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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 16 Dec 2010 14:10:37 +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/t1292508507lb5aw0ap03tqp5k.htm/, Retrieved Fri, 03 May 2024 11:04:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110942, Retrieved Fri, 03 May 2024 11:04:34 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

132

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] [94f4aa1c01e87d8321fffb341ed4df07]
-    D            [(Partial) Autocorrelation Function] [] [2010-12-16 14:10:37] [d1991ab4912b5ede0ff54c26afa5d84c] [Current]
-   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=110942&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=110942&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110942&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	0.451202	3.524	0.000406
2	0.477395	3.7286	0.000212
3	0.441192	3.4458	0.000518
4	0.295609	2.3088	0.01218
5	0.250529	1.9567	0.027482
6	0.248089	1.9376	0.02865
7	0.221457	1.7296	0.044377
8	0.289415	2.2604	0.013688
9	0.294413	2.2994	0.012459
10	0.193977	1.515	0.067467
11	0.180404	1.409	0.081956
12	0.209454	1.6359	0.053506
13	0.120103	0.938	0.175963
14	0.12061	0.942	0.174956
15	0.061532	0.4806	0.316268
16	0.01841	0.1438	0.44307
17	0.062182	0.4857	0.314476
18	-0.039322	-0.3071	0.3799
19	-0.104567	-0.8167	0.20864
20	-0.074055	-0.5784	0.282565
21	-0.036487	-0.285	0.388317
22	-0.044818	-0.35	0.363757
23	-0.044314	-0.3461	0.365227
24	0.073568	0.5746	0.283843
25	0.110899	0.8662	0.194901
26	0.0146	0.114	0.454794
27	0.071438	0.5579	0.289461
28	-0.017369	-0.1357	0.446271
29	-0.062236	-0.4861	0.314326
30	-0.092596	-0.7232	0.23616
31	-0.131424	-1.0265	0.154365
32	-0.072295	-0.5646	0.287194
33	-0.143587	-1.1214	0.133247
34	-0.135657	-1.0595	0.146772
35	-0.167677	-1.3096	0.097622
36	-0.155335	-1.2132	0.114864
37	-0.158841	-1.2406	0.109755
38	-0.194731	-1.5209	0.066726
39	-0.153713	-1.2005	0.117286
40	-0.2178	-1.7011	0.047011
41	-0.167452	-1.3078	0.097918
42	-0.218708	-1.7082	0.046345
43	-0.227827	-1.7794	0.040079
44	-0.270843	-2.1153	0.019246
45	-0.25331	-1.9784	0.026201
46	-0.262348	-2.049	0.022385
47	-0.270169	-2.1101	0.01948
48	-0.176347	-1.3773	0.086724
49	-0.122677	-0.9581	0.170889
50	-0.092605	-0.7233	0.236141
51	-0.071913	-0.5617	0.288205
52	-0.060017	-0.4687	0.32046
53	-0.089861	-0.7018	0.242726
54	-0.103884	-0.8114	0.210156
55	-0.1187	-0.9271	0.178771
56	-0.087243	-0.6814	0.249101
57	-0.051904	-0.4054	0.343306
58	-0.018872	-0.1474	0.441652
59	0.000264	0.0021	0.499182
60	0.004761	0.0372	0.485228

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.451202 & 3.524 & 0.000406 \tabularnewline
2 & 0.477395 & 3.7286 & 0.000212 \tabularnewline
3 & 0.441192 & 3.4458 & 0.000518 \tabularnewline
