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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 19 Aug 2009 08:06:37 -0600

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/2009/Aug/19/t1250690838pw4h4mcy91ocxnd.htm/, Retrieved Sat, 23 May 2026 18:25:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=42946, Retrieved Sat, 23 May 2026 18:25:14 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

463

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

-     [Central Tendency] [Thomas Van den Bo...] [2009-04-22 20:03:59] [29fb2afdd4eca1705c3ee13bfc104084]
- RMPD    [(Partial) Autocorrelation Function] [Thomas Van den Bo...] [2009-08-19 14:06:37] [0d1085ed835696cdd537ad5fa07600ec] [Current]
-           [(Partial) Autocorrelation Function] [Thomas Van den Bo...] [2009-08-19 14:09:14] [f85cc8f00ef4b762f0a6fdfddc793773] 
- RM D      [Bootstrap Plot - Central Tendency] [Thomas Van den Bo...] [2009-08-19 14:18:29] [f85cc8f00ef4b762f0a6fdfddc793773] 
- RM D      [Blocked Bootstrap Plot - Central Tendency] [Thomas Van den Bo...] [2009-08-19 14:50:42] [f85cc8f00ef4b762f0a6fdfddc793773] 
- RM D      [Variability] [Thomas Van den Bo...] [2009-08-19 15:10:16] [29fb2afdd4eca1705c3ee13bfc104084] 
- RM D      [Variability] [Thomas Van den Bo...] [2009-08-19 15:14:55] [29fb2afdd4eca1705c3ee13bfc104084] 
- RM        [Standard Deviation Plot] [Thomas Van den Bo...] [2009-08-19 15:17:55] [29fb2afdd4eca1705c3ee13bfc104084] 
- RM        [Standard Deviation-Mean Plot] [Thomas Van den Bo...] [2009-08-19 15:25:16] [29fb2afdd4eca1705c3ee13bfc104084] 
- RM        [Classical Decomposition] [Thomas Van den Bo...] [2009-08-19 15:35:38] [29fb2afdd4eca1705c3ee13bfc104084] 
- RM        [Exponential Smoothing] [Thomas van den Bo...] [2009-08-19 15:48:41] [29fb2afdd4eca1705c3ee13bfc104084] 

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Dataseries X:

Download CSV

Histogram

Boxplots

5.93
5.9
5.9
5.94
5.86
5.92
5.9
5.91
5.84
5.84
5.83
5.82
5.8
5.91
5.92
5.96
5.9
5.92
6.09
6.31
6.25
6.23
6.22
6.19
6.15
6.12
6.13
6.1
6.05
6.07
6.09
6.17
6.12
6.12
6.13
6.19
6.24
6.41
6.5
6.53
6.58
6.53
6.51
6.51
6.49
6.49
6.49
6.53
6.65
6.61
6.52
6.62
6.6
6.61
6.63
6.62
6.6
6.59
6.59
6.52
6.52
6.61
6.59
6.6
6.48
6.53
6.56
6.56
6.49
6.45
6.44
6.43

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=42946&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=42946&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42946&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	0.964704	8.1858	0
2	0.921367	7.8181	0
3	0.87925	7.4607	0
4	0.841488	7.1403	0
5	0.793263	6.7311	0
6	0.74816	6.3483	0
7	0.701401	5.9516	0
8	0.660612	5.6055	0
9	0.611415	5.188	1e-06
10	0.565741	4.8005	4e-06
11	0.52092	4.4202	1.7e-05
12	0.481836	4.0885	5.6e-05
13	0.438561	3.7213	0.000195
14	0.401867	3.41	0.000534
15	0.364381	3.0919	0.001414
16	0.334239	2.8361	0.002963
17	0.296853	2.5189	0.006997
18	0.257754	2.1871	0.015992
19	0.219773	1.8648	0.03314
20	0.190651	1.6177	0.055047
21	0.155072	1.3158	0.096202
22	0.12055	1.0229	0.15489
23	0.082978	0.7041	0.241824
24	0.043703	0.3708	0.355925
25	0.002353	0.02	0.492061
26	-0.039942	-0.3389	0.367827
27	-0.08121	-0.6891	0.24649
28	-0.120258	-1.0204	0.155471
29	-0.16246	-1.3785	0.086156
30	-0.205336	-1.7423	0.04286
31	-0.24979	-2.1195	0.018747
32	-0.282177	-2.3944	0.009628
33	-0.317281	-2.6922	0.004411
34	-0.34971	-2.9674	0.002037
35	-0.379965	-3.2241	0.00095
36	-0.404827	-3.4351	0.000493
37	-0.425332	-3.6091	0.000282
38	-0.430662	-3.6543	0.000243
39	-0.429415	-3.6437	0.000252
40	-0.425364	-3.6093	0.000282
41	-0.417039	-3.5387	0.000354
42	-0.40809	-3.4628	0.000452
43	-0.403778	-3.4262	0.000507
44	-0.401224	-3.4045	0.000543
45	-0.40138	-3.4058	0.000541
46	-0.396964	-3.3684	0.000609
47	-0.392019	-3.3264	0.000694
48	-0.385533	-3.2714	0.000822

