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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 03 Dec 2012 11:58:41 -0500

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/2012/Dec/03/t1354554016yojk08fdwkctafb.htm/, Retrieved Sat, 04 May 2024 21:29:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=195863, Retrieved Sat, 04 May 2024 21:29:32 +0000

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User-defined keywords

Estimated Impact

126

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
- R  D    [(Partial) Autocorrelation Function] [Stationarity in t...] [2012-12-03 16:27:21] [74be16979710d4c4e7c6647856088456]
-   P       [(Partial) Autocorrelation Function] [Stationarity in t...] [2012-12-03 16:44:10] [74be16979710d4c4e7c6647856088456]
-   P         [(Partial) Autocorrelation Function] [Stationarity in t...] [2012-12-03 16:47:05] [74be16979710d4c4e7c6647856088456]
-   P           [(Partial) Autocorrelation Function] [Stationarity in t...] [2012-12-03 16:48:27] [74be16979710d4c4e7c6647856088456]
-   P               [(Partial) Autocorrelation Function] [Stationarity in t...] [2012-12-03 16:58:41] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   P                 [(Partial) Autocorrelation Function] [Stationarity in t...] [2012-12-03 17:04:11] [74be16979710d4c4e7c6647856088456] 
-   P                   [(Partial) Autocorrelation Function] [Stationarity in t...] [2012-12-03 17:06:49] [74be16979710d4c4e7c6647856088456] 

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ fisher.wessa.net

\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' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=195863&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' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=195863&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=195863&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' @ fisher.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.375256	-3.1396	0.001239
2	-0.334449	-2.7982	0.003316
3	0.326412	2.731	0.003992
4	-0.073615	-0.6159	0.269978
5	0.004154	0.0348	0.486188
6	-0.091669	-0.767	0.222844
7	-0.003946	-0.033	0.486879
8	-0.042717	-0.3574	0.360937
9	0.267726	2.24	0.014135
10	-0.296873	-2.4838	0.007698
11	-0.269919	-2.2583	0.013523
12	0.778369	6.5123	0
13	-0.273515	-2.2884	0.012569
14	-0.291649	-2.4401	0.008609
15	0.278038	2.3262	0.011454
16	-0.07072	-0.5917	0.277983
17	0.007343	0.0614	0.475592
18	-0.065041	-0.5442	0.294026
19	-0.023051	-0.1929	0.423815
20	-0.007458	-0.0624	0.475213
21	0.182583	1.5276	0.06556
22	-0.200736	-1.6795	0.048759
23	-0.238088	-1.992	0.025137
24	0.589291	4.9304	3e-06
25	-0.146299	-1.224	0.112524
26	-0.282624	-2.3646	0.010413
27	0.222285	1.8598	0.03356
28	-0.03063	-0.2563	0.399248
29	-0.011209	-0.0938	0.462777
30	-0.05647	-0.4725	0.319034
31	0.004678	0.0391	0.484446
32	-0.023646	-0.1978	0.421873
33	0.130748	1.0939	0.13887
34	-0.111105	-0.9296	0.177894
