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 10:09:51 +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/t1292666908qe2sm81439ox612.htm/, Retrieved Tue, 30 Apr 2024 03:50:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111818, Retrieved Tue, 30 Apr 2024 03:50:30 +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

165

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]
-   PD                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:56:03] [7773f496f69461f4a67891f0ef752622]
-                       [(Partial) Autocorrelation Function] [PACF appelen Jona...] [2009-12-19 09:58:48] [7773f496f69461f4a67891f0ef752622]
-   PD                      [(Partial) Autocorrelation Function] [partial autocorre...] [2010-12-18 10:09:51] [c1f1b5e209adb4577289f490325e36f2] [Current]
-   PD                        [(Partial) Autocorrelation Function] [Autocorrelatie fu...] [2010-12-21 20:06:33] [717f3d787904f94c39256c5c1fc72d4c] 

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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111818&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111818&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111818&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.143509	-1.1023	0.137402
2	-0.156321	-1.2007	0.117328
3	0.133799	1.0277	0.154136
4	-0.014696	-0.1129	0.455254
5	-0.090139	-0.6924	0.245711
6	-0.016413	-0.1261	0.450053
7	-0.132968	-1.0213	0.15563
8	0.043259	0.3323	0.370428
9	0.317765	2.4408	0.008838
10	-0.100178	-0.7695	0.222339
11	0.091502	0.7028	0.24246
12	0.045218	0.3473	0.364791
13	-0.036593	-0.2811	0.389819
14	-0.092898	-0.7136	0.239155
15	0.111936	0.8598	0.196691
16	-0.12092	-0.9288	0.178388
17	-0.064772	-0.4975	0.310335
18	0.020947	0.1609	0.436361
19	-0.086437	-0.6639	0.254659
20	0.046983	0.3609	0.359739
21	0.039277	0.3017	0.381974
22	-0.03395	-0.2608	0.397588
23	-0.062658	-0.4813	0.316048
24	0.058514	0.4495	0.327374
25	-0.040066	-0.3077	0.379679
26	-0.060539	-0.465	0.321817
27	-0.010842	-0.0833	0.466956
28	-0.077424	-0.5947	0.277157
29	-0.0059	-0.0453	0.482003
30	0.050278	0.3862	0.350372
31	-0.092806	-0.7129	0.239372
32	0.005007	0.0385	0.484725
33	0.101319	0.7782	0.219766
34	-0.112487	-0.864	0.195536
35	-0.02328	-0.1788	0.429346
36	0.069351	0.5327	0.298122
37	-0.040419	-0.3105	0.378651
38	-0.038245	-0.2938	0.384983
39	-0.008922	-0.0685	0.472797
40	-0.016795	-0.129	0.448895
41	0.094168	0.7233	0.236172
42	-0.036978	-0.284	0.38869
43	-0.022317	-0.1714	0.432241
44	-0.01924	-0.1478	0.441508
45	-0.011108	-0.0853	0.466146
46	-0.013172	-0.1012	0.459876
47	-0.00952	-0.0731	0.470979
48	0.003241	0.0249	0.490113
49	0.010284	0.079	0.468653
50	0.046661	0.3584	0.360658
51	0.000989	0.0076	0.496982
52	0.011552	0.0887	0.464798
53	-0.032628	-0.2506	0.40149
