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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 04 Dec 2008 10:15:44 -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/2008/Dec/04/t1228410990pd63tdf7opyd7hz.htm/, Retrieved Sun, 19 May 2024 06:26:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28965, Retrieved Sun, 19 May 2024 06:26:52 +0000

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User-defined keywords

Estimated Impact

190

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

-       [(Partial) Autocorrelation Function] [Uitvoer Amerika -...] [2008-12-04 17:15:44] [8da7502cfecb272886bc60b3f290b8b8] [Current]
-   PD    [(Partial) Autocorrelation Function] [Uitvoer Amerika (...] [2008-12-04 18:04:26] [9e54d1454d464f1bf9ee4a54d5d56945] 
-   P       [(Partial) Autocorrelation Function] [Uitvoer Amerika (...] [2008-12-04 18:20:00] [9e54d1454d464f1bf9ee4a54d5d56945] 
- RMPD      [Spectral Analysis] [Uitvoer EU - Spec...] [2008-12-04 18:27:53] [9e54d1454d464f1bf9ee4a54d5d56945] 
-   PD        [Spectral Analysis] [Uitvoer EU - Spec...] [2008-12-04 18:31:05] [9e54d1454d464f1bf9ee4a54d5d56945] 
-               [Spectral Analysis] [Uitvoer EU - Spec...] [2008-12-04 18:35:26] [9e54d1454d464f1bf9ee4a54d5d56945] 
-    D          [Spectral Analysis] [Uitvoer Amerika -...] [2008-12-04 18:39:59] [9e54d1454d464f1bf9ee4a54d5d56945] 
-    D            [Spectral Analysis] [Uitvoer Amerika -...] [2008-12-04 18:42:21] [9e54d1454d464f1bf9ee4a54d5d56945] 
-                   [Spectral Analysis] [Uitvoer Amerika -...] [2008-12-04 19:16:42] [9e54d1454d464f1bf9ee4a54d5d56945] 
-                     [Spectral Analysis] [Uitvoer Amerika -...] [2008-12-04 19:19:10] [9e54d1454d464f1bf9ee4a54d5d56945] 
-    D            [Spectral Analysis] [Uitvoer EU - Spec...] [2008-12-04 18:44:57] [9e54d1454d464f1bf9ee4a54d5d56945] 
-    D              [Spectral Analysis] [Uitvoer EU - Spec...] [2008-12-04 18:46:21] [9e54d1454d464f1bf9ee4a54d5d56945] 
-                     [Spectral Analysis] [Uitvoer Amerika -...] [2008-12-04 18:47:59] [9e54d1454d464f1bf9ee4a54d5d56945] 
-                     [Spectral Analysis] [Uitvoer EU - Spec...] [2008-12-04 18:51:00] [9e54d1454d464f1bf9ee4a54d5d56945] 

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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	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28965&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28965&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28965&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	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.2168	1.8523	0.03401
2	0.273785	2.3392	0.011032
3	0.271519	2.3199	0.011574
4	0.225735	1.9287	0.028829
5	0.217326	1.8568	0.033685
6	0.218877	1.8701	0.032741
7	0.038351	0.3277	0.372049
8	0.016975	0.145	0.442541
9	-0.007672	-0.0655	0.473958
10	0.051115	0.4367	0.331799
11	-0.048695	-0.416	0.339298
12	0.354147	3.0258	0.001711
13	-0.067384	-0.5757	0.283284
14	0.06208	0.5304	0.298718
