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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 05:48:15 -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/2008/Dec/06/t122856775806uye9uw3jruz6h.htm/, Retrieved Sun, 19 May 2024 10:20:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29557, Retrieved Sun, 19 May 2024 10:20:43 +0000

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Original text written by user:

seasonality 6

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

215

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

-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 22:19:27] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMPD  [Standard Deviation-Mean Plot] [SD mean plot] [2008-12-06 11:49:39] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMP       [(Partial) Autocorrelation Function] [ACF d=o en D=0] [2008-12-06 12:48:15] [a8228479d4547a92e2d3f176a5299609] [Current]
-   P         [(Partial) Autocorrelation Function] [ACF d=0 en D=0 la...] [2008-12-07 15:39:10] [ed2ba3b6182103c15c0ab511ae4e6284] 
-   P           [(Partial) Autocorrelation Function] [acf ] [2008-12-08 11:41:37] [ed2ba3b6182103c15c0ab511ae4e6284] 
F   P             [(Partial) Autocorrelation Function] [acf] [2008-12-08 19:38:35] [4ad596f10399a71ad29b7d76e6ab90ac] 
F                 [(Partial) Autocorrelation Function] [] [2008-12-08 21:14:50] [28075c6928548bea087cb2be962cfe7e] 
-                 [(Partial) Autocorrelation Function] [ACF] [2008-12-09 00:20:22] [4ddbf81f78ea7c738951638c7e93f6ee] 
-                 [(Partial) Autocorrelation Function] [] [2008-12-09 00:24:15] [29747f79f5beb5b2516e1271770ecb47] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational 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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29557&T=0

[TABLE]
[ROW][C]Summary of computational 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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29557&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29557&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 computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.916647	7.1592	0
2	0.872188	6.812	0
3	0.82986	6.4814	0
4	0.789383	6.1653	0
5	0.747994	5.842	0
6	0.736437	5.7518	0
7	0.648231	5.0628	2e-06
8	0.599858	4.685	8e-06
9	0.552432	4.3146	3e-05
10	0.50811	3.9685	9.7e-05
11	0.463775	3.6222	0.000298
12	0.450703	3.5201	0.000411
13	0.371344	2.9003	0.002589
14	0.329732	2.5753	0.006228
15	0.287719	2.2472	0.014129
16	0.24395	1.9053	0.030728
17	0.195883	1.5299	0.065606
18	0.180725	1.4115	0.081588
19	0.105615	0.8249	0.206327
20	0.064806	0.5061	0.307288
21	0.025723	0.2009	0.420722
22	-0.015678	-0.1224	0.451473
23	-0.051419	-0.4016	0.344692
24	-0.05698	-0.445	0.328937
25	-0.115326	-0.9007	0.185639
26	-0.145682	-1.1378	0.129824
27	-0.182216	-1.4232	0.079893
28	-0.214824	-1.6778	0.049249
29	-0.238223	-1.8606	0.033813
30	-0.242556	-1.8944	0.031456
31	-0.289411	-2.2604	0.013689
