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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 23 Dec 2008 06:16:09 -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/23/t1230038270hmmiena60o5luz5.htm/, Retrieved Sun, 19 May 2024 10:48:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36287, Retrieved Sun, 19 May 2024 10:48:35 +0000

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Estimated Impact

161

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-       [(Partial) Autocorrelation Function] [] [2008-12-23 13:16:09] [a5ed2c45dea395ef181ba16fe56905d7] [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=36287&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=36287&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36287&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	0.144373	1.3232	0.09468
2	-0.180223	-1.6518	0.051157
3	-0.006711	-0.0615	0.47555
4	-0.064709	-0.5931	0.277364
5	0.29166	2.6731	0.004514
6	0.398576	3.653	0.000225
7	0.235629	2.1596	0.016828
8	-0.037412	-0.3429	0.36627
9	-0.048219	-0.4419	0.329836
10	-0.23425	-2.1469	0.01734
11	0.111336	1.0204	0.155232
12	0.727757	6.67	0
13	0.062459	0.5724	0.284274
14	-0.200571	-1.8383	0.034779
15	-0.103029	-0.9443	0.173869
16	-0.127794	-1.1712	0.122405
17	0.197963	1.8144	0.036596
18	0.269011	2.4655	0.007858
19	0.123812	1.1348	0.129852
20	-0.066262	-0.6073	0.272646
21	-0.101493	-0.9302	0.177467
22	-0.259221	-2.3758	0.009893
23	0.077972	0.7146	0.23841
24	0.500618	4.5882	8e-06
25	0.004649	0.0426	0.483055
26	-0.165328	-1.5153	0.066731
27	-0.155516	-1.4253	0.078884
28	-0.145801	-1.3363	0.092532
29	0.111501	1.0219	0.154875
30	0.158927	1.4566	0.074479
31	0.088895	0.8147	0.208765
32	-0.067914	-0.6224	0.267667
33	-0.156086	-1.4306	0.078134
34	-0.228819	-2.0972	0.019493
35	0.011109	0.1018	0.459571
36	0.375126	3.4381	0.000457
37	0.012642	0.1159	0.454016
38	-0.160912	-1.4748	0.072004
39	-0.136364	-1.2498	0.107422
40	-0.156336	-1.4328	0.077807
41	0.04076	0.3736	0.354833
42	0.084289	0.7725	0.220988
43	0.073937	0.6776	0.24993
44	-0.045927	-0.4209	0.33744
45	-0.173927	-1.5941	0.057338
46	-0.206103	-1.889	0.031174
47	-0.036856	-0.3378	0.368182
48	0.252229	2.3117	0.011621
49	-0.008424	-0.0772	0.46932
50	-0.177907	-1.6305	0.053365
51	-0.14864	-1.3623	0.088371
52	-0.137014	-1.2558	0.106343
53	0.003151	0.0289	0.488514
54	0.017624	0.1615	0.436033
55	0.020583	0.1886	0.425412
56	-0.089623	-0.8214	0.20687
57	-0.130029	-1.1917	0.11836
58	-0.16865	-1.5457	0.062968
59	-0.056883	-0.5213	0.30175
60	0.171942	1.5759	0.059406

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.144373 & 1.3232 & 0.09468 \tabularnewline
2 & -0.180223 & -1.6518 & 0.051157 \tabularnewline
3 & -0.006711 & -0.0615 & 0.47555 \tabularnewline
4 & -0.064709 & -0.5931 & 0.277364 \tabularnewline
