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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 27 Nov 2009 13:46:31 -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/t1259354875tf4p20bwk0hqps5.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=61272, Retrieved Fri, 09 May 2025 23:29:35 +0000

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User-defined keywords

Estimated Impact

289

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]
-    D          [(Partial) Autocorrelation Function] [WS 8.2 autocorrel...] [2009-11-27 20:13:42] [d31db4f83c6a129f6d3e47077769e868]
-   P               [(Partial) Autocorrelation Function] [WS 8.3 Autocorrel...] [2009-11-27 20:46:31] [852eae237d08746109043531619a60c9] [Current]
-   P                 [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.1] [2009-12-04 09:46:03] [74be16979710d4c4e7c6647856088456] 
-   P                   [(Partial) Autocorrelation Function] [cs.shw.ws8.r3.2] [2009-12-04 09:49:03] [74be16979710d4c4e7c6647856088456] 

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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=61272&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=61272&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61272&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	0.881143	6.8819	0
2	0.782232	6.1094	0
3	0.693304	5.4149	1e-06
4	0.590281	4.6102	1.1e-05
5	0.50275	3.9266	0.000111
6	0.393224	3.0712	0.001591
7	0.312782	2.4429	0.00874
8	0.218495	1.7065	0.046501
9	0.085938	0.6712	0.252314
10	-0.018832	-0.1471	0.441775
11	-0.095666	-0.7472	0.228913
12	-0.180556	-1.4102	0.081782
13	-0.201042	-1.5702	0.060772
14	-0.210038	-1.6405	0.053029
15	-0.257472	-2.0109	0.02438
16	-0.277901	-2.1705	0.016937
17	-0.292851	-2.2872	0.012832
18	-0.257569	-2.0117	0.024339
19	-0.249844	-1.9513	0.027806
20	-0.238015	-1.859	0.033929
21	-0.205981	-1.6088	0.056416
22	-0.176716	-1.3802	0.086281
23	-0.180268	-1.4079	0.082113
24	-0.195438	-1.5264	0.066037
25	-0.201098	-1.5706	0.060721
26	-0.206973	-1.6165	0.055573
27	-0.178066	-1.3907	0.084679
28	-0.175097	-1.3676	0.088235
29	-0.171421	-1.3388	0.092796
30	-0.185668	-1.4501	0.076075
31	-0.193664	-1.5126	0.067777
32	-0.178668	-1.3954	0.083971
33	-0.168478	-1.3159	0.096573
34	-0.150849	-1.1782	0.121652
35	-0.124532	-0.9726	0.16729
36	-0.094776	-0.7402	0.231003
37	-0.080457	-0.6284	0.266048
38	-0.072978	-0.57	0.285393
39	-0.074064	-0.5785	0.282541
40	-0.037329	-0.2916	0.385809
41	0.006395	0.0499	0.480165
42	0.019244	0.1503	0.440513
43	0.036968	0.2887	0.386884
44	0.02326	0.1817	0.428225
45	0.023793	0.1858	0.426598
46	0.016771	0.131	0.448107
47	0.003538	0.0276	0.489023
48	0.012833	0.1002	0.460246
49	0.022271	0.1739	0.431244
50	0.02731	0.2133	0.415904
51	0.032185	0.2514	0.401186
52	0.00934	0.073	0.471042
53	-0.013727	-0.1072	0.457488
54	-0.002335	-0.0182	0.492756
