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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 07:47:46 -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/07/t1228661335t3lbrbst8hybmpj.htm/, Retrieved Sun, 19 May 2024 10:22:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30028, Retrieved Sun, 19 May 2024 10:22:00 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

217

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RMPD  [Standard Deviation-Mean Plot] [Q5] [2008-11-29 20:10:39] [57fa5e3679c393aa19449b2f1be9928b]
-   P     [Standard Deviation-Mean Plot] [Q5] [2008-11-29 20:18:39] [57fa5e3679c393aa19449b2f1be9928b]
- RM        [Variance Reduction Matrix] [Q6 Variance] [2008-11-29 20:25:29] [57fa5e3679c393aa19449b2f1be9928b]
- RM          [(Partial) Autocorrelation Function] [Q6 ACF] [2008-11-29 20:35:57] [57fa5e3679c393aa19449b2f1be9928b]
-               [(Partial) Autocorrelation Function] [Q6 aangepaste ACF] [2008-11-29 20:44:03] [57fa5e3679c393aa19449b2f1be9928b]
- RM D            [Cross Correlation Function] [Q7] [2008-11-29 20:55:14] [57fa5e3679c393aa19449b2f1be9928b]
F RM D              [Standard Deviation-Mean Plot] [Q8 Mean plot insc...] [2008-11-29 21:03:17] [57fa5e3679c393aa19449b2f1be9928b]
F RM                  [Variance Reduction Matrix] [Q8 VRM Inschrijvi...] [2008-11-29 21:06:11] [57fa5e3679c393aa19449b2f1be9928b]
- RM                      [(Partial) Autocorrelation Function] [Q2 inschrijvingen...] [2008-12-07 14:47:46] [270782e2502ae87124d0ebdcd1862d6a] [Current]
- RM                        [Spectral Analysis] [Q2 inschrijvingen...] [2008-12-07 14:51:43] [57fa5e3679c393aa19449b2f1be9928b] 
-                             [Spectral Analysis] [Q3 Spec analyse] [2008-12-07 14:56:15] [57fa5e3679c393aa19449b2f1be9928b] 
-   P                           [Spectral Analysis] [Q3 Spec analyse] [2008-12-08 19:19:32] [57fa5e3679c393aa19449b2f1be9928b] 
-   P                         [Spectral Analysis] [Q2 inschrijvingen...] [2008-12-08 19:15:44] [57fa5e3679c393aa19449b2f1be9928b] 
-                           [(Partial) Autocorrelation Function] [Q3] [2008-12-07 14:59:20] [57fa5e3679c393aa19449b2f1be9928b] 
- RM                          [ARIMA Backward Selection] [Q5 inschrijvingen] [2008-12-07 15:06:11] [57fa5e3679c393aa19449b2f1be9928b] 
F   P                           [ARIMA Backward Selection] [Q5 inschrijvingen] [2008-12-08 19:21:54] [57fa5e3679c393aa19449b2f1be9928b] 
-   P                             [ARIMA Backward Selection] [] [2008-12-11 16:10:37] [d134696a922d84037f02d49ded84b0bd] 
-   P                         [(Partial) Autocorrelation Function] [Q3] [2008-12-08 19:17:56] [57fa5e3679c393aa19449b2f1be9928b] 
-   P                       [(Partial) Autocorrelation Function] [Q2 inschrijvingen...] [2008-12-08 19:13:41] [57fa5e3679c393aa19449b2f1be9928b] 

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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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30028&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30028&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30028&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.201493	1.7097	0.045812
