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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 14 Dec 2010 19:12:26 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/14/t1292353804nmp8jmx6fcb19fh.htm/, Retrieved Thu, 02 May 2024 15:30:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110057, Retrieved Thu, 02 May 2024 15:30:35 +0000

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User-defined keywords

Estimated Impact

122

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]
-   P       [(Partial) Autocorrelation Function] [] [2010-12-14 13:18:39] [897115520fe7b6114489bc0eeed64548]
-               [(Partial) Autocorrelation Function] [] [2010-12-14 19:12:26] [a90f4492977f0c16b1e3c8673c334a45] [Current]
-   PD            [(Partial) Autocorrelation Function] [ACF 2] [2010-12-15 11:01:29] [caa3ae6143f673f211f626a62938a034] 
-                   [(Partial) Autocorrelation Function] [ws 6] [2010-12-17 19:43:57] [e4afca2801c0b93eac84a600ed82fb9c] 

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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=110057&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=110057&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110057&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	0.130396	0.9034	0.185411
2	0.097505	0.6755	0.251288
3	0.34719	2.4054	0.010029
4	0.155395	1.0766	0.143518
5	0.054126	0.375	0.354657
6	0.165951	1.1497	0.127973
7	0.020715	0.1435	0.443241
8	0.17954	1.2439	0.10979
9	-0.017193	-0.1191	0.452841
10	-0.066648	-0.4617	0.323174
11	0.237299	1.6441	0.05335
12	-0.084537	-0.5857	0.280413
13	-0.185509	-1.2852	0.102437
14	0.124535	0.8628	0.196268
15	0.075232	0.5212	0.302305
16	-0.04887	-0.3386	0.368202
17	-0.002517	-0.0174	0.49308
18	-0.068187	-0.4724	0.319388
19	-0.023789	-0.1648	0.434892
20	-0.096883	-0.6712	0.252648
21	-0.208442	-1.4441	0.077599
22	-0.01577	-0.1093	0.456727
23	-0.131757	-0.9128	0.182944
24	-0.177797	-1.2318	0.11201
25	-0.057913	-0.4012	0.345014
26	-0.119087	-0.8251	0.206709
27	-0.269587	-1.8678	0.033954
28	-0.090977	-0.6303	0.265741
29	-0.089692	-0.6214	0.268636
30	-0.112909	-0.7823	0.218952
31	-0.031535	-0.2185	0.41399
32	-0.044422	-0.3078	0.379796
33	-0.04583	-0.3175	0.376114
34	-0.003156	-0.0219	0.491323
35	-0.029417	-0.2038	0.419682
36	-0.043055	-0.2983	0.383382
37	-0.002296	-0.0159	0.493687
38	-0.031201	-0.2162	0.414886
39	-0.00127	-0.0088	0.496508
40	0.023654	0.1639	0.435258
41	-0.017175	-0.119	0.452889
42	-0.010819	-0.075	0.470281
43	0.015375	0.1065	0.457806
44	0.003828	0.0265	0.489475
45	-0.014159	-0.0981	0.461133
46	0.005685	0.0394	0.484372
47	0.005972	0.0414	0.483585
