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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 04 Aug 2010 14:57:12 +0000

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/2010/Aug/04/t1280933814gk7n6ihghm4o9io.htm/, Retrieved Fri, 03 May 2024 04:09:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=78336, Retrieved Fri, 03 May 2024 04:09:22 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Bogaerts Yannik

Estimated Impact

143

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

-       [(Partial) Autocorrelation Function] [Tijdreeks B stap 17] [2010-08-04 14:57:12] [1596366c2ece8f787477cc7d1246d4c7] [Current]
-         [(Partial) Autocorrelation Function] [Tijdreeks B stap 18] [2010-08-04 15:06:28] [f713c1ac4846c73da8c41c71cf7e0185] 
- RM      [Variability] [Tijdreeks B stap 20] [2010-08-04 15:16:53] [f713c1ac4846c73da8c41c71cf7e0185] 
- RM      [Standard Deviation-Mean Plot] [Tijdreeks B stap 21] [2010-08-04 15:24:55] [f713c1ac4846c73da8c41c71cf7e0185] 
- RM      [Classical Decomposition] [Tijdreeks B stap 24] [2010-08-04 15:48:15] [f713c1ac4846c73da8c41c71cf7e0185] 
- RM      [Exponential Smoothing] [Tijdreeks B stap 27] [2010-08-04 16:00:42] [f713c1ac4846c73da8c41c71cf7e0185] 

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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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=78336&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=78336&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=78336&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.966877	8.8616	0
2	0.933015	8.5512	0
3	0.896824	8.2195	0
4	0.861327	7.8942	0
5	0.824748	7.5589	0
6	0.789584	7.2367	0
7	0.753109	6.9024	0
8	0.717604	6.577	0
9	0.682174	6.2522	0
10	0.648719	5.9456	0
11	0.613036	5.6186	0
12	0.577708	5.2948	0
13	0.537953	4.9304	2e-06
14	0.498621	4.5699	8e-06
15	0.458056	4.1982	3.3e-05
16	0.418871	3.839	0.000119
17	0.379202	3.4754	0.000405
18	0.3417	3.1317	0.001196
19	0.304347	2.7894	0.003266
20	0.271892	2.4919	0.007335
21	0.241224	2.2109	0.014882
22	0.213458	1.9564	0.026872
23	0.184522	1.6912	0.047256
24	0.154858	1.4193	0.079756
25	0.121268	1.1114	0.134776
26	0.089162	0.8172	0.208068
27	0.056765	0.5203	0.302125
28	0.026626	0.244	0.403902
29	-0.002738	-0.0251	0.490021
30	-0.025213	-0.2311	0.408908
31	-0.050166	-0.4598	0.323432
32	-0.069104	-0.6334	0.264113
33	-0.090448	-0.829	0.204734
34	-0.109497	-1.0036	0.159236
35	-0.128747	-1.18	0.120668
36	-0.150263	-1.3772	0.086057
37	-0.173792	-1.5928	0.057477
38	-0.197145	-1.8069	0.037182
39	-0.222328	-2.0377	0.022365
40	-0.244481	-2.2407	0.013842
41	-0.263848	-2.4182	0.008879
42	-0.27701	-2.5388	0.006483
43	-0.292841	-2.6839	0.004382
44	-0.302715	-2.7744	0.003407
45	-0.312316	-2.8624	0.002653
46	-0.319263	-2.9261	0.002207
47	-0.32754	-3.002	0.001766
48	-0.337692	-3.095	0.001337
49	-0.349358	-3.2019	0.000964
