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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 28 Nov 2007 12:03:55 -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/Nov/28/t119627607775fd3ih13fhypvb.htm/, Retrieved Thu, 02 May 2024 01:26:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7225, Retrieved Thu, 02 May 2024 01:26:11 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

185

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

-       [(Partial) Autocorrelation Function] [autocorrelation] [2007-11-28 19:03:55] [ecfd493d8912453b8c9c073043a11928] [Current]

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Dataseries X:

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Histogram

Boxplots

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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=7225&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=7225&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7225&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	8.4853	0
1	0.940134	7.9773	0
2	0.898626	7.6251	0
3	0.866299	7.3508	0
4	0.806432	6.8428	0
5	0.747522	6.3429	0
6	0.710604	6.0297	0
7	0.673687	5.7164	0
8	0.623956	5.2944	1e-06
9	0.576903	4.8952	3e-06
10	0.527172	4.4732	1.4e-05
11	0.482031	4.0902	5.5e-05
12	0.431344	3.6601	0.000239
13	0.390793	3.316	0.000716
14	0.359422	3.0498	0.001602
15	0.340863	2.8923	0.002527
16	0.308536	2.618	0.005387
17	0.286344	2.4297	0.008803
18	0.259562	2.2025	0.015418
19	0.223601	1.8973	0.030898
20	0.188596	1.6003	0.056957
21	0.16277	1.3812	0.085752
22	0.122219	1.0371	0.151588
23	0.080712	0.6849	0.247815
24	0.056607	0.4803	0.316225
25	0.023323	0.1979	0.421838
26	-0.00996	-0.0845	0.53356
27	-0.038655	-0.328	0.628066
28	-0.071939	-0.6104	0.728247
29	-0.104266	-0.8847	0.810376
30	-0.127414	-1.0811	0.85838
31	-0.159742	-1.3555	0.910246
32	-0.181934	-1.5438	0.936485
33	-0.194946	-1.6542	0.948777
34	-0.226318	-1.9204	0.970614
35	-0.242964	-2.0616	0.978572
36	-0.25502	-2.1639	0.983105
37	-0.276256	-2.3441	0.989082
38	-0.292902	-2.4854	0.992367
39	-0.301324	-2.5568	0.993664
40	-0.309747	-2.6283	0.994759
41	-0.322759	-2.7387	0.996116
42	-0.327548	-2.7793	0.996528
43	-0.336927	-2.8589	0.997222
44	-0.341716	-2.8996	0.997524
45	-0.356641	-3.0262	0.998283
46	-0.376155	-3.1918	0.998952
47	-0.39108	-3.3184	0.999289
48	-0.401415	-3.4061	0.999459
49	-0.42093	-3.5717	0.999682
50	-0.425719	-3.6123	0.999721
51	-0.415782	-3.528	0.999633
52	-0.414069	-3.5135	0.999616
53	-0.416946	-3.5379	0.999645
54	-0.402419	-3.4146	0.999474
55	-0.387893	-3.2914	0.999227
56	-0.387136	-3.285	0.999211
57	-0.359796	-3.053	0.998413
58	-0.341636	-2.8989	0.99752
59	-0.31793	-2.6977	0.995655

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.940134 & 7.9773 & 0 \tabularnewline