2	-0.009941	-0.0843	0.466507
3	-0.057442	-0.4874	0.313725
4	-0.093853	-0.7964	0.214217
5	-0.179758	-1.5253	0.065783
6	-0.383728	-3.256	0.000862
7	-0.179423	-1.5225	0.066138
8	-0.092858	-0.7879	0.216663
9	-0.074445	-0.6317	0.264795
10	-0.038199	-0.3241	0.373389
11	0.152631	1.2951	0.099708
12	0.763589	6.4793	0
13	0.164937	1.3995	0.082973
14	-0.008433	-0.0716	0.471576
15	-0.065492	-0.5557	0.290062
16	-0.115028	-0.976	0.166155
17	-0.155094	-1.316	0.096172
18	-0.356465	-3.0247	0.001724
19	-0.157806	-1.339	0.092387
20	-0.124112	-1.0531	0.147903
21	-0.102158	-0.8668	0.194454
22	-0.036687	-0.3113	0.378237
23	0.115	0.9758	0.166214
24	0.574534	4.8751	3e-06
25	0.153896	1.3058	0.09788
26	-0.004098	-0.0348	0.486179
27	-0.017991	-0.1527	0.439548
28	-0.036686	-0.3113	0.378241
29	-0.112222	-0.9522	0.172082
30	-0.268438	-2.2778	0.012855
31	-0.102027	-0.8657	0.194757
32	-0.118628	-1.0066	0.15875
33	-0.100388	-0.8518	0.198568
34	-0.028715	-0.2437	0.404094
35	0.065265	0.5538	0.290718
36	0.425459	3.6101	0.000281
37	0.127575	1.0825	0.141319
38	-0.032471	-0.2755	0.39185
39	-0.009765	-0.0829	0.467096
40	0.00383	0.0325	0.487081
41	-0.107201	-0.9096	0.183026
42	-0.154914	-1.3145	0.096426
43	-0.066102	-0.5609	0.288305
44	-0.065904	-0.5592	0.288876
45	-0.059038	-0.501	0.308965
46	-0.024512	-0.208	0.417913
47	0.044549	0.378	0.353268
48	0.312431	2.6511	0.00493
49	0.096561	0.8193	0.207647
50	-0.020173	-0.1712	0.432284
51	0.013301	0.1129	0.455228
52	0.022166	0.1881	0.425668
53	-0.063411	-0.5381	0.296097
54	-0.071377	-0.6057	0.273324
55	-0.032903	-0.2792	0.390451
56	-0.006723	-0.057	0.477333
57	-0.010129	-0.0859	0.465874
58	-0.02417	-0.2051	0.419041
59	0.012429	0.1055	0.45815
60	0.142116	1.2059	0.115903

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.201493 & 1.7097 & 0.045812 \tabularnewline
2 & -0.009941 & -0.0843 & 0.466507 \tabularnewline
3 & -0.057442 & -0.4874 & 0.313725 \tabularnewline
4 & -0.093853 & -0.7964 & 0.214217 \tabularnewline
5 & -0.179758 & -1.5253 & 0.065783 \tabularnewline
6 & -0.383728 & -3.256 & 0.000862 \tabularnewline
7 & -0.179423 & -1.5225 & 0.066138 \tabularnewline
8 & -0.092858 & -0.7879 & 0.216663 \tabularnewline
9 & -0.074445 & -0.6317 & 0.264795 \tabularnewline
10 & -0.038199 & -0.3241 & 0.373389 \tabularnewline
11 & 0.152631 & 1.2951 & 0.099708 \tabularnewline
12 & 0.763589 & 6.4793 & 0 \tabularnewline
13 & 0.164937 & 1.3995 & 0.082973 \tabularnewline
14 & -0.008433 & -0.0716 & 0.471576 \tabularnewline
15 & -0.065492 & -0.5557 & 0.290062 \tabularnewline
16 & -0.115028 & -0.976 & 0.166155 \tabularnewline
17 & -0.155094 & -1.316 & 0.096172 \tabularnewline
18 & -0.356465 & -3.0247 & 0.001724 \tabularnewline
19 & -0.157806 & -1.339 & 0.092387 \tabularnewline
20 & -0.124112 & -1.0531 & 0.147903 \tabularnewline
21 & -0.102158 & -0.8668 & 0.194454 \tabularnewline
22 & -0.036687 & -0.3113 & 0.378237 \tabularnewline
23 & 0.115 & 0.9758 & 0.166214 \tabularnewline
24 & 0.574534 & 4.8751 & 3e-06 \tabularnewline