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.964704 & 8.1858 & 0 \tabularnewline
2 & 0.921367 & 7.8181 & 0 \tabularnewline
3 & 0.87925 & 7.4607 & 0 \tabularnewline
4 & 0.841488 & 7.1403 & 0 \tabularnewline
5 & 0.793263 & 6.7311 & 0 \tabularnewline
6 & 0.74816 & 6.3483 & 0 \tabularnewline
7 & 0.701401 & 5.9516 & 0 \tabularnewline
8 & 0.660612 & 5.6055 & 0 \tabularnewline
9 & 0.611415 & 5.188 & 1e-06 \tabularnewline
10 & 0.565741 & 4.8005 & 4e-06 \tabularnewline
11 & 0.52092 & 4.4202 & 1.7e-05 \tabularnewline
12 & 0.481836 & 4.0885 & 5.6e-05 \tabularnewline
13 & 0.438561 & 3.7213 & 0.000195 \tabularnewline
14 & 0.401867 & 3.41 & 0.000534 \tabularnewline
15 & 0.364381 & 3.0919 & 0.001414 \tabularnewline
16 & 0.334239 & 2.8361 & 0.002963 \tabularnewline
17 & 0.296853 & 2.5189 & 0.006997 \tabularnewline
18 & 0.257754 & 2.1871 & 0.015992 \tabularnewline
19 & 0.219773 & 1.8648 & 0.03314 \tabularnewline
20 & 0.190651 & 1.6177 & 0.055047 \tabularnewline
21 & 0.155072 & 1.3158 & 0.096202 \tabularnewline
22 & 0.12055 & 1.0229 & 0.15489 \tabularnewline
23 & 0.082978 & 0.7041 & 0.241824 \tabularnewline
24 & 0.043703 & 0.3708 & 0.355925 \tabularnewline
25 & 0.002353 & 0.02 & 0.492061 \tabularnewline
26 & -0.039942 & -0.3389 & 0.367827 \tabularnewline
27 & -0.08121 & -0.6891 & 0.24649 \tabularnewline
28 & -0.120258 & -1.0204 & 0.155471 \tabularnewline
29 & -0.16246 & -1.3785 & 0.086156 \tabularnewline
30 & -0.205336 & -1.7423 & 0.04286 \tabularnewline
31 & -0.24979 & -2.1195 & 0.018747 \tabularnewline
32 & -0.282177 & -2.3944 & 0.009628 \tabularnewline
33 & -0.317281 & -2.6922 & 0.004411 \tabularnewline
34 & -0.34971 & -2.9674 & 0.002037 \tabularnewline
35 & -0.379965 & -3.2241 & 0.00095 \tabularnewline
36 & -0.404827 & -3.4351 & 0.000493 \tabularnewline
37 & -0.425332 & -3.6091 & 0.000282 \tabularnewline
38 & -0.430662 & -3.6543 & 0.000243 \tabularnewline
39 & -0.429415 & -3.6437 & 0.000252 \tabularnewline
40 & -0.425364 & -3.6093 & 0.000282 \tabularnewline
41 & -0.417039 & -3.5387 & 0.000354 \tabularnewline
42 & -0.40809 & -3.4628 & 0.000452 \tabularnewline
43 & -0.403778 & -3.4262 & 0.000507 \tabularnewline
44 & -0.401224 & -3.4045 & 0.000543 \tabularnewline
45 & -0.40138 & -3.4058 & 0.000541 \tabularnewline
46 & -0.396964 & -3.3684 & 0.000609 \tabularnewline
47 & -0.392019 & -3.3264 & 0.000694 \tabularnewline
48 & -0.385533 & -3.2714 & 0.000822 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42946&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]0.964704[/C][C]8.1858[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.921367[/C][C]7.8181[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.87925[/C][C]7.4607[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.841488[/C][C]7.1403[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.793263[/C][C]6.7311[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.74816[/C][C]6.3483[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.701401[/C][C]5.9516[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.660612[/C][C]5.6055[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.611415[/C][C]5.188[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.565741[/C][C]4.8005[/C][C]4e-06[/C][/ROW]
[ROW][C]11[/C][C]0.52092[/C][C]4.4202[/C][C]1.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.481836[/C][C]4.0885[/C][C]5.6e-05[/C][/ROW]
[ROW][C]13[/C][C]0.438561[/C][C]3.7213[/C][C]0.000195[/C][/ROW]
[ROW][C]14[/C][C]0.401867[/C][C]3.41[/C][C]0.000534[/C][/ROW]
[ROW][C]15[/C][C]0.364381[/C][C]3.0919[/C][C]0.001414[/C][/ROW]
