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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 09:29:05 -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/t12299633738mi2sbs357d2whl.htm/, Retrieved Fri, 09 May 2025 14:23:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36124, Retrieved Fri, 09 May 2025 14:23:34 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

345

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 Invoer] [2008-12-22 16:29:05] [ba85d9d0a82357dd3edf208eef933423] [Current]
-   PD          [(Partial) Autocorrelation Function] [ACF Invoer Zonder...] [2008-12-22 16:48:00] [504b73e6de93b01331326637b3288ad4] 
-                 [(Partial) Autocorrelation Function] [ACF Invoer Zonder...] [2008-12-22 17:24:13] [504b73e6de93b01331326637b3288ad4] 

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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=36124&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=36124&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36124&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	0.820543	7.9555	0
2	0.768954	7.4553	0
3	0.766373	7.4303	0
4	0.677312	6.5668	0
5	0.635758	6.1639	0
6	0.621521	6.0259	0
7	0.560434	5.4336	0
8	0.536103	5.1977	1e-06
9	0.517443	5.0168	1e-06
10	0.463069	4.4896	1e-05
11	0.490256	4.7532	4e-06
12	0.540187	5.2373	0
13	0.425218	4.1226	4e-05
14	0.39118	3.7926	0.000132
15	0.402225	3.8997	9e-05
16	0.346243	3.357	0.000569
17	0.350338	3.3967	0.000501
18	0.338855	3.2853	0.000716
19	0.304289	2.9502	0.002004
20	0.287399	2.7864	0.003224
21	0.264582	2.5652	0.005947
22	0.229466	2.2248	0.014245
23	0.264658	2.566	0.005935
24	0.27892	2.7042	0.004064
25	0.216599	2.1	0.019203
26	0.175509	1.7016	0.046066
27	0.161385	1.5647	0.060508
28	0.108068	1.0478	0.148719
29	0.097536	0.9456	0.173376
30	0.056407	0.5469	0.292875
31	0.028525	0.2766	0.391362
32	-0.002269	-0.022	0.491249
33	-0.026687	-0.2587	0.3982
34	-0.05476	-0.5309	0.298365
35	-0.03191	-0.3094	0.378858
36	-0.018125	-0.1757	0.430442
37	-0.070436	-0.6829	0.248175
38	-0.109145	-1.0582	0.146337
39	-0.120643	-1.1697	0.122544
40	-0.147161	-1.4268	0.078478
41	-0.164301	-1.593	0.057263
42	-0.184566	-1.7894	0.038382
43	-0.187767	-1.8205	0.035935
44	-0.21214	-2.0568	0.021239
45	-0.246382	-2.3888	0.009452
46	-0.247375	-2.3984	0.009221
47	-0.249352	-2.4176	0.008777
48	-0.22806	-2.2111	0.014726
49	-0.271961	-2.6368	0.004897
50	-0.304458	-2.9518	0.001994
51	-0.302454	-2.9324	0.002112
52	-0.319582	-3.0985	0.001283
53	-0.334188	-3.2401	0.000826
54	-0.327118	-3.1715	0.001024
55	-0.332561	-3.2243	0.000869
56	-0.335011	-3.2481	0.000806
57	-0.342816	-3.3237	0.000634
58	-0.334281	-3.241	0.000824
59	-0.317124	-3.0746	0.00138
60	-0.280591	-2.7204	0.003884

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.820543 & 7.9555 & 0 \tabularnewline
