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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Jun 2009 07:18:41 -0600

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Jun/07/t1244380756vpws98r7spqeurl.htm/, Retrieved Sun, 12 May 2024 17:38:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=42141, Retrieved Sun, 12 May 2024 17:38:56 +0000

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User-defined keywords

thomas cammaert

Estimated Impact

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [(Partial) Autocorrelation Function] [Opdracht 6bis oef...] [2009-06-07 13:18:41] [61792449e3c1c0e0abc5b9baf921991f] [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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42141&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42141&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42141&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.067121	0.6542	0.257276
2	-0.044986	-0.4385	0.331021
3	0.091834	0.8951	0.186502
4	-0.131221	-1.279	0.10201
5	0.08009	0.7806	0.218483
6	0.016447	0.1603	0.436491
7	-0.010651	-0.1038	0.458768
8	0.063825	0.6221	0.267687
9	-0.199592	-1.9454	0.027343
10	0.049559	0.483	0.315088
11	0.03383	0.3297	0.371165
12	-0.174937	-1.7051	0.045724
13	-0.093284	-0.9092	0.182767
14	-0.164388	-1.6023	0.056209
15	0.059211	0.5771	0.282612
16	-0.033099	-0.3226	0.37385
17	-0.164351	-1.6019	0.05625
18	0.009889	0.0964	0.461707
19	-0.044567	-0.4344	0.332497
20	0.062296	0.6072	0.272589
21	0.049191	0.4795	0.316358
22	0.043514	0.4241	0.336219
23	0.060675	0.5914	0.277833
24	-0.107402	-1.0468	0.148918
25	0.017326	0.1689	0.43313
26	0.015478	0.1509	0.440204
27	-0.088594	-0.8635	0.195016
28	0.023469	0.2287	0.40978
29	-0.027708	-0.2701	0.39385
30	0.067319	0.6561	0.256657
31	0.059957	0.5844	0.280172
32	-0.000931	-0.0091	0.496389
33	-0.026626	-0.2595	0.397898
34	-0.002803	-0.0273	0.489129
35	-0.014527	-0.1416	0.443849
36	0.027272	0.2658	0.39548
37	-0.007887	-0.0769	0.469442
38	0.037338	0.3639	0.358361
39	-0.094628	-0.9223	0.17935
40	-0.051529	-0.5022	0.308328
41	-0.039525	-0.3852	0.350459
42	-0.004233	-0.0413	0.483587
43	0.113585	1.1071	0.135524
44	-0.090221	-0.8794	0.19071
45	-0.070858	-0.6906	0.24574
46	0.075289	0.7338	0.232432
47	-0.071795	-0.6998	0.242889
48	0.028681	0.2796	0.390215
49	0.121478	1.184	0.119679
50	0.047296	0.461	0.322932
51	0.013679	0.1333	0.447107
52	-0.051967	-0.5065	0.306835
53	0.104964	1.0231	0.154438
54	0.039763	0.3876	0.349604
55	0.007019	0.0684	0.472799
56	0.10527	1.026	0.153738
57	0.00099	0.0097	0.49616
58	0.015007	0.1463	0.442008
59	-0.020292	-0.1978	0.421819
60	-0.03312	-0.3228	0.373773

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.067121 & 0.6542 & 0.257276 \tabularnewline
2 & -0.044986 & -0.4385 & 0.331021 \tabularnewline
