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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 13:13:42 -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/t1259352927jhmwwnzowljs9nb.htm/, Retrieved Mon, 29 Apr 2024 05:16:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61233, Retrieved Mon, 29 Apr 2024 05:16:46 +0000

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IsPrivate?

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User-defined keywords

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]
-    D            [(Partial) Autocorrelation Function] [WS 8.2 autocorrel...] [2009-11-27 20:13:42] [852eae237d08746109043531619a60c9] [Current]
-   P               [(Partial) Autocorrelation Function] [WS 8.3 Autocorrel...] [2009-11-27 20:46:31] [d31db4f83c6a129f6d3e47077769e868] 
-   P                 [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.1] [2009-12-04 09:46:03] [74be16979710d4c4e7c6647856088456] 
-   P                   [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.2] [2009-12-04 09:49:03] [74be16979710d4c4e7c6647856088456] 
-   P               [(Partial) Autocorrelation Function] [WS 8.4 Autocorrel...] [2009-11-27 20:58:47] [d31db4f83c6a129f6d3e47077769e868] 
- RM                  [Variance Reduction Matrix] [WS 8.5 Variantie ...] [2009-11-27 21:11:14] [d31db4f83c6a129f6d3e47077769e868] 
- RM                    [Spectral Analysis] [WS 8.7 Spectrum a...] [2009-11-27 21:40:54] [d31db4f83c6a129f6d3e47077769e868] 
-                         [Spectral Analysis] [WS 8.8 Spectrum a...] [2009-11-27 21:57:05] [d31db4f83c6a129f6d3e47077769e868] 
- RM                        [Standard Deviation-Mean Plot] [WS 8.9 Heterosked...] [2009-11-27 22:13:36] [d31db4f83c6a129f6d3e47077769e868] 
-   P                 [(Partial) Autocorrelation Function] [SHWWS8review2] [2009-11-29 14:37:49] [a66d3a79ef9e5308cd94a469bc5ca464] 

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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=61233&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=61233&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61233&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	0.895456	8.2557	0
2	0.745856	6.8765	0
3	0.62484	5.7607	0
4	0.551134	5.0812	1e-06
5	0.52418	4.8327	3e-06
6	0.511644	4.7171	5e-06
7	0.46826	4.3171	2.1e-05
8	0.4145	3.8215	0.000126
9	0.39683	3.6586	0.00022
10	0.419613	3.8686	0.000107
11	0.47428	4.3726	1.7e-05
12	0.489105	4.5093	1e-05
13	0.366159	3.3758	0.000556
14	0.210616	1.9418	0.027738
15	0.083693	0.7716	0.221242
16	0.00259	0.0239	0.490501
17	-0.03282	-0.3026	0.381471
18	-0.052475	-0.4838	0.314887
19	-0.090598	-0.8353	0.202953
20	-0.136311	-1.2567	0.106148
21	-0.152222	-1.4034	0.082068
22	-0.133401	-1.2299	0.111065
23	-0.092339	-0.8513	0.198492
24	-0.080122	-0.7387	0.231065
25	-0.171165	-1.5781	0.059133
26	-0.288104	-2.6562	0.004718
27	-0.381627	-3.5184	0.00035
28	-0.432042	-3.9832	7.1e-05
29	-0.44396	-4.0931	4.8e-05
