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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:19:35 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/27/t12593245803tsa8iy6pc0gb68.htm/, Retrieved Mon, 29 Apr 2024 05:47:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60631, Retrieved Mon, 29 Apr 2024 05:47:51 +0000

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User-defined keywords

Estimated Impact

149

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 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2009-11-27 12:19:35] [fbab597368601c68e80be601720d8ff9] [Current]
-   P             [(Partial) Autocorrelation Function] [] [2009-11-30 17:42:15] [3af9fa3d2c04a43d660a9a466bdfbaa0] 

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Dataseries X:

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Histogram

Boxplots

1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8
3.2
2.7
2.1
1.9
0.6
0.7
-0.2
-1
-1.7
-0.7
-1

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=60631&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=60631&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60631&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	0.162865	1.2188	0.11402
2	0.103663	0.7757	0.220583
3	0.141654	1.06	0.146839
4	0.264238	1.9774	0.026465
5	0.068917	0.5157	0.304036
6	0.092798	0.6944	0.245141
7	0.03933	0.2943	0.384803
8	-0.000713	-0.0053	0.497881
9	-0.134865	-1.0092	0.1586
10	-0.090703	-0.6788	0.250044
11	0.053237	0.3984	0.345929
12	-0.383352	-2.8687	0.002901
13	-0.203986	-1.5265	0.066258
14	-0.053163	-0.3978	0.346133
15	0.021814	0.1632	0.435457
16	-0.156749	-1.173	0.12288
17	-0.107203	-0.8022	0.212904
18	-0.054069	-0.4046	0.343651
19	0.000981	0.0073	0.497084
20	-0.103101	-0.7715	0.221816
21	-0.034521	-0.2583	0.398548
22	0.04692	0.3511	0.363408
23	-0.029224	-0.2187	0.413841
24	-0.062856	-0.4704	0.319958
25	0.095569	0.7152	0.238738
26	0.015989	0.1196	0.452595
27	-0.069042	-0.5167	0.303714
28	0.016913	0.1266	0.44987
29	0.042024	0.3145	0.377164
30	0.037529	0.2808	0.389934
31	-0.056946	-0.4261	0.335817
32	0.002513	0.0188	0.492531
33	0.07643	0.572	0.284821
34	0.016443	0.1231	0.451254
35	-0.068993	-0.5163	0.303841
36	0.07684	0.575	0.28379
37	-0.046429	-0.3474	0.36478
38	-0.056262	-0.421	0.337675
39	0.040549	0.3034	0.38134
40	0.020667	0.1547	0.438823
41	-0.04555	-0.3409	0.36724
42	-0.055653	-0.4165	0.339328
43	0.032307	0.2418	0.404923
44	0.02889	0.2162	0.414812
45	-0.056271	-0.4211	0.337649
46	-0.069363	-0.5191	0.30288
47	0.000803	0.006	0.497613
48	-0.044735	-0.3348	0.369527
49	0.029083	0.2176	0.41425
