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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 13:23:11 -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/08/t122876787335dhseig6tizmca.htm/, Retrieved Thu, 20 Feb 2025 19:24:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30951, Retrieved Thu, 20 Feb 2025 19:24:24 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

224

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] [SD mean plot step 1] [2008-12-08 19:47:44] [7d3039e6253bb5fb3b26df1537d500b4]
F    D    [Standard Deviation-Mean Plot] [SD mean plot step 1] [2008-12-08 19:54:49] [7d3039e6253bb5fb3b26df1537d500b4]
- RM D      [(Partial) Autocorrelation Function] [ACF Step 2] [2008-12-08 20:08:11] [7d3039e6253bb5fb3b26df1537d500b4]
-               [(Partial) Autocorrelation Function] [ACF Step 3] [2008-12-08 20:23:11] [35348cd8592af0baf5f138bd59921307] [Current]
- RMP             [ARIMA Backward Selection] [Arima backward se...] [2008-12-15 09:51:35] [7d3039e6253bb5fb3b26df1537d500b4] 

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Dataseries X:

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Histogram

Boxplots

7.8
7.6
7.5
7.6
7.5
7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8.0
7.5
6.8
6.5
6.6
7.6
8.0
8.0
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7.0
7.1
7.2
7.1
6.9
7.0
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5
6.8
6.8
6.5
6.3
5.9
5.9
6.4
6.4

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=30951&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=30951&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30951&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	0.348149	2.8497	0.002904
2	-0.060731	-0.4971	0.310372
3	-0.318682	-2.6085	0.005602
4	-0.440418	-3.605	0.000298
5	-0.143472	-1.1744	0.122203
6	0.056012	0.4585	0.324045
7	0.080291	0.6572	0.256649
8	-0.069147	-0.566	0.286645
9	-0.081715	-0.6689	0.25294
10	-0.071406	-0.5845	0.280428
11	-0.014035	-0.1149	0.454442
12	0.278086	2.2762	0.013017
13	0.063296	0.5181	0.303048
14	0.159837	1.3083	0.097617
15	0.094487	0.7734	0.221
16	-0.075146	-0.6151	0.270287
17	-0.12596	-1.031	0.153118
18	-0.127388	-1.0427	0.150415
19	-0.020957	-0.1715	0.432157
20	-0.035432	-0.29	0.386348
21	0.049135	0.4022	0.344413
22	-0.018389	-0.1505	0.440403
23	-0.16741	-1.3703	0.087582
24	-0.018653	-0.1527	0.439555
25	-0.062228	-0.5094	0.306086
26	0.133353	1.0915	0.139472
27	0.190904	1.5626	0.061428
28	0.103839	0.85	0.199187
29	0.07191	0.5886	0.279051
30	-0.031626	-0.2589	0.398263
31	-0.111959	-0.9164	0.181366
32	-0.175164	-1.4338	0.078143
33	-0.092683	-0.7586	0.225365
34	-0.074808	-0.6123	0.271195
35	0.029626	0.2425	0.404566
36	0.171979	1.4077	0.08192
37	0.019801	0.1621	0.435866
38	-0.03983	-0.326	0.372712
39	-0.081737	-0.669	0.252881
40	0.006821	0.0558	0.477822
41	0.144199	1.1803	0.121023
42	0.162163	1.3274	0.094447
43	0.022793	0.1866	0.426281
