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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 09:52:55 -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/t1229964817efkfvxm1yxrhxjz.htm/, Retrieved Fri, 09 May 2025 16:00:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36149, Retrieved Fri, 09 May 2025 16:00:35 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

321

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 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] [ba85d9d0a82357dd3edf208eef933423] [Current]

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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=36149&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=36149&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36149&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	-0.409844	-3.6886	0.000203
2	0.108506	0.9765	0.16585
3	0.006199	0.0558	0.477823
4	-0.072216	-0.6499	0.258782
5	-0.029345	-0.2641	0.396186
6	0.066807	0.6013	0.274672
7	-0.067543	-0.6079	0.27248
8	0.112914	1.0162	0.156274
9	-0.096061	-0.8645	0.194921
10	0.107051	0.9635	0.169093
11	-0.012095	-0.1089	0.456793
12	-0.253824	-2.2844	0.012482
13	0.050749	0.4567	0.324539
14	-0.059173	-0.5326	0.297898
15	0.052749	0.4747	0.318126
16	0.002078	0.0187	0.492561
17	-0.050381	-0.4534	0.325725
18	0.10184	0.9166	0.181048
19	-0.023339	-0.21	0.417079
20	0.033339	0.3	0.382454
21	-0.070524	-0.6347	0.263702
22	0.043315	0.3898	0.34884
23	-0.048661	-0.4379	0.331294
24	0.069276	0.6235	0.26736
25	-0.059047	-0.5314	0.298289
26	0.115981	1.0438	0.149836
27	-0.070394	-0.6335	0.264081
28	-0.028068	-0.2526	0.400604
29	0.066678	0.6001	0.275056
30	0.020101	0.1809	0.428446
31	-0.171911	-1.5472	0.062857
32	0.103835	0.9345	0.176407
33	-0.070181	-0.6316	0.264705
34	-0.034892	-0.314	0.377154
35	0.116289	1.0466	0.149198
36	-0.044109	-0.397	0.346212
37	0.112565	1.0131	0.157018
38	-0.131998	-1.188	0.119156
39	0.084984	0.7649	0.223289
40	0.030309	0.2728	0.392857
41	-0.094053	-0.8465	0.199891
42	0.006025	0.0542	0.478445
43	0.057755	0.5198	0.302312
44	-0.045677	-0.4111	0.341045
45	0.107702	0.9693	0.167637
46	-0.0039	-0.0351	0.486044
47	-0.075969	-0.6837	0.248051
48	-0.022586	-0.2033	0.419716
49	-0.062084	-0.5588	0.288935
50	0.071706	0.6454	0.260261
51	-0.103632	-0.9327	0.176877
52	0.047519	0.4277	0.335012
53	-0.012162	-0.1095	0.456557
54	-0.002915	-0.0262	0.489566
55	0.087035	0.7833	0.217863
56	-0.085646	-0.7708	0.22153
57	0.020217	0.182	0.428036
58	-0.026286	-0.2366	0.406792
59	0.067328	0.606	0.273119
60	-0.026044	-0.2344	0.407636

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.409844 & -3.6886 & 0.000203 \tabularnewline
2 & 0.108506 & 0.9765 & 0.16585 \tabularnewline
3 & 0.006199 & 0.0558 & 0.477823 \tabularnewline
4 & -0.072216 & -0.6499 & 0.258782 \tabularnewline