25 & 0.153896 & 1.3058 & 0.09788 \tabularnewline
26 & -0.004098 & -0.0348 & 0.486179 \tabularnewline
27 & -0.017991 & -0.1527 & 0.439548 \tabularnewline
28 & -0.036686 & -0.3113 & 0.378241 \tabularnewline
29 & -0.112222 & -0.9522 & 0.172082 \tabularnewline
30 & -0.268438 & -2.2778 & 0.012855 \tabularnewline
31 & -0.102027 & -0.8657 & 0.194757 \tabularnewline
32 & -0.118628 & -1.0066 & 0.15875 \tabularnewline
33 & -0.100388 & -0.8518 & 0.198568 \tabularnewline
34 & -0.028715 & -0.2437 & 0.404094 \tabularnewline
35 & 0.065265 & 0.5538 & 0.290718 \tabularnewline
36 & 0.425459 & 3.6101 & 0.000281 \tabularnewline
37 & 0.127575 & 1.0825 & 0.141319 \tabularnewline
38 & -0.032471 & -0.2755 & 0.39185 \tabularnewline
39 & -0.009765 & -0.0829 & 0.467096 \tabularnewline
40 & 0.00383 & 0.0325 & 0.487081 \tabularnewline
41 & -0.107201 & -0.9096 & 0.183026 \tabularnewline
42 & -0.154914 & -1.3145 & 0.096426 \tabularnewline
43 & -0.066102 & -0.5609 & 0.288305 \tabularnewline
44 & -0.065904 & -0.5592 & 0.288876 \tabularnewline
45 & -0.059038 & -0.501 & 0.308965 \tabularnewline
46 & -0.024512 & -0.208 & 0.417913 \tabularnewline
47 & 0.044549 & 0.378 & 0.353268 \tabularnewline
48 & 0.312431 & 2.6511 & 0.00493 \tabularnewline
49 & 0.096561 & 0.8193 & 0.207647 \tabularnewline
50 & -0.020173 & -0.1712 & 0.432284 \tabularnewline
51 & 0.013301 & 0.1129 & 0.455228 \tabularnewline
52 & 0.022166 & 0.1881 & 0.425668 \tabularnewline
53 & -0.063411 & -0.5381 & 0.296097 \tabularnewline
54 & -0.071377 & -0.6057 & 0.273324 \tabularnewline
55 & -0.032903 & -0.2792 & 0.390451 \tabularnewline
56 & -0.006723 & -0.057 & 0.477333 \tabularnewline
57 & -0.010129 & -0.0859 & 0.465874 \tabularnewline
58 & -0.02417 & -0.2051 & 0.419041 \tabularnewline
59 & 0.012429 & 0.1055 & 0.45815 \tabularnewline
60 & 0.142116 & 1.2059 & 0.115903 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30028&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]0.201493[/C][C]1.7097[/C][C]0.045812[/C][/ROW]
[ROW][C]2[/C][C]-0.009941[/C][C]-0.0843[/C][C]0.466507[/C][/ROW]
[ROW][C]3[/C][C]-0.057442[/C][C]-0.4874[/C][C]0.313725[/C][/ROW]
[ROW][C]4[/C][C]-0.093853[/C][C]-0.7964[/C][C]0.214217[/C][/ROW]
[ROW][C]5[/C][C]-0.179758[/C][C]-1.5253[/C][C]0.065783[/C][/ROW]
[ROW][C]6[/C][C]-0.383728[/C][C]-3.256[/C][C]0.000862[/C][/ROW]
[ROW][C]7[/C][C]-0.179423[/C][C]-1.5225[/C][C]0.066138[/C][/ROW]
[ROW][C]8[/C][C]-0.092858[/C][C]-0.7879[/C][C]0.216663[/C][/ROW]
[ROW][C]9[/C][C]-0.074445[/C][C]-0.6317[/C][C]0.264795[/C][/ROW]
[ROW][C]10[/C][C]-0.038199[/C][C]-0.3241[/C][C]0.373389[/C][/ROW]
[ROW][C]11[/C][C]0.152631[/C][C]1.2951[/C][C]0.099708[/C][/ROW]
[ROW][C]12[/C][C]0.763589[/C][C]6.4793[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.164937[/C][C]1.3995[/C][C]0.082973[/C][/ROW]
[ROW][C]14[/C][C]-0.008433[/C][C]-0.0716[/C][C]0.471576[/C][/ROW]
[ROW][C]15[/C][C]-0.065492[/C][C]-0.5557[/C][C]0.290062[/C][/ROW]
[ROW][C]16[/C][C]-0.115028[/C][C]-0.976[/C][C]0.166155[/C][/ROW]
[ROW][C]17[/C][C]-0.155094[/C][C]-1.316[/C][C]0.096172[/C][/ROW]
[ROW][C]18[/C][C]-0.356465[/C][C]-3.0247[/C][C]0.001724[/C][/ROW]
