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

Fri, 24 Dec 2010 12:12:12 +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/24/t1293192620714p4jnn6ty5vqq.htm/, Retrieved Tue, 30 Apr 2024 06:18:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114816, Retrieved Tue, 30 Apr 2024 06:18:38 +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

155

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]
-  MPD            [(Partial) Autocorrelation Function] [] [2010-12-24 12:12:12] [b91d9cfbf8712a09013bf3c2e3081c55] [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	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=114816&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=114816&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114816&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	0.269431	1.9429	0.028726
2	0.178041	1.2839	0.102439
3	0.087002	0.6274	0.266578
4	-0.321452	-2.318	0.012208
5	-0.091348	-0.6587	0.25649
6	-0.115837	-0.8353	0.203683
7	-0.07014	-0.5058	0.307573
8	-0.096904	-0.6988	0.243899
9	0.022613	0.1631	0.435548
10	0.114377	0.8248	0.206631
11	0.103265	0.7447	0.229917
12	0.14273	1.0292	0.154065
13	-0.009316	-0.0672	0.473349
14	-0.076651	-0.5527	0.291404
15	-0.17275	-1.2457	0.109226
16	-0.181935	-1.312	0.097649
17	-0.165515	-1.1935	0.119037
18	-0.090362	-0.6516	0.258761
19	-0.040293	-0.2906	0.386272
20	0.060251	0.4345	0.332871
21	0.094256	0.6797	0.249858
22	0.041804	0.3014	0.382137
23	0.089399	0.6447	0.26099
24	0.156459	1.1282	0.132199
25	-0.005936	-0.0428	0.483009
26	0.04438	0.32	0.375115
27	0.011234	0.081	0.467872
28	-0.180072	-1.2985	0.099919
29	0.060698	0.4377	0.331709
30	0.076473	0.5515	0.291842
31	0.051422	0.3708	0.356143
32	0.11886	0.8571	0.197658
33	-0.052259	-0.3768	0.353911
34	-0.03785	-0.2729	0.392989
35	-0.090224	-0.6506	0.259081
36	-0.039225	-0.2829	0.389206
37	-0.007445	-0.0537	0.478695
38	-0.05085	-0.3667	0.357672
39	-0.004713	-0.034	0.486509
40	0.024163	0.1742	0.431175
41	-0.036736	-0.2649	0.396065
42	-0.023902	-0.1724	0.431913
43	-0.043009	-0.3101	0.378845
44	-0.113884	-0.8212	0.207633
45	-0.035212	-0.2539	0.40028
46	-0.025397	-0.1831	0.427701
47	0.004807	0.0347	0.48624
48	0.018569	0.1339	0.446998
49	-0.051472	-0.3712	0.356009
50	-0.01389	-0.1002	0.460299
51	-0.025654	-0.185	0.426978
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 & 0.269431 & 1.9429 & 0.028726 \tabularnewline
2 & 0.178041 & 1.2839 & 0.102439 \tabularnewline
3 & 0.087002 & 0.6274 & 0.266578 \tabularnewline
4 & -0.321452 & -2.318 & 0.012208 \tabularnewline
5 & -0.091348 & -0.6587 & 0.25649 \tabularnewline
6 & -0.115837 & -0.8353 & 0.203683 \tabularnewline
7 & -0.07014 & -0.5058 & 0.307573 \tabularnewline
8 & -0.096904 & -0.6988 & 0.243899 \tabularnewline
9 & 0.022613 & 0.1631 & 0.435548 \tabularnewline
