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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 10 Dec 2008 08:30:12 -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/10/t1228923045v7pxfm6d0l7ymjm.htm/, Retrieved Sun, 19 May 2024 07:16:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32000, Retrieved Sun, 19 May 2024 07:16:33 +0000

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User-defined keywords

Estimated Impact

125

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 RMPD  [Standard Deviation-Mean Plot] [step 1] [2008-12-08 19:31:21] [5161246d1ccc1b670cc664d03050f084]
F RM D    [Variance Reduction Matrix] [step 2] [2008-12-08 19:34:58] [5161246d1ccc1b670cc664d03050f084]
F RMP       [Spectral Analysis] [step 2] [2008-12-08 19:40:15] [5161246d1ccc1b670cc664d03050f084]
- RMP         [(Partial) Autocorrelation Function] [step 2] [2008-12-08 19:45:51] [5161246d1ccc1b670cc664d03050f084]
F   P           [(Partial) Autocorrelation Function] [step3] [2008-12-08 19:51:58] [5161246d1ccc1b670cc664d03050f084]
-   P               [(Partial) Autocorrelation Function] [Assessment verbet...] [2008-12-10 15:30:12] [b23db733701c4d62df5e228d507c1c6a] [Current]

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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=32000&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=32000&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32000&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	-0.565004	-5.1783	1e-06
2	0.12928	1.1849	0.119706
3	0.063472	0.5817	0.281154
4	-0.082607	-0.7571	0.225552
5	0.069361	0.6357	0.263349
6	-0.058273	-0.5341	0.297348
7	0.03407	0.3123	0.377809
8	-0.164682	-1.5093	0.067483
9	0.280056	2.5668	0.006019
10	-0.24714	-2.2651	0.013041
11	0.132476	1.2142	0.114044
12	-0.154844	-1.4192	0.079775
13	0.034094	0.3125	0.377726
14	0.045886	0.4205	0.337579
15	-0.022298	-0.2044	0.419283
16	0.020563	0.1885	0.425484
17	-0.128477	-1.1775	0.121158
18	0.343836	3.1513	0.001127
19	-0.326641	-2.9937	0.00181
20	0.153273	1.4048	0.081888
21	-0.016887	-0.1548	0.438685
22	-0.104506	-0.9578	0.170453
23	0.277088	2.5396	0.006471
24	-0.241036	-2.2091	0.014944
25	0.050415	0.4621	0.322618
26	0.058747	0.5384	0.295854
27	0.026856	0.2461	0.403086
28	-0.200963	-1.8419	0.034512
29	0.279109	2.5581	0.00616
30	-0.279311	-2.5599	0.00613
31	0.13121	1.2026	0.116262
32	0.07441	0.682	0.248565
33	-0.124959	-1.1453	0.127675
34	0.038387	0.3518	0.362928
35	-0.088369	-0.8099	0.210139
36	0.079489	0.7285	0.234158
37	-0.072628	-0.6656	0.253731
38	0.073963	0.6779	0.249854
39	-0.1397	-1.2804	0.101969
40	0.193289	1.7715	0.04005
41	-0.091645	-0.8399	0.201664
42	-0.008705	-0.0798	0.468298
43	-0.004071	-0.0373	0.485161
44	0.061395	0.5627	0.287572
45	-0.089479	-0.8201	0.207242
46	0.048727	0.4466	0.328161
47	0.13099	1.2005	0.116651
48	-0.234283	-2.1472	0.017328
49	0.200986	1.8421	0.034497
