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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 31 Jan 2011 10:42:34 +0000

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/2011/Jan/31/t12964703872dehm4m10t36pac.htm/, Retrieved Wed, 15 May 2024 02:51:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=117924, Retrieved Wed, 15 May 2024 02:51:27 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

199

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Spectral Analysis] [ws8 spectraalanal...] [2010-11-30 09:38:02] [74be16979710d4c4e7c6647856088456]
- RMPD    [(Partial) Autocorrelation Function] [ws8 autocorrelati...] [2010-11-30 10:25:41] [74be16979710d4c4e7c6647856088456]
- R  D        [(Partial) Autocorrelation Function] [PaperTimDamen] [2011-01-31 10:42:34] [d41d8cd98f00b204e9800998ecf8427e] [Current]
- R P           [(Partial) Autocorrelation Function] [PaperTimDamen] [2011-02-01 18:25:09] [74be16979710d4c4e7c6647856088456] 
-   P             [(Partial) Autocorrelation Function] [PaperTimDamen] [2011-02-02 08:27:39] [74be16979710d4c4e7c6647856088456] 
- RMP               [ARIMA Backward Selection] [PaperTimDamen] [2011-02-02 09:19:32] [74be16979710d4c4e7c6647856088456] 

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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' @ www.wessa.org

\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' @ www.wessa.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117924&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' @ www.wessa.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117924&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117924&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' @ www.wessa.org

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.959754	21.2884	0
2	0.905836	20.0924	0
3	0.849051	18.8329	0
4	0.801148	17.7703	0
5	0.766859	17.0098	0
6	0.73339	16.2674	0
7	0.70983	15.7448	0
8	0.688748	15.2772	0
9	0.682133	15.1304	0
10	0.684046	15.1729	0
11	0.691235	15.3323	0
12	0.687781	15.2557	0
13	0.645231	14.3119	0
14	0.592879	13.1507	0
15	0.545826	12.107	0
16	0.508655	11.2825	0
17	0.484402	10.7446	0
18	0.461311	10.2324	0
19	0.44554	9.8826	0
20	0.432848	9.601	0
21	0.433381	9.6128	0
22	0.442292	9.8105	0
23	0.451172	10.0075	0
24	0.451299	10.0103	0
25	0.402558	8.9292	0
26	0.345948	7.6735	0
27	0.288302	6.3949	0
28	0.239117	5.3039	0
29	0.201715	4.4742	5e-06
30	0.165482	3.6706	0.000134
31	0.138133	3.0639	0.001152
32	0.114885	2.5483	0.005564
33	0.105724	2.3451	0.00971
34	0.10546	2.3392	0.009862
35	0.111635	2.4762	0.006807
36	0.110365	2.448	0.007357
37	0.080039	1.7753	0.038229
38	0.042941	0.9525	0.170659
39	0.01062	0.2356	0.406934
40	-0.014407	-0.3196	0.374721
41	-0.029539	-0.6552	0.256319
42	-0.044194	-0.9803	0.163715
43	-0.053881	-1.1951	0.116305
44	-0.059293	-1.3152	0.094529
