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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 16 Dec 2010 13:50:41 +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/16/t12925075326itp3ni4e0jdcj3.htm/, Retrieved Fri, 03 May 2024 07:39:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110928, Retrieved Fri, 03 May 2024 07:39:12 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

160

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] [] [2010-12-15 11:02:26] [bfba28641a1925a39268a5d6ad3b00f2]
-    D          [(Partial) Autocorrelation Function] [] [2010-12-16 13:50:41] [d1991ab4912b5ede0ff54c26afa5d84c] [Current]
-    D            [(Partial) Autocorrelation Function] [] [2010-12-16 14:10:37] [94f4aa1c01e87d8321fffb341ed4df07] 
-   P               [(Partial) Autocorrelation Function] [] [2010-12-16 14:11:45] [94f4aa1c01e87d8321fffb341ed4df07] 
-   P               [(Partial) Autocorrelation Function] [] [2010-12-16 14:18:31] [94f4aa1c01e87d8321fffb341ed4df07] 
-   P                 [(Partial) Autocorrelation Function] [] [2010-12-16 14:48:03] [94f4aa1c01e87d8321fffb341ed4df07] 

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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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110928&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110928&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110928&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.444616	3.4726	0.000477
2	0.421613	3.2929	0.000826
3	0.547434	4.2756	3.4e-05
4	0.38581	3.0133	0.00188
5	0.344723	2.6924	0.004573
6	0.371944	2.905	0.002555
7	0.368838	2.8807	0.002734
8	0.338564	2.6443	0.005197
9	0.366219	2.8603	0.002894
10	0.346343	2.705	0.004421
11	0.113141	0.8837	0.190176
12	0.273146	2.1333	0.018464
13	0.149297	1.166	0.124067
14	0.094273	0.7363	0.232187
15	0.083406	0.6514	0.258612
16	0.094935	0.7415	0.230627
17	0.095852	0.7486	0.228479
18	0.030073	0.2349	0.407546
19	-0.000751	-0.0059	0.497671
20	-0.014188	-0.1108	0.456064
21	-0.004844	-0.0378	0.484973
22	0.027033	0.2111	0.416743
23	-0.09749	-0.7614	0.22467
24	-0.009818	-0.0767	0.469564
25	-0.011956	-0.0934	0.462954
26	-0.060893	-0.4756	0.318033
27	-0.104765	-0.8182	0.208203
28	-0.097247	-0.7595	0.225233
29	-0.088119	-0.6882	0.246959
30	-0.107318	-0.8382	0.2026
31	-0.188541	-1.4726	0.073006
32	-0.148225	-1.1577	0.125755
33	-0.145577	-1.137	0.129994
34	-0.20716	-1.618	0.055415
35	-0.193055	-1.5078	0.068383
36	-0.194583	-1.5197	0.066871
37	-0.258056	-2.0155	0.024133
38	-0.283903	-2.2174	0.015167
39	-0.219407	-1.7136	0.045838
40	-0.25981	-2.0292	0.023405
41	-0.278749	-2.1771	0.016676
42	-0.189021	-1.4763	0.072504
43	-0.254402	-1.9869	0.025712
44	-0.289112	-2.258	0.013766
45	-0.237986	-1.8587	0.033946
46	-0.269872	-2.1078	0.019584
47	-0.233451	-1.8233	0.036578
48	-0.157468	-1.2299	0.111735
49	-0.124947	-0.9759	0.166492
