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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 11:00:56 -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/t122988254094pdsom9tbhx9jq.htm/, Retrieved Sun, 19 May 2024 08:44:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35722, Retrieved Sun, 19 May 2024 08:44:59 +0000

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User-defined keywords

Estimated Impact

172

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] [fad8a251ac01c156a8ae23a83577546f]
-   PD        [(Partial) Autocorrelation Function] [autocorr cons] [2008-12-21 18:00:56] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35722&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35722&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35722&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.212844	1.6487	0.05222
2	0.022765	0.1763	0.430312
3	0.374865	2.9037	0.002577
4	-0.056332	-0.4363	0.332075
5	0.10103	0.7826	0.218478
6	0.532447	4.1243	5.8e-05
7	0.017942	0.139	0.444967
8	-0.042797	-0.3315	0.370709
9	0.287643	2.2281	0.014818
10	-0.11123	-0.8616	0.196172
11	0.112853	0.8742	0.192759
12	0.657575	5.0936	2e-06
13	0.043446	0.3365	0.368822
14	-0.045632	-0.3535	0.36249
15	0.152214	1.179	0.121517
16	-0.209755	-1.6248	0.054729
17	-0.005841	-0.0452	0.48203
18	0.305486	2.3663	0.010607
19	-0.097428	-0.7547	0.226698
20	-0.089688	-0.6947	0.244957
21	0.099348	0.7695	0.222295
22	-0.226187	-1.752	0.042438
23	0.046246	0.3582	0.360717
24	0.325914	2.5245	0.007124
25	-0.073699	-0.5709	0.285109
26	-0.077352	-0.5992	0.275659
27	-0.00845	-0.0655	0.474016
28	-0.26415	-2.0461	0.022568
29	-0.066121	-0.5122	0.305207
30	0.097983	0.759	0.225419
31	-0.116233	-0.9003	0.185771
32	-0.094836	-0.7346	0.232724
33	-0.045593	-0.3532	0.362602
34	-0.209809	-1.6252	0.054684
35	-0.024036	-0.1862	0.426466
36	0.12775	0.9895	0.163185
37	-0.088	-0.6816	0.249042
38	-0.124233	-0.9623	0.16988
39	-0.112487	-0.8713	0.193527
40	-0.240444	-1.8625	0.033717
41	-0.124581	-0.965	0.169208
42	-0.054574	-0.4227	0.337002
43	-0.121565	-0.9416	0.175078
44	-0.114542	-0.8872	0.189247
45	-0.128074	-0.9921	0.162577
46	-0.138497	-1.0728	0.14383
47	-0.058631	-0.4542	0.325678
48	-0.005971	-0.0463	0.481632
49	-0.060722	-0.4703	0.319906
50	-0.108335	-0.8392	0.202355
51	-0.122988	-0.9527	0.172292
52	-0.134977	-1.0455	0.149987
53	-0.105669	-0.8185	0.208154
54	-0.076247	-0.5906	0.2785
55	-0.064348	-0.4984	0.309999
56	-0.066315	-0.5137	0.304683
57	-0.063362	-0.4908	0.31268
58	-0.032537	-0.252	0.40094
59	-0.006084	-0.0471	0.481285
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.212844 & 1.6487 & 0.05222 \tabularnewline
2 & 0.022765 & 0.1763 & 0.430312 \tabularnewline
3 & 0.374865 & 2.9037 & 0.002577 \tabularnewline
