Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

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

Sun, 18 Dec 2016 13:41:27 +0100

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/2016/Dec/18/t1482064913h7hxerat348clfj.htm/, Retrieved Fri, 09 May 2025 10:18:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301036, Retrieved Fri, 09 May 2025 10:18:36 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

129

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

-     [Exponential Smoothing] [] [2016-12-18 12:31:12] [683f400e1b95307fc738e729f07c4fce]
- RM D    [(Partial) Autocorrelation Function] [] [2016-12-18 12:41:27] [404ac5ee4f7301873f6a96ef36861981] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301036&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=301036&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301036&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.003004	0.0348	0.486158
2	-0.152328	-1.7633	0.040062
3	-0.049249	-0.5701	0.284781
4	0.015665	0.1813	0.42819
5	-0.12505	-1.4476	0.075038
6	-0.00691	-0.08	0.468181
7	-0.010434	-0.1208	0.452022
8	-0.023583	-0.273	0.392639
9	-0.058885	-0.6816	0.248319
10	-0.015055	-0.1743	0.430958
11	0.130969	1.5161	0.065928
12	0.060944	0.7055	0.240868
13	-0.055565	-0.6432	0.260594
14	-0.053167	-0.6154	0.269651
15	-0.011642	-0.1348	0.446502
16	-0.022856	-0.2646	0.39587
17	-0.031743	-0.3675	0.35693
18	0.048554	0.5621	0.287508
19	0.000892	0.0103	0.49589
20	-0.057193	-0.6621	0.254537
21	-0.002118	-0.0245	0.490239
22	-0.030752	-0.356	0.361207
23	0.043514	0.5037	0.307644
24	-0.028216	-0.3266	0.372233
25	-0.08877	-1.0276	0.152999
26	-0.005878	-0.068	0.472926
27	0.02287	0.2647	0.39581
28	-0.032324	-0.3742	0.354434
29	0.048651	0.5632	0.287127
30	0.048182	0.5577	0.288976
31	-0.108735	-1.2587	0.105164
32	0.00111	0.0128	0.494885
33	0.048863	0.5656	0.286294
34	0.107367	1.2429	0.108043
35	0.001343	0.0155	0.493812
36	0.003889	0.045	0.482078
37	-0.067183	-0.7777	0.21906
38	0.011715	0.1356	0.446167
39	-0.009914	-0.1148	0.454403
40	0.025847	0.2992	0.382625
41	-0.094107	-1.0894	0.138973
42	0.012481	0.1445	0.442669
43	-0.045897	-0.5313	0.298047
44	0.197515	2.2864	0.0119
45	0.037157	0.4301	0.333899
46	-0.007753	-0.0897	0.464313
47	0.007239	0.0838	0.466673
48	-0.017538	-0.203	0.419714
49	-0.186965	-2.1643	0.016108
50	0.021049	0.2437	0.403932
51	0.160928	1.8629	0.032335
52	-0.034639	-0.401	0.34454
53	-0.04044	-0.4681	0.320227
54	0.047808	0.5534	0.29045
55	0.06006	0.6952	0.244052
56	-0.035227	-0.4078	0.342042
57	-0.033863	-0.392	0.347844
58	0.009526	0.1103	0.456178
59	-0.009694	-0.1122	0.45541
60	-0.069319	-0.8024	0.211863

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.003004 & 0.0348 & 0.486158 \tabularnewline
2 & -0.152328 & -1.7633 & 0.040062 \tabularnewline
3 & -0.049249 & -0.5701 & 0.284781 \tabularnewline
