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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 13:04:29 -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/t119636604734go5xw1jxeuod7.htm/, Retrieved Fri, 03 May 2024 05:49:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7592, Retrieved Fri, 03 May 2024 05:49:03 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

182

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

-       [(Partial) Autocorrelation Function] [Meel, griesmeel e...] [2007-11-29 20:04:29] [5a8e7c1f041681f87e3014e302618e0c] [Current]

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Dataseries X:

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Histogram

Boxplots

0,51
0,51
0,51
0,51
0,52
0,52
0,52
0,53
0,53
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,53
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0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,53
0,53
0,53
0,53
0,53
0,54
0,55
0,55
0,55
0,55
0,55
0,55
0,55
0,55
0,56
0,56
0,56
0,56
0,56
0,55
0,56
0,55
0,55
0,56
0,55
0,55
0,55
0,55

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7592&T=0

[TABLE]
[ROW][C]Summary of compuational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7592&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7592&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.915049	7.0879	0
2	0.844915	6.5447	0
3	0.782189	6.0588	0
4	0.68983	5.3434	1e-06
5	0.622412	4.8212	5e-06
6	0.579565	4.4893	1.7e-05
7	0.536719	4.1574	5.2e-05
8	0.511405	3.9613	1e-04
9	0.488437	3.7834	0.00018
10	0.421019	3.2612	0.000916
11	0.375826	2.9111	0.002524
12	0.330633	2.5611	0.006484
13	0.278032	2.1536	0.017649
14	0.247656	1.9183	0.029915
15	0.234443	1.816	0.037185
16	0.199004	1.5415	0.064229
17	0.163565	1.267	0.105031
18	0.120719	0.9351	0.176747
19	0.063055	0.4884	0.313515
20	0.017862	0.1384	0.445209
21	-0.019922	-0.1543	0.561061
22	-0.065115	-0.5044	0.692079
23	-0.080675	-0.6249	0.732798
24	-0.08648	-0.6699	0.747245
25	-0.107102	-0.8296	0.794975
26	-0.120315	-0.932	0.822453
27	-0.133529	-1.0343	0.847429
28	-0.154151	-1.194	0.88142
29	-0.16971	-1.3146	0.903171
30	-0.170453	-1.3203	0.904129
31	-0.186013	-1.4408	0.922587
32	-0.201572	-1.5614	0.938152
33	-0.229602	-1.7785	0.959805
34	-0.279858	-2.1678	0.982923
35	-0.322704	-2.4997	0.992408
36	-0.365551	-2.8315	0.996852
37	-0.415806	-3.2208	0.998967
38	-0.431366	-3.3413	0.999281
39	-0.417292	-3.2323	0.999002
40	-0.410627	-3.1807	0.998837
41	-0.403961	-3.1291	0.998647
42	-0.387542	-3.0019	0.998047
43	-0.385939	-2.9895	0.997976
44	-0.376927	-2.9197	0.997536
45	-0.367916	-2.8499	0.997007
46	-0.366313	-2.8374	0.996903
47	-0.330014	-2.5563	0.993435
48	-0.293715	-2.2751	0.986757
49	-0.272233	-2.1087	0.980423
50	-0.235934	-1.8275	0.963704
51	-0.199636	-1.5464	0.936363
