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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 16 Dec 2007 13:35:05 -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/2007/Dec/16/t1197836307wsuhjt1cvko0mrt.htm/, Retrieved Thu, 02 May 2024 05:53:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4257, Retrieved Thu, 02 May 2024 05:53:55 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

182

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

-       [(Partial) Autocorrelation Function] [Paper] [2007-12-16 20:35:05] [3463f71ebce131edf0c83e066f45702c] [Current]
- RM D    [(Partial) Autocorrelation Function] [] [2012-12-19 17:11:45] [02887dc0cab5d76ef9ee7c596fbf5811] 

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Dataseries X:

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Summary of compuational 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 compuational 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=4257&T=0

[TABLE]
[ROW][C]Summary of compuational 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=4257&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4257&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 compuational 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
0	1	7.746	0
1	-0.027722	-0.2147	0.584648
2	-0.157887	-1.223	0.886941
3	-0.001689	-0.0131	0.505197
4	0.019785	0.1533	0.439355
5	0.07996	0.6194	0.269009
6	-0.199372	-1.5443	0.936117
7	0.056404	0.4369	0.331876
8	-0.195829	-1.5169	0.932726
9	-0.204927	-1.5874	0.941156
10	0.201125	1.5579	0.062257
11	0.190052	1.4721	0.073106
12	-0.027597	-0.2138	0.584271
13	-0.124832	-0.9669	0.831273
14	0.000519	0.004	0.498402
15	0.118193	0.9155	0.181792
16	-0.12764	-0.9887	0.836609
17	-0.03756	-0.2909	0.613949
18	-0.062395	-0.4833	0.684683
19	-0.171119	-1.3255	0.904982
20	0.161514	1.2511	0.107881
21	0.051687	0.4004	0.345155
22	-0.018809	-0.1457	0.557675
23	-0.10811	-0.8374	0.79716
24	-0.033645	-0.2606	0.602357
25	0.179782	1.3926	0.084442
26	-0.00499	-0.0387	0.515352
27	-0.018485	-0.1432	0.556688
28	-0.111386	-0.8628	0.804156
29	-0.093023	-0.7206	0.763009
30	0.147367	1.1415	0.129099
31	0.011695	0.0906	0.464059
32	-0.006396	-0.0495	0.519675
33	-0.042952	-0.3327	0.629742
34	-0.113982	-0.8829	0.809593
35	0.129006	0.9993	0.160837
36	-0.005438	-0.0421	0.516729
37	0.022718	0.176	0.430455
38	0.030111	0.2332	0.408184
39	-0.064293	-0.498	0.689851
40	0.085349	0.6611	0.255535
41	0.027015	0.2093	0.417478
42	0.096367	0.7465	0.229153
43	-0.030735	-0.2381	0.593682
44	-0.056	-0.4338	0.666996
45	0.013064	0.1012	0.459866
46	0.033013	0.2557	0.399522
47	0.033031	0.2559	0.399468
48	-0.067442	-0.5224	0.698344
49	-0.019894	-0.1541	0.560975
50	0.040411	0.313	0.377674
51	-0.016379	-0.1269	0.550266
52	0.000986	0.0076	0.496967
53	-0.033039	-0.2559	0.600556
54	-0.019116	-0.1481	0.558609
55	0.000425	0.0033	0.498692
