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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 07:52:29 -0700

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/2008/Dec/06/t1228575200b9s0g9zis3ttwf0.htm/, Retrieved Fri, 17 May 2024 05:03:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29674, Retrieved Fri, 17 May 2024 05:03:00 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

240

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]
F RMP   [(Partial) Autocorrelation Function] [Identification an...] [2008-12-04 19:44:00] [063e4b67ad7d3a8a83eccec794cd5aa7]
-    D      [(Partial) Autocorrelation Function] [Eigen tijdreeks A...] [2008-12-06 14:52:29] [6797a1f4a60918966297e9d9220cabc2] [Current]
-    D        [(Partial) Autocorrelation Function] [Eigen tijdreeks A...] [2008-12-06 14:55:00] [063e4b67ad7d3a8a83eccec794cd5aa7] 
F    D          [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:47:29] [063e4b67ad7d3a8a83eccec794cd5aa7] 
-    D        [(Partial) Autocorrelation Function] [Eigen tijdreeks A...] [2008-12-06 14:56:38] [063e4b67ad7d3a8a83eccec794cd5aa7] 
-    D        [(Partial) Autocorrelation Function] [Eigen tijdreeks A...] [2008-12-06 14:58:18] [063e4b67ad7d3a8a83eccec794cd5aa7] 
F    D        [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:45:41] [063e4b67ad7d3a8a83eccec794cd5aa7] 

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Dataseries X:

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Histogram

Boxplots

7,4
7,2
7,1
6,9
6,8
6,8
6,8
6,9
6,7
6,6
6,5
6,4
6,3
6,3
6,3
6,5
6,6
6,5
6,4
6,5
6,7
7,1
7,1
7,2
7,2
7,3
7,3
7,3
7,3
7,4
7,6
7,6
7,6
7,7
7,8
7,9
8,1
8,1
8,1
8,2
8,2
8,2
8,2
8,2
8,2
8,3
8,3
8,4
8,4
8,4
8,3
8
8
8,2
8,6
8,7
8,7
8,5
8,4
8,4
8,4
8,5
8,5
8,5
8,5
8,5
8,4
8,4
8,4
8,5
8,6
8,6
8,6
8,6
8,5
8,4
8,4
8,3
8,2
8,1
8,2
8,1
8
7,9
7,8
7,7
7,7
7,9
7,8
7,6
7,4
7,3
7,1
7,1
7
7
7
6,9
6,8
6,7
6,6
6,6

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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29674&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29674&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29674&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.976294	9.8601	0
2	0.940605	9.4996	0
3	0.902898	9.1188	0
4	0.869293	8.7794	0
5	0.838073	8.4641	0
6	0.806055	8.1408	0
7	0.767613	7.7525	0
8	0.722868	7.3006	0
9	0.673049	6.7975	0
10	0.616322	6.2245	0
11	0.560814	5.6639	0
12	0.506408	5.1145	1e-06
13	0.459093	4.6366	5e-06
14	0.416604	4.2075	2.8e-05
15	0.372582	3.7629	0.00014
16	0.320485	3.2367	0.000816
17	0.265755	2.684	0.004245
18	0.211391	2.1349	0.01758
19	0.158496	1.6007	0.056264
20	0.108958	1.1004	0.136869
21	0.06363	0.6426	0.260954
22	0.025318	0.2557	0.399349
23	-0.012378	-0.125	0.450379
24	-0.047635	-0.4811	0.315741
25	-0.082773	-0.836	0.202563
26	-0.116022	-1.1718	0.12201
27	-0.150739	-1.5224	0.065503
28	-0.1813	-1.831	0.035007
29	-0.206788	-2.0885	0.019623
30	-0.227936	-2.302	0.011683
