C]0.471539[/C][/ROW]
[ROW][C]30[/C][C]-0.030009[/C][C]-0.2079[/C][C]0.41809[/C][/ROW]
[ROW][C]31[/C][C]0.061543[/C][C]0.4264[/C][C]0.335867[/C][/ROW]
[ROW][C]32[/C][C]-0.086462[/C][C]-0.599[/C][C]0.275986[/C][/ROW]
[ROW][C]33[/C][C]-0.029231[/C][C]-0.2025[/C][C]0.420185[/C][/ROW]
[ROW][C]34[/C][C]-0.068[/C][C]-0.4711[/C][C]0.319845[/C][/ROW]
[ROW][C]35[/C][C]-0.097704[/C][C]-0.6769[/C][C]0.250855[/C][/ROW]
[ROW][C]36[/C][C]-0.103286[/C][C]-0.7156[/C][C]0.238856[/C][/ROW]
[ROW][C]37[/C][C]-0.047714[/C][C]-0.3306[/C][C]0.371204[/C][/ROW]
[ROW][C]38[/C][C]-0.006803[/C][C]-0.0471[/C][C]0.481301[/C][/ROW]
[ROW][C]39[/C][C]0.030581[/C][C]0.2119[/C][C]0.416553[/C][/ROW]
[ROW][C]40[/C][C]-0.066545[/C][C]-0.461[/C][C]0.323426[/C][/ROW]
[ROW][C]41[/C][C]0.000865[/C][C]0.006[/C][C]0.497622[/C][/ROW]
[ROW][C]42[/C][C]0.028927[/C][C]0.2004[/C][C]0.421003[/C][/ROW]
[ROW][C]43[/C][C]-0.093911[/C][C]-0.6506[/C][C]0.259192[/C][/ROW]
[ROW][C]44[/C][C]-0.093378[/C][C]-0.6469[/C][C]0.260376[/C][/ROW]
[ROW][C]45[/C][C]0.07231[/C][C]0.501[/C][C]0.309338[/C][/ROW]
[ROW][C]46[/C][C]-0.011378[/C][C]-0.0788[/C][C]0.468749[/C][/ROW]
[ROW][C]47[/C][C]-0.059022[/C][C]-0.4089[/C][C]0.342209[/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=60623&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60623&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	-0.359702	-2.4921	0.008103
2	-0.199024	-1.3789	0.087163
3	0.267915	1.8562	0.034787
4	0.023725	0.1644	0.435063
5	-0.01042	-0.0722	0.471374
6	0.041077	0.2846	0.388592
7	-0.032634	-0.2261	0.411043
8	-0.191853	-1.3292	0.095034
9	0.025125	0.1741	0.431272
10	0.054455	0.3773	0.353815
11	-0.011026	-0.0764	0.469714
12	0.002227	0.0154	0.493876
13	-0.17503	-1.2126	0.1156
14	0.180176	1.2483	0.108989
15	-0.017526	-0.1214	0.45193
16	-0.048907	-0.3388	0.368104
17	-0.186598	-1.2928	0.101137
18	-0.036822	-0.2551	0.399863
19	-0.191825	-1.329	0.095065
20	0.048168	0.3337	0.370023
21	0.007085	0.0491	0.480526
22	-0.099561	-0.6898	0.246827
23	0.019921	0.138	0.445403
24	-0.120589	-0.8355	0.203797
25	-0.208685	-1.4458	0.077364
26	0.02463	0.1706	0.432612
27	0.099822	0.6916	0.246265
28	0.042005	0.291	0.386144
29	0.01036	0.0718	0.471539
30	-0.030009	-0.2079	0.41809
31	0.061543	0.4264	0.335867
32	-0.086462	-0.599	0.275986
33	-0.029231	-0.2025	0.420185
34	-0.068	-0.4711	0.319845
35	-0.097704	-0.6769	0.250855
36	-0.103286	-0.7156	0.238856
37	-0.047714	-0.3306	0.371204
38	-0.006803	-0.0471	0.481301
39	0.030581	0.2119	0.416553
40	-0.066545	-0.461	0.323426
41	0.000865	0.006	0.497622
42	0.028927	0.2004	0.421003
43	-0.093911	-0.6506	0.259192
44	-0.093378	-0.6469	0.260376
45	0.07231	0.501	0.309338
46	-0.011378	-0.0788	0.468749
47	-0.059022	-0.4089	0.342209
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 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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