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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 07:58:18 -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/t1228575537ea930wip8xymh2w.htm/, Retrieved Sun, 19 May 2024 11:35:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29679, Retrieved Sun, 19 May 2024 11:35:58 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

205

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 14:58:18] [6797a1f4a60918966297e9d9220cabc2] [Current]

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Dataseries X:

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Boxplots

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

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=29679&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=29679&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29679&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	0.981521	9.9129	0
2	0.954552	9.6405	0
3	0.926179	9.354	0
4	0.895437	9.0435	0
5	0.86329	8.7188	0
6	0.82721	8.3544	0
7	0.784948	7.9276	0
8	0.738754	7.461	0
9	0.686256	6.9309	0
10	0.629606	6.3587	0
11	0.572734	5.7843	0
12	0.514117	5.1923	1e-06
13	0.460276	4.6486	5e-06
14	0.409305	4.1338	3.7e-05
15	0.358394	3.6196	0.000231
16	0.305016	3.0805	0.001328
17	0.253383	2.559	0.005982
18	0.203999	2.0603	0.020958
19	0.157485	1.5905	0.057407
20	0.110689	1.1179	0.133116
21	0.06823	0.6891	0.246167
22	0.030105	0.3041	0.380854
23	-0.00571	-0.0577	0.477061
24	-0.037753	-0.3813	0.351893
25	-0.068208	-0.6889	0.246234
26	-0.099165	-1.0015	0.159473
27	-0.128156	-1.2943	0.099241
28	-0.152871	-1.5439	0.062852
29	-0.174435	-1.7617	0.040557
30	-0.194534	-1.9647	0.026085
31	-0.214792	-2.1693	0.016191
32	-0.234208	-2.3654	0.009951
33	-0.254527	-2.5706	0.005798
34	-0.277094	-2.7985	0.00307
35	-0.297915	-3.0088	0.001652
36	-0.31733	-3.2049	0.000902
37	-0.332532	-3.3584	0.000552
38	-0.346047	-3.4949	0.000352
39	-0.360125	-3.6371	0.000217
40	-0.372395	-3.761	0.000141
41	-0.384666	-3.8849	9.1e-05
42	-0.399305	-4.0328	5.3e-05
43	-0.412259	-4.1636	3.3e-05
44	-0.424088	-4.2831	2.1e-05
45	-0.432828	-4.3713	1.5e-05
46	-0.433518	-4.3783	1.5e-05
47	-0.433928	-4.3825	1.4e-05
48	-0.435743	-4.4008	1.3e-05
49	-0.440427	-4.4481	1.1e-05
50	-0.446577	-4.5102	9e-06
51	-0.449637	-4.5411	8e-06
52	-0.447077	-4.5153	9e-06
53	-0.442551	-4.4695	1e-05
54	-0.434593	-4.3892	1.4e-05
55	-0.425731	-4.2997	2e-05
56	-0.41715	-4.213	2.7e-05
57	-0.407164	-4.1122	4e-05
58	-0.398484	-4.0245	5.5e-05
59	-0.386151	-3.8999	8.6e-05
60	-0.371009	-3.747	0.000148

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.981521 & 9.9129 & 0 \tabularnewline
2 & 0.954552 & 9.6405 & 0 \tabularnewline
3 & 0.926179 & 9.354 & 0 \tabularnewline
4 & 0.895437 & 9.0435 & 0 \tabularnewline
