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Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 11:50:21 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/08/t1228762271n3a3cr011pq7xiz.htm/, Retrieved Thu, 16 May 2024 05:05:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30693, Retrieved Thu, 16 May 2024 05:05:07 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

ARMA proces WS5 Q2: ACF

Estimated Impact

174

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]
F RMP   [Standard Deviation-Mean Plot] [ARMA proces WS5 Q...] [2008-12-08 18:26:08] [47f64d63202c1921bd27f3073f07a153]
F RM      [Variance Reduction Matrix] [ARMA proces WS5 Q...] [2008-12-08 18:38:24] [47f64d63202c1921bd27f3073f07a153]
- RMP       [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:44:52] [47f64d63202c1921bd27f3073f07a153]
-   P           [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:50:21] [74c7506a1ea162af3aa8be25bcd05d28] [Current]
F   P             [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:53:02] [47f64d63202c1921bd27f3073f07a153] 
-   P               [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:57:23] [47f64d63202c1921bd27f3073f07a153] 
F RMP                 [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:01:20] [47f64d63202c1921bd27f3073f07a153] 
F   P                   [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:03:44] [47f64d63202c1921bd27f3073f07a153] 
F   P                     [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:04:59] [47f64d63202c1921bd27f3073f07a153] 
-                           [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:28:19] [47f64d63202c1921bd27f3073f07a153] 
F RM                          [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 19:32:37] [47f64d63202c1921bd27f3073f07a153] 
F RM                            [ARIMA Backward Selection] [ARMA proces WS5 Q...] [2008-12-08 20:01:06] [47f64d63202c1921bd27f3073f07a153] 
-   P             [(Partial) Autocorrelation Function] [ARMA processen WS...] [2008-12-09 09:09:27] [47f64d63202c1921bd27f3073f07a153] 
-   P               [(Partial) Autocorrelation Function] [arma processen WS...] [2008-12-09 09:13:18] [47f64d63202c1921bd27f3073f07a153] 
F   P                 [(Partial) Autocorrelation Function] [arma processen WS...] [2008-12-09 09:15:04] [47f64d63202c1921bd27f3073f07a153] 
F   P                 [(Partial) Autocorrelation Function] [arma processen WS...] [2008-12-09 15:37:32] [47f64d63202c1921bd27f3073f07a153] 

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Dataseries X:

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Histogram

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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	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=30693&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=30693&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30693&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	0.953029	18.3814	0
