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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

Sun, 07 Dec 2008 07:59:20 -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/07/t1228661986vbw5tu6siqoscc5.htm/, Retrieved Wed, 22 May 2024 18:21:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30039, Retrieved Wed, 22 May 2024 18:21:03 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

222

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RMPD  [Standard Deviation-Mean Plot] [Q5] [2008-11-29 20:10:39] [57fa5e3679c393aa19449b2f1be9928b]
-   P     [Standard Deviation-Mean Plot] [Q5] [2008-11-29 20:18:39] [57fa5e3679c393aa19449b2f1be9928b]
- RM        [Variance Reduction Matrix] [Q6 Variance] [2008-11-29 20:25:29] [57fa5e3679c393aa19449b2f1be9928b]
- RM          [(Partial) Autocorrelation Function] [Q6 ACF] [2008-11-29 20:35:57] [57fa5e3679c393aa19449b2f1be9928b]
-               [(Partial) Autocorrelation Function] [Q6 aangepaste ACF] [2008-11-29 20:44:03] [57fa5e3679c393aa19449b2f1be9928b]
- RM D            [Cross Correlation Function] [Q7] [2008-11-29 20:55:14] [57fa5e3679c393aa19449b2f1be9928b]
F RM D              [Standard Deviation-Mean Plot] [Q8 Mean plot insc...] [2008-11-29 21:03:17] [57fa5e3679c393aa19449b2f1be9928b]
F RM                  [Variance Reduction Matrix] [Q8 VRM Inschrijvi...] [2008-11-29 21:06:11] [57fa5e3679c393aa19449b2f1be9928b]
- RM                    [(Partial) Autocorrelation Function] [Q2 inschrijvingen...] [2008-12-07 14:47:46] [57fa5e3679c393aa19449b2f1be9928b]
-                           [(Partial) Autocorrelation Function] [Q3] [2008-12-07 14:59:20] [270782e2502ae87124d0ebdcd1862d6a] [Current]
- RM                          [ARIMA Backward Selection] [Q5 inschrijvingen] [2008-12-07 15:06:11] [57fa5e3679c393aa19449b2f1be9928b] 
F   P                           [ARIMA Backward Selection] [Q5 inschrijvingen] [2008-12-08 19:21:54] [57fa5e3679c393aa19449b2f1be9928b] 
-   P                             [ARIMA Backward Selection] [] [2008-12-11 16:10:37] [d134696a922d84037f02d49ded84b0bd] 
-   P                         [(Partial) Autocorrelation Function] [Q3] [2008-12-08 19:17:56] [57fa5e3679c393aa19449b2f1be9928b] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30039&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=30039&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30039&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	0.203166	1.5737	0.060406
2	0.317269	2.4576	0.008448
3	0.082701	0.6406	0.262112
4	0.083969	0.6504	0.258951
5	-0.000936	-0.0073	0.497119
6	0.079323	0.6144	0.270625
7	-0.05832	-0.4517	0.326542
8	0.092578	0.7171	0.238046
9	0.038265	0.2964	0.383974
10	-0.180506	-1.3982	0.083602
11	-0.158649	-1.2289	0.111955
12	-0.219783	-1.7024	0.046925
13	-0.16144	-1.2505	0.107984
14	0.013121	0.1016	0.459693
15	-0.011113	-0.0861	0.465843
16	-0.013781	-0.1067	0.457673
17	0.097458	0.7549	0.22663
18	-0.001293	-0.01	0.496021
