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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 07:45:42 -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/29/t1196346952g69wugdz87ebcil.htm/, Retrieved Fri, 03 May 2024 08:42:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7498, Retrieved Fri, 03 May 2024 08:42:54 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

s0650550 s0650062

Estimated Impact

219

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

-       [(Partial) Autocorrelation Function] [Inducing Stationa...] [2007-11-29 14:45:42] [ab924f39c1cc7a5dd22761038b10db61] [Current]

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Dataseries X:

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Histogram

Boxplots

1,1
1,3
1,2
1,6
1,7
1,5
0,9
1,5
1,4
1,6
1,7
1,4
1,8
1,7
1,4
1,2
1,0
1,7
2,4
2,0
2,1
2,0
1,8
2,7
2,3
1,9
2,0
2,3
2,8
2,4
2,3
2,7
2,7
2,9
3,0
2,2
2,3
2,8
2,8
2,8
2,2
2,6
2,8
2,5
2,4
2,3
1,9
1,7
2,0
2,1
1,7
1,8
1,8
1,8
1,3
1,3
1,3
1,2
1,4
2,2

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=7498&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=7498&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7498&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	7.6811	0
1	-0.122329	-0.9396	0.824379
2	-0.276956	-2.1273	0.981209
3	-0.022947	-0.1763	0.569652
4	-0.073263	-0.5627	0.712129
5	0.197104	1.514	0.067684
6	0.026055	0.2001	0.421032
7	-0.204917	-1.574	0.939582
8	0.036067	0.277	0.39136
9	-0.065135	-0.5003	0.690641
10	0.285523	2.1931	0.016125
11	0.231353	1.7771	0.040357
12	-0.477995	-3.6716	0.99974
13	-0.104672	-0.804	0.787688
14	0.20954	1.6095	0.056422
15	0.004476	0.0344	0.486344
16	0.108254	0.8315	0.204518
17	-0.238436	-1.8315	0.963959
18	-0.069565	-0.5343	0.702441
19	0.114201	0.8772	0.191969
20	0.061611	0.4732	0.318894
21	0.068741	0.528	0.299736
22	-0.073799	-0.5669	0.713521
23	-0.174579	-1.341	0.907464
24	0.080397	0.6175	0.269626
25	0.096895	0.7443	0.229835
26	-0.086644	-0.6655	0.745847
27	-0.041585	-0.3194	0.624733
28	-0.065895	-0.5062	0.692682
29	0.047527	0.3651	0.358186
30	0.074638	0.5733	0.284308
31	-0.006519	-0.0501	0.519884
32	0.015215	0.1169	0.453681
33	-0.053625	-0.4119	0.659048
34	0.000682	0.0052	0.497918
35	0.014377	0.1104	0.45622
36	0.020208	0.1552	0.438588
37	-0.120812	-0.928	0.821399
38	0.032478	0.2495	0.401934
39	-0.001156	-0.0089	0.503526
40	-0.009391	-0.0721	0.528631
41	0.161645	1.2416	0.109645
42	0.03116	0.2393	0.405834
43	-0.091451	-0.7024	0.757418
44	0.000521	0.004	0.498409
45	-0.050612	-0.3888	0.650572
46	-9.5e-05	-7e-04	0.50029
47	-0.037431	-0.2875	0.612635
48	0.033985	0.261	0.397485
49	0.019857	0.1525	0.439647
50	0.001684	0.0129	0.494862
51	-0.011486	-0.0882	0.535003
52	0.068383	0.5253	0.300685
53	-0.108621	-0.8343	0.79627
