Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 09:50:49 -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/21/t1229878412ahea1zwdhgd8fs8.htm/, Retrieved Sun, 19 May 2024 12:39:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35682, Retrieved Sun, 19 May 2024 12:39:38 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

136

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]
-   PD    [(Partial) Autocorrelation Function] [auto corr inv] [2008-12-19 11:19:14] [fad8a251ac01c156a8ae23a83577546f]
-   P         [(Partial) Autocorrelation Function] [autocorr inv] [2008-12-21 16:50:49] [fa8b44cd657c07c6ee11bb2476ca3f8d] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35682&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]0 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=35682&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35682&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.148463	1.15	0.127355
2	-0.211849	-1.641	0.053018
3	0.199642	1.5464	0.063631
4	-0.073087	-0.5661	0.286709
5	0.084847	0.6572	0.256777
6	0.502486	3.8922	0.000126
7	0.079809	0.6182	0.269392
8	-0.051403	-0.3982	0.345962
9	0.135777	1.0517	0.148572
10	-0.260341	-2.0166	0.02411
11	0.099028	0.7671	0.223025
12	0.671236	5.1994	1e-06
13	0.017882	0.1385	0.44515
14	-0.201283	-1.5591	0.062112
15	0.105095	0.8141	0.209414
16	-0.158577	-1.2283	0.112059
17	-0.00287	-0.0222	0.491169
18	0.322229	2.496	0.007664
19	0.013425	0.104	0.458761
20	-0.053443	-0.414	0.340187
21	0.058753	0.4551	0.32534
22	-0.280309	-2.1713	0.016938
23	0.038698	0.2998	0.382699
24	0.386207	2.9915	0.002012
25	-0.082218	-0.6369	0.263319
26	-0.149725	-1.1598	0.125369
27	-0.004099	-0.0318	0.487388
28	-0.205869	-1.5947	0.058022
29	-0.051383	-0.398	0.346017
30	0.156305	1.2107	0.115373
31	-0.030898	-0.2393	0.405829
32	-0.048961	-0.3793	0.352919
33	-0.076058	-0.5891	0.27899
34	-0.272156	-2.1081	0.019604
35	-0.024991	-0.1936	0.42358
36	0.201222	1.5587	0.062168
37	-0.088978	-0.6892	0.246671
38	-0.173316	-1.3425	0.092245
39	-0.090795	-0.7033	0.242295
40	-0.1977	-1.5314	0.065466
41	-0.107705	-0.8343	0.203717
42	0.079271	0.614	0.270758
43	-0.003733	-0.0289	0.488514
44	-0.069927	-0.5417	0.295032
45	-0.104507	-0.8095	0.210711
46	-0.177626	-1.3759	0.086986
47	-0.037479	-0.2903	0.38629
48	0.050257	0.3893	0.349219
49	-0.0476	-0.3687	0.356822
50	-0.100224	-0.7763	0.220301
51	-0.089191	-0.6909	0.246155
52	-0.114213	-0.8847	0.189929
53	-0.070137	-0.5433	0.294475
54	0.014379	0.1114	0.455845
55	-0.003461	-0.0268	0.489351
56	-0.047611	-0.3688	0.356791
57	-0.050923	-0.3944	0.347324
58	-0.034718	-0.2689	0.394454
59	-0.015649	-0.1212	0.451963
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.148463 & 1.15 & 0.127355 \tabularnewline
2 & -0.211849 & -1.641 & 0.053018 \tabularnewline
