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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 06:14:50 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/06/t1228569342zej5c9ltzkrsjf3.htm/, Retrieved Mon, 27 May 2024 23:10:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29571, Retrieved Mon, 27 May 2024 23:10:31 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

192

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Standard Deviation-Mean Plot] [sdm ] [2008-12-05 13:33:27] [de72ca3f4fcfd0997c84e1ac92aea119]
F RM D    [Variance Reduction Matrix] [Q2 eigen tijdreeks] [2008-12-06 10:45:14] [de72ca3f4fcfd0997c84e1ac92aea119]
F RMP       [(Partial) Autocorrelation Function] [Q2 eigen tijdreeks] [2008-12-06 10:52:06] [de72ca3f4fcfd0997c84e1ac92aea119]
-   P         [(Partial) Autocorrelation Function] [Q3 Eigen tijdreeks] [2008-12-06 13:06:08] [de72ca3f4fcfd0997c84e1ac92aea119]
-   P             [(Partial) Autocorrelation Function] [Q3 Eigen tijdreeks] [2008-12-06 13:14:50] [56fd94b954e08a6655cb7790b21ee404] [Current]

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29571&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29571&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29571&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.251682	2.1504	0.017419
2	-0.135433	-1.1571	0.125494
3	-0.134585	-1.1499	0.126971
4	0.112484	0.9611	0.169847
5	0.015627	0.1335	0.447077
6	-0.20151	-1.7217	0.04468
7	-0.011138	-0.0952	0.462225
8	0.021464	0.1834	0.427502
9	0.04162	0.3556	0.361583
10	0.040311	0.3444	0.365763
11	0.090816	0.7759	0.220147
12	-0.008275	-0.0707	0.471913
13	-0.046293	-0.3955	0.346804
14	0.030877	0.2638	0.396332
15	-0.080167	-0.6849	0.247773
16	-0.161829	-1.3827	0.085491
17	0.021817	0.1864	0.426323
18	0.162509	1.3885	0.084607
19	0.145096	1.2397	0.109529
20	-0.043512	-0.3718	0.355571
21	-0.085112	-0.7272	0.234715
22	-0.057257	-0.4892	0.313082
23	-0.073586	-0.6287	0.265747
24	-0.085008	-0.7263	0.234985
25	-0.197137	-1.6843	0.048193
26	-0.09146	-0.7814	0.218537
27	0.026236	0.2242	0.411628
28	0.030125	0.2574	0.398802
29	-0.051718	-0.4419	0.329942
30	-0.092985	-0.7945	0.214749
31	0.017741	0.1516	0.439968
32	-0.079766	-0.6815	0.248848
33	-0.179132	-1.5305	0.065107
34	-0.049316	-0.4214	0.337365
35	0.057877	0.4945	0.31122
36	0.027244	0.2328	0.408296
37	-0.088727	-0.7581	0.22542
38	0.103728	0.8863	0.189195
39	0.047282	0.404	0.343706
40	-0.011757	-0.1004	0.460132
41	-0.031194	-0.2665	0.395294
42	0.049647	0.4242	0.336339
43	-0.008622	-0.0737	0.470737
44	-0.147183	-1.2575	0.106285
45	0.036916	0.3154	0.376674
46	0.146099	1.2483	0.10796
47	0.142618	1.2185	0.113473
48	0.00879	0.0751	0.47017
49	0.018885	0.1614	0.436131
50	-0.018567	-0.1586	0.437198
51	-0.096349	-0.8232	0.206535
52	-0.030357	-0.2594	0.398041
53	0.060044	0.513	0.304744
54	0.050366	0.4303	0.334113
55	-0.011118	-0.095	0.462289