2	0.905905	17.4725	0
3	0.866941	16.721	0
4	0.848243	16.3603	0
5	0.836163	16.1273	0
6	0.803428	15.496	0
7	0.780384	15.0515	0
8	0.739074	14.2547	0
9	0.707557	13.6469	0
10	0.697309	13.4492	0
11	0.701438	13.5288	0
12	0.705868	13.6143	0
13	0.650143	12.5395	0
14	0.597708	11.5282	0
15	0.559117	10.7839	0
16	0.54447	10.5014	0
17	0.542013	10.454	0
18	0.524014	10.1068	0
19	0.518523	10.0009	0
20	0.494943	9.5461	0
21	0.481482	9.2865	0
22	0.490365	9.4578	0
23	0.50954	9.8276	0
24	0.5309	10.2396	0
25	0.492619	9.5013	0
26	0.455254	8.7806	0
27	0.429115	8.2765	0
28	0.423471	8.1676	0
29	0.425696	8.2105	0
30	0.410565	7.9187	0
31	0.405184	7.8149	0
32	0.381224	7.3528	0
33	0.369199	7.1208	0
34	0.37554	7.2432	0
35	0.393157	7.5829	0
36	0.413239	7.9703	0
37	0.375261	7.2378	0
38	0.338776	6.5341	0
39	0.31205	6.0186	0
40	0.305489	5.8921	0
41	0.308277	5.9458	0
42	0.29606	5.7102	0
43	0.293788	5.6664	0
44	0.275055	5.3051	0
45	0.268229	5.1734	0
46	0.280951	5.4188	0
47	0.304677	5.8764	0
48	0.326404	6.2954	0
49	0.293376	5.6584	0
50	0.260131	5.0172	0
51	0.23558	4.5437	4e-06
52	0.22941	4.4247	6e-06
53	0.231022	4.4558	6e-06
54	0.214026	4.128	2.3e-05
55	0.206353	3.98	4.1e-05
56	0.180507	3.4815	0.000279
57	0.164755	3.1777	0.000804
58	0.164875	3.18	0.000798
59	0.173288	3.3423	0.000458
60	0.179908	3.4699	0.000291

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.953029 & 18.3814 & 0 \tabularnewline
2 & 0.905905 & 17.4725 & 0 \tabularnewline
3 & 0.866941 & 16.721 & 0 \tabularnewline
4 & 0.848243 & 16.3603 & 0 \tabularnewline
5 & 0.836163 & 16.1273 & 0 \tabularnewline
6 & 0.803428 & 15.496 & 0 \tabularnewline
7 & 0.780384 & 15.0515 & 0 \tabularnewline
8 & 0.739074 & 14.2547 & 0 \tabularnewline
9 & 0.707557 & 13.6469 & 0 \tabularnewline
10 & 0.697309 & 13.4492 & 0 \tabularnewline
11 & 0.701438 & 13.5288 & 0 \tabularnewline
12 & 0.705868 & 13.6143 & 0 \tabularnewline
13 & 0.650143 & 12.5395 & 0 \tabularnewline
14 & 0.597708 & 11.5282 & 0 \tabularnewline
15 & 0.559117 & 10.7839 & 0 \tabularnewline
16 & 0.54447 & 10.5014 & 0 \tabularnewline
17 & 0.542013 & 10.454 & 0 \tabularnewline
18 & 0.524014 & 10.1068 & 0 \tabularnewline
19 & 0.518523 & 10.0009 & 0 \tabularnewline
20 & 0.494943 & 9.5461 & 0 \tabularnewline
21 & 0.481482 & 9.2865 & 0 \tabularnewline
22 & 0.490365 & 9.4578 & 0 \tabularnewline
23 & 0.50954 & 9.8276 & 0 \tabularnewline
24 & 0.5309 & 10.2396 & 0 \tabularnewline
25 & 0.492619 & 9.5013 & 0 \tabularnewline
26 & 0.455254 & 8.7806 & 0 \tabularnewline
27 & 0.429115 & 8.2765 & 0 \tabularnewline
28 & 0.423471 & 8.1676 & 0 \tabularnewline
29 & 0.425696 & 8.2105 & 0 \tabularnewline
30 & 0.410565 & 7.9187 & 0 \tabularnewline
31 & 0.405184 & 7.8149 & 0 \tabularnewline
32 & 0.381224 & 7.3528 & 0 \tabularnewline
33 & 0.369199 & 7.1208 & 0 \tabularnewline
34 & 0.37554 & 7.2432 & 0 \tabularnewline
35 & 0.393157 & 7.5829 & 0 \tabularnewline
