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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 17 Dec 2007 14:17:41 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/17/t1197925239hjli6gxpcshsl8y.htm/, Retrieved Tue, 10 Feb 2026 14:18:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4431, Retrieved Tue, 10 Feb 2026 14:18:11 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

415

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-       [(Partial) Autocorrelation Function] [zrtg] [2007-12-17 21:17:41] [7eb5b05bf0841f2a6d4b99da83be8d69] [Current]

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4431&T=0

[TABLE]
[ROW][C]Summary of compuational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4431&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4431&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.4261	0
1	-0.237896	-2.0046	0.975587
2	-0.125555	-1.0579	0.853167
3	0.324345	2.733	0.003958
4	-0.129082	-1.0877	0.859789
5	-0.182351	-1.5365	0.935572
6	-0.01375	-0.1159	0.545954
7	0.039162	0.33	0.371191
8	-0.073536	-0.6196	0.731257
9	0.038805	0.327	0.372324
10	-0.073893	-0.6226	0.732241
11	-0.077242	-0.6508	0.741378
12	-0.017991	-0.1516	0.560031
13	-0.130689	-1.1012	0.862737
14	-0.071438	-0.6019	0.725437
15	0.153423	1.2928	0.100142
16	-0.012366	-0.1042	0.541346
17	0.043716	0.3684	0.356853
18	0.099797	0.8409	0.201613
19	0.102788	0.8661	0.194675
20	-0.12243	-1.0316	0.847123
21	0.043001	0.3623	0.359089
22	0.102252	0.8616	0.195906
23	-0.119796	-1.0094	0.8419
24	0.105065	0.8853	0.189494
25	-0.007634	-0.0643	0.525553
26	-0.064072	-0.5399	0.704516
27	0.048269	0.4067	0.342718
28	-0.123859	-1.0437	0.849907
29	-0.124037	-1.0452	0.850252
30	0.100824	0.8496	0.199214
31	-0.008705	-0.0734	0.529133
32	-0.121404	-1.023	0.845101
33	0.215977	1.8199	0.036498
34	-0.062331	-0.5252	0.699464
35	-0.06251	-0.5267	0.699984
36	0.106091	0.8939	0.187187
37	-0.062867	-0.5297	0.701023
38	-0.003616	-0.0305	0.512111
39	-0.003795	-0.032	0.512709
40	0.052287	0.4406	0.330429
41	-0.000982	-0.0083	0.50329
42	0.055099	0.4643	0.321936
43	-0.057599	-0.4853	0.685535
44	-0.004687	-0.0395	0.515697
45	0.051394	0.4331	0.333144
46	-0.061304	-0.5166	0.696466
47	-0.061483	-0.5181	0.696988

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4261 & 0 \tabularnewline
1 & -0.237896 & -2.0046 & 0.975587 \tabularnewline
2 & -0.125555 & -1.0579 & 0.853167 \tabularnewline
3 & 0.324345 & 2.733 & 0.003958 \tabularnewline
4 & -0.129082 & -1.0877 & 0.859789 \tabularnewline
5 & -0.182351 & -1.5365 & 0.935572 \tabularnewline
6 & -0.01375 & -0.1159 & 0.545954 \tabularnewline
