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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 10:22:22 -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/t1229880228dfcqc10wc9d5k2y.htm/, Retrieved Sun, 19 May 2024 10:22:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35697, Retrieved Sun, 19 May 2024 10:22:24 +0000

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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 nt duur ...] [2008-12-21 17:22:22] [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=35697&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=35697&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35697&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	0.314567	2.4366	0.008905
2	0.143504	1.1116	0.135378
3	0.386667	2.9951	0.001991
4	-0.00844	-0.0654	0.474046
5	0.092325	0.7151	0.238646
6	0.399191	3.0921	0.001507
7	0.02147	0.1663	0.434239
8	0.000608	0.0047	0.498128
9	0.254957	1.9749	0.026444
10	-0.079915	-0.619	0.269123
11	0.16357	1.267	0.105024
12	0.573675	4.4437	1.9e-05
13	0.052538	0.407	0.342743
14	0.030552	0.2367	0.406865
15	0.088084	0.6823	0.248838
16	-0.226762	-1.7565	0.042053
17	-0.035606	-0.2758	0.391822
18	0.151597	1.1743	0.122464
19	-0.129087	-0.9999	0.160686
20	-0.076471	-0.5923	0.277923
21	0.055809	0.4323	0.333539
22	-0.182627	-1.4146	0.081174
23	0.092549	0.7169	0.238115
24	0.277861	2.1523	0.017703
25	-0.03234	-0.2505	0.401528
26	0.007146	0.0554	0.478019
27	-0.024289	-0.1881	0.425699
28	-0.235935	-1.8275	0.036296
29	-0.045998	-0.3563	0.361433
30	0.050379	0.3902	0.348874
31	-0.111684	-0.8651	0.195216
32	-0.041765	-0.3235	0.373717
33	-0.019709	-0.1527	0.439586
34	-0.149204	-1.1557	0.126187
35	0.065488	0.5073	0.306914
36	0.1203	0.9318	0.177577
37	-0.054212	-0.4199	0.338021
38	-0.060828	-0.4712	0.319615
39	-0.103646	-0.8028	0.212619
40	-0.227203	-1.7599	0.04176
41	-0.153789	-1.1912	0.119124
42	-0.10737	-0.8317	0.204442
43	-0.141276	-1.0943	0.139095
44	-0.110023	-0.8522	0.198737
45	-0.126692	-0.9814	0.16518
46	-0.158103	-1.2247	0.112745
47	-0.055921	-0.4332	0.333226
48	-0.03066	-0.2375	0.406542
49	-0.081061	-0.6279	0.266227
50	-0.114629	-0.8879	0.189067
51	-0.15001	-1.162	0.124924
52	-0.172052	-1.3327	0.093833
53	-0.180267	-1.3963	0.083878
54	-0.133699	-1.0356	0.152267
55	-0.092092	-0.7133	0.2392
56	-0.075589	-0.5855	0.2802
57	-0.068604	-0.5314	0.298551
58	-0.036012	-0.279	0.390621
59	-0.009265	-0.0718	0.471515
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.314567 & 2.4366 & 0.008905 \tabularnewline
2 & 0.143504 & 1.1116 & 0.135378 \tabularnewline
3 & 0.386667 & 2.9951 & 0.001991 \tabularnewline
4 & -0.00844 & -0.0654 & 0.474046 \tabularnewline
5 & 0.092325 & 0.7151 & 0.238646 \tabularnewline
