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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 25 Dec 2007 05:39:58 -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/t1198585237ujvsnu2vr6qtnp6.htm/, Retrieved Sat, 04 May 2024 01:54:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4881, Retrieved Sat, 04 May 2024 01:54:18 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Klaas Van Pelt

Estimated Impact

241

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

-       [(Partial) Autocorrelation Function] [ACF 6] [2007-12-25 12:39:58] [6abd901c2e17b7d5559c695bbff3d863] [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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4881&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4881&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4881&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.2462	0
1	0.188082	1.551	0.062776
2	0.162806	1.3425	0.091944
3	0.019712	0.1626	0.435676
4	0.235949	1.9457	0.027914
5	0.274588	2.2643	0.013374
6	0.049529	0.4084	0.342122
7	-0.073704	-0.6078	0.72732
8	-0.060777	-0.5012	0.691067
9	0.121543	1.0023	0.159883
10	0.100802	0.8312	0.204375
11	-0.013081	-0.1079	0.54279
12	-0.348235	-2.8716	0.99728
13	-0.059668	-0.492	0.68786
14	-0.104374	-0.8607	0.803783
15	-0.014612	-0.1205	0.547776
16	-0.156108	-1.2873	0.898823
17	-0.181692	-1.4983	0.930655
18	-0.049935	-0.4118	0.659099
19	0.069029	0.5692	0.28554
20	-0.008643	-0.0713	0.528305
21	-0.010857	-0.0895	0.535538
22	-0.120447	-0.9932	0.83794
23	0.000955	0.0079	0.496869
24	-0.091117	-0.7514	0.772488
25	0.006313	0.0521	0.479317
26	-0.012491	-0.103	0.540868
27	-0.111771	-0.9217	0.820026
28	-0.017036	-0.1405	0.555654
29	-0.112594	-0.9285	0.821778
30	0.021561	0.1778	0.429705
31	-0.146018	-1.2041	0.883636
32	-0.026694	-0.2201	0.586783
33	-0.209613	-1.7285	0.955782
34	-0.044767	-0.3692	0.643421
35	0.006476	0.0534	0.478783
36	0.082537	0.6806	0.249214
37	-0.1315	-1.0844	0.858986
38	-0.004456	-0.0367	0.514603
39	0.017954	0.1481	0.441369
40	0.107016	0.8825	0.190314
41	0.141283	1.1651	0.124034
42	-0.045473	-0.375	0.645579
43	0.049444	0.4077	0.342378
44	0.080244	0.6617	0.255197
45	0.197759	1.6308	0.053782
46	0.07043	0.5808	0.281655
47	-0.059625	-0.4917	0.687735
48	-0.044857	-0.3699	0.643698
49	0.132132	1.0896	0.13987
50	0.053646	0.4424	0.329812
51	0.068252	0.5628	0.287704
52	-0.114982	-0.9482	0.826799
53	-0.049661	-0.4095	0.658275
54	0.034964	0.2883	0.386991
55	0.008384	0.0691	0.472542
56	-0.036581	-0.3017	0.618083
57	-0.114386	-0.9432	0.825553
58	-0.0618	-0.5096	0.694015
59	-0.03343	-0.2757	0.608182

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.2462 & 0 \tabularnewline
1 & 0.188082 & 1.551 & 0.062776 \tabularnewline
2 & 0.162806 & 1.3425 & 0.091944 \tabularnewline
3 & 0.019712 & 0.1626 & 0.435676 \tabularnewline
