Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 18 Dec 2010 09:15:00 +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/18/t1292663600mi3peowgfaexjyq.htm/, Retrieved Tue, 30 Apr 2024 07:26:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111797, Retrieved Tue, 30 Apr 2024 07:26:36 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

163

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:51:16] [7773f496f69461f4a67891f0ef752622]
- R PD                  [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:55:24] [717f3d787904f94c39256c5c1fc72d4c]
-   P                       [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-18 09:15:00] [c1f1b5e209adb4577289f490325e36f2] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	15 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 15 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111797&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]15 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111797&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111797&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	15 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.410167	-2.7819	0.003905
2	0.109084	0.7398	0.231576
3	-0.094284	-0.6395	0.262846
4	0.066864	0.4535	0.326162
5	-0.048963	-0.3321	0.370668
6	-0.025548	-0.1733	0.431598
7	0.022981	0.1559	0.43841
8	-0.127727	-0.8663	0.195414
9	0.234284	1.589	0.059456
10	-0.244738	-1.6599	0.05187
11	0.3608	2.4471	0.009141
12	-0.208618	-1.4149	0.081913
13	0.011349	0.077	0.469489
14	-0.1019	-0.6911	0.246482
15	0.121264	0.8225	0.207531
16	-0.022992	-0.1559	0.438382
17	-0.03572	-0.2423	0.404826
18	0.002258	0.0153	0.493924
19	-0.018523	-0.1256	0.450286
20	0.080704	0.5474	0.293388
21	-0.078931	-0.5353	0.297497
22	0.080816	0.5481	0.293129
23	-0.047411	-0.3216	0.374624
24	-0.006923	-0.047	0.481375
25	-0.012666	-0.0859	0.465957
26	0.018796	0.1275	0.449558
27	2.9e-05	2e-04	0.499921
28	-0.02577	-0.1748	0.43101
29	-0.068737	-0.4662	0.321638
30	0.078054	0.5294	0.29954
31	-0.042079	-0.2854	0.388312
32	-0.027384	-0.1857	0.426739
33	0.085232	0.5781	0.283017
34	-0.096359	-0.6535	0.258332
35	0.01573	0.1067	0.457752
36	0.01666	0.113	0.455265
37	-0.01508	-0.1023	0.459491
38	-0.012804	-0.0868	0.465588
39	-0.004594	-0.0312	0.48764
40	-0.043827	-0.2972	0.383808
41	0.048296	0.3276	0.372365
42	-0.014995	-0.1017	0.459718
43	0.001668	0.0113	0.495512
44	0.019635	0.1332	0.447319
45	-0.037767	-0.2561	0.399489
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
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 & -0.410167 & -2.7819 & 0.003905 \tabularnewline
2 & 0.109084 & 0.7398 & 0.231576 \tabularnewline
3 & -0.094284 & -0.6395 & 0.262846 \tabularnewline
4 & 0.066864 & 0.4535 & 0.326162 \tabularnewline
5 & -0.048963 & -0.3321 & 0.370668 \tabularnewline
6 & -0.025548 & -0.1733 & 0.431598 \tabularnewline
7 & 0.022981 & 0.1559 & 0.43841 \tabularnewline
8 & -0.127727 & -0.8663 & 0.195414 \tabularnewline
9 & 0.234284 & 1.589 & 0.059456 \tabularnewline
