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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 07:55:00 -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/t12285753452woggw05d0odvcg.htm/, Retrieved Fri, 17 May 2024 05:46:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29677, Retrieved Fri, 17 May 2024 05:46:13 +0000

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No (this computation is public)

User-defined keywords

Estimated Impact

219

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] [063e4b67ad7d3a8a83eccec794cd5aa7]
-    D        [(Partial) Autocorrelation Function] [Eigen tijdreeks A...] [2008-12-06 14:55:00] [6797a1f4a60918966297e9d9220cabc2] [Current]
F    D          [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:47:29] [063e4b67ad7d3a8a83eccec794cd5aa7] 

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Dataseries X:

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Histogram

Boxplots

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

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=29677&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=29677&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29677&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	0.980305	9.9006	0
2	0.944357	9.5375	0
3	0.904976	9.1398	0
4	0.86827	8.7691	0
5	0.836654	8.4498	0
6	0.804402	8.1241	0
7	0.76706	7.7469	0
8	0.72329	7.3049	0
9	0.672428	6.7912	0
10	0.617748	6.2389	0
11	0.56259	5.6819	0
12	0.510549	5.1563	1e-06
13	0.462643	4.6725	5e-06
14	0.418742	4.2291	2.6e-05
15	0.37398	3.777	0.000134
16	0.326355	3.296	0.000675
17	0.279076	2.8185	0.002898
18	0.232368	2.3468	0.010434
19	0.186933	1.8879	0.030939
20	0.143368	1.4479	0.075349
21	0.098719	0.997	0.160559
22	0.054827	0.5537	0.290489
23	0.01043	0.1053	0.458157
24	-0.028624	-0.2891	0.38655
25	-0.059444	-0.6004	0.274799
26	-0.086896	-0.8776	0.191109
27	-0.11607	-1.1722	0.121915
28	-0.148714	-1.5019	0.068101
29	-0.182286	-1.841	0.034264
30	-0.212198	-2.1431	0.017242
31	-0.234794	-2.3713	0.009802
32	-0.253029	-2.5555	0.00604
33	-0.269197	-2.7188	0.003851
34	-0.285654	-2.885	0.002388
35	-0.302243	-3.0525	0.001447
36	-0.31826	-3.2143	0.000876
37	-0.330498	-3.3379	0.00059
38	-0.339685	-3.4307	0.000435
39	-0.346964	-3.5042	0.000341
40	-0.352015	-3.5552	0.000287
41	-0.357226	-3.6078	0.00024
42	-0.365487	-3.6912	0.00018
43	-0.3775	-3.8126	0.000118
44	-0.389513	-3.9339	7.6e-05
45	-0.395135	-3.9907	6.2e-05
46	-0.392617	-3.9652	6.8e-05
47	-0.386347	-3.9019	8.6e-05
48	-0.384877	-3.8871	9e-05
49	-0.391257	-3.9515	7.2e-05
50	-0.401577	-4.0557	4.9e-05
51	-0.411765	-4.1586	3.3e-05
52	-0.418295	-4.2246	2.6e-05
53	-0.419389	-4.2356	2.5e-05
54	-0.416066	-4.2021	2.8e-05
55	-0.409347	-4.1342	3.7e-05
56	-0.400373	-4.0436	5.1e-05
57	-0.391174	-3.9507	7.2e-05
58	-0.381367	-3.8516	0.000103