2 & 0.768954 & 7.4553 & 0 \tabularnewline
3 & 0.766373 & 7.4303 & 0 \tabularnewline
4 & 0.677312 & 6.5668 & 0 \tabularnewline
5 & 0.635758 & 6.1639 & 0 \tabularnewline
6 & 0.621521 & 6.0259 & 0 \tabularnewline
7 & 0.560434 & 5.4336 & 0 \tabularnewline
8 & 0.536103 & 5.1977 & 1e-06 \tabularnewline
9 & 0.517443 & 5.0168 & 1e-06 \tabularnewline
10 & 0.463069 & 4.4896 & 1e-05 \tabularnewline
11 & 0.490256 & 4.7532 & 4e-06 \tabularnewline
12 & 0.540187 & 5.2373 & 0 \tabularnewline
13 & 0.425218 & 4.1226 & 4e-05 \tabularnewline
14 & 0.39118 & 3.7926 & 0.000132 \tabularnewline
15 & 0.402225 & 3.8997 & 9e-05 \tabularnewline
16 & 0.346243 & 3.357 & 0.000569 \tabularnewline
17 & 0.350338 & 3.3967 & 0.000501 \tabularnewline
18 & 0.338855 & 3.2853 & 0.000716 \tabularnewline
19 & 0.304289 & 2.9502 & 0.002004 \tabularnewline
20 & 0.287399 & 2.7864 & 0.003224 \tabularnewline
21 & 0.264582 & 2.5652 & 0.005947 \tabularnewline
22 & 0.229466 & 2.2248 & 0.014245 \tabularnewline
23 & 0.264658 & 2.566 & 0.005935 \tabularnewline
24 & 0.27892 & 2.7042 & 0.004064 \tabularnewline
25 & 0.216599 & 2.1 & 0.019203 \tabularnewline
26 & 0.175509 & 1.7016 & 0.046066 \tabularnewline
27 & 0.161385 & 1.5647 & 0.060508 \tabularnewline
28 & 0.108068 & 1.0478 & 0.148719 \tabularnewline
29 & 0.097536 & 0.9456 & 0.173376 \tabularnewline
30 & 0.056407 & 0.5469 & 0.292875 \tabularnewline
31 & 0.028525 & 0.2766 & 0.391362 \tabularnewline
32 & -0.002269 & -0.022 & 0.491249 \tabularnewline
33 & -0.026687 & -0.2587 & 0.3982 \tabularnewline
34 & -0.05476 & -0.5309 & 0.298365 \tabularnewline
35 & -0.03191 & -0.3094 & 0.378858 \tabularnewline
36 & -0.018125 & -0.1757 & 0.430442 \tabularnewline
37 & -0.070436 & -0.6829 & 0.248175 \tabularnewline
38 & -0.109145 & -1.0582 & 0.146337 \tabularnewline
39 & -0.120643 & -1.1697 & 0.122544 \tabularnewline
40 & -0.147161 & -1.4268 & 0.078478 \tabularnewline
41 & -0.164301 & -1.593 & 0.057263 \tabularnewline
42 & -0.184566 & -1.7894 & 0.038382 \tabularnewline
43 & -0.187767 & -1.8205 & 0.035935 \tabularnewline
44 & -0.21214 & -2.0568 & 0.021239 \tabularnewline
45 & -0.246382 & -2.3888 & 0.009452 \tabularnewline
46 & -0.247375 & -2.3984 & 0.009221 \tabularnewline
47 & -0.249352 & -2.4176 & 0.008777 \tabularnewline
48 & -0.22806 & -2.2111 & 0.014726 \tabularnewline
49 & -0.271961 & -2.6368 & 0.004897 \tabularnewline
50 & -0.304458 & -2.9518 & 0.001994 \tabularnewline
51 & -0.302454 & -2.9324 & 0.002112 \tabularnewline
52 & -0.319582 & -3.0985 & 0.001283 \tabularnewline
53 & -0.334188 & -3.2401 & 0.000826 \tabularnewline
54 & -0.327118 & -3.1715 & 0.001024 \tabularnewline
55 & -0.332561 & -3.2243 & 0.000869 \tabularnewline
56 & -0.335011 & -3.2481 & 0.000806 \tabularnewline
57 & -0.342816 & -3.3237 & 0.000634 \tabularnewline
