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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 22 Dec 2010 15:32:51 +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/22/t1293031854tqvml8ixswj3oug.htm/, Retrieved Mon, 06 May 2024 05:50:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114312, Retrieved Mon, 06 May 2024 05:50:00 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

133

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]
-  MPD      [(Partial) Autocorrelation Function] [b-r0245787] [2010-12-22 14:53:44] [ebb35fb07def4d07c0eb7ec8d2fd3b0e]
-             [(Partial) Autocorrelation Function] [b-r0245095] [2010-12-22 14:58:29] [ec8d68d52c1e9c5e97bb689b42436a8c]
-   PD            [(Partial) Autocorrelation Function] [b-r0245095] [2010-12-22 15:32:51] [4bfaadb29d89ff24ebcdd4f425066435] [Current]

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Dataseries X:

Download CSV

Histogram

Boxplots

0.86
0.88
0.93
0.98
0.97
1.03
1.06
1.06
1.08
1.09
1.04
1.00
1.01
1.02
1.04
1.06
1.06
1.06
1.06
1.06
1.02
0.98
0.99
0.99
0.94
0.96
0.98
1.01
1.01
1.02
1.04
1.03
1.05
1.08
1.17
1.11
1.11
1.11
1.11
1.21
1.31
1.37
1.37
1.26
1.23
1.17
1.06
0.95
0.92
0.92
0.90
0.93
0.93
0.97
0.96
0.99
0.98
0.96
1.00
0.99
1.03

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114312&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114312&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114312&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.410923	3.183	0.001155
2	0.21778	1.6869	0.048406
3	0.083618	0.6477	0.259825
4	-0.073801	-0.5717	0.284843
5	-0.145825	-1.1296	0.131579
6	-0.229493	-1.7776	0.040265
7	-0.09798	-0.7589	0.225427
8	-0.158757	-1.2297	0.111799
9	-0.121032	-0.9375	0.176127
10	-0.055701	-0.4315	0.33384
11	0.057118	0.4424	0.329882
12	-0.015028	-0.1164	0.45386
13	-0.10718	-0.8302	0.204855
14	-0.009788	-0.0758	0.469908
15	-0.111997	-0.8675	0.194556
16	-0.158491	-1.2277	0.112184
17	-0.119972	-0.9293	0.178229
18	-0.137549	-1.0654	0.145471
19	-0.007607	-0.0589	0.476603
20	-0.084072	-0.6512	0.258695
21	0.011717	0.0908	0.463992
22	0.052037	0.4031	0.344162
23	0.009846	0.0763	0.46973
24	0.108275	0.8387	0.202484
25	0.133442	1.0336	0.152727
26	0.194591	1.5073	0.068491
27	0.091422	0.7081	0.240797
28	0.037191	0.2881	0.38714
29	-0.075639	-0.5859	0.280072
30	-0.102005	-0.7901	0.216282
31	0.006221	0.0482	0.480863
32	0.023407	0.1813	0.428369
33	0.064398	0.4988	0.309864
34	0.052788	0.4089	0.342037
35	0.09471	0.7336	0.233019
36	0.146428	1.1342	0.130605
37	0.091953	0.7123	0.23953
38	0.007645	0.0592	0.476489
39	0.007678	0.0595	0.476386
40	-0.109867	-0.851	0.19907
41	-0.15337	-1.188	0.119758
42	-0.134216	-1.0396	0.151341
43	-0.091363	-0.7077	0.240937
44	-0.113274	-0.8774	0.191881
45	-0.083773	-0.6489	0.259438
46	0.004463	0.0346	0.48627
47	-0.009849	-0.0763	0.469723