50	-0.361602	-3.3141	0.000679
51	-0.372566	-3.4146	0.000493
52	-0.380759	-3.4897	0.000386
53	-0.389449	-3.5694	0.000297
54	-0.392685	-3.599	0.000269
55	-0.398477	-3.6521	0.000226
56	-0.3977	-3.645	0.000231
57	-0.397795	-3.6459	0.00023
58	-0.397048	-3.639	0.000236
59	-0.396179	-3.631	0.000242
60	-0.395012	-3.6203	0.000251

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966877 & 8.8616 & 0 \tabularnewline
2 & 0.933015 & 8.5512 & 0 \tabularnewline
3 & 0.896824 & 8.2195 & 0 \tabularnewline
4 & 0.861327 & 7.8942 & 0 \tabularnewline
5 & 0.824748 & 7.5589 & 0 \tabularnewline
6 & 0.789584 & 7.2367 & 0 \tabularnewline
7 & 0.753109 & 6.9024 & 0 \tabularnewline
8 & 0.717604 & 6.577 & 0 \tabularnewline
9 & 0.682174 & 6.2522 & 0 \tabularnewline
10 & 0.648719 & 5.9456 & 0 \tabularnewline
11 & 0.613036 & 5.6186 & 0 \tabularnewline
12 & 0.577708 & 5.2948 & 0 \tabularnewline
13 & 0.537953 & 4.9304 & 2e-06 \tabularnewline
14 & 0.498621 & 4.5699 & 8e-06 \tabularnewline
15 & 0.458056 & 4.1982 & 3.3e-05 \tabularnewline
16 & 0.418871 & 3.839 & 0.000119 \tabularnewline
17 & 0.379202 & 3.4754 & 0.000405 \tabularnewline
18 & 0.3417 & 3.1317 & 0.001196 \tabularnewline
19 & 0.304347 & 2.7894 & 0.003266 \tabularnewline
20 & 0.271892 & 2.4919 & 0.007335 \tabularnewline
21 & 0.241224 & 2.2109 & 0.014882 \tabularnewline
22 & 0.213458 & 1.9564 & 0.026872 \tabularnewline
23 & 0.184522 & 1.6912 & 0.047256 \tabularnewline
24 & 0.154858 & 1.4193 & 0.079756 \tabularnewline
25 & 0.121268 & 1.1114 & 0.134776 \tabularnewline
26 & 0.089162 & 0.8172 & 0.208068 \tabularnewline
27 & 0.056765 & 0.5203 & 0.302125 \tabularnewline
28 & 0.026626 & 0.244 & 0.403902 \tabularnewline
29 & -0.002738 & -0.0251 & 0.490021 \tabularnewline
30 & -0.025213 & -0.2311 & 0.408908 \tabularnewline
31 & -0.050166 & -0.4598 & 0.323432 \tabularnewline
32 & -0.069104 & -0.6334 & 0.264113 \tabularnewline
33 & -0.090448 & -0.829 & 0.204734 \tabularnewline
34 & -0.109497 & -1.0036 & 0.159236 \tabularnewline
35 & -0.128747 & -1.18 & 0.120668 \tabularnewline
36 & -0.150263 & -1.3772 & 0.086057 \tabularnewline
37 & -0.173792 & -1.5928 & 0.057477 \tabularnewline
38 & -0.197145 & -1.8069 & 0.037182 \tabularnewline
39 & -0.222328 & -2.0377 & 0.022365 \tabularnewline
40 & -0.244481 & -2.2407 & 0.013842 \tabularnewline
41 & -0.263848 & -2.4182 & 0.008879 \tabularnewline
42 & -0.27701 & -2.5388 & 0.006483 \tabularnewline
43 & -0.292841 & -2.6839 & 0.004382 \tabularnewline
44 & -0.302715 & -2.7744 & 0.003407 \tabularnewline
45 & -0.312316 & -2.8624 & 0.002653 \tabularnewline
46 & -0.319263 & -2.9261 & 0.002207 \tabularnewline
47 & -0.32754 & -3.002 & 0.001766 \tabularnewline
48 & -0.337692 & -3.095 & 0.001337 \tabularnewline
49 & -0.349358 & -3.2019 & 0.000964 \tabularnewline
50 & -0.361602 & -3.3141 & 0.000679 \tabularnewline
51 & -0.372566 & -3.4146 & 0.000493 \tabularnewline