36 & 0.413239 & 7.9703 & 0 \tabularnewline
37 & 0.375261 & 7.2378 & 0 \tabularnewline
38 & 0.338776 & 6.5341 & 0 \tabularnewline
39 & 0.31205 & 6.0186 & 0 \tabularnewline
40 & 0.305489 & 5.8921 & 0 \tabularnewline
41 & 0.308277 & 5.9458 & 0 \tabularnewline
42 & 0.29606 & 5.7102 & 0 \tabularnewline
43 & 0.293788 & 5.6664 & 0 \tabularnewline
44 & 0.275055 & 5.3051 & 0 \tabularnewline
45 & 0.268229 & 5.1734 & 0 \tabularnewline
46 & 0.280951 & 5.4188 & 0 \tabularnewline
47 & 0.304677 & 5.8764 & 0 \tabularnewline
48 & 0.326404 & 6.2954 & 0 \tabularnewline
49 & 0.293376 & 5.6584 & 0 \tabularnewline
50 & 0.260131 & 5.0172 & 0 \tabularnewline
51 & 0.23558 & 4.5437 & 4e-06 \tabularnewline
52 & 0.22941 & 4.4247 & 6e-06 \tabularnewline
53 & 0.231022 & 4.4558 & 6e-06 \tabularnewline
54 & 0.214026 & 4.128 & 2.3e-05 \tabularnewline
55 & 0.206353 & 3.98 & 4.1e-05 \tabularnewline
56 & 0.180507 & 3.4815 & 0.000279 \tabularnewline
57 & 0.164755 & 3.1777 & 0.000804 \tabularnewline
58 & 0.164875 & 3.18 & 0.000798 \tabularnewline
59 & 0.173288 & 3.3423 & 0.000458 \tabularnewline
60 & 0.179908 & 3.4699 & 0.000291 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30693&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]0.953029[/C][C]18.3814[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.905905[/C][C]17.4725[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.866941[/C][C]16.721[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.848243[/C][C]16.3603[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.836163[/C][C]16.1273[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.803428[/C][C]15.496[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.780384[/C][C]15.0515[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.739074[/C][C]14.2547[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.707557[/C][C]13.6469[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.697309[/C][C]13.4492[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.701438[/C][C]13.5288[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.705868[/C][C]13.6143[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.650143[/C][C]12.5395[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.597708[/C][C]11.5282[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.559117[/C][C]10.7839[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.54447[/C][C]10.5014[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.542013[/C][C]10.454[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.524014[/C][C]10.1068[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.518523[/C][C]10.0009[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.494943[/C][C]9.5461[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.481482[/C][C]9.2865[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.490365[/C][C]9.4578[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.50954[/C][C]9.8276[