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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 09:35:25 -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/t1229963805p5vjl0exn16dsde.htm/, Retrieved Fri, 09 May 2025 16:21:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36131, Retrieved Fri, 09 May 2025 16:21:19 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

361

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] [504b73e6de93b01331326637b3288ad4]
-   PD          [(Partial) Autocorrelation Function] [ACF Uitvoer Zonde...] [2008-12-22 16:35:25] [ba85d9d0a82357dd3edf208eef933423] [Current]
-   PD            [(Partial) Autocorrelation Function] [ACF Uitvoer zonde...] [2008-12-22 16:45:12] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36131&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36131&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36131&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.357213	-3.4448	0.000429
2	-0.289499	-2.7918	0.003181
3	0.082559	0.7962	0.213981
4	0.139349	1.3438	0.091136
5	-0.173215	-1.6704	0.049099
6	0.245666	2.3691	0.009949
7	-0.225741	-2.177	0.016007
8	0.194843	1.879	0.031688
9	0.020441	0.1971	0.422078
10	-0.28062	-2.7062	0.004048
11	-0.160836	-1.551	0.062144
12	0.667971	6.4417	0
13	-0.229212	-2.2104	0.014764
14	-0.200428	-1.9329	0.028148
15	0.008899	0.0858	0.465899
16	0.087869	0.8474	0.199479
17	-0.058781	-0.5669	0.286086
18	0.137937	1.3302	0.09335
19	-0.171932	-1.6581	0.050338
20	0.188706	1.8198	0.036002
21	-0.007652	-0.0738	0.470667
22	-0.289296	-2.7899	0.003198
23	0.024704	0.2382	0.406112
24	0.384215	3.7052	0.000179
25	-0.128534	-1.2395	0.109132
26	-0.109446	-1.0555	0.146976
27	-0.065289	-0.6296	0.265244
28	0.093153	0.8983	0.185662
29	-0.009207	-0.0888	0.464719
30	0.04293	0.414	0.339913
31	-0.096768	-0.9332	0.176568
32	0.161836	1.5607	0.060996
33	-0.037559	-0.3622	0.359009
34	-0.211242	-2.0371	0.022239
35	-0.000471	-0.0045	0.498193
36	0.314488	3.0328	0.00157
37	-0.077869	-0.7509	0.227293
38	-0.112728	-1.0871	0.139899
39	-0.08928	-0.861	0.195731
40	0.145289	1.4011	0.082254
41	-0.039439	-0.3803	0.352283
42	0.021596	0.2083	0.41774
43	-0.081321	-0.7842	0.217448
44	0.171875	1.6575	0.050394
45	-0.087101	-0.84	0.201538
46	-0.093743	-0.904	0.18416
47	-0.05876	-0.5667	0.286156
48	0.249695	2.408	0.009007
49	-0.02553	-0.2462	0.403035
50	-0.104972	-1.0123	0.157007
51	-0.094136	-0.9078	0.183162
52	0.162398	1.5661	0.06036
53	-0.077459	-0.747	0.228477
54	0.053694	0.5178	0.302912
55	-0.085479	-0.8243	0.205931
56	0.113658	1.0961	0.137937
57	-0.027209	-0.2624	0.396801
58	-0.081098	-0.7821	0.218076
59	-0.074308	-0.7166	0.237708
60	0.229755	2.2157	0.014577

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.357213 & -3.4448 & 0.000429 \tabularnewline
2 & -0.289499 & -2.7918 & 0.003181 \tabularnewline
