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Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 09:40:29 -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/t1259340055hae0gxkzrnksq3w.htm/, Retrieved Mon, 29 Apr 2024 01:06:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60980, Retrieved Mon, 29 Apr 2024 01:06:29 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

129

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] [W8] [2009-11-25 18:19:32] [315ba876df544ad397193b5931d5f354]
-    D          [(Partial) Autocorrelation Function] [ws8 1.1] [2009-11-27 16:22:27] [95cead3ebb75668735f848316249436a]
-   P               [(Partial) Autocorrelation Function] [] [2009-11-27 16:40:29] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]

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Dataseries X:

Download CSV

Histogram

Boxplots

2.05
2.11
2.09
2.05
2.08
2.06
2.06
2.08
2.07
2.06
2.07
2.06
2.09
2.07
2.09
2.28
2.33
2.35
2.52
2.63
2.58
2.70
2.81
2.97
3.04
3.28
3.33
3.50
3.56
3.57
3.69
3.82
3.79
3.96
4.06
4.05
4.03
3.94
4.02
3.88
4.02
4.03
4.09
3.99
4.01
4.01
4.19
4.30
4.27
3.82
3.15
2.49
1.81
1.26
1.06
0.84
0.78
0.70
0.36
0.35

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=60980&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=60980&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60980&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	0.615	4.2162	5.6e-05
2	0.524638	3.5967	0.000386
3	0.290019	1.9883	0.026312
4	0.19429	1.332	0.094645
5	0.09333	0.6398	0.262693
6	0.197241	1.3522	0.091389
7	0.192667	1.3209	0.096472
8	0.216724	1.4858	0.072006
9	0.108527	0.744	0.230283
10	0.044597	0.3057	0.380575
11	0.008927	0.0612	0.475728
12	-0.047807	-0.3278	0.372278
13	0.136797	0.9378	0.176562
14	0.035361	0.2424	0.404754
15	0.158909	1.0894	0.140761
16	0.046178	0.3166	0.376483
17	0.002506	0.0172	0.493182
18	-0.086388	-0.5922	0.278263
19	-0.024175	-0.1657	0.434539
20	-0.12474	-0.8552	0.198397
21	-0.039721	-0.2723	0.393287
22	-0.064206	-0.4402	0.330914
23	-0.01658	-0.1137	0.454992
24	-0.120915	-0.8289	0.205662
25	-0.143174	-0.9816	0.165673
26	-0.144106	-0.9879	0.164121
27	-0.229732	-1.575	0.060986
28	-0.211717	-1.4515	0.076647
29	-0.185338	-1.2706	0.10506
30	-0.175951	-1.2063	0.116877
31	-0.177164	-1.2146	0.115297
32	-0.160313	-1.0991	0.138672
33	-0.201096	-1.3786	0.087265
34	-0.213278	-1.4622	0.075176
35	-0.250842	-1.7197	0.046035
36	-0.192444	-1.3193	0.096725
37	-0.18155	-1.2446	0.109717
38	-0.112837	-0.7736	0.221529
39	-0.076538	-0.5247	0.301124
40	-0.058562	-0.4015	0.344943
41	-0.025753	-0.1766	0.430309