30	-0.438668	-4.0443	5.7e-05
31	-0.440462	-4.0609	5.4e-05
32	-0.446034	-4.1122	4.5e-05
33	-0.423205	-3.9018	9.5e-05
34	-0.380163	-3.5049	0.000366
35	-0.323435	-2.9819	0.001868
36	-0.291622	-2.6886	0.004316
37	-0.344474	-3.1759	0.001041
38	-0.415824	-3.8337	0.000121
39	-0.462853	-4.2673	2.6e-05
40	-0.468891	-4.323	2.1e-05
41	-0.448335	-4.1334	4.2e-05
42	-0.41115	-3.7906	0.00014
43	-0.387043	-3.5684	0.000297
44	-0.36547	-3.3695	0.000567
45	-0.326307	-3.0084	0.001727
46	-0.275148	-2.5367	0.006508
47	-0.21196	-1.9542	0.026984
48	-0.16482	-1.5196	0.066166
49	-0.183658	-1.6932	0.047036
50	-0.217825	-2.0083	0.023896
51	-0.225967	-2.0833	0.020114
52	-0.202846	-1.8701	0.032453
53	-0.160441	-1.4792	0.071392
54	-0.104379	-0.9623	0.169307
55	-0.066214	-0.6105	0.271591
56	-0.033542	-0.3092	0.378946
57	0.002652	0.0244	0.490277
58	0.043455	0.4006	0.344848
59	0.094305	0.8694	0.193526
60	0.138113	1.2733	0.103184

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.895456 & 8.2557 & 0 \tabularnewline
2 & 0.745856 & 6.8765 & 0 \tabularnewline
3 & 0.62484 & 5.7607 & 0 \tabularnewline
4 & 0.551134 & 5.0812 & 1e-06 \tabularnewline
5 & 0.52418 & 4.8327 & 3e-06 \tabularnewline
6 & 0.511644 & 4.7171 & 5e-06 \tabularnewline
7 & 0.46826 & 4.3171 & 2.1e-05 \tabularnewline
8 & 0.4145 & 3.8215 & 0.000126 \tabularnewline
9 & 0.39683 & 3.6586 & 0.00022 \tabularnewline
10 & 0.419613 & 3.8686 & 0.000107 \tabularnewline
11 & 0.47428 & 4.3726 & 1.7e-05 \tabularnewline
12 & 0.489105 & 4.5093 & 1e-05 \tabularnewline
13 & 0.366159 & 3.3758 & 0.000556 \tabularnewline
14 & 0.210616 & 1.9418 & 0.027738 \tabularnewline
15 & 0.083693 & 0.7716 & 0.221242 \tabularnewline
16 & 0.00259 & 0.0239 & 0.490501 \tabularnewline
17 & -0.03282 & -0.3026 & 0.381471 \tabularnewline
18 & -0.052475 & -0.4838 & 0.314887 \tabularnewline
19 & -0.090598 & -0.8353 & 0.202953 \tabularnewline
20 & -0.136311 & -1.2567 & 0.106148 \tabularnewline
21 & -0.152222 & -1.4034 & 0.082068 \tabularnewline
22 & -0.133401 & -1.2299 & 0.111065 \tabularnewline
23 & -0.092339 & -0.8513 & 0.198492 \tabularnewline
24 & -0.080122 & -0.7387 & 0.231065 \tabularnewline
25 & -0.171165 & -1.5781 & 0.059133 \tabularnewline
26 & -0.288104 & -2.6562 & 0.004718 \tabularnewline
27 & -0.381627 & -3.5184 & 0.00035 \tabularnewline
28 & -0.432042 & -3.9832 & 7.1e-05 \tabularnewline
29 & -0.44396 & -4.0931 & 4.8e-05 \tabularnewline
30 & -0.438668 & -4.0443 & 5.7e-05 \tabularnewline
31 & -0.440462 & -4.0609 & 5.4e-05 \tabularnewline
32 & -0.446034 & -4.1122 & 4.5e-05 \tabularnewline
33 & -0.423205 & -3.9018 & 9.5e-05 \tabularnewline
34 & -0.380163 & -3.5049 & 0.000366 \tabularnewline
35 & -0.323435 & -2.9819 & 0.001868 \tabularnewline
36 & -0.291622 & -2.6886 & 0.004316 \tabularnewline
37 & -0.344474 & -3.1759 & 0.001041 \tabularnewline
38 & -0.415824 & -3.8337 & 0.000121 \tabularnewline
39 & -0.462853 & -4.2673 & 2.6e-05 \tabularnewline
40 & -0.468891 & -4.323 & 2.1e-05 \tabularnewline
