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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

Tue, 09 Dec 2008 13:05:54 -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/09/t1228853210j7383dacvs5wmi3.htm/, Retrieved Fri, 17 May 2024 01:41:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31764, Retrieved Fri, 17 May 2024 01:41:13 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

179

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   [Standard Deviation-Mean Plot] [Identification an...] [2008-12-04 19:58:38] [063e4b67ad7d3a8a83eccec794cd5aa7]
F    D    [Standard Deviation-Mean Plot] [Eigen tijdreeks SMP] [2008-12-06 14:17:16] [063e4b67ad7d3a8a83eccec794cd5aa7]
- RMPD        [(Partial) Autocorrelation Function] [] [2008-12-09 20:05:54] [428345b1a3979ee2ad6751f9aac15fbb] [Current]

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Dataseries X:

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Histogram

Boxplots

5,7
5,7
5,6
5,8
5,6
5,6
5,6
5,5
5,4
5,4
5,5
5,4
5,4
5,2
5,4
5,2
5,1
5,1
5,0
5,0
4,9
5,1
5,0
5,0
4,8
4,7
4,7
4,7
4,7
4,7
4,6
4,7
4,7
4,5
4,4
4,5
4,4
4,6
4,5
4,4
4,5
4,5
4,6
4,7
4,7
4,7
4,8
4,7
5,0
4,9
4,8
5,1
5,0
5,5
5,5
5,7
6,1
6,1
6,5
6,7

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31764&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]0 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=31764&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31764&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	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.250269	-1.9223	0.029697
2	0.240159	1.8447	0.035051
3	0.19913	1.5295	0.065737
4	-0.127893	-0.9824	0.164966
5	0.393059	3.0191	0.00187
6	0.01999	0.1535	0.439246
7	0.054181	0.4162	0.339397
8	0.124539	0.9566	0.171335
9	0.085094	0.6536	0.257949
10	-0.032404	-0.2489	0.402151
11	0.320954	2.4653	0.008309
12	-0.122925	-0.9442	0.174457
13	0.030107	0.2313	0.408959
14	0.148476	1.1405	0.12935
15	-0.158144	-1.2147	0.114655
16	0.258033	1.982	0.026072
17	-0.080613	-0.6192	0.269085
18	0.012307	0.0945	0.462503
19	-0.052991	-0.407	0.342728
20	-0.083254	-0.6395	0.262491
21	0.058622	0.4503	0.327079
22	-0.062864	-0.4829	0.315489
23	-0.015511	-0.1191	0.452784
24	-0.14165	-1.088	0.140503
25	0.020298	0.1559	0.438319
26	-0.069863	-0.5366	0.296771
27	-0.003477	-0.0267	0.489392
28	-0.062046	-0.4766	0.317709
29	-0.120246	-0.9236	0.179722
30	-0.013027	-0.1001	0.460316
31	-0.138263	-1.062	0.146278
32	0.093116	0.7152	0.238641
33	-0.227077	-1.7442	0.043165
34	0.09459	0.7266	0.235184
35	-0.136251	-1.0466	0.149785
36	-0.100083	-0.7687	0.222554
37	0.04421	0.3396	0.367689
38	-0.152655	-1.1726	0.122841
39	0.051107	0.3926	0.348028
40	-0.159437	-1.2247	0.112786
41	-0.023168	-0.178	0.429682
42	-0.042551	-0.3268	0.372472
43	-0.034485	-0.2649	0.396009
44	-0.070637	-0.5426	0.294735
