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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 04:41:37 -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/08/t12287365500tbnvyxy23k9ys4.htm/, Retrieved Thu, 16 May 2024 23:36:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30394, Retrieved Thu, 16 May 2024 23:36:53 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

220

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

-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 22:19:27] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMPD  [Standard Deviation-Mean Plot] [SD mean plot] [2008-12-06 11:49:39] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMP     [(Partial) Autocorrelation Function] [ACF d=o en D=0] [2008-12-06 12:48:15] [ed2ba3b6182103c15c0ab511ae4e6284]
-   P       [(Partial) Autocorrelation Function] [ACF d=0 en D=0 la...] [2008-12-07 15:39:10] [ed2ba3b6182103c15c0ab511ae4e6284]
-   P           [(Partial) Autocorrelation Function] [acf ] [2008-12-08 11:41:37] [a8228479d4547a92e2d3f176a5299609] [Current]
F   P             [(Partial) Autocorrelation Function] [acf] [2008-12-08 19:38:35] [4ad596f10399a71ad29b7d76e6ab90ac] 
F                 [(Partial) Autocorrelation Function] [] [2008-12-08 21:14:50] [28075c6928548bea087cb2be962cfe7e] 
-                 [(Partial) Autocorrelation Function] [ACF] [2008-12-09 00:20:22] [4ddbf81f78ea7c738951638c7e93f6ee] 
-                 [(Partial) Autocorrelation Function] [] [2008-12-09 00:24:15] [29747f79f5beb5b2516e1271770ecb47] 

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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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30394&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]0 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=30394&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30394&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.920721	7.1911	0
2	0.876165	6.8431	0
3	0.833188	6.5074	0
4	0.791565	6.1823	0
5	0.747809	5.8406	0
6	0.733718	5.7305	0
7	0.648041	5.0614	2e-06
8	0.598853	4.6772	8e-06
9	0.550215	4.2973	3.2e-05
10	0.504922	3.9436	0.000105
11	0.460032	3.593	0.000327
12	0.445586	3.4801	0.000466
13	0.36987	2.8888	0.002673
14	0.328153	2.563	0.006431
15	0.285538	2.2301	0.014715
16	0.241029	1.8825	0.03227
17	0.192356	1.5024	0.069083
18	0.175428	1.3701	0.087833
19	0.102883	0.8035	0.21239
20	0.061966	0.484	0.31507
21	0.022892	0.1788	0.429347
22	-0.018247	-0.1425	0.443573
23	-0.054301	-0.4241	0.33649
24	-0.060665	-0.4738	0.318664
25	-0.116154	-0.9072	0.183939
26	-0.146091	-1.141	0.129164
27	-0.182002	-1.4215	0.080135
28	-0.214423	-1.6747	0.049557
29	-0.238133	-1.8599	0.033863
30	-0.243138	-1.899	0.03115
31	-0.288397	-2.2525	0.013952
32	-0.308394	-2.4086	0.009524
33	-0.332085	-2.5937	0.005936
34	-0.348297	-2.7203	0.004243
35	-0.359421	-2.8072	0.003351
36	-0.355581	-2.7772	0.003637
37	-0.386697	-3.0202	0.001843