4 & 0.015665 & 0.1813 & 0.42819 \tabularnewline
5 & -0.12505 & -1.4476 & 0.075038 \tabularnewline
6 & -0.00691 & -0.08 & 0.468181 \tabularnewline
7 & -0.010434 & -0.1208 & 0.452022 \tabularnewline
8 & -0.023583 & -0.273 & 0.392639 \tabularnewline
9 & -0.058885 & -0.6816 & 0.248319 \tabularnewline
10 & -0.015055 & -0.1743 & 0.430958 \tabularnewline
11 & 0.130969 & 1.5161 & 0.065928 \tabularnewline
12 & 0.060944 & 0.7055 & 0.240868 \tabularnewline
13 & -0.055565 & -0.6432 & 0.260594 \tabularnewline
14 & -0.053167 & -0.6154 & 0.269651 \tabularnewline
15 & -0.011642 & -0.1348 & 0.446502 \tabularnewline
16 & -0.022856 & -0.2646 & 0.39587 \tabularnewline
17 & -0.031743 & -0.3675 & 0.35693 \tabularnewline
18 & 0.048554 & 0.5621 & 0.287508 \tabularnewline
19 & 0.000892 & 0.0103 & 0.49589 \tabularnewline
20 & -0.057193 & -0.6621 & 0.254537 \tabularnewline
21 & -0.002118 & -0.0245 & 0.490239 \tabularnewline
22 & -0.030752 & -0.356 & 0.361207 \tabularnewline
23 & 0.043514 & 0.5037 & 0.307644 \tabularnewline
24 & -0.028216 & -0.3266 & 0.372233 \tabularnewline
25 & -0.08877 & -1.0276 & 0.152999 \tabularnewline
26 & -0.005878 & -0.068 & 0.472926 \tabularnewline
27 & 0.02287 & 0.2647 & 0.39581 \tabularnewline
28 & -0.032324 & -0.3742 & 0.354434 \tabularnewline
29 & 0.048651 & 0.5632 & 0.287127 \tabularnewline
30 & 0.048182 & 0.5577 & 0.288976 \tabularnewline
31 & -0.108735 & -1.2587 & 0.105164 \tabularnewline
32 & 0.00111 & 0.0128 & 0.494885 \tabularnewline
33 & 0.048863 & 0.5656 & 0.286294 \tabularnewline
34 & 0.107367 & 1.2429 & 0.108043 \tabularnewline
35 & 0.001343 & 0.0155 & 0.493812 \tabularnewline
36 & 0.003889 & 0.045 & 0.482078 \tabularnewline
37 & -0.067183 & -0.7777 & 0.21906 \tabularnewline
38 & 0.011715 & 0.1356 & 0.446167 \tabularnewline
39 & -0.009914 & -0.1148 & 0.454403 \tabularnewline
40 & 0.025847 & 0.2992 & 0.382625 \tabularnewline
41 & -0.094107 & -1.0894 & 0.138973 \tabularnewline
42 & 0.012481 & 0.1445 & 0.442669 \tabularnewline
43 & -0.045897 & -0.5313 & 0.298047 \tabularnewline
44 & 0.197515 & 2.2864 & 0.0119 \tabularnewline
45 & 0.037157 & 0.4301 & 0.333899 \tabularnewline
46 & -0.007753 & -0.0897 & 0.464313 \tabularnewline
47 & 0.007239 & 0.0838 & 0.466673 \tabularnewline
48 & -0.017538 & -0.203 & 0.419714 \tabularnewline
49 & -0.186965 & -2.1643 & 0.016108 \tabularnewline
50 & 0.021049 & 0.2437 & 0.403932 \tabularnewline
51 & 0.160928 & 1.8629 & 0.032335 \tabularnewline
52 & -0.034639 & -0.401 & 0.34454 \tabularnewline
53 & -0.04044 & -0.4681 & 0.320227 \tabularnewline
54 & 0.047808 & 0.5534 & 0.29045 \tabularnewline
55 & 0.06006 & 0.6952 & 0.244052 \tabularnewline
56 & -0.035227 & -0.4078 & 0.342042 \tabularnewline
57 & -0.033863 & -0.392 & 0.347844 \tabularnewline
58 & 0.009526 & 0.1103 & 0.456178 \tabularnewline
59 & -0.009694 & -0.1122 & 0.45541 \tabularnewline
