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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 08:08:36 -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/11/t1229008167ixrjswj7306tn3x.htm/, Retrieved Sun, 19 May 2024 07:18:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32296, Retrieved Sun, 19 May 2024 07:18:05 +0000

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IsPrivate?

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User-defined keywords

Partial autcorrelation function d=1 en D=1 Paper

Estimated Impact

202

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

-     [(Partial) Autocorrelation Function] [Partial autcorrel...] [2008-12-11 14:30:55] [12d343c4448a5f9e527bb31caeac580b]
-   PD  [(Partial) Autocorrelation Function] [Partial autcorrel...] [2008-12-11 14:53:43] [12d343c4448a5f9e527bb31caeac580b]
-   P       [(Partial) Autocorrelation Function] [Partial autcorrel...] [2008-12-11 15:08:36] [0cdfeda4aa2f9e551c2e529c44a404df] [Current]
-  MPD        [(Partial) Autocorrelation Function] [Acf ] [2009-12-14 21:28:47] [ba905ddf7cdf9ecb063c35348c4dab2e] 
-   PD          [(Partial) Autocorrelation Function] [ACF en PACF ARMA ] [2009-12-15 19:22:33] [ba905ddf7cdf9ecb063c35348c4dab2e] 
-   P             [(Partial) Autocorrelation Function] [arma] [2009-12-24 17:52:50] [ba905ddf7cdf9ecb063c35348c4dab2e] 

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32296&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32296&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32296&T=0

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.491762	-3.3714	0.000752
2	0.087785	0.6018	0.275091
3	0.117916	0.8084	0.21147
4	-0.084371	-0.5784	0.282872
5	0.017076	0.1171	0.453653
6	0.16432	1.1265	0.132832
7	-0.220537	-1.5119	0.068624
8	0.139084	0.9535	0.172605
9	0.125032	0.8572	0.197849
10	-0.152775	-1.0474	0.150142
11	0.106057	0.7271	0.235388
12	-0.183936	-1.261	0.106766
13	0.013964	0.0957	0.462071
14	0.133798	0.9173	0.181841
15	-0.070053	-0.4803	0.316636
16	-0.161076	-1.1043	0.137546
17	0.168675	1.1564	0.126686
18	-0.068549	-0.4699	0.320282
19	-0.032375	-0.2219	0.412657
20	0.004799	0.0329	0.486946
21	-0.044333	-0.3039	0.38126
22	-0.043308	-0.2969	0.383924
23	0.032482	0.2227	0.412373
24	0.037994	0.2605	0.397819
25	-0.218	-1.4945	0.07086
26	0.13766	0.9438	0.175062
27	-0.052559	-0.3603	0.360109
28	0.007979	0.0547	0.478305
29	0.00827	0.0567	0.477513
30	-0.089327	-0.6124	0.271614
31	0.049998	0.3428	0.366651
32	0.070762	0.4851	0.314923
33	-0.102569	-0.7032	0.242708
34	0.068449	0.4693	0.320525
35	0.00692	0.0474	0.481182
