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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 05 Dec 2008 02:47:21 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/05/t12284705561w99u1qg3pbxqu3.htm/, Retrieved Thu, 16 May 2024 06:21:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29099, Retrieved Thu, 16 May 2024 06:21:12 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

acf

Estimated Impact

228

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Standard Deviation-Mean Plot] [smp1] [2008-12-03 17:09:38] [fe7291e888d31b8c4db0b24d6c0f75c6]
-    D    [Standard Deviation-Mean Plot] [SMP2] [2008-12-03 17:13:00] [74be16979710d4c4e7c6647856088456]
- RM        [Variance Reduction Matrix] [vrm1] [2008-12-04 08:14:17] [fe7291e888d31b8c4db0b24d6c0f75c6]
- RMP           [(Partial) Autocorrelation Function] [acf] [2008-12-05 09:47:21] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   P             [(Partial) Autocorrelation Function] [acf] [2008-12-05 09:52:47] [fe7291e888d31b8c4db0b24d6c0f75c6] 
-   P               [(Partial) Autocorrelation Function] [] [2008-12-05 09:55:25] [74be16979710d4c4e7c6647856088456] 
-   P               [(Partial) Autocorrelation Function] [acf ] [2008-12-05 09:55:25] [fe7291e888d31b8c4db0b24d6c0f75c6] 
-   P                 [(Partial) Autocorrelation Function] [acf] [2008-12-05 09:58:14] [fe7291e888d31b8c4db0b24d6c0f75c6] 

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Dataseries X:

Download CSV

Histogram

Boxplots

8.4
8.4
8.4
8.6
8.9
8.8
8.3
7.5
7.2
7.5
8.8
9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.6
8.2
8.1
8
8.6
8.7
8.8
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8.1
8.2
8.1
8.1
7.9
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.6
6.2
6.2
6.8
6.9

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29099&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29099&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29099&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.884929	6.8546	0
2	0.695006	5.3835	1e-06
3	0.522	4.0434	7.6e-05
4	0.452503	3.5051	0.000435
5	0.474654	3.6767	0.000253
6	0.502672	3.8937	0.000125
7	0.47775	3.7006	0.000235
8	0.418242	3.2397	0.000977
9	0.360544	2.7928	0.003501
10	0.336809	2.6089	0.005725
11	0.330366	2.559	0.006519
12	0.306131	2.3713	0.010477
13	0.222712	1.7251	0.044827
14	0.137046	1.0616	0.146347
15	0.059371	0.4599	0.323631
16	0.035011	0.2712	0.393587
17	0.03968	0.3074	0.379816
18	0.035298	0.2734	0.392736
19	0.000887	0.0069	0.497272
20	-0.050755	-0.3931	0.347801
21	-0.097902	-0.7583	0.225606
22	-0.120015	-0.9296	0.178143
23	-0.131889	-1.0216	0.155534
24	-0.136771	-1.0594	0.146826
25	-0.16856	-1.3057	0.098326
26	-0.196479	-1.5219	0.066641
27	-0.21959	-1.7009	0.047066
28	-0.220727	-1.7097	0.046241
29	-0.215245	-1.6673	0.050335
30	-0.214197	-1.6592	0.051151
31	-0.22657	-1.755	0.042182
32	-0.251992	-1.9519	0.02781