4 & 0.235949 & 1.9457 & 0.027914 \tabularnewline
5 & 0.274588 & 2.2643 & 0.013374 \tabularnewline
6 & 0.049529 & 0.4084 & 0.342122 \tabularnewline
7 & -0.073704 & -0.6078 & 0.72732 \tabularnewline
8 & -0.060777 & -0.5012 & 0.691067 \tabularnewline
9 & 0.121543 & 1.0023 & 0.159883 \tabularnewline
10 & 0.100802 & 0.8312 & 0.204375 \tabularnewline
11 & -0.013081 & -0.1079 & 0.54279 \tabularnewline
12 & -0.348235 & -2.8716 & 0.99728 \tabularnewline
13 & -0.059668 & -0.492 & 0.68786 \tabularnewline
14 & -0.104374 & -0.8607 & 0.803783 \tabularnewline
15 & -0.014612 & -0.1205 & 0.547776 \tabularnewline
16 & -0.156108 & -1.2873 & 0.898823 \tabularnewline
17 & -0.181692 & -1.4983 & 0.930655 \tabularnewline
18 & -0.049935 & -0.4118 & 0.659099 \tabularnewline
19 & 0.069029 & 0.5692 & 0.28554 \tabularnewline
20 & -0.008643 & -0.0713 & 0.528305 \tabularnewline
21 & -0.010857 & -0.0895 & 0.535538 \tabularnewline
22 & -0.120447 & -0.9932 & 0.83794 \tabularnewline
23 & 0.000955 & 0.0079 & 0.496869 \tabularnewline
24 & -0.091117 & -0.7514 & 0.772488 \tabularnewline
25 & 0.006313 & 0.0521 & 0.479317 \tabularnewline
26 & -0.012491 & -0.103 & 0.540868 \tabularnewline
27 & -0.111771 & -0.9217 & 0.820026 \tabularnewline
28 & -0.017036 & -0.1405 & 0.555654 \tabularnewline
29 & -0.112594 & -0.9285 & 0.821778 \tabularnewline
30 & 0.021561 & 0.1778 & 0.429705 \tabularnewline
31 & -0.146018 & -1.2041 & 0.883636 \tabularnewline
32 & -0.026694 & -0.2201 & 0.586783 \tabularnewline
33 & -0.209613 & -1.7285 & 0.955782 \tabularnewline
34 & -0.044767 & -0.3692 & 0.643421 \tabularnewline
35 & 0.006476 & 0.0534 & 0.478783 \tabularnewline
36 & 0.082537 & 0.6806 & 0.249214 \tabularnewline
37 & -0.1315 & -1.0844 & 0.858986 \tabularnewline
38 & -0.004456 & -0.0367 & 0.514603 \tabularnewline
39 & 0.017954 & 0.1481 & 0.441369 \tabularnewline
40 & 0.107016 & 0.8825 & 0.190314 \tabularnewline
41 & 0.141283 & 1.1651 & 0.124034 \tabularnewline
42 & -0.045473 & -0.375 & 0.645579 \tabularnewline
43 & 0.049444 & 0.4077 & 0.342378 \tabularnewline
44 & 0.080244 & 0.6617 & 0.255197 \tabularnewline
45 & 0.197759 & 1.6308 & 0.053782 \tabularnewline
46 & 0.07043 & 0.5808 & 0.281655 \tabularnewline
47 & -0.059625 & -0.4917 & 0.687735 \tabularnewline
48 & -0.044857 & -0.3699 & 0.643698 \tabularnewline
49 & 0.132132 & 1.0896 & 0.13987 \tabularnewline
50 & 0.053646 & 0.4424 & 0.329812 \tabularnewline
51 & 0.068252 & 0.5628 & 0.287704 \tabularnewline
52 & -0.114982 & -0.9482 & 0.826799 \tabularnewline
53 & -0.049661 & -0.4095 & 0.658275 \tabularnewline
54 & 0.034964 & 0.2883 & 0.386991 \tabularnewline
55 & 0.008384 & 0.0691 & 0.472542 \tabularnewline
56 & -0.036581 & -0.3017 & 0.618083 \tabularnewline
57 & -0.114386 & -0.9432 & 0.825553 \tabularnewline
58 & -0.0618 & -0.5096 & 0.694015 \tabularnewline
