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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 17 Dec 2010 13:29:13 +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/17/t1292592503pbq91dhqpgf5dl2.htm/, Retrieved Mon, 06 May 2024 20:04:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111452, Retrieved Mon, 06 May 2024 20:04:21 +0000

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User-defined keywords

Estimated Impact

173

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

-     [Standard Deviation-Mean Plot] [SMP prof bach] [2008-12-15 22:25:20] [bc937651ef42bf891200cf0e0edc7238]
- RM    [Variance Reduction Matrix] [VRM prof bach] [2008-12-15 22:31:00] [bc937651ef42bf891200cf0e0edc7238]
- RMP     [(Partial) Autocorrelation Function] [ARIMA Prof bach A...] [2008-12-15 22:38:57] [bc937651ef42bf891200cf0e0edc7238]
-   P       [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:41:53] [bc937651ef42bf891200cf0e0edc7238]
-   P         [(Partial) Autocorrelation Function] [acf prof bach L =...] [2008-12-19 15:35:04] [bc937651ef42bf891200cf0e0edc7238]
-   P           [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [bc937651ef42bf891200cf0e0edc7238]
-   P             [(Partial) Autocorrelation Function] [acf lambda = 1,1,1] [2008-12-19 15:45:45] [bc937651ef42bf891200cf0e0edc7238]
-  MPD                [(Partial) Autocorrelation Function] [ACF bij d=0 en D=0] [2010-12-17 13:29:13] [733bf75cb326fe693c93e834bfd34d22] [Current]
-   P                   [(Partial) Autocorrelation Function] [ACF bij d=0 en D=1] [2010-12-17 13:34:11] [616fb52b46273b7e6805de1e68b3a688] 
-   P                     [(Partial) Autocorrelation Function] [ACF bij d=1 en D=1] [2010-12-17 13:51:58] [616fb52b46273b7e6805de1e68b3a688] 

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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	'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=111452&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=111452&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111452&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	0.874007	7.4675	0
2	0.686534	5.8657	0
3	0.570193	4.8717	3e-06
4	0.540626	4.6191	8e-06
5	0.565104	4.8282	4e-06
6	0.56152	4.7976	4e-06
7	0.49897	4.2632	3e-05
8	0.408066	3.4865	0.000416
9	0.34306	2.9311	0.002253
10	0.348312	2.976	0.001979
11	0.415995	3.5543	0.000335
12	0.433042	3.6999	0.000208
13	0.275423	2.3532	0.010654
14	0.082236	0.7026	0.242262
15	-0.041032	-0.3506	0.363457
16	-0.087739	-0.7496	0.22794
17	-0.087383	-0.7466	0.228852
18	-0.112907	-0.9647	0.168946
19	-0.183911	-1.5713	0.060214
20	-0.267327	-2.284	0.01264
21	-0.321032	-2.7429	0.003828
22	-0.309513	-2.6445	0.005005
23	-0.244107	-2.0856	0.020253
24	-0.212406	-1.8148	0.036832
25	-0.31159	-2.6622	0.004771
26	-0.427745	-3.6547	0.000241
27	-0.483344	-4.1297	4.8e-05
28	-0.475431	-4.0621	6.1e-05
29	-0.426082	-3.6404	0.000253
30	-0.400662	-3.4233	0.000509
31	-0.402303	-3.4373	0.000487