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.130396 & 0.9034 & 0.185411 \tabularnewline
2 & 0.097505 & 0.6755 & 0.251288 \tabularnewline
3 & 0.34719 & 2.4054 & 0.010029 \tabularnewline
4 & 0.155395 & 1.0766 & 0.143518 \tabularnewline
5 & 0.054126 & 0.375 & 0.354657 \tabularnewline
6 & 0.165951 & 1.1497 & 0.127973 \tabularnewline
7 & 0.020715 & 0.1435 & 0.443241 \tabularnewline
8 & 0.17954 & 1.2439 & 0.10979 \tabularnewline
9 & -0.017193 & -0.1191 & 0.452841 \tabularnewline
10 & -0.066648 & -0.4617 & 0.323174 \tabularnewline
11 & 0.237299 & 1.6441 & 0.05335 \tabularnewline
12 & -0.084537 & -0.5857 & 0.280413 \tabularnewline
13 & -0.185509 & -1.2852 & 0.102437 \tabularnewline
14 & 0.124535 & 0.8628 & 0.196268 \tabularnewline
15 & 0.075232 & 0.5212 & 0.302305 \tabularnewline
16 & -0.04887 & -0.3386 & 0.368202 \tabularnewline
17 & -0.002517 & -0.0174 & 0.49308 \tabularnewline
18 & -0.068187 & -0.4724 & 0.319388 \tabularnewline
19 & -0.023789 & -0.1648 & 0.434892 \tabularnewline
20 & -0.096883 & -0.6712 & 0.252648 \tabularnewline
21 & -0.208442 & -1.4441 & 0.077599 \tabularnewline
22 & -0.01577 & -0.1093 & 0.456727 \tabularnewline
23 & -0.131757 & -0.9128 & 0.182944 \tabularnewline
24 & -0.177797 & -1.2318 & 0.11201 \tabularnewline
25 & -0.057913 & -0.4012 & 0.345014 \tabularnewline
26 & -0.119087 & -0.8251 & 0.206709 \tabularnewline
27 & -0.269587 & -1.8678 & 0.033954 \tabularnewline
28 & -0.090977 & -0.6303 & 0.265741 \tabularnewline
29 & -0.089692 & -0.6214 & 0.268636 \tabularnewline
30 & -0.112909 & -0.7823 & 0.218952 \tabularnewline
31 & -0.031535 & -0.2185 & 0.41399 \tabularnewline
32 & -0.044422 & -0.3078 & 0.379796 \tabularnewline
33 & -0.04583 & -0.3175 & 0.376114 \tabularnewline
34 & -0.003156 & -0.0219 & 0.491323 \tabularnewline
35 & -0.029417 & -0.2038 & 0.419682 \tabularnewline
36 & -0.043055 & -0.2983 & 0.383382 \tabularnewline
37 & -0.002296 & -0.0159 & 0.493687 \tabularnewline
38 & -0.031201 & -0.2162 & 0.414886 \tabularnewline
39 & -0.00127 & -0.0088 & 0.496508 \tabularnewline
40 & 0.023654 & 0.1639 & 0.435258 \tabularnewline
41 & -0.017175 & -0.119 & 0.452889 \tabularnewline
42 & -0.010819 & -0.075 & 0.470281 \tabularnewline
43 & 0.015375 & 0.1065 & 0.457806 \tabularnewline
44 & 0.003828 & 0.0265 & 0.489475 \tabularnewline
45 & -0.014159 & -0.0981 & 0.461133 \tabularnewline
46 & 0.005685 & 0.0394 & 0.484372 \tabularnewline
47 & 0.005972 & 0.0414 & 0.483585 \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110057&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]0.130396[/C][C]0.9034[/C][C]0.185411[/C][/ROW]
[ROW][C]2[/C][C]0.097505[/C][C]0.6755[/C][C]0.251288[/C][/ROW]