59 & -0.03343 & -0.2757 & 0.608182 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4881&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]8.2462[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.188082[/C][C]1.551[/C][C]0.062776[/C][/ROW]
[ROW][C]2[/C][C]0.162806[/C][C]1.3425[/C][C]0.091944[/C][/ROW]
[ROW][C]3[/C][C]0.019712[/C][C]0.1626[/C][C]0.435676[/C][/ROW]
[ROW][C]4[/C][C]0.235949[/C][C]1.9457[/C][C]0.027914[/C][/ROW]
[ROW][C]5[/C][C]0.274588[/C][C]2.2643[/C][C]0.013374[/C][/ROW]
[ROW][C]6[/C][C]0.049529[/C][C]0.4084[/C][C]0.342122[/C][/ROW]
[ROW][C]7[/C][C]-0.073704[/C][C]-0.6078[/C][C]0.72732[/C][/ROW]
[ROW][C]8[/C][C]-0.060777[/C][C]-0.5012[/C][C]0.691067[/C][/ROW]
[ROW][C]9[/C][C]0.121543[/C][C]1.0023[/C][C]0.159883[/C][/ROW]
[ROW][C]10[/C][C]0.100802[/C][C]0.8312[/C][C]0.204375[/C][/ROW]
[ROW][C]11[/C][C]-0.013081[/C][C]-0.1079[/C][C]0.54279[/C][/ROW]
[ROW][C]12[/C][C]-0.348235[/C][C]-2.8716[/C][C]0.99728[/C][/ROW]
[ROW][C]13[/C][C]-0.059668[/C][C]-0.492[/C][C]0.68786[/C][/ROW]
[ROW][C]14[/C][C]-0.104374[/C][C]-0.8607[/C][C]0.803783[/C][/ROW]
[ROW][C]15[/C][C]-0.014612[/C][C]-0.1205[/C][C]0.547776[/C][/ROW]
[ROW][C]16[/C][C]-0.156108[/C][C]-1.2873[/C][C]0.898823[/C][/ROW]
[ROW][C]17[/C][C]-0.181692[/C][C]-1.4983[/C][C]0.930655[/C][/ROW]
[ROW][C]18[/C][C]-0.049935[/C][C]-0.4118[/C][C]0.659099[/C][/ROW]
[ROW][C]19[/C][C]0.069029[/C][C]0.5692[/C][C]0.28554[/C][/ROW]
[ROW][C]20[/C][C]-0.008643[/C][C]-0.0713[/C][C]0.528305[/C][/ROW]
[ROW][C]21[/C][C]-0.010857[/C][C]-0.0895[/C][C]0.535538[/C][/ROW]
[ROW][C]22[/C][C]-0.120447[/C][C]-0.9932[/C][C]0.83794[/C][/ROW]
[ROW][C]23[/C][C]0.000955[/C][C]0.0079[/C][C]0.496869[/C][/ROW]
[ROW][C]24[/C][C]-0.091117[/C][C]-0.7514[/C][C]0.772488[/C][/ROW]
[ROW][C]25[/C][C]0.006313[/C][C]0.0521[/C][C]0.479317[/C][/ROW]
[ROW][C]26[/C][C]-0.012491[/C][C]-0.103[/C][C]0.540868[/C][/ROW]
[ROW][C]27[/C][C]-0.111771[/C][C]-0.9217[/C][C]0.820026[/C][/ROW]
[ROW][C]28[/C][C]-0.017036[/C][C]-0.1405[/C][C]0.555654[/C][/ROW]
[ROW][C]29[/C][C]-0.112594[/C][C]-0.9285[/C][C]0.821778[/C][/ROW]
[ROW][C]30[/C][C]0.021561[/C][C]0.1778[/C][C]0.429705[/C][/ROW]
[ROW][C]31[/C][C]-0.146018[/C][C]-1.2041[/C][C]0.883636[/C][/ROW]
[ROW][C]32[/C][C]-0.026694[/C][C]-0.2201[/C][C]0.586783[/C][/ROW]
[ROW][C]33[/C][C]-0.209613[/C][C]-1.7285[/C][C]0.955782[/C][/ROW]
[ROW][C]34[/C][C]-0.044767[/C][C]-0.3692[/C][C]0.643421[/C][/ROW]
[ROW][C]35[/C][C]0.006476[/C][C]0.0534[/C][C]0.478783[/C][/ROW]
[ROW][C]36[/C][C]0.082537[/C][C]0.6806[/C][C]0.249214[/C][/ROW]
[ROW][C]37[/C][C]-0.1315[/C][C]-1.0844[/C][C]0.858986[/C][/ROW]
[ROW][C]38[/C][C]-0.004456[/C][C]-0.0367[/C][C]0.514603[/C][/ROW]
[ROW][C]39[/C][C]0.017954[/C][C]0.1481[/C][C]0.441369[/C][/ROW]
[ROW][C]40[/C][C]0.107016[/C][C]0.8825[/C][C]0.190314[/C][/ROW]
