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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 17 Dec 2010 13:34:11 +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/t1292592739urbv6rwvg04b5o7.htm/, Retrieved Mon, 06 May 2024 11:33:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111454, Retrieved Mon, 06 May 2024 11:33:08 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

147

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] [616fb52b46273b7e6805de1e68b3a688]
-   P                   [(Partial) Autocorrelation Function] [ACF bij d=0 en D=1] [2010-12-17 13:34:11] [733bf75cb326fe693c93e834bfd34d22] [Current]
-   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	'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=111454&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=111454&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111454&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	0.975927	7.6222	0
2	0.941696	7.3549	0
3	0.894156	6.9836	0
4	0.830838	6.4891	0
5	0.758699	5.9256	0
6	0.679967	5.3107	1e-06
7	0.591807	4.6222	1e-05
8	0.500109	3.906	0.000119
9	0.402921	3.1469	0.001276
10	0.305615	2.3869	0.010053
11	0.215627	1.6841	0.048637
12	0.119694	0.9348	0.176779
13	0.035246	0.2753	0.392017
14	-0.039376	-0.3075	0.37974
15	-0.112507	-0.8787	0.191504
16	-0.181691	-1.419	0.080487
17	-0.243059	-1.8984	0.031192
18	-0.301426	-2.3542	0.010899
19	-0.351674	-2.7467	0.003951
20	-0.396804	-3.0991	0.001467
21	-0.434869	-3.3964	0.000603
22	-0.460362	-3.5955	0.000324
23	-0.479769	-3.7471	2e-04
24	-0.490842	-3.8336	0.000151
25	-0.492044	-3.843	0.000146
26	-0.49041	-3.8302	0.000152
27	-0.481817	-3.7631	0.00019
28	-0.460543	-3.597	0.000323
29	-0.43057	-3.3629	0.000668
30	-0.393301	-3.0718	0.001589
31	-0.351616	-2.7462	0.003956
32	-0.310698	-2.4266	0.009105
33	-0.265922	-2.0769	0.021014
34	-0.223521	-1.7458	0.042944
35	-0.182194	-1.423	0.079918
36	-0.144112	-1.1256	0.132383
37	-0.10884	-0.8501	0.199306
38	-0.07616	-0.5948	0.27708
39	-0.047126	-0.3681	0.357049
40	-0.021825	-0.1705	0.432606
41	-0.002999	-0.0234	0.490693
42	0.009868	0.0771	0.469409
43	0.016451	0.1285	0.449095
44	0.021222	0.1657	0.434451
45	0.022217	0.1735	0.43141
46	0.023178	0.181	0.428475
47	0.024099	0.1882	0.425666
48	0.023592	0.1843	0.427211
49	0.021855	0.1707	0.432514
50	0.017391	0.1358	0.446202
51	0.01315	0.1027	0.459266
52	0.009059	0.0707	0.471914
53	0.006427	0.0502	0.480066
54	0.004956	0.0387	0.484624
55	0.004142	0.0323	0.48715
56	0.003643	0.0285	0.488696
57	0.001931	0.0151	0.494009
58	0.000816	0.0064	0.497467
59	4.3e-05	3e-04	0.499867
60	-0.000263	-0.0021	0.499183

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.975927 & 7.6222 & 0 \tabularnewline
2 & 0.941696 & 7.3549 & 0 \tabularnewline
3 & 0.894156 & 6.9836 & 0 \tabularnewline
