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Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 16 Dec 2008 07:51:47 -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/16/t1229439326j67awtkutulyq52.htm/, Retrieved Wed, 08 May 2024 13:17:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33972, Retrieved Wed, 08 May 2024 13:17:57 +0000

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Original text written by user:

In samenwerking met kevin engels, stephanie claes, katrien bourdiaudhy

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

195

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

F     [Univariate Data Series] [blog 1e tijdreeks...] [2008-10-13 19:23:31] [7173087adebe3e3a714c80ea2417b3eb]
-   PD  [Univariate Data Series] [tijdreeksen opnie...] [2008-10-19 17:18:46] [7173087adebe3e3a714c80ea2417b3eb]
- RMP     [Central Tendency] [tijdreeks 2 centr...] [2008-10-19 17:39:42] [7173087adebe3e3a714c80ea2417b3eb]
- RMP         [(Partial) Autocorrelation Function] [ACF aanvragen hyp...] [2008-12-16 14:51:47] [35348cd8592af0baf5f138bd59921307] [Current]
-   P           [(Partial) Autocorrelation Function] [ACF met ingevulde...] [2008-12-16 15:15:28] [7d3039e6253bb5fb3b26df1537d500b4] 
-  MPD            [(Partial) Autocorrelation Function] [] [2009-12-18 09:05:22] [ebd107afac1bd6180acb277edd05815b] 
-                   [(Partial) Autocorrelation Function] [] [2009-12-18 10:51:45] [ebd107afac1bd6180acb277edd05815b] 
-   PD              [(Partial) Autocorrelation Function] [] [2009-12-18 10:54:28] [ebd107afac1bd6180acb277edd05815b] 
-    D                [(Partial) Autocorrelation Function] [] [2010-12-25 05:30:33] [6e5489189f7de5cfbcc25dd35ae15009] 
-    D              [(Partial) Autocorrelation Function] [] [2010-12-24 15:46:54] [6e5489189f7de5cfbcc25dd35ae15009] 
- RMP           [ARIMA Backward Selection] [Arima backward aa...] [2008-12-16 15:38:56] [7d3039e6253bb5fb3b26df1537d500b4] 
- RMP             [(Partial) Autocorrelation Function] [acf hypothecair k...] [2008-12-17 15:13:05] [7173087adebe3e3a714c80ea2417b3eb] 
- RMP               [ARIMA Backward Selection] [Arima backward se...] [2008-12-17 19:36:16] [7d3039e6253bb5fb3b26df1537d500b4] 
-   P                 [ARIMA Backward Selection] [Arima aanvragen h...] [2008-12-18 11:08:22] [7d3039e6253bb5fb3b26df1537d500b4] 
- RMPD                  [Cross Correlation Function] [cross correlation] [2008-12-18 13:15:14] [7173087adebe3e3a714c80ea2417b3eb] 
- RMPD                  [Cross Correlation Function] [cross correlation] [2008-12-18 13:27:32] [7173087adebe3e3a714c80ea2417b3eb] 
- RMP                   [ARIMA Forecasting] [Arima Forecast hy...] [2008-12-22 12:55:27] [7d3039e6253bb5fb3b26df1537d500b4] 
- RMP                   [ARIMA Forecasting] [forecast aantal a...] [2008-12-22 13:06:40] [7173087adebe3e3a714c80ea2417b3eb] 
- RMP                   [ARIMA Forecasting] [Arima forecasting...] [2008-12-22 13:16:21] [c993f605b206b366f754f7f8c1fcc291] 
-   P             [ARIMA Backward Selection] [backward arima] [2008-12-17 15:31:43] [7173087adebe3e3a714c80ea2417b3eb] 
-   P             [ARIMA Backward Selection] [Arima backward se...] [2008-12-17 15:40:14] [c993f605b206b366f754f7f8c1fcc291] 