44	-0.195661	-1.6016	0.05698
45	-0.165067	-1.3511	0.090599
46	-0.120832	-0.9891	0.163098
47	0.027598	0.2259	0.410985
48	0.234647	1.9207	0.029515
49	0.103588	0.8479	0.199755
50	-0.007604	-0.0622	0.475279
51	-0.022495	-0.1841	0.427235
52	-0.05642	-0.4618	0.322855
53	-0.053915	-0.4413	0.330203
54	0.004707	0.0385	0.48469
55	-0.00652	-0.0534	0.478798
56	-0.013756	-0.1126	0.455343
57	0.043615	0.357	0.361104
58	-0.015926	-0.1304	0.448336
59	-0.008537	-0.0699	0.47225
60	0.037605	0.3078	0.379591

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.348149 & 2.8497 & 0.002904 \tabularnewline
2 & -0.060731 & -0.4971 & 0.310372 \tabularnewline
3 & -0.318682 & -2.6085 & 0.005602 \tabularnewline
4 & -0.440418 & -3.605 & 0.000298 \tabularnewline
5 & -0.143472 & -1.1744 & 0.122203 \tabularnewline
6 & 0.056012 & 0.4585 & 0.324045 \tabularnewline
7 & 0.080291 & 0.6572 & 0.256649 \tabularnewline
8 & -0.069147 & -0.566 & 0.286645 \tabularnewline
9 & -0.081715 & -0.6689 & 0.25294 \tabularnewline
10 & -0.071406 & -0.5845 & 0.280428 \tabularnewline
11 & -0.014035 & -0.1149 & 0.454442 \tabularnewline
12 & 0.278086 & 2.2762 & 0.013017 \tabularnewline
13 & 0.063296 & 0.5181 & 0.303048 \tabularnewline
14 & 0.159837 & 1.3083 & 0.097617 \tabularnewline
15 & 0.094487 & 0.7734 & 0.221 \tabularnewline
16 & -0.075146 & -0.6151 & 0.270287 \tabularnewline
17 & -0.12596 & -1.031 & 0.153118 \tabularnewline
18 & -0.127388 & -1.0427 & 0.150415 \tabularnewline
19 & -0.020957 & -0.1715 & 0.432157 \tabularnewline
20 & -0.035432 & -0.29 & 0.386348 \tabularnewline
21 & 0.049135 & 0.4022 & 0.344413 \tabularnewline
22 & -0.018389 & -0.1505 & 0.440403 \tabularnewline
23 & -0.16741 & -1.3703 & 0.087582 \tabularnewline
24 & -0.018653 & -0.1527 & 0.439555 \tabularnewline
25 & -0.062228 & -0.5094 & 0.306086 \tabularnewline
26 & 0.133353 & 1.0915 & 0.139472 \tabularnewline
27 & 0.190904 & 1.5626 & 0.061428 \tabularnewline
28 & 0.103839 & 0.85 & 0.199187 \tabularnewline
29 & 0.07191 & 0.5886 & 0.279051 \tabularnewline
30 & -0.031626 & -0.2589 & 0.398263 \tabularnewline
31 & -0.111959 & -0.9164 & 0.181366 \tabularnewline
32 & -0.175164 & -1.4338 & 0.078143 \tabularnewline
33 & -0.092683 & -0.7586 & 0.225365 \tabularnewline
34 & -0.074808 & -0.6123 & 0.271195 \tabularnewline
35 & 0.029626 & 0.2425 & 0.404566 \tabularnewline
36 & 0.171979 & 1.4077 & 0.08192 \tabularnewline
37 & 0.019801 & 0.1621 & 0.435866 \tabularnewline
38 & -0.03983 & -0.326 & 0.372712 \tabularnewline
39 & -0.081737 & -0.669 & 0.252881 \tabularnewline
40 & 0.006821 & 0.0558 & 0.477822 \tabularnewline
41 & 0.144199 & 1.1803 & 0.121023 \tabularnewline
42 & 0.162163 & 1.3274 & 0.094447 \tabularnewline
43 & 0.022793 & 0.1866 & 0.426281 \tabularnewline
44 & -0.195661 & -1.6016 & 0.05698 \tabularnewline
45 & -0.165067 & -1.3511 & 0.090599 \tabularnewline
46 & -0.120832 & -0.9891 & 0.163098 \tabularnewline
