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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 02:52:47 -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/t1228470853h4k35o63r35omq1.htm/, Retrieved Thu, 16 May 2024 15:22:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29100, Retrieved Thu, 16 May 2024 15:22:22 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

acf

Estimated Impact

203

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] [74be16979710d4c4e7c6647856088456]
-   P             [(Partial) Autocorrelation Function] [acf] [2008-12-05 09:52:47] [783db4b4a0f63b73ca8b14666b7f4329] [Current]
-   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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29100&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29100&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29100&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.375288	2.8826	0.002747
2	-0.208153	-1.5989	0.057598
3	-0.577943	-4.4393	2e-05
4	-0.449119	-3.4497	0.000521
5	0.002657	0.0204	0.491893
6	0.366432	2.8146	0.003313
7	0.275439	2.1157	0.019301
8	-0.007539	-0.0579	0.47701
9	-0.241749	-1.8569	0.034159
10	-0.192298	-1.4771	0.072487
11	0.049136	0.3774	0.353608
12	0.360722	2.7708	0.003734
13	0.083628	0.6424	0.261564
14	-0.067504	-0.5185	0.303022
15	-0.206104	-1.5831	0.05937
16	-0.119004	-0.9141	0.182197
17	0.018561	0.1426	0.443558
18	0.174088	1.3372	0.093146
19	0.117265	0.9007	0.185698
20	-0.038054	-0.2923	0.385543
21	-0.129528	-0.9949	0.161918
22	-0.102141	-0.7846	0.217925
23	-0.013372	-0.1027	0.459271
24	0.131293	1.0085	0.158671
25	0.014388	0.1105	0.456186
26	-0.040794	-0.3133	0.377562
27	-0.092214	-0.7083	0.24077
28	-0.017221	-0.1323	0.447609
29	0.038171	0.2932	0.385201
30	0.093986	0.7219	0.236598
31	0.074275	0.5705	0.285246
32	-0.069361	-0.5328	0.298097
33	-0.109098	-0.838	0.202706
34	-0.079166	-0.6081	0.272733
35	-0.012488	-0.0959	0.461954
36	0.122163	0.9384	0.175944
37	0.007323	0.0563	0.477665
38	-0.065425	-0.5025	0.308579
39	-0.053426	-0.4104	0.341508
40	0.04827	0.3708	0.356067
41	0.116617	0.8958	0.187013
42	0.115264	0.8854	0.189777
43	-0.017537	-0.1347	0.446651
44	-0.195796	-1.5039	0.068966
45	-0.190869	-1.4661	0.073966
46	-0.076641	-0.5887	0.279157
47	0.108559	0.8339	0.203863
48	0.229887	1.7658	0.041302
49	0.122515	0.9411	0.175258
50	-0.013286	-0.102	0.459532
51	-0.103968	-0.7986	0.213864
52	-0.094883	-0.7288	0.2345
53	-0.032335	-0.2484	0.402354
54	0.031033	0.2384	0.406211
55	0.02886	0.2217	0.412665
56	0.00748	0.0575	0.477188
57	0.003186	0.0245	0.49028
58	0.000532	0.0041	0.498376
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.375288 & 2.8826 & 0.002747 \tabularnewline
2 & -0.208153 & -1.5989 & 0.057598 \tabularnewline