36	-0.012651	-0.0867	0.465627
37	0.030873	0.2117	0.416646
38	0.001983	0.0136	0.494604
39	-0.033771	-0.2315	0.408958
40	0.047107	0.323	0.374082
41	0.011511	0.0789	0.468717
42	-0.03409	-0.2337	0.408114
43	0.011498	0.0788	0.468751
44	0.008243	0.0565	0.477588
45	-0.010875	-0.0746	0.470442
46	-0.00332	-0.0228	0.49097
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 & -0.491762 & -3.3714 & 0.000752 \tabularnewline
2 & 0.087785 & 0.6018 & 0.275091 \tabularnewline
3 & 0.117916 & 0.8084 & 0.21147 \tabularnewline
4 & -0.084371 & -0.5784 & 0.282872 \tabularnewline
5 & 0.017076 & 0.1171 & 0.453653 \tabularnewline
6 & 0.16432 & 1.1265 & 0.132832 \tabularnewline
7 & -0.220537 & -1.5119 & 0.068624 \tabularnewline
8 & 0.139084 & 0.9535 & 0.172605 \tabularnewline
9 & 0.125032 & 0.8572 & 0.197849 \tabularnewline
10 & -0.152775 & -1.0474 & 0.150142 \tabularnewline
11 & 0.106057 & 0.7271 & 0.235388 \tabularnewline
12 & -0.183936 & -1.261 & 0.106766 \tabularnewline
13 & 0.013964 & 0.0957 & 0.462071 \tabularnewline
14 & 0.133798 & 0.9173 & 0.181841 \tabularnewline
15 & -0.070053 & -0.4803 & 0.316636 \tabularnewline
16 & -0.161076 & -1.1043 & 0.137546 \tabularnewline
17 & 0.168675 & 1.1564 & 0.126686 \tabularnewline
18 & -0.068549 & -0.4699 & 0.320282 \tabularnewline
19 & -0.032375 & -0.2219 & 0.412657 \tabularnewline
20 & 0.004799 & 0.0329 & 0.486946 \tabularnewline
21 & -0.044333 & -0.3039 & 0.38126 \tabularnewline
22 & -0.043308 & -0.2969 & 0.383924 \tabularnewline
23 & 0.032482 & 0.2227 & 0.412373 \tabularnewline
24 & 0.037994 & 0.2605 & 0.397819 \tabularnewline
25 & -0.218 & -1.4945 & 0.07086 \tabularnewline
26 & 0.13766 & 0.9438 & 0.175062 \tabularnewline
27 & -0.052559 & -0.3603 & 0.360109 \tabularnewline
28 & 0.007979 & 0.0547 & 0.478305 \tabularnewline
29 & 0.00827 & 0.0567 & 0.477513 \tabularnewline
30 & -0.089327 & -0.6124 & 0.271614 \tabularnewline
31 & 0.049998 & 0.3428 & 0.366651 \tabularnewline
32 & 0.070762 & 0.4851 & 0.314923 \tabularnewline
33 & -0.102569 & -0.7032 & 0.242708 \tabularnewline
34 & 0.068449 & 0.4693 & 0.320525 \tabularnewline
35 & 0.00692 & 0.0474 & 0.481182 \tabularnewline
36 & -0.012651 & -0.0867 & 0.465627 \tabularnewline
37 & 0.030873 & 0.2117 & 0.416646 \tabularnewline
38 & 0.001983 & 0.0136 & 0.494604 \tabularnewline
39 & -0.033771 & -0.2315 & 0.408958 \tabularnewline
40 & 0.047107 & 0.323 & 0.374082 \tabularnewline
41 & 0.011511 & 0.0789 & 0.468717 \tabularnewline
42 & -0.03409 & -0.2337 & 0.408114 \tabularnewline
43 & 0.011498 & 0.0788 & 0.468751 \tabularnewline
44 & 0.008243 & 0.0565 & 0.477588 \tabularnewline
