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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 16 Dec 2010 14:48:03 +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/t1292510849mwtes4n46ky67fp.htm/, Retrieved Fri, 03 May 2024 07:14:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110976, Retrieved Fri, 03 May 2024 07:14:20 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

145

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] [94f4aa1c01e87d8321fffb341ed4df07]
-   P             [(Partial) Autocorrelation Function] [] [2010-12-16 14:18:31] [94f4aa1c01e87d8321fffb341ed4df07]
-   P                 [(Partial) Autocorrelation Function] [] [2010-12-16 14:48:03] [d1991ab4912b5ede0ff54c26afa5d84c] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	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=110976&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=110976&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110976&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	0.085517	0.5986	0.276093
2	0.224617	1.5723	0.061156
3	0.099679	0.6978	0.244316
4	0.008204	0.0574	0.477219
5	-0.036798	-0.2576	0.398903
6	0.006637	0.0465	0.481565
7	-0.051762	-0.3623	0.359331
8	0.027595	0.1932	0.423814
9	-0.141078	-0.9875	0.164113
10	-0.144196	-1.0094	0.158877
11	-0.132469	-0.9273	0.179163
12	-0.475735	-3.3301	0.000828
13	-0.077566	-0.543	0.294809
14	-0.119993	-0.84	0.202507
15	-0.129556	-0.9069	0.184452
16	-0.080069	-0.5605	0.288852
17	0.069087	0.4836	0.315408
18	-0.05304	-0.3713	0.356014
19	-0.051145	-0.358	0.360936
20	-0.143904	-1.0073	0.159363
21	0.108219	0.7575	0.226179
22	-0.032288	-0.226	0.411064
23	0.112757	0.7893	0.21687
24	0.139256	0.9748	0.167226
25	0.200341	1.4024	0.083552
26	0.095684	0.6698	0.253068
27	0.177442	1.2421	0.110058
28	0.075117	0.5258	0.300692
29	0.006398	0.0448	0.48223
30	0.050396	0.3528	0.362887
31	0.037929	0.2655	0.395869
32	0.106157	0.7431	0.230486
33	-0.049924	-0.3495	0.364118
34	-0.027313	-0.1912	0.424582
35	-0.057146	-0.4	0.345439
36	-0.152497	-1.0675	0.145493
37	-0.132636	-0.9285	0.178862
38	-0.042679	-0.2988	0.383197
39	-0.123848	-0.8669	0.195102
40	-0.044586	-0.3121	0.378144
41	0.020563	0.1439	0.44307
42	0.004094	0.0287	0.488627
43	0.043999	0.308	0.379696
44	-0.011947	-0.0836	0.466846
45	-0.001542	-0.0108	0.495716
46	0.042558	0.2979	0.383517
47	0.00249	0.0174	0.493083
48	0.068983	0.4829	0.315666
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 & 0.085517 & 0.5986 & 0.276093 \tabularnewline
2 & 0.224617 & 1.5723 & 0.061156 \tabularnewline
3 & 0.099679 & 0.6978 & 0.244316 \tabularnewline
4 & 0.008204 & 0.0574 & 0.477219 \tabularnewline