3 & 0.199642 & 1.5464 & 0.063631 \tabularnewline
4 & -0.073087 & -0.5661 & 0.286709 \tabularnewline
5 & 0.084847 & 0.6572 & 0.256777 \tabularnewline
6 & 0.502486 & 3.8922 & 0.000126 \tabularnewline
7 & 0.079809 & 0.6182 & 0.269392 \tabularnewline
8 & -0.051403 & -0.3982 & 0.345962 \tabularnewline
9 & 0.135777 & 1.0517 & 0.148572 \tabularnewline
10 & -0.260341 & -2.0166 & 0.02411 \tabularnewline
11 & 0.099028 & 0.7671 & 0.223025 \tabularnewline
12 & 0.671236 & 5.1994 & 1e-06 \tabularnewline
13 & 0.017882 & 0.1385 & 0.44515 \tabularnewline
14 & -0.201283 & -1.5591 & 0.062112 \tabularnewline
15 & 0.105095 & 0.8141 & 0.209414 \tabularnewline
16 & -0.158577 & -1.2283 & 0.112059 \tabularnewline
17 & -0.00287 & -0.0222 & 0.491169 \tabularnewline
18 & 0.322229 & 2.496 & 0.007664 \tabularnewline
19 & 0.013425 & 0.104 & 0.458761 \tabularnewline
20 & -0.053443 & -0.414 & 0.340187 \tabularnewline
21 & 0.058753 & 0.4551 & 0.32534 \tabularnewline
22 & -0.280309 & -2.1713 & 0.016938 \tabularnewline
23 & 0.038698 & 0.2998 & 0.382699 \tabularnewline
24 & 0.386207 & 2.9915 & 0.002012 \tabularnewline
25 & -0.082218 & -0.6369 & 0.263319 \tabularnewline
26 & -0.149725 & -1.1598 & 0.125369 \tabularnewline
27 & -0.004099 & -0.0318 & 0.487388 \tabularnewline
28 & -0.205869 & -1.5947 & 0.058022 \tabularnewline
29 & -0.051383 & -0.398 & 0.346017 \tabularnewline
30 & 0.156305 & 1.2107 & 0.115373 \tabularnewline
31 & -0.030898 & -0.2393 & 0.405829 \tabularnewline
32 & -0.048961 & -0.3793 & 0.352919 \tabularnewline
33 & -0.076058 & -0.5891 & 0.27899 \tabularnewline
34 & -0.272156 & -2.1081 & 0.019604 \tabularnewline
35 & -0.024991 & -0.1936 & 0.42358 \tabularnewline
36 & 0.201222 & 1.5587 & 0.062168 \tabularnewline
37 & -0.088978 & -0.6892 & 0.246671 \tabularnewline
38 & -0.173316 & -1.3425 & 0.092245 \tabularnewline
39 & -0.090795 & -0.7033 & 0.242295 \tabularnewline
40 & -0.1977 & -1.5314 & 0.065466 \tabularnewline
41 & -0.107705 & -0.8343 & 0.203717 \tabularnewline
42 & 0.079271 & 0.614 & 0.270758 \tabularnewline
43 & -0.003733 & -0.0289 & 0.488514 \tabularnewline
44 & -0.069927 & -0.5417 & 0.295032 \tabularnewline
45 & -0.104507 & -0.8095 & 0.210711 \tabularnewline
46 & -0.177626 & -1.3759 & 0.086986 \tabularnewline
47 & -0.037479 & -0.2903 & 0.38629 \tabularnewline
48 & 0.050257 & 0.3893 & 0.349219 \tabularnewline
49 & -0.0476 & -0.3687 & 0.356822 \tabularnewline
50 & -0.100224 & -0.7763 & 0.220301 \tabularnewline
51 & -0.089191 & -0.6909 & 0.246155 \tabularnewline
52 & -0.114213 & -0.8847 & 0.189929 \tabularnewline
53 & -0.070137 & -0.5433 & 0.294475 \tabularnewline
54 & 0.014379 & 0.1114 & 0.455845 \tabularnewline
55 & -0.003461 & -0.0268 & 0.489351 \tabularnewline
56 & -0.047611 & -0.3688 & 0.356791 \tabularnewline