52 & -0.380759 & -3.4897 & 0.000386 \tabularnewline
53 & -0.389449 & -3.5694 & 0.000297 \tabularnewline
54 & -0.392685 & -3.599 & 0.000269 \tabularnewline
55 & -0.398477 & -3.6521 & 0.000226 \tabularnewline
56 & -0.3977 & -3.645 & 0.000231 \tabularnewline
57 & -0.397795 & -3.6459 & 0.00023 \tabularnewline
58 & -0.397048 & -3.639 & 0.000236 \tabularnewline
59 & -0.396179 & -3.631 & 0.000242 \tabularnewline
60 & -0.395012 & -3.6203 & 0.000251 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=78336&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]0.966877[/C][C]8.8616[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.933015[/C][C]8.5512[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.896824[/C][C]8.2195[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.861327[/C][C]7.8942[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.824748[/C][C]7.5589[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.789584[/C][C]7.2367[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.753109[/C][C]6.9024[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.717604[/C][C]6.577[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.682174[/C][C]6.2522[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.648719[/C][C]5.9456[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.613036[/C][C]5.6186[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.577708[/C][C]5.2948[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.537953[/C][C]4.9304[/C][C]2e-06[/C][/ROW]
[ROW][C]14[/C][C]0.498621[/C][C]4.5699[/C][C]8e-06[/C][/ROW]
[ROW][C]15[/C][C]0.458056[/C][C]4.1982[/C][C]3.3e-05[/C][/ROW]
[ROW][C]16[/C][C]0.418871[/C][C]3.839[/C][C]0.000119[/C][/ROW]
[ROW][C]17[/C][C]0.379202[/C][C]3.4754[/C][C]0.000405[/C][/ROW]
[ROW][C]18[/C][C]0.3417[/C][C]3.1317[/C][C]0.001196[/C][/ROW]
[ROW][C]19[/C][C]0.304347[/C][C]2.7894[/C][C]0.003266[/C][/ROW]
[ROW][C]20[/C][C]0.271892[/C][C]2.4919[/C][C]0.007335[/C][/ROW]
[ROW][C]21[/C][C]0.241224[/C][C]2.2109[/C][C]0.014882[/C][/ROW]
[ROW][C]22[/C][C]0.213458[/C][C]1.9564[/C][C]0.026872[/C][/ROW]
[ROW][C]23[/C][C]0.184522[/C][C]1.6912[/C][C]0.047256[/C][/ROW]
[ROW][C]24[/C][C]0.154858[/C][C]1.4193[/C][C]0.079756[/C][/ROW]
[ROW][C]25[/C][C]0.121268[/C][C]1.1114[/C][C]0.134776[/C][/ROW]
[ROW][C]26[/C][C]0.089162[/C][C]0.8172[/C][C]0.208068[/C][/ROW]
[ROW][C]27[/C][C]0.056765[/C][C]0.5203[/C][C]0.302125[/C][/ROW]
[ROW][C]28[/C][C]0.026626[/C][C]0.244[/C][C]0.403902[/C][/ROW]
[ROW][C]29[/C][C]-0.002738[/C][C]-0.0251[/C][C]0.490021[/C][/ROW]
[ROW][C]30[/C][C]-0.025213[/C][C]-0.2311[/C][C]0.408908[/C][/ROW]
[ROW][C]31[/C][C]-0.050166[/C][C]-0.4598[/C][C]0.323432[/C][/ROW]
[ROW][C]32[/C][C]-0.069104[/C][C]-0.6334[/C][C]0.264113[/C][/ROW]
[ROW][C]33[/C][C]-0.090448[/C][C]-0.829[/C][C]0.204734[/C][/ROW]
[ROW][C]34[/C][C]-0.109497[/C][C]-1.0036[/C][C]0.159236[/C][/ROW]