7 & 0.039162 & 0.33 & 0.371191 \tabularnewline
8 & -0.073536 & -0.6196 & 0.731257 \tabularnewline
9 & 0.038805 & 0.327 & 0.372324 \tabularnewline
10 & -0.073893 & -0.6226 & 0.732241 \tabularnewline
11 & -0.077242 & -0.6508 & 0.741378 \tabularnewline
12 & -0.017991 & -0.1516 & 0.560031 \tabularnewline
13 & -0.130689 & -1.1012 & 0.862737 \tabularnewline
14 & -0.071438 & -0.6019 & 0.725437 \tabularnewline
15 & 0.153423 & 1.2928 & 0.100142 \tabularnewline
16 & -0.012366 & -0.1042 & 0.541346 \tabularnewline
17 & 0.043716 & 0.3684 & 0.356853 \tabularnewline
18 & 0.099797 & 0.8409 & 0.201613 \tabularnewline
19 & 0.102788 & 0.8661 & 0.194675 \tabularnewline
20 & -0.12243 & -1.0316 & 0.847123 \tabularnewline
21 & 0.043001 & 0.3623 & 0.359089 \tabularnewline
22 & 0.102252 & 0.8616 & 0.195906 \tabularnewline
23 & -0.119796 & -1.0094 & 0.8419 \tabularnewline
24 & 0.105065 & 0.8853 & 0.189494 \tabularnewline
25 & -0.007634 & -0.0643 & 0.525553 \tabularnewline
26 & -0.064072 & -0.5399 & 0.704516 \tabularnewline
27 & 0.048269 & 0.4067 & 0.342718 \tabularnewline
28 & -0.123859 & -1.0437 & 0.849907 \tabularnewline
29 & -0.124037 & -1.0452 & 0.850252 \tabularnewline
30 & 0.100824 & 0.8496 & 0.199214 \tabularnewline
31 & -0.008705 & -0.0734 & 0.529133 \tabularnewline
32 & -0.121404 & -1.023 & 0.845101 \tabularnewline
33 & 0.215977 & 1.8199 & 0.036498 \tabularnewline
34 & -0.062331 & -0.5252 & 0.699464 \tabularnewline
35 & -0.06251 & -0.5267 & 0.699984 \tabularnewline
36 & 0.106091 & 0.8939 & 0.187187 \tabularnewline
37 & -0.062867 & -0.5297 & 0.701023 \tabularnewline
38 & -0.003616 & -0.0305 & 0.512111 \tabularnewline
39 & -0.003795 & -0.032 & 0.512709 \tabularnewline
40 & 0.052287 & 0.4406 & 0.330429 \tabularnewline
41 & -0.000982 & -0.0083 & 0.50329 \tabularnewline
42 & 0.055099 & 0.4643 & 0.321936 \tabularnewline
43 & -0.057599 & -0.4853 & 0.685535 \tabularnewline
44 & -0.004687 & -0.0395 & 0.515697 \tabularnewline
45 & 0.051394 & 0.4331 & 0.333144 \tabularnewline
46 & -0.061304 & -0.5166 & 0.696466 \tabularnewline
47 & -0.061483 & -0.5181 & 0.696988 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4431&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]0[/C][C]1[/C][C]8.4261[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.237896[/C][C]-2.0046[/C][C]0.975587[/C][/ROW]
[ROW][C]2[/C][C]-0.125555[/C][C]-1.0579[/C][C]0.853167[/C][/ROW]
[ROW][C]3[/C][C]0.324345[/C][C]2.733[/C][C]0.003958[/C][/ROW]
[ROW][C]4[/C][C]-0.129082[/C][C]-1.0877[/C][C]0.859789[/C][/ROW]
[ROW][C]5[/C][C]-0.182351[/C][C]-1.5365[/C][C]0.935572[/C][/ROW]
[ROW][C]6[/C][C]-0.01375[/C][C]-0.1159[/C][C]0.545954[/C][/ROW]