56	0.019348	0.1653	0.43458
57	0.040297	0.3443	0.365805
58	0.054467	0.4654	0.321528
59	0.006196	0.0529	0.478962
60	0.007525	0.0643	0.474455

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.251682 & 2.1504 & 0.017419 \tabularnewline
2 & -0.135433 & -1.1571 & 0.125494 \tabularnewline
3 & -0.134585 & -1.1499 & 0.126971 \tabularnewline
4 & 0.112484 & 0.9611 & 0.169847 \tabularnewline
5 & 0.015627 & 0.1335 & 0.447077 \tabularnewline
6 & -0.20151 & -1.7217 & 0.04468 \tabularnewline
7 & -0.011138 & -0.0952 & 0.462225 \tabularnewline
8 & 0.021464 & 0.1834 & 0.427502 \tabularnewline
9 & 0.04162 & 0.3556 & 0.361583 \tabularnewline
10 & 0.040311 & 0.3444 & 0.365763 \tabularnewline
11 & 0.090816 & 0.7759 & 0.220147 \tabularnewline
12 & -0.008275 & -0.0707 & 0.471913 \tabularnewline
13 & -0.046293 & -0.3955 & 0.346804 \tabularnewline
14 & 0.030877 & 0.2638 & 0.396332 \tabularnewline
15 & -0.080167 & -0.6849 & 0.247773 \tabularnewline
16 & -0.161829 & -1.3827 & 0.085491 \tabularnewline
17 & 0.021817 & 0.1864 & 0.426323 \tabularnewline
18 & 0.162509 & 1.3885 & 0.084607 \tabularnewline
19 & 0.145096 & 1.2397 & 0.109529 \tabularnewline
20 & -0.043512 & -0.3718 & 0.355571 \tabularnewline
21 & -0.085112 & -0.7272 & 0.234715 \tabularnewline
22 & -0.057257 & -0.4892 & 0.313082 \tabularnewline
23 & -0.073586 & -0.6287 & 0.265747 \tabularnewline
24 & -0.085008 & -0.7263 & 0.234985 \tabularnewline
25 & -0.197137 & -1.6843 & 0.048193 \tabularnewline
26 & -0.09146 & -0.7814 & 0.218537 \tabularnewline
27 & 0.026236 & 0.2242 & 0.411628 \tabularnewline
28 & 0.030125 & 0.2574 & 0.398802 \tabularnewline
29 & -0.051718 & -0.4419 & 0.329942 \tabularnewline
30 & -0.092985 & -0.7945 & 0.214749 \tabularnewline
31 & 0.017741 & 0.1516 & 0.439968 \tabularnewline
32 & -0.079766 & -0.6815 & 0.248848 \tabularnewline
33 & -0.179132 & -1.5305 & 0.065107 \tabularnewline
34 & -0.049316 & -0.4214 & 0.337365 \tabularnewline
35 & 0.057877 & 0.4945 & 0.31122 \tabularnewline
36 & 0.027244 & 0.2328 & 0.408296 \tabularnewline
37 & -0.088727 & -0.7581 & 0.22542 \tabularnewline
38 & 0.103728 & 0.8863 & 0.189195 \tabularnewline
39 & 0.047282 & 0.404 & 0.343706 \tabularnewline
40 & -0.011757 & -0.1004 & 0.460132 \tabularnewline
41 & -0.031194 & -0.2665 & 0.395294 \tabularnewline
42 & 0.049647 & 0.4242 & 0.336339 \tabularnewline
43 & -0.008622 & -0.0737 & 0.470737 \tabularnewline
44 & -0.147183 & -1.2575 & 0.106285 \tabularnewline
45 & 0.036916 & 0.3154 & 0.376674 \tabularnewline
46 & 0.146099 & 1.2483 & 0.10796 \tabularnewline
47 & 0.142618 & 1.2185 & 0.113473 \tabularnewline
48 & 0.00879 & 0.0751 & 0.47017 \tabularnewline
49 & 0.018885 & 0.1614 & 0.436131 \tabularnewline
50 & -0.018567 & -0.1586 & 0.437198 \tabularnewline
51 & -0.096349 & -0.8232 & 0.206535 \tabularnewline
52 & -0.030357 & -0.2594 & 0.398041 \tabularnewline
53 & 0.060044 & 0.513 & 0.304744 \tabularnewline