33	-0.269047	-2.084	0.020712
34	-0.266875	-2.0672	0.021518
35	-0.248283	-1.9232	0.029603
36	-0.216082	-1.6738	0.049692
37	-0.210351	-1.6294	0.054237
38	-0.20693	-1.6029	0.057108
39	-0.212186	-1.6436	0.052746
40	-0.204707	-1.5857	0.059037
41	-0.204845	-1.5867	0.058916
42	-0.21366	-1.655	0.051573
43	-0.243014	-1.8824	0.032318
44	-0.274241	-2.1243	0.018889
45	-0.272069	-2.1074	0.019634
46	-0.231127	-1.7903	0.039225
47	-0.162904	-1.2619	0.105943
48	-0.091497	-0.7087	0.240617
49	-0.058297	-0.4516	0.326605
50	-0.064428	-0.4991	0.309783
51	-0.112511	-0.8715	0.193476
52	-0.154913	-1.2	0.117437
53	-0.171657	-1.3296	0.094334
54	-0.152878	-1.1842	0.120504
55	-0.118617	-0.9188	0.18094
56	-0.083044	-0.6433	0.261254
57	-0.052965	-0.4103	0.341535
58	-0.029629	-0.2295	0.409628
59	-0.014159	-0.1097	0.456516
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884929 & 6.8546 & 0 \tabularnewline
2 & 0.695006 & 5.3835 & 1e-06 \tabularnewline
3 & 0.522 & 4.0434 & 7.6e-05 \tabularnewline
4 & 0.452503 & 3.5051 & 0.000435 \tabularnewline
5 & 0.474654 & 3.6767 & 0.000253 \tabularnewline
6 & 0.502672 & 3.8937 & 0.000125 \tabularnewline
7 & 0.47775 & 3.7006 & 0.000235 \tabularnewline
8 & 0.418242 & 3.2397 & 0.000977 \tabularnewline
9 & 0.360544 & 2.7928 & 0.003501 \tabularnewline
10 & 0.336809 & 2.6089 & 0.005725 \tabularnewline
11 & 0.330366 & 2.559 & 0.006519 \tabularnewline
12 & 0.306131 & 2.3713 & 0.010477 \tabularnewline
13 & 0.222712 & 1.7251 & 0.044827 \tabularnewline
14 & 0.137046 & 1.0616 & 0.146347 \tabularnewline
15 & 0.059371 & 0.4599 & 0.323631 \tabularnewline
16 & 0.035011 & 0.2712 & 0.393587 \tabularnewline
17 & 0.03968 & 0.3074 & 0.379816 \tabularnewline
18 & 0.035298 & 0.2734 & 0.392736 \tabularnewline
19 & 0.000887 & 0.0069 & 0.497272 \tabularnewline
20 & -0.050755 & -0.3931 & 0.347801 \tabularnewline
21 & -0.097902 & -0.7583 & 0.225606 \tabularnewline
22 & -0.120015 & -0.9296 & 0.178143 \tabularnewline
23 & -0.131889 & -1.0216 & 0.155534 \tabularnewline
24 & -0.136771 & -1.0594 & 0.146826 \tabularnewline
25 & -0.16856 & -1.3057 & 0.098326 \tabularnewline
26 & -0.196479 & -1.5219 & 0.066641 \tabularnewline
27 & -0.21959 & -1.7009 & 0.047066 \tabularnewline
28 & -0.220727 & -1.7097 & 0.046241 \tabularnewline
29 & -0.215245 & -1.6673 & 0.050335 \tabularnewline
30 & -0.214197 & -1.6592 & 0.051151 \tabularnewline
31 & -0.22657 & -1.755 & 0.042182 \tabularnewline
32 & -0.251992 & -1.9519 & 0.02781 \tabularnewline
33 & -0.269047 & -2.084 & 0.020712 \tabularnewline
34 & -0.266875 & -2.0672 & 0.021518 \tabularnewline
35 & -0.248283 & -1.9232 & 0.029603 \tabularnewline
36 & -0.216082 & -1.6738 & 0.049692 \tabularnewline
37 & -0.210351 & -1.6294 & 0.054237 \tabularnewline
38 & -0.20693 & -1.6029 & 0.057108 \tabularnewline
39 & -0.212186 & -1.6436 & 0.052746 \tabularnewline
40 & -0.204707 & -1.5857 & 0.059037 \tabularnewline
41 & -0.204845 & -1.5867 & 0.058916 \tabularnewline
