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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 15:33:34 -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/14/t1229294086xws679nprj9mce7.htm/, Retrieved Sat, 27 Apr 2024 22:59:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33581, Retrieved Sat, 27 Apr 2024 22:59:31 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

234

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]
F   P   [Univariate Data Series] [Herproducering ti...] [2008-12-03 14:38:00] [6fea0e9a9b3b29a63badf2c274e82506]
- RMP     [Variance Reduction Matrix] [VRM airline data ...] [2008-12-14 22:20:27] [82d201ca7b4e7cd2c6f885d29b5b6937]
- RMP         [(Partial) Autocorrelation Function] [ACF : airline dat...] [2008-12-14 22:33:34] [00a0a665d7a07edd2e460056b0c0c354] [Current]
-   P           [(Partial) Autocorrelation Function] [ACF airline data ...] [2008-12-14 22:37:57] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   P             [(Partial) Autocorrelation Function] [ACF airline data:...] [2008-12-14 22:40:26] [82d201ca7b4e7cd2c6f885d29b5b6937] 
- RMP               [Spectral Analysis] [spectrum airline ...] [2008-12-14 22:51:59] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   P                 [Spectral Analysis] [spectrum airline ...] [2008-12-14 22:54:22] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   P                   [Spectral Analysis] [spectrum airline ...] [2008-12-14 22:57:41] [82d201ca7b4e7cd2c6f885d29b5b6937] 

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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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33581&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33581&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33581&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.956469	18.4477	0
2	0.912065	17.5913	0
3	0.877384	16.9224	0
4	0.86144	16.6149	0
5	0.851011	16.4137	0
6	0.820173	15.8189	0
7	0.798786	15.4064	0
8	0.760298	14.6641	0
9	0.730191	14.0834	0
10	0.719513	13.8775	0
11	0.723691	13.9581	0
12	0.727977	14.0407	0
13	0.675414	13.0269	0
14	0.625089	12.0563	0
15	0.589903	11.3776	0
16	0.576729	11.1235	0
17	0.574072	11.0723	0
18	0.555414	10.7124	0
19	0.548374	10.5767	0
20	0.524465	10.1155	0
21	0.509184	9.8208	0
22	0.513276	9.8997	0
23	0.528901	10.2011	0
24	0.546318	10.537	0
25	0.508314	9.804	0
26	0.47117	9.0876	0
27	0.446899	8.6195	0
28	0.441821	8.5215	0
29	0.443651	8.5568	0
30	0.428002	8.255	0
31	0.421992	8.1391	0
32	0.399225	7.7	0
33	0.385918	7.4433	0
34	0.389156	7.5058	0
35	0.404112	7.7942	0
36	0.421291	8.1256	0
37	0.384134	7.4089	0
38	0.348174	6.7153	0
39	0.322949	6.2288	0
40	0.316152	6.0977	0
41	0.317208	6.1181	0
42	0.303049	5.845	0
43	0.298299	5.7534	0
44	0.278514	5.3718	0
45	0.26829	5.1746	0