58 & -0.334281 & -3.241 & 0.000824 \tabularnewline
59 & -0.317124 & -3.0746 & 0.00138 \tabularnewline
60 & -0.280591 & -2.7204 & 0.003884 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36124&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]0.820543[/C][C]7.9555[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.768954[/C][C]7.4553[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.766373[/C][C]7.4303[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.677312[/C][C]6.5668[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.635758[/C][C]6.1639[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.621521[/C][C]6.0259[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.560434[/C][C]5.4336[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.536103[/C][C]5.1977[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.517443[/C][C]5.0168[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.463069[/C][C]4.4896[/C][C]1e-05[/C][/ROW]
[ROW][C]11[/C][C]0.490256[/C][C]4.7532[/C][C]4e-06[/C][/ROW]
[ROW][C]12[/C][C]0.540187[/C][C]5.2373[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.425218[/C][C]4.1226[/C][C]4e-05[/C][/ROW]
[ROW][C]14[/C][C]0.39118[/C][C]3.7926[/C][C]0.000132[/C][/ROW]
[ROW][C]15[/C][C]0.402225[/C][C]3.8997[/C][C]9e-05[/C][/ROW]
[ROW][C]16[/C][C]0.346243[/C][C]3.357[/C][C]0.000569[/C][/ROW]
[ROW][C]17[/C][C]0.350338[/C][C]3.3967[/C][C]0.000501[/C][/ROW]
[ROW][C]18[/C][C]0.338855[/C][C]3.2853[/C][C]0.000716[/C][/ROW]
[ROW][C]19[/C][C]0.304289[/C][C]2.9502[/C][C]0.002004[/C][/ROW]
[ROW][C]20[/C][C]0.287399[/C][C]2.7864[/C][C]0.003224[/C][/ROW]
[ROW][C]21[/C][C]0.264582[/C][C]2.5652[/C][C]0.005947[/C][/ROW]
[ROW][C]22[/C][C]0.229466[/C][C]2.2248[/C][C]0.014245[/C][/ROW]
[ROW][C]23[/C][C]0.264658[/C][C]2.566[/C][C]0.005935[/C][/ROW]
[ROW][C]24[/C][C]0.27892[/C][C]2.7042[/C][C]0.004064[/C][/ROW]
[ROW][C]25[/C][C]0.216599[/C][C]2.1[/C][C]0.019203[/C][/ROW]
[ROW][C]26[/C][C]0.175509[/C][C]1.7016[/C][C]0.046066[/C][/ROW]
[ROW][C]27[/C][C]0.161385[/C][C]1.5647[/C][C]0.060508[/C][/ROW]
[ROW][C]28[/C][C]0.108068[/C][C]1.0478[/C][C]0.148719[/C][/ROW]
[ROW][C]29[/C][C]0.097536[/C][C]0.9456[/C][C]0.173376[/C][/ROW]
[ROW][C]30[/C][C]0.056407[/C][C]0.5469[/C][C]0.292875[/C][/ROW]
[ROW][C]31[/C][C]0.028525[/C][C]0.2766[/C][C]0.391362[/C][/ROW]
[ROW][C]32[/C][C]-0.002269[/C][C]-0.022[/C][C]0.491249[/C][/ROW]
[ROW][C]33[/C][C]-0.026687[/C][C]-0.2587[/C][C]0.3982[/C][/ROW]
[ROW][C]34[/C][C]-0.05476[/C][C]-0.5309[/C][C]0.298365[/C][/ROW]
[ROW][C]35[/C][C]-0.03191[/C][C]-0.3094[/C][C]0.378858[/C][/ROW]
[ROW][C]36[/C][C]-0.018125[/C][C]-0.1757[/C][C]0.430442[/C][/ROW]
[ROW][C]37[/C][C]-0.070436[/C][C]-0.6829[/C][C]0.248175[/C][/ROW]
[ROW][C]38[/C][C]-0.109145[/C][C]-1.0582[/C][C]0.146337[/C][/ROW]
[ROW][C]39[/C][C]-0.120643[/C][C]-1.1697[/C][C]0.122544[/C][/ROW]
