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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, 13 Dec 2008 05:59:53 -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/13/t12291733077gfsaxzt6ggwgs3.htm/, Retrieved Fri, 17 May 2024 05:46:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33041, Retrieved Fri, 17 May 2024 05:46:23 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

jenske_cole@hotmail.com

Estimated Impact

195

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

F     [Bivariate Kernel Density Estimation] [Various EDA Topic...] [2008-11-12 13:37:39] [8094ad203a218aaca2d1cea2c78c2d6e]
F    D  [Bivariate Kernel Density Estimation] [opdracht3 blok8 q...] [2008-11-12 17:51:49] [975daa21de49eaf4d491226310243f5a]
- RMPD    [(Partial) Autocorrelation Function] [paper autocorrela...] [2008-12-13 12:23:36] [975daa21de49eaf4d491226310243f5a]
-             [(Partial) Autocorrelation Function] [paper autocorrela...] [2008-12-13 12:59:53] [120dfa2440e51a0cfc0f5296bc5d7460] [Current]
- RM            [ARIMA Backward Selection] [paper backward goe] [2008-12-13 13:24:53] [975daa21de49eaf4d491226310243f5a] 
-   P             [ARIMA Backward Selection] [paper backward......] [2008-12-17 14:15:55] [975daa21de49eaf4d491226310243f5a] 
-   P           [(Partial) Autocorrelation Function] [paper autocorrela...] [2008-12-17 14:11:49] [975daa21de49eaf4d491226310243f5a] 

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Dataseries X:

Download CSV

Histogram

Boxplots

7.6
7.4
7.3
7.1
6.9
6.8
7.5
7.6
7.8
8
8.1
8.2
8.3
8.2
8
7.9
7.6
7.6
8.2
8.3
8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9
6.8
6.7

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33041&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33041&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33041&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.47613	3.955	9.1e-05
2	-0.104949	-0.8718	0.193177
3	-0.566696	-4.7073	6e-06
4	-0.612886	-5.091	1e-06
5	-0.213626	-1.7745	0.040195
6	0.182787	1.5183	0.066748
7	0.340769	2.8306	0.00304
8	0.294526	2.4465	0.008488
9	0.088341	0.7338	0.232775
10	-0.078747	-0.6541	0.257605
11	-0.155541	-1.292	0.10033
12	-0.223281	-1.8547	0.033955
13	-0.051923	-0.4313	0.333795
14	0.076369	0.6344	0.26397
15	0.147405	1.2244	0.112475
16	0.100284	0.833	0.203854
17	-0.066954	-0.5562	0.289949
18	-0.103569	-0.8603	0.196299
19	-0.084725	-0.7038	0.241971
20	0.092679	0.7698	0.222009
21	0.156739	1.302	0.098628
22	0.060974	0.5065	0.307064
23	-0.067636	-0.5618	0.288026
24	-0.212525	-1.7654	0.040964
25	-0.090801	-0.7542	0.226634
26	0.044313	0.3681	0.356965
27	0.088818	0.7378	0.231575
28	0.015692	0.1303	0.448336
29	-0.082547	-0.6857	0.247605
30	-0.140751	-1.1692	0.12318
31	0.068402	0.5682	0.285874
32	0.180314	1.4978	0.069373
33	0.173612	1.4421	0.076895
34	0.051427	0.4272	0.335287
35	-0.125375	-1.0414	0.150653
36	-0.182257	-1.5139	0.067304
37	-0.158132	-1.3135	0.096675
38	0.007045	0.0585	0.476753
39	0.106384	0.8837	0.189967
40	0.152756	1.2689	0.104373
41	0.127808	1.0617	0.146047
42	0.026679	0.2216	0.412634
43	-0.096534	-0.8019	0.21269
44	-0.175219	-1.4555	0.075036
45	-0.120457	-1.0006	0.160261
46	0.003704	0.0308	0.487772
47	0.10125	0.841	0.201613
48	0.129486	1.0756	0.142929
49	0.078591	0.6528	0.258019
50	-0.042161	-0.3502	0.363622
51	-0.067613	-0.5616	0.288093
52	-0.049824	-0.4139	0.340127
53	-0.013602	-0.113	0.455184
54	0.039636	0.3292	0.371487
55	0.006687	0.0556	0.47793
56	-0.001341	-0.0111	0.495571
57	-0.019546	-0.1624	0.435747
58	-0.017167	-0.1426	0.443509
59	-0.00526	-0.0437	0.482639
60	0.00439	0.0365	0.485506

