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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 10:24:13 -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/t12299666861snycf2pc5hekth.htm/, Retrieved Fri, 09 May 2025 15:55:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36151, Retrieved Fri, 09 May 2025 15:55:27 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

296

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] [504b73e6de93b01331326637b3288ad4]
-   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] [ba85d9d0a82357dd3edf208eef933423] [Current]

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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=36151&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=36151&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36151&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	-0.543785	-4.8941	2e-06
2	-0.036323	-0.3269	0.372291
3	0.368635	3.3177	0.00068
4	-0.253166	-2.2785	0.012665
5	-0.133509	-1.2016	0.116514
6	0.321601	2.8944	0.00244
7	-0.266887	-2.402	0.009298
8	0.014094	0.1268	0.449688
9	0.259225	2.333	0.011064
10	-0.264675	-2.3821	0.00978
11	0.047633	0.4287	0.334641
12	0.126885	1.142	0.128416
13	-0.27439	-2.4695	0.007816
14	0.10811	0.973	0.166728
15	0.08954	0.8059	0.211342
16	-0.211369	-1.9023	0.030341
17	0.135928	1.2234	0.112371
18	0.127966	1.1517	0.126418
19	-0.199076	-1.7917	0.038459
20	0.119633	1.0767	0.142406
21	0.03916	0.3524	0.362711
22	-0.229334	-2.064	0.021109
23	0.359943	3.2395	0.000869
24	-0.299294	-2.6937	0.004294
25	0.06644	0.598	0.275767
26	0.176585	1.5893	0.057948
27	-0.156982	-1.4128	0.080767
28	-0.038228	-0.3441	0.36585
29	0.212663	1.914	0.029578
30	-0.251363	-2.2623	0.01318
31	0.033136	0.2982	0.383149
32	0.14458	1.3012	0.098436
33	-0.194139	-1.7473	0.042192
34	0.010261	0.0924	0.463323
35	0.172053	1.5485	0.062703
36	-0.201388	-1.8125	0.036807
37	0.110914	0.9982	0.160571
38	0.046059	0.4145	0.339792
39	-0.107469	-0.9672	0.168157
40	0.068991	0.6209	0.268199
41	0.087514	0.7876	0.216608
42	-0.216696	-1.9503	0.027302
43	0.165003	1.485	0.07071
44	0.07369	0.6632	0.25454
45	-0.229391	-2.0645	0.021084
46	0.25858	2.3272	0.011225
47	-0.08896	-0.8006	0.212842
48	-0.107908	-0.9712	0.167177
49	0.160062	1.4406	0.076782
50	-0.130399	-1.1736	0.122
51	-0.019186	-0.1727	0.43167
52	0.080874	0.7279	0.234396
53	-0.076911	-0.6922	0.245397
54	0.007586	0.0683	0.472868
55	0.104406	0.9397	0.175095
56	-0.140787	-1.2671	0.104378
57	0.04686	0.4217	0.337166
58	0.060612	0.5455	0.293451
59	-0.136232	-1.2261	0.111859
60	0.077979	0.7018	0.242404

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.543785 & -4.8941 & 2e-06 \tabularnewline
2 & -0.036323 & -0.3269 & 0.372291 \tabularnewline
3 & 0.368635 & 3.3177 & 0.00068 \tabularnewline
4 & -0.253166 & -2.2785 & 0.012665 \tabularnewline
