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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 21 Nov 2013 07:19:25 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2013/Nov/21/t1385036400f5laffiptluczv3.htm/, Retrieved Tue, 08 Apr 2025 11:24:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=227092, Retrieved Tue, 08 Apr 2025 11:24:01 +0000

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-       [(Partial) Autocorrelation Function] [] [2013-11-21 12:19:25] [8ac251e42bd40906c127555d6859e07b] [Current]

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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	'Gwilym Jenkins' @ jenkins.wessa.net

\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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227092&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227092&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227092&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	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.551146	4.6766	7e-06
2	0.076714	0.6509	0.258579
3	-0.19625	-1.6652	0.050106
4	-0.286128	-2.4279	0.008844
5	-0.271716	-2.3056	0.012009
6	-0.421235	-3.5743	0.000316
7	-0.335881	-2.85	0.002849
8	-0.274947	-2.333	0.011223
9	-0.175475	-1.489	0.070433
10	0.140511	1.1923	0.118534
11	0.508286	4.313	2.5e-05
12	0.747062	6.339	0
13	0.439423	3.7286	0.00019
14	0.007787	0.0661	0.47375
15	-0.231218	-1.962	0.026817
16	-0.272038	-2.3083	0.011928
17	-0.249417	-2.1164	0.018885
18	-0.364608	-3.0938	0.001406
19	-0.29633	-2.5144	0.007079
20	-0.222403	-1.8872	0.031585
21	-0.099274	-0.8424	0.201185
22	0.124556	1.0569	0.147046
23	0.412632	3.5013	4e-04
24	0.61789	5.243	1e-06
25	0.329542	2.7963	0.003312
26	-0.049111	-0.4167	0.339061
27	-0.218255	-1.852	0.034066
28	-0.212208	-1.8006	0.037973
29	-0.166684	-1.4144	0.080783
30	-0.266933	-2.265	0.013261
31	-0.233452	-1.9809	0.025711
32	-0.1726	-1.4646	0.073697
33	-0.039742	-0.3372	0.368464
34	0.127817	1.0846	0.140866
35	0.30849	2.6176	0.005393
36	0.425489	3.6104	0.000281
37	0.19984	1.6957	0.047132
38	-0.042574	-0.3613	0.359483
39	-0.155133	-1.3163	0.096117
40	-0.124372	-1.0553	0.147401
41	-0.084227	-0.7147	0.238557
42	-0.180238	-1.5294	0.065277
43	-0.154296	-1.3092	0.097308
44	-0.098155	-0.8329	0.203835
45	-0.010351	-0.0878	0.465128
46	0.091471	0.7762	0.2201
47	0.18154	1.5404	0.063921
48	0.252209	2.1401	0.017869
49	0.106514	0.9038	0.184557
50	-0.035437	-0.3007	0.382257
51	-0.107863	-0.9153	0.181558
52	-0.060064	-0.5097	0.305924
53	-0.013965	-0.1185	0.453003
54	-0.100129	-0.8496	0.199175
55	-0.089091	-0.756	0.22607
56	-0.057636	-0.4891	0.313145
57	-0.001085	-0.0092	0.496338
58	0.077656	0.6589	0.256021
59	0.087115	0.7392	0.231096
60	0.137232	1.1644	0.124043

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.551146 & 4.6766 & 7e-06 \tabularnewline
