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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:19:45 -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/t1259324428k43zc8rj01ljgaa.htm/, Retrieved Sun, 28 Apr 2024 19:41:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60626, Retrieved Sun, 28 Apr 2024 19:41:28 +0000

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IsPrivate?

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User-defined keywords

Workshop 8 - AFC model 3

Estimated Impact

189

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 12:19:45] [5b5bced41faf164488f2c271c918b21f] [Current]
-   P               [(Partial) Autocorrelation Function] [ACF_3] [2009-12-29 15:25:56] [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=60626&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=60626&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60626&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	-0.612722	-4.2006	5.9e-05
2	-0.017006	-0.1166	0.453842
3	0.306403	2.1006	0.020534
4	-0.257486	-1.7652	0.04201
5	0.048969	0.3357	0.36929
6	0.122393	0.8391	0.202835
7	-0.101077	-0.693	0.245875
8	-0.084266	-0.5777	0.283112
9	0.185818	1.2739	0.104481
10	-0.092633	-0.6351	0.264234
11	-0.062344	-0.4274	0.335516
12	0.183174	1.2558	0.107702
13	-0.27398	-1.8783	0.033275
14	0.268318	1.8395	0.036082
15	-0.107769	-0.7388	0.231844
16	-0.043363	-0.2973	0.38378
17	0.047134	0.3231	0.374015
18	0.037674	0.2583	0.398659
19	-0.138462	-0.9492	0.173675
20	0.15463	1.0601	0.147261
21	-0.002332	-0.016	0.493656
22	-0.211276	-1.4484	0.077067
23	0.284464	1.9502	0.028566
24	-0.112322	-0.77	0.222565
25	-0.185238	-1.2699	0.105181
26	0.313893	2.1519	0.018285
27	-0.193878	-1.3292	0.095106
28	0.001808	0.0124	0.495082
29	0.10188	0.6985	0.244167
30	-0.072376	-0.4962	0.311039
31	-0.020325	-0.1393	0.444888
32	0.073965	0.5071	0.307235
33	-0.039528	-0.271	0.393794
34	-0.02898	-0.1987	0.421685
35	0.062968	0.4317	0.333972
36	-0.064407	-0.4416	0.330418
37	0.032299	0.2214	0.412859
38	0.02501	0.1715	0.432299
39	-0.073183	-0.5017	0.309105
40	0.043862	0.3007	0.382485
41	0.030975	0.2124	0.416375
42	-0.02828	-0.1939	0.423553
43	-0.014981	-0.1027	0.459317
44	0.011281	0.0773	0.46934
45	0.004128	0.0283	0.488771
46	-0.002828	-0.0194	0.492306
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 & -0.612722 & -4.2006 & 5.9e-05 \tabularnewline
2 & -0.017006 & -0.1166 & 0.453842 \tabularnewline
3 & 0.306403 & 2.1006 & 0.020534 \tabularnewline
4 & -0.257486 & -1.7652 & 0.04201 \tabularnewline
