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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 17 Dec 2010 13:51:58 +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/t12925937964rinua3hb1dfsp8.htm/, Retrieved Mon, 06 May 2024 18:11:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111466, Retrieved Mon, 06 May 2024 18:11:20 +0000

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User-defined keywords

Estimated Impact

152

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] [616fb52b46273b7e6805de1e68b3a688]
-   P                     [(Partial) Autocorrelation Function] [ACF bij d=1 en D=1] [2010-12-17 13:51:58] [733bf75cb326fe693c93e834bfd34d22] [Current]

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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=111466&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=111466&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111466&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	0.21994	1.7036	0.046811
2	0.284352	2.2026	0.015739
3	0.337032	2.6106	0.005699
4	0.200118	1.5501	0.063188
5	0.125277	0.9704	0.167873
6	0.196558	1.5225	0.066565
7	0.078285	0.6064	0.27327
8	0.134449	1.0414	0.150925
9	0.01997	0.1547	0.438793
10	-0.1355	-1.0496	0.14906
11	0.15888	1.2307	0.111622
12	-0.233377	-1.8077	0.037831
13	-0.185353	-1.4357	0.078135
14	-0.034775	-0.2694	0.394285
15	-0.065993	-0.5112	0.305549
16	-0.154007	-1.1929	0.118795
17	-0.058468	-0.4529	0.326131
18	-0.149729	-1.1598	0.125364
19	-0.090823	-0.7035	0.242229
20	-0.162059	-1.2553	0.107118
21	-0.281688	-2.1819	0.016521
22	-0.110531	-0.8562	0.197656
23	-0.207964	-1.6109	0.056227
24	-0.221451	-1.7154	0.04572
25	-0.089487	-0.6932	0.245441
26	-0.147298	-1.141	0.12921
27	-0.276448	-2.1414	0.018158
28	-0.182809	-1.416	0.080969
29	-0.153335	-1.1877	0.11981
30	-0.101473	-0.786	0.217479
31	-0.010822	-0.0838	0.466736
32	-0.075792	-0.5871	0.279675
33	0.053561	0.4149	0.339854
34	0.008536	0.0661	0.47375
35	0.063457	0.4915	0.312419
36	0.026505	0.2053	0.419014
37	0.032933	0.2551	0.39976
38	0.043687	0.3384	0.368121
39	0.068435	0.5301	0.299002
40	0.100975	0.7821	0.218602
41	0.107922	0.836	0.203247
42	0.126001	0.976	0.166491
43	0.038345	0.297	0.383738
44	0.07582	0.5873	0.279603
45	-0.005159	-0.04	0.484127
46	0.004524	0.035	0.48608
47	0.026402	0.2045	0.419323
48	0.034799	0.2696	0.394214
49	0.053238	0.4124	0.340765
50	0.017	0.1317	0.447839
51	0.014009	0.1085	0.456977
52	-0.007511	-0.0582	0.476899
53	-0.00282	-0.0218	0.491323
54	-0.010933	-0.0847	0.466396
55	-0.00335	-0.0259	0.489693
56	0.010549	0.0817	0.467575
57	0.001335	0.0103	0.495891
58	-0.002794	-0.0216	0.491403
59	-0.001147	-0.0089	0.49647
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.21994 & 1.7036 & 0.046811 \tabularnewline