31	-0.242974	-2.4539	0.007913
32	-0.256728	-2.5928	0.005458
33	-0.274271	-2.77	0.003331
34	-0.299154	-3.0213	0.001591
35	-0.326671	-3.2992	0.000668
36	-0.350949	-3.5444	0.000298
37	-0.364228	-3.6785	0.000188
38	-0.372919	-3.7663	0.000139
39	-0.380509	-3.843	0.000106
40	-0.389815	-3.9369	7.6e-05
41	-0.402608	-4.0661	4.7e-05
42	-0.418456	-4.2262	2.6e-05
43	-0.432836	-4.3714	1.5e-05
44	-0.44428	-4.487	1e-05
45	-0.448815	-4.5328	8e-06
46	-0.443818	-4.4823	1e-05
47	-0.436436	-4.4078	1.3e-05
48	-0.431256	-4.3555	1.6e-05
49	-0.43646	-4.408	1.3e-05
50	-0.446856	-4.513	9e-06
51	-0.456638	-4.6118	6e-06
52	-0.458712	-4.6328	5e-06
53	-0.454794	-4.5932	6e-06
54	-0.445501	-4.4993	9e-06
55	-0.432614	-4.3692	1.5e-05
56	-0.419726	-4.239	2.5e-05
57	-0.405003	-4.0903	4.3e-05
58	-0.392472	-3.9638	6.9e-05
59	-0.377307	-3.8106	0.000119
60	-0.359205	-3.6278	0.000224

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.976294 & 9.8601 & 0 \tabularnewline
2 & 0.940605 & 9.4996 & 0 \tabularnewline
3 & 0.902898 & 9.1188 & 0 \tabularnewline
4 & 0.869293 & 8.7794 & 0 \tabularnewline
5 & 0.838073 & 8.4641 & 0 \tabularnewline
6 & 0.806055 & 8.1408 & 0 \tabularnewline
7 & 0.767613 & 7.7525 & 0 \tabularnewline
8 & 0.722868 & 7.3006 & 0 \tabularnewline
9 & 0.673049 & 6.7975 & 0 \tabularnewline
10 & 0.616322 & 6.2245 & 0 \tabularnewline
11 & 0.560814 & 5.6639 & 0 \tabularnewline
12 & 0.506408 & 5.1145 & 1e-06 \tabularnewline
13 & 0.459093 & 4.6366 & 5e-06 \tabularnewline
14 & 0.416604 & 4.2075 & 2.8e-05 \tabularnewline
15 & 0.372582 & 3.7629 & 0.00014 \tabularnewline
16 & 0.320485 & 3.2367 & 0.000816 \tabularnewline
17 & 0.265755 & 2.684 & 0.004245 \tabularnewline
18 & 0.211391 & 2.1349 & 0.01758 \tabularnewline
19 & 0.158496 & 1.6007 & 0.056264 \tabularnewline
20 & 0.108958 & 1.1004 & 0.136869 \tabularnewline
21 & 0.06363 & 0.6426 & 0.260954 \tabularnewline
22 & 0.025318 & 0.2557 & 0.399349 \tabularnewline
23 & -0.012378 & -0.125 & 0.450379 \tabularnewline
24 & -0.047635 & -0.4811 & 0.315741 \tabularnewline
25 & -0.082773 & -0.836 & 0.202563 \tabularnewline
26 & -0.116022 & -1.1718 & 0.12201 \tabularnewline
27 & -0.150739 & -1.5224 & 0.065503 \tabularnewline
28 & -0.1813 & -1.831 & 0.035007 \tabularnewline
29 & -0.206788 & -2.0885 & 0.019623 \tabularnewline
30 & -0.227936 & -2.302 & 0.011683 \tabularnewline
31 & -0.242974 & -2.4539 & 0.007913 \tabularnewline
32 & -0.256728 & -2.5928 & 0.005458 \tabularnewline
33 & -0.274271 & -2.77 & 0.003331 \tabularnewline
34 & -0.299154 & -3.0213 & 0.001591 \tabularnewline
35 & -0.326671 & -3.2992 & 0.000668 \tabularnewline
36 & -0.350949 & -3.5444 & 0.000298 \tabularnewline
37 & -0.364228 & -3.6785 & 0.000188 \tabularnewline
38 & -0.372919 & -3.7663 & 0.000139 \tabularnewline
39 & -0.380509 & -3.843 & 0.000106 \tabularnewline
40 & -0.389815 & -3.9369 & 7.6e-05 \tabularnewline
41 & -0.402608 & -4.0661 & 4.7e-05 \tabularnewline
42 & -0.418456 & -4.2262 & 2.6e-05 \tabularnewline
