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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 03:09:30 -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/12/t12290767051bufadsnlpd0c2t.htm/, Retrieved Sun, 19 May 2024 05:40:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32512, Retrieved Sun, 19 May 2024 05:40:39 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

215

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

-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 21:55:47] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMP   [Variance Reduction Matrix] [Variance reductio...] [2008-12-12 09:38:10] [ed2ba3b6182103c15c0ab511ae4e6284]
- RM      [Standard Deviation-Mean Plot] [Standard deviatio...] [2008-12-12 09:46:43] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMP         [(Partial) Autocorrelation Function] [(P)ACF tabaksprod...] [2008-12-12 10:09:30] [a8228479d4547a92e2d3f176a5299609] [Current]
-   P           [(Partial) Autocorrelation Function] [] [2008-12-12 10:26:36] [ed2ba3b6182103c15c0ab511ae4e6284] 
-                 [(Partial) Autocorrelation Function] [(P)ACF tabakspodu...] [2008-12-12 11:01:48] [ed2ba3b6182103c15c0ab511ae4e6284] 
-   P               [(Partial) Autocorrelation Function] [(P)ACF tabaksprod...] [2008-12-13 12:52:28] [ed2ba3b6182103c15c0ab511ae4e6284] 
- RMP           [Spectral Analysis] [Spectrale analyse...] [2008-12-12 10:30:46] [ed2ba3b6182103c15c0ab511ae4e6284] 
-                 [Spectral Analysis] [Spectrale analyse...] [2008-12-12 11:05:23] [ed2ba3b6182103c15c0ab511ae4e6284] 
- RMP               [ARIMA Backward Selection] [ARIMA backward se...] [2008-12-12 12:52:16] [ed2ba3b6182103c15c0ab511ae4e6284] 
- RMPD                [ARIMA Forecasting] [] [2008-12-12 14:09:09] [a4ee3bef49b119f4bd2e925060c84f5e] 
-   PD                [ARIMA Backward Selection] [] [2008-12-12 14:08:29] [a4ee3bef49b119f4bd2e925060c84f5e] 
- RMP                 [(Partial) Autocorrelation Function] [] [2008-12-12 14:06:36] [a4ee3bef49b119f4bd2e925060c84f5e] 
-   PD                [ARIMA Backward Selection] [] [2008-12-12 17:29:27] [a4ee3bef49b119f4bd2e925060c84f5e] 
- RMPD                [ARIMA Forecasting] [] [2008-12-12 17:26:53] [a4ee3bef49b119f4bd2e925060c84f5e] 
- RMP               [ARIMA Backward Selection] [ARIMA blog] [2008-12-12 13:09:51] [ed2ba3b6182103c15c0ab511ae4e6284] 
-   P               [Spectral Analysis] [Spectrale analyse...] [2008-12-13 13:07:40] [ed2ba3b6182103c15c0ab511ae4e6284] 

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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=32512&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=32512&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32512&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	-0.39879	-2.7629	0.004049
2	-0.103064	-0.7141	0.239327
