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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 03:02:10 -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/2009/Dec/04/t1259921016warb6zsegckoixl.htm/, Retrieved Fri, 09 May 2025 23:29:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63228, Retrieved Fri, 09 May 2025 23:29:35 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

208

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [SHW WS8] [2009-11-24 11:51:23] [253127ae8da904b75450fbd69fe4eb21]
-                 [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.1] [2009-12-04 10:02:10] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Histogram

Boxplots

8.6
8.5
8.3
7.8
7.8
8
8.6
8.9
8.9
8.6
8.3
8.3
8.3
8.4
8.5
8.4
8.6
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.5
8.6
8.4
8.1
8
8
8
8
7.9
7.8
7.8
7.9
8.1
8
7.6
7.3
7
6.8
7
7.1
7.2
7.1
6.9
6.7
6.7
6.6
6.9
7.3
7.5
7.3
7.1
6.9
7.1

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=63228&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=63228&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63228&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	0.460904	3.5403	0.000394
2	-0.063535	-0.488	0.313672
3	-0.503906	-3.8706	0.000137
4	-0.479515	-3.6832	0.000251
5	-0.161761	-1.2425	0.109482
6	0.15812	1.2145	0.11469
7	0.245087	1.8825	0.032348
8	0.232495	1.7858	0.039633
9	0.038478	0.2956	0.384304
10	-0.090533	-0.6954	0.244769
11	-0.151272	-1.1619	0.124969
12	-0.05185	-0.3983	0.345935
13	-0.081301	-0.6245	0.267357
14	0.086392	0.6636	0.254769
15	0.071522	0.5494	0.292413
16	0.004024	0.0309	0.487724
17	-0.045476	-0.3493	0.36405
18	-0.096115	-0.7383	0.231637
19	-0.015679	-0.1204	0.452276
20	0.101665	0.7809	0.21899
21	0.090136	0.6924	0.245717
22	-0.000904	-0.0069	0.497243
23	-0.13561	-1.0416	0.150914
24	-0.224372	-1.7234	0.045024
25	-0.120469	-0.9253	0.179279
26	0.085347	0.6556	0.257327
27	0.116421	0.8942	0.187411
28	-0.001502	-0.0115	0.495417
29	-0.092466	-0.7102	0.240175
30	-0.103843	-0.7976	0.214141
31	0.087468	0.6719	0.252149
32	0.175651	1.3492	0.091214
33	0.161919	1.2437	0.10926
34	0.00481	0.0369	0.485326
35	-0.178043	-1.3676	0.088316
36	-0.293688	-2.2559	0.0139
37	-0.159561	-1.2256	0.112607
38	0.040635	0.3121	0.378023
39	0.208329	1.6002	0.057448
40	0.231581	1.7788	0.040212
41	0.159678	1.2265	0.112439
42	-0.061222	-0.4703	0.319954
43	-0.133124	-1.0225	0.155348
44	-0.227506	-1.7475	0.042876
45	-0.098998	-0.7604	0.225016
46	0.073176	0.5621	0.288098
47	0.24535	1.8846	0.032209
48	0.241718	1.8567	0.034176
49	0.095849	0.7362	0.232255
50	-0.140695	-1.0807	0.142114
51	-0.200296	-1.5385	0.064636
52	-0.127757	-0.9813	0.165221
53	0.048821	0.375	0.354501
54	0.064024	0.4918	0.312351
55	0.059178	0.4546	0.325549
56	-0.028445	-0.2185	0.413902
