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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 10:16:16 -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/21/t122987984066t6tcs00g69rk4.htm/, Retrieved Sun, 19 May 2024 12:15:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35694, Retrieved Sun, 19 May 2024 12:15:23 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

157

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]
-   PD        [(Partial) Autocorrelation Function] [autocorr duur cons] [2008-12-21 17:16:16] [fa8b44cd657c07c6ee11bb2476ca3f8d] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'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=35694&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=35694&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35694&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	-0.011986	-0.0928	0.463168
2	-0.076534	-0.5928	0.277761
3	0.295556	2.2894	0.012796
4	-0.096904	-0.7506	0.22791
5	0.035353	0.2738	0.392573
6	0.647909	5.0187	2e-06
7	-0.044741	-0.3466	0.365067
8	-0.047592	-0.3686	0.356844
9	0.208837	1.6176	0.055492
10	-0.108992	-0.8443	0.200941
11	-0.100475	-0.7783	0.219731
12	0.621023	4.8104	5e-06
13	-0.094758	-0.734	0.232907
14	-0.143174	-1.109	0.135924
15	0.19993	1.5487	0.063362
16	-0.175233	-1.3573	0.089877
17	-0.089458	-0.6929	0.245512
18	0.400753	3.1042	0.001455
19	-0.126377	-0.9789	0.165777
20	-0.064227	-0.4975	0.310327
21	0.092541	0.7168	0.238133
22	-0.21417	-1.659	0.051172
23	-0.122279	-0.9472	0.173677
24	0.316329	2.4503	0.008604
25	-0.140876	-1.0912	0.139769
26	-0.125509	-0.9722	0.167429
27	0.04405	0.3412	0.367069
28	-0.241228	-1.8685	0.033285
29	-0.133009	-1.0303	0.153506
30	0.179891	1.3934	0.084316
31	-0.095498	-0.7397	0.231176
32	-0.09389	-0.7273	0.234946
33	-0.049842	-0.3861	0.350404
34	-0.253172	-1.9611	0.027259
35	-0.133644	-1.0352	0.152364
36	0.144001	1.1154	0.134557
37	-0.101802	-0.7886	0.216739
38	-0.109496	-0.8482	0.199862
39	-0.046279	-0.3585	0.360623
40	-0.207834	-1.6099	0.056337
41	-0.087975	-0.6815	0.249104
42	0.068763	0.5326	0.298126
43	-0.052658	-0.4079	0.342403
44	-0.052122	-0.4037	0.343921
45	-0.04379	-0.3392	0.367822
46	-0.089092	-0.6901	0.246394
47	-0.025889	-0.2005	0.420869
48	0.05023	0.3891	0.349297
49	-0.031636	-0.2451	0.403626
50	-0.044739	-0.3465	0.365071
51	-0.020676	-0.1602	0.436647
52	-0.047281	-0.3662	0.357738
53	-0.01472	-0.114	0.454802
54	0.003765	0.0292	0.488415
55	-0.017532	-0.1358	0.446216
56	-0.013236	-0.1025	0.459342
57	-0.022019	-0.1706	0.432572
58	-0.003353	-0.026	0.489682
59	0.006767	0.0524	0.479186
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.011986 & -0.0928 & 0.463168 \tabularnewline
2 & -0.076534 & -0.5928 & 0.277761 \tabularnewline
3 & 0.295556 & 2.2894 & 0.012796 \tabularnewline
