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Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 05 Dec 2008 02:55:25 -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/t1228470979mutx47j43glas2l.htm/, Retrieved Thu, 16 May 2024 17:44:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29101, Retrieved Thu, 16 May 2024 17:44:43 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

207

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] [fe7291e888d31b8c4db0b24d6c0f75c6]
-   P               [(Partial) Autocorrelation Function] [] [2008-12-05 09:55:25] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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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	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=29101&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=29101&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29101&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	0.822063	5.6954	0
2	0.583023	4.0393	9.6e-05
3	0.395438	2.7397	0.004304
4	0.311104	2.1554	0.018088
5	0.365564	2.5327	0.007321
6	0.458108	3.1739	0.001313
7	0.494964	3.4292	0.000626
8	0.452945	3.1381	0.001453
9	0.334758	2.3193	0.012341
10	0.240606	1.667	0.051017
11	0.213651	1.4802	0.072675
12	0.213439	1.4788	0.07287
13	0.201041	1.3929	0.085041
14	0.148697	1.0302	0.15404
15	0.062839	0.4354	0.332627
16	-0.001523	-0.0106	0.495811
17	-0.042019	-0.2911	0.386108
18	-0.045108	-0.3125	0.378
19	-0.04295	-0.2976	0.383659
20	-0.085647	-0.5934	0.277857
21	-0.155425	-1.0768	0.143473
22	-0.244838	-1.6963	0.048155
23	-0.289904	-2.0085	0.025117
24	-0.307041	-2.1272	0.019283
25	-0.29642	-2.0537	0.022739
26	-0.294093	-2.0375	0.023565
27	-0.325279	-2.2536	0.014413
28	-0.338863	-2.3477	0.01153
29	-0.31927	-2.212	0.015881
30	-0.262949	-1.8218	0.037363
31	-0.184115	-1.2756	0.104121
32	-0.165708	-1.1481	0.128318
33	-0.19554	-1.3547	0.090921
34	-0.239421	-1.6588	0.051843
35	-0.316139	-2.1903	0.016697
36	-0.345464	-2.3934	0.010325
37	-0.284741	-1.9727	0.02715
38	-0.204045	-1.4137	0.081956
39	-0.11878	-0.8229	0.207309
40	-0.088016	-0.6098	0.272437
41	-0.100245	-0.6945	0.245352
42	-0.125677	-0.8707	0.194122
43	-0.148908	-1.0317	0.153699
44	-0.129655	-0.8983	0.186762
45	-0.069101	-0.4787	0.317146
46	-0.029198	-0.2023	0.420273
47	-0.002158	-0.015	0.494066
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 & 0.822063 & 5.6954 & 0 \tabularnewline
2 & 0.583023 & 4.0393 & 9.6e-05 \tabularnewline
3 & 0.395438 & 2.7397 & 0.004304 \tabularnewline
4 & 0.311104 & 2.1554 & 0.018088 \tabularnewline