45	-0.05301	-1.1758	0.12012
46	-0.038503	-0.854	0.196747
47	-0.025254	-0.5601	0.287816
48	-0.019297	-0.428	0.334408
49	-0.05187	-1.1505	0.12524
50	-0.090622	-2.0101	0.022483
51	-0.130276	-2.8897	0.002013
52	-0.164602	-3.651	0.000145
53	-0.189519	-4.2037	1.6e-05
54	-0.214291	-4.7532	1e-06
55	-0.233004	-5.1683	0
56	-0.246986	-5.4784	0
57	-0.248833	-5.5194	0
58	-0.243768	-5.407	0
59	-0.232074	-5.1476	0
60	-0.225885	-5.0104	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.959754 & 21.2884 & 0 \tabularnewline
2 & 0.905836 & 20.0924 & 0 \tabularnewline
3 & 0.849051 & 18.8329 & 0 \tabularnewline
4 & 0.801148 & 17.7703 & 0 \tabularnewline
5 & 0.766859 & 17.0098 & 0 \tabularnewline
6 & 0.73339 & 16.2674 & 0 \tabularnewline
7 & 0.70983 & 15.7448 & 0 \tabularnewline
8 & 0.688748 & 15.2772 & 0 \tabularnewline
9 & 0.682133 & 15.1304 & 0 \tabularnewline
10 & 0.684046 & 15.1729 & 0 \tabularnewline
11 & 0.691235 & 15.3323 & 0 \tabularnewline
12 & 0.687781 & 15.2557 & 0 \tabularnewline
13 & 0.645231 & 14.3119 & 0 \tabularnewline
14 & 0.592879 & 13.1507 & 0 \tabularnewline
15 & 0.545826 & 12.107 & 0 \tabularnewline
16 & 0.508655 & 11.2825 & 0 \tabularnewline
17 & 0.484402 & 10.7446 & 0 \tabularnewline
18 & 0.461311 & 10.2324 & 0 \tabularnewline
19 & 0.44554 & 9.8826 & 0 \tabularnewline
20 & 0.432848 & 9.601 & 0 \tabularnewline
21 & 0.433381 & 9.6128 & 0 \tabularnewline
22 & 0.442292 & 9.8105 & 0 \tabularnewline
23 & 0.451172 & 10.0075 & 0 \tabularnewline
24 & 0.451299 & 10.0103 & 0 \tabularnewline
25 & 0.402558 & 8.9292 & 0 \tabularnewline
26 & 0.345948 & 7.6735 & 0 \tabularnewline
27 & 0.288302 & 6.3949 & 0 \tabularnewline
28 & 0.239117 & 5.3039 & 0 \tabularnewline
29 & 0.201715 & 4.4742 & 5e-06 \tabularnewline
30 & 0.165482 & 3.6706 & 0.000134 \tabularnewline
31 & 0.138133 & 3.0639 & 0.001152 \tabularnewline
32 & 0.114885 & 2.5483 & 0.005564 \tabularnewline
33 & 0.105724 & 2.3451 & 0.00971 \tabularnewline
34 & 0.10546 & 2.3392 & 0.009862 \tabularnewline
35 & 0.111635 & 2.4762 & 0.006807 \tabularnewline
36 & 0.110365 & 2.448 & 0.007357 \tabularnewline
37 & 0.080039 & 1.7753 & 0.038229 \tabularnewline
38 & 0.042941 & 0.9525 & 0.170659 \tabularnewline
39 & 0.01062 & 0.2356 & 0.406934 \tabularnewline
40 & -0.014407 & -0.3196 & 0.374721 \tabularnewline
41 & -0.029539 & -0.6552 & 0.256319 \tabularnewline
42 & -0.044194 & -0.9803 & 0.163715 \tabularnewline
43 & -0.053881 & -1.1951 & 0.116305 \tabularnewline
44 & -0.059293 & -1.3152 & 0.094529 \tabularnewline
45 & -0.05301 & -1.1758 & 0.12012 \tabularnewline
46 & -0.038503 & -0.854 & 0.196747 \tabularnewline
47 & -0.025254 & -0.5601 & 0.287816 \tabularnewline
48 & -0.019297 & -0.428 & 0.334408 \tabularnewline
49 & -0.05187 & -1.1505 & 0.12524 \tabularnewline
50 & -0.090622 & -2.0101 & 0.022483 \tabularnewline
51 & -0.130276 & -2.8897 & 0.002013 \tabularnewline