10 & -0.244738 & -1.6599 & 0.05187 \tabularnewline
11 & 0.3608 & 2.4471 & 0.009141 \tabularnewline
12 & -0.208618 & -1.4149 & 0.081913 \tabularnewline
13 & 0.011349 & 0.077 & 0.469489 \tabularnewline
14 & -0.1019 & -0.6911 & 0.246482 \tabularnewline
15 & 0.121264 & 0.8225 & 0.207531 \tabularnewline
16 & -0.022992 & -0.1559 & 0.438382 \tabularnewline
17 & -0.03572 & -0.2423 & 0.404826 \tabularnewline
18 & 0.002258 & 0.0153 & 0.493924 \tabularnewline
19 & -0.018523 & -0.1256 & 0.450286 \tabularnewline
20 & 0.080704 & 0.5474 & 0.293388 \tabularnewline
21 & -0.078931 & -0.5353 & 0.297497 \tabularnewline
22 & 0.080816 & 0.5481 & 0.293129 \tabularnewline
23 & -0.047411 & -0.3216 & 0.374624 \tabularnewline
24 & -0.006923 & -0.047 & 0.481375 \tabularnewline
25 & -0.012666 & -0.0859 & 0.465957 \tabularnewline
26 & 0.018796 & 0.1275 & 0.449558 \tabularnewline
27 & 2.9e-05 & 2e-04 & 0.499921 \tabularnewline
28 & -0.02577 & -0.1748 & 0.43101 \tabularnewline
29 & -0.068737 & -0.4662 & 0.321638 \tabularnewline
30 & 0.078054 & 0.5294 & 0.29954 \tabularnewline
31 & -0.042079 & -0.2854 & 0.388312 \tabularnewline
32 & -0.027384 & -0.1857 & 0.426739 \tabularnewline
33 & 0.085232 & 0.5781 & 0.283017 \tabularnewline
34 & -0.096359 & -0.6535 & 0.258332 \tabularnewline
35 & 0.01573 & 0.1067 & 0.457752 \tabularnewline
36 & 0.01666 & 0.113 & 0.455265 \tabularnewline
37 & -0.01508 & -0.1023 & 0.459491 \tabularnewline
38 & -0.012804 & -0.0868 & 0.465588 \tabularnewline
39 & -0.004594 & -0.0312 & 0.48764 \tabularnewline
40 & -0.043827 & -0.2972 & 0.383808 \tabularnewline
41 & 0.048296 & 0.3276 & 0.372365 \tabularnewline
42 & -0.014995 & -0.1017 & 0.459718 \tabularnewline
43 & 0.001668 & 0.0113 & 0.495512 \tabularnewline
44 & 0.019635 & 0.1332 & 0.447319 \tabularnewline
45 & -0.037767 & -0.2561 & 0.399489 \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \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=111797&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]-0.410167[/C][C]-2.7819[/C][C]0.003905[/C][/ROW]
[ROW][C]2[/C][C]0.109084[/C][C]0.7398[/C][C]0.231576[/C][/ROW]
[ROW][C]3[/C][C]-0.094284[/C][C]-0.6395[/C][C]0.262846[/C][/ROW]
[ROW][C]4[/C][C]0.066864[/C][C]0.4535[/C][C]0.326162[/C][/ROW]
[ROW][C]5[/C][C]-0.048963[/C][C]-0.3321[/C][C]0.370668[/C][/ROW]
[ROW][C]6[/C][C]-0.025548[/C][C]-0.1733[/C][C]0.431598[/C][/ROW]
[ROW][C]7[/C][C]0.022981[/C][C]0.1559[/C][C]0.43841[/C][/ROW]
[ROW][C]8[/C][C]-0.127727[/C][C]-0.8663[/C][C]0.195414[/C][/ROW]
[ROW][C]9[/C][C]0.234284[/C][C]1.589[/C][C]0.059456[/C][/ROW]
[ROW][C]10[/C][C]-0.244738[/C][C]-1.6599[/C][C]0.05187[/C][/ROW]
[ROW][C]11[/C][C]0.3608[/C][C]2.4471[/C][C]0.009141[/C][/ROW]
[ROW][C]12[/C][C]-0.208618[/C][C]-1.4149[/C][C]0.081913[/C][/ROW]
[ROW][C]13[/C][C]0.011349[/C][C]0.077[/C][C]0.469489[/C][/ROW]
[ROW][C]14[/C][C]-0.1019[/C][C]-0.6911[/C][C]0.246482[/C][/ROW]
[ROW][C]15[/C][C]0.121264[/C][C]0.8225[/C][C]0.207531[/C][/ROW]
[ROW][C]16[/C][C]-0.022992[/C][C]-0.1559[/C][C]0.438382[/C][/ROW]
[ROW][C]17[/C][C]-0.03572[/C][C]-0.2423[/C][C]0.404826[/C][/ROW]