3	0.162231	1.124	0.133308
4	-0.085086	-0.5895	0.279147
5	0.045766	0.3171	0.376282
6	0.008955	0.062	0.475392
7	-0.020158	-0.1397	0.444756
8	-0.072118	-0.4996	0.309803
9	0.060052	0.416	0.339614
10	0.000234	0.0016	0.499357
11	0.044592	0.3089	0.379351
12	-0.11691	-0.81	0.210976
13	-0.012402	-0.0859	0.465941
14	0.168715	1.1689	0.12411
15	-0.314821	-2.1811	0.017052
16	0.223824	1.5507	0.063771
17	-0.022262	-0.1542	0.439036
18	-0.078323	-0.5426	0.294944
19	0.164752	1.1414	0.129676
20	-0.070487	-0.4883	0.313764
21	-0.112352	-0.7784	0.220079
22	0.123681	0.8569	0.197883
23	0.088601	0.6138	0.271108
24	-0.276507	-1.9157	0.030686
25	0.11251	0.7795	0.219759
26	-0.059655	-0.4133	0.340612
27	-0.001275	-0.0088	0.496495
28	0.085686	0.5937	0.277766
29	-0.099391	-0.6886	0.247194
30	0.092991	0.6443	0.261238
31	-0.161207	-1.1169	0.134804
32	0.042878	0.2971	0.383849
33	0.150527	1.0429	0.151113
34	-0.151932	-1.0526	0.148894
35	0.006254	0.0433	0.482809
36	0.075343	0.522	0.302039
37	-0.019768	-0.137	0.445819
38	-0.02289	-0.1586	0.43733
39	0.112171	0.7771	0.220443
40	-0.105495	-0.7309	0.2342
41	0.058258	0.4036	0.344141
42	-0.035925	-0.2489	0.402252
43	-0.003638	-0.0252	0.489998
44	0.005808	0.0402	0.484036
45	0.001639	0.0114	0.495492
46	-0.005821	-0.0403	0.483999
47	0.014809	0.1026	0.459355
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 & -0.39879 & -2.7629 & 0.004049 \tabularnewline
2 & -0.103064 & -0.7141 & 0.239327 \tabularnewline
3 & 0.162231 & 1.124 & 0.133308 \tabularnewline
4 & -0.085086 & -0.5895 & 0.279147 \tabularnewline
5 & 0.045766 & 0.3171 & 0.376282 \tabularnewline
6 & 0.008955 & 0.062 & 0.475392 \tabularnewline
7 & -0.020158 & -0.1397 & 0.444756 \tabularnewline
8 & -0.072118 & -0.4996 & 0.309803 \tabularnewline
9 & 0.060052 & 0.416 & 0.339614 \tabularnewline
10 & 0.000234 & 0.0016 & 0.499357 \tabularnewline
11 & 0.044592 & 0.3089 & 0.379351 \tabularnewline
12 & -0.11691 & -0.81 & 0.210976 \tabularnewline
13 & -0.012402 & -0.0859 & 0.465941 \tabularnewline
14 & 0.168715 & 1.1689 & 0.12411 \tabularnewline
15 & -0.314821 & -2.1811 & 0.017052 \tabularnewline
16 & 0.223824 & 1.5507 & 0.063771 \tabularnewline
17 & -0.022262 & -0.1542 & 0.439036 \tabularnewline
18 & -0.078323 & -0.5426 & 0.294944 \tabularnewline
19 & 0.164752 & 1.1414 & 0.129676 \tabularnewline
20 & -0.070487 & -0.4883 & 0.313764 \tabularnewline
21 & -0.112352 & -0.7784 & 0.220079 \tabularnewline
22 & 0.123681 & 0.8569 & 0.197883 \tabularnewline
23 & 0.088601 & 0.6138 & 0.271108 \tabularnewline
24 & -0.276507 & -1.9157 & 0.030686 \tabularnewline
25 & 0.11251 & 0.7795 & 0.219759 \tabularnewline
26 & -0.059655 & -0.4133 & 0.340612 \tabularnewline
27 & -0.001275 & -0.0088 & 0.496495 \tabularnewline
28 & 0.085686 & 0.5937 & 0.277766 \tabularnewline
29 & -0.099391 & -0.6886 & 0.247194 \tabularnewline