45 & -0.010875 & -0.0746 & 0.470442 \tabularnewline
46 & -0.00332 & -0.0228 & 0.49097 \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=32296&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]-0.491762[/C][C]-3.3714[/C][C]0.000752[/C][/ROW]
[ROW][C]2[/C][C]0.087785[/C][C]0.6018[/C][C]0.275091[/C][/ROW]
[ROW][C]3[/C][C]0.117916[/C][C]0.8084[/C][C]0.21147[/C][/ROW]
[ROW][C]4[/C][C]-0.084371[/C][C]-0.5784[/C][C]0.282872[/C][/ROW]
[ROW][C]5[/C][C]0.017076[/C][C]0.1171[/C][C]0.453653[/C][/ROW]
[ROW][C]6[/C][C]0.16432[/C][C]1.1265[/C][C]0.132832[/C][/ROW]
[ROW][C]7[/C][C]-0.220537[/C][C]-1.5119[/C][C]0.068624[/C][/ROW]
[ROW][C]8[/C][C]0.139084[/C][C]0.9535[/C][C]0.172605[/C][/ROW]
[ROW][C]9[/C][C]0.125032[/C][C]0.8572[/C][C]0.197849[/C][/ROW]
[ROW][C]10[/C][C]-0.152775[/C][C]-1.0474[/C][C]0.150142[/C][/ROW]
[ROW][C]11[/C][C]0.106057[/C][C]0.7271[/C][C]0.235388[/C][/ROW]
[ROW][C]12[/C][C]-0.183936[/C][C]-1.261[/C][C]0.106766[/C][/ROW]
[ROW][C]13[/C][C]0.013964[/C][C]0.0957[/C][C]0.462071[/C][/ROW]
[ROW][C]14[/C][C]0.133798[/C][C]0.9173[/C][C]0.181841[/C][/ROW]
[ROW][C]15[/C][C]-0.070053[/C][C]-0.4803[/C][C]0.316636[/C][/ROW]
[ROW][C]16[/C][C]-0.161076[/C][C]-1.1043[/C][C]0.137546[/C][/ROW]
[ROW][C]17[/C][C]0.168675[/C][C]1.1564[/C][C]0.126686[/C][/ROW]
[ROW][C]18[/C][C]-0.068549[/C][C]-0.4699[/C][C]0.320282[/C][/ROW]
[ROW][C]19[/C][C]-0.032375[/C][C]-0.2219[/C][C]0.412657[/C][/ROW]
[ROW][C]20[/C][C]0.004799[/C][C]0.0329[/C][C]0.486946[/C][/ROW]
[ROW][C]21[/C][C]-0.044333[/C][C]-0.3039[/C][C]0.38126[/C][/ROW]
[ROW][C]22[/C][C]-0.043308[/C][C]-0.2969[/C][C]0.383924[/C][/ROW]
[ROW][C]23[/C][C]0.032482[/C][C]0.2227[/C][C]0.412373[/C][/ROW]
[ROW][C]24[/C][C]0.037994[/C][C]0.2605[/C][C]0.397819[/C][/ROW]
[ROW][C]25[/C][C]-0.218[/C][C]-1.4945[/C][C]0.07086[/C][/ROW]
[ROW][C]26[/C][C]0.13766[/C][C]0.9438[/C][C]0.175062[/C][/ROW]
[ROW][C]27[/C][C]-0.052559[/C][C]-0.3603[/C][C]0.360109[/C][/ROW]
[ROW][C]28[/C][C]0.007979[/C][C]0.0547[/C][C]0.478305[/C][/ROW]
[ROW][C]29[/C][C]0.00827[/C][C]0.0567[/C][C]0.477513[/C][/ROW]
[ROW][C]30[/C][C]-0.089327[/C][C]-0.6124[/C][C]0.271614[/C][/ROW]
[ROW][C]31[/C][C]0.049998[/C][C]0.3428[/C][C]0.366651[/C][/ROW]
[ROW][C]32[/C][C]0.070762[/C][C]0.4851[/C][C]0.314923[/C][/ROW]
[ROW][C]33[/C][C]-0.102569[/C][C]-0.7032[/C][C]0.242708[/C][/ROW]
[ROW][C]34[/C][C]0.068449[/C][C]0.4693[/C][C]0.320525[/C][/ROW]
[ROW][C]35[/C][C]0.00692[/C][C]0.0474[/C][C]0.481182[/C][/ROW]
[ROW][C]36[/C][C]-0.012651[/C][C]-0.0867[/C][C]0.465627[/C][/ROW]
[ROW][C]37[/C][C]0.030873[/C][C]0.2117[/C][C]0.416646[/C][/ROW]
[ROW][C]38[/C][C]0.001983[/C][C]0.0136[/C][C]0.494604[/C][/ROW]
