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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 13:06:26 -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/2007/Nov/29/t11963662326hi3cqxqr1a0ure.htm/, Retrieved Thu, 04 Jun 2026 16:29:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7593, Retrieved Thu, 04 Jun 2026 16:29:30 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

492

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

-       [(Partial) Autocorrelation Function] [Meel, griesmeel e...] [2007-11-29 20:06:26] [5a8e7c1f041681f87e3014e302618e0c] [Current]

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Dataseries X:

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Histogram

Boxplots

0,51
0,51
0,51
0,51
0,52
0,52
0,52
0,53
0,53
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,52
0,53
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0,53
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,54
0,53
0,53
0,53
0,53
0,53
0,54
0,55
0,55
0,55
0,55
0,55
0,55
0,55
0,55
0,56
0,56
0,56
0,56
0,56
0,55
0,56
0,55
0,55
0,56
0,55
0,55
0,55
0,55

Summary of compuational 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 compuational 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=7593&T=0

[TABLE]
[ROW][C]Summary of compuational 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=7593&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7593&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 compuational 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
0	1	7.6811	0
1	-0.165767	-1.2733	0.896044
2	-0.093262	-0.7164	0.761703
3	0.270601	2.0785	0.02101
4	-0.166771	-1.281	0.897396
5	-0.162168	-1.2456	0.891089
6	-0.016824	-0.1292	0.55119
7	-0.089998	-0.6913	0.753952
8	0.060285	0.4631	0.322514
9	0.122913	0.9441	0.174482
10	-0.24162	-1.8559	0.965769
11	-0.023436	-0.18	0.571121
12	0.049069	0.3769	0.353798
13	-0.242624	-1.8636	0.966324
14	-0.092341	-0.7093	0.75953
15	0.198682	1.5261	0.066164
16	-0.020172	-0.1549	0.561302
17	0.052333	0.402	0.344576
18	0.124838	0.9589	0.170762
19	0.056602	0.4348	0.332659
20	-0.089412	-0.6868	0.752546
21	0.055932	0.4296	0.334517
22	-0.007366	-0.0566	0.522463
23	-0.002762	-0.0212	0.508428
24	0.142582	1.0952	0.138941
25	-0.076271	-0.5859	0.719895
26	-0.003766	-0.0289	0.511491
27	0.068738	0.528	0.299744
28	-0.155053	-1.191	0.880786
29	-0.155388	-1.1936	0.881286
30	0.135635	1.0418	0.15087
31	-0.010379	-0.0797	0.531635
32	-0.088491	-0.6797	0.750328
33	0.202532	1.5557	0.062567
34	-0.089161	-0.6849	0.751942
35	-0.016656	-0.1279	0.550684
36	0.055849	0.429	0.33475
37	-0.158067	-1.2141	0.885233
38	-0.002846	-0.0219	0.508683
39	0.069659	0.5351	0.29731
40	-0.003515	-0.027	0.510725
41	0.001088	0.0084	0.49668
42	0.146432	1.1248	0.132621
43	-0.072421	-0.5563	0.709937
44	8.4e-05	6e-04	0.499745
45	0.072588	0.5576	0.289626