5 & 0.048969 & 0.3357 & 0.36929 \tabularnewline
6 & 0.122393 & 0.8391 & 0.202835 \tabularnewline
7 & -0.101077 & -0.693 & 0.245875 \tabularnewline
8 & -0.084266 & -0.5777 & 0.283112 \tabularnewline
9 & 0.185818 & 1.2739 & 0.104481 \tabularnewline
10 & -0.092633 & -0.6351 & 0.264234 \tabularnewline
11 & -0.062344 & -0.4274 & 0.335516 \tabularnewline
12 & 0.183174 & 1.2558 & 0.107702 \tabularnewline
13 & -0.27398 & -1.8783 & 0.033275 \tabularnewline
14 & 0.268318 & 1.8395 & 0.036082 \tabularnewline
15 & -0.107769 & -0.7388 & 0.231844 \tabularnewline
16 & -0.043363 & -0.2973 & 0.38378 \tabularnewline
17 & 0.047134 & 0.3231 & 0.374015 \tabularnewline
18 & 0.037674 & 0.2583 & 0.398659 \tabularnewline
19 & -0.138462 & -0.9492 & 0.173675 \tabularnewline
20 & 0.15463 & 1.0601 & 0.147261 \tabularnewline
21 & -0.002332 & -0.016 & 0.493656 \tabularnewline
22 & -0.211276 & -1.4484 & 0.077067 \tabularnewline
23 & 0.284464 & 1.9502 & 0.028566 \tabularnewline
24 & -0.112322 & -0.77 & 0.222565 \tabularnewline
25 & -0.185238 & -1.2699 & 0.105181 \tabularnewline
26 & 0.313893 & 2.1519 & 0.018285 \tabularnewline
27 & -0.193878 & -1.3292 & 0.095106 \tabularnewline
28 & 0.001808 & 0.0124 & 0.495082 \tabularnewline
29 & 0.10188 & 0.6985 & 0.244167 \tabularnewline
30 & -0.072376 & -0.4962 & 0.311039 \tabularnewline
31 & -0.020325 & -0.1393 & 0.444888 \tabularnewline
32 & 0.073965 & 0.5071 & 0.307235 \tabularnewline
33 & -0.039528 & -0.271 & 0.393794 \tabularnewline
34 & -0.02898 & -0.1987 & 0.421685 \tabularnewline
35 & 0.062968 & 0.4317 & 0.333972 \tabularnewline
36 & -0.064407 & -0.4416 & 0.330418 \tabularnewline
37 & 0.032299 & 0.2214 & 0.412859 \tabularnewline
38 & 0.02501 & 0.1715 & 0.432299 \tabularnewline
39 & -0.073183 & -0.5017 & 0.309105 \tabularnewline
40 & 0.043862 & 0.3007 & 0.382485 \tabularnewline
41 & 0.030975 & 0.2124 & 0.416375 \tabularnewline
42 & -0.02828 & -0.1939 & 0.423553 \tabularnewline
43 & -0.014981 & -0.1027 & 0.459317 \tabularnewline
44 & 0.011281 & 0.0773 & 0.46934 \tabularnewline
45 & 0.004128 & 0.0283 & 0.488771 \tabularnewline
46 & -0.002828 & -0.0194 & 0.492306 \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=60626&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]-0.612722[/C][C]-4.2006[/C][C]5.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.017006[/C][C]-0.1166[/C][C]0.453842[/C][/ROW]
[ROW][C]3[/C][C]0.306403[/C][C]2.1006[/C][C]0.020534[/C][/ROW]
[ROW][C]4[/C][C]-0.257486[/C][C]-1.7652[/C][C]0.04201[/C][/ROW]
[ROW][C]5[/C][C]0.048969[/C][C]0.3357[/C][C]0.36929[/C][/ROW]
