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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 03:53:37 -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/19/t12296841135qetf3qpgjpy1i6.htm/, Retrieved Sun, 19 May 2024 05:38:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35043, Retrieved Sun, 19 May 2024 05:38:22 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

211

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

-     [Standard Deviation-Mean Plot] [] [2008-12-12 12:13:32] [fad8a251ac01c156a8ae23a83577546f]
- RMPD  [(Partial) Autocorrelation Function] [Consumptiegoederen] [2008-12-12 13:39:25] [fad8a251ac01c156a8ae23a83577546f]
-   P       [(Partial) Autocorrelation Function] [auto corr cons] [2008-12-19 10:53:37] [fa8b44cd657c07c6ee11bb2476ca3f8d] [Current]
-   PD        [(Partial) Autocorrelation Function] [autocorr cons] [2008-12-21 18:00:56] [fad8a251ac01c156a8ae23a83577546f] 
-   P         [(Partial) Autocorrelation Function] [autocorr cons D] [2008-12-21 18:04:22] [fad8a251ac01c156a8ae23a83577546f] 
- RMPD          [ARIMA Backward Selection] [Arima backw sel n...] [2008-12-22 10:23:57] [fad8a251ac01c156a8ae23a83577546f] 
-    D            [ARIMA Backward Selection] [arima backw sel cons] [2008-12-22 10:27:01] [fad8a251ac01c156a8ae23a83577546f] 
-    D            [ARIMA Backward Selection] [arima backw sel d...] [2008-12-22 10:29:20] [fad8a251ac01c156a8ae23a83577546f] 
- RMPD              [ARIMA Forecasting] [] [2008-12-22 19:10:36] [b98453cac15ba1066b407e146608df68] 
-                     [ARIMA Forecasting] [forecasting duur ...] [2008-12-22 19:52:23] [fad8a251ac01c156a8ae23a83577546f] 
-   PD            [ARIMA Backward Selection] [arima backw sel inv] [2008-12-22 10:34:37] [fad8a251ac01c156a8ae23a83577546f] 
-   P               [ARIMA Backward Selection] [foutmelding arima...] [2008-12-22 10:39:41] [fad8a251ac01c156a8ae23a83577546f] 
-   PD                [ARIMA Backward Selection] [arima backw sel inv] [2008-12-22 12:07:05] [fad8a251ac01c156a8ae23a83577546f] 
- RMPD            [ARIMA Forecasting] [forecast inv] [2008-12-22 14:22:41] [fad8a251ac01c156a8ae23a83577546f] 
- RMP             [ARIMA Forecasting] [forecast niet-duu...] [2008-12-22 14:29:00] [fad8a251ac01c156a8ae23a83577546f] 
- RMPD            [ARIMA Forecasting] [forecast consumpt...] [2008-12-22 14:31:21] [fad8a251ac01c156a8ae23a83577546f] 
- RMPD            [ARIMA Forecasting] [forecasting duur ...] [2008-12-22 16:42:36] [fad8a251ac01c156a8ae23a83577546f] 

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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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 4 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35043&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35043&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35043&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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.073318	-0.508	0.306904
