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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 25 Dec 2007 05:29:38 -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/25/t11985846394ft6w5pimm7d47b.htm/, Retrieved Sat, 04 May 2024 04:25:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4879, Retrieved Sat, 04 May 2024 04:25:47 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Klaas Van Pelt

Estimated Impact

262

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

-       [(Partial) Autocorrelation Function] [ACF 3] [2007-12-25 12:29:38] [6abd901c2e17b7d5559c695bbff3d863] [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	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=4879&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=4879&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4879&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	8.9443	0
1	0.838566	7.5004	0
2	0.742581	6.6418	0
3	0.667919	5.974	0
4	0.608643	5.4439	0
5	0.596339	5.3338	0
6	0.562431	5.0305	1e-06
7	0.494021	4.4187	1.5e-05
8	0.449413	4.0197	6.6e-05
9	0.395573	3.5381	0.000337
10	0.395234	3.5351	0.000341
11	0.400062	3.5783	0.000296
12	0.393026	3.5153	0.000363
13	0.311238	2.7838	0.003351
14	0.214493	1.9185	0.029309
15	0.164635	1.4725	0.072399
16	0.098492	0.8809	0.190495
17	0.053921	0.4823	0.315461
18	0.032849	0.2938	0.38483
19	0.008596	0.0769	0.469453
20	-0.02005	-0.1793	0.570935
21	-0.074397	-0.6654	0.746155
22	-0.092	-0.8229	0.793487
23	-0.095185	-0.8514	0.801446
24	-0.08337	-0.7457	0.770979
25	-0.110668	-0.9898	0.837384
26	-0.11975	-1.0711	0.856323
27	-0.130859	-1.1704	0.87735
28	-0.13943	-1.2471	0.892
29	-0.128552	-1.1498	0.873175
30	-0.103017	-0.9214	0.820196
31	-0.087587	-0.7834	0.782148
32	-0.080744	-0.7222	0.76386
33	-0.116084	-1.0383	0.848867
34	-0.118553	-1.0604	0.853916
35	-0.122569	-1.0963	0.86188
36	-0.119005	-1.0644	0.854827
37	-0.107859	-0.9647	0.831204
38	-0.103071	-0.9219	0.820322
39	-0.09077	-0.8119	0.790363
40	-0.099696	-0.8917	0.812389
41	-0.107315	-0.9599	0.829989
42	-0.09738	-0.871	0.806818
43	-0.097822	-0.8749	0.80789
44	-0.100811	-0.9017	0.815034
45	-0.129501	-1.1583	0.874905
46	-0.172621	-1.544	0.936729
47	-0.177145	-1.5844	0.94148
48	-0.184029	-1.646	0.948157
49	-0.213114	-1.9062	0.969889
50	-0.184546	-1.6506	0.948633
51	-0.18728	-1.6751	0.951089
52	-0.193027	-1.7265	0.95594
53	-0.171337	-1.5325	0.935326
54	-0.186181	-1.6653	0.950113
55	-0.186421	-1.6674	0.950328
56	-0.179161	-1.6025	0.943503
57	-0.197483	-1.7663	0.959424
58	-0.205837	-1.8411	0.96534
59	-0.215719	-1.9294	0.97139

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.9443 & 0 \tabularnewline
1 & 0.838566 & 7.5004 & 0 \tabularnewline
2 & 0.742581 & 6.6418 & 0 \tabularnewline
3 & 0.667919 & 5.974 & 0 \tabularnewline
