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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 05:42:03 -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/t1198585367amk9359675m1f1v.htm/, Retrieved Sat, 04 May 2024 00:48:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4882, Retrieved Sat, 04 May 2024 00:48:21 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Klaas Van Pelt

Estimated Impact

248

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

-       [(Partial) Autocorrelation Function] [ACF 7] [2007-12-25 12:42:03] [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	3 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 & 3 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=4882&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]3 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=4882&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4882&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	3 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	8.1854	0
1	-0.441316	-3.6123	0.999709
2	0.072503	0.5935	0.277434
3	-0.015645	-0.1281	0.550757
4	0.03109	0.2545	0.399952
5	-0.024183	-0.1979	0.578157
6	0.083129	0.6804	0.249286
7	-0.115549	-0.9458	0.826177
8	0.096442	0.7894	0.216328
9	-0.136697	-1.1189	0.866414
10	-0.015045	-0.1232	0.548822
11	0.172613	1.4129	0.081157
12	-0.358028	-2.9306	0.997689
13	0.323409	2.6472	0.005054
14	-0.293613	-2.4033	0.990489
15	0.135917	1.1125	0.134944
16	-0.051282	-0.4198	0.661997
17	-0.007243	-0.0593	0.523549
18	-0.134282	-1.0991	0.86218
19	0.248706	2.0357	0.022867
20	-0.133036	-1.089	0.859961
21	0.076872	0.6292	0.26567
22	-0.066062	-0.5407	0.704761
23	0.064903	0.5313	0.298501
24	0.002461	0.0201	0.491994
25	-0.118263	-0.968	0.831744
26	0.144137	1.1798	0.121123
27	-0.046006	-0.3766	0.646161
28	0.008268	0.0677	0.473123
29	0.009439	0.0773	0.469323
30	0.029167	0.2387	0.406016
31	-0.114225	-0.935	0.82342
32	0.0977	0.7997	0.213353
33	-0.084836	-0.6944	0.755087
34	0.090427	0.7402	0.230889
35	-0.068094	-0.5574	0.710435
36	-0.093599	-0.7661	0.776858
37	0.070185	0.5745	0.28378
38	0.013902	0.1138	0.454871
39	0.0228	0.1866	0.42626
40	0.040113	0.3283	0.371841
41	-0.046247	-0.3785	0.646889
42	0.034062	0.2788	0.390626
43	0.004592	0.0376	0.485064
44	-0.031747	-0.2599	0.602115
45	0.066851	0.5472	0.293031
46	-0.007799	-0.0638	0.525355
47	-0.009427	-0.0772	0.530637
48	0.044851	0.3671	0.357344
49	-0.054749	-0.4481	0.67225
50	0.013252	0.1085	0.456973
51	0.005712	0.0468	0.481425
52	-0.029256	-0.2395	0.594263
53	0.003304	0.027	0.489252
54	-0.011476	-0.0939	0.53728
55	0.044123	0.3612	0.359558
56	-0.050917	-0.4168	0.660911
57	-0.007137	-0.0584	0.523204
58	-0.000337	-0.0028	0.501095
59	0.025881	0.2118	0.416436

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & -0.441316 & -3.6123 & 0.999709 \tabularnewline