43 & -0.432836 & -4.3714 & 1.5e-05 \tabularnewline
44 & -0.44428 & -4.487 & 1e-05 \tabularnewline
45 & -0.448815 & -4.5328 & 8e-06 \tabularnewline
46 & -0.443818 & -4.4823 & 1e-05 \tabularnewline
47 & -0.436436 & -4.4078 & 1.3e-05 \tabularnewline
48 & -0.431256 & -4.3555 & 1.6e-05 \tabularnewline
49 & -0.43646 & -4.408 & 1.3e-05 \tabularnewline
50 & -0.446856 & -4.513 & 9e-06 \tabularnewline
51 & -0.456638 & -4.6118 & 6e-06 \tabularnewline
52 & -0.458712 & -4.6328 & 5e-06 \tabularnewline
53 & -0.454794 & -4.5932 & 6e-06 \tabularnewline
54 & -0.445501 & -4.4993 & 9e-06 \tabularnewline
55 & -0.432614 & -4.3692 & 1.5e-05 \tabularnewline
56 & -0.419726 & -4.239 & 2.5e-05 \tabularnewline
57 & -0.405003 & -4.0903 & 4.3e-05 \tabularnewline
58 & -0.392472 & -3.9638 & 6.9e-05 \tabularnewline
59 & -0.377307 & -3.8106 & 0.000119 \tabularnewline
60 & -0.359205 & -3.6278 & 0.000224 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29674&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]0.976294[/C][C]9.8601[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.940605[/C][C]9.4996[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.902898[/C][C]9.1188[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.869293[/C][C]8.7794[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.838073[/C][C]8.4641[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.806055[/C][C]8.1408[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.767613[/C][C]7.7525[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.722868[/C][C]7.3006[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.673049[/C][C]6.7975[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.616322[/C][C]6.2245[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.560814[/C][C]5.6639[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.506408[/C][C]5.1145[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.459093[/C][C]4.6366[/C][C]5e-06[/C][/ROW]
[ROW][C]14[/C][C]0.416604[/C][C]4.2075[/C][C]2.8e-05[/C][/ROW]
[ROW][C]15[/C][C]0.372582[/C][C]3.7629[/C][C]0.00014[/C][/ROW]
[ROW][C]16[/C][C]0.320485[/C][C]3.2367[/C][C]0.000816[/C][/ROW]
[ROW][C]17[/C][C]0.265755[/C][C]2.684[/C][C]0.004245[/C][/ROW]
[ROW][C]18[/C][C]0.211391[/C][C]2.1349[/C][C]0.01758[/C][/ROW]
[ROW][C]19[/C][C]0.158496[/C][C]1.6007[/C][C]0.056264[/C][/ROW]
[ROW][C]20[/C][C]0.108958[/C][C]1.1004[/C][C]0.136869[/C][/ROW]
[ROW][C]21[/C][C]0.06363[/C][C]0.6426[/C][C]0.260954[/C][/ROW]
[ROW][C]22[/C][C]0.025318[/C][C]0.2557[/C][C]0.399349[/C][/ROW]
[ROW][C]23[/C][C]-0.012378[/C][C]-0.125[/C][C]0.450379[/C][/ROW]
[ROW][C]24[/C][C]-0.047635[/C][C]-0.4811[/C][C]0.315741[/C][/ROW]
[ROW][C]25[/C][C]-0.082773[/C][C]-0.836[/C][C]0.202563[/C][/ROW]
[ROW][C]26[/C][C]-0.116022[/C][C]-1.1718[/C][C]0.12201[/C][/ROW]
[ROW][C]27[/C][C]-0.150739[/C][C]-1.5224[/C][C]0.065503[/C][/ROW]
[ROW][C]28[/C][C]-0.1813[/C][C]-1.831[/C][C]0.035007[/C][/ROW]