38	-0.394071	-3.0778	0.001561
39	-0.399195	-3.1178	0.00139
40	-0.403896	-3.1545	0.001248
41	-0.407896	-3.1858	0.001138
42	-0.39434	-3.0799	0.001552
43	-0.404776	-3.1614	0.001223
44	-0.394803	-3.0835	0.001536
45	-0.384011	-2.9992	0.001957
46	-0.378565	-2.9567	0.002209
47	-0.373242	-2.9151	0.002483
48	-0.354109	-2.7657	0.003753
49	-0.351768	-2.7474	0.003944
50	-0.32893	-2.569	0.00633
51	-0.307453	-2.4013	0.0097
52	-0.284395	-2.2212	0.01503
53	-0.258165	-2.0163	0.024087
54	-0.223474	-1.7454	0.042976
55	-0.19914	-1.5553	0.06252
56	-0.162689	-1.2706	0.10434
57	-0.131146	-1.0243	0.154874
58	-0.101922	-0.796	0.214548
59	-0.069945	-0.5463	0.293431
60	-0.030976	-0.2419	0.404823

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.920721 & 7.1911 & 0 \tabularnewline
2 & 0.876165 & 6.8431 & 0 \tabularnewline
3 & 0.833188 & 6.5074 & 0 \tabularnewline
4 & 0.791565 & 6.1823 & 0 \tabularnewline
5 & 0.747809 & 5.8406 & 0 \tabularnewline
6 & 0.733718 & 5.7305 & 0 \tabularnewline
7 & 0.648041 & 5.0614 & 2e-06 \tabularnewline
8 & 0.598853 & 4.6772 & 8e-06 \tabularnewline
9 & 0.550215 & 4.2973 & 3.2e-05 \tabularnewline
10 & 0.504922 & 3.9436 & 0.000105 \tabularnewline
11 & 0.460032 & 3.593 & 0.000327 \tabularnewline
12 & 0.445586 & 3.4801 & 0.000466 \tabularnewline
13 & 0.36987 & 2.8888 & 0.002673 \tabularnewline
14 & 0.328153 & 2.563 & 0.006431 \tabularnewline
15 & 0.285538 & 2.2301 & 0.014715 \tabularnewline
16 & 0.241029 & 1.8825 & 0.03227 \tabularnewline
17 & 0.192356 & 1.5024 & 0.069083 \tabularnewline
18 & 0.175428 & 1.3701 & 0.087833 \tabularnewline
19 & 0.102883 & 0.8035 & 0.21239 \tabularnewline
20 & 0.061966 & 0.484 & 0.31507 \tabularnewline
21 & 0.022892 & 0.1788 & 0.429347 \tabularnewline
22 & -0.018247 & -0.1425 & 0.443573 \tabularnewline
23 & -0.054301 & -0.4241 & 0.33649 \tabularnewline
24 & -0.060665 & -0.4738 & 0.318664 \tabularnewline
25 & -0.116154 & -0.9072 & 0.183939 \tabularnewline
26 & -0.146091 & -1.141 & 0.129164 \tabularnewline
27 & -0.182002 & -1.4215 & 0.080135 \tabularnewline
28 & -0.214423 & -1.6747 & 0.049557 \tabularnewline
29 & -0.238133 & -1.8599 & 0.033863 \tabularnewline
30 & -0.243138 & -1.899 & 0.03115 \tabularnewline
31 & -0.288397 & -2.2525 & 0.013952 \tabularnewline
32 & -0.308394 & -2.4086 & 0.009524 \tabularnewline
33 & -0.332085 & -2.5937 & 0.005936 \tabularnewline
34 & -0.348297 & -2.7203 & 0.004243 \tabularnewline
35 & -0.359421 & -2.8072 & 0.003351 \tabularnewline
36 & -0.355581 & -2.7772 & 0.003637 \tabularnewline
37 & -0.386697 & -3.0202 & 0.001843 \tabularnewline
38 & -0.394071 & -3.0778 & 0.001561 \tabularnewline
39 & -0.399195 & -3.1178 & 0.00139 \tabularnewline
40 & -0.403896 & -3.1545 & 0.001248 \tabularnewline
41 & -0.407896 & -3.1858 & 0.001138 \tabularnewline
42 & -0.39434 & -3.0799 & 0.001552 \tabularnewline
43 & -0.404776 & -3.1614 & 0.001223 \tabularnewline
44 & -0.394803 & -3.0835 & 0.001536 \tabularnewline