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.47613 & 3.955 & 9.1e-05 \tabularnewline
2 & -0.104949 & -0.8718 & 0.193177 \tabularnewline
3 & -0.566696 & -4.7073 & 6e-06 \tabularnewline
4 & -0.612886 & -5.091 & 1e-06 \tabularnewline
5 & -0.213626 & -1.7745 & 0.040195 \tabularnewline
6 & 0.182787 & 1.5183 & 0.066748 \tabularnewline
7 & 0.340769 & 2.8306 & 0.00304 \tabularnewline
8 & 0.294526 & 2.4465 & 0.008488 \tabularnewline
9 & 0.088341 & 0.7338 & 0.232775 \tabularnewline
10 & -0.078747 & -0.6541 & 0.257605 \tabularnewline
11 & -0.155541 & -1.292 & 0.10033 \tabularnewline
12 & -0.223281 & -1.8547 & 0.033955 \tabularnewline
13 & -0.051923 & -0.4313 & 0.333795 \tabularnewline
14 & 0.076369 & 0.6344 & 0.26397 \tabularnewline
15 & 0.147405 & 1.2244 & 0.112475 \tabularnewline
16 & 0.100284 & 0.833 & 0.203854 \tabularnewline
17 & -0.066954 & -0.5562 & 0.289949 \tabularnewline
18 & -0.103569 & -0.8603 & 0.196299 \tabularnewline
19 & -0.084725 & -0.7038 & 0.241971 \tabularnewline
20 & 0.092679 & 0.7698 & 0.222009 \tabularnewline
21 & 0.156739 & 1.302 & 0.098628 \tabularnewline
22 & 0.060974 & 0.5065 & 0.307064 \tabularnewline
23 & -0.067636 & -0.5618 & 0.288026 \tabularnewline
24 & -0.212525 & -1.7654 & 0.040964 \tabularnewline
25 & -0.090801 & -0.7542 & 0.226634 \tabularnewline
26 & 0.044313 & 0.3681 & 0.356965 \tabularnewline
27 & 0.088818 & 0.7378 & 0.231575 \tabularnewline
28 & 0.015692 & 0.1303 & 0.448336 \tabularnewline
29 & -0.082547 & -0.6857 & 0.247605 \tabularnewline
30 & -0.140751 & -1.1692 & 0.12318 \tabularnewline
31 & 0.068402 & 0.5682 & 0.285874 \tabularnewline
32 & 0.180314 & 1.4978 & 0.069373 \tabularnewline
33 & 0.173612 & 1.4421 & 0.076895 \tabularnewline
34 & 0.051427 & 0.4272 & 0.335287 \tabularnewline
35 & -0.125375 & -1.0414 & 0.150653 \tabularnewline
36 & -0.182257 & -1.5139 & 0.067304 \tabularnewline
37 & -0.158132 & -1.3135 & 0.096675 \tabularnewline
38 & 0.007045 & 0.0585 & 0.476753 \tabularnewline
39 & 0.106384 & 0.8837 & 0.189967 \tabularnewline
40 & 0.152756 & 1.2689 & 0.104373 \tabularnewline
41 & 0.127808 & 1.0617 & 0.146047 \tabularnewline
42 & 0.026679 & 0.2216 & 0.412634 \tabularnewline
43 & -0.096534 & -0.8019 & 0.21269 \tabularnewline
44 & -0.175219 & -1.4555 & 0.075036 \tabularnewline
45 & -0.120457 & -1.0006 & 0.160261 \tabularnewline
46 & 0.003704 & 0.0308 & 0.487772 \tabularnewline
47 & 0.10125 & 0.841 & 0.201613 \tabularnewline
48 & 0.129486 & 1.0756 & 0.142929 \tabularnewline
49 & 0.078591 & 0.6528 & 0.258019 \tabularnewline
50 & -0.042161 & -0.3502 & 0.363622 \tabularnewline
51 & -0.067613 & -0.5616 & 0.288093 \tabularnewline
52 & -0.049824 & -0.4139 & 0.340127 \tabularnewline
53 & -0.013602 & -0.113 & 0.455184 \tabularnewline
54 & 0.039636 & 0.3292 & 0.371487 \tabularnewline
55 & 0.006687 & 0.0556 & 0.47793 \tabularnewline
56 & -0.001341 & -0.0111 & 0.495571 \tabularnewline
57 & -0.019546 & -0.1624 & 0.435747 \tabularnewline
58 & -0.017167 & -0.1426 & 0.443509 \tabularnewline