50	0.054384	0.407	0.342791
51	-0.074224	-0.5554	0.290403
52	-0.071108	-0.5321	0.298371
53	0.030016	0.2246	0.411546
54	0.020039	0.15	0.440667
55	-0.004323	-0.0324	0.487153
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 & 0.162865 & 1.2188 & 0.11402 \tabularnewline
2 & 0.103663 & 0.7757 & 0.220583 \tabularnewline
3 & 0.141654 & 1.06 & 0.146839 \tabularnewline
4 & 0.264238 & 1.9774 & 0.026465 \tabularnewline
5 & 0.068917 & 0.5157 & 0.304036 \tabularnewline
6 & 0.092798 & 0.6944 & 0.245141 \tabularnewline
7 & 0.03933 & 0.2943 & 0.384803 \tabularnewline
8 & -0.000713 & -0.0053 & 0.497881 \tabularnewline
9 & -0.134865 & -1.0092 & 0.1586 \tabularnewline
10 & -0.090703 & -0.6788 & 0.250044 \tabularnewline
11 & 0.053237 & 0.3984 & 0.345929 \tabularnewline
12 & -0.383352 & -2.8687 & 0.002901 \tabularnewline
13 & -0.203986 & -1.5265 & 0.066258 \tabularnewline
14 & -0.053163 & -0.3978 & 0.346133 \tabularnewline
15 & 0.021814 & 0.1632 & 0.435457 \tabularnewline
16 & -0.156749 & -1.173 & 0.12288 \tabularnewline
17 & -0.107203 & -0.8022 & 0.212904 \tabularnewline
18 & -0.054069 & -0.4046 & 0.343651 \tabularnewline
19 & 0.000981 & 0.0073 & 0.497084 \tabularnewline
20 & -0.103101 & -0.7715 & 0.221816 \tabularnewline
21 & -0.034521 & -0.2583 & 0.398548 \tabularnewline
22 & 0.04692 & 0.3511 & 0.363408 \tabularnewline
23 & -0.029224 & -0.2187 & 0.413841 \tabularnewline
24 & -0.062856 & -0.4704 & 0.319958 \tabularnewline
25 & 0.095569 & 0.7152 & 0.238738 \tabularnewline
26 & 0.015989 & 0.1196 & 0.452595 \tabularnewline
27 & -0.069042 & -0.5167 & 0.303714 \tabularnewline
28 & 0.016913 & 0.1266 & 0.44987 \tabularnewline
29 & 0.042024 & 0.3145 & 0.377164 \tabularnewline
30 & 0.037529 & 0.2808 & 0.389934 \tabularnewline
31 & -0.056946 & -0.4261 & 0.335817 \tabularnewline
32 & 0.002513 & 0.0188 & 0.492531 \tabularnewline
33 & 0.07643 & 0.572 & 0.284821 \tabularnewline
34 & 0.016443 & 0.1231 & 0.451254 \tabularnewline
35 & -0.068993 & -0.5163 & 0.303841 \tabularnewline
36 & 0.07684 & 0.575 & 0.28379 \tabularnewline
37 & -0.046429 & -0.3474 & 0.36478 \tabularnewline
38 & -0.056262 & -0.421 & 0.337675 \tabularnewline
39 & 0.040549 & 0.3034 & 0.38134 \tabularnewline
40 & 0.020667 & 0.1547 & 0.438823 \tabularnewline
41 & -0.04555 & -0.3409 & 0.36724 \tabularnewline
42 & -0.055653 & -0.4165 & 0.339328 \tabularnewline
43 & 0.032307 & 0.2418 & 0.404923 \tabularnewline
44 & 0.02889 & 0.2162 & 0.414812 \tabularnewline
45 & -0.056271 & -0.4211 & 0.337649 \tabularnewline
46 & -0.069363 & -0.5191 & 0.30288 \tabularnewline
47 & 0.000803 & 0.006 & 0.497613 \tabularnewline
