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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 13:14:41 -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/t1196366894a9ytikxmpopa9z6.htm/, Retrieved Fri, 03 May 2024 05:57:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7598, Retrieved Fri, 03 May 2024 05:57:41 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

165

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

-       [(Partial) Autocorrelation Function] [Melkprijs d=0 & D=0] [2007-11-29 20:14:41] [5a8e7c1f041681f87e3014e302618e0c] [Current]

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Dataseries X:

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Histogram

Boxplots

0,65
0,65
0,66
0,66
0,66
0,66
0,68
0,69
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,71
0,7
0,71
0,7
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,71
0,71
0,7
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,7
0,7

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 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 & 3 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=7598&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]3 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=7598&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7598&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	3 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	0.858108	6.6469	0
2	0.72973	5.6525	0
3	0.608108	4.7104	8e-06
4	0.493243	3.8206	0.000159
5	0.358108	2.7739	0.003686
6	0.216216	1.6748	0.049589
7	0.135135	1.0468	0.149706
8	0.087838	0.6804	0.249438
9	0.074324	0.5757	0.283481
10	0.060811	0.471	0.319661
11	0.047297	0.3664	0.357691
12	0.013514	0.1047	0.458491
13	0.006757	0.0523	0.479217
14	-0.013514	-0.1047	0.541509
15	-0.033784	-0.2617	0.602771
16	-0.060811	-0.471	0.680339
17	-0.087838	-0.6804	0.750562
18	-0.081081	-0.6281	0.733823
19	-0.101351	-0.7851	0.782248
20	-0.094595	-0.7327	0.766711
21	-0.121622	-0.9421	0.825034
22	-0.114865	-0.8897	0.81142
23	-0.114865	-0.8897	0.81142
24	-0.108108	-0.8374	0.797155
25	-0.108108	-0.8374	0.797155
26	-0.114865	-0.8897	0.81142
27	-0.108108	-0.8374	0.797155
28	-0.108108	-0.8374	0.797155
29	-0.081081	-0.6281	0.733823
30	-0.060811	-0.471	0.680339
31	-0.040541	-0.314	0.622705
32	-0.02027	-0.157	0.562119
33	0.006757	0.0523	0.479217
34	0.033784	0.2617	0.397229
35	0.027027	0.2094	0.417442
36	0.013514	0.1047	0.458491
37	-0.006757	-0.0523	0.520783
38	-0.027027	-0.2094	0.582558
39	-0.054054	-0.4187	0.661535
40	-0.067568	-0.5234	0.69868
41	-0.101351	-0.7851	0.782248
42	-0.135135	-1.0468	0.850294
43	-0.168919	-1.3084	0.902143
44	-0.162162	-1.2561	0.893026
45	-0.162162	-1.2561	0.893026
46	-0.195946	-1.5178	0.932841
47	-0.195946	-1.5178	0.932841
48	-0.195946	-1.5178	0.932841
49	-0.195946	-1.5178	0.932841