60 & -0.069319 & -0.8024 & 0.211863 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301036&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]0.003004[/C][C]0.0348[/C][C]0.486158[/C][/ROW]
[ROW][C]2[/C][C]-0.152328[/C][C]-1.7633[/C][C]0.040062[/C][/ROW]
[ROW][C]3[/C][C]-0.049249[/C][C]-0.5701[/C][C]0.284781[/C][/ROW]
[ROW][C]4[/C][C]0.015665[/C][C]0.1813[/C][C]0.42819[/C][/ROW]
[ROW][C]5[/C][C]-0.12505[/C][C]-1.4476[/C][C]0.075038[/C][/ROW]
[ROW][C]6[/C][C]-0.00691[/C][C]-0.08[/C][C]0.468181[/C][/ROW]
[ROW][C]7[/C][C]-0.010434[/C][C]-0.1208[/C][C]0.452022[/C][/ROW]
[ROW][C]8[/C][C]-0.023583[/C][C]-0.273[/C][C]0.392639[/C][/ROW]
[ROW][C]9[/C][C]-0.058885[/C][C]-0.6816[/C][C]0.248319[/C][/ROW]
[ROW][C]10[/C][C]-0.015055[/C][C]-0.1743[/C][C]0.430958[/C][/ROW]
[ROW][C]11[/C][C]0.130969[/C][C]1.5161[/C][C]0.065928[/C][/ROW]
[ROW][C]12[/C][C]0.060944[/C][C]0.7055[/C][C]0.240868[/C][/ROW]
[ROW][C]13[/C][C]-0.055565[/C][C]-0.6432[/C][C]0.260594[/C][/ROW]
[ROW][C]14[/C][C]-0.053167[/C][C]-0.6154[/C][C]0.269651[/C][/ROW]
[ROW][C]15[/C][C]-0.011642[/C][C]-0.1348[/C][C]0.446502[/C][/ROW]
[ROW][C]16[/C][C]-0.022856[/C][C]-0.2646[/C][C]0.39587[/C][/ROW]
[ROW][C]17[/C][C]-0.031743[/C][C]-0.3675[/C][C]0.35693[/C][/ROW]
[ROW][C]18[/C][C]0.048554[/C][C]0.5621[/C][C]0.287508[/C][/ROW]
[ROW][C]19[/C][C]0.000892[/C][C]0.0103[/C][C]0.49589[/C][/ROW]
[ROW][C]20[/C][C]-0.057193[/C][C]-0.6621[/C][C]0.254537[/C][/ROW]
[ROW][C]21[/C][C]-0.002118[/C][C]-0.0245[/C][C]0.490239[/C][/ROW]
[ROW][C]22[/C][C]-0.030752[/C][C]-0.356[/C][C]0.361207[/C][/ROW]
[ROW][C]23[/C][C]0.043514[/C][C]0.5037[/C][C]0.307644[/C][/ROW]
[ROW][C]24[/C][C]-0.028216[/C][C]-0.3266[/C][C]0.372233[/C][/ROW]
[ROW][C]25[/C][C]-0.08877[/C][C]-1.0276[/C][C]0.152999[/C][/ROW]
[ROW][C]26[/C][C]-0.005878[/C][C]-0.068[/C][C]0.472926[/C][/ROW]
[ROW][C]27[/C][C]0.02287[/C][C]0.2647[/C][C]0.39581[/C][/ROW]
[ROW][C]28[/C][C]-0.032324[/C][C]-0.3742[/C][C]0.354434[/C][/ROW]
[ROW][C]29[/C][C]0.048651[/C][C]0.5632[/C][C]0.287127[/C][/ROW]
[ROW][C]30[/C][C]0.048182[/C][C]0.5577[/C][C]0.288976[/C][/ROW]
[ROW][C]31[/C][C]-0.108735[/C][C]-1.2587[/C][C]0.105164[/C][/ROW]
[ROW][C]32[/C][C]0.00111[/C][C]0.0128[/C][C]0.494885[/C][/ROW]
[ROW][C]33[/C][C]0.048863[/C][C]0.5656[/C][C]0.286294[/C][/ROW]
[ROW][C]34[/C][C]0.107367[/C][C]1.2429[/C][C]0.108043[/C][/ROW]
[ROW][C]35[/C][C]0.001343[/C][C]0.0155[/C][C]0.493812[/C][/ROW]
[ROW][C]36[/C][C]0.003889[/C][C]0.045[/C][C]0.482078[/C][/ROW]
[ROW][C]37[/C][C]-0.067183[/C][C]-0.7777[/C][C]0.21906[/C][/ROW]
[ROW][C]38[/C][C]0.011715[/C][C]0.1356[/C][C]0.446167[/C][/ROW]
[ROW][C]39[/C][C]-0.009914[/C][C]-0.1148[/C][C]0.454403[/C][/ROW]
[ROW][C]40[/C][C]0.025847[/C][C]0.2992[/C][C]0.382625[/C][/ROW]
[ROW][C]41[/C][C]-0.094107[/C][C]-1.0894[/C][C]0.138973[/C][/ROW]
[ROW][C]42[/C][C]0.012481[/C][C]0.1445[/C][C]0.442669[/C][/ROW]
