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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 11:48:27 -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/t1228675755ppkqglx221h0xxv.htm/, Retrieved Sun, 19 May 2024 11:31:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30240, Retrieved Sun, 19 May 2024 11:31:49 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

206

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] [a0d819c22534897f04a2f0b92f1eb36a]
-                   [(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] [5f3e73ccf1ddc75508eed47fa51813d3] [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	'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30240&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30240&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30240&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.182622	-1.252	0.108384
2	-0.031125	-0.2134	0.415976
3	-0.004418	-0.0303	0.487983
4	0.078406	0.5375	0.29672
5	-0.059382	-0.4071	0.342891
6	0.101172	0.6936	0.245673
7	0.10515	0.7209	0.23728
8	-0.029673	-0.2034	0.419838
9	0.00953	0.0653	0.474092
10	-0.145275	-0.996	0.162185
11	0.447602	3.0686	0.001782
12	-0.225773	-1.5478	0.064187
13	-0.108984	-0.7472	0.229345
14	-0.045367	-0.311	0.378581
15	0.072608	0.4978	0.310481
16	-0.183233	-1.2562	0.107629
17	0.068732	0.4712	0.319837
18	-0.050648	-0.3472	0.364987
19	-0.120031	-0.8229	0.207363
20	0.009913	0.068	0.473054
21	-0.036664	-0.2514	0.401319
22	0.163613	1.1217	0.133849
23	-0.154528	-1.0594	0.147419
24	-0.118428	-0.8119	0.210471
25	-0.03934	-0.2697	0.394284
26	0.025022	0.1715	0.432266
27	-0.030279	-0.2076	0.418227
28	0.054122	0.371	0.356136
29	0.027573	0.189	0.425442
30	-0.079684	-0.5463	0.293728
31	0.040441	0.2772	0.391403
32	0.033568	0.2301	0.409495
33	0.022006	0.1509	0.440363
34	-0.049167	-0.3371	0.368783
35	-0.036633	-0.2511	0.4014
36	-0.015436	-0.1058	0.458086
37	0.009038	0.062	0.475429
38	0.019326	0.1325	0.447581
39	0.007554	0.0518	0.47946
40	0.040221	0.2757	0.391977
41	-0.075466	-0.5174	0.303662
42	0.015662	0.1074	0.457476
43	0.022728	0.1558	0.438424
44	-0.001458	-0.01	0.496034
45	-0.005392	-0.037	0.485336
46	-0.044981	-0.3084	0.379579
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 & -0.182622 & -1.252 & 0.108384 \tabularnewline
2 & -0.031125 & -0.2134 & 0.415976 \tabularnewline
3 & -0.004418 & -0.0303 & 0.487983 \tabularnewline
4 & 0.078406 & 0.5375 & 0.29672 \tabularnewline
5 & -0.059382 & -0.4071 & 0.342891 \tabularnewline
6 & 0.101172 & 0.6936 & 0.245673 \tabularnewline