48	0.003293	0.0255	0.489867
49	-0.006593	-0.0511	0.479721
50	0.019245	0.1491	0.440998
51	-0.006068	-0.047	0.481333
52	0.017008	0.1317	0.447815
53	0.022153	0.1716	0.432166
54	-0.012972	-0.1005	0.460147
55	0.025134	0.1947	0.423147
56	0.002552	0.0198	0.492146
57	0.01635	0.1266	0.449821
58	0.014034	0.1087	0.4569
59	0.005842	0.0453	0.482029
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.410923 & 3.183 & 0.001155 \tabularnewline
2 & 0.21778 & 1.6869 & 0.048406 \tabularnewline
3 & 0.083618 & 0.6477 & 0.259825 \tabularnewline
4 & -0.073801 & -0.5717 & 0.284843 \tabularnewline
5 & -0.145825 & -1.1296 & 0.131579 \tabularnewline
6 & -0.229493 & -1.7776 & 0.040265 \tabularnewline
7 & -0.09798 & -0.7589 & 0.225427 \tabularnewline
8 & -0.158757 & -1.2297 & 0.111799 \tabularnewline
9 & -0.121032 & -0.9375 & 0.176127 \tabularnewline
10 & -0.055701 & -0.4315 & 0.33384 \tabularnewline
11 & 0.057118 & 0.4424 & 0.329882 \tabularnewline
12 & -0.015028 & -0.1164 & 0.45386 \tabularnewline
13 & -0.10718 & -0.8302 & 0.204855 \tabularnewline
14 & -0.009788 & -0.0758 & 0.469908 \tabularnewline
15 & -0.111997 & -0.8675 & 0.194556 \tabularnewline
16 & -0.158491 & -1.2277 & 0.112184 \tabularnewline
17 & -0.119972 & -0.9293 & 0.178229 \tabularnewline
18 & -0.137549 & -1.0654 & 0.145471 \tabularnewline
19 & -0.007607 & -0.0589 & 0.476603 \tabularnewline
20 & -0.084072 & -0.6512 & 0.258695 \tabularnewline
21 & 0.011717 & 0.0908 & 0.463992 \tabularnewline
22 & 0.052037 & 0.4031 & 0.344162 \tabularnewline
23 & 0.009846 & 0.0763 & 0.46973 \tabularnewline
24 & 0.108275 & 0.8387 & 0.202484 \tabularnewline
25 & 0.133442 & 1.0336 & 0.152727 \tabularnewline
26 & 0.194591 & 1.5073 & 0.068491 \tabularnewline
27 & 0.091422 & 0.7081 & 0.240797 \tabularnewline
28 & 0.037191 & 0.2881 & 0.38714 \tabularnewline
29 & -0.075639 & -0.5859 & 0.280072 \tabularnewline
30 & -0.102005 & -0.7901 & 0.216282 \tabularnewline
31 & 0.006221 & 0.0482 & 0.480863 \tabularnewline
32 & 0.023407 & 0.1813 & 0.428369 \tabularnewline
33 & 0.064398 & 0.4988 & 0.309864 \tabularnewline
34 & 0.052788 & 0.4089 & 0.342037 \tabularnewline
35 & 0.09471 & 0.7336 & 0.233019 \tabularnewline
36 & 0.146428 & 1.1342 & 0.130605 \tabularnewline
37 & 0.091953 & 0.7123 & 0.23953 \tabularnewline
38 & 0.007645 & 0.0592 & 0.476489 \tabularnewline
39 & 0.007678 & 0.0595 & 0.476386 \tabularnewline
40 & -0.109867 & -0.851 & 0.19907 \tabularnewline
41 & -0.15337 & -1.188 & 0.119758 \tabularnewline
42 & -0.134216 & -1.0396 & 0.151341 \tabularnewline
43 & -0.091363 & -0.7077 & 0.240937 \tabularnewline
44 & -0.113274 & -0.8774 & 0.191881 \tabularnewline
45 & -0.083773 & -0.6489 & 0.259438 \tabularnewline
46 & 0.004463 & 0.0346 & 0.48627 \tabularnewline
47 & -0.009849 & -0.0763 & 0.469723 \tabularnewline
48 & 0.003293 & 0.0255 & 0.489867 \tabularnewline
49 & -0.006593 & -0.0511 & 0.479721 \tabularnewline