42	-0.018612	-0.1276	0.449506
43	-0.054258	-0.372	0.355793
44	-0.025325	-0.1736	0.431456
45	-0.002523	-0.0173	0.493135
46	-6.7e-05	-5e-04	0.499819
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 & 0.615 & 4.2162 & 5.6e-05 \tabularnewline
2 & 0.524638 & 3.5967 & 0.000386 \tabularnewline
3 & 0.290019 & 1.9883 & 0.026312 \tabularnewline
4 & 0.19429 & 1.332 & 0.094645 \tabularnewline
5 & 0.09333 & 0.6398 & 0.262693 \tabularnewline
6 & 0.197241 & 1.3522 & 0.091389 \tabularnewline
7 & 0.192667 & 1.3209 & 0.096472 \tabularnewline
8 & 0.216724 & 1.4858 & 0.072006 \tabularnewline
9 & 0.108527 & 0.744 & 0.230283 \tabularnewline
10 & 0.044597 & 0.3057 & 0.380575 \tabularnewline
11 & 0.008927 & 0.0612 & 0.475728 \tabularnewline
12 & -0.047807 & -0.3278 & 0.372278 \tabularnewline
13 & 0.136797 & 0.9378 & 0.176562 \tabularnewline
14 & 0.035361 & 0.2424 & 0.404754 \tabularnewline
15 & 0.158909 & 1.0894 & 0.140761 \tabularnewline
16 & 0.046178 & 0.3166 & 0.376483 \tabularnewline
17 & 0.002506 & 0.0172 & 0.493182 \tabularnewline
18 & -0.086388 & -0.5922 & 0.278263 \tabularnewline
19 & -0.024175 & -0.1657 & 0.434539 \tabularnewline
20 & -0.12474 & -0.8552 & 0.198397 \tabularnewline
21 & -0.039721 & -0.2723 & 0.393287 \tabularnewline
22 & -0.064206 & -0.4402 & 0.330914 \tabularnewline
23 & -0.01658 & -0.1137 & 0.454992 \tabularnewline
24 & -0.120915 & -0.8289 & 0.205662 \tabularnewline
25 & -0.143174 & -0.9816 & 0.165673 \tabularnewline
26 & -0.144106 & -0.9879 & 0.164121 \tabularnewline
27 & -0.229732 & -1.575 & 0.060986 \tabularnewline
28 & -0.211717 & -1.4515 & 0.076647 \tabularnewline
29 & -0.185338 & -1.2706 & 0.10506 \tabularnewline
30 & -0.175951 & -1.2063 & 0.116877 \tabularnewline
31 & -0.177164 & -1.2146 & 0.115297 \tabularnewline
32 & -0.160313 & -1.0991 & 0.138672 \tabularnewline
33 & -0.201096 & -1.3786 & 0.087265 \tabularnewline
34 & -0.213278 & -1.4622 & 0.075176 \tabularnewline
35 & -0.250842 & -1.7197 & 0.046035 \tabularnewline
36 & -0.192444 & -1.3193 & 0.096725 \tabularnewline
37 & -0.18155 & -1.2446 & 0.109717 \tabularnewline
38 & -0.112837 & -0.7736 & 0.221529 \tabularnewline
39 & -0.076538 & -0.5247 & 0.301124 \tabularnewline
40 & -0.058562 & -0.4015 & 0.344943 \tabularnewline
41 & -0.025753 & -0.1766 & 0.430309 \tabularnewline
42 & -0.018612 & -0.1276 & 0.449506 \tabularnewline
43 & -0.054258 & -0.372 & 0.355793 \tabularnewline
44 & -0.025325 & -0.1736 & 0.431456 \tabularnewline
45 & -0.002523 & -0.0173 & 0.493135 \tabularnewline