4 & -0.056332 & -0.4363 & 0.332075 \tabularnewline
5 & 0.10103 & 0.7826 & 0.218478 \tabularnewline
6 & 0.532447 & 4.1243 & 5.8e-05 \tabularnewline
7 & 0.017942 & 0.139 & 0.444967 \tabularnewline
8 & -0.042797 & -0.3315 & 0.370709 \tabularnewline
9 & 0.287643 & 2.2281 & 0.014818 \tabularnewline
10 & -0.11123 & -0.8616 & 0.196172 \tabularnewline
11 & 0.112853 & 0.8742 & 0.192759 \tabularnewline
12 & 0.657575 & 5.0936 & 2e-06 \tabularnewline
13 & 0.043446 & 0.3365 & 0.368822 \tabularnewline
14 & -0.045632 & -0.3535 & 0.36249 \tabularnewline
15 & 0.152214 & 1.179 & 0.121517 \tabularnewline
16 & -0.209755 & -1.6248 & 0.054729 \tabularnewline
17 & -0.005841 & -0.0452 & 0.48203 \tabularnewline
18 & 0.305486 & 2.3663 & 0.010607 \tabularnewline
19 & -0.097428 & -0.7547 & 0.226698 \tabularnewline
20 & -0.089688 & -0.6947 & 0.244957 \tabularnewline
21 & 0.099348 & 0.7695 & 0.222295 \tabularnewline
22 & -0.226187 & -1.752 & 0.042438 \tabularnewline
23 & 0.046246 & 0.3582 & 0.360717 \tabularnewline
24 & 0.325914 & 2.5245 & 0.007124 \tabularnewline
25 & -0.073699 & -0.5709 & 0.285109 \tabularnewline
26 & -0.077352 & -0.5992 & 0.275659 \tabularnewline
27 & -0.00845 & -0.0655 & 0.474016 \tabularnewline
28 & -0.26415 & -2.0461 & 0.022568 \tabularnewline
29 & -0.066121 & -0.5122 & 0.305207 \tabularnewline
30 & 0.097983 & 0.759 & 0.225419 \tabularnewline
31 & -0.116233 & -0.9003 & 0.185771 \tabularnewline
32 & -0.094836 & -0.7346 & 0.232724 \tabularnewline
33 & -0.045593 & -0.3532 & 0.362602 \tabularnewline
34 & -0.209809 & -1.6252 & 0.054684 \tabularnewline
35 & -0.024036 & -0.1862 & 0.426466 \tabularnewline
36 & 0.12775 & 0.9895 & 0.163185 \tabularnewline
37 & -0.088 & -0.6816 & 0.249042 \tabularnewline
38 & -0.124233 & -0.9623 & 0.16988 \tabularnewline
39 & -0.112487 & -0.8713 & 0.193527 \tabularnewline
40 & -0.240444 & -1.8625 & 0.033717 \tabularnewline
41 & -0.124581 & -0.965 & 0.169208 \tabularnewline
42 & -0.054574 & -0.4227 & 0.337002 \tabularnewline
43 & -0.121565 & -0.9416 & 0.175078 \tabularnewline
44 & -0.114542 & -0.8872 & 0.189247 \tabularnewline
45 & -0.128074 & -0.9921 & 0.162577 \tabularnewline
46 & -0.138497 & -1.0728 & 0.14383 \tabularnewline
47 & -0.058631 & -0.4542 & 0.325678 \tabularnewline
48 & -0.005971 & -0.0463 & 0.481632 \tabularnewline
49 & -0.060722 & -0.4703 & 0.319906 \tabularnewline
50 & -0.108335 & -0.8392 & 0.202355 \tabularnewline
51 & -0.122988 & -0.9527 & 0.172292 \tabularnewline
52 & -0.134977 & -1.0455 & 0.149987 \tabularnewline
53 & -0.105669 & -0.8185 & 0.208154 \tabularnewline
54 & -0.076247 & -0.5906 & 0.2785 \tabularnewline
55 & -0.064348 & -0.4984 & 0.309999 \tabularnewline
56 & -0.066315 & -0.5137 & 0.304683 \tabularnewline
57 & -0.063362 & -0.4908 & 0.31268 \tabularnewline