50 & 0.019245 & 0.1491 & 0.440998 \tabularnewline
51 & -0.006068 & -0.047 & 0.481333 \tabularnewline
52 & 0.017008 & 0.1317 & 0.447815 \tabularnewline
53 & 0.022153 & 0.1716 & 0.432166 \tabularnewline
54 & -0.012972 & -0.1005 & 0.460147 \tabularnewline
55 & 0.025134 & 0.1947 & 0.423147 \tabularnewline
56 & 0.002552 & 0.0198 & 0.492146 \tabularnewline
57 & 0.01635 & 0.1266 & 0.449821 \tabularnewline
58 & 0.014034 & 0.1087 & 0.4569 \tabularnewline
59 & 0.005842 & 0.0453 & 0.482029 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114312&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]0.410923[/C][C]3.183[/C][C]0.001155[/C][/ROW]
[ROW][C]2[/C][C]0.21778[/C][C]1.6869[/C][C]0.048406[/C][/ROW]
[ROW][C]3[/C][C]0.083618[/C][C]0.6477[/C][C]0.259825[/C][/ROW]
[ROW][C]4[/C][C]-0.073801[/C][C]-0.5717[/C][C]0.284843[/C][/ROW]
[ROW][C]5[/C][C]-0.145825[/C][C]-1.1296[/C][C]0.131579[/C][/ROW]
[ROW][C]6[/C][C]-0.229493[/C][C]-1.7776[/C][C]0.040265[/C][/ROW]
[ROW][C]7[/C][C]-0.09798[/C][C]-0.7589[/C][C]0.225427[/C][/ROW]
[ROW][C]8[/C][C]-0.158757[/C][C]-1.2297[/C][C]0.111799[/C][/ROW]
[ROW][C]9[/C][C]-0.121032[/C][C]-0.9375[/C][C]0.176127[/C][/ROW]
[ROW][C]10[/C][C]-0.055701[/C][C]-0.4315[/C][C]0.33384[/C][/ROW]
[ROW][C]11[/C][C]0.057118[/C][C]0.4424[/C][C]0.329882[/C][/ROW]
[ROW][C]12[/C][C]-0.015028[/C][C]-0.1164[/C][C]0.45386[/C][/ROW]
[ROW][C]13[/C][C]-0.10718[/C][C]-0.8302[/C][C]0.204855[/C][/ROW]
[ROW][C]14[/C][C]-0.009788[/C][C]-0.0758[/C][C]0.469908[/C][/ROW]
[ROW][C]15[/C][C]-0.111997[/C][C]-0.8675[/C][C]0.194556[/C][/ROW]
[ROW][C]16[/C][C]-0.158491[/C][C]-1.2277[/C][C]0.112184[/C][/ROW]
[ROW][C]17[/C][C]-0.119972[/C][C]-0.9293[/C][C]0.178229[/C][/ROW]
[ROW][C]18[/C][C]-0.137549[/C][C]-1.0654[/C][C]0.145471[/C][/ROW]
[ROW][C]19[/C][C]-0.007607[/C][C]-0.0589[/C][C]0.476603[/C][/ROW]
[ROW][C]20[/C][C]-0.084072[/C][C]-0.6512[/C][C]0.258695[/C][/ROW]
[ROW][C]21[/C][C]0.011717[/C][C]0.0908[/C][C]0.463992[/C][/ROW]
[ROW][C]22[/C][C]0.052037[/C][C]0.4031[/C][C]0.344162[/C][/ROW]
[ROW][C]23[/C][C]0.009846[/C][C]0.0763[/C][C]0.46973[/C][/ROW]
[ROW][C]24[/C][C]0.108275[/C][C]0.8387[/C][C]0.202484[/C][/ROW]
[ROW][C]25[/C][C]0.133442[/C][C]1.0336[/C][C]0.152727[/C][/ROW]
[ROW][C]26[/C][C]0.194591[/C][C]1.5073[/C][C]0.068491[/C][/ROW]
[ROW][C]27[/C][C]0.091422[/C][C]0.7081[/C][C]0.240797[/C][/ROW]
[ROW][C]28[/C][C]0.037191[/C][C]0.2881[/C][C]0.38714[/C][/ROW]
[ROW][C]29[/C][C]-0.075639[/C][C]-0.5859[/C][C]0.280072[/C][/ROW]
[ROW][C]30[/C][C]-0.102005[/C][C]-0.7901[/C][C]0.216282[/C][/ROW]
[ROW][C]31[/C][C]0.006221[/C][C]0.0482[/C][C]0.480863[/C][/ROW]
[ROW][C]32[/C][C]0.023407[/C][C]0.1813[/C][C]0.428369[/C][/ROW]
[ROW][C]33[/C][C]0.064398[/C][C]0.4988[/C][C]0.309864[/C][/ROW]
[ROW][C]34[/C][C]0.052788[/C][C]0.4089[/C][C]0.342037[/C][/ROW]
[ROW][C]35[/C][C]0.09471[/C][C]0.7336[/C][C]0.233019[/C][/ROW]