6 & 0.399191 & 3.0921 & 0.001507 \tabularnewline
7 & 0.02147 & 0.1663 & 0.434239 \tabularnewline
8 & 0.000608 & 0.0047 & 0.498128 \tabularnewline
9 & 0.254957 & 1.9749 & 0.026444 \tabularnewline
10 & -0.079915 & -0.619 & 0.269123 \tabularnewline
11 & 0.16357 & 1.267 & 0.105024 \tabularnewline
12 & 0.573675 & 4.4437 & 1.9e-05 \tabularnewline
13 & 0.052538 & 0.407 & 0.342743 \tabularnewline
14 & 0.030552 & 0.2367 & 0.406865 \tabularnewline
15 & 0.088084 & 0.6823 & 0.248838 \tabularnewline
16 & -0.226762 & -1.7565 & 0.042053 \tabularnewline
17 & -0.035606 & -0.2758 & 0.391822 \tabularnewline
18 & 0.151597 & 1.1743 & 0.122464 \tabularnewline
19 & -0.129087 & -0.9999 & 0.160686 \tabularnewline
20 & -0.076471 & -0.5923 & 0.277923 \tabularnewline
21 & 0.055809 & 0.4323 & 0.333539 \tabularnewline
22 & -0.182627 & -1.4146 & 0.081174 \tabularnewline
23 & 0.092549 & 0.7169 & 0.238115 \tabularnewline
24 & 0.277861 & 2.1523 & 0.017703 \tabularnewline
25 & -0.03234 & -0.2505 & 0.401528 \tabularnewline
26 & 0.007146 & 0.0554 & 0.478019 \tabularnewline
27 & -0.024289 & -0.1881 & 0.425699 \tabularnewline
28 & -0.235935 & -1.8275 & 0.036296 \tabularnewline
29 & -0.045998 & -0.3563 & 0.361433 \tabularnewline
30 & 0.050379 & 0.3902 & 0.348874 \tabularnewline
31 & -0.111684 & -0.8651 & 0.195216 \tabularnewline
32 & -0.041765 & -0.3235 & 0.373717 \tabularnewline
33 & -0.019709 & -0.1527 & 0.439586 \tabularnewline
34 & -0.149204 & -1.1557 & 0.126187 \tabularnewline
35 & 0.065488 & 0.5073 & 0.306914 \tabularnewline
36 & 0.1203 & 0.9318 & 0.177577 \tabularnewline
37 & -0.054212 & -0.4199 & 0.338021 \tabularnewline
38 & -0.060828 & -0.4712 & 0.319615 \tabularnewline
39 & -0.103646 & -0.8028 & 0.212619 \tabularnewline
40 & -0.227203 & -1.7599 & 0.04176 \tabularnewline
41 & -0.153789 & -1.1912 & 0.119124 \tabularnewline
42 & -0.10737 & -0.8317 & 0.204442 \tabularnewline
43 & -0.141276 & -1.0943 & 0.139095 \tabularnewline
44 & -0.110023 & -0.8522 & 0.198737 \tabularnewline
45 & -0.126692 & -0.9814 & 0.16518 \tabularnewline
46 & -0.158103 & -1.2247 & 0.112745 \tabularnewline
47 & -0.055921 & -0.4332 & 0.333226 \tabularnewline
48 & -0.03066 & -0.2375 & 0.406542 \tabularnewline
49 & -0.081061 & -0.6279 & 0.266227 \tabularnewline
50 & -0.114629 & -0.8879 & 0.189067 \tabularnewline
51 & -0.15001 & -1.162 & 0.124924 \tabularnewline
52 & -0.172052 & -1.3327 & 0.093833 \tabularnewline
53 & -0.180267 & -1.3963 & 0.083878 \tabularnewline
54 & -0.133699 & -1.0356 & 0.152267 \tabularnewline
55 & -0.092092 & -0.7133 & 0.2392 \tabularnewline
56 & -0.075589 & -0.5855 & 0.2802 \tabularnewline
57 & -0.068604 & -0.5314 & 0.298551 \tabularnewline
58 & -0.036012 & -0.279 & 0.390621 \tabularnewline