4 & 0.608643 & 5.4439 & 0 \tabularnewline
5 & 0.596339 & 5.3338 & 0 \tabularnewline
6 & 0.562431 & 5.0305 & 1e-06 \tabularnewline
7 & 0.494021 & 4.4187 & 1.5e-05 \tabularnewline
8 & 0.449413 & 4.0197 & 6.6e-05 \tabularnewline
9 & 0.395573 & 3.5381 & 0.000337 \tabularnewline
10 & 0.395234 & 3.5351 & 0.000341 \tabularnewline
11 & 0.400062 & 3.5783 & 0.000296 \tabularnewline
12 & 0.393026 & 3.5153 & 0.000363 \tabularnewline
13 & 0.311238 & 2.7838 & 0.003351 \tabularnewline
14 & 0.214493 & 1.9185 & 0.029309 \tabularnewline
15 & 0.164635 & 1.4725 & 0.072399 \tabularnewline
16 & 0.098492 & 0.8809 & 0.190495 \tabularnewline
17 & 0.053921 & 0.4823 & 0.315461 \tabularnewline
18 & 0.032849 & 0.2938 & 0.38483 \tabularnewline
19 & 0.008596 & 0.0769 & 0.469453 \tabularnewline
20 & -0.02005 & -0.1793 & 0.570935 \tabularnewline
21 & -0.074397 & -0.6654 & 0.746155 \tabularnewline
22 & -0.092 & -0.8229 & 0.793487 \tabularnewline
23 & -0.095185 & -0.8514 & 0.801446 \tabularnewline
24 & -0.08337 & -0.7457 & 0.770979 \tabularnewline
25 & -0.110668 & -0.9898 & 0.837384 \tabularnewline
26 & -0.11975 & -1.0711 & 0.856323 \tabularnewline
27 & -0.130859 & -1.1704 & 0.87735 \tabularnewline
28 & -0.13943 & -1.2471 & 0.892 \tabularnewline
29 & -0.128552 & -1.1498 & 0.873175 \tabularnewline
30 & -0.103017 & -0.9214 & 0.820196 \tabularnewline
31 & -0.087587 & -0.7834 & 0.782148 \tabularnewline
32 & -0.080744 & -0.7222 & 0.76386 \tabularnewline
33 & -0.116084 & -1.0383 & 0.848867 \tabularnewline
34 & -0.118553 & -1.0604 & 0.853916 \tabularnewline
35 & -0.122569 & -1.0963 & 0.86188 \tabularnewline
36 & -0.119005 & -1.0644 & 0.854827 \tabularnewline
37 & -0.107859 & -0.9647 & 0.831204 \tabularnewline
38 & -0.103071 & -0.9219 & 0.820322 \tabularnewline
39 & -0.09077 & -0.8119 & 0.790363 \tabularnewline
40 & -0.099696 & -0.8917 & 0.812389 \tabularnewline
41 & -0.107315 & -0.9599 & 0.829989 \tabularnewline
42 & -0.09738 & -0.871 & 0.806818 \tabularnewline
43 & -0.097822 & -0.8749 & 0.80789 \tabularnewline
44 & -0.100811 & -0.9017 & 0.815034 \tabularnewline
45 & -0.129501 & -1.1583 & 0.874905 \tabularnewline
46 & -0.172621 & -1.544 & 0.936729 \tabularnewline
47 & -0.177145 & -1.5844 & 0.94148 \tabularnewline
48 & -0.184029 & -1.646 & 0.948157 \tabularnewline
49 & -0.213114 & -1.9062 & 0.969889 \tabularnewline
50 & -0.184546 & -1.6506 & 0.948633 \tabularnewline
51 & -0.18728 & -1.6751 & 0.951089 \tabularnewline
52 & -0.193027 & -1.7265 & 0.95594 \tabularnewline
53 & -0.171337 & -1.5325 & 0.935326 \tabularnewline
54 & -0.186181 & -1.6653 & 0.950113 \tabularnewline
55 & -0.186421 & -1.6674 & 0.950328 \tabularnewline
56 & -0.179161 & -1.6025 & 0.943503 \tabularnewline
57 & -0.197483 & -1.7663 & 0.959424 \tabularnewline
58 & -0.205837 & -1.8411 & 0.96534 \tabularnewline