10 & 0.114377 & 0.8248 & 0.206631 \tabularnewline
11 & 0.103265 & 0.7447 & 0.229917 \tabularnewline
12 & 0.14273 & 1.0292 & 0.154065 \tabularnewline
13 & -0.009316 & -0.0672 & 0.473349 \tabularnewline
14 & -0.076651 & -0.5527 & 0.291404 \tabularnewline
15 & -0.17275 & -1.2457 & 0.109226 \tabularnewline
16 & -0.181935 & -1.312 & 0.097649 \tabularnewline
17 & -0.165515 & -1.1935 & 0.119037 \tabularnewline
18 & -0.090362 & -0.6516 & 0.258761 \tabularnewline
19 & -0.040293 & -0.2906 & 0.386272 \tabularnewline
20 & 0.060251 & 0.4345 & 0.332871 \tabularnewline
21 & 0.094256 & 0.6797 & 0.249858 \tabularnewline
22 & 0.041804 & 0.3014 & 0.382137 \tabularnewline
23 & 0.089399 & 0.6447 & 0.26099 \tabularnewline
24 & 0.156459 & 1.1282 & 0.132199 \tabularnewline
25 & -0.005936 & -0.0428 & 0.483009 \tabularnewline
26 & 0.04438 & 0.32 & 0.375115 \tabularnewline
27 & 0.011234 & 0.081 & 0.467872 \tabularnewline
28 & -0.180072 & -1.2985 & 0.099919 \tabularnewline
29 & 0.060698 & 0.4377 & 0.331709 \tabularnewline
30 & 0.076473 & 0.5515 & 0.291842 \tabularnewline
31 & 0.051422 & 0.3708 & 0.356143 \tabularnewline
32 & 0.11886 & 0.8571 & 0.197658 \tabularnewline
33 & -0.052259 & -0.3768 & 0.353911 \tabularnewline
34 & -0.03785 & -0.2729 & 0.392989 \tabularnewline
35 & -0.090224 & -0.6506 & 0.259081 \tabularnewline
36 & -0.039225 & -0.2829 & 0.389206 \tabularnewline
37 & -0.007445 & -0.0537 & 0.478695 \tabularnewline
38 & -0.05085 & -0.3667 & 0.357672 \tabularnewline
39 & -0.004713 & -0.034 & 0.486509 \tabularnewline
40 & 0.024163 & 0.1742 & 0.431175 \tabularnewline
41 & -0.036736 & -0.2649 & 0.396065 \tabularnewline
42 & -0.023902 & -0.1724 & 0.431913 \tabularnewline
43 & -0.043009 & -0.3101 & 0.378845 \tabularnewline
44 & -0.113884 & -0.8212 & 0.207633 \tabularnewline
45 & -0.035212 & -0.2539 & 0.40028 \tabularnewline
46 & -0.025397 & -0.1831 & 0.427701 \tabularnewline
47 & 0.004807 & 0.0347 & 0.48624 \tabularnewline
48 & 0.018569 & 0.1339 & 0.446998 \tabularnewline
49 & -0.051472 & -0.3712 & 0.356009 \tabularnewline
50 & -0.01389 & -0.1002 & 0.460299 \tabularnewline
51 & -0.025654 & -0.185 & 0.426978 \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=114816&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]0.269431[/C][C]1.9429[/C][C]0.028726[/C][/ROW]
[ROW][C]2[/C][C]0.178041[/C][C]1.2839[/C][C]0.102439[/C][/ROW]
[ROW][C]3[/C][C]0.087002[/C][C]0.6274[/C][C]0.266578[/C][/ROW]
[ROW][C]4[/C][C]-0.321452[/C][C]-2.318[/C][C]0.012208[/C][/ROW]
[ROW][C]5[/C][C]-0.091348[/C][C]-0.6587[/C][C]0.25649[/C][/ROW]
[ROW][C]6[/C][C]-0.115837[/C][C]-0.8353[/C][C]0.203683[/C][/ROW]
[ROW][C]7[/C][C]-0.07014[/C][C]-0.5058[/C][C]0.307573[/C][/ROW]
[ROW][C]8[/C][C]-0.096904[/C][C]-0.6988[/C][C]0.243899[/C][/ROW]