4 & 0.295609 & 2.3088 & 0.01218 \tabularnewline
5 & 0.250529 & 1.9567 & 0.027482 \tabularnewline
6 & 0.248089 & 1.9376 & 0.02865 \tabularnewline
7 & 0.221457 & 1.7296 & 0.044377 \tabularnewline
8 & 0.289415 & 2.2604 & 0.013688 \tabularnewline
9 & 0.294413 & 2.2994 & 0.012459 \tabularnewline
10 & 0.193977 & 1.515 & 0.067467 \tabularnewline
11 & 0.180404 & 1.409 & 0.081956 \tabularnewline
12 & 0.209454 & 1.6359 & 0.053506 \tabularnewline
13 & 0.120103 & 0.938 & 0.175963 \tabularnewline
14 & 0.12061 & 0.942 & 0.174956 \tabularnewline
15 & 0.061532 & 0.4806 & 0.316268 \tabularnewline
16 & 0.01841 & 0.1438 & 0.44307 \tabularnewline
17 & 0.062182 & 0.4857 & 0.314476 \tabularnewline
18 & -0.039322 & -0.3071 & 0.3799 \tabularnewline
19 & -0.104567 & -0.8167 & 0.20864 \tabularnewline
20 & -0.074055 & -0.5784 & 0.282565 \tabularnewline
21 & -0.036487 & -0.285 & 0.388317 \tabularnewline
22 & -0.044818 & -0.35 & 0.363757 \tabularnewline
23 & -0.044314 & -0.3461 & 0.365227 \tabularnewline
24 & 0.073568 & 0.5746 & 0.283843 \tabularnewline
25 & 0.110899 & 0.8662 & 0.194901 \tabularnewline
26 & 0.0146 & 0.114 & 0.454794 \tabularnewline
27 & 0.071438 & 0.5579 & 0.289461 \tabularnewline
28 & -0.017369 & -0.1357 & 0.446271 \tabularnewline
29 & -0.062236 & -0.4861 & 0.314326 \tabularnewline
30 & -0.092596 & -0.7232 & 0.23616 \tabularnewline
31 & -0.131424 & -1.0265 & 0.154365 \tabularnewline
32 & -0.072295 & -0.5646 & 0.287194 \tabularnewline
33 & -0.143587 & -1.1214 & 0.133247 \tabularnewline
34 & -0.135657 & -1.0595 & 0.146772 \tabularnewline
35 & -0.167677 & -1.3096 & 0.097622 \tabularnewline
36 & -0.155335 & -1.2132 & 0.114864 \tabularnewline
37 & -0.158841 & -1.2406 & 0.109755 \tabularnewline
38 & -0.194731 & -1.5209 & 0.066726 \tabularnewline
39 & -0.153713 & -1.2005 & 0.117286 \tabularnewline
40 & -0.2178 & -1.7011 & 0.047011 \tabularnewline
41 & -0.167452 & -1.3078 & 0.097918 \tabularnewline
42 & -0.218708 & -1.7082 & 0.046345 \tabularnewline
43 & -0.227827 & -1.7794 & 0.040079 \tabularnewline
44 & -0.270843 & -2.1153 & 0.019246 \tabularnewline
45 & -0.25331 & -1.9784 & 0.026201 \tabularnewline
46 & -0.262348 & -2.049 & 0.022385 \tabularnewline
47 & -0.270169 & -2.1101 & 0.01948 \tabularnewline
48 & -0.176347 & -1.3773 & 0.086724 \tabularnewline
49 & -0.122677 & -0.9581 & 0.170889 \tabularnewline
50 & -0.092605 & -0.7233 & 0.236141 \tabularnewline
51 & -0.071913 & -0.5617 & 0.288205 \tabularnewline
52 & -0.060017 & -0.4687 & 0.32046 \tabularnewline
53 & -0.089861 & -0.7018 & 0.242726 \tabularnewline
54 & -0.103884 & -0.8114 & 0.210156 \tabularnewline
55 & -0.1187 & -0.9271 & 0.178771 \tabularnewline
56 & -0.087243 & -0.6814 & 0.249101 \tabularnewline
57 & -0.051904 & -0.4054 & 0.343306 \tabularnewline
58 & -0.018872 & -0.1474 & 0.441652 \tabularnewline
