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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 25 Dec 2010 05:30:33 +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/25/t12932548832flul1ucjewsb9k.htm/, Retrieved Mon, 29 Apr 2024 00:51:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115308, Retrieved Mon, 29 Apr 2024 00:51:15 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

151

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

F     [Univariate Data Series] [blog 1e tijdreeks...] [2008-10-13 19:23:31] [7173087adebe3e3a714c80ea2417b3eb]
-   PD  [Univariate Data Series] [tijdreeksen opnie...] [2008-10-19 17:18:46] [7173087adebe3e3a714c80ea2417b3eb]
- RMP     [Central Tendency] [tijdreeks 2 centr...] [2008-10-19 17:39:42] [7173087adebe3e3a714c80ea2417b3eb]
- RMP       [(Partial) Autocorrelation Function] [ACF aanvragen hyp...] [2008-12-16 14:51:47] [7d3039e6253bb5fb3b26df1537d500b4]
-   P         [(Partial) Autocorrelation Function] [ACF met ingevulde...] [2008-12-16 15:15:28] [7d3039e6253bb5fb3b26df1537d500b4]
-  MPD          [(Partial) Autocorrelation Function] [] [2009-12-18 09:05:22] [ebd107afac1bd6180acb277edd05815b]
-   PD            [(Partial) Autocorrelation Function] [] [2009-12-18 10:54:28] [ebd107afac1bd6180acb277edd05815b]
-    D                [(Partial) Autocorrelation Function] [] [2010-12-25 05:30:33] [817f44ab92560f82acbc5e6c80d9a294] [Current]

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115308&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115308&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115308&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	1 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.201278	-1.3945	0.084795
2	0.012445	0.0862	0.465826
3	0.43927	3.0434	0.001894
4	-0.244241	-1.6922	0.04855
5	0.1661	1.1508	0.127763
6	0.207999	1.4411	0.07803
7	-0.379454	-2.6289	0.005736
8	0.07466	0.5173	0.303676
9	0.027653	0.1916	0.424437
10	-0.230419	-1.5964	0.058483
11	0.029206	0.2023	0.420251
12	-0.188381	-1.3051	0.099033
13	-0.20387	-1.4124	0.082134
14	0.021846	0.1514	0.440165
15	-0.009919	-0.0687	0.472749
16	-0.149356	-1.0348	0.152981
17	0.009142	0.0633	0.47488
18	-0.094676	-0.6559	0.257498
19	-0.023469	-0.1626	0.43576
20	0.185488	1.2851	0.102463
21	-0.191562	-1.3272	0.095364
22	0.018583	0.1287	0.449049
23	0.184293	1.2768	0.103904
24	-0.073389	-0.5085	0.306733
25	0.114152	0.7909	0.216456
26	0.115521	0.8004	0.213724
27	-0.133843	-0.9273	0.179207
28	0.109625	0.7595	0.225633
29	0.074674	0.5174	0.303641
30	-0.023808	-0.1649	0.434838
31	0.025702	0.1781	0.42971
32	0.0102	0.0707	0.471978
33	-0.016241	-0.1125	0.455439
34	0.024313	0.1684	0.43347
35	0.005652	0.0392	0.484464
