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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 18 Dec 2007 07:25:25 -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/18/t11979869277zcldznr9x30ub2.htm/, Retrieved Sat, 04 May 2024 08:36:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4529, Retrieved Sat, 04 May 2024 08:36:19 +0000

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Estimated Impact

173

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

-     [(Partial) Autocorrelation Function] [autocorrelatie ve...] [2007-12-17 11:17:00] [beee66541d81c1dd2451cd0fc03e1e18]
-   PD    [(Partial) Autocorrelation Function] [Wegvervoer autoco...] [2007-12-18 14:25:25] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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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	2 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 & 2 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=4529&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]2 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=4529&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4529&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	2 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	0.893948	6.9245	0
2	0.775844	6.0097	0
3	0.657999	5.0968	2e-06
4	0.539365	4.1779	4.8e-05
5	0.421626	3.2659	0.000903
6	0.318285	2.4654	0.008281
7	0.28526	2.2096	0.01548
8	0.231219	1.791	0.039167
9	0.1763	1.3656	0.088579
10	0.121088	0.9379	0.176018
11	0.079155	0.6131	0.271054
12	0.044159	0.3421	0.366754
13	0.006077	0.0471	0.481307
14	-0.026551	-0.2057	0.581126
15	-0.057247	-0.4434	0.670476
16	-0.086708	-0.6716	0.747804
17	-0.115218	-0.8925	0.812147
18	-0.14447	-1.1191	0.866213
19	-0.17412	-1.3487	0.908753
20	-0.193134	-1.496	0.930054
21	-0.210391	-1.6297	0.945796
22	-0.223714	-1.7329	0.955873
23	-0.236912	-1.8351	0.964276
24	-0.240445	-1.8625	0.966283
25	-0.243335	-1.8849	0.967853
26	-0.255128	-1.9762	0.973633
27	-0.268726	-2.0815	0.97917
28	-0.28367	-2.1973	0.984064
29	-0.299338	-2.3187	0.988081
30	-0.314735	-2.4379	0.991125
31	-0.3311	-2.5647	0.993577
32	-0.325455	-2.521	0.992811
33	-0.317733	-2.4611	0.991629
34	-0.308631	-2.3906	0.990013
35	-0.293116	-2.2705	0.986608
36	-0.272297	-2.1092	0.980446
37	-0.251362	-1.947	0.971893
38	-0.23818	-1.8449	0.965008
39	-0.224539	-1.7393	0.956443
40	-0.208044	-1.6115	0.94384
41	-0.194012	-1.5028	0.930934
42	-0.179745	-1.3923	0.915514
43	-0.166028	-1.286	0.898317
44	-0.1367	-1.0589	0.85305
45	-0.077218	-0.5981	0.723997
46	-0.019142	-0.1483	0.558686
47	0.038635	0.2993	0.382886
48	0.08591	0.6655	0.254156
49	0.132563	1.0268	0.154312
50	0.16855	1.3056	0.098339
51	0.18646	1.4443	0.076926
52	0.204209	1.5818	0.059477
53	0.223029	1.7276	0.044605
54	0.241899	1.8737	0.032919