7 & 0.10515 & 0.7209 & 0.23728 \tabularnewline
8 & -0.029673 & -0.2034 & 0.419838 \tabularnewline
9 & 0.00953 & 0.0653 & 0.474092 \tabularnewline
10 & -0.145275 & -0.996 & 0.162185 \tabularnewline
11 & 0.447602 & 3.0686 & 0.001782 \tabularnewline
12 & -0.225773 & -1.5478 & 0.064187 \tabularnewline
13 & -0.108984 & -0.7472 & 0.229345 \tabularnewline
14 & -0.045367 & -0.311 & 0.378581 \tabularnewline
15 & 0.072608 & 0.4978 & 0.310481 \tabularnewline
16 & -0.183233 & -1.2562 & 0.107629 \tabularnewline
17 & 0.068732 & 0.4712 & 0.319837 \tabularnewline
18 & -0.050648 & -0.3472 & 0.364987 \tabularnewline
19 & -0.120031 & -0.8229 & 0.207363 \tabularnewline
20 & 0.009913 & 0.068 & 0.473054 \tabularnewline
21 & -0.036664 & -0.2514 & 0.401319 \tabularnewline
22 & 0.163613 & 1.1217 & 0.133849 \tabularnewline
23 & -0.154528 & -1.0594 & 0.147419 \tabularnewline
24 & -0.118428 & -0.8119 & 0.210471 \tabularnewline
25 & -0.03934 & -0.2697 & 0.394284 \tabularnewline
26 & 0.025022 & 0.1715 & 0.432266 \tabularnewline
27 & -0.030279 & -0.2076 & 0.418227 \tabularnewline
28 & 0.054122 & 0.371 & 0.356136 \tabularnewline
29 & 0.027573 & 0.189 & 0.425442 \tabularnewline
30 & -0.079684 & -0.5463 & 0.293728 \tabularnewline
31 & 0.040441 & 0.2772 & 0.391403 \tabularnewline
32 & 0.033568 & 0.2301 & 0.409495 \tabularnewline
33 & 0.022006 & 0.1509 & 0.440363 \tabularnewline
34 & -0.049167 & -0.3371 & 0.368783 \tabularnewline
35 & -0.036633 & -0.2511 & 0.4014 \tabularnewline
36 & -0.015436 & -0.1058 & 0.458086 \tabularnewline
37 & 0.009038 & 0.062 & 0.475429 \tabularnewline
38 & 0.019326 & 0.1325 & 0.447581 \tabularnewline
39 & 0.007554 & 0.0518 & 0.47946 \tabularnewline
40 & 0.040221 & 0.2757 & 0.391977 \tabularnewline
41 & -0.075466 & -0.5174 & 0.303662 \tabularnewline
42 & 0.015662 & 0.1074 & 0.457476 \tabularnewline
43 & 0.022728 & 0.1558 & 0.438424 \tabularnewline
44 & -0.001458 & -0.01 & 0.496034 \tabularnewline
45 & -0.005392 & -0.037 & 0.485336 \tabularnewline
46 & -0.044981 & -0.3084 & 0.379579 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30240&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]-0.182622[/C][C]-1.252[/C][C]0.108384[/C][/ROW]
[ROW][C]2[/C][C]-0.031125[/C][C]-0.2134[/C][C]0.415976[/C][/ROW]
[ROW][C]3[/C][C]-0.004418[/C][C]-0.0303[/C][C]0.487983[/C][/ROW]
[ROW][C]4[/C][C]0.078406[/C][C]0.5375[/C][C]0.29672[/C][/ROW]
[ROW][C]5[/C][C]-0.059382[/C][C]-0.4071[/C][C]0.342891[/C][/ROW]
[ROW][C]6[/C][C]0.101172[/C][C]0.6936[/C][C]0.245673[/C][/ROW]
[ROW][C]7[/C][C]0.10515[/C][C]0.7209[/C][C]0.23728[/C][/ROW]