2 & 0.284352 & 2.2026 & 0.015739 \tabularnewline
3 & 0.337032 & 2.6106 & 0.005699 \tabularnewline
4 & 0.200118 & 1.5501 & 0.063188 \tabularnewline
5 & 0.125277 & 0.9704 & 0.167873 \tabularnewline
6 & 0.196558 & 1.5225 & 0.066565 \tabularnewline
7 & 0.078285 & 0.6064 & 0.27327 \tabularnewline
8 & 0.134449 & 1.0414 & 0.150925 \tabularnewline
9 & 0.01997 & 0.1547 & 0.438793 \tabularnewline
10 & -0.1355 & -1.0496 & 0.14906 \tabularnewline
11 & 0.15888 & 1.2307 & 0.111622 \tabularnewline
12 & -0.233377 & -1.8077 & 0.037831 \tabularnewline
13 & -0.185353 & -1.4357 & 0.078135 \tabularnewline
14 & -0.034775 & -0.2694 & 0.394285 \tabularnewline
15 & -0.065993 & -0.5112 & 0.305549 \tabularnewline
16 & -0.154007 & -1.1929 & 0.118795 \tabularnewline
17 & -0.058468 & -0.4529 & 0.326131 \tabularnewline
18 & -0.149729 & -1.1598 & 0.125364 \tabularnewline
19 & -0.090823 & -0.7035 & 0.242229 \tabularnewline
20 & -0.162059 & -1.2553 & 0.107118 \tabularnewline
21 & -0.281688 & -2.1819 & 0.016521 \tabularnewline
22 & -0.110531 & -0.8562 & 0.197656 \tabularnewline
23 & -0.207964 & -1.6109 & 0.056227 \tabularnewline
24 & -0.221451 & -1.7154 & 0.04572 \tabularnewline
25 & -0.089487 & -0.6932 & 0.245441 \tabularnewline
26 & -0.147298 & -1.141 & 0.12921 \tabularnewline
27 & -0.276448 & -2.1414 & 0.018158 \tabularnewline
28 & -0.182809 & -1.416 & 0.080969 \tabularnewline
29 & -0.153335 & -1.1877 & 0.11981 \tabularnewline
30 & -0.101473 & -0.786 & 0.217479 \tabularnewline
31 & -0.010822 & -0.0838 & 0.466736 \tabularnewline
32 & -0.075792 & -0.5871 & 0.279675 \tabularnewline
33 & 0.053561 & 0.4149 & 0.339854 \tabularnewline
34 & 0.008536 & 0.0661 & 0.47375 \tabularnewline
35 & 0.063457 & 0.4915 & 0.312419 \tabularnewline
36 & 0.026505 & 0.2053 & 0.419014 \tabularnewline
37 & 0.032933 & 0.2551 & 0.39976 \tabularnewline
38 & 0.043687 & 0.3384 & 0.368121 \tabularnewline
39 & 0.068435 & 0.5301 & 0.299002 \tabularnewline
40 & 0.100975 & 0.7821 & 0.218602 \tabularnewline
41 & 0.107922 & 0.836 & 0.203247 \tabularnewline
42 & 0.126001 & 0.976 & 0.166491 \tabularnewline
43 & 0.038345 & 0.297 & 0.383738 \tabularnewline
44 & 0.07582 & 0.5873 & 0.279603 \tabularnewline
45 & -0.005159 & -0.04 & 0.484127 \tabularnewline
46 & 0.004524 & 0.035 & 0.48608 \tabularnewline
47 & 0.026402 & 0.2045 & 0.419323 \tabularnewline
48 & 0.034799 & 0.2696 & 0.394214 \tabularnewline
49 & 0.053238 & 0.4124 & 0.340765 \tabularnewline
50 & 0.017 & 0.1317 & 0.447839 \tabularnewline
51 & 0.014009 & 0.1085 & 0.456977 \tabularnewline
52 & -0.007511 & -0.0582 & 0.476899 \tabularnewline
53 & -0.00282 & -0.0218 & 0.491323 \tabularnewline
54 & -0.010933 & -0.0847 & 0.466396 \tabularnewline
55 & -0.00335 & -0.0259 & 0.489693 \tabularnewline
56 & 0.010549 & 0.0817 & 0.467575 \tabularnewline