5 & -0.133509 & -1.2016 & 0.116514 \tabularnewline
6 & 0.321601 & 2.8944 & 0.00244 \tabularnewline
7 & -0.266887 & -2.402 & 0.009298 \tabularnewline
8 & 0.014094 & 0.1268 & 0.449688 \tabularnewline
9 & 0.259225 & 2.333 & 0.011064 \tabularnewline
10 & -0.264675 & -2.3821 & 0.00978 \tabularnewline
11 & 0.047633 & 0.4287 & 0.334641 \tabularnewline
12 & 0.126885 & 1.142 & 0.128416 \tabularnewline
13 & -0.27439 & -2.4695 & 0.007816 \tabularnewline
14 & 0.10811 & 0.973 & 0.166728 \tabularnewline
15 & 0.08954 & 0.8059 & 0.211342 \tabularnewline
16 & -0.211369 & -1.9023 & 0.030341 \tabularnewline
17 & 0.135928 & 1.2234 & 0.112371 \tabularnewline
18 & 0.127966 & 1.1517 & 0.126418 \tabularnewline
19 & -0.199076 & -1.7917 & 0.038459 \tabularnewline
20 & 0.119633 & 1.0767 & 0.142406 \tabularnewline
21 & 0.03916 & 0.3524 & 0.362711 \tabularnewline
22 & -0.229334 & -2.064 & 0.021109 \tabularnewline
23 & 0.359943 & 3.2395 & 0.000869 \tabularnewline
24 & -0.299294 & -2.6937 & 0.004294 \tabularnewline
25 & 0.06644 & 0.598 & 0.275767 \tabularnewline
26 & 0.176585 & 1.5893 & 0.057948 \tabularnewline
27 & -0.156982 & -1.4128 & 0.080767 \tabularnewline
28 & -0.038228 & -0.3441 & 0.36585 \tabularnewline
29 & 0.212663 & 1.914 & 0.029578 \tabularnewline
30 & -0.251363 & -2.2623 & 0.01318 \tabularnewline
31 & 0.033136 & 0.2982 & 0.383149 \tabularnewline
32 & 0.14458 & 1.3012 & 0.098436 \tabularnewline
33 & -0.194139 & -1.7473 & 0.042192 \tabularnewline
34 & 0.010261 & 0.0924 & 0.463323 \tabularnewline
35 & 0.172053 & 1.5485 & 0.062703 \tabularnewline
36 & -0.201388 & -1.8125 & 0.036807 \tabularnewline
37 & 0.110914 & 0.9982 & 0.160571 \tabularnewline
38 & 0.046059 & 0.4145 & 0.339792 \tabularnewline
39 & -0.107469 & -0.9672 & 0.168157 \tabularnewline
40 & 0.068991 & 0.6209 & 0.268199 \tabularnewline
41 & 0.087514 & 0.7876 & 0.216608 \tabularnewline
42 & -0.216696 & -1.9503 & 0.027302 \tabularnewline
43 & 0.165003 & 1.485 & 0.07071 \tabularnewline
44 & 0.07369 & 0.6632 & 0.25454 \tabularnewline
45 & -0.229391 & -2.0645 & 0.021084 \tabularnewline
46 & 0.25858 & 2.3272 & 0.011225 \tabularnewline
47 & -0.08896 & -0.8006 & 0.212842 \tabularnewline
48 & -0.107908 & -0.9712 & 0.167177 \tabularnewline
49 & 0.160062 & 1.4406 & 0.076782 \tabularnewline
50 & -0.130399 & -1.1736 & 0.122 \tabularnewline
51 & -0.019186 & -0.1727 & 0.43167 \tabularnewline
52 & 0.080874 & 0.7279 & 0.234396 \tabularnewline
53 & -0.076911 & -0.6922 & 0.245397 \tabularnewline
54 & 0.007586 & 0.0683 & 0.472868 \tabularnewline
55 & 0.104406 & 0.9397 & 0.175095 \tabularnewline
56 & -0.140787 & -1.2671 & 0.104378 \tabularnewline
57 & 0.04686 & 0.4217 & 0.337166 \tabularnewline
58 & 0.060612 & 0.5455 & 0.293451 \tabularnewline
59 & -0.136232 & -1.2261 & 0.111859 \tabularnewline