46	-0.141327	-1.0856	0.858953
47	0.004018	0.0309	0.487743
48	0.149362	1.1473	0.127951
49	-0.142331	-1.0933	0.860639
50	0.003013	0.0231	0.490806
51	0.065641	0.5042	0.307999
52	-0.075434	-0.5794	0.717744
53	-0.002929	-0.0225	0.508938
54	-0.003264	-0.0251	0.509959
55	0.001339	0.0103	0.495914
56	0.001004	0.0077	0.496935
57	0.00067	0.0051	0.497957
58	0.000335	0.0026	0.498978
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & -0.165767 & -1.2733 & 0.896044 \tabularnewline
2 & -0.093262 & -0.7164 & 0.761703 \tabularnewline
3 & 0.270601 & 2.0785 & 0.02101 \tabularnewline
4 & -0.166771 & -1.281 & 0.897396 \tabularnewline
5 & -0.162168 & -1.2456 & 0.891089 \tabularnewline
6 & -0.016824 & -0.1292 & 0.55119 \tabularnewline
7 & -0.089998 & -0.6913 & 0.753952 \tabularnewline
8 & 0.060285 & 0.4631 & 0.322514 \tabularnewline
9 & 0.122913 & 0.9441 & 0.174482 \tabularnewline
10 & -0.24162 & -1.8559 & 0.965769 \tabularnewline
11 & -0.023436 & -0.18 & 0.571121 \tabularnewline
12 & 0.049069 & 0.3769 & 0.353798 \tabularnewline
13 & -0.242624 & -1.8636 & 0.966324 \tabularnewline
14 & -0.092341 & -0.7093 & 0.75953 \tabularnewline
15 & 0.198682 & 1.5261 & 0.066164 \tabularnewline
16 & -0.020172 & -0.1549 & 0.561302 \tabularnewline
17 & 0.052333 & 0.402 & 0.344576 \tabularnewline
18 & 0.124838 & 0.9589 & 0.170762 \tabularnewline
19 & 0.056602 & 0.4348 & 0.332659 \tabularnewline
20 & -0.089412 & -0.6868 & 0.752546 \tabularnewline
21 & 0.055932 & 0.4296 & 0.334517 \tabularnewline
22 & -0.007366 & -0.0566 & 0.522463 \tabularnewline
23 & -0.002762 & -0.0212 & 0.508428 \tabularnewline
24 & 0.142582 & 1.0952 & 0.138941 \tabularnewline
25 & -0.076271 & -0.5859 & 0.719895 \tabularnewline
26 & -0.003766 & -0.0289 & 0.511491 \tabularnewline
27 & 0.068738 & 0.528 & 0.299744 \tabularnewline
28 & -0.155053 & -1.191 & 0.880786 \tabularnewline
29 & -0.155388 & -1.1936 & 0.881286 \tabularnewline
30 & 0.135635 & 1.0418 & 0.15087 \tabularnewline
31 & -0.010379 & -0.0797 & 0.531635 \tabularnewline
32 & -0.088491 & -0.6797 & 0.750328 \tabularnewline
33 & 0.202532 & 1.5557 & 0.062567 \tabularnewline
34 & -0.089161 & -0.6849 & 0.751942 \tabularnewline
35 & -0.016656 & -0.1279 & 0.550684 \tabularnewline
36 & 0.055849 & 0.429 & 0.33475 \tabularnewline
37 & -0.158067 & -1.2141 & 0.885233 \tabularnewline
38 & -0.002846 & -0.0219 & 0.508683 \tabularnewline
39 & 0.069659 & 0.5351 & 0.29731 \tabularnewline
40 & -0.003515 & -0.027 & 0.510725 \tabularnewline
41 & 0.001088 & 0.0084 & 0.49668 \tabularnewline
42 & 0.146432 & 1.1248 & 0.132621 \tabularnewline
43 & -0.072421 & -0.5563 & 0.709937 \tabularnewline
44 & 8.4e-05 & 6e-04 & 0.499745 \tabularnewline
45 & 0.072588 & 0.5576 & 0.289626 \tabularnewline
46 & -0.141327 & -1.0856 & 0.858953 \tabularnewline
47 & 0.004018 & 0.0309 & 0.487743 \tabularnewline
48 & 0.149362 & 1.1473 & 0.127951 \tabularnewline