30 & 0.092991 & 0.6443 & 0.261238 \tabularnewline
31 & -0.161207 & -1.1169 & 0.134804 \tabularnewline
32 & 0.042878 & 0.2971 & 0.383849 \tabularnewline
33 & 0.150527 & 1.0429 & 0.151113 \tabularnewline
34 & -0.151932 & -1.0526 & 0.148894 \tabularnewline
35 & 0.006254 & 0.0433 & 0.482809 \tabularnewline
36 & 0.075343 & 0.522 & 0.302039 \tabularnewline
37 & -0.019768 & -0.137 & 0.445819 \tabularnewline
38 & -0.02289 & -0.1586 & 0.43733 \tabularnewline
39 & 0.112171 & 0.7771 & 0.220443 \tabularnewline
40 & -0.105495 & -0.7309 & 0.2342 \tabularnewline
41 & 0.058258 & 0.4036 & 0.344141 \tabularnewline
42 & -0.035925 & -0.2489 & 0.402252 \tabularnewline
43 & -0.003638 & -0.0252 & 0.489998 \tabularnewline
44 & 0.005808 & 0.0402 & 0.484036 \tabularnewline
45 & 0.001639 & 0.0114 & 0.495492 \tabularnewline
46 & -0.005821 & -0.0403 & 0.483999 \tabularnewline
47 & 0.014809 & 0.1026 & 0.459355 \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=32512&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]-0.39879[/C][C]-2.7629[/C][C]0.004049[/C][/ROW]
[ROW][C]2[/C][C]-0.103064[/C][C]-0.7141[/C][C]0.239327[/C][/ROW]
[ROW][C]3[/C][C]0.162231[/C][C]1.124[/C][C]0.133308[/C][/ROW]
[ROW][C]4[/C][C]-0.085086[/C][C]-0.5895[/C][C]0.279147[/C][/ROW]
[ROW][C]5[/C][C]0.045766[/C][C]0.3171[/C][C]0.376282[/C][/ROW]
[ROW][C]6[/C][C]0.008955[/C][C]0.062[/C][C]0.475392[/C][/ROW]
[ROW][C]7[/C][C]-0.020158[/C][C]-0.1397[/C][C]0.444756[/C][/ROW]
[ROW][C]8[/C][C]-0.072118[/C][C]-0.4996[/C][C]0.309803[/C][/ROW]
[ROW][C]9[/C][C]0.060052[/C][C]0.416[/C][C]0.339614[/C][/ROW]
[ROW][C]10[/C][C]0.000234[/C][C]0.0016[/C][C]0.499357[/C][/ROW]
[ROW][C]11[/C][C]0.044592[/C][C]0.3089[/C][C]0.379351[/C][/ROW]
[ROW][C]12[/C][C]-0.11691[/C][C]-0.81[/C][C]0.210976[/C][/ROW]
[ROW][C]13[/C][C]-0.012402[/C][C]-0.0859[/C][C]0.465941[/C][/ROW]
[ROW][C]14[/C][C]0.168715[/C][C]1.1689[/C][C]0.12411[/C][/ROW]
[ROW][C]15[/C][C]-0.314821[/C][C]-2.1811[/C][C]0.017052[/C][/ROW]
[ROW][C]16[/C][C]0.223824[/C][C]1.5507[/C][C]0.063771[/C][/ROW]
[ROW][C]17[/C][C]-0.022262[/C][C]-0.1542[/C][C]0.439036[/C][/ROW]
[ROW][C]18[/C][C]-0.078323[/C][C]-0.5426[/C][C]0.294944[/C][/ROW]
[ROW][C]19[/C][C]0.164752[/C][C]1.1414[/C][C]0.129676[/C][/ROW]
[ROW][C]20[/C][C]-0.070487[/C][C]-0.4883[/C][C]0.313764[/C][/ROW]
[ROW][C]21[/C][C]-0.112352[/C][C]-0.7784[/C][C]0.220079[/C][/ROW]
[ROW][C]22[/C][C]0.123681[/C][C]0.8569[/C][C]0.197883[/C][/ROW]
[ROW][C]23[/C][C]0.088601[/C][C]0.6138[/C][C]0.271108[/C][/ROW]
[ROW][C]24[/C][C]-0.276507[/C][C]-1.9157[/C][C]0.030686[/C][/ROW]
[ROW][C]25[/C][C]0.11251[/C][C]0.7795[/C][C]0.219759[/C][/ROW]
[ROW][C]26[/C][C]-0.059655[/C][C]-0.4133[/C][C]0.340612[/C][/ROW]
[ROW][C]27[/C][C]-0.001275[/C][C]-0.0088[/C][C]0.496495[/C][/ROW]
[ROW][C]28[/C][C]0.085686[/C][C]0.5937[/C][C]0.277766[/C][/ROW]
[ROW][C]29[/C][C]-0.099391[/C][C]-0.6886[/C][C]0.247194[/C][/ROW]
