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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 12:59:03 -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/t1196365922g197vw7mwh2la32.htm/, Retrieved Fri, 03 May 2024 14:38:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7590, Retrieved Fri, 03 May 2024 14:38:35 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

163

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

-       [(Partial) Autocorrelation Function] [broodprijs d=1 & D=0] [2007-11-29 19:59:03] [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	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=7590&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=7590&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7590&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	0.068076	0.5229	0.301501
2	-0.066275	-0.5091	0.693698
3	-0.057471	-0.4414	0.669748
4	-0.065306	-0.5016	0.6911
5	0.035526	0.2729	0.39295
6	0.037917	0.2912	0.385943
7	-0.040281	-0.3094	0.620949
8	0.040099	0.308	0.37958
9	-0.059763	-0.459	0.676056
10	-0.061184	-0.47	0.679944
11	0.04346	0.3338	0.369849
12	0.0254	0.1951	0.422991
13	-0.047599	-0.3656	0.642019
14	0.032782	0.2518	0.401034
15	-0.06708	-0.5153	0.695848
16	-0.068502	-0.5262	0.699629
17	-0.066111	-0.5078	0.693258
18	-0.053494	-0.4109	0.658681
19	0.026887	0.2065	0.418548
20	-0.066563	-0.5113	0.694468
21	-0.067985	-0.5222	0.698257
22	-0.065594	-0.5038	0.691873
23	-0.0327	-0.2512	0.598723
24	-0.034122	-0.2621	0.602919
25	-0.035543	-0.273	0.607102
26	-0.036965	-0.2839	0.611272
27	-0.038387	-0.2949	0.61543
28	-0.039808	-0.3058	0.619574
29	-0.04123	-0.3167	0.623704
30	0.325459	2.4999	0.007612
31	0.088855	0.6825	0.248794
32	-0.03527	-0.2709	0.606299
33	-0.046917	-0.3604	0.640074
34	-0.048339	-0.3713	0.644127
35	-0.008859	-0.0681	0.527012
36	-5.6e-05	-4e-04	0.50017
37	-0.008063	-0.0619	0.524588
38	0.025004	0.1921	0.424179
39	-0.007094	-0.0545	0.521635
40	-0.018741	-0.144	0.556986
41	0.020738	0.1593	0.43699
42	0.033355	0.2562	0.399342
43	-0.005155	-0.0396	0.515726
44	0.024099	0.1851	0.42689
45	-0.004186	-0.0322	0.51277
46	-0.015833	-0.1216	0.548191
47	-0.017255	-0.1325	0.552494
48	-0.014864	-0.1142	0.545254
49	0.028429	0.2184	0.413949
50	-0.003669	-0.0282	0.511194
51	-0.011503	-0.0884	0.535054
52	-0.012925	-0.0993	0.539373
53	0.000905	0.0069	0.497239
54	0.003296	0.0253	0.489944
55	0.001874	0.0144	0.494282
56	0.004265	0.0328	0.486988
57	0.002843	0.0218	0.491324
58	0.001422	0.0109	0.495662
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 & 0.068076 & 0.5229 & 0.301501 \tabularnewline
2 & -0.066275 & -0.5091 & 0.693698 \tabularnewline
3 & -0.057471 & -0.4414 & 0.669748 \tabularnewline
4 & -0.065306 & -0.5016 & 0.6911 \tabularnewline