4 & 0.830838 & 6.4891 & 0 \tabularnewline
5 & 0.758699 & 5.9256 & 0 \tabularnewline
6 & 0.679967 & 5.3107 & 1e-06 \tabularnewline
7 & 0.591807 & 4.6222 & 1e-05 \tabularnewline
8 & 0.500109 & 3.906 & 0.000119 \tabularnewline
9 & 0.402921 & 3.1469 & 0.001276 \tabularnewline
10 & 0.305615 & 2.3869 & 0.010053 \tabularnewline
11 & 0.215627 & 1.6841 & 0.048637 \tabularnewline
12 & 0.119694 & 0.9348 & 0.176779 \tabularnewline
13 & 0.035246 & 0.2753 & 0.392017 \tabularnewline
14 & -0.039376 & -0.3075 & 0.37974 \tabularnewline
15 & -0.112507 & -0.8787 & 0.191504 \tabularnewline
16 & -0.181691 & -1.419 & 0.080487 \tabularnewline
17 & -0.243059 & -1.8984 & 0.031192 \tabularnewline
18 & -0.301426 & -2.3542 & 0.010899 \tabularnewline
19 & -0.351674 & -2.7467 & 0.003951 \tabularnewline
20 & -0.396804 & -3.0991 & 0.001467 \tabularnewline
21 & -0.434869 & -3.3964 & 0.000603 \tabularnewline
22 & -0.460362 & -3.5955 & 0.000324 \tabularnewline
23 & -0.479769 & -3.7471 & 2e-04 \tabularnewline
24 & -0.490842 & -3.8336 & 0.000151 \tabularnewline
25 & -0.492044 & -3.843 & 0.000146 \tabularnewline
26 & -0.49041 & -3.8302 & 0.000152 \tabularnewline
27 & -0.481817 & -3.7631 & 0.00019 \tabularnewline
28 & -0.460543 & -3.597 & 0.000323 \tabularnewline
29 & -0.43057 & -3.3629 & 0.000668 \tabularnewline
30 & -0.393301 & -3.0718 & 0.001589 \tabularnewline
31 & -0.351616 & -2.7462 & 0.003956 \tabularnewline
32 & -0.310698 & -2.4266 & 0.009105 \tabularnewline
33 & -0.265922 & -2.0769 & 0.021014 \tabularnewline
34 & -0.223521 & -1.7458 & 0.042944 \tabularnewline
35 & -0.182194 & -1.423 & 0.079918 \tabularnewline
36 & -0.144112 & -1.1256 & 0.132383 \tabularnewline
37 & -0.10884 & -0.8501 & 0.199306 \tabularnewline
38 & -0.07616 & -0.5948 & 0.27708 \tabularnewline
39 & -0.047126 & -0.3681 & 0.357049 \tabularnewline
40 & -0.021825 & -0.1705 & 0.432606 \tabularnewline
41 & -0.002999 & -0.0234 & 0.490693 \tabularnewline
42 & 0.009868 & 0.0771 & 0.469409 \tabularnewline
43 & 0.016451 & 0.1285 & 0.449095 \tabularnewline
44 & 0.021222 & 0.1657 & 0.434451 \tabularnewline
45 & 0.022217 & 0.1735 & 0.43141 \tabularnewline
46 & 0.023178 & 0.181 & 0.428475 \tabularnewline
47 & 0.024099 & 0.1882 & 0.425666 \tabularnewline
48 & 0.023592 & 0.1843 & 0.427211 \tabularnewline
49 & 0.021855 & 0.1707 & 0.432514 \tabularnewline
50 & 0.017391 & 0.1358 & 0.446202 \tabularnewline
51 & 0.01315 & 0.1027 & 0.459266 \tabularnewline
52 & 0.009059 & 0.0707 & 0.471914 \tabularnewline
53 & 0.006427 & 0.0502 & 0.480066 \tabularnewline
54 & 0.004956 & 0.0387 & 0.484624 \tabularnewline
55 & 0.004142 & 0.0323 & 0.48715 \tabularnewline
56 & 0.003643 & 0.0285 & 0.488696 \tabularnewline
57 & 0.001931 & 0.0151 & 0.494009 \tabularnewline
58 & 0.000816 & 0.0064 & 0.497467 \tabularnewline
59 & 4.3e-05 & 3e-04 & 0.499867 \tabularnewline