54	-0.03108	-0.2387	0.593927
55	0.024085	0.185	0.426932
56	0.038425	0.2951	0.384458
57	-0.008393	-0.0645	0.525591
58	0.024299	0.1866	0.426289
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & -0.122329 & -0.9396 & 0.824379 \tabularnewline
2 & -0.276956 & -2.1273 & 0.981209 \tabularnewline
3 & -0.022947 & -0.1763 & 0.569652 \tabularnewline
4 & -0.073263 & -0.5627 & 0.712129 \tabularnewline
5 & 0.197104 & 1.514 & 0.067684 \tabularnewline
6 & 0.026055 & 0.2001 & 0.421032 \tabularnewline
7 & -0.204917 & -1.574 & 0.939582 \tabularnewline
8 & 0.036067 & 0.277 & 0.39136 \tabularnewline
9 & -0.065135 & -0.5003 & 0.690641 \tabularnewline
10 & 0.285523 & 2.1931 & 0.016125 \tabularnewline
11 & 0.231353 & 1.7771 & 0.040357 \tabularnewline
12 & -0.477995 & -3.6716 & 0.99974 \tabularnewline
13 & -0.104672 & -0.804 & 0.787688 \tabularnewline
14 & 0.20954 & 1.6095 & 0.056422 \tabularnewline
15 & 0.004476 & 0.0344 & 0.486344 \tabularnewline
16 & 0.108254 & 0.8315 & 0.204518 \tabularnewline
17 & -0.238436 & -1.8315 & 0.963959 \tabularnewline
18 & -0.069565 & -0.5343 & 0.702441 \tabularnewline
19 & 0.114201 & 0.8772 & 0.191969 \tabularnewline
20 & 0.061611 & 0.4732 & 0.318894 \tabularnewline
21 & 0.068741 & 0.528 & 0.299736 \tabularnewline
22 & -0.073799 & -0.5669 & 0.713521 \tabularnewline
23 & -0.174579 & -1.341 & 0.907464 \tabularnewline
24 & 0.080397 & 0.6175 & 0.269626 \tabularnewline
25 & 0.096895 & 0.7443 & 0.229835 \tabularnewline
26 & -0.086644 & -0.6655 & 0.745847 \tabularnewline
27 & -0.041585 & -0.3194 & 0.624733 \tabularnewline
28 & -0.065895 & -0.5062 & 0.692682 \tabularnewline
29 & 0.047527 & 0.3651 & 0.358186 \tabularnewline
30 & 0.074638 & 0.5733 & 0.284308 \tabularnewline
31 & -0.006519 & -0.0501 & 0.519884 \tabularnewline
32 & 0.015215 & 0.1169 & 0.453681 \tabularnewline
33 & -0.053625 & -0.4119 & 0.659048 \tabularnewline
34 & 0.000682 & 0.0052 & 0.497918 \tabularnewline
35 & 0.014377 & 0.1104 & 0.45622 \tabularnewline
36 & 0.020208 & 0.1552 & 0.438588 \tabularnewline
37 & -0.120812 & -0.928 & 0.821399 \tabularnewline
38 & 0.032478 & 0.2495 & 0.401934 \tabularnewline
39 & -0.001156 & -0.0089 & 0.503526 \tabularnewline
40 & -0.009391 & -0.0721 & 0.528631 \tabularnewline
41 & 0.161645 & 1.2416 & 0.109645 \tabularnewline
42 & 0.03116 & 0.2393 & 0.405834 \tabularnewline
43 & -0.091451 & -0.7024 & 0.757418 \tabularnewline
44 & 0.000521 & 0.004 & 0.498409 \tabularnewline
45 & -0.050612 & -0.3888 & 0.650572 \tabularnewline
46 & -9.5e-05 & -7e-04 & 0.50029 \tabularnewline
47 & -0.037431 & -0.2875 & 0.612635 \tabularnewline
48 & 0.033985 & 0.261 & 0.397485 \tabularnewline
49 & 0.019857 & 0.1525 & 0.439647 \tabularnewline
50 & 0.001684 & 0.0129 & 0.494862 \tabularnewline
51 & -0.011486 & -0.0882 & 0.535003 \tabularnewline
