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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 11:25:03 -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/2008/Dec/07/t1228674343wmnem7pud01lc2v.htm/, Retrieved Sun, 19 May 2024 08:52:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30215, Retrieved Sun, 19 May 2024 08:52:48 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

216

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]
- RMPD  [Standard Deviation-Mean Plot] [S1] [2008-12-07 17:37:06] [a0d819c22534897f04a2f0b92f1eb36a]
-    D    [Standard Deviation-Mean Plot] [S1] [2008-12-07 17:58:18] [a0d819c22534897f04a2f0b92f1eb36a]
- RM        [Variance Reduction Matrix] [s2] [2008-12-07 18:02:35] [a0d819c22534897f04a2f0b92f1eb36a]
- RMP         [(Partial) Autocorrelation Function] [S2 ACF] [2008-12-07 18:10:24] [a0d819c22534897f04a2f0b92f1eb36a]
-   P           [(Partial) Autocorrelation Function] [s2] [2008-12-07 18:12:59] [a0d819c22534897f04a2f0b92f1eb36a]
-   P               [(Partial) Autocorrelation Function] [s2 ACF] [2008-12-07 18:25:03] [5f3e73ccf1ddc75508eed47fa51813d3] [Current]
-                     [(Partial) Autocorrelation Function] [s2 acf d1D1] [2008-12-07 18:26:56] [a0d819c22534897f04a2f0b92f1eb36a] 
- RM                    [Spectral Analysis] [S2 SA - d0 D0 L1] [2008-12-07 18:29:54] [a0d819c22534897f04a2f0b92f1eb36a] 
-                         [Spectral Analysis] [s2 SA d1D1 L1] [2008-12-07 18:32:14] [a0d819c22534897f04a2f0b92f1eb36a] 
-                           [Spectral Analysis] [s3] [2008-12-07 18:39:13] [a0d819c22534897f04a2f0b92f1eb36a] 
-                             [Spectral Analysis] [s3 sa] [2008-12-07 18:42:05] [a0d819c22534897f04a2f0b92f1eb36a] 
- RM                            [(Partial) Autocorrelation Function] [s4] [2008-12-07 18:48:27] [a0d819c22534897f04a2f0b92f1eb36a] 

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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=30215&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=30215&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30215&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	0.313696	2.4095	0.009555
2	-0.118401	-0.9095	0.183405
3	-0.32316	-2.4822	0.007961
4	-0.29323	-2.2523	0.014018
5	-0.089621	-0.6884	0.246951
6	-0.014795	-0.1136	0.454953
7	-0.059196	-0.4547	0.325499
8	-0.224041	-1.7209	0.045256
9	-0.239818	-1.8421	0.035245
10	-0.083722	-0.6431	0.261332
11	0.273788	2.103	0.01987
12	0.778727	5.9815	0
13	0.230611	1.7714	0.040833
14	-0.097428	-0.7484	0.228609
15	-0.262304	-2.0148	0.024245
16	-0.230594	-1.7712	0.040844
17	-0.063417	-0.4871	0.31399
18	-0.013455	-0.1034	0.459017
19	-0.058195	-0.447	0.328255
20	-0.173632	-1.3337	0.093716
21	-0.17377	-1.3348	0.093542
22	-0.042439	-0.326	0.372797
23	0.204888	1.5738	0.060443
24	0.569466	4.3742	2.5e-05
25	0.163039	1.2523	0.107696
26	-0.088081	-0.6766	0.250663