5 & -0.029345 & -0.2641 & 0.396186 \tabularnewline
6 & 0.066807 & 0.6013 & 0.274672 \tabularnewline
7 & -0.067543 & -0.6079 & 0.27248 \tabularnewline
8 & 0.112914 & 1.0162 & 0.156274 \tabularnewline
9 & -0.096061 & -0.8645 & 0.194921 \tabularnewline
10 & 0.107051 & 0.9635 & 0.169093 \tabularnewline
11 & -0.012095 & -0.1089 & 0.456793 \tabularnewline
12 & -0.253824 & -2.2844 & 0.012482 \tabularnewline
13 & 0.050749 & 0.4567 & 0.324539 \tabularnewline
14 & -0.059173 & -0.5326 & 0.297898 \tabularnewline
15 & 0.052749 & 0.4747 & 0.318126 \tabularnewline
16 & 0.002078 & 0.0187 & 0.492561 \tabularnewline
17 & -0.050381 & -0.4534 & 0.325725 \tabularnewline
18 & 0.10184 & 0.9166 & 0.181048 \tabularnewline
19 & -0.023339 & -0.21 & 0.417079 \tabularnewline
20 & 0.033339 & 0.3 & 0.382454 \tabularnewline
21 & -0.070524 & -0.6347 & 0.263702 \tabularnewline
22 & 0.043315 & 0.3898 & 0.34884 \tabularnewline
23 & -0.048661 & -0.4379 & 0.331294 \tabularnewline
24 & 0.069276 & 0.6235 & 0.26736 \tabularnewline
25 & -0.059047 & -0.5314 & 0.298289 \tabularnewline
26 & 0.115981 & 1.0438 & 0.149836 \tabularnewline
27 & -0.070394 & -0.6335 & 0.264081 \tabularnewline
28 & -0.028068 & -0.2526 & 0.400604 \tabularnewline
29 & 0.066678 & 0.6001 & 0.275056 \tabularnewline
30 & 0.020101 & 0.1809 & 0.428446 \tabularnewline
31 & -0.171911 & -1.5472 & 0.062857 \tabularnewline
32 & 0.103835 & 0.9345 & 0.176407 \tabularnewline
33 & -0.070181 & -0.6316 & 0.264705 \tabularnewline
34 & -0.034892 & -0.314 & 0.377154 \tabularnewline
35 & 0.116289 & 1.0466 & 0.149198 \tabularnewline
36 & -0.044109 & -0.397 & 0.346212 \tabularnewline
37 & 0.112565 & 1.0131 & 0.157018 \tabularnewline
38 & -0.131998 & -1.188 & 0.119156 \tabularnewline
39 & 0.084984 & 0.7649 & 0.223289 \tabularnewline
40 & 0.030309 & 0.2728 & 0.392857 \tabularnewline
41 & -0.094053 & -0.8465 & 0.199891 \tabularnewline
42 & 0.006025 & 0.0542 & 0.478445 \tabularnewline
43 & 0.057755 & 0.5198 & 0.302312 \tabularnewline
44 & -0.045677 & -0.4111 & 0.341045 \tabularnewline
45 & 0.107702 & 0.9693 & 0.167637 \tabularnewline
46 & -0.0039 & -0.0351 & 0.486044 \tabularnewline
47 & -0.075969 & -0.6837 & 0.248051 \tabularnewline
48 & -0.022586 & -0.2033 & 0.419716 \tabularnewline
49 & -0.062084 & -0.5588 & 0.288935 \tabularnewline
50 & 0.071706 & 0.6454 & 0.260261 \tabularnewline
51 & -0.103632 & -0.9327 & 0.176877 \tabularnewline
52 & 0.047519 & 0.4277 & 0.335012 \tabularnewline
53 & -0.012162 & -0.1095 & 0.456557 \tabularnewline
54 & -0.002915 & -0.0262 & 0.489566 \tabularnewline
55 & 0.087035 & 0.7833 & 0.217863 \tabularnewline
56 & -0.085646 & -0.7708 & 0.22153 \tabularnewline
57 & 0.020217 & 0.182 & 0.428036 \tabularnewline
58 & -0.026286 & -0.2366 & 0.406792 \tabularnewline
59 & 0.067328 & 0.606 & 0.273119 \tabularnewline