59	-0.369679	-3.7336	0.000156
60	-0.354651	-3.5818	0.000262

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.980305 & 9.9006 & 0 \tabularnewline
2 & 0.944357 & 9.5375 & 0 \tabularnewline
3 & 0.904976 & 9.1398 & 0 \tabularnewline
4 & 0.86827 & 8.7691 & 0 \tabularnewline
5 & 0.836654 & 8.4498 & 0 \tabularnewline
6 & 0.804402 & 8.1241 & 0 \tabularnewline
7 & 0.76706 & 7.7469 & 0 \tabularnewline
8 & 0.72329 & 7.3049 & 0 \tabularnewline
9 & 0.672428 & 6.7912 & 0 \tabularnewline
10 & 0.617748 & 6.2389 & 0 \tabularnewline
11 & 0.56259 & 5.6819 & 0 \tabularnewline
12 & 0.510549 & 5.1563 & 1e-06 \tabularnewline
13 & 0.462643 & 4.6725 & 5e-06 \tabularnewline
14 & 0.418742 & 4.2291 & 2.6e-05 \tabularnewline
15 & 0.37398 & 3.777 & 0.000134 \tabularnewline
16 & 0.326355 & 3.296 & 0.000675 \tabularnewline
17 & 0.279076 & 2.8185 & 0.002898 \tabularnewline
18 & 0.232368 & 2.3468 & 0.010434 \tabularnewline
19 & 0.186933 & 1.8879 & 0.030939 \tabularnewline
20 & 0.143368 & 1.4479 & 0.075349 \tabularnewline
21 & 0.098719 & 0.997 & 0.160559 \tabularnewline
22 & 0.054827 & 0.5537 & 0.290489 \tabularnewline
23 & 0.01043 & 0.1053 & 0.458157 \tabularnewline
24 & -0.028624 & -0.2891 & 0.38655 \tabularnewline
25 & -0.059444 & -0.6004 & 0.274799 \tabularnewline
26 & -0.086896 & -0.8776 & 0.191109 \tabularnewline
27 & -0.11607 & -1.1722 & 0.121915 \tabularnewline
28 & -0.148714 & -1.5019 & 0.068101 \tabularnewline
29 & -0.182286 & -1.841 & 0.034264 \tabularnewline
30 & -0.212198 & -2.1431 & 0.017242 \tabularnewline
31 & -0.234794 & -2.3713 & 0.009802 \tabularnewline
32 & -0.253029 & -2.5555 & 0.00604 \tabularnewline
33 & -0.269197 & -2.7188 & 0.003851 \tabularnewline
34 & -0.285654 & -2.885 & 0.002388 \tabularnewline
35 & -0.302243 & -3.0525 & 0.001447 \tabularnewline
36 & -0.31826 & -3.2143 & 0.000876 \tabularnewline
37 & -0.330498 & -3.3379 & 0.00059 \tabularnewline
38 & -0.339685 & -3.4307 & 0.000435 \tabularnewline
39 & -0.346964 & -3.5042 & 0.000341 \tabularnewline
40 & -0.352015 & -3.5552 & 0.000287 \tabularnewline
41 & -0.357226 & -3.6078 & 0.00024 \tabularnewline
42 & -0.365487 & -3.6912 & 0.00018 \tabularnewline
43 & -0.3775 & -3.8126 & 0.000118 \tabularnewline
44 & -0.389513 & -3.9339 & 7.6e-05 \tabularnewline
45 & -0.395135 & -3.9907 & 6.2e-05 \tabularnewline
46 & -0.392617 & -3.9652 & 6.8e-05 \tabularnewline
47 & -0.386347 & -3.9019 & 8.6e-05 \tabularnewline
48 & -0.384877 & -3.8871 & 9e-05 \tabularnewline
49 & -0.391257 & -3.9515 & 7.2e-05 \tabularnewline
50 & -0.401577 & -4.0557 & 4.9e-05 \tabularnewline
51 & -0.411765 & -4.1586 & 3.3e-05 \tabularnewline
52 & -0.418295 & -4.2246 & 2.6e-05 \tabularnewline
53 & -0.419389 & -4.2356 & 2.5e-05 \tabularnewline
54 & -0.416066 & -4.2021 & 2.8e-05 \tabularnewline
55 & -0.409347 & -4.1342 & 3.7e-05 \tabularnewline