42 & -0.21366 & -1.655 & 0.051573 \tabularnewline
43 & -0.243014 & -1.8824 & 0.032318 \tabularnewline
44 & -0.274241 & -2.1243 & 0.018889 \tabularnewline
45 & -0.272069 & -2.1074 & 0.019634 \tabularnewline
46 & -0.231127 & -1.7903 & 0.039225 \tabularnewline
47 & -0.162904 & -1.2619 & 0.105943 \tabularnewline
48 & -0.091497 & -0.7087 & 0.240617 \tabularnewline
49 & -0.058297 & -0.4516 & 0.326605 \tabularnewline
50 & -0.064428 & -0.4991 & 0.309783 \tabularnewline
51 & -0.112511 & -0.8715 & 0.193476 \tabularnewline
52 & -0.154913 & -1.2 & 0.117437 \tabularnewline
53 & -0.171657 & -1.3296 & 0.094334 \tabularnewline
54 & -0.152878 & -1.1842 & 0.120504 \tabularnewline
55 & -0.118617 & -0.9188 & 0.18094 \tabularnewline
56 & -0.083044 & -0.6433 & 0.261254 \tabularnewline
57 & -0.052965 & -0.4103 & 0.341535 \tabularnewline
58 & -0.029629 & -0.2295 & 0.409628 \tabularnewline
59 & -0.014159 & -0.1097 & 0.456516 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29099&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]0.884929[/C][C]6.8546[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.695006[/C][C]5.3835[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.522[/C][C]4.0434[/C][C]7.6e-05[/C][/ROW]
[ROW][C]4[/C][C]0.452503[/C][C]3.5051[/C][C]0.000435[/C][/ROW]
[ROW][C]5[/C][C]0.474654[/C][C]3.6767[/C][C]0.000253[/C][/ROW]
[ROW][C]6[/C][C]0.502672[/C][C]3.8937[/C][C]0.000125[/C][/ROW]
[ROW][C]7[/C][C]0.47775[/C][C]3.7006[/C][C]0.000235[/C][/ROW]
[ROW][C]8[/C][C]0.418242[/C][C]3.2397[/C][C]0.000977[/C][/ROW]
[ROW][C]9[/C][C]0.360544[/C][C]2.7928[/C][C]0.003501[/C][/ROW]
[ROW][C]10[/C][C]0.336809[/C][C]2.6089[/C][C]0.005725[/C][/ROW]
[ROW][C]11[/C][C]0.330366[/C][C]2.559[/C][C]0.006519[/C][/ROW]
[ROW][C]12[/C][C]0.306131[/C][C]2.3713[/C][C]0.010477[/C][/ROW]
[ROW][C]13[/C][C]0.222712[/C][C]1.7251[/C][C]0.044827[/C][/ROW]
[ROW][C]14[/C][C]0.137046[/C][C]1.0616[/C][C]0.146347[/C][/ROW]
[ROW][C]15[/C][C]0.059371[/C][C]0.4599[/C][C]0.323631[/C][/ROW]
[ROW][C]16[/C][C]0.035011[/C][C]0.2712[/C][C]0.393587[/C][/ROW]
[ROW][C]17[/C][C]0.03968[/C][C]0.3074[/C][C]0.379816[/C][/ROW]
[ROW][C]18[/C][C]0.035298[/C][C]0.2734[/C][C]0.392736[/C][/ROW]
[ROW][C]19[/C][C]0.000887[/C][C]0.0069[/C][C]0.497272[/C][/ROW]
[ROW][C]20[/C][C]-0.050755[/C][C]-0.3931[/C][C]0.347801[/C][/ROW]
[ROW][C]21[/C][C]-0.097902[/C][C]-0.7583[/C][C]0.225606[/C][/ROW]
[ROW][C]22[/C][C]-0.120015[/C][C]-0.9296[/C][C]0.178143[/C][/ROW]
[ROW][C]23[/C][C]-0.131889[/C][C]-1.0216[/C][C]0.155534[/C][/ROW]
[ROW][C]24[/C][C]-0.136771[/C][C]-1.0594[/C][C]0.146826[/C][/ROW]
[ROW][C]25[/C][C]-0.16856[/C][C]-1.3057[/C][C]0.098326[/C][/ROW]
[ROW][C]26[/C][C]-0.196479[/C][C]-1.5219[/C][C]0.066641[/C][/ROW]
[ROW][C]27[/C][C]-0.21959[/C][C]-1.7009[/C][C]0.047066[/C][/ROW]
[ROW][C]28[/C][C]-0.220727[/C][C]-1.7097[/C][C]0.046241[/C][/ROW]
[ROW][C]29[/C][C]-0.215245[/C][C]-1.6673[/C][C]0.050335[/C][/ROW]