54 & 0.050366 & 0.4303 & 0.334113 \tabularnewline
55 & -0.011118 & -0.095 & 0.462289 \tabularnewline
56 & 0.019348 & 0.1653 & 0.43458 \tabularnewline
57 & 0.040297 & 0.3443 & 0.365805 \tabularnewline
58 & 0.054467 & 0.4654 & 0.321528 \tabularnewline
59 & 0.006196 & 0.0529 & 0.478962 \tabularnewline
60 & 0.007525 & 0.0643 & 0.474455 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29571&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]0.251682[/C][C]2.1504[/C][C]0.017419[/C][/ROW]
[ROW][C]2[/C][C]-0.135433[/C][C]-1.1571[/C][C]0.125494[/C][/ROW]
[ROW][C]3[/C][C]-0.134585[/C][C]-1.1499[/C][C]0.126971[/C][/ROW]
[ROW][C]4[/C][C]0.112484[/C][C]0.9611[/C][C]0.169847[/C][/ROW]
[ROW][C]5[/C][C]0.015627[/C][C]0.1335[/C][C]0.447077[/C][/ROW]
[ROW][C]6[/C][C]-0.20151[/C][C]-1.7217[/C][C]0.04468[/C][/ROW]
[ROW][C]7[/C][C]-0.011138[/C][C]-0.0952[/C][C]0.462225[/C][/ROW]
[ROW][C]8[/C][C]0.021464[/C][C]0.1834[/C][C]0.427502[/C][/ROW]
[ROW][C]9[/C][C]0.04162[/C][C]0.3556[/C][C]0.361583[/C][/ROW]
[ROW][C]10[/C][C]0.040311[/C][C]0.3444[/C][C]0.365763[/C][/ROW]
[ROW][C]11[/C][C]0.090816[/C][C]0.7759[/C][C]0.220147[/C][/ROW]
[ROW][C]12[/C][C]-0.008275[/C][C]-0.0707[/C][C]0.471913[/C][/ROW]
[ROW][C]13[/C][C]-0.046293[/C][C]-0.3955[/C][C]0.346804[/C][/ROW]
[ROW][C]14[/C][C]0.030877[/C][C]0.2638[/C][C]0.396332[/C][/ROW]
[ROW][C]15[/C][C]-0.080167[/C][C]-0.6849[/C][C]0.247773[/C][/ROW]
[ROW][C]16[/C][C]-0.161829[/C][C]-1.3827[/C][C]0.085491[/C][/ROW]
[ROW][C]17[/C][C]0.021817[/C][C]0.1864[/C][C]0.426323[/C][/ROW]
[ROW][C]18[/C][C]0.162509[/C][C]1.3885[/C][C]0.084607[/C][/ROW]
[ROW][C]19[/C][C]0.145096[/C][C]1.2397[/C][C]0.109529[/C][/ROW]
[ROW][C]20[/C][C]-0.043512[/C][C]-0.3718[/C][C]0.355571[/C][/ROW]
[ROW][C]21[/C][C]-0.085112[/C][C]-0.7272[/C][C]0.234715[/C][/ROW]
[ROW][C]22[/C][C]-0.057257[/C][C]-0.4892[/C][C]0.313082[/C][/ROW]
[ROW][C]23[/C][C]-0.073586[/C][C]-0.6287[/C][C]0.265747[/C][/ROW]
[ROW][C]24[/C][C]-0.085008[/C][C]-0.7263[/C][C]0.234985[/C][/ROW]
[ROW][C]25[/C][C]-0.197137[/C][C]-1.6843[/C][C]0.048193[/C][/ROW]
[ROW][C]26[/C][C]-0.09146[/C][C]-0.7814[/C][C]0.218537[/C][/ROW]
[ROW][C]27[/C][C]0.026236[/C][C]0.2242[/C][C]0.411628[/C][/ROW]
[ROW][C]28[/C][C]0.030125[/C][C]0.2574[/C][C]0.398802[/C][/ROW]
[ROW][C]29[/C][C]-0.051718[/C][C]-0.4419[/C][C]0.329942[/C][/ROW]
[ROW][C]30[/C][C]-0.092985[/C][C]-0.7945[/C][C]0.214749[/C][/ROW]
[ROW][C]31[/C][C]0.017741[/C][C]0.1516[/C][C]0.439968[/C][/ROW]
[ROW][C]32[/C][C]-0.079766[/C][C]-0.6815[/C][C]0.248848[/C][/ROW]
[ROW][C]33[/C][C]-0.179132[/C][C]-1.5305[/C][C]0.065107[/C][/ROW]
[ROW][C]34[/C][C]-0.049316[/C][C]-0.4214[/C][C]0.337365[/C][/ROW]
[ROW][C]35[/C][C]0.057877[/C][C]0.4945[/C][C]0.31122[/C][/ROW]
[ROW][C]36[/C][C]0.027244[/C][C]0.2328[/C][C]0.408296[/C][/ROW]
[ROW][C]37[/C][C]-0.088727[/C][C]-0.7581[/C][C]0.22542[/C][/ROW]