50	-0.195946	-1.5178	0.932841
51	-0.189189	-1.4655	0.925991
52	-0.175676	-1.3608	0.910663
53	-0.148649	-1.1514	0.872938
54	-0.121622	-0.9421	0.825034
55	-0.094595	-0.7327	0.766711
56	-0.067568	-0.5234	0.69868
57	-0.033784	-0.2617	0.602771
58	0	0	0.5
59	0	0	0.5

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.858108 & 6.6469 & 0 \tabularnewline
2 & 0.72973 & 5.6525 & 0 \tabularnewline
3 & 0.608108 & 4.7104 & 8e-06 \tabularnewline
4 & 0.493243 & 3.8206 & 0.000159 \tabularnewline
5 & 0.358108 & 2.7739 & 0.003686 \tabularnewline
6 & 0.216216 & 1.6748 & 0.049589 \tabularnewline
7 & 0.135135 & 1.0468 & 0.149706 \tabularnewline
8 & 0.087838 & 0.6804 & 0.249438 \tabularnewline
9 & 0.074324 & 0.5757 & 0.283481 \tabularnewline
10 & 0.060811 & 0.471 & 0.319661 \tabularnewline
11 & 0.047297 & 0.3664 & 0.357691 \tabularnewline
12 & 0.013514 & 0.1047 & 0.458491 \tabularnewline
13 & 0.006757 & 0.0523 & 0.479217 \tabularnewline
14 & -0.013514 & -0.1047 & 0.541509 \tabularnewline
15 & -0.033784 & -0.2617 & 0.602771 \tabularnewline
16 & -0.060811 & -0.471 & 0.680339 \tabularnewline
17 & -0.087838 & -0.6804 & 0.750562 \tabularnewline
18 & -0.081081 & -0.6281 & 0.733823 \tabularnewline
19 & -0.101351 & -0.7851 & 0.782248 \tabularnewline
20 & -0.094595 & -0.7327 & 0.766711 \tabularnewline
21 & -0.121622 & -0.9421 & 0.825034 \tabularnewline
22 & -0.114865 & -0.8897 & 0.81142 \tabularnewline
23 & -0.114865 & -0.8897 & 0.81142 \tabularnewline
24 & -0.108108 & -0.8374 & 0.797155 \tabularnewline
25 & -0.108108 & -0.8374 & 0.797155 \tabularnewline
26 & -0.114865 & -0.8897 & 0.81142 \tabularnewline
27 & -0.108108 & -0.8374 & 0.797155 \tabularnewline
28 & -0.108108 & -0.8374 & 0.797155 \tabularnewline
29 & -0.081081 & -0.6281 & 0.733823 \tabularnewline
30 & -0.060811 & -0.471 & 0.680339 \tabularnewline
31 & -0.040541 & -0.314 & 0.622705 \tabularnewline
32 & -0.02027 & -0.157 & 0.562119 \tabularnewline
33 & 0.006757 & 0.0523 & 0.479217 \tabularnewline
34 & 0.033784 & 0.2617 & 0.397229 \tabularnewline
35 & 0.027027 & 0.2094 & 0.417442 \tabularnewline
36 & 0.013514 & 0.1047 & 0.458491 \tabularnewline
37 & -0.006757 & -0.0523 & 0.520783 \tabularnewline
38 & -0.027027 & -0.2094 & 0.582558 \tabularnewline
39 & -0.054054 & -0.4187 & 0.661535 \tabularnewline
40 & -0.067568 & -0.5234 & 0.69868 \tabularnewline
41 & -0.101351 & -0.7851 & 0.782248 \tabularnewline
42 & -0.135135 & -1.0468 & 0.850294 \tabularnewline
43 & -0.168919 & -1.3084 & 0.902143 \tabularnewline
44 & -0.162162 & -1.2561 & 0.893026 \tabularnewline
45 & -0.162162 & -1.2561 & 0.893026 \tabularnewline
46 & -0.195946 & -1.5178 & 0.932841 \tabularnewline
47 & -0.195946 & -1.5178 & 0.932841 \tabularnewline
48 & -0.195946 & -1.5178 & 0.932841 \tabularnewline
49 & -0.195946 & -1.5178 & 0.932841 \tabularnewline