[ROW][C]29[/C][C]-0.206788[/C][C]-2.0885[/C][C]0.019623[/C][/ROW]
[ROW][C]30[/C][C]-0.227936[/C][C]-2.302[/C][C]0.011683[/C][/ROW]
[ROW][C]31[/C][C]-0.242974[/C][C]-2.4539[/C][C]0.007913[/C][/ROW]
[ROW][C]32[/C][C]-0.256728[/C][C]-2.5928[/C][C]0.005458[/C][/ROW]
[ROW][C]33[/C][C]-0.274271[/C][C]-2.77[/C][C]0.003331[/C][/ROW]
[ROW][C]34[/C][C]-0.299154[/C][C]-3.0213[/C][C]0.001591[/C][/ROW]
[ROW][C]35[/C][C]-0.326671[/C][C]-3.2992[/C][C]0.000668[/C][/ROW]
[ROW][C]36[/C][C]-0.350949[/C][C]-3.5444[/C][C]0.000298[/C][/ROW]
[ROW][C]37[/C][C]-0.364228[/C][C]-3.6785[/C][C]0.000188[/C][/ROW]
[ROW][C]38[/C][C]-0.372919[/C][C]-3.7663[/C][C]0.000139[/C][/ROW]
[ROW][C]39[/C][C]-0.380509[/C][C]-3.843[/C][C]0.000106[/C][/ROW]
[ROW][C]40[/C][C]-0.389815[/C][C]-3.9369[/C][C]7.6e-05[/C][/ROW]
[ROW][C]41[/C][C]-0.402608[/C][C]-4.0661[/C][C]4.7e-05[/C][/ROW]
[ROW][C]42[/C][C]-0.418456[/C][C]-4.2262[/C][C]2.6e-05[/C][/ROW]
[ROW][C]43[/C][C]-0.432836[/C][C]-4.3714[/C][C]1.5e-05[/C][/ROW]
[ROW][C]44[/C][C]-0.44428[/C][C]-4.487[/C][C]1e-05[/C][/ROW]
[ROW][C]45[/C][C]-0.448815[/C][C]-4.5328[/C][C]8e-06[/C][/ROW]
[ROW][C]46[/C][C]-0.443818[/C][C]-4.4823[/C][C]1e-05[/C][/ROW]
[ROW][C]47[/C][C]-0.436436[/C][C]-4.4078[/C][C]1.3e-05[/C][/ROW]
[ROW][C]48[/C][C]-0.431256[/C][C]-4.3555[/C][C]1.6e-05[/C][/ROW]
[ROW][C]49[/C][C]-0.43646[/C][C]-4.408[/C][C]1.3e-05[/C][/ROW]
[ROW][C]50[/C][C]-0.446856[/C][C]-4.513[/C][C]9e-06[/C][/ROW]
[ROW][C]51[/C][C]-0.456638[/C][C]-4.6118[/C][C]6e-06[/C][/ROW]
[ROW][C]52[/C][C]-0.458712[/C][C]-4.6328[/C][C]5e-06[/C][/ROW]
[ROW][C]53[/C][C]-0.454794[/C][C]-4.5932[/C][C]6e-06[/C][/ROW]
[ROW][C]54[/C][C]-0.445501[/C][C]-4.4993[/C][C]9e-06[/C][/ROW]
[ROW][C]55[/C][C]-0.432614[/C][C]-4.3692[/C][C]1.5e-05[/C][/ROW]
[ROW][C]56[/C][C]-0.419726[/C][C]-4.239[/C][C]2.5e-05[/C][/ROW]
[ROW][C]57[/C][C]-0.405003[/C][C]-4.0903[/C][C]4.3e-05[/C][/ROW]
[ROW][C]58[/C][C]-0.392472[/C][C]-3.9638[/C][C]6.9e-05[/C][/ROW]
[ROW][C]59[/C][C]-0.377307[/C][C]-3.8106[/C][C]0.000119[/C][/ROW]
[ROW][C]60[/C][C]-0.359205[/C][C]-3.6278[/C][C]0.000224[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29674&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29674&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	0.976294	9.8601	0
2	0.940605	9.4996	0
3	0.902898	9.1188	0
4	0.869293	8.7794	0
5	0.838073	8.4641	0
6	0.806055	8.1408	0
7	0.767613	7.7525	0
8	0.722868	7.3006	0
9	0.673049	6.7975	0
10	0.616322	6.2245	0
11	0.560814	5.6639	0
12	0.506408	5.1145	1e-06
13	0.459093	4.6366	5e-06
14	0.416604	4.2075	2.8e-05
15	0.372582	3.7629	0.00014
16	0.320485	3.2367	0.000816
17	0.265755	2.684	0.004245
18	0.211391	2.1349	0.01758
19	0.158496	1.6007	0.056264
20	0.108958	1.1004	0.136869
21	0.06363	0.6426	0.260954
22	0.025318	0.2557	0.399349
23	-0.012378	-0.125	0.450379
24	-0.047635	-0.4811	0.315741
25	-0.082773	-0.836	0.202563
26	-0.116022	-1.1718	0.12201
27	-0.150739	-1.5224	0.065503
28	-0.1813	-1.831	0.035007
29	-0.206788	-2.0885	0.019623
