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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 25 Dec 2007 05:28:11 -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/2007/Dec/25/t1198584525h80r61l8n6h0e2m.htm/, Retrieved Sat, 04 May 2024 01:03:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4878, Retrieved Sat, 04 May 2024 01:03:06 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Klaas Van Pelt

Estimated Impact

261

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

-       [(Partial) Autocorrelation Function] [ACF 2] [2007-12-25 12:28:11] [6abd901c2e17b7d5559c695bbff3d863] [Current]

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Dataseries X:

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4878&T=0

[TABLE]
[ROW][C]Summary of compuational 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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4878&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4878&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 compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.9443	0
1	0.197979	1.7708	0.040203
2	-0.130343	-1.1658	0.876426
3	0.124082	1.1098	0.1352
4	-0.081961	-0.7331	0.767173
5	0.022775	0.2037	0.41955
6	0.287276	2.5695	0.006021
7	-0.010172	-0.091	0.536132
8	-0.070169	-0.6276	0.733978
9	0.091732	0.8205	0.207192
10	-0.18373	-1.6433	0.94788
11	0.075857	0.6785	0.24971
12	0.605273	5.4137	0
13	0.098191	0.8782	0.19122
14	-0.213864	-1.9129	0.970327
15	0.041007	0.3668	0.357376
16	-0.151636	-1.3563	0.910586
17	-0.129801	-1.161	0.875448
18	0.173458	1.5515	0.06237
19	-0.029199	-0.2612	0.602681
20	-0.060356	-0.5398	0.704597
21	0.059237	0.5298	0.298849
22	-0.246114	-2.2013	0.984702
23	0.027092	0.2423	0.404576
24	0.498235	4.4564	1.3e-05
25	0.069802	0.6243	0.267095
26	-0.142181	-1.2717	0.896419
27	-0.028922	-0.2587	0.601729
28	-0.184627	-1.6514	0.948707
29	-0.133732	-1.1961	0.882411
30	0.093954	0.8403	0.201608
31	-0.092189	-0.8246	0.793963
32	-0.090485	-0.8093	0.789635
33	-0.04675	-0.4181	0.66152
34	-0.242302	-2.1672	0.983404
35	-0.024407	-0.2183	0.586125
36	0.318656	2.8501	0.002778
37	-0.039606	-0.3542	0.637957
38	-0.183063	-1.6374	0.947259
39	-0.039873	-0.3566	0.638848
40	-0.193935	-1.7346	0.956669
41	-0.126142	-1.1283	0.868707
42	0.006769	0.0605	0.475938
43	-0.055314	-0.4947	0.68893
44	-0.026896	-0.2406	0.594747
45	0.034371	0.3074	0.37966
46	-0.141748	-1.2678	0.895732
47	-0.031253	-0.2795	0.609721
48	0.224246	2.0057	0.024133
49	0.024037	0.215	0.41516
50	-0.089548	-0.8009	0.787232
51	0.021827	0.1952	0.422856
52	-0.15341	-1.3721	0.913072
53	-0.120096	-1.0742	0.857013
54	0.025284	0.2261	0.410832
55	-0.054695	-0.4892	0.686983
56	-0.019565	-0.175	0.569239
57	0.000492	0.0044	0.498251
58	-0.125334	-1.121	0.867183
59	-0.030926	-0.2766	0.608605

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.9443 & 0 \tabularnewline