[ROW][C]9[/C][C]0.022613[/C][C]0.1631[/C][C]0.435548[/C][/ROW]
[ROW][C]10[/C][C]0.114377[/C][C]0.8248[/C][C]0.206631[/C][/ROW]
[ROW][C]11[/C][C]0.103265[/C][C]0.7447[/C][C]0.229917[/C][/ROW]
[ROW][C]12[/C][C]0.14273[/C][C]1.0292[/C][C]0.154065[/C][/ROW]
[ROW][C]13[/C][C]-0.009316[/C][C]-0.0672[/C][C]0.473349[/C][/ROW]
[ROW][C]14[/C][C]-0.076651[/C][C]-0.5527[/C][C]0.291404[/C][/ROW]
[ROW][C]15[/C][C]-0.17275[/C][C]-1.2457[/C][C]0.109226[/C][/ROW]
[ROW][C]16[/C][C]-0.181935[/C][C]-1.312[/C][C]0.097649[/C][/ROW]
[ROW][C]17[/C][C]-0.165515[/C][C]-1.1935[/C][C]0.119037[/C][/ROW]
[ROW][C]18[/C][C]-0.090362[/C][C]-0.6516[/C][C]0.258761[/C][/ROW]
[ROW][C]19[/C][C]-0.040293[/C][C]-0.2906[/C][C]0.386272[/C][/ROW]
[ROW][C]20[/C][C]0.060251[/C][C]0.4345[/C][C]0.332871[/C][/ROW]
[ROW][C]21[/C][C]0.094256[/C][C]0.6797[/C][C]0.249858[/C][/ROW]
[ROW][C]22[/C][C]0.041804[/C][C]0.3014[/C][C]0.382137[/C][/ROW]
[ROW][C]23[/C][C]0.089399[/C][C]0.6447[/C][C]0.26099[/C][/ROW]
[ROW][C]24[/C][C]0.156459[/C][C]1.1282[/C][C]0.132199[/C][/ROW]
[ROW][C]25[/C][C]-0.005936[/C][C]-0.0428[/C][C]0.483009[/C][/ROW]
[ROW][C]26[/C][C]0.04438[/C][C]0.32[/C][C]0.375115[/C][/ROW]
[ROW][C]27[/C][C]0.011234[/C][C]0.081[/C][C]0.467872[/C][/ROW]
[ROW][C]28[/C][C]-0.180072[/C][C]-1.2985[/C][C]0.099919[/C][/ROW]
[ROW][C]29[/C][C]0.060698[/C][C]0.4377[/C][C]0.331709[/C][/ROW]
[ROW][C]30[/C][C]0.076473[/C][C]0.5515[/C][C]0.291842[/C][/ROW]
[ROW][C]31[/C][C]0.051422[/C][C]0.3708[/C][C]0.356143[/C][/ROW]
[ROW][C]32[/C][C]0.11886[/C][C]0.8571[/C][C]0.197658[/C][/ROW]
[ROW][C]33[/C][C]-0.052259[/C][C]-0.3768[/C][C]0.353911[/C][/ROW]
[ROW][C]34[/C][C]-0.03785[/C][C]-0.2729[/C][C]0.392989[/C][/ROW]
[ROW][C]35[/C][C]-0.090224[/C][C]-0.6506[/C][C]0.259081[/C][/ROW]
[ROW][C]36[/C][C]-0.039225[/C][C]-0.2829[/C][C]0.389206[/C][/ROW]
[ROW][C]37[/C][C]-0.007445[/C][C]-0.0537[/C][C]0.478695[/C][/ROW]
[ROW][C]38[/C][C]-0.05085[/C][C]-0.3667[/C][C]0.357672[/C][/ROW]
[ROW][C]39[/C][C]-0.004713[/C][C]-0.034[/C][C]0.486509[/C][/ROW]
[ROW][C]40[/C][C]0.024163[/C][C]0.1742[/C][C]0.431175[/C][/ROW]
[ROW][C]41[/C][C]-0.036736[/C][C]-0.2649[/C][C]0.396065[/C][/ROW]
[ROW][C]42[/C][C]-0.023902[/C][C]-0.1724[/C][C]0.431913[/C][/ROW]
[ROW][C]43[/C][C]-0.043009[/C][C]-0.3101[/C][C]0.378845[/C][/ROW]
[ROW][C]44[/C][C]-0.113884[/C][C]-0.8212[/C][C]0.207633[/C][/ROW]
[ROW][C]45[/C][C]-0.035212[/C][C]-0.2539[/C][C]0.40028[/C][/ROW]
[ROW][C]46[/C][C]-0.025397[/C][C]-0.1831[/C][C]0.427701[/C][/ROW]
[ROW][C]47[/C][C]0.004807[/C][C]0.0347[/C][C]0.48624[/C][/ROW]
[ROW][C]48[/C][C]0.018569[/C][C]0.1339[/C][C]0.446998[/C][/ROW]
[ROW][C]49[/C][C]-0.051472[/C][C]-0.3712[/C][C]0.356009[/C][/ROW]
[ROW][C]50[/C][C]-0.01389[/C][C]-0.1002[/C][C]0.460299[/C][/ROW]