[ROW][C]19[/C][C]-0.157806[/C][C]-1.339[/C][C]0.092387[/C][/ROW]
[ROW][C]20[/C][C]-0.124112[/C][C]-1.0531[/C][C]0.147903[/C][/ROW]
[ROW][C]21[/C][C]-0.102158[/C][C]-0.8668[/C][C]0.194454[/C][/ROW]
[ROW][C]22[/C][C]-0.036687[/C][C]-0.3113[/C][C]0.378237[/C][/ROW]
[ROW][C]23[/C][C]0.115[/C][C]0.9758[/C][C]0.166214[/C][/ROW]
[ROW][C]24[/C][C]0.574534[/C][C]4.8751[/C][C]3e-06[/C][/ROW]
[ROW][C]25[/C][C]0.153896[/C][C]1.3058[/C][C]0.09788[/C][/ROW]
[ROW][C]26[/C][C]-0.004098[/C][C]-0.0348[/C][C]0.486179[/C][/ROW]
[ROW][C]27[/C][C]-0.017991[/C][C]-0.1527[/C][C]0.439548[/C][/ROW]
[ROW][C]28[/C][C]-0.036686[/C][C]-0.3113[/C][C]0.378241[/C][/ROW]
[ROW][C]29[/C][C]-0.112222[/C][C]-0.9522[/C][C]0.172082[/C][/ROW]
[ROW][C]30[/C][C]-0.268438[/C][C]-2.2778[/C][C]0.012855[/C][/ROW]
[ROW][C]31[/C][C]-0.102027[/C][C]-0.8657[/C][C]0.194757[/C][/ROW]
[ROW][C]32[/C][C]-0.118628[/C][C]-1.0066[/C][C]0.15875[/C][/ROW]
[ROW][C]33[/C][C]-0.100388[/C][C]-0.8518[/C][C]0.198568[/C][/ROW]
[ROW][C]34[/C][C]-0.028715[/C][C]-0.2437[/C][C]0.404094[/C][/ROW]
[ROW][C]35[/C][C]0.065265[/C][C]0.5538[/C][C]0.290718[/C][/ROW]
[ROW][C]36[/C][C]0.425459[/C][C]3.6101[/C][C]0.000281[/C][/ROW]
[ROW][C]37[/C][C]0.127575[/C][C]1.0825[/C][C]0.141319[/C][/ROW]
[ROW][C]38[/C][C]-0.032471[/C][C]-0.2755[/C][C]0.39185[/C][/ROW]
[ROW][C]39[/C][C]-0.009765[/C][C]-0.0829[/C][C]0.467096[/C][/ROW]
[ROW][C]40[/C][C]0.00383[/C][C]0.0325[/C][C]0.487081[/C][/ROW]
[ROW][C]41[/C][C]-0.107201[/C][C]-0.9096[/C][C]0.183026[/C][/ROW]
[ROW][C]42[/C][C]-0.154914[/C][C]-1.3145[/C][C]0.096426[/C][/ROW]
[ROW][C]43[/C][C]-0.066102[/C][C]-0.5609[/C][C]0.288305[/C][/ROW]
[ROW][C]44[/C][C]-0.065904[/C][C]-0.5592[/C][C]0.288876[/C][/ROW]
[ROW][C]45[/C][C]-0.059038[/C][C]-0.501[/C][C]0.308965[/C][/ROW]
[ROW][C]46[/C][C]-0.024512[/C][C]-0.208[/C][C]0.417913[/C][/ROW]
[ROW][C]47[/C][C]0.044549[/C][C]0.378[/C][C]0.353268[/C][/ROW]
[ROW][C]48[/C][C]0.312431[/C][C]2.6511[/C][C]0.00493[/C][/ROW]
[ROW][C]49[/C][C]0.096561[/C][C]0.8193[/C][C]0.207647[/C][/ROW]
[ROW][C]50[/C][C]-0.020173[/C][C]-0.1712[/C][C]0.432284[/C][/ROW]
[ROW][C]51[/C][C]0.013301[/C][C]0.1129[/C][C]0.455228[/C][/ROW]
[ROW][C]52[/C][C]0.022166[/C][C]0.1881[/C][C]0.425668[/C][/ROW]
[ROW][C]53[/C][C]-0.063411[/C][C]-0.5381[/C][C]0.296097[/C][/ROW]
[ROW][C]54[/C][C]-0.071377[/C][C]-0.6057[/C][C]0.273324[/C][/ROW]
[ROW][C]55[/C][C]-0.032903[/C][C]-0.2792[/C][C]0.390451[/C][/ROW]
[ROW][C]56[/C][C]-0.006723[/C][C]-0.057[/C][C]0.477333[/C][/ROW]
[ROW][C]57[/C][C]-0.010129[/C][C]-0.0859[/C][C]0.465874[/C][/ROW]
[ROW][C]58[/C][C]-0.02417[/C][C]-0.2051[/C][C]0.419041[/C][/ROW]
[ROW][C]59[/C][C]0.012429[/C][C]0.1055[/C][C]0.45815[/C][/ROW]
[ROW][C]60[/C][C]0.142116[/C][C]1.2059[/C][C]0.115903[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30028&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30028&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	0.201493	1.7097	0.045812
2	-0.009941	-0.0843	0.466507
3	-0.057442	-0.4874	0.313725
4	-0.093853	-0.7964	0.214217
5	-0.179758	-1.5253	0.065783
6	-0.383728	-3.256	0.000862
7	-0.179423	-1.5225	0.066138
8	-0.092858	-0.7879	0.216663
