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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 22 Dec 2008 02:49:30 -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/22/t1229939475zc2ykzrvbr5i73h.htm/, Retrieved Mon, 13 May 2024 13:19:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35966, Retrieved Mon, 13 May 2024 13:19:43 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

163

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

-       [(Partial) Autocorrelation Function] [ACF Azi�] [2008-12-22 09:49:30] [a413cf7744efd6bb212437a3916e2f23] [Current]
-   PD    [(Partial) Autocorrelation Function] [ACF paper] [2008-12-23 12:15:50] [74be16979710d4c4e7c6647856088456] 
- RMPD      [Multiple Regression] [UitvoerAfrika] [2008-12-23 12:50:25] [4238876274b434b9c82080bce2179078] 

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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	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=35966&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=35966&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35966&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	0.747823	9.4297	0
2	0.779819	9.8331	0
3	0.765862	9.6572	0
4	0.736371	9.2853	0
5	0.71638	9.0332	0
6	0.684521	8.6315	0
7	0.674496	8.5051	0
8	0.658207	8.2997	0
9	0.641294	8.0864	0
10	0.593747	7.4869	0
11	0.546338	6.8891	0
12	0.685504	8.6439	0
13	0.503996	6.3551	0
14	0.529118	6.6719	0
15	0.529415	6.6757	0
16	0.517566	6.5263	0
17	0.504408	6.3603	0
18	0.489289	6.1697	0
19	0.477015	6.0149	0
20	0.467877	5.8997	0
21	0.460182	5.8027	0
22	0.423002	5.3339	0
23	0.387298	4.8836	1e-06
24	0.524194	6.6098	0
25	0.371345	4.6825	3e-06
26	0.417847	5.2688	0
27	0.410886	5.1811	0
28	0.408367	5.1493	0
29	0.399854	5.042	1e-06
30	0.369814	4.6632	3e-06
31	0.385417	4.8599	1e-06
32	0.364846	4.6005	4e-06
33	0.356137	4.4907	7e-06
34	0.322358	4.0648	3.8e-05
35	0.27899	3.5179	0.000284
36	0.413802	5.2178	0
37	0.248636	3.1352	0.001023
38	0.263263	3.3196	0.000559
39	0.235603	2.9708	0.001716
40	0.212547	2.6801	0.004067
41	0.170646	2.1518	0.016463
42	0.139067	1.7536	0.040716
43	0.140081	1.7664	0.039627
44	0.108313	1.3658	0.086969
45	0.104024	1.3117	0.095757
46	0.066412	0.8374	0.201807
47	0.035571	0.4485	0.327192
48	0.145148	1.8302	0.034543
49	0.022713	0.2864	0.38747
50	0.037022	0.4668	0.320632
51	0.028953	0.3651	0.357769
52	0.024685	0.3113	0.378005
53	0.013459	0.1697	0.432727
54	0.010349	0.1305	0.448172
55	0.014236	0.1795	0.428881
56	-0.004559	-0.0575	0.477117
57	0.003914	0.0494	0.480351
58	-0.033393	-0.4211	0.337135
59	-0.058602	-0.7389	0.230516
60	0.051791	0.6531	0.257331

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.747823 & 9.4297 & 0 \tabularnewline
2 & 0.779819 & 9.8331 & 0 \tabularnewline