[ROW][C]41[/C][C]0.141283[/C][C]1.1651[/C][C]0.124034[/C][/ROW]
[ROW][C]42[/C][C]-0.045473[/C][C]-0.375[/C][C]0.645579[/C][/ROW]
[ROW][C]43[/C][C]0.049444[/C][C]0.4077[/C][C]0.342378[/C][/ROW]
[ROW][C]44[/C][C]0.080244[/C][C]0.6617[/C][C]0.255197[/C][/ROW]
[ROW][C]45[/C][C]0.197759[/C][C]1.6308[/C][C]0.053782[/C][/ROW]
[ROW][C]46[/C][C]0.07043[/C][C]0.5808[/C][C]0.281655[/C][/ROW]
[ROW][C]47[/C][C]-0.059625[/C][C]-0.4917[/C][C]0.687735[/C][/ROW]
[ROW][C]48[/C][C]-0.044857[/C][C]-0.3699[/C][C]0.643698[/C][/ROW]
[ROW][C]49[/C][C]0.132132[/C][C]1.0896[/C][C]0.13987[/C][/ROW]
[ROW][C]50[/C][C]0.053646[/C][C]0.4424[/C][C]0.329812[/C][/ROW]
[ROW][C]51[/C][C]0.068252[/C][C]0.5628[/C][C]0.287704[/C][/ROW]
[ROW][C]52[/C][C]-0.114982[/C][C]-0.9482[/C][C]0.826799[/C][/ROW]
[ROW][C]53[/C][C]-0.049661[/C][C]-0.4095[/C][C]0.658275[/C][/ROW]
[ROW][C]54[/C][C]0.034964[/C][C]0.2883[/C][C]0.386991[/C][/ROW]
[ROW][C]55[/C][C]0.008384[/C][C]0.0691[/C][C]0.472542[/C][/ROW]
[ROW][C]56[/C][C]-0.036581[/C][C]-0.3017[/C][C]0.618083[/C][/ROW]
[ROW][C]57[/C][C]-0.114386[/C][C]-0.9432[/C][C]0.825553[/C][/ROW]
[ROW][C]58[/C][C]-0.0618[/C][C]-0.5096[/C][C]0.694015[/C][/ROW]
[ROW][C]59[/C][C]-0.03343[/C][C]-0.2757[/C][C]0.608182[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4881&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4881&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	8.2462	0
1	0.188082	1.551	0.062776
2	0.162806	1.3425	0.091944
3	0.019712	0.1626	0.435676
4	0.235949	1.9457	0.027914
5	0.274588	2.2643	0.013374
6	0.049529	0.4084	0.342122
7	-0.073704	-0.6078	0.72732
8	-0.060777	-0.5012	0.691067
9	0.121543	1.0023	0.159883
10	0.100802	0.8312	0.204375
11	-0.013081	-0.1079	0.54279
12	-0.348235	-2.8716	0.99728
13	-0.059668	-0.492	0.68786
14	-0.104374	-0.8607	0.803783
15	-0.014612	-0.1205	0.547776
16	-0.156108	-1.2873	0.898823
17	-0.181692	-1.4983	0.930655
18	-0.049935	-0.4118	0.659099
19	0.069029	0.5692	0.28554
20	-0.008643	-0.0713	0.528305
21	-0.010857	-0.0895	0.535538
22	-0.120447	-0.9932	0.83794
23	0.000955	0.0079	0.496869
24	-0.091117	-0.7514	0.772488
25	0.006313	0.0521	0.479317
26	-0.012491	-0.103	0.540868
27	-0.111771	-0.9217	0.820026
28	-0.017036	-0.1405	0.555654
29	-0.112594	-0.9285	0.821778
30	0.021561	0.1778	0.429705
31	-0.146018	-1.2041	0.883636
32	-0.026694	-0.2201	0.586783
33	-0.209613	-1.7285	0.955782
34	-0.044767	-0.3692	0.643421
35	0.006476	0.0534	0.478783
36	0.082537	0.6806	0.249214
37	-0.1315	-1.0844	0.858986
38	-0.004456	-0.0367	0.514603
39	0.017954	0.1481	0.441369
40	0.107016	0.8825	0.190314
41	0.141283	1.1651	0.124034
42	-0.045473	-0.375	0.645579
43	0.049444	0.4077	0.342378
44	0.080244	0.6617	0.255197
45	0.197759	1.6308	0.053782
46	0.07043	0.5808	0.281655
47	-0.059625	-0.4917	0.687735
48	-0.044857	-0.3699	0.643698