[ROW][C]30[/C][C]0.092991[/C][C]0.6443[/C][C]0.261238[/C][/ROW]
[ROW][C]31[/C][C]-0.161207[/C][C]-1.1169[/C][C]0.134804[/C][/ROW]
[ROW][C]32[/C][C]0.042878[/C][C]0.2971[/C][C]0.383849[/C][/ROW]
[ROW][C]33[/C][C]0.150527[/C][C]1.0429[/C][C]0.151113[/C][/ROW]
[ROW][C]34[/C][C]-0.151932[/C][C]-1.0526[/C][C]0.148894[/C][/ROW]
[ROW][C]35[/C][C]0.006254[/C][C]0.0433[/C][C]0.482809[/C][/ROW]
[ROW][C]36[/C][C]0.075343[/C][C]0.522[/C][C]0.302039[/C][/ROW]
[ROW][C]37[/C][C]-0.019768[/C][C]-0.137[/C][C]0.445819[/C][/ROW]
[ROW][C]38[/C][C]-0.02289[/C][C]-0.1586[/C][C]0.43733[/C][/ROW]
[ROW][C]39[/C][C]0.112171[/C][C]0.7771[/C][C]0.220443[/C][/ROW]
[ROW][C]40[/C][C]-0.105495[/C][C]-0.7309[/C][C]0.2342[/C][/ROW]
[ROW][C]41[/C][C]0.058258[/C][C]0.4036[/C][C]0.344141[/C][/ROW]
[ROW][C]42[/C][C]-0.035925[/C][C]-0.2489[/C][C]0.402252[/C][/ROW]
[ROW][C]43[/C][C]-0.003638[/C][C]-0.0252[/C][C]0.489998[/C][/ROW]
[ROW][C]44[/C][C]0.005808[/C][C]0.0402[/C][C]0.484036[/C][/ROW]
[ROW][C]45[/C][C]0.001639[/C][C]0.0114[/C][C]0.495492[/C][/ROW]
[ROW][C]46[/C][C]-0.005821[/C][C]-0.0403[/C][C]0.483999[/C][/ROW]
[ROW][C]47[/C][C]0.014809[/C][C]0.1026[/C][C]0.459355[/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=32512&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32512&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	-0.39879	-2.7629	0.004049
2	-0.103064	-0.7141	0.239327
3	0.162231	1.124	0.133308
4	-0.085086	-0.5895	0.279147
5	0.045766	0.3171	0.376282
6	0.008955	0.062	0.475392
7	-0.020158	-0.1397	0.444756
8	-0.072118	-0.4996	0.309803
9	0.060052	0.416	0.339614
10	0.000234	0.0016	0.499357
11	0.044592	0.3089	0.379351
12	-0.11691	-0.81	0.210976
13	-0.012402	-0.0859	0.465941
14	0.168715	1.1689	0.12411
15	-0.314821	-2.1811	0.017052
16	0.223824	1.5507	0.063771
17	-0.022262	-0.1542	0.439036
18	-0.078323	-0.5426	0.294944
19	0.164752	1.1414	0.129676
20	-0.070487	-0.4883	0.313764
21	-0.112352	-0.7784	0.220079
22	0.123681	0.8569	0.197883
23	0.088601	0.6138	0.271108
24	-0.276507	-1.9157	0.030686
25	0.11251	0.7795	0.219759
26	-0.059655	-0.4133	0.340612
27	-0.001275	-0.0088	0.496495
28	0.085686	0.5937	0.277766
29	-0.099391	-0.6886	0.247194
30	0.092991	0.6443	0.261238
31	-0.161207	-1.1169	0.134804
32	0.042878	0.2971	0.383849
33	0.150527	1.0429	0.151113
34	-0.151932	-1.0526	0.148894
35	0.006254	0.0433	0.482809
36	0.075343	0.522	0.302039
37	-0.019768	-0.137	0.445819
38	-0.02289	-0.1586	0.43733
39	0.112171	0.7771	0.220443
40	-0.105495	-0.7309	0.2342
41	0.058258	0.4036	0.344141
42	-0.035925	-0.2489	0.402252
43	-0.003638	-0.0252	0.489998
44	0.005808	0.0402	0.484036
45	0.001639	0.0114	0.495492
46	-0.005821	-0.0403	0.483999
47	0.014809	0.1026	0.459355
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	-0.39879	-2.7629	0.004049
2	-0.311662	-2.1593	0.017929
3	-0.02103	-0.1457	0.442384
4	-0.053766	-0.3725	0.35558