15	-0.020854	-0.1782	0.429538
16	0.077767	0.6644	0.254249
17	0.152934	1.3067	0.097714
18	0.11985	1.024	0.154608
19	-0.061863	-0.5286	0.299357
20	0.032981	0.2818	0.389451
21	-0.023385	-0.1998	0.421094
22	0.025232	0.2156	0.414957
23	-0.028678	-0.245	0.403563
24	0.126864	1.0839	0.140982
25	-0.135087	-1.1542	0.126094
26	-0.060916	-0.5205	0.302156
27	-0.134823	-1.1519	0.126555
28	-0.073373	-0.6269	0.266342
29	-0.09391	-0.8024	0.212473
30	-0.100403	-0.8578	0.196893
31	-0.219569	-1.876	0.032327
32	-0.146426	-1.2511	0.107452
33	-0.214609	-1.8336	0.035393
34	-0.06263	-0.5351	0.297099
35	-0.172956	-1.4777	0.07189
36	0.007486	0.064	0.474589
37	-0.141909	-1.2125	0.114621
38	-0.138749	-1.1855	0.119838
39	-0.076031	-0.6496	0.258991
40	-0.033059	-0.2825	0.389196
41	-0.039583	-0.3382	0.368092
42	-0.118288	-1.0107	0.157761
43	-0.149231	-1.275	0.10317
44	-0.100966	-0.8627	0.195577
45	-0.19001	-1.6234	0.054402
46	-0.003293	-0.0281	0.488814
47	-0.184344	-1.575	0.059787
48	-0.046169	-0.3945	0.347193
49	-0.097511	-0.8331	0.203744
50	-0.149691	-1.279	0.102481
51	-0.015677	-0.1339	0.446907
52	-0.005466	-0.0467	0.48144
53	0.006669	0.057	0.477357
54	-0.043058	-0.3679	0.357011
55	-0.075815	-0.6478	0.259584
56	-0.006084	-0.052	0.479344
57	0.049908	0.4264	0.33553
58	0.070233	0.6001	0.275158
59	-0.093158	-0.7959	0.214324
60	0.105139	0.8983	0.185988

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.2168 & 1.8523 & 0.03401 \tabularnewline
2 & 0.273785 & 2.3392 & 0.011032 \tabularnewline
3 & 0.271519 & 2.3199 & 0.011574 \tabularnewline
4 & 0.225735 & 1.9287 & 0.028829 \tabularnewline
5 & 0.217326 & 1.8568 & 0.033685 \tabularnewline
6 & 0.218877 & 1.8701 & 0.032741 \tabularnewline
7 & 0.038351 & 0.3277 & 0.372049 \tabularnewline
8 & 0.016975 & 0.145 & 0.442541 \tabularnewline
9 & -0.007672 & -0.0655 & 0.473958 \tabularnewline
10 & 0.051115 & 0.4367 & 0.331799 \tabularnewline
11 & -0.048695 & -0.416 & 0.339298 \tabularnewline
12 & 0.354147 & 3.0258 & 0.001711 \tabularnewline
13 & -0.067384 & -0.5757 & 0.283284 \tabularnewline
14 & 0.06208 & 0.5304 & 0.298718 \tabularnewline
15 & -0.020854 & -0.1782 & 0.429538 \tabularnewline
16 & 0.077767 & 0.6644 & 0.254249 \tabularnewline
17 & 0.152934 & 1.3067 & 0.097714 \tabularnewline
18 & 0.11985 & 1.024 & 0.154608 \tabularnewline
19 & -0.061863 & -0.5286 & 0.299357 \tabularnewline
20 & 0.032981 & 0.2818 & 0.389451 \tabularnewline
21 & -0.023385 & -0.1998 & 0.421094 \tabularnewline
22 & 0.025232 & 0.2156 & 0.414957 \tabularnewline
23 & -0.028678 & -0.245 & 0.403563 \tabularnewline
24 & 0.126864 & 1.0839 & 0.140982 \tabularnewline
25 & -0.135087 & -1.1542 & 0.126094 \tabularnewline
26 & -0.060916 & -0.5205 & 0.302156 \tabularnewline
27 & -0.134823 & -1.1519 & 0.126555 \tabularnewline
28 & -0.073373 & -0.6269 & 0.266342 \tabularnewline
29 & -0.09391 & -0.8024 & 0.212473 \tabularnewline
30 & -0.100403 & -0.8578 & 0.196893 \tabularnewline
31 & -0.219569 & -1.876 & 0.032327 \tabularnewline
32 & -0.146426 & -1.2511 & 0.107452 \tabularnewline