3 & 0.091834 & 0.8951 & 0.186502 \tabularnewline
4 & -0.131221 & -1.279 & 0.10201 \tabularnewline
5 & 0.08009 & 0.7806 & 0.218483 \tabularnewline
6 & 0.016447 & 0.1603 & 0.436491 \tabularnewline
7 & -0.010651 & -0.1038 & 0.458768 \tabularnewline
8 & 0.063825 & 0.6221 & 0.267687 \tabularnewline
9 & -0.199592 & -1.9454 & 0.027343 \tabularnewline
10 & 0.049559 & 0.483 & 0.315088 \tabularnewline
11 & 0.03383 & 0.3297 & 0.371165 \tabularnewline
12 & -0.174937 & -1.7051 & 0.045724 \tabularnewline
13 & -0.093284 & -0.9092 & 0.182767 \tabularnewline
14 & -0.164388 & -1.6023 & 0.056209 \tabularnewline
15 & 0.059211 & 0.5771 & 0.282612 \tabularnewline
16 & -0.033099 & -0.3226 & 0.37385 \tabularnewline
17 & -0.164351 & -1.6019 & 0.05625 \tabularnewline
18 & 0.009889 & 0.0964 & 0.461707 \tabularnewline
19 & -0.044567 & -0.4344 & 0.332497 \tabularnewline
20 & 0.062296 & 0.6072 & 0.272589 \tabularnewline
21 & 0.049191 & 0.4795 & 0.316358 \tabularnewline
22 & 0.043514 & 0.4241 & 0.336219 \tabularnewline
23 & 0.060675 & 0.5914 & 0.277833 \tabularnewline
24 & -0.107402 & -1.0468 & 0.148918 \tabularnewline
25 & 0.017326 & 0.1689 & 0.43313 \tabularnewline
26 & 0.015478 & 0.1509 & 0.440204 \tabularnewline
27 & -0.088594 & -0.8635 & 0.195016 \tabularnewline
28 & 0.023469 & 0.2287 & 0.40978 \tabularnewline
29 & -0.027708 & -0.2701 & 0.39385 \tabularnewline
30 & 0.067319 & 0.6561 & 0.256657 \tabularnewline
31 & 0.059957 & 0.5844 & 0.280172 \tabularnewline
32 & -0.000931 & -0.0091 & 0.496389 \tabularnewline
33 & -0.026626 & -0.2595 & 0.397898 \tabularnewline
34 & -0.002803 & -0.0273 & 0.489129 \tabularnewline
35 & -0.014527 & -0.1416 & 0.443849 \tabularnewline
36 & 0.027272 & 0.2658 & 0.39548 \tabularnewline
37 & -0.007887 & -0.0769 & 0.469442 \tabularnewline
38 & 0.037338 & 0.3639 & 0.358361 \tabularnewline
39 & -0.094628 & -0.9223 & 0.17935 \tabularnewline
40 & -0.051529 & -0.5022 & 0.308328 \tabularnewline
41 & -0.039525 & -0.3852 & 0.350459 \tabularnewline
42 & -0.004233 & -0.0413 & 0.483587 \tabularnewline
43 & 0.113585 & 1.1071 & 0.135524 \tabularnewline
44 & -0.090221 & -0.8794 & 0.19071 \tabularnewline
45 & -0.070858 & -0.6906 & 0.24574 \tabularnewline
46 & 0.075289 & 0.7338 & 0.232432 \tabularnewline
47 & -0.071795 & -0.6998 & 0.242889 \tabularnewline
48 & 0.028681 & 0.2796 & 0.390215 \tabularnewline
49 & 0.121478 & 1.184 & 0.119679 \tabularnewline
50 & 0.047296 & 0.461 & 0.322932 \tabularnewline
51 & 0.013679 & 0.1333 & 0.447107 \tabularnewline
52 & -0.051967 & -0.5065 & 0.306835 \tabularnewline
53 & 0.104964 & 1.0231 & 0.154438 \tabularnewline
54 & 0.039763 & 0.3876 & 0.349604 \tabularnewline
55 & 0.007019 & 0.0684 & 0.472799 \tabularnewline
56 & 0.10527 & 1.026 & 0.153738 \tabularnewline
57 & 0.00099 & 0.0097 & 0.49616 \tabularnewline
58 & 0.015007 & 0.1463 & 0.442008 \tabularnewline