2 & 0.072503 & 0.5935 & 0.277434 \tabularnewline
3 & -0.015645 & -0.1281 & 0.550757 \tabularnewline
4 & 0.03109 & 0.2545 & 0.399952 \tabularnewline
5 & -0.024183 & -0.1979 & 0.578157 \tabularnewline
6 & 0.083129 & 0.6804 & 0.249286 \tabularnewline
7 & -0.115549 & -0.9458 & 0.826177 \tabularnewline
8 & 0.096442 & 0.7894 & 0.216328 \tabularnewline
9 & -0.136697 & -1.1189 & 0.866414 \tabularnewline
10 & -0.015045 & -0.1232 & 0.548822 \tabularnewline
11 & 0.172613 & 1.4129 & 0.081157 \tabularnewline
12 & -0.358028 & -2.9306 & 0.997689 \tabularnewline
13 & 0.323409 & 2.6472 & 0.005054 \tabularnewline
14 & -0.293613 & -2.4033 & 0.990489 \tabularnewline
15 & 0.135917 & 1.1125 & 0.134944 \tabularnewline
16 & -0.051282 & -0.4198 & 0.661997 \tabularnewline
17 & -0.007243 & -0.0593 & 0.523549 \tabularnewline
18 & -0.134282 & -1.0991 & 0.86218 \tabularnewline
19 & 0.248706 & 2.0357 & 0.022867 \tabularnewline
20 & -0.133036 & -1.089 & 0.859961 \tabularnewline
21 & 0.076872 & 0.6292 & 0.26567 \tabularnewline
22 & -0.066062 & -0.5407 & 0.704761 \tabularnewline
23 & 0.064903 & 0.5313 & 0.298501 \tabularnewline
24 & 0.002461 & 0.0201 & 0.491994 \tabularnewline
25 & -0.118263 & -0.968 & 0.831744 \tabularnewline
26 & 0.144137 & 1.1798 & 0.121123 \tabularnewline
27 & -0.046006 & -0.3766 & 0.646161 \tabularnewline
28 & 0.008268 & 0.0677 & 0.473123 \tabularnewline
29 & 0.009439 & 0.0773 & 0.469323 \tabularnewline
30 & 0.029167 & 0.2387 & 0.406016 \tabularnewline
31 & -0.114225 & -0.935 & 0.82342 \tabularnewline
32 & 0.0977 & 0.7997 & 0.213353 \tabularnewline
33 & -0.084836 & -0.6944 & 0.755087 \tabularnewline
34 & 0.090427 & 0.7402 & 0.230889 \tabularnewline
35 & -0.068094 & -0.5574 & 0.710435 \tabularnewline
36 & -0.093599 & -0.7661 & 0.776858 \tabularnewline
37 & 0.070185 & 0.5745 & 0.28378 \tabularnewline
38 & 0.013902 & 0.1138 & 0.454871 \tabularnewline
39 & 0.0228 & 0.1866 & 0.42626 \tabularnewline
40 & 0.040113 & 0.3283 & 0.371841 \tabularnewline
41 & -0.046247 & -0.3785 & 0.646889 \tabularnewline
42 & 0.034062 & 0.2788 & 0.390626 \tabularnewline
43 & 0.004592 & 0.0376 & 0.485064 \tabularnewline
44 & -0.031747 & -0.2599 & 0.602115 \tabularnewline
45 & 0.066851 & 0.5472 & 0.293031 \tabularnewline
46 & -0.007799 & -0.0638 & 0.525355 \tabularnewline
47 & -0.009427 & -0.0772 & 0.530637 \tabularnewline
48 & 0.044851 & 0.3671 & 0.357344 \tabularnewline
49 & -0.054749 & -0.4481 & 0.67225 \tabularnewline
50 & 0.013252 & 0.1085 & 0.456973 \tabularnewline
51 & 0.005712 & 0.0468 & 0.481425 \tabularnewline
52 & -0.029256 & -0.2395 & 0.594263 \tabularnewline
53 & 0.003304 & 0.027 & 0.489252 \tabularnewline
54 & -0.011476 & -0.0939 & 0.53728 \tabularnewline
55 & 0.044123 & 0.3612 & 0.359558 \tabularnewline
56 & -0.050917 & -0.4168 & 0.660911 \tabularnewline
57 & -0.007137 & -0.0584 & 0.523204 \tabularnewline
