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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 13:22:42 -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/2007/Nov/29/t1196367187f1ynz4zb0hbhsx1.htm/, Retrieved Fri, 03 May 2024 07:32:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7599, Retrieved Fri, 03 May 2024 07:32:41 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

201

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

-       [(Partial) Autocorrelation Function] [Melkprijs d=1 & D=0] [2007-11-29 20:22:42] [5a8e7c1f041681f87e3014e302618e0c] [Current]

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Dataseries X:

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Histogram

Boxplots

0,65
0,65
0,66
0,66
0,66
0,66
0,68
0,69
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,71
0,7
0,71
0,7
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,71
0,71
0,7
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,7
0,7

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=7599&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=7599&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7599&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	7.6811	0
1	-0.14665	-1.1264	0.86773
2	0.21488	1.6505	0.052075
3	-0.087189	-0.6697	0.747174
4	0.153686	1.1805	0.121272
5	0.032599	0.2504	0.401576
6	0.04239	0.3256	0.372937
7	-0.013258	-0.1018	0.540383
8	-0.008579	-0.0659	0.526157
9	-0.009012	-0.0692	0.527476
10	-0.009445	-0.0725	0.528795
11	0.171103	1.3143	0.096921
12	-0.25162	-1.9327	0.970963
13	0.10991	0.8442	0.200975
14	-0.006066	-0.0466	0.518502
15	0.048716	0.3742	0.354801
16	-0.012045	-0.0925	0.5367
17	-0.002253	-0.0173	0.506874
18	-0.068126	-0.5233	0.698632
19	0.057208	0.4394	0.330981
20	-0.008665	-0.0666	0.526421
21	-0.003986	-0.0306	0.512161
22	0.055908	0.4294	0.334585
23	-0.06518	-0.5007	0.690762
24	0.055041	0.4228	0.336996
25	0.054608	0.4195	0.338204
26	-0.131919	-1.0133	0.84247
27	0.048629	0.3735	0.355047
28	-0.25344	-1.9467	0.971832
29	0.047763	0.3669	0.357514
30	-0.012998	-0.0998	0.539594
31	-0.013431	-0.1032	0.540909
32	-0.074192	-0.5699	0.714537
33	-0.014298	-0.1098	0.543538
34	-0.019843	-0.1524	0.560312
35	0.040051	0.3076	0.379722
36	0.039617	0.3043	0.380983
37	-0.021143	-0.1624	0.564228
38	0.038751	0.2977	0.383508
39	-0.137552	-1.0566	0.852489
40	0.158539	1.2178	0.114082
41	-0.017764	-0.1364	0.554033
42	-0.023309	-0.179	0.570741
43	-0.073845	-0.5672	0.71364
44	0.046376	0.3562	0.361472
45	-0.019497	-0.1498	0.559267
46	-0.014818	-0.1138	0.545115
47	-0.015251	-0.1171	0.546428
48	-0.015684	-0.1205	0.54774
49	-0.016117	-0.1238	0.549052
50	-0.076878	-0.5905	0.721448
51	-0.077311	-0.5938	0.722554
52	-0.132959	-1.0213	0.844354
53	-0.007625	-0.0586	0.523254
54	0.002166	0.0166	0.49339