4 & -0.096904 & -0.7506 & 0.22791 \tabularnewline
5 & 0.035353 & 0.2738 & 0.392573 \tabularnewline
6 & 0.647909 & 5.0187 & 2e-06 \tabularnewline
7 & -0.044741 & -0.3466 & 0.365067 \tabularnewline
8 & -0.047592 & -0.3686 & 0.356844 \tabularnewline
9 & 0.208837 & 1.6176 & 0.055492 \tabularnewline
10 & -0.108992 & -0.8443 & 0.200941 \tabularnewline
11 & -0.100475 & -0.7783 & 0.219731 \tabularnewline
12 & 0.621023 & 4.8104 & 5e-06 \tabularnewline
13 & -0.094758 & -0.734 & 0.232907 \tabularnewline
14 & -0.143174 & -1.109 & 0.135924 \tabularnewline
15 & 0.19993 & 1.5487 & 0.063362 \tabularnewline
16 & -0.175233 & -1.3573 & 0.089877 \tabularnewline
17 & -0.089458 & -0.6929 & 0.245512 \tabularnewline
18 & 0.400753 & 3.1042 & 0.001455 \tabularnewline
19 & -0.126377 & -0.9789 & 0.165777 \tabularnewline
20 & -0.064227 & -0.4975 & 0.310327 \tabularnewline
21 & 0.092541 & 0.7168 & 0.238133 \tabularnewline
22 & -0.21417 & -1.659 & 0.051172 \tabularnewline
23 & -0.122279 & -0.9472 & 0.173677 \tabularnewline
24 & 0.316329 & 2.4503 & 0.008604 \tabularnewline
25 & -0.140876 & -1.0912 & 0.139769 \tabularnewline
26 & -0.125509 & -0.9722 & 0.167429 \tabularnewline
27 & 0.04405 & 0.3412 & 0.367069 \tabularnewline
28 & -0.241228 & -1.8685 & 0.033285 \tabularnewline
29 & -0.133009 & -1.0303 & 0.153506 \tabularnewline
30 & 0.179891 & 1.3934 & 0.084316 \tabularnewline
31 & -0.095498 & -0.7397 & 0.231176 \tabularnewline
32 & -0.09389 & -0.7273 & 0.234946 \tabularnewline
33 & -0.049842 & -0.3861 & 0.350404 \tabularnewline
34 & -0.253172 & -1.9611 & 0.027259 \tabularnewline
35 & -0.133644 & -1.0352 & 0.152364 \tabularnewline
36 & 0.144001 & 1.1154 & 0.134557 \tabularnewline
37 & -0.101802 & -0.7886 & 0.216739 \tabularnewline
38 & -0.109496 & -0.8482 & 0.199862 \tabularnewline
39 & -0.046279 & -0.3585 & 0.360623 \tabularnewline
40 & -0.207834 & -1.6099 & 0.056337 \tabularnewline
41 & -0.087975 & -0.6815 & 0.249104 \tabularnewline
42 & 0.068763 & 0.5326 & 0.298126 \tabularnewline
43 & -0.052658 & -0.4079 & 0.342403 \tabularnewline
44 & -0.052122 & -0.4037 & 0.343921 \tabularnewline
45 & -0.04379 & -0.3392 & 0.367822 \tabularnewline
46 & -0.089092 & -0.6901 & 0.246394 \tabularnewline
47 & -0.025889 & -0.2005 & 0.420869 \tabularnewline
48 & 0.05023 & 0.3891 & 0.349297 \tabularnewline
49 & -0.031636 & -0.2451 & 0.403626 \tabularnewline
50 & -0.044739 & -0.3465 & 0.365071 \tabularnewline
51 & -0.020676 & -0.1602 & 0.436647 \tabularnewline
52 & -0.047281 & -0.3662 & 0.357738 \tabularnewline
53 & -0.01472 & -0.114 & 0.454802 \tabularnewline
54 & 0.003765 & 0.0292 & 0.488415 \tabularnewline
55 & -0.017532 & -0.1358 & 0.446216 \tabularnewline
56 & -0.013236 & -0.1025 & 0.459342 \tabularnewline
57 & -0.022019 & -0.1706 & 0.432572 \tabularnewline