3 & 0.765862 & 9.6572 & 0 \tabularnewline
4 & 0.736371 & 9.2853 & 0 \tabularnewline
5 & 0.71638 & 9.0332 & 0 \tabularnewline
6 & 0.684521 & 8.6315 & 0 \tabularnewline
7 & 0.674496 & 8.5051 & 0 \tabularnewline
8 & 0.658207 & 8.2997 & 0 \tabularnewline
9 & 0.641294 & 8.0864 & 0 \tabularnewline
10 & 0.593747 & 7.4869 & 0 \tabularnewline
11 & 0.546338 & 6.8891 & 0 \tabularnewline
12 & 0.685504 & 8.6439 & 0 \tabularnewline
13 & 0.503996 & 6.3551 & 0 \tabularnewline
14 & 0.529118 & 6.6719 & 0 \tabularnewline
15 & 0.529415 & 6.6757 & 0 \tabularnewline
16 & 0.517566 & 6.5263 & 0 \tabularnewline
17 & 0.504408 & 6.3603 & 0 \tabularnewline
18 & 0.489289 & 6.1697 & 0 \tabularnewline
19 & 0.477015 & 6.0149 & 0 \tabularnewline
20 & 0.467877 & 5.8997 & 0 \tabularnewline
21 & 0.460182 & 5.8027 & 0 \tabularnewline
22 & 0.423002 & 5.3339 & 0 \tabularnewline
23 & 0.387298 & 4.8836 & 1e-06 \tabularnewline
24 & 0.524194 & 6.6098 & 0 \tabularnewline
25 & 0.371345 & 4.6825 & 3e-06 \tabularnewline
26 & 0.417847 & 5.2688 & 0 \tabularnewline
27 & 0.410886 & 5.1811 & 0 \tabularnewline
28 & 0.408367 & 5.1493 & 0 \tabularnewline
29 & 0.399854 & 5.042 & 1e-06 \tabularnewline
30 & 0.369814 & 4.6632 & 3e-06 \tabularnewline
31 & 0.385417 & 4.8599 & 1e-06 \tabularnewline
32 & 0.364846 & 4.6005 & 4e-06 \tabularnewline
33 & 0.356137 & 4.4907 & 7e-06 \tabularnewline
34 & 0.322358 & 4.0648 & 3.8e-05 \tabularnewline
35 & 0.27899 & 3.5179 & 0.000284 \tabularnewline
36 & 0.413802 & 5.2178 & 0 \tabularnewline
37 & 0.248636 & 3.1352 & 0.001023 \tabularnewline
38 & 0.263263 & 3.3196 & 0.000559 \tabularnewline
39 & 0.235603 & 2.9708 & 0.001716 \tabularnewline
40 & 0.212547 & 2.6801 & 0.004067 \tabularnewline
41 & 0.170646 & 2.1518 & 0.016463 \tabularnewline
42 & 0.139067 & 1.7536 & 0.040716 \tabularnewline
43 & 0.140081 & 1.7664 & 0.039627 \tabularnewline
44 & 0.108313 & 1.3658 & 0.086969 \tabularnewline
45 & 0.104024 & 1.3117 & 0.095757 \tabularnewline
46 & 0.066412 & 0.8374 & 0.201807 \tabularnewline
47 & 0.035571 & 0.4485 & 0.327192 \tabularnewline
48 & 0.145148 & 1.8302 & 0.034543 \tabularnewline
49 & 0.022713 & 0.2864 & 0.38747 \tabularnewline
50 & 0.037022 & 0.4668 & 0.320632 \tabularnewline
51 & 0.028953 & 0.3651 & 0.357769 \tabularnewline
52 & 0.024685 & 0.3113 & 0.378005 \tabularnewline
53 & 0.013459 & 0.1697 & 0.432727 \tabularnewline
54 & 0.010349 & 0.1305 & 0.448172 \tabularnewline
55 & 0.014236 & 0.1795 & 0.428881 \tabularnewline
56 & -0.004559 & -0.0575 & 0.477117 \tabularnewline
57 & 0.003914 & 0.0494 & 0.480351 \tabularnewline
58 & -0.033393 & -0.4211 & 0.337135 \tabularnewline
59 & -0.058602 & -0.7389 & 0.230516 \tabularnewline
