Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 06 Dec 2010 14:53:24 +0000

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/2010/Dec/06/t1291647099d3hbwn169mrgptt.htm/, Retrieved Mon, 12 May 2025 22:00:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105629, Retrieved Mon, 12 May 2025 22:00:37 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

277

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

-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP     [(Partial) Autocorrelation Function] [WS9: aantal overn...] [2010-12-06 14:53:24] [4c7d8c32b2e34fcaa7f14928b91d45ae] [Current]
-   P       [(Partial) Autocorrelation Function] [WS9: aantal overn...] [2010-12-06 15:04:30] [d672a41e0af7ff107c03f1d65e47fd32] 
-   P         [(Partial) Autocorrelation Function] [WS9: aantal overn...] [2010-12-06 15:08:59] [d672a41e0af7ff107c03f1d65e47fd32] 
- RMP           [Spectral Analysis] [WS9: aantal overn...] [2010-12-06 15:16:42] [74be16979710d4c4e7c6647856088456] 
- RMP           [Spectral Analysis] [WS9: aantal overn...] [2010-12-06 15:16:42] [d672a41e0af7ff107c03f1d65e47fd32] 
-                 [Spectral Analysis] [WS9: aantal overn...] [2010-12-06 15:19:01] [d672a41e0af7ff107c03f1d65e47fd32] 
-                   [Spectral Analysis] [WS9: aantal overn...] [2010-12-06 15:20:47] [d672a41e0af7ff107c03f1d65e47fd32] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105629&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]2 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=105629&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105629&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.580323	4.9242	3e-06
2	0.169292	1.4365	0.077597
3	-0.022645	-0.1921	0.424084
4	-0.334884	-2.8416	0.002917
5	-0.557729	-4.7325	5e-06
6	-0.653629	-5.5462	0
7	-0.526616	-4.4685	1.4e-05
8	-0.269955	-2.2906	0.012457
9	0.004388	0.0372	0.4852
10	0.170259	1.4447	0.076441
11	0.505958	4.2932	2.7e-05
12	0.823558	6.9881	0
13	0.491206	4.168	4.2e-05
14	0.149716	1.2704	0.104019
15	-0.009742	-0.0827	0.467173
16	-0.271984	-2.3079	0.011942
17	-0.452441	-3.8391	0.000131
18	-0.533287	-4.5251	1.2e-05
19	-0.427058	-3.6237	0.000269
20	-0.217796	-1.8481	0.03435
21	-0.009846	-0.0835	0.466824
22	0.130729	1.1093	0.135501
23	0.390947	3.3173	0.000714
24	0.649499	5.5112	0
25	0.407761	3.46	0.000456
26	0.11683	0.9913	0.162422
27	-0.003018	-0.0256	0.489821
28	-0.199177	-1.6901	0.04767
29	-0.35361	-3.0005	0.001851
30	-0.413491	-3.5086	0.00039
31	-0.333684	-2.8314	0.003002
32	-0.17491	-1.4842	0.071065
33	-0.009183	-0.0779	0.469055
34	0.101317	0.8597	0.196404
35	0.282385	2.3961	0.009585
36	0.493588	4.1882	3.9e-05
37	0.314247	2.6665	0.00473
38	0.090934	0.7716	0.221439
39	0.002029	0.0172	0.493156
40	-0.150154	-1.2741	0.103363
41	-0.258135	-2.1903	0.015869
42	-0.30089	-2.5531	0.006397
43	-0.239205	-2.0297	0.02304
44	-0.127352	-1.0806	0.141737