5 & -0.036798 & -0.2576 & 0.398903 \tabularnewline
6 & 0.006637 & 0.0465 & 0.481565 \tabularnewline
7 & -0.051762 & -0.3623 & 0.359331 \tabularnewline
8 & 0.027595 & 0.1932 & 0.423814 \tabularnewline
9 & -0.141078 & -0.9875 & 0.164113 \tabularnewline
10 & -0.144196 & -1.0094 & 0.158877 \tabularnewline
11 & -0.132469 & -0.9273 & 0.179163 \tabularnewline
12 & -0.475735 & -3.3301 & 0.000828 \tabularnewline
13 & -0.077566 & -0.543 & 0.294809 \tabularnewline
14 & -0.119993 & -0.84 & 0.202507 \tabularnewline
15 & -0.129556 & -0.9069 & 0.184452 \tabularnewline
16 & -0.080069 & -0.5605 & 0.288852 \tabularnewline
17 & 0.069087 & 0.4836 & 0.315408 \tabularnewline
18 & -0.05304 & -0.3713 & 0.356014 \tabularnewline
19 & -0.051145 & -0.358 & 0.360936 \tabularnewline
20 & -0.143904 & -1.0073 & 0.159363 \tabularnewline
21 & 0.108219 & 0.7575 & 0.226179 \tabularnewline
22 & -0.032288 & -0.226 & 0.411064 \tabularnewline
23 & 0.112757 & 0.7893 & 0.21687 \tabularnewline
24 & 0.139256 & 0.9748 & 0.167226 \tabularnewline
25 & 0.200341 & 1.4024 & 0.083552 \tabularnewline
26 & 0.095684 & 0.6698 & 0.253068 \tabularnewline
27 & 0.177442 & 1.2421 & 0.110058 \tabularnewline
28 & 0.075117 & 0.5258 & 0.300692 \tabularnewline
29 & 0.006398 & 0.0448 & 0.48223 \tabularnewline
30 & 0.050396 & 0.3528 & 0.362887 \tabularnewline
31 & 0.037929 & 0.2655 & 0.395869 \tabularnewline
32 & 0.106157 & 0.7431 & 0.230486 \tabularnewline
33 & -0.049924 & -0.3495 & 0.364118 \tabularnewline
34 & -0.027313 & -0.1912 & 0.424582 \tabularnewline
35 & -0.057146 & -0.4 & 0.345439 \tabularnewline
36 & -0.152497 & -1.0675 & 0.145493 \tabularnewline
37 & -0.132636 & -0.9285 & 0.178862 \tabularnewline
38 & -0.042679 & -0.2988 & 0.383197 \tabularnewline
39 & -0.123848 & -0.8669 & 0.195102 \tabularnewline
40 & -0.044586 & -0.3121 & 0.378144 \tabularnewline
41 & 0.020563 & 0.1439 & 0.44307 \tabularnewline
42 & 0.004094 & 0.0287 & 0.488627 \tabularnewline
43 & 0.043999 & 0.308 & 0.379696 \tabularnewline
44 & -0.011947 & -0.0836 & 0.466846 \tabularnewline
45 & -0.001542 & -0.0108 & 0.495716 \tabularnewline
46 & 0.042558 & 0.2979 & 0.383517 \tabularnewline
47 & 0.00249 & 0.0174 & 0.493083 \tabularnewline
48 & 0.068983 & 0.4829 & 0.315666 \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=110976&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]0.085517[/C][C]0.5986[/C][C]0.276093[/C][/ROW]
[ROW][C]2[/C][C]0.224617[/C][C]1.5723[/C][C]0.061156[/C][/ROW]
[ROW][C]3[/C][C]0.099679[/C][C]0.6978[/C][C]0.244316[/C][/ROW]
[ROW][C]4[/C][C]0.008204[/C][C]0.0574[/C][C]0.477219[/C][/ROW]
[ROW][C]5[/C][C]-0.036798[/C][C]-0.2576[/C][C]0.398903[/C][/ROW]