56	-0.020494	-0.1587	0.562798
57	0.024373	0.1888	0.425446
58	-0.018056	-0.1399	0.555382
59	-0.012722	-0.0985	0.539087

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & -0.027722 & -0.2147 & 0.584648 \tabularnewline
2 & -0.157887 & -1.223 & 0.886941 \tabularnewline
3 & -0.001689 & -0.0131 & 0.505197 \tabularnewline
4 & 0.019785 & 0.1533 & 0.439355 \tabularnewline
5 & 0.07996 & 0.6194 & 0.269009 \tabularnewline
6 & -0.199372 & -1.5443 & 0.936117 \tabularnewline
7 & 0.056404 & 0.4369 & 0.331876 \tabularnewline
8 & -0.195829 & -1.5169 & 0.932726 \tabularnewline
9 & -0.204927 & -1.5874 & 0.941156 \tabularnewline
10 & 0.201125 & 1.5579 & 0.062257 \tabularnewline
11 & 0.190052 & 1.4721 & 0.073106 \tabularnewline
12 & -0.027597 & -0.2138 & 0.584271 \tabularnewline
13 & -0.124832 & -0.9669 & 0.831273 \tabularnewline
14 & 0.000519 & 0.004 & 0.498402 \tabularnewline
15 & 0.118193 & 0.9155 & 0.181792 \tabularnewline
16 & -0.12764 & -0.9887 & 0.836609 \tabularnewline
17 & -0.03756 & -0.2909 & 0.613949 \tabularnewline
18 & -0.062395 & -0.4833 & 0.684683 \tabularnewline
19 & -0.171119 & -1.3255 & 0.904982 \tabularnewline
20 & 0.161514 & 1.2511 & 0.107881 \tabularnewline
21 & 0.051687 & 0.4004 & 0.345155 \tabularnewline
22 & -0.018809 & -0.1457 & 0.557675 \tabularnewline
23 & -0.10811 & -0.8374 & 0.79716 \tabularnewline
24 & -0.033645 & -0.2606 & 0.602357 \tabularnewline
25 & 0.179782 & 1.3926 & 0.084442 \tabularnewline
26 & -0.00499 & -0.0387 & 0.515352 \tabularnewline
27 & -0.018485 & -0.1432 & 0.556688 \tabularnewline
28 & -0.111386 & -0.8628 & 0.804156 \tabularnewline
29 & -0.093023 & -0.7206 & 0.763009 \tabularnewline
30 & 0.147367 & 1.1415 & 0.129099 \tabularnewline
31 & 0.011695 & 0.0906 & 0.464059 \tabularnewline
32 & -0.006396 & -0.0495 & 0.519675 \tabularnewline
33 & -0.042952 & -0.3327 & 0.629742 \tabularnewline
34 & -0.113982 & -0.8829 & 0.809593 \tabularnewline
35 & 0.129006 & 0.9993 & 0.160837 \tabularnewline
36 & -0.005438 & -0.0421 & 0.516729 \tabularnewline
37 & 0.022718 & 0.176 & 0.430455 \tabularnewline
38 & 0.030111 & 0.2332 & 0.408184 \tabularnewline
39 & -0.064293 & -0.498 & 0.689851 \tabularnewline
40 & 0.085349 & 0.6611 & 0.255535 \tabularnewline
41 & 0.027015 & 0.2093 & 0.417478 \tabularnewline
42 & 0.096367 & 0.7465 & 0.229153 \tabularnewline
43 & -0.030735 & -0.2381 & 0.593682 \tabularnewline
44 & -0.056 & -0.4338 & 0.666996 \tabularnewline
45 & 0.013064 & 0.1012 & 0.459866 \tabularnewline
46 & 0.033013 & 0.2557 & 0.399522 \tabularnewline
47 & 0.033031 & 0.2559 & 0.399468 \tabularnewline
48 & -0.067442 & -0.5224 & 0.698344 \tabularnewline
49 & -0.019894 & -0.1541 & 0.560975 \tabularnewline
50 & 0.040411 & 0.313 & 0.377674 \tabularnewline
51 & -0.016379 & -0.1269 & 0.550266 \tabularnewline
52 & 0.000986 & 0.0076 & 0.496967 \tabularnewline
53 & -0.033039 & -0.2559 & 0.600556 \tabularnewline