46 & -6.7e-05 & -5e-04 & 0.499819 \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=60980&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]0.615[/C][C]4.2162[/C][C]5.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.524638[/C][C]3.5967[/C][C]0.000386[/C][/ROW]
[ROW][C]3[/C][C]0.290019[/C][C]1.9883[/C][C]0.026312[/C][/ROW]
[ROW][C]4[/C][C]0.19429[/C][C]1.332[/C][C]0.094645[/C][/ROW]
[ROW][C]5[/C][C]0.09333[/C][C]0.6398[/C][C]0.262693[/C][/ROW]
[ROW][C]6[/C][C]0.197241[/C][C]1.3522[/C][C]0.091389[/C][/ROW]
[ROW][C]7[/C][C]0.192667[/C][C]1.3209[/C][C]0.096472[/C][/ROW]
[ROW][C]8[/C][C]0.216724[/C][C]1.4858[/C][C]0.072006[/C][/ROW]
[ROW][C]9[/C][C]0.108527[/C][C]0.744[/C][C]0.230283[/C][/ROW]
[ROW][C]10[/C][C]0.044597[/C][C]0.3057[/C][C]0.380575[/C][/ROW]
[ROW][C]11[/C][C]0.008927[/C][C]0.0612[/C][C]0.475728[/C][/ROW]
[ROW][C]12[/C][C]-0.047807[/C][C]-0.3278[/C][C]0.372278[/C][/ROW]
[ROW][C]13[/C][C]0.136797[/C][C]0.9378[/C][C]0.176562[/C][/ROW]
[ROW][C]14[/C][C]0.035361[/C][C]0.2424[/C][C]0.404754[/C][/ROW]
[ROW][C]15[/C][C]0.158909[/C][C]1.0894[/C][C]0.140761[/C][/ROW]
[ROW][C]16[/C][C]0.046178[/C][C]0.3166[/C][C]0.376483[/C][/ROW]
[ROW][C]17[/C][C]0.002506[/C][C]0.0172[/C][C]0.493182[/C][/ROW]
[ROW][C]18[/C][C]-0.086388[/C][C]-0.5922[/C][C]0.278263[/C][/ROW]
[ROW][C]19[/C][C]-0.024175[/C][C]-0.1657[/C][C]0.434539[/C][/ROW]
[ROW][C]20[/C][C]-0.12474[/C][C]-0.8552[/C][C]0.198397[/C][/ROW]
[ROW][C]21[/C][C]-0.039721[/C][C]-0.2723[/C][C]0.393287[/C][/ROW]
[ROW][C]22[/C][C]-0.064206[/C][C]-0.4402[/C][C]0.330914[/C][/ROW]
[ROW][C]23[/C][C]-0.01658[/C][C]-0.1137[/C][C]0.454992[/C][/ROW]
[ROW][C]24[/C][C]-0.120915[/C][C]-0.8289[/C][C]0.205662[/C][/ROW]
[ROW][C]25[/C][C]-0.143174[/C][C]-0.9816[/C][C]0.165673[/C][/ROW]
[ROW][C]26[/C][C]-0.144106[/C][C]-0.9879[/C][C]0.164121[/C][/ROW]
[ROW][C]27[/C][C]-0.229732[/C][C]-1.575[/C][C]0.060986[/C][/ROW]
[ROW][C]28[/C][C]-0.211717[/C][C]-1.4515[/C][C]0.076647[/C][/ROW]
[ROW][C]29[/C][C]-0.185338[/C][C]-1.2706[/C][C]0.10506[/C][/ROW]
[ROW][C]30[/C][C]-0.175951[/C][C]-1.2063[/C][C]0.116877[/C][/ROW]
[ROW][C]31[/C][C]-0.177164[/C][C]-1.2146[/C][C]0.115297[/C][/ROW]
[ROW][C]32[/C][C]-0.160313[/C][C]-1.0991[/C][C]0.138672[/C][/ROW]
[ROW][C]33[/C][C]-0.201096[/C][C]-1.3786[/C][C]0.087265[/C][/ROW]
[ROW][C]34[/C][C]-0.213278[/C][C]-1.4622[/C][C]0.075176[/C][/ROW]
[ROW][C]35[/C][C]-0.250842[/C][C]-1.7197[/C][C]0.046035[/C][/ROW]
[ROW][C]36[/C][C]-0.192444[/C][C]-1.3193[/C][C]0.096725[/C][/ROW]
[ROW][C]37[/C][C]-0.18155[/C][C]-1.2446[/C][C]0.109717[/C][/ROW]
[ROW][C]38[/C][C]-0.112837[/C][C]-0.7736[/C][C]0.221529[/C][/ROW]
[ROW][C]39[/C][C]-0.076538[/C][C]-0.5247[/C][C]0.301124[/C][/ROW]