5 & 0.86329 & 8.7188 & 0 \tabularnewline
6 & 0.82721 & 8.3544 & 0 \tabularnewline
7 & 0.784948 & 7.9276 & 0 \tabularnewline
8 & 0.738754 & 7.461 & 0 \tabularnewline
9 & 0.686256 & 6.9309 & 0 \tabularnewline
10 & 0.629606 & 6.3587 & 0 \tabularnewline
11 & 0.572734 & 5.7843 & 0 \tabularnewline
12 & 0.514117 & 5.1923 & 1e-06 \tabularnewline
13 & 0.460276 & 4.6486 & 5e-06 \tabularnewline
14 & 0.409305 & 4.1338 & 3.7e-05 \tabularnewline
15 & 0.358394 & 3.6196 & 0.000231 \tabularnewline
16 & 0.305016 & 3.0805 & 0.001328 \tabularnewline
17 & 0.253383 & 2.559 & 0.005982 \tabularnewline
18 & 0.203999 & 2.0603 & 0.020958 \tabularnewline
19 & 0.157485 & 1.5905 & 0.057407 \tabularnewline
20 & 0.110689 & 1.1179 & 0.133116 \tabularnewline
21 & 0.06823 & 0.6891 & 0.246167 \tabularnewline
22 & 0.030105 & 0.3041 & 0.380854 \tabularnewline
23 & -0.00571 & -0.0577 & 0.477061 \tabularnewline
24 & -0.037753 & -0.3813 & 0.351893 \tabularnewline
25 & -0.068208 & -0.6889 & 0.246234 \tabularnewline
26 & -0.099165 & -1.0015 & 0.159473 \tabularnewline
27 & -0.128156 & -1.2943 & 0.099241 \tabularnewline
28 & -0.152871 & -1.5439 & 0.062852 \tabularnewline
29 & -0.174435 & -1.7617 & 0.040557 \tabularnewline
30 & -0.194534 & -1.9647 & 0.026085 \tabularnewline
31 & -0.214792 & -2.1693 & 0.016191 \tabularnewline
32 & -0.234208 & -2.3654 & 0.009951 \tabularnewline
33 & -0.254527 & -2.5706 & 0.005798 \tabularnewline
34 & -0.277094 & -2.7985 & 0.00307 \tabularnewline
35 & -0.297915 & -3.0088 & 0.001652 \tabularnewline
36 & -0.31733 & -3.2049 & 0.000902 \tabularnewline
37 & -0.332532 & -3.3584 & 0.000552 \tabularnewline
38 & -0.346047 & -3.4949 & 0.000352 \tabularnewline
39 & -0.360125 & -3.6371 & 0.000217 \tabularnewline
40 & -0.372395 & -3.761 & 0.000141 \tabularnewline
41 & -0.384666 & -3.8849 & 9.1e-05 \tabularnewline
42 & -0.399305 & -4.0328 & 5.3e-05 \tabularnewline
43 & -0.412259 & -4.1636 & 3.3e-05 \tabularnewline
44 & -0.424088 & -4.2831 & 2.1e-05 \tabularnewline
45 & -0.432828 & -4.3713 & 1.5e-05 \tabularnewline
46 & -0.433518 & -4.3783 & 1.5e-05 \tabularnewline
47 & -0.433928 & -4.3825 & 1.4e-05 \tabularnewline
48 & -0.435743 & -4.4008 & 1.3e-05 \tabularnewline
49 & -0.440427 & -4.4481 & 1.1e-05 \tabularnewline
50 & -0.446577 & -4.5102 & 9e-06 \tabularnewline
51 & -0.449637 & -4.5411 & 8e-06 \tabularnewline
52 & -0.447077 & -4.5153 & 9e-06 \tabularnewline
53 & -0.442551 & -4.4695 & 1e-05 \tabularnewline
54 & -0.434593 & -4.3892 & 1.4e-05 \tabularnewline
55 & -0.425731 & -4.2997 & 2e-05 \tabularnewline
56 & -0.41715 & -4.213 & 2.7e-05 \tabularnewline
57 & -0.407164 & -4.1122 & 4e-05 \tabularnewline
58 & -0.398484 & -4.0245 & 5.5e-05 \tabularnewline
59 & -0.386151 & -3.8999 & 8.6e-05 \tabularnewline