[ROW][C]43[/C][C]-0.045897[/C][C]-0.5313[/C][C]0.298047[/C][/ROW]
[ROW][C]44[/C][C]0.197515[/C][C]2.2864[/C][C]0.0119[/C][/ROW]
[ROW][C]45[/C][C]0.037157[/C][C]0.4301[/C][C]0.333899[/C][/ROW]
[ROW][C]46[/C][C]-0.007753[/C][C]-0.0897[/C][C]0.464313[/C][/ROW]
[ROW][C]47[/C][C]0.007239[/C][C]0.0838[/C][C]0.466673[/C][/ROW]
[ROW][C]48[/C][C]-0.017538[/C][C]-0.203[/C][C]0.419714[/C][/ROW]
[ROW][C]49[/C][C]-0.186965[/C][C]-2.1643[/C][C]0.016108[/C][/ROW]
[ROW][C]50[/C][C]0.021049[/C][C]0.2437[/C][C]0.403932[/C][/ROW]
[ROW][C]51[/C][C]0.160928[/C][C]1.8629[/C][C]0.032335[/C][/ROW]
[ROW][C]52[/C][C]-0.034639[/C][C]-0.401[/C][C]0.34454[/C][/ROW]
[ROW][C]53[/C][C]-0.04044[/C][C]-0.4681[/C][C]0.320227[/C][/ROW]
[ROW][C]54[/C][C]0.047808[/C][C]0.5534[/C][C]0.29045[/C][/ROW]
[ROW][C]55[/C][C]0.06006[/C][C]0.6952[/C][C]0.244052[/C][/ROW]
[ROW][C]56[/C][C]-0.035227[/C][C]-0.4078[/C][C]0.342042[/C][/ROW]
[ROW][C]57[/C][C]-0.033863[/C][C]-0.392[/C][C]0.347844[/C][/ROW]
[ROW][C]58[/C][C]0.009526[/C][C]0.1103[/C][C]0.456178[/C][/ROW]
[ROW][C]59[/C][C]-0.009694[/C][C]-0.1122[/C][C]0.45541[/C][/ROW]
[ROW][C]60[/C][C]-0.069319[/C][C]-0.8024[/C][C]0.211863[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301036&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301036&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	0.003004	0.0348	0.486158
2	-0.152328	-1.7633	0.040062
3	-0.049249	-0.5701	0.284781
4	0.015665	0.1813	0.42819
5	-0.12505	-1.4476	0.075038
6	-0.00691	-0.08	0.468181
7	-0.010434	-0.1208	0.452022
8	-0.023583	-0.273	0.392639
9	-0.058885	-0.6816	0.248319
10	-0.015055	-0.1743	0.430958
11	0.130969	1.5161	0.065928
12	0.060944	0.7055	0.240868
13	-0.055565	-0.6432	0.260594
14	-0.053167	-0.6154	0.269651
15	-0.011642	-0.1348	0.446502
16	-0.022856	-0.2646	0.39587
17	-0.031743	-0.3675	0.35693
18	0.048554	0.5621	0.287508
19	0.000892	0.0103	0.49589
20	-0.057193	-0.6621	0.254537
21	-0.002118	-0.0245	0.490239
22	-0.030752	-0.356	0.361207
23	0.043514	0.5037	0.307644
24	-0.028216	-0.3266	0.372233
25	-0.08877	-1.0276	0.152999
26	-0.005878	-0.068	0.472926
27	0.02287	0.2647	0.39581
28	-0.032324	-0.3742	0.354434
29	0.048651	0.5632	0.287127
30	0.048182	0.5577	0.288976
31	-0.108735	-1.2587	0.105164
32	0.00111	0.0128	0.494885
33	0.048863	0.5656	0.286294
34	0.107367	1.2429	0.108043
35	0.001343	0.0155	0.493812
36	0.003889	0.045	0.482078
37	-0.067183	-0.7777	0.21906
38	0.011715	0.1356	0.446167
39	-0.009914	-0.1148	0.454403
40	0.025847	0.2992	0.382625
41	-0.094107	-1.0894	0.138973
42	0.012481	0.1445	0.442669
43	-0.045897	-0.5313	0.298047
44	0.197515	2.2864	0.0119
45	0.037157	0.4301	0.333899
46	-0.007753	-0.0897	0.464313
47	0.007239	0.0838	0.466673
48	-0.017538	-0.203	0.419714
49	-0.186965	-2.1643	0.016108
50	0.021049	0.2437	0.403932
51	0.160928	1.8629	0.032335
52	-0.034639	-0.401	0.34454
53	-0.04044	-0.4681	0.320227
54	0.047808	0.5534	0.29045
