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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

Tue, 09 Dec 2008 06:57:45 -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/09/t1228831276seod4zh2l7ytnr4.htm/, Retrieved Sun, 19 May 2024 10:23:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31404, Retrieved Sun, 19 May 2024 10:23:09 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

236

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]
F RMPD  [Spectral Analysis] [airline data] [2008-12-02 12:35:12] [0e5eff269cdcaf8789c45b6ee36b0c3d]
F RMPD    [Cross Correlation Function] [airline data] [2008-12-02 13:18:05] [0e5eff269cdcaf8789c45b6ee36b0c3d]
- RMPD      [(Partial) Autocorrelation Function] [paper] [2008-12-02 14:55:43] [0e5eff269cdcaf8789c45b6ee36b0c3d]
-   P           [(Partial) Autocorrelation Function] [acf] [2008-12-09 13:57:45] [09074fbe368d26382bb94e5bb318a104] [Current]
-   P             [(Partial) Autocorrelation Function] [qdsf] [2008-12-15 14:17:02] [5387335d8669ad018e3e2def51162329] 

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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	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31404&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]2 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=31404&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31404&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.454064	-3.4877	0.000464
2	-0.114461	-0.8792	0.191433
3	0.239313	1.8382	0.035534
4	-0.180814	-1.3889	0.085048
5	-0.139512	-1.0716	0.14413
6	0.337258	2.5905	0.006028
7	-0.090704	-0.6967	0.244361
8	-0.168968	-1.2979	0.099692
9	0.219602	1.6868	0.048462
10	-0.135134	-1.038	0.151757
11	-0.392131	-3.012	0.001909
12	0.755441	5.8027	0
13	-0.34027	-2.6137	0.005675
14	-0.111563	-0.8569	0.197475
15	0.224642	1.7255	0.044835
16	-0.154602	-1.1875	0.119891
17	-0.111585	-0.8571	0.197429
18	0.268258	2.0605	0.021883
19	-0.094833	-0.7284	0.234617
20	-0.072461	-0.5566	0.289959
21	0.107641	0.8268	0.20584
22	-0.077906	-0.5984	0.275929
23	-0.266349	-2.0459	0.022618
24	0.496469	3.8134	0.000165
25	-0.201742	-1.5496	0.063292
26	-0.097546	-0.7493	0.228337
27	0.173119	1.3298	0.094359
28	-0.138537	-1.0641	0.145805
29	-0.043147	-0.3314	0.37075
30	0.150731	1.1578	0.125809
31	-0.032465	-0.2494	0.401971
32	-0.059065	-0.4537	0.325859
33	0.056745	0.4359	0.332263
34	-0.058805	-0.4517	0.326574
35	-0.146329	-1.124	0.132788
36	0.268451	2.062	0.02181
37	-0.08402	-0.6454	0.260595
38	-0.047706	-0.3664	0.357675
39	0.065249	0.5012	0.309051
40	-0.053416	-0.4103	0.341537
41	-0.035123	-0.2698	0.394134
42	0.067935	0.5218	0.301876
43	0.017352	0.1333	0.447213
44	-0.035754	-0.2746	0.39228
45	0.015082	0.1159	0.454082
46	-0.0355	-0.2727	0.393025
47	-0.048795	-0.3748	0.354576