41 & -0.448335 & -4.1334 & 4.2e-05 \tabularnewline
42 & -0.41115 & -3.7906 & 0.00014 \tabularnewline
43 & -0.387043 & -3.5684 & 0.000297 \tabularnewline
44 & -0.36547 & -3.3695 & 0.000567 \tabularnewline
45 & -0.326307 & -3.0084 & 0.001727 \tabularnewline
46 & -0.275148 & -2.5367 & 0.006508 \tabularnewline
47 & -0.21196 & -1.9542 & 0.026984 \tabularnewline
48 & -0.16482 & -1.5196 & 0.066166 \tabularnewline
49 & -0.183658 & -1.6932 & 0.047036 \tabularnewline
50 & -0.217825 & -2.0083 & 0.023896 \tabularnewline
51 & -0.225967 & -2.0833 & 0.020114 \tabularnewline
52 & -0.202846 & -1.8701 & 0.032453 \tabularnewline
53 & -0.160441 & -1.4792 & 0.071392 \tabularnewline
54 & -0.104379 & -0.9623 & 0.169307 \tabularnewline
55 & -0.066214 & -0.6105 & 0.271591 \tabularnewline
56 & -0.033542 & -0.3092 & 0.378946 \tabularnewline
57 & 0.002652 & 0.0244 & 0.490277 \tabularnewline
58 & 0.043455 & 0.4006 & 0.344848 \tabularnewline
59 & 0.094305 & 0.8694 & 0.193526 \tabularnewline
60 & 0.138113 & 1.2733 & 0.103184 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61233&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]0.895456[/C][C]8.2557[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.745856[/C][C]6.8765[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.62484[/C][C]5.7607[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.551134[/C][C]5.0812[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.52418[/C][C]4.8327[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.511644[/C][C]4.7171[/C][C]5e-06[/C][/ROW]
[ROW][C]7[/C][C]0.46826[/C][C]4.3171[/C][C]2.1e-05[/C][/ROW]
[ROW][C]8[/C][C]0.4145[/C][C]3.8215[/C][C]0.000126[/C][/ROW]
[ROW][C]9[/C][C]0.39683[/C][C]3.6586[/C][C]0.00022[/C][/ROW]
[ROW][C]10[/C][C]0.419613[/C][C]3.8686[/C][C]0.000107[/C][/ROW]
[ROW][C]11[/C][C]0.47428[/C][C]4.3726[/C][C]1.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.489105[/C][C]4.5093[/C][C]1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.366159[/C][C]3.3758[/C][C]0.000556[/C][/ROW]
[ROW][C]14[/C][C]0.210616[/C][C]1.9418[/C][C]0.027738[/C][/ROW]
[ROW][C]15[/C][C]0.083693[/C][C]0.7716[/C][C]0.221242[/C][/ROW]
[ROW][C]16[/C][C]0.00259[/C][C]0.0239[/C][C]0.490501[/C][/ROW]
[ROW][C]17[/C][C]-0.03282[/C][C]-0.3026[/C][C]0.381471[/C][/ROW]
[ROW][C]18[/C][C]-0.052475[/C][C]-0.4838[/C][C]0.314887[/C][/ROW]
[ROW][C]19[/C][C]-0.090598[/C][C]-0.8353[/C][C]0.202953[/C][/ROW]
[ROW][C]20[/C][C]-0.136311[/C][C]-1.2567[/C][C]0.106148[/C][/ROW]
[ROW][C]21[/C][C]-0.152222[/C][C]-1.4034[/C][C]0.082068[/C][/ROW]
[ROW][C]22[/C][C]-0.133401[/C][C]-1.2299[/C][C]0.111065[/C][/ROW]
[ROW][C]23[/C][C]-0.092339[/C][C]-0.8513[/C][C]0.198492[/C][/ROW]
[ROW][C]24[/C][C]-0.080122[/C][C]-0.7387[/C][C]0.231065[/C][/ROW]
[ROW][C]25[/C][C]-0.171165[/C][C]-1.5781[/C][C]0.059133[/C][/ROW]
[ROW][C]26[/C][C]-0.288104[/C][C]-2.6562[/C][C]0.004718[/C][/ROW]
[ROW][C]27[/C][C]-0.381627[/C][C]-3.5184[/C][C]0.00035[/C][/ROW]
[ROW][C]28[/C][C]-0.432042[/C][C]-3.9832[/C][C]7.1e-05[/C][/ROW]
