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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 14 Dec 2010 19:10:50 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/14/t12923537227s8qrc6v8lqbwpp.htm/, Retrieved Thu, 02 May 2024 16:59:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110054, Retrieved Thu, 02 May 2024 16:59:08 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

179

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2010-12-14 13:00:59] [897115520fe7b6114489bc0eeed64548]
-             [(Partial) Autocorrelation Function] [] [2010-12-14 19:10:50] [a90f4492977f0c16b1e3c8673c334a45] [Current]
-    D          [(Partial) Autocorrelation Function] [Stationarity in t...] [2010-12-15 10:48:06] [f1bd7399181c649098ca7b814ee0e027] 
-    D          [(Partial) Autocorrelation Function] [ACF 1] [2010-12-15 10:49:32] [caa3ae6143f673f211f626a62938a034] 
-   PD          [(Partial) Autocorrelation Function] [Stationarity in t...] [2010-12-15 11:00:37] [f1bd7399181c649098ca7b814ee0e027] 

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Dataseries X:

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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	5 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 & 5 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110054&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]5 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=110054&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110054&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	5 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.8889	6.9425	0
2	0.709946	5.5449	0
3	0.590474	4.6117	1e-05
4	0.556337	4.3451	2.7e-05
5	0.573054	4.4757	1.7e-05
6	0.576368	4.5016	1.5e-05
7	0.516025	4.0303	7.9e-05
8	0.435579	3.402	0.000593
9	0.394294	3.0795	0.001553
10	0.427192	3.3365	0.000724
11	0.510906	3.9903	9e-05
12	0.532144	4.1562	5.1e-05
13	0.396682	3.0982	0.001471
14	0.215166	1.6805	0.048987
15	0.092378	0.7215	0.23668
16	0.041718	0.3258	0.372835
17	0.03481	0.2719	0.393319
18	0.019782	0.1545	0.438863
19	-0.048334	-0.3775	0.353557
20	-0.135231	-1.0562	0.147524
21	-0.184272	-1.4392	0.077601
22	-0.165456	-1.2923	0.100572
23	-0.105778	-0.8262	0.205968
24	-0.090266	-0.705	0.241747
25	-0.185637	-1.4499	0.076109
26	-0.304645	-2.3793	0.010243
27	-0.368911	-2.8813	0.00273
28	-0.376922	-2.9439	0.00229
29	-0.348851	-2.7246	0.004194
30	-0.326407	-2.5493	0.006662
31	-0.349548	-2.7301	0.004133
32	-0.389623	-3.0431	0.001726
33	-0.391339	-3.0565	0.001661
34	-0.34925	-2.7277	0.004159
35	-0.284877	-2.225	0.014896
36	-0.255016	-1.9917	0.025441
37	-0.290631	-2.2699	0.01338
38	-0.338812	-2.6462	0.00517
39	-0.349887	-2.7327	0.004103
40	-0.322077	-2.5155	0.007268
41	-0.265615	-2.0745	0.021129
42	-0.220013	-1.7184	0.045402
43	-0.209095	-1.6331	0.053802
44	-0.214583	-1.6759	0.049434
45	-0.201204	-1.5715	0.060625
46	-0.165964	-1.2962	0.099892