45	-0.0043	-0.0365	0.485499
46	0.073395	0.6228	0.267698
47	0.188674	1.601	0.056883
48	0.335012	2.8427	0.002909
49	0.209553	1.7781	0.039804
50	0.058274	0.4945	0.311239
51	0.005979	0.0507	0.479839
52	-0.108051	-0.9168	0.181142
53	-0.165994	-1.4085	0.081643
54	-0.178873	-1.5178	0.066723
55	-0.13967	-1.1851	0.11993
56	-0.054803	-0.465	0.321662
57	0.003671	0.0311	0.487619
58	0.041755	0.3543	0.362074
59	0.105578	0.8959	0.186657
60	0.164433	1.3953	0.083613

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.580323 & 4.9242 & 3e-06 \tabularnewline
2 & 0.169292 & 1.4365 & 0.077597 \tabularnewline
3 & -0.022645 & -0.1921 & 0.424084 \tabularnewline
4 & -0.334884 & -2.8416 & 0.002917 \tabularnewline
5 & -0.557729 & -4.7325 & 5e-06 \tabularnewline
6 & -0.653629 & -5.5462 & 0 \tabularnewline
7 & -0.526616 & -4.4685 & 1.4e-05 \tabularnewline
8 & -0.269955 & -2.2906 & 0.012457 \tabularnewline
9 & 0.004388 & 0.0372 & 0.4852 \tabularnewline
10 & 0.170259 & 1.4447 & 0.076441 \tabularnewline
11 & 0.505958 & 4.2932 & 2.7e-05 \tabularnewline
12 & 0.823558 & 6.9881 & 0 \tabularnewline
13 & 0.491206 & 4.168 & 4.2e-05 \tabularnewline
14 & 0.149716 & 1.2704 & 0.104019 \tabularnewline
15 & -0.009742 & -0.0827 & 0.467173 \tabularnewline
16 & -0.271984 & -2.3079 & 0.011942 \tabularnewline
17 & -0.452441 & -3.8391 & 0.000131 \tabularnewline
18 & -0.533287 & -4.5251 & 1.2e-05 \tabularnewline
19 & -0.427058 & -3.6237 & 0.000269 \tabularnewline
20 & -0.217796 & -1.8481 & 0.03435 \tabularnewline
21 & -0.009846 & -0.0835 & 0.466824 \tabularnewline
22 & 0.130729 & 1.1093 & 0.135501 \tabularnewline
23 & 0.390947 & 3.3173 & 0.000714 \tabularnewline
24 & 0.649499 & 5.5112 & 0 \tabularnewline
25 & 0.407761 & 3.46 & 0.000456 \tabularnewline
26 & 0.11683 & 0.9913 & 0.162422 \tabularnewline
27 & -0.003018 & -0.0256 & 0.489821 \tabularnewline
28 & -0.199177 & -1.6901 & 0.04767 \tabularnewline
29 & -0.35361 & -3.0005 & 0.001851 \tabularnewline
30 & -0.413491 & -3.5086 & 0.00039 \tabularnewline
31 & -0.333684 & -2.8314 & 0.003002 \tabularnewline
32 & -0.17491 & -1.4842 & 0.071065 \tabularnewline
33 & -0.009183 & -0.0779 & 0.469055 \tabularnewline
34 & 0.101317 & 0.8597 & 0.196404 \tabularnewline
35 & 0.282385 & 2.3961 & 0.009585 \tabularnewline
36 & 0.493588 & 4.1882 & 3.9e-05 \tabularnewline
37 & 0.314247 & 2.6665 & 0.00473 \tabularnewline
38 & 0.090934 & 0.7716 & 0.221439 \tabularnewline
39 & 0.002029 & 0.0172 & 0.493156 \tabularnewline
40 & -0.150154 & -1.2741 & 0.103363 \tabularnewline
41 & -0.258135 & -2.1903 & 0.015869 \tabularnewline
42 & -0.30089 & -2.5531 & 0.006397 \tabularnewline
43 & -0.239205 & -2.0297 & 0.02304 \tabularnewline
44 & -0.127352 & -1.0806 & 0.141737 \tabularnewline
45 & -0.0043 & -0.0365 & 0.485499 \tabularnewline
46 & 0.073395 & 0.6228 & 0.267698 \tabularnewline
47 & 0.188674 & 1.601 & 0.056883 \tabularnewline
48 & 0.335012 & 2.8427 & 0.002909 \tabularnewline