50 & -0.195946 & -1.5178 & 0.932841 \tabularnewline
51 & -0.189189 & -1.4655 & 0.925991 \tabularnewline
52 & -0.175676 & -1.3608 & 0.910663 \tabularnewline
53 & -0.148649 & -1.1514 & 0.872938 \tabularnewline
54 & -0.121622 & -0.9421 & 0.825034 \tabularnewline
55 & -0.094595 & -0.7327 & 0.766711 \tabularnewline
56 & -0.067568 & -0.5234 & 0.69868 \tabularnewline
57 & -0.033784 & -0.2617 & 0.602771 \tabularnewline
58 & 0 & 0 & 0.5 \tabularnewline
59 & 0 & 0 & 0.5 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7598&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]0.858108[/C][C]6.6469[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.72973[/C][C]5.6525[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.608108[/C][C]4.7104[/C][C]8e-06[/C][/ROW]
[ROW][C]4[/C][C]0.493243[/C][C]3.8206[/C][C]0.000159[/C][/ROW]
[ROW][C]5[/C][C]0.358108[/C][C]2.7739[/C][C]0.003686[/C][/ROW]
[ROW][C]6[/C][C]0.216216[/C][C]1.6748[/C][C]0.049589[/C][/ROW]
[ROW][C]7[/C][C]0.135135[/C][C]1.0468[/C][C]0.149706[/C][/ROW]
[ROW][C]8[/C][C]0.087838[/C][C]0.6804[/C][C]0.249438[/C][/ROW]
[ROW][C]9[/C][C]0.074324[/C][C]0.5757[/C][C]0.283481[/C][/ROW]
[ROW][C]10[/C][C]0.060811[/C][C]0.471[/C][C]0.319661[/C][/ROW]
[ROW][C]11[/C][C]0.047297[/C][C]0.3664[/C][C]0.357691[/C][/ROW]
[ROW][C]12[/C][C]0.013514[/C][C]0.1047[/C][C]0.458491[/C][/ROW]
[ROW][C]13[/C][C]0.006757[/C][C]0.0523[/C][C]0.479217[/C][/ROW]
[ROW][C]14[/C][C]-0.013514[/C][C]-0.1047[/C][C]0.541509[/C][/ROW]
[ROW][C]15[/C][C]-0.033784[/C][C]-0.2617[/C][C]0.602771[/C][/ROW]
[ROW][C]16[/C][C]-0.060811[/C][C]-0.471[/C][C]0.680339[/C][/ROW]
[ROW][C]17[/C][C]-0.087838[/C][C]-0.6804[/C][C]0.750562[/C][/ROW]
[ROW][C]18[/C][C]-0.081081[/C][C]-0.6281[/C][C]0.733823[/C][/ROW]
[ROW][C]19[/C][C]-0.101351[/C][C]-0.7851[/C][C]0.782248[/C][/ROW]
[ROW][C]20[/C][C]-0.094595[/C][C]-0.7327[/C][C]0.766711[/C][/ROW]
[ROW][C]21[/C][C]-0.121622[/C][C]-0.9421[/C][C]0.825034[/C][/ROW]
[ROW][C]22[/C][C]-0.114865[/C][C]-0.8897[/C][C]0.81142[/C][/ROW]
[ROW][C]23[/C][C]-0.114865[/C][C]-0.8897[/C][C]0.81142[/C][/ROW]
[ROW][C]24[/C][C]-0.108108[/C][C]-0.8374[/C][C]0.797155[/C][/ROW]
[ROW][C]25[/C][C]-0.108108[/C][C]-0.8374[/C][C]0.797155[/C][/ROW]
[ROW][C]26[/C][C]-0.114865[/C][C]-0.8897[/C][C]0.81142[/C][/ROW]
[ROW][C]27[/C][C]-0.108108[/C][C]-0.8374[/C][C]0.797155[/C][/ROW]
[ROW][C]28[/C][C]-0.108108[/C][C]-0.8374[/C][C]0.797155[/C][/ROW]
[ROW][C]29[/C][C]-0.081081[/C][C]-0.6281[/C][C]0.733823[/C][/ROW]
[ROW][C]30[/C][C]-0.060811[/C][C]-0.471[/C][C]0.680339[/C][/ROW]
[ROW][C]31[/C][C]-0.040541[/C][C]-0.314[/C][C]0.622705[/C][/ROW]
[ROW][C]32[/C][C]-0.02027[/C][C]-0.157[/C][C]0.562119[/C][/ROW]
[ROW][C]33[/C][C]0.006757[/C][C]0.0523[/C][C]0.479217[/C][/ROW]
[ROW][C]34[/C][C]0.033784[/C][C]0.2617[/C][C]0.397229[/C][/ROW]
[ROW][C]35[/C][C]0.027027[/C][C]0.2094[/C][C]0.417442[/C][/ROW]