49 & -0.142331 & -1.0933 & 0.860639 \tabularnewline
50 & 0.003013 & 0.0231 & 0.490806 \tabularnewline
51 & 0.065641 & 0.5042 & 0.307999 \tabularnewline
52 & -0.075434 & -0.5794 & 0.717744 \tabularnewline
53 & -0.002929 & -0.0225 & 0.508938 \tabularnewline
54 & -0.003264 & -0.0251 & 0.509959 \tabularnewline
55 & 0.001339 & 0.0103 & 0.495914 \tabularnewline
56 & 0.001004 & 0.0077 & 0.496935 \tabularnewline
57 & 0.00067 & 0.0051 & 0.497957 \tabularnewline
58 & 0.000335 & 0.0026 & 0.498978 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7593&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]0[/C][C]1[/C][C]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.165767[/C][C]-1.2733[/C][C]0.896044[/C][/ROW]
[ROW][C]2[/C][C]-0.093262[/C][C]-0.7164[/C][C]0.761703[/C][/ROW]
[ROW][C]3[/C][C]0.270601[/C][C]2.0785[/C][C]0.02101[/C][/ROW]
[ROW][C]4[/C][C]-0.166771[/C][C]-1.281[/C][C]0.897396[/C][/ROW]
[ROW][C]5[/C][C]-0.162168[/C][C]-1.2456[/C][C]0.891089[/C][/ROW]
[ROW][C]6[/C][C]-0.016824[/C][C]-0.1292[/C][C]0.55119[/C][/ROW]
[ROW][C]7[/C][C]-0.089998[/C][C]-0.6913[/C][C]0.753952[/C][/ROW]
[ROW][C]8[/C][C]0.060285[/C][C]0.4631[/C][C]0.322514[/C][/ROW]
[ROW][C]9[/C][C]0.122913[/C][C]0.9441[/C][C]0.174482[/C][/ROW]
[ROW][C]10[/C][C]-0.24162[/C][C]-1.8559[/C][C]0.965769[/C][/ROW]
[ROW][C]11[/C][C]-0.023436[/C][C]-0.18[/C][C]0.571121[/C][/ROW]
[ROW][C]12[/C][C]0.049069[/C][C]0.3769[/C][C]0.353798[/C][/ROW]
[ROW][C]13[/C][C]-0.242624[/C][C]-1.8636[/C][C]0.966324[/C][/ROW]
[ROW][C]14[/C][C]-0.092341[/C][C]-0.7093[/C][C]0.75953[/C][/ROW]
[ROW][C]15[/C][C]0.198682[/C][C]1.5261[/C][C]0.066164[/C][/ROW]
[ROW][C]16[/C][C]-0.020172[/C][C]-0.1549[/C][C]0.561302[/C][/ROW]
[ROW][C]17[/C][C]0.052333[/C][C]0.402[/C][C]0.344576[/C][/ROW]
[ROW][C]18[/C][C]0.124838[/C][C]0.9589[/C][C]0.170762[/C][/ROW]
[ROW][C]19[/C][C]0.056602[/C][C]0.4348[/C][C]0.332659[/C][/ROW]
[ROW][C]20[/C][C]-0.089412[/C][C]-0.6868[/C][C]0.752546[/C][/ROW]
[ROW][C]21[/C][C]0.055932[/C][C]0.4296[/C][C]0.334517[/C][/ROW]
[ROW][C]22[/C][C]-0.007366[/C][C]-0.0566[/C][C]0.522463[/C][/ROW]
[ROW][C]23[/C][C]-0.002762[/C][C]-0.0212[/C][C]0.508428[/C][/ROW]
[ROW][C]24[/C][C]0.142582[/C][C]1.0952[/C][C]0.138941[/C][/ROW]
[ROW][C]25[/C][C]-0.076271[/C][C]-0.5859[/C][C]0.719895[/C][/ROW]
[ROW][C]26[/C][C]-0.003766[/C][C]-0.0289[/C][C]0.511491[/C][/ROW]
[ROW][C]27[/C][C]0.068738[/C][C]0.528[/C][C]0.299744[/C][/ROW]
[ROW][C]28[/C][C]-0.155053[/C][C]-1.191[/C][C]0.880786[/C][/ROW]
[ROW][C]29[/C][C]-0.155388[/C][C]-1.1936[/C][C]0.881286[/C][/ROW]
[ROW][C]30[/C][C]0.135635[/C][C]1.0418[/C][C]0.15087[/C][/ROW]
[ROW][C]31[/C][C]-0.010379[/C][C]-0.0797[/C][C]0.531635[/C][/ROW]
[ROW][C]32[/C][C]-0.088491[/C][C]-0.6797[/C][C]0.750328[/C][/ROW]
[ROW][C]33[/C][C]0.202532[/C][C]1.5557[/C][C]0.062567[/C][/ROW]