55	0.008706	0.068	0.473006
56	0.027041	0.2112	0.416719
57	0.032043	0.2503	0.401611
58	0.031341	0.2448	0.403723
59	0.037771	0.295	0.384498
60	0.01741	0.136	0.446144

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.881143 & 6.8819 & 0 \tabularnewline
2 & 0.782232 & 6.1094 & 0 \tabularnewline
3 & 0.693304 & 5.4149 & 1e-06 \tabularnewline
4 & 0.590281 & 4.6102 & 1.1e-05 \tabularnewline
5 & 0.50275 & 3.9266 & 0.000111 \tabularnewline
6 & 0.393224 & 3.0712 & 0.001591 \tabularnewline
7 & 0.312782 & 2.4429 & 0.00874 \tabularnewline
8 & 0.218495 & 1.7065 & 0.046501 \tabularnewline
9 & 0.085938 & 0.6712 & 0.252314 \tabularnewline
10 & -0.018832 & -0.1471 & 0.441775 \tabularnewline
11 & -0.095666 & -0.7472 & 0.228913 \tabularnewline
12 & -0.180556 & -1.4102 & 0.081782 \tabularnewline
13 & -0.201042 & -1.5702 & 0.060772 \tabularnewline
14 & -0.210038 & -1.6405 & 0.053029 \tabularnewline
15 & -0.257472 & -2.0109 & 0.02438 \tabularnewline
16 & -0.277901 & -2.1705 & 0.016937 \tabularnewline
17 & -0.292851 & -2.2872 & 0.012832 \tabularnewline
18 & -0.257569 & -2.0117 & 0.024339 \tabularnewline
19 & -0.249844 & -1.9513 & 0.027806 \tabularnewline
20 & -0.238015 & -1.859 & 0.033929 \tabularnewline
21 & -0.205981 & -1.6088 & 0.056416 \tabularnewline
22 & -0.176716 & -1.3802 & 0.086281 \tabularnewline
23 & -0.180268 & -1.4079 & 0.082113 \tabularnewline
24 & -0.195438 & -1.5264 & 0.066037 \tabularnewline
25 & -0.201098 & -1.5706 & 0.060721 \tabularnewline
26 & -0.206973 & -1.6165 & 0.055573 \tabularnewline
27 & -0.178066 & -1.3907 & 0.084679 \tabularnewline
28 & -0.175097 & -1.3676 & 0.088235 \tabularnewline
29 & -0.171421 & -1.3388 & 0.092796 \tabularnewline
30 & -0.185668 & -1.4501 & 0.076075 \tabularnewline
31 & -0.193664 & -1.5126 & 0.067777 \tabularnewline
32 & -0.178668 & -1.3954 & 0.083971 \tabularnewline
33 & -0.168478 & -1.3159 & 0.096573 \tabularnewline
34 & -0.150849 & -1.1782 & 0.121652 \tabularnewline
35 & -0.124532 & -0.9726 & 0.16729 \tabularnewline
36 & -0.094776 & -0.7402 & 0.231003 \tabularnewline
37 & -0.080457 & -0.6284 & 0.266048 \tabularnewline
38 & -0.072978 & -0.57 & 0.285393 \tabularnewline
39 & -0.074064 & -0.5785 & 0.282541 \tabularnewline
40 & -0.037329 & -0.2916 & 0.385809 \tabularnewline
41 & 0.006395 & 0.0499 & 0.480165 \tabularnewline
42 & 0.019244 & 0.1503 & 0.440513 \tabularnewline
43 & 0.036968 & 0.2887 & 0.386884 \tabularnewline
44 & 0.02326 & 0.1817 & 0.428225 \tabularnewline
45 & 0.023793 & 0.1858 & 0.426598 \tabularnewline
46 & 0.016771 & 0.131 & 0.448107 \tabularnewline
47 & 0.003538 & 0.0276 & 0.489023 \tabularnewline
48 & 0.012833 & 0.1002 & 0.460246 \tabularnewline
49 & 0.022271 & 0.1739 & 0.431244 \tabularnewline
50 & 0.02731 & 0.2133 & 0.415904 \tabularnewline
51 & 0.032185 & 0.2514 & 0.401186 \tabularnewline
52 & 0.00934 & 0.073 & 0.471042 \tabularnewline
53 & -0.013727 & -0.1072 & 0.457488 \tabularnewline
