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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 05:43:53 -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/t1198585469thc02jbibu582p4.htm/, Retrieved Fri, 03 May 2024 22:14:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4883, Retrieved Fri, 03 May 2024 22:14:30 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Klaas Van Pelt

Estimated Impact

258

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

-       [(Partial) Autocorrelation Function] [ACF 8] [2007-12-25 12:43:53] [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=4883&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=4883&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4883&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	8.8882	0
1	0.134468	1.1952	0.117796
2	-0.10643	-0.946	0.826477
3	-0.082667	-0.7348	0.76767
4	0.075642	0.6723	0.251671
5	-0.032009	-0.2845	0.611615
6	0.0603	0.536	0.296747
7	-0.01681	-0.1494	0.559196
8	-0.350335	-3.1138	0.998714
9	-0.085744	-0.7621	0.775867
10	0.148794	1.3225	0.094907
11	0.160109	1.4231	0.079325
12	-0.092345	-0.8208	0.792878
13	0.034705	0.3085	0.379269
14	-0.084271	-0.749	0.771964
15	-0.097821	-0.8694	0.806382
16	-0.05213	-0.4633	0.677804
17	0.012177	0.1082	0.457043
18	-0.025286	-0.2247	0.588622
19	-0.016264	-0.1446	0.557287
20	0.204034	1.8135	0.036776
21	0.085708	0.7618	0.224226
22	0.052832	0.4696	0.319972
23	-0.080245	-0.7132	0.761098
24	0.183876	1.6343	0.053085
25	0.053029	0.4713	0.319353
26	-0.057228	-0.5087	0.693795
27	-0.205055	-1.8226	0.963924
28	-0.188755	-1.6777	0.95132
29	-0.101943	-0.9061	0.816177
30	0.058022	0.5157	0.303748
31	0.088378	0.7855	0.21725
32	-0.118806	-1.056	0.8529
33	-0.09401	-0.8356	0.797045
34	-0.044813	-0.3983	0.654262
35	0.108989	0.9687	0.167822
36	0.050427	0.4482	0.327617
37	0.017751	0.1578	0.437518
38	-0.052378	-0.4655	0.678588
39	-0.04148	-0.3687	0.643326
40	0.017584	0.1563	0.4381
41	0.111565	0.9916	0.162207
42	0.124619	1.1076	0.13569
43	-0.036977	-0.3287	0.628359
44	-0.04176	-0.3712	0.64425
45	0.04283	0.3807	0.35223
46	0.00889	0.079	0.46861
47	-0.081876	-0.7277	0.765535
48	-0.045475	-0.4042	0.656418
49	-0.035949	-0.3195	0.624911
50	-0.081432	-0.7238	0.764333
51	-0.030695	-0.2728	0.607148
52	0.009199	0.0818	0.467523
53	-0.041321	-0.3673	0.6428
54	-0.046884	-0.4167	0.66099
55	0.022677	0.2016	0.420389
56	-0.009014	-0.0801	0.531826
57	-0.021484	-0.191	0.575476
58	0.038585	0.343	0.366273
59	0.058607	0.5209	0.301943

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.8882 & 0 \tabularnewline
1 & 0.134468 & 1.1952 & 0.117796 \tabularnewline
2 & -0.10643 & -0.946 & 0.826477 \tabularnewline
3 & -0.082667 & -0.7348 & 0.76767 \tabularnewline
4 & 0.075642 & 0.6723 & 0.251671 \tabularnewline