36	-0.110477	-0.7654	0.223888
37	-0.039621	-0.2745	0.392439
38	0.026578	0.1841	0.427341
39	-0.038621	-0.2676	0.395086
40	-0.039336	-0.2725	0.393194
41	0.002783	0.0193	0.492348
42	-0.01936	-0.1341	0.446931
43	0.007067	0.049	0.480578
44	0.006153	0.0426	0.483088
45	0.006332	0.0439	0.482595
46	0.006645	0.046	0.481735
47	-0.000761	-0.0053	0.497907
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 & -0.201278 & -1.3945 & 0.084795 \tabularnewline
2 & 0.012445 & 0.0862 & 0.465826 \tabularnewline
3 & 0.43927 & 3.0434 & 0.001894 \tabularnewline
4 & -0.244241 & -1.6922 & 0.04855 \tabularnewline
5 & 0.1661 & 1.1508 & 0.127763 \tabularnewline
6 & 0.207999 & 1.4411 & 0.07803 \tabularnewline
7 & -0.379454 & -2.6289 & 0.005736 \tabularnewline
8 & 0.07466 & 0.5173 & 0.303676 \tabularnewline
9 & 0.027653 & 0.1916 & 0.424437 \tabularnewline
10 & -0.230419 & -1.5964 & 0.058483 \tabularnewline
11 & 0.029206 & 0.2023 & 0.420251 \tabularnewline
12 & -0.188381 & -1.3051 & 0.099033 \tabularnewline
13 & -0.20387 & -1.4124 & 0.082134 \tabularnewline
14 & 0.021846 & 0.1514 & 0.440165 \tabularnewline
15 & -0.009919 & -0.0687 & 0.472749 \tabularnewline
16 & -0.149356 & -1.0348 & 0.152981 \tabularnewline
17 & 0.009142 & 0.0633 & 0.47488 \tabularnewline
18 & -0.094676 & -0.6559 & 0.257498 \tabularnewline
19 & -0.023469 & -0.1626 & 0.43576 \tabularnewline
20 & 0.185488 & 1.2851 & 0.102463 \tabularnewline
21 & -0.191562 & -1.3272 & 0.095364 \tabularnewline
22 & 0.018583 & 0.1287 & 0.449049 \tabularnewline
23 & 0.184293 & 1.2768 & 0.103904 \tabularnewline
24 & -0.073389 & -0.5085 & 0.306733 \tabularnewline
25 & 0.114152 & 0.7909 & 0.216456 \tabularnewline
26 & 0.115521 & 0.8004 & 0.213724 \tabularnewline
27 & -0.133843 & -0.9273 & 0.179207 \tabularnewline
28 & 0.109625 & 0.7595 & 0.225633 \tabularnewline
29 & 0.074674 & 0.5174 & 0.303641 \tabularnewline
30 & -0.023808 & -0.1649 & 0.434838 \tabularnewline
31 & 0.025702 & 0.1781 & 0.42971 \tabularnewline
32 & 0.0102 & 0.0707 & 0.471978 \tabularnewline
33 & -0.016241 & -0.1125 & 0.455439 \tabularnewline
34 & 0.024313 & 0.1684 & 0.43347 \tabularnewline
35 & 0.005652 & 0.0392 & 0.484464 \tabularnewline
36 & -0.110477 & -0.7654 & 0.223888 \tabularnewline
37 & -0.039621 & -0.2745 & 0.392439 \tabularnewline
38 & 0.026578 & 0.1841 & 0.427341 \tabularnewline
39 & -0.038621 & -0.2676 & 0.395086 \tabularnewline
40 & -0.039336 & -0.2725 & 0.393194 \tabularnewline
41 & 0.002783 & 0.0193 & 0.492348 \tabularnewline
42 & -0.01936 & -0.1341 & 0.446931 \tabularnewline
43 & 0.007067 & 0.049 & 0.480578 \tabularnewline
44 & 0.006153 & 0.0426 & 0.483088 \tabularnewline
45 & 0.006332 & 0.0439 & 0.482595 \tabularnewline