60 & -0.371009 & -3.747 & 0.000148 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29679&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]0.981521[/C][C]9.9129[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.954552[/C][C]9.6405[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.926179[/C][C]9.354[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.895437[/C][C]9.0435[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.86329[/C][C]8.7188[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.82721[/C][C]8.3544[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.784948[/C][C]7.9276[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.738754[/C][C]7.461[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.686256[/C][C]6.9309[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.629606[/C][C]6.3587[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.572734[/C][C]5.7843[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.514117[/C][C]5.1923[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.460276[/C][C]4.6486[/C][C]5e-06[/C][/ROW]
[ROW][C]14[/C][C]0.409305[/C][C]4.1338[/C][C]3.7e-05[/C][/ROW]
[ROW][C]15[/C][C]0.358394[/C][C]3.6196[/C][C]0.000231[/C][/ROW]
[ROW][C]16[/C][C]0.305016[/C][C]3.0805[/C][C]0.001328[/C][/ROW]
[ROW][C]17[/C][C]0.253383[/C][C]2.559[/C][C]0.005982[/C][/ROW]
[ROW][C]18[/C][C]0.203999[/C][C]2.0603[/C][C]0.020958[/C][/ROW]
[ROW][C]19[/C][C]0.157485[/C][C]1.5905[/C][C]0.057407[/C][/ROW]
[ROW][C]20[/C][C]0.110689[/C][C]1.1179[/C][C]0.133116[/C][/ROW]
[ROW][C]21[/C][C]0.06823[/C][C]0.6891[/C][C]0.246167[/C][/ROW]
[ROW][C]22[/C][C]0.030105[/C][C]0.3041[/C][C]0.380854[/C][/ROW]
[ROW][C]23[/C][C]-0.00571[/C][C]-0.0577[/C][C]0.477061[/C][/ROW]
[ROW][C]24[/C][C]-0.037753[/C][C]-0.3813[/C][C]0.351893[/C][/ROW]
[ROW][C]25[/C][C]-0.068208[/C][C]-0.6889[/C][C]0.246234[/C][/ROW]
[ROW][C]26[/C][C]-0.099165[/C][C]-1.0015[/C][C]0.159473[/C][/ROW]
[ROW][C]27[/C][C]-0.128156[/C][C]-1.2943[/C][C]0.099241[/C][/ROW]
[ROW][C]28[/C][C]-0.152871[/C][C]-1.5439[/C][C]0.062852[/C][/ROW]
[ROW][C]29[/C][C]-0.174435[/C][C]-1.7617[/C][C]0.040557[/C][/ROW]
[ROW][C]30[/C][C]-0.194534[/C][C]-1.9647[/C][C]0.026085[/C][/ROW]
[ROW][C]31[/C][C]-0.214792[/C][C]-2.1693[/C][C]0.016191[/C][/ROW]
[ROW][C]32[/C][C]-0.234208[/C][C]-2.3654[/C][C]0.009951[/C][/ROW]
[ROW][C]33[/C][C]-0.254527[/C][C]-2.5706[/C][C]0.005798[/C][/ROW]
[ROW][C]34[/C][C]-0.277094[/C][C]-2.7985[/C][C]0.00307[/C][/ROW]
[ROW][C]35[/C][C]-0.297915[/C][C]-3.0088[/C][C]0.001652[/C][/ROW]
[ROW][C]36[/C][C]-0.31733[/C][C]-3.2049[/C][C]0.000902[/C][/ROW]
[ROW][C]37[/C][C]-0.332532[/C][C]-3.3584[/C][C]0.000552[/C][/ROW]
[ROW][C]38[/C][C]-0.346047[/C][C]-3.4949[/C][C]0.000352[/C][/ROW]
[ROW][C]39[/C][C]-0.360125[/C][C]-3.6371[/C][C]0.000217[/C][/ROW]
[ROW][C]40[/C][C]-0.372395[/C][C]-3.761[/C][C]0.000141[/C][/ROW]