54 & -0.019116 & -0.1481 & 0.558609 \tabularnewline
55 & 0.000425 & 0.0033 & 0.498692 \tabularnewline
56 & -0.020494 & -0.1587 & 0.562798 \tabularnewline
57 & 0.024373 & 0.1888 & 0.425446 \tabularnewline
58 & -0.018056 & -0.1399 & 0.555382 \tabularnewline
59 & -0.012722 & -0.0985 & 0.539087 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4257&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]0[/C][C]1[/C][C]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.027722[/C][C]-0.2147[/C][C]0.584648[/C][/ROW]
[ROW][C]2[/C][C]-0.157887[/C][C]-1.223[/C][C]0.886941[/C][/ROW]
[ROW][C]3[/C][C]-0.001689[/C][C]-0.0131[/C][C]0.505197[/C][/ROW]
[ROW][C]4[/C][C]0.019785[/C][C]0.1533[/C][C]0.439355[/C][/ROW]
[ROW][C]5[/C][C]0.07996[/C][C]0.6194[/C][C]0.269009[/C][/ROW]
[ROW][C]6[/C][C]-0.199372[/C][C]-1.5443[/C][C]0.936117[/C][/ROW]
[ROW][C]7[/C][C]0.056404[/C][C]0.4369[/C][C]0.331876[/C][/ROW]
[ROW][C]8[/C][C]-0.195829[/C][C]-1.5169[/C][C]0.932726[/C][/ROW]
[ROW][C]9[/C][C]-0.204927[/C][C]-1.5874[/C][C]0.941156[/C][/ROW]
[ROW][C]10[/C][C]0.201125[/C][C]1.5579[/C][C]0.062257[/C][/ROW]
[ROW][C]11[/C][C]0.190052[/C][C]1.4721[/C][C]0.073106[/C][/ROW]
[ROW][C]12[/C][C]-0.027597[/C][C]-0.2138[/C][C]0.584271[/C][/ROW]
[ROW][C]13[/C][C]-0.124832[/C][C]-0.9669[/C][C]0.831273[/C][/ROW]
[ROW][C]14[/C][C]0.000519[/C][C]0.004[/C][C]0.498402[/C][/ROW]
[ROW][C]15[/C][C]0.118193[/C][C]0.9155[/C][C]0.181792[/C][/ROW]
[ROW][C]16[/C][C]-0.12764[/C][C]-0.9887[/C][C]0.836609[/C][/ROW]
[ROW][C]17[/C][C]-0.03756[/C][C]-0.2909[/C][C]0.613949[/C][/ROW]
[ROW][C]18[/C][C]-0.062395[/C][C]-0.4833[/C][C]0.684683[/C][/ROW]
[ROW][C]19[/C][C]-0.171119[/C][C]-1.3255[/C][C]0.904982[/C][/ROW]
[ROW][C]20[/C][C]0.161514[/C][C]1.2511[/C][C]0.107881[/C][/ROW]
[ROW][C]21[/C][C]0.051687[/C][C]0.4004[/C][C]0.345155[/C][/ROW]
[ROW][C]22[/C][C]-0.018809[/C][C]-0.1457[/C][C]0.557675[/C][/ROW]
[ROW][C]23[/C][C]-0.10811[/C][C]-0.8374[/C][C]0.79716[/C][/ROW]
[ROW][C]24[/C][C]-0.033645[/C][C]-0.2606[/C][C]0.602357[/C][/ROW]
[ROW][C]25[/C][C]0.179782[/C][C]1.3926[/C][C]0.084442[/C][/ROW]
[ROW][C]26[/C][C]-0.00499[/C][C]-0.0387[/C][C]0.515352[/C][/ROW]
[ROW][C]27[/C][C]-0.018485[/C][C]-0.1432[/C][C]0.556688[/C][/ROW]
[ROW][C]28[/C][C]-0.111386[/C][C]-0.8628[/C][C]0.804156[/C][/ROW]
[ROW][C]29[/C][C]-0.093023[/C][C]-0.7206[/C][C]0.763009[/C][/ROW]
[ROW][C]30[/C][C]0.147367[/C][C]1.1415[/C][C]0.129099[/C][/ROW]
[ROW][C]31[/C][C]0.011695[/C][C]0.0906[/C][C]0.464059[/C][/ROW]
[ROW][C]32[/C][C]-0.006396[/C][C]-0.0495[/C][C]0.519675[/C][/ROW]
[ROW][C]33[/C][C]-0.042952[/C][C]-0.3327[/C][C]0.629742[/C][/ROW]
[ROW][C]34[/C][C]-0.113982[/C][C]-0.8829[/C][C]0.809593[/C][/ROW]
[ROW][C]35[/C][C]0.129006[/C][C]0.9993[/C][C]0.160837[/C][/ROW]
[ROW][C]36[/C][C]-0.005438[/C][C]-0.0421[/C][C]0.516729[/C][/ROW]