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.5309[/C][C]10.2396[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.492619[/C][C]9.5013[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.455254[/C][C]8.7806[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.429115[/C][C]8.2765[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.423471[/C][C]8.1676[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.425696[/C][C]8.2105[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.410565[/C][C]7.9187[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]0.405184[/C][C]7.8149[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.381224[/C][C]7.3528[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.369199[/C][C]7.1208[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]0.37554[/C][C]7.2432[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]0.393157[/C][C]7.5829[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.413239[/C][C]7.9703[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.375261[/C][C]7.2378[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]0.338776[/C][C]6.5341[/C][C]0[/C][/ROW]
[ROW][C]39[/C][C]0.31205[/C][C]6.0186[/C][C]0[/C][/ROW]
[ROW][C]40[/C][C]0.305489[/C][C]5.8921[/C][C]0[/C][/ROW]
[ROW][C]41[/C][C]0.308277[/C][C]5.9458[/C][C]0[/C][/ROW]
[ROW][C]42[/C][C]0.29606[/C][C]5.7102[/C][C]0[/C][/ROW]
[ROW][C]43[/C][C]0.293788[/C][C]5.6664[/C][C]0[/C][/ROW]
[ROW][C]44[/C][C]0.275055[/C][C]5.3051[/C][C]0[/C][/ROW]
[ROW][C]45[/C][C]0.268229[/C][C]5.1734[/C][C]0[/C][/ROW]
[ROW][C]46[/C][C]0.280951[/C][C]5.4188[/C][C]0[/C][/ROW]
[ROW][C]47[/C][C]0.304677[/C][C]5.8764[/C][C]0[/C][/ROW]
[ROW][C]48[/C][C]0.326404[/C][C]6.2954[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.293376[/C][C]5.6584[/C][C]0[/C][/ROW]
[ROW][C]50[/C][C]0.260131[/C][C]5.0172[/C][C]0[/C][/ROW]
[ROW][C]51[/C][C]0.23558[/C][C]4.5437[/C][C]4e-06[/C][/ROW]
[ROW][C]52[/C][C]0.22941[/C][C]4.4247[/C][C]6e-06[/C][/ROW]
[ROW][C]53[/C][C]0.231022[/C][C]4.4558[/C][C]6e-06[/C][/ROW]
[ROW][C]54[/C][C]0.214026[/C][C]4.128[/C][C]2.3e-05[/C][/ROW]
[ROW][C]55[/C][C]0.206353[/C][C]3.98[/C][C]4.1e-05[/C][/ROW]
[ROW][C]56[/C][C]0.180507[/C][C]3.4815[/C][C]0.000279[/C][/ROW]
[ROW][C]57[/C][C]0.164755[/C][C]3.1777[/C][C]0.000804[/C][/ROW]
[ROW][C]58[/C][C]0.164875[/C][C]3.18[/C][C]0.000798[/C][/ROW]
[ROW][C]59[/C][C]0.173288[/C][C]3.3423[/C][C]0.000458[/C][/ROW]
[ROW][C]60[/C][C]0.179908[/C][C]3.4699[/C][C]0.000291[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30693&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30693&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	0.953029	18.3814	0
2	0.905905	17.4725	0
3	0.866941	16.721	0
4	0.848243	16.3603	0
5	0.836163	16.1273	0
6	0.803428	15.496	0
7	0.780384	15.0515	0
8	0.739074	14.2547	0
9	0.707557	13.6469	0
10	0.697309	13.4492	0
11	0.701438	13.5288	0
12	0.705868	13.6143	0
13	0.650143	12.5395	0
14	0.597708	11.5282	0
15	0.559117	10.7839	0