46 & 0.006645 & 0.046 & 0.481735 \tabularnewline
47 & -0.000761 & -0.0053 & 0.497907 \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=115308&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]-0.201278[/C][C]-1.3945[/C][C]0.084795[/C][/ROW]
[ROW][C]2[/C][C]0.012445[/C][C]0.0862[/C][C]0.465826[/C][/ROW]
[ROW][C]3[/C][C]0.43927[/C][C]3.0434[/C][C]0.001894[/C][/ROW]
[ROW][C]4[/C][C]-0.244241[/C][C]-1.6922[/C][C]0.04855[/C][/ROW]
[ROW][C]5[/C][C]0.1661[/C][C]1.1508[/C][C]0.127763[/C][/ROW]
[ROW][C]6[/C][C]0.207999[/C][C]1.4411[/C][C]0.07803[/C][/ROW]
[ROW][C]7[/C][C]-0.379454[/C][C]-2.6289[/C][C]0.005736[/C][/ROW]
[ROW][C]8[/C][C]0.07466[/C][C]0.5173[/C][C]0.303676[/C][/ROW]
[ROW][C]9[/C][C]0.027653[/C][C]0.1916[/C][C]0.424437[/C][/ROW]
[ROW][C]10[/C][C]-0.230419[/C][C]-1.5964[/C][C]0.058483[/C][/ROW]
[ROW][C]11[/C][C]0.029206[/C][C]0.2023[/C][C]0.420251[/C][/ROW]
[ROW][C]12[/C][C]-0.188381[/C][C]-1.3051[/C][C]0.099033[/C][/ROW]
[ROW][C]13[/C][C]-0.20387[/C][C]-1.4124[/C][C]0.082134[/C][/ROW]
[ROW][C]14[/C][C]0.021846[/C][C]0.1514[/C][C]0.440165[/C][/ROW]
[ROW][C]15[/C][C]-0.009919[/C][C]-0.0687[/C][C]0.472749[/C][/ROW]
[ROW][C]16[/C][C]-0.149356[/C][C]-1.0348[/C][C]0.152981[/C][/ROW]
[ROW][C]17[/C][C]0.009142[/C][C]0.0633[/C][C]0.47488[/C][/ROW]
[ROW][C]18[/C][C]-0.094676[/C][C]-0.6559[/C][C]0.257498[/C][/ROW]
[ROW][C]19[/C][C]-0.023469[/C][C]-0.1626[/C][C]0.43576[/C][/ROW]
[ROW][C]20[/C][C]0.185488[/C][C]1.2851[/C][C]0.102463[/C][/ROW]
[ROW][C]21[/C][C]-0.191562[/C][C]-1.3272[/C][C]0.095364[/C][/ROW]
[ROW][C]22[/C][C]0.018583[/C][C]0.1287[/C][C]0.449049[/C][/ROW]
[ROW][C]23[/C][C]0.184293[/C][C]1.2768[/C][C]0.103904[/C][/ROW]
[ROW][C]24[/C][C]-0.073389[/C][C]-0.5085[/C][C]0.306733[/C][/ROW]
[ROW][C]25[/C][C]0.114152[/C][C]0.7909[/C][C]0.216456[/C][/ROW]
[ROW][C]26[/C][C]0.115521[/C][C]0.8004[/C][C]0.213724[/C][/ROW]
[ROW][C]27[/C][C]-0.133843[/C][C]-0.9273[/C][C]0.179207[/C][/ROW]
[ROW][C]28[/C][C]0.109625[/C][C]0.7595[/C][C]0.225633[/C][/ROW]
[ROW][C]29[/C][C]0.074674[/C][C]0.5174[/C][C]0.303641[/C][/ROW]
[ROW][C]30[/C][C]-0.023808[/C][C]-0.1649[/C][C]0.434838[/C][/ROW]
[ROW][C]31[/C][C]0.025702[/C][C]0.1781[/C][C]0.42971[/C][/ROW]
[ROW][C]32[/C][C]0.0102[/C][C]0.0707[/C][C]0.471978[/C][/ROW]
[ROW][C]33[/C][C]-0.016241[/C][C]-0.1125[/C][C]0.455439[/C][/ROW]
[ROW][C]34[/C][C]0.024313[/C][C]0.1684[/C][C]0.43347[/C][/ROW]
[ROW][C]35[/C][C]0.005652[/C][C]0.0392[/C][C]0.484464[/C][/ROW]
[ROW][C]36[/C][C]-0.110477[/C][C]-0.7654[/C][C]0.223888[/C][/ROW]
[ROW][C]37[/C][C]-0.039621[/C][C]-0.2745[/C][C]0.392439[/C][/ROW]
[ROW][C]38[/C][C]0.026578[/C][C]0.1841[/C][C]0.427341[/C][/ROW]
[ROW][C]39[/C][C]-0.038621[/C][C]-0.2676[/C][C]0.395086[/C][/ROW]