[ROW][C]37[/C][C]0.022718[/C][C]0.176[/C][C]0.430455[/C][/ROW]
[ROW][C]38[/C][C]0.030111[/C][C]0.2332[/C][C]0.408184[/C][/ROW]
[ROW][C]39[/C][C]-0.064293[/C][C]-0.498[/C][C]0.689851[/C][/ROW]
[ROW][C]40[/C][C]0.085349[/C][C]0.6611[/C][C]0.255535[/C][/ROW]
[ROW][C]41[/C][C]0.027015[/C][C]0.2093[/C][C]0.417478[/C][/ROW]
[ROW][C]42[/C][C]0.096367[/C][C]0.7465[/C][C]0.229153[/C][/ROW]
[ROW][C]43[/C][C]-0.030735[/C][C]-0.2381[/C][C]0.593682[/C][/ROW]
[ROW][C]44[/C][C]-0.056[/C][C]-0.4338[/C][C]0.666996[/C][/ROW]
[ROW][C]45[/C][C]0.013064[/C][C]0.1012[/C][C]0.459866[/C][/ROW]
[ROW][C]46[/C][C]0.033013[/C][C]0.2557[/C][C]0.399522[/C][/ROW]
[ROW][C]47[/C][C]0.033031[/C][C]0.2559[/C][C]0.399468[/C][/ROW]
[ROW][C]48[/C][C]-0.067442[/C][C]-0.5224[/C][C]0.698344[/C][/ROW]
[ROW][C]49[/C][C]-0.019894[/C][C]-0.1541[/C][C]0.560975[/C][/ROW]
[ROW][C]50[/C][C]0.040411[/C][C]0.313[/C][C]0.377674[/C][/ROW]
[ROW][C]51[/C][C]-0.016379[/C][C]-0.1269[/C][C]0.550266[/C][/ROW]
[ROW][C]52[/C][C]0.000986[/C][C]0.0076[/C][C]0.496967[/C][/ROW]
[ROW][C]53[/C][C]-0.033039[/C][C]-0.2559[/C][C]0.600556[/C][/ROW]
[ROW][C]54[/C][C]-0.019116[/C][C]-0.1481[/C][C]0.558609[/C][/ROW]
[ROW][C]55[/C][C]0.000425[/C][C]0.0033[/C][C]0.498692[/C][/ROW]
[ROW][C]56[/C][C]-0.020494[/C][C]-0.1587[/C][C]0.562798[/C][/ROW]
[ROW][C]57[/C][C]0.024373[/C][C]0.1888[/C][C]0.425446[/C][/ROW]
[ROW][C]58[/C][C]-0.018056[/C][C]-0.1399[/C][C]0.555382[/C][/ROW]
[ROW][C]59[/C][C]-0.012722[/C][C]-0.0985[/C][C]0.539087[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4257&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4257&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
0	1	7.746	0
1	-0.027722	-0.2147	0.584648
2	-0.157887	-1.223	0.886941
3	-0.001689	-0.0131	0.505197
4	0.019785	0.1533	0.439355
5	0.07996	0.6194	0.269009
6	-0.199372	-1.5443	0.936117
7	0.056404	0.4369	0.331876
8	-0.195829	-1.5169	0.932726
9	-0.204927	-1.5874	0.941156
10	0.201125	1.5579	0.062257
11	0.190052	1.4721	0.073106
12	-0.027597	-0.2138	0.584271
13	-0.124832	-0.9669	0.831273
14	0.000519	0.004	0.498402
15	0.118193	0.9155	0.181792
16	-0.12764	-0.9887	0.836609
17	-0.03756	-0.2909	0.613949
18	-0.062395	-0.4833	0.684683
19	-0.171119	-1.3255	0.904982
20	0.161514	1.2511	0.107881
21	0.051687	0.4004	0.345155
22	-0.018809	-0.1457	0.557675
23	-0.10811	-0.8374	0.79716
24	-0.033645	-0.2606	0.602357
25	0.179782	1.3926	0.084442
26	-0.00499	-0.0387	0.515352
27	-0.018485	-0.1432	0.556688
28	-0.111386	-0.8628	0.804156
29	-0.093023	-0.7206	0.763009
30	0.147367	1.1415	0.129099
31	0.011695	0.0906	0.464059
32	-0.006396	-0.0495	0.519675
33	-0.042952	-0.3327	0.629742
34	-0.113982	-0.8829	0.809593
35	0.129006	0.9993	0.160837
36	-0.005438	-0.0421	0.516729
37	0.022718	0.176	0.430455
38	0.030111	0.2332	0.408184
39	-0.064293	-0.498	0.689851
40	0.085349	0.6611	0.255535
41	0.027015	0.2093	0.417478
42	0.096367	0.7465	0.229153