2	-0.045877	-0.3178	0.37599
3	0.285617	1.9788	0.026795
4	-0.076177	-0.5278	0.300046
5	0.125799	0.8716	0.193894
6	0.084371	0.5845	0.280798
7	-0.136291	-0.9443	0.174884
8	0.142286	0.9858	0.16459
9	0.128686	0.8916	0.188537
10	-0.025792	-0.1787	0.429465
11	-0.152697	-1.0579	0.147694
12	-0.122359	-0.8477	0.200399
13	-0.053147	-0.3682	0.357166
14	0.051315	0.3555	0.361879
15	-0.110025	-0.7623	0.224812
16	-0.208227	-1.4426	0.077808
17	0.052895	0.3665	0.357813
18	0.017289	0.1198	0.452577
19	-0.244767	-1.6958	0.048201
20	-0.033929	-0.2351	0.407579
21	0.029724	0.2059	0.418856
22	-0.14019	-0.9713	0.168143
23	0.218539	1.5141	0.068281
24	-0.093324	-0.6466	0.260496
25	-0.184309	-1.2769	0.103884
26	0.14125	0.9786	0.166339
27	-0.016215	-0.1123	0.455512
28	-0.035537	-0.2462	0.403285
29	0.017912	0.1241	0.450877
30	-0.02412	-0.1671	0.433992
31	0.084668	0.5866	0.280112
32	0.03112	0.2156	0.415104
33	-0.111139	-0.77	0.222539
34	-0.073667	-0.5104	0.306062
35	0.033301	0.2307	0.409258
36	-0.081222	-0.5627	0.288122
37	0.08467	0.5866	0.280107
38	0.072876	0.5049	0.30797
39	-0.124373	-0.8617	0.196573
40	0.126535	0.8767	0.192518
41	0.036904	0.2557	0.399645
42	-0.165701	-1.148	0.128326
43	0.034075	0.2361	0.407189
44	0.021957	0.1521	0.439864
45	-0.048796	-0.3381	0.368392
46	0.030878	0.2139	0.415754
47	0.028532	0.1977	0.422066
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 & -0.073318 & -0.508 & 0.306904 \tabularnewline
2 & -0.045877 & -0.3178 & 0.37599 \tabularnewline
3 & 0.285617 & 1.9788 & 0.026795 \tabularnewline
4 & -0.076177 & -0.5278 & 0.300046 \tabularnewline
5 & 0.125799 & 0.8716 & 0.193894 \tabularnewline
6 & 0.084371 & 0.5845 & 0.280798 \tabularnewline
7 & -0.136291 & -0.9443 & 0.174884 \tabularnewline
8 & 0.142286 & 0.9858 & 0.16459 \tabularnewline
9 & 0.128686 & 0.8916 & 0.188537 \tabularnewline
10 & -0.025792 & -0.1787 & 0.429465 \tabularnewline
11 & -0.152697 & -1.0579 & 0.147694 \tabularnewline
12 & -0.122359 & -0.8477 & 0.200399 \tabularnewline
13 & -0.053147 & -0.3682 & 0.357166 \tabularnewline
14 & 0.051315 & 0.3555 & 0.361879 \tabularnewline
15 & -0.110025 & -0.7623 & 0.224812 \tabularnewline
16 & -0.208227 & -1.4426 & 0.077808 \tabularnewline
17 & 0.052895 & 0.3665 & 0.357813 \tabularnewline
18 & 0.017289 & 0.1198 & 0.452577 \tabularnewline
19 & -0.244767 & -1.6958 & 0.048201 \tabularnewline
20 & -0.033929 & -0.2351 & 0.407579 \tabularnewline
21 & 0.029724 & 0.2059 & 0.418856 \tabularnewline
22 & -0.14019 & -0.9713 & 0.168143 \tabularnewline
23 & 0.218539 & 1.5141 & 0.068281 \tabularnewline
24 & -0.093324 & -0.6466 & 0.260496 \tabularnewline
25 & -0.184309 & -1.2769 & 0.103884 \tabularnewline
26 & 0.14125 & 0.9786 & 0.166339 \tabularnewline
27 & -0.016215 & -0.1123 & 0.455512 \tabularnewline