[ROW][C]7[/C][C]0.039162[/C][C]0.33[/C][C]0.371191[/C][/ROW]
[ROW][C]8[/C][C]-0.073536[/C][C]-0.6196[/C][C]0.731257[/C][/ROW]
[ROW][C]9[/C][C]0.038805[/C][C]0.327[/C][C]0.372324[/C][/ROW]
[ROW][C]10[/C][C]-0.073893[/C][C]-0.6226[/C][C]0.732241[/C][/ROW]
[ROW][C]11[/C][C]-0.077242[/C][C]-0.6508[/C][C]0.741378[/C][/ROW]
[ROW][C]12[/C][C]-0.017991[/C][C]-0.1516[/C][C]0.560031[/C][/ROW]
[ROW][C]13[/C][C]-0.130689[/C][C]-1.1012[/C][C]0.862737[/C][/ROW]
[ROW][C]14[/C][C]-0.071438[/C][C]-0.6019[/C][C]0.725437[/C][/ROW]
[ROW][C]15[/C][C]0.153423[/C][C]1.2928[/C][C]0.100142[/C][/ROW]
[ROW][C]16[/C][C]-0.012366[/C][C]-0.1042[/C][C]0.541346[/C][/ROW]
[ROW][C]17[/C][C]0.043716[/C][C]0.3684[/C][C]0.356853[/C][/ROW]
[ROW][C]18[/C][C]0.099797[/C][C]0.8409[/C][C]0.201613[/C][/ROW]
[ROW][C]19[/C][C]0.102788[/C][C]0.8661[/C][C]0.194675[/C][/ROW]
[ROW][C]20[/C][C]-0.12243[/C][C]-1.0316[/C][C]0.847123[/C][/ROW]
[ROW][C]21[/C][C]0.043001[/C][C]0.3623[/C][C]0.359089[/C][/ROW]
[ROW][C]22[/C][C]0.102252[/C][C]0.8616[/C][C]0.195906[/C][/ROW]
[ROW][C]23[/C][C]-0.119796[/C][C]-1.0094[/C][C]0.8419[/C][/ROW]
[ROW][C]24[/C][C]0.105065[/C][C]0.8853[/C][C]0.189494[/C][/ROW]
[ROW][C]25[/C][C]-0.007634[/C][C]-0.0643[/C][C]0.525553[/C][/ROW]
[ROW][C]26[/C][C]-0.064072[/C][C]-0.5399[/C][C]0.704516[/C][/ROW]
[ROW][C]27[/C][C]0.048269[/C][C]0.4067[/C][C]0.342718[/C][/ROW]
[ROW][C]28[/C][C]-0.123859[/C][C]-1.0437[/C][C]0.849907[/C][/ROW]
[ROW][C]29[/C][C]-0.124037[/C][C]-1.0452[/C][C]0.850252[/C][/ROW]
[ROW][C]30[/C][C]0.100824[/C][C]0.8496[/C][C]0.199214[/C][/ROW]
[ROW][C]31[/C][C]-0.008705[/C][C]-0.0734[/C][C]0.529133[/C][/ROW]
[ROW][C]32[/C][C]-0.121404[/C][C]-1.023[/C][C]0.845101[/C][/ROW]
[ROW][C]33[/C][C]0.215977[/C][C]1.8199[/C][C]0.036498[/C][/ROW]
[ROW][C]34[/C][C]-0.062331[/C][C]-0.5252[/C][C]0.699464[/C][/ROW]
[ROW][C]35[/C][C]-0.06251[/C][C]-0.5267[/C][C]0.699984[/C][/ROW]
[ROW][C]36[/C][C]0.106091[/C][C]0.8939[/C][C]0.187187[/C][/ROW]
[ROW][C]37[/C][C]-0.062867[/C][C]-0.5297[/C][C]0.701023[/C][/ROW]
[ROW][C]38[/C][C]-0.003616[/C][C]-0.0305[/C][C]0.512111[/C][/ROW]
[ROW][C]39[/C][C]-0.003795[/C][C]-0.032[/C][C]0.512709[/C][/ROW]
[ROW][C]40[/C][C]0.052287[/C][C]0.4406[/C][C]0.330429[/C][/ROW]
[ROW][C]41[/C][C]-0.000982[/C][C]-0.0083[/C][C]0.50329[/C][/ROW]
[ROW][C]42[/C][C]0.055099[/C][C]0.4643[/C][C]0.321936[/C][/ROW]
[ROW][C]43[/C][C]-0.057599[/C][C]-0.4853[/C][C]0.685535[/C][/ROW]
[ROW][C]44[/C][C]-0.004687[/C][C]-0.0395[/C][C]0.515697[/C][/ROW]
[ROW][C]45[/C][C]0.051394[/C][C]0.4331[/C][C]0.333144[/C][/ROW]
[ROW][C]46[/C][C]-0.061304[/C][C]-0.5166[/C][C]0.696466[/C][/ROW]