57	-0.011799	-0.0906	0.464046
58	-0.007532	-0.0579	0.477029
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.460904 & 3.5403 & 0.000394 \tabularnewline
2 & -0.063535 & -0.488 & 0.313672 \tabularnewline
3 & -0.503906 & -3.8706 & 0.000137 \tabularnewline
4 & -0.479515 & -3.6832 & 0.000251 \tabularnewline
5 & -0.161761 & -1.2425 & 0.109482 \tabularnewline
6 & 0.15812 & 1.2145 & 0.11469 \tabularnewline
7 & 0.245087 & 1.8825 & 0.032348 \tabularnewline
8 & 0.232495 & 1.7858 & 0.039633 \tabularnewline
9 & 0.038478 & 0.2956 & 0.384304 \tabularnewline
10 & -0.090533 & -0.6954 & 0.244769 \tabularnewline
11 & -0.151272 & -1.1619 & 0.124969 \tabularnewline
12 & -0.05185 & -0.3983 & 0.345935 \tabularnewline
13 & -0.081301 & -0.6245 & 0.267357 \tabularnewline
14 & 0.086392 & 0.6636 & 0.254769 \tabularnewline
15 & 0.071522 & 0.5494 & 0.292413 \tabularnewline
16 & 0.004024 & 0.0309 & 0.487724 \tabularnewline
17 & -0.045476 & -0.3493 & 0.36405 \tabularnewline
18 & -0.096115 & -0.7383 & 0.231637 \tabularnewline
19 & -0.015679 & -0.1204 & 0.452276 \tabularnewline
20 & 0.101665 & 0.7809 & 0.21899 \tabularnewline
21 & 0.090136 & 0.6924 & 0.245717 \tabularnewline
22 & -0.000904 & -0.0069 & 0.497243 \tabularnewline
23 & -0.13561 & -1.0416 & 0.150914 \tabularnewline
24 & -0.224372 & -1.7234 & 0.045024 \tabularnewline
25 & -0.120469 & -0.9253 & 0.179279 \tabularnewline
26 & 0.085347 & 0.6556 & 0.257327 \tabularnewline
27 & 0.116421 & 0.8942 & 0.187411 \tabularnewline
28 & -0.001502 & -0.0115 & 0.495417 \tabularnewline
29 & -0.092466 & -0.7102 & 0.240175 \tabularnewline
30 & -0.103843 & -0.7976 & 0.214141 \tabularnewline
31 & 0.087468 & 0.6719 & 0.252149 \tabularnewline
32 & 0.175651 & 1.3492 & 0.091214 \tabularnewline
33 & 0.161919 & 1.2437 & 0.10926 \tabularnewline
34 & 0.00481 & 0.0369 & 0.485326 \tabularnewline
35 & -0.178043 & -1.3676 & 0.088316 \tabularnewline
36 & -0.293688 & -2.2559 & 0.0139 \tabularnewline
37 & -0.159561 & -1.2256 & 0.112607 \tabularnewline
38 & 0.040635 & 0.3121 & 0.378023 \tabularnewline
39 & 0.208329 & 1.6002 & 0.057448 \tabularnewline
40 & 0.231581 & 1.7788 & 0.040212 \tabularnewline
41 & 0.159678 & 1.2265 & 0.112439 \tabularnewline
42 & -0.061222 & -0.4703 & 0.319954 \tabularnewline
43 & -0.133124 & -1.0225 & 0.155348 \tabularnewline
44 & -0.227506 & -1.7475 & 0.042876 \tabularnewline
45 & -0.098998 & -0.7604 & 0.225016 \tabularnewline
46 & 0.073176 & 0.5621 & 0.288098 \tabularnewline
47 & 0.24535 & 1.8846 & 0.032209 \tabularnewline
48 & 0.241718 & 1.8567 & 0.034176 \tabularnewline
49 & 0.095849 & 0.7362 & 0.232255 \tabularnewline
50 & -0.140695 & -1.0807 & 0.142114 \tabularnewline
51 & -0.200296 & -1.5385 & 0.064636 \tabularnewline
52 & -0.127757 & -0.9813 & 0.165221 \tabularnewline