59 & 0.000264 & 0.0021 & 0.499182 \tabularnewline
60 & 0.004761 & 0.0372 & 0.485228 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110942&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]0.451202[/C][C]3.524[/C][C]0.000406[/C][/ROW]
[ROW][C]2[/C][C]0.477395[/C][C]3.7286[/C][C]0.000212[/C][/ROW]
[ROW][C]3[/C][C]0.441192[/C][C]3.4458[/C][C]0.000518[/C][/ROW]
[ROW][C]4[/C][C]0.295609[/C][C]2.3088[/C][C]0.01218[/C][/ROW]
[ROW][C]5[/C][C]0.250529[/C][C]1.9567[/C][C]0.027482[/C][/ROW]
[ROW][C]6[/C][C]0.248089[/C][C]1.9376[/C][C]0.02865[/C][/ROW]
[ROW][C]7[/C][C]0.221457[/C][C]1.7296[/C][C]0.044377[/C][/ROW]
[ROW][C]8[/C][C]0.289415[/C][C]2.2604[/C][C]0.013688[/C][/ROW]
[ROW][C]9[/C][C]0.294413[/C][C]2.2994[/C][C]0.012459[/C][/ROW]
[ROW][C]10[/C][C]0.193977[/C][C]1.515[/C][C]0.067467[/C][/ROW]
[ROW][C]11[/C][C]0.180404[/C][C]1.409[/C][C]0.081956[/C][/ROW]
[ROW][C]12[/C][C]0.209454[/C][C]1.6359[/C][C]0.053506[/C][/ROW]
[ROW][C]13[/C][C]0.120103[/C][C]0.938[/C][C]0.175963[/C][/ROW]
[ROW][C]14[/C][C]0.12061[/C][C]0.942[/C][C]0.174956[/C][/ROW]
[ROW][C]15[/C][C]0.061532[/C][C]0.4806[/C][C]0.316268[/C][/ROW]
[ROW][C]16[/C][C]0.01841[/C][C]0.1438[/C][C]0.44307[/C][/ROW]
[ROW][C]17[/C][C]0.062182[/C][C]0.4857[/C][C]0.314476[/C][/ROW]
[ROW][C]18[/C][C]-0.039322[/C][C]-0.3071[/C][C]0.3799[/C][/ROW]
[ROW][C]19[/C][C]-0.104567[/C][C]-0.8167[/C][C]0.20864[/C][/ROW]
[ROW][C]20[/C][C]-0.074055[/C][C]-0.5784[/C][C]0.282565[/C][/ROW]
[ROW][C]21[/C][C]-0.036487[/C][C]-0.285[/C][C]0.388317[/C][/ROW]
[ROW][C]22[/C][C]-0.044818[/C][C]-0.35[/C][C]0.363757[/C][/ROW]
[ROW][C]23[/C][C]-0.044314[/C][C]-0.3461[/C][C]0.365227[/C][/ROW]
[ROW][C]24[/C][C]0.073568[/C][C]0.5746[/C][C]0.283843[/C][/ROW]
[ROW][C]25[/C][C]0.110899[/C][C]0.8662[/C][C]0.194901[/C][/ROW]
[ROW][C]26[/C][C]0.0146[/C][C]0.114[/C][C]0.454794[/C][/ROW]
[ROW][C]27[/C][C]0.071438[/C][C]0.5579[/C][C]0.289461[/C][/ROW]
[ROW][C]28[/C][C]-0.017369[/C][C]-0.1357[/C][C]0.446271[/C][/ROW]
[ROW][C]29[/C][C]-0.062236[/C][C]-0.4861[/C][C]0.314326[/C][/ROW]
[ROW][C]30[/C][C]-0.092596[/C][C]-0.7232[/C][C]0.23616[/C][/ROW]
[ROW][C]31[/C][C]-0.131424[/C][C]-1.0265[/C][C]0.154365[/C][/ROW]
[ROW][C]32[/C][C]-0.072295[/C][C]-0.5646[/C][C]0.287194[/C][/ROW]
[ROW][C]33[/C][C]-0.143587[/C][C]-1.1214[/C][C]0.133247[/C][/ROW]
[ROW][C]34[/C][C]-0.135657[/C][C]-1.0595[/C][C]0.146772[/C][/ROW]
[ROW][C]35[/C][C]-0.167677[/C][C]-1.3096[/C][C]0.097622[/C][/ROW]
[ROW][C]36[/C][C]-0.155335[/C][C]-1.2132[/C][C]0.114864[/C][/ROW]
[ROW][C]37[/C][C]-0.158841[/C][C]-1.2406[/C][C]0.109755[/C][/ROW]
[ROW][C]38[/C][C]-0.194731[/C][C]-1.5209[/C][C]0.066726[/C][/ROW]
[ROW][C]39[/C][C]-0.153713[/C][C]-1.2005[/C][C]0.117286[/C][/ROW]
[ROW][C]40[/C][C]-0.2178[/C][C]-1.7011[/C][C]0.047011[/C][/ROW]