59 & -0.020292 & -0.1978 & 0.421819 \tabularnewline
60 & -0.03312 & -0.3228 & 0.373773 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42141&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]0.067121[/C][C]0.6542[/C][C]0.257276[/C][/ROW]
[ROW][C]2[/C][C]-0.044986[/C][C]-0.4385[/C][C]0.331021[/C][/ROW]
[ROW][C]3[/C][C]0.091834[/C][C]0.8951[/C][C]0.186502[/C][/ROW]
[ROW][C]4[/C][C]-0.131221[/C][C]-1.279[/C][C]0.10201[/C][/ROW]
[ROW][C]5[/C][C]0.08009[/C][C]0.7806[/C][C]0.218483[/C][/ROW]
[ROW][C]6[/C][C]0.016447[/C][C]0.1603[/C][C]0.436491[/C][/ROW]
[ROW][C]7[/C][C]-0.010651[/C][C]-0.1038[/C][C]0.458768[/C][/ROW]
[ROW][C]8[/C][C]0.063825[/C][C]0.6221[/C][C]0.267687[/C][/ROW]
[ROW][C]9[/C][C]-0.199592[/C][C]-1.9454[/C][C]0.027343[/C][/ROW]
[ROW][C]10[/C][C]0.049559[/C][C]0.483[/C][C]0.315088[/C][/ROW]
[ROW][C]11[/C][C]0.03383[/C][C]0.3297[/C][C]0.371165[/C][/ROW]
[ROW][C]12[/C][C]-0.174937[/C][C]-1.7051[/C][C]0.045724[/C][/ROW]
[ROW][C]13[/C][C]-0.093284[/C][C]-0.9092[/C][C]0.182767[/C][/ROW]
[ROW][C]14[/C][C]-0.164388[/C][C]-1.6023[/C][C]0.056209[/C][/ROW]
[ROW][C]15[/C][C]0.059211[/C][C]0.5771[/C][C]0.282612[/C][/ROW]
[ROW][C]16[/C][C]-0.033099[/C][C]-0.3226[/C][C]0.37385[/C][/ROW]
[ROW][C]17[/C][C]-0.164351[/C][C]-1.6019[/C][C]0.05625[/C][/ROW]
[ROW][C]18[/C][C]0.009889[/C][C]0.0964[/C][C]0.461707[/C][/ROW]
[ROW][C]19[/C][C]-0.044567[/C][C]-0.4344[/C][C]0.332497[/C][/ROW]
[ROW][C]20[/C][C]0.062296[/C][C]0.6072[/C][C]0.272589[/C][/ROW]
[ROW][C]21[/C][C]0.049191[/C][C]0.4795[/C][C]0.316358[/C][/ROW]
[ROW][C]22[/C][C]0.043514[/C][C]0.4241[/C][C]0.336219[/C][/ROW]
[ROW][C]23[/C][C]0.060675[/C][C]0.5914[/C][C]0.277833[/C][/ROW]
[ROW][C]24[/C][C]-0.107402[/C][C]-1.0468[/C][C]0.148918[/C][/ROW]
[ROW][C]25[/C][C]0.017326[/C][C]0.1689[/C][C]0.43313[/C][/ROW]
[ROW][C]26[/C][C]0.015478[/C][C]0.1509[/C][C]0.440204[/C][/ROW]
[ROW][C]27[/C][C]-0.088594[/C][C]-0.8635[/C][C]0.195016[/C][/ROW]
[ROW][C]28[/C][C]0.023469[/C][C]0.2287[/C][C]0.40978[/C][/ROW]
[ROW][C]29[/C][C]-0.027708[/C][C]-0.2701[/C][C]0.39385[/C][/ROW]
[ROW][C]30[/C][C]0.067319[/C][C]0.6561[/C][C]0.256657[/C][/ROW]
[ROW][C]31[/C][C]0.059957[/C][C]0.5844[/C][C]0.280172[/C][/ROW]
[ROW][C]32[/C][C]-0.000931[/C][C]-0.0091[/C][C]0.496389[/C][/ROW]
[ROW][C]33[/C][C]-0.026626[/C][C]-0.2595[/C][C]0.397898[/C][/ROW]
[ROW][C]34[/C][C]-0.002803[/C][C]-0.0273[/C][C]0.489129[/C][/ROW]
[ROW][C]35[/C][C]-0.014527[/C][C]-0.1416[/C][C]0.443849[/C][/ROW]
[ROW][C]36[/C][C]0.027272[/C][C]0.2658[/C][C]0.39548[/C][/ROW]
[ROW][C]37[/C][C]-0.007887[/C][C]-0.0769[/C][C]0.469442[/C][/ROW]
[ROW][C]38[/C][C]0.037338[/C][C]0.3639[/C][C]0.358361[/C][/ROW]
[ROW][C]39[/C][C]-0.094628[/C][C]-0.9223[/C][C]0.17935[/C][/ROW]
[ROW][C]40[/C][C]-0.051529[/C][C]-0.5022[/C][C]0.308328[/C][/ROW]