[ROW][C]16[/C][C]0.334239[/C][C]2.8361[/C][C]0.002963[/C][/ROW]
[ROW][C]17[/C][C]0.296853[/C][C]2.5189[/C][C]0.006997[/C][/ROW]
[ROW][C]18[/C][C]0.257754[/C][C]2.1871[/C][C]0.015992[/C][/ROW]
[ROW][C]19[/C][C]0.219773[/C][C]1.8648[/C][C]0.03314[/C][/ROW]
[ROW][C]20[/C][C]0.190651[/C][C]1.6177[/C][C]0.055047[/C][/ROW]
[ROW][C]21[/C][C]0.155072[/C][C]1.3158[/C][C]0.096202[/C][/ROW]
[ROW][C]22[/C][C]0.12055[/C][C]1.0229[/C][C]0.15489[/C][/ROW]
[ROW][C]23[/C][C]0.082978[/C][C]0.7041[/C][C]0.241824[/C][/ROW]
[ROW][C]24[/C][C]0.043703[/C][C]0.3708[/C][C]0.355925[/C][/ROW]
[ROW][C]25[/C][C]0.002353[/C][C]0.02[/C][C]0.492061[/C][/ROW]
[ROW][C]26[/C][C]-0.039942[/C][C]-0.3389[/C][C]0.367827[/C][/ROW]
[ROW][C]27[/C][C]-0.08121[/C][C]-0.6891[/C][C]0.24649[/C][/ROW]
[ROW][C]28[/C][C]-0.120258[/C][C]-1.0204[/C][C]0.155471[/C][/ROW]
[ROW][C]29[/C][C]-0.16246[/C][C]-1.3785[/C][C]0.086156[/C][/ROW]
[ROW][C]30[/C][C]-0.205336[/C][C]-1.7423[/C][C]0.04286[/C][/ROW]
[ROW][C]31[/C][C]-0.24979[/C][C]-2.1195[/C][C]0.018747[/C][/ROW]
[ROW][C]32[/C][C]-0.282177[/C][C]-2.3944[/C][C]0.009628[/C][/ROW]
[ROW][C]33[/C][C]-0.317281[/C][C]-2.6922[/C][C]0.004411[/C][/ROW]
[ROW][C]34[/C][C]-0.34971[/C][C]-2.9674[/C][C]0.002037[/C][/ROW]
[ROW][C]35[/C][C]-0.379965[/C][C]-3.2241[/C][C]0.00095[/C][/ROW]
[ROW][C]36[/C][C]-0.404827[/C][C]-3.4351[/C][C]0.000493[/C][/ROW]
[ROW][C]37[/C][C]-0.425332[/C][C]-3.6091[/C][C]0.000282[/C][/ROW]
[ROW][C]38[/C][C]-0.430662[/C][C]-3.6543[/C][C]0.000243[/C][/ROW]
[ROW][C]39[/C][C]-0.429415[/C][C]-3.6437[/C][C]0.000252[/C][/ROW]
[ROW][C]40[/C][C]-0.425364[/C][C]-3.6093[/C][C]0.000282[/C][/ROW]
[ROW][C]41[/C][C]-0.417039[/C][C]-3.5387[/C][C]0.000354[/C][/ROW]
[ROW][C]42[/C][C]-0.40809[/C][C]-3.4628[/C][C]0.000452[/C][/ROW]
[ROW][C]43[/C][C]-0.403778[/C][C]-3.4262[/C][C]0.000507[/C][/ROW]
[ROW][C]44[/C][C]-0.401224[/C][C]-3.4045[/C][C]0.000543[/C][/ROW]
[ROW][C]45[/C][C]-0.40138[/C][C]-3.4058[/C][C]0.000541[/C][/ROW]
[ROW][C]46[/C][C]-0.396964[/C][C]-3.3684[/C][C]0.000609[/C][/ROW]
[ROW][C]47[/C][C]-0.392019[/C][C]-3.3264[/C][C]0.000694[/C][/ROW]
[ROW][C]48[/C][C]-0.385533[/C][C]-3.2714[/C][C]0.000822[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42946&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42946&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	0.964704	8.1858	0
2	0.921367	7.8181	0
3	0.87925	7.4607	0
4	0.841488	7.1403	0
5	0.793263	6.7311	0
6	0.74816	6.3483	0
7	0.701401	5.9516	0
8	0.660612	5.6055	0
9	0.611415	5.188	1e-06
10	0.565741	4.8005	4e-06
11	0.52092	4.4202	1.7e-05
12	0.481836	4.0885	5.6e-05
13	0.438561	3.7213	0.000195
14	0.401867	3.41	0.000534
15	0.364381	3.0919	0.001414
16	0.334239	2.8361	0.002963
17	0.296853	2.5189	0.006997
18	0.257754	2.1871	0.015992
19	0.219773	1.8648	0.03314
20	0.190651	1.6177	0.055047
21	0.155072	1.3158	0.096202
22	0.12055	1.0229	0.15489
23	0.082978	0.7041	0.241824
24	0.043703	0.3708	0.355925
25	0.002353	0.02	0.492061
26	-0.039942	-0.3389	0.367827
27	-0.08121	-0.6891	0.24649
28	-0.120258	-1.0204	0.155471
29	-0.16246	-1.3785	0.086156
30	-0.205336	-1.7423	0.04286
31	-0.24979	-2.1195	0.018747
32	-0.282177	-2.3944	0.009628
33	-0.317281	-2.6922	0.004411
34	-0.34971	-2.9674	0.002037
35	-0.379965	-3.2241	0.00095
36	-0.404827	-3.4351	0.000493
37	-0.425332	-3.6091	0.000282
38	-0.430662	-3.6543	0.000243
39	-0.429415	-3.6437	0.000252
40	-0.425364	-3.6093	0.000282
41	-0.417039	-3.5387	0.000354
42	-0.40809	-3.4628	0.000452
43	-0.403778	-3.4262	0.000507
44	-0.401224	-3.4045	0.000543
45	-0.40138	-3.4058	0.000541
46	-0.396964	-3.3684	0.000609
47	-0.392019	-3.3264	0.000694
48	-0.385533	-3.2714	0.000822

