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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 14:24:20 -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/t1198012057869f06b8oxu9vg7.htm/, Retrieved Sat, 04 May 2024 11:21:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4621, Retrieved Sat, 04 May 2024 11:21:44 +0000

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Estimated Impact

166

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-       [(Partial) Autocorrelation Function] [] [2007-12-18 21:24:20] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4621&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4621&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4621&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	9.5917	0
1	0.186555	1.7894	0.038423
2	-0.103077	-0.9887	0.837292
3	0.019391	0.186	0.426431
4	-0.004871	-0.0467	0.518583
5	-0.271069	-2.6	0.99457
6	-0.094507	-0.9065	0.816475
7	0.014655	0.1406	0.44426
8	0.00158	0.0152	0.49397
9	0.015012	0.144	0.442911
10	0.026248	0.2518	0.400893
11	0.055142	0.5289	0.299074
12	0.195595	1.8761	0.031907
13	0.008377	0.0803	0.468068
14	-0.00161	-0.0154	0.506143
15	-0.112514	-1.0792	0.858338
16	-0.100922	-0.968	0.832212
17	-0.27145	-2.6037	0.994623
18	0.026837	0.2574	0.398719
19	0.032467	0.3114	0.378097
20	0.032334	0.3101	0.378579
21	-0.031388	-0.3011	0.617978
22	0.111394	1.0685	0.144056
23	0.097263	0.9329	0.176653
24	0.01346	0.1291	0.448781
25	-0.048852	-0.4686	0.679758
26	0.018868	0.181	0.428392
27	-0.069611	-0.6677	0.746996
28	-0.078603	-0.7539	0.773593
29	-0.105237	-1.0094	0.842284
30	-0.016505	-0.1583	0.562719
31	-0.024534	-0.2353	0.592759
32	0.119097	1.1423	0.128138
33	0.02707	0.2596	0.397857
34	-0.005583	-0.0536	0.521297
35	0.07679	0.7365	0.231636
36	0.14386	1.3799	0.085488
37	-0.079032	-0.758	0.77482
38	-0.042435	-0.407	0.657533
39	-0.110318	-1.0581	0.853618
40	-0.071289	-0.6838	0.752085
41	-0.015997	-0.1534	0.560806
42	0.048798	0.4681	0.320425
43	-0.061537	-0.5902	0.721763
44	0.007907	0.0758	0.469855
45	0.025143	0.2412	0.404981
46	9.9e-05	0.001	0.499621
47	-0.0038	-0.0365	0.514499
48	0.031312	0.3003	0.3823
49	-0.053651	-0.5146	0.695968
50	-0.035211	-0.3377	0.631833
51	0.054465	0.5224	0.301319
52	0.015657	0.1502	0.440477
53	-0.026247	-0.2518	0.599105
54	0.161708	1.551	0.062162
55	0.086351	0.8283	0.204836
56	-0.060077	-0.5762	0.717068
57	-0.089964	-0.8629	0.804784
58	0.024004	0.2302	0.409207
59	0.017883	0.1715	0.432092

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.5917 & 0 \tabularnewline
1 & 0.186555 & 1.7894 & 0.038423 \tabularnewline
2 & -0.103077 & -0.9887 & 0.837292 \tabularnewline
3 & 0.019391 & 0.186 & 0.426431 \tabularnewline
4 & -0.004871 & -0.0467 & 0.518583 \tabularnewline
5 & -0.271069 & -2.6 & 0.99457 \tabularnewline