58 & -0.003353 & -0.026 & 0.489682 \tabularnewline
59 & 0.006767 & 0.0524 & 0.479186 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35694&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]-0.011986[/C][C]-0.0928[/C][C]0.463168[/C][/ROW]
[ROW][C]2[/C][C]-0.076534[/C][C]-0.5928[/C][C]0.277761[/C][/ROW]
[ROW][C]3[/C][C]0.295556[/C][C]2.2894[/C][C]0.012796[/C][/ROW]
[ROW][C]4[/C][C]-0.096904[/C][C]-0.7506[/C][C]0.22791[/C][/ROW]
[ROW][C]5[/C][C]0.035353[/C][C]0.2738[/C][C]0.392573[/C][/ROW]
[ROW][C]6[/C][C]0.647909[/C][C]5.0187[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]-0.044741[/C][C]-0.3466[/C][C]0.365067[/C][/ROW]
[ROW][C]8[/C][C]-0.047592[/C][C]-0.3686[/C][C]0.356844[/C][/ROW]
[ROW][C]9[/C][C]0.208837[/C][C]1.6176[/C][C]0.055492[/C][/ROW]
[ROW][C]10[/C][C]-0.108992[/C][C]-0.8443[/C][C]0.200941[/C][/ROW]
[ROW][C]11[/C][C]-0.100475[/C][C]-0.7783[/C][C]0.219731[/C][/ROW]
[ROW][C]12[/C][C]0.621023[/C][C]4.8104[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.094758[/C][C]-0.734[/C][C]0.232907[/C][/ROW]
[ROW][C]14[/C][C]-0.143174[/C][C]-1.109[/C][C]0.135924[/C][/ROW]
[ROW][C]15[/C][C]0.19993[/C][C]1.5487[/C][C]0.063362[/C][/ROW]
[ROW][C]16[/C][C]-0.175233[/C][C]-1.3573[/C][C]0.089877[/C][/ROW]
[ROW][C]17[/C][C]-0.089458[/C][C]-0.6929[/C][C]0.245512[/C][/ROW]
[ROW][C]18[/C][C]0.400753[/C][C]3.1042[/C][C]0.001455[/C][/ROW]
[ROW][C]19[/C][C]-0.126377[/C][C]-0.9789[/C][C]0.165777[/C][/ROW]
[ROW][C]20[/C][C]-0.064227[/C][C]-0.4975[/C][C]0.310327[/C][/ROW]
[ROW][C]21[/C][C]0.092541[/C][C]0.7168[/C][C]0.238133[/C][/ROW]
[ROW][C]22[/C][C]-0.21417[/C][C]-1.659[/C][C]0.051172[/C][/ROW]
[ROW][C]23[/C][C]-0.122279[/C][C]-0.9472[/C][C]0.173677[/C][/ROW]
[ROW][C]24[/C][C]0.316329[/C][C]2.4503[/C][C]0.008604[/C][/ROW]
[ROW][C]25[/C][C]-0.140876[/C][C]-1.0912[/C][C]0.139769[/C][/ROW]
[ROW][C]26[/C][C]-0.125509[/C][C]-0.9722[/C][C]0.167429[/C][/ROW]
[ROW][C]27[/C][C]0.04405[/C][C]0.3412[/C][C]0.367069[/C][/ROW]
[ROW][C]28[/C][C]-0.241228[/C][C]-1.8685[/C][C]0.033285[/C][/ROW]
[ROW][C]29[/C][C]-0.133009[/C][C]-1.0303[/C][C]0.153506[/C][/ROW]
[ROW][C]30[/C][C]0.179891[/C][C]1.3934[/C][C]0.084316[/C][/ROW]
[ROW][C]31[/C][C]-0.095498[/C][C]-0.7397[/C][C]0.231176[/C][/ROW]
[ROW][C]32[/C][C]-0.09389[/C][C]-0.7273[/C][C]0.234946[/C][/ROW]
[ROW][C]33[/C][C]-0.049842[/C][C]-0.3861[/C][C]0.350404[/C][/ROW]
[ROW][C]34[/C][C]-0.253172[/C][C]-1.9611[/C][C]0.027259[/C][/ROW]
[ROW][C]35[/C][C]-0.133644[/C][C]-1.0352[/C][C]0.152364[/C][/ROW]
[ROW][C]36[/C][C]0.144001[/C][C]1.1154[/C][C]0.134557[/C][/ROW]
[ROW][C]37[/C][C]-0.101802[/C][C]-0.7886[/C][C]0.216739[/C][/ROW]
[ROW][C]38[/C][C]-0.109496[/C][C]-0.8482[/C][C]0.199862[/C][/ROW]
[ROW][C]39[/C][C]-0.046279[/C][C]-0.3585[/C][C]0.360623[/C][/ROW]