[ROW][C]41[/C][C]-0.167452[/C][C]-1.3078[/C][C]0.097918[/C][/ROW]
[ROW][C]42[/C][C]-0.218708[/C][C]-1.7082[/C][C]0.046345[/C][/ROW]
[ROW][C]43[/C][C]-0.227827[/C][C]-1.7794[/C][C]0.040079[/C][/ROW]
[ROW][C]44[/C][C]-0.270843[/C][C]-2.1153[/C][C]0.019246[/C][/ROW]
[ROW][C]45[/C][C]-0.25331[/C][C]-1.9784[/C][C]0.026201[/C][/ROW]
[ROW][C]46[/C][C]-0.262348[/C][C]-2.049[/C][C]0.022385[/C][/ROW]
[ROW][C]47[/C][C]-0.270169[/C][C]-2.1101[/C][C]0.01948[/C][/ROW]
[ROW][C]48[/C][C]-0.176347[/C][C]-1.3773[/C][C]0.086724[/C][/ROW]
[ROW][C]49[/C][C]-0.122677[/C][C]-0.9581[/C][C]0.170889[/C][/ROW]
[ROW][C]50[/C][C]-0.092605[/C][C]-0.7233[/C][C]0.236141[/C][/ROW]
[ROW][C]51[/C][C]-0.071913[/C][C]-0.5617[/C][C]0.288205[/C][/ROW]
[ROW][C]52[/C][C]-0.060017[/C][C]-0.4687[/C][C]0.32046[/C][/ROW]
[ROW][C]53[/C][C]-0.089861[/C][C]-0.7018[/C][C]0.242726[/C][/ROW]
[ROW][C]54[/C][C]-0.103884[/C][C]-0.8114[/C][C]0.210156[/C][/ROW]
[ROW][C]55[/C][C]-0.1187[/C][C]-0.9271[/C][C]0.178771[/C][/ROW]
[ROW][C]56[/C][C]-0.087243[/C][C]-0.6814[/C][C]0.249101[/C][/ROW]
[ROW][C]57[/C][C]-0.051904[/C][C]-0.4054[/C][C]0.343306[/C][/ROW]
[ROW][C]58[/C][C]-0.018872[/C][C]-0.1474[/C][C]0.441652[/C][/ROW]
[ROW][C]59[/C][C]0.000264[/C][C]0.0021[/C][C]0.499182[/C][/ROW]
[ROW][C]60[/C][C]0.004761[/C][C]0.0372[/C][C]0.485228[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110942&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110942&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	0.451202	3.524	0.000406
2	0.477395	3.7286	0.000212
3	0.441192	3.4458	0.000518
4	0.295609	2.3088	0.01218
5	0.250529	1.9567	0.027482
6	0.248089	1.9376	0.02865
7	0.221457	1.7296	0.044377
8	0.289415	2.2604	0.013688
9	0.294413	2.2994	0.012459
10	0.193977	1.515	0.067467
11	0.180404	1.409	0.081956
12	0.209454	1.6359	0.053506
13	0.120103	0.938	0.175963
14	0.12061	0.942	0.174956
15	0.061532	0.4806	0.316268
16	0.01841	0.1438	0.44307
17	0.062182	0.4857	0.314476
18	-0.039322	-0.3071	0.3799
19	-0.104567	-0.8167	0.20864
20	-0.074055	-0.5784	0.282565
21	-0.036487	-0.285	0.388317
22	-0.044818	-0.35	0.363757
23	-0.044314	-0.3461	0.365227
24	0.073568	0.5746	0.283843
25	0.110899	0.8662	0.194901
26	0.0146	0.114	0.454794
27	0.071438	0.5579	0.289461
28	-0.017369	-0.1357	0.446271
29	-0.062236	-0.4861	0.314326
30	-0.092596	-0.7232	0.23616
31	-0.131424	-1.0265	0.154365
32	-0.072295	-0.5646	0.287194
33	-0.143587	-1.1214	0.133247
34	-0.135657	-1.0595	0.146772
35	-0.167677	-1.3096	0.097622
36	-0.155335	-1.2132	0.114864
37	-0.158841	-1.2406	0.109755
38	-0.194731	-1.5209	0.066726
39	-0.153713	-1.2005	0.117286
40	-0.2178	-1.7011	0.047011
41	-0.167452	-1.3078	0.097918
42	-0.218708	-1.7082	0.046345
43	-0.227827	-1.7794	0.040079
44	-0.270843	-2.1153	0.019246
45	-0.25331	-1.9784	0.026201
46	-0.262348	-2.049	0.022385
47	-0.270169	-2.1101	0.01948
