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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 03:57:29 -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/19/t12296844260kik9ot0yc9hdna.htm/, Retrieved Wed, 15 May 2024 17:15:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35048, Retrieved Wed, 15 May 2024 17:15:40 +0000

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User-defined keywords

Estimated Impact

228

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

-     [Box-Cox Linearity Plot] [Box-Cox] [2008-11-11 14:29:04] [adb6b6905cde49db36d59ca44433140d]
- RM D  [Box-Cox Normality Plot] [Box-Cox Normality...] [2008-11-11 14:44:37] [adb6b6905cde49db36d59ca44433140d]
F    D    [Box-Cox Normality Plot] [Box-Cox Normality...] [2008-11-11 23:46:30] [b591abfa820a394aeb0c5ebd9cfa1091]
F RMPD      [Maximum-likelihood Fitting - Normal Distribution] [Normal Distribution ] [2008-11-12 15:48:53] [b478325fa744e3f2fc16a7222294469c]
F   PD        [Maximum-likelihood Fitting - Normal Distribution] [task 8 maximum li...] [2008-11-12 20:17:58] [1eab65e90adf64584b8e6f0da23ff414]
- RMPD          [Box-Cox Normality Plot] [4.2.1] [2008-12-18 18:51:19] [1eab65e90adf64584b8e6f0da23ff414]
- RMP               [(Partial) Autocorrelation Function] [4.2.2] [2008-12-19 10:57:29] [0458bd763b171003ec052ce63099d477] [Current]
-   P                 [(Partial) Autocorrelation Function] [4.2.2 D1] [2008-12-19 14:00:41] [1eab65e90adf64584b8e6f0da23ff414] 
- RMP                 [Spectral Analysis] [4.2.2 spect] [2008-12-19 14:09:27] [1eab65e90adf64584b8e6f0da23ff414] 
- RMP                 [Spectral Analysis] [4.2.2 spec 1] [2008-12-19 14:13:18] [1eab65e90adf64584b8e6f0da23ff414] 
- RMP                 [ARIMA Backward Selection] [4.3] [2008-12-19 14:24:21] [1eab65e90adf64584b8e6f0da23ff414] 
- RMP                   [(Partial) Autocorrelation Function] [4.2.2] [2008-12-19 17:44:20] [1eab65e90adf64584b8e6f0da23ff414] 
- RMP                   [(Partial) Autocorrelation Function] [4.2.2 cor] [2008-12-19 17:50:05] [1eab65e90adf64584b8e6f0da23ff414] 
- RMP                   [ARIMA Forecasting] [4.3] [2008-12-19 18:01:56] [1eab65e90adf64584b8e6f0da23ff414] 
-   PD                [(Partial) Autocorrelation Function] [4.2.2 pacf] [2008-12-19 16:27:58] [1eab65e90adf64584b8e6f0da23ff414] 

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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	4 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 4 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35048&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35048&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35048&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	4 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.230545	2.1255	0.018222
2	-0.120644	-1.1123	0.134576
3	-0.042168	-0.3888	0.349209
4	-0.01186	-0.1093	0.456593
5	0.156507	1.4429	0.076359
6	0.128198	1.1819	0.120265
7	0.129344	1.1925	0.118193
8	0.007901	0.0728	0.471052
9	-0.078509	-0.7238	0.235583