5 & 0.29166 & 2.6731 & 0.004514 \tabularnewline
6 & 0.398576 & 3.653 & 0.000225 \tabularnewline
7 & 0.235629 & 2.1596 & 0.016828 \tabularnewline
8 & -0.037412 & -0.3429 & 0.36627 \tabularnewline
9 & -0.048219 & -0.4419 & 0.329836 \tabularnewline
10 & -0.23425 & -2.1469 & 0.01734 \tabularnewline
11 & 0.111336 & 1.0204 & 0.155232 \tabularnewline
12 & 0.727757 & 6.67 & 0 \tabularnewline
13 & 0.062459 & 0.5724 & 0.284274 \tabularnewline
14 & -0.200571 & -1.8383 & 0.034779 \tabularnewline
15 & -0.103029 & -0.9443 & 0.173869 \tabularnewline
16 & -0.127794 & -1.1712 & 0.122405 \tabularnewline
17 & 0.197963 & 1.8144 & 0.036596 \tabularnewline
18 & 0.269011 & 2.4655 & 0.007858 \tabularnewline
19 & 0.123812 & 1.1348 & 0.129852 \tabularnewline
20 & -0.066262 & -0.6073 & 0.272646 \tabularnewline
21 & -0.101493 & -0.9302 & 0.177467 \tabularnewline
22 & -0.259221 & -2.3758 & 0.009893 \tabularnewline
23 & 0.077972 & 0.7146 & 0.23841 \tabularnewline
24 & 0.500618 & 4.5882 & 8e-06 \tabularnewline
25 & 0.004649 & 0.0426 & 0.483055 \tabularnewline
26 & -0.165328 & -1.5153 & 0.066731 \tabularnewline
27 & -0.155516 & -1.4253 & 0.078884 \tabularnewline
28 & -0.145801 & -1.3363 & 0.092532 \tabularnewline
29 & 0.111501 & 1.0219 & 0.154875 \tabularnewline
30 & 0.158927 & 1.4566 & 0.074479 \tabularnewline
31 & 0.088895 & 0.8147 & 0.208765 \tabularnewline
32 & -0.067914 & -0.6224 & 0.267667 \tabularnewline
33 & -0.156086 & -1.4306 & 0.078134 \tabularnewline
34 & -0.228819 & -2.0972 & 0.019493 \tabularnewline
35 & 0.011109 & 0.1018 & 0.459571 \tabularnewline
36 & 0.375126 & 3.4381 & 0.000457 \tabularnewline
37 & 0.012642 & 0.1159 & 0.454016 \tabularnewline
38 & -0.160912 & -1.4748 & 0.072004 \tabularnewline
39 & -0.136364 & -1.2498 & 0.107422 \tabularnewline
40 & -0.156336 & -1.4328 & 0.077807 \tabularnewline
41 & 0.04076 & 0.3736 & 0.354833 \tabularnewline
42 & 0.084289 & 0.7725 & 0.220988 \tabularnewline
43 & 0.073937 & 0.6776 & 0.24993 \tabularnewline
44 & -0.045927 & -0.4209 & 0.33744 \tabularnewline
45 & -0.173927 & -1.5941 & 0.057338 \tabularnewline
46 & -0.206103 & -1.889 & 0.031174 \tabularnewline
47 & -0.036856 & -0.3378 & 0.368182 \tabularnewline
48 & 0.252229 & 2.3117 & 0.011621 \tabularnewline
49 & -0.008424 & -0.0772 & 0.46932 \tabularnewline
50 & -0.177907 & -1.6305 & 0.053365 \tabularnewline
51 & -0.14864 & -1.3623 & 0.088371 \tabularnewline
52 & -0.137014 & -1.2558 & 0.106343 \tabularnewline
53 & 0.003151 & 0.0289 & 0.488514 \tabularnewline
54 & 0.017624 & 0.1615 & 0.436033 \tabularnewline
55 & 0.020583 & 0.1886 & 0.425412 \tabularnewline
56 & -0.089623 & -0.8214 & 0.20687 \tabularnewline
57 & -0.130029 & -1.1917 & 0.11836 \tabularnewline
58 & -0.16865 & -1.5457 & 0.062968 \tabularnewline
59 & -0.056883 & -0.5213 & 0.30175 \tabularnewline
