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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 13:08:11 -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/t1228766919h69yykifecl67ot.htm/, Retrieved Thu, 16 May 2024 05:12:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30906, Retrieved Thu, 16 May 2024 05:12:14 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

166

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]
- RMPD  [Standard Deviation-Mean Plot] [SD mean plot step 1] [2008-12-08 19:47:44] [7d3039e6253bb5fb3b26df1537d500b4]
F    D    [Standard Deviation-Mean Plot] [SD mean plot step 1] [2008-12-08 19:54:49] [7d3039e6253bb5fb3b26df1537d500b4]
- RM D        [(Partial) Autocorrelation Function] [ACF Step 2] [2008-12-08 20:08:11] [35348cd8592af0baf5f138bd59921307] [Current]
-               [(Partial) Autocorrelation Function] [ACF Step 3] [2008-12-08 20:23:11] [7d3039e6253bb5fb3b26df1537d500b4] 
- RMP             [ARIMA Backward Selection] [Arima backward se...] [2008-12-15 09:51:35] [7d3039e6253bb5fb3b26df1537d500b4] 

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Dataseries X:

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Histogram

Boxplots

7.8
7.6
7.5
7.6
7.5
7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8.0
7.5
6.8
6.5
6.6
7.6
8.0
8.0
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7.0
7.1
7.2
7.1
6.9
7.0
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5
6.8
6.8
6.5
6.3
5.9
5.9
6.4
6.4

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=30906&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=30906&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30906&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	0.88222	7.275	0
2	0.699958	5.772	0
3	0.513643	4.2356	3.5e-05
4	0.385766	3.1811	0.001106
5	0.357912	2.9514	0.002169
6	0.368092	3.0354	0.001701
7	0.370293	3.0535	0.001614
8	0.3583	2.9546	0.002149
9	0.346637	2.8584	0.002823
10	0.333035	2.7463	0.003853
11	0.335178	2.764	0.003671
12	0.337602	2.7839	0.003474
13	0.292403	2.4112	0.009303
14	0.237832	1.9612	0.026975
15	0.151597	1.2501	0.107774
16	0.074785	0.6167	0.269749
17	0.025693	0.2119	0.41642
18	-0.004381	-0.0361	0.485643
19	-0.024799	-0.2045	0.419289
20	-0.047208	-0.3893	0.34914
21	-0.067123	-0.5535	0.290864
22	-0.094527	-0.7795	0.219199
23	-0.118329	-0.9758	0.166321
24	-0.119455	-0.9851	0.164046
25	-0.123686	-1.0199	0.155685
26	-0.11128	-0.9176	0.181025
27	-0.110238	-0.909	0.183268
28	-0.120171	-0.991	0.16261
29	-0.143631	-1.1844	0.120187
30	-0.168922	-1.393	0.084083
31	-0.196428	-1.6198	0.054953
32	-0.205528	-1.6948	0.047342
33	-0.189624	-1.5637	0.061268
34	-0.165015	-1.3608	0.089043
35	-0.126435	-1.0426	0.15041
36	-0.101993	-0.8411	0.201633
37	-0.119631	-0.9865	0.163693
38	-0.14442	-1.1909	0.118913
39	-0.176309	-1.4539	0.075289
40	-0.178035	-1.4681	0.073342
41	-0.177877	-1.4668	0.073518
42	-0.183433	-1.5126	0.067504