[ROW][C]30[/C][C]-0.214197[/C][C]-1.6592[/C][C]0.051151[/C][/ROW]
[ROW][C]31[/C][C]-0.22657[/C][C]-1.755[/C][C]0.042182[/C][/ROW]
[ROW][C]32[/C][C]-0.251992[/C][C]-1.9519[/C][C]0.02781[/C][/ROW]
[ROW][C]33[/C][C]-0.269047[/C][C]-2.084[/C][C]0.020712[/C][/ROW]
[ROW][C]34[/C][C]-0.266875[/C][C]-2.0672[/C][C]0.021518[/C][/ROW]
[ROW][C]35[/C][C]-0.248283[/C][C]-1.9232[/C][C]0.029603[/C][/ROW]
[ROW][C]36[/C][C]-0.216082[/C][C]-1.6738[/C][C]0.049692[/C][/ROW]
[ROW][C]37[/C][C]-0.210351[/C][C]-1.6294[/C][C]0.054237[/C][/ROW]
[ROW][C]38[/C][C]-0.20693[/C][C]-1.6029[/C][C]0.057108[/C][/ROW]
[ROW][C]39[/C][C]-0.212186[/C][C]-1.6436[/C][C]0.052746[/C][/ROW]
[ROW][C]40[/C][C]-0.204707[/C][C]-1.5857[/C][C]0.059037[/C][/ROW]
[ROW][C]41[/C][C]-0.204845[/C][C]-1.5867[/C][C]0.058916[/C][/ROW]
[ROW][C]42[/C][C]-0.21366[/C][C]-1.655[/C][C]0.051573[/C][/ROW]
[ROW][C]43[/C][C]-0.243014[/C][C]-1.8824[/C][C]0.032318[/C][/ROW]
[ROW][C]44[/C][C]-0.274241[/C][C]-2.1243[/C][C]0.018889[/C][/ROW]
[ROW][C]45[/C][C]-0.272069[/C][C]-2.1074[/C][C]0.019634[/C][/ROW]
[ROW][C]46[/C][C]-0.231127[/C][C]-1.7903[/C][C]0.039225[/C][/ROW]
[ROW][C]47[/C][C]-0.162904[/C][C]-1.2619[/C][C]0.105943[/C][/ROW]
[ROW][C]48[/C][C]-0.091497[/C][C]-0.7087[/C][C]0.240617[/C][/ROW]
[ROW][C]49[/C][C]-0.058297[/C][C]-0.4516[/C][C]0.326605[/C][/ROW]
[ROW][C]50[/C][C]-0.064428[/C][C]-0.4991[/C][C]0.309783[/C][/ROW]
[ROW][C]51[/C][C]-0.112511[/C][C]-0.8715[/C][C]0.193476[/C][/ROW]
[ROW][C]52[/C][C]-0.154913[/C][C]-1.2[/C][C]0.117437[/C][/ROW]
[ROW][C]53[/C][C]-0.171657[/C][C]-1.3296[/C][C]0.094334[/C][/ROW]
[ROW][C]54[/C][C]-0.152878[/C][C]-1.1842[/C][C]0.120504[/C][/ROW]
[ROW][C]55[/C][C]-0.118617[/C][C]-0.9188[/C][C]0.18094[/C][/ROW]
[ROW][C]56[/C][C]-0.083044[/C][C]-0.6433[/C][C]0.261254[/C][/ROW]
[ROW][C]57[/C][C]-0.052965[/C][C]-0.4103[/C][C]0.341535[/C][/ROW]
[ROW][C]58[/C][C]-0.029629[/C][C]-0.2295[/C][C]0.409628[/C][/ROW]
[ROW][C]59[/C][C]-0.014159[/C][C]-0.1097[/C][C]0.456516[/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=29099&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29099&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	0.884929	6.8546	0
2	0.695006	5.3835	1e-06
3	0.522	4.0434	7.6e-05
4	0.452503	3.5051	0.000435
5	0.474654	3.6767	0.000253
6	0.502672	3.8937	0.000125
7	0.47775	3.7006	0.000235
8	0.418242	3.2397	0.000977
9	0.360544	2.7928	0.003501
10	0.336809	2.6089	0.005725
11	0.330366	2.559	0.006519
12	0.306131	2.3713	0.010477
13	0.222712	1.7251	0.044827
14	0.137046	1.0616	0.146347
15	0.059371	0.4599	0.323631
16	0.035011	0.2712	0.393587
17	0.03968	0.3074	0.379816
18	0.035298	0.2734	0.392736
19	0.000887	0.0069	0.497272
20	-0.050755	-0.3931	0.347801
21	-0.097902	-0.7583	0.225606
22	-0.120015	-0.9296	0.178143
23	-0.131889	-1.0216	0.155534
24	-0.136771	-1.0594	0.146826
25	-0.16856	-1.3057	0.098326
26	-0.196479	-1.5219	0.066641
27	-0.21959	-1.7009	0.047066