[ROW][C]40[/C][C]-0.147161[/C][C]-1.4268[/C][C]0.078478[/C][/ROW]
[ROW][C]41[/C][C]-0.164301[/C][C]-1.593[/C][C]0.057263[/C][/ROW]
[ROW][C]42[/C][C]-0.184566[/C][C]-1.7894[/C][C]0.038382[/C][/ROW]
[ROW][C]43[/C][C]-0.187767[/C][C]-1.8205[/C][C]0.035935[/C][/ROW]
[ROW][C]44[/C][C]-0.21214[/C][C]-2.0568[/C][C]0.021239[/C][/ROW]
[ROW][C]45[/C][C]-0.246382[/C][C]-2.3888[/C][C]0.009452[/C][/ROW]
[ROW][C]46[/C][C]-0.247375[/C][C]-2.3984[/C][C]0.009221[/C][/ROW]
[ROW][C]47[/C][C]-0.249352[/C][C]-2.4176[/C][C]0.008777[/C][/ROW]
[ROW][C]48[/C][C]-0.22806[/C][C]-2.2111[/C][C]0.014726[/C][/ROW]
[ROW][C]49[/C][C]-0.271961[/C][C]-2.6368[/C][C]0.004897[/C][/ROW]
[ROW][C]50[/C][C]-0.304458[/C][C]-2.9518[/C][C]0.001994[/C][/ROW]
[ROW][C]51[/C][C]-0.302454[/C][C]-2.9324[/C][C]0.002112[/C][/ROW]
[ROW][C]52[/C][C]-0.319582[/C][C]-3.0985[/C][C]0.001283[/C][/ROW]
[ROW][C]53[/C][C]-0.334188[/C][C]-3.2401[/C][C]0.000826[/C][/ROW]
[ROW][C]54[/C][C]-0.327118[/C][C]-3.1715[/C][C]0.001024[/C][/ROW]
[ROW][C]55[/C][C]-0.332561[/C][C]-3.2243[/C][C]0.000869[/C][/ROW]
[ROW][C]56[/C][C]-0.335011[/C][C]-3.2481[/C][C]0.000806[/C][/ROW]
[ROW][C]57[/C][C]-0.342816[/C][C]-3.3237[/C][C]0.000634[/C][/ROW]
[ROW][C]58[/C][C]-0.334281[/C][C]-3.241[/C][C]0.000824[/C][/ROW]
[ROW][C]59[/C][C]-0.317124[/C][C]-3.0746[/C][C]0.00138[/C][/ROW]
[ROW][C]60[/C][C]-0.280591[/C][C]-2.7204[/C][C]0.003884[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36124&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36124&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	0.820543	7.9555	0
2	0.768954	7.4553	0
3	0.766373	7.4303	0
4	0.677312	6.5668	0
5	0.635758	6.1639	0
6	0.621521	6.0259	0
7	0.560434	5.4336	0
8	0.536103	5.1977	1e-06
9	0.517443	5.0168	1e-06
10	0.463069	4.4896	1e-05
11	0.490256	4.7532	4e-06
12	0.540187	5.2373	0
13	0.425218	4.1226	4e-05
14	0.39118	3.7926	0.000132
15	0.402225	3.8997	9e-05
16	0.346243	3.357	0.000569
17	0.350338	3.3967	0.000501
18	0.338855	3.2853	0.000716
19	0.304289	2.9502	0.002004
20	0.287399	2.7864	0.003224
21	0.264582	2.5652	0.005947
22	0.229466	2.2248	0.014245
23	0.264658	2.566	0.005935
24	0.27892	2.7042	0.004064
25	0.216599	2.1	0.019203
26	0.175509	1.7016	0.046066
27	0.161385	1.5647	0.060508
28	0.108068	1.0478	0.148719
29	0.097536	0.9456	0.173376
30	0.056407	0.5469	0.292875
31	0.028525	0.2766	0.391362
32	-0.002269	-0.022	0.491249
33	-0.026687	-0.2587	0.3982
34	-0.05476	-0.5309	0.298365
35	-0.03191	-0.3094	0.378858
36	-0.018125	-0.1757	0.430442
37	-0.070436	-0.6829	0.248175
38	-0.109145	-1.0582	0.146337
39	-0.120643	-1.1697	0.122544
40	-0.147161	-1.4268	0.078478
41	-0.164301	-1.593	0.057263
42	-0.184566	-1.7894	0.038382
43	-0.187767	-1.8205	0.035935
44	-0.21214	-2.0568	0.021239
45	-0.246382	-2.3888	0.009452
46	-0.247375	-2.3984	0.009221
