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Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 07:56:38 -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/t1228575440mc28goqfwn919km.htm/, Retrieved Sun, 19 May 2024 10:08:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29678, Retrieved Sun, 19 May 2024 10:08:17 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

257

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [(Partial) Autocorrelation Function] [Identification an...] [2008-12-04 19:44:00] [063e4b67ad7d3a8a83eccec794cd5aa7]
-    D    [(Partial) Autocorrelation Function] [Eigen tijdreeks A...] [2008-12-06 14:52:29] [063e4b67ad7d3a8a83eccec794cd5aa7]
-    D        [(Partial) Autocorrelation Function] [Eigen tijdreeks A...] [2008-12-06 14:56:38] [6797a1f4a60918966297e9d9220cabc2] [Current]

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Dataseries X:

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Histogram

Boxplots

9
8,8
8,7
8,7
8,6
8,6
8,5
8,5
8,3
8,2
8,1
7,8
7,5
7,4
7,3
7,7
7,7
7,6
7,3
7,2
7,5
8
8,1
8,4
8,6
8,7
8,6
8,4
8,4
8,5
8,9
8,8
8,7
8,6
8,6
8,6
8,8
8,8
8,8
8,8
8,7
8,7
8,9
8,9
9
8,9
9
9,1
9,3
9,4
9,4
9,2
9,2
9,4
9,9
10
9,9
9,6
9,5
9,6
9,5
9,6
9,6
9,5
9,5
9,5
9,5
9,4
9,5
9,5
9,5
9,5
9,5
9,4
9,3
9,2
9,3
9,4
9,5
9,6
9,5
9,3
9,1
9
9
8,9
9
9,2
9
8,7
8,3
8
7,7
7,9
7,9
7,8
7,7
7,5
7,3
7,2
7,1
7,1

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=29678&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=29678&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29678&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	0.949985	9.5944	0
2	0.878778	8.8752	0
3	0.807034	8.1506	0
4	0.749288	7.5674	0
5	0.704824	7.1184	0
6	0.662571	6.6916	0
7	0.609217	6.1528	0
8	0.546226	5.5166	0
9	0.473323	4.7803	3e-06
10	0.390477	3.9436	7.4e-05
11	0.314678	3.1781	0.000981
12	0.255352	2.5789	0.005669
13	0.215933	2.1808	0.015748
14	0.191439	1.9334	0.027977
15	0.174318	1.7605	0.040658
16	0.145263	1.4671	0.072715
17	0.110625	1.1173	0.133254
18	0.075988	0.7674	0.222295
19	0.04054	0.4094	0.34154
20	0.012075	0.122	0.451589
21	-0.006026	-0.0609	0.475795
22	-0.015848	-0.1601	0.436576
23	-0.020772	-0.2098	0.417125
24	-0.034945	-0.3529	0.362437
25	-0.060008	-0.606	0.272915
26	-0.096172	-0.9713	0.166851
27	-0.135444	-1.3679	0.087173
28	-0.166868	-1.6853	0.047495
29	-0.190204	-1.921	0.028764
30	-0.210791	-2.1289	0.017836
31	-0.231788	-2.3409	0.01059
32	-0.255682	-2.5823	0.005618
33	-0.286053	-2.889	0.00236
34	-0.324335	-3.2756	0.00072
35	-0.367304	-3.7096	0.000169
36	-0.399139	-4.0311	5.4e-05
37	-0.415333	-4.1947	2.9e-05
38	-0.421143	-4.2533	2.3e-05
39	-0.426594	-4.3084	1.9e-05
40	-0.436489	-4.4083	1.3e-05
41	-0.448566	-4.5303	8e-06
42	-0.459957	-4.6453	5e-06
43	-0.459078	-4.6365	5e-06
44	-0.452321	-4.5682	7e-06
45	-0.437981	-4.4234	1.2e-05
46	-0.41176	-4.1586	3.3e-05
47	-0.380642	-3.8443	0.000105