43	-0.208673	-1.7208	0.044921
44	-0.238519	-1.9669	0.02664
45	-0.235765	-1.9442	0.028007
46	-0.208725	-1.7212	0.044882
47	-0.15385	-1.2687	0.10444
48	-0.096533	-0.796	0.214392
49	-0.087118	-0.7184	0.237488
50	-0.109476	-0.9028	0.18492
51	-0.160508	-1.3236	0.095037
52	-0.213869	-1.7636	0.041145
53	-0.242944	-2.0034	0.024562
54	-0.229825	-1.8952	0.03116
55	-0.207163	-1.7083	0.04607
56	-0.176294	-1.4538	0.075307
57	-0.139329	-1.1489	0.127304
58	-0.115063	-0.9488	0.173032
59	-0.085198	-0.7026	0.242363
60	-0.070082	-0.5779	0.282618

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.88222 & 7.275 & 0 \tabularnewline
2 & 0.699958 & 5.772 & 0 \tabularnewline
3 & 0.513643 & 4.2356 & 3.5e-05 \tabularnewline
4 & 0.385766 & 3.1811 & 0.001106 \tabularnewline
5 & 0.357912 & 2.9514 & 0.002169 \tabularnewline
6 & 0.368092 & 3.0354 & 0.001701 \tabularnewline
7 & 0.370293 & 3.0535 & 0.001614 \tabularnewline
8 & 0.3583 & 2.9546 & 0.002149 \tabularnewline
9 & 0.346637 & 2.8584 & 0.002823 \tabularnewline
10 & 0.333035 & 2.7463 & 0.003853 \tabularnewline
11 & 0.335178 & 2.764 & 0.003671 \tabularnewline
12 & 0.337602 & 2.7839 & 0.003474 \tabularnewline
13 & 0.292403 & 2.4112 & 0.009303 \tabularnewline
14 & 0.237832 & 1.9612 & 0.026975 \tabularnewline
15 & 0.151597 & 1.2501 & 0.107774 \tabularnewline
16 & 0.074785 & 0.6167 & 0.269749 \tabularnewline
17 & 0.025693 & 0.2119 & 0.41642 \tabularnewline
18 & -0.004381 & -0.0361 & 0.485643 \tabularnewline
19 & -0.024799 & -0.2045 & 0.419289 \tabularnewline
20 & -0.047208 & -0.3893 & 0.34914 \tabularnewline
21 & -0.067123 & -0.5535 & 0.290864 \tabularnewline
22 & -0.094527 & -0.7795 & 0.219199 \tabularnewline
23 & -0.118329 & -0.9758 & 0.166321 \tabularnewline
24 & -0.119455 & -0.9851 & 0.164046 \tabularnewline
25 & -0.123686 & -1.0199 & 0.155685 \tabularnewline
26 & -0.11128 & -0.9176 & 0.181025 \tabularnewline
27 & -0.110238 & -0.909 & 0.183268 \tabularnewline
28 & -0.120171 & -0.991 & 0.16261 \tabularnewline
29 & -0.143631 & -1.1844 & 0.120187 \tabularnewline
30 & -0.168922 & -1.393 & 0.084083 \tabularnewline
31 & -0.196428 & -1.6198 & 0.054953 \tabularnewline
32 & -0.205528 & -1.6948 & 0.047342 \tabularnewline
33 & -0.189624 & -1.5637 & 0.061268 \tabularnewline
34 & -0.165015 & -1.3608 & 0.089043 \tabularnewline
35 & -0.126435 & -1.0426 & 0.15041 \tabularnewline
36 & -0.101993 & -0.8411 & 0.201633 \tabularnewline
37 & -0.119631 & -0.9865 & 0.163693 \tabularnewline
38 & -0.14442 & -1.1909 & 0.118913 \tabularnewline
39 & -0.176309 & -1.4539 & 0.075289 \tabularnewline
40 & -0.178035 & -1.4681 & 0.073342 \tabularnewline
41 & -0.177877 & -1.4668 & 0.073518 \tabularnewline
42 & -0.183433 & -1.5126 & 0.067504 \tabularnewline
43 & -0.208673 & -1.7208 & 0.044921 \tabularnewline
44 & -0.238519 & -1.9669 & 0.02664 \tabularnewline
45 & -0.235765 & -1.9442 & 0.028007 \tabularnewline
46 & -0.208725 & -1.7212 & 0.044882 \tabularnewline