[ROW][C]6[/C][C]0.122393[/C][C]0.8391[/C][C]0.202835[/C][/ROW]
[ROW][C]7[/C][C]-0.101077[/C][C]-0.693[/C][C]0.245875[/C][/ROW]
[ROW][C]8[/C][C]-0.084266[/C][C]-0.5777[/C][C]0.283112[/C][/ROW]
[ROW][C]9[/C][C]0.185818[/C][C]1.2739[/C][C]0.104481[/C][/ROW]
[ROW][C]10[/C][C]-0.092633[/C][C]-0.6351[/C][C]0.264234[/C][/ROW]
[ROW][C]11[/C][C]-0.062344[/C][C]-0.4274[/C][C]0.335516[/C][/ROW]
[ROW][C]12[/C][C]0.183174[/C][C]1.2558[/C][C]0.107702[/C][/ROW]
[ROW][C]13[/C][C]-0.27398[/C][C]-1.8783[/C][C]0.033275[/C][/ROW]
[ROW][C]14[/C][C]0.268318[/C][C]1.8395[/C][C]0.036082[/C][/ROW]
[ROW][C]15[/C][C]-0.107769[/C][C]-0.7388[/C][C]0.231844[/C][/ROW]
[ROW][C]16[/C][C]-0.043363[/C][C]-0.2973[/C][C]0.38378[/C][/ROW]
[ROW][C]17[/C][C]0.047134[/C][C]0.3231[/C][C]0.374015[/C][/ROW]
[ROW][C]18[/C][C]0.037674[/C][C]0.2583[/C][C]0.398659[/C][/ROW]
[ROW][C]19[/C][C]-0.138462[/C][C]-0.9492[/C][C]0.173675[/C][/ROW]
[ROW][C]20[/C][C]0.15463[/C][C]1.0601[/C][C]0.147261[/C][/ROW]
[ROW][C]21[/C][C]-0.002332[/C][C]-0.016[/C][C]0.493656[/C][/ROW]
[ROW][C]22[/C][C]-0.211276[/C][C]-1.4484[/C][C]0.077067[/C][/ROW]
[ROW][C]23[/C][C]0.284464[/C][C]1.9502[/C][C]0.028566[/C][/ROW]
[ROW][C]24[/C][C]-0.112322[/C][C]-0.77[/C][C]0.222565[/C][/ROW]
[ROW][C]25[/C][C]-0.185238[/C][C]-1.2699[/C][C]0.105181[/C][/ROW]
[ROW][C]26[/C][C]0.313893[/C][C]2.1519[/C][C]0.018285[/C][/ROW]
[ROW][C]27[/C][C]-0.193878[/C][C]-1.3292[/C][C]0.095106[/C][/ROW]
[ROW][C]28[/C][C]0.001808[/C][C]0.0124[/C][C]0.495082[/C][/ROW]
[ROW][C]29[/C][C]0.10188[/C][C]0.6985[/C][C]0.244167[/C][/ROW]
[ROW][C]30[/C][C]-0.072376[/C][C]-0.4962[/C][C]0.311039[/C][/ROW]
[ROW][C]31[/C][C]-0.020325[/C][C]-0.1393[/C][C]0.444888[/C][/ROW]
[ROW][C]32[/C][C]0.073965[/C][C]0.5071[/C][C]0.307235[/C][/ROW]
[ROW][C]33[/C][C]-0.039528[/C][C]-0.271[/C][C]0.393794[/C][/ROW]
[ROW][C]34[/C][C]-0.02898[/C][C]-0.1987[/C][C]0.421685[/C][/ROW]
[ROW][C]35[/C][C]0.062968[/C][C]0.4317[/C][C]0.333972[/C][/ROW]
[ROW][C]36[/C][C]-0.064407[/C][C]-0.4416[/C][C]0.330418[/C][/ROW]
[ROW][C]37[/C][C]0.032299[/C][C]0.2214[/C][C]0.412859[/C][/ROW]
[ROW][C]38[/C][C]0.02501[/C][C]0.1715[/C][C]0.432299[/C][/ROW]
[ROW][C]39[/C][C]-0.073183[/C][C]-0.5017[/C][C]0.309105[/C][/ROW]
[ROW][C]40[/C][C]0.043862[/C][C]0.3007[/C][C]0.382485[/C][/ROW]
[ROW][C]41[/C][C]0.030975[/C][C]0.2124[/C][C]0.416375[/C][/ROW]
[ROW][C]42[/C][C]-0.02828[/C][C]-0.1939[/C][C]0.423553[/C][/ROW]
[ROW][C]43[/C][C]-0.014981[/C][C]-0.1027[/C][C]0.459317[/C][/ROW]
[ROW][C]44[/C][C]0.011281[/C][C]0.0773[/C][C]0.46934[/C][/ROW]
