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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 11:12:59 -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/t1228673697vfxp7racv0yyqcf.htm/, Retrieved Sun, 19 May 2024 09:36:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30209, Retrieved Sun, 19 May 2024 09:36:51 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

200

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]
- RMPD  [Standard Deviation-Mean Plot] [S1] [2008-12-07 17:37:06] [a0d819c22534897f04a2f0b92f1eb36a]
-    D    [Standard Deviation-Mean Plot] [S1] [2008-12-07 17:58:18] [a0d819c22534897f04a2f0b92f1eb36a]
- RM        [Variance Reduction Matrix] [s2] [2008-12-07 18:02:35] [a0d819c22534897f04a2f0b92f1eb36a]
- RMP         [(Partial) Autocorrelation Function] [S2 ACF] [2008-12-07 18:10:24] [a0d819c22534897f04a2f0b92f1eb36a]
-   P             [(Partial) Autocorrelation Function] [s2] [2008-12-07 18:12:59] [5f3e73ccf1ddc75508eed47fa51813d3] [Current]
-   P               [(Partial) Autocorrelation Function] [s2 ACF] [2008-12-07 18:25:03] [a0d819c22534897f04a2f0b92f1eb36a] 
-                     [(Partial) Autocorrelation Function] [s2 acf d1D1] [2008-12-07 18:26:56] [a0d819c22534897f04a2f0b92f1eb36a] 
- RM                    [Spectral Analysis] [S2 SA - d0 D0 L1] [2008-12-07 18:29:54] [a0d819c22534897f04a2f0b92f1eb36a] 
-                         [Spectral Analysis] [s2 SA d1D1 L1] [2008-12-07 18:32:14] [a0d819c22534897f04a2f0b92f1eb36a] 
-                           [Spectral Analysis] [s3] [2008-12-07 18:39:13] [a0d819c22534897f04a2f0b92f1eb36a] 
-                             [Spectral Analysis] [s3 sa] [2008-12-07 18:42:05] [a0d819c22534897f04a2f0b92f1eb36a] 
- RM                            [(Partial) Autocorrelation Function] [s4] [2008-12-07 18:48:27] [a0d819c22534897f04a2f0b92f1eb36a] 

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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=30209&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=30209&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30209&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	0.811954	6.2894	0
2	0.517041	4.005	8.7e-05
3	0.271873	2.1059	0.019702
4	0.147147	1.1398	0.12945
5	0.125949	0.9756	0.166591
6	0.115588	0.8953	0.187091
7	0.105712	0.8188	0.208058
8	0.097572	0.7558	0.226366
9	0.161888	1.254	0.107357
10	0.314375	2.4351	0.008938
11	0.50636	3.9222	0.000114
12	0.607922	4.7089	8e-06
13	0.438685	3.398	0.000605
14	0.198699	1.5391	0.064517
15	0.002084	0.0161	0.493587
16	-0.094136	-0.7292	0.234366
17	-0.111026	-0.86	0.196606
18	-0.12856	-0.9958	0.161668
19	-0.141098	-1.0929	0.139395
20	-0.153063	-1.1856	0.120223
21	-0.108561	-0.8409	0.201869
22	0.000443	0.0034	0.498637
23	0.134945	1.0453	0.150043
24	0.202555	1.569	0.060956
25	0.078796	0.6104	0.271966
26	-0.088552	-0.6859	0.247703
27	-0.210966	-1.6341	0.053734
28	-0.251908	-1.9513	0.027849
