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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 05:12:22 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/27/t1259323995lo9tfsf7zax98gi.htm/, Retrieved Sat, 10 May 2025 01:16:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60616, Retrieved Sat, 10 May 2025 01:16:37 +0000

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IsPrivate?

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User-defined keywords

Workshop 8 - Model ACF 1

Estimated Impact

304

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] [Workshop 8] [2009-11-24 11:49:44] [214e6e00abbde49700521a7ef1d30da2]
- R  D            [(Partial) Autocorrelation Function] [shw-ws8] [2009-11-27 12:12:22] [5b5bced41faf164488f2c271c918b21f] [Current]
-   P               [(Partial) Autocorrelation Function] [ACF_1] [2009-12-29 15:12:43] [2663058f2a5dda519058ac6b2228468f] 

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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=60616&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=60616&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60616&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	0.735806	5.6995	0
2	0.382008	2.959	0.002206
3	-0.0234	-0.1813	0.428388
4	-0.428421	-3.3185	0.000771
5	-0.714546	-5.5348	0
6	-0.775354	-6.0059	0
7	-0.662668	-5.133	2e-06
8	-0.3424	-2.6522	0.005108
9	0.042642	0.3303	0.371161
10	0.363318	2.8142	0.003301
11	0.620079	4.8031	5e-06
12	0.761022	5.8949	0
13	0.574647	4.4512	1.9e-05
14	0.298881	2.3151	0.012022
15	-0.039346	-0.3048	0.380796
16	-0.335411	-2.5981	0.005889
17	-0.553885	-4.2904	3.3e-05
18	-0.605433	-4.6897	8e-06
19	-0.510487	-3.9542	0.000103
20	-0.260596	-2.0186	0.024004
21	0.03181	0.2464	0.403108
22	0.278378	2.1563	0.017539
23	0.479784	3.7164	0.000223
24	0.555925	4.3062	3.1e-05
25	0.438135	3.3938	0.000613
26	0.217537	1.685	0.048589
27	-0.040754	-0.3157	0.37667
28	-0.245143	-1.8989	0.031197
29	-0.414433	-3.2102	0.001066
30	-0.445617	-3.4517	0.000513
31	-0.351592	-2.7234	0.004225
32	-0.188122	-1.4572	0.07514
33	0.027993	0.2168	0.414538
34	0.197977	1.5335	0.065201
35	0.330077	2.5568	0.006556
36	0.382426	2.9623	0.002186
37	0.3029	2.3463	0.011142
38	0.117694	0.9117	0.1828
39	-0.041184	-0.319	0.375414
40	-0.168429	-1.3046	0.098497
41	-0.272311	-2.1093	0.019549
42	-0.280265	-2.1709	0.016952
43	-0.211813	-1.6407	0.053047
44	-0.109299	-0.8466	0.200284
45	0.032554	0.2522	0.400888
46	0.125262	0.9703	0.167903
47	0.177266	1.3731	0.087417
48	0.202602	1.5694	0.060913
49	0.150197	1.1634	0.124632
50	0.033951	0.263	0.396731
51	-0.039295	-0.3044	0.380947
52	-0.095155	-0.7371	0.231977
53	-0.122242	-0.9469	0.173748
54	-0.100241	-0.7765	0.220263
55	-0.054629	-0.4232	0.336849
56	-0.017634	-0.1366	0.445905
57	0.034701	0.2688	0.394506
