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

Mon, 27 Dec 2010 12:07:41 +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/27/t1293451650ztqc5qyytdl3gvd.htm/, Retrieved Mon, 06 May 2024 18:53:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115926, Retrieved Mon, 06 May 2024 18:53:01 +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

170

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

-       [(Partial) Autocorrelation Function] [paper ACF ruw] [2010-12-27 12:07:41] [4c854bb223ec27caaa7bcfc5e77b0dbd] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

5,2
7,9
8,7
8,9
15,3
15,4
18,1
19,7
13
12,6
6,2
3,5
3,4
0
9,5
8,9
10,4
13,2
18,9
19
16,3
10,6
5,8
3,6
2,6
5
7,3
9,2
15,7
16,8
18,4
18,1
14,6
7,8
7,6
3,8
5,6
2,2
6,8
11,8
14,9
16,7
16,7
15,9
13,6
9,2
2,8
2,5
4,8
2,8
7,8
9
12,9
16,4
21,8
17,8
13,5
10
10,4
5,5
4
6,8
5,7
9,1
13,6
15
20,9
20,4
14
13,7
7,1
0,8
2,1
1,3
3,9
10,7
11,1
16,4
17,1
17,3
12,9
10,9
5,3
0,7
-0,2
6,5
8,6
8,5
13,3
16,2
17,5
21,2
14,8
10,3
7,3
5,1
4,4
6,2
7,7
9,3
15,6
16,3
16,6
17,4
15,3
9,7
3,7
4,6
5,4
3,1
7,9
10,1
15
15,6
19,7
18,1
17,7
10,7
6,2
4,2
4
5,9
7,1
10,5
15,1
16,8
15,3
18,4
16,1
11,3
7,9
5,6
3,4
4,8
6,5
8,5
15,1
15,7
18,7
19,2
12,9
14,4
6,2
3,3
4,6
7,2
7,8
9,9
13,6
17,1
17,8
18,6
14,7
10,5
8,6
4,4
2,3
2,8
8,8
10,7
13,9
19,3
19,5
20,4
15,3
7,9
8,3
4,5
3,2
5
6,6
11,1
12,8
16,3
17,4
18,9
15,8
11,7
6,4
2,9
4,7
2,4
7,2
10,7
13,4
18,5
18,3
16,8
16,6
14,1
6,1
3,5
1,7
2,3
4,5
9,3
14,2
17,3
23
16,3
18,4
14,2
9,1
5,9
7,2
6,8
8
14,3
14,6
17,5
17,2
17,2
14,1
10,5
6,8
4,1
6,5
6,1
6,3
9,3
16,4
16,1
18
17,6
14
10,5
6,9
2,8
0,7
3,6
6,7
12,5
14,4
16,5
18,7
19,4
15,8
11,3
9,7
2,9

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=115926&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=115926&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115926&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	0.794173	12.3033	0
2	0.454465	7.0405	0
3	0.007596	0.1177	0.453214
4	-0.45077	-6.9833	0
5	-0.767012	-11.8825	0
6	-0.884261	-13.6989	0
7	-0.769578	-11.9223	0
8	-0.441433	-6.8387	0
9	0.005036	0.078	0.46894
10	0.434302	6.7282	0
11	0.753757	11.6772	0
12	0.863554	13.3781	0
13	0.743054	11.5113	0
14	0.415755	6.4409	0
15	-0.017171	-0.266	0.395228
16	-0.425378	-6.5899	0
17	-0.736902	-11.416	0
18	-0.837057	-12.9676	0
19	-0.714266	-11.0654	0
20	-0.408209	-6.3239	0
21	0.002088	0.0323	0.487113
22	0.428769	6.6425	0
23	0.705794	10.9341	0
24	0.81782	12.6696	0
25	0.70821	10.9715	0
26	0.385471	5.9717	0
27	-0.006617	-0.1025	0.459222
28	-0.413996	-6.4136	0
29	-0.693841	-10.7489	0
30	-0.782663	-12.125	0
31	-0.665554	-10.3107	0
32	-0.388391	-6.0169	0
33	0.017941	0.2779	0.390649
34	0.411942	6.3818	0
35	0.68953	10.6822	0
36	0.787649	12.2022	0
37	0.674528	10.4497	0
38	0.382339	5.9232	0
39	-0.012091	-0.1873	0.425785
40	-0.393172	-6.091	0