57 & 0.001335 & 0.0103 & 0.495891 \tabularnewline
58 & -0.002794 & -0.0216 & 0.491403 \tabularnewline
59 & -0.001147 & -0.0089 & 0.49647 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111466&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]0.21994[/C][C]1.7036[/C][C]0.046811[/C][/ROW]
[ROW][C]2[/C][C]0.284352[/C][C]2.2026[/C][C]0.015739[/C][/ROW]
[ROW][C]3[/C][C]0.337032[/C][C]2.6106[/C][C]0.005699[/C][/ROW]
[ROW][C]4[/C][C]0.200118[/C][C]1.5501[/C][C]0.063188[/C][/ROW]
[ROW][C]5[/C][C]0.125277[/C][C]0.9704[/C][C]0.167873[/C][/ROW]
[ROW][C]6[/C][C]0.196558[/C][C]1.5225[/C][C]0.066565[/C][/ROW]
[ROW][C]7[/C][C]0.078285[/C][C]0.6064[/C][C]0.27327[/C][/ROW]
[ROW][C]8[/C][C]0.134449[/C][C]1.0414[/C][C]0.150925[/C][/ROW]
[ROW][C]9[/C][C]0.01997[/C][C]0.1547[/C][C]0.438793[/C][/ROW]
[ROW][C]10[/C][C]-0.1355[/C][C]-1.0496[/C][C]0.14906[/C][/ROW]
[ROW][C]11[/C][C]0.15888[/C][C]1.2307[/C][C]0.111622[/C][/ROW]
[ROW][C]12[/C][C]-0.233377[/C][C]-1.8077[/C][C]0.037831[/C][/ROW]
[ROW][C]13[/C][C]-0.185353[/C][C]-1.4357[/C][C]0.078135[/C][/ROW]
[ROW][C]14[/C][C]-0.034775[/C][C]-0.2694[/C][C]0.394285[/C][/ROW]
[ROW][C]15[/C][C]-0.065993[/C][C]-0.5112[/C][C]0.305549[/C][/ROW]
[ROW][C]16[/C][C]-0.154007[/C][C]-1.1929[/C][C]0.118795[/C][/ROW]
[ROW][C]17[/C][C]-0.058468[/C][C]-0.4529[/C][C]0.326131[/C][/ROW]
[ROW][C]18[/C][C]-0.149729[/C][C]-1.1598[/C][C]0.125364[/C][/ROW]
[ROW][C]19[/C][C]-0.090823[/C][C]-0.7035[/C][C]0.242229[/C][/ROW]
[ROW][C]20[/C][C]-0.162059[/C][C]-1.2553[/C][C]0.107118[/C][/ROW]
[ROW][C]21[/C][C]-0.281688[/C][C]-2.1819[/C][C]0.016521[/C][/ROW]
[ROW][C]22[/C][C]-0.110531[/C][C]-0.8562[/C][C]0.197656[/C][/ROW]
[ROW][C]23[/C][C]-0.207964[/C][C]-1.6109[/C][C]0.056227[/C][/ROW]
[ROW][C]24[/C][C]-0.221451[/C][C]-1.7154[/C][C]0.04572[/C][/ROW]
[ROW][C]25[/C][C]-0.089487[/C][C]-0.6932[/C][C]0.245441[/C][/ROW]
[ROW][C]26[/C][C]-0.147298[/C][C]-1.141[/C][C]0.12921[/C][/ROW]
[ROW][C]27[/C][C]-0.276448[/C][C]-2.1414[/C][C]0.018158[/C][/ROW]
[ROW][C]28[/C][C]-0.182809[/C][C]-1.416[/C][C]0.080969[/C][/ROW]
[ROW][C]29[/C][C]-0.153335[/C][C]-1.1877[/C][C]0.11981[/C][/ROW]
[ROW][C]30[/C][C]-0.101473[/C][C]-0.786[/C][C]0.217479[/C][/ROW]
[ROW][C]31[/C][C]-0.010822[/C][C]-0.0838[/C][C]0.466736[/C][/ROW]
[ROW][C]32[/C][C]-0.075792[/C][C]-0.5871[/C][C]0.279675[/C][/ROW]
[ROW][C]33[/C][C]0.053561[/C][C]0.4149[/C][C]0.339854[/C][/ROW]
[ROW][C]34[/C][C]0.008536[/C][C]0.0661[/C][C]0.47375[/C][/ROW]
[ROW][C]35[/C][C]0.063457[/C][C]0.4915[/C][C]0.312419[/C][/ROW]
[ROW][C]36[/C][C]0.026505[/C][C]0.2053[/C][C]0.419014[/C][/ROW]
[ROW][C]37[/C][C]0.032933[/C][C]0.2551[/C][C]0.39976[/C][/ROW]
[ROW][C]38[/C][C]0.043687[/C][C]0.3384[/C][C]0.368121[/C][/ROW]
[ROW][C]39[/C][C]0.068435[/C][C]0.5301[/C][C]0.299002[/C][/ROW]