52	-0.200379	-1.5521	0.937054
53	-0.173834	-1.3465	0.908399
54	-0.157414	-1.2193	0.886254
55	-0.140995	-1.0921	0.860431
56	-0.104696	-0.811	0.789707
57	-0.078522	-0.6082	0.727334
58	-0.052348	-0.4055	0.656719
59	-0.026174	-0.2027	0.579989

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.915049 & 7.0879 & 0 \tabularnewline
2 & 0.844915 & 6.5447 & 0 \tabularnewline
3 & 0.782189 & 6.0588 & 0 \tabularnewline
4 & 0.68983 & 5.3434 & 1e-06 \tabularnewline
5 & 0.622412 & 4.8212 & 5e-06 \tabularnewline
6 & 0.579565 & 4.4893 & 1.7e-05 \tabularnewline
7 & 0.536719 & 4.1574 & 5.2e-05 \tabularnewline
8 & 0.511405 & 3.9613 & 1e-04 \tabularnewline
9 & 0.488437 & 3.7834 & 0.00018 \tabularnewline
10 & 0.421019 & 3.2612 & 0.000916 \tabularnewline
11 & 0.375826 & 2.9111 & 0.002524 \tabularnewline
12 & 0.330633 & 2.5611 & 0.006484 \tabularnewline
13 & 0.278032 & 2.1536 & 0.017649 \tabularnewline
14 & 0.247656 & 1.9183 & 0.029915 \tabularnewline
15 & 0.234443 & 1.816 & 0.037185 \tabularnewline
16 & 0.199004 & 1.5415 & 0.064229 \tabularnewline
17 & 0.163565 & 1.267 & 0.105031 \tabularnewline
18 & 0.120719 & 0.9351 & 0.176747 \tabularnewline
19 & 0.063055 & 0.4884 & 0.313515 \tabularnewline
20 & 0.017862 & 0.1384 & 0.445209 \tabularnewline
21 & -0.019922 & -0.1543 & 0.561061 \tabularnewline
22 & -0.065115 & -0.5044 & 0.692079 \tabularnewline
23 & -0.080675 & -0.6249 & 0.732798 \tabularnewline
24 & -0.08648 & -0.6699 & 0.747245 \tabularnewline
25 & -0.107102 & -0.8296 & 0.794975 \tabularnewline
26 & -0.120315 & -0.932 & 0.822453 \tabularnewline
27 & -0.133529 & -1.0343 & 0.847429 \tabularnewline
28 & -0.154151 & -1.194 & 0.88142 \tabularnewline
29 & -0.16971 & -1.3146 & 0.903171 \tabularnewline
30 & -0.170453 & -1.3203 & 0.904129 \tabularnewline
31 & -0.186013 & -1.4408 & 0.922587 \tabularnewline
32 & -0.201572 & -1.5614 & 0.938152 \tabularnewline
33 & -0.229602 & -1.7785 & 0.959805 \tabularnewline
34 & -0.279858 & -2.1678 & 0.982923 \tabularnewline
35 & -0.322704 & -2.4997 & 0.992408 \tabularnewline
36 & -0.365551 & -2.8315 & 0.996852 \tabularnewline
37 & -0.415806 & -3.2208 & 0.998967 \tabularnewline
38 & -0.431366 & -3.3413 & 0.999281 \tabularnewline
39 & -0.417292 & -3.2323 & 0.999002 \tabularnewline
40 & -0.410627 & -3.1807 & 0.998837 \tabularnewline
41 & -0.403961 & -3.1291 & 0.998647 \tabularnewline
42 & -0.387542 & -3.0019 & 0.998047 \tabularnewline
43 & -0.385939 & -2.9895 & 0.997976 \tabularnewline
44 & -0.376927 & -2.9197 & 0.997536 \tabularnewline
45 & -0.367916 & -2.8499 & 0.997007 \tabularnewline
46 & -0.366313 & -2.8374 & 0.996903 \tabularnewline
47 & -0.330014 & -2.5563 & 0.993435 \tabularnewline
48 & -0.293715 & -2.2751 & 0.986757 \tabularnewline
49 & -0.272233 & -2.1087 & 0.980423 \tabularnewline
50 & -0.235934 & -1.8275 & 0.963704 \tabularnewline