60 & -0.026044 & -0.2344 & 0.407636 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36149&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]-0.409844[/C][C]-3.6886[/C][C]0.000203[/C][/ROW]
[ROW][C]2[/C][C]0.108506[/C][C]0.9765[/C][C]0.16585[/C][/ROW]
[ROW][C]3[/C][C]0.006199[/C][C]0.0558[/C][C]0.477823[/C][/ROW]
[ROW][C]4[/C][C]-0.072216[/C][C]-0.6499[/C][C]0.258782[/C][/ROW]
[ROW][C]5[/C][C]-0.029345[/C][C]-0.2641[/C][C]0.396186[/C][/ROW]
[ROW][C]6[/C][C]0.066807[/C][C]0.6013[/C][C]0.274672[/C][/ROW]
[ROW][C]7[/C][C]-0.067543[/C][C]-0.6079[/C][C]0.27248[/C][/ROW]
[ROW][C]8[/C][C]0.112914[/C][C]1.0162[/C][C]0.156274[/C][/ROW]
[ROW][C]9[/C][C]-0.096061[/C][C]-0.8645[/C][C]0.194921[/C][/ROW]
[ROW][C]10[/C][C]0.107051[/C][C]0.9635[/C][C]0.169093[/C][/ROW]
[ROW][C]11[/C][C]-0.012095[/C][C]-0.1089[/C][C]0.456793[/C][/ROW]
[ROW][C]12[/C][C]-0.253824[/C][C]-2.2844[/C][C]0.012482[/C][/ROW]
[ROW][C]13[/C][C]0.050749[/C][C]0.4567[/C][C]0.324539[/C][/ROW]
[ROW][C]14[/C][C]-0.059173[/C][C]-0.5326[/C][C]0.297898[/C][/ROW]
[ROW][C]15[/C][C]0.052749[/C][C]0.4747[/C][C]0.318126[/C][/ROW]
[ROW][C]16[/C][C]0.002078[/C][C]0.0187[/C][C]0.492561[/C][/ROW]
[ROW][C]17[/C][C]-0.050381[/C][C]-0.4534[/C][C]0.325725[/C][/ROW]
[ROW][C]18[/C][C]0.10184[/C][C]0.9166[/C][C]0.181048[/C][/ROW]
[ROW][C]19[/C][C]-0.023339[/C][C]-0.21[/C][C]0.417079[/C][/ROW]
[ROW][C]20[/C][C]0.033339[/C][C]0.3[/C][C]0.382454[/C][/ROW]
[ROW][C]21[/C][C]-0.070524[/C][C]-0.6347[/C][C]0.263702[/C][/ROW]
[ROW][C]22[/C][C]0.043315[/C][C]0.3898[/C][C]0.34884[/C][/ROW]
[ROW][C]23[/C][C]-0.048661[/C][C]-0.4379[/C][C]0.331294[/C][/ROW]
[ROW][C]24[/C][C]0.069276[/C][C]0.6235[/C][C]0.26736[/C][/ROW]
[ROW][C]25[/C][C]-0.059047[/C][C]-0.5314[/C][C]0.298289[/C][/ROW]
[ROW][C]26[/C][C]0.115981[/C][C]1.0438[/C][C]0.149836[/C][/ROW]
[ROW][C]27[/C][C]-0.070394[/C][C]-0.6335[/C][C]0.264081[/C][/ROW]
[ROW][C]28[/C][C]-0.028068[/C][C]-0.2526[/C][C]0.400604[/C][/ROW]
[ROW][C]29[/C][C]0.066678[/C][C]0.6001[/C][C]0.275056[/C][/ROW]
[ROW][C]30[/C][C]0.020101[/C][C]0.1809[/C][C]0.428446[/C][/ROW]
[ROW][C]31[/C][C]-0.171911[/C][C]-1.5472[/C][C]0.062857[/C][/ROW]
[ROW][C]32[/C][C]0.103835[/C][C]0.9345[/C][C]0.176407[/C][/ROW]
[ROW][C]33[/C][C]-0.070181[/C][C]-0.6316[/C][C]0.264705[/C][/ROW]
[ROW][C]34[/C][C]-0.034892[/C][C]-0.314[/C][C]0.377154[/C][/ROW]
[ROW][C]35[/C][C]0.116289[/C][C]1.0466[/C][C]0.149198[/C][/ROW]
[ROW][C]36[/C][C]-0.044109[/C][C]-0.397[/C][C]0.346212[/C][/ROW]
[ROW][C]37[/C][C]0.112565[/C][C]1.0131[/C][C]0.157018[/C][/ROW]
[ROW][C]38[/C][C]-0.131998[/C][C]-1.188[/C][C]0.119156[/C][/ROW]
[ROW][C]39[/C][C]0.084984[/C][C]0.7649[/C][C]0.223289[/C][/ROW]
[ROW][C]40[/C][C]0.030309[/C][C]0.2728[/C][C]0.392857[/C][/ROW]
[ROW][C]41[/C][C]-0.094053[/C][C]-0.8465[/C][C]0.199891[/C][/ROW]