50	-0.103309	-0.8069	0.211439
51	-0.084454	-0.6596	0.255994
52	-0.08767	-0.6847	0.248056
53	-0.090446	-0.7064	0.241312
54	-0.091444	-0.7142	0.238914
55	-0.119637	-0.9344	0.176893
56	-0.085383	-0.6669	0.253687
57	-0.030133	-0.2353	0.407364
58	-0.007623	-0.0595	0.476358
59	0.018779	0.1467	0.44194
60	0.014772	0.1154	0.454265

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.444616 & 3.4726 & 0.000477 \tabularnewline
2 & 0.421613 & 3.2929 & 0.000826 \tabularnewline
3 & 0.547434 & 4.2756 & 3.4e-05 \tabularnewline
4 & 0.38581 & 3.0133 & 0.00188 \tabularnewline
5 & 0.344723 & 2.6924 & 0.004573 \tabularnewline
6 & 0.371944 & 2.905 & 0.002555 \tabularnewline
7 & 0.368838 & 2.8807 & 0.002734 \tabularnewline
8 & 0.338564 & 2.6443 & 0.005197 \tabularnewline
9 & 0.366219 & 2.8603 & 0.002894 \tabularnewline
10 & 0.346343 & 2.705 & 0.004421 \tabularnewline
11 & 0.113141 & 0.8837 & 0.190176 \tabularnewline
12 & 0.273146 & 2.1333 & 0.018464 \tabularnewline
13 & 0.149297 & 1.166 & 0.124067 \tabularnewline
14 & 0.094273 & 0.7363 & 0.232187 \tabularnewline
15 & 0.083406 & 0.6514 & 0.258612 \tabularnewline
16 & 0.094935 & 0.7415 & 0.230627 \tabularnewline
17 & 0.095852 & 0.7486 & 0.228479 \tabularnewline
18 & 0.030073 & 0.2349 & 0.407546 \tabularnewline
19 & -0.000751 & -0.0059 & 0.497671 \tabularnewline
20 & -0.014188 & -0.1108 & 0.456064 \tabularnewline
21 & -0.004844 & -0.0378 & 0.484973 \tabularnewline
22 & 0.027033 & 0.2111 & 0.416743 \tabularnewline
23 & -0.09749 & -0.7614 & 0.22467 \tabularnewline
24 & -0.009818 & -0.0767 & 0.469564 \tabularnewline
25 & -0.011956 & -0.0934 & 0.462954 \tabularnewline
26 & -0.060893 & -0.4756 & 0.318033 \tabularnewline
27 & -0.104765 & -0.8182 & 0.208203 \tabularnewline
28 & -0.097247 & -0.7595 & 0.225233 \tabularnewline
29 & -0.088119 & -0.6882 & 0.246959 \tabularnewline
30 & -0.107318 & -0.8382 & 0.2026 \tabularnewline
31 & -0.188541 & -1.4726 & 0.073006 \tabularnewline
32 & -0.148225 & -1.1577 & 0.125755 \tabularnewline
33 & -0.145577 & -1.137 & 0.129994 \tabularnewline
34 & -0.20716 & -1.618 & 0.055415 \tabularnewline
35 & -0.193055 & -1.5078 & 0.068383 \tabularnewline
36 & -0.194583 & -1.5197 & 0.066871 \tabularnewline
37 & -0.258056 & -2.0155 & 0.024133 \tabularnewline
38 & -0.283903 & -2.2174 & 0.015167 \tabularnewline
39 & -0.219407 & -1.7136 & 0.045838 \tabularnewline
40 & -0.25981 & -2.0292 & 0.023405 \tabularnewline
41 & -0.278749 & -2.1771 & 0.016676 \tabularnewline
42 & -0.189021 & -1.4763 & 0.072504 \tabularnewline
43 & -0.254402 & -1.9869 & 0.025712 \tabularnewline
44 & -0.289112 & -2.258 & 0.013766 \tabularnewline
45 & -0.237986 & -1.8587 & 0.033946 \tabularnewline
46 & -0.269872 & -2.1078 & 0.019584 \tabularnewline
47 & -0.233451 & -1.8233 & 0.036578 \tabularnewline
48 & -0.157468 & -1.2299 & 0.111735 \tabularnewline
49 & -0.124947 & -0.9759 & 0.166492 \tabularnewline