[ROW][C]38[/C][C]0.103728[/C][C]0.8863[/C][C]0.189195[/C][/ROW]
[ROW][C]39[/C][C]0.047282[/C][C]0.404[/C][C]0.343706[/C][/ROW]
[ROW][C]40[/C][C]-0.011757[/C][C]-0.1004[/C][C]0.460132[/C][/ROW]
[ROW][C]41[/C][C]-0.031194[/C][C]-0.2665[/C][C]0.395294[/C][/ROW]
[ROW][C]42[/C][C]0.049647[/C][C]0.4242[/C][C]0.336339[/C][/ROW]
[ROW][C]43[/C][C]-0.008622[/C][C]-0.0737[/C][C]0.470737[/C][/ROW]
[ROW][C]44[/C][C]-0.147183[/C][C]-1.2575[/C][C]0.106285[/C][/ROW]
[ROW][C]45[/C][C]0.036916[/C][C]0.3154[/C][C]0.376674[/C][/ROW]
[ROW][C]46[/C][C]0.146099[/C][C]1.2483[/C][C]0.10796[/C][/ROW]
[ROW][C]47[/C][C]0.142618[/C][C]1.2185[/C][C]0.113473[/C][/ROW]
[ROW][C]48[/C][C]0.00879[/C][C]0.0751[/C][C]0.47017[/C][/ROW]
[ROW][C]49[/C][C]0.018885[/C][C]0.1614[/C][C]0.436131[/C][/ROW]
[ROW][C]50[/C][C]-0.018567[/C][C]-0.1586[/C][C]0.437198[/C][/ROW]
[ROW][C]51[/C][C]-0.096349[/C][C]-0.8232[/C][C]0.206535[/C][/ROW]
[ROW][C]52[/C][C]-0.030357[/C][C]-0.2594[/C][C]0.398041[/C][/ROW]
[ROW][C]53[/C][C]0.060044[/C][C]0.513[/C][C]0.304744[/C][/ROW]
[ROW][C]54[/C][C]0.050366[/C][C]0.4303[/C][C]0.334113[/C][/ROW]
[ROW][C]55[/C][C]-0.011118[/C][C]-0.095[/C][C]0.462289[/C][/ROW]
[ROW][C]56[/C][C]0.019348[/C][C]0.1653[/C][C]0.43458[/C][/ROW]
[ROW][C]57[/C][C]0.040297[/C][C]0.3443[/C][C]0.365805[/C][/ROW]
[ROW][C]58[/C][C]0.054467[/C][C]0.4654[/C][C]0.321528[/C][/ROW]
[ROW][C]59[/C][C]0.006196[/C][C]0.0529[/C][C]0.478962[/C][/ROW]
[ROW][C]60[/C][C]0.007525[/C][C]0.0643[/C][C]0.474455[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29571&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29571&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	0.251682	2.1504	0.017419
2	-0.135433	-1.1571	0.125494
3	-0.134585	-1.1499	0.126971
4	0.112484	0.9611	0.169847
5	0.015627	0.1335	0.447077
6	-0.20151	-1.7217	0.04468
7	-0.011138	-0.0952	0.462225
8	0.021464	0.1834	0.427502
9	0.04162	0.3556	0.361583
10	0.040311	0.3444	0.365763
11	0.090816	0.7759	0.220147
12	-0.008275	-0.0707	0.471913
13	-0.046293	-0.3955	0.346804
14	0.030877	0.2638	0.396332
15	-0.080167	-0.6849	0.247773
16	-0.161829	-1.3827	0.085491
17	0.021817	0.1864	0.426323
18	0.162509	1.3885	0.084607
19	0.145096	1.2397	0.109529
20	-0.043512	-0.3718	0.355571
21	-0.085112	-0.7272	0.234715
22	-0.057257	-0.4892	0.313082
23	-0.073586	-0.6287	0.265747
24	-0.085008	-0.7263	0.234985
25	-0.197137	-1.6843	0.048193
26	-0.09146	-0.7814	0.218537
27	0.026236	0.2242	0.411628
28	0.030125	0.2574	0.398802
29	-0.051718	-0.4419	0.329942
30	-0.092985	-0.7945	0.214749
31	0.017741	0.1516	0.439968
32	-0.079766	-0.6815	0.248848
33	-0.179132	-1.5305	0.065107
34	-0.049316	-0.4214	0.337365
35	0.057877	0.4945	0.31122
36	0.027244	0.2328	0.408296
37	-0.088727	-0.7581	0.22542
38	0.103728	0.8863	0.189195
39	0.047282	0.404	0.343706
40	-0.011757	-0.1004	0.460132
41	-0.031194	-0.2665	0.395294
42	0.049647	0.4242	0.336339
43	-0.008622	-0.0737	0.470737