54	0.003251	0.025	0.490082
55	-0.008051	-0.0618	0.475449
56	0.017459	0.1341	0.446888
57	0.003461	0.0266	0.48944
58	0.006969	0.0535	0.478745
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 & -0.143509 & -1.1023 & 0.137402 \tabularnewline
2 & -0.156321 & -1.2007 & 0.117328 \tabularnewline
3 & 0.133799 & 1.0277 & 0.154136 \tabularnewline
4 & -0.014696 & -0.1129 & 0.455254 \tabularnewline
5 & -0.090139 & -0.6924 & 0.245711 \tabularnewline
6 & -0.016413 & -0.1261 & 0.450053 \tabularnewline
7 & -0.132968 & -1.0213 & 0.15563 \tabularnewline
8 & 0.043259 & 0.3323 & 0.370428 \tabularnewline
9 & 0.317765 & 2.4408 & 0.008838 \tabularnewline
10 & -0.100178 & -0.7695 & 0.222339 \tabularnewline
11 & 0.091502 & 0.7028 & 0.24246 \tabularnewline
12 & 0.045218 & 0.3473 & 0.364791 \tabularnewline
13 & -0.036593 & -0.2811 & 0.389819 \tabularnewline
14 & -0.092898 & -0.7136 & 0.239155 \tabularnewline
15 & 0.111936 & 0.8598 & 0.196691 \tabularnewline
16 & -0.12092 & -0.9288 & 0.178388 \tabularnewline
17 & -0.064772 & -0.4975 & 0.310335 \tabularnewline
18 & 0.020947 & 0.1609 & 0.436361 \tabularnewline
19 & -0.086437 & -0.6639 & 0.254659 \tabularnewline
20 & 0.046983 & 0.3609 & 0.359739 \tabularnewline
21 & 0.039277 & 0.3017 & 0.381974 \tabularnewline
22 & -0.03395 & -0.2608 & 0.397588 \tabularnewline
23 & -0.062658 & -0.4813 & 0.316048 \tabularnewline
24 & 0.058514 & 0.4495 & 0.327374 \tabularnewline
25 & -0.040066 & -0.3077 & 0.379679 \tabularnewline
26 & -0.060539 & -0.465 & 0.321817 \tabularnewline
27 & -0.010842 & -0.0833 & 0.466956 \tabularnewline
28 & -0.077424 & -0.5947 & 0.277157 \tabularnewline
29 & -0.0059 & -0.0453 & 0.482003 \tabularnewline
30 & 0.050278 & 0.3862 & 0.350372 \tabularnewline
31 & -0.092806 & -0.7129 & 0.239372 \tabularnewline
32 & 0.005007 & 0.0385 & 0.484725 \tabularnewline
33 & 0.101319 & 0.7782 & 0.219766 \tabularnewline
34 & -0.112487 & -0.864 & 0.195536 \tabularnewline
35 & -0.02328 & -0.1788 & 0.429346 \tabularnewline
36 & 0.069351 & 0.5327 & 0.298122 \tabularnewline
37 & -0.040419 & -0.3105 & 0.378651 \tabularnewline
38 & -0.038245 & -0.2938 & 0.384983 \tabularnewline
39 & -0.008922 & -0.0685 & 0.472797 \tabularnewline
40 & -0.016795 & -0.129 & 0.448895 \tabularnewline
41 & 0.094168 & 0.7233 & 0.236172 \tabularnewline
42 & -0.036978 & -0.284 & 0.38869 \tabularnewline
43 & -0.022317 & -0.1714 & 0.432241 \tabularnewline
44 & -0.01924 & -0.1478 & 0.441508 \tabularnewline
45 & -0.011108 & -0.0853 & 0.466146 \tabularnewline
46 & -0.013172 & -0.1012 & 0.459876 \tabularnewline
47 & -0.00952 & -0.0731 & 0.470979 \tabularnewline
48 & 0.003241 & 0.0249 & 0.490113 \tabularnewline
49 & 0.010284 & 0.079 & 0.468653 \tabularnewline
50 & 0.046661 & 0.3584 & 0.360658 \tabularnewline