56 & -0.400373 & -4.0436 & 5.1e-05 \tabularnewline
57 & -0.391174 & -3.9507 & 7.2e-05 \tabularnewline
58 & -0.381367 & -3.8516 & 0.000103 \tabularnewline
59 & -0.369679 & -3.7336 & 0.000156 \tabularnewline
60 & -0.354651 & -3.5818 & 0.000262 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29677&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]0.980305[/C][C]9.9006[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.944357[/C][C]9.5375[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.904976[/C][C]9.1398[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.86827[/C][C]8.7691[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.836654[/C][C]8.4498[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.804402[/C][C]8.1241[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.76706[/C][C]7.7469[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.72329[/C][C]7.3049[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.672428[/C][C]6.7912[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.617748[/C][C]6.2389[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.56259[/C][C]5.6819[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.510549[/C][C]5.1563[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.462643[/C][C]4.6725[/C][C]5e-06[/C][/ROW]
[ROW][C]14[/C][C]0.418742[/C][C]4.2291[/C][C]2.6e-05[/C][/ROW]
[ROW][C]15[/C][C]0.37398[/C][C]3.777[/C][C]0.000134[/C][/ROW]
[ROW][C]16[/C][C]0.326355[/C][C]3.296[/C][C]0.000675[/C][/ROW]
[ROW][C]17[/C][C]0.279076[/C][C]2.8185[/C][C]0.002898[/C][/ROW]
[ROW][C]18[/C][C]0.232368[/C][C]2.3468[/C][C]0.010434[/C][/ROW]
[ROW][C]19[/C][C]0.186933[/C][C]1.8879[/C][C]0.030939[/C][/ROW]
[ROW][C]20[/C][C]0.143368[/C][C]1.4479[/C][C]0.075349[/C][/ROW]
[ROW][C]21[/C][C]0.098719[/C][C]0.997[/C][C]0.160559[/C][/ROW]
[ROW][C]22[/C][C]0.054827[/C][C]0.5537[/C][C]0.290489[/C][/ROW]
[ROW][C]23[/C][C]0.01043[/C][C]0.1053[/C][C]0.458157[/C][/ROW]
[ROW][C]24[/C][C]-0.028624[/C][C]-0.2891[/C][C]0.38655[/C][/ROW]
[ROW][C]25[/C][C]-0.059444[/C][C]-0.6004[/C][C]0.274799[/C][/ROW]
[ROW][C]26[/C][C]-0.086896[/C][C]-0.8776[/C][C]0.191109[/C][/ROW]
[ROW][C]27[/C][C]-0.11607[/C][C]-1.1722[/C][C]0.121915[/C][/ROW]
[ROW][C]28[/C][C]-0.148714[/C][C]-1.5019[/C][C]0.068101[/C][/ROW]
[ROW][C]29[/C][C]-0.182286[/C][C]-1.841[/C][C]0.034264[/C][/ROW]
[ROW][C]30[/C][C]-0.212198[/C][C]-2.1431[/C][C]0.017242[/C][/ROW]
[ROW][C]31[/C][C]-0.234794[/C][C]-2.3713[/C][C]0.009802[/C][/ROW]
[ROW][C]32[/C][C]-0.253029[/C][C]-2.5555[/C][C]0.00604[/C][/ROW]
[ROW][C]33[/C][C]-0.269197[/C][C]-2.7188[/C][C]0.003851[/C][/ROW]
[ROW][C]34[/C][C]-0.285654[/C][C]-2.885[/C][C]0.002388[/C][/ROW]
[ROW][C]35[/C][C]-0.302243[/C][C]-3.0525[/C][C]0.001447[/C][/ROW]
[ROW][C]36[/C][C]-0.31826[/C][C]-3.2143[/C][C]0.000876[/C][/ROW]
[ROW][C]37[/C][C]-0.330498[/C][C]-3.3379[/C][C]0.00059[/C][/ROW]