32	-0.407699	-3.4834	0.00042
33	-0.395675	-3.3806	0.000582
34	-0.337351	-2.8823	0.002591
35	-0.238848	-2.0407	0.022448
36	-0.182521	-1.5595	0.061606
37	-0.222185	-1.8983	0.030802
38	-0.271011	-2.3155	0.011699
39	-0.277642	-2.3722	0.010161
40	-0.238402	-2.0369	0.022643
41	-0.175381	-1.4985	0.069163
42	-0.137088	-1.1713	0.122648
43	-0.115711	-0.9886	0.163053
44	-0.1043	-0.8911	0.187891
45	-0.086686	-0.7406	0.230643
46	-0.034371	-0.2937	0.384923
47	0.035789	0.3058	0.380322
48	0.078326	0.6692	0.252734
49	0.056352	0.4815	0.315811
50	0.019566	0.1672	0.43385
51	0.004926	0.0421	0.483272
52	0.017847	0.1525	0.439612
53	0.042654	0.3644	0.358294
54	0.051442	0.4395	0.330792
55	0.056324	0.4812	0.315895
56	0.054194	0.463	0.322358
57	0.050065	0.4278	0.335044
58	0.059025	0.5043	0.307782
59	0.077291	0.6604	0.255546
60	0.086323	0.7375	0.231578

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.874007 & 7.4675 & 0 \tabularnewline
2 & 0.686534 & 5.8657 & 0 \tabularnewline
3 & 0.570193 & 4.8717 & 3e-06 \tabularnewline
4 & 0.540626 & 4.6191 & 8e-06 \tabularnewline
5 & 0.565104 & 4.8282 & 4e-06 \tabularnewline
6 & 0.56152 & 4.7976 & 4e-06 \tabularnewline
7 & 0.49897 & 4.2632 & 3e-05 \tabularnewline
8 & 0.408066 & 3.4865 & 0.000416 \tabularnewline
9 & 0.34306 & 2.9311 & 0.002253 \tabularnewline
10 & 0.348312 & 2.976 & 0.001979 \tabularnewline
11 & 0.415995 & 3.5543 & 0.000335 \tabularnewline
12 & 0.433042 & 3.6999 & 0.000208 \tabularnewline
13 & 0.275423 & 2.3532 & 0.010654 \tabularnewline
14 & 0.082236 & 0.7026 & 0.242262 \tabularnewline
15 & -0.041032 & -0.3506 & 0.363457 \tabularnewline
16 & -0.087739 & -0.7496 & 0.22794 \tabularnewline
17 & -0.087383 & -0.7466 & 0.228852 \tabularnewline
18 & -0.112907 & -0.9647 & 0.168946 \tabularnewline
19 & -0.183911 & -1.5713 & 0.060214 \tabularnewline
20 & -0.267327 & -2.284 & 0.01264 \tabularnewline
21 & -0.321032 & -2.7429 & 0.003828 \tabularnewline
22 & -0.309513 & -2.6445 & 0.005005 \tabularnewline
23 & -0.244107 & -2.0856 & 0.020253 \tabularnewline
24 & -0.212406 & -1.8148 & 0.036832 \tabularnewline
25 & -0.31159 & -2.6622 & 0.004771 \tabularnewline
26 & -0.427745 & -3.6547 & 0.000241 \tabularnewline
27 & -0.483344 & -4.1297 & 4.8e-05 \tabularnewline
28 & -0.475431 & -4.0621 & 6.1e-05 \tabularnewline
29 & -0.426082 & -3.6404 & 0.000253 \tabularnewline
30 & -0.400662 & -3.4233 & 0.000509 \tabularnewline
31 & -0.402303 & -3.4373 & 0.000487 \tabularnewline
32 & -0.407699 & -3.4834 & 0.00042 \tabularnewline
33 & -0.395675 & -3.3806 & 0.000582 \tabularnewline
34 & -0.337351 & -2.8823 & 0.002591 \tabularnewline
35 & -0.238848 & -2.0407 & 0.022448 \tabularnewline
36 & -0.182521 & -1.5595 & 0.061606 \tabularnewline
37 & -0.222185 & -1.8983 & 0.030802 \tabularnewline
38 & -0.271011 & -2.3155 & 0.011699 \tabularnewline
39 & -0.277642 & -2.3722 & 0.010161 \tabularnewline
40 & -0.238402 & -2.0369 & 0.022643 \tabularnewline
41 & -0.175381 & -1.4985 & 0.069163 \tabularnewline