[ROW][C]51[/C][C]-0.025654[/C][C]-0.185[/C][C]0.426978[/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=114816&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114816&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	0.269431	1.9429	0.028726
2	0.178041	1.2839	0.102439
3	0.087002	0.6274	0.266578
4	-0.321452	-2.318	0.012208
5	-0.091348	-0.6587	0.25649
6	-0.115837	-0.8353	0.203683
7	-0.07014	-0.5058	0.307573
8	-0.096904	-0.6988	0.243899
9	0.022613	0.1631	0.435548
10	0.114377	0.8248	0.206631
11	0.103265	0.7447	0.229917
12	0.14273	1.0292	0.154065
13	-0.009316	-0.0672	0.473349
14	-0.076651	-0.5527	0.291404
15	-0.17275	-1.2457	0.109226
16	-0.181935	-1.312	0.097649
17	-0.165515	-1.1935	0.119037
18	-0.090362	-0.6516	0.258761
19	-0.040293	-0.2906	0.386272
20	0.060251	0.4345	0.332871
21	0.094256	0.6797	0.249858
22	0.041804	0.3014	0.382137
23	0.089399	0.6447	0.26099
24	0.156459	1.1282	0.132199
25	-0.005936	-0.0428	0.483009
26	0.04438	0.32	0.375115
27	0.011234	0.081	0.467872
28	-0.180072	-1.2985	0.099919
29	0.060698	0.4377	0.331709
30	0.076473	0.5515	0.291842
31	0.051422	0.3708	0.356143
32	0.11886	0.8571	0.197658
33	-0.052259	-0.3768	0.353911
34	-0.03785	-0.2729	0.392989
35	-0.090224	-0.6506	0.259081
36	-0.039225	-0.2829	0.389206
37	-0.007445	-0.0537	0.478695
38	-0.05085	-0.3667	0.357672
39	-0.004713	-0.034	0.486509
40	0.024163	0.1742	0.431175
41	-0.036736	-0.2649	0.396065
42	-0.023902	-0.1724	0.431913
43	-0.043009	-0.3101	0.378845
44	-0.113884	-0.8212	0.207633
45	-0.035212	-0.2539	0.40028
46	-0.025397	-0.1831	0.427701
47	0.004807	0.0347	0.48624
48	0.018569	0.1339	0.446998
49	-0.051472	-0.3712	0.356009
50	-0.01389	-0.1002	0.460299
51	-0.025654	-0.185	0.426978
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	0.269431	1.9429	0.028726
2	0.113702	0.8199	0.208003
3	0.015131	0.1091	0.456767
4	-0.399642	-2.8819	0.002867
5	0.079985	0.5768	0.283288
6	0.000753	0.0054	0.497844
7	0.037192	0.2682	0.394805
8	-0.264048	-1.9041	0.03122
9	0.153882	1.1097	0.136126
10	0.128999	0.9302	0.178276
11	0.087776	0.633	0.264765
12	-0.134379	-0.969	0.16851
13	-0.050432	-0.3637	0.35879
14	-0.00951	-0.0686	0.472794
15	-0.085143	-0.614	0.270954
16	-0.119962	-0.8651	0.195491
17	-0.102324	-0.7379	0.231955
18	0.072347	0.5217	0.302046
19	-0.059704	-0.4305	0.334295
20	0.054617	0.3938	0.347651
21	-0.069406	-0.5005	0.309419
22	-0.000785	-0.0057	0.497751
23	-0.012291	-0.0886	0.464859
24	0.272102	1.9622	0.027553
25	-0.165237	-1.1915	0.119425
26	0.051167	0.369	0.356823
27	-0.016577	-0.1195	0.452655
28	0.03534	0.2548	0.399925
29	0.075249	0.5426	0.294853
30	0.07471	0.5387	0.296183
31	-0.030427	-0.2194	0.413595
32	-0.050265	-0.3625	0.359236
33	-0.084636	-0.6103	0.272155
34	0.011007	0.0794	0.46852
35	-0.052331	-0.3774	0.353719
36	-0.045339	-0.3269	0.372512
37	0.048043	0.3464	0.365203
38	0.011184	0.0806	0.468017
39	0.013289	0.0958	0.462012