[ROW][C]35[/C][C]-0.128747[/C][C]-1.18[/C][C]0.120668[/C][/ROW]
[ROW][C]36[/C][C]-0.150263[/C][C]-1.3772[/C][C]0.086057[/C][/ROW]
[ROW][C]37[/C][C]-0.173792[/C][C]-1.5928[/C][C]0.057477[/C][/ROW]
[ROW][C]38[/C][C]-0.197145[/C][C]-1.8069[/C][C]0.037182[/C][/ROW]
[ROW][C]39[/C][C]-0.222328[/C][C]-2.0377[/C][C]0.022365[/C][/ROW]
[ROW][C]40[/C][C]-0.244481[/C][C]-2.2407[/C][C]0.013842[/C][/ROW]
[ROW][C]41[/C][C]-0.263848[/C][C]-2.4182[/C][C]0.008879[/C][/ROW]
[ROW][C]42[/C][C]-0.27701[/C][C]-2.5388[/C][C]0.006483[/C][/ROW]
[ROW][C]43[/C][C]-0.292841[/C][C]-2.6839[/C][C]0.004382[/C][/ROW]
[ROW][C]44[/C][C]-0.302715[/C][C]-2.7744[/C][C]0.003407[/C][/ROW]
[ROW][C]45[/C][C]-0.312316[/C][C]-2.8624[/C][C]0.002653[/C][/ROW]
[ROW][C]46[/C][C]-0.319263[/C][C]-2.9261[/C][C]0.002207[/C][/ROW]
[ROW][C]47[/C][C]-0.32754[/C][C]-3.002[/C][C]0.001766[/C][/ROW]
[ROW][C]48[/C][C]-0.337692[/C][C]-3.095[/C][C]0.001337[/C][/ROW]
[ROW][C]49[/C][C]-0.349358[/C][C]-3.2019[/C][C]0.000964[/C][/ROW]
[ROW][C]50[/C][C]-0.361602[/C][C]-3.3141[/C][C]0.000679[/C][/ROW]
[ROW][C]51[/C][C]-0.372566[/C][C]-3.4146[/C][C]0.000493[/C][/ROW]
[ROW][C]52[/C][C]-0.380759[/C][C]-3.4897[/C][C]0.000386[/C][/ROW]
[ROW][C]53[/C][C]-0.389449[/C][C]-3.5694[/C][C]0.000297[/C][/ROW]
[ROW][C]54[/C][C]-0.392685[/C][C]-3.599[/C][C]0.000269[/C][/ROW]
[ROW][C]55[/C][C]-0.398477[/C][C]-3.6521[/C][C]0.000226[/C][/ROW]
[ROW][C]56[/C][C]-0.3977[/C][C]-3.645[/C][C]0.000231[/C][/ROW]
[ROW][C]57[/C][C]-0.397795[/C][C]-3.6459[/C][C]0.00023[/C][/ROW]
[ROW][C]58[/C][C]-0.397048[/C][C]-3.639[/C][C]0.000236[/C][/ROW]
[ROW][C]59[/C][C]-0.396179[/C][C]-3.631[/C][C]0.000242[/C][/ROW]
[ROW][C]60[/C][C]-0.395012[/C][C]-3.6203[/C][C]0.000251[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=78336&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=78336&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	0.966877	8.8616	0
2	0.933015	8.5512	0
3	0.896824	8.2195	0
4	0.861327	7.8942	0
5	0.824748	7.5589	0
6	0.789584	7.2367	0
7	0.753109	6.9024	0
8	0.717604	6.577	0
9	0.682174	6.2522	0
10	0.648719	5.9456	0
11	0.613036	5.6186	0
12	0.577708	5.2948	0
13	0.537953	4.9304	2e-06
14	0.498621	4.5699	8e-06
15	0.458056	4.1982	3.3e-05
16	0.418871	3.839	0.000119
17	0.379202	3.4754	0.000405
18	0.3417	3.1317	0.001196
19	0.304347	2.7894	0.003266
20	0.271892	2.4919	0.007335
21	0.241224	2.2109	0.014882
22	0.213458	1.9564	0.026872
23	0.184522	1.6912	0.047256
24	0.154858	1.4193	0.079756
25	0.121268	1.1114	0.134776
26	0.089162	0.8172	0.208068
27	0.056765	0.5203	0.302125
28	0.026626	0.244	0.403902
29	-0.002738	-0.0251	0.490021
30	-0.025213	-0.2311	0.408908
31	-0.050166	-0.4598	0.323432
32	-0.069104	-0.6334	0.264113
33	-0.090448	-0.829	0.204734
34	-0.109497	-1.0036	0.159236
35	-0.128747	-1.18	0.120668
36	-0.150263	-1.3772	0.086057
37	-0.173792	-1.5928	0.057477
38	-0.197145	-1.8069	0.037182
39	-0.222328	-2.0377	0.022365
40	-0.244481	-2.2407	0.013842