45	0.002839	0.0218	0.491338
46	-0.047951	-0.3683	0.356977
47	-0.072574	-0.5575	0.289663
48	0.029495	0.2266	0.410776
49	-0.095507	-0.7336	0.233049
50	0.034343	0.2638	0.39643
51	-0.065143	-0.5004	0.309336
52	-0.023813	-0.1829	0.427746
53	0.015305	0.1176	0.453407
54	-0.041382	-0.3179	0.375855
55	0.009689	0.0744	0.470464
56	-0.004284	-0.0329	0.486931
57	-0.006612	-0.0508	0.479833
58	-0.000593	-0.0046	0.498191
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.250269 & -1.9223 & 0.029697 \tabularnewline
2 & 0.240159 & 1.8447 & 0.035051 \tabularnewline
3 & 0.19913 & 1.5295 & 0.065737 \tabularnewline
4 & -0.127893 & -0.9824 & 0.164966 \tabularnewline
5 & 0.393059 & 3.0191 & 0.00187 \tabularnewline
6 & 0.01999 & 0.1535 & 0.439246 \tabularnewline
7 & 0.054181 & 0.4162 & 0.339397 \tabularnewline
8 & 0.124539 & 0.9566 & 0.171335 \tabularnewline
9 & 0.085094 & 0.6536 & 0.257949 \tabularnewline
10 & -0.032404 & -0.2489 & 0.402151 \tabularnewline
11 & 0.320954 & 2.4653 & 0.008309 \tabularnewline
12 & -0.122925 & -0.9442 & 0.174457 \tabularnewline
13 & 0.030107 & 0.2313 & 0.408959 \tabularnewline
14 & 0.148476 & 1.1405 & 0.12935 \tabularnewline
15 & -0.158144 & -1.2147 & 0.114655 \tabularnewline
16 & 0.258033 & 1.982 & 0.026072 \tabularnewline
17 & -0.080613 & -0.6192 & 0.269085 \tabularnewline
18 & 0.012307 & 0.0945 & 0.462503 \tabularnewline
19 & -0.052991 & -0.407 & 0.342728 \tabularnewline
20 & -0.083254 & -0.6395 & 0.262491 \tabularnewline
21 & 0.058622 & 0.4503 & 0.327079 \tabularnewline
22 & -0.062864 & -0.4829 & 0.315489 \tabularnewline
23 & -0.015511 & -0.1191 & 0.452784 \tabularnewline
24 & -0.14165 & -1.088 & 0.140503 \tabularnewline
25 & 0.020298 & 0.1559 & 0.438319 \tabularnewline
26 & -0.069863 & -0.5366 & 0.296771 \tabularnewline
27 & -0.003477 & -0.0267 & 0.489392 \tabularnewline
28 & -0.062046 & -0.4766 & 0.317709 \tabularnewline
29 & -0.120246 & -0.9236 & 0.179722 \tabularnewline
30 & -0.013027 & -0.1001 & 0.460316 \tabularnewline
31 & -0.138263 & -1.062 & 0.146278 \tabularnewline
32 & 0.093116 & 0.7152 & 0.238641 \tabularnewline
33 & -0.227077 & -1.7442 & 0.043165 \tabularnewline
34 & 0.09459 & 0.7266 & 0.235184 \tabularnewline
35 & -0.136251 & -1.0466 & 0.149785 \tabularnewline
36 & -0.100083 & -0.7687 & 0.222554 \tabularnewline
37 & 0.04421 & 0.3396 & 0.367689 \tabularnewline
38 & -0.152655 & -1.1726 & 0.122841 \tabularnewline
39 & 0.051107 & 0.3926 & 0.348028 \tabularnewline
40 & -0.159437 & -1.2247 & 0.112786 \tabularnewline
41 & -0.023168 & -0.178 & 0.429682 \tabularnewline
42 & -0.042551 & -0.3268 & 0.372472 \tabularnewline
43 & -0.034485 & -0.2649 & 0.396009 \tabularnewline
44 & -0.070637 & -0.5426 & 0.294735 \tabularnewline
45 & 0.002839 & 0.0218 & 0.491338 \tabularnewline
46 & -0.047951 & -0.3683 & 0.356977 \tabularnewline