2 & 0.076714 & 0.6509 & 0.258579 \tabularnewline
3 & -0.19625 & -1.6652 & 0.050106 \tabularnewline
4 & -0.286128 & -2.4279 & 0.008844 \tabularnewline
5 & -0.271716 & -2.3056 & 0.012009 \tabularnewline
6 & -0.421235 & -3.5743 & 0.000316 \tabularnewline
7 & -0.335881 & -2.85 & 0.002849 \tabularnewline
8 & -0.274947 & -2.333 & 0.011223 \tabularnewline
9 & -0.175475 & -1.489 & 0.070433 \tabularnewline
10 & 0.140511 & 1.1923 & 0.118534 \tabularnewline
11 & 0.508286 & 4.313 & 2.5e-05 \tabularnewline
12 & 0.747062 & 6.339 & 0 \tabularnewline
13 & 0.439423 & 3.7286 & 0.00019 \tabularnewline
14 & 0.007787 & 0.0661 & 0.47375 \tabularnewline
15 & -0.231218 & -1.962 & 0.026817 \tabularnewline
16 & -0.272038 & -2.3083 & 0.011928 \tabularnewline
17 & -0.249417 & -2.1164 & 0.018885 \tabularnewline
18 & -0.364608 & -3.0938 & 0.001406 \tabularnewline
19 & -0.29633 & -2.5144 & 0.007079 \tabularnewline
20 & -0.222403 & -1.8872 & 0.031585 \tabularnewline
21 & -0.099274 & -0.8424 & 0.201185 \tabularnewline
22 & 0.124556 & 1.0569 & 0.147046 \tabularnewline
23 & 0.412632 & 3.5013 & 4e-04 \tabularnewline
24 & 0.61789 & 5.243 & 1e-06 \tabularnewline
25 & 0.329542 & 2.7963 & 0.003312 \tabularnewline
26 & -0.049111 & -0.4167 & 0.339061 \tabularnewline
27 & -0.218255 & -1.852 & 0.034066 \tabularnewline
28 & -0.212208 & -1.8006 & 0.037973 \tabularnewline
29 & -0.166684 & -1.4144 & 0.080783 \tabularnewline
30 & -0.266933 & -2.265 & 0.013261 \tabularnewline
31 & -0.233452 & -1.9809 & 0.025711 \tabularnewline
32 & -0.1726 & -1.4646 & 0.073697 \tabularnewline
33 & -0.039742 & -0.3372 & 0.368464 \tabularnewline
34 & 0.127817 & 1.0846 & 0.140866 \tabularnewline
35 & 0.30849 & 2.6176 & 0.005393 \tabularnewline
36 & 0.425489 & 3.6104 & 0.000281 \tabularnewline
37 & 0.19984 & 1.6957 & 0.047132 \tabularnewline
38 & -0.042574 & -0.3613 & 0.359483 \tabularnewline
39 & -0.155133 & -1.3163 & 0.096117 \tabularnewline
40 & -0.124372 & -1.0553 & 0.147401 \tabularnewline
41 & -0.084227 & -0.7147 & 0.238557 \tabularnewline
42 & -0.180238 & -1.5294 & 0.065277 \tabularnewline
43 & -0.154296 & -1.3092 & 0.097308 \tabularnewline
44 & -0.098155 & -0.8329 & 0.203835 \tabularnewline
45 & -0.010351 & -0.0878 & 0.465128 \tabularnewline
46 & 0.091471 & 0.7762 & 0.2201 \tabularnewline
47 & 0.18154 & 1.5404 & 0.063921 \tabularnewline
48 & 0.252209 & 2.1401 & 0.017869 \tabularnewline
49 & 0.106514 & 0.9038 & 0.184557 \tabularnewline
50 & -0.035437 & -0.3007 & 0.382257 \tabularnewline
51 & -0.107863 & -0.9153 & 0.181558 \tabularnewline
52 & -0.060064 & -0.5097 & 0.305924 \tabularnewline
53 & -0.013965 & -0.1185 & 0.453003 \tabularnewline
54 & -0.100129 & -0.8496 & 0.199175 \tabularnewline
55 & -0.089091 & -0.756 & 0.22607 \tabularnewline
56 & -0.057636 & -0.4891 & 0.313145 \tabularnewline
57 & -0.001085 & -0.0092 & 0.496338 \tabularnewline