[ROW][C]38[/C][C]-0.339685[/C][C]-3.4307[/C][C]0.000435[/C][/ROW]
[ROW][C]39[/C][C]-0.346964[/C][C]-3.5042[/C][C]0.000341[/C][/ROW]
[ROW][C]40[/C][C]-0.352015[/C][C]-3.5552[/C][C]0.000287[/C][/ROW]
[ROW][C]41[/C][C]-0.357226[/C][C]-3.6078[/C][C]0.00024[/C][/ROW]
[ROW][C]42[/C][C]-0.365487[/C][C]-3.6912[/C][C]0.00018[/C][/ROW]
[ROW][C]43[/C][C]-0.3775[/C][C]-3.8126[/C][C]0.000118[/C][/ROW]
[ROW][C]44[/C][C]-0.389513[/C][C]-3.9339[/C][C]7.6e-05[/C][/ROW]
[ROW][C]45[/C][C]-0.395135[/C][C]-3.9907[/C][C]6.2e-05[/C][/ROW]
[ROW][C]46[/C][C]-0.392617[/C][C]-3.9652[/C][C]6.8e-05[/C][/ROW]
[ROW][C]47[/C][C]-0.386347[/C][C]-3.9019[/C][C]8.6e-05[/C][/ROW]
[ROW][C]48[/C][C]-0.384877[/C][C]-3.8871[/C][C]9e-05[/C][/ROW]
[ROW][C]49[/C][C]-0.391257[/C][C]-3.9515[/C][C]7.2e-05[/C][/ROW]
[ROW][C]50[/C][C]-0.401577[/C][C]-4.0557[/C][C]4.9e-05[/C][/ROW]
[ROW][C]51[/C][C]-0.411765[/C][C]-4.1586[/C][C]3.3e-05[/C][/ROW]
[ROW][C]52[/C][C]-0.418295[/C][C]-4.2246[/C][C]2.6e-05[/C][/ROW]
[ROW][C]53[/C][C]-0.419389[/C][C]-4.2356[/C][C]2.5e-05[/C][/ROW]
[ROW][C]54[/C][C]-0.416066[/C][C]-4.2021[/C][C]2.8e-05[/C][/ROW]
[ROW][C]55[/C][C]-0.409347[/C][C]-4.1342[/C][C]3.7e-05[/C][/ROW]
[ROW][C]56[/C][C]-0.400373[/C][C]-4.0436[/C][C]5.1e-05[/C][/ROW]
[ROW][C]57[/C][C]-0.391174[/C][C]-3.9507[/C][C]7.2e-05[/C][/ROW]
[ROW][C]58[/C][C]-0.381367[/C][C]-3.8516[/C][C]0.000103[/C][/ROW]
[ROW][C]59[/C][C]-0.369679[/C][C]-3.7336[/C][C]0.000156[/C][/ROW]
[ROW][C]60[/C][C]-0.354651[/C][C]-3.5818[/C][C]0.000262[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29677&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29677&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	0.980305	9.9006	0
2	0.944357	9.5375	0
3	0.904976	9.1398	0
4	0.86827	8.7691	0
5	0.836654	8.4498	0
6	0.804402	8.1241	0
7	0.76706	7.7469	0
8	0.72329	7.3049	0
9	0.672428	6.7912	0
10	0.617748	6.2389	0
11	0.56259	5.6819	0
12	0.510549	5.1563	1e-06
13	0.462643	4.6725	5e-06
14	0.418742	4.2291	2.6e-05
15	0.37398	3.777	0.000134
16	0.326355	3.296	0.000675
17	0.279076	2.8185	0.002898
18	0.232368	2.3468	0.010434
19	0.186933	1.8879	0.030939
20	0.143368	1.4479	0.075349
21	0.098719	0.997	0.160559
22	0.054827	0.5537	0.290489
23	0.01043	0.1053	0.458157
24	-0.028624	-0.2891	0.38655
25	-0.059444	-0.6004	0.274799
26	-0.086896	-0.8776	0.191109
27	-0.11607	-1.1722	0.121915
28	-0.148714	-1.5019	0.068101
29	-0.182286	-1.841	0.034264
30	-0.212198	-2.1431	0.017242
31	-0.234794	-2.3713	0.009802
32	-0.253029	-2.5555	0.00604
33	-0.269197	-2.7188	0.003851
34	-0.285654	-2.885	0.002388
35	-0.302243	-3.0525	0.001447
36	-0.31826	-3.2143	0.000876
37	-0.330498	-3.3379	0.00059
38	-0.339685	-3.4307	0.000435
39	-0.346964	-3.5042	0.000341
40	-0.352015	-3.5552	0.000287
41	-0.357226	-3.6078	0.00024
42	-0.365487	-3.6912	0.00018
43	-0.3775	-3.8126	0.000118