47 & -0.15385 & -1.2687 & 0.10444 \tabularnewline
48 & -0.096533 & -0.796 & 0.214392 \tabularnewline
49 & -0.087118 & -0.7184 & 0.237488 \tabularnewline
50 & -0.109476 & -0.9028 & 0.18492 \tabularnewline
51 & -0.160508 & -1.3236 & 0.095037 \tabularnewline
52 & -0.213869 & -1.7636 & 0.041145 \tabularnewline
53 & -0.242944 & -2.0034 & 0.024562 \tabularnewline
54 & -0.229825 & -1.8952 & 0.03116 \tabularnewline
55 & -0.207163 & -1.7083 & 0.04607 \tabularnewline
56 & -0.176294 & -1.4538 & 0.075307 \tabularnewline
57 & -0.139329 & -1.1489 & 0.127304 \tabularnewline
58 & -0.115063 & -0.9488 & 0.173032 \tabularnewline
59 & -0.085198 & -0.7026 & 0.242363 \tabularnewline
60 & -0.070082 & -0.5779 & 0.282618 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30906&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]0.88222[/C][C]7.275[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.699958[/C][C]5.772[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.513643[/C][C]4.2356[/C][C]3.5e-05[/C][/ROW]
[ROW][C]4[/C][C]0.385766[/C][C]3.1811[/C][C]0.001106[/C][/ROW]
[ROW][C]5[/C][C]0.357912[/C][C]2.9514[/C][C]0.002169[/C][/ROW]
[ROW][C]6[/C][C]0.368092[/C][C]3.0354[/C][C]0.001701[/C][/ROW]
[ROW][C]7[/C][C]0.370293[/C][C]3.0535[/C][C]0.001614[/C][/ROW]
[ROW][C]8[/C][C]0.3583[/C][C]2.9546[/C][C]0.002149[/C][/ROW]
[ROW][C]9[/C][C]0.346637[/C][C]2.8584[/C][C]0.002823[/C][/ROW]
[ROW][C]10[/C][C]0.333035[/C][C]2.7463[/C][C]0.003853[/C][/ROW]
[ROW][C]11[/C][C]0.335178[/C][C]2.764[/C][C]0.003671[/C][/ROW]
[ROW][C]12[/C][C]0.337602[/C][C]2.7839[/C][C]0.003474[/C][/ROW]
[ROW][C]13[/C][C]0.292403[/C][C]2.4112[/C][C]0.009303[/C][/ROW]
[ROW][C]14[/C][C]0.237832[/C][C]1.9612[/C][C]0.026975[/C][/ROW]
[ROW][C]15[/C][C]0.151597[/C][C]1.2501[/C][C]0.107774[/C][/ROW]
[ROW][C]16[/C][C]0.074785[/C][C]0.6167[/C][C]0.269749[/C][/ROW]
[ROW][C]17[/C][C]0.025693[/C][C]0.2119[/C][C]0.41642[/C][/ROW]
[ROW][C]18[/C][C]-0.004381[/C][C]-0.0361[/C][C]0.485643[/C][/ROW]
[ROW][C]19[/C][C]-0.024799[/C][C]-0.2045[/C][C]0.419289[/C][/ROW]
[ROW][C]20[/C][C]-0.047208[/C][C]-0.3893[/C][C]0.34914[/C][/ROW]
[ROW][C]21[/C][C]-0.067123[/C][C]-0.5535[/C][C]0.290864[/C][/ROW]
[ROW][C]22[/C][C]-0.094527[/C][C]-0.7795[/C][C]0.219199[/C][/ROW]
[ROW][C]23[/C][C]-0.118329[/C][C]-0.9758[/C][C]0.166321[/C][/ROW]
[ROW][C]24[/C][C]-0.119455[/C][C]-0.9851[/C][C]0.164046[/C][/ROW]
[ROW][C]25[/C][C]-0.123686[/C][C]-1.0199[/C][C]0.155685[/C][/ROW]
[ROW][C]26[/C][C]-0.11128[/C][C]-0.9176[/C][C]0.181025[/C][/ROW]
[ROW][C]27[/C][C]-0.110238[/C][C]-0.909[/C][C]0.183268[/C][/ROW]
[ROW][C]28[/C][C]-0.120171[/C][C]-0.991[/C][C]0.16261[/C][/ROW]
[ROW][C]29[/C][C]-0.143631[/C][C]-1.1844[/C][C]0.120187[/C][/ROW]
[ROW][C]30[/C][C]-0.168922[/C][C]-1.393[/C][C]0.084083[/C][/ROW]
[ROW][C]31[/C][C]-0.196428[/C][C]-1.6198[/C][C]0.054953[/C][/ROW]
[ROW][C]32[/C][C]-0.205528[/C][C]-1.6948[/C][C]0.047342[/C][/ROW]