45 & -0.384011 & -2.9992 & 0.001957 \tabularnewline
46 & -0.378565 & -2.9567 & 0.002209 \tabularnewline
47 & -0.373242 & -2.9151 & 0.002483 \tabularnewline
48 & -0.354109 & -2.7657 & 0.003753 \tabularnewline
49 & -0.351768 & -2.7474 & 0.003944 \tabularnewline
50 & -0.32893 & -2.569 & 0.00633 \tabularnewline
51 & -0.307453 & -2.4013 & 0.0097 \tabularnewline
52 & -0.284395 & -2.2212 & 0.01503 \tabularnewline
53 & -0.258165 & -2.0163 & 0.024087 \tabularnewline
54 & -0.223474 & -1.7454 & 0.042976 \tabularnewline
55 & -0.19914 & -1.5553 & 0.06252 \tabularnewline
56 & -0.162689 & -1.2706 & 0.10434 \tabularnewline
57 & -0.131146 & -1.0243 & 0.154874 \tabularnewline
58 & -0.101922 & -0.796 & 0.214548 \tabularnewline
59 & -0.069945 & -0.5463 & 0.293431 \tabularnewline
60 & -0.030976 & -0.2419 & 0.404823 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30394&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]0.920721[/C][C]7.1911[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.876165[/C][C]6.8431[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.833188[/C][C]6.5074[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.791565[/C][C]6.1823[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.747809[/C][C]5.8406[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.733718[/C][C]5.7305[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.648041[/C][C]5.0614[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]0.598853[/C][C]4.6772[/C][C]8e-06[/C][/ROW]
[ROW][C]9[/C][C]0.550215[/C][C]4.2973[/C][C]3.2e-05[/C][/ROW]
[ROW][C]10[/C][C]0.504922[/C][C]3.9436[/C][C]0.000105[/C][/ROW]
[ROW][C]11[/C][C]0.460032[/C][C]3.593[/C][C]0.000327[/C][/ROW]
[ROW][C]12[/C][C]0.445586[/C][C]3.4801[/C][C]0.000466[/C][/ROW]
[ROW][C]13[/C][C]0.36987[/C][C]2.8888[/C][C]0.002673[/C][/ROW]
[ROW][C]14[/C][C]0.328153[/C][C]2.563[/C][C]0.006431[/C][/ROW]
[ROW][C]15[/C][C]0.285538[/C][C]2.2301[/C][C]0.014715[/C][/ROW]
[ROW][C]16[/C][C]0.241029[/C][C]1.8825[/C][C]0.03227[/C][/ROW]
[ROW][C]17[/C][C]0.192356[/C][C]1.5024[/C][C]0.069083[/C][/ROW]
[ROW][C]18[/C][C]0.175428[/C][C]1.3701[/C][C]0.087833[/C][/ROW]
[ROW][C]19[/C][C]0.102883[/C][C]0.8035[/C][C]0.21239[/C][/ROW]
[ROW][C]20[/C][C]0.061966[/C][C]0.484[/C][C]0.31507[/C][/ROW]
[ROW][C]21[/C][C]0.022892[/C][C]0.1788[/C][C]0.429347[/C][/ROW]
[ROW][C]22[/C][C]-0.018247[/C][C]-0.1425[/C][C]0.443573[/C][/ROW]
[ROW][C]23[/C][C]-0.054301[/C][C]-0.4241[/C][C]0.33649[/C][/ROW]
[ROW][C]24[/C][C]-0.060665[/C][C]-0.4738[/C][C]0.318664[/C][/ROW]
[ROW][C]25[/C][C]-0.116154[/C][C]-0.9072[/C][C]0.183939[/C][/ROW]
[ROW][C]26[/C][C]-0.146091[/C][C]-1.141[/C][C]0.129164[/C][/ROW]
[ROW][C]27[/C][C]-0.182002[/C][C]-1.4215[/C][C]0.080135[/C][/ROW]
[ROW][C]28[/C][C]-0.214423[/C][C]-1.6747[/C][C]0.049557[/C][/ROW]
[ROW][C]29[/C][C]-0.238133[/C][C]-1.8599[/C][C]0.033863[/C][/ROW]
[ROW][C]30[/C][C]-0.243138[/C][C]-1.899[/C][C]0.03115[/C][/ROW]