[ROW][C]41[/C][C]-0.384666[/C][C]-3.8849[/C][C]9.1e-05[/C][/ROW]
[ROW][C]42[/C][C]-0.399305[/C][C]-4.0328[/C][C]5.3e-05[/C][/ROW]
[ROW][C]43[/C][C]-0.412259[/C][C]-4.1636[/C][C]3.3e-05[/C][/ROW]
[ROW][C]44[/C][C]-0.424088[/C][C]-4.2831[/C][C]2.1e-05[/C][/ROW]
[ROW][C]45[/C][C]-0.432828[/C][C]-4.3713[/C][C]1.5e-05[/C][/ROW]
[ROW][C]46[/C][C]-0.433518[/C][C]-4.3783[/C][C]1.5e-05[/C][/ROW]
[ROW][C]47[/C][C]-0.433928[/C][C]-4.3825[/C][C]1.4e-05[/C][/ROW]
[ROW][C]48[/C][C]-0.435743[/C][C]-4.4008[/C][C]1.3e-05[/C][/ROW]
[ROW][C]49[/C][C]-0.440427[/C][C]-4.4481[/C][C]1.1e-05[/C][/ROW]
[ROW][C]50[/C][C]-0.446577[/C][C]-4.5102[/C][C]9e-06[/C][/ROW]
[ROW][C]51[/C][C]-0.449637[/C][C]-4.5411[/C][C]8e-06[/C][/ROW]
[ROW][C]52[/C][C]-0.447077[/C][C]-4.5153[/C][C]9e-06[/C][/ROW]
[ROW][C]53[/C][C]-0.442551[/C][C]-4.4695[/C][C]1e-05[/C][/ROW]
[ROW][C]54[/C][C]-0.434593[/C][C]-4.3892[/C][C]1.4e-05[/C][/ROW]
[ROW][C]55[/C][C]-0.425731[/C][C]-4.2997[/C][C]2e-05[/C][/ROW]
[ROW][C]56[/C][C]-0.41715[/C][C]-4.213[/C][C]2.7e-05[/C][/ROW]
[ROW][C]57[/C][C]-0.407164[/C][C]-4.1122[/C][C]4e-05[/C][/ROW]
[ROW][C]58[/C][C]-0.398484[/C][C]-4.0245[/C][C]5.5e-05[/C][/ROW]
[ROW][C]59[/C][C]-0.386151[/C][C]-3.8999[/C][C]8.6e-05[/C][/ROW]
[ROW][C]60[/C][C]-0.371009[/C][C]-3.747[/C][C]0.000148[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29679&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29679&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	0.981521	9.9129	0
2	0.954552	9.6405	0
3	0.926179	9.354	0
4	0.895437	9.0435	0
5	0.86329	8.7188	0
6	0.82721	8.3544	0
7	0.784948	7.9276	0
8	0.738754	7.461	0
9	0.686256	6.9309	0
10	0.629606	6.3587	0
11	0.572734	5.7843	0
12	0.514117	5.1923	1e-06
13	0.460276	4.6486	5e-06
14	0.409305	4.1338	3.7e-05
15	0.358394	3.6196	0.000231
16	0.305016	3.0805	0.001328
17	0.253383	2.559	0.005982
18	0.203999	2.0603	0.020958
19	0.157485	1.5905	0.057407
20	0.110689	1.1179	0.133116
21	0.06823	0.6891	0.246167
22	0.030105	0.3041	0.380854
23	-0.00571	-0.0577	0.477061
24	-0.037753	-0.3813	0.351893
25	-0.068208	-0.6889	0.246234
26	-0.099165	-1.0015	0.159473
27	-0.128156	-1.2943	0.099241
28	-0.152871	-1.5439	0.062852
29	-0.174435	-1.7617	0.040557
30	-0.194534	-1.9647	0.026085
31	-0.214792	-2.1693	0.016191
32	-0.234208	-2.3654	0.009951
33	-0.254527	-2.5706	0.005798
34	-0.277094	-2.7985	0.00307
35	-0.297915	-3.0088	0.001652
36	-0.31733	-3.2049	0.000902
37	-0.332532	-3.3584	0.000552
38	-0.346047	-3.4949	0.000352
39	-0.360125	-3.6371	0.000217
40	-0.372395	-3.761	0.000141
41	-0.384666	-3.8849	9.1e-05
42	-0.399305	-4.0328	5.3e-05
43	-0.412259	-4.1636	3.3e-05
44	-0.424088	-4.2831	2.1e-05
45	-0.432828	-4.3713	1.5e-05
46	-0.433518	-4.3783	1.5e-05
47	-0.433928	-4.3825	1.4e-05
48	-0.435743	-4.4008	1.3e-05
49	-0.440427	-4.4481	1.1e-05
50	-0.446577	-4.5102	9e-06