57 & -0.050923 & -0.3944 & 0.347324 \tabularnewline
58 & -0.034718 & -0.2689 & 0.394454 \tabularnewline
59 & -0.015649 & -0.1212 & 0.451963 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35682&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]0.148463[/C][C]1.15[/C][C]0.127355[/C][/ROW]
[ROW][C]2[/C][C]-0.211849[/C][C]-1.641[/C][C]0.053018[/C][/ROW]
[ROW][C]3[/C][C]0.199642[/C][C]1.5464[/C][C]0.063631[/C][/ROW]
[ROW][C]4[/C][C]-0.073087[/C][C]-0.5661[/C][C]0.286709[/C][/ROW]
[ROW][C]5[/C][C]0.084847[/C][C]0.6572[/C][C]0.256777[/C][/ROW]
[ROW][C]6[/C][C]0.502486[/C][C]3.8922[/C][C]0.000126[/C][/ROW]
[ROW][C]7[/C][C]0.079809[/C][C]0.6182[/C][C]0.269392[/C][/ROW]
[ROW][C]8[/C][C]-0.051403[/C][C]-0.3982[/C][C]0.345962[/C][/ROW]
[ROW][C]9[/C][C]0.135777[/C][C]1.0517[/C][C]0.148572[/C][/ROW]
[ROW][C]10[/C][C]-0.260341[/C][C]-2.0166[/C][C]0.02411[/C][/ROW]
[ROW][C]11[/C][C]0.099028[/C][C]0.7671[/C][C]0.223025[/C][/ROW]
[ROW][C]12[/C][C]0.671236[/C][C]5.1994[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.017882[/C][C]0.1385[/C][C]0.44515[/C][/ROW]
[ROW][C]14[/C][C]-0.201283[/C][C]-1.5591[/C][C]0.062112[/C][/ROW]
[ROW][C]15[/C][C]0.105095[/C][C]0.8141[/C][C]0.209414[/C][/ROW]
[ROW][C]16[/C][C]-0.158577[/C][C]-1.2283[/C][C]0.112059[/C][/ROW]
[ROW][C]17[/C][C]-0.00287[/C][C]-0.0222[/C][C]0.491169[/C][/ROW]
[ROW][C]18[/C][C]0.322229[/C][C]2.496[/C][C]0.007664[/C][/ROW]
[ROW][C]19[/C][C]0.013425[/C][C]0.104[/C][C]0.458761[/C][/ROW]
[ROW][C]20[/C][C]-0.053443[/C][C]-0.414[/C][C]0.340187[/C][/ROW]
[ROW][C]21[/C][C]0.058753[/C][C]0.4551[/C][C]0.32534[/C][/ROW]
[ROW][C]22[/C][C]-0.280309[/C][C]-2.1713[/C][C]0.016938[/C][/ROW]
[ROW][C]23[/C][C]0.038698[/C][C]0.2998[/C][C]0.382699[/C][/ROW]
[ROW][C]24[/C][C]0.386207[/C][C]2.9915[/C][C]0.002012[/C][/ROW]
[ROW][C]25[/C][C]-0.082218[/C][C]-0.6369[/C][C]0.263319[/C][/ROW]
[ROW][C]26[/C][C]-0.149725[/C][C]-1.1598[/C][C]0.125369[/C][/ROW]
[ROW][C]27[/C][C]-0.004099[/C][C]-0.0318[/C][C]0.487388[/C][/ROW]
[ROW][C]28[/C][C]-0.205869[/C][C]-1.5947[/C][C]0.058022[/C][/ROW]
[ROW][C]29[/C][C]-0.051383[/C][C]-0.398[/C][C]0.346017[/C][/ROW]
[ROW][C]30[/C][C]0.156305[/C][C]1.2107[/C][C]0.115373[/C][/ROW]
[ROW][C]31[/C][C]-0.030898[/C][C]-0.2393[/C][C]0.405829[/C][/ROW]
[ROW][C]32[/C][C]-0.048961[/C][C]-0.3793[/C][C]0.352919[/C][/ROW]
[ROW][C]33[/C][C]-0.076058[/C][C]-0.5891[/C][C]0.27899[/C][/ROW]
[ROW][C]34[/C][C]-0.272156[/C][C]-2.1081[/C][C]0.019604[/C][/ROW]
[ROW][C]35[/C][C]-0.024991[/C][C]-0.1936[/C][C]0.42358[/C][/ROW]
[ROW][C]36[/C][C]0.201222[/C][C]1.5587[/C][C]0.062168[/C][/ROW]
[ROW][C]37[/C][C]-0.088978[/C][C]-0.6892[/C][C]0.246671[/C][/ROW]
[ROW][C]38[/C][C]-0.173316[/C][C]-1.3425[/C][C]0.092245[/C][/ROW]
[ROW][C]39[/C][C]-0.090795[/C][C]-0.7033[/C][C]0.242295[/C][/ROW]