47	-0.120273	-0.9394	0.175625
48	-0.092245	-0.7205	0.236999
49	-0.097434	-0.761	0.224799
50	-0.110562	-0.8635	0.195618
51	-0.106289	-0.8301	0.204846
52	-0.08122	-0.6344	0.264112
53	-0.041738	-0.326	0.372776
54	-0.01378	-0.1076	0.457322
55	-0.012882	-0.1006	0.460094
56	-0.025509	-0.1992	0.421371
57	-0.029161	-0.2278	0.4103
58	-0.023647	-0.1847	0.427042
59	-0.012907	-0.1008	0.460017
60	-0.005866	-0.0458	0.481804

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.8889 & 6.9425 & 0 \tabularnewline
2 & 0.709946 & 5.5449 & 0 \tabularnewline
3 & 0.590474 & 4.6117 & 1e-05 \tabularnewline
4 & 0.556337 & 4.3451 & 2.7e-05 \tabularnewline
5 & 0.573054 & 4.4757 & 1.7e-05 \tabularnewline
6 & 0.576368 & 4.5016 & 1.5e-05 \tabularnewline
7 & 0.516025 & 4.0303 & 7.9e-05 \tabularnewline
8 & 0.435579 & 3.402 & 0.000593 \tabularnewline
9 & 0.394294 & 3.0795 & 0.001553 \tabularnewline
10 & 0.427192 & 3.3365 & 0.000724 \tabularnewline
11 & 0.510906 & 3.9903 & 9e-05 \tabularnewline
12 & 0.532144 & 4.1562 & 5.1e-05 \tabularnewline
13 & 0.396682 & 3.0982 & 0.001471 \tabularnewline
14 & 0.215166 & 1.6805 & 0.048987 \tabularnewline
15 & 0.092378 & 0.7215 & 0.23668 \tabularnewline
16 & 0.041718 & 0.3258 & 0.372835 \tabularnewline
17 & 0.03481 & 0.2719 & 0.393319 \tabularnewline
18 & 0.019782 & 0.1545 & 0.438863 \tabularnewline
19 & -0.048334 & -0.3775 & 0.353557 \tabularnewline
20 & -0.135231 & -1.0562 & 0.147524 \tabularnewline
21 & -0.184272 & -1.4392 & 0.077601 \tabularnewline
22 & -0.165456 & -1.2923 & 0.100572 \tabularnewline
23 & -0.105778 & -0.8262 & 0.205968 \tabularnewline
24 & -0.090266 & -0.705 & 0.241747 \tabularnewline
25 & -0.185637 & -1.4499 & 0.076109 \tabularnewline
26 & -0.304645 & -2.3793 & 0.010243 \tabularnewline
27 & -0.368911 & -2.8813 & 0.00273 \tabularnewline
28 & -0.376922 & -2.9439 & 0.00229 \tabularnewline
29 & -0.348851 & -2.7246 & 0.004194 \tabularnewline
30 & -0.326407 & -2.5493 & 0.006662 \tabularnewline
31 & -0.349548 & -2.7301 & 0.004133 \tabularnewline
32 & -0.389623 & -3.0431 & 0.001726 \tabularnewline
33 & -0.391339 & -3.0565 & 0.001661 \tabularnewline
34 & -0.34925 & -2.7277 & 0.004159 \tabularnewline
35 & -0.284877 & -2.225 & 0.014896 \tabularnewline
36 & -0.255016 & -1.9917 & 0.025441 \tabularnewline
37 & -0.290631 & -2.2699 & 0.01338 \tabularnewline
38 & -0.338812 & -2.6462 & 0.00517 \tabularnewline
39 & -0.349887 & -2.7327 & 0.004103 \tabularnewline
40 & -0.322077 & -2.5155 & 0.007268 \tabularnewline
41 & -0.265615 & -2.0745 & 0.021129 \tabularnewline
42 & -0.220013 & -1.7184 & 0.045402 \tabularnewline
43 & -0.209095 & -1.6331 & 0.053802 \tabularnewline
44 & -0.214583 & -1.6759 & 0.049434 \tabularnewline
45 & -0.201204 & -1.5715 & 0.060625 \tabularnewline
46 & -0.165964 & -1.2962 & 0.099892 \tabularnewline
47 & -0.120273 & -0.9394 & 0.175625 \tabularnewline
48 & -0.092245 & -0.7205 & 0.236999 \tabularnewline