51 & -0.199636 & -1.5464 & 0.936363 \tabularnewline
52 & -0.200379 & -1.5521 & 0.937054 \tabularnewline
53 & -0.173834 & -1.3465 & 0.908399 \tabularnewline
54 & -0.157414 & -1.2193 & 0.886254 \tabularnewline
55 & -0.140995 & -1.0921 & 0.860431 \tabularnewline
56 & -0.104696 & -0.811 & 0.789707 \tabularnewline
57 & -0.078522 & -0.6082 & 0.727334 \tabularnewline
58 & -0.052348 & -0.4055 & 0.656719 \tabularnewline
59 & -0.026174 & -0.2027 & 0.579989 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7592&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]0.915049[/C][C]7.0879[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.844915[/C][C]6.5447[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.782189[/C][C]6.0588[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.68983[/C][C]5.3434[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.622412[/C][C]4.8212[/C][C]5e-06[/C][/ROW]
[ROW][C]6[/C][C]0.579565[/C][C]4.4893[/C][C]1.7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.536719[/C][C]4.1574[/C][C]5.2e-05[/C][/ROW]
[ROW][C]8[/C][C]0.511405[/C][C]3.9613[/C][C]1e-04[/C][/ROW]
[ROW][C]9[/C][C]0.488437[/C][C]3.7834[/C][C]0.00018[/C][/ROW]
[ROW][C]10[/C][C]0.421019[/C][C]3.2612[/C][C]0.000916[/C][/ROW]
[ROW][C]11[/C][C]0.375826[/C][C]2.9111[/C][C]0.002524[/C][/ROW]
[ROW][C]12[/C][C]0.330633[/C][C]2.5611[/C][C]0.006484[/C][/ROW]
[ROW][C]13[/C][C]0.278032[/C][C]2.1536[/C][C]0.017649[/C][/ROW]
[ROW][C]14[/C][C]0.247656[/C][C]1.9183[/C][C]0.029915[/C][/ROW]
[ROW][C]15[/C][C]0.234443[/C][C]1.816[/C][C]0.037185[/C][/ROW]
[ROW][C]16[/C][C]0.199004[/C][C]1.5415[/C][C]0.064229[/C][/ROW]
[ROW][C]17[/C][C]0.163565[/C][C]1.267[/C][C]0.105031[/C][/ROW]
[ROW][C]18[/C][C]0.120719[/C][C]0.9351[/C][C]0.176747[/C][/ROW]
[ROW][C]19[/C][C]0.063055[/C][C]0.4884[/C][C]0.313515[/C][/ROW]
[ROW][C]20[/C][C]0.017862[/C][C]0.1384[/C][C]0.445209[/C][/ROW]
[ROW][C]21[/C][C]-0.019922[/C][C]-0.1543[/C][C]0.561061[/C][/ROW]
[ROW][C]22[/C][C]-0.065115[/C][C]-0.5044[/C][C]0.692079[/C][/ROW]
[ROW][C]23[/C][C]-0.080675[/C][C]-0.6249[/C][C]0.732798[/C][/ROW]
[ROW][C]24[/C][C]-0.08648[/C][C]-0.6699[/C][C]0.747245[/C][/ROW]
[ROW][C]25[/C][C]-0.107102[/C][C]-0.8296[/C][C]0.794975[/C][/ROW]
[ROW][C]26[/C][C]-0.120315[/C][C]-0.932[/C][C]0.822453[/C][/ROW]
[ROW][C]27[/C][C]-0.133529[/C][C]-1.0343[/C][C]0.847429[/C][/ROW]
[ROW][C]28[/C][C]-0.154151[/C][C]-1.194[/C][C]0.88142[/C][/ROW]
[ROW][C]29[/C][C]-0.16971[/C][C]-1.3146[/C][C]0.903171[/C][/ROW]
[ROW][C]30[/C][C]-0.170453[/C][C]-1.3203[/C][C]0.904129[/C][/ROW]
[ROW][C]31[/C][C]-0.186013[/C][C]-1.4408[/C][C]0.922587[/C][/ROW]
[ROW][C]32[/C][C]-0.201572[/C][C]-1.5614[/C][C]0.938152[/C][/ROW]
[ROW][C]33[/C][C]-0.229602[/C][C]-1.7785[/C][C]0.959805[/C][/ROW]
[ROW][C]34[/C][C]-0.279858[/C][C]-2.1678[/C][C]0.982923[/C][/ROW]