55	0.001733	0.0133	0.494712
56	-0.059027	-0.4534	0.674037
57	0.000867	0.0067	0.497356
58	0.000433	0.0033	0.498678
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & -0.14665 & -1.1264 & 0.86773 \tabularnewline
2 & 0.21488 & 1.6505 & 0.052075 \tabularnewline
3 & -0.087189 & -0.6697 & 0.747174 \tabularnewline
4 & 0.153686 & 1.1805 & 0.121272 \tabularnewline
5 & 0.032599 & 0.2504 & 0.401576 \tabularnewline
6 & 0.04239 & 0.3256 & 0.372937 \tabularnewline
7 & -0.013258 & -0.1018 & 0.540383 \tabularnewline
8 & -0.008579 & -0.0659 & 0.526157 \tabularnewline
9 & -0.009012 & -0.0692 & 0.527476 \tabularnewline
10 & -0.009445 & -0.0725 & 0.528795 \tabularnewline
11 & 0.171103 & 1.3143 & 0.096921 \tabularnewline
12 & -0.25162 & -1.9327 & 0.970963 \tabularnewline
13 & 0.10991 & 0.8442 & 0.200975 \tabularnewline
14 & -0.006066 & -0.0466 & 0.518502 \tabularnewline
15 & 0.048716 & 0.3742 & 0.354801 \tabularnewline
16 & -0.012045 & -0.0925 & 0.5367 \tabularnewline
17 & -0.002253 & -0.0173 & 0.506874 \tabularnewline
18 & -0.068126 & -0.5233 & 0.698632 \tabularnewline
19 & 0.057208 & 0.4394 & 0.330981 \tabularnewline
20 & -0.008665 & -0.0666 & 0.526421 \tabularnewline
21 & -0.003986 & -0.0306 & 0.512161 \tabularnewline
22 & 0.055908 & 0.4294 & 0.334585 \tabularnewline
23 & -0.06518 & -0.5007 & 0.690762 \tabularnewline
24 & 0.055041 & 0.4228 & 0.336996 \tabularnewline
25 & 0.054608 & 0.4195 & 0.338204 \tabularnewline
26 & -0.131919 & -1.0133 & 0.84247 \tabularnewline
27 & 0.048629 & 0.3735 & 0.355047 \tabularnewline
28 & -0.25344 & -1.9467 & 0.971832 \tabularnewline
29 & 0.047763 & 0.3669 & 0.357514 \tabularnewline
30 & -0.012998 & -0.0998 & 0.539594 \tabularnewline
31 & -0.013431 & -0.1032 & 0.540909 \tabularnewline
32 & -0.074192 & -0.5699 & 0.714537 \tabularnewline
33 & -0.014298 & -0.1098 & 0.543538 \tabularnewline
34 & -0.019843 & -0.1524 & 0.560312 \tabularnewline
35 & 0.040051 & 0.3076 & 0.379722 \tabularnewline
36 & 0.039617 & 0.3043 & 0.380983 \tabularnewline
37 & -0.021143 & -0.1624 & 0.564228 \tabularnewline
38 & 0.038751 & 0.2977 & 0.383508 \tabularnewline
39 & -0.137552 & -1.0566 & 0.852489 \tabularnewline
40 & 0.158539 & 1.2178 & 0.114082 \tabularnewline
41 & -0.017764 & -0.1364 & 0.554033 \tabularnewline
42 & -0.023309 & -0.179 & 0.570741 \tabularnewline
43 & -0.073845 & -0.5672 & 0.71364 \tabularnewline
44 & 0.046376 & 0.3562 & 0.361472 \tabularnewline
45 & -0.019497 & -0.1498 & 0.559267 \tabularnewline
46 & -0.014818 & -0.1138 & 0.545115 \tabularnewline
47 & -0.015251 & -0.1171 & 0.546428 \tabularnewline
48 & -0.015684 & -0.1205 & 0.54774 \tabularnewline
49 & -0.016117 & -0.1238 & 0.549052 \tabularnewline
50 & -0.076878 & -0.5905 & 0.721448 \tabularnewline
51 & -0.077311 & -0.5938 & 0.722554 \tabularnewline