60 & 0.051791 & 0.6531 & 0.257331 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35966&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]0.747823[/C][C]9.4297[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.779819[/C][C]9.8331[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.765862[/C][C]9.6572[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.736371[/C][C]9.2853[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.71638[/C][C]9.0332[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.684521[/C][C]8.6315[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.674496[/C][C]8.5051[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.658207[/C][C]8.2997[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.641294[/C][C]8.0864[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.593747[/C][C]7.4869[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.546338[/C][C]6.8891[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.685504[/C][C]8.6439[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.503996[/C][C]6.3551[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.529118[/C][C]6.6719[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.529415[/C][C]6.6757[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.517566[/C][C]6.5263[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.504408[/C][C]6.3603[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.489289[/C][C]6.1697[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.477015[/C][C]6.0149[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.467877[/C][C]5.8997[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.460182[/C][C]5.8027[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.423002[/C][C]5.3339[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.387298[/C][C]4.8836[/C][C]1e-06[/C][/ROW]
[ROW][C]24[/C][C]0.524194[/C][C]6.6098[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.371345[/C][C]4.6825[/C][C]3e-06[/C][/ROW]
[ROW][C]26[/C][C]0.417847[/C][C]5.2688[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.410886[/C][C]5.1811[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.408367[/C][C]5.1493[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.399854[/C][C]5.042[/C][C]1e-06[/C][/ROW]
[ROW][C]30[/C][C]0.369814[/C][C]4.6632[/C][C]3e-06[/C][/ROW]
[ROW][C]31[/C][C]0.385417[/C][C]4.8599[/C][C]1e-06[/C][/ROW]
[ROW][C]32[/C][C]0.364846[/C][C]4.6005[/C][C]4e-06[/C][/ROW]
[ROW][C]33[/C][C]0.356137[/C][C]4.4907[/C][C]7e-06[/C][/ROW]
[ROW][C]34[/C][C]0.322358[/C][C]4.0648[/C][C]3.8e-05[/C][/ROW]
[ROW][C]35[/C][C]0.27899[/C][C]3.5179[/C][C]0.000284[/C][/ROW]
[ROW][C]36[/C][C]0.413802[/C][C]5.2178[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.248636[/C][C]3.1352[/C][C]0.001023[/C][/ROW]
[ROW][C]38[/C][C]0.263263[/C][C]3.3196[/C][C]0.000559[/C][/ROW]