50 & -0.103309 & -0.8069 & 0.211439 \tabularnewline
51 & -0.084454 & -0.6596 & 0.255994 \tabularnewline
52 & -0.08767 & -0.6847 & 0.248056 \tabularnewline
53 & -0.090446 & -0.7064 & 0.241312 \tabularnewline
54 & -0.091444 & -0.7142 & 0.238914 \tabularnewline
55 & -0.119637 & -0.9344 & 0.176893 \tabularnewline
56 & -0.085383 & -0.6669 & 0.253687 \tabularnewline
57 & -0.030133 & -0.2353 & 0.407364 \tabularnewline
58 & -0.007623 & -0.0595 & 0.476358 \tabularnewline
59 & 0.018779 & 0.1467 & 0.44194 \tabularnewline
60 & 0.014772 & 0.1154 & 0.454265 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110928&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]0.444616[/C][C]3.4726[/C][C]0.000477[/C][/ROW]
[ROW][C]2[/C][C]0.421613[/C][C]3.2929[/C][C]0.000826[/C][/ROW]
[ROW][C]3[/C][C]0.547434[/C][C]4.2756[/C][C]3.4e-05[/C][/ROW]
[ROW][C]4[/C][C]0.38581[/C][C]3.0133[/C][C]0.00188[/C][/ROW]
[ROW][C]5[/C][C]0.344723[/C][C]2.6924[/C][C]0.004573[/C][/ROW]
[ROW][C]6[/C][C]0.371944[/C][C]2.905[/C][C]0.002555[/C][/ROW]
[ROW][C]7[/C][C]0.368838[/C][C]2.8807[/C][C]0.002734[/C][/ROW]
[ROW][C]8[/C][C]0.338564[/C][C]2.6443[/C][C]0.005197[/C][/ROW]
[ROW][C]9[/C][C]0.366219[/C][C]2.8603[/C][C]0.002894[/C][/ROW]
[ROW][C]10[/C][C]0.346343[/C][C]2.705[/C][C]0.004421[/C][/ROW]
[ROW][C]11[/C][C]0.113141[/C][C]0.8837[/C][C]0.190176[/C][/ROW]
[ROW][C]12[/C][C]0.273146[/C][C]2.1333[/C][C]0.018464[/C][/ROW]
[ROW][C]13[/C][C]0.149297[/C][C]1.166[/C][C]0.124067[/C][/ROW]
[ROW][C]14[/C][C]0.094273[/C][C]0.7363[/C][C]0.232187[/C][/ROW]
[ROW][C]15[/C][C]0.083406[/C][C]0.6514[/C][C]0.258612[/C][/ROW]
[ROW][C]16[/C][C]0.094935[/C][C]0.7415[/C][C]0.230627[/C][/ROW]
[ROW][C]17[/C][C]0.095852[/C][C]0.7486[/C][C]0.228479[/C][/ROW]
[ROW][C]18[/C][C]0.030073[/C][C]0.2349[/C][C]0.407546[/C][/ROW]
[ROW][C]19[/C][C]-0.000751[/C][C]-0.0059[/C][C]0.497671[/C][/ROW]
[ROW][C]20[/C][C]-0.014188[/C][C]-0.1108[/C][C]0.456064[/C][/ROW]
[ROW][C]21[/C][C]-0.004844[/C][C]-0.0378[/C][C]0.484973[/C][/ROW]
[ROW][C]22[/C][C]0.027033[/C][C]0.2111[/C][C]0.416743[/C][/ROW]
[ROW][C]23[/C][C]-0.09749[/C][C]-0.7614[/C][C]0.22467[/C][/ROW]
[ROW][C]24[/C][C]-0.009818[/C][C]-0.0767[/C][C]0.469564[/C][/ROW]
[ROW][C]25[/C][C]-0.011956[/C][C]-0.0934[/C][C]0.462954[/C][/ROW]
[ROW][C]26[/C][C]-0.060893[/C][C]-0.4756[/C][C]0.318033[/C][/ROW]
[ROW][C]27[/C][C]-0.104765[/C][C]-0.8182[/C][C]0.208203[/C][/ROW]
[ROW][C]28[/C][C]-0.097247[/C][C]-0.7595[/C][C]0.225233[/C][/ROW]
[ROW][C]29[/C][C]-0.088119[/C][C]-0.6882[/C][C]0.246959[/C][/ROW]
[ROW][C]30[/C][C]-0.107318[/C][C]-0.8382[/C][C]0.2026[/C][/ROW]
[ROW][C]31[/C][C]-0.188541[/C][C]-1.4726[/C][C]0.073006[/C][/ROW]
[ROW][C]32[/C][C]-0.148225[/C][C]-1.1577[/C][C]0.125755[/C][/ROW]
[ROW][C]33[/C][C]-0.145577[/C][C]-1.137[/C][C]0.129994[/C][/ROW]
[ROW][C]34[/C][C]-0.20716[/C][C]-1.618[/C][C]0.055415[/C][/ROW]
[ROW][C]35[/C][C]-0.193055[/C][C]-1.5078[/C][C]0.068383[/C][/ROW]