[ROW][C]31[/C][C]-0.288397[/C][C]-2.2525[/C][C]0.013952[/C][/ROW]
[ROW][C]32[/C][C]-0.308394[/C][C]-2.4086[/C][C]0.009524[/C][/ROW]
[ROW][C]33[/C][C]-0.332085[/C][C]-2.5937[/C][C]0.005936[/C][/ROW]
[ROW][C]34[/C][C]-0.348297[/C][C]-2.7203[/C][C]0.004243[/C][/ROW]
[ROW][C]35[/C][C]-0.359421[/C][C]-2.8072[/C][C]0.003351[/C][/ROW]
[ROW][C]36[/C][C]-0.355581[/C][C]-2.7772[/C][C]0.003637[/C][/ROW]
[ROW][C]37[/C][C]-0.386697[/C][C]-3.0202[/C][C]0.001843[/C][/ROW]
[ROW][C]38[/C][C]-0.394071[/C][C]-3.0778[/C][C]0.001561[/C][/ROW]
[ROW][C]39[/C][C]-0.399195[/C][C]-3.1178[/C][C]0.00139[/C][/ROW]
[ROW][C]40[/C][C]-0.403896[/C][C]-3.1545[/C][C]0.001248[/C][/ROW]
[ROW][C]41[/C][C]-0.407896[/C][C]-3.1858[/C][C]0.001138[/C][/ROW]
[ROW][C]42[/C][C]-0.39434[/C][C]-3.0799[/C][C]0.001552[/C][/ROW]
[ROW][C]43[/C][C]-0.404776[/C][C]-3.1614[/C][C]0.001223[/C][/ROW]
[ROW][C]44[/C][C]-0.394803[/C][C]-3.0835[/C][C]0.001536[/C][/ROW]
[ROW][C]45[/C][C]-0.384011[/C][C]-2.9992[/C][C]0.001957[/C][/ROW]
[ROW][C]46[/C][C]-0.378565[/C][C]-2.9567[/C][C]0.002209[/C][/ROW]
[ROW][C]47[/C][C]-0.373242[/C][C]-2.9151[/C][C]0.002483[/C][/ROW]
[ROW][C]48[/C][C]-0.354109[/C][C]-2.7657[/C][C]0.003753[/C][/ROW]
[ROW][C]49[/C][C]-0.351768[/C][C]-2.7474[/C][C]0.003944[/C][/ROW]
[ROW][C]50[/C][C]-0.32893[/C][C]-2.569[/C][C]0.00633[/C][/ROW]
[ROW][C]51[/C][C]-0.307453[/C][C]-2.4013[/C][C]0.0097[/C][/ROW]
[ROW][C]52[/C][C]-0.284395[/C][C]-2.2212[/C][C]0.01503[/C][/ROW]
[ROW][C]53[/C][C]-0.258165[/C][C]-2.0163[/C][C]0.024087[/C][/ROW]
[ROW][C]54[/C][C]-0.223474[/C][C]-1.7454[/C][C]0.042976[/C][/ROW]
[ROW][C]55[/C][C]-0.19914[/C][C]-1.5553[/C][C]0.06252[/C][/ROW]
[ROW][C]56[/C][C]-0.162689[/C][C]-1.2706[/C][C]0.10434[/C][/ROW]
[ROW][C]57[/C][C]-0.131146[/C][C]-1.0243[/C][C]0.154874[/C][/ROW]
[ROW][C]58[/C][C]-0.101922[/C][C]-0.796[/C][C]0.214548[/C][/ROW]
[ROW][C]59[/C][C]-0.069945[/C][C]-0.5463[/C][C]0.293431[/C][/ROW]
[ROW][C]60[/C][C]-0.030976[/C][C]-0.2419[/C][C]0.404823[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30394&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30394&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	0.920721	7.1911	0
2	0.876165	6.8431	0
3	0.833188	6.5074	0
4	0.791565	6.1823	0
5	0.747809	5.8406	0
6	0.733718	5.7305	0
7	0.648041	5.0614	2e-06
8	0.598853	4.6772	8e-06
9	0.550215	4.2973	3.2e-05
10	0.504922	3.9436	0.000105
11	0.460032	3.593	0.000327
12	0.445586	3.4801	0.000466
13	0.36987	2.8888	0.002673
14	0.328153	2.563	0.006431
15	0.285538	2.2301	0.014715
16	0.241029	1.8825	0.03227
17	0.192356	1.5024	0.069083
18	0.175428	1.3701	0.087833
19	0.102883	0.8035	0.21239
20	0.061966	0.484	0.31507
21	0.022892	0.1788	0.429347
22	-0.018247	-0.1425	0.443573
23	-0.054301	-0.4241	0.33649
24	-0.060665	-0.4738	0.318664
25	-0.116154	-0.9072	0.183939
26	-0.146091	-1.141	0.129164
27	-0.182002	-1.4215	0.080135
28	-0.214423	-1.6747	0.049557
29	-0.238133	-1.8599	0.033863
30	-0.243138	-1.899	0.03115
31	-0.288397	-2.2525	0.013952