[ROW][C]36[/C][C]0.013514[/C][C]0.1047[/C][C]0.458491[/C][/ROW]
[ROW][C]37[/C][C]-0.006757[/C][C]-0.0523[/C][C]0.520783[/C][/ROW]
[ROW][C]38[/C][C]-0.027027[/C][C]-0.2094[/C][C]0.582558[/C][/ROW]
[ROW][C]39[/C][C]-0.054054[/C][C]-0.4187[/C][C]0.661535[/C][/ROW]
[ROW][C]40[/C][C]-0.067568[/C][C]-0.5234[/C][C]0.69868[/C][/ROW]
[ROW][C]41[/C][C]-0.101351[/C][C]-0.7851[/C][C]0.782248[/C][/ROW]
[ROW][C]42[/C][C]-0.135135[/C][C]-1.0468[/C][C]0.850294[/C][/ROW]
[ROW][C]43[/C][C]-0.168919[/C][C]-1.3084[/C][C]0.902143[/C][/ROW]
[ROW][C]44[/C][C]-0.162162[/C][C]-1.2561[/C][C]0.893026[/C][/ROW]
[ROW][C]45[/C][C]-0.162162[/C][C]-1.2561[/C][C]0.893026[/C][/ROW]
[ROW][C]46[/C][C]-0.195946[/C][C]-1.5178[/C][C]0.932841[/C][/ROW]
[ROW][C]47[/C][C]-0.195946[/C][C]-1.5178[/C][C]0.932841[/C][/ROW]
[ROW][C]48[/C][C]-0.195946[/C][C]-1.5178[/C][C]0.932841[/C][/ROW]
[ROW][C]49[/C][C]-0.195946[/C][C]-1.5178[/C][C]0.932841[/C][/ROW]
[ROW][C]50[/C][C]-0.195946[/C][C]-1.5178[/C][C]0.932841[/C][/ROW]
[ROW][C]51[/C][C]-0.189189[/C][C]-1.4655[/C][C]0.925991[/C][/ROW]
[ROW][C]52[/C][C]-0.175676[/C][C]-1.3608[/C][C]0.910663[/C][/ROW]
[ROW][C]53[/C][C]-0.148649[/C][C]-1.1514[/C][C]0.872938[/C][/ROW]
[ROW][C]54[/C][C]-0.121622[/C][C]-0.9421[/C][C]0.825034[/C][/ROW]
[ROW][C]55[/C][C]-0.094595[/C][C]-0.7327[/C][C]0.766711[/C][/ROW]
[ROW][C]56[/C][C]-0.067568[/C][C]-0.5234[/C][C]0.69868[/C][/ROW]
[ROW][C]57[/C][C]-0.033784[/C][C]-0.2617[/C][C]0.602771[/C][/ROW]
[ROW][C]58[/C][C]0[/C][C]0[/C][C]0.5[/C][/ROW]
[ROW][C]59[/C][C]0[/C][C]0[/C][C]0.5[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7598&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7598&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	0.858108	6.6469	0
2	0.72973	5.6525	0
3	0.608108	4.7104	8e-06
4	0.493243	3.8206	0.000159
5	0.358108	2.7739	0.003686
6	0.216216	1.6748	0.049589
7	0.135135	1.0468	0.149706
8	0.087838	0.6804	0.249438
9	0.074324	0.5757	0.283481
10	0.060811	0.471	0.319661
11	0.047297	0.3664	0.357691
12	0.013514	0.1047	0.458491
13	0.006757	0.0523	0.479217
14	-0.013514	-0.1047	0.541509
15	-0.033784	-0.2617	0.602771
16	-0.060811	-0.471	0.680339
17	-0.087838	-0.6804	0.750562
18	-0.081081	-0.6281	0.733823
19	-0.101351	-0.7851	0.782248
20	-0.094595	-0.7327	0.766711
21	-0.121622	-0.9421	0.825034
22	-0.114865	-0.8897	0.81142
23	-0.114865	-0.8897	0.81142
24	-0.108108	-0.8374	0.797155
25	-0.108108	-0.8374	0.797155
26	-0.114865	-0.8897	0.81142
27	-0.108108	-0.8374	0.797155
28	-0.108108	-0.8374	0.797155
29	-0.081081	-0.6281	0.733823
30	-0.060811	-0.471	0.680339
31	-0.040541	-0.314	0.622705
32	-0.02027	-0.157	0.562119
33	0.006757	0.0523	0.479217
34	0.033784	0.2617	0.397229
35	0.027027	0.2094	0.417442
36	0.013514	0.1047	0.458491
37	-0.006757	-0.0523	0.520783
38	-0.027027	-0.2094	0.582558