30	-0.227936	-2.302	0.011683
31	-0.242974	-2.4539	0.007913
32	-0.256728	-2.5928	0.005458
33	-0.274271	-2.77	0.003331
34	-0.299154	-3.0213	0.001591
35	-0.326671	-3.2992	0.000668
36	-0.350949	-3.5444	0.000298
37	-0.364228	-3.6785	0.000188
38	-0.372919	-3.7663	0.000139
39	-0.380509	-3.843	0.000106
40	-0.389815	-3.9369	7.6e-05
41	-0.402608	-4.0661	4.7e-05
42	-0.418456	-4.2262	2.6e-05
43	-0.432836	-4.3714	1.5e-05
44	-0.44428	-4.487	1e-05
45	-0.448815	-4.5328	8e-06
46	-0.443818	-4.4823	1e-05
47	-0.436436	-4.4078	1.3e-05
48	-0.431256	-4.3555	1.6e-05
49	-0.43646	-4.408	1.3e-05
50	-0.446856	-4.513	9e-06
51	-0.456638	-4.6118	6e-06
52	-0.458712	-4.6328	5e-06
53	-0.454794	-4.5932	6e-06
54	-0.445501	-4.4993	9e-06
55	-0.432614	-4.3692	1.5e-05
56	-0.419726	-4.239	2.5e-05
57	-0.405003	-4.0903	4.3e-05
58	-0.392472	-3.9638	6.9e-05
59	-0.377307	-3.8106	0.000119
60	-0.359205	-3.6278	0.000224

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.976294	9.8601	0
2	-0.267746	-2.7041	0.004013
3	0.00269	0.0272	0.489191
4	0.080045	0.8084	0.210365
5	-0.012894	-0.1302	0.448323
6	-0.055298	-0.5585	0.28887
7	-0.144085	-1.4552	0.074344
8	-0.093815	-0.9475	0.172815
9	-0.089308	-0.902	0.184599
10	-0.175137	-1.7688	0.039958
11	0.036338	0.367	0.35719
12	-0.050091	-0.5059	0.307011
13	0.113267	1.1439	0.127663
14	0.037268	0.3764	0.353706
15	-0.082026	-0.8284	0.204684
16	-0.138446	-1.3982	0.082537
17	0.005466	0.0552	0.478041
18	-0.023246	-0.2348	0.407427
19	-0.069454	-0.7014	0.242311
20	-0.038379	-0.3876	0.349558
21	0.030978	0.3129	0.377511
22	0.090308	0.9121	0.181942
23	-0.069923	-0.7062	0.240841
24	0.063048	0.6368	0.262857
25	0.010485	0.1059	0.457936
26	0.00184	0.0186	0.492606
27	-0.117529	-1.187	0.118996
28	-0.000668	-0.0067	0.497315
29	0.004601	0.0465	0.481513
30	-0.003254	-0.0329	0.486924
31	0.074627	0.7537	0.226384
32	-0.036896	-0.3726	0.355099
33	-0.132469	-1.3379	0.091957
34	-0.126979	-1.2824	0.1013
35	-0.06758	-0.6825	0.248228
36	0.015242	0.1539	0.438981
37	0.097349	0.9832	0.163922
38	-0.034017	-0.3436	0.365945
39	-0.044438	-0.4488	0.327264
40	-0.046108	-0.4657	0.321222
41	-0.037483	-0.3786	0.3529
42	-0.033626	-0.3396	0.367426
43	0.012815	0.1294	0.448637
44	-0.032092	-0.3241	0.373258
45	0.070529	0.7123	0.238951
46	0.051656	0.5217	0.301505
47	-0.035659	-0.3601	0.359745
48	-0.038725	-0.3911	0.348269
49	-0.145754	-1.472	0.072044
50	-0.043522	-0.4396	0.330596
51	-0.049237	-0.4973	0.310034
52	0.030456	0.3076	0.379511
53	0.009314	0.0941	0.462621
54	0.033503	0.3384	0.367894
55	0.064482	0.6512	0.258178
56	0.026035	0.2629	0.396564
57	0.072517	0.7324	0.232805
58	-0.036626	-0.3699	0.356109
59	0.03823	0.3861	0.350113
60	-0.011046	-0.1116	0.455695

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.976294 & 9.8601 & 0 \tabularnewline
2 & -0.267746 & -2.7041 & 0.004013 \tabularnewline
3 & 0.00269 & 0.0272 & 0.489191 \tabularnewline
4 & 0.080045 & 0.8084 & 0.210365 \tabularnewline
5 & -0.012894 & -0.1302 & 0.448323 \tabularnewline