52 & 0.068383 & 0.5253 & 0.300685 \tabularnewline
53 & -0.108621 & -0.8343 & 0.79627 \tabularnewline
54 & -0.03108 & -0.2387 & 0.593927 \tabularnewline
55 & 0.024085 & 0.185 & 0.426932 \tabularnewline
56 & 0.038425 & 0.2951 & 0.384458 \tabularnewline
57 & -0.008393 & -0.0645 & 0.525591 \tabularnewline
58 & 0.024299 & 0.1866 & 0.426289 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7498&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]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.122329[/C][C]-0.9396[/C][C]0.824379[/C][/ROW]
[ROW][C]2[/C][C]-0.276956[/C][C]-2.1273[/C][C]0.981209[/C][/ROW]
[ROW][C]3[/C][C]-0.022947[/C][C]-0.1763[/C][C]0.569652[/C][/ROW]
[ROW][C]4[/C][C]-0.073263[/C][C]-0.5627[/C][C]0.712129[/C][/ROW]
[ROW][C]5[/C][C]0.197104[/C][C]1.514[/C][C]0.067684[/C][/ROW]
[ROW][C]6[/C][C]0.026055[/C][C]0.2001[/C][C]0.421032[/C][/ROW]
[ROW][C]7[/C][C]-0.204917[/C][C]-1.574[/C][C]0.939582[/C][/ROW]
[ROW][C]8[/C][C]0.036067[/C][C]0.277[/C][C]0.39136[/C][/ROW]
[ROW][C]9[/C][C]-0.065135[/C][C]-0.5003[/C][C]0.690641[/C][/ROW]
[ROW][C]10[/C][C]0.285523[/C][C]2.1931[/C][C]0.016125[/C][/ROW]
[ROW][C]11[/C][C]0.231353[/C][C]1.7771[/C][C]0.040357[/C][/ROW]
[ROW][C]12[/C][C]-0.477995[/C][C]-3.6716[/C][C]0.99974[/C][/ROW]
[ROW][C]13[/C][C]-0.104672[/C][C]-0.804[/C][C]0.787688[/C][/ROW]
[ROW][C]14[/C][C]0.20954[/C][C]1.6095[/C][C]0.056422[/C][/ROW]
[ROW][C]15[/C][C]0.004476[/C][C]0.0344[/C][C]0.486344[/C][/ROW]
[ROW][C]16[/C][C]0.108254[/C][C]0.8315[/C][C]0.204518[/C][/ROW]
[ROW][C]17[/C][C]-0.238436[/C][C]-1.8315[/C][C]0.963959[/C][/ROW]
[ROW][C]18[/C][C]-0.069565[/C][C]-0.5343[/C][C]0.702441[/C][/ROW]
[ROW][C]19[/C][C]0.114201[/C][C]0.8772[/C][C]0.191969[/C][/ROW]
[ROW][C]20[/C][C]0.061611[/C][C]0.4732[/C][C]0.318894[/C][/ROW]
[ROW][C]21[/C][C]0.068741[/C][C]0.528[/C][C]0.299736[/C][/ROW]
[ROW][C]22[/C][C]-0.073799[/C][C]-0.5669[/C][C]0.713521[/C][/ROW]
[ROW][C]23[/C][C]-0.174579[/C][C]-1.341[/C][C]0.907464[/C][/ROW]
[ROW][C]24[/C][C]0.080397[/C][C]0.6175[/C][C]0.269626[/C][/ROW]
[ROW][C]25[/C][C]0.096895[/C][C]0.7443[/C][C]0.229835[/C][/ROW]
[ROW][C]26[/C][C]-0.086644[/C][C]-0.6655[/C][C]0.745847[/C][/ROW]
[ROW][C]27[/C][C]-0.041585[/C][C]-0.3194[/C][C]0.624733[/C][/ROW]
[ROW][C]28[/C][C]-0.065895[/C][C]-0.5062[/C][C]0.692682[/C][/ROW]
[ROW][C]29[/C][C]0.047527[/C][C]0.3651[/C][C]0.358186[/C][/ROW]
[ROW][C]30[/C][C]0.074638[/C][C]0.5733[/C][C]0.284308[/C][/ROW]
[ROW][C]31[/C][C]-0.006519[/C][C]-0.0501[/C][C]0.519884[/C][/ROW]
[ROW][C]32[/C][C]0.015215[/C][C]0.1169[/C][C]0.453681[/C][/ROW]
[ROW][C]33[/C][C]-0.053625[/C][C]-0.4119[/C][C]0.659048[/C][/ROW]
[ROW][C]34[/C][C]0.000682[/C][C]0.0052[/C][C]0.497918[/C][/ROW]
[ROW][C]35[/C][C]0.014377[/C][C]0.1104[/C][C]0.45622[/C][/ROW]
[ROW][C]36[/C][C]0.020208[/C][C]0.1552[/C][C]0.438588[/C][/ROW]