47 & -0.072574 & -0.5575 & 0.289663 \tabularnewline
48 & 0.029495 & 0.2266 & 0.410776 \tabularnewline
49 & -0.095507 & -0.7336 & 0.233049 \tabularnewline
50 & 0.034343 & 0.2638 & 0.39643 \tabularnewline
51 & -0.065143 & -0.5004 & 0.309336 \tabularnewline
52 & -0.023813 & -0.1829 & 0.427746 \tabularnewline
53 & 0.015305 & 0.1176 & 0.453407 \tabularnewline
54 & -0.041382 & -0.3179 & 0.375855 \tabularnewline
55 & 0.009689 & 0.0744 & 0.470464 \tabularnewline
56 & -0.004284 & -0.0329 & 0.486931 \tabularnewline
57 & -0.006612 & -0.0508 & 0.479833 \tabularnewline
58 & -0.000593 & -0.0046 & 0.498191 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31764&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]-0.250269[/C][C]-1.9223[/C][C]0.029697[/C][/ROW]
[ROW][C]2[/C][C]0.240159[/C][C]1.8447[/C][C]0.035051[/C][/ROW]
[ROW][C]3[/C][C]0.19913[/C][C]1.5295[/C][C]0.065737[/C][/ROW]
[ROW][C]4[/C][C]-0.127893[/C][C]-0.9824[/C][C]0.164966[/C][/ROW]
[ROW][C]5[/C][C]0.393059[/C][C]3.0191[/C][C]0.00187[/C][/ROW]
[ROW][C]6[/C][C]0.01999[/C][C]0.1535[/C][C]0.439246[/C][/ROW]
[ROW][C]7[/C][C]0.054181[/C][C]0.4162[/C][C]0.339397[/C][/ROW]
[ROW][C]8[/C][C]0.124539[/C][C]0.9566[/C][C]0.171335[/C][/ROW]
[ROW][C]9[/C][C]0.085094[/C][C]0.6536[/C][C]0.257949[/C][/ROW]
[ROW][C]10[/C][C]-0.032404[/C][C]-0.2489[/C][C]0.402151[/C][/ROW]
[ROW][C]11[/C][C]0.320954[/C][C]2.4653[/C][C]0.008309[/C][/ROW]
[ROW][C]12[/C][C]-0.122925[/C][C]-0.9442[/C][C]0.174457[/C][/ROW]
[ROW][C]13[/C][C]0.030107[/C][C]0.2313[/C][C]0.408959[/C][/ROW]
[ROW][C]14[/C][C]0.148476[/C][C]1.1405[/C][C]0.12935[/C][/ROW]
[ROW][C]15[/C][C]-0.158144[/C][C]-1.2147[/C][C]0.114655[/C][/ROW]
[ROW][C]16[/C][C]0.258033[/C][C]1.982[/C][C]0.026072[/C][/ROW]
[ROW][C]17[/C][C]-0.080613[/C][C]-0.6192[/C][C]0.269085[/C][/ROW]
[ROW][C]18[/C][C]0.012307[/C][C]0.0945[/C][C]0.462503[/C][/ROW]
[ROW][C]19[/C][C]-0.052991[/C][C]-0.407[/C][C]0.342728[/C][/ROW]
[ROW][C]20[/C][C]-0.083254[/C][C]-0.6395[/C][C]0.262491[/C][/ROW]
[ROW][C]21[/C][C]0.058622[/C][C]0.4503[/C][C]0.327079[/C][/ROW]
[ROW][C]22[/C][C]-0.062864[/C][C]-0.4829[/C][C]0.315489[/C][/ROW]
[ROW][C]23[/C][C]-0.015511[/C][C]-0.1191[/C][C]0.452784[/C][/ROW]
[ROW][C]24[/C][C]-0.14165[/C][C]-1.088[/C][C]0.140503[/C][/ROW]
[ROW][C]25[/C][C]0.020298[/C][C]0.1559[/C][C]0.438319[/C][/ROW]
[ROW][C]26[/C][C]-0.069863[/C][C]-0.5366[/C][C]0.296771[/C][/ROW]
[ROW][C]27[/C][C]-0.003477[/C][C]-0.0267[/C][C]0.489392[/C][/ROW]
[ROW][C]28[/C][C]-0.062046[/C][C]-0.4766[/C][C]0.317709[/C][/ROW]
[ROW][C]29[/C][C]-0.120246[/C][C]-0.9236[/C][C]0.179722[/C][/ROW]
[ROW][C]30[/C][C]-0.013027[/C][C]-0.1001[/C][C]0.460316[/C][/ROW]
[ROW][C]31[/C][C]-0.138263[/C][C]-1.062[/C][C]0.146278[/C][/ROW]
[ROW][C]32[/C][C]0.093116[/C][C]0.7152[/C][C]0.238641[/C][/ROW]
[ROW][C]33[/C][C]-0.227077[/C][C]-1.7442[/C][C]0.043165[/C][/ROW]