58	0.037559	0.2909	0.386053
59	0.016975	0.1315	0.447915
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.735806 & 5.6995 & 0 \tabularnewline
2 & 0.382008 & 2.959 & 0.002206 \tabularnewline
3 & -0.0234 & -0.1813 & 0.428388 \tabularnewline
4 & -0.428421 & -3.3185 & 0.000771 \tabularnewline
5 & -0.714546 & -5.5348 & 0 \tabularnewline
6 & -0.775354 & -6.0059 & 0 \tabularnewline
7 & -0.662668 & -5.133 & 2e-06 \tabularnewline
8 & -0.3424 & -2.6522 & 0.005108 \tabularnewline
9 & 0.042642 & 0.3303 & 0.371161 \tabularnewline
10 & 0.363318 & 2.8142 & 0.003301 \tabularnewline
11 & 0.620079 & 4.8031 & 5e-06 \tabularnewline
12 & 0.761022 & 5.8949 & 0 \tabularnewline
13 & 0.574647 & 4.4512 & 1.9e-05 \tabularnewline
14 & 0.298881 & 2.3151 & 0.012022 \tabularnewline
15 & -0.039346 & -0.3048 & 0.380796 \tabularnewline
16 & -0.335411 & -2.5981 & 0.005889 \tabularnewline
17 & -0.553885 & -4.2904 & 3.3e-05 \tabularnewline
18 & -0.605433 & -4.6897 & 8e-06 \tabularnewline
19 & -0.510487 & -3.9542 & 0.000103 \tabularnewline
20 & -0.260596 & -2.0186 & 0.024004 \tabularnewline
21 & 0.03181 & 0.2464 & 0.403108 \tabularnewline
22 & 0.278378 & 2.1563 & 0.017539 \tabularnewline
23 & 0.479784 & 3.7164 & 0.000223 \tabularnewline
24 & 0.555925 & 4.3062 & 3.1e-05 \tabularnewline
25 & 0.438135 & 3.3938 & 0.000613 \tabularnewline
26 & 0.217537 & 1.685 & 0.048589 \tabularnewline
27 & -0.040754 & -0.3157 & 0.37667 \tabularnewline
28 & -0.245143 & -1.8989 & 0.031197 \tabularnewline
29 & -0.414433 & -3.2102 & 0.001066 \tabularnewline
30 & -0.445617 & -3.4517 & 0.000513 \tabularnewline
31 & -0.351592 & -2.7234 & 0.004225 \tabularnewline
32 & -0.188122 & -1.4572 & 0.07514 \tabularnewline
33 & 0.027993 & 0.2168 & 0.414538 \tabularnewline
34 & 0.197977 & 1.5335 & 0.065201 \tabularnewline
35 & 0.330077 & 2.5568 & 0.006556 \tabularnewline
36 & 0.382426 & 2.9623 & 0.002186 \tabularnewline
37 & 0.3029 & 2.3463 & 0.011142 \tabularnewline
38 & 0.117694 & 0.9117 & 0.1828 \tabularnewline
39 & -0.041184 & -0.319 & 0.375414 \tabularnewline
40 & -0.168429 & -1.3046 & 0.098497 \tabularnewline
41 & -0.272311 & -2.1093 & 0.019549 \tabularnewline
42 & -0.280265 & -2.1709 & 0.016952 \tabularnewline
43 & -0.211813 & -1.6407 & 0.053047 \tabularnewline
44 & -0.109299 & -0.8466 & 0.200284 \tabularnewline
45 & 0.032554 & 0.2522 & 0.400888 \tabularnewline
46 & 0.125262 & 0.9703 & 0.167903 \tabularnewline
47 & 0.177266 & 1.3731 & 0.087417 \tabularnewline
48 & 0.202602 & 1.5694 & 0.060913 \tabularnewline
49 & 0.150197 & 1.1634 & 0.124632 \tabularnewline
50 & 0.033951 & 0.263 & 0.396731 \tabularnewline
51 & -0.039295 & -0.3044 & 0.380947 \tabularnewline
52 & -0.095155 & -0.7371 & 0.231977 \tabularnewline
53 & -0.122242 & -0.9469 & 0.173748 \tabularnewline