60 & 0.077979 & 0.7018 & 0.242404 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36151&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]-0.543785[/C][C]-4.8941[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.036323[/C][C]-0.3269[/C][C]0.372291[/C][/ROW]
[ROW][C]3[/C][C]0.368635[/C][C]3.3177[/C][C]0.00068[/C][/ROW]
[ROW][C]4[/C][C]-0.253166[/C][C]-2.2785[/C][C]0.012665[/C][/ROW]
[ROW][C]5[/C][C]-0.133509[/C][C]-1.2016[/C][C]0.116514[/C][/ROW]
[ROW][C]6[/C][C]0.321601[/C][C]2.8944[/C][C]0.00244[/C][/ROW]
[ROW][C]7[/C][C]-0.266887[/C][C]-2.402[/C][C]0.009298[/C][/ROW]
[ROW][C]8[/C][C]0.014094[/C][C]0.1268[/C][C]0.449688[/C][/ROW]
[ROW][C]9[/C][C]0.259225[/C][C]2.333[/C][C]0.011064[/C][/ROW]
[ROW][C]10[/C][C]-0.264675[/C][C]-2.3821[/C][C]0.00978[/C][/ROW]
[ROW][C]11[/C][C]0.047633[/C][C]0.4287[/C][C]0.334641[/C][/ROW]
[ROW][C]12[/C][C]0.126885[/C][C]1.142[/C][C]0.128416[/C][/ROW]
[ROW][C]13[/C][C]-0.27439[/C][C]-2.4695[/C][C]0.007816[/C][/ROW]
[ROW][C]14[/C][C]0.10811[/C][C]0.973[/C][C]0.166728[/C][/ROW]
[ROW][C]15[/C][C]0.08954[/C][C]0.8059[/C][C]0.211342[/C][/ROW]
[ROW][C]16[/C][C]-0.211369[/C][C]-1.9023[/C][C]0.030341[/C][/ROW]
[ROW][C]17[/C][C]0.135928[/C][C]1.2234[/C][C]0.112371[/C][/ROW]
[ROW][C]18[/C][C]0.127966[/C][C]1.1517[/C][C]0.126418[/C][/ROW]
[ROW][C]19[/C][C]-0.199076[/C][C]-1.7917[/C][C]0.038459[/C][/ROW]
[ROW][C]20[/C][C]0.119633[/C][C]1.0767[/C][C]0.142406[/C][/ROW]
[ROW][C]21[/C][C]0.03916[/C][C]0.3524[/C][C]0.362711[/C][/ROW]
[ROW][C]22[/C][C]-0.229334[/C][C]-2.064[/C][C]0.021109[/C][/ROW]
[ROW][C]23[/C][C]0.359943[/C][C]3.2395[/C][C]0.000869[/C][/ROW]
[ROW][C]24[/C][C]-0.299294[/C][C]-2.6937[/C][C]0.004294[/C][/ROW]
[ROW][C]25[/C][C]0.06644[/C][C]0.598[/C][C]0.275767[/C][/ROW]
[ROW][C]26[/C][C]0.176585[/C][C]1.5893[/C][C]0.057948[/C][/ROW]
[ROW][C]27[/C][C]-0.156982[/C][C]-1.4128[/C][C]0.080767[/C][/ROW]
[ROW][C]28[/C][C]-0.038228[/C][C]-0.3441[/C][C]0.36585[/C][/ROW]
[ROW][C]29[/C][C]0.212663[/C][C]1.914[/C][C]0.029578[/C][/ROW]
[ROW][C]30[/C][C]-0.251363[/C][C]-2.2623[/C][C]0.01318[/C][/ROW]
[ROW][C]31[/C][C]0.033136[/C][C]0.2982[/C][C]0.383149[/C][/ROW]
[ROW][C]32[/C][C]0.14458[/C][C]1.3012[/C][C]0.098436[/C][/ROW]
[ROW][C]33[/C][C]-0.194139[/C][C]-1.7473[/C][C]0.042192[/C][/ROW]
[ROW][C]34[/C][C]0.010261[/C][C]0.0924[/C][C]0.463323[/C][/ROW]
[ROW][C]35[/C][C]0.172053[/C][C]1.5485[/C][C]0.062703[/C][/ROW]
[ROW][C]36[/C][C]-0.201388[/C][C]-1.8125[/C][C]0.036807[/C][/ROW]
[ROW][C]37[/C][C]0.110914[/C][C]0.9982[/C][C]0.160571[/C][/ROW]
[ROW][C]38[/C][C]0.046059[/C][C]0.4145[/C][C]0.339792[/C][/ROW]
[ROW][C]39[/C][C]-0.107469[/C][C]-0.9672[/C][C]0.168157[/C][/ROW]
[ROW][C]40[/C][C]0.068991[/C][C]0.6209[/C][C]0.268199[/C][/ROW]
[ROW][C]41[/C][C]0.087514[/C][C]0.7876[/C][C]0.216608[/C][/ROW]