[ROW][C]35[/C][C]-0.322704[/C][C]-2.4997[/C][C]0.992408[/C][/ROW]
[ROW][C]36[/C][C]-0.365551[/C][C]-2.8315[/C][C]0.996852[/C][/ROW]
[ROW][C]37[/C][C]-0.415806[/C][C]-3.2208[/C][C]0.998967[/C][/ROW]
[ROW][C]38[/C][C]-0.431366[/C][C]-3.3413[/C][C]0.999281[/C][/ROW]
[ROW][C]39[/C][C]-0.417292[/C][C]-3.2323[/C][C]0.999002[/C][/ROW]
[ROW][C]40[/C][C]-0.410627[/C][C]-3.1807[/C][C]0.998837[/C][/ROW]
[ROW][C]41[/C][C]-0.403961[/C][C]-3.1291[/C][C]0.998647[/C][/ROW]
[ROW][C]42[/C][C]-0.387542[/C][C]-3.0019[/C][C]0.998047[/C][/ROW]
[ROW][C]43[/C][C]-0.385939[/C][C]-2.9895[/C][C]0.997976[/C][/ROW]
[ROW][C]44[/C][C]-0.376927[/C][C]-2.9197[/C][C]0.997536[/C][/ROW]
[ROW][C]45[/C][C]-0.367916[/C][C]-2.8499[/C][C]0.997007[/C][/ROW]
[ROW][C]46[/C][C]-0.366313[/C][C]-2.8374[/C][C]0.996903[/C][/ROW]
[ROW][C]47[/C][C]-0.330014[/C][C]-2.5563[/C][C]0.993435[/C][/ROW]
[ROW][C]48[/C][C]-0.293715[/C][C]-2.2751[/C][C]0.986757[/C][/ROW]
[ROW][C]49[/C][C]-0.272233[/C][C]-2.1087[/C][C]0.980423[/C][/ROW]
[ROW][C]50[/C][C]-0.235934[/C][C]-1.8275[/C][C]0.963704[/C][/ROW]
[ROW][C]51[/C][C]-0.199636[/C][C]-1.5464[/C][C]0.936363[/C][/ROW]
[ROW][C]52[/C][C]-0.200379[/C][C]-1.5521[/C][C]0.937054[/C][/ROW]
[ROW][C]53[/C][C]-0.173834[/C][C]-1.3465[/C][C]0.908399[/C][/ROW]
[ROW][C]54[/C][C]-0.157414[/C][C]-1.2193[/C][C]0.886254[/C][/ROW]
[ROW][C]55[/C][C]-0.140995[/C][C]-1.0921[/C][C]0.860431[/C][/ROW]
[ROW][C]56[/C][C]-0.104696[/C][C]-0.811[/C][C]0.789707[/C][/ROW]
[ROW][C]57[/C][C]-0.078522[/C][C]-0.6082[/C][C]0.727334[/C][/ROW]
[ROW][C]58[/C][C]-0.052348[/C][C]-0.4055[/C][C]0.656719[/C][/ROW]
[ROW][C]59[/C][C]-0.026174[/C][C]-0.2027[/C][C]0.579989[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7592&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7592&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	0.915049	7.0879	0
2	0.844915	6.5447	0
3	0.782189	6.0588	0
4	0.68983	5.3434	1e-06
5	0.622412	4.8212	5e-06
6	0.579565	4.4893	1.7e-05
7	0.536719	4.1574	5.2e-05
8	0.511405	3.9613	1e-04
9	0.488437	3.7834	0.00018
10	0.421019	3.2612	0.000916
11	0.375826	2.9111	0.002524
12	0.330633	2.5611	0.006484
13	0.278032	2.1536	0.017649
14	0.247656	1.9183	0.029915
15	0.234443	1.816	0.037185
16	0.199004	1.5415	0.064229
17	0.163565	1.267	0.105031
18	0.120719	0.9351	0.176747
19	0.063055	0.4884	0.313515
20	0.017862	0.1384	0.445209
21	-0.019922	-0.1543	0.561061
22	-0.065115	-0.5044	0.692079
23	-0.080675	-0.6249	0.732798
24	-0.08648	-0.6699	0.747245
25	-0.107102	-0.8296	0.794975
26	-0.120315	-0.932	0.822453
27	-0.133529	-1.0343	0.847429
28	-0.154151	-1.194	0.88142
29	-0.16971	-1.3146	0.903171
30	-0.170453	-1.3203	0.904129
31	-0.186013	-1.4408	0.922587
32	-0.201572	-1.5614	0.938152
33	-0.229602	-1.7785	0.959805
34	-0.279858	-2.1678	0.982923
35	-0.322704	-2.4997	0.992408
36	-0.365551	-2.8315	0.996852