60 & -0.000263 & -0.0021 & 0.499183 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111454&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]0.975927[/C][C]7.6222[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.941696[/C][C]7.3549[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.894156[/C][C]6.9836[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.830838[/C][C]6.4891[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.758699[/C][C]5.9256[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.679967[/C][C]5.3107[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.591807[/C][C]4.6222[/C][C]1e-05[/C][/ROW]
[ROW][C]8[/C][C]0.500109[/C][C]3.906[/C][C]0.000119[/C][/ROW]
[ROW][C]9[/C][C]0.402921[/C][C]3.1469[/C][C]0.001276[/C][/ROW]
[ROW][C]10[/C][C]0.305615[/C][C]2.3869[/C][C]0.010053[/C][/ROW]
[ROW][C]11[/C][C]0.215627[/C][C]1.6841[/C][C]0.048637[/C][/ROW]
[ROW][C]12[/C][C]0.119694[/C][C]0.9348[/C][C]0.176779[/C][/ROW]
[ROW][C]13[/C][C]0.035246[/C][C]0.2753[/C][C]0.392017[/C][/ROW]
[ROW][C]14[/C][C]-0.039376[/C][C]-0.3075[/C][C]0.37974[/C][/ROW]
[ROW][C]15[/C][C]-0.112507[/C][C]-0.8787[/C][C]0.191504[/C][/ROW]
[ROW][C]16[/C][C]-0.181691[/C][C]-1.419[/C][C]0.080487[/C][/ROW]
[ROW][C]17[/C][C]-0.243059[/C][C]-1.8984[/C][C]0.031192[/C][/ROW]
[ROW][C]18[/C][C]-0.301426[/C][C]-2.3542[/C][C]0.010899[/C][/ROW]
[ROW][C]19[/C][C]-0.351674[/C][C]-2.7467[/C][C]0.003951[/C][/ROW]
[ROW][C]20[/C][C]-0.396804[/C][C]-3.0991[/C][C]0.001467[/C][/ROW]
[ROW][C]21[/C][C]-0.434869[/C][C]-3.3964[/C][C]0.000603[/C][/ROW]
[ROW][C]22[/C][C]-0.460362[/C][C]-3.5955[/C][C]0.000324[/C][/ROW]
[ROW][C]23[/C][C]-0.479769[/C][C]-3.7471[/C][C]2e-04[/C][/ROW]
[ROW][C]24[/C][C]-0.490842[/C][C]-3.8336[/C][C]0.000151[/C][/ROW]
[ROW][C]25[/C][C]-0.492044[/C][C]-3.843[/C][C]0.000146[/C][/ROW]
[ROW][C]26[/C][C]-0.49041[/C][C]-3.8302[/C][C]0.000152[/C][/ROW]
[ROW][C]27[/C][C]-0.481817[/C][C]-3.7631[/C][C]0.00019[/C][/ROW]
[ROW][C]28[/C][C]-0.460543[/C][C]-3.597[/C][C]0.000323[/C][/ROW]
[ROW][C]29[/C][C]-0.43057[/C][C]-3.3629[/C][C]0.000668[/C][/ROW]
[ROW][C]30[/C][C]-0.393301[/C][C]-3.0718[/C][C]0.001589[/C][/ROW]
[ROW][C]31[/C][C]-0.351616[/C][C]-2.7462[/C][C]0.003956[/C][/ROW]
[ROW][C]32[/C][C]-0.310698[/C][C]-2.4266[/C][C]0.009105[/C][/ROW]
[ROW][C]33[/C][C]-0.265922[/C][C]-2.0769[/C][C]0.021014[/C][/ROW]
[ROW][C]34[/C][C]-0.223521[/C][C]-1.7458[/C][C]0.042944[/C][/ROW]
[ROW][C]35[/C][C]-0.182194[/C][C]-1.423[/C][C]0.079918[/C][/ROW]
[ROW][C]36[/C][C]-0.144112[/C][C]-1.1256[/C][C]0.132383[/C][/ROW]
[ROW][C]37[/C][C]-0.10884[/C][C]-0.8501[/C][C]0.199306[/C][/ROW]
[ROW][C]38[/C][C]-0.07616[/C][C]-0.5948[/C][C]0.27708[/C][/ROW]
[ROW][C]39[/C][C]-0.047126[/C][C]-0.3681[/C][C]0.357049[/C][/ROW]
[ROW][C]40[/C][C]-0.021825[/C][C]-0.1705[/C][C]0.432606[/C][/ROW]
