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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 18 Aug 2014 07:01:25 +0100

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/2014/Aug/18/t1408341780z1ol36loltuk5sh.htm/, Retrieved Tue, 08 Apr 2025 08:56:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=235672, Retrieved Tue, 08 Apr 2025 08:56:13 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

211

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

-     [Notched Boxplots] [] [2013-02-26 20:31:34] [f974b105a61ab974a820d469d59cfaf7]
- RMPD  [Harrell-Davis Quantiles] [] [2014-08-18 05:22:13] [f974b105a61ab974a820d469d59cfaf7]
- RMP       [(Partial) Autocorrelation Function] [] [2014-08-18 06:01:25] [8f84a338303fe8d74ac0d8ad91c8b331] [Current]
- R P         [(Partial) Autocorrelation Function] [] [2014-08-18 06:09:45] [f974b105a61ab974a820d469d59cfaf7] 
- RMP         [Standard Deviation Plot] [] [2014-08-18 06:17:47] [f974b105a61ab974a820d469d59cfaf7] 
- RMP         [Standard Deviation-Mean Plot] [] [2014-08-18 06:30:50] [f974b105a61ab974a820d469d59cfaf7] 
- RMP         [Classical Decomposition] [] [2014-08-18 06:45:26] [f974b105a61ab974a820d469d59cfaf7] 
- RMPD        [Univariate Data Series] [] [2014-08-18 07:05:48] [f85cc8f00ef4b762f0a6fdfddc793773] 
- R             [Univariate Data Series] [] [2014-08-18 07:07:33] [f85cc8f00ef4b762f0a6fdfddc793773] 
- RM            [Histogram] [] [2014-08-18 07:10:06] [f85cc8f00ef4b762f0a6fdfddc793773] 
- RM            [Kernel Density Estimation] [] [2014-08-18 07:12:07] [f974b105a61ab974a820d469d59cfaf7] 
- RM            [Notched Boxplots] [] [2014-08-18 07:14:57] [f974b105a61ab974a820d469d59cfaf7] 
- RM            [Harrell-Davis Quantiles] [] [2014-08-18 07:16:46] [f974b105a61ab974a820d469d59cfaf7] 
- RM            [Harrell-Davis Quantiles] [] [2014-08-18 07:19:42] [f974b105a61ab974a820d469d59cfaf7] 
- RM            [Central Tendency] [] [2014-08-18 07:24:13] [f974b105a61ab974a820d469d59cfaf7] 
- RM            [Mean versus Median] [] [2014-08-18 07:29:41] [f974b105a61ab974a820d469d59cfaf7] 
- RM              [Mean Plot] [] [2014-08-18 07:32:51] [f974b105a61ab974a820d469d59cfaf7] 
- RM              [(Partial) Autocorrelation Function] [] [2014-08-18 07:41:46] [f974b105a61ab974a820d469d59cfaf7] 
- R                 [(Partial) Autocorrelation Function] [] [2014-08-18 07:52:14] [f974b105a61ab974a820d469d59cfaf7] 
- RM                [Variability] [] [2014-08-18 07:54:08] [f974b105a61ab974a820d469d59cfaf7] 
- RM                [Standard Deviation-Mean Plot] [] [2014-08-18 07:59:48] [f974b105a61ab974a820d469d59cfaf7] 
- RM                [Classical Decomposition] [] [2014-08-18 08:06:30] [f974b105a61ab974a820d469d59cfaf7] 
- RM                [Exponential Smoothing] [] [2014-08-18 08:23:15] [f974b105a61ab974a820d469d59cfaf7] 

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Dataseries X:

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Histogram

Boxplots

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	'Gertrude Mary Cox' @ cox.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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=235672&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=235672&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=235672&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	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.977558	10.7086	0
2	0.956356	10.4764	0
3	0.938926	10.2854	0
4	0.922222	10.1024	0
5	0.902239	9.8835	0
6	0.881727	9.6588	0
7	0.864737	9.4727	0
8	0.849654	9.3075	0
9	0.831755	9.1114	0
10	0.81611	8.94	0
11	0.801825	8.7836	0
12	0.782383	8.5706	0
13	0.75241	8.2422	0
14	0.722632	7.916	0
15	0.696374	7.6284	0
16	0.669557	7.3346	0
17	0.640498	7.0163	0
18	0.610271	6.6852	0
19	0.584334	6.4011	0
20	0.560481	6.1398	0
21	0.534341	5.8534	0
22	0.510137	5.5883	0
23	0.488866	5.3553	0
24	0.462512	5.0666	1e-06
25	0.429526	4.7052	3e-06
26	0.397717	4.3568	1.4e-05
27	0.369058	4.0428	4.7e-05
28	0.339646	3.7206	0.000152
29	0.307989	3.3739	0.000499
30	0.274757	3.0098	0.001593
31	0.245793	2.6925	0.004053
32	0.218906	2.398	0.009013
33	0.191995	2.1032	0.018769
34	0.166347	1.8222	0.035454
35	0.144367	1.5815	0.058203
36	0.120542	1.3205	0.094595
37	0.091943	1.0072	0.157937
38	0.06391	0.7001	0.242609
39	0.03891	0.4262	0.33535
40	0.013207	0.1447	0.442605
41	-0.015332	-0.168	0.433452
42	-0.045933	-0.5032	0.307884
43	-0.070215	-0.7692	0.221654
44	-0.092141	-1.0094	0.157417
45	-0.114844	-1.258	0.105408
46	-0.135949	-1.4892	0.069523
47	-0.153201	-1.6782	0.047953
48	-0.170516	-1.8679	0.032107
49	-0.190236	-2.0839	0.019644
50	-0.20834	-2.2823	0.012118
51	-0.224443	-2.4586	0.007687
52	-0.239694	-2.6257	0.004886
53	-0.258427	-2.8309	0.002722
54	-0.278961	-3.0559	0.001383
55	-0.293741	-3.2178	0.000831
56	-0.305949	-3.3515	0.000538
57	-0.318929	-3.4937	0.000334
58	-0.331225	-3.6284	0.00021
59	-0.339993	-3.7244	0.00015
60	-0.349134	-3.8246	0.000105