[ROW][C]40[/C][C]-0.039336[/C][C]-0.2725[/C][C]0.393194[/C][/ROW]
[ROW][C]41[/C][C]0.002783[/C][C]0.0193[/C][C]0.492348[/C][/ROW]
[ROW][C]42[/C][C]-0.01936[/C][C]-0.1341[/C][C]0.446931[/C][/ROW]
[ROW][C]43[/C][C]0.007067[/C][C]0.049[/C][C]0.480578[/C][/ROW]
[ROW][C]44[/C][C]0.006153[/C][C]0.0426[/C][C]0.483088[/C][/ROW]
[ROW][C]45[/C][C]0.006332[/C][C]0.0439[/C][C]0.482595[/C][/ROW]
[ROW][C]46[/C][C]0.006645[/C][C]0.046[/C][C]0.481735[/C][/ROW]
[ROW][C]47[/C][C]-0.000761[/C][C]-0.0053[/C][C]0.497907[/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=115308&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115308&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	-0.201278	-1.3945	0.084795
2	0.012445	0.0862	0.465826
3	0.43927	3.0434	0.001894
4	-0.244241	-1.6922	0.04855
5	0.1661	1.1508	0.127763
6	0.207999	1.4411	0.07803
7	-0.379454	-2.6289	0.005736
8	0.07466	0.5173	0.303676
9	0.027653	0.1916	0.424437
10	-0.230419	-1.5964	0.058483
11	0.029206	0.2023	0.420251
12	-0.188381	-1.3051	0.099033
13	-0.20387	-1.4124	0.082134
14	0.021846	0.1514	0.440165
15	-0.009919	-0.0687	0.472749
16	-0.149356	-1.0348	0.152981
17	0.009142	0.0633	0.47488
18	-0.094676	-0.6559	0.257498
19	-0.023469	-0.1626	0.43576
20	0.185488	1.2851	0.102463
21	-0.191562	-1.3272	0.095364
22	0.018583	0.1287	0.449049
23	0.184293	1.2768	0.103904
24	-0.073389	-0.5085	0.306733
25	0.114152	0.7909	0.216456
26	0.115521	0.8004	0.213724
27	-0.133843	-0.9273	0.179207
28	0.109625	0.7595	0.225633
29	0.074674	0.5174	0.303641
30	-0.023808	-0.1649	0.434838
31	0.025702	0.1781	0.42971
32	0.0102	0.0707	0.471978
33	-0.016241	-0.1125	0.455439
34	0.024313	0.1684	0.43347
35	0.005652	0.0392	0.484464
36	-0.110477	-0.7654	0.223888
37	-0.039621	-0.2745	0.392439
38	0.026578	0.1841	0.427341
39	-0.038621	-0.2676	0.395086
40	-0.039336	-0.2725	0.393194
41	0.002783	0.0193	0.492348
42	-0.01936	-0.1341	0.446931
43	0.007067	0.049	0.480578
44	0.006153	0.0426	0.483088
45	0.006332	0.0439	0.482595
46	0.006645	0.046	0.481735
47	-0.000761	-0.0053	0.497907
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	-0.201278	-1.3945	0.084795
2	-0.029253	-0.2027	0.420124
3	0.454757	3.1506	0.001402
4	-0.089897	-0.6228	0.268174
5	0.098242	0.6806	0.249685
6	0.09424	0.6529	0.258463
7	-0.278942	-1.9326	0.029601
8	-0.22121	-1.5326	0.065971
9	-0.057772	-0.4003	0.345371
10	0.036298	0.2515	0.401259
11	-0.083143	-0.576	0.283641
12	-0.184071	-1.2753	0.104174
13	-0.120249	-0.8331	0.204454
14	-0.098195	-0.6803	0.249788
15	0.149311	1.0345	0.153053
16	0.003292	0.0228	0.490948
17	-0.003438	-0.0238	0.490547
18	-0.171385	-1.1874	0.120459
19	-0.095911	-0.6645	0.254779
20	0.12112	0.8391	0.202774
21	-0.174876	-1.2116	0.115803
22	-0.037186	-0.2576	0.398895