1 & 0.197979 & 1.7708 & 0.040203 \tabularnewline
2 & -0.130343 & -1.1658 & 0.876426 \tabularnewline
3 & 0.124082 & 1.1098 & 0.1352 \tabularnewline
4 & -0.081961 & -0.7331 & 0.767173 \tabularnewline
5 & 0.022775 & 0.2037 & 0.41955 \tabularnewline
6 & 0.287276 & 2.5695 & 0.006021 \tabularnewline
7 & -0.010172 & -0.091 & 0.536132 \tabularnewline
8 & -0.070169 & -0.6276 & 0.733978 \tabularnewline
9 & 0.091732 & 0.8205 & 0.207192 \tabularnewline
10 & -0.18373 & -1.6433 & 0.94788 \tabularnewline
11 & 0.075857 & 0.6785 & 0.24971 \tabularnewline
12 & 0.605273 & 5.4137 & 0 \tabularnewline
13 & 0.098191 & 0.8782 & 0.19122 \tabularnewline
14 & -0.213864 & -1.9129 & 0.970327 \tabularnewline
15 & 0.041007 & 0.3668 & 0.357376 \tabularnewline
16 & -0.151636 & -1.3563 & 0.910586 \tabularnewline
17 & -0.129801 & -1.161 & 0.875448 \tabularnewline
18 & 0.173458 & 1.5515 & 0.06237 \tabularnewline
19 & -0.029199 & -0.2612 & 0.602681 \tabularnewline
20 & -0.060356 & -0.5398 & 0.704597 \tabularnewline
21 & 0.059237 & 0.5298 & 0.298849 \tabularnewline
22 & -0.246114 & -2.2013 & 0.984702 \tabularnewline
23 & 0.027092 & 0.2423 & 0.404576 \tabularnewline
24 & 0.498235 & 4.4564 & 1.3e-05 \tabularnewline
25 & 0.069802 & 0.6243 & 0.267095 \tabularnewline
26 & -0.142181 & -1.2717 & 0.896419 \tabularnewline
27 & -0.028922 & -0.2587 & 0.601729 \tabularnewline
28 & -0.184627 & -1.6514 & 0.948707 \tabularnewline
29 & -0.133732 & -1.1961 & 0.882411 \tabularnewline
30 & 0.093954 & 0.8403 & 0.201608 \tabularnewline
31 & -0.092189 & -0.8246 & 0.793963 \tabularnewline
32 & -0.090485 & -0.8093 & 0.789635 \tabularnewline
33 & -0.04675 & -0.4181 & 0.66152 \tabularnewline
34 & -0.242302 & -2.1672 & 0.983404 \tabularnewline
35 & -0.024407 & -0.2183 & 0.586125 \tabularnewline
36 & 0.318656 & 2.8501 & 0.002778 \tabularnewline
37 & -0.039606 & -0.3542 & 0.637957 \tabularnewline
38 & -0.183063 & -1.6374 & 0.947259 \tabularnewline
39 & -0.039873 & -0.3566 & 0.638848 \tabularnewline
40 & -0.193935 & -1.7346 & 0.956669 \tabularnewline
41 & -0.126142 & -1.1283 & 0.868707 \tabularnewline
42 & 0.006769 & 0.0605 & 0.475938 \tabularnewline
43 & -0.055314 & -0.4947 & 0.68893 \tabularnewline
44 & -0.026896 & -0.2406 & 0.594747 \tabularnewline
45 & 0.034371 & 0.3074 & 0.37966 \tabularnewline
46 & -0.141748 & -1.2678 & 0.895732 \tabularnewline
47 & -0.031253 & -0.2795 & 0.609721 \tabularnewline
48 & 0.224246 & 2.0057 & 0.024133 \tabularnewline
49 & 0.024037 & 0.215 & 0.41516 \tabularnewline
50 & -0.089548 & -0.8009 & 0.787232 \tabularnewline
51 & 0.021827 & 0.1952 & 0.422856 \tabularnewline
52 & -0.15341 & -1.3721 & 0.913072 \tabularnewline
53 & -0.120096 & -1.0742 & 0.857013 \tabularnewline
54 & 0.025284 & 0.2261 & 0.410832 \tabularnewline
55 & -0.054695 & -0.4892 & 0.686983 \tabularnewline
56 & -0.019565 & -0.175 & 0.569239 \tabularnewline