[ROW][C]40[/C][C]-0.1977[/C][C]-1.5314[/C][C]0.065466[/C][/ROW]
[ROW][C]41[/C][C]-0.107705[/C][C]-0.8343[/C][C]0.203717[/C][/ROW]
[ROW][C]42[/C][C]0.079271[/C][C]0.614[/C][C]0.270758[/C][/ROW]
[ROW][C]43[/C][C]-0.003733[/C][C]-0.0289[/C][C]0.488514[/C][/ROW]
[ROW][C]44[/C][C]-0.069927[/C][C]-0.5417[/C][C]0.295032[/C][/ROW]
[ROW][C]45[/C][C]-0.104507[/C][C]-0.8095[/C][C]0.210711[/C][/ROW]
[ROW][C]46[/C][C]-0.177626[/C][C]-1.3759[/C][C]0.086986[/C][/ROW]
[ROW][C]47[/C][C]-0.037479[/C][C]-0.2903[/C][C]0.38629[/C][/ROW]
[ROW][C]48[/C][C]0.050257[/C][C]0.3893[/C][C]0.349219[/C][/ROW]
[ROW][C]49[/C][C]-0.0476[/C][C]-0.3687[/C][C]0.356822[/C][/ROW]
[ROW][C]50[/C][C]-0.100224[/C][C]-0.7763[/C][C]0.220301[/C][/ROW]
[ROW][C]51[/C][C]-0.089191[/C][C]-0.6909[/C][C]0.246155[/C][/ROW]
[ROW][C]52[/C][C]-0.114213[/C][C]-0.8847[/C][C]0.189929[/C][/ROW]
[ROW][C]53[/C][C]-0.070137[/C][C]-0.5433[/C][C]0.294475[/C][/ROW]
[ROW][C]54[/C][C]0.014379[/C][C]0.1114[/C][C]0.455845[/C][/ROW]
[ROW][C]55[/C][C]-0.003461[/C][C]-0.0268[/C][C]0.489351[/C][/ROW]
[ROW][C]56[/C][C]-0.047611[/C][C]-0.3688[/C][C]0.356791[/C][/ROW]
[ROW][C]57[/C][C]-0.050923[/C][C]-0.3944[/C][C]0.347324[/C][/ROW]
[ROW][C]58[/C][C]-0.034718[/C][C]-0.2689[/C][C]0.394454[/C][/ROW]
[ROW][C]59[/C][C]-0.015649[/C][C]-0.1212[/C][C]0.451963[/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=35682&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35682&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	0.148463	1.15	0.127355
2	-0.211849	-1.641	0.053018
3	0.199642	1.5464	0.063631
4	-0.073087	-0.5661	0.286709
5	0.084847	0.6572	0.256777
6	0.502486	3.8922	0.000126
7	0.079809	0.6182	0.269392
8	-0.051403	-0.3982	0.345962
9	0.135777	1.0517	0.148572
10	-0.260341	-2.0166	0.02411
11	0.099028	0.7671	0.223025
12	0.671236	5.1994	1e-06
13	0.017882	0.1385	0.44515
14	-0.201283	-1.5591	0.062112
15	0.105095	0.8141	0.209414
16	-0.158577	-1.2283	0.112059
17	-0.00287	-0.0222	0.491169
18	0.322229	2.496	0.007664
19	0.013425	0.104	0.458761
20	-0.053443	-0.414	0.340187
21	0.058753	0.4551	0.32534
22	-0.280309	-2.1713	0.016938
23	0.038698	0.2998	0.382699
24	0.386207	2.9915	0.002012
25	-0.082218	-0.6369	0.263319
26	-0.149725	-1.1598	0.125369
27	-0.004099	-0.0318	0.487388
28	-0.205869	-1.5947	0.058022
29	-0.051383	-0.398	0.346017
30	0.156305	1.2107	0.115373
31	-0.030898	-0.2393	0.405829
32	-0.048961	-0.3793	0.352919
33	-0.076058	-0.5891	0.27899
34	-0.272156	-2.1081	0.019604
35	-0.024991	-0.1936	0.42358
36	0.201222	1.5587	0.062168
37	-0.088978	-0.6892	0.246671
38	-0.173316	-1.3425	0.092245
39	-0.090795	-0.7033	0.242295
40	-0.1977	-1.5314	0.065466
41	-0.107705	-0.8343	0.203717
42	0.079271	0.614	0.270758
43	-0.003733	-0.0289	0.488514
44	-0.069927	-0.5417	0.295032
45	-0.104507	-0.8095	0.210711
46	-0.177626	-1.3759	0.086986
