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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 09:25:42 -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/22/t1229963248el34b6pndtbrbu2.htm/, Retrieved Fri, 09 May 2025 15:39:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36121, Retrieved Fri, 09 May 2025 15:39:16 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

370

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   P   [Univariate Data Series] [Herproducering ti...] [2008-12-03 14:38:00] [6fea0e9a9b3b29a63badf2c274e82506]
-   P     [Univariate Data Series] [Identification an...] [2008-12-08 18:55:50] [79c17183721a40a589db5f9f561947d8]
- RMPD        [(Partial) Autocorrelation Function] [ACF Uitvoer] [2008-12-22 16:25:42] [ba85d9d0a82357dd3edf208eef933423] [Current]
-   PD          [(Partial) Autocorrelation Function] [ACF Uitvoer Zonde...] [2008-12-22 16:35:25] [504b73e6de93b01331326637b3288ad4] 
-   PD            [(Partial) Autocorrelation Function] [ACF Uitvoer zonde...] [2008-12-22 16:45:12] [504b73e6de93b01331326637b3288ad4] 
-   PD          [(Partial) Autocorrelation Function] [ACF Invoer zonder...] [2008-12-22 16:38:38] [504b73e6de93b01331326637b3288ad4] 
-    D            [(Partial) Autocorrelation Function] [ACF Handelsbalans...] [2008-12-22 16:40:27] [504b73e6de93b01331326637b3288ad4] 
-   PD              [(Partial) Autocorrelation Function] [ACF Handelsbalans...] [2008-12-22 16:52:55] [504b73e6de93b01331326637b3288ad4] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	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=36121&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=36121&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36121&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	0.705049	6.8357	0
2	0.616569	5.9779	0
3	0.657705	6.3767	0
4	0.665843	6.4556	0
5	0.597233	5.7904	0
6	0.622692	6.0372	0
7	0.557403	5.4042	0
8	0.580953	5.6326	0
9	0.486937	4.721	4e-06
10	0.404311	3.9199	8.4e-05
11	0.488976	4.7408	4e-06
12	0.637342	6.1793	0
13	0.41988	4.0709	4.9e-05
14	0.33621	3.2597	0.000777
15	0.368742	3.5751	0.000278
16	0.366184	3.5503	0.000302
17	0.344368	3.3388	0.000604
18	0.34993	3.3927	0.000507
19	0.29903	2.8992	0.002328
20	0.314076	3.0451	0.001509
21	0.227983	2.2104	0.014753
22	0.148907	1.4437	0.076073
23	0.255138	2.4737	0.007584
24	0.328647	3.1863	0.000978
25	0.181724	1.7619	0.04067
26	0.108715	1.054	0.147286
27	0.111519	1.0812	0.141183
28	0.109235	1.0591	0.146139
29	0.089406	0.8668	0.194124
30	0.076047	0.7373	0.231388
31	0.036673	0.3556	0.361486
32	0.037513	0.3637	0.358447
33	-0.037273	-0.3614	0.359313
34	-0.105245	-1.0204	0.155081
35	-0.023168	-0.2246	0.411381
36	0.041563	0.403	0.343942
37	-0.07597	-0.7366	0.231613
38	-0.138487	-1.3427	0.091304
39	-0.150393	-1.4581	0.074071
40	-0.127445	-1.2356	0.109838
41	-0.159838	-1.5497	0.062288
42	-0.164655	-1.5964	0.05688