[ROW][C]39[/C][C]-0.033771[/C][C]-0.2315[/C][C]0.408958[/C][/ROW]
[ROW][C]40[/C][C]0.047107[/C][C]0.323[/C][C]0.374082[/C][/ROW]
[ROW][C]41[/C][C]0.011511[/C][C]0.0789[/C][C]0.468717[/C][/ROW]
[ROW][C]42[/C][C]-0.03409[/C][C]-0.2337[/C][C]0.408114[/C][/ROW]
[ROW][C]43[/C][C]0.011498[/C][C]0.0788[/C][C]0.468751[/C][/ROW]
[ROW][C]44[/C][C]0.008243[/C][C]0.0565[/C][C]0.477588[/C][/ROW]
[ROW][C]45[/C][C]-0.010875[/C][C]-0.0746[/C][C]0.470442[/C][/ROW]
[ROW][C]46[/C][C]-0.00332[/C][C]-0.0228[/C][C]0.49097[/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=32296&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32296&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	-0.491762	-3.3714	0.000752
2	0.087785	0.6018	0.275091
3	0.117916	0.8084	0.21147
4	-0.084371	-0.5784	0.282872
5	0.017076	0.1171	0.453653
6	0.16432	1.1265	0.132832
7	-0.220537	-1.5119	0.068624
8	0.139084	0.9535	0.172605
9	0.125032	0.8572	0.197849
10	-0.152775	-1.0474	0.150142
11	0.106057	0.7271	0.235388
12	-0.183936	-1.261	0.106766
13	0.013964	0.0957	0.462071
14	0.133798	0.9173	0.181841
15	-0.070053	-0.4803	0.316636
16	-0.161076	-1.1043	0.137546
17	0.168675	1.1564	0.126686
18	-0.068549	-0.4699	0.320282
19	-0.032375	-0.2219	0.412657
20	0.004799	0.0329	0.486946
21	-0.044333	-0.3039	0.38126
22	-0.043308	-0.2969	0.383924
23	0.032482	0.2227	0.412373
24	0.037994	0.2605	0.397819
25	-0.218	-1.4945	0.07086
26	0.13766	0.9438	0.175062
27	-0.052559	-0.3603	0.360109
28	0.007979	0.0547	0.478305
29	0.00827	0.0567	0.477513
30	-0.089327	-0.6124	0.271614
31	0.049998	0.3428	0.366651
32	0.070762	0.4851	0.314923
33	-0.102569	-0.7032	0.242708
34	0.068449	0.4693	0.320525
35	0.00692	0.0474	0.481182
36	-0.012651	-0.0867	0.465627
37	0.030873	0.2117	0.416646
38	0.001983	0.0136	0.494604
39	-0.033771	-0.2315	0.408958
40	0.047107	0.323	0.374082
41	0.011511	0.0789	0.468717
42	-0.03409	-0.2337	0.408114
43	0.011498	0.0788	0.468751
44	0.008243	0.0565	0.477588
45	-0.010875	-0.0746	0.470442
46	-0.00332	-0.0228	0.49097
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	-0.491762	-3.3714	0.000752
2	-0.20318	-1.3929	0.085097
3	0.096221	0.6597	0.256347
4	0.060055	0.4117	0.341209
5	0.003619	0.0248	0.490155
6	0.199882	1.3703	0.088549
7	-0.05335	-0.3657	0.358097
8	-0.015385	-0.1055	0.458225
9	0.204985	1.4053	0.083253
10	0.071696	0.4915	0.312671
11	0.027686	0.1898	0.425141
12	-0.275757	-1.8905	0.032433
13	-0.242386	-1.6617	0.051613
14	0.011731	0.0804	0.468122
15	0.111907	0.7672	0.223402
16	-0.143331	-0.9826	0.16541
17	-0.109599	-0.7514	0.228086
18	0.044634	0.306	0.380479
19	0.01437	0.0985	0.46097