59 & -0.009265 & -0.0718 & 0.471515 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35697&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]0.314567[/C][C]2.4366[/C][C]0.008905[/C][/ROW]
[ROW][C]2[/C][C]0.143504[/C][C]1.1116[/C][C]0.135378[/C][/ROW]
[ROW][C]3[/C][C]0.386667[/C][C]2.9951[/C][C]0.001991[/C][/ROW]
[ROW][C]4[/C][C]-0.00844[/C][C]-0.0654[/C][C]0.474046[/C][/ROW]
[ROW][C]5[/C][C]0.092325[/C][C]0.7151[/C][C]0.238646[/C][/ROW]
[ROW][C]6[/C][C]0.399191[/C][C]3.0921[/C][C]0.001507[/C][/ROW]
[ROW][C]7[/C][C]0.02147[/C][C]0.1663[/C][C]0.434239[/C][/ROW]
[ROW][C]8[/C][C]0.000608[/C][C]0.0047[/C][C]0.498128[/C][/ROW]
[ROW][C]9[/C][C]0.254957[/C][C]1.9749[/C][C]0.026444[/C][/ROW]
[ROW][C]10[/C][C]-0.079915[/C][C]-0.619[/C][C]0.269123[/C][/ROW]
[ROW][C]11[/C][C]0.16357[/C][C]1.267[/C][C]0.105024[/C][/ROW]
[ROW][C]12[/C][C]0.573675[/C][C]4.4437[/C][C]1.9e-05[/C][/ROW]
[ROW][C]13[/C][C]0.052538[/C][C]0.407[/C][C]0.342743[/C][/ROW]
[ROW][C]14[/C][C]0.030552[/C][C]0.2367[/C][C]0.406865[/C][/ROW]
[ROW][C]15[/C][C]0.088084[/C][C]0.6823[/C][C]0.248838[/C][/ROW]
[ROW][C]16[/C][C]-0.226762[/C][C]-1.7565[/C][C]0.042053[/C][/ROW]
[ROW][C]17[/C][C]-0.035606[/C][C]-0.2758[/C][C]0.391822[/C][/ROW]
[ROW][C]18[/C][C]0.151597[/C][C]1.1743[/C][C]0.122464[/C][/ROW]
[ROW][C]19[/C][C]-0.129087[/C][C]-0.9999[/C][C]0.160686[/C][/ROW]
[ROW][C]20[/C][C]-0.076471[/C][C]-0.5923[/C][C]0.277923[/C][/ROW]
[ROW][C]21[/C][C]0.055809[/C][C]0.4323[/C][C]0.333539[/C][/ROW]
[ROW][C]22[/C][C]-0.182627[/C][C]-1.4146[/C][C]0.081174[/C][/ROW]
[ROW][C]23[/C][C]0.092549[/C][C]0.7169[/C][C]0.238115[/C][/ROW]
[ROW][C]24[/C][C]0.277861[/C][C]2.1523[/C][C]0.017703[/C][/ROW]
[ROW][C]25[/C][C]-0.03234[/C][C]-0.2505[/C][C]0.401528[/C][/ROW]
[ROW][C]26[/C][C]0.007146[/C][C]0.0554[/C][C]0.478019[/C][/ROW]
[ROW][C]27[/C][C]-0.024289[/C][C]-0.1881[/C][C]0.425699[/C][/ROW]
[ROW][C]28[/C][C]-0.235935[/C][C]-1.8275[/C][C]0.036296[/C][/ROW]
[ROW][C]29[/C][C]-0.045998[/C][C]-0.3563[/C][C]0.361433[/C][/ROW]
[ROW][C]30[/C][C]0.050379[/C][C]0.3902[/C][C]0.348874[/C][/ROW]
[ROW][C]31[/C][C]-0.111684[/C][C]-0.8651[/C][C]0.195216[/C][/ROW]
[ROW][C]32[/C][C]-0.041765[/C][C]-0.3235[/C][C]0.373717[/C][/ROW]
[ROW][C]33[/C][C]-0.019709[/C][C]-0.1527[/C][C]0.439586[/C][/ROW]
[ROW][C]34[/C][C]-0.149204[/C][C]-1.1557[/C][C]0.126187[/C][/ROW]
[ROW][C]35[/C][C]0.065488[/C][C]0.5073[/C][C]0.306914[/C][/ROW]
[ROW][C]36[/C][C]0.1203[/C][C]0.9318[/C][C]0.177577[/C][/ROW]
[ROW][C]37[/C][C]-0.054212[/C][C]-0.4199[/C][C]0.338021[/C][/ROW]
[ROW][C]38[/C][C]-0.060828[/C][C]-0.4712[/C][C]0.319615[/C][/ROW]
[ROW][C]39[/C][C]-0.103646[/C][C]-0.8028[/C][C]0.212619[/C][/ROW]
[ROW][C]40[/C][C]-0.227203[/C][C]-1.7599[/C][C]0.04176[/C][/ROW]
[ROW][C]41[/C][C]-0.153789[/C][C]-1.1912[/C][C]0.119124[/C][/ROW]