[ROW][C]40[/C][C]-0.207834[/C][C]-1.6099[/C][C]0.056337[/C][/ROW]
[ROW][C]41[/C][C]-0.087975[/C][C]-0.6815[/C][C]0.249104[/C][/ROW]
[ROW][C]42[/C][C]0.068763[/C][C]0.5326[/C][C]0.298126[/C][/ROW]
[ROW][C]43[/C][C]-0.052658[/C][C]-0.4079[/C][C]0.342403[/C][/ROW]
[ROW][C]44[/C][C]-0.052122[/C][C]-0.4037[/C][C]0.343921[/C][/ROW]
[ROW][C]45[/C][C]-0.04379[/C][C]-0.3392[/C][C]0.367822[/C][/ROW]
[ROW][C]46[/C][C]-0.089092[/C][C]-0.6901[/C][C]0.246394[/C][/ROW]
[ROW][C]47[/C][C]-0.025889[/C][C]-0.2005[/C][C]0.420869[/C][/ROW]
[ROW][C]48[/C][C]0.05023[/C][C]0.3891[/C][C]0.349297[/C][/ROW]
[ROW][C]49[/C][C]-0.031636[/C][C]-0.2451[/C][C]0.403626[/C][/ROW]
[ROW][C]50[/C][C]-0.044739[/C][C]-0.3465[/C][C]0.365071[/C][/ROW]
[ROW][C]51[/C][C]-0.020676[/C][C]-0.1602[/C][C]0.436647[/C][/ROW]
[ROW][C]52[/C][C]-0.047281[/C][C]-0.3662[/C][C]0.357738[/C][/ROW]
[ROW][C]53[/C][C]-0.01472[/C][C]-0.114[/C][C]0.454802[/C][/ROW]
[ROW][C]54[/C][C]0.003765[/C][C]0.0292[/C][C]0.488415[/C][/ROW]
[ROW][C]55[/C][C]-0.017532[/C][C]-0.1358[/C][C]0.446216[/C][/ROW]
[ROW][C]56[/C][C]-0.013236[/C][C]-0.1025[/C][C]0.459342[/C][/ROW]
[ROW][C]57[/C][C]-0.022019[/C][C]-0.1706[/C][C]0.432572[/C][/ROW]
[ROW][C]58[/C][C]-0.003353[/C][C]-0.026[/C][C]0.489682[/C][/ROW]
[ROW][C]59[/C][C]0.006767[/C][C]0.0524[/C][C]0.479186[/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=35694&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35694&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	-0.011986	-0.0928	0.463168
2	-0.076534	-0.5928	0.277761
3	0.295556	2.2894	0.012796
4	-0.096904	-0.7506	0.22791
5	0.035353	0.2738	0.392573
6	0.647909	5.0187	2e-06
7	-0.044741	-0.3466	0.365067
8	-0.047592	-0.3686	0.356844
9	0.208837	1.6176	0.055492
10	-0.108992	-0.8443	0.200941
11	-0.100475	-0.7783	0.219731
12	0.621023	4.8104	5e-06
13	-0.094758	-0.734	0.232907
14	-0.143174	-1.109	0.135924
15	0.19993	1.5487	0.063362
16	-0.175233	-1.3573	0.089877
17	-0.089458	-0.6929	0.245512
18	0.400753	3.1042	0.001455
19	-0.126377	-0.9789	0.165777
20	-0.064227	-0.4975	0.310327
21	0.092541	0.7168	0.238133
22	-0.21417	-1.659	0.051172
23	-0.122279	-0.9472	0.173677
24	0.316329	2.4503	0.008604
25	-0.140876	-1.0912	0.139769
26	-0.125509	-0.9722	0.167429
27	0.04405	0.3412	0.367069
28	-0.241228	-1.8685	0.033285
29	-0.133009	-1.0303	0.153506
30	0.179891	1.3934	0.084316
31	-0.095498	-0.7397	0.231176
32	-0.09389	-0.7273	0.234946
33	-0.049842	-0.3861	0.350404
34	-0.253172	-1.9611	0.027259
35	-0.133644	-1.0352	0.152364
36	0.144001	1.1154	0.134557
37	-0.101802	-0.7886	0.216739
38	-0.109496	-0.8482	0.199862
39	-0.046279	-0.3585	0.360623
40	-0.207834	-1.6099	0.056337
41	-0.087975	-0.6815	0.249104
42	0.068763	0.5326	0.298126
43	-0.052658	-0.4079	0.342403
44	-0.052122	-0.4037	0.343921
45	-0.04379	-0.3392	0.367822