20	-0.041681	-0.2858	0.388162
21	0.077616	0.5321	0.298578
22	-0.018866	-0.1293	0.44882
23	-0.202327	-1.3871	0.08598
24	-0.014393	-0.0987	0.460908
25	-0.16044	-1.0999	0.138485
26	-0.066965	-0.4591	0.324143
27	-0.031427	-0.2155	0.415173
28	-0.033552	-0.23	0.409536
29	0.033164	0.2274	0.410566
30	-0.028694	-0.1967	0.42245
31	0.045678	0.3132	0.377775
32	0.07262	0.4979	0.310452
33	0.057898	0.3969	0.346607
34	0.081241	0.557	0.290098
35	-0.030512	-0.2092	0.417607
36	0.028586	0.196	0.422737
37	-0.121823	-0.8352	0.203922
38	-0.138519	-0.9496	0.173576
39	0.007198	0.0493	0.480425
40	0.005448	0.0373	0.485182
41	-0.083314	-0.5712	0.285302
42	-0.10214	-0.7002	0.243615
43	-0.038906	-0.2667	0.395423
44	0.060899	0.4175	0.339107
45	0.015421	0.1057	0.458127
46	-0.005114	-0.0351	0.486091
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 & -0.491762 & -3.3714 & 0.000752 \tabularnewline
2 & -0.20318 & -1.3929 & 0.085097 \tabularnewline
3 & 0.096221 & 0.6597 & 0.256347 \tabularnewline
4 & 0.060055 & 0.4117 & 0.341209 \tabularnewline
5 & 0.003619 & 0.0248 & 0.490155 \tabularnewline
6 & 0.199882 & 1.3703 & 0.088549 \tabularnewline
7 & -0.05335 & -0.3657 & 0.358097 \tabularnewline
8 & -0.015385 & -0.1055 & 0.458225 \tabularnewline
9 & 0.204985 & 1.4053 & 0.083253 \tabularnewline
10 & 0.071696 & 0.4915 & 0.312671 \tabularnewline
11 & 0.027686 & 0.1898 & 0.425141 \tabularnewline
12 & -0.275757 & -1.8905 & 0.032433 \tabularnewline
13 & -0.242386 & -1.6617 & 0.051613 \tabularnewline
14 & 0.011731 & 0.0804 & 0.468122 \tabularnewline
15 & 0.111907 & 0.7672 & 0.223402 \tabularnewline
16 & -0.143331 & -0.9826 & 0.16541 \tabularnewline
17 & -0.109599 & -0.7514 & 0.228086 \tabularnewline
18 & 0.044634 & 0.306 & 0.380479 \tabularnewline
19 & 0.01437 & 0.0985 & 0.46097 \tabularnewline
20 & -0.041681 & -0.2858 & 0.388162 \tabularnewline
21 & 0.077616 & 0.5321 & 0.298578 \tabularnewline
22 & -0.018866 & -0.1293 & 0.44882 \tabularnewline
23 & -0.202327 & -1.3871 & 0.08598 \tabularnewline
24 & -0.014393 & -0.0987 & 0.460908 \tabularnewline
25 & -0.16044 & -1.0999 & 0.138485 \tabularnewline
26 & -0.066965 & -0.4591 & 0.324143 \tabularnewline
27 & -0.031427 & -0.2155 & 0.415173 \tabularnewline
28 & -0.033552 & -0.23 & 0.409536 \tabularnewline
29 & 0.033164 & 0.2274 & 0.410566 \tabularnewline
30 & -0.028694 & -0.1967 & 0.42245 \tabularnewline
31 & 0.045678 & 0.3132 & 0.377775 \tabularnewline
32 & 0.07262 & 0.4979 & 0.310452 \tabularnewline
33 & 0.057898 & 0.3969 & 0.346607 \tabularnewline
34 & 0.081241 & 0.557 & 0.290098 \tabularnewline
35 & -0.030512 & -0.2092 & 0.417607 \tabularnewline