29	-0.239124	-1.8522	0.034456
30	-0.24084	-1.8655	0.033499
31	-0.246576	-1.91	0.03046
32	-0.260251	-2.0159	0.024148
33	-0.237478	-1.8395	0.035396
34	-0.173139	-1.3411	0.092467
35	-0.08123	-0.6292	0.265801
36	-0.023332	-0.1807	0.428596
37	-0.088436	-0.685	0.247985
38	-0.179766	-1.3925	0.084461
39	-0.230262	-1.7836	0.039773
40	-0.229467	-1.7774	0.040282
41	-0.199875	-1.5482	0.063414
42	-0.193527	-1.4991	0.069552
43	-0.19082	-1.4781	0.072307
44	-0.202287	-1.5669	0.061197
45	-0.194029	-1.5029	0.06905
46	-0.157658	-1.2212	0.113391
47	-0.101879	-0.7892	0.216566
48	-0.062065	-0.4808	0.316221
49	-0.082512	-0.6391	0.262584
50	-0.109067	-0.8448	0.200781
51	-0.109581	-0.8488	0.19968
52	-0.08056	-0.624	0.267493
53	-0.040177	-0.3112	0.378361
54	-0.021444	-0.1661	0.434317
55	-0.008805	-0.0682	0.472925
56	-0.01467	-0.1136	0.454953
57	-0.020847	-0.1615	0.436128
58	-0.020174	-0.1563	0.438173
59	-0.011842	-0.0917	0.463609
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.811954 & 6.2894 & 0 \tabularnewline
2 & 0.517041 & 4.005 & 8.7e-05 \tabularnewline
3 & 0.271873 & 2.1059 & 0.019702 \tabularnewline
4 & 0.147147 & 1.1398 & 0.12945 \tabularnewline
5 & 0.125949 & 0.9756 & 0.166591 \tabularnewline
6 & 0.115588 & 0.8953 & 0.187091 \tabularnewline
7 & 0.105712 & 0.8188 & 0.208058 \tabularnewline
8 & 0.097572 & 0.7558 & 0.226366 \tabularnewline
9 & 0.161888 & 1.254 & 0.107357 \tabularnewline
10 & 0.314375 & 2.4351 & 0.008938 \tabularnewline
11 & 0.50636 & 3.9222 & 0.000114 \tabularnewline
12 & 0.607922 & 4.7089 & 8e-06 \tabularnewline
13 & 0.438685 & 3.398 & 0.000605 \tabularnewline
14 & 0.198699 & 1.5391 & 0.064517 \tabularnewline
15 & 0.002084 & 0.0161 & 0.493587 \tabularnewline
16 & -0.094136 & -0.7292 & 0.234366 \tabularnewline
17 & -0.111026 & -0.86 & 0.196606 \tabularnewline
18 & -0.12856 & -0.9958 & 0.161668 \tabularnewline
19 & -0.141098 & -1.0929 & 0.139395 \tabularnewline
20 & -0.153063 & -1.1856 & 0.120223 \tabularnewline
21 & -0.108561 & -0.8409 & 0.201869 \tabularnewline
22 & 0.000443 & 0.0034 & 0.498637 \tabularnewline
23 & 0.134945 & 1.0453 & 0.150043 \tabularnewline
24 & 0.202555 & 1.569 & 0.060956 \tabularnewline
25 & 0.078796 & 0.6104 & 0.271966 \tabularnewline
26 & -0.088552 & -0.6859 & 0.247703 \tabularnewline
27 & -0.210966 & -1.6341 & 0.053734 \tabularnewline
28 & -0.251908 & -1.9513 & 0.027849 \tabularnewline
29 & -0.239124 & -1.8522 & 0.034456 \tabularnewline
30 & -0.24084 & -1.8655 & 0.033499 \tabularnewline
31 & -0.246576 & -1.91 & 0.03046 \tabularnewline
32 & -0.260251 & -2.0159 & 0.024148 \tabularnewline
33 & -0.237478 & -1.8395 & 0.035396 \tabularnewline
34 & -0.173139 & -1.3411 & 0.092467 \tabularnewline
35 & -0.08123 & -0.6292 & 0.265801 \tabularnewline
36 & -0.023332 & -0.1807 & 0.428596 \tabularnewline
37 & -0.088436 & -0.685 & 0.247985 \tabularnewline
38 & -0.179766 & -1.3925 & 0.084461 \tabularnewline
39 & -0.230262 & -1.7836 & 0.039773 \tabularnewline