[ROW][C]39[/C][C]0.235603[/C][C]2.9708[/C][C]0.001716[/C][/ROW]
[ROW][C]40[/C][C]0.212547[/C][C]2.6801[/C][C]0.004067[/C][/ROW]
[ROW][C]41[/C][C]0.170646[/C][C]2.1518[/C][C]0.016463[/C][/ROW]
[ROW][C]42[/C][C]0.139067[/C][C]1.7536[/C][C]0.040716[/C][/ROW]
[ROW][C]43[/C][C]0.140081[/C][C]1.7664[/C][C]0.039627[/C][/ROW]
[ROW][C]44[/C][C]0.108313[/C][C]1.3658[/C][C]0.086969[/C][/ROW]
[ROW][C]45[/C][C]0.104024[/C][C]1.3117[/C][C]0.095757[/C][/ROW]
[ROW][C]46[/C][C]0.066412[/C][C]0.8374[/C][C]0.201807[/C][/ROW]
[ROW][C]47[/C][C]0.035571[/C][C]0.4485[/C][C]0.327192[/C][/ROW]
[ROW][C]48[/C][C]0.145148[/C][C]1.8302[/C][C]0.034543[/C][/ROW]
[ROW][C]49[/C][C]0.022713[/C][C]0.2864[/C][C]0.38747[/C][/ROW]
[ROW][C]50[/C][C]0.037022[/C][C]0.4668[/C][C]0.320632[/C][/ROW]
[ROW][C]51[/C][C]0.028953[/C][C]0.3651[/C][C]0.357769[/C][/ROW]
[ROW][C]52[/C][C]0.024685[/C][C]0.3113[/C][C]0.378005[/C][/ROW]
[ROW][C]53[/C][C]0.013459[/C][C]0.1697[/C][C]0.432727[/C][/ROW]
[ROW][C]54[/C][C]0.010349[/C][C]0.1305[/C][C]0.448172[/C][/ROW]
[ROW][C]55[/C][C]0.014236[/C][C]0.1795[/C][C]0.428881[/C][/ROW]
[ROW][C]56[/C][C]-0.004559[/C][C]-0.0575[/C][C]0.477117[/C][/ROW]
[ROW][C]57[/C][C]0.003914[/C][C]0.0494[/C][C]0.480351[/C][/ROW]
[ROW][C]58[/C][C]-0.033393[/C][C]-0.4211[/C][C]0.337135[/C][/ROW]
[ROW][C]59[/C][C]-0.058602[/C][C]-0.7389[/C][C]0.230516[/C][/ROW]
[ROW][C]60[/C][C]0.051791[/C][C]0.6531[/C][C]0.257331[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35966&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35966&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	0.747823	9.4297	0
2	0.779819	9.8331	0
3	0.765862	9.6572	0
4	0.736371	9.2853	0
5	0.71638	9.0332	0
6	0.684521	8.6315	0
7	0.674496	8.5051	0
8	0.658207	8.2997	0
9	0.641294	8.0864	0
10	0.593747	7.4869	0
11	0.546338	6.8891	0
12	0.685504	8.6439	0
13	0.503996	6.3551	0
14	0.529118	6.6719	0
15	0.529415	6.6757	0
16	0.517566	6.5263	0
17	0.504408	6.3603	0
18	0.489289	6.1697	0
19	0.477015	6.0149	0
20	0.467877	5.8997	0
21	0.460182	5.8027	0
22	0.423002	5.3339	0
23	0.387298	4.8836	1e-06
24	0.524194	6.6098	0
25	0.371345	4.6825	3e-06
26	0.417847	5.2688	0
27	0.410886	5.1811	0
28	0.408367	5.1493	0
29	0.399854	5.042	1e-06
30	0.369814	4.6632	3e-06
31	0.385417	4.8599	1e-06
32	0.364846	4.6005	4e-06
33	0.356137	4.4907	7e-06
34	0.322358	4.0648	3.8e-05
35	0.27899	3.5179	0.000284
36	0.413802	5.2178	0
37	0.248636	3.1352	0.001023
38	0.263263	3.3196	0.000559
39	0.235603	2.9708	0.001716
40	0.212547	2.6801	0.004067
41	0.170646	2.1518	0.016463
42	0.139067	1.7536	0.040716
43	0.140081	1.7664	0.039627
44	0.108313	1.3658	0.086969
45	0.104024	1.3117	0.095757
46	0.066412	0.8374	0.201807
47	0.035571	0.4485	0.327192
48	0.145148	1.8302	0.034543
49	0.022713	0.2864	0.38747
50	0.037022	0.4668	0.320632