32	-0.309616	-2.4182	0.0093
33	-0.333599	-2.6055	0.005756
34	-0.349723	-2.7314	0.004118
35	-0.360736	-2.8174	0.003258
36	-0.356351	-2.7832	0.003578
37	-0.388461	-3.034	0.001772
38	-0.396054	-3.0933	0.001493
39	-0.401177	-3.1333	0.001328
40	-0.405768	-3.1692	0.001195
41	-0.40986	-3.2011	0.001087
42	-0.396019	-3.093	0.001494
43	-0.406289	-3.1732	0.001181
44	-0.396483	-3.0966	0.001478
45	-0.385618	-3.0118	0.001888
46	-0.380174	-2.9693	0.002131
47	-0.374929	-2.9283	0.002393
48	-0.35553	-2.7768	0.003641
49	-0.352368	-2.7521	0.003894
50	-0.329443	-2.573	0.006265
51	-0.307855	-2.4044	0.009625
52	-0.285	-2.2259	0.014862
53	-0.259195	-2.0244	0.023658
54	-0.224796	-1.7557	0.042079
55	-0.199539	-1.5584	0.062151
56	-0.163671	-1.2783	0.102991
57	-0.132541	-1.0352	0.152335
58	-0.103476	-0.8082	0.211066
59	-0.071724	-0.5602	0.288704
60	-0.032804	-0.2562	0.399326

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.916647 & 7.1592 & 0 \tabularnewline
2 & 0.872188 & 6.812 & 0 \tabularnewline
3 & 0.82986 & 6.4814 & 0 \tabularnewline
4 & 0.789383 & 6.1653 & 0 \tabularnewline
5 & 0.747994 & 5.842 & 0 \tabularnewline
6 & 0.736437 & 5.7518 & 0 \tabularnewline
7 & 0.648231 & 5.0628 & 2e-06 \tabularnewline
8 & 0.599858 & 4.685 & 8e-06 \tabularnewline
9 & 0.552432 & 4.3146 & 3e-05 \tabularnewline
10 & 0.50811 & 3.9685 & 9.7e-05 \tabularnewline
11 & 0.463775 & 3.6222 & 0.000298 \tabularnewline
12 & 0.450703 & 3.5201 & 0.000411 \tabularnewline
13 & 0.371344 & 2.9003 & 0.002589 \tabularnewline
14 & 0.329732 & 2.5753 & 0.006228 \tabularnewline
15 & 0.287719 & 2.2472 & 0.014129 \tabularnewline
16 & 0.24395 & 1.9053 & 0.030728 \tabularnewline
17 & 0.195883 & 1.5299 & 0.065606 \tabularnewline
18 & 0.180725 & 1.4115 & 0.081588 \tabularnewline
19 & 0.105615 & 0.8249 & 0.206327 \tabularnewline
20 & 0.064806 & 0.5061 & 0.307288 \tabularnewline
21 & 0.025723 & 0.2009 & 0.420722 \tabularnewline
22 & -0.015678 & -0.1224 & 0.451473 \tabularnewline
23 & -0.051419 & -0.4016 & 0.344692 \tabularnewline
24 & -0.05698 & -0.445 & 0.328937 \tabularnewline
25 & -0.115326 & -0.9007 & 0.185639 \tabularnewline
26 & -0.145682 & -1.1378 & 0.129824 \tabularnewline
27 & -0.182216 & -1.4232 & 0.079893 \tabularnewline
28 & -0.214824 & -1.6778 & 0.049249 \tabularnewline
29 & -0.238223 & -1.8606 & 0.033813 \tabularnewline
30 & -0.242556 & -1.8944 & 0.031456 \tabularnewline
31 & -0.289411 & -2.2604 & 0.013689 \tabularnewline
32 & -0.309616 & -2.4182 & 0.0093 \tabularnewline
33 & -0.333599 & -2.6055 & 0.005756 \tabularnewline
34 & -0.349723 & -2.7314 & 0.004118 \tabularnewline
35 & -0.360736 & -2.8174 & 0.003258 \tabularnewline
36 & -0.356351 & -2.7832 & 0.003578 \tabularnewline
37 & -0.388461 & -3.034 & 0.001772 \tabularnewline
38 & -0.396054 & -3.0933 & 0.001493 \tabularnewline
39 & -0.401177 & -3.1333 & 0.001328 \tabularnewline
40 & -0.405768 & -3.1692 & 0.001195 \tabularnewline
41 & -0.40986 & -3.2011 & 0.001087 \tabularnewline
42 & -0.396019 & -3.093 & 0.001494 \tabularnewline
43 & -0.406289 & -3.1732 & 0.001181 \tabularnewline