3 & 0.082559 & 0.7962 & 0.213981 \tabularnewline
4 & 0.139349 & 1.3438 & 0.091136 \tabularnewline
5 & -0.173215 & -1.6704 & 0.049099 \tabularnewline
6 & 0.245666 & 2.3691 & 0.009949 \tabularnewline
7 & -0.225741 & -2.177 & 0.016007 \tabularnewline
8 & 0.194843 & 1.879 & 0.031688 \tabularnewline
9 & 0.020441 & 0.1971 & 0.422078 \tabularnewline
10 & -0.28062 & -2.7062 & 0.004048 \tabularnewline
11 & -0.160836 & -1.551 & 0.062144 \tabularnewline
12 & 0.667971 & 6.4417 & 0 \tabularnewline
13 & -0.229212 & -2.2104 & 0.014764 \tabularnewline
14 & -0.200428 & -1.9329 & 0.028148 \tabularnewline
15 & 0.008899 & 0.0858 & 0.465899 \tabularnewline
16 & 0.087869 & 0.8474 & 0.199479 \tabularnewline
17 & -0.058781 & -0.5669 & 0.286086 \tabularnewline
18 & 0.137937 & 1.3302 & 0.09335 \tabularnewline
19 & -0.171932 & -1.6581 & 0.050338 \tabularnewline
20 & 0.188706 & 1.8198 & 0.036002 \tabularnewline
21 & -0.007652 & -0.0738 & 0.470667 \tabularnewline
22 & -0.289296 & -2.7899 & 0.003198 \tabularnewline
23 & 0.024704 & 0.2382 & 0.406112 \tabularnewline
24 & 0.384215 & 3.7052 & 0.000179 \tabularnewline
25 & -0.128534 & -1.2395 & 0.109132 \tabularnewline
26 & -0.109446 & -1.0555 & 0.146976 \tabularnewline
27 & -0.065289 & -0.6296 & 0.265244 \tabularnewline
28 & 0.093153 & 0.8983 & 0.185662 \tabularnewline
29 & -0.009207 & -0.0888 & 0.464719 \tabularnewline
30 & 0.04293 & 0.414 & 0.339913 \tabularnewline
31 & -0.096768 & -0.9332 & 0.176568 \tabularnewline
32 & 0.161836 & 1.5607 & 0.060996 \tabularnewline
33 & -0.037559 & -0.3622 & 0.359009 \tabularnewline
34 & -0.211242 & -2.0371 & 0.022239 \tabularnewline
35 & -0.000471 & -0.0045 & 0.498193 \tabularnewline
36 & 0.314488 & 3.0328 & 0.00157 \tabularnewline
37 & -0.077869 & -0.7509 & 0.227293 \tabularnewline
38 & -0.112728 & -1.0871 & 0.139899 \tabularnewline
39 & -0.08928 & -0.861 & 0.195731 \tabularnewline
40 & 0.145289 & 1.4011 & 0.082254 \tabularnewline
41 & -0.039439 & -0.3803 & 0.352283 \tabularnewline
42 & 0.021596 & 0.2083 & 0.41774 \tabularnewline
43 & -0.081321 & -0.7842 & 0.217448 \tabularnewline
44 & 0.171875 & 1.6575 & 0.050394 \tabularnewline
45 & -0.087101 & -0.84 & 0.201538 \tabularnewline
46 & -0.093743 & -0.904 & 0.18416 \tabularnewline
47 & -0.05876 & -0.5667 & 0.286156 \tabularnewline
48 & 0.249695 & 2.408 & 0.009007 \tabularnewline
49 & -0.02553 & -0.2462 & 0.403035 \tabularnewline
50 & -0.104972 & -1.0123 & 0.157007 \tabularnewline
51 & -0.094136 & -0.9078 & 0.183162 \tabularnewline
52 & 0.162398 & 1.5661 & 0.06036 \tabularnewline
53 & -0.077459 & -0.747 & 0.228477 \tabularnewline
54 & 0.053694 & 0.5178 & 0.302912 \tabularnewline
55 & -0.085479 & -0.8243 & 0.205931 \tabularnewline
56 & 0.113658 & 1.0961 & 0.137937 \tabularnewline
57 & -0.027209 & -0.2624 & 0.396801 \tabularnewline