47 & 0.027598 & 0.2259 & 0.410985 \tabularnewline
48 & 0.234647 & 1.9207 & 0.029515 \tabularnewline
49 & 0.103588 & 0.8479 & 0.199755 \tabularnewline
50 & -0.007604 & -0.0622 & 0.475279 \tabularnewline
51 & -0.022495 & -0.1841 & 0.427235 \tabularnewline
52 & -0.05642 & -0.4618 & 0.322855 \tabularnewline
53 & -0.053915 & -0.4413 & 0.330203 \tabularnewline
54 & 0.004707 & 0.0385 & 0.48469 \tabularnewline
55 & -0.00652 & -0.0534 & 0.478798 \tabularnewline
56 & -0.013756 & -0.1126 & 0.455343 \tabularnewline
57 & 0.043615 & 0.357 & 0.361104 \tabularnewline
58 & -0.015926 & -0.1304 & 0.448336 \tabularnewline
59 & -0.008537 & -0.0699 & 0.47225 \tabularnewline
60 & 0.037605 & 0.3078 & 0.379591 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30951&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]0.348149[/C][C]2.8497[/C][C]0.002904[/C][/ROW]
[ROW][C]2[/C][C]-0.060731[/C][C]-0.4971[/C][C]0.310372[/C][/ROW]
[ROW][C]3[/C][C]-0.318682[/C][C]-2.6085[/C][C]0.005602[/C][/ROW]
[ROW][C]4[/C][C]-0.440418[/C][C]-3.605[/C][C]0.000298[/C][/ROW]
[ROW][C]5[/C][C]-0.143472[/C][C]-1.1744[/C][C]0.122203[/C][/ROW]
[ROW][C]6[/C][C]0.056012[/C][C]0.4585[/C][C]0.324045[/C][/ROW]
[ROW][C]7[/C][C]0.080291[/C][C]0.6572[/C][C]0.256649[/C][/ROW]
[ROW][C]8[/C][C]-0.069147[/C][C]-0.566[/C][C]0.286645[/C][/ROW]
[ROW][C]9[/C][C]-0.081715[/C][C]-0.6689[/C][C]0.25294[/C][/ROW]
[ROW][C]10[/C][C]-0.071406[/C][C]-0.5845[/C][C]0.280428[/C][/ROW]
[ROW][C]11[/C][C]-0.014035[/C][C]-0.1149[/C][C]0.454442[/C][/ROW]
[ROW][C]12[/C][C]0.278086[/C][C]2.2762[/C][C]0.013017[/C][/ROW]
[ROW][C]13[/C][C]0.063296[/C][C]0.5181[/C][C]0.303048[/C][/ROW]
[ROW][C]14[/C][C]0.159837[/C][C]1.3083[/C][C]0.097617[/C][/ROW]
[ROW][C]15[/C][C]0.094487[/C][C]0.7734[/C][C]0.221[/C][/ROW]
[ROW][C]16[/C][C]-0.075146[/C][C]-0.6151[/C][C]0.270287[/C][/ROW]
[ROW][C]17[/C][C]-0.12596[/C][C]-1.031[/C][C]0.153118[/C][/ROW]
[ROW][C]18[/C][C]-0.127388[/C][C]-1.0427[/C][C]0.150415[/C][/ROW]
[ROW][C]19[/C][C]-0.020957[/C][C]-0.1715[/C][C]0.432157[/C][/ROW]
[ROW][C]20[/C][C]-0.035432[/C][C]-0.29[/C][C]0.386348[/C][/ROW]
[ROW][C]21[/C][C]0.049135[/C][C]0.4022[/C][C]0.344413[/C][/ROW]
[ROW][C]22[/C][C]-0.018389[/C][C]-0.1505[/C][C]0.440403[/C][/ROW]
[ROW][C]23[/C][C]-0.16741[/C][C]-1.3703[/C][C]0.087582[/C][/ROW]
[ROW][C]24[/C][C]-0.018653[/C][C]-0.1527[/C][C]0.439555[/C][/ROW]
[ROW][C]25[/C][C]-0.062228[/C][C]-0.5094[/C][C]0.306086[/C][/ROW]
[ROW][C]26[/C][C]0.133353[/C][C]1.0915[/C][C]0.139472[/C][/ROW]
[ROW][C]27[/C][C]0.190904[/C][C]1.5626[/C][C]0.061428[/C][/ROW]
[ROW][C]28[/C][C]0.103839[/C][C]0.85[/C][C]0.199187[/C][/ROW]
[ROW][C]29[/C][C]0.07191[/C][C]0.5886[/C][C]0.279051[/C][/ROW]
[ROW][C]30[/C][C]-0.031626[/C][C]-0.2589[/C][C]0.398263[/C][/ROW]
[ROW][C]31[/C][C]-0.111959[/C][C]-0.9164[/C][C]0.181366[/C][/ROW]
[ROW][C]32[/C][C]-0.175164[/C][C]-1.4338[/C][C]0.078143[/C][/ROW]
[ROW][C]33[/C][C]-0.092683[/C][C]-0.7586[/C][C]0.225365[/C][/ROW]