53 & 0.048821 & 0.375 & 0.354501 \tabularnewline
54 & 0.064024 & 0.4918 & 0.312351 \tabularnewline
55 & 0.059178 & 0.4546 & 0.325549 \tabularnewline
56 & -0.028445 & -0.2185 & 0.413902 \tabularnewline
57 & -0.011799 & -0.0906 & 0.464046 \tabularnewline
58 & -0.007532 & -0.0579 & 0.477029 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63228&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]0.460904[/C][C]3.5403[/C][C]0.000394[/C][/ROW]
[ROW][C]2[/C][C]-0.063535[/C][C]-0.488[/C][C]0.313672[/C][/ROW]
[ROW][C]3[/C][C]-0.503906[/C][C]-3.8706[/C][C]0.000137[/C][/ROW]
[ROW][C]4[/C][C]-0.479515[/C][C]-3.6832[/C][C]0.000251[/C][/ROW]
[ROW][C]5[/C][C]-0.161761[/C][C]-1.2425[/C][C]0.109482[/C][/ROW]
[ROW][C]6[/C][C]0.15812[/C][C]1.2145[/C][C]0.11469[/C][/ROW]
[ROW][C]7[/C][C]0.245087[/C][C]1.8825[/C][C]0.032348[/C][/ROW]
[ROW][C]8[/C][C]0.232495[/C][C]1.7858[/C][C]0.039633[/C][/ROW]
[ROW][C]9[/C][C]0.038478[/C][C]0.2956[/C][C]0.384304[/C][/ROW]
[ROW][C]10[/C][C]-0.090533[/C][C]-0.6954[/C][C]0.244769[/C][/ROW]
[ROW][C]11[/C][C]-0.151272[/C][C]-1.1619[/C][C]0.124969[/C][/ROW]
[ROW][C]12[/C][C]-0.05185[/C][C]-0.3983[/C][C]0.345935[/C][/ROW]
[ROW][C]13[/C][C]-0.081301[/C][C]-0.6245[/C][C]0.267357[/C][/ROW]
[ROW][C]14[/C][C]0.086392[/C][C]0.6636[/C][C]0.254769[/C][/ROW]
[ROW][C]15[/C][C]0.071522[/C][C]0.5494[/C][C]0.292413[/C][/ROW]
[ROW][C]16[/C][C]0.004024[/C][C]0.0309[/C][C]0.487724[/C][/ROW]
[ROW][C]17[/C][C]-0.045476[/C][C]-0.3493[/C][C]0.36405[/C][/ROW]
[ROW][C]18[/C][C]-0.096115[/C][C]-0.7383[/C][C]0.231637[/C][/ROW]
[ROW][C]19[/C][C]-0.015679[/C][C]-0.1204[/C][C]0.452276[/C][/ROW]
[ROW][C]20[/C][C]0.101665[/C][C]0.7809[/C][C]0.21899[/C][/ROW]
[ROW][C]21[/C][C]0.090136[/C][C]0.6924[/C][C]0.245717[/C][/ROW]
[ROW][C]22[/C][C]-0.000904[/C][C]-0.0069[/C][C]0.497243[/C][/ROW]
[ROW][C]23[/C][C]-0.13561[/C][C]-1.0416[/C][C]0.150914[/C][/ROW]
[ROW][C]24[/C][C]-0.224372[/C][C]-1.7234[/C][C]0.045024[/C][/ROW]
[ROW][C]25[/C][C]-0.120469[/C][C]-0.9253[/C][C]0.179279[/C][/ROW]
[ROW][C]26[/C][C]0.085347[/C][C]0.6556[/C][C]0.257327[/C][/ROW]
[ROW][C]27[/C][C]0.116421[/C][C]0.8942[/C][C]0.187411[/C][/ROW]
[ROW][C]28[/C][C]-0.001502[/C][C]-0.0115[/C][C]0.495417[/C][/ROW]
[ROW][C]29[/C][C]-0.092466[/C][C]-0.7102[/C][C]0.240175[/C][/ROW]
[ROW][C]30[/C][C]-0.103843[/C][C]-0.7976[/C][C]0.214141[/C][/ROW]
[ROW][C]31[/C][C]0.087468[/C][C]0.6719[/C][C]0.252149[/C][/ROW]
[ROW][C]32[/C][C]0.175651[/C][C]1.3492[/C][C]0.091214[/C][/ROW]
[ROW][C]33[/C][C]0.161919[/C][C]1.2437[/C][C]0.10926[/C][/ROW]
[ROW][C]34[/C][C]0.00481[/C][C]0.0369[/C][C]0.485326[/C][/ROW]
[ROW][C]35[/C][C]-0.178043[/C][C]-1.3676[/C][C]0.088316[/C][/ROW]
[ROW][C]36[/C][C]-0.293688[/C][C]-2.2559[/C][C]0.0139[/C][/ROW]
[ROW][C]37[/C][C]-0.159561[/C][C]-1.2256[/C][C]0.112607[/C][/ROW]