58 & -0.081098 & -0.7821 & 0.218076 \tabularnewline
59 & -0.074308 & -0.7166 & 0.237708 \tabularnewline
60 & 0.229755 & 2.2157 & 0.014577 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36131&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]-0.357213[/C][C]-3.4448[/C][C]0.000429[/C][/ROW]
[ROW][C]2[/C][C]-0.289499[/C][C]-2.7918[/C][C]0.003181[/C][/ROW]
[ROW][C]3[/C][C]0.082559[/C][C]0.7962[/C][C]0.213981[/C][/ROW]
[ROW][C]4[/C][C]0.139349[/C][C]1.3438[/C][C]0.091136[/C][/ROW]
[ROW][C]5[/C][C]-0.173215[/C][C]-1.6704[/C][C]0.049099[/C][/ROW]
[ROW][C]6[/C][C]0.245666[/C][C]2.3691[/C][C]0.009949[/C][/ROW]
[ROW][C]7[/C][C]-0.225741[/C][C]-2.177[/C][C]0.016007[/C][/ROW]
[ROW][C]8[/C][C]0.194843[/C][C]1.879[/C][C]0.031688[/C][/ROW]
[ROW][C]9[/C][C]0.020441[/C][C]0.1971[/C][C]0.422078[/C][/ROW]
[ROW][C]10[/C][C]-0.28062[/C][C]-2.7062[/C][C]0.004048[/C][/ROW]
[ROW][C]11[/C][C]-0.160836[/C][C]-1.551[/C][C]0.062144[/C][/ROW]
[ROW][C]12[/C][C]0.667971[/C][C]6.4417[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.229212[/C][C]-2.2104[/C][C]0.014764[/C][/ROW]
[ROW][C]14[/C][C]-0.200428[/C][C]-1.9329[/C][C]0.028148[/C][/ROW]
[ROW][C]15[/C][C]0.008899[/C][C]0.0858[/C][C]0.465899[/C][/ROW]
[ROW][C]16[/C][C]0.087869[/C][C]0.8474[/C][C]0.199479[/C][/ROW]
[ROW][C]17[/C][C]-0.058781[/C][C]-0.5669[/C][C]0.286086[/C][/ROW]
[ROW][C]18[/C][C]0.137937[/C][C]1.3302[/C][C]0.09335[/C][/ROW]
[ROW][C]19[/C][C]-0.171932[/C][C]-1.6581[/C][C]0.050338[/C][/ROW]
[ROW][C]20[/C][C]0.188706[/C][C]1.8198[/C][C]0.036002[/C][/ROW]
[ROW][C]21[/C][C]-0.007652[/C][C]-0.0738[/C][C]0.470667[/C][/ROW]
[ROW][C]22[/C][C]-0.289296[/C][C]-2.7899[/C][C]0.003198[/C][/ROW]
[ROW][C]23[/C][C]0.024704[/C][C]0.2382[/C][C]0.406112[/C][/ROW]
[ROW][C]24[/C][C]0.384215[/C][C]3.7052[/C][C]0.000179[/C][/ROW]
[ROW][C]25[/C][C]-0.128534[/C][C]-1.2395[/C][C]0.109132[/C][/ROW]
[ROW][C]26[/C][C]-0.109446[/C][C]-1.0555[/C][C]0.146976[/C][/ROW]
[ROW][C]27[/C][C]-0.065289[/C][C]-0.6296[/C][C]0.265244[/C][/ROW]
[ROW][C]28[/C][C]0.093153[/C][C]0.8983[/C][C]0.185662[/C][/ROW]
[ROW][C]29[/C][C]-0.009207[/C][C]-0.0888[/C][C]0.464719[/C][/ROW]
[ROW][C]30[/C][C]0.04293[/C][C]0.414[/C][C]0.339913[/C][/ROW]
[ROW][C]31[/C][C]-0.096768[/C][C]-0.9332[/C][C]0.176568[/C][/ROW]
[ROW][C]32[/C][C]0.161836[/C][C]1.5607[/C][C]0.060996[/C][/ROW]
[ROW][C]33[/C][C]-0.037559[/C][C]-0.3622[/C][C]0.359009[/C][/ROW]
[ROW][C]34[/C][C]-0.211242[/C][C]-2.0371[/C][C]0.022239[/C][/ROW]
[ROW][C]35[/C][C]-0.000471[/C][C]-0.0045[/C][C]0.498193[/C][/ROW]
[ROW][C]36[/C][C]0.314488[/C][C]3.0328[/C][C]0.00157[/C][/ROW]
[ROW][C]37[/C][C]-0.077869[/C][C]-0.7509[/C][C]0.227293[/C][/ROW]
[ROW][C]38[/C][C]-0.112728[/C][C]-1.0871[/C][C]0.139899[/C][/ROW]
[ROW][C]39[/C][C]-0.08928[/C][C]-0.861[/C][C]0.195731[/C][/ROW]