44	-0.389513	-3.9339	7.6e-05
45	-0.395135	-3.9907	6.2e-05
46	-0.392617	-3.9652	6.8e-05
47	-0.386347	-3.9019	8.6e-05
48	-0.384877	-3.8871	9e-05
49	-0.391257	-3.9515	7.2e-05
50	-0.401577	-4.0557	4.9e-05
51	-0.411765	-4.1586	3.3e-05
52	-0.418295	-4.2246	2.6e-05
53	-0.419389	-4.2356	2.5e-05
54	-0.416066	-4.2021	2.8e-05
55	-0.409347	-4.1342	3.7e-05
56	-0.400373	-4.0436	5.1e-05
57	-0.391174	-3.9507	7.2e-05
58	-0.381367	-3.8516	0.000103
59	-0.369679	-3.7336	0.000156
60	-0.354651	-3.5818	0.000262

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.980305	9.9006	0
2	-0.426661	-4.3091	1.9e-05
3	0.078064	0.7884	0.216143
4	0.061786	0.624	0.267008
5	0.057288	0.5786	0.282074
6	-0.144303	-1.4574	0.07404
7	-0.110183	-1.1128	0.134206
8	-0.090259	-0.9116	0.182072
9	-0.128466	-1.2974	0.098704
10	-0.052083	-0.526	0.300011
11	-0.035719	-0.3607	0.359519
12	0.03609	0.3645	0.358122
13	0.008783	0.0887	0.464747
14	0.045477	0.4593	0.3235
15	-0.095063	-0.9601	0.169641
16	-0.028909	-0.292	0.385453
17	0.064952	0.656	0.256655
18	-0.056458	-0.5702	0.284897
19	-0.051196	-0.5171	0.303119
20	-0.034471	-0.3481	0.364225
21	-0.10596	-1.0701	0.143541
22	0.009332	0.0942	0.462548
23	-0.089639	-0.9053	0.183718
24	0.171733	1.7344	0.042932
25	0.073806	0.7454	0.22887
26	-0.080509	-0.8131	0.209028
27	-0.116043	-1.172	0.121967
28	-0.040359	-0.4076	0.34221
29	0.034031	0.3437	0.36589
30	0.033072	0.334	0.369529
31	0.051755	0.5227	0.301157
32	-0.117985	-1.1916	0.118094
33	-0.011441	-0.1156	0.454118
34	-0.062075	-0.6269	0.266053
35	0.047885	0.4836	0.314849
36	-0.004693	-0.0474	0.481146
37	0.101774	1.0279	0.153222
38	-0.052227	-0.5275	0.299508
39	-0.118537	-1.1972	0.117009
40	0.000398	0.004	0.498399
41	-0.021168	-0.2138	0.415568
42	-0.095384	-0.9633	0.168831
43	-0.081234	-0.8204	0.206944
44	0.020583	0.2079	0.417868
45	0.106662	1.0772	0.141958
46	0.039036	0.3942	0.347111
47	-0.054189	-0.5473	0.292691
48	-0.153536	-1.5506	0.062042
49	-0.051918	-0.5243	0.300588
50	0.027353	0.2762	0.391458
51	-0.088887	-0.8977	0.185726
52	-0.043536	-0.4397	0.330544
53	0.026152	0.2641	0.39611
54	0.093682	0.9461	0.173157
55	0.011941	0.1206	0.452125
56	0.072719	0.7344	0.232186
57	-0.001189	-0.012	0.495223
58	0.07005	0.7075	0.240443
59	-0.005336	-0.0539	0.478564
60	0.005074	0.0512	0.479614

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.980305 & 9.9006 & 0 \tabularnewline
2 & -0.426661 & -4.3091 & 1.9e-05 \tabularnewline
3 & 0.078064 & 0.7884 & 0.216143 \tabularnewline
4 & 0.061786 & 0.624 & 0.267008 \tabularnewline
5 & 0.057288 & 0.5786 & 0.282074 \tabularnewline
6 & -0.144303 & -1.4574 & 0.07404 \tabularnewline
7 & -0.110183 & -1.1128 & 0.134206 \tabularnewline
8 & -0.090259 & -0.9116 & 0.182072 \tabularnewline
9 & -0.128466 & -1.2974 & 0.098704 \tabularnewline
10 & -0.052083 & -0.526 & 0.300011 \tabularnewline