-   P             [ARIMA Backward Selection] [arima backward op...] [2008-12-22 12:34:56] [7173087adebe3e3a714c80ea2417b3eb] 
- RMP           [ARIMA Forecasting] [Arima forecasting...] [2008-12-16 15:51:17] [7d3039e6253bb5fb3b26df1537d500b4] 
-   P             [ARIMA Forecasting] [Arima forecast aa...] [2008-12-18 11:33:58] [7d3039e6253bb5fb3b26df1537d500b4] 
-   P           [(Partial) Autocorrelation Function] [autocorrelatie aa...] [2008-12-22 12:17:52] [7173087adebe3e3a714c80ea2417b3eb] 
-   P           [(Partial) Autocorrelation Function] [autocorrelatie op...] [2008-12-22 12:26:09] [7173087adebe3e3a714c80ea2417b3eb] 

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Dataseries X:

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Histogram

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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	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=33972&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=33972&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33972&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	0.396439	3.0708	0.001603
2	0.052322	0.4053	0.343354
3	0.075398	0.584	0.280694
4	-0.11928	-0.9239	0.179609
5	-0.053442	-0.414	0.34019
6	0.125456	0.9718	0.167531
7	-0.101575	-0.7868	0.217249
8	-0.133074	-1.0308	0.153389
9	0.069532	0.5386	0.296081
10	-0.003954	-0.0306	0.487834
11	0.085608	0.6631	0.254897
12	0.335018	2.595	0.005936
13	-0.005996	-0.0464	0.481554
14	-0.139732	-1.0824	0.141711
15	-0.064045	-0.4961	0.310823
16	-0.263359	-2.04	0.022881
17	-0.215817	-1.6717	0.049895
18	-0.036044	-0.2792	0.390526
19	-0.150973	-1.1694	0.123428
20	-0.234786	-1.8186	0.036979
21	-0.125938	-0.9755	0.166612
22	-0.191967	-1.487	0.07113
23	-0.024666	-0.1911	0.42456
24	0.244442	1.8934	0.031562
25	-0.009514	-0.0737	0.47075
26	-0.057147	-0.4427	0.329801
27	0.016726	0.1296	0.448676
28	-0.179603	-1.3912	0.084651
29	-0.163407	-1.2657	0.105249
30	0.018676	0.1447	0.442732
31	0.006743	0.0522	0.479258
32	-0.01715	-0.1328	0.447381
33	0.000581	0.0045	0.498213
34	-0.037154	-0.2878	0.387248
35	0.077056	0.5969	0.276419
36	0.235134	1.8213	0.036771
37	0.0588	0.4555	0.325209
38	-0.004292	-0.0332	0.486796
39	-0.041862	-0.3243	0.373435
40	-0.111437	-0.8632	0.195735
41	-0.039099	-0.3029	0.381523
42	0.065972	0.511	0.305608
43	0.017579	0.1362	0.446073
44	-0.00417	-0.0323	0.487171
45	0.035569	0.2755	0.391932
46	0.03083	0.2388	0.406034
47	0.039636	0.307	0.379947
48	0.105457	0.8169	0.208617
49	-0.007673	-0.0594	0.476403
50	0.002948	0.0228	0.49093
51	0.024984	0.1935	0.4236
52	-0.029034	-0.2249	0.411412
53	-0.022175	-0.1718	0.432099
54	-0.001986	-0.0154	0.493888
55	-0.008194	-0.0635	0.474802
56	-0.018081	-0.1401	0.444544
57	-0.013053	-0.1011	0.459901
58	0.008538	0.0661	0.473745
59	0.000235	0.0018	0.499276
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.396439 & 3.0708 & 0.001603 \tabularnewline
2 & 0.052322 & 0.4053 & 0.343354 \tabularnewline
3 & 0.075398 & 0.584 & 0.280694 \tabularnewline
4 & -0.11928 & -0.9239 & 0.179609 \tabularnewline
5 & -0.053442 & -0.414 & 0.34019 \tabularnewline
6 & 0.125456 & 0.9718 & 0.167531 \tabularnewline