5 & 0.035526 & 0.2729 & 0.39295 \tabularnewline
6 & 0.037917 & 0.2912 & 0.385943 \tabularnewline
7 & -0.040281 & -0.3094 & 0.620949 \tabularnewline
8 & 0.040099 & 0.308 & 0.37958 \tabularnewline
9 & -0.059763 & -0.459 & 0.676056 \tabularnewline
10 & -0.061184 & -0.47 & 0.679944 \tabularnewline
11 & 0.04346 & 0.3338 & 0.369849 \tabularnewline
12 & 0.0254 & 0.1951 & 0.422991 \tabularnewline
13 & -0.047599 & -0.3656 & 0.642019 \tabularnewline
14 & 0.032782 & 0.2518 & 0.401034 \tabularnewline
15 & -0.06708 & -0.5153 & 0.695848 \tabularnewline
16 & -0.068502 & -0.5262 & 0.699629 \tabularnewline
17 & -0.066111 & -0.5078 & 0.693258 \tabularnewline
18 & -0.053494 & -0.4109 & 0.658681 \tabularnewline
19 & 0.026887 & 0.2065 & 0.418548 \tabularnewline
20 & -0.066563 & -0.5113 & 0.694468 \tabularnewline
21 & -0.067985 & -0.5222 & 0.698257 \tabularnewline
22 & -0.065594 & -0.5038 & 0.691873 \tabularnewline
23 & -0.0327 & -0.2512 & 0.598723 \tabularnewline
24 & -0.034122 & -0.2621 & 0.602919 \tabularnewline
25 & -0.035543 & -0.273 & 0.607102 \tabularnewline
26 & -0.036965 & -0.2839 & 0.611272 \tabularnewline
27 & -0.038387 & -0.2949 & 0.61543 \tabularnewline
28 & -0.039808 & -0.3058 & 0.619574 \tabularnewline
29 & -0.04123 & -0.3167 & 0.623704 \tabularnewline
30 & 0.325459 & 2.4999 & 0.007612 \tabularnewline
31 & 0.088855 & 0.6825 & 0.248794 \tabularnewline
32 & -0.03527 & -0.2709 & 0.606299 \tabularnewline
33 & -0.046917 & -0.3604 & 0.640074 \tabularnewline
34 & -0.048339 & -0.3713 & 0.644127 \tabularnewline
35 & -0.008859 & -0.0681 & 0.527012 \tabularnewline
36 & -5.6e-05 & -4e-04 & 0.50017 \tabularnewline
37 & -0.008063 & -0.0619 & 0.524588 \tabularnewline
38 & 0.025004 & 0.1921 & 0.424179 \tabularnewline
39 & -0.007094 & -0.0545 & 0.521635 \tabularnewline
40 & -0.018741 & -0.144 & 0.556986 \tabularnewline
41 & 0.020738 & 0.1593 & 0.43699 \tabularnewline
42 & 0.033355 & 0.2562 & 0.399342 \tabularnewline
43 & -0.005155 & -0.0396 & 0.515726 \tabularnewline
44 & 0.024099 & 0.1851 & 0.42689 \tabularnewline
45 & -0.004186 & -0.0322 & 0.51277 \tabularnewline
46 & -0.015833 & -0.1216 & 0.548191 \tabularnewline
47 & -0.017255 & -0.1325 & 0.552494 \tabularnewline
48 & -0.014864 & -0.1142 & 0.545254 \tabularnewline
49 & 0.028429 & 0.2184 & 0.413949 \tabularnewline
50 & -0.003669 & -0.0282 & 0.511194 \tabularnewline
51 & -0.011503 & -0.0884 & 0.535054 \tabularnewline
52 & -0.012925 & -0.0993 & 0.539373 \tabularnewline
53 & 0.000905 & 0.0069 & 0.497239 \tabularnewline
54 & 0.003296 & 0.0253 & 0.489944 \tabularnewline
55 & 0.001874 & 0.0144 & 0.494282 \tabularnewline
56 & 0.004265 & 0.0328 & 0.486988 \tabularnewline
57 & 0.002843 & 0.0218 & 0.491324 \tabularnewline