40 & -0.229467 & -1.7774 & 0.040282 \tabularnewline
41 & -0.199875 & -1.5482 & 0.063414 \tabularnewline
42 & -0.193527 & -1.4991 & 0.069552 \tabularnewline
43 & -0.19082 & -1.4781 & 0.072307 \tabularnewline
44 & -0.202287 & -1.5669 & 0.061197 \tabularnewline
45 & -0.194029 & -1.5029 & 0.06905 \tabularnewline
46 & -0.157658 & -1.2212 & 0.113391 \tabularnewline
47 & -0.101879 & -0.7892 & 0.216566 \tabularnewline
48 & -0.062065 & -0.4808 & 0.316221 \tabularnewline
49 & -0.082512 & -0.6391 & 0.262584 \tabularnewline
50 & -0.109067 & -0.8448 & 0.200781 \tabularnewline
51 & -0.109581 & -0.8488 & 0.19968 \tabularnewline
52 & -0.08056 & -0.624 & 0.267493 \tabularnewline
53 & -0.040177 & -0.3112 & 0.378361 \tabularnewline
54 & -0.021444 & -0.1661 & 0.434317 \tabularnewline
55 & -0.008805 & -0.0682 & 0.472925 \tabularnewline
56 & -0.01467 & -0.1136 & 0.454953 \tabularnewline
57 & -0.020847 & -0.1615 & 0.436128 \tabularnewline
58 & -0.020174 & -0.1563 & 0.438173 \tabularnewline
59 & -0.011842 & -0.0917 & 0.463609 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30209&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]0.811954[/C][C]6.2894[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.517041[/C][C]4.005[/C][C]8.7e-05[/C][/ROW]
[ROW][C]3[/C][C]0.271873[/C][C]2.1059[/C][C]0.019702[/C][/ROW]
[ROW][C]4[/C][C]0.147147[/C][C]1.1398[/C][C]0.12945[/C][/ROW]
[ROW][C]5[/C][C]0.125949[/C][C]0.9756[/C][C]0.166591[/C][/ROW]
[ROW][C]6[/C][C]0.115588[/C][C]0.8953[/C][C]0.187091[/C][/ROW]
[ROW][C]7[/C][C]0.105712[/C][C]0.8188[/C][C]0.208058[/C][/ROW]
[ROW][C]8[/C][C]0.097572[/C][C]0.7558[/C][C]0.226366[/C][/ROW]
[ROW][C]9[/C][C]0.161888[/C][C]1.254[/C][C]0.107357[/C][/ROW]
[ROW][C]10[/C][C]0.314375[/C][C]2.4351[/C][C]0.008938[/C][/ROW]
[ROW][C]11[/C][C]0.50636[/C][C]3.9222[/C][C]0.000114[/C][/ROW]
[ROW][C]12[/C][C]0.607922[/C][C]4.7089[/C][C]8e-06[/C][/ROW]
[ROW][C]13[/C][C]0.438685[/C][C]3.398[/C][C]0.000605[/C][/ROW]
[ROW][C]14[/C][C]0.198699[/C][C]1.5391[/C][C]0.064517[/C][/ROW]
[ROW][C]15[/C][C]0.002084[/C][C]0.0161[/C][C]0.493587[/C][/ROW]
[ROW][C]16[/C][C]-0.094136[/C][C]-0.7292[/C][C]0.234366[/C][/ROW]
[ROW][C]17[/C][C]-0.111026[/C][C]-0.86[/C][C]0.196606[/C][/ROW]
[ROW][C]18[/C][C]-0.12856[/C][C]-0.9958[/C][C]0.161668[/C][/ROW]
[ROW][C]19[/C][C]-0.141098[/C][C]-1.0929[/C][C]0.139395[/C][/ROW]
[ROW][C]20[/C][C]-0.153063[/C][C]-1.1856[/C][C]0.120223[/C][/ROW]
[ROW][C]21[/C][C]-0.108561[/C][C]-0.8409[/C][C]0.201869[/C][/ROW]
[ROW][C]22[/C][C]0.000443[/C][C]0.0034[/C][C]0.498637[/C][/ROW]
[ROW][C]23[/C][C]0.134945[/C][C]1.0453[/C][C]0.150043[/C][/ROW]
[ROW][C]24[/C][C]0.202555[/C][C]1.569[/C][C]0.060956[/C][/ROW]
[ROW][C]25[/C][C]0.078796[/C][C]0.6104[/C][C]0.271966[/C][/ROW]
[ROW][C]26[/C][C]-0.088552[/C][C]-0.6859[/C][C]0.247703[/C][/ROW]
[ROW][C]27[/C][C]-0.210966[/C][C]-1.6341[/C][C]0.053734[/C][/ROW]
[ROW][C]28[/C][C]-0.251908[/C][C]-1.9513[/C][C]0.027849[/C][/ROW]