7 & -0.101575 & -0.7868 & 0.217249 \tabularnewline
8 & -0.133074 & -1.0308 & 0.153389 \tabularnewline
9 & 0.069532 & 0.5386 & 0.296081 \tabularnewline
10 & -0.003954 & -0.0306 & 0.487834 \tabularnewline
11 & 0.085608 & 0.6631 & 0.254897 \tabularnewline
12 & 0.335018 & 2.595 & 0.005936 \tabularnewline
13 & -0.005996 & -0.0464 & 0.481554 \tabularnewline
14 & -0.139732 & -1.0824 & 0.141711 \tabularnewline
15 & -0.064045 & -0.4961 & 0.310823 \tabularnewline
16 & -0.263359 & -2.04 & 0.022881 \tabularnewline
17 & -0.215817 & -1.6717 & 0.049895 \tabularnewline
18 & -0.036044 & -0.2792 & 0.390526 \tabularnewline
19 & -0.150973 & -1.1694 & 0.123428 \tabularnewline
20 & -0.234786 & -1.8186 & 0.036979 \tabularnewline
21 & -0.125938 & -0.9755 & 0.166612 \tabularnewline
22 & -0.191967 & -1.487 & 0.07113 \tabularnewline
23 & -0.024666 & -0.1911 & 0.42456 \tabularnewline
24 & 0.244442 & 1.8934 & 0.031562 \tabularnewline
25 & -0.009514 & -0.0737 & 0.47075 \tabularnewline
26 & -0.057147 & -0.4427 & 0.329801 \tabularnewline
27 & 0.016726 & 0.1296 & 0.448676 \tabularnewline
28 & -0.179603 & -1.3912 & 0.084651 \tabularnewline
29 & -0.163407 & -1.2657 & 0.105249 \tabularnewline
30 & 0.018676 & 0.1447 & 0.442732 \tabularnewline
31 & 0.006743 & 0.0522 & 0.479258 \tabularnewline
32 & -0.01715 & -0.1328 & 0.447381 \tabularnewline
33 & 0.000581 & 0.0045 & 0.498213 \tabularnewline
34 & -0.037154 & -0.2878 & 0.387248 \tabularnewline
35 & 0.077056 & 0.5969 & 0.276419 \tabularnewline
36 & 0.235134 & 1.8213 & 0.036771 \tabularnewline
37 & 0.0588 & 0.4555 & 0.325209 \tabularnewline
38 & -0.004292 & -0.0332 & 0.486796 \tabularnewline
39 & -0.041862 & -0.3243 & 0.373435 \tabularnewline
40 & -0.111437 & -0.8632 & 0.195735 \tabularnewline
41 & -0.039099 & -0.3029 & 0.381523 \tabularnewline
42 & 0.065972 & 0.511 & 0.305608 \tabularnewline
43 & 0.017579 & 0.1362 & 0.446073 \tabularnewline
44 & -0.00417 & -0.0323 & 0.487171 \tabularnewline
45 & 0.035569 & 0.2755 & 0.391932 \tabularnewline
46 & 0.03083 & 0.2388 & 0.406034 \tabularnewline
47 & 0.039636 & 0.307 & 0.379947 \tabularnewline
48 & 0.105457 & 0.8169 & 0.208617 \tabularnewline
49 & -0.007673 & -0.0594 & 0.476403 \tabularnewline
50 & 0.002948 & 0.0228 & 0.49093 \tabularnewline
51 & 0.024984 & 0.1935 & 0.4236 \tabularnewline
52 & -0.029034 & -0.2249 & 0.411412 \tabularnewline
53 & -0.022175 & -0.1718 & 0.432099 \tabularnewline
54 & -0.001986 & -0.0154 & 0.493888 \tabularnewline
55 & -0.008194 & -0.0635 & 0.474802 \tabularnewline
56 & -0.018081 & -0.1401 & 0.444544 \tabularnewline
57 & -0.013053 & -0.1011 & 0.459901 \tabularnewline
58 & 0.008538 & 0.0661 & 0.473745 \tabularnewline
59 & 0.000235 & 0.0018 & 0.499276 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33972&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]0.396439[/C][C]3.0708[/C][C]0.001603[/C][/ROW]
[ROW][C]2[/C][C]0.052322[/C][C]0.4053[/C][C]0.343354[/C][/ROW]
[ROW][C]3[/C][C]0.075398[/C][C]0.584[/C][C]0.280694[/C][/ROW]
[ROW][C]4[/C][C]-0.11928[/C][C]-0.9239[/C][C]0.179609[/C][/ROW]
[ROW][C]5[/C][C]-0.053442[/C][C]-0.414[/C][C]0.34019[/C][/ROW]
[ROW][C]6[/C][C]0.125456[/C][C]0.9718[/C][C]0.167531[/C][/ROW]
[ROW][C]7[/C][C]-0.101575[/C][C]-0.7868[/C][C]0.217249[/C][/ROW]