2 & 0.898626 & 7.6251 & 0 \tabularnewline
3 & 0.866299 & 7.3508 & 0 \tabularnewline
4 & 0.806432 & 6.8428 & 0 \tabularnewline
5 & 0.747522 & 6.3429 & 0 \tabularnewline
6 & 0.710604 & 6.0297 & 0 \tabularnewline
7 & 0.673687 & 5.7164 & 0 \tabularnewline
8 & 0.623956 & 5.2944 & 1e-06 \tabularnewline
9 & 0.576903 & 4.8952 & 3e-06 \tabularnewline
10 & 0.527172 & 4.4732 & 1.4e-05 \tabularnewline
11 & 0.482031 & 4.0902 & 5.5e-05 \tabularnewline
12 & 0.431344 & 3.6601 & 0.000239 \tabularnewline
13 & 0.390793 & 3.316 & 0.000716 \tabularnewline
14 & 0.359422 & 3.0498 & 0.001602 \tabularnewline
15 & 0.340863 & 2.8923 & 0.002527 \tabularnewline
16 & 0.308536 & 2.618 & 0.005387 \tabularnewline
17 & 0.286344 & 2.4297 & 0.008803 \tabularnewline
18 & 0.259562 & 2.2025 & 0.015418 \tabularnewline
19 & 0.223601 & 1.8973 & 0.030898 \tabularnewline
20 & 0.188596 & 1.6003 & 0.056957 \tabularnewline
21 & 0.16277 & 1.3812 & 0.085752 \tabularnewline
22 & 0.122219 & 1.0371 & 0.151588 \tabularnewline
23 & 0.080712 & 0.6849 & 0.247815 \tabularnewline
24 & 0.056607 & 0.4803 & 0.316225 \tabularnewline
25 & 0.023323 & 0.1979 & 0.421838 \tabularnewline
26 & -0.00996 & -0.0845 & 0.53356 \tabularnewline
27 & -0.038655 & -0.328 & 0.628066 \tabularnewline
28 & -0.071939 & -0.6104 & 0.728247 \tabularnewline
29 & -0.104266 & -0.8847 & 0.810376 \tabularnewline
30 & -0.127414 & -1.0811 & 0.85838 \tabularnewline
31 & -0.159742 & -1.3555 & 0.910246 \tabularnewline
32 & -0.181934 & -1.5438 & 0.936485 \tabularnewline
33 & -0.194946 & -1.6542 & 0.948777 \tabularnewline
34 & -0.226318 & -1.9204 & 0.970614 \tabularnewline
35 & -0.242964 & -2.0616 & 0.978572 \tabularnewline
36 & -0.25502 & -2.1639 & 0.983105 \tabularnewline
37 & -0.276256 & -2.3441 & 0.989082 \tabularnewline
38 & -0.292902 & -2.4854 & 0.992367 \tabularnewline
39 & -0.301324 & -2.5568 & 0.993664 \tabularnewline
40 & -0.309747 & -2.6283 & 0.994759 \tabularnewline
41 & -0.322759 & -2.7387 & 0.996116 \tabularnewline
42 & -0.327548 & -2.7793 & 0.996528 \tabularnewline
43 & -0.336927 & -2.8589 & 0.997222 \tabularnewline
44 & -0.341716 & -2.8996 & 0.997524 \tabularnewline
45 & -0.356641 & -3.0262 & 0.998283 \tabularnewline
46 & -0.376155 & -3.1918 & 0.998952 \tabularnewline
47 & -0.39108 & -3.3184 & 0.999289 \tabularnewline
48 & -0.401415 & -3.4061 & 0.999459 \tabularnewline
49 & -0.42093 & -3.5717 & 0.999682 \tabularnewline
50 & -0.425719 & -3.6123 & 0.999721 \tabularnewline
51 & -0.415782 & -3.528 & 0.999633 \tabularnewline
52 & -0.414069 & -3.5135 & 0.999616 \tabularnewline
53 & -0.416946 & -3.5379 & 0.999645 \tabularnewline
54 & -0.402419 & -3.4146 & 0.999474 \tabularnewline
55 & -0.387893 & -3.2914 & 0.999227 \tabularnewline
56 & -0.387136 & -3.285 & 0.999211 \tabularnewline
57 & -0.359796 & -3.053 & 0.998413 \tabularnewline