46	0.275857	5.3205	0
47	0.295345	5.6964	0
48	0.314335	6.0627	0
49	0.282412	5.447	0
50	0.250092	4.8236	1e-06
51	0.227929	4.3961	7e-06
52	0.222167	4.285	1.2e-05
53	0.223523	4.3112	1e-05
54	0.207441	4.001	3.8e-05
55	0.200154	3.8604	6.7e-05
56	0.176004	3.3946	0.000381
57	0.159692	3.08	0.001112
58	0.158334	3.0538	0.001211
59	0.16661	3.2135	0.000713
60	0.174088	3.3577	0.000434

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.956469 & 18.4477 & 0 \tabularnewline
2 & 0.912065 & 17.5913 & 0 \tabularnewline
3 & 0.877384 & 16.9224 & 0 \tabularnewline
4 & 0.86144 & 16.6149 & 0 \tabularnewline
5 & 0.851011 & 16.4137 & 0 \tabularnewline
6 & 0.820173 & 15.8189 & 0 \tabularnewline
7 & 0.798786 & 15.4064 & 0 \tabularnewline
8 & 0.760298 & 14.6641 & 0 \tabularnewline
9 & 0.730191 & 14.0834 & 0 \tabularnewline
10 & 0.719513 & 13.8775 & 0 \tabularnewline
11 & 0.723691 & 13.9581 & 0 \tabularnewline
12 & 0.727977 & 14.0407 & 0 \tabularnewline
13 & 0.675414 & 13.0269 & 0 \tabularnewline
14 & 0.625089 & 12.0563 & 0 \tabularnewline
15 & 0.589903 & 11.3776 & 0 \tabularnewline
16 & 0.576729 & 11.1235 & 0 \tabularnewline
17 & 0.574072 & 11.0723 & 0 \tabularnewline
18 & 0.555414 & 10.7124 & 0 \tabularnewline
19 & 0.548374 & 10.5767 & 0 \tabularnewline
20 & 0.524465 & 10.1155 & 0 \tabularnewline
21 & 0.509184 & 9.8208 & 0 \tabularnewline
22 & 0.513276 & 9.8997 & 0 \tabularnewline
23 & 0.528901 & 10.2011 & 0 \tabularnewline
24 & 0.546318 & 10.537 & 0 \tabularnewline
25 & 0.508314 & 9.804 & 0 \tabularnewline
26 & 0.47117 & 9.0876 & 0 \tabularnewline
27 & 0.446899 & 8.6195 & 0 \tabularnewline
28 & 0.441821 & 8.5215 & 0 \tabularnewline
29 & 0.443651 & 8.5568 & 0 \tabularnewline
30 & 0.428002 & 8.255 & 0 \tabularnewline
31 & 0.421992 & 8.1391 & 0 \tabularnewline
32 & 0.399225 & 7.7 & 0 \tabularnewline
33 & 0.385918 & 7.4433 & 0 \tabularnewline
34 & 0.389156 & 7.5058 & 0 \tabularnewline
35 & 0.404112 & 7.7942 & 0 \tabularnewline
36 & 0.421291 & 8.1256 & 0 \tabularnewline
37 & 0.384134 & 7.4089 & 0 \tabularnewline
38 & 0.348174 & 6.7153 & 0 \tabularnewline
39 & 0.322949 & 6.2288 & 0 \tabularnewline
40 & 0.316152 & 6.0977 & 0 \tabularnewline
41 & 0.317208 & 6.1181 & 0 \tabularnewline
42 & 0.303049 & 5.845 & 0 \tabularnewline
43 & 0.298299 & 5.7534 & 0 \tabularnewline
44 & 0.278514 & 5.3718 & 0 \tabularnewline
45 & 0.26829 & 5.1746 & 0 \tabularnewline
46 & 0.275857 & 5.3205 & 0 \tabularnewline
47 & 0.295345 & 5.6964 & 0 \tabularnewline
48 & 0.314335 & 6.0627 & 0 \tabularnewline
49 & 0.282412 & 5.447 & 0 \tabularnewline
50 & 0.250092 & 4.8236 & 1e-06 \tabularnewline
51 & 0.227929 & 4.3961 & 7e-06 \tabularnewline
52 & 0.222167 & 4.285 & 1.2e-05 \tabularnewline
53 & 0.223523 & 4.3112 & 1e-05 \tabularnewline
54 & 0.207441 & 4.001 & 3.8e-05 \tabularnewline
55 & 0.200154 & 3.8604 & 6.7e-05 \tabularnewline