54 & -0.100241 & -0.7765 & 0.220263 \tabularnewline
55 & -0.054629 & -0.4232 & 0.336849 \tabularnewline
56 & -0.017634 & -0.1366 & 0.445905 \tabularnewline
57 & 0.034701 & 0.2688 & 0.394506 \tabularnewline
58 & 0.037559 & 0.2909 & 0.386053 \tabularnewline
59 & 0.016975 & 0.1315 & 0.447915 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60616&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]0.735806[/C][C]5.6995[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.382008[/C][C]2.959[/C][C]0.002206[/C][/ROW]
[ROW][C]3[/C][C]-0.0234[/C][C]-0.1813[/C][C]0.428388[/C][/ROW]
[ROW][C]4[/C][C]-0.428421[/C][C]-3.3185[/C][C]0.000771[/C][/ROW]
[ROW][C]5[/C][C]-0.714546[/C][C]-5.5348[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]-0.775354[/C][C]-6.0059[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.662668[/C][C]-5.133[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]-0.3424[/C][C]-2.6522[/C][C]0.005108[/C][/ROW]
[ROW][C]9[/C][C]0.042642[/C][C]0.3303[/C][C]0.371161[/C][/ROW]
[ROW][C]10[/C][C]0.363318[/C][C]2.8142[/C][C]0.003301[/C][/ROW]
[ROW][C]11[/C][C]0.620079[/C][C]4.8031[/C][C]5e-06[/C][/ROW]
[ROW][C]12[/C][C]0.761022[/C][C]5.8949[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.574647[/C][C]4.4512[/C][C]1.9e-05[/C][/ROW]
[ROW][C]14[/C][C]0.298881[/C][C]2.3151[/C][C]0.012022[/C][/ROW]
[ROW][C]15[/C][C]-0.039346[/C][C]-0.3048[/C][C]0.380796[/C][/ROW]
[ROW][C]16[/C][C]-0.335411[/C][C]-2.5981[/C][C]0.005889[/C][/ROW]
[ROW][C]17[/C][C]-0.553885[/C][C]-4.2904[/C][C]3.3e-05[/C][/ROW]
[ROW][C]18[/C][C]-0.605433[/C][C]-4.6897[/C][C]8e-06[/C][/ROW]
[ROW][C]19[/C][C]-0.510487[/C][C]-3.9542[/C][C]0.000103[/C][/ROW]
[ROW][C]20[/C][C]-0.260596[/C][C]-2.0186[/C][C]0.024004[/C][/ROW]
[ROW][C]21[/C][C]0.03181[/C][C]0.2464[/C][C]0.403108[/C][/ROW]
[ROW][C]22[/C][C]0.278378[/C][C]2.1563[/C][C]0.017539[/C][/ROW]
[ROW][C]23[/C][C]0.479784[/C][C]3.7164[/C][C]0.000223[/C][/ROW]
[ROW][C]24[/C][C]0.555925[/C][C]4.3062[/C][C]3.1e-05[/C][/ROW]
[ROW][C]25[/C][C]0.438135[/C][C]3.3938[/C][C]0.000613[/C][/ROW]
[ROW][C]26[/C][C]0.217537[/C][C]1.685[/C][C]0.048589[/C][/ROW]
[ROW][C]27[/C][C]-0.040754[/C][C]-0.3157[/C][C]0.37667[/C][/ROW]
[ROW][C]28[/C][C]-0.245143[/C][C]-1.8989[/C][C]0.031197[/C][/ROW]
[ROW][C]29[/C][C]-0.414433[/C][C]-3.2102[/C][C]0.001066[/C][/ROW]
[ROW][C]30[/C][C]-0.445617[/C][C]-3.4517[/C][C]0.000513[/C][/ROW]
[ROW][C]31[/C][C]-0.351592[/C][C]-2.7234[/C][C]0.004225[/C][/ROW]
[ROW][C]32[/C][C]-0.188122[/C][C]-1.4572[/C][C]0.07514[/C][/ROW]
[ROW][C]33[/C][C]0.027993[/C][C]0.2168[/C][C]0.414538[/C][/ROW]
[ROW][C]34[/C][C]0.197977[/C][C]1.5335[/C][C]0.065201[/C][/ROW]
[ROW][C]35[/C][C]0.330077[/C][C]2.5568[/C][C]0.006556[/C][/ROW]
[ROW][C]36[/C][C]0.382426[/C][C]2.9623[/C][C]0.002186[/C][/ROW]
[ROW][C]37[/C][C]0.3029[/C][C]2.3463[/C][C]0.011142[/C][/ROW]