[ROW][C]36[/C][C]-0.194583[/C][C]-1.5197[/C][C]0.066871[/C][/ROW]
[ROW][C]37[/C][C]-0.258056[/C][C]-2.0155[/C][C]0.024133[/C][/ROW]
[ROW][C]38[/C][C]-0.283903[/C][C]-2.2174[/C][C]0.015167[/C][/ROW]
[ROW][C]39[/C][C]-0.219407[/C][C]-1.7136[/C][C]0.045838[/C][/ROW]
[ROW][C]40[/C][C]-0.25981[/C][C]-2.0292[/C][C]0.023405[/C][/ROW]
[ROW][C]41[/C][C]-0.278749[/C][C]-2.1771[/C][C]0.016676[/C][/ROW]
[ROW][C]42[/C][C]-0.189021[/C][C]-1.4763[/C][C]0.072504[/C][/ROW]
[ROW][C]43[/C][C]-0.254402[/C][C]-1.9869[/C][C]0.025712[/C][/ROW]
[ROW][C]44[/C][C]-0.289112[/C][C]-2.258[/C][C]0.013766[/C][/ROW]
[ROW][C]45[/C][C]-0.237986[/C][C]-1.8587[/C][C]0.033946[/C][/ROW]
[ROW][C]46[/C][C]-0.269872[/C][C]-2.1078[/C][C]0.019584[/C][/ROW]
[ROW][C]47[/C][C]-0.233451[/C][C]-1.8233[/C][C]0.036578[/C][/ROW]
[ROW][C]48[/C][C]-0.157468[/C][C]-1.2299[/C][C]0.111735[/C][/ROW]
[ROW][C]49[/C][C]-0.124947[/C][C]-0.9759[/C][C]0.166492[/C][/ROW]
[ROW][C]50[/C][C]-0.103309[/C][C]-0.8069[/C][C]0.211439[/C][/ROW]
[ROW][C]51[/C][C]-0.084454[/C][C]-0.6596[/C][C]0.255994[/C][/ROW]
[ROW][C]52[/C][C]-0.08767[/C][C]-0.6847[/C][C]0.248056[/C][/ROW]
[ROW][C]53[/C][C]-0.090446[/C][C]-0.7064[/C][C]0.241312[/C][/ROW]
[ROW][C]54[/C][C]-0.091444[/C][C]-0.7142[/C][C]0.238914[/C][/ROW]
[ROW][C]55[/C][C]-0.119637[/C][C]-0.9344[/C][C]0.176893[/C][/ROW]
[ROW][C]56[/C][C]-0.085383[/C][C]-0.6669[/C][C]0.253687[/C][/ROW]
[ROW][C]57[/C][C]-0.030133[/C][C]-0.2353[/C][C]0.407364[/C][/ROW]
[ROW][C]58[/C][C]-0.007623[/C][C]-0.0595[/C][C]0.476358[/C][/ROW]
[ROW][C]59[/C][C]0.018779[/C][C]0.1467[/C][C]0.44194[/C][/ROW]
[ROW][C]60[/C][C]0.014772[/C][C]0.1154[/C][C]0.454265[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110928&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110928&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	0.444616	3.4726	0.000477
2	0.421613	3.2929	0.000826
3	0.547434	4.2756	3.4e-05
4	0.38581	3.0133	0.00188
5	0.344723	2.6924	0.004573
6	0.371944	2.905	0.002555
7	0.368838	2.8807	0.002734
8	0.338564	2.6443	0.005197
9	0.366219	2.8603	0.002894
10	0.346343	2.705	0.004421
11	0.113141	0.8837	0.190176
12	0.273146	2.1333	0.018464
13	0.149297	1.166	0.124067
14	0.094273	0.7363	0.232187
15	0.083406	0.6514	0.258612
16	0.094935	0.7415	0.230627
17	0.095852	0.7486	0.228479
18	0.030073	0.2349	0.407546
19	-0.000751	-0.0059	0.497671
20	-0.014188	-0.1108	0.456064
21	-0.004844	-0.0378	0.484973
22	0.027033	0.2111	0.416743
23	-0.09749	-0.7614	0.22467
24	-0.009818	-0.0767	0.469564
25	-0.011956	-0.0934	0.462954
26	-0.060893	-0.4756	0.318033
27	-0.104765	-0.8182	0.208203
28	-0.097247	-0.7595	0.225233
29	-0.088119	-0.6882	0.246959
30	-0.107318	-0.8382	0.2026
31	-0.188541	-1.4726	0.073006
32	-0.148225	-1.1577	0.125755
33	-0.145577	-1.137	0.129994
34	-0.20716	-1.618	0.055415
35	-0.193055	-1.5078	0.068383
36	-0.194583	-1.5197	0.066871
37	-0.258056	-2.0155	0.024133