[ROW][C]38[/C][C]0.040635[/C][C]0.3121[/C][C]0.378023[/C][/ROW]
[ROW][C]39[/C][C]0.208329[/C][C]1.6002[/C][C]0.057448[/C][/ROW]
[ROW][C]40[/C][C]0.231581[/C][C]1.7788[/C][C]0.040212[/C][/ROW]
[ROW][C]41[/C][C]0.159678[/C][C]1.2265[/C][C]0.112439[/C][/ROW]
[ROW][C]42[/C][C]-0.061222[/C][C]-0.4703[/C][C]0.319954[/C][/ROW]
[ROW][C]43[/C][C]-0.133124[/C][C]-1.0225[/C][C]0.155348[/C][/ROW]
[ROW][C]44[/C][C]-0.227506[/C][C]-1.7475[/C][C]0.042876[/C][/ROW]
[ROW][C]45[/C][C]-0.098998[/C][C]-0.7604[/C][C]0.225016[/C][/ROW]
[ROW][C]46[/C][C]0.073176[/C][C]0.5621[/C][C]0.288098[/C][/ROW]
[ROW][C]47[/C][C]0.24535[/C][C]1.8846[/C][C]0.032209[/C][/ROW]
[ROW][C]48[/C][C]0.241718[/C][C]1.8567[/C][C]0.034176[/C][/ROW]
[ROW][C]49[/C][C]0.095849[/C][C]0.7362[/C][C]0.232255[/C][/ROW]
[ROW][C]50[/C][C]-0.140695[/C][C]-1.0807[/C][C]0.142114[/C][/ROW]
[ROW][C]51[/C][C]-0.200296[/C][C]-1.5385[/C][C]0.064636[/C][/ROW]
[ROW][C]52[/C][C]-0.127757[/C][C]-0.9813[/C][C]0.165221[/C][/ROW]
[ROW][C]53[/C][C]0.048821[/C][C]0.375[/C][C]0.354501[/C][/ROW]
[ROW][C]54[/C][C]0.064024[/C][C]0.4918[/C][C]0.312351[/C][/ROW]
[ROW][C]55[/C][C]0.059178[/C][C]0.4546[/C][C]0.325549[/C][/ROW]
[ROW][C]56[/C][C]-0.028445[/C][C]-0.2185[/C][C]0.413902[/C][/ROW]
[ROW][C]57[/C][C]-0.011799[/C][C]-0.0906[/C][C]0.464046[/C][/ROW]
[ROW][C]58[/C][C]-0.007532[/C][C]-0.0579[/C][C]0.477029[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63228&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63228&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	0.460904	3.5403	0.000394
2	-0.063535	-0.488	0.313672
3	-0.503906	-3.8706	0.000137
4	-0.479515	-3.6832	0.000251
5	-0.161761	-1.2425	0.109482
6	0.15812	1.2145	0.11469
7	0.245087	1.8825	0.032348
8	0.232495	1.7858	0.039633
9	0.038478	0.2956	0.384304
10	-0.090533	-0.6954	0.244769
11	-0.151272	-1.1619	0.124969
12	-0.05185	-0.3983	0.345935
13	-0.081301	-0.6245	0.267357
14	0.086392	0.6636	0.254769
15	0.071522	0.5494	0.292413
16	0.004024	0.0309	0.487724
17	-0.045476	-0.3493	0.36405
18	-0.096115	-0.7383	0.231637
19	-0.015679	-0.1204	0.452276
20	0.101665	0.7809	0.21899
21	0.090136	0.6924	0.245717
22	-0.000904	-0.0069	0.497243
23	-0.13561	-1.0416	0.150914
24	-0.224372	-1.7234	0.045024
25	-0.120469	-0.9253	0.179279
26	0.085347	0.6556	0.257327
27	0.116421	0.8942	0.187411
28	-0.001502	-0.0115	0.495417
29	-0.092466	-0.7102	0.240175
30	-0.103843	-0.7976	0.214141
31	0.087468	0.6719	0.252149
32	0.175651	1.3492	0.091214
33	0.161919	1.2437	0.10926
34	0.00481	0.0369	0.485326
35	-0.178043	-1.3676	0.088316
36	-0.293688	-2.2559	0.0139
37	-0.159561	-1.2256	0.112607
38	0.040635	0.3121	0.378023
39	0.208329	1.6002	0.057448
40	0.231581	1.7788	0.040212
41	0.159678	1.2265	0.112439
42	-0.061222	-0.4703	0.319954