41	-0.661552	-10.2487	0
42	-0.757721	-11.7386	0
43	-0.650333	-10.0749	0
44	-0.374083	-5.7953	0
45	-0.009145	-0.1417	0.44373
46	0.375249	5.8133	0
47	0.646201	10.0109	0
48	0.725172	11.2343	0
49	0.63247	9.7982	0
50	0.365357	5.6601	0
51	-0.004481	-0.0694	0.472359
52	-0.357381	-5.5365	0
53	-0.610848	-9.4632	0
54	-0.703367	-10.8965	0
55	-0.599246	-9.2835	0
56	-0.35111	-5.4394	0
57	-0.005382	-0.0834	0.466812
58	0.339589	5.2609	0
59	0.598371	9.2699	0
60	0.698088	10.8147	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.794173 & 12.3033 & 0 \tabularnewline
2 & 0.454465 & 7.0405 & 0 \tabularnewline
3 & 0.007596 & 0.1177 & 0.453214 \tabularnewline
4 & -0.45077 & -6.9833 & 0 \tabularnewline
5 & -0.767012 & -11.8825 & 0 \tabularnewline
6 & -0.884261 & -13.6989 & 0 \tabularnewline
7 & -0.769578 & -11.9223 & 0 \tabularnewline
8 & -0.441433 & -6.8387 & 0 \tabularnewline
9 & 0.005036 & 0.078 & 0.46894 \tabularnewline
10 & 0.434302 & 6.7282 & 0 \tabularnewline
11 & 0.753757 & 11.6772 & 0 \tabularnewline
12 & 0.863554 & 13.3781 & 0 \tabularnewline
13 & 0.743054 & 11.5113 & 0 \tabularnewline
14 & 0.415755 & 6.4409 & 0 \tabularnewline
15 & -0.017171 & -0.266 & 0.395228 \tabularnewline
16 & -0.425378 & -6.5899 & 0 \tabularnewline
17 & -0.736902 & -11.416 & 0 \tabularnewline
18 & -0.837057 & -12.9676 & 0 \tabularnewline
19 & -0.714266 & -11.0654 & 0 \tabularnewline
20 & -0.408209 & -6.3239 & 0 \tabularnewline
21 & 0.002088 & 0.0323 & 0.487113 \tabularnewline
22 & 0.428769 & 6.6425 & 0 \tabularnewline
23 & 0.705794 & 10.9341 & 0 \tabularnewline
24 & 0.81782 & 12.6696 & 0 \tabularnewline
25 & 0.70821 & 10.9715 & 0 \tabularnewline
26 & 0.385471 & 5.9717 & 0 \tabularnewline
27 & -0.006617 & -0.1025 & 0.459222 \tabularnewline
28 & -0.413996 & -6.4136 & 0 \tabularnewline
29 & -0.693841 & -10.7489 & 0 \tabularnewline
30 & -0.782663 & -12.125 & 0 \tabularnewline
31 & -0.665554 & -10.3107 & 0 \tabularnewline
32 & -0.388391 & -6.0169 & 0 \tabularnewline
33 & 0.017941 & 0.2779 & 0.390649 \tabularnewline
34 & 0.411942 & 6.3818 & 0 \tabularnewline
35 & 0.68953 & 10.6822 & 0 \tabularnewline
36 & 0.787649 & 12.2022 & 0 \tabularnewline
37 & 0.674528 & 10.4497 & 0 \tabularnewline
38 & 0.382339 & 5.9232 & 0 \tabularnewline
39 & -0.012091 & -0.1873 & 0.425785 \tabularnewline
40 & -0.393172 & -6.091 & 0 \tabularnewline
41 & -0.661552 & -10.2487 & 0 \tabularnewline
42 & -0.757721 & -11.7386 & 0 \tabularnewline
43 & -0.650333 & -10.0749 & 0 \tabularnewline
44 & -0.374083 & -5.7953 & 0 \tabularnewline
45 & -0.009145 & -0.1417 & 0.44373 \tabularnewline
46 & 0.375249 & 5.8133 & 0 \tabularnewline
47 & 0.646201 & 10.0109 & 0 \tabularnewline
48 & 0.725172 & 11.2343 & 0 \tabularnewline
49 & 0.63247 & 9.7982 & 0 \tabularnewline
50 & 0.365357 & 5.6601 & 0 \tabularnewline
51 & -0.004481 & -0.0694 & 0.472359 \tabularnewline