59 & -0.215719 & -1.9294 & 0.97139 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4879&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]8.9443[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.838566[/C][C]7.5004[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.742581[/C][C]6.6418[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.667919[/C][C]5.974[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.608643[/C][C]5.4439[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.596339[/C][C]5.3338[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.562431[/C][C]5.0305[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.494021[/C][C]4.4187[/C][C]1.5e-05[/C][/ROW]
[ROW][C]8[/C][C]0.449413[/C][C]4.0197[/C][C]6.6e-05[/C][/ROW]
[ROW][C]9[/C][C]0.395573[/C][C]3.5381[/C][C]0.000337[/C][/ROW]
[ROW][C]10[/C][C]0.395234[/C][C]3.5351[/C][C]0.000341[/C][/ROW]
[ROW][C]11[/C][C]0.400062[/C][C]3.5783[/C][C]0.000296[/C][/ROW]
[ROW][C]12[/C][C]0.393026[/C][C]3.5153[/C][C]0.000363[/C][/ROW]
[ROW][C]13[/C][C]0.311238[/C][C]2.7838[/C][C]0.003351[/C][/ROW]
[ROW][C]14[/C][C]0.214493[/C][C]1.9185[/C][C]0.029309[/C][/ROW]
[ROW][C]15[/C][C]0.164635[/C][C]1.4725[/C][C]0.072399[/C][/ROW]
[ROW][C]16[/C][C]0.098492[/C][C]0.8809[/C][C]0.190495[/C][/ROW]
[ROW][C]17[/C][C]0.053921[/C][C]0.4823[/C][C]0.315461[/C][/ROW]
[ROW][C]18[/C][C]0.032849[/C][C]0.2938[/C][C]0.38483[/C][/ROW]
[ROW][C]19[/C][C]0.008596[/C][C]0.0769[/C][C]0.469453[/C][/ROW]
[ROW][C]20[/C][C]-0.02005[/C][C]-0.1793[/C][C]0.570935[/C][/ROW]
[ROW][C]21[/C][C]-0.074397[/C][C]-0.6654[/C][C]0.746155[/C][/ROW]
[ROW][C]22[/C][C]-0.092[/C][C]-0.8229[/C][C]0.793487[/C][/ROW]
[ROW][C]23[/C][C]-0.095185[/C][C]-0.8514[/C][C]0.801446[/C][/ROW]
[ROW][C]24[/C][C]-0.08337[/C][C]-0.7457[/C][C]0.770979[/C][/ROW]
[ROW][C]25[/C][C]-0.110668[/C][C]-0.9898[/C][C]0.837384[/C][/ROW]
[ROW][C]26[/C][C]-0.11975[/C][C]-1.0711[/C][C]0.856323[/C][/ROW]
[ROW][C]27[/C][C]-0.130859[/C][C]-1.1704[/C][C]0.87735[/C][/ROW]
[ROW][C]28[/C][C]-0.13943[/C][C]-1.2471[/C][C]0.892[/C][/ROW]
[ROW][C]29[/C][C]-0.128552[/C][C]-1.1498[/C][C]0.873175[/C][/ROW]
[ROW][C]30[/C][C]-0.103017[/C][C]-0.9214[/C][C]0.820196[/C][/ROW]
[ROW][C]31[/C][C]-0.087587[/C][C]-0.7834[/C][C]0.782148[/C][/ROW]
[ROW][C]32[/C][C]-0.080744[/C][C]-0.7222[/C][C]0.76386[/C][/ROW]
[ROW][C]33[/C][C]-0.116084[/C][C]-1.0383[/C][C]0.848867[/C][/ROW]
[ROW][C]34[/C][C]-0.118553[/C][C]-1.0604[/C][C]0.853916[/C][/ROW]
[ROW][C]35[/C][C]-0.122569[/C][C]-1.0963[/C][C]0.86188[/C][/ROW]
[ROW][C]36[/C][C]-0.119005[/C][C]-1.0644[/C][C]0.854827[/C][/ROW]
[ROW][C]37[/C][C]-0.107859[/C][C]-0.9647[/C][C]0.831204[/C][/ROW]
[ROW][C]38[/C][C]-0.103071[/C][C]-0.9219[/C][C]0.820322[/C][/ROW]
[ROW][C]39[/C][C]-0.09077[/C][C]-0.8119[/C][C]0.790363[/C][/ROW]