37	-0.415806	-3.2208	0.998967
38	-0.431366	-3.3413	0.999281
39	-0.417292	-3.2323	0.999002
40	-0.410627	-3.1807	0.998837
41	-0.403961	-3.1291	0.998647
42	-0.387542	-3.0019	0.998047
43	-0.385939	-2.9895	0.997976
44	-0.376927	-2.9197	0.997536
45	-0.367916	-2.8499	0.997007
46	-0.366313	-2.8374	0.996903
47	-0.330014	-2.5563	0.993435
48	-0.293715	-2.2751	0.986757
49	-0.272233	-2.1087	0.980423
50	-0.235934	-1.8275	0.963704
51	-0.199636	-1.5464	0.936363
52	-0.200379	-1.5521	0.937054
53	-0.173834	-1.3465	0.908399
54	-0.157414	-1.2193	0.886254
55	-0.140995	-1.0921	0.860431
56	-0.104696	-0.811	0.789707
57	-0.078522	-0.6082	0.727334
58	-0.052348	-0.4055	0.656719
59	-0.026174	-0.2027	0.579989

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.915049	7.0879	0
1	0.046716	0.3619	0.359364
2	0.014913	0.1155	0.45421
3	-0.209842	-1.6254	0.945343
4	0.077198	0.598	0.276054
5	0.122481	0.9487	0.17328
6	0.034761	0.2693	0.394329
7	0.051735	0.4007	0.345018
8	-0.024468	-0.1895	0.574841
9	-0.27737	-2.1485	0.98214
10	0.063581	0.4925	0.312082
11	0.01044	0.0809	0.467909
12	0.049744	0.3853	0.350685
13	0.025973	0.2012	0.420618
14	0.055158	0.4273	0.335363
15	-0.163663	-1.2677	0.895104
16	-0.110396	-0.8551	0.802058
17	-0.089912	-0.6965	0.755584
18	0.024972	0.1934	0.423637
19	0.022203	0.172	0.432014
20	0.046169	0.3576	0.36094
21	-0.117084	-0.9069	0.815963
22	0.037201	0.2882	0.387109
23	-0.016611	-0.1287	0.550973
24	0.009041	0.07	0.472201
25	-0.016893	-0.1309	0.551835
26	0.033941	0.2629	0.396761
27	-0.016394	-0.127	0.550311
28	-0.028401	-0.22	0.586688
29	0.034965	0.2708	0.393723
30	-0.067098	-0.5197	0.69742
31	-0.122783	-0.9511	0.827308
32	-0.131281	-1.0169	0.843358
33	-0.133456	-1.0337	0.847299
34	-0.005688	-0.0441	0.517499
35	-0.022679	-0.1757	0.569427
36	-0.054341	-0.4209	0.662341
37	0.071481	0.5537	0.290924
38	0.092296	0.7149	0.238715
39	-0.019825	-0.1536	0.560766
40	-0.11862	-0.9188	0.819068
41	0.051416	0.3983	0.345922
42	0.024578	0.1904	0.424826
43	0.083336	0.6455	0.260527
44	-0.014327	-0.111	0.543999
45	-0.040585	-0.3144	0.622836
46	0.082091	0.6359	0.263637
47	0.005816	0.045	0.48211
48	-0.002579	-0.02	0.507935
49	0.09012	0.6981	0.243916
50	0.043719	0.3386	0.368029
51	-0.13144	-1.0181	0.843649
52	0.079873	0.6187	0.26923
53	-0.102762	-0.796	0.785413
54	0.038005	0.2944	0.38474
55	-0.036241	-0.2807	0.610054
56	0.006241	0.0483	0.480802
57	0.017013	0.1318	0.447798
58	-0.088675	-0.6869	0.752595
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.915049 & 7.0879 & 0 \tabularnewline
1 & 0.046716 & 0.3619 & 0.359364 \tabularnewline
2 & 0.014913 & 0.1155 & 0.45421 \tabularnewline
3 & -0.209842 & -1.6254 & 0.945343 \tabularnewline
4 & 0.077198 & 0.598 & 0.276054 \tabularnewline
5 & 0.122481 & 0.9487 & 0.17328 \tabularnewline
6 & 0.034761 & 0.2693 & 0.394329 \tabularnewline