57 & 0.000492 & 0.0044 & 0.498251 \tabularnewline
58 & -0.125334 & -1.121 & 0.867183 \tabularnewline
59 & -0.030926 & -0.2766 & 0.608605 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4878&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]0[/C][C]1[/C][C]8.9443[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.197979[/C][C]1.7708[/C][C]0.040203[/C][/ROW]
[ROW][C]2[/C][C]-0.130343[/C][C]-1.1658[/C][C]0.876426[/C][/ROW]
[ROW][C]3[/C][C]0.124082[/C][C]1.1098[/C][C]0.1352[/C][/ROW]
[ROW][C]4[/C][C]-0.081961[/C][C]-0.7331[/C][C]0.767173[/C][/ROW]
[ROW][C]5[/C][C]0.022775[/C][C]0.2037[/C][C]0.41955[/C][/ROW]
[ROW][C]6[/C][C]0.287276[/C][C]2.5695[/C][C]0.006021[/C][/ROW]
[ROW][C]7[/C][C]-0.010172[/C][C]-0.091[/C][C]0.536132[/C][/ROW]
[ROW][C]8[/C][C]-0.070169[/C][C]-0.6276[/C][C]0.733978[/C][/ROW]
[ROW][C]9[/C][C]0.091732[/C][C]0.8205[/C][C]0.207192[/C][/ROW]
[ROW][C]10[/C][C]-0.18373[/C][C]-1.6433[/C][C]0.94788[/C][/ROW]
[ROW][C]11[/C][C]0.075857[/C][C]0.6785[/C][C]0.24971[/C][/ROW]
[ROW][C]12[/C][C]0.605273[/C][C]5.4137[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.098191[/C][C]0.8782[/C][C]0.19122[/C][/ROW]
[ROW][C]14[/C][C]-0.213864[/C][C]-1.9129[/C][C]0.970327[/C][/ROW]
[ROW][C]15[/C][C]0.041007[/C][C]0.3668[/C][C]0.357376[/C][/ROW]
[ROW][C]16[/C][C]-0.151636[/C][C]-1.3563[/C][C]0.910586[/C][/ROW]
[ROW][C]17[/C][C]-0.129801[/C][C]-1.161[/C][C]0.875448[/C][/ROW]
[ROW][C]18[/C][C]0.173458[/C][C]1.5515[/C][C]0.06237[/C][/ROW]
[ROW][C]19[/C][C]-0.029199[/C][C]-0.2612[/C][C]0.602681[/C][/ROW]
[ROW][C]20[/C][C]-0.060356[/C][C]-0.5398[/C][C]0.704597[/C][/ROW]
[ROW][C]21[/C][C]0.059237[/C][C]0.5298[/C][C]0.298849[/C][/ROW]
[ROW][C]22[/C][C]-0.246114[/C][C]-2.2013[/C][C]0.984702[/C][/ROW]
[ROW][C]23[/C][C]0.027092[/C][C]0.2423[/C][C]0.404576[/C][/ROW]
[ROW][C]24[/C][C]0.498235[/C][C]4.4564[/C][C]1.3e-05[/C][/ROW]
[ROW][C]25[/C][C]0.069802[/C][C]0.6243[/C][C]0.267095[/C][/ROW]
[ROW][C]26[/C][C]-0.142181[/C][C]-1.2717[/C][C]0.896419[/C][/ROW]
[ROW][C]27[/C][C]-0.028922[/C][C]-0.2587[/C][C]0.601729[/C][/ROW]
[ROW][C]28[/C][C]-0.184627[/C][C]-1.6514[/C][C]0.948707[/C][/ROW]
[ROW][C]29[/C][C]-0.133732[/C][C]-1.1961[/C][C]0.882411[/C][/ROW]
[ROW][C]30[/C][C]0.093954[/C][C]0.8403[/C][C]0.201608[/C][/ROW]
[ROW][C]31[/C][C]-0.092189[/C][C]-0.8246[/C][C]0.793963[/C][/ROW]
[ROW][C]32[/C][C]-0.090485[/C][C]-0.8093[/C][C]0.789635[/C][/ROW]
[ROW][C]33[/C][C]-0.04675[/C][C]-0.4181[/C][C]0.66152[/C][/ROW]
[ROW][C]34[/C][C]-0.242302[/C][C]-2.1672[/C][C]0.983404[/C][/ROW]
[ROW][C]35[/C][C]-0.024407[/C][C]-0.2183[/C][C]0.586125[/C][/ROW]
[ROW][C]36[/C][C]0.318656[/C][C]2.8501[/C][C]0.002778[/C][/ROW]
[ROW][C]37[/C][C]-0.039606[/C][C]-0.3542[/C][C]0.637957[/C][/ROW]
[ROW][C]38[/C][C]-0.183063[/C][C]-1.6374[/C][C]0.947259[/C][/ROW]
[ROW][C]39[/C][C]-0.039873[/C][C]-0.3566[/C][C]0.638848[/C][/ROW]