[ROW][C]41[/C][C]-0.002999[/C][C]-0.0234[/C][C]0.490693[/C][/ROW]
[ROW][C]42[/C][C]0.009868[/C][C]0.0771[/C][C]0.469409[/C][/ROW]
[ROW][C]43[/C][C]0.016451[/C][C]0.1285[/C][C]0.449095[/C][/ROW]
[ROW][C]44[/C][C]0.021222[/C][C]0.1657[/C][C]0.434451[/C][/ROW]
[ROW][C]45[/C][C]0.022217[/C][C]0.1735[/C][C]0.43141[/C][/ROW]
[ROW][C]46[/C][C]0.023178[/C][C]0.181[/C][C]0.428475[/C][/ROW]
[ROW][C]47[/C][C]0.024099[/C][C]0.1882[/C][C]0.425666[/C][/ROW]
[ROW][C]48[/C][C]0.023592[/C][C]0.1843[/C][C]0.427211[/C][/ROW]
[ROW][C]49[/C][C]0.021855[/C][C]0.1707[/C][C]0.432514[/C][/ROW]
[ROW][C]50[/C][C]0.017391[/C][C]0.1358[/C][C]0.446202[/C][/ROW]
[ROW][C]51[/C][C]0.01315[/C][C]0.1027[/C][C]0.459266[/C][/ROW]
[ROW][C]52[/C][C]0.009059[/C][C]0.0707[/C][C]0.471914[/C][/ROW]
[ROW][C]53[/C][C]0.006427[/C][C]0.0502[/C][C]0.480066[/C][/ROW]
[ROW][C]54[/C][C]0.004956[/C][C]0.0387[/C][C]0.484624[/C][/ROW]
[ROW][C]55[/C][C]0.004142[/C][C]0.0323[/C][C]0.48715[/C][/ROW]
[ROW][C]56[/C][C]0.003643[/C][C]0.0285[/C][C]0.488696[/C][/ROW]
[ROW][C]57[/C][C]0.001931[/C][C]0.0151[/C][C]0.494009[/C][/ROW]
[ROW][C]58[/C][C]0.000816[/C][C]0.0064[/C][C]0.497467[/C][/ROW]
[ROW][C]59[/C][C]4.3e-05[/C][C]3e-04[/C][C]0.499867[/C][/ROW]
[ROW][C]60[/C][C]-0.000263[/C][C]-0.0021[/C][C]0.499183[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111454&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111454&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	0.975927	7.6222	0
2	0.941696	7.3549	0
3	0.894156	6.9836	0
4	0.830838	6.4891	0
5	0.758699	5.9256	0
6	0.679967	5.3107	1e-06
7	0.591807	4.6222	1e-05
8	0.500109	3.906	0.000119
9	0.402921	3.1469	0.001276
10	0.305615	2.3869	0.010053
11	0.215627	1.6841	0.048637
12	0.119694	0.9348	0.176779
13	0.035246	0.2753	0.392017
14	-0.039376	-0.3075	0.37974
15	-0.112507	-0.8787	0.191504
16	-0.181691	-1.419	0.080487
17	-0.243059	-1.8984	0.031192
18	-0.301426	-2.3542	0.010899
19	-0.351674	-2.7467	0.003951
20	-0.396804	-3.0991	0.001467
21	-0.434869	-3.3964	0.000603
22	-0.460362	-3.5955	0.000324
23	-0.479769	-3.7471	2e-04
24	-0.490842	-3.8336	0.000151
25	-0.492044	-3.843	0.000146
26	-0.49041	-3.8302	0.000152
27	-0.481817	-3.7631	0.00019
28	-0.460543	-3.597	0.000323
29	-0.43057	-3.3629	0.000668
30	-0.393301	-3.0718	0.001589
31	-0.351616	-2.7462	0.003956
32	-0.310698	-2.4266	0.009105
33	-0.265922	-2.0769	0.021014
34	-0.223521	-1.7458	0.042944
35	-0.182194	-1.423	0.079918
36	-0.144112	-1.1256	0.132383
37	-0.10884	-0.8501	0.199306
38	-0.07616	-0.5948	0.27708
39	-0.047126	-0.3681	0.357049
40	-0.021825	-0.1705	0.432606
41	-0.002999	-0.0234	0.490693
42	0.009868	0.0771	0.469409
43	0.016451	0.1285	0.449095
44	0.021222	0.1657	0.434451
45	0.022217	0.1735	0.43141
46	0.023178	0.181	0.428475
47	0.024099	0.1882	0.425666
48	0.023592	0.1843	0.427211
49	0.021855	0.1707	0.432514