9	-0.074445	-0.6317	0.264795
10	-0.038199	-0.3241	0.373389
11	0.152631	1.2951	0.099708
12	0.763589	6.4793	0
13	0.164937	1.3995	0.082973
14	-0.008433	-0.0716	0.471576
15	-0.065492	-0.5557	0.290062
16	-0.115028	-0.976	0.166155
17	-0.155094	-1.316	0.096172
18	-0.356465	-3.0247	0.001724
19	-0.157806	-1.339	0.092387
20	-0.124112	-1.0531	0.147903
21	-0.102158	-0.8668	0.194454
22	-0.036687	-0.3113	0.378237
23	0.115	0.9758	0.166214
24	0.574534	4.8751	3e-06
25	0.153896	1.3058	0.09788
26	-0.004098	-0.0348	0.486179
27	-0.017991	-0.1527	0.439548
28	-0.036686	-0.3113	0.378241
29	-0.112222	-0.9522	0.172082
30	-0.268438	-2.2778	0.012855
31	-0.102027	-0.8657	0.194757
32	-0.118628	-1.0066	0.15875
33	-0.100388	-0.8518	0.198568
34	-0.028715	-0.2437	0.404094
35	0.065265	0.5538	0.290718
36	0.425459	3.6101	0.000281
37	0.127575	1.0825	0.141319
38	-0.032471	-0.2755	0.39185
39	-0.009765	-0.0829	0.467096
40	0.00383	0.0325	0.487081
41	-0.107201	-0.9096	0.183026
42	-0.154914	-1.3145	0.096426
43	-0.066102	-0.5609	0.288305
44	-0.065904	-0.5592	0.288876
45	-0.059038	-0.501	0.308965
46	-0.024512	-0.208	0.417913
47	0.044549	0.378	0.353268
48	0.312431	2.6511	0.00493
49	0.096561	0.8193	0.207647
50	-0.020173	-0.1712	0.432284
51	0.013301	0.1129	0.455228
52	0.022166	0.1881	0.425668
53	-0.063411	-0.5381	0.296097
54	-0.071377	-0.6057	0.273324
55	-0.032903	-0.2792	0.390451
56	-0.006723	-0.057	0.477333
57	-0.010129	-0.0859	0.465874
58	-0.02417	-0.2051	0.419041
59	0.012429	0.1055	0.45815
60	0.142116	1.2059	0.115903

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.201493	1.7097	0.045812
2	-0.052679	-0.447	0.32811
3	-0.046741	-0.3966	0.346414
4	-0.076277	-0.6472	0.259769
5	-0.155935	-1.3232	0.094986
6	-0.350738	-2.9761	0.001986
7	-0.094057	-0.7981	0.213719
8	-0.135037	-1.1458	0.12783
9	-0.165513	-1.4044	0.082246
10	-0.171063	-1.4515	0.07549
11	-0.004871	-0.0413	0.483574
12	0.687064	5.8299	0
13	-0.155204	-1.317	0.096016
14	-0.050679	-0.43	0.334231
15	-0.085927	-0.7291	0.234148
16	-0.094795	-0.8044	0.211918
17	0.021674	0.1839	0.427301
18	-0.039538	-0.3355	0.369115
19	-0.011564	-0.0981	0.461055
20	-0.154219	-1.3086	0.097417
21	-0.091118	-0.7732	0.220978
22	-0.009921	-0.0842	0.466573
23	-0.066242	-0.5621	0.287902
24	-0.085963	-0.7294	0.234054
25	-0.025354	-0.2151	0.415135
26	-0.108585	-0.9214	0.179965
27	0.044358	0.3764	0.353868
28	0.125395	1.064	0.145439
29	-0.067489	-0.5727	0.28433
30	0.054222	0.4601	0.32342
31	-0.009442	-0.0801	0.468181
32	-0.017591	-0.1493	0.440881
33	0.01605	0.1362	0.446026
34	-0.007339	-0.0623	0.475259
35	-0.085518	-0.7256	0.235205
36	-0.068933	-0.5849	0.280217
37	-0.041128	-0.349	0.364059
38	-0.113865	-0.9662	0.168596
39	-0.0961	-0.8154	0.208756
40	-0.06013	-0.5102	0.305729
41	-0.150586	-1.2778	0.102719
42	0.069827	0.5925	0.277684
43	-0.055913	-0.4744	0.318312
44	0.080444	0.6826	0.248528
45	0.029815	0.253	0.400498
46	-0.019199	-0.1629	0.435523
47	0.039983	0.3393	0.367698
48	0.005026	0.0427	0.483049
49	0.021632	0.1836	0.427439
50	0.082396	0.6992	0.243354
51	0.018226	0.1547	0.438763
52	-0.025341	-0.215	0.415177
53	0.059189	0.5022	0.308518