3 & -0.577943 & -4.4393 & 2e-05 \tabularnewline
4 & -0.449119 & -3.4497 & 0.000521 \tabularnewline
5 & 0.002657 & 0.0204 & 0.491893 \tabularnewline
6 & 0.366432 & 2.8146 & 0.003313 \tabularnewline
7 & 0.275439 & 2.1157 & 0.019301 \tabularnewline
8 & -0.007539 & -0.0579 & 0.47701 \tabularnewline
9 & -0.241749 & -1.8569 & 0.034159 \tabularnewline
10 & -0.192298 & -1.4771 & 0.072487 \tabularnewline
11 & 0.049136 & 0.3774 & 0.353608 \tabularnewline
12 & 0.360722 & 2.7708 & 0.003734 \tabularnewline
13 & 0.083628 & 0.6424 & 0.261564 \tabularnewline
14 & -0.067504 & -0.5185 & 0.303022 \tabularnewline
15 & -0.206104 & -1.5831 & 0.05937 \tabularnewline
16 & -0.119004 & -0.9141 & 0.182197 \tabularnewline
17 & 0.018561 & 0.1426 & 0.443558 \tabularnewline
18 & 0.174088 & 1.3372 & 0.093146 \tabularnewline
19 & 0.117265 & 0.9007 & 0.185698 \tabularnewline
20 & -0.038054 & -0.2923 & 0.385543 \tabularnewline
21 & -0.129528 & -0.9949 & 0.161918 \tabularnewline
22 & -0.102141 & -0.7846 & 0.217925 \tabularnewline
23 & -0.013372 & -0.1027 & 0.459271 \tabularnewline
24 & 0.131293 & 1.0085 & 0.158671 \tabularnewline
25 & 0.014388 & 0.1105 & 0.456186 \tabularnewline
26 & -0.040794 & -0.3133 & 0.377562 \tabularnewline
27 & -0.092214 & -0.7083 & 0.24077 \tabularnewline
28 & -0.017221 & -0.1323 & 0.447609 \tabularnewline
29 & 0.038171 & 0.2932 & 0.385201 \tabularnewline
30 & 0.093986 & 0.7219 & 0.236598 \tabularnewline
31 & 0.074275 & 0.5705 & 0.285246 \tabularnewline
32 & -0.069361 & -0.5328 & 0.298097 \tabularnewline
33 & -0.109098 & -0.838 & 0.202706 \tabularnewline
34 & -0.079166 & -0.6081 & 0.272733 \tabularnewline
35 & -0.012488 & -0.0959 & 0.461954 \tabularnewline
36 & 0.122163 & 0.9384 & 0.175944 \tabularnewline
37 & 0.007323 & 0.0563 & 0.477665 \tabularnewline
38 & -0.065425 & -0.5025 & 0.308579 \tabularnewline
39 & -0.053426 & -0.4104 & 0.341508 \tabularnewline
40 & 0.04827 & 0.3708 & 0.356067 \tabularnewline
41 & 0.116617 & 0.8958 & 0.187013 \tabularnewline
42 & 0.115264 & 0.8854 & 0.189777 \tabularnewline
43 & -0.017537 & -0.1347 & 0.446651 \tabularnewline
44 & -0.195796 & -1.5039 & 0.068966 \tabularnewline
45 & -0.190869 & -1.4661 & 0.073966 \tabularnewline
46 & -0.076641 & -0.5887 & 0.279157 \tabularnewline
47 & 0.108559 & 0.8339 & 0.203863 \tabularnewline
48 & 0.229887 & 1.7658 & 0.041302 \tabularnewline
49 & 0.122515 & 0.9411 & 0.175258 \tabularnewline
50 & -0.013286 & -0.102 & 0.459532 \tabularnewline
51 & -0.103968 & -0.7986 & 0.213864 \tabularnewline
52 & -0.094883 & -0.7288 & 0.2345 \tabularnewline
53 & -0.032335 & -0.2484 & 0.402354 \tabularnewline
54 & 0.031033 & 0.2384 & 0.406211 \tabularnewline
55 & 0.02886 & 0.2217 & 0.412665 \tabularnewline