[ROW][C]42[/C][C]0.006025[/C][C]0.0542[/C][C]0.478445[/C][/ROW]
[ROW][C]43[/C][C]0.057755[/C][C]0.5198[/C][C]0.302312[/C][/ROW]
[ROW][C]44[/C][C]-0.045677[/C][C]-0.4111[/C][C]0.341045[/C][/ROW]
[ROW][C]45[/C][C]0.107702[/C][C]0.9693[/C][C]0.167637[/C][/ROW]
[ROW][C]46[/C][C]-0.0039[/C][C]-0.0351[/C][C]0.486044[/C][/ROW]
[ROW][C]47[/C][C]-0.075969[/C][C]-0.6837[/C][C]0.248051[/C][/ROW]
[ROW][C]48[/C][C]-0.022586[/C][C]-0.2033[/C][C]0.419716[/C][/ROW]
[ROW][C]49[/C][C]-0.062084[/C][C]-0.5588[/C][C]0.288935[/C][/ROW]
[ROW][C]50[/C][C]0.071706[/C][C]0.6454[/C][C]0.260261[/C][/ROW]
[ROW][C]51[/C][C]-0.103632[/C][C]-0.9327[/C][C]0.176877[/C][/ROW]
[ROW][C]52[/C][C]0.047519[/C][C]0.4277[/C][C]0.335012[/C][/ROW]
[ROW][C]53[/C][C]-0.012162[/C][C]-0.1095[/C][C]0.456557[/C][/ROW]
[ROW][C]54[/C][C]-0.002915[/C][C]-0.0262[/C][C]0.489566[/C][/ROW]
[ROW][C]55[/C][C]0.087035[/C][C]0.7833[/C][C]0.217863[/C][/ROW]
[ROW][C]56[/C][C]-0.085646[/C][C]-0.7708[/C][C]0.22153[/C][/ROW]
[ROW][C]57[/C][C]0.020217[/C][C]0.182[/C][C]0.428036[/C][/ROW]
[ROW][C]58[/C][C]-0.026286[/C][C]-0.2366[/C][C]0.406792[/C][/ROW]
[ROW][C]59[/C][C]0.067328[/C][C]0.606[/C][C]0.273119[/C][/ROW]
[ROW][C]60[/C][C]-0.026044[/C][C]-0.2344[/C][C]0.407636[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36149&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36149&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	-0.409844	-3.6886	0.000203
2	0.108506	0.9765	0.16585
3	0.006199	0.0558	0.477823
4	-0.072216	-0.6499	0.258782
5	-0.029345	-0.2641	0.396186
6	0.066807	0.6013	0.274672
7	-0.067543	-0.6079	0.27248
8	0.112914	1.0162	0.156274
9	-0.096061	-0.8645	0.194921
10	0.107051	0.9635	0.169093
11	-0.012095	-0.1089	0.456793
12	-0.253824	-2.2844	0.012482
13	0.050749	0.4567	0.324539
14	-0.059173	-0.5326	0.297898
15	0.052749	0.4747	0.318126
16	0.002078	0.0187	0.492561
17	-0.050381	-0.4534	0.325725
18	0.10184	0.9166	0.181048
19	-0.023339	-0.21	0.417079
20	0.033339	0.3	0.382454
21	-0.070524	-0.6347	0.263702
22	0.043315	0.3898	0.34884
23	-0.048661	-0.4379	0.331294
24	0.069276	0.6235	0.26736
25	-0.059047	-0.5314	0.298289
26	0.115981	1.0438	0.149836
27	-0.070394	-0.6335	0.264081
28	-0.028068	-0.2526	0.400604
29	0.066678	0.6001	0.275056
30	0.020101	0.1809	0.428446
31	-0.171911	-1.5472	0.062857
32	0.103835	0.9345	0.176407
33	-0.070181	-0.6316	0.264705
34	-0.034892	-0.314	0.377154
35	0.116289	1.0466	0.149198
36	-0.044109	-0.397	0.346212
37	0.112565	1.0131	0.157018
38	-0.131998	-1.188	0.119156
39	0.084984	0.7649	0.223289
40	0.030309	0.2728	0.392857
41	-0.094053	-0.8465	0.199891
42	0.006025	0.0542	0.478445
43	0.057755	0.5198	0.302312
44	-0.045677	-0.4111	0.341045
45	0.107702	0.9693	0.167637
46	-0.0039	-0.0351	0.486044
47	-0.075969	-0.6837	0.248051
48	-0.022586	-0.2033	0.419716
49	-0.062084	-0.5588	0.288935