32	-0.308394	-2.4086	0.009524
33	-0.332085	-2.5937	0.005936
34	-0.348297	-2.7203	0.004243
35	-0.359421	-2.8072	0.003351
36	-0.355581	-2.7772	0.003637
37	-0.386697	-3.0202	0.001843
38	-0.394071	-3.0778	0.001561
39	-0.399195	-3.1178	0.00139
40	-0.403896	-3.1545	0.001248
41	-0.407896	-3.1858	0.001138
42	-0.39434	-3.0799	0.001552
43	-0.404776	-3.1614	0.001223
44	-0.394803	-3.0835	0.001536
45	-0.384011	-2.9992	0.001957
46	-0.378565	-2.9567	0.002209
47	-0.373242	-2.9151	0.002483
48	-0.354109	-2.7657	0.003753
49	-0.351768	-2.7474	0.003944
50	-0.32893	-2.569	0.00633
51	-0.307453	-2.4013	0.0097
52	-0.284395	-2.2212	0.01503
53	-0.258165	-2.0163	0.024087
54	-0.223474	-1.7454	0.042976
55	-0.19914	-1.5553	0.06252
56	-0.162689	-1.2706	0.10434
57	-0.131146	-1.0243	0.154874
58	-0.101922	-0.796	0.214548
59	-0.069945	-0.5463	0.293431
60	-0.030976	-0.2419	0.404823

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.920721	7.1911	0
2	0.186763	1.4587	0.074894
3	0.035315	0.2758	0.391808
4	0.00148	0.0116	0.495408
5	-0.029608	-0.2312	0.408948
6	0.17361	1.3559	0.090058
7	-0.424845	-3.3181	0.000766
8	0.07193	0.5618	0.288158
9	-0.001176	-0.0092	0.496352
10	0.004586	0.0358	0.485771
11	0.015278	0.1193	0.452705
12	0.080729	0.6305	0.265356
13	-0.209397	-1.6354	0.053553
14	0.017507	0.1367	0.445847
15	-0.01344	-0.105	0.458373
16	-0.053177	-0.4153	0.339679
17	-0.049155	-0.3839	0.351189
18	0.046173	0.3606	0.359814
19	-0.144672	-1.1299	0.131465
20	-0.011705	-0.0914	0.46373
21	0.005545	0.0433	0.482798
22	-0.037662	-0.2942	0.38482
23	0.049662	0.3879	0.34973
24	0.02111	0.1649	0.434794
25	-0.078252	-0.6112	0.271679
26	-0.051816	-0.4047	0.343559
27	-0.088143	-0.6884	0.2469
28	0.007626	0.0596	0.476348
29	0.043691	0.3412	0.367048
30	-0.063853	-0.4987	0.309888
31	-0.027547	-0.2151	0.415186
32	-0.016034	-0.1252	0.450378
33	-0.026199	-0.2046	0.419275
34	0.034874	0.2724	0.393128
35	-0.008663	-0.0677	0.473137
36	-0.046818	-0.3657	0.357942
37	-0.036167	-0.2825	0.38927
38	-0.014943	-0.1167	0.453737
39	0.032421	0.2532	0.400476
40	-0.037192	-0.2905	0.386218
41	-0.0443	-0.346	0.365269
42	0.020841	0.1628	0.435618
43	0.045301	0.3538	0.36235
44	-0.009051	-0.0707	0.471936
45	0.018871	0.1474	0.441655
46	-0.054236	-0.4236	0.336675
47	-0.048618	-0.3797	0.352736
48	-0.007307	-0.0571	0.477339
49	0.035273	0.2755	0.391936
50	0.025121	0.1962	0.422551
51	0.020656	0.1613	0.436183
52	0.060668	0.4738	0.318655
53	0.033582	0.2623	0.396993
54	-0.009861	-0.077	0.46943
55	0.056198	0.4389	0.331135
56	0.007275	0.0568	0.477438
57	-0.010372	-0.081	0.46785
58	-0.009756	-0.0762	0.469756
59	0.026907	0.2102	0.417125
60	0.018114	0.1415	0.44398

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.920721 & 7.1911 & 0 \tabularnewline
2 & 0.186763 & 1.4587 & 0.074894 \tabularnewline
3 & 0.035315 & 0.2758 & 0.391808 \tabularnewline
4 & 0.00148 & 0.0116 & 0.495408 \tabularnewline
5 & -0.029608 & -0.2312 & 0.408948 \tabularnewline
