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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 12:46:36 -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/t119636560624sg61k5s678ozb.htm/, Retrieved Fri, 03 May 2024 09:32:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7588, Retrieved Fri, 03 May 2024 09:32:50 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

168

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

-       [(Partial) Autocorrelation Function] [Broodprijs] [2007-11-29 19:46:36] [5a8e7c1f041681f87e3014e302618e0c] [Current]

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Dataseries X:

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Histogram

Boxplots

1,43
1,43
1,43
1,43
1,43
1,43
1,44
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,57
1,58
1,58
1,58
1,58
1,59
1,6
1,6
1,61
1,61
1,61
1,62
1,63
1,63
1,64
1,64
1,64
1,64
1,64
1,65
1,65
1,65
1,65

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	6 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 6 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7588&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]6 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7588&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7588&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	6 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.947211	7.3371	0
2	0.889916	6.8933	0
3	0.832021	6.4448	0
4	0.773224	5.9894	0
5	0.717526	5.5579	0
6	0.658223	5.0986	2e-06
7	0.598225	4.6338	1e-05
8	0.548961	4.2522	3.8e-05
9	0.496392	3.845	0.000147
10	0.447223	3.4642	0.000494
11	0.397753	3.081	0.001556
12	0.348679	2.7009	0.004488
13	0.300601	2.3284	0.011638
14	0.251923	1.9514	0.027842
15	0.20024	1.5511	0.063074
16	0.152257	1.1794	0.121451
17	0.104275	0.8077	0.211225
18	0.059992	0.4647	0.321916
19	0.019108	0.148	0.441415
20	-0.024479	-0.1896	0.574873
21	-0.068066	-0.5272	0.700012
22	-0.111653	-0.8649	0.804719
23	-0.15154	-1.1738	0.877447
24	-0.158128	-1.2249	0.887292
25	-0.164717	-1.2759	0.896545
26	-0.171306	-1.3269	0.90522
27	-0.177894	-1.378	0.913334
28	-0.184483	-1.429	0.920905
29	-0.191072	-1.48	0.927952
30	-0.19766	-1.5311	0.934496
31	-0.215063	-1.6659	0.949524
32	-0.236371	-1.8309	0.963961
33	-0.257979	-1.9983	0.974889
34	-0.279588	-2.1657	0.982839
35	-0.301196	-2.3331	0.988492
36	-0.324006	-2.5097	0.992601
37	-0.348318	-2.6981	0.995478
38	-0.346751	-2.6859	0.995329
39	-0.343476	-2.6606	0.995004
40	-0.340503	-2.6375	0.99469
41	-0.337529	-2.6145	0.994359
42	-0.335757	-2.6008	0.994152
43	-0.332578	-2.5761	0.993765
44	-0.32679	-2.5313	0.992999
45	-0.322204	-2.4958	0.992333
46	-0.31501	-2.4401	0.991172
47	-0.307816	-2.3843	0.989855
48	-0.300621	-2.3286	0.988366
49	-0.290518	-2.2503	0.985947
50	-0.278708	-2.1589	0.982565
51	-0.267198	-2.0697	0.978603
52	-0.252779	-1.958	0.972559