49 & 0.209553 & 1.7781 & 0.039804 \tabularnewline
50 & 0.058274 & 0.4945 & 0.311239 \tabularnewline
51 & 0.005979 & 0.0507 & 0.479839 \tabularnewline
52 & -0.108051 & -0.9168 & 0.181142 \tabularnewline
53 & -0.165994 & -1.4085 & 0.081643 \tabularnewline
54 & -0.178873 & -1.5178 & 0.066723 \tabularnewline
55 & -0.13967 & -1.1851 & 0.11993 \tabularnewline
56 & -0.054803 & -0.465 & 0.321662 \tabularnewline
57 & 0.003671 & 0.0311 & 0.487619 \tabularnewline
58 & 0.041755 & 0.3543 & 0.362074 \tabularnewline
59 & 0.105578 & 0.8959 & 0.186657 \tabularnewline
60 & 0.164433 & 1.3953 & 0.083613 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105629&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]0.580323[/C][C]4.9242[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]0.169292[/C][C]1.4365[/C][C]0.077597[/C][/ROW]
[ROW][C]3[/C][C]-0.022645[/C][C]-0.1921[/C][C]0.424084[/C][/ROW]
[ROW][C]4[/C][C]-0.334884[/C][C]-2.8416[/C][C]0.002917[/C][/ROW]
[ROW][C]5[/C][C]-0.557729[/C][C]-4.7325[/C][C]5e-06[/C][/ROW]
[ROW][C]6[/C][C]-0.653629[/C][C]-5.5462[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]-0.526616[/C][C]-4.4685[/C][C]1.4e-05[/C][/ROW]
[ROW][C]8[/C][C]-0.269955[/C][C]-2.2906[/C][C]0.012457[/C][/ROW]
[ROW][C]9[/C][C]0.004388[/C][C]0.0372[/C][C]0.4852[/C][/ROW]
[ROW][C]10[/C][C]0.170259[/C][C]1.4447[/C][C]0.076441[/C][/ROW]
[ROW][C]11[/C][C]0.505958[/C][C]4.2932[/C][C]2.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.823558[/C][C]6.9881[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.491206[/C][C]4.168[/C][C]4.2e-05[/C][/ROW]
[ROW][C]14[/C][C]0.149716[/C][C]1.2704[/C][C]0.104019[/C][/ROW]
[ROW][C]15[/C][C]-0.009742[/C][C]-0.0827[/C][C]0.467173[/C][/ROW]
[ROW][C]16[/C][C]-0.271984[/C][C]-2.3079[/C][C]0.011942[/C][/ROW]
[ROW][C]17[/C][C]-0.452441[/C][C]-3.8391[/C][C]0.000131[/C][/ROW]
[ROW][C]18[/C][C]-0.533287[/C][C]-4.5251[/C][C]1.2e-05[/C][/ROW]
[ROW][C]19[/C][C]-0.427058[/C][C]-3.6237[/C][C]0.000269[/C][/ROW]
[ROW][C]20[/C][C]-0.217796[/C][C]-1.8481[/C][C]0.03435[/C][/ROW]
[ROW][C]21[/C][C]-0.009846[/C][C]-0.0835[/C][C]0.466824[/C][/ROW]
[ROW][C]22[/C][C]0.130729[/C][C]1.1093[/C][C]0.135501[/C][/ROW]
[ROW][C]23[/C][C]0.390947[/C][C]3.3173[/C][C]0.000714[/C][/ROW]
[ROW][C]24[/C][C]0.649499[/C][C]5.5112[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.407761[/C][C]3.46[/C][C]0.000456[/C][/ROW]
[ROW][C]26[/C][C]0.11683[/C][C]0.9913[/C][C]0.162422[/C][/ROW]
[ROW][C]27[/C][C]-0.003018[/C][C]-0.0256[/C][C]0.489821[/C][/ROW]
[ROW][C]28[/C][C]-0.199177[/C][C]-1.6901[/C][C]0.04767[/C][/ROW]
[ROW][C]29[/C][C]-0.35361[/C][C]-3.0005[/C][C]0.001851[/C][/ROW]
[ROW][C]30[/C][C]-0.413491[/C][C]-3.5086[/C][C]0.00039[/C][/ROW]
[ROW][C]31[/C][C]-0.333684[/C][C]-2.8314[/C][C]0.003002[/C][/ROW]
[ROW][C]32[/C][C]-0.17491[/C][C]-1.4842[/C][C]0.071065[/C][/ROW]
[ROW][C]33[/C][C]-0.009183[/C][C]-0.0779[/C][C]0.469055[/C][/ROW]