52 & -0.357381 & -5.5365 & 0 \tabularnewline
53 & -0.610848 & -9.4632 & 0 \tabularnewline
54 & -0.703367 & -10.8965 & 0 \tabularnewline
55 & -0.599246 & -9.2835 & 0 \tabularnewline
56 & -0.35111 & -5.4394 & 0 \tabularnewline
57 & -0.005382 & -0.0834 & 0.466812 \tabularnewline
58 & 0.339589 & 5.2609 & 0 \tabularnewline
59 & 0.598371 & 9.2699 & 0 \tabularnewline
60 & 0.698088 & 10.8147 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115926&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]0.794173[/C][C]12.3033[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.454465[/C][C]7.0405[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.007596[/C][C]0.1177[/C][C]0.453214[/C][/ROW]
[ROW][C]4[/C][C]-0.45077[/C][C]-6.9833[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]-0.767012[/C][C]-11.8825[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]-0.884261[/C][C]-13.6989[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.769578[/C][C]-11.9223[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]-0.441433[/C][C]-6.8387[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.005036[/C][C]0.078[/C][C]0.46894[/C][/ROW]
[ROW][C]10[/C][C]0.434302[/C][C]6.7282[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.753757[/C][C]11.6772[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.863554[/C][C]13.3781[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.743054[/C][C]11.5113[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.415755[/C][C]6.4409[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]-0.017171[/C][C]-0.266[/C][C]0.395228[/C][/ROW]
[ROW][C]16[/C][C]-0.425378[/C][C]-6.5899[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]-0.736902[/C][C]-11.416[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]-0.837057[/C][C]-12.9676[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]-0.714266[/C][C]-11.0654[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]-0.408209[/C][C]-6.3239[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.002088[/C][C]0.0323[/C][C]0.487113[/C][/ROW]
[ROW][C]22[/C][C]0.428769[/C][C]6.6425[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.705794[/C][C]10.9341[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.81782[/C][C]12.6696[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.70821[/C][C]10.9715[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.385471[/C][C]5.9717[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]-0.006617[/C][C]-0.1025[/C][C]0.459222[/C][/ROW]
[ROW][C]28[/C][C]-0.413996[/C][C]-6.4136[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]-0.693841[/C][C]-10.7489[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]-0.782663[/C][C]-12.125[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]-0.665554[/C][C]-10.3107[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]-0.388391[/C][C]-6.0169[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.017941[/C][C]0.2779[/C][C]0.390649[/C][/ROW]