39	-0.054054	-0.4187	0.661535
40	-0.067568	-0.5234	0.69868
41	-0.101351	-0.7851	0.782248
42	-0.135135	-1.0468	0.850294
43	-0.168919	-1.3084	0.902143
44	-0.162162	-1.2561	0.893026
45	-0.162162	-1.2561	0.893026
46	-0.195946	-1.5178	0.932841
47	-0.195946	-1.5178	0.932841
48	-0.195946	-1.5178	0.932841
49	-0.195946	-1.5178	0.932841
50	-0.195946	-1.5178	0.932841
51	-0.189189	-1.4655	0.925991
52	-0.175676	-1.3608	0.910663
53	-0.148649	-1.1514	0.872938
54	-0.121622	-0.9421	0.825034
55	-0.094595	-0.7327	0.766711
56	-0.067568	-0.5234	0.69868
57	-0.033784	-0.2617	0.602771
58	0	0	0.5
59	0	0	0.5

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.858108	6.6469	0
1	-0.025108	-0.1945	0.576774
2	-0.046514	-0.3603	0.640055
3	-0.047896	-0.371	0.644028
4	-0.151862	-1.1763	0.877943
5	-0.130661	-1.0121	0.842222
6	0.11894	0.9213	0.180291
7	0.071414	0.5532	0.291101
8	0.100636	0.7795	0.219367
9	-0.005711	-0.0442	0.517568
10	-0.062832	-0.4867	0.685875
11	-0.161476	-1.2508	0.892066
12	0.050647	0.3923	0.348111
13	-0.039953	-0.3095	0.620983
14	0.037201	0.2882	0.387111
15	-0.001032	-0.008	0.503175
16	-0.036174	-0.2802	0.609856
17	0.049011	0.3796	0.352776
18	-0.113523	-0.8793	0.80864
19	0.053402	0.4136	0.340303
20	-0.127925	-0.9909	0.837143
21	0.08398	0.6505	0.258923
22	-0.028867	-0.2236	0.588088
23	0.034838	0.2699	0.394098
24	-0.035807	-0.2774	0.608773
25	-0.03183	-0.2466	0.596951
26	-0.019131	-0.1482	0.558655
27	-0.022252	-0.1724	0.568135
28	0.088335	0.6842	0.248229
29	0.047992	0.3717	0.355697
30	-0.020494	-0.1587	0.562799
31	0.029242	0.2265	0.410787
32	-0.038931	-0.3016	0.617985
33	0.02499	0.1936	0.423584
34	-0.104368	-0.8084	0.788982
35	-0.01014	-0.0785	0.53117
36	-0.009418	-0.073	0.528956
37	-0.043942	-0.3404	0.632617
38	0.034394	0.2664	0.395417
39	-0.010882	-0.0843	0.533449
40	-0.074468	-0.5768	0.716893
41	-0.120522	-0.9336	0.822863
42	-0.064362	-0.4985	0.690039
43	0.107298	0.8311	0.204598
44	-0.017561	-0.136	0.553874
45	-0.079882	-0.6188	0.730794
46	0.029534	0.2288	0.409912
47	-0.068127	-0.5277	0.700177
48	-0.093637	-0.7253	0.764459
49	0.028936	0.2241	0.411705
50	0.042163	0.3266	0.372556
51	-0.010691	-0.0828	0.532861
52	0.095327	0.7384	0.231574
53	-0.046794	-0.3625	0.640861
54	-0.016083	-0.1246	0.549364
55	-0.009709	-0.0752	0.529849
56	0.037541	0.2908	0.386108
57	-0.004738	-0.0367	0.514577
58	-0.06348	-0.4917	0.687641
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.858108 & 6.6469 & 0 \tabularnewline
1 & -0.025108 & -0.1945 & 0.576774 \tabularnewline
2 & -0.046514 & -0.3603 & 0.640055 \tabularnewline
3 & -0.047896 & -0.371 & 0.644028 \tabularnewline
4 & -0.151862 & -1.1763 & 0.877943 \tabularnewline
5 & -0.130661 & -1.0121 & 0.842222 \tabularnewline
6 & 0.11894 & 0.9213 & 0.180291 \tabularnewline
7 & 0.071414 & 0.5532 & 0.291101 \tabularnewline
8 & 0.100636 & 0.7795 & 0.219367 \tabularnewline