[ROW][C]40[/C][C]-0.193935[/C][C]-1.7346[/C][C]0.956669[/C][/ROW]
[ROW][C]41[/C][C]-0.126142[/C][C]-1.1283[/C][C]0.868707[/C][/ROW]
[ROW][C]42[/C][C]0.006769[/C][C]0.0605[/C][C]0.475938[/C][/ROW]
[ROW][C]43[/C][C]-0.055314[/C][C]-0.4947[/C][C]0.68893[/C][/ROW]
[ROW][C]44[/C][C]-0.026896[/C][C]-0.2406[/C][C]0.594747[/C][/ROW]
[ROW][C]45[/C][C]0.034371[/C][C]0.3074[/C][C]0.37966[/C][/ROW]
[ROW][C]46[/C][C]-0.141748[/C][C]-1.2678[/C][C]0.895732[/C][/ROW]
[ROW][C]47[/C][C]-0.031253[/C][C]-0.2795[/C][C]0.609721[/C][/ROW]
[ROW][C]48[/C][C]0.224246[/C][C]2.0057[/C][C]0.024133[/C][/ROW]
[ROW][C]49[/C][C]0.024037[/C][C]0.215[/C][C]0.41516[/C][/ROW]
[ROW][C]50[/C][C]-0.089548[/C][C]-0.8009[/C][C]0.787232[/C][/ROW]
[ROW][C]51[/C][C]0.021827[/C][C]0.1952[/C][C]0.422856[/C][/ROW]
[ROW][C]52[/C][C]-0.15341[/C][C]-1.3721[/C][C]0.913072[/C][/ROW]
[ROW][C]53[/C][C]-0.120096[/C][C]-1.0742[/C][C]0.857013[/C][/ROW]
[ROW][C]54[/C][C]0.025284[/C][C]0.2261[/C][C]0.410832[/C][/ROW]
[ROW][C]55[/C][C]-0.054695[/C][C]-0.4892[/C][C]0.686983[/C][/ROW]
[ROW][C]56[/C][C]-0.019565[/C][C]-0.175[/C][C]0.569239[/C][/ROW]
[ROW][C]57[/C][C]0.000492[/C][C]0.0044[/C][C]0.498251[/C][/ROW]
[ROW][C]58[/C][C]-0.125334[/C][C]-1.121[/C][C]0.867183[/C][/ROW]
[ROW][C]59[/C][C]-0.030926[/C][C]-0.2766[/C][C]0.608605[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4878&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4878&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
0	1	8.9443	0
1	0.197979	1.7708	0.040203
2	-0.130343	-1.1658	0.876426
3	0.124082	1.1098	0.1352
4	-0.081961	-0.7331	0.767173
5	0.022775	0.2037	0.41955
6	0.287276	2.5695	0.006021
7	-0.010172	-0.091	0.536132
8	-0.070169	-0.6276	0.733978
9	0.091732	0.8205	0.207192
10	-0.18373	-1.6433	0.94788
11	0.075857	0.6785	0.24971
12	0.605273	5.4137	0
13	0.098191	0.8782	0.19122
14	-0.213864	-1.9129	0.970327
15	0.041007	0.3668	0.357376
16	-0.151636	-1.3563	0.910586
17	-0.129801	-1.161	0.875448
18	0.173458	1.5515	0.06237
19	-0.029199	-0.2612	0.602681
20	-0.060356	-0.5398	0.704597
21	0.059237	0.5298	0.298849
22	-0.246114	-2.2013	0.984702
23	0.027092	0.2423	0.404576
24	0.498235	4.4564	1.3e-05
25	0.069802	0.6243	0.267095
26	-0.142181	-1.2717	0.896419
27	-0.028922	-0.2587	0.601729
28	-0.184627	-1.6514	0.948707
29	-0.133732	-1.1961	0.882411
30	0.093954	0.8403	0.201608
31	-0.092189	-0.8246	0.793963
32	-0.090485	-0.8093	0.789635
33	-0.04675	-0.4181	0.66152
34	-0.242302	-2.1672	0.983404
35	-0.024407	-0.2183	0.586125
36	0.318656	2.8501	0.002778
37	-0.039606	-0.3542	0.637957
38	-0.183063	-1.6374	0.947259
39	-0.039873	-0.3566	0.638848
40	-0.193935	-1.7346	0.956669
41	-0.126142	-1.1283	0.868707
42	0.006769	0.0605	0.475938
43	-0.055314	-0.4947	0.68893
44	-0.026896	-0.2406	0.594747
45	0.034371	0.3074	0.37966
46	-0.141748	-1.2678	0.895732
47	-0.031253	-0.2795	0.609721
48	0.224246	2.0057	0.024133
49	0.024037	0.215	0.41516