51	0.028953	0.3651	0.357769
52	0.024685	0.3113	0.378005
53	0.013459	0.1697	0.432727
54	0.010349	0.1305	0.448172
55	0.014236	0.1795	0.428881
56	-0.004559	-0.0575	0.477117
57	0.003914	0.0494	0.480351
58	-0.033393	-0.4211	0.337135
59	-0.058602	-0.7389	0.230516
60	0.051791	0.6531	0.257331

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.747823	9.4297	0
2	0.500452	6.3105	0
3	0.303575	3.8279	9.3e-05
4	0.125944	1.5881	0.057126
5	0.044311	0.5587	0.288562
6	-0.02595	-0.3272	0.371968
7	0.012901	0.1627	0.43549
8	0.032925	0.4152	0.339288
9	0.029567	0.3728	0.354887
10	-0.091788	-1.1574	0.124422
11	-0.173422	-2.1868	0.01511
12	0.469206	5.9165	0
13	-0.281362	-3.5478	0.000255
14	-0.146669	-1.8494	0.033127
15	0.079374	1.0009	0.159205
16	0.118523	1.4945	0.068511
17	0.015705	0.198	0.421638
18	0.027981	0.3528	0.362341
19	-0.02971	-0.3746	0.354218
20	-0.050862	-0.6413	0.261112
21	-0.004701	-0.0593	0.476401
22	0.039621	0.4996	0.309023
23	-0.05174	-0.6524	0.257537
24	0.205663	2.5933	0.005196
25	-0.075929	-0.9574	0.169903
26	0.01999	0.2521	0.400657
27	-0.020755	-0.2617	0.396944
28	0.020132	0.2539	0.399969
29	0.003436	0.0433	0.482749
30	-0.104245	-1.3145	0.09529
31	0.087773	1.1068	0.135033
32	-0.040334	-0.5086	0.305872
33	-0.093989	-1.1852	0.118862
34	0.002261	0.0285	0.488646
35	-0.05065	-0.6387	0.261977
36	0.170148	2.1455	0.016716
37	-0.136833	-1.7254	0.0432
38	-0.207198	-2.6127	0.004923
39	-0.099588	-1.2558	0.105523
40	-0.046021	-0.5803	0.281268
41	-0.101278	-1.2771	0.10172
42	-0.002216	-0.0279	0.48887
43	0.029376	0.3704	0.35578
44	-0.04129	-0.5207	0.301667
45	0.052092	0.6569	0.256111
46	0.092929	1.1718	0.121516
47	0.060139	0.7583	0.224688
48	-0.005534	-0.0698	0.472227
49	0.062098	0.783	0.217389
50	-0.043549	-0.5491	0.291841
51	-0.054033	-0.6813	0.248327
52	-0.04714	-0.5944	0.27654
53	0.065749	0.8291	0.204156
54	0.059464	0.7498	0.227239
55	-0.06029	-0.7602	0.224123
56	-0.004624	-0.0583	0.476789
57	0.005926	0.0747	0.470262
58	-0.025271	-0.3187	0.375202
59	0.024208	0.3052	0.380288
60	0.034751	0.4382	0.330922

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.747823 & 9.4297 & 0 \tabularnewline
2 & 0.500452 & 6.3105 & 0 \tabularnewline
3 & 0.303575 & 3.8279 & 9.3e-05 \tabularnewline
4 & 0.125944 & 1.5881 & 0.057126 \tabularnewline
5 & 0.044311 & 0.5587 & 0.288562 \tabularnewline
6 & -0.02595 & -0.3272 & 0.371968 \tabularnewline
7 & 0.012901 & 0.1627 & 0.43549 \tabularnewline
8 & 0.032925 & 0.4152 & 0.339288 \tabularnewline
9 & 0.029567 & 0.3728 & 0.354887 \tabularnewline
10 & -0.091788 & -1.1574 & 0.124422 \tabularnewline
11 & -0.173422 & -2.1868 & 0.01511 \tabularnewline
12 & 0.469206 & 5.9165 & 0 \tabularnewline
13 & -0.281362 & -3.5478 & 0.000255 \tabularnewline
14 & -0.146669 & -1.8494 & 0.033127 \tabularnewline