[ROW][C]40[/C][C]0.145289[/C][C]1.4011[/C][C]0.082254[/C][/ROW]
[ROW][C]41[/C][C]-0.039439[/C][C]-0.3803[/C][C]0.352283[/C][/ROW]
[ROW][C]42[/C][C]0.021596[/C][C]0.2083[/C][C]0.41774[/C][/ROW]
[ROW][C]43[/C][C]-0.081321[/C][C]-0.7842[/C][C]0.217448[/C][/ROW]
[ROW][C]44[/C][C]0.171875[/C][C]1.6575[/C][C]0.050394[/C][/ROW]
[ROW][C]45[/C][C]-0.087101[/C][C]-0.84[/C][C]0.201538[/C][/ROW]
[ROW][C]46[/C][C]-0.093743[/C][C]-0.904[/C][C]0.18416[/C][/ROW]
[ROW][C]47[/C][C]-0.05876[/C][C]-0.5667[/C][C]0.286156[/C][/ROW]
[ROW][C]48[/C][C]0.249695[/C][C]2.408[/C][C]0.009007[/C][/ROW]
[ROW][C]49[/C][C]-0.02553[/C][C]-0.2462[/C][C]0.403035[/C][/ROW]
[ROW][C]50[/C][C]-0.104972[/C][C]-1.0123[/C][C]0.157007[/C][/ROW]
[ROW][C]51[/C][C]-0.094136[/C][C]-0.9078[/C][C]0.183162[/C][/ROW]
[ROW][C]52[/C][C]0.162398[/C][C]1.5661[/C][C]0.06036[/C][/ROW]
[ROW][C]53[/C][C]-0.077459[/C][C]-0.747[/C][C]0.228477[/C][/ROW]
[ROW][C]54[/C][C]0.053694[/C][C]0.5178[/C][C]0.302912[/C][/ROW]
[ROW][C]55[/C][C]-0.085479[/C][C]-0.8243[/C][C]0.205931[/C][/ROW]
[ROW][C]56[/C][C]0.113658[/C][C]1.0961[/C][C]0.137937[/C][/ROW]
[ROW][C]57[/C][C]-0.027209[/C][C]-0.2624[/C][C]0.396801[/C][/ROW]
[ROW][C]58[/C][C]-0.081098[/C][C]-0.7821[/C][C]0.218076[/C][/ROW]
[ROW][C]59[/C][C]-0.074308[/C][C]-0.7166[/C][C]0.237708[/C][/ROW]
[ROW][C]60[/C][C]0.229755[/C][C]2.2157[/C][C]0.014577[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36131&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36131&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	-0.357213	-3.4448	0.000429
2	-0.289499	-2.7918	0.003181
3	0.082559	0.7962	0.213981
4	0.139349	1.3438	0.091136
5	-0.173215	-1.6704	0.049099
6	0.245666	2.3691	0.009949
7	-0.225741	-2.177	0.016007
8	0.194843	1.879	0.031688
9	0.020441	0.1971	0.422078
10	-0.28062	-2.7062	0.004048
11	-0.160836	-1.551	0.062144
12	0.667971	6.4417	0
13	-0.229212	-2.2104	0.014764
14	-0.200428	-1.9329	0.028148
15	0.008899	0.0858	0.465899
16	0.087869	0.8474	0.199479
17	-0.058781	-0.5669	0.286086
18	0.137937	1.3302	0.09335
19	-0.171932	-1.6581	0.050338
20	0.188706	1.8198	0.036002
21	-0.007652	-0.0738	0.470667
22	-0.289296	-2.7899	0.003198
23	0.024704	0.2382	0.406112
24	0.384215	3.7052	0.000179
25	-0.128534	-1.2395	0.109132
26	-0.109446	-1.0555	0.146976
27	-0.065289	-0.6296	0.265244
28	0.093153	0.8983	0.185662
29	-0.009207	-0.0888	0.464719
30	0.04293	0.414	0.339913
31	-0.096768	-0.9332	0.176568
32	0.161836	1.5607	0.060996
33	-0.037559	-0.3622	0.359009
34	-0.211242	-2.0371	0.022239
35	-0.000471	-0.0045	0.498193
36	0.314488	3.0328	0.00157
37	-0.077869	-0.7509	0.227293
38	-0.112728	-1.0871	0.139899
39	-0.08928	-0.861	0.195731
40	0.145289	1.4011	0.082254
41	-0.039439	-0.3803	0.352283
42	0.021596	0.2083	0.41774
43	-0.081321	-0.7842	0.217448
44	0.171875	1.6575	0.050394
45	-0.087101	-0.84	0.201538
46	-0.093743	-0.904	0.18416