[ROW][C]34[/C][C]0.09459[/C][C]0.7266[/C][C]0.235184[/C][/ROW]
[ROW][C]35[/C][C]-0.136251[/C][C]-1.0466[/C][C]0.149785[/C][/ROW]
[ROW][C]36[/C][C]-0.100083[/C][C]-0.7687[/C][C]0.222554[/C][/ROW]
[ROW][C]37[/C][C]0.04421[/C][C]0.3396[/C][C]0.367689[/C][/ROW]
[ROW][C]38[/C][C]-0.152655[/C][C]-1.1726[/C][C]0.122841[/C][/ROW]
[ROW][C]39[/C][C]0.051107[/C][C]0.3926[/C][C]0.348028[/C][/ROW]
[ROW][C]40[/C][C]-0.159437[/C][C]-1.2247[/C][C]0.112786[/C][/ROW]
[ROW][C]41[/C][C]-0.023168[/C][C]-0.178[/C][C]0.429682[/C][/ROW]
[ROW][C]42[/C][C]-0.042551[/C][C]-0.3268[/C][C]0.372472[/C][/ROW]
[ROW][C]43[/C][C]-0.034485[/C][C]-0.2649[/C][C]0.396009[/C][/ROW]
[ROW][C]44[/C][C]-0.070637[/C][C]-0.5426[/C][C]0.294735[/C][/ROW]
[ROW][C]45[/C][C]0.002839[/C][C]0.0218[/C][C]0.491338[/C][/ROW]
[ROW][C]46[/C][C]-0.047951[/C][C]-0.3683[/C][C]0.356977[/C][/ROW]
[ROW][C]47[/C][C]-0.072574[/C][C]-0.5575[/C][C]0.289663[/C][/ROW]
[ROW][C]48[/C][C]0.029495[/C][C]0.2266[/C][C]0.410776[/C][/ROW]
[ROW][C]49[/C][C]-0.095507[/C][C]-0.7336[/C][C]0.233049[/C][/ROW]
[ROW][C]50[/C][C]0.034343[/C][C]0.2638[/C][C]0.39643[/C][/ROW]
[ROW][C]51[/C][C]-0.065143[/C][C]-0.5004[/C][C]0.309336[/C][/ROW]
[ROW][C]52[/C][C]-0.023813[/C][C]-0.1829[/C][C]0.427746[/C][/ROW]
[ROW][C]53[/C][C]0.015305[/C][C]0.1176[/C][C]0.453407[/C][/ROW]
[ROW][C]54[/C][C]-0.041382[/C][C]-0.3179[/C][C]0.375855[/C][/ROW]
[ROW][C]55[/C][C]0.009689[/C][C]0.0744[/C][C]0.470464[/C][/ROW]
[ROW][C]56[/C][C]-0.004284[/C][C]-0.0329[/C][C]0.486931[/C][/ROW]
[ROW][C]57[/C][C]-0.006612[/C][C]-0.0508[/C][C]0.479833[/C][/ROW]
[ROW][C]58[/C][C]-0.000593[/C][C]-0.0046[/C][C]0.498191[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31764&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31764&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	-0.250269	-1.9223	0.029697
2	0.240159	1.8447	0.035051
3	0.19913	1.5295	0.065737
4	-0.127893	-0.9824	0.164966
5	0.393059	3.0191	0.00187
6	0.01999	0.1535	0.439246
7	0.054181	0.4162	0.339397
8	0.124539	0.9566	0.171335
9	0.085094	0.6536	0.257949
10	-0.032404	-0.2489	0.402151
11	0.320954	2.4653	0.008309
12	-0.122925	-0.9442	0.174457
13	0.030107	0.2313	0.408959
14	0.148476	1.1405	0.12935
15	-0.158144	-1.2147	0.114655
16	0.258033	1.982	0.026072
17	-0.080613	-0.6192	0.269085
18	0.012307	0.0945	0.462503
19	-0.052991	-0.407	0.342728
20	-0.083254	-0.6395	0.262491
21	0.058622	0.4503	0.327079
22	-0.062864	-0.4829	0.315489
23	-0.015511	-0.1191	0.452784
24	-0.14165	-1.088	0.140503
25	0.020298	0.1559	0.438319
26	-0.069863	-0.5366	0.296771
27	-0.003477	-0.0267	0.489392
28	-0.062046	-0.4766	0.317709
29	-0.120246	-0.9236	0.179722
30	-0.013027	-0.1001	0.460316
31	-0.138263	-1.062	0.146278
32	0.093116	0.7152	0.238641
33	-0.227077	-1.7442	0.043165
34	0.09459	0.7266	0.235184
35	-0.136251	-1.0466	0.149785