[ROW][C]42[/C][C]-0.216696[/C][C]-1.9503[/C][C]0.027302[/C][/ROW]
[ROW][C]43[/C][C]0.165003[/C][C]1.485[/C][C]0.07071[/C][/ROW]
[ROW][C]44[/C][C]0.07369[/C][C]0.6632[/C][C]0.25454[/C][/ROW]
[ROW][C]45[/C][C]-0.229391[/C][C]-2.0645[/C][C]0.021084[/C][/ROW]
[ROW][C]46[/C][C]0.25858[/C][C]2.3272[/C][C]0.011225[/C][/ROW]
[ROW][C]47[/C][C]-0.08896[/C][C]-0.8006[/C][C]0.212842[/C][/ROW]
[ROW][C]48[/C][C]-0.107908[/C][C]-0.9712[/C][C]0.167177[/C][/ROW]
[ROW][C]49[/C][C]0.160062[/C][C]1.4406[/C][C]0.076782[/C][/ROW]
[ROW][C]50[/C][C]-0.130399[/C][C]-1.1736[/C][C]0.122[/C][/ROW]
[ROW][C]51[/C][C]-0.019186[/C][C]-0.1727[/C][C]0.43167[/C][/ROW]
[ROW][C]52[/C][C]0.080874[/C][C]0.7279[/C][C]0.234396[/C][/ROW]
[ROW][C]53[/C][C]-0.076911[/C][C]-0.6922[/C][C]0.245397[/C][/ROW]
[ROW][C]54[/C][C]0.007586[/C][C]0.0683[/C][C]0.472868[/C][/ROW]
[ROW][C]55[/C][C]0.104406[/C][C]0.9397[/C][C]0.175095[/C][/ROW]
[ROW][C]56[/C][C]-0.140787[/C][C]-1.2671[/C][C]0.104378[/C][/ROW]
[ROW][C]57[/C][C]0.04686[/C][C]0.4217[/C][C]0.337166[/C][/ROW]
[ROW][C]58[/C][C]0.060612[/C][C]0.5455[/C][C]0.293451[/C][/ROW]
[ROW][C]59[/C][C]-0.136232[/C][C]-1.2261[/C][C]0.111859[/C][/ROW]
[ROW][C]60[/C][C]0.077979[/C][C]0.7018[/C][C]0.242404[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36151&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36151&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	-0.543785	-4.8941	2e-06
2	-0.036323	-0.3269	0.372291
3	0.368635	3.3177	0.00068
4	-0.253166	-2.2785	0.012665
5	-0.133509	-1.2016	0.116514
6	0.321601	2.8944	0.00244
7	-0.266887	-2.402	0.009298
8	0.014094	0.1268	0.449688
9	0.259225	2.333	0.011064
10	-0.264675	-2.3821	0.00978
11	0.047633	0.4287	0.334641
12	0.126885	1.142	0.128416
13	-0.27439	-2.4695	0.007816
14	0.10811	0.973	0.166728
15	0.08954	0.8059	0.211342
16	-0.211369	-1.9023	0.030341
17	0.135928	1.2234	0.112371
18	0.127966	1.1517	0.126418
19	-0.199076	-1.7917	0.038459
20	0.119633	1.0767	0.142406
21	0.03916	0.3524	0.362711
22	-0.229334	-2.064	0.021109
23	0.359943	3.2395	0.000869
24	-0.299294	-2.6937	0.004294
25	0.06644	0.598	0.275767
26	0.176585	1.5893	0.057948
27	-0.156982	-1.4128	0.080767
28	-0.038228	-0.3441	0.36585
29	0.212663	1.914	0.029578
30	-0.251363	-2.2623	0.01318
31	0.033136	0.2982	0.383149
32	0.14458	1.3012	0.098436
33	-0.194139	-1.7473	0.042192
34	0.010261	0.0924	0.463323
35	0.172053	1.5485	0.062703
36	-0.201388	-1.8125	0.036807
37	0.110914	0.9982	0.160571
38	0.046059	0.4145	0.339792
39	-0.107469	-0.9672	0.168157
40	0.068991	0.6209	0.268199
41	0.087514	0.7876	0.216608
42	-0.216696	-1.9503	0.027302
43	0.165003	1.485	0.07071
44	0.07369	0.6632	0.25454
45	-0.229391	-2.0645	0.021084
46	0.25858	2.3272	0.011225
47	-0.08896	-0.8006	0.212842
48	-0.107908	-0.9712	0.167177
49	0.160062	1.4406	0.076782
50	-0.130399	-1.1736	0.122
51	-0.019186	-0.1727	0.43167