[ROW][C]40[/C][C]0.100975[/C][C]0.7821[/C][C]0.218602[/C][/ROW]
[ROW][C]41[/C][C]0.107922[/C][C]0.836[/C][C]0.203247[/C][/ROW]
[ROW][C]42[/C][C]0.126001[/C][C]0.976[/C][C]0.166491[/C][/ROW]
[ROW][C]43[/C][C]0.038345[/C][C]0.297[/C][C]0.383738[/C][/ROW]
[ROW][C]44[/C][C]0.07582[/C][C]0.5873[/C][C]0.279603[/C][/ROW]
[ROW][C]45[/C][C]-0.005159[/C][C]-0.04[/C][C]0.484127[/C][/ROW]
[ROW][C]46[/C][C]0.004524[/C][C]0.035[/C][C]0.48608[/C][/ROW]
[ROW][C]47[/C][C]0.026402[/C][C]0.2045[/C][C]0.419323[/C][/ROW]
[ROW][C]48[/C][C]0.034799[/C][C]0.2696[/C][C]0.394214[/C][/ROW]
[ROW][C]49[/C][C]0.053238[/C][C]0.4124[/C][C]0.340765[/C][/ROW]
[ROW][C]50[/C][C]0.017[/C][C]0.1317[/C][C]0.447839[/C][/ROW]
[ROW][C]51[/C][C]0.014009[/C][C]0.1085[/C][C]0.456977[/C][/ROW]
[ROW][C]52[/C][C]-0.007511[/C][C]-0.0582[/C][C]0.476899[/C][/ROW]
[ROW][C]53[/C][C]-0.00282[/C][C]-0.0218[/C][C]0.491323[/C][/ROW]
[ROW][C]54[/C][C]-0.010933[/C][C]-0.0847[/C][C]0.466396[/C][/ROW]
[ROW][C]55[/C][C]-0.00335[/C][C]-0.0259[/C][C]0.489693[/C][/ROW]
[ROW][C]56[/C][C]0.010549[/C][C]0.0817[/C][C]0.467575[/C][/ROW]
[ROW][C]57[/C][C]0.001335[/C][C]0.0103[/C][C]0.495891[/C][/ROW]
[ROW][C]58[/C][C]-0.002794[/C][C]-0.0216[/C][C]0.491403[/C][/ROW]
[ROW][C]59[/C][C]-0.001147[/C][C]-0.0089[/C][C]0.49647[/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=111466&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111466&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	0.21994	1.7036	0.046811
2	0.284352	2.2026	0.015739
3	0.337032	2.6106	0.005699
4	0.200118	1.5501	0.063188
5	0.125277	0.9704	0.167873
6	0.196558	1.5225	0.066565
7	0.078285	0.6064	0.27327
8	0.134449	1.0414	0.150925
9	0.01997	0.1547	0.438793
10	-0.1355	-1.0496	0.14906
11	0.15888	1.2307	0.111622
12	-0.233377	-1.8077	0.037831
13	-0.185353	-1.4357	0.078135
14	-0.034775	-0.2694	0.394285
15	-0.065993	-0.5112	0.305549
16	-0.154007	-1.1929	0.118795
17	-0.058468	-0.4529	0.326131
18	-0.149729	-1.1598	0.125364
19	-0.090823	-0.7035	0.242229
20	-0.162059	-1.2553	0.107118
21	-0.281688	-2.1819	0.016521
22	-0.110531	-0.8562	0.197656
23	-0.207964	-1.6109	0.056227
24	-0.221451	-1.7154	0.04572
25	-0.089487	-0.6932	0.245441
26	-0.147298	-1.141	0.12921
27	-0.276448	-2.1414	0.018158
28	-0.182809	-1.416	0.080969
29	-0.153335	-1.1877	0.11981
30	-0.101473	-0.786	0.217479
31	-0.010822	-0.0838	0.466736
32	-0.075792	-0.5871	0.279675
33	0.053561	0.4149	0.339854
34	0.008536	0.0661	0.47375
35	0.063457	0.4915	0.312419
36	0.026505	0.2053	0.419014
37	0.032933	0.2551	0.39976
38	0.043687	0.3384	0.368121
39	0.068435	0.5301	0.299002
40	0.100975	0.7821	0.218602
41	0.107922	0.836	0.203247
42	0.126001	0.976	0.166491
43	0.038345	0.297	0.383738
44	0.07582	0.5873	0.279603
45	-0.005159	-0.04	0.484127
46	0.004524	0.035	0.48608