[ROW][C]45[/C][C]0.004128[/C][C]0.0283[/C][C]0.488771[/C][/ROW]
[ROW][C]46[/C][C]-0.002828[/C][C]-0.0194[/C][C]0.492306[/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=60626&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60626&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	-0.612722	-4.2006	5.9e-05
2	-0.017006	-0.1166	0.453842
3	0.306403	2.1006	0.020534
4	-0.257486	-1.7652	0.04201
5	0.048969	0.3357	0.36929
6	0.122393	0.8391	0.202835
7	-0.101077	-0.693	0.245875
8	-0.084266	-0.5777	0.283112
9	0.185818	1.2739	0.104481
10	-0.092633	-0.6351	0.264234
11	-0.062344	-0.4274	0.335516
12	0.183174	1.2558	0.107702
13	-0.27398	-1.8783	0.033275
14	0.268318	1.8395	0.036082
15	-0.107769	-0.7388	0.231844
16	-0.043363	-0.2973	0.38378
17	0.047134	0.3231	0.374015
18	0.037674	0.2583	0.398659
19	-0.138462	-0.9492	0.173675
20	0.15463	1.0601	0.147261
21	-0.002332	-0.016	0.493656
22	-0.211276	-1.4484	0.077067
23	0.284464	1.9502	0.028566
24	-0.112322	-0.77	0.222565
25	-0.185238	-1.2699	0.105181
26	0.313893	2.1519	0.018285
27	-0.193878	-1.3292	0.095106
28	0.001808	0.0124	0.495082
29	0.10188	0.6985	0.244167
30	-0.072376	-0.4962	0.311039
31	-0.020325	-0.1393	0.444888
32	0.073965	0.5071	0.307235
33	-0.039528	-0.271	0.393794
34	-0.02898	-0.1987	0.421685
35	0.062968	0.4317	0.333972
36	-0.064407	-0.4416	0.330418
37	0.032299	0.2214	0.412859
38	0.02501	0.1715	0.432299
39	-0.073183	-0.5017	0.309105
40	0.043862	0.3007	0.382485
41	0.030975	0.2124	0.416375
42	-0.02828	-0.1939	0.423553
43	-0.014981	-0.1027	0.459317
44	0.011281	0.0773	0.46934
45	0.004128	0.0283	0.488771
46	-0.002828	-0.0194	0.492306
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	-0.612722	-4.2006	5.9e-05
2	-0.628326	-4.3076	4.2e-05
3	-0.252792	-1.7331	0.044822
4	-0.20626	-1.414	0.081969
5	-0.211163	-1.4477	0.077175
6	-0.106446	-0.7298	0.234581
7	0.059085	0.4051	0.343632
8	-0.152692	-1.0468	0.150272
9	-0.140472	-0.963	0.170231
10	-0.058237	-0.3992	0.345759
11	-0.06882	-0.4718	0.319623
12	0.107819	0.7392	0.23174
13	-0.226142	-1.5504	0.063882
14	0.007604	0.0521	0.479324
15	0.012177	0.0835	0.466911
16	0.119625	0.8201	0.208147
17	-0.043553	-0.2986	0.383286
18	0.108044	0.7407	0.231276
19	-0.128417	-0.8804	0.191566
20	-0.049141	-0.3369	0.368847
21	0.058632	0.402	0.344768
22	-0.057952	-0.3973	0.346472
23	0.085022	0.5829	0.28138
24	0.14376	0.9856	0.164696
25	-0.096585	-0.6622	0.255552
26	-0.136245	-0.934	0.177526
27	-0.06426	-0.4405	0.330781
28	-0.019122	-0.1311	0.44813
29	0.002915	0.02	0.492071