43	-0.030735	-0.2381	0.593682
44	-0.056	-0.4338	0.666996
45	0.013064	0.1012	0.459866
46	0.033013	0.2557	0.399522
47	0.033031	0.2559	0.399468
48	-0.067442	-0.5224	0.698344
49	-0.019894	-0.1541	0.560975
50	0.040411	0.313	0.377674
51	-0.016379	-0.1269	0.550266
52	0.000986	0.0076	0.496967
53	-0.033039	-0.2559	0.600556
54	-0.019116	-0.1481	0.558609
55	0.000425	0.0033	0.498692
56	-0.020494	-0.1587	0.562798
57	0.024373	0.1888	0.425446
58	-0.018056	-0.1399	0.555382
59	-0.012722	-0.0985	0.539087

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.027722	-0.2147	0.584648
1	-0.158777	-1.2299	0.888229
2	-0.01146	-0.0888	0.535219
3	-0.00587	-0.0455	0.518057
4	0.080461	0.6232	0.267742
5	-0.198232	-1.5355	0.935041
6	0.07718	0.5978	0.276101
7	-0.278273	-2.1555	0.982428
8	-0.208046	-1.6115	0.943843
9	0.120934	0.9368	0.176321
10	0.192861	1.4939	0.070222
11	-0.0249	-0.1929	0.576147
12	-0.013309	-0.1031	0.540883
13	-0.100923	-0.7817	0.781281
14	-0.001092	-0.0085	0.50336
15	-0.16211	-1.2557	0.892953
16	-0.045963	-0.356	0.638466
17	-0.103391	-0.8009	0.786814
18	-0.079934	-0.6192	0.730924
19	0.190956	1.4791	0.072167
20	-0.01173	-0.0909	0.536048
21	-0.135545	-1.0499	0.851019
22	-0.106554	-0.8254	0.793784
23	-0.103814	-0.8041	0.787754
24	0.000942	0.0073	0.497102
25	0.054493	0.4221	0.337229
26	-0.007238	-0.0561	0.522262
27	-0.092833	-0.7191	0.762558
28	-0.050134	-0.3883	0.650429
29	0.068507	0.5307	0.298808
30	-0.132318	-1.0249	0.845246
31	-0.099094	-0.7676	0.777126
32	0.031239	0.242	0.404813
33	-0.102841	-0.7966	0.785588
34	0.029523	0.2287	0.409945
35	-0.053909	-0.4176	0.661127
36	-0.103584	-0.8024	0.787243
37	0.062017	0.4804	0.316352
38	0.078039	0.6045	0.273899
39	-0.060333	-0.4673	0.679023
40	-0.037715	-0.2921	0.614406
41	0.073342	0.5681	0.286043
42	0.016	0.1239	0.450889
43	0.023855	0.1848	0.427012
44	-0.088786	-0.6877	0.752865
45	0.03396	0.2631	0.396706
46	0.024869	0.1926	0.423947
47	0.057488	0.4453	0.328853
48	0.03059	0.2369	0.406753
49	-0.074769	-0.5792	0.717674
50	-0.041117	-0.3185	0.62439
51	0.029466	0.2282	0.410116
52	-0.104689	-0.8109	0.789691
53	0.052415	0.406	0.343091
54	0.001468	0.0114	0.495482
55	0.00115	0.0089	0.496462
56	0.028205	0.2185	0.4139
57	0.010706	0.0829	0.467092
58	-0.035466	-0.2747	0.607761
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.027722 & -0.2147 & 0.584648 \tabularnewline
1 & -0.158777 & -1.2299 & 0.888229 \tabularnewline
2 & -0.01146 & -0.0888 & 0.535219 \tabularnewline
3 & -0.00587 & -0.0455 & 0.518057 \tabularnewline
4 & 0.080461 & 0.6232 & 0.267742 \tabularnewline
5 & -0.198232 & -1.5355 & 0.935041 \tabularnewline
6 & 0.07718 & 0.5978 & 0.276101 \tabularnewline
7 & -0.278273 & -2.1555 & 0.982428 \tabularnewline
8 & -0.208046 & -1.6115 & 0.943843 \tabularnewline
9 & 0.120934 & 0.9368 & 0.176321 \tabularnewline
10 & 0.192861 & 1.4939 & 0.070222 \tabularnewline