44	-0.147183	-1.2575	0.106285
45	0.036916	0.3154	0.376674
46	0.146099	1.2483	0.10796
47	0.142618	1.2185	0.113473
48	0.00879	0.0751	0.47017
49	0.018885	0.1614	0.436131
50	-0.018567	-0.1586	0.437198
51	-0.096349	-0.8232	0.206535
52	-0.030357	-0.2594	0.398041
53	0.060044	0.513	0.304744
54	0.050366	0.4303	0.334113
55	-0.011118	-0.095	0.462289
56	0.019348	0.1653	0.43458
57	0.040297	0.3443	0.365805
58	0.054467	0.4654	0.321528
59	0.006196	0.0529	0.478962
60	0.007525	0.0643	0.474455

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.251682	2.1504	0.017419
2	-0.212219	-1.8132	0.036956
3	-0.044555	-0.3807	0.352274
4	0.153003	1.3073	0.097613
5	-0.105191	-0.8987	0.185871
6	-0.173359	-1.4812	0.071431
7	0.147605	1.2611	0.105637
8	-0.110417	-0.9434	0.174293
9	0.031182	0.2664	0.395335
10	0.116985	0.9995	0.160422
11	0.021169	0.1809	0.428486
12	-0.081515	-0.6965	0.244174
13	0.061575	0.5261	0.300208
14	0.016427	0.1404	0.444382
15	-0.172271	-1.4719	0.072675
16	-0.055319	-0.4726	0.318937
17	0.163776	1.3993	0.082978
18	-0.009287	-0.0793	0.468486
19	0.10919	0.9329	0.176968
20	0.011847	0.1012	0.459826
21	-0.144171	-1.2318	0.110988
22	-0.072691	-0.6211	0.268244
23	-0.014828	-0.1267	0.449766
24	-0.093487	-0.7988	0.213512
25	-0.19035	-1.6264	0.054092
26	0.056409	0.482	0.315638
27	0.012067	0.1031	0.459083
28	-0.166183	-1.4199	0.079952
29	-2e-06	0	0.499993
30	-0.055943	-0.478	0.317048
31	-0.129538	-1.1068	0.136012
32	-0.110266	-0.9421	0.174622
33	-0.080218	-0.6854	0.247637
34	0.037708	0.3222	0.374119
35	-0.023514	-0.2009	0.420665
36	-0.029718	-0.2539	0.400139
37	-0.104546	-0.8932	0.187331
38	0.090973	0.7773	0.219754
39	-0.099849	-0.8531	0.198194
40	0.006433	0.055	0.478159
41	0.034281	0.2929	0.385216
42	0.050438	0.4309	0.333889
43	-0.049093	-0.4194	0.33806
44	-0.029428	-0.2514	0.401093
45	0.041652	0.3559	0.361479
46	0.026481	0.2263	0.410819
47	0.107761	0.9207	0.180117
48	0.000298	0.0025	0.498989
49	-0.041959	-0.3585	0.360503
50	-0.038501	-0.329	0.371565
51	-0.062309	-0.5324	0.298042
52	-0.042696	-0.3648	0.35816
53	0.013864	0.1185	0.453016
54	-0.001317	-0.0113	0.495527
55	-0.073087	-0.6245	0.267139
56	-0.030355	-0.2594	0.398046
57	-0.098966	-0.8456	0.200279
58	-0.036085	-0.3083	0.379363
59	-0.056559	-0.4832	0.315186
60	-0.037627	-0.3215	0.374382

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.251682 & 2.1504 & 0.017419 \tabularnewline
2 & -0.212219 & -1.8132 & 0.036956 \tabularnewline
3 & -0.044555 & -0.3807 & 0.352274 \tabularnewline
4 & 0.153003 & 1.3073 & 0.097613 \tabularnewline
5 & -0.105191 & -0.8987 & 0.185871 \tabularnewline
6 & -0.173359 & -1.4812 & 0.071431 \tabularnewline
7 & 0.147605 & 1.2611 & 0.105637 \tabularnewline
8 & -0.110417 & -0.9434 & 0.174293 \tabularnewline
9 & 0.031182 & 0.2664 & 0.395335 \tabularnewline
10 & 0.116985 & 0.9995 & 0.160422 \tabularnewline
11 & 0.021169 & 0.1809 & 0.428486 \tabularnewline