50	0.071706	0.6454	0.260261
51	-0.103632	-0.9327	0.176877
52	0.047519	0.4277	0.335012
53	-0.012162	-0.1095	0.456557
54	-0.002915	-0.0262	0.489566
55	0.087035	0.7833	0.217863
56	-0.085646	-0.7708	0.22153
57	0.020217	0.182	0.428036
58	-0.026286	-0.2366	0.406792
59	0.067328	0.606	0.273119
60	-0.026044	-0.2344	0.407636

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.409844	-3.6886	0.000203
2	-0.071472	-0.6432	0.26094
3	0.029664	0.267	0.395083
4	-0.061675	-0.5551	0.290187
5	-0.104331	-0.939	0.175266
6	0.022418	0.2018	0.420303
7	-0.024695	-0.2223	0.412338
8	0.084514	0.7606	0.224546
9	-0.034213	-0.3079	0.379467
10	0.069307	0.6238	0.267269
11	0.070413	0.6337	0.264025
12	-0.281759	-2.5358	0.00657
13	-0.215512	-1.9396	0.027954
14	-0.134924	-1.2143	0.114078
15	0.029578	0.2662	0.39538
16	-0.019161	-0.1725	0.431756
17	-0.124542	-1.1209	0.132826
18	0.052495	0.4725	0.318938
19	0.087132	0.7842	0.217609
20	0.126721	1.1405	0.128722
21	-0.082075	-0.7387	0.231119
22	0.04364	0.3928	0.347765
23	0.012709	0.1144	0.454608
24	-0.04849	-0.4364	0.331849
25	-0.176872	-1.5918	0.057657
26	-0.025494	-0.2294	0.40955
27	0.066355	0.5972	0.276022
28	-0.117727	-1.0595	0.14625
29	-0.046312	-0.4168	0.338962
30	0.145181	1.3066	0.097518
31	-0.025142	-0.2263	0.410779
32	-0.027077	-0.2437	0.404044
33	-0.103553	-0.932	0.177059
34	-0.074438	-0.6699	0.252401
35	0.097759	0.8798	0.190776
36	0.002477	0.0223	0.491135
37	0.074338	0.669	0.252685
38	-0.050445	-0.454	0.325519
39	0.090011	0.8101	0.210129
40	0.073299	0.6597	0.255661
41	-0.030687	-0.2762	0.391554
42	-0.056659	-0.5099	0.305743
43	-0.022005	-0.198	0.421752
44	-0.027713	-0.2494	0.401836
45	-0.044955	-0.4046	0.343422
46	0.052632	0.4737	0.318497
47	-0.012375	-0.1114	0.455798
48	-0.081979	-0.7378	0.231382
49	-0.040816	-0.3673	0.357159
50	0.033393	0.3005	0.382269
51	8.8e-05	8e-04	0.499685
52	-0.030248	-0.2722	0.393067
53	-0.051894	-0.467	0.32086
54	-0.056144	-0.5053	0.307361
55	0.061666	0.555	0.290215
56	-0.029591	-0.2663	0.395337
57	0.04884	0.4396	0.330713
58	0.022201	0.1998	0.421064
59	0.04934	0.4441	0.329093
60	-0.003749	-0.0337	0.486582

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.409844 & -3.6886 & 0.000203 \tabularnewline
2 & -0.071472 & -0.6432 & 0.26094 \tabularnewline
3 & 0.029664 & 0.267 & 0.395083 \tabularnewline
4 & -0.061675 & -0.5551 & 0.290187 \tabularnewline
5 & -0.104331 & -0.939 & 0.175266 \tabularnewline
6 & 0.022418 & 0.2018 & 0.420303 \tabularnewline
7 & -0.024695 & -0.2223 & 0.412338 \tabularnewline
8 & 0.084514 & 0.7606 & 0.224546 \tabularnewline
9 & -0.034213 & -0.3079 & 0.379467 \tabularnewline
10 & 0.069307 & 0.6238 & 0.267269 \tabularnewline
11 & 0.070413 & 0.6337 & 0.264025 \tabularnewline
12 & -0.281759 & -2.5358 & 0.00657 \tabularnewline
13 & -0.215512 & -1.9396 & 0.027954 \tabularnewline