48	0.06004	0.4612	0.323185
49	0.001676	0.0129	0.494885
50	-0.000862	-0.0066	0.497369
51	0.004231	0.0325	0.487092
52	-0.015186	-0.1166	0.453769
53	-0.017058	-0.131	0.448101
54	0.001854	0.0142	0.494344
55	0.015249	0.1171	0.453578
56	0.002708	0.0208	0.491736
57	0.008636	0.0663	0.473668
58	-0.001271	-0.0098	0.496122
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.454064 & -3.4877 & 0.000464 \tabularnewline
2 & -0.114461 & -0.8792 & 0.191433 \tabularnewline
3 & 0.239313 & 1.8382 & 0.035534 \tabularnewline
4 & -0.180814 & -1.3889 & 0.085048 \tabularnewline
5 & -0.139512 & -1.0716 & 0.14413 \tabularnewline
6 & 0.337258 & 2.5905 & 0.006028 \tabularnewline
7 & -0.090704 & -0.6967 & 0.244361 \tabularnewline
8 & -0.168968 & -1.2979 & 0.099692 \tabularnewline
9 & 0.219602 & 1.6868 & 0.048462 \tabularnewline
10 & -0.135134 & -1.038 & 0.151757 \tabularnewline
11 & -0.392131 & -3.012 & 0.001909 \tabularnewline
12 & 0.755441 & 5.8027 & 0 \tabularnewline
13 & -0.34027 & -2.6137 & 0.005675 \tabularnewline
14 & -0.111563 & -0.8569 & 0.197475 \tabularnewline
15 & 0.224642 & 1.7255 & 0.044835 \tabularnewline
16 & -0.154602 & -1.1875 & 0.119891 \tabularnewline
17 & -0.111585 & -0.8571 & 0.197429 \tabularnewline
18 & 0.268258 & 2.0605 & 0.021883 \tabularnewline
19 & -0.094833 & -0.7284 & 0.234617 \tabularnewline
20 & -0.072461 & -0.5566 & 0.289959 \tabularnewline
21 & 0.107641 & 0.8268 & 0.20584 \tabularnewline
22 & -0.077906 & -0.5984 & 0.275929 \tabularnewline
23 & -0.266349 & -2.0459 & 0.022618 \tabularnewline
24 & 0.496469 & 3.8134 & 0.000165 \tabularnewline
25 & -0.201742 & -1.5496 & 0.063292 \tabularnewline
26 & -0.097546 & -0.7493 & 0.228337 \tabularnewline
27 & 0.173119 & 1.3298 & 0.094359 \tabularnewline
28 & -0.138537 & -1.0641 & 0.145805 \tabularnewline
29 & -0.043147 & -0.3314 & 0.37075 \tabularnewline
30 & 0.150731 & 1.1578 & 0.125809 \tabularnewline
31 & -0.032465 & -0.2494 & 0.401971 \tabularnewline
32 & -0.059065 & -0.4537 & 0.325859 \tabularnewline
33 & 0.056745 & 0.4359 & 0.332263 \tabularnewline
34 & -0.058805 & -0.4517 & 0.326574 \tabularnewline
35 & -0.146329 & -1.124 & 0.132788 \tabularnewline
36 & 0.268451 & 2.062 & 0.02181 \tabularnewline
37 & -0.08402 & -0.6454 & 0.260595 \tabularnewline
38 & -0.047706 & -0.3664 & 0.357675 \tabularnewline
39 & 0.065249 & 0.5012 & 0.309051 \tabularnewline
40 & -0.053416 & -0.4103 & 0.341537 \tabularnewline
41 & -0.035123 & -0.2698 & 0.394134 \tabularnewline
42 & 0.067935 & 0.5218 & 0.301876 \tabularnewline
43 & 0.017352 & 0.1333 & 0.447213 \tabularnewline
44 & -0.035754 & -0.2746 & 0.39228 \tabularnewline
45 & 0.015082 & 0.1159 & 0.454082 \tabularnewline
46 & -0.0355 & -0.2727 & 0.393025 \tabularnewline
47 & -0.048795 & -0.3748 & 0.354576 \tabularnewline
48 & 0.06004 & 0.4612 & 0.323185 \tabularnewline