[ROW][C]8[/C][C]-0.029673[/C][C]-0.2034[/C][C]0.419838[/C][/ROW]
[ROW][C]9[/C][C]0.00953[/C][C]0.0653[/C][C]0.474092[/C][/ROW]
[ROW][C]10[/C][C]-0.145275[/C][C]-0.996[/C][C]0.162185[/C][/ROW]
[ROW][C]11[/C][C]0.447602[/C][C]3.0686[/C][C]0.001782[/C][/ROW]
[ROW][C]12[/C][C]-0.225773[/C][C]-1.5478[/C][C]0.064187[/C][/ROW]
[ROW][C]13[/C][C]-0.108984[/C][C]-0.7472[/C][C]0.229345[/C][/ROW]
[ROW][C]14[/C][C]-0.045367[/C][C]-0.311[/C][C]0.378581[/C][/ROW]
[ROW][C]15[/C][C]0.072608[/C][C]0.4978[/C][C]0.310481[/C][/ROW]
[ROW][C]16[/C][C]-0.183233[/C][C]-1.2562[/C][C]0.107629[/C][/ROW]
[ROW][C]17[/C][C]0.068732[/C][C]0.4712[/C][C]0.319837[/C][/ROW]
[ROW][C]18[/C][C]-0.050648[/C][C]-0.3472[/C][C]0.364987[/C][/ROW]
[ROW][C]19[/C][C]-0.120031[/C][C]-0.8229[/C][C]0.207363[/C][/ROW]
[ROW][C]20[/C][C]0.009913[/C][C]0.068[/C][C]0.473054[/C][/ROW]
[ROW][C]21[/C][C]-0.036664[/C][C]-0.2514[/C][C]0.401319[/C][/ROW]
[ROW][C]22[/C][C]0.163613[/C][C]1.1217[/C][C]0.133849[/C][/ROW]
[ROW][C]23[/C][C]-0.154528[/C][C]-1.0594[/C][C]0.147419[/C][/ROW]
[ROW][C]24[/C][C]-0.118428[/C][C]-0.8119[/C][C]0.210471[/C][/ROW]
[ROW][C]25[/C][C]-0.03934[/C][C]-0.2697[/C][C]0.394284[/C][/ROW]
[ROW][C]26[/C][C]0.025022[/C][C]0.1715[/C][C]0.432266[/C][/ROW]
[ROW][C]27[/C][C]-0.030279[/C][C]-0.2076[/C][C]0.418227[/C][/ROW]
[ROW][C]28[/C][C]0.054122[/C][C]0.371[/C][C]0.356136[/C][/ROW]
[ROW][C]29[/C][C]0.027573[/C][C]0.189[/C][C]0.425442[/C][/ROW]
[ROW][C]30[/C][C]-0.079684[/C][C]-0.5463[/C][C]0.293728[/C][/ROW]
[ROW][C]31[/C][C]0.040441[/C][C]0.2772[/C][C]0.391403[/C][/ROW]
[ROW][C]32[/C][C]0.033568[/C][C]0.2301[/C][C]0.409495[/C][/ROW]
[ROW][C]33[/C][C]0.022006[/C][C]0.1509[/C][C]0.440363[/C][/ROW]
[ROW][C]34[/C][C]-0.049167[/C][C]-0.3371[/C][C]0.368783[/C][/ROW]
[ROW][C]35[/C][C]-0.036633[/C][C]-0.2511[/C][C]0.4014[/C][/ROW]
[ROW][C]36[/C][C]-0.015436[/C][C]-0.1058[/C][C]0.458086[/C][/ROW]
[ROW][C]37[/C][C]0.009038[/C][C]0.062[/C][C]0.475429[/C][/ROW]
[ROW][C]38[/C][C]0.019326[/C][C]0.1325[/C][C]0.447581[/C][/ROW]
[ROW][C]39[/C][C]0.007554[/C][C]0.0518[/C][C]0.47946[/C][/ROW]
[ROW][C]40[/C][C]0.040221[/C][C]0.2757[/C][C]0.391977[/C][/ROW]
[ROW][C]41[/C][C]-0.075466[/C][C]-0.5174[/C][C]0.303662[/C][/ROW]
[ROW][C]42[/C][C]0.015662[/C][C]0.1074[/C][C]0.457476[/C][/ROW]
[ROW][C]43[/C][C]0.022728[/C][C]0.1558[/C][C]0.438424[/C][/ROW]
[ROW][C]44[/C][C]-0.001458[/C][C]-0.01[/C][C]0.496034[/C][/ROW]
[ROW][C]45[/C][C]-0.005392[/C][C]-0.037[/C][C]0.485336[/C][/ROW]