[ROW][C]29[/C][C]-0.239124[/C][C]-1.8522[/C][C]0.034456[/C][/ROW]
[ROW][C]30[/C][C]-0.24084[/C][C]-1.8655[/C][C]0.033499[/C][/ROW]
[ROW][C]31[/C][C]-0.246576[/C][C]-1.91[/C][C]0.03046[/C][/ROW]
[ROW][C]32[/C][C]-0.260251[/C][C]-2.0159[/C][C]0.024148[/C][/ROW]
[ROW][C]33[/C][C]-0.237478[/C][C]-1.8395[/C][C]0.035396[/C][/ROW]
[ROW][C]34[/C][C]-0.173139[/C][C]-1.3411[/C][C]0.092467[/C][/ROW]
[ROW][C]35[/C][C]-0.08123[/C][C]-0.6292[/C][C]0.265801[/C][/ROW]
[ROW][C]36[/C][C]-0.023332[/C][C]-0.1807[/C][C]0.428596[/C][/ROW]
[ROW][C]37[/C][C]-0.088436[/C][C]-0.685[/C][C]0.247985[/C][/ROW]
[ROW][C]38[/C][C]-0.179766[/C][C]-1.3925[/C][C]0.084461[/C][/ROW]
[ROW][C]39[/C][C]-0.230262[/C][C]-1.7836[/C][C]0.039773[/C][/ROW]
[ROW][C]40[/C][C]-0.229467[/C][C]-1.7774[/C][C]0.040282[/C][/ROW]
[ROW][C]41[/C][C]-0.199875[/C][C]-1.5482[/C][C]0.063414[/C][/ROW]
[ROW][C]42[/C][C]-0.193527[/C][C]-1.4991[/C][C]0.069552[/C][/ROW]
[ROW][C]43[/C][C]-0.19082[/C][C]-1.4781[/C][C]0.072307[/C][/ROW]
[ROW][C]44[/C][C]-0.202287[/C][C]-1.5669[/C][C]0.061197[/C][/ROW]
[ROW][C]45[/C][C]-0.194029[/C][C]-1.5029[/C][C]0.06905[/C][/ROW]
[ROW][C]46[/C][C]-0.157658[/C][C]-1.2212[/C][C]0.113391[/C][/ROW]
[ROW][C]47[/C][C]-0.101879[/C][C]-0.7892[/C][C]0.216566[/C][/ROW]
[ROW][C]48[/C][C]-0.062065[/C][C]-0.4808[/C][C]0.316221[/C][/ROW]
[ROW][C]49[/C][C]-0.082512[/C][C]-0.6391[/C][C]0.262584[/C][/ROW]
[ROW][C]50[/C][C]-0.109067[/C][C]-0.8448[/C][C]0.200781[/C][/ROW]
[ROW][C]51[/C][C]-0.109581[/C][C]-0.8488[/C][C]0.19968[/C][/ROW]
[ROW][C]52[/C][C]-0.08056[/C][C]-0.624[/C][C]0.267493[/C][/ROW]
[ROW][C]53[/C][C]-0.040177[/C][C]-0.3112[/C][C]0.378361[/C][/ROW]
[ROW][C]54[/C][C]-0.021444[/C][C]-0.1661[/C][C]0.434317[/C][/ROW]
[ROW][C]55[/C][C]-0.008805[/C][C]-0.0682[/C][C]0.472925[/C][/ROW]
[ROW][C]56[/C][C]-0.01467[/C][C]-0.1136[/C][C]0.454953[/C][/ROW]
[ROW][C]57[/C][C]-0.020847[/C][C]-0.1615[/C][C]0.436128[/C][/ROW]
[ROW][C]58[/C][C]-0.020174[/C][C]-0.1563[/C][C]0.438173[/C][/ROW]
[ROW][C]59[/C][C]-0.011842[/C][C]-0.0917[/C][C]0.463609[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30209&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30209&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	0.811954	6.2894	0
2	0.517041	4.005	8.7e-05
3	0.271873	2.1059	0.019702
4	0.147147	1.1398	0.12945
5	0.125949	0.9756	0.166591
6	0.115588	0.8953	0.187091
7	0.105712	0.8188	0.208058
8	0.097572	0.7558	0.226366
9	0.161888	1.254	0.107357
10	0.314375	2.4351	0.008938
11	0.50636	3.9222	0.000114
12	0.607922	4.7089	8e-06
13	0.438685	3.398	0.000605
14	0.198699	1.5391	0.064517
15	0.002084	0.0161	0.493587
16	-0.094136	-0.7292	0.234366
17	-0.111026	-0.86	0.196606
18	-0.12856	-0.9958	0.161668
19	-0.141098	-1.0929	0.139395
20	-0.153063	-1.1856	0.120223
21	-0.108561	-0.8409	0.201869
22	0.000443	0.0034	0.498637
23	0.134945	1.0453	0.150043
24	0.202555	1.569	0.060956
25	0.078796	0.6104	0.271966