47	0.026402	0.2045	0.419323
48	0.034799	0.2696	0.394214
49	0.053238	0.4124	0.340765
50	0.017	0.1317	0.447839
51	0.014009	0.1085	0.456977
52	-0.007511	-0.0582	0.476899
53	-0.00282	-0.0218	0.491323
54	-0.010933	-0.0847	0.466396
55	-0.00335	-0.0259	0.489693
56	0.010549	0.0817	0.467575
57	0.001335	0.0103	0.495891
58	-0.002794	-0.0216	0.491403
59	-0.001147	-0.0089	0.49647
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.21994	1.7036	0.046811
2	0.247974	1.9208	0.029756
3	0.263641	2.0422	0.02277
4	0.060538	0.4689	0.320413
5	-0.051708	-0.4005	0.345095
6	0.057291	0.4438	0.329402
7	-0.035889	-0.278	0.390985
8	0.062148	0.4814	0.315994
9	-0.086591	-0.6707	0.252484
10	-0.237886	-1.8427	0.035161
11	0.200208	1.5508	0.063104
12	-0.273274	-2.1168	0.019218
13	-0.121633	-0.9422	0.174943
14	0.054328	0.4208	0.337694
15	0.109074	0.8449	0.200766
16	0.011331	0.0878	0.465176
17	-0.067205	-0.5206	0.302292
18	-0.04367	-0.3383	0.368172
19	-0.009444	-0.0732	0.470963
20	-0.082617	-0.64	0.26232
21	-0.184375	-1.4282	0.079215
22	-0.136696	-1.0588	0.146958
23	0.00273	0.0211	0.4916
24	-0.02267	-0.1756	0.430601
25	-0.005678	-0.044	0.482533
26	-0.071515	-0.554	0.290834
27	-0.120802	-0.9357	0.176582
28	-0.080171	-0.621	0.268475
29	0.037079	0.2872	0.38747
30	0.039399	0.3052	0.38064
31	0.119453	0.9253	0.179264
32	0.002102	0.0163	0.493531
33	-0.014763	-0.1144	0.454669
34	-0.090193	-0.6986	0.243742
35	0.101399	0.7854	0.217645
36	-0.093406	-0.7235	0.236086
37	-0.129116	-1.0001	0.160633
38	0.024476	0.1896	0.425134
39	-0.050393	-0.3903	0.348832
40	0.012157	0.0942	0.462645
41	0.007637	0.0592	0.476513
42	0.025143	0.1948	0.42312
43	0.009061	0.0702	0.472139
44	-0.059604	-0.4617	0.322987
45	-0.091032	-0.7051	0.241729
46	-0.142599	-1.1046	0.136879
47	0.064075	0.4963	0.310741
48	-0.024382	-0.1889	0.425421
49	-0.079809	-0.6182	0.269392
50	-0.101235	-0.7842	0.218015
51	-0.01555	-0.1204	0.452265
52	0.033931	0.2628	0.396791
53	-0.002563	-0.0199	0.492114
54	0.002483	0.0192	0.492358
55	-0.072361	-0.5605	0.288611
56	0.038772	0.3003	0.382483
57	-0.017931	-0.1389	0.445
58	-0.06725	-0.5209	0.30217
59	0.027114	0.21	0.417182
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.21994 & 1.7036 & 0.046811 \tabularnewline
2 & 0.247974 & 1.9208 & 0.029756 \tabularnewline
3 & 0.263641 & 2.0422 & 0.02277 \tabularnewline
4 & 0.060538 & 0.4689 & 0.320413 \tabularnewline
5 & -0.051708 & -0.4005 & 0.345095 \tabularnewline
6 & 0.057291 & 0.4438 & 0.329402 \tabularnewline
7 & -0.035889 & -0.278 & 0.390985 \tabularnewline
8 & 0.062148 & 0.4814 & 0.315994 \tabularnewline
9 & -0.086591 & -0.6707 & 0.252484 \tabularnewline
10 & -0.237886 & -1.8427 & 0.035161 \tabularnewline
11 & 0.200208 & 1.5508 & 0.063104 \tabularnewline
12 & -0.273274 & -2.1168 & 0.019218 \tabularnewline