19	-0.031175	-0.2415	0.405002
20	-0.035363	-0.2739	0.392544
21	0.039964	0.3096	0.378986
22	-0.061834	-0.479	0.316852
23	0.145593	1.1278	0.131955
24	-0.168157	-1.3025	0.098854
25	0.095315	0.7383	0.231603
26	0.01639	0.127	0.449699
27	0.05579	0.4321	0.333592
28	-0.093797	-0.7265	0.235164
29	0.065306	0.5059	0.307406
30	-0.11371	-0.8808	0.190973
31	-0.067931	-0.5262	0.300347
32	-0.166176	-1.2872	0.101485
33	-0.186653	-1.4458	0.076718
34	-0.092419	-0.7159	0.238424
35	-0.07985	-0.6185	0.269288
36	-0.236224	-1.8298	0.036126
37	-0.071661	-0.5551	0.290449
38	-0.149696	-1.1595	0.125415
39	-0.043169	-0.3344	0.369628
40	-0.067687	-0.5243	0.301001
41	-0.052364	-0.4056	0.343237
42	0.037861	0.2933	0.385163
43	0.0651	0.5043	0.307962
44	0.116308	0.9009	0.185617
45	0.057886	0.4484	0.327745
46	0.081425	0.6307	0.26531
47	0.005514	0.0427	0.483035
48	0.166462	1.2894	0.101102
49	0.016266	0.126	0.450078
50	0.056977	0.4413	0.330276
51	-0.047556	-0.3684	0.356947
52	0.069821	0.5408	0.295314
53	-0.025494	-0.1975	0.422061
54	0.01661	0.1287	0.449028
55	-0.014318	-0.1109	0.456029
56	0.007553	0.0585	0.476771
57	-0.011362	-0.088	0.465083
58	-5.1e-05	-4e-04	0.499842
59	-0.001523	-0.0118	0.495314
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.203166 & 1.5737 & 0.060406 \tabularnewline
2 & 0.317269 & 2.4576 & 0.008448 \tabularnewline
3 & 0.082701 & 0.6406 & 0.262112 \tabularnewline
4 & 0.083969 & 0.6504 & 0.258951 \tabularnewline
5 & -0.000936 & -0.0073 & 0.497119 \tabularnewline
6 & 0.079323 & 0.6144 & 0.270625 \tabularnewline
7 & -0.05832 & -0.4517 & 0.326542 \tabularnewline
8 & 0.092578 & 0.7171 & 0.238046 \tabularnewline
9 & 0.038265 & 0.2964 & 0.383974 \tabularnewline
10 & -0.180506 & -1.3982 & 0.083602 \tabularnewline
11 & -0.158649 & -1.2289 & 0.111955 \tabularnewline
12 & -0.219783 & -1.7024 & 0.046925 \tabularnewline
13 & -0.16144 & -1.2505 & 0.107984 \tabularnewline
14 & 0.013121 & 0.1016 & 0.459693 \tabularnewline
15 & -0.011113 & -0.0861 & 0.465843 \tabularnewline
16 & -0.013781 & -0.1067 & 0.457673 \tabularnewline
17 & 0.097458 & 0.7549 & 0.22663 \tabularnewline
18 & -0.001293 & -0.01 & 0.496021 \tabularnewline
19 & -0.031175 & -0.2415 & 0.405002 \tabularnewline
20 & -0.035363 & -0.2739 & 0.392544 \tabularnewline
21 & 0.039964 & 0.3096 & 0.378986 \tabularnewline
22 & -0.061834 & -0.479 & 0.316852 \tabularnewline
23 & 0.145593 & 1.1278 & 0.131955 \tabularnewline
24 & -0.168157 & -1.3025 & 0.098854 \tabularnewline
25 & 0.095315 & 0.7383 & 0.231603 \tabularnewline
26 & 0.01639 & 0.127 & 0.449699 \tabularnewline
27 & 0.05579 & 0.4321 & 0.333592 \tabularnewline
28 & -0.093797 & -0.7265 & 0.235164 \tabularnewline
29 & 0.065306 & 0.5059 & 0.307406 \tabularnewline
30 & -0.11371 & -0.8808 & 0.190973 \tabularnewline
31 & -0.067931 & -0.5262 & 0.300347 \tabularnewline
32 & -0.166176 & -1.2872 & 0.101485 \tabularnewline
33 & -0.186653 & -1.4458 & 0.076718 \tabularnewline
34 & -0.092419 & -0.7159 & 0.238424 \tabularnewline