42 & -0.137088 & -1.1713 & 0.122648 \tabularnewline
43 & -0.115711 & -0.9886 & 0.163053 \tabularnewline
44 & -0.1043 & -0.8911 & 0.187891 \tabularnewline
45 & -0.086686 & -0.7406 & 0.230643 \tabularnewline
46 & -0.034371 & -0.2937 & 0.384923 \tabularnewline
47 & 0.035789 & 0.3058 & 0.380322 \tabularnewline
48 & 0.078326 & 0.6692 & 0.252734 \tabularnewline
49 & 0.056352 & 0.4815 & 0.315811 \tabularnewline
50 & 0.019566 & 0.1672 & 0.43385 \tabularnewline
51 & 0.004926 & 0.0421 & 0.483272 \tabularnewline
52 & 0.017847 & 0.1525 & 0.439612 \tabularnewline
53 & 0.042654 & 0.3644 & 0.358294 \tabularnewline
54 & 0.051442 & 0.4395 & 0.330792 \tabularnewline
55 & 0.056324 & 0.4812 & 0.315895 \tabularnewline
56 & 0.054194 & 0.463 & 0.322358 \tabularnewline
57 & 0.050065 & 0.4278 & 0.335044 \tabularnewline
58 & 0.059025 & 0.5043 & 0.307782 \tabularnewline
59 & 0.077291 & 0.6604 & 0.255546 \tabularnewline
60 & 0.086323 & 0.7375 & 0.231578 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111452&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]0.874007[/C][C]7.4675[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.686534[/C][C]5.8657[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.570193[/C][C]4.8717[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.540626[/C][C]4.6191[/C][C]8e-06[/C][/ROW]
[ROW][C]5[/C][C]0.565104[/C][C]4.8282[/C][C]4e-06[/C][/ROW]
[ROW][C]6[/C][C]0.56152[/C][C]4.7976[/C][C]4e-06[/C][/ROW]
[ROW][C]7[/C][C]0.49897[/C][C]4.2632[/C][C]3e-05[/C][/ROW]
[ROW][C]8[/C][C]0.408066[/C][C]3.4865[/C][C]0.000416[/C][/ROW]
[ROW][C]9[/C][C]0.34306[/C][C]2.9311[/C][C]0.002253[/C][/ROW]
[ROW][C]10[/C][C]0.348312[/C][C]2.976[/C][C]0.001979[/C][/ROW]
[ROW][C]11[/C][C]0.415995[/C][C]3.5543[/C][C]0.000335[/C][/ROW]
[ROW][C]12[/C][C]0.433042[/C][C]3.6999[/C][C]0.000208[/C][/ROW]
[ROW][C]13[/C][C]0.275423[/C][C]2.3532[/C][C]0.010654[/C][/ROW]
[ROW][C]14[/C][C]0.082236[/C][C]0.7026[/C][C]0.242262[/C][/ROW]
[ROW][C]15[/C][C]-0.041032[/C][C]-0.3506[/C][C]0.363457[/C][/ROW]
[ROW][C]16[/C][C]-0.087739[/C][C]-0.7496[/C][C]0.22794[/C][/ROW]
[ROW][C]17[/C][C]-0.087383[/C][C]-0.7466[/C][C]0.228852[/C][/ROW]
[ROW][C]18[/C][C]-0.112907[/C][C]-0.9647[/C][C]0.168946[/C][/ROW]
[ROW][C]19[/C][C]-0.183911[/C][C]-1.5713[/C][C]0.060214[/C][/ROW]
[ROW][C]20[/C][C]-0.267327[/C][C]-2.284[/C][C]0.01264[/C][/ROW]
[ROW][C]21[/C][C]-0.321032[/C][C]-2.7429[/C][C]0.003828[/C][/ROW]
[ROW][C]22[/C][C]-0.309513[/C][C]-2.6445[/C][C]0.005005[/C][/ROW]
[ROW][C]23[/C][C]-0.244107[/C][C]-2.0856[/C][C]0.020253[/C][/ROW]
[ROW][C]24[/C][C]-0.212406[/C][C]-1.8148[/C][C]0.036832[/C][/ROW]
[ROW][C]25[/C][C]-0.31159[/C][C]-2.6622[/C][C]0.004771[/C][/ROW]
[ROW][C]26[/C][C]-0.427745[/C][C]-3.6547[/C][C]0.000241[/C][/ROW]
[ROW][C]27[/C][C]-0.483344[/C][C]-4.1297[/C][C]4.8e-05[/C][/ROW]
[ROW][C]28[/C][C]-0.475431[/C][C]-4.0621[/C][C]6.1e-05[/C][/ROW]
[ROW][C]29[/C][C]-0.426082[/C][C]-3.6404[/C][C]0.000253[/C][/ROW]
[ROW][C]30[/C][C]-0.400662[/C][C]-3.4233[/C][C]0.000509[/C][/ROW]