56 & 0.176004 & 3.3946 & 0.000381 \tabularnewline
57 & 0.159692 & 3.08 & 0.001112 \tabularnewline
58 & 0.158334 & 3.0538 & 0.001211 \tabularnewline
59 & 0.16661 & 3.2135 & 0.000713 \tabularnewline
60 & 0.174088 & 3.3577 & 0.000434 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33581&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]0.956469[/C][C]18.4477[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.912065[/C][C]17.5913[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.877384[/C][C]16.9224[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.86144[/C][C]16.6149[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.851011[/C][C]16.4137[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.820173[/C][C]15.8189[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.798786[/C][C]15.4064[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.760298[/C][C]14.6641[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.730191[/C][C]14.0834[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.719513[/C][C]13.8775[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.723691[/C][C]13.9581[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.727977[/C][C]14.0407[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.675414[/C][C]13.0269[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.625089[/C][C]12.0563[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.589903[/C][C]11.3776[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.576729[/C][C]11.1235[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.574072[/C][C]11.0723[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.555414[/C][C]10.7124[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.548374[/C][C]10.5767[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.524465[/C][C]10.1155[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.509184[/C][C]9.8208[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.513276[/C][C]9.8997[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.528901[/C][C]10.2011[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.546318[/C][C]10.537[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.508314[/C][C]9.804[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.47117[/C][C]9.0876[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.446899[/C][C]8.6195[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.441821[/C][C]8.5215[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.443651[/C][C]8.5568[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.428002[/C][C]8.255[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]0.421992[/C][C]8.1391[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.399225[/C][C]7.7[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.385918[/C][C]7.4433[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]0.389156[/C][C]7.5058[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]0.404112[/C][C]7.7942[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.421291[/C][C]8.1256[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.384134[/C][C]7.4089[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]0.348174[/C][C]6.7153[/C][C]0[/C][/ROW]