33 & -0.214609 & -1.8336 & 0.035393 \tabularnewline
34 & -0.06263 & -0.5351 & 0.297099 \tabularnewline
35 & -0.172956 & -1.4777 & 0.07189 \tabularnewline
36 & 0.007486 & 0.064 & 0.474589 \tabularnewline
37 & -0.141909 & -1.2125 & 0.114621 \tabularnewline
38 & -0.138749 & -1.1855 & 0.119838 \tabularnewline
39 & -0.076031 & -0.6496 & 0.258991 \tabularnewline
40 & -0.033059 & -0.2825 & 0.389196 \tabularnewline
41 & -0.039583 & -0.3382 & 0.368092 \tabularnewline
42 & -0.118288 & -1.0107 & 0.157761 \tabularnewline
43 & -0.149231 & -1.275 & 0.10317 \tabularnewline
44 & -0.100966 & -0.8627 & 0.195577 \tabularnewline
45 & -0.19001 & -1.6234 & 0.054402 \tabularnewline
46 & -0.003293 & -0.0281 & 0.488814 \tabularnewline
47 & -0.184344 & -1.575 & 0.059787 \tabularnewline
48 & -0.046169 & -0.3945 & 0.347193 \tabularnewline
49 & -0.097511 & -0.8331 & 0.203744 \tabularnewline
50 & -0.149691 & -1.279 & 0.102481 \tabularnewline
51 & -0.015677 & -0.1339 & 0.446907 \tabularnewline
52 & -0.005466 & -0.0467 & 0.48144 \tabularnewline
53 & 0.006669 & 0.057 & 0.477357 \tabularnewline
54 & -0.043058 & -0.3679 & 0.357011 \tabularnewline
55 & -0.075815 & -0.6478 & 0.259584 \tabularnewline
56 & -0.006084 & -0.052 & 0.479344 \tabularnewline
57 & 0.049908 & 0.4264 & 0.33553 \tabularnewline
58 & 0.070233 & 0.6001 & 0.275158 \tabularnewline
59 & -0.093158 & -0.7959 & 0.214324 \tabularnewline
60 & 0.105139 & 0.8983 & 0.185988 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28965&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]0.2168[/C][C]1.8523[/C][C]0.03401[/C][/ROW]
[ROW][C]2[/C][C]0.273785[/C][C]2.3392[/C][C]0.011032[/C][/ROW]
[ROW][C]3[/C][C]0.271519[/C][C]2.3199[/C][C]0.011574[/C][/ROW]
[ROW][C]4[/C][C]0.225735[/C][C]1.9287[/C][C]0.028829[/C][/ROW]
[ROW][C]5[/C][C]0.217326[/C][C]1.8568[/C][C]0.033685[/C][/ROW]
[ROW][C]6[/C][C]0.218877[/C][C]1.8701[/C][C]0.032741[/C][/ROW]
[ROW][C]7[/C][C]0.038351[/C][C]0.3277[/C][C]0.372049[/C][/ROW]
[ROW][C]8[/C][C]0.016975[/C][C]0.145[/C][C]0.442541[/C][/ROW]
[ROW][C]9[/C][C]-0.007672[/C][C]-0.0655[/C][C]0.473958[/C][/ROW]
[ROW][C]10[/C][C]0.051115[/C][C]0.4367[/C][C]0.331799[/C][/ROW]
[ROW][C]11[/C][C]-0.048695[/C][C]-0.416[/C][C]0.339298[/C][/ROW]
[ROW][C]12[/C][C]0.354147[/C][C]3.0258[/C][C]0.001711[/C][/ROW]
[ROW][C]13[/C][C]-0.067384[/C][C]-0.5757[/C][C]0.283284[/C][/ROW]
[ROW][C]14[/C][C]0.06208[/C][C]0.5304[/C][C]0.298718[/C][/ROW]
[ROW][C]15[/C][C]-0.020854[/C][C]-0.1782[/C][C]0.429538[/C][/ROW]
[ROW][C]16[/C][C]0.077767[/C][C]0.6644[/C][C]0.254249[/C][/ROW]
[ROW][C]17[/C][C]0.152934[/C][C]1.3067[/C][C]0.097714[/C][/ROW]
[ROW][C]18[/C][C]0.11985[/C][C]1.024[/C][C]0.154608[/C][/ROW]
[ROW][C]19[/C][C]-0.061863[/C][C]-0.5286[/C][C]0.299357[/C][/ROW]
[ROW][C]20[/C][C]0.032981[/C][C]0.2818[/C][C]0.389451[/C][/ROW]
[ROW][C]21[/C][C]-0.023385[/C][C]-0.1998[/C][C]0.421094[/C][/ROW]
[ROW][C]22[/C][C]0.025232[/C][C]0.2156[/C][C]0.414957[/C][/ROW]
[ROW][C]23[/C][C]-0.028678[/C][C]-0.245[/C][C]0.403563[/C][/ROW]
[ROW][C]24[/C][C]0.126864[/C][C]1.0839[/C][C]0.140982[/C][/ROW]