47	-0.05876	-0.5667	0.286156
48	0.249695	2.408	0.009007
49	-0.02553	-0.2462	0.403035
50	-0.104972	-1.0123	0.157007
51	-0.094136	-0.9078	0.183162
52	0.162398	1.5661	0.06036
53	-0.077459	-0.747	0.228477
54	0.053694	0.5178	0.302912
55	-0.085479	-0.8243	0.205931
56	0.113658	1.0961	0.137937
57	-0.027209	-0.2624	0.396801
58	-0.081098	-0.7821	0.218076
59	-0.074308	-0.7166	0.237708
60	0.229755	2.2157	0.014577

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.357213	-3.4448	0.000429
2	-0.478107	-4.6107	6e-06
3	-0.358232	-3.4547	0.000416
4	-0.211475	-2.0394	0.022124
5	-0.39355	-3.7953	0.000131
6	0.032406	0.3125	0.377675
7	-0.280869	-2.7086	0.004021
8	0.241186	2.3259	0.011098
9	0.364033	3.5106	0.000346
10	0.051704	0.4986	0.309615
11	-0.452933	-4.3679	1.6e-05
12	0.059185	0.5708	0.284768
13	0.130145	1.2551	0.106299
14	0.216456	2.0874	0.019792
15	0.144296	1.3915	0.08369
16	0.018617	0.1795	0.428952
17	0.021357	0.206	0.418638
18	-0.106882	-1.0307	0.152671
19	-0.084497	-0.8149	0.208618
20	-0.07145	-0.689	0.246257
21	0.014723	0.142	0.443702
22	-0.088145	-0.85	0.198742
23	0.127816	1.2326	0.110413
24	-0.004729	-0.0456	0.481861
25	0.030505	0.2942	0.384639
26	0.054024	0.521	0.301807
27	-0.036541	-0.3524	0.362672
28	0.160595	1.5487	0.062423
29	0.017479	0.1686	0.433253
30	0.085018	0.8199	0.207188
31	-0.047416	-0.4573	0.324274
32	-0.078958	-0.7614	0.22416
33	-0.057308	-0.5527	0.290912
34	0.002767	0.0267	0.489385
35	-0.135513	-1.3068	0.097245
36	0.006991	0.0674	0.473195
37	0.044631	0.4304	0.333949
38	0.013526	0.1304	0.44825
39	-0.069597	-0.6712	0.251889
40	-0.020495	-0.1976	0.421877
41	-0.038615	-0.3724	0.355224
42	0.026392	0.2545	0.399828
43	-0.029967	-0.289	0.386617
44	0.032517	0.3136	0.377271
45	-0.026026	-0.251	0.401189
46	0.065847	0.635	0.263493
47	0.111699	1.0772	0.142093
48	0.024348	0.2348	0.40744
49	0.018648	0.1798	0.428835
50	-0.028792	-0.2777	0.390945
51	0.00725	0.0699	0.472205
52	-0.000803	-0.0077	0.496921
53	-0.074583	-0.7192	0.236895
54	0.01468	0.1416	0.443863
55	-0.001636	-0.0158	0.493722
56	-0.086241	-0.8317	0.20386
57	0.002463	0.0237	0.490552
58	-0.076402	-0.7368	0.23155
59	-0.033089	-0.3191	0.375184
60	0.050829	0.4902	0.312582

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.357213 & -3.4448 & 0.000429 \tabularnewline
2 & -0.478107 & -4.6107 & 6e-06 \tabularnewline
3 & -0.358232 & -3.4547 & 0.000416 \tabularnewline
4 & -0.211475 & -2.0394 & 0.022124 \tabularnewline
5 & -0.39355 & -3.7953 & 0.000131 \tabularnewline
6 & 0.032406 & 0.3125 & 0.377675 \tabularnewline
7 & -0.280869 & -2.7086 & 0.004021 \tabularnewline
8 & 0.241186 & 2.3259 & 0.011098 \tabularnewline
9 & 0.364033 & 3.5106 & 0.000346 \tabularnewline
10 & 0.051704 & 0.4986 & 0.309615 \tabularnewline
11 & -0.452933 & -4.3679 & 1.6e-05 \tabularnewline
12 & 0.059185 & 0.5708 & 0.284768 \tabularnewline