46	-0.089092	-0.6901	0.246394
47	-0.025889	-0.2005	0.420869
48	0.05023	0.3891	0.349297
49	-0.031636	-0.2451	0.403626
50	-0.044739	-0.3465	0.365071
51	-0.020676	-0.1602	0.436647
52	-0.047281	-0.3662	0.357738
53	-0.01472	-0.114	0.454802
54	0.003765	0.0292	0.488415
55	-0.017532	-0.1358	0.446216
56	-0.013236	-0.1025	0.459342
57	-0.022019	-0.1706	0.432572
58	-0.003353	-0.026	0.489682
59	0.006767	0.0524	0.479186
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.011986	-0.0928	0.463168
2	-0.076689	-0.594	0.277362
3	0.295429	2.2884	0.012826
4	-0.112235	-0.8694	0.194055
5	0.094683	0.7334	0.233082
6	0.605755	4.6922	8e-06
7	-0.004302	-0.0333	0.486765
8	-0.006841	-0.053	0.478959
9	-0.074902	-0.5802	0.281979
10	-0.027663	-0.2143	0.415529
11	-0.27231	-2.1093	0.01955
12	0.394618	3.0567	0.001669
13	-0.149788	-1.1602	0.125272
14	-0.07946	-0.6155	0.270277
15	-0.039583	-0.3066	0.380101
16	-0.020907	-0.1619	0.435946
17	-0.020154	-0.1561	0.438235
18	-0.198444	-1.5371	0.064758
19	0.13172	1.0203	0.155842
20	0.028782	0.2229	0.412169
21	-0.055702	-0.4315	0.333838
22	-0.136604	-1.0581	0.14712
23	0.109469	0.8479	0.199921
24	-0.092558	-0.717	0.238092
25	-0.068306	-0.5291	0.299346
26	0.027511	0.2131	0.415986
27	-0.103681	-0.8031	0.21254
28	-0.044775	-0.3468	0.364969
29	-0.075256	-0.5829	0.281062
30	0.012743	0.0987	0.460849
31	0.129741	1.005	0.159474
32	-0.120164	-0.9308	0.177848
33	-0.058288	-0.4515	0.326631
34	-0.023166	-0.1794	0.429099
35	-0.016056	-0.1244	0.450718
36	-0.047565	-0.3684	0.356923
37	0.004795	0.0371	0.485248
38	0.021441	0.1661	0.434326
39	-0.049006	-0.3796	0.352792
40	0.068811	0.533	0.297999
41	0.003284	0.0254	0.489896
42	0.025205	0.1952	0.422934
43	-0.092765	-0.7186	0.237603
44	0.027469	0.2128	0.416113
45	0.126889	0.9829	0.164808
46	0.114678	0.8883	0.188965
47	0.043928	0.3403	0.367422
48	-0.081477	-0.6311	0.26518
49	-0.014541	-0.1126	0.455349
50	-0.087507	-0.6778	0.250243
51	-0.063928	-0.4952	0.31114
52	-0.009463	-0.0733	0.470907
53	-0.013773	-0.1067	0.457698
54	-0.049098	-0.3803	0.35253
55	-0.091902	-0.7119	0.239652
56	0.055585	0.4306	0.334167
57	0.008321	0.0645	0.47441
58	-0.057655	-0.4466	0.328388
59	0.000158	0.0012	0.499515
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.011986 & -0.0928 & 0.463168 \tabularnewline
2 & -0.076689 & -0.594 & 0.277362 \tabularnewline
3 & 0.295429 & 2.2884 & 0.012826 \tabularnewline
4 & -0.112235 & -0.8694 & 0.194055 \tabularnewline
5 & 0.094683 & 0.7334 & 0.233082 \tabularnewline
6 & 0.605755 & 4.6922 & 8e-06 \tabularnewline
7 & -0.004302 & -0.0333 & 0.486765 \tabularnewline
8 & -0.006841 & -0.053 & 0.478959 \tabularnewline
9 & -0.074902 & -0.5802 & 0.281979 \tabularnewline
10 & -0.027663 & -0.2143 & 0.415529 \tabularnewline
11 & -0.27231 & -2.1093 & 0.01955 \tabularnewline