[ROW][C]34[/C][C]0.411942[/C][C]6.3818[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]0.68953[/C][C]10.6822[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.787649[/C][C]12.2022[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.674528[/C][C]10.4497[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]0.382339[/C][C]5.9232[/C][C]0[/C][/ROW]
[ROW][C]39[/C][C]-0.012091[/C][C]-0.1873[/C][C]0.425785[/C][/ROW]
[ROW][C]40[/C][C]-0.393172[/C][C]-6.091[/C][C]0[/C][/ROW]
[ROW][C]41[/C][C]-0.661552[/C][C]-10.2487[/C][C]0[/C][/ROW]
[ROW][C]42[/C][C]-0.757721[/C][C]-11.7386[/C][C]0[/C][/ROW]
[ROW][C]43[/C][C]-0.650333[/C][C]-10.0749[/C][C]0[/C][/ROW]
[ROW][C]44[/C][C]-0.374083[/C][C]-5.7953[/C][C]0[/C][/ROW]
[ROW][C]45[/C][C]-0.009145[/C][C]-0.1417[/C][C]0.44373[/C][/ROW]
[ROW][C]46[/C][C]0.375249[/C][C]5.8133[/C][C]0[/C][/ROW]
[ROW][C]47[/C][C]0.646201[/C][C]10.0109[/C][C]0[/C][/ROW]
[ROW][C]48[/C][C]0.725172[/C][C]11.2343[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.63247[/C][C]9.7982[/C][C]0[/C][/ROW]
[ROW][C]50[/C][C]0.365357[/C][C]5.6601[/C][C]0[/C][/ROW]
[ROW][C]51[/C][C]-0.004481[/C][C]-0.0694[/C][C]0.472359[/C][/ROW]
[ROW][C]52[/C][C]-0.357381[/C][C]-5.5365[/C][C]0[/C][/ROW]
[ROW][C]53[/C][C]-0.610848[/C][C]-9.4632[/C][C]0[/C][/ROW]
[ROW][C]54[/C][C]-0.703367[/C][C]-10.8965[/C][C]0[/C][/ROW]
[ROW][C]55[/C][C]-0.599246[/C][C]-9.2835[/C][C]0[/C][/ROW]
[ROW][C]56[/C][C]-0.35111[/C][C]-5.4394[/C][C]0[/C][/ROW]
[ROW][C]57[/C][C]-0.005382[/C][C]-0.0834[/C][C]0.466812[/C][/ROW]
[ROW][C]58[/C][C]0.339589[/C][C]5.2609[/C][C]0[/C][/ROW]
[ROW][C]59[/C][C]0.598371[/C][C]9.2699[/C][C]0[/C][/ROW]
[ROW][C]60[/C][C]0.698088[/C][C]10.8147[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115926&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115926&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	0.794173	12.3033	0
2	0.454465	7.0405	0
3	0.007596	0.1177	0.453214
4	-0.45077	-6.9833	0
5	-0.767012	-11.8825	0
6	-0.884261	-13.6989	0
7	-0.769578	-11.9223	0
8	-0.441433	-6.8387	0
9	0.005036	0.078	0.46894
10	0.434302	6.7282	0
11	0.753757	11.6772	0
12	0.863554	13.3781	0
13	0.743054	11.5113	0
14	0.415755	6.4409	0
15	-0.017171	-0.266	0.395228
16	-0.425378	-6.5899	0
17	-0.736902	-11.416	0
18	-0.837057	-12.9676	0
19	-0.714266	-11.0654	0
20	-0.408209	-6.3239	0
21	0.002088	0.0323	0.487113
22	0.428769	6.6425	0
23	0.705794	10.9341	0
24	0.81782	12.6696	0
25	0.70821	10.9715	0
26	0.385471	5.9717	0
27	-0.006617	-0.1025	0.459222
28	-0.413996	-6.4136	0
29	-0.693841	-10.7489	0
30	-0.782663	-12.125	0
31	-0.665554	-10.3107	0
32	-0.388391	-6.0169	0
33	0.017941	0.2779	0.390649
34	0.411942	6.3818	0
35	0.68953	10.6822	0