35	-0.232065	-1.9416	0.028106
36	0.470014	3.9324	9.8e-05
37	-0.104097	-0.8709	0.193382
38	-0.228771	-1.914	0.029852
39	0.183831	1.538	0.064274
40	-0.037177	-0.311	0.378344
41	-0.006308	-0.0528	0.47903
42	-0.036933	-0.309	0.379117
43	0.013179	0.1103	0.456257
44	-0.03675	-0.3075	0.379698
45	0.100528	0.8411	0.201584
46	-0.06607	-0.5528	0.291088
47	-0.177141	-1.4821	0.071405
48	0.328239	2.7462	0.003828
49	-0.067164	-0.5619	0.287978
50	-0.169482	-1.418	0.080315
51	0.151684	1.2691	0.104309
52	-0.054825	-0.4587	0.323935
53	0.004801	0.0402	0.484038
54	-0.008679	-0.0726	0.471161
55	-0.014624	-0.1224	0.451484
56	0.004845	0.0405	0.483891
57	0.045048	0.3769	0.353696
58	-0.05479	-0.4584	0.324041
59	-0.059657	-0.4991	0.309628
60	0.154811	1.2952	0.099746

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.375256 & -3.1396 & 0.001239 \tabularnewline
2 & -0.334449 & -2.7982 & 0.003316 \tabularnewline
3 & 0.326412 & 2.731 & 0.003992 \tabularnewline
4 & -0.073615 & -0.6159 & 0.269978 \tabularnewline
5 & 0.004154 & 0.0348 & 0.486188 \tabularnewline
6 & -0.091669 & -0.767 & 0.222844 \tabularnewline
7 & -0.003946 & -0.033 & 0.486879 \tabularnewline
8 & -0.042717 & -0.3574 & 0.360937 \tabularnewline
9 & 0.267726 & 2.24 & 0.014135 \tabularnewline
10 & -0.296873 & -2.4838 & 0.007698 \tabularnewline
11 & -0.269919 & -2.2583 & 0.013523 \tabularnewline
12 & 0.778369 & 6.5123 & 0 \tabularnewline
13 & -0.273515 & -2.2884 & 0.012569 \tabularnewline
14 & -0.291649 & -2.4401 & 0.008609 \tabularnewline
15 & 0.278038 & 2.3262 & 0.011454 \tabularnewline
16 & -0.07072 & -0.5917 & 0.277983 \tabularnewline
17 & 0.007343 & 0.0614 & 0.475592 \tabularnewline
18 & -0.065041 & -0.5442 & 0.294026 \tabularnewline
19 & -0.023051 & -0.1929 & 0.423815 \tabularnewline
20 & -0.007458 & -0.0624 & 0.475213 \tabularnewline
21 & 0.182583 & 1.5276 & 0.06556 \tabularnewline
22 & -0.200736 & -1.6795 & 0.048759 \tabularnewline
23 & -0.238088 & -1.992 & 0.025137 \tabularnewline
24 & 0.589291 & 4.9304 & 3e-06 \tabularnewline
25 & -0.146299 & -1.224 & 0.112524 \tabularnewline
26 & -0.282624 & -2.3646 & 0.010413 \tabularnewline
27 & 0.222285 & 1.8598 & 0.03356 \tabularnewline
28 & -0.03063 & -0.2563 & 0.399248 \tabularnewline
29 & -0.011209 & -0.0938 & 0.462777 \tabularnewline
30 & -0.05647 & -0.4725 & 0.319034 \tabularnewline
31 & 0.004678 & 0.0391 & 0.484446 \tabularnewline
32 & -0.023646 & -0.1978 & 0.421873 \tabularnewline
33 & 0.130748 & 1.0939 & 0.13887 \tabularnewline
34 & -0.111105 & -0.9296 & 0.177894 \tabularnewline
35 & -0.232065 & -1.9416 & 0.028106 \tabularnewline
36 & 0.470014 & 3.9324 & 9.8e-05 \tabularnewline
37 & -0.104097 & -0.8709 & 0.193382 \tabularnewline
38 & -0.228771 & -1.914 & 0.029852 \tabularnewline
39 & 0.183831 & 1.538 & 0.064274 \tabularnewline
40 & -0.037177 & -0.311 & 0.378344 \tabularnewline
41 & -0.006308 & -0.0528 & 0.47903 \tabularnewline
42 & -0.036933 & -0.309 & 0.379117 \tabularnewline
43 & 0.013179 & 0.1103 & 0.456257 \tabularnewline