54 & -0.002335 & -0.0182 & 0.492756 \tabularnewline
55 & 0.008706 & 0.068 & 0.473006 \tabularnewline
56 & 0.027041 & 0.2112 & 0.416719 \tabularnewline
57 & 0.032043 & 0.2503 & 0.401611 \tabularnewline
58 & 0.031341 & 0.2448 & 0.403723 \tabularnewline
59 & 0.037771 & 0.295 & 0.384498 \tabularnewline
60 & 0.01741 & 0.136 & 0.446144 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61272&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]0.881143[/C][C]6.8819[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.782232[/C][C]6.1094[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.693304[/C][C]5.4149[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.590281[/C][C]4.6102[/C][C]1.1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.50275[/C][C]3.9266[/C][C]0.000111[/C][/ROW]
[ROW][C]6[/C][C]0.393224[/C][C]3.0712[/C][C]0.001591[/C][/ROW]
[ROW][C]7[/C][C]0.312782[/C][C]2.4429[/C][C]0.00874[/C][/ROW]
[ROW][C]8[/C][C]0.218495[/C][C]1.7065[/C][C]0.046501[/C][/ROW]
[ROW][C]9[/C][C]0.085938[/C][C]0.6712[/C][C]0.252314[/C][/ROW]
[ROW][C]10[/C][C]-0.018832[/C][C]-0.1471[/C][C]0.441775[/C][/ROW]
[ROW][C]11[/C][C]-0.095666[/C][C]-0.7472[/C][C]0.228913[/C][/ROW]
[ROW][C]12[/C][C]-0.180556[/C][C]-1.4102[/C][C]0.081782[/C][/ROW]
[ROW][C]13[/C][C]-0.201042[/C][C]-1.5702[/C][C]0.060772[/C][/ROW]
[ROW][C]14[/C][C]-0.210038[/C][C]-1.6405[/C][C]0.053029[/C][/ROW]
[ROW][C]15[/C][C]-0.257472[/C][C]-2.0109[/C][C]0.02438[/C][/ROW]
[ROW][C]16[/C][C]-0.277901[/C][C]-2.1705[/C][C]0.016937[/C][/ROW]
[ROW][C]17[/C][C]-0.292851[/C][C]-2.2872[/C][C]0.012832[/C][/ROW]
[ROW][C]18[/C][C]-0.257569[/C][C]-2.0117[/C][C]0.024339[/C][/ROW]
[ROW][C]19[/C][C]-0.249844[/C][C]-1.9513[/C][C]0.027806[/C][/ROW]
[ROW][C]20[/C][C]-0.238015[/C][C]-1.859[/C][C]0.033929[/C][/ROW]
[ROW][C]21[/C][C]-0.205981[/C][C]-1.6088[/C][C]0.056416[/C][/ROW]
[ROW][C]22[/C][C]-0.176716[/C][C]-1.3802[/C][C]0.086281[/C][/ROW]
[ROW][C]23[/C][C]-0.180268[/C][C]-1.4079[/C][C]0.082113[/C][/ROW]
[ROW][C]24[/C][C]-0.195438[/C][C]-1.5264[/C][C]0.066037[/C][/ROW]
[ROW][C]25[/C][C]-0.201098[/C][C]-1.5706[/C][C]0.060721[/C][/ROW]
[ROW][C]26[/C][C]-0.206973[/C][C]-1.6165[/C][C]0.055573[/C][/ROW]
[ROW][C]27[/C][C]-0.178066[/C][C]-1.3907[/C][C]0.084679[/C][/ROW]
[ROW][C]28[/C][C]-0.175097[/C][C]-1.3676[/C][C]0.088235[/C][/ROW]
[ROW][C]29[/C][C]-0.171421[/C][C]-1.3388[/C][C]0.092796[/C][/ROW]
[ROW][C]30[/C][C]-0.185668[/C][C]-1.4501[/C][C]0.076075[/C][/ROW]
[ROW][C]31[/C][C]-0.193664[/C][C]-1.5126[/C][C]0.067777[/C][/ROW]
[ROW][C]32[/C][C]-0.178668[/C][C]-1.3954[/C][C]0.083971[/C][/ROW]
[ROW][C]33[/C][C]-0.168478[/C][C]-1.3159[/C][C]0.096573[/C][/ROW]
[ROW][C]34[/C][C]-0.150849[/C][C]-1.1782[/C][C]0.121652[/C][/ROW]
[ROW][C]35[/C][C]-0.124532[/C][C]-0.9726[/C][C]0.16729[/C][/ROW]
[ROW][C]36[/C][C]-0.094776[/C][C]-0.7402[/C][C]0.231003[/C][/ROW]