[ROW][C]37[/C][C]-0.120812[/C][C]-0.928[/C][C]0.821399[/C][/ROW]
[ROW][C]38[/C][C]0.032478[/C][C]0.2495[/C][C]0.401934[/C][/ROW]
[ROW][C]39[/C][C]-0.001156[/C][C]-0.0089[/C][C]0.503526[/C][/ROW]
[ROW][C]40[/C][C]-0.009391[/C][C]-0.0721[/C][C]0.528631[/C][/ROW]
[ROW][C]41[/C][C]0.161645[/C][C]1.2416[/C][C]0.109645[/C][/ROW]
[ROW][C]42[/C][C]0.03116[/C][C]0.2393[/C][C]0.405834[/C][/ROW]
[ROW][C]43[/C][C]-0.091451[/C][C]-0.7024[/C][C]0.757418[/C][/ROW]
[ROW][C]44[/C][C]0.000521[/C][C]0.004[/C][C]0.498409[/C][/ROW]
[ROW][C]45[/C][C]-0.050612[/C][C]-0.3888[/C][C]0.650572[/C][/ROW]
[ROW][C]46[/C][C]-9.5e-05[/C][C]-7e-04[/C][C]0.50029[/C][/ROW]
[ROW][C]47[/C][C]-0.037431[/C][C]-0.2875[/C][C]0.612635[/C][/ROW]
[ROW][C]48[/C][C]0.033985[/C][C]0.261[/C][C]0.397485[/C][/ROW]
[ROW][C]49[/C][C]0.019857[/C][C]0.1525[/C][C]0.439647[/C][/ROW]
[ROW][C]50[/C][C]0.001684[/C][C]0.0129[/C][C]0.494862[/C][/ROW]
[ROW][C]51[/C][C]-0.011486[/C][C]-0.0882[/C][C]0.535003[/C][/ROW]
[ROW][C]52[/C][C]0.068383[/C][C]0.5253[/C][C]0.300685[/C][/ROW]
[ROW][C]53[/C][C]-0.108621[/C][C]-0.8343[/C][C]0.79627[/C][/ROW]
[ROW][C]54[/C][C]-0.03108[/C][C]-0.2387[/C][C]0.593927[/C][/ROW]
[ROW][C]55[/C][C]0.024085[/C][C]0.185[/C][C]0.426932[/C][/ROW]
[ROW][C]56[/C][C]0.038425[/C][C]0.2951[/C][C]0.384458[/C][/ROW]
[ROW][C]57[/C][C]-0.008393[/C][C]-0.0645[/C][C]0.525591[/C][/ROW]
[ROW][C]58[/C][C]0.024299[/C][C]0.1866[/C][C]0.426289[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7498&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7498&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	7.6811	0
1	-0.122329	-0.9396	0.824379
2	-0.276956	-2.1273	0.981209
3	-0.022947	-0.1763	0.569652
4	-0.073263	-0.5627	0.712129
5	0.197104	1.514	0.067684
6	0.026055	0.2001	0.421032
7	-0.204917	-1.574	0.939582
8	0.036067	0.277	0.39136
9	-0.065135	-0.5003	0.690641
10	0.285523	2.1931	0.016125
11	0.231353	1.7771	0.040357
12	-0.477995	-3.6716	0.99974
13	-0.104672	-0.804	0.787688
14	0.20954	1.6095	0.056422
15	0.004476	0.0344	0.486344
16	0.108254	0.8315	0.204518
17	-0.238436	-1.8315	0.963959
18	-0.069565	-0.5343	0.702441
19	0.114201	0.8772	0.191969
20	0.061611	0.4732	0.318894
21	0.068741	0.528	0.299736
22	-0.073799	-0.5669	0.713521
23	-0.174579	-1.341	0.907464
24	0.080397	0.6175	0.269626
25	0.096895	0.7443	0.229835
26	-0.086644	-0.6655	0.745847
27	-0.041585	-0.3194	0.624733
28	-0.065895	-0.5062	0.692682
29	0.047527	0.3651	0.358186
30	0.074638	0.5733	0.284308
31	-0.006519	-0.0501	0.519884
32	0.015215	0.1169	0.453681
33	-0.053625	-0.4119	0.659048
34	0.000682	0.0052	0.497918
35	0.014377	0.1104	0.45622
36	0.020208	0.1552	0.438588
37	-0.120812	-0.928	0.821399
38	0.032478	0.2495	0.401934
39	-0.001156	-0.0089	0.503526
40	-0.009391	-0.0721	0.528631