13 & -0.121633 & -0.9422 & 0.174943 \tabularnewline
14 & 0.054328 & 0.4208 & 0.337694 \tabularnewline
15 & 0.109074 & 0.8449 & 0.200766 \tabularnewline
16 & 0.011331 & 0.0878 & 0.465176 \tabularnewline
17 & -0.067205 & -0.5206 & 0.302292 \tabularnewline
18 & -0.04367 & -0.3383 & 0.368172 \tabularnewline
19 & -0.009444 & -0.0732 & 0.470963 \tabularnewline
20 & -0.082617 & -0.64 & 0.26232 \tabularnewline
21 & -0.184375 & -1.4282 & 0.079215 \tabularnewline
22 & -0.136696 & -1.0588 & 0.146958 \tabularnewline
23 & 0.00273 & 0.0211 & 0.4916 \tabularnewline
24 & -0.02267 & -0.1756 & 0.430601 \tabularnewline
25 & -0.005678 & -0.044 & 0.482533 \tabularnewline
26 & -0.071515 & -0.554 & 0.290834 \tabularnewline
27 & -0.120802 & -0.9357 & 0.176582 \tabularnewline
28 & -0.080171 & -0.621 & 0.268475 \tabularnewline
29 & 0.037079 & 0.2872 & 0.38747 \tabularnewline
30 & 0.039399 & 0.3052 & 0.38064 \tabularnewline
31 & 0.119453 & 0.9253 & 0.179264 \tabularnewline
32 & 0.002102 & 0.0163 & 0.493531 \tabularnewline
33 & -0.014763 & -0.1144 & 0.454669 \tabularnewline
34 & -0.090193 & -0.6986 & 0.243742 \tabularnewline
35 & 0.101399 & 0.7854 & 0.217645 \tabularnewline
36 & -0.093406 & -0.7235 & 0.236086 \tabularnewline
37 & -0.129116 & -1.0001 & 0.160633 \tabularnewline
38 & 0.024476 & 0.1896 & 0.425134 \tabularnewline
39 & -0.050393 & -0.3903 & 0.348832 \tabularnewline
40 & 0.012157 & 0.0942 & 0.462645 \tabularnewline
41 & 0.007637 & 0.0592 & 0.476513 \tabularnewline
42 & 0.025143 & 0.1948 & 0.42312 \tabularnewline
43 & 0.009061 & 0.0702 & 0.472139 \tabularnewline
44 & -0.059604 & -0.4617 & 0.322987 \tabularnewline
45 & -0.091032 & -0.7051 & 0.241729 \tabularnewline
46 & -0.142599 & -1.1046 & 0.136879 \tabularnewline
47 & 0.064075 & 0.4963 & 0.310741 \tabularnewline
48 & -0.024382 & -0.1889 & 0.425421 \tabularnewline
49 & -0.079809 & -0.6182 & 0.269392 \tabularnewline
50 & -0.101235 & -0.7842 & 0.218015 \tabularnewline
51 & -0.01555 & -0.1204 & 0.452265 \tabularnewline
52 & 0.033931 & 0.2628 & 0.396791 \tabularnewline
53 & -0.002563 & -0.0199 & 0.492114 \tabularnewline
54 & 0.002483 & 0.0192 & 0.492358 \tabularnewline
55 & -0.072361 & -0.5605 & 0.288611 \tabularnewline
56 & 0.038772 & 0.3003 & 0.382483 \tabularnewline
57 & -0.017931 & -0.1389 & 0.445 \tabularnewline
58 & -0.06725 & -0.5209 & 0.30217 \tabularnewline
59 & 0.027114 & 0.21 & 0.417182 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111466&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]0.21994[/C][C]1.7036[/C][C]0.046811[/C][/ROW]
[ROW][C]2[/C][C]0.247974[/C][C]1.9208[/C][C]0.029756[/C][/ROW]
[ROW][C]3[/C][C]0.263641[/C][C]2.0422[/C][C]0.02277[/C][/ROW]
[ROW][C]4[/C][C]0.060538[/C][C]0.4689[/C][C]0.320413[/C][/ROW]
[ROW][C]5[/C][C]-0.051708[/C][C]-0.4005[/C][C]0.345095[/C][/ROW]