[ROW][C]31[/C][C]-0.402303[/C][C]-3.4373[/C][C]0.000487[/C][/ROW]
[ROW][C]32[/C][C]-0.407699[/C][C]-3.4834[/C][C]0.00042[/C][/ROW]
[ROW][C]33[/C][C]-0.395675[/C][C]-3.3806[/C][C]0.000582[/C][/ROW]
[ROW][C]34[/C][C]-0.337351[/C][C]-2.8823[/C][C]0.002591[/C][/ROW]
[ROW][C]35[/C][C]-0.238848[/C][C]-2.0407[/C][C]0.022448[/C][/ROW]
[ROW][C]36[/C][C]-0.182521[/C][C]-1.5595[/C][C]0.061606[/C][/ROW]
[ROW][C]37[/C][C]-0.222185[/C][C]-1.8983[/C][C]0.030802[/C][/ROW]
[ROW][C]38[/C][C]-0.271011[/C][C]-2.3155[/C][C]0.011699[/C][/ROW]
[ROW][C]39[/C][C]-0.277642[/C][C]-2.3722[/C][C]0.010161[/C][/ROW]
[ROW][C]40[/C][C]-0.238402[/C][C]-2.0369[/C][C]0.022643[/C][/ROW]
[ROW][C]41[/C][C]-0.175381[/C][C]-1.4985[/C][C]0.069163[/C][/ROW]
[ROW][C]42[/C][C]-0.137088[/C][C]-1.1713[/C][C]0.122648[/C][/ROW]
[ROW][C]43[/C][C]-0.115711[/C][C]-0.9886[/C][C]0.163053[/C][/ROW]
[ROW][C]44[/C][C]-0.1043[/C][C]-0.8911[/C][C]0.187891[/C][/ROW]
[ROW][C]45[/C][C]-0.086686[/C][C]-0.7406[/C][C]0.230643[/C][/ROW]
[ROW][C]46[/C][C]-0.034371[/C][C]-0.2937[/C][C]0.384923[/C][/ROW]
[ROW][C]47[/C][C]0.035789[/C][C]0.3058[/C][C]0.380322[/C][/ROW]
[ROW][C]48[/C][C]0.078326[/C][C]0.6692[/C][C]0.252734[/C][/ROW]
[ROW][C]49[/C][C]0.056352[/C][C]0.4815[/C][C]0.315811[/C][/ROW]
[ROW][C]50[/C][C]0.019566[/C][C]0.1672[/C][C]0.43385[/C][/ROW]
[ROW][C]51[/C][C]0.004926[/C][C]0.0421[/C][C]0.483272[/C][/ROW]
[ROW][C]52[/C][C]0.017847[/C][C]0.1525[/C][C]0.439612[/C][/ROW]
[ROW][C]53[/C][C]0.042654[/C][C]0.3644[/C][C]0.358294[/C][/ROW]
[ROW][C]54[/C][C]0.051442[/C][C]0.4395[/C][C]0.330792[/C][/ROW]
[ROW][C]55[/C][C]0.056324[/C][C]0.4812[/C][C]0.315895[/C][/ROW]
[ROW][C]56[/C][C]0.054194[/C][C]0.463[/C][C]0.322358[/C][/ROW]
[ROW][C]57[/C][C]0.050065[/C][C]0.4278[/C][C]0.335044[/C][/ROW]
[ROW][C]58[/C][C]0.059025[/C][C]0.5043[/C][C]0.307782[/C][/ROW]
[ROW][C]59[/C][C]0.077291[/C][C]0.6604[/C][C]0.255546[/C][/ROW]
[ROW][C]60[/C][C]0.086323[/C][C]0.7375[/C][C]0.231578[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111452&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111452&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	0.874007	7.4675	0
2	0.686534	5.8657	0
3	0.570193	4.8717	3e-06
4	0.540626	4.6191	8e-06
5	0.565104	4.8282	4e-06
6	0.56152	4.7976	4e-06
7	0.49897	4.2632	3e-05
8	0.408066	3.4865	0.000416
9	0.34306	2.9311	0.002253
10	0.348312	2.976	0.001979
11	0.415995	3.5543	0.000335
12	0.433042	3.6999	0.000208
13	0.275423	2.3532	0.010654
14	0.082236	0.7026	0.242262
15	-0.041032	-0.3506	0.363457
16	-0.087739	-0.7496	0.22794
17	-0.087383	-0.7466	0.228852
18	-0.112907	-0.9647	0.168946
19	-0.183911	-1.5713	0.060214
20	-0.267327	-2.284	0.01264
21	-0.321032	-2.7429	0.003828
22	-0.309513	-2.6445	0.005005
23	-0.244107	-2.0856	0.020253
24	-0.212406	-1.8148	0.036832
25	-0.31159	-2.6622	0.004771
26	-0.427745	-3.6547	0.000241
27	-0.483344	-4.1297	4.8e-05
28	-0.475431	-4.0621	6.1e-05
29	-0.426082	-3.6404	0.000253
30	-0.400662	-3.4233	0.000509
31	-0.402303	-3.4373	0.000487