36	0.787649	12.2022	0
37	0.674528	10.4497	0
38	0.382339	5.9232	0
39	-0.012091	-0.1873	0.425785
40	-0.393172	-6.091	0
41	-0.661552	-10.2487	0
42	-0.757721	-11.7386	0
43	-0.650333	-10.0749	0
44	-0.374083	-5.7953	0
45	-0.009145	-0.1417	0.44373
46	0.375249	5.8133	0
47	0.646201	10.0109	0
48	0.725172	11.2343	0
49	0.63247	9.7982	0
50	0.365357	5.6601	0
51	-0.004481	-0.0694	0.472359
52	-0.357381	-5.5365	0
53	-0.610848	-9.4632	0
54	-0.703367	-10.8965	0
55	-0.599246	-9.2835	0
56	-0.35111	-5.4394	0
57	-0.005382	-0.0834	0.466812
58	0.339589	5.2609	0
59	0.598371	9.2699	0
60	0.698088	10.8147	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.794173	12.3033	0
2	-0.477255	-7.3936	0
3	-0.513919	-7.9616	0
4	-0.508875	-7.8835	0
5	-0.28912	-4.479	6e-06
6	-0.229543	-3.5561	0.000227
7	-0.145841	-2.2594	0.012379
8	0.01521	0.2356	0.40696
9	0.13733	2.1275	0.017199
10	0.063517	0.984	0.163054
11	0.1066	1.6514	0.049979
12	0.04851	0.7515	0.226539
13	0.035571	0.5511	0.291051
14	-0.093999	-1.4562	0.073318
15	-0.066581	-1.0315	0.151681
16	0.078449	1.2153	0.112716
17	-0.068744	-1.065	0.143978
18	-0.011447	-0.1773	0.429695
19	-0.009441	-0.1463	0.441923
20	-0.026778	-0.4148	0.339316
21	-0.084345	-1.3067	0.096287
22	0.118568	1.8368	0.033734
23	-0.087045	-1.3485	0.089385
24	0.087221	1.3512	0.088949
25	0.046359	0.7182	0.236667
26	-0.094364	-1.4619	0.072541
27	0.053973	0.8361	0.201954
28	-0.06062	-0.9391	0.174308
29	0.060772	0.9415	0.173703
30	0.052495	0.8132	0.208443
31	0.041663	0.6454	0.25963
32	-0.13709	-2.1238	0.017355
33	0.103795	1.608	0.054577
34	0.085407	1.3231	0.093529
35	0.052909	0.8197	0.206609
36	0.045074	0.6983	0.242838
37	0.105416	1.6331	0.05188
38	-0.009228	-0.143	0.443219
39	0.026094	0.4042	0.343197
40	0.020542	0.3182	0.37529
41	0.10015	1.5515	0.061047
42	0.028934	0.4482	0.327191
43	-0.018648	-0.2889	0.386457
44	-0.028119	-0.4356	0.331751
45	-0.064399	-0.9977	0.159722
46	0.047916	0.7423	0.229313
47	-0.037811	-0.5858	0.279292
48	-0.037312	-0.578	0.281889
49	-0.041258	-0.6392	0.261665
50	0.07684	1.1904	0.117534
51	-0.048137	-0.7457	0.228281
52	0.021603	0.3347	0.369082
53	0.050295	0.7792	0.218324
54	0.052183	0.8084	0.209826
55	0.01748	0.2708	0.393391
56	-0.052429	-0.8122	0.208734
57	0.042259	0.6547	0.256654
58	-0.041304	-0.6399	0.261431
59	0.106818	1.6548	0.049635
60	0.070754	1.0961	0.137064

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.794173 & 12.3033 & 0 \tabularnewline
2 & -0.477255 & -7.3936 & 0 \tabularnewline
3 & -0.513919 & -7.9616 & 0 \tabularnewline
4 & -0.508875 & -7.8835 & 0 \tabularnewline
5 & -0.28912 & -4.479 & 6e-06 \tabularnewline
6 & -0.229543 & -3.5561 & 0.000227 \tabularnewline
7 & -0.145841 & -2.2594 & 0.012379 \tabularnewline
8 & 0.01521 & 0.2356 & 0.40696 \tabularnewline
9 & 0.13733 & 2.1275 & 0.017199 \tabularnewline
10 & 0.063517 & 0.984 & 0.163054 \tabularnewline