5	0.038615	0.2675	0.395103
6	0.029453	0.2041	0.419587
7	0.024005	0.1663	0.434306
8	-0.101105	-0.7005	0.243505
9	-0.030861	-0.2138	0.415799
10	-0.016582	-0.1149	0.454508
11	0.090343	0.6259	0.267169
12	-0.081179	-0.5624	0.288223
13	-0.103767	-0.7189	0.237837
14	0.09062	0.6278	0.266544
15	-0.260535	-1.805	0.038672
16	0.022078	0.153	0.439536
17	-0.020154	-0.1396	0.444769
18	0.029976	0.2077	0.418179
19	0.143012	0.9908	0.163372
20	0.065317	0.4525	0.326462
21	-0.116323	-0.8059	0.212135
22	0.005139	0.0356	0.485872
23	0.118311	0.8197	0.208225
24	-0.200069	-1.3861	0.086058
25	-0.105041	-0.7277	0.235153
26	-0.162863	-1.1283	0.132391
27	-0.119826	-0.8302	0.205273
28	-0.020924	-0.145	0.442673
29	0.009297	0.0644	0.474456
30	0.031043	0.2151	0.415312
31	-0.065008	-0.4504	0.32723
32	-0.112138	-0.7769	0.220511
33	0.041331	0.2863	0.387922
34	0.01829	0.1267	0.449847
35	-0.009018	-0.0625	0.475221
36	-0.06156	-0.4265	0.335826
37	-0.008061	-0.0558	0.477847
38	-0.020594	-0.1427	0.44357
39	-0.06116	-0.4237	0.336828
40	0.010355	0.0717	0.471552
41	0.022823	0.1581	0.437513
42	-0.069576	-0.482	0.315985
43	0.067995	0.4711	0.319858
44	-0.061987	-0.4295	0.334756
45	0.022217	0.1539	0.439158
46	-0.057687	-0.3997	0.345587
47	0.009723	0.0674	0.473287
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 & -0.39879 & -2.7629 & 0.004049 \tabularnewline
2 & -0.311662 & -2.1593 & 0.017929 \tabularnewline
3 & -0.02103 & -0.1457 & 0.442384 \tabularnewline
4 & -0.053766 & -0.3725 & 0.35558 \tabularnewline
5 & 0.038615 & 0.2675 & 0.395103 \tabularnewline
6 & 0.029453 & 0.2041 & 0.419587 \tabularnewline
7 & 0.024005 & 0.1663 & 0.434306 \tabularnewline
8 & -0.101105 & -0.7005 & 0.243505 \tabularnewline
9 & -0.030861 & -0.2138 & 0.415799 \tabularnewline
10 & -0.016582 & -0.1149 & 0.454508 \tabularnewline
11 & 0.090343 & 0.6259 & 0.267169 \tabularnewline
12 & -0.081179 & -0.5624 & 0.288223 \tabularnewline
13 & -0.103767 & -0.7189 & 0.237837 \tabularnewline
14 & 0.09062 & 0.6278 & 0.266544 \tabularnewline
15 & -0.260535 & -1.805 & 0.038672 \tabularnewline
16 & 0.022078 & 0.153 & 0.439536 \tabularnewline
17 & -0.020154 & -0.1396 & 0.444769 \tabularnewline
18 & 0.029976 & 0.2077 & 0.418179 \tabularnewline
19 & 0.143012 & 0.9908 & 0.163372 \tabularnewline
20 & 0.065317 & 0.4525 & 0.326462 \tabularnewline
21 & -0.116323 & -0.8059 & 0.212135 \tabularnewline
22 & 0.005139 & 0.0356 & 0.485872 \tabularnewline
23 & 0.118311 & 0.8197 & 0.208225 \tabularnewline
24 & -0.200069 & -1.3861 & 0.086058 \tabularnewline
25 & -0.105041 & -0.7277 & 0.235153 \tabularnewline
26 & -0.162863 & -1.1283 & 0.132391 \tabularnewline
27 & -0.119826 & -0.8302 & 0.205273 \tabularnewline
28 & -0.020924 & -0.145 & 0.442673 \tabularnewline
29 & 0.009297 & 0.0644 & 0.474456 \tabularnewline
30 & 0.031043 & 0.2151 & 0.415312 \tabularnewline