[ROW][C]41[/C][C]-0.039525[/C][C]-0.3852[/C][C]0.350459[/C][/ROW]
[ROW][C]42[/C][C]-0.004233[/C][C]-0.0413[/C][C]0.483587[/C][/ROW]
[ROW][C]43[/C][C]0.113585[/C][C]1.1071[/C][C]0.135524[/C][/ROW]
[ROW][C]44[/C][C]-0.090221[/C][C]-0.8794[/C][C]0.19071[/C][/ROW]
[ROW][C]45[/C][C]-0.070858[/C][C]-0.6906[/C][C]0.24574[/C][/ROW]
[ROW][C]46[/C][C]0.075289[/C][C]0.7338[/C][C]0.232432[/C][/ROW]
[ROW][C]47[/C][C]-0.071795[/C][C]-0.6998[/C][C]0.242889[/C][/ROW]
[ROW][C]48[/C][C]0.028681[/C][C]0.2796[/C][C]0.390215[/C][/ROW]
[ROW][C]49[/C][C]0.121478[/C][C]1.184[/C][C]0.119679[/C][/ROW]
[ROW][C]50[/C][C]0.047296[/C][C]0.461[/C][C]0.322932[/C][/ROW]
[ROW][C]51[/C][C]0.013679[/C][C]0.1333[/C][C]0.447107[/C][/ROW]
[ROW][C]52[/C][C]-0.051967[/C][C]-0.5065[/C][C]0.306835[/C][/ROW]
[ROW][C]53[/C][C]0.104964[/C][C]1.0231[/C][C]0.154438[/C][/ROW]
[ROW][C]54[/C][C]0.039763[/C][C]0.3876[/C][C]0.349604[/C][/ROW]
[ROW][C]55[/C][C]0.007019[/C][C]0.0684[/C][C]0.472799[/C][/ROW]
[ROW][C]56[/C][C]0.10527[/C][C]1.026[/C][C]0.153738[/C][/ROW]
[ROW][C]57[/C][C]0.00099[/C][C]0.0097[/C][C]0.49616[/C][/ROW]
[ROW][C]58[/C][C]0.015007[/C][C]0.1463[/C][C]0.442008[/C][/ROW]
[ROW][C]59[/C][C]-0.020292[/C][C]-0.1978[/C][C]0.421819[/C][/ROW]
[ROW][C]60[/C][C]-0.03312[/C][C]-0.3228[/C][C]0.373773[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42141&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42141&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	0.067121	0.6542	0.257276
2	-0.044986	-0.4385	0.331021
3	0.091834	0.8951	0.186502
4	-0.131221	-1.279	0.10201
5	0.08009	0.7806	0.218483
6	0.016447	0.1603	0.436491
7	-0.010651	-0.1038	0.458768
8	0.063825	0.6221	0.267687
9	-0.199592	-1.9454	0.027343
10	0.049559	0.483	0.315088
11	0.03383	0.3297	0.371165
12	-0.174937	-1.7051	0.045724
13	-0.093284	-0.9092	0.182767
14	-0.164388	-1.6023	0.056209
15	0.059211	0.5771	0.282612
16	-0.033099	-0.3226	0.37385
17	-0.164351	-1.6019	0.05625
18	0.009889	0.0964	0.461707
19	-0.044567	-0.4344	0.332497
20	0.062296	0.6072	0.272589
21	0.049191	0.4795	0.316358
22	0.043514	0.4241	0.336219
23	0.060675	0.5914	0.277833
24	-0.107402	-1.0468	0.148918
25	0.017326	0.1689	0.43313
26	0.015478	0.1509	0.440204
27	-0.088594	-0.8635	0.195016
28	0.023469	0.2287	0.40978
29	-0.027708	-0.2701	0.39385
30	0.067319	0.6561	0.256657
31	0.059957	0.5844	0.280172
32	-0.000931	-0.0091	0.496389
33	-0.026626	-0.2595	0.397898
34	-0.002803	-0.0273	0.489129
35	-0.014527	-0.1416	0.443849
36	0.027272	0.2658	0.39548
37	-0.007887	-0.0769	0.469442
38	0.037338	0.3639	0.358361
39	-0.094628	-0.9223	0.17935
40	-0.051529	-0.5022	0.308328
41	-0.039525	-0.3852	0.350459
42	-0.004233	-0.0413	0.483587
43	0.113585	1.1071	0.135524
44	-0.090221	-0.8794	0.19071
45	-0.070858	-0.6906	0.24574
46	0.075289	0.7338	0.232432
47	-0.071795	-0.6998	0.242889
48	0.028681	0.2796	0.390215