5 & 0.365564 & 2.5327 & 0.007321 \tabularnewline
6 & 0.458108 & 3.1739 & 0.001313 \tabularnewline
7 & 0.494964 & 3.4292 & 0.000626 \tabularnewline
8 & 0.452945 & 3.1381 & 0.001453 \tabularnewline
9 & 0.334758 & 2.3193 & 0.012341 \tabularnewline
10 & 0.240606 & 1.667 & 0.051017 \tabularnewline
11 & 0.213651 & 1.4802 & 0.072675 \tabularnewline
12 & 0.213439 & 1.4788 & 0.07287 \tabularnewline
13 & 0.201041 & 1.3929 & 0.085041 \tabularnewline
14 & 0.148697 & 1.0302 & 0.15404 \tabularnewline
15 & 0.062839 & 0.4354 & 0.332627 \tabularnewline
16 & -0.001523 & -0.0106 & 0.495811 \tabularnewline
17 & -0.042019 & -0.2911 & 0.386108 \tabularnewline
18 & -0.045108 & -0.3125 & 0.378 \tabularnewline
19 & -0.04295 & -0.2976 & 0.383659 \tabularnewline
20 & -0.085647 & -0.5934 & 0.277857 \tabularnewline
21 & -0.155425 & -1.0768 & 0.143473 \tabularnewline
22 & -0.244838 & -1.6963 & 0.048155 \tabularnewline
23 & -0.289904 & -2.0085 & 0.025117 \tabularnewline
24 & -0.307041 & -2.1272 & 0.019283 \tabularnewline
25 & -0.29642 & -2.0537 & 0.022739 \tabularnewline
26 & -0.294093 & -2.0375 & 0.023565 \tabularnewline
27 & -0.325279 & -2.2536 & 0.014413 \tabularnewline
28 & -0.338863 & -2.3477 & 0.01153 \tabularnewline
29 & -0.31927 & -2.212 & 0.015881 \tabularnewline
30 & -0.262949 & -1.8218 & 0.037363 \tabularnewline
31 & -0.184115 & -1.2756 & 0.104121 \tabularnewline
32 & -0.165708 & -1.1481 & 0.128318 \tabularnewline
33 & -0.19554 & -1.3547 & 0.090921 \tabularnewline
34 & -0.239421 & -1.6588 & 0.051843 \tabularnewline
35 & -0.316139 & -2.1903 & 0.016697 \tabularnewline
36 & -0.345464 & -2.3934 & 0.010325 \tabularnewline
37 & -0.284741 & -1.9727 & 0.02715 \tabularnewline
38 & -0.204045 & -1.4137 & 0.081956 \tabularnewline
39 & -0.11878 & -0.8229 & 0.207309 \tabularnewline
40 & -0.088016 & -0.6098 & 0.272437 \tabularnewline
41 & -0.100245 & -0.6945 & 0.245352 \tabularnewline
42 & -0.125677 & -0.8707 & 0.194122 \tabularnewline
43 & -0.148908 & -1.0317 & 0.153699 \tabularnewline
44 & -0.129655 & -0.8983 & 0.186762 \tabularnewline
45 & -0.069101 & -0.4787 & 0.317146 \tabularnewline
46 & -0.029198 & -0.2023 & 0.420273 \tabularnewline
47 & -0.002158 & -0.015 & 0.494066 \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29101&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]0.822063[/C][C]5.6954[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.583023[/C][C]4.0393[/C][C]9.6e-05[/C][/ROW]
[ROW][C]3[/C][C]0.395438[/C][C]2.7397[/C][C]0.004304[/C][/ROW]
[ROW][C]4[/C][C]0.311104[/C][C]2.1554[/C][C]0.018088[/C][/ROW]
[ROW][C]5[/C][C]0.365564[/C][C]2.5327[/C][C]0.007321[/C][/ROW]