49 & -0.097434 & -0.761 & 0.224799 \tabularnewline
50 & -0.110562 & -0.8635 & 0.195618 \tabularnewline
51 & -0.106289 & -0.8301 & 0.204846 \tabularnewline
52 & -0.08122 & -0.6344 & 0.264112 \tabularnewline
53 & -0.041738 & -0.326 & 0.372776 \tabularnewline
54 & -0.01378 & -0.1076 & 0.457322 \tabularnewline
55 & -0.012882 & -0.1006 & 0.460094 \tabularnewline
56 & -0.025509 & -0.1992 & 0.421371 \tabularnewline
57 & -0.029161 & -0.2278 & 0.4103 \tabularnewline
58 & -0.023647 & -0.1847 & 0.427042 \tabularnewline
59 & -0.012907 & -0.1008 & 0.460017 \tabularnewline
60 & -0.005866 & -0.0458 & 0.481804 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110054&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]0.8889[/C][C]6.9425[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.709946[/C][C]5.5449[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.590474[/C][C]4.6117[/C][C]1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.556337[/C][C]4.3451[/C][C]2.7e-05[/C][/ROW]
[ROW][C]5[/C][C]0.573054[/C][C]4.4757[/C][C]1.7e-05[/C][/ROW]
[ROW][C]6[/C][C]0.576368[/C][C]4.5016[/C][C]1.5e-05[/C][/ROW]
[ROW][C]7[/C][C]0.516025[/C][C]4.0303[/C][C]7.9e-05[/C][/ROW]
[ROW][C]8[/C][C]0.435579[/C][C]3.402[/C][C]0.000593[/C][/ROW]
[ROW][C]9[/C][C]0.394294[/C][C]3.0795[/C][C]0.001553[/C][/ROW]
[ROW][C]10[/C][C]0.427192[/C][C]3.3365[/C][C]0.000724[/C][/ROW]
[ROW][C]11[/C][C]0.510906[/C][C]3.9903[/C][C]9e-05[/C][/ROW]
[ROW][C]12[/C][C]0.532144[/C][C]4.1562[/C][C]5.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.396682[/C][C]3.0982[/C][C]0.001471[/C][/ROW]
[ROW][C]14[/C][C]0.215166[/C][C]1.6805[/C][C]0.048987[/C][/ROW]
[ROW][C]15[/C][C]0.092378[/C][C]0.7215[/C][C]0.23668[/C][/ROW]
[ROW][C]16[/C][C]0.041718[/C][C]0.3258[/C][C]0.372835[/C][/ROW]
[ROW][C]17[/C][C]0.03481[/C][C]0.2719[/C][C]0.393319[/C][/ROW]
[ROW][C]18[/C][C]0.019782[/C][C]0.1545[/C][C]0.438863[/C][/ROW]
[ROW][C]19[/C][C]-0.048334[/C][C]-0.3775[/C][C]0.353557[/C][/ROW]
[ROW][C]20[/C][C]-0.135231[/C][C]-1.0562[/C][C]0.147524[/C][/ROW]
[ROW][C]21[/C][C]-0.184272[/C][C]-1.4392[/C][C]0.077601[/C][/ROW]
[ROW][C]22[/C][C]-0.165456[/C][C]-1.2923[/C][C]0.100572[/C][/ROW]
[ROW][C]23[/C][C]-0.105778[/C][C]-0.8262[/C][C]0.205968[/C][/ROW]
[ROW][C]24[/C][C]-0.090266[/C][C]-0.705[/C][C]0.241747[/C][/ROW]
[ROW][C]25[/C][C]-0.185637[/C][C]-1.4499[/C][C]0.076109[/C][/ROW]
[ROW][C]26[/C][C]-0.304645[/C][C]-2.3793[/C][C]0.010243[/C][/ROW]
[ROW][C]27[/C][C]-0.368911[/C][C]-2.8813[/C][C]0.00273[/C][/ROW]
[ROW][C]28[/C][C]-0.376922[/C][C]-2.9439[/C][C]0.00229[/C][/ROW]
[ROW][C]29[/C][C]-0.348851[/C][C]-2.7246[/C][C]0.004194[/C][/ROW]
[ROW][C]30[/C][C]-0.326407[/C][C]-2.5493[/C][C]0.006662[/C][/ROW]
[ROW][C]31[/C][C]-0.349548[/C][C]-2.7301[/C][C]0.004133[/C][/ROW]
[ROW][C]32[/C][C]-0.389623[/C][C]-3.0431[/C][C]0.001726[/C][/ROW]
[ROW][C]33[/C][C]-0.391339[/C][C]-3.0565[/C][C]0.001661[/C][/ROW]
[ROW][C]34[/C][C]-0.34925[/C][C]-2.7277[/C][C]0.004159[/C][/ROW]