58 & -0.341636 & -2.8989 & 0.99752 \tabularnewline
59 & -0.31793 & -2.6977 & 0.995655 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7225&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]8.4853[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.940134[/C][C]7.9773[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.898626[/C][C]7.6251[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.866299[/C][C]7.3508[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.806432[/C][C]6.8428[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.747522[/C][C]6.3429[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.710604[/C][C]6.0297[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.673687[/C][C]5.7164[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.623956[/C][C]5.2944[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.576903[/C][C]4.8952[/C][C]3e-06[/C][/ROW]
[ROW][C]10[/C][C]0.527172[/C][C]4.4732[/C][C]1.4e-05[/C][/ROW]
[ROW][C]11[/C][C]0.482031[/C][C]4.0902[/C][C]5.5e-05[/C][/ROW]
[ROW][C]12[/C][C]0.431344[/C][C]3.6601[/C][C]0.000239[/C][/ROW]
[ROW][C]13[/C][C]0.390793[/C][C]3.316[/C][C]0.000716[/C][/ROW]
[ROW][C]14[/C][C]0.359422[/C][C]3.0498[/C][C]0.001602[/C][/ROW]
[ROW][C]15[/C][C]0.340863[/C][C]2.8923[/C][C]0.002527[/C][/ROW]
[ROW][C]16[/C][C]0.308536[/C][C]2.618[/C][C]0.005387[/C][/ROW]
[ROW][C]17[/C][C]0.286344[/C][C]2.4297[/C][C]0.008803[/C][/ROW]
[ROW][C]18[/C][C]0.259562[/C][C]2.2025[/C][C]0.015418[/C][/ROW]
[ROW][C]19[/C][C]0.223601[/C][C]1.8973[/C][C]0.030898[/C][/ROW]
[ROW][C]20[/C][C]0.188596[/C][C]1.6003[/C][C]0.056957[/C][/ROW]
[ROW][C]21[/C][C]0.16277[/C][C]1.3812[/C][C]0.085752[/C][/ROW]
[ROW][C]22[/C][C]0.122219[/C][C]1.0371[/C][C]0.151588[/C][/ROW]
[ROW][C]23[/C][C]0.080712[/C][C]0.6849[/C][C]0.247815[/C][/ROW]
[ROW][C]24[/C][C]0.056607[/C][C]0.4803[/C][C]0.316225[/C][/ROW]
[ROW][C]25[/C][C]0.023323[/C][C]0.1979[/C][C]0.421838[/C][/ROW]
[ROW][C]26[/C][C]-0.00996[/C][C]-0.0845[/C][C]0.53356[/C][/ROW]
[ROW][C]27[/C][C]-0.038655[/C][C]-0.328[/C][C]0.628066[/C][/ROW]
[ROW][C]28[/C][C]-0.071939[/C][C]-0.6104[/C][C]0.728247[/C][/ROW]
[ROW][C]29[/C][C]-0.104266[/C][C]-0.8847[/C][C]0.810376[/C][/ROW]
[ROW][C]30[/C][C]-0.127414[/C][C]-1.0811[/C][C]0.85838[/C][/ROW]
[ROW][C]31[/C][C]-0.159742[/C][C]-1.3555[/C][C]0.910246[/C][/ROW]
[ROW][C]32[/C][C]-0.181934[/C][C]-1.5438[/C][C]0.936485[/C][/ROW]
[ROW][C]33[/C][C]-0.194946[/C][C]-1.6542[/C][C]0.948777[/C][/ROW]
[ROW][C]34[/C][C]-0.226318[/C][C]-1.9204[/C][C]0.970614[/C][/ROW]
[ROW][C]35[/C][C]-0.242964[/C][C]-2.0616[/C][C]0.978572[/C][/ROW]
[ROW][C]36[/C][C]-0.25502[/C][C]-2.1639[/C][C]0.983105[/C][/ROW]
[ROW][C]37[/C][C]-0.276256[/C][C]-2.3441[/C][C]0.989082[/C][/ROW]
[ROW][C]38[/C][C]-0.292902[/C][C]-2.4854[/C][C]0.992367[/C][/ROW]