[ROW][C]39[/C][C]0.322949[/C][C]6.2288[/C][C]0[/C][/ROW]
[ROW][C]40[/C][C]0.316152[/C][C]6.0977[/C][C]0[/C][/ROW]
[ROW][C]41[/C][C]0.317208[/C][C]6.1181[/C][C]0[/C][/ROW]
[ROW][C]42[/C][C]0.303049[/C][C]5.845[/C][C]0[/C][/ROW]
[ROW][C]43[/C][C]0.298299[/C][C]5.7534[/C][C]0[/C][/ROW]
[ROW][C]44[/C][C]0.278514[/C][C]5.3718[/C][C]0[/C][/ROW]
[ROW][C]45[/C][C]0.26829[/C][C]5.1746[/C][C]0[/C][/ROW]
[ROW][C]46[/C][C]0.275857[/C][C]5.3205[/C][C]0[/C][/ROW]
[ROW][C]47[/C][C]0.295345[/C][C]5.6964[/C][C]0[/C][/ROW]
[ROW][C]48[/C][C]0.314335[/C][C]6.0627[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.282412[/C][C]5.447[/C][C]0[/C][/ROW]
[ROW][C]50[/C][C]0.250092[/C][C]4.8236[/C][C]1e-06[/C][/ROW]
[ROW][C]51[/C][C]0.227929[/C][C]4.3961[/C][C]7e-06[/C][/ROW]
[ROW][C]52[/C][C]0.222167[/C][C]4.285[/C][C]1.2e-05[/C][/ROW]
[ROW][C]53[/C][C]0.223523[/C][C]4.3112[/C][C]1e-05[/C][/ROW]
[ROW][C]54[/C][C]0.207441[/C][C]4.001[/C][C]3.8e-05[/C][/ROW]
[ROW][C]55[/C][C]0.200154[/C][C]3.8604[/C][C]6.7e-05[/C][/ROW]
[ROW][C]56[/C][C]0.176004[/C][C]3.3946[/C][C]0.000381[/C][/ROW]
[ROW][C]57[/C][C]0.159692[/C][C]3.08[/C][C]0.001112[/C][/ROW]
[ROW][C]58[/C][C]0.158334[/C][C]3.0538[/C][C]0.001211[/C][/ROW]
[ROW][C]59[/C][C]0.16661[/C][C]3.2135[/C][C]0.000713[/C][/ROW]
[ROW][C]60[/C][C]0.174088[/C][C]3.3577[/C][C]0.000434[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33581&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33581&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	0.956469	18.4477	0
2	0.912065	17.5913	0
3	0.877384	16.9224	0
4	0.86144	16.6149	0
5	0.851011	16.4137	0
6	0.820173	15.8189	0
7	0.798786	15.4064	0
8	0.760298	14.6641	0
9	0.730191	14.0834	0
10	0.719513	13.8775	0
11	0.723691	13.9581	0
12	0.727977	14.0407	0
13	0.675414	13.0269	0
14	0.625089	12.0563	0
15	0.589903	11.3776	0
16	0.576729	11.1235	0
17	0.574072	11.0723	0
18	0.555414	10.7124	0
19	0.548374	10.5767	0
20	0.524465	10.1155	0
21	0.509184	9.8208	0
22	0.513276	9.8997	0
23	0.528901	10.2011	0
24	0.546318	10.537	0
25	0.508314	9.804	0
26	0.47117	9.0876	0
27	0.446899	8.6195	0
28	0.441821	8.5215	0
29	0.443651	8.5568	0
30	0.428002	8.255	0
31	0.421992	8.1391	0
32	0.399225	7.7	0
33	0.385918	7.4433	0
34	0.389156	7.5058	0
35	0.404112	7.7942	0
36	0.421291	8.1256	0
37	0.384134	7.4089	0
38	0.348174	6.7153	0
39	0.322949	6.2288	0
40	0.316152	6.0977	0
41	0.317208	6.1181	0
42	0.303049	5.845	0
43	0.298299	5.7534	0
44	0.278514	5.3718	0
45	0.26829	5.1746	0