[ROW][C]33[/C][C]-0.189624[/C][C]-1.5637[/C][C]0.061268[/C][/ROW]
[ROW][C]34[/C][C]-0.165015[/C][C]-1.3608[/C][C]0.089043[/C][/ROW]
[ROW][C]35[/C][C]-0.126435[/C][C]-1.0426[/C][C]0.15041[/C][/ROW]
[ROW][C]36[/C][C]-0.101993[/C][C]-0.8411[/C][C]0.201633[/C][/ROW]
[ROW][C]37[/C][C]-0.119631[/C][C]-0.9865[/C][C]0.163693[/C][/ROW]
[ROW][C]38[/C][C]-0.14442[/C][C]-1.1909[/C][C]0.118913[/C][/ROW]
[ROW][C]39[/C][C]-0.176309[/C][C]-1.4539[/C][C]0.075289[/C][/ROW]
[ROW][C]40[/C][C]-0.178035[/C][C]-1.4681[/C][C]0.073342[/C][/ROW]
[ROW][C]41[/C][C]-0.177877[/C][C]-1.4668[/C][C]0.073518[/C][/ROW]
[ROW][C]42[/C][C]-0.183433[/C][C]-1.5126[/C][C]0.067504[/C][/ROW]
[ROW][C]43[/C][C]-0.208673[/C][C]-1.7208[/C][C]0.044921[/C][/ROW]
[ROW][C]44[/C][C]-0.238519[/C][C]-1.9669[/C][C]0.02664[/C][/ROW]
[ROW][C]45[/C][C]-0.235765[/C][C]-1.9442[/C][C]0.028007[/C][/ROW]
[ROW][C]46[/C][C]-0.208725[/C][C]-1.7212[/C][C]0.044882[/C][/ROW]
[ROW][C]47[/C][C]-0.15385[/C][C]-1.2687[/C][C]0.10444[/C][/ROW]
[ROW][C]48[/C][C]-0.096533[/C][C]-0.796[/C][C]0.214392[/C][/ROW]
[ROW][C]49[/C][C]-0.087118[/C][C]-0.7184[/C][C]0.237488[/C][/ROW]
[ROW][C]50[/C][C]-0.109476[/C][C]-0.9028[/C][C]0.18492[/C][/ROW]
[ROW][C]51[/C][C]-0.160508[/C][C]-1.3236[/C][C]0.095037[/C][/ROW]
[ROW][C]52[/C][C]-0.213869[/C][C]-1.7636[/C][C]0.041145[/C][/ROW]
[ROW][C]53[/C][C]-0.242944[/C][C]-2.0034[/C][C]0.024562[/C][/ROW]
[ROW][C]54[/C][C]-0.229825[/C][C]-1.8952[/C][C]0.03116[/C][/ROW]
[ROW][C]55[/C][C]-0.207163[/C][C]-1.7083[/C][C]0.04607[/C][/ROW]
[ROW][C]56[/C][C]-0.176294[/C][C]-1.4538[/C][C]0.075307[/C][/ROW]
[ROW][C]57[/C][C]-0.139329[/C][C]-1.1489[/C][C]0.127304[/C][/ROW]
[ROW][C]58[/C][C]-0.115063[/C][C]-0.9488[/C][C]0.173032[/C][/ROW]
[ROW][C]59[/C][C]-0.085198[/C][C]-0.7026[/C][C]0.242363[/C][/ROW]
[ROW][C]60[/C][C]-0.070082[/C][C]-0.5779[/C][C]0.282618[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30906&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30906&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	0.88222	7.275	0
2	0.699958	5.772	0
3	0.513643	4.2356	3.5e-05
4	0.385766	3.1811	0.001106
5	0.357912	2.9514	0.002169
6	0.368092	3.0354	0.001701
7	0.370293	3.0535	0.001614
8	0.3583	2.9546	0.002149
9	0.346637	2.8584	0.002823
10	0.333035	2.7463	0.003853
11	0.335178	2.764	0.003671
12	0.337602	2.7839	0.003474
13	0.292403	2.4112	0.009303
14	0.237832	1.9612	0.026975
15	0.151597	1.2501	0.107774
16	0.074785	0.6167	0.269749
17	0.025693	0.2119	0.41642
18	-0.004381	-0.0361	0.485643
19	-0.024799	-0.2045	0.419289
20	-0.047208	-0.3893	0.34914
21	-0.067123	-0.5535	0.290864
22	-0.094527	-0.7795	0.219199
23	-0.118329	-0.9758	0.166321
24	-0.119455	-0.9851	0.164046
25	-0.123686	-1.0199	0.155685
26	-0.11128	-0.9176	0.181025
27	-0.110238	-0.909	0.183268
28	-0.120171	-0.991	0.16261
29	-0.143631	-1.1844	0.120187
30	-0.168922	-1.393	0.084083
31	-0.196428	-1.6198	0.054953
32	-0.205528	-1.6948	0.047342
33	-0.189624	-1.5637	0.061268