59 & -0.00526 & -0.0437 & 0.482639 \tabularnewline
60 & 0.00439 & 0.0365 & 0.485506 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33041&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]0.47613[/C][C]3.955[/C][C]9.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.104949[/C][C]-0.8718[/C][C]0.193177[/C][/ROW]
[ROW][C]3[/C][C]-0.566696[/C][C]-4.7073[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.612886[/C][C]-5.091[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.213626[/C][C]-1.7745[/C][C]0.040195[/C][/ROW]
[ROW][C]6[/C][C]0.182787[/C][C]1.5183[/C][C]0.066748[/C][/ROW]
[ROW][C]7[/C][C]0.340769[/C][C]2.8306[/C][C]0.00304[/C][/ROW]
[ROW][C]8[/C][C]0.294526[/C][C]2.4465[/C][C]0.008488[/C][/ROW]
[ROW][C]9[/C][C]0.088341[/C][C]0.7338[/C][C]0.232775[/C][/ROW]
[ROW][C]10[/C][C]-0.078747[/C][C]-0.6541[/C][C]0.257605[/C][/ROW]
[ROW][C]11[/C][C]-0.155541[/C][C]-1.292[/C][C]0.10033[/C][/ROW]
[ROW][C]12[/C][C]-0.223281[/C][C]-1.8547[/C][C]0.033955[/C][/ROW]
[ROW][C]13[/C][C]-0.051923[/C][C]-0.4313[/C][C]0.333795[/C][/ROW]
[ROW][C]14[/C][C]0.076369[/C][C]0.6344[/C][C]0.26397[/C][/ROW]
[ROW][C]15[/C][C]0.147405[/C][C]1.2244[/C][C]0.112475[/C][/ROW]
[ROW][C]16[/C][C]0.100284[/C][C]0.833[/C][C]0.203854[/C][/ROW]
[ROW][C]17[/C][C]-0.066954[/C][C]-0.5562[/C][C]0.289949[/C][/ROW]
[ROW][C]18[/C][C]-0.103569[/C][C]-0.8603[/C][C]0.196299[/C][/ROW]
[ROW][C]19[/C][C]-0.084725[/C][C]-0.7038[/C][C]0.241971[/C][/ROW]
[ROW][C]20[/C][C]0.092679[/C][C]0.7698[/C][C]0.222009[/C][/ROW]
[ROW][C]21[/C][C]0.156739[/C][C]1.302[/C][C]0.098628[/C][/ROW]
[ROW][C]22[/C][C]0.060974[/C][C]0.5065[/C][C]0.307064[/C][/ROW]
[ROW][C]23[/C][C]-0.067636[/C][C]-0.5618[/C][C]0.288026[/C][/ROW]
[ROW][C]24[/C][C]-0.212525[/C][C]-1.7654[/C][C]0.040964[/C][/ROW]
[ROW][C]25[/C][C]-0.090801[/C][C]-0.7542[/C][C]0.226634[/C][/ROW]
[ROW][C]26[/C][C]0.044313[/C][C]0.3681[/C][C]0.356965[/C][/ROW]
[ROW][C]27[/C][C]0.088818[/C][C]0.7378[/C][C]0.231575[/C][/ROW]
[ROW][C]28[/C][C]0.015692[/C][C]0.1303[/C][C]0.448336[/C][/ROW]
[ROW][C]29[/C][C]-0.082547[/C][C]-0.6857[/C][C]0.247605[/C][/ROW]
[ROW][C]30[/C][C]-0.140751[/C][C]-1.1692[/C][C]0.12318[/C][/ROW]
[ROW][C]31[/C][C]0.068402[/C][C]0.5682[/C][C]0.285874[/C][/ROW]
[ROW][C]32[/C][C]0.180314[/C][C]1.4978[/C][C]0.069373[/C][/ROW]
[ROW][C]33[/C][C]0.173612[/C][C]1.4421[/C][C]0.076895[/C][/ROW]
[ROW][C]34[/C][C]0.051427[/C][C]0.4272[/C][C]0.335287[/C][/ROW]
[ROW][C]35[/C][C]-0.125375[/C][C]-1.0414[/C][C]0.150653[/C][/ROW]
[ROW][C]36[/C][C]-0.182257[/C][C]-1.5139[/C][C]0.067304[/C][/ROW]
[ROW][C]37[/C][C]-0.158132[/C][C]-1.3135[/C][C]0.096675[/C][/ROW]
[ROW][C]38[/C][C]0.007045[/C][C]0.0585[/C][C]0.476753[/C][/ROW]
[ROW][C]39[/C][C]0.106384[/C][C]0.8837[/C][C]0.189967[/C][/ROW]
[ROW][C]40[/C][C]0.152756[/C][C]1.2689[/C][C]0.104373[/C][/ROW]
[ROW][C]41[/C][C]0.127808[/C][C]1.0617[/C][C]0.146047[/C][/ROW]
[ROW][C]42[/C][C]0.026679[/C][C]0.2216[/C][C]0.412634[/C][/ROW]
[ROW][C]43[/C][C]-0.096534[/C][C]-0.8019[/C][C]0.21269[/C][/ROW]