48	-0.176347	-1.3773	0.086724
49	-0.122677	-0.9581	0.170889
50	-0.092605	-0.7233	0.236141
51	-0.071913	-0.5617	0.288205
52	-0.060017	-0.4687	0.32046
53	-0.089861	-0.7018	0.242726
54	-0.103884	-0.8114	0.210156
55	-0.1187	-0.9271	0.178771
56	-0.087243	-0.6814	0.249101
57	-0.051904	-0.4054	0.343306
58	-0.018872	-0.1474	0.441652
59	0.000264	0.0021	0.499182
60	0.004761	0.0372	0.485228

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.451202	3.524	0.000406
2	0.343804	2.6852	0.004661
3	0.206074	1.6095	0.056336
4	-0.047206	-0.3687	0.356818
5	-0.047298	-0.3694	0.35655
6	0.05377	0.42	0.337995
7	0.0731	0.5709	0.285073
8	0.167328	1.3069	0.098081
9	0.107279	0.8379	0.202686
10	-0.112445	-0.8782	0.191634
11	-0.108214	-0.8452	0.200657
12	0.069091	0.5396	0.295712
13	0.015348	0.1199	0.452491
14	0.006384	0.0499	0.480197
15	-0.105048	-0.8205	0.207577
16	-0.119393	-0.9325	0.17738
17	0.028293	0.221	0.412924
18	-0.059338	-0.4634	0.322347
19	-0.121726	-0.9507	0.172751
20	-0.056665	-0.4426	0.329822
21	0.089702	0.7006	0.24311
22	0.090452	0.7065	0.241299
23	-0.004058	-0.0317	0.48741
24	0.148149	1.1571	0.125876
25	0.161522	1.2615	0.10596
26	-0.107179	-0.8371	0.202903
27	0.030801	0.2406	0.405349
28	-0.034379	-0.2685	0.394606
29	-0.105052	-0.8205	0.207568
30	-0.116796	-0.9122	0.182625
31	-0.066836	-0.522	0.301779
32	0.073949	0.5776	0.282843
33	-0.186749	-1.4586	0.074909
34	-0.180451	-1.4094	0.081902
35	-0.113352	-0.8853	0.189734
36	-0.004746	-0.0371	0.485275
37	0.031882	0.249	0.402096
38	-0.072074	-0.5629	0.287777
39	0.008623	0.0674	0.473261
40	-0.029742	-0.2323	0.408543
41	0.057214	0.4469	0.328281
42	0.03062	0.2391	0.405897
43	0.127787	0.9981	0.161099
44	-0.043697	-0.3413	0.367032
45	-0.053054	-0.4144	0.340031
46	-0.009829	-0.0768	0.469531
47	0.044854	0.3503	0.363653
48	0.089528	0.6992	0.243532
49	-0.032376	-0.2529	0.400613
50	0.020069	0.1567	0.437983
51	-0.024729	-0.1931	0.423747
52	-0.063435	-0.4954	0.311034
53	-0.10683	-0.8344	0.203665
54	-0.062159	-0.4855	0.314539
55	0.004256	0.0332	0.486796
56	0.005071	0.0396	0.484267
57	0.008342	0.0652	0.474132
58	0.087884	0.6864	0.247533
59	0.039835	0.3111	0.378386
60	-0.000604	-0.0047	0.498126

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.451202 & 3.524 & 0.000406 \tabularnewline
2 & 0.343804 & 2.6852 & 0.004661 \tabularnewline
3 & 0.206074 & 1.6095 & 0.056336 \tabularnewline
4 & -0.047206 & -0.3687 & 0.356818 \tabularnewline
5 & -0.047298 & -0.3694 & 0.35655 \tabularnewline
6 & 0.05377 & 0.42 & 0.337995 \tabularnewline
7 & 0.0731 & 0.5709 & 0.285073 \tabularnewline
8 & 0.167328 & 1.3069 & 0.098081 \tabularnewline
9 & 0.107279 & 0.8379 & 0.202686 \tabularnewline
10 & -0.112445 & -0.8782 & 0.191634 \tabularnewline
11 & -0.108214 & -0.8452 & 0.200657 \tabularnewline
12 & 0.069091 & 0.5396 & 0.295712 \tabularnewline