50	-0.062835	-0.5759	0.283115
51	-0.083568	-0.7659	0.222938
52	0.109644	1.0049	0.158915
53	-0.133557	-1.2241	0.112175
54	0.069456	0.6366	0.263066
55	0.006675	0.0612	0.475683
56	-0.007941	-0.0728	0.471077
57	-0.047916	-0.4392	0.330837
58	0.097573	0.8943	0.186867
59	-0.087443	-0.8014	0.212573
60	0.059131	0.5419	0.294646

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.565004 & -5.1783 & 1e-06 \tabularnewline
2 & 0.12928 & 1.1849 & 0.119706 \tabularnewline
3 & 0.063472 & 0.5817 & 0.281154 \tabularnewline
4 & -0.082607 & -0.7571 & 0.225552 \tabularnewline
5 & 0.069361 & 0.6357 & 0.263349 \tabularnewline
6 & -0.058273 & -0.5341 & 0.297348 \tabularnewline
7 & 0.03407 & 0.3123 & 0.377809 \tabularnewline
8 & -0.164682 & -1.5093 & 0.067483 \tabularnewline
9 & 0.280056 & 2.5668 & 0.006019 \tabularnewline
10 & -0.24714 & -2.2651 & 0.013041 \tabularnewline
11 & 0.132476 & 1.2142 & 0.114044 \tabularnewline
12 & -0.154844 & -1.4192 & 0.079775 \tabularnewline
13 & 0.034094 & 0.3125 & 0.377726 \tabularnewline
14 & 0.045886 & 0.4205 & 0.337579 \tabularnewline
15 & -0.022298 & -0.2044 & 0.419283 \tabularnewline
16 & 0.020563 & 0.1885 & 0.425484 \tabularnewline
17 & -0.128477 & -1.1775 & 0.121158 \tabularnewline
18 & 0.343836 & 3.1513 & 0.001127 \tabularnewline
19 & -0.326641 & -2.9937 & 0.00181 \tabularnewline
20 & 0.153273 & 1.4048 & 0.081888 \tabularnewline
21 & -0.016887 & -0.1548 & 0.438685 \tabularnewline
22 & -0.104506 & -0.9578 & 0.170453 \tabularnewline
23 & 0.277088 & 2.5396 & 0.006471 \tabularnewline
24 & -0.241036 & -2.2091 & 0.014944 \tabularnewline
25 & 0.050415 & 0.4621 & 0.322618 \tabularnewline
26 & 0.058747 & 0.5384 & 0.295854 \tabularnewline
27 & 0.026856 & 0.2461 & 0.403086 \tabularnewline
28 & -0.200963 & -1.8419 & 0.034512 \tabularnewline
29 & 0.279109 & 2.5581 & 0.00616 \tabularnewline
30 & -0.279311 & -2.5599 & 0.00613 \tabularnewline
31 & 0.13121 & 1.2026 & 0.116262 \tabularnewline
32 & 0.07441 & 0.682 & 0.248565 \tabularnewline
33 & -0.124959 & -1.1453 & 0.127675 \tabularnewline
34 & 0.038387 & 0.3518 & 0.362928 \tabularnewline
35 & -0.088369 & -0.8099 & 0.210139 \tabularnewline
36 & 0.079489 & 0.7285 & 0.234158 \tabularnewline
37 & -0.072628 & -0.6656 & 0.253731 \tabularnewline
38 & 0.073963 & 0.6779 & 0.249854 \tabularnewline
39 & -0.1397 & -1.2804 & 0.101969 \tabularnewline
40 & 0.193289 & 1.7715 & 0.04005 \tabularnewline
41 & -0.091645 & -0.8399 & 0.201664 \tabularnewline
42 & -0.008705 & -0.0798 & 0.468298 \tabularnewline
43 & -0.004071 & -0.0373 & 0.485161 \tabularnewline
44 & 0.061395 & 0.5627 & 0.287572 \tabularnewline
45 & -0.089479 & -0.8201 & 0.207242 \tabularnewline
46 & 0.048727 & 0.4466 & 0.328161 \tabularnewline
47 & 0.13099 & 1.2005 & 0.116651 \tabularnewline
48 & -0.234283 & -2.1472 & 0.017328 \tabularnewline
49 & 0.200986 & 1.8421 & 0.034497 \tabularnewline