48 & -0.044735 & -0.3348 & 0.369527 \tabularnewline
49 & 0.029083 & 0.2176 & 0.41425 \tabularnewline
50 & 0.054384 & 0.407 & 0.342791 \tabularnewline
51 & -0.074224 & -0.5554 & 0.290403 \tabularnewline
52 & -0.071108 & -0.5321 & 0.298371 \tabularnewline
53 & 0.030016 & 0.2246 & 0.411546 \tabularnewline
54 & 0.020039 & 0.15 & 0.440667 \tabularnewline
55 & -0.004323 & -0.0324 & 0.487153 \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=60631&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]0.162865[/C][C]1.2188[/C][C]0.11402[/C][/ROW]
[ROW][C]2[/C][C]0.103663[/C][C]0.7757[/C][C]0.220583[/C][/ROW]
[ROW][C]3[/C][C]0.141654[/C][C]1.06[/C][C]0.146839[/C][/ROW]
[ROW][C]4[/C][C]0.264238[/C][C]1.9774[/C][C]0.026465[/C][/ROW]
[ROW][C]5[/C][C]0.068917[/C][C]0.5157[/C][C]0.304036[/C][/ROW]
[ROW][C]6[/C][C]0.092798[/C][C]0.6944[/C][C]0.245141[/C][/ROW]
[ROW][C]7[/C][C]0.03933[/C][C]0.2943[/C][C]0.384803[/C][/ROW]
[ROW][C]8[/C][C]-0.000713[/C][C]-0.0053[/C][C]0.497881[/C][/ROW]
[ROW][C]9[/C][C]-0.134865[/C][C]-1.0092[/C][C]0.1586[/C][/ROW]
[ROW][C]10[/C][C]-0.090703[/C][C]-0.6788[/C][C]0.250044[/C][/ROW]
[ROW][C]11[/C][C]0.053237[/C][C]0.3984[/C][C]0.345929[/C][/ROW]
[ROW][C]12[/C][C]-0.383352[/C][C]-2.8687[/C][C]0.002901[/C][/ROW]
[ROW][C]13[/C][C]-0.203986[/C][C]-1.5265[/C][C]0.066258[/C][/ROW]
[ROW][C]14[/C][C]-0.053163[/C][C]-0.3978[/C][C]0.346133[/C][/ROW]
[ROW][C]15[/C][C]0.021814[/C][C]0.1632[/C][C]0.435457[/C][/ROW]
[ROW][C]16[/C][C]-0.156749[/C][C]-1.173[/C][C]0.12288[/C][/ROW]
[ROW][C]17[/C][C]-0.107203[/C][C]-0.8022[/C][C]0.212904[/C][/ROW]
[ROW][C]18[/C][C]-0.054069[/C][C]-0.4046[/C][C]0.343651[/C][/ROW]
[ROW][C]19[/C][C]0.000981[/C][C]0.0073[/C][C]0.497084[/C][/ROW]
[ROW][C]20[/C][C]-0.103101[/C][C]-0.7715[/C][C]0.221816[/C][/ROW]
[ROW][C]21[/C][C]-0.034521[/C][C]-0.2583[/C][C]0.398548[/C][/ROW]
[ROW][C]22[/C][C]0.04692[/C][C]0.3511[/C][C]0.363408[/C][/ROW]
[ROW][C]23[/C][C]-0.029224[/C][C]-0.2187[/C][C]0.413841[/C][/ROW]
[ROW][C]24[/C][C]-0.062856[/C][C]-0.4704[/C][C]0.319958[/C][/ROW]
[ROW][C]25[/C][C]0.095569[/C][C]0.7152[/C][C]0.238738[/C][/ROW]
[ROW][C]26[/C][C]0.015989[/C][C]0.1196[/C][C]0.452595[/C][/ROW]
[ROW][C]27[/C][C]-0.069042[/C][C]-0.5167[/C][C]0.303714[/C][/ROW]
[ROW][C]28[/C][C]0.016913[/C][C]0.1266[/C][C]0.44987[/C][/ROW]
[ROW][C]29[/C][C]0.042024[/C][C]0.3145[/C][C]0.377164[/C][/ROW]
[ROW][C]30[/C][C]0.037529[/C][C]0.2808[/C][C]0.389934[/C][/ROW]
[ROW][C]31[/C][C]-0.056946[/C][C]-0.4261[/C][C]0.335817[/C][/ROW]
[ROW][C]32[/C][C]0.002513[/C][C]0.0188[/C][C]0.492531[/C][/ROW]
[ROW][C]33[/C][C]0.07643[/C][C]0.572[/C][C]0.284821[/C][/ROW]