50	0.017391	0.1358	0.446202
51	0.01315	0.1027	0.459266
52	0.009059	0.0707	0.471914
53	0.006427	0.0502	0.480066
54	0.004956	0.0387	0.484624
55	0.004142	0.0323	0.48715
56	0.003643	0.0285	0.488696
57	0.001931	0.0151	0.494009
58	0.000816	0.0064	0.497467
59	4.3e-05	3e-04	0.499867
60	-0.000263	-0.0021	0.499183

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.975927	7.6222	0
2	-0.225751	-1.7632	0.04144
3	-0.266382	-2.0805	0.020843
4	-0.298991	-2.3352	0.01142
5	-0.109923	-0.8585	0.196981
6	-0.040519	-0.3165	0.376365
7	-0.138826	-1.0843	0.141257
8	-0.043759	-0.3418	0.36685
9	-0.118331	-0.9242	0.179513
10	0.01291	0.1008	0.460007
11	0.16896	1.3196	0.095947
12	-0.238158	-1.8601	0.033849
13	0.177951	1.3898	0.084814
14	0.089477	0.6988	0.243656
15	-0.125023	-0.9765	0.166346
16	-0.173293	-1.3535	0.090451
17	-0.064814	-0.5062	0.307266
18	-0.033958	-0.2652	0.395866
19	-0.009809	-0.0766	0.469593
20	-0.065907	-0.5148	0.304293
21	-0.002475	-0.0193	0.492321
22	0.113227	0.8843	0.189995
23	0.120192	0.9387	0.175787
24	-0.044352	-0.3464	0.365117
25	-0.036966	-0.2887	0.38689
26	-0.059069	-0.4613	0.323096
27	0.033845	0.2643	0.396205
28	0.09011	0.7038	0.242123
29	0.082385	0.6435	0.261172
30	-0.042718	-0.3336	0.369898
31	-0.070257	-0.5487	0.2926
32	-0.149613	-1.1685	0.123573
33	-0.011377	-0.0889	0.464744
34	-0.05662	-0.4422	0.329947
35	0.032777	0.256	0.399406
36	-0.15722	-1.2279	0.112095
37	0.011705	0.0914	0.46373
38	0.067604	0.528	0.299707
39	-0.051205	-0.3999	0.345304
40	0.046099	0.36	0.36003
41	-0.044919	-0.3508	0.363464
42	-0.069791	-0.5451	0.293843
43	-0.045201	-0.353	0.362641
44	-0.046946	-0.3667	0.357572
45	0.015676	0.1224	0.451479
46	0.051904	0.4054	0.343307
47	0.093551	0.7307	0.233892
48	-0.090578	-0.7074	0.240995
49	-0.024532	-0.1916	0.424347
50	0.014061	0.1098	0.456455
51	0.073325	0.5727	0.284481
52	0.004211	0.0329	0.486936
53	-0.032449	-0.2534	0.400391
54	-0.052356	-0.4089	0.342016
55	-0.032497	-0.2538	0.400249
56	0.085521	0.6679	0.253347
57	-0.045111	-0.3523	0.362904
58	-0.022961	-0.1793	0.429136
59	0.011164	0.0872	0.4654
60	-0.05068	-0.3958	0.346807

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.975927 & 7.6222 & 0 \tabularnewline
2 & -0.225751 & -1.7632 & 0.04144 \tabularnewline
3 & -0.266382 & -2.0805 & 0.020843 \tabularnewline
4 & -0.298991 & -2.3352 & 0.01142 \tabularnewline
5 & -0.109923 & -0.8585 & 0.196981 \tabularnewline
6 & -0.040519 & -0.3165 & 0.376365 \tabularnewline
7 & -0.138826 & -1.0843 & 0.141257 \tabularnewline
8 & -0.043759 & -0.3418 & 0.36685 \tabularnewline
9 & -0.118331 & -0.9242 & 0.179513 \tabularnewline
10 & 0.01291 & 0.1008 & 0.460007 \tabularnewline
11 & 0.16896 & 1.3196 & 0.095947 \tabularnewline
12 & -0.238158 & -1.8601 & 0.033849 \tabularnewline
13 & 0.177951 & 1.3898 & 0.084814 \tabularnewline