58 & 0.077656 & 0.6589 & 0.256021 \tabularnewline
59 & 0.087115 & 0.7392 & 0.231096 \tabularnewline
60 & 0.137232 & 1.1644 & 0.124043 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227092&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]0.551146[/C][C]4.6766[/C][C]7e-06[/C][/ROW]
[ROW][C]2[/C][C]0.076714[/C][C]0.6509[/C][C]0.258579[/C][/ROW]
[ROW][C]3[/C][C]-0.19625[/C][C]-1.6652[/C][C]0.050106[/C][/ROW]
[ROW][C]4[/C][C]-0.286128[/C][C]-2.4279[/C][C]0.008844[/C][/ROW]
[ROW][C]5[/C][C]-0.271716[/C][C]-2.3056[/C][C]0.012009[/C][/ROW]
[ROW][C]6[/C][C]-0.421235[/C][C]-3.5743[/C][C]0.000316[/C][/ROW]
[ROW][C]7[/C][C]-0.335881[/C][C]-2.85[/C][C]0.002849[/C][/ROW]
[ROW][C]8[/C][C]-0.274947[/C][C]-2.333[/C][C]0.011223[/C][/ROW]
[ROW][C]9[/C][C]-0.175475[/C][C]-1.489[/C][C]0.070433[/C][/ROW]
[ROW][C]10[/C][C]0.140511[/C][C]1.1923[/C][C]0.118534[/C][/ROW]
[ROW][C]11[/C][C]0.508286[/C][C]4.313[/C][C]2.5e-05[/C][/ROW]
[ROW][C]12[/C][C]0.747062[/C][C]6.339[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.439423[/C][C]3.7286[/C][C]0.00019[/C][/ROW]
[ROW][C]14[/C][C]0.007787[/C][C]0.0661[/C][C]0.47375[/C][/ROW]
[ROW][C]15[/C][C]-0.231218[/C][C]-1.962[/C][C]0.026817[/C][/ROW]
[ROW][C]16[/C][C]-0.272038[/C][C]-2.3083[/C][C]0.011928[/C][/ROW]
[ROW][C]17[/C][C]-0.249417[/C][C]-2.1164[/C][C]0.018885[/C][/ROW]
[ROW][C]18[/C][C]-0.364608[/C][C]-3.0938[/C][C]0.001406[/C][/ROW]
[ROW][C]19[/C][C]-0.29633[/C][C]-2.5144[/C][C]0.007079[/C][/ROW]
[ROW][C]20[/C][C]-0.222403[/C][C]-1.8872[/C][C]0.031585[/C][/ROW]
[ROW][C]21[/C][C]-0.099274[/C][C]-0.8424[/C][C]0.201185[/C][/ROW]
[ROW][C]22[/C][C]0.124556[/C][C]1.0569[/C][C]0.147046[/C][/ROW]
[ROW][C]23[/C][C]0.412632[/C][C]3.5013[/C][C]4e-04[/C][/ROW]
[ROW][C]24[/C][C]0.61789[/C][C]5.243[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]0.329542[/C][C]2.7963[/C][C]0.003312[/C][/ROW]
[ROW][C]26[/C][C]-0.049111[/C][C]-0.4167[/C][C]0.339061[/C][/ROW]
[ROW][C]27[/C][C]-0.218255[/C][C]-1.852[/C][C]0.034066[/C][/ROW]
[ROW][C]28[/C][C]-0.212208[/C][C]-1.8006[/C][C]0.037973[/C][/ROW]
[ROW][C]29[/C][C]-0.166684[/C][C]-1.4144[/C][C]0.080783[/C][/ROW]
[ROW][C]30[/C][C]-0.266933[/C][C]-2.265[/C][C]0.013261[/C][/ROW]
[ROW][C]31[/C][C]-0.233452[/C][C]-1.9809[/C][C]0.025711[/C][/ROW]
[ROW][C]32[/C][C]-0.1726[/C][C]-1.4646[/C][C]0.073697[/C][/ROW]
[ROW][C]33[/C][C]-0.039742[/C][C]-0.3372[/C][C]0.368464[/C][/ROW]
[ROW][C]34[/C][C]0.127817[/C][C]1.0846[/C][C]0.140866[/C][/ROW]
[ROW][C]35[/C][C]0.30849[/C][C]2.6176[/C][C]0.005393[/C][/ROW]
[ROW][C]36[/C][C]0.425489[/C][C]3.6104[/C][C]0.000281[/C][/ROW]
[ROW][C]37[/C][C]0.19984[/C][C]1.6957[/C][C]0.047132[/C][/ROW]
[ROW][C]38[/C][C]-0.042574[/C][C]-0.3613[/C][C]0.359483[/C][/ROW]
[ROW][C]39[/C][C]-0.155133[/C][C]-1.3163[/C][C]0.096117[/C][/ROW]
[ROW][C]40[/C][C]-0.124372[/C][C]-1.0553[/C][C]0.147401[/C][/ROW]