56 & 0.00748 & 0.0575 & 0.477188 \tabularnewline
57 & 0.003186 & 0.0245 & 0.49028 \tabularnewline
58 & 0.000532 & 0.0041 & 0.498376 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29100&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]0.375288[/C][C]2.8826[/C][C]0.002747[/C][/ROW]
[ROW][C]2[/C][C]-0.208153[/C][C]-1.5989[/C][C]0.057598[/C][/ROW]
[ROW][C]3[/C][C]-0.577943[/C][C]-4.4393[/C][C]2e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.449119[/C][C]-3.4497[/C][C]0.000521[/C][/ROW]
[ROW][C]5[/C][C]0.002657[/C][C]0.0204[/C][C]0.491893[/C][/ROW]
[ROW][C]6[/C][C]0.366432[/C][C]2.8146[/C][C]0.003313[/C][/ROW]
[ROW][C]7[/C][C]0.275439[/C][C]2.1157[/C][C]0.019301[/C][/ROW]
[ROW][C]8[/C][C]-0.007539[/C][C]-0.0579[/C][C]0.47701[/C][/ROW]
[ROW][C]9[/C][C]-0.241749[/C][C]-1.8569[/C][C]0.034159[/C][/ROW]
[ROW][C]10[/C][C]-0.192298[/C][C]-1.4771[/C][C]0.072487[/C][/ROW]
[ROW][C]11[/C][C]0.049136[/C][C]0.3774[/C][C]0.353608[/C][/ROW]
[ROW][C]12[/C][C]0.360722[/C][C]2.7708[/C][C]0.003734[/C][/ROW]
[ROW][C]13[/C][C]0.083628[/C][C]0.6424[/C][C]0.261564[/C][/ROW]
[ROW][C]14[/C][C]-0.067504[/C][C]-0.5185[/C][C]0.303022[/C][/ROW]
[ROW][C]15[/C][C]-0.206104[/C][C]-1.5831[/C][C]0.05937[/C][/ROW]
[ROW][C]16[/C][C]-0.119004[/C][C]-0.9141[/C][C]0.182197[/C][/ROW]
[ROW][C]17[/C][C]0.018561[/C][C]0.1426[/C][C]0.443558[/C][/ROW]
[ROW][C]18[/C][C]0.174088[/C][C]1.3372[/C][C]0.093146[/C][/ROW]
[ROW][C]19[/C][C]0.117265[/C][C]0.9007[/C][C]0.185698[/C][/ROW]
[ROW][C]20[/C][C]-0.038054[/C][C]-0.2923[/C][C]0.385543[/C][/ROW]
[ROW][C]21[/C][C]-0.129528[/C][C]-0.9949[/C][C]0.161918[/C][/ROW]
[ROW][C]22[/C][C]-0.102141[/C][C]-0.7846[/C][C]0.217925[/C][/ROW]
[ROW][C]23[/C][C]-0.013372[/C][C]-0.1027[/C][C]0.459271[/C][/ROW]
[ROW][C]24[/C][C]0.131293[/C][C]1.0085[/C][C]0.158671[/C][/ROW]
[ROW][C]25[/C][C]0.014388[/C][C]0.1105[/C][C]0.456186[/C][/ROW]
[ROW][C]26[/C][C]-0.040794[/C][C]-0.3133[/C][C]0.377562[/C][/ROW]
[ROW][C]27[/C][C]-0.092214[/C][C]-0.7083[/C][C]0.24077[/C][/ROW]
[ROW][C]28[/C][C]-0.017221[/C][C]-0.1323[/C][C]0.447609[/C][/ROW]
[ROW][C]29[/C][C]0.038171[/C][C]0.2932[/C][C]0.385201[/C][/ROW]
[ROW][C]30[/C][C]0.093986[/C][C]0.7219[/C][C]0.236598[/C][/ROW]
[ROW][C]31[/C][C]0.074275[/C][C]0.5705[/C][C]0.285246[/C][/ROW]
[ROW][C]32[/C][C]-0.069361[/C][C]-0.5328[/C][C]0.298097[/C][/ROW]
[ROW][C]33[/C][C]-0.109098[/C][C]-0.838[/C][C]0.202706[/C][/ROW]
[ROW][C]34[/C][C]-0.079166[/C][C]-0.6081[/C][C]0.272733[/C][/ROW]
[ROW][C]35[/C][C]-0.012488[/C][C]-0.0959[/C][C]0.461954[/C][/ROW]
[ROW][C]36[/C][C]0.122163[/C][C]0.9384[/C][C]0.175944[/C][/ROW]
[ROW][C]37[/C][C]0.007323[/C][C]0.0563[/C][C]0.477665[/C][/ROW]
[ROW][C]38[/C][C]-0.065425[/C][C]-0.5025[/C][C]0.308579[/C][/ROW]