58 & -0.032537 & -0.252 & 0.40094 \tabularnewline
59 & -0.006084 & -0.0471 & 0.481285 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35722&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]0.212844[/C][C]1.6487[/C][C]0.05222[/C][/ROW]
[ROW][C]2[/C][C]0.022765[/C][C]0.1763[/C][C]0.430312[/C][/ROW]
[ROW][C]3[/C][C]0.374865[/C][C]2.9037[/C][C]0.002577[/C][/ROW]
[ROW][C]4[/C][C]-0.056332[/C][C]-0.4363[/C][C]0.332075[/C][/ROW]
[ROW][C]5[/C][C]0.10103[/C][C]0.7826[/C][C]0.218478[/C][/ROW]
[ROW][C]6[/C][C]0.532447[/C][C]4.1243[/C][C]5.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.017942[/C][C]0.139[/C][C]0.444967[/C][/ROW]
[ROW][C]8[/C][C]-0.042797[/C][C]-0.3315[/C][C]0.370709[/C][/ROW]
[ROW][C]9[/C][C]0.287643[/C][C]2.2281[/C][C]0.014818[/C][/ROW]
[ROW][C]10[/C][C]-0.11123[/C][C]-0.8616[/C][C]0.196172[/C][/ROW]
[ROW][C]11[/C][C]0.112853[/C][C]0.8742[/C][C]0.192759[/C][/ROW]
[ROW][C]12[/C][C]0.657575[/C][C]5.0936[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.043446[/C][C]0.3365[/C][C]0.368822[/C][/ROW]
[ROW][C]14[/C][C]-0.045632[/C][C]-0.3535[/C][C]0.36249[/C][/ROW]
[ROW][C]15[/C][C]0.152214[/C][C]1.179[/C][C]0.121517[/C][/ROW]
[ROW][C]16[/C][C]-0.209755[/C][C]-1.6248[/C][C]0.054729[/C][/ROW]
[ROW][C]17[/C][C]-0.005841[/C][C]-0.0452[/C][C]0.48203[/C][/ROW]
[ROW][C]18[/C][C]0.305486[/C][C]2.3663[/C][C]0.010607[/C][/ROW]
[ROW][C]19[/C][C]-0.097428[/C][C]-0.7547[/C][C]0.226698[/C][/ROW]
[ROW][C]20[/C][C]-0.089688[/C][C]-0.6947[/C][C]0.244957[/C][/ROW]
[ROW][C]21[/C][C]0.099348[/C][C]0.7695[/C][C]0.222295[/C][/ROW]
[ROW][C]22[/C][C]-0.226187[/C][C]-1.752[/C][C]0.042438[/C][/ROW]
[ROW][C]23[/C][C]0.046246[/C][C]0.3582[/C][C]0.360717[/C][/ROW]
[ROW][C]24[/C][C]0.325914[/C][C]2.5245[/C][C]0.007124[/C][/ROW]
[ROW][C]25[/C][C]-0.073699[/C][C]-0.5709[/C][C]0.285109[/C][/ROW]
[ROW][C]26[/C][C]-0.077352[/C][C]-0.5992[/C][C]0.275659[/C][/ROW]
[ROW][C]27[/C][C]-0.00845[/C][C]-0.0655[/C][C]0.474016[/C][/ROW]
[ROW][C]28[/C][C]-0.26415[/C][C]-2.0461[/C][C]0.022568[/C][/ROW]
[ROW][C]29[/C][C]-0.066121[/C][C]-0.5122[/C][C]0.305207[/C][/ROW]
[ROW][C]30[/C][C]0.097983[/C][C]0.759[/C][C]0.225419[/C][/ROW]
[ROW][C]31[/C][C]-0.116233[/C][C]-0.9003[/C][C]0.185771[/C][/ROW]
[ROW][C]32[/C][C]-0.094836[/C][C]-0.7346[/C][C]0.232724[/C][/ROW]
[ROW][C]33[/C][C]-0.045593[/C][C]-0.3532[/C][C]0.362602[/C][/ROW]
[ROW][C]34[/C][C]-0.209809[/C][C]-1.6252[/C][C]0.054684[/C][/ROW]
[ROW][C]35[/C][C]-0.024036[/C][C]-0.1862[/C][C]0.426466[/C][/ROW]
[ROW][C]36[/C][C]0.12775[/C][C]0.9895[/C][C]0.163185[/C][/ROW]
[ROW][C]37[/C][C]-0.088[/C][C]-0.6816[/C][C]0.249042[/C][/ROW]
[ROW][C]38[/C][C]-0.124233[/C][C]-0.9623[/C][C]0.16988[/C][/ROW]
[ROW][C]39[/C][C]-0.112487[/C][C]-0.8713[/C][C]0.193527[/C][/ROW]