53	-0.23836	-1.8463	0.965111
54	-0.209142	-1.62	0.944763
55	-0.176225	-1.365	0.91133
56	-0.143307	-1.11	0.864296
57	-0.10748	-0.8325	0.795796
58	-0.071653	-0.555	0.709529
59	-0.035827	-0.2775	0.60883

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.947211 & 7.3371 & 0 \tabularnewline
2 & 0.889916 & 6.8933 & 0 \tabularnewline
3 & 0.832021 & 6.4448 & 0 \tabularnewline
4 & 0.773224 & 5.9894 & 0 \tabularnewline
5 & 0.717526 & 5.5579 & 0 \tabularnewline
6 & 0.658223 & 5.0986 & 2e-06 \tabularnewline
7 & 0.598225 & 4.6338 & 1e-05 \tabularnewline
8 & 0.548961 & 4.2522 & 3.8e-05 \tabularnewline
9 & 0.496392 & 3.845 & 0.000147 \tabularnewline
10 & 0.447223 & 3.4642 & 0.000494 \tabularnewline
11 & 0.397753 & 3.081 & 0.001556 \tabularnewline
12 & 0.348679 & 2.7009 & 0.004488 \tabularnewline
13 & 0.300601 & 2.3284 & 0.011638 \tabularnewline
14 & 0.251923 & 1.9514 & 0.027842 \tabularnewline
15 & 0.20024 & 1.5511 & 0.063074 \tabularnewline
16 & 0.152257 & 1.1794 & 0.121451 \tabularnewline
17 & 0.104275 & 0.8077 & 0.211225 \tabularnewline
18 & 0.059992 & 0.4647 & 0.321916 \tabularnewline
19 & 0.019108 & 0.148 & 0.441415 \tabularnewline
20 & -0.024479 & -0.1896 & 0.574873 \tabularnewline
21 & -0.068066 & -0.5272 & 0.700012 \tabularnewline
22 & -0.111653 & -0.8649 & 0.804719 \tabularnewline
23 & -0.15154 & -1.1738 & 0.877447 \tabularnewline
24 & -0.158128 & -1.2249 & 0.887292 \tabularnewline
25 & -0.164717 & -1.2759 & 0.896545 \tabularnewline
26 & -0.171306 & -1.3269 & 0.90522 \tabularnewline
27 & -0.177894 & -1.378 & 0.913334 \tabularnewline
28 & -0.184483 & -1.429 & 0.920905 \tabularnewline
29 & -0.191072 & -1.48 & 0.927952 \tabularnewline
30 & -0.19766 & -1.5311 & 0.934496 \tabularnewline
31 & -0.215063 & -1.6659 & 0.949524 \tabularnewline
32 & -0.236371 & -1.8309 & 0.963961 \tabularnewline
33 & -0.257979 & -1.9983 & 0.974889 \tabularnewline
34 & -0.279588 & -2.1657 & 0.982839 \tabularnewline
35 & -0.301196 & -2.3331 & 0.988492 \tabularnewline
36 & -0.324006 & -2.5097 & 0.992601 \tabularnewline
37 & -0.348318 & -2.6981 & 0.995478 \tabularnewline
38 & -0.346751 & -2.6859 & 0.995329 \tabularnewline
39 & -0.343476 & -2.6606 & 0.995004 \tabularnewline
40 & -0.340503 & -2.6375 & 0.99469 \tabularnewline
41 & -0.337529 & -2.6145 & 0.994359 \tabularnewline
42 & -0.335757 & -2.6008 & 0.994152 \tabularnewline
43 & -0.332578 & -2.5761 & 0.993765 \tabularnewline
44 & -0.32679 & -2.5313 & 0.992999 \tabularnewline
45 & -0.322204 & -2.4958 & 0.992333 \tabularnewline
46 & -0.31501 & -2.4401 & 0.991172 \tabularnewline
47 & -0.307816 & -2.3843 & 0.989855 \tabularnewline
48 & -0.300621 & -2.3286 & 0.988366 \tabularnewline
49 & -0.290518 & -2.2503 & 0.985947 \tabularnewline
50 & -0.278708 & -2.1589 & 0.982565 \tabularnewline
51 & -0.267198 & -2.0697 & 0.978603 \tabularnewline
52 & -0.252779 & -1.958 & 0.972559 \tabularnewline