43	-0.183036	-1.7746	0.039601
44	-0.167834	-1.6272	0.05352
45	-0.251434	-2.4377	0.00833
46	-0.283679	-2.7504	0.00357
47	-0.232654	-2.2557	0.013205
48	-0.173654	-1.6836	0.047785
49	-0.259734	-2.5182	0.006743
50	-0.309351	-2.9993	0.001732
51	-0.312772	-3.0324	0.001568
52	-0.28184	-2.7325	0.003754
53	-0.315472	-3.0586	0.001448
54	-0.299959	-2.9082	0.002268
55	-0.311006	-3.0153	0.00165
56	-0.279764	-2.7124	0.003972
57	-0.327405	-3.1743	0.001015
58	-0.353969	-3.4319	0.000446
59	-0.298733	-2.8963	0.002348
60	-0.237882	-2.3064	0.011644

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.705049 & 6.8357 & 0 \tabularnewline
2 & 0.616569 & 5.9779 & 0 \tabularnewline
3 & 0.657705 & 6.3767 & 0 \tabularnewline
4 & 0.665843 & 6.4556 & 0 \tabularnewline
5 & 0.597233 & 5.7904 & 0 \tabularnewline
6 & 0.622692 & 6.0372 & 0 \tabularnewline
7 & 0.557403 & 5.4042 & 0 \tabularnewline
8 & 0.580953 & 5.6326 & 0 \tabularnewline
9 & 0.486937 & 4.721 & 4e-06 \tabularnewline
10 & 0.404311 & 3.9199 & 8.4e-05 \tabularnewline
11 & 0.488976 & 4.7408 & 4e-06 \tabularnewline
12 & 0.637342 & 6.1793 & 0 \tabularnewline
13 & 0.41988 & 4.0709 & 4.9e-05 \tabularnewline
14 & 0.33621 & 3.2597 & 0.000777 \tabularnewline
15 & 0.368742 & 3.5751 & 0.000278 \tabularnewline
16 & 0.366184 & 3.5503 & 0.000302 \tabularnewline
17 & 0.344368 & 3.3388 & 0.000604 \tabularnewline
18 & 0.34993 & 3.3927 & 0.000507 \tabularnewline
19 & 0.29903 & 2.8992 & 0.002328 \tabularnewline
20 & 0.314076 & 3.0451 & 0.001509 \tabularnewline
21 & 0.227983 & 2.2104 & 0.014753 \tabularnewline
22 & 0.148907 & 1.4437 & 0.076073 \tabularnewline
23 & 0.255138 & 2.4737 & 0.007584 \tabularnewline
24 & 0.328647 & 3.1863 & 0.000978 \tabularnewline
25 & 0.181724 & 1.7619 & 0.04067 \tabularnewline
26 & 0.108715 & 1.054 & 0.147286 \tabularnewline
27 & 0.111519 & 1.0812 & 0.141183 \tabularnewline
28 & 0.109235 & 1.0591 & 0.146139 \tabularnewline
29 & 0.089406 & 0.8668 & 0.194124 \tabularnewline
30 & 0.076047 & 0.7373 & 0.231388 \tabularnewline
31 & 0.036673 & 0.3556 & 0.361486 \tabularnewline
32 & 0.037513 & 0.3637 & 0.358447 \tabularnewline
33 & -0.037273 & -0.3614 & 0.359313 \tabularnewline
34 & -0.105245 & -1.0204 & 0.155081 \tabularnewline
35 & -0.023168 & -0.2246 & 0.411381 \tabularnewline
36 & 0.041563 & 0.403 & 0.343942 \tabularnewline
37 & -0.07597 & -0.7366 & 0.231613 \tabularnewline
38 & -0.138487 & -1.3427 & 0.091304 \tabularnewline
39 & -0.150393 & -1.4581 & 0.074071 \tabularnewline
40 & -0.127445 & -1.2356 & 0.109838 \tabularnewline
41 & -0.159838 & -1.5497 & 0.062288 \tabularnewline
42 & -0.164655 & -1.5964 & 0.05688 \tabularnewline
43 & -0.183036 & -1.7746 & 0.039601 \tabularnewline
44 & -0.167834 & -1.6272 & 0.05352 \tabularnewline
45 & -0.251434 & -2.4377 & 0.00833 \tabularnewline
46 & -0.283679 & -2.7504 & 0.00357 \tabularnewline
47 & -0.232654 & -2.2557 & 0.013205 \tabularnewline