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.964704	8.1858	0
2	-0.133931	-1.1364	0.129769
3	0.008266	0.0701	0.472139
4	0.036005	0.3055	0.380428
5	-0.187765	-1.5932	0.057744
6	0.061397	0.521	0.301992
7	-0.070079	-0.5946	0.276975
8	0.052585	0.4462	0.328396
9	-0.142542	-1.2095	0.115212
10	0.037559	0.3187	0.375438
11	-0.014366	-0.1219	0.451659
12	0.012212	0.1036	0.458878
13	-0.052624	-0.4465	0.328278
14	0.053238	0.4517	0.326408
15	-0.042752	-0.3628	0.358923
16	0.051438	0.4365	0.331904
17	-0.115324	-0.9786	0.165539
18	-0.064469	-0.547	0.293021
19	0.026805	0.2274	0.410362
20	0.028839	0.2447	0.403689
21	-0.091178	-0.7737	0.22083
22	-0.010948	-0.0929	0.463121
23	-0.059453	-0.5045	0.307733
24	-0.119982	-1.0181	0.156025
25	0.012864	0.1092	0.45669
26	-0.093021	-0.7893	0.216262
27	0.019944	0.1692	0.433043
28	-0.069421	-0.5891	0.278835
29	-0.049032	-0.416	0.339307
30	-0.066988	-0.5684	0.285763
31	-0.075767	-0.6429	0.261165
32	0.137617	1.1677	0.123387
33	-0.145125	-1.2314	0.111085
34	0.038515	0.3268	0.372381
35	-0.01122	-0.0952	0.462208
36	-0.066146	-0.5613	0.288179
37	0.06941	0.589	0.278866
38	0.173251	1.4701	0.072948
39	0.028638	0.243	0.404346
40	-0.028384	-0.2408	0.405179
41	0.109271	0.9272	0.178462
42	-0.113717	-0.9649	0.168908
43	-0.075209	-0.6382	0.262694
44	-0.03253	-0.276	0.391659
45	-0.053271	-0.452	0.326307
46	0.031387	0.2663	0.395374
47	0.0183	0.1553	0.438518
48	-0.012639	-0.1072	0.457446