[ROW][C]34[/C][C]0.016443[/C][C]0.1231[/C][C]0.451254[/C][/ROW]
[ROW][C]35[/C][C]-0.068993[/C][C]-0.5163[/C][C]0.303841[/C][/ROW]
[ROW][C]36[/C][C]0.07684[/C][C]0.575[/C][C]0.28379[/C][/ROW]
[ROW][C]37[/C][C]-0.046429[/C][C]-0.3474[/C][C]0.36478[/C][/ROW]
[ROW][C]38[/C][C]-0.056262[/C][C]-0.421[/C][C]0.337675[/C][/ROW]
[ROW][C]39[/C][C]0.040549[/C][C]0.3034[/C][C]0.38134[/C][/ROW]
[ROW][C]40[/C][C]0.020667[/C][C]0.1547[/C][C]0.438823[/C][/ROW]
[ROW][C]41[/C][C]-0.04555[/C][C]-0.3409[/C][C]0.36724[/C][/ROW]
[ROW][C]42[/C][C]-0.055653[/C][C]-0.4165[/C][C]0.339328[/C][/ROW]
[ROW][C]43[/C][C]0.032307[/C][C]0.2418[/C][C]0.404923[/C][/ROW]
[ROW][C]44[/C][C]0.02889[/C][C]0.2162[/C][C]0.414812[/C][/ROW]
[ROW][C]45[/C][C]-0.056271[/C][C]-0.4211[/C][C]0.337649[/C][/ROW]
[ROW][C]46[/C][C]-0.069363[/C][C]-0.5191[/C][C]0.30288[/C][/ROW]
[ROW][C]47[/C][C]0.000803[/C][C]0.006[/C][C]0.497613[/C][/ROW]
[ROW][C]48[/C][C]-0.044735[/C][C]-0.3348[/C][C]0.369527[/C][/ROW]
[ROW][C]49[/C][C]0.029083[/C][C]0.2176[/C][C]0.41425[/C][/ROW]
[ROW][C]50[/C][C]0.054384[/C][C]0.407[/C][C]0.342791[/C][/ROW]
[ROW][C]51[/C][C]-0.074224[/C][C]-0.5554[/C][C]0.290403[/C][/ROW]
[ROW][C]52[/C][C]-0.071108[/C][C]-0.5321[/C][C]0.298371[/C][/ROW]
[ROW][C]53[/C][C]0.030016[/C][C]0.2246[/C][C]0.411546[/C][/ROW]
[ROW][C]54[/C][C]0.020039[/C][C]0.15[/C][C]0.440667[/C][/ROW]
[ROW][C]55[/C][C]-0.004323[/C][C]-0.0324[/C][C]0.487153[/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=60631&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60631&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	0.162865	1.2188	0.11402
2	0.103663	0.7757	0.220583
3	0.141654	1.06	0.146839
4	0.264238	1.9774	0.026465
5	0.068917	0.5157	0.304036
6	0.092798	0.6944	0.245141
7	0.03933	0.2943	0.384803
8	-0.000713	-0.0053	0.497881
9	-0.134865	-1.0092	0.1586
10	-0.090703	-0.6788	0.250044
11	0.053237	0.3984	0.345929
12	-0.383352	-2.8687	0.002901
13	-0.203986	-1.5265	0.066258
14	-0.053163	-0.3978	0.346133
15	0.021814	0.1632	0.435457
16	-0.156749	-1.173	0.12288
17	-0.107203	-0.8022	0.212904
18	-0.054069	-0.4046	0.343651
19	0.000981	0.0073	0.497084
20	-0.103101	-0.7715	0.221816
21	-0.034521	-0.2583	0.398548
22	0.04692	0.3511	0.363408
23	-0.029224	-0.2187	0.413841
24	-0.062856	-0.4704	0.319958
25	0.095569	0.7152	0.238738
26	0.015989	0.1196	0.452595
27	-0.069042	-0.5167	0.303714
28	0.016913	0.1266	0.44987
29	0.042024	0.3145	0.377164
30	0.037529	0.2808	0.389934
31	-0.056946	-0.4261	0.335817
32	0.002513	0.0188	0.492531
33	0.07643	0.572	0.284821
34	0.016443	0.1231	0.451254
35	-0.068993	-0.5163	0.303841
36	0.07684	0.575	0.28379
37	-0.046429	-0.3474	0.36478