[ROW][C]40[/C][C]-0.099696[/C][C]-0.8917[/C][C]0.812389[/C][/ROW]
[ROW][C]41[/C][C]-0.107315[/C][C]-0.9599[/C][C]0.829989[/C][/ROW]
[ROW][C]42[/C][C]-0.09738[/C][C]-0.871[/C][C]0.806818[/C][/ROW]
[ROW][C]43[/C][C]-0.097822[/C][C]-0.8749[/C][C]0.80789[/C][/ROW]
[ROW][C]44[/C][C]-0.100811[/C][C]-0.9017[/C][C]0.815034[/C][/ROW]
[ROW][C]45[/C][C]-0.129501[/C][C]-1.1583[/C][C]0.874905[/C][/ROW]
[ROW][C]46[/C][C]-0.172621[/C][C]-1.544[/C][C]0.936729[/C][/ROW]
[ROW][C]47[/C][C]-0.177145[/C][C]-1.5844[/C][C]0.94148[/C][/ROW]
[ROW][C]48[/C][C]-0.184029[/C][C]-1.646[/C][C]0.948157[/C][/ROW]
[ROW][C]49[/C][C]-0.213114[/C][C]-1.9062[/C][C]0.969889[/C][/ROW]
[ROW][C]50[/C][C]-0.184546[/C][C]-1.6506[/C][C]0.948633[/C][/ROW]
[ROW][C]51[/C][C]-0.18728[/C][C]-1.6751[/C][C]0.951089[/C][/ROW]
[ROW][C]52[/C][C]-0.193027[/C][C]-1.7265[/C][C]0.95594[/C][/ROW]
[ROW][C]53[/C][C]-0.171337[/C][C]-1.5325[/C][C]0.935326[/C][/ROW]
[ROW][C]54[/C][C]-0.186181[/C][C]-1.6653[/C][C]0.950113[/C][/ROW]
[ROW][C]55[/C][C]-0.186421[/C][C]-1.6674[/C][C]0.950328[/C][/ROW]
[ROW][C]56[/C][C]-0.179161[/C][C]-1.6025[/C][C]0.943503[/C][/ROW]
[ROW][C]57[/C][C]-0.197483[/C][C]-1.7663[/C][C]0.959424[/C][/ROW]
[ROW][C]58[/C][C]-0.205837[/C][C]-1.8411[/C][C]0.96534[/C][/ROW]
[ROW][C]59[/C][C]-0.215719[/C][C]-1.9294[/C][C]0.97139[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4879&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4879&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	8.9443	0
1	0.838566	7.5004	0
2	0.742581	6.6418	0
3	0.667919	5.974	0
4	0.608643	5.4439	0
5	0.596339	5.3338	0
6	0.562431	5.0305	1e-06
7	0.494021	4.4187	1.5e-05
8	0.449413	4.0197	6.6e-05
9	0.395573	3.5381	0.000337
10	0.395234	3.5351	0.000341
11	0.400062	3.5783	0.000296
12	0.393026	3.5153	0.000363
13	0.311238	2.7838	0.003351
14	0.214493	1.9185	0.029309
15	0.164635	1.4725	0.072399
16	0.098492	0.8809	0.190495
17	0.053921	0.4823	0.315461
18	0.032849	0.2938	0.38483
19	0.008596	0.0769	0.469453
20	-0.02005	-0.1793	0.570935
21	-0.074397	-0.6654	0.746155
22	-0.092	-0.8229	0.793487
23	-0.095185	-0.8514	0.801446
24	-0.08337	-0.7457	0.770979
25	-0.110668	-0.9898	0.837384
26	-0.11975	-1.0711	0.856323
27	-0.130859	-1.1704	0.87735
28	-0.13943	-1.2471	0.892
29	-0.128552	-1.1498	0.873175
30	-0.103017	-0.9214	0.820196
31	-0.087587	-0.7834	0.782148
32	-0.080744	-0.7222	0.76386
33	-0.116084	-1.0383	0.848867
34	-0.118553	-1.0604	0.853916
35	-0.122569	-1.0963	0.86188
36	-0.119005	-1.0644	0.854827
37	-0.107859	-0.9647	0.831204
38	-0.103071	-0.9219	0.820322
39	-0.09077	-0.8119	0.790363
40	-0.099696	-0.8917	0.812389
41	-0.107315	-0.9599	0.829989
42	-0.09738	-0.871	0.806818
43	-0.097822	-0.8749	0.80789
44	-0.100811	-0.9017	0.815034
45	-0.129501	-1.1583	0.874905
46	-0.172621	-1.544	0.936729
47	-0.177145	-1.5844	0.94148