46	0.275857	5.3205	0
47	0.295345	5.6964	0
48	0.314335	6.0627	0
49	0.282412	5.447	0
50	0.250092	4.8236	1e-06
51	0.227929	4.3961	7e-06
52	0.222167	4.285	1.2e-05
53	0.223523	4.3112	1e-05
54	0.207441	4.001	3.8e-05
55	0.200154	3.8604	6.7e-05
56	0.176004	3.3946	0.000381
57	0.159692	3.08	0.001112
58	0.158334	3.0538	0.001211
59	0.16661	3.2135	0.000713
60	0.174088	3.3577	0.000434

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.956469	18.4477	0
2	-0.032497	-0.6268	0.265592
3	0.091171	1.7584	0.039747
4	0.20072	3.8713	6.4e-05
5	0.069561	1.3416	0.090265
6	-0.209037	-4.0318	3.4e-05
7	0.166857	3.2182	0.000702
8	-0.254774	-4.9139	1e-06
9	0.048356	0.9327	0.175803
10	0.232208	4.4787	5e-06
11	0.166825	3.2176	0.000703
12	-0.034933	-0.6738	0.250442
13	-0.556401	-10.7315	0
14	0.044746	0.863	0.194337
15	0.140223	2.7045	0.003577
16	0.080985	1.562	0.05957
17	0.150262	2.8982	0.001988
18	0.053743	1.0366	0.150306
19	0.105205	2.0291	0.021579
20	-0.072138	-1.3914	0.082475
21	0.00276	0.0532	0.47879
22	0.062961	1.2143	0.112692
23	-0.032876	-0.6341	0.263205
24	0.065585	1.265	0.10334
25	-0.266582	-5.1417	0
26	-0.005407	-0.1043	0.458498
27	0.046998	0.9065	0.182637
28	-0.001174	-0.0226	0.490971
29	-0.009349	-0.1803	0.428501
30	0.016935	0.3266	0.372067
31	0.047887	0.9236	0.178143
32	-0.000869	-0.0168	0.493319
33	0.062127	1.1983	0.11579
34	0.012223	0.2357	0.406878
35	0.009834	0.1897	0.424833
36	0.04483	0.8647	0.193892
37	-0.209126	-4.0335	3.3e-05
38	-0.002877	-0.0555	0.477892
39	-0.020752	-0.4003	0.3446
40	-0.019189	-0.3701	0.35576
41	0.03608	0.6959	0.243465
42	0.078725	1.5184	0.064882
43	0.012585	0.2427	0.404177
44	0.019096	0.3683	0.356428
45	0.031943	0.6161	0.269103
46	0.034972	0.6745	0.250203
47	0.002022	0.039	0.484452
48	-0.048842	-0.942	0.173395
49	-0.090877	-1.7528	0.040233
50	-0.036081	-0.6959	0.24346
51	-0.011875	-0.229	0.409483
52	-0.042367	-0.8171	0.207185
53	0.004128	0.0796	0.468293
54	-0.031275	-0.6032	0.273371
55	-0.000872	-0.0168	0.493299
56	-0.020536	-0.3961	0.346132
57	-0.024868	-0.4796	0.315887
58	-0.032514	-0.6271	0.265487
59	-0.010155	-0.1959	0.422416
60	-0.029745	-0.5737	0.28326

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.956469 & 18.4477 & 0 \tabularnewline
2 & -0.032497 & -0.6268 & 0.265592 \tabularnewline
3 & 0.091171 & 1.7584 & 0.039747 \tabularnewline
4 & 0.20072 & 3.8713 & 6.4e-05 \tabularnewline
5 & 0.069561 & 1.3416 & 0.090265 \tabularnewline
6 & -0.209037 & -4.0318 & 3.4e-05 \tabularnewline
7 & 0.166857 & 3.2182 & 0.000702 \tabularnewline
8 & -0.254774 & -4.9139 & 1e-06 \tabularnewline
9 & 0.048356 & 0.9327 & 0.175803 \tabularnewline
10 & 0.232208 & 4.4787 & 5e-06 \tabularnewline
11 & 0.166825 & 3.2176 & 0.000703 \tabularnewline
12 & -0.034933 & -0.6738 & 0.250442 \tabularnewline
13 & -0.556401 & -10.7315 & 0 \tabularnewline