49	0.121478	1.184	0.119679
50	0.047296	0.461	0.322932
51	0.013679	0.1333	0.447107
52	-0.051967	-0.5065	0.306835
53	0.104964	1.0231	0.154438
54	0.039763	0.3876	0.349604
55	0.007019	0.0684	0.472799
56	0.10527	1.026	0.153738
57	0.00099	0.0097	0.49616
58	0.015007	0.1463	0.442008
59	-0.020292	-0.1978	0.421819
60	-0.03312	-0.3228	0.373773

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.067121	0.6542	0.257276
2	-0.049715	-0.4846	0.314551
3	0.09903	0.9652	0.168441
4	-0.149844	-1.4605	0.073727
5	0.117493	1.1452	0.127506
6	-0.029941	-0.2918	0.385526
7	0.034312	0.3344	0.369396
8	0.020294	0.1978	0.421813
9	-0.18792	-1.8316	0.035071
10	0.094262	0.9188	0.180276
11	-0.021492	-0.2095	0.417262
12	-0.122829	-1.1972	0.117105
13	-0.147413	-1.4368	0.077029
14	-0.126708	-1.235	0.109938
15	0.115174	1.1226	0.132224
16	-0.112653	-1.098	0.137489
17	-0.117049	-1.1408	0.1284
18	-0.063869	-0.6225	0.267546
19	0.027607	0.2691	0.394225
20	0.105385	1.0272	0.153475
21	-0.073414	-0.7156	0.238011
22	0.072839	0.71	0.239737
23	-0.007781	-0.0758	0.469851
24	-0.039549	-0.3855	0.350374
25	-0.029781	-0.2903	0.386123
26	-0.13082	-1.2751	0.102696
27	-0.051988	-0.5067	0.306764
28	-0.040656	-0.3963	0.3464
29	-0.023862	-0.2326	0.408294
30	-0.002743	-0.0267	0.489364
31	-0.010811	-0.1054	0.45815
32	0.091518	0.892	0.187322
33	-0.110836	-1.0803	0.141372
34	0.080243	0.7821	0.218046
35	-0.05132	-0.5002	0.309044
36	0.036095	0.3518	0.362879
37	-0.021891	-0.2134	0.41575
38	-0.013589	-0.1324	0.447456
39	-0.093913	-0.9154	0.181163
40	-0.095307	-0.9289	0.177637
41	-0.100181	-0.9764	0.165662
42	-0.013762	-0.1341	0.446791
43	0.091913	0.8959	0.186297
44	-0.117447	-1.1447	0.127598
45	-0.093333	-0.9097	0.182641
46	0.110022	1.0724	0.143136
47	-0.031514	-0.3072	0.379698
48	0.040675	0.3965	0.34633
49	0.087497	0.8528	0.197953
50	0.067774	0.6606	0.255241
51	-0.028863	-0.2813	0.389538
52	-0.091592	-0.8927	0.187129
53	0.051168	0.4987	0.309565
54	-0.076139	-0.7421	0.229927
55	0.120022	1.1698	0.122497
56	-0.000575	-0.0056	0.497771
57	-0.03952	-0.3852	0.350479
58	0.035445	0.3455	0.365252
59	-0.032692	-0.3186	0.375349
60	0.079134	0.7713	0.221221

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.067121 & 0.6542 & 0.257276 \tabularnewline
2 & -0.049715 & -0.4846 & 0.314551 \tabularnewline
3 & 0.09903 & 0.9652 & 0.168441 \tabularnewline
4 & -0.149844 & -1.4605 & 0.073727 \tabularnewline
5 & 0.117493 & 1.1452 & 0.127506 \tabularnewline
6 & -0.029941 & -0.2918 & 0.385526 \tabularnewline
7 & 0.034312 & 0.3344 & 0.369396 \tabularnewline
8 & 0.020294 & 0.1978 & 0.421813 \tabularnewline
9 & -0.18792 & -1.8316 & 0.035071 \tabularnewline
10 & 0.094262 & 0.9188 & 0.180276 \tabularnewline
11 & -0.021492 & -0.2095 & 0.417262 \tabularnewline
12 & -0.122829 & -1.1972 & 0.117105 \tabularnewline
13 & -0.147413 & -1.4368 & 0.077029 \tabularnewline