[ROW][C]36[/C][C]0.146428[/C][C]1.1342[/C][C]0.130605[/C][/ROW]
[ROW][C]37[/C][C]0.091953[/C][C]0.7123[/C][C]0.23953[/C][/ROW]
[ROW][C]38[/C][C]0.007645[/C][C]0.0592[/C][C]0.476489[/C][/ROW]
[ROW][C]39[/C][C]0.007678[/C][C]0.0595[/C][C]0.476386[/C][/ROW]
[ROW][C]40[/C][C]-0.109867[/C][C]-0.851[/C][C]0.19907[/C][/ROW]
[ROW][C]41[/C][C]-0.15337[/C][C]-1.188[/C][C]0.119758[/C][/ROW]
[ROW][C]42[/C][C]-0.134216[/C][C]-1.0396[/C][C]0.151341[/C][/ROW]
[ROW][C]43[/C][C]-0.091363[/C][C]-0.7077[/C][C]0.240937[/C][/ROW]
[ROW][C]44[/C][C]-0.113274[/C][C]-0.8774[/C][C]0.191881[/C][/ROW]
[ROW][C]45[/C][C]-0.083773[/C][C]-0.6489[/C][C]0.259438[/C][/ROW]
[ROW][C]46[/C][C]0.004463[/C][C]0.0346[/C][C]0.48627[/C][/ROW]
[ROW][C]47[/C][C]-0.009849[/C][C]-0.0763[/C][C]0.469723[/C][/ROW]
[ROW][C]48[/C][C]0.003293[/C][C]0.0255[/C][C]0.489867[/C][/ROW]
[ROW][C]49[/C][C]-0.006593[/C][C]-0.0511[/C][C]0.479721[/C][/ROW]
[ROW][C]50[/C][C]0.019245[/C][C]0.1491[/C][C]0.440998[/C][/ROW]
[ROW][C]51[/C][C]-0.006068[/C][C]-0.047[/C][C]0.481333[/C][/ROW]
[ROW][C]52[/C][C]0.017008[/C][C]0.1317[/C][C]0.447815[/C][/ROW]
[ROW][C]53[/C][C]0.022153[/C][C]0.1716[/C][C]0.432166[/C][/ROW]
[ROW][C]54[/C][C]-0.012972[/C][C]-0.1005[/C][C]0.460147[/C][/ROW]
[ROW][C]55[/C][C]0.025134[/C][C]0.1947[/C][C]0.423147[/C][/ROW]
[ROW][C]56[/C][C]0.002552[/C][C]0.0198[/C][C]0.492146[/C][/ROW]
[ROW][C]57[/C][C]0.01635[/C][C]0.1266[/C][C]0.449821[/C][/ROW]
[ROW][C]58[/C][C]0.014034[/C][C]0.1087[/C][C]0.4569[/C][/ROW]
[ROW][C]59[/C][C]0.005842[/C][C]0.0453[/C][C]0.482029[/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=114312&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114312&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	0.410923	3.183	0.001155
2	0.21778	1.6869	0.048406
3	0.083618	0.6477	0.259825
4	-0.073801	-0.5717	0.284843
5	-0.145825	-1.1296	0.131579
6	-0.229493	-1.7776	0.040265
7	-0.09798	-0.7589	0.225427
8	-0.158757	-1.2297	0.111799
9	-0.121032	-0.9375	0.176127
10	-0.055701	-0.4315	0.33384
11	0.057118	0.4424	0.329882
12	-0.015028	-0.1164	0.45386
13	-0.10718	-0.8302	0.204855
14	-0.009788	-0.0758	0.469908
15	-0.111997	-0.8675	0.194556
16	-0.158491	-1.2277	0.112184
17	-0.119972	-0.9293	0.178229
18	-0.137549	-1.0654	0.145471
19	-0.007607	-0.0589	0.476603
20	-0.084072	-0.6512	0.258695
21	0.011717	0.0908	0.463992
22	0.052037	0.4031	0.344162
23	0.009846	0.0763	0.46973
24	0.108275	0.8387	0.202484
25	0.133442	1.0336	0.152727
26	0.194591	1.5073	0.068491
27	0.091422	0.7081	0.240797
28	0.037191	0.2881	0.38714
29	-0.075639	-0.5859	0.280072
30	-0.102005	-0.7901	0.216282
31	0.006221	0.0482	0.480863
32	0.023407	0.1813	0.428369
33	0.064398	0.4988	0.309864
34	0.052788	0.4089	0.342037
35	0.09471	0.7336	0.233019
36	0.146428	1.1342	0.130605
37	0.091953	0.7123	0.23953
38	0.007645	0.0592	0.476489
39	0.007678	0.0595	0.476386