11 & 0.1066 & 1.6514 & 0.049979 \tabularnewline
12 & 0.04851 & 0.7515 & 0.226539 \tabularnewline
13 & 0.035571 & 0.5511 & 0.291051 \tabularnewline
14 & -0.093999 & -1.4562 & 0.073318 \tabularnewline
15 & -0.066581 & -1.0315 & 0.151681 \tabularnewline
16 & 0.078449 & 1.2153 & 0.112716 \tabularnewline
17 & -0.068744 & -1.065 & 0.143978 \tabularnewline
18 & -0.011447 & -0.1773 & 0.429695 \tabularnewline
19 & -0.009441 & -0.1463 & 0.441923 \tabularnewline
20 & -0.026778 & -0.4148 & 0.339316 \tabularnewline
21 & -0.084345 & -1.3067 & 0.096287 \tabularnewline
22 & 0.118568 & 1.8368 & 0.033734 \tabularnewline
23 & -0.087045 & -1.3485 & 0.089385 \tabularnewline
24 & 0.087221 & 1.3512 & 0.088949 \tabularnewline
25 & 0.046359 & 0.7182 & 0.236667 \tabularnewline
26 & -0.094364 & -1.4619 & 0.072541 \tabularnewline
27 & 0.053973 & 0.8361 & 0.201954 \tabularnewline
28 & -0.06062 & -0.9391 & 0.174308 \tabularnewline
29 & 0.060772 & 0.9415 & 0.173703 \tabularnewline
30 & 0.052495 & 0.8132 & 0.208443 \tabularnewline
31 & 0.041663 & 0.6454 & 0.25963 \tabularnewline
32 & -0.13709 & -2.1238 & 0.017355 \tabularnewline
33 & 0.103795 & 1.608 & 0.054577 \tabularnewline
34 & 0.085407 & 1.3231 & 0.093529 \tabularnewline
35 & 0.052909 & 0.8197 & 0.206609 \tabularnewline
36 & 0.045074 & 0.6983 & 0.242838 \tabularnewline
37 & 0.105416 & 1.6331 & 0.05188 \tabularnewline
38 & -0.009228 & -0.143 & 0.443219 \tabularnewline
39 & 0.026094 & 0.4042 & 0.343197 \tabularnewline
40 & 0.020542 & 0.3182 & 0.37529 \tabularnewline
41 & 0.10015 & 1.5515 & 0.061047 \tabularnewline
42 & 0.028934 & 0.4482 & 0.327191 \tabularnewline
43 & -0.018648 & -0.2889 & 0.386457 \tabularnewline
44 & -0.028119 & -0.4356 & 0.331751 \tabularnewline
45 & -0.064399 & -0.9977 & 0.159722 \tabularnewline
46 & 0.047916 & 0.7423 & 0.229313 \tabularnewline
47 & -0.037811 & -0.5858 & 0.279292 \tabularnewline
48 & -0.037312 & -0.578 & 0.281889 \tabularnewline
49 & -0.041258 & -0.6392 & 0.261665 \tabularnewline
50 & 0.07684 & 1.1904 & 0.117534 \tabularnewline
51 & -0.048137 & -0.7457 & 0.228281 \tabularnewline
52 & 0.021603 & 0.3347 & 0.369082 \tabularnewline
53 & 0.050295 & 0.7792 & 0.218324 \tabularnewline
54 & 0.052183 & 0.8084 & 0.209826 \tabularnewline
55 & 0.01748 & 0.2708 & 0.393391 \tabularnewline
56 & -0.052429 & -0.8122 & 0.208734 \tabularnewline
57 & 0.042259 & 0.6547 & 0.256654 \tabularnewline
58 & -0.041304 & -0.6399 & 0.261431 \tabularnewline
59 & 0.106818 & 1.6548 & 0.049635 \tabularnewline
60 & 0.070754 & 1.0961 & 0.137064 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115926&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]0.794173[/C][C]12.3033[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.477255[/C][C]-7.3936[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.513919[/C][C]-7.9616[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.508875[/C][C]-7.8835[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]-0.28912[/C][C]-4.479[/C][C]6e-06[/C][/ROW]