[ROW][C]35[/C][C]-0.284877[/C][C]-2.225[/C][C]0.014896[/C][/ROW]
[ROW][C]36[/C][C]-0.255016[/C][C]-1.9917[/C][C]0.025441[/C][/ROW]
[ROW][C]37[/C][C]-0.290631[/C][C]-2.2699[/C][C]0.01338[/C][/ROW]
[ROW][C]38[/C][C]-0.338812[/C][C]-2.6462[/C][C]0.00517[/C][/ROW]
[ROW][C]39[/C][C]-0.349887[/C][C]-2.7327[/C][C]0.004103[/C][/ROW]
[ROW][C]40[/C][C]-0.322077[/C][C]-2.5155[/C][C]0.007268[/C][/ROW]
[ROW][C]41[/C][C]-0.265615[/C][C]-2.0745[/C][C]0.021129[/C][/ROW]
[ROW][C]42[/C][C]-0.220013[/C][C]-1.7184[/C][C]0.045402[/C][/ROW]
[ROW][C]43[/C][C]-0.209095[/C][C]-1.6331[/C][C]0.053802[/C][/ROW]
[ROW][C]44[/C][C]-0.214583[/C][C]-1.6759[/C][C]0.049434[/C][/ROW]
[ROW][C]45[/C][C]-0.201204[/C][C]-1.5715[/C][C]0.060625[/C][/ROW]
[ROW][C]46[/C][C]-0.165964[/C][C]-1.2962[/C][C]0.099892[/C][/ROW]
[ROW][C]47[/C][C]-0.120273[/C][C]-0.9394[/C][C]0.175625[/C][/ROW]
[ROW][C]48[/C][C]-0.092245[/C][C]-0.7205[/C][C]0.236999[/C][/ROW]
[ROW][C]49[/C][C]-0.097434[/C][C]-0.761[/C][C]0.224799[/C][/ROW]
[ROW][C]50[/C][C]-0.110562[/C][C]-0.8635[/C][C]0.195618[/C][/ROW]
[ROW][C]51[/C][C]-0.106289[/C][C]-0.8301[/C][C]0.204846[/C][/ROW]
[ROW][C]52[/C][C]-0.08122[/C][C]-0.6344[/C][C]0.264112[/C][/ROW]
[ROW][C]53[/C][C]-0.041738[/C][C]-0.326[/C][C]0.372776[/C][/ROW]
[ROW][C]54[/C][C]-0.01378[/C][C]-0.1076[/C][C]0.457322[/C][/ROW]
[ROW][C]55[/C][C]-0.012882[/C][C]-0.1006[/C][C]0.460094[/C][/ROW]
[ROW][C]56[/C][C]-0.025509[/C][C]-0.1992[/C][C]0.421371[/C][/ROW]
[ROW][C]57[/C][C]-0.029161[/C][C]-0.2278[/C][C]0.4103[/C][/ROW]
[ROW][C]58[/C][C]-0.023647[/C][C]-0.1847[/C][C]0.427042[/C][/ROW]
[ROW][C]59[/C][C]-0.012907[/C][C]-0.1008[/C][C]0.460017[/C][/ROW]
[ROW][C]60[/C][C]-0.005866[/C][C]-0.0458[/C][C]0.481804[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110054&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110054&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	0.8889	6.9425	0
2	0.709946	5.5449	0
3	0.590474	4.6117	1e-05
4	0.556337	4.3451	2.7e-05
5	0.573054	4.4757	1.7e-05
6	0.576368	4.5016	1.5e-05
7	0.516025	4.0303	7.9e-05
8	0.435579	3.402	0.000593
9	0.394294	3.0795	0.001553
10	0.427192	3.3365	0.000724
11	0.510906	3.9903	9e-05
12	0.532144	4.1562	5.1e-05
13	0.396682	3.0982	0.001471
14	0.215166	1.6805	0.048987
15	0.092378	0.7215	0.23668
16	0.041718	0.3258	0.372835
17	0.03481	0.2719	0.393319
18	0.019782	0.1545	0.438863
19	-0.048334	-0.3775	0.353557
20	-0.135231	-1.0562	0.147524
21	-0.184272	-1.4392	0.077601
22	-0.165456	-1.2923	0.100572
23	-0.105778	-0.8262	0.205968
24	-0.090266	-0.705	0.241747
25	-0.185637	-1.4499	0.076109
26	-0.304645	-2.3793	0.010243
27	-0.368911	-2.8813	0.00273
28	-0.376922	-2.9439	0.00229
29	-0.348851	-2.7246	0.004194
30	-0.326407	-2.5493	0.006662
31	-0.349548	-2.7301	0.004133
32	-0.389623	-3.0431	0.001726
33	-0.391339	-3.0565	0.001661
34	-0.34925	-2.7277	0.004159
35	-0.284877	-2.225	0.014896
36	-0.255016	-1.9917	0.025441