[ROW][C]40[/C][C]-0.058562[/C][C]-0.4015[/C][C]0.344943[/C][/ROW]
[ROW][C]41[/C][C]-0.025753[/C][C]-0.1766[/C][C]0.430309[/C][/ROW]
[ROW][C]42[/C][C]-0.018612[/C][C]-0.1276[/C][C]0.449506[/C][/ROW]
[ROW][C]43[/C][C]-0.054258[/C][C]-0.372[/C][C]0.355793[/C][/ROW]
[ROW][C]44[/C][C]-0.025325[/C][C]-0.1736[/C][C]0.431456[/C][/ROW]
[ROW][C]45[/C][C]-0.002523[/C][C]-0.0173[/C][C]0.493135[/C][/ROW]
[ROW][C]46[/C][C]-6.7e-05[/C][C]-5e-04[/C][C]0.499819[/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=60980&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60980&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	0.615	4.2162	5.6e-05
2	0.524638	3.5967	0.000386
3	0.290019	1.9883	0.026312
4	0.19429	1.332	0.094645
5	0.09333	0.6398	0.262693
6	0.197241	1.3522	0.091389
7	0.192667	1.3209	0.096472
8	0.216724	1.4858	0.072006
9	0.108527	0.744	0.230283
10	0.044597	0.3057	0.380575
11	0.008927	0.0612	0.475728
12	-0.047807	-0.3278	0.372278
13	0.136797	0.9378	0.176562
14	0.035361	0.2424	0.404754
15	0.158909	1.0894	0.140761
16	0.046178	0.3166	0.376483
17	0.002506	0.0172	0.493182
18	-0.086388	-0.5922	0.278263
19	-0.024175	-0.1657	0.434539
20	-0.12474	-0.8552	0.198397
21	-0.039721	-0.2723	0.393287
22	-0.064206	-0.4402	0.330914
23	-0.01658	-0.1137	0.454992
24	-0.120915	-0.8289	0.205662
25	-0.143174	-0.9816	0.165673
26	-0.144106	-0.9879	0.164121
27	-0.229732	-1.575	0.060986
28	-0.211717	-1.4515	0.076647
29	-0.185338	-1.2706	0.10506
30	-0.175951	-1.2063	0.116877
31	-0.177164	-1.2146	0.115297
32	-0.160313	-1.0991	0.138672
33	-0.201096	-1.3786	0.087265
34	-0.213278	-1.4622	0.075176
35	-0.250842	-1.7197	0.046035
36	-0.192444	-1.3193	0.096725
37	-0.18155	-1.2446	0.109717
38	-0.112837	-0.7736	0.221529
39	-0.076538	-0.5247	0.301124
40	-0.058562	-0.4015	0.344943
41	-0.025753	-0.1766	0.430309
42	-0.018612	-0.1276	0.449506
43	-0.054258	-0.372	0.355793
44	-0.025325	-0.1736	0.431456
45	-0.002523	-0.0173	0.493135
46	-6.7e-05	-5e-04	0.499819
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	0.615	4.2162	5.6e-05
2	0.235476	1.6143	0.056574
3	-0.172783	-1.1845	0.121078
4	-0.024171	-0.1657	0.434549
5	-0.00027	-0.0019	0.499265
6	0.256778	1.7604	0.042425
7	0.050063	0.3432	0.366484
8	-0.045578	-0.3125	0.378035
9	-0.159365	-1.0926	0.14008
10	-0.058321	-0.3998	0.345548
11	0.129092	0.885	0.190328
12	-0.058636	-0.402	0.344757
13	0.309275	2.1203	0.019645
14	-0.299267	-2.0517	0.022899
15	0.133901	0.918	0.181658
16	-0.116204	-0.7967	0.214829
17	-0.061908	-0.4244	0.336598
18	0.107514	0.7371	0.23237
19	-0.043711	-0.2997	0.382877
20	-0.091274	-0.6257	0.267256