36 & 0.028586 & 0.196 & 0.422737 \tabularnewline
37 & -0.121823 & -0.8352 & 0.203922 \tabularnewline
38 & -0.138519 & -0.9496 & 0.173576 \tabularnewline
39 & 0.007198 & 0.0493 & 0.480425 \tabularnewline
40 & 0.005448 & 0.0373 & 0.485182 \tabularnewline
41 & -0.083314 & -0.5712 & 0.285302 \tabularnewline
42 & -0.10214 & -0.7002 & 0.243615 \tabularnewline
43 & -0.038906 & -0.2667 & 0.395423 \tabularnewline
44 & 0.060899 & 0.4175 & 0.339107 \tabularnewline
45 & 0.015421 & 0.1057 & 0.458127 \tabularnewline
46 & -0.005114 & -0.0351 & 0.486091 \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=32296&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]-0.491762[/C][C]-3.3714[/C][C]0.000752[/C][/ROW]
[ROW][C]2[/C][C]-0.20318[/C][C]-1.3929[/C][C]0.085097[/C][/ROW]
[ROW][C]3[/C][C]0.096221[/C][C]0.6597[/C][C]0.256347[/C][/ROW]
[ROW][C]4[/C][C]0.060055[/C][C]0.4117[/C][C]0.341209[/C][/ROW]
[ROW][C]5[/C][C]0.003619[/C][C]0.0248[/C][C]0.490155[/C][/ROW]
[ROW][C]6[/C][C]0.199882[/C][C]1.3703[/C][C]0.088549[/C][/ROW]
[ROW][C]7[/C][C]-0.05335[/C][C]-0.3657[/C][C]0.358097[/C][/ROW]
[ROW][C]8[/C][C]-0.015385[/C][C]-0.1055[/C][C]0.458225[/C][/ROW]
[ROW][C]9[/C][C]0.204985[/C][C]1.4053[/C][C]0.083253[/C][/ROW]
[ROW][C]10[/C][C]0.071696[/C][C]0.4915[/C][C]0.312671[/C][/ROW]
[ROW][C]11[/C][C]0.027686[/C][C]0.1898[/C][C]0.425141[/C][/ROW]
[ROW][C]12[/C][C]-0.275757[/C][C]-1.8905[/C][C]0.032433[/C][/ROW]
[ROW][C]13[/C][C]-0.242386[/C][C]-1.6617[/C][C]0.051613[/C][/ROW]
[ROW][C]14[/C][C]0.011731[/C][C]0.0804[/C][C]0.468122[/C][/ROW]
[ROW][C]15[/C][C]0.111907[/C][C]0.7672[/C][C]0.223402[/C][/ROW]
[ROW][C]16[/C][C]-0.143331[/C][C]-0.9826[/C][C]0.16541[/C][/ROW]
[ROW][C]17[/C][C]-0.109599[/C][C]-0.7514[/C][C]0.228086[/C][/ROW]
[ROW][C]18[/C][C]0.044634[/C][C]0.306[/C][C]0.380479[/C][/ROW]
[ROW][C]19[/C][C]0.01437[/C][C]0.0985[/C][C]0.46097[/C][/ROW]
[ROW][C]20[/C][C]-0.041681[/C][C]-0.2858[/C][C]0.388162[/C][/ROW]
[ROW][C]21[/C][C]0.077616[/C][C]0.5321[/C][C]0.298578[/C][/ROW]
[ROW][C]22[/C][C]-0.018866[/C][C]-0.1293[/C][C]0.44882[/C][/ROW]
[ROW][C]23[/C][C]-0.202327[/C][C]-1.3871[/C][C]0.08598[/C][/ROW]
[ROW][C]24[/C][C]-0.014393[/C][C]-0.0987[/C][C]0.460908[/C][/ROW]
[ROW][C]25[/C][C]-0.16044[/C][C]-1.0999[/C][C]0.138485[/C][/ROW]
[ROW][C]26[/C][C]-0.066965[/C][C]-0.4591[/C][C]0.324143[/C][/ROW]
[ROW][C]27[/C][C]-0.031427[/C][C]-0.2155[/C][C]0.415173[/C][/ROW]
[ROW][C]28[/C][C]-0.033552[/C][C]-0.23[/C][C]0.409536[/C][/ROW]
[ROW][C]29[/C][C]0.033164[/C][C]0.2274[/C][C]0.410566[/C][/ROW]
[ROW][C]30[/C][C]-0.028694[/C][C]-0.1967[/C][C]0.42245[/C][/ROW]