47	-0.037479	-0.2903	0.38629
48	0.050257	0.3893	0.349219
49	-0.0476	-0.3687	0.356822
50	-0.100224	-0.7763	0.220301
51	-0.089191	-0.6909	0.246155
52	-0.114213	-0.8847	0.189929
53	-0.070137	-0.5433	0.294475
54	0.014379	0.1114	0.455845
55	-0.003461	-0.0268	0.489351
56	-0.047611	-0.3688	0.356791
57	-0.050923	-0.3944	0.347324
58	-0.034718	-0.2689	0.394454
59	-0.015649	-0.1212	0.451963
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.148463	1.15	0.127355
2	-0.239162	-1.8525	0.034435
3	0.297306	2.3029	0.012383
4	-0.274118	-2.1233	0.018931
5	0.389374	3.0161	0.001876
6	0.274442	2.1258	0.018822
7	0.067117	0.5199	0.302528
8	0.109897	0.8513	0.199006
9	-0.034539	-0.2675	0.394987
10	-0.336534	-2.6068	0.005757
11	0.306888	2.3771	0.010326
12	0.353899	2.7413	0.004026
13	-0.118205	-0.9156	0.181768
14	-0.096103	-0.7444	0.229766
15	-0.087776	-0.6799	0.249588
16	-0.030705	-0.2378	0.406408
17	-0.090455	-0.7007	0.243112
18	-0.146779	-1.1369	0.130041
19	0.077878	0.6032	0.274312
20	-0.019067	-0.1477	0.441541
21	0.095497	0.7397	0.231178
22	-0.058104	-0.4501	0.32714
23	0.056579	0.4383	0.331387
24	-0.166928	-1.293	0.10048
25	0.042772	0.3313	0.370783
26	-0.060117	-0.4657	0.321571
27	-0.090278	-0.6993	0.243537
28	-0.009934	-0.077	0.469459
29	-0.026164	-0.2027	0.420042
30	-0.032443	-0.2513	0.401218
31	0.065226	0.5052	0.307621
32	-0.084899	-0.6576	0.256646
33	-0.059313	-0.4594	0.32379
34	-0.013037	-0.101	0.459949
35	-0.081147	-0.6286	0.266011
36	0.09847	0.7627	0.224301
37	-0.040708	-0.3153	0.376805
38	-0.142522	-1.104	0.137007
39	0.05384	0.417	0.339067
40	-0.083323	-0.6454	0.260558
41	-0.023206	-0.1798	0.428975
42	0.028693	0.2223	0.412436
43	-0.003153	-0.0244	0.490298
44	0.005753	0.0446	0.482301
45	0.087381	0.6768	0.250551
46	0.06615	0.5124	0.305128
47	-0.017025	-0.1319	0.447762
48	-0.207651	-1.6085	0.056492
49	0.045439	0.352	0.363048
50	0.036927	0.286	0.387918
51	-0.012158	-0.0942	0.462643
52	-0.001585	-0.0123	0.495123
53	0.071141	0.5511	0.291822
54	-0.088858	-0.6883	0.246962
55	-0.083263	-0.645	0.260708
56	0.033324	0.2581	0.398595
57	0.032625	0.2527	0.400677
58	0.039458	0.3056	0.380468
59	0.065483	0.5072	0.306926
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.148463 & 1.15 & 0.127355 \tabularnewline
2 & -0.239162 & -1.8525 & 0.034435 \tabularnewline
3 & 0.297306 & 2.3029 & 0.012383 \tabularnewline
4 & -0.274118 & -2.1233 & 0.018931 \tabularnewline
5 & 0.389374 & 3.0161 & 0.001876 \tabularnewline
6 & 0.274442 & 2.1258 & 0.018822 \tabularnewline
7 & 0.067117 & 0.5199 & 0.302528 \tabularnewline
8 & 0.109897 & 0.8513 & 0.199006 \tabularnewline
9 & -0.034539 & -0.2675 & 0.394987 \tabularnewline
10 & -0.336534 & -2.6068 & 0.005757 \tabularnewline
11 & 0.306888 & 2.3771 & 0.010326 \tabularnewline
12 & 0.353899 & 2.7413 & 0.004026 \tabularnewline