[ROW][C]37[/C][C]-0.080457[/C][C]-0.6284[/C][C]0.266048[/C][/ROW]
[ROW][C]38[/C][C]-0.072978[/C][C]-0.57[/C][C]0.285393[/C][/ROW]
[ROW][C]39[/C][C]-0.074064[/C][C]-0.5785[/C][C]0.282541[/C][/ROW]
[ROW][C]40[/C][C]-0.037329[/C][C]-0.2916[/C][C]0.385809[/C][/ROW]
[ROW][C]41[/C][C]0.006395[/C][C]0.0499[/C][C]0.480165[/C][/ROW]
[ROW][C]42[/C][C]0.019244[/C][C]0.1503[/C][C]0.440513[/C][/ROW]
[ROW][C]43[/C][C]0.036968[/C][C]0.2887[/C][C]0.386884[/C][/ROW]
[ROW][C]44[/C][C]0.02326[/C][C]0.1817[/C][C]0.428225[/C][/ROW]
[ROW][C]45[/C][C]0.023793[/C][C]0.1858[/C][C]0.426598[/C][/ROW]
[ROW][C]46[/C][C]0.016771[/C][C]0.131[/C][C]0.448107[/C][/ROW]
[ROW][C]47[/C][C]0.003538[/C][C]0.0276[/C][C]0.489023[/C][/ROW]
[ROW][C]48[/C][C]0.012833[/C][C]0.1002[/C][C]0.460246[/C][/ROW]
[ROW][C]49[/C][C]0.022271[/C][C]0.1739[/C][C]0.431244[/C][/ROW]
[ROW][C]50[/C][C]0.02731[/C][C]0.2133[/C][C]0.415904[/C][/ROW]
[ROW][C]51[/C][C]0.032185[/C][C]0.2514[/C][C]0.401186[/C][/ROW]
[ROW][C]52[/C][C]0.00934[/C][C]0.073[/C][C]0.471042[/C][/ROW]
[ROW][C]53[/C][C]-0.013727[/C][C]-0.1072[/C][C]0.457488[/C][/ROW]
[ROW][C]54[/C][C]-0.002335[/C][C]-0.0182[/C][C]0.492756[/C][/ROW]
[ROW][C]55[/C][C]0.008706[/C][C]0.068[/C][C]0.473006[/C][/ROW]
[ROW][C]56[/C][C]0.027041[/C][C]0.2112[/C][C]0.416719[/C][/ROW]
[ROW][C]57[/C][C]0.032043[/C][C]0.2503[/C][C]0.401611[/C][/ROW]
[ROW][C]58[/C][C]0.031341[/C][C]0.2448[/C][C]0.403723[/C][/ROW]
[ROW][C]59[/C][C]0.037771[/C][C]0.295[/C][C]0.384498[/C][/ROW]
[ROW][C]60[/C][C]0.01741[/C][C]0.136[/C][C]0.446144[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61272&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61272&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	0.881143	6.8819	0
2	0.782232	6.1094	0
3	0.693304	5.4149	1e-06
4	0.590281	4.6102	1.1e-05
5	0.50275	3.9266	0.000111
6	0.393224	3.0712	0.001591
7	0.312782	2.4429	0.00874
8	0.218495	1.7065	0.046501
9	0.085938	0.6712	0.252314
10	-0.018832	-0.1471	0.441775
11	-0.095666	-0.7472	0.228913
12	-0.180556	-1.4102	0.081782
13	-0.201042	-1.5702	0.060772
14	-0.210038	-1.6405	0.053029
15	-0.257472	-2.0109	0.02438
16	-0.277901	-2.1705	0.016937
17	-0.292851	-2.2872	0.012832
18	-0.257569	-2.0117	0.024339
19	-0.249844	-1.9513	0.027806
20	-0.238015	-1.859	0.033929
21	-0.205981	-1.6088	0.056416
22	-0.176716	-1.3802	0.086281
23	-0.180268	-1.4079	0.082113
24	-0.195438	-1.5264	0.066037
25	-0.201098	-1.5706	0.060721
26	-0.206973	-1.6165	0.055573
27	-0.178066	-1.3907	0.084679
28	-0.175097	-1.3676	0.088235
29	-0.171421	-1.3388	0.092796
30	-0.185668	-1.4501	0.076075
31	-0.193664	-1.5126	0.067777
32	-0.178668	-1.3954	0.083971
33	-0.168478	-1.3159	0.096573
34	-0.150849	-1.1782	0.121652
35	-0.124532	-0.9726	0.16729
36	-0.094776	-0.7402	0.231003
37	-0.080457	-0.6284	0.266048
38	-0.072978	-0.57	0.285393
39	-0.074064	-0.5785	0.282541
40	-0.037329	-0.2916	0.385809
41	0.006395	0.0499	0.480165