23	0.084633	0.5864	0.280192
24	0.0777	0.5383	0.296421
25	-0.096299	-0.6672	0.253927
26	-0.008702	-0.0603	0.476089
27	0.058804	0.4074	0.342761
28	-0.133129	-0.9223	0.180481
29	-0.087207	-0.6042	0.274281
30	0.102701	0.7115	0.240099
31	-0.020611	-0.1428	0.443525
32	-0.015779	-0.1093	0.456702
33	0.020267	0.1404	0.44446
34	0.015216	0.1054	0.45824
35	-0.114204	-0.7912	0.216352
36	-0.063789	-0.4419	0.330258
37	0.015941	0.1104	0.45626
38	-0.013579	-0.0941	0.462721
39	-0.009435	-0.0654	0.474077
40	-0.021758	-0.1507	0.440406
41	0.064052	0.4438	0.329603
42	0.017732	0.1229	0.451368
43	-0.020305	-0.1407	0.444358
44	0.014534	0.1007	0.460105
45	-0.010757	-0.0745	0.470451
46	-0.015707	-0.1088	0.456899
47	-0.022878	-0.1585	0.437363
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 & -0.201278 & -1.3945 & 0.084795 \tabularnewline
2 & -0.029253 & -0.2027 & 0.420124 \tabularnewline
3 & 0.454757 & 3.1506 & 0.001402 \tabularnewline
4 & -0.089897 & -0.6228 & 0.268174 \tabularnewline
5 & 0.098242 & 0.6806 & 0.249685 \tabularnewline
6 & 0.09424 & 0.6529 & 0.258463 \tabularnewline
7 & -0.278942 & -1.9326 & 0.029601 \tabularnewline
8 & -0.22121 & -1.5326 & 0.065971 \tabularnewline
9 & -0.057772 & -0.4003 & 0.345371 \tabularnewline
10 & 0.036298 & 0.2515 & 0.401259 \tabularnewline
11 & -0.083143 & -0.576 & 0.283641 \tabularnewline
12 & -0.184071 & -1.2753 & 0.104174 \tabularnewline
13 & -0.120249 & -0.8331 & 0.204454 \tabularnewline
14 & -0.098195 & -0.6803 & 0.249788 \tabularnewline
15 & 0.149311 & 1.0345 & 0.153053 \tabularnewline
16 & 0.003292 & 0.0228 & 0.490948 \tabularnewline
17 & -0.003438 & -0.0238 & 0.490547 \tabularnewline
18 & -0.171385 & -1.1874 & 0.120459 \tabularnewline
19 & -0.095911 & -0.6645 & 0.254779 \tabularnewline
20 & 0.12112 & 0.8391 & 0.202774 \tabularnewline
21 & -0.174876 & -1.2116 & 0.115803 \tabularnewline
22 & -0.037186 & -0.2576 & 0.398895 \tabularnewline
23 & 0.084633 & 0.5864 & 0.280192 \tabularnewline
24 & 0.0777 & 0.5383 & 0.296421 \tabularnewline
25 & -0.096299 & -0.6672 & 0.253927 \tabularnewline
26 & -0.008702 & -0.0603 & 0.476089 \tabularnewline
27 & 0.058804 & 0.4074 & 0.342761 \tabularnewline
28 & -0.133129 & -0.9223 & 0.180481 \tabularnewline
29 & -0.087207 & -0.6042 & 0.274281 \tabularnewline
30 & 0.102701 & 0.7115 & 0.240099 \tabularnewline
31 & -0.020611 & -0.1428 & 0.443525 \tabularnewline
32 & -0.015779 & -0.1093 & 0.456702 \tabularnewline
33 & 0.020267 & 0.1404 & 0.44446 \tabularnewline
34 & 0.015216 & 0.1054 & 0.45824 \tabularnewline
35 & -0.114204 & -0.7912 & 0.216352 \tabularnewline
36 & -0.063789 & -0.4419 & 0.330258 \tabularnewline
37 & 0.015941 & 0.1104 & 0.45626 \tabularnewline