27	-0.216898	-1.666	0.050505
28	-0.160301	-1.2313	0.111549
29	-0.029157	-0.224	0.411781
30	0.005943	0.0456	0.481873
31	-0.034936	-0.2683	0.394684
32	-0.111883	-0.8594	0.196802
33	-0.105558	-0.8108	0.210368
34	-0.047118	-0.3619	0.359354
35	0.133622	1.0264	0.154454
36	0.375574	2.8848	0.00273
37	0.096981	0.7449	0.229638
38	-0.079518	-0.6108	0.271843
39	-0.132381	-1.0168	0.156691
40	-0.093238	-0.7162	0.238355
41	-0.005232	-0.0402	0.484039
42	0.011577	0.0889	0.464722
43	-0.009379	-0.072	0.471405
44	-0.058222	-0.4472	0.328181
45	-0.058399	-0.4486	0.327693
46	-0.031741	-0.2438	0.404113
47	0.074681	0.5736	0.284197
48	0.183516	1.4096	0.081952
49	0.042134	0.3236	0.37368
50	-0.035971	-0.2763	0.391642
51	-0.067459	-0.5182	0.30314
52	-0.047367	-0.3638	0.358643
53	-0.007754	-0.0596	0.476355
54	0.006758	0.0519	0.479387
55	0.009452	0.0726	0.471184
56	0.005563	0.0427	0.483031
57	0.001586	0.0122	0.495161
58	0.000211	0.0016	0.499357
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.313696 & 2.4095 & 0.009555 \tabularnewline
2 & -0.118401 & -0.9095 & 0.183405 \tabularnewline
3 & -0.32316 & -2.4822 & 0.007961 \tabularnewline
4 & -0.29323 & -2.2523 & 0.014018 \tabularnewline
5 & -0.089621 & -0.6884 & 0.246951 \tabularnewline
6 & -0.014795 & -0.1136 & 0.454953 \tabularnewline
7 & -0.059196 & -0.4547 & 0.325499 \tabularnewline
8 & -0.224041 & -1.7209 & 0.045256 \tabularnewline
9 & -0.239818 & -1.8421 & 0.035245 \tabularnewline
10 & -0.083722 & -0.6431 & 0.261332 \tabularnewline
11 & 0.273788 & 2.103 & 0.01987 \tabularnewline
12 & 0.778727 & 5.9815 & 0 \tabularnewline
13 & 0.230611 & 1.7714 & 0.040833 \tabularnewline
14 & -0.097428 & -0.7484 & 0.228609 \tabularnewline
15 & -0.262304 & -2.0148 & 0.024245 \tabularnewline
16 & -0.230594 & -1.7712 & 0.040844 \tabularnewline
17 & -0.063417 & -0.4871 & 0.31399 \tabularnewline
18 & -0.013455 & -0.1034 & 0.459017 \tabularnewline
19 & -0.058195 & -0.447 & 0.328255 \tabularnewline
20 & -0.173632 & -1.3337 & 0.093716 \tabularnewline
21 & -0.17377 & -1.3348 & 0.093542 \tabularnewline
22 & -0.042439 & -0.326 & 0.372797 \tabularnewline
23 & 0.204888 & 1.5738 & 0.060443 \tabularnewline
24 & 0.569466 & 4.3742 & 2.5e-05 \tabularnewline
25 & 0.163039 & 1.2523 & 0.107696 \tabularnewline
26 & -0.088081 & -0.6766 & 0.250663 \tabularnewline
27 & -0.216898 & -1.666 & 0.050505 \tabularnewline
28 & -0.160301 & -1.2313 & 0.111549 \tabularnewline
29 & -0.029157 & -0.224 & 0.411781 \tabularnewline
30 & 0.005943 & 0.0456 & 0.481873 \tabularnewline
31 & -0.034936 & -0.2683 & 0.394684 \tabularnewline
32 & -0.111883 & -0.8594 & 0.196802 \tabularnewline
33 & -0.105558 & -0.8108 & 0.210368 \tabularnewline
34 & -0.047118 & -0.3619 & 0.359354 \tabularnewline
35 & 0.133622 & 1.0264 & 0.154454 \tabularnewline
36 & 0.375574 & 2.8848 & 0.00273 \tabularnewline
37 & 0.096981 & 0.7449 & 0.229638 \tabularnewline