38	-0.056262	-0.421	0.337675
39	0.040549	0.3034	0.38134
40	0.020667	0.1547	0.438823
41	-0.04555	-0.3409	0.36724
42	-0.055653	-0.4165	0.339328
43	0.032307	0.2418	0.404923
44	0.02889	0.2162	0.414812
45	-0.056271	-0.4211	0.337649
46	-0.069363	-0.5191	0.30288
47	0.000803	0.006	0.497613
48	-0.044735	-0.3348	0.369527
49	0.029083	0.2176	0.41425
50	0.054384	0.407	0.342791
51	-0.074224	-0.5554	0.290403
52	-0.071108	-0.5321	0.298371
53	0.030016	0.2246	0.411546
54	0.020039	0.15	0.440667
55	-0.004323	-0.0324	0.487153
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	0.162865	1.2188	0.11402
2	0.07924	0.593	0.277793
3	0.117023	0.8757	0.192463
4	0.22938	1.7165	0.045797
5	-0.015535	-0.1163	0.453933
6	0.042332	0.3168	0.376294
7	-0.036773	-0.2752	0.392095
8	-0.08067	-0.6037	0.274248
9	-0.167537	-1.2537	0.107574
10	-0.099294	-0.743	0.23028
11	0.103888	0.7774	0.220089
12	-0.401286	-3.003	0.001996
13	-0.037241	-0.2787	0.390756
14	0.071707	0.5366	0.296833
15	0.111121	0.8316	0.204597
16	0.05931	0.4438	0.329437
17	-0.036819	-0.2755	0.391964
18	0.03393	0.2539	0.400248
19	-0.011828	-0.0885	0.464892
20	-0.078768	-0.5894	0.278967
21	-0.114287	-0.8552	0.198029
22	-0.04011	-0.3002	0.382586
23	0.057233	0.4283	0.33504
24	-0.18406	-1.3774	0.086938
25	0.080094	0.5994	0.275672
26	-0.01829	-0.1369	0.445811
27	0.020652	0.1545	0.438869
28	0.091823	0.6871	0.247415
29	-0.073005	-0.5463	0.293509
30	0.050109	0.375	0.354546
31	-0.075483	-0.5649	0.287212
32	-0.030762	-0.2302	0.409387
33	-0.006087	-0.0456	0.481915
34	-0.026843	-0.2009	0.420763
35	0.010988	0.0822	0.46738
36	-0.043981	-0.3291	0.371645
37	-0.028145	-0.2106	0.416975
38	-0.058759	-0.4397	0.330918
39	0.07741	0.5793	0.28236
40	0.010629	0.0795	0.468443
41	-0.077488	-0.5799	0.282165
42	0.033606	0.2515	0.40118
43	0.006068	0.0454	0.48197
44	-0.01028	-0.0769	0.469477
45	-0.045927	-0.3437	0.366186
46	-0.030397	-0.2275	0.410444
47	-0.070302	-0.5261	0.300452
48	-0.046986	-0.3516	0.363225
49	0.090757	0.6792	0.249916
50	0.001616	0.0121	0.495196
51	-0.068571	-0.5131	0.304935
52	-0.0084	-0.0629	0.475052
53	0.025384	0.19	0.425015
54	-0.022622	-0.1693	0.43309
55	-0.007207	-0.0539	0.478592
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 & 0.162865 & 1.2188 & 0.11402 \tabularnewline
2 & 0.07924 & 0.593 & 0.277793 \tabularnewline
3 & 0.117023 & 0.8757 & 0.192463 \tabularnewline
4 & 0.22938 & 1.7165 & 0.045797 \tabularnewline
5 & -0.015535 & -0.1163 & 0.453933 \tabularnewline
6 & 0.042332 & 0.3168 & 0.376294 \tabularnewline
7 & -0.036773 & -0.2752 & 0.392095 \tabularnewline
8 & -0.08067 & -0.6037 & 0.274248 \tabularnewline