51	-0.449637	-4.5411	8e-06
52	-0.447077	-4.5153	9e-06
53	-0.442551	-4.4695	1e-05
54	-0.434593	-4.3892	1.4e-05
55	-0.425731	-4.2997	2e-05
56	-0.41715	-4.213	2.7e-05
57	-0.407164	-4.1122	4e-05
58	-0.398484	-4.0245	5.5e-05
59	-0.386151	-3.8999	8.6e-05
60	-0.371009	-3.747	0.000148

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.981521	9.9129	0
2	-0.241168	-2.4357	0.008299
3	0.000697	0.007	0.4972
4	-0.077886	-0.7866	0.216666
5	-0.027771	-0.2805	0.389841
6	-0.120072	-1.2127	0.114029
7	-0.150627	-1.5213	0.065645
8	-0.074515	-0.7526	0.226722
9	-0.178983	-1.8076	0.036805
10	-0.084546	-0.8539	0.197587
11	-0.010206	-0.1031	0.459054
12	-0.0738	-0.7453	0.228888
13	0.157765	1.5934	0.057088
14	0.022125	0.2235	0.411816
15	0.01522	0.1537	0.439068
16	-0.090036	-0.9093	0.182663
17	0.069392	0.7008	0.242503
18	0.002759	0.0279	0.488911
19	-0.015945	-0.161	0.436191
20	-0.108291	-1.0937	0.138335
21	0.063887	0.6452	0.260113
22	-0.005771	-0.0583	0.476818
23	-0.014862	-0.1501	0.44049
24	0.032921	0.3325	0.370101
25	-0.02618	-0.2644	0.395999
26	-0.079071	-0.7986	0.213196
27	-0.001993	-0.0201	0.491989
28	0.016817	0.1698	0.432734
29	-0.007373	-0.0745	0.470395
30	-0.070812	-0.7152	0.238069
31	-0.030482	-0.3079	0.379412
32	-0.068471	-0.6915	0.245403
33	-0.090849	-0.9175	0.180514
34	-0.099231	-1.0022	0.159314
35	0.040208	0.4061	0.342766
36	-0.057898	-0.5847	0.280007
37	0.105077	1.0612	0.145547
38	-0.035497	-0.3585	0.360353
39	-0.01129	-0.114	0.45472
40	0.061257	0.6187	0.268757
41	-0.013959	-0.141	0.444081
42	-0.099452	-1.0044	0.158778
43	-0.026926	-0.2719	0.393108
44	-0.049575	-0.5007	0.308835
45	0.053139	0.5367	0.296329
46	0.116709	1.1787	0.120629
47	-0.08239	-0.8321	0.20365
48	-0.054077	-0.5461	0.293078
49	-0.10127	-1.0228	0.154417
50	-0.050292	-0.5079	0.306303
51	0.028857	0.2914	0.385652
52	0.053781	0.5432	0.294103
53	-0.008521	-0.0861	0.465796
54	-0.006178	-0.0624	0.475184
55	-0.022912	-0.2314	0.408735
56	-0.023095	-0.2333	0.408017
57	0.03009	0.3039	0.380913
58	-0.039832	-0.4023	0.34416
59	0.091505	0.9242	0.178795
60	-0.052296	-0.5282	0.299266

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.981521 & 9.9129 & 0 \tabularnewline
2 & -0.241168 & -2.4357 & 0.008299 \tabularnewline
3 & 0.000697 & 0.007 & 0.4972 \tabularnewline
4 & -0.077886 & -0.7866 & 0.216666 \tabularnewline
5 & -0.027771 & -0.2805 & 0.389841 \tabularnewline
6 & -0.120072 & -1.2127 & 0.114029 \tabularnewline
7 & -0.150627 & -1.5213 & 0.065645 \tabularnewline
8 & -0.074515 & -0.7526 & 0.226722 \tabularnewline
9 & -0.178983 & -1.8076 & 0.036805 \tabularnewline
10 & -0.084546 & -0.8539 & 0.197587 \tabularnewline
11 & -0.010206 & -0.1031 & 0.459054 \tabularnewline
12 & -0.0738 & -0.7453 & 0.228888 \tabularnewline
13 & 0.157765 & 1.5934 & 0.057088 \tabularnewline