[ROW][C]3[/C][C]0.34719[/C][C]2.4054[/C][C]0.010029[/C][/ROW]
[ROW][C]4[/C][C]0.155395[/C][C]1.0766[/C][C]0.143518[/C][/ROW]
[ROW][C]5[/C][C]0.054126[/C][C]0.375[/C][C]0.354657[/C][/ROW]
[ROW][C]6[/C][C]0.165951[/C][C]1.1497[/C][C]0.127973[/C][/ROW]
[ROW][C]7[/C][C]0.020715[/C][C]0.1435[/C][C]0.443241[/C][/ROW]
[ROW][C]8[/C][C]0.17954[/C][C]1.2439[/C][C]0.10979[/C][/ROW]
[ROW][C]9[/C][C]-0.017193[/C][C]-0.1191[/C][C]0.452841[/C][/ROW]
[ROW][C]10[/C][C]-0.066648[/C][C]-0.4617[/C][C]0.323174[/C][/ROW]
[ROW][C]11[/C][C]0.237299[/C][C]1.6441[/C][C]0.05335[/C][/ROW]
[ROW][C]12[/C][C]-0.084537[/C][C]-0.5857[/C][C]0.280413[/C][/ROW]
[ROW][C]13[/C][C]-0.185509[/C][C]-1.2852[/C][C]0.102437[/C][/ROW]
[ROW][C]14[/C][C]0.124535[/C][C]0.8628[/C][C]0.196268[/C][/ROW]
[ROW][C]15[/C][C]0.075232[/C][C]0.5212[/C][C]0.302305[/C][/ROW]
[ROW][C]16[/C][C]-0.04887[/C][C]-0.3386[/C][C]0.368202[/C][/ROW]
[ROW][C]17[/C][C]-0.002517[/C][C]-0.0174[/C][C]0.49308[/C][/ROW]
[ROW][C]18[/C][C]-0.068187[/C][C]-0.4724[/C][C]0.319388[/C][/ROW]
[ROW][C]19[/C][C]-0.023789[/C][C]-0.1648[/C][C]0.434892[/C][/ROW]
[ROW][C]20[/C][C]-0.096883[/C][C]-0.6712[/C][C]0.252648[/C][/ROW]
[ROW][C]21[/C][C]-0.208442[/C][C]-1.4441[/C][C]0.077599[/C][/ROW]
[ROW][C]22[/C][C]-0.01577[/C][C]-0.1093[/C][C]0.456727[/C][/ROW]
[ROW][C]23[/C][C]-0.131757[/C][C]-0.9128[/C][C]0.182944[/C][/ROW]
[ROW][C]24[/C][C]-0.177797[/C][C]-1.2318[/C][C]0.11201[/C][/ROW]
[ROW][C]25[/C][C]-0.057913[/C][C]-0.4012[/C][C]0.345014[/C][/ROW]
[ROW][C]26[/C][C]-0.119087[/C][C]-0.8251[/C][C]0.206709[/C][/ROW]
[ROW][C]27[/C][C]-0.269587[/C][C]-1.8678[/C][C]0.033954[/C][/ROW]
[ROW][C]28[/C][C]-0.090977[/C][C]-0.6303[/C][C]0.265741[/C][/ROW]
[ROW][C]29[/C][C]-0.089692[/C][C]-0.6214[/C][C]0.268636[/C][/ROW]
[ROW][C]30[/C][C]-0.112909[/C][C]-0.7823[/C][C]0.218952[/C][/ROW]
[ROW][C]31[/C][C]-0.031535[/C][C]-0.2185[/C][C]0.41399[/C][/ROW]
[ROW][C]32[/C][C]-0.044422[/C][C]-0.3078[/C][C]0.379796[/C][/ROW]
[ROW][C]33[/C][C]-0.04583[/C][C]-0.3175[/C][C]0.376114[/C][/ROW]
[ROW][C]34[/C][C]-0.003156[/C][C]-0.0219[/C][C]0.491323[/C][/ROW]
[ROW][C]35[/C][C]-0.029417[/C][C]-0.2038[/C][C]0.419682[/C][/ROW]
[ROW][C]36[/C][C]-0.043055[/C][C]-0.2983[/C][C]0.383382[/C][/ROW]
[ROW][C]37[/C][C]-0.002296[/C][C]-0.0159[/C][C]0.493687[/C][/ROW]
[ROW][C]38[/C][C]-0.031201[/C][C]-0.2162[/C][C]0.414886[/C][/ROW]
[ROW][C]39[/C][C]-0.00127[/C][C]-0.0088[/C][C]0.496508[/C][/ROW]
[ROW][C]40[/C][C]0.023654[/C][C]0.1639[/C][C]0.435258[/C][/ROW]
[ROW][C]41[/C][C]-0.017175[/C][C]-0.119[/C][C]0.452889[/C][/ROW]
[ROW][C]42[/C][C]-0.010819[/C][C]-0.075[/C][C]0.470281[/C][/ROW]