[ROW][C]39[/C][C]-0.301324[/C][C]-2.5568[/C][C]0.993664[/C][/ROW]
[ROW][C]40[/C][C]-0.309747[/C][C]-2.6283[/C][C]0.994759[/C][/ROW]
[ROW][C]41[/C][C]-0.322759[/C][C]-2.7387[/C][C]0.996116[/C][/ROW]
[ROW][C]42[/C][C]-0.327548[/C][C]-2.7793[/C][C]0.996528[/C][/ROW]
[ROW][C]43[/C][C]-0.336927[/C][C]-2.8589[/C][C]0.997222[/C][/ROW]
[ROW][C]44[/C][C]-0.341716[/C][C]-2.8996[/C][C]0.997524[/C][/ROW]
[ROW][C]45[/C][C]-0.356641[/C][C]-3.0262[/C][C]0.998283[/C][/ROW]
[ROW][C]46[/C][C]-0.376155[/C][C]-3.1918[/C][C]0.998952[/C][/ROW]
[ROW][C]47[/C][C]-0.39108[/C][C]-3.3184[/C][C]0.999289[/C][/ROW]
[ROW][C]48[/C][C]-0.401415[/C][C]-3.4061[/C][C]0.999459[/C][/ROW]
[ROW][C]49[/C][C]-0.42093[/C][C]-3.5717[/C][C]0.999682[/C][/ROW]
[ROW][C]50[/C][C]-0.425719[/C][C]-3.6123[/C][C]0.999721[/C][/ROW]
[ROW][C]51[/C][C]-0.415782[/C][C]-3.528[/C][C]0.999633[/C][/ROW]
[ROW][C]52[/C][C]-0.414069[/C][C]-3.5135[/C][C]0.999616[/C][/ROW]
[ROW][C]53[/C][C]-0.416946[/C][C]-3.5379[/C][C]0.999645[/C][/ROW]
[ROW][C]54[/C][C]-0.402419[/C][C]-3.4146[/C][C]0.999474[/C][/ROW]
[ROW][C]55[/C][C]-0.387893[/C][C]-3.2914[/C][C]0.999227[/C][/ROW]
[ROW][C]56[/C][C]-0.387136[/C][C]-3.285[/C][C]0.999211[/C][/ROW]
[ROW][C]57[/C][C]-0.359796[/C][C]-3.053[/C][C]0.998413[/C][/ROW]
[ROW][C]58[/C][C]-0.341636[/C][C]-2.8989[/C][C]0.99752[/C][/ROW]
[ROW][C]59[/C][C]-0.31793[/C][C]-2.6977[/C][C]0.995655[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7225&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7225&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	8.4853	0
1	0.940134	7.9773	0
2	0.898626	7.6251	0
3	0.866299	7.3508	0
4	0.806432	6.8428	0
5	0.747522	6.3429	0
6	0.710604	6.0297	0
7	0.673687	5.7164	0
8	0.623956	5.2944	1e-06
9	0.576903	4.8952	3e-06
10	0.527172	4.4732	1.4e-05
11	0.482031	4.0902	5.5e-05
12	0.431344	3.6601	0.000239
13	0.390793	3.316	0.000716
14	0.359422	3.0498	0.001602
15	0.340863	2.8923	0.002527
16	0.308536	2.618	0.005387
17	0.286344	2.4297	0.008803
18	0.259562	2.2025	0.015418
19	0.223601	1.8973	0.030898
20	0.188596	1.6003	0.056957
21	0.16277	1.3812	0.085752
22	0.122219	1.0371	0.151588
23	0.080712	0.6849	0.247815
24	0.056607	0.4803	0.316225
25	0.023323	0.1979	0.421838
26	-0.00996	-0.0845	0.53356
27	-0.038655	-0.328	0.628066
28	-0.071939	-0.6104	0.728247
29	-0.104266	-0.8847	0.810376
30	-0.127414	-1.0811	0.85838
31	-0.159742	-1.3555	0.910246
32	-0.181934	-1.5438	0.936485
33	-0.194946	-1.6542	0.948777
34	-0.226318	-1.9204	0.970614
35	-0.242964	-2.0616	0.978572
36	-0.25502	-2.1639	0.983105
37	-0.276256	-2.3441	0.989082
38	-0.292902	-2.4854	0.992367
39	-0.301324	-2.5568	0.993664
40	-0.309747	-2.6283	0.994759
41	-0.322759	-2.7387	0.996116
42	-0.327548	-2.7793	0.996528
43	-0.336927	-2.8589	0.997222
44	-0.341716	-2.8996	0.997524
45	-0.356641	-3.0262	0.998283