9 & -0.005711 & -0.0442 & 0.517568 \tabularnewline
10 & -0.062832 & -0.4867 & 0.685875 \tabularnewline
11 & -0.161476 & -1.2508 & 0.892066 \tabularnewline
12 & 0.050647 & 0.3923 & 0.348111 \tabularnewline
13 & -0.039953 & -0.3095 & 0.620983 \tabularnewline
14 & 0.037201 & 0.2882 & 0.387111 \tabularnewline
15 & -0.001032 & -0.008 & 0.503175 \tabularnewline
16 & -0.036174 & -0.2802 & 0.609856 \tabularnewline
17 & 0.049011 & 0.3796 & 0.352776 \tabularnewline
18 & -0.113523 & -0.8793 & 0.80864 \tabularnewline
19 & 0.053402 & 0.4136 & 0.340303 \tabularnewline
20 & -0.127925 & -0.9909 & 0.837143 \tabularnewline
21 & 0.08398 & 0.6505 & 0.258923 \tabularnewline
22 & -0.028867 & -0.2236 & 0.588088 \tabularnewline
23 & 0.034838 & 0.2699 & 0.394098 \tabularnewline
24 & -0.035807 & -0.2774 & 0.608773 \tabularnewline
25 & -0.03183 & -0.2466 & 0.596951 \tabularnewline
26 & -0.019131 & -0.1482 & 0.558655 \tabularnewline
27 & -0.022252 & -0.1724 & 0.568135 \tabularnewline
28 & 0.088335 & 0.6842 & 0.248229 \tabularnewline
29 & 0.047992 & 0.3717 & 0.355697 \tabularnewline
30 & -0.020494 & -0.1587 & 0.562799 \tabularnewline
31 & 0.029242 & 0.2265 & 0.410787 \tabularnewline
32 & -0.038931 & -0.3016 & 0.617985 \tabularnewline
33 & 0.02499 & 0.1936 & 0.423584 \tabularnewline
34 & -0.104368 & -0.8084 & 0.788982 \tabularnewline
35 & -0.01014 & -0.0785 & 0.53117 \tabularnewline
36 & -0.009418 & -0.073 & 0.528956 \tabularnewline
37 & -0.043942 & -0.3404 & 0.632617 \tabularnewline
38 & 0.034394 & 0.2664 & 0.395417 \tabularnewline
39 & -0.010882 & -0.0843 & 0.533449 \tabularnewline
40 & -0.074468 & -0.5768 & 0.716893 \tabularnewline
41 & -0.120522 & -0.9336 & 0.822863 \tabularnewline
42 & -0.064362 & -0.4985 & 0.690039 \tabularnewline
43 & 0.107298 & 0.8311 & 0.204598 \tabularnewline
44 & -0.017561 & -0.136 & 0.553874 \tabularnewline
45 & -0.079882 & -0.6188 & 0.730794 \tabularnewline
46 & 0.029534 & 0.2288 & 0.409912 \tabularnewline
47 & -0.068127 & -0.5277 & 0.700177 \tabularnewline
48 & -0.093637 & -0.7253 & 0.764459 \tabularnewline
49 & 0.028936 & 0.2241 & 0.411705 \tabularnewline
50 & 0.042163 & 0.3266 & 0.372556 \tabularnewline
51 & -0.010691 & -0.0828 & 0.532861 \tabularnewline
52 & 0.095327 & 0.7384 & 0.231574 \tabularnewline
53 & -0.046794 & -0.3625 & 0.640861 \tabularnewline
54 & -0.016083 & -0.1246 & 0.549364 \tabularnewline
55 & -0.009709 & -0.0752 & 0.529849 \tabularnewline
56 & 0.037541 & 0.2908 & 0.386108 \tabularnewline
57 & -0.004738 & -0.0367 & 0.514577 \tabularnewline
58 & -0.06348 & -0.4917 & 0.687641 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7598&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]0.858108[/C][C]6.6469[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.025108[/C][C]-0.1945[/C][C]0.576774[/C][/ROW]