[ROW][C]47[/C][C]-0.061483[/C][C]-0.5181[/C][C]0.696988[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4431&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4431&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.4261	0
1	-0.237896	-2.0046	0.975587
2	-0.125555	-1.0579	0.853167
3	0.324345	2.733	0.003958
4	-0.129082	-1.0877	0.859789
5	-0.182351	-1.5365	0.935572
6	-0.01375	-0.1159	0.545954
7	0.039162	0.33	0.371191
8	-0.073536	-0.6196	0.731257
9	0.038805	0.327	0.372324
10	-0.073893	-0.6226	0.732241
11	-0.077242	-0.6508	0.741378
12	-0.017991	-0.1516	0.560031
13	-0.130689	-1.1012	0.862737
14	-0.071438	-0.6019	0.725437
15	0.153423	1.2928	0.100142
16	-0.012366	-0.1042	0.541346
17	0.043716	0.3684	0.356853
18	0.099797	0.8409	0.201613
19	0.102788	0.8661	0.194675
20	-0.12243	-1.0316	0.847123
21	0.043001	0.3623	0.359089
22	0.102252	0.8616	0.195906
23	-0.119796	-1.0094	0.8419
24	0.105065	0.8853	0.189494
25	-0.007634	-0.0643	0.525553
26	-0.064072	-0.5399	0.704516
27	0.048269	0.4067	0.342718
28	-0.123859	-1.0437	0.849907
29	-0.124037	-1.0452	0.850252
30	0.100824	0.8496	0.199214
31	-0.008705	-0.0734	0.529133
32	-0.121404	-1.023	0.845101
33	0.215977	1.8199	0.036498
34	-0.062331	-0.5252	0.699464
35	-0.06251	-0.5267	0.699984
36	0.106091	0.8939	0.187187
37	-0.062867	-0.5297	0.701023
38	-0.003616	-0.0305	0.512111
39	-0.003795	-0.032	0.512709
40	0.052287	0.4406	0.330429
41	-0.000982	-0.0083	0.50329
42	0.055099	0.4643	0.321936
43	-0.057599	-0.4853	0.685535
44	-0.004687	-0.0395	0.515697
45	0.051394	0.4331	0.333144
46	-0.061304	-0.5166	0.696466
47	-0.061483	-0.5181	0.696988

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.237896	-2.0046	0.975587
1	-0.193077	-1.6269	0.945905
2	0.267306	2.2524	0.013696
3	-0.005796	-0.0488	0.519407
4	-0.168237	-1.4176	0.919657
5	-0.232944	-1.9628	0.973207
6	-0.00509	-0.0429	0.517044
7	0.032323	0.2724	0.393067
8	0.088824	0.7484	0.228333
9	-0.172509	-1.4536	0.924766
10	-0.213755	-1.8011	0.962036
11	-0.168174	-1.4171	0.919581
12	-0.132319	-1.1149	0.865682
13	-0.133556	-1.1254	0.867888
14	0.072671	0.6123	0.271134
15	0.00663	0.0559	0.477804
16	0.036895	0.3109	0.378401
17	-0.075583	-0.6369	0.736872
18	0.092169	0.7766	0.219979
19	-0.095404	-0.8039	0.787928
20	0.027246	0.2296	0.409539
21	0.04406	0.3713	0.355776
22	0.004136	0.0348	0.486149
23	0.052179	0.4397	0.330755
24	-0.052771	-0.4447	0.671038
25	-0.085273	-0.7185	0.762604
26	0.032898	0.2772	0.391213
27	-0.05582	-0.4703	0.680225
28	-0.091068	-0.7673	0.777291
29	0.030356	0.2558	0.39943
30	0.098526	0.8302	0.204605
31	-0.03885	-0.3274	0.627819
32	0.112867	0.951	0.172407
33	-0.149902	-1.2631	0.894656