60 & 0.171942 & 1.5759 & 0.059406 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36287&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]0.144373[/C][C]1.3232[/C][C]0.09468[/C][/ROW]
[ROW][C]2[/C][C]-0.180223[/C][C]-1.6518[/C][C]0.051157[/C][/ROW]
[ROW][C]3[/C][C]-0.006711[/C][C]-0.0615[/C][C]0.47555[/C][/ROW]
[ROW][C]4[/C][C]-0.064709[/C][C]-0.5931[/C][C]0.277364[/C][/ROW]
[ROW][C]5[/C][C]0.29166[/C][C]2.6731[/C][C]0.004514[/C][/ROW]
[ROW][C]6[/C][C]0.398576[/C][C]3.653[/C][C]0.000225[/C][/ROW]
[ROW][C]7[/C][C]0.235629[/C][C]2.1596[/C][C]0.016828[/C][/ROW]
[ROW][C]8[/C][C]-0.037412[/C][C]-0.3429[/C][C]0.36627[/C][/ROW]
[ROW][C]9[/C][C]-0.048219[/C][C]-0.4419[/C][C]0.329836[/C][/ROW]
[ROW][C]10[/C][C]-0.23425[/C][C]-2.1469[/C][C]0.01734[/C][/ROW]
[ROW][C]11[/C][C]0.111336[/C][C]1.0204[/C][C]0.155232[/C][/ROW]
[ROW][C]12[/C][C]0.727757[/C][C]6.67[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.062459[/C][C]0.5724[/C][C]0.284274[/C][/ROW]
[ROW][C]14[/C][C]-0.200571[/C][C]-1.8383[/C][C]0.034779[/C][/ROW]
[ROW][C]15[/C][C]-0.103029[/C][C]-0.9443[/C][C]0.173869[/C][/ROW]
[ROW][C]16[/C][C]-0.127794[/C][C]-1.1712[/C][C]0.122405[/C][/ROW]
[ROW][C]17[/C][C]0.197963[/C][C]1.8144[/C][C]0.036596[/C][/ROW]
[ROW][C]18[/C][C]0.269011[/C][C]2.4655[/C][C]0.007858[/C][/ROW]
[ROW][C]19[/C][C]0.123812[/C][C]1.1348[/C][C]0.129852[/C][/ROW]
[ROW][C]20[/C][C]-0.066262[/C][C]-0.6073[/C][C]0.272646[/C][/ROW]
[ROW][C]21[/C][C]-0.101493[/C][C]-0.9302[/C][C]0.177467[/C][/ROW]
[ROW][C]22[/C][C]-0.259221[/C][C]-2.3758[/C][C]0.009893[/C][/ROW]
[ROW][C]23[/C][C]0.077972[/C][C]0.7146[/C][C]0.23841[/C][/ROW]
[ROW][C]24[/C][C]0.500618[/C][C]4.5882[/C][C]8e-06[/C][/ROW]
[ROW][C]25[/C][C]0.004649[/C][C]0.0426[/C][C]0.483055[/C][/ROW]
[ROW][C]26[/C][C]-0.165328[/C][C]-1.5153[/C][C]0.066731[/C][/ROW]
[ROW][C]27[/C][C]-0.155516[/C][C]-1.4253[/C][C]0.078884[/C][/ROW]
[ROW][C]28[/C][C]-0.145801[/C][C]-1.3363[/C][C]0.092532[/C][/ROW]
[ROW][C]29[/C][C]0.111501[/C][C]1.0219[/C][C]0.154875[/C][/ROW]
[ROW][C]30[/C][C]0.158927[/C][C]1.4566[/C][C]0.074479[/C][/ROW]
[ROW][C]31[/C][C]0.088895[/C][C]0.8147[/C][C]0.208765[/C][/ROW]
[ROW][C]32[/C][C]-0.067914[/C][C]-0.6224[/C][C]0.267667[/C][/ROW]
[ROW][C]33[/C][C]-0.156086[/C][C]-1.4306[/C][C]0.078134[/C][/ROW]
[ROW][C]34[/C][C]-0.228819[/C][C]-2.0972[/C][C]0.019493[/C][/ROW]
[ROW][C]35[/C][C]0.011109[/C][C]0.1018[/C][C]0.459571[/C][/ROW]
[ROW][C]36[/C][C]0.375126[/C][C]3.4381[/C][C]0.000457[/C][/ROW]
[ROW][C]37[/C][C]0.012642[/C][C]0.1159[/C][C]0.454016[/C][/ROW]
[ROW][C]38[/C][C]-0.160912[/C][C]-1.4748[/C][C]0.072004[/C][/ROW]
[ROW][C]39[/C][C]-0.136364[/C][C]-1.2498[/C][C]0.107422[/C][/ROW]
[ROW][C]40[/C][C]-0.156336[/C][C]-1.4328[/C][C]0.077807[/C][/ROW]
[ROW][C]41[/C][C]0.04076[/C][C]0.3736[/C][C]0.354833[/C][/ROW]