[ROW][C]2[/C][C]-0.046514[/C][C]-0.3603[/C][C]0.640055[/C][/ROW]
[ROW][C]3[/C][C]-0.047896[/C][C]-0.371[/C][C]0.644028[/C][/ROW]
[ROW][C]4[/C][C]-0.151862[/C][C]-1.1763[/C][C]0.877943[/C][/ROW]
[ROW][C]5[/C][C]-0.130661[/C][C]-1.0121[/C][C]0.842222[/C][/ROW]
[ROW][C]6[/C][C]0.11894[/C][C]0.9213[/C][C]0.180291[/C][/ROW]
[ROW][C]7[/C][C]0.071414[/C][C]0.5532[/C][C]0.291101[/C][/ROW]
[ROW][C]8[/C][C]0.100636[/C][C]0.7795[/C][C]0.219367[/C][/ROW]
[ROW][C]9[/C][C]-0.005711[/C][C]-0.0442[/C][C]0.517568[/C][/ROW]
[ROW][C]10[/C][C]-0.062832[/C][C]-0.4867[/C][C]0.685875[/C][/ROW]
[ROW][C]11[/C][C]-0.161476[/C][C]-1.2508[/C][C]0.892066[/C][/ROW]
[ROW][C]12[/C][C]0.050647[/C][C]0.3923[/C][C]0.348111[/C][/ROW]
[ROW][C]13[/C][C]-0.039953[/C][C]-0.3095[/C][C]0.620983[/C][/ROW]
[ROW][C]14[/C][C]0.037201[/C][C]0.2882[/C][C]0.387111[/C][/ROW]
[ROW][C]15[/C][C]-0.001032[/C][C]-0.008[/C][C]0.503175[/C][/ROW]
[ROW][C]16[/C][C]-0.036174[/C][C]-0.2802[/C][C]0.609856[/C][/ROW]
[ROW][C]17[/C][C]0.049011[/C][C]0.3796[/C][C]0.352776[/C][/ROW]
[ROW][C]18[/C][C]-0.113523[/C][C]-0.8793[/C][C]0.80864[/C][/ROW]
[ROW][C]19[/C][C]0.053402[/C][C]0.4136[/C][C]0.340303[/C][/ROW]
[ROW][C]20[/C][C]-0.127925[/C][C]-0.9909[/C][C]0.837143[/C][/ROW]
[ROW][C]21[/C][C]0.08398[/C][C]0.6505[/C][C]0.258923[/C][/ROW]
[ROW][C]22[/C][C]-0.028867[/C][C]-0.2236[/C][C]0.588088[/C][/ROW]
[ROW][C]23[/C][C]0.034838[/C][C]0.2699[/C][C]0.394098[/C][/ROW]
[ROW][C]24[/C][C]-0.035807[/C][C]-0.2774[/C][C]0.608773[/C][/ROW]
[ROW][C]25[/C][C]-0.03183[/C][C]-0.2466[/C][C]0.596951[/C][/ROW]
[ROW][C]26[/C][C]-0.019131[/C][C]-0.1482[/C][C]0.558655[/C][/ROW]
[ROW][C]27[/C][C]-0.022252[/C][C]-0.1724[/C][C]0.568135[/C][/ROW]
[ROW][C]28[/C][C]0.088335[/C][C]0.6842[/C][C]0.248229[/C][/ROW]
[ROW][C]29[/C][C]0.047992[/C][C]0.3717[/C][C]0.355697[/C][/ROW]
[ROW][C]30[/C][C]-0.020494[/C][C]-0.1587[/C][C]0.562799[/C][/ROW]
[ROW][C]31[/C][C]0.029242[/C][C]0.2265[/C][C]0.410787[/C][/ROW]
[ROW][C]32[/C][C]-0.038931[/C][C]-0.3016[/C][C]0.617985[/C][/ROW]
[ROW][C]33[/C][C]0.02499[/C][C]0.1936[/C][C]0.423584[/C][/ROW]
[ROW][C]34[/C][C]-0.104368[/C][C]-0.8084[/C][C]0.788982[/C][/ROW]
[ROW][C]35[/C][C]-0.01014[/C][C]-0.0785[/C][C]0.53117[/C][/ROW]
[ROW][C]36[/C][C]-0.009418[/C][C]-0.073[/C][C]0.528956[/C][/ROW]
[ROW][C]37[/C][C]-0.043942[/C][C]-0.3404[/C][C]0.632617[/C][/ROW]
[ROW][C]38[/C][C]0.034394[/C][C]0.2664[/C][C]0.395417[/C][/ROW]
[ROW][C]39[/C][C]-0.010882[/C][C]-0.0843[/C][C]0.533449[/C][/ROW]
[ROW][C]40[/C][C]-0.074468[/C][C]-0.5768[/C][C]0.716893[/C][/ROW]
[ROW][C]41[/C][C]-0.120522[/C][C]-0.9336[/C][C]0.822863[/C][/ROW]
[ROW][C]42[/C][C]-0.064362[/C][C]-0.4985[/C][C]0.690039[/C][/ROW]
[ROW][C]43[/C][C]0.107298[/C][C]0.8311[/C][C]0.204598[/C][/ROW]
[ROW][C]44[/C][C]-0.017561[/C][C]-0.136[/C][C]0.553874[/C][/ROW]