51 & 0.000989 & 0.0076 & 0.496982 \tabularnewline
52 & 0.011552 & 0.0887 & 0.464798 \tabularnewline
53 & -0.032628 & -0.2506 & 0.40149 \tabularnewline
54 & 0.003251 & 0.025 & 0.490082 \tabularnewline
55 & -0.008051 & -0.0618 & 0.475449 \tabularnewline
56 & 0.017459 & 0.1341 & 0.446888 \tabularnewline
57 & 0.003461 & 0.0266 & 0.48944 \tabularnewline
58 & 0.006969 & 0.0535 & 0.478745 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111818&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]-0.143509[/C][C]-1.1023[/C][C]0.137402[/C][/ROW]
[ROW][C]2[/C][C]-0.156321[/C][C]-1.2007[/C][C]0.117328[/C][/ROW]
[ROW][C]3[/C][C]0.133799[/C][C]1.0277[/C][C]0.154136[/C][/ROW]
[ROW][C]4[/C][C]-0.014696[/C][C]-0.1129[/C][C]0.455254[/C][/ROW]
[ROW][C]5[/C][C]-0.090139[/C][C]-0.6924[/C][C]0.245711[/C][/ROW]
[ROW][C]6[/C][C]-0.016413[/C][C]-0.1261[/C][C]0.450053[/C][/ROW]
[ROW][C]7[/C][C]-0.132968[/C][C]-1.0213[/C][C]0.15563[/C][/ROW]
[ROW][C]8[/C][C]0.043259[/C][C]0.3323[/C][C]0.370428[/C][/ROW]
[ROW][C]9[/C][C]0.317765[/C][C]2.4408[/C][C]0.008838[/C][/ROW]
[ROW][C]10[/C][C]-0.100178[/C][C]-0.7695[/C][C]0.222339[/C][/ROW]
[ROW][C]11[/C][C]0.091502[/C][C]0.7028[/C][C]0.24246[/C][/ROW]
[ROW][C]12[/C][C]0.045218[/C][C]0.3473[/C][C]0.364791[/C][/ROW]
[ROW][C]13[/C][C]-0.036593[/C][C]-0.2811[/C][C]0.389819[/C][/ROW]
[ROW][C]14[/C][C]-0.092898[/C][C]-0.7136[/C][C]0.239155[/C][/ROW]
[ROW][C]15[/C][C]0.111936[/C][C]0.8598[/C][C]0.196691[/C][/ROW]
[ROW][C]16[/C][C]-0.12092[/C][C]-0.9288[/C][C]0.178388[/C][/ROW]
[ROW][C]17[/C][C]-0.064772[/C][C]-0.4975[/C][C]0.310335[/C][/ROW]
[ROW][C]18[/C][C]0.020947[/C][C]0.1609[/C][C]0.436361[/C][/ROW]
[ROW][C]19[/C][C]-0.086437[/C][C]-0.6639[/C][C]0.254659[/C][/ROW]
[ROW][C]20[/C][C]0.046983[/C][C]0.3609[/C][C]0.359739[/C][/ROW]
[ROW][C]21[/C][C]0.039277[/C][C]0.3017[/C][C]0.381974[/C][/ROW]
[ROW][C]22[/C][C]-0.03395[/C][C]-0.2608[/C][C]0.397588[/C][/ROW]
[ROW][C]23[/C][C]-0.062658[/C][C]-0.4813[/C][C]0.316048[/C][/ROW]
[ROW][C]24[/C][C]0.058514[/C][C]0.4495[/C][C]0.327374[/C][/ROW]
[ROW][C]25[/C][C]-0.040066[/C][C]-0.3077[/C][C]0.379679[/C][/ROW]
[ROW][C]26[/C][C]-0.060539[/C][C]-0.465[/C][C]0.321817[/C][/ROW]
[ROW][C]27[/C][C]-0.010842[/C][C]-0.0833[/C][C]0.466956[/C][/ROW]
[ROW][C]28[/C][C]-0.077424[/C][C]-0.5947[/C][C]0.277157[/C][/ROW]
[ROW][C]29[/C][C]-0.0059[/C][C]-0.0453[/C][C]0.482003[/C][/ROW]
[ROW][C]30[/C][C]0.050278[/C][C]0.3862[/C][C]0.350372[/C][/ROW]
[ROW][C]31[/C][C]-0.092806[/C][C]-0.7129[/C][C]0.239372[/C][/ROW]
[ROW][C]32[/C][C]0.005007[/C][C]0.0385[/C][C]0.484725[/C][/ROW]
[ROW][C]33[/C][C]0.101319[/C][C]0.7782[/C][C]0.219766[/C][/ROW]
[ROW][C]34[/C][C]-0.112487[/C][C]-0.864[/C][C]0.195536[/C][/ROW]
[ROW][C]35[/C][C]-0.02328[/C][C]-0.1788[/C][C]0.429346[/C][/ROW]
[ROW][C]36[/C][C]0.069351[/C][C]0.5327[/C][C]0.298122[/C][/ROW]