14 & 0.089477 & 0.6988 & 0.243656 \tabularnewline
15 & -0.125023 & -0.9765 & 0.166346 \tabularnewline
16 & -0.173293 & -1.3535 & 0.090451 \tabularnewline
17 & -0.064814 & -0.5062 & 0.307266 \tabularnewline
18 & -0.033958 & -0.2652 & 0.395866 \tabularnewline
19 & -0.009809 & -0.0766 & 0.469593 \tabularnewline
20 & -0.065907 & -0.5148 & 0.304293 \tabularnewline
21 & -0.002475 & -0.0193 & 0.492321 \tabularnewline
22 & 0.113227 & 0.8843 & 0.189995 \tabularnewline
23 & 0.120192 & 0.9387 & 0.175787 \tabularnewline
24 & -0.044352 & -0.3464 & 0.365117 \tabularnewline
25 & -0.036966 & -0.2887 & 0.38689 \tabularnewline
26 & -0.059069 & -0.4613 & 0.323096 \tabularnewline
27 & 0.033845 & 0.2643 & 0.396205 \tabularnewline
28 & 0.09011 & 0.7038 & 0.242123 \tabularnewline
29 & 0.082385 & 0.6435 & 0.261172 \tabularnewline
30 & -0.042718 & -0.3336 & 0.369898 \tabularnewline
31 & -0.070257 & -0.5487 & 0.2926 \tabularnewline
32 & -0.149613 & -1.1685 & 0.123573 \tabularnewline
33 & -0.011377 & -0.0889 & 0.464744 \tabularnewline
34 & -0.05662 & -0.4422 & 0.329947 \tabularnewline
35 & 0.032777 & 0.256 & 0.399406 \tabularnewline
36 & -0.15722 & -1.2279 & 0.112095 \tabularnewline
37 & 0.011705 & 0.0914 & 0.46373 \tabularnewline
38 & 0.067604 & 0.528 & 0.299707 \tabularnewline
39 & -0.051205 & -0.3999 & 0.345304 \tabularnewline
40 & 0.046099 & 0.36 & 0.36003 \tabularnewline
41 & -0.044919 & -0.3508 & 0.363464 \tabularnewline
42 & -0.069791 & -0.5451 & 0.293843 \tabularnewline
43 & -0.045201 & -0.353 & 0.362641 \tabularnewline
44 & -0.046946 & -0.3667 & 0.357572 \tabularnewline
45 & 0.015676 & 0.1224 & 0.451479 \tabularnewline
46 & 0.051904 & 0.4054 & 0.343307 \tabularnewline
47 & 0.093551 & 0.7307 & 0.233892 \tabularnewline
48 & -0.090578 & -0.7074 & 0.240995 \tabularnewline
49 & -0.024532 & -0.1916 & 0.424347 \tabularnewline
50 & 0.014061 & 0.1098 & 0.456455 \tabularnewline
51 & 0.073325 & 0.5727 & 0.284481 \tabularnewline
52 & 0.004211 & 0.0329 & 0.486936 \tabularnewline
53 & -0.032449 & -0.2534 & 0.400391 \tabularnewline
54 & -0.052356 & -0.4089 & 0.342016 \tabularnewline
55 & -0.032497 & -0.2538 & 0.400249 \tabularnewline
56 & 0.085521 & 0.6679 & 0.253347 \tabularnewline
57 & -0.045111 & -0.3523 & 0.362904 \tabularnewline
58 & -0.022961 & -0.1793 & 0.429136 \tabularnewline
59 & 0.011164 & 0.0872 & 0.4654 \tabularnewline
60 & -0.05068 & -0.3958 & 0.346807 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111454&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]0.975927[/C][C]7.6222[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.225751[/C][C]-1.7632[/C][C]0.04144[/C][/ROW]
[ROW][C]3[/C][C]-0.266382[/C][C]-2.0805[/C][C]0.020843[/C][/ROW]
[ROW][C]4[/C][C]-0.298991[/C][C]-2.3352[/C][C]0.01142[/C][/ROW]
[ROW][C]5[/C][C]-0.109923[/C][C]-0.8585[/C][C]0.196981[/C][/ROW]