[ROW][C]25[/C][C]-0.135087[/C][C]-1.1542[/C][C]0.126094[/C][/ROW]
[ROW][C]26[/C][C]-0.060916[/C][C]-0.5205[/C][C]0.302156[/C][/ROW]
[ROW][C]27[/C][C]-0.134823[/C][C]-1.1519[/C][C]0.126555[/C][/ROW]
[ROW][C]28[/C][C]-0.073373[/C][C]-0.6269[/C][C]0.266342[/C][/ROW]
[ROW][C]29[/C][C]-0.09391[/C][C]-0.8024[/C][C]0.212473[/C][/ROW]
[ROW][C]30[/C][C]-0.100403[/C][C]-0.8578[/C][C]0.196893[/C][/ROW]
[ROW][C]31[/C][C]-0.219569[/C][C]-1.876[/C][C]0.032327[/C][/ROW]
[ROW][C]32[/C][C]-0.146426[/C][C]-1.2511[/C][C]0.107452[/C][/ROW]
[ROW][C]33[/C][C]-0.214609[/C][C]-1.8336[/C][C]0.035393[/C][/ROW]
[ROW][C]34[/C][C]-0.06263[/C][C]-0.5351[/C][C]0.297099[/C][/ROW]
[ROW][C]35[/C][C]-0.172956[/C][C]-1.4777[/C][C]0.07189[/C][/ROW]
[ROW][C]36[/C][C]0.007486[/C][C]0.064[/C][C]0.474589[/C][/ROW]
[ROW][C]37[/C][C]-0.141909[/C][C]-1.2125[/C][C]0.114621[/C][/ROW]
[ROW][C]38[/C][C]-0.138749[/C][C]-1.1855[/C][C]0.119838[/C][/ROW]
[ROW][C]39[/C][C]-0.076031[/C][C]-0.6496[/C][C]0.258991[/C][/ROW]
[ROW][C]40[/C][C]-0.033059[/C][C]-0.2825[/C][C]0.389196[/C][/ROW]
[ROW][C]41[/C][C]-0.039583[/C][C]-0.3382[/C][C]0.368092[/C][/ROW]
[ROW][C]42[/C][C]-0.118288[/C][C]-1.0107[/C][C]0.157761[/C][/ROW]
[ROW][C]43[/C][C]-0.149231[/C][C]-1.275[/C][C]0.10317[/C][/ROW]
[ROW][C]44[/C][C]-0.100966[/C][C]-0.8627[/C][C]0.195577[/C][/ROW]
[ROW][C]45[/C][C]-0.19001[/C][C]-1.6234[/C][C]0.054402[/C][/ROW]
[ROW][C]46[/C][C]-0.003293[/C][C]-0.0281[/C][C]0.488814[/C][/ROW]
[ROW][C]47[/C][C]-0.184344[/C][C]-1.575[/C][C]0.059787[/C][/ROW]
[ROW][C]48[/C][C]-0.046169[/C][C]-0.3945[/C][C]0.347193[/C][/ROW]
[ROW][C]49[/C][C]-0.097511[/C][C]-0.8331[/C][C]0.203744[/C][/ROW]
[ROW][C]50[/C][C]-0.149691[/C][C]-1.279[/C][C]0.102481[/C][/ROW]
[ROW][C]51[/C][C]-0.015677[/C][C]-0.1339[/C][C]0.446907[/C][/ROW]
[ROW][C]52[/C][C]-0.005466[/C][C]-0.0467[/C][C]0.48144[/C][/ROW]
[ROW][C]53[/C][C]0.006669[/C][C]0.057[/C][C]0.477357[/C][/ROW]
[ROW][C]54[/C][C]-0.043058[/C][C]-0.3679[/C][C]0.357011[/C][/ROW]
[ROW][C]55[/C][C]-0.075815[/C][C]-0.6478[/C][C]0.259584[/C][/ROW]
[ROW][C]56[/C][C]-0.006084[/C][C]-0.052[/C][C]0.479344[/C][/ROW]
[ROW][C]57[/C][C]0.049908[/C][C]0.4264[/C][C]0.33553[/C][/ROW]
[ROW][C]58[/C][C]0.070233[/C][C]0.6001[/C][C]0.275158[/C][/ROW]
[ROW][C]59[/C][C]-0.093158[/C][C]-0.7959[/C][C]0.214324[/C][/ROW]
[ROW][C]60[/C][C]0.105139[/C][C]0.8983[/C][C]0.185988[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28965&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28965&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	0.2168	1.8523	0.03401
2	0.273785	2.3392	0.011032
3	0.271519	2.3199	0.011574
4	0.225735	1.9287	0.028829
5	0.217326	1.8568	0.033685
6	0.218877	1.8701	0.032741
7	0.038351	0.3277	0.372049
8	0.016975	0.145	0.442541
9	-0.007672	-0.0655	0.473958
10	0.051115	0.4367	0.331799
11	-0.048695	-0.416	0.339298
12	0.354147	3.0258	0.001711
13	-0.067384	-0.5757	0.283284
14	0.06208	0.5304	0.298718
15	-0.020854	-0.1782	0.429538
16	0.077767	0.6644	0.254249
17	0.152934	1.3067	0.097714