48	-0.352388	-3.5589	0.000283
49	-0.338374	-3.4174	0.000455
50	-0.331555	-3.3485	0.00057
51	-0.32187	-3.2507	0.00078
52	-0.303591	-3.0661	0.001388
53	-0.280119	-2.8291	0.002811
54	-0.256078	-2.5863	0.005557
55	-0.238926	-2.413	0.008802
56	-0.226966	-2.2922	0.011973
57	-0.221158	-2.2336	0.013847
58	-0.215413	-2.1756	0.015949
59	-0.210984	-2.1308	0.017753
60	-0.202942	-2.0496	0.021484

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.949985 & 9.5944 & 0 \tabularnewline
2 & 0.878778 & 8.8752 & 0 \tabularnewline
3 & 0.807034 & 8.1506 & 0 \tabularnewline
4 & 0.749288 & 7.5674 & 0 \tabularnewline
5 & 0.704824 & 7.1184 & 0 \tabularnewline
6 & 0.662571 & 6.6916 & 0 \tabularnewline
7 & 0.609217 & 6.1528 & 0 \tabularnewline
8 & 0.546226 & 5.5166 & 0 \tabularnewline
9 & 0.473323 & 4.7803 & 3e-06 \tabularnewline
10 & 0.390477 & 3.9436 & 7.4e-05 \tabularnewline
11 & 0.314678 & 3.1781 & 0.000981 \tabularnewline
12 & 0.255352 & 2.5789 & 0.005669 \tabularnewline
13 & 0.215933 & 2.1808 & 0.015748 \tabularnewline
14 & 0.191439 & 1.9334 & 0.027977 \tabularnewline
15 & 0.174318 & 1.7605 & 0.040658 \tabularnewline
16 & 0.145263 & 1.4671 & 0.072715 \tabularnewline
17 & 0.110625 & 1.1173 & 0.133254 \tabularnewline
18 & 0.075988 & 0.7674 & 0.222295 \tabularnewline
19 & 0.04054 & 0.4094 & 0.34154 \tabularnewline
20 & 0.012075 & 0.122 & 0.451589 \tabularnewline
21 & -0.006026 & -0.0609 & 0.475795 \tabularnewline
22 & -0.015848 & -0.1601 & 0.436576 \tabularnewline
23 & -0.020772 & -0.2098 & 0.417125 \tabularnewline
24 & -0.034945 & -0.3529 & 0.362437 \tabularnewline
25 & -0.060008 & -0.606 & 0.272915 \tabularnewline
26 & -0.096172 & -0.9713 & 0.166851 \tabularnewline
27 & -0.135444 & -1.3679 & 0.087173 \tabularnewline
28 & -0.166868 & -1.6853 & 0.047495 \tabularnewline
29 & -0.190204 & -1.921 & 0.028764 \tabularnewline
30 & -0.210791 & -2.1289 & 0.017836 \tabularnewline
31 & -0.231788 & -2.3409 & 0.01059 \tabularnewline
32 & -0.255682 & -2.5823 & 0.005618 \tabularnewline
33 & -0.286053 & -2.889 & 0.00236 \tabularnewline
34 & -0.324335 & -3.2756 & 0.00072 \tabularnewline
35 & -0.367304 & -3.7096 & 0.000169 \tabularnewline
36 & -0.399139 & -4.0311 & 5.4e-05 \tabularnewline
37 & -0.415333 & -4.1947 & 2.9e-05 \tabularnewline
38 & -0.421143 & -4.2533 & 2.3e-05 \tabularnewline
39 & -0.426594 & -4.3084 & 1.9e-05 \tabularnewline
40 & -0.436489 & -4.4083 & 1.3e-05 \tabularnewline
41 & -0.448566 & -4.5303 & 8e-06 \tabularnewline
42 & -0.459957 & -4.6453 & 5e-06 \tabularnewline
43 & -0.459078 & -4.6365 & 5e-06 \tabularnewline
44 & -0.452321 & -4.5682 & 7e-06 \tabularnewline
45 & -0.437981 & -4.4234 & 1.2e-05 \tabularnewline
46 & -0.41176 & -4.1586 & 3.3e-05 \tabularnewline
47 & -0.380642 & -3.8443 & 0.000105 \tabularnewline
48 & -0.352388 & -3.5589 & 0.000283 \tabularnewline
49 & -0.338374 & -3.4174 & 0.000455 \tabularnewline
50 & -0.331555 & -3.3485 & 0.00057 \tabularnewline