38 & -0.079518 & -0.6108 & 0.271843 \tabularnewline
39 & -0.132381 & -1.0168 & 0.156691 \tabularnewline
40 & -0.093238 & -0.7162 & 0.238355 \tabularnewline
41 & -0.005232 & -0.0402 & 0.484039 \tabularnewline
42 & 0.011577 & 0.0889 & 0.464722 \tabularnewline
43 & -0.009379 & -0.072 & 0.471405 \tabularnewline
44 & -0.058222 & -0.4472 & 0.328181 \tabularnewline
45 & -0.058399 & -0.4486 & 0.327693 \tabularnewline
46 & -0.031741 & -0.2438 & 0.404113 \tabularnewline
47 & 0.074681 & 0.5736 & 0.284197 \tabularnewline
48 & 0.183516 & 1.4096 & 0.081952 \tabularnewline
49 & 0.042134 & 0.3236 & 0.37368 \tabularnewline
50 & -0.035971 & -0.2763 & 0.391642 \tabularnewline
51 & -0.067459 & -0.5182 & 0.30314 \tabularnewline
52 & -0.047367 & -0.3638 & 0.358643 \tabularnewline
53 & -0.007754 & -0.0596 & 0.476355 \tabularnewline
54 & 0.006758 & 0.0519 & 0.479387 \tabularnewline
55 & 0.009452 & 0.0726 & 0.471184 \tabularnewline
56 & 0.005563 & 0.0427 & 0.483031 \tabularnewline
57 & 0.001586 & 0.0122 & 0.495161 \tabularnewline
58 & 0.000211 & 0.0016 & 0.499357 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30215&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]0.313696[/C][C]2.4095[/C][C]0.009555[/C][/ROW]
[ROW][C]2[/C][C]-0.118401[/C][C]-0.9095[/C][C]0.183405[/C][/ROW]
[ROW][C]3[/C][C]-0.32316[/C][C]-2.4822[/C][C]0.007961[/C][/ROW]
[ROW][C]4[/C][C]-0.29323[/C][C]-2.2523[/C][C]0.014018[/C][/ROW]
[ROW][C]5[/C][C]-0.089621[/C][C]-0.6884[/C][C]0.246951[/C][/ROW]
[ROW][C]6[/C][C]-0.014795[/C][C]-0.1136[/C][C]0.454953[/C][/ROW]
[ROW][C]7[/C][C]-0.059196[/C][C]-0.4547[/C][C]0.325499[/C][/ROW]
[ROW][C]8[/C][C]-0.224041[/C][C]-1.7209[/C][C]0.045256[/C][/ROW]
[ROW][C]9[/C][C]-0.239818[/C][C]-1.8421[/C][C]0.035245[/C][/ROW]
[ROW][C]10[/C][C]-0.083722[/C][C]-0.6431[/C][C]0.261332[/C][/ROW]
[ROW][C]11[/C][C]0.273788[/C][C]2.103[/C][C]0.01987[/C][/ROW]
[ROW][C]12[/C][C]0.778727[/C][C]5.9815[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.230611[/C][C]1.7714[/C][C]0.040833[/C][/ROW]
[ROW][C]14[/C][C]-0.097428[/C][C]-0.7484[/C][C]0.228609[/C][/ROW]
[ROW][C]15[/C][C]-0.262304[/C][C]-2.0148[/C][C]0.024245[/C][/ROW]
[ROW][C]16[/C][C]-0.230594[/C][C]-1.7712[/C][C]0.040844[/C][/ROW]
[ROW][C]17[/C][C]-0.063417[/C][C]-0.4871[/C][C]0.31399[/C][/ROW]
[ROW][C]18[/C][C]-0.013455[/C][C]-0.1034[/C][C]0.459017[/C][/ROW]
[ROW][C]19[/C][C]-0.058195[/C][C]-0.447[/C][C]0.328255[/C][/ROW]
[ROW][C]20[/C][C]-0.173632[/C][C]-1.3337[/C][C]0.093716[/C][/ROW]
[ROW][C]21[/C][C]-0.17377[/C][C]-1.3348[/C][C]0.093542[/C][/ROW]
[ROW][C]22[/C][C]-0.042439[/C][C]-0.326[/C][C]0.372797[/C][/ROW]
[ROW][C]23[/C][C]0.204888[/C][C]1.5738[/C][C]0.060443[/C][/ROW]
[ROW][C]24[/C][C]0.569466[/C][C]4.3742[/C][C]2.5e-05[/C][/ROW]
[ROW][C]25[/C][C]0.163039[/C][C]1.2523[/C][C]0.107696[/C][/ROW]
[ROW][C]26[/C][C]-0.088081[/C][C]-0.6766[/C][C]0.250663[/C][/ROW]
[ROW][C]27[/C][C]-0.216898[/C][C]-1.666[/C][C]0.050505[/C][/ROW]