18	0.11985	1.024	0.154608
19	-0.061863	-0.5286	0.299357
20	0.032981	0.2818	0.389451
21	-0.023385	-0.1998	0.421094
22	0.025232	0.2156	0.414957
23	-0.028678	-0.245	0.403563
24	0.126864	1.0839	0.140982
25	-0.135087	-1.1542	0.126094
26	-0.060916	-0.5205	0.302156
27	-0.134823	-1.1519	0.126555
28	-0.073373	-0.6269	0.266342
29	-0.09391	-0.8024	0.212473
30	-0.100403	-0.8578	0.196893
31	-0.219569	-1.876	0.032327
32	-0.146426	-1.2511	0.107452
33	-0.214609	-1.8336	0.035393
34	-0.06263	-0.5351	0.297099
35	-0.172956	-1.4777	0.07189
36	0.007486	0.064	0.474589
37	-0.141909	-1.2125	0.114621
38	-0.138749	-1.1855	0.119838
39	-0.076031	-0.6496	0.258991
40	-0.033059	-0.2825	0.389196
41	-0.039583	-0.3382	0.368092
42	-0.118288	-1.0107	0.157761
43	-0.149231	-1.275	0.10317
44	-0.100966	-0.8627	0.195577
45	-0.19001	-1.6234	0.054402
46	-0.003293	-0.0281	0.488814
47	-0.184344	-1.575	0.059787
48	-0.046169	-0.3945	0.347193
49	-0.097511	-0.8331	0.203744
50	-0.149691	-1.279	0.102481
51	-0.015677	-0.1339	0.446907
52	-0.005466	-0.0467	0.48144
53	0.006669	0.057	0.477357
54	-0.043058	-0.3679	0.357011
55	-0.075815	-0.6478	0.259584
56	-0.006084	-0.052	0.479344
57	0.049908	0.4264	0.33553
58	0.070233	0.6001	0.275158
59	-0.093158	-0.7959	0.214324
60	0.105139	0.8983	0.185988

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.2168	1.8523	0.03401
2	0.237968	2.0332	0.022834
3	0.194315	1.6602	0.050579
4	0.10975	0.9377	0.175745
5	0.084364	0.7208	0.236665
6	0.083257	0.7113	0.239569
7	-0.132117	-1.1288	0.131338
8	-0.129557	-1.1069	0.135977
9	-0.096248	-0.8223	0.20678
10	0.044819	0.3829	0.351439
11	-0.044891	-0.3835	0.351215
12	0.480189	4.1027	5.2e-05
13	-0.105259	-0.8993	0.185716
14	0.015727	0.1344	0.44674
15	-0.23781	-2.0318	0.022904
16	-0.005153	-0.044	0.482503
17	0.07505	0.6412	0.261693
18	0.067029	0.5727	0.284305
19	-0.055951	-0.478	0.317022
20	0.058642	0.501	0.308925
21	-0.021975	-0.1878	0.425795
22	-0.075489	-0.645	0.260482
23	-0.008178	-0.0699	0.472243
24	-0.034554	-0.2952	0.384328
25	0.008574	0.0733	0.470903
26	-0.115349	-0.9855	0.163806
27	-0.018719	-0.1599	0.436687
28	-0.093475	-0.7987	0.213541
29	-0.117746	-1.006	0.158864
30	-0.089219	-0.7623	0.224172
31	0.031114	0.2658	0.395558
32	0.012349	0.1055	0.458132
33	-0.051922	-0.4436	0.329315
34	0.06234	0.5326	0.297951
35	-0.104644	-0.8941	0.18711
36	0.127377	1.0883	0.14002
37	-0.068631	-0.5864	0.279713
38	-0.08962	-0.7657	0.223158
39	0.022818	0.195	0.422984
40	-0.015815	-0.1351	0.446442
41	0.050629	0.4326	0.3333
42	-0.163267	-1.395	0.083629
43	0.042466	0.3628	0.35889
44	-0.082091	-0.7014	0.242647
45	0.021408	0.1829	0.427688
46	0.039579	0.3382	0.368105
47	0.025116	0.2146	0.415343
48	-0.02939	-0.2511	0.401216
49	0.042414	0.3624	0.359055
50	-0.063538	-0.5429	0.294436
51	0.040965	0.35	0.363672
52	0.018385	0.1571	0.437809
53	-0.021558	-0.1842	0.427187
54	0.035208	0.3008	0.382206
55	-0.064805	-0.5537	0.290741
56	0.021354	0.1824	0.427868
57	0.113464	0.9694	0.167764
58	-0.049322	-0.4214	0.337347
59	-0.05538	-0.4732	0.318754
60	0.096166	0.8216	0.206979