12 & 0.394618 & 3.0567 & 0.001669 \tabularnewline
13 & -0.149788 & -1.1602 & 0.125272 \tabularnewline
14 & -0.07946 & -0.6155 & 0.270277 \tabularnewline
15 & -0.039583 & -0.3066 & 0.380101 \tabularnewline
16 & -0.020907 & -0.1619 & 0.435946 \tabularnewline
17 & -0.020154 & -0.1561 & 0.438235 \tabularnewline
18 & -0.198444 & -1.5371 & 0.064758 \tabularnewline
19 & 0.13172 & 1.0203 & 0.155842 \tabularnewline
20 & 0.028782 & 0.2229 & 0.412169 \tabularnewline
21 & -0.055702 & -0.4315 & 0.333838 \tabularnewline
22 & -0.136604 & -1.0581 & 0.14712 \tabularnewline
23 & 0.109469 & 0.8479 & 0.199921 \tabularnewline
24 & -0.092558 & -0.717 & 0.238092 \tabularnewline
25 & -0.068306 & -0.5291 & 0.299346 \tabularnewline
26 & 0.027511 & 0.2131 & 0.415986 \tabularnewline
27 & -0.103681 & -0.8031 & 0.21254 \tabularnewline
28 & -0.044775 & -0.3468 & 0.364969 \tabularnewline
29 & -0.075256 & -0.5829 & 0.281062 \tabularnewline
30 & 0.012743 & 0.0987 & 0.460849 \tabularnewline
31 & 0.129741 & 1.005 & 0.159474 \tabularnewline
32 & -0.120164 & -0.9308 & 0.177848 \tabularnewline
33 & -0.058288 & -0.4515 & 0.326631 \tabularnewline
34 & -0.023166 & -0.1794 & 0.429099 \tabularnewline
35 & -0.016056 & -0.1244 & 0.450718 \tabularnewline
36 & -0.047565 & -0.3684 & 0.356923 \tabularnewline
37 & 0.004795 & 0.0371 & 0.485248 \tabularnewline
38 & 0.021441 & 0.1661 & 0.434326 \tabularnewline
39 & -0.049006 & -0.3796 & 0.352792 \tabularnewline
40 & 0.068811 & 0.533 & 0.297999 \tabularnewline
41 & 0.003284 & 0.0254 & 0.489896 \tabularnewline
42 & 0.025205 & 0.1952 & 0.422934 \tabularnewline
43 & -0.092765 & -0.7186 & 0.237603 \tabularnewline
44 & 0.027469 & 0.2128 & 0.416113 \tabularnewline
45 & 0.126889 & 0.9829 & 0.164808 \tabularnewline
46 & 0.114678 & 0.8883 & 0.188965 \tabularnewline
47 & 0.043928 & 0.3403 & 0.367422 \tabularnewline
48 & -0.081477 & -0.6311 & 0.26518 \tabularnewline
49 & -0.014541 & -0.1126 & 0.455349 \tabularnewline
50 & -0.087507 & -0.6778 & 0.250243 \tabularnewline
51 & -0.063928 & -0.4952 & 0.31114 \tabularnewline
52 & -0.009463 & -0.0733 & 0.470907 \tabularnewline
53 & -0.013773 & -0.1067 & 0.457698 \tabularnewline
54 & -0.049098 & -0.3803 & 0.35253 \tabularnewline
55 & -0.091902 & -0.7119 & 0.239652 \tabularnewline
56 & 0.055585 & 0.4306 & 0.334167 \tabularnewline
57 & 0.008321 & 0.0645 & 0.47441 \tabularnewline
58 & -0.057655 & -0.4466 & 0.328388 \tabularnewline
59 & 0.000158 & 0.0012 & 0.499515 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35694&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]-0.011986[/C][C]-0.0928[/C][C]0.463168[/C][/ROW]
[ROW][C]2[/C][C]-0.076689[/C][C]-0.594[/C][C]0.277362[/C][/ROW]
[ROW][C]3[/C][C]0.295429[/C][C]2.2884[/C][C]0.012826[/C][/ROW]