6 & 0.17361 & 1.3559 & 0.090058 \tabularnewline
7 & -0.424845 & -3.3181 & 0.000766 \tabularnewline
8 & 0.07193 & 0.5618 & 0.288158 \tabularnewline
9 & -0.001176 & -0.0092 & 0.496352 \tabularnewline
10 & 0.004586 & 0.0358 & 0.485771 \tabularnewline
11 & 0.015278 & 0.1193 & 0.452705 \tabularnewline
12 & 0.080729 & 0.6305 & 0.265356 \tabularnewline
13 & -0.209397 & -1.6354 & 0.053553 \tabularnewline
14 & 0.017507 & 0.1367 & 0.445847 \tabularnewline
15 & -0.01344 & -0.105 & 0.458373 \tabularnewline
16 & -0.053177 & -0.4153 & 0.339679 \tabularnewline
17 & -0.049155 & -0.3839 & 0.351189 \tabularnewline
18 & 0.046173 & 0.3606 & 0.359814 \tabularnewline
19 & -0.144672 & -1.1299 & 0.131465 \tabularnewline
20 & -0.011705 & -0.0914 & 0.46373 \tabularnewline
21 & 0.005545 & 0.0433 & 0.482798 \tabularnewline
22 & -0.037662 & -0.2942 & 0.38482 \tabularnewline
23 & 0.049662 & 0.3879 & 0.34973 \tabularnewline
24 & 0.02111 & 0.1649 & 0.434794 \tabularnewline
25 & -0.078252 & -0.6112 & 0.271679 \tabularnewline
26 & -0.051816 & -0.4047 & 0.343559 \tabularnewline
27 & -0.088143 & -0.6884 & 0.2469 \tabularnewline
28 & 0.007626 & 0.0596 & 0.476348 \tabularnewline
29 & 0.043691 & 0.3412 & 0.367048 \tabularnewline
30 & -0.063853 & -0.4987 & 0.309888 \tabularnewline
31 & -0.027547 & -0.2151 & 0.415186 \tabularnewline
32 & -0.016034 & -0.1252 & 0.450378 \tabularnewline
33 & -0.026199 & -0.2046 & 0.419275 \tabularnewline
34 & 0.034874 & 0.2724 & 0.393128 \tabularnewline
35 & -0.008663 & -0.0677 & 0.473137 \tabularnewline
36 & -0.046818 & -0.3657 & 0.357942 \tabularnewline
37 & -0.036167 & -0.2825 & 0.38927 \tabularnewline
38 & -0.014943 & -0.1167 & 0.453737 \tabularnewline
39 & 0.032421 & 0.2532 & 0.400476 \tabularnewline
40 & -0.037192 & -0.2905 & 0.386218 \tabularnewline
41 & -0.0443 & -0.346 & 0.365269 \tabularnewline
42 & 0.020841 & 0.1628 & 0.435618 \tabularnewline
43 & 0.045301 & 0.3538 & 0.36235 \tabularnewline
44 & -0.009051 & -0.0707 & 0.471936 \tabularnewline
45 & 0.018871 & 0.1474 & 0.441655 \tabularnewline
46 & -0.054236 & -0.4236 & 0.336675 \tabularnewline
47 & -0.048618 & -0.3797 & 0.352736 \tabularnewline
48 & -0.007307 & -0.0571 & 0.477339 \tabularnewline
49 & 0.035273 & 0.2755 & 0.391936 \tabularnewline
50 & 0.025121 & 0.1962 & 0.422551 \tabularnewline
51 & 0.020656 & 0.1613 & 0.436183 \tabularnewline
52 & 0.060668 & 0.4738 & 0.318655 \tabularnewline
53 & 0.033582 & 0.2623 & 0.396993 \tabularnewline
54 & -0.009861 & -0.077 & 0.46943 \tabularnewline
55 & 0.056198 & 0.4389 & 0.331135 \tabularnewline
56 & 0.007275 & 0.0568 & 0.477438 \tabularnewline
57 & -0.010372 & -0.081 & 0.46785 \tabularnewline
58 & -0.009756 & -0.0762 & 0.469756 \tabularnewline
59 & 0.026907 & 0.2102 & 0.417125 \tabularnewline
60 & 0.018114 & 0.1415 & 0.44398 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30394&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]0.920721[/C][C]7.1911[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.186763[/C][C]1.4587[/C][C]0.074894[/C][/ROW]