47	-0.249352	-2.4176	0.008777
48	-0.22806	-2.2111	0.014726
49	-0.271961	-2.6368	0.004897
50	-0.304458	-2.9518	0.001994
51	-0.302454	-2.9324	0.002112
52	-0.319582	-3.0985	0.001283
53	-0.334188	-3.2401	0.000826
54	-0.327118	-3.1715	0.001024
55	-0.332561	-3.2243	0.000869
56	-0.335011	-3.2481	0.000806
57	-0.342816	-3.3237	0.000634
58	-0.334281	-3.241	0.000824
59	-0.317124	-3.0746	0.00138
60	-0.280591	-2.7204	0.003884

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.820543	7.9555	0
2	0.292809	2.8389	0.002774
3	0.267498	2.5935	0.00551
4	-0.11778	-1.1419	0.128195
5	0.007559	0.0733	0.470868
6	0.063472	0.6154	0.269893
7	-0.036863	-0.3574	0.360796
8	0.036976	0.3585	0.360387
9	0.016412	0.1591	0.436956
10	-0.053221	-0.516	0.303534
11	0.188683	1.8293	0.035259
12	0.259015	2.5112	0.006869
13	-0.352049	-3.4132	0.000474
14	-0.189924	-1.8414	0.03436
15	0.070455	0.6831	0.248115
16	0.116181	1.1264	0.131429
17	0.12444	1.2065	0.115328
18	-0.102978	-0.9984	0.160321
19	-0.054151	-0.525	0.300403
20	-0.041068	-0.3982	0.345705
21	0.060729	0.5888	0.278709
22	0.022202	0.2153	0.415018
23	0.017569	0.1703	0.432554
24	-0.019238	-0.1865	0.42622
25	0.008168	0.0792	0.468525
26	-0.14602	-1.4157	0.080081
27	-0.104446	-1.0126	0.156915
28	-0.068136	-0.6606	0.25524
29	0.030842	0.299	0.382792
30	-0.064838	-0.6286	0.26556
31	0.031508	0.3055	0.380336
32	-0.044398	-0.4305	0.333926
33	0.070204	0.6806	0.248883
34	-0.038863	-0.3768	0.353588
35	-0.020195	-0.1958	0.422597
36	0.013128	0.1273	0.449494
37	-0.074892	-0.7261	0.23479
38	-0.079657	-0.7723	0.220935
39	-0.019466	-0.1887	0.425354
40	0.02227	0.2159	0.414761
41	-0.029992	-0.2908	0.385928
42	-0.035675	-0.3459	0.365103
43	0.056145	0.5443	0.293746
44	-0.021169	-0.2052	0.418915
45	-0.081035	-0.7857	0.21702
46	0.012976	0.1258	0.450077
47	-0.075411	-0.7311	0.233256
48	0.046358	0.4495	0.327068
49	-0.041735	-0.4046	0.343332
50	-0.043667	-0.4234	0.336496
51	-0.010944	-0.1061	0.457862
52	-0.01152	-0.1117	0.455654
53	0.032833	0.3183	0.375472
54	0.019064	0.1848	0.42688
55	-0.047112	-0.4568	0.324446
56	0.063239	0.6131	0.270637
57	0.063203	0.6128	0.270751
58	-0.032093	-0.3112	0.378186
59	-0.041508	-0.4024	0.34414
60	-0.011221	-0.1088	0.456798

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.820543 & 7.9555 & 0 \tabularnewline
2 & 0.292809 & 2.8389 & 0.002774 \tabularnewline
3 & 0.267498 & 2.5935 & 0.00551 \tabularnewline
4 & -0.11778 & -1.1419 & 0.128195 \tabularnewline
5 & 0.007559 & 0.0733 & 0.470868 \tabularnewline
6 & 0.063472 & 0.6154 & 0.269893 \tabularnewline
7 & -0.036863 & -0.3574 & 0.360796 \tabularnewline
8 & 0.036976 & 0.3585 & 0.360387 \tabularnewline
9 & 0.016412 & 0.1591 & 0.436956 \tabularnewline
10 & -0.053221 & -0.516 & 0.303534 \tabularnewline
11 & 0.188683 & 1.8293 & 0.035259 \tabularnewline