[ROW][C]6[/C][C]-0.040519[/C][C]-0.3165[/C][C]0.376365[/C][/ROW]
[ROW][C]7[/C][C]-0.138826[/C][C]-1.0843[/C][C]0.141257[/C][/ROW]
[ROW][C]8[/C][C]-0.043759[/C][C]-0.3418[/C][C]0.36685[/C][/ROW]
[ROW][C]9[/C][C]-0.118331[/C][C]-0.9242[/C][C]0.179513[/C][/ROW]
[ROW][C]10[/C][C]0.01291[/C][C]0.1008[/C][C]0.460007[/C][/ROW]
[ROW][C]11[/C][C]0.16896[/C][C]1.3196[/C][C]0.095947[/C][/ROW]
[ROW][C]12[/C][C]-0.238158[/C][C]-1.8601[/C][C]0.033849[/C][/ROW]
[ROW][C]13[/C][C]0.177951[/C][C]1.3898[/C][C]0.084814[/C][/ROW]
[ROW][C]14[/C][C]0.089477[/C][C]0.6988[/C][C]0.243656[/C][/ROW]
[ROW][C]15[/C][C]-0.125023[/C][C]-0.9765[/C][C]0.166346[/C][/ROW]
[ROW][C]16[/C][C]-0.173293[/C][C]-1.3535[/C][C]0.090451[/C][/ROW]
[ROW][C]17[/C][C]-0.064814[/C][C]-0.5062[/C][C]0.307266[/C][/ROW]
[ROW][C]18[/C][C]-0.033958[/C][C]-0.2652[/C][C]0.395866[/C][/ROW]
[ROW][C]19[/C][C]-0.009809[/C][C]-0.0766[/C][C]0.469593[/C][/ROW]
[ROW][C]20[/C][C]-0.065907[/C][C]-0.5148[/C][C]0.304293[/C][/ROW]
[ROW][C]21[/C][C]-0.002475[/C][C]-0.0193[/C][C]0.492321[/C][/ROW]
[ROW][C]22[/C][C]0.113227[/C][C]0.8843[/C][C]0.189995[/C][/ROW]
[ROW][C]23[/C][C]0.120192[/C][C]0.9387[/C][C]0.175787[/C][/ROW]
[ROW][C]24[/C][C]-0.044352[/C][C]-0.3464[/C][C]0.365117[/C][/ROW]
[ROW][C]25[/C][C]-0.036966[/C][C]-0.2887[/C][C]0.38689[/C][/ROW]
[ROW][C]26[/C][C]-0.059069[/C][C]-0.4613[/C][C]0.323096[/C][/ROW]
[ROW][C]27[/C][C]0.033845[/C][C]0.2643[/C][C]0.396205[/C][/ROW]
[ROW][C]28[/C][C]0.09011[/C][C]0.7038[/C][C]0.242123[/C][/ROW]
[ROW][C]29[/C][C]0.082385[/C][C]0.6435[/C][C]0.261172[/C][/ROW]
[ROW][C]30[/C][C]-0.042718[/C][C]-0.3336[/C][C]0.369898[/C][/ROW]
[ROW][C]31[/C][C]-0.070257[/C][C]-0.5487[/C][C]0.2926[/C][/ROW]
[ROW][C]32[/C][C]-0.149613[/C][C]-1.1685[/C][C]0.123573[/C][/ROW]
[ROW][C]33[/C][C]-0.011377[/C][C]-0.0889[/C][C]0.464744[/C][/ROW]
[ROW][C]34[/C][C]-0.05662[/C][C]-0.4422[/C][C]0.329947[/C][/ROW]
[ROW][C]35[/C][C]0.032777[/C][C]0.256[/C][C]0.399406[/C][/ROW]
[ROW][C]36[/C][C]-0.15722[/C][C]-1.2279[/C][C]0.112095[/C][/ROW]
[ROW][C]37[/C][C]0.011705[/C][C]0.0914[/C][C]0.46373[/C][/ROW]
[ROW][C]38[/C][C]0.067604[/C][C]0.528[/C][C]0.299707[/C][/ROW]
[ROW][C]39[/C][C]-0.051205[/C][C]-0.3999[/C][C]0.345304[/C][/ROW]
[ROW][C]40[/C][C]0.046099[/C][C]0.36[/C][C]0.36003[/C][/ROW]
[ROW][C]41[/C][C]-0.044919[/C][C]-0.3508[/C][C]0.363464[/C][/ROW]
[ROW][C]42[/C][C]-0.069791[/C][C]-0.5451[/C][C]0.293843[/C][/ROW]
[ROW][C]43[/C][C]-0.045201[/C][C]-0.353[/C][C]0.362641[/C][/ROW]
[ROW][C]44[/C][C]-0.046946[/C][C]-0.3667[/C][C]0.357572[/C][/ROW]
[ROW][C]45[/C][C]0.015676[/C][C]0.1224[/C][C]0.451479[/C][/ROW]
[ROW][C]46[/C][C]0.051904[/C][C]0.4054[/C][C]0.343307[/C][/ROW]
[ROW][C]47[/C][C]0.093551[/C][C]0.7307[/C][C]0.233892[/C][/ROW]
[ROW][C]48[/C][C]-0.090578[/C][C]-0.7074[/C][C]0.240995[/C][/ROW]