53 & -0.23836 & -1.8463 & 0.965111 \tabularnewline
54 & -0.209142 & -1.62 & 0.944763 \tabularnewline
55 & -0.176225 & -1.365 & 0.91133 \tabularnewline
56 & -0.143307 & -1.11 & 0.864296 \tabularnewline
57 & -0.10748 & -0.8325 & 0.795796 \tabularnewline
58 & -0.071653 & -0.555 & 0.709529 \tabularnewline
59 & -0.035827 & -0.2775 & 0.60883 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7588&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.947211[/C][C]7.3371[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.889916[/C][C]6.8933[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.832021[/C][C]6.4448[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.773224[/C][C]5.9894[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.717526[/C][C]5.5579[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.658223[/C][C]5.0986[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.598225[/C][C]4.6338[/C][C]1e-05[/C][/ROW]
[ROW][C]8[/C][C]0.548961[/C][C]4.2522[/C][C]3.8e-05[/C][/ROW]
[ROW][C]9[/C][C]0.496392[/C][C]3.845[/C][C]0.000147[/C][/ROW]
[ROW][C]10[/C][C]0.447223[/C][C]3.4642[/C][C]0.000494[/C][/ROW]
[ROW][C]11[/C][C]0.397753[/C][C]3.081[/C][C]0.001556[/C][/ROW]
[ROW][C]12[/C][C]0.348679[/C][C]2.7009[/C][C]0.004488[/C][/ROW]
[ROW][C]13[/C][C]0.300601[/C][C]2.3284[/C][C]0.011638[/C][/ROW]
[ROW][C]14[/C][C]0.251923[/C][C]1.9514[/C][C]0.027842[/C][/ROW]
[ROW][C]15[/C][C]0.20024[/C][C]1.5511[/C][C]0.063074[/C][/ROW]
[ROW][C]16[/C][C]0.152257[/C][C]1.1794[/C][C]0.121451[/C][/ROW]
[ROW][C]17[/C][C]0.104275[/C][C]0.8077[/C][C]0.211225[/C][/ROW]
[ROW][C]18[/C][C]0.059992[/C][C]0.4647[/C][C]0.321916[/C][/ROW]
[ROW][C]19[/C][C]0.019108[/C][C]0.148[/C][C]0.441415[/C][/ROW]
[ROW][C]20[/C][C]-0.024479[/C][C]-0.1896[/C][C]0.574873[/C][/ROW]
[ROW][C]21[/C][C]-0.068066[/C][C]-0.5272[/C][C]0.700012[/C][/ROW]
[ROW][C]22[/C][C]-0.111653[/C][C]-0.8649[/C][C]0.804719[/C][/ROW]
[ROW][C]23[/C][C]-0.15154[/C][C]-1.1738[/C][C]0.877447[/C][/ROW]
[ROW][C]24[/C][C]-0.158128[/C][C]-1.2249[/C][C]0.887292[/C][/ROW]
[ROW][C]25[/C][C]-0.164717[/C][C]-1.2759[/C][C]0.896545[/C][/ROW]
[ROW][C]26[/C][C]-0.171306[/C][C]-1.3269[/C][C]0.90522[/C][/ROW]
[ROW][C]27[/C][C]-0.177894[/C][C]-1.378[/C][C]0.913334[/C][/ROW]
[ROW][C]28[/C][C]-0.184483[/C][C]-1.429[/C][C]0.920905[/C][/ROW]
[ROW][C]29[/C][C]-0.191072[/C][C]-1.48[/C][C]0.927952[/C][/ROW]
[ROW][C]30[/C][C]-0.19766[/C][C]-1.5311[/C][C]0.934496[/C][/ROW]
[ROW][C]31[/C][C]-0.215063[/C][C]-1.6659[/C][C]0.949524[/C][/ROW]
[ROW][C]32[/C][C]-0.236371[/C][C]-1.8309[/C][C]0.963961[/C][/ROW]
[ROW][C]33[/C][C]-0.257979[/C][C]-1.9983[/C][C]0.974889[/C][/ROW]
[ROW][C]34[/C][C]-0.279588[/C][C]-2.1657[/C][C]0.982839[/C][/ROW]
[ROW][C]35[/C][C]-0.301196[/C][C]-2.3331[/C][C]0.988492[/C][/ROW]
[ROW][C]36[/C][C]-0.324006[/C][C]-2.5097[/C][C]0.992601[/C][/ROW]