6 & -0.094507 & -0.9065 & 0.816475 \tabularnewline
7 & 0.014655 & 0.1406 & 0.44426 \tabularnewline
8 & 0.00158 & 0.0152 & 0.49397 \tabularnewline
9 & 0.015012 & 0.144 & 0.442911 \tabularnewline
10 & 0.026248 & 0.2518 & 0.400893 \tabularnewline
11 & 0.055142 & 0.5289 & 0.299074 \tabularnewline
12 & 0.195595 & 1.8761 & 0.031907 \tabularnewline
13 & 0.008377 & 0.0803 & 0.468068 \tabularnewline
14 & -0.00161 & -0.0154 & 0.506143 \tabularnewline
15 & -0.112514 & -1.0792 & 0.858338 \tabularnewline
16 & -0.100922 & -0.968 & 0.832212 \tabularnewline
17 & -0.27145 & -2.6037 & 0.994623 \tabularnewline
18 & 0.026837 & 0.2574 & 0.398719 \tabularnewline
19 & 0.032467 & 0.3114 & 0.378097 \tabularnewline
20 & 0.032334 & 0.3101 & 0.378579 \tabularnewline
21 & -0.031388 & -0.3011 & 0.617978 \tabularnewline
22 & 0.111394 & 1.0685 & 0.144056 \tabularnewline
23 & 0.097263 & 0.9329 & 0.176653 \tabularnewline
24 & 0.01346 & 0.1291 & 0.448781 \tabularnewline
25 & -0.048852 & -0.4686 & 0.679758 \tabularnewline
26 & 0.018868 & 0.181 & 0.428392 \tabularnewline
27 & -0.069611 & -0.6677 & 0.746996 \tabularnewline
28 & -0.078603 & -0.7539 & 0.773593 \tabularnewline
29 & -0.105237 & -1.0094 & 0.842284 \tabularnewline
30 & -0.016505 & -0.1583 & 0.562719 \tabularnewline
31 & -0.024534 & -0.2353 & 0.592759 \tabularnewline
32 & 0.119097 & 1.1423 & 0.128138 \tabularnewline
33 & 0.02707 & 0.2596 & 0.397857 \tabularnewline
34 & -0.005583 & -0.0536 & 0.521297 \tabularnewline
35 & 0.07679 & 0.7365 & 0.231636 \tabularnewline
36 & 0.14386 & 1.3799 & 0.085488 \tabularnewline
37 & -0.079032 & -0.758 & 0.77482 \tabularnewline
38 & -0.042435 & -0.407 & 0.657533 \tabularnewline
39 & -0.110318 & -1.0581 & 0.853618 \tabularnewline
40 & -0.071289 & -0.6838 & 0.752085 \tabularnewline
41 & -0.015997 & -0.1534 & 0.560806 \tabularnewline
42 & 0.048798 & 0.4681 & 0.320425 \tabularnewline
43 & -0.061537 & -0.5902 & 0.721763 \tabularnewline
44 & 0.007907 & 0.0758 & 0.469855 \tabularnewline
45 & 0.025143 & 0.2412 & 0.404981 \tabularnewline
46 & 9.9e-05 & 0.001 & 0.499621 \tabularnewline
47 & -0.0038 & -0.0365 & 0.514499 \tabularnewline
48 & 0.031312 & 0.3003 & 0.3823 \tabularnewline
49 & -0.053651 & -0.5146 & 0.695968 \tabularnewline
50 & -0.035211 & -0.3377 & 0.631833 \tabularnewline
51 & 0.054465 & 0.5224 & 0.301319 \tabularnewline
52 & 0.015657 & 0.1502 & 0.440477 \tabularnewline
53 & -0.026247 & -0.2518 & 0.599105 \tabularnewline
54 & 0.161708 & 1.551 & 0.062162 \tabularnewline
55 & 0.086351 & 0.8283 & 0.204836 \tabularnewline
56 & -0.060077 & -0.5762 & 0.717068 \tabularnewline
57 & -0.089964 & -0.8629 & 0.804784 \tabularnewline
58 & 0.024004 & 0.2302 & 0.409207 \tabularnewline