35 & -0.07985 & -0.6185 & 0.269288 \tabularnewline
36 & -0.236224 & -1.8298 & 0.036126 \tabularnewline
37 & -0.071661 & -0.5551 & 0.290449 \tabularnewline
38 & -0.149696 & -1.1595 & 0.125415 \tabularnewline
39 & -0.043169 & -0.3344 & 0.369628 \tabularnewline
40 & -0.067687 & -0.5243 & 0.301001 \tabularnewline
41 & -0.052364 & -0.4056 & 0.343237 \tabularnewline
42 & 0.037861 & 0.2933 & 0.385163 \tabularnewline
43 & 0.0651 & 0.5043 & 0.307962 \tabularnewline
44 & 0.116308 & 0.9009 & 0.185617 \tabularnewline
45 & 0.057886 & 0.4484 & 0.327745 \tabularnewline
46 & 0.081425 & 0.6307 & 0.26531 \tabularnewline
47 & 0.005514 & 0.0427 & 0.483035 \tabularnewline
48 & 0.166462 & 1.2894 & 0.101102 \tabularnewline
49 & 0.016266 & 0.126 & 0.450078 \tabularnewline
50 & 0.056977 & 0.4413 & 0.330276 \tabularnewline
51 & -0.047556 & -0.3684 & 0.356947 \tabularnewline
52 & 0.069821 & 0.5408 & 0.295314 \tabularnewline
53 & -0.025494 & -0.1975 & 0.422061 \tabularnewline
54 & 0.01661 & 0.1287 & 0.449028 \tabularnewline
55 & -0.014318 & -0.1109 & 0.456029 \tabularnewline
56 & 0.007553 & 0.0585 & 0.476771 \tabularnewline
57 & -0.011362 & -0.088 & 0.465083 \tabularnewline
58 & -5.1e-05 & -4e-04 & 0.499842 \tabularnewline
59 & -0.001523 & -0.0118 & 0.495314 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30039&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]0.203166[/C][C]1.5737[/C][C]0.060406[/C][/ROW]
[ROW][C]2[/C][C]0.317269[/C][C]2.4576[/C][C]0.008448[/C][/ROW]
[ROW][C]3[/C][C]0.082701[/C][C]0.6406[/C][C]0.262112[/C][/ROW]
[ROW][C]4[/C][C]0.083969[/C][C]0.6504[/C][C]0.258951[/C][/ROW]
[ROW][C]5[/C][C]-0.000936[/C][C]-0.0073[/C][C]0.497119[/C][/ROW]
[ROW][C]6[/C][C]0.079323[/C][C]0.6144[/C][C]0.270625[/C][/ROW]
[ROW][C]7[/C][C]-0.05832[/C][C]-0.4517[/C][C]0.326542[/C][/ROW]
[ROW][C]8[/C][C]0.092578[/C][C]0.7171[/C][C]0.238046[/C][/ROW]
[ROW][C]9[/C][C]0.038265[/C][C]0.2964[/C][C]0.383974[/C][/ROW]
[ROW][C]10[/C][C]-0.180506[/C][C]-1.3982[/C][C]0.083602[/C][/ROW]
[ROW][C]11[/C][C]-0.158649[/C][C]-1.2289[/C][C]0.111955[/C][/ROW]
[ROW][C]12[/C][C]-0.219783[/C][C]-1.7024[/C][C]0.046925[/C][/ROW]
[ROW][C]13[/C][C]-0.16144[/C][C]-1.2505[/C][C]0.107984[/C][/ROW]
[ROW][C]14[/C][C]0.013121[/C][C]0.1016[/C][C]0.459693[/C][/ROW]
[ROW][C]15[/C][C]-0.011113[/C][C]-0.0861[/C][C]0.465843[/C][/ROW]
[ROW][C]16[/C][C]-0.013781[/C][C]-0.1067[/C][C]0.457673[/C][/ROW]
[ROW][C]17[/C][C]0.097458[/C][C]0.7549[/C][C]0.22663[/C][/ROW]
[ROW][C]18[/C][C]-0.001293[/C][C]-0.01[/C][C]0.496021[/C][/ROW]
[ROW][C]19[/C][C]-0.031175[/C][C]-0.2415[/C][C]0.405002[/C][/ROW]
[ROW][C]20[/C][C]-0.035363[/C][C]-0.2739[/C][C]0.392544[/C][/ROW]
[ROW][C]21[/C][C]0.039964[/C][C]0.3096[/C][C]0.378986[/C][/ROW]
[ROW][C]22[/C][C]-0.061834[/C][C]-0.479[/C][C]0.316852[/C][/ROW]
[ROW][C]23[/C][C]0.145593[/C][C]1.1278[/C][C]0.131955[/C][/ROW]
[ROW][C]24[/C][C]-0.168157[/C][C]-1.3025[/C][C]0.098854[/C][/ROW]
[ROW][C]25[/C][C]0.095315[/C][C]0.7383[/C][C]0.231603[/C][/ROW]