[ROW][C]18[/C][C]0.002258[/C][C]0.0153[/C][C]0.493924[/C][/ROW]
[ROW][C]19[/C][C]-0.018523[/C][C]-0.1256[/C][C]0.450286[/C][/ROW]
[ROW][C]20[/C][C]0.080704[/C][C]0.5474[/C][C]0.293388[/C][/ROW]
[ROW][C]21[/C][C]-0.078931[/C][C]-0.5353[/C][C]0.297497[/C][/ROW]
[ROW][C]22[/C][C]0.080816[/C][C]0.5481[/C][C]0.293129[/C][/ROW]
[ROW][C]23[/C][C]-0.047411[/C][C]-0.3216[/C][C]0.374624[/C][/ROW]
[ROW][C]24[/C][C]-0.006923[/C][C]-0.047[/C][C]0.481375[/C][/ROW]
[ROW][C]25[/C][C]-0.012666[/C][C]-0.0859[/C][C]0.465957[/C][/ROW]
[ROW][C]26[/C][C]0.018796[/C][C]0.1275[/C][C]0.449558[/C][/ROW]
[ROW][C]27[/C][C]2.9e-05[/C][C]2e-04[/C][C]0.499921[/C][/ROW]
[ROW][C]28[/C][C]-0.02577[/C][C]-0.1748[/C][C]0.43101[/C][/ROW]
[ROW][C]29[/C][C]-0.068737[/C][C]-0.4662[/C][C]0.321638[/C][/ROW]
[ROW][C]30[/C][C]0.078054[/C][C]0.5294[/C][C]0.29954[/C][/ROW]
[ROW][C]31[/C][C]-0.042079[/C][C]-0.2854[/C][C]0.388312[/C][/ROW]
[ROW][C]32[/C][C]-0.027384[/C][C]-0.1857[/C][C]0.426739[/C][/ROW]
[ROW][C]33[/C][C]0.085232[/C][C]0.5781[/C][C]0.283017[/C][/ROW]
[ROW][C]34[/C][C]-0.096359[/C][C]-0.6535[/C][C]0.258332[/C][/ROW]
[ROW][C]35[/C][C]0.01573[/C][C]0.1067[/C][C]0.457752[/C][/ROW]
[ROW][C]36[/C][C]0.01666[/C][C]0.113[/C][C]0.455265[/C][/ROW]
[ROW][C]37[/C][C]-0.01508[/C][C]-0.1023[/C][C]0.459491[/C][/ROW]
[ROW][C]38[/C][C]-0.012804[/C][C]-0.0868[/C][C]0.465588[/C][/ROW]
[ROW][C]39[/C][C]-0.004594[/C][C]-0.0312[/C][C]0.48764[/C][/ROW]
[ROW][C]40[/C][C]-0.043827[/C][C]-0.2972[/C][C]0.383808[/C][/ROW]
[ROW][C]41[/C][C]0.048296[/C][C]0.3276[/C][C]0.372365[/C][/ROW]
[ROW][C]42[/C][C]-0.014995[/C][C]-0.1017[/C][C]0.459718[/C][/ROW]
[ROW][C]43[/C][C]0.001668[/C][C]0.0113[/C][C]0.495512[/C][/ROW]
[ROW][C]44[/C][C]0.019635[/C][C]0.1332[/C][C]0.447319[/C][/ROW]
[ROW][C]45[/C][C]-0.037767[/C][C]-0.2561[/C][C]0.399489[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/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=111797&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111797&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	-0.410167	-2.7819	0.003905
2	0.109084	0.7398	0.231576
3	-0.094284	-0.6395	0.262846
4	0.066864	0.4535	0.326162
5	-0.048963	-0.3321	0.370668
6	-0.025548	-0.1733	0.431598
7	0.022981	0.1559	0.43841
8	-0.127727	-0.8663	0.195414
9	0.234284	1.589	0.059456
10	-0.244738	-1.6599	0.05187
11	0.3608	2.4471	0.009141
12	-0.208618	-1.4149	0.081913
13	0.011349	0.077	0.469489
14	-0.1019	-0.6911	0.246482
15	0.121264	0.8225	0.207531
16	-0.022992	-0.1559	0.438382
17	-0.03572	-0.2423	0.404826
18	0.002258	0.0153	0.493924
19	-0.018523	-0.1256	0.450286
20	0.080704	0.5474	0.293388
21	-0.078931	-0.5353	0.297497
22	0.080816	0.5481	0.293129
23	-0.047411	-0.3216	0.374624
24	-0.006923	-0.047	0.481375
25	-0.012666	-0.0859	0.465957
26	0.018796	0.1275	0.449558
27	2.9e-05	2e-04	0.499921
28	-0.02577	-0.1748	0.43101
29	-0.068737	-0.4662	0.321638
30	0.078054	0.5294	0.29954
31	-0.042079	-0.2854	0.388312
32	-0.027384	-0.1857	0.426739
33	0.085232	0.5781	0.283017
34	-0.096359	-0.6535	0.258332