55	0.20037	1.5521	0.062954
56	0.158489	1.2277	0.112186
57	0.116982	0.9061	0.184243
58	0.075417	0.5842	0.280647
59	0.034309	0.2658	0.395669

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.893948 & 6.9245 & 0 \tabularnewline
2 & 0.775844 & 6.0097 & 0 \tabularnewline
3 & 0.657999 & 5.0968 & 2e-06 \tabularnewline
4 & 0.539365 & 4.1779 & 4.8e-05 \tabularnewline
5 & 0.421626 & 3.2659 & 0.000903 \tabularnewline
6 & 0.318285 & 2.4654 & 0.008281 \tabularnewline
7 & 0.28526 & 2.2096 & 0.01548 \tabularnewline
8 & 0.231219 & 1.791 & 0.039167 \tabularnewline
9 & 0.1763 & 1.3656 & 0.088579 \tabularnewline
10 & 0.121088 & 0.9379 & 0.176018 \tabularnewline
11 & 0.079155 & 0.6131 & 0.271054 \tabularnewline
12 & 0.044159 & 0.3421 & 0.366754 \tabularnewline
13 & 0.006077 & 0.0471 & 0.481307 \tabularnewline
14 & -0.026551 & -0.2057 & 0.581126 \tabularnewline
15 & -0.057247 & -0.4434 & 0.670476 \tabularnewline
16 & -0.086708 & -0.6716 & 0.747804 \tabularnewline
17 & -0.115218 & -0.8925 & 0.812147 \tabularnewline
18 & -0.14447 & -1.1191 & 0.866213 \tabularnewline
19 & -0.17412 & -1.3487 & 0.908753 \tabularnewline
20 & -0.193134 & -1.496 & 0.930054 \tabularnewline
21 & -0.210391 & -1.6297 & 0.945796 \tabularnewline
22 & -0.223714 & -1.7329 & 0.955873 \tabularnewline
23 & -0.236912 & -1.8351 & 0.964276 \tabularnewline
24 & -0.240445 & -1.8625 & 0.966283 \tabularnewline
25 & -0.243335 & -1.8849 & 0.967853 \tabularnewline
26 & -0.255128 & -1.9762 & 0.973633 \tabularnewline
27 & -0.268726 & -2.0815 & 0.97917 \tabularnewline
28 & -0.28367 & -2.1973 & 0.984064 \tabularnewline
29 & -0.299338 & -2.3187 & 0.988081 \tabularnewline
30 & -0.314735 & -2.4379 & 0.991125 \tabularnewline
31 & -0.3311 & -2.5647 & 0.993577 \tabularnewline
32 & -0.325455 & -2.521 & 0.992811 \tabularnewline
33 & -0.317733 & -2.4611 & 0.991629 \tabularnewline
34 & -0.308631 & -2.3906 & 0.990013 \tabularnewline
35 & -0.293116 & -2.2705 & 0.986608 \tabularnewline
36 & -0.272297 & -2.1092 & 0.980446 \tabularnewline
37 & -0.251362 & -1.947 & 0.971893 \tabularnewline
38 & -0.23818 & -1.8449 & 0.965008 \tabularnewline
39 & -0.224539 & -1.7393 & 0.956443 \tabularnewline
40 & -0.208044 & -1.6115 & 0.94384 \tabularnewline
41 & -0.194012 & -1.5028 & 0.930934 \tabularnewline
42 & -0.179745 & -1.3923 & 0.915514 \tabularnewline
43 & -0.166028 & -1.286 & 0.898317 \tabularnewline
44 & -0.1367 & -1.0589 & 0.85305 \tabularnewline
45 & -0.077218 & -0.5981 & 0.723997 \tabularnewline
46 & -0.019142 & -0.1483 & 0.558686 \tabularnewline
47 & 0.038635 & 0.2993 & 0.382886 \tabularnewline
48 & 0.08591 & 0.6655 & 0.254156 \tabularnewline
49 & 0.132563 & 1.0268 & 0.154312 \tabularnewline
50 & 0.16855 & 1.3056 & 0.098339 \tabularnewline
51 & 0.18646 & 1.4443 & 0.076926 \tabularnewline
52 & 0.204209 & 1.5818 & 0.059477 \tabularnewline