[ROW][C]41[/C][C]-0.084227[/C][C]-0.7147[/C][C]0.238557[/C][/ROW]
[ROW][C]42[/C][C]-0.180238[/C][C]-1.5294[/C][C]0.065277[/C][/ROW]
[ROW][C]43[/C][C]-0.154296[/C][C]-1.3092[/C][C]0.097308[/C][/ROW]
[ROW][C]44[/C][C]-0.098155[/C][C]-0.8329[/C][C]0.203835[/C][/ROW]
[ROW][C]45[/C][C]-0.010351[/C][C]-0.0878[/C][C]0.465128[/C][/ROW]
[ROW][C]46[/C][C]0.091471[/C][C]0.7762[/C][C]0.2201[/C][/ROW]
[ROW][C]47[/C][C]0.18154[/C][C]1.5404[/C][C]0.063921[/C][/ROW]
[ROW][C]48[/C][C]0.252209[/C][C]2.1401[/C][C]0.017869[/C][/ROW]
[ROW][C]49[/C][C]0.106514[/C][C]0.9038[/C][C]0.184557[/C][/ROW]
[ROW][C]50[/C][C]-0.035437[/C][C]-0.3007[/C][C]0.382257[/C][/ROW]
[ROW][C]51[/C][C]-0.107863[/C][C]-0.9153[/C][C]0.181558[/C][/ROW]
[ROW][C]52[/C][C]-0.060064[/C][C]-0.5097[/C][C]0.305924[/C][/ROW]
[ROW][C]53[/C][C]-0.013965[/C][C]-0.1185[/C][C]0.453003[/C][/ROW]
[ROW][C]54[/C][C]-0.100129[/C][C]-0.8496[/C][C]0.199175[/C][/ROW]
[ROW][C]55[/C][C]-0.089091[/C][C]-0.756[/C][C]0.22607[/C][/ROW]
[ROW][C]56[/C][C]-0.057636[/C][C]-0.4891[/C][C]0.313145[/C][/ROW]
[ROW][C]57[/C][C]-0.001085[/C][C]-0.0092[/C][C]0.496338[/C][/ROW]
[ROW][C]58[/C][C]0.077656[/C][C]0.6589[/C][C]0.256021[/C][/ROW]
[ROW][C]59[/C][C]0.087115[/C][C]0.7392[/C][C]0.231096[/C][/ROW]
[ROW][C]60[/C][C]0.137232[/C][C]1.1644[/C][C]0.124043[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227092&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227092&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	0.551146	4.6766	7e-06
2	0.076714	0.6509	0.258579
3	-0.19625	-1.6652	0.050106
4	-0.286128	-2.4279	0.008844
5	-0.271716	-2.3056	0.012009
6	-0.421235	-3.5743	0.000316
7	-0.335881	-2.85	0.002849
8	-0.274947	-2.333	0.011223
9	-0.175475	-1.489	0.070433
10	0.140511	1.1923	0.118534
11	0.508286	4.313	2.5e-05
12	0.747062	6.339	0
13	0.439423	3.7286	0.00019
14	0.007787	0.0661	0.47375
15	-0.231218	-1.962	0.026817
16	-0.272038	-2.3083	0.011928
17	-0.249417	-2.1164	0.018885
18	-0.364608	-3.0938	0.001406
19	-0.29633	-2.5144	0.007079
20	-0.222403	-1.8872	0.031585
21	-0.099274	-0.8424	0.201185
22	0.124556	1.0569	0.147046
23	0.412632	3.5013	4e-04
24	0.61789	5.243	1e-06
25	0.329542	2.7963	0.003312
26	-0.049111	-0.4167	0.339061
27	-0.218255	-1.852	0.034066
28	-0.212208	-1.8006	0.037973
29	-0.166684	-1.4144	0.080783
30	-0.266933	-2.265	0.013261
31	-0.233452	-1.9809	0.025711
32	-0.1726	-1.4646	0.073697
33	-0.039742	-0.3372	0.368464
34	0.127817	1.0846	0.140866
35	0.30849	2.6176	0.005393
36	0.425489	3.6104	0.000281
37	0.19984	1.6957	0.047132
38	-0.042574	-0.3613	0.359483
39	-0.155133	-1.3163	0.096117
40	-0.124372	-1.0553	0.147401
41	-0.084227	-0.7147	0.238557
42	-0.180238	-1.5294	0.065277
43	-0.154296	-1.3092	0.097308
44	-0.098155	-0.8329	0.203835
45	-0.010351	-0.0878	0.465128
46	0.091471	0.7762	0.2201
47	0.18154	1.5404	0.063921