10	-0.200474	-1.8483	0.034019
11	0.112411	1.0364	0.151482
12	0.53769	4.9573	2e-06
13	0.000652	0.006	0.497609
14	-0.243677	-2.2466	0.013629
15	-0.085992	-0.7928	0.21505
16	-8.1e-05	-7e-04	0.499703
17	0.133946	1.2349	0.110131
18	0.066827	0.6161	0.269733
19	0.045132	0.4161	0.339194
20	-0.013856	-0.1277	0.449326
21	-0.123096	-1.1349	0.129806
22	-0.214937	-1.9816	0.025377
23	0.088675	0.8175	0.207952
24	0.304019	2.8029	0.003136
25	-0.107925	-0.995	0.161276
26	-0.224958	-2.074	0.020552
27	-0.120789	-1.1136	0.134291
28	-0.022471	-0.2072	0.418184
29	0.038478	0.3547	0.361829
30	0.005901	0.0544	0.478372
31	-0.003228	-0.0298	0.488164
32	-0.015848	-0.1461	0.442091
33	-0.126865	-1.1696	0.122708
34	-0.146508	-1.3507	0.090182
35	0.087405	0.8058	0.211294
36	0.236881	2.1839	0.015861
37	-0.060329	-0.5562	0.289764
38	-0.202607	-1.8679	0.032608
39	-0.047809	-0.4408	0.330248
40	0.045326	0.4179	0.338542
41	0.108502	1.0003	0.159993
42	0.075897	0.6997	0.243002
43	0.092327	0.8512	0.198522
44	0.003789	0.0349	0.486106
45	-0.088865	-0.8193	0.207455
46	-0.061909	-0.5708	0.284828
47	0.07402	0.6824	0.248412
48	0.168529	1.5538	0.061979
49	-0.023921	-0.2205	0.412989
50	-0.126314	-1.1646	0.123729
51	0.001546	0.0143	0.494331
52	0.03806	0.3509	0.363267
53	0.012629	0.1164	0.453793
54	-0.0437	-0.4029	0.344018
55	-0.037207	-0.343	0.366212
56	-0.056886	-0.5245	0.30066
57	-0.118507	-1.0926	0.138833
58	-0.046627	-0.4299	0.334184
59	0.002642	0.0244	0.490311
60	0.029921	0.2759	0.391665

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.230545 & 2.1255 & 0.018222 \tabularnewline
2 & -0.120644 & -1.1123 & 0.134576 \tabularnewline
3 & -0.042168 & -0.3888 & 0.349209 \tabularnewline
4 & -0.01186 & -0.1093 & 0.456593 \tabularnewline
5 & 0.156507 & 1.4429 & 0.076359 \tabularnewline
6 & 0.128198 & 1.1819 & 0.120265 \tabularnewline
7 & 0.129344 & 1.1925 & 0.118193 \tabularnewline
8 & 0.007901 & 0.0728 & 0.471052 \tabularnewline
9 & -0.078509 & -0.7238 & 0.235583 \tabularnewline
10 & -0.200474 & -1.8483 & 0.034019 \tabularnewline
11 & 0.112411 & 1.0364 & 0.151482 \tabularnewline
12 & 0.53769 & 4.9573 & 2e-06 \tabularnewline
13 & 0.000652 & 0.006 & 0.497609 \tabularnewline
14 & -0.243677 & -2.2466 & 0.013629 \tabularnewline
15 & -0.085992 & -0.7928 & 0.21505 \tabularnewline
16 & -8.1e-05 & -7e-04 & 0.499703 \tabularnewline
17 & 0.133946 & 1.2349 & 0.110131 \tabularnewline
18 & 0.066827 & 0.6161 & 0.269733 \tabularnewline
19 & 0.045132 & 0.4161 & 0.339194 \tabularnewline
20 & -0.013856 & -0.1277 & 0.449326 \tabularnewline
21 & -0.123096 & -1.1349 & 0.129806 \tabularnewline
22 & -0.214937 & -1.9816 & 0.025377 \tabularnewline
23 & 0.088675 & 0.8175 & 0.207952 \tabularnewline
24 & 0.304019 & 2.8029 & 0.003136 \tabularnewline
25 & -0.107925 & -0.995 & 0.161276 \tabularnewline
26 & -0.224958 & -2.074 & 0.020552 \tabularnewline
27 & -0.120789 & -1.1136 & 0.134291 \tabularnewline
28 & -0.022471 & -0.2072 & 0.418184 \tabularnewline
29 & 0.038478 & 0.3547 & 0.361829 \tabularnewline
30 & 0.005901 & 0.0544 & 0.478372 \tabularnewline