50 & -0.062835 & -0.5759 & 0.283115 \tabularnewline
51 & -0.083568 & -0.7659 & 0.222938 \tabularnewline
52 & 0.109644 & 1.0049 & 0.158915 \tabularnewline
53 & -0.133557 & -1.2241 & 0.112175 \tabularnewline
54 & 0.069456 & 0.6366 & 0.263066 \tabularnewline
55 & 0.006675 & 0.0612 & 0.475683 \tabularnewline
56 & -0.007941 & -0.0728 & 0.471077 \tabularnewline
57 & -0.047916 & -0.4392 & 0.330837 \tabularnewline
58 & 0.097573 & 0.8943 & 0.186867 \tabularnewline
59 & -0.087443 & -0.8014 & 0.212573 \tabularnewline
60 & 0.059131 & 0.5419 & 0.294646 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32000&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]-0.565004[/C][C]-5.1783[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.12928[/C][C]1.1849[/C][C]0.119706[/C][/ROW]
[ROW][C]3[/C][C]0.063472[/C][C]0.5817[/C][C]0.281154[/C][/ROW]
[ROW][C]4[/C][C]-0.082607[/C][C]-0.7571[/C][C]0.225552[/C][/ROW]
[ROW][C]5[/C][C]0.069361[/C][C]0.6357[/C][C]0.263349[/C][/ROW]
[ROW][C]6[/C][C]-0.058273[/C][C]-0.5341[/C][C]0.297348[/C][/ROW]
[ROW][C]7[/C][C]0.03407[/C][C]0.3123[/C][C]0.377809[/C][/ROW]
[ROW][C]8[/C][C]-0.164682[/C][C]-1.5093[/C][C]0.067483[/C][/ROW]
[ROW][C]9[/C][C]0.280056[/C][C]2.5668[/C][C]0.006019[/C][/ROW]
[ROW][C]10[/C][C]-0.24714[/C][C]-2.2651[/C][C]0.013041[/C][/ROW]
[ROW][C]11[/C][C]0.132476[/C][C]1.2142[/C][C]0.114044[/C][/ROW]
[ROW][C]12[/C][C]-0.154844[/C][C]-1.4192[/C][C]0.079775[/C][/ROW]
[ROW][C]13[/C][C]0.034094[/C][C]0.3125[/C][C]0.377726[/C][/ROW]
[ROW][C]14[/C][C]0.045886[/C][C]0.4205[/C][C]0.337579[/C][/ROW]
[ROW][C]15[/C][C]-0.022298[/C][C]-0.2044[/C][C]0.419283[/C][/ROW]
[ROW][C]16[/C][C]0.020563[/C][C]0.1885[/C][C]0.425484[/C][/ROW]
[ROW][C]17[/C][C]-0.128477[/C][C]-1.1775[/C][C]0.121158[/C][/ROW]
[ROW][C]18[/C][C]0.343836[/C][C]3.1513[/C][C]0.001127[/C][/ROW]
[ROW][C]19[/C][C]-0.326641[/C][C]-2.9937[/C][C]0.00181[/C][/ROW]
[ROW][C]20[/C][C]0.153273[/C][C]1.4048[/C][C]0.081888[/C][/ROW]
[ROW][C]21[/C][C]-0.016887[/C][C]-0.1548[/C][C]0.438685[/C][/ROW]
[ROW][C]22[/C][C]-0.104506[/C][C]-0.9578[/C][C]0.170453[/C][/ROW]
[ROW][C]23[/C][C]0.277088[/C][C]2.5396[/C][C]0.006471[/C][/ROW]
[ROW][C]24[/C][C]-0.241036[/C][C]-2.2091[/C][C]0.014944[/C][/ROW]
[ROW][C]25[/C][C]0.050415[/C][C]0.4621[/C][C]0.322618[/C][/ROW]
[ROW][C]26[/C][C]0.058747[/C][C]0.5384[/C][C]0.295854[/C][/ROW]
[ROW][C]27[/C][C]0.026856[/C][C]0.2461[/C][C]0.403086[/C][/ROW]
[ROW][C]28[/C][C]-0.200963[/C][C]-1.8419[/C][C]0.034512[/C][/ROW]
[ROW][C]29[/C][C]0.279109[/C][C]2.5581[/C][C]0.00616[/C][/ROW]
[ROW][C]30[/C][C]-0.279311[/C][C]-2.5599[/C][C]0.00613[/C][/ROW]
[ROW][C]31[/C][C]0.13121[/C][C]1.2026[/C][C]0.116262[/C][/ROW]
[ROW][C]32[/C][C]0.07441[/C][C]0.682[/C][C]0.248565[/C][/ROW]
[ROW][C]33[/C][C]-0.124959[/C][C]-1.1453[/C][C]0.127675[/C][/ROW]
[ROW][C]34[/C][C]0.038387[/C][C]0.3518[/C][C]0.362928[/C][/ROW]
[ROW][C]35[/C][C]-0.088369[/C][C]-0.8099[/C][C]0.210139[/C][/ROW]