40	-0.109867	-0.851	0.19907
41	-0.15337	-1.188	0.119758
42	-0.134216	-1.0396	0.151341
43	-0.091363	-0.7077	0.240937
44	-0.113274	-0.8774	0.191881
45	-0.083773	-0.6489	0.259438
46	0.004463	0.0346	0.48627
47	-0.009849	-0.0763	0.469723
48	0.003293	0.0255	0.489867
49	-0.006593	-0.0511	0.479721
50	0.019245	0.1491	0.440998
51	-0.006068	-0.047	0.481333
52	0.017008	0.1317	0.447815
53	0.022153	0.1716	0.432166
54	-0.012972	-0.1005	0.460147
55	0.025134	0.1947	0.423147
56	0.002552	0.0198	0.492146
57	0.01635	0.1266	0.449821
58	0.014034	0.1087	0.4569
59	0.005842	0.0453	0.482029
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.410923	3.183	0.001155
2	0.058862	0.4559	0.325038
3	-0.029934	-0.2319	0.408714
4	-0.132113	-1.0233	0.155128
5	-0.091608	-0.7096	0.240353
6	-0.139916	-1.0838	0.141398
7	0.088738	0.6874	0.247252
8	-0.129732	-1.0049	0.159491
9	-0.03616	-0.2801	0.390185
10	-0.014929	-0.1156	0.454162
11	0.101254	0.7843	0.217972
12	-0.131493	-1.0185	0.156256
13	-0.13388	-1.037	0.151942
14	0.032005	0.2479	0.402524
15	-0.116765	-0.9045	0.184685
16	-0.118686	-0.9193	0.180799
17	-0.024768	-0.1919	0.424252
18	-0.139376	-1.0796	0.142319
19	0.079171	0.6133	0.271012
20	-0.144115	-1.1163	0.13437
21	-0.025394	-0.1967	0.422363
22	-0.046172	-0.3576	0.360933
23	-0.060696	-0.4701	0.319977
24	0.064593	0.5003	0.309334
25	0.028	0.2169	0.414517
26	0.0558	0.4322	0.333564
27	-0.023287	-0.1804	0.428732
28	-0.092794	-0.7188	0.237534
29	-0.126038	-0.9763	0.166421
30	-0.04159	-0.3222	0.374229
31	0.120353	0.9323	0.177471
32	0.057817	0.4478	0.327939
33	-0.043569	-0.3375	0.368464
34	0.031472	0.2438	0.404116
35	0.036766	0.2848	0.388393
36	0.090536	0.7013	0.242916
37	0.038231	0.2961	0.384073
38	-0.118055	-0.9144	0.182071
39	0.120671	0.9347	0.17684
40	-0.073404	-0.5686	0.285879
41	-0.008898	-0.0689	0.472641
42	0.004201	0.0325	0.487073
43	0.003808	0.0295	0.488284
44	-0.026819	-0.2077	0.418068
45	-0.047319	-0.3665	0.357629
46	0.021598	0.1673	0.433849
47	-0.032994	-0.2556	0.399578
48	0.007797	0.0604	0.47602
49	0.03451	0.2673	0.395073
50	-0.089632	-0.6943	0.245091
51	0.003115	0.0241	0.490415
52	0.06618	0.5126	0.305047
53	-0.069598	-0.5391	0.295905
54	0.003623	0.0281	0.488853
55	0.066083	0.5119	0.305308
56	-0.047916	-0.3712	0.355916
57	-0.033836	-0.2621	0.397075
58	-0.108968	-0.8441	0.200993
59	0.008424	0.0653	0.474095
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.410923 & 3.183 & 0.001155 \tabularnewline
2 & 0.058862 & 0.4559 & 0.325038 \tabularnewline
3 & -0.029934 & -0.2319 & 0.408714 \tabularnewline
4 & -0.132113 & -1.0233 & 0.155128 \tabularnewline
5 & -0.091608 & -0.7096 & 0.240353 \tabularnewline
6 & -0.139916 & -1.0838 & 0.141398 \tabularnewline
7 & 0.088738 & 0.6874 & 0.247252 \tabularnewline
8 & -0.129732 & -1.0049 & 0.159491 \tabularnewline
9 & -0.03616 & -0.2801 & 0.390185 \tabularnewline