[ROW][C]6[/C][C]0.006637[/C][C]0.0465[/C][C]0.481565[/C][/ROW]
[ROW][C]7[/C][C]-0.051762[/C][C]-0.3623[/C][C]0.359331[/C][/ROW]
[ROW][C]8[/C][C]0.027595[/C][C]0.1932[/C][C]0.423814[/C][/ROW]
[ROW][C]9[/C][C]-0.141078[/C][C]-0.9875[/C][C]0.164113[/C][/ROW]
[ROW][C]10[/C][C]-0.144196[/C][C]-1.0094[/C][C]0.158877[/C][/ROW]
[ROW][C]11[/C][C]-0.132469[/C][C]-0.9273[/C][C]0.179163[/C][/ROW]
[ROW][C]12[/C][C]-0.475735[/C][C]-3.3301[/C][C]0.000828[/C][/ROW]
[ROW][C]13[/C][C]-0.077566[/C][C]-0.543[/C][C]0.294809[/C][/ROW]
[ROW][C]14[/C][C]-0.119993[/C][C]-0.84[/C][C]0.202507[/C][/ROW]
[ROW][C]15[/C][C]-0.129556[/C][C]-0.9069[/C][C]0.184452[/C][/ROW]
[ROW][C]16[/C][C]-0.080069[/C][C]-0.5605[/C][C]0.288852[/C][/ROW]
[ROW][C]17[/C][C]0.069087[/C][C]0.4836[/C][C]0.315408[/C][/ROW]
[ROW][C]18[/C][C]-0.05304[/C][C]-0.3713[/C][C]0.356014[/C][/ROW]
[ROW][C]19[/C][C]-0.051145[/C][C]-0.358[/C][C]0.360936[/C][/ROW]
[ROW][C]20[/C][C]-0.143904[/C][C]-1.0073[/C][C]0.159363[/C][/ROW]
[ROW][C]21[/C][C]0.108219[/C][C]0.7575[/C][C]0.226179[/C][/ROW]
[ROW][C]22[/C][C]-0.032288[/C][C]-0.226[/C][C]0.411064[/C][/ROW]
[ROW][C]23[/C][C]0.112757[/C][C]0.7893[/C][C]0.21687[/C][/ROW]
[ROW][C]24[/C][C]0.139256[/C][C]0.9748[/C][C]0.167226[/C][/ROW]
[ROW][C]25[/C][C]0.200341[/C][C]1.4024[/C][C]0.083552[/C][/ROW]
[ROW][C]26[/C][C]0.095684[/C][C]0.6698[/C][C]0.253068[/C][/ROW]
[ROW][C]27[/C][C]0.177442[/C][C]1.2421[/C][C]0.110058[/C][/ROW]
[ROW][C]28[/C][C]0.075117[/C][C]0.5258[/C][C]0.300692[/C][/ROW]
[ROW][C]29[/C][C]0.006398[/C][C]0.0448[/C][C]0.48223[/C][/ROW]
[ROW][C]30[/C][C]0.050396[/C][C]0.3528[/C][C]0.362887[/C][/ROW]
[ROW][C]31[/C][C]0.037929[/C][C]0.2655[/C][C]0.395869[/C][/ROW]
[ROW][C]32[/C][C]0.106157[/C][C]0.7431[/C][C]0.230486[/C][/ROW]
[ROW][C]33[/C][C]-0.049924[/C][C]-0.3495[/C][C]0.364118[/C][/ROW]
[ROW][C]34[/C][C]-0.027313[/C][C]-0.1912[/C][C]0.424582[/C][/ROW]
[ROW][C]35[/C][C]-0.057146[/C][C]-0.4[/C][C]0.345439[/C][/ROW]
[ROW][C]36[/C][C]-0.152497[/C][C]-1.0675[/C][C]0.145493[/C][/ROW]
[ROW][C]37[/C][C]-0.132636[/C][C]-0.9285[/C][C]0.178862[/C][/ROW]
[ROW][C]38[/C][C]-0.042679[/C][C]-0.2988[/C][C]0.383197[/C][/ROW]
[ROW][C]39[/C][C]-0.123848[/C][C]-0.8669[/C][C]0.195102[/C][/ROW]
[ROW][C]40[/C][C]-0.044586[/C][C]-0.3121[/C][C]0.378144[/C][/ROW]
[ROW][C]41[/C][C]0.020563[/C][C]0.1439[/C][C]0.44307[/C][/ROW]
[ROW][C]42[/C][C]0.004094[/C][C]0.0287[/C][C]0.488627[/C][/ROW]
[ROW][C]43[/C][C]0.043999[/C][C]0.308[/C][C]0.379696[/C][/ROW]
[ROW][C]44[/C][C]-0.011947[/C][C]-0.0836[/C][C]0.466846[/C][/ROW]
[ROW][C]45[/C][C]-0.001542[/C][C]-0.0108[/C][C]0.495716[/C][/ROW]