[ROW][C]6[/C][C]0.458108[/C][C]3.1739[/C][C]0.001313[/C][/ROW]
[ROW][C]7[/C][C]0.494964[/C][C]3.4292[/C][C]0.000626[/C][/ROW]
[ROW][C]8[/C][C]0.452945[/C][C]3.1381[/C][C]0.001453[/C][/ROW]
[ROW][C]9[/C][C]0.334758[/C][C]2.3193[/C][C]0.012341[/C][/ROW]
[ROW][C]10[/C][C]0.240606[/C][C]1.667[/C][C]0.051017[/C][/ROW]
[ROW][C]11[/C][C]0.213651[/C][C]1.4802[/C][C]0.072675[/C][/ROW]
[ROW][C]12[/C][C]0.213439[/C][C]1.4788[/C][C]0.07287[/C][/ROW]
[ROW][C]13[/C][C]0.201041[/C][C]1.3929[/C][C]0.085041[/C][/ROW]
[ROW][C]14[/C][C]0.148697[/C][C]1.0302[/C][C]0.15404[/C][/ROW]
[ROW][C]15[/C][C]0.062839[/C][C]0.4354[/C][C]0.332627[/C][/ROW]
[ROW][C]16[/C][C]-0.001523[/C][C]-0.0106[/C][C]0.495811[/C][/ROW]
[ROW][C]17[/C][C]-0.042019[/C][C]-0.2911[/C][C]0.386108[/C][/ROW]
[ROW][C]18[/C][C]-0.045108[/C][C]-0.3125[/C][C]0.378[/C][/ROW]
[ROW][C]19[/C][C]-0.04295[/C][C]-0.2976[/C][C]0.383659[/C][/ROW]
[ROW][C]20[/C][C]-0.085647[/C][C]-0.5934[/C][C]0.277857[/C][/ROW]
[ROW][C]21[/C][C]-0.155425[/C][C]-1.0768[/C][C]0.143473[/C][/ROW]
[ROW][C]22[/C][C]-0.244838[/C][C]-1.6963[/C][C]0.048155[/C][/ROW]
[ROW][C]23[/C][C]-0.289904[/C][C]-2.0085[/C][C]0.025117[/C][/ROW]
[ROW][C]24[/C][C]-0.307041[/C][C]-2.1272[/C][C]0.019283[/C][/ROW]
[ROW][C]25[/C][C]-0.29642[/C][C]-2.0537[/C][C]0.022739[/C][/ROW]
[ROW][C]26[/C][C]-0.294093[/C][C]-2.0375[/C][C]0.023565[/C][/ROW]
[ROW][C]27[/C][C]-0.325279[/C][C]-2.2536[/C][C]0.014413[/C][/ROW]
[ROW][C]28[/C][C]-0.338863[/C][C]-2.3477[/C][C]0.01153[/C][/ROW]
[ROW][C]29[/C][C]-0.31927[/C][C]-2.212[/C][C]0.015881[/C][/ROW]
[ROW][C]30[/C][C]-0.262949[/C][C]-1.8218[/C][C]0.037363[/C][/ROW]
[ROW][C]31[/C][C]-0.184115[/C][C]-1.2756[/C][C]0.104121[/C][/ROW]
[ROW][C]32[/C][C]-0.165708[/C][C]-1.1481[/C][C]0.128318[/C][/ROW]
[ROW][C]33[/C][C]-0.19554[/C][C]-1.3547[/C][C]0.090921[/C][/ROW]
[ROW][C]34[/C][C]-0.239421[/C][C]-1.6588[/C][C]0.051843[/C][/ROW]
[ROW][C]35[/C][C]-0.316139[/C][C]-2.1903[/C][C]0.016697[/C][/ROW]
[ROW][C]36[/C][C]-0.345464[/C][C]-2.3934[/C][C]0.010325[/C][/ROW]
[ROW][C]37[/C][C]-0.284741[/C][C]-1.9727[/C][C]0.02715[/C][/ROW]
[ROW][C]38[/C][C]-0.204045[/C][C]-1.4137[/C][C]0.081956[/C][/ROW]
[ROW][C]39[/C][C]-0.11878[/C][C]-0.8229[/C][C]0.207309[/C][/ROW]
[ROW][C]40[/C][C]-0.088016[/C][C]-0.6098[/C][C]0.272437[/C][/ROW]
[ROW][C]41[/C][C]-0.100245[/C][C]-0.6945[/C][C]0.245352[/C][/ROW]
[ROW][C]42[/C][C]-0.125677[/C][C]-0.8707[/C][C]0.194122[/C][/ROW]
[ROW][C]43[/C][C]-0.148908[/C][C]-1.0317[/C][C]0.153699[/C][/ROW]
[ROW][C]44[/C][C]-0.129655[/C][C]-0.8983[/C][C]0.186762[/C][/ROW]