21	-0.102899	-0.7054	0.24201
22	0.112462	0.771	0.222283
23	0.032966	0.226	0.41109
24	-0.170879	-1.1715	0.123655
25	0.012109	0.083	0.467095
26	-0.135052	-0.9259	0.179622
27	0.002608	0.0179	0.492905
28	-0.116308	-0.7974	0.214623
29	0.10168	0.6971	0.244593
30	-0.055553	-0.3809	0.352514
31	-0.061457	-0.4213	0.337717
32	-0.055057	-0.3775	0.353769
33	0.00098	0.0067	0.497335
34	-0.100385	-0.6882	0.247354
35	0.003302	0.0226	0.491018
36	0.012563	0.0861	0.465866
37	0.012417	0.0851	0.466261
38	-0.020818	-0.1427	0.443561
39	0.037682	0.2583	0.398638
40	0.051336	0.3519	0.363227
41	0.063685	0.4366	0.332199
42	-0.034249	-0.2348	0.407692
43	-0.011286	-0.0774	0.469329
44	-0.066337	-0.4548	0.325679
45	0.091784	0.6292	0.26612
46	-0.044332	-0.3039	0.381264
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 & 0.615 & 4.2162 & 5.6e-05 \tabularnewline
2 & 0.235476 & 1.6143 & 0.056574 \tabularnewline
3 & -0.172783 & -1.1845 & 0.121078 \tabularnewline
4 & -0.024171 & -0.1657 & 0.434549 \tabularnewline
5 & -0.00027 & -0.0019 & 0.499265 \tabularnewline
6 & 0.256778 & 1.7604 & 0.042425 \tabularnewline
7 & 0.050063 & 0.3432 & 0.366484 \tabularnewline
8 & -0.045578 & -0.3125 & 0.378035 \tabularnewline
9 & -0.159365 & -1.0926 & 0.14008 \tabularnewline
10 & -0.058321 & -0.3998 & 0.345548 \tabularnewline
11 & 0.129092 & 0.885 & 0.190328 \tabularnewline
12 & -0.058636 & -0.402 & 0.344757 \tabularnewline
13 & 0.309275 & 2.1203 & 0.019645 \tabularnewline
14 & -0.299267 & -2.0517 & 0.022899 \tabularnewline
15 & 0.133901 & 0.918 & 0.181658 \tabularnewline
16 & -0.116204 & -0.7967 & 0.214829 \tabularnewline
17 & -0.061908 & -0.4244 & 0.336598 \tabularnewline
18 & 0.107514 & 0.7371 & 0.23237 \tabularnewline
19 & -0.043711 & -0.2997 & 0.382877 \tabularnewline
20 & -0.091274 & -0.6257 & 0.267256 \tabularnewline
21 & -0.102899 & -0.7054 & 0.24201 \tabularnewline
22 & 0.112462 & 0.771 & 0.222283 \tabularnewline
23 & 0.032966 & 0.226 & 0.41109 \tabularnewline
24 & -0.170879 & -1.1715 & 0.123655 \tabularnewline
25 & 0.012109 & 0.083 & 0.467095 \tabularnewline
26 & -0.135052 & -0.9259 & 0.179622 \tabularnewline
27 & 0.002608 & 0.0179 & 0.492905 \tabularnewline
28 & -0.116308 & -0.7974 & 0.214623 \tabularnewline
29 & 0.10168 & 0.6971 & 0.244593 \tabularnewline
30 & -0.055553 & -0.3809 & 0.352514 \tabularnewline
31 & -0.061457 & -0.4213 & 0.337717 \tabularnewline
32 & -0.055057 & -0.3775 & 0.353769 \tabularnewline
33 & 0.00098 & 0.0067 & 0.497335 \tabularnewline
34 & -0.100385 & -0.6882 & 0.247354 \tabularnewline
35 & 0.003302 & 0.0226 & 0.491018 \tabularnewline