49	0.132132	1.0896	0.13987
50	0.053646	0.4424	0.329812
51	0.068252	0.5628	0.287704
52	-0.114982	-0.9482	0.826799
53	-0.049661	-0.4095	0.658275
54	0.034964	0.2883	0.386991
55	0.008384	0.0691	0.472542
56	-0.036581	-0.3017	0.618083
57	-0.114386	-0.9432	0.825553
58	-0.0618	-0.5096	0.694015
59	-0.03343	-0.2757	0.608182

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.188082	1.551	0.062776
1	0.132104	1.0894	0.139921
2	-0.033456	-0.2759	0.608265
3	0.228724	1.8861	0.031776
4	0.222697	1.8364	0.035335
5	-0.098879	-0.8154	0.791149
6	-0.14037	-1.1575	0.874445
7	-0.058715	-0.4842	0.68509
8	0.079002	0.6515	0.258469
9	0.039965	0.3296	0.371372
10	-0.016665	-0.1374	0.554448
11	-0.338179	-2.7887	0.996571
12	0.033316	0.2747	0.392179
13	-0.088906	-0.7331	0.767004
14	-0.05017	-0.4137	0.659808
15	0.034309	0.2829	0.389049
16	0.023872	0.1969	0.422264
17	0.023382	0.1928	0.423841
18	0.102661	0.8466	0.200105
19	-0.06312	-0.5205	0.697797
20	0.097283	0.8022	0.21261
21	-0.048804	-0.4024	0.655691
22	-0.02506	-0.2066	0.581549
23	-0.269606	-2.2232	0.985237
24	0.081521	0.6722	0.251853
25	0.005168	0.0426	0.483067
26	-0.122938	-1.0138	0.842857
27	-0.012371	-0.102	0.540477
28	-0.136294	-1.1239	0.867499
29	0.023908	0.1971	0.42215
30	-0.075146	-0.6197	0.731226
31	0.021086	0.1739	0.431237
32	-0.091386	-0.7536	0.773151
33	0.022275	0.1837	0.427405
34	0.156486	1.2904	0.100638
35	0.007271	0.06	0.476181
36	-0.130564	-1.0767	0.857281
37	0.121817	1.0045	0.159342
38	-0.069605	-0.574	0.716062
39	0.045448	0.3748	0.354498
40	0.035103	0.2895	0.386551
41	-0.014401	-0.1187	0.547088
42	-0.025677	-0.2117	0.583527
43	0.066773	0.5506	0.291847
44	-0.076285	-0.6291	0.734291
45	-0.056087	-0.4625	0.677402
46	-0.037914	-0.3126	0.622247
47	-0.052804	-0.4354	0.667687
48	0.019623	0.1618	0.435965
49	0.073706	0.6078	0.272673
50	-0.015432	-0.1273	0.550442
51	0.066996	0.5525	0.29122
52	-0.064032	-0.528	0.700399
53	-0.053166	-0.4384	0.668765
54	-0.050832	-0.4192	0.661793
55	0.080015	0.6598	0.255798
56	-0.040975	-0.3379	0.631755
57	-0.040757	-0.3361	0.631081
58	-0.077797	-0.6415	0.738331
59	-0.00575	-0.0474	0.518841

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.188082 & 1.551 & 0.062776 \tabularnewline
1 & 0.132104 & 1.0894 & 0.139921 \tabularnewline
2 & -0.033456 & -0.2759 & 0.608265 \tabularnewline
3 & 0.228724 & 1.8861 & 0.031776 \tabularnewline
4 & 0.222697 & 1.8364 & 0.035335 \tabularnewline
5 & -0.098879 & -0.8154 & 0.791149 \tabularnewline
6 & -0.14037 & -1.1575 & 0.874445 \tabularnewline
7 & -0.058715 & -0.4842 & 0.68509 \tabularnewline
8 & 0.079002 & 0.6515 & 0.258469 \tabularnewline
9 & 0.039965 & 0.3296 & 0.371372 \tabularnewline
10 & -0.016665 & -0.1374 & 0.554448 \tabularnewline
11 & -0.338179 & -2.7887 & 0.996571 \tabularnewline
12 & 0.033316 & 0.2747 & 0.392179 \tabularnewline