41	-0.263848	-2.4182	0.008879
42	-0.27701	-2.5388	0.006483
43	-0.292841	-2.6839	0.004382
44	-0.302715	-2.7744	0.003407
45	-0.312316	-2.8624	0.002653
46	-0.319263	-2.9261	0.002207
47	-0.32754	-3.002	0.001766
48	-0.337692	-3.095	0.001337
49	-0.349358	-3.2019	0.000964
50	-0.361602	-3.3141	0.000679
51	-0.372566	-3.4146	0.000493
52	-0.380759	-3.4897	0.000386
53	-0.389449	-3.5694	0.000297
54	-0.392685	-3.599	0.000269
55	-0.398477	-3.6521	0.000226
56	-0.3977	-3.645	0.000231
57	-0.397795	-3.6459	0.00023
58	-0.397048	-3.639	0.000236
59	-0.396179	-3.631	0.000242
60	-0.395012	-3.6203	0.000251

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.966877	8.8616	0
2	-0.028169	-0.2582	0.398453
3	-0.053175	-0.4874	0.313636
4	-0.007696	-0.0705	0.471967
5	-0.034726	-0.3183	0.375535
6	0.001335	0.0122	0.495133
7	-0.0391	-0.3584	0.360487
8	-0.007206	-0.066	0.473749
9	-0.017803	-0.1632	0.435391
10	0.007394	0.0678	0.473067
11	-0.054182	-0.4966	0.310388
12	-0.01903	-0.1744	0.430981
13	-0.087432	-0.8013	0.212601
14	-0.020144	-0.1846	0.426987
15	-0.039226	-0.3595	0.360057
16	-0.010134	-0.0929	0.463111
17	-0.030631	-0.2807	0.3898
18	0.000123	0.0011	0.499552
19	-0.021977	-0.2014	0.420429
20	0.041289	0.3784	0.353038
21	0.003261	0.0299	0.488113
22	0.009748	0.0893	0.46451
23	-0.037473	-0.3434	0.366059
24	-0.04246	-0.3892	0.349075
25	-0.077875	-0.7137	0.238684
26	-0.009449	-0.0866	0.465598
27	-0.025638	-0.235	0.407401
28	-0.001238	-0.0113	0.495488
29	-0.010344	-0.0948	0.462347
30	0.068715	0.6298	0.265273
31	-0.063474	-0.5817	0.281148
32	0.048564	0.4451	0.328697
33	-0.064043	-0.587	0.2794
34	-0.005156	-0.0473	0.481212
35	-0.016818	-0.1541	0.438934
36	-0.070766	-0.6486	0.25919
37	-0.041581	-0.3811	0.352045
38	-0.031887	-0.2923	0.385407
39	-0.046123	-0.4227	0.336788
40	0.007051	0.0646	0.474312
41	0.022892	0.2098	0.417161
42	0.045984	0.4214	0.337253
43	-0.064576	-0.5918	0.277771
44	0.039771	0.3645	0.358198
45	-0.017638	-0.1617	0.435983
46	0.002288	0.021	0.49166
47	-0.032208	-0.2952	0.38429
48	-0.058069	-0.5322	0.297993
49	-0.020132	-0.1845	0.42703
50	-0.041026	-0.376	0.353927
51	0.01103	0.1011	0.459859
52	-0.001926	-0.0176	0.49298
53	-0.03348	-0.3069	0.379858
54	0.035796	0.3281	0.371836
55	-0.062215	-0.5702	0.285028
56	0.053257	0.4881	0.313372
57	-0.034432	-0.3156	0.376555
58	-0.027903	-0.2557	0.399391
59	0.004535	0.0416	0.483472
60	-0.020265	-0.1857	0.426553

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966877 & 8.8616 & 0 \tabularnewline
2 & -0.028169 & -0.2582 & 0.398453 \tabularnewline
3 & -0.053175 & -0.4874 & 0.313636 \tabularnewline
4 & -0.007696 & -0.0705 & 0.471967 \tabularnewline
5 & -0.034726 & -0.3183 & 0.375535 \tabularnewline
6 & 0.001335 & 0.0122 & 0.495133 \tabularnewline
7 & -0.0391 & -0.3584 & 0.360487 \tabularnewline
8 & -0.007206 & -0.066 & 0.473749 \tabularnewline
9 & -0.017803 & -0.1632 & 0.435391 \tabularnewline