36	-0.100083	-0.7687	0.222554
37	0.04421	0.3396	0.367689
38	-0.152655	-1.1726	0.122841
39	0.051107	0.3926	0.348028
40	-0.159437	-1.2247	0.112786
41	-0.023168	-0.178	0.429682
42	-0.042551	-0.3268	0.372472
43	-0.034485	-0.2649	0.396009
44	-0.070637	-0.5426	0.294735
45	0.002839	0.0218	0.491338
46	-0.047951	-0.3683	0.356977
47	-0.072574	-0.5575	0.289663
48	0.029495	0.2266	0.410776
49	-0.095507	-0.7336	0.233049
50	0.034343	0.2638	0.39643
51	-0.065143	-0.5004	0.309336
52	-0.023813	-0.1829	0.427746
53	0.015305	0.1176	0.453407
54	-0.041382	-0.3179	0.375855
55	0.009689	0.0744	0.470464
56	-0.004284	-0.0329	0.486931
57	-0.006612	-0.0508	0.479833
58	-0.000593	-0.0046	0.498191
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.250269	-1.9223	0.029697
2	0.189387	1.4547	0.075525
3	0.326695	2.5094	0.00743
4	-0.067898	-0.5215	0.301974
5	0.269468	2.0698	0.021428
6	0.206169	1.5836	0.059314
7	-0.009945	-0.0764	0.469683
8	-0.080111	-0.6153	0.270347
9	0.151948	1.1671	0.123925
10	-0.135442	-1.0403	0.151211
11	0.200802	1.5424	0.064163
12	-0.020928	-0.1607	0.436421
13	-0.156321	-1.2007	0.117329
14	-0.027053	-0.2078	0.418051
15	-0.000638	-0.0049	0.498053
16	0.01651	0.1268	0.449758
17	-0.011653	-0.0895	0.464491
18	0.033068	0.254	0.40019
19	-0.222856	-1.7118	0.046094
20	-0.156779	-1.2042	0.116652
21	0.068339	0.5249	0.300803
22	-0.065512	-0.5032	0.308346
23	-0.045082	-0.3463	0.365183
24	-0.02314	-0.1777	0.429767
25	-0.006481	-0.0498	0.480232
26	0.010088	0.0775	0.469249
27	0.036928	0.2836	0.388837
28	-0.023499	-0.1805	0.42869
29	-0.061199	-0.4701	0.320016
30	0.05341	0.4102	0.341554
31	-0.063261	-0.4859	0.314413
32	0.051147	0.3929	0.347917
33	-0.120863	-0.9284	0.1785
34	0.124118	0.9534	0.172146
35	0.015423	0.1185	0.453051
36	-0.053118	-0.408	0.342372
37	-0.074661	-0.5735	0.28425
38	0.047558	0.3653	0.358096
39	-0.025164	-0.1933	0.423698
40	-0.081144	-0.6233	0.267752
41	-0.011745	-0.0902	0.464211
42	0.009772	0.0751	0.470209
43	-0.091683	-0.7042	0.24203
44	0.006815	0.0523	0.479213
45	0.07758	0.5959	0.276759
46	-0.008537	-0.0656	0.47397
47	-0.000843	-0.0065	0.497429
48	-0.064735	-0.4972	0.310436
49	-0.00428	-0.0329	0.486942
50	-0.014139	-0.1086	0.456944
51	0.018194	0.1398	0.444667
52	-0.045416	-0.3488	0.364222
53	0.016002	0.1229	0.451297
54	0.062851	0.4828	0.315524
55	-0.050485	-0.3878	0.349785
56	0.003557	0.0273	0.489146
57	0.043584	0.3348	0.36949
58	0.029183	0.2242	0.411704
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.250269 & -1.9223 & 0.029697 \tabularnewline
2 & 0.189387 & 1.4547 & 0.075525 \tabularnewline
3 & 0.326695 & 2.5094 & 0.00743 \tabularnewline
4 & -0.067898 & -0.5215 & 0.301974 \tabularnewline
5 & 0.269468 & 2.0698 & 0.021428 \tabularnewline
6 & 0.206169 & 1.5836 & 0.059314 \tabularnewline
7 & -0.009945 & -0.0764 & 0.469683 \tabularnewline