[ROW][C]29[/C][C]-0.44396[/C][C]-4.0931[/C][C]4.8e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.438668[/C][C]-4.0443[/C][C]5.7e-05[/C][/ROW]
[ROW][C]31[/C][C]-0.440462[/C][C]-4.0609[/C][C]5.4e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.446034[/C][C]-4.1122[/C][C]4.5e-05[/C][/ROW]
[ROW][C]33[/C][C]-0.423205[/C][C]-3.9018[/C][C]9.5e-05[/C][/ROW]
[ROW][C]34[/C][C]-0.380163[/C][C]-3.5049[/C][C]0.000366[/C][/ROW]
[ROW][C]35[/C][C]-0.323435[/C][C]-2.9819[/C][C]0.001868[/C][/ROW]
[ROW][C]36[/C][C]-0.291622[/C][C]-2.6886[/C][C]0.004316[/C][/ROW]
[ROW][C]37[/C][C]-0.344474[/C][C]-3.1759[/C][C]0.001041[/C][/ROW]
[ROW][C]38[/C][C]-0.415824[/C][C]-3.8337[/C][C]0.000121[/C][/ROW]
[ROW][C]39[/C][C]-0.462853[/C][C]-4.2673[/C][C]2.6e-05[/C][/ROW]
[ROW][C]40[/C][C]-0.468891[/C][C]-4.323[/C][C]2.1e-05[/C][/ROW]
[ROW][C]41[/C][C]-0.448335[/C][C]-4.1334[/C][C]4.2e-05[/C][/ROW]
[ROW][C]42[/C][C]-0.41115[/C][C]-3.7906[/C][C]0.00014[/C][/ROW]
[ROW][C]43[/C][C]-0.387043[/C][C]-3.5684[/C][C]0.000297[/C][/ROW]
[ROW][C]44[/C][C]-0.36547[/C][C]-3.3695[/C][C]0.000567[/C][/ROW]
[ROW][C]45[/C][C]-0.326307[/C][C]-3.0084[/C][C]0.001727[/C][/ROW]
[ROW][C]46[/C][C]-0.275148[/C][C]-2.5367[/C][C]0.006508[/C][/ROW]
[ROW][C]47[/C][C]-0.21196[/C][C]-1.9542[/C][C]0.026984[/C][/ROW]
[ROW][C]48[/C][C]-0.16482[/C][C]-1.5196[/C][C]0.066166[/C][/ROW]
[ROW][C]49[/C][C]-0.183658[/C][C]-1.6932[/C][C]0.047036[/C][/ROW]
[ROW][C]50[/C][C]-0.217825[/C][C]-2.0083[/C][C]0.023896[/C][/ROW]
[ROW][C]51[/C][C]-0.225967[/C][C]-2.0833[/C][C]0.020114[/C][/ROW]
[ROW][C]52[/C][C]-0.202846[/C][C]-1.8701[/C][C]0.032453[/C][/ROW]
[ROW][C]53[/C][C]-0.160441[/C][C]-1.4792[/C][C]0.071392[/C][/ROW]
[ROW][C]54[/C][C]-0.104379[/C][C]-0.9623[/C][C]0.169307[/C][/ROW]
[ROW][C]55[/C][C]-0.066214[/C][C]-0.6105[/C][C]0.271591[/C][/ROW]
[ROW][C]56[/C][C]-0.033542[/C][C]-0.3092[/C][C]0.378946[/C][/ROW]
[ROW][C]57[/C][C]0.002652[/C][C]0.0244[/C][C]0.490277[/C][/ROW]
[ROW][C]58[/C][C]0.043455[/C][C]0.4006[/C][C]0.344848[/C][/ROW]
[ROW][C]59[/C][C]0.094305[/C][C]0.8694[/C][C]0.193526[/C][/ROW]
[ROW][C]60[/C][C]0.138113[/C][C]1.2733[/C][C]0.103184[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61233&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61233&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	0.895456	8.2557	0
2	0.745856	6.8765	0
3	0.62484	5.7607	0
4	0.551134	5.0812	1e-06
5	0.52418	4.8327	3e-06
6	0.511644	4.7171	5e-06
7	0.46826	4.3171	2.1e-05
8	0.4145	3.8215	0.000126
9	0.39683	3.6586	0.00022
10	0.419613	3.8686	0.000107
11	0.47428	4.3726	1.7e-05
12	0.489105	4.5093	1e-05
13	0.366159	3.3758	0.000556
14	0.210616	1.9418	0.027738
15	0.083693	0.7716	0.221242
16	0.00259	0.0239	0.490501
17	-0.03282	-0.3026	0.381471
18	-0.052475	-0.4838	0.314887
19	-0.090598	-0.8353	0.202953
20	-0.136311	-1.2567	0.106148
21	-0.152222	-1.4034	0.082068
22	-0.133401	-1.2299	0.111065
23	-0.092339	-0.8513	0.198492
24	-0.080122	-0.7387	0.231065