5 & -0.032009 & -0.2845 & 0.611615 \tabularnewline
6 & 0.0603 & 0.536 & 0.296747 \tabularnewline
7 & -0.01681 & -0.1494 & 0.559196 \tabularnewline
8 & -0.350335 & -3.1138 & 0.998714 \tabularnewline
9 & -0.085744 & -0.7621 & 0.775867 \tabularnewline
10 & 0.148794 & 1.3225 & 0.094907 \tabularnewline
11 & 0.160109 & 1.4231 & 0.079325 \tabularnewline
12 & -0.092345 & -0.8208 & 0.792878 \tabularnewline
13 & 0.034705 & 0.3085 & 0.379269 \tabularnewline
14 & -0.084271 & -0.749 & 0.771964 \tabularnewline
15 & -0.097821 & -0.8694 & 0.806382 \tabularnewline
16 & -0.05213 & -0.4633 & 0.677804 \tabularnewline
17 & 0.012177 & 0.1082 & 0.457043 \tabularnewline
18 & -0.025286 & -0.2247 & 0.588622 \tabularnewline
19 & -0.016264 & -0.1446 & 0.557287 \tabularnewline
20 & 0.204034 & 1.8135 & 0.036776 \tabularnewline
21 & 0.085708 & 0.7618 & 0.224226 \tabularnewline
22 & 0.052832 & 0.4696 & 0.319972 \tabularnewline
23 & -0.080245 & -0.7132 & 0.761098 \tabularnewline
24 & 0.183876 & 1.6343 & 0.053085 \tabularnewline
25 & 0.053029 & 0.4713 & 0.319353 \tabularnewline
26 & -0.057228 & -0.5087 & 0.693795 \tabularnewline
27 & -0.205055 & -1.8226 & 0.963924 \tabularnewline
28 & -0.188755 & -1.6777 & 0.95132 \tabularnewline
29 & -0.101943 & -0.9061 & 0.816177 \tabularnewline
30 & 0.058022 & 0.5157 & 0.303748 \tabularnewline
31 & 0.088378 & 0.7855 & 0.21725 \tabularnewline
32 & -0.118806 & -1.056 & 0.8529 \tabularnewline
33 & -0.09401 & -0.8356 & 0.797045 \tabularnewline
34 & -0.044813 & -0.3983 & 0.654262 \tabularnewline
35 & 0.108989 & 0.9687 & 0.167822 \tabularnewline
36 & 0.050427 & 0.4482 & 0.327617 \tabularnewline
37 & 0.017751 & 0.1578 & 0.437518 \tabularnewline
38 & -0.052378 & -0.4655 & 0.678588 \tabularnewline
39 & -0.04148 & -0.3687 & 0.643326 \tabularnewline
40 & 0.017584 & 0.1563 & 0.4381 \tabularnewline
41 & 0.111565 & 0.9916 & 0.162207 \tabularnewline
42 & 0.124619 & 1.1076 & 0.13569 \tabularnewline
43 & -0.036977 & -0.3287 & 0.628359 \tabularnewline
44 & -0.04176 & -0.3712 & 0.64425 \tabularnewline
45 & 0.04283 & 0.3807 & 0.35223 \tabularnewline
46 & 0.00889 & 0.079 & 0.46861 \tabularnewline
47 & -0.081876 & -0.7277 & 0.765535 \tabularnewline
48 & -0.045475 & -0.4042 & 0.656418 \tabularnewline
49 & -0.035949 & -0.3195 & 0.624911 \tabularnewline
50 & -0.081432 & -0.7238 & 0.764333 \tabularnewline
51 & -0.030695 & -0.2728 & 0.607148 \tabularnewline
52 & 0.009199 & 0.0818 & 0.467523 \tabularnewline
53 & -0.041321 & -0.3673 & 0.6428 \tabularnewline
54 & -0.046884 & -0.4167 & 0.66099 \tabularnewline
55 & 0.022677 & 0.2016 & 0.420389 \tabularnewline
56 & -0.009014 & -0.0801 & 0.531826 \tabularnewline
57 & -0.021484 & -0.191 & 0.575476 \tabularnewline
58 & 0.038585 & 0.343 & 0.366273 \tabularnewline