[ROW][C]45[/C][C]-0.069101[/C][C]-0.4787[/C][C]0.317146[/C][/ROW]
[ROW][C]46[/C][C]-0.029198[/C][C]-0.2023[/C][C]0.420273[/C][/ROW]
[ROW][C]47[/C][C]-0.002158[/C][C]-0.015[/C][C]0.494066[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=29101&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29101&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	0.822063	5.6954	0
2	0.583023	4.0393	9.6e-05
3	0.395438	2.7397	0.004304
4	0.311104	2.1554	0.018088
5	0.365564	2.5327	0.007321
6	0.458108	3.1739	0.001313
7	0.494964	3.4292	0.000626
8	0.452945	3.1381	0.001453
9	0.334758	2.3193	0.012341
10	0.240606	1.667	0.051017
11	0.213651	1.4802	0.072675
12	0.213439	1.4788	0.07287
13	0.201041	1.3929	0.085041
14	0.148697	1.0302	0.15404
15	0.062839	0.4354	0.332627
16	-0.001523	-0.0106	0.495811
17	-0.042019	-0.2911	0.386108
18	-0.045108	-0.3125	0.378
19	-0.04295	-0.2976	0.383659
20	-0.085647	-0.5934	0.277857
21	-0.155425	-1.0768	0.143473
22	-0.244838	-1.6963	0.048155
23	-0.289904	-2.0085	0.025117
24	-0.307041	-2.1272	0.019283
25	-0.29642	-2.0537	0.022739
26	-0.294093	-2.0375	0.023565
27	-0.325279	-2.2536	0.014413
28	-0.338863	-2.3477	0.01153
29	-0.31927	-2.212	0.015881
30	-0.262949	-1.8218	0.037363
31	-0.184115	-1.2756	0.104121
32	-0.165708	-1.1481	0.128318
33	-0.19554	-1.3547	0.090921
34	-0.239421	-1.6588	0.051843
35	-0.316139	-2.1903	0.016697
36	-0.345464	-2.3934	0.010325
37	-0.284741	-1.9727	0.02715
38	-0.204045	-1.4137	0.081956
39	-0.11878	-0.8229	0.207309
40	-0.088016	-0.6098	0.272437
41	-0.100245	-0.6945	0.245352
42	-0.125677	-0.8707	0.194122
43	-0.148908	-1.0317	0.153699
44	-0.129655	-0.8983	0.186762
45	-0.069101	-0.4787	0.317146
46	-0.029198	-0.2023	0.420273
47	-0.002158	-0.015	0.494066
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.822063	5.6954	0
2	-0.286125	-1.9823	0.026591
3	0.047821	0.3313	0.370925
4	0.150135	1.0402	0.151737
5	0.310752	2.153	0.018188
6	0.090108	0.6243	0.267698
7	-0.018978	-0.1315	0.447971
8	-0.024119	-0.1671	0.433996
9	-0.089286	-0.6186	0.269554
10	0.08138	0.5638	0.287752
11	0.037231	0.2579	0.398777
12	-0.095799	-0.6637	0.255025
13	-0.133452	-0.9246	0.179904
14	-0.091715	-0.6354	0.264086
15	-0.054374	-0.3767	0.354024
16	0.013879	0.0962	0.461898
17	-0.086253	-0.5976	0.276464
18	-0.028995	-0.2009	0.42082
19	-0.06668	-0.462	0.323095
20	-0.098945	-0.6855	0.24816
21	-0.038093	-0.2639	0.396487
22	-0.117667	-0.8152	0.209486
23	0.037165	0.2575	0.398951
24	-0.129756	-0.899	0.186577
25	0.01157	0.0802	0.468222
26	-0.078334	-0.5427	0.294919
27	-0.056786	-0.3934	0.347875
28	0.122234	0.8469	0.200637
29	0.091206	0.6319	0.265228