48 & -0.173654 & -1.6836 & 0.047785 \tabularnewline
49 & -0.259734 & -2.5182 & 0.006743 \tabularnewline
50 & -0.309351 & -2.9993 & 0.001732 \tabularnewline
51 & -0.312772 & -3.0324 & 0.001568 \tabularnewline
52 & -0.28184 & -2.7325 & 0.003754 \tabularnewline
53 & -0.315472 & -3.0586 & 0.001448 \tabularnewline
54 & -0.299959 & -2.9082 & 0.002268 \tabularnewline
55 & -0.311006 & -3.0153 & 0.00165 \tabularnewline
56 & -0.279764 & -2.7124 & 0.003972 \tabularnewline
57 & -0.327405 & -3.1743 & 0.001015 \tabularnewline
58 & -0.353969 & -3.4319 & 0.000446 \tabularnewline
59 & -0.298733 & -2.8963 & 0.002348 \tabularnewline
60 & -0.237882 & -2.3064 & 0.011644 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36121&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]0.705049[/C][C]6.8357[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.616569[/C][C]5.9779[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.657705[/C][C]6.3767[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.665843[/C][C]6.4556[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.597233[/C][C]5.7904[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.622692[/C][C]6.0372[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.557403[/C][C]5.4042[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.580953[/C][C]5.6326[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.486937[/C][C]4.721[/C][C]4e-06[/C][/ROW]
[ROW][C]10[/C][C]0.404311[/C][C]3.9199[/C][C]8.4e-05[/C][/ROW]
[ROW][C]11[/C][C]0.488976[/C][C]4.7408[/C][C]4e-06[/C][/ROW]
[ROW][C]12[/C][C]0.637342[/C][C]6.1793[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.41988[/C][C]4.0709[/C][C]4.9e-05[/C][/ROW]
[ROW][C]14[/C][C]0.33621[/C][C]3.2597[/C][C]0.000777[/C][/ROW]
[ROW][C]15[/C][C]0.368742[/C][C]3.5751[/C][C]0.000278[/C][/ROW]
[ROW][C]16[/C][C]0.366184[/C][C]3.5503[/C][C]0.000302[/C][/ROW]
[ROW][C]17[/C][C]0.344368[/C][C]3.3388[/C][C]0.000604[/C][/ROW]
[ROW][C]18[/C][C]0.34993[/C][C]3.3927[/C][C]0.000507[/C][/ROW]
[ROW][C]19[/C][C]0.29903[/C][C]2.8992[/C][C]0.002328[/C][/ROW]
[ROW][C]20[/C][C]0.314076[/C][C]3.0451[/C][C]0.001509[/C][/ROW]
[ROW][C]21[/C][C]0.227983[/C][C]2.2104[/C][C]0.014753[/C][/ROW]
[ROW][C]22[/C][C]0.148907[/C][C]1.4437[/C][C]0.076073[/C][/ROW]
[ROW][C]23[/C][C]0.255138[/C][C]2.4737[/C][C]0.007584[/C][/ROW]
[ROW][C]24[/C][C]0.328647[/C][C]3.1863[/C][C]0.000978[/C][/ROW]
[ROW][C]25[/C][C]0.181724[/C][C]1.7619[/C][C]0.04067[/C][/ROW]
[ROW][C]26[/C][C]0.108715[/C][C]1.054[/C][C]0.147286[/C][/ROW]
[ROW][C]27[/C][C]0.111519[/C][C]1.0812[/C][C]0.141183[/C][/ROW]
[ROW][C]28[/C][C]0.109235[/C][C]1.0591[/C][C]0.146139[/C][/ROW]
[ROW][C]29[/C][C]0.089406[/C][C]0.8668[/C][C]0.194124[/C][/ROW]
[ROW][C]30[/C][C]0.076047[/C][C]0.7373[/C][C]0.231388[/C][/ROW]
[ROW][C]31[/C][C]0.036673[/C][C]0.3556[/C][C]0.361486[/C][/ROW]
[ROW][C]32[/C][C]0.037513[/C][C]0.3637[/C][C]0.358447[/C][/ROW]