41	0.161645	1.2416	0.109645
42	0.03116	0.2393	0.405834
43	-0.091451	-0.7024	0.757418
44	0.000521	0.004	0.498409
45	-0.050612	-0.3888	0.650572
46	-9.5e-05	-7e-04	0.50029
47	-0.037431	-0.2875	0.612635
48	0.033985	0.261	0.397485
49	0.019857	0.1525	0.439647
50	0.001684	0.0129	0.494862
51	-0.011486	-0.0882	0.535003
52	0.068383	0.5253	0.300685
53	-0.108621	-0.8343	0.79627
54	-0.03108	-0.2387	0.593927
55	0.024085	0.185	0.426932
56	0.038425	0.2951	0.384458
57	-0.008393	-0.0645	0.525591
58	0.024299	0.1866	0.426289
59	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.122329	-0.9396	0.824379
1	-0.296355	-2.2763	0.986765
2	-0.114765	-0.8815	0.809196
3	-0.201693	-1.5492	0.936664
4	0.12392	0.9518	0.172529
5	0.001918	0.0147	0.494148
6	-0.127041	-0.9758	0.833431
7	-0.002913	-0.0224	0.508888
8	-0.143837	-1.1048	0.863142
9	0.27316	2.0982	0.02009
10	0.291854	2.2418	0.014375
11	-0.259259	-1.9914	0.974464
12	-0.118298	-0.9087	0.816387
13	0.080087	0.6152	0.270408
14	-0.06246	-0.4798	0.683416
15	0.028548	0.2193	0.413594
16	-0.140086	-1.076	0.85685
17	-0.032118	-0.2467	0.597003
18	-0.105145	-0.8076	0.788728
19	0.021386	0.1643	0.435042
20	-0.08677	-0.6665	0.746153
21	0.105667	0.8116	0.210129
22	0.127141	0.9766	0.16638
23	-0.183444	-1.4091	0.917967
24	-0.056598	-0.4347	0.667331
25	-0.068366	-0.5251	0.699268
26	0.00444	0.0341	0.486453
27	0.018961	0.1456	0.442351
28	-0.084633	-0.6501	0.740918
29	-0.119679	-0.9193	0.819152
30	0.011774	0.0904	0.464124
31	0.071062	0.5458	0.293618
32	-0.016988	-0.1305	0.551687
33	0.068548	0.5265	0.300247
34	-0.015568	-0.1196	0.54739
35	-0.048648	-0.3737	0.645007
36	-0.143425	-1.1017	0.86246
37	-0.003179	-0.0244	0.509699
38	-0.068457	-0.5258	0.699511
39	-0.018877	-0.145	0.557398
40	0.140644	1.0803	0.142201
41	0.039998	0.3072	0.379876
42	-0.057661	-0.4429	0.670272
43	0.070033	0.5379	0.296322
44	-0.038546	-0.2961	0.615896
45	-0.050108	-0.3849	0.649147
46	-0.109381	-0.8402	0.797897
47	0.0767	0.5891	0.279006
48	-0.09123	-0.7008	0.756894
49	0.014724	0.1131	0.455168
50	-0.095708	-0.7351	0.767419
51	-0.172113	-1.322	0.904369
52	0.027069	0.2079	0.418003
53	0.006669	0.0512	0.479658
54	-0.075045	-0.5764	0.716742
55	0.079584	0.6113	0.271675
56	0.00574	0.0441	0.482491
57	0.032046	0.2461	0.403211
58	NA	NA	NA
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.122329 & -0.9396 & 0.824379 \tabularnewline
1 & -0.296355 & -2.2763 & 0.986765 \tabularnewline
2 & -0.114765 & -0.8815 & 0.809196 \tabularnewline
3 & -0.201693 & -1.5492 & 0.936664 \tabularnewline
4 & 0.12392 & 0.9518 & 0.172529 \tabularnewline
5 & 0.001918 & 0.0147 & 0.494148 \tabularnewline
6 & -0.127041 & -0.9758 & 0.833431 \tabularnewline
7 & -0.002913 & -0.0224 & 0.508888 \tabularnewline
8 & -0.143837 & -1.1048 & 0.863142 \tabularnewline
9 & 0.27316 & 2.0982 & 0.02009 \tabularnewline