14 & -0.134924 & -1.2143 & 0.114078 \tabularnewline
15 & 0.029578 & 0.2662 & 0.39538 \tabularnewline
16 & -0.019161 & -0.1725 & 0.431756 \tabularnewline
17 & -0.124542 & -1.1209 & 0.132826 \tabularnewline
18 & 0.052495 & 0.4725 & 0.318938 \tabularnewline
19 & 0.087132 & 0.7842 & 0.217609 \tabularnewline
20 & 0.126721 & 1.1405 & 0.128722 \tabularnewline
21 & -0.082075 & -0.7387 & 0.231119 \tabularnewline
22 & 0.04364 & 0.3928 & 0.347765 \tabularnewline
23 & 0.012709 & 0.1144 & 0.454608 \tabularnewline
24 & -0.04849 & -0.4364 & 0.331849 \tabularnewline
25 & -0.176872 & -1.5918 & 0.057657 \tabularnewline
26 & -0.025494 & -0.2294 & 0.40955 \tabularnewline
27 & 0.066355 & 0.5972 & 0.276022 \tabularnewline
28 & -0.117727 & -1.0595 & 0.14625 \tabularnewline
29 & -0.046312 & -0.4168 & 0.338962 \tabularnewline
30 & 0.145181 & 1.3066 & 0.097518 \tabularnewline
31 & -0.025142 & -0.2263 & 0.410779 \tabularnewline
32 & -0.027077 & -0.2437 & 0.404044 \tabularnewline
33 & -0.103553 & -0.932 & 0.177059 \tabularnewline
34 & -0.074438 & -0.6699 & 0.252401 \tabularnewline
35 & 0.097759 & 0.8798 & 0.190776 \tabularnewline
36 & 0.002477 & 0.0223 & 0.491135 \tabularnewline
37 & 0.074338 & 0.669 & 0.252685 \tabularnewline
38 & -0.050445 & -0.454 & 0.325519 \tabularnewline
39 & 0.090011 & 0.8101 & 0.210129 \tabularnewline
40 & 0.073299 & 0.6597 & 0.255661 \tabularnewline
41 & -0.030687 & -0.2762 & 0.391554 \tabularnewline
42 & -0.056659 & -0.5099 & 0.305743 \tabularnewline
43 & -0.022005 & -0.198 & 0.421752 \tabularnewline
44 & -0.027713 & -0.2494 & 0.401836 \tabularnewline
45 & -0.044955 & -0.4046 & 0.343422 \tabularnewline
46 & 0.052632 & 0.4737 & 0.318497 \tabularnewline
47 & -0.012375 & -0.1114 & 0.455798 \tabularnewline
48 & -0.081979 & -0.7378 & 0.231382 \tabularnewline
49 & -0.040816 & -0.3673 & 0.357159 \tabularnewline
50 & 0.033393 & 0.3005 & 0.382269 \tabularnewline
51 & 8.8e-05 & 8e-04 & 0.499685 \tabularnewline
52 & -0.030248 & -0.2722 & 0.393067 \tabularnewline
53 & -0.051894 & -0.467 & 0.32086 \tabularnewline
54 & -0.056144 & -0.5053 & 0.307361 \tabularnewline
55 & 0.061666 & 0.555 & 0.290215 \tabularnewline
56 & -0.029591 & -0.2663 & 0.395337 \tabularnewline
57 & 0.04884 & 0.4396 & 0.330713 \tabularnewline
58 & 0.022201 & 0.1998 & 0.421064 \tabularnewline
59 & 0.04934 & 0.4441 & 0.329093 \tabularnewline
60 & -0.003749 & -0.0337 & 0.486582 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36149&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]-0.409844[/C][C]-3.6886[/C][C]0.000203[/C][/ROW]
[ROW][C]2[/C][C]-0.071472[/C][C]-0.6432[/C][C]0.26094[/C][/ROW]
[ROW][C]3[/C][C]0.029664[/C][C]0.267[/C][C]0.395083[/C][/ROW]
[ROW][C]4[/C][C]-0.061675[/C][C]-0.5551[/C][C]0.290187[/C][/ROW]
[ROW][C]5[/C][C]-0.104331[/C][C]-0.939[/C][C]0.175266[/C][/ROW]