30	0.128163	0.8879	0.189502
31	0.09557	0.6621	0.255528
32	-0.063198	-0.4378	0.331731
33	0.047403	0.3284	0.372013
34	0.049082	0.34	0.367652
35	-0.196255	-1.3597	0.09014
36	-0.066704	-0.4621	0.323036
37	0.046155	0.3198	0.375264
38	-0.025311	-0.1754	0.430768
39	0.023425	0.1623	0.435878
40	-0.056334	-0.3903	0.349024
41	0.024445	0.1694	0.433113
42	-0.07183	-0.4976	0.310502
43	0.001696	0.0118	0.495336
44	-0.011435	-0.0792	0.468593
45	0.020313	0.1407	0.444336
46	-0.089276	-0.6185	0.269578
47	0.014609	0.1012	0.4599
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 & 0.822063 & 5.6954 & 0 \tabularnewline
2 & -0.286125 & -1.9823 & 0.026591 \tabularnewline
3 & 0.047821 & 0.3313 & 0.370925 \tabularnewline
4 & 0.150135 & 1.0402 & 0.151737 \tabularnewline
5 & 0.310752 & 2.153 & 0.018188 \tabularnewline
6 & 0.090108 & 0.6243 & 0.267698 \tabularnewline
7 & -0.018978 & -0.1315 & 0.447971 \tabularnewline
8 & -0.024119 & -0.1671 & 0.433996 \tabularnewline
9 & -0.089286 & -0.6186 & 0.269554 \tabularnewline
10 & 0.08138 & 0.5638 & 0.287752 \tabularnewline
11 & 0.037231 & 0.2579 & 0.398777 \tabularnewline
12 & -0.095799 & -0.6637 & 0.255025 \tabularnewline
13 & -0.133452 & -0.9246 & 0.179904 \tabularnewline
14 & -0.091715 & -0.6354 & 0.264086 \tabularnewline
15 & -0.054374 & -0.3767 & 0.354024 \tabularnewline
16 & 0.013879 & 0.0962 & 0.461898 \tabularnewline
17 & -0.086253 & -0.5976 & 0.276464 \tabularnewline
18 & -0.028995 & -0.2009 & 0.42082 \tabularnewline
19 & -0.06668 & -0.462 & 0.323095 \tabularnewline
20 & -0.098945 & -0.6855 & 0.24816 \tabularnewline
21 & -0.038093 & -0.2639 & 0.396487 \tabularnewline
22 & -0.117667 & -0.8152 & 0.209486 \tabularnewline
23 & 0.037165 & 0.2575 & 0.398951 \tabularnewline
24 & -0.129756 & -0.899 & 0.186577 \tabularnewline
25 & 0.01157 & 0.0802 & 0.468222 \tabularnewline
26 & -0.078334 & -0.5427 & 0.294919 \tabularnewline
27 & -0.056786 & -0.3934 & 0.347875 \tabularnewline
28 & 0.122234 & 0.8469 & 0.200637 \tabularnewline
29 & 0.091206 & 0.6319 & 0.265228 \tabularnewline
30 & 0.128163 & 0.8879 & 0.189502 \tabularnewline
31 & 0.09557 & 0.6621 & 0.255528 \tabularnewline
32 & -0.063198 & -0.4378 & 0.331731 \tabularnewline
33 & 0.047403 & 0.3284 & 0.372013 \tabularnewline
34 & 0.049082 & 0.34 & 0.367652 \tabularnewline
35 & -0.196255 & -1.3597 & 0.09014 \tabularnewline
36 & -0.066704 & -0.4621 & 0.323036 \tabularnewline
37 & 0.046155 & 0.3198 & 0.375264 \tabularnewline
38 & -0.025311 & -0.1754 & 0.430768 \tabularnewline
39 & 0.023425 & 0.1623 & 0.435878 \tabularnewline
40 & -0.056334 & -0.3903 & 0.349024 \tabularnewline