6 & -0.055298 & -0.5585 & 0.28887 \tabularnewline
7 & -0.144085 & -1.4552 & 0.074344 \tabularnewline
8 & -0.093815 & -0.9475 & 0.172815 \tabularnewline
9 & -0.089308 & -0.902 & 0.184599 \tabularnewline
10 & -0.175137 & -1.7688 & 0.039958 \tabularnewline
11 & 0.036338 & 0.367 & 0.35719 \tabularnewline
12 & -0.050091 & -0.5059 & 0.307011 \tabularnewline
13 & 0.113267 & 1.1439 & 0.127663 \tabularnewline
14 & 0.037268 & 0.3764 & 0.353706 \tabularnewline
15 & -0.082026 & -0.8284 & 0.204684 \tabularnewline
16 & -0.138446 & -1.3982 & 0.082537 \tabularnewline
17 & 0.005466 & 0.0552 & 0.478041 \tabularnewline
18 & -0.023246 & -0.2348 & 0.407427 \tabularnewline
19 & -0.069454 & -0.7014 & 0.242311 \tabularnewline
20 & -0.038379 & -0.3876 & 0.349558 \tabularnewline
21 & 0.030978 & 0.3129 & 0.377511 \tabularnewline
22 & 0.090308 & 0.9121 & 0.181942 \tabularnewline
23 & -0.069923 & -0.7062 & 0.240841 \tabularnewline
24 & 0.063048 & 0.6368 & 0.262857 \tabularnewline
25 & 0.010485 & 0.1059 & 0.457936 \tabularnewline
26 & 0.00184 & 0.0186 & 0.492606 \tabularnewline
27 & -0.117529 & -1.187 & 0.118996 \tabularnewline
28 & -0.000668 & -0.0067 & 0.497315 \tabularnewline
29 & 0.004601 & 0.0465 & 0.481513 \tabularnewline
30 & -0.003254 & -0.0329 & 0.486924 \tabularnewline
31 & 0.074627 & 0.7537 & 0.226384 \tabularnewline
32 & -0.036896 & -0.3726 & 0.355099 \tabularnewline
33 & -0.132469 & -1.3379 & 0.091957 \tabularnewline
34 & -0.126979 & -1.2824 & 0.1013 \tabularnewline
35 & -0.06758 & -0.6825 & 0.248228 \tabularnewline
36 & 0.015242 & 0.1539 & 0.438981 \tabularnewline
37 & 0.097349 & 0.9832 & 0.163922 \tabularnewline
38 & -0.034017 & -0.3436 & 0.365945 \tabularnewline
39 & -0.044438 & -0.4488 & 0.327264 \tabularnewline
40 & -0.046108 & -0.4657 & 0.321222 \tabularnewline
41 & -0.037483 & -0.3786 & 0.3529 \tabularnewline
42 & -0.033626 & -0.3396 & 0.367426 \tabularnewline
43 & 0.012815 & 0.1294 & 0.448637 \tabularnewline
44 & -0.032092 & -0.3241 & 0.373258 \tabularnewline
45 & 0.070529 & 0.7123 & 0.238951 \tabularnewline
46 & 0.051656 & 0.5217 & 0.301505 \tabularnewline
47 & -0.035659 & -0.3601 & 0.359745 \tabularnewline
48 & -0.038725 & -0.3911 & 0.348269 \tabularnewline
49 & -0.145754 & -1.472 & 0.072044 \tabularnewline
50 & -0.043522 & -0.4396 & 0.330596 \tabularnewline
51 & -0.049237 & -0.4973 & 0.310034 \tabularnewline
52 & 0.030456 & 0.3076 & 0.379511 \tabularnewline
53 & 0.009314 & 0.0941 & 0.462621 \tabularnewline
54 & 0.033503 & 0.3384 & 0.367894 \tabularnewline
55 & 0.064482 & 0.6512 & 0.258178 \tabularnewline
56 & 0.026035 & 0.2629 & 0.396564 \tabularnewline
57 & 0.072517 & 0.7324 & 0.232805 \tabularnewline
58 & -0.036626 & -0.3699 & 0.356109 \tabularnewline
59 & 0.03823 & 0.3861 & 0.350113 \tabularnewline
60 & -0.011046 & -0.1116 & 0.455695 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29674&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]0.976294[/C][C]9.8601[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.267746[/C][C]-2.7041[/C][C]0.004013[/C][/ROW]