13 & 0.130145 & 1.2551 & 0.106299 \tabularnewline
14 & 0.216456 & 2.0874 & 0.019792 \tabularnewline
15 & 0.144296 & 1.3915 & 0.08369 \tabularnewline
16 & 0.018617 & 0.1795 & 0.428952 \tabularnewline
17 & 0.021357 & 0.206 & 0.418638 \tabularnewline
18 & -0.106882 & -1.0307 & 0.152671 \tabularnewline
19 & -0.084497 & -0.8149 & 0.208618 \tabularnewline
20 & -0.07145 & -0.689 & 0.246257 \tabularnewline
21 & 0.014723 & 0.142 & 0.443702 \tabularnewline
22 & -0.088145 & -0.85 & 0.198742 \tabularnewline
23 & 0.127816 & 1.2326 & 0.110413 \tabularnewline
24 & -0.004729 & -0.0456 & 0.481861 \tabularnewline
25 & 0.030505 & 0.2942 & 0.384639 \tabularnewline
26 & 0.054024 & 0.521 & 0.301807 \tabularnewline
27 & -0.036541 & -0.3524 & 0.362672 \tabularnewline
28 & 0.160595 & 1.5487 & 0.062423 \tabularnewline
29 & 0.017479 & 0.1686 & 0.433253 \tabularnewline
30 & 0.085018 & 0.8199 & 0.207188 \tabularnewline
31 & -0.047416 & -0.4573 & 0.324274 \tabularnewline
32 & -0.078958 & -0.7614 & 0.22416 \tabularnewline
33 & -0.057308 & -0.5527 & 0.290912 \tabularnewline
34 & 0.002767 & 0.0267 & 0.489385 \tabularnewline
35 & -0.135513 & -1.3068 & 0.097245 \tabularnewline
36 & 0.006991 & 0.0674 & 0.473195 \tabularnewline
37 & 0.044631 & 0.4304 & 0.333949 \tabularnewline
38 & 0.013526 & 0.1304 & 0.44825 \tabularnewline
39 & -0.069597 & -0.6712 & 0.251889 \tabularnewline
40 & -0.020495 & -0.1976 & 0.421877 \tabularnewline
41 & -0.038615 & -0.3724 & 0.355224 \tabularnewline
42 & 0.026392 & 0.2545 & 0.399828 \tabularnewline
43 & -0.029967 & -0.289 & 0.386617 \tabularnewline
44 & 0.032517 & 0.3136 & 0.377271 \tabularnewline
45 & -0.026026 & -0.251 & 0.401189 \tabularnewline
46 & 0.065847 & 0.635 & 0.263493 \tabularnewline
47 & 0.111699 & 1.0772 & 0.142093 \tabularnewline
48 & 0.024348 & 0.2348 & 0.40744 \tabularnewline
49 & 0.018648 & 0.1798 & 0.428835 \tabularnewline
50 & -0.028792 & -0.2777 & 0.390945 \tabularnewline
51 & 0.00725 & 0.0699 & 0.472205 \tabularnewline
52 & -0.000803 & -0.0077 & 0.496921 \tabularnewline
53 & -0.074583 & -0.7192 & 0.236895 \tabularnewline
54 & 0.01468 & 0.1416 & 0.443863 \tabularnewline
55 & -0.001636 & -0.0158 & 0.493722 \tabularnewline
56 & -0.086241 & -0.8317 & 0.20386 \tabularnewline
57 & 0.002463 & 0.0237 & 0.490552 \tabularnewline
58 & -0.076402 & -0.7368 & 0.23155 \tabularnewline
59 & -0.033089 & -0.3191 & 0.375184 \tabularnewline
60 & 0.050829 & 0.4902 & 0.312582 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36131&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]-0.357213[/C][C]-3.4448[/C][C]0.000429[/C][/ROW]
[ROW][C]2[/C][C]-0.478107[/C][C]-4.6107[/C][C]6e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.358232[/C][C]-3.4547[/C][C]0.000416[/C][/ROW]
[ROW][C]4[/C][C]-0.211475[/C][C]-2.0394[/C][C]0.022124[/C][/ROW]