37	-0.290631	-2.2699	0.01338
38	-0.338812	-2.6462	0.00517
39	-0.349887	-2.7327	0.004103
40	-0.322077	-2.5155	0.007268
41	-0.265615	-2.0745	0.021129
42	-0.220013	-1.7184	0.045402
43	-0.209095	-1.6331	0.053802
44	-0.214583	-1.6759	0.049434
45	-0.201204	-1.5715	0.060625
46	-0.165964	-1.2962	0.099892
47	-0.120273	-0.9394	0.175625
48	-0.092245	-0.7205	0.236999
49	-0.097434	-0.761	0.224799
50	-0.110562	-0.8635	0.195618
51	-0.106289	-0.8301	0.204846
52	-0.08122	-0.6344	0.264112
53	-0.041738	-0.326	0.372776
54	-0.01378	-0.1076	0.457322
55	-0.012882	-0.1006	0.460094
56	-0.025509	-0.1992	0.421371
57	-0.029161	-0.2278	0.4103
58	-0.023647	-0.1847	0.427042
59	-0.012907	-0.1008	0.460017
60	-0.005866	-0.0458	0.481804

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.8889	6.9425	0
2	-0.38215	-2.9847	0.00204
3	0.323269	2.5248	0.007096
4	0.148666	1.1611	0.125058
5	0.129755	1.0134	0.157432
6	-0.03709	-0.2897	0.38652
7	-0.153874	-1.2018	0.117045
8	0.104625	0.8171	0.208512
9	0.078151	0.6104	0.271939
10	0.221622	1.7309	0.04426
11	0.155715	1.2162	0.114302
12	-0.281126	-2.1957	0.015965
13	-0.537125	-4.1951	4.5e-05
14	0.076203	0.5952	0.276966
15	-0.059172	-0.4621	0.322809
16	-0.164737	-1.2866	0.101542
17	-0.079567	-0.6214	0.268313
18	-0.001644	-0.0128	0.494898
19	-0.044542	-0.3479	0.364563
20	-0.039225	-0.3064	0.380189
21	0.005498	0.0429	0.482944
22	-0.007031	-0.0549	0.478193
23	-0.033427	-0.2611	0.397459
24	0.087351	0.6822	0.248838
25	-0.029305	-0.2289	0.409864
26	0.082511	0.6444	0.260856
27	0.018104	0.1414	0.44401
28	-0.012333	-0.0963	0.46179
29	0.050669	0.3957	0.346841
30	0.01427	0.1115	0.455812
31	0.011668	0.0911	0.463843
32	0.00633	0.0494	0.480365
33	0.063403	0.4952	0.311122
34	-0.155257	-1.2126	0.114979
35	-0.032688	-0.2553	0.399675
36	0.006584	0.0514	0.479577
37	0.089209	0.6967	0.244306
38	-0.107218	-0.8374	0.202819
39	-0.065519	-0.5117	0.305348
40	0.049257	0.3847	0.350897
41	0.021081	0.1646	0.434884
42	-0.08046	-0.6284	0.266039
43	0.081638	0.6376	0.263055
44	-0.059272	-0.4629	0.322532
45	-0.105686	-0.8254	0.20617
46	-0.006805	-0.0531	0.478895
47	0.032591	0.2545	0.399967
48	0.002063	0.0161	0.493598
49	-0.005707	-0.0446	0.482297
50	0.015679	0.1225	0.451471
51	-0.022743	-0.1776	0.429803
52	-0.014897	-0.1164	0.453878
53	-0.040368	-0.3153	0.376812
54	-0.007398	-0.0578	0.477055
55	-0.069953	-0.5463	0.293409
56	-0.027838	-0.2174	0.414304
57	-0.041345	-0.3229	0.373931
58	0.023964	0.1872	0.426075
59	-0.039583	-0.3092	0.379129
60	-0.027302	-0.2132	0.415928

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.8889 & 6.9425 & 0 \tabularnewline
2 & -0.38215 & -2.9847 & 0.00204 \tabularnewline
3 & 0.323269 & 2.5248 & 0.007096 \tabularnewline
4 & 0.148666 & 1.1611 & 0.125058 \tabularnewline
5 & 0.129755 & 1.0134 & 0.157432 \tabularnewline
6 & -0.03709 & -0.2897 & 0.38652 \tabularnewline
7 & -0.153874 & -1.2018 & 0.117045 \tabularnewline
8 & 0.104625 & 0.8171 & 0.208512 \tabularnewline