34	0.01142	0.0962	0.461804
35	0.000793	0.0067	0.497343
36	0.021691	0.1828	0.427749
37	-0.00233	-0.0196	0.507804
38	-0.118028	-0.9945	0.838327
39	-0.059493	-0.5013	0.691144
40	-0.023027	-0.194	0.576646
41	0.096806	0.8157	0.208699
42	-0.045594	-0.3842	0.649005
43	0.006787	0.0572	0.477277
44	0.020477	0.1725	0.431752
45	0.031499	0.2654	0.39573
46	-0.019805	-0.1669	0.566031
47	0.004987	0.042	0.483301

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.237896 & -2.0046 & 0.975587 \tabularnewline
1 & -0.193077 & -1.6269 & 0.945905 \tabularnewline
2 & 0.267306 & 2.2524 & 0.013696 \tabularnewline
3 & -0.005796 & -0.0488 & 0.519407 \tabularnewline
4 & -0.168237 & -1.4176 & 0.919657 \tabularnewline
5 & -0.232944 & -1.9628 & 0.973207 \tabularnewline
6 & -0.00509 & -0.0429 & 0.517044 \tabularnewline
7 & 0.032323 & 0.2724 & 0.393067 \tabularnewline
8 & 0.088824 & 0.7484 & 0.228333 \tabularnewline
9 & -0.172509 & -1.4536 & 0.924766 \tabularnewline
10 & -0.213755 & -1.8011 & 0.962036 \tabularnewline
11 & -0.168174 & -1.4171 & 0.919581 \tabularnewline
12 & -0.132319 & -1.1149 & 0.865682 \tabularnewline
13 & -0.133556 & -1.1254 & 0.867888 \tabularnewline
14 & 0.072671 & 0.6123 & 0.271134 \tabularnewline
15 & 0.00663 & 0.0559 & 0.477804 \tabularnewline
16 & 0.036895 & 0.3109 & 0.378401 \tabularnewline
17 & -0.075583 & -0.6369 & 0.736872 \tabularnewline
18 & 0.092169 & 0.7766 & 0.219979 \tabularnewline
19 & -0.095404 & -0.8039 & 0.787928 \tabularnewline
20 & 0.027246 & 0.2296 & 0.409539 \tabularnewline
21 & 0.04406 & 0.3713 & 0.355776 \tabularnewline
22 & 0.004136 & 0.0348 & 0.486149 \tabularnewline
23 & 0.052179 & 0.4397 & 0.330755 \tabularnewline
24 & -0.052771 & -0.4447 & 0.671038 \tabularnewline
25 & -0.085273 & -0.7185 & 0.762604 \tabularnewline
26 & 0.032898 & 0.2772 & 0.391213 \tabularnewline
27 & -0.05582 & -0.4703 & 0.680225 \tabularnewline
28 & -0.091068 & -0.7673 & 0.777291 \tabularnewline
29 & 0.030356 & 0.2558 & 0.39943 \tabularnewline
30 & 0.098526 & 0.8302 & 0.204605 \tabularnewline
31 & -0.03885 & -0.3274 & 0.627819 \tabularnewline
32 & 0.112867 & 0.951 & 0.172407 \tabularnewline
33 & -0.149902 & -1.2631 & 0.894656 \tabularnewline
34 & 0.01142 & 0.0962 & 0.461804 \tabularnewline
35 & 0.000793 & 0.0067 & 0.497343 \tabularnewline
36 & 0.021691 & 0.1828 & 0.427749 \tabularnewline
37 & -0.00233 & -0.0196 & 0.507804 \tabularnewline
38 & -0.118028 & -0.9945 & 0.838327 \tabularnewline
39 & -0.059493 & -0.5013 & 0.691144 \tabularnewline
40 & -0.023027 & -0.194 & 0.576646 \tabularnewline
41 & 0.096806 & 0.8157 & 0.208699 \tabularnewline
42 & -0.045594 & -0.3842 & 0.649005 \tabularnewline