[ROW][C]37[/C][C]-0.040419[/C][C]-0.3105[/C][C]0.378651[/C][/ROW]
[ROW][C]38[/C][C]-0.038245[/C][C]-0.2938[/C][C]0.384983[/C][/ROW]
[ROW][C]39[/C][C]-0.008922[/C][C]-0.0685[/C][C]0.472797[/C][/ROW]
[ROW][C]40[/C][C]-0.016795[/C][C]-0.129[/C][C]0.448895[/C][/ROW]
[ROW][C]41[/C][C]0.094168[/C][C]0.7233[/C][C]0.236172[/C][/ROW]
[ROW][C]42[/C][C]-0.036978[/C][C]-0.284[/C][C]0.38869[/C][/ROW]
[ROW][C]43[/C][C]-0.022317[/C][C]-0.1714[/C][C]0.432241[/C][/ROW]
[ROW][C]44[/C][C]-0.01924[/C][C]-0.1478[/C][C]0.441508[/C][/ROW]
[ROW][C]45[/C][C]-0.011108[/C][C]-0.0853[/C][C]0.466146[/C][/ROW]
[ROW][C]46[/C][C]-0.013172[/C][C]-0.1012[/C][C]0.459876[/C][/ROW]
[ROW][C]47[/C][C]-0.00952[/C][C]-0.0731[/C][C]0.470979[/C][/ROW]
[ROW][C]48[/C][C]0.003241[/C][C]0.0249[/C][C]0.490113[/C][/ROW]
[ROW][C]49[/C][C]0.010284[/C][C]0.079[/C][C]0.468653[/C][/ROW]
[ROW][C]50[/C][C]0.046661[/C][C]0.3584[/C][C]0.360658[/C][/ROW]
[ROW][C]51[/C][C]0.000989[/C][C]0.0076[/C][C]0.496982[/C][/ROW]
[ROW][C]52[/C][C]0.011552[/C][C]0.0887[/C][C]0.464798[/C][/ROW]
[ROW][C]53[/C][C]-0.032628[/C][C]-0.2506[/C][C]0.40149[/C][/ROW]
[ROW][C]54[/C][C]0.003251[/C][C]0.025[/C][C]0.490082[/C][/ROW]
[ROW][C]55[/C][C]-0.008051[/C][C]-0.0618[/C][C]0.475449[/C][/ROW]
[ROW][C]56[/C][C]0.017459[/C][C]0.1341[/C][C]0.446888[/C][/ROW]
[ROW][C]57[/C][C]0.003461[/C][C]0.0266[/C][C]0.48944[/C][/ROW]
[ROW][C]58[/C][C]0.006969[/C][C]0.0535[/C][C]0.478745[/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=111818&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111818&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	-0.143509	-1.1023	0.137402
2	-0.156321	-1.2007	0.117328
3	0.133799	1.0277	0.154136
4	-0.014696	-0.1129	0.455254
5	-0.090139	-0.6924	0.245711
6	-0.016413	-0.1261	0.450053
7	-0.132968	-1.0213	0.15563
8	0.043259	0.3323	0.370428
9	0.317765	2.4408	0.008838
10	-0.100178	-0.7695	0.222339
11	0.091502	0.7028	0.24246
12	0.045218	0.3473	0.364791
13	-0.036593	-0.2811	0.389819
14	-0.092898	-0.7136	0.239155
15	0.111936	0.8598	0.196691
16	-0.12092	-0.9288	0.178388
17	-0.064772	-0.4975	0.310335
18	0.020947	0.1609	0.436361
19	-0.086437	-0.6639	0.254659
20	0.046983	0.3609	0.359739
21	0.039277	0.3017	0.381974
22	-0.03395	-0.2608	0.397588
23	-0.062658	-0.4813	0.316048
24	0.058514	0.4495	0.327374
25	-0.040066	-0.3077	0.379679
26	-0.060539	-0.465	0.321817
27	-0.010842	-0.0833	0.466956
28	-0.077424	-0.5947	0.277157
29	-0.0059	-0.0453	0.482003
30	0.050278	0.3862	0.350372
31	-0.092806	-0.7129	0.239372
32	0.005007	0.0385	0.484725
33	0.101319	0.7782	0.219766
34	-0.112487	-0.864	0.195536
35	-0.02328	-0.1788	0.429346
36	0.069351	0.5327	0.298122
37	-0.040419	-0.3105	0.378651
38	-0.038245	-0.2938	0.384983
39	-0.008922	-0.0685	0.472797
40	-0.016795	-0.129	0.448895