44 & -0.396483 & -3.0966 & 0.001478 \tabularnewline
45 & -0.385618 & -3.0118 & 0.001888 \tabularnewline
46 & -0.380174 & -2.9693 & 0.002131 \tabularnewline
47 & -0.374929 & -2.9283 & 0.002393 \tabularnewline
48 & -0.35553 & -2.7768 & 0.003641 \tabularnewline
49 & -0.352368 & -2.7521 & 0.003894 \tabularnewline
50 & -0.329443 & -2.573 & 0.006265 \tabularnewline
51 & -0.307855 & -2.4044 & 0.009625 \tabularnewline
52 & -0.285 & -2.2259 & 0.014862 \tabularnewline
53 & -0.259195 & -2.0244 & 0.023658 \tabularnewline
54 & -0.224796 & -1.7557 & 0.042079 \tabularnewline
55 & -0.199539 & -1.5584 & 0.062151 \tabularnewline
56 & -0.163671 & -1.2783 & 0.102991 \tabularnewline
57 & -0.132541 & -1.0352 & 0.152335 \tabularnewline
58 & -0.103476 & -0.8082 & 0.211066 \tabularnewline
59 & -0.071724 & -0.5602 & 0.288704 \tabularnewline
60 & -0.032804 & -0.2562 & 0.399326 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29557&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]1[/C][C]0.916647[/C][C]7.1592[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.872188[/C][C]6.812[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.82986[/C][C]6.4814[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.789383[/C][C]6.1653[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.747994[/C][C]5.842[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.736437[/C][C]5.7518[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.648231[/C][C]5.0628[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]0.599858[/C][C]4.685[/C][C]8e-06[/C][/ROW]
[ROW][C]9[/C][C]0.552432[/C][C]4.3146[/C][C]3e-05[/C][/ROW]
[ROW][C]10[/C][C]0.50811[/C][C]3.9685[/C][C]9.7e-05[/C][/ROW]
[ROW][C]11[/C][C]0.463775[/C][C]3.6222[/C][C]0.000298[/C][/ROW]
[ROW][C]12[/C][C]0.450703[/C][C]3.5201[/C][C]0.000411[/C][/ROW]
[ROW][C]13[/C][C]0.371344[/C][C]2.9003[/C][C]0.002589[/C][/ROW]
[ROW][C]14[/C][C]0.329732[/C][C]2.5753[/C][C]0.006228[/C][/ROW]
[ROW][C]15[/C][C]0.287719[/C][C]2.2472[/C][C]0.014129[/C][/ROW]
[ROW][C]16[/C][C]0.24395[/C][C]1.9053[/C][C]0.030728[/C][/ROW]
[ROW][C]17[/C][C]0.195883[/C][C]1.5299[/C][C]0.065606[/C][/ROW]
[ROW][C]18[/C][C]0.180725[/C][C]1.4115[/C][C]0.081588[/C][/ROW]
[ROW][C]19[/C][C]0.105615[/C][C]0.8249[/C][C]0.206327[/C][/ROW]
[ROW][C]20[/C][C]0.064806[/C][C]0.5061[/C][C]0.307288[/C][/ROW]
[ROW][C]21[/C][C]0.025723[/C][C]0.2009[/C][C]0.420722[/C][/ROW]
[ROW][C]22[/C][C]-0.015678[/C][C]-0.1224[/C][C]0.451473[/C][/ROW]
[ROW][C]23[/C][C]-0.051419[/C][C]-0.4016[/C][C]0.344692[/C][/ROW]
[ROW][C]24[/C][C]-0.05698[/C][C]-0.445[/C][C]0.328937[/C][/ROW]
[ROW][C]25[/C][C]-0.115326[/C][C]-0.9007[/C][C]0.185639[/C][/ROW]
[ROW][C]26[/C][C]-0.145682[/C][C]-1.1378[/C][C]0.129824[/C][/ROW]
[ROW][C]27[/C][C]-0.182216[/C][C]-1.4232[/C][C]0.079893[/C][/ROW]
[ROW][C]28[/C][C]-0.214824[/C][C]-1.6778[/C][C]0.049249[/C][/ROW]
[ROW][C]29[/C][C]-0.238223[/C][C]-1.8606[/C][C]0.033813[/C][/ROW]
[ROW][C]30[/C][C]-0.242556[/C][C]-1.8944[/C][C]0.031456[/C][/ROW]