38	-0.283903	-2.2174	0.015167
39	-0.219407	-1.7136	0.045838
40	-0.25981	-2.0292	0.023405
41	-0.278749	-2.1771	0.016676
42	-0.189021	-1.4763	0.072504
43	-0.254402	-1.9869	0.025712
44	-0.289112	-2.258	0.013766
45	-0.237986	-1.8587	0.033946
46	-0.269872	-2.1078	0.019584
47	-0.233451	-1.8233	0.036578
48	-0.157468	-1.2299	0.111735
49	-0.124947	-0.9759	0.166492
50	-0.103309	-0.8069	0.211439
51	-0.084454	-0.6596	0.255994
52	-0.08767	-0.6847	0.248056
53	-0.090446	-0.7064	0.241312
54	-0.091444	-0.7142	0.238914
55	-0.119637	-0.9344	0.176893
56	-0.085383	-0.6669	0.253687
57	-0.030133	-0.2353	0.407364
58	-0.007623	-0.0595	0.476358
59	0.018779	0.1467	0.44194
60	0.014772	0.1154	0.454265

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.444616	3.4726	0.000477
2	0.279104	2.1799	0.016568
3	0.389561	3.0426	0.001728
4	0.050405	0.3937	0.347596
5	0.013183	0.103	0.459167
6	0.030276	0.2365	0.406932
7	0.108795	0.8497	0.199403
8	0.070549	0.551	0.291821
9	0.09741	0.7608	0.224854
10	0.029646	0.2315	0.408833
11	-0.327248	-2.5559	0.00655
12	0.055502	0.4335	0.333097
13	-0.144641	-1.1297	0.131516
14	0.048121	0.3758	0.35417
15	-0.147109	-1.149	0.127529
16	0.027058	0.2113	0.416666
17	0.011983	0.0936	0.462872
18	-0.017517	-0.1368	0.445816
19	-0.073673	-0.5754	0.283567
20	-0.028284	-0.2209	0.412951
21	0.113651	0.8876	0.189109
22	0.062944	0.4916	0.312379
23	-0.015206	-0.1188	0.452926
24	-0.011991	-0.0937	0.462846
25	0.039817	0.311	0.378437
26	-0.043285	-0.3381	0.368236
27	-0.07521	-0.5874	0.279549
28	-0.042785	-0.3342	0.369701
29	-0.011124	-0.0869	0.465526
30	-0.020382	-0.1592	0.437023
31	-0.201423	-1.5732	0.060427
32	-0.028702	-0.2242	0.411689
33	-0.014048	-0.1097	0.456497
34	-0.11689	-0.9129	0.182433
35	0.023934	0.1869	0.426167
36	-0.007934	-0.062	0.475395
37	-0.036854	-0.2878	0.387224
38	-0.194323	-1.5177	0.067127
39	0.098808	0.7717	0.22163
40	0.057864	0.4519	0.326462
41	0.084214	0.6577	0.256593
42	-0.008555	-0.0668	0.473472
43	-0.011026	-0.0861	0.465827
44	-0.031976	-0.2497	0.401815
45	-0.06599	-0.5154	0.30407
46	-0.031399	-0.2452	0.40355
47	0.080463	0.6284	0.266032
48	0.210175	1.6415	0.052918
49	0.029032	0.2267	0.41069
50	0.068304	0.5335	0.297823
51	-0.076164	-0.5949	0.277069
52	-0.037241	-0.2909	0.386073
53	-0.007304	-0.057	0.477349
54	-0.046012	-0.3594	0.360282
55	-0.05149	-0.4022	0.344489
56	-0.071219	-0.5562	0.290041
57	-0.083624	-0.6531	0.258066
58	-0.011362	-0.0887	0.464791
59	0.090288	0.7052	0.241693
60	0.005857	0.0457	0.481831

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.444616 & 3.4726 & 0.000477 \tabularnewline
2 & 0.279104 & 2.1799 & 0.016568 \tabularnewline
3 & 0.389561 & 3.0426 & 0.001728 \tabularnewline
4 & 0.050405 & 0.3937 & 0.347596 \tabularnewline
5 & 0.013183 & 0.103 & 0.459167 \tabularnewline
6 & 0.030276 & 0.2365 & 0.406932 \tabularnewline
7 & 0.108795 & 0.8497 & 0.199403 \tabularnewline
8 & 0.070549 & 0.551 & 0.291821 \tabularnewline