[ROW][C]34[/C][C]-0.074808[/C][C]-0.6123[/C][C]0.271195[/C][/ROW]
[ROW][C]35[/C][C]0.029626[/C][C]0.2425[/C][C]0.404566[/C][/ROW]
[ROW][C]36[/C][C]0.171979[/C][C]1.4077[/C][C]0.08192[/C][/ROW]
[ROW][C]37[/C][C]0.019801[/C][C]0.1621[/C][C]0.435866[/C][/ROW]
[ROW][C]38[/C][C]-0.03983[/C][C]-0.326[/C][C]0.372712[/C][/ROW]
[ROW][C]39[/C][C]-0.081737[/C][C]-0.669[/C][C]0.252881[/C][/ROW]
[ROW][C]40[/C][C]0.006821[/C][C]0.0558[/C][C]0.477822[/C][/ROW]
[ROW][C]41[/C][C]0.144199[/C][C]1.1803[/C][C]0.121023[/C][/ROW]
[ROW][C]42[/C][C]0.162163[/C][C]1.3274[/C][C]0.094447[/C][/ROW]
[ROW][C]43[/C][C]0.022793[/C][C]0.1866[/C][C]0.426281[/C][/ROW]
[ROW][C]44[/C][C]-0.195661[/C][C]-1.6016[/C][C]0.05698[/C][/ROW]
[ROW][C]45[/C][C]-0.165067[/C][C]-1.3511[/C][C]0.090599[/C][/ROW]
[ROW][C]46[/C][C]-0.120832[/C][C]-0.9891[/C][C]0.163098[/C][/ROW]
[ROW][C]47[/C][C]0.027598[/C][C]0.2259[/C][C]0.410985[/C][/ROW]
[ROW][C]48[/C][C]0.234647[/C][C]1.9207[/C][C]0.029515[/C][/ROW]
[ROW][C]49[/C][C]0.103588[/C][C]0.8479[/C][C]0.199755[/C][/ROW]
[ROW][C]50[/C][C]-0.007604[/C][C]-0.0622[/C][C]0.475279[/C][/ROW]
[ROW][C]51[/C][C]-0.022495[/C][C]-0.1841[/C][C]0.427235[/C][/ROW]
[ROW][C]52[/C][C]-0.05642[/C][C]-0.4618[/C][C]0.322855[/C][/ROW]
[ROW][C]53[/C][C]-0.053915[/C][C]-0.4413[/C][C]0.330203[/C][/ROW]
[ROW][C]54[/C][C]0.004707[/C][C]0.0385[/C][C]0.48469[/C][/ROW]
[ROW][C]55[/C][C]-0.00652[/C][C]-0.0534[/C][C]0.478798[/C][/ROW]
[ROW][C]56[/C][C]-0.013756[/C][C]-0.1126[/C][C]0.455343[/C][/ROW]
[ROW][C]57[/C][C]0.043615[/C][C]0.357[/C][C]0.361104[/C][/ROW]
[ROW][C]58[/C][C]-0.015926[/C][C]-0.1304[/C][C]0.448336[/C][/ROW]
[ROW][C]59[/C][C]-0.008537[/C][C]-0.0699[/C][C]0.47225[/C][/ROW]
[ROW][C]60[/C][C]0.037605[/C][C]0.3078[/C][C]0.379591[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30951&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30951&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	0.348149	2.8497	0.002904
2	-0.060731	-0.4971	0.310372
3	-0.318682	-2.6085	0.005602
4	-0.440418	-3.605	0.000298
5	-0.143472	-1.1744	0.122203
6	0.056012	0.4585	0.324045
7	0.080291	0.6572	0.256649
8	-0.069147	-0.566	0.286645
9	-0.081715	-0.6689	0.25294
10	-0.071406	-0.5845	0.280428
11	-0.014035	-0.1149	0.454442
12	0.278086	2.2762	0.013017
13	0.063296	0.5181	0.303048
14	0.159837	1.3083	0.097617
15	0.094487	0.7734	0.221
16	-0.075146	-0.6151	0.270287
17	-0.12596	-1.031	0.153118
18	-0.127388	-1.0427	0.150415
19	-0.020957	-0.1715	0.432157
20	-0.035432	-0.29	0.386348
21	0.049135	0.4022	0.344413
22	-0.018389	-0.1505	0.440403
23	-0.16741	-1.3703	0.087582
24	-0.018653	-0.1527	0.439555
25	-0.062228	-0.5094	0.306086
26	0.133353	1.0915	0.139472
27	0.190904	1.5626	0.061428
28	0.103839	0.85	0.199187
29	0.07191	0.5886	0.279051
30	-0.031626	-0.2589	0.398263
31	-0.111959	-0.9164	0.181366
32	-0.175164	-1.4338	0.078143
33	-0.092683	-0.7586	0.225365
34	-0.074808	-0.6123	0.271195