41	0.094168	0.7233	0.236172
42	-0.036978	-0.284	0.38869
43	-0.022317	-0.1714	0.432241
44	-0.01924	-0.1478	0.441508
45	-0.011108	-0.0853	0.466146
46	-0.013172	-0.1012	0.459876
47	-0.00952	-0.0731	0.470979
48	0.003241	0.0249	0.490113
49	0.010284	0.079	0.468653
50	0.046661	0.3584	0.360658
51	0.000989	0.0076	0.496982
52	0.011552	0.0887	0.464798
53	-0.032628	-0.2506	0.40149
54	0.003251	0.025	0.490082
55	-0.008051	-0.0618	0.475449
56	0.017459	0.1341	0.446888
57	0.003461	0.0266	0.48944
58	0.006969	0.0535	0.478745
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.143509	-1.1023	0.137402
2	-0.180636	-1.3875	0.085255
3	0.085905	0.6598	0.25596
4	-0.008226	-0.0632	0.474916
5	-0.061608	-0.4732	0.318902
6	-0.057855	-0.4444	0.329194
7	-0.176519	-1.3559	0.090154
8	-0.00095	-0.0073	0.4971
9	0.313877	2.4109	0.009522
10	0.038132	0.2929	0.385315
11	0.178766	1.3731	0.087454
12	-0.024451	-0.1878	0.425835
13	-0.005477	-0.0421	0.483293
14	-0.103015	-0.7913	0.215977
15	0.147945	1.1364	0.130195
16	-0.009938	-0.0763	0.469707
17	-0.056923	-0.4372	0.331768
18	-0.159424	-1.2246	0.112804
19	-0.169062	-1.2986	0.099568
20	-0.094068	-0.7226	0.236405
21	0.033234	0.2553	0.399699
22	0.02496	0.1917	0.424309
23	-0.058614	-0.4502	0.327099
24	-0.124636	-0.9573	0.17115
25	-0.031856	-0.2447	0.403773
26	-0.057606	-0.4425	0.329879
27	0.096584	0.7419	0.230552
28	0.005692	0.0437	0.482636
29	0.005786	0.0444	0.482351
30	-0.039613	-0.3043	0.380994
31	-0.110821	-0.8512	0.19904
32	0.022141	0.1701	0.432769
33	0.119174	0.9154	0.181856
34	-0.023064	-0.1772	0.429996
35	-0.053175	-0.4084	0.342212
36	-0.073699	-0.5661	0.28674
37	-0.0133	-0.1022	0.45949
38	-0.005783	-0.0444	0.482359
39	0.017142	0.1317	0.447848
40	0.004185	0.0321	0.487232
41	0.045842	0.3521	0.363001
42	-0.113278	-0.8701	0.193885
43	0.042927	0.3297	0.371387
44	-0.086181	-0.662	0.255284
45	-0.054793	-0.4209	0.337689
46	-0.035696	-0.2742	0.392449
47	-0.020888	-0.1604	0.436538
48	-0.022757	-0.1748	0.430917
49	0.013254	0.1018	0.459629
50	-0.019516	-0.1499	0.440674
51	0.001417	0.0109	0.495676
52	-0.04714	-0.3621	0.359289
53	0.02132	0.1638	0.43524
54	0.0158	0.1214	0.451909
55	0.05455	0.419	0.338366
56	0.00973	0.0747	0.470337
57	0.007266	0.0558	0.47784
58	-0.048892	-0.3755	0.354299
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 & -0.143509 & -1.1023 & 0.137402 \tabularnewline
2 & -0.180636 & -1.3875 & 0.085255 \tabularnewline
3 & 0.085905 & 0.6598 & 0.25596 \tabularnewline
4 & -0.008226 & -0.0632 & 0.474916 \tabularnewline
5 & -0.061608 & -0.4732 & 0.318902 \tabularnewline
6 & -0.057855 & -0.4444 & 0.329194 \tabularnewline
7 & -0.176519 & -1.3559 & 0.090154 \tabularnewline
8 & -0.00095 & -0.0073 & 0.4971 \tabularnewline
9 & 0.313877 & 2.4109 & 0.009522 \tabularnewline
10 & 0.038132 & 0.2929 & 0.385315 \tabularnewline