[ROW][C]46[/C][C]0.042558[/C][C]0.2979[/C][C]0.383517[/C][/ROW]
[ROW][C]47[/C][C]0.00249[/C][C]0.0174[/C][C]0.493083[/C][/ROW]
[ROW][C]48[/C][C]0.068983[/C][C]0.4829[/C][C]0.315666[/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=110976&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110976&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	0.085517	0.5986	0.276093
2	0.224617	1.5723	0.061156
3	0.099679	0.6978	0.244316
4	0.008204	0.0574	0.477219
5	-0.036798	-0.2576	0.398903
6	0.006637	0.0465	0.481565
7	-0.051762	-0.3623	0.359331
8	0.027595	0.1932	0.423814
9	-0.141078	-0.9875	0.164113
10	-0.144196	-1.0094	0.158877
11	-0.132469	-0.9273	0.179163
12	-0.475735	-3.3301	0.000828
13	-0.077566	-0.543	0.294809
14	-0.119993	-0.84	0.202507
15	-0.129556	-0.9069	0.184452
16	-0.080069	-0.5605	0.288852
17	0.069087	0.4836	0.315408
18	-0.05304	-0.3713	0.356014
19	-0.051145	-0.358	0.360936
20	-0.143904	-1.0073	0.159363
21	0.108219	0.7575	0.226179
22	-0.032288	-0.226	0.411064
23	0.112757	0.7893	0.21687
24	0.139256	0.9748	0.167226
25	0.200341	1.4024	0.083552
26	0.095684	0.6698	0.253068
27	0.177442	1.2421	0.110058
28	0.075117	0.5258	0.300692
29	0.006398	0.0448	0.48223
30	0.050396	0.3528	0.362887
31	0.037929	0.2655	0.395869
32	0.106157	0.7431	0.230486
33	-0.049924	-0.3495	0.364118
34	-0.027313	-0.1912	0.424582
35	-0.057146	-0.4	0.345439
36	-0.152497	-1.0675	0.145493
37	-0.132636	-0.9285	0.178862
38	-0.042679	-0.2988	0.383197
39	-0.123848	-0.8669	0.195102
40	-0.044586	-0.3121	0.378144
41	0.020563	0.1439	0.44307
42	0.004094	0.0287	0.488627
43	0.043999	0.308	0.379696
44	-0.011947	-0.0836	0.466846
45	-0.001542	-0.0108	0.495716
46	0.042558	0.2979	0.383517
47	0.00249	0.0174	0.493083
48	0.068983	0.4829	0.315666
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	0.085517	0.5986	0.276093
2	0.218905	1.5323	0.065936
3	0.069785	0.4885	0.313689
4	-0.054249	-0.3797	0.352889
5	-0.076171	-0.5332	0.298154
6	0.016545	0.1158	0.454135
7	-0.024715	-0.173	0.431681
8	0.040405	0.2828	0.389246
9	-0.14061	-0.9843	0.164908
10	-0.152916	-1.0704	0.144839
11	-0.072195	-0.5054	0.307783
12	-0.427136	-2.99	0.002178
13	0.010871	0.0761	0.469825
14	0.062348	0.4364	0.332219
15	-0.088828	-0.6218	0.26848
16	-0.128619	-0.9003	0.186174
17	0.077724	0.5441	0.294431
18	-0.029212	-0.2045	0.41941
19	-0.174063	-1.2184	0.114446
20	-0.200216	-1.4015	0.083682
21	0.042375	0.2966	0.384003
22	-0.11222	-0.7855	0.217959
23	-0.032417	-0.2269	0.410717
24	-0.12982	-0.9087	0.183968
25	0.144913	1.0144	0.157689
26	0.038288	0.268	0.394906
27	-0.013237	-0.0927	0.463276
28	-0.047746	-0.3342	0.369819
29	-0.007331	-0.0513	0.479641
30	-0.025058	-0.1754	0.430741
31	-0.141438	-0.9901	0.163504