[ROW][C]44[/C][C]-0.175219[/C][C]-1.4555[/C][C]0.075036[/C][/ROW]
[ROW][C]45[/C][C]-0.120457[/C][C]-1.0006[/C][C]0.160261[/C][/ROW]
[ROW][C]46[/C][C]0.003704[/C][C]0.0308[/C][C]0.487772[/C][/ROW]
[ROW][C]47[/C][C]0.10125[/C][C]0.841[/C][C]0.201613[/C][/ROW]
[ROW][C]48[/C][C]0.129486[/C][C]1.0756[/C][C]0.142929[/C][/ROW]
[ROW][C]49[/C][C]0.078591[/C][C]0.6528[/C][C]0.258019[/C][/ROW]
[ROW][C]50[/C][C]-0.042161[/C][C]-0.3502[/C][C]0.363622[/C][/ROW]
[ROW][C]51[/C][C]-0.067613[/C][C]-0.5616[/C][C]0.288093[/C][/ROW]
[ROW][C]52[/C][C]-0.049824[/C][C]-0.4139[/C][C]0.340127[/C][/ROW]
[ROW][C]53[/C][C]-0.013602[/C][C]-0.113[/C][C]0.455184[/C][/ROW]
[ROW][C]54[/C][C]0.039636[/C][C]0.3292[/C][C]0.371487[/C][/ROW]
[ROW][C]55[/C][C]0.006687[/C][C]0.0556[/C][C]0.47793[/C][/ROW]
[ROW][C]56[/C][C]-0.001341[/C][C]-0.0111[/C][C]0.495571[/C][/ROW]
[ROW][C]57[/C][C]-0.019546[/C][C]-0.1624[/C][C]0.435747[/C][/ROW]
[ROW][C]58[/C][C]-0.017167[/C][C]-0.1426[/C][C]0.443509[/C][/ROW]
[ROW][C]59[/C][C]-0.00526[/C][C]-0.0437[/C][C]0.482639[/C][/ROW]
[ROW][C]60[/C][C]0.00439[/C][C]0.0365[/C][C]0.485506[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33041&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33041&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	0.47613	3.955	9.1e-05
2	-0.104949	-0.8718	0.193177
3	-0.566696	-4.7073	6e-06
4	-0.612886	-5.091	1e-06
5	-0.213626	-1.7745	0.040195
6	0.182787	1.5183	0.066748
7	0.340769	2.8306	0.00304
8	0.294526	2.4465	0.008488
9	0.088341	0.7338	0.232775
10	-0.078747	-0.6541	0.257605
11	-0.155541	-1.292	0.10033
12	-0.223281	-1.8547	0.033955
13	-0.051923	-0.4313	0.333795
14	0.076369	0.6344	0.26397
15	0.147405	1.2244	0.112475
16	0.100284	0.833	0.203854
17	-0.066954	-0.5562	0.289949
18	-0.103569	-0.8603	0.196299
19	-0.084725	-0.7038	0.241971
20	0.092679	0.7698	0.222009
21	0.156739	1.302	0.098628
22	0.060974	0.5065	0.307064
23	-0.067636	-0.5618	0.288026
24	-0.212525	-1.7654	0.040964
25	-0.090801	-0.7542	0.226634
26	0.044313	0.3681	0.356965
27	0.088818	0.7378	0.231575
28	0.015692	0.1303	0.448336
29	-0.082547	-0.6857	0.247605
30	-0.140751	-1.1692	0.12318
31	0.068402	0.5682	0.285874
32	0.180314	1.4978	0.069373
33	0.173612	1.4421	0.076895
34	0.051427	0.4272	0.335287
35	-0.125375	-1.0414	0.150653
36	-0.182257	-1.5139	0.067304
37	-0.158132	-1.3135	0.096675
38	0.007045	0.0585	0.476753
39	0.106384	0.8837	0.189967
40	0.152756	1.2689	0.104373
41	0.127808	1.0617	0.146047
42	0.026679	0.2216	0.412634
43	-0.096534	-0.8019	0.21269
44	-0.175219	-1.4555	0.075036
45	-0.120457	-1.0006	0.160261
46	0.003704	0.0308	0.487772
47	0.10125	0.841	0.201613
48	0.129486	1.0756	0.142929
49	0.078591	0.6528	0.258019
50	-0.042161	-0.3502	0.363622
51	-0.067613	-0.5616	0.288093
52	-0.049824	-0.4139	0.340127
53	-0.013602	-0.113	0.455184
54	0.039636	0.3292	0.371487
55	0.006687	0.0556	0.47793
56	-0.001341	-0.0111	0.495571
57	-0.019546	-0.1624	0.435747
58	-0.017167	-0.1426	0.443509
59	-0.00526	-0.0437	0.482639
60	0.00439	0.0365	0.485506