[ROW][C]46[/C][C]-0.044981[/C][C]-0.3084[/C][C]0.379579[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/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]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30240&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30240&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	-0.182622	-1.252	0.108384
2	-0.031125	-0.2134	0.415976
3	-0.004418	-0.0303	0.487983
4	0.078406	0.5375	0.29672
5	-0.059382	-0.4071	0.342891
6	0.101172	0.6936	0.245673
7	0.10515	0.7209	0.23728
8	-0.029673	-0.2034	0.419838
9	0.00953	0.0653	0.474092
10	-0.145275	-0.996	0.162185
11	0.447602	3.0686	0.001782
12	-0.225773	-1.5478	0.064187
13	-0.108984	-0.7472	0.229345
14	-0.045367	-0.311	0.378581
15	0.072608	0.4978	0.310481
16	-0.183233	-1.2562	0.107629
17	0.068732	0.4712	0.319837
18	-0.050648	-0.3472	0.364987
19	-0.120031	-0.8229	0.207363
20	0.009913	0.068	0.473054
21	-0.036664	-0.2514	0.401319
22	0.163613	1.1217	0.133849
23	-0.154528	-1.0594	0.147419
24	-0.118428	-0.8119	0.210471
25	-0.03934	-0.2697	0.394284
26	0.025022	0.1715	0.432266
27	-0.030279	-0.2076	0.418227
28	0.054122	0.371	0.356136
29	0.027573	0.189	0.425442
30	-0.079684	-0.5463	0.293728
31	0.040441	0.2772	0.391403
32	0.033568	0.2301	0.409495
33	0.022006	0.1509	0.440363
34	-0.049167	-0.3371	0.368783
35	-0.036633	-0.2511	0.4014
36	-0.015436	-0.1058	0.458086
37	0.009038	0.062	0.475429
38	0.019326	0.1325	0.447581
39	0.007554	0.0518	0.47946
40	0.040221	0.2757	0.391977
41	-0.075466	-0.5174	0.303662
42	0.015662	0.1074	0.457476
43	0.022728	0.1558	0.438424
44	-0.001458	-0.01	0.496034
45	-0.005392	-0.037	0.485336
46	-0.044981	-0.3084	0.379579
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.182622	-1.252	0.108384
2	-0.0667	-0.4573	0.324791
3	-0.023549	-0.1614	0.436219
4	0.073839	0.5062	0.307536
5	-0.032627	-0.2237	0.411988
6	0.095285	0.6532	0.258392
7	0.145784	0.9994	0.161349
8	0.023856	0.1636	0.435393
9	0.029644	0.2032	0.419917
10	-0.165977	-1.1379	0.130469
11	0.417554	2.8626	0.003128
12	-0.140001	-0.9598	0.171034
13	-0.181495	-1.2443	0.109785
14	-0.114379	-0.7841	0.218446
15	-0.021955	-0.1505	0.440502
16	-0.126661	-0.8683	0.19481
17	-0.074216	-0.5088	0.306636
18	-0.163647	-1.1219	0.1338
19	-0.092094	-0.6314	0.265431
20	0.018848	0.1292	0.44887
21	0.083502	0.5725	0.28487
22	0.006905	0.0473	0.481223
23	0.031317	0.2147	0.415466
24	-0.04471	-0.3065	0.380283
25	0.017504	0.12	0.452498
26	-0.088628	-0.6076	0.273187
27	0.110643	0.7585	0.22596
28	-0.049589	-0.34	0.3677
29	0.066122	0.4533	0.326206
30	-0.016044	-0.11	0.456443
31	0.012724	0.0872	0.465429
32	0.00497	0.0341	0.486482