7 & 0.051735 & 0.4007 & 0.345018 \tabularnewline
8 & -0.024468 & -0.1895 & 0.574841 \tabularnewline
9 & -0.27737 & -2.1485 & 0.98214 \tabularnewline
10 & 0.063581 & 0.4925 & 0.312082 \tabularnewline
11 & 0.01044 & 0.0809 & 0.467909 \tabularnewline
12 & 0.049744 & 0.3853 & 0.350685 \tabularnewline
13 & 0.025973 & 0.2012 & 0.420618 \tabularnewline
14 & 0.055158 & 0.4273 & 0.335363 \tabularnewline
15 & -0.163663 & -1.2677 & 0.895104 \tabularnewline
16 & -0.110396 & -0.8551 & 0.802058 \tabularnewline
17 & -0.089912 & -0.6965 & 0.755584 \tabularnewline
18 & 0.024972 & 0.1934 & 0.423637 \tabularnewline
19 & 0.022203 & 0.172 & 0.432014 \tabularnewline
20 & 0.046169 & 0.3576 & 0.36094 \tabularnewline
21 & -0.117084 & -0.9069 & 0.815963 \tabularnewline
22 & 0.037201 & 0.2882 & 0.387109 \tabularnewline
23 & -0.016611 & -0.1287 & 0.550973 \tabularnewline
24 & 0.009041 & 0.07 & 0.472201 \tabularnewline
25 & -0.016893 & -0.1309 & 0.551835 \tabularnewline
26 & 0.033941 & 0.2629 & 0.396761 \tabularnewline
27 & -0.016394 & -0.127 & 0.550311 \tabularnewline
28 & -0.028401 & -0.22 & 0.586688 \tabularnewline
29 & 0.034965 & 0.2708 & 0.393723 \tabularnewline
30 & -0.067098 & -0.5197 & 0.69742 \tabularnewline
31 & -0.122783 & -0.9511 & 0.827308 \tabularnewline
32 & -0.131281 & -1.0169 & 0.843358 \tabularnewline
33 & -0.133456 & -1.0337 & 0.847299 \tabularnewline
34 & -0.005688 & -0.0441 & 0.517499 \tabularnewline
35 & -0.022679 & -0.1757 & 0.569427 \tabularnewline
36 & -0.054341 & -0.4209 & 0.662341 \tabularnewline
37 & 0.071481 & 0.5537 & 0.290924 \tabularnewline
38 & 0.092296 & 0.7149 & 0.238715 \tabularnewline
39 & -0.019825 & -0.1536 & 0.560766 \tabularnewline
40 & -0.11862 & -0.9188 & 0.819068 \tabularnewline
41 & 0.051416 & 0.3983 & 0.345922 \tabularnewline
42 & 0.024578 & 0.1904 & 0.424826 \tabularnewline
43 & 0.083336 & 0.6455 & 0.260527 \tabularnewline
44 & -0.014327 & -0.111 & 0.543999 \tabularnewline
45 & -0.040585 & -0.3144 & 0.622836 \tabularnewline
46 & 0.082091 & 0.6359 & 0.263637 \tabularnewline
47 & 0.005816 & 0.045 & 0.48211 \tabularnewline
48 & -0.002579 & -0.02 & 0.507935 \tabularnewline
49 & 0.09012 & 0.6981 & 0.243916 \tabularnewline
50 & 0.043719 & 0.3386 & 0.368029 \tabularnewline
51 & -0.13144 & -1.0181 & 0.843649 \tabularnewline
52 & 0.079873 & 0.6187 & 0.26923 \tabularnewline
53 & -0.102762 & -0.796 & 0.785413 \tabularnewline
54 & 0.038005 & 0.2944 & 0.38474 \tabularnewline
55 & -0.036241 & -0.2807 & 0.610054 \tabularnewline
56 & 0.006241 & 0.0483 & 0.480802 \tabularnewline
57 & 0.017013 & 0.1318 & 0.447798 \tabularnewline
58 & -0.088675 & -0.6869 & 0.752595 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7592&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]0.915049[/C][C]7.0879[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.046716[/C][C]0.3619[/C][C]0.359364[/C][/ROW]