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.47613	3.955	9.1e-05
2	-0.428875	-3.5625	0.000336
3	-0.461277	-3.8317	0.000139
4	-0.265509	-2.2055	0.015377
5	0.034581	0.2872	0.387392
6	-0.112974	-0.9384	0.175647
7	-0.199673	-1.6586	0.050867
8	0.007363	0.0612	0.475705
9	0.04156	0.3452	0.365489
10	0.027519	0.2286	0.409931
11	-0.013743	-0.1142	0.454722
12	-0.166558	-1.3835	0.08548
13	0.195325	1.6225	0.054629
14	0.04639	0.3853	0.350584
15	-0.052396	-0.4352	0.332376
16	-0.094127	-0.7819	0.21848
17	-0.063453	-0.5271	0.299913
18	0.109288	0.9078	0.183568
19	-0.0927	-0.77	0.221956
20	0.143101	1.1887	0.119319
21	-0.002867	-0.0238	0.490535
22	-0.034321	-0.2851	0.388216
23	0.046844	0.3891	0.349194
24	-0.18373	-1.5262	0.065769
25	0.239004	1.9853	0.025543
26	-0.098327	-0.8168	0.208437
27	-0.168698	-1.4013	0.082802
28	-0.207801	-1.7261	0.0444
29	-0.123467	-1.0256	0.154332
30	-0.090429	-0.7512	0.227556
31	0.029812	0.2476	0.402577
32	0.046964	0.3901	0.348828
33	-0.058317	-0.4844	0.314812
34	0.064573	0.5364	0.296709
35	0.163042	1.3543	0.090026
36	-0.103527	-0.86	0.196394
37	0.061617	0.5118	0.305203
38	0.151015	1.2544	0.106961
39	-0.035218	-0.2925	0.385374
40	-0.036423	-0.3026	0.38157
41	-0.038232	-0.3176	0.375881
42	0.049523	0.4114	0.341038
43	-0.01148	-0.0954	0.462153
44	-0.011749	-0.0976	0.46127
45	0.004974	0.0413	0.483582
46	-0.030251	-0.2513	0.401172
47	0.002513	0.0209	0.491702
48	-0.078102	-0.6488	0.259323
49	0.033344	0.277	0.391314
50	0.043543	0.3617	0.359344
51	-0.071016	-0.5899	0.278591
52	-0.116828	-0.9704	0.167607
53	-0.080256	-0.6667	0.253607
54	-0.034879	-0.2897	0.386446
55	0.032516	0.2701	0.393945
56	-0.048566	-0.4034	0.343942
57	-0.023365	-0.1941	0.423341
58	0.003365	0.028	0.488891
59	0.048779	0.4052	0.343297
60	0.001326	0.011	0.495622