[ROW][C]42[/C][C]0.084289[/C][C]0.7725[/C][C]0.220988[/C][/ROW]
[ROW][C]43[/C][C]0.073937[/C][C]0.6776[/C][C]0.24993[/C][/ROW]
[ROW][C]44[/C][C]-0.045927[/C][C]-0.4209[/C][C]0.33744[/C][/ROW]
[ROW][C]45[/C][C]-0.173927[/C][C]-1.5941[/C][C]0.057338[/C][/ROW]
[ROW][C]46[/C][C]-0.206103[/C][C]-1.889[/C][C]0.031174[/C][/ROW]
[ROW][C]47[/C][C]-0.036856[/C][C]-0.3378[/C][C]0.368182[/C][/ROW]
[ROW][C]48[/C][C]0.252229[/C][C]2.3117[/C][C]0.011621[/C][/ROW]
[ROW][C]49[/C][C]-0.008424[/C][C]-0.0772[/C][C]0.46932[/C][/ROW]
[ROW][C]50[/C][C]-0.177907[/C][C]-1.6305[/C][C]0.053365[/C][/ROW]
[ROW][C]51[/C][C]-0.14864[/C][C]-1.3623[/C][C]0.088371[/C][/ROW]
[ROW][C]52[/C][C]-0.137014[/C][C]-1.2558[/C][C]0.106343[/C][/ROW]
[ROW][C]53[/C][C]0.003151[/C][C]0.0289[/C][C]0.488514[/C][/ROW]
[ROW][C]54[/C][C]0.017624[/C][C]0.1615[/C][C]0.436033[/C][/ROW]
[ROW][C]55[/C][C]0.020583[/C][C]0.1886[/C][C]0.425412[/C][/ROW]
[ROW][C]56[/C][C]-0.089623[/C][C]-0.8214[/C][C]0.20687[/C][/ROW]
[ROW][C]57[/C][C]-0.130029[/C][C]-1.1917[/C][C]0.11836[/C][/ROW]
[ROW][C]58[/C][C]-0.16865[/C][C]-1.5457[/C][C]0.062968[/C][/ROW]
[ROW][C]59[/C][C]-0.056883[/C][C]-0.5213[/C][C]0.30175[/C][/ROW]
[ROW][C]60[/C][C]0.171942[/C][C]1.5759[/C][C]0.059406[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36287&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36287&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	0.144373	1.3232	0.09468
2	-0.180223	-1.6518	0.051157
3	-0.006711	-0.0615	0.47555
4	-0.064709	-0.5931	0.277364
5	0.29166	2.6731	0.004514
6	0.398576	3.653	0.000225
7	0.235629	2.1596	0.016828
8	-0.037412	-0.3429	0.36627
9	-0.048219	-0.4419	0.329836
10	-0.23425	-2.1469	0.01734
11	0.111336	1.0204	0.155232
12	0.727757	6.67	0
13	0.062459	0.5724	0.284274
14	-0.200571	-1.8383	0.034779
15	-0.103029	-0.9443	0.173869
16	-0.127794	-1.1712	0.122405
17	0.197963	1.8144	0.036596
18	0.269011	2.4655	0.007858
19	0.123812	1.1348	0.129852
20	-0.066262	-0.6073	0.272646
21	-0.101493	-0.9302	0.177467
22	-0.259221	-2.3758	0.009893
23	0.077972	0.7146	0.23841
24	0.500618	4.5882	8e-06
25	0.004649	0.0426	0.483055
26	-0.165328	-1.5153	0.066731
27	-0.155516	-1.4253	0.078884
28	-0.145801	-1.3363	0.092532
29	0.111501	1.0219	0.154875
30	0.158927	1.4566	0.074479
31	0.088895	0.8147	0.208765
32	-0.067914	-0.6224	0.267667
33	-0.156086	-1.4306	0.078134
34	-0.228819	-2.0972	0.019493
35	0.011109	0.1018	0.459571
36	0.375126	3.4381	0.000457
37	0.012642	0.1159	0.454016
38	-0.160912	-1.4748	0.072004
39	-0.136364	-1.2498	0.107422
40	-0.156336	-1.4328	0.077807
41	0.04076	0.3736	0.354833
42	0.084289	0.7725	0.220988
43	0.073937	0.6776	0.24993
44	-0.045927	-0.4209	0.33744
45	-0.173927	-1.5941	0.057338
46	-0.206103	-1.889	0.031174
47	-0.036856	-0.3378	0.368182
48	0.252229	2.3117	0.011621