[ROW][C]33[/C][C]-0.037273[/C][C]-0.3614[/C][C]0.359313[/C][/ROW]
[ROW][C]34[/C][C]-0.105245[/C][C]-1.0204[/C][C]0.155081[/C][/ROW]
[ROW][C]35[/C][C]-0.023168[/C][C]-0.2246[/C][C]0.411381[/C][/ROW]
[ROW][C]36[/C][C]0.041563[/C][C]0.403[/C][C]0.343942[/C][/ROW]
[ROW][C]37[/C][C]-0.07597[/C][C]-0.7366[/C][C]0.231613[/C][/ROW]
[ROW][C]38[/C][C]-0.138487[/C][C]-1.3427[/C][C]0.091304[/C][/ROW]
[ROW][C]39[/C][C]-0.150393[/C][C]-1.4581[/C][C]0.074071[/C][/ROW]
[ROW][C]40[/C][C]-0.127445[/C][C]-1.2356[/C][C]0.109838[/C][/ROW]
[ROW][C]41[/C][C]-0.159838[/C][C]-1.5497[/C][C]0.062288[/C][/ROW]
[ROW][C]42[/C][C]-0.164655[/C][C]-1.5964[/C][C]0.05688[/C][/ROW]
[ROW][C]43[/C][C]-0.183036[/C][C]-1.7746[/C][C]0.039601[/C][/ROW]
[ROW][C]44[/C][C]-0.167834[/C][C]-1.6272[/C][C]0.05352[/C][/ROW]
[ROW][C]45[/C][C]-0.251434[/C][C]-2.4377[/C][C]0.00833[/C][/ROW]
[ROW][C]46[/C][C]-0.283679[/C][C]-2.7504[/C][C]0.00357[/C][/ROW]
[ROW][C]47[/C][C]-0.232654[/C][C]-2.2557[/C][C]0.013205[/C][/ROW]
[ROW][C]48[/C][C]-0.173654[/C][C]-1.6836[/C][C]0.047785[/C][/ROW]
[ROW][C]49[/C][C]-0.259734[/C][C]-2.5182[/C][C]0.006743[/C][/ROW]
[ROW][C]50[/C][C]-0.309351[/C][C]-2.9993[/C][C]0.001732[/C][/ROW]
[ROW][C]51[/C][C]-0.312772[/C][C]-3.0324[/C][C]0.001568[/C][/ROW]
[ROW][C]52[/C][C]-0.28184[/C][C]-2.7325[/C][C]0.003754[/C][/ROW]
[ROW][C]53[/C][C]-0.315472[/C][C]-3.0586[/C][C]0.001448[/C][/ROW]
[ROW][C]54[/C][C]-0.299959[/C][C]-2.9082[/C][C]0.002268[/C][/ROW]
[ROW][C]55[/C][C]-0.311006[/C][C]-3.0153[/C][C]0.00165[/C][/ROW]
[ROW][C]56[/C][C]-0.279764[/C][C]-2.7124[/C][C]0.003972[/C][/ROW]
[ROW][C]57[/C][C]-0.327405[/C][C]-3.1743[/C][C]0.001015[/C][/ROW]
[ROW][C]58[/C][C]-0.353969[/C][C]-3.4319[/C][C]0.000446[/C][/ROW]
[ROW][C]59[/C][C]-0.298733[/C][C]-2.8963[/C][C]0.002348[/C][/ROW]
[ROW][C]60[/C][C]-0.237882[/C][C]-2.3064[/C][C]0.011644[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36121&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36121&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	0.705049	6.8357	0
2	0.616569	5.9779	0
3	0.657705	6.3767	0
4	0.665843	6.4556	0
5	0.597233	5.7904	0
6	0.622692	6.0372	0
7	0.557403	5.4042	0
8	0.580953	5.6326	0
9	0.486937	4.721	4e-06
10	0.404311	3.9199	8.4e-05
11	0.488976	4.7408	4e-06
12	0.637342	6.1793	0
13	0.41988	4.0709	4.9e-05
14	0.33621	3.2597	0.000777
15	0.368742	3.5751	0.000278
16	0.366184	3.5503	0.000302
17	0.344368	3.3388	0.000604
18	0.34993	3.3927	0.000507
19	0.29903	2.8992	0.002328
20	0.314076	3.0451	0.001509
21	0.227983	2.2104	0.014753
22	0.148907	1.4437	0.076073
23	0.255138	2.4737	0.007584
24	0.328647	3.1863	0.000978
25	0.181724	1.7619	0.04067
26	0.108715	1.054	0.147286
27	0.111519	1.0812	0.141183
28	0.109235	1.0591	0.146139
29	0.089406	0.8668	0.194124
30	0.076047	0.7373	0.231388
31	0.036673	0.3556	0.361486
32	0.037513	0.3637	0.358447
33	-0.037273	-0.3614	0.359313
34	-0.105245	-1.0204	0.155081