59 & 0.017883 & 0.1715 & 0.432092 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4621&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]9.5917[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.186555[/C][C]1.7894[/C][C]0.038423[/C][/ROW]
[ROW][C]2[/C][C]-0.103077[/C][C]-0.9887[/C][C]0.837292[/C][/ROW]
[ROW][C]3[/C][C]0.019391[/C][C]0.186[/C][C]0.426431[/C][/ROW]
[ROW][C]4[/C][C]-0.004871[/C][C]-0.0467[/C][C]0.518583[/C][/ROW]
[ROW][C]5[/C][C]-0.271069[/C][C]-2.6[/C][C]0.99457[/C][/ROW]
[ROW][C]6[/C][C]-0.094507[/C][C]-0.9065[/C][C]0.816475[/C][/ROW]
[ROW][C]7[/C][C]0.014655[/C][C]0.1406[/C][C]0.44426[/C][/ROW]
[ROW][C]8[/C][C]0.00158[/C][C]0.0152[/C][C]0.49397[/C][/ROW]
[ROW][C]9[/C][C]0.015012[/C][C]0.144[/C][C]0.442911[/C][/ROW]
[ROW][C]10[/C][C]0.026248[/C][C]0.2518[/C][C]0.400893[/C][/ROW]
[ROW][C]11[/C][C]0.055142[/C][C]0.5289[/C][C]0.299074[/C][/ROW]
[ROW][C]12[/C][C]0.195595[/C][C]1.8761[/C][C]0.031907[/C][/ROW]
[ROW][C]13[/C][C]0.008377[/C][C]0.0803[/C][C]0.468068[/C][/ROW]
[ROW][C]14[/C][C]-0.00161[/C][C]-0.0154[/C][C]0.506143[/C][/ROW]
[ROW][C]15[/C][C]-0.112514[/C][C]-1.0792[/C][C]0.858338[/C][/ROW]
[ROW][C]16[/C][C]-0.100922[/C][C]-0.968[/C][C]0.832212[/C][/ROW]
[ROW][C]17[/C][C]-0.27145[/C][C]-2.6037[/C][C]0.994623[/C][/ROW]
[ROW][C]18[/C][C]0.026837[/C][C]0.2574[/C][C]0.398719[/C][/ROW]
[ROW][C]19[/C][C]0.032467[/C][C]0.3114[/C][C]0.378097[/C][/ROW]
[ROW][C]20[/C][C]0.032334[/C][C]0.3101[/C][C]0.378579[/C][/ROW]
[ROW][C]21[/C][C]-0.031388[/C][C]-0.3011[/C][C]0.617978[/C][/ROW]
[ROW][C]22[/C][C]0.111394[/C][C]1.0685[/C][C]0.144056[/C][/ROW]
[ROW][C]23[/C][C]0.097263[/C][C]0.9329[/C][C]0.176653[/C][/ROW]
[ROW][C]24[/C][C]0.01346[/C][C]0.1291[/C][C]0.448781[/C][/ROW]
[ROW][C]25[/C][C]-0.048852[/C][C]-0.4686[/C][C]0.679758[/C][/ROW]
[ROW][C]26[/C][C]0.018868[/C][C]0.181[/C][C]0.428392[/C][/ROW]
[ROW][C]27[/C][C]-0.069611[/C][C]-0.6677[/C][C]0.746996[/C][/ROW]
[ROW][C]28[/C][C]-0.078603[/C][C]-0.7539[/C][C]0.773593[/C][/ROW]
[ROW][C]29[/C][C]-0.105237[/C][C]-1.0094[/C][C]0.842284[/C][/ROW]
[ROW][C]30[/C][C]-0.016505[/C][C]-0.1583[/C][C]0.562719[/C][/ROW]
[ROW][C]31[/C][C]-0.024534[/C][C]-0.2353[/C][C]0.592759[/C][/ROW]
[ROW][C]32[/C][C]0.119097[/C][C]1.1423[/C][C]0.128138[/C][/ROW]
[ROW][C]33[/C][C]0.02707[/C][C]0.2596[/C][C]0.397857[/C][/ROW]
[ROW][C]34[/C][C]-0.005583[/C][C]-0.0536[/C][C]0.521297[/C][/ROW]
[ROW][C]35[/C][C]0.07679[/C][C]0.7365[/C][C]0.231636[/C][/ROW]
[ROW][C]36[/C][C]0.14386[/C][C]1.3799[/C][C]0.085488[/C][/ROW]
[ROW][C]37[/C][C]-0.079032[/C][C]-0.758[/C][C]0.77482[/C][/ROW]
[ROW][C]38[/C][C]-0.042435[/C][C]-0.407[/C][C]0.657533[/C][/ROW]
[ROW][C]39[/C][C]-0.110318[/C][C]-1.0581[/C][C]0.853618[/C][/ROW]
[ROW][C]40[/C][C]-0.071289[/C][C]-0.6838[/C][C]0.752085[/C][/ROW]
[ROW][C]41[/C][C]-0.015997[/C][C]-0.1534[/C][C]0.560806[/C][/ROW]