28 & -0.035537 & -0.2462 & 0.403285 \tabularnewline
29 & 0.017912 & 0.1241 & 0.450877 \tabularnewline
30 & -0.02412 & -0.1671 & 0.433992 \tabularnewline
31 & 0.084668 & 0.5866 & 0.280112 \tabularnewline
32 & 0.03112 & 0.2156 & 0.415104 \tabularnewline
33 & -0.111139 & -0.77 & 0.222539 \tabularnewline
34 & -0.073667 & -0.5104 & 0.306062 \tabularnewline
35 & 0.033301 & 0.2307 & 0.409258 \tabularnewline
36 & -0.081222 & -0.5627 & 0.288122 \tabularnewline
37 & 0.08467 & 0.5866 & 0.280107 \tabularnewline
38 & 0.072876 & 0.5049 & 0.30797 \tabularnewline
39 & -0.124373 & -0.8617 & 0.196573 \tabularnewline
40 & 0.126535 & 0.8767 & 0.192518 \tabularnewline
41 & 0.036904 & 0.2557 & 0.399645 \tabularnewline
42 & -0.165701 & -1.148 & 0.128326 \tabularnewline
43 & 0.034075 & 0.2361 & 0.407189 \tabularnewline
44 & 0.021957 & 0.1521 & 0.439864 \tabularnewline
45 & -0.048796 & -0.3381 & 0.368392 \tabularnewline
46 & 0.030878 & 0.2139 & 0.415754 \tabularnewline
47 & 0.028532 & 0.1977 & 0.422066 \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=35043&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]-0.073318[/C][C]-0.508[/C][C]0.306904[/C][/ROW]
[ROW][C]2[/C][C]-0.045877[/C][C]-0.3178[/C][C]0.37599[/C][/ROW]
[ROW][C]3[/C][C]0.285617[/C][C]1.9788[/C][C]0.026795[/C][/ROW]
[ROW][C]4[/C][C]-0.076177[/C][C]-0.5278[/C][C]0.300046[/C][/ROW]
[ROW][C]5[/C][C]0.125799[/C][C]0.8716[/C][C]0.193894[/C][/ROW]
[ROW][C]6[/C][C]0.084371[/C][C]0.5845[/C][C]0.280798[/C][/ROW]
[ROW][C]7[/C][C]-0.136291[/C][C]-0.9443[/C][C]0.174884[/C][/ROW]
[ROW][C]8[/C][C]0.142286[/C][C]0.9858[/C][C]0.16459[/C][/ROW]
[ROW][C]9[/C][C]0.128686[/C][C]0.8916[/C][C]0.188537[/C][/ROW]
[ROW][C]10[/C][C]-0.025792[/C][C]-0.1787[/C][C]0.429465[/C][/ROW]
[ROW][C]11[/C][C]-0.152697[/C][C]-1.0579[/C][C]0.147694[/C][/ROW]
[ROW][C]12[/C][C]-0.122359[/C][C]-0.8477[/C][C]0.200399[/C][/ROW]
[ROW][C]13[/C][C]-0.053147[/C][C]-0.3682[/C][C]0.357166[/C][/ROW]
[ROW][C]14[/C][C]0.051315[/C][C]0.3555[/C][C]0.361879[/C][/ROW]
[ROW][C]15[/C][C]-0.110025[/C][C]-0.7623[/C][C]0.224812[/C][/ROW]
[ROW][C]16[/C][C]-0.208227[/C][C]-1.4426[/C][C]0.077808[/C][/ROW]
[ROW][C]17[/C][C]0.052895[/C][C]0.3665[/C][C]0.357813[/C][/ROW]
[ROW][C]18[/C][C]0.017289[/C][C]0.1198[/C][C]0.452577[/C][/ROW]
[ROW][C]19[/C][C]-0.244767[/C][C]-1.6958[/C][C]0.048201[/C][/ROW]
[ROW][C]20[/C][C]-0.033929[/C][C]-0.2351[/C][C]0.407579[/C][/ROW]
[ROW][C]21[/C][C]0.029724[/C][C]0.2059[/C][C]0.418856[/C][/ROW]
[ROW][C]22[/C][C]-0.14019[/C][C]-0.9713[/C][C]0.168143[/C][/ROW]
[ROW][C]23[/C][C]0.218539[/C][C]1.5141[/C][C]0.068281[/C][/ROW]
[ROW][C]24[/C][C]-0.093324[/C][C]-0.6466[/C][C]0.260496[/C][/ROW]
[ROW][C]25[/C][C]-0.184309[/C][C]-1.2769[/C][C]0.103884[/C][/ROW]
[ROW][C]26[/C][C]0.14125[/C][C]0.9786[/C][C]0.166339[/C][/ROW]
[ROW][C]27[/C][C]-0.016215[/C][C]-0.1123[/C][C]0.455512[/C][/ROW]