9 & -0.167537 & -1.2537 & 0.107574 \tabularnewline
10 & -0.099294 & -0.743 & 0.23028 \tabularnewline
11 & 0.103888 & 0.7774 & 0.220089 \tabularnewline
12 & -0.401286 & -3.003 & 0.001996 \tabularnewline
13 & -0.037241 & -0.2787 & 0.390756 \tabularnewline
14 & 0.071707 & 0.5366 & 0.296833 \tabularnewline
15 & 0.111121 & 0.8316 & 0.204597 \tabularnewline
16 & 0.05931 & 0.4438 & 0.329437 \tabularnewline
17 & -0.036819 & -0.2755 & 0.391964 \tabularnewline
18 & 0.03393 & 0.2539 & 0.400248 \tabularnewline
19 & -0.011828 & -0.0885 & 0.464892 \tabularnewline
20 & -0.078768 & -0.5894 & 0.278967 \tabularnewline
21 & -0.114287 & -0.8552 & 0.198029 \tabularnewline
22 & -0.04011 & -0.3002 & 0.382586 \tabularnewline
23 & 0.057233 & 0.4283 & 0.33504 \tabularnewline
24 & -0.18406 & -1.3774 & 0.086938 \tabularnewline
25 & 0.080094 & 0.5994 & 0.275672 \tabularnewline
26 & -0.01829 & -0.1369 & 0.445811 \tabularnewline
27 & 0.020652 & 0.1545 & 0.438869 \tabularnewline
28 & 0.091823 & 0.6871 & 0.247415 \tabularnewline
29 & -0.073005 & -0.5463 & 0.293509 \tabularnewline
30 & 0.050109 & 0.375 & 0.354546 \tabularnewline
31 & -0.075483 & -0.5649 & 0.287212 \tabularnewline
32 & -0.030762 & -0.2302 & 0.409387 \tabularnewline
33 & -0.006087 & -0.0456 & 0.481915 \tabularnewline
34 & -0.026843 & -0.2009 & 0.420763 \tabularnewline
35 & 0.010988 & 0.0822 & 0.46738 \tabularnewline
36 & -0.043981 & -0.3291 & 0.371645 \tabularnewline
37 & -0.028145 & -0.2106 & 0.416975 \tabularnewline
38 & -0.058759 & -0.4397 & 0.330918 \tabularnewline
39 & 0.07741 & 0.5793 & 0.28236 \tabularnewline
40 & 0.010629 & 0.0795 & 0.468443 \tabularnewline
41 & -0.077488 & -0.5799 & 0.282165 \tabularnewline
42 & 0.033606 & 0.2515 & 0.40118 \tabularnewline
43 & 0.006068 & 0.0454 & 0.48197 \tabularnewline
44 & -0.01028 & -0.0769 & 0.469477 \tabularnewline
45 & -0.045927 & -0.3437 & 0.366186 \tabularnewline
46 & -0.030397 & -0.2275 & 0.410444 \tabularnewline
47 & -0.070302 & -0.5261 & 0.300452 \tabularnewline
48 & -0.046986 & -0.3516 & 0.363225 \tabularnewline
49 & 0.090757 & 0.6792 & 0.249916 \tabularnewline
50 & 0.001616 & 0.0121 & 0.495196 \tabularnewline
51 & -0.068571 & -0.5131 & 0.304935 \tabularnewline
52 & -0.0084 & -0.0629 & 0.475052 \tabularnewline
53 & 0.025384 & 0.19 & 0.425015 \tabularnewline
54 & -0.022622 & -0.1693 & 0.43309 \tabularnewline
55 & -0.007207 & -0.0539 & 0.478592 \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=60631&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]0.162865[/C][C]1.2188[/C][C]0.11402[/C][/ROW]
[ROW][C]2[/C][C]0.07924[/C][C]0.593[/C][C]0.277793[/C][/ROW]