28	-0.220727	-1.7097	0.046241
29	-0.215245	-1.6673	0.050335
30	-0.214197	-1.6592	0.051151
31	-0.22657	-1.755	0.042182
32	-0.251992	-1.9519	0.02781
33	-0.269047	-2.084	0.020712
34	-0.266875	-2.0672	0.021518
35	-0.248283	-1.9232	0.029603
36	-0.216082	-1.6738	0.049692
37	-0.210351	-1.6294	0.054237
38	-0.20693	-1.6029	0.057108
39	-0.212186	-1.6436	0.052746
40	-0.204707	-1.5857	0.059037
41	-0.204845	-1.5867	0.058916
42	-0.21366	-1.655	0.051573
43	-0.243014	-1.8824	0.032318
44	-0.274241	-2.1243	0.018889
45	-0.272069	-2.1074	0.019634
46	-0.231127	-1.7903	0.039225
47	-0.162904	-1.2619	0.105943
48	-0.091497	-0.7087	0.240617
49	-0.058297	-0.4516	0.326605
50	-0.064428	-0.4991	0.309783
51	-0.112511	-0.8715	0.193476
52	-0.154913	-1.2	0.117437
53	-0.171657	-1.3296	0.094334
54	-0.152878	-1.1842	0.120504
55	-0.118617	-0.9188	0.18094
56	-0.083044	-0.6433	0.261254
57	-0.052965	-0.4103	0.341535
58	-0.029629	-0.2295	0.409628
59	-0.014159	-0.1097	0.456516
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.884929	6.8546	0
2	-0.406153	-3.146	0.001288
3	0.091593	0.7095	0.240388
4	0.356196	2.7591	0.003837
5	0.14476	1.1213	0.133313
6	-0.148994	-1.1541	0.126518
7	-0.075713	-0.5865	0.279879
8	0.169727	1.3147	0.096807
9	0.050318	0.3898	0.349047
10	-0.042956	-0.3327	0.370246
11	-0.077701	-0.6019	0.274763
12	-0.046821	-0.3627	0.359062
13	-0.217505	-1.6848	0.048612
14	0.136117	1.0544	0.147973
15	-0.136508	-1.0574	0.147288
16	0.01836	0.1422	0.443694
17	-0.045709	-0.3541	0.362267
18	-0.030985	-0.24	0.405571
19	-0.036992	-0.2865	0.387727
20	0.000646	0.005	0.498013
21	-0.010622	-0.0823	0.46735
22	-0.039733	-0.3078	0.379662
23	-0.047207	-0.3657	0.357952
24	0.083509	0.6469	0.260095
25	-0.124687	-0.9658	0.169006
26	0.035084	0.2718	0.39337
27	0.019067	0.1477	0.441541
28	-0.04567	-0.3538	0.36238
29	-0.032392	-0.2509	0.401372
30	0.01216	0.0942	0.462636
31	-0.001436	-0.0111	0.49558
32	-0.111595	-0.8644	0.195403
33	0.05273	0.4084	0.342201
34	0.020441	0.1583	0.437363
35	-0.00642	-0.0497	0.480252
36	0.019193	0.1487	0.441158
37	-0.072226	-0.5595	0.288965
38	0.052517	0.4068	0.342802
39	0.003614	0.028	0.488881
40	-0.010957	-0.0849	0.466324
41	-0.16637	-1.2887	0.101225
42	-0.007708	-0.0597	0.476295
43	-0.063119	-0.4889	0.31334
44	-0.048805	-0.378	0.353366
45	0.081125	0.6284	0.266066
46	0.051582	0.3996	0.345452
47	0.029464	0.2282	0.410123
48	0.061656	0.4776	0.317339
49	0.052038	0.4031	0.344159
50	-0.131976	-1.0223	0.155376
51	-0.128888	-0.9984	0.161057
52	0.046809	0.3626	0.359096
53	0.019048	0.1475	0.441597
54	-0.073642	-0.5704	0.285259
55	0.026401	0.2045	0.419326
56	0.055878	0.4328	0.333346
57	-0.001763	-0.0137	0.494576
58	-0.008338	-0.0646	0.47436
59	-0.029011	-0.2247	0.41148
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.884929 & 6.8546 & 0 \tabularnewline
2 & -0.406153 & -3.146 & 0.001288 \tabularnewline
3 & 0.091593 & 0.7095 & 0.240388 \tabularnewline