[ROW][C]45[/C][C]-0.079882[/C][C]-0.6188[/C][C]0.730794[/C][/ROW]
[ROW][C]46[/C][C]0.029534[/C][C]0.2288[/C][C]0.409912[/C][/ROW]
[ROW][C]47[/C][C]-0.068127[/C][C]-0.5277[/C][C]0.700177[/C][/ROW]
[ROW][C]48[/C][C]-0.093637[/C][C]-0.7253[/C][C]0.764459[/C][/ROW]
[ROW][C]49[/C][C]0.028936[/C][C]0.2241[/C][C]0.411705[/C][/ROW]
[ROW][C]50[/C][C]0.042163[/C][C]0.3266[/C][C]0.372556[/C][/ROW]
[ROW][C]51[/C][C]-0.010691[/C][C]-0.0828[/C][C]0.532861[/C][/ROW]
[ROW][C]52[/C][C]0.095327[/C][C]0.7384[/C][C]0.231574[/C][/ROW]
[ROW][C]53[/C][C]-0.046794[/C][C]-0.3625[/C][C]0.640861[/C][/ROW]
[ROW][C]54[/C][C]-0.016083[/C][C]-0.1246[/C][C]0.549364[/C][/ROW]
[ROW][C]55[/C][C]-0.009709[/C][C]-0.0752[/C][C]0.529849[/C][/ROW]
[ROW][C]56[/C][C]0.037541[/C][C]0.2908[/C][C]0.386108[/C][/ROW]
[ROW][C]57[/C][C]-0.004738[/C][C]-0.0367[/C][C]0.514577[/C][/ROW]
[ROW][C]58[/C][C]-0.06348[/C][C]-0.4917[/C][C]0.687641[/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=7598&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7598&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	0.858108	6.6469	0
1	-0.025108	-0.1945	0.576774
2	-0.046514	-0.3603	0.640055
3	-0.047896	-0.371	0.644028
4	-0.151862	-1.1763	0.877943
5	-0.130661	-1.0121	0.842222
6	0.11894	0.9213	0.180291
7	0.071414	0.5532	0.291101
8	0.100636	0.7795	0.219367
9	-0.005711	-0.0442	0.517568
10	-0.062832	-0.4867	0.685875
11	-0.161476	-1.2508	0.892066
12	0.050647	0.3923	0.348111
13	-0.039953	-0.3095	0.620983
14	0.037201	0.2882	0.387111
15	-0.001032	-0.008	0.503175
16	-0.036174	-0.2802	0.609856
17	0.049011	0.3796	0.352776
18	-0.113523	-0.8793	0.80864
19	0.053402	0.4136	0.340303
20	-0.127925	-0.9909	0.837143
21	0.08398	0.6505	0.258923
22	-0.028867	-0.2236	0.588088
23	0.034838	0.2699	0.394098
24	-0.035807	-0.2774	0.608773
25	-0.03183	-0.2466	0.596951
26	-0.019131	-0.1482	0.558655
27	-0.022252	-0.1724	0.568135
28	0.088335	0.6842	0.248229
29	0.047992	0.3717	0.355697
30	-0.020494	-0.1587	0.562799
31	0.029242	0.2265	0.410787
32	-0.038931	-0.3016	0.617985
33	0.02499	0.1936	0.423584
34	-0.104368	-0.8084	0.788982
35	-0.01014	-0.0785	0.53117
36	-0.009418	-0.073	0.528956
37	-0.043942	-0.3404	0.632617
38	0.034394	0.2664	0.395417
39	-0.010882	-0.0843	0.533449
40	-0.074468	-0.5768	0.716893
41	-0.120522	-0.9336	0.822863
42	-0.064362	-0.4985	0.690039
43	0.107298	0.8311	0.204598
44	-0.017561	-0.136	0.553874
45	-0.079882	-0.6188	0.730794
46	0.029534	0.2288	0.409912
47	-0.068127	-0.5277	0.700177
48	-0.093637	-0.7253	0.764459
49	0.028936	0.2241	0.411705
50	0.042163	0.3266	0.372556
51	-0.010691	-0.0828	0.532861
52	0.095327	0.7384	0.231574
53	-0.046794	-0.3625	0.640861
54	-0.016083	-0.1246	0.549364
55	-0.009709	-0.0752	0.529849
56	0.037541	0.2908	0.386108
57	-0.004738	-0.0367	0.514577
58	-0.06348	-0.4917	0.687641
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