15 & 0.079374 & 1.0009 & 0.159205 \tabularnewline
16 & 0.118523 & 1.4945 & 0.068511 \tabularnewline
17 & 0.015705 & 0.198 & 0.421638 \tabularnewline
18 & 0.027981 & 0.3528 & 0.362341 \tabularnewline
19 & -0.02971 & -0.3746 & 0.354218 \tabularnewline
20 & -0.050862 & -0.6413 & 0.261112 \tabularnewline
21 & -0.004701 & -0.0593 & 0.476401 \tabularnewline
22 & 0.039621 & 0.4996 & 0.309023 \tabularnewline
23 & -0.05174 & -0.6524 & 0.257537 \tabularnewline
24 & 0.205663 & 2.5933 & 0.005196 \tabularnewline
25 & -0.075929 & -0.9574 & 0.169903 \tabularnewline
26 & 0.01999 & 0.2521 & 0.400657 \tabularnewline
27 & -0.020755 & -0.2617 & 0.396944 \tabularnewline
28 & 0.020132 & 0.2539 & 0.399969 \tabularnewline
29 & 0.003436 & 0.0433 & 0.482749 \tabularnewline
30 & -0.104245 & -1.3145 & 0.09529 \tabularnewline
31 & 0.087773 & 1.1068 & 0.135033 \tabularnewline
32 & -0.040334 & -0.5086 & 0.305872 \tabularnewline
33 & -0.093989 & -1.1852 & 0.118862 \tabularnewline
34 & 0.002261 & 0.0285 & 0.488646 \tabularnewline
35 & -0.05065 & -0.6387 & 0.261977 \tabularnewline
36 & 0.170148 & 2.1455 & 0.016716 \tabularnewline
37 & -0.136833 & -1.7254 & 0.0432 \tabularnewline
38 & -0.207198 & -2.6127 & 0.004923 \tabularnewline
39 & -0.099588 & -1.2558 & 0.105523 \tabularnewline
40 & -0.046021 & -0.5803 & 0.281268 \tabularnewline
41 & -0.101278 & -1.2771 & 0.10172 \tabularnewline
42 & -0.002216 & -0.0279 & 0.48887 \tabularnewline
43 & 0.029376 & 0.3704 & 0.35578 \tabularnewline
44 & -0.04129 & -0.5207 & 0.301667 \tabularnewline
45 & 0.052092 & 0.6569 & 0.256111 \tabularnewline
46 & 0.092929 & 1.1718 & 0.121516 \tabularnewline
47 & 0.060139 & 0.7583 & 0.224688 \tabularnewline
48 & -0.005534 & -0.0698 & 0.472227 \tabularnewline
49 & 0.062098 & 0.783 & 0.217389 \tabularnewline
50 & -0.043549 & -0.5491 & 0.291841 \tabularnewline
51 & -0.054033 & -0.6813 & 0.248327 \tabularnewline
52 & -0.04714 & -0.5944 & 0.27654 \tabularnewline
53 & 0.065749 & 0.8291 & 0.204156 \tabularnewline
54 & 0.059464 & 0.7498 & 0.227239 \tabularnewline
55 & -0.06029 & -0.7602 & 0.224123 \tabularnewline
56 & -0.004624 & -0.0583 & 0.476789 \tabularnewline
57 & 0.005926 & 0.0747 & 0.470262 \tabularnewline
58 & -0.025271 & -0.3187 & 0.375202 \tabularnewline
59 & 0.024208 & 0.3052 & 0.380288 \tabularnewline
60 & 0.034751 & 0.4382 & 0.330922 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35966&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]0.747823[/C][C]9.4297[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.500452[/C][C]6.3105[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.303575[/C][C]3.8279[/C][C]9.3e-05[/C][/ROW]
[ROW][C]4[/C][C]0.125944[/C][C]1.5881[/C][C]0.057126[/C][/ROW]
[ROW][C]5[/C][C]0.044311[/C][C]0.5587[/C][C]0.288562[/C][/ROW]