32	0.008006	0.056	0.477767
33	0.044708	0.313	0.377821
34	-0.166037	-1.1623	0.12538
35	-0.06165	-0.4315	0.333981
36	-0.08473	-0.5931	0.277917
37	0.117384	0.8217	0.207618
38	-0.021333	-0.1493	0.440952
39	-0.094832	-0.6638	0.254957
40	-0.041797	-0.2926	0.385538
41	0.121134	0.8479	0.200297
42	-0.00951	-0.0666	0.473598
43	-0.000258	-0.0018	0.499283
44	0.048493	0.3395	0.367859
45	0.032418	0.2269	0.410712
46	-0.084889	-0.5942	0.277549
47	0.028814	0.2017	0.420493
48	0.002371	0.0166	0.493412
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 & 0.085517 & 0.5986 & 0.276093 \tabularnewline
2 & 0.218905 & 1.5323 & 0.065936 \tabularnewline
3 & 0.069785 & 0.4885 & 0.313689 \tabularnewline
4 & -0.054249 & -0.3797 & 0.352889 \tabularnewline
5 & -0.076171 & -0.5332 & 0.298154 \tabularnewline
6 & 0.016545 & 0.1158 & 0.454135 \tabularnewline
7 & -0.024715 & -0.173 & 0.431681 \tabularnewline
8 & 0.040405 & 0.2828 & 0.389246 \tabularnewline
9 & -0.14061 & -0.9843 & 0.164908 \tabularnewline
10 & -0.152916 & -1.0704 & 0.144839 \tabularnewline
11 & -0.072195 & -0.5054 & 0.307783 \tabularnewline
12 & -0.427136 & -2.99 & 0.002178 \tabularnewline
13 & 0.010871 & 0.0761 & 0.469825 \tabularnewline
14 & 0.062348 & 0.4364 & 0.332219 \tabularnewline
15 & -0.088828 & -0.6218 & 0.26848 \tabularnewline
16 & -0.128619 & -0.9003 & 0.186174 \tabularnewline
17 & 0.077724 & 0.5441 & 0.294431 \tabularnewline
18 & -0.029212 & -0.2045 & 0.41941 \tabularnewline
19 & -0.174063 & -1.2184 & 0.114446 \tabularnewline
20 & -0.200216 & -1.4015 & 0.083682 \tabularnewline
21 & 0.042375 & 0.2966 & 0.384003 \tabularnewline
22 & -0.11222 & -0.7855 & 0.217959 \tabularnewline
23 & -0.032417 & -0.2269 & 0.410717 \tabularnewline
24 & -0.12982 & -0.9087 & 0.183968 \tabularnewline
25 & 0.144913 & 1.0144 & 0.157689 \tabularnewline
26 & 0.038288 & 0.268 & 0.394906 \tabularnewline
27 & -0.013237 & -0.0927 & 0.463276 \tabularnewline
28 & -0.047746 & -0.3342 & 0.369819 \tabularnewline
29 & -0.007331 & -0.0513 & 0.479641 \tabularnewline
30 & -0.025058 & -0.1754 & 0.430741 \tabularnewline
31 & -0.141438 & -0.9901 & 0.163504 \tabularnewline
32 & 0.008006 & 0.056 & 0.477767 \tabularnewline
33 & 0.044708 & 0.313 & 0.377821 \tabularnewline
34 & -0.166037 & -1.1623 & 0.12538 \tabularnewline
35 & -0.06165 & -0.4315 & 0.333981 \tabularnewline
36 & -0.08473 & -0.5931 & 0.277917 \tabularnewline
37 & 0.117384 & 0.8217 & 0.207618 \tabularnewline
38 & -0.021333 & -0.1493 & 0.440952 \tabularnewline
39 & -0.094832 & -0.6638 & 0.254957 \tabularnewline
40 & -0.041797 & -0.2926 & 0.385538 \tabularnewline
41 & 0.121134 & 0.8479 & 0.200297 \tabularnewline