[ROW][C]37[/C][C]-0.348318[/C][C]-2.6981[/C][C]0.995478[/C][/ROW]
[ROW][C]38[/C][C]-0.346751[/C][C]-2.6859[/C][C]0.995329[/C][/ROW]
[ROW][C]39[/C][C]-0.343476[/C][C]-2.6606[/C][C]0.995004[/C][/ROW]
[ROW][C]40[/C][C]-0.340503[/C][C]-2.6375[/C][C]0.99469[/C][/ROW]
[ROW][C]41[/C][C]-0.337529[/C][C]-2.6145[/C][C]0.994359[/C][/ROW]
[ROW][C]42[/C][C]-0.335757[/C][C]-2.6008[/C][C]0.994152[/C][/ROW]
[ROW][C]43[/C][C]-0.332578[/C][C]-2.5761[/C][C]0.993765[/C][/ROW]
[ROW][C]44[/C][C]-0.32679[/C][C]-2.5313[/C][C]0.992999[/C][/ROW]
[ROW][C]45[/C][C]-0.322204[/C][C]-2.4958[/C][C]0.992333[/C][/ROW]
[ROW][C]46[/C][C]-0.31501[/C][C]-2.4401[/C][C]0.991172[/C][/ROW]
[ROW][C]47[/C][C]-0.307816[/C][C]-2.3843[/C][C]0.989855[/C][/ROW]
[ROW][C]48[/C][C]-0.300621[/C][C]-2.3286[/C][C]0.988366[/C][/ROW]
[ROW][C]49[/C][C]-0.290518[/C][C]-2.2503[/C][C]0.985947[/C][/ROW]
[ROW][C]50[/C][C]-0.278708[/C][C]-2.1589[/C][C]0.982565[/C][/ROW]
[ROW][C]51[/C][C]-0.267198[/C][C]-2.0697[/C][C]0.978603[/C][/ROW]
[ROW][C]52[/C][C]-0.252779[/C][C]-1.958[/C][C]0.972559[/C][/ROW]
[ROW][C]53[/C][C]-0.23836[/C][C]-1.8463[/C][C]0.965111[/C][/ROW]
[ROW][C]54[/C][C]-0.209142[/C][C]-1.62[/C][C]0.944763[/C][/ROW]
[ROW][C]55[/C][C]-0.176225[/C][C]-1.365[/C][C]0.91133[/C][/ROW]
[ROW][C]56[/C][C]-0.143307[/C][C]-1.11[/C][C]0.864296[/C][/ROW]
[ROW][C]57[/C][C]-0.10748[/C][C]-0.8325[/C][C]0.795796[/C][/ROW]
[ROW][C]58[/C][C]-0.071653[/C][C]-0.555[/C][C]0.709529[/C][/ROW]
[ROW][C]59[/C][C]-0.035827[/C][C]-0.2775[/C][C]0.60883[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7588&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7588&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	7.746	0
1	0.947211	7.3371	0
2	0.889916	6.8933	0
3	0.832021	6.4448	0
4	0.773224	5.9894	0
5	0.717526	5.5579	0
6	0.658223	5.0986	2e-06
7	0.598225	4.6338	1e-05
8	0.548961	4.2522	3.8e-05
9	0.496392	3.845	0.000147
10	0.447223	3.4642	0.000494
11	0.397753	3.081	0.001556
12	0.348679	2.7009	0.004488
13	0.300601	2.3284	0.011638
14	0.251923	1.9514	0.027842
15	0.20024	1.5511	0.063074
16	0.152257	1.1794	0.121451
17	0.104275	0.8077	0.211225
18	0.059992	0.4647	0.321916
19	0.019108	0.148	0.441415
20	-0.024479	-0.1896	0.574873
21	-0.068066	-0.5272	0.700012
22	-0.111653	-0.8649	0.804719
23	-0.15154	-1.1738	0.877447
24	-0.158128	-1.2249	0.887292
25	-0.164717	-1.2759	0.896545
26	-0.171306	-1.3269	0.90522
27	-0.177894	-1.378	0.913334
28	-0.184483	-1.429	0.920905
29	-0.191072	-1.48	0.927952
30	-0.19766	-1.5311	0.934496
31	-0.215063	-1.6659	0.949524
32	-0.236371	-1.8309	0.963961
33	-0.257979	-1.9983	0.974889
34	-0.279588	-2.1657	0.982839
35	-0.301196	-2.3331	0.988492
36	-0.324006	-2.5097	0.992601
37	-0.348318	-2.6981	0.995478
38	-0.346751	-2.6859	0.995329
39	-0.343476	-2.6606	0.995004
40	-0.340503	-2.6375	0.99469
41	-0.337529	-2.6145	0.994359
42	-0.335757	-2.6008	0.994152
43	-0.332578	-2.5761	0.993765