26	-0.088552	-0.6859	0.247703
27	-0.210966	-1.6341	0.053734
28	-0.251908	-1.9513	0.027849
29	-0.239124	-1.8522	0.034456
30	-0.24084	-1.8655	0.033499
31	-0.246576	-1.91	0.03046
32	-0.260251	-2.0159	0.024148
33	-0.237478	-1.8395	0.035396
34	-0.173139	-1.3411	0.092467
35	-0.08123	-0.6292	0.265801
36	-0.023332	-0.1807	0.428596
37	-0.088436	-0.685	0.247985
38	-0.179766	-1.3925	0.084461
39	-0.230262	-1.7836	0.039773
40	-0.229467	-1.7774	0.040282
41	-0.199875	-1.5482	0.063414
42	-0.193527	-1.4991	0.069552
43	-0.19082	-1.4781	0.072307
44	-0.202287	-1.5669	0.061197
45	-0.194029	-1.5029	0.06905
46	-0.157658	-1.2212	0.113391
47	-0.101879	-0.7892	0.216566
48	-0.062065	-0.4808	0.316221
49	-0.082512	-0.6391	0.262584
50	-0.109067	-0.8448	0.200781
51	-0.109581	-0.8488	0.19968
52	-0.08056	-0.624	0.267493
53	-0.040177	-0.3112	0.378361
54	-0.021444	-0.1661	0.434317
55	-0.008805	-0.0682	0.472925
56	-0.01467	-0.1136	0.454953
57	-0.020847	-0.1615	0.436128
58	-0.020174	-0.1563	0.438173
59	-0.011842	-0.0917	0.463609
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.811954	6.2894	0
2	-0.417423	-3.2333	0.000995
3	0.055973	0.4336	0.33308
4	0.11261	0.8723	0.193269
5	0.0662	0.5128	0.304992
6	-0.099239	-0.7687	0.222542
7	0.073101	0.5662	0.286672
8	0.032475	0.2516	0.401124
9	0.258961	2.0059	0.024691
10	0.248784	1.9271	0.029355
11	0.263764	2.0431	0.022721
12	-0.015499	-0.1201	0.452422
13	-0.569253	-4.4094	2.2e-05
14	0.212459	1.6457	0.052527
15	-0.071896	-0.5569	0.289833
16	-0.107918	-0.8359	0.203256
17	-0.106242	-0.8229	0.206898
18	-0.054869	-0.425	0.336174
19	-0.002099	-0.0163	0.493542
20	-0.069567	-0.5389	0.295987
21	-0.026711	-0.2069	0.418392
22	-0.051341	-0.3977	0.346138
23	-0.047659	-0.3692	0.356652
24	0.032084	0.2485	0.402291
25	-0.028836	-0.2234	0.412005
26	-0.004953	-0.0384	0.48476
27	0.05112	0.396	0.346764
28	-0.003601	-0.0279	0.488919
29	-0.003645	-0.0282	0.488786
30	-0.012966	-0.1004	0.460167
31	-0.027998	-0.2169	0.414523
32	-0.043035	-0.3333	0.370018
33	-0.070449	-0.5457	0.29365
34	-0.068722	-0.5323	0.298235
35	0.018451	0.1429	0.443415
36	0.001153	0.0089	0.496452
37	0.015817	0.1225	0.451449
38	-0.034227	-0.2651	0.395913
39	0.049774	0.3855	0.350599
40	-0.054341	-0.4209	0.337659
41	0.01042	0.0807	0.46797
42	-0.004859	-0.0376	0.48505
43	0.029663	0.2298	0.409525
44	-0.055783	-0.4321	0.333612
45	0.000834	0.0065	0.497433
46	0.009426	0.073	0.471019
47	-0.07007	-0.5428	0.294653
48	-0.026883	-0.2082	0.417874
49	0.110208	0.8537	0.198341
50	-0.025002	-0.1937	0.423548
51	-0.064118	-0.4967	0.310624
52	0.065565	0.5079	0.306704
53	0.036845	0.2854	0.388161
54	0.032238	0.2497	0.40183
55	-0.004079	-0.0316	0.48745
56	0.042206	0.3269	0.372431
57	-0.0398	-0.3083	0.379464
58	-0.041887	-0.3245	0.373361
59	-0.011698	-0.0906	0.46405
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.811954 & 6.2894 & 0 \tabularnewline
2 & -0.417423 & -3.2333 & 0.000995 \tabularnewline
3 & 0.055973 & 0.4336 & 0.33308 \tabularnewline