[ROW][C]36[/C][C]0.079489[/C][C]0.7285[/C][C]0.234158[/C][/ROW]
[ROW][C]37[/C][C]-0.072628[/C][C]-0.6656[/C][C]0.253731[/C][/ROW]
[ROW][C]38[/C][C]0.073963[/C][C]0.6779[/C][C]0.249854[/C][/ROW]
[ROW][C]39[/C][C]-0.1397[/C][C]-1.2804[/C][C]0.101969[/C][/ROW]
[ROW][C]40[/C][C]0.193289[/C][C]1.7715[/C][C]0.04005[/C][/ROW]
[ROW][C]41[/C][C]-0.091645[/C][C]-0.8399[/C][C]0.201664[/C][/ROW]
[ROW][C]42[/C][C]-0.008705[/C][C]-0.0798[/C][C]0.468298[/C][/ROW]
[ROW][C]43[/C][C]-0.004071[/C][C]-0.0373[/C][C]0.485161[/C][/ROW]
[ROW][C]44[/C][C]0.061395[/C][C]0.5627[/C][C]0.287572[/C][/ROW]
[ROW][C]45[/C][C]-0.089479[/C][C]-0.8201[/C][C]0.207242[/C][/ROW]
[ROW][C]46[/C][C]0.048727[/C][C]0.4466[/C][C]0.328161[/C][/ROW]
[ROW][C]47[/C][C]0.13099[/C][C]1.2005[/C][C]0.116651[/C][/ROW]
[ROW][C]48[/C][C]-0.234283[/C][C]-2.1472[/C][C]0.017328[/C][/ROW]
[ROW][C]49[/C][C]0.200986[/C][C]1.8421[/C][C]0.034497[/C][/ROW]
[ROW][C]50[/C][C]-0.062835[/C][C]-0.5759[/C][C]0.283115[/C][/ROW]
[ROW][C]51[/C][C]-0.083568[/C][C]-0.7659[/C][C]0.222938[/C][/ROW]
[ROW][C]52[/C][C]0.109644[/C][C]1.0049[/C][C]0.158915[/C][/ROW]
[ROW][C]53[/C][C]-0.133557[/C][C]-1.2241[/C][C]0.112175[/C][/ROW]
[ROW][C]54[/C][C]0.069456[/C][C]0.6366[/C][C]0.263066[/C][/ROW]
[ROW][C]55[/C][C]0.006675[/C][C]0.0612[/C][C]0.475683[/C][/ROW]
[ROW][C]56[/C][C]-0.007941[/C][C]-0.0728[/C][C]0.471077[/C][/ROW]
[ROW][C]57[/C][C]-0.047916[/C][C]-0.4392[/C][C]0.330837[/C][/ROW]
[ROW][C]58[/C][C]0.097573[/C][C]0.8943[/C][C]0.186867[/C][/ROW]
[ROW][C]59[/C][C]-0.087443[/C][C]-0.8014[/C][C]0.212573[/C][/ROW]
[ROW][C]60[/C][C]0.059131[/C][C]0.5419[/C][C]0.294646[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32000&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32000&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	-0.565004	-5.1783	1e-06
2	0.12928	1.1849	0.119706
3	0.063472	0.5817	0.281154
4	-0.082607	-0.7571	0.225552
5	0.069361	0.6357	0.263349
6	-0.058273	-0.5341	0.297348
7	0.03407	0.3123	0.377809
8	-0.164682	-1.5093	0.067483
9	0.280056	2.5668	0.006019
10	-0.24714	-2.2651	0.013041
11	0.132476	1.2142	0.114044
12	-0.154844	-1.4192	0.079775
13	0.034094	0.3125	0.377726
14	0.045886	0.4205	0.337579
15	-0.022298	-0.2044	0.419283
16	0.020563	0.1885	0.425484
17	-0.128477	-1.1775	0.121158
18	0.343836	3.1513	0.001127
19	-0.326641	-2.9937	0.00181
20	0.153273	1.4048	0.081888
21	-0.016887	-0.1548	0.438685
22	-0.104506	-0.9578	0.170453
23	0.277088	2.5396	0.006471
24	-0.241036	-2.2091	0.014944
25	0.050415	0.4621	0.322618
26	0.058747	0.5384	0.295854
27	0.026856	0.2461	0.403086
28	-0.200963	-1.8419	0.034512
29	0.279109	2.5581	0.00616
30	-0.279311	-2.5599	0.00613
31	0.13121	1.2026	0.116262
32	0.07441	0.682	0.248565
33	-0.124959	-1.1453	0.127675
34	0.038387	0.3518	0.362928
35	-0.088369	-0.8099	0.210139
36	0.079489	0.7285	0.234158
37	-0.072628	-0.6656	0.253731
38	0.073963	0.6779	0.249854