35	-0.023168	-0.2246	0.411381
36	0.041563	0.403	0.343942
37	-0.07597	-0.7366	0.231613
38	-0.138487	-1.3427	0.091304
39	-0.150393	-1.4581	0.074071
40	-0.127445	-1.2356	0.109838
41	-0.159838	-1.5497	0.062288
42	-0.164655	-1.5964	0.05688
43	-0.183036	-1.7746	0.039601
44	-0.167834	-1.6272	0.05352
45	-0.251434	-2.4377	0.00833
46	-0.283679	-2.7504	0.00357
47	-0.232654	-2.2557	0.013205
48	-0.173654	-1.6836	0.047785
49	-0.259734	-2.5182	0.006743
50	-0.309351	-2.9993	0.001732
51	-0.312772	-3.0324	0.001568
52	-0.28184	-2.7325	0.003754
53	-0.315472	-3.0586	0.001448
54	-0.299959	-2.9082	0.002268
55	-0.311006	-3.0153	0.00165
56	-0.279764	-2.7124	0.003972
57	-0.327405	-3.1743	0.001015
58	-0.353969	-3.4319	0.000446
59	-0.298733	-2.8963	0.002348
60	-0.237882	-2.3064	0.011644

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.705049	6.8357	0
2	0.23757	2.3033	0.011733
3	0.334588	3.2439	0.000816
4	0.220904	2.1417	0.0174
5	0.030491	0.2956	0.384087
6	0.172307	1.6706	0.049066
7	-0.094639	-0.9176	0.180599
8	0.138947	1.3471	0.090587
9	-0.206799	-2.005	0.02392
10	-0.185432	-1.7978	0.037707
11	0.203255	1.9706	0.025854
12	0.421322	4.0849	4.6e-05
13	-0.307355	-2.9799	0.001835
14	-0.268899	-2.6071	0.00531
15	-0.070645	-0.6849	0.247536
16	0.050421	0.4888	0.313044
17	0.188552	1.8281	0.035355
18	-0.008898	-0.0863	0.465717
19	-0.129848	-1.2589	0.105588
20	-0.07014	-0.68	0.249076
21	0.061478	0.5961	0.276286
22	0.036092	0.3499	0.363588
23	0.038581	0.3741	0.354604
24	-0.099805	-0.9676	0.167853
25	-0.031619	-0.3066	0.379929
26	-0.01965	-0.1905	0.424661
27	-0.061921	-0.6003	0.274861
28	-0.019941	-0.1933	0.423558
29	-0.12973	-1.2578	0.105793
30	-0.018235	-0.1768	0.430023
31	-0.007883	-0.0764	0.469621
32	0.017106	0.1658	0.434316
33	0.043713	0.4238	0.336336
34	-0.053213	-0.5159	0.30356
35	-0.081161	-0.7869	0.216663
36	0.076647	0.7431	0.229632
37	-0.00201	-0.0195	0.492247
38	-0.039077	-0.3789	0.352822
39	-0.104897	-1.017	0.155879
40	0.013732	0.1331	0.447185
41	-0.063394	-0.6146	0.270144
42	0.026974	0.2615	0.397131
43	0.002452	0.0238	0.490541
44	0.022808	0.2211	0.412735
45	-0.061806	-0.5992	0.27523
46	0.01176	0.114	0.454733
47	-0.049546	-0.4804	0.31604
48	-0.053264	-0.5164	0.303389
49	0.019154	0.1857	0.426538
50	-0.006837	-0.0663	0.473644
51	0.013075	0.1268	0.449699
52	-0.025176	-0.2441	0.403848
53	-0.046387	-0.4497	0.326968
54	0.04844	0.4696	0.319848
55	-0.021418	-0.2077	0.417972
56	0.05491	0.5324	0.297863
57	0.084751	0.8217	0.206665
58	-0.05397	-0.5233	0.301011
59	-0.004921	-0.0477	0.481025
60	-0.025171	-0.244	0.403864

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.705049 & 6.8357 & 0 \tabularnewline
2 & 0.23757 & 2.3033 & 0.011733 \tabularnewline
3 & 0.334588 & 3.2439 & 0.000816 \tabularnewline
4 & 0.220904 & 2.1417 & 0.0174 \tabularnewline
5 & 0.030491 & 0.2956 & 0.384087 \tabularnewline
6 & 0.172307 & 1.6706 & 0.049066 \tabularnewline
7 & -0.094639 & -0.9176 & 0.180599 \tabularnewline