[ROW][C]40[/C][C]-0.240444[/C][C]-1.8625[/C][C]0.033717[/C][/ROW]
[ROW][C]41[/C][C]-0.124581[/C][C]-0.965[/C][C]0.169208[/C][/ROW]
[ROW][C]42[/C][C]-0.054574[/C][C]-0.4227[/C][C]0.337002[/C][/ROW]
[ROW][C]43[/C][C]-0.121565[/C][C]-0.9416[/C][C]0.175078[/C][/ROW]
[ROW][C]44[/C][C]-0.114542[/C][C]-0.8872[/C][C]0.189247[/C][/ROW]
[ROW][C]45[/C][C]-0.128074[/C][C]-0.9921[/C][C]0.162577[/C][/ROW]
[ROW][C]46[/C][C]-0.138497[/C][C]-1.0728[/C][C]0.14383[/C][/ROW]
[ROW][C]47[/C][C]-0.058631[/C][C]-0.4542[/C][C]0.325678[/C][/ROW]
[ROW][C]48[/C][C]-0.005971[/C][C]-0.0463[/C][C]0.481632[/C][/ROW]
[ROW][C]49[/C][C]-0.060722[/C][C]-0.4703[/C][C]0.319906[/C][/ROW]
[ROW][C]50[/C][C]-0.108335[/C][C]-0.8392[/C][C]0.202355[/C][/ROW]
[ROW][C]51[/C][C]-0.122988[/C][C]-0.9527[/C][C]0.172292[/C][/ROW]
[ROW][C]52[/C][C]-0.134977[/C][C]-1.0455[/C][C]0.149987[/C][/ROW]
[ROW][C]53[/C][C]-0.105669[/C][C]-0.8185[/C][C]0.208154[/C][/ROW]
[ROW][C]54[/C][C]-0.076247[/C][C]-0.5906[/C][C]0.2785[/C][/ROW]
[ROW][C]55[/C][C]-0.064348[/C][C]-0.4984[/C][C]0.309999[/C][/ROW]
[ROW][C]56[/C][C]-0.066315[/C][C]-0.5137[/C][C]0.304683[/C][/ROW]
[ROW][C]57[/C][C]-0.063362[/C][C]-0.4908[/C][C]0.31268[/C][/ROW]
[ROW][C]58[/C][C]-0.032537[/C][C]-0.252[/C][C]0.40094[/C][/ROW]
[ROW][C]59[/C][C]-0.006084[/C][C]-0.0471[/C][C]0.481285[/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=35722&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35722&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	0.212844	1.6487	0.05222
2	0.022765	0.1763	0.430312
3	0.374865	2.9037	0.002577
4	-0.056332	-0.4363	0.332075
5	0.10103	0.7826	0.218478
6	0.532447	4.1243	5.8e-05
7	0.017942	0.139	0.444967
8	-0.042797	-0.3315	0.370709
9	0.287643	2.2281	0.014818
10	-0.11123	-0.8616	0.196172
11	0.112853	0.8742	0.192759
12	0.657575	5.0936	2e-06
13	0.043446	0.3365	0.368822
14	-0.045632	-0.3535	0.36249
15	0.152214	1.179	0.121517
16	-0.209755	-1.6248	0.054729
17	-0.005841	-0.0452	0.48203
18	0.305486	2.3663	0.010607
19	-0.097428	-0.7547	0.226698
20	-0.089688	-0.6947	0.244957
21	0.099348	0.7695	0.222295
22	-0.226187	-1.752	0.042438
23	0.046246	0.3582	0.360717
24	0.325914	2.5245	0.007124
25	-0.073699	-0.5709	0.285109
26	-0.077352	-0.5992	0.275659
27	-0.00845	-0.0655	0.474016
28	-0.26415	-2.0461	0.022568
29	-0.066121	-0.5122	0.305207
30	0.097983	0.759	0.225419
31	-0.116233	-0.9003	0.185771
32	-0.094836	-0.7346	0.232724
33	-0.045593	-0.3532	0.362602
34	-0.209809	-1.6252	0.054684
35	-0.024036	-0.1862	0.426466
36	0.12775	0.9895	0.163185
37	-0.088	-0.6816	0.249042
38	-0.124233	-0.9623	0.16988
39	-0.112487	-0.8713	0.193527
40	-0.240444	-1.8625	0.033717
41	-0.124581	-0.965	0.169208
42	-0.054574	-0.4227	0.337002
43	-0.121565	-0.9416	0.175078
44	-0.114542	-0.8872	0.189247
45	-0.128074	-0.9921	0.162577