55	0.06006	0.6952	0.244052
56	-0.035227	-0.4078	0.342042
57	-0.033863	-0.392	0.347844
58	0.009526	0.1103	0.456178
59	-0.009694	-0.1122	0.45541
60	-0.069319	-0.8024	0.211863

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.003004	0.0348	0.486158
2	-0.152339	-1.7634	0.040052
3	-0.049412	-0.572	0.284146
4	-0.007765	-0.0899	0.464255
5	-0.143729	-1.6638	0.049246
6	-0.009916	-0.1148	0.454393
7	-0.054282	-0.6284	0.265418
8	-0.0448	-0.5186	0.302449
9	-0.073598	-0.852	0.197879
10	-0.053155	-0.6153	0.269697
11	0.107374	1.2429	0.10803
12	0.03694	0.4276	0.334811
13	-0.032446	-0.3756	0.353907
14	-0.043191	-0.5	0.308957
15	-0.033166	-0.3839	0.35082
16	-0.017137	-0.1984	0.421526
17	-0.03891	-0.4504	0.32657
18	0.031916	0.3695	0.356184
19	-0.018355	-0.2125	0.416029
20	-0.047977	-0.5554	0.289783
21	-0.00165	-0.0191	0.492397
22	-0.084875	-0.9825	0.163812
23	0.025562	0.2959	0.383881
24	-0.054125	-0.6265	0.266014
25	-0.098378	-1.1388	0.128409
26	-0.013885	-0.1607	0.436273
27	-0.033962	-0.3931	0.34742
28	-0.041551	-0.481	0.315655
29	0.013404	0.1552	0.438465
30	-0.002883	-0.0334	0.486715
31	-0.113674	-1.3159	0.095231
32	0.001214	0.0141	0.494405
33	0.005314	0.0615	0.475522
34	0.090012	1.042	0.149651
35	0.013545	0.1568	0.437819
36	0.025399	0.294	0.384602
37	-0.052975	-0.6132	0.270381
38	0.013468	0.1559	0.438174
39	-0.008975	-0.1039	0.458706
40	0.012772	0.1478	0.441342
41	-0.120038	-1.3895	0.083486
42	0.017678	0.2046	0.419083
43	-0.054702	-0.6332	0.263833
44	0.191743	2.2196	0.014064
45	-0.011309	-0.1309	0.44802
46	0.003647	0.0422	0.483192
47	0.029899	0.3461	0.364902
48	-0.025099	-0.2905	0.385928
49	-0.136733	-1.5828	0.057913
50	0.011187	0.1295	0.448578
51	0.127769	1.479	0.07074
52	-0.01469	-0.17	0.432615
53	0.004432	0.0513	0.479579
54	0.061361	0.7103	0.239374
55	0.024642	0.2852	0.387948
56	-0.030059	-0.348	0.364208
57	-0.031733	-0.3673	0.356974
58	0.015839	0.1834	0.427399
59	0.017936	0.2076	0.417919
60	0.006923	0.0801	0.468122

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.003004 & 0.0348 & 0.486158 \tabularnewline
2 & -0.152339 & -1.7634 & 0.040052 \tabularnewline
3 & -0.049412 & -0.572 & 0.284146 \tabularnewline
4 & -0.007765 & -0.0899 & 0.464255 \tabularnewline
5 & -0.143729 & -1.6638 & 0.049246 \tabularnewline
6 & -0.009916 & -0.1148 & 0.454393 \tabularnewline
7 & -0.054282 & -0.6284 & 0.265418 \tabularnewline
8 & -0.0448 & -0.5186 & 0.302449 \tabularnewline
9 & -0.073598 & -0.852 & 0.197879 \tabularnewline
10 & -0.053155 & -0.6153 & 0.269697 \tabularnewline
11 & 0.107374 & 1.2429 & 0.10803 \tabularnewline
12 & 0.03694 & 0.4276 & 0.334811 \tabularnewline
13 & -0.032446 & -0.3756 & 0.353907 \tabularnewline
14 & -0.043191 & -0.5 & 0.308957 \tabularnewline
15 & -0.033166 & -0.3839 & 0.35082 \tabularnewline
16 & -0.017137 & -0.1984 & 0.421526 \tabularnewline
17 & -0.03891 & -0.4504 & 0.32657 \tabularnewline