[ROW][C]34[/C][C]-0.089161[/C][C]-0.6849[/C][C]0.751942[/C][/ROW]
[ROW][C]35[/C][C]-0.016656[/C][C]-0.1279[/C][C]0.550684[/C][/ROW]
[ROW][C]36[/C][C]0.055849[/C][C]0.429[/C][C]0.33475[/C][/ROW]
[ROW][C]37[/C][C]-0.158067[/C][C]-1.2141[/C][C]0.885233[/C][/ROW]
[ROW][C]38[/C][C]-0.002846[/C][C]-0.0219[/C][C]0.508683[/C][/ROW]
[ROW][C]39[/C][C]0.069659[/C][C]0.5351[/C][C]0.29731[/C][/ROW]
[ROW][C]40[/C][C]-0.003515[/C][C]-0.027[/C][C]0.510725[/C][/ROW]
[ROW][C]41[/C][C]0.001088[/C][C]0.0084[/C][C]0.49668[/C][/ROW]
[ROW][C]42[/C][C]0.146432[/C][C]1.1248[/C][C]0.132621[/C][/ROW]
[ROW][C]43[/C][C]-0.072421[/C][C]-0.5563[/C][C]0.709937[/C][/ROW]
[ROW][C]44[/C][C]8.4e-05[/C][C]6e-04[/C][C]0.499745[/C][/ROW]
[ROW][C]45[/C][C]0.072588[/C][C]0.5576[/C][C]0.289626[/C][/ROW]
[ROW][C]46[/C][C]-0.141327[/C][C]-1.0856[/C][C]0.858953[/C][/ROW]
[ROW][C]47[/C][C]0.004018[/C][C]0.0309[/C][C]0.487743[/C][/ROW]
[ROW][C]48[/C][C]0.149362[/C][C]1.1473[/C][C]0.127951[/C][/ROW]
[ROW][C]49[/C][C]-0.142331[/C][C]-1.0933[/C][C]0.860639[/C][/ROW]
[ROW][C]50[/C][C]0.003013[/C][C]0.0231[/C][C]0.490806[/C][/ROW]
[ROW][C]51[/C][C]0.065641[/C][C]0.5042[/C][C]0.307999[/C][/ROW]
[ROW][C]52[/C][C]-0.075434[/C][C]-0.5794[/C][C]0.717744[/C][/ROW]
[ROW][C]53[/C][C]-0.002929[/C][C]-0.0225[/C][C]0.508938[/C][/ROW]
[ROW][C]54[/C][C]-0.003264[/C][C]-0.0251[/C][C]0.509959[/C][/ROW]
[ROW][C]55[/C][C]0.001339[/C][C]0.0103[/C][C]0.495914[/C][/ROW]
[ROW][C]56[/C][C]0.001004[/C][C]0.0077[/C][C]0.496935[/C][/ROW]
[ROW][C]57[/C][C]0.00067[/C][C]0.0051[/C][C]0.497957[/C][/ROW]
[ROW][C]58[/C][C]0.000335[/C][C]0.0026[/C][C]0.498978[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7593&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7593&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
0	1	7.6811	0
1	-0.165767	-1.2733	0.896044
2	-0.093262	-0.7164	0.761703
3	0.270601	2.0785	0.02101
4	-0.166771	-1.281	0.897396
5	-0.162168	-1.2456	0.891089
6	-0.016824	-0.1292	0.55119
7	-0.089998	-0.6913	0.753952
8	0.060285	0.4631	0.322514
9	0.122913	0.9441	0.174482
10	-0.24162	-1.8559	0.965769
11	-0.023436	-0.18	0.571121
12	0.049069	0.3769	0.353798
13	-0.242624	-1.8636	0.966324
14	-0.092341	-0.7093	0.75953
15	0.198682	1.5261	0.066164
16	-0.020172	-0.1549	0.561302
17	0.052333	0.402	0.344576
18	0.124838	0.9589	0.170762
19	0.056602	0.4348	0.332659
20	-0.089412	-0.6868	0.752546
21	0.055932	0.4296	0.334517
22	-0.007366	-0.0566	0.522463
23	-0.002762	-0.0212	0.508428
24	0.142582	1.0952	0.138941
25	-0.076271	-0.5859	0.719895
26	-0.003766	-0.0289	0.511491
27	0.068738	0.528	0.299744
28	-0.155053	-1.191	0.880786
29	-0.155388	-1.1936	0.881286
30	0.135635	1.0418	0.15087
31	-0.010379	-0.0797	0.531635
32	-0.088491	-0.6797	0.750328
33	0.202532	1.5557	0.062567
34	-0.089161	-0.6849	0.751942
35	-0.016656	-0.1279	0.550684
36	0.055849	0.429	0.33475
37	-0.158067	-1.2141	0.885233