[ROW][C]34[/C][C]0.101317[/C][C]0.8597[/C][C]0.196404[/C][/ROW]
[ROW][C]35[/C][C]0.282385[/C][C]2.3961[/C][C]0.009585[/C][/ROW]
[ROW][C]36[/C][C]0.493588[/C][C]4.1882[/C][C]3.9e-05[/C][/ROW]
[ROW][C]37[/C][C]0.314247[/C][C]2.6665[/C][C]0.00473[/C][/ROW]
[ROW][C]38[/C][C]0.090934[/C][C]0.7716[/C][C]0.221439[/C][/ROW]
[ROW][C]39[/C][C]0.002029[/C][C]0.0172[/C][C]0.493156[/C][/ROW]
[ROW][C]40[/C][C]-0.150154[/C][C]-1.2741[/C][C]0.103363[/C][/ROW]
[ROW][C]41[/C][C]-0.258135[/C][C]-2.1903[/C][C]0.015869[/C][/ROW]
[ROW][C]42[/C][C]-0.30089[/C][C]-2.5531[/C][C]0.006397[/C][/ROW]
[ROW][C]43[/C][C]-0.239205[/C][C]-2.0297[/C][C]0.02304[/C][/ROW]
[ROW][C]44[/C][C]-0.127352[/C][C]-1.0806[/C][C]0.141737[/C][/ROW]
[ROW][C]45[/C][C]-0.0043[/C][C]-0.0365[/C][C]0.485499[/C][/ROW]
[ROW][C]46[/C][C]0.073395[/C][C]0.6228[/C][C]0.267698[/C][/ROW]
[ROW][C]47[/C][C]0.188674[/C][C]1.601[/C][C]0.056883[/C][/ROW]
[ROW][C]48[/C][C]0.335012[/C][C]2.8427[/C][C]0.002909[/C][/ROW]
[ROW][C]49[/C][C]0.209553[/C][C]1.7781[/C][C]0.039804[/C][/ROW]
[ROW][C]50[/C][C]0.058274[/C][C]0.4945[/C][C]0.311239[/C][/ROW]
[ROW][C]51[/C][C]0.005979[/C][C]0.0507[/C][C]0.479839[/C][/ROW]
[ROW][C]52[/C][C]-0.108051[/C][C]-0.9168[/C][C]0.181142[/C][/ROW]
[ROW][C]53[/C][C]-0.165994[/C][C]-1.4085[/C][C]0.081643[/C][/ROW]
[ROW][C]54[/C][C]-0.178873[/C][C]-1.5178[/C][C]0.066723[/C][/ROW]
[ROW][C]55[/C][C]-0.13967[/C][C]-1.1851[/C][C]0.11993[/C][/ROW]
[ROW][C]56[/C][C]-0.054803[/C][C]-0.465[/C][C]0.321662[/C][/ROW]
[ROW][C]57[/C][C]0.003671[/C][C]0.0311[/C][C]0.487619[/C][/ROW]
[ROW][C]58[/C][C]0.041755[/C][C]0.3543[/C][C]0.362074[/C][/ROW]
[ROW][C]59[/C][C]0.105578[/C][C]0.8959[/C][C]0.186657[/C][/ROW]
[ROW][C]60[/C][C]0.164433[/C][C]1.3953[/C][C]0.083613[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105629&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105629&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	0.580323	4.9242	3e-06
2	0.169292	1.4365	0.077597
3	-0.022645	-0.1921	0.424084
4	-0.334884	-2.8416	0.002917
5	-0.557729	-4.7325	5e-06
6	-0.653629	-5.5462	0
7	-0.526616	-4.4685	1.4e-05
8	-0.269955	-2.2906	0.012457
9	0.004388	0.0372	0.4852
10	0.170259	1.4447	0.076441
11	0.505958	4.2932	2.7e-05
12	0.823558	6.9881	0
13	0.491206	4.168	4.2e-05
14	0.149716	1.2704	0.104019
15	-0.009742	-0.0827	0.467173
16	-0.271984	-2.3079	0.011942
17	-0.452441	-3.8391	0.000131
18	-0.533287	-4.5251	1.2e-05
19	-0.427058	-3.6237	0.000269
20	-0.217796	-1.8481	0.03435
21	-0.009846	-0.0835	0.466824
22	0.130729	1.1093	0.135501
23	0.390947	3.3173	0.000714
24	0.649499	5.5112	0
25	0.407761	3.46	0.000456
26	0.11683	0.9913	0.162422
27	-0.003018	-0.0256	0.489821
28	-0.199177	-1.6901	0.04767
29	-0.35361	-3.0005	0.001851
30	-0.413491	-3.5086	0.00039
31	-0.333684	-2.8314	0.003002
32	-0.17491	-1.4842	0.071065
33	-0.009183	-0.0779	0.469055
34	0.101317	0.8597	0.196404
35	0.282385	2.3961	0.009585