9 & 0.09741 & 0.7608 & 0.224854 \tabularnewline
10 & 0.029646 & 0.2315 & 0.408833 \tabularnewline
11 & -0.327248 & -2.5559 & 0.00655 \tabularnewline
12 & 0.055502 & 0.4335 & 0.333097 \tabularnewline
13 & -0.144641 & -1.1297 & 0.131516 \tabularnewline
14 & 0.048121 & 0.3758 & 0.35417 \tabularnewline
15 & -0.147109 & -1.149 & 0.127529 \tabularnewline
16 & 0.027058 & 0.2113 & 0.416666 \tabularnewline
17 & 0.011983 & 0.0936 & 0.462872 \tabularnewline
18 & -0.017517 & -0.1368 & 0.445816 \tabularnewline
19 & -0.073673 & -0.5754 & 0.283567 \tabularnewline
20 & -0.028284 & -0.2209 & 0.412951 \tabularnewline
21 & 0.113651 & 0.8876 & 0.189109 \tabularnewline
22 & 0.062944 & 0.4916 & 0.312379 \tabularnewline
23 & -0.015206 & -0.1188 & 0.452926 \tabularnewline
24 & -0.011991 & -0.0937 & 0.462846 \tabularnewline
25 & 0.039817 & 0.311 & 0.378437 \tabularnewline
26 & -0.043285 & -0.3381 & 0.368236 \tabularnewline
27 & -0.07521 & -0.5874 & 0.279549 \tabularnewline
28 & -0.042785 & -0.3342 & 0.369701 \tabularnewline
29 & -0.011124 & -0.0869 & 0.465526 \tabularnewline
30 & -0.020382 & -0.1592 & 0.437023 \tabularnewline
31 & -0.201423 & -1.5732 & 0.060427 \tabularnewline
32 & -0.028702 & -0.2242 & 0.411689 \tabularnewline
33 & -0.014048 & -0.1097 & 0.456497 \tabularnewline
34 & -0.11689 & -0.9129 & 0.182433 \tabularnewline
35 & 0.023934 & 0.1869 & 0.426167 \tabularnewline
36 & -0.007934 & -0.062 & 0.475395 \tabularnewline
37 & -0.036854 & -0.2878 & 0.387224 \tabularnewline
38 & -0.194323 & -1.5177 & 0.067127 \tabularnewline
39 & 0.098808 & 0.7717 & 0.22163 \tabularnewline
40 & 0.057864 & 0.4519 & 0.326462 \tabularnewline
41 & 0.084214 & 0.6577 & 0.256593 \tabularnewline
42 & -0.008555 & -0.0668 & 0.473472 \tabularnewline
43 & -0.011026 & -0.0861 & 0.465827 \tabularnewline
44 & -0.031976 & -0.2497 & 0.401815 \tabularnewline
45 & -0.06599 & -0.5154 & 0.30407 \tabularnewline
46 & -0.031399 & -0.2452 & 0.40355 \tabularnewline
47 & 0.080463 & 0.6284 & 0.266032 \tabularnewline
48 & 0.210175 & 1.6415 & 0.052918 \tabularnewline
49 & 0.029032 & 0.2267 & 0.41069 \tabularnewline
50 & 0.068304 & 0.5335 & 0.297823 \tabularnewline
51 & -0.076164 & -0.5949 & 0.277069 \tabularnewline
52 & -0.037241 & -0.2909 & 0.386073 \tabularnewline
53 & -0.007304 & -0.057 & 0.477349 \tabularnewline
54 & -0.046012 & -0.3594 & 0.360282 \tabularnewline
55 & -0.05149 & -0.4022 & 0.344489 \tabularnewline
56 & -0.071219 & -0.5562 & 0.290041 \tabularnewline
57 & -0.083624 & -0.6531 & 0.258066 \tabularnewline
58 & -0.011362 & -0.0887 & 0.464791 \tabularnewline
59 & 0.090288 & 0.7052 & 0.241693 \tabularnewline
60 & 0.005857 & 0.0457 & 0.481831 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110928&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]0.444616[/C][C]3.4726[/C][C]0.000477[/C][/ROW]
[ROW][C]2[/C][C]0.279104[/C][C]2.1799[/C][C]0.016568[/C][/ROW]