[ROW][C]5[/C][C]-0.39355[/C][C]-3.7953[/C][C]0.000131[/C][/ROW]
[ROW][C]6[/C][C]0.032406[/C][C]0.3125[/C][C]0.377675[/C][/ROW]
[ROW][C]7[/C][C]-0.280869[/C][C]-2.7086[/C][C]0.004021[/C][/ROW]
[ROW][C]8[/C][C]0.241186[/C][C]2.3259[/C][C]0.011098[/C][/ROW]
[ROW][C]9[/C][C]0.364033[/C][C]3.5106[/C][C]0.000346[/C][/ROW]
[ROW][C]10[/C][C]0.051704[/C][C]0.4986[/C][C]0.309615[/C][/ROW]
[ROW][C]11[/C][C]-0.452933[/C][C]-4.3679[/C][C]1.6e-05[/C][/ROW]
[ROW][C]12[/C][C]0.059185[/C][C]0.5708[/C][C]0.284768[/C][/ROW]
[ROW][C]13[/C][C]0.130145[/C][C]1.2551[/C][C]0.106299[/C][/ROW]
[ROW][C]14[/C][C]0.216456[/C][C]2.0874[/C][C]0.019792[/C][/ROW]
[ROW][C]15[/C][C]0.144296[/C][C]1.3915[/C][C]0.08369[/C][/ROW]
[ROW][C]16[/C][C]0.018617[/C][C]0.1795[/C][C]0.428952[/C][/ROW]
[ROW][C]17[/C][C]0.021357[/C][C]0.206[/C][C]0.418638[/C][/ROW]
[ROW][C]18[/C][C]-0.106882[/C][C]-1.0307[/C][C]0.152671[/C][/ROW]
[ROW][C]19[/C][C]-0.084497[/C][C]-0.8149[/C][C]0.208618[/C][/ROW]
[ROW][C]20[/C][C]-0.07145[/C][C]-0.689[/C][C]0.246257[/C][/ROW]
[ROW][C]21[/C][C]0.014723[/C][C]0.142[/C][C]0.443702[/C][/ROW]
[ROW][C]22[/C][C]-0.088145[/C][C]-0.85[/C][C]0.198742[/C][/ROW]
[ROW][C]23[/C][C]0.127816[/C][C]1.2326[/C][C]0.110413[/C][/ROW]
[ROW][C]24[/C][C]-0.004729[/C][C]-0.0456[/C][C]0.481861[/C][/ROW]
[ROW][C]25[/C][C]0.030505[/C][C]0.2942[/C][C]0.384639[/C][/ROW]
[ROW][C]26[/C][C]0.054024[/C][C]0.521[/C][C]0.301807[/C][/ROW]
[ROW][C]27[/C][C]-0.036541[/C][C]-0.3524[/C][C]0.362672[/C][/ROW]
[ROW][C]28[/C][C]0.160595[/C][C]1.5487[/C][C]0.062423[/C][/ROW]
[ROW][C]29[/C][C]0.017479[/C][C]0.1686[/C][C]0.433253[/C][/ROW]
[ROW][C]30[/C][C]0.085018[/C][C]0.8199[/C][C]0.207188[/C][/ROW]
[ROW][C]31[/C][C]-0.047416[/C][C]-0.4573[/C][C]0.324274[/C][/ROW]
[ROW][C]32[/C][C]-0.078958[/C][C]-0.7614[/C][C]0.22416[/C][/ROW]
[ROW][C]33[/C][C]-0.057308[/C][C]-0.5527[/C][C]0.290912[/C][/ROW]
[ROW][C]34[/C][C]0.002767[/C][C]0.0267[/C][C]0.489385[/C][/ROW]
[ROW][C]35[/C][C]-0.135513[/C][C]-1.3068[/C][C]0.097245[/C][/ROW]
[ROW][C]36[/C][C]0.006991[/C][C]0.0674[/C][C]0.473195[/C][/ROW]
[ROW][C]37[/C][C]0.044631[/C][C]0.4304[/C][C]0.333949[/C][/ROW]
[ROW][C]38[/C][C]0.013526[/C][C]0.1304[/C][C]0.44825[/C][/ROW]
[ROW][C]39[/C][C]-0.069597[/C][C]-0.6712[/C][C]0.251889[/C][/ROW]
[ROW][C]40[/C][C]-0.020495[/C][C]-0.1976[/C][C]0.421877[/C][/ROW]
[ROW][C]41[/C][C]-0.038615[/C][C]-0.3724[/C][C]0.355224[/C][/ROW]
[ROW][C]42[/C][C]0.026392[/C][C]0.2545[/C][C]0.399828[/C][/ROW]
[ROW][C]43[/C][C]-0.029967[/C][C]-0.289[/C][C]0.386617[/C][/ROW]
[ROW][C]44[/C][C]0.032517[/C][C]0.3136[/C][C]0.377271[/C][/ROW]
[ROW][C]45[/C][C]-0.026026[/C][C]-0.251[/C][C]0.401189[/C][/ROW]
[ROW][C]46[/C][C]0.065847[/C][C]0.635[/C][C]0.263493[/C][/ROW]
[ROW][C]47[/C][C]0.111699[/C][C]1.0772[/C][C]0.142093[/C][/ROW]