52	0.080874	0.7279	0.234396
53	-0.076911	-0.6922	0.245397
54	0.007586	0.0683	0.472868
55	0.104406	0.9397	0.175095
56	-0.140787	-1.2671	0.104378
57	0.04686	0.4217	0.337166
58	0.060612	0.5455	0.293451
59	-0.136232	-1.2261	0.111859
60	0.077979	0.7018	0.242404

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.543785	-4.8941	2e-06
2	-0.471428	-4.2428	2.9e-05
3	0.151918	1.3673	0.087663
4	0.159392	1.4345	0.077636
5	-0.228648	-2.0578	0.021411
6	-0.064314	-0.5788	0.282157
7	-0.088637	-0.7977	0.213679
8	-0.035934	-0.3234	0.373609
9	0.180934	1.6284	0.053661
10	0.041698	0.3753	0.354217
11	-0.082482	-0.7423	0.230016
12	-0.143929	-1.2954	0.099438
13	-0.273032	-2.4573	0.008067
14	-0.175433	-1.5789	0.059128
15	-0.0228	-0.2052	0.418965
16	-0.031386	-0.2825	0.38915
17	-0.095447	-0.859	0.196431
18	0.035207	0.3169	0.376081
19	0.098076	0.8827	0.190009
20	0.059289	0.5336	0.29754
21	-0.002447	-0.022	0.491244
22	-0.213738	-1.9236	0.028956
23	0.297923	2.6813	0.004442
24	-0.040724	-0.3665	0.35747
25	-0.109364	-0.9843	0.163956
26	-0.107215	-0.9649	0.168724
27	-0.035189	-0.3167	0.376142
28	-0.000603	-0.0054	0.497841
29	0.006133	0.0552	0.478059
30	-0.037237	-0.3351	0.369194
31	-0.078856	-0.7097	0.239963
32	-0.112855	-1.0157	0.156399
33	-0.018794	-0.1691	0.433052
34	-0.111568	-1.0041	0.159157
35	-0.051992	-0.4679	0.320547
36	-0.076052	-0.6845	0.247816
37	0.00812	0.0731	0.470963
38	0.012785	0.1151	0.454338
39	0.099354	0.8942	0.186937
40	0.048018	0.4322	0.333385
41	-0.013848	-0.1246	0.450562
42	-0.119551	-1.076	0.14257
43	-0.05919	-0.5327	0.297848
44	0.086523	0.7787	0.219211
45	-0.021255	-0.1913	0.424385
46	-0.038408	-0.3457	0.365244
47	0.009774	0.088	0.46506
48	-0.072561	-0.6531	0.257786
49	0.003566	0.0321	0.487238
50	-0.148989	-1.3409	0.091851
51	0.057097	0.5139	0.30437
52	-0.019053	-0.1715	0.432139
53	-0.009144	-0.0823	0.467307
54	-0.046144	-0.4153	0.339513
55	-0.018504	-0.1665	0.434074
56	-0.031238	-0.2811	0.389659
57	-0.015514	-0.1396	0.44465
58	-0.10098	-0.9088	0.183071
59	-0.01245	-0.112	0.455531
60	-0.001003	-0.009	0.496411

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.543785 & -4.8941 & 2e-06 \tabularnewline
2 & -0.471428 & -4.2428 & 2.9e-05 \tabularnewline
3 & 0.151918 & 1.3673 & 0.087663 \tabularnewline
4 & 0.159392 & 1.4345 & 0.077636 \tabularnewline
5 & -0.228648 & -2.0578 & 0.021411 \tabularnewline
6 & -0.064314 & -0.5788 & 0.282157 \tabularnewline
7 & -0.088637 & -0.7977 & 0.213679 \tabularnewline
8 & -0.035934 & -0.3234 & 0.373609 \tabularnewline
9 & 0.180934 & 1.6284 & 0.053661 \tabularnewline
10 & 0.041698 & 0.3753 & 0.354217 \tabularnewline
11 & -0.082482 & -0.7423 & 0.230016 \tabularnewline
12 & -0.143929 & -1.2954 & 0.099438 \tabularnewline
13 & -0.273032 & -2.4573 & 0.008067 \tabularnewline
14 & -0.175433 & -1.5789 & 0.059128 \tabularnewline