14 & -0.126708 & -1.235 & 0.109938 \tabularnewline
15 & 0.115174 & 1.1226 & 0.132224 \tabularnewline
16 & -0.112653 & -1.098 & 0.137489 \tabularnewline
17 & -0.117049 & -1.1408 & 0.1284 \tabularnewline
18 & -0.063869 & -0.6225 & 0.267546 \tabularnewline
19 & 0.027607 & 0.2691 & 0.394225 \tabularnewline
20 & 0.105385 & 1.0272 & 0.153475 \tabularnewline
21 & -0.073414 & -0.7156 & 0.238011 \tabularnewline
22 & 0.072839 & 0.71 & 0.239737 \tabularnewline
23 & -0.007781 & -0.0758 & 0.469851 \tabularnewline
24 & -0.039549 & -0.3855 & 0.350374 \tabularnewline
25 & -0.029781 & -0.2903 & 0.386123 \tabularnewline
26 & -0.13082 & -1.2751 & 0.102696 \tabularnewline
27 & -0.051988 & -0.5067 & 0.306764 \tabularnewline
28 & -0.040656 & -0.3963 & 0.3464 \tabularnewline
29 & -0.023862 & -0.2326 & 0.408294 \tabularnewline
30 & -0.002743 & -0.0267 & 0.489364 \tabularnewline
31 & -0.010811 & -0.1054 & 0.45815 \tabularnewline
32 & 0.091518 & 0.892 & 0.187322 \tabularnewline
33 & -0.110836 & -1.0803 & 0.141372 \tabularnewline
34 & 0.080243 & 0.7821 & 0.218046 \tabularnewline
35 & -0.05132 & -0.5002 & 0.309044 \tabularnewline
36 & 0.036095 & 0.3518 & 0.362879 \tabularnewline
37 & -0.021891 & -0.2134 & 0.41575 \tabularnewline
38 & -0.013589 & -0.1324 & 0.447456 \tabularnewline
39 & -0.093913 & -0.9154 & 0.181163 \tabularnewline
40 & -0.095307 & -0.9289 & 0.177637 \tabularnewline
41 & -0.100181 & -0.9764 & 0.165662 \tabularnewline
42 & -0.013762 & -0.1341 & 0.446791 \tabularnewline
43 & 0.091913 & 0.8959 & 0.186297 \tabularnewline
44 & -0.117447 & -1.1447 & 0.127598 \tabularnewline
45 & -0.093333 & -0.9097 & 0.182641 \tabularnewline
46 & 0.110022 & 1.0724 & 0.143136 \tabularnewline
47 & -0.031514 & -0.3072 & 0.379698 \tabularnewline
48 & 0.040675 & 0.3965 & 0.34633 \tabularnewline
49 & 0.087497 & 0.8528 & 0.197953 \tabularnewline
50 & 0.067774 & 0.6606 & 0.255241 \tabularnewline
51 & -0.028863 & -0.2813 & 0.389538 \tabularnewline
52 & -0.091592 & -0.8927 & 0.187129 \tabularnewline
53 & 0.051168 & 0.4987 & 0.309565 \tabularnewline
54 & -0.076139 & -0.7421 & 0.229927 \tabularnewline
55 & 0.120022 & 1.1698 & 0.122497 \tabularnewline
56 & -0.000575 & -0.0056 & 0.497771 \tabularnewline
57 & -0.03952 & -0.3852 & 0.350479 \tabularnewline
58 & 0.035445 & 0.3455 & 0.365252 \tabularnewline
59 & -0.032692 & -0.3186 & 0.375349 \tabularnewline
60 & 0.079134 & 0.7713 & 0.221221 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42141&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]0.067121[/C][C]0.6542[/C][C]0.257276[/C][/ROW]
[ROW][C]2[/C][C]-0.049715[/C][C]-0.4846[/C][C]0.314551[/C][/ROW]
[ROW][C]3[/C][C]0.09903[/C][C]0.9652[/C][C]0.168441[/C][/ROW]
[ROW][C]4[/C][C]-0.149844[/C][C]-1.4605[/C][C]0.073727[/C][/ROW]
[ROW][C]5[/C][C]0.117493[/C][C]1.1452[/C][C]0.127506[/C][/ROW]