[ROW][C]8[/C][C]-0.133074[/C][C]-1.0308[/C][C]0.153389[/C][/ROW]
[ROW][C]9[/C][C]0.069532[/C][C]0.5386[/C][C]0.296081[/C][/ROW]
[ROW][C]10[/C][C]-0.003954[/C][C]-0.0306[/C][C]0.487834[/C][/ROW]
[ROW][C]11[/C][C]0.085608[/C][C]0.6631[/C][C]0.254897[/C][/ROW]
[ROW][C]12[/C][C]0.335018[/C][C]2.595[/C][C]0.005936[/C][/ROW]
[ROW][C]13[/C][C]-0.005996[/C][C]-0.0464[/C][C]0.481554[/C][/ROW]
[ROW][C]14[/C][C]-0.139732[/C][C]-1.0824[/C][C]0.141711[/C][/ROW]
[ROW][C]15[/C][C]-0.064045[/C][C]-0.4961[/C][C]0.310823[/C][/ROW]
[ROW][C]16[/C][C]-0.263359[/C][C]-2.04[/C][C]0.022881[/C][/ROW]
[ROW][C]17[/C][C]-0.215817[/C][C]-1.6717[/C][C]0.049895[/C][/ROW]
[ROW][C]18[/C][C]-0.036044[/C][C]-0.2792[/C][C]0.390526[/C][/ROW]
[ROW][C]19[/C][C]-0.150973[/C][C]-1.1694[/C][C]0.123428[/C][/ROW]
[ROW][C]20[/C][C]-0.234786[/C][C]-1.8186[/C][C]0.036979[/C][/ROW]
[ROW][C]21[/C][C]-0.125938[/C][C]-0.9755[/C][C]0.166612[/C][/ROW]
[ROW][C]22[/C][C]-0.191967[/C][C]-1.487[/C][C]0.07113[/C][/ROW]
[ROW][C]23[/C][C]-0.024666[/C][C]-0.1911[/C][C]0.42456[/C][/ROW]
[ROW][C]24[/C][C]0.244442[/C][C]1.8934[/C][C]0.031562[/C][/ROW]
[ROW][C]25[/C][C]-0.009514[/C][C]-0.0737[/C][C]0.47075[/C][/ROW]
[ROW][C]26[/C][C]-0.057147[/C][C]-0.4427[/C][C]0.329801[/C][/ROW]
[ROW][C]27[/C][C]0.016726[/C][C]0.1296[/C][C]0.448676[/C][/ROW]
[ROW][C]28[/C][C]-0.179603[/C][C]-1.3912[/C][C]0.084651[/C][/ROW]
[ROW][C]29[/C][C]-0.163407[/C][C]-1.2657[/C][C]0.105249[/C][/ROW]
[ROW][C]30[/C][C]0.018676[/C][C]0.1447[/C][C]0.442732[/C][/ROW]
[ROW][C]31[/C][C]0.006743[/C][C]0.0522[/C][C]0.479258[/C][/ROW]
[ROW][C]32[/C][C]-0.01715[/C][C]-0.1328[/C][C]0.447381[/C][/ROW]
[ROW][C]33[/C][C]0.000581[/C][C]0.0045[/C][C]0.498213[/C][/ROW]
[ROW][C]34[/C][C]-0.037154[/C][C]-0.2878[/C][C]0.387248[/C][/ROW]
[ROW][C]35[/C][C]0.077056[/C][C]0.5969[/C][C]0.276419[/C][/ROW]
[ROW][C]36[/C][C]0.235134[/C][C]1.8213[/C][C]0.036771[/C][/ROW]
[ROW][C]37[/C][C]0.0588[/C][C]0.4555[/C][C]0.325209[/C][/ROW]
[ROW][C]38[/C][C]-0.004292[/C][C]-0.0332[/C][C]0.486796[/C][/ROW]
[ROW][C]39[/C][C]-0.041862[/C][C]-0.3243[/C][C]0.373435[/C][/ROW]
[ROW][C]40[/C][C]-0.111437[/C][C]-0.8632[/C][C]0.195735[/C][/ROW]
[ROW][C]41[/C][C]-0.039099[/C][C]-0.3029[/C][C]0.381523[/C][/ROW]
[ROW][C]42[/C][C]0.065972[/C][C]0.511[/C][C]0.305608[/C][/ROW]
[ROW][C]43[/C][C]0.017579[/C][C]0.1362[/C][C]0.446073[/C][/ROW]
[ROW][C]44[/C][C]-0.00417[/C][C]-0.0323[/C][C]0.487171[/C][/ROW]
[ROW][C]45[/C][C]0.035569[/C][C]0.2755[/C][C]0.391932[/C][/ROW]
[ROW][C]46[/C][C]0.03083[/C][C]0.2388[/C][C]0.406034[/C][/ROW]
[ROW][C]47[/C][C]0.039636[/C][C]0.307[/C][C]0.379947[/C][/ROW]
[ROW][C]48[/C][C]0.105457[/C][C]0.8169[/C][C]0.208617[/C][/ROW]
[ROW][C]49[/C][C]-0.007673[/C][C]-0.0594[/C][C]0.476403[/C][/ROW]
[ROW][C]50[/C][C]0.002948[/C][C]0.0228[/C][C]0.49093[/C][/ROW]
[ROW][C]51[/C][C]0.024984[/C][C]0.1935[/C][C]0.4236[/C][/ROW]
[ROW][C]52[/C][C]-0.029034[/C][C]-0.2249[/C][C]0.411412[/C][/ROW]
[ROW][C]53[/C][C]-0.022175[/C][C]-0.1718[/C][C]0.432099[/C][/ROW]
[ROW][C]54[/C][C]-0.001986[/C][C]-0.0154[/C][C]0.493888[/C][/ROW]
[ROW][C]55[/C][C]-0.008194[/C][C]-0.0635[/C][C]0.474802[/C][/ROW]
[ROW][C]56[/C][C]-0.018081[/C][C]-0.1401[/C][C]0.444544[/C][/ROW]