49 & 0.001676 & 0.0129 & 0.494885 \tabularnewline
50 & -0.000862 & -0.0066 & 0.497369 \tabularnewline
51 & 0.004231 & 0.0325 & 0.487092 \tabularnewline
52 & -0.015186 & -0.1166 & 0.453769 \tabularnewline
53 & -0.017058 & -0.131 & 0.448101 \tabularnewline
54 & 0.001854 & 0.0142 & 0.494344 \tabularnewline
55 & 0.015249 & 0.1171 & 0.453578 \tabularnewline
56 & 0.002708 & 0.0208 & 0.491736 \tabularnewline
57 & 0.008636 & 0.0663 & 0.473668 \tabularnewline
58 & -0.001271 & -0.0098 & 0.496122 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31404&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]-0.454064[/C][C]-3.4877[/C][C]0.000464[/C][/ROW]
[ROW][C]2[/C][C]-0.114461[/C][C]-0.8792[/C][C]0.191433[/C][/ROW]
[ROW][C]3[/C][C]0.239313[/C][C]1.8382[/C][C]0.035534[/C][/ROW]
[ROW][C]4[/C][C]-0.180814[/C][C]-1.3889[/C][C]0.085048[/C][/ROW]
[ROW][C]5[/C][C]-0.139512[/C][C]-1.0716[/C][C]0.14413[/C][/ROW]
[ROW][C]6[/C][C]0.337258[/C][C]2.5905[/C][C]0.006028[/C][/ROW]
[ROW][C]7[/C][C]-0.090704[/C][C]-0.6967[/C][C]0.244361[/C][/ROW]
[ROW][C]8[/C][C]-0.168968[/C][C]-1.2979[/C][C]0.099692[/C][/ROW]
[ROW][C]9[/C][C]0.219602[/C][C]1.6868[/C][C]0.048462[/C][/ROW]
[ROW][C]10[/C][C]-0.135134[/C][C]-1.038[/C][C]0.151757[/C][/ROW]
[ROW][C]11[/C][C]-0.392131[/C][C]-3.012[/C][C]0.001909[/C][/ROW]
[ROW][C]12[/C][C]0.755441[/C][C]5.8027[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.34027[/C][C]-2.6137[/C][C]0.005675[/C][/ROW]
[ROW][C]14[/C][C]-0.111563[/C][C]-0.8569[/C][C]0.197475[/C][/ROW]
[ROW][C]15[/C][C]0.224642[/C][C]1.7255[/C][C]0.044835[/C][/ROW]
[ROW][C]16[/C][C]-0.154602[/C][C]-1.1875[/C][C]0.119891[/C][/ROW]
[ROW][C]17[/C][C]-0.111585[/C][C]-0.8571[/C][C]0.197429[/C][/ROW]
[ROW][C]18[/C][C]0.268258[/C][C]2.0605[/C][C]0.021883[/C][/ROW]
[ROW][C]19[/C][C]-0.094833[/C][C]-0.7284[/C][C]0.234617[/C][/ROW]
[ROW][C]20[/C][C]-0.072461[/C][C]-0.5566[/C][C]0.289959[/C][/ROW]
[ROW][C]21[/C][C]0.107641[/C][C]0.8268[/C][C]0.20584[/C][/ROW]
[ROW][C]22[/C][C]-0.077906[/C][C]-0.5984[/C][C]0.275929[/C][/ROW]
[ROW][C]23[/C][C]-0.266349[/C][C]-2.0459[/C][C]0.022618[/C][/ROW]
[ROW][C]24[/C][C]0.496469[/C][C]3.8134[/C][C]0.000165[/C][/ROW]
[ROW][C]25[/C][C]-0.201742[/C][C]-1.5496[/C][C]0.063292[/C][/ROW]
[ROW][C]26[/C][C]-0.097546[/C][C]-0.7493[/C][C]0.228337[/C][/ROW]
[ROW][C]27[/C][C]0.173119[/C][C]1.3298[/C][C]0.094359[/C][/ROW]
[ROW][C]28[/C][C]-0.138537[/C][C]-1.0641[/C][C]0.145805[/C][/ROW]
[ROW][C]29[/C][C]-0.043147[/C][C]-0.3314[/C][C]0.37075[/C][/ROW]
[ROW][C]30[/C][C]0.150731[/C][C]1.1578[/C][C]0.125809[/C][/ROW]
[ROW][C]31[/C][C]-0.032465[/C][C]-0.2494[/C][C]0.401971[/C][/ROW]
[ROW][C]32[/C][C]-0.059065[/C][C]-0.4537[/C][C]0.325859[/C][/ROW]
[ROW][C]33[/C][C]0.056745[/C][C]0.4359[/C][C]0.332263[/C][/ROW]