31 & -0.003228 & -0.0298 & 0.488164 \tabularnewline
32 & -0.015848 & -0.1461 & 0.442091 \tabularnewline
33 & -0.126865 & -1.1696 & 0.122708 \tabularnewline
34 & -0.146508 & -1.3507 & 0.090182 \tabularnewline
35 & 0.087405 & 0.8058 & 0.211294 \tabularnewline
36 & 0.236881 & 2.1839 & 0.015861 \tabularnewline
37 & -0.060329 & -0.5562 & 0.289764 \tabularnewline
38 & -0.202607 & -1.8679 & 0.032608 \tabularnewline
39 & -0.047809 & -0.4408 & 0.330248 \tabularnewline
40 & 0.045326 & 0.4179 & 0.338542 \tabularnewline
41 & 0.108502 & 1.0003 & 0.159993 \tabularnewline
42 & 0.075897 & 0.6997 & 0.243002 \tabularnewline
43 & 0.092327 & 0.8512 & 0.198522 \tabularnewline
44 & 0.003789 & 0.0349 & 0.486106 \tabularnewline
45 & -0.088865 & -0.8193 & 0.207455 \tabularnewline
46 & -0.061909 & -0.5708 & 0.284828 \tabularnewline
47 & 0.07402 & 0.6824 & 0.248412 \tabularnewline
48 & 0.168529 & 1.5538 & 0.061979 \tabularnewline
49 & -0.023921 & -0.2205 & 0.412989 \tabularnewline
50 & -0.126314 & -1.1646 & 0.123729 \tabularnewline
51 & 0.001546 & 0.0143 & 0.494331 \tabularnewline
52 & 0.03806 & 0.3509 & 0.363267 \tabularnewline
53 & 0.012629 & 0.1164 & 0.453793 \tabularnewline
54 & -0.0437 & -0.4029 & 0.344018 \tabularnewline
55 & -0.037207 & -0.343 & 0.366212 \tabularnewline
56 & -0.056886 & -0.5245 & 0.30066 \tabularnewline
57 & -0.118507 & -1.0926 & 0.138833 \tabularnewline
58 & -0.046627 & -0.4299 & 0.334184 \tabularnewline
59 & 0.002642 & 0.0244 & 0.490311 \tabularnewline
60 & 0.029921 & 0.2759 & 0.391665 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35048&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]0.230545[/C][C]2.1255[/C][C]0.018222[/C][/ROW]
[ROW][C]2[/C][C]-0.120644[/C][C]-1.1123[/C][C]0.134576[/C][/ROW]
[ROW][C]3[/C][C]-0.042168[/C][C]-0.3888[/C][C]0.349209[/C][/ROW]
[ROW][C]4[/C][C]-0.01186[/C][C]-0.1093[/C][C]0.456593[/C][/ROW]
[ROW][C]5[/C][C]0.156507[/C][C]1.4429[/C][C]0.076359[/C][/ROW]
[ROW][C]6[/C][C]0.128198[/C][C]1.1819[/C][C]0.120265[/C][/ROW]
[ROW][C]7[/C][C]0.129344[/C][C]1.1925[/C][C]0.118193[/C][/ROW]
[ROW][C]8[/C][C]0.007901[/C][C]0.0728[/C][C]0.471052[/C][/ROW]
[ROW][C]9[/C][C]-0.078509[/C][C]-0.7238[/C][C]0.235583[/C][/ROW]
[ROW][C]10[/C][C]-0.200474[/C][C]-1.8483[/C][C]0.034019[/C][/ROW]
[ROW][C]11[/C][C]0.112411[/C][C]1.0364[/C][C]0.151482[/C][/ROW]
[ROW][C]12[/C][C]0.53769[/C][C]4.9573[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.000652[/C][C]0.006[/C][C]0.497609[/C][/ROW]
[ROW][C]14[/C][C]-0.243677[/C][C]-2.2466[/C][C]0.013629[/C][/ROW]
[ROW][C]15[/C][C]-0.085992[/C][C]-0.7928[/C][C]0.21505[/C][/ROW]
[ROW][C]16[/C][C]-8.1e-05[/C][C]-7e-04[/C][C]0.499703[/C][/ROW]
[ROW][C]17[/C][C]0.133946[/C][C]1.2349[/C][C]0.110131[/C][/ROW]
[ROW][C]18[/C][C]0.066827[/C][C]0.6161[/C][C]0.269733[/C][/ROW]
[ROW][C]19[/C][C]0.045132[/C][C]0.4161[/C][C]0.339194[/C][/ROW]
[ROW][C]20[/C][C]-0.013856[/C][C]-0.1277[/C][C]0.449326[/C][/ROW]
[ROW][C]21[/C][C]-0.123096[/C][C]-1.1349[/C][C]0.129806[/C][/ROW]
[ROW][C]22[/C][C]-0.214937[/C][C]-1.9816[/C][C]0.025377[/C][/ROW]