46	-0.376155	-3.1918	0.998952
47	-0.39108	-3.3184	0.999289
48	-0.401415	-3.4061	0.999459
49	-0.42093	-3.5717	0.999682
50	-0.425719	-3.6123	0.999721
51	-0.415782	-3.528	0.999633
52	-0.414069	-3.5135	0.999616
53	-0.416946	-3.5379	0.999645
54	-0.402419	-3.4146	0.999474
55	-0.387893	-3.2914	0.999227
56	-0.387136	-3.285	0.999211
57	-0.359796	-3.053	0.998413
58	-0.341636	-2.8989	0.99752
59	-0.31793	-2.6977	0.995655

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.940134	7.9773	0
1	0.127209	1.0794	0.142006
2	0.081791	0.694	0.244951
3	-0.231581	-1.965	0.973366
4	-0.089049	-0.7556	0.773824
5	0.127801	1.0844	0.140897
6	0.084737	0.719	0.23723
7	-0.099284	-0.8424	0.798837
8	-0.119068	-1.0103	0.842139
9	-0.104965	-0.8907	0.811959
10	0.080896	0.6864	0.247325
11	-0.017525	-0.1487	0.5589
12	0.039628	0.3363	0.36883
13	0.017983	0.1526	0.439574
14	0.136415	1.1575	0.125442
15	-0.110698	-0.9393	0.824641
16	0.009688	0.0822	0.467355
17	-0.113067	-0.9594	0.829717
18	-0.027279	-0.2315	0.591196
19	-0.031108	-0.264	0.603718
20	0.056308	0.4778	0.317124
21	-0.175568	-1.4897	0.92967
22	-0.075853	-0.6436	0.739072
23	0.048941	0.4153	0.339588
24	0.039658	0.3365	0.368732
25	-0.008604	-0.073	0.529
26	-0.038597	-0.3275	0.627882
27	-0.117306	-0.9954	0.838555
28	0.050846	0.4314	0.333717
29	0.051408	0.4362	0.331994
30	-0.074954	-0.636	0.736606
31	-0.046245	-0.3924	0.65204
32	0.053365	0.4528	0.326021
33	-0.143601	-1.2185	0.886493
34	0.075675	0.6421	0.261416
35	-0.063932	-0.5425	0.705417
36	0.004178	0.0354	0.48591
37	0.000876	0.0074	0.497044
38	0.020541	0.1743	0.431061
39	0.00321	0.0272	0.489174
40	-0.060488	-0.5133	0.69533
41	-0.022045	-0.1871	0.57393
42	-0.018035	-0.153	0.560599
43	0.065969	0.5598	0.288689
44	-0.154189	-1.3083	0.90254
45	-0.146528	-1.2433	0.89111
46	-0.036312	-0.3081	0.620559
47	0.077742	0.6597	0.255788
48	0.006341	0.0538	0.47862
49	0.019806	0.1681	0.433505
50	0.04361	0.37	0.35622
51	0.042318	0.3591	0.360293
52	-0.075	-0.6364	0.736731
53	0.045731	0.388	0.349565
54	0.054217	0.46	0.323435
55	-0.026449	-0.2244	0.58847
56	0.09045	0.7675	0.22265
57	-0.094933	-0.8055	0.788417
58	0.000502	0.0043	0.498307
59	0.074129	0.629	0.265669

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.940134 & 7.9773 & 0 \tabularnewline
1 & 0.127209 & 1.0794 & 0.142006 \tabularnewline
2 & 0.081791 & 0.694 & 0.244951 \tabularnewline
3 & -0.231581 & -1.965 & 0.973366 \tabularnewline
4 & -0.089049 & -0.7556 & 0.773824 \tabularnewline
5 & 0.127801 & 1.0844 & 0.140897 \tabularnewline
6 & 0.084737 & 0.719 & 0.23723 \tabularnewline
7 & -0.099284 & -0.8424 & 0.798837 \tabularnewline
8 & -0.119068 & -1.0103 & 0.842139 \tabularnewline
9 & -0.104965 & -0.8907 & 0.811959 \tabularnewline
10 & 0.080896 & 0.6864 & 0.247325 \tabularnewline
11 & -0.017525 & -0.1487 & 0.5589 \tabularnewline