[ROW][C]6[/C][C]0.022418[/C][C]0.2018[/C][C]0.420303[/C][/ROW]
[ROW][C]7[/C][C]-0.024695[/C][C]-0.2223[/C][C]0.412338[/C][/ROW]
[ROW][C]8[/C][C]0.084514[/C][C]0.7606[/C][C]0.224546[/C][/ROW]
[ROW][C]9[/C][C]-0.034213[/C][C]-0.3079[/C][C]0.379467[/C][/ROW]
[ROW][C]10[/C][C]0.069307[/C][C]0.6238[/C][C]0.267269[/C][/ROW]
[ROW][C]11[/C][C]0.070413[/C][C]0.6337[/C][C]0.264025[/C][/ROW]
[ROW][C]12[/C][C]-0.281759[/C][C]-2.5358[/C][C]0.00657[/C][/ROW]
[ROW][C]13[/C][C]-0.215512[/C][C]-1.9396[/C][C]0.027954[/C][/ROW]
[ROW][C]14[/C][C]-0.134924[/C][C]-1.2143[/C][C]0.114078[/C][/ROW]
[ROW][C]15[/C][C]0.029578[/C][C]0.2662[/C][C]0.39538[/C][/ROW]
[ROW][C]16[/C][C]-0.019161[/C][C]-0.1725[/C][C]0.431756[/C][/ROW]
[ROW][C]17[/C][C]-0.124542[/C][C]-1.1209[/C][C]0.132826[/C][/ROW]
[ROW][C]18[/C][C]0.052495[/C][C]0.4725[/C][C]0.318938[/C][/ROW]
[ROW][C]19[/C][C]0.087132[/C][C]0.7842[/C][C]0.217609[/C][/ROW]
[ROW][C]20[/C][C]0.126721[/C][C]1.1405[/C][C]0.128722[/C][/ROW]
[ROW][C]21[/C][C]-0.082075[/C][C]-0.7387[/C][C]0.231119[/C][/ROW]
[ROW][C]22[/C][C]0.04364[/C][C]0.3928[/C][C]0.347765[/C][/ROW]
[ROW][C]23[/C][C]0.012709[/C][C]0.1144[/C][C]0.454608[/C][/ROW]
[ROW][C]24[/C][C]-0.04849[/C][C]-0.4364[/C][C]0.331849[/C][/ROW]
[ROW][C]25[/C][C]-0.176872[/C][C]-1.5918[/C][C]0.057657[/C][/ROW]
[ROW][C]26[/C][C]-0.025494[/C][C]-0.2294[/C][C]0.40955[/C][/ROW]
[ROW][C]27[/C][C]0.066355[/C][C]0.5972[/C][C]0.276022[/C][/ROW]
[ROW][C]28[/C][C]-0.117727[/C][C]-1.0595[/C][C]0.14625[/C][/ROW]
[ROW][C]29[/C][C]-0.046312[/C][C]-0.4168[/C][C]0.338962[/C][/ROW]
[ROW][C]30[/C][C]0.145181[/C][C]1.3066[/C][C]0.097518[/C][/ROW]
[ROW][C]31[/C][C]-0.025142[/C][C]-0.2263[/C][C]0.410779[/C][/ROW]
[ROW][C]32[/C][C]-0.027077[/C][C]-0.2437[/C][C]0.404044[/C][/ROW]
[ROW][C]33[/C][C]-0.103553[/C][C]-0.932[/C][C]0.177059[/C][/ROW]
[ROW][C]34[/C][C]-0.074438[/C][C]-0.6699[/C][C]0.252401[/C][/ROW]
[ROW][C]35[/C][C]0.097759[/C][C]0.8798[/C][C]0.190776[/C][/ROW]
[ROW][C]36[/C][C]0.002477[/C][C]0.0223[/C][C]0.491135[/C][/ROW]
[ROW][C]37[/C][C]0.074338[/C][C]0.669[/C][C]0.252685[/C][/ROW]
[ROW][C]38[/C][C]-0.050445[/C][C]-0.454[/C][C]0.325519[/C][/ROW]
[ROW][C]39[/C][C]0.090011[/C][C]0.8101[/C][C]0.210129[/C][/ROW]
[ROW][C]40[/C][C]0.073299[/C][C]0.6597[/C][C]0.255661[/C][/ROW]
[ROW][C]41[/C][C]-0.030687[/C][C]-0.2762[/C][C]0.391554[/C][/ROW]
[ROW][C]42[/C][C]-0.056659[/C][C]-0.5099[/C][C]0.305743[/C][/ROW]
[ROW][C]43[/C][C]-0.022005[/C][C]-0.198[/C][C]0.421752[/C][/ROW]
[ROW][C]44[/C][C]-0.027713[/C][C]-0.2494[/C][C]0.401836[/C][/ROW]
[ROW][C]45[/C][C]-0.044955[/C][C]-0.4046[/C][C]0.343422[/C][/ROW]
[ROW][C]46[/C][C]0.052632[/C][C]0.4737[/C][C]0.318497[/C][/ROW]
[ROW][C]47[/C][C]-0.012375[/C][C]-0.1114[/C][C]0.455798[/C][/ROW]
[ROW][C]48[/C][C]-0.081979[/C][C]-0.7378[/C][C]0.231382[/C][/ROW]