13 & -0.118205 & -0.9156 & 0.181768 \tabularnewline
14 & -0.096103 & -0.7444 & 0.229766 \tabularnewline
15 & -0.087776 & -0.6799 & 0.249588 \tabularnewline
16 & -0.030705 & -0.2378 & 0.406408 \tabularnewline
17 & -0.090455 & -0.7007 & 0.243112 \tabularnewline
18 & -0.146779 & -1.1369 & 0.130041 \tabularnewline
19 & 0.077878 & 0.6032 & 0.274312 \tabularnewline
20 & -0.019067 & -0.1477 & 0.441541 \tabularnewline
21 & 0.095497 & 0.7397 & 0.231178 \tabularnewline
22 & -0.058104 & -0.4501 & 0.32714 \tabularnewline
23 & 0.056579 & 0.4383 & 0.331387 \tabularnewline
24 & -0.166928 & -1.293 & 0.10048 \tabularnewline
25 & 0.042772 & 0.3313 & 0.370783 \tabularnewline
26 & -0.060117 & -0.4657 & 0.321571 \tabularnewline
27 & -0.090278 & -0.6993 & 0.243537 \tabularnewline
28 & -0.009934 & -0.077 & 0.469459 \tabularnewline
29 & -0.026164 & -0.2027 & 0.420042 \tabularnewline
30 & -0.032443 & -0.2513 & 0.401218 \tabularnewline
31 & 0.065226 & 0.5052 & 0.307621 \tabularnewline
32 & -0.084899 & -0.6576 & 0.256646 \tabularnewline
33 & -0.059313 & -0.4594 & 0.32379 \tabularnewline
34 & -0.013037 & -0.101 & 0.459949 \tabularnewline
35 & -0.081147 & -0.6286 & 0.266011 \tabularnewline
36 & 0.09847 & 0.7627 & 0.224301 \tabularnewline
37 & -0.040708 & -0.3153 & 0.376805 \tabularnewline
38 & -0.142522 & -1.104 & 0.137007 \tabularnewline
39 & 0.05384 & 0.417 & 0.339067 \tabularnewline
40 & -0.083323 & -0.6454 & 0.260558 \tabularnewline
41 & -0.023206 & -0.1798 & 0.428975 \tabularnewline
42 & 0.028693 & 0.2223 & 0.412436 \tabularnewline
43 & -0.003153 & -0.0244 & 0.490298 \tabularnewline
44 & 0.005753 & 0.0446 & 0.482301 \tabularnewline
45 & 0.087381 & 0.6768 & 0.250551 \tabularnewline
46 & 0.06615 & 0.5124 & 0.305128 \tabularnewline
47 & -0.017025 & -0.1319 & 0.447762 \tabularnewline
48 & -0.207651 & -1.6085 & 0.056492 \tabularnewline
49 & 0.045439 & 0.352 & 0.363048 \tabularnewline
50 & 0.036927 & 0.286 & 0.387918 \tabularnewline
51 & -0.012158 & -0.0942 & 0.462643 \tabularnewline
52 & -0.001585 & -0.0123 & 0.495123 \tabularnewline
53 & 0.071141 & 0.5511 & 0.291822 \tabularnewline
54 & -0.088858 & -0.6883 & 0.246962 \tabularnewline
55 & -0.083263 & -0.645 & 0.260708 \tabularnewline
56 & 0.033324 & 0.2581 & 0.398595 \tabularnewline
57 & 0.032625 & 0.2527 & 0.400677 \tabularnewline
58 & 0.039458 & 0.3056 & 0.380468 \tabularnewline
59 & 0.065483 & 0.5072 & 0.306926 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35682&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]0.148463[/C][C]1.15[/C][C]0.127355[/C][/ROW]
[ROW][C]2[/C][C]-0.239162[/C][C]-1.8525[/C][C]0.034435[/C][/ROW]
[ROW][C]3[/C][C]0.297306[/C][C]2.3029[/C][C]0.012383[/C][/ROW]
[ROW][C]4[/C][C]-0.274118[/C][C]-2.1233[/C][C]0.018931[/C][/ROW]
[ROW][C]5[/C][C]0.389374[/C][C]3.0161[/C][C]0.001876[/C][/ROW]