[ROW][C]42[/C][C]-0.10737[/C][C]-0.8317[/C][C]0.204442[/C][/ROW]
[ROW][C]43[/C][C]-0.141276[/C][C]-1.0943[/C][C]0.139095[/C][/ROW]
[ROW][C]44[/C][C]-0.110023[/C][C]-0.8522[/C][C]0.198737[/C][/ROW]
[ROW][C]45[/C][C]-0.126692[/C][C]-0.9814[/C][C]0.16518[/C][/ROW]
[ROW][C]46[/C][C]-0.158103[/C][C]-1.2247[/C][C]0.112745[/C][/ROW]
[ROW][C]47[/C][C]-0.055921[/C][C]-0.4332[/C][C]0.333226[/C][/ROW]
[ROW][C]48[/C][C]-0.03066[/C][C]-0.2375[/C][C]0.406542[/C][/ROW]
[ROW][C]49[/C][C]-0.081061[/C][C]-0.6279[/C][C]0.266227[/C][/ROW]
[ROW][C]50[/C][C]-0.114629[/C][C]-0.8879[/C][C]0.189067[/C][/ROW]
[ROW][C]51[/C][C]-0.15001[/C][C]-1.162[/C][C]0.124924[/C][/ROW]
[ROW][C]52[/C][C]-0.172052[/C][C]-1.3327[/C][C]0.093833[/C][/ROW]
[ROW][C]53[/C][C]-0.180267[/C][C]-1.3963[/C][C]0.083878[/C][/ROW]
[ROW][C]54[/C][C]-0.133699[/C][C]-1.0356[/C][C]0.152267[/C][/ROW]
[ROW][C]55[/C][C]-0.092092[/C][C]-0.7133[/C][C]0.2392[/C][/ROW]
[ROW][C]56[/C][C]-0.075589[/C][C]-0.5855[/C][C]0.2802[/C][/ROW]
[ROW][C]57[/C][C]-0.068604[/C][C]-0.5314[/C][C]0.298551[/C][/ROW]
[ROW][C]58[/C][C]-0.036012[/C][C]-0.279[/C][C]0.390621[/C][/ROW]
[ROW][C]59[/C][C]-0.009265[/C][C]-0.0718[/C][C]0.471515[/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=35697&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35697&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	0.314567	2.4366	0.008905
2	0.143504	1.1116	0.135378
3	0.386667	2.9951	0.001991
4	-0.00844	-0.0654	0.474046
5	0.092325	0.7151	0.238646
6	0.399191	3.0921	0.001507
7	0.02147	0.1663	0.434239
8	0.000608	0.0047	0.498128
9	0.254957	1.9749	0.026444
10	-0.079915	-0.619	0.269123
11	0.16357	1.267	0.105024
12	0.573675	4.4437	1.9e-05
13	0.052538	0.407	0.342743
14	0.030552	0.2367	0.406865
15	0.088084	0.6823	0.248838
16	-0.226762	-1.7565	0.042053
17	-0.035606	-0.2758	0.391822
18	0.151597	1.1743	0.122464
19	-0.129087	-0.9999	0.160686
20	-0.076471	-0.5923	0.277923
21	0.055809	0.4323	0.333539
22	-0.182627	-1.4146	0.081174
23	0.092549	0.7169	0.238115
24	0.277861	2.1523	0.017703
25	-0.03234	-0.2505	0.401528
26	0.007146	0.0554	0.478019
27	-0.024289	-0.1881	0.425699
28	-0.235935	-1.8275	0.036296
29	-0.045998	-0.3563	0.361433
30	0.050379	0.3902	0.348874
31	-0.111684	-0.8651	0.195216
32	-0.041765	-0.3235	0.373717
33	-0.019709	-0.1527	0.439586
34	-0.149204	-1.1557	0.126187
35	0.065488	0.5073	0.306914
36	0.1203	0.9318	0.177577
37	-0.054212	-0.4199	0.338021
38	-0.060828	-0.4712	0.319615
39	-0.103646	-0.8028	0.212619
40	-0.227203	-1.7599	0.04176
41	-0.153789	-1.1912	0.119124
42	-0.10737	-0.8317	0.204442
43	-0.141276	-1.0943	0.139095
44	-0.110023	-0.8522	0.198737
45	-0.126692	-0.9814	0.16518
46	-0.158103	-1.2247	0.112745
47	-0.055921	-0.4332	0.333226
48	-0.03066	-0.2375	0.406542