52 & -0.132959 & -1.0213 & 0.844354 \tabularnewline
53 & -0.007625 & -0.0586 & 0.523254 \tabularnewline
54 & 0.002166 & 0.0166 & 0.49339 \tabularnewline
55 & 0.001733 & 0.0133 & 0.494712 \tabularnewline
56 & -0.059027 & -0.4534 & 0.674037 \tabularnewline
57 & 0.000867 & 0.0067 & 0.497356 \tabularnewline
58 & 0.000433 & 0.0033 & 0.498678 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7599&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]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.14665[/C][C]-1.1264[/C][C]0.86773[/C][/ROW]
[ROW][C]2[/C][C]0.21488[/C][C]1.6505[/C][C]0.052075[/C][/ROW]
[ROW][C]3[/C][C]-0.087189[/C][C]-0.6697[/C][C]0.747174[/C][/ROW]
[ROW][C]4[/C][C]0.153686[/C][C]1.1805[/C][C]0.121272[/C][/ROW]
[ROW][C]5[/C][C]0.032599[/C][C]0.2504[/C][C]0.401576[/C][/ROW]
[ROW][C]6[/C][C]0.04239[/C][C]0.3256[/C][C]0.372937[/C][/ROW]
[ROW][C]7[/C][C]-0.013258[/C][C]-0.1018[/C][C]0.540383[/C][/ROW]
[ROW][C]8[/C][C]-0.008579[/C][C]-0.0659[/C][C]0.526157[/C][/ROW]
[ROW][C]9[/C][C]-0.009012[/C][C]-0.0692[/C][C]0.527476[/C][/ROW]
[ROW][C]10[/C][C]-0.009445[/C][C]-0.0725[/C][C]0.528795[/C][/ROW]
[ROW][C]11[/C][C]0.171103[/C][C]1.3143[/C][C]0.096921[/C][/ROW]
[ROW][C]12[/C][C]-0.25162[/C][C]-1.9327[/C][C]0.970963[/C][/ROW]
[ROW][C]13[/C][C]0.10991[/C][C]0.8442[/C][C]0.200975[/C][/ROW]
[ROW][C]14[/C][C]-0.006066[/C][C]-0.0466[/C][C]0.518502[/C][/ROW]
[ROW][C]15[/C][C]0.048716[/C][C]0.3742[/C][C]0.354801[/C][/ROW]
[ROW][C]16[/C][C]-0.012045[/C][C]-0.0925[/C][C]0.5367[/C][/ROW]
[ROW][C]17[/C][C]-0.002253[/C][C]-0.0173[/C][C]0.506874[/C][/ROW]
[ROW][C]18[/C][C]-0.068126[/C][C]-0.5233[/C][C]0.698632[/C][/ROW]
[ROW][C]19[/C][C]0.057208[/C][C]0.4394[/C][C]0.330981[/C][/ROW]
[ROW][C]20[/C][C]-0.008665[/C][C]-0.0666[/C][C]0.526421[/C][/ROW]
[ROW][C]21[/C][C]-0.003986[/C][C]-0.0306[/C][C]0.512161[/C][/ROW]
[ROW][C]22[/C][C]0.055908[/C][C]0.4294[/C][C]0.334585[/C][/ROW]
[ROW][C]23[/C][C]-0.06518[/C][C]-0.5007[/C][C]0.690762[/C][/ROW]
[ROW][C]24[/C][C]0.055041[/C][C]0.4228[/C][C]0.336996[/C][/ROW]
[ROW][C]25[/C][C]0.054608[/C][C]0.4195[/C][C]0.338204[/C][/ROW]
[ROW][C]26[/C][C]-0.131919[/C][C]-1.0133[/C][C]0.84247[/C][/ROW]
[ROW][C]27[/C][C]0.048629[/C][C]0.3735[/C][C]0.355047[/C][/ROW]
[ROW][C]28[/C][C]-0.25344[/C][C]-1.9467[/C][C]0.971832[/C][/ROW]
[ROW][C]29[/C][C]0.047763[/C][C]0.3669[/C][C]0.357514[/C][/ROW]
[ROW][C]30[/C][C]-0.012998[/C][C]-0.0998[/C][C]0.539594[/C][/ROW]
[ROW][C]31[/C][C]-0.013431[/C][C]-0.1032[/C][C]0.540909[/C][/ROW]
[ROW][C]32[/C][C]-0.074192[/C][C]-0.5699[/C][C]0.714537[/C][/ROW]
[ROW][C]33[/C][C]-0.014298[/C][C]-0.1098[/C][C]0.543538[/C][/ROW]
[ROW][C]34[/C][C]-0.019843[/C][C]-0.1524[/C][C]0.560312[/C][/ROW]
[ROW][C]35[/C][C]0.040051[/C][C]0.3076[/C][C]0.379722[/C][/ROW]