[ROW][C]23[/C][C]0.088675[/C][C]0.8175[/C][C]0.207952[/C][/ROW]
[ROW][C]24[/C][C]0.304019[/C][C]2.8029[/C][C]0.003136[/C][/ROW]
[ROW][C]25[/C][C]-0.107925[/C][C]-0.995[/C][C]0.161276[/C][/ROW]
[ROW][C]26[/C][C]-0.224958[/C][C]-2.074[/C][C]0.020552[/C][/ROW]
[ROW][C]27[/C][C]-0.120789[/C][C]-1.1136[/C][C]0.134291[/C][/ROW]
[ROW][C]28[/C][C]-0.022471[/C][C]-0.2072[/C][C]0.418184[/C][/ROW]
[ROW][C]29[/C][C]0.038478[/C][C]0.3547[/C][C]0.361829[/C][/ROW]
[ROW][C]30[/C][C]0.005901[/C][C]0.0544[/C][C]0.478372[/C][/ROW]
[ROW][C]31[/C][C]-0.003228[/C][C]-0.0298[/C][C]0.488164[/C][/ROW]
[ROW][C]32[/C][C]-0.015848[/C][C]-0.1461[/C][C]0.442091[/C][/ROW]
[ROW][C]33[/C][C]-0.126865[/C][C]-1.1696[/C][C]0.122708[/C][/ROW]
[ROW][C]34[/C][C]-0.146508[/C][C]-1.3507[/C][C]0.090182[/C][/ROW]
[ROW][C]35[/C][C]0.087405[/C][C]0.8058[/C][C]0.211294[/C][/ROW]
[ROW][C]36[/C][C]0.236881[/C][C]2.1839[/C][C]0.015861[/C][/ROW]
[ROW][C]37[/C][C]-0.060329[/C][C]-0.5562[/C][C]0.289764[/C][/ROW]
[ROW][C]38[/C][C]-0.202607[/C][C]-1.8679[/C][C]0.032608[/C][/ROW]
[ROW][C]39[/C][C]-0.047809[/C][C]-0.4408[/C][C]0.330248[/C][/ROW]
[ROW][C]40[/C][C]0.045326[/C][C]0.4179[/C][C]0.338542[/C][/ROW]
[ROW][C]41[/C][C]0.108502[/C][C]1.0003[/C][C]0.159993[/C][/ROW]
[ROW][C]42[/C][C]0.075897[/C][C]0.6997[/C][C]0.243002[/C][/ROW]
[ROW][C]43[/C][C]0.092327[/C][C]0.8512[/C][C]0.198522[/C][/ROW]
[ROW][C]44[/C][C]0.003789[/C][C]0.0349[/C][C]0.486106[/C][/ROW]
[ROW][C]45[/C][C]-0.088865[/C][C]-0.8193[/C][C]0.207455[/C][/ROW]
[ROW][C]46[/C][C]-0.061909[/C][C]-0.5708[/C][C]0.284828[/C][/ROW]
[ROW][C]47[/C][C]0.07402[/C][C]0.6824[/C][C]0.248412[/C][/ROW]
[ROW][C]48[/C][C]0.168529[/C][C]1.5538[/C][C]0.061979[/C][/ROW]
[ROW][C]49[/C][C]-0.023921[/C][C]-0.2205[/C][C]0.412989[/C][/ROW]
[ROW][C]50[/C][C]-0.126314[/C][C]-1.1646[/C][C]0.123729[/C][/ROW]
[ROW][C]51[/C][C]0.001546[/C][C]0.0143[/C][C]0.494331[/C][/ROW]
[ROW][C]52[/C][C]0.03806[/C][C]0.3509[/C][C]0.363267[/C][/ROW]
[ROW][C]53[/C][C]0.012629[/C][C]0.1164[/C][C]0.453793[/C][/ROW]
[ROW][C]54[/C][C]-0.0437[/C][C]-0.4029[/C][C]0.344018[/C][/ROW]
[ROW][C]55[/C][C]-0.037207[/C][C]-0.343[/C][C]0.366212[/C][/ROW]
[ROW][C]56[/C][C]-0.056886[/C][C]-0.5245[/C][C]0.30066[/C][/ROW]
[ROW][C]57[/C][C]-0.118507[/C][C]-1.0926[/C][C]0.138833[/C][/ROW]
[ROW][C]58[/C][C]-0.046627[/C][C]-0.4299[/C][C]0.334184[/C][/ROW]
[ROW][C]59[/C][C]0.002642[/C][C]0.0244[/C][C]0.490311[/C][/ROW]
[ROW][C]60[/C][C]0.029921[/C][C]0.2759[/C][C]0.391665[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35048&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35048&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	0.230545	2.1255	0.018222
2	-0.120644	-1.1123	0.134576
3	-0.042168	-0.3888	0.349209
4	-0.01186	-0.1093	0.456593
5	0.156507	1.4429	0.076359
6	0.128198	1.1819	0.120265
7	0.129344	1.1925	0.118193
8	0.007901	0.0728	0.471052
9	-0.078509	-0.7238	0.235583
10	-0.200474	-1.8483	0.034019
11	0.112411	1.0364	0.151482
12	0.53769	4.9573	2e-06
13	0.000652	0.006	0.497609
14	-0.243677	-2.2466	0.013629
15	-0.085992	-0.7928	0.21505