53 & 0.223029 & 1.7276 & 0.044605 \tabularnewline
54 & 0.241899 & 1.8737 & 0.032919 \tabularnewline
55 & 0.20037 & 1.5521 & 0.062954 \tabularnewline
56 & 0.158489 & 1.2277 & 0.112186 \tabularnewline
57 & 0.116982 & 0.9061 & 0.184243 \tabularnewline
58 & 0.075417 & 0.5842 & 0.280647 \tabularnewline
59 & 0.034309 & 0.2658 & 0.395669 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4529&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]0.893948[/C][C]6.9245[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.775844[/C][C]6.0097[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.657999[/C][C]5.0968[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]0.539365[/C][C]4.1779[/C][C]4.8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.421626[/C][C]3.2659[/C][C]0.000903[/C][/ROW]
[ROW][C]6[/C][C]0.318285[/C][C]2.4654[/C][C]0.008281[/C][/ROW]
[ROW][C]7[/C][C]0.28526[/C][C]2.2096[/C][C]0.01548[/C][/ROW]
[ROW][C]8[/C][C]0.231219[/C][C]1.791[/C][C]0.039167[/C][/ROW]
[ROW][C]9[/C][C]0.1763[/C][C]1.3656[/C][C]0.088579[/C][/ROW]
[ROW][C]10[/C][C]0.121088[/C][C]0.9379[/C][C]0.176018[/C][/ROW]
[ROW][C]11[/C][C]0.079155[/C][C]0.6131[/C][C]0.271054[/C][/ROW]
[ROW][C]12[/C][C]0.044159[/C][C]0.3421[/C][C]0.366754[/C][/ROW]
[ROW][C]13[/C][C]0.006077[/C][C]0.0471[/C][C]0.481307[/C][/ROW]
[ROW][C]14[/C][C]-0.026551[/C][C]-0.2057[/C][C]0.581126[/C][/ROW]
[ROW][C]15[/C][C]-0.057247[/C][C]-0.4434[/C][C]0.670476[/C][/ROW]
[ROW][C]16[/C][C]-0.086708[/C][C]-0.6716[/C][C]0.747804[/C][/ROW]
[ROW][C]17[/C][C]-0.115218[/C][C]-0.8925[/C][C]0.812147[/C][/ROW]
[ROW][C]18[/C][C]-0.14447[/C][C]-1.1191[/C][C]0.866213[/C][/ROW]
[ROW][C]19[/C][C]-0.17412[/C][C]-1.3487[/C][C]0.908753[/C][/ROW]
[ROW][C]20[/C][C]-0.193134[/C][C]-1.496[/C][C]0.930054[/C][/ROW]
[ROW][C]21[/C][C]-0.210391[/C][C]-1.6297[/C][C]0.945796[/C][/ROW]
[ROW][C]22[/C][C]-0.223714[/C][C]-1.7329[/C][C]0.955873[/C][/ROW]
[ROW][C]23[/C][C]-0.236912[/C][C]-1.8351[/C][C]0.964276[/C][/ROW]
[ROW][C]24[/C][C]-0.240445[/C][C]-1.8625[/C][C]0.966283[/C][/ROW]
[ROW][C]25[/C][C]-0.243335[/C][C]-1.8849[/C][C]0.967853[/C][/ROW]
[ROW][C]26[/C][C]-0.255128[/C][C]-1.9762[/C][C]0.973633[/C][/ROW]
[ROW][C]27[/C][C]-0.268726[/C][C]-2.0815[/C][C]0.97917[/C][/ROW]
[ROW][C]28[/C][C]-0.28367[/C][C]-2.1973[/C][C]0.984064[/C][/ROW]
[ROW][C]29[/C][C]-0.299338[/C][C]-2.3187[/C][C]0.988081[/C][/ROW]
[ROW][C]30[/C][C]-0.314735[/C][C]-2.4379[/C][C]0.991125[/C][/ROW]
[ROW][C]31[/C][C]-0.3311[/C][C]-2.5647[/C][C]0.993577[/C][/ROW]
[ROW][C]32[/C][C]-0.325455[/C][C]-2.521[/C][C]0.992811[/C][/ROW]
[ROW][C]33[/C][C]-0.317733[/C][C]-2.4611[/C][C]0.991629[/C][/ROW]
[ROW][C]34[/C][C]-0.308631[/C][C]-2.3906[/C][C]0.990013[/C][/ROW]
[ROW][C]35[/C][C]-0.293116[/C][C]-2.2705[/C][C]0.986608[/C][/ROW]
[ROW][C]36[/C][C]-0.272297[/C][C]-2.1092[/C][C]0.980446[/C][/ROW]