43	-0.133124	-1.0225	0.155348
44	-0.227506	-1.7475	0.042876
45	-0.098998	-0.7604	0.225016
46	0.073176	0.5621	0.288098
47	0.24535	1.8846	0.032209
48	0.241718	1.8567	0.034176
49	0.095849	0.7362	0.232255
50	-0.140695	-1.0807	0.142114
51	-0.200296	-1.5385	0.064636
52	-0.127757	-0.9813	0.165221
53	0.048821	0.375	0.354501
54	0.064024	0.4918	0.312351
55	0.059178	0.4546	0.325549
56	-0.028445	-0.2185	0.413902
57	-0.011799	-0.0906	0.464046
58	-0.007532	-0.0579	0.477029
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.460904	3.5403	0.000394
2	-0.350405	-2.6915	0.00462
3	-0.438375	-3.3672	0.000671
4	-0.082715	-0.6353	0.263831
5	0.02899	0.2227	0.412278
6	-0.046555	-0.3576	0.360961
7	-0.10993	-0.8444	0.200932
8	0.130477	1.0022	0.160166
9	-0.034701	-0.2665	0.395375
10	-0.021801	-0.1675	0.433792
11	0.00587	0.0451	0.482094
12	0.107549	0.8261	0.206039
13	-0.230001	-1.7667	0.041228
14	0.195266	1.4999	0.069491
15	-0.019636	-0.1508	0.440313
16	-0.198475	-1.5245	0.066361
17	0.045968	0.3531	0.362642
18	-0.013027	-0.1001	0.460316
19	0.025807	0.1982	0.421775
20	0.006888	0.0529	0.478991
21	0.030542	0.2346	0.407667
22	-0.120688	-0.927	0.178846
23	-0.082767	-0.6357	0.263701
24	-0.122838	-0.9435	0.174626
25	0.046635	0.3582	0.360733
26	-0.049445	-0.3798	0.352731
27	-0.183669	-1.4108	0.081779
28	-0.2194	-1.6852	0.048612
29	-0.022957	-0.1763	0.430316
30	0.031699	0.2435	0.404237
31	0.04947	0.38	0.352661
32	0.02892	0.2221	0.412486
33	0.08803	0.6762	0.250787
34	-0.059945	-0.4604	0.323444
35	-0.106562	-0.8185	0.208177
36	-0.095647	-0.7347	0.232723
37	-0.0448	-0.3441	0.365992
38	-0.043562	-0.3346	0.369556
39	-0.052465	-0.403	0.344205
40	-0.034907	-0.2681	0.39477
41	0.033992	0.2611	0.397463
42	-0.101868	-0.7825	0.218535
43	0.080052	0.6149	0.270497
44	-0.048733	-0.3743	0.354752
45	-0.046055	-0.3538	0.362393
46	0.014073	0.1081	0.457142
47	0.116092	0.8917	0.188083
48	-0.014626	-0.1123	0.455465
49	-0.080269	-0.6166	0.269948
50	0.022296	0.1713	0.432304
51	0.019568	0.1503	0.440518
52	-0.107053	-0.8223	0.207111
53	-0.02776	-0.2132	0.415942
54	-0.056922	-0.4372	0.331772
55	-0.049541	-0.3805	0.352459
56	0.047772	0.3669	0.357487
57	-0.008811	-0.0677	0.473136
58	-0.07446	-0.5719	0.284768
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.460904 & 3.5403 & 0.000394 \tabularnewline
2 & -0.350405 & -2.6915 & 0.00462 \tabularnewline
3 & -0.438375 & -3.3672 & 0.000671 \tabularnewline
4 & -0.082715 & -0.6353 & 0.263831 \tabularnewline
5 & 0.02899 & 0.2227 & 0.412278 \tabularnewline
6 & -0.046555 & -0.3576 & 0.360961 \tabularnewline
7 & -0.10993 & -0.8444 & 0.200932 \tabularnewline
8 & 0.130477 & 1.0022 & 0.160166 \tabularnewline
9 & -0.034701 & -0.2665 & 0.395375 \tabularnewline
10 & -0.021801 & -0.1675 & 0.433792 \tabularnewline
11 & 0.00587 & 0.0451 & 0.482094 \tabularnewline