35	0.029626	0.2425	0.404566
36	0.171979	1.4077	0.08192
37	0.019801	0.1621	0.435866
38	-0.03983	-0.326	0.372712
39	-0.081737	-0.669	0.252881
40	0.006821	0.0558	0.477822
41	0.144199	1.1803	0.121023
42	0.162163	1.3274	0.094447
43	0.022793	0.1866	0.426281
44	-0.195661	-1.6016	0.05698
45	-0.165067	-1.3511	0.090599
46	-0.120832	-0.9891	0.163098
47	0.027598	0.2259	0.410985
48	0.234647	1.9207	0.029515
49	0.103588	0.8479	0.199755
50	-0.007604	-0.0622	0.475279
51	-0.022495	-0.1841	0.427235
52	-0.05642	-0.4618	0.322855
53	-0.053915	-0.4413	0.330203
54	0.004707	0.0385	0.48469
55	-0.00652	-0.0534	0.478798
56	-0.013756	-0.1126	0.455343
57	0.043615	0.357	0.361104
58	-0.015926	-0.1304	0.448336
59	-0.008537	-0.0699	0.47225
60	0.037605	0.3078	0.379591

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.348149	2.8497	0.002904
2	-0.207033	-1.6946	0.047394
3	-0.262841	-2.1515	0.017525
4	-0.304206	-2.49	0.00763
5	0.054868	0.4491	0.327398
6	-0.052257	-0.4277	0.335105
7	-0.147979	-1.2113	0.115025
8	-0.291026	-2.3822	0.010029
9	-0.04368	-0.3575	0.360908
10	-0.110588	-0.9052	0.184301
11	-0.151799	-1.2425	0.109186
12	0.159678	1.307	0.097837
13	-0.27445	-2.2465	0.013987
14	0.266707	2.1831	0.016269
15	0.015384	0.1259	0.450086
16	0.060279	0.4934	0.31167
17	-0.134615	-1.1019	0.13723
18	0.139616	1.1428	0.128593
19	0.110921	0.9079	0.183584
20	-0.045449	-0.372	0.355527
21	0.029207	0.2391	0.405891
22	-0.04861	-0.3979	0.345989
23	-0.096927	-0.7934	0.215179
24	-0.065987	-0.5401	0.295451
25	-0.069737	-0.5708	0.285015
26	-0.091003	-0.7449	0.229472
27	-0.006477	-0.053	0.478938
28	-0.061203	-0.501	0.309018
29	0.094965	0.7773	0.219853
30	-0.062403	-0.5108	0.305587
31	-0.087494	-0.7162	0.238187
32	-0.032691	-0.2676	0.394918
33	-0.072809	-0.596	0.276602
34	-0.100252	-0.8206	0.207392
35	0.1071	0.8767	0.191903
36	0.011982	0.0981	0.461081
37	-0.037813	-0.3095	0.378945
38	-0.144715	-1.1845	0.120191
39	0.01069	0.0875	0.465268
40	0.082941	0.6789	0.249769
41	-0.038212	-0.3128	0.377711
42	0.037234	0.3048	0.380743
43	-0.129474	-1.0598	0.146523
44	-0.083164	-0.6807	0.249195
45	0.016287	0.1333	0.447171
46	-0.041501	-0.3397	0.367571
47	-0.11946	-0.9778	0.165841
48	0.116376	0.9526	0.172114
49	-0.017357	-0.1421	0.443723
50	-0.002455	-0.0201	0.492015
51	0.062513	0.5117	0.305276
52	0.028953	0.237	0.406695
53	-0.010391	-0.0851	0.466237
54	-0.092762	-0.7593	0.225171
55	-0.009971	-0.0816	0.467597
56	0.001698	0.0139	0.494477
57	-0.072274	-0.5916	0.278058
58	0.013092	0.1072	0.45749
59	0.04029	0.3298	0.371295
60	-0.054458	-0.4458	0.328604

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.348149 & 2.8497 & 0.002904 \tabularnewline
2 & -0.207033 & -1.6946 & 0.047394 \tabularnewline
3 & -0.262841 & -2.1515 & 0.017525 \tabularnewline
4 & -0.304206 & -2.49 & 0.00763 \tabularnewline
5 & 0.054868 & 0.4491 & 0.327398 \tabularnewline
6 & -0.052257 & -0.4277 & 0.335105 \tabularnewline
7 & -0.147979 & -1.2113 & 0.115025 \tabularnewline