[ROW][C]37[/C][C]-0.251362[/C][C]-1.947[/C][C]0.971893[/C][/ROW]
[ROW][C]38[/C][C]-0.23818[/C][C]-1.8449[/C][C]0.965008[/C][/ROW]
[ROW][C]39[/C][C]-0.224539[/C][C]-1.7393[/C][C]0.956443[/C][/ROW]
[ROW][C]40[/C][C]-0.208044[/C][C]-1.6115[/C][C]0.94384[/C][/ROW]
[ROW][C]41[/C][C]-0.194012[/C][C]-1.5028[/C][C]0.930934[/C][/ROW]
[ROW][C]42[/C][C]-0.179745[/C][C]-1.3923[/C][C]0.915514[/C][/ROW]
[ROW][C]43[/C][C]-0.166028[/C][C]-1.286[/C][C]0.898317[/C][/ROW]
[ROW][C]44[/C][C]-0.1367[/C][C]-1.0589[/C][C]0.85305[/C][/ROW]
[ROW][C]45[/C][C]-0.077218[/C][C]-0.5981[/C][C]0.723997[/C][/ROW]
[ROW][C]46[/C][C]-0.019142[/C][C]-0.1483[/C][C]0.558686[/C][/ROW]
[ROW][C]47[/C][C]0.038635[/C][C]0.2993[/C][C]0.382886[/C][/ROW]
[ROW][C]48[/C][C]0.08591[/C][C]0.6655[/C][C]0.254156[/C][/ROW]
[ROW][C]49[/C][C]0.132563[/C][C]1.0268[/C][C]0.154312[/C][/ROW]
[ROW][C]50[/C][C]0.16855[/C][C]1.3056[/C][C]0.098339[/C][/ROW]
[ROW][C]51[/C][C]0.18646[/C][C]1.4443[/C][C]0.076926[/C][/ROW]
[ROW][C]52[/C][C]0.204209[/C][C]1.5818[/C][C]0.059477[/C][/ROW]
[ROW][C]53[/C][C]0.223029[/C][C]1.7276[/C][C]0.044605[/C][/ROW]
[ROW][C]54[/C][C]0.241899[/C][C]1.8737[/C][C]0.032919[/C][/ROW]
[ROW][C]55[/C][C]0.20037[/C][C]1.5521[/C][C]0.062954[/C][/ROW]
[ROW][C]56[/C][C]0.158489[/C][C]1.2277[/C][C]0.112186[/C][/ROW]
[ROW][C]57[/C][C]0.116982[/C][C]0.9061[/C][C]0.184243[/C][/ROW]
[ROW][C]58[/C][C]0.075417[/C][C]0.5842[/C][C]0.280647[/C][/ROW]
[ROW][C]59[/C][C]0.034309[/C][C]0.2658[/C][C]0.395669[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4529&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4529&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	0.893948	6.9245	0
2	0.775844	6.0097	0
3	0.657999	5.0968	2e-06
4	0.539365	4.1779	4.8e-05
5	0.421626	3.2659	0.000903
6	0.318285	2.4654	0.008281
7	0.28526	2.2096	0.01548
8	0.231219	1.791	0.039167
9	0.1763	1.3656	0.088579
10	0.121088	0.9379	0.176018
11	0.079155	0.6131	0.271054
12	0.044159	0.3421	0.366754
13	0.006077	0.0471	0.481307
14	-0.026551	-0.2057	0.581126
15	-0.057247	-0.4434	0.670476
16	-0.086708	-0.6716	0.747804
17	-0.115218	-0.8925	0.812147
18	-0.14447	-1.1191	0.866213
19	-0.17412	-1.3487	0.908753
20	-0.193134	-1.496	0.930054
21	-0.210391	-1.6297	0.945796
22	-0.223714	-1.7329	0.955873
23	-0.236912	-1.8351	0.964276
24	-0.240445	-1.8625	0.966283
25	-0.243335	-1.8849	0.967853
26	-0.255128	-1.9762	0.973633
27	-0.268726	-2.0815	0.97917
28	-0.28367	-2.1973	0.984064
29	-0.299338	-2.3187	0.988081
30	-0.314735	-2.4379	0.991125
31	-0.3311	-2.5647	0.993577
32	-0.325455	-2.521	0.992811
33	-0.317733	-2.4611	0.991629
34	-0.308631	-2.3906	0.990013
35	-0.293116	-2.2705	0.986608
36	-0.272297	-2.1092	0.980446
37	-0.251362	-1.947	0.971893
38	-0.23818	-1.8449	0.965008
39	-0.224539	-1.7393	0.956443
40	-0.208044	-1.6115	0.94384