58 & -0.000337 & -0.0028 & 0.501095 \tabularnewline
59 & 0.025881 & 0.2118 & 0.416436 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4882&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]8.1854[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.441316[/C][C]-3.6123[/C][C]0.999709[/C][/ROW]
[ROW][C]2[/C][C]0.072503[/C][C]0.5935[/C][C]0.277434[/C][/ROW]
[ROW][C]3[/C][C]-0.015645[/C][C]-0.1281[/C][C]0.550757[/C][/ROW]
[ROW][C]4[/C][C]0.03109[/C][C]0.2545[/C][C]0.399952[/C][/ROW]
[ROW][C]5[/C][C]-0.024183[/C][C]-0.1979[/C][C]0.578157[/C][/ROW]
[ROW][C]6[/C][C]0.083129[/C][C]0.6804[/C][C]0.249286[/C][/ROW]
[ROW][C]7[/C][C]-0.115549[/C][C]-0.9458[/C][C]0.826177[/C][/ROW]
[ROW][C]8[/C][C]0.096442[/C][C]0.7894[/C][C]0.216328[/C][/ROW]
[ROW][C]9[/C][C]-0.136697[/C][C]-1.1189[/C][C]0.866414[/C][/ROW]
[ROW][C]10[/C][C]-0.015045[/C][C]-0.1232[/C][C]0.548822[/C][/ROW]
[ROW][C]11[/C][C]0.172613[/C][C]1.4129[/C][C]0.081157[/C][/ROW]
[ROW][C]12[/C][C]-0.358028[/C][C]-2.9306[/C][C]0.997689[/C][/ROW]
[ROW][C]13[/C][C]0.323409[/C][C]2.6472[/C][C]0.005054[/C][/ROW]
[ROW][C]14[/C][C]-0.293613[/C][C]-2.4033[/C][C]0.990489[/C][/ROW]
[ROW][C]15[/C][C]0.135917[/C][C]1.1125[/C][C]0.134944[/C][/ROW]
[ROW][C]16[/C][C]-0.051282[/C][C]-0.4198[/C][C]0.661997[/C][/ROW]
[ROW][C]17[/C][C]-0.007243[/C][C]-0.0593[/C][C]0.523549[/C][/ROW]
[ROW][C]18[/C][C]-0.134282[/C][C]-1.0991[/C][C]0.86218[/C][/ROW]
[ROW][C]19[/C][C]0.248706[/C][C]2.0357[/C][C]0.022867[/C][/ROW]
[ROW][C]20[/C][C]-0.133036[/C][C]-1.089[/C][C]0.859961[/C][/ROW]
[ROW][C]21[/C][C]0.076872[/C][C]0.6292[/C][C]0.26567[/C][/ROW]
[ROW][C]22[/C][C]-0.066062[/C][C]-0.5407[/C][C]0.704761[/C][/ROW]
[ROW][C]23[/C][C]0.064903[/C][C]0.5313[/C][C]0.298501[/C][/ROW]
[ROW][C]24[/C][C]0.002461[/C][C]0.0201[/C][C]0.491994[/C][/ROW]
[ROW][C]25[/C][C]-0.118263[/C][C]-0.968[/C][C]0.831744[/C][/ROW]
[ROW][C]26[/C][C]0.144137[/C][C]1.1798[/C][C]0.121123[/C][/ROW]
[ROW][C]27[/C][C]-0.046006[/C][C]-0.3766[/C][C]0.646161[/C][/ROW]
[ROW][C]28[/C][C]0.008268[/C][C]0.0677[/C][C]0.473123[/C][/ROW]
[ROW][C]29[/C][C]0.009439[/C][C]0.0773[/C][C]0.469323[/C][/ROW]
[ROW][C]30[/C][C]0.029167[/C][C]0.2387[/C][C]0.406016[/C][/ROW]
[ROW][C]31[/C][C]-0.114225[/C][C]-0.935[/C][C]0.82342[/C][/ROW]
[ROW][C]32[/C][C]0.0977[/C][C]0.7997[/C][C]0.213353[/C][/ROW]
[ROW][C]33[/C][C]-0.084836[/C][C]-0.6944[/C][C]0.755087[/C][/ROW]
[ROW][C]34[/C][C]0.090427[/C][C]0.7402[/C][C]0.230889[/C][/ROW]
[ROW][C]35[/C][C]-0.068094[/C][C]-0.5574[/C][C]0.710435[/C][/ROW]
[ROW][C]36[/C][C]-0.093599[/C][C]-0.7661[/C][C]0.776858[/C][/ROW]
[ROW][C]37[/C][C]0.070185[/C][C]0.5745[/C][C]0.28378[/C][/ROW]
[ROW][C]38[/C][C]0.013902[/C][C]0.1138[/C][C]0.454871[/C][/ROW]
[ROW][C]39[/C][C]0.0228[/C][C]0.1866[/C][C]0.42626[/C][/ROW]
[ROW][C]40[/C][C]0.040113[/C][C]0.3283[/C][C]0.371841[/C][/ROW]