[ROW][C]34[/C][C]-0.058805[/C][C]-0.4517[/C][C]0.326574[/C][/ROW]
[ROW][C]35[/C][C]-0.146329[/C][C]-1.124[/C][C]0.132788[/C][/ROW]
[ROW][C]36[/C][C]0.268451[/C][C]2.062[/C][C]0.02181[/C][/ROW]
[ROW][C]37[/C][C]-0.08402[/C][C]-0.6454[/C][C]0.260595[/C][/ROW]
[ROW][C]38[/C][C]-0.047706[/C][C]-0.3664[/C][C]0.357675[/C][/ROW]
[ROW][C]39[/C][C]0.065249[/C][C]0.5012[/C][C]0.309051[/C][/ROW]
[ROW][C]40[/C][C]-0.053416[/C][C]-0.4103[/C][C]0.341537[/C][/ROW]
[ROW][C]41[/C][C]-0.035123[/C][C]-0.2698[/C][C]0.394134[/C][/ROW]
[ROW][C]42[/C][C]0.067935[/C][C]0.5218[/C][C]0.301876[/C][/ROW]
[ROW][C]43[/C][C]0.017352[/C][C]0.1333[/C][C]0.447213[/C][/ROW]
[ROW][C]44[/C][C]-0.035754[/C][C]-0.2746[/C][C]0.39228[/C][/ROW]
[ROW][C]45[/C][C]0.015082[/C][C]0.1159[/C][C]0.454082[/C][/ROW]
[ROW][C]46[/C][C]-0.0355[/C][C]-0.2727[/C][C]0.393025[/C][/ROW]
[ROW][C]47[/C][C]-0.048795[/C][C]-0.3748[/C][C]0.354576[/C][/ROW]
[ROW][C]48[/C][C]0.06004[/C][C]0.4612[/C][C]0.323185[/C][/ROW]
[ROW][C]49[/C][C]0.001676[/C][C]0.0129[/C][C]0.494885[/C][/ROW]
[ROW][C]50[/C][C]-0.000862[/C][C]-0.0066[/C][C]0.497369[/C][/ROW]
[ROW][C]51[/C][C]0.004231[/C][C]0.0325[/C][C]0.487092[/C][/ROW]
[ROW][C]52[/C][C]-0.015186[/C][C]-0.1166[/C][C]0.453769[/C][/ROW]
[ROW][C]53[/C][C]-0.017058[/C][C]-0.131[/C][C]0.448101[/C][/ROW]
[ROW][C]54[/C][C]0.001854[/C][C]0.0142[/C][C]0.494344[/C][/ROW]
[ROW][C]55[/C][C]0.015249[/C][C]0.1171[/C][C]0.453578[/C][/ROW]
[ROW][C]56[/C][C]0.002708[/C][C]0.0208[/C][C]0.491736[/C][/ROW]
[ROW][C]57[/C][C]0.008636[/C][C]0.0663[/C][C]0.473668[/C][/ROW]
[ROW][C]58[/C][C]-0.001271[/C][C]-0.0098[/C][C]0.496122[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=31404&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31404&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	-0.454064	-3.4877	0.000464
2	-0.114461	-0.8792	0.191433
3	0.239313	1.8382	0.035534
4	-0.180814	-1.3889	0.085048
5	-0.139512	-1.0716	0.14413
6	0.337258	2.5905	0.006028
7	-0.090704	-0.6967	0.244361
8	-0.168968	-1.2979	0.099692
9	0.219602	1.6868	0.048462
10	-0.135134	-1.038	0.151757
11	-0.392131	-3.012	0.001909
12	0.755441	5.8027	0
13	-0.34027	-2.6137	0.005675
14	-0.111563	-0.8569	0.197475
15	0.224642	1.7255	0.044835
16	-0.154602	-1.1875	0.119891
17	-0.111585	-0.8571	0.197429
18	0.268258	2.0605	0.021883
19	-0.094833	-0.7284	0.234617
20	-0.072461	-0.5566	0.289959
21	0.107641	0.8268	0.20584
22	-0.077906	-0.5984	0.275929
23	-0.266349	-2.0459	0.022618
24	0.496469	3.8134	0.000165
25	-0.201742	-1.5496	0.063292
26	-0.097546	-0.7493	0.228337
27	0.173119	1.3298	0.094359
28	-0.138537	-1.0641	0.145805
29	-0.043147	-0.3314	0.37075
30	0.150731	1.1578	0.125809
31	-0.032465	-0.2494	0.401971
32	-0.059065	-0.4537	0.325859
33	0.056745	0.4359	0.332263
34	-0.058805	-0.4517	0.326574
35	-0.146329	-1.124	0.132788
36	0.268451	2.062	0.02181