4 & 0.11261 & 0.8723 & 0.193269 \tabularnewline
5 & 0.0662 & 0.5128 & 0.304992 \tabularnewline
6 & -0.099239 & -0.7687 & 0.222542 \tabularnewline
7 & 0.073101 & 0.5662 & 0.286672 \tabularnewline
8 & 0.032475 & 0.2516 & 0.401124 \tabularnewline
9 & 0.258961 & 2.0059 & 0.024691 \tabularnewline
10 & 0.248784 & 1.9271 & 0.029355 \tabularnewline
11 & 0.263764 & 2.0431 & 0.022721 \tabularnewline
12 & -0.015499 & -0.1201 & 0.452422 \tabularnewline
13 & -0.569253 & -4.4094 & 2.2e-05 \tabularnewline
14 & 0.212459 & 1.6457 & 0.052527 \tabularnewline
15 & -0.071896 & -0.5569 & 0.289833 \tabularnewline
16 & -0.107918 & -0.8359 & 0.203256 \tabularnewline
17 & -0.106242 & -0.8229 & 0.206898 \tabularnewline
18 & -0.054869 & -0.425 & 0.336174 \tabularnewline
19 & -0.002099 & -0.0163 & 0.493542 \tabularnewline
20 & -0.069567 & -0.5389 & 0.295987 \tabularnewline
21 & -0.026711 & -0.2069 & 0.418392 \tabularnewline
22 & -0.051341 & -0.3977 & 0.346138 \tabularnewline
23 & -0.047659 & -0.3692 & 0.356652 \tabularnewline
24 & 0.032084 & 0.2485 & 0.402291 \tabularnewline
25 & -0.028836 & -0.2234 & 0.412005 \tabularnewline
26 & -0.004953 & -0.0384 & 0.48476 \tabularnewline
27 & 0.05112 & 0.396 & 0.346764 \tabularnewline
28 & -0.003601 & -0.0279 & 0.488919 \tabularnewline
29 & -0.003645 & -0.0282 & 0.488786 \tabularnewline
30 & -0.012966 & -0.1004 & 0.460167 \tabularnewline
31 & -0.027998 & -0.2169 & 0.414523 \tabularnewline
32 & -0.043035 & -0.3333 & 0.370018 \tabularnewline
33 & -0.070449 & -0.5457 & 0.29365 \tabularnewline
34 & -0.068722 & -0.5323 & 0.298235 \tabularnewline
35 & 0.018451 & 0.1429 & 0.443415 \tabularnewline
36 & 0.001153 & 0.0089 & 0.496452 \tabularnewline
37 & 0.015817 & 0.1225 & 0.451449 \tabularnewline
38 & -0.034227 & -0.2651 & 0.395913 \tabularnewline
39 & 0.049774 & 0.3855 & 0.350599 \tabularnewline
40 & -0.054341 & -0.4209 & 0.337659 \tabularnewline
41 & 0.01042 & 0.0807 & 0.46797 \tabularnewline
42 & -0.004859 & -0.0376 & 0.48505 \tabularnewline
43 & 0.029663 & 0.2298 & 0.409525 \tabularnewline
44 & -0.055783 & -0.4321 & 0.333612 \tabularnewline
45 & 0.000834 & 0.0065 & 0.497433 \tabularnewline
46 & 0.009426 & 0.073 & 0.471019 \tabularnewline
47 & -0.07007 & -0.5428 & 0.294653 \tabularnewline
48 & -0.026883 & -0.2082 & 0.417874 \tabularnewline
49 & 0.110208 & 0.8537 & 0.198341 \tabularnewline
50 & -0.025002 & -0.1937 & 0.423548 \tabularnewline
51 & -0.064118 & -0.4967 & 0.310624 \tabularnewline
52 & 0.065565 & 0.5079 & 0.306704 \tabularnewline
53 & 0.036845 & 0.2854 & 0.388161 \tabularnewline
54 & 0.032238 & 0.2497 & 0.40183 \tabularnewline
55 & -0.004079 & -0.0316 & 0.48745 \tabularnewline
56 & 0.042206 & 0.3269 & 0.372431 \tabularnewline
57 & -0.0398 & -0.3083 & 0.379464 \tabularnewline
58 & -0.041887 & -0.3245 & 0.373361 \tabularnewline