13 & -0.088906 & -0.7331 & 0.767004 \tabularnewline
14 & -0.05017 & -0.4137 & 0.659808 \tabularnewline
15 & 0.034309 & 0.2829 & 0.389049 \tabularnewline
16 & 0.023872 & 0.1969 & 0.422264 \tabularnewline
17 & 0.023382 & 0.1928 & 0.423841 \tabularnewline
18 & 0.102661 & 0.8466 & 0.200105 \tabularnewline
19 & -0.06312 & -0.5205 & 0.697797 \tabularnewline
20 & 0.097283 & 0.8022 & 0.21261 \tabularnewline
21 & -0.048804 & -0.4024 & 0.655691 \tabularnewline
22 & -0.02506 & -0.2066 & 0.581549 \tabularnewline
23 & -0.269606 & -2.2232 & 0.985237 \tabularnewline
24 & 0.081521 & 0.6722 & 0.251853 \tabularnewline
25 & 0.005168 & 0.0426 & 0.483067 \tabularnewline
26 & -0.122938 & -1.0138 & 0.842857 \tabularnewline
27 & -0.012371 & -0.102 & 0.540477 \tabularnewline
28 & -0.136294 & -1.1239 & 0.867499 \tabularnewline
29 & 0.023908 & 0.1971 & 0.42215 \tabularnewline
30 & -0.075146 & -0.6197 & 0.731226 \tabularnewline
31 & 0.021086 & 0.1739 & 0.431237 \tabularnewline
32 & -0.091386 & -0.7536 & 0.773151 \tabularnewline
33 & 0.022275 & 0.1837 & 0.427405 \tabularnewline
34 & 0.156486 & 1.2904 & 0.100638 \tabularnewline
35 & 0.007271 & 0.06 & 0.476181 \tabularnewline
36 & -0.130564 & -1.0767 & 0.857281 \tabularnewline
37 & 0.121817 & 1.0045 & 0.159342 \tabularnewline
38 & -0.069605 & -0.574 & 0.716062 \tabularnewline
39 & 0.045448 & 0.3748 & 0.354498 \tabularnewline
40 & 0.035103 & 0.2895 & 0.386551 \tabularnewline
41 & -0.014401 & -0.1187 & 0.547088 \tabularnewline
42 & -0.025677 & -0.2117 & 0.583527 \tabularnewline
43 & 0.066773 & 0.5506 & 0.291847 \tabularnewline
44 & -0.076285 & -0.6291 & 0.734291 \tabularnewline
45 & -0.056087 & -0.4625 & 0.677402 \tabularnewline
46 & -0.037914 & -0.3126 & 0.622247 \tabularnewline
47 & -0.052804 & -0.4354 & 0.667687 \tabularnewline
48 & 0.019623 & 0.1618 & 0.435965 \tabularnewline
49 & 0.073706 & 0.6078 & 0.272673 \tabularnewline
50 & -0.015432 & -0.1273 & 0.550442 \tabularnewline
51 & 0.066996 & 0.5525 & 0.29122 \tabularnewline
52 & -0.064032 & -0.528 & 0.700399 \tabularnewline
53 & -0.053166 & -0.4384 & 0.668765 \tabularnewline
54 & -0.050832 & -0.4192 & 0.661793 \tabularnewline
55 & 0.080015 & 0.6598 & 0.255798 \tabularnewline
56 & -0.040975 & -0.3379 & 0.631755 \tabularnewline
57 & -0.040757 & -0.3361 & 0.631081 \tabularnewline
58 & -0.077797 & -0.6415 & 0.738331 \tabularnewline
59 & -0.00575 & -0.0474 & 0.518841 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4881&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]0.188082[/C][C]1.551[/C][C]0.062776[/C][/ROW]
[ROW][C]1[/C][C]0.132104[/C][C]1.0894[/C][C]0.139921[/C][/ROW]
[ROW][C]2[/C][C]-0.033456[/C][C]-0.2759[/C][C]0.608265[/C][/ROW]
[ROW][C]3[/C][C]0.228724[/C][C]1.8861[/C][C]0.031776[/C][/ROW]
[ROW][C]4[/C][C]0.222697[/C][C]1.8364[/C][C]0.035335[/C][/ROW]