[ROW][C]28[/C][C]-0.035537[/C][C]-0.2462[/C][C]0.403285[/C][/ROW]
[ROW][C]29[/C][C]0.017912[/C][C]0.1241[/C][C]0.450877[/C][/ROW]
[ROW][C]30[/C][C]-0.02412[/C][C]-0.1671[/C][C]0.433992[/C][/ROW]
[ROW][C]31[/C][C]0.084668[/C][C]0.5866[/C][C]0.280112[/C][/ROW]
[ROW][C]32[/C][C]0.03112[/C][C]0.2156[/C][C]0.415104[/C][/ROW]
[ROW][C]33[/C][C]-0.111139[/C][C]-0.77[/C][C]0.222539[/C][/ROW]
[ROW][C]34[/C][C]-0.073667[/C][C]-0.5104[/C][C]0.306062[/C][/ROW]
[ROW][C]35[/C][C]0.033301[/C][C]0.2307[/C][C]0.409258[/C][/ROW]
[ROW][C]36[/C][C]-0.081222[/C][C]-0.5627[/C][C]0.288122[/C][/ROW]
[ROW][C]37[/C][C]0.08467[/C][C]0.5866[/C][C]0.280107[/C][/ROW]
[ROW][C]38[/C][C]0.072876[/C][C]0.5049[/C][C]0.30797[/C][/ROW]
[ROW][C]39[/C][C]-0.124373[/C][C]-0.8617[/C][C]0.196573[/C][/ROW]
[ROW][C]40[/C][C]0.126535[/C][C]0.8767[/C][C]0.192518[/C][/ROW]
[ROW][C]41[/C][C]0.036904[/C][C]0.2557[/C][C]0.399645[/C][/ROW]
[ROW][C]42[/C][C]-0.165701[/C][C]-1.148[/C][C]0.128326[/C][/ROW]
[ROW][C]43[/C][C]0.034075[/C][C]0.2361[/C][C]0.407189[/C][/ROW]
[ROW][C]44[/C][C]0.021957[/C][C]0.1521[/C][C]0.439864[/C][/ROW]
[ROW][C]45[/C][C]-0.048796[/C][C]-0.3381[/C][C]0.368392[/C][/ROW]
[ROW][C]46[/C][C]0.030878[/C][C]0.2139[/C][C]0.415754[/C][/ROW]
[ROW][C]47[/C][C]0.028532[/C][C]0.1977[/C][C]0.422066[/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=35043&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35043&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	-0.073318	-0.508	0.306904
2	-0.045877	-0.3178	0.37599
3	0.285617	1.9788	0.026795
4	-0.076177	-0.5278	0.300046
5	0.125799	0.8716	0.193894
6	0.084371	0.5845	0.280798
7	-0.136291	-0.9443	0.174884
8	0.142286	0.9858	0.16459
9	0.128686	0.8916	0.188537
10	-0.025792	-0.1787	0.429465
11	-0.152697	-1.0579	0.147694
12	-0.122359	-0.8477	0.200399
13	-0.053147	-0.3682	0.357166
14	0.051315	0.3555	0.361879
15	-0.110025	-0.7623	0.224812
16	-0.208227	-1.4426	0.077808
17	0.052895	0.3665	0.357813
18	0.017289	0.1198	0.452577
19	-0.244767	-1.6958	0.048201
20	-0.033929	-0.2351	0.407579
21	0.029724	0.2059	0.418856
22	-0.14019	-0.9713	0.168143
23	0.218539	1.5141	0.068281
24	-0.093324	-0.6466	0.260496
25	-0.184309	-1.2769	0.103884
26	0.14125	0.9786	0.166339
27	-0.016215	-0.1123	0.455512
28	-0.035537	-0.2462	0.403285
29	0.017912	0.1241	0.450877
30	-0.02412	-0.1671	0.433992
31	0.084668	0.5866	0.280112
32	0.03112	0.2156	0.415104
33	-0.111139	-0.77	0.222539
34	-0.073667	-0.5104	0.306062
35	0.033301	0.2307	0.409258
36	-0.081222	-0.5627	0.288122
37	0.08467	0.5866	0.280107
38	0.072876	0.5049	0.30797
39	-0.124373	-0.8617	0.196573
40	0.126535	0.8767	0.192518
41	0.036904	0.2557	0.399645
42	-0.165701	-1.148	0.128326
43	0.034075	0.2361	0.407189
44	0.021957	0.1521	0.439864
45	-0.048796	-0.3381	0.368392
46	0.030878	0.2139	0.415754
47	0.028532	0.1977	0.422066
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	-0.073318	-0.508	0.306904