[ROW][C]41[/C][C]-0.046247[/C][C]-0.3785[/C][C]0.646889[/C][/ROW]
[ROW][C]42[/C][C]0.034062[/C][C]0.2788[/C][C]0.390626[/C][/ROW]
[ROW][C]43[/C][C]0.004592[/C][C]0.0376[/C][C]0.485064[/C][/ROW]
[ROW][C]44[/C][C]-0.031747[/C][C]-0.2599[/C][C]0.602115[/C][/ROW]
[ROW][C]45[/C][C]0.066851[/C][C]0.5472[/C][C]0.293031[/C][/ROW]
[ROW][C]46[/C][C]-0.007799[/C][C]-0.0638[/C][C]0.525355[/C][/ROW]
[ROW][C]47[/C][C]-0.009427[/C][C]-0.0772[/C][C]0.530637[/C][/ROW]
[ROW][C]48[/C][C]0.044851[/C][C]0.3671[/C][C]0.357344[/C][/ROW]
[ROW][C]49[/C][C]-0.054749[/C][C]-0.4481[/C][C]0.67225[/C][/ROW]
[ROW][C]50[/C][C]0.013252[/C][C]0.1085[/C][C]0.456973[/C][/ROW]
[ROW][C]51[/C][C]0.005712[/C][C]0.0468[/C][C]0.481425[/C][/ROW]
[ROW][C]52[/C][C]-0.029256[/C][C]-0.2395[/C][C]0.594263[/C][/ROW]
[ROW][C]53[/C][C]0.003304[/C][C]0.027[/C][C]0.489252[/C][/ROW]
[ROW][C]54[/C][C]-0.011476[/C][C]-0.0939[/C][C]0.53728[/C][/ROW]
[ROW][C]55[/C][C]0.044123[/C][C]0.3612[/C][C]0.359558[/C][/ROW]
[ROW][C]56[/C][C]-0.050917[/C][C]-0.4168[/C][C]0.660911[/C][/ROW]
[ROW][C]57[/C][C]-0.007137[/C][C]-0.0584[/C][C]0.523204[/C][/ROW]
[ROW][C]58[/C][C]-0.000337[/C][C]-0.0028[/C][C]0.501095[/C][/ROW]
[ROW][C]59[/C][C]0.025881[/C][C]0.2118[/C][C]0.416436[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4882&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4882&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	8.1854	0
1	-0.441316	-3.6123	0.999709
2	0.072503	0.5935	0.277434
3	-0.015645	-0.1281	0.550757
4	0.03109	0.2545	0.399952
5	-0.024183	-0.1979	0.578157
6	0.083129	0.6804	0.249286
7	-0.115549	-0.9458	0.826177
8	0.096442	0.7894	0.216328
9	-0.136697	-1.1189	0.866414
10	-0.015045	-0.1232	0.548822
11	0.172613	1.4129	0.081157
12	-0.358028	-2.9306	0.997689
13	0.323409	2.6472	0.005054
14	-0.293613	-2.4033	0.990489
15	0.135917	1.1125	0.134944
16	-0.051282	-0.4198	0.661997
17	-0.007243	-0.0593	0.523549
18	-0.134282	-1.0991	0.86218
19	0.248706	2.0357	0.022867
20	-0.133036	-1.089	0.859961
21	0.076872	0.6292	0.26567
22	-0.066062	-0.5407	0.704761
23	0.064903	0.5313	0.298501
24	0.002461	0.0201	0.491994
25	-0.118263	-0.968	0.831744
26	0.144137	1.1798	0.121123
27	-0.046006	-0.3766	0.646161
28	0.008268	0.0677	0.473123
29	0.009439	0.0773	0.469323
30	0.029167	0.2387	0.406016
31	-0.114225	-0.935	0.82342
32	0.0977	0.7997	0.213353
33	-0.084836	-0.6944	0.755087
34	0.090427	0.7402	0.230889
35	-0.068094	-0.5574	0.710435
36	-0.093599	-0.7661	0.776858
37	0.070185	0.5745	0.28378
38	0.013902	0.1138	0.454871
39	0.0228	0.1866	0.42626
40	0.040113	0.3283	0.371841
41	-0.046247	-0.3785	0.646889
42	0.034062	0.2788	0.390626
43	0.004592	0.0376	0.485064
44	-0.031747	-0.2599	0.602115
45	0.066851	0.5472	0.293031
46	-0.007799	-0.0638	0.525355
47	-0.009427	-0.0772	0.530637
48	0.044851	0.3671	0.357344