33	-0.061663	-0.4227	0.337206
34	-0.033843	-0.232	0.408767
35	-0.022081	-0.1514	0.440163
36	-0.093575	-0.6415	0.262152
37	-0.05124	-0.3513	0.363472
38	-0.092204	-0.6321	0.265187
39	-0.005014	-0.0344	0.486362
40	-0.002988	-0.0205	0.491872
41	-0.014934	-0.1024	0.459444
42	-0.060882	-0.4174	0.339148
43	0.021277	0.1459	0.442325
44	0.033391	0.2289	0.409964
45	0.101665	0.697	0.244625
46	-0.040507	-0.2777	0.39123
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 & -0.182622 & -1.252 & 0.108384 \tabularnewline
2 & -0.0667 & -0.4573 & 0.324791 \tabularnewline
3 & -0.023549 & -0.1614 & 0.436219 \tabularnewline
4 & 0.073839 & 0.5062 & 0.307536 \tabularnewline
5 & -0.032627 & -0.2237 & 0.411988 \tabularnewline
6 & 0.095285 & 0.6532 & 0.258392 \tabularnewline
7 & 0.145784 & 0.9994 & 0.161349 \tabularnewline
8 & 0.023856 & 0.1636 & 0.435393 \tabularnewline
9 & 0.029644 & 0.2032 & 0.419917 \tabularnewline
10 & -0.165977 & -1.1379 & 0.130469 \tabularnewline
11 & 0.417554 & 2.8626 & 0.003128 \tabularnewline
12 & -0.140001 & -0.9598 & 0.171034 \tabularnewline
13 & -0.181495 & -1.2443 & 0.109785 \tabularnewline
14 & -0.114379 & -0.7841 & 0.218446 \tabularnewline
15 & -0.021955 & -0.1505 & 0.440502 \tabularnewline
16 & -0.126661 & -0.8683 & 0.19481 \tabularnewline
17 & -0.074216 & -0.5088 & 0.306636 \tabularnewline
18 & -0.163647 & -1.1219 & 0.1338 \tabularnewline
19 & -0.092094 & -0.6314 & 0.265431 \tabularnewline
20 & 0.018848 & 0.1292 & 0.44887 \tabularnewline
21 & 0.083502 & 0.5725 & 0.28487 \tabularnewline
22 & 0.006905 & 0.0473 & 0.481223 \tabularnewline
23 & 0.031317 & 0.2147 & 0.415466 \tabularnewline
24 & -0.04471 & -0.3065 & 0.380283 \tabularnewline
25 & 0.017504 & 0.12 & 0.452498 \tabularnewline
26 & -0.088628 & -0.6076 & 0.273187 \tabularnewline
27 & 0.110643 & 0.7585 & 0.22596 \tabularnewline
28 & -0.049589 & -0.34 & 0.3677 \tabularnewline
29 & 0.066122 & 0.4533 & 0.326206 \tabularnewline
30 & -0.016044 & -0.11 & 0.456443 \tabularnewline
31 & 0.012724 & 0.0872 & 0.465429 \tabularnewline
32 & 0.00497 & 0.0341 & 0.486482 \tabularnewline
33 & -0.061663 & -0.4227 & 0.337206 \tabularnewline
34 & -0.033843 & -0.232 & 0.408767 \tabularnewline
35 & -0.022081 & -0.1514 & 0.440163 \tabularnewline
36 & -0.093575 & -0.6415 & 0.262152 \tabularnewline
37 & -0.05124 & -0.3513 & 0.363472 \tabularnewline
38 & -0.092204 & -0.6321 & 0.265187 \tabularnewline
39 & -0.005014 & -0.0344 & 0.486362 \tabularnewline
40 & -0.002988 & -0.0205 & 0.491872 \tabularnewline
41 & -0.014934 & -0.1024 & 0.459444 \tabularnewline