37	-0.08402	-0.6454	0.260595
38	-0.047706	-0.3664	0.357675
39	0.065249	0.5012	0.309051
40	-0.053416	-0.4103	0.341537
41	-0.035123	-0.2698	0.394134
42	0.067935	0.5218	0.301876
43	0.017352	0.1333	0.447213
44	-0.035754	-0.2746	0.39228
45	0.015082	0.1159	0.454082
46	-0.0355	-0.2727	0.393025
47	-0.048795	-0.3748	0.354576
48	0.06004	0.4612	0.323185
49	0.001676	0.0129	0.494885
50	-0.000862	-0.0066	0.497369
51	0.004231	0.0325	0.487092
52	-0.015186	-0.1166	0.453769
53	-0.017058	-0.131	0.448101
54	0.001854	0.0142	0.494344
55	0.015249	0.1171	0.453578
56	0.002708	0.0208	0.491736
57	0.008636	0.0663	0.473668
58	-0.001271	-0.0098	0.496122
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.454064	-3.4877	0.000464
2	-0.40391	-3.1025	0.001472
3	-0.025668	-0.1972	0.42219
4	-0.128846	-0.9897	0.163185
5	-0.328872	-2.5261	0.007119
6	0.039678	0.3048	0.380805
7	0.144854	1.1126	0.135187
8	-0.039722	-0.3051	0.380678
9	0.034188	0.2626	0.396886
10	-0.020588	-0.1581	0.437442
11	-0.581357	-4.4655	1.8e-05
12	0.383812	2.9481	0.002287
13	0.134285	1.0315	0.153267
14	-0.002657	-0.0204	0.491893
15	-0.09946	-0.764	0.223966
16	-0.039424	-0.3028	0.381545
17	0.164527	1.2638	0.105645
18	0.030218	0.2321	0.408628
19	-0.166528	-1.2791	0.102931
20	0.069312	0.5324	0.298225
21	-0.152496	-1.1713	0.123085
22	-0.032227	-0.2475	0.402674
23	0.129722	0.9964	0.161559
24	-0.117586	-0.9032	0.185047
25	0.044595	0.3425	0.366581
26	0.015118	0.1161	0.453974
27	0.007472	0.0574	0.477214
28	0.018121	0.1392	0.444886
29	-0.012589	-0.0967	0.461647
30	-0.082405	-0.633	0.264601
31	0.111444	0.856	0.197726
32	-0.182825	-1.4043	0.082735
33	0.0237	0.182	0.428087
34	-0.05056	-0.3884	0.349574
35	-0.011712	-0.09	0.464312
36	-0.041297	-0.3172	0.376103
37	-0.05436	-0.4175	0.338896
38	0.07888	0.6059	0.273455
39	-0.025565	-0.1964	0.422498
40	0.020109	0.1545	0.438887
41	-0.010396	-0.0799	0.468311
42	-0.045717	-0.3512	0.36336
43	-0.04179	-0.321	0.374675
44	0.025276	0.1941	0.423363
45	-0.040957	-0.3146	0.377087
46	0.009508	0.073	0.471013
47	-0.021357	-0.164	0.435128
48	-0.085863	-0.6595	0.256063
49	-0.108953	-0.8369	0.203018
50	-0.011184	-0.0859	0.465916
51	0.078888	0.606	0.273436
52	-0.032549	-0.25	0.401721
53	-0.117041	-0.899	0.186151
54	-0.032919	-0.2529	0.40063
55	-0.101172	-0.7771	0.220098
56	-0.034577	-0.2656	0.395741
57	0.053884	0.4139	0.340228
58	0.007684	0.059	0.476568
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.454064 & -3.4877 & 0.000464 \tabularnewline
2 & -0.40391 & -3.1025 & 0.001472 \tabularnewline
3 & -0.025668 & -0.1972 & 0.42219 \tabularnewline
4 & -0.128846 & -0.9897 & 0.163185 \tabularnewline
5 & -0.328872 & -2.5261 & 0.007119 \tabularnewline
6 & 0.039678 & 0.3048 & 0.380805 \tabularnewline
7 & 0.144854 & 1.1126 & 0.135187 \tabularnewline
8 & -0.039722 & -0.3051 & 0.380678 \tabularnewline