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.964704 & 8.1858 & 0 \tabularnewline
2 & -0.133931 & -1.1364 & 0.129769 \tabularnewline
3 & 0.008266 & 0.0701 & 0.472139 \tabularnewline
4 & 0.036005 & 0.3055 & 0.380428 \tabularnewline
5 & -0.187765 & -1.5932 & 0.057744 \tabularnewline
6 & 0.061397 & 0.521 & 0.301992 \tabularnewline
7 & -0.070079 & -0.5946 & 0.276975 \tabularnewline
8 & 0.052585 & 0.4462 & 0.328396 \tabularnewline
9 & -0.142542 & -1.2095 & 0.115212 \tabularnewline
10 & 0.037559 & 0.3187 & 0.375438 \tabularnewline
11 & -0.014366 & -0.1219 & 0.451659 \tabularnewline
12 & 0.012212 & 0.1036 & 0.458878 \tabularnewline
13 & -0.052624 & -0.4465 & 0.328278 \tabularnewline
14 & 0.053238 & 0.4517 & 0.326408 \tabularnewline
15 & -0.042752 & -0.3628 & 0.358923 \tabularnewline
16 & 0.051438 & 0.4365 & 0.331904 \tabularnewline
17 & -0.115324 & -0.9786 & 0.165539 \tabularnewline
18 & -0.064469 & -0.547 & 0.293021 \tabularnewline
19 & 0.026805 & 0.2274 & 0.410362 \tabularnewline
20 & 0.028839 & 0.2447 & 0.403689 \tabularnewline
21 & -0.091178 & -0.7737 & 0.22083 \tabularnewline
22 & -0.010948 & -0.0929 & 0.463121 \tabularnewline
23 & -0.059453 & -0.5045 & 0.307733 \tabularnewline
24 & -0.119982 & -1.0181 & 0.156025 \tabularnewline
25 & 0.012864 & 0.1092 & 0.45669 \tabularnewline
26 & -0.093021 & -0.7893 & 0.216262 \tabularnewline
27 & 0.019944 & 0.1692 & 0.433043 \tabularnewline
28 & -0.069421 & -0.5891 & 0.278835 \tabularnewline
29 & -0.049032 & -0.416 & 0.339307 \tabularnewline
30 & -0.066988 & -0.5684 & 0.285763 \tabularnewline
31 & -0.075767 & -0.6429 & 0.261165 \tabularnewline
32 & 0.137617 & 1.1677 & 0.123387 \tabularnewline
33 & -0.145125 & -1.2314 & 0.111085 \tabularnewline
34 & 0.038515 & 0.3268 & 0.372381 \tabularnewline
35 & -0.01122 & -0.0952 & 0.462208 \tabularnewline
36 & -0.066146 & -0.5613 & 0.288179 \tabularnewline
37 & 0.06941 & 0.589 & 0.278866 \tabularnewline
38 & 0.173251 & 1.4701 & 0.072948 \tabularnewline
39 & 0.028638 & 0.243 & 0.404346 \tabularnewline
40 & -0.028384 & -0.2408 & 0.405179 \tabularnewline
41 & 0.109271 & 0.9272 & 0.178462 \tabularnewline
42 & -0.113717 & -0.9649 & 0.168908 \tabularnewline
43 & -0.075209 & -0.6382 & 0.262694 \tabularnewline
44 & -0.03253 & -0.276 & 0.391659 \tabularnewline
45 & -0.053271 & -0.452 & 0.326307 \tabularnewline
46 & 0.031387 & 0.2663 & 0.395374 \tabularnewline
47 & 0.0183 & 0.1553 & 0.438518 \tabularnewline