48	-0.184029	-1.646	0.948157
49	-0.213114	-1.9062	0.969889
50	-0.184546	-1.6506	0.948633
51	-0.18728	-1.6751	0.951089
52	-0.193027	-1.7265	0.95594
53	-0.171337	-1.5325	0.935326
54	-0.186181	-1.6653	0.950113
55	-0.186421	-1.6674	0.950328
56	-0.179161	-1.6025	0.943503
57	-0.197483	-1.7663	0.959424
58	-0.205837	-1.8411	0.96534
59	-0.215719	-1.9294	0.97139

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.838566	7.5004	0
1	0.132706	1.187	0.119379
2	0.056828	0.5083	0.306326
3	0.042687	0.3818	0.351811
4	0.159053	1.4226	0.079367
5	-0.001744	-0.0156	0.506204
6	-0.115914	-1.0368	0.848516
7	0.018209	0.1629	0.435516
8	-0.033978	-0.3039	0.619006
9	0.130719	1.1692	0.1229
10	0.056593	0.5062	0.30706
11	0.02936	0.2626	0.396765
12	-0.243017	-2.1736	0.983654
13	-0.173209	-1.5492	0.937363
14	0.030875	0.2762	0.39157
15	-0.138742	-1.2409	0.890874
16	-0.064354	-0.5756	0.71675
17	0.054458	0.4871	0.313764
18	0.114646	1.0254	0.154126
19	-0.028216	-0.2524	0.5993
20	-0.143835	-1.2865	0.89901
21	0.026001	0.2326	0.408348
22	-0.007335	-0.0656	0.526072
23	0.087098	0.779	0.219132
24	-0.068917	-0.6164	0.730314
25	0.122975	1.0999	0.137333
26	0.030447	0.2723	0.393038
27	0.027313	0.2443	0.403813
28	0.051115	0.4572	0.324387
29	-0.014959	-0.1338	0.553052
30	0.00265	0.0237	0.490575
31	-0.019753	-0.1767	0.569895
32	-0.071728	-0.6416	0.738502
33	-0.029559	-0.2644	0.603919
34	-0.069387	-0.6206	0.731691
35	0.011615	0.1039	0.458761
36	0.013464	0.1204	0.452224
37	-0.005676	-0.0508	0.520181
38	-0.004966	-0.0444	0.517659
39	-0.049516	-0.4429	0.670477
40	-0.055	-0.4919	0.687945
41	-0.063809	-0.5707	0.715107
42	-0.023395	-0.2092	0.582607
43	-0.009654	-0.0863	0.534297
44	-0.022879	-0.2046	0.580812
45	-0.097803	-0.8748	0.807843
46	0.077467	0.6929	0.245194
47	0.024112	0.2157	0.414898
48	-0.178248	-1.5943	0.942594
49	0.120578	1.0785	0.14203
50	0.013245	0.1185	0.452999
51	0.011915	0.1066	0.457697
52	0.089417	0.7998	0.213105
53	-0.083836	-0.7499	0.772228
54	0.016468	0.1473	0.441636
55	-0.010838	-0.0969	0.53849
56	0.01487	0.133	0.447263
57	-0.078623	-0.7032	0.758022
58	-0.039481	-0.3531	0.637541
59	-0.000865	-0.0077	0.503077

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.838566 & 7.5004 & 0 \tabularnewline
1 & 0.132706 & 1.187 & 0.119379 \tabularnewline
2 & 0.056828 & 0.5083 & 0.306326 \tabularnewline
3 & 0.042687 & 0.3818 & 0.351811 \tabularnewline
4 & 0.159053 & 1.4226 & 0.079367 \tabularnewline
5 & -0.001744 & -0.0156 & 0.506204 \tabularnewline
6 & -0.115914 & -1.0368 & 0.848516 \tabularnewline
7 & 0.018209 & 0.1629 & 0.435516 \tabularnewline
8 & -0.033978 & -0.3039 & 0.619006 \tabularnewline
9 & 0.130719 & 1.1692 & 0.1229 \tabularnewline
10 & 0.056593 & 0.5062 & 0.30706 \tabularnewline
11 & 0.02936 & 0.2626 & 0.396765 \tabularnewline