12 & 0.107549 & 0.8261 & 0.206039 \tabularnewline
13 & -0.230001 & -1.7667 & 0.041228 \tabularnewline
14 & 0.195266 & 1.4999 & 0.069491 \tabularnewline
15 & -0.019636 & -0.1508 & 0.440313 \tabularnewline
16 & -0.198475 & -1.5245 & 0.066361 \tabularnewline
17 & 0.045968 & 0.3531 & 0.362642 \tabularnewline
18 & -0.013027 & -0.1001 & 0.460316 \tabularnewline
19 & 0.025807 & 0.1982 & 0.421775 \tabularnewline
20 & 0.006888 & 0.0529 & 0.478991 \tabularnewline
21 & 0.030542 & 0.2346 & 0.407667 \tabularnewline
22 & -0.120688 & -0.927 & 0.178846 \tabularnewline
23 & -0.082767 & -0.6357 & 0.263701 \tabularnewline
24 & -0.122838 & -0.9435 & 0.174626 \tabularnewline
25 & 0.046635 & 0.3582 & 0.360733 \tabularnewline
26 & -0.049445 & -0.3798 & 0.352731 \tabularnewline
27 & -0.183669 & -1.4108 & 0.081779 \tabularnewline
28 & -0.2194 & -1.6852 & 0.048612 \tabularnewline
29 & -0.022957 & -0.1763 & 0.430316 \tabularnewline
30 & 0.031699 & 0.2435 & 0.404237 \tabularnewline
31 & 0.04947 & 0.38 & 0.352661 \tabularnewline
32 & 0.02892 & 0.2221 & 0.412486 \tabularnewline
33 & 0.08803 & 0.6762 & 0.250787 \tabularnewline
34 & -0.059945 & -0.4604 & 0.323444 \tabularnewline
35 & -0.106562 & -0.8185 & 0.208177 \tabularnewline
36 & -0.095647 & -0.7347 & 0.232723 \tabularnewline
37 & -0.0448 & -0.3441 & 0.365992 \tabularnewline
38 & -0.043562 & -0.3346 & 0.369556 \tabularnewline
39 & -0.052465 & -0.403 & 0.344205 \tabularnewline
40 & -0.034907 & -0.2681 & 0.39477 \tabularnewline
41 & 0.033992 & 0.2611 & 0.397463 \tabularnewline
42 & -0.101868 & -0.7825 & 0.218535 \tabularnewline
43 & 0.080052 & 0.6149 & 0.270497 \tabularnewline
44 & -0.048733 & -0.3743 & 0.354752 \tabularnewline
45 & -0.046055 & -0.3538 & 0.362393 \tabularnewline
46 & 0.014073 & 0.1081 & 0.457142 \tabularnewline
47 & 0.116092 & 0.8917 & 0.188083 \tabularnewline
48 & -0.014626 & -0.1123 & 0.455465 \tabularnewline
49 & -0.080269 & -0.6166 & 0.269948 \tabularnewline
50 & 0.022296 & 0.1713 & 0.432304 \tabularnewline
51 & 0.019568 & 0.1503 & 0.440518 \tabularnewline
52 & -0.107053 & -0.8223 & 0.207111 \tabularnewline
53 & -0.02776 & -0.2132 & 0.415942 \tabularnewline
54 & -0.056922 & -0.4372 & 0.331772 \tabularnewline
55 & -0.049541 & -0.3805 & 0.352459 \tabularnewline
56 & 0.047772 & 0.3669 & 0.357487 \tabularnewline
57 & -0.008811 & -0.0677 & 0.473136 \tabularnewline
58 & -0.07446 & -0.5719 & 0.284768 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63228&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]0.460904[/C][C]3.5403[/C][C]0.000394[/C][/ROW]
[ROW][C]2[/C][C]-0.350405[/C][C]-2.6915[/C][C]0.00462[/C][/ROW]
[ROW][C]3[/C][C]-0.438375[/C][C]-3.3672[/C][C]0.000671[/C][/ROW]
[ROW][C]4[/C][C]-0.082715[/C][C]-0.6353[/C][C]0.263831[/C][/ROW]