38 & -0.013579 & -0.0941 & 0.462721 \tabularnewline
39 & -0.009435 & -0.0654 & 0.474077 \tabularnewline
40 & -0.021758 & -0.1507 & 0.440406 \tabularnewline
41 & 0.064052 & 0.4438 & 0.329603 \tabularnewline
42 & 0.017732 & 0.1229 & 0.451368 \tabularnewline
43 & -0.020305 & -0.1407 & 0.444358 \tabularnewline
44 & 0.014534 & 0.1007 & 0.460105 \tabularnewline
45 & -0.010757 & -0.0745 & 0.470451 \tabularnewline
46 & -0.015707 & -0.1088 & 0.456899 \tabularnewline
47 & -0.022878 & -0.1585 & 0.437363 \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=115308&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]-0.201278[/C][C]-1.3945[/C][C]0.084795[/C][/ROW]
[ROW][C]2[/C][C]-0.029253[/C][C]-0.2027[/C][C]0.420124[/C][/ROW]
[ROW][C]3[/C][C]0.454757[/C][C]3.1506[/C][C]0.001402[/C][/ROW]
[ROW][C]4[/C][C]-0.089897[/C][C]-0.6228[/C][C]0.268174[/C][/ROW]
[ROW][C]5[/C][C]0.098242[/C][C]0.6806[/C][C]0.249685[/C][/ROW]
[ROW][C]6[/C][C]0.09424[/C][C]0.6529[/C][C]0.258463[/C][/ROW]
[ROW][C]7[/C][C]-0.278942[/C][C]-1.9326[/C][C]0.029601[/C][/ROW]
[ROW][C]8[/C][C]-0.22121[/C][C]-1.5326[/C][C]0.065971[/C][/ROW]
[ROW][C]9[/C][C]-0.057772[/C][C]-0.4003[/C][C]0.345371[/C][/ROW]
[ROW][C]10[/C][C]0.036298[/C][C]0.2515[/C][C]0.401259[/C][/ROW]
[ROW][C]11[/C][C]-0.083143[/C][C]-0.576[/C][C]0.283641[/C][/ROW]
[ROW][C]12[/C][C]-0.184071[/C][C]-1.2753[/C][C]0.104174[/C][/ROW]
[ROW][C]13[/C][C]-0.120249[/C][C]-0.8331[/C][C]0.204454[/C][/ROW]
[ROW][C]14[/C][C]-0.098195[/C][C]-0.6803[/C][C]0.249788[/C][/ROW]
[ROW][C]15[/C][C]0.149311[/C][C]1.0345[/C][C]0.153053[/C][/ROW]
[ROW][C]16[/C][C]0.003292[/C][C]0.0228[/C][C]0.490948[/C][/ROW]
[ROW][C]17[/C][C]-0.003438[/C][C]-0.0238[/C][C]0.490547[/C][/ROW]
[ROW][C]18[/C][C]-0.171385[/C][C]-1.1874[/C][C]0.120459[/C][/ROW]
[ROW][C]19[/C][C]-0.095911[/C][C]-0.6645[/C][C]0.254779[/C][/ROW]
[ROW][C]20[/C][C]0.12112[/C][C]0.8391[/C][C]0.202774[/C][/ROW]
[ROW][C]21[/C][C]-0.174876[/C][C]-1.2116[/C][C]0.115803[/C][/ROW]
[ROW][C]22[/C][C]-0.037186[/C][C]-0.2576[/C][C]0.398895[/C][/ROW]
[ROW][C]23[/C][C]0.084633[/C][C]0.5864[/C][C]0.280192[/C][/ROW]
[ROW][C]24[/C][C]0.0777[/C][C]0.5383[/C][C]0.296421[/C][/ROW]
[ROW][C]25[/C][C]-0.096299[/C][C]-0.6672[/C][C]0.253927[/C][/ROW]
[ROW][C]26[/C][C]-0.008702[/C][C]-0.0603[/C][C]0.476089[/C][/ROW]
[ROW][C]27[/C][C]0.058804[/C][C]0.4074[/C][C]0.342761[/C][/ROW]
[ROW][C]28[/C][C]-0.133129[/C][C]-0.9223[/C][C]0.180481[/C][/ROW]
[ROW][C]29[/C][C]-0.087207[/C][C]-0.6042[/C][C]0.274281[/C][/ROW]
[ROW][C]30[/C][C]0.102701[/C][C]0.7115[/C][C]0.240099[/C][/ROW]
[ROW][C]31[/C][C]-0.020611[/C][C]-0.1428[/C][C]0.443525[/C][/ROW]
[ROW][C]32[/C][C]-0.015779[/C][C]-0.1093[/C][C]0.456702[/C][/ROW]