52 & -0.164602 & -3.651 & 0.000145 \tabularnewline
53 & -0.189519 & -4.2037 & 1.6e-05 \tabularnewline
54 & -0.214291 & -4.7532 & 1e-06 \tabularnewline
55 & -0.233004 & -5.1683 & 0 \tabularnewline
56 & -0.246986 & -5.4784 & 0 \tabularnewline
57 & -0.248833 & -5.5194 & 0 \tabularnewline
58 & -0.243768 & -5.407 & 0 \tabularnewline
59 & -0.232074 & -5.1476 & 0 \tabularnewline
60 & -0.225885 & -5.0104 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117924&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]0.959754[/C][C]21.2884[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.905836[/C][C]20.0924[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.849051[/C][C]18.8329[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.801148[/C][C]17.7703[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.766859[/C][C]17.0098[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.73339[/C][C]16.2674[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.70983[/C][C]15.7448[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.688748[/C][C]15.2772[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.682133[/C][C]15.1304[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.684046[/C][C]15.1729[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.691235[/C][C]15.3323[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.687781[/C][C]15.2557[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.645231[/C][C]14.3119[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.592879[/C][C]13.1507[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.545826[/C][C]12.107[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.508655[/C][C]11.2825[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.484402[/C][C]10.7446[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.461311[/C][C]10.2324[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.44554[/C][C]9.8826[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.432848[/C][C]9.601[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.433381[/C][C]9.6128[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.442292[/C][C]9.8105[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.451172[/C][C]10.0075[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.451299[/C][C]10.0103[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.402558[/C][C]8.9292[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.345948[/C][C]7.6735[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.288302[/C][C]6.3949[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.239117[/C][C]5.3039[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.201715[/C][C]4.4742[/C][C]5e-06[/C][/ROW]
[ROW][C]30[/C][C]0.165482[/C][C]3.6706[/C][C]0.000134[/C][/ROW]
[ROW][C]31[/C][C]0.138133[/C][C]3.0639[/C][C]0.001152[/C][/ROW]
[ROW][C]32[/C][C]0.114885[/C][C]2.5483[/C][C]0.005564[/C][/ROW]