15 & -0.0228 & -0.2052 & 0.418965 \tabularnewline
16 & -0.031386 & -0.2825 & 0.38915 \tabularnewline
17 & -0.095447 & -0.859 & 0.196431 \tabularnewline
18 & 0.035207 & 0.3169 & 0.376081 \tabularnewline
19 & 0.098076 & 0.8827 & 0.190009 \tabularnewline
20 & 0.059289 & 0.5336 & 0.29754 \tabularnewline
21 & -0.002447 & -0.022 & 0.491244 \tabularnewline
22 & -0.213738 & -1.9236 & 0.028956 \tabularnewline
23 & 0.297923 & 2.6813 & 0.004442 \tabularnewline
24 & -0.040724 & -0.3665 & 0.35747 \tabularnewline
25 & -0.109364 & -0.9843 & 0.163956 \tabularnewline
26 & -0.107215 & -0.9649 & 0.168724 \tabularnewline
27 & -0.035189 & -0.3167 & 0.376142 \tabularnewline
28 & -0.000603 & -0.0054 & 0.497841 \tabularnewline
29 & 0.006133 & 0.0552 & 0.478059 \tabularnewline
30 & -0.037237 & -0.3351 & 0.369194 \tabularnewline
31 & -0.078856 & -0.7097 & 0.239963 \tabularnewline
32 & -0.112855 & -1.0157 & 0.156399 \tabularnewline
33 & -0.018794 & -0.1691 & 0.433052 \tabularnewline
34 & -0.111568 & -1.0041 & 0.159157 \tabularnewline
35 & -0.051992 & -0.4679 & 0.320547 \tabularnewline
36 & -0.076052 & -0.6845 & 0.247816 \tabularnewline
37 & 0.00812 & 0.0731 & 0.470963 \tabularnewline
38 & 0.012785 & 0.1151 & 0.454338 \tabularnewline
39 & 0.099354 & 0.8942 & 0.186937 \tabularnewline
40 & 0.048018 & 0.4322 & 0.333385 \tabularnewline
41 & -0.013848 & -0.1246 & 0.450562 \tabularnewline
42 & -0.119551 & -1.076 & 0.14257 \tabularnewline
43 & -0.05919 & -0.5327 & 0.297848 \tabularnewline
44 & 0.086523 & 0.7787 & 0.219211 \tabularnewline
45 & -0.021255 & -0.1913 & 0.424385 \tabularnewline
46 & -0.038408 & -0.3457 & 0.365244 \tabularnewline
47 & 0.009774 & 0.088 & 0.46506 \tabularnewline
48 & -0.072561 & -0.6531 & 0.257786 \tabularnewline
49 & 0.003566 & 0.0321 & 0.487238 \tabularnewline
50 & -0.148989 & -1.3409 & 0.091851 \tabularnewline
51 & 0.057097 & 0.5139 & 0.30437 \tabularnewline
52 & -0.019053 & -0.1715 & 0.432139 \tabularnewline
53 & -0.009144 & -0.0823 & 0.467307 \tabularnewline
54 & -0.046144 & -0.4153 & 0.339513 \tabularnewline
55 & -0.018504 & -0.1665 & 0.434074 \tabularnewline
56 & -0.031238 & -0.2811 & 0.389659 \tabularnewline
57 & -0.015514 & -0.1396 & 0.44465 \tabularnewline
58 & -0.10098 & -0.9088 & 0.183071 \tabularnewline
59 & -0.01245 & -0.112 & 0.455531 \tabularnewline
60 & -0.001003 & -0.009 & 0.496411 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36151&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]-0.543785[/C][C]-4.8941[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.471428[/C][C]-4.2428[/C][C]2.9e-05[/C][/ROW]
[ROW][C]3[/C][C]0.151918[/C][C]1.3673[/C][C]0.087663[/C][/ROW]
[ROW][C]4[/C][C]0.159392[/C][C]1.4345[/C][C]0.077636[/C][/ROW]
[ROW][C]5[/C][C]-0.228648[/C][C]-2.0578[/C][C]0.021411[/C][/ROW]