[ROW][C]57[/C][C]-0.013053[/C][C]-0.1011[/C][C]0.459901[/C][/ROW]
[ROW][C]58[/C][C]0.008538[/C][C]0.0661[/C][C]0.473745[/C][/ROW]
[ROW][C]59[/C][C]0.000235[/C][C]0.0018[/C][C]0.499276[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33972&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33972&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	0.396439	3.0708	0.001603
2	0.052322	0.4053	0.343354
3	0.075398	0.584	0.280694
4	-0.11928	-0.9239	0.179609
5	-0.053442	-0.414	0.34019
6	0.125456	0.9718	0.167531
7	-0.101575	-0.7868	0.217249
8	-0.133074	-1.0308	0.153389
9	0.069532	0.5386	0.296081
10	-0.003954	-0.0306	0.487834
11	0.085608	0.6631	0.254897
12	0.335018	2.595	0.005936
13	-0.005996	-0.0464	0.481554
14	-0.139732	-1.0824	0.141711
15	-0.064045	-0.4961	0.310823
16	-0.263359	-2.04	0.022881
17	-0.215817	-1.6717	0.049895
18	-0.036044	-0.2792	0.390526
19	-0.150973	-1.1694	0.123428
20	-0.234786	-1.8186	0.036979
21	-0.125938	-0.9755	0.166612
22	-0.191967	-1.487	0.07113
23	-0.024666	-0.1911	0.42456
24	0.244442	1.8934	0.031562
25	-0.009514	-0.0737	0.47075
26	-0.057147	-0.4427	0.329801
27	0.016726	0.1296	0.448676
28	-0.179603	-1.3912	0.084651
29	-0.163407	-1.2657	0.105249
30	0.018676	0.1447	0.442732
31	0.006743	0.0522	0.479258
32	-0.01715	-0.1328	0.447381
33	0.000581	0.0045	0.498213
34	-0.037154	-0.2878	0.387248
35	0.077056	0.5969	0.276419
36	0.235134	1.8213	0.036771
37	0.0588	0.4555	0.325209
38	-0.004292	-0.0332	0.486796
39	-0.041862	-0.3243	0.373435
40	-0.111437	-0.8632	0.195735
41	-0.039099	-0.3029	0.381523
42	0.065972	0.511	0.305608
43	0.017579	0.1362	0.446073
44	-0.00417	-0.0323	0.487171
45	0.035569	0.2755	0.391932
46	0.03083	0.2388	0.406034
47	0.039636	0.307	0.379947
48	0.105457	0.8169	0.208617
49	-0.007673	-0.0594	0.476403
50	0.002948	0.0228	0.49093
51	0.024984	0.1935	0.4236
52	-0.029034	-0.2249	0.411412
53	-0.022175	-0.1718	0.432099
54	-0.001986	-0.0154	0.493888
55	-0.008194	-0.0635	0.474802
56	-0.018081	-0.1401	0.444544
57	-0.013053	-0.1011	0.459901
58	0.008538	0.0661	0.473745
59	0.000235	0.0018	0.499276
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.396439	3.0708	0.001603
2	-0.124391	-0.9635	0.169575
3	0.122186	0.9464	0.173859
4	-0.236255	-1.83	0.036108
5	0.133748	1.036	0.152177
6	0.087567	0.6783	0.250098
7	-0.222615	-1.7244	0.044895
8	0.005226	0.0405	0.483921
9	0.117381	0.9092	0.183433
10	-0.033927	-0.2628	0.396803
11	0.121797	0.9434	0.174621
12	0.232154	1.7983	0.038584
13	-0.27005	-2.0918	0.020349
14	-0.002178	-0.0169	0.493298
15	-0.101122	-0.7833	0.218269
16	-0.15197	-1.1772	0.121891
17	-0.058626	-0.4541	0.325692
18	-0.049277	-0.3817	0.352017
19	-0.007943	-0.0615	0.475571
20	-0.228512	-1.77	0.0409
21	-0.094889	-0.735	0.2326
22	-0.100193	-0.7761	0.220372
23	0.104231	0.8074	0.211321
24	0.060244	0.4666	0.321222
25	-0.110785	-0.8581	0.197116
26	0.1185	0.9179	0.181175
27	-0.060626	-0.4696	0.320168
28	-0.076018	-0.5888	0.279091
29	-0.120825	-0.9359	0.176536
30	0.059555	0.4613	0.323121
31	0.125567	0.9726	0.16732
32	-0.053846	-0.4171	0.339051
33	-0.133859	-1.0369	0.151979
34	0.084335	0.6533	0.258044
35	-0.005955	-0.0461	0.481681
36	-0.094021	-0.7283	0.234636
37	-0.046497	-0.3602	0.359995
38	-0.0376	-0.2913	0.385932