[ROW][C]28[/C][C]-0.160301[/C][C]-1.2313[/C][C]0.111549[/C][/ROW]
[ROW][C]29[/C][C]-0.029157[/C][C]-0.224[/C][C]0.411781[/C][/ROW]
[ROW][C]30[/C][C]0.005943[/C][C]0.0456[/C][C]0.481873[/C][/ROW]
[ROW][C]31[/C][C]-0.034936[/C][C]-0.2683[/C][C]0.394684[/C][/ROW]
[ROW][C]32[/C][C]-0.111883[/C][C]-0.8594[/C][C]0.196802[/C][/ROW]
[ROW][C]33[/C][C]-0.105558[/C][C]-0.8108[/C][C]0.210368[/C][/ROW]
[ROW][C]34[/C][C]-0.047118[/C][C]-0.3619[/C][C]0.359354[/C][/ROW]
[ROW][C]35[/C][C]0.133622[/C][C]1.0264[/C][C]0.154454[/C][/ROW]
[ROW][C]36[/C][C]0.375574[/C][C]2.8848[/C][C]0.00273[/C][/ROW]
[ROW][C]37[/C][C]0.096981[/C][C]0.7449[/C][C]0.229638[/C][/ROW]
[ROW][C]38[/C][C]-0.079518[/C][C]-0.6108[/C][C]0.271843[/C][/ROW]
[ROW][C]39[/C][C]-0.132381[/C][C]-1.0168[/C][C]0.156691[/C][/ROW]
[ROW][C]40[/C][C]-0.093238[/C][C]-0.7162[/C][C]0.238355[/C][/ROW]
[ROW][C]41[/C][C]-0.005232[/C][C]-0.0402[/C][C]0.484039[/C][/ROW]
[ROW][C]42[/C][C]0.011577[/C][C]0.0889[/C][C]0.464722[/C][/ROW]
[ROW][C]43[/C][C]-0.009379[/C][C]-0.072[/C][C]0.471405[/C][/ROW]
[ROW][C]44[/C][C]-0.058222[/C][C]-0.4472[/C][C]0.328181[/C][/ROW]
[ROW][C]45[/C][C]-0.058399[/C][C]-0.4486[/C][C]0.327693[/C][/ROW]
[ROW][C]46[/C][C]-0.031741[/C][C]-0.2438[/C][C]0.404113[/C][/ROW]
[ROW][C]47[/C][C]0.074681[/C][C]0.5736[/C][C]0.284197[/C][/ROW]
[ROW][C]48[/C][C]0.183516[/C][C]1.4096[/C][C]0.081952[/C][/ROW]
[ROW][C]49[/C][C]0.042134[/C][C]0.3236[/C][C]0.37368[/C][/ROW]
[ROW][C]50[/C][C]-0.035971[/C][C]-0.2763[/C][C]0.391642[/C][/ROW]
[ROW][C]51[/C][C]-0.067459[/C][C]-0.5182[/C][C]0.30314[/C][/ROW]
[ROW][C]52[/C][C]-0.047367[/C][C]-0.3638[/C][C]0.358643[/C][/ROW]
[ROW][C]53[/C][C]-0.007754[/C][C]-0.0596[/C][C]0.476355[/C][/ROW]
[ROW][C]54[/C][C]0.006758[/C][C]0.0519[/C][C]0.479387[/C][/ROW]
[ROW][C]55[/C][C]0.009452[/C][C]0.0726[/C][C]0.471184[/C][/ROW]
[ROW][C]56[/C][C]0.005563[/C][C]0.0427[/C][C]0.483031[/C][/ROW]
[ROW][C]57[/C][C]0.001586[/C][C]0.0122[/C][C]0.495161[/C][/ROW]
[ROW][C]58[/C][C]0.000211[/C][C]0.0016[/C][C]0.499357[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30215&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30215&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	0.313696	2.4095	0.009555
2	-0.118401	-0.9095	0.183405
3	-0.32316	-2.4822	0.007961
4	-0.29323	-2.2523	0.014018
5	-0.089621	-0.6884	0.246951
6	-0.014795	-0.1136	0.454953
7	-0.059196	-0.4547	0.325499
8	-0.224041	-1.7209	0.045256
9	-0.239818	-1.8421	0.035245
10	-0.083722	-0.6431	0.261332
11	0.273788	2.103	0.01987
12	0.778727	5.9815	0
13	0.230611	1.7714	0.040833
14	-0.097428	-0.7484	0.228609
15	-0.262304	-2.0148	0.024245
16	-0.230594	-1.7712	0.040844
17	-0.063417	-0.4871	0.31399
18	-0.013455	-0.1034	0.459017
19	-0.058195	-0.447	0.328255
20	-0.173632	-1.3337	0.093716
21	-0.17377	-1.3348	0.093542
22	-0.042439	-0.326	0.372797
23	0.204888	1.5738	0.060443
24	0.569466	4.3742	2.5e-05