16	0.54447	10.5014	0
17	0.542013	10.454	0
18	0.524014	10.1068	0
19	0.518523	10.0009	0
20	0.494943	9.5461	0
21	0.481482	9.2865	0
22	0.490365	9.4578	0
23	0.50954	9.8276	0
24	0.5309	10.2396	0
25	0.492619	9.5013	0
26	0.455254	8.7806	0
27	0.429115	8.2765	0
28	0.423471	8.1676	0
29	0.425696	8.2105	0
30	0.410565	7.9187	0
31	0.405184	7.8149	0
32	0.381224	7.3528	0
33	0.369199	7.1208	0
34	0.37554	7.2432	0
35	0.393157	7.5829	0
36	0.413239	7.9703	0
37	0.375261	7.2378	0
38	0.338776	6.5341	0
39	0.31205	6.0186	0
40	0.305489	5.8921	0
41	0.308277	5.9458	0
42	0.29606	5.7102	0
43	0.293788	5.6664	0
44	0.275055	5.3051	0
45	0.268229	5.1734	0
46	0.280951	5.4188	0
47	0.304677	5.8764	0
48	0.326404	6.2954	0
49	0.293376	5.6584	0
50	0.260131	5.0172	0
51	0.23558	4.5437	4e-06
52	0.22941	4.4247	6e-06
53	0.231022	4.4558	6e-06
54	0.214026	4.128	2.3e-05
55	0.206353	3.98	4.1e-05
56	0.180507	3.4815	0.000279
57	0.164755	3.1777	0.000804
58	0.164875	3.18	0.000798
59	0.173288	3.3423	0.000458
60	0.179908	3.4699	0.000291

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.953029	18.3814	0
2	-0.025716	-0.496	0.310095
3	0.064285	1.2399	0.107901
4	0.200462	3.8664	6.5e-05
5	0.073321	1.4142	0.079076
6	-0.203911	-3.9329	5e-05
7	0.154527	2.9804	0.001534
8	-0.232935	-4.4927	5e-06
9	0.043252	0.8342	0.202348
10	0.244823	4.722	2e-06
11	0.141231	2.724	0.003377
12	-0.026246	-0.5062	0.306502
13	-0.55096	-10.6265	0
14	0.041869	0.8075	0.209937
15	0.131743	2.541	0.00573
16	0.094142	1.8158	0.035107
17	0.147384	2.8426	0.00236
18	0.049	0.9451	0.172619
19	0.115029	2.2186	0.013559
20	-0.048429	-0.9341	0.175436
21	-0.001037	-0.02	0.492025
22	0.09784	1.8871	0.029964
23	-0.048905	-0.9432	0.173084
24	0.070517	1.3601	0.087315
25	-0.284097	-5.4795	0
26	-0.028151	-0.543	0.293741
27	0.047313	0.9125	0.181037
28	0.008299	0.1601	0.436455
29	-0.013165	-0.2539	0.399846
30	0.012514	0.2414	0.404702
31	0.04331	0.8353	0.202036
32	0.009995	0.1928	0.423617
33	0.080387	1.5504	0.060943
34	0.007466	0.144	0.442786
35	0.014953	0.2884	0.386598
36	0.057568	1.1103	0.133788
37	-0.202874	-3.9129	5.4e-05
38	-0.010231	-0.1973	0.421839
39	-0.001218	-0.0235	0.490634
40	-0.009231	-0.178	0.429394
41	0.030497	0.5882	0.278375
42	0.061244	1.1812	0.119133
43	0.023282	0.449	0.326832
44	0.023761	0.4583	0.323507
45	0.041724	0.8047	0.21074
46	0.028072	0.5414	0.294269
47	-0.00663	-0.1279	0.449155
48	-0.074431	-1.4356	0.075981
49	-0.095985	-1.8513	0.03246
50	-0.034802	-0.6712	0.251242
51	-0.006269	-0.1209	0.451913
52	-0.020787	-0.4009	0.344355
53	0.001233	0.0238	0.490523
54	-0.058007	-1.1188	0.131974
55	0.005324	0.1027	0.459133
56	-0.000266	-0.0051	0.497957
57	-0.030523	-0.5887	0.278209
58	-0.056019	-1.0805	0.14032
59	-0.018042	-0.348	0.364026
60	-0.033445	-0.6451	0.259642

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.953029 & 18.3814 & 0 \tabularnewline
2 & -0.025716 & -0.496 & 0.310095 \tabularnewline
3 & 0.064285 & 1.2399 & 0.107901 \tabularnewline