59 & 0.058607 & 0.5209 & 0.301943 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4883&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]8.8882[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.134468[/C][C]1.1952[/C][C]0.117796[/C][/ROW]
[ROW][C]2[/C][C]-0.10643[/C][C]-0.946[/C][C]0.826477[/C][/ROW]
[ROW][C]3[/C][C]-0.082667[/C][C]-0.7348[/C][C]0.76767[/C][/ROW]
[ROW][C]4[/C][C]0.075642[/C][C]0.6723[/C][C]0.251671[/C][/ROW]
[ROW][C]5[/C][C]-0.032009[/C][C]-0.2845[/C][C]0.611615[/C][/ROW]
[ROW][C]6[/C][C]0.0603[/C][C]0.536[/C][C]0.296747[/C][/ROW]
[ROW][C]7[/C][C]-0.01681[/C][C]-0.1494[/C][C]0.559196[/C][/ROW]
[ROW][C]8[/C][C]-0.350335[/C][C]-3.1138[/C][C]0.998714[/C][/ROW]
[ROW][C]9[/C][C]-0.085744[/C][C]-0.7621[/C][C]0.775867[/C][/ROW]
[ROW][C]10[/C][C]0.148794[/C][C]1.3225[/C][C]0.094907[/C][/ROW]
[ROW][C]11[/C][C]0.160109[/C][C]1.4231[/C][C]0.079325[/C][/ROW]
[ROW][C]12[/C][C]-0.092345[/C][C]-0.8208[/C][C]0.792878[/C][/ROW]
[ROW][C]13[/C][C]0.034705[/C][C]0.3085[/C][C]0.379269[/C][/ROW]
[ROW][C]14[/C][C]-0.084271[/C][C]-0.749[/C][C]0.771964[/C][/ROW]
[ROW][C]15[/C][C]-0.097821[/C][C]-0.8694[/C][C]0.806382[/C][/ROW]
[ROW][C]16[/C][C]-0.05213[/C][C]-0.4633[/C][C]0.677804[/C][/ROW]
[ROW][C]17[/C][C]0.012177[/C][C]0.1082[/C][C]0.457043[/C][/ROW]
[ROW][C]18[/C][C]-0.025286[/C][C]-0.2247[/C][C]0.588622[/C][/ROW]
[ROW][C]19[/C][C]-0.016264[/C][C]-0.1446[/C][C]0.557287[/C][/ROW]
[ROW][C]20[/C][C]0.204034[/C][C]1.8135[/C][C]0.036776[/C][/ROW]
[ROW][C]21[/C][C]0.085708[/C][C]0.7618[/C][C]0.224226[/C][/ROW]
[ROW][C]22[/C][C]0.052832[/C][C]0.4696[/C][C]0.319972[/C][/ROW]
[ROW][C]23[/C][C]-0.080245[/C][C]-0.7132[/C][C]0.761098[/C][/ROW]
[ROW][C]24[/C][C]0.183876[/C][C]1.6343[/C][C]0.053085[/C][/ROW]
[ROW][C]25[/C][C]0.053029[/C][C]0.4713[/C][C]0.319353[/C][/ROW]
[ROW][C]26[/C][C]-0.057228[/C][C]-0.5087[/C][C]0.693795[/C][/ROW]
[ROW][C]27[/C][C]-0.205055[/C][C]-1.8226[/C][C]0.963924[/C][/ROW]
[ROW][C]28[/C][C]-0.188755[/C][C]-1.6777[/C][C]0.95132[/C][/ROW]
[ROW][C]29[/C][C]-0.101943[/C][C]-0.9061[/C][C]0.816177[/C][/ROW]
[ROW][C]30[/C][C]0.058022[/C][C]0.5157[/C][C]0.303748[/C][/ROW]
[ROW][C]31[/C][C]0.088378[/C][C]0.7855[/C][C]0.21725[/C][/ROW]
[ROW][C]32[/C][C]-0.118806[/C][C]-1.056[/C][C]0.8529[/C][/ROW]
[ROW][C]33[/C][C]-0.09401[/C][C]-0.8356[/C][C]0.797045[/C][/ROW]
[ROW][C]34[/C][C]-0.044813[/C][C]-0.3983[/C][C]0.654262[/C][/ROW]
[ROW][C]35[/C][C]0.108989[/C][C]0.9687[/C][C]0.167822[/C][/ROW]
[ROW][C]36[/C][C]0.050427[/C][C]0.4482[/C][C]0.327617[/C][/ROW]
[ROW][C]37[/C][C]0.017751[/C][C]0.1578[/C][C]0.437518[/C][/ROW]
[ROW][C]38[/C][C]-0.052378[/C][C]-0.4655[/C][C]0.678588[/C][/ROW]
[ROW][C]39[/C][C]-0.04148[/C][C]-0.3687[/C][C]0.643326[/C][/ROW]
[ROW][C]40[/C][C]0.017584[/C][C]0.1563[/C][C]0.4381[/C][/ROW]
[ROW][C]41[/C][C]0.111565[/C][C]0.9916[/C][C]0.162207[/C][/ROW]