9 & 0.078151 & 0.6104 & 0.271939 \tabularnewline
10 & 0.221622 & 1.7309 & 0.04426 \tabularnewline
11 & 0.155715 & 1.2162 & 0.114302 \tabularnewline
12 & -0.281126 & -2.1957 & 0.015965 \tabularnewline
13 & -0.537125 & -4.1951 & 4.5e-05 \tabularnewline
14 & 0.076203 & 0.5952 & 0.276966 \tabularnewline
15 & -0.059172 & -0.4621 & 0.322809 \tabularnewline
16 & -0.164737 & -1.2866 & 0.101542 \tabularnewline
17 & -0.079567 & -0.6214 & 0.268313 \tabularnewline
18 & -0.001644 & -0.0128 & 0.494898 \tabularnewline
19 & -0.044542 & -0.3479 & 0.364563 \tabularnewline
20 & -0.039225 & -0.3064 & 0.380189 \tabularnewline
21 & 0.005498 & 0.0429 & 0.482944 \tabularnewline
22 & -0.007031 & -0.0549 & 0.478193 \tabularnewline
23 & -0.033427 & -0.2611 & 0.397459 \tabularnewline
24 & 0.087351 & 0.6822 & 0.248838 \tabularnewline
25 & -0.029305 & -0.2289 & 0.409864 \tabularnewline
26 & 0.082511 & 0.6444 & 0.260856 \tabularnewline
27 & 0.018104 & 0.1414 & 0.44401 \tabularnewline
28 & -0.012333 & -0.0963 & 0.46179 \tabularnewline
29 & 0.050669 & 0.3957 & 0.346841 \tabularnewline
30 & 0.01427 & 0.1115 & 0.455812 \tabularnewline
31 & 0.011668 & 0.0911 & 0.463843 \tabularnewline
32 & 0.00633 & 0.0494 & 0.480365 \tabularnewline
33 & 0.063403 & 0.4952 & 0.311122 \tabularnewline
34 & -0.155257 & -1.2126 & 0.114979 \tabularnewline
35 & -0.032688 & -0.2553 & 0.399675 \tabularnewline
36 & 0.006584 & 0.0514 & 0.479577 \tabularnewline
37 & 0.089209 & 0.6967 & 0.244306 \tabularnewline
38 & -0.107218 & -0.8374 & 0.202819 \tabularnewline
39 & -0.065519 & -0.5117 & 0.305348 \tabularnewline
40 & 0.049257 & 0.3847 & 0.350897 \tabularnewline
41 & 0.021081 & 0.1646 & 0.434884 \tabularnewline
42 & -0.08046 & -0.6284 & 0.266039 \tabularnewline
43 & 0.081638 & 0.6376 & 0.263055 \tabularnewline
44 & -0.059272 & -0.4629 & 0.322532 \tabularnewline
45 & -0.105686 & -0.8254 & 0.20617 \tabularnewline
46 & -0.006805 & -0.0531 & 0.478895 \tabularnewline
47 & 0.032591 & 0.2545 & 0.399967 \tabularnewline
48 & 0.002063 & 0.0161 & 0.493598 \tabularnewline
49 & -0.005707 & -0.0446 & 0.482297 \tabularnewline
50 & 0.015679 & 0.1225 & 0.451471 \tabularnewline
51 & -0.022743 & -0.1776 & 0.429803 \tabularnewline
52 & -0.014897 & -0.1164 & 0.453878 \tabularnewline
53 & -0.040368 & -0.3153 & 0.376812 \tabularnewline
54 & -0.007398 & -0.0578 & 0.477055 \tabularnewline
55 & -0.069953 & -0.5463 & 0.293409 \tabularnewline
56 & -0.027838 & -0.2174 & 0.414304 \tabularnewline
57 & -0.041345 & -0.3229 & 0.373931 \tabularnewline
58 & 0.023964 & 0.1872 & 0.426075 \tabularnewline
59 & -0.039583 & -0.3092 & 0.379129 \tabularnewline
60 & -0.027302 & -0.2132 & 0.415928 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110054&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]0.8889[/C][C]6.9425[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.38215[/C][C]-2.9847[/C][C]0.00204[/C][/ROW]