[ROW][C]6[/C][C]-0.029941[/C][C]-0.2918[/C][C]0.385526[/C][/ROW]
[ROW][C]7[/C][C]0.034312[/C][C]0.3344[/C][C]0.369396[/C][/ROW]
[ROW][C]8[/C][C]0.020294[/C][C]0.1978[/C][C]0.421813[/C][/ROW]
[ROW][C]9[/C][C]-0.18792[/C][C]-1.8316[/C][C]0.035071[/C][/ROW]
[ROW][C]10[/C][C]0.094262[/C][C]0.9188[/C][C]0.180276[/C][/ROW]
[ROW][C]11[/C][C]-0.021492[/C][C]-0.2095[/C][C]0.417262[/C][/ROW]
[ROW][C]12[/C][C]-0.122829[/C][C]-1.1972[/C][C]0.117105[/C][/ROW]
[ROW][C]13[/C][C]-0.147413[/C][C]-1.4368[/C][C]0.077029[/C][/ROW]
[ROW][C]14[/C][C]-0.126708[/C][C]-1.235[/C][C]0.109938[/C][/ROW]
[ROW][C]15[/C][C]0.115174[/C][C]1.1226[/C][C]0.132224[/C][/ROW]
[ROW][C]16[/C][C]-0.112653[/C][C]-1.098[/C][C]0.137489[/C][/ROW]
[ROW][C]17[/C][C]-0.117049[/C][C]-1.1408[/C][C]0.1284[/C][/ROW]
[ROW][C]18[/C][C]-0.063869[/C][C]-0.6225[/C][C]0.267546[/C][/ROW]
[ROW][C]19[/C][C]0.027607[/C][C]0.2691[/C][C]0.394225[/C][/ROW]
[ROW][C]20[/C][C]0.105385[/C][C]1.0272[/C][C]0.153475[/C][/ROW]
[ROW][C]21[/C][C]-0.073414[/C][C]-0.7156[/C][C]0.238011[/C][/ROW]
[ROW][C]22[/C][C]0.072839[/C][C]0.71[/C][C]0.239737[/C][/ROW]
[ROW][C]23[/C][C]-0.007781[/C][C]-0.0758[/C][C]0.469851[/C][/ROW]
[ROW][C]24[/C][C]-0.039549[/C][C]-0.3855[/C][C]0.350374[/C][/ROW]
[ROW][C]25[/C][C]-0.029781[/C][C]-0.2903[/C][C]0.386123[/C][/ROW]
[ROW][C]26[/C][C]-0.13082[/C][C]-1.2751[/C][C]0.102696[/C][/ROW]
[ROW][C]27[/C][C]-0.051988[/C][C]-0.5067[/C][C]0.306764[/C][/ROW]
[ROW][C]28[/C][C]-0.040656[/C][C]-0.3963[/C][C]0.3464[/C][/ROW]
[ROW][C]29[/C][C]-0.023862[/C][C]-0.2326[/C][C]0.408294[/C][/ROW]
[ROW][C]30[/C][C]-0.002743[/C][C]-0.0267[/C][C]0.489364[/C][/ROW]
[ROW][C]31[/C][C]-0.010811[/C][C]-0.1054[/C][C]0.45815[/C][/ROW]
[ROW][C]32[/C][C]0.091518[/C][C]0.892[/C][C]0.187322[/C][/ROW]
[ROW][C]33[/C][C]-0.110836[/C][C]-1.0803[/C][C]0.141372[/C][/ROW]
[ROW][C]34[/C][C]0.080243[/C][C]0.7821[/C][C]0.218046[/C][/ROW]
[ROW][C]35[/C][C]-0.05132[/C][C]-0.5002[/C][C]0.309044[/C][/ROW]
[ROW][C]36[/C][C]0.036095[/C][C]0.3518[/C][C]0.362879[/C][/ROW]
[ROW][C]37[/C][C]-0.021891[/C][C]-0.2134[/C][C]0.41575[/C][/ROW]
[ROW][C]38[/C][C]-0.013589[/C][C]-0.1324[/C][C]0.447456[/C][/ROW]
[ROW][C]39[/C][C]-0.093913[/C][C]-0.9154[/C][C]0.181163[/C][/ROW]
[ROW][C]40[/C][C]-0.095307[/C][C]-0.9289[/C][C]0.177637[/C][/ROW]
[ROW][C]41[/C][C]-0.100181[/C][C]-0.9764[/C][C]0.165662[/C][/ROW]
[ROW][C]42[/C][C]-0.013762[/C][C]-0.1341[/C][C]0.446791[/C][/ROW]
[ROW][C]43[/C][C]0.091913[/C][C]0.8959[/C][C]0.186297[/C][/ROW]
[ROW][C]44[/C][C]-0.117447[/C][C]-1.1447[/C][C]0.127598[/C][/ROW]
[ROW][C]45[/C][C]-0.093333[/C][C]-0.9097[/C][C]0.182641[/C][/ROW]
[ROW][C]46[/C][C]0.110022[/C][C]1.0724[/C][C]0.143136[/C][/ROW]
[ROW][C]47[/C][C]-0.031514[/C][C]-0.3072[/C][C]0.379698[/C][/ROW]
[ROW][C]48[/C][C]0.040675[/C][C]0.3965[/C][C]0.34633[/C][/ROW]