[ROW][C]43[/C][C]0.015375[/C][C]0.1065[/C][C]0.457806[/C][/ROW]
[ROW][C]44[/C][C]0.003828[/C][C]0.0265[/C][C]0.489475[/C][/ROW]
[ROW][C]45[/C][C]-0.014159[/C][C]-0.0981[/C][C]0.461133[/C][/ROW]
[ROW][C]46[/C][C]0.005685[/C][C]0.0394[/C][C]0.484372[/C][/ROW]
[ROW][C]47[/C][C]0.005972[/C][C]0.0414[/C][C]0.483585[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=110057&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110057&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	0.130396	0.9034	0.185411
2	0.097505	0.6755	0.251288
3	0.34719	2.4054	0.010029
4	0.155395	1.0766	0.143518
5	0.054126	0.375	0.354657
6	0.165951	1.1497	0.127973
7	0.020715	0.1435	0.443241
8	0.17954	1.2439	0.10979
9	-0.017193	-0.1191	0.452841
10	-0.066648	-0.4617	0.323174
11	0.237299	1.6441	0.05335
12	-0.084537	-0.5857	0.280413
13	-0.185509	-1.2852	0.102437
14	0.124535	0.8628	0.196268
15	0.075232	0.5212	0.302305
16	-0.04887	-0.3386	0.368202
17	-0.002517	-0.0174	0.49308
18	-0.068187	-0.4724	0.319388
19	-0.023789	-0.1648	0.434892
20	-0.096883	-0.6712	0.252648
21	-0.208442	-1.4441	0.077599
22	-0.01577	-0.1093	0.456727
23	-0.131757	-0.9128	0.182944
24	-0.177797	-1.2318	0.11201
25	-0.057913	-0.4012	0.345014
26	-0.119087	-0.8251	0.206709
27	-0.269587	-1.8678	0.033954
28	-0.090977	-0.6303	0.265741
29	-0.089692	-0.6214	0.268636
30	-0.112909	-0.7823	0.218952
31	-0.031535	-0.2185	0.41399
32	-0.044422	-0.3078	0.379796
33	-0.04583	-0.3175	0.376114
34	-0.003156	-0.0219	0.491323
35	-0.029417	-0.2038	0.419682
36	-0.043055	-0.2983	0.383382
37	-0.002296	-0.0159	0.493687
38	-0.031201	-0.2162	0.414886
39	-0.00127	-0.0088	0.496508
40	0.023654	0.1639	0.435258
41	-0.017175	-0.119	0.452889
42	-0.010819	-0.075	0.470281
43	0.015375	0.1065	0.457806
44	0.003828	0.0265	0.489475
45	-0.014159	-0.0981	0.461133
46	0.005685	0.0394	0.484372
47	0.005972	0.0414	0.483585
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.130396	0.9034	0.185411
2	0.081895	0.5674	0.286549
3	0.332689	2.3049	0.012769
4	0.087302	0.6048	0.274066
5	-0.014037	-0.0972	0.461467
6	0.041922	0.2904	0.386363
7	-0.086594	-0.5999	0.275684
8	0.173672	1.2032	0.117393
9	-0.130284	-0.9026	0.185614
10	-0.081825	-0.5669	0.286711
11	0.196567	1.3619	0.089801
12	-0.157732	-1.0928	0.139969
13	-0.126467	-0.8762	0.192646
14	0.037748	0.2615	0.397404
15	0.152052	1.0534	0.148705
16	0.052234	0.3619	0.359512
17	-0.091965	-0.6372	0.263526
18	-0.103089	-0.7142	0.239274
19	-0.076919	-0.5329	0.298276
20	-0.038735	-0.2684	0.394786
21	-0.128454	-0.89	0.188965
22	-0.039694	-0.275	0.392246
23	-0.052354	-0.3627	0.359203
24	0.050989	0.3533	0.36272
25	-0.04511	-0.3125	0.377996
26	-0.116848	-0.8095	0.211099