16	-8.1e-05	-7e-04	0.499703
17	0.133946	1.2349	0.110131
18	0.066827	0.6161	0.269733
19	0.045132	0.4161	0.339194
20	-0.013856	-0.1277	0.449326
21	-0.123096	-1.1349	0.129806
22	-0.214937	-1.9816	0.025377
23	0.088675	0.8175	0.207952
24	0.304019	2.8029	0.003136
25	-0.107925	-0.995	0.161276
26	-0.224958	-2.074	0.020552
27	-0.120789	-1.1136	0.134291
28	-0.022471	-0.2072	0.418184
29	0.038478	0.3547	0.361829
30	0.005901	0.0544	0.478372
31	-0.003228	-0.0298	0.488164
32	-0.015848	-0.1461	0.442091
33	-0.126865	-1.1696	0.122708
34	-0.146508	-1.3507	0.090182
35	0.087405	0.8058	0.211294
36	0.236881	2.1839	0.015861
37	-0.060329	-0.5562	0.289764
38	-0.202607	-1.8679	0.032608
39	-0.047809	-0.4408	0.330248
40	0.045326	0.4179	0.338542
41	0.108502	1.0003	0.159993
42	0.075897	0.6997	0.243002
43	0.092327	0.8512	0.198522
44	0.003789	0.0349	0.486106
45	-0.088865	-0.8193	0.207455
46	-0.061909	-0.5708	0.284828
47	0.07402	0.6824	0.248412
48	0.168529	1.5538	0.061979
49	-0.023921	-0.2205	0.412989
50	-0.126314	-1.1646	0.123729
51	0.001546	0.0143	0.494331
52	0.03806	0.3509	0.363267
53	0.012629	0.1164	0.453793
54	-0.0437	-0.4029	0.344018
55	-0.037207	-0.343	0.366212
56	-0.056886	-0.5245	0.30066
57	-0.118507	-1.0926	0.138833
58	-0.046627	-0.4299	0.334184
59	0.002642	0.0244	0.490311
60	0.029921	0.2759	0.391665

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.230545	2.1255	0.018222
2	-0.183552	-1.6923	0.047129
3	0.036142	0.3332	0.369896
4	-0.034737	-0.3203	0.374778
5	0.180724	1.6662	0.049678
6	0.03657	0.3372	0.368414
7	0.153443	1.4147	0.080409
8	-0.047543	-0.4383	0.331131
9	-0.0188	-0.1733	0.431402
10	-0.237637	-2.1909	0.015598
11	0.237397	2.1887	0.015681
12	0.420476	3.8766	0.000104
13	-0.290273	-2.6762	0.004467
14	-0.148858	-1.3724	0.086775
15	0.07867	0.7253	0.235128
16	0.049975	0.4607	0.323079
17	0.003947	0.0364	0.485528
18	-0.053079	-0.4894	0.312922
19	0.008798	0.0811	0.467773
20	-0.006605	-0.0609	0.475794
21	-0.031829	-0.2934	0.384947
22	-0.058646	-0.5407	0.295068
23	0.033778	0.3114	0.378124
24	-0.069504	-0.6408	0.26169
25	-0.057343	-0.5287	0.299205
26	0.036402	0.3356	0.368997
27	-0.074832	-0.6899	0.246062
28	-0.049617	-0.4574	0.324258
29	-0.064664	-0.5962	0.276321
30	0.064622	0.5958	0.276451
31	-0.019002	-0.1752	0.430673
32	-0.003416	-0.0315	0.487476
33	-0.027846	-0.2567	0.399004
34	0.076162	0.7022	0.242242
35	-0.067509	-0.6224	0.26767
36	0.099501	0.9174	0.180777
37	0.014289	0.1317	0.447751
38	-0.111726	-1.0301	0.152951
39	0.060425	0.5571	0.289466
40	0.074151	0.6836	0.248031
41	0.087328	0.8051	0.211498
42	0.01308	0.1206	0.452151
43	0.08806	0.8119	0.209566
44	-0.060193	-0.5549	0.290193
45	0.048558	0.4477	0.327761
46	0.015062	0.1389	0.444944
47	-0.06198	-0.5714	0.284608
48	-0.066913	-0.6169	0.269472
49	0.035651	0.3287	0.371599
50	0.071835	0.6623	0.254789
51	-0.018411	-0.1697	0.432808
52	-0.092777	-0.8554	0.197377
53	-0.095926	-0.8844	0.189488
54	-0.108429	-0.9997	0.160155
55	-0.077104	-0.7109	0.239558
56	0.011741	0.1082	0.457028
57	-0.070699	-0.6518	0.258142
58	-0.043934	-0.4051	0.343227