8 & -0.080111 & -0.6153 & 0.270347 \tabularnewline
9 & 0.151948 & 1.1671 & 0.123925 \tabularnewline
10 & -0.135442 & -1.0403 & 0.151211 \tabularnewline
11 & 0.200802 & 1.5424 & 0.064163 \tabularnewline
12 & -0.020928 & -0.1607 & 0.436421 \tabularnewline
13 & -0.156321 & -1.2007 & 0.117329 \tabularnewline
14 & -0.027053 & -0.2078 & 0.418051 \tabularnewline
15 & -0.000638 & -0.0049 & 0.498053 \tabularnewline
16 & 0.01651 & 0.1268 & 0.449758 \tabularnewline
17 & -0.011653 & -0.0895 & 0.464491 \tabularnewline
18 & 0.033068 & 0.254 & 0.40019 \tabularnewline
19 & -0.222856 & -1.7118 & 0.046094 \tabularnewline
20 & -0.156779 & -1.2042 & 0.116652 \tabularnewline
21 & 0.068339 & 0.5249 & 0.300803 \tabularnewline
22 & -0.065512 & -0.5032 & 0.308346 \tabularnewline
23 & -0.045082 & -0.3463 & 0.365183 \tabularnewline
24 & -0.02314 & -0.1777 & 0.429767 \tabularnewline
25 & -0.006481 & -0.0498 & 0.480232 \tabularnewline
26 & 0.010088 & 0.0775 & 0.469249 \tabularnewline
27 & 0.036928 & 0.2836 & 0.388837 \tabularnewline
28 & -0.023499 & -0.1805 & 0.42869 \tabularnewline
29 & -0.061199 & -0.4701 & 0.320016 \tabularnewline
30 & 0.05341 & 0.4102 & 0.341554 \tabularnewline
31 & -0.063261 & -0.4859 & 0.314413 \tabularnewline
32 & 0.051147 & 0.3929 & 0.347917 \tabularnewline
33 & -0.120863 & -0.9284 & 0.1785 \tabularnewline
34 & 0.124118 & 0.9534 & 0.172146 \tabularnewline
35 & 0.015423 & 0.1185 & 0.453051 \tabularnewline
36 & -0.053118 & -0.408 & 0.342372 \tabularnewline
37 & -0.074661 & -0.5735 & 0.28425 \tabularnewline
38 & 0.047558 & 0.3653 & 0.358096 \tabularnewline
39 & -0.025164 & -0.1933 & 0.423698 \tabularnewline
40 & -0.081144 & -0.6233 & 0.267752 \tabularnewline
41 & -0.011745 & -0.0902 & 0.464211 \tabularnewline
42 & 0.009772 & 0.0751 & 0.470209 \tabularnewline
43 & -0.091683 & -0.7042 & 0.24203 \tabularnewline
44 & 0.006815 & 0.0523 & 0.479213 \tabularnewline
45 & 0.07758 & 0.5959 & 0.276759 \tabularnewline
46 & -0.008537 & -0.0656 & 0.47397 \tabularnewline
47 & -0.000843 & -0.0065 & 0.497429 \tabularnewline
48 & -0.064735 & -0.4972 & 0.310436 \tabularnewline
49 & -0.00428 & -0.0329 & 0.486942 \tabularnewline
50 & -0.014139 & -0.1086 & 0.456944 \tabularnewline
51 & 0.018194 & 0.1398 & 0.444667 \tabularnewline
52 & -0.045416 & -0.3488 & 0.364222 \tabularnewline
53 & 0.016002 & 0.1229 & 0.451297 \tabularnewline
54 & 0.062851 & 0.4828 & 0.315524 \tabularnewline
55 & -0.050485 & -0.3878 & 0.349785 \tabularnewline
56 & 0.003557 & 0.0273 & 0.489146 \tabularnewline
57 & 0.043584 & 0.3348 & 0.36949 \tabularnewline
58 & 0.029183 & 0.2242 & 0.411704 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31764&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]-0.250269[/C][C]-1.9223[/C][C]0.029697[/C][/ROW]
[ROW][C]2[/C][C]0.189387[/C][C]1.4547[/C][C]0.075525[/C][/ROW]