9 & 0.034188 & 0.2626 & 0.396886 \tabularnewline
10 & -0.020588 & -0.1581 & 0.437442 \tabularnewline
11 & -0.581357 & -4.4655 & 1.8e-05 \tabularnewline
12 & 0.383812 & 2.9481 & 0.002287 \tabularnewline
13 & 0.134285 & 1.0315 & 0.153267 \tabularnewline
14 & -0.002657 & -0.0204 & 0.491893 \tabularnewline
15 & -0.09946 & -0.764 & 0.223966 \tabularnewline
16 & -0.039424 & -0.3028 & 0.381545 \tabularnewline
17 & 0.164527 & 1.2638 & 0.105645 \tabularnewline
18 & 0.030218 & 0.2321 & 0.408628 \tabularnewline
19 & -0.166528 & -1.2791 & 0.102931 \tabularnewline
20 & 0.069312 & 0.5324 & 0.298225 \tabularnewline
21 & -0.152496 & -1.1713 & 0.123085 \tabularnewline
22 & -0.032227 & -0.2475 & 0.402674 \tabularnewline
23 & 0.129722 & 0.9964 & 0.161559 \tabularnewline
24 & -0.117586 & -0.9032 & 0.185047 \tabularnewline
25 & 0.044595 & 0.3425 & 0.366581 \tabularnewline
26 & 0.015118 & 0.1161 & 0.453974 \tabularnewline
27 & 0.007472 & 0.0574 & 0.477214 \tabularnewline
28 & 0.018121 & 0.1392 & 0.444886 \tabularnewline
29 & -0.012589 & -0.0967 & 0.461647 \tabularnewline
30 & -0.082405 & -0.633 & 0.264601 \tabularnewline
31 & 0.111444 & 0.856 & 0.197726 \tabularnewline
32 & -0.182825 & -1.4043 & 0.082735 \tabularnewline
33 & 0.0237 & 0.182 & 0.428087 \tabularnewline
34 & -0.05056 & -0.3884 & 0.349574 \tabularnewline
35 & -0.011712 & -0.09 & 0.464312 \tabularnewline
36 & -0.041297 & -0.3172 & 0.376103 \tabularnewline
37 & -0.05436 & -0.4175 & 0.338896 \tabularnewline
38 & 0.07888 & 0.6059 & 0.273455 \tabularnewline
39 & -0.025565 & -0.1964 & 0.422498 \tabularnewline
40 & 0.020109 & 0.1545 & 0.438887 \tabularnewline
41 & -0.010396 & -0.0799 & 0.468311 \tabularnewline
42 & -0.045717 & -0.3512 & 0.36336 \tabularnewline
43 & -0.04179 & -0.321 & 0.374675 \tabularnewline
44 & 0.025276 & 0.1941 & 0.423363 \tabularnewline
45 & -0.040957 & -0.3146 & 0.377087 \tabularnewline
46 & 0.009508 & 0.073 & 0.471013 \tabularnewline
47 & -0.021357 & -0.164 & 0.435128 \tabularnewline
48 & -0.085863 & -0.6595 & 0.256063 \tabularnewline
49 & -0.108953 & -0.8369 & 0.203018 \tabularnewline
50 & -0.011184 & -0.0859 & 0.465916 \tabularnewline
51 & 0.078888 & 0.606 & 0.273436 \tabularnewline
52 & -0.032549 & -0.25 & 0.401721 \tabularnewline
53 & -0.117041 & -0.899 & 0.186151 \tabularnewline
54 & -0.032919 & -0.2529 & 0.40063 \tabularnewline
55 & -0.101172 & -0.7771 & 0.220098 \tabularnewline
56 & -0.034577 & -0.2656 & 0.395741 \tabularnewline
57 & 0.053884 & 0.4139 & 0.340228 \tabularnewline
58 & 0.007684 & 0.059 & 0.476568 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31404&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]-0.454064[/C][C]-3.4877[/C][C]0.000464[/C][/ROW]
[ROW][C]2[/C][C]-0.40391[/C][C]-3.1025[/C][C]0.001472[/C][/ROW]