49	-0.054749	-0.4481	0.67225
50	0.013252	0.1085	0.456973
51	0.005712	0.0468	0.481425
52	-0.029256	-0.2395	0.594263
53	0.003304	0.027	0.489252
54	-0.011476	-0.0939	0.53728
55	0.044123	0.3612	0.359558
56	-0.050917	-0.4168	0.660911
57	-0.007137	-0.0584	0.523204
58	-0.000337	-0.0028	0.501095
59	0.025881	0.2118	0.416436

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.441316	-3.6123	0.999709
1	-0.151826	-1.2427	0.890853
2	-0.058211	-0.4765	0.682357
3	0.013345	0.1092	0.456671
4	-0.001684	-0.0138	0.505478
5	0.094089	0.7702	0.221957
6	-0.047574	-0.3894	0.650896
7	0.03191	0.2612	0.397373
8	-0.113024	-0.9251	0.820894
9	-0.161529	-1.3222	0.904697
10	0.120631	0.9874	0.163497
11	-0.309073	-2.5299	0.993116
12	0.111425	0.9121	0.182505
13	-0.228966	-1.8742	0.967366
14	-0.019291	-0.1579	0.562495
15	-0.047964	-0.3926	0.652069
16	-0.110694	-0.9061	0.815926
17	-0.160182	-1.3111	0.902858
18	0.035343	0.2893	0.386625
19	0.101735	0.8327	0.203976
20	-0.05709	-0.4673	0.6791
21	-0.014046	-0.115	0.545593
22	0.038835	0.3179	0.375783
23	-0.122112	-0.9995	0.839434
24	-0.081107	-0.6639	0.745481
25	-0.136699	-1.1189	0.866416
26	0.022807	0.1867	0.426235
27	-0.047953	-0.3925	0.652037
28	0.044798	0.3667	0.357502
29	-0.058127	-0.4758	0.682114
30	-0.056723	-0.4643	0.678031
31	-0.086507	-0.7081	0.759326
32	-0.072113	-0.5903	0.721502
33	-0.021187	-0.1734	0.568579
34	-0.038348	-0.3139	0.62271
35	-0.232156	-1.9003	0.96915
36	-0.046313	-0.3791	0.64709
37	-0.073813	-0.6042	0.72612
38	-0.014222	-0.1164	0.546162
39	0.034499	0.2824	0.38926
40	0.011824	0.0968	0.461593
41	-0.023844	-0.1952	0.577076
42	-0.056949	-0.4661	0.678688
43	-0.022106	-0.1809	0.571521
44	-0.083252	-0.6814	0.751031
45	-0.00283	-0.0232	0.509206
46	-0.009811	-0.0803	0.531884
47	-0.060173	-0.4925	0.688025
48	-0.018037	-0.1476	0.558464
49	-0.129081	-1.0566	0.852749
50	0.009326	0.0763	0.469688
51	-0.053826	-0.4406	0.669534
52	-0.095886	-0.7849	0.782349
53	-0.04038	-0.3305	0.628982
54	0.107152	0.8771	0.191789
55	0.000446	0.0037	0.498549
56	-0.061221	-0.5011	0.691032
57	-0.024856	-0.2035	0.580302
58	-0.049462	-0.4049	0.656565
59	-0.024782	-0.2028	0.580065

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.441316 & -3.6123 & 0.999709 \tabularnewline
1 & -0.151826 & -1.2427 & 0.890853 \tabularnewline
2 & -0.058211 & -0.4765 & 0.682357 \tabularnewline
3 & 0.013345 & 0.1092 & 0.456671 \tabularnewline
4 & -0.001684 & -0.0138 & 0.505478 \tabularnewline
5 & 0.094089 & 0.7702 & 0.221957 \tabularnewline
6 & -0.047574 & -0.3894 & 0.650896 \tabularnewline
7 & 0.03191 & 0.2612 & 0.397373 \tabularnewline
8 & -0.113024 & -0.9251 & 0.820894 \tabularnewline
9 & -0.161529 & -1.3222 & 0.904697 \tabularnewline
10 & 0.120631 & 0.9874 & 0.163497 \tabularnewline
11 & -0.309073 & -2.5299 & 0.993116 \tabularnewline
12 & 0.111425 & 0.9121 & 0.182505 \tabularnewline