8 & 0.138947 & 1.3471 & 0.090587 \tabularnewline
9 & -0.206799 & -2.005 & 0.02392 \tabularnewline
10 & -0.185432 & -1.7978 & 0.037707 \tabularnewline
11 & 0.203255 & 1.9706 & 0.025854 \tabularnewline
12 & 0.421322 & 4.0849 & 4.6e-05 \tabularnewline
13 & -0.307355 & -2.9799 & 0.001835 \tabularnewline
14 & -0.268899 & -2.6071 & 0.00531 \tabularnewline
15 & -0.070645 & -0.6849 & 0.247536 \tabularnewline
16 & 0.050421 & 0.4888 & 0.313044 \tabularnewline
17 & 0.188552 & 1.8281 & 0.035355 \tabularnewline
18 & -0.008898 & -0.0863 & 0.465717 \tabularnewline
19 & -0.129848 & -1.2589 & 0.105588 \tabularnewline
20 & -0.07014 & -0.68 & 0.249076 \tabularnewline
21 & 0.061478 & 0.5961 & 0.276286 \tabularnewline
22 & 0.036092 & 0.3499 & 0.363588 \tabularnewline
23 & 0.038581 & 0.3741 & 0.354604 \tabularnewline
24 & -0.099805 & -0.9676 & 0.167853 \tabularnewline
25 & -0.031619 & -0.3066 & 0.379929 \tabularnewline
26 & -0.01965 & -0.1905 & 0.424661 \tabularnewline
27 & -0.061921 & -0.6003 & 0.274861 \tabularnewline
28 & -0.019941 & -0.1933 & 0.423558 \tabularnewline
29 & -0.12973 & -1.2578 & 0.105793 \tabularnewline
30 & -0.018235 & -0.1768 & 0.430023 \tabularnewline
31 & -0.007883 & -0.0764 & 0.469621 \tabularnewline
32 & 0.017106 & 0.1658 & 0.434316 \tabularnewline
33 & 0.043713 & 0.4238 & 0.336336 \tabularnewline
34 & -0.053213 & -0.5159 & 0.30356 \tabularnewline
35 & -0.081161 & -0.7869 & 0.216663 \tabularnewline
36 & 0.076647 & 0.7431 & 0.229632 \tabularnewline
37 & -0.00201 & -0.0195 & 0.492247 \tabularnewline
38 & -0.039077 & -0.3789 & 0.352822 \tabularnewline
39 & -0.104897 & -1.017 & 0.155879 \tabularnewline
40 & 0.013732 & 0.1331 & 0.447185 \tabularnewline
41 & -0.063394 & -0.6146 & 0.270144 \tabularnewline
42 & 0.026974 & 0.2615 & 0.397131 \tabularnewline
43 & 0.002452 & 0.0238 & 0.490541 \tabularnewline
44 & 0.022808 & 0.2211 & 0.412735 \tabularnewline
45 & -0.061806 & -0.5992 & 0.27523 \tabularnewline
46 & 0.01176 & 0.114 & 0.454733 \tabularnewline
47 & -0.049546 & -0.4804 & 0.31604 \tabularnewline
48 & -0.053264 & -0.5164 & 0.303389 \tabularnewline
49 & 0.019154 & 0.1857 & 0.426538 \tabularnewline
50 & -0.006837 & -0.0663 & 0.473644 \tabularnewline
51 & 0.013075 & 0.1268 & 0.449699 \tabularnewline
52 & -0.025176 & -0.2441 & 0.403848 \tabularnewline
53 & -0.046387 & -0.4497 & 0.326968 \tabularnewline
54 & 0.04844 & 0.4696 & 0.319848 \tabularnewline
55 & -0.021418 & -0.2077 & 0.417972 \tabularnewline
56 & 0.05491 & 0.5324 & 0.297863 \tabularnewline
57 & 0.084751 & 0.8217 & 0.206665 \tabularnewline
58 & -0.05397 & -0.5233 & 0.301011 \tabularnewline
59 & -0.004921 & -0.0477 & 0.481025 \tabularnewline
60 & -0.025171 & -0.244 & 0.403864 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36121&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]0.705049[/C][C]6.8357[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.23757[/C][C]2.3033[/C][C]0.011733[/C][/ROW]