34	-0.165015	-1.3608	0.089043
35	-0.126435	-1.0426	0.15041
36	-0.101993	-0.8411	0.201633
37	-0.119631	-0.9865	0.163693
38	-0.14442	-1.1909	0.118913
39	-0.176309	-1.4539	0.075289
40	-0.178035	-1.4681	0.073342
41	-0.177877	-1.4668	0.073518
42	-0.183433	-1.5126	0.067504
43	-0.208673	-1.7208	0.044921
44	-0.238519	-1.9669	0.02664
45	-0.235765	-1.9442	0.028007
46	-0.208725	-1.7212	0.044882
47	-0.15385	-1.2687	0.10444
48	-0.096533	-0.796	0.214392
49	-0.087118	-0.7184	0.237488
50	-0.109476	-0.9028	0.18492
51	-0.160508	-1.3236	0.095037
52	-0.213869	-1.7636	0.041145
53	-0.242944	-2.0034	0.024562
54	-0.229825	-1.8952	0.03116
55	-0.207163	-1.7083	0.04607
56	-0.176294	-1.4538	0.075307
57	-0.139329	-1.1489	0.127304
58	-0.115063	-0.9488	0.173032
59	-0.085198	-0.7026	0.242363
60	-0.070082	-0.5779	0.282618

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.88222	7.275	0
2	-0.353444	-2.9146	0.002409
3	-0.053175	-0.4385	0.33121
4	0.165307	1.3632	0.088665
5	0.280786	2.3154	0.011807
6	-0.063658	-0.5249	0.300667
7	-0.089152	-0.7352	0.232384
8	0.091919	0.758	0.225541
9	0.181418	1.496	0.069638
10	-0.041451	-0.3418	0.366774
11	0.02026	0.1671	0.433907
12	0.02785	0.2297	0.409524
13	-0.184568	-1.522	0.066325
14	0.054742	0.4514	0.326564
15	-0.153206	-1.2634	0.105385
16	0.007995	0.0659	0.473815
17	-0.066156	-0.5455	0.293584
18	-0.035763	-0.2949	0.384482
19	-0.07949	-0.6555	0.257181
20	-0.04243	-0.3499	0.363754
21	0.016936	0.1397	0.44467
22	-0.068128	-0.5618	0.288051
23	-0.070464	-0.5811	0.28156
24	0.125751	1.037	0.151712
25	-0.036416	-0.3003	0.382435
26	0.039544	0.3261	0.372681
27	-0.013901	-0.1146	0.454539
28	0.009953	0.0821	0.467413
29	-0.037275	-0.3074	0.379748
30	0.006212	0.0512	0.479649
31	-0.050435	-0.4159	0.339396
32	0.068758	0.567	0.286294
33	0.031091	0.2564	0.399214
34	0.018342	0.1513	0.440112
35	0.037695	0.3108	0.378437
36	-0.070328	-0.5799	0.281936
37	-0.122227	-1.0079	0.158535
38	0.001542	0.0127	0.494944
39	0.004186	0.0345	0.486284
40	0.066487	0.5483	0.292654
41	-0.207641	-1.7122	0.045704
42	-0.063673	-0.5251	0.300624
43	-0.022219	-0.1832	0.427584
44	0.002398	0.0198	0.492141
45	0.069838	0.5759	0.283293
46	-0.058725	-0.4843	0.314878
47	0.038909	0.3209	0.374653
48	0.082517	0.6804	0.249265
49	-0.139722	-1.1522	0.126641
50	-0.009879	-0.0815	0.467655
51	-0.014758	-0.1217	0.451749
52	-0.093979	-0.775	0.220522
53	0.03653	0.3012	0.382079
54	0.035095	0.2894	0.386577
55	0.017361	0.1432	0.443293
56	0.002796	0.0231	0.490837
57	0.028295	0.2333	0.408103
58	0.052066	0.4293	0.334515
59	-0.023476	-0.1936	0.423538
60	-0.120151	-0.9908	0.162651

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.88222 & 7.275 & 0 \tabularnewline
2 & -0.353444 & -2.9146 & 0.002409 \tabularnewline
3 & -0.053175 & -0.4385 & 0.33121 \tabularnewline
4 & 0.165307 & 1.3632 & 0.088665 \tabularnewline
5 & 0.280786 & 2.3154 & 0.011807 \tabularnewline
6 & -0.063658 & -0.5249 & 0.300667 \tabularnewline