58 & 0.001422 & 0.0109 & 0.495662 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7590&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]0.068076[/C][C]0.5229[/C][C]0.301501[/C][/ROW]
[ROW][C]2[/C][C]-0.066275[/C][C]-0.5091[/C][C]0.693698[/C][/ROW]
[ROW][C]3[/C][C]-0.057471[/C][C]-0.4414[/C][C]0.669748[/C][/ROW]
[ROW][C]4[/C][C]-0.065306[/C][C]-0.5016[/C][C]0.6911[/C][/ROW]
[ROW][C]5[/C][C]0.035526[/C][C]0.2729[/C][C]0.39295[/C][/ROW]
[ROW][C]6[/C][C]0.037917[/C][C]0.2912[/C][C]0.385943[/C][/ROW]
[ROW][C]7[/C][C]-0.040281[/C][C]-0.3094[/C][C]0.620949[/C][/ROW]
[ROW][C]8[/C][C]0.040099[/C][C]0.308[/C][C]0.37958[/C][/ROW]
[ROW][C]9[/C][C]-0.059763[/C][C]-0.459[/C][C]0.676056[/C][/ROW]
[ROW][C]10[/C][C]-0.061184[/C][C]-0.47[/C][C]0.679944[/C][/ROW]
[ROW][C]11[/C][C]0.04346[/C][C]0.3338[/C][C]0.369849[/C][/ROW]
[ROW][C]12[/C][C]0.0254[/C][C]0.1951[/C][C]0.422991[/C][/ROW]
[ROW][C]13[/C][C]-0.047599[/C][C]-0.3656[/C][C]0.642019[/C][/ROW]
[ROW][C]14[/C][C]0.032782[/C][C]0.2518[/C][C]0.401034[/C][/ROW]
[ROW][C]15[/C][C]-0.06708[/C][C]-0.5153[/C][C]0.695848[/C][/ROW]
[ROW][C]16[/C][C]-0.068502[/C][C]-0.5262[/C][C]0.699629[/C][/ROW]
[ROW][C]17[/C][C]-0.066111[/C][C]-0.5078[/C][C]0.693258[/C][/ROW]
[ROW][C]18[/C][C]-0.053494[/C][C]-0.4109[/C][C]0.658681[/C][/ROW]
[ROW][C]19[/C][C]0.026887[/C][C]0.2065[/C][C]0.418548[/C][/ROW]
[ROW][C]20[/C][C]-0.066563[/C][C]-0.5113[/C][C]0.694468[/C][/ROW]
[ROW][C]21[/C][C]-0.067985[/C][C]-0.5222[/C][C]0.698257[/C][/ROW]
[ROW][C]22[/C][C]-0.065594[/C][C]-0.5038[/C][C]0.691873[/C][/ROW]
[ROW][C]23[/C][C]-0.0327[/C][C]-0.2512[/C][C]0.598723[/C][/ROW]
[ROW][C]24[/C][C]-0.034122[/C][C]-0.2621[/C][C]0.602919[/C][/ROW]
[ROW][C]25[/C][C]-0.035543[/C][C]-0.273[/C][C]0.607102[/C][/ROW]
[ROW][C]26[/C][C]-0.036965[/C][C]-0.2839[/C][C]0.611272[/C][/ROW]
[ROW][C]27[/C][C]-0.038387[/C][C]-0.2949[/C][C]0.61543[/C][/ROW]
[ROW][C]28[/C][C]-0.039808[/C][C]-0.3058[/C][C]0.619574[/C][/ROW]
[ROW][C]29[/C][C]-0.04123[/C][C]-0.3167[/C][C]0.623704[/C][/ROW]
[ROW][C]30[/C][C]0.325459[/C][C]2.4999[/C][C]0.007612[/C][/ROW]
[ROW][C]31[/C][C]0.088855[/C][C]0.6825[/C][C]0.248794[/C][/ROW]
[ROW][C]32[/C][C]-0.03527[/C][C]-0.2709[/C][C]0.606299[/C][/ROW]
[ROW][C]33[/C][C]-0.046917[/C][C]-0.3604[/C][C]0.640074[/C][/ROW]
[ROW][C]34[/C][C]-0.048339[/C][C]-0.3713[/C][C]0.644127[/C][/ROW]
[ROW][C]35[/C][C]-0.008859[/C][C]-0.0681[/C][C]0.527012[/C][/ROW]
[ROW][C]36[/C][C]-5.6e-05[/C][C]-4e-04[/C][C]0.50017[/C][/ROW]
[ROW][C]37[/C][C]-0.008063[/C][C]-0.0619[/C][C]0.524588[/C][/ROW]
[ROW][C]38[/C][C]0.025004[/C][C]0.1921[/C][C]0.424179[/C][/ROW]
[ROW][C]39[/C][C]-0.007094[/C][C]-0.0545[/C][C]0.521635[/C][/ROW]
[ROW][C]40[/C][C]-0.018741[/C][C]-0.144[/C][C]0.556986[/C][/ROW]