25	-0.171165	-1.5781	0.059133
26	-0.288104	-2.6562	0.004718
27	-0.381627	-3.5184	0.00035
28	-0.432042	-3.9832	7.1e-05
29	-0.44396	-4.0931	4.8e-05
30	-0.438668	-4.0443	5.7e-05
31	-0.440462	-4.0609	5.4e-05
32	-0.446034	-4.1122	4.5e-05
33	-0.423205	-3.9018	9.5e-05
34	-0.380163	-3.5049	0.000366
35	-0.323435	-2.9819	0.001868
36	-0.291622	-2.6886	0.004316
37	-0.344474	-3.1759	0.001041
38	-0.415824	-3.8337	0.000121
39	-0.462853	-4.2673	2.6e-05
40	-0.468891	-4.323	2.1e-05
41	-0.448335	-4.1334	4.2e-05
42	-0.41115	-3.7906	0.00014
43	-0.387043	-3.5684	0.000297
44	-0.36547	-3.3695	0.000567
45	-0.326307	-3.0084	0.001727
46	-0.275148	-2.5367	0.006508
47	-0.21196	-1.9542	0.026984
48	-0.16482	-1.5196	0.066166
49	-0.183658	-1.6932	0.047036
50	-0.217825	-2.0083	0.023896
51	-0.225967	-2.0833	0.020114
52	-0.202846	-1.8701	0.032453
53	-0.160441	-1.4792	0.071392
54	-0.104379	-0.9623	0.169307
55	-0.066214	-0.6105	0.271591
56	-0.033542	-0.3092	0.378946
57	0.002652	0.0244	0.490277
58	0.043455	0.4006	0.344848
59	0.094305	0.8694	0.193526
60	0.138113	1.2733	0.103184

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.895456	8.2557	0
2	-0.282528	-2.6048	0.005425
3	0.116569	1.0747	0.142771
4	0.106482	0.9817	0.164514
5	0.134588	1.2408	0.109039
6	0.015237	0.1405	0.444306
7	-0.127848	-1.1787	0.120903
8	0.05383	0.4963	0.310486
9	0.190061	1.7523	0.041666
10	0.120964	1.1152	0.133948
11	0.13953	1.2864	0.100897
12	-0.183695	-1.6936	0.047003
13	-0.594835	-5.4841	0
14	0.058456	0.5389	0.295671
15	-0.003899	-0.0359	0.485704
16	-0.0586	-0.5403	0.295212
17	-0.082156	-0.7574	0.225441
18	-0.101829	-0.9388	0.175242
19	0.094938	0.8753	0.191943
20	0.062703	0.5781	0.282364
21	-0.023898	-0.2203	0.413071
22	-0.031391	-0.2894	0.386487
23	-0.06921	-0.6381	0.262567
24	0.076975	0.7097	0.239924
25	-0.122531	-1.1297	0.130894
26	-0.057899	-0.5338	0.297436
27	-0.062516	-0.5764	0.282946
28	-0.022296	-0.2056	0.418815
29	-0.0299	-0.2757	0.391738
30	-0.040401	-0.3725	0.355231
31	0.013246	0.1221	0.451547
32	0.028966	0.2671	0.395036
33	0.045262	0.4173	0.338758
34	-0.077417	-0.7138	0.238668
35	-0.021193	-0.1954	0.422776
36	0.014662	0.1352	0.446397
37	-0.090001	-0.8298	0.204497
38	0.014726	0.1358	0.446163
39	-0.026808	-0.2472	0.402691
40	0.015824	0.1459	0.442178
41	-0.044173	-0.4073	0.342423
42	-0.006485	-0.0598	0.476232
43	-0.083825	-0.7728	0.220883
44	0.023433	0.216	0.414735
45	-0.064975	-0.599	0.27537
46	-0.031304	-0.2886	0.38679
47	0.01594	0.147	0.441754
48	0.047125	0.4345	0.332524
49	0.012207	0.1125	0.455328
50	-0.013809	-0.1273	0.449498
51	0.04375	0.4034	0.343849
52	0.010557	0.0973	0.461348
53	0.014531	0.134	0.446873
54	0.023013	0.2122	0.416242
55	-0.078357	-0.7224	0.236012
56	0.035951	0.3315	0.370559
57	-0.083531	-0.7701	0.221684
58	-0.005668	-0.0523	0.479225
59	-0.000132	-0.0012	0.499514
60	0.036799	0.3393	0.367621

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.895456 & 8.2557 & 0 \tabularnewline
2 & -0.282528 & -2.6048 & 0.005425 \tabularnewline