39	-0.1397	-1.2804	0.101969
40	0.193289	1.7715	0.04005
41	-0.091645	-0.8399	0.201664
42	-0.008705	-0.0798	0.468298
43	-0.004071	-0.0373	0.485161
44	0.061395	0.5627	0.287572
45	-0.089479	-0.8201	0.207242
46	0.048727	0.4466	0.328161
47	0.13099	1.2005	0.116651
48	-0.234283	-2.1472	0.017328
49	0.200986	1.8421	0.034497
50	-0.062835	-0.5759	0.283115
51	-0.083568	-0.7659	0.222938
52	0.109644	1.0049	0.158915
53	-0.133557	-1.2241	0.112175
54	0.069456	0.6366	0.263066
55	0.006675	0.0612	0.475683
56	-0.007941	-0.0728	0.471077
57	-0.047916	-0.4392	0.330837
58	0.097573	0.8943	0.186867
59	-0.087443	-0.8014	0.212573
60	0.059131	0.5419	0.294646

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.565004	-5.1783	1e-06
2	-0.279023	-2.5573	0.006173
3	-0.0012	-0.011	0.495627
4	-0.00193	-0.0177	0.492964
5	0.042501	0.3895	0.348934
6	-0.018494	-0.1695	0.432904
7	-0.005641	-0.0517	0.479443
8	-0.250801	-2.2986	0.012005
9	0.102756	0.9418	0.174505
10	-0.023524	-0.2156	0.414911
11	0.036928	0.3385	0.367933
12	-0.224133	-2.0542	0.021532
13	-0.204732	-1.8764	0.032037
14	-0.120419	-1.1037	0.136447
15	0.059388	0.5443	0.293838
16	0.065899	0.604	0.273743
17	-0.117053	-1.0728	0.143215
18	0.211764	1.9408	0.027815
19	8.9e-05	8e-04	0.499675
20	-0.09478	-0.8687	0.19375
21	-0.017834	-0.1635	0.435276
22	-0.108659	-0.9959	0.161085
23	0.254755	2.3349	0.010968
24	0.023	0.2108	0.416776
25	-0.144123	-1.3209	0.09506
26	0.030191	0.2767	0.391344
27	0.070299	0.6443	0.260568
28	-0.142697	-1.3078	0.097249
29	0.149119	1.3667	0.087684
30	-0.009743	-0.0893	0.46453
31	0.037891	0.3473	0.364625
32	-0.056031	-0.5135	0.304462
33	0.024845	0.2277	0.410215
34	-0.031961	-0.2929	0.385151
35	-0.089222	-0.8177	0.207912
36	-0.265382	-2.4323	0.008564
37	-0.006245	-0.0572	0.477247
38	0.01289	0.1181	0.453121
39	-0.107502	-0.9853	0.16366
40	0.100474	0.9209	0.179879
41	-0.108532	-0.9947	0.161366
42	-6.4e-05	-6e-04	0.499768
43	-0.089343	-0.8188	0.207598
44	-0.017914	-0.1642	0.434992
45	-0.036332	-0.333	0.369988
46	-0.039675	-0.3636	0.358523
47	0.031468	0.2884	0.386873
48	-0.000575	-0.0053	0.497905
49	-0.135385	-1.2408	0.109062
50	-0.010925	-0.1001	0.460239
51	-0.022577	-0.2069	0.418285
52	0.003372	0.0309	0.48771
53	-0.019278	-0.1767	0.43009
54	-0.034704	-0.3181	0.375611
55	-0.1292	-1.1841	0.11985
56	-0.01744	-0.1598	0.436695
57	0.097969	0.8979	0.185903
58	-0.031572	-0.2894	0.38651
59	0.102713	0.9414	0.174604
60	-0.003548	-0.0325	0.487069

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.565004 & -5.1783 & 1e-06 \tabularnewline
2 & -0.279023 & -2.5573 & 0.006173 \tabularnewline
3 & -0.0012 & -0.011 & 0.495627 \tabularnewline
4 & -0.00193 & -0.0177 & 0.492964 \tabularnewline
5 & 0.042501 & 0.3895 & 0.348934 \tabularnewline
6 & -0.018494 & -0.1695 & 0.432904 \tabularnewline
7 & -0.005641 & -0.0517 & 0.479443 \tabularnewline
8 & -0.250801 & -2.2986 & 0.012005 \tabularnewline