44 & -0.03675 & -0.3075 & 0.379698 \tabularnewline
45 & 0.100528 & 0.8411 & 0.201584 \tabularnewline
46 & -0.06607 & -0.5528 & 0.291088 \tabularnewline
47 & -0.177141 & -1.4821 & 0.071405 \tabularnewline
48 & 0.328239 & 2.7462 & 0.003828 \tabularnewline
49 & -0.067164 & -0.5619 & 0.287978 \tabularnewline
50 & -0.169482 & -1.418 & 0.080315 \tabularnewline
51 & 0.151684 & 1.2691 & 0.104309 \tabularnewline
52 & -0.054825 & -0.4587 & 0.323935 \tabularnewline
53 & 0.004801 & 0.0402 & 0.484038 \tabularnewline
54 & -0.008679 & -0.0726 & 0.471161 \tabularnewline
55 & -0.014624 & -0.1224 & 0.451484 \tabularnewline
56 & 0.004845 & 0.0405 & 0.483891 \tabularnewline
57 & 0.045048 & 0.3769 & 0.353696 \tabularnewline
58 & -0.05479 & -0.4584 & 0.324041 \tabularnewline
59 & -0.059657 & -0.4991 & 0.309628 \tabularnewline
60 & 0.154811 & 1.2952 & 0.099746 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=195863&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]-0.375256[/C][C]-3.1396[/C][C]0.001239[/C][/ROW]
[ROW][C]2[/C][C]-0.334449[/C][C]-2.7982[/C][C]0.003316[/C][/ROW]
[ROW][C]3[/C][C]0.326412[/C][C]2.731[/C][C]0.003992[/C][/ROW]
[ROW][C]4[/C][C]-0.073615[/C][C]-0.6159[/C][C]0.269978[/C][/ROW]
[ROW][C]5[/C][C]0.004154[/C][C]0.0348[/C][C]0.486188[/C][/ROW]
[ROW][C]6[/C][C]-0.091669[/C][C]-0.767[/C][C]0.222844[/C][/ROW]
[ROW][C]7[/C][C]-0.003946[/C][C]-0.033[/C][C]0.486879[/C][/ROW]
[ROW][C]8[/C][C]-0.042717[/C][C]-0.3574[/C][C]0.360937[/C][/ROW]
[ROW][C]9[/C][C]0.267726[/C][C]2.24[/C][C]0.014135[/C][/ROW]
[ROW][C]10[/C][C]-0.296873[/C][C]-2.4838[/C][C]0.007698[/C][/ROW]
[ROW][C]11[/C][C]-0.269919[/C][C]-2.2583[/C][C]0.013523[/C][/ROW]
[ROW][C]12[/C][C]0.778369[/C][C]6.5123[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.273515[/C][C]-2.2884[/C][C]0.012569[/C][/ROW]
[ROW][C]14[/C][C]-0.291649[/C][C]-2.4401[/C][C]0.008609[/C][/ROW]
[ROW][C]15[/C][C]0.278038[/C][C]2.3262[/C][C]0.011454[/C][/ROW]
[ROW][C]16[/C][C]-0.07072[/C][C]-0.5917[/C][C]0.277983[/C][/ROW]
[ROW][C]17[/C][C]0.007343[/C][C]0.0614[/C][C]0.475592[/C][/ROW]
[ROW][C]18[/C][C]-0.065041[/C][C]-0.5442[/C][C]0.294026[/C][/ROW]
[ROW][C]19[/C][C]-0.023051[/C][C]-0.1929[/C][C]0.423815[/C][/ROW]
[ROW][C]20[/C][C]-0.007458[/C][C]-0.0624[/C][C]0.475213[/C][/ROW]
[ROW][C]21[/C][C]0.182583[/C][C]1.5276[/C][C]0.06556[/C][/ROW]
[ROW][C]22[/C][C]-0.200736[/C][C]-1.6795[/C][C]0.048759[/C][/ROW]
[ROW][C]23[/C][C]-0.238088[/C][C]-1.992[/C][C]0.025137[/C][/ROW]
[ROW][C]24[/C][C]0.589291[/C][C]4.9304[/C][C]3e-06[/C][/ROW]
[ROW][C]25[/C][C]-0.146299[/C][C]-1.224[/C][C]0.112524[/C][/ROW]
[ROW][C]26[/C][C]-0.282624[/C][C]-2.3646[/C][C]0.010413[/C][/ROW]
[ROW][C]27[/C][C]0.222285[/C][C]1.8598[/C][C]0.03356[/C][/ROW]
[ROW][C]28[/C][C]-0.03063[/C][C]-0.2563[/C][C]0.399248[/C][/ROW]
[ROW][C]29[/C][C]-0.011209[/C][C]-0.0938[/C][C]0.462777[/C][/ROW]
[ROW][C]30[/C][C]-0.05647[/C][C]-0.4725[/C][C]0.319034[/C][/ROW]