10 & -0.014929 & -0.1156 & 0.454162 \tabularnewline
11 & 0.101254 & 0.7843 & 0.217972 \tabularnewline
12 & -0.131493 & -1.0185 & 0.156256 \tabularnewline
13 & -0.13388 & -1.037 & 0.151942 \tabularnewline
14 & 0.032005 & 0.2479 & 0.402524 \tabularnewline
15 & -0.116765 & -0.9045 & 0.184685 \tabularnewline
16 & -0.118686 & -0.9193 & 0.180799 \tabularnewline
17 & -0.024768 & -0.1919 & 0.424252 \tabularnewline
18 & -0.139376 & -1.0796 & 0.142319 \tabularnewline
19 & 0.079171 & 0.6133 & 0.271012 \tabularnewline
20 & -0.144115 & -1.1163 & 0.13437 \tabularnewline
21 & -0.025394 & -0.1967 & 0.422363 \tabularnewline
22 & -0.046172 & -0.3576 & 0.360933 \tabularnewline
23 & -0.060696 & -0.4701 & 0.319977 \tabularnewline
24 & 0.064593 & 0.5003 & 0.309334 \tabularnewline
25 & 0.028 & 0.2169 & 0.414517 \tabularnewline
26 & 0.0558 & 0.4322 & 0.333564 \tabularnewline
27 & -0.023287 & -0.1804 & 0.428732 \tabularnewline
28 & -0.092794 & -0.7188 & 0.237534 \tabularnewline
29 & -0.126038 & -0.9763 & 0.166421 \tabularnewline
30 & -0.04159 & -0.3222 & 0.374229 \tabularnewline
31 & 0.120353 & 0.9323 & 0.177471 \tabularnewline
32 & 0.057817 & 0.4478 & 0.327939 \tabularnewline
33 & -0.043569 & -0.3375 & 0.368464 \tabularnewline
34 & 0.031472 & 0.2438 & 0.404116 \tabularnewline
35 & 0.036766 & 0.2848 & 0.388393 \tabularnewline
36 & 0.090536 & 0.7013 & 0.242916 \tabularnewline
37 & 0.038231 & 0.2961 & 0.384073 \tabularnewline
38 & -0.118055 & -0.9144 & 0.182071 \tabularnewline
39 & 0.120671 & 0.9347 & 0.17684 \tabularnewline
40 & -0.073404 & -0.5686 & 0.285879 \tabularnewline
41 & -0.008898 & -0.0689 & 0.472641 \tabularnewline
42 & 0.004201 & 0.0325 & 0.487073 \tabularnewline
43 & 0.003808 & 0.0295 & 0.488284 \tabularnewline
44 & -0.026819 & -0.2077 & 0.418068 \tabularnewline
45 & -0.047319 & -0.3665 & 0.357629 \tabularnewline
46 & 0.021598 & 0.1673 & 0.433849 \tabularnewline
47 & -0.032994 & -0.2556 & 0.399578 \tabularnewline
48 & 0.007797 & 0.0604 & 0.47602 \tabularnewline
49 & 0.03451 & 0.2673 & 0.395073 \tabularnewline
50 & -0.089632 & -0.6943 & 0.245091 \tabularnewline
51 & 0.003115 & 0.0241 & 0.490415 \tabularnewline
52 & 0.06618 & 0.5126 & 0.305047 \tabularnewline
53 & -0.069598 & -0.5391 & 0.295905 \tabularnewline
54 & 0.003623 & 0.0281 & 0.488853 \tabularnewline
55 & 0.066083 & 0.5119 & 0.305308 \tabularnewline
56 & -0.047916 & -0.3712 & 0.355916 \tabularnewline
57 & -0.033836 & -0.2621 & 0.397075 \tabularnewline
58 & -0.108968 & -0.8441 & 0.200993 \tabularnewline
59 & 0.008424 & 0.0653 & 0.474095 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114312&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]0.410923[/C][C]3.183[/C][C]0.001155[/C][/ROW]
[ROW][C]2[/C][C]0.058862[/C][C]0.4559[/C][C]0.325038[/C][/ROW]
[ROW][C]3[/C][C]-0.029934[/C][C]-0.2319[/C][C]0.408714[/C][/ROW]
[ROW][C]4[/C][C]-0.132113[/C][C]-1.0233[/C][C]0.155128[/C][/ROW]