51 & -0.32187 & -3.2507 & 0.00078 \tabularnewline
52 & -0.303591 & -3.0661 & 0.001388 \tabularnewline
53 & -0.280119 & -2.8291 & 0.002811 \tabularnewline
54 & -0.256078 & -2.5863 & 0.005557 \tabularnewline
55 & -0.238926 & -2.413 & 0.008802 \tabularnewline
56 & -0.226966 & -2.2922 & 0.011973 \tabularnewline
57 & -0.221158 & -2.2336 & 0.013847 \tabularnewline
58 & -0.215413 & -2.1756 & 0.015949 \tabularnewline
59 & -0.210984 & -2.1308 & 0.017753 \tabularnewline
60 & -0.202942 & -2.0496 & 0.021484 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29678&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]0.949985[/C][C]9.5944[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.878778[/C][C]8.8752[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.807034[/C][C]8.1506[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.749288[/C][C]7.5674[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.704824[/C][C]7.1184[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.662571[/C][C]6.6916[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.609217[/C][C]6.1528[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.546226[/C][C]5.5166[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.473323[/C][C]4.7803[/C][C]3e-06[/C][/ROW]
[ROW][C]10[/C][C]0.390477[/C][C]3.9436[/C][C]7.4e-05[/C][/ROW]
[ROW][C]11[/C][C]0.314678[/C][C]3.1781[/C][C]0.000981[/C][/ROW]
[ROW][C]12[/C][C]0.255352[/C][C]2.5789[/C][C]0.005669[/C][/ROW]
[ROW][C]13[/C][C]0.215933[/C][C]2.1808[/C][C]0.015748[/C][/ROW]
[ROW][C]14[/C][C]0.191439[/C][C]1.9334[/C][C]0.027977[/C][/ROW]
[ROW][C]15[/C][C]0.174318[/C][C]1.7605[/C][C]0.040658[/C][/ROW]
[ROW][C]16[/C][C]0.145263[/C][C]1.4671[/C][C]0.072715[/C][/ROW]
[ROW][C]17[/C][C]0.110625[/C][C]1.1173[/C][C]0.133254[/C][/ROW]
[ROW][C]18[/C][C]0.075988[/C][C]0.7674[/C][C]0.222295[/C][/ROW]
[ROW][C]19[/C][C]0.04054[/C][C]0.4094[/C][C]0.34154[/C][/ROW]
[ROW][C]20[/C][C]0.012075[/C][C]0.122[/C][C]0.451589[/C][/ROW]
[ROW][C]21[/C][C]-0.006026[/C][C]-0.0609[/C][C]0.475795[/C][/ROW]
[ROW][C]22[/C][C]-0.015848[/C][C]-0.1601[/C][C]0.436576[/C][/ROW]
[ROW][C]23[/C][C]-0.020772[/C][C]-0.2098[/C][C]0.417125[/C][/ROW]
[ROW][C]24[/C][C]-0.034945[/C][C]-0.3529[/C][C]0.362437[/C][/ROW]
[ROW][C]25[/C][C]-0.060008[/C][C]-0.606[/C][C]0.272915[/C][/ROW]
[ROW][C]26[/C][C]-0.096172[/C][C]-0.9713[/C][C]0.166851[/C][/ROW]
[ROW][C]27[/C][C]-0.135444[/C][C]-1.3679[/C][C]0.087173[/C][/ROW]
[ROW][C]28[/C][C]-0.166868[/C][C]-1.6853[/C][C]0.047495[/C][/ROW]
[ROW][C]29[/C][C]-0.190204[/C][C]-1.921[/C][C]0.028764[/C][/ROW]
[ROW][C]30[/C][C]-0.210791[/C][C]-2.1289[/C][C]0.017836[/C][/ROW]
[ROW][C]31[/C][C]-0.231788[/C][C]-2.3409[/C][C]0.01059[/C][/ROW]
[ROW][C]32[/C][C]-0.255682[/C][C]-2.5823[/C][C]0.005618[/C][/ROW]
[ROW][C]33[/C][C]-0.286053[/C][C]-2.889[/C][C]0.00236[/C][/ROW]
[ROW][C]34[/C][C]-0.324335[/C][C]-3.2756[/C][C]0.00072[/C][/ROW]