[ROW][C]42[/C][C]0.124619[/C][C]1.1076[/C][C]0.13569[/C][/ROW]
[ROW][C]43[/C][C]-0.036977[/C][C]-0.3287[/C][C]0.628359[/C][/ROW]
[ROW][C]44[/C][C]-0.04176[/C][C]-0.3712[/C][C]0.64425[/C][/ROW]
[ROW][C]45[/C][C]0.04283[/C][C]0.3807[/C][C]0.35223[/C][/ROW]
[ROW][C]46[/C][C]0.00889[/C][C]0.079[/C][C]0.46861[/C][/ROW]
[ROW][C]47[/C][C]-0.081876[/C][C]-0.7277[/C][C]0.765535[/C][/ROW]
[ROW][C]48[/C][C]-0.045475[/C][C]-0.4042[/C][C]0.656418[/C][/ROW]
[ROW][C]49[/C][C]-0.035949[/C][C]-0.3195[/C][C]0.624911[/C][/ROW]
[ROW][C]50[/C][C]-0.081432[/C][C]-0.7238[/C][C]0.764333[/C][/ROW]
[ROW][C]51[/C][C]-0.030695[/C][C]-0.2728[/C][C]0.607148[/C][/ROW]
[ROW][C]52[/C][C]0.009199[/C][C]0.0818[/C][C]0.467523[/C][/ROW]
[ROW][C]53[/C][C]-0.041321[/C][C]-0.3673[/C][C]0.6428[/C][/ROW]
[ROW][C]54[/C][C]-0.046884[/C][C]-0.4167[/C][C]0.66099[/C][/ROW]
[ROW][C]55[/C][C]0.022677[/C][C]0.2016[/C][C]0.420389[/C][/ROW]
[ROW][C]56[/C][C]-0.009014[/C][C]-0.0801[/C][C]0.531826[/C][/ROW]
[ROW][C]57[/C][C]-0.021484[/C][C]-0.191[/C][C]0.575476[/C][/ROW]
[ROW][C]58[/C][C]0.038585[/C][C]0.343[/C][C]0.366273[/C][/ROW]
[ROW][C]59[/C][C]0.058607[/C][C]0.5209[/C][C]0.301943[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4883&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4883&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	8.8882	0
1	0.134468	1.1952	0.117796
2	-0.10643	-0.946	0.826477
3	-0.082667	-0.7348	0.76767
4	0.075642	0.6723	0.251671
5	-0.032009	-0.2845	0.611615
6	0.0603	0.536	0.296747
7	-0.01681	-0.1494	0.559196
8	-0.350335	-3.1138	0.998714
9	-0.085744	-0.7621	0.775867
10	0.148794	1.3225	0.094907
11	0.160109	1.4231	0.079325
12	-0.092345	-0.8208	0.792878
13	0.034705	0.3085	0.379269
14	-0.084271	-0.749	0.771964
15	-0.097821	-0.8694	0.806382
16	-0.05213	-0.4633	0.677804
17	0.012177	0.1082	0.457043
18	-0.025286	-0.2247	0.588622
19	-0.016264	-0.1446	0.557287
20	0.204034	1.8135	0.036776
21	0.085708	0.7618	0.224226
22	0.052832	0.4696	0.319972
23	-0.080245	-0.7132	0.761098
24	0.183876	1.6343	0.053085
25	0.053029	0.4713	0.319353
26	-0.057228	-0.5087	0.693795
27	-0.205055	-1.8226	0.963924
28	-0.188755	-1.6777	0.95132
29	-0.101943	-0.9061	0.816177
30	0.058022	0.5157	0.303748
31	0.088378	0.7855	0.21725
32	-0.118806	-1.056	0.8529
33	-0.09401	-0.8356	0.797045
34	-0.044813	-0.3983	0.654262
35	0.108989	0.9687	0.167822
36	0.050427	0.4482	0.327617
37	0.017751	0.1578	0.437518
38	-0.052378	-0.4655	0.678588
39	-0.04148	-0.3687	0.643326
40	0.017584	0.1563	0.4381
41	0.111565	0.9916	0.162207
42	0.124619	1.1076	0.13569
43	-0.036977	-0.3287	0.628359
44	-0.04176	-0.3712	0.64425
45	0.04283	0.3807	0.35223
46	0.00889	0.079	0.46861
47	-0.081876	-0.7277	0.765535
48	-0.045475	-0.4042	0.656418
49	-0.035949	-0.3195	0.624911
50	-0.081432	-0.7238	0.764333