[ROW][C]38[/C][C]0.117694[/C][C]0.9117[/C][C]0.1828[/C][/ROW]
[ROW][C]39[/C][C]-0.041184[/C][C]-0.319[/C][C]0.375414[/C][/ROW]
[ROW][C]40[/C][C]-0.168429[/C][C]-1.3046[/C][C]0.098497[/C][/ROW]
[ROW][C]41[/C][C]-0.272311[/C][C]-2.1093[/C][C]0.019549[/C][/ROW]
[ROW][C]42[/C][C]-0.280265[/C][C]-2.1709[/C][C]0.016952[/C][/ROW]
[ROW][C]43[/C][C]-0.211813[/C][C]-1.6407[/C][C]0.053047[/C][/ROW]
[ROW][C]44[/C][C]-0.109299[/C][C]-0.8466[/C][C]0.200284[/C][/ROW]
[ROW][C]45[/C][C]0.032554[/C][C]0.2522[/C][C]0.400888[/C][/ROW]
[ROW][C]46[/C][C]0.125262[/C][C]0.9703[/C][C]0.167903[/C][/ROW]
[ROW][C]47[/C][C]0.177266[/C][C]1.3731[/C][C]0.087417[/C][/ROW]
[ROW][C]48[/C][C]0.202602[/C][C]1.5694[/C][C]0.060913[/C][/ROW]
[ROW][C]49[/C][C]0.150197[/C][C]1.1634[/C][C]0.124632[/C][/ROW]
[ROW][C]50[/C][C]0.033951[/C][C]0.263[/C][C]0.396731[/C][/ROW]
[ROW][C]51[/C][C]-0.039295[/C][C]-0.3044[/C][C]0.380947[/C][/ROW]
[ROW][C]52[/C][C]-0.095155[/C][C]-0.7371[/C][C]0.231977[/C][/ROW]
[ROW][C]53[/C][C]-0.122242[/C][C]-0.9469[/C][C]0.173748[/C][/ROW]
[ROW][C]54[/C][C]-0.100241[/C][C]-0.7765[/C][C]0.220263[/C][/ROW]
[ROW][C]55[/C][C]-0.054629[/C][C]-0.4232[/C][C]0.336849[/C][/ROW]
[ROW][C]56[/C][C]-0.017634[/C][C]-0.1366[/C][C]0.445905[/C][/ROW]
[ROW][C]57[/C][C]0.034701[/C][C]0.2688[/C][C]0.394506[/C][/ROW]
[ROW][C]58[/C][C]0.037559[/C][C]0.2909[/C][C]0.386053[/C][/ROW]
[ROW][C]59[/C][C]0.016975[/C][C]0.1315[/C][C]0.447915[/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=60616&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60616&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	0.735806	5.6995	0
2	0.382008	2.959	0.002206
3	-0.0234	-0.1813	0.428388
4	-0.428421	-3.3185	0.000771
5	-0.714546	-5.5348	0
6	-0.775354	-6.0059	0
7	-0.662668	-5.133	2e-06
8	-0.3424	-2.6522	0.005108
9	0.042642	0.3303	0.371161
10	0.363318	2.8142	0.003301
11	0.620079	4.8031	5e-06
12	0.761022	5.8949	0
13	0.574647	4.4512	1.9e-05
14	0.298881	2.3151	0.012022
15	-0.039346	-0.3048	0.380796
16	-0.335411	-2.5981	0.005889
17	-0.553885	-4.2904	3.3e-05
18	-0.605433	-4.6897	8e-06
19	-0.510487	-3.9542	0.000103
20	-0.260596	-2.0186	0.024004
21	0.03181	0.2464	0.403108
22	0.278378	2.1563	0.017539
23	0.479784	3.7164	0.000223
24	0.555925	4.3062	3.1e-05
25	0.438135	3.3938	0.000613
26	0.217537	1.685	0.048589
27	-0.040754	-0.3157	0.37667
28	-0.245143	-1.8989	0.031197
29	-0.414433	-3.2102	0.001066
30	-0.445617	-3.4517	0.000513
31	-0.351592	-2.7234	0.004225
32	-0.188122	-1.4572	0.07514
33	0.027993	0.2168	0.414538
34	0.197977	1.5335	0.065201
35	0.330077	2.5568	0.006556
36	0.382426	2.9623	0.002186
37	0.3029	2.3463	0.011142
38	0.117694	0.9117	0.1828
39	-0.041184	-0.319	0.375414
40	-0.168429	-1.3046	0.098497
41	-0.272311	-2.1093	0.019549
42	-0.280265	-2.1709	0.016952