36	0.493588	4.1882	3.9e-05
37	0.314247	2.6665	0.00473
38	0.090934	0.7716	0.221439
39	0.002029	0.0172	0.493156
40	-0.150154	-1.2741	0.103363
41	-0.258135	-2.1903	0.015869
42	-0.30089	-2.5531	0.006397
43	-0.239205	-2.0297	0.02304
44	-0.127352	-1.0806	0.141737
45	-0.0043	-0.0365	0.485499
46	0.073395	0.6228	0.267698
47	0.188674	1.601	0.056883
48	0.335012	2.8427	0.002909
49	0.209553	1.7781	0.039804
50	0.058274	0.4945	0.311239
51	0.005979	0.0507	0.479839
52	-0.108051	-0.9168	0.181142
53	-0.165994	-1.4085	0.081643
54	-0.178873	-1.5178	0.066723
55	-0.13967	-1.1851	0.11993
56	-0.054803	-0.465	0.321662
57	0.003671	0.0311	0.487619
58	0.041755	0.3543	0.362074
59	0.105578	0.8959	0.186657
60	0.164433	1.3953	0.083613

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.580323	4.9242	3e-06
2	-0.252529	-2.1428	0.017756
3	0.00137	0.0116	0.49538
4	-0.444964	-3.7756	0.000163
5	-0.239114	-2.0289	0.023081
6	-0.455135	-3.8619	0.000122
7	-0.155908	-1.3229	0.095024
8	-0.296482	-2.5157	0.007055
9	-0.137955	-1.1706	0.122813
10	-0.570015	-4.8367	4e-06
11	0.242591	2.0585	0.021583
12	0.244486	2.0745	0.020803
13	-0.384684	-3.2642	0.000841
14	-0.140458	-1.1918	0.118622
15	-0.111465	-0.9458	0.173704
16	-0.001189	-0.0101	0.49599
17	0.001882	0.016	0.493652
18	0.013329	0.1131	0.455132
19	0.010644	0.0903	0.464142
20	-0.109556	-0.9296	0.177839
21	0.017348	0.1472	0.441691
22	-0.002071	-0.0176	0.493013
23	-0.029062	-0.2466	0.40296
24	0.029294	0.2486	0.402201
25	0.016375	0.1389	0.44494
26	-0.110983	-0.9417	0.174743
27	0.007431	0.0631	0.474948
28	0.007801	0.0662	0.473705
29	-0.017509	-0.1486	0.441153
30	0.021914	0.1859	0.426504
31	-0.026431	-0.2243	0.41159
32	-0.01444	-0.1225	0.451411
33	0.037832	0.321	0.374565
34	0.027565	0.2339	0.407864
35	-0.046318	-0.393	0.347731
36	0.001612	0.0137	0.494563
37	-0.064318	-0.5458	0.293459
38	0.107135	0.9091	0.183174
39	-0.118181	-1.0028	0.159658
40	0.035376	0.3002	0.382454
41	-0.025096	-0.2129	0.415986
42	0.023119	0.1962	0.422516
43	0.022696	0.1926	0.423916
44	0.015337	0.1301	0.448411
45	0.021696	0.1841	0.427226
46	0.030236	0.2566	0.399126
47	0.001842	0.0156	0.493785
48	-0.082264	-0.698	0.243703
49	0.002852	0.0242	0.49038
50	-0.007844	-0.0666	0.473558
51	0.01046	0.0888	0.464762
52	-0.11401	-0.9674	0.168289
53	0.012946	0.1098	0.456417
54	0.003391	0.0288	0.488563
55	-0.013941	-0.1183	0.453084
56	0.123238	1.0457	0.149597
57	-0.094934	-0.8055	0.21158
58	0.08401	0.7128	0.239123
59	-0.010661	-0.0905	0.464086
60	-0.082778	-0.7024	0.242349

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.580323 & 4.9242 & 3e-06 \tabularnewline
2 & -0.252529 & -2.1428 & 0.017756 \tabularnewline
3 & 0.00137 & 0.0116 & 0.49538 \tabularnewline
4 & -0.444964 & -3.7756 & 0.000163 \tabularnewline
5 & -0.239114 & -2.0289 & 0.023081 \tabularnewline
6 & -0.455135 & -3.8619 & 0.000122 \tabularnewline
7 & -0.155908 & -1.3229 & 0.095024 \tabularnewline