[ROW][C]33[/C][C]0.105724[/C][C]2.3451[/C][C]0.00971[/C][/ROW]
[ROW][C]34[/C][C]0.10546[/C][C]2.3392[/C][C]0.009862[/C][/ROW]
[ROW][C]35[/C][C]0.111635[/C][C]2.4762[/C][C]0.006807[/C][/ROW]
[ROW][C]36[/C][C]0.110365[/C][C]2.448[/C][C]0.007357[/C][/ROW]
[ROW][C]37[/C][C]0.080039[/C][C]1.7753[/C][C]0.038229[/C][/ROW]
[ROW][C]38[/C][C]0.042941[/C][C]0.9525[/C][C]0.170659[/C][/ROW]
[ROW][C]39[/C][C]0.01062[/C][C]0.2356[/C][C]0.406934[/C][/ROW]
[ROW][C]40[/C][C]-0.014407[/C][C]-0.3196[/C][C]0.374721[/C][/ROW]
[ROW][C]41[/C][C]-0.029539[/C][C]-0.6552[/C][C]0.256319[/C][/ROW]
[ROW][C]42[/C][C]-0.044194[/C][C]-0.9803[/C][C]0.163715[/C][/ROW]
[ROW][C]43[/C][C]-0.053881[/C][C]-1.1951[/C][C]0.116305[/C][/ROW]
[ROW][C]44[/C][C]-0.059293[/C][C]-1.3152[/C][C]0.094529[/C][/ROW]
[ROW][C]45[/C][C]-0.05301[/C][C]-1.1758[/C][C]0.12012[/C][/ROW]
[ROW][C]46[/C][C]-0.038503[/C][C]-0.854[/C][C]0.196747[/C][/ROW]
[ROW][C]47[/C][C]-0.025254[/C][C]-0.5601[/C][C]0.287816[/C][/ROW]
[ROW][C]48[/C][C]-0.019297[/C][C]-0.428[/C][C]0.334408[/C][/ROW]
[ROW][C]49[/C][C]-0.05187[/C][C]-1.1505[/C][C]0.12524[/C][/ROW]
[ROW][C]50[/C][C]-0.090622[/C][C]-2.0101[/C][C]0.022483[/C][/ROW]
[ROW][C]51[/C][C]-0.130276[/C][C]-2.8897[/C][C]0.002013[/C][/ROW]
[ROW][C]52[/C][C]-0.164602[/C][C]-3.651[/C][C]0.000145[/C][/ROW]
[ROW][C]53[/C][C]-0.189519[/C][C]-4.2037[/C][C]1.6e-05[/C][/ROW]
[ROW][C]54[/C][C]-0.214291[/C][C]-4.7532[/C][C]1e-06[/C][/ROW]
[ROW][C]55[/C][C]-0.233004[/C][C]-5.1683[/C][C]0[/C][/ROW]
[ROW][C]56[/C][C]-0.246986[/C][C]-5.4784[/C][C]0[/C][/ROW]
[ROW][C]57[/C][C]-0.248833[/C][C]-5.5194[/C][C]0[/C][/ROW]
[ROW][C]58[/C][C]-0.243768[/C][C]-5.407[/C][C]0[/C][/ROW]
[ROW][C]59[/C][C]-0.232074[/C][C]-5.1476[/C][C]0[/C][/ROW]
[ROW][C]60[/C][C]-0.225885[/C][C]-5.0104[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117924&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117924&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	0.959754	21.2884	0
2	0.905836	20.0924	0
3	0.849051	18.8329	0
4	0.801148	17.7703	0
5	0.766859	17.0098	0
6	0.73339	16.2674	0
7	0.70983	15.7448	0
8	0.688748	15.2772	0
9	0.682133	15.1304	0
10	0.684046	15.1729	0
11	0.691235	15.3323	0
12	0.687781	15.2557	0
13	0.645231	14.3119	0
14	0.592879	13.1507	0
15	0.545826	12.107	0
16	0.508655	11.2825	0
17	0.484402	10.7446	0
18	0.461311	10.2324	0
19	0.44554	9.8826	0
20	0.432848	9.601	0
21	0.433381	9.6128	0
22	0.442292	9.8105	0
23	0.451172	10.0075	0
24	0.451299	10.0103	0
25	0.402558	8.9292	0
26	0.345948	7.6735	0
27	0.288302	6.3949	0
28	0.239117	5.3039	0
29	0.201715	4.4742	5e-06
30	0.165482	3.6706	0.000134
31	0.138133	3.0639	0.001152
32	0.114885	2.5483	0.005564
33	0.105724	2.3451	0.00971
34	0.10546	2.3392	0.009862
35	0.111635	2.4762	0.006807
36	0.110365	2.448	0.007357
37	0.080039	1.7753	0.038229
38	0.042941	0.9525	0.170659