50	-0.089548	-0.8009	0.787232
51	0.021827	0.1952	0.422856
52	-0.15341	-1.3721	0.913072
53	-0.120096	-1.0742	0.857013
54	0.025284	0.2261	0.410832
55	-0.054695	-0.4892	0.686983
56	-0.019565	-0.175	0.569239
57	0.000492	0.0044	0.498251
58	-0.125334	-1.121	0.867183
59	-0.030926	-0.2766	0.608605

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.197979	1.7708	0.040203
1	-0.176455	-1.5783	0.940775
2	0.203435	1.8196	0.036282
3	-0.207054	-1.8519	0.966139
4	0.183289	1.6394	0.05253
5	0.174816	1.5636	0.060929
6	-0.083647	-0.7482	0.771722
7	0.022603	0.2022	0.420148
8	0.01856	0.166	0.434285
9	-0.193753	-1.733	0.956524
10	0.24606	2.2008	0.015316
11	0.481177	4.3038	2.4e-05
12	-0.113623	-1.0163	0.843718
13	-0.206059	-1.8431	0.965487
14	0.011684	0.1045	0.458514
15	-0.09777	-0.8745	0.807762
16	-0.186119	-1.6647	0.950057
17	-0.013671	-0.1223	0.548506
18	0.07293	0.6523	0.258038
19	0.048255	0.4316	0.333596
20	-0.036719	-0.3284	0.628275
21	-0.081077	-0.7252	0.764769
22	0.156235	1.3974	0.083077
23	0.126455	1.1311	0.130706
24	-0.04974	-0.4449	0.671198
25	0.061433	0.5495	0.292106
26	-0.141871	-1.2689	0.895927
27	-0.023703	-0.212	0.58368
28	-0.047024	-0.4206	0.662411
29	-0.076099	-0.6806	0.75097
30	-0.153453	-1.3725	0.913133
31	-0.045268	-0.4049	0.656682
32	-0.115638	-1.0343	0.847943
33	0.077415	0.6924	0.245338
34	-0.047132	-0.4216	0.662763
35	-0.029661	-0.2653	0.604268
36	-0.094104	-0.8417	0.798764
37	0.015618	0.1397	0.444626
38	0.015301	0.1369	0.445744
39	0.024932	0.223	0.412051
40	0.008974	0.0803	0.468113
41	-0.076994	-0.6887	0.753483
42	0.140506	1.2567	0.106255
43	-0.048508	-0.4339	0.667224
44	0.116848	1.0451	0.149558
45	0.052754	0.4718	0.319162
46	-0.141208	-1.263	0.894871
47	-0.057614	-0.5153	0.696124
48	0.065983	0.5902	0.278371
49	-0.036507	-0.3265	0.62756
50	0.041418	0.3705	0.356012
51	-0.109983	-0.9837	0.835891
52	0.023701	0.212	0.416327
53	-0.010159	-0.0909	0.536086
54	-0.08792	-0.7864	0.783016
55	-0.031097	-0.2781	0.609188
56	0.008967	0.0802	0.468138
57	-0.043052	-0.3851	0.649395
58	-0.004791	-0.0429	0.517038
59	-0.021533	-0.1926	0.576118

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.197979 & 1.7708 & 0.040203 \tabularnewline
1 & -0.176455 & -1.5783 & 0.940775 \tabularnewline
2 & 0.203435 & 1.8196 & 0.036282 \tabularnewline
3 & -0.207054 & -1.8519 & 0.966139 \tabularnewline
4 & 0.183289 & 1.6394 & 0.05253 \tabularnewline
5 & 0.174816 & 1.5636 & 0.060929 \tabularnewline
6 & -0.083647 & -0.7482 & 0.771722 \tabularnewline
7 & 0.022603 & 0.2022 & 0.420148 \tabularnewline
8 & 0.01856 & 0.166 & 0.434285 \tabularnewline
9 & -0.193753 & -1.733 & 0.956524 \tabularnewline
10 & 0.24606 & 2.2008 & 0.015316 \tabularnewline
11 & 0.481177 & 4.3038 & 2.4e-05 \tabularnewline
12 & -0.113623 & -1.0163 & 0.843718 \tabularnewline
13 & -0.206059 & -1.8431 & 0.965487 \tabularnewline
14 & 0.011684 & 0.1045 & 0.458514 \tabularnewline