42 & -0.060882 & -0.4174 & 0.339148 \tabularnewline
43 & 0.021277 & 0.1459 & 0.442325 \tabularnewline
44 & 0.033391 & 0.2289 & 0.409964 \tabularnewline
45 & 0.101665 & 0.697 & 0.244625 \tabularnewline
46 & -0.040507 & -0.2777 & 0.39123 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30240&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]-0.182622[/C][C]-1.252[/C][C]0.108384[/C][/ROW]
[ROW][C]2[/C][C]-0.0667[/C][C]-0.4573[/C][C]0.324791[/C][/ROW]
[ROW][C]3[/C][C]-0.023549[/C][C]-0.1614[/C][C]0.436219[/C][/ROW]
[ROW][C]4[/C][C]0.073839[/C][C]0.5062[/C][C]0.307536[/C][/ROW]
[ROW][C]5[/C][C]-0.032627[/C][C]-0.2237[/C][C]0.411988[/C][/ROW]
[ROW][C]6[/C][C]0.095285[/C][C]0.6532[/C][C]0.258392[/C][/ROW]
[ROW][C]7[/C][C]0.145784[/C][C]0.9994[/C][C]0.161349[/C][/ROW]
[ROW][C]8[/C][C]0.023856[/C][C]0.1636[/C][C]0.435393[/C][/ROW]
[ROW][C]9[/C][C]0.029644[/C][C]0.2032[/C][C]0.419917[/C][/ROW]
[ROW][C]10[/C][C]-0.165977[/C][C]-1.1379[/C][C]0.130469[/C][/ROW]
[ROW][C]11[/C][C]0.417554[/C][C]2.8626[/C][C]0.003128[/C][/ROW]
[ROW][C]12[/C][C]-0.140001[/C][C]-0.9598[/C][C]0.171034[/C][/ROW]
[ROW][C]13[/C][C]-0.181495[/C][C]-1.2443[/C][C]0.109785[/C][/ROW]
[ROW][C]14[/C][C]-0.114379[/C][C]-0.7841[/C][C]0.218446[/C][/ROW]
[ROW][C]15[/C][C]-0.021955[/C][C]-0.1505[/C][C]0.440502[/C][/ROW]
[ROW][C]16[/C][C]-0.126661[/C][C]-0.8683[/C][C]0.19481[/C][/ROW]
[ROW][C]17[/C][C]-0.074216[/C][C]-0.5088[/C][C]0.306636[/C][/ROW]
[ROW][C]18[/C][C]-0.163647[/C][C]-1.1219[/C][C]0.1338[/C][/ROW]
[ROW][C]19[/C][C]-0.092094[/C][C]-0.6314[/C][C]0.265431[/C][/ROW]
[ROW][C]20[/C][C]0.018848[/C][C]0.1292[/C][C]0.44887[/C][/ROW]
[ROW][C]21[/C][C]0.083502[/C][C]0.5725[/C][C]0.28487[/C][/ROW]
[ROW][C]22[/C][C]0.006905[/C][C]0.0473[/C][C]0.481223[/C][/ROW]
[ROW][C]23[/C][C]0.031317[/C][C]0.2147[/C][C]0.415466[/C][/ROW]
[ROW][C]24[/C][C]-0.04471[/C][C]-0.3065[/C][C]0.380283[/C][/ROW]
[ROW][C]25[/C][C]0.017504[/C][C]0.12[/C][C]0.452498[/C][/ROW]
[ROW][C]26[/C][C]-0.088628[/C][C]-0.6076[/C][C]0.273187[/C][/ROW]
[ROW][C]27[/C][C]0.110643[/C][C]0.7585[/C][C]0.22596[/C][/ROW]
[ROW][C]28[/C][C]-0.049589[/C][C]-0.34[/C][C]0.3677[/C][/ROW]
[ROW][C]29[/C][C]0.066122[/C][C]0.4533[/C][C]0.326206[/C][/ROW]
[ROW][C]30[/C][C]-0.016044[/C][C]-0.11[/C][C]0.456443[/C][/ROW]
[ROW][C]31[/C][C]0.012724[/C][C]0.0872[/C][C]0.465429[/C][/ROW]
[ROW][C]32[/C][C]0.00497[/C][C]0.0341[/C][C]0.486482[/C][/ROW]
[ROW][C]33[/C][C]-0.061663[/C][C]-0.4227[/C][C]0.337206[/C][/ROW]
[ROW][C]34[/C][C]-0.033843[/C][C]-0.232[/C][C]0.408767[/C][/ROW]