[ROW][C]3[/C][C]0.117023[/C][C]0.8757[/C][C]0.192463[/C][/ROW]
[ROW][C]4[/C][C]0.22938[/C][C]1.7165[/C][C]0.045797[/C][/ROW]
[ROW][C]5[/C][C]-0.015535[/C][C]-0.1163[/C][C]0.453933[/C][/ROW]
[ROW][C]6[/C][C]0.042332[/C][C]0.3168[/C][C]0.376294[/C][/ROW]
[ROW][C]7[/C][C]-0.036773[/C][C]-0.2752[/C][C]0.392095[/C][/ROW]
[ROW][C]8[/C][C]-0.08067[/C][C]-0.6037[/C][C]0.274248[/C][/ROW]
[ROW][C]9[/C][C]-0.167537[/C][C]-1.2537[/C][C]0.107574[/C][/ROW]
[ROW][C]10[/C][C]-0.099294[/C][C]-0.743[/C][C]0.23028[/C][/ROW]
[ROW][C]11[/C][C]0.103888[/C][C]0.7774[/C][C]0.220089[/C][/ROW]
[ROW][C]12[/C][C]-0.401286[/C][C]-3.003[/C][C]0.001996[/C][/ROW]
[ROW][C]13[/C][C]-0.037241[/C][C]-0.2787[/C][C]0.390756[/C][/ROW]
[ROW][C]14[/C][C]0.071707[/C][C]0.5366[/C][C]0.296833[/C][/ROW]
[ROW][C]15[/C][C]0.111121[/C][C]0.8316[/C][C]0.204597[/C][/ROW]
[ROW][C]16[/C][C]0.05931[/C][C]0.4438[/C][C]0.329437[/C][/ROW]
[ROW][C]17[/C][C]-0.036819[/C][C]-0.2755[/C][C]0.391964[/C][/ROW]
[ROW][C]18[/C][C]0.03393[/C][C]0.2539[/C][C]0.400248[/C][/ROW]
[ROW][C]19[/C][C]-0.011828[/C][C]-0.0885[/C][C]0.464892[/C][/ROW]
[ROW][C]20[/C][C]-0.078768[/C][C]-0.5894[/C][C]0.278967[/C][/ROW]
[ROW][C]21[/C][C]-0.114287[/C][C]-0.8552[/C][C]0.198029[/C][/ROW]
[ROW][C]22[/C][C]-0.04011[/C][C]-0.3002[/C][C]0.382586[/C][/ROW]
[ROW][C]23[/C][C]0.057233[/C][C]0.4283[/C][C]0.33504[/C][/ROW]
[ROW][C]24[/C][C]-0.18406[/C][C]-1.3774[/C][C]0.086938[/C][/ROW]
[ROW][C]25[/C][C]0.080094[/C][C]0.5994[/C][C]0.275672[/C][/ROW]
[ROW][C]26[/C][C]-0.01829[/C][C]-0.1369[/C][C]0.445811[/C][/ROW]
[ROW][C]27[/C][C]0.020652[/C][C]0.1545[/C][C]0.438869[/C][/ROW]
[ROW][C]28[/C][C]0.091823[/C][C]0.6871[/C][C]0.247415[/C][/ROW]
[ROW][C]29[/C][C]-0.073005[/C][C]-0.5463[/C][C]0.293509[/C][/ROW]
[ROW][C]30[/C][C]0.050109[/C][C]0.375[/C][C]0.354546[/C][/ROW]
[ROW][C]31[/C][C]-0.075483[/C][C]-0.5649[/C][C]0.287212[/C][/ROW]
[ROW][C]32[/C][C]-0.030762[/C][C]-0.2302[/C][C]0.409387[/C][/ROW]
[ROW][C]33[/C][C]-0.006087[/C][C]-0.0456[/C][C]0.481915[/C][/ROW]
[ROW][C]34[/C][C]-0.026843[/C][C]-0.2009[/C][C]0.420763[/C][/ROW]
[ROW][C]35[/C][C]0.010988[/C][C]0.0822[/C][C]0.46738[/C][/ROW]
[ROW][C]36[/C][C]-0.043981[/C][C]-0.3291[/C][C]0.371645[/C][/ROW]
[ROW][C]37[/C][C]-0.028145[/C][C]-0.2106[/C][C]0.416975[/C][/ROW]
[ROW][C]38[/C][C]-0.058759[/C][C]-0.4397[/C][C]0.330918[/C][/ROW]
[ROW][C]39[/C][C]0.07741[/C][C]0.5793[/C][C]0.28236[/C][/ROW]
[ROW][C]40[/C][C]0.010629[/C][C]0.0795[/C][C]0.468443[/C][/ROW]
[ROW][C]41[/C][C]-0.077488[/C][C]-0.5799[/C][C]0.282165[/C][/ROW]
[ROW][C]42[/C][C]0.033606[/C][C]0.2515[/C][C]0.40118[/C][/ROW]