[ROW][C]41[/C][C]0.020738[/C][C]0.1593[/C][C]0.43699[/C][/ROW]
[ROW][C]42[/C][C]0.033355[/C][C]0.2562[/C][C]0.399342[/C][/ROW]
[ROW][C]43[/C][C]-0.005155[/C][C]-0.0396[/C][C]0.515726[/C][/ROW]
[ROW][C]44[/C][C]0.024099[/C][C]0.1851[/C][C]0.42689[/C][/ROW]
[ROW][C]45[/C][C]-0.004186[/C][C]-0.0322[/C][C]0.51277[/C][/ROW]
[ROW][C]46[/C][C]-0.015833[/C][C]-0.1216[/C][C]0.548191[/C][/ROW]
[ROW][C]47[/C][C]-0.017255[/C][C]-0.1325[/C][C]0.552494[/C][/ROW]
[ROW][C]48[/C][C]-0.014864[/C][C]-0.1142[/C][C]0.545254[/C][/ROW]
[ROW][C]49[/C][C]0.028429[/C][C]0.2184[/C][C]0.413949[/C][/ROW]
[ROW][C]50[/C][C]-0.003669[/C][C]-0.0282[/C][C]0.511194[/C][/ROW]
[ROW][C]51[/C][C]-0.011503[/C][C]-0.0884[/C][C]0.535054[/C][/ROW]
[ROW][C]52[/C][C]-0.012925[/C][C]-0.0993[/C][C]0.539373[/C][/ROW]
[ROW][C]53[/C][C]0.000905[/C][C]0.0069[/C][C]0.497239[/C][/ROW]
[ROW][C]54[/C][C]0.003296[/C][C]0.0253[/C][C]0.489944[/C][/ROW]
[ROW][C]55[/C][C]0.001874[/C][C]0.0144[/C][C]0.494282[/C][/ROW]
[ROW][C]56[/C][C]0.004265[/C][C]0.0328[/C][C]0.486988[/C][/ROW]
[ROW][C]57[/C][C]0.002843[/C][C]0.0218[/C][C]0.491324[/C][/ROW]
[ROW][C]58[/C][C]0.001422[/C][C]0.0109[/C][C]0.495662[/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=7590&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7590&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	0.068076	0.5229	0.301501
2	-0.066275	-0.5091	0.693698
3	-0.057471	-0.4414	0.669748
4	-0.065306	-0.5016	0.6911
5	0.035526	0.2729	0.39295
6	0.037917	0.2912	0.385943
7	-0.040281	-0.3094	0.620949
8	0.040099	0.308	0.37958
9	-0.059763	-0.459	0.676056
10	-0.061184	-0.47	0.679944
11	0.04346	0.3338	0.369849
12	0.0254	0.1951	0.422991
13	-0.047599	-0.3656	0.642019
14	0.032782	0.2518	0.401034
15	-0.06708	-0.5153	0.695848
16	-0.068502	-0.5262	0.699629
17	-0.066111	-0.5078	0.693258
18	-0.053494	-0.4109	0.658681
19	0.026887	0.2065	0.418548
20	-0.066563	-0.5113	0.694468
21	-0.067985	-0.5222	0.698257
22	-0.065594	-0.5038	0.691873
23	-0.0327	-0.2512	0.598723
24	-0.034122	-0.2621	0.602919
25	-0.035543	-0.273	0.607102
26	-0.036965	-0.2839	0.611272
27	-0.038387	-0.2949	0.61543
28	-0.039808	-0.3058	0.619574
29	-0.04123	-0.3167	0.623704
30	0.325459	2.4999	0.007612
31	0.088855	0.6825	0.248794
32	-0.03527	-0.2709	0.606299
33	-0.046917	-0.3604	0.640074
34	-0.048339	-0.3713	0.644127
35	-0.008859	-0.0681	0.527012
36	-5.6e-05	-4e-04	0.50017
37	-0.008063	-0.0619	0.524588
38	0.025004	0.1921	0.424179
39	-0.007094	-0.0545	0.521635
40	-0.018741	-0.144	0.556986
41	0.020738	0.1593	0.43699
42	0.033355	0.2562	0.399342
43	-0.005155	-0.0396	0.515726
44	0.024099	0.1851	0.42689
45	-0.004186	-0.0322	0.51277
46	-0.015833	-0.1216	0.548191
47	-0.017255	-0.1325	0.552494
48	-0.014864	-0.1142	0.545254
49	0.028429	0.2184	0.413949