[ROW][C]5[/C][C]0.02899[/C][C]0.2227[/C][C]0.412278[/C][/ROW]
[ROW][C]6[/C][C]-0.046555[/C][C]-0.3576[/C][C]0.360961[/C][/ROW]
[ROW][C]7[/C][C]-0.10993[/C][C]-0.8444[/C][C]0.200932[/C][/ROW]
[ROW][C]8[/C][C]0.130477[/C][C]1.0022[/C][C]0.160166[/C][/ROW]
[ROW][C]9[/C][C]-0.034701[/C][C]-0.2665[/C][C]0.395375[/C][/ROW]
[ROW][C]10[/C][C]-0.021801[/C][C]-0.1675[/C][C]0.433792[/C][/ROW]
[ROW][C]11[/C][C]0.00587[/C][C]0.0451[/C][C]0.482094[/C][/ROW]
[ROW][C]12[/C][C]0.107549[/C][C]0.8261[/C][C]0.206039[/C][/ROW]
[ROW][C]13[/C][C]-0.230001[/C][C]-1.7667[/C][C]0.041228[/C][/ROW]
[ROW][C]14[/C][C]0.195266[/C][C]1.4999[/C][C]0.069491[/C][/ROW]
[ROW][C]15[/C][C]-0.019636[/C][C]-0.1508[/C][C]0.440313[/C][/ROW]
[ROW][C]16[/C][C]-0.198475[/C][C]-1.5245[/C][C]0.066361[/C][/ROW]
[ROW][C]17[/C][C]0.045968[/C][C]0.3531[/C][C]0.362642[/C][/ROW]
[ROW][C]18[/C][C]-0.013027[/C][C]-0.1001[/C][C]0.460316[/C][/ROW]
[ROW][C]19[/C][C]0.025807[/C][C]0.1982[/C][C]0.421775[/C][/ROW]
[ROW][C]20[/C][C]0.006888[/C][C]0.0529[/C][C]0.478991[/C][/ROW]
[ROW][C]21[/C][C]0.030542[/C][C]0.2346[/C][C]0.407667[/C][/ROW]
[ROW][C]22[/C][C]-0.120688[/C][C]-0.927[/C][C]0.178846[/C][/ROW]
[ROW][C]23[/C][C]-0.082767[/C][C]-0.6357[/C][C]0.263701[/C][/ROW]
[ROW][C]24[/C][C]-0.122838[/C][C]-0.9435[/C][C]0.174626[/C][/ROW]
[ROW][C]25[/C][C]0.046635[/C][C]0.3582[/C][C]0.360733[/C][/ROW]
[ROW][C]26[/C][C]-0.049445[/C][C]-0.3798[/C][C]0.352731[/C][/ROW]
[ROW][C]27[/C][C]-0.183669[/C][C]-1.4108[/C][C]0.081779[/C][/ROW]
[ROW][C]28[/C][C]-0.2194[/C][C]-1.6852[/C][C]0.048612[/C][/ROW]
[ROW][C]29[/C][C]-0.022957[/C][C]-0.1763[/C][C]0.430316[/C][/ROW]
[ROW][C]30[/C][C]0.031699[/C][C]0.2435[/C][C]0.404237[/C][/ROW]
[ROW][C]31[/C][C]0.04947[/C][C]0.38[/C][C]0.352661[/C][/ROW]
[ROW][C]32[/C][C]0.02892[/C][C]0.2221[/C][C]0.412486[/C][/ROW]
[ROW][C]33[/C][C]0.08803[/C][C]0.6762[/C][C]0.250787[/C][/ROW]
[ROW][C]34[/C][C]-0.059945[/C][C]-0.4604[/C][C]0.323444[/C][/ROW]
[ROW][C]35[/C][C]-0.106562[/C][C]-0.8185[/C][C]0.208177[/C][/ROW]
[ROW][C]36[/C][C]-0.095647[/C][C]-0.7347[/C][C]0.232723[/C][/ROW]
[ROW][C]37[/C][C]-0.0448[/C][C]-0.3441[/C][C]0.365992[/C][/ROW]
[ROW][C]38[/C][C]-0.043562[/C][C]-0.3346[/C][C]0.369556[/C][/ROW]
[ROW][C]39[/C][C]-0.052465[/C][C]-0.403[/C][C]0.344205[/C][/ROW]
[ROW][C]40[/C][C]-0.034907[/C][C]-0.2681[/C][C]0.39477[/C][/ROW]
[ROW][C]41[/C][C]0.033992[/C][C]0.2611[/C][C]0.397463[/C][/ROW]
[ROW][C]42[/C][C]-0.101868[/C][C]-0.7825[/C][C]0.218535[/C][/ROW]
[ROW][C]43[/C][C]0.080052[/C][C]0.6149[/C][C]0.270497[/C][/ROW]
[ROW][C]44[/C][C]-0.048733[/C][C]-0.3743[/C][C]0.354752[/C][/ROW]
[ROW][C]45[/C][C]-0.046055[/C][C]-0.3538[/C][C]0.362393[/C][/ROW]
[ROW][C]46[/C][C]0.014073[/C][C]0.1081[/C][C]0.457142[/C][/ROW]
[ROW][C]47[/C][C]0.116092[/C][C]0.8917[/C][C]0.188083[/C][/ROW]