[ROW][C]36[/C][C]0.039617[/C][C]0.3043[/C][C]0.380983[/C][/ROW]
[ROW][C]37[/C][C]-0.021143[/C][C]-0.1624[/C][C]0.564228[/C][/ROW]
[ROW][C]38[/C][C]0.038751[/C][C]0.2977[/C][C]0.383508[/C][/ROW]
[ROW][C]39[/C][C]-0.137552[/C][C]-1.0566[/C][C]0.852489[/C][/ROW]
[ROW][C]40[/C][C]0.158539[/C][C]1.2178[/C][C]0.114082[/C][/ROW]
[ROW][C]41[/C][C]-0.017764[/C][C]-0.1364[/C][C]0.554033[/C][/ROW]
[ROW][C]42[/C][C]-0.023309[/C][C]-0.179[/C][C]0.570741[/C][/ROW]
[ROW][C]43[/C][C]-0.073845[/C][C]-0.5672[/C][C]0.71364[/C][/ROW]
[ROW][C]44[/C][C]0.046376[/C][C]0.3562[/C][C]0.361472[/C][/ROW]
[ROW][C]45[/C][C]-0.019497[/C][C]-0.1498[/C][C]0.559267[/C][/ROW]
[ROW][C]46[/C][C]-0.014818[/C][C]-0.1138[/C][C]0.545115[/C][/ROW]
[ROW][C]47[/C][C]-0.015251[/C][C]-0.1171[/C][C]0.546428[/C][/ROW]
[ROW][C]48[/C][C]-0.015684[/C][C]-0.1205[/C][C]0.54774[/C][/ROW]
[ROW][C]49[/C][C]-0.016117[/C][C]-0.1238[/C][C]0.549052[/C][/ROW]
[ROW][C]50[/C][C]-0.076878[/C][C]-0.5905[/C][C]0.721448[/C][/ROW]
[ROW][C]51[/C][C]-0.077311[/C][C]-0.5938[/C][C]0.722554[/C][/ROW]
[ROW][C]52[/C][C]-0.132959[/C][C]-1.0213[/C][C]0.844354[/C][/ROW]
[ROW][C]53[/C][C]-0.007625[/C][C]-0.0586[/C][C]0.523254[/C][/ROW]
[ROW][C]54[/C][C]0.002166[/C][C]0.0166[/C][C]0.49339[/C][/ROW]
[ROW][C]55[/C][C]0.001733[/C][C]0.0133[/C][C]0.494712[/C][/ROW]
[ROW][C]56[/C][C]-0.059027[/C][C]-0.4534[/C][C]0.674037[/C][/ROW]
[ROW][C]57[/C][C]0.000867[/C][C]0.0067[/C][C]0.497356[/C][/ROW]
[ROW][C]58[/C][C]0.000433[/C][C]0.0033[/C][C]0.498678[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7599&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7599&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	7.6811	0
1	-0.14665	-1.1264	0.86773
2	0.21488	1.6505	0.052075
3	-0.087189	-0.6697	0.747174
4	0.153686	1.1805	0.121272
5	0.032599	0.2504	0.401576
6	0.04239	0.3256	0.372937
7	-0.013258	-0.1018	0.540383
8	-0.008579	-0.0659	0.526157
9	-0.009012	-0.0692	0.527476
10	-0.009445	-0.0725	0.528795
11	0.171103	1.3143	0.096921
12	-0.25162	-1.9327	0.970963
13	0.10991	0.8442	0.200975
14	-0.006066	-0.0466	0.518502
15	0.048716	0.3742	0.354801
16	-0.012045	-0.0925	0.5367
17	-0.002253	-0.0173	0.506874
18	-0.068126	-0.5233	0.698632
19	0.057208	0.4394	0.330981
20	-0.008665	-0.0666	0.526421
21	-0.003986	-0.0306	0.512161
22	0.055908	0.4294	0.334585
23	-0.06518	-0.5007	0.690762
24	0.055041	0.4228	0.336996
25	0.054608	0.4195	0.338204
26	-0.131919	-1.0133	0.84247
27	0.048629	0.3735	0.355047
28	-0.25344	-1.9467	0.971832
29	0.047763	0.3669	0.357514
30	-0.012998	-0.0998	0.539594
31	-0.013431	-0.1032	0.540909
32	-0.074192	-0.5699	0.714537
33	-0.014298	-0.1098	0.543538
34	-0.019843	-0.1524	0.560312
35	0.040051	0.3076	0.379722
36	0.039617	0.3043	0.380983
37	-0.021143	-0.1624	0.564228
38	0.038751	0.2977	0.383508