[ROW][C]35[/C][C]-0.367304[/C][C]-3.7096[/C][C]0.000169[/C][/ROW]
[ROW][C]36[/C][C]-0.399139[/C][C]-4.0311[/C][C]5.4e-05[/C][/ROW]
[ROW][C]37[/C][C]-0.415333[/C][C]-4.1947[/C][C]2.9e-05[/C][/ROW]
[ROW][C]38[/C][C]-0.421143[/C][C]-4.2533[/C][C]2.3e-05[/C][/ROW]
[ROW][C]39[/C][C]-0.426594[/C][C]-4.3084[/C][C]1.9e-05[/C][/ROW]
[ROW][C]40[/C][C]-0.436489[/C][C]-4.4083[/C][C]1.3e-05[/C][/ROW]
[ROW][C]41[/C][C]-0.448566[/C][C]-4.5303[/C][C]8e-06[/C][/ROW]
[ROW][C]42[/C][C]-0.459957[/C][C]-4.6453[/C][C]5e-06[/C][/ROW]
[ROW][C]43[/C][C]-0.459078[/C][C]-4.6365[/C][C]5e-06[/C][/ROW]
[ROW][C]44[/C][C]-0.452321[/C][C]-4.5682[/C][C]7e-06[/C][/ROW]
[ROW][C]45[/C][C]-0.437981[/C][C]-4.4234[/C][C]1.2e-05[/C][/ROW]
[ROW][C]46[/C][C]-0.41176[/C][C]-4.1586[/C][C]3.3e-05[/C][/ROW]
[ROW][C]47[/C][C]-0.380642[/C][C]-3.8443[/C][C]0.000105[/C][/ROW]
[ROW][C]48[/C][C]-0.352388[/C][C]-3.5589[/C][C]0.000283[/C][/ROW]
[ROW][C]49[/C][C]-0.338374[/C][C]-3.4174[/C][C]0.000455[/C][/ROW]
[ROW][C]50[/C][C]-0.331555[/C][C]-3.3485[/C][C]0.00057[/C][/ROW]
[ROW][C]51[/C][C]-0.32187[/C][C]-3.2507[/C][C]0.00078[/C][/ROW]
[ROW][C]52[/C][C]-0.303591[/C][C]-3.0661[/C][C]0.001388[/C][/ROW]
[ROW][C]53[/C][C]-0.280119[/C][C]-2.8291[/C][C]0.002811[/C][/ROW]
[ROW][C]54[/C][C]-0.256078[/C][C]-2.5863[/C][C]0.005557[/C][/ROW]
[ROW][C]55[/C][C]-0.238926[/C][C]-2.413[/C][C]0.008802[/C][/ROW]
[ROW][C]56[/C][C]-0.226966[/C][C]-2.2922[/C][C]0.011973[/C][/ROW]
[ROW][C]57[/C][C]-0.221158[/C][C]-2.2336[/C][C]0.013847[/C][/ROW]
[ROW][C]58[/C][C]-0.215413[/C][C]-2.1756[/C][C]0.015949[/C][/ROW]
[ROW][C]59[/C][C]-0.210984[/C][C]-2.1308[/C][C]0.017753[/C][/ROW]
[ROW][C]60[/C][C]-0.202942[/C][C]-2.0496[/C][C]0.021484[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29678&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29678&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	0.949985	9.5944	0
2	0.878778	8.8752	0
3	0.807034	8.1506	0
4	0.749288	7.5674	0
5	0.704824	7.1184	0
6	0.662571	6.6916	0
7	0.609217	6.1528	0
8	0.546226	5.5166	0
9	0.473323	4.7803	3e-06
10	0.390477	3.9436	7.4e-05
11	0.314678	3.1781	0.000981
12	0.255352	2.5789	0.005669
13	0.215933	2.1808	0.015748
14	0.191439	1.9334	0.027977
15	0.174318	1.7605	0.040658
16	0.145263	1.4671	0.072715
17	0.110625	1.1173	0.133254
18	0.075988	0.7674	0.222295
19	0.04054	0.4094	0.34154
20	0.012075	0.122	0.451589
21	-0.006026	-0.0609	0.475795
22	-0.015848	-0.1601	0.436576
23	-0.020772	-0.2098	0.417125
24	-0.034945	-0.3529	0.362437
25	-0.060008	-0.606	0.272915
26	-0.096172	-0.9713	0.166851
27	-0.135444	-1.3679	0.087173
28	-0.166868	-1.6853	0.047495
29	-0.190204	-1.921	0.028764
30	-0.210791	-2.1289	0.017836
31	-0.231788	-2.3409	0.01059
32	-0.255682	-2.5823	0.005618
33	-0.286053	-2.889	0.00236
34	-0.324335	-3.2756	0.00072
35	-0.367304	-3.7096	0.000169
36	-0.399139	-4.0311	5.4e-05
37	-0.415333	-4.1947	2.9e-05