49	-0.081061	-0.6279	0.266227
50	-0.114629	-0.8879	0.189067
51	-0.15001	-1.162	0.124924
52	-0.172052	-1.3327	0.093833
53	-0.180267	-1.3963	0.083878
54	-0.133699	-1.0356	0.152267
55	-0.092092	-0.7133	0.2392
56	-0.075589	-0.5855	0.2802
57	-0.068604	-0.5314	0.298551
58	-0.036012	-0.279	0.390621
59	-0.009265	-0.0718	0.471515
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.314567	2.4366	0.008905
2	0.049444	0.383	0.351541
3	0.365139	2.8284	0.003176
4	-0.286732	-2.221	0.015068
5	0.211954	1.6418	0.052933
6	0.240313	1.8615	0.03379
7	-0.139667	-1.0819	0.141823
8	-0.073556	-0.5698	0.285483
9	0.137029	1.0614	0.146375
10	-0.108558	-0.8409	0.201875
11	0.30721	2.3796	0.010263
12	0.36834	2.8531	0.002966
13	-0.261035	-2.022	0.023823
14	-0.156054	-1.2088	0.115743
15	-0.301782	-2.3376	0.011381
16	0.063816	0.4943	0.311445
17	-0.02956	-0.229	0.409835
18	-0.026621	-0.2062	0.418665
19	0.037183	0.288	0.387161
20	-0.061598	-0.4771	0.3175
21	0.059999	0.4648	0.321895
22	0.076821	0.595	0.277024
23	0.047137	0.3651	0.358152
24	-0.086805	-0.6724	0.25196
25	0.012683	0.0982	0.461034
26	-0.033456	-0.2591	0.398205
27	0.083716	0.6485	0.25958
28	-0.058397	-0.4523	0.326328
29	-0.010895	-0.0844	0.466513
30	-0.058136	-0.4503	0.327051
31	0.043252	0.335	0.369385
32	0.001715	0.0133	0.494724
33	-0.017085	-0.1323	0.44758
34	-0.01205	-0.0933	0.462973
35	-0.058051	-0.4497	0.327287
36	-0.018455	-0.143	0.443404
37	-0.038992	-0.302	0.381838
38	-0.111753	-0.8656	0.195069
39	0.033896	0.2626	0.396896
40	-0.038982	-0.302	0.381867
41	-0.135958	-1.0531	0.148253
42	-0.085749	-0.6642	0.254551
43	0.059907	0.464	0.322149
44	0.020436	0.1583	0.437378
45	-0.025062	-0.1941	0.423365
46	-0.046225	-0.3581	0.360779
47	-0.034183	-0.2648	0.396043
48	-0.045989	-0.3562	0.361461
49	0.055546	0.4303	0.334275
50	0.041093	0.3183	0.375678
51	-0.069204	-0.536	0.296953
52	-0.001993	-0.0154	0.493866
53	-0.041925	-0.3247	0.373251
54	0.056308	0.4362	0.332143
55	-0.020653	-0.16	0.436719
56	0.031886	0.247	0.402881
57	-0.025061	-0.1941	0.423368
58	0.021394	0.1657	0.434467
59	0.053893	0.4175	0.338919
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.314567 & 2.4366 & 0.008905 \tabularnewline
2 & 0.049444 & 0.383 & 0.351541 \tabularnewline
3 & 0.365139 & 2.8284 & 0.003176 \tabularnewline
4 & -0.286732 & -2.221 & 0.015068 \tabularnewline
5 & 0.211954 & 1.6418 & 0.052933 \tabularnewline
6 & 0.240313 & 1.8615 & 0.03379 \tabularnewline
7 & -0.139667 & -1.0819 & 0.141823 \tabularnewline
8 & -0.073556 & -0.5698 & 0.285483 \tabularnewline
9 & 0.137029 & 1.0614 & 0.146375 \tabularnewline
10 & -0.108558 & -0.8409 & 0.201875 \tabularnewline
11 & 0.30721 & 2.3796 & 0.010263 \tabularnewline
12 & 0.36834 & 2.8531 & 0.002966 \tabularnewline