25	0.163039	1.2523	0.107696
26	-0.088081	-0.6766	0.250663
27	-0.216898	-1.666	0.050505
28	-0.160301	-1.2313	0.111549
29	-0.029157	-0.224	0.411781
30	0.005943	0.0456	0.481873
31	-0.034936	-0.2683	0.394684
32	-0.111883	-0.8594	0.196802
33	-0.105558	-0.8108	0.210368
34	-0.047118	-0.3619	0.359354
35	0.133622	1.0264	0.154454
36	0.375574	2.8848	0.00273
37	0.096981	0.7449	0.229638
38	-0.079518	-0.6108	0.271843
39	-0.132381	-1.0168	0.156691
40	-0.093238	-0.7162	0.238355
41	-0.005232	-0.0402	0.484039
42	0.011577	0.0889	0.464722
43	-0.009379	-0.072	0.471405
44	-0.058222	-0.4472	0.328181
45	-0.058399	-0.4486	0.327693
46	-0.031741	-0.2438	0.404113
47	0.074681	0.5736	0.284197
48	0.183516	1.4096	0.081952
49	0.042134	0.3236	0.37368
50	-0.035971	-0.2763	0.391642
51	-0.067459	-0.5182	0.30314
52	-0.047367	-0.3638	0.358643
53	-0.007754	-0.0596	0.476355
54	0.006758	0.0519	0.479387
55	0.009452	0.0726	0.471184
56	0.005563	0.0427	0.483031
57	0.001586	0.0122	0.495161
58	0.000211	0.0016	0.499357
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.313696	2.4095	0.009555
2	-0.24047	-1.8471	0.034876
3	-0.237388	-1.8234	0.036654
4	-0.160921	-1.2361	0.110668
5	-0.038826	-0.2982	0.383287
6	-0.139363	-1.0705	0.144384
7	-0.195079	-1.4984	0.069676
8	-0.352158	-2.705	0.004457
9	-0.358298	-2.7521	0.003927
10	-0.407681	-3.1315	0.001353
11	-0.239239	-1.8376	0.035577
12	0.522686	4.0148	8.5e-05
13	-0.354973	-2.7266	0.004206
14	0.007523	0.0578	0.477057
15	0.052411	0.4026	0.344357
16	0.035675	0.274	0.392513
17	-0.005671	-0.0436	0.4827
18	0.003506	0.0269	0.489304
19	-0.007054	-0.0542	0.478487
20	0.052112	0.4003	0.345197
21	0.021402	0.1644	0.434992
22	0.062283	0.4784	0.317066
23	-0.097145	-0.7462	0.229259
24	-0.034583	-0.2656	0.395724
25	0.012163	0.0934	0.462942
26	-0.099674	-0.7656	0.22348
27	-0.107338	-0.8245	0.206494
28	-0.023197	-0.1782	0.429595
29	-0.093135	-0.7154	0.238596
30	-0.049169	-0.3777	0.353514
31	-0.034613	-0.2659	0.395635
32	0.010177	0.0782	0.468979
33	0.019817	0.1522	0.439767
34	-0.10172	-0.7813	0.218868
35	0.047092	0.3617	0.359427
36	-0.11398	-0.8755	0.192427
37	-0.045204	-0.3472	0.364832
38	-0.058932	-0.4527	0.326224
39	0.049085	0.377	0.353752
40	-0.116745	-0.8967	0.186752
41	-0.028018	-0.2152	0.415172
42	-0.058472	-0.4491	0.327492
43	0.020819	0.1599	0.436748
44	-0.062981	-0.4838	0.315172
45	-0.002653	-0.0204	0.491905
46	0.047683	0.3663	0.35774
47	-0.031245	-0.24	0.405583
48	-0.152245	-1.1694	0.123469
49	0.093403	0.7174	0.237965
50	0.034194	0.2626	0.396869
51	-0.098112	-0.7536	0.22704
52	-0.004924	-0.0378	0.484979
53	-0.04613	-0.3543	0.362176
54	-0.044377	-0.3409	0.367207
55	-0.058633	-0.4504	0.327048
56	0.0659	0.5062	0.307306
57	-0.008385	-0.0644	0.474432
58	0.044119	0.3389	0.367949
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.313696 & 2.4095 & 0.009555 \tabularnewline
2 & -0.24047 & -1.8471 & 0.034876 \tabularnewline
3 & -0.237388 & -1.8234 & 0.036654 \tabularnewline