[ROW][C]48[/C][C]0.024348[/C][C]0.2348[/C][C]0.40744[/C][/ROW]
[ROW][C]49[/C][C]0.018648[/C][C]0.1798[/C][C]0.428835[/C][/ROW]
[ROW][C]50[/C][C]-0.028792[/C][C]-0.2777[/C][C]0.390945[/C][/ROW]
[ROW][C]51[/C][C]0.00725[/C][C]0.0699[/C][C]0.472205[/C][/ROW]
[ROW][C]52[/C][C]-0.000803[/C][C]-0.0077[/C][C]0.496921[/C][/ROW]
[ROW][C]53[/C][C]-0.074583[/C][C]-0.7192[/C][C]0.236895[/C][/ROW]
[ROW][C]54[/C][C]0.01468[/C][C]0.1416[/C][C]0.443863[/C][/ROW]
[ROW][C]55[/C][C]-0.001636[/C][C]-0.0158[/C][C]0.493722[/C][/ROW]
[ROW][C]56[/C][C]-0.086241[/C][C]-0.8317[/C][C]0.20386[/C][/ROW]
[ROW][C]57[/C][C]0.002463[/C][C]0.0237[/C][C]0.490552[/C][/ROW]
[ROW][C]58[/C][C]-0.076402[/C][C]-0.7368[/C][C]0.23155[/C][/ROW]
[ROW][C]59[/C][C]-0.033089[/C][C]-0.3191[/C][C]0.375184[/C][/ROW]
[ROW][C]60[/C][C]0.050829[/C][C]0.4902[/C][C]0.312582[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36131&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36131&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	-0.357213	-3.4448	0.000429
2	-0.478107	-4.6107	6e-06
3	-0.358232	-3.4547	0.000416
4	-0.211475	-2.0394	0.022124
5	-0.39355	-3.7953	0.000131
6	0.032406	0.3125	0.377675
7	-0.280869	-2.7086	0.004021
8	0.241186	2.3259	0.011098
9	0.364033	3.5106	0.000346
10	0.051704	0.4986	0.309615
11	-0.452933	-4.3679	1.6e-05
12	0.059185	0.5708	0.284768
13	0.130145	1.2551	0.106299
14	0.216456	2.0874	0.019792
15	0.144296	1.3915	0.08369
16	0.018617	0.1795	0.428952
17	0.021357	0.206	0.418638
18	-0.106882	-1.0307	0.152671
19	-0.084497	-0.8149	0.208618
20	-0.07145	-0.689	0.246257
21	0.014723	0.142	0.443702
22	-0.088145	-0.85	0.198742
23	0.127816	1.2326	0.110413
24	-0.004729	-0.0456	0.481861
25	0.030505	0.2942	0.384639
26	0.054024	0.521	0.301807
27	-0.036541	-0.3524	0.362672
28	0.160595	1.5487	0.062423
29	0.017479	0.1686	0.433253
30	0.085018	0.8199	0.207188
31	-0.047416	-0.4573	0.324274
32	-0.078958	-0.7614	0.22416
33	-0.057308	-0.5527	0.290912
34	0.002767	0.0267	0.489385
35	-0.135513	-1.3068	0.097245
36	0.006991	0.0674	0.473195
37	0.044631	0.4304	0.333949
38	0.013526	0.1304	0.44825
39	-0.069597	-0.6712	0.251889
40	-0.020495	-0.1976	0.421877
41	-0.038615	-0.3724	0.355224
42	0.026392	0.2545	0.399828
43	-0.029967	-0.289	0.386617
44	0.032517	0.3136	0.377271
45	-0.026026	-0.251	0.401189
46	0.065847	0.635	0.263493
47	0.111699	1.0772	0.142093
48	0.024348	0.2348	0.40744
49	0.018648	0.1798	0.428835
50	-0.028792	-0.2777	0.390945
51	0.00725	0.0699	0.472205
52	-0.000803	-0.0077	0.496921
53	-0.074583	-0.7192	0.236895
54	0.01468	0.1416	0.443863
55	-0.001636	-0.0158	0.493722
56	-0.086241	-0.8317	0.20386
57	0.002463	0.0237	0.490552
58	-0.076402	-0.7368	0.23155
59	-0.033089	-0.3191	0.375184
60	0.050829	0.4902	0.312582

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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