32	-0.407699	-3.4834	0.00042
33	-0.395675	-3.3806	0.000582
34	-0.337351	-2.8823	0.002591
35	-0.238848	-2.0407	0.022448
36	-0.182521	-1.5595	0.061606
37	-0.222185	-1.8983	0.030802
38	-0.271011	-2.3155	0.011699
39	-0.277642	-2.3722	0.010161
40	-0.238402	-2.0369	0.022643
41	-0.175381	-1.4985	0.069163
42	-0.137088	-1.1713	0.122648
43	-0.115711	-0.9886	0.163053
44	-0.1043	-0.8911	0.187891
45	-0.086686	-0.7406	0.230643
46	-0.034371	-0.2937	0.384923
47	0.035789	0.3058	0.380322
48	0.078326	0.6692	0.252734
49	0.056352	0.4815	0.315811
50	0.019566	0.1672	0.43385
51	0.004926	0.0421	0.483272
52	0.017847	0.1525	0.439612
53	0.042654	0.3644	0.358294
54	0.051442	0.4395	0.330792
55	0.056324	0.4812	0.315895
56	0.054194	0.463	0.322358
57	0.050065	0.4278	0.335044
58	0.059025	0.5043	0.307782
59	0.077291	0.6604	0.255546
60	0.086323	0.7375	0.231578

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.874007	7.4675	0
2	-0.327623	-2.7992	0.003275
3	0.284278	2.4289	0.008804
4	0.148767	1.2711	0.103871
5	0.17025	1.4546	0.07503
6	-0.089718	-0.7665	0.222911
7	-0.054423	-0.465	0.32166
8	-0.049024	-0.4189	0.338275
9	0.040598	0.3469	0.364843
10	0.146216	1.2493	0.107779
11	0.179207	1.5311	0.065028
12	-0.210268	-1.7965	0.038273
13	-0.612674	-5.2347	1e-06
14	0.125739	1.0743	0.143109
15	-0.080641	-0.689	0.246506
16	-0.15428	-1.3182	0.095785
17	-0.117495	-1.0039	0.159377
18	-0.033994	-0.2904	0.386148
19	-0.033647	-0.2875	0.387278
20	0.002251	0.0192	0.492352
21	0.066798	0.5707	0.284971
22	-0.003727	-0.0318	0.487342
23	0.017337	0.1481	0.441325
24	0.117658	1.0053	0.159043
25	-0.083437	-0.7129	0.239094
26	0.090289	0.7714	0.221471
27	-0.046162	-0.3944	0.347215
28	0.011601	0.0991	0.460656
29	-0.010393	-0.0888	0.464744
30	0.010365	0.0886	0.464836
31	0.092927	0.794	0.214895
32	-0.025943	-0.2217	0.412599
33	-0.006783	-0.058	0.476972
34	-0.013072	-0.1117	0.455688
35	0.039421	0.3368	0.368611
36	-0.154423	-1.3194	0.095581
37	0.064469	0.5508	0.291719
38	-0.054667	-0.4671	0.320919
39	-0.099571	-0.8507	0.198849
40	-0.038219	-0.3265	0.372475
41	-0.047401	-0.405	0.343333
42	-0.023222	-0.1984	0.421638
43	-0.02847	-0.2432	0.404247
44	-0.071306	-0.6092	0.272129
45	0.010625	0.0908	0.463957
46	-0.008505	-0.0727	0.471134
47	-0.067686	-0.5783	0.282417
48	0.150085	1.2823	0.101893
49	0.023014	0.1966	0.422332
50	-0.088734	-0.7581	0.225403
51	0.019361	0.1654	0.434535
52	0.03808	0.3254	0.372923
53	-0.074668	-0.638	0.262747
54	0.024673	0.2108	0.416814
55	0.010341	0.0884	0.464918
56	-0.033375	-0.2852	0.388167
57	-0.062321	-0.5325	0.298007
58	-0.064013	-0.5469	0.293048
59	-0.011346	-0.0969	0.461519
60	0.005597	0.0478	0.480996

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.874007 & 7.4675 & 0 \tabularnewline
2 & -0.327623 & -2.7992 & 0.003275 \tabularnewline
3 & 0.284278 & 2.4289 & 0.008804 \tabularnewline
4 & 0.148767 & 1.2711 & 0.103871 \tabularnewline
5 & 0.17025 & 1.4546 & 0.07503 \tabularnewline
6 & -0.089718 & -0.7665 & 0.222911 \tabularnewline