[ROW][C]4[/C][C]-0.112235[/C][C]-0.8694[/C][C]0.194055[/C][/ROW]
[ROW][C]5[/C][C]0.094683[/C][C]0.7334[/C][C]0.233082[/C][/ROW]
[ROW][C]6[/C][C]0.605755[/C][C]4.6922[/C][C]8e-06[/C][/ROW]
[ROW][C]7[/C][C]-0.004302[/C][C]-0.0333[/C][C]0.486765[/C][/ROW]
[ROW][C]8[/C][C]-0.006841[/C][C]-0.053[/C][C]0.478959[/C][/ROW]
[ROW][C]9[/C][C]-0.074902[/C][C]-0.5802[/C][C]0.281979[/C][/ROW]
[ROW][C]10[/C][C]-0.027663[/C][C]-0.2143[/C][C]0.415529[/C][/ROW]
[ROW][C]11[/C][C]-0.27231[/C][C]-2.1093[/C][C]0.01955[/C][/ROW]
[ROW][C]12[/C][C]0.394618[/C][C]3.0567[/C][C]0.001669[/C][/ROW]
[ROW][C]13[/C][C]-0.149788[/C][C]-1.1602[/C][C]0.125272[/C][/ROW]
[ROW][C]14[/C][C]-0.07946[/C][C]-0.6155[/C][C]0.270277[/C][/ROW]
[ROW][C]15[/C][C]-0.039583[/C][C]-0.3066[/C][C]0.380101[/C][/ROW]
[ROW][C]16[/C][C]-0.020907[/C][C]-0.1619[/C][C]0.435946[/C][/ROW]
[ROW][C]17[/C][C]-0.020154[/C][C]-0.1561[/C][C]0.438235[/C][/ROW]
[ROW][C]18[/C][C]-0.198444[/C][C]-1.5371[/C][C]0.064758[/C][/ROW]
[ROW][C]19[/C][C]0.13172[/C][C]1.0203[/C][C]0.155842[/C][/ROW]
[ROW][C]20[/C][C]0.028782[/C][C]0.2229[/C][C]0.412169[/C][/ROW]
[ROW][C]21[/C][C]-0.055702[/C][C]-0.4315[/C][C]0.333838[/C][/ROW]
[ROW][C]22[/C][C]-0.136604[/C][C]-1.0581[/C][C]0.14712[/C][/ROW]
[ROW][C]23[/C][C]0.109469[/C][C]0.8479[/C][C]0.199921[/C][/ROW]
[ROW][C]24[/C][C]-0.092558[/C][C]-0.717[/C][C]0.238092[/C][/ROW]
[ROW][C]25[/C][C]-0.068306[/C][C]-0.5291[/C][C]0.299346[/C][/ROW]
[ROW][C]26[/C][C]0.027511[/C][C]0.2131[/C][C]0.415986[/C][/ROW]
[ROW][C]27[/C][C]-0.103681[/C][C]-0.8031[/C][C]0.21254[/C][/ROW]
[ROW][C]28[/C][C]-0.044775[/C][C]-0.3468[/C][C]0.364969[/C][/ROW]
[ROW][C]29[/C][C]-0.075256[/C][C]-0.5829[/C][C]0.281062[/C][/ROW]
[ROW][C]30[/C][C]0.012743[/C][C]0.0987[/C][C]0.460849[/C][/ROW]
[ROW][C]31[/C][C]0.129741[/C][C]1.005[/C][C]0.159474[/C][/ROW]
[ROW][C]32[/C][C]-0.120164[/C][C]-0.9308[/C][C]0.177848[/C][/ROW]
[ROW][C]33[/C][C]-0.058288[/C][C]-0.4515[/C][C]0.326631[/C][/ROW]
[ROW][C]34[/C][C]-0.023166[/C][C]-0.1794[/C][C]0.429099[/C][/ROW]
[ROW][C]35[/C][C]-0.016056[/C][C]-0.1244[/C][C]0.450718[/C][/ROW]
[ROW][C]36[/C][C]-0.047565[/C][C]-0.3684[/C][C]0.356923[/C][/ROW]
[ROW][C]37[/C][C]0.004795[/C][C]0.0371[/C][C]0.485248[/C][/ROW]
[ROW][C]38[/C][C]0.021441[/C][C]0.1661[/C][C]0.434326[/C][/ROW]
[ROW][C]39[/C][C]-0.049006[/C][C]-0.3796[/C][C]0.352792[/C][/ROW]
[ROW][C]40[/C][C]0.068811[/C][C]0.533[/C][C]0.297999[/C][/ROW]
[ROW][C]41[/C][C]0.003284[/C][C]0.0254[/C][C]0.489896[/C][/ROW]
[ROW][C]42[/C][C]0.025205[/C][C]0.1952[/C][C]0.422934[/C][/ROW]
[ROW][C]43[/C][C]-0.092765[/C][C]-0.7186[/C][C]0.237603[/C][/ROW]
[ROW][C]44[/C][C]0.027469[/C][C]0.2128[/C][C]0.416113[/C][/ROW]
[ROW][C]45[/C][C]0.126889[/C][C]0.9829[/C][C]0.164808[/C][/ROW]
[ROW][C]46[/C][C]0.114678[/C][C]0.8883[/C][C]0.188965[/C][/ROW]