[ROW][C]31[/C][C]-0.289411[/C][C]-2.2604[/C][C]0.013689[/C][/ROW]
[ROW][C]32[/C][C]-0.309616[/C][C]-2.4182[/C][C]0.0093[/C][/ROW]
[ROW][C]33[/C][C]-0.333599[/C][C]-2.6055[/C][C]0.005756[/C][/ROW]
[ROW][C]34[/C][C]-0.349723[/C][C]-2.7314[/C][C]0.004118[/C][/ROW]
[ROW][C]35[/C][C]-0.360736[/C][C]-2.8174[/C][C]0.003258[/C][/ROW]
[ROW][C]36[/C][C]-0.356351[/C][C]-2.7832[/C][C]0.003578[/C][/ROW]
[ROW][C]37[/C][C]-0.388461[/C][C]-3.034[/C][C]0.001772[/C][/ROW]
[ROW][C]38[/C][C]-0.396054[/C][C]-3.0933[/C][C]0.001493[/C][/ROW]
[ROW][C]39[/C][C]-0.401177[/C][C]-3.1333[/C][C]0.001328[/C][/ROW]
[ROW][C]40[/C][C]-0.405768[/C][C]-3.1692[/C][C]0.001195[/C][/ROW]
[ROW][C]41[/C][C]-0.40986[/C][C]-3.2011[/C][C]0.001087[/C][/ROW]
[ROW][C]42[/C][C]-0.396019[/C][C]-3.093[/C][C]0.001494[/C][/ROW]
[ROW][C]43[/C][C]-0.406289[/C][C]-3.1732[/C][C]0.001181[/C][/ROW]
[ROW][C]44[/C][C]-0.396483[/C][C]-3.0966[/C][C]0.001478[/C][/ROW]
[ROW][C]45[/C][C]-0.385618[/C][C]-3.0118[/C][C]0.001888[/C][/ROW]
[ROW][C]46[/C][C]-0.380174[/C][C]-2.9693[/C][C]0.002131[/C][/ROW]
[ROW][C]47[/C][C]-0.374929[/C][C]-2.9283[/C][C]0.002393[/C][/ROW]
[ROW][C]48[/C][C]-0.35553[/C][C]-2.7768[/C][C]0.003641[/C][/ROW]
[ROW][C]49[/C][C]-0.352368[/C][C]-2.7521[/C][C]0.003894[/C][/ROW]
[ROW][C]50[/C][C]-0.329443[/C][C]-2.573[/C][C]0.006265[/C][/ROW]
[ROW][C]51[/C][C]-0.307855[/C][C]-2.4044[/C][C]0.009625[/C][/ROW]
[ROW][C]52[/C][C]-0.285[/C][C]-2.2259[/C][C]0.014862[/C][/ROW]
[ROW][C]53[/C][C]-0.259195[/C][C]-2.0244[/C][C]0.023658[/C][/ROW]
[ROW][C]54[/C][C]-0.224796[/C][C]-1.7557[/C][C]0.042079[/C][/ROW]
[ROW][C]55[/C][C]-0.199539[/C][C]-1.5584[/C][C]0.062151[/C][/ROW]
[ROW][C]56[/C][C]-0.163671[/C][C]-1.2783[/C][C]0.102991[/C][/ROW]
[ROW][C]57[/C][C]-0.132541[/C][C]-1.0352[/C][C]0.152335[/C][/ROW]
[ROW][C]58[/C][C]-0.103476[/C][C]-0.8082[/C][C]0.211066[/C][/ROW]
[ROW][C]59[/C][C]-0.071724[/C][C]-0.5602[/C][C]0.288704[/C][/ROW]
[ROW][C]60[/C][C]-0.032804[/C][C]-0.2562[/C][C]0.399326[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29557&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29557&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
1	0.916647	7.1592	0
2	0.872188	6.812	0
3	0.82986	6.4814	0
4	0.789383	6.1653	0
5	0.747994	5.842	0
6	0.736437	5.7518	0
7	0.648231	5.0628	2e-06
8	0.599858	4.685	8e-06
9	0.552432	4.3146	3e-05
10	0.50811	3.9685	9.7e-05
11	0.463775	3.6222	0.000298
12	0.450703	3.5201	0.000411
13	0.371344	2.9003	0.002589
14	0.329732	2.5753	0.006228
15	0.287719	2.2472	0.014129
16	0.24395	1.9053	0.030728
17	0.195883	1.5299	0.065606
18	0.180725	1.4115	0.081588
19	0.105615	0.8249	0.206327
20	0.064806	0.5061	0.307288
21	0.025723	0.2009	0.420722
22	-0.015678	-0.1224	0.451473
23	-0.051419	-0.4016	0.344692
24	-0.05698	-0.445	0.328937
25	-0.115326	-0.9007	0.185639
26	-0.145682	-1.1378	0.129824
27	-0.182216	-1.4232	0.079893
28	-0.214824	-1.6778	0.049249
29	-0.238223	-1.8606	0.033813
30	-0.242556	-1.8944	0.031456
31	-0.289411	-2.2604	0.013689
32	-0.309616	-2.4182	0.0093