[ROW][C]6[/C][C]-0.229543[/C][C]-3.5561[/C][C]0.000227[/C][/ROW]
[ROW][C]7[/C][C]-0.145841[/C][C]-2.2594[/C][C]0.012379[/C][/ROW]
[ROW][C]8[/C][C]0.01521[/C][C]0.2356[/C][C]0.40696[/C][/ROW]
[ROW][C]9[/C][C]0.13733[/C][C]2.1275[/C][C]0.017199[/C][/ROW]
[ROW][C]10[/C][C]0.063517[/C][C]0.984[/C][C]0.163054[/C][/ROW]
[ROW][C]11[/C][C]0.1066[/C][C]1.6514[/C][C]0.049979[/C][/ROW]
[ROW][C]12[/C][C]0.04851[/C][C]0.7515[/C][C]0.226539[/C][/ROW]
[ROW][C]13[/C][C]0.035571[/C][C]0.5511[/C][C]0.291051[/C][/ROW]
[ROW][C]14[/C][C]-0.093999[/C][C]-1.4562[/C][C]0.073318[/C][/ROW]
[ROW][C]15[/C][C]-0.066581[/C][C]-1.0315[/C][C]0.151681[/C][/ROW]
[ROW][C]16[/C][C]0.078449[/C][C]1.2153[/C][C]0.112716[/C][/ROW]
[ROW][C]17[/C][C]-0.068744[/C][C]-1.065[/C][C]0.143978[/C][/ROW]
[ROW][C]18[/C][C]-0.011447[/C][C]-0.1773[/C][C]0.429695[/C][/ROW]
[ROW][C]19[/C][C]-0.009441[/C][C]-0.1463[/C][C]0.441923[/C][/ROW]
[ROW][C]20[/C][C]-0.026778[/C][C]-0.4148[/C][C]0.339316[/C][/ROW]
[ROW][C]21[/C][C]-0.084345[/C][C]-1.3067[/C][C]0.096287[/C][/ROW]
[ROW][C]22[/C][C]0.118568[/C][C]1.8368[/C][C]0.033734[/C][/ROW]
[ROW][C]23[/C][C]-0.087045[/C][C]-1.3485[/C][C]0.089385[/C][/ROW]
[ROW][C]24[/C][C]0.087221[/C][C]1.3512[/C][C]0.088949[/C][/ROW]
[ROW][C]25[/C][C]0.046359[/C][C]0.7182[/C][C]0.236667[/C][/ROW]
[ROW][C]26[/C][C]-0.094364[/C][C]-1.4619[/C][C]0.072541[/C][/ROW]
[ROW][C]27[/C][C]0.053973[/C][C]0.8361[/C][C]0.201954[/C][/ROW]
[ROW][C]28[/C][C]-0.06062[/C][C]-0.9391[/C][C]0.174308[/C][/ROW]
[ROW][C]29[/C][C]0.060772[/C][C]0.9415[/C][C]0.173703[/C][/ROW]
[ROW][C]30[/C][C]0.052495[/C][C]0.8132[/C][C]0.208443[/C][/ROW]
[ROW][C]31[/C][C]0.041663[/C][C]0.6454[/C][C]0.25963[/C][/ROW]
[ROW][C]32[/C][C]-0.13709[/C][C]-2.1238[/C][C]0.017355[/C][/ROW]
[ROW][C]33[/C][C]0.103795[/C][C]1.608[/C][C]0.054577[/C][/ROW]
[ROW][C]34[/C][C]0.085407[/C][C]1.3231[/C][C]0.093529[/C][/ROW]
[ROW][C]35[/C][C]0.052909[/C][C]0.8197[/C][C]0.206609[/C][/ROW]
[ROW][C]36[/C][C]0.045074[/C][C]0.6983[/C][C]0.242838[/C][/ROW]
[ROW][C]37[/C][C]0.105416[/C][C]1.6331[/C][C]0.05188[/C][/ROW]
[ROW][C]38[/C][C]-0.009228[/C][C]-0.143[/C][C]0.443219[/C][/ROW]
[ROW][C]39[/C][C]0.026094[/C][C]0.4042[/C][C]0.343197[/C][/ROW]
[ROW][C]40[/C][C]0.020542[/C][C]0.3182[/C][C]0.37529[/C][/ROW]
[ROW][C]41[/C][C]0.10015[/C][C]1.5515[/C][C]0.061047[/C][/ROW]
[ROW][C]42[/C][C]0.028934[/C][C]0.4482[/C][C]0.327191[/C][/ROW]
[ROW][C]43[/C][C]-0.018648[/C][C]-0.2889[/C][C]0.386457[/C][/ROW]
[ROW][C]44[/C][C]-0.028119[/C][C]-0.4356[/C][C]0.331751[/C][/ROW]
[ROW][C]45[/C][C]-0.064399[/C][C]-0.9977[/C][C]0.159722[/C][/ROW]
[ROW][C]46[/C][C]0.047916[/C][C]0.7423[/C][C]0.229313[/C][/ROW]