39	-0.137552	-1.0566	0.852489
40	0.158539	1.2178	0.114082
41	-0.017764	-0.1364	0.554033
42	-0.023309	-0.179	0.570741
43	-0.073845	-0.5672	0.71364
44	0.046376	0.3562	0.361472
45	-0.019497	-0.1498	0.559267
46	-0.014818	-0.1138	0.545115
47	-0.015251	-0.1171	0.546428
48	-0.015684	-0.1205	0.54774
49	-0.016117	-0.1238	0.549052
50	-0.076878	-0.5905	0.721448
51	-0.077311	-0.5938	0.722554
52	-0.132959	-1.0213	0.844354
53	-0.007625	-0.0586	0.523254
54	0.002166	0.0166	0.49339
55	0.001733	0.0133	0.494712
56	-0.059027	-0.4534	0.674037
57	0.000867	0.0067	0.497356
58	0.000433	0.0033	0.498678
59	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.14665	-1.1264	0.86773
1	0.197624	1.518	0.06718
2	-0.035014	-0.269	0.605547
3	0.103623	0.7959	0.214628
4	0.090888	0.6981	0.243921
5	0.005152	0.0396	0.484285
6	-0.018552	-0.1425	0.556414
7	-0.031145	-0.2392	0.59412
8	-0.025462	-0.1956	0.577194
9	-0.018151	-0.1394	0.555205
10	0.186824	1.435	0.07828
11	-0.227017	-1.7438	0.956795
12	0.01046	0.0803	0.468117
13	0.13663	1.0495	0.14912
14	-0.046263	-0.3554	0.638204
15	0.013981	0.1074	0.457423
16	0.022806	0.1752	0.430772
17	-0.105864	-0.8132	0.790302
18	0.043246	0.3322	0.370465
19	0.047674	0.3662	0.357765
20	-0.076792	-0.5898	0.721228
21	0.081505	0.6261	0.266847
22	0.048082	0.3693	0.356603
23	-0.098642	-0.7577	0.774172
24	0.124099	0.9532	0.172184
25	-0.137366	-1.0551	0.852166
26	-0.050287	-0.3863	0.649654
27	-0.185033	-1.4213	0.919748
28	-0.022456	-0.1725	0.568178
29	0.057055	0.4383	0.331402
30	0.016013	0.123	0.451262
31	-0.022153	-0.1702	0.567266
32	-0.031795	-0.2442	0.596046
33	0.060146	0.462	0.322895
34	-0.009522	-0.0731	0.52903
35	0.041369	0.3178	0.375894
36	0.063746	0.4896	0.313103
37	-0.069036	-0.5303	0.701046
38	-0.070191	-0.5391	0.704092
39	0.06743	0.5179	0.303218
40	0.040231	0.309	0.379199
41	-0.041268	-0.317	0.623813
42	-0.017589	-0.1351	0.553506
43	-0.024687	-0.1896	0.574872
44	-0.003251	-0.025	0.509919
45	-0.050435	-0.3874	0.650073
46	-0.007206	-0.0553	0.521976
47	0.043167	0.3316	0.370692
48	-0.046355	-0.3561	0.638467
49	-0.04019	-0.3087	0.620683
50	-0.184733	-1.419	0.919414
51	-0.117698	-0.9041	0.815179
52	0.126026	0.968	0.168492
53	-0.033753	-0.2593	0.601831
54	-0.022833	-0.1754	0.569309
55	-0.018306	-0.1406	0.555673
56	0.000654	0.005	0.498003
57	0.015774	0.1212	0.451987
58	NA	NA	NA
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.14665 & -1.1264 & 0.86773 \tabularnewline
1 & 0.197624 & 1.518 & 0.06718 \tabularnewline
2 & -0.035014 & -0.269 & 0.605547 \tabularnewline
3 & 0.103623 & 0.7959 & 0.214628 \tabularnewline
4 & 0.090888 & 0.6981 & 0.243921 \tabularnewline
5 & 0.005152 & 0.0396 & 0.484285 \tabularnewline
6 & -0.018552 & -0.1425 & 0.556414 \tabularnewline
7 & -0.031145 & -0.2392 & 0.59412 \tabularnewline