[ROW][C]3[/C][C]0.035315[/C][C]0.2758[/C][C]0.391808[/C][/ROW]
[ROW][C]4[/C][C]0.00148[/C][C]0.0116[/C][C]0.495408[/C][/ROW]
[ROW][C]5[/C][C]-0.029608[/C][C]-0.2312[/C][C]0.408948[/C][/ROW]
[ROW][C]6[/C][C]0.17361[/C][C]1.3559[/C][C]0.090058[/C][/ROW]
[ROW][C]7[/C][C]-0.424845[/C][C]-3.3181[/C][C]0.000766[/C][/ROW]
[ROW][C]8[/C][C]0.07193[/C][C]0.5618[/C][C]0.288158[/C][/ROW]
[ROW][C]9[/C][C]-0.001176[/C][C]-0.0092[/C][C]0.496352[/C][/ROW]
[ROW][C]10[/C][C]0.004586[/C][C]0.0358[/C][C]0.485771[/C][/ROW]
[ROW][C]11[/C][C]0.015278[/C][C]0.1193[/C][C]0.452705[/C][/ROW]
[ROW][C]12[/C][C]0.080729[/C][C]0.6305[/C][C]0.265356[/C][/ROW]
[ROW][C]13[/C][C]-0.209397[/C][C]-1.6354[/C][C]0.053553[/C][/ROW]
[ROW][C]14[/C][C]0.017507[/C][C]0.1367[/C][C]0.445847[/C][/ROW]
[ROW][C]15[/C][C]-0.01344[/C][C]-0.105[/C][C]0.458373[/C][/ROW]
[ROW][C]16[/C][C]-0.053177[/C][C]-0.4153[/C][C]0.339679[/C][/ROW]
[ROW][C]17[/C][C]-0.049155[/C][C]-0.3839[/C][C]0.351189[/C][/ROW]
[ROW][C]18[/C][C]0.046173[/C][C]0.3606[/C][C]0.359814[/C][/ROW]
[ROW][C]19[/C][C]-0.144672[/C][C]-1.1299[/C][C]0.131465[/C][/ROW]
[ROW][C]20[/C][C]-0.011705[/C][C]-0.0914[/C][C]0.46373[/C][/ROW]
[ROW][C]21[/C][C]0.005545[/C][C]0.0433[/C][C]0.482798[/C][/ROW]
[ROW][C]22[/C][C]-0.037662[/C][C]-0.2942[/C][C]0.38482[/C][/ROW]
[ROW][C]23[/C][C]0.049662[/C][C]0.3879[/C][C]0.34973[/C][/ROW]
[ROW][C]24[/C][C]0.02111[/C][C]0.1649[/C][C]0.434794[/C][/ROW]
[ROW][C]25[/C][C]-0.078252[/C][C]-0.6112[/C][C]0.271679[/C][/ROW]
[ROW][C]26[/C][C]-0.051816[/C][C]-0.4047[/C][C]0.343559[/C][/ROW]
[ROW][C]27[/C][C]-0.088143[/C][C]-0.6884[/C][C]0.2469[/C][/ROW]
[ROW][C]28[/C][C]0.007626[/C][C]0.0596[/C][C]0.476348[/C][/ROW]
[ROW][C]29[/C][C]0.043691[/C][C]0.3412[/C][C]0.367048[/C][/ROW]
[ROW][C]30[/C][C]-0.063853[/C][C]-0.4987[/C][C]0.309888[/C][/ROW]
[ROW][C]31[/C][C]-0.027547[/C][C]-0.2151[/C][C]0.415186[/C][/ROW]
[ROW][C]32[/C][C]-0.016034[/C][C]-0.1252[/C][C]0.450378[/C][/ROW]
[ROW][C]33[/C][C]-0.026199[/C][C]-0.2046[/C][C]0.419275[/C][/ROW]
[ROW][C]34[/C][C]0.034874[/C][C]0.2724[/C][C]0.393128[/C][/ROW]
[ROW][C]35[/C][C]-0.008663[/C][C]-0.0677[/C][C]0.473137[/C][/ROW]
[ROW][C]36[/C][C]-0.046818[/C][C]-0.3657[/C][C]0.357942[/C][/ROW]
[ROW][C]37[/C][C]-0.036167[/C][C]-0.2825[/C][C]0.38927[/C][/ROW]
[ROW][C]38[/C][C]-0.014943[/C][C]-0.1167[/C][C]0.453737[/C][/ROW]
[ROW][C]39[/C][C]0.032421[/C][C]0.2532[/C][C]0.400476[/C][/ROW]
[ROW][C]40[/C][C]-0.037192[/C][C]-0.2905[/C][C]0.386218[/C][/ROW]
[ROW][C]41[/C][C]-0.0443[/C][C]-0.346[/C][C]0.365269[/C][/ROW]
[ROW][C]42[/C][C]0.020841[/C][C]0.1628[/C][C]0.435618[/C][/ROW]
[ROW][C]43[/C][C]0.045301[/C][C]0.3538[/C][C]0.36235[/C][/ROW]
[ROW][C]44[/C][C]-0.009051[/C][C]-0.0707[/C][C]0.471936[/C][/ROW]
[ROW][C]45[/C][C]0.018871[/C][C]0.1474[/C][C]0.441655[/C][/ROW]
[ROW][C]46[/C][C]-0.054236[/C][C]-0.4236[/C][C]0.336675[/C][/ROW]