3 & 0.116569 & 1.0747 & 0.142771 \tabularnewline
4 & 0.106482 & 0.9817 & 0.164514 \tabularnewline
5 & 0.134588 & 1.2408 & 0.109039 \tabularnewline
6 & 0.015237 & 0.1405 & 0.444306 \tabularnewline
7 & -0.127848 & -1.1787 & 0.120903 \tabularnewline
8 & 0.05383 & 0.4963 & 0.310486 \tabularnewline
9 & 0.190061 & 1.7523 & 0.041666 \tabularnewline
10 & 0.120964 & 1.1152 & 0.133948 \tabularnewline
11 & 0.13953 & 1.2864 & 0.100897 \tabularnewline
12 & -0.183695 & -1.6936 & 0.047003 \tabularnewline
13 & -0.594835 & -5.4841 & 0 \tabularnewline
14 & 0.058456 & 0.5389 & 0.295671 \tabularnewline
15 & -0.003899 & -0.0359 & 0.485704 \tabularnewline
16 & -0.0586 & -0.5403 & 0.295212 \tabularnewline
17 & -0.082156 & -0.7574 & 0.225441 \tabularnewline
18 & -0.101829 & -0.9388 & 0.175242 \tabularnewline
19 & 0.094938 & 0.8753 & 0.191943 \tabularnewline
20 & 0.062703 & 0.5781 & 0.282364 \tabularnewline
21 & -0.023898 & -0.2203 & 0.413071 \tabularnewline
22 & -0.031391 & -0.2894 & 0.386487 \tabularnewline
23 & -0.06921 & -0.6381 & 0.262567 \tabularnewline
24 & 0.076975 & 0.7097 & 0.239924 \tabularnewline
25 & -0.122531 & -1.1297 & 0.130894 \tabularnewline
26 & -0.057899 & -0.5338 & 0.297436 \tabularnewline
27 & -0.062516 & -0.5764 & 0.282946 \tabularnewline
28 & -0.022296 & -0.2056 & 0.418815 \tabularnewline
29 & -0.0299 & -0.2757 & 0.391738 \tabularnewline
30 & -0.040401 & -0.3725 & 0.355231 \tabularnewline
31 & 0.013246 & 0.1221 & 0.451547 \tabularnewline
32 & 0.028966 & 0.2671 & 0.395036 \tabularnewline
33 & 0.045262 & 0.4173 & 0.338758 \tabularnewline
34 & -0.077417 & -0.7138 & 0.238668 \tabularnewline
35 & -0.021193 & -0.1954 & 0.422776 \tabularnewline
36 & 0.014662 & 0.1352 & 0.446397 \tabularnewline
37 & -0.090001 & -0.8298 & 0.204497 \tabularnewline
38 & 0.014726 & 0.1358 & 0.446163 \tabularnewline
39 & -0.026808 & -0.2472 & 0.402691 \tabularnewline
40 & 0.015824 & 0.1459 & 0.442178 \tabularnewline
41 & -0.044173 & -0.4073 & 0.342423 \tabularnewline
42 & -0.006485 & -0.0598 & 0.476232 \tabularnewline
43 & -0.083825 & -0.7728 & 0.220883 \tabularnewline
44 & 0.023433 & 0.216 & 0.414735 \tabularnewline
45 & -0.064975 & -0.599 & 0.27537 \tabularnewline
46 & -0.031304 & -0.2886 & 0.38679 \tabularnewline
47 & 0.01594 & 0.147 & 0.441754 \tabularnewline
48 & 0.047125 & 0.4345 & 0.332524 \tabularnewline
49 & 0.012207 & 0.1125 & 0.455328 \tabularnewline
50 & -0.013809 & -0.1273 & 0.449498 \tabularnewline
51 & 0.04375 & 0.4034 & 0.343849 \tabularnewline
52 & 0.010557 & 0.0973 & 0.461348 \tabularnewline
53 & 0.014531 & 0.134 & 0.446873 \tabularnewline
54 & 0.023013 & 0.2122 & 0.416242 \tabularnewline
55 & -0.078357 & -0.7224 & 0.236012 \tabularnewline
56 & 0.035951 & 0.3315 & 0.370559 \tabularnewline
57 & -0.083531 & -0.7701 & 0.221684 \tabularnewline
58 & -0.005668 & -0.0523 & 0.479225 \tabularnewline
59 & -0.000132 & -0.0012 & 0.499514 \tabularnewline