8 & -0.296482 & -2.5157 & 0.007055 \tabularnewline
9 & -0.137955 & -1.1706 & 0.122813 \tabularnewline
10 & -0.570015 & -4.8367 & 4e-06 \tabularnewline
11 & 0.242591 & 2.0585 & 0.021583 \tabularnewline
12 & 0.244486 & 2.0745 & 0.020803 \tabularnewline
13 & -0.384684 & -3.2642 & 0.000841 \tabularnewline
14 & -0.140458 & -1.1918 & 0.118622 \tabularnewline
15 & -0.111465 & -0.9458 & 0.173704 \tabularnewline
16 & -0.001189 & -0.0101 & 0.49599 \tabularnewline
17 & 0.001882 & 0.016 & 0.493652 \tabularnewline
18 & 0.013329 & 0.1131 & 0.455132 \tabularnewline
19 & 0.010644 & 0.0903 & 0.464142 \tabularnewline
20 & -0.109556 & -0.9296 & 0.177839 \tabularnewline
21 & 0.017348 & 0.1472 & 0.441691 \tabularnewline
22 & -0.002071 & -0.0176 & 0.493013 \tabularnewline
23 & -0.029062 & -0.2466 & 0.40296 \tabularnewline
24 & 0.029294 & 0.2486 & 0.402201 \tabularnewline
25 & 0.016375 & 0.1389 & 0.44494 \tabularnewline
26 & -0.110983 & -0.9417 & 0.174743 \tabularnewline
27 & 0.007431 & 0.0631 & 0.474948 \tabularnewline
28 & 0.007801 & 0.0662 & 0.473705 \tabularnewline
29 & -0.017509 & -0.1486 & 0.441153 \tabularnewline
30 & 0.021914 & 0.1859 & 0.426504 \tabularnewline
31 & -0.026431 & -0.2243 & 0.41159 \tabularnewline
32 & -0.01444 & -0.1225 & 0.451411 \tabularnewline
33 & 0.037832 & 0.321 & 0.374565 \tabularnewline
34 & 0.027565 & 0.2339 & 0.407864 \tabularnewline
35 & -0.046318 & -0.393 & 0.347731 \tabularnewline
36 & 0.001612 & 0.0137 & 0.494563 \tabularnewline
37 & -0.064318 & -0.5458 & 0.293459 \tabularnewline
38 & 0.107135 & 0.9091 & 0.183174 \tabularnewline
39 & -0.118181 & -1.0028 & 0.159658 \tabularnewline
40 & 0.035376 & 0.3002 & 0.382454 \tabularnewline
41 & -0.025096 & -0.2129 & 0.415986 \tabularnewline
42 & 0.023119 & 0.1962 & 0.422516 \tabularnewline
43 & 0.022696 & 0.1926 & 0.423916 \tabularnewline
44 & 0.015337 & 0.1301 & 0.448411 \tabularnewline
45 & 0.021696 & 0.1841 & 0.427226 \tabularnewline
46 & 0.030236 & 0.2566 & 0.399126 \tabularnewline
47 & 0.001842 & 0.0156 & 0.493785 \tabularnewline
48 & -0.082264 & -0.698 & 0.243703 \tabularnewline
49 & 0.002852 & 0.0242 & 0.49038 \tabularnewline
50 & -0.007844 & -0.0666 & 0.473558 \tabularnewline
51 & 0.01046 & 0.0888 & 0.464762 \tabularnewline
52 & -0.11401 & -0.9674 & 0.168289 \tabularnewline
53 & 0.012946 & 0.1098 & 0.456417 \tabularnewline
54 & 0.003391 & 0.0288 & 0.488563 \tabularnewline
55 & -0.013941 & -0.1183 & 0.453084 \tabularnewline
56 & 0.123238 & 1.0457 & 0.149597 \tabularnewline
57 & -0.094934 & -0.8055 & 0.21158 \tabularnewline
58 & 0.08401 & 0.7128 & 0.239123 \tabularnewline
59 & -0.010661 & -0.0905 & 0.464086 \tabularnewline
60 & -0.082778 & -0.7024 & 0.242349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105629&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]0.580323[/C][C]4.9242[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.252529[/C][C]-2.1428[/C][C]0.017756[/C][/ROW]