39	0.01062	0.2356	0.406934
40	-0.014407	-0.3196	0.374721
41	-0.029539	-0.6552	0.256319
42	-0.044194	-0.9803	0.163715
43	-0.053881	-1.1951	0.116305
44	-0.059293	-1.3152	0.094529
45	-0.05301	-1.1758	0.12012
46	-0.038503	-0.854	0.196747
47	-0.025254	-0.5601	0.287816
48	-0.019297	-0.428	0.334408
49	-0.05187	-1.1505	0.12524
50	-0.090622	-2.0101	0.022483
51	-0.130276	-2.8897	0.002013
52	-0.164602	-3.651	0.000145
53	-0.189519	-4.2037	1.6e-05
54	-0.214291	-4.7532	1e-06
55	-0.233004	-5.1683	0
56	-0.246986	-5.4784	0
57	-0.248833	-5.5194	0
58	-0.243768	-5.407	0
59	-0.232074	-5.1476	0
60	-0.225885	-5.0104	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.959754	21.2884	0
2	-0.193891	-4.3007	1e-05
3	-0.036957	-0.8197	0.206379
4	0.093617	2.0765	0.019182
5	0.115143	2.554	0.005475
6	-0.06915	-1.5338	0.06286
7	0.11944	2.6493	0.004162
8	0.00939	0.2083	0.417552
9	0.183814	4.0772	2.7e-05
10	0.063709	1.4131	0.079125
11	0.081301	1.8034	0.035972
12	-0.138191	-3.0652	0.001147
13	-0.426844	-9.4679	0
14	0.01169	0.2593	0.397759
15	0.169186	3.7527	9.8e-05
16	0.004771	0.1058	0.457879
17	0.048342	1.0723	0.142061
18	-0.008145	-0.1807	0.428349
19	0.047956	1.0637	0.143988
20	-0.000647	-0.0143	0.49428
21	0.083893	1.8608	0.031682
22	0.012537	0.2781	0.390535
23	-0.059155	-1.3121	0.095045
24	-0.005122	-0.1136	0.454794
25	-0.44914	-9.9624	0
26	0.070337	1.5601	0.059684
27	-0.028099	-0.6233	0.266698
28	-0.029753	-0.6599	0.254798
29	-0.009661	-0.2143	0.415201
30	0.025087	0.5564	0.289079
31	-0.012435	-0.2758	0.3914
32	0.007184	0.1594	0.436727
33	-0.009506	-0.2109	0.416541
34	0.025697	0.57	0.284476
35	0.037057	0.822	0.205751
36	0.012339	0.2737	0.392215
37	0.032346	0.7175	0.23671
38	0.005371	0.1191	0.452612
39	0.029912	0.6635	0.253669
40	-0.030516	-0.6769	0.249401
41	0.000998	0.0221	0.491172
42	0.002038	0.0452	0.481984
43	-0.010138	-0.2249	0.411087
44	0.013954	0.3095	0.378532
45	0.015373	0.341	0.366626
46	0.003941	0.0874	0.465188
47	-0.074905	-1.6615	0.048629
48	-0.007976	-0.1769	0.429827
49	-0.151544	-3.3614	0.000418
50	0.012764	0.2831	0.388604
51	-0.020503	-0.4548	0.324732
52	-0.032741	-0.7262	0.234025
53	-0.010867	-0.241	0.404814
54	0.004627	0.1026	0.459147
55	-0.050403	-1.118	0.132059
56	0.006177	0.137	0.445537
57	-0.033442	-0.7418	0.229285
58	-0.028821	-0.6393	0.261467
59	0.053246	1.181	0.119077
60	0.019023	0.4219	0.336626

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.959754 & 21.2884 & 0 \tabularnewline
2 & -0.193891 & -4.3007 & 1e-05 \tabularnewline
3 & -0.036957 & -0.8197 & 0.206379 \tabularnewline
4 & 0.093617 & 2.0765 & 0.019182 \tabularnewline
5 & 0.115143 & 2.554 & 0.005475 \tabularnewline
6 & -0.06915 & -1.5338 & 0.06286 \tabularnewline
7 & 0.11944 & 2.6493 & 0.004162 \tabularnewline
8 & 0.00939 & 0.2083 & 0.417552 \tabularnewline
9 & 0.183814 & 4.0772 & 2.7e-05 \tabularnewline
10 & 0.063709 & 1.4131 & 0.079125 \tabularnewline