48 & -0.012639 & -0.1072 & 0.457446 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42946&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]0.964704[/C][C]8.1858[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.133931[/C][C]-1.1364[/C][C]0.129769[/C][/ROW]
[ROW][C]3[/C][C]0.008266[/C][C]0.0701[/C][C]0.472139[/C][/ROW]
[ROW][C]4[/C][C]0.036005[/C][C]0.3055[/C][C]0.380428[/C][/ROW]
[ROW][C]5[/C][C]-0.187765[/C][C]-1.5932[/C][C]0.057744[/C][/ROW]
[ROW][C]6[/C][C]0.061397[/C][C]0.521[/C][C]0.301992[/C][/ROW]
[ROW][C]7[/C][C]-0.070079[/C][C]-0.5946[/C][C]0.276975[/C][/ROW]
[ROW][C]8[/C][C]0.052585[/C][C]0.4462[/C][C]0.328396[/C][/ROW]
[ROW][C]9[/C][C]-0.142542[/C][C]-1.2095[/C][C]0.115212[/C][/ROW]
[ROW][C]10[/C][C]0.037559[/C][C]0.3187[/C][C]0.375438[/C][/ROW]
[ROW][C]11[/C][C]-0.014366[/C][C]-0.1219[/C][C]0.451659[/C][/ROW]
[ROW][C]12[/C][C]0.012212[/C][C]0.1036[/C][C]0.458878[/C][/ROW]
[ROW][C]13[/C][C]-0.052624[/C][C]-0.4465[/C][C]0.328278[/C][/ROW]
[ROW][C]14[/C][C]0.053238[/C][C]0.4517[/C][C]0.326408[/C][/ROW]
[ROW][C]15[/C][C]-0.042752[/C][C]-0.3628[/C][C]0.358923[/C][/ROW]
[ROW][C]16[/C][C]0.051438[/C][C]0.4365[/C][C]0.331904[/C][/ROW]
[ROW][C]17[/C][C]-0.115324[/C][C]-0.9786[/C][C]0.165539[/C][/ROW]
[ROW][C]18[/C][C]-0.064469[/C][C]-0.547[/C][C]0.293021[/C][/ROW]
[ROW][C]19[/C][C]0.026805[/C][C]0.2274[/C][C]0.410362[/C][/ROW]
[ROW][C]20[/C][C]0.028839[/C][C]0.2447[/C][C]0.403689[/C][/ROW]
[ROW][C]21[/C][C]-0.091178[/C][C]-0.7737[/C][C]0.22083[/C][/ROW]
[ROW][C]22[/C][C]-0.010948[/C][C]-0.0929[/C][C]0.463121[/C][/ROW]
[ROW][C]23[/C][C]-0.059453[/C][C]-0.5045[/C][C]0.307733[/C][/ROW]
[ROW][C]24[/C][C]-0.119982[/C][C]-1.0181[/C][C]0.156025[/C][/ROW]
[ROW][C]25[/C][C]0.012864[/C][C]0.1092[/C][C]0.45669[/C][/ROW]
[ROW][C]26[/C][C]-0.093021[/C][C]-0.7893[/C][C]0.216262[/C][/ROW]
[ROW][C]27[/C][C]0.019944[/C][C]0.1692[/C][C]0.433043[/C][/ROW]
[ROW][C]28[/C][C]-0.069421[/C][C]-0.5891[/C][C]0.278835[/C][/ROW]
[ROW][C]29[/C][C]-0.049032[/C][C]-0.416[/C][C]0.339307[/C][/ROW]
[ROW][C]30[/C][C]-0.066988[/C][C]-0.5684[/C][C]0.285763[/C][/ROW]
[ROW][C]31[/C][C]-0.075767[/C][C]-0.6429[/C][C]0.261165[/C][/ROW]
[ROW][C]32[/C][C]0.137617[/C][C]1.1677[/C][C]0.123387[/C][/ROW]
[ROW][C]33[/C][C]-0.145125[/C][C]-1.2314[/C][C]0.111085[/C][/ROW]
[ROW][C]34[/C][C]0.038515[/C][C]0.3268[/C][C]0.372381[/C][/ROW]
[ROW][C]35[/C][C]-0.01122[/C][C]-0.0952[/C][C]0.462208[/C][/ROW]
[ROW][C]36[/C][C]-0.066146[/C][C]-0.5613[/C][C]0.288179[/C][/ROW]