8 & -0.291026 & -2.3822 & 0.010029 \tabularnewline
9 & -0.04368 & -0.3575 & 0.360908 \tabularnewline
10 & -0.110588 & -0.9052 & 0.184301 \tabularnewline
11 & -0.151799 & -1.2425 & 0.109186 \tabularnewline
12 & 0.159678 & 1.307 & 0.097837 \tabularnewline
13 & -0.27445 & -2.2465 & 0.013987 \tabularnewline
14 & 0.266707 & 2.1831 & 0.016269 \tabularnewline
15 & 0.015384 & 0.1259 & 0.450086 \tabularnewline
16 & 0.060279 & 0.4934 & 0.31167 \tabularnewline
17 & -0.134615 & -1.1019 & 0.13723 \tabularnewline
18 & 0.139616 & 1.1428 & 0.128593 \tabularnewline
19 & 0.110921 & 0.9079 & 0.183584 \tabularnewline
20 & -0.045449 & -0.372 & 0.355527 \tabularnewline
21 & 0.029207 & 0.2391 & 0.405891 \tabularnewline
22 & -0.04861 & -0.3979 & 0.345989 \tabularnewline
23 & -0.096927 & -0.7934 & 0.215179 \tabularnewline
24 & -0.065987 & -0.5401 & 0.295451 \tabularnewline
25 & -0.069737 & -0.5708 & 0.285015 \tabularnewline
26 & -0.091003 & -0.7449 & 0.229472 \tabularnewline
27 & -0.006477 & -0.053 & 0.478938 \tabularnewline
28 & -0.061203 & -0.501 & 0.309018 \tabularnewline
29 & 0.094965 & 0.7773 & 0.219853 \tabularnewline
30 & -0.062403 & -0.5108 & 0.305587 \tabularnewline
31 & -0.087494 & -0.7162 & 0.238187 \tabularnewline
32 & -0.032691 & -0.2676 & 0.394918 \tabularnewline
33 & -0.072809 & -0.596 & 0.276602 \tabularnewline
34 & -0.100252 & -0.8206 & 0.207392 \tabularnewline
35 & 0.1071 & 0.8767 & 0.191903 \tabularnewline
36 & 0.011982 & 0.0981 & 0.461081 \tabularnewline
37 & -0.037813 & -0.3095 & 0.378945 \tabularnewline
38 & -0.144715 & -1.1845 & 0.120191 \tabularnewline
39 & 0.01069 & 0.0875 & 0.465268 \tabularnewline
40 & 0.082941 & 0.6789 & 0.249769 \tabularnewline
41 & -0.038212 & -0.3128 & 0.377711 \tabularnewline
42 & 0.037234 & 0.3048 & 0.380743 \tabularnewline
43 & -0.129474 & -1.0598 & 0.146523 \tabularnewline
44 & -0.083164 & -0.6807 & 0.249195 \tabularnewline
45 & 0.016287 & 0.1333 & 0.447171 \tabularnewline
46 & -0.041501 & -0.3397 & 0.367571 \tabularnewline
47 & -0.11946 & -0.9778 & 0.165841 \tabularnewline
48 & 0.116376 & 0.9526 & 0.172114 \tabularnewline
49 & -0.017357 & -0.1421 & 0.443723 \tabularnewline
50 & -0.002455 & -0.0201 & 0.492015 \tabularnewline
51 & 0.062513 & 0.5117 & 0.305276 \tabularnewline
52 & 0.028953 & 0.237 & 0.406695 \tabularnewline
53 & -0.010391 & -0.0851 & 0.466237 \tabularnewline
54 & -0.092762 & -0.7593 & 0.225171 \tabularnewline
55 & -0.009971 & -0.0816 & 0.467597 \tabularnewline
56 & 0.001698 & 0.0139 & 0.494477 \tabularnewline
57 & -0.072274 & -0.5916 & 0.278058 \tabularnewline
58 & 0.013092 & 0.1072 & 0.45749 \tabularnewline
59 & 0.04029 & 0.3298 & 0.371295 \tabularnewline
60 & -0.054458 & -0.4458 & 0.328604 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30951&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]0.348149[/C][C]2.8497[/C][C]0.002904[/C][/ROW]
[ROW][C]2[/C][C]-0.207033[/C][C]-1.6946[/C][C]0.047394[/C][/ROW]