40	0.038328	0.2764	0.391672
41	-0.10223	-0.7372	0.23216
42	-0.041945	-0.3025	0.38175
43	-0.027045	-0.195	0.423066
44	-0.036704	-0.2647	0.396152
45	0.035266	0.2543	0.400131
46	0.014931	0.1077	0.457335
47	0.005672	0.0409	0.483767
48	-0.055795	-0.4023	0.34454
49	-0.10485	-0.7561	0.226505
50	-0.112428	-0.8107	0.210608
51	0.043059	0.3105	0.378709
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 & 0.269431 & 1.9429 & 0.028726 \tabularnewline
2 & 0.113702 & 0.8199 & 0.208003 \tabularnewline
3 & 0.015131 & 0.1091 & 0.456767 \tabularnewline
4 & -0.399642 & -2.8819 & 0.002867 \tabularnewline
5 & 0.079985 & 0.5768 & 0.283288 \tabularnewline
6 & 0.000753 & 0.0054 & 0.497844 \tabularnewline
7 & 0.037192 & 0.2682 & 0.394805 \tabularnewline
8 & -0.264048 & -1.9041 & 0.03122 \tabularnewline
9 & 0.153882 & 1.1097 & 0.136126 \tabularnewline
10 & 0.128999 & 0.9302 & 0.178276 \tabularnewline
11 & 0.087776 & 0.633 & 0.264765 \tabularnewline
12 & -0.134379 & -0.969 & 0.16851 \tabularnewline
13 & -0.050432 & -0.3637 & 0.35879 \tabularnewline
14 & -0.00951 & -0.0686 & 0.472794 \tabularnewline
15 & -0.085143 & -0.614 & 0.270954 \tabularnewline
16 & -0.119962 & -0.8651 & 0.195491 \tabularnewline
17 & -0.102324 & -0.7379 & 0.231955 \tabularnewline
18 & 0.072347 & 0.5217 & 0.302046 \tabularnewline
19 & -0.059704 & -0.4305 & 0.334295 \tabularnewline
20 & 0.054617 & 0.3938 & 0.347651 \tabularnewline
21 & -0.069406 & -0.5005 & 0.309419 \tabularnewline
22 & -0.000785 & -0.0057 & 0.497751 \tabularnewline
23 & -0.012291 & -0.0886 & 0.464859 \tabularnewline
24 & 0.272102 & 1.9622 & 0.027553 \tabularnewline
25 & -0.165237 & -1.1915 & 0.119425 \tabularnewline
26 & 0.051167 & 0.369 & 0.356823 \tabularnewline
27 & -0.016577 & -0.1195 & 0.452655 \tabularnewline
28 & 0.03534 & 0.2548 & 0.399925 \tabularnewline
29 & 0.075249 & 0.5426 & 0.294853 \tabularnewline
30 & 0.07471 & 0.5387 & 0.296183 \tabularnewline
31 & -0.030427 & -0.2194 & 0.413595 \tabularnewline
32 & -0.050265 & -0.3625 & 0.359236 \tabularnewline
33 & -0.084636 & -0.6103 & 0.272155 \tabularnewline
34 & 0.011007 & 0.0794 & 0.46852 \tabularnewline
35 & -0.052331 & -0.3774 & 0.353719 \tabularnewline
36 & -0.045339 & -0.3269 & 0.372512 \tabularnewline
37 & 0.048043 & 0.3464 & 0.365203 \tabularnewline
38 & 0.011184 & 0.0806 & 0.468017 \tabularnewline
39 & 0.013289 & 0.0958 & 0.462012 \tabularnewline
40 & 0.038328 & 0.2764 & 0.391672 \tabularnewline
41 & -0.10223 & -0.7372 & 0.23216 \tabularnewline
42 & -0.041945 & -0.3025 & 0.38175 \tabularnewline
43 & -0.027045 & -0.195 & 0.423066 \tabularnewline
44 & -0.036704 & -0.2647 & 0.396152 \tabularnewline
45 & 0.035266 & 0.2543 & 0.400131 \tabularnewline
46 & 0.014931 & 0.1077 & 0.457335 \tabularnewline
47 & 0.005672 & 0.0409 & 0.483767 \tabularnewline