[ROW][C]31[/C][C]0.004678[/C][C]0.0391[/C][C]0.484446[/C][/ROW]
[ROW][C]32[/C][C]-0.023646[/C][C]-0.1978[/C][C]0.421873[/C][/ROW]
[ROW][C]33[/C][C]0.130748[/C][C]1.0939[/C][C]0.13887[/C][/ROW]
[ROW][C]34[/C][C]-0.111105[/C][C]-0.9296[/C][C]0.177894[/C][/ROW]
[ROW][C]35[/C][C]-0.232065[/C][C]-1.9416[/C][C]0.028106[/C][/ROW]
[ROW][C]36[/C][C]0.470014[/C][C]3.9324[/C][C]9.8e-05[/C][/ROW]
[ROW][C]37[/C][C]-0.104097[/C][C]-0.8709[/C][C]0.193382[/C][/ROW]
[ROW][C]38[/C][C]-0.228771[/C][C]-1.914[/C][C]0.029852[/C][/ROW]
[ROW][C]39[/C][C]0.183831[/C][C]1.538[/C][C]0.064274[/C][/ROW]
[ROW][C]40[/C][C]-0.037177[/C][C]-0.311[/C][C]0.378344[/C][/ROW]
[ROW][C]41[/C][C]-0.006308[/C][C]-0.0528[/C][C]0.47903[/C][/ROW]
[ROW][C]42[/C][C]-0.036933[/C][C]-0.309[/C][C]0.379117[/C][/ROW]
[ROW][C]43[/C][C]0.013179[/C][C]0.1103[/C][C]0.456257[/C][/ROW]
[ROW][C]44[/C][C]-0.03675[/C][C]-0.3075[/C][C]0.379698[/C][/ROW]
[ROW][C]45[/C][C]0.100528[/C][C]0.8411[/C][C]0.201584[/C][/ROW]
[ROW][C]46[/C][C]-0.06607[/C][C]-0.5528[/C][C]0.291088[/C][/ROW]
[ROW][C]47[/C][C]-0.177141[/C][C]-1.4821[/C][C]0.071405[/C][/ROW]
[ROW][C]48[/C][C]0.328239[/C][C]2.7462[/C][C]0.003828[/C][/ROW]
[ROW][C]49[/C][C]-0.067164[/C][C]-0.5619[/C][C]0.287978[/C][/ROW]
[ROW][C]50[/C][C]-0.169482[/C][C]-1.418[/C][C]0.080315[/C][/ROW]
[ROW][C]51[/C][C]0.151684[/C][C]1.2691[/C][C]0.104309[/C][/ROW]
[ROW][C]52[/C][C]-0.054825[/C][C]-0.4587[/C][C]0.323935[/C][/ROW]
[ROW][C]53[/C][C]0.004801[/C][C]0.0402[/C][C]0.484038[/C][/ROW]
[ROW][C]54[/C][C]-0.008679[/C][C]-0.0726[/C][C]0.471161[/C][/ROW]
[ROW][C]55[/C][C]-0.014624[/C][C]-0.1224[/C][C]0.451484[/C][/ROW]
[ROW][C]56[/C][C]0.004845[/C][C]0.0405[/C][C]0.483891[/C][/ROW]
[ROW][C]57[/C][C]0.045048[/C][C]0.3769[/C][C]0.353696[/C][/ROW]
[ROW][C]58[/C][C]-0.05479[/C][C]-0.4584[/C][C]0.324041[/C][/ROW]
[ROW][C]59[/C][C]-0.059657[/C][C]-0.4991[/C][C]0.309628[/C][/ROW]
[ROW][C]60[/C][C]0.154811[/C][C]1.2952[/C][C]0.099746[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=195863&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=195863&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	-0.375256	-3.1396	0.001239
2	-0.334449	-2.7982	0.003316
3	0.326412	2.731	0.003992
4	-0.073615	-0.6159	0.269978
5	0.004154	0.0348	0.486188
6	-0.091669	-0.767	0.222844
7	-0.003946	-0.033	0.486879
8	-0.042717	-0.3574	0.360937
9	0.267726	2.24	0.014135
10	-0.296873	-2.4838	0.007698
11	-0.269919	-2.2583	0.013523
12	0.778369	6.5123	0
13	-0.273515	-2.2884	0.012569
14	-0.291649	-2.4401	0.008609
15	0.278038	2.3262	0.011454
16	-0.07072	-0.5917	0.277983
17	0.007343	0.0614	0.475592
18	-0.065041	-0.5442	0.294026
19	-0.023051	-0.1929	0.423815
20	-0.007458	-0.0624	0.475213
21	0.182583	1.5276	0.06556
22	-0.200736	-1.6795	0.048759
23	-0.238088	-1.992	0.025137
24	0.589291	4.9304	3e-06
25	-0.146299	-1.224	0.112524
26	-0.282624	-2.3646	0.010413
27	0.222285	1.8598	0.03356
28	-0.03063	-0.2563	0.399248
29	-0.011209	-0.0938	0.462777
30	-0.05647	-0.4725	0.319034