49	-0.008424	-0.0772	0.46932
50	-0.177907	-1.6305	0.053365
51	-0.14864	-1.3623	0.088371
52	-0.137014	-1.2558	0.106343
53	0.003151	0.0289	0.488514
54	0.017624	0.1615	0.436033
55	0.020583	0.1886	0.425412
56	-0.089623	-0.8214	0.20687
57	-0.130029	-1.1917	0.11836
58	-0.16865	-1.5457	0.062968
59	-0.056883	-0.5213	0.30175
60	0.171942	1.5759	0.059406

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.144373	1.3232	0.09468
2	-0.205347	-1.882	0.031647
3	0.057895	0.5306	0.298543
4	-0.118371	-1.0849	0.140538
5	0.362409	3.3215	0.000663
6	0.283866	2.6017	0.005481
7	0.360168	3.301	0.000708
8	0.031951	0.2928	0.385186
9	0.157295	1.4416	0.076562
10	-0.489663	-4.4878	1.1e-05
11	0.022541	0.2066	0.418415
12	0.467111	4.2811	2.5e-05
13	-0.13729	-1.2583	0.105887
14	-0.133706	-1.2254	0.111917
15	-0.091661	-0.8401	0.201621
16	0.017179	0.1574	0.437636
17	-0.089517	-0.8204	0.207146
18	-0.081015	-0.7425	0.229923
19	0.004064	0.0373	0.485187
20	0.022371	0.205	0.419021
21	0.06048	0.5543	0.29042
22	0.033043	0.3028	0.381378
23	0.055689	0.5104	0.305554
24	-0.079096	-0.7249	0.235255
25	-0.006268	-0.0574	0.477164
26	0.027802	0.2548	0.399748
27	-0.037129	-0.3403	0.367244
28	-0.047942	-0.4394	0.330752
29	-0.104064	-0.9538	0.171471
30	-0.043303	-0.3969	0.346231
31	0.060665	0.556	0.289844
32	0.004304	0.0394	0.484314
33	-0.062924	-0.5767	0.28284
34	0.087097	0.7983	0.213485
35	-0.096256	-0.8822	0.190094
36	0.16899	1.5488	0.062592
37	-0.016475	-0.151	0.440171
38	-0.007997	-0.0733	0.470872
39	-0.001408	-0.0129	0.494867
40	-0.035527	-0.3256	0.372764
41	-0.074205	-0.6801	0.249155
42	-0.109505	-1.0036	0.15922
43	-0.055881	-0.5122	0.304941
44	-0.000618	-0.0057	0.497747
45	-0.024812	-0.2274	0.410329
46	0.038111	0.3493	0.363873
47	0.017042	0.1562	0.438128
48	-0.02666	-0.2443	0.403782
49	-0.077885	-0.7138	0.238656
50	-0.026385	-0.2418	0.404755
51	-0.093332	-0.8554	0.19738
52	0.071573	0.656	0.256817
53	0.022361	0.2049	0.419057
54	0.007902	0.0724	0.471218
55	-0.107166	-0.9822	0.164413
56	-0.0768	-0.7039	0.241727
57	0.099088	0.9082	0.183196
58	0.01055	0.0967	0.461601
59	0.015971	0.1464	0.441986
60	-0.07236	-0.6632	0.254513

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.144373 & 1.3232 & 0.09468 \tabularnewline
2 & -0.205347 & -1.882 & 0.031647 \tabularnewline
3 & 0.057895 & 0.5306 & 0.298543 \tabularnewline
4 & -0.118371 & -1.0849 & 0.140538 \tabularnewline
5 & 0.362409 & 3.3215 & 0.000663 \tabularnewline
6 & 0.283866 & 2.6017 & 0.005481 \tabularnewline
7 & 0.360168 & 3.301 & 0.000708 \tabularnewline
8 & 0.031951 & 0.2928 & 0.385186 \tabularnewline
9 & 0.157295 & 1.4416 & 0.076562 \tabularnewline
10 & -0.489663 & -4.4878 & 1.1e-05 \tabularnewline
11 & 0.022541 & 0.2066 & 0.418415 \tabularnewline
12 & 0.467111 & 4.2811 & 2.5e-05 \tabularnewline