8 & -0.025462 & -0.1956 & 0.577194 \tabularnewline
9 & -0.018151 & -0.1394 & 0.555205 \tabularnewline
10 & 0.186824 & 1.435 & 0.07828 \tabularnewline
11 & -0.227017 & -1.7438 & 0.956795 \tabularnewline
12 & 0.01046 & 0.0803 & 0.468117 \tabularnewline
13 & 0.13663 & 1.0495 & 0.14912 \tabularnewline
14 & -0.046263 & -0.3554 & 0.638204 \tabularnewline
15 & 0.013981 & 0.1074 & 0.457423 \tabularnewline
16 & 0.022806 & 0.1752 & 0.430772 \tabularnewline
17 & -0.105864 & -0.8132 & 0.790302 \tabularnewline
18 & 0.043246 & 0.3322 & 0.370465 \tabularnewline
19 & 0.047674 & 0.3662 & 0.357765 \tabularnewline
20 & -0.076792 & -0.5898 & 0.721228 \tabularnewline
21 & 0.081505 & 0.6261 & 0.266847 \tabularnewline
22 & 0.048082 & 0.3693 & 0.356603 \tabularnewline
23 & -0.098642 & -0.7577 & 0.774172 \tabularnewline
24 & 0.124099 & 0.9532 & 0.172184 \tabularnewline
25 & -0.137366 & -1.0551 & 0.852166 \tabularnewline
26 & -0.050287 & -0.3863 & 0.649654 \tabularnewline
27 & -0.185033 & -1.4213 & 0.919748 \tabularnewline
28 & -0.022456 & -0.1725 & 0.568178 \tabularnewline
29 & 0.057055 & 0.4383 & 0.331402 \tabularnewline
30 & 0.016013 & 0.123 & 0.451262 \tabularnewline
31 & -0.022153 & -0.1702 & 0.567266 \tabularnewline
32 & -0.031795 & -0.2442 & 0.596046 \tabularnewline
33 & 0.060146 & 0.462 & 0.322895 \tabularnewline
34 & -0.009522 & -0.0731 & 0.52903 \tabularnewline
35 & 0.041369 & 0.3178 & 0.375894 \tabularnewline
36 & 0.063746 & 0.4896 & 0.313103 \tabularnewline
37 & -0.069036 & -0.5303 & 0.701046 \tabularnewline
38 & -0.070191 & -0.5391 & 0.704092 \tabularnewline
39 & 0.06743 & 0.5179 & 0.303218 \tabularnewline
40 & 0.040231 & 0.309 & 0.379199 \tabularnewline
41 & -0.041268 & -0.317 & 0.623813 \tabularnewline
42 & -0.017589 & -0.1351 & 0.553506 \tabularnewline
43 & -0.024687 & -0.1896 & 0.574872 \tabularnewline
44 & -0.003251 & -0.025 & 0.509919 \tabularnewline
45 & -0.050435 & -0.3874 & 0.650073 \tabularnewline
46 & -0.007206 & -0.0553 & 0.521976 \tabularnewline
47 & 0.043167 & 0.3316 & 0.370692 \tabularnewline
48 & -0.046355 & -0.3561 & 0.638467 \tabularnewline
49 & -0.04019 & -0.3087 & 0.620683 \tabularnewline
50 & -0.184733 & -1.419 & 0.919414 \tabularnewline
51 & -0.117698 & -0.9041 & 0.815179 \tabularnewline
52 & 0.126026 & 0.968 & 0.168492 \tabularnewline
53 & -0.033753 & -0.2593 & 0.601831 \tabularnewline
54 & -0.022833 & -0.1754 & 0.569309 \tabularnewline
55 & -0.018306 & -0.1406 & 0.555673 \tabularnewline
56 & 0.000654 & 0.005 & 0.498003 \tabularnewline
57 & 0.015774 & 0.1212 & 0.451987 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7599&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]-0.14665[/C][C]-1.1264[/C][C]0.86773[/C][/ROW]
[ROW][C]1[/C][C]0.197624[/C][C]1.518[/C][C]0.06718[/C][/ROW]
[ROW][C]2[/C][C]-0.035014[/C][C]-0.269[/C][C]0.605547[/C][/ROW]