14 & 0.044746 & 0.863 & 0.194337 \tabularnewline
15 & 0.140223 & 2.7045 & 0.003577 \tabularnewline
16 & 0.080985 & 1.562 & 0.05957 \tabularnewline
17 & 0.150262 & 2.8982 & 0.001988 \tabularnewline
18 & 0.053743 & 1.0366 & 0.150306 \tabularnewline
19 & 0.105205 & 2.0291 & 0.021579 \tabularnewline
20 & -0.072138 & -1.3914 & 0.082475 \tabularnewline
21 & 0.00276 & 0.0532 & 0.47879 \tabularnewline
22 & 0.062961 & 1.2143 & 0.112692 \tabularnewline
23 & -0.032876 & -0.6341 & 0.263205 \tabularnewline
24 & 0.065585 & 1.265 & 0.10334 \tabularnewline
25 & -0.266582 & -5.1417 & 0 \tabularnewline
26 & -0.005407 & -0.1043 & 0.458498 \tabularnewline
27 & 0.046998 & 0.9065 & 0.182637 \tabularnewline
28 & -0.001174 & -0.0226 & 0.490971 \tabularnewline
29 & -0.009349 & -0.1803 & 0.428501 \tabularnewline
30 & 0.016935 & 0.3266 & 0.372067 \tabularnewline
31 & 0.047887 & 0.9236 & 0.178143 \tabularnewline
32 & -0.000869 & -0.0168 & 0.493319 \tabularnewline
33 & 0.062127 & 1.1983 & 0.11579 \tabularnewline
34 & 0.012223 & 0.2357 & 0.406878 \tabularnewline
35 & 0.009834 & 0.1897 & 0.424833 \tabularnewline
36 & 0.04483 & 0.8647 & 0.193892 \tabularnewline
37 & -0.209126 & -4.0335 & 3.3e-05 \tabularnewline
38 & -0.002877 & -0.0555 & 0.477892 \tabularnewline
39 & -0.020752 & -0.4003 & 0.3446 \tabularnewline
40 & -0.019189 & -0.3701 & 0.35576 \tabularnewline
41 & 0.03608 & 0.6959 & 0.243465 \tabularnewline
42 & 0.078725 & 1.5184 & 0.064882 \tabularnewline
43 & 0.012585 & 0.2427 & 0.404177 \tabularnewline
44 & 0.019096 & 0.3683 & 0.356428 \tabularnewline
45 & 0.031943 & 0.6161 & 0.269103 \tabularnewline
46 & 0.034972 & 0.6745 & 0.250203 \tabularnewline
47 & 0.002022 & 0.039 & 0.484452 \tabularnewline
48 & -0.048842 & -0.942 & 0.173395 \tabularnewline
49 & -0.090877 & -1.7528 & 0.040233 \tabularnewline
50 & -0.036081 & -0.6959 & 0.24346 \tabularnewline
51 & -0.011875 & -0.229 & 0.409483 \tabularnewline
52 & -0.042367 & -0.8171 & 0.207185 \tabularnewline
53 & 0.004128 & 0.0796 & 0.468293 \tabularnewline
54 & -0.031275 & -0.6032 & 0.273371 \tabularnewline
55 & -0.000872 & -0.0168 & 0.493299 \tabularnewline
56 & -0.020536 & -0.3961 & 0.346132 \tabularnewline
57 & -0.024868 & -0.4796 & 0.315887 \tabularnewline
58 & -0.032514 & -0.6271 & 0.265487 \tabularnewline
59 & -0.010155 & -0.1959 & 0.422416 \tabularnewline
60 & -0.029745 & -0.5737 & 0.28326 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33581&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]0.956469[/C][C]18.4477[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.032497[/C][C]-0.6268[/C][C]0.265592[/C][/ROW]
[ROW][C]3[/C][C]0.091171[/C][C]1.7584[/C][C]0.039747[/C][/ROW]
[ROW][C]4[/C][C]0.20072[/C][C]3.8713[/C][C]6.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.069561[/C][C]1.3416[/C][C]0.090265[/C][/ROW]