12 & -0.081515 & -0.6965 & 0.244174 \tabularnewline
13 & 0.061575 & 0.5261 & 0.300208 \tabularnewline
14 & 0.016427 & 0.1404 & 0.444382 \tabularnewline
15 & -0.172271 & -1.4719 & 0.072675 \tabularnewline
16 & -0.055319 & -0.4726 & 0.318937 \tabularnewline
17 & 0.163776 & 1.3993 & 0.082978 \tabularnewline
18 & -0.009287 & -0.0793 & 0.468486 \tabularnewline
19 & 0.10919 & 0.9329 & 0.176968 \tabularnewline
20 & 0.011847 & 0.1012 & 0.459826 \tabularnewline
21 & -0.144171 & -1.2318 & 0.110988 \tabularnewline
22 & -0.072691 & -0.6211 & 0.268244 \tabularnewline
23 & -0.014828 & -0.1267 & 0.449766 \tabularnewline
24 & -0.093487 & -0.7988 & 0.213512 \tabularnewline
25 & -0.19035 & -1.6264 & 0.054092 \tabularnewline
26 & 0.056409 & 0.482 & 0.315638 \tabularnewline
27 & 0.012067 & 0.1031 & 0.459083 \tabularnewline
28 & -0.166183 & -1.4199 & 0.079952 \tabularnewline
29 & -2e-06 & 0 & 0.499993 \tabularnewline
30 & -0.055943 & -0.478 & 0.317048 \tabularnewline
31 & -0.129538 & -1.1068 & 0.136012 \tabularnewline
32 & -0.110266 & -0.9421 & 0.174622 \tabularnewline
33 & -0.080218 & -0.6854 & 0.247637 \tabularnewline
34 & 0.037708 & 0.3222 & 0.374119 \tabularnewline
35 & -0.023514 & -0.2009 & 0.420665 \tabularnewline
36 & -0.029718 & -0.2539 & 0.400139 \tabularnewline
37 & -0.104546 & -0.8932 & 0.187331 \tabularnewline
38 & 0.090973 & 0.7773 & 0.219754 \tabularnewline
39 & -0.099849 & -0.8531 & 0.198194 \tabularnewline
40 & 0.006433 & 0.055 & 0.478159 \tabularnewline
41 & 0.034281 & 0.2929 & 0.385216 \tabularnewline
42 & 0.050438 & 0.4309 & 0.333889 \tabularnewline
43 & -0.049093 & -0.4194 & 0.33806 \tabularnewline
44 & -0.029428 & -0.2514 & 0.401093 \tabularnewline
45 & 0.041652 & 0.3559 & 0.361479 \tabularnewline
46 & 0.026481 & 0.2263 & 0.410819 \tabularnewline
47 & 0.107761 & 0.9207 & 0.180117 \tabularnewline
48 & 0.000298 & 0.0025 & 0.498989 \tabularnewline
49 & -0.041959 & -0.3585 & 0.360503 \tabularnewline
50 & -0.038501 & -0.329 & 0.371565 \tabularnewline
51 & -0.062309 & -0.5324 & 0.298042 \tabularnewline
52 & -0.042696 & -0.3648 & 0.35816 \tabularnewline
53 & 0.013864 & 0.1185 & 0.453016 \tabularnewline
54 & -0.001317 & -0.0113 & 0.495527 \tabularnewline
55 & -0.073087 & -0.6245 & 0.267139 \tabularnewline
56 & -0.030355 & -0.2594 & 0.398046 \tabularnewline
57 & -0.098966 & -0.8456 & 0.200279 \tabularnewline
58 & -0.036085 & -0.3083 & 0.379363 \tabularnewline
59 & -0.056559 & -0.4832 & 0.315186 \tabularnewline
60 & -0.037627 & -0.3215 & 0.374382 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29571&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]0.251682[/C][C]2.1504[/C][C]0.017419[/C][/ROW]
[ROW][C]2[/C][C]-0.212219[/C][C]-1.8132[/C][C]0.036956[/C][/ROW]
[ROW][C]3[/C][C]-0.044555[/C][C]-0.3807[/C][C]0.352274[/C][/ROW]
[ROW][C]4[/C][C]0.153003[/C][C]1.3073[/C][C]0.097613[/C][/ROW]