[ROW][C]3[/C][C]0.103623[/C][C]0.7959[/C][C]0.214628[/C][/ROW]
[ROW][C]4[/C][C]0.090888[/C][C]0.6981[/C][C]0.243921[/C][/ROW]
[ROW][C]5[/C][C]0.005152[/C][C]0.0396[/C][C]0.484285[/C][/ROW]
[ROW][C]6[/C][C]-0.018552[/C][C]-0.1425[/C][C]0.556414[/C][/ROW]
[ROW][C]7[/C][C]-0.031145[/C][C]-0.2392[/C][C]0.59412[/C][/ROW]
[ROW][C]8[/C][C]-0.025462[/C][C]-0.1956[/C][C]0.577194[/C][/ROW]
[ROW][C]9[/C][C]-0.018151[/C][C]-0.1394[/C][C]0.555205[/C][/ROW]
[ROW][C]10[/C][C]0.186824[/C][C]1.435[/C][C]0.07828[/C][/ROW]
[ROW][C]11[/C][C]-0.227017[/C][C]-1.7438[/C][C]0.956795[/C][/ROW]
[ROW][C]12[/C][C]0.01046[/C][C]0.0803[/C][C]0.468117[/C][/ROW]
[ROW][C]13[/C][C]0.13663[/C][C]1.0495[/C][C]0.14912[/C][/ROW]
[ROW][C]14[/C][C]-0.046263[/C][C]-0.3554[/C][C]0.638204[/C][/ROW]
[ROW][C]15[/C][C]0.013981[/C][C]0.1074[/C][C]0.457423[/C][/ROW]
[ROW][C]16[/C][C]0.022806[/C][C]0.1752[/C][C]0.430772[/C][/ROW]
[ROW][C]17[/C][C]-0.105864[/C][C]-0.8132[/C][C]0.790302[/C][/ROW]
[ROW][C]18[/C][C]0.043246[/C][C]0.3322[/C][C]0.370465[/C][/ROW]
[ROW][C]19[/C][C]0.047674[/C][C]0.3662[/C][C]0.357765[/C][/ROW]
[ROW][C]20[/C][C]-0.076792[/C][C]-0.5898[/C][C]0.721228[/C][/ROW]
[ROW][C]21[/C][C]0.081505[/C][C]0.6261[/C][C]0.266847[/C][/ROW]
[ROW][C]22[/C][C]0.048082[/C][C]0.3693[/C][C]0.356603[/C][/ROW]
[ROW][C]23[/C][C]-0.098642[/C][C]-0.7577[/C][C]0.774172[/C][/ROW]
[ROW][C]24[/C][C]0.124099[/C][C]0.9532[/C][C]0.172184[/C][/ROW]
[ROW][C]25[/C][C]-0.137366[/C][C]-1.0551[/C][C]0.852166[/C][/ROW]
[ROW][C]26[/C][C]-0.050287[/C][C]-0.3863[/C][C]0.649654[/C][/ROW]
[ROW][C]27[/C][C]-0.185033[/C][C]-1.4213[/C][C]0.919748[/C][/ROW]
[ROW][C]28[/C][C]-0.022456[/C][C]-0.1725[/C][C]0.568178[/C][/ROW]
[ROW][C]29[/C][C]0.057055[/C][C]0.4383[/C][C]0.331402[/C][/ROW]
[ROW][C]30[/C][C]0.016013[/C][C]0.123[/C][C]0.451262[/C][/ROW]
[ROW][C]31[/C][C]-0.022153[/C][C]-0.1702[/C][C]0.567266[/C][/ROW]
[ROW][C]32[/C][C]-0.031795[/C][C]-0.2442[/C][C]0.596046[/C][/ROW]
[ROW][C]33[/C][C]0.060146[/C][C]0.462[/C][C]0.322895[/C][/ROW]
[ROW][C]34[/C][C]-0.009522[/C][C]-0.0731[/C][C]0.52903[/C][/ROW]
[ROW][C]35[/C][C]0.041369[/C][C]0.3178[/C][C]0.375894[/C][/ROW]
[ROW][C]36[/C][C]0.063746[/C][C]0.4896[/C][C]0.313103[/C][/ROW]
[ROW][C]37[/C][C]-0.069036[/C][C]-0.5303[/C][C]0.701046[/C][/ROW]
[ROW][C]38[/C][C]-0.070191[/C][C]-0.5391[/C][C]0.704092[/C][/ROW]
[ROW][C]39[/C][C]0.06743[/C][C]0.5179[/C][C]0.303218[/C][/ROW]
[ROW][C]40[/C][C]0.040231[/C][C]0.309[/C][C]0.379199[/C][/ROW]
[ROW][C]41[/C][C]-0.041268[/C][C]-0.317[/C][C]0.623813[/C][/ROW]
[ROW][C]42[/C][C]-0.017589[/C][C]-0.1351[/C][C]0.553506[/C][/ROW]
[ROW][C]43[/C][C]-0.024687[/C][C]-0.1896[/C][C]0.574872[/C][/ROW]
[ROW][C]44[/C][C]-0.003251[/C][C]-0.025[/C][C]0.509919[/C][/ROW]