50	-0.003669	-0.0282	0.511194
51	-0.011503	-0.0884	0.535054
52	-0.012925	-0.0993	0.539373
53	0.000905	0.0069	0.497239
54	0.003296	0.0253	0.489944
55	0.001874	0.0144	0.494282
56	0.004265	0.0328	0.486988
57	0.002843	0.0218	0.491324
58	0.001422	0.0109	0.495662
59	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.068076	0.5229	0.301501
1	-0.071239	-0.5472	0.706848
2	-0.048256	-0.3707	0.643891
3	-0.063274	-0.486	0.685622
4	0.037728	0.2898	0.386494
5	0.021966	0.1687	0.433295
6	-0.046658	-0.3584	0.639333
7	0.050391	0.3871	0.350051
8	-0.065742	-0.505	0.692272
9	-0.049038	-0.3767	0.646115
10	0.040777	0.3132	0.377611
11	0.01426	0.1095	0.456575
12	-0.060163	-0.4621	0.677154
13	0.040953	0.3146	0.377101
14	-0.062511	-0.4802	0.683555
15	-0.06768	-0.5199	0.697446
16	-0.073215	-0.5624	0.712003
17	-0.048809	-0.3749	0.645465
18	0.001364	0.0105	0.495838
19	-0.099211	-0.7621	0.775469
20	-0.049264	-0.3784	0.646754
21	-0.087927	-0.6754	0.748963
22	-0.041985	-0.3225	0.625891
23	-0.063556	-0.4882	0.686386
24	-0.070263	-0.5397	0.704282
25	-0.064894	-0.4985	0.689994
26	-0.069285	-0.5322	0.701702
27	-0.068003	-0.5223	0.698306
28	-0.079213	-0.6084	0.727386
29	0.311176	2.3902	0.010026
30	0.012232	0.094	0.46273
31	-0.018958	-0.1456	0.55764
32	-0.034592	-0.2657	0.604303
33	-0.015083	-0.1159	0.545919
34	-0.061396	-0.4716	0.680522
35	-0.062913	-0.4832	0.684645
36	-0.015565	-0.1196	0.547379
37	-0.062092	-0.4769	0.682417
38	-0.016085	-0.1235	0.548954
39	-0.02663	-0.2045	0.580684
40	-0.032258	-0.2478	0.597418
41	-0.05206	-0.3999	0.654657
42	-0.017986	-0.1382	0.554705
43	-0.052894	-0.4063	0.657
44	-0.028501	-0.2189	0.586267
45	-0.004868	-0.0374	0.514852
46	-0.014828	-0.1139	0.545147
47	-0.005052	-0.0388	0.515411
48	-0.022167	-0.1703	0.567309
49	0.001122	0.0086	0.496577
50	-0.020897	-0.1605	0.563488
51	0.011707	0.0899	0.464328
52	-0.013289	-0.1021	0.540479
53	-0.002051	-0.0158	0.506259
54	0.010274	0.0789	0.468684
55	0.001851	0.0142	0.494352
56	-0.000445	-0.0034	0.501357
57	-0.005063	-0.0389	0.515444
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 & 0.068076 & 0.5229 & 0.301501 \tabularnewline
1 & -0.071239 & -0.5472 & 0.706848 \tabularnewline
2 & -0.048256 & -0.3707 & 0.643891 \tabularnewline
3 & -0.063274 & -0.486 & 0.685622 \tabularnewline
4 & 0.037728 & 0.2898 & 0.386494 \tabularnewline
5 & 0.021966 & 0.1687 & 0.433295 \tabularnewline
6 & -0.046658 & -0.3584 & 0.639333 \tabularnewline
7 & 0.050391 & 0.3871 & 0.350051 \tabularnewline
8 & -0.065742 & -0.505 & 0.692272 \tabularnewline
9 & -0.049038 & -0.3767 & 0.646115 \tabularnewline
10 & 0.040777 & 0.3132 & 0.377611 \tabularnewline
11 & 0.01426 & 0.1095 & 0.456575 \tabularnewline
12 & -0.060163 & -0.4621 & 0.677154 \tabularnewline