12 & 0.259015 & 2.5112 & 0.006869 \tabularnewline
13 & -0.352049 & -3.4132 & 0.000474 \tabularnewline
14 & -0.189924 & -1.8414 & 0.03436 \tabularnewline
15 & 0.070455 & 0.6831 & 0.248115 \tabularnewline
16 & 0.116181 & 1.1264 & 0.131429 \tabularnewline
17 & 0.12444 & 1.2065 & 0.115328 \tabularnewline
18 & -0.102978 & -0.9984 & 0.160321 \tabularnewline
19 & -0.054151 & -0.525 & 0.300403 \tabularnewline
20 & -0.041068 & -0.3982 & 0.345705 \tabularnewline
21 & 0.060729 & 0.5888 & 0.278709 \tabularnewline
22 & 0.022202 & 0.2153 & 0.415018 \tabularnewline
23 & 0.017569 & 0.1703 & 0.432554 \tabularnewline
24 & -0.019238 & -0.1865 & 0.42622 \tabularnewline
25 & 0.008168 & 0.0792 & 0.468525 \tabularnewline
26 & -0.14602 & -1.4157 & 0.080081 \tabularnewline
27 & -0.104446 & -1.0126 & 0.156915 \tabularnewline
28 & -0.068136 & -0.6606 & 0.25524 \tabularnewline
29 & 0.030842 & 0.299 & 0.382792 \tabularnewline
30 & -0.064838 & -0.6286 & 0.26556 \tabularnewline
31 & 0.031508 & 0.3055 & 0.380336 \tabularnewline
32 & -0.044398 & -0.4305 & 0.333926 \tabularnewline
33 & 0.070204 & 0.6806 & 0.248883 \tabularnewline
34 & -0.038863 & -0.3768 & 0.353588 \tabularnewline
35 & -0.020195 & -0.1958 & 0.422597 \tabularnewline
36 & 0.013128 & 0.1273 & 0.449494 \tabularnewline
37 & -0.074892 & -0.7261 & 0.23479 \tabularnewline
38 & -0.079657 & -0.7723 & 0.220935 \tabularnewline
39 & -0.019466 & -0.1887 & 0.425354 \tabularnewline
40 & 0.02227 & 0.2159 & 0.414761 \tabularnewline
41 & -0.029992 & -0.2908 & 0.385928 \tabularnewline
42 & -0.035675 & -0.3459 & 0.365103 \tabularnewline
43 & 0.056145 & 0.5443 & 0.293746 \tabularnewline
44 & -0.021169 & -0.2052 & 0.418915 \tabularnewline
45 & -0.081035 & -0.7857 & 0.21702 \tabularnewline
46 & 0.012976 & 0.1258 & 0.450077 \tabularnewline
47 & -0.075411 & -0.7311 & 0.233256 \tabularnewline
48 & 0.046358 & 0.4495 & 0.327068 \tabularnewline
49 & -0.041735 & -0.4046 & 0.343332 \tabularnewline
50 & -0.043667 & -0.4234 & 0.336496 \tabularnewline
51 & -0.010944 & -0.1061 & 0.457862 \tabularnewline
52 & -0.01152 & -0.1117 & 0.455654 \tabularnewline
53 & 0.032833 & 0.3183 & 0.375472 \tabularnewline
54 & 0.019064 & 0.1848 & 0.42688 \tabularnewline
55 & -0.047112 & -0.4568 & 0.324446 \tabularnewline
56 & 0.063239 & 0.6131 & 0.270637 \tabularnewline
57 & 0.063203 & 0.6128 & 0.270751 \tabularnewline
58 & -0.032093 & -0.3112 & 0.378186 \tabularnewline
59 & -0.041508 & -0.4024 & 0.34414 \tabularnewline
60 & -0.011221 & -0.1088 & 0.456798 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36124&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]0.820543[/C][C]7.9555[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.292809[/C][C]2.8389[/C][C]0.002774[/C][/ROW]
[ROW][C]3[/C][C]0.267498[/C][C]2.5935[/C][C]0.00551[/C][/ROW]
[ROW][C]4[/C][C]-0.11778[/C][C]-1.1419[/C][C]0.128195[/C][/ROW]