13 & -0.228966 & -1.8742 & 0.967366 \tabularnewline
14 & -0.019291 & -0.1579 & 0.562495 \tabularnewline
15 & -0.047964 & -0.3926 & 0.652069 \tabularnewline
16 & -0.110694 & -0.9061 & 0.815926 \tabularnewline
17 & -0.160182 & -1.3111 & 0.902858 \tabularnewline
18 & 0.035343 & 0.2893 & 0.386625 \tabularnewline
19 & 0.101735 & 0.8327 & 0.203976 \tabularnewline
20 & -0.05709 & -0.4673 & 0.6791 \tabularnewline
21 & -0.014046 & -0.115 & 0.545593 \tabularnewline
22 & 0.038835 & 0.3179 & 0.375783 \tabularnewline
23 & -0.122112 & -0.9995 & 0.839434 \tabularnewline
24 & -0.081107 & -0.6639 & 0.745481 \tabularnewline
25 & -0.136699 & -1.1189 & 0.866416 \tabularnewline
26 & 0.022807 & 0.1867 & 0.426235 \tabularnewline
27 & -0.047953 & -0.3925 & 0.652037 \tabularnewline
28 & 0.044798 & 0.3667 & 0.357502 \tabularnewline
29 & -0.058127 & -0.4758 & 0.682114 \tabularnewline
30 & -0.056723 & -0.4643 & 0.678031 \tabularnewline
31 & -0.086507 & -0.7081 & 0.759326 \tabularnewline
32 & -0.072113 & -0.5903 & 0.721502 \tabularnewline
33 & -0.021187 & -0.1734 & 0.568579 \tabularnewline
34 & -0.038348 & -0.3139 & 0.62271 \tabularnewline
35 & -0.232156 & -1.9003 & 0.96915 \tabularnewline
36 & -0.046313 & -0.3791 & 0.64709 \tabularnewline
37 & -0.073813 & -0.6042 & 0.72612 \tabularnewline
38 & -0.014222 & -0.1164 & 0.546162 \tabularnewline
39 & 0.034499 & 0.2824 & 0.38926 \tabularnewline
40 & 0.011824 & 0.0968 & 0.461593 \tabularnewline
41 & -0.023844 & -0.1952 & 0.577076 \tabularnewline
42 & -0.056949 & -0.4661 & 0.678688 \tabularnewline
43 & -0.022106 & -0.1809 & 0.571521 \tabularnewline
44 & -0.083252 & -0.6814 & 0.751031 \tabularnewline
45 & -0.00283 & -0.0232 & 0.509206 \tabularnewline
46 & -0.009811 & -0.0803 & 0.531884 \tabularnewline
47 & -0.060173 & -0.4925 & 0.688025 \tabularnewline
48 & -0.018037 & -0.1476 & 0.558464 \tabularnewline
49 & -0.129081 & -1.0566 & 0.852749 \tabularnewline
50 & 0.009326 & 0.0763 & 0.469688 \tabularnewline
51 & -0.053826 & -0.4406 & 0.669534 \tabularnewline
52 & -0.095886 & -0.7849 & 0.782349 \tabularnewline
53 & -0.04038 & -0.3305 & 0.628982 \tabularnewline
54 & 0.107152 & 0.8771 & 0.191789 \tabularnewline
55 & 0.000446 & 0.0037 & 0.498549 \tabularnewline
56 & -0.061221 & -0.5011 & 0.691032 \tabularnewline
57 & -0.024856 & -0.2035 & 0.580302 \tabularnewline
58 & -0.049462 & -0.4049 & 0.656565 \tabularnewline
59 & -0.024782 & -0.2028 & 0.580065 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4882&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]-0.441316[/C][C]-3.6123[/C][C]0.999709[/C][/ROW]
[ROW][C]1[/C][C]-0.151826[/C][C]-1.2427[/C][C]0.890853[/C][/ROW]
[ROW][C]2[/C][C]-0.058211[/C][C]-0.4765[/C][C]0.682357[/C][/ROW]
[ROW][C]3[/C][C]0.013345[/C][C]0.1092[/C][C]0.456671[/C][/ROW]
[ROW][C]4[/C][C]-0.001684[/C][C]-0.0138[/C][C]0.505478[/C][/ROW]