13 & 0.040953 & 0.3146 & 0.377101 \tabularnewline
14 & -0.062511 & -0.4802 & 0.683555 \tabularnewline
15 & -0.06768 & -0.5199 & 0.697446 \tabularnewline
16 & -0.073215 & -0.5624 & 0.712003 \tabularnewline
17 & -0.048809 & -0.3749 & 0.645465 \tabularnewline
18 & 0.001364 & 0.0105 & 0.495838 \tabularnewline
19 & -0.099211 & -0.7621 & 0.775469 \tabularnewline
20 & -0.049264 & -0.3784 & 0.646754 \tabularnewline
21 & -0.087927 & -0.6754 & 0.748963 \tabularnewline
22 & -0.041985 & -0.3225 & 0.625891 \tabularnewline
23 & -0.063556 & -0.4882 & 0.686386 \tabularnewline
24 & -0.070263 & -0.5397 & 0.704282 \tabularnewline
25 & -0.064894 & -0.4985 & 0.689994 \tabularnewline
26 & -0.069285 & -0.5322 & 0.701702 \tabularnewline
27 & -0.068003 & -0.5223 & 0.698306 \tabularnewline
28 & -0.079213 & -0.6084 & 0.727386 \tabularnewline
29 & 0.311176 & 2.3902 & 0.010026 \tabularnewline
30 & 0.012232 & 0.094 & 0.46273 \tabularnewline
31 & -0.018958 & -0.1456 & 0.55764 \tabularnewline
32 & -0.034592 & -0.2657 & 0.604303 \tabularnewline
33 & -0.015083 & -0.1159 & 0.545919 \tabularnewline
34 & -0.061396 & -0.4716 & 0.680522 \tabularnewline
35 & -0.062913 & -0.4832 & 0.684645 \tabularnewline
36 & -0.015565 & -0.1196 & 0.547379 \tabularnewline
37 & -0.062092 & -0.4769 & 0.682417 \tabularnewline
38 & -0.016085 & -0.1235 & 0.548954 \tabularnewline
39 & -0.02663 & -0.2045 & 0.580684 \tabularnewline
40 & -0.032258 & -0.2478 & 0.597418 \tabularnewline
41 & -0.05206 & -0.3999 & 0.654657 \tabularnewline
42 & -0.017986 & -0.1382 & 0.554705 \tabularnewline
43 & -0.052894 & -0.4063 & 0.657 \tabularnewline
44 & -0.028501 & -0.2189 & 0.586267 \tabularnewline
45 & -0.004868 & -0.0374 & 0.514852 \tabularnewline
46 & -0.014828 & -0.1139 & 0.545147 \tabularnewline
47 & -0.005052 & -0.0388 & 0.515411 \tabularnewline
48 & -0.022167 & -0.1703 & 0.567309 \tabularnewline
49 & 0.001122 & 0.0086 & 0.496577 \tabularnewline
50 & -0.020897 & -0.1605 & 0.563488 \tabularnewline
51 & 0.011707 & 0.0899 & 0.464328 \tabularnewline
52 & -0.013289 & -0.1021 & 0.540479 \tabularnewline
53 & -0.002051 & -0.0158 & 0.506259 \tabularnewline
54 & 0.010274 & 0.0789 & 0.468684 \tabularnewline
55 & 0.001851 & 0.0142 & 0.494352 \tabularnewline
56 & -0.000445 & -0.0034 & 0.501357 \tabularnewline
57 & -0.005063 & -0.0389 & 0.515444 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7590&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]0.068076[/C][C]0.5229[/C][C]0.301501[/C][/ROW]
[ROW][C]1[/C][C]-0.071239[/C][C]-0.5472[/C][C]0.706848[/C][/ROW]
[ROW][C]2[/C][C]-0.048256[/C][C]-0.3707[/C][C]0.643891[/C][/ROW]
[ROW][C]3[/C][C]-0.063274[/C][C]-0.486[/C][C]0.685622[/C][/ROW]
[ROW][C]4[/C][C]0.037728[/C][C]0.2898[/C][C]0.386494[/C][/ROW]