[ROW][C]39[/C][C]-0.053426[/C][C]-0.4104[/C][C]0.341508[/C][/ROW]
[ROW][C]40[/C][C]0.04827[/C][C]0.3708[/C][C]0.356067[/C][/ROW]
[ROW][C]41[/C][C]0.116617[/C][C]0.8958[/C][C]0.187013[/C][/ROW]
[ROW][C]42[/C][C]0.115264[/C][C]0.8854[/C][C]0.189777[/C][/ROW]
[ROW][C]43[/C][C]-0.017537[/C][C]-0.1347[/C][C]0.446651[/C][/ROW]
[ROW][C]44[/C][C]-0.195796[/C][C]-1.5039[/C][C]0.068966[/C][/ROW]
[ROW][C]45[/C][C]-0.190869[/C][C]-1.4661[/C][C]0.073966[/C][/ROW]
[ROW][C]46[/C][C]-0.076641[/C][C]-0.5887[/C][C]0.279157[/C][/ROW]
[ROW][C]47[/C][C]0.108559[/C][C]0.8339[/C][C]0.203863[/C][/ROW]
[ROW][C]48[/C][C]0.229887[/C][C]1.7658[/C][C]0.041302[/C][/ROW]
[ROW][C]49[/C][C]0.122515[/C][C]0.9411[/C][C]0.175258[/C][/ROW]
[ROW][C]50[/C][C]-0.013286[/C][C]-0.102[/C][C]0.459532[/C][/ROW]
[ROW][C]51[/C][C]-0.103968[/C][C]-0.7986[/C][C]0.213864[/C][/ROW]
[ROW][C]52[/C][C]-0.094883[/C][C]-0.7288[/C][C]0.2345[/C][/ROW]
[ROW][C]53[/C][C]-0.032335[/C][C]-0.2484[/C][C]0.402354[/C][/ROW]
[ROW][C]54[/C][C]0.031033[/C][C]0.2384[/C][C]0.406211[/C][/ROW]
[ROW][C]55[/C][C]0.02886[/C][C]0.2217[/C][C]0.412665[/C][/ROW]
[ROW][C]56[/C][C]0.00748[/C][C]0.0575[/C][C]0.477188[/C][/ROW]
[ROW][C]57[/C][C]0.003186[/C][C]0.0245[/C][C]0.49028[/C][/ROW]
[ROW][C]58[/C][C]0.000532[/C][C]0.0041[/C][C]0.498376[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29100&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29100&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	0.375288	2.8826	0.002747
2	-0.208153	-1.5989	0.057598
3	-0.577943	-4.4393	2e-05
4	-0.449119	-3.4497	0.000521
5	0.002657	0.0204	0.491893
6	0.366432	2.8146	0.003313
7	0.275439	2.1157	0.019301
8	-0.007539	-0.0579	0.47701
9	-0.241749	-1.8569	0.034159
10	-0.192298	-1.4771	0.072487
11	0.049136	0.3774	0.353608
12	0.360722	2.7708	0.003734
13	0.083628	0.6424	0.261564
14	-0.067504	-0.5185	0.303022
15	-0.206104	-1.5831	0.05937
16	-0.119004	-0.9141	0.182197
17	0.018561	0.1426	0.443558
18	0.174088	1.3372	0.093146
19	0.117265	0.9007	0.185698
20	-0.038054	-0.2923	0.385543
21	-0.129528	-0.9949	0.161918
22	-0.102141	-0.7846	0.217925
23	-0.013372	-0.1027	0.459271
24	0.131293	1.0085	0.158671
25	0.014388	0.1105	0.456186
26	-0.040794	-0.3133	0.377562
27	-0.092214	-0.7083	0.24077
28	-0.017221	-0.1323	0.447609
29	0.038171	0.2932	0.385201
30	0.093986	0.7219	0.236598
31	0.074275	0.5705	0.285246
32	-0.069361	-0.5328	0.298097
33	-0.109098	-0.838	0.202706
34	-0.079166	-0.6081	0.272733
35	-0.012488	-0.0959	0.461954
36	0.122163	0.9384	0.175944
37	0.007323	0.0563	0.477665
38	-0.065425	-0.5025	0.308579
39	-0.053426	-0.4104	0.341508
40	0.04827	0.3708	0.356067
41	0.116617	0.8958	0.187013
42	0.115264	0.8854	0.189777
43	-0.017537	-0.1347	0.446651
44	-0.195796	-1.5039	0.068966