[ROW][C]5[/C][C]0.007559[/C][C]0.0733[/C][C]0.470868[/C][/ROW]
[ROW][C]6[/C][C]0.063472[/C][C]0.6154[/C][C]0.269893[/C][/ROW]
[ROW][C]7[/C][C]-0.036863[/C][C]-0.3574[/C][C]0.360796[/C][/ROW]
[ROW][C]8[/C][C]0.036976[/C][C]0.3585[/C][C]0.360387[/C][/ROW]
[ROW][C]9[/C][C]0.016412[/C][C]0.1591[/C][C]0.436956[/C][/ROW]
[ROW][C]10[/C][C]-0.053221[/C][C]-0.516[/C][C]0.303534[/C][/ROW]
[ROW][C]11[/C][C]0.188683[/C][C]1.8293[/C][C]0.035259[/C][/ROW]
[ROW][C]12[/C][C]0.259015[/C][C]2.5112[/C][C]0.006869[/C][/ROW]
[ROW][C]13[/C][C]-0.352049[/C][C]-3.4132[/C][C]0.000474[/C][/ROW]
[ROW][C]14[/C][C]-0.189924[/C][C]-1.8414[/C][C]0.03436[/C][/ROW]
[ROW][C]15[/C][C]0.070455[/C][C]0.6831[/C][C]0.248115[/C][/ROW]
[ROW][C]16[/C][C]0.116181[/C][C]1.1264[/C][C]0.131429[/C][/ROW]
[ROW][C]17[/C][C]0.12444[/C][C]1.2065[/C][C]0.115328[/C][/ROW]
[ROW][C]18[/C][C]-0.102978[/C][C]-0.9984[/C][C]0.160321[/C][/ROW]
[ROW][C]19[/C][C]-0.054151[/C][C]-0.525[/C][C]0.300403[/C][/ROW]
[ROW][C]20[/C][C]-0.041068[/C][C]-0.3982[/C][C]0.345705[/C][/ROW]
[ROW][C]21[/C][C]0.060729[/C][C]0.5888[/C][C]0.278709[/C][/ROW]
[ROW][C]22[/C][C]0.022202[/C][C]0.2153[/C][C]0.415018[/C][/ROW]
[ROW][C]23[/C][C]0.017569[/C][C]0.1703[/C][C]0.432554[/C][/ROW]
[ROW][C]24[/C][C]-0.019238[/C][C]-0.1865[/C][C]0.42622[/C][/ROW]
[ROW][C]25[/C][C]0.008168[/C][C]0.0792[/C][C]0.468525[/C][/ROW]
[ROW][C]26[/C][C]-0.14602[/C][C]-1.4157[/C][C]0.080081[/C][/ROW]
[ROW][C]27[/C][C]-0.104446[/C][C]-1.0126[/C][C]0.156915[/C][/ROW]
[ROW][C]28[/C][C]-0.068136[/C][C]-0.6606[/C][C]0.25524[/C][/ROW]
[ROW][C]29[/C][C]0.030842[/C][C]0.299[/C][C]0.382792[/C][/ROW]
[ROW][C]30[/C][C]-0.064838[/C][C]-0.6286[/C][C]0.26556[/C][/ROW]
[ROW][C]31[/C][C]0.031508[/C][C]0.3055[/C][C]0.380336[/C][/ROW]
[ROW][C]32[/C][C]-0.044398[/C][C]-0.4305[/C][C]0.333926[/C][/ROW]
[ROW][C]33[/C][C]0.070204[/C][C]0.6806[/C][C]0.248883[/C][/ROW]
[ROW][C]34[/C][C]-0.038863[/C][C]-0.3768[/C][C]0.353588[/C][/ROW]
[ROW][C]35[/C][C]-0.020195[/C][C]-0.1958[/C][C]0.422597[/C][/ROW]
[ROW][C]36[/C][C]0.013128[/C][C]0.1273[/C][C]0.449494[/C][/ROW]
[ROW][C]37[/C][C]-0.074892[/C][C]-0.7261[/C][C]0.23479[/C][/ROW]
[ROW][C]38[/C][C]-0.079657[/C][C]-0.7723[/C][C]0.220935[/C][/ROW]
[ROW][C]39[/C][C]-0.019466[/C][C]-0.1887[/C][C]0.425354[/C][/ROW]
[ROW][C]40[/C][C]0.02227[/C][C]0.2159[/C][C]0.414761[/C][/ROW]
[ROW][C]41[/C][C]-0.029992[/C][C]-0.2908[/C][C]0.385928[/C][/ROW]
[ROW][C]42[/C][C]-0.035675[/C][C]-0.3459[/C][C]0.365103[/C][/ROW]
[ROW][C]43[/C][C]0.056145[/C][C]0.5443[/C][C]0.293746[/C][/ROW]
[ROW][C]44[/C][C]-0.021169[/C][C]-0.2052[/C][C]0.418915[/C][/ROW]
[ROW][C]45[/C][C]-0.081035[/C][C]-0.7857[/C][C]0.21702[/C][/ROW]
[ROW][C]46[/C][C]0.012976[/C][C]0.1258[/C][C]0.450077[/C][/ROW]
[ROW][C]47[/C][C]-0.075411[/C][C]-0.7311[/C][C]0.233256[/C][/ROW]