11 & -0.035719 & -0.3607 & 0.359519 \tabularnewline
12 & 0.03609 & 0.3645 & 0.358122 \tabularnewline
13 & 0.008783 & 0.0887 & 0.464747 \tabularnewline
14 & 0.045477 & 0.4593 & 0.3235 \tabularnewline
15 & -0.095063 & -0.9601 & 0.169641 \tabularnewline
16 & -0.028909 & -0.292 & 0.385453 \tabularnewline
17 & 0.064952 & 0.656 & 0.256655 \tabularnewline
18 & -0.056458 & -0.5702 & 0.284897 \tabularnewline
19 & -0.051196 & -0.5171 & 0.303119 \tabularnewline
20 & -0.034471 & -0.3481 & 0.364225 \tabularnewline
21 & -0.10596 & -1.0701 & 0.143541 \tabularnewline
22 & 0.009332 & 0.0942 & 0.462548 \tabularnewline
23 & -0.089639 & -0.9053 & 0.183718 \tabularnewline
24 & 0.171733 & 1.7344 & 0.042932 \tabularnewline
25 & 0.073806 & 0.7454 & 0.22887 \tabularnewline
26 & -0.080509 & -0.8131 & 0.209028 \tabularnewline
27 & -0.116043 & -1.172 & 0.121967 \tabularnewline
28 & -0.040359 & -0.4076 & 0.34221 \tabularnewline
29 & 0.034031 & 0.3437 & 0.36589 \tabularnewline
30 & 0.033072 & 0.334 & 0.369529 \tabularnewline
31 & 0.051755 & 0.5227 & 0.301157 \tabularnewline
32 & -0.117985 & -1.1916 & 0.118094 \tabularnewline
33 & -0.011441 & -0.1156 & 0.454118 \tabularnewline
34 & -0.062075 & -0.6269 & 0.266053 \tabularnewline
35 & 0.047885 & 0.4836 & 0.314849 \tabularnewline
36 & -0.004693 & -0.0474 & 0.481146 \tabularnewline
37 & 0.101774 & 1.0279 & 0.153222 \tabularnewline
38 & -0.052227 & -0.5275 & 0.299508 \tabularnewline
39 & -0.118537 & -1.1972 & 0.117009 \tabularnewline
40 & 0.000398 & 0.004 & 0.498399 \tabularnewline
41 & -0.021168 & -0.2138 & 0.415568 \tabularnewline
42 & -0.095384 & -0.9633 & 0.168831 \tabularnewline
43 & -0.081234 & -0.8204 & 0.206944 \tabularnewline
44 & 0.020583 & 0.2079 & 0.417868 \tabularnewline
45 & 0.106662 & 1.0772 & 0.141958 \tabularnewline
46 & 0.039036 & 0.3942 & 0.347111 \tabularnewline
47 & -0.054189 & -0.5473 & 0.292691 \tabularnewline
48 & -0.153536 & -1.5506 & 0.062042 \tabularnewline
49 & -0.051918 & -0.5243 & 0.300588 \tabularnewline
50 & 0.027353 & 0.2762 & 0.391458 \tabularnewline
51 & -0.088887 & -0.8977 & 0.185726 \tabularnewline
52 & -0.043536 & -0.4397 & 0.330544 \tabularnewline
53 & 0.026152 & 0.2641 & 0.39611 \tabularnewline
54 & 0.093682 & 0.9461 & 0.173157 \tabularnewline
55 & 0.011941 & 0.1206 & 0.452125 \tabularnewline
56 & 0.072719 & 0.7344 & 0.232186 \tabularnewline
57 & -0.001189 & -0.012 & 0.495223 \tabularnewline
58 & 0.07005 & 0.7075 & 0.240443 \tabularnewline
59 & -0.005336 & -0.0539 & 0.478564 \tabularnewline
60 & 0.005074 & 0.0512 & 0.479614 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29677&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]0.980305[/C][C]9.9006[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.426661[/C][C]-4.3091[/C][C]1.9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.078064[/C][C]0.7884[/C][C]0.216143[/C][/ROW]