[ROW][C]45[/C][C]-0.050435[/C][C]-0.3874[/C][C]0.650073[/C][/ROW]
[ROW][C]46[/C][C]-0.007206[/C][C]-0.0553[/C][C]0.521976[/C][/ROW]
[ROW][C]47[/C][C]0.043167[/C][C]0.3316[/C][C]0.370692[/C][/ROW]
[ROW][C]48[/C][C]-0.046355[/C][C]-0.3561[/C][C]0.638467[/C][/ROW]
[ROW][C]49[/C][C]-0.04019[/C][C]-0.3087[/C][C]0.620683[/C][/ROW]
[ROW][C]50[/C][C]-0.184733[/C][C]-1.419[/C][C]0.919414[/C][/ROW]
[ROW][C]51[/C][C]-0.117698[/C][C]-0.9041[/C][C]0.815179[/C][/ROW]
[ROW][C]52[/C][C]0.126026[/C][C]0.968[/C][C]0.168492[/C][/ROW]
[ROW][C]53[/C][C]-0.033753[/C][C]-0.2593[/C][C]0.601831[/C][/ROW]
[ROW][C]54[/C][C]-0.022833[/C][C]-0.1754[/C][C]0.569309[/C][/ROW]
[ROW][C]55[/C][C]-0.018306[/C][C]-0.1406[/C][C]0.555673[/C][/ROW]
[ROW][C]56[/C][C]0.000654[/C][C]0.005[/C][C]0.498003[/C][/ROW]
[ROW][C]57[/C][C]0.015774[/C][C]0.1212[/C][C]0.451987[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7599&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7599&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	-0.14665	-1.1264	0.86773
1	0.197624	1.518	0.06718
2	-0.035014	-0.269	0.605547
3	0.103623	0.7959	0.214628
4	0.090888	0.6981	0.243921
5	0.005152	0.0396	0.484285
6	-0.018552	-0.1425	0.556414
7	-0.031145	-0.2392	0.59412
8	-0.025462	-0.1956	0.577194
9	-0.018151	-0.1394	0.555205
10	0.186824	1.435	0.07828
11	-0.227017	-1.7438	0.956795
12	0.01046	0.0803	0.468117
13	0.13663	1.0495	0.14912
14	-0.046263	-0.3554	0.638204
15	0.013981	0.1074	0.457423
16	0.022806	0.1752	0.430772
17	-0.105864	-0.8132	0.790302
18	0.043246	0.3322	0.370465
19	0.047674	0.3662	0.357765
20	-0.076792	-0.5898	0.721228
21	0.081505	0.6261	0.266847
22	0.048082	0.3693	0.356603
23	-0.098642	-0.7577	0.774172
24	0.124099	0.9532	0.172184
25	-0.137366	-1.0551	0.852166
26	-0.050287	-0.3863	0.649654
27	-0.185033	-1.4213	0.919748
28	-0.022456	-0.1725	0.568178
29	0.057055	0.4383	0.331402
30	0.016013	0.123	0.451262
31	-0.022153	-0.1702	0.567266
32	-0.031795	-0.2442	0.596046
33	0.060146	0.462	0.322895
34	-0.009522	-0.0731	0.52903
35	0.041369	0.3178	0.375894
36	0.063746	0.4896	0.313103
37	-0.069036	-0.5303	0.701046
38	-0.070191	-0.5391	0.704092
39	0.06743	0.5179	0.303218
40	0.040231	0.309	0.379199
41	-0.041268	-0.317	0.623813
42	-0.017589	-0.1351	0.553506
43	-0.024687	-0.1896	0.574872
44	-0.003251	-0.025	0.509919
45	-0.050435	-0.3874	0.650073
46	-0.007206	-0.0553	0.521976
47	0.043167	0.3316	0.370692
48	-0.046355	-0.3561	0.638467
49	-0.04019	-0.3087	0.620683
50	-0.184733	-1.419	0.919414
51	-0.117698	-0.9041	0.815179
52	0.126026	0.968	0.168492
53	-0.033753	-0.2593	0.601831
54	-0.022833	-0.1754	0.569309
55	-0.018306	-0.1406	0.555673
56	0.000654	0.005	0.498003
57	0.015774	0.1212	0.451987
58	NA	NA	NA
59	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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