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.47613 & 3.955 & 9.1e-05 \tabularnewline
2 & -0.428875 & -3.5625 & 0.000336 \tabularnewline
3 & -0.461277 & -3.8317 & 0.000139 \tabularnewline
4 & -0.265509 & -2.2055 & 0.015377 \tabularnewline
5 & 0.034581 & 0.2872 & 0.387392 \tabularnewline
6 & -0.112974 & -0.9384 & 0.175647 \tabularnewline
7 & -0.199673 & -1.6586 & 0.050867 \tabularnewline
8 & 0.007363 & 0.0612 & 0.475705 \tabularnewline
9 & 0.04156 & 0.3452 & 0.365489 \tabularnewline
10 & 0.027519 & 0.2286 & 0.409931 \tabularnewline
11 & -0.013743 & -0.1142 & 0.454722 \tabularnewline
12 & -0.166558 & -1.3835 & 0.08548 \tabularnewline
13 & 0.195325 & 1.6225 & 0.054629 \tabularnewline
14 & 0.04639 & 0.3853 & 0.350584 \tabularnewline
15 & -0.052396 & -0.4352 & 0.332376 \tabularnewline
16 & -0.094127 & -0.7819 & 0.21848 \tabularnewline
17 & -0.063453 & -0.5271 & 0.299913 \tabularnewline
18 & 0.109288 & 0.9078 & 0.183568 \tabularnewline
19 & -0.0927 & -0.77 & 0.221956 \tabularnewline
20 & 0.143101 & 1.1887 & 0.119319 \tabularnewline
21 & -0.002867 & -0.0238 & 0.490535 \tabularnewline
22 & -0.034321 & -0.2851 & 0.388216 \tabularnewline
23 & 0.046844 & 0.3891 & 0.349194 \tabularnewline
24 & -0.18373 & -1.5262 & 0.065769 \tabularnewline
25 & 0.239004 & 1.9853 & 0.025543 \tabularnewline
26 & -0.098327 & -0.8168 & 0.208437 \tabularnewline
27 & -0.168698 & -1.4013 & 0.082802 \tabularnewline
28 & -0.207801 & -1.7261 & 0.0444 \tabularnewline
29 & -0.123467 & -1.0256 & 0.154332 \tabularnewline
30 & -0.090429 & -0.7512 & 0.227556 \tabularnewline
31 & 0.029812 & 0.2476 & 0.402577 \tabularnewline
32 & 0.046964 & 0.3901 & 0.348828 \tabularnewline
33 & -0.058317 & -0.4844 & 0.314812 \tabularnewline
34 & 0.064573 & 0.5364 & 0.296709 \tabularnewline
35 & 0.163042 & 1.3543 & 0.090026 \tabularnewline
36 & -0.103527 & -0.86 & 0.196394 \tabularnewline
37 & 0.061617 & 0.5118 & 0.305203 \tabularnewline
38 & 0.151015 & 1.2544 & 0.106961 \tabularnewline
39 & -0.035218 & -0.2925 & 0.385374 \tabularnewline
40 & -0.036423 & -0.3026 & 0.38157 \tabularnewline
41 & -0.038232 & -0.3176 & 0.375881 \tabularnewline
42 & 0.049523 & 0.4114 & 0.341038 \tabularnewline
43 & -0.01148 & -0.0954 & 0.462153 \tabularnewline
44 & -0.011749 & -0.0976 & 0.46127 \tabularnewline
45 & 0.004974 & 0.0413 & 0.483582 \tabularnewline
46 & -0.030251 & -0.2513 & 0.401172 \tabularnewline
47 & 0.002513 & 0.0209 & 0.491702 \tabularnewline
48 & -0.078102 & -0.6488 & 0.259323 \tabularnewline
49 & 0.033344 & 0.277 & 0.391314 \tabularnewline
50 & 0.043543 & 0.3617 & 0.359344 \tabularnewline
51 & -0.071016 & -0.5899 & 0.278591 \tabularnewline
52 & -0.116828 & -0.9704 & 0.167607 \tabularnewline
53 & -0.080256 & -0.6667 & 0.253607 \tabularnewline
54 & -0.034879 & -0.2897 & 0.386446 \tabularnewline
55 & 0.032516 & 0.2701 & 0.393945 \tabularnewline
56 & -0.048566 & -0.4034 & 0.343942 \tabularnewline
57 & -0.023365 & -0.1941 & 0.423341 \tabularnewline
58 & 0.003365 & 0.028 & 0.488891 \tabularnewline
59 & 0.048779 & 0.4052 & 0.343297 \tabularnewline