9 & 0.102756 & 0.9418 & 0.174505 \tabularnewline
10 & -0.023524 & -0.2156 & 0.414911 \tabularnewline
11 & 0.036928 & 0.3385 & 0.367933 \tabularnewline
12 & -0.224133 & -2.0542 & 0.021532 \tabularnewline
13 & -0.204732 & -1.8764 & 0.032037 \tabularnewline
14 & -0.120419 & -1.1037 & 0.136447 \tabularnewline
15 & 0.059388 & 0.5443 & 0.293838 \tabularnewline
16 & 0.065899 & 0.604 & 0.273743 \tabularnewline
17 & -0.117053 & -1.0728 & 0.143215 \tabularnewline
18 & 0.211764 & 1.9408 & 0.027815 \tabularnewline
19 & 8.9e-05 & 8e-04 & 0.499675 \tabularnewline
20 & -0.09478 & -0.8687 & 0.19375 \tabularnewline
21 & -0.017834 & -0.1635 & 0.435276 \tabularnewline
22 & -0.108659 & -0.9959 & 0.161085 \tabularnewline
23 & 0.254755 & 2.3349 & 0.010968 \tabularnewline
24 & 0.023 & 0.2108 & 0.416776 \tabularnewline
25 & -0.144123 & -1.3209 & 0.09506 \tabularnewline
26 & 0.030191 & 0.2767 & 0.391344 \tabularnewline
27 & 0.070299 & 0.6443 & 0.260568 \tabularnewline
28 & -0.142697 & -1.3078 & 0.097249 \tabularnewline
29 & 0.149119 & 1.3667 & 0.087684 \tabularnewline
30 & -0.009743 & -0.0893 & 0.46453 \tabularnewline
31 & 0.037891 & 0.3473 & 0.364625 \tabularnewline
32 & -0.056031 & -0.5135 & 0.304462 \tabularnewline
33 & 0.024845 & 0.2277 & 0.410215 \tabularnewline
34 & -0.031961 & -0.2929 & 0.385151 \tabularnewline
35 & -0.089222 & -0.8177 & 0.207912 \tabularnewline
36 & -0.265382 & -2.4323 & 0.008564 \tabularnewline
37 & -0.006245 & -0.0572 & 0.477247 \tabularnewline
38 & 0.01289 & 0.1181 & 0.453121 \tabularnewline
39 & -0.107502 & -0.9853 & 0.16366 \tabularnewline
40 & 0.100474 & 0.9209 & 0.179879 \tabularnewline
41 & -0.108532 & -0.9947 & 0.161366 \tabularnewline
42 & -6.4e-05 & -6e-04 & 0.499768 \tabularnewline
43 & -0.089343 & -0.8188 & 0.207598 \tabularnewline
44 & -0.017914 & -0.1642 & 0.434992 \tabularnewline
45 & -0.036332 & -0.333 & 0.369988 \tabularnewline
46 & -0.039675 & -0.3636 & 0.358523 \tabularnewline
47 & 0.031468 & 0.2884 & 0.386873 \tabularnewline
48 & -0.000575 & -0.0053 & 0.497905 \tabularnewline
49 & -0.135385 & -1.2408 & 0.109062 \tabularnewline
50 & -0.010925 & -0.1001 & 0.460239 \tabularnewline
51 & -0.022577 & -0.2069 & 0.418285 \tabularnewline
52 & 0.003372 & 0.0309 & 0.48771 \tabularnewline
53 & -0.019278 & -0.1767 & 0.43009 \tabularnewline
54 & -0.034704 & -0.3181 & 0.375611 \tabularnewline
55 & -0.1292 & -1.1841 & 0.11985 \tabularnewline
56 & -0.01744 & -0.1598 & 0.436695 \tabularnewline
57 & 0.097969 & 0.8979 & 0.185903 \tabularnewline
58 & -0.031572 & -0.2894 & 0.38651 \tabularnewline
59 & 0.102713 & 0.9414 & 0.174604 \tabularnewline
60 & -0.003548 & -0.0325 & 0.487069 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32000&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]-0.565004[/C][C]-5.1783[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.279023[/C][C]-2.5573[/C][C]0.006173[/C][/ROW]