[ROW][C]31[/C][C]0.045678[/C][C]0.3132[/C][C]0.377775[/C][/ROW]
[ROW][C]32[/C][C]0.07262[/C][C]0.4979[/C][C]0.310452[/C][/ROW]
[ROW][C]33[/C][C]0.057898[/C][C]0.3969[/C][C]0.346607[/C][/ROW]
[ROW][C]34[/C][C]0.081241[/C][C]0.557[/C][C]0.290098[/C][/ROW]
[ROW][C]35[/C][C]-0.030512[/C][C]-0.2092[/C][C]0.417607[/C][/ROW]
[ROW][C]36[/C][C]0.028586[/C][C]0.196[/C][C]0.422737[/C][/ROW]
[ROW][C]37[/C][C]-0.121823[/C][C]-0.8352[/C][C]0.203922[/C][/ROW]
[ROW][C]38[/C][C]-0.138519[/C][C]-0.9496[/C][C]0.173576[/C][/ROW]
[ROW][C]39[/C][C]0.007198[/C][C]0.0493[/C][C]0.480425[/C][/ROW]
[ROW][C]40[/C][C]0.005448[/C][C]0.0373[/C][C]0.485182[/C][/ROW]
[ROW][C]41[/C][C]-0.083314[/C][C]-0.5712[/C][C]0.285302[/C][/ROW]
[ROW][C]42[/C][C]-0.10214[/C][C]-0.7002[/C][C]0.243615[/C][/ROW]
[ROW][C]43[/C][C]-0.038906[/C][C]-0.2667[/C][C]0.395423[/C][/ROW]
[ROW][C]44[/C][C]0.060899[/C][C]0.4175[/C][C]0.339107[/C][/ROW]
[ROW][C]45[/C][C]0.015421[/C][C]0.1057[/C][C]0.458127[/C][/ROW]
[ROW][C]46[/C][C]-0.005114[/C][C]-0.0351[/C][C]0.486091[/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=32296&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32296&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	-0.491762	-3.3714	0.000752
2	-0.20318	-1.3929	0.085097
3	0.096221	0.6597	0.256347
4	0.060055	0.4117	0.341209
5	0.003619	0.0248	0.490155
6	0.199882	1.3703	0.088549
7	-0.05335	-0.3657	0.358097
8	-0.015385	-0.1055	0.458225
9	0.204985	1.4053	0.083253
10	0.071696	0.4915	0.312671
11	0.027686	0.1898	0.425141
12	-0.275757	-1.8905	0.032433
13	-0.242386	-1.6617	0.051613
14	0.011731	0.0804	0.468122
15	0.111907	0.7672	0.223402
16	-0.143331	-0.9826	0.16541
17	-0.109599	-0.7514	0.228086
18	0.044634	0.306	0.380479
19	0.01437	0.0985	0.46097
20	-0.041681	-0.2858	0.388162
21	0.077616	0.5321	0.298578
22	-0.018866	-0.1293	0.44882
23	-0.202327	-1.3871	0.08598
24	-0.014393	-0.0987	0.460908
25	-0.16044	-1.0999	0.138485
26	-0.066965	-0.4591	0.324143
27	-0.031427	-0.2155	0.415173
28	-0.033552	-0.23	0.409536
29	0.033164	0.2274	0.410566
30	-0.028694	-0.1967	0.42245
31	0.045678	0.3132	0.377775
32	0.07262	0.4979	0.310452
33	0.057898	0.3969	0.346607
34	0.081241	0.557	0.290098
35	-0.030512	-0.2092	0.417607
36	0.028586	0.196	0.422737
37	-0.121823	-0.8352	0.203922
38	-0.138519	-0.9496	0.173576
39	0.007198	0.0493	0.480425
40	0.005448	0.0373	0.485182
41	-0.083314	-0.5712	0.285302
42	-0.10214	-0.7002	0.243615
43	-0.038906	-0.2667	0.395423
44	0.060899	0.4175	0.339107
45	0.015421	0.1057	0.458127
46	-0.005114	-0.0351	0.486091
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 = 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