60 & 0.036799 & 0.3393 & 0.367621 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61233&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]0.895456[/C][C]8.2557[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.282528[/C][C]-2.6048[/C][C]0.005425[/C][/ROW]
[ROW][C]3[/C][C]0.116569[/C][C]1.0747[/C][C]0.142771[/C][/ROW]
[ROW][C]4[/C][C]0.106482[/C][C]0.9817[/C][C]0.164514[/C][/ROW]
[ROW][C]5[/C][C]0.134588[/C][C]1.2408[/C][C]0.109039[/C][/ROW]
[ROW][C]6[/C][C]0.015237[/C][C]0.1405[/C][C]0.444306[/C][/ROW]
[ROW][C]7[/C][C]-0.127848[/C][C]-1.1787[/C][C]0.120903[/C][/ROW]
[ROW][C]8[/C][C]0.05383[/C][C]0.4963[/C][C]0.310486[/C][/ROW]
[ROW][C]9[/C][C]0.190061[/C][C]1.7523[/C][C]0.041666[/C][/ROW]
[ROW][C]10[/C][C]0.120964[/C][C]1.1152[/C][C]0.133948[/C][/ROW]
[ROW][C]11[/C][C]0.13953[/C][C]1.2864[/C][C]0.100897[/C][/ROW]
[ROW][C]12[/C][C]-0.183695[/C][C]-1.6936[/C][C]0.047003[/C][/ROW]
[ROW][C]13[/C][C]-0.594835[/C][C]-5.4841[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.058456[/C][C]0.5389[/C][C]0.295671[/C][/ROW]
[ROW][C]15[/C][C]-0.003899[/C][C]-0.0359[/C][C]0.485704[/C][/ROW]
[ROW][C]16[/C][C]-0.0586[/C][C]-0.5403[/C][C]0.295212[/C][/ROW]
[ROW][C]17[/C][C]-0.082156[/C][C]-0.7574[/C][C]0.225441[/C][/ROW]
[ROW][C]18[/C][C]-0.101829[/C][C]-0.9388[/C][C]0.175242[/C][/ROW]
[ROW][C]19[/C][C]0.094938[/C][C]0.8753[/C][C]0.191943[/C][/ROW]
[ROW][C]20[/C][C]0.062703[/C][C]0.5781[/C][C]0.282364[/C][/ROW]
[ROW][C]21[/C][C]-0.023898[/C][C]-0.2203[/C][C]0.413071[/C][/ROW]
[ROW][C]22[/C][C]-0.031391[/C][C]-0.2894[/C][C]0.386487[/C][/ROW]
[ROW][C]23[/C][C]-0.06921[/C][C]-0.6381[/C][C]0.262567[/C][/ROW]
[ROW][C]24[/C][C]0.076975[/C][C]0.7097[/C][C]0.239924[/C][/ROW]
[ROW][C]25[/C][C]-0.122531[/C][C]-1.1297[/C][C]0.130894[/C][/ROW]
[ROW][C]26[/C][C]-0.057899[/C][C]-0.5338[/C][C]0.297436[/C][/ROW]
[ROW][C]27[/C][C]-0.062516[/C][C]-0.5764[/C][C]0.282946[/C][/ROW]
[ROW][C]28[/C][C]-0.022296[/C][C]-0.2056[/C][C]0.418815[/C][/ROW]
[ROW][C]29[/C][C]-0.0299[/C][C]-0.2757[/C][C]0.391738[/C][/ROW]
[ROW][C]30[/C][C]-0.040401[/C][C]-0.3725[/C][C]0.355231[/C][/ROW]
[ROW][C]31[/C][C]0.013246[/C][C]0.1221[/C][C]0.451547[/C][/ROW]
[ROW][C]32[/C][C]0.028966[/C][C]0.2671[/C][C]0.395036[/C][/ROW]
[ROW][C]33[/C][C]0.045262[/C][C]0.4173[/C][C]0.338758[/C][/ROW]
[ROW][C]34[/C][C]-0.077417[/C][C]-0.7138[/C][C]0.238668[/C][/ROW]
[ROW][C]35[/C][C]-0.021193[/C][C]-0.1954[/C][C]0.422776[/C][/ROW]
[ROW][C]36[/C][C]0.014662[/C][C]0.1352[/C][C]0.446397[/C][/ROW]
[ROW][C]37[/C][C]-0.090001[/C][C]-0.8298[/C][C]0.204497[/C][/ROW]
[ROW][C]38[/C][C]0.014726[/C][C]0.1358[/C][C]0.446163[/C][/ROW]
[ROW][C]39[/C][C]-0.026808[/C][C]-0.2472[/C][C]0.402691[/C][/ROW]
[ROW][C]40[/C][C]0.015824[/C][C]0.1459[/C][C]0.442178[/C][/ROW]
[ROW][C]41[/C][C]-0.044173[/C][C]-0.4073[/C][C]0.342423[/C][/ROW]
[ROW][C]42[/C][C]-0.006485[/C][C]-0.0598[/C][C]0.476232[/C][/ROW]
[ROW][C]43[/C][C]-0.083825[/C][C]-0.7728[/C][C]0.220883[/C][/ROW]
[ROW][C]44[/C][C]0.023433[/C][C]0.216[/C][C]0.414735[/C][/ROW]
[ROW][C]45[/C][C]-0.064975[/C][C]-0.599[/C][C]0.27537[/C][/ROW]