[ROW][C]42[/C][C]0.048798[/C][C]0.4681[/C][C]0.320425[/C][/ROW]
[ROW][C]43[/C][C]-0.061537[/C][C]-0.5902[/C][C]0.721763[/C][/ROW]
[ROW][C]44[/C][C]0.007907[/C][C]0.0758[/C][C]0.469855[/C][/ROW]
[ROW][C]45[/C][C]0.025143[/C][C]0.2412[/C][C]0.404981[/C][/ROW]
[ROW][C]46[/C][C]9.9e-05[/C][C]0.001[/C][C]0.499621[/C][/ROW]
[ROW][C]47[/C][C]-0.0038[/C][C]-0.0365[/C][C]0.514499[/C][/ROW]
[ROW][C]48[/C][C]0.031312[/C][C]0.3003[/C][C]0.3823[/C][/ROW]
[ROW][C]49[/C][C]-0.053651[/C][C]-0.5146[/C][C]0.695968[/C][/ROW]
[ROW][C]50[/C][C]-0.035211[/C][C]-0.3377[/C][C]0.631833[/C][/ROW]
[ROW][C]51[/C][C]0.054465[/C][C]0.5224[/C][C]0.301319[/C][/ROW]
[ROW][C]52[/C][C]0.015657[/C][C]0.1502[/C][C]0.440477[/C][/ROW]
[ROW][C]53[/C][C]-0.026247[/C][C]-0.2518[/C][C]0.599105[/C][/ROW]
[ROW][C]54[/C][C]0.161708[/C][C]1.551[/C][C]0.062162[/C][/ROW]
[ROW][C]55[/C][C]0.086351[/C][C]0.8283[/C][C]0.204836[/C][/ROW]
[ROW][C]56[/C][C]-0.060077[/C][C]-0.5762[/C][C]0.717068[/C][/ROW]
[ROW][C]57[/C][C]-0.089964[/C][C]-0.8629[/C][C]0.804784[/C][/ROW]
[ROW][C]58[/C][C]0.024004[/C][C]0.2302[/C][C]0.409207[/C][/ROW]
[ROW][C]59[/C][C]0.017883[/C][C]0.1715[/C][C]0.432092[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4621&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4621&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	9.5917	0
1	0.186555	1.7894	0.038423
2	-0.103077	-0.9887	0.837292
3	0.019391	0.186	0.426431
4	-0.004871	-0.0467	0.518583
5	-0.271069	-2.6	0.99457
6	-0.094507	-0.9065	0.816475
7	0.014655	0.1406	0.44426
8	0.00158	0.0152	0.49397
9	0.015012	0.144	0.442911
10	0.026248	0.2518	0.400893
11	0.055142	0.5289	0.299074
12	0.195595	1.8761	0.031907
13	0.008377	0.0803	0.468068
14	-0.00161	-0.0154	0.506143
15	-0.112514	-1.0792	0.858338
16	-0.100922	-0.968	0.832212
17	-0.27145	-2.6037	0.994623
18	0.026837	0.2574	0.398719
19	0.032467	0.3114	0.378097
20	0.032334	0.3101	0.378579
21	-0.031388	-0.3011	0.617978
22	0.111394	1.0685	0.144056
23	0.097263	0.9329	0.176653
24	0.01346	0.1291	0.448781
25	-0.048852	-0.4686	0.679758
26	0.018868	0.181	0.428392
27	-0.069611	-0.6677	0.746996
28	-0.078603	-0.7539	0.773593
29	-0.105237	-1.0094	0.842284
30	-0.016505	-0.1583	0.562719
31	-0.024534	-0.2353	0.592759
32	0.119097	1.1423	0.128138
33	0.02707	0.2596	0.397857
34	-0.005583	-0.0536	0.521297
35	0.07679	0.7365	0.231636
36	0.14386	1.3799	0.085488
37	-0.079032	-0.758	0.77482
38	-0.042435	-0.407	0.657533
39	-0.110318	-1.0581	0.853618
40	-0.071289	-0.6838	0.752085
41	-0.015997	-0.1534	0.560806
42	0.048798	0.4681	0.320425
43	-0.061537	-0.5902	0.721763
44	0.007907	0.0758	0.469855
45	0.025143	0.2412	0.404981
46	9.9e-05	0.001	0.499621
47	-0.0038	-0.0365	0.514499
48	0.031312	0.3003	0.3823
49	-0.053651	-0.5146	0.695968
50	-0.035211	-0.3377	0.631833
51	0.054465	0.5224	0.301319