42	0.019244	0.1503	0.440513
43	0.036968	0.2887	0.386884
44	0.02326	0.1817	0.428225
45	0.023793	0.1858	0.426598
46	0.016771	0.131	0.448107
47	0.003538	0.0276	0.489023
48	0.012833	0.1002	0.460246
49	0.022271	0.1739	0.431244
50	0.02731	0.2133	0.415904
51	0.032185	0.2514	0.401186
52	0.00934	0.073	0.471042
53	-0.013727	-0.1072	0.457488
54	-0.002335	-0.0182	0.492756
55	0.008706	0.068	0.473006
56	0.027041	0.2112	0.416719
57	0.032043	0.2503	0.401611
58	0.031341	0.2448	0.403723
59	0.037771	0.295	0.384498
60	0.01741	0.136	0.446144

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.881143	6.8819	0
2	0.026026	0.2033	0.4198
3	-0.004245	-0.0332	0.48683
4	-0.108595	-0.8482	0.199833
5	-0.001515	-0.0118	0.495298
6	-0.153652	-1.2001	0.117378
7	0.051171	0.3997	0.345403
8	-0.126356	-0.9869	0.163803
9	-0.238271	-1.861	0.033786
10	-0.039071	-0.3052	0.380643
11	0.056102	0.4382	0.331406
12	-0.11471	-0.8959	0.186911
13	0.222984	1.7416	0.043313
14	0.053461	0.4175	0.338874
15	-0.253426	-1.9793	0.026149
16	0.042303	0.3304	0.371117
17	0.057557	0.4495	0.32732
18	0.108509	0.8475	0.200019
19	-0.140071	-1.094	0.139131
20	0.035999	0.2812	0.389768
21	-0.134231	-1.0484	0.1493
22	0.051583	0.4029	0.344225
23	-0.095042	-0.7423	0.230377
24	-0.120319	-0.9397	0.175532
25	-0.079934	-0.6243	0.267377
26	0.013024	0.1017	0.459656
27	0.114219	0.8921	0.187929
28	-0.089444	-0.6986	0.243734
29	0.002923	0.0228	0.490931
30	-0.100017	-0.7812	0.218865
31	0.037575	0.2935	0.38508
32	0.008368	0.0654	0.474053
33	0.10958	0.8558	0.197716
34	-0.086671	-0.6769	0.250507
35	-0.019121	-0.1493	0.44089
36	-0.070356	-0.5495	0.292334
37	0.034275	0.2677	0.394919
38	-0.050251	-0.3925	0.348037
39	-0.040133	-0.3134	0.377504
40	0.061858	0.4831	0.315368
41	-0.011732	-0.0916	0.463646
42	-0.066348	-0.5182	0.303098
43	-0.008485	-0.0663	0.473691
44	-0.062394	-0.4873	0.313891
45	-0.055713	-0.4351	0.332501
46	0.050485	0.3943	0.347367
47	-0.051055	-0.3988	0.345734
48	0.057067	0.4457	0.328695
49	-0.011339	-0.0886	0.464862
50	0.015415	0.1204	0.452284
51	-0.04076	-0.3183	0.375655
52	-0.032944	-0.2573	0.398907
53	-0.019964	-0.1559	0.438303
54	0.026533	0.2072	0.41826
55	0.015124	0.1181	0.45318
56	-0.028343	-0.2214	0.412774
57	0.000562	0.0044	0.498258
58	-0.049606	-0.3874	0.349893
59	-0.035976	-0.281	0.389838
60	-0.051194	-0.3998	0.345336

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.881143 & 6.8819 & 0 \tabularnewline
2 & 0.026026 & 0.2033 & 0.4198 \tabularnewline
3 & -0.004245 & -0.0332 & 0.48683 \tabularnewline
4 & -0.108595 & -0.8482 & 0.199833 \tabularnewline
5 & -0.001515 & -0.0118 & 0.495298 \tabularnewline
6 & -0.153652 & -1.2001 & 0.117378 \tabularnewline
7 & 0.051171 & 0.3997 & 0.345403 \tabularnewline
8 & -0.126356 & -0.9869 & 0.163803 \tabularnewline
9 & -0.238271 & -1.861 & 0.033786 \tabularnewline
10 & -0.039071 & -0.3052 & 0.380643 \tabularnewline