[ROW][C]5[/C][C]0.094089[/C][C]0.7702[/C][C]0.221957[/C][/ROW]
[ROW][C]6[/C][C]-0.047574[/C][C]-0.3894[/C][C]0.650896[/C][/ROW]
[ROW][C]7[/C][C]0.03191[/C][C]0.2612[/C][C]0.397373[/C][/ROW]
[ROW][C]8[/C][C]-0.113024[/C][C]-0.9251[/C][C]0.820894[/C][/ROW]
[ROW][C]9[/C][C]-0.161529[/C][C]-1.3222[/C][C]0.904697[/C][/ROW]
[ROW][C]10[/C][C]0.120631[/C][C]0.9874[/C][C]0.163497[/C][/ROW]
[ROW][C]11[/C][C]-0.309073[/C][C]-2.5299[/C][C]0.993116[/C][/ROW]
[ROW][C]12[/C][C]0.111425[/C][C]0.9121[/C][C]0.182505[/C][/ROW]
[ROW][C]13[/C][C]-0.228966[/C][C]-1.8742[/C][C]0.967366[/C][/ROW]
[ROW][C]14[/C][C]-0.019291[/C][C]-0.1579[/C][C]0.562495[/C][/ROW]
[ROW][C]15[/C][C]-0.047964[/C][C]-0.3926[/C][C]0.652069[/C][/ROW]
[ROW][C]16[/C][C]-0.110694[/C][C]-0.9061[/C][C]0.815926[/C][/ROW]
[ROW][C]17[/C][C]-0.160182[/C][C]-1.3111[/C][C]0.902858[/C][/ROW]
[ROW][C]18[/C][C]0.035343[/C][C]0.2893[/C][C]0.386625[/C][/ROW]
[ROW][C]19[/C][C]0.101735[/C][C]0.8327[/C][C]0.203976[/C][/ROW]
[ROW][C]20[/C][C]-0.05709[/C][C]-0.4673[/C][C]0.6791[/C][/ROW]
[ROW][C]21[/C][C]-0.014046[/C][C]-0.115[/C][C]0.545593[/C][/ROW]
[ROW][C]22[/C][C]0.038835[/C][C]0.3179[/C][C]0.375783[/C][/ROW]
[ROW][C]23[/C][C]-0.122112[/C][C]-0.9995[/C][C]0.839434[/C][/ROW]
[ROW][C]24[/C][C]-0.081107[/C][C]-0.6639[/C][C]0.745481[/C][/ROW]
[ROW][C]25[/C][C]-0.136699[/C][C]-1.1189[/C][C]0.866416[/C][/ROW]
[ROW][C]26[/C][C]0.022807[/C][C]0.1867[/C][C]0.426235[/C][/ROW]
[ROW][C]27[/C][C]-0.047953[/C][C]-0.3925[/C][C]0.652037[/C][/ROW]
[ROW][C]28[/C][C]0.044798[/C][C]0.3667[/C][C]0.357502[/C][/ROW]
[ROW][C]29[/C][C]-0.058127[/C][C]-0.4758[/C][C]0.682114[/C][/ROW]
[ROW][C]30[/C][C]-0.056723[/C][C]-0.4643[/C][C]0.678031[/C][/ROW]
[ROW][C]31[/C][C]-0.086507[/C][C]-0.7081[/C][C]0.759326[/C][/ROW]
[ROW][C]32[/C][C]-0.072113[/C][C]-0.5903[/C][C]0.721502[/C][/ROW]
[ROW][C]33[/C][C]-0.021187[/C][C]-0.1734[/C][C]0.568579[/C][/ROW]
[ROW][C]34[/C][C]-0.038348[/C][C]-0.3139[/C][C]0.62271[/C][/ROW]
[ROW][C]35[/C][C]-0.232156[/C][C]-1.9003[/C][C]0.96915[/C][/ROW]
[ROW][C]36[/C][C]-0.046313[/C][C]-0.3791[/C][C]0.64709[/C][/ROW]
[ROW][C]37[/C][C]-0.073813[/C][C]-0.6042[/C][C]0.72612[/C][/ROW]
[ROW][C]38[/C][C]-0.014222[/C][C]-0.1164[/C][C]0.546162[/C][/ROW]
[ROW][C]39[/C][C]0.034499[/C][C]0.2824[/C][C]0.38926[/C][/ROW]
[ROW][C]40[/C][C]0.011824[/C][C]0.0968[/C][C]0.461593[/C][/ROW]
[ROW][C]41[/C][C]-0.023844[/C][C]-0.1952[/C][C]0.577076[/C][/ROW]
[ROW][C]42[/C][C]-0.056949[/C][C]-0.4661[/C][C]0.678688[/C][/ROW]
[ROW][C]43[/C][C]-0.022106[/C][C]-0.1809[/C][C]0.571521[/C][/ROW]
[ROW][C]44[/C][C]-0.083252[/C][C]-0.6814[/C][C]0.751031[/C][/ROW]
[ROW][C]45[/C][C]-0.00283[/C][C]-0.0232[/C][C]0.509206[/C][/ROW]
[ROW][C]46[/C][C]-0.009811[/C][C]-0.0803[/C][C]0.531884[/C][/ROW]
[ROW][C]47[/C][C]-0.060173[/C][C]-0.4925[/C][C]0.688025[/C][/ROW]