[ROW][C]5[/C][C]-0.091608[/C][C]-0.7096[/C][C]0.240353[/C][/ROW]
[ROW][C]6[/C][C]-0.139916[/C][C]-1.0838[/C][C]0.141398[/C][/ROW]
[ROW][C]7[/C][C]0.088738[/C][C]0.6874[/C][C]0.247252[/C][/ROW]
[ROW][C]8[/C][C]-0.129732[/C][C]-1.0049[/C][C]0.159491[/C][/ROW]
[ROW][C]9[/C][C]-0.03616[/C][C]-0.2801[/C][C]0.390185[/C][/ROW]
[ROW][C]10[/C][C]-0.014929[/C][C]-0.1156[/C][C]0.454162[/C][/ROW]
[ROW][C]11[/C][C]0.101254[/C][C]0.7843[/C][C]0.217972[/C][/ROW]
[ROW][C]12[/C][C]-0.131493[/C][C]-1.0185[/C][C]0.156256[/C][/ROW]
[ROW][C]13[/C][C]-0.13388[/C][C]-1.037[/C][C]0.151942[/C][/ROW]
[ROW][C]14[/C][C]0.032005[/C][C]0.2479[/C][C]0.402524[/C][/ROW]
[ROW][C]15[/C][C]-0.116765[/C][C]-0.9045[/C][C]0.184685[/C][/ROW]
[ROW][C]16[/C][C]-0.118686[/C][C]-0.9193[/C][C]0.180799[/C][/ROW]
[ROW][C]17[/C][C]-0.024768[/C][C]-0.1919[/C][C]0.424252[/C][/ROW]
[ROW][C]18[/C][C]-0.139376[/C][C]-1.0796[/C][C]0.142319[/C][/ROW]
[ROW][C]19[/C][C]0.079171[/C][C]0.6133[/C][C]0.271012[/C][/ROW]
[ROW][C]20[/C][C]-0.144115[/C][C]-1.1163[/C][C]0.13437[/C][/ROW]
[ROW][C]21[/C][C]-0.025394[/C][C]-0.1967[/C][C]0.422363[/C][/ROW]
[ROW][C]22[/C][C]-0.046172[/C][C]-0.3576[/C][C]0.360933[/C][/ROW]
[ROW][C]23[/C][C]-0.060696[/C][C]-0.4701[/C][C]0.319977[/C][/ROW]
[ROW][C]24[/C][C]0.064593[/C][C]0.5003[/C][C]0.309334[/C][/ROW]
[ROW][C]25[/C][C]0.028[/C][C]0.2169[/C][C]0.414517[/C][/ROW]
[ROW][C]26[/C][C]0.0558[/C][C]0.4322[/C][C]0.333564[/C][/ROW]
[ROW][C]27[/C][C]-0.023287[/C][C]-0.1804[/C][C]0.428732[/C][/ROW]
[ROW][C]28[/C][C]-0.092794[/C][C]-0.7188[/C][C]0.237534[/C][/ROW]
[ROW][C]29[/C][C]-0.126038[/C][C]-0.9763[/C][C]0.166421[/C][/ROW]
[ROW][C]30[/C][C]-0.04159[/C][C]-0.3222[/C][C]0.374229[/C][/ROW]
[ROW][C]31[/C][C]0.120353[/C][C]0.9323[/C][C]0.177471[/C][/ROW]
[ROW][C]32[/C][C]0.057817[/C][C]0.4478[/C][C]0.327939[/C][/ROW]
[ROW][C]33[/C][C]-0.043569[/C][C]-0.3375[/C][C]0.368464[/C][/ROW]
[ROW][C]34[/C][C]0.031472[/C][C]0.2438[/C][C]0.404116[/C][/ROW]
[ROW][C]35[/C][C]0.036766[/C][C]0.2848[/C][C]0.388393[/C][/ROW]
[ROW][C]36[/C][C]0.090536[/C][C]0.7013[/C][C]0.242916[/C][/ROW]
[ROW][C]37[/C][C]0.038231[/C][C]0.2961[/C][C]0.384073[/C][/ROW]
[ROW][C]38[/C][C]-0.118055[/C][C]-0.9144[/C][C]0.182071[/C][/ROW]
[ROW][C]39[/C][C]0.120671[/C][C]0.9347[/C][C]0.17684[/C][/ROW]
[ROW][C]40[/C][C]-0.073404[/C][C]-0.5686[/C][C]0.285879[/C][/ROW]
[ROW][C]41[/C][C]-0.008898[/C][C]-0.0689[/C][C]0.472641[/C][/ROW]
[ROW][C]42[/C][C]0.004201[/C][C]0.0325[/C][C]0.487073[/C][/ROW]
[ROW][C]43[/C][C]0.003808[/C][C]0.0295[/C][C]0.488284[/C][/ROW]
[ROW][C]44[/C][C]-0.026819[/C][C]-0.2077[/C][C]0.418068[/C][/ROW]
[ROW][C]45[/C][C]-0.047319[/C][C]-0.3665[/C][C]0.357629[/C][/ROW]
[ROW][C]46[/C][C]0.021598[/C][C]0.1673[/C][C]0.433849[/C][/ROW]
[ROW][C]47[/C][C]-0.032994[/C][C]-0.2556[/C][C]0.399578[/C][/ROW]