4 & -0.160921 & -1.2361 & 0.110668 \tabularnewline
5 & -0.038826 & -0.2982 & 0.383287 \tabularnewline
6 & -0.139363 & -1.0705 & 0.144384 \tabularnewline
7 & -0.195079 & -1.4984 & 0.069676 \tabularnewline
8 & -0.352158 & -2.705 & 0.004457 \tabularnewline
9 & -0.358298 & -2.7521 & 0.003927 \tabularnewline
10 & -0.407681 & -3.1315 & 0.001353 \tabularnewline
11 & -0.239239 & -1.8376 & 0.035577 \tabularnewline
12 & 0.522686 & 4.0148 & 8.5e-05 \tabularnewline
13 & -0.354973 & -2.7266 & 0.004206 \tabularnewline
14 & 0.007523 & 0.0578 & 0.477057 \tabularnewline
15 & 0.052411 & 0.4026 & 0.344357 \tabularnewline
16 & 0.035675 & 0.274 & 0.392513 \tabularnewline
17 & -0.005671 & -0.0436 & 0.4827 \tabularnewline
18 & 0.003506 & 0.0269 & 0.489304 \tabularnewline
19 & -0.007054 & -0.0542 & 0.478487 \tabularnewline
20 & 0.052112 & 0.4003 & 0.345197 \tabularnewline
21 & 0.021402 & 0.1644 & 0.434992 \tabularnewline
22 & 0.062283 & 0.4784 & 0.317066 \tabularnewline
23 & -0.097145 & -0.7462 & 0.229259 \tabularnewline
24 & -0.034583 & -0.2656 & 0.395724 \tabularnewline
25 & 0.012163 & 0.0934 & 0.462942 \tabularnewline
26 & -0.099674 & -0.7656 & 0.22348 \tabularnewline
27 & -0.107338 & -0.8245 & 0.206494 \tabularnewline
28 & -0.023197 & -0.1782 & 0.429595 \tabularnewline
29 & -0.093135 & -0.7154 & 0.238596 \tabularnewline
30 & -0.049169 & -0.3777 & 0.353514 \tabularnewline
31 & -0.034613 & -0.2659 & 0.395635 \tabularnewline
32 & 0.010177 & 0.0782 & 0.468979 \tabularnewline
33 & 0.019817 & 0.1522 & 0.439767 \tabularnewline
34 & -0.10172 & -0.7813 & 0.218868 \tabularnewline
35 & 0.047092 & 0.3617 & 0.359427 \tabularnewline
36 & -0.11398 & -0.8755 & 0.192427 \tabularnewline
37 & -0.045204 & -0.3472 & 0.364832 \tabularnewline
38 & -0.058932 & -0.4527 & 0.326224 \tabularnewline
39 & 0.049085 & 0.377 & 0.353752 \tabularnewline
40 & -0.116745 & -0.8967 & 0.186752 \tabularnewline
41 & -0.028018 & -0.2152 & 0.415172 \tabularnewline
42 & -0.058472 & -0.4491 & 0.327492 \tabularnewline
43 & 0.020819 & 0.1599 & 0.436748 \tabularnewline
44 & -0.062981 & -0.4838 & 0.315172 \tabularnewline
45 & -0.002653 & -0.0204 & 0.491905 \tabularnewline
46 & 0.047683 & 0.3663 & 0.35774 \tabularnewline
47 & -0.031245 & -0.24 & 0.405583 \tabularnewline
48 & -0.152245 & -1.1694 & 0.123469 \tabularnewline
49 & 0.093403 & 0.7174 & 0.237965 \tabularnewline
50 & 0.034194 & 0.2626 & 0.396869 \tabularnewline
51 & -0.098112 & -0.7536 & 0.22704 \tabularnewline
52 & -0.004924 & -0.0378 & 0.484979 \tabularnewline
53 & -0.04613 & -0.3543 & 0.362176 \tabularnewline
54 & -0.044377 & -0.3409 & 0.367207 \tabularnewline
55 & -0.058633 & -0.4504 & 0.327048 \tabularnewline
56 & 0.0659 & 0.5062 & 0.307306 \tabularnewline
57 & -0.008385 & -0.0644 & 0.474432 \tabularnewline
58 & 0.044119 & 0.3389 & 0.367949 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30215&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]0.313696[/C][C]2.4095[/C][C]0.009555[/C][/ROW]