59	-0.069587	-0.6416	0.261443
60	-0.071164	-0.6561	0.256766

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.230545 & 2.1255 & 0.018222 \tabularnewline
2 & -0.183552 & -1.6923 & 0.047129 \tabularnewline
3 & 0.036142 & 0.3332 & 0.369896 \tabularnewline
4 & -0.034737 & -0.3203 & 0.374778 \tabularnewline
5 & 0.180724 & 1.6662 & 0.049678 \tabularnewline
6 & 0.03657 & 0.3372 & 0.368414 \tabularnewline
7 & 0.153443 & 1.4147 & 0.080409 \tabularnewline
8 & -0.047543 & -0.4383 & 0.331131 \tabularnewline
9 & -0.0188 & -0.1733 & 0.431402 \tabularnewline
10 & -0.237637 & -2.1909 & 0.015598 \tabularnewline
11 & 0.237397 & 2.1887 & 0.015681 \tabularnewline
12 & 0.420476 & 3.8766 & 0.000104 \tabularnewline
13 & -0.290273 & -2.6762 & 0.004467 \tabularnewline
14 & -0.148858 & -1.3724 & 0.086775 \tabularnewline
15 & 0.07867 & 0.7253 & 0.235128 \tabularnewline
16 & 0.049975 & 0.4607 & 0.323079 \tabularnewline
17 & 0.003947 & 0.0364 & 0.485528 \tabularnewline
18 & -0.053079 & -0.4894 & 0.312922 \tabularnewline
19 & 0.008798 & 0.0811 & 0.467773 \tabularnewline
20 & -0.006605 & -0.0609 & 0.475794 \tabularnewline
21 & -0.031829 & -0.2934 & 0.384947 \tabularnewline
22 & -0.058646 & -0.5407 & 0.295068 \tabularnewline
23 & 0.033778 & 0.3114 & 0.378124 \tabularnewline
24 & -0.069504 & -0.6408 & 0.26169 \tabularnewline
25 & -0.057343 & -0.5287 & 0.299205 \tabularnewline
26 & 0.036402 & 0.3356 & 0.368997 \tabularnewline
27 & -0.074832 & -0.6899 & 0.246062 \tabularnewline
28 & -0.049617 & -0.4574 & 0.324258 \tabularnewline
29 & -0.064664 & -0.5962 & 0.276321 \tabularnewline
30 & 0.064622 & 0.5958 & 0.276451 \tabularnewline
31 & -0.019002 & -0.1752 & 0.430673 \tabularnewline
32 & -0.003416 & -0.0315 & 0.487476 \tabularnewline
33 & -0.027846 & -0.2567 & 0.399004 \tabularnewline
34 & 0.076162 & 0.7022 & 0.242242 \tabularnewline
35 & -0.067509 & -0.6224 & 0.26767 \tabularnewline
36 & 0.099501 & 0.9174 & 0.180777 \tabularnewline
37 & 0.014289 & 0.1317 & 0.447751 \tabularnewline
38 & -0.111726 & -1.0301 & 0.152951 \tabularnewline
39 & 0.060425 & 0.5571 & 0.289466 \tabularnewline
40 & 0.074151 & 0.6836 & 0.248031 \tabularnewline
41 & 0.087328 & 0.8051 & 0.211498 \tabularnewline
42 & 0.01308 & 0.1206 & 0.452151 \tabularnewline
43 & 0.08806 & 0.8119 & 0.209566 \tabularnewline
44 & -0.060193 & -0.5549 & 0.290193 \tabularnewline
45 & 0.048558 & 0.4477 & 0.327761 \tabularnewline
46 & 0.015062 & 0.1389 & 0.444944 \tabularnewline
47 & -0.06198 & -0.5714 & 0.284608 \tabularnewline
48 & -0.066913 & -0.6169 & 0.269472 \tabularnewline
49 & 0.035651 & 0.3287 & 0.371599 \tabularnewline
50 & 0.071835 & 0.6623 & 0.254789 \tabularnewline
51 & -0.018411 & -0.1697 & 0.432808 \tabularnewline
52 & -0.092777 & -0.8554 & 0.197377 \tabularnewline
53 & -0.095926 & -0.8844 & 0.189488 \tabularnewline
54 & -0.108429 & -0.9997 & 0.160155 \tabularnewline
55 & -0.077104 & -0.7109 & 0.239558 \tabularnewline
56 & 0.011741 & 0.1082 & 0.457028 \tabularnewline
57 & -0.070699 & -0.6518 & 0.258142 \tabularnewline