33	-0.333599	-2.6055	0.005756
34	-0.349723	-2.7314	0.004118
35	-0.360736	-2.8174	0.003258
36	-0.356351	-2.7832	0.003578
37	-0.388461	-3.034	0.001772
38	-0.396054	-3.0933	0.001493
39	-0.401177	-3.1333	0.001328
40	-0.405768	-3.1692	0.001195
41	-0.40986	-3.2011	0.001087
42	-0.396019	-3.093	0.001494
43	-0.406289	-3.1732	0.001181
44	-0.396483	-3.0966	0.001478
45	-0.385618	-3.0118	0.001888
46	-0.380174	-2.9693	0.002131
47	-0.374929	-2.9283	0.002393
48	-0.35553	-2.7768	0.003641
49	-0.352368	-2.7521	0.003894
50	-0.329443	-2.573	0.006265
51	-0.307855	-2.4044	0.009625
52	-0.285	-2.2259	0.014862
53	-0.259195	-2.0244	0.023658
54	-0.224796	-1.7557	0.042079
55	-0.199539	-1.5584	0.062151
56	-0.163671	-1.2783	0.102991
57	-0.132541	-1.0352	0.152335
58	-0.103476	-0.8082	0.211066
59	-0.071724	-0.5602	0.288704
60	-0.032804	-0.2562	0.399326

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.916647	7.1592	0
2	0.199962	1.5618	0.06176
3	0.045275	0.3536	0.362426
4	0.008946	0.0699	0.472264
5	-0.01713	-0.1338	0.447004
6	0.172612	1.3481	0.091299
7	-0.430705	-3.3639	0.000666
8	0.06383	0.4985	0.309953
9	0.006086	0.0475	0.481123
10	0.004301	0.0336	0.486655
11	0.003322	0.0259	0.489694
12	0.087917	0.6867	0.247452
13	-0.216294	-1.6893	0.048133
14	0.015273	0.1193	0.452722
15	-0.007457	-0.0582	0.476873
16	-0.047425	-0.3704	0.356184
17	-0.051825	-0.4048	0.343533
18	0.051831	0.4048	0.343516
19	-0.143641	-1.1219	0.133157
20	-0.023787	-0.1858	0.426616
21	0.00256	0.02	0.492057
22	-0.037476	-0.2927	0.385373
23	0.048732	0.3806	0.352408
24	0.022668	0.177	0.43003
25	-0.074121	-0.5789	0.282394
26	-0.056572	-0.4418	0.330083
27	-0.086402	-0.6748	0.25117
28	0.007144	0.0558	0.477842
29	0.042211	0.3297	0.371387
30	-0.061001	-0.4764	0.317735
31	-0.020601	-0.1609	0.436352
32	-0.021501	-0.1679	0.433599
33	-0.027589	-0.2155	0.415058
34	0.029807	0.2328	0.408349
35	-0.008813	-0.0688	0.472676
36	-0.040992	-0.3202	0.374971
37	-0.028371	-0.2216	0.412689
38	-0.018306	-0.143	0.44339
39	0.030838	0.2409	0.405238
40	-0.038646	-0.3018	0.381903
41	-0.047558	-0.3714	0.355799
42	0.02211	0.1727	0.431736
43	0.055526	0.4337	0.333028
44	-0.016878	-0.1318	0.447779
45	0.01924	0.1503	0.440525
46	-0.051833	-0.4048	0.343511
47	-0.049335	-0.3853	0.350671
48	-0.007912	-0.0618	0.475465
49	0.040401	0.3155	0.376713
50	0.024397	0.1905	0.424757
51	0.020022	0.1564	0.438125
52	0.056689	0.4428	0.329755
53	0.032782	0.256	0.399394
54	-0.012384	-0.0967	0.461633
55	0.057034	0.4454	0.328787
56	0.01146	0.0895	0.464486
57	-0.011721	-0.0915	0.463679
58	-0.005892	-0.046	0.481722
59	0.029456	0.2301	0.409409
60	0.016368	0.1278	0.449349

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.916647 & 7.1592 & 0 \tabularnewline
2 & 0.199962 & 1.5618 & 0.06176 \tabularnewline
3 & 0.045275 & 0.3536 & 0.362426 \tabularnewline
4 & 0.008946 & 0.0699 & 0.472264 \tabularnewline
5 & -0.01713 & -0.1338 & 0.447004 \tabularnewline
6 & 0.172612 & 1.3481 & 0.091299 \tabularnewline
7 & -0.430705 & -3.3639 & 0.000666 \tabularnewline
8 & 0.06383 & 0.4985 & 0.309953 \tabularnewline