43 & 0.006787 & 0.0572 & 0.477277 \tabularnewline
44 & 0.020477 & 0.1725 & 0.431752 \tabularnewline
45 & 0.031499 & 0.2654 & 0.39573 \tabularnewline
46 & -0.019805 & -0.1669 & 0.566031 \tabularnewline
47 & 0.004987 & 0.042 & 0.483301 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4431&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]0[/C][C]-0.237896[/C][C]-2.0046[/C][C]0.975587[/C][/ROW]
[ROW][C]1[/C][C]-0.193077[/C][C]-1.6269[/C][C]0.945905[/C][/ROW]
[ROW][C]2[/C][C]0.267306[/C][C]2.2524[/C][C]0.013696[/C][/ROW]
[ROW][C]3[/C][C]-0.005796[/C][C]-0.0488[/C][C]0.519407[/C][/ROW]
[ROW][C]4[/C][C]-0.168237[/C][C]-1.4176[/C][C]0.919657[/C][/ROW]
[ROW][C]5[/C][C]-0.232944[/C][C]-1.9628[/C][C]0.973207[/C][/ROW]
[ROW][C]6[/C][C]-0.00509[/C][C]-0.0429[/C][C]0.517044[/C][/ROW]
[ROW][C]7[/C][C]0.032323[/C][C]0.2724[/C][C]0.393067[/C][/ROW]
[ROW][C]8[/C][C]0.088824[/C][C]0.7484[/C][C]0.228333[/C][/ROW]
[ROW][C]9[/C][C]-0.172509[/C][C]-1.4536[/C][C]0.924766[/C][/ROW]
[ROW][C]10[/C][C]-0.213755[/C][C]-1.8011[/C][C]0.962036[/C][/ROW]
[ROW][C]11[/C][C]-0.168174[/C][C]-1.4171[/C][C]0.919581[/C][/ROW]
[ROW][C]12[/C][C]-0.132319[/C][C]-1.1149[/C][C]0.865682[/C][/ROW]
[ROW][C]13[/C][C]-0.133556[/C][C]-1.1254[/C][C]0.867888[/C][/ROW]
[ROW][C]14[/C][C]0.072671[/C][C]0.6123[/C][C]0.271134[/C][/ROW]
[ROW][C]15[/C][C]0.00663[/C][C]0.0559[/C][C]0.477804[/C][/ROW]
[ROW][C]16[/C][C]0.036895[/C][C]0.3109[/C][C]0.378401[/C][/ROW]
[ROW][C]17[/C][C]-0.075583[/C][C]-0.6369[/C][C]0.736872[/C][/ROW]
[ROW][C]18[/C][C]0.092169[/C][C]0.7766[/C][C]0.219979[/C][/ROW]
[ROW][C]19[/C][C]-0.095404[/C][C]-0.8039[/C][C]0.787928[/C][/ROW]
[ROW][C]20[/C][C]0.027246[/C][C]0.2296[/C][C]0.409539[/C][/ROW]
[ROW][C]21[/C][C]0.04406[/C][C]0.3713[/C][C]0.355776[/C][/ROW]
[ROW][C]22[/C][C]0.004136[/C][C]0.0348[/C][C]0.486149[/C][/ROW]
[ROW][C]23[/C][C]0.052179[/C][C]0.4397[/C][C]0.330755[/C][/ROW]
[ROW][C]24[/C][C]-0.052771[/C][C]-0.4447[/C][C]0.671038[/C][/ROW]
[ROW][C]25[/C][C]-0.085273[/C][C]-0.7185[/C][C]0.762604[/C][/ROW]
[ROW][C]26[/C][C]0.032898[/C][C]0.2772[/C][C]0.391213[/C][/ROW]
[ROW][C]27[/C][C]-0.05582[/C][C]-0.4703[/C][C]0.680225[/C][/ROW]
[ROW][C]28[/C][C]-0.091068[/C][C]-0.7673[/C][C]0.777291[/C][/ROW]
[ROW][C]29[/C][C]0.030356[/C][C]0.2558[/C][C]0.39943[/C][/ROW]
[ROW][C]30[/C][C]0.098526[/C][C]0.8302[/C][C]0.204605[/C][/ROW]
[ROW][C]31[/C][C]-0.03885[/C][C]-0.3274[/C][C]0.627819[/C][/ROW]
[ROW][C]32[/C][C]0.112867[/C][C]0.951[/C][C]0.172407[/C][/ROW]
[ROW][C]33[/C][C]-0.149902[/C][C]-1.2631[/C][C]0.894656[/C][/ROW]
[ROW][C]34[/C][C]0.01142[/C][C]0.0962[/C][C]0.461804[/C][/ROW]