13 & 0.015348 & 0.1199 & 0.452491 \tabularnewline
14 & 0.006384 & 0.0499 & 0.480197 \tabularnewline
15 & -0.105048 & -0.8205 & 0.207577 \tabularnewline
16 & -0.119393 & -0.9325 & 0.17738 \tabularnewline
17 & 0.028293 & 0.221 & 0.412924 \tabularnewline
18 & -0.059338 & -0.4634 & 0.322347 \tabularnewline
19 & -0.121726 & -0.9507 & 0.172751 \tabularnewline
20 & -0.056665 & -0.4426 & 0.329822 \tabularnewline
21 & 0.089702 & 0.7006 & 0.24311 \tabularnewline
22 & 0.090452 & 0.7065 & 0.241299 \tabularnewline
23 & -0.004058 & -0.0317 & 0.48741 \tabularnewline
24 & 0.148149 & 1.1571 & 0.125876 \tabularnewline
25 & 0.161522 & 1.2615 & 0.10596 \tabularnewline
26 & -0.107179 & -0.8371 & 0.202903 \tabularnewline
27 & 0.030801 & 0.2406 & 0.405349 \tabularnewline
28 & -0.034379 & -0.2685 & 0.394606 \tabularnewline
29 & -0.105052 & -0.8205 & 0.207568 \tabularnewline
30 & -0.116796 & -0.9122 & 0.182625 \tabularnewline
31 & -0.066836 & -0.522 & 0.301779 \tabularnewline
32 & 0.073949 & 0.5776 & 0.282843 \tabularnewline
33 & -0.186749 & -1.4586 & 0.074909 \tabularnewline
34 & -0.180451 & -1.4094 & 0.081902 \tabularnewline
35 & -0.113352 & -0.8853 & 0.189734 \tabularnewline
36 & -0.004746 & -0.0371 & 0.485275 \tabularnewline
37 & 0.031882 & 0.249 & 0.402096 \tabularnewline
38 & -0.072074 & -0.5629 & 0.287777 \tabularnewline
39 & 0.008623 & 0.0674 & 0.473261 \tabularnewline
40 & -0.029742 & -0.2323 & 0.408543 \tabularnewline
41 & 0.057214 & 0.4469 & 0.328281 \tabularnewline
42 & 0.03062 & 0.2391 & 0.405897 \tabularnewline
43 & 0.127787 & 0.9981 & 0.161099 \tabularnewline
44 & -0.043697 & -0.3413 & 0.367032 \tabularnewline
45 & -0.053054 & -0.4144 & 0.340031 \tabularnewline
46 & -0.009829 & -0.0768 & 0.469531 \tabularnewline
47 & 0.044854 & 0.3503 & 0.363653 \tabularnewline
48 & 0.089528 & 0.6992 & 0.243532 \tabularnewline
49 & -0.032376 & -0.2529 & 0.400613 \tabularnewline
50 & 0.020069 & 0.1567 & 0.437983 \tabularnewline
51 & -0.024729 & -0.1931 & 0.423747 \tabularnewline
52 & -0.063435 & -0.4954 & 0.311034 \tabularnewline
53 & -0.10683 & -0.8344 & 0.203665 \tabularnewline
54 & -0.062159 & -0.4855 & 0.314539 \tabularnewline
55 & 0.004256 & 0.0332 & 0.486796 \tabularnewline
56 & 0.005071 & 0.0396 & 0.484267 \tabularnewline
57 & 0.008342 & 0.0652 & 0.474132 \tabularnewline
58 & 0.087884 & 0.6864 & 0.247533 \tabularnewline
59 & 0.039835 & 0.3111 & 0.378386 \tabularnewline
60 & -0.000604 & -0.0047 & 0.498126 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110942&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]0.451202[/C][C]3.524[/C][C]0.000406[/C][/ROW]
[ROW][C]2[/C][C]0.343804[/C][C]2.6852[/C][C]0.004661[/C][/ROW]
[ROW][C]3[/C][C]0.206074[/C][C]1.6095[/C][C]0.056336[/C][/ROW]
[ROW][C]4[/C][C]-0.047206[/C][C]-0.3687[/C][C]0.356818[/C][/ROW]