[ROW][C]5[/C][C]0.021966[/C][C]0.1687[/C][C]0.433295[/C][/ROW]
[ROW][C]6[/C][C]-0.046658[/C][C]-0.3584[/C][C]0.639333[/C][/ROW]
[ROW][C]7[/C][C]0.050391[/C][C]0.3871[/C][C]0.350051[/C][/ROW]
[ROW][C]8[/C][C]-0.065742[/C][C]-0.505[/C][C]0.692272[/C][/ROW]
[ROW][C]9[/C][C]-0.049038[/C][C]-0.3767[/C][C]0.646115[/C][/ROW]
[ROW][C]10[/C][C]0.040777[/C][C]0.3132[/C][C]0.377611[/C][/ROW]
[ROW][C]11[/C][C]0.01426[/C][C]0.1095[/C][C]0.456575[/C][/ROW]
[ROW][C]12[/C][C]-0.060163[/C][C]-0.4621[/C][C]0.677154[/C][/ROW]
[ROW][C]13[/C][C]0.040953[/C][C]0.3146[/C][C]0.377101[/C][/ROW]
[ROW][C]14[/C][C]-0.062511[/C][C]-0.4802[/C][C]0.683555[/C][/ROW]
[ROW][C]15[/C][C]-0.06768[/C][C]-0.5199[/C][C]0.697446[/C][/ROW]
[ROW][C]16[/C][C]-0.073215[/C][C]-0.5624[/C][C]0.712003[/C][/ROW]
[ROW][C]17[/C][C]-0.048809[/C][C]-0.3749[/C][C]0.645465[/C][/ROW]
[ROW][C]18[/C][C]0.001364[/C][C]0.0105[/C][C]0.495838[/C][/ROW]
[ROW][C]19[/C][C]-0.099211[/C][C]-0.7621[/C][C]0.775469[/C][/ROW]
[ROW][C]20[/C][C]-0.049264[/C][C]-0.3784[/C][C]0.646754[/C][/ROW]
[ROW][C]21[/C][C]-0.087927[/C][C]-0.6754[/C][C]0.748963[/C][/ROW]
[ROW][C]22[/C][C]-0.041985[/C][C]-0.3225[/C][C]0.625891[/C][/ROW]
[ROW][C]23[/C][C]-0.063556[/C][C]-0.4882[/C][C]0.686386[/C][/ROW]
[ROW][C]24[/C][C]-0.070263[/C][C]-0.5397[/C][C]0.704282[/C][/ROW]
[ROW][C]25[/C][C]-0.064894[/C][C]-0.4985[/C][C]0.689994[/C][/ROW]
[ROW][C]26[/C][C]-0.069285[/C][C]-0.5322[/C][C]0.701702[/C][/ROW]
[ROW][C]27[/C][C]-0.068003[/C][C]-0.5223[/C][C]0.698306[/C][/ROW]
[ROW][C]28[/C][C]-0.079213[/C][C]-0.6084[/C][C]0.727386[/C][/ROW]
[ROW][C]29[/C][C]0.311176[/C][C]2.3902[/C][C]0.010026[/C][/ROW]
[ROW][C]30[/C][C]0.012232[/C][C]0.094[/C][C]0.46273[/C][/ROW]
[ROW][C]31[/C][C]-0.018958[/C][C]-0.1456[/C][C]0.55764[/C][/ROW]
[ROW][C]32[/C][C]-0.034592[/C][C]-0.2657[/C][C]0.604303[/C][/ROW]
[ROW][C]33[/C][C]-0.015083[/C][C]-0.1159[/C][C]0.545919[/C][/ROW]
[ROW][C]34[/C][C]-0.061396[/C][C]-0.4716[/C][C]0.680522[/C][/ROW]
[ROW][C]35[/C][C]-0.062913[/C][C]-0.4832[/C][C]0.684645[/C][/ROW]
[ROW][C]36[/C][C]-0.015565[/C][C]-0.1196[/C][C]0.547379[/C][/ROW]
[ROW][C]37[/C][C]-0.062092[/C][C]-0.4769[/C][C]0.682417[/C][/ROW]
[ROW][C]38[/C][C]-0.016085[/C][C]-0.1235[/C][C]0.548954[/C][/ROW]
[ROW][C]39[/C][C]-0.02663[/C][C]-0.2045[/C][C]0.580684[/C][/ROW]
[ROW][C]40[/C][C]-0.032258[/C][C]-0.2478[/C][C]0.597418[/C][/ROW]
[ROW][C]41[/C][C]-0.05206[/C][C]-0.3999[/C][C]0.654657[/C][/ROW]
[ROW][C]42[/C][C]-0.017986[/C][C]-0.1382[/C][C]0.554705[/C][/ROW]
[ROW][C]43[/C][C]-0.052894[/C][C]-0.4063[/C][C]0.657[/C][/ROW]
[ROW][C]44[/C][C]-0.028501[/C][C]-0.2189[/C][C]0.586267[/C][/ROW]
[ROW][C]45[/C][C]-0.004868[/C][C]-0.0374[/C][C]0.514852[/C][/ROW]
[ROW][C]46[/C][C]-0.014828[/C][C]-0.1139[/C][C]0.545147[/C][/ROW]