52	0.015657	0.1502	0.440477
53	-0.026247	-0.2518	0.599105
54	0.161708	1.551	0.062162
55	0.086351	0.8283	0.204836
56	-0.060077	-0.5762	0.717068
57	-0.089964	-0.8629	0.804784
58	0.024004	0.2302	0.409207
59	0.017883	0.1715	0.432092

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.186555	1.7894	0.038423
1	-0.142851	-1.3702	0.913017
2	0.071937	0.69	0.245966
3	-0.041389	-0.397	0.653852
4	-0.266967	-2.5607	0.993962
5	0.016323	0.1566	0.437966
6	-0.039688	-0.3807	0.647839
7	0.010787	0.1035	0.45891
8	0.021441	0.2057	0.418757
9	-0.060129	-0.5767	0.717236
10	0.052497	0.5035	0.307896
11	0.192834	1.8496	0.033791
12	-0.07513	-0.7206	0.763516
13	0.082255	0.789	0.21608
14	-0.177141	-1.6991	0.953658
15	-0.032396	-0.3107	0.621645
16	-0.204186	-1.9585	0.973399
17	0.136004	1.3045	0.097657
18	-0.060334	-0.5787	0.717898
19	0.026964	0.2586	0.398248
20	-0.122053	-1.1707	0.877626
21	0.064285	0.6166	0.269511
22	0.064779	0.6213	0.267956
23	-0.000711	-0.0068	0.502713
24	-0.035154	-0.3372	0.631626
25	-0.000436	-0.0042	0.501663
26	-0.041537	-0.3984	0.654375
27	0.026138	0.2507	0.401302
28	-0.026236	-0.2516	0.599062
29	-0.08912	-0.8548	0.80256
30	-0.003726	-0.0357	0.514214
31	0.022291	0.2138	0.415584
32	0.012266	0.1177	0.453298
33	-0.112016	-1.0744	0.857278
34	0.148375	1.4232	0.079036
35	0.038804	0.3722	0.355303
36	-0.023709	-0.2274	0.589696
37	-0.011091	-0.1064	0.542243
38	-0.130796	-1.2545	0.89359
39	0.045765	0.439	0.330858
40	0.049187	0.4718	0.319099
41	-0.011671	-0.1119	0.544445
42	-0.080958	-0.7765	0.780283
43	-0.097435	-0.9346	0.82377
44	-0.019904	-0.1909	0.575492
45	0.010089	0.0968	0.461558
46	0.00575	0.0551	0.47807
47	-0.038566	-0.3699	0.64385
48	-0.059618	-0.5718	0.715585
49	-0.025309	-0.2428	0.595634
50	0.168283	1.6141	0.054964
51	0.030401	0.2916	0.385626
52	0.051045	0.4896	0.312789
53	0.037194	0.3568	0.361047
54	0.022089	0.2119	0.416337
55	-0.070957	-0.6806	0.751082
56	0.017436	0.1672	0.433775
57	-0.043652	-0.4187	0.661793
58	0.063418	0.6083	0.27225
59	0.002795	0.0268	0.489335

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.186555 & 1.7894 & 0.038423 \tabularnewline
1 & -0.142851 & -1.3702 & 0.913017 \tabularnewline
2 & 0.071937 & 0.69 & 0.245966 \tabularnewline
3 & -0.041389 & -0.397 & 0.653852 \tabularnewline
4 & -0.266967 & -2.5607 & 0.993962 \tabularnewline
5 & 0.016323 & 0.1566 & 0.437966 \tabularnewline
6 & -0.039688 & -0.3807 & 0.647839 \tabularnewline
7 & 0.010787 & 0.1035 & 0.45891 \tabularnewline
8 & 0.021441 & 0.2057 & 0.418757 \tabularnewline
9 & -0.060129 & -0.5767 & 0.717236 \tabularnewline
10 & 0.052497 & 0.5035 & 0.307896 \tabularnewline
11 & 0.192834 & 1.8496 & 0.033791 \tabularnewline
12 & -0.07513 & -0.7206 & 0.763516 \tabularnewline
13 & 0.082255 & 0.789 & 0.21608 \tabularnewline