11 & -0.0249 & -0.1929 & 0.576147 \tabularnewline
12 & -0.013309 & -0.1031 & 0.540883 \tabularnewline
13 & -0.100923 & -0.7817 & 0.781281 \tabularnewline
14 & -0.001092 & -0.0085 & 0.50336 \tabularnewline
15 & -0.16211 & -1.2557 & 0.892953 \tabularnewline
16 & -0.045963 & -0.356 & 0.638466 \tabularnewline
17 & -0.103391 & -0.8009 & 0.786814 \tabularnewline
18 & -0.079934 & -0.6192 & 0.730924 \tabularnewline
19 & 0.190956 & 1.4791 & 0.072167 \tabularnewline
20 & -0.01173 & -0.0909 & 0.536048 \tabularnewline
21 & -0.135545 & -1.0499 & 0.851019 \tabularnewline
22 & -0.106554 & -0.8254 & 0.793784 \tabularnewline
23 & -0.103814 & -0.8041 & 0.787754 \tabularnewline
24 & 0.000942 & 0.0073 & 0.497102 \tabularnewline
25 & 0.054493 & 0.4221 & 0.337229 \tabularnewline
26 & -0.007238 & -0.0561 & 0.522262 \tabularnewline
27 & -0.092833 & -0.7191 & 0.762558 \tabularnewline
28 & -0.050134 & -0.3883 & 0.650429 \tabularnewline
29 & 0.068507 & 0.5307 & 0.298808 \tabularnewline
30 & -0.132318 & -1.0249 & 0.845246 \tabularnewline
31 & -0.099094 & -0.7676 & 0.777126 \tabularnewline
32 & 0.031239 & 0.242 & 0.404813 \tabularnewline
33 & -0.102841 & -0.7966 & 0.785588 \tabularnewline
34 & 0.029523 & 0.2287 & 0.409945 \tabularnewline
35 & -0.053909 & -0.4176 & 0.661127 \tabularnewline
36 & -0.103584 & -0.8024 & 0.787243 \tabularnewline
37 & 0.062017 & 0.4804 & 0.316352 \tabularnewline
38 & 0.078039 & 0.6045 & 0.273899 \tabularnewline
39 & -0.060333 & -0.4673 & 0.679023 \tabularnewline
40 & -0.037715 & -0.2921 & 0.614406 \tabularnewline
41 & 0.073342 & 0.5681 & 0.286043 \tabularnewline
42 & 0.016 & 0.1239 & 0.450889 \tabularnewline
43 & 0.023855 & 0.1848 & 0.427012 \tabularnewline
44 & -0.088786 & -0.6877 & 0.752865 \tabularnewline
45 & 0.03396 & 0.2631 & 0.396706 \tabularnewline
46 & 0.024869 & 0.1926 & 0.423947 \tabularnewline
47 & 0.057488 & 0.4453 & 0.328853 \tabularnewline
48 & 0.03059 & 0.2369 & 0.406753 \tabularnewline
49 & -0.074769 & -0.5792 & 0.717674 \tabularnewline
50 & -0.041117 & -0.3185 & 0.62439 \tabularnewline
51 & 0.029466 & 0.2282 & 0.410116 \tabularnewline
52 & -0.104689 & -0.8109 & 0.789691 \tabularnewline
53 & 0.052415 & 0.406 & 0.343091 \tabularnewline
54 & 0.001468 & 0.0114 & 0.495482 \tabularnewline
55 & 0.00115 & 0.0089 & 0.496462 \tabularnewline
56 & 0.028205 & 0.2185 & 0.4139 \tabularnewline
57 & 0.010706 & 0.0829 & 0.467092 \tabularnewline
58 & -0.035466 & -0.2747 & 0.607761 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4257&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]0[/C][C]-0.027722[/C][C]-0.2147[/C][C]0.584648[/C][/ROW]
[ROW][C]1[/C][C]-0.158777[/C][C]-1.2299[/C][C]0.888229[/C][/ROW]
[ROW][C]2[/C][C]-0.01146[/C][C]-0.0888[/C][C]0.535219[/C][/ROW]
[ROW][C]3[/C][C]-0.00587[/C][C]-0.0455[/C][C]0.518057[/C][/ROW]
[ROW][C]4[/C][C]0.080461[/C][C]0.6232[/C][C]0.267742[/C][/ROW]