41	-0.194012	-1.5028	0.930934
42	-0.179745	-1.3923	0.915514
43	-0.166028	-1.286	0.898317
44	-0.1367	-1.0589	0.85305
45	-0.077218	-0.5981	0.723997
46	-0.019142	-0.1483	0.558686
47	0.038635	0.2993	0.382886
48	0.08591	0.6655	0.254156
49	0.132563	1.0268	0.154312
50	0.16855	1.3056	0.098339
51	0.18646	1.4443	0.076926
52	0.204209	1.5818	0.059477
53	0.223029	1.7276	0.044605
54	0.241899	1.8737	0.032919
55	0.20037	1.5521	0.062954
56	0.158489	1.2277	0.112186
57	0.116982	0.9061	0.184243
58	0.075417	0.5842	0.280647
59	0.034309	0.2658	0.395669

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.893948	6.9245	0
1	-0.116001	-0.8985	0.813755
2	-0.062174	-0.4816	0.684077
3	-0.075412	-0.5841	0.719341
4	-0.072124	-0.5587	0.710767
5	-0.009604	-0.0744	0.529527
6	0.273913	2.1217	0.019
7	-0.192487	-1.491	0.9294
8	-0.044653	-0.3459	0.63468
9	-0.066036	-0.5115	0.694566
10	0.020769	0.1609	0.436364
11	0.014042	0.1088	0.456875
12	0.0361	0.2796	0.390361
13	-0.121873	-0.944	0.825528
14	-0.022144	-0.1715	0.567808
15	-0.04834	-0.3744	0.6453
16	0.015183	0.1176	0.453386
17	-0.041283	-0.3198	0.624876
18	-0.045435	-0.3519	0.636942
19	-0.021244	-0.1646	0.565076
20	-0.025458	-0.1972	0.577828
21	-0.02145	-0.1662	0.565702
22	-0.023993	-0.1858	0.573405
23	-0.004246	-0.0329	0.513063
24	-0.047379	-0.367	0.642542
25	-0.059095	-0.4577	0.675606
26	-0.055897	-0.433	0.666709
27	-0.040794	-0.316	0.623446
28	-0.055347	-0.4287	0.665168
29	-0.015885	-0.123	0.54876
30	-0.079633	-0.6168	0.73016
31	0.055831	0.4325	0.333477
32	-0.057332	-0.4441	0.670712
33	-0.027444	-0.2126	0.583814
34	-0.018555	-0.1437	0.5569
35	0.001285	0.01	0.496045
36	-0.058999	-0.457	0.675342
37	0.002046	0.0158	0.493703
38	-0.071393	-0.553	0.708845
39	-0.003505	-0.0271	0.510784
40	-0.038656	-0.2994	0.617177
41	-0.005314	-0.0412	0.516348
42	-0.048705	-0.3773	0.646348
43	0.069008	0.5345	0.297474
44	0.138346	1.0716	0.144091
45	4.4e-05	3e-04	0.499865
46	-0.0021	-0.0163	0.506461
47	-0.046918	-0.3634	0.641217
48	0.020357	0.1577	0.437619
49	0.03384	0.2621	0.397063
50	0.032727	0.2535	0.400372
51	-0.033323	-0.2581	0.601402
52	0.029501	0.2285	0.410013
53	-0.016496	-0.1278	0.550624
54	-0.282606	-2.1891	0.983753
55	0.027636	0.2141	0.415611
56	-0.040211	-0.3115	0.621739
57	-0.016795	-0.1301	0.551536
58	-0.018681	-0.1447	0.557284
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.893948 & 6.9245 & 0 \tabularnewline
1 & -0.116001 & -0.8985 & 0.813755 \tabularnewline
2 & -0.062174 & -0.4816 & 0.684077 \tabularnewline
3 & -0.075412 & -0.5841 & 0.719341 \tabularnewline
4 & -0.072124 & -0.5587 & 0.710767 \tabularnewline
5 & -0.009604 & -0.0744 & 0.529527 \tabularnewline
6 & 0.273913 & 2.1217 & 0.019 \tabularnewline
7 & -0.192487 & -1.491 & 0.9294 \tabularnewline
8 & -0.044653 & -0.3459 & 0.63468 \tabularnewline
9 & -0.066036 & -0.5115 & 0.694566 \tabularnewline