38	-0.002846	-0.0219	0.508683
39	0.069659	0.5351	0.29731
40	-0.003515	-0.027	0.510725
41	0.001088	0.0084	0.49668
42	0.146432	1.1248	0.132621
43	-0.072421	-0.5563	0.709937
44	8.4e-05	6e-04	0.499745
45	0.072588	0.5576	0.289626
46	-0.141327	-1.0856	0.858953
47	0.004018	0.0309	0.487743
48	0.149362	1.1473	0.127951
49	-0.142331	-1.0933	0.860639
50	0.003013	0.0231	0.490806
51	0.065641	0.5042	0.307999
52	-0.075434	-0.5794	0.717744
53	-0.002929	-0.0225	0.508938
54	-0.003264	-0.0251	0.509959
55	0.001339	0.0103	0.495914
56	0.001004	0.0077	0.496935
57	0.00067	0.0051	0.497957
58	0.000335	0.0026	0.498978
59	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.165767	-1.2733	0.896044
1	-0.124152	-0.9536	0.82792
2	0.242959	1.8662	0.033493
3	-0.101652	-0.7808	0.780981
4	-0.175232	-1.346	0.908271
5	-0.169956	-1.3055	0.901597
6	-0.087834	-0.6747	0.748738
7	0.102313	0.7859	0.21754
8	0.165292	1.2696	0.1046
9	-0.255521	-1.9627	0.972799
10	-0.253743	-1.949	0.971975
11	-0.127379	-0.9784	0.834068
12	-0.101826	-0.7821	0.78137
13	-0.129026	-0.9911	0.837149
14	0.071437	0.5487	0.292635
15	-0.015338	-0.1178	0.546691
16	-0.032984	-0.2534	0.599564
17	-0.059479	-0.4569	0.675277
18	0.091603	0.7036	0.24222
19	-0.133179	-1.023	0.844751
20	0.02403	0.1846	0.427097
21	0.045506	0.3495	0.363965
22	0.043012	0.3304	0.371142
23	0.05312	0.408	0.342368
24	-0.038679	-0.2971	0.616281
25	-0.07926	-0.6088	0.727505
26	-0.010664	-0.0819	0.532503
27	-0.006077	-0.0467	0.518536
28	-0.060546	-0.4651	0.678201
29	0.057934	0.445	0.328975
30	0.119297	0.9163	0.181611
31	-0.019193	-0.1474	0.558351
32	0.085807	0.6591	0.2562
33	-0.128733	-0.9888	0.836605
34	0.020455	0.1571	0.437844
35	0.019086	0.1466	0.441971
36	0.02255	0.1732	0.431538
37	-0.074382	-0.5713	0.715031
38	-0.111882	-0.8594	0.803197
39	0.02801	0.2151	0.415197
40	-0.008595	-0.066	0.526207
41	0.066587	0.5115	0.305468
42	-0.029138	-0.2238	0.588162
43	0.042953	0.3299	0.371313
44	0.049078	0.377	0.353774
45	-0.041804	-0.3211	0.625366
46	-0.036382	-0.2795	0.609563
47	0.05979	0.4593	0.323868
48	-0.079603	-0.6114	0.728371
49	-0.059847	-0.4597	0.676288
50	-0.051232	-0.3935	0.652324
51	0.008914	0.0685	0.472822
52	0.061606	0.4732	0.318907
53	-0.021676	-0.1665	0.565832
54	0.025676	0.1972	0.422165
55	-0.044306	-0.3403	0.632589
56	-0.115031	-0.8836	0.809743
57	0.112346	0.8629	0.195831
58	NA	NA	NA
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.165767 & -1.2733 & 0.896044 \tabularnewline
1 & -0.124152 & -0.9536 & 0.82792 \tabularnewline
2 & 0.242959 & 1.8662 & 0.033493 \tabularnewline
3 & -0.101652 & -0.7808 & 0.780981 \tabularnewline
4 & -0.175232 & -1.346 & 0.908271 \tabularnewline
5 & -0.169956 & -1.3055 & 0.901597 \tabularnewline
6 & -0.087834 & -0.6747 & 0.748738 \tabularnewline
7 & 0.102313 & 0.7859 & 0.21754 \tabularnewline
8 & 0.165292 & 1.2696 & 0.1046 \tabularnewline
9 & -0.255521 & -1.9627 & 0.972799 \tabularnewline