[ROW][C]43[/C][C]0.006068[/C][C]0.0454[/C][C]0.48197[/C][/ROW]
[ROW][C]44[/C][C]-0.01028[/C][C]-0.0769[/C][C]0.469477[/C][/ROW]
[ROW][C]45[/C][C]-0.045927[/C][C]-0.3437[/C][C]0.366186[/C][/ROW]
[ROW][C]46[/C][C]-0.030397[/C][C]-0.2275[/C][C]0.410444[/C][/ROW]
[ROW][C]47[/C][C]-0.070302[/C][C]-0.5261[/C][C]0.300452[/C][/ROW]
[ROW][C]48[/C][C]-0.046986[/C][C]-0.3516[/C][C]0.363225[/C][/ROW]
[ROW][C]49[/C][C]0.090757[/C][C]0.6792[/C][C]0.249916[/C][/ROW]
[ROW][C]50[/C][C]0.001616[/C][C]0.0121[/C][C]0.495196[/C][/ROW]
[ROW][C]51[/C][C]-0.068571[/C][C]-0.5131[/C][C]0.304935[/C][/ROW]
[ROW][C]52[/C][C]-0.0084[/C][C]-0.0629[/C][C]0.475052[/C][/ROW]
[ROW][C]53[/C][C]0.025384[/C][C]0.19[/C][C]0.425015[/C][/ROW]
[ROW][C]54[/C][C]-0.022622[/C][C]-0.1693[/C][C]0.43309[/C][/ROW]
[ROW][C]55[/C][C]-0.007207[/C][C]-0.0539[/C][C]0.478592[/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=60631&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60631&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	0.162865	1.2188	0.11402
2	0.07924	0.593	0.277793
3	0.117023	0.8757	0.192463
4	0.22938	1.7165	0.045797
5	-0.015535	-0.1163	0.453933
6	0.042332	0.3168	0.376294
7	-0.036773	-0.2752	0.392095
8	-0.08067	-0.6037	0.274248
9	-0.167537	-1.2537	0.107574
10	-0.099294	-0.743	0.23028
11	0.103888	0.7774	0.220089
12	-0.401286	-3.003	0.001996
13	-0.037241	-0.2787	0.390756
14	0.071707	0.5366	0.296833
15	0.111121	0.8316	0.204597
16	0.05931	0.4438	0.329437
17	-0.036819	-0.2755	0.391964
18	0.03393	0.2539	0.400248
19	-0.011828	-0.0885	0.464892
20	-0.078768	-0.5894	0.278967
21	-0.114287	-0.8552	0.198029
22	-0.04011	-0.3002	0.382586
23	0.057233	0.4283	0.33504
24	-0.18406	-1.3774	0.086938
25	0.080094	0.5994	0.275672
26	-0.01829	-0.1369	0.445811
27	0.020652	0.1545	0.438869
28	0.091823	0.6871	0.247415
29	-0.073005	-0.5463	0.293509
30	0.050109	0.375	0.354546
31	-0.075483	-0.5649	0.287212
32	-0.030762	-0.2302	0.409387
33	-0.006087	-0.0456	0.481915
34	-0.026843	-0.2009	0.420763
35	0.010988	0.0822	0.46738
36	-0.043981	-0.3291	0.371645
37	-0.028145	-0.2106	0.416975
38	-0.058759	-0.4397	0.330918
39	0.07741	0.5793	0.28236
40	0.010629	0.0795	0.468443
41	-0.077488	-0.5799	0.282165
42	0.033606	0.2515	0.40118
43	0.006068	0.0454	0.48197
44	-0.01028	-0.0769	0.469477
45	-0.045927	-0.3437	0.366186
46	-0.030397	-0.2275	0.410444
47	-0.070302	-0.5261	0.300452
48	-0.046986	-0.3516	0.363225
49	0.090757	0.6792	0.249916
50	0.001616	0.0121	0.495196
51	-0.068571	-0.5131	0.304935
52	-0.0084	-0.0629	0.475052
53	0.025384	0.19	0.425015
54	-0.022622	-0.1693	0.43309
55	-0.007207	-0.0539	0.478592
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