7 & -0.089152 & -0.7352 & 0.232384 \tabularnewline
8 & 0.091919 & 0.758 & 0.225541 \tabularnewline
9 & 0.181418 & 1.496 & 0.069638 \tabularnewline
10 & -0.041451 & -0.3418 & 0.366774 \tabularnewline
11 & 0.02026 & 0.1671 & 0.433907 \tabularnewline
12 & 0.02785 & 0.2297 & 0.409524 \tabularnewline
13 & -0.184568 & -1.522 & 0.066325 \tabularnewline
14 & 0.054742 & 0.4514 & 0.326564 \tabularnewline
15 & -0.153206 & -1.2634 & 0.105385 \tabularnewline
16 & 0.007995 & 0.0659 & 0.473815 \tabularnewline
17 & -0.066156 & -0.5455 & 0.293584 \tabularnewline
18 & -0.035763 & -0.2949 & 0.384482 \tabularnewline
19 & -0.07949 & -0.6555 & 0.257181 \tabularnewline
20 & -0.04243 & -0.3499 & 0.363754 \tabularnewline
21 & 0.016936 & 0.1397 & 0.44467 \tabularnewline
22 & -0.068128 & -0.5618 & 0.288051 \tabularnewline
23 & -0.070464 & -0.5811 & 0.28156 \tabularnewline
24 & 0.125751 & 1.037 & 0.151712 \tabularnewline
25 & -0.036416 & -0.3003 & 0.382435 \tabularnewline
26 & 0.039544 & 0.3261 & 0.372681 \tabularnewline
27 & -0.013901 & -0.1146 & 0.454539 \tabularnewline
28 & 0.009953 & 0.0821 & 0.467413 \tabularnewline
29 & -0.037275 & -0.3074 & 0.379748 \tabularnewline
30 & 0.006212 & 0.0512 & 0.479649 \tabularnewline
31 & -0.050435 & -0.4159 & 0.339396 \tabularnewline
32 & 0.068758 & 0.567 & 0.286294 \tabularnewline
33 & 0.031091 & 0.2564 & 0.399214 \tabularnewline
34 & 0.018342 & 0.1513 & 0.440112 \tabularnewline
35 & 0.037695 & 0.3108 & 0.378437 \tabularnewline
36 & -0.070328 & -0.5799 & 0.281936 \tabularnewline
37 & -0.122227 & -1.0079 & 0.158535 \tabularnewline
38 & 0.001542 & 0.0127 & 0.494944 \tabularnewline
39 & 0.004186 & 0.0345 & 0.486284 \tabularnewline
40 & 0.066487 & 0.5483 & 0.292654 \tabularnewline
41 & -0.207641 & -1.7122 & 0.045704 \tabularnewline
42 & -0.063673 & -0.5251 & 0.300624 \tabularnewline
43 & -0.022219 & -0.1832 & 0.427584 \tabularnewline
44 & 0.002398 & 0.0198 & 0.492141 \tabularnewline
45 & 0.069838 & 0.5759 & 0.283293 \tabularnewline
46 & -0.058725 & -0.4843 & 0.314878 \tabularnewline
47 & 0.038909 & 0.3209 & 0.374653 \tabularnewline
48 & 0.082517 & 0.6804 & 0.249265 \tabularnewline
49 & -0.139722 & -1.1522 & 0.126641 \tabularnewline
50 & -0.009879 & -0.0815 & 0.467655 \tabularnewline
51 & -0.014758 & -0.1217 & 0.451749 \tabularnewline
52 & -0.093979 & -0.775 & 0.220522 \tabularnewline
53 & 0.03653 & 0.3012 & 0.382079 \tabularnewline
54 & 0.035095 & 0.2894 & 0.386577 \tabularnewline
55 & 0.017361 & 0.1432 & 0.443293 \tabularnewline
56 & 0.002796 & 0.0231 & 0.490837 \tabularnewline
57 & 0.028295 & 0.2333 & 0.408103 \tabularnewline
58 & 0.052066 & 0.4293 & 0.334515 \tabularnewline
59 & -0.023476 & -0.1936 & 0.423538 \tabularnewline
60 & -0.120151 & -0.9908 & 0.162651 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30906&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]0.88222[/C][C]7.275[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.353444[/C][C]-2.9146[/C][C]0.002409[/C][/ROW]