[ROW][C]6[/C][C]-0.064314[/C][C]-0.5788[/C][C]0.282157[/C][/ROW]
[ROW][C]7[/C][C]-0.088637[/C][C]-0.7977[/C][C]0.213679[/C][/ROW]
[ROW][C]8[/C][C]-0.035934[/C][C]-0.3234[/C][C]0.373609[/C][/ROW]
[ROW][C]9[/C][C]0.180934[/C][C]1.6284[/C][C]0.053661[/C][/ROW]
[ROW][C]10[/C][C]0.041698[/C][C]0.3753[/C][C]0.354217[/C][/ROW]
[ROW][C]11[/C][C]-0.082482[/C][C]-0.7423[/C][C]0.230016[/C][/ROW]
[ROW][C]12[/C][C]-0.143929[/C][C]-1.2954[/C][C]0.099438[/C][/ROW]
[ROW][C]13[/C][C]-0.273032[/C][C]-2.4573[/C][C]0.008067[/C][/ROW]
[ROW][C]14[/C][C]-0.175433[/C][C]-1.5789[/C][C]0.059128[/C][/ROW]
[ROW][C]15[/C][C]-0.0228[/C][C]-0.2052[/C][C]0.418965[/C][/ROW]
[ROW][C]16[/C][C]-0.031386[/C][C]-0.2825[/C][C]0.38915[/C][/ROW]
[ROW][C]17[/C][C]-0.095447[/C][C]-0.859[/C][C]0.196431[/C][/ROW]
[ROW][C]18[/C][C]0.035207[/C][C]0.3169[/C][C]0.376081[/C][/ROW]
[ROW][C]19[/C][C]0.098076[/C][C]0.8827[/C][C]0.190009[/C][/ROW]
[ROW][C]20[/C][C]0.059289[/C][C]0.5336[/C][C]0.29754[/C][/ROW]
[ROW][C]21[/C][C]-0.002447[/C][C]-0.022[/C][C]0.491244[/C][/ROW]
[ROW][C]22[/C][C]-0.213738[/C][C]-1.9236[/C][C]0.028956[/C][/ROW]
[ROW][C]23[/C][C]0.297923[/C][C]2.6813[/C][C]0.004442[/C][/ROW]
[ROW][C]24[/C][C]-0.040724[/C][C]-0.3665[/C][C]0.35747[/C][/ROW]
[ROW][C]25[/C][C]-0.109364[/C][C]-0.9843[/C][C]0.163956[/C][/ROW]
[ROW][C]26[/C][C]-0.107215[/C][C]-0.9649[/C][C]0.168724[/C][/ROW]
[ROW][C]27[/C][C]-0.035189[/C][C]-0.3167[/C][C]0.376142[/C][/ROW]
[ROW][C]28[/C][C]-0.000603[/C][C]-0.0054[/C][C]0.497841[/C][/ROW]
[ROW][C]29[/C][C]0.006133[/C][C]0.0552[/C][C]0.478059[/C][/ROW]
[ROW][C]30[/C][C]-0.037237[/C][C]-0.3351[/C][C]0.369194[/C][/ROW]
[ROW][C]31[/C][C]-0.078856[/C][C]-0.7097[/C][C]0.239963[/C][/ROW]
[ROW][C]32[/C][C]-0.112855[/C][C]-1.0157[/C][C]0.156399[/C][/ROW]
[ROW][C]33[/C][C]-0.018794[/C][C]-0.1691[/C][C]0.433052[/C][/ROW]
[ROW][C]34[/C][C]-0.111568[/C][C]-1.0041[/C][C]0.159157[/C][/ROW]
[ROW][C]35[/C][C]-0.051992[/C][C]-0.4679[/C][C]0.320547[/C][/ROW]
[ROW][C]36[/C][C]-0.076052[/C][C]-0.6845[/C][C]0.247816[/C][/ROW]
[ROW][C]37[/C][C]0.00812[/C][C]0.0731[/C][C]0.470963[/C][/ROW]
[ROW][C]38[/C][C]0.012785[/C][C]0.1151[/C][C]0.454338[/C][/ROW]
[ROW][C]39[/C][C]0.099354[/C][C]0.8942[/C][C]0.186937[/C][/ROW]
[ROW][C]40[/C][C]0.048018[/C][C]0.4322[/C][C]0.333385[/C][/ROW]
[ROW][C]41[/C][C]-0.013848[/C][C]-0.1246[/C][C]0.450562[/C][/ROW]
[ROW][C]42[/C][C]-0.119551[/C][C]-1.076[/C][C]0.14257[/C][/ROW]
[ROW][C]43[/C][C]-0.05919[/C][C]-0.5327[/C][C]0.297848[/C][/ROW]
[ROW][C]44[/C][C]0.086523[/C][C]0.7787[/C][C]0.219211[/C][/ROW]
[ROW][C]45[/C][C]-0.021255[/C][C]-0.1913[/C][C]0.424385[/C][/ROW]
[ROW][C]46[/C][C]-0.038408[/C][C]-0.3457[/C][C]0.365244[/C][/ROW]
[ROW][C]47[/C][C]0.009774[/C][C]0.088[/C][C]0.46506[/C][/ROW]
[ROW][C]48[/C][C]-0.072561[/C][C]-0.6531[/C][C]0.257786[/C][/ROW]