[ROW][C]3[/C][C]0.323269[/C][C]2.5248[/C][C]0.007096[/C][/ROW]
[ROW][C]4[/C][C]0.148666[/C][C]1.1611[/C][C]0.125058[/C][/ROW]
[ROW][C]5[/C][C]0.129755[/C][C]1.0134[/C][C]0.157432[/C][/ROW]
[ROW][C]6[/C][C]-0.03709[/C][C]-0.2897[/C][C]0.38652[/C][/ROW]
[ROW][C]7[/C][C]-0.153874[/C][C]-1.2018[/C][C]0.117045[/C][/ROW]
[ROW][C]8[/C][C]0.104625[/C][C]0.8171[/C][C]0.208512[/C][/ROW]
[ROW][C]9[/C][C]0.078151[/C][C]0.6104[/C][C]0.271939[/C][/ROW]
[ROW][C]10[/C][C]0.221622[/C][C]1.7309[/C][C]0.04426[/C][/ROW]
[ROW][C]11[/C][C]0.155715[/C][C]1.2162[/C][C]0.114302[/C][/ROW]
[ROW][C]12[/C][C]-0.281126[/C][C]-2.1957[/C][C]0.015965[/C][/ROW]
[ROW][C]13[/C][C]-0.537125[/C][C]-4.1951[/C][C]4.5e-05[/C][/ROW]
[ROW][C]14[/C][C]0.076203[/C][C]0.5952[/C][C]0.276966[/C][/ROW]
[ROW][C]15[/C][C]-0.059172[/C][C]-0.4621[/C][C]0.322809[/C][/ROW]
[ROW][C]16[/C][C]-0.164737[/C][C]-1.2866[/C][C]0.101542[/C][/ROW]
[ROW][C]17[/C][C]-0.079567[/C][C]-0.6214[/C][C]0.268313[/C][/ROW]
[ROW][C]18[/C][C]-0.001644[/C][C]-0.0128[/C][C]0.494898[/C][/ROW]
[ROW][C]19[/C][C]-0.044542[/C][C]-0.3479[/C][C]0.364563[/C][/ROW]
[ROW][C]20[/C][C]-0.039225[/C][C]-0.3064[/C][C]0.380189[/C][/ROW]
[ROW][C]21[/C][C]0.005498[/C][C]0.0429[/C][C]0.482944[/C][/ROW]
[ROW][C]22[/C][C]-0.007031[/C][C]-0.0549[/C][C]0.478193[/C][/ROW]
[ROW][C]23[/C][C]-0.033427[/C][C]-0.2611[/C][C]0.397459[/C][/ROW]
[ROW][C]24[/C][C]0.087351[/C][C]0.6822[/C][C]0.248838[/C][/ROW]
[ROW][C]25[/C][C]-0.029305[/C][C]-0.2289[/C][C]0.409864[/C][/ROW]
[ROW][C]26[/C][C]0.082511[/C][C]0.6444[/C][C]0.260856[/C][/ROW]
[ROW][C]27[/C][C]0.018104[/C][C]0.1414[/C][C]0.44401[/C][/ROW]
[ROW][C]28[/C][C]-0.012333[/C][C]-0.0963[/C][C]0.46179[/C][/ROW]
[ROW][C]29[/C][C]0.050669[/C][C]0.3957[/C][C]0.346841[/C][/ROW]
[ROW][C]30[/C][C]0.01427[/C][C]0.1115[/C][C]0.455812[/C][/ROW]
[ROW][C]31[/C][C]0.011668[/C][C]0.0911[/C][C]0.463843[/C][/ROW]
[ROW][C]32[/C][C]0.00633[/C][C]0.0494[/C][C]0.480365[/C][/ROW]
[ROW][C]33[/C][C]0.063403[/C][C]0.4952[/C][C]0.311122[/C][/ROW]
[ROW][C]34[/C][C]-0.155257[/C][C]-1.2126[/C][C]0.114979[/C][/ROW]
[ROW][C]35[/C][C]-0.032688[/C][C]-0.2553[/C][C]0.399675[/C][/ROW]
[ROW][C]36[/C][C]0.006584[/C][C]0.0514[/C][C]0.479577[/C][/ROW]
[ROW][C]37[/C][C]0.089209[/C][C]0.6967[/C][C]0.244306[/C][/ROW]
[ROW][C]38[/C][C]-0.107218[/C][C]-0.8374[/C][C]0.202819[/C][/ROW]
[ROW][C]39[/C][C]-0.065519[/C][C]-0.5117[/C][C]0.305348[/C][/ROW]
[ROW][C]40[/C][C]0.049257[/C][C]0.3847[/C][C]0.350897[/C][/ROW]
[ROW][C]41[/C][C]0.021081[/C][C]0.1646[/C][C]0.434884[/C][/ROW]
[ROW][C]42[/C][C]-0.08046[/C][C]-0.6284[/C][C]0.266039[/C][/ROW]
[ROW][C]43[/C][C]0.081638[/C][C]0.6376[/C][C]0.263055[/C][/ROW]
[ROW][C]44[/C][C]-0.059272[/C][C]-0.4629[/C][C]0.322532[/C][/ROW]
[ROW][C]45[/C][C]-0.105686[/C][C]-0.8254[/C][C]0.20617[/C][/ROW]
[ROW][C]46[/C][C]-0.006805[/C][C]-0.0531[/C][C]0.478895[/C][/ROW]
[ROW][C]47[/C][C]0.032591[/C][C]0.2545[/C][C]0.399967[/C][/ROW]