10 & 0.007394 & 0.0678 & 0.473067 \tabularnewline
11 & -0.054182 & -0.4966 & 0.310388 \tabularnewline
12 & -0.01903 & -0.1744 & 0.430981 \tabularnewline
13 & -0.087432 & -0.8013 & 0.212601 \tabularnewline
14 & -0.020144 & -0.1846 & 0.426987 \tabularnewline
15 & -0.039226 & -0.3595 & 0.360057 \tabularnewline
16 & -0.010134 & -0.0929 & 0.463111 \tabularnewline
17 & -0.030631 & -0.2807 & 0.3898 \tabularnewline
18 & 0.000123 & 0.0011 & 0.499552 \tabularnewline
19 & -0.021977 & -0.2014 & 0.420429 \tabularnewline
20 & 0.041289 & 0.3784 & 0.353038 \tabularnewline
21 & 0.003261 & 0.0299 & 0.488113 \tabularnewline
22 & 0.009748 & 0.0893 & 0.46451 \tabularnewline
23 & -0.037473 & -0.3434 & 0.366059 \tabularnewline
24 & -0.04246 & -0.3892 & 0.349075 \tabularnewline
25 & -0.077875 & -0.7137 & 0.238684 \tabularnewline
26 & -0.009449 & -0.0866 & 0.465598 \tabularnewline
27 & -0.025638 & -0.235 & 0.407401 \tabularnewline
28 & -0.001238 & -0.0113 & 0.495488 \tabularnewline
29 & -0.010344 & -0.0948 & 0.462347 \tabularnewline
30 & 0.068715 & 0.6298 & 0.265273 \tabularnewline
31 & -0.063474 & -0.5817 & 0.281148 \tabularnewline
32 & 0.048564 & 0.4451 & 0.328697 \tabularnewline
33 & -0.064043 & -0.587 & 0.2794 \tabularnewline
34 & -0.005156 & -0.0473 & 0.481212 \tabularnewline
35 & -0.016818 & -0.1541 & 0.438934 \tabularnewline
36 & -0.070766 & -0.6486 & 0.25919 \tabularnewline
37 & -0.041581 & -0.3811 & 0.352045 \tabularnewline
38 & -0.031887 & -0.2923 & 0.385407 \tabularnewline
39 & -0.046123 & -0.4227 & 0.336788 \tabularnewline
40 & 0.007051 & 0.0646 & 0.474312 \tabularnewline
41 & 0.022892 & 0.2098 & 0.417161 \tabularnewline
42 & 0.045984 & 0.4214 & 0.337253 \tabularnewline
43 & -0.064576 & -0.5918 & 0.277771 \tabularnewline
44 & 0.039771 & 0.3645 & 0.358198 \tabularnewline
45 & -0.017638 & -0.1617 & 0.435983 \tabularnewline
46 & 0.002288 & 0.021 & 0.49166 \tabularnewline
47 & -0.032208 & -0.2952 & 0.38429 \tabularnewline
48 & -0.058069 & -0.5322 & 0.297993 \tabularnewline
49 & -0.020132 & -0.1845 & 0.42703 \tabularnewline
50 & -0.041026 & -0.376 & 0.353927 \tabularnewline
51 & 0.01103 & 0.1011 & 0.459859 \tabularnewline
52 & -0.001926 & -0.0176 & 0.49298 \tabularnewline
53 & -0.03348 & -0.3069 & 0.379858 \tabularnewline
54 & 0.035796 & 0.3281 & 0.371836 \tabularnewline
55 & -0.062215 & -0.5702 & 0.285028 \tabularnewline
56 & 0.053257 & 0.4881 & 0.313372 \tabularnewline
57 & -0.034432 & -0.3156 & 0.376555 \tabularnewline
58 & -0.027903 & -0.2557 & 0.399391 \tabularnewline
59 & 0.004535 & 0.0416 & 0.483472 \tabularnewline
60 & -0.020265 & -0.1857 & 0.426553 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=78336&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]0.966877[/C][C]8.8616[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.028169[/C][C]-0.2582[/C][C]0.398453[/C][/ROW]
[ROW][C]3[/C][C]-0.053175[/C][C]-0.4874[/C][C]0.313636[/C][/ROW]