60 & 0.001326 & 0.011 & 0.495622 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33041&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]0.47613[/C][C]3.955[/C][C]9.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.428875[/C][C]-3.5625[/C][C]0.000336[/C][/ROW]
[ROW][C]3[/C][C]-0.461277[/C][C]-3.8317[/C][C]0.000139[/C][/ROW]
[ROW][C]4[/C][C]-0.265509[/C][C]-2.2055[/C][C]0.015377[/C][/ROW]
[ROW][C]5[/C][C]0.034581[/C][C]0.2872[/C][C]0.387392[/C][/ROW]
[ROW][C]6[/C][C]-0.112974[/C][C]-0.9384[/C][C]0.175647[/C][/ROW]
[ROW][C]7[/C][C]-0.199673[/C][C]-1.6586[/C][C]0.050867[/C][/ROW]
[ROW][C]8[/C][C]0.007363[/C][C]0.0612[/C][C]0.475705[/C][/ROW]
[ROW][C]9[/C][C]0.04156[/C][C]0.3452[/C][C]0.365489[/C][/ROW]
[ROW][C]10[/C][C]0.027519[/C][C]0.2286[/C][C]0.409931[/C][/ROW]
[ROW][C]11[/C][C]-0.013743[/C][C]-0.1142[/C][C]0.454722[/C][/ROW]
[ROW][C]12[/C][C]-0.166558[/C][C]-1.3835[/C][C]0.08548[/C][/ROW]
[ROW][C]13[/C][C]0.195325[/C][C]1.6225[/C][C]0.054629[/C][/ROW]
[ROW][C]14[/C][C]0.04639[/C][C]0.3853[/C][C]0.350584[/C][/ROW]
[ROW][C]15[/C][C]-0.052396[/C][C]-0.4352[/C][C]0.332376[/C][/ROW]
[ROW][C]16[/C][C]-0.094127[/C][C]-0.7819[/C][C]0.21848[/C][/ROW]
[ROW][C]17[/C][C]-0.063453[/C][C]-0.5271[/C][C]0.299913[/C][/ROW]
[ROW][C]18[/C][C]0.109288[/C][C]0.9078[/C][C]0.183568[/C][/ROW]
[ROW][C]19[/C][C]-0.0927[/C][C]-0.77[/C][C]0.221956[/C][/ROW]
[ROW][C]20[/C][C]0.143101[/C][C]1.1887[/C][C]0.119319[/C][/ROW]
[ROW][C]21[/C][C]-0.002867[/C][C]-0.0238[/C][C]0.490535[/C][/ROW]
[ROW][C]22[/C][C]-0.034321[/C][C]-0.2851[/C][C]0.388216[/C][/ROW]
[ROW][C]23[/C][C]0.046844[/C][C]0.3891[/C][C]0.349194[/C][/ROW]
[ROW][C]24[/C][C]-0.18373[/C][C]-1.5262[/C][C]0.065769[/C][/ROW]
[ROW][C]25[/C][C]0.239004[/C][C]1.9853[/C][C]0.025543[/C][/ROW]
[ROW][C]26[/C][C]-0.098327[/C][C]-0.8168[/C][C]0.208437[/C][/ROW]
[ROW][C]27[/C][C]-0.168698[/C][C]-1.4013[/C][C]0.082802[/C][/ROW]
[ROW][C]28[/C][C]-0.207801[/C][C]-1.7261[/C][C]0.0444[/C][/ROW]
[ROW][C]29[/C][C]-0.123467[/C][C]-1.0256[/C][C]0.154332[/C][/ROW]
[ROW][C]30[/C][C]-0.090429[/C][C]-0.7512[/C][C]0.227556[/C][/ROW]
[ROW][C]31[/C][C]0.029812[/C][C]0.2476[/C][C]0.402577[/C][/ROW]
[ROW][C]32[/C][C]0.046964[/C][C]0.3901[/C][C]0.348828[/C][/ROW]
[ROW][C]33[/C][C]-0.058317[/C][C]-0.4844[/C][C]0.314812[/C][/ROW]
[ROW][C]34[/C][C]0.064573[/C][C]0.5364[/C][C]0.296709[/C][/ROW]
[ROW][C]35[/C][C]0.163042[/C][C]1.3543[/C][C]0.090026[/C][/ROW]
[ROW][C]36[/C][C]-0.103527[/C][C]-0.86[/C][C]0.196394[/C][/ROW]
[ROW][C]37[/C][C]0.061617[/C][C]0.5118[/C][C]0.305203[/C][/ROW]
[ROW][C]38[/C][C]0.151015[/C][C]1.2544[/C][C]0.106961[/C][/ROW]
[ROW][C]39[/C][C]-0.035218[/C][C]-0.2925[/C][C]0.385374[/C][/ROW]
[ROW][C]40[/C][C]-0.036423[/C][C]-0.3026[/C][C]0.38157[/C][/ROW]
[ROW][C]41[/C][C]-0.038232[/C][C]-0.3176[/C][C]0.375881[/C][/ROW]
[ROW][C]42[/C][C]0.049523[/C][C]0.4114[/C][C]0.341038[/C][/ROW]
[ROW][C]43[/C][C]-0.01148[/C][C]-0.0954[/C][C]0.462153[/C][/ROW]
[ROW][C]44[/C][C]-0.011749[/C][C]-0.0976[/C][C]0.46127[/C][/ROW]
[ROW][C]45[/C][C]0.004974[/C][C]0.0413[/C][C]0.483582[/C][/ROW]