[ROW][C]35[/C][C]-0.022081[/C][C]-0.1514[/C][C]0.440163[/C][/ROW]
[ROW][C]36[/C][C]-0.093575[/C][C]-0.6415[/C][C]0.262152[/C][/ROW]
[ROW][C]37[/C][C]-0.05124[/C][C]-0.3513[/C][C]0.363472[/C][/ROW]
[ROW][C]38[/C][C]-0.092204[/C][C]-0.6321[/C][C]0.265187[/C][/ROW]
[ROW][C]39[/C][C]-0.005014[/C][C]-0.0344[/C][C]0.486362[/C][/ROW]
[ROW][C]40[/C][C]-0.002988[/C][C]-0.0205[/C][C]0.491872[/C][/ROW]
[ROW][C]41[/C][C]-0.014934[/C][C]-0.1024[/C][C]0.459444[/C][/ROW]
[ROW][C]42[/C][C]-0.060882[/C][C]-0.4174[/C][C]0.339148[/C][/ROW]
[ROW][C]43[/C][C]0.021277[/C][C]0.1459[/C][C]0.442325[/C][/ROW]
[ROW][C]44[/C][C]0.033391[/C][C]0.2289[/C][C]0.409964[/C][/ROW]
[ROW][C]45[/C][C]0.101665[/C][C]0.697[/C][C]0.244625[/C][/ROW]
[ROW][C]46[/C][C]-0.040507[/C][C]-0.2777[/C][C]0.39123[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/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]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30240&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30240&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	-0.182622	-1.252	0.108384
2	-0.0667	-0.4573	0.324791
3	-0.023549	-0.1614	0.436219
4	0.073839	0.5062	0.307536
5	-0.032627	-0.2237	0.411988
6	0.095285	0.6532	0.258392
7	0.145784	0.9994	0.161349
8	0.023856	0.1636	0.435393
9	0.029644	0.2032	0.419917
10	-0.165977	-1.1379	0.130469
11	0.417554	2.8626	0.003128
12	-0.140001	-0.9598	0.171034
13	-0.181495	-1.2443	0.109785
14	-0.114379	-0.7841	0.218446
15	-0.021955	-0.1505	0.440502
16	-0.126661	-0.8683	0.19481
17	-0.074216	-0.5088	0.306636
18	-0.163647	-1.1219	0.1338
19	-0.092094	-0.6314	0.265431
20	0.018848	0.1292	0.44887
21	0.083502	0.5725	0.28487
22	0.006905	0.0473	0.481223
23	0.031317	0.2147	0.415466
24	-0.04471	-0.3065	0.380283
25	0.017504	0.12	0.452498
26	-0.088628	-0.6076	0.273187
27	0.110643	0.7585	0.22596
28	-0.049589	-0.34	0.3677
29	0.066122	0.4533	0.326206
30	-0.016044	-0.11	0.456443
31	0.012724	0.0872	0.465429
32	0.00497	0.0341	0.486482
33	-0.061663	-0.4227	0.337206
34	-0.033843	-0.232	0.408767
35	-0.022081	-0.1514	0.440163
36	-0.093575	-0.6415	0.262152
37	-0.05124	-0.3513	0.363472
38	-0.092204	-0.6321	0.265187
39	-0.005014	-0.0344	0.486362
40	-0.002988	-0.0205	0.491872
41	-0.014934	-0.1024	0.459444
42	-0.060882	-0.4174	0.339148
43	0.021277	0.1459	0.442325
44	0.033391	0.2289	0.409964
45	0.101665	0.697	0.244625
46	-0.040507	-0.2777	0.39123
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 = -0.3 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 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