[ROW][C]3[/C][C]0.326695[/C][C]2.5094[/C][C]0.00743[/C][/ROW]
[ROW][C]4[/C][C]-0.067898[/C][C]-0.5215[/C][C]0.301974[/C][/ROW]
[ROW][C]5[/C][C]0.269468[/C][C]2.0698[/C][C]0.021428[/C][/ROW]
[ROW][C]6[/C][C]0.206169[/C][C]1.5836[/C][C]0.059314[/C][/ROW]
[ROW][C]7[/C][C]-0.009945[/C][C]-0.0764[/C][C]0.469683[/C][/ROW]
[ROW][C]8[/C][C]-0.080111[/C][C]-0.6153[/C][C]0.270347[/C][/ROW]
[ROW][C]9[/C][C]0.151948[/C][C]1.1671[/C][C]0.123925[/C][/ROW]
[ROW][C]10[/C][C]-0.135442[/C][C]-1.0403[/C][C]0.151211[/C][/ROW]
[ROW][C]11[/C][C]0.200802[/C][C]1.5424[/C][C]0.064163[/C][/ROW]
[ROW][C]12[/C][C]-0.020928[/C][C]-0.1607[/C][C]0.436421[/C][/ROW]
[ROW][C]13[/C][C]-0.156321[/C][C]-1.2007[/C][C]0.117329[/C][/ROW]
[ROW][C]14[/C][C]-0.027053[/C][C]-0.2078[/C][C]0.418051[/C][/ROW]
[ROW][C]15[/C][C]-0.000638[/C][C]-0.0049[/C][C]0.498053[/C][/ROW]
[ROW][C]16[/C][C]0.01651[/C][C]0.1268[/C][C]0.449758[/C][/ROW]
[ROW][C]17[/C][C]-0.011653[/C][C]-0.0895[/C][C]0.464491[/C][/ROW]
[ROW][C]18[/C][C]0.033068[/C][C]0.254[/C][C]0.40019[/C][/ROW]
[ROW][C]19[/C][C]-0.222856[/C][C]-1.7118[/C][C]0.046094[/C][/ROW]
[ROW][C]20[/C][C]-0.156779[/C][C]-1.2042[/C][C]0.116652[/C][/ROW]
[ROW][C]21[/C][C]0.068339[/C][C]0.5249[/C][C]0.300803[/C][/ROW]
[ROW][C]22[/C][C]-0.065512[/C][C]-0.5032[/C][C]0.308346[/C][/ROW]
[ROW][C]23[/C][C]-0.045082[/C][C]-0.3463[/C][C]0.365183[/C][/ROW]
[ROW][C]24[/C][C]-0.02314[/C][C]-0.1777[/C][C]0.429767[/C][/ROW]
[ROW][C]25[/C][C]-0.006481[/C][C]-0.0498[/C][C]0.480232[/C][/ROW]
[ROW][C]26[/C][C]0.010088[/C][C]0.0775[/C][C]0.469249[/C][/ROW]
[ROW][C]27[/C][C]0.036928[/C][C]0.2836[/C][C]0.388837[/C][/ROW]
[ROW][C]28[/C][C]-0.023499[/C][C]-0.1805[/C][C]0.42869[/C][/ROW]
[ROW][C]29[/C][C]-0.061199[/C][C]-0.4701[/C][C]0.320016[/C][/ROW]
[ROW][C]30[/C][C]0.05341[/C][C]0.4102[/C][C]0.341554[/C][/ROW]
[ROW][C]31[/C][C]-0.063261[/C][C]-0.4859[/C][C]0.314413[/C][/ROW]
[ROW][C]32[/C][C]0.051147[/C][C]0.3929[/C][C]0.347917[/C][/ROW]
[ROW][C]33[/C][C]-0.120863[/C][C]-0.9284[/C][C]0.1785[/C][/ROW]
[ROW][C]34[/C][C]0.124118[/C][C]0.9534[/C][C]0.172146[/C][/ROW]
[ROW][C]35[/C][C]0.015423[/C][C]0.1185[/C][C]0.453051[/C][/ROW]
[ROW][C]36[/C][C]-0.053118[/C][C]-0.408[/C][C]0.342372[/C][/ROW]
[ROW][C]37[/C][C]-0.074661[/C][C]-0.5735[/C][C]0.28425[/C][/ROW]
[ROW][C]38[/C][C]0.047558[/C][C]0.3653[/C][C]0.358096[/C][/ROW]
[ROW][C]39[/C][C]-0.025164[/C][C]-0.1933[/C][C]0.423698[/C][/ROW]
[ROW][C]40[/C][C]-0.081144[/C][C]-0.6233[/C][C]0.267752[/C][/ROW]
[ROW][C]41[/C][C]-0.011745[/C][C]-0.0902[/C][C]0.464211[/C][/ROW]
[ROW][C]42[/C][C]0.009772[/C][C]0.0751[/C][C]0.470209[/C][/ROW]
[ROW][C]43[/C][C]-0.091683[/C][C]-0.7042[/C][C]0.24203[/C][/ROW]
[ROW][C]44[/C][C]0.006815[/C][C]0.0523[/C][C]0.479213[/C][/ROW]
[ROW][C]45[/C][C]0.07758[/C][C]0.5959[/C][C]0.276759[/C][/ROW]
[ROW][C]46[/C][C]-0.008537[/C][C]-0.0656[/C][C]0.47397[/C][/ROW]