12 & 0.039628 & 0.3363 & 0.36883 \tabularnewline
13 & 0.017983 & 0.1526 & 0.439574 \tabularnewline
14 & 0.136415 & 1.1575 & 0.125442 \tabularnewline
15 & -0.110698 & -0.9393 & 0.824641 \tabularnewline
16 & 0.009688 & 0.0822 & 0.467355 \tabularnewline
17 & -0.113067 & -0.9594 & 0.829717 \tabularnewline
18 & -0.027279 & -0.2315 & 0.591196 \tabularnewline
19 & -0.031108 & -0.264 & 0.603718 \tabularnewline
20 & 0.056308 & 0.4778 & 0.317124 \tabularnewline
21 & -0.175568 & -1.4897 & 0.92967 \tabularnewline
22 & -0.075853 & -0.6436 & 0.739072 \tabularnewline
23 & 0.048941 & 0.4153 & 0.339588 \tabularnewline
24 & 0.039658 & 0.3365 & 0.368732 \tabularnewline
25 & -0.008604 & -0.073 & 0.529 \tabularnewline
26 & -0.038597 & -0.3275 & 0.627882 \tabularnewline
27 & -0.117306 & -0.9954 & 0.838555 \tabularnewline
28 & 0.050846 & 0.4314 & 0.333717 \tabularnewline
29 & 0.051408 & 0.4362 & 0.331994 \tabularnewline
30 & -0.074954 & -0.636 & 0.736606 \tabularnewline
31 & -0.046245 & -0.3924 & 0.65204 \tabularnewline
32 & 0.053365 & 0.4528 & 0.326021 \tabularnewline
33 & -0.143601 & -1.2185 & 0.886493 \tabularnewline
34 & 0.075675 & 0.6421 & 0.261416 \tabularnewline
35 & -0.063932 & -0.5425 & 0.705417 \tabularnewline
36 & 0.004178 & 0.0354 & 0.48591 \tabularnewline
37 & 0.000876 & 0.0074 & 0.497044 \tabularnewline
38 & 0.020541 & 0.1743 & 0.431061 \tabularnewline
39 & 0.00321 & 0.0272 & 0.489174 \tabularnewline
40 & -0.060488 & -0.5133 & 0.69533 \tabularnewline
41 & -0.022045 & -0.1871 & 0.57393 \tabularnewline
42 & -0.018035 & -0.153 & 0.560599 \tabularnewline
43 & 0.065969 & 0.5598 & 0.288689 \tabularnewline
44 & -0.154189 & -1.3083 & 0.90254 \tabularnewline
45 & -0.146528 & -1.2433 & 0.89111 \tabularnewline
46 & -0.036312 & -0.3081 & 0.620559 \tabularnewline
47 & 0.077742 & 0.6597 & 0.255788 \tabularnewline
48 & 0.006341 & 0.0538 & 0.47862 \tabularnewline
49 & 0.019806 & 0.1681 & 0.433505 \tabularnewline
50 & 0.04361 & 0.37 & 0.35622 \tabularnewline
51 & 0.042318 & 0.3591 & 0.360293 \tabularnewline
52 & -0.075 & -0.6364 & 0.736731 \tabularnewline
53 & 0.045731 & 0.388 & 0.349565 \tabularnewline
54 & 0.054217 & 0.46 & 0.323435 \tabularnewline
55 & -0.026449 & -0.2244 & 0.58847 \tabularnewline
56 & 0.09045 & 0.7675 & 0.22265 \tabularnewline
57 & -0.094933 & -0.8055 & 0.788417 \tabularnewline
58 & 0.000502 & 0.0043 & 0.498307 \tabularnewline
59 & 0.074129 & 0.629 & 0.265669 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7225&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]0.940134[/C][C]7.9773[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.127209[/C][C]1.0794[/C][C]0.142006[/C][/ROW]
[ROW][C]2[/C][C]0.081791[/C][C]0.694[/C][C]0.244951[/C][/ROW]
[ROW][C]3[/C][C]-0.231581[/C][C]-1.965[/C][C]0.973366[/C][/ROW]