[ROW][C]5[/C][C]-0.098879[/C][C]-0.8154[/C][C]0.791149[/C][/ROW]
[ROW][C]6[/C][C]-0.14037[/C][C]-1.1575[/C][C]0.874445[/C][/ROW]
[ROW][C]7[/C][C]-0.058715[/C][C]-0.4842[/C][C]0.68509[/C][/ROW]
[ROW][C]8[/C][C]0.079002[/C][C]0.6515[/C][C]0.258469[/C][/ROW]
[ROW][C]9[/C][C]0.039965[/C][C]0.3296[/C][C]0.371372[/C][/ROW]
[ROW][C]10[/C][C]-0.016665[/C][C]-0.1374[/C][C]0.554448[/C][/ROW]
[ROW][C]11[/C][C]-0.338179[/C][C]-2.7887[/C][C]0.996571[/C][/ROW]
[ROW][C]12[/C][C]0.033316[/C][C]0.2747[/C][C]0.392179[/C][/ROW]
[ROW][C]13[/C][C]-0.088906[/C][C]-0.7331[/C][C]0.767004[/C][/ROW]
[ROW][C]14[/C][C]-0.05017[/C][C]-0.4137[/C][C]0.659808[/C][/ROW]
[ROW][C]15[/C][C]0.034309[/C][C]0.2829[/C][C]0.389049[/C][/ROW]
[ROW][C]16[/C][C]0.023872[/C][C]0.1969[/C][C]0.422264[/C][/ROW]
[ROW][C]17[/C][C]0.023382[/C][C]0.1928[/C][C]0.423841[/C][/ROW]
[ROW][C]18[/C][C]0.102661[/C][C]0.8466[/C][C]0.200105[/C][/ROW]
[ROW][C]19[/C][C]-0.06312[/C][C]-0.5205[/C][C]0.697797[/C][/ROW]
[ROW][C]20[/C][C]0.097283[/C][C]0.8022[/C][C]0.21261[/C][/ROW]
[ROW][C]21[/C][C]-0.048804[/C][C]-0.4024[/C][C]0.655691[/C][/ROW]
[ROW][C]22[/C][C]-0.02506[/C][C]-0.2066[/C][C]0.581549[/C][/ROW]
[ROW][C]23[/C][C]-0.269606[/C][C]-2.2232[/C][C]0.985237[/C][/ROW]
[ROW][C]24[/C][C]0.081521[/C][C]0.6722[/C][C]0.251853[/C][/ROW]
[ROW][C]25[/C][C]0.005168[/C][C]0.0426[/C][C]0.483067[/C][/ROW]
[ROW][C]26[/C][C]-0.122938[/C][C]-1.0138[/C][C]0.842857[/C][/ROW]
[ROW][C]27[/C][C]-0.012371[/C][C]-0.102[/C][C]0.540477[/C][/ROW]
[ROW][C]28[/C][C]-0.136294[/C][C]-1.1239[/C][C]0.867499[/C][/ROW]
[ROW][C]29[/C][C]0.023908[/C][C]0.1971[/C][C]0.42215[/C][/ROW]
[ROW][C]30[/C][C]-0.075146[/C][C]-0.6197[/C][C]0.731226[/C][/ROW]
[ROW][C]31[/C][C]0.021086[/C][C]0.1739[/C][C]0.431237[/C][/ROW]
[ROW][C]32[/C][C]-0.091386[/C][C]-0.7536[/C][C]0.773151[/C][/ROW]
[ROW][C]33[/C][C]0.022275[/C][C]0.1837[/C][C]0.427405[/C][/ROW]
[ROW][C]34[/C][C]0.156486[/C][C]1.2904[/C][C]0.100638[/C][/ROW]
[ROW][C]35[/C][C]0.007271[/C][C]0.06[/C][C]0.476181[/C][/ROW]
[ROW][C]36[/C][C]-0.130564[/C][C]-1.0767[/C][C]0.857281[/C][/ROW]
[ROW][C]37[/C][C]0.121817[/C][C]1.0045[/C][C]0.159342[/C][/ROW]
[ROW][C]38[/C][C]-0.069605[/C][C]-0.574[/C][C]0.716062[/C][/ROW]
[ROW][C]39[/C][C]0.045448[/C][C]0.3748[/C][C]0.354498[/C][/ROW]
[ROW][C]40[/C][C]0.035103[/C][C]0.2895[/C][C]0.386551[/C][/ROW]
[ROW][C]41[/C][C]-0.014401[/C][C]-0.1187[/C][C]0.547088[/C][/ROW]
[ROW][C]42[/C][C]-0.025677[/C][C]-0.2117[/C][C]0.583527[/C][/ROW]
[ROW][C]43[/C][C]0.066773[/C][C]0.5506[/C][C]0.291847[/C][/ROW]
[ROW][C]44[/C][C]-0.076285[/C][C]-0.6291[/C][C]0.734291[/C][/ROW]
[ROW][C]45[/C][C]-0.056087[/C][C]-0.4625[/C][C]0.677402[/C][/ROW]
[ROW][C]46[/C][C]-0.037914[/C][C]-0.3126[/C][C]0.622247[/C][/ROW]
[ROW][C]47[/C][C]-0.052804[/C][C]-0.4354[/C][C]0.667687[/C][/ROW]