[ROW][C]47[/C][C]-0.000843[/C][C]-0.0065[/C][C]0.497429[/C][/ROW]
[ROW][C]48[/C][C]-0.064735[/C][C]-0.4972[/C][C]0.310436[/C][/ROW]
[ROW][C]49[/C][C]-0.00428[/C][C]-0.0329[/C][C]0.486942[/C][/ROW]
[ROW][C]50[/C][C]-0.014139[/C][C]-0.1086[/C][C]0.456944[/C][/ROW]
[ROW][C]51[/C][C]0.018194[/C][C]0.1398[/C][C]0.444667[/C][/ROW]
[ROW][C]52[/C][C]-0.045416[/C][C]-0.3488[/C][C]0.364222[/C][/ROW]
[ROW][C]53[/C][C]0.016002[/C][C]0.1229[/C][C]0.451297[/C][/ROW]
[ROW][C]54[/C][C]0.062851[/C][C]0.4828[/C][C]0.315524[/C][/ROW]
[ROW][C]55[/C][C]-0.050485[/C][C]-0.3878[/C][C]0.349785[/C][/ROW]
[ROW][C]56[/C][C]0.003557[/C][C]0.0273[/C][C]0.489146[/C][/ROW]
[ROW][C]57[/C][C]0.043584[/C][C]0.3348[/C][C]0.36949[/C][/ROW]
[ROW][C]58[/C][C]0.029183[/C][C]0.2242[/C][C]0.411704[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31764&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31764&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	-0.250269	-1.9223	0.029697
2	0.189387	1.4547	0.075525
3	0.326695	2.5094	0.00743
4	-0.067898	-0.5215	0.301974
5	0.269468	2.0698	0.021428
6	0.206169	1.5836	0.059314
7	-0.009945	-0.0764	0.469683
8	-0.080111	-0.6153	0.270347
9	0.151948	1.1671	0.123925
10	-0.135442	-1.0403	0.151211
11	0.200802	1.5424	0.064163
12	-0.020928	-0.1607	0.436421
13	-0.156321	-1.2007	0.117329
14	-0.027053	-0.2078	0.418051
15	-0.000638	-0.0049	0.498053
16	0.01651	0.1268	0.449758
17	-0.011653	-0.0895	0.464491
18	0.033068	0.254	0.40019
19	-0.222856	-1.7118	0.046094
20	-0.156779	-1.2042	0.116652
21	0.068339	0.5249	0.300803
22	-0.065512	-0.5032	0.308346
23	-0.045082	-0.3463	0.365183
24	-0.02314	-0.1777	0.429767
25	-0.006481	-0.0498	0.480232
26	0.010088	0.0775	0.469249
27	0.036928	0.2836	0.388837
28	-0.023499	-0.1805	0.42869
29	-0.061199	-0.4701	0.320016
30	0.05341	0.4102	0.341554
31	-0.063261	-0.4859	0.314413
32	0.051147	0.3929	0.347917
33	-0.120863	-0.9284	0.1785
34	0.124118	0.9534	0.172146
35	0.015423	0.1185	0.453051
36	-0.053118	-0.408	0.342372
37	-0.074661	-0.5735	0.28425
38	0.047558	0.3653	0.358096
39	-0.025164	-0.1933	0.423698
40	-0.081144	-0.6233	0.267752
41	-0.011745	-0.0902	0.464211
42	0.009772	0.0751	0.470209
43	-0.091683	-0.7042	0.24203
44	0.006815	0.0523	0.479213
45	0.07758	0.5959	0.276759
46	-0.008537	-0.0656	0.47397
47	-0.000843	-0.0065	0.497429
48	-0.064735	-0.4972	0.310436
49	-0.00428	-0.0329	0.486942
50	-0.014139	-0.1086	0.456944
51	0.018194	0.1398	0.444667
52	-0.045416	-0.3488	0.364222
53	0.016002	0.1229	0.451297
54	0.062851	0.4828	0.315524
55	-0.050485	-0.3878	0.349785
56	0.003557	0.0273	0.489146
57	0.043584	0.3348	0.36949
58	0.029183	0.2242	0.411704
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -2.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -2.0 ; par3 = 1 ; 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