[ROW][C]3[/C][C]-0.0012[/C][C]-0.011[/C][C]0.495627[/C][/ROW]
[ROW][C]4[/C][C]-0.00193[/C][C]-0.0177[/C][C]0.492964[/C][/ROW]
[ROW][C]5[/C][C]0.042501[/C][C]0.3895[/C][C]0.348934[/C][/ROW]
[ROW][C]6[/C][C]-0.018494[/C][C]-0.1695[/C][C]0.432904[/C][/ROW]
[ROW][C]7[/C][C]-0.005641[/C][C]-0.0517[/C][C]0.479443[/C][/ROW]
[ROW][C]8[/C][C]-0.250801[/C][C]-2.2986[/C][C]0.012005[/C][/ROW]
[ROW][C]9[/C][C]0.102756[/C][C]0.9418[/C][C]0.174505[/C][/ROW]
[ROW][C]10[/C][C]-0.023524[/C][C]-0.2156[/C][C]0.414911[/C][/ROW]
[ROW][C]11[/C][C]0.036928[/C][C]0.3385[/C][C]0.367933[/C][/ROW]
[ROW][C]12[/C][C]-0.224133[/C][C]-2.0542[/C][C]0.021532[/C][/ROW]
[ROW][C]13[/C][C]-0.204732[/C][C]-1.8764[/C][C]0.032037[/C][/ROW]
[ROW][C]14[/C][C]-0.120419[/C][C]-1.1037[/C][C]0.136447[/C][/ROW]
[ROW][C]15[/C][C]0.059388[/C][C]0.5443[/C][C]0.293838[/C][/ROW]
[ROW][C]16[/C][C]0.065899[/C][C]0.604[/C][C]0.273743[/C][/ROW]
[ROW][C]17[/C][C]-0.117053[/C][C]-1.0728[/C][C]0.143215[/C][/ROW]
[ROW][C]18[/C][C]0.211764[/C][C]1.9408[/C][C]0.027815[/C][/ROW]
[ROW][C]19[/C][C]8.9e-05[/C][C]8e-04[/C][C]0.499675[/C][/ROW]
[ROW][C]20[/C][C]-0.09478[/C][C]-0.8687[/C][C]0.19375[/C][/ROW]
[ROW][C]21[/C][C]-0.017834[/C][C]-0.1635[/C][C]0.435276[/C][/ROW]
[ROW][C]22[/C][C]-0.108659[/C][C]-0.9959[/C][C]0.161085[/C][/ROW]
[ROW][C]23[/C][C]0.254755[/C][C]2.3349[/C][C]0.010968[/C][/ROW]
[ROW][C]24[/C][C]0.023[/C][C]0.2108[/C][C]0.416776[/C][/ROW]
[ROW][C]25[/C][C]-0.144123[/C][C]-1.3209[/C][C]0.09506[/C][/ROW]
[ROW][C]26[/C][C]0.030191[/C][C]0.2767[/C][C]0.391344[/C][/ROW]
[ROW][C]27[/C][C]0.070299[/C][C]0.6443[/C][C]0.260568[/C][/ROW]
[ROW][C]28[/C][C]-0.142697[/C][C]-1.3078[/C][C]0.097249[/C][/ROW]
[ROW][C]29[/C][C]0.149119[/C][C]1.3667[/C][C]0.087684[/C][/ROW]
[ROW][C]30[/C][C]-0.009743[/C][C]-0.0893[/C][C]0.46453[/C][/ROW]
[ROW][C]31[/C][C]0.037891[/C][C]0.3473[/C][C]0.364625[/C][/ROW]
[ROW][C]32[/C][C]-0.056031[/C][C]-0.5135[/C][C]0.304462[/C][/ROW]
[ROW][C]33[/C][C]0.024845[/C][C]0.2277[/C][C]0.410215[/C][/ROW]
[ROW][C]34[/C][C]-0.031961[/C][C]-0.2929[/C][C]0.385151[/C][/ROW]
[ROW][C]35[/C][C]-0.089222[/C][C]-0.8177[/C][C]0.207912[/C][/ROW]
[ROW][C]36[/C][C]-0.265382[/C][C]-2.4323[/C][C]0.008564[/C][/ROW]
[ROW][C]37[/C][C]-0.006245[/C][C]-0.0572[/C][C]0.477247[/C][/ROW]
[ROW][C]38[/C][C]0.01289[/C][C]0.1181[/C][C]0.453121[/C][/ROW]
[ROW][C]39[/C][C]-0.107502[/C][C]-0.9853[/C][C]0.16366[/C][/ROW]
[ROW][C]40[/C][C]0.100474[/C][C]0.9209[/C][C]0.179879[/C][/ROW]
[ROW][C]41[/C][C]-0.108532[/C][C]-0.9947[/C][C]0.161366[/C][/ROW]
[ROW][C]42[/C][C]-6.4e-05[/C][C]-6e-04[/C][C]0.499768[/C][/ROW]
[ROW][C]43[/C][C]-0.089343[/C][C]-0.8188[/C][C]0.207598[/C][/ROW]
[ROW][C]44[/C][C]-0.017914[/C][C]-0.1642[/C][C]0.434992[/C][/ROW]
[ROW][C]45[/C][C]-0.036332[/C][C]-0.333[/C][C]0.369988[/C][/ROW]
[ROW][C]46[/C][C]-0.039675[/C][C]-0.3636[/C][C]0.358523[/C][/ROW]