13 & -0.261035 & -2.022 & 0.023823 \tabularnewline
14 & -0.156054 & -1.2088 & 0.115743 \tabularnewline
15 & -0.301782 & -2.3376 & 0.011381 \tabularnewline
16 & 0.063816 & 0.4943 & 0.311445 \tabularnewline
17 & -0.02956 & -0.229 & 0.409835 \tabularnewline
18 & -0.026621 & -0.2062 & 0.418665 \tabularnewline
19 & 0.037183 & 0.288 & 0.387161 \tabularnewline
20 & -0.061598 & -0.4771 & 0.3175 \tabularnewline
21 & 0.059999 & 0.4648 & 0.321895 \tabularnewline
22 & 0.076821 & 0.595 & 0.277024 \tabularnewline
23 & 0.047137 & 0.3651 & 0.358152 \tabularnewline
24 & -0.086805 & -0.6724 & 0.25196 \tabularnewline
25 & 0.012683 & 0.0982 & 0.461034 \tabularnewline
26 & -0.033456 & -0.2591 & 0.398205 \tabularnewline
27 & 0.083716 & 0.6485 & 0.25958 \tabularnewline
28 & -0.058397 & -0.4523 & 0.326328 \tabularnewline
29 & -0.010895 & -0.0844 & 0.466513 \tabularnewline
30 & -0.058136 & -0.4503 & 0.327051 \tabularnewline
31 & 0.043252 & 0.335 & 0.369385 \tabularnewline
32 & 0.001715 & 0.0133 & 0.494724 \tabularnewline
33 & -0.017085 & -0.1323 & 0.44758 \tabularnewline
34 & -0.01205 & -0.0933 & 0.462973 \tabularnewline
35 & -0.058051 & -0.4497 & 0.327287 \tabularnewline
36 & -0.018455 & -0.143 & 0.443404 \tabularnewline
37 & -0.038992 & -0.302 & 0.381838 \tabularnewline
38 & -0.111753 & -0.8656 & 0.195069 \tabularnewline
39 & 0.033896 & 0.2626 & 0.396896 \tabularnewline
40 & -0.038982 & -0.302 & 0.381867 \tabularnewline
41 & -0.135958 & -1.0531 & 0.148253 \tabularnewline
42 & -0.085749 & -0.6642 & 0.254551 \tabularnewline
43 & 0.059907 & 0.464 & 0.322149 \tabularnewline
44 & 0.020436 & 0.1583 & 0.437378 \tabularnewline
45 & -0.025062 & -0.1941 & 0.423365 \tabularnewline
46 & -0.046225 & -0.3581 & 0.360779 \tabularnewline
47 & -0.034183 & -0.2648 & 0.396043 \tabularnewline
48 & -0.045989 & -0.3562 & 0.361461 \tabularnewline
49 & 0.055546 & 0.4303 & 0.334275 \tabularnewline
50 & 0.041093 & 0.3183 & 0.375678 \tabularnewline
51 & -0.069204 & -0.536 & 0.296953 \tabularnewline
52 & -0.001993 & -0.0154 & 0.493866 \tabularnewline
53 & -0.041925 & -0.3247 & 0.373251 \tabularnewline
54 & 0.056308 & 0.4362 & 0.332143 \tabularnewline
55 & -0.020653 & -0.16 & 0.436719 \tabularnewline
56 & 0.031886 & 0.247 & 0.402881 \tabularnewline
57 & -0.025061 & -0.1941 & 0.423368 \tabularnewline
58 & 0.021394 & 0.1657 & 0.434467 \tabularnewline
59 & 0.053893 & 0.4175 & 0.338919 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35697&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]0.314567[/C][C]2.4366[/C][C]0.008905[/C][/ROW]
[ROW][C]2[/C][C]0.049444[/C][C]0.383[/C][C]0.351541[/C][/ROW]
[ROW][C]3[/C][C]0.365139[/C][C]2.8284[/C][C]0.003176[/C][/ROW]
[ROW][C]4[/C][C]-0.286732[/C][C]-2.221[/C][C]0.015068[/C][/ROW]