54	-0.039542	-0.3355	0.369103
55	0.006744	0.0572	0.477261
56	0.018708	0.1587	0.437158
57	0.035057	0.2975	0.383481
58	0.013671	0.116	0.453987
59	-0.059348	-0.5036	0.308044
60	-0.121557	-1.0314	0.152893

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.201493 & 1.7097 & 0.045812 \tabularnewline
2 & -0.052679 & -0.447 & 0.32811 \tabularnewline
3 & -0.046741 & -0.3966 & 0.346414 \tabularnewline
4 & -0.076277 & -0.6472 & 0.259769 \tabularnewline
5 & -0.155935 & -1.3232 & 0.094986 \tabularnewline
6 & -0.350738 & -2.9761 & 0.001986 \tabularnewline
7 & -0.094057 & -0.7981 & 0.213719 \tabularnewline
8 & -0.135037 & -1.1458 & 0.12783 \tabularnewline
9 & -0.165513 & -1.4044 & 0.082246 \tabularnewline
10 & -0.171063 & -1.4515 & 0.07549 \tabularnewline
11 & -0.004871 & -0.0413 & 0.483574 \tabularnewline
12 & 0.687064 & 5.8299 & 0 \tabularnewline
13 & -0.155204 & -1.317 & 0.096016 \tabularnewline
14 & -0.050679 & -0.43 & 0.334231 \tabularnewline
15 & -0.085927 & -0.7291 & 0.234148 \tabularnewline
16 & -0.094795 & -0.8044 & 0.211918 \tabularnewline
17 & 0.021674 & 0.1839 & 0.427301 \tabularnewline
18 & -0.039538 & -0.3355 & 0.369115 \tabularnewline
19 & -0.011564 & -0.0981 & 0.461055 \tabularnewline
20 & -0.154219 & -1.3086 & 0.097417 \tabularnewline
21 & -0.091118 & -0.7732 & 0.220978 \tabularnewline
22 & -0.009921 & -0.0842 & 0.466573 \tabularnewline
23 & -0.066242 & -0.5621 & 0.287902 \tabularnewline
24 & -0.085963 & -0.7294 & 0.234054 \tabularnewline
25 & -0.025354 & -0.2151 & 0.415135 \tabularnewline
26 & -0.108585 & -0.9214 & 0.179965 \tabularnewline
27 & 0.044358 & 0.3764 & 0.353868 \tabularnewline
28 & 0.125395 & 1.064 & 0.145439 \tabularnewline
29 & -0.067489 & -0.5727 & 0.28433 \tabularnewline
30 & 0.054222 & 0.4601 & 0.32342 \tabularnewline
31 & -0.009442 & -0.0801 & 0.468181 \tabularnewline
32 & -0.017591 & -0.1493 & 0.440881 \tabularnewline
33 & 0.01605 & 0.1362 & 0.446026 \tabularnewline
34 & -0.007339 & -0.0623 & 0.475259 \tabularnewline
35 & -0.085518 & -0.7256 & 0.235205 \tabularnewline
36 & -0.068933 & -0.5849 & 0.280217 \tabularnewline
37 & -0.041128 & -0.349 & 0.364059 \tabularnewline
38 & -0.113865 & -0.9662 & 0.168596 \tabularnewline
39 & -0.0961 & -0.8154 & 0.208756 \tabularnewline
40 & -0.06013 & -0.5102 & 0.305729 \tabularnewline
41 & -0.150586 & -1.2778 & 0.102719 \tabularnewline
42 & 0.069827 & 0.5925 & 0.277684 \tabularnewline
43 & -0.055913 & -0.4744 & 0.318312 \tabularnewline
44 & 0.080444 & 0.6826 & 0.248528 \tabularnewline
45 & 0.029815 & 0.253 & 0.400498 \tabularnewline
46 & -0.019199 & -0.1629 & 0.435523 \tabularnewline
47 & 0.039983 & 0.3393 & 0.367698 \tabularnewline
48 & 0.005026 & 0.0427 & 0.483049 \tabularnewline
49 & 0.021632 & 0.1836 & 0.427439 \tabularnewline
50 & 0.082396 & 0.6992 & 0.243354 \tabularnewline
51 & 0.018226 & 0.1547 & 0.438763 \tabularnewline
52 & -0.025341 & -0.215 & 0.415177 \tabularnewline
53 & 0.059189 & 0.5022 & 0.308518 \tabularnewline
54 & -0.039542 & -0.3355 & 0.369103 \tabularnewline
55 & 0.006744 & 0.0572 & 0.477261 \tabularnewline
56 & 0.018708 & 0.1587 & 0.437158 \tabularnewline