[ROW][C]49[/C][C]-0.040816[/C][C]-0.3673[/C][C]0.357159[/C][/ROW]
[ROW][C]50[/C][C]0.033393[/C][C]0.3005[/C][C]0.382269[/C][/ROW]
[ROW][C]51[/C][C]8.8e-05[/C][C]8e-04[/C][C]0.499685[/C][/ROW]
[ROW][C]52[/C][C]-0.030248[/C][C]-0.2722[/C][C]0.393067[/C][/ROW]
[ROW][C]53[/C][C]-0.051894[/C][C]-0.467[/C][C]0.32086[/C][/ROW]
[ROW][C]54[/C][C]-0.056144[/C][C]-0.5053[/C][C]0.307361[/C][/ROW]
[ROW][C]55[/C][C]0.061666[/C][C]0.555[/C][C]0.290215[/C][/ROW]
[ROW][C]56[/C][C]-0.029591[/C][C]-0.2663[/C][C]0.395337[/C][/ROW]
[ROW][C]57[/C][C]0.04884[/C][C]0.4396[/C][C]0.330713[/C][/ROW]
[ROW][C]58[/C][C]0.022201[/C][C]0.1998[/C][C]0.421064[/C][/ROW]
[ROW][C]59[/C][C]0.04934[/C][C]0.4441[/C][C]0.329093[/C][/ROW]
[ROW][C]60[/C][C]-0.003749[/C][C]-0.0337[/C][C]0.486582[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36149&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36149&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	-0.409844	-3.6886	0.000203
2	-0.071472	-0.6432	0.26094
3	0.029664	0.267	0.395083
4	-0.061675	-0.5551	0.290187
5	-0.104331	-0.939	0.175266
6	0.022418	0.2018	0.420303
7	-0.024695	-0.2223	0.412338
8	0.084514	0.7606	0.224546
9	-0.034213	-0.3079	0.379467
10	0.069307	0.6238	0.267269
11	0.070413	0.6337	0.264025
12	-0.281759	-2.5358	0.00657
13	-0.215512	-1.9396	0.027954
14	-0.134924	-1.2143	0.114078
15	0.029578	0.2662	0.39538
16	-0.019161	-0.1725	0.431756
17	-0.124542	-1.1209	0.132826
18	0.052495	0.4725	0.318938
19	0.087132	0.7842	0.217609
20	0.126721	1.1405	0.128722
21	-0.082075	-0.7387	0.231119
22	0.04364	0.3928	0.347765
23	0.012709	0.1144	0.454608
24	-0.04849	-0.4364	0.331849
25	-0.176872	-1.5918	0.057657
26	-0.025494	-0.2294	0.40955
27	0.066355	0.5972	0.276022
28	-0.117727	-1.0595	0.14625
29	-0.046312	-0.4168	0.338962
30	0.145181	1.3066	0.097518
31	-0.025142	-0.2263	0.410779
32	-0.027077	-0.2437	0.404044
33	-0.103553	-0.932	0.177059
34	-0.074438	-0.6699	0.252401
35	0.097759	0.8798	0.190776
36	0.002477	0.0223	0.491135
37	0.074338	0.669	0.252685
38	-0.050445	-0.454	0.325519
39	0.090011	0.8101	0.210129
40	0.073299	0.6597	0.255661
41	-0.030687	-0.2762	0.391554
42	-0.056659	-0.5099	0.305743
43	-0.022005	-0.198	0.421752
44	-0.027713	-0.2494	0.401836
45	-0.044955	-0.4046	0.343422
46	0.052632	0.4737	0.318497
47	-0.012375	-0.1114	0.455798
48	-0.081979	-0.7378	0.231382
49	-0.040816	-0.3673	0.357159
50	0.033393	0.3005	0.382269
51	8.8e-05	8e-04	0.499685
52	-0.030248	-0.2722	0.393067
53	-0.051894	-0.467	0.32086
54	-0.056144	-0.5053	0.307361
55	0.061666	0.555	0.290215
56	-0.029591	-0.2663	0.395337
57	0.04884	0.4396	0.330713
58	0.022201	0.1998	0.421064
59	0.04934	0.4441	0.329093
60	-0.003749	-0.0337	0.486582

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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