[ROW][C]4[/C][C]0.061786[/C][C]0.624[/C][C]0.267008[/C][/ROW]
[ROW][C]5[/C][C]0.057288[/C][C]0.5786[/C][C]0.282074[/C][/ROW]
[ROW][C]6[/C][C]-0.144303[/C][C]-1.4574[/C][C]0.07404[/C][/ROW]
[ROW][C]7[/C][C]-0.110183[/C][C]-1.1128[/C][C]0.134206[/C][/ROW]
[ROW][C]8[/C][C]-0.090259[/C][C]-0.9116[/C][C]0.182072[/C][/ROW]
[ROW][C]9[/C][C]-0.128466[/C][C]-1.2974[/C][C]0.098704[/C][/ROW]
[ROW][C]10[/C][C]-0.052083[/C][C]-0.526[/C][C]0.300011[/C][/ROW]
[ROW][C]11[/C][C]-0.035719[/C][C]-0.3607[/C][C]0.359519[/C][/ROW]
[ROW][C]12[/C][C]0.03609[/C][C]0.3645[/C][C]0.358122[/C][/ROW]
[ROW][C]13[/C][C]0.008783[/C][C]0.0887[/C][C]0.464747[/C][/ROW]
[ROW][C]14[/C][C]0.045477[/C][C]0.4593[/C][C]0.3235[/C][/ROW]
[ROW][C]15[/C][C]-0.095063[/C][C]-0.9601[/C][C]0.169641[/C][/ROW]
[ROW][C]16[/C][C]-0.028909[/C][C]-0.292[/C][C]0.385453[/C][/ROW]
[ROW][C]17[/C][C]0.064952[/C][C]0.656[/C][C]0.256655[/C][/ROW]
[ROW][C]18[/C][C]-0.056458[/C][C]-0.5702[/C][C]0.284897[/C][/ROW]
[ROW][C]19[/C][C]-0.051196[/C][C]-0.5171[/C][C]0.303119[/C][/ROW]
[ROW][C]20[/C][C]-0.034471[/C][C]-0.3481[/C][C]0.364225[/C][/ROW]
[ROW][C]21[/C][C]-0.10596[/C][C]-1.0701[/C][C]0.143541[/C][/ROW]
[ROW][C]22[/C][C]0.009332[/C][C]0.0942[/C][C]0.462548[/C][/ROW]
[ROW][C]23[/C][C]-0.089639[/C][C]-0.9053[/C][C]0.183718[/C][/ROW]
[ROW][C]24[/C][C]0.171733[/C][C]1.7344[/C][C]0.042932[/C][/ROW]
[ROW][C]25[/C][C]0.073806[/C][C]0.7454[/C][C]0.22887[/C][/ROW]
[ROW][C]26[/C][C]-0.080509[/C][C]-0.8131[/C][C]0.209028[/C][/ROW]
[ROW][C]27[/C][C]-0.116043[/C][C]-1.172[/C][C]0.121967[/C][/ROW]
[ROW][C]28[/C][C]-0.040359[/C][C]-0.4076[/C][C]0.34221[/C][/ROW]
[ROW][C]29[/C][C]0.034031[/C][C]0.3437[/C][C]0.36589[/C][/ROW]
[ROW][C]30[/C][C]0.033072[/C][C]0.334[/C][C]0.369529[/C][/ROW]
[ROW][C]31[/C][C]0.051755[/C][C]0.5227[/C][C]0.301157[/C][/ROW]
[ROW][C]32[/C][C]-0.117985[/C][C]-1.1916[/C][C]0.118094[/C][/ROW]
[ROW][C]33[/C][C]-0.011441[/C][C]-0.1156[/C][C]0.454118[/C][/ROW]
[ROW][C]34[/C][C]-0.062075[/C][C]-0.6269[/C][C]0.266053[/C][/ROW]
[ROW][C]35[/C][C]0.047885[/C][C]0.4836[/C][C]0.314849[/C][/ROW]
[ROW][C]36[/C][C]-0.004693[/C][C]-0.0474[/C][C]0.481146[/C][/ROW]
[ROW][C]37[/C][C]0.101774[/C][C]1.0279[/C][C]0.153222[/C][/ROW]
[ROW][C]38[/C][C]-0.052227[/C][C]-0.5275[/C][C]0.299508[/C][/ROW]
[ROW][C]39[/C][C]-0.118537[/C][C]-1.1972[/C][C]0.117009[/C][/ROW]
[ROW][C]40[/C][C]0.000398[/C][C]0.004[/C][C]0.498399[/C][/ROW]
[ROW][C]41[/C][C]-0.021168[/C][C]-0.2138[/C][C]0.415568[/C][/ROW]
[ROW][C]42[/C][C]-0.095384[/C][C]-0.9633[/C][C]0.168831[/C][/ROW]
[ROW][C]43[/C][C]-0.081234[/C][C]-0.8204[/C][C]0.206944[/C][/ROW]
[ROW][C]44[/C][C]0.020583[/C][C]0.2079[/C][C]0.417868[/C][/ROW]
[ROW][C]45[/C][C]0.106662[/C][C]1.0772[/C][C]0.141958[/C][/ROW]
[ROW][C]46[/C][C]0.039036[/C][C]0.3942[/C][C]0.347111[/C][/ROW]