[ROW][C]3[/C][C]-0.025668[/C][C]-0.1972[/C][C]0.42219[/C][/ROW]
[ROW][C]4[/C][C]-0.128846[/C][C]-0.9897[/C][C]0.163185[/C][/ROW]
[ROW][C]5[/C][C]-0.328872[/C][C]-2.5261[/C][C]0.007119[/C][/ROW]
[ROW][C]6[/C][C]0.039678[/C][C]0.3048[/C][C]0.380805[/C][/ROW]
[ROW][C]7[/C][C]0.144854[/C][C]1.1126[/C][C]0.135187[/C][/ROW]
[ROW][C]8[/C][C]-0.039722[/C][C]-0.3051[/C][C]0.380678[/C][/ROW]
[ROW][C]9[/C][C]0.034188[/C][C]0.2626[/C][C]0.396886[/C][/ROW]
[ROW][C]10[/C][C]-0.020588[/C][C]-0.1581[/C][C]0.437442[/C][/ROW]
[ROW][C]11[/C][C]-0.581357[/C][C]-4.4655[/C][C]1.8e-05[/C][/ROW]
[ROW][C]12[/C][C]0.383812[/C][C]2.9481[/C][C]0.002287[/C][/ROW]
[ROW][C]13[/C][C]0.134285[/C][C]1.0315[/C][C]0.153267[/C][/ROW]
[ROW][C]14[/C][C]-0.002657[/C][C]-0.0204[/C][C]0.491893[/C][/ROW]
[ROW][C]15[/C][C]-0.09946[/C][C]-0.764[/C][C]0.223966[/C][/ROW]
[ROW][C]16[/C][C]-0.039424[/C][C]-0.3028[/C][C]0.381545[/C][/ROW]
[ROW][C]17[/C][C]0.164527[/C][C]1.2638[/C][C]0.105645[/C][/ROW]
[ROW][C]18[/C][C]0.030218[/C][C]0.2321[/C][C]0.408628[/C][/ROW]
[ROW][C]19[/C][C]-0.166528[/C][C]-1.2791[/C][C]0.102931[/C][/ROW]
[ROW][C]20[/C][C]0.069312[/C][C]0.5324[/C][C]0.298225[/C][/ROW]
[ROW][C]21[/C][C]-0.152496[/C][C]-1.1713[/C][C]0.123085[/C][/ROW]
[ROW][C]22[/C][C]-0.032227[/C][C]-0.2475[/C][C]0.402674[/C][/ROW]
[ROW][C]23[/C][C]0.129722[/C][C]0.9964[/C][C]0.161559[/C][/ROW]
[ROW][C]24[/C][C]-0.117586[/C][C]-0.9032[/C][C]0.185047[/C][/ROW]
[ROW][C]25[/C][C]0.044595[/C][C]0.3425[/C][C]0.366581[/C][/ROW]
[ROW][C]26[/C][C]0.015118[/C][C]0.1161[/C][C]0.453974[/C][/ROW]
[ROW][C]27[/C][C]0.007472[/C][C]0.0574[/C][C]0.477214[/C][/ROW]
[ROW][C]28[/C][C]0.018121[/C][C]0.1392[/C][C]0.444886[/C][/ROW]
[ROW][C]29[/C][C]-0.012589[/C][C]-0.0967[/C][C]0.461647[/C][/ROW]
[ROW][C]30[/C][C]-0.082405[/C][C]-0.633[/C][C]0.264601[/C][/ROW]
[ROW][C]31[/C][C]0.111444[/C][C]0.856[/C][C]0.197726[/C][/ROW]
[ROW][C]32[/C][C]-0.182825[/C][C]-1.4043[/C][C]0.082735[/C][/ROW]
[ROW][C]33[/C][C]0.0237[/C][C]0.182[/C][C]0.428087[/C][/ROW]
[ROW][C]34[/C][C]-0.05056[/C][C]-0.3884[/C][C]0.349574[/C][/ROW]
[ROW][C]35[/C][C]-0.011712[/C][C]-0.09[/C][C]0.464312[/C][/ROW]
[ROW][C]36[/C][C]-0.041297[/C][C]-0.3172[/C][C]0.376103[/C][/ROW]
[ROW][C]37[/C][C]-0.05436[/C][C]-0.4175[/C][C]0.338896[/C][/ROW]
[ROW][C]38[/C][C]0.07888[/C][C]0.6059[/C][C]0.273455[/C][/ROW]
[ROW][C]39[/C][C]-0.025565[/C][C]-0.1964[/C][C]0.422498[/C][/ROW]
[ROW][C]40[/C][C]0.020109[/C][C]0.1545[/C][C]0.438887[/C][/ROW]
[ROW][C]41[/C][C]-0.010396[/C][C]-0.0799[/C][C]0.468311[/C][/ROW]
[ROW][C]42[/C][C]-0.045717[/C][C]-0.3512[/C][C]0.36336[/C][/ROW]
[ROW][C]43[/C][C]-0.04179[/C][C]-0.321[/C][C]0.374675[/C][/ROW]
[ROW][C]44[/C][C]0.025276[/C][C]0.1941[/C][C]0.423363[/C][/ROW]
[ROW][C]45[/C][C]-0.040957[/C][C]-0.3146[/C][C]0.377087[/C][/ROW]
[ROW][C]46[/C][C]0.009508[/C][C]0.073[/C][C]0.471013[/C][/ROW]