[ROW][C]6[/C][C]0.057291[/C][C]0.4438[/C][C]0.329402[/C][/ROW]
[ROW][C]7[/C][C]-0.035889[/C][C]-0.278[/C][C]0.390985[/C][/ROW]
[ROW][C]8[/C][C]0.062148[/C][C]0.4814[/C][C]0.315994[/C][/ROW]
[ROW][C]9[/C][C]-0.086591[/C][C]-0.6707[/C][C]0.252484[/C][/ROW]
[ROW][C]10[/C][C]-0.237886[/C][C]-1.8427[/C][C]0.035161[/C][/ROW]
[ROW][C]11[/C][C]0.200208[/C][C]1.5508[/C][C]0.063104[/C][/ROW]
[ROW][C]12[/C][C]-0.273274[/C][C]-2.1168[/C][C]0.019218[/C][/ROW]
[ROW][C]13[/C][C]-0.121633[/C][C]-0.9422[/C][C]0.174943[/C][/ROW]
[ROW][C]14[/C][C]0.054328[/C][C]0.4208[/C][C]0.337694[/C][/ROW]
[ROW][C]15[/C][C]0.109074[/C][C]0.8449[/C][C]0.200766[/C][/ROW]
[ROW][C]16[/C][C]0.011331[/C][C]0.0878[/C][C]0.465176[/C][/ROW]
[ROW][C]17[/C][C]-0.067205[/C][C]-0.5206[/C][C]0.302292[/C][/ROW]
[ROW][C]18[/C][C]-0.04367[/C][C]-0.3383[/C][C]0.368172[/C][/ROW]
[ROW][C]19[/C][C]-0.009444[/C][C]-0.0732[/C][C]0.470963[/C][/ROW]
[ROW][C]20[/C][C]-0.082617[/C][C]-0.64[/C][C]0.26232[/C][/ROW]
[ROW][C]21[/C][C]-0.184375[/C][C]-1.4282[/C][C]0.079215[/C][/ROW]
[ROW][C]22[/C][C]-0.136696[/C][C]-1.0588[/C][C]0.146958[/C][/ROW]
[ROW][C]23[/C][C]0.00273[/C][C]0.0211[/C][C]0.4916[/C][/ROW]
[ROW][C]24[/C][C]-0.02267[/C][C]-0.1756[/C][C]0.430601[/C][/ROW]
[ROW][C]25[/C][C]-0.005678[/C][C]-0.044[/C][C]0.482533[/C][/ROW]
[ROW][C]26[/C][C]-0.071515[/C][C]-0.554[/C][C]0.290834[/C][/ROW]
[ROW][C]27[/C][C]-0.120802[/C][C]-0.9357[/C][C]0.176582[/C][/ROW]
[ROW][C]28[/C][C]-0.080171[/C][C]-0.621[/C][C]0.268475[/C][/ROW]
[ROW][C]29[/C][C]0.037079[/C][C]0.2872[/C][C]0.38747[/C][/ROW]
[ROW][C]30[/C][C]0.039399[/C][C]0.3052[/C][C]0.38064[/C][/ROW]
[ROW][C]31[/C][C]0.119453[/C][C]0.9253[/C][C]0.179264[/C][/ROW]
[ROW][C]32[/C][C]0.002102[/C][C]0.0163[/C][C]0.493531[/C][/ROW]
[ROW][C]33[/C][C]-0.014763[/C][C]-0.1144[/C][C]0.454669[/C][/ROW]
[ROW][C]34[/C][C]-0.090193[/C][C]-0.6986[/C][C]0.243742[/C][/ROW]
[ROW][C]35[/C][C]0.101399[/C][C]0.7854[/C][C]0.217645[/C][/ROW]
[ROW][C]36[/C][C]-0.093406[/C][C]-0.7235[/C][C]0.236086[/C][/ROW]
[ROW][C]37[/C][C]-0.129116[/C][C]-1.0001[/C][C]0.160633[/C][/ROW]
[ROW][C]38[/C][C]0.024476[/C][C]0.1896[/C][C]0.425134[/C][/ROW]
[ROW][C]39[/C][C]-0.050393[/C][C]-0.3903[/C][C]0.348832[/C][/ROW]
[ROW][C]40[/C][C]0.012157[/C][C]0.0942[/C][C]0.462645[/C][/ROW]
[ROW][C]41[/C][C]0.007637[/C][C]0.0592[/C][C]0.476513[/C][/ROW]
[ROW][C]42[/C][C]0.025143[/C][C]0.1948[/C][C]0.42312[/C][/ROW]
[ROW][C]43[/C][C]0.009061[/C][C]0.0702[/C][C]0.472139[/C][/ROW]
[ROW][C]44[/C][C]-0.059604[/C][C]-0.4617[/C][C]0.322987[/C][/ROW]
[ROW][C]45[/C][C]-0.091032[/C][C]-0.7051[/C][C]0.241729[/C][/ROW]
[ROW][C]46[/C][C]-0.142599[/C][C]-1.1046[/C][C]0.136879[/C][/ROW]
[ROW][C]47[/C][C]0.064075[/C][C]0.4963[/C][C]0.310741[/C][/ROW]