[ROW][C]4[/C][C]-0.007696[/C][C]-0.0705[/C][C]0.471967[/C][/ROW]
[ROW][C]5[/C][C]-0.034726[/C][C]-0.3183[/C][C]0.375535[/C][/ROW]
[ROW][C]6[/C][C]0.001335[/C][C]0.0122[/C][C]0.495133[/C][/ROW]
[ROW][C]7[/C][C]-0.0391[/C][C]-0.3584[/C][C]0.360487[/C][/ROW]
[ROW][C]8[/C][C]-0.007206[/C][C]-0.066[/C][C]0.473749[/C][/ROW]
[ROW][C]9[/C][C]-0.017803[/C][C]-0.1632[/C][C]0.435391[/C][/ROW]
[ROW][C]10[/C][C]0.007394[/C][C]0.0678[/C][C]0.473067[/C][/ROW]
[ROW][C]11[/C][C]-0.054182[/C][C]-0.4966[/C][C]0.310388[/C][/ROW]
[ROW][C]12[/C][C]-0.01903[/C][C]-0.1744[/C][C]0.430981[/C][/ROW]
[ROW][C]13[/C][C]-0.087432[/C][C]-0.8013[/C][C]0.212601[/C][/ROW]
[ROW][C]14[/C][C]-0.020144[/C][C]-0.1846[/C][C]0.426987[/C][/ROW]
[ROW][C]15[/C][C]-0.039226[/C][C]-0.3595[/C][C]0.360057[/C][/ROW]
[ROW][C]16[/C][C]-0.010134[/C][C]-0.0929[/C][C]0.463111[/C][/ROW]
[ROW][C]17[/C][C]-0.030631[/C][C]-0.2807[/C][C]0.3898[/C][/ROW]
[ROW][C]18[/C][C]0.000123[/C][C]0.0011[/C][C]0.499552[/C][/ROW]
[ROW][C]19[/C][C]-0.021977[/C][C]-0.2014[/C][C]0.420429[/C][/ROW]
[ROW][C]20[/C][C]0.041289[/C][C]0.3784[/C][C]0.353038[/C][/ROW]
[ROW][C]21[/C][C]0.003261[/C][C]0.0299[/C][C]0.488113[/C][/ROW]
[ROW][C]22[/C][C]0.009748[/C][C]0.0893[/C][C]0.46451[/C][/ROW]
[ROW][C]23[/C][C]-0.037473[/C][C]-0.3434[/C][C]0.366059[/C][/ROW]
[ROW][C]24[/C][C]-0.04246[/C][C]-0.3892[/C][C]0.349075[/C][/ROW]
[ROW][C]25[/C][C]-0.077875[/C][C]-0.7137[/C][C]0.238684[/C][/ROW]
[ROW][C]26[/C][C]-0.009449[/C][C]-0.0866[/C][C]0.465598[/C][/ROW]
[ROW][C]27[/C][C]-0.025638[/C][C]-0.235[/C][C]0.407401[/C][/ROW]
[ROW][C]28[/C][C]-0.001238[/C][C]-0.0113[/C][C]0.495488[/C][/ROW]
[ROW][C]29[/C][C]-0.010344[/C][C]-0.0948[/C][C]0.462347[/C][/ROW]
[ROW][C]30[/C][C]0.068715[/C][C]0.6298[/C][C]0.265273[/C][/ROW]
[ROW][C]31[/C][C]-0.063474[/C][C]-0.5817[/C][C]0.281148[/C][/ROW]
[ROW][C]32[/C][C]0.048564[/C][C]0.4451[/C][C]0.328697[/C][/ROW]
[ROW][C]33[/C][C]-0.064043[/C][C]-0.587[/C][C]0.2794[/C][/ROW]
[ROW][C]34[/C][C]-0.005156[/C][C]-0.0473[/C][C]0.481212[/C][/ROW]
[ROW][C]35[/C][C]-0.016818[/C][C]-0.1541[/C][C]0.438934[/C][/ROW]
[ROW][C]36[/C][C]-0.070766[/C][C]-0.6486[/C][C]0.25919[/C][/ROW]
[ROW][C]37[/C][C]-0.041581[/C][C]-0.3811[/C][C]0.352045[/C][/ROW]
[ROW][C]38[/C][C]-0.031887[/C][C]-0.2923[/C][C]0.385407[/C][/ROW]
[ROW][C]39[/C][C]-0.046123[/C][C]-0.4227[/C][C]0.336788[/C][/ROW]
[ROW][C]40[/C][C]0.007051[/C][C]0.0646[/C][C]0.474312[/C][/ROW]
[ROW][C]41[/C][C]0.022892[/C][C]0.2098[/C][C]0.417161[/C][/ROW]
[ROW][C]42[/C][C]0.045984[/C][C]0.4214[/C][C]0.337253[/C][/ROW]
[ROW][C]43[/C][C]-0.064576[/C][C]-0.5918[/C][C]0.277771[/C][/ROW]
[ROW][C]44[/C][C]0.039771[/C][C]0.3645[/C][C]0.358198[/C][/ROW]
[ROW][C]45[/C][C]-0.017638[/C][C]-0.1617[/C][C]0.435983[/C][/ROW]
[ROW][C]46[/C][C]0.002288[/C][C]0.021[/C][C]0.49166[/C][/ROW]
[ROW][C]47[/C][C]-0.032208[/C][C]-0.2952[/C][C]0.38429[/C][/ROW]