12 & -0.243017 & -2.1736 & 0.983654 \tabularnewline
13 & -0.173209 & -1.5492 & 0.937363 \tabularnewline
14 & 0.030875 & 0.2762 & 0.39157 \tabularnewline
15 & -0.138742 & -1.2409 & 0.890874 \tabularnewline
16 & -0.064354 & -0.5756 & 0.71675 \tabularnewline
17 & 0.054458 & 0.4871 & 0.313764 \tabularnewline
18 & 0.114646 & 1.0254 & 0.154126 \tabularnewline
19 & -0.028216 & -0.2524 & 0.5993 \tabularnewline
20 & -0.143835 & -1.2865 & 0.89901 \tabularnewline
21 & 0.026001 & 0.2326 & 0.408348 \tabularnewline
22 & -0.007335 & -0.0656 & 0.526072 \tabularnewline
23 & 0.087098 & 0.779 & 0.219132 \tabularnewline
24 & -0.068917 & -0.6164 & 0.730314 \tabularnewline
25 & 0.122975 & 1.0999 & 0.137333 \tabularnewline
26 & 0.030447 & 0.2723 & 0.393038 \tabularnewline
27 & 0.027313 & 0.2443 & 0.403813 \tabularnewline
28 & 0.051115 & 0.4572 & 0.324387 \tabularnewline
29 & -0.014959 & -0.1338 & 0.553052 \tabularnewline
30 & 0.00265 & 0.0237 & 0.490575 \tabularnewline
31 & -0.019753 & -0.1767 & 0.569895 \tabularnewline
32 & -0.071728 & -0.6416 & 0.738502 \tabularnewline
33 & -0.029559 & -0.2644 & 0.603919 \tabularnewline
34 & -0.069387 & -0.6206 & 0.731691 \tabularnewline
35 & 0.011615 & 0.1039 & 0.458761 \tabularnewline
36 & 0.013464 & 0.1204 & 0.452224 \tabularnewline
37 & -0.005676 & -0.0508 & 0.520181 \tabularnewline
38 & -0.004966 & -0.0444 & 0.517659 \tabularnewline
39 & -0.049516 & -0.4429 & 0.670477 \tabularnewline
40 & -0.055 & -0.4919 & 0.687945 \tabularnewline
41 & -0.063809 & -0.5707 & 0.715107 \tabularnewline
42 & -0.023395 & -0.2092 & 0.582607 \tabularnewline
43 & -0.009654 & -0.0863 & 0.534297 \tabularnewline
44 & -0.022879 & -0.2046 & 0.580812 \tabularnewline
45 & -0.097803 & -0.8748 & 0.807843 \tabularnewline
46 & 0.077467 & 0.6929 & 0.245194 \tabularnewline
47 & 0.024112 & 0.2157 & 0.414898 \tabularnewline
48 & -0.178248 & -1.5943 & 0.942594 \tabularnewline
49 & 0.120578 & 1.0785 & 0.14203 \tabularnewline
50 & 0.013245 & 0.1185 & 0.452999 \tabularnewline
51 & 0.011915 & 0.1066 & 0.457697 \tabularnewline
52 & 0.089417 & 0.7998 & 0.213105 \tabularnewline
53 & -0.083836 & -0.7499 & 0.772228 \tabularnewline
54 & 0.016468 & 0.1473 & 0.441636 \tabularnewline
55 & -0.010838 & -0.0969 & 0.53849 \tabularnewline
56 & 0.01487 & 0.133 & 0.447263 \tabularnewline
57 & -0.078623 & -0.7032 & 0.758022 \tabularnewline
58 & -0.039481 & -0.3531 & 0.637541 \tabularnewline
59 & -0.000865 & -0.0077 & 0.503077 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4879&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]0.838566[/C][C]7.5004[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.132706[/C][C]1.187[/C][C]0.119379[/C][/ROW]
[ROW][C]2[/C][C]0.056828[/C][C]0.5083[/C][C]0.306326[/C][/ROW]
[ROW][C]3[/C][C]0.042687[/C][C]0.3818[/C][C]0.351811[/C][/ROW]