[ROW][C]47[/C][C]-0.048618[/C][C]-0.3797[/C][C]0.352736[/C][/ROW]
[ROW][C]48[/C][C]-0.007307[/C][C]-0.0571[/C][C]0.477339[/C][/ROW]
[ROW][C]49[/C][C]0.035273[/C][C]0.2755[/C][C]0.391936[/C][/ROW]
[ROW][C]50[/C][C]0.025121[/C][C]0.1962[/C][C]0.422551[/C][/ROW]
[ROW][C]51[/C][C]0.020656[/C][C]0.1613[/C][C]0.436183[/C][/ROW]
[ROW][C]52[/C][C]0.060668[/C][C]0.4738[/C][C]0.318655[/C][/ROW]
[ROW][C]53[/C][C]0.033582[/C][C]0.2623[/C][C]0.396993[/C][/ROW]
[ROW][C]54[/C][C]-0.009861[/C][C]-0.077[/C][C]0.46943[/C][/ROW]
[ROW][C]55[/C][C]0.056198[/C][C]0.4389[/C][C]0.331135[/C][/ROW]
[ROW][C]56[/C][C]0.007275[/C][C]0.0568[/C][C]0.477438[/C][/ROW]
[ROW][C]57[/C][C]-0.010372[/C][C]-0.081[/C][C]0.46785[/C][/ROW]
[ROW][C]58[/C][C]-0.009756[/C][C]-0.0762[/C][C]0.469756[/C][/ROW]
[ROW][C]59[/C][C]0.026907[/C][C]0.2102[/C][C]0.417125[/C][/ROW]
[ROW][C]60[/C][C]0.018114[/C][C]0.1415[/C][C]0.44398[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30394&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30394&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	0.920721	7.1911	0
2	0.186763	1.4587	0.074894
3	0.035315	0.2758	0.391808
4	0.00148	0.0116	0.495408
5	-0.029608	-0.2312	0.408948
6	0.17361	1.3559	0.090058
7	-0.424845	-3.3181	0.000766
8	0.07193	0.5618	0.288158
9	-0.001176	-0.0092	0.496352
10	0.004586	0.0358	0.485771
11	0.015278	0.1193	0.452705
12	0.080729	0.6305	0.265356
13	-0.209397	-1.6354	0.053553
14	0.017507	0.1367	0.445847
15	-0.01344	-0.105	0.458373
16	-0.053177	-0.4153	0.339679
17	-0.049155	-0.3839	0.351189
18	0.046173	0.3606	0.359814
19	-0.144672	-1.1299	0.131465
20	-0.011705	-0.0914	0.46373
21	0.005545	0.0433	0.482798
22	-0.037662	-0.2942	0.38482
23	0.049662	0.3879	0.34973
24	0.02111	0.1649	0.434794
25	-0.078252	-0.6112	0.271679
26	-0.051816	-0.4047	0.343559
27	-0.088143	-0.6884	0.2469
28	0.007626	0.0596	0.476348
29	0.043691	0.3412	0.367048
30	-0.063853	-0.4987	0.309888
31	-0.027547	-0.2151	0.415186
32	-0.016034	-0.1252	0.450378
33	-0.026199	-0.2046	0.419275
34	0.034874	0.2724	0.393128
35	-0.008663	-0.0677	0.473137
36	-0.046818	-0.3657	0.357942
37	-0.036167	-0.2825	0.38927
38	-0.014943	-0.1167	0.453737
39	0.032421	0.2532	0.400476
40	-0.037192	-0.2905	0.386218
41	-0.0443	-0.346	0.365269
42	0.020841	0.1628	0.435618
43	0.045301	0.3538	0.36235
44	-0.009051	-0.0707	0.471936
45	0.018871	0.1474	0.441655
46	-0.054236	-0.4236	0.336675
47	-0.048618	-0.3797	0.352736
48	-0.007307	-0.0571	0.477339
49	0.035273	0.2755	0.391936
50	0.025121	0.1962	0.422551
51	0.020656	0.1613	0.436183
52	0.060668	0.4738	0.318655
53	0.033582	0.2623	0.396993
54	-0.009861	-0.077	0.46943
55	0.056198	0.4389	0.331135
56	0.007275	0.0568	0.477438
57	-0.010372	-0.081	0.46785
58	-0.009756	-0.0762	0.469756
59	0.026907	0.2102	0.417125
60	0.018114	0.1415	0.44398

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1.3 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1.3 ; 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