[ROW][C]5[/C][C]-0.105191[/C][C]-0.8987[/C][C]0.185871[/C][/ROW]
[ROW][C]6[/C][C]-0.173359[/C][C]-1.4812[/C][C]0.071431[/C][/ROW]
[ROW][C]7[/C][C]0.147605[/C][C]1.2611[/C][C]0.105637[/C][/ROW]
[ROW][C]8[/C][C]-0.110417[/C][C]-0.9434[/C][C]0.174293[/C][/ROW]
[ROW][C]9[/C][C]0.031182[/C][C]0.2664[/C][C]0.395335[/C][/ROW]
[ROW][C]10[/C][C]0.116985[/C][C]0.9995[/C][C]0.160422[/C][/ROW]
[ROW][C]11[/C][C]0.021169[/C][C]0.1809[/C][C]0.428486[/C][/ROW]
[ROW][C]12[/C][C]-0.081515[/C][C]-0.6965[/C][C]0.244174[/C][/ROW]
[ROW][C]13[/C][C]0.061575[/C][C]0.5261[/C][C]0.300208[/C][/ROW]
[ROW][C]14[/C][C]0.016427[/C][C]0.1404[/C][C]0.444382[/C][/ROW]
[ROW][C]15[/C][C]-0.172271[/C][C]-1.4719[/C][C]0.072675[/C][/ROW]
[ROW][C]16[/C][C]-0.055319[/C][C]-0.4726[/C][C]0.318937[/C][/ROW]
[ROW][C]17[/C][C]0.163776[/C][C]1.3993[/C][C]0.082978[/C][/ROW]
[ROW][C]18[/C][C]-0.009287[/C][C]-0.0793[/C][C]0.468486[/C][/ROW]
[ROW][C]19[/C][C]0.10919[/C][C]0.9329[/C][C]0.176968[/C][/ROW]
[ROW][C]20[/C][C]0.011847[/C][C]0.1012[/C][C]0.459826[/C][/ROW]
[ROW][C]21[/C][C]-0.144171[/C][C]-1.2318[/C][C]0.110988[/C][/ROW]
[ROW][C]22[/C][C]-0.072691[/C][C]-0.6211[/C][C]0.268244[/C][/ROW]
[ROW][C]23[/C][C]-0.014828[/C][C]-0.1267[/C][C]0.449766[/C][/ROW]
[ROW][C]24[/C][C]-0.093487[/C][C]-0.7988[/C][C]0.213512[/C][/ROW]
[ROW][C]25[/C][C]-0.19035[/C][C]-1.6264[/C][C]0.054092[/C][/ROW]
[ROW][C]26[/C][C]0.056409[/C][C]0.482[/C][C]0.315638[/C][/ROW]
[ROW][C]27[/C][C]0.012067[/C][C]0.1031[/C][C]0.459083[/C][/ROW]
[ROW][C]28[/C][C]-0.166183[/C][C]-1.4199[/C][C]0.079952[/C][/ROW]
[ROW][C]29[/C][C]-2e-06[/C][C]0[/C][C]0.499993[/C][/ROW]
[ROW][C]30[/C][C]-0.055943[/C][C]-0.478[/C][C]0.317048[/C][/ROW]
[ROW][C]31[/C][C]-0.129538[/C][C]-1.1068[/C][C]0.136012[/C][/ROW]
[ROW][C]32[/C][C]-0.110266[/C][C]-0.9421[/C][C]0.174622[/C][/ROW]
[ROW][C]33[/C][C]-0.080218[/C][C]-0.6854[/C][C]0.247637[/C][/ROW]
[ROW][C]34[/C][C]0.037708[/C][C]0.3222[/C][C]0.374119[/C][/ROW]
[ROW][C]35[/C][C]-0.023514[/C][C]-0.2009[/C][C]0.420665[/C][/ROW]
[ROW][C]36[/C][C]-0.029718[/C][C]-0.2539[/C][C]0.400139[/C][/ROW]
[ROW][C]37[/C][C]-0.104546[/C][C]-0.8932[/C][C]0.187331[/C][/ROW]
[ROW][C]38[/C][C]0.090973[/C][C]0.7773[/C][C]0.219754[/C][/ROW]
[ROW][C]39[/C][C]-0.099849[/C][C]-0.8531[/C][C]0.198194[/C][/ROW]
[ROW][C]40[/C][C]0.006433[/C][C]0.055[/C][C]0.478159[/C][/ROW]
[ROW][C]41[/C][C]0.034281[/C][C]0.2929[/C][C]0.385216[/C][/ROW]
[ROW][C]42[/C][C]0.050438[/C][C]0.4309[/C][C]0.333889[/C][/ROW]
[ROW][C]43[/C][C]-0.049093[/C][C]-0.4194[/C][C]0.33806[/C][/ROW]
[ROW][C]44[/C][C]-0.029428[/C][C]-0.2514[/C][C]0.401093[/C][/ROW]
[ROW][C]45[/C][C]0.041652[/C][C]0.3559[/C][C]0.361479[/C][/ROW]
[ROW][C]46[/C][C]0.026481[/C][C]0.2263[/C][C]0.410819[/C][/ROW]
[ROW][C]47[/C][C]0.107761[/C][C]0.9207[/C][C]0.180117[/C][/ROW]
[ROW][C]48[/C][C]0.000298[/C][C]0.0025[/C][C]0.498989[/C][/ROW]
[ROW][C]49[/C][C]-0.041959[/C][C]-0.3585[/C][C]0.360503[/C][/ROW]