15 & -0.09777 & -0.8745 & 0.807762 \tabularnewline
16 & -0.186119 & -1.6647 & 0.950057 \tabularnewline
17 & -0.013671 & -0.1223 & 0.548506 \tabularnewline
18 & 0.07293 & 0.6523 & 0.258038 \tabularnewline
19 & 0.048255 & 0.4316 & 0.333596 \tabularnewline
20 & -0.036719 & -0.3284 & 0.628275 \tabularnewline
21 & -0.081077 & -0.7252 & 0.764769 \tabularnewline
22 & 0.156235 & 1.3974 & 0.083077 \tabularnewline
23 & 0.126455 & 1.1311 & 0.130706 \tabularnewline
24 & -0.04974 & -0.4449 & 0.671198 \tabularnewline
25 & 0.061433 & 0.5495 & 0.292106 \tabularnewline
26 & -0.141871 & -1.2689 & 0.895927 \tabularnewline
27 & -0.023703 & -0.212 & 0.58368 \tabularnewline
28 & -0.047024 & -0.4206 & 0.662411 \tabularnewline
29 & -0.076099 & -0.6806 & 0.75097 \tabularnewline
30 & -0.153453 & -1.3725 & 0.913133 \tabularnewline
31 & -0.045268 & -0.4049 & 0.656682 \tabularnewline
32 & -0.115638 & -1.0343 & 0.847943 \tabularnewline
33 & 0.077415 & 0.6924 & 0.245338 \tabularnewline
34 & -0.047132 & -0.4216 & 0.662763 \tabularnewline
35 & -0.029661 & -0.2653 & 0.604268 \tabularnewline
36 & -0.094104 & -0.8417 & 0.798764 \tabularnewline
37 & 0.015618 & 0.1397 & 0.444626 \tabularnewline
38 & 0.015301 & 0.1369 & 0.445744 \tabularnewline
39 & 0.024932 & 0.223 & 0.412051 \tabularnewline
40 & 0.008974 & 0.0803 & 0.468113 \tabularnewline
41 & -0.076994 & -0.6887 & 0.753483 \tabularnewline
42 & 0.140506 & 1.2567 & 0.106255 \tabularnewline
43 & -0.048508 & -0.4339 & 0.667224 \tabularnewline
44 & 0.116848 & 1.0451 & 0.149558 \tabularnewline
45 & 0.052754 & 0.4718 & 0.319162 \tabularnewline
46 & -0.141208 & -1.263 & 0.894871 \tabularnewline
47 & -0.057614 & -0.5153 & 0.696124 \tabularnewline
48 & 0.065983 & 0.5902 & 0.278371 \tabularnewline
49 & -0.036507 & -0.3265 & 0.62756 \tabularnewline
50 & 0.041418 & 0.3705 & 0.356012 \tabularnewline
51 & -0.109983 & -0.9837 & 0.835891 \tabularnewline
52 & 0.023701 & 0.212 & 0.416327 \tabularnewline
53 & -0.010159 & -0.0909 & 0.536086 \tabularnewline
54 & -0.08792 & -0.7864 & 0.783016 \tabularnewline
55 & -0.031097 & -0.2781 & 0.609188 \tabularnewline
56 & 0.008967 & 0.0802 & 0.468138 \tabularnewline
57 & -0.043052 & -0.3851 & 0.649395 \tabularnewline
58 & -0.004791 & -0.0429 & 0.517038 \tabularnewline
59 & -0.021533 & -0.1926 & 0.576118 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4878&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]0[/C][C]0.197979[/C][C]1.7708[/C][C]0.040203[/C][/ROW]
[ROW][C]1[/C][C]-0.176455[/C][C]-1.5783[/C][C]0.940775[/C][/ROW]
[ROW][C]2[/C][C]0.203435[/C][C]1.8196[/C][C]0.036282[/C][/ROW]
[ROW][C]3[/C][C]-0.207054[/C][C]-1.8519[/C][C]0.966139[/C][/ROW]
[ROW][C]4[/C][C]0.183289[/C][C]1.6394[/C][C]0.05253[/C][/ROW]
[ROW][C]5[/C][C]0.174816[/C][C]1.5636[/C][C]0.060929[/C][/ROW]
[ROW][C]6[/C][C]-0.083647[/C][C]-0.7482[/C][C]0.771722[/C][/ROW]