[ROW][C]5[/C][C]-0.047298[/C][C]-0.3694[/C][C]0.35655[/C][/ROW]
[ROW][C]6[/C][C]0.05377[/C][C]0.42[/C][C]0.337995[/C][/ROW]
[ROW][C]7[/C][C]0.0731[/C][C]0.5709[/C][C]0.285073[/C][/ROW]
[ROW][C]8[/C][C]0.167328[/C][C]1.3069[/C][C]0.098081[/C][/ROW]
[ROW][C]9[/C][C]0.107279[/C][C]0.8379[/C][C]0.202686[/C][/ROW]
[ROW][C]10[/C][C]-0.112445[/C][C]-0.8782[/C][C]0.191634[/C][/ROW]
[ROW][C]11[/C][C]-0.108214[/C][C]-0.8452[/C][C]0.200657[/C][/ROW]
[ROW][C]12[/C][C]0.069091[/C][C]0.5396[/C][C]0.295712[/C][/ROW]
[ROW][C]13[/C][C]0.015348[/C][C]0.1199[/C][C]0.452491[/C][/ROW]
[ROW][C]14[/C][C]0.006384[/C][C]0.0499[/C][C]0.480197[/C][/ROW]
[ROW][C]15[/C][C]-0.105048[/C][C]-0.8205[/C][C]0.207577[/C][/ROW]
[ROW][C]16[/C][C]-0.119393[/C][C]-0.9325[/C][C]0.17738[/C][/ROW]
[ROW][C]17[/C][C]0.028293[/C][C]0.221[/C][C]0.412924[/C][/ROW]
[ROW][C]18[/C][C]-0.059338[/C][C]-0.4634[/C][C]0.322347[/C][/ROW]
[ROW][C]19[/C][C]-0.121726[/C][C]-0.9507[/C][C]0.172751[/C][/ROW]
[ROW][C]20[/C][C]-0.056665[/C][C]-0.4426[/C][C]0.329822[/C][/ROW]
[ROW][C]21[/C][C]0.089702[/C][C]0.7006[/C][C]0.24311[/C][/ROW]
[ROW][C]22[/C][C]0.090452[/C][C]0.7065[/C][C]0.241299[/C][/ROW]
[ROW][C]23[/C][C]-0.004058[/C][C]-0.0317[/C][C]0.48741[/C][/ROW]
[ROW][C]24[/C][C]0.148149[/C][C]1.1571[/C][C]0.125876[/C][/ROW]
[ROW][C]25[/C][C]0.161522[/C][C]1.2615[/C][C]0.10596[/C][/ROW]
[ROW][C]26[/C][C]-0.107179[/C][C]-0.8371[/C][C]0.202903[/C][/ROW]
[ROW][C]27[/C][C]0.030801[/C][C]0.2406[/C][C]0.405349[/C][/ROW]
[ROW][C]28[/C][C]-0.034379[/C][C]-0.2685[/C][C]0.394606[/C][/ROW]
[ROW][C]29[/C][C]-0.105052[/C][C]-0.8205[/C][C]0.207568[/C][/ROW]
[ROW][C]30[/C][C]-0.116796[/C][C]-0.9122[/C][C]0.182625[/C][/ROW]
[ROW][C]31[/C][C]-0.066836[/C][C]-0.522[/C][C]0.301779[/C][/ROW]
[ROW][C]32[/C][C]0.073949[/C][C]0.5776[/C][C]0.282843[/C][/ROW]
[ROW][C]33[/C][C]-0.186749[/C][C]-1.4586[/C][C]0.074909[/C][/ROW]
[ROW][C]34[/C][C]-0.180451[/C][C]-1.4094[/C][C]0.081902[/C][/ROW]
[ROW][C]35[/C][C]-0.113352[/C][C]-0.8853[/C][C]0.189734[/C][/ROW]
[ROW][C]36[/C][C]-0.004746[/C][C]-0.0371[/C][C]0.485275[/C][/ROW]
[ROW][C]37[/C][C]0.031882[/C][C]0.249[/C][C]0.402096[/C][/ROW]
[ROW][C]38[/C][C]-0.072074[/C][C]-0.5629[/C][C]0.287777[/C][/ROW]
[ROW][C]39[/C][C]0.008623[/C][C]0.0674[/C][C]0.473261[/C][/ROW]
[ROW][C]40[/C][C]-0.029742[/C][C]-0.2323[/C][C]0.408543[/C][/ROW]
[ROW][C]41[/C][C]0.057214[/C][C]0.4469[/C][C]0.328281[/C][/ROW]
[ROW][C]42[/C][C]0.03062[/C][C]0.2391[/C][C]0.405897[/C][/ROW]
[ROW][C]43[/C][C]0.127787[/C][C]0.9981[/C][C]0.161099[/C][/ROW]
[ROW][C]44[/C][C]-0.043697[/C][C]-0.3413[/C][C]0.367032[/C][/ROW]
[ROW][C]45[/C][C]-0.053054[/C][C]-0.4144[/C][C]0.340031[/C][/ROW]
[ROW][C]46[/C][C]-0.009829[/C][C]-0.0768[/C][C]0.469531[/C][/ROW]
[ROW][C]47[/C][C]0.044854[/C][C]0.3503[/C][C]0.363653[/C][/ROW]