[ROW][C]6[/C][C]0.274442[/C][C]2.1258[/C][C]0.018822[/C][/ROW]
[ROW][C]7[/C][C]0.067117[/C][C]0.5199[/C][C]0.302528[/C][/ROW]
[ROW][C]8[/C][C]0.109897[/C][C]0.8513[/C][C]0.199006[/C][/ROW]
[ROW][C]9[/C][C]-0.034539[/C][C]-0.2675[/C][C]0.394987[/C][/ROW]
[ROW][C]10[/C][C]-0.336534[/C][C]-2.6068[/C][C]0.005757[/C][/ROW]
[ROW][C]11[/C][C]0.306888[/C][C]2.3771[/C][C]0.010326[/C][/ROW]
[ROW][C]12[/C][C]0.353899[/C][C]2.7413[/C][C]0.004026[/C][/ROW]
[ROW][C]13[/C][C]-0.118205[/C][C]-0.9156[/C][C]0.181768[/C][/ROW]
[ROW][C]14[/C][C]-0.096103[/C][C]-0.7444[/C][C]0.229766[/C][/ROW]
[ROW][C]15[/C][C]-0.087776[/C][C]-0.6799[/C][C]0.249588[/C][/ROW]
[ROW][C]16[/C][C]-0.030705[/C][C]-0.2378[/C][C]0.406408[/C][/ROW]
[ROW][C]17[/C][C]-0.090455[/C][C]-0.7007[/C][C]0.243112[/C][/ROW]
[ROW][C]18[/C][C]-0.146779[/C][C]-1.1369[/C][C]0.130041[/C][/ROW]
[ROW][C]19[/C][C]0.077878[/C][C]0.6032[/C][C]0.274312[/C][/ROW]
[ROW][C]20[/C][C]-0.019067[/C][C]-0.1477[/C][C]0.441541[/C][/ROW]
[ROW][C]21[/C][C]0.095497[/C][C]0.7397[/C][C]0.231178[/C][/ROW]
[ROW][C]22[/C][C]-0.058104[/C][C]-0.4501[/C][C]0.32714[/C][/ROW]
[ROW][C]23[/C][C]0.056579[/C][C]0.4383[/C][C]0.331387[/C][/ROW]
[ROW][C]24[/C][C]-0.166928[/C][C]-1.293[/C][C]0.10048[/C][/ROW]
[ROW][C]25[/C][C]0.042772[/C][C]0.3313[/C][C]0.370783[/C][/ROW]
[ROW][C]26[/C][C]-0.060117[/C][C]-0.4657[/C][C]0.321571[/C][/ROW]
[ROW][C]27[/C][C]-0.090278[/C][C]-0.6993[/C][C]0.243537[/C][/ROW]
[ROW][C]28[/C][C]-0.009934[/C][C]-0.077[/C][C]0.469459[/C][/ROW]
[ROW][C]29[/C][C]-0.026164[/C][C]-0.2027[/C][C]0.420042[/C][/ROW]
[ROW][C]30[/C][C]-0.032443[/C][C]-0.2513[/C][C]0.401218[/C][/ROW]
[ROW][C]31[/C][C]0.065226[/C][C]0.5052[/C][C]0.307621[/C][/ROW]
[ROW][C]32[/C][C]-0.084899[/C][C]-0.6576[/C][C]0.256646[/C][/ROW]
[ROW][C]33[/C][C]-0.059313[/C][C]-0.4594[/C][C]0.32379[/C][/ROW]
[ROW][C]34[/C][C]-0.013037[/C][C]-0.101[/C][C]0.459949[/C][/ROW]
[ROW][C]35[/C][C]-0.081147[/C][C]-0.6286[/C][C]0.266011[/C][/ROW]
[ROW][C]36[/C][C]0.09847[/C][C]0.7627[/C][C]0.224301[/C][/ROW]
[ROW][C]37[/C][C]-0.040708[/C][C]-0.3153[/C][C]0.376805[/C][/ROW]
[ROW][C]38[/C][C]-0.142522[/C][C]-1.104[/C][C]0.137007[/C][/ROW]
[ROW][C]39[/C][C]0.05384[/C][C]0.417[/C][C]0.339067[/C][/ROW]
[ROW][C]40[/C][C]-0.083323[/C][C]-0.6454[/C][C]0.260558[/C][/ROW]
[ROW][C]41[/C][C]-0.023206[/C][C]-0.1798[/C][C]0.428975[/C][/ROW]
[ROW][C]42[/C][C]0.028693[/C][C]0.2223[/C][C]0.412436[/C][/ROW]
[ROW][C]43[/C][C]-0.003153[/C][C]-0.0244[/C][C]0.490298[/C][/ROW]
[ROW][C]44[/C][C]0.005753[/C][C]0.0446[/C][C]0.482301[/C][/ROW]
[ROW][C]45[/C][C]0.087381[/C][C]0.6768[/C][C]0.250551[/C][/ROW]
[ROW][C]46[/C][C]0.06615[/C][C]0.5124[/C][C]0.305128[/C][/ROW]
[ROW][C]47[/C][C]-0.017025[/C][C]-0.1319[/C][C]0.447762[/C][/ROW]