45	-0.190869	-1.4661	0.073966
46	-0.076641	-0.5887	0.279157
47	0.108559	0.8339	0.203863
48	0.229887	1.7658	0.041302
49	0.122515	0.9411	0.175258
50	-0.013286	-0.102	0.459532
51	-0.103968	-0.7986	0.213864
52	-0.094883	-0.7288	0.2345
53	-0.032335	-0.2484	0.402354
54	0.031033	0.2384	0.406211
55	0.02886	0.2217	0.412665
56	0.00748	0.0575	0.477188
57	0.003186	0.0245	0.49028
58	0.000532	0.0041	0.498376
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.375288	2.8826	0.002747
2	-0.406205	-3.1201	0.001398
3	-0.439995	-3.3797	0.000646
4	-0.204853	-1.5735	0.060475
5	-0.003737	-0.0287	0.488597
6	0.029786	0.2288	0.409911
7	-0.193785	-1.4885	0.070974
8	-0.119016	-0.9142	0.182172
9	-0.073392	-0.5637	0.287536
10	0.000453	0.0035	0.498617
11	0.028847	0.2216	0.412704
12	0.274182	2.106	0.019733
13	-0.30234	-2.3223	0.011843
14	0.181318	1.3927	0.084463
15	0.099031	0.7607	0.224942
16	0.078517	0.6031	0.274376
17	-0.108702	-0.835	0.203556
18	0.100132	0.7691	0.222442
19	0.091594	0.7035	0.242241
20	-0.076809	-0.59	0.278729
21	0.02901	0.2228	0.41222
22	-0.006517	-0.0501	0.480123
23	-0.067439	-0.518	0.303194
24	-0.069562	-0.5343	0.297565
25	-0.003911	-0.03	0.488069
26	-0.167026	-1.2829	0.102264
27	-0.084673	-0.6504	0.258983
28	-0.026034	-0.2	0.421095
29	-0.013661	-0.1049	0.458393
30	-0.147494	-1.1329	0.130916
31	0.083726	0.6431	0.261322
32	-0.087654	-0.6733	0.251698
33	-0.031684	-0.2434	0.404281
34	-0.030995	-0.2381	0.406324
35	0.008685	0.0667	0.47352
36	0.036272	0.2786	0.390759
37	-0.203226	-1.561	0.061935
38	-0.001584	-0.0122	0.495167
39	0.060753	0.4667	0.321232
40	0.048452	0.3722	0.35555
41	0.039343	0.3022	0.381782
42	0.1	0.7681	0.222742
43	-0.061833	-0.4749	0.318288
44	0.003186	0.0245	0.49028
45	-0.029014	-0.2229	0.412207
46	-0.062513	-0.4802	0.31644
47	-0.093012	-0.7144	0.238887
48	-0.041502	-0.3188	0.375507
49	0.088456	0.6794	0.249756
50	-0.036084	-0.2772	0.39131
51	0.011662	0.0896	0.464464
52	-0.017918	-0.1376	0.445501
53	0.029836	0.2292	0.409763
54	-0.094232	-0.7238	0.236022
55	0.002148	0.0165	0.493445
56	0.075038	0.5764	0.283276
57	-0.04576	-0.3515	0.363237
58	-0.010979	-0.0843	0.466539
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.375288 & 2.8826 & 0.002747 \tabularnewline
2 & -0.406205 & -3.1201 & 0.001398 \tabularnewline
3 & -0.439995 & -3.3797 & 0.000646 \tabularnewline
4 & -0.204853 & -1.5735 & 0.060475 \tabularnewline
5 & -0.003737 & -0.0287 & 0.488597 \tabularnewline
6 & 0.029786 & 0.2288 & 0.409911 \tabularnewline
7 & -0.193785 & -1.4885 & 0.070974 \tabularnewline
8 & -0.119016 & -0.9142 & 0.182172 \tabularnewline
9 & -0.073392 & -0.5637 & 0.287536 \tabularnewline
10 & 0.000453 & 0.0035 & 0.498617 \tabularnewline
11 & 0.028847 & 0.2216 & 0.412704 \tabularnewline