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.977558 & 10.7086 & 0 \tabularnewline
2 & 0.956356 & 10.4764 & 0 \tabularnewline
3 & 0.938926 & 10.2854 & 0 \tabularnewline
4 & 0.922222 & 10.1024 & 0 \tabularnewline
5 & 0.902239 & 9.8835 & 0 \tabularnewline
6 & 0.881727 & 9.6588 & 0 \tabularnewline
7 & 0.864737 & 9.4727 & 0 \tabularnewline
8 & 0.849654 & 9.3075 & 0 \tabularnewline
9 & 0.831755 & 9.1114 & 0 \tabularnewline
10 & 0.81611 & 8.94 & 0 \tabularnewline
11 & 0.801825 & 8.7836 & 0 \tabularnewline
12 & 0.782383 & 8.5706 & 0 \tabularnewline
13 & 0.75241 & 8.2422 & 0 \tabularnewline
14 & 0.722632 & 7.916 & 0 \tabularnewline
15 & 0.696374 & 7.6284 & 0 \tabularnewline
16 & 0.669557 & 7.3346 & 0 \tabularnewline
17 & 0.640498 & 7.0163 & 0 \tabularnewline
18 & 0.610271 & 6.6852 & 0 \tabularnewline
19 & 0.584334 & 6.4011 & 0 \tabularnewline
20 & 0.560481 & 6.1398 & 0 \tabularnewline
21 & 0.534341 & 5.8534 & 0 \tabularnewline
22 & 0.510137 & 5.5883 & 0 \tabularnewline
23 & 0.488866 & 5.3553 & 0 \tabularnewline
24 & 0.462512 & 5.0666 & 1e-06 \tabularnewline
25 & 0.429526 & 4.7052 & 3e-06 \tabularnewline
26 & 0.397717 & 4.3568 & 1.4e-05 \tabularnewline
27 & 0.369058 & 4.0428 & 4.7e-05 \tabularnewline
28 & 0.339646 & 3.7206 & 0.000152 \tabularnewline
29 & 0.307989 & 3.3739 & 0.000499 \tabularnewline
30 & 0.274757 & 3.0098 & 0.001593 \tabularnewline
31 & 0.245793 & 2.6925 & 0.004053 \tabularnewline
32 & 0.218906 & 2.398 & 0.009013 \tabularnewline
33 & 0.191995 & 2.1032 & 0.018769 \tabularnewline
34 & 0.166347 & 1.8222 & 0.035454 \tabularnewline
35 & 0.144367 & 1.5815 & 0.058203 \tabularnewline
36 & 0.120542 & 1.3205 & 0.094595 \tabularnewline
37 & 0.091943 & 1.0072 & 0.157937 \tabularnewline
38 & 0.06391 & 0.7001 & 0.242609 \tabularnewline
39 & 0.03891 & 0.4262 & 0.33535 \tabularnewline
40 & 0.013207 & 0.1447 & 0.442605 \tabularnewline
41 & -0.015332 & -0.168 & 0.433452 \tabularnewline
42 & -0.045933 & -0.5032 & 0.307884 \tabularnewline
43 & -0.070215 & -0.7692 & 0.221654 \tabularnewline
44 & -0.092141 & -1.0094 & 0.157417 \tabularnewline
45 & -0.114844 & -1.258 & 0.105408 \tabularnewline
46 & -0.135949 & -1.4892 & 0.069523 \tabularnewline
47 & -0.153201 & -1.6782 & 0.047953 \tabularnewline
48 & -0.170516 & -1.8679 & 0.032107 \tabularnewline
49 & -0.190236 & -2.0839 & 0.019644 \tabularnewline
50 & -0.20834 & -2.2823 & 0.012118 \tabularnewline
51 & -0.224443 & -2.4586 & 0.007687 \tabularnewline
52 & -0.239694 & -2.6257 & 0.004886 \tabularnewline
53 & -0.258427 & -2.8309 & 0.002722 \tabularnewline
54 & -0.278961 & -3.0559 & 0.001383 \tabularnewline
55 & -0.293741 & -3.2178 & 0.000831 \tabularnewline
56 & -0.305949 & -3.3515 & 0.000538 \tabularnewline
57 & -0.318929 & -3.4937 & 0.000334 \tabularnewline
58 & -0.331225 & -3.6284 & 0.00021 \tabularnewline
59 & -0.339993 & -3.7244 & 0.00015 \tabularnewline
60 & -0.349134 & -3.8246 & 0.000105 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=235672&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]0.977558[/C][C]10.7086[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.956356[/C][C]10.4764[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.938926[/C][C]10.2854[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.922222[/C][C]10.1024[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.902239[/C][C]9.8835[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.881727[/C][C]9.6588[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.864737[/C][C]9.4727[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.849654[/C][C]9.3075[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.831755[/C][C]9.1114[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.81611[/C][C]8.94[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.801825[/C][C]8.7836[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.782383[/C][C]8.5706[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.75241[/C][C]8.2422[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.722632[/C][C]7.916[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.696374[/C][C]7.6284[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.669557[/C][C]7.3346[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.640498[/C][C]7.0163[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.610271[/C][C]6.6852[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.584334[/C][C]6.4011[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.560481[/C][C]6.1398[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.534341[/C][C]5.8534[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.510137[/C][C]5.5883[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.488866[/C][C]5.3553[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.462512[/C][C]5.0666[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]0.429526[/C][C]4.7052[/C][C]3e-06[/C][/ROW]