[ROW][C]48[/C][C]0.007797[/C][C]0.0604[/C][C]0.47602[/C][/ROW]
[ROW][C]49[/C][C]0.03451[/C][C]0.2673[/C][C]0.395073[/C][/ROW]
[ROW][C]50[/C][C]-0.089632[/C][C]-0.6943[/C][C]0.245091[/C][/ROW]
[ROW][C]51[/C][C]0.003115[/C][C]0.0241[/C][C]0.490415[/C][/ROW]
[ROW][C]52[/C][C]0.06618[/C][C]0.5126[/C][C]0.305047[/C][/ROW]
[ROW][C]53[/C][C]-0.069598[/C][C]-0.5391[/C][C]0.295905[/C][/ROW]
[ROW][C]54[/C][C]0.003623[/C][C]0.0281[/C][C]0.488853[/C][/ROW]
[ROW][C]55[/C][C]0.066083[/C][C]0.5119[/C][C]0.305308[/C][/ROW]
[ROW][C]56[/C][C]-0.047916[/C][C]-0.3712[/C][C]0.355916[/C][/ROW]
[ROW][C]57[/C][C]-0.033836[/C][C]-0.2621[/C][C]0.397075[/C][/ROW]
[ROW][C]58[/C][C]-0.108968[/C][C]-0.8441[/C][C]0.200993[/C][/ROW]
[ROW][C]59[/C][C]0.008424[/C][C]0.0653[/C][C]0.474095[/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=114312&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114312&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	0.410923	3.183	0.001155
2	0.058862	0.4559	0.325038
3	-0.029934	-0.2319	0.408714
4	-0.132113	-1.0233	0.155128
5	-0.091608	-0.7096	0.240353
6	-0.139916	-1.0838	0.141398
7	0.088738	0.6874	0.247252
8	-0.129732	-1.0049	0.159491
9	-0.03616	-0.2801	0.390185
10	-0.014929	-0.1156	0.454162
11	0.101254	0.7843	0.217972
12	-0.131493	-1.0185	0.156256
13	-0.13388	-1.037	0.151942
14	0.032005	0.2479	0.402524
15	-0.116765	-0.9045	0.184685
16	-0.118686	-0.9193	0.180799
17	-0.024768	-0.1919	0.424252
18	-0.139376	-1.0796	0.142319
19	0.079171	0.6133	0.271012
20	-0.144115	-1.1163	0.13437
21	-0.025394	-0.1967	0.422363
22	-0.046172	-0.3576	0.360933
23	-0.060696	-0.4701	0.319977
24	0.064593	0.5003	0.309334
25	0.028	0.2169	0.414517
26	0.0558	0.4322	0.333564
27	-0.023287	-0.1804	0.428732
28	-0.092794	-0.7188	0.237534
29	-0.126038	-0.9763	0.166421
30	-0.04159	-0.3222	0.374229
31	0.120353	0.9323	0.177471
32	0.057817	0.4478	0.327939
33	-0.043569	-0.3375	0.368464
34	0.031472	0.2438	0.404116
35	0.036766	0.2848	0.388393
36	0.090536	0.7013	0.242916
37	0.038231	0.2961	0.384073
38	-0.118055	-0.9144	0.182071
39	0.120671	0.9347	0.17684
40	-0.073404	-0.5686	0.285879
41	-0.008898	-0.0689	0.472641
42	0.004201	0.0325	0.487073
43	0.003808	0.0295	0.488284
44	-0.026819	-0.2077	0.418068
45	-0.047319	-0.3665	0.357629
46	0.021598	0.1673	0.433849
47	-0.032994	-0.2556	0.399578
48	0.007797	0.0604	0.47602
49	0.03451	0.2673	0.395073
50	-0.089632	-0.6943	0.245091
51	0.003115	0.0241	0.490415
52	0.06618	0.5126	0.305047
53	-0.069598	-0.5391	0.295905
54	0.003623	0.0281	0.488853
55	0.066083	0.5119	0.305308
56	-0.047916	-0.3712	0.355916
57	-0.033836	-0.2621	0.397075
58	-0.108968	-0.8441	0.200993
59	0.008424	0.0653	0.474095
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 = 1.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ;

Parameters (R input):

par1 = 60 ; par2 = 1.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code