46	-0.138497	-1.0728	0.14383
47	-0.058631	-0.4542	0.325678
48	-0.005971	-0.0463	0.481632
49	-0.060722	-0.4703	0.319906
50	-0.108335	-0.8392	0.202355
51	-0.122988	-0.9527	0.172292
52	-0.134977	-1.0455	0.149987
53	-0.105669	-0.8185	0.208154
54	-0.076247	-0.5906	0.2785
55	-0.064348	-0.4984	0.309999
56	-0.066315	-0.5137	0.304683
57	-0.063362	-0.4908	0.31268
58	-0.032537	-0.252	0.40094
59	-0.006084	-0.0471	0.481285
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.212844	1.6487	0.05222
2	-0.023607	-0.1829	0.427761
3	0.392941	3.0437	0.001733
4	-0.275929	-2.1373	0.018328
5	0.29585	2.2916	0.012726
6	0.344292	2.6669	0.004913
7	-0.147512	-1.1426	0.128867
8	-0.089543	-0.6936	0.245305
9	0.103784	0.8039	0.212312
10	-0.10076	-0.7805	0.219088
11	0.208558	1.6155	0.055726
12	0.464909	3.6012	0.000322
13	-0.180806	-1.4005	0.083254
14	-0.154618	-1.1977	0.117879
15	-0.294527	-2.2814	0.013044
16	0.022983	0.178	0.429652
17	-0.101608	-0.7871	0.217174
18	-0.077933	-0.6037	0.274171
19	0.087974	0.6814	0.249107
20	0.041843	0.3241	0.373488
21	-0.042901	-0.3323	0.370407
22	-0.027238	-0.211	0.416807
23	0.102056	0.7905	0.216169
24	-0.192672	-1.4924	0.070413
25	0.034225	0.2651	0.395919
26	-0.036989	-0.2865	0.387735
27	0.089229	0.6912	0.246065
28	-0.065197	-0.505	0.307701
29	-0.044279	-0.343	0.366404
30	-0.071257	-0.552	0.291515
31	0.09712	0.7523	0.22741
32	-0.104791	-0.8117	0.210084
33	-0.002526	-0.0196	0.492228
34	0.083085	0.6436	0.261151
35	-0.131422	-1.018	0.156385
36	0.076494	0.5925	0.277863
37	-0.102705	-0.7955	0.214716
38	-0.016474	-0.1276	0.449442
39	-0.098037	-0.7594	0.225295
40	0.010582	0.082	0.467472
41	-0.039801	-0.3083	0.379461
42	-0.072338	-0.5603	0.288671
43	-0.03805	-0.2947	0.384606
44	0.030234	0.2342	0.407816
45	0.00904	0.07	0.472204
46	0.025974	0.2012	0.420613
47	0.054925	0.4254	0.336016
48	-0.122485	-0.9488	0.173272
49	0.018975	0.147	0.441819
50	-0.002723	-0.0211	0.491622
51	0.092524	0.7167	0.238174
52	-0.073902	-0.5724	0.28458
53	0.047344	0.3667	0.357556
54	-0.009864	-0.0764	0.469674
55	-0.069048	-0.5348	0.297368
56	0.05172	0.4006	0.345061
57	0.025323	0.1962	0.422576
58	-0.001745	-0.0135	0.494629
59	-0.025677	-0.1989	0.421509
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.212844 & 1.6487 & 0.05222 \tabularnewline
2 & -0.023607 & -0.1829 & 0.427761 \tabularnewline
3 & 0.392941 & 3.0437 & 0.001733 \tabularnewline
4 & -0.275929 & -2.1373 & 0.018328 \tabularnewline
5 & 0.29585 & 2.2916 & 0.012726 \tabularnewline
6 & 0.344292 & 2.6669 & 0.004913 \tabularnewline
7 & -0.147512 & -1.1426 & 0.128867 \tabularnewline
8 & -0.089543 & -0.6936 & 0.245305 \tabularnewline
9 & 0.103784 & 0.8039 & 0.212312 \tabularnewline
10 & -0.10076 & -0.7805 & 0.219088 \tabularnewline
11 & 0.208558 & 1.6155 & 0.055726 \tabularnewline