[ROW][C]7[/C][C]0.022603[/C][C]0.2022[/C][C]0.420148[/C][/ROW]
[ROW][C]8[/C][C]0.01856[/C][C]0.166[/C][C]0.434285[/C][/ROW]
[ROW][C]9[/C][C]-0.193753[/C][C]-1.733[/C][C]0.956524[/C][/ROW]
[ROW][C]10[/C][C]0.24606[/C][C]2.2008[/C][C]0.015316[/C][/ROW]
[ROW][C]11[/C][C]0.481177[/C][C]4.3038[/C][C]2.4e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.113623[/C][C]-1.0163[/C][C]0.843718[/C][/ROW]
[ROW][C]13[/C][C]-0.206059[/C][C]-1.8431[/C][C]0.965487[/C][/ROW]
[ROW][C]14[/C][C]0.011684[/C][C]0.1045[/C][C]0.458514[/C][/ROW]
[ROW][C]15[/C][C]-0.09777[/C][C]-0.8745[/C][C]0.807762[/C][/ROW]
[ROW][C]16[/C][C]-0.186119[/C][C]-1.6647[/C][C]0.950057[/C][/ROW]
[ROW][C]17[/C][C]-0.013671[/C][C]-0.1223[/C][C]0.548506[/C][/ROW]
[ROW][C]18[/C][C]0.07293[/C][C]0.6523[/C][C]0.258038[/C][/ROW]
[ROW][C]19[/C][C]0.048255[/C][C]0.4316[/C][C]0.333596[/C][/ROW]
[ROW][C]20[/C][C]-0.036719[/C][C]-0.3284[/C][C]0.628275[/C][/ROW]
[ROW][C]21[/C][C]-0.081077[/C][C]-0.7252[/C][C]0.764769[/C][/ROW]
[ROW][C]22[/C][C]0.156235[/C][C]1.3974[/C][C]0.083077[/C][/ROW]
[ROW][C]23[/C][C]0.126455[/C][C]1.1311[/C][C]0.130706[/C][/ROW]
[ROW][C]24[/C][C]-0.04974[/C][C]-0.4449[/C][C]0.671198[/C][/ROW]
[ROW][C]25[/C][C]0.061433[/C][C]0.5495[/C][C]0.292106[/C][/ROW]
[ROW][C]26[/C][C]-0.141871[/C][C]-1.2689[/C][C]0.895927[/C][/ROW]
[ROW][C]27[/C][C]-0.023703[/C][C]-0.212[/C][C]0.58368[/C][/ROW]
[ROW][C]28[/C][C]-0.047024[/C][C]-0.4206[/C][C]0.662411[/C][/ROW]
[ROW][C]29[/C][C]-0.076099[/C][C]-0.6806[/C][C]0.75097[/C][/ROW]
[ROW][C]30[/C][C]-0.153453[/C][C]-1.3725[/C][C]0.913133[/C][/ROW]
[ROW][C]31[/C][C]-0.045268[/C][C]-0.4049[/C][C]0.656682[/C][/ROW]
[ROW][C]32[/C][C]-0.115638[/C][C]-1.0343[/C][C]0.847943[/C][/ROW]
[ROW][C]33[/C][C]0.077415[/C][C]0.6924[/C][C]0.245338[/C][/ROW]
[ROW][C]34[/C][C]-0.047132[/C][C]-0.4216[/C][C]0.662763[/C][/ROW]
[ROW][C]35[/C][C]-0.029661[/C][C]-0.2653[/C][C]0.604268[/C][/ROW]
[ROW][C]36[/C][C]-0.094104[/C][C]-0.8417[/C][C]0.798764[/C][/ROW]
[ROW][C]37[/C][C]0.015618[/C][C]0.1397[/C][C]0.444626[/C][/ROW]
[ROW][C]38[/C][C]0.015301[/C][C]0.1369[/C][C]0.445744[/C][/ROW]
[ROW][C]39[/C][C]0.024932[/C][C]0.223[/C][C]0.412051[/C][/ROW]
[ROW][C]40[/C][C]0.008974[/C][C]0.0803[/C][C]0.468113[/C][/ROW]
[ROW][C]41[/C][C]-0.076994[/C][C]-0.6887[/C][C]0.753483[/C][/ROW]
[ROW][C]42[/C][C]0.140506[/C][C]1.2567[/C][C]0.106255[/C][/ROW]
[ROW][C]43[/C][C]-0.048508[/C][C]-0.4339[/C][C]0.667224[/C][/ROW]
[ROW][C]44[/C][C]0.116848[/C][C]1.0451[/C][C]0.149558[/C][/ROW]
[ROW][C]45[/C][C]0.052754[/C][C]0.4718[/C][C]0.319162[/C][/ROW]
[ROW][C]46[/C][C]-0.141208[/C][C]-1.263[/C][C]0.894871[/C][/ROW]
[ROW][C]47[/C][C]-0.057614[/C][C]-0.5153[/C][C]0.696124[/C][/ROW]
[ROW][C]48[/C][C]0.065983[/C][C]0.5902[/C][C]0.278371[/C][/ROW]
[ROW][C]49[/C][C]-0.036507[/C][C]-0.3265[/C][C]0.62756[/C][/ROW]
[ROW][C]50[/C][C]0.041418[/C][C]0.3705[/C][C]0.356012[/C][/ROW]