31	0.004678	0.0391	0.484446
32	-0.023646	-0.1978	0.421873
33	0.130748	1.0939	0.13887
34	-0.111105	-0.9296	0.177894
35	-0.232065	-1.9416	0.028106
36	0.470014	3.9324	9.8e-05
37	-0.104097	-0.8709	0.193382
38	-0.228771	-1.914	0.029852
39	0.183831	1.538	0.064274
40	-0.037177	-0.311	0.378344
41	-0.006308	-0.0528	0.47903
42	-0.036933	-0.309	0.379117
43	0.013179	0.1103	0.456257
44	-0.03675	-0.3075	0.379698
45	0.100528	0.8411	0.201584
46	-0.06607	-0.5528	0.291088
47	-0.177141	-1.4821	0.071405
48	0.328239	2.7462	0.003828
49	-0.067164	-0.5619	0.287978
50	-0.169482	-1.418	0.080315
51	0.151684	1.2691	0.104309
52	-0.054825	-0.4587	0.323935
53	0.004801	0.0402	0.484038
54	-0.008679	-0.0726	0.471161
55	-0.014624	-0.1224	0.451484
56	0.004845	0.0405	0.483891
57	0.045048	0.3769	0.353696
58	-0.05479	-0.4584	0.324041
59	-0.059657	-0.4991	0.309628
60	0.154811	1.2952	0.099746

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.375256	-3.1396	0.001239
2	-0.553161	-4.6281	8e-06
3	-0.127612	-1.0677	0.144667
4	-0.201332	-1.6845	0.048273
5	0.067533	0.565	0.286933
6	-0.181693	-1.5202	0.066489
7	-0.129926	-1.087	0.140375
8	-0.425542	-3.5603	0.000335
9	0.177647	1.4863	0.070845
10	-0.425448	-3.5596	0.000336
11	-0.702152	-5.8746	0
12	-0.132175	-1.1059	0.136288
13	-0.052015	-0.4352	0.332381
14	0.06462	0.5406	0.295233
15	0.032935	0.2756	0.391851
16	-0.074848	-0.6262	0.266604
17	-0.101864	-0.8523	0.198488
18	-0.095582	-0.7997	0.213297
19	-0.025182	-0.2107	0.416873
20	0.032536	0.2722	0.393129
21	-0.068828	-0.5759	0.283279
22	0.105098	0.8793	0.191121
23	0.006245	0.0522	0.479239
24	-0.053808	-0.4502	0.326982
25	0.011131	0.0931	0.463032
26	-0.013409	-0.1122	0.455497
27	-0.047446	-0.397	0.346303
28	0.023934	0.2002	0.420935
29	-0.012793	-0.107	0.457535
30	-0.054037	-0.4521	0.326296
31	0.031007	0.2594	0.398037
32	-0.033266	-0.2783	0.390792
33	-0.031189	-0.2609	0.397451
34	-0.012463	-0.1043	0.458627
35	-0.004405	-0.0369	0.485354
36	0.093058	0.7786	0.219425
37	-0.096317	-0.8058	0.211529
38	0.006939	0.0581	0.476934
39	-0.006762	-0.0566	0.477521
40	-0.035384	-0.296	0.384036
41	-0.027558	-0.2306	0.409162
42	-0.008443	-0.0706	0.471943
43	-0.033133	-0.2772	0.391219
44	0.023635	0.1977	0.421908
45	-0.021532	-0.1802	0.428777
46	-0.042861	-0.3586	0.360488
47	0.074012	0.6192	0.268889
48	-0.00336	-0.0281	0.488826
49	0.010958	0.0917	0.463608
50	-0.078587	-0.6575	0.256506
51	-0.002468	-0.0206	0.491792
52	-0.054862	-0.459	0.323824
53	-0.028002	-0.2343	0.407725
54	-0.029104	-0.2435	0.404165
55	-0.079831	-0.6679	0.253193
56	-0.01196	-0.1001	0.46029
57	0.017734	0.1484	0.441236
58	-0.127806	-1.0693	0.144303
59	0.130138	1.0888	0.139986
60	-0.019289	-0.1614	0.436127

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.375256 & -3.1396 & 0.001239 \tabularnewline
2 & -0.553161 & -4.6281 & 8e-06 \tabularnewline
3 & -0.127612 & -1.0677 & 0.144667 \tabularnewline
4 & -0.201332 & -1.6845 & 0.048273 \tabularnewline