38	-0.421143	-4.2533	2.3e-05
39	-0.426594	-4.3084	1.9e-05
40	-0.436489	-4.4083	1.3e-05
41	-0.448566	-4.5303	8e-06
42	-0.459957	-4.6453	5e-06
43	-0.459078	-4.6365	5e-06
44	-0.452321	-4.5682	7e-06
45	-0.437981	-4.4234	1.2e-05
46	-0.41176	-4.1586	3.3e-05
47	-0.380642	-3.8443	0.000105
48	-0.352388	-3.5589	0.000283
49	-0.338374	-3.4174	0.000455
50	-0.331555	-3.3485	0.00057
51	-0.32187	-3.2507	0.00078
52	-0.303591	-3.0661	0.001388
53	-0.280119	-2.8291	0.002811
54	-0.256078	-2.5863	0.005557
55	-0.238926	-2.413	0.008802
56	-0.226966	-2.2922	0.011973
57	-0.221158	-2.2336	0.013847
58	-0.215413	-2.1756	0.015949
59	-0.210984	-2.1308	0.017753
60	-0.202942	-2.0496	0.021484

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.949985	9.5944	0
2	-0.242938	-2.4536	0.00792
3	0.002011	0.0203	0.491919
4	0.104989	1.0603	0.145748
5	0.050109	0.5061	0.306947
6	-0.049633	-0.5013	0.308633
7	-0.131982	-1.3329	0.092759
8	-0.066501	-0.6716	0.25167
9	-0.108983	-1.1007	0.136815
10	-0.152504	-1.5402	0.063303
11	0.0241	0.2434	0.404094
12	0.070743	0.7145	0.238285
13	0.092659	0.9358	0.175791
14	0.075817	0.7657	0.222807
15	0.073723	0.7446	0.229122
16	-0.099469	-1.0046	0.158737
17	-0.0029	-0.0293	0.488347
18	-0.011914	-0.1203	0.452232
19	-0.110942	-1.1205	0.132574
20	-0.044503	-0.4495	0.327027
21	0.000156	0.0016	0.499374
22	0.017404	0.1758	0.43041
23	0.021222	0.2143	0.415356
24	-0.082141	-0.8296	0.204356
25	-0.007989	-0.0807	0.467927
26	-0.083471	-0.843	0.200596
27	-0.063651	-0.6428	0.260886
28	0.01046	0.1056	0.458038
29	-0.041275	-0.4169	0.338831
30	-0.070107	-0.708	0.240265
31	-0.016367	-0.1653	0.434516
32	-0.011622	-0.1174	0.453397
33	-0.055727	-0.5628	0.287397
34	-0.081402	-0.8221	0.206464
35	-0.072935	-0.7366	0.231526
36	0.048492	0.4897	0.312683
37	0.018	0.1818	0.428054
38	-0.038765	-0.3915	0.348119
39	-0.032061	-0.3238	0.373375
40	-0.034182	-0.3452	0.365319
41	-0.000767	-0.0077	0.496917
42	-0.012769	-0.129	0.448822
43	0.065753	0.6641	0.254071
44	-0.049042	-0.4953	0.310726
45	-0.002546	-0.0257	0.489769
46	0.070789	0.7149	0.238142
47	0.004083	0.0412	0.483595
48	-0.030387	-0.3069	0.379776
49	-0.123079	-1.243	0.108352
50	0.001224	0.0124	0.495082
51	-0.001974	-0.0199	0.492066
52	-0.02993	-0.3023	0.381527
53	-0.010262	-0.1036	0.458828
54	-0.01622	-0.1638	0.435101
55	-0.049649	-0.5014	0.308573
56	0.005388	0.0544	0.478354
57	-0.00718	-0.0725	0.471168
58	0.031532	0.3185	0.375396
59	-0.042176	-0.426	0.33552
60	0.005075	0.0513	0.479613

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.949985 & 9.5944 & 0 \tabularnewline
2 & -0.242938 & -2.4536 & 0.00792 \tabularnewline
3 & 0.002011 & 0.0203 & 0.491919 \tabularnewline
4 & 0.104989 & 1.0603 & 0.145748 \tabularnewline
5 & 0.050109 & 0.5061 & 0.306947 \tabularnewline
6 & -0.049633 & -0.5013 & 0.308633 \tabularnewline
7 & -0.131982 & -1.3329 & 0.092759 \tabularnewline
8 & -0.066501 & -0.6716 & 0.25167 \tabularnewline