[ROW][C]2[/C][C]-0.24047[/C][C]-1.8471[/C][C]0.034876[/C][/ROW]
[ROW][C]3[/C][C]-0.237388[/C][C]-1.8234[/C][C]0.036654[/C][/ROW]
[ROW][C]4[/C][C]-0.160921[/C][C]-1.2361[/C][C]0.110668[/C][/ROW]
[ROW][C]5[/C][C]-0.038826[/C][C]-0.2982[/C][C]0.383287[/C][/ROW]
[ROW][C]6[/C][C]-0.139363[/C][C]-1.0705[/C][C]0.144384[/C][/ROW]
[ROW][C]7[/C][C]-0.195079[/C][C]-1.4984[/C][C]0.069676[/C][/ROW]
[ROW][C]8[/C][C]-0.352158[/C][C]-2.705[/C][C]0.004457[/C][/ROW]
[ROW][C]9[/C][C]-0.358298[/C][C]-2.7521[/C][C]0.003927[/C][/ROW]
[ROW][C]10[/C][C]-0.407681[/C][C]-3.1315[/C][C]0.001353[/C][/ROW]
[ROW][C]11[/C][C]-0.239239[/C][C]-1.8376[/C][C]0.035577[/C][/ROW]
[ROW][C]12[/C][C]0.522686[/C][C]4.0148[/C][C]8.5e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.354973[/C][C]-2.7266[/C][C]0.004206[/C][/ROW]
[ROW][C]14[/C][C]0.007523[/C][C]0.0578[/C][C]0.477057[/C][/ROW]
[ROW][C]15[/C][C]0.052411[/C][C]0.4026[/C][C]0.344357[/C][/ROW]
[ROW][C]16[/C][C]0.035675[/C][C]0.274[/C][C]0.392513[/C][/ROW]
[ROW][C]17[/C][C]-0.005671[/C][C]-0.0436[/C][C]0.4827[/C][/ROW]
[ROW][C]18[/C][C]0.003506[/C][C]0.0269[/C][C]0.489304[/C][/ROW]
[ROW][C]19[/C][C]-0.007054[/C][C]-0.0542[/C][C]0.478487[/C][/ROW]
[ROW][C]20[/C][C]0.052112[/C][C]0.4003[/C][C]0.345197[/C][/ROW]
[ROW][C]21[/C][C]0.021402[/C][C]0.1644[/C][C]0.434992[/C][/ROW]
[ROW][C]22[/C][C]0.062283[/C][C]0.4784[/C][C]0.317066[/C][/ROW]
[ROW][C]23[/C][C]-0.097145[/C][C]-0.7462[/C][C]0.229259[/C][/ROW]
[ROW][C]24[/C][C]-0.034583[/C][C]-0.2656[/C][C]0.395724[/C][/ROW]
[ROW][C]25[/C][C]0.012163[/C][C]0.0934[/C][C]0.462942[/C][/ROW]
[ROW][C]26[/C][C]-0.099674[/C][C]-0.7656[/C][C]0.22348[/C][/ROW]
[ROW][C]27[/C][C]-0.107338[/C][C]-0.8245[/C][C]0.206494[/C][/ROW]
[ROW][C]28[/C][C]-0.023197[/C][C]-0.1782[/C][C]0.429595[/C][/ROW]
[ROW][C]29[/C][C]-0.093135[/C][C]-0.7154[/C][C]0.238596[/C][/ROW]
[ROW][C]30[/C][C]-0.049169[/C][C]-0.3777[/C][C]0.353514[/C][/ROW]
[ROW][C]31[/C][C]-0.034613[/C][C]-0.2659[/C][C]0.395635[/C][/ROW]
[ROW][C]32[/C][C]0.010177[/C][C]0.0782[/C][C]0.468979[/C][/ROW]
[ROW][C]33[/C][C]0.019817[/C][C]0.1522[/C][C]0.439767[/C][/ROW]
[ROW][C]34[/C][C]-0.10172[/C][C]-0.7813[/C][C]0.218868[/C][/ROW]
[ROW][C]35[/C][C]0.047092[/C][C]0.3617[/C][C]0.359427[/C][/ROW]
[ROW][C]36[/C][C]-0.11398[/C][C]-0.8755[/C][C]0.192427[/C][/ROW]
[ROW][C]37[/C][C]-0.045204[/C][C]-0.3472[/C][C]0.364832[/C][/ROW]
[ROW][C]38[/C][C]-0.058932[/C][C]-0.4527[/C][C]0.326224[/C][/ROW]
[ROW][C]39[/C][C]0.049085[/C][C]0.377[/C][C]0.353752[/C][/ROW]
[ROW][C]40[/C][C]-0.116745[/C][C]-0.8967[/C][C]0.186752[/C][/ROW]
[ROW][C]41[/C][C]-0.028018[/C][C]-0.2152[/C][C]0.415172[/C][/ROW]
[ROW][C]42[/C][C]-0.058472[/C][C]-0.4491[/C][C]0.327492[/C][/ROW]
[ROW][C]43[/C][C]0.020819[/C][C]0.1599[/C][C]0.436748[/C][/ROW]
[ROW][C]44[/C][C]-0.062981[/C][C]-0.4838[/C][C]0.315172[/C][/ROW]