4 & 0.356196 & 2.7591 & 0.003837 \tabularnewline
5 & 0.14476 & 1.1213 & 0.133313 \tabularnewline
6 & -0.148994 & -1.1541 & 0.126518 \tabularnewline
7 & -0.075713 & -0.5865 & 0.279879 \tabularnewline
8 & 0.169727 & 1.3147 & 0.096807 \tabularnewline
9 & 0.050318 & 0.3898 & 0.349047 \tabularnewline
10 & -0.042956 & -0.3327 & 0.370246 \tabularnewline
11 & -0.077701 & -0.6019 & 0.274763 \tabularnewline
12 & -0.046821 & -0.3627 & 0.359062 \tabularnewline
13 & -0.217505 & -1.6848 & 0.048612 \tabularnewline
14 & 0.136117 & 1.0544 & 0.147973 \tabularnewline
15 & -0.136508 & -1.0574 & 0.147288 \tabularnewline
16 & 0.01836 & 0.1422 & 0.443694 \tabularnewline
17 & -0.045709 & -0.3541 & 0.362267 \tabularnewline
18 & -0.030985 & -0.24 & 0.405571 \tabularnewline
19 & -0.036992 & -0.2865 & 0.387727 \tabularnewline
20 & 0.000646 & 0.005 & 0.498013 \tabularnewline
21 & -0.010622 & -0.0823 & 0.46735 \tabularnewline
22 & -0.039733 & -0.3078 & 0.379662 \tabularnewline
23 & -0.047207 & -0.3657 & 0.357952 \tabularnewline
24 & 0.083509 & 0.6469 & 0.260095 \tabularnewline
25 & -0.124687 & -0.9658 & 0.169006 \tabularnewline
26 & 0.035084 & 0.2718 & 0.39337 \tabularnewline
27 & 0.019067 & 0.1477 & 0.441541 \tabularnewline
28 & -0.04567 & -0.3538 & 0.36238 \tabularnewline
29 & -0.032392 & -0.2509 & 0.401372 \tabularnewline
30 & 0.01216 & 0.0942 & 0.462636 \tabularnewline
31 & -0.001436 & -0.0111 & 0.49558 \tabularnewline
32 & -0.111595 & -0.8644 & 0.195403 \tabularnewline
33 & 0.05273 & 0.4084 & 0.342201 \tabularnewline
34 & 0.020441 & 0.1583 & 0.437363 \tabularnewline
35 & -0.00642 & -0.0497 & 0.480252 \tabularnewline
36 & 0.019193 & 0.1487 & 0.441158 \tabularnewline
37 & -0.072226 & -0.5595 & 0.288965 \tabularnewline
38 & 0.052517 & 0.4068 & 0.342802 \tabularnewline
39 & 0.003614 & 0.028 & 0.488881 \tabularnewline
40 & -0.010957 & -0.0849 & 0.466324 \tabularnewline
41 & -0.16637 & -1.2887 & 0.101225 \tabularnewline
42 & -0.007708 & -0.0597 & 0.476295 \tabularnewline
43 & -0.063119 & -0.4889 & 0.31334 \tabularnewline
44 & -0.048805 & -0.378 & 0.353366 \tabularnewline
45 & 0.081125 & 0.6284 & 0.266066 \tabularnewline
46 & 0.051582 & 0.3996 & 0.345452 \tabularnewline
47 & 0.029464 & 0.2282 & 0.410123 \tabularnewline
48 & 0.061656 & 0.4776 & 0.317339 \tabularnewline
49 & 0.052038 & 0.4031 & 0.344159 \tabularnewline
50 & -0.131976 & -1.0223 & 0.155376 \tabularnewline
51 & -0.128888 & -0.9984 & 0.161057 \tabularnewline
52 & 0.046809 & 0.3626 & 0.359096 \tabularnewline
53 & 0.019048 & 0.1475 & 0.441597 \tabularnewline
54 & -0.073642 & -0.5704 & 0.285259 \tabularnewline
55 & 0.026401 & 0.2045 & 0.419326 \tabularnewline
56 & 0.055878 & 0.4328 & 0.333346 \tabularnewline
57 & -0.001763 & -0.0137 & 0.494576 \tabularnewline
58 & -0.008338 & -0.0646 & 0.47436 \tabularnewline