14 & 0.022125 & 0.2235 & 0.411816 \tabularnewline
15 & 0.01522 & 0.1537 & 0.439068 \tabularnewline
16 & -0.090036 & -0.9093 & 0.182663 \tabularnewline
17 & 0.069392 & 0.7008 & 0.242503 \tabularnewline
18 & 0.002759 & 0.0279 & 0.488911 \tabularnewline
19 & -0.015945 & -0.161 & 0.436191 \tabularnewline
20 & -0.108291 & -1.0937 & 0.138335 \tabularnewline
21 & 0.063887 & 0.6452 & 0.260113 \tabularnewline
22 & -0.005771 & -0.0583 & 0.476818 \tabularnewline
23 & -0.014862 & -0.1501 & 0.44049 \tabularnewline
24 & 0.032921 & 0.3325 & 0.370101 \tabularnewline
25 & -0.02618 & -0.2644 & 0.395999 \tabularnewline
26 & -0.079071 & -0.7986 & 0.213196 \tabularnewline
27 & -0.001993 & -0.0201 & 0.491989 \tabularnewline
28 & 0.016817 & 0.1698 & 0.432734 \tabularnewline
29 & -0.007373 & -0.0745 & 0.470395 \tabularnewline
30 & -0.070812 & -0.7152 & 0.238069 \tabularnewline
31 & -0.030482 & -0.3079 & 0.379412 \tabularnewline
32 & -0.068471 & -0.6915 & 0.245403 \tabularnewline
33 & -0.090849 & -0.9175 & 0.180514 \tabularnewline
34 & -0.099231 & -1.0022 & 0.159314 \tabularnewline
35 & 0.040208 & 0.4061 & 0.342766 \tabularnewline
36 & -0.057898 & -0.5847 & 0.280007 \tabularnewline
37 & 0.105077 & 1.0612 & 0.145547 \tabularnewline
38 & -0.035497 & -0.3585 & 0.360353 \tabularnewline
39 & -0.01129 & -0.114 & 0.45472 \tabularnewline
40 & 0.061257 & 0.6187 & 0.268757 \tabularnewline
41 & -0.013959 & -0.141 & 0.444081 \tabularnewline
42 & -0.099452 & -1.0044 & 0.158778 \tabularnewline
43 & -0.026926 & -0.2719 & 0.393108 \tabularnewline
44 & -0.049575 & -0.5007 & 0.308835 \tabularnewline
45 & 0.053139 & 0.5367 & 0.296329 \tabularnewline
46 & 0.116709 & 1.1787 & 0.120629 \tabularnewline
47 & -0.08239 & -0.8321 & 0.20365 \tabularnewline
48 & -0.054077 & -0.5461 & 0.293078 \tabularnewline
49 & -0.10127 & -1.0228 & 0.154417 \tabularnewline
50 & -0.050292 & -0.5079 & 0.306303 \tabularnewline
51 & 0.028857 & 0.2914 & 0.385652 \tabularnewline
52 & 0.053781 & 0.5432 & 0.294103 \tabularnewline
53 & -0.008521 & -0.0861 & 0.465796 \tabularnewline
54 & -0.006178 & -0.0624 & 0.475184 \tabularnewline
55 & -0.022912 & -0.2314 & 0.408735 \tabularnewline
56 & -0.023095 & -0.2333 & 0.408017 \tabularnewline
57 & 0.03009 & 0.3039 & 0.380913 \tabularnewline
58 & -0.039832 & -0.4023 & 0.34416 \tabularnewline
59 & 0.091505 & 0.9242 & 0.178795 \tabularnewline
60 & -0.052296 & -0.5282 & 0.299266 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29679&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]0.981521[/C][C]9.9129[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.241168[/C][C]-2.4357[/C][C]0.008299[/C][/ROW]
[ROW][C]3[/C][C]0.000697[/C][C]0.007[/C][C]0.4972[/C][/ROW]
[ROW][C]4[/C][C]-0.077886[/C][C]-0.7866[/C][C]0.216666[/C][/ROW]
[ROW][C]5[/C][C]-0.027771[/C][C]-0.2805[/C][C]0.389841[/C][/ROW]