10 & 0.291854 & 2.2418 & 0.014375 \tabularnewline
11 & -0.259259 & -1.9914 & 0.974464 \tabularnewline
12 & -0.118298 & -0.9087 & 0.816387 \tabularnewline
13 & 0.080087 & 0.6152 & 0.270408 \tabularnewline
14 & -0.06246 & -0.4798 & 0.683416 \tabularnewline
15 & 0.028548 & 0.2193 & 0.413594 \tabularnewline
16 & -0.140086 & -1.076 & 0.85685 \tabularnewline
17 & -0.032118 & -0.2467 & 0.597003 \tabularnewline
18 & -0.105145 & -0.8076 & 0.788728 \tabularnewline
19 & 0.021386 & 0.1643 & 0.435042 \tabularnewline
20 & -0.08677 & -0.6665 & 0.746153 \tabularnewline
21 & 0.105667 & 0.8116 & 0.210129 \tabularnewline
22 & 0.127141 & 0.9766 & 0.16638 \tabularnewline
23 & -0.183444 & -1.4091 & 0.917967 \tabularnewline
24 & -0.056598 & -0.4347 & 0.667331 \tabularnewline
25 & -0.068366 & -0.5251 & 0.699268 \tabularnewline
26 & 0.00444 & 0.0341 & 0.486453 \tabularnewline
27 & 0.018961 & 0.1456 & 0.442351 \tabularnewline
28 & -0.084633 & -0.6501 & 0.740918 \tabularnewline
29 & -0.119679 & -0.9193 & 0.819152 \tabularnewline
30 & 0.011774 & 0.0904 & 0.464124 \tabularnewline
31 & 0.071062 & 0.5458 & 0.293618 \tabularnewline
32 & -0.016988 & -0.1305 & 0.551687 \tabularnewline
33 & 0.068548 & 0.5265 & 0.300247 \tabularnewline
34 & -0.015568 & -0.1196 & 0.54739 \tabularnewline
35 & -0.048648 & -0.3737 & 0.645007 \tabularnewline
36 & -0.143425 & -1.1017 & 0.86246 \tabularnewline
37 & -0.003179 & -0.0244 & 0.509699 \tabularnewline
38 & -0.068457 & -0.5258 & 0.699511 \tabularnewline
39 & -0.018877 & -0.145 & 0.557398 \tabularnewline
40 & 0.140644 & 1.0803 & 0.142201 \tabularnewline
41 & 0.039998 & 0.3072 & 0.379876 \tabularnewline
42 & -0.057661 & -0.4429 & 0.670272 \tabularnewline
43 & 0.070033 & 0.5379 & 0.296322 \tabularnewline
44 & -0.038546 & -0.2961 & 0.615896 \tabularnewline
45 & -0.050108 & -0.3849 & 0.649147 \tabularnewline
46 & -0.109381 & -0.8402 & 0.797897 \tabularnewline
47 & 0.0767 & 0.5891 & 0.279006 \tabularnewline
48 & -0.09123 & -0.7008 & 0.756894 \tabularnewline
49 & 0.014724 & 0.1131 & 0.455168 \tabularnewline
50 & -0.095708 & -0.7351 & 0.767419 \tabularnewline
51 & -0.172113 & -1.322 & 0.904369 \tabularnewline
52 & 0.027069 & 0.2079 & 0.418003 \tabularnewline
53 & 0.006669 & 0.0512 & 0.479658 \tabularnewline
54 & -0.075045 & -0.5764 & 0.716742 \tabularnewline
55 & 0.079584 & 0.6113 & 0.271675 \tabularnewline
56 & 0.00574 & 0.0441 & 0.482491 \tabularnewline
57 & 0.032046 & 0.2461 & 0.403211 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7498&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]-0.122329[/C][C]-0.9396[/C][C]0.824379[/C][/ROW]
[ROW][C]1[/C][C]-0.296355[/C][C]-2.2763[/C][C]0.986765[/C][/ROW]
[ROW][C]2[/C][C]-0.114765[/C][C]-0.8815[/C][C]0.809196[/C][/ROW]
[ROW][C]3[/C][C]-0.201693[/C][C]-1.5492[/C][C]0.936664[/C][/ROW]