27	-0.154146	-1.068	0.145442
28	0.052068	0.3607	0.359939
29	0.093048	0.6447	0.261111
30	-0.047439	-0.3287	0.371918
31	0.036983	0.2562	0.399435
32	0.054634	0.3785	0.353358
33	-0.014803	-0.1026	0.459371
34	-0.010125	-0.0701	0.472183
35	0.014381	0.0996	0.460525
36	-0.029289	-0.2029	0.420027
37	0.019475	0.1349	0.446616
38	0.041569	0.288	0.387294
39	-0.087009	-0.6028	0.274734
40	-0.049435	-0.3425	0.366737
41	0.043353	0.3004	0.3826
42	0.024425	0.1692	0.433168
43	-0.019359	-0.1341	0.446934
44	-0.009293	-0.0644	0.474466
45	-0.046592	-0.3228	0.374125
46	-0.063021	-0.4366	0.332171
47	-0.034639	-0.24	0.405681
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.130396 & 0.9034 & 0.185411 \tabularnewline
2 & 0.081895 & 0.5674 & 0.286549 \tabularnewline
3 & 0.332689 & 2.3049 & 0.012769 \tabularnewline
4 & 0.087302 & 0.6048 & 0.274066 \tabularnewline
5 & -0.014037 & -0.0972 & 0.461467 \tabularnewline
6 & 0.041922 & 0.2904 & 0.386363 \tabularnewline
7 & -0.086594 & -0.5999 & 0.275684 \tabularnewline
8 & 0.173672 & 1.2032 & 0.117393 \tabularnewline
9 & -0.130284 & -0.9026 & 0.185614 \tabularnewline
10 & -0.081825 & -0.5669 & 0.286711 \tabularnewline
11 & 0.196567 & 1.3619 & 0.089801 \tabularnewline
12 & -0.157732 & -1.0928 & 0.139969 \tabularnewline
13 & -0.126467 & -0.8762 & 0.192646 \tabularnewline
14 & 0.037748 & 0.2615 & 0.397404 \tabularnewline
15 & 0.152052 & 1.0534 & 0.148705 \tabularnewline
16 & 0.052234 & 0.3619 & 0.359512 \tabularnewline
17 & -0.091965 & -0.6372 & 0.263526 \tabularnewline
18 & -0.103089 & -0.7142 & 0.239274 \tabularnewline
19 & -0.076919 & -0.5329 & 0.298276 \tabularnewline
20 & -0.038735 & -0.2684 & 0.394786 \tabularnewline
21 & -0.128454 & -0.89 & 0.188965 \tabularnewline
22 & -0.039694 & -0.275 & 0.392246 \tabularnewline
23 & -0.052354 & -0.3627 & 0.359203 \tabularnewline
24 & 0.050989 & 0.3533 & 0.36272 \tabularnewline
25 & -0.04511 & -0.3125 & 0.377996 \tabularnewline
26 & -0.116848 & -0.8095 & 0.211099 \tabularnewline
27 & -0.154146 & -1.068 & 0.145442 \tabularnewline
28 & 0.052068 & 0.3607 & 0.359939 \tabularnewline
29 & 0.093048 & 0.6447 & 0.261111 \tabularnewline
30 & -0.047439 & -0.3287 & 0.371918 \tabularnewline
31 & 0.036983 & 0.2562 & 0.399435 \tabularnewline
32 & 0.054634 & 0.3785 & 0.353358 \tabularnewline
33 & -0.014803 & -0.1026 & 0.459371 \tabularnewline
34 & -0.010125 & -0.0701 & 0.472183 \tabularnewline
35 & 0.014381 & 0.0996 & 0.460525 \tabularnewline
36 & -0.029289 & -0.2029 & 0.420027 \tabularnewline
37 & 0.019475 & 0.1349 & 0.446616 \tabularnewline
38 & 0.041569 & 0.288 & 0.387294 \tabularnewline
39 & -0.087009 & -0.6028 & 0.274734 \tabularnewline