10 & -0.253743 & -1.949 & 0.971975 \tabularnewline
11 & -0.127379 & -0.9784 & 0.834068 \tabularnewline
12 & -0.101826 & -0.7821 & 0.78137 \tabularnewline
13 & -0.129026 & -0.9911 & 0.837149 \tabularnewline
14 & 0.071437 & 0.5487 & 0.292635 \tabularnewline
15 & -0.015338 & -0.1178 & 0.546691 \tabularnewline
16 & -0.032984 & -0.2534 & 0.599564 \tabularnewline
17 & -0.059479 & -0.4569 & 0.675277 \tabularnewline
18 & 0.091603 & 0.7036 & 0.24222 \tabularnewline
19 & -0.133179 & -1.023 & 0.844751 \tabularnewline
20 & 0.02403 & 0.1846 & 0.427097 \tabularnewline
21 & 0.045506 & 0.3495 & 0.363965 \tabularnewline
22 & 0.043012 & 0.3304 & 0.371142 \tabularnewline
23 & 0.05312 & 0.408 & 0.342368 \tabularnewline
24 & -0.038679 & -0.2971 & 0.616281 \tabularnewline
25 & -0.07926 & -0.6088 & 0.727505 \tabularnewline
26 & -0.010664 & -0.0819 & 0.532503 \tabularnewline
27 & -0.006077 & -0.0467 & 0.518536 \tabularnewline
28 & -0.060546 & -0.4651 & 0.678201 \tabularnewline
29 & 0.057934 & 0.445 & 0.328975 \tabularnewline
30 & 0.119297 & 0.9163 & 0.181611 \tabularnewline
31 & -0.019193 & -0.1474 & 0.558351 \tabularnewline
32 & 0.085807 & 0.6591 & 0.2562 \tabularnewline
33 & -0.128733 & -0.9888 & 0.836605 \tabularnewline
34 & 0.020455 & 0.1571 & 0.437844 \tabularnewline
35 & 0.019086 & 0.1466 & 0.441971 \tabularnewline
36 & 0.02255 & 0.1732 & 0.431538 \tabularnewline
37 & -0.074382 & -0.5713 & 0.715031 \tabularnewline
38 & -0.111882 & -0.8594 & 0.803197 \tabularnewline
39 & 0.02801 & 0.2151 & 0.415197 \tabularnewline
40 & -0.008595 & -0.066 & 0.526207 \tabularnewline
41 & 0.066587 & 0.5115 & 0.305468 \tabularnewline
42 & -0.029138 & -0.2238 & 0.588162 \tabularnewline
43 & 0.042953 & 0.3299 & 0.371313 \tabularnewline
44 & 0.049078 & 0.377 & 0.353774 \tabularnewline
45 & -0.041804 & -0.3211 & 0.625366 \tabularnewline
46 & -0.036382 & -0.2795 & 0.609563 \tabularnewline
47 & 0.05979 & 0.4593 & 0.323868 \tabularnewline
48 & -0.079603 & -0.6114 & 0.728371 \tabularnewline
49 & -0.059847 & -0.4597 & 0.676288 \tabularnewline
50 & -0.051232 & -0.3935 & 0.652324 \tabularnewline
51 & 0.008914 & 0.0685 & 0.472822 \tabularnewline
52 & 0.061606 & 0.4732 & 0.318907 \tabularnewline
53 & -0.021676 & -0.1665 & 0.565832 \tabularnewline
54 & 0.025676 & 0.1972 & 0.422165 \tabularnewline
55 & -0.044306 & -0.3403 & 0.632589 \tabularnewline
56 & -0.115031 & -0.8836 & 0.809743 \tabularnewline
57 & 0.112346 & 0.8629 & 0.195831 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7593&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]0[/C][C]-0.165767[/C][C]-1.2733[/C][C]0.896044[/C][/ROW]
[ROW][C]1[/C][C]-0.124152[/C][C]-0.9536[/C][C]0.82792[/C][/ROW]
[ROW][C]2[/C][C]0.242959[/C][C]1.8662[/C][C]0.033493[/C][/ROW]
[ROW][C]3[/C][C]-0.101652[/C][C]-0.7808[/C][C]0.780981[/C][/ROW]