[ROW][C]26[/C][C]0.01639[/C][C]0.127[/C][C]0.449699[/C][/ROW]
[ROW][C]27[/C][C]0.05579[/C][C]0.4321[/C][C]0.333592[/C][/ROW]
[ROW][C]28[/C][C]-0.093797[/C][C]-0.7265[/C][C]0.235164[/C][/ROW]
[ROW][C]29[/C][C]0.065306[/C][C]0.5059[/C][C]0.307406[/C][/ROW]
[ROW][C]30[/C][C]-0.11371[/C][C]-0.8808[/C][C]0.190973[/C][/ROW]
[ROW][C]31[/C][C]-0.067931[/C][C]-0.5262[/C][C]0.300347[/C][/ROW]
[ROW][C]32[/C][C]-0.166176[/C][C]-1.2872[/C][C]0.101485[/C][/ROW]
[ROW][C]33[/C][C]-0.186653[/C][C]-1.4458[/C][C]0.076718[/C][/ROW]
[ROW][C]34[/C][C]-0.092419[/C][C]-0.7159[/C][C]0.238424[/C][/ROW]
[ROW][C]35[/C][C]-0.07985[/C][C]-0.6185[/C][C]0.269288[/C][/ROW]
[ROW][C]36[/C][C]-0.236224[/C][C]-1.8298[/C][C]0.036126[/C][/ROW]
[ROW][C]37[/C][C]-0.071661[/C][C]-0.5551[/C][C]0.290449[/C][/ROW]
[ROW][C]38[/C][C]-0.149696[/C][C]-1.1595[/C][C]0.125415[/C][/ROW]
[ROW][C]39[/C][C]-0.043169[/C][C]-0.3344[/C][C]0.369628[/C][/ROW]
[ROW][C]40[/C][C]-0.067687[/C][C]-0.5243[/C][C]0.301001[/C][/ROW]
[ROW][C]41[/C][C]-0.052364[/C][C]-0.4056[/C][C]0.343237[/C][/ROW]
[ROW][C]42[/C][C]0.037861[/C][C]0.2933[/C][C]0.385163[/C][/ROW]
[ROW][C]43[/C][C]0.0651[/C][C]0.5043[/C][C]0.307962[/C][/ROW]
[ROW][C]44[/C][C]0.116308[/C][C]0.9009[/C][C]0.185617[/C][/ROW]
[ROW][C]45[/C][C]0.057886[/C][C]0.4484[/C][C]0.327745[/C][/ROW]
[ROW][C]46[/C][C]0.081425[/C][C]0.6307[/C][C]0.26531[/C][/ROW]
[ROW][C]47[/C][C]0.005514[/C][C]0.0427[/C][C]0.483035[/C][/ROW]
[ROW][C]48[/C][C]0.166462[/C][C]1.2894[/C][C]0.101102[/C][/ROW]
[ROW][C]49[/C][C]0.016266[/C][C]0.126[/C][C]0.450078[/C][/ROW]
[ROW][C]50[/C][C]0.056977[/C][C]0.4413[/C][C]0.330276[/C][/ROW]
[ROW][C]51[/C][C]-0.047556[/C][C]-0.3684[/C][C]0.356947[/C][/ROW]
[ROW][C]52[/C][C]0.069821[/C][C]0.5408[/C][C]0.295314[/C][/ROW]
[ROW][C]53[/C][C]-0.025494[/C][C]-0.1975[/C][C]0.422061[/C][/ROW]
[ROW][C]54[/C][C]0.01661[/C][C]0.1287[/C][C]0.449028[/C][/ROW]
[ROW][C]55[/C][C]-0.014318[/C][C]-0.1109[/C][C]0.456029[/C][/ROW]
[ROW][C]56[/C][C]0.007553[/C][C]0.0585[/C][C]0.476771[/C][/ROW]
[ROW][C]57[/C][C]-0.011362[/C][C]-0.088[/C][C]0.465083[/C][/ROW]
[ROW][C]58[/C][C]-5.1e-05[/C][C]-4e-04[/C][C]0.499842[/C][/ROW]
[ROW][C]59[/C][C]-0.001523[/C][C]-0.0118[/C][C]0.495314[/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=30039&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30039&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	0.203166	1.5737	0.060406
2	0.317269	2.4576	0.008448
3	0.082701	0.6406	0.262112
4	0.083969	0.6504	0.258951
5	-0.000936	-0.0073	0.497119
6	0.079323	0.6144	0.270625
7	-0.05832	-0.4517	0.326542
8	0.092578	0.7171	0.238046
9	0.038265	0.2964	0.383974
10	-0.180506	-1.3982	0.083602
11	-0.158649	-1.2289	0.111955
12	-0.219783	-1.7024	0.046925
13	-0.16144	-1.2505	0.107984
14	0.013121	0.1016	0.459693
15	-0.011113	-0.0861	0.465843
16	-0.013781	-0.1067	0.457673
17	0.097458	0.7549	0.22663
18	-0.001293	-0.01	0.496021
19	-0.031175	-0.2415	0.405002