4 & 0.200462 & 3.8664 & 6.5e-05 \tabularnewline
5 & 0.073321 & 1.4142 & 0.079076 \tabularnewline
6 & -0.203911 & -3.9329 & 5e-05 \tabularnewline
7 & 0.154527 & 2.9804 & 0.001534 \tabularnewline
8 & -0.232935 & -4.4927 & 5e-06 \tabularnewline
9 & 0.043252 & 0.8342 & 0.202348 \tabularnewline
10 & 0.244823 & 4.722 & 2e-06 \tabularnewline
11 & 0.141231 & 2.724 & 0.003377 \tabularnewline
12 & -0.026246 & -0.5062 & 0.306502 \tabularnewline
13 & -0.55096 & -10.6265 & 0 \tabularnewline
14 & 0.041869 & 0.8075 & 0.209937 \tabularnewline
15 & 0.131743 & 2.541 & 0.00573 \tabularnewline
16 & 0.094142 & 1.8158 & 0.035107 \tabularnewline
17 & 0.147384 & 2.8426 & 0.00236 \tabularnewline
18 & 0.049 & 0.9451 & 0.172619 \tabularnewline
19 & 0.115029 & 2.2186 & 0.013559 \tabularnewline
20 & -0.048429 & -0.9341 & 0.175436 \tabularnewline
21 & -0.001037 & -0.02 & 0.492025 \tabularnewline
22 & 0.09784 & 1.8871 & 0.029964 \tabularnewline
23 & -0.048905 & -0.9432 & 0.173084 \tabularnewline
24 & 0.070517 & 1.3601 & 0.087315 \tabularnewline
25 & -0.284097 & -5.4795 & 0 \tabularnewline
26 & -0.028151 & -0.543 & 0.293741 \tabularnewline
27 & 0.047313 & 0.9125 & 0.181037 \tabularnewline
28 & 0.008299 & 0.1601 & 0.436455 \tabularnewline
29 & -0.013165 & -0.2539 & 0.399846 \tabularnewline
30 & 0.012514 & 0.2414 & 0.404702 \tabularnewline
31 & 0.04331 & 0.8353 & 0.202036 \tabularnewline
32 & 0.009995 & 0.1928 & 0.423617 \tabularnewline
33 & 0.080387 & 1.5504 & 0.060943 \tabularnewline
34 & 0.007466 & 0.144 & 0.442786 \tabularnewline
35 & 0.014953 & 0.2884 & 0.386598 \tabularnewline
36 & 0.057568 & 1.1103 & 0.133788 \tabularnewline
37 & -0.202874 & -3.9129 & 5.4e-05 \tabularnewline
38 & -0.010231 & -0.1973 & 0.421839 \tabularnewline
39 & -0.001218 & -0.0235 & 0.490634 \tabularnewline
40 & -0.009231 & -0.178 & 0.429394 \tabularnewline
41 & 0.030497 & 0.5882 & 0.278375 \tabularnewline
42 & 0.061244 & 1.1812 & 0.119133 \tabularnewline
43 & 0.023282 & 0.449 & 0.326832 \tabularnewline
44 & 0.023761 & 0.4583 & 0.323507 \tabularnewline
45 & 0.041724 & 0.8047 & 0.21074 \tabularnewline
46 & 0.028072 & 0.5414 & 0.294269 \tabularnewline
47 & -0.00663 & -0.1279 & 0.449155 \tabularnewline
48 & -0.074431 & -1.4356 & 0.075981 \tabularnewline
49 & -0.095985 & -1.8513 & 0.03246 \tabularnewline
50 & -0.034802 & -0.6712 & 0.251242 \tabularnewline
51 & -0.006269 & -0.1209 & 0.451913 \tabularnewline
52 & -0.020787 & -0.4009 & 0.344355 \tabularnewline
53 & 0.001233 & 0.0238 & 0.490523 \tabularnewline
54 & -0.058007 & -1.1188 & 0.131974 \tabularnewline
55 & 0.005324 & 0.1027 & 0.459133 \tabularnewline
56 & -0.000266 & -0.0051 & 0.497957 \tabularnewline
57 & -0.030523 & -0.5887 & 0.278209 \tabularnewline
58 & -0.056019 & -1.0805 & 0.14032 \tabularnewline
59 & -0.018042 & -0.348 & 0.364026 \tabularnewline