[ROW][C]3[/C][C]-0.053175[/C][C]-0.4385[/C][C]0.33121[/C][/ROW]
[ROW][C]4[/C][C]0.165307[/C][C]1.3632[/C][C]0.088665[/C][/ROW]
[ROW][C]5[/C][C]0.280786[/C][C]2.3154[/C][C]0.011807[/C][/ROW]
[ROW][C]6[/C][C]-0.063658[/C][C]-0.5249[/C][C]0.300667[/C][/ROW]
[ROW][C]7[/C][C]-0.089152[/C][C]-0.7352[/C][C]0.232384[/C][/ROW]
[ROW][C]8[/C][C]0.091919[/C][C]0.758[/C][C]0.225541[/C][/ROW]
[ROW][C]9[/C][C]0.181418[/C][C]1.496[/C][C]0.069638[/C][/ROW]
[ROW][C]10[/C][C]-0.041451[/C][C]-0.3418[/C][C]0.366774[/C][/ROW]
[ROW][C]11[/C][C]0.02026[/C][C]0.1671[/C][C]0.433907[/C][/ROW]
[ROW][C]12[/C][C]0.02785[/C][C]0.2297[/C][C]0.409524[/C][/ROW]
[ROW][C]13[/C][C]-0.184568[/C][C]-1.522[/C][C]0.066325[/C][/ROW]
[ROW][C]14[/C][C]0.054742[/C][C]0.4514[/C][C]0.326564[/C][/ROW]
[ROW][C]15[/C][C]-0.153206[/C][C]-1.2634[/C][C]0.105385[/C][/ROW]
[ROW][C]16[/C][C]0.007995[/C][C]0.0659[/C][C]0.473815[/C][/ROW]
[ROW][C]17[/C][C]-0.066156[/C][C]-0.5455[/C][C]0.293584[/C][/ROW]
[ROW][C]18[/C][C]-0.035763[/C][C]-0.2949[/C][C]0.384482[/C][/ROW]
[ROW][C]19[/C][C]-0.07949[/C][C]-0.6555[/C][C]0.257181[/C][/ROW]
[ROW][C]20[/C][C]-0.04243[/C][C]-0.3499[/C][C]0.363754[/C][/ROW]
[ROW][C]21[/C][C]0.016936[/C][C]0.1397[/C][C]0.44467[/C][/ROW]
[ROW][C]22[/C][C]-0.068128[/C][C]-0.5618[/C][C]0.288051[/C][/ROW]
[ROW][C]23[/C][C]-0.070464[/C][C]-0.5811[/C][C]0.28156[/C][/ROW]
[ROW][C]24[/C][C]0.125751[/C][C]1.037[/C][C]0.151712[/C][/ROW]
[ROW][C]25[/C][C]-0.036416[/C][C]-0.3003[/C][C]0.382435[/C][/ROW]
[ROW][C]26[/C][C]0.039544[/C][C]0.3261[/C][C]0.372681[/C][/ROW]
[ROW][C]27[/C][C]-0.013901[/C][C]-0.1146[/C][C]0.454539[/C][/ROW]
[ROW][C]28[/C][C]0.009953[/C][C]0.0821[/C][C]0.467413[/C][/ROW]
[ROW][C]29[/C][C]-0.037275[/C][C]-0.3074[/C][C]0.379748[/C][/ROW]
[ROW][C]30[/C][C]0.006212[/C][C]0.0512[/C][C]0.479649[/C][/ROW]
[ROW][C]31[/C][C]-0.050435[/C][C]-0.4159[/C][C]0.339396[/C][/ROW]
[ROW][C]32[/C][C]0.068758[/C][C]0.567[/C][C]0.286294[/C][/ROW]
[ROW][C]33[/C][C]0.031091[/C][C]0.2564[/C][C]0.399214[/C][/ROW]
[ROW][C]34[/C][C]0.018342[/C][C]0.1513[/C][C]0.440112[/C][/ROW]
[ROW][C]35[/C][C]0.037695[/C][C]0.3108[/C][C]0.378437[/C][/ROW]
[ROW][C]36[/C][C]-0.070328[/C][C]-0.5799[/C][C]0.281936[/C][/ROW]
[ROW][C]37[/C][C]-0.122227[/C][C]-1.0079[/C][C]0.158535[/C][/ROW]
[ROW][C]38[/C][C]0.001542[/C][C]0.0127[/C][C]0.494944[/C][/ROW]
[ROW][C]39[/C][C]0.004186[/C][C]0.0345[/C][C]0.486284[/C][/ROW]
[ROW][C]40[/C][C]0.066487[/C][C]0.5483[/C][C]0.292654[/C][/ROW]
[ROW][C]41[/C][C]-0.207641[/C][C]-1.7122[/C][C]0.045704[/C][/ROW]
[ROW][C]42[/C][C]-0.063673[/C][C]-0.5251[/C][C]0.300624[/C][/ROW]
[ROW][C]43[/C][C]-0.022219[/C][C]-0.1832[/C][C]0.427584[/C][/ROW]
[ROW][C]44[/C][C]0.002398[/C][C]0.0198[/C][C]0.492141[/C][/ROW]
[ROW][C]45[/C][C]0.069838[/C][C]0.5759[/C][C]0.283293[/C][/ROW]
[ROW][C]46[/C][C]-0.058725[/C][C]-0.4843[/C][C]0.314878[/C][/ROW]