51	-0.030695	-0.2728	0.607148
52	0.009199	0.0818	0.467523
53	-0.041321	-0.3673	0.6428
54	-0.046884	-0.4167	0.66099
55	0.022677	0.2016	0.420389
56	-0.009014	-0.0801	0.531826
57	-0.021484	-0.191	0.575476
58	0.038585	0.343	0.366273
59	0.058607	0.5209	0.301943

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.134468	1.1952	0.117796
1	-0.126805	-1.1271	0.868437
2	-0.051225	-0.4553	0.674927
3	0.084941	0.755	0.226255
4	-0.073693	-0.655	0.742815
5	0.092575	0.8228	0.206542
6	-0.040962	-0.3641	0.641612
7	-0.362485	-3.2218	0.999075
8	0.048809	0.4338	0.3328
9	0.084087	0.7474	0.228526
10	0.081908	0.728	0.234378
11	-0.053947	-0.4795	0.683544
12	0.060027	0.5335	0.297581
13	-0.101451	-0.9017	0.815025
14	-0.10341	-0.9191	0.819586
15	-0.153591	-1.3651	0.911959
16	-0.049829	-0.4429	0.670473
17	0.084509	0.7511	0.227403
18	0.078454	0.6973	0.243827
19	0.205955	1.8306	0.035468
20	0.067077	0.5962	0.276376
21	0.008795	0.0782	0.468944
22	-0.190261	-1.6911	0.952618
23	0.123987	1.102	0.136899
24	0.038163	0.3392	0.36768
25	-0.037497	-0.3333	0.630098
26	-0.115493	-1.0265	0.846111
27	-0.10046	-0.8929	0.812691
28	-0.059896	-0.5324	0.702016
29	0.006721	0.0597	0.476259
30	-0.084577	-0.7517	0.772779
31	-0.027765	-0.2468	0.59714
32	0.013202	0.1173	0.453444
33	-0.064423	-0.5726	0.715731
34	-0.027046	-0.2404	0.594674
35	0.021956	0.1951	0.42289
36	-0.019275	-0.1713	0.567796
37	0.075163	0.6681	0.25302
38	0.038899	0.3457	0.365229
39	-0.034005	-0.3022	0.61837
40	0.032481	0.2887	0.386784
41	0.001797	0.016	0.493649
42	-0.068911	-0.6125	0.729015
43	-0.075888	-0.6745	0.749022
44	0.06892	0.6126	0.270958
45	-0.073957	-0.6573	0.743566
46	0.021082	0.1874	0.425921
47	-0.025954	-0.2307	0.590922
48	-0.007665	-0.0681	0.527071
49	-0.043287	-0.3847	0.649269
50	-0.017082	-0.1518	0.560145
51	0.002355	0.0209	0.491678
52	0.045583	0.4051	0.343232
53	-0.059405	-0.528	0.700512
54	-0.126189	-1.1216	0.867284
55	-0.051915	-0.4614	0.677121
56	0.007196	0.064	0.474583
57	0.040613	0.361	0.359541
58	0.041448	0.3684	0.356781
59	-0.01387	-0.1233	0.548901

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.134468 & 1.1952 & 0.117796 \tabularnewline
1 & -0.126805 & -1.1271 & 0.868437 \tabularnewline
2 & -0.051225 & -0.4553 & 0.674927 \tabularnewline
3 & 0.084941 & 0.755 & 0.226255 \tabularnewline
4 & -0.073693 & -0.655 & 0.742815 \tabularnewline
5 & 0.092575 & 0.8228 & 0.206542 \tabularnewline
6 & -0.040962 & -0.3641 & 0.641612 \tabularnewline
7 & -0.362485 & -3.2218 & 0.999075 \tabularnewline
8 & 0.048809 & 0.4338 & 0.3328 \tabularnewline
9 & 0.084087 & 0.7474 & 0.228526 \tabularnewline
10 & 0.081908 & 0.728 & 0.234378 \tabularnewline
11 & -0.053947 & -0.4795 & 0.683544 \tabularnewline
12 & 0.060027 & 0.5335 & 0.297581 \tabularnewline
13 & -0.101451 & -0.9017 & 0.815025 \tabularnewline