14 & -0.177141 & -1.6991 & 0.953658 \tabularnewline
15 & -0.032396 & -0.3107 & 0.621645 \tabularnewline
16 & -0.204186 & -1.9585 & 0.973399 \tabularnewline
17 & 0.136004 & 1.3045 & 0.097657 \tabularnewline
18 & -0.060334 & -0.5787 & 0.717898 \tabularnewline
19 & 0.026964 & 0.2586 & 0.398248 \tabularnewline
20 & -0.122053 & -1.1707 & 0.877626 \tabularnewline
21 & 0.064285 & 0.6166 & 0.269511 \tabularnewline
22 & 0.064779 & 0.6213 & 0.267956 \tabularnewline
23 & -0.000711 & -0.0068 & 0.502713 \tabularnewline
24 & -0.035154 & -0.3372 & 0.631626 \tabularnewline
25 & -0.000436 & -0.0042 & 0.501663 \tabularnewline
26 & -0.041537 & -0.3984 & 0.654375 \tabularnewline
27 & 0.026138 & 0.2507 & 0.401302 \tabularnewline
28 & -0.026236 & -0.2516 & 0.599062 \tabularnewline
29 & -0.08912 & -0.8548 & 0.80256 \tabularnewline
30 & -0.003726 & -0.0357 & 0.514214 \tabularnewline
31 & 0.022291 & 0.2138 & 0.415584 \tabularnewline
32 & 0.012266 & 0.1177 & 0.453298 \tabularnewline
33 & -0.112016 & -1.0744 & 0.857278 \tabularnewline
34 & 0.148375 & 1.4232 & 0.079036 \tabularnewline
35 & 0.038804 & 0.3722 & 0.355303 \tabularnewline
36 & -0.023709 & -0.2274 & 0.589696 \tabularnewline
37 & -0.011091 & -0.1064 & 0.542243 \tabularnewline
38 & -0.130796 & -1.2545 & 0.89359 \tabularnewline
39 & 0.045765 & 0.439 & 0.330858 \tabularnewline
40 & 0.049187 & 0.4718 & 0.319099 \tabularnewline
41 & -0.011671 & -0.1119 & 0.544445 \tabularnewline
42 & -0.080958 & -0.7765 & 0.780283 \tabularnewline
43 & -0.097435 & -0.9346 & 0.82377 \tabularnewline
44 & -0.019904 & -0.1909 & 0.575492 \tabularnewline
45 & 0.010089 & 0.0968 & 0.461558 \tabularnewline
46 & 0.00575 & 0.0551 & 0.47807 \tabularnewline
47 & -0.038566 & -0.3699 & 0.64385 \tabularnewline
48 & -0.059618 & -0.5718 & 0.715585 \tabularnewline
49 & -0.025309 & -0.2428 & 0.595634 \tabularnewline
50 & 0.168283 & 1.6141 & 0.054964 \tabularnewline
51 & 0.030401 & 0.2916 & 0.385626 \tabularnewline
52 & 0.051045 & 0.4896 & 0.312789 \tabularnewline
53 & 0.037194 & 0.3568 & 0.361047 \tabularnewline
54 & 0.022089 & 0.2119 & 0.416337 \tabularnewline
55 & -0.070957 & -0.6806 & 0.751082 \tabularnewline
56 & 0.017436 & 0.1672 & 0.433775 \tabularnewline
57 & -0.043652 & -0.4187 & 0.661793 \tabularnewline
58 & 0.063418 & 0.6083 & 0.27225 \tabularnewline
59 & 0.002795 & 0.0268 & 0.489335 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4621&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]0.186555[/C][C]1.7894[/C][C]0.038423[/C][/ROW]
[ROW][C]1[/C][C]-0.142851[/C][C]-1.3702[/C][C]0.913017[/C][/ROW]
[ROW][C]2[/C][C]0.071937[/C][C]0.69[/C][C]0.245966[/C][/ROW]
[ROW][C]3[/C][C]-0.041389[/C][C]-0.397[/C][C]0.653852[/C][/ROW]
[ROW][C]4[/C][C]-0.266967[/C][C]-2.5607[/C][C]0.993962[/C][/ROW]