[ROW][C]6[/C][C]-0.209037[/C][C]-4.0318[/C][C]3.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.166857[/C][C]3.2182[/C][C]0.000702[/C][/ROW]
[ROW][C]8[/C][C]-0.254774[/C][C]-4.9139[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.048356[/C][C]0.9327[/C][C]0.175803[/C][/ROW]
[ROW][C]10[/C][C]0.232208[/C][C]4.4787[/C][C]5e-06[/C][/ROW]
[ROW][C]11[/C][C]0.166825[/C][C]3.2176[/C][C]0.000703[/C][/ROW]
[ROW][C]12[/C][C]-0.034933[/C][C]-0.6738[/C][C]0.250442[/C][/ROW]
[ROW][C]13[/C][C]-0.556401[/C][C]-10.7315[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.044746[/C][C]0.863[/C][C]0.194337[/C][/ROW]
[ROW][C]15[/C][C]0.140223[/C][C]2.7045[/C][C]0.003577[/C][/ROW]
[ROW][C]16[/C][C]0.080985[/C][C]1.562[/C][C]0.05957[/C][/ROW]
[ROW][C]17[/C][C]0.150262[/C][C]2.8982[/C][C]0.001988[/C][/ROW]
[ROW][C]18[/C][C]0.053743[/C][C]1.0366[/C][C]0.150306[/C][/ROW]
[ROW][C]19[/C][C]0.105205[/C][C]2.0291[/C][C]0.021579[/C][/ROW]
[ROW][C]20[/C][C]-0.072138[/C][C]-1.3914[/C][C]0.082475[/C][/ROW]
[ROW][C]21[/C][C]0.00276[/C][C]0.0532[/C][C]0.47879[/C][/ROW]
[ROW][C]22[/C][C]0.062961[/C][C]1.2143[/C][C]0.112692[/C][/ROW]
[ROW][C]23[/C][C]-0.032876[/C][C]-0.6341[/C][C]0.263205[/C][/ROW]
[ROW][C]24[/C][C]0.065585[/C][C]1.265[/C][C]0.10334[/C][/ROW]
[ROW][C]25[/C][C]-0.266582[/C][C]-5.1417[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]-0.005407[/C][C]-0.1043[/C][C]0.458498[/C][/ROW]
[ROW][C]27[/C][C]0.046998[/C][C]0.9065[/C][C]0.182637[/C][/ROW]
[ROW][C]28[/C][C]-0.001174[/C][C]-0.0226[/C][C]0.490971[/C][/ROW]
[ROW][C]29[/C][C]-0.009349[/C][C]-0.1803[/C][C]0.428501[/C][/ROW]
[ROW][C]30[/C][C]0.016935[/C][C]0.3266[/C][C]0.372067[/C][/ROW]
[ROW][C]31[/C][C]0.047887[/C][C]0.9236[/C][C]0.178143[/C][/ROW]
[ROW][C]32[/C][C]-0.000869[/C][C]-0.0168[/C][C]0.493319[/C][/ROW]
[ROW][C]33[/C][C]0.062127[/C][C]1.1983[/C][C]0.11579[/C][/ROW]
[ROW][C]34[/C][C]0.012223[/C][C]0.2357[/C][C]0.406878[/C][/ROW]
[ROW][C]35[/C][C]0.009834[/C][C]0.1897[/C][C]0.424833[/C][/ROW]
[ROW][C]36[/C][C]0.04483[/C][C]0.8647[/C][C]0.193892[/C][/ROW]
[ROW][C]37[/C][C]-0.209126[/C][C]-4.0335[/C][C]3.3e-05[/C][/ROW]
[ROW][C]38[/C][C]-0.002877[/C][C]-0.0555[/C][C]0.477892[/C][/ROW]
[ROW][C]39[/C][C]-0.020752[/C][C]-0.4003[/C][C]0.3446[/C][/ROW]
[ROW][C]40[/C][C]-0.019189[/C][C]-0.3701[/C][C]0.35576[/C][/ROW]
[ROW][C]41[/C][C]0.03608[/C][C]0.6959[/C][C]0.243465[/C][/ROW]
[ROW][C]42[/C][C]0.078725[/C][C]1.5184[/C][C]0.064882[/C][/ROW]
[ROW][C]43[/C][C]0.012585[/C][C]0.2427[/C][C]0.404177[/C][/ROW]
[ROW][C]44[/C][C]0.019096[/C][C]0.3683[/C][C]0.356428[/C][/ROW]
[ROW][C]45[/C][C]0.031943[/C][C]0.6161[/C][C]0.269103[/C][/ROW]
[ROW][C]46[/C][C]0.034972[/C][C]0.6745[/C][C]0.250203[/C][/ROW]
[ROW][C]47[/C][C]0.002022[/C][C]0.039[/C][C]0.484452[/C][/ROW]
[ROW][C]48[/C][C]-0.048842[/C][C]-0.942[/C][C]0.173395[/C][/ROW]