7 & -0.054423 & -0.465 & 0.32166 \tabularnewline
8 & -0.049024 & -0.4189 & 0.338275 \tabularnewline
9 & 0.040598 & 0.3469 & 0.364843 \tabularnewline
10 & 0.146216 & 1.2493 & 0.107779 \tabularnewline
11 & 0.179207 & 1.5311 & 0.065028 \tabularnewline
12 & -0.210268 & -1.7965 & 0.038273 \tabularnewline
13 & -0.612674 & -5.2347 & 1e-06 \tabularnewline
14 & 0.125739 & 1.0743 & 0.143109 \tabularnewline
15 & -0.080641 & -0.689 & 0.246506 \tabularnewline
16 & -0.15428 & -1.3182 & 0.095785 \tabularnewline
17 & -0.117495 & -1.0039 & 0.159377 \tabularnewline
18 & -0.033994 & -0.2904 & 0.386148 \tabularnewline
19 & -0.033647 & -0.2875 & 0.387278 \tabularnewline
20 & 0.002251 & 0.0192 & 0.492352 \tabularnewline
21 & 0.066798 & 0.5707 & 0.284971 \tabularnewline
22 & -0.003727 & -0.0318 & 0.487342 \tabularnewline
23 & 0.017337 & 0.1481 & 0.441325 \tabularnewline
24 & 0.117658 & 1.0053 & 0.159043 \tabularnewline
25 & -0.083437 & -0.7129 & 0.239094 \tabularnewline
26 & 0.090289 & 0.7714 & 0.221471 \tabularnewline
27 & -0.046162 & -0.3944 & 0.347215 \tabularnewline
28 & 0.011601 & 0.0991 & 0.460656 \tabularnewline
29 & -0.010393 & -0.0888 & 0.464744 \tabularnewline
30 & 0.010365 & 0.0886 & 0.464836 \tabularnewline
31 & 0.092927 & 0.794 & 0.214895 \tabularnewline
32 & -0.025943 & -0.2217 & 0.412599 \tabularnewline
33 & -0.006783 & -0.058 & 0.476972 \tabularnewline
34 & -0.013072 & -0.1117 & 0.455688 \tabularnewline
35 & 0.039421 & 0.3368 & 0.368611 \tabularnewline
36 & -0.154423 & -1.3194 & 0.095581 \tabularnewline
37 & 0.064469 & 0.5508 & 0.291719 \tabularnewline
38 & -0.054667 & -0.4671 & 0.320919 \tabularnewline
39 & -0.099571 & -0.8507 & 0.198849 \tabularnewline
40 & -0.038219 & -0.3265 & 0.372475 \tabularnewline
41 & -0.047401 & -0.405 & 0.343333 \tabularnewline
42 & -0.023222 & -0.1984 & 0.421638 \tabularnewline
43 & -0.02847 & -0.2432 & 0.404247 \tabularnewline
44 & -0.071306 & -0.6092 & 0.272129 \tabularnewline
45 & 0.010625 & 0.0908 & 0.463957 \tabularnewline
46 & -0.008505 & -0.0727 & 0.471134 \tabularnewline
47 & -0.067686 & -0.5783 & 0.282417 \tabularnewline
48 & 0.150085 & 1.2823 & 0.101893 \tabularnewline
49 & 0.023014 & 0.1966 & 0.422332 \tabularnewline
50 & -0.088734 & -0.7581 & 0.225403 \tabularnewline
51 & 0.019361 & 0.1654 & 0.434535 \tabularnewline
52 & 0.03808 & 0.3254 & 0.372923 \tabularnewline
53 & -0.074668 & -0.638 & 0.262747 \tabularnewline
54 & 0.024673 & 0.2108 & 0.416814 \tabularnewline
55 & 0.010341 & 0.0884 & 0.464918 \tabularnewline
56 & -0.033375 & -0.2852 & 0.388167 \tabularnewline
57 & -0.062321 & -0.5325 & 0.298007 \tabularnewline
58 & -0.064013 & -0.5469 & 0.293048 \tabularnewline
59 & -0.011346 & -0.0969 & 0.461519 \tabularnewline
60 & 0.005597 & 0.0478 & 0.480996 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111452&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]0.874007[/C][C]7.4675[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.327623[/C][C]-2.7992[/C][C]0.003275[/C][/ROW]