9 & 0.006086 & 0.0475 & 0.481123 \tabularnewline
10 & 0.004301 & 0.0336 & 0.486655 \tabularnewline
11 & 0.003322 & 0.0259 & 0.489694 \tabularnewline
12 & 0.087917 & 0.6867 & 0.247452 \tabularnewline
13 & -0.216294 & -1.6893 & 0.048133 \tabularnewline
14 & 0.015273 & 0.1193 & 0.452722 \tabularnewline
15 & -0.007457 & -0.0582 & 0.476873 \tabularnewline
16 & -0.047425 & -0.3704 & 0.356184 \tabularnewline
17 & -0.051825 & -0.4048 & 0.343533 \tabularnewline
18 & 0.051831 & 0.4048 & 0.343516 \tabularnewline
19 & -0.143641 & -1.1219 & 0.133157 \tabularnewline
20 & -0.023787 & -0.1858 & 0.426616 \tabularnewline
21 & 0.00256 & 0.02 & 0.492057 \tabularnewline
22 & -0.037476 & -0.2927 & 0.385373 \tabularnewline
23 & 0.048732 & 0.3806 & 0.352408 \tabularnewline
24 & 0.022668 & 0.177 & 0.43003 \tabularnewline
25 & -0.074121 & -0.5789 & 0.282394 \tabularnewline
26 & -0.056572 & -0.4418 & 0.330083 \tabularnewline
27 & -0.086402 & -0.6748 & 0.25117 \tabularnewline
28 & 0.007144 & 0.0558 & 0.477842 \tabularnewline
29 & 0.042211 & 0.3297 & 0.371387 \tabularnewline
30 & -0.061001 & -0.4764 & 0.317735 \tabularnewline
31 & -0.020601 & -0.1609 & 0.436352 \tabularnewline
32 & -0.021501 & -0.1679 & 0.433599 \tabularnewline
33 & -0.027589 & -0.2155 & 0.415058 \tabularnewline
34 & 0.029807 & 0.2328 & 0.408349 \tabularnewline
35 & -0.008813 & -0.0688 & 0.472676 \tabularnewline
36 & -0.040992 & -0.3202 & 0.374971 \tabularnewline
37 & -0.028371 & -0.2216 & 0.412689 \tabularnewline
38 & -0.018306 & -0.143 & 0.44339 \tabularnewline
39 & 0.030838 & 0.2409 & 0.405238 \tabularnewline
40 & -0.038646 & -0.3018 & 0.381903 \tabularnewline
41 & -0.047558 & -0.3714 & 0.355799 \tabularnewline
42 & 0.02211 & 0.1727 & 0.431736 \tabularnewline
43 & 0.055526 & 0.4337 & 0.333028 \tabularnewline
44 & -0.016878 & -0.1318 & 0.447779 \tabularnewline
45 & 0.01924 & 0.1503 & 0.440525 \tabularnewline
46 & -0.051833 & -0.4048 & 0.343511 \tabularnewline
47 & -0.049335 & -0.3853 & 0.350671 \tabularnewline
48 & -0.007912 & -0.0618 & 0.475465 \tabularnewline
49 & 0.040401 & 0.3155 & 0.376713 \tabularnewline
50 & 0.024397 & 0.1905 & 0.424757 \tabularnewline
51 & 0.020022 & 0.1564 & 0.438125 \tabularnewline
52 & 0.056689 & 0.4428 & 0.329755 \tabularnewline
53 & 0.032782 & 0.256 & 0.399394 \tabularnewline
54 & -0.012384 & -0.0967 & 0.461633 \tabularnewline
55 & 0.057034 & 0.4454 & 0.328787 \tabularnewline
56 & 0.01146 & 0.0895 & 0.464486 \tabularnewline
57 & -0.011721 & -0.0915 & 0.463679 \tabularnewline
58 & -0.005892 & -0.046 & 0.481722 \tabularnewline
59 & 0.029456 & 0.2301 & 0.409409 \tabularnewline
60 & 0.016368 & 0.1278 & 0.449349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29557&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]1[/C][C]0.916647[/C][C]7.1592[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.199962[/C][C]1.5618[/C][C]0.06176[/C][/ROW]
[ROW][C]3[/C][C]0.045275[/C][C]0.3536[/C][C]0.362426[/C][/ROW]
[ROW][C]4[/C][C]0.008946[/C][C]0.0699[/C][C]0.472264[/C][/ROW]