[ROW][C]2[/C][C]0.014913[/C][C]0.1155[/C][C]0.45421[/C][/ROW]
[ROW][C]3[/C][C]-0.209842[/C][C]-1.6254[/C][C]0.945343[/C][/ROW]
[ROW][C]4[/C][C]0.077198[/C][C]0.598[/C][C]0.276054[/C][/ROW]
[ROW][C]5[/C][C]0.122481[/C][C]0.9487[/C][C]0.17328[/C][/ROW]
[ROW][C]6[/C][C]0.034761[/C][C]0.2693[/C][C]0.394329[/C][/ROW]
[ROW][C]7[/C][C]0.051735[/C][C]0.4007[/C][C]0.345018[/C][/ROW]
[ROW][C]8[/C][C]-0.024468[/C][C]-0.1895[/C][C]0.574841[/C][/ROW]
[ROW][C]9[/C][C]-0.27737[/C][C]-2.1485[/C][C]0.98214[/C][/ROW]
[ROW][C]10[/C][C]0.063581[/C][C]0.4925[/C][C]0.312082[/C][/ROW]
[ROW][C]11[/C][C]0.01044[/C][C]0.0809[/C][C]0.467909[/C][/ROW]
[ROW][C]12[/C][C]0.049744[/C][C]0.3853[/C][C]0.350685[/C][/ROW]
[ROW][C]13[/C][C]0.025973[/C][C]0.2012[/C][C]0.420618[/C][/ROW]
[ROW][C]14[/C][C]0.055158[/C][C]0.4273[/C][C]0.335363[/C][/ROW]
[ROW][C]15[/C][C]-0.163663[/C][C]-1.2677[/C][C]0.895104[/C][/ROW]
[ROW][C]16[/C][C]-0.110396[/C][C]-0.8551[/C][C]0.802058[/C][/ROW]
[ROW][C]17[/C][C]-0.089912[/C][C]-0.6965[/C][C]0.755584[/C][/ROW]
[ROW][C]18[/C][C]0.024972[/C][C]0.1934[/C][C]0.423637[/C][/ROW]
[ROW][C]19[/C][C]0.022203[/C][C]0.172[/C][C]0.432014[/C][/ROW]
[ROW][C]20[/C][C]0.046169[/C][C]0.3576[/C][C]0.36094[/C][/ROW]
[ROW][C]21[/C][C]-0.117084[/C][C]-0.9069[/C][C]0.815963[/C][/ROW]
[ROW][C]22[/C][C]0.037201[/C][C]0.2882[/C][C]0.387109[/C][/ROW]
[ROW][C]23[/C][C]-0.016611[/C][C]-0.1287[/C][C]0.550973[/C][/ROW]
[ROW][C]24[/C][C]0.009041[/C][C]0.07[/C][C]0.472201[/C][/ROW]
[ROW][C]25[/C][C]-0.016893[/C][C]-0.1309[/C][C]0.551835[/C][/ROW]
[ROW][C]26[/C][C]0.033941[/C][C]0.2629[/C][C]0.396761[/C][/ROW]
[ROW][C]27[/C][C]-0.016394[/C][C]-0.127[/C][C]0.550311[/C][/ROW]
[ROW][C]28[/C][C]-0.028401[/C][C]-0.22[/C][C]0.586688[/C][/ROW]
[ROW][C]29[/C][C]0.034965[/C][C]0.2708[/C][C]0.393723[/C][/ROW]
[ROW][C]30[/C][C]-0.067098[/C][C]-0.5197[/C][C]0.69742[/C][/ROW]
[ROW][C]31[/C][C]-0.122783[/C][C]-0.9511[/C][C]0.827308[/C][/ROW]
[ROW][C]32[/C][C]-0.131281[/C][C]-1.0169[/C][C]0.843358[/C][/ROW]
[ROW][C]33[/C][C]-0.133456[/C][C]-1.0337[/C][C]0.847299[/C][/ROW]
[ROW][C]34[/C][C]-0.005688[/C][C]-0.0441[/C][C]0.517499[/C][/ROW]
[ROW][C]35[/C][C]-0.022679[/C][C]-0.1757[/C][C]0.569427[/C][/ROW]
[ROW][C]36[/C][C]-0.054341[/C][C]-0.4209[/C][C]0.662341[/C][/ROW]
[ROW][C]37[/C][C]0.071481[/C][C]0.5537[/C][C]0.290924[/C][/ROW]
[ROW][C]38[/C][C]0.092296[/C][C]0.7149[/C][C]0.238715[/C][/ROW]
[ROW][C]39[/C][C]-0.019825[/C][C]-0.1536[/C][C]0.560766[/C][/ROW]
[ROW][C]40[/C][C]-0.11862[/C][C]-0.9188[/C][C]0.819068[/C][/ROW]
[ROW][C]41[/C][C]0.051416[/C][C]0.3983[/C][C]0.345922[/C][/ROW]
[ROW][C]42[/C][C]0.024578[/C][C]0.1904[/C][C]0.424826[/C][/ROW]
[ROW][C]43[/C][C]0.083336[/C][C]0.6455[/C][C]0.260527[/C][/ROW]
[ROW][C]44[/C][C]-0.014327[/C][C]-0.111[/C][C]0.543999[/C][/ROW]