30	-0.0753	-0.5162	0.304058
31	0.058101	0.3983	0.3461
32	-0.022595	-0.1549	0.43878
33	0.016273	0.1116	0.455823
34	0.030699	0.2105	0.417109
35	0.02604	0.1785	0.42954
36	-0.030572	-0.2096	0.417446
37	-0.054812	-0.3758	0.354388
38	-0.08011	-0.5492	0.292731
39	0.015266	0.1047	0.458546
40	-0.065542	-0.4493	0.327629
41	-0.066484	-0.4558	0.32532
42	0.068569	0.4701	0.320233
43	0.058733	0.4027	0.344516
44	-0.111843	-0.7668	0.22353
45	-0.023575	-0.1616	0.436148
46	0.01522	0.1043	0.458672
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 & -0.612722 & -4.2006 & 5.9e-05 \tabularnewline
2 & -0.628326 & -4.3076 & 4.2e-05 \tabularnewline
3 & -0.252792 & -1.7331 & 0.044822 \tabularnewline
4 & -0.20626 & -1.414 & 0.081969 \tabularnewline
5 & -0.211163 & -1.4477 & 0.077175 \tabularnewline
6 & -0.106446 & -0.7298 & 0.234581 \tabularnewline
7 & 0.059085 & 0.4051 & 0.343632 \tabularnewline
8 & -0.152692 & -1.0468 & 0.150272 \tabularnewline
9 & -0.140472 & -0.963 & 0.170231 \tabularnewline
10 & -0.058237 & -0.3992 & 0.345759 \tabularnewline
11 & -0.06882 & -0.4718 & 0.319623 \tabularnewline
12 & 0.107819 & 0.7392 & 0.23174 \tabularnewline
13 & -0.226142 & -1.5504 & 0.063882 \tabularnewline
14 & 0.007604 & 0.0521 & 0.479324 \tabularnewline
15 & 0.012177 & 0.0835 & 0.466911 \tabularnewline
16 & 0.119625 & 0.8201 & 0.208147 \tabularnewline
17 & -0.043553 & -0.2986 & 0.383286 \tabularnewline
18 & 0.108044 & 0.7407 & 0.231276 \tabularnewline
19 & -0.128417 & -0.8804 & 0.191566 \tabularnewline
20 & -0.049141 & -0.3369 & 0.368847 \tabularnewline
21 & 0.058632 & 0.402 & 0.344768 \tabularnewline
22 & -0.057952 & -0.3973 & 0.346472 \tabularnewline
23 & 0.085022 & 0.5829 & 0.28138 \tabularnewline
24 & 0.14376 & 0.9856 & 0.164696 \tabularnewline
25 & -0.096585 & -0.6622 & 0.255552 \tabularnewline
26 & -0.136245 & -0.934 & 0.177526 \tabularnewline
27 & -0.06426 & -0.4405 & 0.330781 \tabularnewline
28 & -0.019122 & -0.1311 & 0.44813 \tabularnewline
29 & 0.002915 & 0.02 & 0.492071 \tabularnewline
30 & -0.0753 & -0.5162 & 0.304058 \tabularnewline
31 & 0.058101 & 0.3983 & 0.3461 \tabularnewline
32 & -0.022595 & -0.1549 & 0.43878 \tabularnewline
33 & 0.016273 & 0.1116 & 0.455823 \tabularnewline
34 & 0.030699 & 0.2105 & 0.417109 \tabularnewline
35 & 0.02604 & 0.1785 & 0.42954 \tabularnewline
36 & -0.030572 & -0.2096 & 0.417446 \tabularnewline
37 & -0.054812 & -0.3758 & 0.354388 \tabularnewline
38 & -0.08011 & -0.5492 & 0.292731 \tabularnewline
39 & 0.015266 & 0.1047 & 0.458546 \tabularnewline
40 & -0.065542 & -0.4493 & 0.327629 \tabularnewline