59 & -0.011698 & -0.0906 & 0.46405 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30209&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]0.811954[/C][C]6.2894[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.417423[/C][C]-3.2333[/C][C]0.000995[/C][/ROW]
[ROW][C]3[/C][C]0.055973[/C][C]0.4336[/C][C]0.33308[/C][/ROW]
[ROW][C]4[/C][C]0.11261[/C][C]0.8723[/C][C]0.193269[/C][/ROW]
[ROW][C]5[/C][C]0.0662[/C][C]0.5128[/C][C]0.304992[/C][/ROW]
[ROW][C]6[/C][C]-0.099239[/C][C]-0.7687[/C][C]0.222542[/C][/ROW]
[ROW][C]7[/C][C]0.073101[/C][C]0.5662[/C][C]0.286672[/C][/ROW]
[ROW][C]8[/C][C]0.032475[/C][C]0.2516[/C][C]0.401124[/C][/ROW]
[ROW][C]9[/C][C]0.258961[/C][C]2.0059[/C][C]0.024691[/C][/ROW]
[ROW][C]10[/C][C]0.248784[/C][C]1.9271[/C][C]0.029355[/C][/ROW]
[ROW][C]11[/C][C]0.263764[/C][C]2.0431[/C][C]0.022721[/C][/ROW]
[ROW][C]12[/C][C]-0.015499[/C][C]-0.1201[/C][C]0.452422[/C][/ROW]
[ROW][C]13[/C][C]-0.569253[/C][C]-4.4094[/C][C]2.2e-05[/C][/ROW]
[ROW][C]14[/C][C]0.212459[/C][C]1.6457[/C][C]0.052527[/C][/ROW]
[ROW][C]15[/C][C]-0.071896[/C][C]-0.5569[/C][C]0.289833[/C][/ROW]
[ROW][C]16[/C][C]-0.107918[/C][C]-0.8359[/C][C]0.203256[/C][/ROW]
[ROW][C]17[/C][C]-0.106242[/C][C]-0.8229[/C][C]0.206898[/C][/ROW]
[ROW][C]18[/C][C]-0.054869[/C][C]-0.425[/C][C]0.336174[/C][/ROW]
[ROW][C]19[/C][C]-0.002099[/C][C]-0.0163[/C][C]0.493542[/C][/ROW]
[ROW][C]20[/C][C]-0.069567[/C][C]-0.5389[/C][C]0.295987[/C][/ROW]
[ROW][C]21[/C][C]-0.026711[/C][C]-0.2069[/C][C]0.418392[/C][/ROW]
[ROW][C]22[/C][C]-0.051341[/C][C]-0.3977[/C][C]0.346138[/C][/ROW]
[ROW][C]23[/C][C]-0.047659[/C][C]-0.3692[/C][C]0.356652[/C][/ROW]
[ROW][C]24[/C][C]0.032084[/C][C]0.2485[/C][C]0.402291[/C][/ROW]
[ROW][C]25[/C][C]-0.028836[/C][C]-0.2234[/C][C]0.412005[/C][/ROW]
[ROW][C]26[/C][C]-0.004953[/C][C]-0.0384[/C][C]0.48476[/C][/ROW]
[ROW][C]27[/C][C]0.05112[/C][C]0.396[/C][C]0.346764[/C][/ROW]
[ROW][C]28[/C][C]-0.003601[/C][C]-0.0279[/C][C]0.488919[/C][/ROW]
[ROW][C]29[/C][C]-0.003645[/C][C]-0.0282[/C][C]0.488786[/C][/ROW]
[ROW][C]30[/C][C]-0.012966[/C][C]-0.1004[/C][C]0.460167[/C][/ROW]
[ROW][C]31[/C][C]-0.027998[/C][C]-0.2169[/C][C]0.414523[/C][/ROW]
[ROW][C]32[/C][C]-0.043035[/C][C]-0.3333[/C][C]0.370018[/C][/ROW]
[ROW][C]33[/C][C]-0.070449[/C][C]-0.5457[/C][C]0.29365[/C][/ROW]
[ROW][C]34[/C][C]-0.068722[/C][C]-0.5323[/C][C]0.298235[/C][/ROW]
[ROW][C]35[/C][C]0.018451[/C][C]0.1429[/C][C]0.443415[/C][/ROW]
[ROW][C]36[/C][C]0.001153[/C][C]0.0089[/C][C]0.496452[/C][/ROW]
[ROW][C]37[/C][C]0.015817[/C][C]0.1225[/C][C]0.451449[/C][/ROW]
[ROW][C]38[/C][C]-0.034227[/C][C]-0.2651[/C][C]0.395913[/C][/ROW]
[ROW][C]39[/C][C]0.049774[/C][C]0.3855[/C][C]0.350599[/C][/ROW]
[ROW][C]40[/C][C]-0.054341[/C][C]-0.4209[/C][C]0.337659[/C][/ROW]
[ROW][C]41[/C][C]0.01042[/C][C]0.0807[/C][C]0.46797[/C][/ROW]
[ROW][C]42[/C][C]-0.004859[/C][C]-0.0376[/C][C]0.48505[/C][/ROW]
[ROW][C]43[/C][C]0.029663[/C][C]0.2298[/C][C]0.409525[/C][/ROW]
[ROW][C]44[/C][C]-0.055783[/C][C]-0.4321[/C][C]0.333612[/C][/ROW]