12 & 0.464909 & 3.6012 & 0.000322 \tabularnewline
13 & -0.180806 & -1.4005 & 0.083254 \tabularnewline
14 & -0.154618 & -1.1977 & 0.117879 \tabularnewline
15 & -0.294527 & -2.2814 & 0.013044 \tabularnewline
16 & 0.022983 & 0.178 & 0.429652 \tabularnewline
17 & -0.101608 & -0.7871 & 0.217174 \tabularnewline
18 & -0.077933 & -0.6037 & 0.274171 \tabularnewline
19 & 0.087974 & 0.6814 & 0.249107 \tabularnewline
20 & 0.041843 & 0.3241 & 0.373488 \tabularnewline
21 & -0.042901 & -0.3323 & 0.370407 \tabularnewline
22 & -0.027238 & -0.211 & 0.416807 \tabularnewline
23 & 0.102056 & 0.7905 & 0.216169 \tabularnewline
24 & -0.192672 & -1.4924 & 0.070413 \tabularnewline
25 & 0.034225 & 0.2651 & 0.395919 \tabularnewline
26 & -0.036989 & -0.2865 & 0.387735 \tabularnewline
27 & 0.089229 & 0.6912 & 0.246065 \tabularnewline
28 & -0.065197 & -0.505 & 0.307701 \tabularnewline
29 & -0.044279 & -0.343 & 0.366404 \tabularnewline
30 & -0.071257 & -0.552 & 0.291515 \tabularnewline
31 & 0.09712 & 0.7523 & 0.22741 \tabularnewline
32 & -0.104791 & -0.8117 & 0.210084 \tabularnewline
33 & -0.002526 & -0.0196 & 0.492228 \tabularnewline
34 & 0.083085 & 0.6436 & 0.261151 \tabularnewline
35 & -0.131422 & -1.018 & 0.156385 \tabularnewline
36 & 0.076494 & 0.5925 & 0.277863 \tabularnewline
37 & -0.102705 & -0.7955 & 0.214716 \tabularnewline
38 & -0.016474 & -0.1276 & 0.449442 \tabularnewline
39 & -0.098037 & -0.7594 & 0.225295 \tabularnewline
40 & 0.010582 & 0.082 & 0.467472 \tabularnewline
41 & -0.039801 & -0.3083 & 0.379461 \tabularnewline
42 & -0.072338 & -0.5603 & 0.288671 \tabularnewline
43 & -0.03805 & -0.2947 & 0.384606 \tabularnewline
44 & 0.030234 & 0.2342 & 0.407816 \tabularnewline
45 & 0.00904 & 0.07 & 0.472204 \tabularnewline
46 & 0.025974 & 0.2012 & 0.420613 \tabularnewline
47 & 0.054925 & 0.4254 & 0.336016 \tabularnewline
48 & -0.122485 & -0.9488 & 0.173272 \tabularnewline
49 & 0.018975 & 0.147 & 0.441819 \tabularnewline
50 & -0.002723 & -0.0211 & 0.491622 \tabularnewline
51 & 0.092524 & 0.7167 & 0.238174 \tabularnewline
52 & -0.073902 & -0.5724 & 0.28458 \tabularnewline
53 & 0.047344 & 0.3667 & 0.357556 \tabularnewline
54 & -0.009864 & -0.0764 & 0.469674 \tabularnewline
55 & -0.069048 & -0.5348 & 0.297368 \tabularnewline
56 & 0.05172 & 0.4006 & 0.345061 \tabularnewline
57 & 0.025323 & 0.1962 & 0.422576 \tabularnewline
58 & -0.001745 & -0.0135 & 0.494629 \tabularnewline
59 & -0.025677 & -0.1989 & 0.421509 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35722&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]0.212844[/C][C]1.6487[/C][C]0.05222[/C][/ROW]
[ROW][C]2[/C][C]-0.023607[/C][C]-0.1829[/C][C]0.427761[/C][/ROW]
[ROW][C]3[/C][C]0.392941[/C][C]3.0437[/C][C]0.001733[/C][/ROW]
[ROW][C]4[/C][C]-0.275929[/C][C]-2.1373[/C][C]0.018328[/C][/ROW]