2	-0.05153	-0.357	0.361326
3	0.280551	1.9437	0.028903
4	-0.042771	-0.2963	0.38413
5	0.153972	1.0667	0.145711
6	0.014851	0.1029	0.459238
7	-0.094418	-0.6541	0.258069
8	0.064925	0.4498	0.327436
9	0.126246	0.8747	0.193058
10	0.05038	0.349	0.364293
11	-0.249625	-1.7295	0.045078
12	-0.210382	-1.4576	0.075735
13	-0.130498	-0.9041	0.185225
14	0.115618	0.801	0.213533
15	-0.015089	-0.1045	0.458589
16	-0.165975	-1.1499	0.127939
17	-0.020214	-0.14	0.444605
18	0.037864	0.2623	0.397094
19	-0.161725	-1.1205	0.134046
20	-0.008402	-0.0582	0.476911
21	0.184469	1.278	0.103691
22	-0.07141	-0.4947	0.31152
23	0.125251	0.8678	0.19492
24	-0.090267	-0.6254	0.267339
25	-0.067506	-0.4677	0.32106
26	-0.062575	-0.4335	0.333285
27	0.025316	0.1754	0.430753
28	0.02844	0.197	0.422314
29	-0.039821	-0.2759	0.391908
30	-0.02871	-0.1989	0.421588
31	-0.098486	-0.6823	0.249154
32	-0.019764	-0.1369	0.445829
33	-0.060519	-0.4193	0.338439
34	-0.052604	-0.3645	0.35856
35	-0.046976	-0.3255	0.373124
36	-0.105092	-0.7281	0.235045
37	0.090615	0.6278	0.266555
38	0.119232	0.8261	0.206429
39	0.004371	0.0303	0.487983
40	0.029742	0.2061	0.418809
41	-0.026129	-0.181	0.428556
42	-0.045449	-0.3149	0.37711
43	-0.02457	-0.1702	0.432773
44	-0.053459	-0.3704	0.356367
45	-0.025899	-0.1794	0.429175
46	-0.133163	-0.9226	0.180421
47	-0.002684	-0.0186	0.49262
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 & -0.073318 & -0.508 & 0.306904 \tabularnewline
2 & -0.05153 & -0.357 & 0.361326 \tabularnewline
3 & 0.280551 & 1.9437 & 0.028903 \tabularnewline
4 & -0.042771 & -0.2963 & 0.38413 \tabularnewline
5 & 0.153972 & 1.0667 & 0.145711 \tabularnewline
6 & 0.014851 & 0.1029 & 0.459238 \tabularnewline
7 & -0.094418 & -0.6541 & 0.258069 \tabularnewline
8 & 0.064925 & 0.4498 & 0.327436 \tabularnewline
9 & 0.126246 & 0.8747 & 0.193058 \tabularnewline
10 & 0.05038 & 0.349 & 0.364293 \tabularnewline
11 & -0.249625 & -1.7295 & 0.045078 \tabularnewline
12 & -0.210382 & -1.4576 & 0.075735 \tabularnewline
13 & -0.130498 & -0.9041 & 0.185225 \tabularnewline
14 & 0.115618 & 0.801 & 0.213533 \tabularnewline
15 & -0.015089 & -0.1045 & 0.458589 \tabularnewline
16 & -0.165975 & -1.1499 & 0.127939 \tabularnewline
17 & -0.020214 & -0.14 & 0.444605 \tabularnewline
18 & 0.037864 & 0.2623 & 0.397094 \tabularnewline
19 & -0.161725 & -1.1205 & 0.134046 \tabularnewline
20 & -0.008402 & -0.0582 & 0.476911 \tabularnewline
21 & 0.184469 & 1.278 & 0.103691 \tabularnewline
22 & -0.07141 & -0.4947 & 0.31152 \tabularnewline
23 & 0.125251 & 0.8678 & 0.19492 \tabularnewline
24 & -0.090267 & -0.6254 & 0.267339 \tabularnewline
25 & -0.067506 & -0.4677 & 0.32106 \tabularnewline
26 & -0.062575 & -0.4335 & 0.333285 \tabularnewline
27 & 0.025316 & 0.1754 & 0.430753 \tabularnewline
28 & 0.02844 & 0.197 & 0.422314 \tabularnewline
29 & -0.039821 & -0.2759 & 0.391908 \tabularnewline