60 & -0.033445 & -0.6451 & 0.259642 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30693&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]0.953029[/C][C]18.3814[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.025716[/C][C]-0.496[/C][C]0.310095[/C][/ROW]
[ROW][C]3[/C][C]0.064285[/C][C]1.2399[/C][C]0.107901[/C][/ROW]
[ROW][C]4[/C][C]0.200462[/C][C]3.8664[/C][C]6.5e-05[/C][/ROW]
[ROW][C]5[/C][C]0.073321[/C][C]1.4142[/C][C]0.079076[/C][/ROW]
[ROW][C]6[/C][C]-0.203911[/C][C]-3.9329[/C][C]5e-05[/C][/ROW]
[ROW][C]7[/C][C]0.154527[/C][C]2.9804[/C][C]0.001534[/C][/ROW]
[ROW][C]8[/C][C]-0.232935[/C][C]-4.4927[/C][C]5e-06[/C][/ROW]
[ROW][C]9[/C][C]0.043252[/C][C]0.8342[/C][C]0.202348[/C][/ROW]
[ROW][C]10[/C][C]0.244823[/C][C]4.722[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.141231[/C][C]2.724[/C][C]0.003377[/C][/ROW]
[ROW][C]12[/C][C]-0.026246[/C][C]-0.5062[/C][C]0.306502[/C][/ROW]
[ROW][C]13[/C][C]-0.55096[/C][C]-10.6265[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.041869[/C][C]0.8075[/C][C]0.209937[/C][/ROW]
[ROW][C]15[/C][C]0.131743[/C][C]2.541[/C][C]0.00573[/C][/ROW]
[ROW][C]16[/C][C]0.094142[/C][C]1.8158[/C][C]0.035107[/C][/ROW]
[ROW][C]17[/C][C]0.147384[/C][C]2.8426[/C][C]0.00236[/C][/ROW]
[ROW][C]18[/C][C]0.049[/C][C]0.9451[/C][C]0.172619[/C][/ROW]
[ROW][C]19[/C][C]0.115029[/C][C]2.2186[/C][C]0.013559[/C][/ROW]
[ROW][C]20[/C][C]-0.048429[/C][C]-0.9341[/C][C]0.175436[/C][/ROW]
[ROW][C]21[/C][C]-0.001037[/C][C]-0.02[/C][C]0.492025[/C][/ROW]
[ROW][C]22[/C][C]0.09784[/C][C]1.8871[/C][C]0.029964[/C][/ROW]
[ROW][C]23[/C][C]-0.048905[/C][C]-0.9432[/C][C]0.173084[/C][/ROW]
[ROW][C]24[/C][C]0.070517[/C][C]1.3601[/C][C]0.087315[/C][/ROW]
[ROW][C]25[/C][C]-0.284097[/C][C]-5.4795[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]-0.028151[/C][C]-0.543[/C][C]0.293741[/C][/ROW]
[ROW][C]27[/C][C]0.047313[/C][C]0.9125[/C][C]0.181037[/C][/ROW]
[ROW][C]28[/C][C]0.008299[/C][C]0.1601[/C][C]0.436455[/C][/ROW]
[ROW][C]29[/C][C]-0.013165[/C][C]-0.2539[/C][C]0.399846[/C][/ROW]
[ROW][C]30[/C][C]0.012514[/C][C]0.2414[/C][C]0.404702[/C][/ROW]
[ROW][C]31[/C][C]0.04331[/C][C]0.8353[/C][C]0.202036[/C][/ROW]
[ROW][C]32[/C][C]0.009995[/C][C]0.1928[/C][C]0.423617[/C][/ROW]
[ROW][C]33[/C][C]0.080387[/C][C]1.5504[/C][C]0.060943[/C][/ROW]
[ROW][C]34[/C][C]0.007466[/C][C]0.144[/C][C]0.442786[/C][/ROW]
[ROW][C]35[/C][C]0.014953[/C][C]0.2884[/C][C]0.386598[/C][/ROW]
[ROW][C]36[/C][C]0.057568[/C][C]1.1103[/C][C]0.133788[/C][/ROW]
[ROW][C]37[/C][C]-0.202874[/C][C]-3.9129[/C][C]5.4e-05[/C][/ROW]
[ROW][C]38[/C][C]-0.010231[/C][C]-0.1973[/C][C]0.421839[/C][/ROW]
[ROW][C]39[/C][C]-0.001218[/C][C]-0.0235[/C][C]0.490634[/C][/ROW]
[ROW][C]40[/C][C]-0.009231[/C][C]-0.178[/C][C]0.429394[/C][/ROW]
[ROW][C]41[/C][C]0.030497[/C][C]0.5882[/C][C]0.278375[/C][/ROW]
[ROW][C]42[/C][C]0.061244[/C][C]1.1812[/C][C]0.119133[/C][/ROW]
[ROW][C]43[/C][C]0.023282[/C][C]0.449[/C][C]0.326832[/C][/ROW]
[ROW][C]44[/C][C]0.023761[/C][C]0.4583[/C][C]0.323507[/C][/ROW]
[ROW][C]45[/C][C]0.041724[/C][C]0.8047[/C][C]0.21074[/C][/ROW]