18 & 0.031916 & 0.3695 & 0.356184 \tabularnewline
19 & -0.018355 & -0.2125 & 0.416029 \tabularnewline
20 & -0.047977 & -0.5554 & 0.289783 \tabularnewline
21 & -0.00165 & -0.0191 & 0.492397 \tabularnewline
22 & -0.084875 & -0.9825 & 0.163812 \tabularnewline
23 & 0.025562 & 0.2959 & 0.383881 \tabularnewline
24 & -0.054125 & -0.6265 & 0.266014 \tabularnewline
25 & -0.098378 & -1.1388 & 0.128409 \tabularnewline
26 & -0.013885 & -0.1607 & 0.436273 \tabularnewline
27 & -0.033962 & -0.3931 & 0.34742 \tabularnewline
28 & -0.041551 & -0.481 & 0.315655 \tabularnewline
29 & 0.013404 & 0.1552 & 0.438465 \tabularnewline
30 & -0.002883 & -0.0334 & 0.486715 \tabularnewline
31 & -0.113674 & -1.3159 & 0.095231 \tabularnewline
32 & 0.001214 & 0.0141 & 0.494405 \tabularnewline
33 & 0.005314 & 0.0615 & 0.475522 \tabularnewline
34 & 0.090012 & 1.042 & 0.149651 \tabularnewline
35 & 0.013545 & 0.1568 & 0.437819 \tabularnewline
36 & 0.025399 & 0.294 & 0.384602 \tabularnewline
37 & -0.052975 & -0.6132 & 0.270381 \tabularnewline
38 & 0.013468 & 0.1559 & 0.438174 \tabularnewline
39 & -0.008975 & -0.1039 & 0.458706 \tabularnewline
40 & 0.012772 & 0.1478 & 0.441342 \tabularnewline
41 & -0.120038 & -1.3895 & 0.083486 \tabularnewline
42 & 0.017678 & 0.2046 & 0.419083 \tabularnewline
43 & -0.054702 & -0.6332 & 0.263833 \tabularnewline
44 & 0.191743 & 2.2196 & 0.014064 \tabularnewline
45 & -0.011309 & -0.1309 & 0.44802 \tabularnewline
46 & 0.003647 & 0.0422 & 0.483192 \tabularnewline
47 & 0.029899 & 0.3461 & 0.364902 \tabularnewline
48 & -0.025099 & -0.2905 & 0.385928 \tabularnewline
49 & -0.136733 & -1.5828 & 0.057913 \tabularnewline
50 & 0.011187 & 0.1295 & 0.448578 \tabularnewline
51 & 0.127769 & 1.479 & 0.07074 \tabularnewline
52 & -0.01469 & -0.17 & 0.432615 \tabularnewline
53 & 0.004432 & 0.0513 & 0.479579 \tabularnewline
54 & 0.061361 & 0.7103 & 0.239374 \tabularnewline
55 & 0.024642 & 0.2852 & 0.387948 \tabularnewline
56 & -0.030059 & -0.348 & 0.364208 \tabularnewline
57 & -0.031733 & -0.3673 & 0.356974 \tabularnewline
58 & 0.015839 & 0.1834 & 0.427399 \tabularnewline
59 & 0.017936 & 0.2076 & 0.417919 \tabularnewline
60 & 0.006923 & 0.0801 & 0.468122 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301036&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]0.003004[/C][C]0.0348[/C][C]0.486158[/C][/ROW]
[ROW][C]2[/C][C]-0.152339[/C][C]-1.7634[/C][C]0.040052[/C][/ROW]
[ROW][C]3[/C][C]-0.049412[/C][C]-0.572[/C][C]0.284146[/C][/ROW]
[ROW][C]4[/C][C]-0.007765[/C][C]-0.0899[/C][C]0.464255[/C][/ROW]
[ROW][C]5[/C][C]-0.143729[/C][C]-1.6638[/C][C]0.049246[/C][/ROW]
[ROW][C]6[/C][C]-0.009916[/C][C]-0.1148[/C][C]0.454393[/C][/ROW]
[ROW][C]7[/C][C]-0.054282[/C][C]-0.6284[/C][C]0.265418[/C][/ROW]
[ROW][C]8[/C][C]-0.0448[/C][C]-0.5186[/C][C]0.302449[/C][/ROW]
[ROW][C]9[/C][C]-0.073598[/C][C]-0.852[/C][C]0.197879[/C][/ROW]