35	0.01573	0.1067	0.457752
36	0.01666	0.113	0.455265
37	-0.01508	-0.1023	0.459491
38	-0.012804	-0.0868	0.465588
39	-0.004594	-0.0312	0.48764
40	-0.043827	-0.2972	0.383808
41	0.048296	0.3276	0.372365
42	-0.014995	-0.1017	0.459718
43	0.001668	0.0113	0.495512
44	0.019635	0.1332	0.447319
45	-0.037767	-0.2561	0.399489
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
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	-0.410167	-2.7819	0.003905
2	-0.071117	-0.4823	0.315926
3	-0.091268	-0.619	0.269483
4	-0.000577	-0.0039	0.498448
5	-0.024241	-0.1644	0.435064
6	-0.069955	-0.4745	0.318708
7	-0.01443	-0.0979	0.461231
8	-0.155495	-1.0546	0.148553
9	0.146951	0.9967	0.16207
10	-0.117538	-0.7972	0.214721
11	0.270289	1.8332	0.036625
12	0.047572	0.3226	0.374211
13	-0.095909	-0.6505	0.259308
14	-0.130506	-0.8851	0.190344
15	0.018346	0.1244	0.45076
16	0.054605	0.3703	0.356412
17	0.025223	0.1711	0.432459
18	-0.063338	-0.4296	0.334755
19	0.034656	0.235	0.407608
20	-0.065287	-0.4428	0.329994
21	0.020706	0.1404	0.444466
22	-0.020337	-0.1379	0.445448
23	0.062664	0.425	0.336407
24	-0.011925	-0.0809	0.467945
25	0.023437	0.159	0.437198
26	-0.060296	-0.4089	0.342238
27	-0.017667	-0.1198	0.452571
28	-0.021039	-0.1427	0.443578
29	-0.072009	-0.4884	0.313797
30	0.016743	0.1136	0.455041
31	-0.049734	-0.3373	0.368708
32	-0.085294	-0.5785	0.282877
33	0.094867	0.6434	0.261573
34	-0.104682	-0.71	0.240649
35	-0.022749	-0.1543	0.439028
36	-0.007076	-0.048	0.480965
37	-0.019051	-0.1292	0.448877
38	-0.005599	-0.038	0.484937
39	-0.055028	-0.3732	0.355349
40	-0.019275	-0.1307	0.448279
41	-0.009615	-0.0652	0.474143
42	-0.054534	-0.3699	0.356589
43	0.054294	0.3682	0.357193
44	-0.032054	-0.2174	0.414429
45	-0.011607	-0.0787	0.468798
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
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 & -0.410167 & -2.7819 & 0.003905 \tabularnewline
2 & -0.071117 & -0.4823 & 0.315926 \tabularnewline
3 & -0.091268 & -0.619 & 0.269483 \tabularnewline
4 & -0.000577 & -0.0039 & 0.498448 \tabularnewline
5 & -0.024241 & -0.1644 & 0.435064 \tabularnewline
6 & -0.069955 & -0.4745 & 0.318708 \tabularnewline
7 & -0.01443 & -0.0979 & 0.461231 \tabularnewline
8 & -0.155495 & -1.0546 & 0.148553 \tabularnewline
9 & 0.146951 & 0.9967 & 0.16207 \tabularnewline
10 & -0.117538 & -0.7972 & 0.214721 \tabularnewline
11 & 0.270289 & 1.8332 & 0.036625 \tabularnewline
12 & 0.047572 & 0.3226 & 0.374211 \tabularnewline
13 & -0.095909 & -0.6505 & 0.259308 \tabularnewline
14 & -0.130506 & -0.8851 & 0.190344 \tabularnewline
15 & 0.018346 & 0.1244 & 0.45076 \tabularnewline
16 & 0.054605 & 0.3703 & 0.356412 \tabularnewline
17 & 0.025223 & 0.1711 & 0.432459 \tabularnewline
18 & -0.063338 & -0.4296 & 0.334755 \tabularnewline
19 & 0.034656 & 0.235 & 0.407608 \tabularnewline
20 & -0.065287 & -0.4428 & 0.329994 \tabularnewline
21 & 0.020706 & 0.1404 & 0.444466 \tabularnewline
22 & -0.020337 & -0.1379 & 0.445448 \tabularnewline
23 & 0.062664 & 0.425 & 0.336407 \tabularnewline