59 & -0.029011 & -0.2247 & 0.41148 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29099&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]0.884929[/C][C]6.8546[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.406153[/C][C]-3.146[/C][C]0.001288[/C][/ROW]
[ROW][C]3[/C][C]0.091593[/C][C]0.7095[/C][C]0.240388[/C][/ROW]
[ROW][C]4[/C][C]0.356196[/C][C]2.7591[/C][C]0.003837[/C][/ROW]
[ROW][C]5[/C][C]0.14476[/C][C]1.1213[/C][C]0.133313[/C][/ROW]
[ROW][C]6[/C][C]-0.148994[/C][C]-1.1541[/C][C]0.126518[/C][/ROW]
[ROW][C]7[/C][C]-0.075713[/C][C]-0.5865[/C][C]0.279879[/C][/ROW]
[ROW][C]8[/C][C]0.169727[/C][C]1.3147[/C][C]0.096807[/C][/ROW]
[ROW][C]9[/C][C]0.050318[/C][C]0.3898[/C][C]0.349047[/C][/ROW]
[ROW][C]10[/C][C]-0.042956[/C][C]-0.3327[/C][C]0.370246[/C][/ROW]
[ROW][C]11[/C][C]-0.077701[/C][C]-0.6019[/C][C]0.274763[/C][/ROW]
[ROW][C]12[/C][C]-0.046821[/C][C]-0.3627[/C][C]0.359062[/C][/ROW]
[ROW][C]13[/C][C]-0.217505[/C][C]-1.6848[/C][C]0.048612[/C][/ROW]
[ROW][C]14[/C][C]0.136117[/C][C]1.0544[/C][C]0.147973[/C][/ROW]
[ROW][C]15[/C][C]-0.136508[/C][C]-1.0574[/C][C]0.147288[/C][/ROW]
[ROW][C]16[/C][C]0.01836[/C][C]0.1422[/C][C]0.443694[/C][/ROW]
[ROW][C]17[/C][C]-0.045709[/C][C]-0.3541[/C][C]0.362267[/C][/ROW]
[ROW][C]18[/C][C]-0.030985[/C][C]-0.24[/C][C]0.405571[/C][/ROW]
[ROW][C]19[/C][C]-0.036992[/C][C]-0.2865[/C][C]0.387727[/C][/ROW]
[ROW][C]20[/C][C]0.000646[/C][C]0.005[/C][C]0.498013[/C][/ROW]
[ROW][C]21[/C][C]-0.010622[/C][C]-0.0823[/C][C]0.46735[/C][/ROW]
[ROW][C]22[/C][C]-0.039733[/C][C]-0.3078[/C][C]0.379662[/C][/ROW]
[ROW][C]23[/C][C]-0.047207[/C][C]-0.3657[/C][C]0.357952[/C][/ROW]
[ROW][C]24[/C][C]0.083509[/C][C]0.6469[/C][C]0.260095[/C][/ROW]
[ROW][C]25[/C][C]-0.124687[/C][C]-0.9658[/C][C]0.169006[/C][/ROW]
[ROW][C]26[/C][C]0.035084[/C][C]0.2718[/C][C]0.39337[/C][/ROW]
[ROW][C]27[/C][C]0.019067[/C][C]0.1477[/C][C]0.441541[/C][/ROW]
[ROW][C]28[/C][C]-0.04567[/C][C]-0.3538[/C][C]0.36238[/C][/ROW]
[ROW][C]29[/C][C]-0.032392[/C][C]-0.2509[/C][C]0.401372[/C][/ROW]
[ROW][C]30[/C][C]0.01216[/C][C]0.0942[/C][C]0.462636[/C][/ROW]
[ROW][C]31[/C][C]-0.001436[/C][C]-0.0111[/C][C]0.49558[/C][/ROW]
[ROW][C]32[/C][C]-0.111595[/C][C]-0.8644[/C][C]0.195403[/C][/ROW]
[ROW][C]33[/C][C]0.05273[/C][C]0.4084[/C][C]0.342201[/C][/ROW]
[ROW][C]34[/C][C]0.020441[/C][C]0.1583[/C][C]0.437363[/C][/ROW]
[ROW][C]35[/C][C]-0.00642[/C][C]-0.0497[/C][C]0.480252[/C][/ROW]
[ROW][C]36[/C][C]0.019193[/C][C]0.1487[/C][C]0.441158[/C][/ROW]
[ROW][C]37[/C][C]-0.072226[/C][C]-0.5595[/C][C]0.288965[/C][/ROW]
[ROW][C]38[/C][C]0.052517[/C][C]0.4068[/C][C]0.342802[/C][/ROW]
[ROW][C]39[/C][C]0.003614[/C][C]0.028[/C][C]0.488881[/C][/ROW]
[ROW][C]40[/C][C]-0.010957[/C][C]-0.0849[/C][C]0.466324[/C][/ROW]
[ROW][C]41[/C][C]-0.16637[/C][C]-1.2887[/C][C]0.101225[/C][/ROW]
[ROW][C]42[/C][C]-0.007708[/C][C]-0.0597[/C][C]0.476295[/C][/ROW]
[ROW][C]43[/C][C]-0.063119[/C][C]-0.4889[/C][C]0.31334[/C][/ROW]
[ROW][C]44[/C][C]-0.048805[/C][C]-0.378[/C][C]0.353366[/C][/ROW]
[ROW][C]45[/C][C]0.081125[/C][C]0.6284[/C][C]0.266066[/C][/ROW]