39	-0.113585	-0.8798	0.191232
40	0.043187	0.3345	0.369574
41	-0.066841	-0.5178	0.303268
42	-0.040233	-0.3116	0.378197
43	-0.075598	-0.5856	0.280177
44	0.03168	0.2454	0.403494
45	0.038556	0.2987	0.383117
46	-0.006786	-0.0526	0.479128
47	-0.095781	-0.7419	0.230516
48	0.057098	0.4423	0.329939
49	-0.052774	-0.4088	0.342077
50	-0.03998	-0.3097	0.378937
51	0.05529	0.4283	0.334991
52	0.088469	0.6853	0.247904
53	-0.038678	-0.2996	0.382759
54	-0.13012	-1.0079	0.158773
55	-0.009872	-0.0765	0.469652
56	0.011166	0.0865	0.465683
57	-0.067435	-0.5223	0.301675
58	-0.045367	-0.3514	0.363256
59	-0.04404	-0.3411	0.367097
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.396439 & 3.0708 & 0.001603 \tabularnewline
2 & -0.124391 & -0.9635 & 0.169575 \tabularnewline
3 & 0.122186 & 0.9464 & 0.173859 \tabularnewline
4 & -0.236255 & -1.83 & 0.036108 \tabularnewline
5 & 0.133748 & 1.036 & 0.152177 \tabularnewline
6 & 0.087567 & 0.6783 & 0.250098 \tabularnewline
7 & -0.222615 & -1.7244 & 0.044895 \tabularnewline
8 & 0.005226 & 0.0405 & 0.483921 \tabularnewline
9 & 0.117381 & 0.9092 & 0.183433 \tabularnewline
10 & -0.033927 & -0.2628 & 0.396803 \tabularnewline
11 & 0.121797 & 0.9434 & 0.174621 \tabularnewline
12 & 0.232154 & 1.7983 & 0.038584 \tabularnewline
13 & -0.27005 & -2.0918 & 0.020349 \tabularnewline
14 & -0.002178 & -0.0169 & 0.493298 \tabularnewline
15 & -0.101122 & -0.7833 & 0.218269 \tabularnewline
16 & -0.15197 & -1.1772 & 0.121891 \tabularnewline
17 & -0.058626 & -0.4541 & 0.325692 \tabularnewline
18 & -0.049277 & -0.3817 & 0.352017 \tabularnewline
19 & -0.007943 & -0.0615 & 0.475571 \tabularnewline
20 & -0.228512 & -1.77 & 0.0409 \tabularnewline
21 & -0.094889 & -0.735 & 0.2326 \tabularnewline
22 & -0.100193 & -0.7761 & 0.220372 \tabularnewline
23 & 0.104231 & 0.8074 & 0.211321 \tabularnewline
24 & 0.060244 & 0.4666 & 0.321222 \tabularnewline
25 & -0.110785 & -0.8581 & 0.197116 \tabularnewline
26 & 0.1185 & 0.9179 & 0.181175 \tabularnewline
27 & -0.060626 & -0.4696 & 0.320168 \tabularnewline
28 & -0.076018 & -0.5888 & 0.279091 \tabularnewline
29 & -0.120825 & -0.9359 & 0.176536 \tabularnewline
30 & 0.059555 & 0.4613 & 0.323121 \tabularnewline
31 & 0.125567 & 0.9726 & 0.16732 \tabularnewline
32 & -0.053846 & -0.4171 & 0.339051 \tabularnewline
33 & -0.133859 & -1.0369 & 0.151979 \tabularnewline
34 & 0.084335 & 0.6533 & 0.258044 \tabularnewline
35 & -0.005955 & -0.0461 & 0.481681 \tabularnewline
36 & -0.094021 & -0.7283 & 0.234636 \tabularnewline
37 & -0.046497 & -0.3602 & 0.359995 \tabularnewline
38 & -0.0376 & -0.2913 & 0.385932 \tabularnewline
39 & -0.113585 & -0.8798 & 0.191232 \tabularnewline
40 & 0.043187 & 0.3345 & 0.369574 \tabularnewline
41 & -0.066841 & -0.5178 & 0.303268 \tabularnewline
42 & -0.040233 & -0.3116 & 0.378197 \tabularnewline
43 & -0.075598 & -0.5856 & 0.280177 \tabularnewline
44 & 0.03168 & 0.2454 & 0.403494 \tabularnewline
45 & 0.038556 & 0.2987 & 0.383117 \tabularnewline
46 & -0.006786 & -0.0526 & 0.479128 \tabularnewline
47 & -0.095781 & -0.7419 & 0.230516 \tabularnewline
48 & 0.057098 & 0.4423 & 0.329939 \tabularnewline
49 & -0.052774 & -0.4088 & 0.342077 \tabularnewline
50 & -0.03998 & -0.3097 & 0.378937 \tabularnewline