57 & 0.035057 & 0.2975 & 0.383481 \tabularnewline
58 & 0.013671 & 0.116 & 0.453987 \tabularnewline
59 & -0.059348 & -0.5036 & 0.308044 \tabularnewline
60 & -0.121557 & -1.0314 & 0.152893 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30028&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]0.201493[/C][C]1.7097[/C][C]0.045812[/C][/ROW]
[ROW][C]2[/C][C]-0.052679[/C][C]-0.447[/C][C]0.32811[/C][/ROW]
[ROW][C]3[/C][C]-0.046741[/C][C]-0.3966[/C][C]0.346414[/C][/ROW]
[ROW][C]4[/C][C]-0.076277[/C][C]-0.6472[/C][C]0.259769[/C][/ROW]
[ROW][C]5[/C][C]-0.155935[/C][C]-1.3232[/C][C]0.094986[/C][/ROW]
[ROW][C]6[/C][C]-0.350738[/C][C]-2.9761[/C][C]0.001986[/C][/ROW]
[ROW][C]7[/C][C]-0.094057[/C][C]-0.7981[/C][C]0.213719[/C][/ROW]
[ROW][C]8[/C][C]-0.135037[/C][C]-1.1458[/C][C]0.12783[/C][/ROW]
[ROW][C]9[/C][C]-0.165513[/C][C]-1.4044[/C][C]0.082246[/C][/ROW]
[ROW][C]10[/C][C]-0.171063[/C][C]-1.4515[/C][C]0.07549[/C][/ROW]
[ROW][C]11[/C][C]-0.004871[/C][C]-0.0413[/C][C]0.483574[/C][/ROW]
[ROW][C]12[/C][C]0.687064[/C][C]5.8299[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.155204[/C][C]-1.317[/C][C]0.096016[/C][/ROW]
[ROW][C]14[/C][C]-0.050679[/C][C]-0.43[/C][C]0.334231[/C][/ROW]
[ROW][C]15[/C][C]-0.085927[/C][C]-0.7291[/C][C]0.234148[/C][/ROW]
[ROW][C]16[/C][C]-0.094795[/C][C]-0.8044[/C][C]0.211918[/C][/ROW]
[ROW][C]17[/C][C]0.021674[/C][C]0.1839[/C][C]0.427301[/C][/ROW]
[ROW][C]18[/C][C]-0.039538[/C][C]-0.3355[/C][C]0.369115[/C][/ROW]
[ROW][C]19[/C][C]-0.011564[/C][C]-0.0981[/C][C]0.461055[/C][/ROW]
[ROW][C]20[/C][C]-0.154219[/C][C]-1.3086[/C][C]0.097417[/C][/ROW]
[ROW][C]21[/C][C]-0.091118[/C][C]-0.7732[/C][C]0.220978[/C][/ROW]
[ROW][C]22[/C][C]-0.009921[/C][C]-0.0842[/C][C]0.466573[/C][/ROW]
[ROW][C]23[/C][C]-0.066242[/C][C]-0.5621[/C][C]0.287902[/C][/ROW]
[ROW][C]24[/C][C]-0.085963[/C][C]-0.7294[/C][C]0.234054[/C][/ROW]
[ROW][C]25[/C][C]-0.025354[/C][C]-0.2151[/C][C]0.415135[/C][/ROW]
[ROW][C]26[/C][C]-0.108585[/C][C]-0.9214[/C][C]0.179965[/C][/ROW]
[ROW][C]27[/C][C]0.044358[/C][C]0.3764[/C][C]0.353868[/C][/ROW]
[ROW][C]28[/C][C]0.125395[/C][C]1.064[/C][C]0.145439[/C][/ROW]
[ROW][C]29[/C][C]-0.067489[/C][C]-0.5727[/C][C]0.28433[/C][/ROW]
[ROW][C]30[/C][C]0.054222[/C][C]0.4601[/C][C]0.32342[/C][/ROW]
[ROW][C]31[/C][C]-0.009442[/C][C]-0.0801[/C][C]0.468181[/C][/ROW]
[ROW][C]32[/C][C]-0.017591[/C][C]-0.1493[/C][C]0.440881[/C][/ROW]
[ROW][C]33[/C][C]0.01605[/C][C]0.1362[/C][C]0.446026[/C][/ROW]
[ROW][C]34[/C][C]-0.007339[/C][C]-0.0623[/C][C]0.475259[/C][/ROW]
[ROW][C]35[/C][C]-0.085518[/C][C]-0.7256[/C][C]0.235205[/C][/ROW]
[ROW][C]36[/C][C]-0.068933[/C][C]-0.5849[/C][C]0.280217[/C][/ROW]
[ROW][C]37[/C][C]-0.041128[/C][C]-0.349[/C][C]0.364059[/C][/ROW]
[ROW][C]38[/C][C]-0.113865[/C][C]-0.9662[/C][C]0.168596[/C][/ROW]
[ROW][C]39[/C][C]-0.0961[/C][C]-0.8154[/C][C]0.208756[/C][/ROW]
[ROW][C]40[/C][C]-0.06013[/C][C]-0.5102[/C][C]0.305729[/C][/ROW]
[ROW][C]41[/C][C]-0.150586[/C][C]-1.2778[/C][C]0.102719[/C][/ROW]
[ROW][C]42[/C][C]0.069827[/C][C]0.5925[/C][C]0.277684[/C][/ROW]
[ROW][C]43[/C][C]-0.055913[/C][C]-0.4744[/C][C]0.318312[/C][/ROW]