30 & -0.02871 & -0.1989 & 0.421588 \tabularnewline
31 & -0.098486 & -0.6823 & 0.249154 \tabularnewline
32 & -0.019764 & -0.1369 & 0.445829 \tabularnewline
33 & -0.060519 & -0.4193 & 0.338439 \tabularnewline
34 & -0.052604 & -0.3645 & 0.35856 \tabularnewline
35 & -0.046976 & -0.3255 & 0.373124 \tabularnewline
36 & -0.105092 & -0.7281 & 0.235045 \tabularnewline
37 & 0.090615 & 0.6278 & 0.266555 \tabularnewline
38 & 0.119232 & 0.8261 & 0.206429 \tabularnewline
39 & 0.004371 & 0.0303 & 0.487983 \tabularnewline
40 & 0.029742 & 0.2061 & 0.418809 \tabularnewline
41 & -0.026129 & -0.181 & 0.428556 \tabularnewline
42 & -0.045449 & -0.3149 & 0.37711 \tabularnewline
43 & -0.02457 & -0.1702 & 0.432773 \tabularnewline
44 & -0.053459 & -0.3704 & 0.356367 \tabularnewline
45 & -0.025899 & -0.1794 & 0.429175 \tabularnewline
46 & -0.133163 & -0.9226 & 0.180421 \tabularnewline
47 & -0.002684 & -0.0186 & 0.49262 \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=35043&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]-0.073318[/C][C]-0.508[/C][C]0.306904[/C][/ROW]
[ROW][C]2[/C][C]-0.05153[/C][C]-0.357[/C][C]0.361326[/C][/ROW]
[ROW][C]3[/C][C]0.280551[/C][C]1.9437[/C][C]0.028903[/C][/ROW]
[ROW][C]4[/C][C]-0.042771[/C][C]-0.2963[/C][C]0.38413[/C][/ROW]
[ROW][C]5[/C][C]0.153972[/C][C]1.0667[/C][C]0.145711[/C][/ROW]
[ROW][C]6[/C][C]0.014851[/C][C]0.1029[/C][C]0.459238[/C][/ROW]
[ROW][C]7[/C][C]-0.094418[/C][C]-0.6541[/C][C]0.258069[/C][/ROW]
[ROW][C]8[/C][C]0.064925[/C][C]0.4498[/C][C]0.327436[/C][/ROW]
[ROW][C]9[/C][C]0.126246[/C][C]0.8747[/C][C]0.193058[/C][/ROW]
[ROW][C]10[/C][C]0.05038[/C][C]0.349[/C][C]0.364293[/C][/ROW]
[ROW][C]11[/C][C]-0.249625[/C][C]-1.7295[/C][C]0.045078[/C][/ROW]
[ROW][C]12[/C][C]-0.210382[/C][C]-1.4576[/C][C]0.075735[/C][/ROW]
[ROW][C]13[/C][C]-0.130498[/C][C]-0.9041[/C][C]0.185225[/C][/ROW]
[ROW][C]14[/C][C]0.115618[/C][C]0.801[/C][C]0.213533[/C][/ROW]
[ROW][C]15[/C][C]-0.015089[/C][C]-0.1045[/C][C]0.458589[/C][/ROW]
[ROW][C]16[/C][C]-0.165975[/C][C]-1.1499[/C][C]0.127939[/C][/ROW]
[ROW][C]17[/C][C]-0.020214[/C][C]-0.14[/C][C]0.444605[/C][/ROW]
[ROW][C]18[/C][C]0.037864[/C][C]0.2623[/C][C]0.397094[/C][/ROW]
[ROW][C]19[/C][C]-0.161725[/C][C]-1.1205[/C][C]0.134046[/C][/ROW]
[ROW][C]20[/C][C]-0.008402[/C][C]-0.0582[/C][C]0.476911[/C][/ROW]
[ROW][C]21[/C][C]0.184469[/C][C]1.278[/C][C]0.103691[/C][/ROW]
[ROW][C]22[/C][C]-0.07141[/C][C]-0.4947[/C][C]0.31152[/C][/ROW]
[ROW][C]23[/C][C]0.125251[/C][C]0.8678[/C][C]0.19492[/C][/ROW]
[ROW][C]24[/C][C]-0.090267[/C][C]-0.6254[/C][C]0.267339[/C][/ROW]
[ROW][C]25[/C][C]-0.067506[/C][C]-0.4677[/C][C]0.32106[/C][/ROW]
[ROW][C]26[/C][C]-0.062575[/C][C]-0.4335[/C][C]0.333285[/C][/ROW]
[ROW][C]27[/C][C]0.025316[/C][C]0.1754[/C][C]0.430753[/C][/ROW]
[ROW][C]28[/C][C]0.02844[/C][C]0.197[/C][C]0.422314[/C][/ROW]
[ROW][C]29[/C][C]-0.039821[/C][C]-0.2759[/C][C]0.391908[/C][/ROW]