[ROW][C]5[/C][C]0.211954[/C][C]1.6418[/C][C]0.052933[/C][/ROW]
[ROW][C]6[/C][C]0.240313[/C][C]1.8615[/C][C]0.03379[/C][/ROW]
[ROW][C]7[/C][C]-0.139667[/C][C]-1.0819[/C][C]0.141823[/C][/ROW]
[ROW][C]8[/C][C]-0.073556[/C][C]-0.5698[/C][C]0.285483[/C][/ROW]
[ROW][C]9[/C][C]0.137029[/C][C]1.0614[/C][C]0.146375[/C][/ROW]
[ROW][C]10[/C][C]-0.108558[/C][C]-0.8409[/C][C]0.201875[/C][/ROW]
[ROW][C]11[/C][C]0.30721[/C][C]2.3796[/C][C]0.010263[/C][/ROW]
[ROW][C]12[/C][C]0.36834[/C][C]2.8531[/C][C]0.002966[/C][/ROW]
[ROW][C]13[/C][C]-0.261035[/C][C]-2.022[/C][C]0.023823[/C][/ROW]
[ROW][C]14[/C][C]-0.156054[/C][C]-1.2088[/C][C]0.115743[/C][/ROW]
[ROW][C]15[/C][C]-0.301782[/C][C]-2.3376[/C][C]0.011381[/C][/ROW]
[ROW][C]16[/C][C]0.063816[/C][C]0.4943[/C][C]0.311445[/C][/ROW]
[ROW][C]17[/C][C]-0.02956[/C][C]-0.229[/C][C]0.409835[/C][/ROW]
[ROW][C]18[/C][C]-0.026621[/C][C]-0.2062[/C][C]0.418665[/C][/ROW]
[ROW][C]19[/C][C]0.037183[/C][C]0.288[/C][C]0.387161[/C][/ROW]
[ROW][C]20[/C][C]-0.061598[/C][C]-0.4771[/C][C]0.3175[/C][/ROW]
[ROW][C]21[/C][C]0.059999[/C][C]0.4648[/C][C]0.321895[/C][/ROW]
[ROW][C]22[/C][C]0.076821[/C][C]0.595[/C][C]0.277024[/C][/ROW]
[ROW][C]23[/C][C]0.047137[/C][C]0.3651[/C][C]0.358152[/C][/ROW]
[ROW][C]24[/C][C]-0.086805[/C][C]-0.6724[/C][C]0.25196[/C][/ROW]
[ROW][C]25[/C][C]0.012683[/C][C]0.0982[/C][C]0.461034[/C][/ROW]
[ROW][C]26[/C][C]-0.033456[/C][C]-0.2591[/C][C]0.398205[/C][/ROW]
[ROW][C]27[/C][C]0.083716[/C][C]0.6485[/C][C]0.25958[/C][/ROW]
[ROW][C]28[/C][C]-0.058397[/C][C]-0.4523[/C][C]0.326328[/C][/ROW]
[ROW][C]29[/C][C]-0.010895[/C][C]-0.0844[/C][C]0.466513[/C][/ROW]
[ROW][C]30[/C][C]-0.058136[/C][C]-0.4503[/C][C]0.327051[/C][/ROW]
[ROW][C]31[/C][C]0.043252[/C][C]0.335[/C][C]0.369385[/C][/ROW]
[ROW][C]32[/C][C]0.001715[/C][C]0.0133[/C][C]0.494724[/C][/ROW]
[ROW][C]33[/C][C]-0.017085[/C][C]-0.1323[/C][C]0.44758[/C][/ROW]
[ROW][C]34[/C][C]-0.01205[/C][C]-0.0933[/C][C]0.462973[/C][/ROW]
[ROW][C]35[/C][C]-0.058051[/C][C]-0.4497[/C][C]0.327287[/C][/ROW]
[ROW][C]36[/C][C]-0.018455[/C][C]-0.143[/C][C]0.443404[/C][/ROW]
[ROW][C]37[/C][C]-0.038992[/C][C]-0.302[/C][C]0.381838[/C][/ROW]
[ROW][C]38[/C][C]-0.111753[/C][C]-0.8656[/C][C]0.195069[/C][/ROW]
[ROW][C]39[/C][C]0.033896[/C][C]0.2626[/C][C]0.396896[/C][/ROW]
[ROW][C]40[/C][C]-0.038982[/C][C]-0.302[/C][C]0.381867[/C][/ROW]
[ROW][C]41[/C][C]-0.135958[/C][C]-1.0531[/C][C]0.148253[/C][/ROW]
[ROW][C]42[/C][C]-0.085749[/C][C]-0.6642[/C][C]0.254551[/C][/ROW]
[ROW][C]43[/C][C]0.059907[/C][C]0.464[/C][C]0.322149[/C][/ROW]
[ROW][C]44[/C][C]0.020436[/C][C]0.1583[/C][C]0.437378[/C][/ROW]
[ROW][C]45[/C][C]-0.025062[/C][C]-0.1941[/C][C]0.423365[/C][/ROW]
[ROW][C]46[/C][C]-0.046225[/C][C]-0.3581[/C][C]0.360779[/C][/ROW]