[ROW][C]45[/C][C]-0.002653[/C][C]-0.0204[/C][C]0.491905[/C][/ROW]
[ROW][C]46[/C][C]0.047683[/C][C]0.3663[/C][C]0.35774[/C][/ROW]
[ROW][C]47[/C][C]-0.031245[/C][C]-0.24[/C][C]0.405583[/C][/ROW]
[ROW][C]48[/C][C]-0.152245[/C][C]-1.1694[/C][C]0.123469[/C][/ROW]
[ROW][C]49[/C][C]0.093403[/C][C]0.7174[/C][C]0.237965[/C][/ROW]
[ROW][C]50[/C][C]0.034194[/C][C]0.2626[/C][C]0.396869[/C][/ROW]
[ROW][C]51[/C][C]-0.098112[/C][C]-0.7536[/C][C]0.22704[/C][/ROW]
[ROW][C]52[/C][C]-0.004924[/C][C]-0.0378[/C][C]0.484979[/C][/ROW]
[ROW][C]53[/C][C]-0.04613[/C][C]-0.3543[/C][C]0.362176[/C][/ROW]
[ROW][C]54[/C][C]-0.044377[/C][C]-0.3409[/C][C]0.367207[/C][/ROW]
[ROW][C]55[/C][C]-0.058633[/C][C]-0.4504[/C][C]0.327048[/C][/ROW]
[ROW][C]56[/C][C]0.0659[/C][C]0.5062[/C][C]0.307306[/C][/ROW]
[ROW][C]57[/C][C]-0.008385[/C][C]-0.0644[/C][C]0.474432[/C][/ROW]
[ROW][C]58[/C][C]0.044119[/C][C]0.3389[/C][C]0.367949[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30215&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30215&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	0.313696	2.4095	0.009555
2	-0.24047	-1.8471	0.034876
3	-0.237388	-1.8234	0.036654
4	-0.160921	-1.2361	0.110668
5	-0.038826	-0.2982	0.383287
6	-0.139363	-1.0705	0.144384
7	-0.195079	-1.4984	0.069676
8	-0.352158	-2.705	0.004457
9	-0.358298	-2.7521	0.003927
10	-0.407681	-3.1315	0.001353
11	-0.239239	-1.8376	0.035577
12	0.522686	4.0148	8.5e-05
13	-0.354973	-2.7266	0.004206
14	0.007523	0.0578	0.477057
15	0.052411	0.4026	0.344357
16	0.035675	0.274	0.392513
17	-0.005671	-0.0436	0.4827
18	0.003506	0.0269	0.489304
19	-0.007054	-0.0542	0.478487
20	0.052112	0.4003	0.345197
21	0.021402	0.1644	0.434992
22	0.062283	0.4784	0.317066
23	-0.097145	-0.7462	0.229259
24	-0.034583	-0.2656	0.395724
25	0.012163	0.0934	0.462942
26	-0.099674	-0.7656	0.22348
27	-0.107338	-0.8245	0.206494
28	-0.023197	-0.1782	0.429595
29	-0.093135	-0.7154	0.238596
30	-0.049169	-0.3777	0.353514
31	-0.034613	-0.2659	0.395635
32	0.010177	0.0782	0.468979
33	0.019817	0.1522	0.439767
34	-0.10172	-0.7813	0.218868
35	0.047092	0.3617	0.359427
36	-0.11398	-0.8755	0.192427
37	-0.045204	-0.3472	0.364832
38	-0.058932	-0.4527	0.326224
39	0.049085	0.377	0.353752
40	-0.116745	-0.8967	0.186752
41	-0.028018	-0.2152	0.415172
42	-0.058472	-0.4491	0.327492
43	0.020819	0.1599	0.436748
44	-0.062981	-0.4838	0.315172
45	-0.002653	-0.0204	0.491905
46	0.047683	0.3663	0.35774
47	-0.031245	-0.24	0.405583
48	-0.152245	-1.1694	0.123469
49	0.093403	0.7174	0.237965
50	0.034194	0.2626	0.396869
51	-0.098112	-0.7536	0.22704
52	-0.004924	-0.0378	0.484979
53	-0.04613	-0.3543	0.362176
54	-0.044377	-0.3409	0.367207
55	-0.058633	-0.4504	0.327048
56	0.0659	0.5062	0.307306
57	-0.008385	-0.0644	0.474432
58	0.044119	0.3389	0.367949
59	NA	NA	NA
60	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 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