40 & -0.049435 & -0.3425 & 0.366737 \tabularnewline
41 & 0.043353 & 0.3004 & 0.3826 \tabularnewline
42 & 0.024425 & 0.1692 & 0.433168 \tabularnewline
43 & -0.019359 & -0.1341 & 0.446934 \tabularnewline
44 & -0.009293 & -0.0644 & 0.474466 \tabularnewline
45 & -0.046592 & -0.3228 & 0.374125 \tabularnewline
46 & -0.063021 & -0.4366 & 0.332171 \tabularnewline
47 & -0.034639 & -0.24 & 0.405681 \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110057&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]0.130396[/C][C]0.9034[/C][C]0.185411[/C][/ROW]
[ROW][C]2[/C][C]0.081895[/C][C]0.5674[/C][C]0.286549[/C][/ROW]
[ROW][C]3[/C][C]0.332689[/C][C]2.3049[/C][C]0.012769[/C][/ROW]
[ROW][C]4[/C][C]0.087302[/C][C]0.6048[/C][C]0.274066[/C][/ROW]
[ROW][C]5[/C][C]-0.014037[/C][C]-0.0972[/C][C]0.461467[/C][/ROW]
[ROW][C]6[/C][C]0.041922[/C][C]0.2904[/C][C]0.386363[/C][/ROW]
[ROW][C]7[/C][C]-0.086594[/C][C]-0.5999[/C][C]0.275684[/C][/ROW]
[ROW][C]8[/C][C]0.173672[/C][C]1.2032[/C][C]0.117393[/C][/ROW]
[ROW][C]9[/C][C]-0.130284[/C][C]-0.9026[/C][C]0.185614[/C][/ROW]
[ROW][C]10[/C][C]-0.081825[/C][C]-0.5669[/C][C]0.286711[/C][/ROW]
[ROW][C]11[/C][C]0.196567[/C][C]1.3619[/C][C]0.089801[/C][/ROW]
[ROW][C]12[/C][C]-0.157732[/C][C]-1.0928[/C][C]0.139969[/C][/ROW]
[ROW][C]13[/C][C]-0.126467[/C][C]-0.8762[/C][C]0.192646[/C][/ROW]
[ROW][C]14[/C][C]0.037748[/C][C]0.2615[/C][C]0.397404[/C][/ROW]
[ROW][C]15[/C][C]0.152052[/C][C]1.0534[/C][C]0.148705[/C][/ROW]
[ROW][C]16[/C][C]0.052234[/C][C]0.3619[/C][C]0.359512[/C][/ROW]
[ROW][C]17[/C][C]-0.091965[/C][C]-0.6372[/C][C]0.263526[/C][/ROW]
[ROW][C]18[/C][C]-0.103089[/C][C]-0.7142[/C][C]0.239274[/C][/ROW]
[ROW][C]19[/C][C]-0.076919[/C][C]-0.5329[/C][C]0.298276[/C][/ROW]
[ROW][C]20[/C][C]-0.038735[/C][C]-0.2684[/C][C]0.394786[/C][/ROW]
[ROW][C]21[/C][C]-0.128454[/C][C]-0.89[/C][C]0.188965[/C][/ROW]
[ROW][C]22[/C][C]-0.039694[/C][C]-0.275[/C][C]0.392246[/C][/ROW]
[ROW][C]23[/C][C]-0.052354[/C][C]-0.3627[/C][C]0.359203[/C][/ROW]
[ROW][C]24[/C][C]0.050989[/C][C]0.3533[/C][C]0.36272[/C][/ROW]
[ROW][C]25[/C][C]-0.04511[/C][C]-0.3125[/C][C]0.377996[/C][/ROW]
[ROW][C]26[/C][C]-0.116848[/C][C]-0.8095[/C][C]0.211099[/C][/ROW]
[ROW][C]27[/C][C]-0.154146[/C][C]-1.068[/C][C]0.145442[/C][/ROW]
[ROW][C]28[/C][C]0.052068[/C][C]0.3607[/C][C]0.359939[/C][/ROW]
[ROW][C]29[/C][C]0.093048[/C][C]0.6447[/C][C]0.261111[/C][/ROW]
[ROW][C]30[/C][C]-0.047439[/C][C]-0.3287[/C][C]0.371918[/C][/ROW]
[ROW][C]31[/C][C]0.036983[/C][C]0.2562[/C][C]0.399435[/C][/ROW]
[ROW][C]32[/C][C]0.054634[/C][C]0.3785[/C][C]0.353358[/C][/ROW]
[ROW][C]33[/C][C]-0.014803[/C][C]-0.1026[/C][C]0.459371[/C][/ROW]