[ROW][C]33[/C][C]0.020267[/C][C]0.1404[/C][C]0.44446[/C][/ROW]
[ROW][C]34[/C][C]0.015216[/C][C]0.1054[/C][C]0.45824[/C][/ROW]
[ROW][C]35[/C][C]-0.114204[/C][C]-0.7912[/C][C]0.216352[/C][/ROW]
[ROW][C]36[/C][C]-0.063789[/C][C]-0.4419[/C][C]0.330258[/C][/ROW]
[ROW][C]37[/C][C]0.015941[/C][C]0.1104[/C][C]0.45626[/C][/ROW]
[ROW][C]38[/C][C]-0.013579[/C][C]-0.0941[/C][C]0.462721[/C][/ROW]
[ROW][C]39[/C][C]-0.009435[/C][C]-0.0654[/C][C]0.474077[/C][/ROW]
[ROW][C]40[/C][C]-0.021758[/C][C]-0.1507[/C][C]0.440406[/C][/ROW]
[ROW][C]41[/C][C]0.064052[/C][C]0.4438[/C][C]0.329603[/C][/ROW]
[ROW][C]42[/C][C]0.017732[/C][C]0.1229[/C][C]0.451368[/C][/ROW]
[ROW][C]43[/C][C]-0.020305[/C][C]-0.1407[/C][C]0.444358[/C][/ROW]
[ROW][C]44[/C][C]0.014534[/C][C]0.1007[/C][C]0.460105[/C][/ROW]
[ROW][C]45[/C][C]-0.010757[/C][C]-0.0745[/C][C]0.470451[/C][/ROW]
[ROW][C]46[/C][C]-0.015707[/C][C]-0.1088[/C][C]0.456899[/C][/ROW]
[ROW][C]47[/C][C]-0.022878[/C][C]-0.1585[/C][C]0.437363[/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=115308&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115308&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	-0.201278	-1.3945	0.084795
2	-0.029253	-0.2027	0.420124
3	0.454757	3.1506	0.001402
4	-0.089897	-0.6228	0.268174
5	0.098242	0.6806	0.249685
6	0.09424	0.6529	0.258463
7	-0.278942	-1.9326	0.029601
8	-0.22121	-1.5326	0.065971
9	-0.057772	-0.4003	0.345371
10	0.036298	0.2515	0.401259
11	-0.083143	-0.576	0.283641
12	-0.184071	-1.2753	0.104174
13	-0.120249	-0.8331	0.204454
14	-0.098195	-0.6803	0.249788
15	0.149311	1.0345	0.153053
16	0.003292	0.0228	0.490948
17	-0.003438	-0.0238	0.490547
18	-0.171385	-1.1874	0.120459
19	-0.095911	-0.6645	0.254779
20	0.12112	0.8391	0.202774
21	-0.174876	-1.2116	0.115803
22	-0.037186	-0.2576	0.398895
23	0.084633	0.5864	0.280192
24	0.0777	0.5383	0.296421
25	-0.096299	-0.6672	0.253927
26	-0.008702	-0.0603	0.476089
27	0.058804	0.4074	0.342761
28	-0.133129	-0.9223	0.180481
29	-0.087207	-0.6042	0.274281
30	0.102701	0.7115	0.240099
31	-0.020611	-0.1428	0.443525
32	-0.015779	-0.1093	0.456702
33	0.020267	0.1404	0.44446
34	0.015216	0.1054	0.45824
35	-0.114204	-0.7912	0.216352
36	-0.063789	-0.4419	0.330258
37	0.015941	0.1104	0.45626
38	-0.013579	-0.0941	0.462721
39	-0.009435	-0.0654	0.474077
40	-0.021758	-0.1507	0.440406
41	0.064052	0.4438	0.329603
42	0.017732	0.1229	0.451368
43	-0.020305	-0.1407	0.444358
44	0.014534	0.1007	0.460105
45	-0.010757	-0.0745	0.470451
46	-0.015707	-0.1088	0.456899
47	-0.022878	-0.1585	0.437363
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

Parameters (Session):

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

Parameters (R input):

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