[ROW][C]46[/C][C]-0.030251[/C][C]-0.2513[/C][C]0.401172[/C][/ROW]
[ROW][C]47[/C][C]0.002513[/C][C]0.0209[/C][C]0.491702[/C][/ROW]
[ROW][C]48[/C][C]-0.078102[/C][C]-0.6488[/C][C]0.259323[/C][/ROW]
[ROW][C]49[/C][C]0.033344[/C][C]0.277[/C][C]0.391314[/C][/ROW]
[ROW][C]50[/C][C]0.043543[/C][C]0.3617[/C][C]0.359344[/C][/ROW]
[ROW][C]51[/C][C]-0.071016[/C][C]-0.5899[/C][C]0.278591[/C][/ROW]
[ROW][C]52[/C][C]-0.116828[/C][C]-0.9704[/C][C]0.167607[/C][/ROW]
[ROW][C]53[/C][C]-0.080256[/C][C]-0.6667[/C][C]0.253607[/C][/ROW]
[ROW][C]54[/C][C]-0.034879[/C][C]-0.2897[/C][C]0.386446[/C][/ROW]
[ROW][C]55[/C][C]0.032516[/C][C]0.2701[/C][C]0.393945[/C][/ROW]
[ROW][C]56[/C][C]-0.048566[/C][C]-0.4034[/C][C]0.343942[/C][/ROW]
[ROW][C]57[/C][C]-0.023365[/C][C]-0.1941[/C][C]0.423341[/C][/ROW]
[ROW][C]58[/C][C]0.003365[/C][C]0.028[/C][C]0.488891[/C][/ROW]
[ROW][C]59[/C][C]0.048779[/C][C]0.4052[/C][C]0.343297[/C][/ROW]
[ROW][C]60[/C][C]0.001326[/C][C]0.011[/C][C]0.495622[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33041&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33041&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	0.47613	3.955	9.1e-05
2	-0.428875	-3.5625	0.000336
3	-0.461277	-3.8317	0.000139
4	-0.265509	-2.2055	0.015377
5	0.034581	0.2872	0.387392
6	-0.112974	-0.9384	0.175647
7	-0.199673	-1.6586	0.050867
8	0.007363	0.0612	0.475705
9	0.04156	0.3452	0.365489
10	0.027519	0.2286	0.409931
11	-0.013743	-0.1142	0.454722
12	-0.166558	-1.3835	0.08548
13	0.195325	1.6225	0.054629
14	0.04639	0.3853	0.350584
15	-0.052396	-0.4352	0.332376
16	-0.094127	-0.7819	0.21848
17	-0.063453	-0.5271	0.299913
18	0.109288	0.9078	0.183568
19	-0.0927	-0.77	0.221956
20	0.143101	1.1887	0.119319
21	-0.002867	-0.0238	0.490535
22	-0.034321	-0.2851	0.388216
23	0.046844	0.3891	0.349194
24	-0.18373	-1.5262	0.065769
25	0.239004	1.9853	0.025543
26	-0.098327	-0.8168	0.208437
27	-0.168698	-1.4013	0.082802
28	-0.207801	-1.7261	0.0444
29	-0.123467	-1.0256	0.154332
30	-0.090429	-0.7512	0.227556
31	0.029812	0.2476	0.402577
32	0.046964	0.3901	0.348828
33	-0.058317	-0.4844	0.314812
34	0.064573	0.5364	0.296709
35	0.163042	1.3543	0.090026
36	-0.103527	-0.86	0.196394
37	0.061617	0.5118	0.305203
38	0.151015	1.2544	0.106961
39	-0.035218	-0.2925	0.385374
40	-0.036423	-0.3026	0.38157
41	-0.038232	-0.3176	0.375881
42	0.049523	0.4114	0.341038
43	-0.01148	-0.0954	0.462153
44	-0.011749	-0.0976	0.46127
45	0.004974	0.0413	0.483582
46	-0.030251	-0.2513	0.401172
47	0.002513	0.0209	0.491702
48	-0.078102	-0.6488	0.259323
49	0.033344	0.277	0.391314
50	0.043543	0.3617	0.359344
51	-0.071016	-0.5899	0.278591
52	-0.116828	-0.9704	0.167607
53	-0.080256	-0.6667	0.253607
54	-0.034879	-0.2897	0.386446
55	0.032516	0.2701	0.393945
56	-0.048566	-0.4034	0.343942
57	-0.023365	-0.1941	0.423341
58	0.003365	0.028	0.488891
59	0.048779	0.4052	0.343297
60	0.001326	0.011	0.495622

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 4 ;

Parameters (R input):

par1 = 60 ; par2 = 2.0 ; par3 = 1 ; par4 = 1 ; 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