[ROW][C]3[/C][C]0.00137[/C][C]0.0116[/C][C]0.49538[/C][/ROW]
[ROW][C]4[/C][C]-0.444964[/C][C]-3.7756[/C][C]0.000163[/C][/ROW]
[ROW][C]5[/C][C]-0.239114[/C][C]-2.0289[/C][C]0.023081[/C][/ROW]
[ROW][C]6[/C][C]-0.455135[/C][C]-3.8619[/C][C]0.000122[/C][/ROW]
[ROW][C]7[/C][C]-0.155908[/C][C]-1.3229[/C][C]0.095024[/C][/ROW]
[ROW][C]8[/C][C]-0.296482[/C][C]-2.5157[/C][C]0.007055[/C][/ROW]
[ROW][C]9[/C][C]-0.137955[/C][C]-1.1706[/C][C]0.122813[/C][/ROW]
[ROW][C]10[/C][C]-0.570015[/C][C]-4.8367[/C][C]4e-06[/C][/ROW]
[ROW][C]11[/C][C]0.242591[/C][C]2.0585[/C][C]0.021583[/C][/ROW]
[ROW][C]12[/C][C]0.244486[/C][C]2.0745[/C][C]0.020803[/C][/ROW]
[ROW][C]13[/C][C]-0.384684[/C][C]-3.2642[/C][C]0.000841[/C][/ROW]
[ROW][C]14[/C][C]-0.140458[/C][C]-1.1918[/C][C]0.118622[/C][/ROW]
[ROW][C]15[/C][C]-0.111465[/C][C]-0.9458[/C][C]0.173704[/C][/ROW]
[ROW][C]16[/C][C]-0.001189[/C][C]-0.0101[/C][C]0.49599[/C][/ROW]
[ROW][C]17[/C][C]0.001882[/C][C]0.016[/C][C]0.493652[/C][/ROW]
[ROW][C]18[/C][C]0.013329[/C][C]0.1131[/C][C]0.455132[/C][/ROW]
[ROW][C]19[/C][C]0.010644[/C][C]0.0903[/C][C]0.464142[/C][/ROW]
[ROW][C]20[/C][C]-0.109556[/C][C]-0.9296[/C][C]0.177839[/C][/ROW]
[ROW][C]21[/C][C]0.017348[/C][C]0.1472[/C][C]0.441691[/C][/ROW]
[ROW][C]22[/C][C]-0.002071[/C][C]-0.0176[/C][C]0.493013[/C][/ROW]
[ROW][C]23[/C][C]-0.029062[/C][C]-0.2466[/C][C]0.40296[/C][/ROW]
[ROW][C]24[/C][C]0.029294[/C][C]0.2486[/C][C]0.402201[/C][/ROW]
[ROW][C]25[/C][C]0.016375[/C][C]0.1389[/C][C]0.44494[/C][/ROW]
[ROW][C]26[/C][C]-0.110983[/C][C]-0.9417[/C][C]0.174743[/C][/ROW]
[ROW][C]27[/C][C]0.007431[/C][C]0.0631[/C][C]0.474948[/C][/ROW]
[ROW][C]28[/C][C]0.007801[/C][C]0.0662[/C][C]0.473705[/C][/ROW]
[ROW][C]29[/C][C]-0.017509[/C][C]-0.1486[/C][C]0.441153[/C][/ROW]
[ROW][C]30[/C][C]0.021914[/C][C]0.1859[/C][C]0.426504[/C][/ROW]
[ROW][C]31[/C][C]-0.026431[/C][C]-0.2243[/C][C]0.41159[/C][/ROW]
[ROW][C]32[/C][C]-0.01444[/C][C]-0.1225[/C][C]0.451411[/C][/ROW]
[ROW][C]33[/C][C]0.037832[/C][C]0.321[/C][C]0.374565[/C][/ROW]
[ROW][C]34[/C][C]0.027565[/C][C]0.2339[/C][C]0.407864[/C][/ROW]
[ROW][C]35[/C][C]-0.046318[/C][C]-0.393[/C][C]0.347731[/C][/ROW]
[ROW][C]36[/C][C]0.001612[/C][C]0.0137[/C][C]0.494563[/C][/ROW]
[ROW][C]37[/C][C]-0.064318[/C][C]-0.5458[/C][C]0.293459[/C][/ROW]
[ROW][C]38[/C][C]0.107135[/C][C]0.9091[/C][C]0.183174[/C][/ROW]
[ROW][C]39[/C][C]-0.118181[/C][C]-1.0028[/C][C]0.159658[/C][/ROW]
[ROW][C]40[/C][C]0.035376[/C][C]0.3002[/C][C]0.382454[/C][/ROW]
[ROW][C]41[/C][C]-0.025096[/C][C]-0.2129[/C][C]0.415986[/C][/ROW]
[ROW][C]42[/C][C]0.023119[/C][C]0.1962[/C][C]0.422516[/C][/ROW]
[ROW][C]43[/C][C]0.022696[/C][C]0.1926[/C][C]0.423916[/C][/ROW]
[ROW][C]44[/C][C]0.015337[/C][C]0.1301[/C][C]0.448411[/C][/ROW]
[ROW][C]45[/C][C]0.021696[/C][C]0.1841[/C][C]0.427226[/C][/ROW]
[ROW][C]46[/C][C]0.030236[/C][C]0.2566[/C][C]0.399126[/C][/ROW]