11 & 0.056102 & 0.4382 & 0.331406 \tabularnewline
12 & -0.11471 & -0.8959 & 0.186911 \tabularnewline
13 & 0.222984 & 1.7416 & 0.043313 \tabularnewline
14 & 0.053461 & 0.4175 & 0.338874 \tabularnewline
15 & -0.253426 & -1.9793 & 0.026149 \tabularnewline
16 & 0.042303 & 0.3304 & 0.371117 \tabularnewline
17 & 0.057557 & 0.4495 & 0.32732 \tabularnewline
18 & 0.108509 & 0.8475 & 0.200019 \tabularnewline
19 & -0.140071 & -1.094 & 0.139131 \tabularnewline
20 & 0.035999 & 0.2812 & 0.389768 \tabularnewline
21 & -0.134231 & -1.0484 & 0.1493 \tabularnewline
22 & 0.051583 & 0.4029 & 0.344225 \tabularnewline
23 & -0.095042 & -0.7423 & 0.230377 \tabularnewline
24 & -0.120319 & -0.9397 & 0.175532 \tabularnewline
25 & -0.079934 & -0.6243 & 0.267377 \tabularnewline
26 & 0.013024 & 0.1017 & 0.459656 \tabularnewline
27 & 0.114219 & 0.8921 & 0.187929 \tabularnewline
28 & -0.089444 & -0.6986 & 0.243734 \tabularnewline
29 & 0.002923 & 0.0228 & 0.490931 \tabularnewline
30 & -0.100017 & -0.7812 & 0.218865 \tabularnewline
31 & 0.037575 & 0.2935 & 0.38508 \tabularnewline
32 & 0.008368 & 0.0654 & 0.474053 \tabularnewline
33 & 0.10958 & 0.8558 & 0.197716 \tabularnewline
34 & -0.086671 & -0.6769 & 0.250507 \tabularnewline
35 & -0.019121 & -0.1493 & 0.44089 \tabularnewline
36 & -0.070356 & -0.5495 & 0.292334 \tabularnewline
37 & 0.034275 & 0.2677 & 0.394919 \tabularnewline
38 & -0.050251 & -0.3925 & 0.348037 \tabularnewline
39 & -0.040133 & -0.3134 & 0.377504 \tabularnewline
40 & 0.061858 & 0.4831 & 0.315368 \tabularnewline
41 & -0.011732 & -0.0916 & 0.463646 \tabularnewline
42 & -0.066348 & -0.5182 & 0.303098 \tabularnewline
43 & -0.008485 & -0.0663 & 0.473691 \tabularnewline
44 & -0.062394 & -0.4873 & 0.313891 \tabularnewline
45 & -0.055713 & -0.4351 & 0.332501 \tabularnewline
46 & 0.050485 & 0.3943 & 0.347367 \tabularnewline
47 & -0.051055 & -0.3988 & 0.345734 \tabularnewline
48 & 0.057067 & 0.4457 & 0.328695 \tabularnewline
49 & -0.011339 & -0.0886 & 0.464862 \tabularnewline
50 & 0.015415 & 0.1204 & 0.452284 \tabularnewline
51 & -0.04076 & -0.3183 & 0.375655 \tabularnewline
52 & -0.032944 & -0.2573 & 0.398907 \tabularnewline
53 & -0.019964 & -0.1559 & 0.438303 \tabularnewline
54 & 0.026533 & 0.2072 & 0.41826 \tabularnewline
55 & 0.015124 & 0.1181 & 0.45318 \tabularnewline
56 & -0.028343 & -0.2214 & 0.412774 \tabularnewline
57 & 0.000562 & 0.0044 & 0.498258 \tabularnewline
58 & -0.049606 & -0.3874 & 0.349893 \tabularnewline
59 & -0.035976 & -0.281 & 0.389838 \tabularnewline
60 & -0.051194 & -0.3998 & 0.345336 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61272&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]0.881143[/C][C]6.8819[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.026026[/C][C]0.2033[/C][C]0.4198[/C][/ROW]
[ROW][C]3[/C][C]-0.004245[/C][C]-0.0332[/C][C]0.48683[/C][/ROW]
[ROW][C]4[/C][C]-0.108595[/C][C]-0.8482[/C][C]0.199833[/C][/ROW]