[ROW][C]49[/C][C]0.003566[/C][C]0.0321[/C][C]0.487238[/C][/ROW]
[ROW][C]50[/C][C]-0.148989[/C][C]-1.3409[/C][C]0.091851[/C][/ROW]
[ROW][C]51[/C][C]0.057097[/C][C]0.5139[/C][C]0.30437[/C][/ROW]
[ROW][C]52[/C][C]-0.019053[/C][C]-0.1715[/C][C]0.432139[/C][/ROW]
[ROW][C]53[/C][C]-0.009144[/C][C]-0.0823[/C][C]0.467307[/C][/ROW]
[ROW][C]54[/C][C]-0.046144[/C][C]-0.4153[/C][C]0.339513[/C][/ROW]
[ROW][C]55[/C][C]-0.018504[/C][C]-0.1665[/C][C]0.434074[/C][/ROW]
[ROW][C]56[/C][C]-0.031238[/C][C]-0.2811[/C][C]0.389659[/C][/ROW]
[ROW][C]57[/C][C]-0.015514[/C][C]-0.1396[/C][C]0.44465[/C][/ROW]
[ROW][C]58[/C][C]-0.10098[/C][C]-0.9088[/C][C]0.183071[/C][/ROW]
[ROW][C]59[/C][C]-0.01245[/C][C]-0.112[/C][C]0.455531[/C][/ROW]
[ROW][C]60[/C][C]-0.001003[/C][C]-0.009[/C][C]0.496411[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36151&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36151&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	-0.543785	-4.8941	2e-06
2	-0.471428	-4.2428	2.9e-05
3	0.151918	1.3673	0.087663
4	0.159392	1.4345	0.077636
5	-0.228648	-2.0578	0.021411
6	-0.064314	-0.5788	0.282157
7	-0.088637	-0.7977	0.213679
8	-0.035934	-0.3234	0.373609
9	0.180934	1.6284	0.053661
10	0.041698	0.3753	0.354217
11	-0.082482	-0.7423	0.230016
12	-0.143929	-1.2954	0.099438
13	-0.273032	-2.4573	0.008067
14	-0.175433	-1.5789	0.059128
15	-0.0228	-0.2052	0.418965
16	-0.031386	-0.2825	0.38915
17	-0.095447	-0.859	0.196431
18	0.035207	0.3169	0.376081
19	0.098076	0.8827	0.190009
20	0.059289	0.5336	0.29754
21	-0.002447	-0.022	0.491244
22	-0.213738	-1.9236	0.028956
23	0.297923	2.6813	0.004442
24	-0.040724	-0.3665	0.35747
25	-0.109364	-0.9843	0.163956
26	-0.107215	-0.9649	0.168724
27	-0.035189	-0.3167	0.376142
28	-0.000603	-0.0054	0.497841
29	0.006133	0.0552	0.478059
30	-0.037237	-0.3351	0.369194
31	-0.078856	-0.7097	0.239963
32	-0.112855	-1.0157	0.156399
33	-0.018794	-0.1691	0.433052
34	-0.111568	-1.0041	0.159157
35	-0.051992	-0.4679	0.320547
36	-0.076052	-0.6845	0.247816
37	0.00812	0.0731	0.470963
38	0.012785	0.1151	0.454338
39	0.099354	0.8942	0.186937
40	0.048018	0.4322	0.333385
41	-0.013848	-0.1246	0.450562
42	-0.119551	-1.076	0.14257
43	-0.05919	-0.5327	0.297848
44	0.086523	0.7787	0.219211
45	-0.021255	-0.1913	0.424385
46	-0.038408	-0.3457	0.365244
47	0.009774	0.088	0.46506
48	-0.072561	-0.6531	0.257786
49	0.003566	0.0321	0.487238
50	-0.148989	-1.3409	0.091851
51	0.057097	0.5139	0.30437
52	-0.019053	-0.1715	0.432139
53	-0.009144	-0.0823	0.467307
54	-0.046144	-0.4153	0.339513
55	-0.018504	-0.1665	0.434074
56	-0.031238	-0.2811	0.389659
57	-0.015514	-0.1396	0.44465
58	-0.10098	-0.9088	0.183071
59	-0.01245	-0.112	0.455531
60	-0.001003	-0.009	0.496411

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 = 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