41 & -0.066484 & -0.4558 & 0.32532 \tabularnewline
42 & 0.068569 & 0.4701 & 0.320233 \tabularnewline
43 & 0.058733 & 0.4027 & 0.344516 \tabularnewline
44 & -0.111843 & -0.7668 & 0.22353 \tabularnewline
45 & -0.023575 & -0.1616 & 0.436148 \tabularnewline
46 & 0.01522 & 0.1043 & 0.458672 \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=60626&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]-0.612722[/C][C]-4.2006[/C][C]5.9e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.628326[/C][C]-4.3076[/C][C]4.2e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.252792[/C][C]-1.7331[/C][C]0.044822[/C][/ROW]
[ROW][C]4[/C][C]-0.20626[/C][C]-1.414[/C][C]0.081969[/C][/ROW]
[ROW][C]5[/C][C]-0.211163[/C][C]-1.4477[/C][C]0.077175[/C][/ROW]
[ROW][C]6[/C][C]-0.106446[/C][C]-0.7298[/C][C]0.234581[/C][/ROW]
[ROW][C]7[/C][C]0.059085[/C][C]0.4051[/C][C]0.343632[/C][/ROW]
[ROW][C]8[/C][C]-0.152692[/C][C]-1.0468[/C][C]0.150272[/C][/ROW]
[ROW][C]9[/C][C]-0.140472[/C][C]-0.963[/C][C]0.170231[/C][/ROW]
[ROW][C]10[/C][C]-0.058237[/C][C]-0.3992[/C][C]0.345759[/C][/ROW]
[ROW][C]11[/C][C]-0.06882[/C][C]-0.4718[/C][C]0.319623[/C][/ROW]
[ROW][C]12[/C][C]0.107819[/C][C]0.7392[/C][C]0.23174[/C][/ROW]
[ROW][C]13[/C][C]-0.226142[/C][C]-1.5504[/C][C]0.063882[/C][/ROW]
[ROW][C]14[/C][C]0.007604[/C][C]0.0521[/C][C]0.479324[/C][/ROW]
[ROW][C]15[/C][C]0.012177[/C][C]0.0835[/C][C]0.466911[/C][/ROW]
[ROW][C]16[/C][C]0.119625[/C][C]0.8201[/C][C]0.208147[/C][/ROW]
[ROW][C]17[/C][C]-0.043553[/C][C]-0.2986[/C][C]0.383286[/C][/ROW]
[ROW][C]18[/C][C]0.108044[/C][C]0.7407[/C][C]0.231276[/C][/ROW]
[ROW][C]19[/C][C]-0.128417[/C][C]-0.8804[/C][C]0.191566[/C][/ROW]
[ROW][C]20[/C][C]-0.049141[/C][C]-0.3369[/C][C]0.368847[/C][/ROW]
[ROW][C]21[/C][C]0.058632[/C][C]0.402[/C][C]0.344768[/C][/ROW]
[ROW][C]22[/C][C]-0.057952[/C][C]-0.3973[/C][C]0.346472[/C][/ROW]
[ROW][C]23[/C][C]0.085022[/C][C]0.5829[/C][C]0.28138[/C][/ROW]
[ROW][C]24[/C][C]0.14376[/C][C]0.9856[/C][C]0.164696[/C][/ROW]
[ROW][C]25[/C][C]-0.096585[/C][C]-0.6622[/C][C]0.255552[/C][/ROW]
[ROW][C]26[/C][C]-0.136245[/C][C]-0.934[/C][C]0.177526[/C][/ROW]
[ROW][C]27[/C][C]-0.06426[/C][C]-0.4405[/C][C]0.330781[/C][/ROW]
[ROW][C]28[/C][C]-0.019122[/C][C]-0.1311[/C][C]0.44813[/C][/ROW]
[ROW][C]29[/C][C]0.002915[/C][C]0.02[/C][C]0.492071[/C][/ROW]
[ROW][C]30[/C][C]-0.0753[/C][C]-0.5162[/C][C]0.304058[/C][/ROW]
[ROW][C]31[/C][C]0.058101[/C][C]0.3983[/C][C]0.3461[/C][/ROW]
[ROW][C]32[/C][C]-0.022595[/C][C]-0.1549[/C][C]0.43878[/C][/ROW]