[ROW][C]3[/C][C]-0.262841[/C][C]-2.1515[/C][C]0.017525[/C][/ROW]
[ROW][C]4[/C][C]-0.304206[/C][C]-2.49[/C][C]0.00763[/C][/ROW]
[ROW][C]5[/C][C]0.054868[/C][C]0.4491[/C][C]0.327398[/C][/ROW]
[ROW][C]6[/C][C]-0.052257[/C][C]-0.4277[/C][C]0.335105[/C][/ROW]
[ROW][C]7[/C][C]-0.147979[/C][C]-1.2113[/C][C]0.115025[/C][/ROW]
[ROW][C]8[/C][C]-0.291026[/C][C]-2.3822[/C][C]0.010029[/C][/ROW]
[ROW][C]9[/C][C]-0.04368[/C][C]-0.3575[/C][C]0.360908[/C][/ROW]
[ROW][C]10[/C][C]-0.110588[/C][C]-0.9052[/C][C]0.184301[/C][/ROW]
[ROW][C]11[/C][C]-0.151799[/C][C]-1.2425[/C][C]0.109186[/C][/ROW]
[ROW][C]12[/C][C]0.159678[/C][C]1.307[/C][C]0.097837[/C][/ROW]
[ROW][C]13[/C][C]-0.27445[/C][C]-2.2465[/C][C]0.013987[/C][/ROW]
[ROW][C]14[/C][C]0.266707[/C][C]2.1831[/C][C]0.016269[/C][/ROW]
[ROW][C]15[/C][C]0.015384[/C][C]0.1259[/C][C]0.450086[/C][/ROW]
[ROW][C]16[/C][C]0.060279[/C][C]0.4934[/C][C]0.31167[/C][/ROW]
[ROW][C]17[/C][C]-0.134615[/C][C]-1.1019[/C][C]0.13723[/C][/ROW]
[ROW][C]18[/C][C]0.139616[/C][C]1.1428[/C][C]0.128593[/C][/ROW]
[ROW][C]19[/C][C]0.110921[/C][C]0.9079[/C][C]0.183584[/C][/ROW]
[ROW][C]20[/C][C]-0.045449[/C][C]-0.372[/C][C]0.355527[/C][/ROW]
[ROW][C]21[/C][C]0.029207[/C][C]0.2391[/C][C]0.405891[/C][/ROW]
[ROW][C]22[/C][C]-0.04861[/C][C]-0.3979[/C][C]0.345989[/C][/ROW]
[ROW][C]23[/C][C]-0.096927[/C][C]-0.7934[/C][C]0.215179[/C][/ROW]
[ROW][C]24[/C][C]-0.065987[/C][C]-0.5401[/C][C]0.295451[/C][/ROW]
[ROW][C]25[/C][C]-0.069737[/C][C]-0.5708[/C][C]0.285015[/C][/ROW]
[ROW][C]26[/C][C]-0.091003[/C][C]-0.7449[/C][C]0.229472[/C][/ROW]
[ROW][C]27[/C][C]-0.006477[/C][C]-0.053[/C][C]0.478938[/C][/ROW]
[ROW][C]28[/C][C]-0.061203[/C][C]-0.501[/C][C]0.309018[/C][/ROW]
[ROW][C]29[/C][C]0.094965[/C][C]0.7773[/C][C]0.219853[/C][/ROW]
[ROW][C]30[/C][C]-0.062403[/C][C]-0.5108[/C][C]0.305587[/C][/ROW]
[ROW][C]31[/C][C]-0.087494[/C][C]-0.7162[/C][C]0.238187[/C][/ROW]
[ROW][C]32[/C][C]-0.032691[/C][C]-0.2676[/C][C]0.394918[/C][/ROW]
[ROW][C]33[/C][C]-0.072809[/C][C]-0.596[/C][C]0.276602[/C][/ROW]
[ROW][C]34[/C][C]-0.100252[/C][C]-0.8206[/C][C]0.207392[/C][/ROW]
[ROW][C]35[/C][C]0.1071[/C][C]0.8767[/C][C]0.191903[/C][/ROW]
[ROW][C]36[/C][C]0.011982[/C][C]0.0981[/C][C]0.461081[/C][/ROW]
[ROW][C]37[/C][C]-0.037813[/C][C]-0.3095[/C][C]0.378945[/C][/ROW]
[ROW][C]38[/C][C]-0.144715[/C][C]-1.1845[/C][C]0.120191[/C][/ROW]
[ROW][C]39[/C][C]0.01069[/C][C]0.0875[/C][C]0.465268[/C][/ROW]
[ROW][C]40[/C][C]0.082941[/C][C]0.6789[/C][C]0.249769[/C][/ROW]
[ROW][C]41[/C][C]-0.038212[/C][C]-0.3128[/C][C]0.377711[/C][/ROW]
[ROW][C]42[/C][C]0.037234[/C][C]0.3048[/C][C]0.380743[/C][/ROW]
[ROW][C]43[/C][C]-0.129474[/C][C]-1.0598[/C][C]0.146523[/C][/ROW]
[ROW][C]44[/C][C]-0.083164[/C][C]-0.6807[/C][C]0.249195[/C][/ROW]
[ROW][C]45[/C][C]0.016287[/C][C]0.1333[/C][C]0.447171[/C][/ROW]
[ROW][C]46[/C][C]-0.041501[/C][C]-0.3397[/C][C]0.367571[/C][/ROW]