43	-0.211813	-1.6407	0.053047
44	-0.109299	-0.8466	0.200284
45	0.032554	0.2522	0.400888
46	0.125262	0.9703	0.167903
47	0.177266	1.3731	0.087417
48	0.202602	1.5694	0.060913
49	0.150197	1.1634	0.124632
50	0.033951	0.263	0.396731
51	-0.039295	-0.3044	0.380947
52	-0.095155	-0.7371	0.231977
53	-0.122242	-0.9469	0.173748
54	-0.100241	-0.7765	0.220263
55	-0.054629	-0.4232	0.336849
56	-0.017634	-0.1366	0.445905
57	0.034701	0.2688	0.394506
58	0.037559	0.2909	0.386053
59	0.016975	0.1315	0.447915
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.735806	5.6995	0
2	-0.347593	-2.6924	0.00459
3	-0.363174	-2.8131	0.003311
4	-0.416363	-3.2251	0.00102
5	-0.34813	-2.6966	0.004539
6	-0.161931	-1.2543	0.107296
7	-0.233533	-1.8089	0.037736
8	0.01997	0.1547	0.438792
9	-0.043567	-0.3375	0.36847
10	-0.150901	-1.1689	0.123538
11	0.077637	0.6014	0.274928
12	0.282107	2.1852	0.016395
13	-0.265498	-2.0565	0.022044
14	0.045529	0.3527	0.362786
15	0.001112	0.0086	0.496579
16	0.185282	1.4352	0.078213
17	-0.007196	-0.0557	0.477868
18	0.011342	0.0879	0.465141
19	0.05338	0.4135	0.340363
20	-0.01137	-0.0881	0.465058
21	0.000768	0.0059	0.497636
22	0.005765	0.0447	0.482265
23	0.084357	0.6534	0.25799
24	-0.060789	-0.4709	0.319721
25	0.009104	0.0705	0.472006
26	-0.077026	-0.5966	0.276496
27	0.040715	0.3154	0.376785
28	0.060622	0.4696	0.320181
29	-0.06368	-0.4933	0.311813
30	0.062816	0.4866	0.314168
31	0.077827	0.6028	0.274441
32	-0.128495	-0.9953	0.161789
33	0.074583	0.5777	0.282807
34	-0.06446	-0.4993	0.309694
35	0.026578	0.2059	0.418793
36	0.027017	0.2093	0.417473
37	-0.096708	-0.7491	0.228362
38	-0.081574	-0.6319	0.264936
39	0.038425	0.2976	0.383504
40	-0.000843	-0.0065	0.497405
41	0.040916	0.3169	0.376197
42	-0.026487	-0.2052	0.419068
43	-0.019045	-0.1475	0.441609
44	-0.009317	-0.0722	0.471352
45	-0.014128	-0.1094	0.456611
46	0.009785	0.0758	0.469918
47	-0.104866	-0.8123	0.209918
48	-0.03144	-0.2435	0.404213
49	-0.067123	-0.5199	0.302511
50	0.001288	0.01	0.496038
51	-0.066538	-0.5154	0.304083
52	-0.005503	-0.0426	0.483072
53	0.018931	0.1466	0.441955
54	0.018456	0.143	0.443399
55	0.044675	0.3461	0.365256
56	-0.080228	-0.6214	0.26833
57	0.020141	0.156	0.438273
58	-0.044779	-0.3469	0.364956
59	-0.095104	-0.7367	0.232097
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.735806 & 5.6995 & 0 \tabularnewline
2 & -0.347593 & -2.6924 & 0.00459 \tabularnewline
3 & -0.363174 & -2.8131 & 0.003311 \tabularnewline
4 & -0.416363 & -3.2251 & 0.00102 \tabularnewline
5 & -0.34813 & -2.6966 & 0.004539 \tabularnewline
6 & -0.161931 & -1.2543 & 0.107296 \tabularnewline
7 & -0.233533 & -1.8089 & 0.037736 \tabularnewline
8 & 0.01997 & 0.1547 & 0.438792 \tabularnewline
9 & -0.043567 & -0.3375 & 0.36847 \tabularnewline
10 & -0.150901 & -1.1689 & 0.123538 \tabularnewline