31 & -0.065008 & -0.4504 & 0.32723 \tabularnewline
32 & -0.112138 & -0.7769 & 0.220511 \tabularnewline
33 & 0.041331 & 0.2863 & 0.387922 \tabularnewline
34 & 0.01829 & 0.1267 & 0.449847 \tabularnewline
35 & -0.009018 & -0.0625 & 0.475221 \tabularnewline
36 & -0.06156 & -0.4265 & 0.335826 \tabularnewline
37 & -0.008061 & -0.0558 & 0.477847 \tabularnewline
38 & -0.020594 & -0.1427 & 0.44357 \tabularnewline
39 & -0.06116 & -0.4237 & 0.336828 \tabularnewline
40 & 0.010355 & 0.0717 & 0.471552 \tabularnewline
41 & 0.022823 & 0.1581 & 0.437513 \tabularnewline
42 & -0.069576 & -0.482 & 0.315985 \tabularnewline
43 & 0.067995 & 0.4711 & 0.319858 \tabularnewline
44 & -0.061987 & -0.4295 & 0.334756 \tabularnewline
45 & 0.022217 & 0.1539 & 0.439158 \tabularnewline
46 & -0.057687 & -0.3997 & 0.345587 \tabularnewline
47 & 0.009723 & 0.0674 & 0.473287 \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=32512&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]-0.39879[/C][C]-2.7629[/C][C]0.004049[/C][/ROW]
[ROW][C]2[/C][C]-0.311662[/C][C]-2.1593[/C][C]0.017929[/C][/ROW]
[ROW][C]3[/C][C]-0.02103[/C][C]-0.1457[/C][C]0.442384[/C][/ROW]
[ROW][C]4[/C][C]-0.053766[/C][C]-0.3725[/C][C]0.35558[/C][/ROW]
[ROW][C]5[/C][C]0.038615[/C][C]0.2675[/C][C]0.395103[/C][/ROW]
[ROW][C]6[/C][C]0.029453[/C][C]0.2041[/C][C]0.419587[/C][/ROW]
[ROW][C]7[/C][C]0.024005[/C][C]0.1663[/C][C]0.434306[/C][/ROW]
[ROW][C]8[/C][C]-0.101105[/C][C]-0.7005[/C][C]0.243505[/C][/ROW]
[ROW][C]9[/C][C]-0.030861[/C][C]-0.2138[/C][C]0.415799[/C][/ROW]
[ROW][C]10[/C][C]-0.016582[/C][C]-0.1149[/C][C]0.454508[/C][/ROW]
[ROW][C]11[/C][C]0.090343[/C][C]0.6259[/C][C]0.267169[/C][/ROW]
[ROW][C]12[/C][C]-0.081179[/C][C]-0.5624[/C][C]0.288223[/C][/ROW]
[ROW][C]13[/C][C]-0.103767[/C][C]-0.7189[/C][C]0.237837[/C][/ROW]
[ROW][C]14[/C][C]0.09062[/C][C]0.6278[/C][C]0.266544[/C][/ROW]
[ROW][C]15[/C][C]-0.260535[/C][C]-1.805[/C][C]0.038672[/C][/ROW]
[ROW][C]16[/C][C]0.022078[/C][C]0.153[/C][C]0.439536[/C][/ROW]
[ROW][C]17[/C][C]-0.020154[/C][C]-0.1396[/C][C]0.444769[/C][/ROW]
[ROW][C]18[/C][C]0.029976[/C][C]0.2077[/C][C]0.418179[/C][/ROW]
[ROW][C]19[/C][C]0.143012[/C][C]0.9908[/C][C]0.163372[/C][/ROW]
[ROW][C]20[/C][C]0.065317[/C][C]0.4525[/C][C]0.326462[/C][/ROW]
[ROW][C]21[/C][C]-0.116323[/C][C]-0.8059[/C][C]0.212135[/C][/ROW]
[ROW][C]22[/C][C]0.005139[/C][C]0.0356[/C][C]0.485872[/C][/ROW]
[ROW][C]23[/C][C]0.118311[/C][C]0.8197[/C][C]0.208225[/C][/ROW]
[ROW][C]24[/C][C]-0.200069[/C][C]-1.3861[/C][C]0.086058[/C][/ROW]
[ROW][C]25[/C][C]-0.105041[/C][C]-0.7277[/C][C]0.235153[/C][/ROW]
[ROW][C]26[/C][C]-0.162863[/C][C]-1.1283[/C][C]0.132391[/C][/ROW]
[ROW][C]27[/C][C]-0.119826[/C][C]-0.8302[/C][C]0.205273[/C][/ROW]
[ROW][C]28[/C][C]-0.020924[/C][C]-0.145[/C][C]0.442673[/C][/ROW]
[ROW][C]29[/C][C]0.009297[/C][C]0.0644[/C][C]0.474456[/C][/ROW]