12 & 0.274182 & 2.106 & 0.019733 \tabularnewline
13 & -0.30234 & -2.3223 & 0.011843 \tabularnewline
14 & 0.181318 & 1.3927 & 0.084463 \tabularnewline
15 & 0.099031 & 0.7607 & 0.224942 \tabularnewline
16 & 0.078517 & 0.6031 & 0.274376 \tabularnewline
17 & -0.108702 & -0.835 & 0.203556 \tabularnewline
18 & 0.100132 & 0.7691 & 0.222442 \tabularnewline
19 & 0.091594 & 0.7035 & 0.242241 \tabularnewline
20 & -0.076809 & -0.59 & 0.278729 \tabularnewline
21 & 0.02901 & 0.2228 & 0.41222 \tabularnewline
22 & -0.006517 & -0.0501 & 0.480123 \tabularnewline
23 & -0.067439 & -0.518 & 0.303194 \tabularnewline
24 & -0.069562 & -0.5343 & 0.297565 \tabularnewline
25 & -0.003911 & -0.03 & 0.488069 \tabularnewline
26 & -0.167026 & -1.2829 & 0.102264 \tabularnewline
27 & -0.084673 & -0.6504 & 0.258983 \tabularnewline
28 & -0.026034 & -0.2 & 0.421095 \tabularnewline
29 & -0.013661 & -0.1049 & 0.458393 \tabularnewline
30 & -0.147494 & -1.1329 & 0.130916 \tabularnewline
31 & 0.083726 & 0.6431 & 0.261322 \tabularnewline
32 & -0.087654 & -0.6733 & 0.251698 \tabularnewline
33 & -0.031684 & -0.2434 & 0.404281 \tabularnewline
34 & -0.030995 & -0.2381 & 0.406324 \tabularnewline
35 & 0.008685 & 0.0667 & 0.47352 \tabularnewline
36 & 0.036272 & 0.2786 & 0.390759 \tabularnewline
37 & -0.203226 & -1.561 & 0.061935 \tabularnewline
38 & -0.001584 & -0.0122 & 0.495167 \tabularnewline
39 & 0.060753 & 0.4667 & 0.321232 \tabularnewline
40 & 0.048452 & 0.3722 & 0.35555 \tabularnewline
41 & 0.039343 & 0.3022 & 0.381782 \tabularnewline
42 & 0.1 & 0.7681 & 0.222742 \tabularnewline
43 & -0.061833 & -0.4749 & 0.318288 \tabularnewline
44 & 0.003186 & 0.0245 & 0.49028 \tabularnewline
45 & -0.029014 & -0.2229 & 0.412207 \tabularnewline
46 & -0.062513 & -0.4802 & 0.31644 \tabularnewline
47 & -0.093012 & -0.7144 & 0.238887 \tabularnewline
48 & -0.041502 & -0.3188 & 0.375507 \tabularnewline
49 & 0.088456 & 0.6794 & 0.249756 \tabularnewline
50 & -0.036084 & -0.2772 & 0.39131 \tabularnewline
51 & 0.011662 & 0.0896 & 0.464464 \tabularnewline
52 & -0.017918 & -0.1376 & 0.445501 \tabularnewline
53 & 0.029836 & 0.2292 & 0.409763 \tabularnewline
54 & -0.094232 & -0.7238 & 0.236022 \tabularnewline
55 & 0.002148 & 0.0165 & 0.493445 \tabularnewline
56 & 0.075038 & 0.5764 & 0.283276 \tabularnewline
57 & -0.04576 & -0.3515 & 0.363237 \tabularnewline
58 & -0.010979 & -0.0843 & 0.466539 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29100&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]0.375288[/C][C]2.8826[/C][C]0.002747[/C][/ROW]
[ROW][C]2[/C][C]-0.406205[/C][C]-3.1201[/C][C]0.001398[/C][/ROW]
[ROW][C]3[/C][C]-0.439995[/C][C]-3.3797[/C][C]0.000646[/C][/ROW]
[ROW][C]4[/C][C]-0.204853[/C][C]-1.5735[/C][C]0.060475[/C][/ROW]