11 & 0.178766 & 1.3731 & 0.087454 \tabularnewline
12 & -0.024451 & -0.1878 & 0.425835 \tabularnewline
13 & -0.005477 & -0.0421 & 0.483293 \tabularnewline
14 & -0.103015 & -0.7913 & 0.215977 \tabularnewline
15 & 0.147945 & 1.1364 & 0.130195 \tabularnewline
16 & -0.009938 & -0.0763 & 0.469707 \tabularnewline
17 & -0.056923 & -0.4372 & 0.331768 \tabularnewline
18 & -0.159424 & -1.2246 & 0.112804 \tabularnewline
19 & -0.169062 & -1.2986 & 0.099568 \tabularnewline
20 & -0.094068 & -0.7226 & 0.236405 \tabularnewline
21 & 0.033234 & 0.2553 & 0.399699 \tabularnewline
22 & 0.02496 & 0.1917 & 0.424309 \tabularnewline
23 & -0.058614 & -0.4502 & 0.327099 \tabularnewline
24 & -0.124636 & -0.9573 & 0.17115 \tabularnewline
25 & -0.031856 & -0.2447 & 0.403773 \tabularnewline
26 & -0.057606 & -0.4425 & 0.329879 \tabularnewline
27 & 0.096584 & 0.7419 & 0.230552 \tabularnewline
28 & 0.005692 & 0.0437 & 0.482636 \tabularnewline
29 & 0.005786 & 0.0444 & 0.482351 \tabularnewline
30 & -0.039613 & -0.3043 & 0.380994 \tabularnewline
31 & -0.110821 & -0.8512 & 0.19904 \tabularnewline
32 & 0.022141 & 0.1701 & 0.432769 \tabularnewline
33 & 0.119174 & 0.9154 & 0.181856 \tabularnewline
34 & -0.023064 & -0.1772 & 0.429996 \tabularnewline
35 & -0.053175 & -0.4084 & 0.342212 \tabularnewline
36 & -0.073699 & -0.5661 & 0.28674 \tabularnewline
37 & -0.0133 & -0.1022 & 0.45949 \tabularnewline
38 & -0.005783 & -0.0444 & 0.482359 \tabularnewline
39 & 0.017142 & 0.1317 & 0.447848 \tabularnewline
40 & 0.004185 & 0.0321 & 0.487232 \tabularnewline
41 & 0.045842 & 0.3521 & 0.363001 \tabularnewline
42 & -0.113278 & -0.8701 & 0.193885 \tabularnewline
43 & 0.042927 & 0.3297 & 0.371387 \tabularnewline
44 & -0.086181 & -0.662 & 0.255284 \tabularnewline
45 & -0.054793 & -0.4209 & 0.337689 \tabularnewline
46 & -0.035696 & -0.2742 & 0.392449 \tabularnewline
47 & -0.020888 & -0.1604 & 0.436538 \tabularnewline
48 & -0.022757 & -0.1748 & 0.430917 \tabularnewline
49 & 0.013254 & 0.1018 & 0.459629 \tabularnewline
50 & -0.019516 & -0.1499 & 0.440674 \tabularnewline
51 & 0.001417 & 0.0109 & 0.495676 \tabularnewline
52 & -0.04714 & -0.3621 & 0.359289 \tabularnewline
53 & 0.02132 & 0.1638 & 0.43524 \tabularnewline
54 & 0.0158 & 0.1214 & 0.451909 \tabularnewline
55 & 0.05455 & 0.419 & 0.338366 \tabularnewline
56 & 0.00973 & 0.0747 & 0.470337 \tabularnewline
57 & 0.007266 & 0.0558 & 0.47784 \tabularnewline
58 & -0.048892 & -0.3755 & 0.354299 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111818&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]-0.143509[/C][C]-1.1023[/C][C]0.137402[/C][/ROW]
[ROW][C]2[/C][C]-0.180636[/C][C]-1.3875[/C][C]0.085255[/C][/ROW]
[ROW][C]3[/C][C]0.085905[/C][C]0.6598[/C][C]0.25596[/C][/ROW]