[ROW][C]4[/C][C]-0.175232[/C][C]-1.346[/C][C]0.908271[/C][/ROW]
[ROW][C]5[/C][C]-0.169956[/C][C]-1.3055[/C][C]0.901597[/C][/ROW]
[ROW][C]6[/C][C]-0.087834[/C][C]-0.6747[/C][C]0.748738[/C][/ROW]
[ROW][C]7[/C][C]0.102313[/C][C]0.7859[/C][C]0.21754[/C][/ROW]
[ROW][C]8[/C][C]0.165292[/C][C]1.2696[/C][C]0.1046[/C][/ROW]
[ROW][C]9[/C][C]-0.255521[/C][C]-1.9627[/C][C]0.972799[/C][/ROW]
[ROW][C]10[/C][C]-0.253743[/C][C]-1.949[/C][C]0.971975[/C][/ROW]
[ROW][C]11[/C][C]-0.127379[/C][C]-0.9784[/C][C]0.834068[/C][/ROW]
[ROW][C]12[/C][C]-0.101826[/C][C]-0.7821[/C][C]0.78137[/C][/ROW]
[ROW][C]13[/C][C]-0.129026[/C][C]-0.9911[/C][C]0.837149[/C][/ROW]
[ROW][C]14[/C][C]0.071437[/C][C]0.5487[/C][C]0.292635[/C][/ROW]
[ROW][C]15[/C][C]-0.015338[/C][C]-0.1178[/C][C]0.546691[/C][/ROW]
[ROW][C]16[/C][C]-0.032984[/C][C]-0.2534[/C][C]0.599564[/C][/ROW]
[ROW][C]17[/C][C]-0.059479[/C][C]-0.4569[/C][C]0.675277[/C][/ROW]
[ROW][C]18[/C][C]0.091603[/C][C]0.7036[/C][C]0.24222[/C][/ROW]
[ROW][C]19[/C][C]-0.133179[/C][C]-1.023[/C][C]0.844751[/C][/ROW]
[ROW][C]20[/C][C]0.02403[/C][C]0.1846[/C][C]0.427097[/C][/ROW]
[ROW][C]21[/C][C]0.045506[/C][C]0.3495[/C][C]0.363965[/C][/ROW]
[ROW][C]22[/C][C]0.043012[/C][C]0.3304[/C][C]0.371142[/C][/ROW]
[ROW][C]23[/C][C]0.05312[/C][C]0.408[/C][C]0.342368[/C][/ROW]
[ROW][C]24[/C][C]-0.038679[/C][C]-0.2971[/C][C]0.616281[/C][/ROW]
[ROW][C]25[/C][C]-0.07926[/C][C]-0.6088[/C][C]0.727505[/C][/ROW]
[ROW][C]26[/C][C]-0.010664[/C][C]-0.0819[/C][C]0.532503[/C][/ROW]
[ROW][C]27[/C][C]-0.006077[/C][C]-0.0467[/C][C]0.518536[/C][/ROW]
[ROW][C]28[/C][C]-0.060546[/C][C]-0.4651[/C][C]0.678201[/C][/ROW]
[ROW][C]29[/C][C]0.057934[/C][C]0.445[/C][C]0.328975[/C][/ROW]
[ROW][C]30[/C][C]0.119297[/C][C]0.9163[/C][C]0.181611[/C][/ROW]
[ROW][C]31[/C][C]-0.019193[/C][C]-0.1474[/C][C]0.558351[/C][/ROW]
[ROW][C]32[/C][C]0.085807[/C][C]0.6591[/C][C]0.2562[/C][/ROW]
[ROW][C]33[/C][C]-0.128733[/C][C]-0.9888[/C][C]0.836605[/C][/ROW]
[ROW][C]34[/C][C]0.020455[/C][C]0.1571[/C][C]0.437844[/C][/ROW]
[ROW][C]35[/C][C]0.019086[/C][C]0.1466[/C][C]0.441971[/C][/ROW]
[ROW][C]36[/C][C]0.02255[/C][C]0.1732[/C][C]0.431538[/C][/ROW]
[ROW][C]37[/C][C]-0.074382[/C][C]-0.5713[/C][C]0.715031[/C][/ROW]
[ROW][C]38[/C][C]-0.111882[/C][C]-0.8594[/C][C]0.803197[/C][/ROW]
[ROW][C]39[/C][C]0.02801[/C][C]0.2151[/C][C]0.415197[/C][/ROW]
[ROW][C]40[/C][C]-0.008595[/C][C]-0.066[/C][C]0.526207[/C][/ROW]
[ROW][C]41[/C][C]0.066587[/C][C]0.5115[/C][C]0.305468[/C][/ROW]
[ROW][C]42[/C][C]-0.029138[/C][C]-0.2238[/C][C]0.588162[/C][/ROW]
[ROW][C]43[/C][C]0.042953[/C][C]0.3299[/C][C]0.371313[/C][/ROW]
[ROW][C]44[/C][C]0.049078[/C][C]0.377[/C][C]0.353774[/C][/ROW]
[ROW][C]45[/C][C]-0.041804[/C][C]-0.3211[/C][C]0.625366[/C][/ROW]
[ROW][C]46[/C][C]-0.036382[/C][C]-0.2795[/C][C]0.609563[/C][/ROW]
[ROW][C]47[/C][C]0.05979[/C][C]0.4593[/C][C]0.323868[/C][/ROW]