48	0.252209	2.1401	0.017869
49	0.106514	0.9038	0.184557
50	-0.035437	-0.3007	0.382257
51	-0.107863	-0.9153	0.181558
52	-0.060064	-0.5097	0.305924
53	-0.013965	-0.1185	0.453003
54	-0.100129	-0.8496	0.199175
55	-0.089091	-0.756	0.22607
56	-0.057636	-0.4891	0.313145
57	-0.001085	-0.0092	0.496338
58	0.077656	0.6589	0.256021
59	0.087115	0.7392	0.231096
60	0.137232	1.1644	0.124043

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.551146	4.6766	7e-06
2	-0.326107	-2.7671	0.003592
3	-0.11666	-0.9899	0.16277
4	-0.109798	-0.9317	0.17731
5	-0.108799	-0.9232	0.179496
6	-0.447984	-3.8013	0.000149
7	0.040369	0.3425	0.36647
8	-0.420784	-3.5705	0.00032
9	-0.222106	-1.8846	0.031758
10	0.105425	0.8946	0.187001
11	0.36888	3.1301	0.001262
12	0.277703	2.3564	0.010589
13	-0.098505	-0.8358	0.203004
14	-0.083343	-0.7072	0.240867
15	-0.154213	-1.3085	0.097426
16	0.016873	0.1432	0.443277
17	-0.024846	-0.2108	0.416808
18	-0.062841	-0.5332	0.29776
19	0.139533	1.184	0.120158
20	-0.059921	-0.5084	0.306349
21	-0.05679	-0.4819	0.315676
22	-0.237388	-2.0143	0.023857
23	0.038127	0.3235	0.373621
24	-0.004551	-0.0386	0.484651
25	-0.109423	-0.9285	0.178129
26	-0.043426	-0.3685	0.356799
27	0.061111	0.5185	0.302835
28	-0.018864	-0.1601	0.436637
29	-0.012733	-0.108	0.45713
30	0.004213	0.0358	0.48579
31	-0.02629	-0.2231	0.412052
32	-0.091847	-0.7794	0.219164
33	0.125203	1.0624	0.145805
34	-0.173259	-1.4701	0.072939
35	-0.056212	-0.477	0.317411
36	-0.137543	-1.1671	0.123513
37	-0.035345	-0.2999	0.382554
38	0.016807	0.1426	0.443499
39	0.084511	0.7171	0.237815
40	-0.050647	-0.4298	0.334329
41	-0.036089	-0.3062	0.380158
42	0.006568	0.0557	0.477854
43	-0.038631	-0.3278	0.372009
44	-0.040142	-0.3406	0.367191
45	0.023339	0.198	0.421787
46	-0.040439	-0.3431	0.366248
47	-0.02911	-0.247	0.402803
48	-0.120224	-1.0201	0.155539
49	0.016791	0.1425	0.44355
50	-0.037053	-0.3144	0.377062
51	-0.068355	-0.58	0.281858
52	-0.027668	-0.2348	0.407527
53	0.010308	0.0875	0.465273
54	-0.105772	-0.8975	0.186221
55	-0.003615	-0.0307	0.487807
56	-0.015422	-0.1309	0.448124
57	-0.090566	-0.7685	0.222359
58	0.110322	0.9361	0.176173
59	-0.054082	-0.4589	0.323842
60	0.00122	0.0104	0.495883

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.551146 & 4.6766 & 7e-06 \tabularnewline
2 & -0.326107 & -2.7671 & 0.003592 \tabularnewline
3 & -0.11666 & -0.9899 & 0.16277 \tabularnewline
4 & -0.109798 & -0.9317 & 0.17731 \tabularnewline
5 & -0.108799 & -0.9232 & 0.179496 \tabularnewline
6 & -0.447984 & -3.8013 & 0.000149 \tabularnewline
7 & 0.040369 & 0.3425 & 0.36647 \tabularnewline
8 & -0.420784 & -3.5705 & 0.00032 \tabularnewline
9 & -0.222106 & -1.8846 & 0.031758 \tabularnewline
10 & 0.105425 & 0.8946 & 0.187001 \tabularnewline
11 & 0.36888 & 3.1301 & 0.001262 \tabularnewline
12 & 0.277703 & 2.3564 & 0.010589 \tabularnewline