[ROW][C]4[/C][C]-0.008226[/C][C]-0.0632[/C][C]0.474916[/C][/ROW]
[ROW][C]5[/C][C]-0.061608[/C][C]-0.4732[/C][C]0.318902[/C][/ROW]
[ROW][C]6[/C][C]-0.057855[/C][C]-0.4444[/C][C]0.329194[/C][/ROW]
[ROW][C]7[/C][C]-0.176519[/C][C]-1.3559[/C][C]0.090154[/C][/ROW]
[ROW][C]8[/C][C]-0.00095[/C][C]-0.0073[/C][C]0.4971[/C][/ROW]
[ROW][C]9[/C][C]0.313877[/C][C]2.4109[/C][C]0.009522[/C][/ROW]
[ROW][C]10[/C][C]0.038132[/C][C]0.2929[/C][C]0.385315[/C][/ROW]
[ROW][C]11[/C][C]0.178766[/C][C]1.3731[/C][C]0.087454[/C][/ROW]
[ROW][C]12[/C][C]-0.024451[/C][C]-0.1878[/C][C]0.425835[/C][/ROW]
[ROW][C]13[/C][C]-0.005477[/C][C]-0.0421[/C][C]0.483293[/C][/ROW]
[ROW][C]14[/C][C]-0.103015[/C][C]-0.7913[/C][C]0.215977[/C][/ROW]
[ROW][C]15[/C][C]0.147945[/C][C]1.1364[/C][C]0.130195[/C][/ROW]
[ROW][C]16[/C][C]-0.009938[/C][C]-0.0763[/C][C]0.469707[/C][/ROW]
[ROW][C]17[/C][C]-0.056923[/C][C]-0.4372[/C][C]0.331768[/C][/ROW]
[ROW][C]18[/C][C]-0.159424[/C][C]-1.2246[/C][C]0.112804[/C][/ROW]
[ROW][C]19[/C][C]-0.169062[/C][C]-1.2986[/C][C]0.099568[/C][/ROW]
[ROW][C]20[/C][C]-0.094068[/C][C]-0.7226[/C][C]0.236405[/C][/ROW]
[ROW][C]21[/C][C]0.033234[/C][C]0.2553[/C][C]0.399699[/C][/ROW]
[ROW][C]22[/C][C]0.02496[/C][C]0.1917[/C][C]0.424309[/C][/ROW]
[ROW][C]23[/C][C]-0.058614[/C][C]-0.4502[/C][C]0.327099[/C][/ROW]
[ROW][C]24[/C][C]-0.124636[/C][C]-0.9573[/C][C]0.17115[/C][/ROW]
[ROW][C]25[/C][C]-0.031856[/C][C]-0.2447[/C][C]0.403773[/C][/ROW]
[ROW][C]26[/C][C]-0.057606[/C][C]-0.4425[/C][C]0.329879[/C][/ROW]
[ROW][C]27[/C][C]0.096584[/C][C]0.7419[/C][C]0.230552[/C][/ROW]
[ROW][C]28[/C][C]0.005692[/C][C]0.0437[/C][C]0.482636[/C][/ROW]
[ROW][C]29[/C][C]0.005786[/C][C]0.0444[/C][C]0.482351[/C][/ROW]
[ROW][C]30[/C][C]-0.039613[/C][C]-0.3043[/C][C]0.380994[/C][/ROW]
[ROW][C]31[/C][C]-0.110821[/C][C]-0.8512[/C][C]0.19904[/C][/ROW]
[ROW][C]32[/C][C]0.022141[/C][C]0.1701[/C][C]0.432769[/C][/ROW]
[ROW][C]33[/C][C]0.119174[/C][C]0.9154[/C][C]0.181856[/C][/ROW]
[ROW][C]34[/C][C]-0.023064[/C][C]-0.1772[/C][C]0.429996[/C][/ROW]
[ROW][C]35[/C][C]-0.053175[/C][C]-0.4084[/C][C]0.342212[/C][/ROW]
[ROW][C]36[/C][C]-0.073699[/C][C]-0.5661[/C][C]0.28674[/C][/ROW]
[ROW][C]37[/C][C]-0.0133[/C][C]-0.1022[/C][C]0.45949[/C][/ROW]
[ROW][C]38[/C][C]-0.005783[/C][C]-0.0444[/C][C]0.482359[/C][/ROW]
[ROW][C]39[/C][C]0.017142[/C][C]0.1317[/C][C]0.447848[/C][/ROW]
[ROW][C]40[/C][C]0.004185[/C][C]0.0321[/C][C]0.487232[/C][/ROW]
[ROW][C]41[/C][C]0.045842[/C][C]0.3521[/C][C]0.363001[/C][/ROW]
[ROW][C]42[/C][C]-0.113278[/C][C]-0.8701[/C][C]0.193885[/C][/ROW]
[ROW][C]43[/C][C]0.042927[/C][C]0.3297[/C][C]0.371387[/C][/ROW]
[ROW][C]44[/C][C]-0.086181[/C][C]-0.662[/C][C]0.255284[/C][/ROW]
[ROW][C]45[/C][C]-0.054793[/C][C]-0.4209[/C][C]0.337689[/C][/ROW]
[ROW][C]46[/C][C]-0.035696[/C][C]-0.2742[/C][C]0.392449[/C][/ROW]