9 & -0.108983 & -1.1007 & 0.136815 \tabularnewline
10 & -0.152504 & -1.5402 & 0.063303 \tabularnewline
11 & 0.0241 & 0.2434 & 0.404094 \tabularnewline
12 & 0.070743 & 0.7145 & 0.238285 \tabularnewline
13 & 0.092659 & 0.9358 & 0.175791 \tabularnewline
14 & 0.075817 & 0.7657 & 0.222807 \tabularnewline
15 & 0.073723 & 0.7446 & 0.229122 \tabularnewline
16 & -0.099469 & -1.0046 & 0.158737 \tabularnewline
17 & -0.0029 & -0.0293 & 0.488347 \tabularnewline
18 & -0.011914 & -0.1203 & 0.452232 \tabularnewline
19 & -0.110942 & -1.1205 & 0.132574 \tabularnewline
20 & -0.044503 & -0.4495 & 0.327027 \tabularnewline
21 & 0.000156 & 0.0016 & 0.499374 \tabularnewline
22 & 0.017404 & 0.1758 & 0.43041 \tabularnewline
23 & 0.021222 & 0.2143 & 0.415356 \tabularnewline
24 & -0.082141 & -0.8296 & 0.204356 \tabularnewline
25 & -0.007989 & -0.0807 & 0.467927 \tabularnewline
26 & -0.083471 & -0.843 & 0.200596 \tabularnewline
27 & -0.063651 & -0.6428 & 0.260886 \tabularnewline
28 & 0.01046 & 0.1056 & 0.458038 \tabularnewline
29 & -0.041275 & -0.4169 & 0.338831 \tabularnewline
30 & -0.070107 & -0.708 & 0.240265 \tabularnewline
31 & -0.016367 & -0.1653 & 0.434516 \tabularnewline
32 & -0.011622 & -0.1174 & 0.453397 \tabularnewline
33 & -0.055727 & -0.5628 & 0.287397 \tabularnewline
34 & -0.081402 & -0.8221 & 0.206464 \tabularnewline
35 & -0.072935 & -0.7366 & 0.231526 \tabularnewline
36 & 0.048492 & 0.4897 & 0.312683 \tabularnewline
37 & 0.018 & 0.1818 & 0.428054 \tabularnewline
38 & -0.038765 & -0.3915 & 0.348119 \tabularnewline
39 & -0.032061 & -0.3238 & 0.373375 \tabularnewline
40 & -0.034182 & -0.3452 & 0.365319 \tabularnewline
41 & -0.000767 & -0.0077 & 0.496917 \tabularnewline
42 & -0.012769 & -0.129 & 0.448822 \tabularnewline
43 & 0.065753 & 0.6641 & 0.254071 \tabularnewline
44 & -0.049042 & -0.4953 & 0.310726 \tabularnewline
45 & -0.002546 & -0.0257 & 0.489769 \tabularnewline
46 & 0.070789 & 0.7149 & 0.238142 \tabularnewline
47 & 0.004083 & 0.0412 & 0.483595 \tabularnewline
48 & -0.030387 & -0.3069 & 0.379776 \tabularnewline
49 & -0.123079 & -1.243 & 0.108352 \tabularnewline
50 & 0.001224 & 0.0124 & 0.495082 \tabularnewline
51 & -0.001974 & -0.0199 & 0.492066 \tabularnewline
52 & -0.02993 & -0.3023 & 0.381527 \tabularnewline
53 & -0.010262 & -0.1036 & 0.458828 \tabularnewline
54 & -0.01622 & -0.1638 & 0.435101 \tabularnewline
55 & -0.049649 & -0.5014 & 0.308573 \tabularnewline
56 & 0.005388 & 0.0544 & 0.478354 \tabularnewline
57 & -0.00718 & -0.0725 & 0.471168 \tabularnewline
58 & 0.031532 & 0.3185 & 0.375396 \tabularnewline
59 & -0.042176 & -0.426 & 0.33552 \tabularnewline
60 & 0.005075 & 0.0513 & 0.479613 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29678&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]0.949985[/C][C]9.5944[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.242938[/C][C]-2.4536[/C][C]0.00792[/C][/ROW]