[ROW][C]10[/C][C]-0.053155[/C][C]-0.6153[/C][C]0.269697[/C][/ROW]
[ROW][C]11[/C][C]0.107374[/C][C]1.2429[/C][C]0.10803[/C][/ROW]
[ROW][C]12[/C][C]0.03694[/C][C]0.4276[/C][C]0.334811[/C][/ROW]
[ROW][C]13[/C][C]-0.032446[/C][C]-0.3756[/C][C]0.353907[/C][/ROW]
[ROW][C]14[/C][C]-0.043191[/C][C]-0.5[/C][C]0.308957[/C][/ROW]
[ROW][C]15[/C][C]-0.033166[/C][C]-0.3839[/C][C]0.35082[/C][/ROW]
[ROW][C]16[/C][C]-0.017137[/C][C]-0.1984[/C][C]0.421526[/C][/ROW]
[ROW][C]17[/C][C]-0.03891[/C][C]-0.4504[/C][C]0.32657[/C][/ROW]
[ROW][C]18[/C][C]0.031916[/C][C]0.3695[/C][C]0.356184[/C][/ROW]
[ROW][C]19[/C][C]-0.018355[/C][C]-0.2125[/C][C]0.416029[/C][/ROW]
[ROW][C]20[/C][C]-0.047977[/C][C]-0.5554[/C][C]0.289783[/C][/ROW]
[ROW][C]21[/C][C]-0.00165[/C][C]-0.0191[/C][C]0.492397[/C][/ROW]
[ROW][C]22[/C][C]-0.084875[/C][C]-0.9825[/C][C]0.163812[/C][/ROW]
[ROW][C]23[/C][C]0.025562[/C][C]0.2959[/C][C]0.383881[/C][/ROW]
[ROW][C]24[/C][C]-0.054125[/C][C]-0.6265[/C][C]0.266014[/C][/ROW]
[ROW][C]25[/C][C]-0.098378[/C][C]-1.1388[/C][C]0.128409[/C][/ROW]
[ROW][C]26[/C][C]-0.013885[/C][C]-0.1607[/C][C]0.436273[/C][/ROW]
[ROW][C]27[/C][C]-0.033962[/C][C]-0.3931[/C][C]0.34742[/C][/ROW]
[ROW][C]28[/C][C]-0.041551[/C][C]-0.481[/C][C]0.315655[/C][/ROW]
[ROW][C]29[/C][C]0.013404[/C][C]0.1552[/C][C]0.438465[/C][/ROW]
[ROW][C]30[/C][C]-0.002883[/C][C]-0.0334[/C][C]0.486715[/C][/ROW]
[ROW][C]31[/C][C]-0.113674[/C][C]-1.3159[/C][C]0.095231[/C][/ROW]
[ROW][C]32[/C][C]0.001214[/C][C]0.0141[/C][C]0.494405[/C][/ROW]
[ROW][C]33[/C][C]0.005314[/C][C]0.0615[/C][C]0.475522[/C][/ROW]
[ROW][C]34[/C][C]0.090012[/C][C]1.042[/C][C]0.149651[/C][/ROW]
[ROW][C]35[/C][C]0.013545[/C][C]0.1568[/C][C]0.437819[/C][/ROW]
[ROW][C]36[/C][C]0.025399[/C][C]0.294[/C][C]0.384602[/C][/ROW]
[ROW][C]37[/C][C]-0.052975[/C][C]-0.6132[/C][C]0.270381[/C][/ROW]
[ROW][C]38[/C][C]0.013468[/C][C]0.1559[/C][C]0.438174[/C][/ROW]
[ROW][C]39[/C][C]-0.008975[/C][C]-0.1039[/C][C]0.458706[/C][/ROW]
[ROW][C]40[/C][C]0.012772[/C][C]0.1478[/C][C]0.441342[/C][/ROW]
[ROW][C]41[/C][C]-0.120038[/C][C]-1.3895[/C][C]0.083486[/C][/ROW]
[ROW][C]42[/C][C]0.017678[/C][C]0.2046[/C][C]0.419083[/C][/ROW]
[ROW][C]43[/C][C]-0.054702[/C][C]-0.6332[/C][C]0.263833[/C][/ROW]
[ROW][C]44[/C][C]0.191743[/C][C]2.2196[/C][C]0.014064[/C][/ROW]
[ROW][C]45[/C][C]-0.011309[/C][C]-0.1309[/C][C]0.44802[/C][/ROW]
[ROW][C]46[/C][C]0.003647[/C][C]0.0422[/C][C]0.483192[/C][/ROW]
[ROW][C]47[/C][C]0.029899[/C][C]0.3461[/C][C]0.364902[/C][/ROW]
[ROW][C]48[/C][C]-0.025099[/C][C]-0.2905[/C][C]0.385928[/C][/ROW]
[ROW][C]49[/C][C]-0.136733[/C][C]-1.5828[/C][C]0.057913[/C][/ROW]
[ROW][C]50[/C][C]0.011187[/C][C]0.1295[/C][C]0.448578[/C][/ROW]
[ROW][C]51[/C][C]0.127769[/C][C]1.479[/C][C]0.07074[/C][/ROW]
[ROW][C]52[/C][C]-0.01469[/C][C]-0.17[/C][C]0.432615[/C][/ROW]
[ROW][C]53[/C][C]0.004432[/C][C]0.0513[/C][C]0.479579[/C][/ROW]