[ROW][C]5[/C][C]0.29585[/C][C]2.2916[/C][C]0.012726[/C][/ROW]
[ROW][C]6[/C][C]0.344292[/C][C]2.6669[/C][C]0.004913[/C][/ROW]
[ROW][C]7[/C][C]-0.147512[/C][C]-1.1426[/C][C]0.128867[/C][/ROW]
[ROW][C]8[/C][C]-0.089543[/C][C]-0.6936[/C][C]0.245305[/C][/ROW]
[ROW][C]9[/C][C]0.103784[/C][C]0.8039[/C][C]0.212312[/C][/ROW]
[ROW][C]10[/C][C]-0.10076[/C][C]-0.7805[/C][C]0.219088[/C][/ROW]
[ROW][C]11[/C][C]0.208558[/C][C]1.6155[/C][C]0.055726[/C][/ROW]
[ROW][C]12[/C][C]0.464909[/C][C]3.6012[/C][C]0.000322[/C][/ROW]
[ROW][C]13[/C][C]-0.180806[/C][C]-1.4005[/C][C]0.083254[/C][/ROW]
[ROW][C]14[/C][C]-0.154618[/C][C]-1.1977[/C][C]0.117879[/C][/ROW]
[ROW][C]15[/C][C]-0.294527[/C][C]-2.2814[/C][C]0.013044[/C][/ROW]
[ROW][C]16[/C][C]0.022983[/C][C]0.178[/C][C]0.429652[/C][/ROW]
[ROW][C]17[/C][C]-0.101608[/C][C]-0.7871[/C][C]0.217174[/C][/ROW]
[ROW][C]18[/C][C]-0.077933[/C][C]-0.6037[/C][C]0.274171[/C][/ROW]
[ROW][C]19[/C][C]0.087974[/C][C]0.6814[/C][C]0.249107[/C][/ROW]
[ROW][C]20[/C][C]0.041843[/C][C]0.3241[/C][C]0.373488[/C][/ROW]
[ROW][C]21[/C][C]-0.042901[/C][C]-0.3323[/C][C]0.370407[/C][/ROW]
[ROW][C]22[/C][C]-0.027238[/C][C]-0.211[/C][C]0.416807[/C][/ROW]
[ROW][C]23[/C][C]0.102056[/C][C]0.7905[/C][C]0.216169[/C][/ROW]
[ROW][C]24[/C][C]-0.192672[/C][C]-1.4924[/C][C]0.070413[/C][/ROW]
[ROW][C]25[/C][C]0.034225[/C][C]0.2651[/C][C]0.395919[/C][/ROW]
[ROW][C]26[/C][C]-0.036989[/C][C]-0.2865[/C][C]0.387735[/C][/ROW]
[ROW][C]27[/C][C]0.089229[/C][C]0.6912[/C][C]0.246065[/C][/ROW]
[ROW][C]28[/C][C]-0.065197[/C][C]-0.505[/C][C]0.307701[/C][/ROW]
[ROW][C]29[/C][C]-0.044279[/C][C]-0.343[/C][C]0.366404[/C][/ROW]
[ROW][C]30[/C][C]-0.071257[/C][C]-0.552[/C][C]0.291515[/C][/ROW]
[ROW][C]31[/C][C]0.09712[/C][C]0.7523[/C][C]0.22741[/C][/ROW]
[ROW][C]32[/C][C]-0.104791[/C][C]-0.8117[/C][C]0.210084[/C][/ROW]
[ROW][C]33[/C][C]-0.002526[/C][C]-0.0196[/C][C]0.492228[/C][/ROW]
[ROW][C]34[/C][C]0.083085[/C][C]0.6436[/C][C]0.261151[/C][/ROW]
[ROW][C]35[/C][C]-0.131422[/C][C]-1.018[/C][C]0.156385[/C][/ROW]
[ROW][C]36[/C][C]0.076494[/C][C]0.5925[/C][C]0.277863[/C][/ROW]
[ROW][C]37[/C][C]-0.102705[/C][C]-0.7955[/C][C]0.214716[/C][/ROW]
[ROW][C]38[/C][C]-0.016474[/C][C]-0.1276[/C][C]0.449442[/C][/ROW]
[ROW][C]39[/C][C]-0.098037[/C][C]-0.7594[/C][C]0.225295[/C][/ROW]
[ROW][C]40[/C][C]0.010582[/C][C]0.082[/C][C]0.467472[/C][/ROW]
[ROW][C]41[/C][C]-0.039801[/C][C]-0.3083[/C][C]0.379461[/C][/ROW]
[ROW][C]42[/C][C]-0.072338[/C][C]-0.5603[/C][C]0.288671[/C][/ROW]
[ROW][C]43[/C][C]-0.03805[/C][C]-0.2947[/C][C]0.384606[/C][/ROW]
[ROW][C]44[/C][C]0.030234[/C][C]0.2342[/C][C]0.407816[/C][/ROW]
[ROW][C]45[/C][C]0.00904[/C][C]0.07[/C][C]0.472204[/C][/ROW]
[ROW][C]46[/C][C]0.025974[/C][C]0.2012[/C][C]0.420613[/C][/ROW]