[ROW][C]45[/C][C]-0.040585[/C][C]-0.3144[/C][C]0.622836[/C][/ROW]
[ROW][C]46[/C][C]0.082091[/C][C]0.6359[/C][C]0.263637[/C][/ROW]
[ROW][C]47[/C][C]0.005816[/C][C]0.045[/C][C]0.48211[/C][/ROW]
[ROW][C]48[/C][C]-0.002579[/C][C]-0.02[/C][C]0.507935[/C][/ROW]
[ROW][C]49[/C][C]0.09012[/C][C]0.6981[/C][C]0.243916[/C][/ROW]
[ROW][C]50[/C][C]0.043719[/C][C]0.3386[/C][C]0.368029[/C][/ROW]
[ROW][C]51[/C][C]-0.13144[/C][C]-1.0181[/C][C]0.843649[/C][/ROW]
[ROW][C]52[/C][C]0.079873[/C][C]0.6187[/C][C]0.26923[/C][/ROW]
[ROW][C]53[/C][C]-0.102762[/C][C]-0.796[/C][C]0.785413[/C][/ROW]
[ROW][C]54[/C][C]0.038005[/C][C]0.2944[/C][C]0.38474[/C][/ROW]
[ROW][C]55[/C][C]-0.036241[/C][C]-0.2807[/C][C]0.610054[/C][/ROW]
[ROW][C]56[/C][C]0.006241[/C][C]0.0483[/C][C]0.480802[/C][/ROW]
[ROW][C]57[/C][C]0.017013[/C][C]0.1318[/C][C]0.447798[/C][/ROW]
[ROW][C]58[/C][C]-0.088675[/C][C]-0.6869[/C][C]0.752595[/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=7592&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7592&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	0.915049	7.0879	0
1	0.046716	0.3619	0.359364
2	0.014913	0.1155	0.45421
3	-0.209842	-1.6254	0.945343
4	0.077198	0.598	0.276054
5	0.122481	0.9487	0.17328
6	0.034761	0.2693	0.394329
7	0.051735	0.4007	0.345018
8	-0.024468	-0.1895	0.574841
9	-0.27737	-2.1485	0.98214
10	0.063581	0.4925	0.312082
11	0.01044	0.0809	0.467909
12	0.049744	0.3853	0.350685
13	0.025973	0.2012	0.420618
14	0.055158	0.4273	0.335363
15	-0.163663	-1.2677	0.895104
16	-0.110396	-0.8551	0.802058
17	-0.089912	-0.6965	0.755584
18	0.024972	0.1934	0.423637
19	0.022203	0.172	0.432014
20	0.046169	0.3576	0.36094
21	-0.117084	-0.9069	0.815963
22	0.037201	0.2882	0.387109
23	-0.016611	-0.1287	0.550973
24	0.009041	0.07	0.472201
25	-0.016893	-0.1309	0.551835
26	0.033941	0.2629	0.396761
27	-0.016394	-0.127	0.550311
28	-0.028401	-0.22	0.586688
29	0.034965	0.2708	0.393723
30	-0.067098	-0.5197	0.69742
31	-0.122783	-0.9511	0.827308
32	-0.131281	-1.0169	0.843358
33	-0.133456	-1.0337	0.847299
34	-0.005688	-0.0441	0.517499
35	-0.022679	-0.1757	0.569427
36	-0.054341	-0.4209	0.662341
37	0.071481	0.5537	0.290924
38	0.092296	0.7149	0.238715
39	-0.019825	-0.1536	0.560766
40	-0.11862	-0.9188	0.819068
41	0.051416	0.3983	0.345922
42	0.024578	0.1904	0.424826
43	0.083336	0.6455	0.260527
44	-0.014327	-0.111	0.543999
45	-0.040585	-0.3144	0.622836
46	0.082091	0.6359	0.263637
47	0.005816	0.045	0.48211
48	-0.002579	-0.02	0.507935
49	0.09012	0.6981	0.243916
50	0.043719	0.3386	0.368029
51	-0.13144	-1.0181	0.843649
52	0.079873	0.6187	0.26923
53	-0.102762	-0.796	0.785413
54	0.038005	0.2944	0.38474
55	-0.036241	-0.2807	0.610054
56	0.006241	0.0483	0.480802
57	0.017013	0.1318	0.447798
58	-0.088675	-0.6869	0.752595
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