[ROW][C]5[/C][C]0.016323[/C][C]0.1566[/C][C]0.437966[/C][/ROW]
[ROW][C]6[/C][C]-0.039688[/C][C]-0.3807[/C][C]0.647839[/C][/ROW]
[ROW][C]7[/C][C]0.010787[/C][C]0.1035[/C][C]0.45891[/C][/ROW]
[ROW][C]8[/C][C]0.021441[/C][C]0.2057[/C][C]0.418757[/C][/ROW]
[ROW][C]9[/C][C]-0.060129[/C][C]-0.5767[/C][C]0.717236[/C][/ROW]
[ROW][C]10[/C][C]0.052497[/C][C]0.5035[/C][C]0.307896[/C][/ROW]
[ROW][C]11[/C][C]0.192834[/C][C]1.8496[/C][C]0.033791[/C][/ROW]
[ROW][C]12[/C][C]-0.07513[/C][C]-0.7206[/C][C]0.763516[/C][/ROW]
[ROW][C]13[/C][C]0.082255[/C][C]0.789[/C][C]0.21608[/C][/ROW]
[ROW][C]14[/C][C]-0.177141[/C][C]-1.6991[/C][C]0.953658[/C][/ROW]
[ROW][C]15[/C][C]-0.032396[/C][C]-0.3107[/C][C]0.621645[/C][/ROW]
[ROW][C]16[/C][C]-0.204186[/C][C]-1.9585[/C][C]0.973399[/C][/ROW]
[ROW][C]17[/C][C]0.136004[/C][C]1.3045[/C][C]0.097657[/C][/ROW]
[ROW][C]18[/C][C]-0.060334[/C][C]-0.5787[/C][C]0.717898[/C][/ROW]
[ROW][C]19[/C][C]0.026964[/C][C]0.2586[/C][C]0.398248[/C][/ROW]
[ROW][C]20[/C][C]-0.122053[/C][C]-1.1707[/C][C]0.877626[/C][/ROW]
[ROW][C]21[/C][C]0.064285[/C][C]0.6166[/C][C]0.269511[/C][/ROW]
[ROW][C]22[/C][C]0.064779[/C][C]0.6213[/C][C]0.267956[/C][/ROW]
[ROW][C]23[/C][C]-0.000711[/C][C]-0.0068[/C][C]0.502713[/C][/ROW]
[ROW][C]24[/C][C]-0.035154[/C][C]-0.3372[/C][C]0.631626[/C][/ROW]
[ROW][C]25[/C][C]-0.000436[/C][C]-0.0042[/C][C]0.501663[/C][/ROW]
[ROW][C]26[/C][C]-0.041537[/C][C]-0.3984[/C][C]0.654375[/C][/ROW]
[ROW][C]27[/C][C]0.026138[/C][C]0.2507[/C][C]0.401302[/C][/ROW]
[ROW][C]28[/C][C]-0.026236[/C][C]-0.2516[/C][C]0.599062[/C][/ROW]
[ROW][C]29[/C][C]-0.08912[/C][C]-0.8548[/C][C]0.80256[/C][/ROW]
[ROW][C]30[/C][C]-0.003726[/C][C]-0.0357[/C][C]0.514214[/C][/ROW]
[ROW][C]31[/C][C]0.022291[/C][C]0.2138[/C][C]0.415584[/C][/ROW]
[ROW][C]32[/C][C]0.012266[/C][C]0.1177[/C][C]0.453298[/C][/ROW]
[ROW][C]33[/C][C]-0.112016[/C][C]-1.0744[/C][C]0.857278[/C][/ROW]
[ROW][C]34[/C][C]0.148375[/C][C]1.4232[/C][C]0.079036[/C][/ROW]
[ROW][C]35[/C][C]0.038804[/C][C]0.3722[/C][C]0.355303[/C][/ROW]
[ROW][C]36[/C][C]-0.023709[/C][C]-0.2274[/C][C]0.589696[/C][/ROW]
[ROW][C]37[/C][C]-0.011091[/C][C]-0.1064[/C][C]0.542243[/C][/ROW]
[ROW][C]38[/C][C]-0.130796[/C][C]-1.2545[/C][C]0.89359[/C][/ROW]
[ROW][C]39[/C][C]0.045765[/C][C]0.439[/C][C]0.330858[/C][/ROW]
[ROW][C]40[/C][C]0.049187[/C][C]0.4718[/C][C]0.319099[/C][/ROW]
[ROW][C]41[/C][C]-0.011671[/C][C]-0.1119[/C][C]0.544445[/C][/ROW]
[ROW][C]42[/C][C]-0.080958[/C][C]-0.7765[/C][C]0.780283[/C][/ROW]
[ROW][C]43[/C][C]-0.097435[/C][C]-0.9346[/C][C]0.82377[/C][/ROW]
[ROW][C]44[/C][C]-0.019904[/C][C]-0.1909[/C][C]0.575492[/C][/ROW]
[ROW][C]45[/C][C]0.010089[/C][C]0.0968[/C][C]0.461558[/C][/ROW]
[ROW][C]46[/C][C]0.00575[/C][C]0.0551[/C][C]0.47807[/C][/ROW]
[ROW][C]47[/C][C]-0.038566[/C][C]-0.3699[/C][C]0.64385[/C][/ROW]