41 & 0.024445 & 0.1694 & 0.433113 \tabularnewline
42 & -0.07183 & -0.4976 & 0.310502 \tabularnewline
43 & 0.001696 & 0.0118 & 0.495336 \tabularnewline
44 & -0.011435 & -0.0792 & 0.468593 \tabularnewline
45 & 0.020313 & 0.1407 & 0.444336 \tabularnewline
46 & -0.089276 & -0.6185 & 0.269578 \tabularnewline
47 & 0.014609 & 0.1012 & 0.4599 \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29101&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]0.822063[/C][C]5.6954[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.286125[/C][C]-1.9823[/C][C]0.026591[/C][/ROW]
[ROW][C]3[/C][C]0.047821[/C][C]0.3313[/C][C]0.370925[/C][/ROW]
[ROW][C]4[/C][C]0.150135[/C][C]1.0402[/C][C]0.151737[/C][/ROW]
[ROW][C]5[/C][C]0.310752[/C][C]2.153[/C][C]0.018188[/C][/ROW]
[ROW][C]6[/C][C]0.090108[/C][C]0.6243[/C][C]0.267698[/C][/ROW]
[ROW][C]7[/C][C]-0.018978[/C][C]-0.1315[/C][C]0.447971[/C][/ROW]
[ROW][C]8[/C][C]-0.024119[/C][C]-0.1671[/C][C]0.433996[/C][/ROW]
[ROW][C]9[/C][C]-0.089286[/C][C]-0.6186[/C][C]0.269554[/C][/ROW]
[ROW][C]10[/C][C]0.08138[/C][C]0.5638[/C][C]0.287752[/C][/ROW]
[ROW][C]11[/C][C]0.037231[/C][C]0.2579[/C][C]0.398777[/C][/ROW]
[ROW][C]12[/C][C]-0.095799[/C][C]-0.6637[/C][C]0.255025[/C][/ROW]
[ROW][C]13[/C][C]-0.133452[/C][C]-0.9246[/C][C]0.179904[/C][/ROW]
[ROW][C]14[/C][C]-0.091715[/C][C]-0.6354[/C][C]0.264086[/C][/ROW]
[ROW][C]15[/C][C]-0.054374[/C][C]-0.3767[/C][C]0.354024[/C][/ROW]
[ROW][C]16[/C][C]0.013879[/C][C]0.0962[/C][C]0.461898[/C][/ROW]
[ROW][C]17[/C][C]-0.086253[/C][C]-0.5976[/C][C]0.276464[/C][/ROW]
[ROW][C]18[/C][C]-0.028995[/C][C]-0.2009[/C][C]0.42082[/C][/ROW]
[ROW][C]19[/C][C]-0.06668[/C][C]-0.462[/C][C]0.323095[/C][/ROW]
[ROW][C]20[/C][C]-0.098945[/C][C]-0.6855[/C][C]0.24816[/C][/ROW]
[ROW][C]21[/C][C]-0.038093[/C][C]-0.2639[/C][C]0.396487[/C][/ROW]
[ROW][C]22[/C][C]-0.117667[/C][C]-0.8152[/C][C]0.209486[/C][/ROW]
[ROW][C]23[/C][C]0.037165[/C][C]0.2575[/C][C]0.398951[/C][/ROW]
[ROW][C]24[/C][C]-0.129756[/C][C]-0.899[/C][C]0.186577[/C][/ROW]
[ROW][C]25[/C][C]0.01157[/C][C]0.0802[/C][C]0.468222[/C][/ROW]
[ROW][C]26[/C][C]-0.078334[/C][C]-0.5427[/C][C]0.294919[/C][/ROW]
[ROW][C]27[/C][C]-0.056786[/C][C]-0.3934[/C][C]0.347875[/C][/ROW]
[ROW][C]28[/C][C]0.122234[/C][C]0.8469[/C][C]0.200637[/C][/ROW]
[ROW][C]29[/C][C]0.091206[/C][C]0.6319[/C][C]0.265228[/C][/ROW]
[ROW][C]30[/C][C]0.128163[/C][C]0.8879[/C][C]0.189502[/C][/ROW]
[ROW][C]31[/C][C]0.09557[/C][C]0.6621[/C][C]0.255528[/C][/ROW]
[ROW][C]32[/C][C]-0.063198[/C][C]-0.4378[/C][C]0.331731[/C][/ROW]
[ROW][C]33[/C][C]0.047403[/C][C]0.3284[/C][C]0.372013[/C][/ROW]