[ROW][C]6[/C][C]-0.120072[/C][C]-1.2127[/C][C]0.114029[/C][/ROW]
[ROW][C]7[/C][C]-0.150627[/C][C]-1.5213[/C][C]0.065645[/C][/ROW]
[ROW][C]8[/C][C]-0.074515[/C][C]-0.7526[/C][C]0.226722[/C][/ROW]
[ROW][C]9[/C][C]-0.178983[/C][C]-1.8076[/C][C]0.036805[/C][/ROW]
[ROW][C]10[/C][C]-0.084546[/C][C]-0.8539[/C][C]0.197587[/C][/ROW]
[ROW][C]11[/C][C]-0.010206[/C][C]-0.1031[/C][C]0.459054[/C][/ROW]
[ROW][C]12[/C][C]-0.0738[/C][C]-0.7453[/C][C]0.228888[/C][/ROW]
[ROW][C]13[/C][C]0.157765[/C][C]1.5934[/C][C]0.057088[/C][/ROW]
[ROW][C]14[/C][C]0.022125[/C][C]0.2235[/C][C]0.411816[/C][/ROW]
[ROW][C]15[/C][C]0.01522[/C][C]0.1537[/C][C]0.439068[/C][/ROW]
[ROW][C]16[/C][C]-0.090036[/C][C]-0.9093[/C][C]0.182663[/C][/ROW]
[ROW][C]17[/C][C]0.069392[/C][C]0.7008[/C][C]0.242503[/C][/ROW]
[ROW][C]18[/C][C]0.002759[/C][C]0.0279[/C][C]0.488911[/C][/ROW]
[ROW][C]19[/C][C]-0.015945[/C][C]-0.161[/C][C]0.436191[/C][/ROW]
[ROW][C]20[/C][C]-0.108291[/C][C]-1.0937[/C][C]0.138335[/C][/ROW]
[ROW][C]21[/C][C]0.063887[/C][C]0.6452[/C][C]0.260113[/C][/ROW]
[ROW][C]22[/C][C]-0.005771[/C][C]-0.0583[/C][C]0.476818[/C][/ROW]
[ROW][C]23[/C][C]-0.014862[/C][C]-0.1501[/C][C]0.44049[/C][/ROW]
[ROW][C]24[/C][C]0.032921[/C][C]0.3325[/C][C]0.370101[/C][/ROW]
[ROW][C]25[/C][C]-0.02618[/C][C]-0.2644[/C][C]0.395999[/C][/ROW]
[ROW][C]26[/C][C]-0.079071[/C][C]-0.7986[/C][C]0.213196[/C][/ROW]
[ROW][C]27[/C][C]-0.001993[/C][C]-0.0201[/C][C]0.491989[/C][/ROW]
[ROW][C]28[/C][C]0.016817[/C][C]0.1698[/C][C]0.432734[/C][/ROW]
[ROW][C]29[/C][C]-0.007373[/C][C]-0.0745[/C][C]0.470395[/C][/ROW]
[ROW][C]30[/C][C]-0.070812[/C][C]-0.7152[/C][C]0.238069[/C][/ROW]
[ROW][C]31[/C][C]-0.030482[/C][C]-0.3079[/C][C]0.379412[/C][/ROW]
[ROW][C]32[/C][C]-0.068471[/C][C]-0.6915[/C][C]0.245403[/C][/ROW]
[ROW][C]33[/C][C]-0.090849[/C][C]-0.9175[/C][C]0.180514[/C][/ROW]
[ROW][C]34[/C][C]-0.099231[/C][C]-1.0022[/C][C]0.159314[/C][/ROW]
[ROW][C]35[/C][C]0.040208[/C][C]0.4061[/C][C]0.342766[/C][/ROW]
[ROW][C]36[/C][C]-0.057898[/C][C]-0.5847[/C][C]0.280007[/C][/ROW]
[ROW][C]37[/C][C]0.105077[/C][C]1.0612[/C][C]0.145547[/C][/ROW]
[ROW][C]38[/C][C]-0.035497[/C][C]-0.3585[/C][C]0.360353[/C][/ROW]
[ROW][C]39[/C][C]-0.01129[/C][C]-0.114[/C][C]0.45472[/C][/ROW]
[ROW][C]40[/C][C]0.061257[/C][C]0.6187[/C][C]0.268757[/C][/ROW]
[ROW][C]41[/C][C]-0.013959[/C][C]-0.141[/C][C]0.444081[/C][/ROW]
[ROW][C]42[/C][C]-0.099452[/C][C]-1.0044[/C][C]0.158778[/C][/ROW]
[ROW][C]43[/C][C]-0.026926[/C][C]-0.2719[/C][C]0.393108[/C][/ROW]
[ROW][C]44[/C][C]-0.049575[/C][C]-0.5007[/C][C]0.308835[/C][/ROW]
[ROW][C]45[/C][C]0.053139[/C][C]0.5367[/C][C]0.296329[/C][/ROW]
[ROW][C]46[/C][C]0.116709[/C][C]1.1787[/C][C]0.120629[/C][/ROW]
[ROW][C]47[/C][C]-0.08239[/C][C]-0.8321[/C][C]0.20365[/C][/ROW]