[ROW][C]47[/C][C]-0.054189[/C][C]-0.5473[/C][C]0.292691[/C][/ROW]
[ROW][C]48[/C][C]-0.153536[/C][C]-1.5506[/C][C]0.062042[/C][/ROW]
[ROW][C]49[/C][C]-0.051918[/C][C]-0.5243[/C][C]0.300588[/C][/ROW]
[ROW][C]50[/C][C]0.027353[/C][C]0.2762[/C][C]0.391458[/C][/ROW]
[ROW][C]51[/C][C]-0.088887[/C][C]-0.8977[/C][C]0.185726[/C][/ROW]
[ROW][C]52[/C][C]-0.043536[/C][C]-0.4397[/C][C]0.330544[/C][/ROW]
[ROW][C]53[/C][C]0.026152[/C][C]0.2641[/C][C]0.39611[/C][/ROW]
[ROW][C]54[/C][C]0.093682[/C][C]0.9461[/C][C]0.173157[/C][/ROW]
[ROW][C]55[/C][C]0.011941[/C][C]0.1206[/C][C]0.452125[/C][/ROW]
[ROW][C]56[/C][C]0.072719[/C][C]0.7344[/C][C]0.232186[/C][/ROW]
[ROW][C]57[/C][C]-0.001189[/C][C]-0.012[/C][C]0.495223[/C][/ROW]
[ROW][C]58[/C][C]0.07005[/C][C]0.7075[/C][C]0.240443[/C][/ROW]
[ROW][C]59[/C][C]-0.005336[/C][C]-0.0539[/C][C]0.478564[/C][/ROW]
[ROW][C]60[/C][C]0.005074[/C][C]0.0512[/C][C]0.479614[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29677&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29677&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	0.980305	9.9006	0
2	-0.426661	-4.3091	1.9e-05
3	0.078064	0.7884	0.216143
4	0.061786	0.624	0.267008
5	0.057288	0.5786	0.282074
6	-0.144303	-1.4574	0.07404
7	-0.110183	-1.1128	0.134206
8	-0.090259	-0.9116	0.182072
9	-0.128466	-1.2974	0.098704
10	-0.052083	-0.526	0.300011
11	-0.035719	-0.3607	0.359519
12	0.03609	0.3645	0.358122
13	0.008783	0.0887	0.464747
14	0.045477	0.4593	0.3235
15	-0.095063	-0.9601	0.169641
16	-0.028909	-0.292	0.385453
17	0.064952	0.656	0.256655
18	-0.056458	-0.5702	0.284897
19	-0.051196	-0.5171	0.303119
20	-0.034471	-0.3481	0.364225
21	-0.10596	-1.0701	0.143541
22	0.009332	0.0942	0.462548
23	-0.089639	-0.9053	0.183718
24	0.171733	1.7344	0.042932
25	0.073806	0.7454	0.22887
26	-0.080509	-0.8131	0.209028
27	-0.116043	-1.172	0.121967
28	-0.040359	-0.4076	0.34221
29	0.034031	0.3437	0.36589
30	0.033072	0.334	0.369529
31	0.051755	0.5227	0.301157
32	-0.117985	-1.1916	0.118094
33	-0.011441	-0.1156	0.454118
34	-0.062075	-0.6269	0.266053
35	0.047885	0.4836	0.314849
36	-0.004693	-0.0474	0.481146
37	0.101774	1.0279	0.153222
38	-0.052227	-0.5275	0.299508
39	-0.118537	-1.1972	0.117009
40	0.000398	0.004	0.498399
41	-0.021168	-0.2138	0.415568
42	-0.095384	-0.9633	0.168831
43	-0.081234	-0.8204	0.206944
44	0.020583	0.2079	0.417868
45	0.106662	1.0772	0.141958
46	0.039036	0.3942	0.347111
47	-0.054189	-0.5473	0.292691
48	-0.153536	-1.5506	0.062042
49	-0.051918	-0.5243	0.300588
50	0.027353	0.2762	0.391458
51	-0.088887	-0.8977	0.185726
52	-0.043536	-0.4397	0.330544
53	0.026152	0.2641	0.39611
54	0.093682	0.9461	0.173157
55	0.011941	0.1206	0.452125
56	0.072719	0.7344	0.232186
57	-0.001189	-0.012	0.495223
58	0.07005	0.7075	0.240443
59	-0.005336	-0.0539	0.478564
60	0.005074	0.0512	0.479614

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