14 & -0.10341 & -0.9191 & 0.819586 \tabularnewline
15 & -0.153591 & -1.3651 & 0.911959 \tabularnewline
16 & -0.049829 & -0.4429 & 0.670473 \tabularnewline
17 & 0.084509 & 0.7511 & 0.227403 \tabularnewline
18 & 0.078454 & 0.6973 & 0.243827 \tabularnewline
19 & 0.205955 & 1.8306 & 0.035468 \tabularnewline
20 & 0.067077 & 0.5962 & 0.276376 \tabularnewline
21 & 0.008795 & 0.0782 & 0.468944 \tabularnewline
22 & -0.190261 & -1.6911 & 0.952618 \tabularnewline
23 & 0.123987 & 1.102 & 0.136899 \tabularnewline
24 & 0.038163 & 0.3392 & 0.36768 \tabularnewline
25 & -0.037497 & -0.3333 & 0.630098 \tabularnewline
26 & -0.115493 & -1.0265 & 0.846111 \tabularnewline
27 & -0.10046 & -0.8929 & 0.812691 \tabularnewline
28 & -0.059896 & -0.5324 & 0.702016 \tabularnewline
29 & 0.006721 & 0.0597 & 0.476259 \tabularnewline
30 & -0.084577 & -0.7517 & 0.772779 \tabularnewline
31 & -0.027765 & -0.2468 & 0.59714 \tabularnewline
32 & 0.013202 & 0.1173 & 0.453444 \tabularnewline
33 & -0.064423 & -0.5726 & 0.715731 \tabularnewline
34 & -0.027046 & -0.2404 & 0.594674 \tabularnewline
35 & 0.021956 & 0.1951 & 0.42289 \tabularnewline
36 & -0.019275 & -0.1713 & 0.567796 \tabularnewline
37 & 0.075163 & 0.6681 & 0.25302 \tabularnewline
38 & 0.038899 & 0.3457 & 0.365229 \tabularnewline
39 & -0.034005 & -0.3022 & 0.61837 \tabularnewline
40 & 0.032481 & 0.2887 & 0.386784 \tabularnewline
41 & 0.001797 & 0.016 & 0.493649 \tabularnewline
42 & -0.068911 & -0.6125 & 0.729015 \tabularnewline
43 & -0.075888 & -0.6745 & 0.749022 \tabularnewline
44 & 0.06892 & 0.6126 & 0.270958 \tabularnewline
45 & -0.073957 & -0.6573 & 0.743566 \tabularnewline
46 & 0.021082 & 0.1874 & 0.425921 \tabularnewline
47 & -0.025954 & -0.2307 & 0.590922 \tabularnewline
48 & -0.007665 & -0.0681 & 0.527071 \tabularnewline
49 & -0.043287 & -0.3847 & 0.649269 \tabularnewline
50 & -0.017082 & -0.1518 & 0.560145 \tabularnewline
51 & 0.002355 & 0.0209 & 0.491678 \tabularnewline
52 & 0.045583 & 0.4051 & 0.343232 \tabularnewline
53 & -0.059405 & -0.528 & 0.700512 \tabularnewline
54 & -0.126189 & -1.1216 & 0.867284 \tabularnewline
55 & -0.051915 & -0.4614 & 0.677121 \tabularnewline
56 & 0.007196 & 0.064 & 0.474583 \tabularnewline
57 & 0.040613 & 0.361 & 0.359541 \tabularnewline
58 & 0.041448 & 0.3684 & 0.356781 \tabularnewline
59 & -0.01387 & -0.1233 & 0.548901 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4883&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]0.134468[/C][C]1.1952[/C][C]0.117796[/C][/ROW]
[ROW][C]1[/C][C]-0.126805[/C][C]-1.1271[/C][C]0.868437[/C][/ROW]
[ROW][C]2[/C][C]-0.051225[/C][C]-0.4553[/C][C]0.674927[/C][/ROW]
[ROW][C]3[/C][C]0.084941[/C][C]0.755[/C][C]0.226255[/C][/ROW]
[ROW][C]4[/C][C]-0.073693[/C][C]-0.655[/C][C]0.742815[/C][/ROW]