[ROW][C]34[/C][C]-0.010125[/C][C]-0.0701[/C][C]0.472183[/C][/ROW]
[ROW][C]35[/C][C]0.014381[/C][C]0.0996[/C][C]0.460525[/C][/ROW]
[ROW][C]36[/C][C]-0.029289[/C][C]-0.2029[/C][C]0.420027[/C][/ROW]
[ROW][C]37[/C][C]0.019475[/C][C]0.1349[/C][C]0.446616[/C][/ROW]
[ROW][C]38[/C][C]0.041569[/C][C]0.288[/C][C]0.387294[/C][/ROW]
[ROW][C]39[/C][C]-0.087009[/C][C]-0.6028[/C][C]0.274734[/C][/ROW]
[ROW][C]40[/C][C]-0.049435[/C][C]-0.3425[/C][C]0.366737[/C][/ROW]
[ROW][C]41[/C][C]0.043353[/C][C]0.3004[/C][C]0.3826[/C][/ROW]
[ROW][C]42[/C][C]0.024425[/C][C]0.1692[/C][C]0.433168[/C][/ROW]
[ROW][C]43[/C][C]-0.019359[/C][C]-0.1341[/C][C]0.446934[/C][/ROW]
[ROW][C]44[/C][C]-0.009293[/C][C]-0.0644[/C][C]0.474466[/C][/ROW]
[ROW][C]45[/C][C]-0.046592[/C][C]-0.3228[/C][C]0.374125[/C][/ROW]
[ROW][C]46[/C][C]-0.063021[/C][C]-0.4366[/C][C]0.332171[/C][/ROW]
[ROW][C]47[/C][C]-0.034639[/C][C]-0.24[/C][C]0.405681[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=110057&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110057&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	0.130396	0.9034	0.185411
2	0.081895	0.5674	0.286549
3	0.332689	2.3049	0.012769
4	0.087302	0.6048	0.274066
5	-0.014037	-0.0972	0.461467
6	0.041922	0.2904	0.386363
7	-0.086594	-0.5999	0.275684
8	0.173672	1.2032	0.117393
9	-0.130284	-0.9026	0.185614
10	-0.081825	-0.5669	0.286711
11	0.196567	1.3619	0.089801
12	-0.157732	-1.0928	0.139969
13	-0.126467	-0.8762	0.192646
14	0.037748	0.2615	0.397404
15	0.152052	1.0534	0.148705
16	0.052234	0.3619	0.359512
17	-0.091965	-0.6372	0.263526
18	-0.103089	-0.7142	0.239274
19	-0.076919	-0.5329	0.298276
20	-0.038735	-0.2684	0.394786
21	-0.128454	-0.89	0.188965
22	-0.039694	-0.275	0.392246
23	-0.052354	-0.3627	0.359203
24	0.050989	0.3533	0.36272
25	-0.04511	-0.3125	0.377996
26	-0.116848	-0.8095	0.211099
27	-0.154146	-1.068	0.145442
28	0.052068	0.3607	0.359939
29	0.093048	0.6447	0.261111
30	-0.047439	-0.3287	0.371918
31	0.036983	0.2562	0.399435
32	0.054634	0.3785	0.353358
33	-0.014803	-0.1026	0.459371
34	-0.010125	-0.0701	0.472183
35	0.014381	0.0996	0.460525
36	-0.029289	-0.2029	0.420027
37	0.019475	0.1349	0.446616
38	0.041569	0.288	0.387294
39	-0.087009	-0.6028	0.274734
40	-0.049435	-0.3425	0.366737
41	0.043353	0.3004	0.3826
42	0.024425	0.1692	0.433168
43	-0.019359	-0.1341	0.446934
44	-0.009293	-0.0644	0.474466
45	-0.046592	-0.3228	0.374125
46	-0.063021	-0.4366	0.332171
47	-0.034639	-0.24	0.405681
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
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 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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