58 & -0.043934 & -0.4051 & 0.343227 \tabularnewline
59 & -0.069587 & -0.6416 & 0.261443 \tabularnewline
60 & -0.071164 & -0.6561 & 0.256766 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35048&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]0.230545[/C][C]2.1255[/C][C]0.018222[/C][/ROW]
[ROW][C]2[/C][C]-0.183552[/C][C]-1.6923[/C][C]0.047129[/C][/ROW]
[ROW][C]3[/C][C]0.036142[/C][C]0.3332[/C][C]0.369896[/C][/ROW]
[ROW][C]4[/C][C]-0.034737[/C][C]-0.3203[/C][C]0.374778[/C][/ROW]
[ROW][C]5[/C][C]0.180724[/C][C]1.6662[/C][C]0.049678[/C][/ROW]
[ROW][C]6[/C][C]0.03657[/C][C]0.3372[/C][C]0.368414[/C][/ROW]
[ROW][C]7[/C][C]0.153443[/C][C]1.4147[/C][C]0.080409[/C][/ROW]
[ROW][C]8[/C][C]-0.047543[/C][C]-0.4383[/C][C]0.331131[/C][/ROW]
[ROW][C]9[/C][C]-0.0188[/C][C]-0.1733[/C][C]0.431402[/C][/ROW]
[ROW][C]10[/C][C]-0.237637[/C][C]-2.1909[/C][C]0.015598[/C][/ROW]
[ROW][C]11[/C][C]0.237397[/C][C]2.1887[/C][C]0.015681[/C][/ROW]
[ROW][C]12[/C][C]0.420476[/C][C]3.8766[/C][C]0.000104[/C][/ROW]
[ROW][C]13[/C][C]-0.290273[/C][C]-2.6762[/C][C]0.004467[/C][/ROW]
[ROW][C]14[/C][C]-0.148858[/C][C]-1.3724[/C][C]0.086775[/C][/ROW]
[ROW][C]15[/C][C]0.07867[/C][C]0.7253[/C][C]0.235128[/C][/ROW]
[ROW][C]16[/C][C]0.049975[/C][C]0.4607[/C][C]0.323079[/C][/ROW]
[ROW][C]17[/C][C]0.003947[/C][C]0.0364[/C][C]0.485528[/C][/ROW]
[ROW][C]18[/C][C]-0.053079[/C][C]-0.4894[/C][C]0.312922[/C][/ROW]
[ROW][C]19[/C][C]0.008798[/C][C]0.0811[/C][C]0.467773[/C][/ROW]
[ROW][C]20[/C][C]-0.006605[/C][C]-0.0609[/C][C]0.475794[/C][/ROW]
[ROW][C]21[/C][C]-0.031829[/C][C]-0.2934[/C][C]0.384947[/C][/ROW]
[ROW][C]22[/C][C]-0.058646[/C][C]-0.5407[/C][C]0.295068[/C][/ROW]
[ROW][C]23[/C][C]0.033778[/C][C]0.3114[/C][C]0.378124[/C][/ROW]
[ROW][C]24[/C][C]-0.069504[/C][C]-0.6408[/C][C]0.26169[/C][/ROW]
[ROW][C]25[/C][C]-0.057343[/C][C]-0.5287[/C][C]0.299205[/C][/ROW]
[ROW][C]26[/C][C]0.036402[/C][C]0.3356[/C][C]0.368997[/C][/ROW]
[ROW][C]27[/C][C]-0.074832[/C][C]-0.6899[/C][C]0.246062[/C][/ROW]
[ROW][C]28[/C][C]-0.049617[/C][C]-0.4574[/C][C]0.324258[/C][/ROW]
[ROW][C]29[/C][C]-0.064664[/C][C]-0.5962[/C][C]0.276321[/C][/ROW]
[ROW][C]30[/C][C]0.064622[/C][C]0.5958[/C][C]0.276451[/C][/ROW]
[ROW][C]31[/C][C]-0.019002[/C][C]-0.1752[/C][C]0.430673[/C][/ROW]
[ROW][C]32[/C][C]-0.003416[/C][C]-0.0315[/C][C]0.487476[/C][/ROW]
[ROW][C]33[/C][C]-0.027846[/C][C]-0.2567[/C][C]0.399004[/C][/ROW]
[ROW][C]34[/C][C]0.076162[/C][C]0.7022[/C][C]0.242242[/C][/ROW]
[ROW][C]35[/C][C]-0.067509[/C][C]-0.6224[/C][C]0.26767[/C][/ROW]
[ROW][C]36[/C][C]0.099501[/C][C]0.9174[/C][C]0.180777[/C][/ROW]
[ROW][C]37[/C][C]0.014289[/C][C]0.1317[/C][C]0.447751[/C][/ROW]
[ROW][C]38[/C][C]-0.111726[/C][C]-1.0301[/C][C]0.152951[/C][/ROW]
[ROW][C]39[/C][C]0.060425[/C][C]0.5571[/C][C]0.289466[/C][/ROW]
[ROW][C]40[/C][C]0.074151[/C][C]0.6836[/C][C]0.248031[/C][/ROW]
[ROW][C]41[/C][C]0.087328[/C][C]0.8051[/C][C]0.211498[/C][/ROW]
[ROW][C]42[/C][C]0.01308[/C][C]0.1206[/C][C]0.452151[/C][/ROW]
[ROW][C]43[/C][C]0.08806[/C][C]0.8119[/C][C]0.209566[/C][/ROW]