42 & -0.00951 & -0.0666 & 0.473598 \tabularnewline
43 & -0.000258 & -0.0018 & 0.499283 \tabularnewline
44 & 0.048493 & 0.3395 & 0.367859 \tabularnewline
45 & 0.032418 & 0.2269 & 0.410712 \tabularnewline
46 & -0.084889 & -0.5942 & 0.277549 \tabularnewline
47 & 0.028814 & 0.2017 & 0.420493 \tabularnewline
48 & 0.002371 & 0.0166 & 0.493412 \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=110976&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]0.085517[/C][C]0.5986[/C][C]0.276093[/C][/ROW]
[ROW][C]2[/C][C]0.218905[/C][C]1.5323[/C][C]0.065936[/C][/ROW]
[ROW][C]3[/C][C]0.069785[/C][C]0.4885[/C][C]0.313689[/C][/ROW]
[ROW][C]4[/C][C]-0.054249[/C][C]-0.3797[/C][C]0.352889[/C][/ROW]
[ROW][C]5[/C][C]-0.076171[/C][C]-0.5332[/C][C]0.298154[/C][/ROW]
[ROW][C]6[/C][C]0.016545[/C][C]0.1158[/C][C]0.454135[/C][/ROW]
[ROW][C]7[/C][C]-0.024715[/C][C]-0.173[/C][C]0.431681[/C][/ROW]
[ROW][C]8[/C][C]0.040405[/C][C]0.2828[/C][C]0.389246[/C][/ROW]
[ROW][C]9[/C][C]-0.14061[/C][C]-0.9843[/C][C]0.164908[/C][/ROW]
[ROW][C]10[/C][C]-0.152916[/C][C]-1.0704[/C][C]0.144839[/C][/ROW]
[ROW][C]11[/C][C]-0.072195[/C][C]-0.5054[/C][C]0.307783[/C][/ROW]
[ROW][C]12[/C][C]-0.427136[/C][C]-2.99[/C][C]0.002178[/C][/ROW]
[ROW][C]13[/C][C]0.010871[/C][C]0.0761[/C][C]0.469825[/C][/ROW]
[ROW][C]14[/C][C]0.062348[/C][C]0.4364[/C][C]0.332219[/C][/ROW]
[ROW][C]15[/C][C]-0.088828[/C][C]-0.6218[/C][C]0.26848[/C][/ROW]
[ROW][C]16[/C][C]-0.128619[/C][C]-0.9003[/C][C]0.186174[/C][/ROW]
[ROW][C]17[/C][C]0.077724[/C][C]0.5441[/C][C]0.294431[/C][/ROW]
[ROW][C]18[/C][C]-0.029212[/C][C]-0.2045[/C][C]0.41941[/C][/ROW]
[ROW][C]19[/C][C]-0.174063[/C][C]-1.2184[/C][C]0.114446[/C][/ROW]
[ROW][C]20[/C][C]-0.200216[/C][C]-1.4015[/C][C]0.083682[/C][/ROW]
[ROW][C]21[/C][C]0.042375[/C][C]0.2966[/C][C]0.384003[/C][/ROW]
[ROW][C]22[/C][C]-0.11222[/C][C]-0.7855[/C][C]0.217959[/C][/ROW]
[ROW][C]23[/C][C]-0.032417[/C][C]-0.2269[/C][C]0.410717[/C][/ROW]
[ROW][C]24[/C][C]-0.12982[/C][C]-0.9087[/C][C]0.183968[/C][/ROW]
[ROW][C]25[/C][C]0.144913[/C][C]1.0144[/C][C]0.157689[/C][/ROW]
[ROW][C]26[/C][C]0.038288[/C][C]0.268[/C][C]0.394906[/C][/ROW]
[ROW][C]27[/C][C]-0.013237[/C][C]-0.0927[/C][C]0.463276[/C][/ROW]
[ROW][C]28[/C][C]-0.047746[/C][C]-0.3342[/C][C]0.369819[/C][/ROW]
[ROW][C]29[/C][C]-0.007331[/C][C]-0.0513[/C][C]0.479641[/C][/ROW]
[ROW][C]30[/C][C]-0.025058[/C][C]-0.1754[/C][C]0.430741[/C][/ROW]
[ROW][C]31[/C][C]-0.141438[/C][C]-0.9901[/C][C]0.163504[/C][/ROW]
[ROW][C]32[/C][C]0.008006[/C][C]0.056[/C][C]0.477767[/C][/ROW]
[ROW][C]33[/C][C]0.044708[/C][C]0.313[/C][C]0.377821[/C][/ROW]
[ROW][C]34[/C][C]-0.166037[/C][C]-1.1623[/C][C]0.12538[/C][/ROW]