44	-0.32679	-2.5313	0.992999
45	-0.322204	-2.4958	0.992333
46	-0.31501	-2.4401	0.991172
47	-0.307816	-2.3843	0.989855
48	-0.300621	-2.3286	0.988366
49	-0.290518	-2.2503	0.985947
50	-0.278708	-2.1589	0.982565
51	-0.267198	-2.0697	0.978603
52	-0.252779	-1.958	0.972559
53	-0.23836	-1.8463	0.965111
54	-0.209142	-1.62	0.944763
55	-0.176225	-1.365	0.91133
56	-0.143307	-1.11	0.864296
57	-0.10748	-0.8325	0.795796
58	-0.071653	-0.555	0.709529
59	-0.035827	-0.2775	0.60883

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.947211	7.3371	0
1	-0.070945	-0.5495	0.707663
2	-0.03442	-0.2666	0.604659
3	-0.040033	-0.3101	0.621219
4	-0.002078	-0.0161	0.506394
5	-0.070172	-0.5436	0.705618
6	-0.039873	-0.3089	0.620749
7	0.068544	0.5309	0.29871
8	-0.072054	-0.5581	0.710583
9	-0.001621	-0.0126	0.504988
10	-0.040693	-0.3152	0.623151
11	-0.024561	-0.1902	0.575121
12	-0.037411	-0.2898	0.61351
13	-0.041371	-0.3205	0.625134
14	-0.0604	-0.4679	0.67921
15	-0.01095	-0.0848	0.533656
16	-0.037162	-0.2879	0.612774
17	-0.010848	-0.084	0.533344
18	-0.01062	-0.0823	0.532644
19	-0.06868	-0.532	0.701653
20	-0.046728	-0.362	0.640671
21	-0.052043	-0.4031	0.655855
22	-0.004943	-0.0383	0.515207
23	0.277356	2.1484	0.017864
24	-0.04622	-0.358	0.639208
25	-0.027012	-0.2092	0.582514
26	-0.037089	-0.2873	0.612561
27	-0.010218	-0.0791	0.531411
28	-0.054265	-0.4203	0.662128
29	-0.025111	-0.1945	0.576783
30	-0.08186	-0.6341	0.735781
31	-0.095676	-0.7411	0.769239
32	-0.020671	-0.1601	0.563336
33	-0.042725	-0.3309	0.629082
34	-0.0387	-0.2998	0.617304
35	-0.059292	-0.4593	0.67615
36	-0.067794	-0.5251	0.699286
37	0.207935	1.6107	0.056252
38	-0.018454	-0.1429	0.556592
39	-0.028255	-0.2189	0.58625
40	-0.018945	-0.1467	0.558087
41	-0.01657	-0.1284	0.55085
42	-0.053918	-0.4176	0.661151
43	-0.012278	-0.0951	0.537726
44	-0.00112	-0.0087	0.503445
45	-0.007327	-0.0568	0.522535
46	0.08917	0.6907	0.246207
47	-0.047973	-0.3716	0.64425
48	0.004959	0.0384	0.484744
49	-0.008059	-0.0624	0.524784
50	-0.0263	-0.2037	0.580367
51	0.00303	0.0235	0.490675
52	-0.009186	-0.0712	0.528245
53	0.116429	0.9019	0.185369
54	-0.00523	-0.0405	0.51609
55	0.018952	0.1468	0.441892
56	0.006493	0.0503	0.480026
57	-0.00315	-0.0244	0.509692
58	-0.020626	-0.1598	0.5632
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.947211 & 7.3371 & 0 \tabularnewline
1 & -0.070945 & -0.5495 & 0.707663 \tabularnewline
2 & -0.03442 & -0.2666 & 0.604659 \tabularnewline
3 & -0.040033 & -0.3101 & 0.621219 \tabularnewline
4 & -0.002078 & -0.0161 & 0.506394 \tabularnewline
5 & -0.070172 & -0.5436 & 0.705618 \tabularnewline
6 & -0.039873 & -0.3089 & 0.620749 \tabularnewline
7 & 0.068544 & 0.5309 & 0.29871 \tabularnewline
8 & -0.072054 & -0.5581 & 0.710583 \tabularnewline
9 & -0.001621 & -0.0126 & 0.504988 \tabularnewline
10 & -0.040693 & -0.3152 & 0.623151 \tabularnewline