36 & 0.012563 & 0.0861 & 0.465866 \tabularnewline
37 & 0.012417 & 0.0851 & 0.466261 \tabularnewline
38 & -0.020818 & -0.1427 & 0.443561 \tabularnewline
39 & 0.037682 & 0.2583 & 0.398638 \tabularnewline
40 & 0.051336 & 0.3519 & 0.363227 \tabularnewline
41 & 0.063685 & 0.4366 & 0.332199 \tabularnewline
42 & -0.034249 & -0.2348 & 0.407692 \tabularnewline
43 & -0.011286 & -0.0774 & 0.469329 \tabularnewline
44 & -0.066337 & -0.4548 & 0.325679 \tabularnewline
45 & 0.091784 & 0.6292 & 0.26612 \tabularnewline
46 & -0.044332 & -0.3039 & 0.381264 \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=60980&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]0.615[/C][C]4.2162[/C][C]5.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.235476[/C][C]1.6143[/C][C]0.056574[/C][/ROW]
[ROW][C]3[/C][C]-0.172783[/C][C]-1.1845[/C][C]0.121078[/C][/ROW]
[ROW][C]4[/C][C]-0.024171[/C][C]-0.1657[/C][C]0.434549[/C][/ROW]
[ROW][C]5[/C][C]-0.00027[/C][C]-0.0019[/C][C]0.499265[/C][/ROW]
[ROW][C]6[/C][C]0.256778[/C][C]1.7604[/C][C]0.042425[/C][/ROW]
[ROW][C]7[/C][C]0.050063[/C][C]0.3432[/C][C]0.366484[/C][/ROW]
[ROW][C]8[/C][C]-0.045578[/C][C]-0.3125[/C][C]0.378035[/C][/ROW]
[ROW][C]9[/C][C]-0.159365[/C][C]-1.0926[/C][C]0.14008[/C][/ROW]
[ROW][C]10[/C][C]-0.058321[/C][C]-0.3998[/C][C]0.345548[/C][/ROW]
[ROW][C]11[/C][C]0.129092[/C][C]0.885[/C][C]0.190328[/C][/ROW]
[ROW][C]12[/C][C]-0.058636[/C][C]-0.402[/C][C]0.344757[/C][/ROW]
[ROW][C]13[/C][C]0.309275[/C][C]2.1203[/C][C]0.019645[/C][/ROW]
[ROW][C]14[/C][C]-0.299267[/C][C]-2.0517[/C][C]0.022899[/C][/ROW]
[ROW][C]15[/C][C]0.133901[/C][C]0.918[/C][C]0.181658[/C][/ROW]
[ROW][C]16[/C][C]-0.116204[/C][C]-0.7967[/C][C]0.214829[/C][/ROW]
[ROW][C]17[/C][C]-0.061908[/C][C]-0.4244[/C][C]0.336598[/C][/ROW]
[ROW][C]18[/C][C]0.107514[/C][C]0.7371[/C][C]0.23237[/C][/ROW]
[ROW][C]19[/C][C]-0.043711[/C][C]-0.2997[/C][C]0.382877[/C][/ROW]
[ROW][C]20[/C][C]-0.091274[/C][C]-0.6257[/C][C]0.267256[/C][/ROW]
[ROW][C]21[/C][C]-0.102899[/C][C]-0.7054[/C][C]0.24201[/C][/ROW]
[ROW][C]22[/C][C]0.112462[/C][C]0.771[/C][C]0.222283[/C][/ROW]
[ROW][C]23[/C][C]0.032966[/C][C]0.226[/C][C]0.41109[/C][/ROW]
[ROW][C]24[/C][C]-0.170879[/C][C]-1.1715[/C][C]0.123655[/C][/ROW]
[ROW][C]25[/C][C]0.012109[/C][C]0.083[/C][C]0.467095[/C][/ROW]
[ROW][C]26[/C][C]-0.135052[/C][C]-0.9259[/C][C]0.179622[/C][/ROW]
[ROW][C]27[/C][C]0.002608[/C][C]0.0179[/C][C]0.492905[/C][/ROW]
[ROW][C]28[/C][C]-0.116308[/C][C]-0.7974[/C][C]0.214623[/C][/ROW]
[ROW][C]29[/C][C]0.10168[/C][C]0.6971[/C][C]0.244593[/C][/ROW]
[ROW][C]30[/C][C]-0.055553[/C][C]-0.3809[/C][C]0.352514[/C][/ROW]