[ROW][C]47[/C][C]0.001842[/C][C]0.0156[/C][C]0.493785[/C][/ROW]
[ROW][C]48[/C][C]-0.082264[/C][C]-0.698[/C][C]0.243703[/C][/ROW]
[ROW][C]49[/C][C]0.002852[/C][C]0.0242[/C][C]0.49038[/C][/ROW]
[ROW][C]50[/C][C]-0.007844[/C][C]-0.0666[/C][C]0.473558[/C][/ROW]
[ROW][C]51[/C][C]0.01046[/C][C]0.0888[/C][C]0.464762[/C][/ROW]
[ROW][C]52[/C][C]-0.11401[/C][C]-0.9674[/C][C]0.168289[/C][/ROW]
[ROW][C]53[/C][C]0.012946[/C][C]0.1098[/C][C]0.456417[/C][/ROW]
[ROW][C]54[/C][C]0.003391[/C][C]0.0288[/C][C]0.488563[/C][/ROW]
[ROW][C]55[/C][C]-0.013941[/C][C]-0.1183[/C][C]0.453084[/C][/ROW]
[ROW][C]56[/C][C]0.123238[/C][C]1.0457[/C][C]0.149597[/C][/ROW]
[ROW][C]57[/C][C]-0.094934[/C][C]-0.8055[/C][C]0.21158[/C][/ROW]
[ROW][C]58[/C][C]0.08401[/C][C]0.7128[/C][C]0.239123[/C][/ROW]
[ROW][C]59[/C][C]-0.010661[/C][C]-0.0905[/C][C]0.464086[/C][/ROW]
[ROW][C]60[/C][C]-0.082778[/C][C]-0.7024[/C][C]0.242349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105629&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105629&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	0.580323	4.9242	3e-06
2	-0.252529	-2.1428	0.017756
3	0.00137	0.0116	0.49538
4	-0.444964	-3.7756	0.000163
5	-0.239114	-2.0289	0.023081
6	-0.455135	-3.8619	0.000122
7	-0.155908	-1.3229	0.095024
8	-0.296482	-2.5157	0.007055
9	-0.137955	-1.1706	0.122813
10	-0.570015	-4.8367	4e-06
11	0.242591	2.0585	0.021583
12	0.244486	2.0745	0.020803
13	-0.384684	-3.2642	0.000841
14	-0.140458	-1.1918	0.118622
15	-0.111465	-0.9458	0.173704
16	-0.001189	-0.0101	0.49599
17	0.001882	0.016	0.493652
18	0.013329	0.1131	0.455132
19	0.010644	0.0903	0.464142
20	-0.109556	-0.9296	0.177839
21	0.017348	0.1472	0.441691
22	-0.002071	-0.0176	0.493013
23	-0.029062	-0.2466	0.40296
24	0.029294	0.2486	0.402201
25	0.016375	0.1389	0.44494
26	-0.110983	-0.9417	0.174743
27	0.007431	0.0631	0.474948
28	0.007801	0.0662	0.473705
29	-0.017509	-0.1486	0.441153
30	0.021914	0.1859	0.426504
31	-0.026431	-0.2243	0.41159
32	-0.01444	-0.1225	0.451411
33	0.037832	0.321	0.374565
34	0.027565	0.2339	0.407864
35	-0.046318	-0.393	0.347731
36	0.001612	0.0137	0.494563
37	-0.064318	-0.5458	0.293459
38	0.107135	0.9091	0.183174
39	-0.118181	-1.0028	0.159658
40	0.035376	0.3002	0.382454
41	-0.025096	-0.2129	0.415986
42	0.023119	0.1962	0.422516
43	0.022696	0.1926	0.423916
44	0.015337	0.1301	0.448411
45	0.021696	0.1841	0.427226
46	0.030236	0.2566	0.399126
47	0.001842	0.0156	0.493785
48	-0.082264	-0.698	0.243703
49	0.002852	0.0242	0.49038
50	-0.007844	-0.0666	0.473558
51	0.01046	0.0888	0.464762
52	-0.11401	-0.9674	0.168289
53	0.012946	0.1098	0.456417
54	0.003391	0.0288	0.488563
55	-0.013941	-0.1183	0.453084
56	0.123238	1.0457	0.149597
57	-0.094934	-0.8055	0.21158
58	0.08401	0.7128	0.239123
59	-0.010661	-0.0905	0.464086
60	-0.082778	-0.7024	0.242349

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; 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