[ROW][C]3[/C][C]0.389561[/C][C]3.0426[/C][C]0.001728[/C][/ROW]
[ROW][C]4[/C][C]0.050405[/C][C]0.3937[/C][C]0.347596[/C][/ROW]
[ROW][C]5[/C][C]0.013183[/C][C]0.103[/C][C]0.459167[/C][/ROW]
[ROW][C]6[/C][C]0.030276[/C][C]0.2365[/C][C]0.406932[/C][/ROW]
[ROW][C]7[/C][C]0.108795[/C][C]0.8497[/C][C]0.199403[/C][/ROW]
[ROW][C]8[/C][C]0.070549[/C][C]0.551[/C][C]0.291821[/C][/ROW]
[ROW][C]9[/C][C]0.09741[/C][C]0.7608[/C][C]0.224854[/C][/ROW]
[ROW][C]10[/C][C]0.029646[/C][C]0.2315[/C][C]0.408833[/C][/ROW]
[ROW][C]11[/C][C]-0.327248[/C][C]-2.5559[/C][C]0.00655[/C][/ROW]
[ROW][C]12[/C][C]0.055502[/C][C]0.4335[/C][C]0.333097[/C][/ROW]
[ROW][C]13[/C][C]-0.144641[/C][C]-1.1297[/C][C]0.131516[/C][/ROW]
[ROW][C]14[/C][C]0.048121[/C][C]0.3758[/C][C]0.35417[/C][/ROW]
[ROW][C]15[/C][C]-0.147109[/C][C]-1.149[/C][C]0.127529[/C][/ROW]
[ROW][C]16[/C][C]0.027058[/C][C]0.2113[/C][C]0.416666[/C][/ROW]
[ROW][C]17[/C][C]0.011983[/C][C]0.0936[/C][C]0.462872[/C][/ROW]
[ROW][C]18[/C][C]-0.017517[/C][C]-0.1368[/C][C]0.445816[/C][/ROW]
[ROW][C]19[/C][C]-0.073673[/C][C]-0.5754[/C][C]0.283567[/C][/ROW]
[ROW][C]20[/C][C]-0.028284[/C][C]-0.2209[/C][C]0.412951[/C][/ROW]
[ROW][C]21[/C][C]0.113651[/C][C]0.8876[/C][C]0.189109[/C][/ROW]
[ROW][C]22[/C][C]0.062944[/C][C]0.4916[/C][C]0.312379[/C][/ROW]
[ROW][C]23[/C][C]-0.015206[/C][C]-0.1188[/C][C]0.452926[/C][/ROW]
[ROW][C]24[/C][C]-0.011991[/C][C]-0.0937[/C][C]0.462846[/C][/ROW]
[ROW][C]25[/C][C]0.039817[/C][C]0.311[/C][C]0.378437[/C][/ROW]
[ROW][C]26[/C][C]-0.043285[/C][C]-0.3381[/C][C]0.368236[/C][/ROW]
[ROW][C]27[/C][C]-0.07521[/C][C]-0.5874[/C][C]0.279549[/C][/ROW]
[ROW][C]28[/C][C]-0.042785[/C][C]-0.3342[/C][C]0.369701[/C][/ROW]
[ROW][C]29[/C][C]-0.011124[/C][C]-0.0869[/C][C]0.465526[/C][/ROW]
[ROW][C]30[/C][C]-0.020382[/C][C]-0.1592[/C][C]0.437023[/C][/ROW]
[ROW][C]31[/C][C]-0.201423[/C][C]-1.5732[/C][C]0.060427[/C][/ROW]
[ROW][C]32[/C][C]-0.028702[/C][C]-0.2242[/C][C]0.411689[/C][/ROW]
[ROW][C]33[/C][C]-0.014048[/C][C]-0.1097[/C][C]0.456497[/C][/ROW]
[ROW][C]34[/C][C]-0.11689[/C][C]-0.9129[/C][C]0.182433[/C][/ROW]
[ROW][C]35[/C][C]0.023934[/C][C]0.1869[/C][C]0.426167[/C][/ROW]
[ROW][C]36[/C][C]-0.007934[/C][C]-0.062[/C][C]0.475395[/C][/ROW]
[ROW][C]37[/C][C]-0.036854[/C][C]-0.2878[/C][C]0.387224[/C][/ROW]
[ROW][C]38[/C][C]-0.194323[/C][C]-1.5177[/C][C]0.067127[/C][/ROW]
[ROW][C]39[/C][C]0.098808[/C][C]0.7717[/C][C]0.22163[/C][/ROW]
[ROW][C]40[/C][C]0.057864[/C][C]0.4519[/C][C]0.326462[/C][/ROW]
[ROW][C]41[/C][C]0.084214[/C][C]0.6577[/C][C]0.256593[/C][/ROW]
[ROW][C]42[/C][C]-0.008555[/C][C]-0.0668[/C][C]0.473472[/C][/ROW]
[ROW][C]43[/C][C]-0.011026[/C][C]-0.0861[/C][C]0.465827[/C][/ROW]
[ROW][C]44[/C][C]-0.031976[/C][C]-0.2497[/C][C]0.401815[/C][/ROW]
[ROW][C]45[/C][C]-0.06599[/C][C]-0.5154[/C][C]0.30407[/C][/ROW]
[ROW][C]46[/C][C]-0.031399[/C][C]-0.2452[/C][C]0.40355[/C][/ROW]
[ROW][C]47[/C][C]0.080463[/C][C]0.6284[/C][C]0.266032[/C][/ROW]