[ROW][C]50[/C][C]-0.038501[/C][C]-0.329[/C][C]0.371565[/C][/ROW]
[ROW][C]51[/C][C]-0.062309[/C][C]-0.5324[/C][C]0.298042[/C][/ROW]
[ROW][C]52[/C][C]-0.042696[/C][C]-0.3648[/C][C]0.35816[/C][/ROW]
[ROW][C]53[/C][C]0.013864[/C][C]0.1185[/C][C]0.453016[/C][/ROW]
[ROW][C]54[/C][C]-0.001317[/C][C]-0.0113[/C][C]0.495527[/C][/ROW]
[ROW][C]55[/C][C]-0.073087[/C][C]-0.6245[/C][C]0.267139[/C][/ROW]
[ROW][C]56[/C][C]-0.030355[/C][C]-0.2594[/C][C]0.398046[/C][/ROW]
[ROW][C]57[/C][C]-0.098966[/C][C]-0.8456[/C][C]0.200279[/C][/ROW]
[ROW][C]58[/C][C]-0.036085[/C][C]-0.3083[/C][C]0.379363[/C][/ROW]
[ROW][C]59[/C][C]-0.056559[/C][C]-0.4832[/C][C]0.315186[/C][/ROW]
[ROW][C]60[/C][C]-0.037627[/C][C]-0.3215[/C][C]0.374382[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29571&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29571&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	0.251682	2.1504	0.017419
2	-0.212219	-1.8132	0.036956
3	-0.044555	-0.3807	0.352274
4	0.153003	1.3073	0.097613
5	-0.105191	-0.8987	0.185871
6	-0.173359	-1.4812	0.071431
7	0.147605	1.2611	0.105637
8	-0.110417	-0.9434	0.174293
9	0.031182	0.2664	0.395335
10	0.116985	0.9995	0.160422
11	0.021169	0.1809	0.428486
12	-0.081515	-0.6965	0.244174
13	0.061575	0.5261	0.300208
14	0.016427	0.1404	0.444382
15	-0.172271	-1.4719	0.072675
16	-0.055319	-0.4726	0.318937
17	0.163776	1.3993	0.082978
18	-0.009287	-0.0793	0.468486
19	0.10919	0.9329	0.176968
20	0.011847	0.1012	0.459826
21	-0.144171	-1.2318	0.110988
22	-0.072691	-0.6211	0.268244
23	-0.014828	-0.1267	0.449766
24	-0.093487	-0.7988	0.213512
25	-0.19035	-1.6264	0.054092
26	0.056409	0.482	0.315638
27	0.012067	0.1031	0.459083
28	-0.166183	-1.4199	0.079952
29	-2e-06	0	0.499993
30	-0.055943	-0.478	0.317048
31	-0.129538	-1.1068	0.136012
32	-0.110266	-0.9421	0.174622
33	-0.080218	-0.6854	0.247637
34	0.037708	0.3222	0.374119
35	-0.023514	-0.2009	0.420665
36	-0.029718	-0.2539	0.400139
37	-0.104546	-0.8932	0.187331
38	0.090973	0.7773	0.219754
39	-0.099849	-0.8531	0.198194
40	0.006433	0.055	0.478159
41	0.034281	0.2929	0.385216
42	0.050438	0.4309	0.333889
43	-0.049093	-0.4194	0.33806
44	-0.029428	-0.2514	0.401093
45	0.041652	0.3559	0.361479
46	0.026481	0.2263	0.410819
47	0.107761	0.9207	0.180117
48	0.000298	0.0025	0.498989
49	-0.041959	-0.3585	0.360503
50	-0.038501	-0.329	0.371565
51	-0.062309	-0.5324	0.298042
52	-0.042696	-0.3648	0.35816
53	0.013864	0.1185	0.453016
54	-0.001317	-0.0113	0.495527
55	-0.073087	-0.6245	0.267139
56	-0.030355	-0.2594	0.398046
57	-0.098966	-0.8456	0.200279
58	-0.036085	-0.3083	0.379363
59	-0.056559	-0.4832	0.315186
60	-0.037627	-0.3215	0.374382

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1.8 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1.8 ; 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 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