11 & 0.081301 & 1.8034 & 0.035972 \tabularnewline
12 & -0.138191 & -3.0652 & 0.001147 \tabularnewline
13 & -0.426844 & -9.4679 & 0 \tabularnewline
14 & 0.01169 & 0.2593 & 0.397759 \tabularnewline
15 & 0.169186 & 3.7527 & 9.8e-05 \tabularnewline
16 & 0.004771 & 0.1058 & 0.457879 \tabularnewline
17 & 0.048342 & 1.0723 & 0.142061 \tabularnewline
18 & -0.008145 & -0.1807 & 0.428349 \tabularnewline
19 & 0.047956 & 1.0637 & 0.143988 \tabularnewline
20 & -0.000647 & -0.0143 & 0.49428 \tabularnewline
21 & 0.083893 & 1.8608 & 0.031682 \tabularnewline
22 & 0.012537 & 0.2781 & 0.390535 \tabularnewline
23 & -0.059155 & -1.3121 & 0.095045 \tabularnewline
24 & -0.005122 & -0.1136 & 0.454794 \tabularnewline
25 & -0.44914 & -9.9624 & 0 \tabularnewline
26 & 0.070337 & 1.5601 & 0.059684 \tabularnewline
27 & -0.028099 & -0.6233 & 0.266698 \tabularnewline
28 & -0.029753 & -0.6599 & 0.254798 \tabularnewline
29 & -0.009661 & -0.2143 & 0.415201 \tabularnewline
30 & 0.025087 & 0.5564 & 0.289079 \tabularnewline
31 & -0.012435 & -0.2758 & 0.3914 \tabularnewline
32 & 0.007184 & 0.1594 & 0.436727 \tabularnewline
33 & -0.009506 & -0.2109 & 0.416541 \tabularnewline
34 & 0.025697 & 0.57 & 0.284476 \tabularnewline
35 & 0.037057 & 0.822 & 0.205751 \tabularnewline
36 & 0.012339 & 0.2737 & 0.392215 \tabularnewline
37 & 0.032346 & 0.7175 & 0.23671 \tabularnewline
38 & 0.005371 & 0.1191 & 0.452612 \tabularnewline
39 & 0.029912 & 0.6635 & 0.253669 \tabularnewline
40 & -0.030516 & -0.6769 & 0.249401 \tabularnewline
41 & 0.000998 & 0.0221 & 0.491172 \tabularnewline
42 & 0.002038 & 0.0452 & 0.481984 \tabularnewline
43 & -0.010138 & -0.2249 & 0.411087 \tabularnewline
44 & 0.013954 & 0.3095 & 0.378532 \tabularnewline
45 & 0.015373 & 0.341 & 0.366626 \tabularnewline
46 & 0.003941 & 0.0874 & 0.465188 \tabularnewline
47 & -0.074905 & -1.6615 & 0.048629 \tabularnewline
48 & -0.007976 & -0.1769 & 0.429827 \tabularnewline
49 & -0.151544 & -3.3614 & 0.000418 \tabularnewline
50 & 0.012764 & 0.2831 & 0.388604 \tabularnewline
51 & -0.020503 & -0.4548 & 0.324732 \tabularnewline
52 & -0.032741 & -0.7262 & 0.234025 \tabularnewline
53 & -0.010867 & -0.241 & 0.404814 \tabularnewline
54 & 0.004627 & 0.1026 & 0.459147 \tabularnewline
55 & -0.050403 & -1.118 & 0.132059 \tabularnewline
56 & 0.006177 & 0.137 & 0.445537 \tabularnewline
57 & -0.033442 & -0.7418 & 0.229285 \tabularnewline
58 & -0.028821 & -0.6393 & 0.261467 \tabularnewline
59 & 0.053246 & 1.181 & 0.119077 \tabularnewline
60 & 0.019023 & 0.4219 & 0.336626 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117924&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]0.959754[/C][C]21.2884[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.193891[/C][C]-4.3007[/C][C]1e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.036957[/C][C]-0.8197[/C][C]0.206379[/C][/ROW]