[ROW][C]6[/C][C]-0.02595[/C][C]-0.3272[/C][C]0.371968[/C][/ROW]
[ROW][C]7[/C][C]0.012901[/C][C]0.1627[/C][C]0.43549[/C][/ROW]
[ROW][C]8[/C][C]0.032925[/C][C]0.4152[/C][C]0.339288[/C][/ROW]
[ROW][C]9[/C][C]0.029567[/C][C]0.3728[/C][C]0.354887[/C][/ROW]
[ROW][C]10[/C][C]-0.091788[/C][C]-1.1574[/C][C]0.124422[/C][/ROW]
[ROW][C]11[/C][C]-0.173422[/C][C]-2.1868[/C][C]0.01511[/C][/ROW]
[ROW][C]12[/C][C]0.469206[/C][C]5.9165[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.281362[/C][C]-3.5478[/C][C]0.000255[/C][/ROW]
[ROW][C]14[/C][C]-0.146669[/C][C]-1.8494[/C][C]0.033127[/C][/ROW]
[ROW][C]15[/C][C]0.079374[/C][C]1.0009[/C][C]0.159205[/C][/ROW]
[ROW][C]16[/C][C]0.118523[/C][C]1.4945[/C][C]0.068511[/C][/ROW]
[ROW][C]17[/C][C]0.015705[/C][C]0.198[/C][C]0.421638[/C][/ROW]
[ROW][C]18[/C][C]0.027981[/C][C]0.3528[/C][C]0.362341[/C][/ROW]
[ROW][C]19[/C][C]-0.02971[/C][C]-0.3746[/C][C]0.354218[/C][/ROW]
[ROW][C]20[/C][C]-0.050862[/C][C]-0.6413[/C][C]0.261112[/C][/ROW]
[ROW][C]21[/C][C]-0.004701[/C][C]-0.0593[/C][C]0.476401[/C][/ROW]
[ROW][C]22[/C][C]0.039621[/C][C]0.4996[/C][C]0.309023[/C][/ROW]
[ROW][C]23[/C][C]-0.05174[/C][C]-0.6524[/C][C]0.257537[/C][/ROW]
[ROW][C]24[/C][C]0.205663[/C][C]2.5933[/C][C]0.005196[/C][/ROW]
[ROW][C]25[/C][C]-0.075929[/C][C]-0.9574[/C][C]0.169903[/C][/ROW]
[ROW][C]26[/C][C]0.01999[/C][C]0.2521[/C][C]0.400657[/C][/ROW]
[ROW][C]27[/C][C]-0.020755[/C][C]-0.2617[/C][C]0.396944[/C][/ROW]
[ROW][C]28[/C][C]0.020132[/C][C]0.2539[/C][C]0.399969[/C][/ROW]
[ROW][C]29[/C][C]0.003436[/C][C]0.0433[/C][C]0.482749[/C][/ROW]
[ROW][C]30[/C][C]-0.104245[/C][C]-1.3145[/C][C]0.09529[/C][/ROW]
[ROW][C]31[/C][C]0.087773[/C][C]1.1068[/C][C]0.135033[/C][/ROW]
[ROW][C]32[/C][C]-0.040334[/C][C]-0.5086[/C][C]0.305872[/C][/ROW]
[ROW][C]33[/C][C]-0.093989[/C][C]-1.1852[/C][C]0.118862[/C][/ROW]
[ROW][C]34[/C][C]0.002261[/C][C]0.0285[/C][C]0.488646[/C][/ROW]
[ROW][C]35[/C][C]-0.05065[/C][C]-0.6387[/C][C]0.261977[/C][/ROW]
[ROW][C]36[/C][C]0.170148[/C][C]2.1455[/C][C]0.016716[/C][/ROW]
[ROW][C]37[/C][C]-0.136833[/C][C]-1.7254[/C][C]0.0432[/C][/ROW]
[ROW][C]38[/C][C]-0.207198[/C][C]-2.6127[/C][C]0.004923[/C][/ROW]
[ROW][C]39[/C][C]-0.099588[/C][C]-1.2558[/C][C]0.105523[/C][/ROW]
[ROW][C]40[/C][C]-0.046021[/C][C]-0.5803[/C][C]0.281268[/C][/ROW]
[ROW][C]41[/C][C]-0.101278[/C][C]-1.2771[/C][C]0.10172[/C][/ROW]
[ROW][C]42[/C][C]-0.002216[/C][C]-0.0279[/C][C]0.48887[/C][/ROW]
[ROW][C]43[/C][C]0.029376[/C][C]0.3704[/C][C]0.35578[/C][/ROW]
[ROW][C]44[/C][C]-0.04129[/C][C]-0.5207[/C][C]0.301667[/C][/ROW]
[ROW][C]45[/C][C]0.052092[/C][C]0.6569[/C][C]0.256111[/C][/ROW]
[ROW][C]46[/C][C]0.092929[/C][C]1.1718[/C][C]0.121516[/C][/ROW]
[ROW][C]47[/C][C]0.060139[/C][C]0.7583[/C][C]0.224688[/C][/ROW]