[ROW][C]4[/C][C]0.12392[/C][C]0.9518[/C][C]0.172529[/C][/ROW]
[ROW][C]5[/C][C]0.001918[/C][C]0.0147[/C][C]0.494148[/C][/ROW]
[ROW][C]6[/C][C]-0.127041[/C][C]-0.9758[/C][C]0.833431[/C][/ROW]
[ROW][C]7[/C][C]-0.002913[/C][C]-0.0224[/C][C]0.508888[/C][/ROW]
[ROW][C]8[/C][C]-0.143837[/C][C]-1.1048[/C][C]0.863142[/C][/ROW]
[ROW][C]9[/C][C]0.27316[/C][C]2.0982[/C][C]0.02009[/C][/ROW]
[ROW][C]10[/C][C]0.291854[/C][C]2.2418[/C][C]0.014375[/C][/ROW]
[ROW][C]11[/C][C]-0.259259[/C][C]-1.9914[/C][C]0.974464[/C][/ROW]
[ROW][C]12[/C][C]-0.118298[/C][C]-0.9087[/C][C]0.816387[/C][/ROW]
[ROW][C]13[/C][C]0.080087[/C][C]0.6152[/C][C]0.270408[/C][/ROW]
[ROW][C]14[/C][C]-0.06246[/C][C]-0.4798[/C][C]0.683416[/C][/ROW]
[ROW][C]15[/C][C]0.028548[/C][C]0.2193[/C][C]0.413594[/C][/ROW]
[ROW][C]16[/C][C]-0.140086[/C][C]-1.076[/C][C]0.85685[/C][/ROW]
[ROW][C]17[/C][C]-0.032118[/C][C]-0.2467[/C][C]0.597003[/C][/ROW]
[ROW][C]18[/C][C]-0.105145[/C][C]-0.8076[/C][C]0.788728[/C][/ROW]
[ROW][C]19[/C][C]0.021386[/C][C]0.1643[/C][C]0.435042[/C][/ROW]
[ROW][C]20[/C][C]-0.08677[/C][C]-0.6665[/C][C]0.746153[/C][/ROW]
[ROW][C]21[/C][C]0.105667[/C][C]0.8116[/C][C]0.210129[/C][/ROW]
[ROW][C]22[/C][C]0.127141[/C][C]0.9766[/C][C]0.16638[/C][/ROW]
[ROW][C]23[/C][C]-0.183444[/C][C]-1.4091[/C][C]0.917967[/C][/ROW]
[ROW][C]24[/C][C]-0.056598[/C][C]-0.4347[/C][C]0.667331[/C][/ROW]
[ROW][C]25[/C][C]-0.068366[/C][C]-0.5251[/C][C]0.699268[/C][/ROW]
[ROW][C]26[/C][C]0.00444[/C][C]0.0341[/C][C]0.486453[/C][/ROW]
[ROW][C]27[/C][C]0.018961[/C][C]0.1456[/C][C]0.442351[/C][/ROW]
[ROW][C]28[/C][C]-0.084633[/C][C]-0.6501[/C][C]0.740918[/C][/ROW]
[ROW][C]29[/C][C]-0.119679[/C][C]-0.9193[/C][C]0.819152[/C][/ROW]
[ROW][C]30[/C][C]0.011774[/C][C]0.0904[/C][C]0.464124[/C][/ROW]
[ROW][C]31[/C][C]0.071062[/C][C]0.5458[/C][C]0.293618[/C][/ROW]
[ROW][C]32[/C][C]-0.016988[/C][C]-0.1305[/C][C]0.551687[/C][/ROW]
[ROW][C]33[/C][C]0.068548[/C][C]0.5265[/C][C]0.300247[/C][/ROW]
[ROW][C]34[/C][C]-0.015568[/C][C]-0.1196[/C][C]0.54739[/C][/ROW]
[ROW][C]35[/C][C]-0.048648[/C][C]-0.3737[/C][C]0.645007[/C][/ROW]
[ROW][C]36[/C][C]-0.143425[/C][C]-1.1017[/C][C]0.86246[/C][/ROW]
[ROW][C]37[/C][C]-0.003179[/C][C]-0.0244[/C][C]0.509699[/C][/ROW]
[ROW][C]38[/C][C]-0.068457[/C][C]-0.5258[/C][C]0.699511[/C][/ROW]
[ROW][C]39[/C][C]-0.018877[/C][C]-0.145[/C][C]0.557398[/C][/ROW]
[ROW][C]40[/C][C]0.140644[/C][C]1.0803[/C][C]0.142201[/C][/ROW]
[ROW][C]41[/C][C]0.039998[/C][C]0.3072[/C][C]0.379876[/C][/ROW]
[ROW][C]42[/C][C]-0.057661[/C][C]-0.4429[/C][C]0.670272[/C][/ROW]
[ROW][C]43[/C][C]0.070033[/C][C]0.5379[/C][C]0.296322[/C][/ROW]
[ROW][C]44[/C][C]-0.038546[/C][C]-0.2961[/C][C]0.615896[/C][/ROW]
[ROW][C]45[/C][C]-0.050108[/C][C]-0.3849[/C][C]0.649147[/C][/ROW]