[ROW][C]47[/C][C]-0.037811[/C][C]-0.5858[/C][C]0.279292[/C][/ROW]
[ROW][C]48[/C][C]-0.037312[/C][C]-0.578[/C][C]0.281889[/C][/ROW]
[ROW][C]49[/C][C]-0.041258[/C][C]-0.6392[/C][C]0.261665[/C][/ROW]
[ROW][C]50[/C][C]0.07684[/C][C]1.1904[/C][C]0.117534[/C][/ROW]
[ROW][C]51[/C][C]-0.048137[/C][C]-0.7457[/C][C]0.228281[/C][/ROW]
[ROW][C]52[/C][C]0.021603[/C][C]0.3347[/C][C]0.369082[/C][/ROW]
[ROW][C]53[/C][C]0.050295[/C][C]0.7792[/C][C]0.218324[/C][/ROW]
[ROW][C]54[/C][C]0.052183[/C][C]0.8084[/C][C]0.209826[/C][/ROW]
[ROW][C]55[/C][C]0.01748[/C][C]0.2708[/C][C]0.393391[/C][/ROW]
[ROW][C]56[/C][C]-0.052429[/C][C]-0.8122[/C][C]0.208734[/C][/ROW]
[ROW][C]57[/C][C]0.042259[/C][C]0.6547[/C][C]0.256654[/C][/ROW]
[ROW][C]58[/C][C]-0.041304[/C][C]-0.6399[/C][C]0.261431[/C][/ROW]
[ROW][C]59[/C][C]0.106818[/C][C]1.6548[/C][C]0.049635[/C][/ROW]
[ROW][C]60[/C][C]0.070754[/C][C]1.0961[/C][C]0.137064[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115926&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115926&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	0.794173	12.3033	0
2	-0.477255	-7.3936	0
3	-0.513919	-7.9616	0
4	-0.508875	-7.8835	0
5	-0.28912	-4.479	6e-06
6	-0.229543	-3.5561	0.000227
7	-0.145841	-2.2594	0.012379
8	0.01521	0.2356	0.40696
9	0.13733	2.1275	0.017199
10	0.063517	0.984	0.163054
11	0.1066	1.6514	0.049979
12	0.04851	0.7515	0.226539
13	0.035571	0.5511	0.291051
14	-0.093999	-1.4562	0.073318
15	-0.066581	-1.0315	0.151681
16	0.078449	1.2153	0.112716
17	-0.068744	-1.065	0.143978
18	-0.011447	-0.1773	0.429695
19	-0.009441	-0.1463	0.441923
20	-0.026778	-0.4148	0.339316
21	-0.084345	-1.3067	0.096287
22	0.118568	1.8368	0.033734
23	-0.087045	-1.3485	0.089385
24	0.087221	1.3512	0.088949
25	0.046359	0.7182	0.236667
26	-0.094364	-1.4619	0.072541
27	0.053973	0.8361	0.201954
28	-0.06062	-0.9391	0.174308
29	0.060772	0.9415	0.173703
30	0.052495	0.8132	0.208443
31	0.041663	0.6454	0.25963
32	-0.13709	-2.1238	0.017355
33	0.103795	1.608	0.054577
34	0.085407	1.3231	0.093529
35	0.052909	0.8197	0.206609
36	0.045074	0.6983	0.242838
37	0.105416	1.6331	0.05188
38	-0.009228	-0.143	0.443219
39	0.026094	0.4042	0.343197
40	0.020542	0.3182	0.37529
41	0.10015	1.5515	0.061047
42	0.028934	0.4482	0.327191
43	-0.018648	-0.2889	0.386457
44	-0.028119	-0.4356	0.331751
45	-0.064399	-0.9977	0.159722
46	0.047916	0.7423	0.229313
47	-0.037811	-0.5858	0.279292
48	-0.037312	-0.578	0.281889
49	-0.041258	-0.6392	0.261665
50	0.07684	1.1904	0.117534
51	-0.048137	-0.7457	0.228281
52	0.021603	0.3347	0.369082
53	0.050295	0.7792	0.218324
54	0.052183	0.8084	0.209826
55	0.01748	0.2708	0.393391
56	-0.052429	-0.8122	0.208734
57	0.042259	0.6547	0.256654
58	-0.041304	-0.6399	0.261431
59	0.106818	1.6548	0.049635
60	0.070754	1.0961	0.137064

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code