[ROW][C]5[/C][C]0.092575[/C][C]0.8228[/C][C]0.206542[/C][/ROW]
[ROW][C]6[/C][C]-0.040962[/C][C]-0.3641[/C][C]0.641612[/C][/ROW]
[ROW][C]7[/C][C]-0.362485[/C][C]-3.2218[/C][C]0.999075[/C][/ROW]
[ROW][C]8[/C][C]0.048809[/C][C]0.4338[/C][C]0.3328[/C][/ROW]
[ROW][C]9[/C][C]0.084087[/C][C]0.7474[/C][C]0.228526[/C][/ROW]
[ROW][C]10[/C][C]0.081908[/C][C]0.728[/C][C]0.234378[/C][/ROW]
[ROW][C]11[/C][C]-0.053947[/C][C]-0.4795[/C][C]0.683544[/C][/ROW]
[ROW][C]12[/C][C]0.060027[/C][C]0.5335[/C][C]0.297581[/C][/ROW]
[ROW][C]13[/C][C]-0.101451[/C][C]-0.9017[/C][C]0.815025[/C][/ROW]
[ROW][C]14[/C][C]-0.10341[/C][C]-0.9191[/C][C]0.819586[/C][/ROW]
[ROW][C]15[/C][C]-0.153591[/C][C]-1.3651[/C][C]0.911959[/C][/ROW]
[ROW][C]16[/C][C]-0.049829[/C][C]-0.4429[/C][C]0.670473[/C][/ROW]
[ROW][C]17[/C][C]0.084509[/C][C]0.7511[/C][C]0.227403[/C][/ROW]
[ROW][C]18[/C][C]0.078454[/C][C]0.6973[/C][C]0.243827[/C][/ROW]
[ROW][C]19[/C][C]0.205955[/C][C]1.8306[/C][C]0.035468[/C][/ROW]
[ROW][C]20[/C][C]0.067077[/C][C]0.5962[/C][C]0.276376[/C][/ROW]
[ROW][C]21[/C][C]0.008795[/C][C]0.0782[/C][C]0.468944[/C][/ROW]
[ROW][C]22[/C][C]-0.190261[/C][C]-1.6911[/C][C]0.952618[/C][/ROW]
[ROW][C]23[/C][C]0.123987[/C][C]1.102[/C][C]0.136899[/C][/ROW]
[ROW][C]24[/C][C]0.038163[/C][C]0.3392[/C][C]0.36768[/C][/ROW]
[ROW][C]25[/C][C]-0.037497[/C][C]-0.3333[/C][C]0.630098[/C][/ROW]
[ROW][C]26[/C][C]-0.115493[/C][C]-1.0265[/C][C]0.846111[/C][/ROW]
[ROW][C]27[/C][C]-0.10046[/C][C]-0.8929[/C][C]0.812691[/C][/ROW]
[ROW][C]28[/C][C]-0.059896[/C][C]-0.5324[/C][C]0.702016[/C][/ROW]
[ROW][C]29[/C][C]0.006721[/C][C]0.0597[/C][C]0.476259[/C][/ROW]
[ROW][C]30[/C][C]-0.084577[/C][C]-0.7517[/C][C]0.772779[/C][/ROW]
[ROW][C]31[/C][C]-0.027765[/C][C]-0.2468[/C][C]0.59714[/C][/ROW]
[ROW][C]32[/C][C]0.013202[/C][C]0.1173[/C][C]0.453444[/C][/ROW]
[ROW][C]33[/C][C]-0.064423[/C][C]-0.5726[/C][C]0.715731[/C][/ROW]
[ROW][C]34[/C][C]-0.027046[/C][C]-0.2404[/C][C]0.594674[/C][/ROW]
[ROW][C]35[/C][C]0.021956[/C][C]0.1951[/C][C]0.42289[/C][/ROW]
[ROW][C]36[/C][C]-0.019275[/C][C]-0.1713[/C][C]0.567796[/C][/ROW]
[ROW][C]37[/C][C]0.075163[/C][C]0.6681[/C][C]0.25302[/C][/ROW]
[ROW][C]38[/C][C]0.038899[/C][C]0.3457[/C][C]0.365229[/C][/ROW]
[ROW][C]39[/C][C]-0.034005[/C][C]-0.3022[/C][C]0.61837[/C][/ROW]
[ROW][C]40[/C][C]0.032481[/C][C]0.2887[/C][C]0.386784[/C][/ROW]
[ROW][C]41[/C][C]0.001797[/C][C]0.016[/C][C]0.493649[/C][/ROW]
[ROW][C]42[/C][C]-0.068911[/C][C]-0.6125[/C][C]0.729015[/C][/ROW]
[ROW][C]43[/C][C]-0.075888[/C][C]-0.6745[/C][C]0.749022[/C][/ROW]
[ROW][C]44[/C][C]0.06892[/C][C]0.6126[/C][C]0.270958[/C][/ROW]
[ROW][C]45[/C][C]-0.073957[/C][C]-0.6573[/C][C]0.743566[/C][/ROW]
[ROW][C]46[/C][C]0.021082[/C][C]0.1874[/C][C]0.425921[/C][/ROW]
[ROW][C]47[/C][C]-0.025954[/C][C]-0.2307[/C][C]0.590922[/C][/ROW]