[ROW][C]48[/C][C]0.210175[/C][C]1.6415[/C][C]0.052918[/C][/ROW]
[ROW][C]49[/C][C]0.029032[/C][C]0.2267[/C][C]0.41069[/C][/ROW]
[ROW][C]50[/C][C]0.068304[/C][C]0.5335[/C][C]0.297823[/C][/ROW]
[ROW][C]51[/C][C]-0.076164[/C][C]-0.5949[/C][C]0.277069[/C][/ROW]
[ROW][C]52[/C][C]-0.037241[/C][C]-0.2909[/C][C]0.386073[/C][/ROW]
[ROW][C]53[/C][C]-0.007304[/C][C]-0.057[/C][C]0.477349[/C][/ROW]
[ROW][C]54[/C][C]-0.046012[/C][C]-0.3594[/C][C]0.360282[/C][/ROW]
[ROW][C]55[/C][C]-0.05149[/C][C]-0.4022[/C][C]0.344489[/C][/ROW]
[ROW][C]56[/C][C]-0.071219[/C][C]-0.5562[/C][C]0.290041[/C][/ROW]
[ROW][C]57[/C][C]-0.083624[/C][C]-0.6531[/C][C]0.258066[/C][/ROW]
[ROW][C]58[/C][C]-0.011362[/C][C]-0.0887[/C][C]0.464791[/C][/ROW]
[ROW][C]59[/C][C]0.090288[/C][C]0.7052[/C][C]0.241693[/C][/ROW]
[ROW][C]60[/C][C]0.005857[/C][C]0.0457[/C][C]0.481831[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110928&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110928&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	0.444616	3.4726	0.000477
2	0.279104	2.1799	0.016568
3	0.389561	3.0426	0.001728
4	0.050405	0.3937	0.347596
5	0.013183	0.103	0.459167
6	0.030276	0.2365	0.406932
7	0.108795	0.8497	0.199403
8	0.070549	0.551	0.291821
9	0.09741	0.7608	0.224854
10	0.029646	0.2315	0.408833
11	-0.327248	-2.5559	0.00655
12	0.055502	0.4335	0.333097
13	-0.144641	-1.1297	0.131516
14	0.048121	0.3758	0.35417
15	-0.147109	-1.149	0.127529
16	0.027058	0.2113	0.416666
17	0.011983	0.0936	0.462872
18	-0.017517	-0.1368	0.445816
19	-0.073673	-0.5754	0.283567
20	-0.028284	-0.2209	0.412951
21	0.113651	0.8876	0.189109
22	0.062944	0.4916	0.312379
23	-0.015206	-0.1188	0.452926
24	-0.011991	-0.0937	0.462846
25	0.039817	0.311	0.378437
26	-0.043285	-0.3381	0.368236
27	-0.07521	-0.5874	0.279549
28	-0.042785	-0.3342	0.369701
29	-0.011124	-0.0869	0.465526
30	-0.020382	-0.1592	0.437023
31	-0.201423	-1.5732	0.060427
32	-0.028702	-0.2242	0.411689
33	-0.014048	-0.1097	0.456497
34	-0.11689	-0.9129	0.182433
35	0.023934	0.1869	0.426167
36	-0.007934	-0.062	0.475395
37	-0.036854	-0.2878	0.387224
38	-0.194323	-1.5177	0.067127
39	0.098808	0.7717	0.22163
40	0.057864	0.4519	0.326462
41	0.084214	0.6577	0.256593
42	-0.008555	-0.0668	0.473472
43	-0.011026	-0.0861	0.465827
44	-0.031976	-0.2497	0.401815
45	-0.06599	-0.5154	0.30407
46	-0.031399	-0.2452	0.40355
47	0.080463	0.6284	0.266032
48	0.210175	1.6415	0.052918
49	0.029032	0.2267	0.41069
50	0.068304	0.5335	0.297823
51	-0.076164	-0.5949	0.277069
52	-0.037241	-0.2909	0.386073
53	-0.007304	-0.057	0.477349
54	-0.046012	-0.3594	0.360282
55	-0.05149	-0.4022	0.344489
56	-0.071219	-0.5562	0.290041
57	-0.083624	-0.6531	0.258066
58	-0.011362	-0.0887	0.464791
59	0.090288	0.7052	0.241693
60	0.005857	0.0457	0.481831

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 = ;

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