11 & 0.077637 & 0.6014 & 0.274928 \tabularnewline
12 & 0.282107 & 2.1852 & 0.016395 \tabularnewline
13 & -0.265498 & -2.0565 & 0.022044 \tabularnewline
14 & 0.045529 & 0.3527 & 0.362786 \tabularnewline
15 & 0.001112 & 0.0086 & 0.496579 \tabularnewline
16 & 0.185282 & 1.4352 & 0.078213 \tabularnewline
17 & -0.007196 & -0.0557 & 0.477868 \tabularnewline
18 & 0.011342 & 0.0879 & 0.465141 \tabularnewline
19 & 0.05338 & 0.4135 & 0.340363 \tabularnewline
20 & -0.01137 & -0.0881 & 0.465058 \tabularnewline
21 & 0.000768 & 0.0059 & 0.497636 \tabularnewline
22 & 0.005765 & 0.0447 & 0.482265 \tabularnewline
23 & 0.084357 & 0.6534 & 0.25799 \tabularnewline
24 & -0.060789 & -0.4709 & 0.319721 \tabularnewline
25 & 0.009104 & 0.0705 & 0.472006 \tabularnewline
26 & -0.077026 & -0.5966 & 0.276496 \tabularnewline
27 & 0.040715 & 0.3154 & 0.376785 \tabularnewline
28 & 0.060622 & 0.4696 & 0.320181 \tabularnewline
29 & -0.06368 & -0.4933 & 0.311813 \tabularnewline
30 & 0.062816 & 0.4866 & 0.314168 \tabularnewline
31 & 0.077827 & 0.6028 & 0.274441 \tabularnewline
32 & -0.128495 & -0.9953 & 0.161789 \tabularnewline
33 & 0.074583 & 0.5777 & 0.282807 \tabularnewline
34 & -0.06446 & -0.4993 & 0.309694 \tabularnewline
35 & 0.026578 & 0.2059 & 0.418793 \tabularnewline
36 & 0.027017 & 0.2093 & 0.417473 \tabularnewline
37 & -0.096708 & -0.7491 & 0.228362 \tabularnewline
38 & -0.081574 & -0.6319 & 0.264936 \tabularnewline
39 & 0.038425 & 0.2976 & 0.383504 \tabularnewline
40 & -0.000843 & -0.0065 & 0.497405 \tabularnewline
41 & 0.040916 & 0.3169 & 0.376197 \tabularnewline
42 & -0.026487 & -0.2052 & 0.419068 \tabularnewline
43 & -0.019045 & -0.1475 & 0.441609 \tabularnewline
44 & -0.009317 & -0.0722 & 0.471352 \tabularnewline
45 & -0.014128 & -0.1094 & 0.456611 \tabularnewline
46 & 0.009785 & 0.0758 & 0.469918 \tabularnewline
47 & -0.104866 & -0.8123 & 0.209918 \tabularnewline
48 & -0.03144 & -0.2435 & 0.404213 \tabularnewline
49 & -0.067123 & -0.5199 & 0.302511 \tabularnewline
50 & 0.001288 & 0.01 & 0.496038 \tabularnewline
51 & -0.066538 & -0.5154 & 0.304083 \tabularnewline
52 & -0.005503 & -0.0426 & 0.483072 \tabularnewline
53 & 0.018931 & 0.1466 & 0.441955 \tabularnewline
54 & 0.018456 & 0.143 & 0.443399 \tabularnewline
55 & 0.044675 & 0.3461 & 0.365256 \tabularnewline
56 & -0.080228 & -0.6214 & 0.26833 \tabularnewline
57 & 0.020141 & 0.156 & 0.438273 \tabularnewline
58 & -0.044779 & -0.3469 & 0.364956 \tabularnewline
59 & -0.095104 & -0.7367 & 0.232097 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60616&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]0.735806[/C][C]5.6995[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.347593[/C][C]-2.6924[/C][C]0.00459[/C][/ROW]
[ROW][C]3[/C][C]-0.363174[/C][C]-2.8131[/C][C]0.003311[/C][/ROW]