48 & -0.055795 & -0.4023 & 0.34454 \tabularnewline
49 & -0.10485 & -0.7561 & 0.226505 \tabularnewline
50 & -0.112428 & -0.8107 & 0.210608 \tabularnewline
51 & 0.043059 & 0.3105 & 0.378709 \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=114816&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]0.269431[/C][C]1.9429[/C][C]0.028726[/C][/ROW]
[ROW][C]2[/C][C]0.113702[/C][C]0.8199[/C][C]0.208003[/C][/ROW]
[ROW][C]3[/C][C]0.015131[/C][C]0.1091[/C][C]0.456767[/C][/ROW]
[ROW][C]4[/C][C]-0.399642[/C][C]-2.8819[/C][C]0.002867[/C][/ROW]
[ROW][C]5[/C][C]0.079985[/C][C]0.5768[/C][C]0.283288[/C][/ROW]
[ROW][C]6[/C][C]0.000753[/C][C]0.0054[/C][C]0.497844[/C][/ROW]
[ROW][C]7[/C][C]0.037192[/C][C]0.2682[/C][C]0.394805[/C][/ROW]
[ROW][C]8[/C][C]-0.264048[/C][C]-1.9041[/C][C]0.03122[/C][/ROW]
[ROW][C]9[/C][C]0.153882[/C][C]1.1097[/C][C]0.136126[/C][/ROW]
[ROW][C]10[/C][C]0.128999[/C][C]0.9302[/C][C]0.178276[/C][/ROW]
[ROW][C]11[/C][C]0.087776[/C][C]0.633[/C][C]0.264765[/C][/ROW]
[ROW][C]12[/C][C]-0.134379[/C][C]-0.969[/C][C]0.16851[/C][/ROW]
[ROW][C]13[/C][C]-0.050432[/C][C]-0.3637[/C][C]0.35879[/C][/ROW]
[ROW][C]14[/C][C]-0.00951[/C][C]-0.0686[/C][C]0.472794[/C][/ROW]
[ROW][C]15[/C][C]-0.085143[/C][C]-0.614[/C][C]0.270954[/C][/ROW]
[ROW][C]16[/C][C]-0.119962[/C][C]-0.8651[/C][C]0.195491[/C][/ROW]
[ROW][C]17[/C][C]-0.102324[/C][C]-0.7379[/C][C]0.231955[/C][/ROW]
[ROW][C]18[/C][C]0.072347[/C][C]0.5217[/C][C]0.302046[/C][/ROW]
[ROW][C]19[/C][C]-0.059704[/C][C]-0.4305[/C][C]0.334295[/C][/ROW]
[ROW][C]20[/C][C]0.054617[/C][C]0.3938[/C][C]0.347651[/C][/ROW]
[ROW][C]21[/C][C]-0.069406[/C][C]-0.5005[/C][C]0.309419[/C][/ROW]
[ROW][C]22[/C][C]-0.000785[/C][C]-0.0057[/C][C]0.497751[/C][/ROW]
[ROW][C]23[/C][C]-0.012291[/C][C]-0.0886[/C][C]0.464859[/C][/ROW]
[ROW][C]24[/C][C]0.272102[/C][C]1.9622[/C][C]0.027553[/C][/ROW]
[ROW][C]25[/C][C]-0.165237[/C][C]-1.1915[/C][C]0.119425[/C][/ROW]
[ROW][C]26[/C][C]0.051167[/C][C]0.369[/C][C]0.356823[/C][/ROW]
[ROW][C]27[/C][C]-0.016577[/C][C]-0.1195[/C][C]0.452655[/C][/ROW]
[ROW][C]28[/C][C]0.03534[/C][C]0.2548[/C][C]0.399925[/C][/ROW]
[ROW][C]29[/C][C]0.075249[/C][C]0.5426[/C][C]0.294853[/C][/ROW]
[ROW][C]30[/C][C]0.07471[/C][C]0.5387[/C][C]0.296183[/C][/ROW]
[ROW][C]31[/C][C]-0.030427[/C][C]-0.2194[/C][C]0.413595[/C][/ROW]
[ROW][C]32[/C][C]-0.050265[/C][C]-0.3625[/C][C]0.359236[/C][/ROW]
[ROW][C]33[/C][C]-0.084636[/C][C]-0.6103[/C][C]0.272155[/C][/ROW]
[ROW][C]34[/C][C]0.011007[/C][C]0.0794[/C][C]0.46852[/C][/ROW]
[ROW][C]35[/C][C]-0.052331[/C][C]-0.3774[/C][C]0.353719[/C][/ROW]
[ROW][C]36[/C][C]-0.045339[/C][C]-0.3269[/C][C]0.372512[/C][/ROW]
[ROW][C]37[/C][C]0.048043[/C][C]0.3464[/C][C]0.365203[/C][/ROW]
[ROW][C]38[/C][C]0.011184[/C][C]0.0806[/C][C]0.468017[/C][/ROW]