10 & 0.020769 & 0.1609 & 0.436364 \tabularnewline
11 & 0.014042 & 0.1088 & 0.456875 \tabularnewline
12 & 0.0361 & 0.2796 & 0.390361 \tabularnewline
13 & -0.121873 & -0.944 & 0.825528 \tabularnewline
14 & -0.022144 & -0.1715 & 0.567808 \tabularnewline
15 & -0.04834 & -0.3744 & 0.6453 \tabularnewline
16 & 0.015183 & 0.1176 & 0.453386 \tabularnewline
17 & -0.041283 & -0.3198 & 0.624876 \tabularnewline
18 & -0.045435 & -0.3519 & 0.636942 \tabularnewline
19 & -0.021244 & -0.1646 & 0.565076 \tabularnewline
20 & -0.025458 & -0.1972 & 0.577828 \tabularnewline
21 & -0.02145 & -0.1662 & 0.565702 \tabularnewline
22 & -0.023993 & -0.1858 & 0.573405 \tabularnewline
23 & -0.004246 & -0.0329 & 0.513063 \tabularnewline
24 & -0.047379 & -0.367 & 0.642542 \tabularnewline
25 & -0.059095 & -0.4577 & 0.675606 \tabularnewline
26 & -0.055897 & -0.433 & 0.666709 \tabularnewline
27 & -0.040794 & -0.316 & 0.623446 \tabularnewline
28 & -0.055347 & -0.4287 & 0.665168 \tabularnewline
29 & -0.015885 & -0.123 & 0.54876 \tabularnewline
30 & -0.079633 & -0.6168 & 0.73016 \tabularnewline
31 & 0.055831 & 0.4325 & 0.333477 \tabularnewline
32 & -0.057332 & -0.4441 & 0.670712 \tabularnewline
33 & -0.027444 & -0.2126 & 0.583814 \tabularnewline
34 & -0.018555 & -0.1437 & 0.5569 \tabularnewline
35 & 0.001285 & 0.01 & 0.496045 \tabularnewline
36 & -0.058999 & -0.457 & 0.675342 \tabularnewline
37 & 0.002046 & 0.0158 & 0.493703 \tabularnewline
38 & -0.071393 & -0.553 & 0.708845 \tabularnewline
39 & -0.003505 & -0.0271 & 0.510784 \tabularnewline
40 & -0.038656 & -0.2994 & 0.617177 \tabularnewline
41 & -0.005314 & -0.0412 & 0.516348 \tabularnewline
42 & -0.048705 & -0.3773 & 0.646348 \tabularnewline
43 & 0.069008 & 0.5345 & 0.297474 \tabularnewline
44 & 0.138346 & 1.0716 & 0.144091 \tabularnewline
45 & 4.4e-05 & 3e-04 & 0.499865 \tabularnewline
46 & -0.0021 & -0.0163 & 0.506461 \tabularnewline
47 & -0.046918 & -0.3634 & 0.641217 \tabularnewline
48 & 0.020357 & 0.1577 & 0.437619 \tabularnewline
49 & 0.03384 & 0.2621 & 0.397063 \tabularnewline
50 & 0.032727 & 0.2535 & 0.400372 \tabularnewline
51 & -0.033323 & -0.2581 & 0.601402 \tabularnewline
52 & 0.029501 & 0.2285 & 0.410013 \tabularnewline
53 & -0.016496 & -0.1278 & 0.550624 \tabularnewline
54 & -0.282606 & -2.1891 & 0.983753 \tabularnewline
55 & 0.027636 & 0.2141 & 0.415611 \tabularnewline
56 & -0.040211 & -0.3115 & 0.621739 \tabularnewline
57 & -0.016795 & -0.1301 & 0.551536 \tabularnewline
58 & -0.018681 & -0.1447 & 0.557284 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4529&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]0.893948[/C][C]6.9245[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.116001[/C][C]-0.8985[/C][C]0.813755[/C][/ROW]
[ROW][C]2[/C][C]-0.062174[/C][C]-0.4816[/C][C]0.684077[/C][/ROW]