[ROW][C]35[/C][C]-0.06165[/C][C]-0.4315[/C][C]0.333981[/C][/ROW]
[ROW][C]36[/C][C]-0.08473[/C][C]-0.5931[/C][C]0.277917[/C][/ROW]
[ROW][C]37[/C][C]0.117384[/C][C]0.8217[/C][C]0.207618[/C][/ROW]
[ROW][C]38[/C][C]-0.021333[/C][C]-0.1493[/C][C]0.440952[/C][/ROW]
[ROW][C]39[/C][C]-0.094832[/C][C]-0.6638[/C][C]0.254957[/C][/ROW]
[ROW][C]40[/C][C]-0.041797[/C][C]-0.2926[/C][C]0.385538[/C][/ROW]
[ROW][C]41[/C][C]0.121134[/C][C]0.8479[/C][C]0.200297[/C][/ROW]
[ROW][C]42[/C][C]-0.00951[/C][C]-0.0666[/C][C]0.473598[/C][/ROW]
[ROW][C]43[/C][C]-0.000258[/C][C]-0.0018[/C][C]0.499283[/C][/ROW]
[ROW][C]44[/C][C]0.048493[/C][C]0.3395[/C][C]0.367859[/C][/ROW]
[ROW][C]45[/C][C]0.032418[/C][C]0.2269[/C][C]0.410712[/C][/ROW]
[ROW][C]46[/C][C]-0.084889[/C][C]-0.5942[/C][C]0.277549[/C][/ROW]
[ROW][C]47[/C][C]0.028814[/C][C]0.2017[/C][C]0.420493[/C][/ROW]
[ROW][C]48[/C][C]0.002371[/C][C]0.0166[/C][C]0.493412[/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=110976&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110976&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	0.085517	0.5986	0.276093
2	0.218905	1.5323	0.065936
3	0.069785	0.4885	0.313689
4	-0.054249	-0.3797	0.352889
5	-0.076171	-0.5332	0.298154
6	0.016545	0.1158	0.454135
7	-0.024715	-0.173	0.431681
8	0.040405	0.2828	0.389246
9	-0.14061	-0.9843	0.164908
10	-0.152916	-1.0704	0.144839
11	-0.072195	-0.5054	0.307783
12	-0.427136	-2.99	0.002178
13	0.010871	0.0761	0.469825
14	0.062348	0.4364	0.332219
15	-0.088828	-0.6218	0.26848
16	-0.128619	-0.9003	0.186174
17	0.077724	0.5441	0.294431
18	-0.029212	-0.2045	0.41941
19	-0.174063	-1.2184	0.114446
20	-0.200216	-1.4015	0.083682
21	0.042375	0.2966	0.384003
22	-0.11222	-0.7855	0.217959
23	-0.032417	-0.2269	0.410717
24	-0.12982	-0.9087	0.183968
25	0.144913	1.0144	0.157689
26	0.038288	0.268	0.394906
27	-0.013237	-0.0927	0.463276
28	-0.047746	-0.3342	0.369819
29	-0.007331	-0.0513	0.479641
30	-0.025058	-0.1754	0.430741
31	-0.141438	-0.9901	0.163504
32	0.008006	0.056	0.477767
33	0.044708	0.313	0.377821
34	-0.166037	-1.1623	0.12538
35	-0.06165	-0.4315	0.333981
36	-0.08473	-0.5931	0.277917
37	0.117384	0.8217	0.207618
38	-0.021333	-0.1493	0.440952
39	-0.094832	-0.6638	0.254957
40	-0.041797	-0.2926	0.385538
41	0.121134	0.8479	0.200297
42	-0.00951	-0.0666	0.473598
43	-0.000258	-0.0018	0.499283
44	0.048493	0.3395	0.367859
45	0.032418	0.2269	0.410712
46	-0.084889	-0.5942	0.277549
47	0.028814	0.2017	0.420493
48	0.002371	0.0166	0.493412
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 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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