[ROW][C]4[/C][C]-0.416363[/C][C]-3.2251[/C][C]0.00102[/C][/ROW]
[ROW][C]5[/C][C]-0.34813[/C][C]-2.6966[/C][C]0.004539[/C][/ROW]
[ROW][C]6[/C][C]-0.161931[/C][C]-1.2543[/C][C]0.107296[/C][/ROW]
[ROW][C]7[/C][C]-0.233533[/C][C]-1.8089[/C][C]0.037736[/C][/ROW]
[ROW][C]8[/C][C]0.01997[/C][C]0.1547[/C][C]0.438792[/C][/ROW]
[ROW][C]9[/C][C]-0.043567[/C][C]-0.3375[/C][C]0.36847[/C][/ROW]
[ROW][C]10[/C][C]-0.150901[/C][C]-1.1689[/C][C]0.123538[/C][/ROW]
[ROW][C]11[/C][C]0.077637[/C][C]0.6014[/C][C]0.274928[/C][/ROW]
[ROW][C]12[/C][C]0.282107[/C][C]2.1852[/C][C]0.016395[/C][/ROW]
[ROW][C]13[/C][C]-0.265498[/C][C]-2.0565[/C][C]0.022044[/C][/ROW]
[ROW][C]14[/C][C]0.045529[/C][C]0.3527[/C][C]0.362786[/C][/ROW]
[ROW][C]15[/C][C]0.001112[/C][C]0.0086[/C][C]0.496579[/C][/ROW]
[ROW][C]16[/C][C]0.185282[/C][C]1.4352[/C][C]0.078213[/C][/ROW]
[ROW][C]17[/C][C]-0.007196[/C][C]-0.0557[/C][C]0.477868[/C][/ROW]
[ROW][C]18[/C][C]0.011342[/C][C]0.0879[/C][C]0.465141[/C][/ROW]
[ROW][C]19[/C][C]0.05338[/C][C]0.4135[/C][C]0.340363[/C][/ROW]
[ROW][C]20[/C][C]-0.01137[/C][C]-0.0881[/C][C]0.465058[/C][/ROW]
[ROW][C]21[/C][C]0.000768[/C][C]0.0059[/C][C]0.497636[/C][/ROW]
[ROW][C]22[/C][C]0.005765[/C][C]0.0447[/C][C]0.482265[/C][/ROW]
[ROW][C]23[/C][C]0.084357[/C][C]0.6534[/C][C]0.25799[/C][/ROW]
[ROW][C]24[/C][C]-0.060789[/C][C]-0.4709[/C][C]0.319721[/C][/ROW]
[ROW][C]25[/C][C]0.009104[/C][C]0.0705[/C][C]0.472006[/C][/ROW]
[ROW][C]26[/C][C]-0.077026[/C][C]-0.5966[/C][C]0.276496[/C][/ROW]
[ROW][C]27[/C][C]0.040715[/C][C]0.3154[/C][C]0.376785[/C][/ROW]
[ROW][C]28[/C][C]0.060622[/C][C]0.4696[/C][C]0.320181[/C][/ROW]
[ROW][C]29[/C][C]-0.06368[/C][C]-0.4933[/C][C]0.311813[/C][/ROW]
[ROW][C]30[/C][C]0.062816[/C][C]0.4866[/C][C]0.314168[/C][/ROW]
[ROW][C]31[/C][C]0.077827[/C][C]0.6028[/C][C]0.274441[/C][/ROW]
[ROW][C]32[/C][C]-0.128495[/C][C]-0.9953[/C][C]0.161789[/C][/ROW]
[ROW][C]33[/C][C]0.074583[/C][C]0.5777[/C][C]0.282807[/C][/ROW]
[ROW][C]34[/C][C]-0.06446[/C][C]-0.4993[/C][C]0.309694[/C][/ROW]
[ROW][C]35[/C][C]0.026578[/C][C]0.2059[/C][C]0.418793[/C][/ROW]
[ROW][C]36[/C][C]0.027017[/C][C]0.2093[/C][C]0.417473[/C][/ROW]
[ROW][C]37[/C][C]-0.096708[/C][C]-0.7491[/C][C]0.228362[/C][/ROW]
[ROW][C]38[/C][C]-0.081574[/C][C]-0.6319[/C][C]0.264936[/C][/ROW]
[ROW][C]39[/C][C]0.038425[/C][C]0.2976[/C][C]0.383504[/C][/ROW]
[ROW][C]40[/C][C]-0.000843[/C][C]-0.0065[/C][C]0.497405[/C][/ROW]
[ROW][C]41[/C][C]0.040916[/C][C]0.3169[/C][C]0.376197[/C][/ROW]
[ROW][C]42[/C][C]-0.026487[/C][C]-0.2052[/C][C]0.419068[/C][/ROW]
[ROW][C]43[/C][C]-0.019045[/C][C]-0.1475[/C][C]0.441609[/C][/ROW]
[ROW][C]44[/C][C]-0.009317[/C][C]-0.0722[/C][C]0.471352[/C][/ROW]
[ROW][C]45[/C][C]-0.014128[/C][C]-0.1094[/C][C]0.456611[/C][/ROW]
[ROW][C]46[/C][C]0.009785[/C][C]0.0758[/C][C]0.469918[/C][/ROW]