[ROW][C]47[/C][C]0.043928[/C][C]0.3403[/C][C]0.367422[/C][/ROW]
[ROW][C]48[/C][C]-0.081477[/C][C]-0.6311[/C][C]0.26518[/C][/ROW]
[ROW][C]49[/C][C]-0.014541[/C][C]-0.1126[/C][C]0.455349[/C][/ROW]
[ROW][C]50[/C][C]-0.087507[/C][C]-0.6778[/C][C]0.250243[/C][/ROW]
[ROW][C]51[/C][C]-0.063928[/C][C]-0.4952[/C][C]0.31114[/C][/ROW]
[ROW][C]52[/C][C]-0.009463[/C][C]-0.0733[/C][C]0.470907[/C][/ROW]
[ROW][C]53[/C][C]-0.013773[/C][C]-0.1067[/C][C]0.457698[/C][/ROW]
[ROW][C]54[/C][C]-0.049098[/C][C]-0.3803[/C][C]0.35253[/C][/ROW]
[ROW][C]55[/C][C]-0.091902[/C][C]-0.7119[/C][C]0.239652[/C][/ROW]
[ROW][C]56[/C][C]0.055585[/C][C]0.4306[/C][C]0.334167[/C][/ROW]
[ROW][C]57[/C][C]0.008321[/C][C]0.0645[/C][C]0.47441[/C][/ROW]
[ROW][C]58[/C][C]-0.057655[/C][C]-0.4466[/C][C]0.328388[/C][/ROW]
[ROW][C]59[/C][C]0.000158[/C][C]0.0012[/C][C]0.499515[/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=35694&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35694&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	-0.011986	-0.0928	0.463168
2	-0.076689	-0.594	0.277362
3	0.295429	2.2884	0.012826
4	-0.112235	-0.8694	0.194055
5	0.094683	0.7334	0.233082
6	0.605755	4.6922	8e-06
7	-0.004302	-0.0333	0.486765
8	-0.006841	-0.053	0.478959
9	-0.074902	-0.5802	0.281979
10	-0.027663	-0.2143	0.415529
11	-0.27231	-2.1093	0.01955
12	0.394618	3.0567	0.001669
13	-0.149788	-1.1602	0.125272
14	-0.07946	-0.6155	0.270277
15	-0.039583	-0.3066	0.380101
16	-0.020907	-0.1619	0.435946
17	-0.020154	-0.1561	0.438235
18	-0.198444	-1.5371	0.064758
19	0.13172	1.0203	0.155842
20	0.028782	0.2229	0.412169
21	-0.055702	-0.4315	0.333838
22	-0.136604	-1.0581	0.14712
23	0.109469	0.8479	0.199921
24	-0.092558	-0.717	0.238092
25	-0.068306	-0.5291	0.299346
26	0.027511	0.2131	0.415986
27	-0.103681	-0.8031	0.21254
28	-0.044775	-0.3468	0.364969
29	-0.075256	-0.5829	0.281062
30	0.012743	0.0987	0.460849
31	0.129741	1.005	0.159474
32	-0.120164	-0.9308	0.177848
33	-0.058288	-0.4515	0.326631
34	-0.023166	-0.1794	0.429099
35	-0.016056	-0.1244	0.450718
36	-0.047565	-0.3684	0.356923
37	0.004795	0.0371	0.485248
38	0.021441	0.1661	0.434326
39	-0.049006	-0.3796	0.352792
40	0.068811	0.533	0.297999
41	0.003284	0.0254	0.489896
42	0.025205	0.1952	0.422934
43	-0.092765	-0.7186	0.237603
44	0.027469	0.2128	0.416113
45	0.126889	0.9829	0.164808
46	0.114678	0.8883	0.188965
47	0.043928	0.3403	0.367422
48	-0.081477	-0.6311	0.26518
49	-0.014541	-0.1126	0.455349
50	-0.087507	-0.6778	0.250243
51	-0.063928	-0.4952	0.31114
52	-0.009463	-0.0733	0.470907
53	-0.013773	-0.1067	0.457698
54	-0.049098	-0.3803	0.35253
55	-0.091902	-0.7119	0.239652
56	0.055585	0.4306	0.334167
57	0.008321	0.0645	0.47441
58	-0.057655	-0.4466	0.328388
59	0.000158	0.0012	0.499515
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