[ROW][C]5[/C][C]-0.001515[/C][C]-0.0118[/C][C]0.495298[/C][/ROW]
[ROW][C]6[/C][C]-0.153652[/C][C]-1.2001[/C][C]0.117378[/C][/ROW]
[ROW][C]7[/C][C]0.051171[/C][C]0.3997[/C][C]0.345403[/C][/ROW]
[ROW][C]8[/C][C]-0.126356[/C][C]-0.9869[/C][C]0.163803[/C][/ROW]
[ROW][C]9[/C][C]-0.238271[/C][C]-1.861[/C][C]0.033786[/C][/ROW]
[ROW][C]10[/C][C]-0.039071[/C][C]-0.3052[/C][C]0.380643[/C][/ROW]
[ROW][C]11[/C][C]0.056102[/C][C]0.4382[/C][C]0.331406[/C][/ROW]
[ROW][C]12[/C][C]-0.11471[/C][C]-0.8959[/C][C]0.186911[/C][/ROW]
[ROW][C]13[/C][C]0.222984[/C][C]1.7416[/C][C]0.043313[/C][/ROW]
[ROW][C]14[/C][C]0.053461[/C][C]0.4175[/C][C]0.338874[/C][/ROW]
[ROW][C]15[/C][C]-0.253426[/C][C]-1.9793[/C][C]0.026149[/C][/ROW]
[ROW][C]16[/C][C]0.042303[/C][C]0.3304[/C][C]0.371117[/C][/ROW]
[ROW][C]17[/C][C]0.057557[/C][C]0.4495[/C][C]0.32732[/C][/ROW]
[ROW][C]18[/C][C]0.108509[/C][C]0.8475[/C][C]0.200019[/C][/ROW]
[ROW][C]19[/C][C]-0.140071[/C][C]-1.094[/C][C]0.139131[/C][/ROW]
[ROW][C]20[/C][C]0.035999[/C][C]0.2812[/C][C]0.389768[/C][/ROW]
[ROW][C]21[/C][C]-0.134231[/C][C]-1.0484[/C][C]0.1493[/C][/ROW]
[ROW][C]22[/C][C]0.051583[/C][C]0.4029[/C][C]0.344225[/C][/ROW]
[ROW][C]23[/C][C]-0.095042[/C][C]-0.7423[/C][C]0.230377[/C][/ROW]
[ROW][C]24[/C][C]-0.120319[/C][C]-0.9397[/C][C]0.175532[/C][/ROW]
[ROW][C]25[/C][C]-0.079934[/C][C]-0.6243[/C][C]0.267377[/C][/ROW]
[ROW][C]26[/C][C]0.013024[/C][C]0.1017[/C][C]0.459656[/C][/ROW]
[ROW][C]27[/C][C]0.114219[/C][C]0.8921[/C][C]0.187929[/C][/ROW]
[ROW][C]28[/C][C]-0.089444[/C][C]-0.6986[/C][C]0.243734[/C][/ROW]
[ROW][C]29[/C][C]0.002923[/C][C]0.0228[/C][C]0.490931[/C][/ROW]
[ROW][C]30[/C][C]-0.100017[/C][C]-0.7812[/C][C]0.218865[/C][/ROW]
[ROW][C]31[/C][C]0.037575[/C][C]0.2935[/C][C]0.38508[/C][/ROW]
[ROW][C]32[/C][C]0.008368[/C][C]0.0654[/C][C]0.474053[/C][/ROW]
[ROW][C]33[/C][C]0.10958[/C][C]0.8558[/C][C]0.197716[/C][/ROW]
[ROW][C]34[/C][C]-0.086671[/C][C]-0.6769[/C][C]0.250507[/C][/ROW]
[ROW][C]35[/C][C]-0.019121[/C][C]-0.1493[/C][C]0.44089[/C][/ROW]
[ROW][C]36[/C][C]-0.070356[/C][C]-0.5495[/C][C]0.292334[/C][/ROW]
[ROW][C]37[/C][C]0.034275[/C][C]0.2677[/C][C]0.394919[/C][/ROW]
[ROW][C]38[/C][C]-0.050251[/C][C]-0.3925[/C][C]0.348037[/C][/ROW]
[ROW][C]39[/C][C]-0.040133[/C][C]-0.3134[/C][C]0.377504[/C][/ROW]
[ROW][C]40[/C][C]0.061858[/C][C]0.4831[/C][C]0.315368[/C][/ROW]
[ROW][C]41[/C][C]-0.011732[/C][C]-0.0916[/C][C]0.463646[/C][/ROW]
[ROW][C]42[/C][C]-0.066348[/C][C]-0.5182[/C][C]0.303098[/C][/ROW]
[ROW][C]43[/C][C]-0.008485[/C][C]-0.0663[/C][C]0.473691[/C][/ROW]
[ROW][C]44[/C][C]-0.062394[/C][C]-0.4873[/C][C]0.313891[/C][/ROW]
[ROW][C]45[/C][C]-0.055713[/C][C]-0.4351[/C][C]0.332501[/C][/ROW]
[ROW][C]46[/C][C]0.050485[/C][C]0.3943[/C][C]0.347367[/C][/ROW]
[ROW][C]47[/C][C]-0.051055[/C][C]-0.3988[/C][C]0.345734[/C][/ROW]
[ROW][C]48[/C][C]0.057067[/C][C]0.4457[/C][C]0.328695[/C][/ROW]