[ROW][C]4[/C][C]0.159053[/C][C]1.4226[/C][C]0.079367[/C][/ROW]
[ROW][C]5[/C][C]-0.001744[/C][C]-0.0156[/C][C]0.506204[/C][/ROW]
[ROW][C]6[/C][C]-0.115914[/C][C]-1.0368[/C][C]0.848516[/C][/ROW]
[ROW][C]7[/C][C]0.018209[/C][C]0.1629[/C][C]0.435516[/C][/ROW]
[ROW][C]8[/C][C]-0.033978[/C][C]-0.3039[/C][C]0.619006[/C][/ROW]
[ROW][C]9[/C][C]0.130719[/C][C]1.1692[/C][C]0.1229[/C][/ROW]
[ROW][C]10[/C][C]0.056593[/C][C]0.5062[/C][C]0.30706[/C][/ROW]
[ROW][C]11[/C][C]0.02936[/C][C]0.2626[/C][C]0.396765[/C][/ROW]
[ROW][C]12[/C][C]-0.243017[/C][C]-2.1736[/C][C]0.983654[/C][/ROW]
[ROW][C]13[/C][C]-0.173209[/C][C]-1.5492[/C][C]0.937363[/C][/ROW]
[ROW][C]14[/C][C]0.030875[/C][C]0.2762[/C][C]0.39157[/C][/ROW]
[ROW][C]15[/C][C]-0.138742[/C][C]-1.2409[/C][C]0.890874[/C][/ROW]
[ROW][C]16[/C][C]-0.064354[/C][C]-0.5756[/C][C]0.71675[/C][/ROW]
[ROW][C]17[/C][C]0.054458[/C][C]0.4871[/C][C]0.313764[/C][/ROW]
[ROW][C]18[/C][C]0.114646[/C][C]1.0254[/C][C]0.154126[/C][/ROW]
[ROW][C]19[/C][C]-0.028216[/C][C]-0.2524[/C][C]0.5993[/C][/ROW]
[ROW][C]20[/C][C]-0.143835[/C][C]-1.2865[/C][C]0.89901[/C][/ROW]
[ROW][C]21[/C][C]0.026001[/C][C]0.2326[/C][C]0.408348[/C][/ROW]
[ROW][C]22[/C][C]-0.007335[/C][C]-0.0656[/C][C]0.526072[/C][/ROW]
[ROW][C]23[/C][C]0.087098[/C][C]0.779[/C][C]0.219132[/C][/ROW]
[ROW][C]24[/C][C]-0.068917[/C][C]-0.6164[/C][C]0.730314[/C][/ROW]
[ROW][C]25[/C][C]0.122975[/C][C]1.0999[/C][C]0.137333[/C][/ROW]
[ROW][C]26[/C][C]0.030447[/C][C]0.2723[/C][C]0.393038[/C][/ROW]
[ROW][C]27[/C][C]0.027313[/C][C]0.2443[/C][C]0.403813[/C][/ROW]
[ROW][C]28[/C][C]0.051115[/C][C]0.4572[/C][C]0.324387[/C][/ROW]
[ROW][C]29[/C][C]-0.014959[/C][C]-0.1338[/C][C]0.553052[/C][/ROW]
[ROW][C]30[/C][C]0.00265[/C][C]0.0237[/C][C]0.490575[/C][/ROW]
[ROW][C]31[/C][C]-0.019753[/C][C]-0.1767[/C][C]0.569895[/C][/ROW]
[ROW][C]32[/C][C]-0.071728[/C][C]-0.6416[/C][C]0.738502[/C][/ROW]
[ROW][C]33[/C][C]-0.029559[/C][C]-0.2644[/C][C]0.603919[/C][/ROW]
[ROW][C]34[/C][C]-0.069387[/C][C]-0.6206[/C][C]0.731691[/C][/ROW]
[ROW][C]35[/C][C]0.011615[/C][C]0.1039[/C][C]0.458761[/C][/ROW]
[ROW][C]36[/C][C]0.013464[/C][C]0.1204[/C][C]0.452224[/C][/ROW]
[ROW][C]37[/C][C]-0.005676[/C][C]-0.0508[/C][C]0.520181[/C][/ROW]
[ROW][C]38[/C][C]-0.004966[/C][C]-0.0444[/C][C]0.517659[/C][/ROW]
[ROW][C]39[/C][C]-0.049516[/C][C]-0.4429[/C][C]0.670477[/C][/ROW]
[ROW][C]40[/C][C]-0.055[/C][C]-0.4919[/C][C]0.687945[/C][/ROW]
[ROW][C]41[/C][C]-0.063809[/C][C]-0.5707[/C][C]0.715107[/C][/ROW]
[ROW][C]42[/C][C]-0.023395[/C][C]-0.2092[/C][C]0.582607[/C][/ROW]
[ROW][C]43[/C][C]-0.009654[/C][C]-0.0863[/C][C]0.534297[/C][/ROW]
[ROW][C]44[/C][C]-0.022879[/C][C]-0.2046[/C][C]0.580812[/C][/ROW]
[ROW][C]45[/C][C]-0.097803[/C][C]-0.8748[/C][C]0.807843[/C][/ROW]
[ROW][C]46[/C][C]0.077467[/C][C]0.6929[/C][C]0.245194[/C][/ROW]