24 & -0.011925 & -0.0809 & 0.467945 \tabularnewline
25 & 0.023437 & 0.159 & 0.437198 \tabularnewline
26 & -0.060296 & -0.4089 & 0.342238 \tabularnewline
27 & -0.017667 & -0.1198 & 0.452571 \tabularnewline
28 & -0.021039 & -0.1427 & 0.443578 \tabularnewline
29 & -0.072009 & -0.4884 & 0.313797 \tabularnewline
30 & 0.016743 & 0.1136 & 0.455041 \tabularnewline
31 & -0.049734 & -0.3373 & 0.368708 \tabularnewline
32 & -0.085294 & -0.5785 & 0.282877 \tabularnewline
33 & 0.094867 & 0.6434 & 0.261573 \tabularnewline
34 & -0.104682 & -0.71 & 0.240649 \tabularnewline
35 & -0.022749 & -0.1543 & 0.439028 \tabularnewline
36 & -0.007076 & -0.048 & 0.480965 \tabularnewline
37 & -0.019051 & -0.1292 & 0.448877 \tabularnewline
38 & -0.005599 & -0.038 & 0.484937 \tabularnewline
39 & -0.055028 & -0.3732 & 0.355349 \tabularnewline
40 & -0.019275 & -0.1307 & 0.448279 \tabularnewline
41 & -0.009615 & -0.0652 & 0.474143 \tabularnewline
42 & -0.054534 & -0.3699 & 0.356589 \tabularnewline
43 & 0.054294 & 0.3682 & 0.357193 \tabularnewline
44 & -0.032054 & -0.2174 & 0.414429 \tabularnewline
45 & -0.011607 & -0.0787 & 0.468798 \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \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=111797&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]-0.410167[/C][C]-2.7819[/C][C]0.003905[/C][/ROW]
[ROW][C]2[/C][C]-0.071117[/C][C]-0.4823[/C][C]0.315926[/C][/ROW]
[ROW][C]3[/C][C]-0.091268[/C][C]-0.619[/C][C]0.269483[/C][/ROW]
[ROW][C]4[/C][C]-0.000577[/C][C]-0.0039[/C][C]0.498448[/C][/ROW]
[ROW][C]5[/C][C]-0.024241[/C][C]-0.1644[/C][C]0.435064[/C][/ROW]
[ROW][C]6[/C][C]-0.069955[/C][C]-0.4745[/C][C]0.318708[/C][/ROW]
[ROW][C]7[/C][C]-0.01443[/C][C]-0.0979[/C][C]0.461231[/C][/ROW]
[ROW][C]8[/C][C]-0.155495[/C][C]-1.0546[/C][C]0.148553[/C][/ROW]
[ROW][C]9[/C][C]0.146951[/C][C]0.9967[/C][C]0.16207[/C][/ROW]
[ROW][C]10[/C][C]-0.117538[/C][C]-0.7972[/C][C]0.214721[/C][/ROW]
[ROW][C]11[/C][C]0.270289[/C][C]1.8332[/C][C]0.036625[/C][/ROW]
[ROW][C]12[/C][C]0.047572[/C][C]0.3226[/C][C]0.374211[/C][/ROW]
[ROW][C]13[/C][C]-0.095909[/C][C]-0.6505[/C][C]0.259308[/C][/ROW]
[ROW][C]14[/C][C]-0.130506[/C][C]-0.8851[/C][C]0.190344[/C][/ROW]
[ROW][C]15[/C][C]0.018346[/C][C]0.1244[/C][C]0.45076[/C][/ROW]
[ROW][C]16[/C][C]0.054605[/C][C]0.3703[/C][C]0.356412[/C][/ROW]
[ROW][C]17[/C][C]0.025223[/C][C]0.1711[/C][C]0.432459[/C][/ROW]
[ROW][C]18[/C][C]-0.063338[/C][C]-0.4296[/C][C]0.334755[/C][/ROW]
[ROW][C]19[/C][C]0.034656[/C][C]0.235[/C][C]0.407608[/C][/ROW]
[ROW][C]20[/C][C]-0.065287[/C][C]-0.4428[/C][C]0.329994[/C][/ROW]
[ROW][C]21[/C][C]0.020706[/C][C]0.1404[/C][C]0.444466[/C][/ROW]
[ROW][C]22[/C][C]-0.020337[/C][C]-0.1379[/C][C]0.445448[/C][/ROW]
[ROW][C]23[/C][C]0.062664[/C][C]0.425[/C][C]0.336407[/C][/ROW]
[ROW][C]24[/C][C]-0.011925[/C][C]-0.0809[/C][C]0.467945[/C][/ROW]
[ROW][C]25[/C][C]0.023437[/C][C]0.159[/C][C]0.437198[/C][/ROW]
[ROW][C]26[/C][C]-0.060296[/C][C]-0.4089[/C][C]0.342238[/C][/ROW]
[ROW][C]27[/C][C]-0.017667[/C][C]-0.1198[/C][C]0.452571[/C][/ROW]