20	-0.035363	-0.2739	0.392544
21	0.039964	0.3096	0.378986
22	-0.061834	-0.479	0.316852
23	0.145593	1.1278	0.131955
24	-0.168157	-1.3025	0.098854
25	0.095315	0.7383	0.231603
26	0.01639	0.127	0.449699
27	0.05579	0.4321	0.333592
28	-0.093797	-0.7265	0.235164
29	0.065306	0.5059	0.307406
30	-0.11371	-0.8808	0.190973
31	-0.067931	-0.5262	0.300347
32	-0.166176	-1.2872	0.101485
33	-0.186653	-1.4458	0.076718
34	-0.092419	-0.7159	0.238424
35	-0.07985	-0.6185	0.269288
36	-0.236224	-1.8298	0.036126
37	-0.071661	-0.5551	0.290449
38	-0.149696	-1.1595	0.125415
39	-0.043169	-0.3344	0.369628
40	-0.067687	-0.5243	0.301001
41	-0.052364	-0.4056	0.343237
42	0.037861	0.2933	0.385163
43	0.0651	0.5043	0.307962
44	0.116308	0.9009	0.185617
45	0.057886	0.4484	0.327745
46	0.081425	0.6307	0.26531
47	0.005514	0.0427	0.483035
48	0.166462	1.2894	0.101102
49	0.016266	0.126	0.450078
50	0.056977	0.4413	0.330276
51	-0.047556	-0.3684	0.356947
52	0.069821	0.5408	0.295314
53	-0.025494	-0.1975	0.422061
54	0.01661	0.1287	0.449028
55	-0.014318	-0.1109	0.456029
56	0.007553	0.0585	0.476771
57	-0.011362	-0.088	0.465083
58	-5.1e-05	-4e-04	0.499842
59	-0.001523	-0.0118	0.495314
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.203166	1.5737	0.060406
2	0.287875	2.2299	0.014755
3	-0.024666	-0.1911	0.424561
4	-0.018251	-0.1414	0.444024
5	-0.03134	-0.2428	0.404509
6	0.075546	0.5852	0.280311
7	-0.077971	-0.604	0.274075
8	0.082243	0.6371	0.263257
9	0.057038	0.4418	0.330105
10	-0.283289	-2.1943	0.016047
11	-0.141692	-1.0975	0.138396
12	-0.070076	-0.5428	0.294638
13	-0.011078	-0.0858	0.46595
14	0.164971	1.2779	0.10311
15	0.047679	0.3693	0.356596
16	-0.052161	-0.404	0.343812
17	0.057462	0.4451	0.328926
18	0.011845	0.0918	0.4636
19	-0.040764	-0.3158	0.376641
20	-0.0437	-0.3385	0.368084
21	0.096567	0.748	0.22869
22	-0.174768	-1.3537	0.090447
23	0.040456	0.3134	0.377542
24	-0.180295	-1.3966	0.083846
25	0.108253	0.8385	0.202533
26	0.152352	1.1801	0.121306
27	0.062619	0.485	0.314706
28	-0.130054	-1.0074	0.158896
29	0.022079	0.171	0.432391
30	-0.066015	-0.5113	0.305492
31	-0.18864	-1.4612	0.074589
32	-0.130351	-1.0097	0.158348
33	-0.03769	-0.2919	0.385668
34	-0.063381	-0.4909	0.312627
35	-0.039252	-0.304	0.381073
36	-0.212388	-1.6451	0.052584
37	0.065486	0.5072	0.30692
38	0.06541	0.5067	0.307125
39	0.136684	1.0588	0.146978
40	-0.07683	-0.5951	0.276999
41	-0.054791	-0.4244	0.336392
42	0.063049	0.4884	0.313533
43	-0.155438	-1.204	0.116656
44	-0.000715	-0.0055	0.497801
45	0.095905	0.7429	0.230227
46	-0.116369	-0.9014	0.185493
47	-0.039354	-0.3048	0.380773
48	0.053359	0.4133	0.340423
49	0.068681	0.532	0.298346
50	0.017543	0.1359	0.446181
51	-0.014547	-0.1127	0.455329
52	-0.031898	-0.2471	0.402845
53	0.004396	0.0341	0.486475
54	0.021536	0.1668	0.434039
55	-0.051047	-0.3954	0.346973
56	-0.097359	-0.7541	0.226858
57	0.042092	0.326	0.372764
58	-0.000492	-0.0038	0.498486
59	0.085771	0.6644	0.254496
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.203166 & 1.5737 & 0.060406 \tabularnewline