[ROW][C]47[/C][C]0.024112[/C][C]0.2157[/C][C]0.414898[/C][/ROW]
[ROW][C]48[/C][C]-0.178248[/C][C]-1.5943[/C][C]0.942594[/C][/ROW]
[ROW][C]49[/C][C]0.120578[/C][C]1.0785[/C][C]0.14203[/C][/ROW]
[ROW][C]50[/C][C]0.013245[/C][C]0.1185[/C][C]0.452999[/C][/ROW]
[ROW][C]51[/C][C]0.011915[/C][C]0.1066[/C][C]0.457697[/C][/ROW]
[ROW][C]52[/C][C]0.089417[/C][C]0.7998[/C][C]0.213105[/C][/ROW]
[ROW][C]53[/C][C]-0.083836[/C][C]-0.7499[/C][C]0.772228[/C][/ROW]
[ROW][C]54[/C][C]0.016468[/C][C]0.1473[/C][C]0.441636[/C][/ROW]
[ROW][C]55[/C][C]-0.010838[/C][C]-0.0969[/C][C]0.53849[/C][/ROW]
[ROW][C]56[/C][C]0.01487[/C][C]0.133[/C][C]0.447263[/C][/ROW]
[ROW][C]57[/C][C]-0.078623[/C][C]-0.7032[/C][C]0.758022[/C][/ROW]
[ROW][C]58[/C][C]-0.039481[/C][C]-0.3531[/C][C]0.637541[/C][/ROW]
[ROW][C]59[/C][C]-0.000865[/C][C]-0.0077[/C][C]0.503077[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4879&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4879&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	0.838566	7.5004	0
1	0.132706	1.187	0.119379
2	0.056828	0.5083	0.306326
3	0.042687	0.3818	0.351811
4	0.159053	1.4226	0.079367
5	-0.001744	-0.0156	0.506204
6	-0.115914	-1.0368	0.848516
7	0.018209	0.1629	0.435516
8	-0.033978	-0.3039	0.619006
9	0.130719	1.1692	0.1229
10	0.056593	0.5062	0.30706
11	0.02936	0.2626	0.396765
12	-0.243017	-2.1736	0.983654
13	-0.173209	-1.5492	0.937363
14	0.030875	0.2762	0.39157
15	-0.138742	-1.2409	0.890874
16	-0.064354	-0.5756	0.71675
17	0.054458	0.4871	0.313764
18	0.114646	1.0254	0.154126
19	-0.028216	-0.2524	0.5993
20	-0.143835	-1.2865	0.89901
21	0.026001	0.2326	0.408348
22	-0.007335	-0.0656	0.526072
23	0.087098	0.779	0.219132
24	-0.068917	-0.6164	0.730314
25	0.122975	1.0999	0.137333
26	0.030447	0.2723	0.393038
27	0.027313	0.2443	0.403813
28	0.051115	0.4572	0.324387
29	-0.014959	-0.1338	0.553052
30	0.00265	0.0237	0.490575
31	-0.019753	-0.1767	0.569895
32	-0.071728	-0.6416	0.738502
33	-0.029559	-0.2644	0.603919
34	-0.069387	-0.6206	0.731691
35	0.011615	0.1039	0.458761
36	0.013464	0.1204	0.452224
37	-0.005676	-0.0508	0.520181
38	-0.004966	-0.0444	0.517659
39	-0.049516	-0.4429	0.670477
40	-0.055	-0.4919	0.687945
41	-0.063809	-0.5707	0.715107
42	-0.023395	-0.2092	0.582607
43	-0.009654	-0.0863	0.534297
44	-0.022879	-0.2046	0.580812
45	-0.097803	-0.8748	0.807843
46	0.077467	0.6929	0.245194
47	0.024112	0.2157	0.414898
48	-0.178248	-1.5943	0.942594
49	0.120578	1.0785	0.14203
50	0.013245	0.1185	0.452999
51	0.011915	0.1066	0.457697
52	0.089417	0.7998	0.213105
53	-0.083836	-0.7499	0.772228
54	0.016468	0.1473	0.441636
55	-0.010838	-0.0969	0.53849
56	0.01487	0.133	0.447263
57	-0.078623	-0.7032	0.758022
58	-0.039481	-0.3531	0.637541
59	-0.000865	-0.0077	0.503077

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