[ROW][C]45[/C][C]0.000834[/C][C]0.0065[/C][C]0.497433[/C][/ROW]
[ROW][C]46[/C][C]0.009426[/C][C]0.073[/C][C]0.471019[/C][/ROW]
[ROW][C]47[/C][C]-0.07007[/C][C]-0.5428[/C][C]0.294653[/C][/ROW]
[ROW][C]48[/C][C]-0.026883[/C][C]-0.2082[/C][C]0.417874[/C][/ROW]
[ROW][C]49[/C][C]0.110208[/C][C]0.8537[/C][C]0.198341[/C][/ROW]
[ROW][C]50[/C][C]-0.025002[/C][C]-0.1937[/C][C]0.423548[/C][/ROW]
[ROW][C]51[/C][C]-0.064118[/C][C]-0.4967[/C][C]0.310624[/C][/ROW]
[ROW][C]52[/C][C]0.065565[/C][C]0.5079[/C][C]0.306704[/C][/ROW]
[ROW][C]53[/C][C]0.036845[/C][C]0.2854[/C][C]0.388161[/C][/ROW]
[ROW][C]54[/C][C]0.032238[/C][C]0.2497[/C][C]0.40183[/C][/ROW]
[ROW][C]55[/C][C]-0.004079[/C][C]-0.0316[/C][C]0.48745[/C][/ROW]
[ROW][C]56[/C][C]0.042206[/C][C]0.3269[/C][C]0.372431[/C][/ROW]
[ROW][C]57[/C][C]-0.0398[/C][C]-0.3083[/C][C]0.379464[/C][/ROW]
[ROW][C]58[/C][C]-0.041887[/C][C]-0.3245[/C][C]0.373361[/C][/ROW]
[ROW][C]59[/C][C]-0.011698[/C][C]-0.0906[/C][C]0.46405[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30209&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30209&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	0.811954	6.2894	0
2	-0.417423	-3.2333	0.000995
3	0.055973	0.4336	0.33308
4	0.11261	0.8723	0.193269
5	0.0662	0.5128	0.304992
6	-0.099239	-0.7687	0.222542
7	0.073101	0.5662	0.286672
8	0.032475	0.2516	0.401124
9	0.258961	2.0059	0.024691
10	0.248784	1.9271	0.029355
11	0.263764	2.0431	0.022721
12	-0.015499	-0.1201	0.452422
13	-0.569253	-4.4094	2.2e-05
14	0.212459	1.6457	0.052527
15	-0.071896	-0.5569	0.289833
16	-0.107918	-0.8359	0.203256
17	-0.106242	-0.8229	0.206898
18	-0.054869	-0.425	0.336174
19	-0.002099	-0.0163	0.493542
20	-0.069567	-0.5389	0.295987
21	-0.026711	-0.2069	0.418392
22	-0.051341	-0.3977	0.346138
23	-0.047659	-0.3692	0.356652
24	0.032084	0.2485	0.402291
25	-0.028836	-0.2234	0.412005
26	-0.004953	-0.0384	0.48476
27	0.05112	0.396	0.346764
28	-0.003601	-0.0279	0.488919
29	-0.003645	-0.0282	0.488786
30	-0.012966	-0.1004	0.460167
31	-0.027998	-0.2169	0.414523
32	-0.043035	-0.3333	0.370018
33	-0.070449	-0.5457	0.29365
34	-0.068722	-0.5323	0.298235
35	0.018451	0.1429	0.443415
36	0.001153	0.0089	0.496452
37	0.015817	0.1225	0.451449
38	-0.034227	-0.2651	0.395913
39	0.049774	0.3855	0.350599
40	-0.054341	-0.4209	0.337659
41	0.01042	0.0807	0.46797
42	-0.004859	-0.0376	0.48505
43	0.029663	0.2298	0.409525
44	-0.055783	-0.4321	0.333612
45	0.000834	0.0065	0.497433
46	0.009426	0.073	0.471019
47	-0.07007	-0.5428	0.294653
48	-0.026883	-0.2082	0.417874
49	0.110208	0.8537	0.198341
50	-0.025002	-0.1937	0.423548
51	-0.064118	-0.4967	0.310624
52	0.065565	0.5079	0.306704
53	0.036845	0.2854	0.388161
54	0.032238	0.2497	0.40183
55	-0.004079	-0.0316	0.48745
56	0.042206	0.3269	0.372431
57	-0.0398	-0.3083	0.379464
58	-0.041887	-0.3245	0.373361
59	-0.011698	-0.0906	0.46405
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 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