[ROW][C]47[/C][C]-0.11946[/C][C]-0.9778[/C][C]0.165841[/C][/ROW]
[ROW][C]48[/C][C]0.116376[/C][C]0.9526[/C][C]0.172114[/C][/ROW]
[ROW][C]49[/C][C]-0.017357[/C][C]-0.1421[/C][C]0.443723[/C][/ROW]
[ROW][C]50[/C][C]-0.002455[/C][C]-0.0201[/C][C]0.492015[/C][/ROW]
[ROW][C]51[/C][C]0.062513[/C][C]0.5117[/C][C]0.305276[/C][/ROW]
[ROW][C]52[/C][C]0.028953[/C][C]0.237[/C][C]0.406695[/C][/ROW]
[ROW][C]53[/C][C]-0.010391[/C][C]-0.0851[/C][C]0.466237[/C][/ROW]
[ROW][C]54[/C][C]-0.092762[/C][C]-0.7593[/C][C]0.225171[/C][/ROW]
[ROW][C]55[/C][C]-0.009971[/C][C]-0.0816[/C][C]0.467597[/C][/ROW]
[ROW][C]56[/C][C]0.001698[/C][C]0.0139[/C][C]0.494477[/C][/ROW]
[ROW][C]57[/C][C]-0.072274[/C][C]-0.5916[/C][C]0.278058[/C][/ROW]
[ROW][C]58[/C][C]0.013092[/C][C]0.1072[/C][C]0.45749[/C][/ROW]
[ROW][C]59[/C][C]0.04029[/C][C]0.3298[/C][C]0.371295[/C][/ROW]
[ROW][C]60[/C][C]-0.054458[/C][C]-0.4458[/C][C]0.328604[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30951&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30951&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	0.348149	2.8497	0.002904
2	-0.207033	-1.6946	0.047394
3	-0.262841	-2.1515	0.017525
4	-0.304206	-2.49	0.00763
5	0.054868	0.4491	0.327398
6	-0.052257	-0.4277	0.335105
7	-0.147979	-1.2113	0.115025
8	-0.291026	-2.3822	0.010029
9	-0.04368	-0.3575	0.360908
10	-0.110588	-0.9052	0.184301
11	-0.151799	-1.2425	0.109186
12	0.159678	1.307	0.097837
13	-0.27445	-2.2465	0.013987
14	0.266707	2.1831	0.016269
15	0.015384	0.1259	0.450086
16	0.060279	0.4934	0.31167
17	-0.134615	-1.1019	0.13723
18	0.139616	1.1428	0.128593
19	0.110921	0.9079	0.183584
20	-0.045449	-0.372	0.355527
21	0.029207	0.2391	0.405891
22	-0.04861	-0.3979	0.345989
23	-0.096927	-0.7934	0.215179
24	-0.065987	-0.5401	0.295451
25	-0.069737	-0.5708	0.285015
26	-0.091003	-0.7449	0.229472
27	-0.006477	-0.053	0.478938
28	-0.061203	-0.501	0.309018
29	0.094965	0.7773	0.219853
30	-0.062403	-0.5108	0.305587
31	-0.087494	-0.7162	0.238187
32	-0.032691	-0.2676	0.394918
33	-0.072809	-0.596	0.276602
34	-0.100252	-0.8206	0.207392
35	0.1071	0.8767	0.191903
36	0.011982	0.0981	0.461081
37	-0.037813	-0.3095	0.378945
38	-0.144715	-1.1845	0.120191
39	0.01069	0.0875	0.465268
40	0.082941	0.6789	0.249769
41	-0.038212	-0.3128	0.377711
42	0.037234	0.3048	0.380743
43	-0.129474	-1.0598	0.146523
44	-0.083164	-0.6807	0.249195
45	0.016287	0.1333	0.447171
46	-0.041501	-0.3397	0.367571
47	-0.11946	-0.9778	0.165841
48	0.116376	0.9526	0.172114
49	-0.017357	-0.1421	0.443723
50	-0.002455	-0.0201	0.492015
51	0.062513	0.5117	0.305276
52	0.028953	0.237	0.406695
53	-0.010391	-0.0851	0.466237
54	-0.092762	-0.7593	0.225171
55	-0.009971	-0.0816	0.467597
56	0.001698	0.0139	0.494477
57	-0.072274	-0.5916	0.278058
58	0.013092	0.1072	0.45749
59	0.04029	0.3298	0.371295
60	-0.054458	-0.4458	0.328604

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 = 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