11 & -0.024561 & -0.1902 & 0.575121 \tabularnewline
12 & -0.037411 & -0.2898 & 0.61351 \tabularnewline
13 & -0.041371 & -0.3205 & 0.625134 \tabularnewline
14 & -0.0604 & -0.4679 & 0.67921 \tabularnewline
15 & -0.01095 & -0.0848 & 0.533656 \tabularnewline
16 & -0.037162 & -0.2879 & 0.612774 \tabularnewline
17 & -0.010848 & -0.084 & 0.533344 \tabularnewline
18 & -0.01062 & -0.0823 & 0.532644 \tabularnewline
19 & -0.06868 & -0.532 & 0.701653 \tabularnewline
20 & -0.046728 & -0.362 & 0.640671 \tabularnewline
21 & -0.052043 & -0.4031 & 0.655855 \tabularnewline
22 & -0.004943 & -0.0383 & 0.515207 \tabularnewline
23 & 0.277356 & 2.1484 & 0.017864 \tabularnewline
24 & -0.04622 & -0.358 & 0.639208 \tabularnewline
25 & -0.027012 & -0.2092 & 0.582514 \tabularnewline
26 & -0.037089 & -0.2873 & 0.612561 \tabularnewline
27 & -0.010218 & -0.0791 & 0.531411 \tabularnewline
28 & -0.054265 & -0.4203 & 0.662128 \tabularnewline
29 & -0.025111 & -0.1945 & 0.576783 \tabularnewline
30 & -0.08186 & -0.6341 & 0.735781 \tabularnewline
31 & -0.095676 & -0.7411 & 0.769239 \tabularnewline
32 & -0.020671 & -0.1601 & 0.563336 \tabularnewline
33 & -0.042725 & -0.3309 & 0.629082 \tabularnewline
34 & -0.0387 & -0.2998 & 0.617304 \tabularnewline
35 & -0.059292 & -0.4593 & 0.67615 \tabularnewline
36 & -0.067794 & -0.5251 & 0.699286 \tabularnewline
37 & 0.207935 & 1.6107 & 0.056252 \tabularnewline
38 & -0.018454 & -0.1429 & 0.556592 \tabularnewline
39 & -0.028255 & -0.2189 & 0.58625 \tabularnewline
40 & -0.018945 & -0.1467 & 0.558087 \tabularnewline
41 & -0.01657 & -0.1284 & 0.55085 \tabularnewline
42 & -0.053918 & -0.4176 & 0.661151 \tabularnewline
43 & -0.012278 & -0.0951 & 0.537726 \tabularnewline
44 & -0.00112 & -0.0087 & 0.503445 \tabularnewline
45 & -0.007327 & -0.0568 & 0.522535 \tabularnewline
46 & 0.08917 & 0.6907 & 0.246207 \tabularnewline
47 & -0.047973 & -0.3716 & 0.64425 \tabularnewline
48 & 0.004959 & 0.0384 & 0.484744 \tabularnewline
49 & -0.008059 & -0.0624 & 0.524784 \tabularnewline
50 & -0.0263 & -0.2037 & 0.580367 \tabularnewline
51 & 0.00303 & 0.0235 & 0.490675 \tabularnewline
52 & -0.009186 & -0.0712 & 0.528245 \tabularnewline
53 & 0.116429 & 0.9019 & 0.185369 \tabularnewline
54 & -0.00523 & -0.0405 & 0.51609 \tabularnewline
55 & 0.018952 & 0.1468 & 0.441892 \tabularnewline
56 & 0.006493 & 0.0503 & 0.480026 \tabularnewline
57 & -0.00315 & -0.0244 & 0.509692 \tabularnewline
58 & -0.020626 & -0.1598 & 0.5632 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7588&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]0.947211[/C][C]7.3371[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.070945[/C][C]-0.5495[/C][C]0.707663[/C][/ROW]
[ROW][C]2[/C][C]-0.03442[/C][C]-0.2666[/C][C]0.604659[/C][/ROW]
[ROW][C]3[/C][C]-0.040033[/C][C]-0.3101[/C][C]0.621219[/C][/ROW]
[ROW][C]4[/C][C]-0.002078[/C][C]-0.0161[/C][C]0.506394[/C][/ROW]