[ROW][C]47[/C][C]-0.021357[/C][C]-0.164[/C][C]0.435128[/C][/ROW]
[ROW][C]48[/C][C]-0.085863[/C][C]-0.6595[/C][C]0.256063[/C][/ROW]
[ROW][C]49[/C][C]-0.108953[/C][C]-0.8369[/C][C]0.203018[/C][/ROW]
[ROW][C]50[/C][C]-0.011184[/C][C]-0.0859[/C][C]0.465916[/C][/ROW]
[ROW][C]51[/C][C]0.078888[/C][C]0.606[/C][C]0.273436[/C][/ROW]
[ROW][C]52[/C][C]-0.032549[/C][C]-0.25[/C][C]0.401721[/C][/ROW]
[ROW][C]53[/C][C]-0.117041[/C][C]-0.899[/C][C]0.186151[/C][/ROW]
[ROW][C]54[/C][C]-0.032919[/C][C]-0.2529[/C][C]0.40063[/C][/ROW]
[ROW][C]55[/C][C]-0.101172[/C][C]-0.7771[/C][C]0.220098[/C][/ROW]
[ROW][C]56[/C][C]-0.034577[/C][C]-0.2656[/C][C]0.395741[/C][/ROW]
[ROW][C]57[/C][C]0.053884[/C][C]0.4139[/C][C]0.340228[/C][/ROW]
[ROW][C]58[/C][C]0.007684[/C][C]0.059[/C][C]0.476568[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=31404&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31404&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	-0.454064	-3.4877	0.000464
2	-0.40391	-3.1025	0.001472
3	-0.025668	-0.1972	0.42219
4	-0.128846	-0.9897	0.163185
5	-0.328872	-2.5261	0.007119
6	0.039678	0.3048	0.380805
7	0.144854	1.1126	0.135187
8	-0.039722	-0.3051	0.380678
9	0.034188	0.2626	0.396886
10	-0.020588	-0.1581	0.437442
11	-0.581357	-4.4655	1.8e-05
12	0.383812	2.9481	0.002287
13	0.134285	1.0315	0.153267
14	-0.002657	-0.0204	0.491893
15	-0.09946	-0.764	0.223966
16	-0.039424	-0.3028	0.381545
17	0.164527	1.2638	0.105645
18	0.030218	0.2321	0.408628
19	-0.166528	-1.2791	0.102931
20	0.069312	0.5324	0.298225
21	-0.152496	-1.1713	0.123085
22	-0.032227	-0.2475	0.402674
23	0.129722	0.9964	0.161559
24	-0.117586	-0.9032	0.185047
25	0.044595	0.3425	0.366581
26	0.015118	0.1161	0.453974
27	0.007472	0.0574	0.477214
28	0.018121	0.1392	0.444886
29	-0.012589	-0.0967	0.461647
30	-0.082405	-0.633	0.264601
31	0.111444	0.856	0.197726
32	-0.182825	-1.4043	0.082735
33	0.0237	0.182	0.428087
34	-0.05056	-0.3884	0.349574
35	-0.011712	-0.09	0.464312
36	-0.041297	-0.3172	0.376103
37	-0.05436	-0.4175	0.338896
38	0.07888	0.6059	0.273455
39	-0.025565	-0.1964	0.422498
40	0.020109	0.1545	0.438887
41	-0.010396	-0.0799	0.468311
42	-0.045717	-0.3512	0.36336
43	-0.04179	-0.321	0.374675
44	0.025276	0.1941	0.423363
45	-0.040957	-0.3146	0.377087
46	0.009508	0.073	0.471013
47	-0.021357	-0.164	0.435128
48	-0.085863	-0.6595	0.256063
49	-0.108953	-0.8369	0.203018
50	-0.011184	-0.0859	0.465916
51	0.078888	0.606	0.273436
52	-0.032549	-0.25	0.401721
53	-0.117041	-0.899	0.186151
54	-0.032919	-0.2529	0.40063
55	-0.101172	-0.7771	0.220098
56	-0.034577	-0.2656	0.395741
57	0.053884	0.4139	0.340228
58	0.007684	0.059	0.476568
59	NA	NA	NA
60	NA	NA	NA

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 = 1 ; par3 = 1 ; 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