[ROW][C]5[/C][C]-0.003737[/C][C]-0.0287[/C][C]0.488597[/C][/ROW]
[ROW][C]6[/C][C]0.029786[/C][C]0.2288[/C][C]0.409911[/C][/ROW]
[ROW][C]7[/C][C]-0.193785[/C][C]-1.4885[/C][C]0.070974[/C][/ROW]
[ROW][C]8[/C][C]-0.119016[/C][C]-0.9142[/C][C]0.182172[/C][/ROW]
[ROW][C]9[/C][C]-0.073392[/C][C]-0.5637[/C][C]0.287536[/C][/ROW]
[ROW][C]10[/C][C]0.000453[/C][C]0.0035[/C][C]0.498617[/C][/ROW]
[ROW][C]11[/C][C]0.028847[/C][C]0.2216[/C][C]0.412704[/C][/ROW]
[ROW][C]12[/C][C]0.274182[/C][C]2.106[/C][C]0.019733[/C][/ROW]
[ROW][C]13[/C][C]-0.30234[/C][C]-2.3223[/C][C]0.011843[/C][/ROW]
[ROW][C]14[/C][C]0.181318[/C][C]1.3927[/C][C]0.084463[/C][/ROW]
[ROW][C]15[/C][C]0.099031[/C][C]0.7607[/C][C]0.224942[/C][/ROW]
[ROW][C]16[/C][C]0.078517[/C][C]0.6031[/C][C]0.274376[/C][/ROW]
[ROW][C]17[/C][C]-0.108702[/C][C]-0.835[/C][C]0.203556[/C][/ROW]
[ROW][C]18[/C][C]0.100132[/C][C]0.7691[/C][C]0.222442[/C][/ROW]
[ROW][C]19[/C][C]0.091594[/C][C]0.7035[/C][C]0.242241[/C][/ROW]
[ROW][C]20[/C][C]-0.076809[/C][C]-0.59[/C][C]0.278729[/C][/ROW]
[ROW][C]21[/C][C]0.02901[/C][C]0.2228[/C][C]0.41222[/C][/ROW]
[ROW][C]22[/C][C]-0.006517[/C][C]-0.0501[/C][C]0.480123[/C][/ROW]
[ROW][C]23[/C][C]-0.067439[/C][C]-0.518[/C][C]0.303194[/C][/ROW]
[ROW][C]24[/C][C]-0.069562[/C][C]-0.5343[/C][C]0.297565[/C][/ROW]
[ROW][C]25[/C][C]-0.003911[/C][C]-0.03[/C][C]0.488069[/C][/ROW]
[ROW][C]26[/C][C]-0.167026[/C][C]-1.2829[/C][C]0.102264[/C][/ROW]
[ROW][C]27[/C][C]-0.084673[/C][C]-0.6504[/C][C]0.258983[/C][/ROW]
[ROW][C]28[/C][C]-0.026034[/C][C]-0.2[/C][C]0.421095[/C][/ROW]
[ROW][C]29[/C][C]-0.013661[/C][C]-0.1049[/C][C]0.458393[/C][/ROW]
[ROW][C]30[/C][C]-0.147494[/C][C]-1.1329[/C][C]0.130916[/C][/ROW]
[ROW][C]31[/C][C]0.083726[/C][C]0.6431[/C][C]0.261322[/C][/ROW]
[ROW][C]32[/C][C]-0.087654[/C][C]-0.6733[/C][C]0.251698[/C][/ROW]
[ROW][C]33[/C][C]-0.031684[/C][C]-0.2434[/C][C]0.404281[/C][/ROW]
[ROW][C]34[/C][C]-0.030995[/C][C]-0.2381[/C][C]0.406324[/C][/ROW]
[ROW][C]35[/C][C]0.008685[/C][C]0.0667[/C][C]0.47352[/C][/ROW]
[ROW][C]36[/C][C]0.036272[/C][C]0.2786[/C][C]0.390759[/C][/ROW]
[ROW][C]37[/C][C]-0.203226[/C][C]-1.561[/C][C]0.061935[/C][/ROW]
[ROW][C]38[/C][C]-0.001584[/C][C]-0.0122[/C][C]0.495167[/C][/ROW]
[ROW][C]39[/C][C]0.060753[/C][C]0.4667[/C][C]0.321232[/C][/ROW]
[ROW][C]40[/C][C]0.048452[/C][C]0.3722[/C][C]0.35555[/C][/ROW]
[ROW][C]41[/C][C]0.039343[/C][C]0.3022[/C][C]0.381782[/C][/ROW]
[ROW][C]42[/C][C]0.1[/C][C]0.7681[/C][C]0.222742[/C][/ROW]
[ROW][C]43[/C][C]-0.061833[/C][C]-0.4749[/C][C]0.318288[/C][/ROW]
[ROW][C]44[/C][C]0.003186[/C][C]0.0245[/C][C]0.49028[/C][/ROW]
[ROW][C]45[/C][C]-0.029014[/C][C]-0.2229[/C][C]0.412207[/C][/ROW]
[ROW][C]46[/C][C]-0.062513[/C][C]-0.4802[/C][C]0.31644[/C][/ROW]