[ROW][C]48[/C][C]-0.054077[/C][C]-0.5461[/C][C]0.293078[/C][/ROW]
[ROW][C]49[/C][C]-0.10127[/C][C]-1.0228[/C][C]0.154417[/C][/ROW]
[ROW][C]50[/C][C]-0.050292[/C][C]-0.5079[/C][C]0.306303[/C][/ROW]
[ROW][C]51[/C][C]0.028857[/C][C]0.2914[/C][C]0.385652[/C][/ROW]
[ROW][C]52[/C][C]0.053781[/C][C]0.5432[/C][C]0.294103[/C][/ROW]
[ROW][C]53[/C][C]-0.008521[/C][C]-0.0861[/C][C]0.465796[/C][/ROW]
[ROW][C]54[/C][C]-0.006178[/C][C]-0.0624[/C][C]0.475184[/C][/ROW]
[ROW][C]55[/C][C]-0.022912[/C][C]-0.2314[/C][C]0.408735[/C][/ROW]
[ROW][C]56[/C][C]-0.023095[/C][C]-0.2333[/C][C]0.408017[/C][/ROW]
[ROW][C]57[/C][C]0.03009[/C][C]0.3039[/C][C]0.380913[/C][/ROW]
[ROW][C]58[/C][C]-0.039832[/C][C]-0.4023[/C][C]0.34416[/C][/ROW]
[ROW][C]59[/C][C]0.091505[/C][C]0.9242[/C][C]0.178795[/C][/ROW]
[ROW][C]60[/C][C]-0.052296[/C][C]-0.5282[/C][C]0.299266[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29679&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29679&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	0.981521	9.9129	0
2	-0.241168	-2.4357	0.008299
3	0.000697	0.007	0.4972
4	-0.077886	-0.7866	0.216666
5	-0.027771	-0.2805	0.389841
6	-0.120072	-1.2127	0.114029
7	-0.150627	-1.5213	0.065645
8	-0.074515	-0.7526	0.226722
9	-0.178983	-1.8076	0.036805
10	-0.084546	-0.8539	0.197587
11	-0.010206	-0.1031	0.459054
12	-0.0738	-0.7453	0.228888
13	0.157765	1.5934	0.057088
14	0.022125	0.2235	0.411816
15	0.01522	0.1537	0.439068
16	-0.090036	-0.9093	0.182663
17	0.069392	0.7008	0.242503
18	0.002759	0.0279	0.488911
19	-0.015945	-0.161	0.436191
20	-0.108291	-1.0937	0.138335
21	0.063887	0.6452	0.260113
22	-0.005771	-0.0583	0.476818
23	-0.014862	-0.1501	0.44049
24	0.032921	0.3325	0.370101
25	-0.02618	-0.2644	0.395999
26	-0.079071	-0.7986	0.213196
27	-0.001993	-0.0201	0.491989
28	0.016817	0.1698	0.432734
29	-0.007373	-0.0745	0.470395
30	-0.070812	-0.7152	0.238069
31	-0.030482	-0.3079	0.379412
32	-0.068471	-0.6915	0.245403
33	-0.090849	-0.9175	0.180514
34	-0.099231	-1.0022	0.159314
35	0.040208	0.4061	0.342766
36	-0.057898	-0.5847	0.280007
37	0.105077	1.0612	0.145547
38	-0.035497	-0.3585	0.360353
39	-0.01129	-0.114	0.45472
40	0.061257	0.6187	0.268757
41	-0.013959	-0.141	0.444081
42	-0.099452	-1.0044	0.158778
43	-0.026926	-0.2719	0.393108
44	-0.049575	-0.5007	0.308835
45	0.053139	0.5367	0.296329
46	0.116709	1.1787	0.120629
47	-0.08239	-0.8321	0.20365
48	-0.054077	-0.5461	0.293078
49	-0.10127	-1.0228	0.154417
50	-0.050292	-0.5079	0.306303
51	0.028857	0.2914	0.385652
52	0.053781	0.5432	0.294103
53	-0.008521	-0.0861	0.465796
54	-0.006178	-0.0624	0.475184
55	-0.022912	-0.2314	0.408735
56	-0.023095	-0.2333	0.408017
57	0.03009	0.3039	0.380913
58	-0.039832	-0.4023	0.34416
59	0.091505	0.9242	0.178795
60	-0.052296	-0.5282	0.299266

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