[ROW][C]48[/C][C]-0.007665[/C][C]-0.0681[/C][C]0.527071[/C][/ROW]
[ROW][C]49[/C][C]-0.043287[/C][C]-0.3847[/C][C]0.649269[/C][/ROW]
[ROW][C]50[/C][C]-0.017082[/C][C]-0.1518[/C][C]0.560145[/C][/ROW]
[ROW][C]51[/C][C]0.002355[/C][C]0.0209[/C][C]0.491678[/C][/ROW]
[ROW][C]52[/C][C]0.045583[/C][C]0.4051[/C][C]0.343232[/C][/ROW]
[ROW][C]53[/C][C]-0.059405[/C][C]-0.528[/C][C]0.700512[/C][/ROW]
[ROW][C]54[/C][C]-0.126189[/C][C]-1.1216[/C][C]0.867284[/C][/ROW]
[ROW][C]55[/C][C]-0.051915[/C][C]-0.4614[/C][C]0.677121[/C][/ROW]
[ROW][C]56[/C][C]0.007196[/C][C]0.064[/C][C]0.474583[/C][/ROW]
[ROW][C]57[/C][C]0.040613[/C][C]0.361[/C][C]0.359541[/C][/ROW]
[ROW][C]58[/C][C]0.041448[/C][C]0.3684[/C][C]0.356781[/C][/ROW]
[ROW][C]59[/C][C]-0.01387[/C][C]-0.1233[/C][C]0.548901[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4883&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4883&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	0.134468	1.1952	0.117796
1	-0.126805	-1.1271	0.868437
2	-0.051225	-0.4553	0.674927
3	0.084941	0.755	0.226255
4	-0.073693	-0.655	0.742815
5	0.092575	0.8228	0.206542
6	-0.040962	-0.3641	0.641612
7	-0.362485	-3.2218	0.999075
8	0.048809	0.4338	0.3328
9	0.084087	0.7474	0.228526
10	0.081908	0.728	0.234378
11	-0.053947	-0.4795	0.683544
12	0.060027	0.5335	0.297581
13	-0.101451	-0.9017	0.815025
14	-0.10341	-0.9191	0.819586
15	-0.153591	-1.3651	0.911959
16	-0.049829	-0.4429	0.670473
17	0.084509	0.7511	0.227403
18	0.078454	0.6973	0.243827
19	0.205955	1.8306	0.035468
20	0.067077	0.5962	0.276376
21	0.008795	0.0782	0.468944
22	-0.190261	-1.6911	0.952618
23	0.123987	1.102	0.136899
24	0.038163	0.3392	0.36768
25	-0.037497	-0.3333	0.630098
26	-0.115493	-1.0265	0.846111
27	-0.10046	-0.8929	0.812691
28	-0.059896	-0.5324	0.702016
29	0.006721	0.0597	0.476259
30	-0.084577	-0.7517	0.772779
31	-0.027765	-0.2468	0.59714
32	0.013202	0.1173	0.453444
33	-0.064423	-0.5726	0.715731
34	-0.027046	-0.2404	0.594674
35	0.021956	0.1951	0.42289
36	-0.019275	-0.1713	0.567796
37	0.075163	0.6681	0.25302
38	0.038899	0.3457	0.365229
39	-0.034005	-0.3022	0.61837
40	0.032481	0.2887	0.386784
41	0.001797	0.016	0.493649
42	-0.068911	-0.6125	0.729015
43	-0.075888	-0.6745	0.749022
44	0.06892	0.6126	0.270958
45	-0.073957	-0.6573	0.743566
46	0.021082	0.1874	0.425921
47	-0.025954	-0.2307	0.590922
48	-0.007665	-0.0681	0.527071
49	-0.043287	-0.3847	0.649269
50	-0.017082	-0.1518	0.560145
51	0.002355	0.0209	0.491678
52	0.045583	0.4051	0.343232
53	-0.059405	-0.528	0.700512
54	-0.126189	-1.1216	0.867284
55	-0.051915	-0.4614	0.677121
56	0.007196	0.064	0.474583
57	0.040613	0.361	0.359541
58	0.041448	0.3684	0.356781
59	-0.01387	-0.1233	0.548901

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 = 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