[ROW][C]5[/C][C]-0.198232[/C][C]-1.5355[/C][C]0.935041[/C][/ROW]
[ROW][C]6[/C][C]0.07718[/C][C]0.5978[/C][C]0.276101[/C][/ROW]
[ROW][C]7[/C][C]-0.278273[/C][C]-2.1555[/C][C]0.982428[/C][/ROW]
[ROW][C]8[/C][C]-0.208046[/C][C]-1.6115[/C][C]0.943843[/C][/ROW]
[ROW][C]9[/C][C]0.120934[/C][C]0.9368[/C][C]0.176321[/C][/ROW]
[ROW][C]10[/C][C]0.192861[/C][C]1.4939[/C][C]0.070222[/C][/ROW]
[ROW][C]11[/C][C]-0.0249[/C][C]-0.1929[/C][C]0.576147[/C][/ROW]
[ROW][C]12[/C][C]-0.013309[/C][C]-0.1031[/C][C]0.540883[/C][/ROW]
[ROW][C]13[/C][C]-0.100923[/C][C]-0.7817[/C][C]0.781281[/C][/ROW]
[ROW][C]14[/C][C]-0.001092[/C][C]-0.0085[/C][C]0.50336[/C][/ROW]
[ROW][C]15[/C][C]-0.16211[/C][C]-1.2557[/C][C]0.892953[/C][/ROW]
[ROW][C]16[/C][C]-0.045963[/C][C]-0.356[/C][C]0.638466[/C][/ROW]
[ROW][C]17[/C][C]-0.103391[/C][C]-0.8009[/C][C]0.786814[/C][/ROW]
[ROW][C]18[/C][C]-0.079934[/C][C]-0.6192[/C][C]0.730924[/C][/ROW]
[ROW][C]19[/C][C]0.190956[/C][C]1.4791[/C][C]0.072167[/C][/ROW]
[ROW][C]20[/C][C]-0.01173[/C][C]-0.0909[/C][C]0.536048[/C][/ROW]
[ROW][C]21[/C][C]-0.135545[/C][C]-1.0499[/C][C]0.851019[/C][/ROW]
[ROW][C]22[/C][C]-0.106554[/C][C]-0.8254[/C][C]0.793784[/C][/ROW]
[ROW][C]23[/C][C]-0.103814[/C][C]-0.8041[/C][C]0.787754[/C][/ROW]
[ROW][C]24[/C][C]0.000942[/C][C]0.0073[/C][C]0.497102[/C][/ROW]
[ROW][C]25[/C][C]0.054493[/C][C]0.4221[/C][C]0.337229[/C][/ROW]
[ROW][C]26[/C][C]-0.007238[/C][C]-0.0561[/C][C]0.522262[/C][/ROW]
[ROW][C]27[/C][C]-0.092833[/C][C]-0.7191[/C][C]0.762558[/C][/ROW]
[ROW][C]28[/C][C]-0.050134[/C][C]-0.3883[/C][C]0.650429[/C][/ROW]
[ROW][C]29[/C][C]0.068507[/C][C]0.5307[/C][C]0.298808[/C][/ROW]
[ROW][C]30[/C][C]-0.132318[/C][C]-1.0249[/C][C]0.845246[/C][/ROW]
[ROW][C]31[/C][C]-0.099094[/C][C]-0.7676[/C][C]0.777126[/C][/ROW]
[ROW][C]32[/C][C]0.031239[/C][C]0.242[/C][C]0.404813[/C][/ROW]
[ROW][C]33[/C][C]-0.102841[/C][C]-0.7966[/C][C]0.785588[/C][/ROW]
[ROW][C]34[/C][C]0.029523[/C][C]0.2287[/C][C]0.409945[/C][/ROW]
[ROW][C]35[/C][C]-0.053909[/C][C]-0.4176[/C][C]0.661127[/C][/ROW]
[ROW][C]36[/C][C]-0.103584[/C][C]-0.8024[/C][C]0.787243[/C][/ROW]
[ROW][C]37[/C][C]0.062017[/C][C]0.4804[/C][C]0.316352[/C][/ROW]
[ROW][C]38[/C][C]0.078039[/C][C]0.6045[/C][C]0.273899[/C][/ROW]
[ROW][C]39[/C][C]-0.060333[/C][C]-0.4673[/C][C]0.679023[/C][/ROW]
[ROW][C]40[/C][C]-0.037715[/C][C]-0.2921[/C][C]0.614406[/C][/ROW]
[ROW][C]41[/C][C]0.073342[/C][C]0.5681[/C][C]0.286043[/C][/ROW]
[ROW][C]42[/C][C]0.016[/C][C]0.1239[/C][C]0.450889[/C][/ROW]
[ROW][C]43[/C][C]0.023855[/C][C]0.1848[/C][C]0.427012[/C][/ROW]
[ROW][C]44[/C][C]-0.088786[/C][C]-0.6877[/C][C]0.752865[/C][/ROW]
[ROW][C]45[/C][C]0.03396[/C][C]0.2631[/C][C]0.396706[/C][/ROW]
[ROW][C]46[/C][C]0.024869[/C][C]0.1926[/C][C]0.423947[/C][/ROW]
[ROW][C]47[/C][C]0.057488[/C][C]0.4453[/C][C]0.328853[/C][/ROW]
[ROW][C]48[/C][C]0.03059[/C][C]0.2369[/C][C]0.406753[/C][/ROW]