2 & 0.287875 & 2.2299 & 0.014755 \tabularnewline
3 & -0.024666 & -0.1911 & 0.424561 \tabularnewline
4 & -0.018251 & -0.1414 & 0.444024 \tabularnewline
5 & -0.03134 & -0.2428 & 0.404509 \tabularnewline
6 & 0.075546 & 0.5852 & 0.280311 \tabularnewline
7 & -0.077971 & -0.604 & 0.274075 \tabularnewline
8 & 0.082243 & 0.6371 & 0.263257 \tabularnewline
9 & 0.057038 & 0.4418 & 0.330105 \tabularnewline
10 & -0.283289 & -2.1943 & 0.016047 \tabularnewline
11 & -0.141692 & -1.0975 & 0.138396 \tabularnewline
12 & -0.070076 & -0.5428 & 0.294638 \tabularnewline
13 & -0.011078 & -0.0858 & 0.46595 \tabularnewline
14 & 0.164971 & 1.2779 & 0.10311 \tabularnewline
15 & 0.047679 & 0.3693 & 0.356596 \tabularnewline
16 & -0.052161 & -0.404 & 0.343812 \tabularnewline
17 & 0.057462 & 0.4451 & 0.328926 \tabularnewline
18 & 0.011845 & 0.0918 & 0.4636 \tabularnewline
19 & -0.040764 & -0.3158 & 0.376641 \tabularnewline
20 & -0.0437 & -0.3385 & 0.368084 \tabularnewline
21 & 0.096567 & 0.748 & 0.22869 \tabularnewline
22 & -0.174768 & -1.3537 & 0.090447 \tabularnewline
23 & 0.040456 & 0.3134 & 0.377542 \tabularnewline
24 & -0.180295 & -1.3966 & 0.083846 \tabularnewline
25 & 0.108253 & 0.8385 & 0.202533 \tabularnewline
26 & 0.152352 & 1.1801 & 0.121306 \tabularnewline
27 & 0.062619 & 0.485 & 0.314706 \tabularnewline
28 & -0.130054 & -1.0074 & 0.158896 \tabularnewline
29 & 0.022079 & 0.171 & 0.432391 \tabularnewline
30 & -0.066015 & -0.5113 & 0.305492 \tabularnewline
31 & -0.18864 & -1.4612 & 0.074589 \tabularnewline
32 & -0.130351 & -1.0097 & 0.158348 \tabularnewline
33 & -0.03769 & -0.2919 & 0.385668 \tabularnewline
34 & -0.063381 & -0.4909 & 0.312627 \tabularnewline
35 & -0.039252 & -0.304 & 0.381073 \tabularnewline
36 & -0.212388 & -1.6451 & 0.052584 \tabularnewline
37 & 0.065486 & 0.5072 & 0.30692 \tabularnewline
38 & 0.06541 & 0.5067 & 0.307125 \tabularnewline
39 & 0.136684 & 1.0588 & 0.146978 \tabularnewline
40 & -0.07683 & -0.5951 & 0.276999 \tabularnewline
41 & -0.054791 & -0.4244 & 0.336392 \tabularnewline
42 & 0.063049 & 0.4884 & 0.313533 \tabularnewline
43 & -0.155438 & -1.204 & 0.116656 \tabularnewline
44 & -0.000715 & -0.0055 & 0.497801 \tabularnewline
45 & 0.095905 & 0.7429 & 0.230227 \tabularnewline
46 & -0.116369 & -0.9014 & 0.185493 \tabularnewline
47 & -0.039354 & -0.3048 & 0.380773 \tabularnewline
48 & 0.053359 & 0.4133 & 0.340423 \tabularnewline
49 & 0.068681 & 0.532 & 0.298346 \tabularnewline
50 & 0.017543 & 0.1359 & 0.446181 \tabularnewline
51 & -0.014547 & -0.1127 & 0.455329 \tabularnewline
52 & -0.031898 & -0.2471 & 0.402845 \tabularnewline
53 & 0.004396 & 0.0341 & 0.486475 \tabularnewline
54 & 0.021536 & 0.1668 & 0.434039 \tabularnewline
55 & -0.051047 & -0.3954 & 0.346973 \tabularnewline
56 & -0.097359 & -0.7541 & 0.226858 \tabularnewline
57 & 0.042092 & 0.326 & 0.372764 \tabularnewline
58 & -0.000492 & -0.0038 & 0.498486 \tabularnewline