[ROW][C]4[/C][C]0.093617[/C][C]2.0765[/C][C]0.019182[/C][/ROW]
[ROW][C]5[/C][C]0.115143[/C][C]2.554[/C][C]0.005475[/C][/ROW]
[ROW][C]6[/C][C]-0.06915[/C][C]-1.5338[/C][C]0.06286[/C][/ROW]
[ROW][C]7[/C][C]0.11944[/C][C]2.6493[/C][C]0.004162[/C][/ROW]
[ROW][C]8[/C][C]0.00939[/C][C]0.2083[/C][C]0.417552[/C][/ROW]
[ROW][C]9[/C][C]0.183814[/C][C]4.0772[/C][C]2.7e-05[/C][/ROW]
[ROW][C]10[/C][C]0.063709[/C][C]1.4131[/C][C]0.079125[/C][/ROW]
[ROW][C]11[/C][C]0.081301[/C][C]1.8034[/C][C]0.035972[/C][/ROW]
[ROW][C]12[/C][C]-0.138191[/C][C]-3.0652[/C][C]0.001147[/C][/ROW]
[ROW][C]13[/C][C]-0.426844[/C][C]-9.4679[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.01169[/C][C]0.2593[/C][C]0.397759[/C][/ROW]
[ROW][C]15[/C][C]0.169186[/C][C]3.7527[/C][C]9.8e-05[/C][/ROW]
[ROW][C]16[/C][C]0.004771[/C][C]0.1058[/C][C]0.457879[/C][/ROW]
[ROW][C]17[/C][C]0.048342[/C][C]1.0723[/C][C]0.142061[/C][/ROW]
[ROW][C]18[/C][C]-0.008145[/C][C]-0.1807[/C][C]0.428349[/C][/ROW]
[ROW][C]19[/C][C]0.047956[/C][C]1.0637[/C][C]0.143988[/C][/ROW]
[ROW][C]20[/C][C]-0.000647[/C][C]-0.0143[/C][C]0.49428[/C][/ROW]
[ROW][C]21[/C][C]0.083893[/C][C]1.8608[/C][C]0.031682[/C][/ROW]
[ROW][C]22[/C][C]0.012537[/C][C]0.2781[/C][C]0.390535[/C][/ROW]
[ROW][C]23[/C][C]-0.059155[/C][C]-1.3121[/C][C]0.095045[/C][/ROW]
[ROW][C]24[/C][C]-0.005122[/C][C]-0.1136[/C][C]0.454794[/C][/ROW]
[ROW][C]25[/C][C]-0.44914[/C][C]-9.9624[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.070337[/C][C]1.5601[/C][C]0.059684[/C][/ROW]
[ROW][C]27[/C][C]-0.028099[/C][C]-0.6233[/C][C]0.266698[/C][/ROW]
[ROW][C]28[/C][C]-0.029753[/C][C]-0.6599[/C][C]0.254798[/C][/ROW]
[ROW][C]29[/C][C]-0.009661[/C][C]-0.2143[/C][C]0.415201[/C][/ROW]
[ROW][C]30[/C][C]0.025087[/C][C]0.5564[/C][C]0.289079[/C][/ROW]
[ROW][C]31[/C][C]-0.012435[/C][C]-0.2758[/C][C]0.3914[/C][/ROW]
[ROW][C]32[/C][C]0.007184[/C][C]0.1594[/C][C]0.436727[/C][/ROW]
[ROW][C]33[/C][C]-0.009506[/C][C]-0.2109[/C][C]0.416541[/C][/ROW]
[ROW][C]34[/C][C]0.025697[/C][C]0.57[/C][C]0.284476[/C][/ROW]
[ROW][C]35[/C][C]0.037057[/C][C]0.822[/C][C]0.205751[/C][/ROW]
[ROW][C]36[/C][C]0.012339[/C][C]0.2737[/C][C]0.392215[/C][/ROW]
[ROW][C]37[/C][C]0.032346[/C][C]0.7175[/C][C]0.23671[/C][/ROW]
[ROW][C]38[/C][C]0.005371[/C][C]0.1191[/C][C]0.452612[/C][/ROW]
[ROW][C]39[/C][C]0.029912[/C][C]0.6635[/C][C]0.253669[/C][/ROW]
[ROW][C]40[/C][C]-0.030516[/C][C]-0.6769[/C][C]0.249401[/C][/ROW]
[ROW][C]41[/C][C]0.000998[/C][C]0.0221[/C][C]0.491172[/C][/ROW]
[ROW][C]42[/C][C]0.002038[/C][C]0.0452[/C][C]0.481984[/C][/ROW]
[ROW][C]43[/C][C]-0.010138[/C][C]-0.2249[/C][C]0.411087[/C][/ROW]
[ROW][C]44[/C][C]0.013954[/C][C]0.3095[/C][C]0.378532[/C][/ROW]
[ROW][C]45[/C][C]0.015373[/C][C]0.341[/C][C]0.366626[/C][/ROW]
[ROW][C]46[/C][C]0.003941[/C][C]0.0874[/C][C]0.465188[/C][/ROW]