13 & -0.098505 & -0.8358 & 0.203004 \tabularnewline
14 & -0.083343 & -0.7072 & 0.240867 \tabularnewline
15 & -0.154213 & -1.3085 & 0.097426 \tabularnewline
16 & 0.016873 & 0.1432 & 0.443277 \tabularnewline
17 & -0.024846 & -0.2108 & 0.416808 \tabularnewline
18 & -0.062841 & -0.5332 & 0.29776 \tabularnewline
19 & 0.139533 & 1.184 & 0.120158 \tabularnewline
20 & -0.059921 & -0.5084 & 0.306349 \tabularnewline
21 & -0.05679 & -0.4819 & 0.315676 \tabularnewline
22 & -0.237388 & -2.0143 & 0.023857 \tabularnewline
23 & 0.038127 & 0.3235 & 0.373621 \tabularnewline
24 & -0.004551 & -0.0386 & 0.484651 \tabularnewline
25 & -0.109423 & -0.9285 & 0.178129 \tabularnewline
26 & -0.043426 & -0.3685 & 0.356799 \tabularnewline
27 & 0.061111 & 0.5185 & 0.302835 \tabularnewline
28 & -0.018864 & -0.1601 & 0.436637 \tabularnewline
29 & -0.012733 & -0.108 & 0.45713 \tabularnewline
30 & 0.004213 & 0.0358 & 0.48579 \tabularnewline
31 & -0.02629 & -0.2231 & 0.412052 \tabularnewline
32 & -0.091847 & -0.7794 & 0.219164 \tabularnewline
33 & 0.125203 & 1.0624 & 0.145805 \tabularnewline
34 & -0.173259 & -1.4701 & 0.072939 \tabularnewline
35 & -0.056212 & -0.477 & 0.317411 \tabularnewline
36 & -0.137543 & -1.1671 & 0.123513 \tabularnewline
37 & -0.035345 & -0.2999 & 0.382554 \tabularnewline
38 & 0.016807 & 0.1426 & 0.443499 \tabularnewline
39 & 0.084511 & 0.7171 & 0.237815 \tabularnewline
40 & -0.050647 & -0.4298 & 0.334329 \tabularnewline
41 & -0.036089 & -0.3062 & 0.380158 \tabularnewline
42 & 0.006568 & 0.0557 & 0.477854 \tabularnewline
43 & -0.038631 & -0.3278 & 0.372009 \tabularnewline
44 & -0.040142 & -0.3406 & 0.367191 \tabularnewline
45 & 0.023339 & 0.198 & 0.421787 \tabularnewline
46 & -0.040439 & -0.3431 & 0.366248 \tabularnewline
47 & -0.02911 & -0.247 & 0.402803 \tabularnewline
48 & -0.120224 & -1.0201 & 0.155539 \tabularnewline
49 & 0.016791 & 0.1425 & 0.44355 \tabularnewline
50 & -0.037053 & -0.3144 & 0.377062 \tabularnewline
51 & -0.068355 & -0.58 & 0.281858 \tabularnewline
52 & -0.027668 & -0.2348 & 0.407527 \tabularnewline
53 & 0.010308 & 0.0875 & 0.465273 \tabularnewline
54 & -0.105772 & -0.8975 & 0.186221 \tabularnewline
55 & -0.003615 & -0.0307 & 0.487807 \tabularnewline
56 & -0.015422 & -0.1309 & 0.448124 \tabularnewline
57 & -0.090566 & -0.7685 & 0.222359 \tabularnewline
58 & 0.110322 & 0.9361 & 0.176173 \tabularnewline
59 & -0.054082 & -0.4589 & 0.323842 \tabularnewline
60 & 0.00122 & 0.0104 & 0.495883 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=227092&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]0.551146[/C][C]4.6766[/C][C]7e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.326107[/C][C]-2.7671[/C][C]0.003592[/C][/ROW]
[ROW][C]3[/C][C]-0.11666[/C][C]-0.9899[/C][C]0.16277[/C][/ROW]
[ROW][C]4[/C][C]-0.109798[/C][C]-0.9317[/C][C]0.17731[/C][/ROW]