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.2168 & 1.8523 & 0.03401 \tabularnewline
2 & 0.237968 & 2.0332 & 0.022834 \tabularnewline
3 & 0.194315 & 1.6602 & 0.050579 \tabularnewline
4 & 0.10975 & 0.9377 & 0.175745 \tabularnewline
5 & 0.084364 & 0.7208 & 0.236665 \tabularnewline
6 & 0.083257 & 0.7113 & 0.239569 \tabularnewline
7 & -0.132117 & -1.1288 & 0.131338 \tabularnewline
8 & -0.129557 & -1.1069 & 0.135977 \tabularnewline
9 & -0.096248 & -0.8223 & 0.20678 \tabularnewline
10 & 0.044819 & 0.3829 & 0.351439 \tabularnewline
11 & -0.044891 & -0.3835 & 0.351215 \tabularnewline
12 & 0.480189 & 4.1027 & 5.2e-05 \tabularnewline
13 & -0.105259 & -0.8993 & 0.185716 \tabularnewline
14 & 0.015727 & 0.1344 & 0.44674 \tabularnewline
15 & -0.23781 & -2.0318 & 0.022904 \tabularnewline
16 & -0.005153 & -0.044 & 0.482503 \tabularnewline
17 & 0.07505 & 0.6412 & 0.261693 \tabularnewline
18 & 0.067029 & 0.5727 & 0.284305 \tabularnewline
19 & -0.055951 & -0.478 & 0.317022 \tabularnewline
20 & 0.058642 & 0.501 & 0.308925 \tabularnewline
21 & -0.021975 & -0.1878 & 0.425795 \tabularnewline
22 & -0.075489 & -0.645 & 0.260482 \tabularnewline
23 & -0.008178 & -0.0699 & 0.472243 \tabularnewline
24 & -0.034554 & -0.2952 & 0.384328 \tabularnewline
25 & 0.008574 & 0.0733 & 0.470903 \tabularnewline
26 & -0.115349 & -0.9855 & 0.163806 \tabularnewline
27 & -0.018719 & -0.1599 & 0.436687 \tabularnewline
28 & -0.093475 & -0.7987 & 0.213541 \tabularnewline
29 & -0.117746 & -1.006 & 0.158864 \tabularnewline
30 & -0.089219 & -0.7623 & 0.224172 \tabularnewline
31 & 0.031114 & 0.2658 & 0.395558 \tabularnewline
32 & 0.012349 & 0.1055 & 0.458132 \tabularnewline
33 & -0.051922 & -0.4436 & 0.329315 \tabularnewline
34 & 0.06234 & 0.5326 & 0.297951 \tabularnewline
35 & -0.104644 & -0.8941 & 0.18711 \tabularnewline
36 & 0.127377 & 1.0883 & 0.14002 \tabularnewline
37 & -0.068631 & -0.5864 & 0.279713 \tabularnewline
38 & -0.08962 & -0.7657 & 0.223158 \tabularnewline
39 & 0.022818 & 0.195 & 0.422984 \tabularnewline
40 & -0.015815 & -0.1351 & 0.446442 \tabularnewline
41 & 0.050629 & 0.4326 & 0.3333 \tabularnewline
42 & -0.163267 & -1.395 & 0.083629 \tabularnewline
43 & 0.042466 & 0.3628 & 0.35889 \tabularnewline
44 & -0.082091 & -0.7014 & 0.242647 \tabularnewline
45 & 0.021408 & 0.1829 & 0.427688 \tabularnewline
46 & 0.039579 & 0.3382 & 0.368105 \tabularnewline
47 & 0.025116 & 0.2146 & 0.415343 \tabularnewline
48 & -0.02939 & -0.2511 & 0.401216 \tabularnewline
49 & 0.042414 & 0.3624 & 0.359055 \tabularnewline
50 & -0.063538 & -0.5429 & 0.294436 \tabularnewline
51 & 0.040965 & 0.35 & 0.363672 \tabularnewline
52 & 0.018385 & 0.1571 & 0.437809 \tabularnewline
53 & -0.021558 & -0.1842 & 0.427187 \tabularnewline
54 & 0.035208 & 0.3008 & 0.382206 \tabularnewline
55 & -0.064805 & -0.5537 & 0.290741 \tabularnewline
56 & 0.021354 & 0.1824 & 0.427868 \tabularnewline
57 & 0.113464 & 0.9694 & 0.167764 \tabularnewline
58 & -0.049322 & -0.4214 & 0.337347 \tabularnewline
59 & -0.05538 & -0.4732 & 0.318754 \tabularnewline