[ROW][C]47[/C][C]-0.034183[/C][C]-0.2648[/C][C]0.396043[/C][/ROW]
[ROW][C]48[/C][C]-0.045989[/C][C]-0.3562[/C][C]0.361461[/C][/ROW]
[ROW][C]49[/C][C]0.055546[/C][C]0.4303[/C][C]0.334275[/C][/ROW]
[ROW][C]50[/C][C]0.041093[/C][C]0.3183[/C][C]0.375678[/C][/ROW]
[ROW][C]51[/C][C]-0.069204[/C][C]-0.536[/C][C]0.296953[/C][/ROW]
[ROW][C]52[/C][C]-0.001993[/C][C]-0.0154[/C][C]0.493866[/C][/ROW]
[ROW][C]53[/C][C]-0.041925[/C][C]-0.3247[/C][C]0.373251[/C][/ROW]
[ROW][C]54[/C][C]0.056308[/C][C]0.4362[/C][C]0.332143[/C][/ROW]
[ROW][C]55[/C][C]-0.020653[/C][C]-0.16[/C][C]0.436719[/C][/ROW]
[ROW][C]56[/C][C]0.031886[/C][C]0.247[/C][C]0.402881[/C][/ROW]
[ROW][C]57[/C][C]-0.025061[/C][C]-0.1941[/C][C]0.423368[/C][/ROW]
[ROW][C]58[/C][C]0.021394[/C][C]0.1657[/C][C]0.434467[/C][/ROW]
[ROW][C]59[/C][C]0.053893[/C][C]0.4175[/C][C]0.338919[/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=35697&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35697&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	0.314567	2.4366	0.008905
2	0.049444	0.383	0.351541
3	0.365139	2.8284	0.003176
4	-0.286732	-2.221	0.015068
5	0.211954	1.6418	0.052933
6	0.240313	1.8615	0.03379
7	-0.139667	-1.0819	0.141823
8	-0.073556	-0.5698	0.285483
9	0.137029	1.0614	0.146375
10	-0.108558	-0.8409	0.201875
11	0.30721	2.3796	0.010263
12	0.36834	2.8531	0.002966
13	-0.261035	-2.022	0.023823
14	-0.156054	-1.2088	0.115743
15	-0.301782	-2.3376	0.011381
16	0.063816	0.4943	0.311445
17	-0.02956	-0.229	0.409835
18	-0.026621	-0.2062	0.418665
19	0.037183	0.288	0.387161
20	-0.061598	-0.4771	0.3175
21	0.059999	0.4648	0.321895
22	0.076821	0.595	0.277024
23	0.047137	0.3651	0.358152
24	-0.086805	-0.6724	0.25196
25	0.012683	0.0982	0.461034
26	-0.033456	-0.2591	0.398205
27	0.083716	0.6485	0.25958
28	-0.058397	-0.4523	0.326328
29	-0.010895	-0.0844	0.466513
30	-0.058136	-0.4503	0.327051
31	0.043252	0.335	0.369385
32	0.001715	0.0133	0.494724
33	-0.017085	-0.1323	0.44758
34	-0.01205	-0.0933	0.462973
35	-0.058051	-0.4497	0.327287
36	-0.018455	-0.143	0.443404
37	-0.038992	-0.302	0.381838
38	-0.111753	-0.8656	0.195069
39	0.033896	0.2626	0.396896
40	-0.038982	-0.302	0.381867
41	-0.135958	-1.0531	0.148253
42	-0.085749	-0.6642	0.254551
43	0.059907	0.464	0.322149
44	0.020436	0.1583	0.437378
45	-0.025062	-0.1941	0.423365
46	-0.046225	-0.3581	0.360779
47	-0.034183	-0.2648	0.396043
48	-0.045989	-0.3562	0.361461
49	0.055546	0.4303	0.334275
50	0.041093	0.3183	0.375678
51	-0.069204	-0.536	0.296953
52	-0.001993	-0.0154	0.493866
53	-0.041925	-0.3247	0.373251
54	0.056308	0.4362	0.332143
55	-0.020653	-0.16	0.436719
56	0.031886	0.247	0.402881
57	-0.025061	-0.1941	0.423368
58	0.021394	0.1657	0.434467
59	0.053893	0.4175	0.338919
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