5 & 0.067533 & 0.565 & 0.286933 \tabularnewline
6 & -0.181693 & -1.5202 & 0.066489 \tabularnewline
7 & -0.129926 & -1.087 & 0.140375 \tabularnewline
8 & -0.425542 & -3.5603 & 0.000335 \tabularnewline
9 & 0.177647 & 1.4863 & 0.070845 \tabularnewline
10 & -0.425448 & -3.5596 & 0.000336 \tabularnewline
11 & -0.702152 & -5.8746 & 0 \tabularnewline
12 & -0.132175 & -1.1059 & 0.136288 \tabularnewline
13 & -0.052015 & -0.4352 & 0.332381 \tabularnewline
14 & 0.06462 & 0.5406 & 0.295233 \tabularnewline
15 & 0.032935 & 0.2756 & 0.391851 \tabularnewline
16 & -0.074848 & -0.6262 & 0.266604 \tabularnewline
17 & -0.101864 & -0.8523 & 0.198488 \tabularnewline
18 & -0.095582 & -0.7997 & 0.213297 \tabularnewline
19 & -0.025182 & -0.2107 & 0.416873 \tabularnewline
20 & 0.032536 & 0.2722 & 0.393129 \tabularnewline
21 & -0.068828 & -0.5759 & 0.283279 \tabularnewline
22 & 0.105098 & 0.8793 & 0.191121 \tabularnewline
23 & 0.006245 & 0.0522 & 0.479239 \tabularnewline
24 & -0.053808 & -0.4502 & 0.326982 \tabularnewline
25 & 0.011131 & 0.0931 & 0.463032 \tabularnewline
26 & -0.013409 & -0.1122 & 0.455497 \tabularnewline
27 & -0.047446 & -0.397 & 0.346303 \tabularnewline
28 & 0.023934 & 0.2002 & 0.420935 \tabularnewline
29 & -0.012793 & -0.107 & 0.457535 \tabularnewline
30 & -0.054037 & -0.4521 & 0.326296 \tabularnewline
31 & 0.031007 & 0.2594 & 0.398037 \tabularnewline
32 & -0.033266 & -0.2783 & 0.390792 \tabularnewline
33 & -0.031189 & -0.2609 & 0.397451 \tabularnewline
34 & -0.012463 & -0.1043 & 0.458627 \tabularnewline
35 & -0.004405 & -0.0369 & 0.485354 \tabularnewline
36 & 0.093058 & 0.7786 & 0.219425 \tabularnewline
37 & -0.096317 & -0.8058 & 0.211529 \tabularnewline
38 & 0.006939 & 0.0581 & 0.476934 \tabularnewline
39 & -0.006762 & -0.0566 & 0.477521 \tabularnewline
40 & -0.035384 & -0.296 & 0.384036 \tabularnewline
41 & -0.027558 & -0.2306 & 0.409162 \tabularnewline
42 & -0.008443 & -0.0706 & 0.471943 \tabularnewline
43 & -0.033133 & -0.2772 & 0.391219 \tabularnewline
44 & 0.023635 & 0.1977 & 0.421908 \tabularnewline
45 & -0.021532 & -0.1802 & 0.428777 \tabularnewline
46 & -0.042861 & -0.3586 & 0.360488 \tabularnewline
47 & 0.074012 & 0.6192 & 0.268889 \tabularnewline
48 & -0.00336 & -0.0281 & 0.488826 \tabularnewline
49 & 0.010958 & 0.0917 & 0.463608 \tabularnewline
50 & -0.078587 & -0.6575 & 0.256506 \tabularnewline
51 & -0.002468 & -0.0206 & 0.491792 \tabularnewline
52 & -0.054862 & -0.459 & 0.323824 \tabularnewline
53 & -0.028002 & -0.2343 & 0.407725 \tabularnewline
54 & -0.029104 & -0.2435 & 0.404165 \tabularnewline
55 & -0.079831 & -0.6679 & 0.253193 \tabularnewline
56 & -0.01196 & -0.1001 & 0.46029 \tabularnewline
57 & 0.017734 & 0.1484 & 0.441236 \tabularnewline
58 & -0.127806 & -1.0693 & 0.144303 \tabularnewline
59 & 0.130138 & 1.0888 & 0.139986 \tabularnewline
60 & -0.019289 & -0.1614 & 0.436127 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=195863&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]-0.375256[/C][C]-3.1396[/C][C]0.001239[/C][/ROW]