[ROW][C]48[/C][C]-0.024382[/C][C]-0.1889[/C][C]0.425421[/C][/ROW]
[ROW][C]49[/C][C]-0.079809[/C][C]-0.6182[/C][C]0.269392[/C][/ROW]
[ROW][C]50[/C][C]-0.101235[/C][C]-0.7842[/C][C]0.218015[/C][/ROW]
[ROW][C]51[/C][C]-0.01555[/C][C]-0.1204[/C][C]0.452265[/C][/ROW]
[ROW][C]52[/C][C]0.033931[/C][C]0.2628[/C][C]0.396791[/C][/ROW]
[ROW][C]53[/C][C]-0.002563[/C][C]-0.0199[/C][C]0.492114[/C][/ROW]
[ROW][C]54[/C][C]0.002483[/C][C]0.0192[/C][C]0.492358[/C][/ROW]
[ROW][C]55[/C][C]-0.072361[/C][C]-0.5605[/C][C]0.288611[/C][/ROW]
[ROW][C]56[/C][C]0.038772[/C][C]0.3003[/C][C]0.382483[/C][/ROW]
[ROW][C]57[/C][C]-0.017931[/C][C]-0.1389[/C][C]0.445[/C][/ROW]
[ROW][C]58[/C][C]-0.06725[/C][C]-0.5209[/C][C]0.30217[/C][/ROW]
[ROW][C]59[/C][C]0.027114[/C][C]0.21[/C][C]0.417182[/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=111466&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111466&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	0.21994	1.7036	0.046811
2	0.247974	1.9208	0.029756
3	0.263641	2.0422	0.02277
4	0.060538	0.4689	0.320413
5	-0.051708	-0.4005	0.345095
6	0.057291	0.4438	0.329402
7	-0.035889	-0.278	0.390985
8	0.062148	0.4814	0.315994
9	-0.086591	-0.6707	0.252484
10	-0.237886	-1.8427	0.035161
11	0.200208	1.5508	0.063104
12	-0.273274	-2.1168	0.019218
13	-0.121633	-0.9422	0.174943
14	0.054328	0.4208	0.337694
15	0.109074	0.8449	0.200766
16	0.011331	0.0878	0.465176
17	-0.067205	-0.5206	0.302292
18	-0.04367	-0.3383	0.368172
19	-0.009444	-0.0732	0.470963
20	-0.082617	-0.64	0.26232
21	-0.184375	-1.4282	0.079215
22	-0.136696	-1.0588	0.146958
23	0.00273	0.0211	0.4916
24	-0.02267	-0.1756	0.430601
25	-0.005678	-0.044	0.482533
26	-0.071515	-0.554	0.290834
27	-0.120802	-0.9357	0.176582
28	-0.080171	-0.621	0.268475
29	0.037079	0.2872	0.38747
30	0.039399	0.3052	0.38064
31	0.119453	0.9253	0.179264
32	0.002102	0.0163	0.493531
33	-0.014763	-0.1144	0.454669
34	-0.090193	-0.6986	0.243742
35	0.101399	0.7854	0.217645
36	-0.093406	-0.7235	0.236086
37	-0.129116	-1.0001	0.160633
38	0.024476	0.1896	0.425134
39	-0.050393	-0.3903	0.348832
40	0.012157	0.0942	0.462645
41	0.007637	0.0592	0.476513
42	0.025143	0.1948	0.42312
43	0.009061	0.0702	0.472139
44	-0.059604	-0.4617	0.322987
45	-0.091032	-0.7051	0.241729
46	-0.142599	-1.1046	0.136879
47	0.064075	0.4963	0.310741
48	-0.024382	-0.1889	0.425421
49	-0.079809	-0.6182	0.269392
50	-0.101235	-0.7842	0.218015
51	-0.01555	-0.1204	0.452265
52	0.033931	0.2628	0.396791
53	-0.002563	-0.0199	0.492114
54	0.002483	0.0192	0.492358
55	-0.072361	-0.5605	0.288611
56	0.038772	0.3003	0.382483
57	-0.017931	-0.1389	0.445
58	-0.06725	-0.5209	0.30217
59	0.027114	0.21	0.417182
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 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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