[ROW][C]48[/C][C]-0.005534[/C][C]-0.0698[/C][C]0.472227[/C][/ROW]
[ROW][C]49[/C][C]0.062098[/C][C]0.783[/C][C]0.217389[/C][/ROW]
[ROW][C]50[/C][C]-0.043549[/C][C]-0.5491[/C][C]0.291841[/C][/ROW]
[ROW][C]51[/C][C]-0.054033[/C][C]-0.6813[/C][C]0.248327[/C][/ROW]
[ROW][C]52[/C][C]-0.04714[/C][C]-0.5944[/C][C]0.27654[/C][/ROW]
[ROW][C]53[/C][C]0.065749[/C][C]0.8291[/C][C]0.204156[/C][/ROW]
[ROW][C]54[/C][C]0.059464[/C][C]0.7498[/C][C]0.227239[/C][/ROW]
[ROW][C]55[/C][C]-0.06029[/C][C]-0.7602[/C][C]0.224123[/C][/ROW]
[ROW][C]56[/C][C]-0.004624[/C][C]-0.0583[/C][C]0.476789[/C][/ROW]
[ROW][C]57[/C][C]0.005926[/C][C]0.0747[/C][C]0.470262[/C][/ROW]
[ROW][C]58[/C][C]-0.025271[/C][C]-0.3187[/C][C]0.375202[/C][/ROW]
[ROW][C]59[/C][C]0.024208[/C][C]0.3052[/C][C]0.380288[/C][/ROW]
[ROW][C]60[/C][C]0.034751[/C][C]0.4382[/C][C]0.330922[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35966&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35966&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	0.747823	9.4297	0
2	0.500452	6.3105	0
3	0.303575	3.8279	9.3e-05
4	0.125944	1.5881	0.057126
5	0.044311	0.5587	0.288562
6	-0.02595	-0.3272	0.371968
7	0.012901	0.1627	0.43549
8	0.032925	0.4152	0.339288
9	0.029567	0.3728	0.354887
10	-0.091788	-1.1574	0.124422
11	-0.173422	-2.1868	0.01511
12	0.469206	5.9165	0
13	-0.281362	-3.5478	0.000255
14	-0.146669	-1.8494	0.033127
15	0.079374	1.0009	0.159205
16	0.118523	1.4945	0.068511
17	0.015705	0.198	0.421638
18	0.027981	0.3528	0.362341
19	-0.02971	-0.3746	0.354218
20	-0.050862	-0.6413	0.261112
21	-0.004701	-0.0593	0.476401
22	0.039621	0.4996	0.309023
23	-0.05174	-0.6524	0.257537
24	0.205663	2.5933	0.005196
25	-0.075929	-0.9574	0.169903
26	0.01999	0.2521	0.400657
27	-0.020755	-0.2617	0.396944
28	0.020132	0.2539	0.399969
29	0.003436	0.0433	0.482749
30	-0.104245	-1.3145	0.09529
31	0.087773	1.1068	0.135033
32	-0.040334	-0.5086	0.305872
33	-0.093989	-1.1852	0.118862
34	0.002261	0.0285	0.488646
35	-0.05065	-0.6387	0.261977
36	0.170148	2.1455	0.016716
37	-0.136833	-1.7254	0.0432
38	-0.207198	-2.6127	0.004923
39	-0.099588	-1.2558	0.105523
40	-0.046021	-0.5803	0.281268
41	-0.101278	-1.2771	0.10172
42	-0.002216	-0.0279	0.48887
43	0.029376	0.3704	0.35578
44	-0.04129	-0.5207	0.301667
45	0.052092	0.6569	0.256111
46	0.092929	1.1718	0.121516
47	0.060139	0.7583	0.224688
48	-0.005534	-0.0698	0.472227
49	0.062098	0.783	0.217389
50	-0.043549	-0.5491	0.291841
51	-0.054033	-0.6813	0.248327
52	-0.04714	-0.5944	0.27654
53	0.065749	0.8291	0.204156
54	0.059464	0.7498	0.227239
55	-0.06029	-0.7602	0.224123
56	-0.004624	-0.0583	0.476789
57	0.005926	0.0747	0.470262
58	-0.025271	-0.3187	0.375202
59	0.024208	0.3052	0.380288
60	0.034751	0.4382	0.330922

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