[ROW][C]48[/C][C]0.046358[/C][C]0.4495[/C][C]0.327068[/C][/ROW]
[ROW][C]49[/C][C]-0.041735[/C][C]-0.4046[/C][C]0.343332[/C][/ROW]
[ROW][C]50[/C][C]-0.043667[/C][C]-0.4234[/C][C]0.336496[/C][/ROW]
[ROW][C]51[/C][C]-0.010944[/C][C]-0.1061[/C][C]0.457862[/C][/ROW]
[ROW][C]52[/C][C]-0.01152[/C][C]-0.1117[/C][C]0.455654[/C][/ROW]
[ROW][C]53[/C][C]0.032833[/C][C]0.3183[/C][C]0.375472[/C][/ROW]
[ROW][C]54[/C][C]0.019064[/C][C]0.1848[/C][C]0.42688[/C][/ROW]
[ROW][C]55[/C][C]-0.047112[/C][C]-0.4568[/C][C]0.324446[/C][/ROW]
[ROW][C]56[/C][C]0.063239[/C][C]0.6131[/C][C]0.270637[/C][/ROW]
[ROW][C]57[/C][C]0.063203[/C][C]0.6128[/C][C]0.270751[/C][/ROW]
[ROW][C]58[/C][C]-0.032093[/C][C]-0.3112[/C][C]0.378186[/C][/ROW]
[ROW][C]59[/C][C]-0.041508[/C][C]-0.4024[/C][C]0.34414[/C][/ROW]
[ROW][C]60[/C][C]-0.011221[/C][C]-0.1088[/C][C]0.456798[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36124&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36124&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	0.820543	7.9555	0
2	0.292809	2.8389	0.002774
3	0.267498	2.5935	0.00551
4	-0.11778	-1.1419	0.128195
5	0.007559	0.0733	0.470868
6	0.063472	0.6154	0.269893
7	-0.036863	-0.3574	0.360796
8	0.036976	0.3585	0.360387
9	0.016412	0.1591	0.436956
10	-0.053221	-0.516	0.303534
11	0.188683	1.8293	0.035259
12	0.259015	2.5112	0.006869
13	-0.352049	-3.4132	0.000474
14	-0.189924	-1.8414	0.03436
15	0.070455	0.6831	0.248115
16	0.116181	1.1264	0.131429
17	0.12444	1.2065	0.115328
18	-0.102978	-0.9984	0.160321
19	-0.054151	-0.525	0.300403
20	-0.041068	-0.3982	0.345705
21	0.060729	0.5888	0.278709
22	0.022202	0.2153	0.415018
23	0.017569	0.1703	0.432554
24	-0.019238	-0.1865	0.42622
25	0.008168	0.0792	0.468525
26	-0.14602	-1.4157	0.080081
27	-0.104446	-1.0126	0.156915
28	-0.068136	-0.6606	0.25524
29	0.030842	0.299	0.382792
30	-0.064838	-0.6286	0.26556
31	0.031508	0.3055	0.380336
32	-0.044398	-0.4305	0.333926
33	0.070204	0.6806	0.248883
34	-0.038863	-0.3768	0.353588
35	-0.020195	-0.1958	0.422597
36	0.013128	0.1273	0.449494
37	-0.074892	-0.7261	0.23479
38	-0.079657	-0.7723	0.220935
39	-0.019466	-0.1887	0.425354
40	0.02227	0.2159	0.414761
41	-0.029992	-0.2908	0.385928
42	-0.035675	-0.3459	0.365103
43	0.056145	0.5443	0.293746
44	-0.021169	-0.2052	0.418915
45	-0.081035	-0.7857	0.21702
46	0.012976	0.1258	0.450077
47	-0.075411	-0.7311	0.233256
48	0.046358	0.4495	0.327068
49	-0.041735	-0.4046	0.343332
50	-0.043667	-0.4234	0.336496
51	-0.010944	-0.1061	0.457862
52	-0.01152	-0.1117	0.455654
53	0.032833	0.3183	0.375472
54	0.019064	0.1848	0.42688
55	-0.047112	-0.4568	0.324446
56	0.063239	0.6131	0.270637
57	0.063203	0.6128	0.270751
58	-0.032093	-0.3112	0.378186
59	-0.041508	-0.4024	0.34414
60	-0.011221	-0.1088	0.456798

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