[ROW][C]44[/C][C]0.080444[/C][C]0.6826[/C][C]0.248528[/C][/ROW]
[ROW][C]45[/C][C]0.029815[/C][C]0.253[/C][C]0.400498[/C][/ROW]
[ROW][C]46[/C][C]-0.019199[/C][C]-0.1629[/C][C]0.435523[/C][/ROW]
[ROW][C]47[/C][C]0.039983[/C][C]0.3393[/C][C]0.367698[/C][/ROW]
[ROW][C]48[/C][C]0.005026[/C][C]0.0427[/C][C]0.483049[/C][/ROW]
[ROW][C]49[/C][C]0.021632[/C][C]0.1836[/C][C]0.427439[/C][/ROW]
[ROW][C]50[/C][C]0.082396[/C][C]0.6992[/C][C]0.243354[/C][/ROW]
[ROW][C]51[/C][C]0.018226[/C][C]0.1547[/C][C]0.438763[/C][/ROW]
[ROW][C]52[/C][C]-0.025341[/C][C]-0.215[/C][C]0.415177[/C][/ROW]
[ROW][C]53[/C][C]0.059189[/C][C]0.5022[/C][C]0.308518[/C][/ROW]
[ROW][C]54[/C][C]-0.039542[/C][C]-0.3355[/C][C]0.369103[/C][/ROW]
[ROW][C]55[/C][C]0.006744[/C][C]0.0572[/C][C]0.477261[/C][/ROW]
[ROW][C]56[/C][C]0.018708[/C][C]0.1587[/C][C]0.437158[/C][/ROW]
[ROW][C]57[/C][C]0.035057[/C][C]0.2975[/C][C]0.383481[/C][/ROW]
[ROW][C]58[/C][C]0.013671[/C][C]0.116[/C][C]0.453987[/C][/ROW]
[ROW][C]59[/C][C]-0.059348[/C][C]-0.5036[/C][C]0.308044[/C][/ROW]
[ROW][C]60[/C][C]-0.121557[/C][C]-1.0314[/C][C]0.152893[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30028&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30028&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	0.201493	1.7097	0.045812
2	-0.052679	-0.447	0.32811
3	-0.046741	-0.3966	0.346414
4	-0.076277	-0.6472	0.259769
5	-0.155935	-1.3232	0.094986
6	-0.350738	-2.9761	0.001986
7	-0.094057	-0.7981	0.213719
8	-0.135037	-1.1458	0.12783
9	-0.165513	-1.4044	0.082246
10	-0.171063	-1.4515	0.07549
11	-0.004871	-0.0413	0.483574
12	0.687064	5.8299	0
13	-0.155204	-1.317	0.096016
14	-0.050679	-0.43	0.334231
15	-0.085927	-0.7291	0.234148
16	-0.094795	-0.8044	0.211918
17	0.021674	0.1839	0.427301
18	-0.039538	-0.3355	0.369115
19	-0.011564	-0.0981	0.461055
20	-0.154219	-1.3086	0.097417
21	-0.091118	-0.7732	0.220978
22	-0.009921	-0.0842	0.466573
23	-0.066242	-0.5621	0.287902
24	-0.085963	-0.7294	0.234054
25	-0.025354	-0.2151	0.415135
26	-0.108585	-0.9214	0.179965
27	0.044358	0.3764	0.353868
28	0.125395	1.064	0.145439
29	-0.067489	-0.5727	0.28433
30	0.054222	0.4601	0.32342
31	-0.009442	-0.0801	0.468181
32	-0.017591	-0.1493	0.440881
33	0.01605	0.1362	0.446026
34	-0.007339	-0.0623	0.475259
35	-0.085518	-0.7256	0.235205
36	-0.068933	-0.5849	0.280217
37	-0.041128	-0.349	0.364059
38	-0.113865	-0.9662	0.168596
39	-0.0961	-0.8154	0.208756
40	-0.06013	-0.5102	0.305729
41	-0.150586	-1.2778	0.102719
42	0.069827	0.5925	0.277684
43	-0.055913	-0.4744	0.318312
44	0.080444	0.6826	0.248528
45	0.029815	0.253	0.400498
46	-0.019199	-0.1629	0.435523
47	0.039983	0.3393	0.367698
48	0.005026	0.0427	0.483049
49	0.021632	0.1836	0.427439
50	0.082396	0.6992	0.243354
51	0.018226	0.1547	0.438763
52	-0.025341	-0.215	0.415177
53	0.059189	0.5022	0.308518
54	-0.039542	-0.3355	0.369103
55	0.006744	0.0572	0.477261
56	0.018708	0.1587	0.437158
57	0.035057	0.2975	0.383481
58	0.013671	0.116	0.453987
59	-0.059348	-0.5036	0.308044
60	-0.121557	-1.0314	0.152893

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -0.4 ; 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