[ROW][C]4[/C][C]-0.089049[/C][C]-0.7556[/C][C]0.773824[/C][/ROW]
[ROW][C]5[/C][C]0.127801[/C][C]1.0844[/C][C]0.140897[/C][/ROW]
[ROW][C]6[/C][C]0.084737[/C][C]0.719[/C][C]0.23723[/C][/ROW]
[ROW][C]7[/C][C]-0.099284[/C][C]-0.8424[/C][C]0.798837[/C][/ROW]
[ROW][C]8[/C][C]-0.119068[/C][C]-1.0103[/C][C]0.842139[/C][/ROW]
[ROW][C]9[/C][C]-0.104965[/C][C]-0.8907[/C][C]0.811959[/C][/ROW]
[ROW][C]10[/C][C]0.080896[/C][C]0.6864[/C][C]0.247325[/C][/ROW]
[ROW][C]11[/C][C]-0.017525[/C][C]-0.1487[/C][C]0.5589[/C][/ROW]
[ROW][C]12[/C][C]0.039628[/C][C]0.3363[/C][C]0.36883[/C][/ROW]
[ROW][C]13[/C][C]0.017983[/C][C]0.1526[/C][C]0.439574[/C][/ROW]
[ROW][C]14[/C][C]0.136415[/C][C]1.1575[/C][C]0.125442[/C][/ROW]
[ROW][C]15[/C][C]-0.110698[/C][C]-0.9393[/C][C]0.824641[/C][/ROW]
[ROW][C]16[/C][C]0.009688[/C][C]0.0822[/C][C]0.467355[/C][/ROW]
[ROW][C]17[/C][C]-0.113067[/C][C]-0.9594[/C][C]0.829717[/C][/ROW]
[ROW][C]18[/C][C]-0.027279[/C][C]-0.2315[/C][C]0.591196[/C][/ROW]
[ROW][C]19[/C][C]-0.031108[/C][C]-0.264[/C][C]0.603718[/C][/ROW]
[ROW][C]20[/C][C]0.056308[/C][C]0.4778[/C][C]0.317124[/C][/ROW]
[ROW][C]21[/C][C]-0.175568[/C][C]-1.4897[/C][C]0.92967[/C][/ROW]
[ROW][C]22[/C][C]-0.075853[/C][C]-0.6436[/C][C]0.739072[/C][/ROW]
[ROW][C]23[/C][C]0.048941[/C][C]0.4153[/C][C]0.339588[/C][/ROW]
[ROW][C]24[/C][C]0.039658[/C][C]0.3365[/C][C]0.368732[/C][/ROW]
[ROW][C]25[/C][C]-0.008604[/C][C]-0.073[/C][C]0.529[/C][/ROW]
[ROW][C]26[/C][C]-0.038597[/C][C]-0.3275[/C][C]0.627882[/C][/ROW]
[ROW][C]27[/C][C]-0.117306[/C][C]-0.9954[/C][C]0.838555[/C][/ROW]
[ROW][C]28[/C][C]0.050846[/C][C]0.4314[/C][C]0.333717[/C][/ROW]
[ROW][C]29[/C][C]0.051408[/C][C]0.4362[/C][C]0.331994[/C][/ROW]
[ROW][C]30[/C][C]-0.074954[/C][C]-0.636[/C][C]0.736606[/C][/ROW]
[ROW][C]31[/C][C]-0.046245[/C][C]-0.3924[/C][C]0.65204[/C][/ROW]
[ROW][C]32[/C][C]0.053365[/C][C]0.4528[/C][C]0.326021[/C][/ROW]
[ROW][C]33[/C][C]-0.143601[/C][C]-1.2185[/C][C]0.886493[/C][/ROW]
[ROW][C]34[/C][C]0.075675[/C][C]0.6421[/C][C]0.261416[/C][/ROW]
[ROW][C]35[/C][C]-0.063932[/C][C]-0.5425[/C][C]0.705417[/C][/ROW]
[ROW][C]36[/C][C]0.004178[/C][C]0.0354[/C][C]0.48591[/C][/ROW]
[ROW][C]37[/C][C]0.000876[/C][C]0.0074[/C][C]0.497044[/C][/ROW]
[ROW][C]38[/C][C]0.020541[/C][C]0.1743[/C][C]0.431061[/C][/ROW]
[ROW][C]39[/C][C]0.00321[/C][C]0.0272[/C][C]0.489174[/C][/ROW]
[ROW][C]40[/C][C]-0.060488[/C][C]-0.5133[/C][C]0.69533[/C][/ROW]
[ROW][C]41[/C][C]-0.022045[/C][C]-0.1871[/C][C]0.57393[/C][/ROW]
[ROW][C]42[/C][C]-0.018035[/C][C]-0.153[/C][C]0.560599[/C][/ROW]
[ROW][C]43[/C][C]0.065969[/C][C]0.5598[/C][C]0.288689[/C][/ROW]
[ROW][C]44[/C][C]-0.154189[/C][C]-1.3083[/C][C]0.90254[/C][/ROW]
[ROW][C]45[/C][C]-0.146528[/C][C]-1.2433[/C][C]0.89111[/C][/ROW]
[ROW][C]46[/C][C]-0.036312[/C][C]-0.3081[/C][C]0.620559[/C][/ROW]