[ROW][C]48[/C][C]-0.079603[/C][C]-0.6114[/C][C]0.728371[/C][/ROW]
[ROW][C]49[/C][C]-0.059847[/C][C]-0.4597[/C][C]0.676288[/C][/ROW]
[ROW][C]50[/C][C]-0.051232[/C][C]-0.3935[/C][C]0.652324[/C][/ROW]
[ROW][C]51[/C][C]0.008914[/C][C]0.0685[/C][C]0.472822[/C][/ROW]
[ROW][C]52[/C][C]0.061606[/C][C]0.4732[/C][C]0.318907[/C][/ROW]
[ROW][C]53[/C][C]-0.021676[/C][C]-0.1665[/C][C]0.565832[/C][/ROW]
[ROW][C]54[/C][C]0.025676[/C][C]0.1972[/C][C]0.422165[/C][/ROW]
[ROW][C]55[/C][C]-0.044306[/C][C]-0.3403[/C][C]0.632589[/C][/ROW]
[ROW][C]56[/C][C]-0.115031[/C][C]-0.8836[/C][C]0.809743[/C][/ROW]
[ROW][C]57[/C][C]0.112346[/C][C]0.8629[/C][C]0.195831[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7593&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7593&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
0	-0.165767	-1.2733	0.896044
1	-0.124152	-0.9536	0.82792
2	0.242959	1.8662	0.033493
3	-0.101652	-0.7808	0.780981
4	-0.175232	-1.346	0.908271
5	-0.169956	-1.3055	0.901597
6	-0.087834	-0.6747	0.748738
7	0.102313	0.7859	0.21754
8	0.165292	1.2696	0.1046
9	-0.255521	-1.9627	0.972799
10	-0.253743	-1.949	0.971975
11	-0.127379	-0.9784	0.834068
12	-0.101826	-0.7821	0.78137
13	-0.129026	-0.9911	0.837149
14	0.071437	0.5487	0.292635
15	-0.015338	-0.1178	0.546691
16	-0.032984	-0.2534	0.599564
17	-0.059479	-0.4569	0.675277
18	0.091603	0.7036	0.24222
19	-0.133179	-1.023	0.844751
20	0.02403	0.1846	0.427097
21	0.045506	0.3495	0.363965
22	0.043012	0.3304	0.371142
23	0.05312	0.408	0.342368
24	-0.038679	-0.2971	0.616281
25	-0.07926	-0.6088	0.727505
26	-0.010664	-0.0819	0.532503
27	-0.006077	-0.0467	0.518536
28	-0.060546	-0.4651	0.678201
29	0.057934	0.445	0.328975
30	0.119297	0.9163	0.181611
31	-0.019193	-0.1474	0.558351
32	0.085807	0.6591	0.2562
33	-0.128733	-0.9888	0.836605
34	0.020455	0.1571	0.437844
35	0.019086	0.1466	0.441971
36	0.02255	0.1732	0.431538
37	-0.074382	-0.5713	0.715031
38	-0.111882	-0.8594	0.803197
39	0.02801	0.2151	0.415197
40	-0.008595	-0.066	0.526207
41	0.066587	0.5115	0.305468
42	-0.029138	-0.2238	0.588162
43	0.042953	0.3299	0.371313
44	0.049078	0.377	0.353774
45	-0.041804	-0.3211	0.625366
46	-0.036382	-0.2795	0.609563
47	0.05979	0.4593	0.323868
48	-0.079603	-0.6114	0.728371
49	-0.059847	-0.4597	0.676288
50	-0.051232	-0.3935	0.652324
51	0.008914	0.0685	0.472822
52	0.061606	0.4732	0.318907
53	-0.021676	-0.1665	0.565832
54	0.025676	0.1972	0.422165
55	-0.044306	-0.3403	0.632589
56	-0.115031	-0.8836	0.809743
57	0.112346	0.8629	0.195831
58	NA	NA	NA
59	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 = 1 ; par4 = 0 ; par5 = 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 1:par1) {
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(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-1,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(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