[ROW][C]47[/C][C]-0.005052[/C][C]-0.0388[/C][C]0.515411[/C][/ROW]
[ROW][C]48[/C][C]-0.022167[/C][C]-0.1703[/C][C]0.567309[/C][/ROW]
[ROW][C]49[/C][C]0.001122[/C][C]0.0086[/C][C]0.496577[/C][/ROW]
[ROW][C]50[/C][C]-0.020897[/C][C]-0.1605[/C][C]0.563488[/C][/ROW]
[ROW][C]51[/C][C]0.011707[/C][C]0.0899[/C][C]0.464328[/C][/ROW]
[ROW][C]52[/C][C]-0.013289[/C][C]-0.1021[/C][C]0.540479[/C][/ROW]
[ROW][C]53[/C][C]-0.002051[/C][C]-0.0158[/C][C]0.506259[/C][/ROW]
[ROW][C]54[/C][C]0.010274[/C][C]0.0789[/C][C]0.468684[/C][/ROW]
[ROW][C]55[/C][C]0.001851[/C][C]0.0142[/C][C]0.494352[/C][/ROW]
[ROW][C]56[/C][C]-0.000445[/C][C]-0.0034[/C][C]0.501357[/C][/ROW]
[ROW][C]57[/C][C]-0.005063[/C][C]-0.0389[/C][C]0.515444[/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=7590&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7590&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	0.068076	0.5229	0.301501
1	-0.071239	-0.5472	0.706848
2	-0.048256	-0.3707	0.643891
3	-0.063274	-0.486	0.685622
4	0.037728	0.2898	0.386494
5	0.021966	0.1687	0.433295
6	-0.046658	-0.3584	0.639333
7	0.050391	0.3871	0.350051
8	-0.065742	-0.505	0.692272
9	-0.049038	-0.3767	0.646115
10	0.040777	0.3132	0.377611
11	0.01426	0.1095	0.456575
12	-0.060163	-0.4621	0.677154
13	0.040953	0.3146	0.377101
14	-0.062511	-0.4802	0.683555
15	-0.06768	-0.5199	0.697446
16	-0.073215	-0.5624	0.712003
17	-0.048809	-0.3749	0.645465
18	0.001364	0.0105	0.495838
19	-0.099211	-0.7621	0.775469
20	-0.049264	-0.3784	0.646754
21	-0.087927	-0.6754	0.748963
22	-0.041985	-0.3225	0.625891
23	-0.063556	-0.4882	0.686386
24	-0.070263	-0.5397	0.704282
25	-0.064894	-0.4985	0.689994
26	-0.069285	-0.5322	0.701702
27	-0.068003	-0.5223	0.698306
28	-0.079213	-0.6084	0.727386
29	0.311176	2.3902	0.010026
30	0.012232	0.094	0.46273
31	-0.018958	-0.1456	0.55764
32	-0.034592	-0.2657	0.604303
33	-0.015083	-0.1159	0.545919
34	-0.061396	-0.4716	0.680522
35	-0.062913	-0.4832	0.684645
36	-0.015565	-0.1196	0.547379
37	-0.062092	-0.4769	0.682417
38	-0.016085	-0.1235	0.548954
39	-0.02663	-0.2045	0.580684
40	-0.032258	-0.2478	0.597418
41	-0.05206	-0.3999	0.654657
42	-0.017986	-0.1382	0.554705
43	-0.052894	-0.4063	0.657
44	-0.028501	-0.2189	0.586267
45	-0.004868	-0.0374	0.514852
46	-0.014828	-0.1139	0.545147
47	-0.005052	-0.0388	0.515411
48	-0.022167	-0.1703	0.567309
49	0.001122	0.0086	0.496577
50	-0.020897	-0.1605	0.563488
51	0.011707	0.0899	0.464328
52	-0.013289	-0.1021	0.540479
53	-0.002051	-0.0158	0.506259
54	0.010274	0.0789	0.468684
55	0.001851	0.0142	0.494352
56	-0.000445	-0.0034	0.501357
57	-0.005063	-0.0389	0.515444
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 = 1 ; par3 = 1 ; 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