[ROW][C]31[/C][C]-0.061457[/C][C]-0.4213[/C][C]0.337717[/C][/ROW]
[ROW][C]32[/C][C]-0.055057[/C][C]-0.3775[/C][C]0.353769[/C][/ROW]
[ROW][C]33[/C][C]0.00098[/C][C]0.0067[/C][C]0.497335[/C][/ROW]
[ROW][C]34[/C][C]-0.100385[/C][C]-0.6882[/C][C]0.247354[/C][/ROW]
[ROW][C]35[/C][C]0.003302[/C][C]0.0226[/C][C]0.491018[/C][/ROW]
[ROW][C]36[/C][C]0.012563[/C][C]0.0861[/C][C]0.465866[/C][/ROW]
[ROW][C]37[/C][C]0.012417[/C][C]0.0851[/C][C]0.466261[/C][/ROW]
[ROW][C]38[/C][C]-0.020818[/C][C]-0.1427[/C][C]0.443561[/C][/ROW]
[ROW][C]39[/C][C]0.037682[/C][C]0.2583[/C][C]0.398638[/C][/ROW]
[ROW][C]40[/C][C]0.051336[/C][C]0.3519[/C][C]0.363227[/C][/ROW]
[ROW][C]41[/C][C]0.063685[/C][C]0.4366[/C][C]0.332199[/C][/ROW]
[ROW][C]42[/C][C]-0.034249[/C][C]-0.2348[/C][C]0.407692[/C][/ROW]
[ROW][C]43[/C][C]-0.011286[/C][C]-0.0774[/C][C]0.469329[/C][/ROW]
[ROW][C]44[/C][C]-0.066337[/C][C]-0.4548[/C][C]0.325679[/C][/ROW]
[ROW][C]45[/C][C]0.091784[/C][C]0.6292[/C][C]0.26612[/C][/ROW]
[ROW][C]46[/C][C]-0.044332[/C][C]-0.3039[/C][C]0.381264[/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=60980&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60980&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	0.615	4.2162	5.6e-05
2	0.235476	1.6143	0.056574
3	-0.172783	-1.1845	0.121078
4	-0.024171	-0.1657	0.434549
5	-0.00027	-0.0019	0.499265
6	0.256778	1.7604	0.042425
7	0.050063	0.3432	0.366484
8	-0.045578	-0.3125	0.378035
9	-0.159365	-1.0926	0.14008
10	-0.058321	-0.3998	0.345548
11	0.129092	0.885	0.190328
12	-0.058636	-0.402	0.344757
13	0.309275	2.1203	0.019645
14	-0.299267	-2.0517	0.022899
15	0.133901	0.918	0.181658
16	-0.116204	-0.7967	0.214829
17	-0.061908	-0.4244	0.336598
18	0.107514	0.7371	0.23237
19	-0.043711	-0.2997	0.382877
20	-0.091274	-0.6257	0.267256
21	-0.102899	-0.7054	0.24201
22	0.112462	0.771	0.222283
23	0.032966	0.226	0.41109
24	-0.170879	-1.1715	0.123655
25	0.012109	0.083	0.467095
26	-0.135052	-0.9259	0.179622
27	0.002608	0.0179	0.492905
28	-0.116308	-0.7974	0.214623
29	0.10168	0.6971	0.244593
30	-0.055553	-0.3809	0.352514
31	-0.061457	-0.4213	0.337717
32	-0.055057	-0.3775	0.353769
33	0.00098	0.0067	0.497335
34	-0.100385	-0.6882	0.247354
35	0.003302	0.0226	0.491018
36	0.012563	0.0861	0.465866
37	0.012417	0.0851	0.466261
38	-0.020818	-0.1427	0.443561
39	0.037682	0.2583	0.398638
40	0.051336	0.3519	0.363227
41	0.063685	0.4366	0.332199
42	-0.034249	-0.2348	0.407692
43	-0.011286	-0.0774	0.469329
44	-0.066337	-0.4548	0.325679
45	0.091784	0.6292	0.26612
46	-0.044332	-0.3039	0.381264
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