[ROW][C]5[/C][C]-0.108799[/C][C]-0.9232[/C][C]0.179496[/C][/ROW]
[ROW][C]6[/C][C]-0.447984[/C][C]-3.8013[/C][C]0.000149[/C][/ROW]
[ROW][C]7[/C][C]0.040369[/C][C]0.3425[/C][C]0.36647[/C][/ROW]
[ROW][C]8[/C][C]-0.420784[/C][C]-3.5705[/C][C]0.00032[/C][/ROW]
[ROW][C]9[/C][C]-0.222106[/C][C]-1.8846[/C][C]0.031758[/C][/ROW]
[ROW][C]10[/C][C]0.105425[/C][C]0.8946[/C][C]0.187001[/C][/ROW]
[ROW][C]11[/C][C]0.36888[/C][C]3.1301[/C][C]0.001262[/C][/ROW]
[ROW][C]12[/C][C]0.277703[/C][C]2.3564[/C][C]0.010589[/C][/ROW]
[ROW][C]13[/C][C]-0.098505[/C][C]-0.8358[/C][C]0.203004[/C][/ROW]
[ROW][C]14[/C][C]-0.083343[/C][C]-0.7072[/C][C]0.240867[/C][/ROW]
[ROW][C]15[/C][C]-0.154213[/C][C]-1.3085[/C][C]0.097426[/C][/ROW]
[ROW][C]16[/C][C]0.016873[/C][C]0.1432[/C][C]0.443277[/C][/ROW]
[ROW][C]17[/C][C]-0.024846[/C][C]-0.2108[/C][C]0.416808[/C][/ROW]
[ROW][C]18[/C][C]-0.062841[/C][C]-0.5332[/C][C]0.29776[/C][/ROW]
[ROW][C]19[/C][C]0.139533[/C][C]1.184[/C][C]0.120158[/C][/ROW]
[ROW][C]20[/C][C]-0.059921[/C][C]-0.5084[/C][C]0.306349[/C][/ROW]
[ROW][C]21[/C][C]-0.05679[/C][C]-0.4819[/C][C]0.315676[/C][/ROW]
[ROW][C]22[/C][C]-0.237388[/C][C]-2.0143[/C][C]0.023857[/C][/ROW]
[ROW][C]23[/C][C]0.038127[/C][C]0.3235[/C][C]0.373621[/C][/ROW]
[ROW][C]24[/C][C]-0.004551[/C][C]-0.0386[/C][C]0.484651[/C][/ROW]
[ROW][C]25[/C][C]-0.109423[/C][C]-0.9285[/C][C]0.178129[/C][/ROW]
[ROW][C]26[/C][C]-0.043426[/C][C]-0.3685[/C][C]0.356799[/C][/ROW]
[ROW][C]27[/C][C]0.061111[/C][C]0.5185[/C][C]0.302835[/C][/ROW]
[ROW][C]28[/C][C]-0.018864[/C][C]-0.1601[/C][C]0.436637[/C][/ROW]
[ROW][C]29[/C][C]-0.012733[/C][C]-0.108[/C][C]0.45713[/C][/ROW]
[ROW][C]30[/C][C]0.004213[/C][C]0.0358[/C][C]0.48579[/C][/ROW]
[ROW][C]31[/C][C]-0.02629[/C][C]-0.2231[/C][C]0.412052[/C][/ROW]
[ROW][C]32[/C][C]-0.091847[/C][C]-0.7794[/C][C]0.219164[/C][/ROW]
[ROW][C]33[/C][C]0.125203[/C][C]1.0624[/C][C]0.145805[/C][/ROW]
[ROW][C]34[/C][C]-0.173259[/C][C]-1.4701[/C][C]0.072939[/C][/ROW]
[ROW][C]35[/C][C]-0.056212[/C][C]-0.477[/C][C]0.317411[/C][/ROW]
[ROW][C]36[/C][C]-0.137543[/C][C]-1.1671[/C][C]0.123513[/C][/ROW]
[ROW][C]37[/C][C]-0.035345[/C][C]-0.2999[/C][C]0.382554[/C][/ROW]
[ROW][C]38[/C][C]0.016807[/C][C]0.1426[/C][C]0.443499[/C][/ROW]
[ROW][C]39[/C][C]0.084511[/C][C]0.7171[/C][C]0.237815[/C][/ROW]
[ROW][C]40[/C][C]-0.050647[/C][C]-0.4298[/C][C]0.334329[/C][/ROW]
[ROW][C]41[/C][C]-0.036089[/C][C]-0.3062[/C][C]0.380158[/C][/ROW]
[ROW][C]42[/C][C]0.006568[/C][C]0.0557[/C][C]0.477854[/C][/ROW]
[ROW][C]43[/C][C]-0.038631[/C][C]-0.3278[/C][C]0.372009[/C][/ROW]
[ROW][C]44[/C][C]-0.040142[/C][C]-0.3406[/C][C]0.367191[/C][/ROW]
[ROW][C]45[/C][C]0.023339[/C][C]0.198[/C][C]0.421787[/C][/ROW]
[ROW][C]46[/C][C]-0.040439[/C][C]-0.3431[/C][C]0.366248[/C][/ROW]
[ROW][C]47[/C][C]-0.02911[/C][C]-0.247[/C][C]0.402803[/C][/ROW]