[ROW][C]46[/C][C]-0.031304[/C][C]-0.2886[/C][C]0.38679[/C][/ROW]
[ROW][C]47[/C][C]0.01594[/C][C]0.147[/C][C]0.441754[/C][/ROW]
[ROW][C]48[/C][C]0.047125[/C][C]0.4345[/C][C]0.332524[/C][/ROW]
[ROW][C]49[/C][C]0.012207[/C][C]0.1125[/C][C]0.455328[/C][/ROW]
[ROW][C]50[/C][C]-0.013809[/C][C]-0.1273[/C][C]0.449498[/C][/ROW]
[ROW][C]51[/C][C]0.04375[/C][C]0.4034[/C][C]0.343849[/C][/ROW]
[ROW][C]52[/C][C]0.010557[/C][C]0.0973[/C][C]0.461348[/C][/ROW]
[ROW][C]53[/C][C]0.014531[/C][C]0.134[/C][C]0.446873[/C][/ROW]
[ROW][C]54[/C][C]0.023013[/C][C]0.2122[/C][C]0.416242[/C][/ROW]
[ROW][C]55[/C][C]-0.078357[/C][C]-0.7224[/C][C]0.236012[/C][/ROW]
[ROW][C]56[/C][C]0.035951[/C][C]0.3315[/C][C]0.370559[/C][/ROW]
[ROW][C]57[/C][C]-0.083531[/C][C]-0.7701[/C][C]0.221684[/C][/ROW]
[ROW][C]58[/C][C]-0.005668[/C][C]-0.0523[/C][C]0.479225[/C][/ROW]
[ROW][C]59[/C][C]-0.000132[/C][C]-0.0012[/C][C]0.499514[/C][/ROW]
[ROW][C]60[/C][C]0.036799[/C][C]0.3393[/C][C]0.367621[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61233&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61233&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	0.895456	8.2557	0
2	-0.282528	-2.6048	0.005425
3	0.116569	1.0747	0.142771
4	0.106482	0.9817	0.164514
5	0.134588	1.2408	0.109039
6	0.015237	0.1405	0.444306
7	-0.127848	-1.1787	0.120903
8	0.05383	0.4963	0.310486
9	0.190061	1.7523	0.041666
10	0.120964	1.1152	0.133948
11	0.13953	1.2864	0.100897
12	-0.183695	-1.6936	0.047003
13	-0.594835	-5.4841	0
14	0.058456	0.5389	0.295671
15	-0.003899	-0.0359	0.485704
16	-0.0586	-0.5403	0.295212
17	-0.082156	-0.7574	0.225441
18	-0.101829	-0.9388	0.175242
19	0.094938	0.8753	0.191943
20	0.062703	0.5781	0.282364
21	-0.023898	-0.2203	0.413071
22	-0.031391	-0.2894	0.386487
23	-0.06921	-0.6381	0.262567
24	0.076975	0.7097	0.239924
25	-0.122531	-1.1297	0.130894
26	-0.057899	-0.5338	0.297436
27	-0.062516	-0.5764	0.282946
28	-0.022296	-0.2056	0.418815
29	-0.0299	-0.2757	0.391738
30	-0.040401	-0.3725	0.355231
31	0.013246	0.1221	0.451547
32	0.028966	0.2671	0.395036
33	0.045262	0.4173	0.338758
34	-0.077417	-0.7138	0.238668
35	-0.021193	-0.1954	0.422776
36	0.014662	0.1352	0.446397
37	-0.090001	-0.8298	0.204497
38	0.014726	0.1358	0.446163
39	-0.026808	-0.2472	0.402691
40	0.015824	0.1459	0.442178
41	-0.044173	-0.4073	0.342423
42	-0.006485	-0.0598	0.476232
43	-0.083825	-0.7728	0.220883
44	0.023433	0.216	0.414735
45	-0.064975	-0.599	0.27537
46	-0.031304	-0.2886	0.38679
47	0.01594	0.147	0.441754
48	0.047125	0.4345	0.332524
49	0.012207	0.1125	0.455328
50	-0.013809	-0.1273	0.449498
51	0.04375	0.4034	0.343849
52	0.010557	0.0973	0.461348
53	0.014531	0.134	0.446873
54	0.023013	0.2122	0.416242
55	-0.078357	-0.7224	0.236012
56	0.035951	0.3315	0.370559
57	-0.083531	-0.7701	0.221684
58	-0.005668	-0.0523	0.479225
59	-0.000132	-0.0012	0.499514
60	0.036799	0.3393	0.367621

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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