[ROW][C]3[/C][C]-0.075412[/C][C]-0.5841[/C][C]0.719341[/C][/ROW]
[ROW][C]4[/C][C]-0.072124[/C][C]-0.5587[/C][C]0.710767[/C][/ROW]
[ROW][C]5[/C][C]-0.009604[/C][C]-0.0744[/C][C]0.529527[/C][/ROW]
[ROW][C]6[/C][C]0.273913[/C][C]2.1217[/C][C]0.019[/C][/ROW]
[ROW][C]7[/C][C]-0.192487[/C][C]-1.491[/C][C]0.9294[/C][/ROW]
[ROW][C]8[/C][C]-0.044653[/C][C]-0.3459[/C][C]0.63468[/C][/ROW]
[ROW][C]9[/C][C]-0.066036[/C][C]-0.5115[/C][C]0.694566[/C][/ROW]
[ROW][C]10[/C][C]0.020769[/C][C]0.1609[/C][C]0.436364[/C][/ROW]
[ROW][C]11[/C][C]0.014042[/C][C]0.1088[/C][C]0.456875[/C][/ROW]
[ROW][C]12[/C][C]0.0361[/C][C]0.2796[/C][C]0.390361[/C][/ROW]
[ROW][C]13[/C][C]-0.121873[/C][C]-0.944[/C][C]0.825528[/C][/ROW]
[ROW][C]14[/C][C]-0.022144[/C][C]-0.1715[/C][C]0.567808[/C][/ROW]
[ROW][C]15[/C][C]-0.04834[/C][C]-0.3744[/C][C]0.6453[/C][/ROW]
[ROW][C]16[/C][C]0.015183[/C][C]0.1176[/C][C]0.453386[/C][/ROW]
[ROW][C]17[/C][C]-0.041283[/C][C]-0.3198[/C][C]0.624876[/C][/ROW]
[ROW][C]18[/C][C]-0.045435[/C][C]-0.3519[/C][C]0.636942[/C][/ROW]
[ROW][C]19[/C][C]-0.021244[/C][C]-0.1646[/C][C]0.565076[/C][/ROW]
[ROW][C]20[/C][C]-0.025458[/C][C]-0.1972[/C][C]0.577828[/C][/ROW]
[ROW][C]21[/C][C]-0.02145[/C][C]-0.1662[/C][C]0.565702[/C][/ROW]
[ROW][C]22[/C][C]-0.023993[/C][C]-0.1858[/C][C]0.573405[/C][/ROW]
[ROW][C]23[/C][C]-0.004246[/C][C]-0.0329[/C][C]0.513063[/C][/ROW]
[ROW][C]24[/C][C]-0.047379[/C][C]-0.367[/C][C]0.642542[/C][/ROW]
[ROW][C]25[/C][C]-0.059095[/C][C]-0.4577[/C][C]0.675606[/C][/ROW]
[ROW][C]26[/C][C]-0.055897[/C][C]-0.433[/C][C]0.666709[/C][/ROW]
[ROW][C]27[/C][C]-0.040794[/C][C]-0.316[/C][C]0.623446[/C][/ROW]
[ROW][C]28[/C][C]-0.055347[/C][C]-0.4287[/C][C]0.665168[/C][/ROW]
[ROW][C]29[/C][C]-0.015885[/C][C]-0.123[/C][C]0.54876[/C][/ROW]
[ROW][C]30[/C][C]-0.079633[/C][C]-0.6168[/C][C]0.73016[/C][/ROW]
[ROW][C]31[/C][C]0.055831[/C][C]0.4325[/C][C]0.333477[/C][/ROW]
[ROW][C]32[/C][C]-0.057332[/C][C]-0.4441[/C][C]0.670712[/C][/ROW]
[ROW][C]33[/C][C]-0.027444[/C][C]-0.2126[/C][C]0.583814[/C][/ROW]
[ROW][C]34[/C][C]-0.018555[/C][C]-0.1437[/C][C]0.5569[/C][/ROW]
[ROW][C]35[/C][C]0.001285[/C][C]0.01[/C][C]0.496045[/C][/ROW]
[ROW][C]36[/C][C]-0.058999[/C][C]-0.457[/C][C]0.675342[/C][/ROW]
[ROW][C]37[/C][C]0.002046[/C][C]0.0158[/C][C]0.493703[/C][/ROW]
[ROW][C]38[/C][C]-0.071393[/C][C]-0.553[/C][C]0.708845[/C][/ROW]
[ROW][C]39[/C][C]-0.003505[/C][C]-0.0271[/C][C]0.510784[/C][/ROW]
[ROW][C]40[/C][C]-0.038656[/C][C]-0.2994[/C][C]0.617177[/C][/ROW]
[ROW][C]41[/C][C]-0.005314[/C][C]-0.0412[/C][C]0.516348[/C][/ROW]
[ROW][C]42[/C][C]-0.048705[/C][C]-0.3773[/C][C]0.646348[/C][/ROW]
[ROW][C]43[/C][C]0.069008[/C][C]0.5345[/C][C]0.297474[/C][/ROW]
[ROW][C]44[/C][C]0.138346[/C][C]1.0716[/C][C]0.144091[/C][/ROW]
[ROW][C]45[/C][C]4.4e-05[/C][C]3e-04[/C][C]0.499865[/C][/ROW]