[ROW][C]48[/C][C]0.089528[/C][C]0.6992[/C][C]0.243532[/C][/ROW]
[ROW][C]49[/C][C]-0.032376[/C][C]-0.2529[/C][C]0.400613[/C][/ROW]
[ROW][C]50[/C][C]0.020069[/C][C]0.1567[/C][C]0.437983[/C][/ROW]
[ROW][C]51[/C][C]-0.024729[/C][C]-0.1931[/C][C]0.423747[/C][/ROW]
[ROW][C]52[/C][C]-0.063435[/C][C]-0.4954[/C][C]0.311034[/C][/ROW]
[ROW][C]53[/C][C]-0.10683[/C][C]-0.8344[/C][C]0.203665[/C][/ROW]
[ROW][C]54[/C][C]-0.062159[/C][C]-0.4855[/C][C]0.314539[/C][/ROW]
[ROW][C]55[/C][C]0.004256[/C][C]0.0332[/C][C]0.486796[/C][/ROW]
[ROW][C]56[/C][C]0.005071[/C][C]0.0396[/C][C]0.484267[/C][/ROW]
[ROW][C]57[/C][C]0.008342[/C][C]0.0652[/C][C]0.474132[/C][/ROW]
[ROW][C]58[/C][C]0.087884[/C][C]0.6864[/C][C]0.247533[/C][/ROW]
[ROW][C]59[/C][C]0.039835[/C][C]0.3111[/C][C]0.378386[/C][/ROW]
[ROW][C]60[/C][C]-0.000604[/C][C]-0.0047[/C][C]0.498126[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110942&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110942&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	0.451202	3.524	0.000406
2	0.343804	2.6852	0.004661
3	0.206074	1.6095	0.056336
4	-0.047206	-0.3687	0.356818
5	-0.047298	-0.3694	0.35655
6	0.05377	0.42	0.337995
7	0.0731	0.5709	0.285073
8	0.167328	1.3069	0.098081
9	0.107279	0.8379	0.202686
10	-0.112445	-0.8782	0.191634
11	-0.108214	-0.8452	0.200657
12	0.069091	0.5396	0.295712
13	0.015348	0.1199	0.452491
14	0.006384	0.0499	0.480197
15	-0.105048	-0.8205	0.207577
16	-0.119393	-0.9325	0.17738
17	0.028293	0.221	0.412924
18	-0.059338	-0.4634	0.322347
19	-0.121726	-0.9507	0.172751
20	-0.056665	-0.4426	0.329822
21	0.089702	0.7006	0.24311
22	0.090452	0.7065	0.241299
23	-0.004058	-0.0317	0.48741
24	0.148149	1.1571	0.125876
25	0.161522	1.2615	0.10596
26	-0.107179	-0.8371	0.202903
27	0.030801	0.2406	0.405349
28	-0.034379	-0.2685	0.394606
29	-0.105052	-0.8205	0.207568
30	-0.116796	-0.9122	0.182625
31	-0.066836	-0.522	0.301779
32	0.073949	0.5776	0.282843
33	-0.186749	-1.4586	0.074909
34	-0.180451	-1.4094	0.081902
35	-0.113352	-0.8853	0.189734
36	-0.004746	-0.0371	0.485275
37	0.031882	0.249	0.402096
38	-0.072074	-0.5629	0.287777
39	0.008623	0.0674	0.473261
40	-0.029742	-0.2323	0.408543
41	0.057214	0.4469	0.328281
42	0.03062	0.2391	0.405897
43	0.127787	0.9981	0.161099
44	-0.043697	-0.3413	0.367032
45	-0.053054	-0.4144	0.340031
46	-0.009829	-0.0768	0.469531
47	0.044854	0.3503	0.363653
48	0.089528	0.6992	0.243532
49	-0.032376	-0.2529	0.400613
50	0.020069	0.1567	0.437983
51	-0.024729	-0.1931	0.423747
52	-0.063435	-0.4954	0.311034
53	-0.10683	-0.8344	0.203665
54	-0.062159	-0.4855	0.314539
55	0.004256	0.0332	0.486796
56	0.005071	0.0396	0.484267
57	0.008342	0.0652	0.474132
58	0.087884	0.6864	0.247533
59	0.039835	0.3111	0.378386
60	-0.000604	-0.0047	0.498126

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