[ROW][C]2[/C][C]-0.553161[/C][C]-4.6281[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.127612[/C][C]-1.0677[/C][C]0.144667[/C][/ROW]
[ROW][C]4[/C][C]-0.201332[/C][C]-1.6845[/C][C]0.048273[/C][/ROW]
[ROW][C]5[/C][C]0.067533[/C][C]0.565[/C][C]0.286933[/C][/ROW]
[ROW][C]6[/C][C]-0.181693[/C][C]-1.5202[/C][C]0.066489[/C][/ROW]
[ROW][C]7[/C][C]-0.129926[/C][C]-1.087[/C][C]0.140375[/C][/ROW]
[ROW][C]8[/C][C]-0.425542[/C][C]-3.5603[/C][C]0.000335[/C][/ROW]
[ROW][C]9[/C][C]0.177647[/C][C]1.4863[/C][C]0.070845[/C][/ROW]
[ROW][C]10[/C][C]-0.425448[/C][C]-3.5596[/C][C]0.000336[/C][/ROW]
[ROW][C]11[/C][C]-0.702152[/C][C]-5.8746[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]-0.132175[/C][C]-1.1059[/C][C]0.136288[/C][/ROW]
[ROW][C]13[/C][C]-0.052015[/C][C]-0.4352[/C][C]0.332381[/C][/ROW]
[ROW][C]14[/C][C]0.06462[/C][C]0.5406[/C][C]0.295233[/C][/ROW]
[ROW][C]15[/C][C]0.032935[/C][C]0.2756[/C][C]0.391851[/C][/ROW]
[ROW][C]16[/C][C]-0.074848[/C][C]-0.6262[/C][C]0.266604[/C][/ROW]
[ROW][C]17[/C][C]-0.101864[/C][C]-0.8523[/C][C]0.198488[/C][/ROW]
[ROW][C]18[/C][C]-0.095582[/C][C]-0.7997[/C][C]0.213297[/C][/ROW]
[ROW][C]19[/C][C]-0.025182[/C][C]-0.2107[/C][C]0.416873[/C][/ROW]
[ROW][C]20[/C][C]0.032536[/C][C]0.2722[/C][C]0.393129[/C][/ROW]
[ROW][C]21[/C][C]-0.068828[/C][C]-0.5759[/C][C]0.283279[/C][/ROW]
[ROW][C]22[/C][C]0.105098[/C][C]0.8793[/C][C]0.191121[/C][/ROW]
[ROW][C]23[/C][C]0.006245[/C][C]0.0522[/C][C]0.479239[/C][/ROW]
[ROW][C]24[/C][C]-0.053808[/C][C]-0.4502[/C][C]0.326982[/C][/ROW]
[ROW][C]25[/C][C]0.011131[/C][C]0.0931[/C][C]0.463032[/C][/ROW]
[ROW][C]26[/C][C]-0.013409[/C][C]-0.1122[/C][C]0.455497[/C][/ROW]
[ROW][C]27[/C][C]-0.047446[/C][C]-0.397[/C][C]0.346303[/C][/ROW]
[ROW][C]28[/C][C]0.023934[/C][C]0.2002[/C][C]0.420935[/C][/ROW]
[ROW][C]29[/C][C]-0.012793[/C][C]-0.107[/C][C]0.457535[/C][/ROW]
[ROW][C]30[/C][C]-0.054037[/C][C]-0.4521[/C][C]0.326296[/C][/ROW]
[ROW][C]31[/C][C]0.031007[/C][C]0.2594[/C][C]0.398037[/C][/ROW]
[ROW][C]32[/C][C]-0.033266[/C][C]-0.2783[/C][C]0.390792[/C][/ROW]
[ROW][C]33[/C][C]-0.031189[/C][C]-0.2609[/C][C]0.397451[/C][/ROW]
[ROW][C]34[/C][C]-0.012463[/C][C]-0.1043[/C][C]0.458627[/C][/ROW]
[ROW][C]35[/C][C]-0.004405[/C][C]-0.0369[/C][C]0.485354[/C][/ROW]
[ROW][C]36[/C][C]0.093058[/C][C]0.7786[/C][C]0.219425[/C][/ROW]
[ROW][C]37[/C][C]-0.096317[/C][C]-0.8058[/C][C]0.211529[/C][/ROW]
[ROW][C]38[/C][C]0.006939[/C][C]0.0581[/C][C]0.476934[/C][/ROW]
[ROW][C]39[/C][C]-0.006762[/C][C]-0.0566[/C][C]0.477521[/C][/ROW]
[ROW][C]40[/C][C]-0.035384[/C][C]-0.296[/C][C]0.384036[/C][/ROW]
[ROW][C]41[/C][C]-0.027558[/C][C]-0.2306[/C][C]0.409162[/C][/ROW]
[ROW][C]42[/C][C]-0.008443[/C][C]-0.0706[/C][C]0.471943[/C][/ROW]
[ROW][C]43[/C][C]-0.033133[/C][C]-0.2772[/C][C]0.391219[/C][/ROW]
[ROW][C]44[/C][C]0.023635[/C][C]0.1977[/C][C]0.421908[/C][/ROW]
[ROW][C]45[/C][C]-0.021532[/C][C]-0.1802[/C][C]0.428777[/C][/ROW]