[ROW][C]3[/C][C]0.284278[/C][C]2.4289[/C][C]0.008804[/C][/ROW]
[ROW][C]4[/C][C]0.148767[/C][C]1.2711[/C][C]0.103871[/C][/ROW]
[ROW][C]5[/C][C]0.17025[/C][C]1.4546[/C][C]0.07503[/C][/ROW]
[ROW][C]6[/C][C]-0.089718[/C][C]-0.7665[/C][C]0.222911[/C][/ROW]
[ROW][C]7[/C][C]-0.054423[/C][C]-0.465[/C][C]0.32166[/C][/ROW]
[ROW][C]8[/C][C]-0.049024[/C][C]-0.4189[/C][C]0.338275[/C][/ROW]
[ROW][C]9[/C][C]0.040598[/C][C]0.3469[/C][C]0.364843[/C][/ROW]
[ROW][C]10[/C][C]0.146216[/C][C]1.2493[/C][C]0.107779[/C][/ROW]
[ROW][C]11[/C][C]0.179207[/C][C]1.5311[/C][C]0.065028[/C][/ROW]
[ROW][C]12[/C][C]-0.210268[/C][C]-1.7965[/C][C]0.038273[/C][/ROW]
[ROW][C]13[/C][C]-0.612674[/C][C]-5.2347[/C][C]1e-06[/C][/ROW]
[ROW][C]14[/C][C]0.125739[/C][C]1.0743[/C][C]0.143109[/C][/ROW]
[ROW][C]15[/C][C]-0.080641[/C][C]-0.689[/C][C]0.246506[/C][/ROW]
[ROW][C]16[/C][C]-0.15428[/C][C]-1.3182[/C][C]0.095785[/C][/ROW]
[ROW][C]17[/C][C]-0.117495[/C][C]-1.0039[/C][C]0.159377[/C][/ROW]
[ROW][C]18[/C][C]-0.033994[/C][C]-0.2904[/C][C]0.386148[/C][/ROW]
[ROW][C]19[/C][C]-0.033647[/C][C]-0.2875[/C][C]0.387278[/C][/ROW]
[ROW][C]20[/C][C]0.002251[/C][C]0.0192[/C][C]0.492352[/C][/ROW]
[ROW][C]21[/C][C]0.066798[/C][C]0.5707[/C][C]0.284971[/C][/ROW]
[ROW][C]22[/C][C]-0.003727[/C][C]-0.0318[/C][C]0.487342[/C][/ROW]
[ROW][C]23[/C][C]0.017337[/C][C]0.1481[/C][C]0.441325[/C][/ROW]
[ROW][C]24[/C][C]0.117658[/C][C]1.0053[/C][C]0.159043[/C][/ROW]
[ROW][C]25[/C][C]-0.083437[/C][C]-0.7129[/C][C]0.239094[/C][/ROW]
[ROW][C]26[/C][C]0.090289[/C][C]0.7714[/C][C]0.221471[/C][/ROW]
[ROW][C]27[/C][C]-0.046162[/C][C]-0.3944[/C][C]0.347215[/C][/ROW]
[ROW][C]28[/C][C]0.011601[/C][C]0.0991[/C][C]0.460656[/C][/ROW]
[ROW][C]29[/C][C]-0.010393[/C][C]-0.0888[/C][C]0.464744[/C][/ROW]
[ROW][C]30[/C][C]0.010365[/C][C]0.0886[/C][C]0.464836[/C][/ROW]
[ROW][C]31[/C][C]0.092927[/C][C]0.794[/C][C]0.214895[/C][/ROW]
[ROW][C]32[/C][C]-0.025943[/C][C]-0.2217[/C][C]0.412599[/C][/ROW]
[ROW][C]33[/C][C]-0.006783[/C][C]-0.058[/C][C]0.476972[/C][/ROW]
[ROW][C]34[/C][C]-0.013072[/C][C]-0.1117[/C][C]0.455688[/C][/ROW]
[ROW][C]35[/C][C]0.039421[/C][C]0.3368[/C][C]0.368611[/C][/ROW]
[ROW][C]36[/C][C]-0.154423[/C][C]-1.3194[/C][C]0.095581[/C][/ROW]
[ROW][C]37[/C][C]0.064469[/C][C]0.5508[/C][C]0.291719[/C][/ROW]
[ROW][C]38[/C][C]-0.054667[/C][C]-0.4671[/C][C]0.320919[/C][/ROW]
[ROW][C]39[/C][C]-0.099571[/C][C]-0.8507[/C][C]0.198849[/C][/ROW]
[ROW][C]40[/C][C]-0.038219[/C][C]-0.3265[/C][C]0.372475[/C][/ROW]
[ROW][C]41[/C][C]-0.047401[/C][C]-0.405[/C][C]0.343333[/C][/ROW]
[ROW][C]42[/C][C]-0.023222[/C][C]-0.1984[/C][C]0.421638[/C][/ROW]
[ROW][C]43[/C][C]-0.02847[/C][C]-0.2432[/C][C]0.404247[/C][/ROW]
[ROW][C]44[/C][C]-0.071306[/C][C]-0.6092[/C][C]0.272129[/C][/ROW]
[ROW][C]45[/C][C]0.010625[/C][C]0.0908[/C][C]0.463957[/C][/ROW]
[ROW][C]46[/C][C]-0.008505[/C][C]-0.0727[/C][C]0.471134[/C][/ROW]
[ROW][C]47[/C][C]-0.067686[/C][C]-0.5783[/C][C]0.282417[/C][/ROW]
[ROW][C]48[/C][C]0.150085[/C][C]1.2823[/C][C]0.101893[/C][/ROW]