13 & -0.13729 & -1.2583 & 0.105887 \tabularnewline
14 & -0.133706 & -1.2254 & 0.111917 \tabularnewline
15 & -0.091661 & -0.8401 & 0.201621 \tabularnewline
16 & 0.017179 & 0.1574 & 0.437636 \tabularnewline
17 & -0.089517 & -0.8204 & 0.207146 \tabularnewline
18 & -0.081015 & -0.7425 & 0.229923 \tabularnewline
19 & 0.004064 & 0.0373 & 0.485187 \tabularnewline
20 & 0.022371 & 0.205 & 0.419021 \tabularnewline
21 & 0.06048 & 0.5543 & 0.29042 \tabularnewline
22 & 0.033043 & 0.3028 & 0.381378 \tabularnewline
23 & 0.055689 & 0.5104 & 0.305554 \tabularnewline
24 & -0.079096 & -0.7249 & 0.235255 \tabularnewline
25 & -0.006268 & -0.0574 & 0.477164 \tabularnewline
26 & 0.027802 & 0.2548 & 0.399748 \tabularnewline
27 & -0.037129 & -0.3403 & 0.367244 \tabularnewline
28 & -0.047942 & -0.4394 & 0.330752 \tabularnewline
29 & -0.104064 & -0.9538 & 0.171471 \tabularnewline
30 & -0.043303 & -0.3969 & 0.346231 \tabularnewline
31 & 0.060665 & 0.556 & 0.289844 \tabularnewline
32 & 0.004304 & 0.0394 & 0.484314 \tabularnewline
33 & -0.062924 & -0.5767 & 0.28284 \tabularnewline
34 & 0.087097 & 0.7983 & 0.213485 \tabularnewline
35 & -0.096256 & -0.8822 & 0.190094 \tabularnewline
36 & 0.16899 & 1.5488 & 0.062592 \tabularnewline
37 & -0.016475 & -0.151 & 0.440171 \tabularnewline
38 & -0.007997 & -0.0733 & 0.470872 \tabularnewline
39 & -0.001408 & -0.0129 & 0.494867 \tabularnewline
40 & -0.035527 & -0.3256 & 0.372764 \tabularnewline
41 & -0.074205 & -0.6801 & 0.249155 \tabularnewline
42 & -0.109505 & -1.0036 & 0.15922 \tabularnewline
43 & -0.055881 & -0.5122 & 0.304941 \tabularnewline
44 & -0.000618 & -0.0057 & 0.497747 \tabularnewline
45 & -0.024812 & -0.2274 & 0.410329 \tabularnewline
46 & 0.038111 & 0.3493 & 0.363873 \tabularnewline
47 & 0.017042 & 0.1562 & 0.438128 \tabularnewline
48 & -0.02666 & -0.2443 & 0.403782 \tabularnewline
49 & -0.077885 & -0.7138 & 0.238656 \tabularnewline
50 & -0.026385 & -0.2418 & 0.404755 \tabularnewline
51 & -0.093332 & -0.8554 & 0.19738 \tabularnewline
52 & 0.071573 & 0.656 & 0.256817 \tabularnewline
53 & 0.022361 & 0.2049 & 0.419057 \tabularnewline
54 & 0.007902 & 0.0724 & 0.471218 \tabularnewline
55 & -0.107166 & -0.9822 & 0.164413 \tabularnewline
56 & -0.0768 & -0.7039 & 0.241727 \tabularnewline
57 & 0.099088 & 0.9082 & 0.183196 \tabularnewline
58 & 0.01055 & 0.0967 & 0.461601 \tabularnewline
59 & 0.015971 & 0.1464 & 0.441986 \tabularnewline
60 & -0.07236 & -0.6632 & 0.254513 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36287&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]0.144373[/C][C]1.3232[/C][C]0.09468[/C][/ROW]
[ROW][C]2[/C][C]-0.205347[/C][C]-1.882[/C][C]0.031647[/C][/ROW]
[ROW][C]3[/C][C]0.057895[/C][C]0.5306[/C][C]0.298543[/C][/ROW]
[ROW][C]4[/C][C]-0.118371[/C][C]-1.0849[/C][C]0.140538[/C][/ROW]