59 & 0.085771 & 0.6644 & 0.254496 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30039&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]0.203166[/C][C]1.5737[/C][C]0.060406[/C][/ROW]
[ROW][C]2[/C][C]0.287875[/C][C]2.2299[/C][C]0.014755[/C][/ROW]
[ROW][C]3[/C][C]-0.024666[/C][C]-0.1911[/C][C]0.424561[/C][/ROW]
[ROW][C]4[/C][C]-0.018251[/C][C]-0.1414[/C][C]0.444024[/C][/ROW]
[ROW][C]5[/C][C]-0.03134[/C][C]-0.2428[/C][C]0.404509[/C][/ROW]
[ROW][C]6[/C][C]0.075546[/C][C]0.5852[/C][C]0.280311[/C][/ROW]
[ROW][C]7[/C][C]-0.077971[/C][C]-0.604[/C][C]0.274075[/C][/ROW]
[ROW][C]8[/C][C]0.082243[/C][C]0.6371[/C][C]0.263257[/C][/ROW]
[ROW][C]9[/C][C]0.057038[/C][C]0.4418[/C][C]0.330105[/C][/ROW]
[ROW][C]10[/C][C]-0.283289[/C][C]-2.1943[/C][C]0.016047[/C][/ROW]
[ROW][C]11[/C][C]-0.141692[/C][C]-1.0975[/C][C]0.138396[/C][/ROW]
[ROW][C]12[/C][C]-0.070076[/C][C]-0.5428[/C][C]0.294638[/C][/ROW]
[ROW][C]13[/C][C]-0.011078[/C][C]-0.0858[/C][C]0.46595[/C][/ROW]
[ROW][C]14[/C][C]0.164971[/C][C]1.2779[/C][C]0.10311[/C][/ROW]
[ROW][C]15[/C][C]0.047679[/C][C]0.3693[/C][C]0.356596[/C][/ROW]
[ROW][C]16[/C][C]-0.052161[/C][C]-0.404[/C][C]0.343812[/C][/ROW]
[ROW][C]17[/C][C]0.057462[/C][C]0.4451[/C][C]0.328926[/C][/ROW]
[ROW][C]18[/C][C]0.011845[/C][C]0.0918[/C][C]0.4636[/C][/ROW]
[ROW][C]19[/C][C]-0.040764[/C][C]-0.3158[/C][C]0.376641[/C][/ROW]
[ROW][C]20[/C][C]-0.0437[/C][C]-0.3385[/C][C]0.368084[/C][/ROW]
[ROW][C]21[/C][C]0.096567[/C][C]0.748[/C][C]0.22869[/C][/ROW]
[ROW][C]22[/C][C]-0.174768[/C][C]-1.3537[/C][C]0.090447[/C][/ROW]
[ROW][C]23[/C][C]0.040456[/C][C]0.3134[/C][C]0.377542[/C][/ROW]
[ROW][C]24[/C][C]-0.180295[/C][C]-1.3966[/C][C]0.083846[/C][/ROW]
[ROW][C]25[/C][C]0.108253[/C][C]0.8385[/C][C]0.202533[/C][/ROW]
[ROW][C]26[/C][C]0.152352[/C][C]1.1801[/C][C]0.121306[/C][/ROW]
[ROW][C]27[/C][C]0.062619[/C][C]0.485[/C][C]0.314706[/C][/ROW]
[ROW][C]28[/C][C]-0.130054[/C][C]-1.0074[/C][C]0.158896[/C][/ROW]
[ROW][C]29[/C][C]0.022079[/C][C]0.171[/C][C]0.432391[/C][/ROW]
[ROW][C]30[/C][C]-0.066015[/C][C]-0.5113[/C][C]0.305492[/C][/ROW]
[ROW][C]31[/C][C]-0.18864[/C][C]-1.4612[/C][C]0.074589[/C][/ROW]
[ROW][C]32[/C][C]-0.130351[/C][C]-1.0097[/C][C]0.158348[/C][/ROW]
[ROW][C]33[/C][C]-0.03769[/C][C]-0.2919[/C][C]0.385668[/C][/ROW]
[ROW][C]34[/C][C]-0.063381[/C][C]-0.4909[/C][C]0.312627[/C][/ROW]
[ROW][C]35[/C][C]-0.039252[/C][C]-0.304[/C][C]0.381073[/C][/ROW]
[ROW][C]36[/C][C]-0.212388[/C][C]-1.6451[/C][C]0.052584[/C][/ROW]
[ROW][C]37[/C][C]0.065486[/C][C]0.5072[/C][C]0.30692[/C][/ROW]
[ROW][C]38[/C][C]0.06541[/C][C]0.5067[/C][C]0.307125[/C][/ROW]
[ROW][C]39[/C][C]0.136684[/C][C]1.0588[/C][C]0.146978[/C][/ROW]
[ROW][C]40[/C][C]-0.07683[/C][C]-0.5951[/C][C]0.276999[/C][/ROW]
[ROW][C]41[/C][C]-0.054791[/C][C]-0.4244[/C][C]0.336392[/C][/ROW]
[ROW][C]42[/C][C]0.063049[/C][C]0.4884[/C][C]0.313533[/C][/ROW]
[ROW][C]43[/C][C]-0.155438[/C][C]-1.204[/C][C]0.116656[/C][/ROW]
[ROW][C]44[/C][C]-0.000715[/C][C]-0.0055[/C][C]0.497801[/C][/ROW]