[ROW][C]39[/C][C]0.013289[/C][C]0.0958[/C][C]0.462012[/C][/ROW]
[ROW][C]40[/C][C]0.038328[/C][C]0.2764[/C][C]0.391672[/C][/ROW]
[ROW][C]41[/C][C]-0.10223[/C][C]-0.7372[/C][C]0.23216[/C][/ROW]
[ROW][C]42[/C][C]-0.041945[/C][C]-0.3025[/C][C]0.38175[/C][/ROW]
[ROW][C]43[/C][C]-0.027045[/C][C]-0.195[/C][C]0.423066[/C][/ROW]
[ROW][C]44[/C][C]-0.036704[/C][C]-0.2647[/C][C]0.396152[/C][/ROW]
[ROW][C]45[/C][C]0.035266[/C][C]0.2543[/C][C]0.400131[/C][/ROW]
[ROW][C]46[/C][C]0.014931[/C][C]0.1077[/C][C]0.457335[/C][/ROW]
[ROW][C]47[/C][C]0.005672[/C][C]0.0409[/C][C]0.483767[/C][/ROW]
[ROW][C]48[/C][C]-0.055795[/C][C]-0.4023[/C][C]0.34454[/C][/ROW]
[ROW][C]49[/C][C]-0.10485[/C][C]-0.7561[/C][C]0.226505[/C][/ROW]
[ROW][C]50[/C][C]-0.112428[/C][C]-0.8107[/C][C]0.210608[/C][/ROW]
[ROW][C]51[/C][C]0.043059[/C][C]0.3105[/C][C]0.378709[/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=114816&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114816&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	0.269431	1.9429	0.028726
2	0.113702	0.8199	0.208003
3	0.015131	0.1091	0.456767
4	-0.399642	-2.8819	0.002867
5	0.079985	0.5768	0.283288
6	0.000753	0.0054	0.497844
7	0.037192	0.2682	0.394805
8	-0.264048	-1.9041	0.03122
9	0.153882	1.1097	0.136126
10	0.128999	0.9302	0.178276
11	0.087776	0.633	0.264765
12	-0.134379	-0.969	0.16851
13	-0.050432	-0.3637	0.35879
14	-0.00951	-0.0686	0.472794
15	-0.085143	-0.614	0.270954
16	-0.119962	-0.8651	0.195491
17	-0.102324	-0.7379	0.231955
18	0.072347	0.5217	0.302046
19	-0.059704	-0.4305	0.334295
20	0.054617	0.3938	0.347651
21	-0.069406	-0.5005	0.309419
22	-0.000785	-0.0057	0.497751
23	-0.012291	-0.0886	0.464859
24	0.272102	1.9622	0.027553
25	-0.165237	-1.1915	0.119425
26	0.051167	0.369	0.356823
27	-0.016577	-0.1195	0.452655
28	0.03534	0.2548	0.399925
29	0.075249	0.5426	0.294853
30	0.07471	0.5387	0.296183
31	-0.030427	-0.2194	0.413595
32	-0.050265	-0.3625	0.359236
33	-0.084636	-0.6103	0.272155
34	0.011007	0.0794	0.46852
35	-0.052331	-0.3774	0.353719
36	-0.045339	-0.3269	0.372512
37	0.048043	0.3464	0.365203
38	0.011184	0.0806	0.468017
39	0.013289	0.0958	0.462012
40	0.038328	0.2764	0.391672
41	-0.10223	-0.7372	0.23216
42	-0.041945	-0.3025	0.38175
43	-0.027045	-0.195	0.423066
44	-0.036704	-0.2647	0.396152
45	0.035266	0.2543	0.400131
46	0.014931	0.1077	0.457335
47	0.005672	0.0409	0.483767
48	-0.055795	-0.4023	0.34454
49	-0.10485	-0.7561	0.226505
50	-0.112428	-0.8107	0.210608
51	0.043059	0.3105	0.378709
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

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 4 ; par6 = White Noise ; par7 = 95% ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 4 ; par6 = White Noise ; par7 = 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 (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