[ROW][C]30[/C][C]0.031043[/C][C]0.2151[/C][C]0.415312[/C][/ROW]
[ROW][C]31[/C][C]-0.065008[/C][C]-0.4504[/C][C]0.32723[/C][/ROW]
[ROW][C]32[/C][C]-0.112138[/C][C]-0.7769[/C][C]0.220511[/C][/ROW]
[ROW][C]33[/C][C]0.041331[/C][C]0.2863[/C][C]0.387922[/C][/ROW]
[ROW][C]34[/C][C]0.01829[/C][C]0.1267[/C][C]0.449847[/C][/ROW]
[ROW][C]35[/C][C]-0.009018[/C][C]-0.0625[/C][C]0.475221[/C][/ROW]
[ROW][C]36[/C][C]-0.06156[/C][C]-0.4265[/C][C]0.335826[/C][/ROW]
[ROW][C]37[/C][C]-0.008061[/C][C]-0.0558[/C][C]0.477847[/C][/ROW]
[ROW][C]38[/C][C]-0.020594[/C][C]-0.1427[/C][C]0.44357[/C][/ROW]
[ROW][C]39[/C][C]-0.06116[/C][C]-0.4237[/C][C]0.336828[/C][/ROW]
[ROW][C]40[/C][C]0.010355[/C][C]0.0717[/C][C]0.471552[/C][/ROW]
[ROW][C]41[/C][C]0.022823[/C][C]0.1581[/C][C]0.437513[/C][/ROW]
[ROW][C]42[/C][C]-0.069576[/C][C]-0.482[/C][C]0.315985[/C][/ROW]
[ROW][C]43[/C][C]0.067995[/C][C]0.4711[/C][C]0.319858[/C][/ROW]
[ROW][C]44[/C][C]-0.061987[/C][C]-0.4295[/C][C]0.334756[/C][/ROW]
[ROW][C]45[/C][C]0.022217[/C][C]0.1539[/C][C]0.439158[/C][/ROW]
[ROW][C]46[/C][C]-0.057687[/C][C]-0.3997[/C][C]0.345587[/C][/ROW]
[ROW][C]47[/C][C]0.009723[/C][C]0.0674[/C][C]0.473287[/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=32512&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32512&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	-0.39879	-2.7629	0.004049
2	-0.311662	-2.1593	0.017929
3	-0.02103	-0.1457	0.442384
4	-0.053766	-0.3725	0.35558
5	0.038615	0.2675	0.395103
6	0.029453	0.2041	0.419587
7	0.024005	0.1663	0.434306
8	-0.101105	-0.7005	0.243505
9	-0.030861	-0.2138	0.415799
10	-0.016582	-0.1149	0.454508
11	0.090343	0.6259	0.267169
12	-0.081179	-0.5624	0.288223
13	-0.103767	-0.7189	0.237837
14	0.09062	0.6278	0.266544
15	-0.260535	-1.805	0.038672
16	0.022078	0.153	0.439536
17	-0.020154	-0.1396	0.444769
18	0.029976	0.2077	0.418179
19	0.143012	0.9908	0.163372
20	0.065317	0.4525	0.326462
21	-0.116323	-0.8059	0.212135
22	0.005139	0.0356	0.485872
23	0.118311	0.8197	0.208225
24	-0.200069	-1.3861	0.086058
25	-0.105041	-0.7277	0.235153
26	-0.162863	-1.1283	0.132391
27	-0.119826	-0.8302	0.205273
28	-0.020924	-0.145	0.442673
29	0.009297	0.0644	0.474456
30	0.031043	0.2151	0.415312
31	-0.065008	-0.4504	0.32723
32	-0.112138	-0.7769	0.220511
33	0.041331	0.2863	0.387922
34	0.01829	0.1267	0.449847
35	-0.009018	-0.0625	0.475221
36	-0.06156	-0.4265	0.335826
37	-0.008061	-0.0558	0.477847
38	-0.020594	-0.1427	0.44357
39	-0.06116	-0.4237	0.336828
40	0.010355	0.0717	0.471552
41	0.022823	0.1581	0.437513
42	-0.069576	-0.482	0.315985
43	0.067995	0.4711	0.319858
44	-0.061987	-0.4295	0.334756
45	0.022217	0.1539	0.439158
46	-0.057687	-0.3997	0.345587
47	0.009723	0.0674	0.473287
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 = -1.3 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -1.3 ; 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