[ROW][C]48[/C][C]-0.014626[/C][C]-0.1123[/C][C]0.455465[/C][/ROW]
[ROW][C]49[/C][C]-0.080269[/C][C]-0.6166[/C][C]0.269948[/C][/ROW]
[ROW][C]50[/C][C]0.022296[/C][C]0.1713[/C][C]0.432304[/C][/ROW]
[ROW][C]51[/C][C]0.019568[/C][C]0.1503[/C][C]0.440518[/C][/ROW]
[ROW][C]52[/C][C]-0.107053[/C][C]-0.8223[/C][C]0.207111[/C][/ROW]
[ROW][C]53[/C][C]-0.02776[/C][C]-0.2132[/C][C]0.415942[/C][/ROW]
[ROW][C]54[/C][C]-0.056922[/C][C]-0.4372[/C][C]0.331772[/C][/ROW]
[ROW][C]55[/C][C]-0.049541[/C][C]-0.3805[/C][C]0.352459[/C][/ROW]
[ROW][C]56[/C][C]0.047772[/C][C]0.3669[/C][C]0.357487[/C][/ROW]
[ROW][C]57[/C][C]-0.008811[/C][C]-0.0677[/C][C]0.473136[/C][/ROW]
[ROW][C]58[/C][C]-0.07446[/C][C]-0.5719[/C][C]0.284768[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63228&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63228&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	0.460904	3.5403	0.000394
2	-0.350405	-2.6915	0.00462
3	-0.438375	-3.3672	0.000671
4	-0.082715	-0.6353	0.263831
5	0.02899	0.2227	0.412278
6	-0.046555	-0.3576	0.360961
7	-0.10993	-0.8444	0.200932
8	0.130477	1.0022	0.160166
9	-0.034701	-0.2665	0.395375
10	-0.021801	-0.1675	0.433792
11	0.00587	0.0451	0.482094
12	0.107549	0.8261	0.206039
13	-0.230001	-1.7667	0.041228
14	0.195266	1.4999	0.069491
15	-0.019636	-0.1508	0.440313
16	-0.198475	-1.5245	0.066361
17	0.045968	0.3531	0.362642
18	-0.013027	-0.1001	0.460316
19	0.025807	0.1982	0.421775
20	0.006888	0.0529	0.478991
21	0.030542	0.2346	0.407667
22	-0.120688	-0.927	0.178846
23	-0.082767	-0.6357	0.263701
24	-0.122838	-0.9435	0.174626
25	0.046635	0.3582	0.360733
26	-0.049445	-0.3798	0.352731
27	-0.183669	-1.4108	0.081779
28	-0.2194	-1.6852	0.048612
29	-0.022957	-0.1763	0.430316
30	0.031699	0.2435	0.404237
31	0.04947	0.38	0.352661
32	0.02892	0.2221	0.412486
33	0.08803	0.6762	0.250787
34	-0.059945	-0.4604	0.323444
35	-0.106562	-0.8185	0.208177
36	-0.095647	-0.7347	0.232723
37	-0.0448	-0.3441	0.365992
38	-0.043562	-0.3346	0.369556
39	-0.052465	-0.403	0.344205
40	-0.034907	-0.2681	0.39477
41	0.033992	0.2611	0.397463
42	-0.101868	-0.7825	0.218535
43	0.080052	0.6149	0.270497
44	-0.048733	-0.3743	0.354752
45	-0.046055	-0.3538	0.362393
46	0.014073	0.1081	0.457142
47	0.116092	0.8917	0.188083
48	-0.014626	-0.1123	0.455465
49	-0.080269	-0.6166	0.269948
50	0.022296	0.1713	0.432304
51	0.019568	0.1503	0.440518
52	-0.107053	-0.8223	0.207111
53	-0.02776	-0.2132	0.415942
54	-0.056922	-0.4372	0.331772
55	-0.049541	-0.3805	0.352459
56	0.047772	0.3669	0.357487
57	-0.008811	-0.0677	0.473136
58	-0.07446	-0.5719	0.284768
59	NA	NA	NA
60	NA	NA	NA

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 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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