[ROW][C]46[/C][C]-0.0021[/C][C]-0.0163[/C][C]0.506461[/C][/ROW]
[ROW][C]47[/C][C]-0.046918[/C][C]-0.3634[/C][C]0.641217[/C][/ROW]
[ROW][C]48[/C][C]0.020357[/C][C]0.1577[/C][C]0.437619[/C][/ROW]
[ROW][C]49[/C][C]0.03384[/C][C]0.2621[/C][C]0.397063[/C][/ROW]
[ROW][C]50[/C][C]0.032727[/C][C]0.2535[/C][C]0.400372[/C][/ROW]
[ROW][C]51[/C][C]-0.033323[/C][C]-0.2581[/C][C]0.601402[/C][/ROW]
[ROW][C]52[/C][C]0.029501[/C][C]0.2285[/C][C]0.410013[/C][/ROW]
[ROW][C]53[/C][C]-0.016496[/C][C]-0.1278[/C][C]0.550624[/C][/ROW]
[ROW][C]54[/C][C]-0.282606[/C][C]-2.1891[/C][C]0.983753[/C][/ROW]
[ROW][C]55[/C][C]0.027636[/C][C]0.2141[/C][C]0.415611[/C][/ROW]
[ROW][C]56[/C][C]-0.040211[/C][C]-0.3115[/C][C]0.621739[/C][/ROW]
[ROW][C]57[/C][C]-0.016795[/C][C]-0.1301[/C][C]0.551536[/C][/ROW]
[ROW][C]58[/C][C]-0.018681[/C][C]-0.1447[/C][C]0.557284[/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=4529&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4529&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	0.893948	6.9245	0
1	-0.116001	-0.8985	0.813755
2	-0.062174	-0.4816	0.684077
3	-0.075412	-0.5841	0.719341
4	-0.072124	-0.5587	0.710767
5	-0.009604	-0.0744	0.529527
6	0.273913	2.1217	0.019
7	-0.192487	-1.491	0.9294
8	-0.044653	-0.3459	0.63468
9	-0.066036	-0.5115	0.694566
10	0.020769	0.1609	0.436364
11	0.014042	0.1088	0.456875
12	0.0361	0.2796	0.390361
13	-0.121873	-0.944	0.825528
14	-0.022144	-0.1715	0.567808
15	-0.04834	-0.3744	0.6453
16	0.015183	0.1176	0.453386
17	-0.041283	-0.3198	0.624876
18	-0.045435	-0.3519	0.636942
19	-0.021244	-0.1646	0.565076
20	-0.025458	-0.1972	0.577828
21	-0.02145	-0.1662	0.565702
22	-0.023993	-0.1858	0.573405
23	-0.004246	-0.0329	0.513063
24	-0.047379	-0.367	0.642542
25	-0.059095	-0.4577	0.675606
26	-0.055897	-0.433	0.666709
27	-0.040794	-0.316	0.623446
28	-0.055347	-0.4287	0.665168
29	-0.015885	-0.123	0.54876
30	-0.079633	-0.6168	0.73016
31	0.055831	0.4325	0.333477
32	-0.057332	-0.4441	0.670712
33	-0.027444	-0.2126	0.583814
34	-0.018555	-0.1437	0.5569
35	0.001285	0.01	0.496045
36	-0.058999	-0.457	0.675342
37	0.002046	0.0158	0.493703
38	-0.071393	-0.553	0.708845
39	-0.003505	-0.0271	0.510784
40	-0.038656	-0.2994	0.617177
41	-0.005314	-0.0412	0.516348
42	-0.048705	-0.3773	0.646348
43	0.069008	0.5345	0.297474
44	0.138346	1.0716	0.144091
45	4.4e-05	3e-04	0.499865
46	-0.0021	-0.0163	0.506461
47	-0.046918	-0.3634	0.641217
48	0.020357	0.1577	0.437619
49	0.03384	0.2621	0.397063
50	0.032727	0.2535	0.400372
51	-0.033323	-0.2581	0.601402
52	0.029501	0.2285	0.410013
53	-0.016496	-0.1278	0.550624
54	-0.282606	-2.1891	0.983753
55	0.027636	0.2141	0.415611
56	-0.040211	-0.3115	0.621739
57	-0.016795	-0.1301	0.551536
58	-0.018681	-0.1447	0.557284
59	NA	NA	NA

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 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