51 & 0.05529 & 0.4283 & 0.334991 \tabularnewline
52 & 0.088469 & 0.6853 & 0.247904 \tabularnewline
53 & -0.038678 & -0.2996 & 0.382759 \tabularnewline
54 & -0.13012 & -1.0079 & 0.158773 \tabularnewline
55 & -0.009872 & -0.0765 & 0.469652 \tabularnewline
56 & 0.011166 & 0.0865 & 0.465683 \tabularnewline
57 & -0.067435 & -0.5223 & 0.301675 \tabularnewline
58 & -0.045367 & -0.3514 & 0.363256 \tabularnewline
59 & -0.04404 & -0.3411 & 0.367097 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33972&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]0.396439[/C][C]3.0708[/C][C]0.001603[/C][/ROW]
[ROW][C]2[/C][C]-0.124391[/C][C]-0.9635[/C][C]0.169575[/C][/ROW]
[ROW][C]3[/C][C]0.122186[/C][C]0.9464[/C][C]0.173859[/C][/ROW]
[ROW][C]4[/C][C]-0.236255[/C][C]-1.83[/C][C]0.036108[/C][/ROW]
[ROW][C]5[/C][C]0.133748[/C][C]1.036[/C][C]0.152177[/C][/ROW]
[ROW][C]6[/C][C]0.087567[/C][C]0.6783[/C][C]0.250098[/C][/ROW]
[ROW][C]7[/C][C]-0.222615[/C][C]-1.7244[/C][C]0.044895[/C][/ROW]
[ROW][C]8[/C][C]0.005226[/C][C]0.0405[/C][C]0.483921[/C][/ROW]
[ROW][C]9[/C][C]0.117381[/C][C]0.9092[/C][C]0.183433[/C][/ROW]
[ROW][C]10[/C][C]-0.033927[/C][C]-0.2628[/C][C]0.396803[/C][/ROW]
[ROW][C]11[/C][C]0.121797[/C][C]0.9434[/C][C]0.174621[/C][/ROW]
[ROW][C]12[/C][C]0.232154[/C][C]1.7983[/C][C]0.038584[/C][/ROW]
[ROW][C]13[/C][C]-0.27005[/C][C]-2.0918[/C][C]0.020349[/C][/ROW]
[ROW][C]14[/C][C]-0.002178[/C][C]-0.0169[/C][C]0.493298[/C][/ROW]
[ROW][C]15[/C][C]-0.101122[/C][C]-0.7833[/C][C]0.218269[/C][/ROW]
[ROW][C]16[/C][C]-0.15197[/C][C]-1.1772[/C][C]0.121891[/C][/ROW]
[ROW][C]17[/C][C]-0.058626[/C][C]-0.4541[/C][C]0.325692[/C][/ROW]
[ROW][C]18[/C][C]-0.049277[/C][C]-0.3817[/C][C]0.352017[/C][/ROW]
[ROW][C]19[/C][C]-0.007943[/C][C]-0.0615[/C][C]0.475571[/C][/ROW]
[ROW][C]20[/C][C]-0.228512[/C][C]-1.77[/C][C]0.0409[/C][/ROW]
[ROW][C]21[/C][C]-0.094889[/C][C]-0.735[/C][C]0.2326[/C][/ROW]
[ROW][C]22[/C][C]-0.100193[/C][C]-0.7761[/C][C]0.220372[/C][/ROW]
[ROW][C]23[/C][C]0.104231[/C][C]0.8074[/C][C]0.211321[/C][/ROW]
[ROW][C]24[/C][C]0.060244[/C][C]0.4666[/C][C]0.321222[/C][/ROW]
[ROW][C]25[/C][C]-0.110785[/C][C]-0.8581[/C][C]0.197116[/C][/ROW]
[ROW][C]26[/C][C]0.1185[/C][C]0.9179[/C][C]0.181175[/C][/ROW]
[ROW][C]27[/C][C]-0.060626[/C][C]-0.4696[/C][C]0.320168[/C][/ROW]
[ROW][C]28[/C][C]-0.076018[/C][C]-0.5888[/C][C]0.279091[/C][/ROW]
[ROW][C]29[/C][C]-0.120825[/C][C]-0.9359[/C][C]0.176536[/C][/ROW]
[ROW][C]30[/C][C]0.059555[/C][C]0.4613[/C][C]0.323121[/C][/ROW]
[ROW][C]31[/C][C]0.125567[/C][C]0.9726[/C][C]0.16732[/C][/ROW]
[ROW][C]32[/C][C]-0.053846[/C][C]-0.4171[/C][C]0.339051[/C][/ROW]
[ROW][C]33[/C][C]-0.133859[/C][C]-1.0369[/C][C]0.151979[/C][/ROW]
[ROW][C]34[/C][C]0.084335[/C][C]0.6533[/C][C]0.258044[/C][/ROW]
[ROW][C]35[/C][C]-0.005955[/C][C]-0.0461[/C][C]0.481681[/C][/ROW]
[ROW][C]36[/C][C]-0.094021[/C][C]-0.7283[/C][C]0.234636[/C][/ROW]
[ROW][C]37[/C][C]-0.046497[/C][C]-0.3602[/C][C]0.359995[/C][/ROW]
[ROW][C]38[/C][C]-0.0376[/C][C]-0.2913[/C][C]0.385932[/C][/ROW]
[ROW][C]39[/C][C]-0.113585[/C][C]-0.8798[/C][C]0.191232[/C][/ROW]
[ROW][C]40[/C][C]0.043187[/C][C]0.3345[/C][C]0.369574[/C][/ROW]
[ROW][C]41[/C][C]-0.066841[/C][C]-0.5178[/C][C]0.303268[/C][/ROW]