[ROW][C]48[/C][C]-0.058069[/C][C]-0.5322[/C][C]0.297993[/C][/ROW]
[ROW][C]49[/C][C]-0.020132[/C][C]-0.1845[/C][C]0.42703[/C][/ROW]
[ROW][C]50[/C][C]-0.041026[/C][C]-0.376[/C][C]0.353927[/C][/ROW]
[ROW][C]51[/C][C]0.01103[/C][C]0.1011[/C][C]0.459859[/C][/ROW]
[ROW][C]52[/C][C]-0.001926[/C][C]-0.0176[/C][C]0.49298[/C][/ROW]
[ROW][C]53[/C][C]-0.03348[/C][C]-0.3069[/C][C]0.379858[/C][/ROW]
[ROW][C]54[/C][C]0.035796[/C][C]0.3281[/C][C]0.371836[/C][/ROW]
[ROW][C]55[/C][C]-0.062215[/C][C]-0.5702[/C][C]0.285028[/C][/ROW]
[ROW][C]56[/C][C]0.053257[/C][C]0.4881[/C][C]0.313372[/C][/ROW]
[ROW][C]57[/C][C]-0.034432[/C][C]-0.3156[/C][C]0.376555[/C][/ROW]
[ROW][C]58[/C][C]-0.027903[/C][C]-0.2557[/C][C]0.399391[/C][/ROW]
[ROW][C]59[/C][C]0.004535[/C][C]0.0416[/C][C]0.483472[/C][/ROW]
[ROW][C]60[/C][C]-0.020265[/C][C]-0.1857[/C][C]0.426553[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=78336&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=78336&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	0.966877	8.8616	0
2	-0.028169	-0.2582	0.398453
3	-0.053175	-0.4874	0.313636
4	-0.007696	-0.0705	0.471967
5	-0.034726	-0.3183	0.375535
6	0.001335	0.0122	0.495133
7	-0.0391	-0.3584	0.360487
8	-0.007206	-0.066	0.473749
9	-0.017803	-0.1632	0.435391
10	0.007394	0.0678	0.473067
11	-0.054182	-0.4966	0.310388
12	-0.01903	-0.1744	0.430981
13	-0.087432	-0.8013	0.212601
14	-0.020144	-0.1846	0.426987
15	-0.039226	-0.3595	0.360057
16	-0.010134	-0.0929	0.463111
17	-0.030631	-0.2807	0.3898
18	0.000123	0.0011	0.499552
19	-0.021977	-0.2014	0.420429
20	0.041289	0.3784	0.353038
21	0.003261	0.0299	0.488113
22	0.009748	0.0893	0.46451
23	-0.037473	-0.3434	0.366059
24	-0.04246	-0.3892	0.349075
25	-0.077875	-0.7137	0.238684
26	-0.009449	-0.0866	0.465598
27	-0.025638	-0.235	0.407401
28	-0.001238	-0.0113	0.495488
29	-0.010344	-0.0948	0.462347
30	0.068715	0.6298	0.265273
31	-0.063474	-0.5817	0.281148
32	0.048564	0.4451	0.328697
33	-0.064043	-0.587	0.2794
34	-0.005156	-0.0473	0.481212
35	-0.016818	-0.1541	0.438934
36	-0.070766	-0.6486	0.25919
37	-0.041581	-0.3811	0.352045
38	-0.031887	-0.2923	0.385407
39	-0.046123	-0.4227	0.336788
40	0.007051	0.0646	0.474312
41	0.022892	0.2098	0.417161
42	0.045984	0.4214	0.337253
43	-0.064576	-0.5918	0.277771
44	0.039771	0.3645	0.358198
45	-0.017638	-0.1617	0.435983
46	0.002288	0.021	0.49166
47	-0.032208	-0.2952	0.38429
48	-0.058069	-0.5322	0.297993
49	-0.020132	-0.1845	0.42703
50	-0.041026	-0.376	0.353927
51	0.01103	0.1011	0.459859
52	-0.001926	-0.0176	0.49298
53	-0.03348	-0.3069	0.379858
54	0.035796	0.3281	0.371836
55	-0.062215	-0.5702	0.285028
56	0.053257	0.4881	0.313372
57	-0.034432	-0.3156	0.376555
58	-0.027903	-0.2557	0.399391
59	0.004535	0.0416	0.483472
60	-0.020265	-0.1857	0.426553

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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