[ROW][C]3[/C][C]0.334588[/C][C]3.2439[/C][C]0.000816[/C][/ROW]
[ROW][C]4[/C][C]0.220904[/C][C]2.1417[/C][C]0.0174[/C][/ROW]
[ROW][C]5[/C][C]0.030491[/C][C]0.2956[/C][C]0.384087[/C][/ROW]
[ROW][C]6[/C][C]0.172307[/C][C]1.6706[/C][C]0.049066[/C][/ROW]
[ROW][C]7[/C][C]-0.094639[/C][C]-0.9176[/C][C]0.180599[/C][/ROW]
[ROW][C]8[/C][C]0.138947[/C][C]1.3471[/C][C]0.090587[/C][/ROW]
[ROW][C]9[/C][C]-0.206799[/C][C]-2.005[/C][C]0.02392[/C][/ROW]
[ROW][C]10[/C][C]-0.185432[/C][C]-1.7978[/C][C]0.037707[/C][/ROW]
[ROW][C]11[/C][C]0.203255[/C][C]1.9706[/C][C]0.025854[/C][/ROW]
[ROW][C]12[/C][C]0.421322[/C][C]4.0849[/C][C]4.6e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.307355[/C][C]-2.9799[/C][C]0.001835[/C][/ROW]
[ROW][C]14[/C][C]-0.268899[/C][C]-2.6071[/C][C]0.00531[/C][/ROW]
[ROW][C]15[/C][C]-0.070645[/C][C]-0.6849[/C][C]0.247536[/C][/ROW]
[ROW][C]16[/C][C]0.050421[/C][C]0.4888[/C][C]0.313044[/C][/ROW]
[ROW][C]17[/C][C]0.188552[/C][C]1.8281[/C][C]0.035355[/C][/ROW]
[ROW][C]18[/C][C]-0.008898[/C][C]-0.0863[/C][C]0.465717[/C][/ROW]
[ROW][C]19[/C][C]-0.129848[/C][C]-1.2589[/C][C]0.105588[/C][/ROW]
[ROW][C]20[/C][C]-0.07014[/C][C]-0.68[/C][C]0.249076[/C][/ROW]
[ROW][C]21[/C][C]0.061478[/C][C]0.5961[/C][C]0.276286[/C][/ROW]
[ROW][C]22[/C][C]0.036092[/C][C]0.3499[/C][C]0.363588[/C][/ROW]
[ROW][C]23[/C][C]0.038581[/C][C]0.3741[/C][C]0.354604[/C][/ROW]
[ROW][C]24[/C][C]-0.099805[/C][C]-0.9676[/C][C]0.167853[/C][/ROW]
[ROW][C]25[/C][C]-0.031619[/C][C]-0.3066[/C][C]0.379929[/C][/ROW]
[ROW][C]26[/C][C]-0.01965[/C][C]-0.1905[/C][C]0.424661[/C][/ROW]
[ROW][C]27[/C][C]-0.061921[/C][C]-0.6003[/C][C]0.274861[/C][/ROW]
[ROW][C]28[/C][C]-0.019941[/C][C]-0.1933[/C][C]0.423558[/C][/ROW]
[ROW][C]29[/C][C]-0.12973[/C][C]-1.2578[/C][C]0.105793[/C][/ROW]
[ROW][C]30[/C][C]-0.018235[/C][C]-0.1768[/C][C]0.430023[/C][/ROW]
[ROW][C]31[/C][C]-0.007883[/C][C]-0.0764[/C][C]0.469621[/C][/ROW]
[ROW][C]32[/C][C]0.017106[/C][C]0.1658[/C][C]0.434316[/C][/ROW]
[ROW][C]33[/C][C]0.043713[/C][C]0.4238[/C][C]0.336336[/C][/ROW]
[ROW][C]34[/C][C]-0.053213[/C][C]-0.5159[/C][C]0.30356[/C][/ROW]
[ROW][C]35[/C][C]-0.081161[/C][C]-0.7869[/C][C]0.216663[/C][/ROW]
[ROW][C]36[/C][C]0.076647[/C][C]0.7431[/C][C]0.229632[/C][/ROW]
[ROW][C]37[/C][C]-0.00201[/C][C]-0.0195[/C][C]0.492247[/C][/ROW]
[ROW][C]38[/C][C]-0.039077[/C][C]-0.3789[/C][C]0.352822[/C][/ROW]
[ROW][C]39[/C][C]-0.104897[/C][C]-1.017[/C][C]0.155879[/C][/ROW]
[ROW][C]40[/C][C]0.013732[/C][C]0.1331[/C][C]0.447185[/C][/ROW]
[ROW][C]41[/C][C]-0.063394[/C][C]-0.6146[/C][C]0.270144[/C][/ROW]
[ROW][C]42[/C][C]0.026974[/C][C]0.2615[/C][C]0.397131[/C][/ROW]
[ROW][C]43[/C][C]0.002452[/C][C]0.0238[/C][C]0.490541[/C][/ROW]
[ROW][C]44[/C][C]0.022808[/C][C]0.2211[/C][C]0.412735[/C][/ROW]
[ROW][C]45[/C][C]-0.061806[/C][C]-0.5992[/C][C]0.27523[/C][/ROW]