[ROW][C]47[/C][C]0.054925[/C][C]0.4254[/C][C]0.336016[/C][/ROW]
[ROW][C]48[/C][C]-0.122485[/C][C]-0.9488[/C][C]0.173272[/C][/ROW]
[ROW][C]49[/C][C]0.018975[/C][C]0.147[/C][C]0.441819[/C][/ROW]
[ROW][C]50[/C][C]-0.002723[/C][C]-0.0211[/C][C]0.491622[/C][/ROW]
[ROW][C]51[/C][C]0.092524[/C][C]0.7167[/C][C]0.238174[/C][/ROW]
[ROW][C]52[/C][C]-0.073902[/C][C]-0.5724[/C][C]0.28458[/C][/ROW]
[ROW][C]53[/C][C]0.047344[/C][C]0.3667[/C][C]0.357556[/C][/ROW]
[ROW][C]54[/C][C]-0.009864[/C][C]-0.0764[/C][C]0.469674[/C][/ROW]
[ROW][C]55[/C][C]-0.069048[/C][C]-0.5348[/C][C]0.297368[/C][/ROW]
[ROW][C]56[/C][C]0.05172[/C][C]0.4006[/C][C]0.345061[/C][/ROW]
[ROW][C]57[/C][C]0.025323[/C][C]0.1962[/C][C]0.422576[/C][/ROW]
[ROW][C]58[/C][C]-0.001745[/C][C]-0.0135[/C][C]0.494629[/C][/ROW]
[ROW][C]59[/C][C]-0.025677[/C][C]-0.1989[/C][C]0.421509[/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=35722&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35722&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	0.212844	1.6487	0.05222
2	-0.023607	-0.1829	0.427761
3	0.392941	3.0437	0.001733
4	-0.275929	-2.1373	0.018328
5	0.29585	2.2916	0.012726
6	0.344292	2.6669	0.004913
7	-0.147512	-1.1426	0.128867
8	-0.089543	-0.6936	0.245305
9	0.103784	0.8039	0.212312
10	-0.10076	-0.7805	0.219088
11	0.208558	1.6155	0.055726
12	0.464909	3.6012	0.000322
13	-0.180806	-1.4005	0.083254
14	-0.154618	-1.1977	0.117879
15	-0.294527	-2.2814	0.013044
16	0.022983	0.178	0.429652
17	-0.101608	-0.7871	0.217174
18	-0.077933	-0.6037	0.274171
19	0.087974	0.6814	0.249107
20	0.041843	0.3241	0.373488
21	-0.042901	-0.3323	0.370407
22	-0.027238	-0.211	0.416807
23	0.102056	0.7905	0.216169
24	-0.192672	-1.4924	0.070413
25	0.034225	0.2651	0.395919
26	-0.036989	-0.2865	0.387735
27	0.089229	0.6912	0.246065
28	-0.065197	-0.505	0.307701
29	-0.044279	-0.343	0.366404
30	-0.071257	-0.552	0.291515
31	0.09712	0.7523	0.22741
32	-0.104791	-0.8117	0.210084
33	-0.002526	-0.0196	0.492228
34	0.083085	0.6436	0.261151
35	-0.131422	-1.018	0.156385
36	0.076494	0.5925	0.277863
37	-0.102705	-0.7955	0.214716
38	-0.016474	-0.1276	0.449442
39	-0.098037	-0.7594	0.225295
40	0.010582	0.082	0.467472
41	-0.039801	-0.3083	0.379461
42	-0.072338	-0.5603	0.288671
43	-0.03805	-0.2947	0.384606
44	0.030234	0.2342	0.407816
45	0.00904	0.07	0.472204
46	0.025974	0.2012	0.420613
47	0.054925	0.4254	0.336016
48	-0.122485	-0.9488	0.173272
49	0.018975	0.147	0.441819
50	-0.002723	-0.0211	0.491622
51	0.092524	0.7167	0.238174
52	-0.073902	-0.5724	0.28458
53	0.047344	0.3667	0.357556
54	-0.009864	-0.0764	0.469674
55	-0.069048	-0.5348	0.297368
56	0.05172	0.4006	0.345061
57	0.025323	0.1962	0.422576
58	-0.001745	-0.0135	0.494629
59	-0.025677	-0.1989	0.421509
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