[ROW][C]48[/C][C]-0.018037[/C][C]-0.1476[/C][C]0.558464[/C][/ROW]
[ROW][C]49[/C][C]-0.129081[/C][C]-1.0566[/C][C]0.852749[/C][/ROW]
[ROW][C]50[/C][C]0.009326[/C][C]0.0763[/C][C]0.469688[/C][/ROW]
[ROW][C]51[/C][C]-0.053826[/C][C]-0.4406[/C][C]0.669534[/C][/ROW]
[ROW][C]52[/C][C]-0.095886[/C][C]-0.7849[/C][C]0.782349[/C][/ROW]
[ROW][C]53[/C][C]-0.04038[/C][C]-0.3305[/C][C]0.628982[/C][/ROW]
[ROW][C]54[/C][C]0.107152[/C][C]0.8771[/C][C]0.191789[/C][/ROW]
[ROW][C]55[/C][C]0.000446[/C][C]0.0037[/C][C]0.498549[/C][/ROW]
[ROW][C]56[/C][C]-0.061221[/C][C]-0.5011[/C][C]0.691032[/C][/ROW]
[ROW][C]57[/C][C]-0.024856[/C][C]-0.2035[/C][C]0.580302[/C][/ROW]
[ROW][C]58[/C][C]-0.049462[/C][C]-0.4049[/C][C]0.656565[/C][/ROW]
[ROW][C]59[/C][C]-0.024782[/C][C]-0.2028[/C][C]0.580065[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4882&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4882&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	-0.441316	-3.6123	0.999709
1	-0.151826	-1.2427	0.890853
2	-0.058211	-0.4765	0.682357
3	0.013345	0.1092	0.456671
4	-0.001684	-0.0138	0.505478
5	0.094089	0.7702	0.221957
6	-0.047574	-0.3894	0.650896
7	0.03191	0.2612	0.397373
8	-0.113024	-0.9251	0.820894
9	-0.161529	-1.3222	0.904697
10	0.120631	0.9874	0.163497
11	-0.309073	-2.5299	0.993116
12	0.111425	0.9121	0.182505
13	-0.228966	-1.8742	0.967366
14	-0.019291	-0.1579	0.562495
15	-0.047964	-0.3926	0.652069
16	-0.110694	-0.9061	0.815926
17	-0.160182	-1.3111	0.902858
18	0.035343	0.2893	0.386625
19	0.101735	0.8327	0.203976
20	-0.05709	-0.4673	0.6791
21	-0.014046	-0.115	0.545593
22	0.038835	0.3179	0.375783
23	-0.122112	-0.9995	0.839434
24	-0.081107	-0.6639	0.745481
25	-0.136699	-1.1189	0.866416
26	0.022807	0.1867	0.426235
27	-0.047953	-0.3925	0.652037
28	0.044798	0.3667	0.357502
29	-0.058127	-0.4758	0.682114
30	-0.056723	-0.4643	0.678031
31	-0.086507	-0.7081	0.759326
32	-0.072113	-0.5903	0.721502
33	-0.021187	-0.1734	0.568579
34	-0.038348	-0.3139	0.62271
35	-0.232156	-1.9003	0.96915
36	-0.046313	-0.3791	0.64709
37	-0.073813	-0.6042	0.72612
38	-0.014222	-0.1164	0.546162
39	0.034499	0.2824	0.38926
40	0.011824	0.0968	0.461593
41	-0.023844	-0.1952	0.577076
42	-0.056949	-0.4661	0.678688
43	-0.022106	-0.1809	0.571521
44	-0.083252	-0.6814	0.751031
45	-0.00283	-0.0232	0.509206
46	-0.009811	-0.0803	0.531884
47	-0.060173	-0.4925	0.688025
48	-0.018037	-0.1476	0.558464
49	-0.129081	-1.0566	0.852749
50	0.009326	0.0763	0.469688
51	-0.053826	-0.4406	0.669534
52	-0.095886	-0.7849	0.782349
53	-0.04038	-0.3305	0.628982
54	0.107152	0.8771	0.191789
55	0.000446	0.0037	0.498549
56	-0.061221	-0.5011	0.691032
57	-0.024856	-0.2035	0.580302
58	-0.049462	-0.4049	0.656565
59	-0.024782	-0.2028	0.580065

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 = 1 ; par4 = 1 ; 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