[ROW][C]33[/C][C]0.016273[/C][C]0.1116[/C][C]0.455823[/C][/ROW]
[ROW][C]34[/C][C]0.030699[/C][C]0.2105[/C][C]0.417109[/C][/ROW]
[ROW][C]35[/C][C]0.02604[/C][C]0.1785[/C][C]0.42954[/C][/ROW]
[ROW][C]36[/C][C]-0.030572[/C][C]-0.2096[/C][C]0.417446[/C][/ROW]
[ROW][C]37[/C][C]-0.054812[/C][C]-0.3758[/C][C]0.354388[/C][/ROW]
[ROW][C]38[/C][C]-0.08011[/C][C]-0.5492[/C][C]0.292731[/C][/ROW]
[ROW][C]39[/C][C]0.015266[/C][C]0.1047[/C][C]0.458546[/C][/ROW]
[ROW][C]40[/C][C]-0.065542[/C][C]-0.4493[/C][C]0.327629[/C][/ROW]
[ROW][C]41[/C][C]-0.066484[/C][C]-0.4558[/C][C]0.32532[/C][/ROW]
[ROW][C]42[/C][C]0.068569[/C][C]0.4701[/C][C]0.320233[/C][/ROW]
[ROW][C]43[/C][C]0.058733[/C][C]0.4027[/C][C]0.344516[/C][/ROW]
[ROW][C]44[/C][C]-0.111843[/C][C]-0.7668[/C][C]0.22353[/C][/ROW]
[ROW][C]45[/C][C]-0.023575[/C][C]-0.1616[/C][C]0.436148[/C][/ROW]
[ROW][C]46[/C][C]0.01522[/C][C]0.1043[/C][C]0.458672[/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=60626&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60626&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	-0.612722	-4.2006	5.9e-05
2	-0.628326	-4.3076	4.2e-05
3	-0.252792	-1.7331	0.044822
4	-0.20626	-1.414	0.081969
5	-0.211163	-1.4477	0.077175
6	-0.106446	-0.7298	0.234581
7	0.059085	0.4051	0.343632
8	-0.152692	-1.0468	0.150272
9	-0.140472	-0.963	0.170231
10	-0.058237	-0.3992	0.345759
11	-0.06882	-0.4718	0.319623
12	0.107819	0.7392	0.23174
13	-0.226142	-1.5504	0.063882
14	0.007604	0.0521	0.479324
15	0.012177	0.0835	0.466911
16	0.119625	0.8201	0.208147
17	-0.043553	-0.2986	0.383286
18	0.108044	0.7407	0.231276
19	-0.128417	-0.8804	0.191566
20	-0.049141	-0.3369	0.368847
21	0.058632	0.402	0.344768
22	-0.057952	-0.3973	0.346472
23	0.085022	0.5829	0.28138
24	0.14376	0.9856	0.164696
25	-0.096585	-0.6622	0.255552
26	-0.136245	-0.934	0.177526
27	-0.06426	-0.4405	0.330781
28	-0.019122	-0.1311	0.44813
29	0.002915	0.02	0.492071
30	-0.0753	-0.5162	0.304058
31	0.058101	0.3983	0.3461
32	-0.022595	-0.1549	0.43878
33	0.016273	0.1116	0.455823
34	0.030699	0.2105	0.417109
35	0.02604	0.1785	0.42954
36	-0.030572	-0.2096	0.417446
37	-0.054812	-0.3758	0.354388
38	-0.08011	-0.5492	0.292731
39	0.015266	0.1047	0.458546
40	-0.065542	-0.4493	0.327629
41	-0.066484	-0.4558	0.32532
42	0.068569	0.4701	0.320233
43	0.058733	0.4027	0.344516
44	-0.111843	-0.7668	0.22353
45	-0.023575	-0.1616	0.436148
46	0.01522	0.1043	0.458672
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 = MA ; par7 = 0.95 ;

Parameters (R input):

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