[ROW][C]5[/C][C]0.362409[/C][C]3.3215[/C][C]0.000663[/C][/ROW]
[ROW][C]6[/C][C]0.283866[/C][C]2.6017[/C][C]0.005481[/C][/ROW]
[ROW][C]7[/C][C]0.360168[/C][C]3.301[/C][C]0.000708[/C][/ROW]
[ROW][C]8[/C][C]0.031951[/C][C]0.2928[/C][C]0.385186[/C][/ROW]
[ROW][C]9[/C][C]0.157295[/C][C]1.4416[/C][C]0.076562[/C][/ROW]
[ROW][C]10[/C][C]-0.489663[/C][C]-4.4878[/C][C]1.1e-05[/C][/ROW]
[ROW][C]11[/C][C]0.022541[/C][C]0.2066[/C][C]0.418415[/C][/ROW]
[ROW][C]12[/C][C]0.467111[/C][C]4.2811[/C][C]2.5e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.13729[/C][C]-1.2583[/C][C]0.105887[/C][/ROW]
[ROW][C]14[/C][C]-0.133706[/C][C]-1.2254[/C][C]0.111917[/C][/ROW]
[ROW][C]15[/C][C]-0.091661[/C][C]-0.8401[/C][C]0.201621[/C][/ROW]
[ROW][C]16[/C][C]0.017179[/C][C]0.1574[/C][C]0.437636[/C][/ROW]
[ROW][C]17[/C][C]-0.089517[/C][C]-0.8204[/C][C]0.207146[/C][/ROW]
[ROW][C]18[/C][C]-0.081015[/C][C]-0.7425[/C][C]0.229923[/C][/ROW]
[ROW][C]19[/C][C]0.004064[/C][C]0.0373[/C][C]0.485187[/C][/ROW]
[ROW][C]20[/C][C]0.022371[/C][C]0.205[/C][C]0.419021[/C][/ROW]
[ROW][C]21[/C][C]0.06048[/C][C]0.5543[/C][C]0.29042[/C][/ROW]
[ROW][C]22[/C][C]0.033043[/C][C]0.3028[/C][C]0.381378[/C][/ROW]
[ROW][C]23[/C][C]0.055689[/C][C]0.5104[/C][C]0.305554[/C][/ROW]
[ROW][C]24[/C][C]-0.079096[/C][C]-0.7249[/C][C]0.235255[/C][/ROW]
[ROW][C]25[/C][C]-0.006268[/C][C]-0.0574[/C][C]0.477164[/C][/ROW]
[ROW][C]26[/C][C]0.027802[/C][C]0.2548[/C][C]0.399748[/C][/ROW]
[ROW][C]27[/C][C]-0.037129[/C][C]-0.3403[/C][C]0.367244[/C][/ROW]
[ROW][C]28[/C][C]-0.047942[/C][C]-0.4394[/C][C]0.330752[/C][/ROW]
[ROW][C]29[/C][C]-0.104064[/C][C]-0.9538[/C][C]0.171471[/C][/ROW]
[ROW][C]30[/C][C]-0.043303[/C][C]-0.3969[/C][C]0.346231[/C][/ROW]
[ROW][C]31[/C][C]0.060665[/C][C]0.556[/C][C]0.289844[/C][/ROW]
[ROW][C]32[/C][C]0.004304[/C][C]0.0394[/C][C]0.484314[/C][/ROW]
[ROW][C]33[/C][C]-0.062924[/C][C]-0.5767[/C][C]0.28284[/C][/ROW]
[ROW][C]34[/C][C]0.087097[/C][C]0.7983[/C][C]0.213485[/C][/ROW]
[ROW][C]35[/C][C]-0.096256[/C][C]-0.8822[/C][C]0.190094[/C][/ROW]
[ROW][C]36[/C][C]0.16899[/C][C]1.5488[/C][C]0.062592[/C][/ROW]
[ROW][C]37[/C][C]-0.016475[/C][C]-0.151[/C][C]0.440171[/C][/ROW]
[ROW][C]38[/C][C]-0.007997[/C][C]-0.0733[/C][C]0.470872[/C][/ROW]
[ROW][C]39[/C][C]-0.001408[/C][C]-0.0129[/C][C]0.494867[/C][/ROW]
[ROW][C]40[/C][C]-0.035527[/C][C]-0.3256[/C][C]0.372764[/C][/ROW]
[ROW][C]41[/C][C]-0.074205[/C][C]-0.6801[/C][C]0.249155[/C][/ROW]
[ROW][C]42[/C][C]-0.109505[/C][C]-1.0036[/C][C]0.15922[/C][/ROW]
[ROW][C]43[/C][C]-0.055881[/C][C]-0.5122[/C][C]0.304941[/C][/ROW]
[ROW][C]44[/C][C]-0.000618[/C][C]-0.0057[/C][C]0.497747[/C][/ROW]
[ROW][C]45[/C][C]-0.024812[/C][C]-0.2274[/C][C]0.410329[/C][/ROW]
[ROW][C]46[/C][C]0.038111[/C][C]0.3493[/C][C]0.363873[/C][/ROW]
[ROW][C]47[/C][C]0.017042[/C][C]0.1562[/C][C]0.438128[/C][/ROW]