[ROW][C]49[/C][C]-0.024532[/C][C]-0.1916[/C][C]0.424347[/C][/ROW]
[ROW][C]50[/C][C]0.014061[/C][C]0.1098[/C][C]0.456455[/C][/ROW]
[ROW][C]51[/C][C]0.073325[/C][C]0.5727[/C][C]0.284481[/C][/ROW]
[ROW][C]52[/C][C]0.004211[/C][C]0.0329[/C][C]0.486936[/C][/ROW]
[ROW][C]53[/C][C]-0.032449[/C][C]-0.2534[/C][C]0.400391[/C][/ROW]
[ROW][C]54[/C][C]-0.052356[/C][C]-0.4089[/C][C]0.342016[/C][/ROW]
[ROW][C]55[/C][C]-0.032497[/C][C]-0.2538[/C][C]0.400249[/C][/ROW]
[ROW][C]56[/C][C]0.085521[/C][C]0.6679[/C][C]0.253347[/C][/ROW]
[ROW][C]57[/C][C]-0.045111[/C][C]-0.3523[/C][C]0.362904[/C][/ROW]
[ROW][C]58[/C][C]-0.022961[/C][C]-0.1793[/C][C]0.429136[/C][/ROW]
[ROW][C]59[/C][C]0.011164[/C][C]0.0872[/C][C]0.4654[/C][/ROW]
[ROW][C]60[/C][C]-0.05068[/C][C]-0.3958[/C][C]0.346807[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111454&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111454&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	0.975927	7.6222	0
2	-0.225751	-1.7632	0.04144
3	-0.266382	-2.0805	0.020843
4	-0.298991	-2.3352	0.01142
5	-0.109923	-0.8585	0.196981
6	-0.040519	-0.3165	0.376365
7	-0.138826	-1.0843	0.141257
8	-0.043759	-0.3418	0.36685
9	-0.118331	-0.9242	0.179513
10	0.01291	0.1008	0.460007
11	0.16896	1.3196	0.095947
12	-0.238158	-1.8601	0.033849
13	0.177951	1.3898	0.084814
14	0.089477	0.6988	0.243656
15	-0.125023	-0.9765	0.166346
16	-0.173293	-1.3535	0.090451
17	-0.064814	-0.5062	0.307266
18	-0.033958	-0.2652	0.395866
19	-0.009809	-0.0766	0.469593
20	-0.065907	-0.5148	0.304293
21	-0.002475	-0.0193	0.492321
22	0.113227	0.8843	0.189995
23	0.120192	0.9387	0.175787
24	-0.044352	-0.3464	0.365117
25	-0.036966	-0.2887	0.38689
26	-0.059069	-0.4613	0.323096
27	0.033845	0.2643	0.396205
28	0.09011	0.7038	0.242123
29	0.082385	0.6435	0.261172
30	-0.042718	-0.3336	0.369898
31	-0.070257	-0.5487	0.2926
32	-0.149613	-1.1685	0.123573
33	-0.011377	-0.0889	0.464744
34	-0.05662	-0.4422	0.329947
35	0.032777	0.256	0.399406
36	-0.15722	-1.2279	0.112095
37	0.011705	0.0914	0.46373
38	0.067604	0.528	0.299707
39	-0.051205	-0.3999	0.345304
40	0.046099	0.36	0.36003
41	-0.044919	-0.3508	0.363464
42	-0.069791	-0.5451	0.293843
43	-0.045201	-0.353	0.362641
44	-0.046946	-0.3667	0.357572
45	0.015676	0.1224	0.451479
46	0.051904	0.4054	0.343307
47	0.093551	0.7307	0.233892
48	-0.090578	-0.7074	0.240995
49	-0.024532	-0.1916	0.424347
50	0.014061	0.1098	0.456455
51	0.073325	0.5727	0.284481
52	0.004211	0.0329	0.486936
53	-0.032449	-0.2534	0.400391
54	-0.052356	-0.4089	0.342016
55	-0.032497	-0.2538	0.400249
56	0.085521	0.6679	0.253347
57	-0.045111	-0.3523	0.362904
58	-0.022961	-0.1793	0.429136
59	0.011164	0.0872	0.4654
60	-0.05068	-0.3958	0.346807

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 ;

Parameters (R input):

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