[ROW][C]3[/C][C]0.00269[/C][C]0.0272[/C][C]0.489191[/C][/ROW]
[ROW][C]4[/C][C]0.080045[/C][C]0.8084[/C][C]0.210365[/C][/ROW]
[ROW][C]5[/C][C]-0.012894[/C][C]-0.1302[/C][C]0.448323[/C][/ROW]
[ROW][C]6[/C][C]-0.055298[/C][C]-0.5585[/C][C]0.28887[/C][/ROW]
[ROW][C]7[/C][C]-0.144085[/C][C]-1.4552[/C][C]0.074344[/C][/ROW]
[ROW][C]8[/C][C]-0.093815[/C][C]-0.9475[/C][C]0.172815[/C][/ROW]
[ROW][C]9[/C][C]-0.089308[/C][C]-0.902[/C][C]0.184599[/C][/ROW]
[ROW][C]10[/C][C]-0.175137[/C][C]-1.7688[/C][C]0.039958[/C][/ROW]
[ROW][C]11[/C][C]0.036338[/C][C]0.367[/C][C]0.35719[/C][/ROW]
[ROW][C]12[/C][C]-0.050091[/C][C]-0.5059[/C][C]0.307011[/C][/ROW]
[ROW][C]13[/C][C]0.113267[/C][C]1.1439[/C][C]0.127663[/C][/ROW]
[ROW][C]14[/C][C]0.037268[/C][C]0.3764[/C][C]0.353706[/C][/ROW]
[ROW][C]15[/C][C]-0.082026[/C][C]-0.8284[/C][C]0.204684[/C][/ROW]
[ROW][C]16[/C][C]-0.138446[/C][C]-1.3982[/C][C]0.082537[/C][/ROW]
[ROW][C]17[/C][C]0.005466[/C][C]0.0552[/C][C]0.478041[/C][/ROW]
[ROW][C]18[/C][C]-0.023246[/C][C]-0.2348[/C][C]0.407427[/C][/ROW]
[ROW][C]19[/C][C]-0.069454[/C][C]-0.7014[/C][C]0.242311[/C][/ROW]
[ROW][C]20[/C][C]-0.038379[/C][C]-0.3876[/C][C]0.349558[/C][/ROW]
[ROW][C]21[/C][C]0.030978[/C][C]0.3129[/C][C]0.377511[/C][/ROW]
[ROW][C]22[/C][C]0.090308[/C][C]0.9121[/C][C]0.181942[/C][/ROW]
[ROW][C]23[/C][C]-0.069923[/C][C]-0.7062[/C][C]0.240841[/C][/ROW]
[ROW][C]24[/C][C]0.063048[/C][C]0.6368[/C][C]0.262857[/C][/ROW]
[ROW][C]25[/C][C]0.010485[/C][C]0.1059[/C][C]0.457936[/C][/ROW]
[ROW][C]26[/C][C]0.00184[/C][C]0.0186[/C][C]0.492606[/C][/ROW]
[ROW][C]27[/C][C]-0.117529[/C][C]-1.187[/C][C]0.118996[/C][/ROW]
[ROW][C]28[/C][C]-0.000668[/C][C]-0.0067[/C][C]0.497315[/C][/ROW]
[ROW][C]29[/C][C]0.004601[/C][C]0.0465[/C][C]0.481513[/C][/ROW]
[ROW][C]30[/C][C]-0.003254[/C][C]-0.0329[/C][C]0.486924[/C][/ROW]
[ROW][C]31[/C][C]0.074627[/C][C]0.7537[/C][C]0.226384[/C][/ROW]
[ROW][C]32[/C][C]-0.036896[/C][C]-0.3726[/C][C]0.355099[/C][/ROW]
[ROW][C]33[/C][C]-0.132469[/C][C]-1.3379[/C][C]0.091957[/C][/ROW]
[ROW][C]34[/C][C]-0.126979[/C][C]-1.2824[/C][C]0.1013[/C][/ROW]
[ROW][C]35[/C][C]-0.06758[/C][C]-0.6825[/C][C]0.248228[/C][/ROW]
[ROW][C]36[/C][C]0.015242[/C][C]0.1539[/C][C]0.438981[/C][/ROW]
[ROW][C]37[/C][C]0.097349[/C][C]0.9832[/C][C]0.163922[/C][/ROW]
[ROW][C]38[/C][C]-0.034017[/C][C]-0.3436[/C][C]0.365945[/C][/ROW]
[ROW][C]39[/C][C]-0.044438[/C][C]-0.4488[/C][C]0.327264[/C][/ROW]
[ROW][C]40[/C][C]-0.046108[/C][C]-0.4657[/C][C]0.321222[/C][/ROW]
[ROW][C]41[/C][C]-0.037483[/C][C]-0.3786[/C][C]0.3529[/C][/ROW]
[ROW][C]42[/C][C]-0.033626[/C][C]-0.3396[/C][C]0.367426[/C][/ROW]
[ROW][C]43[/C][C]0.012815[/C][C]0.1294[/C][C]0.448637[/C][/ROW]
[ROW][C]44[/C][C]-0.032092[/C][C]-0.3241[/C][C]0.373258[/C][/ROW]
[ROW][C]45[/C][C]0.070529[/C][C]0.7123[/C][C]0.238951[/C][/ROW]
[ROW][C]46[/C][C]0.051656[/C][C]0.5217[/C][C]0.301505[/C][/ROW]