[ROW][C]48[/C][C]-0.02666[/C][C]-0.2443[/C][C]0.403782[/C][/ROW]
[ROW][C]49[/C][C]-0.077885[/C][C]-0.7138[/C][C]0.238656[/C][/ROW]
[ROW][C]50[/C][C]-0.026385[/C][C]-0.2418[/C][C]0.404755[/C][/ROW]
[ROW][C]51[/C][C]-0.093332[/C][C]-0.8554[/C][C]0.19738[/C][/ROW]
[ROW][C]52[/C][C]0.071573[/C][C]0.656[/C][C]0.256817[/C][/ROW]
[ROW][C]53[/C][C]0.022361[/C][C]0.2049[/C][C]0.419057[/C][/ROW]
[ROW][C]54[/C][C]0.007902[/C][C]0.0724[/C][C]0.471218[/C][/ROW]
[ROW][C]55[/C][C]-0.107166[/C][C]-0.9822[/C][C]0.164413[/C][/ROW]
[ROW][C]56[/C][C]-0.0768[/C][C]-0.7039[/C][C]0.241727[/C][/ROW]
[ROW][C]57[/C][C]0.099088[/C][C]0.9082[/C][C]0.183196[/C][/ROW]
[ROW][C]58[/C][C]0.01055[/C][C]0.0967[/C][C]0.461601[/C][/ROW]
[ROW][C]59[/C][C]0.015971[/C][C]0.1464[/C][C]0.441986[/C][/ROW]
[ROW][C]60[/C][C]-0.07236[/C][C]-0.6632[/C][C]0.254513[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36287&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36287&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	0.144373	1.3232	0.09468
2	-0.205347	-1.882	0.031647
3	0.057895	0.5306	0.298543
4	-0.118371	-1.0849	0.140538
5	0.362409	3.3215	0.000663
6	0.283866	2.6017	0.005481
7	0.360168	3.301	0.000708
8	0.031951	0.2928	0.385186
9	0.157295	1.4416	0.076562
10	-0.489663	-4.4878	1.1e-05
11	0.022541	0.2066	0.418415
12	0.467111	4.2811	2.5e-05
13	-0.13729	-1.2583	0.105887
14	-0.133706	-1.2254	0.111917
15	-0.091661	-0.8401	0.201621
16	0.017179	0.1574	0.437636
17	-0.089517	-0.8204	0.207146
18	-0.081015	-0.7425	0.229923
19	0.004064	0.0373	0.485187
20	0.022371	0.205	0.419021
21	0.06048	0.5543	0.29042
22	0.033043	0.3028	0.381378
23	0.055689	0.5104	0.305554
24	-0.079096	-0.7249	0.235255
25	-0.006268	-0.0574	0.477164
26	0.027802	0.2548	0.399748
27	-0.037129	-0.3403	0.367244
28	-0.047942	-0.4394	0.330752
29	-0.104064	-0.9538	0.171471
30	-0.043303	-0.3969	0.346231
31	0.060665	0.556	0.289844
32	0.004304	0.0394	0.484314
33	-0.062924	-0.5767	0.28284
34	0.087097	0.7983	0.213485
35	-0.096256	-0.8822	0.190094
36	0.16899	1.5488	0.062592
37	-0.016475	-0.151	0.440171
38	-0.007997	-0.0733	0.470872
39	-0.001408	-0.0129	0.494867
40	-0.035527	-0.3256	0.372764
41	-0.074205	-0.6801	0.249155
42	-0.109505	-1.0036	0.15922
43	-0.055881	-0.5122	0.304941
44	-0.000618	-0.0057	0.497747
45	-0.024812	-0.2274	0.410329
46	0.038111	0.3493	0.363873
47	0.017042	0.1562	0.438128
48	-0.02666	-0.2443	0.403782
49	-0.077885	-0.7138	0.238656
50	-0.026385	-0.2418	0.404755
51	-0.093332	-0.8554	0.19738
52	0.071573	0.656	0.256817
53	0.022361	0.2049	0.419057
54	0.007902	0.0724	0.471218
55	-0.107166	-0.9822	0.164413
56	-0.0768	-0.7039	0.241727
57	0.099088	0.9082	0.183196
58	0.01055	0.0967	0.461601
59	0.015971	0.1464	0.441986
60	-0.07236	-0.6632	0.254513

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