[ROW][C]49[/C][C]0.023014[/C][C]0.1966[/C][C]0.422332[/C][/ROW]
[ROW][C]50[/C][C]-0.088734[/C][C]-0.7581[/C][C]0.225403[/C][/ROW]
[ROW][C]51[/C][C]0.019361[/C][C]0.1654[/C][C]0.434535[/C][/ROW]
[ROW][C]52[/C][C]0.03808[/C][C]0.3254[/C][C]0.372923[/C][/ROW]
[ROW][C]53[/C][C]-0.074668[/C][C]-0.638[/C][C]0.262747[/C][/ROW]
[ROW][C]54[/C][C]0.024673[/C][C]0.2108[/C][C]0.416814[/C][/ROW]
[ROW][C]55[/C][C]0.010341[/C][C]0.0884[/C][C]0.464918[/C][/ROW]
[ROW][C]56[/C][C]-0.033375[/C][C]-0.2852[/C][C]0.388167[/C][/ROW]
[ROW][C]57[/C][C]-0.062321[/C][C]-0.5325[/C][C]0.298007[/C][/ROW]
[ROW][C]58[/C][C]-0.064013[/C][C]-0.5469[/C][C]0.293048[/C][/ROW]
[ROW][C]59[/C][C]-0.011346[/C][C]-0.0969[/C][C]0.461519[/C][/ROW]
[ROW][C]60[/C][C]0.005597[/C][C]0.0478[/C][C]0.480996[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111452&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111452&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	0.874007	7.4675	0
2	-0.327623	-2.7992	0.003275
3	0.284278	2.4289	0.008804
4	0.148767	1.2711	0.103871
5	0.17025	1.4546	0.07503
6	-0.089718	-0.7665	0.222911
7	-0.054423	-0.465	0.32166
8	-0.049024	-0.4189	0.338275
9	0.040598	0.3469	0.364843
10	0.146216	1.2493	0.107779
11	0.179207	1.5311	0.065028
12	-0.210268	-1.7965	0.038273
13	-0.612674	-5.2347	1e-06
14	0.125739	1.0743	0.143109
15	-0.080641	-0.689	0.246506
16	-0.15428	-1.3182	0.095785
17	-0.117495	-1.0039	0.159377
18	-0.033994	-0.2904	0.386148
19	-0.033647	-0.2875	0.387278
20	0.002251	0.0192	0.492352
21	0.066798	0.5707	0.284971
22	-0.003727	-0.0318	0.487342
23	0.017337	0.1481	0.441325
24	0.117658	1.0053	0.159043
25	-0.083437	-0.7129	0.239094
26	0.090289	0.7714	0.221471
27	-0.046162	-0.3944	0.347215
28	0.011601	0.0991	0.460656
29	-0.010393	-0.0888	0.464744
30	0.010365	0.0886	0.464836
31	0.092927	0.794	0.214895
32	-0.025943	-0.2217	0.412599
33	-0.006783	-0.058	0.476972
34	-0.013072	-0.1117	0.455688
35	0.039421	0.3368	0.368611
36	-0.154423	-1.3194	0.095581
37	0.064469	0.5508	0.291719
38	-0.054667	-0.4671	0.320919
39	-0.099571	-0.8507	0.198849
40	-0.038219	-0.3265	0.372475
41	-0.047401	-0.405	0.343333
42	-0.023222	-0.1984	0.421638
43	-0.02847	-0.2432	0.404247
44	-0.071306	-0.6092	0.272129
45	0.010625	0.0908	0.463957
46	-0.008505	-0.0727	0.471134
47	-0.067686	-0.5783	0.282417
48	0.150085	1.2823	0.101893
49	0.023014	0.1966	0.422332
50	-0.088734	-0.7581	0.225403
51	0.019361	0.1654	0.434535
52	0.03808	0.3254	0.372923
53	-0.074668	-0.638	0.262747
54	0.024673	0.2108	0.416814
55	0.010341	0.0884	0.464918
56	-0.033375	-0.2852	0.388167
57	-0.062321	-0.5325	0.298007
58	-0.064013	-0.5469	0.293048
59	-0.011346	-0.0969	0.461519
60	0.005597	0.0478	0.480996

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 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = ; 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 (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='lags',ylab='ACF')
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