[ROW][C]47[/C][C]0.038909[/C][C]0.3209[/C][C]0.374653[/C][/ROW]
[ROW][C]48[/C][C]0.082517[/C][C]0.6804[/C][C]0.249265[/C][/ROW]
[ROW][C]49[/C][C]-0.139722[/C][C]-1.1522[/C][C]0.126641[/C][/ROW]
[ROW][C]50[/C][C]-0.009879[/C][C]-0.0815[/C][C]0.467655[/C][/ROW]
[ROW][C]51[/C][C]-0.014758[/C][C]-0.1217[/C][C]0.451749[/C][/ROW]
[ROW][C]52[/C][C]-0.093979[/C][C]-0.775[/C][C]0.220522[/C][/ROW]
[ROW][C]53[/C][C]0.03653[/C][C]0.3012[/C][C]0.382079[/C][/ROW]
[ROW][C]54[/C][C]0.035095[/C][C]0.2894[/C][C]0.386577[/C][/ROW]
[ROW][C]55[/C][C]0.017361[/C][C]0.1432[/C][C]0.443293[/C][/ROW]
[ROW][C]56[/C][C]0.002796[/C][C]0.0231[/C][C]0.490837[/C][/ROW]
[ROW][C]57[/C][C]0.028295[/C][C]0.2333[/C][C]0.408103[/C][/ROW]
[ROW][C]58[/C][C]0.052066[/C][C]0.4293[/C][C]0.334515[/C][/ROW]
[ROW][C]59[/C][C]-0.023476[/C][C]-0.1936[/C][C]0.423538[/C][/ROW]
[ROW][C]60[/C][C]-0.120151[/C][C]-0.9908[/C][C]0.162651[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30906&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30906&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	0.88222	7.275	0
2	-0.353444	-2.9146	0.002409
3	-0.053175	-0.4385	0.33121
4	0.165307	1.3632	0.088665
5	0.280786	2.3154	0.011807
6	-0.063658	-0.5249	0.300667
7	-0.089152	-0.7352	0.232384
8	0.091919	0.758	0.225541
9	0.181418	1.496	0.069638
10	-0.041451	-0.3418	0.366774
11	0.02026	0.1671	0.433907
12	0.02785	0.2297	0.409524
13	-0.184568	-1.522	0.066325
14	0.054742	0.4514	0.326564
15	-0.153206	-1.2634	0.105385
16	0.007995	0.0659	0.473815
17	-0.066156	-0.5455	0.293584
18	-0.035763	-0.2949	0.384482
19	-0.07949	-0.6555	0.257181
20	-0.04243	-0.3499	0.363754
21	0.016936	0.1397	0.44467
22	-0.068128	-0.5618	0.288051
23	-0.070464	-0.5811	0.28156
24	0.125751	1.037	0.151712
25	-0.036416	-0.3003	0.382435
26	0.039544	0.3261	0.372681
27	-0.013901	-0.1146	0.454539
28	0.009953	0.0821	0.467413
29	-0.037275	-0.3074	0.379748
30	0.006212	0.0512	0.479649
31	-0.050435	-0.4159	0.339396
32	0.068758	0.567	0.286294
33	0.031091	0.2564	0.399214
34	0.018342	0.1513	0.440112
35	0.037695	0.3108	0.378437
36	-0.070328	-0.5799	0.281936
37	-0.122227	-1.0079	0.158535
38	0.001542	0.0127	0.494944
39	0.004186	0.0345	0.486284
40	0.066487	0.5483	0.292654
41	-0.207641	-1.7122	0.045704
42	-0.063673	-0.5251	0.300624
43	-0.022219	-0.1832	0.427584
44	0.002398	0.0198	0.492141
45	0.069838	0.5759	0.283293
46	-0.058725	-0.4843	0.314878
47	0.038909	0.3209	0.374653
48	0.082517	0.6804	0.249265
49	-0.139722	-1.1522	0.126641
50	-0.009879	-0.0815	0.467655
51	-0.014758	-0.1217	0.451749
52	-0.093979	-0.775	0.220522
53	0.03653	0.3012	0.382079
54	0.035095	0.2894	0.386577
55	0.017361	0.1432	0.443293
56	0.002796	0.0231	0.490837
57	0.028295	0.2333	0.408103
58	0.052066	0.4293	0.334515
59	-0.023476	-0.1936	0.423538
60	-0.120151	-0.9908	0.162651

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 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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