[ROW][C]35[/C][C]0.000793[/C][C]0.0067[/C][C]0.497343[/C][/ROW]
[ROW][C]36[/C][C]0.021691[/C][C]0.1828[/C][C]0.427749[/C][/ROW]
[ROW][C]37[/C][C]-0.00233[/C][C]-0.0196[/C][C]0.507804[/C][/ROW]
[ROW][C]38[/C][C]-0.118028[/C][C]-0.9945[/C][C]0.838327[/C][/ROW]
[ROW][C]39[/C][C]-0.059493[/C][C]-0.5013[/C][C]0.691144[/C][/ROW]
[ROW][C]40[/C][C]-0.023027[/C][C]-0.194[/C][C]0.576646[/C][/ROW]
[ROW][C]41[/C][C]0.096806[/C][C]0.8157[/C][C]0.208699[/C][/ROW]
[ROW][C]42[/C][C]-0.045594[/C][C]-0.3842[/C][C]0.649005[/C][/ROW]
[ROW][C]43[/C][C]0.006787[/C][C]0.0572[/C][C]0.477277[/C][/ROW]
[ROW][C]44[/C][C]0.020477[/C][C]0.1725[/C][C]0.431752[/C][/ROW]
[ROW][C]45[/C][C]0.031499[/C][C]0.2654[/C][C]0.39573[/C][/ROW]
[ROW][C]46[/C][C]-0.019805[/C][C]-0.1669[/C][C]0.566031[/C][/ROW]
[ROW][C]47[/C][C]0.004987[/C][C]0.042[/C][C]0.483301[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4431&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4431&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.237896	-2.0046	0.975587
1	-0.193077	-1.6269	0.945905
2	0.267306	2.2524	0.013696
3	-0.005796	-0.0488	0.519407
4	-0.168237	-1.4176	0.919657
5	-0.232944	-1.9628	0.973207
6	-0.00509	-0.0429	0.517044
7	0.032323	0.2724	0.393067
8	0.088824	0.7484	0.228333
9	-0.172509	-1.4536	0.924766
10	-0.213755	-1.8011	0.962036
11	-0.168174	-1.4171	0.919581
12	-0.132319	-1.1149	0.865682
13	-0.133556	-1.1254	0.867888
14	0.072671	0.6123	0.271134
15	0.00663	0.0559	0.477804
16	0.036895	0.3109	0.378401
17	-0.075583	-0.6369	0.736872
18	0.092169	0.7766	0.219979
19	-0.095404	-0.8039	0.787928
20	0.027246	0.2296	0.409539
21	0.04406	0.3713	0.355776
22	0.004136	0.0348	0.486149
23	0.052179	0.4397	0.330755
24	-0.052771	-0.4447	0.671038
25	-0.085273	-0.7185	0.762604
26	0.032898	0.2772	0.391213
27	-0.05582	-0.4703	0.680225
28	-0.091068	-0.7673	0.777291
29	0.030356	0.2558	0.39943
30	0.098526	0.8302	0.204605
31	-0.03885	-0.3274	0.627819
32	0.112867	0.951	0.172407
33	-0.149902	-1.2631	0.894656
34	0.01142	0.0962	0.461804
35	0.000793	0.0067	0.497343
36	0.021691	0.1828	0.427749
37	-0.00233	-0.0196	0.507804
38	-0.118028	-0.9945	0.838327
39	-0.059493	-0.5013	0.691144
40	-0.023027	-0.194	0.576646
41	0.096806	0.8157	0.208699
42	-0.045594	-0.3842	0.649005
43	0.006787	0.0572	0.477277
44	0.020477	0.1725	0.431752
45	0.031499	0.2654	0.39573
46	-0.019805	-0.1669	0.566031
47	0.004987	0.042	0.483301

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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

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

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code