[ROW][C]5[/C][C]-0.070172[/C][C]-0.5436[/C][C]0.705618[/C][/ROW]
[ROW][C]6[/C][C]-0.039873[/C][C]-0.3089[/C][C]0.620749[/C][/ROW]
[ROW][C]7[/C][C]0.068544[/C][C]0.5309[/C][C]0.29871[/C][/ROW]
[ROW][C]8[/C][C]-0.072054[/C][C]-0.5581[/C][C]0.710583[/C][/ROW]
[ROW][C]9[/C][C]-0.001621[/C][C]-0.0126[/C][C]0.504988[/C][/ROW]
[ROW][C]10[/C][C]-0.040693[/C][C]-0.3152[/C][C]0.623151[/C][/ROW]
[ROW][C]11[/C][C]-0.024561[/C][C]-0.1902[/C][C]0.575121[/C][/ROW]
[ROW][C]12[/C][C]-0.037411[/C][C]-0.2898[/C][C]0.61351[/C][/ROW]
[ROW][C]13[/C][C]-0.041371[/C][C]-0.3205[/C][C]0.625134[/C][/ROW]
[ROW][C]14[/C][C]-0.0604[/C][C]-0.4679[/C][C]0.67921[/C][/ROW]
[ROW][C]15[/C][C]-0.01095[/C][C]-0.0848[/C][C]0.533656[/C][/ROW]
[ROW][C]16[/C][C]-0.037162[/C][C]-0.2879[/C][C]0.612774[/C][/ROW]
[ROW][C]17[/C][C]-0.010848[/C][C]-0.084[/C][C]0.533344[/C][/ROW]
[ROW][C]18[/C][C]-0.01062[/C][C]-0.0823[/C][C]0.532644[/C][/ROW]
[ROW][C]19[/C][C]-0.06868[/C][C]-0.532[/C][C]0.701653[/C][/ROW]
[ROW][C]20[/C][C]-0.046728[/C][C]-0.362[/C][C]0.640671[/C][/ROW]
[ROW][C]21[/C][C]-0.052043[/C][C]-0.4031[/C][C]0.655855[/C][/ROW]
[ROW][C]22[/C][C]-0.004943[/C][C]-0.0383[/C][C]0.515207[/C][/ROW]
[ROW][C]23[/C][C]0.277356[/C][C]2.1484[/C][C]0.017864[/C][/ROW]
[ROW][C]24[/C][C]-0.04622[/C][C]-0.358[/C][C]0.639208[/C][/ROW]
[ROW][C]25[/C][C]-0.027012[/C][C]-0.2092[/C][C]0.582514[/C][/ROW]
[ROW][C]26[/C][C]-0.037089[/C][C]-0.2873[/C][C]0.612561[/C][/ROW]
[ROW][C]27[/C][C]-0.010218[/C][C]-0.0791[/C][C]0.531411[/C][/ROW]
[ROW][C]28[/C][C]-0.054265[/C][C]-0.4203[/C][C]0.662128[/C][/ROW]
[ROW][C]29[/C][C]-0.025111[/C][C]-0.1945[/C][C]0.576783[/C][/ROW]
[ROW][C]30[/C][C]-0.08186[/C][C]-0.6341[/C][C]0.735781[/C][/ROW]
[ROW][C]31[/C][C]-0.095676[/C][C]-0.7411[/C][C]0.769239[/C][/ROW]
[ROW][C]32[/C][C]-0.020671[/C][C]-0.1601[/C][C]0.563336[/C][/ROW]
[ROW][C]33[/C][C]-0.042725[/C][C]-0.3309[/C][C]0.629082[/C][/ROW]
[ROW][C]34[/C][C]-0.0387[/C][C]-0.2998[/C][C]0.617304[/C][/ROW]
[ROW][C]35[/C][C]-0.059292[/C][C]-0.4593[/C][C]0.67615[/C][/ROW]
[ROW][C]36[/C][C]-0.067794[/C][C]-0.5251[/C][C]0.699286[/C][/ROW]
[ROW][C]37[/C][C]0.207935[/C][C]1.6107[/C][C]0.056252[/C][/ROW]
[ROW][C]38[/C][C]-0.018454[/C][C]-0.1429[/C][C]0.556592[/C][/ROW]
[ROW][C]39[/C][C]-0.028255[/C][C]-0.2189[/C][C]0.58625[/C][/ROW]
[ROW][C]40[/C][C]-0.018945[/C][C]-0.1467[/C][C]0.558087[/C][/ROW]
[ROW][C]41[/C][C]-0.01657[/C][C]-0.1284[/C][C]0.55085[/C][/ROW]
[ROW][C]42[/C][C]-0.053918[/C][C]-0.4176[/C][C]0.661151[/C][/ROW]
[ROW][C]43[/C][C]-0.012278[/C][C]-0.0951[/C][C]0.537726[/C][/ROW]
[ROW][C]44[/C][C]-0.00112[/C][C]-0.0087[/C][C]0.503445[/C][/ROW]
[ROW][C]45[/C][C]-0.007327[/C][C]-0.0568[/C][C]0.522535[/C][/ROW]
[ROW][C]46[/C][C]0.08917[/C][C]0.6907[/C][C]0.246207[/C][/ROW]
[ROW][C]47[/C][C]-0.047973[/C][C]-0.3716[/C][C]0.64425[/C][/ROW]