[ROW][C]37[/C][C]0.06941[/C][C]0.589[/C][C]0.278866[/C][/ROW]
[ROW][C]38[/C][C]0.173251[/C][C]1.4701[/C][C]0.072948[/C][/ROW]
[ROW][C]39[/C][C]0.028638[/C][C]0.243[/C][C]0.404346[/C][/ROW]
[ROW][C]40[/C][C]-0.028384[/C][C]-0.2408[/C][C]0.405179[/C][/ROW]
[ROW][C]41[/C][C]0.109271[/C][C]0.9272[/C][C]0.178462[/C][/ROW]
[ROW][C]42[/C][C]-0.113717[/C][C]-0.9649[/C][C]0.168908[/C][/ROW]
[ROW][C]43[/C][C]-0.075209[/C][C]-0.6382[/C][C]0.262694[/C][/ROW]
[ROW][C]44[/C][C]-0.03253[/C][C]-0.276[/C][C]0.391659[/C][/ROW]
[ROW][C]45[/C][C]-0.053271[/C][C]-0.452[/C][C]0.326307[/C][/ROW]
[ROW][C]46[/C][C]0.031387[/C][C]0.2663[/C][C]0.395374[/C][/ROW]
[ROW][C]47[/C][C]0.0183[/C][C]0.1553[/C][C]0.438518[/C][/ROW]
[ROW][C]48[/C][C]-0.012639[/C][C]-0.1072[/C][C]0.457446[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42946&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42946&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	0.964704	8.1858	0
2	-0.133931	-1.1364	0.129769
3	0.008266	0.0701	0.472139
4	0.036005	0.3055	0.380428
5	-0.187765	-1.5932	0.057744
6	0.061397	0.521	0.301992
7	-0.070079	-0.5946	0.276975
8	0.052585	0.4462	0.328396
9	-0.142542	-1.2095	0.115212
10	0.037559	0.3187	0.375438
11	-0.014366	-0.1219	0.451659
12	0.012212	0.1036	0.458878
13	-0.052624	-0.4465	0.328278
14	0.053238	0.4517	0.326408
15	-0.042752	-0.3628	0.358923
16	0.051438	0.4365	0.331904
17	-0.115324	-0.9786	0.165539
18	-0.064469	-0.547	0.293021
19	0.026805	0.2274	0.410362
20	0.028839	0.2447	0.403689
21	-0.091178	-0.7737	0.22083
22	-0.010948	-0.0929	0.463121
23	-0.059453	-0.5045	0.307733
24	-0.119982	-1.0181	0.156025
25	0.012864	0.1092	0.45669
26	-0.093021	-0.7893	0.216262
27	0.019944	0.1692	0.433043
28	-0.069421	-0.5891	0.278835
29	-0.049032	-0.416	0.339307
30	-0.066988	-0.5684	0.285763
31	-0.075767	-0.6429	0.261165
32	0.137617	1.1677	0.123387
33	-0.145125	-1.2314	0.111085
34	0.038515	0.3268	0.372381
35	-0.01122	-0.0952	0.462208
36	-0.066146	-0.5613	0.288179
37	0.06941	0.589	0.278866
38	0.173251	1.4701	0.072948
39	0.028638	0.243	0.404346
40	-0.028384	-0.2408	0.405179
41	0.109271	0.9272	0.178462
42	-0.113717	-0.9649	0.168908
43	-0.075209	-0.6382	0.262694
44	-0.03253	-0.276	0.391659
45	-0.053271	-0.452	0.326307
46	0.031387	0.2663	0.395374
47	0.0183	0.1553	0.438518
48	-0.012639	-0.1072	0.457446

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 0 ;

Parameters (R input):

par1 = 48 ; 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