[ROW][C]5[/C][C]-0.01713[/C][C]-0.1338[/C][C]0.447004[/C][/ROW]
[ROW][C]6[/C][C]0.172612[/C][C]1.3481[/C][C]0.091299[/C][/ROW]
[ROW][C]7[/C][C]-0.430705[/C][C]-3.3639[/C][C]0.000666[/C][/ROW]
[ROW][C]8[/C][C]0.06383[/C][C]0.4985[/C][C]0.309953[/C][/ROW]
[ROW][C]9[/C][C]0.006086[/C][C]0.0475[/C][C]0.481123[/C][/ROW]
[ROW][C]10[/C][C]0.004301[/C][C]0.0336[/C][C]0.486655[/C][/ROW]
[ROW][C]11[/C][C]0.003322[/C][C]0.0259[/C][C]0.489694[/C][/ROW]
[ROW][C]12[/C][C]0.087917[/C][C]0.6867[/C][C]0.247452[/C][/ROW]
[ROW][C]13[/C][C]-0.216294[/C][C]-1.6893[/C][C]0.048133[/C][/ROW]
[ROW][C]14[/C][C]0.015273[/C][C]0.1193[/C][C]0.452722[/C][/ROW]
[ROW][C]15[/C][C]-0.007457[/C][C]-0.0582[/C][C]0.476873[/C][/ROW]
[ROW][C]16[/C][C]-0.047425[/C][C]-0.3704[/C][C]0.356184[/C][/ROW]
[ROW][C]17[/C][C]-0.051825[/C][C]-0.4048[/C][C]0.343533[/C][/ROW]
[ROW][C]18[/C][C]0.051831[/C][C]0.4048[/C][C]0.343516[/C][/ROW]
[ROW][C]19[/C][C]-0.143641[/C][C]-1.1219[/C][C]0.133157[/C][/ROW]
[ROW][C]20[/C][C]-0.023787[/C][C]-0.1858[/C][C]0.426616[/C][/ROW]
[ROW][C]21[/C][C]0.00256[/C][C]0.02[/C][C]0.492057[/C][/ROW]
[ROW][C]22[/C][C]-0.037476[/C][C]-0.2927[/C][C]0.385373[/C][/ROW]
[ROW][C]23[/C][C]0.048732[/C][C]0.3806[/C][C]0.352408[/C][/ROW]
[ROW][C]24[/C][C]0.022668[/C][C]0.177[/C][C]0.43003[/C][/ROW]
[ROW][C]25[/C][C]-0.074121[/C][C]-0.5789[/C][C]0.282394[/C][/ROW]
[ROW][C]26[/C][C]-0.056572[/C][C]-0.4418[/C][C]0.330083[/C][/ROW]
[ROW][C]27[/C][C]-0.086402[/C][C]-0.6748[/C][C]0.25117[/C][/ROW]
[ROW][C]28[/C][C]0.007144[/C][C]0.0558[/C][C]0.477842[/C][/ROW]
[ROW][C]29[/C][C]0.042211[/C][C]0.3297[/C][C]0.371387[/C][/ROW]
[ROW][C]30[/C][C]-0.061001[/C][C]-0.4764[/C][C]0.317735[/C][/ROW]
[ROW][C]31[/C][C]-0.020601[/C][C]-0.1609[/C][C]0.436352[/C][/ROW]
[ROW][C]32[/C][C]-0.021501[/C][C]-0.1679[/C][C]0.433599[/C][/ROW]
[ROW][C]33[/C][C]-0.027589[/C][C]-0.2155[/C][C]0.415058[/C][/ROW]
[ROW][C]34[/C][C]0.029807[/C][C]0.2328[/C][C]0.408349[/C][/ROW]
[ROW][C]35[/C][C]-0.008813[/C][C]-0.0688[/C][C]0.472676[/C][/ROW]
[ROW][C]36[/C][C]-0.040992[/C][C]-0.3202[/C][C]0.374971[/C][/ROW]
[ROW][C]37[/C][C]-0.028371[/C][C]-0.2216[/C][C]0.412689[/C][/ROW]
[ROW][C]38[/C][C]-0.018306[/C][C]-0.143[/C][C]0.44339[/C][/ROW]
[ROW][C]39[/C][C]0.030838[/C][C]0.2409[/C][C]0.405238[/C][/ROW]
[ROW][C]40[/C][C]-0.038646[/C][C]-0.3018[/C][C]0.381903[/C][/ROW]
[ROW][C]41[/C][C]-0.047558[/C][C]-0.3714[/C][C]0.355799[/C][/ROW]
[ROW][C]42[/C][C]0.02211[/C][C]0.1727[/C][C]0.431736[/C][/ROW]
[ROW][C]43[/C][C]0.055526[/C][C]0.4337[/C][C]0.333028[/C][/ROW]
[ROW][C]44[/C][C]-0.016878[/C][C]-0.1318[/C][C]0.447779[/C][/ROW]
[ROW][C]45[/C][C]0.01924[/C][C]0.1503[/C][C]0.440525[/C][/ROW]
[ROW][C]46[/C][C]-0.051833[/C][C]-0.4048[/C][C]0.343511[/C][/ROW]
[ROW][C]47[/C][C]-0.049335[/C][C]-0.3853[/C][C]0.350671[/C][/ROW]
[ROW][C]48[/C][C]-0.007912[/C][C]-0.0618[/C][C]0.475465[/C][/ROW]
[ROW][C]49[/C][C]0.040401[/C][C]0.3155[/C][C]0.376713[/C][/ROW]
[ROW][C]50[/C][C]0.024397[/C][C]0.1905[/C][C]0.424757[/C][/ROW]