[ROW][C]51[/C][C]-0.109983[/C][C]-0.9837[/C][C]0.835891[/C][/ROW]
[ROW][C]52[/C][C]0.023701[/C][C]0.212[/C][C]0.416327[/C][/ROW]
[ROW][C]53[/C][C]-0.010159[/C][C]-0.0909[/C][C]0.536086[/C][/ROW]
[ROW][C]54[/C][C]-0.08792[/C][C]-0.7864[/C][C]0.783016[/C][/ROW]
[ROW][C]55[/C][C]-0.031097[/C][C]-0.2781[/C][C]0.609188[/C][/ROW]
[ROW][C]56[/C][C]0.008967[/C][C]0.0802[/C][C]0.468138[/C][/ROW]
[ROW][C]57[/C][C]-0.043052[/C][C]-0.3851[/C][C]0.649395[/C][/ROW]
[ROW][C]58[/C][C]-0.004791[/C][C]-0.0429[/C][C]0.517038[/C][/ROW]
[ROW][C]59[/C][C]-0.021533[/C][C]-0.1926[/C][C]0.576118[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4878&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4878&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
0	0.197979	1.7708	0.040203
1	-0.176455	-1.5783	0.940775
2	0.203435	1.8196	0.036282
3	-0.207054	-1.8519	0.966139
4	0.183289	1.6394	0.05253
5	0.174816	1.5636	0.060929
6	-0.083647	-0.7482	0.771722
7	0.022603	0.2022	0.420148
8	0.01856	0.166	0.434285
9	-0.193753	-1.733	0.956524
10	0.24606	2.2008	0.015316
11	0.481177	4.3038	2.4e-05
12	-0.113623	-1.0163	0.843718
13	-0.206059	-1.8431	0.965487
14	0.011684	0.1045	0.458514
15	-0.09777	-0.8745	0.807762
16	-0.186119	-1.6647	0.950057
17	-0.013671	-0.1223	0.548506
18	0.07293	0.6523	0.258038
19	0.048255	0.4316	0.333596
20	-0.036719	-0.3284	0.628275
21	-0.081077	-0.7252	0.764769
22	0.156235	1.3974	0.083077
23	0.126455	1.1311	0.130706
24	-0.04974	-0.4449	0.671198
25	0.061433	0.5495	0.292106
26	-0.141871	-1.2689	0.895927
27	-0.023703	-0.212	0.58368
28	-0.047024	-0.4206	0.662411
29	-0.076099	-0.6806	0.75097
30	-0.153453	-1.3725	0.913133
31	-0.045268	-0.4049	0.656682
32	-0.115638	-1.0343	0.847943
33	0.077415	0.6924	0.245338
34	-0.047132	-0.4216	0.662763
35	-0.029661	-0.2653	0.604268
36	-0.094104	-0.8417	0.798764
37	0.015618	0.1397	0.444626
38	0.015301	0.1369	0.445744
39	0.024932	0.223	0.412051
40	0.008974	0.0803	0.468113
41	-0.076994	-0.6887	0.753483
42	0.140506	1.2567	0.106255
43	-0.048508	-0.4339	0.667224
44	0.116848	1.0451	0.149558
45	0.052754	0.4718	0.319162
46	-0.141208	-1.263	0.894871
47	-0.057614	-0.5153	0.696124
48	0.065983	0.5902	0.278371
49	-0.036507	-0.3265	0.62756
50	0.041418	0.3705	0.356012
51	-0.109983	-0.9837	0.835891
52	0.023701	0.212	0.416327
53	-0.010159	-0.0909	0.536086
54	-0.08792	-0.7864	0.783016
55	-0.031097	-0.2781	0.609188
56	0.008967	0.0802	0.468138
57	-0.043052	-0.3851	0.649395
58	-0.004791	-0.0429	0.517038
59	-0.021533	-0.1926	0.576118

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 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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 1:par1) {
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(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-1,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(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