[ROW][C]47[/C][C]0.077742[/C][C]0.6597[/C][C]0.255788[/C][/ROW]
[ROW][C]48[/C][C]0.006341[/C][C]0.0538[/C][C]0.47862[/C][/ROW]
[ROW][C]49[/C][C]0.019806[/C][C]0.1681[/C][C]0.433505[/C][/ROW]
[ROW][C]50[/C][C]0.04361[/C][C]0.37[/C][C]0.35622[/C][/ROW]
[ROW][C]51[/C][C]0.042318[/C][C]0.3591[/C][C]0.360293[/C][/ROW]
[ROW][C]52[/C][C]-0.075[/C][C]-0.6364[/C][C]0.736731[/C][/ROW]
[ROW][C]53[/C][C]0.045731[/C][C]0.388[/C][C]0.349565[/C][/ROW]
[ROW][C]54[/C][C]0.054217[/C][C]0.46[/C][C]0.323435[/C][/ROW]
[ROW][C]55[/C][C]-0.026449[/C][C]-0.2244[/C][C]0.58847[/C][/ROW]
[ROW][C]56[/C][C]0.09045[/C][C]0.7675[/C][C]0.22265[/C][/ROW]
[ROW][C]57[/C][C]-0.094933[/C][C]-0.8055[/C][C]0.788417[/C][/ROW]
[ROW][C]58[/C][C]0.000502[/C][C]0.0043[/C][C]0.498307[/C][/ROW]
[ROW][C]59[/C][C]0.074129[/C][C]0.629[/C][C]0.265669[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7225&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7225&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	0.940134	7.9773	0
1	0.127209	1.0794	0.142006
2	0.081791	0.694	0.244951
3	-0.231581	-1.965	0.973366
4	-0.089049	-0.7556	0.773824
5	0.127801	1.0844	0.140897
6	0.084737	0.719	0.23723
7	-0.099284	-0.8424	0.798837
8	-0.119068	-1.0103	0.842139
9	-0.104965	-0.8907	0.811959
10	0.080896	0.6864	0.247325
11	-0.017525	-0.1487	0.5589
12	0.039628	0.3363	0.36883
13	0.017983	0.1526	0.439574
14	0.136415	1.1575	0.125442
15	-0.110698	-0.9393	0.824641
16	0.009688	0.0822	0.467355
17	-0.113067	-0.9594	0.829717
18	-0.027279	-0.2315	0.591196
19	-0.031108	-0.264	0.603718
20	0.056308	0.4778	0.317124
21	-0.175568	-1.4897	0.92967
22	-0.075853	-0.6436	0.739072
23	0.048941	0.4153	0.339588
24	0.039658	0.3365	0.368732
25	-0.008604	-0.073	0.529
26	-0.038597	-0.3275	0.627882
27	-0.117306	-0.9954	0.838555
28	0.050846	0.4314	0.333717
29	0.051408	0.4362	0.331994
30	-0.074954	-0.636	0.736606
31	-0.046245	-0.3924	0.65204
32	0.053365	0.4528	0.326021
33	-0.143601	-1.2185	0.886493
34	0.075675	0.6421	0.261416
35	-0.063932	-0.5425	0.705417
36	0.004178	0.0354	0.48591
37	0.000876	0.0074	0.497044
38	0.020541	0.1743	0.431061
39	0.00321	0.0272	0.489174
40	-0.060488	-0.5133	0.69533
41	-0.022045	-0.1871	0.57393
42	-0.018035	-0.153	0.560599
43	0.065969	0.5598	0.288689
44	-0.154189	-1.3083	0.90254
45	-0.146528	-1.2433	0.89111
46	-0.036312	-0.3081	0.620559
47	0.077742	0.6597	0.255788
48	0.006341	0.0538	0.47862
49	0.019806	0.1681	0.433505
50	0.04361	0.37	0.35622
51	0.042318	0.3591	0.360293
52	-0.075	-0.6364	0.736731
53	0.045731	0.388	0.349565
54	0.054217	0.46	0.323435
55	-0.026449	-0.2244	0.58847
56	0.09045	0.7675	0.22265
57	-0.094933	-0.8055	0.788417
58	0.000502	0.0043	0.498307
59	0.074129	0.629	0.265669

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 2 ; par4 = 1 ; 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