[ROW][C]47[/C][C]-0.104866[/C][C]-0.8123[/C][C]0.209918[/C][/ROW]
[ROW][C]48[/C][C]-0.03144[/C][C]-0.2435[/C][C]0.404213[/C][/ROW]
[ROW][C]49[/C][C]-0.067123[/C][C]-0.5199[/C][C]0.302511[/C][/ROW]
[ROW][C]50[/C][C]0.001288[/C][C]0.01[/C][C]0.496038[/C][/ROW]
[ROW][C]51[/C][C]-0.066538[/C][C]-0.5154[/C][C]0.304083[/C][/ROW]
[ROW][C]52[/C][C]-0.005503[/C][C]-0.0426[/C][C]0.483072[/C][/ROW]
[ROW][C]53[/C][C]0.018931[/C][C]0.1466[/C][C]0.441955[/C][/ROW]
[ROW][C]54[/C][C]0.018456[/C][C]0.143[/C][C]0.443399[/C][/ROW]
[ROW][C]55[/C][C]0.044675[/C][C]0.3461[/C][C]0.365256[/C][/ROW]
[ROW][C]56[/C][C]-0.080228[/C][C]-0.6214[/C][C]0.26833[/C][/ROW]
[ROW][C]57[/C][C]0.020141[/C][C]0.156[/C][C]0.438273[/C][/ROW]
[ROW][C]58[/C][C]-0.044779[/C][C]-0.3469[/C][C]0.364956[/C][/ROW]
[ROW][C]59[/C][C]-0.095104[/C][C]-0.7367[/C][C]0.232097[/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=60616&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60616&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	0.735806	5.6995	0
2	-0.347593	-2.6924	0.00459
3	-0.363174	-2.8131	0.003311
4	-0.416363	-3.2251	0.00102
5	-0.34813	-2.6966	0.004539
6	-0.161931	-1.2543	0.107296
7	-0.233533	-1.8089	0.037736
8	0.01997	0.1547	0.438792
9	-0.043567	-0.3375	0.36847
10	-0.150901	-1.1689	0.123538
11	0.077637	0.6014	0.274928
12	0.282107	2.1852	0.016395
13	-0.265498	-2.0565	0.022044
14	0.045529	0.3527	0.362786
15	0.001112	0.0086	0.496579
16	0.185282	1.4352	0.078213
17	-0.007196	-0.0557	0.477868
18	0.011342	0.0879	0.465141
19	0.05338	0.4135	0.340363
20	-0.01137	-0.0881	0.465058
21	0.000768	0.0059	0.497636
22	0.005765	0.0447	0.482265
23	0.084357	0.6534	0.25799
24	-0.060789	-0.4709	0.319721
25	0.009104	0.0705	0.472006
26	-0.077026	-0.5966	0.276496
27	0.040715	0.3154	0.376785
28	0.060622	0.4696	0.320181
29	-0.06368	-0.4933	0.311813
30	0.062816	0.4866	0.314168
31	0.077827	0.6028	0.274441
32	-0.128495	-0.9953	0.161789
33	0.074583	0.5777	0.282807
34	-0.06446	-0.4993	0.309694
35	0.026578	0.2059	0.418793
36	0.027017	0.2093	0.417473
37	-0.096708	-0.7491	0.228362
38	-0.081574	-0.6319	0.264936
39	0.038425	0.2976	0.383504
40	-0.000843	-0.0065	0.497405
41	0.040916	0.3169	0.376197
42	-0.026487	-0.2052	0.419068
43	-0.019045	-0.1475	0.441609
44	-0.009317	-0.0722	0.471352
45	-0.014128	-0.1094	0.456611
46	0.009785	0.0758	0.469918
47	-0.104866	-0.8123	0.209918
48	-0.03144	-0.2435	0.404213
49	-0.067123	-0.5199	0.302511
50	0.001288	0.01	0.496038
51	-0.066538	-0.5154	0.304083
52	-0.005503	-0.0426	0.483072
53	0.018931	0.1466	0.441955
54	0.018456	0.143	0.443399
55	0.044675	0.3461	0.365256
56	-0.080228	-0.6214	0.26833
57	0.020141	0.156	0.438273
58	-0.044779	-0.3469	0.364956
59	-0.095104	-0.7367	0.232097
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 = 0 ; 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