[ROW][C]3[/C][C]0.002011[/C][C]0.0203[/C][C]0.491919[/C][/ROW]
[ROW][C]4[/C][C]0.104989[/C][C]1.0603[/C][C]0.145748[/C][/ROW]
[ROW][C]5[/C][C]0.050109[/C][C]0.5061[/C][C]0.306947[/C][/ROW]
[ROW][C]6[/C][C]-0.049633[/C][C]-0.5013[/C][C]0.308633[/C][/ROW]
[ROW][C]7[/C][C]-0.131982[/C][C]-1.3329[/C][C]0.092759[/C][/ROW]
[ROW][C]8[/C][C]-0.066501[/C][C]-0.6716[/C][C]0.25167[/C][/ROW]
[ROW][C]9[/C][C]-0.108983[/C][C]-1.1007[/C][C]0.136815[/C][/ROW]
[ROW][C]10[/C][C]-0.152504[/C][C]-1.5402[/C][C]0.063303[/C][/ROW]
[ROW][C]11[/C][C]0.0241[/C][C]0.2434[/C][C]0.404094[/C][/ROW]
[ROW][C]12[/C][C]0.070743[/C][C]0.7145[/C][C]0.238285[/C][/ROW]
[ROW][C]13[/C][C]0.092659[/C][C]0.9358[/C][C]0.175791[/C][/ROW]
[ROW][C]14[/C][C]0.075817[/C][C]0.7657[/C][C]0.222807[/C][/ROW]
[ROW][C]15[/C][C]0.073723[/C][C]0.7446[/C][C]0.229122[/C][/ROW]
[ROW][C]16[/C][C]-0.099469[/C][C]-1.0046[/C][C]0.158737[/C][/ROW]
[ROW][C]17[/C][C]-0.0029[/C][C]-0.0293[/C][C]0.488347[/C][/ROW]
[ROW][C]18[/C][C]-0.011914[/C][C]-0.1203[/C][C]0.452232[/C][/ROW]
[ROW][C]19[/C][C]-0.110942[/C][C]-1.1205[/C][C]0.132574[/C][/ROW]
[ROW][C]20[/C][C]-0.044503[/C][C]-0.4495[/C][C]0.327027[/C][/ROW]
[ROW][C]21[/C][C]0.000156[/C][C]0.0016[/C][C]0.499374[/C][/ROW]
[ROW][C]22[/C][C]0.017404[/C][C]0.1758[/C][C]0.43041[/C][/ROW]
[ROW][C]23[/C][C]0.021222[/C][C]0.2143[/C][C]0.415356[/C][/ROW]
[ROW][C]24[/C][C]-0.082141[/C][C]-0.8296[/C][C]0.204356[/C][/ROW]
[ROW][C]25[/C][C]-0.007989[/C][C]-0.0807[/C][C]0.467927[/C][/ROW]
[ROW][C]26[/C][C]-0.083471[/C][C]-0.843[/C][C]0.200596[/C][/ROW]
[ROW][C]27[/C][C]-0.063651[/C][C]-0.6428[/C][C]0.260886[/C][/ROW]
[ROW][C]28[/C][C]0.01046[/C][C]0.1056[/C][C]0.458038[/C][/ROW]
[ROW][C]29[/C][C]-0.041275[/C][C]-0.4169[/C][C]0.338831[/C][/ROW]
[ROW][C]30[/C][C]-0.070107[/C][C]-0.708[/C][C]0.240265[/C][/ROW]
[ROW][C]31[/C][C]-0.016367[/C][C]-0.1653[/C][C]0.434516[/C][/ROW]
[ROW][C]32[/C][C]-0.011622[/C][C]-0.1174[/C][C]0.453397[/C][/ROW]
[ROW][C]33[/C][C]-0.055727[/C][C]-0.5628[/C][C]0.287397[/C][/ROW]
[ROW][C]34[/C][C]-0.081402[/C][C]-0.8221[/C][C]0.206464[/C][/ROW]
[ROW][C]35[/C][C]-0.072935[/C][C]-0.7366[/C][C]0.231526[/C][/ROW]
[ROW][C]36[/C][C]0.048492[/C][C]0.4897[/C][C]0.312683[/C][/ROW]
[ROW][C]37[/C][C]0.018[/C][C]0.1818[/C][C]0.428054[/C][/ROW]
[ROW][C]38[/C][C]-0.038765[/C][C]-0.3915[/C][C]0.348119[/C][/ROW]
[ROW][C]39[/C][C]-0.032061[/C][C]-0.3238[/C][C]0.373375[/C][/ROW]
[ROW][C]40[/C][C]-0.034182[/C][C]-0.3452[/C][C]0.365319[/C][/ROW]
[ROW][C]41[/C][C]-0.000767[/C][C]-0.0077[/C][C]0.496917[/C][/ROW]
[ROW][C]42[/C][C]-0.012769[/C][C]-0.129[/C][C]0.448822[/C][/ROW]
[ROW][C]43[/C][C]0.065753[/C][C]0.6641[/C][C]0.254071[/C][/ROW]
[ROW][C]44[/C][C]-0.049042[/C][C]-0.4953[/C][C]0.310726[/C][/ROW]
[ROW][C]45[/C][C]-0.002546[/C][C]-0.0257[/C][C]0.489769[/C][/ROW]
[ROW][C]46[/C][C]0.070789[/C][C]0.7149[/C][C]0.238142[/C][/ROW]