[ROW][C]47[/C][C]0.031468[/C][C]0.2884[/C][C]0.386873[/C][/ROW]
[ROW][C]48[/C][C]-0.000575[/C][C]-0.0053[/C][C]0.497905[/C][/ROW]
[ROW][C]49[/C][C]-0.135385[/C][C]-1.2408[/C][C]0.109062[/C][/ROW]
[ROW][C]50[/C][C]-0.010925[/C][C]-0.1001[/C][C]0.460239[/C][/ROW]
[ROW][C]51[/C][C]-0.022577[/C][C]-0.2069[/C][C]0.418285[/C][/ROW]
[ROW][C]52[/C][C]0.003372[/C][C]0.0309[/C][C]0.48771[/C][/ROW]
[ROW][C]53[/C][C]-0.019278[/C][C]-0.1767[/C][C]0.43009[/C][/ROW]
[ROW][C]54[/C][C]-0.034704[/C][C]-0.3181[/C][C]0.375611[/C][/ROW]
[ROW][C]55[/C][C]-0.1292[/C][C]-1.1841[/C][C]0.11985[/C][/ROW]
[ROW][C]56[/C][C]-0.01744[/C][C]-0.1598[/C][C]0.436695[/C][/ROW]
[ROW][C]57[/C][C]0.097969[/C][C]0.8979[/C][C]0.185903[/C][/ROW]
[ROW][C]58[/C][C]-0.031572[/C][C]-0.2894[/C][C]0.38651[/C][/ROW]
[ROW][C]59[/C][C]0.102713[/C][C]0.9414[/C][C]0.174604[/C][/ROW]
[ROW][C]60[/C][C]-0.003548[/C][C]-0.0325[/C][C]0.487069[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32000&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32000&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	-0.565004	-5.1783	1e-06
2	-0.279023	-2.5573	0.006173
3	-0.0012	-0.011	0.495627
4	-0.00193	-0.0177	0.492964
5	0.042501	0.3895	0.348934
6	-0.018494	-0.1695	0.432904
7	-0.005641	-0.0517	0.479443
8	-0.250801	-2.2986	0.012005
9	0.102756	0.9418	0.174505
10	-0.023524	-0.2156	0.414911
11	0.036928	0.3385	0.367933
12	-0.224133	-2.0542	0.021532
13	-0.204732	-1.8764	0.032037
14	-0.120419	-1.1037	0.136447
15	0.059388	0.5443	0.293838
16	0.065899	0.604	0.273743
17	-0.117053	-1.0728	0.143215
18	0.211764	1.9408	0.027815
19	8.9e-05	8e-04	0.499675
20	-0.09478	-0.8687	0.19375
21	-0.017834	-0.1635	0.435276
22	-0.108659	-0.9959	0.161085
23	0.254755	2.3349	0.010968
24	0.023	0.2108	0.416776
25	-0.144123	-1.3209	0.09506
26	0.030191	0.2767	0.391344
27	0.070299	0.6443	0.260568
28	-0.142697	-1.3078	0.097249
29	0.149119	1.3667	0.087684
30	-0.009743	-0.0893	0.46453
31	0.037891	0.3473	0.364625
32	-0.056031	-0.5135	0.304462
33	0.024845	0.2277	0.410215
34	-0.031961	-0.2929	0.385151
35	-0.089222	-0.8177	0.207912
36	-0.265382	-2.4323	0.008564
37	-0.006245	-0.0572	0.477247
38	0.01289	0.1181	0.453121
39	-0.107502	-0.9853	0.16366
40	0.100474	0.9209	0.179879
41	-0.108532	-0.9947	0.161366
42	-6.4e-05	-6e-04	0.499768
43	-0.089343	-0.8188	0.207598
44	-0.017914	-0.1642	0.434992
45	-0.036332	-0.333	0.369988
46	-0.039675	-0.3636	0.358523
47	0.031468	0.2884	0.386873
48	-0.000575	-0.0053	0.497905
49	-0.135385	-1.2408	0.109062
50	-0.010925	-0.1001	0.460239
51	-0.022577	-0.2069	0.418285
52	0.003372	0.0309	0.48771
53	-0.019278	-0.1767	0.43009
54	-0.034704	-0.3181	0.375611
55	-0.1292	-1.1841	0.11985
56	-0.01744	-0.1598	0.436695
57	0.097969	0.8979	0.185903
58	-0.031572	-0.2894	0.38651
59	0.102713	0.9414	0.174604
60	-0.003548	-0.0325	0.487069

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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