[ROW][C]30[/C][C]-0.02871[/C][C]-0.1989[/C][C]0.421588[/C][/ROW]
[ROW][C]31[/C][C]-0.098486[/C][C]-0.6823[/C][C]0.249154[/C][/ROW]
[ROW][C]32[/C][C]-0.019764[/C][C]-0.1369[/C][C]0.445829[/C][/ROW]
[ROW][C]33[/C][C]-0.060519[/C][C]-0.4193[/C][C]0.338439[/C][/ROW]
[ROW][C]34[/C][C]-0.052604[/C][C]-0.3645[/C][C]0.35856[/C][/ROW]
[ROW][C]35[/C][C]-0.046976[/C][C]-0.3255[/C][C]0.373124[/C][/ROW]
[ROW][C]36[/C][C]-0.105092[/C][C]-0.7281[/C][C]0.235045[/C][/ROW]
[ROW][C]37[/C][C]0.090615[/C][C]0.6278[/C][C]0.266555[/C][/ROW]
[ROW][C]38[/C][C]0.119232[/C][C]0.8261[/C][C]0.206429[/C][/ROW]
[ROW][C]39[/C][C]0.004371[/C][C]0.0303[/C][C]0.487983[/C][/ROW]
[ROW][C]40[/C][C]0.029742[/C][C]0.2061[/C][C]0.418809[/C][/ROW]
[ROW][C]41[/C][C]-0.026129[/C][C]-0.181[/C][C]0.428556[/C][/ROW]
[ROW][C]42[/C][C]-0.045449[/C][C]-0.3149[/C][C]0.37711[/C][/ROW]
[ROW][C]43[/C][C]-0.02457[/C][C]-0.1702[/C][C]0.432773[/C][/ROW]
[ROW][C]44[/C][C]-0.053459[/C][C]-0.3704[/C][C]0.356367[/C][/ROW]
[ROW][C]45[/C][C]-0.025899[/C][C]-0.1794[/C][C]0.429175[/C][/ROW]
[ROW][C]46[/C][C]-0.133163[/C][C]-0.9226[/C][C]0.180421[/C][/ROW]
[ROW][C]47[/C][C]-0.002684[/C][C]-0.0186[/C][C]0.49262[/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=35043&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35043&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	-0.073318	-0.508	0.306904
2	-0.05153	-0.357	0.361326
3	0.280551	1.9437	0.028903
4	-0.042771	-0.2963	0.38413
5	0.153972	1.0667	0.145711
6	0.014851	0.1029	0.459238
7	-0.094418	-0.6541	0.258069
8	0.064925	0.4498	0.327436
9	0.126246	0.8747	0.193058
10	0.05038	0.349	0.364293
11	-0.249625	-1.7295	0.045078
12	-0.210382	-1.4576	0.075735
13	-0.130498	-0.9041	0.185225
14	0.115618	0.801	0.213533
15	-0.015089	-0.1045	0.458589
16	-0.165975	-1.1499	0.127939
17	-0.020214	-0.14	0.444605
18	0.037864	0.2623	0.397094
19	-0.161725	-1.1205	0.134046
20	-0.008402	-0.0582	0.476911
21	0.184469	1.278	0.103691
22	-0.07141	-0.4947	0.31152
23	0.125251	0.8678	0.19492
24	-0.090267	-0.6254	0.267339
25	-0.067506	-0.4677	0.32106
26	-0.062575	-0.4335	0.333285
27	0.025316	0.1754	0.430753
28	0.02844	0.197	0.422314
29	-0.039821	-0.2759	0.391908
30	-0.02871	-0.1989	0.421588
31	-0.098486	-0.6823	0.249154
32	-0.019764	-0.1369	0.445829
33	-0.060519	-0.4193	0.338439
34	-0.052604	-0.3645	0.35856
35	-0.046976	-0.3255	0.373124
36	-0.105092	-0.7281	0.235045
37	0.090615	0.6278	0.266555
38	0.119232	0.8261	0.206429
39	0.004371	0.0303	0.487983
40	0.029742	0.2061	0.418809
41	-0.026129	-0.181	0.428556
42	-0.045449	-0.3149	0.37711
43	-0.02457	-0.1702	0.432773
44	-0.053459	-0.3704	0.356367
45	-0.025899	-0.1794	0.429175
46	-0.133163	-0.9226	0.180421
47	-0.002684	-0.0186	0.49262
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 = 2.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 2.0 ; par3 = 0 ; 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