[ROW][C]47[/C][C]0.004083[/C][C]0.0412[/C][C]0.483595[/C][/ROW]
[ROW][C]48[/C][C]-0.030387[/C][C]-0.3069[/C][C]0.379776[/C][/ROW]
[ROW][C]49[/C][C]-0.123079[/C][C]-1.243[/C][C]0.108352[/C][/ROW]
[ROW][C]50[/C][C]0.001224[/C][C]0.0124[/C][C]0.495082[/C][/ROW]
[ROW][C]51[/C][C]-0.001974[/C][C]-0.0199[/C][C]0.492066[/C][/ROW]
[ROW][C]52[/C][C]-0.02993[/C][C]-0.3023[/C][C]0.381527[/C][/ROW]
[ROW][C]53[/C][C]-0.010262[/C][C]-0.1036[/C][C]0.458828[/C][/ROW]
[ROW][C]54[/C][C]-0.01622[/C][C]-0.1638[/C][C]0.435101[/C][/ROW]
[ROW][C]55[/C][C]-0.049649[/C][C]-0.5014[/C][C]0.308573[/C][/ROW]
[ROW][C]56[/C][C]0.005388[/C][C]0.0544[/C][C]0.478354[/C][/ROW]
[ROW][C]57[/C][C]-0.00718[/C][C]-0.0725[/C][C]0.471168[/C][/ROW]
[ROW][C]58[/C][C]0.031532[/C][C]0.3185[/C][C]0.375396[/C][/ROW]
[ROW][C]59[/C][C]-0.042176[/C][C]-0.426[/C][C]0.33552[/C][/ROW]
[ROW][C]60[/C][C]0.005075[/C][C]0.0513[/C][C]0.479613[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29678&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29678&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	0.949985	9.5944	0
2	-0.242938	-2.4536	0.00792
3	0.002011	0.0203	0.491919
4	0.104989	1.0603	0.145748
5	0.050109	0.5061	0.306947
6	-0.049633	-0.5013	0.308633
7	-0.131982	-1.3329	0.092759
8	-0.066501	-0.6716	0.25167
9	-0.108983	-1.1007	0.136815
10	-0.152504	-1.5402	0.063303
11	0.0241	0.2434	0.404094
12	0.070743	0.7145	0.238285
13	0.092659	0.9358	0.175791
14	0.075817	0.7657	0.222807
15	0.073723	0.7446	0.229122
16	-0.099469	-1.0046	0.158737
17	-0.0029	-0.0293	0.488347
18	-0.011914	-0.1203	0.452232
19	-0.110942	-1.1205	0.132574
20	-0.044503	-0.4495	0.327027
21	0.000156	0.0016	0.499374
22	0.017404	0.1758	0.43041
23	0.021222	0.2143	0.415356
24	-0.082141	-0.8296	0.204356
25	-0.007989	-0.0807	0.467927
26	-0.083471	-0.843	0.200596
27	-0.063651	-0.6428	0.260886
28	0.01046	0.1056	0.458038
29	-0.041275	-0.4169	0.338831
30	-0.070107	-0.708	0.240265
31	-0.016367	-0.1653	0.434516
32	-0.011622	-0.1174	0.453397
33	-0.055727	-0.5628	0.287397
34	-0.081402	-0.8221	0.206464
35	-0.072935	-0.7366	0.231526
36	0.048492	0.4897	0.312683
37	0.018	0.1818	0.428054
38	-0.038765	-0.3915	0.348119
39	-0.032061	-0.3238	0.373375
40	-0.034182	-0.3452	0.365319
41	-0.000767	-0.0077	0.496917
42	-0.012769	-0.129	0.448822
43	0.065753	0.6641	0.254071
44	-0.049042	-0.4953	0.310726
45	-0.002546	-0.0257	0.489769
46	0.070789	0.7149	0.238142
47	0.004083	0.0412	0.483595
48	-0.030387	-0.3069	0.379776
49	-0.123079	-1.243	0.108352
50	0.001224	0.0124	0.495082
51	-0.001974	-0.0199	0.492066
52	-0.02993	-0.3023	0.381527
53	-0.010262	-0.1036	0.458828
54	-0.01622	-0.1638	0.435101
55	-0.049649	-0.5014	0.308573
56	0.005388	0.0544	0.478354
57	-0.00718	-0.0725	0.471168
58	0.031532	0.3185	0.375396
59	-0.042176	-0.426	0.33552
60	0.005075	0.0513	0.479613

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 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