[ROW][C]48[/C][C]-0.120224[/C][C]-1.0201[/C][C]0.155539[/C][/ROW]
[ROW][C]49[/C][C]0.016791[/C][C]0.1425[/C][C]0.44355[/C][/ROW]
[ROW][C]50[/C][C]-0.037053[/C][C]-0.3144[/C][C]0.377062[/C][/ROW]
[ROW][C]51[/C][C]-0.068355[/C][C]-0.58[/C][C]0.281858[/C][/ROW]
[ROW][C]52[/C][C]-0.027668[/C][C]-0.2348[/C][C]0.407527[/C][/ROW]
[ROW][C]53[/C][C]0.010308[/C][C]0.0875[/C][C]0.465273[/C][/ROW]
[ROW][C]54[/C][C]-0.105772[/C][C]-0.8975[/C][C]0.186221[/C][/ROW]
[ROW][C]55[/C][C]-0.003615[/C][C]-0.0307[/C][C]0.487807[/C][/ROW]
[ROW][C]56[/C][C]-0.015422[/C][C]-0.1309[/C][C]0.448124[/C][/ROW]
[ROW][C]57[/C][C]-0.090566[/C][C]-0.7685[/C][C]0.222359[/C][/ROW]
[ROW][C]58[/C][C]0.110322[/C][C]0.9361[/C][C]0.176173[/C][/ROW]
[ROW][C]59[/C][C]-0.054082[/C][C]-0.4589[/C][C]0.323842[/C][/ROW]
[ROW][C]60[/C][C]0.00122[/C][C]0.0104[/C][C]0.495883[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=227092&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=227092&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	0.551146	4.6766	7e-06
2	-0.326107	-2.7671	0.003592
3	-0.11666	-0.9899	0.16277
4	-0.109798	-0.9317	0.17731
5	-0.108799	-0.9232	0.179496
6	-0.447984	-3.8013	0.000149
7	0.040369	0.3425	0.36647
8	-0.420784	-3.5705	0.00032
9	-0.222106	-1.8846	0.031758
10	0.105425	0.8946	0.187001
11	0.36888	3.1301	0.001262
12	0.277703	2.3564	0.010589
13	-0.098505	-0.8358	0.203004
14	-0.083343	-0.7072	0.240867
15	-0.154213	-1.3085	0.097426
16	0.016873	0.1432	0.443277
17	-0.024846	-0.2108	0.416808
18	-0.062841	-0.5332	0.29776
19	0.139533	1.184	0.120158
20	-0.059921	-0.5084	0.306349
21	-0.05679	-0.4819	0.315676
22	-0.237388	-2.0143	0.023857
23	0.038127	0.3235	0.373621
24	-0.004551	-0.0386	0.484651
25	-0.109423	-0.9285	0.178129
26	-0.043426	-0.3685	0.356799
27	0.061111	0.5185	0.302835
28	-0.018864	-0.1601	0.436637
29	-0.012733	-0.108	0.45713
30	0.004213	0.0358	0.48579
31	-0.02629	-0.2231	0.412052
32	-0.091847	-0.7794	0.219164
33	0.125203	1.0624	0.145805
34	-0.173259	-1.4701	0.072939
35	-0.056212	-0.477	0.317411
36	-0.137543	-1.1671	0.123513
37	-0.035345	-0.2999	0.382554
38	0.016807	0.1426	0.443499
39	0.084511	0.7171	0.237815
40	-0.050647	-0.4298	0.334329
41	-0.036089	-0.3062	0.380158
42	0.006568	0.0557	0.477854
43	-0.038631	-0.3278	0.372009
44	-0.040142	-0.3406	0.367191
45	0.023339	0.198	0.421787
46	-0.040439	-0.3431	0.366248
47	-0.02911	-0.247	0.402803
48	-0.120224	-1.0201	0.155539
49	0.016791	0.1425	0.44355
50	-0.037053	-0.3144	0.377062
51	-0.068355	-0.58	0.281858
52	-0.027668	-0.2348	0.407527
53	0.010308	0.0875	0.465273
54	-0.105772	-0.8975	0.186221
55	-0.003615	-0.0307	0.487807
56	-0.015422	-0.1309	0.448124
57	-0.090566	-0.7685	0.222359
58	0.110322	0.9361	0.176173
59	-0.054082	-0.4589	0.323842
60	0.00122	0.0104	0.495883

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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