60 & 0.096166 & 0.8216 & 0.206979 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28965&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]0.2168[/C][C]1.8523[/C][C]0.03401[/C][/ROW]
[ROW][C]2[/C][C]0.237968[/C][C]2.0332[/C][C]0.022834[/C][/ROW]
[ROW][C]3[/C][C]0.194315[/C][C]1.6602[/C][C]0.050579[/C][/ROW]
[ROW][C]4[/C][C]0.10975[/C][C]0.9377[/C][C]0.175745[/C][/ROW]
[ROW][C]5[/C][C]0.084364[/C][C]0.7208[/C][C]0.236665[/C][/ROW]
[ROW][C]6[/C][C]0.083257[/C][C]0.7113[/C][C]0.239569[/C][/ROW]
[ROW][C]7[/C][C]-0.132117[/C][C]-1.1288[/C][C]0.131338[/C][/ROW]
[ROW][C]8[/C][C]-0.129557[/C][C]-1.1069[/C][C]0.135977[/C][/ROW]
[ROW][C]9[/C][C]-0.096248[/C][C]-0.8223[/C][C]0.20678[/C][/ROW]
[ROW][C]10[/C][C]0.044819[/C][C]0.3829[/C][C]0.351439[/C][/ROW]
[ROW][C]11[/C][C]-0.044891[/C][C]-0.3835[/C][C]0.351215[/C][/ROW]
[ROW][C]12[/C][C]0.480189[/C][C]4.1027[/C][C]5.2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.105259[/C][C]-0.8993[/C][C]0.185716[/C][/ROW]
[ROW][C]14[/C][C]0.015727[/C][C]0.1344[/C][C]0.44674[/C][/ROW]
[ROW][C]15[/C][C]-0.23781[/C][C]-2.0318[/C][C]0.022904[/C][/ROW]
[ROW][C]16[/C][C]-0.005153[/C][C]-0.044[/C][C]0.482503[/C][/ROW]
[ROW][C]17[/C][C]0.07505[/C][C]0.6412[/C][C]0.261693[/C][/ROW]
[ROW][C]18[/C][C]0.067029[/C][C]0.5727[/C][C]0.284305[/C][/ROW]
[ROW][C]19[/C][C]-0.055951[/C][C]-0.478[/C][C]0.317022[/C][/ROW]
[ROW][C]20[/C][C]0.058642[/C][C]0.501[/C][C]0.308925[/C][/ROW]
[ROW][C]21[/C][C]-0.021975[/C][C]-0.1878[/C][C]0.425795[/C][/ROW]
[ROW][C]22[/C][C]-0.075489[/C][C]-0.645[/C][C]0.260482[/C][/ROW]
[ROW][C]23[/C][C]-0.008178[/C][C]-0.0699[/C][C]0.472243[/C][/ROW]
[ROW][C]24[/C][C]-0.034554[/C][C]-0.2952[/C][C]0.384328[/C][/ROW]
[ROW][C]25[/C][C]0.008574[/C][C]0.0733[/C][C]0.470903[/C][/ROW]
[ROW][C]26[/C][C]-0.115349[/C][C]-0.9855[/C][C]0.163806[/C][/ROW]
[ROW][C]27[/C][C]-0.018719[/C][C]-0.1599[/C][C]0.436687[/C][/ROW]
[ROW][C]28[/C][C]-0.093475[/C][C]-0.7987[/C][C]0.213541[/C][/ROW]
[ROW][C]29[/C][C]-0.117746[/C][C]-1.006[/C][C]0.158864[/C][/ROW]
[ROW][C]30[/C][C]-0.089219[/C][C]-0.7623[/C][C]0.224172[/C][/ROW]
[ROW][C]31[/C][C]0.031114[/C][C]0.2658[/C][C]0.395558[/C][/ROW]
[ROW][C]32[/C][C]0.012349[/C][C]0.1055[/C][C]0.458132[/C][/ROW]
[ROW][C]33[/C][C]-0.051922[/C][C]-0.4436[/C][C]0.329315[/C][/ROW]
[ROW][C]34[/C][C]0.06234[/C][C]0.5326[/C][C]0.297951[/C][/ROW]
[ROW][C]35[/C][C]-0.104644[/C][C]-0.8941[/C][C]0.18711[/C][/ROW]
[ROW][C]36[/C][C]0.127377[/C][C]1.0883[/C][C]0.14002[/C][/ROW]
[ROW][C]37[/C][C]-0.068631[/C][C]-0.5864[/C][C]0.279713[/C][/ROW]
[ROW][C]38[/C][C]-0.08962[/C][C]-0.7657[/C][C]0.223158[/C][/ROW]
[ROW][C]39[/C][C]0.022818[/C][C]0.195[/C][C]0.422984[/C][/ROW]
[ROW][C]40[/C][C]-0.015815[/C][C]-0.1351[/C][C]0.446442[/C][/ROW]
[ROW][C]41[/C][C]0.050629[/C][C]0.4326[/C][C]0.3333[/C][/ROW]
[ROW][C]42[/C][C]-0.163267[/C][C]-1.395[/C][C]0.083629[/C][/ROW]
[ROW][C]43[/C][C]0.042466[/C][C]0.3628[/C][C]0.35889[/C][/ROW]
[ROW][C]44[/C][C]-0.082091[/C][C]-0.7014[/C][C]0.242647[/C][/ROW]