[ROW][C]47[/C][C]-0.035659[/C][C]-0.3601[/C][C]0.359745[/C][/ROW]
[ROW][C]48[/C][C]-0.038725[/C][C]-0.3911[/C][C]0.348269[/C][/ROW]
[ROW][C]49[/C][C]-0.145754[/C][C]-1.472[/C][C]0.072044[/C][/ROW]
[ROW][C]50[/C][C]-0.043522[/C][C]-0.4396[/C][C]0.330596[/C][/ROW]
[ROW][C]51[/C][C]-0.049237[/C][C]-0.4973[/C][C]0.310034[/C][/ROW]
[ROW][C]52[/C][C]0.030456[/C][C]0.3076[/C][C]0.379511[/C][/ROW]
[ROW][C]53[/C][C]0.009314[/C][C]0.0941[/C][C]0.462621[/C][/ROW]
[ROW][C]54[/C][C]0.033503[/C][C]0.3384[/C][C]0.367894[/C][/ROW]
[ROW][C]55[/C][C]0.064482[/C][C]0.6512[/C][C]0.258178[/C][/ROW]
[ROW][C]56[/C][C]0.026035[/C][C]0.2629[/C][C]0.396564[/C][/ROW]
[ROW][C]57[/C][C]0.072517[/C][C]0.7324[/C][C]0.232805[/C][/ROW]
[ROW][C]58[/C][C]-0.036626[/C][C]-0.3699[/C][C]0.356109[/C][/ROW]
[ROW][C]59[/C][C]0.03823[/C][C]0.3861[/C][C]0.350113[/C][/ROW]
[ROW][C]60[/C][C]-0.011046[/C][C]-0.1116[/C][C]0.455695[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29674&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29674&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	0.976294	9.8601	0
2	-0.267746	-2.7041	0.004013
3	0.00269	0.0272	0.489191
4	0.080045	0.8084	0.210365
5	-0.012894	-0.1302	0.448323
6	-0.055298	-0.5585	0.28887
7	-0.144085	-1.4552	0.074344
8	-0.093815	-0.9475	0.172815
9	-0.089308	-0.902	0.184599
10	-0.175137	-1.7688	0.039958
11	0.036338	0.367	0.35719
12	-0.050091	-0.5059	0.307011
13	0.113267	1.1439	0.127663
14	0.037268	0.3764	0.353706
15	-0.082026	-0.8284	0.204684
16	-0.138446	-1.3982	0.082537
17	0.005466	0.0552	0.478041
18	-0.023246	-0.2348	0.407427
19	-0.069454	-0.7014	0.242311
20	-0.038379	-0.3876	0.349558
21	0.030978	0.3129	0.377511
22	0.090308	0.9121	0.181942
23	-0.069923	-0.7062	0.240841
24	0.063048	0.6368	0.262857
25	0.010485	0.1059	0.457936
26	0.00184	0.0186	0.492606
27	-0.117529	-1.187	0.118996
28	-0.000668	-0.0067	0.497315
29	0.004601	0.0465	0.481513
30	-0.003254	-0.0329	0.486924
31	0.074627	0.7537	0.226384
32	-0.036896	-0.3726	0.355099
33	-0.132469	-1.3379	0.091957
34	-0.126979	-1.2824	0.1013
35	-0.06758	-0.6825	0.248228
36	0.015242	0.1539	0.438981
37	0.097349	0.9832	0.163922
38	-0.034017	-0.3436	0.365945
39	-0.044438	-0.4488	0.327264
40	-0.046108	-0.4657	0.321222
41	-0.037483	-0.3786	0.3529
42	-0.033626	-0.3396	0.367426
43	0.012815	0.1294	0.448637
44	-0.032092	-0.3241	0.373258
45	0.070529	0.7123	0.238951
46	0.051656	0.5217	0.301505
47	-0.035659	-0.3601	0.359745
48	-0.038725	-0.3911	0.348269
49	-0.145754	-1.472	0.072044
50	-0.043522	-0.4396	0.330596
51	-0.049237	-0.4973	0.310034
52	0.030456	0.3076	0.379511
53	0.009314	0.0941	0.462621
54	0.033503	0.3384	0.367894
55	0.064482	0.6512	0.258178
56	0.026035	0.2629	0.396564
57	0.072517	0.7324	0.232805
58	-0.036626	-0.3699	0.356109
59	0.03823	0.3861	0.350113
60	-0.011046	-0.1116	0.455695

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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