[ROW][C]44[/C][C]-0.060193[/C][C]-0.5549[/C][C]0.290193[/C][/ROW]
[ROW][C]45[/C][C]0.048558[/C][C]0.4477[/C][C]0.327761[/C][/ROW]
[ROW][C]46[/C][C]0.015062[/C][C]0.1389[/C][C]0.444944[/C][/ROW]
[ROW][C]47[/C][C]-0.06198[/C][C]-0.5714[/C][C]0.284608[/C][/ROW]
[ROW][C]48[/C][C]-0.066913[/C][C]-0.6169[/C][C]0.269472[/C][/ROW]
[ROW][C]49[/C][C]0.035651[/C][C]0.3287[/C][C]0.371599[/C][/ROW]
[ROW][C]50[/C][C]0.071835[/C][C]0.6623[/C][C]0.254789[/C][/ROW]
[ROW][C]51[/C][C]-0.018411[/C][C]-0.1697[/C][C]0.432808[/C][/ROW]
[ROW][C]52[/C][C]-0.092777[/C][C]-0.8554[/C][C]0.197377[/C][/ROW]
[ROW][C]53[/C][C]-0.095926[/C][C]-0.8844[/C][C]0.189488[/C][/ROW]
[ROW][C]54[/C][C]-0.108429[/C][C]-0.9997[/C][C]0.160155[/C][/ROW]
[ROW][C]55[/C][C]-0.077104[/C][C]-0.7109[/C][C]0.239558[/C][/ROW]
[ROW][C]56[/C][C]0.011741[/C][C]0.1082[/C][C]0.457028[/C][/ROW]
[ROW][C]57[/C][C]-0.070699[/C][C]-0.6518[/C][C]0.258142[/C][/ROW]
[ROW][C]58[/C][C]-0.043934[/C][C]-0.4051[/C][C]0.343227[/C][/ROW]
[ROW][C]59[/C][C]-0.069587[/C][C]-0.6416[/C][C]0.261443[/C][/ROW]
[ROW][C]60[/C][C]-0.071164[/C][C]-0.6561[/C][C]0.256766[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35048&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35048&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	0.230545	2.1255	0.018222
2	-0.183552	-1.6923	0.047129
3	0.036142	0.3332	0.369896
4	-0.034737	-0.3203	0.374778
5	0.180724	1.6662	0.049678
6	0.03657	0.3372	0.368414
7	0.153443	1.4147	0.080409
8	-0.047543	-0.4383	0.331131
9	-0.0188	-0.1733	0.431402
10	-0.237637	-2.1909	0.015598
11	0.237397	2.1887	0.015681
12	0.420476	3.8766	0.000104
13	-0.290273	-2.6762	0.004467
14	-0.148858	-1.3724	0.086775
15	0.07867	0.7253	0.235128
16	0.049975	0.4607	0.323079
17	0.003947	0.0364	0.485528
18	-0.053079	-0.4894	0.312922
19	0.008798	0.0811	0.467773
20	-0.006605	-0.0609	0.475794
21	-0.031829	-0.2934	0.384947
22	-0.058646	-0.5407	0.295068
23	0.033778	0.3114	0.378124
24	-0.069504	-0.6408	0.26169
25	-0.057343	-0.5287	0.299205
26	0.036402	0.3356	0.368997
27	-0.074832	-0.6899	0.246062
28	-0.049617	-0.4574	0.324258
29	-0.064664	-0.5962	0.276321
30	0.064622	0.5958	0.276451
31	-0.019002	-0.1752	0.430673
32	-0.003416	-0.0315	0.487476
33	-0.027846	-0.2567	0.399004
34	0.076162	0.7022	0.242242
35	-0.067509	-0.6224	0.26767
36	0.099501	0.9174	0.180777
37	0.014289	0.1317	0.447751
38	-0.111726	-1.0301	0.152951
39	0.060425	0.5571	0.289466
40	0.074151	0.6836	0.248031
41	0.087328	0.8051	0.211498
42	0.01308	0.1206	0.452151
43	0.08806	0.8119	0.209566
44	-0.060193	-0.5549	0.290193
45	0.048558	0.4477	0.327761
46	0.015062	0.1389	0.444944
47	-0.06198	-0.5714	0.284608
48	-0.066913	-0.6169	0.269472
49	0.035651	0.3287	0.371599
50	0.071835	0.6623	0.254789
51	-0.018411	-0.1697	0.432808
52	-0.092777	-0.8554	0.197377
53	-0.095926	-0.8844	0.189488
54	-0.108429	-0.9997	0.160155
55	-0.077104	-0.7109	0.239558
56	0.011741	0.1082	0.457028
57	-0.070699	-0.6518	0.258142
58	-0.043934	-0.4051	0.343227
59	-0.069587	-0.6416	0.261443
60	-0.071164	-0.6561	0.256766

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