[ROW][C]46[/C][C]-0.109381[/C][C]-0.8402[/C][C]0.797897[/C][/ROW]
[ROW][C]47[/C][C]0.0767[/C][C]0.5891[/C][C]0.279006[/C][/ROW]
[ROW][C]48[/C][C]-0.09123[/C][C]-0.7008[/C][C]0.756894[/C][/ROW]
[ROW][C]49[/C][C]0.014724[/C][C]0.1131[/C][C]0.455168[/C][/ROW]
[ROW][C]50[/C][C]-0.095708[/C][C]-0.7351[/C][C]0.767419[/C][/ROW]
[ROW][C]51[/C][C]-0.172113[/C][C]-1.322[/C][C]0.904369[/C][/ROW]
[ROW][C]52[/C][C]0.027069[/C][C]0.2079[/C][C]0.418003[/C][/ROW]
[ROW][C]53[/C][C]0.006669[/C][C]0.0512[/C][C]0.479658[/C][/ROW]
[ROW][C]54[/C][C]-0.075045[/C][C]-0.5764[/C][C]0.716742[/C][/ROW]
[ROW][C]55[/C][C]0.079584[/C][C]0.6113[/C][C]0.271675[/C][/ROW]
[ROW][C]56[/C][C]0.00574[/C][C]0.0441[/C][C]0.482491[/C][/ROW]
[ROW][C]57[/C][C]0.032046[/C][C]0.2461[/C][C]0.403211[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7498&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7498&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	-0.122329	-0.9396	0.824379
1	-0.296355	-2.2763	0.986765
2	-0.114765	-0.8815	0.809196
3	-0.201693	-1.5492	0.936664
4	0.12392	0.9518	0.172529
5	0.001918	0.0147	0.494148
6	-0.127041	-0.9758	0.833431
7	-0.002913	-0.0224	0.508888
8	-0.143837	-1.1048	0.863142
9	0.27316	2.0982	0.02009
10	0.291854	2.2418	0.014375
11	-0.259259	-1.9914	0.974464
12	-0.118298	-0.9087	0.816387
13	0.080087	0.6152	0.270408
14	-0.06246	-0.4798	0.683416
15	0.028548	0.2193	0.413594
16	-0.140086	-1.076	0.85685
17	-0.032118	-0.2467	0.597003
18	-0.105145	-0.8076	0.788728
19	0.021386	0.1643	0.435042
20	-0.08677	-0.6665	0.746153
21	0.105667	0.8116	0.210129
22	0.127141	0.9766	0.16638
23	-0.183444	-1.4091	0.917967
24	-0.056598	-0.4347	0.667331
25	-0.068366	-0.5251	0.699268
26	0.00444	0.0341	0.486453
27	0.018961	0.1456	0.442351
28	-0.084633	-0.6501	0.740918
29	-0.119679	-0.9193	0.819152
30	0.011774	0.0904	0.464124
31	0.071062	0.5458	0.293618
32	-0.016988	-0.1305	0.551687
33	0.068548	0.5265	0.300247
34	-0.015568	-0.1196	0.54739
35	-0.048648	-0.3737	0.645007
36	-0.143425	-1.1017	0.86246
37	-0.003179	-0.0244	0.509699
38	-0.068457	-0.5258	0.699511
39	-0.018877	-0.145	0.557398
40	0.140644	1.0803	0.142201
41	0.039998	0.3072	0.379876
42	-0.057661	-0.4429	0.670272
43	0.070033	0.5379	0.296322
44	-0.038546	-0.2961	0.615896
45	-0.050108	-0.3849	0.649147
46	-0.109381	-0.8402	0.797897
47	0.0767	0.5891	0.279006
48	-0.09123	-0.7008	0.756894
49	0.014724	0.1131	0.455168
50	-0.095708	-0.7351	0.767419
51	-0.172113	-1.322	0.904369
52	0.027069	0.2079	0.418003
53	0.006669	0.0512	0.479658
54	-0.075045	-0.5764	0.716742
55	0.079584	0.6113	0.271675
56	0.00574	0.0441	0.482491
57	0.032046	0.2461	0.403211
58	NA	NA	NA
59	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.5 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.5 ; 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