[ROW][C]45[/C][C]0.095905[/C][C]0.7429[/C][C]0.230227[/C][/ROW]
[ROW][C]46[/C][C]-0.116369[/C][C]-0.9014[/C][C]0.185493[/C][/ROW]
[ROW][C]47[/C][C]-0.039354[/C][C]-0.3048[/C][C]0.380773[/C][/ROW]
[ROW][C]48[/C][C]0.053359[/C][C]0.4133[/C][C]0.340423[/C][/ROW]
[ROW][C]49[/C][C]0.068681[/C][C]0.532[/C][C]0.298346[/C][/ROW]
[ROW][C]50[/C][C]0.017543[/C][C]0.1359[/C][C]0.446181[/C][/ROW]
[ROW][C]51[/C][C]-0.014547[/C][C]-0.1127[/C][C]0.455329[/C][/ROW]
[ROW][C]52[/C][C]-0.031898[/C][C]-0.2471[/C][C]0.402845[/C][/ROW]
[ROW][C]53[/C][C]0.004396[/C][C]0.0341[/C][C]0.486475[/C][/ROW]
[ROW][C]54[/C][C]0.021536[/C][C]0.1668[/C][C]0.434039[/C][/ROW]
[ROW][C]55[/C][C]-0.051047[/C][C]-0.3954[/C][C]0.346973[/C][/ROW]
[ROW][C]56[/C][C]-0.097359[/C][C]-0.7541[/C][C]0.226858[/C][/ROW]
[ROW][C]57[/C][C]0.042092[/C][C]0.326[/C][C]0.372764[/C][/ROW]
[ROW][C]58[/C][C]-0.000492[/C][C]-0.0038[/C][C]0.498486[/C][/ROW]
[ROW][C]59[/C][C]0.085771[/C][C]0.6644[/C][C]0.254496[/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=30039&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30039&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	0.203166	1.5737	0.060406
2	0.287875	2.2299	0.014755
3	-0.024666	-0.1911	0.424561
4	-0.018251	-0.1414	0.444024
5	-0.03134	-0.2428	0.404509
6	0.075546	0.5852	0.280311
7	-0.077971	-0.604	0.274075
8	0.082243	0.6371	0.263257
9	0.057038	0.4418	0.330105
10	-0.283289	-2.1943	0.016047
11	-0.141692	-1.0975	0.138396
12	-0.070076	-0.5428	0.294638
13	-0.011078	-0.0858	0.46595
14	0.164971	1.2779	0.10311
15	0.047679	0.3693	0.356596
16	-0.052161	-0.404	0.343812
17	0.057462	0.4451	0.328926
18	0.011845	0.0918	0.4636
19	-0.040764	-0.3158	0.376641
20	-0.0437	-0.3385	0.368084
21	0.096567	0.748	0.22869
22	-0.174768	-1.3537	0.090447
23	0.040456	0.3134	0.377542
24	-0.180295	-1.3966	0.083846
25	0.108253	0.8385	0.202533
26	0.152352	1.1801	0.121306
27	0.062619	0.485	0.314706
28	-0.130054	-1.0074	0.158896
29	0.022079	0.171	0.432391
30	-0.066015	-0.5113	0.305492
31	-0.18864	-1.4612	0.074589
32	-0.130351	-1.0097	0.158348
33	-0.03769	-0.2919	0.385668
34	-0.063381	-0.4909	0.312627
35	-0.039252	-0.304	0.381073
36	-0.212388	-1.6451	0.052584
37	0.065486	0.5072	0.30692
38	0.06541	0.5067	0.307125
39	0.136684	1.0588	0.146978
40	-0.07683	-0.5951	0.276999
41	-0.054791	-0.4244	0.336392
42	0.063049	0.4884	0.313533
43	-0.155438	-1.204	0.116656
44	-0.000715	-0.0055	0.497801
45	0.095905	0.7429	0.230227
46	-0.116369	-0.9014	0.185493
47	-0.039354	-0.3048	0.380773
48	0.053359	0.4133	0.340423
49	0.068681	0.532	0.298346
50	0.017543	0.1359	0.446181
51	-0.014547	-0.1127	0.455329
52	-0.031898	-0.2471	0.402845
53	0.004396	0.0341	0.486475
54	0.021536	0.1668	0.434039
55	-0.051047	-0.3954	0.346973
56	-0.097359	-0.7541	0.226858
57	0.042092	0.326	0.372764
58	-0.000492	-0.0038	0.498486
59	0.085771	0.6644	0.254496
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -0.4 ; 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