[ROW][C]34[/C][C]0.049082[/C][C]0.34[/C][C]0.367652[/C][/ROW]
[ROW][C]35[/C][C]-0.196255[/C][C]-1.3597[/C][C]0.09014[/C][/ROW]
[ROW][C]36[/C][C]-0.066704[/C][C]-0.4621[/C][C]0.323036[/C][/ROW]
[ROW][C]37[/C][C]0.046155[/C][C]0.3198[/C][C]0.375264[/C][/ROW]
[ROW][C]38[/C][C]-0.025311[/C][C]-0.1754[/C][C]0.430768[/C][/ROW]
[ROW][C]39[/C][C]0.023425[/C][C]0.1623[/C][C]0.435878[/C][/ROW]
[ROW][C]40[/C][C]-0.056334[/C][C]-0.3903[/C][C]0.349024[/C][/ROW]
[ROW][C]41[/C][C]0.024445[/C][C]0.1694[/C][C]0.433113[/C][/ROW]
[ROW][C]42[/C][C]-0.07183[/C][C]-0.4976[/C][C]0.310502[/C][/ROW]
[ROW][C]43[/C][C]0.001696[/C][C]0.0118[/C][C]0.495336[/C][/ROW]
[ROW][C]44[/C][C]-0.011435[/C][C]-0.0792[/C][C]0.468593[/C][/ROW]
[ROW][C]45[/C][C]0.020313[/C][C]0.1407[/C][C]0.444336[/C][/ROW]
[ROW][C]46[/C][C]-0.089276[/C][C]-0.6185[/C][C]0.269578[/C][/ROW]
[ROW][C]47[/C][C]0.014609[/C][C]0.1012[/C][C]0.4599[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=29101&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29101&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	0.822063	5.6954	0
2	-0.286125	-1.9823	0.026591
3	0.047821	0.3313	0.370925
4	0.150135	1.0402	0.151737
5	0.310752	2.153	0.018188
6	0.090108	0.6243	0.267698
7	-0.018978	-0.1315	0.447971
8	-0.024119	-0.1671	0.433996
9	-0.089286	-0.6186	0.269554
10	0.08138	0.5638	0.287752
11	0.037231	0.2579	0.398777
12	-0.095799	-0.6637	0.255025
13	-0.133452	-0.9246	0.179904
14	-0.091715	-0.6354	0.264086
15	-0.054374	-0.3767	0.354024
16	0.013879	0.0962	0.461898
17	-0.086253	-0.5976	0.276464
18	-0.028995	-0.2009	0.42082
19	-0.06668	-0.462	0.323095
20	-0.098945	-0.6855	0.24816
21	-0.038093	-0.2639	0.396487
22	-0.117667	-0.8152	0.209486
23	0.037165	0.2575	0.398951
24	-0.129756	-0.899	0.186577
25	0.01157	0.0802	0.468222
26	-0.078334	-0.5427	0.294919
27	-0.056786	-0.3934	0.347875
28	0.122234	0.8469	0.200637
29	0.091206	0.6319	0.265228
30	0.128163	0.8879	0.189502
31	0.09557	0.6621	0.255528
32	-0.063198	-0.4378	0.331731
33	0.047403	0.3284	0.372013
34	0.049082	0.34	0.367652
35	-0.196255	-1.3597	0.09014
36	-0.066704	-0.4621	0.323036
37	0.046155	0.3198	0.375264
38	-0.025311	-0.1754	0.430768
39	0.023425	0.1623	0.435878
40	-0.056334	-0.3903	0.349024
41	0.024445	0.1694	0.433113
42	-0.07183	-0.4976	0.310502
43	0.001696	0.0118	0.495336
44	-0.011435	-0.0792	0.468593
45	0.020313	0.1407	0.444336
46	-0.089276	-0.6185	0.269578
47	0.014609	0.1012	0.4599
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 = 0 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

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