[ROW][C]46[/C][C]0.051582[/C][C]0.3996[/C][C]0.345452[/C][/ROW]
[ROW][C]47[/C][C]0.029464[/C][C]0.2282[/C][C]0.410123[/C][/ROW]
[ROW][C]48[/C][C]0.061656[/C][C]0.4776[/C][C]0.317339[/C][/ROW]
[ROW][C]49[/C][C]0.052038[/C][C]0.4031[/C][C]0.344159[/C][/ROW]
[ROW][C]50[/C][C]-0.131976[/C][C]-1.0223[/C][C]0.155376[/C][/ROW]
[ROW][C]51[/C][C]-0.128888[/C][C]-0.9984[/C][C]0.161057[/C][/ROW]
[ROW][C]52[/C][C]0.046809[/C][C]0.3626[/C][C]0.359096[/C][/ROW]
[ROW][C]53[/C][C]0.019048[/C][C]0.1475[/C][C]0.441597[/C][/ROW]
[ROW][C]54[/C][C]-0.073642[/C][C]-0.5704[/C][C]0.285259[/C][/ROW]
[ROW][C]55[/C][C]0.026401[/C][C]0.2045[/C][C]0.419326[/C][/ROW]
[ROW][C]56[/C][C]0.055878[/C][C]0.4328[/C][C]0.333346[/C][/ROW]
[ROW][C]57[/C][C]-0.001763[/C][C]-0.0137[/C][C]0.494576[/C][/ROW]
[ROW][C]58[/C][C]-0.008338[/C][C]-0.0646[/C][C]0.47436[/C][/ROW]
[ROW][C]59[/C][C]-0.029011[/C][C]-0.2247[/C][C]0.41148[/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=29099&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29099&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	0.884929	6.8546	0
2	-0.406153	-3.146	0.001288
3	0.091593	0.7095	0.240388
4	0.356196	2.7591	0.003837
5	0.14476	1.1213	0.133313
6	-0.148994	-1.1541	0.126518
7	-0.075713	-0.5865	0.279879
8	0.169727	1.3147	0.096807
9	0.050318	0.3898	0.349047
10	-0.042956	-0.3327	0.370246
11	-0.077701	-0.6019	0.274763
12	-0.046821	-0.3627	0.359062
13	-0.217505	-1.6848	0.048612
14	0.136117	1.0544	0.147973
15	-0.136508	-1.0574	0.147288
16	0.01836	0.1422	0.443694
17	-0.045709	-0.3541	0.362267
18	-0.030985	-0.24	0.405571
19	-0.036992	-0.2865	0.387727
20	0.000646	0.005	0.498013
21	-0.010622	-0.0823	0.46735
22	-0.039733	-0.3078	0.379662
23	-0.047207	-0.3657	0.357952
24	0.083509	0.6469	0.260095
25	-0.124687	-0.9658	0.169006
26	0.035084	0.2718	0.39337
27	0.019067	0.1477	0.441541
28	-0.04567	-0.3538	0.36238
29	-0.032392	-0.2509	0.401372
30	0.01216	0.0942	0.462636
31	-0.001436	-0.0111	0.49558
32	-0.111595	-0.8644	0.195403
33	0.05273	0.4084	0.342201
34	0.020441	0.1583	0.437363
35	-0.00642	-0.0497	0.480252
36	0.019193	0.1487	0.441158
37	-0.072226	-0.5595	0.288965
38	0.052517	0.4068	0.342802
39	0.003614	0.028	0.488881
40	-0.010957	-0.0849	0.466324
41	-0.16637	-1.2887	0.101225
42	-0.007708	-0.0597	0.476295
43	-0.063119	-0.4889	0.31334
44	-0.048805	-0.378	0.353366
45	0.081125	0.6284	0.266066
46	0.051582	0.3996	0.345452
47	0.029464	0.2282	0.410123
48	0.061656	0.4776	0.317339
49	0.052038	0.4031	0.344159
50	-0.131976	-1.0223	0.155376
51	-0.128888	-0.9984	0.161057
52	0.046809	0.3626	0.359096
53	0.019048	0.1475	0.441597
54	-0.073642	-0.5704	0.285259
55	0.026401	0.2045	0.419326
56	0.055878	0.4328	0.333346
57	-0.001763	-0.0137	0.494576
58	-0.008338	-0.0646	0.47436
59	-0.029011	-0.2247	0.41148
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 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code