[ROW][C]49[/C][C]-0.011339[/C][C]-0.0886[/C][C]0.464862[/C][/ROW]
[ROW][C]50[/C][C]0.015415[/C][C]0.1204[/C][C]0.452284[/C][/ROW]
[ROW][C]51[/C][C]-0.04076[/C][C]-0.3183[/C][C]0.375655[/C][/ROW]
[ROW][C]52[/C][C]-0.032944[/C][C]-0.2573[/C][C]0.398907[/C][/ROW]
[ROW][C]53[/C][C]-0.019964[/C][C]-0.1559[/C][C]0.438303[/C][/ROW]
[ROW][C]54[/C][C]0.026533[/C][C]0.2072[/C][C]0.41826[/C][/ROW]
[ROW][C]55[/C][C]0.015124[/C][C]0.1181[/C][C]0.45318[/C][/ROW]
[ROW][C]56[/C][C]-0.028343[/C][C]-0.2214[/C][C]0.412774[/C][/ROW]
[ROW][C]57[/C][C]0.000562[/C][C]0.0044[/C][C]0.498258[/C][/ROW]
[ROW][C]58[/C][C]-0.049606[/C][C]-0.3874[/C][C]0.349893[/C][/ROW]
[ROW][C]59[/C][C]-0.035976[/C][C]-0.281[/C][C]0.389838[/C][/ROW]
[ROW][C]60[/C][C]-0.051194[/C][C]-0.3998[/C][C]0.345336[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61272&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61272&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	0.881143	6.8819	0
2	0.026026	0.2033	0.4198
3	-0.004245	-0.0332	0.48683
4	-0.108595	-0.8482	0.199833
5	-0.001515	-0.0118	0.495298
6	-0.153652	-1.2001	0.117378
7	0.051171	0.3997	0.345403
8	-0.126356	-0.9869	0.163803
9	-0.238271	-1.861	0.033786
10	-0.039071	-0.3052	0.380643
11	0.056102	0.4382	0.331406
12	-0.11471	-0.8959	0.186911
13	0.222984	1.7416	0.043313
14	0.053461	0.4175	0.338874
15	-0.253426	-1.9793	0.026149
16	0.042303	0.3304	0.371117
17	0.057557	0.4495	0.32732
18	0.108509	0.8475	0.200019
19	-0.140071	-1.094	0.139131
20	0.035999	0.2812	0.389768
21	-0.134231	-1.0484	0.1493
22	0.051583	0.4029	0.344225
23	-0.095042	-0.7423	0.230377
24	-0.120319	-0.9397	0.175532
25	-0.079934	-0.6243	0.267377
26	0.013024	0.1017	0.459656
27	0.114219	0.8921	0.187929
28	-0.089444	-0.6986	0.243734
29	0.002923	0.0228	0.490931
30	-0.100017	-0.7812	0.218865
31	0.037575	0.2935	0.38508
32	0.008368	0.0654	0.474053
33	0.10958	0.8558	0.197716
34	-0.086671	-0.6769	0.250507
35	-0.019121	-0.1493	0.44089
36	-0.070356	-0.5495	0.292334
37	0.034275	0.2677	0.394919
38	-0.050251	-0.3925	0.348037
39	-0.040133	-0.3134	0.377504
40	0.061858	0.4831	0.315368
41	-0.011732	-0.0916	0.463646
42	-0.066348	-0.5182	0.303098
43	-0.008485	-0.0663	0.473691
44	-0.062394	-0.4873	0.313891
45	-0.055713	-0.4351	0.332501
46	0.050485	0.3943	0.347367
47	-0.051055	-0.3988	0.345734
48	0.057067	0.4457	0.328695
49	-0.011339	-0.0886	0.464862
50	0.015415	0.1204	0.452284
51	-0.04076	-0.3183	0.375655
52	-0.032944	-0.2573	0.398907
53	-0.019964	-0.1559	0.438303
54	0.026533	0.2072	0.41826
55	0.015124	0.1181	0.45318
56	-0.028343	-0.2214	0.412774
57	0.000562	0.0044	0.498258
58	-0.049606	-0.3874	0.349893
59	-0.035976	-0.281	0.389838
60	-0.051194	-0.3998	0.345336

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 = 2 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 2 ; 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