[ROW][C]46[/C][C]0.028072[/C][C]0.5414[/C][C]0.294269[/C][/ROW]
[ROW][C]47[/C][C]-0.00663[/C][C]-0.1279[/C][C]0.449155[/C][/ROW]
[ROW][C]48[/C][C]-0.074431[/C][C]-1.4356[/C][C]0.075981[/C][/ROW]
[ROW][C]49[/C][C]-0.095985[/C][C]-1.8513[/C][C]0.03246[/C][/ROW]
[ROW][C]50[/C][C]-0.034802[/C][C]-0.6712[/C][C]0.251242[/C][/ROW]
[ROW][C]51[/C][C]-0.006269[/C][C]-0.1209[/C][C]0.451913[/C][/ROW]
[ROW][C]52[/C][C]-0.020787[/C][C]-0.4009[/C][C]0.344355[/C][/ROW]
[ROW][C]53[/C][C]0.001233[/C][C]0.0238[/C][C]0.490523[/C][/ROW]
[ROW][C]54[/C][C]-0.058007[/C][C]-1.1188[/C][C]0.131974[/C][/ROW]
[ROW][C]55[/C][C]0.005324[/C][C]0.1027[/C][C]0.459133[/C][/ROW]
[ROW][C]56[/C][C]-0.000266[/C][C]-0.0051[/C][C]0.497957[/C][/ROW]
[ROW][C]57[/C][C]-0.030523[/C][C]-0.5887[/C][C]0.278209[/C][/ROW]
[ROW][C]58[/C][C]-0.056019[/C][C]-1.0805[/C][C]0.14032[/C][/ROW]
[ROW][C]59[/C][C]-0.018042[/C][C]-0.348[/C][C]0.364026[/C][/ROW]
[ROW][C]60[/C][C]-0.033445[/C][C]-0.6451[/C][C]0.259642[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30693&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30693&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	0.953029	18.3814	0
2	-0.025716	-0.496	0.310095
3	0.064285	1.2399	0.107901
4	0.200462	3.8664	6.5e-05
5	0.073321	1.4142	0.079076
6	-0.203911	-3.9329	5e-05
7	0.154527	2.9804	0.001534
8	-0.232935	-4.4927	5e-06
9	0.043252	0.8342	0.202348
10	0.244823	4.722	2e-06
11	0.141231	2.724	0.003377
12	-0.026246	-0.5062	0.306502
13	-0.55096	-10.6265	0
14	0.041869	0.8075	0.209937
15	0.131743	2.541	0.00573
16	0.094142	1.8158	0.035107
17	0.147384	2.8426	0.00236
18	0.049	0.9451	0.172619
19	0.115029	2.2186	0.013559
20	-0.048429	-0.9341	0.175436
21	-0.001037	-0.02	0.492025
22	0.09784	1.8871	0.029964
23	-0.048905	-0.9432	0.173084
24	0.070517	1.3601	0.087315
25	-0.284097	-5.4795	0
26	-0.028151	-0.543	0.293741
27	0.047313	0.9125	0.181037
28	0.008299	0.1601	0.436455
29	-0.013165	-0.2539	0.399846
30	0.012514	0.2414	0.404702
31	0.04331	0.8353	0.202036
32	0.009995	0.1928	0.423617
33	0.080387	1.5504	0.060943
34	0.007466	0.144	0.442786
35	0.014953	0.2884	0.386598
36	0.057568	1.1103	0.133788
37	-0.202874	-3.9129	5.4e-05
38	-0.010231	-0.1973	0.421839
39	-0.001218	-0.0235	0.490634
40	-0.009231	-0.178	0.429394
41	0.030497	0.5882	0.278375
42	0.061244	1.1812	0.119133
43	0.023282	0.449	0.326832
44	0.023761	0.4583	0.323507
45	0.041724	0.8047	0.21074
46	0.028072	0.5414	0.294269
47	-0.00663	-0.1279	0.449155
48	-0.074431	-1.4356	0.075981
49	-0.095985	-1.8513	0.03246
50	-0.034802	-0.6712	0.251242
51	-0.006269	-0.1209	0.451913
52	-0.020787	-0.4009	0.344355
53	0.001233	0.0238	0.490523
54	-0.058007	-1.1188	0.131974
55	0.005324	0.1027	0.459133
56	-0.000266	-0.0051	0.497957
57	-0.030523	-0.5887	0.278209
58	-0.056019	-1.0805	0.14032
59	-0.018042	-0.348	0.364026
60	-0.033445	-0.6451	0.259642

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; 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