[ROW][C]54[/C][C]0.061361[/C][C]0.7103[/C][C]0.239374[/C][/ROW]
[ROW][C]55[/C][C]0.024642[/C][C]0.2852[/C][C]0.387948[/C][/ROW]
[ROW][C]56[/C][C]-0.030059[/C][C]-0.348[/C][C]0.364208[/C][/ROW]
[ROW][C]57[/C][C]-0.031733[/C][C]-0.3673[/C][C]0.356974[/C][/ROW]
[ROW][C]58[/C][C]0.015839[/C][C]0.1834[/C][C]0.427399[/C][/ROW]
[ROW][C]59[/C][C]0.017936[/C][C]0.2076[/C][C]0.417919[/C][/ROW]
[ROW][C]60[/C][C]0.006923[/C][C]0.0801[/C][C]0.468122[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301036&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301036&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	0.003004	0.0348	0.486158
2	-0.152339	-1.7634	0.040052
3	-0.049412	-0.572	0.284146
4	-0.007765	-0.0899	0.464255
5	-0.143729	-1.6638	0.049246
6	-0.009916	-0.1148	0.454393
7	-0.054282	-0.6284	0.265418
8	-0.0448	-0.5186	0.302449
9	-0.073598	-0.852	0.197879
10	-0.053155	-0.6153	0.269697
11	0.107374	1.2429	0.10803
12	0.03694	0.4276	0.334811
13	-0.032446	-0.3756	0.353907
14	-0.043191	-0.5	0.308957
15	-0.033166	-0.3839	0.35082
16	-0.017137	-0.1984	0.421526
17	-0.03891	-0.4504	0.32657
18	0.031916	0.3695	0.356184
19	-0.018355	-0.2125	0.416029
20	-0.047977	-0.5554	0.289783
21	-0.00165	-0.0191	0.492397
22	-0.084875	-0.9825	0.163812
23	0.025562	0.2959	0.383881
24	-0.054125	-0.6265	0.266014
25	-0.098378	-1.1388	0.128409
26	-0.013885	-0.1607	0.436273
27	-0.033962	-0.3931	0.34742
28	-0.041551	-0.481	0.315655
29	0.013404	0.1552	0.438465
30	-0.002883	-0.0334	0.486715
31	-0.113674	-1.3159	0.095231
32	0.001214	0.0141	0.494405
33	0.005314	0.0615	0.475522
34	0.090012	1.042	0.149651
35	0.013545	0.1568	0.437819
36	0.025399	0.294	0.384602
37	-0.052975	-0.6132	0.270381
38	0.013468	0.1559	0.438174
39	-0.008975	-0.1039	0.458706
40	0.012772	0.1478	0.441342
41	-0.120038	-1.3895	0.083486
42	0.017678	0.2046	0.419083
43	-0.054702	-0.6332	0.263833
44	0.191743	2.2196	0.014064
45	-0.011309	-0.1309	0.44802
46	0.003647	0.0422	0.483192
47	0.029899	0.3461	0.364902
48	-0.025099	-0.2905	0.385928
49	-0.136733	-1.5828	0.057913
50	0.011187	0.1295	0.448578
51	0.127769	1.479	0.07074
52	-0.01469	-0.17	0.432615
53	0.004432	0.0513	0.479579
54	0.061361	0.7103	0.239374
55	0.024642	0.2852	0.387948
56	-0.030059	-0.348	0.364208
57	-0.031733	-0.3673	0.356974
58	0.015839	0.1834	0.427399
59	0.017936	0.2076	0.417919
60	0.006923	0.0801	0.468122

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ; par2 = Double ; par3 = additive ; par4 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '12'
par4 <- '0'
par3 <- '0'
par2 <- '1'
par1 <- 'Default'
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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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,'ACF(k)',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,'PACF(k)',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