[ROW][C]51[/C][C]0.020022[/C][C]0.1564[/C][C]0.438125[/C][/ROW]
[ROW][C]52[/C][C]0.056689[/C][C]0.4428[/C][C]0.329755[/C][/ROW]
[ROW][C]53[/C][C]0.032782[/C][C]0.256[/C][C]0.399394[/C][/ROW]
[ROW][C]54[/C][C]-0.012384[/C][C]-0.0967[/C][C]0.461633[/C][/ROW]
[ROW][C]55[/C][C]0.057034[/C][C]0.4454[/C][C]0.328787[/C][/ROW]
[ROW][C]56[/C][C]0.01146[/C][C]0.0895[/C][C]0.464486[/C][/ROW]
[ROW][C]57[/C][C]-0.011721[/C][C]-0.0915[/C][C]0.463679[/C][/ROW]
[ROW][C]58[/C][C]-0.005892[/C][C]-0.046[/C][C]0.481722[/C][/ROW]
[ROW][C]59[/C][C]0.029456[/C][C]0.2301[/C][C]0.409409[/C][/ROW]
[ROW][C]60[/C][C]0.016368[/C][C]0.1278[/C][C]0.449349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29557&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29557&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
1	0.916647	7.1592	0
2	0.199962	1.5618	0.06176
3	0.045275	0.3536	0.362426
4	0.008946	0.0699	0.472264
5	-0.01713	-0.1338	0.447004
6	0.172612	1.3481	0.091299
7	-0.430705	-3.3639	0.000666
8	0.06383	0.4985	0.309953
9	0.006086	0.0475	0.481123
10	0.004301	0.0336	0.486655
11	0.003322	0.0259	0.489694
12	0.087917	0.6867	0.247452
13	-0.216294	-1.6893	0.048133
14	0.015273	0.1193	0.452722
15	-0.007457	-0.0582	0.476873
16	-0.047425	-0.3704	0.356184
17	-0.051825	-0.4048	0.343533
18	0.051831	0.4048	0.343516
19	-0.143641	-1.1219	0.133157
20	-0.023787	-0.1858	0.426616
21	0.00256	0.02	0.492057
22	-0.037476	-0.2927	0.385373
23	0.048732	0.3806	0.352408
24	0.022668	0.177	0.43003
25	-0.074121	-0.5789	0.282394
26	-0.056572	-0.4418	0.330083
27	-0.086402	-0.6748	0.25117
28	0.007144	0.0558	0.477842
29	0.042211	0.3297	0.371387
30	-0.061001	-0.4764	0.317735
31	-0.020601	-0.1609	0.436352
32	-0.021501	-0.1679	0.433599
33	-0.027589	-0.2155	0.415058
34	0.029807	0.2328	0.408349
35	-0.008813	-0.0688	0.472676
36	-0.040992	-0.3202	0.374971
37	-0.028371	-0.2216	0.412689
38	-0.018306	-0.143	0.44339
39	0.030838	0.2409	0.405238
40	-0.038646	-0.3018	0.381903
41	-0.047558	-0.3714	0.355799
42	0.02211	0.1727	0.431736
43	0.055526	0.4337	0.333028
44	-0.016878	-0.1318	0.447779
45	0.01924	0.1503	0.440525
46	-0.051833	-0.4048	0.343511
47	-0.049335	-0.3853	0.350671
48	-0.007912	-0.0618	0.475465
49	0.040401	0.3155	0.376713
50	0.024397	0.1905	0.424757
51	0.020022	0.1564	0.438125
52	0.056689	0.4428	0.329755
53	0.032782	0.256	0.399394
54	-0.012384	-0.0967	0.461633
55	0.057034	0.4454	0.328787
56	0.01146	0.0895	0.464486
57	-0.011721	-0.0915	0.463679
58	-0.005892	-0.046	0.481722
59	0.029456	0.2301	0.409409
60	0.016368	0.1278	0.449349

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -1.2 ; par3 = 0 ; par4 = 0 ; par5 = 6 ;

Parameters (R input):

par1 = 60 ; par2 = -1.2 ; par3 = 0 ; par4 = 0 ; par5 = 6 ;

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 2:(par1+1)) {
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(abs(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,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(abs(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