[ROW][C]48[/C][C]0.019623[/C][C]0.1618[/C][C]0.435965[/C][/ROW]
[ROW][C]49[/C][C]0.073706[/C][C]0.6078[/C][C]0.272673[/C][/ROW]
[ROW][C]50[/C][C]-0.015432[/C][C]-0.1273[/C][C]0.550442[/C][/ROW]
[ROW][C]51[/C][C]0.066996[/C][C]0.5525[/C][C]0.29122[/C][/ROW]
[ROW][C]52[/C][C]-0.064032[/C][C]-0.528[/C][C]0.700399[/C][/ROW]
[ROW][C]53[/C][C]-0.053166[/C][C]-0.4384[/C][C]0.668765[/C][/ROW]
[ROW][C]54[/C][C]-0.050832[/C][C]-0.4192[/C][C]0.661793[/C][/ROW]
[ROW][C]55[/C][C]0.080015[/C][C]0.6598[/C][C]0.255798[/C][/ROW]
[ROW][C]56[/C][C]-0.040975[/C][C]-0.3379[/C][C]0.631755[/C][/ROW]
[ROW][C]57[/C][C]-0.040757[/C][C]-0.3361[/C][C]0.631081[/C][/ROW]
[ROW][C]58[/C][C]-0.077797[/C][C]-0.6415[/C][C]0.738331[/C][/ROW]
[ROW][C]59[/C][C]-0.00575[/C][C]-0.0474[/C][C]0.518841[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4881&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4881&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	0.188082	1.551	0.062776
1	0.132104	1.0894	0.139921
2	-0.033456	-0.2759	0.608265
3	0.228724	1.8861	0.031776
4	0.222697	1.8364	0.035335
5	-0.098879	-0.8154	0.791149
6	-0.14037	-1.1575	0.874445
7	-0.058715	-0.4842	0.68509
8	0.079002	0.6515	0.258469
9	0.039965	0.3296	0.371372
10	-0.016665	-0.1374	0.554448
11	-0.338179	-2.7887	0.996571
12	0.033316	0.2747	0.392179
13	-0.088906	-0.7331	0.767004
14	-0.05017	-0.4137	0.659808
15	0.034309	0.2829	0.389049
16	0.023872	0.1969	0.422264
17	0.023382	0.1928	0.423841
18	0.102661	0.8466	0.200105
19	-0.06312	-0.5205	0.697797
20	0.097283	0.8022	0.21261
21	-0.048804	-0.4024	0.655691
22	-0.02506	-0.2066	0.581549
23	-0.269606	-2.2232	0.985237
24	0.081521	0.6722	0.251853
25	0.005168	0.0426	0.483067
26	-0.122938	-1.0138	0.842857
27	-0.012371	-0.102	0.540477
28	-0.136294	-1.1239	0.867499
29	0.023908	0.1971	0.42215
30	-0.075146	-0.6197	0.731226
31	0.021086	0.1739	0.431237
32	-0.091386	-0.7536	0.773151
33	0.022275	0.1837	0.427405
34	0.156486	1.2904	0.100638
35	0.007271	0.06	0.476181
36	-0.130564	-1.0767	0.857281
37	0.121817	1.0045	0.159342
38	-0.069605	-0.574	0.716062
39	0.045448	0.3748	0.354498
40	0.035103	0.2895	0.386551
41	-0.014401	-0.1187	0.547088
42	-0.025677	-0.2117	0.583527
43	0.066773	0.5506	0.291847
44	-0.076285	-0.6291	0.734291
45	-0.056087	-0.4625	0.677402
46	-0.037914	-0.3126	0.622247
47	-0.052804	-0.4354	0.667687
48	0.019623	0.1618	0.435965
49	0.073706	0.6078	0.272673
50	-0.015432	-0.1273	0.550442
51	0.066996	0.5525	0.29122
52	-0.064032	-0.528	0.700399
53	-0.053166	-0.4384	0.668765
54	-0.050832	-0.4192	0.661793
55	0.080015	0.6598	0.255798
56	-0.040975	-0.3379	0.631755
57	-0.040757	-0.3361	0.631081
58	-0.077797	-0.6415	0.738331
59	-0.00575	-0.0474	0.518841

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 = -0.6 ; par3 = 0 ; par4 = 1 ; 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