[ROW][C]48[/C][C]0.004959[/C][C]0.0384[/C][C]0.484744[/C][/ROW]
[ROW][C]49[/C][C]-0.008059[/C][C]-0.0624[/C][C]0.524784[/C][/ROW]
[ROW][C]50[/C][C]-0.0263[/C][C]-0.2037[/C][C]0.580367[/C][/ROW]
[ROW][C]51[/C][C]0.00303[/C][C]0.0235[/C][C]0.490675[/C][/ROW]
[ROW][C]52[/C][C]-0.009186[/C][C]-0.0712[/C][C]0.528245[/C][/ROW]
[ROW][C]53[/C][C]0.116429[/C][C]0.9019[/C][C]0.185369[/C][/ROW]
[ROW][C]54[/C][C]-0.00523[/C][C]-0.0405[/C][C]0.51609[/C][/ROW]
[ROW][C]55[/C][C]0.018952[/C][C]0.1468[/C][C]0.441892[/C][/ROW]
[ROW][C]56[/C][C]0.006493[/C][C]0.0503[/C][C]0.480026[/C][/ROW]
[ROW][C]57[/C][C]-0.00315[/C][C]-0.0244[/C][C]0.509692[/C][/ROW]
[ROW][C]58[/C][C]-0.020626[/C][C]-0.1598[/C][C]0.5632[/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=7588&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7588&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	0.947211	7.3371	0
1	-0.070945	-0.5495	0.707663
2	-0.03442	-0.2666	0.604659
3	-0.040033	-0.3101	0.621219
4	-0.002078	-0.0161	0.506394
5	-0.070172	-0.5436	0.705618
6	-0.039873	-0.3089	0.620749
7	0.068544	0.5309	0.29871
8	-0.072054	-0.5581	0.710583
9	-0.001621	-0.0126	0.504988
10	-0.040693	-0.3152	0.623151
11	-0.024561	-0.1902	0.575121
12	-0.037411	-0.2898	0.61351
13	-0.041371	-0.3205	0.625134
14	-0.0604	-0.4679	0.67921
15	-0.01095	-0.0848	0.533656
16	-0.037162	-0.2879	0.612774
17	-0.010848	-0.084	0.533344
18	-0.01062	-0.0823	0.532644
19	-0.06868	-0.532	0.701653
20	-0.046728	-0.362	0.640671
21	-0.052043	-0.4031	0.655855
22	-0.004943	-0.0383	0.515207
23	0.277356	2.1484	0.017864
24	-0.04622	-0.358	0.639208
25	-0.027012	-0.2092	0.582514
26	-0.037089	-0.2873	0.612561
27	-0.010218	-0.0791	0.531411
28	-0.054265	-0.4203	0.662128
29	-0.025111	-0.1945	0.576783
30	-0.08186	-0.6341	0.735781
31	-0.095676	-0.7411	0.769239
32	-0.020671	-0.1601	0.563336
33	-0.042725	-0.3309	0.629082
34	-0.0387	-0.2998	0.617304
35	-0.059292	-0.4593	0.67615
36	-0.067794	-0.5251	0.699286
37	0.207935	1.6107	0.056252
38	-0.018454	-0.1429	0.556592
39	-0.028255	-0.2189	0.58625
40	-0.018945	-0.1467	0.558087
41	-0.01657	-0.1284	0.55085
42	-0.053918	-0.4176	0.661151
43	-0.012278	-0.0951	0.537726
44	-0.00112	-0.0087	0.503445
45	-0.007327	-0.0568	0.522535
46	0.08917	0.6907	0.246207
47	-0.047973	-0.3716	0.64425
48	0.004959	0.0384	0.484744
49	-0.008059	-0.0624	0.524784
50	-0.0263	-0.2037	0.580367
51	0.00303	0.0235	0.490675
52	-0.009186	-0.0712	0.528245
53	0.116429	0.9019	0.185369
54	-0.00523	-0.0405	0.51609
55	0.018952	0.1468	0.441892
56	0.006493	0.0503	0.480026
57	-0.00315	-0.0244	0.509692
58	-0.020626	-0.1598	0.5632
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 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

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

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(mytstat,lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code