[ROW][C]42[/C][C]-0.040233[/C][C]-0.3116[/C][C]0.378197[/C][/ROW]
[ROW][C]43[/C][C]-0.075598[/C][C]-0.5856[/C][C]0.280177[/C][/ROW]
[ROW][C]44[/C][C]0.03168[/C][C]0.2454[/C][C]0.403494[/C][/ROW]
[ROW][C]45[/C][C]0.038556[/C][C]0.2987[/C][C]0.383117[/C][/ROW]
[ROW][C]46[/C][C]-0.006786[/C][C]-0.0526[/C][C]0.479128[/C][/ROW]
[ROW][C]47[/C][C]-0.095781[/C][C]-0.7419[/C][C]0.230516[/C][/ROW]
[ROW][C]48[/C][C]0.057098[/C][C]0.4423[/C][C]0.329939[/C][/ROW]
[ROW][C]49[/C][C]-0.052774[/C][C]-0.4088[/C][C]0.342077[/C][/ROW]
[ROW][C]50[/C][C]-0.03998[/C][C]-0.3097[/C][C]0.378937[/C][/ROW]
[ROW][C]51[/C][C]0.05529[/C][C]0.4283[/C][C]0.334991[/C][/ROW]
[ROW][C]52[/C][C]0.088469[/C][C]0.6853[/C][C]0.247904[/C][/ROW]
[ROW][C]53[/C][C]-0.038678[/C][C]-0.2996[/C][C]0.382759[/C][/ROW]
[ROW][C]54[/C][C]-0.13012[/C][C]-1.0079[/C][C]0.158773[/C][/ROW]
[ROW][C]55[/C][C]-0.009872[/C][C]-0.0765[/C][C]0.469652[/C][/ROW]
[ROW][C]56[/C][C]0.011166[/C][C]0.0865[/C][C]0.465683[/C][/ROW]
[ROW][C]57[/C][C]-0.067435[/C][C]-0.5223[/C][C]0.301675[/C][/ROW]
[ROW][C]58[/C][C]-0.045367[/C][C]-0.3514[/C][C]0.363256[/C][/ROW]
[ROW][C]59[/C][C]-0.04404[/C][C]-0.3411[/C][C]0.367097[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33972&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33972&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	0.396439	3.0708	0.001603
2	-0.124391	-0.9635	0.169575
3	0.122186	0.9464	0.173859
4	-0.236255	-1.83	0.036108
5	0.133748	1.036	0.152177
6	0.087567	0.6783	0.250098
7	-0.222615	-1.7244	0.044895
8	0.005226	0.0405	0.483921
9	0.117381	0.9092	0.183433
10	-0.033927	-0.2628	0.396803
11	0.121797	0.9434	0.174621
12	0.232154	1.7983	0.038584
13	-0.27005	-2.0918	0.020349
14	-0.002178	-0.0169	0.493298
15	-0.101122	-0.7833	0.218269
16	-0.15197	-1.1772	0.121891
17	-0.058626	-0.4541	0.325692
18	-0.049277	-0.3817	0.352017
19	-0.007943	-0.0615	0.475571
20	-0.228512	-1.77	0.0409
21	-0.094889	-0.735	0.2326
22	-0.100193	-0.7761	0.220372
23	0.104231	0.8074	0.211321
24	0.060244	0.4666	0.321222
25	-0.110785	-0.8581	0.197116
26	0.1185	0.9179	0.181175
27	-0.060626	-0.4696	0.320168
28	-0.076018	-0.5888	0.279091
29	-0.120825	-0.9359	0.176536
30	0.059555	0.4613	0.323121
31	0.125567	0.9726	0.16732
32	-0.053846	-0.4171	0.339051
33	-0.133859	-1.0369	0.151979
34	0.084335	0.6533	0.258044
35	-0.005955	-0.0461	0.481681
36	-0.094021	-0.7283	0.234636
37	-0.046497	-0.3602	0.359995
38	-0.0376	-0.2913	0.385932
39	-0.113585	-0.8798	0.191232
40	0.043187	0.3345	0.369574
41	-0.066841	-0.5178	0.303268
42	-0.040233	-0.3116	0.378197
43	-0.075598	-0.5856	0.280177
44	0.03168	0.2454	0.403494
45	0.038556	0.2987	0.383117
46	-0.006786	-0.0526	0.479128
47	-0.095781	-0.7419	0.230516
48	0.057098	0.4423	0.329939
49	-0.052774	-0.4088	0.342077
50	-0.03998	-0.3097	0.378937
51	0.05529	0.4283	0.334991
52	0.088469	0.6853	0.247904
53	-0.038678	-0.2996	0.382759
54	-0.13012	-1.0079	0.158773
55	-0.009872	-0.0765	0.469652
56	0.011166	0.0865	0.465683
57	-0.067435	-0.5223	0.301675
58	-0.045367	-0.3514	0.363256
59	-0.04404	-0.3411	0.367097
60	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 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; 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