[ROW][C]48[/C][C]-0.059618[/C][C]-0.5718[/C][C]0.715585[/C][/ROW]
[ROW][C]49[/C][C]-0.025309[/C][C]-0.2428[/C][C]0.595634[/C][/ROW]
[ROW][C]50[/C][C]0.168283[/C][C]1.6141[/C][C]0.054964[/C][/ROW]
[ROW][C]51[/C][C]0.030401[/C][C]0.2916[/C][C]0.385626[/C][/ROW]
[ROW][C]52[/C][C]0.051045[/C][C]0.4896[/C][C]0.312789[/C][/ROW]
[ROW][C]53[/C][C]0.037194[/C][C]0.3568[/C][C]0.361047[/C][/ROW]
[ROW][C]54[/C][C]0.022089[/C][C]0.2119[/C][C]0.416337[/C][/ROW]
[ROW][C]55[/C][C]-0.070957[/C][C]-0.6806[/C][C]0.751082[/C][/ROW]
[ROW][C]56[/C][C]0.017436[/C][C]0.1672[/C][C]0.433775[/C][/ROW]
[ROW][C]57[/C][C]-0.043652[/C][C]-0.4187[/C][C]0.661793[/C][/ROW]
[ROW][C]58[/C][C]0.063418[/C][C]0.6083[/C][C]0.27225[/C][/ROW]
[ROW][C]59[/C][C]0.002795[/C][C]0.0268[/C][C]0.489335[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4621&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4621&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	0.186555	1.7894	0.038423
1	-0.142851	-1.3702	0.913017
2	0.071937	0.69	0.245966
3	-0.041389	-0.397	0.653852
4	-0.266967	-2.5607	0.993962
5	0.016323	0.1566	0.437966
6	-0.039688	-0.3807	0.647839
7	0.010787	0.1035	0.45891
8	0.021441	0.2057	0.418757
9	-0.060129	-0.5767	0.717236
10	0.052497	0.5035	0.307896
11	0.192834	1.8496	0.033791
12	-0.07513	-0.7206	0.763516
13	0.082255	0.789	0.21608
14	-0.177141	-1.6991	0.953658
15	-0.032396	-0.3107	0.621645
16	-0.204186	-1.9585	0.973399
17	0.136004	1.3045	0.097657
18	-0.060334	-0.5787	0.717898
19	0.026964	0.2586	0.398248
20	-0.122053	-1.1707	0.877626
21	0.064285	0.6166	0.269511
22	0.064779	0.6213	0.267956
23	-0.000711	-0.0068	0.502713
24	-0.035154	-0.3372	0.631626
25	-0.000436	-0.0042	0.501663
26	-0.041537	-0.3984	0.654375
27	0.026138	0.2507	0.401302
28	-0.026236	-0.2516	0.599062
29	-0.08912	-0.8548	0.80256
30	-0.003726	-0.0357	0.514214
31	0.022291	0.2138	0.415584
32	0.012266	0.1177	0.453298
33	-0.112016	-1.0744	0.857278
34	0.148375	1.4232	0.079036
35	0.038804	0.3722	0.355303
36	-0.023709	-0.2274	0.589696
37	-0.011091	-0.1064	0.542243
38	-0.130796	-1.2545	0.89359
39	0.045765	0.439	0.330858
40	0.049187	0.4718	0.319099
41	-0.011671	-0.1119	0.544445
42	-0.080958	-0.7765	0.780283
43	-0.097435	-0.9346	0.82377
44	-0.019904	-0.1909	0.575492
45	0.010089	0.0968	0.461558
46	0.00575	0.0551	0.47807
47	-0.038566	-0.3699	0.64385
48	-0.059618	-0.5718	0.715585
49	-0.025309	-0.2428	0.595634
50	0.168283	1.6141	0.054964
51	0.030401	0.2916	0.385626
52	0.051045	0.4896	0.312789
53	0.037194	0.3568	0.361047
54	0.022089	0.2119	0.416337
55	-0.070957	-0.6806	0.751082
56	0.017436	0.1672	0.433775
57	-0.043652	-0.4187	0.661793
58	0.063418	0.6083	0.27225
59	0.002795	0.0268	0.489335

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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