[ROW][C]46[/C][C]-0.042861[/C][C]-0.3586[/C][C]0.360488[/C][/ROW]
[ROW][C]47[/C][C]0.074012[/C][C]0.6192[/C][C]0.268889[/C][/ROW]
[ROW][C]48[/C][C]-0.00336[/C][C]-0.0281[/C][C]0.488826[/C][/ROW]
[ROW][C]49[/C][C]0.010958[/C][C]0.0917[/C][C]0.463608[/C][/ROW]
[ROW][C]50[/C][C]-0.078587[/C][C]-0.6575[/C][C]0.256506[/C][/ROW]
[ROW][C]51[/C][C]-0.002468[/C][C]-0.0206[/C][C]0.491792[/C][/ROW]
[ROW][C]52[/C][C]-0.054862[/C][C]-0.459[/C][C]0.323824[/C][/ROW]
[ROW][C]53[/C][C]-0.028002[/C][C]-0.2343[/C][C]0.407725[/C][/ROW]
[ROW][C]54[/C][C]-0.029104[/C][C]-0.2435[/C][C]0.404165[/C][/ROW]
[ROW][C]55[/C][C]-0.079831[/C][C]-0.6679[/C][C]0.253193[/C][/ROW]
[ROW][C]56[/C][C]-0.01196[/C][C]-0.1001[/C][C]0.46029[/C][/ROW]
[ROW][C]57[/C][C]0.017734[/C][C]0.1484[/C][C]0.441236[/C][/ROW]
[ROW][C]58[/C][C]-0.127806[/C][C]-1.0693[/C][C]0.144303[/C][/ROW]
[ROW][C]59[/C][C]0.130138[/C][C]1.0888[/C][C]0.139986[/C][/ROW]
[ROW][C]60[/C][C]-0.019289[/C][C]-0.1614[/C][C]0.436127[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=195863&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=195863&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	-0.375256	-3.1396	0.001239
2	-0.553161	-4.6281	8e-06
3	-0.127612	-1.0677	0.144667
4	-0.201332	-1.6845	0.048273
5	0.067533	0.565	0.286933
6	-0.181693	-1.5202	0.066489
7	-0.129926	-1.087	0.140375
8	-0.425542	-3.5603	0.000335
9	0.177647	1.4863	0.070845
10	-0.425448	-3.5596	0.000336
11	-0.702152	-5.8746	0
12	-0.132175	-1.1059	0.136288
13	-0.052015	-0.4352	0.332381
14	0.06462	0.5406	0.295233
15	0.032935	0.2756	0.391851
16	-0.074848	-0.6262	0.266604
17	-0.101864	-0.8523	0.198488
18	-0.095582	-0.7997	0.213297
19	-0.025182	-0.2107	0.416873
20	0.032536	0.2722	0.393129
21	-0.068828	-0.5759	0.283279
22	0.105098	0.8793	0.191121
23	0.006245	0.0522	0.479239
24	-0.053808	-0.4502	0.326982
25	0.011131	0.0931	0.463032
26	-0.013409	-0.1122	0.455497
27	-0.047446	-0.397	0.346303
28	0.023934	0.2002	0.420935
29	-0.012793	-0.107	0.457535
30	-0.054037	-0.4521	0.326296
31	0.031007	0.2594	0.398037
32	-0.033266	-0.2783	0.390792
33	-0.031189	-0.2609	0.397451
34	-0.012463	-0.1043	0.458627
35	-0.004405	-0.0369	0.485354
36	0.093058	0.7786	0.219425
37	-0.096317	-0.8058	0.211529
38	0.006939	0.0581	0.476934
39	-0.006762	-0.0566	0.477521
40	-0.035384	-0.296	0.384036
41	-0.027558	-0.2306	0.409162
42	-0.008443	-0.0706	0.471943
43	-0.033133	-0.2772	0.391219
44	0.023635	0.1977	0.421908
45	-0.021532	-0.1802	0.428777
46	-0.042861	-0.3586	0.360488
47	0.074012	0.6192	0.268889
48	-0.00336	-0.0281	0.488826
49	0.010958	0.0917	0.463608
50	-0.078587	-0.6575	0.256506
51	-0.002468	-0.0206	0.491792
52	-0.054862	-0.459	0.323824
53	-0.028002	-0.2343	0.407725
54	-0.029104	-0.2435	0.404165
55	-0.079831	-0.6679	0.253193
56	-0.01196	-0.1001	0.46029
57	0.017734	0.1484	0.441236
58	-0.127806	-1.0693	0.144303
59	0.130138	1.0888	0.139986
60	-0.019289	-0.1614	0.436127

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code