[ROW][C]47[/C][C]-0.074905[/C][C]-1.6615[/C][C]0.048629[/C][/ROW]
[ROW][C]48[/C][C]-0.007976[/C][C]-0.1769[/C][C]0.429827[/C][/ROW]
[ROW][C]49[/C][C]-0.151544[/C][C]-3.3614[/C][C]0.000418[/C][/ROW]
[ROW][C]50[/C][C]0.012764[/C][C]0.2831[/C][C]0.388604[/C][/ROW]
[ROW][C]51[/C][C]-0.020503[/C][C]-0.4548[/C][C]0.324732[/C][/ROW]
[ROW][C]52[/C][C]-0.032741[/C][C]-0.7262[/C][C]0.234025[/C][/ROW]
[ROW][C]53[/C][C]-0.010867[/C][C]-0.241[/C][C]0.404814[/C][/ROW]
[ROW][C]54[/C][C]0.004627[/C][C]0.1026[/C][C]0.459147[/C][/ROW]
[ROW][C]55[/C][C]-0.050403[/C][C]-1.118[/C][C]0.132059[/C][/ROW]
[ROW][C]56[/C][C]0.006177[/C][C]0.137[/C][C]0.445537[/C][/ROW]
[ROW][C]57[/C][C]-0.033442[/C][C]-0.7418[/C][C]0.229285[/C][/ROW]
[ROW][C]58[/C][C]-0.028821[/C][C]-0.6393[/C][C]0.261467[/C][/ROW]
[ROW][C]59[/C][C]0.053246[/C][C]1.181[/C][C]0.119077[/C][/ROW]
[ROW][C]60[/C][C]0.019023[/C][C]0.4219[/C][C]0.336626[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117924&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117924&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	0.959754	21.2884	0
2	-0.193891	-4.3007	1e-05
3	-0.036957	-0.8197	0.206379
4	0.093617	2.0765	0.019182
5	0.115143	2.554	0.005475
6	-0.06915	-1.5338	0.06286
7	0.11944	2.6493	0.004162
8	0.00939	0.2083	0.417552
9	0.183814	4.0772	2.7e-05
10	0.063709	1.4131	0.079125
11	0.081301	1.8034	0.035972
12	-0.138191	-3.0652	0.001147
13	-0.426844	-9.4679	0
14	0.01169	0.2593	0.397759
15	0.169186	3.7527	9.8e-05
16	0.004771	0.1058	0.457879
17	0.048342	1.0723	0.142061
18	-0.008145	-0.1807	0.428349
19	0.047956	1.0637	0.143988
20	-0.000647	-0.0143	0.49428
21	0.083893	1.8608	0.031682
22	0.012537	0.2781	0.390535
23	-0.059155	-1.3121	0.095045
24	-0.005122	-0.1136	0.454794
25	-0.44914	-9.9624	0
26	0.070337	1.5601	0.059684
27	-0.028099	-0.6233	0.266698
28	-0.029753	-0.6599	0.254798
29	-0.009661	-0.2143	0.415201
30	0.025087	0.5564	0.289079
31	-0.012435	-0.2758	0.3914
32	0.007184	0.1594	0.436727
33	-0.009506	-0.2109	0.416541
34	0.025697	0.57	0.284476
35	0.037057	0.822	0.205751
36	0.012339	0.2737	0.392215
37	0.032346	0.7175	0.23671
38	0.005371	0.1191	0.452612
39	0.029912	0.6635	0.253669
40	-0.030516	-0.6769	0.249401
41	0.000998	0.0221	0.491172
42	0.002038	0.0452	0.481984
43	-0.010138	-0.2249	0.411087
44	0.013954	0.3095	0.378532
45	0.015373	0.341	0.366626
46	0.003941	0.0874	0.465188
47	-0.074905	-1.6615	0.048629
48	-0.007976	-0.1769	0.429827
49	-0.151544	-3.3614	0.000418
50	0.012764	0.2831	0.388604
51	-0.020503	-0.4548	0.324732
52	-0.032741	-0.7262	0.234025
53	-0.010867	-0.241	0.404814
54	0.004627	0.1026	0.459147
55	-0.050403	-1.118	0.132059
56	0.006177	0.137	0.445537
57	-0.033442	-0.7418	0.229285
58	-0.028821	-0.6393	0.261467
59	0.053246	1.181	0.119077
60	0.019023	0.4219	0.336626

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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