[ROW][C]45[/C][C]0.021408[/C][C]0.1829[/C][C]0.427688[/C][/ROW]
[ROW][C]46[/C][C]0.039579[/C][C]0.3382[/C][C]0.368105[/C][/ROW]
[ROW][C]47[/C][C]0.025116[/C][C]0.2146[/C][C]0.415343[/C][/ROW]
[ROW][C]48[/C][C]-0.02939[/C][C]-0.2511[/C][C]0.401216[/C][/ROW]
[ROW][C]49[/C][C]0.042414[/C][C]0.3624[/C][C]0.359055[/C][/ROW]
[ROW][C]50[/C][C]-0.063538[/C][C]-0.5429[/C][C]0.294436[/C][/ROW]
[ROW][C]51[/C][C]0.040965[/C][C]0.35[/C][C]0.363672[/C][/ROW]
[ROW][C]52[/C][C]0.018385[/C][C]0.1571[/C][C]0.437809[/C][/ROW]
[ROW][C]53[/C][C]-0.021558[/C][C]-0.1842[/C][C]0.427187[/C][/ROW]
[ROW][C]54[/C][C]0.035208[/C][C]0.3008[/C][C]0.382206[/C][/ROW]
[ROW][C]55[/C][C]-0.064805[/C][C]-0.5537[/C][C]0.290741[/C][/ROW]
[ROW][C]56[/C][C]0.021354[/C][C]0.1824[/C][C]0.427868[/C][/ROW]
[ROW][C]57[/C][C]0.113464[/C][C]0.9694[/C][C]0.167764[/C][/ROW]
[ROW][C]58[/C][C]-0.049322[/C][C]-0.4214[/C][C]0.337347[/C][/ROW]
[ROW][C]59[/C][C]-0.05538[/C][C]-0.4732[/C][C]0.318754[/C][/ROW]
[ROW][C]60[/C][C]0.096166[/C][C]0.8216[/C][C]0.206979[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28965&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28965&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	0.2168	1.8523	0.03401
2	0.237968	2.0332	0.022834
3	0.194315	1.6602	0.050579
4	0.10975	0.9377	0.175745
5	0.084364	0.7208	0.236665
6	0.083257	0.7113	0.239569
7	-0.132117	-1.1288	0.131338
8	-0.129557	-1.1069	0.135977
9	-0.096248	-0.8223	0.20678
10	0.044819	0.3829	0.351439
11	-0.044891	-0.3835	0.351215
12	0.480189	4.1027	5.2e-05
13	-0.105259	-0.8993	0.185716
14	0.015727	0.1344	0.44674
15	-0.23781	-2.0318	0.022904
16	-0.005153	-0.044	0.482503
17	0.07505	0.6412	0.261693
18	0.067029	0.5727	0.284305
19	-0.055951	-0.478	0.317022
20	0.058642	0.501	0.308925
21	-0.021975	-0.1878	0.425795
22	-0.075489	-0.645	0.260482
23	-0.008178	-0.0699	0.472243
24	-0.034554	-0.2952	0.384328
25	0.008574	0.0733	0.470903
26	-0.115349	-0.9855	0.163806
27	-0.018719	-0.1599	0.436687
28	-0.093475	-0.7987	0.213541
29	-0.117746	-1.006	0.158864
30	-0.089219	-0.7623	0.224172
31	0.031114	0.2658	0.395558
32	0.012349	0.1055	0.458132
33	-0.051922	-0.4436	0.329315
34	0.06234	0.5326	0.297951
35	-0.104644	-0.8941	0.18711
36	0.127377	1.0883	0.14002
37	-0.068631	-0.5864	0.279713
38	-0.08962	-0.7657	0.223158
39	0.022818	0.195	0.422984
40	-0.015815	-0.1351	0.446442
41	0.050629	0.4326	0.3333
42	-0.163267	-1.395	0.083629
43	0.042466	0.3628	0.35889
44	-0.082091	-0.7014	0.242647
45	0.021408	0.1829	0.427688
46	0.039579	0.3382	0.368105
47	0.025116	0.2146	0.415343
48	-0.02939	-0.2511	0.401216
49	0.042414	0.3624	0.359055
50	-0.063538	-0.5429	0.294436
51	0.040965	0.35	0.363672
52	0.018385	0.1571	0.437809
53	-0.021558	-0.1842	0.427187
54	0.035208	0.3008	0.382206
55	-0.064805	-0.5537	0.290741
56	0.021354	0.1824	0.427868
57	0.113464	0.9694	0.167764
58	-0.049322	-0.4214	0.337347
59	-0.05538	-0.4732	0.318754
60	0.096166	0.8216	0.206979

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 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