[ROW][C]47[/C][C]-0.020888[/C][C]-0.1604[/C][C]0.436538[/C][/ROW]
[ROW][C]48[/C][C]-0.022757[/C][C]-0.1748[/C][C]0.430917[/C][/ROW]
[ROW][C]49[/C][C]0.013254[/C][C]0.1018[/C][C]0.459629[/C][/ROW]
[ROW][C]50[/C][C]-0.019516[/C][C]-0.1499[/C][C]0.440674[/C][/ROW]
[ROW][C]51[/C][C]0.001417[/C][C]0.0109[/C][C]0.495676[/C][/ROW]
[ROW][C]52[/C][C]-0.04714[/C][C]-0.3621[/C][C]0.359289[/C][/ROW]
[ROW][C]53[/C][C]0.02132[/C][C]0.1638[/C][C]0.43524[/C][/ROW]
[ROW][C]54[/C][C]0.0158[/C][C]0.1214[/C][C]0.451909[/C][/ROW]
[ROW][C]55[/C][C]0.05455[/C][C]0.419[/C][C]0.338366[/C][/ROW]
[ROW][C]56[/C][C]0.00973[/C][C]0.0747[/C][C]0.470337[/C][/ROW]
[ROW][C]57[/C][C]0.007266[/C][C]0.0558[/C][C]0.47784[/C][/ROW]
[ROW][C]58[/C][C]-0.048892[/C][C]-0.3755[/C][C]0.354299[/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=111818&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111818&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	-0.143509	-1.1023	0.137402
2	-0.180636	-1.3875	0.085255
3	0.085905	0.6598	0.25596
4	-0.008226	-0.0632	0.474916
5	-0.061608	-0.4732	0.318902
6	-0.057855	-0.4444	0.329194
7	-0.176519	-1.3559	0.090154
8	-0.00095	-0.0073	0.4971
9	0.313877	2.4109	0.009522
10	0.038132	0.2929	0.385315
11	0.178766	1.3731	0.087454
12	-0.024451	-0.1878	0.425835
13	-0.005477	-0.0421	0.483293
14	-0.103015	-0.7913	0.215977
15	0.147945	1.1364	0.130195
16	-0.009938	-0.0763	0.469707
17	-0.056923	-0.4372	0.331768
18	-0.159424	-1.2246	0.112804
19	-0.169062	-1.2986	0.099568
20	-0.094068	-0.7226	0.236405
21	0.033234	0.2553	0.399699
22	0.02496	0.1917	0.424309
23	-0.058614	-0.4502	0.327099
24	-0.124636	-0.9573	0.17115
25	-0.031856	-0.2447	0.403773
26	-0.057606	-0.4425	0.329879
27	0.096584	0.7419	0.230552
28	0.005692	0.0437	0.482636
29	0.005786	0.0444	0.482351
30	-0.039613	-0.3043	0.380994
31	-0.110821	-0.8512	0.19904
32	0.022141	0.1701	0.432769
33	0.119174	0.9154	0.181856
34	-0.023064	-0.1772	0.429996
35	-0.053175	-0.4084	0.342212
36	-0.073699	-0.5661	0.28674
37	-0.0133	-0.1022	0.45949
38	-0.005783	-0.0444	0.482359
39	0.017142	0.1317	0.447848
40	0.004185	0.0321	0.487232
41	0.045842	0.3521	0.363001
42	-0.113278	-0.8701	0.193885
43	0.042927	0.3297	0.371387
44	-0.086181	-0.662	0.255284
45	-0.054793	-0.4209	0.337689
46	-0.035696	-0.2742	0.392449
47	-0.020888	-0.1604	0.436538
48	-0.022757	-0.1748	0.430917
49	0.013254	0.1018	0.459629
50	-0.019516	-0.1499	0.440674
51	0.001417	0.0109	0.495676
52	-0.04714	-0.3621	0.359289
53	0.02132	0.1638	0.43524
54	0.0158	0.1214	0.451909
55	0.05455	0.419	0.338366
56	0.00973	0.0747	0.470337
57	0.007266	0.0558	0.47784
58	-0.048892	-0.3755	0.354299
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; 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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code