[ROW][C]48[/C][C]-0.207651[/C][C]-1.6085[/C][C]0.056492[/C][/ROW]
[ROW][C]49[/C][C]0.045439[/C][C]0.352[/C][C]0.363048[/C][/ROW]
[ROW][C]50[/C][C]0.036927[/C][C]0.286[/C][C]0.387918[/C][/ROW]
[ROW][C]51[/C][C]-0.012158[/C][C]-0.0942[/C][C]0.462643[/C][/ROW]
[ROW][C]52[/C][C]-0.001585[/C][C]-0.0123[/C][C]0.495123[/C][/ROW]
[ROW][C]53[/C][C]0.071141[/C][C]0.5511[/C][C]0.291822[/C][/ROW]
[ROW][C]54[/C][C]-0.088858[/C][C]-0.6883[/C][C]0.246962[/C][/ROW]
[ROW][C]55[/C][C]-0.083263[/C][C]-0.645[/C][C]0.260708[/C][/ROW]
[ROW][C]56[/C][C]0.033324[/C][C]0.2581[/C][C]0.398595[/C][/ROW]
[ROW][C]57[/C][C]0.032625[/C][C]0.2527[/C][C]0.400677[/C][/ROW]
[ROW][C]58[/C][C]0.039458[/C][C]0.3056[/C][C]0.380468[/C][/ROW]
[ROW][C]59[/C][C]0.065483[/C][C]0.5072[/C][C]0.306926[/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=35682&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35682&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	0.148463	1.15	0.127355
2	-0.239162	-1.8525	0.034435
3	0.297306	2.3029	0.012383
4	-0.274118	-2.1233	0.018931
5	0.389374	3.0161	0.001876
6	0.274442	2.1258	0.018822
7	0.067117	0.5199	0.302528
8	0.109897	0.8513	0.199006
9	-0.034539	-0.2675	0.394987
10	-0.336534	-2.6068	0.005757
11	0.306888	2.3771	0.010326
12	0.353899	2.7413	0.004026
13	-0.118205	-0.9156	0.181768
14	-0.096103	-0.7444	0.229766
15	-0.087776	-0.6799	0.249588
16	-0.030705	-0.2378	0.406408
17	-0.090455	-0.7007	0.243112
18	-0.146779	-1.1369	0.130041
19	0.077878	0.6032	0.274312
20	-0.019067	-0.1477	0.441541
21	0.095497	0.7397	0.231178
22	-0.058104	-0.4501	0.32714
23	0.056579	0.4383	0.331387
24	-0.166928	-1.293	0.10048
25	0.042772	0.3313	0.370783
26	-0.060117	-0.4657	0.321571
27	-0.090278	-0.6993	0.243537
28	-0.009934	-0.077	0.469459
29	-0.026164	-0.2027	0.420042
30	-0.032443	-0.2513	0.401218
31	0.065226	0.5052	0.307621
32	-0.084899	-0.6576	0.256646
33	-0.059313	-0.4594	0.32379
34	-0.013037	-0.101	0.459949
35	-0.081147	-0.6286	0.266011
36	0.09847	0.7627	0.224301
37	-0.040708	-0.3153	0.376805
38	-0.142522	-1.104	0.137007
39	0.05384	0.417	0.339067
40	-0.083323	-0.6454	0.260558
41	-0.023206	-0.1798	0.428975
42	0.028693	0.2223	0.412436
43	-0.003153	-0.0244	0.490298
44	0.005753	0.0446	0.482301
45	0.087381	0.6768	0.250551
46	0.06615	0.5124	0.305128
47	-0.017025	-0.1319	0.447762
48	-0.207651	-1.6085	0.056492
49	0.045439	0.352	0.363048
50	0.036927	0.286	0.387918
51	-0.012158	-0.0942	0.462643
52	-0.001585	-0.0123	0.495123
53	0.071141	0.5511	0.291822
54	-0.088858	-0.6883	0.246962
55	-0.083263	-0.645	0.260708
56	0.033324	0.2581	0.398595
57	0.032625	0.2527	0.400677
58	0.039458	0.3056	0.380468
59	0.065483	0.5072	0.306926
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 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; 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