[ROW][C]28[/C][C]-0.021039[/C][C]-0.1427[/C][C]0.443578[/C][/ROW]
[ROW][C]29[/C][C]-0.072009[/C][C]-0.4884[/C][C]0.313797[/C][/ROW]
[ROW][C]30[/C][C]0.016743[/C][C]0.1136[/C][C]0.455041[/C][/ROW]
[ROW][C]31[/C][C]-0.049734[/C][C]-0.3373[/C][C]0.368708[/C][/ROW]
[ROW][C]32[/C][C]-0.085294[/C][C]-0.5785[/C][C]0.282877[/C][/ROW]
[ROW][C]33[/C][C]0.094867[/C][C]0.6434[/C][C]0.261573[/C][/ROW]
[ROW][C]34[/C][C]-0.104682[/C][C]-0.71[/C][C]0.240649[/C][/ROW]
[ROW][C]35[/C][C]-0.022749[/C][C]-0.1543[/C][C]0.439028[/C][/ROW]
[ROW][C]36[/C][C]-0.007076[/C][C]-0.048[/C][C]0.480965[/C][/ROW]
[ROW][C]37[/C][C]-0.019051[/C][C]-0.1292[/C][C]0.448877[/C][/ROW]
[ROW][C]38[/C][C]-0.005599[/C][C]-0.038[/C][C]0.484937[/C][/ROW]
[ROW][C]39[/C][C]-0.055028[/C][C]-0.3732[/C][C]0.355349[/C][/ROW]
[ROW][C]40[/C][C]-0.019275[/C][C]-0.1307[/C][C]0.448279[/C][/ROW]
[ROW][C]41[/C][C]-0.009615[/C][C]-0.0652[/C][C]0.474143[/C][/ROW]
[ROW][C]42[/C][C]-0.054534[/C][C]-0.3699[/C][C]0.356589[/C][/ROW]
[ROW][C]43[/C][C]0.054294[/C][C]0.3682[/C][C]0.357193[/C][/ROW]
[ROW][C]44[/C][C]-0.032054[/C][C]-0.2174[/C][C]0.414429[/C][/ROW]
[ROW][C]45[/C][C]-0.011607[/C][C]-0.0787[/C][C]0.468798[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/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=111797&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111797&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	-0.410167	-2.7819	0.003905
2	-0.071117	-0.4823	0.315926
3	-0.091268	-0.619	0.269483
4	-0.000577	-0.0039	0.498448
5	-0.024241	-0.1644	0.435064
6	-0.069955	-0.4745	0.318708
7	-0.01443	-0.0979	0.461231
8	-0.155495	-1.0546	0.148553
9	0.146951	0.9967	0.16207
10	-0.117538	-0.7972	0.214721
11	0.270289	1.8332	0.036625
12	0.047572	0.3226	0.374211
13	-0.095909	-0.6505	0.259308
14	-0.130506	-0.8851	0.190344
15	0.018346	0.1244	0.45076
16	0.054605	0.3703	0.356412
17	0.025223	0.1711	0.432459
18	-0.063338	-0.4296	0.334755
19	0.034656	0.235	0.407608
20	-0.065287	-0.4428	0.329994
21	0.020706	0.1404	0.444466
22	-0.020337	-0.1379	0.445448
23	0.062664	0.425	0.336407
24	-0.011925	-0.0809	0.467945
25	0.023437	0.159	0.437198
26	-0.060296	-0.4089	0.342238
27	-0.017667	-0.1198	0.452571
28	-0.021039	-0.1427	0.443578
29	-0.072009	-0.4884	0.313797
30	0.016743	0.1136	0.455041
31	-0.049734	-0.3373	0.368708
32	-0.085294	-0.5785	0.282877
33	0.094867	0.6434	0.261573
34	-0.104682	-0.71	0.240649
35	-0.022749	-0.1543	0.439028
36	-0.007076	-0.048	0.480965
37	-0.019051	-0.1292	0.448877
38	-0.005599	-0.038	0.484937
39	-0.055028	-0.3732	0.355349
40	-0.019275	-0.1307	0.448279
41	-0.009615	-0.0652	0.474143
42	-0.054534	-0.3699	0.356589
43	0.054294	0.3682	0.357193
44	-0.032054	-0.2174	0.414429
45	-0.011607	-0.0787	0.468798
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA
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

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = MA ; 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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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