[ROW][C]49[/C][C]-0.074769[/C][C]-0.5792[/C][C]0.717674[/C][/ROW]
[ROW][C]50[/C][C]-0.041117[/C][C]-0.3185[/C][C]0.62439[/C][/ROW]
[ROW][C]51[/C][C]0.029466[/C][C]0.2282[/C][C]0.410116[/C][/ROW]
[ROW][C]52[/C][C]-0.104689[/C][C]-0.8109[/C][C]0.789691[/C][/ROW]
[ROW][C]53[/C][C]0.052415[/C][C]0.406[/C][C]0.343091[/C][/ROW]
[ROW][C]54[/C][C]0.001468[/C][C]0.0114[/C][C]0.495482[/C][/ROW]
[ROW][C]55[/C][C]0.00115[/C][C]0.0089[/C][C]0.496462[/C][/ROW]
[ROW][C]56[/C][C]0.028205[/C][C]0.2185[/C][C]0.4139[/C][/ROW]
[ROW][C]57[/C][C]0.010706[/C][C]0.0829[/C][C]0.467092[/C][/ROW]
[ROW][C]58[/C][C]-0.035466[/C][C]-0.2747[/C][C]0.607761[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4257&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4257&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
0	-0.027722	-0.2147	0.584648
1	-0.158777	-1.2299	0.888229
2	-0.01146	-0.0888	0.535219
3	-0.00587	-0.0455	0.518057
4	0.080461	0.6232	0.267742
5	-0.198232	-1.5355	0.935041
6	0.07718	0.5978	0.276101
7	-0.278273	-2.1555	0.982428
8	-0.208046	-1.6115	0.943843
9	0.120934	0.9368	0.176321
10	0.192861	1.4939	0.070222
11	-0.0249	-0.1929	0.576147
12	-0.013309	-0.1031	0.540883
13	-0.100923	-0.7817	0.781281
14	-0.001092	-0.0085	0.50336
15	-0.16211	-1.2557	0.892953
16	-0.045963	-0.356	0.638466
17	-0.103391	-0.8009	0.786814
18	-0.079934	-0.6192	0.730924
19	0.190956	1.4791	0.072167
20	-0.01173	-0.0909	0.536048
21	-0.135545	-1.0499	0.851019
22	-0.106554	-0.8254	0.793784
23	-0.103814	-0.8041	0.787754
24	0.000942	0.0073	0.497102
25	0.054493	0.4221	0.337229
26	-0.007238	-0.0561	0.522262
27	-0.092833	-0.7191	0.762558
28	-0.050134	-0.3883	0.650429
29	0.068507	0.5307	0.298808
30	-0.132318	-1.0249	0.845246
31	-0.099094	-0.7676	0.777126
32	0.031239	0.242	0.404813
33	-0.102841	-0.7966	0.785588
34	0.029523	0.2287	0.409945
35	-0.053909	-0.4176	0.661127
36	-0.103584	-0.8024	0.787243
37	0.062017	0.4804	0.316352
38	0.078039	0.6045	0.273899
39	-0.060333	-0.4673	0.679023
40	-0.037715	-0.2921	0.614406
41	0.073342	0.5681	0.286043
42	0.016	0.1239	0.450889
43	0.023855	0.1848	0.427012
44	-0.088786	-0.6877	0.752865
45	0.03396	0.2631	0.396706
46	0.024869	0.1926	0.423947
47	0.057488	0.4453	0.328853
48	0.03059	0.2369	0.406753
49	-0.074769	-0.5792	0.717674
50	-0.041117	-0.3185	0.62439
51	0.029466	0.2282	0.410116
52	-0.104689	-0.8109	0.789691
53	0.052415	0.406	0.343091
54	0.001468	0.0114	0.495482
55	0.00115	0.0089	0.496462
56	0.028205	0.2185	0.4139
57	0.010706	0.0829	0.467092
58	-0.035466	-0.2747	0.607761
59	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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 1:par1) {
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(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-1,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(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