[ROW][C]49[/C][C]0.087497[/C][C]0.8528[/C][C]0.197953[/C][/ROW]
[ROW][C]50[/C][C]0.067774[/C][C]0.6606[/C][C]0.255241[/C][/ROW]
[ROW][C]51[/C][C]-0.028863[/C][C]-0.2813[/C][C]0.389538[/C][/ROW]
[ROW][C]52[/C][C]-0.091592[/C][C]-0.8927[/C][C]0.187129[/C][/ROW]
[ROW][C]53[/C][C]0.051168[/C][C]0.4987[/C][C]0.309565[/C][/ROW]
[ROW][C]54[/C][C]-0.076139[/C][C]-0.7421[/C][C]0.229927[/C][/ROW]
[ROW][C]55[/C][C]0.120022[/C][C]1.1698[/C][C]0.122497[/C][/ROW]
[ROW][C]56[/C][C]-0.000575[/C][C]-0.0056[/C][C]0.497771[/C][/ROW]
[ROW][C]57[/C][C]-0.03952[/C][C]-0.3852[/C][C]0.350479[/C][/ROW]
[ROW][C]58[/C][C]0.035445[/C][C]0.3455[/C][C]0.365252[/C][/ROW]
[ROW][C]59[/C][C]-0.032692[/C][C]-0.3186[/C][C]0.375349[/C][/ROW]
[ROW][C]60[/C][C]0.079134[/C][C]0.7713[/C][C]0.221221[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42141&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42141&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	0.067121	0.6542	0.257276
2	-0.049715	-0.4846	0.314551
3	0.09903	0.9652	0.168441
4	-0.149844	-1.4605	0.073727
5	0.117493	1.1452	0.127506
6	-0.029941	-0.2918	0.385526
7	0.034312	0.3344	0.369396
8	0.020294	0.1978	0.421813
9	-0.18792	-1.8316	0.035071
10	0.094262	0.9188	0.180276
11	-0.021492	-0.2095	0.417262
12	-0.122829	-1.1972	0.117105
13	-0.147413	-1.4368	0.077029
14	-0.126708	-1.235	0.109938
15	0.115174	1.1226	0.132224
16	-0.112653	-1.098	0.137489
17	-0.117049	-1.1408	0.1284
18	-0.063869	-0.6225	0.267546
19	0.027607	0.2691	0.394225
20	0.105385	1.0272	0.153475
21	-0.073414	-0.7156	0.238011
22	0.072839	0.71	0.239737
23	-0.007781	-0.0758	0.469851
24	-0.039549	-0.3855	0.350374
25	-0.029781	-0.2903	0.386123
26	-0.13082	-1.2751	0.102696
27	-0.051988	-0.5067	0.306764
28	-0.040656	-0.3963	0.3464
29	-0.023862	-0.2326	0.408294
30	-0.002743	-0.0267	0.489364
31	-0.010811	-0.1054	0.45815
32	0.091518	0.892	0.187322
33	-0.110836	-1.0803	0.141372
34	0.080243	0.7821	0.218046
35	-0.05132	-0.5002	0.309044
36	0.036095	0.3518	0.362879
37	-0.021891	-0.2134	0.41575
38	-0.013589	-0.1324	0.447456
39	-0.093913	-0.9154	0.181163
40	-0.095307	-0.9289	0.177637
41	-0.100181	-0.9764	0.165662
42	-0.013762	-0.1341	0.446791
43	0.091913	0.8959	0.186297
44	-0.117447	-1.1447	0.127598
45	-0.093333	-0.9097	0.182641
46	0.110022	1.0724	0.143136
47	-0.031514	-0.3072	0.379698
48	0.040675	0.3965	0.34633
49	0.087497	0.8528	0.197953
50	0.067774	0.6606	0.255241
51	-0.028863	-0.2813	0.389538
52	-0.091592	-0.8927	0.187129
53	0.051168	0.4987	0.309565
54	-0.076139	-0.7421	0.229927
55	0.120022	1.1698	0.122497
56	-0.000575	-0.0056	0.497771
57	-0.03952	-0.3852	0.350479
58	0.035445	0.3455	0.365252
59	-0.032692	-0.3186	0.375349
60	0.079134	0.7713	0.221221

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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