[ROW][C]47[/C][C]-0.093012[/C][C]-0.7144[/C][C]0.238887[/C][/ROW]
[ROW][C]48[/C][C]-0.041502[/C][C]-0.3188[/C][C]0.375507[/C][/ROW]
[ROW][C]49[/C][C]0.088456[/C][C]0.6794[/C][C]0.249756[/C][/ROW]
[ROW][C]50[/C][C]-0.036084[/C][C]-0.2772[/C][C]0.39131[/C][/ROW]
[ROW][C]51[/C][C]0.011662[/C][C]0.0896[/C][C]0.464464[/C][/ROW]
[ROW][C]52[/C][C]-0.017918[/C][C]-0.1376[/C][C]0.445501[/C][/ROW]
[ROW][C]53[/C][C]0.029836[/C][C]0.2292[/C][C]0.409763[/C][/ROW]
[ROW][C]54[/C][C]-0.094232[/C][C]-0.7238[/C][C]0.236022[/C][/ROW]
[ROW][C]55[/C][C]0.002148[/C][C]0.0165[/C][C]0.493445[/C][/ROW]
[ROW][C]56[/C][C]0.075038[/C][C]0.5764[/C][C]0.283276[/C][/ROW]
[ROW][C]57[/C][C]-0.04576[/C][C]-0.3515[/C][C]0.363237[/C][/ROW]
[ROW][C]58[/C][C]-0.010979[/C][C]-0.0843[/C][C]0.466539[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29100&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29100&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	0.375288	2.8826	0.002747
2	-0.406205	-3.1201	0.001398
3	-0.439995	-3.3797	0.000646
4	-0.204853	-1.5735	0.060475
5	-0.003737	-0.0287	0.488597
6	0.029786	0.2288	0.409911
7	-0.193785	-1.4885	0.070974
8	-0.119016	-0.9142	0.182172
9	-0.073392	-0.5637	0.287536
10	0.000453	0.0035	0.498617
11	0.028847	0.2216	0.412704
12	0.274182	2.106	0.019733
13	-0.30234	-2.3223	0.011843
14	0.181318	1.3927	0.084463
15	0.099031	0.7607	0.224942
16	0.078517	0.6031	0.274376
17	-0.108702	-0.835	0.203556
18	0.100132	0.7691	0.222442
19	0.091594	0.7035	0.242241
20	-0.076809	-0.59	0.278729
21	0.02901	0.2228	0.41222
22	-0.006517	-0.0501	0.480123
23	-0.067439	-0.518	0.303194
24	-0.069562	-0.5343	0.297565
25	-0.003911	-0.03	0.488069
26	-0.167026	-1.2829	0.102264
27	-0.084673	-0.6504	0.258983
28	-0.026034	-0.2	0.421095
29	-0.013661	-0.1049	0.458393
30	-0.147494	-1.1329	0.130916
31	0.083726	0.6431	0.261322
32	-0.087654	-0.6733	0.251698
33	-0.031684	-0.2434	0.404281
34	-0.030995	-0.2381	0.406324
35	0.008685	0.0667	0.47352
36	0.036272	0.2786	0.390759
37	-0.203226	-1.561	0.061935
38	-0.001584	-0.0122	0.495167
39	0.060753	0.4667	0.321232
40	0.048452	0.3722	0.35555
41	0.039343	0.3022	0.381782
42	0.1	0.7681	0.222742
43	-0.061833	-0.4749	0.318288
44	0.003186	0.0245	0.49028
45	-0.029014	-0.2229	0.412207
46	-0.062513	-0.4802	0.31644
47	-0.093012	-0.7144	0.238887
48	-0.041502	-0.3188	0.375507
49	0.088456	0.6794	0.249756
50	-0.036084	-0.2772	0.39131
51	0.011662	0.0896	0.464464
52	-0.017918	-0.1376	0.445501
53	0.029836	0.2292	0.409763
54	-0.094232	-0.7238	0.236022
55	0.002148	0.0165	0.493445
56	0.075038	0.5764	0.283276
57	-0.04576	-0.3515	0.363237
58	-0.010979	-0.0843	0.466539
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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