[ROW][C]49[/C][C]-0.090877[/C][C]-1.7528[/C][C]0.040233[/C][/ROW]
[ROW][C]50[/C][C]-0.036081[/C][C]-0.6959[/C][C]0.24346[/C][/ROW]
[ROW][C]51[/C][C]-0.011875[/C][C]-0.229[/C][C]0.409483[/C][/ROW]
[ROW][C]52[/C][C]-0.042367[/C][C]-0.8171[/C][C]0.207185[/C][/ROW]
[ROW][C]53[/C][C]0.004128[/C][C]0.0796[/C][C]0.468293[/C][/ROW]
[ROW][C]54[/C][C]-0.031275[/C][C]-0.6032[/C][C]0.273371[/C][/ROW]
[ROW][C]55[/C][C]-0.000872[/C][C]-0.0168[/C][C]0.493299[/C][/ROW]
[ROW][C]56[/C][C]-0.020536[/C][C]-0.3961[/C][C]0.346132[/C][/ROW]
[ROW][C]57[/C][C]-0.024868[/C][C]-0.4796[/C][C]0.315887[/C][/ROW]
[ROW][C]58[/C][C]-0.032514[/C][C]-0.6271[/C][C]0.265487[/C][/ROW]
[ROW][C]59[/C][C]-0.010155[/C][C]-0.1959[/C][C]0.422416[/C][/ROW]
[ROW][C]60[/C][C]-0.029745[/C][C]-0.5737[/C][C]0.28326[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33581&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33581&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	0.956469	18.4477	0
2	-0.032497	-0.6268	0.265592
3	0.091171	1.7584	0.039747
4	0.20072	3.8713	6.4e-05
5	0.069561	1.3416	0.090265
6	-0.209037	-4.0318	3.4e-05
7	0.166857	3.2182	0.000702
8	-0.254774	-4.9139	1e-06
9	0.048356	0.9327	0.175803
10	0.232208	4.4787	5e-06
11	0.166825	3.2176	0.000703
12	-0.034933	-0.6738	0.250442
13	-0.556401	-10.7315	0
14	0.044746	0.863	0.194337
15	0.140223	2.7045	0.003577
16	0.080985	1.562	0.05957
17	0.150262	2.8982	0.001988
18	0.053743	1.0366	0.150306
19	0.105205	2.0291	0.021579
20	-0.072138	-1.3914	0.082475
21	0.00276	0.0532	0.47879
22	0.062961	1.2143	0.112692
23	-0.032876	-0.6341	0.263205
24	0.065585	1.265	0.10334
25	-0.266582	-5.1417	0
26	-0.005407	-0.1043	0.458498
27	0.046998	0.9065	0.182637
28	-0.001174	-0.0226	0.490971
29	-0.009349	-0.1803	0.428501
30	0.016935	0.3266	0.372067
31	0.047887	0.9236	0.178143
32	-0.000869	-0.0168	0.493319
33	0.062127	1.1983	0.11579
34	0.012223	0.2357	0.406878
35	0.009834	0.1897	0.424833
36	0.04483	0.8647	0.193892
37	-0.209126	-4.0335	3.3e-05
38	-0.002877	-0.0555	0.477892
39	-0.020752	-0.4003	0.3446
40	-0.019189	-0.3701	0.35576
41	0.03608	0.6959	0.243465
42	0.078725	1.5184	0.064882
43	0.012585	0.2427	0.404177
44	0.019096	0.3683	0.356428
45	0.031943	0.6161	0.269103
46	0.034972	0.6745	0.250203
47	0.002022	0.039	0.484452
48	-0.048842	-0.942	0.173395
49	-0.090877	-1.7528	0.040233
50	-0.036081	-0.6959	0.24346
51	-0.011875	-0.229	0.409483
52	-0.042367	-0.8171	0.207185
53	0.004128	0.0796	0.468293
54	-0.031275	-0.6032	0.273371
55	-0.000872	-0.0168	0.493299
56	-0.020536	-0.3961	0.346132
57	-0.024868	-0.4796	0.315887
58	-0.032514	-0.6271	0.265487
59	-0.010155	-0.1959	0.422416
60	-0.029745	-0.5737	0.28326

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.5 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.5 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code