[ROW][C]46[/C][C]0.01176[/C][C]0.114[/C][C]0.454733[/C][/ROW]
[ROW][C]47[/C][C]-0.049546[/C][C]-0.4804[/C][C]0.31604[/C][/ROW]
[ROW][C]48[/C][C]-0.053264[/C][C]-0.5164[/C][C]0.303389[/C][/ROW]
[ROW][C]49[/C][C]0.019154[/C][C]0.1857[/C][C]0.426538[/C][/ROW]
[ROW][C]50[/C][C]-0.006837[/C][C]-0.0663[/C][C]0.473644[/C][/ROW]
[ROW][C]51[/C][C]0.013075[/C][C]0.1268[/C][C]0.449699[/C][/ROW]
[ROW][C]52[/C][C]-0.025176[/C][C]-0.2441[/C][C]0.403848[/C][/ROW]
[ROW][C]53[/C][C]-0.046387[/C][C]-0.4497[/C][C]0.326968[/C][/ROW]
[ROW][C]54[/C][C]0.04844[/C][C]0.4696[/C][C]0.319848[/C][/ROW]
[ROW][C]55[/C][C]-0.021418[/C][C]-0.2077[/C][C]0.417972[/C][/ROW]
[ROW][C]56[/C][C]0.05491[/C][C]0.5324[/C][C]0.297863[/C][/ROW]
[ROW][C]57[/C][C]0.084751[/C][C]0.8217[/C][C]0.206665[/C][/ROW]
[ROW][C]58[/C][C]-0.05397[/C][C]-0.5233[/C][C]0.301011[/C][/ROW]
[ROW][C]59[/C][C]-0.004921[/C][C]-0.0477[/C][C]0.481025[/C][/ROW]
[ROW][C]60[/C][C]-0.025171[/C][C]-0.244[/C][C]0.403864[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36121&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36121&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	0.705049	6.8357	0
2	0.23757	2.3033	0.011733
3	0.334588	3.2439	0.000816
4	0.220904	2.1417	0.0174
5	0.030491	0.2956	0.384087
6	0.172307	1.6706	0.049066
7	-0.094639	-0.9176	0.180599
8	0.138947	1.3471	0.090587
9	-0.206799	-2.005	0.02392
10	-0.185432	-1.7978	0.037707
11	0.203255	1.9706	0.025854
12	0.421322	4.0849	4.6e-05
13	-0.307355	-2.9799	0.001835
14	-0.268899	-2.6071	0.00531
15	-0.070645	-0.6849	0.247536
16	0.050421	0.4888	0.313044
17	0.188552	1.8281	0.035355
18	-0.008898	-0.0863	0.465717
19	-0.129848	-1.2589	0.105588
20	-0.07014	-0.68	0.249076
21	0.061478	0.5961	0.276286
22	0.036092	0.3499	0.363588
23	0.038581	0.3741	0.354604
24	-0.099805	-0.9676	0.167853
25	-0.031619	-0.3066	0.379929
26	-0.01965	-0.1905	0.424661
27	-0.061921	-0.6003	0.274861
28	-0.019941	-0.1933	0.423558
29	-0.12973	-1.2578	0.105793
30	-0.018235	-0.1768	0.430023
31	-0.007883	-0.0764	0.469621
32	0.017106	0.1658	0.434316
33	0.043713	0.4238	0.336336
34	-0.053213	-0.5159	0.30356
35	-0.081161	-0.7869	0.216663
36	0.076647	0.7431	0.229632
37	-0.00201	-0.0195	0.492247
38	-0.039077	-0.3789	0.352822
39	-0.104897	-1.017	0.155879
40	0.013732	0.1331	0.447185
41	-0.063394	-0.6146	0.270144
42	0.026974	0.2615	0.397131
43	0.002452	0.0238	0.490541
44	0.022808	0.2211	0.412735
45	-0.061806	-0.5992	0.27523
46	0.01176	0.114	0.454733
47	-0.049546	-0.4804	0.31604
48	-0.053264	-0.5164	0.303389
49	0.019154	0.1857	0.426538
50	-0.006837	-0.0663	0.473644
51	0.013075	0.1268	0.449699
52	-0.025176	-0.2441	0.403848
53	-0.046387	-0.4497	0.326968
54	0.04844	0.4696	0.319848
55	-0.021418	-0.2077	0.417972
56	0.05491	0.5324	0.297863
57	0.084751	0.8217	0.206665
58	-0.05397	-0.5233	0.301011
59	-0.004921	-0.0477	0.481025
60	-0.025171	-0.244	0.403864

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