[ROW][C]48[/C][C]0.002063[/C][C]0.0161[/C][C]0.493598[/C][/ROW]
[ROW][C]49[/C][C]-0.005707[/C][C]-0.0446[/C][C]0.482297[/C][/ROW]
[ROW][C]50[/C][C]0.015679[/C][C]0.1225[/C][C]0.451471[/C][/ROW]
[ROW][C]51[/C][C]-0.022743[/C][C]-0.1776[/C][C]0.429803[/C][/ROW]
[ROW][C]52[/C][C]-0.014897[/C][C]-0.1164[/C][C]0.453878[/C][/ROW]
[ROW][C]53[/C][C]-0.040368[/C][C]-0.3153[/C][C]0.376812[/C][/ROW]
[ROW][C]54[/C][C]-0.007398[/C][C]-0.0578[/C][C]0.477055[/C][/ROW]
[ROW][C]55[/C][C]-0.069953[/C][C]-0.5463[/C][C]0.293409[/C][/ROW]
[ROW][C]56[/C][C]-0.027838[/C][C]-0.2174[/C][C]0.414304[/C][/ROW]
[ROW][C]57[/C][C]-0.041345[/C][C]-0.3229[/C][C]0.373931[/C][/ROW]
[ROW][C]58[/C][C]0.023964[/C][C]0.1872[/C][C]0.426075[/C][/ROW]
[ROW][C]59[/C][C]-0.039583[/C][C]-0.3092[/C][C]0.379129[/C][/ROW]
[ROW][C]60[/C][C]-0.027302[/C][C]-0.2132[/C][C]0.415928[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110054&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110054&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	0.8889	6.9425	0
2	-0.38215	-2.9847	0.00204
3	0.323269	2.5248	0.007096
4	0.148666	1.1611	0.125058
5	0.129755	1.0134	0.157432
6	-0.03709	-0.2897	0.38652
7	-0.153874	-1.2018	0.117045
8	0.104625	0.8171	0.208512
9	0.078151	0.6104	0.271939
10	0.221622	1.7309	0.04426
11	0.155715	1.2162	0.114302
12	-0.281126	-2.1957	0.015965
13	-0.537125	-4.1951	4.5e-05
14	0.076203	0.5952	0.276966
15	-0.059172	-0.4621	0.322809
16	-0.164737	-1.2866	0.101542
17	-0.079567	-0.6214	0.268313
18	-0.001644	-0.0128	0.494898
19	-0.044542	-0.3479	0.364563
20	-0.039225	-0.3064	0.380189
21	0.005498	0.0429	0.482944
22	-0.007031	-0.0549	0.478193
23	-0.033427	-0.2611	0.397459
24	0.087351	0.6822	0.248838
25	-0.029305	-0.2289	0.409864
26	0.082511	0.6444	0.260856
27	0.018104	0.1414	0.44401
28	-0.012333	-0.0963	0.46179
29	0.050669	0.3957	0.346841
30	0.01427	0.1115	0.455812
31	0.011668	0.0911	0.463843
32	0.00633	0.0494	0.480365
33	0.063403	0.4952	0.311122
34	-0.155257	-1.2126	0.114979
35	-0.032688	-0.2553	0.399675
36	0.006584	0.0514	0.479577
37	0.089209	0.6967	0.244306
38	-0.107218	-0.8374	0.202819
39	-0.065519	-0.5117	0.305348
40	0.049257	0.3847	0.350897
41	0.021081	0.1646	0.434884
42	-0.08046	-0.6284	0.266039
43	0.081638	0.6376	0.263055
44	-0.059272	-0.4629	0.322532
45	-0.105686	-0.8254	0.20617
46	-0.006805	-0.0531	0.478895
47	0.032591	0.2545	0.399967
48	0.002063	0.0161	0.493598
49	-0.005707	-0.0446	0.482297
50	0.015679	0.1225	0.451471
51	-0.022743	-0.1776	0.429803
52	-0.014897	-0.1164	0.453878
53	-0.040368	-0.3153	0.376812
54	-0.007398	-0.0578	0.477055
55	-0.069953	-0.5463	0.293409
56	-0.027838	-0.2174	0.414304
57	-0.041345	-0.3229	0.373931
58	0.023964	0.1872	0.426075
59	-0.039583	-0.3092	0.379129
60	-0.027302	-0.2132	0.415928

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 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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