[ROW][C]26[/C][C]0.397717[/C][C]4.3568[/C][C]1.4e-05[/C][/ROW]
[ROW][C]27[/C][C]0.369058[/C][C]4.0428[/C][C]4.7e-05[/C][/ROW]
[ROW][C]28[/C][C]0.339646[/C][C]3.7206[/C][C]0.000152[/C][/ROW]
[ROW][C]29[/C][C]0.307989[/C][C]3.3739[/C][C]0.000499[/C][/ROW]
[ROW][C]30[/C][C]0.274757[/C][C]3.0098[/C][C]0.001593[/C][/ROW]
[ROW][C]31[/C][C]0.245793[/C][C]2.6925[/C][C]0.004053[/C][/ROW]
[ROW][C]32[/C][C]0.218906[/C][C]2.398[/C][C]0.009013[/C][/ROW]
[ROW][C]33[/C][C]0.191995[/C][C]2.1032[/C][C]0.018769[/C][/ROW]
[ROW][C]34[/C][C]0.166347[/C][C]1.8222[/C][C]0.035454[/C][/ROW]
[ROW][C]35[/C][C]0.144367[/C][C]1.5815[/C][C]0.058203[/C][/ROW]
[ROW][C]36[/C][C]0.120542[/C][C]1.3205[/C][C]0.094595[/C][/ROW]
[ROW][C]37[/C][C]0.091943[/C][C]1.0072[/C][C]0.157937[/C][/ROW]
[ROW][C]38[/C][C]0.06391[/C][C]0.7001[/C][C]0.242609[/C][/ROW]
[ROW][C]39[/C][C]0.03891[/C][C]0.4262[/C][C]0.33535[/C][/ROW]
[ROW][C]40[/C][C]0.013207[/C][C]0.1447[/C][C]0.442605[/C][/ROW]
[ROW][C]41[/C][C]-0.015332[/C][C]-0.168[/C][C]0.433452[/C][/ROW]
[ROW][C]42[/C][C]-0.045933[/C][C]-0.5032[/C][C]0.307884[/C][/ROW]
[ROW][C]43[/C][C]-0.070215[/C][C]-0.7692[/C][C]0.221654[/C][/ROW]
[ROW][C]44[/C][C]-0.092141[/C][C]-1.0094[/C][C]0.157417[/C][/ROW]
[ROW][C]45[/C][C]-0.114844[/C][C]-1.258[/C][C]0.105408[/C][/ROW]
[ROW][C]46[/C][C]-0.135949[/C][C]-1.4892[/C][C]0.069523[/C][/ROW]
[ROW][C]47[/C][C]-0.153201[/C][C]-1.6782[/C][C]0.047953[/C][/ROW]
[ROW][C]48[/C][C]-0.170516[/C][C]-1.8679[/C][C]0.032107[/C][/ROW]
[ROW][C]49[/C][C]-0.190236[/C][C]-2.0839[/C][C]0.019644[/C][/ROW]
[ROW][C]50[/C][C]-0.20834[/C][C]-2.2823[/C][C]0.012118[/C][/ROW]
[ROW][C]51[/C][C]-0.224443[/C][C]-2.4586[/C][C]0.007687[/C][/ROW]
[ROW][C]52[/C][C]-0.239694[/C][C]-2.6257[/C][C]0.004886[/C][/ROW]
[ROW][C]53[/C][C]-0.258427[/C][C]-2.8309[/C][C]0.002722[/C][/ROW]
[ROW][C]54[/C][C]-0.278961[/C][C]-3.0559[/C][C]0.001383[/C][/ROW]
[ROW][C]55[/C][C]-0.293741[/C][C]-3.2178[/C][C]0.000831[/C][/ROW]
[ROW][C]56[/C][C]-0.305949[/C][C]-3.3515[/C][C]0.000538[/C][/ROW]
[ROW][C]57[/C][C]-0.318929[/C][C]-3.4937[/C][C]0.000334[/C][/ROW]
[ROW][C]58[/C][C]-0.331225[/C][C]-3.6284[/C][C]0.00021[/C][/ROW]
[ROW][C]59[/C][C]-0.339993[/C][C]-3.7244[/C][C]0.00015[/C][/ROW]
[ROW][C]60[/C][C]-0.349134[/C][C]-3.8246[/C][C]0.000105[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=235672&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=235672&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	0.977558	10.7086	0
2	0.956356	10.4764	0
3	0.938926	10.2854	0
4	0.922222	10.1024	0
5	0.902239	9.8835	0
6	0.881727	9.6588	0
7	0.864737	9.4727	0
8	0.849654	9.3075	0
9	0.831755	9.1114	0
10	0.81611	8.94	0
11	0.801825	8.7836	0
12	0.782383	8.5706	0
13	0.75241	8.2422	0
14	0.722632	7.916	0
15	0.696374	7.6284	0
16	0.669557	7.3346	0
17	0.640498	7.0163	0
18	0.610271	6.6852	0
19	0.584334	6.4011	0
20	0.560481	6.1398	0
21	0.534341	5.8534	0
22	0.510137	5.5883	0
23	0.488866	5.3553	0
24	0.462512	5.0666	1e-06
25	0.429526	4.7052	3e-06
26	0.397717	4.3568	1.4e-05
27	0.369058	4.0428	4.7e-05
28	0.339646	3.7206	0.000152
29	0.307989	3.3739	0.000499
30	0.274757	3.0098	0.001593
31	0.245793	2.6925	0.004053
32	0.218906	2.398	0.009013
33	0.191995	2.1032	0.018769
34	0.166347	1.8222	0.035454
35	0.144367	1.5815	0.058203
36	0.120542	1.3205	0.094595
37	0.091943	1.0072	0.157937
38	0.06391	0.7001	0.242609
39	0.03891	0.4262	0.33535
40	0.013207	0.1447	0.442605
41	-0.015332	-0.168	0.433452
42	-0.045933	-0.5032	0.307884
43	-0.070215	-0.7692	0.221654
44	-0.092141	-1.0094	0.157417
45	-0.114844	-1.258	0.105408
46	-0.135949	-1.4892	0.069523
47	-0.153201	-1.6782	0.047953
48	-0.170516	-1.8679	0.032107
49	-0.190236	-2.0839	0.019644
50	-0.20834	-2.2823	0.012118
51	-0.224443	-2.4586	0.007687
52	-0.239694	-2.6257	0.004886
53	-0.258427	-2.8309	0.002722
54	-0.278961	-3.0559	0.001383
55	-0.293741	-3.2178	0.000831
56	-0.305949	-3.3515	0.000538
57	-0.318929	-3.4937	0.000334
58	-0.331225	-3.6284	0.00021
59	-0.339993	-3.7244	0.00015
60	-0.349134	-3.8246	0.000105

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.977558	10.7086	0
2	0.016606	0.1819	0.427981
3	0.074922	0.8207	0.206713
4	0.012155	0.1332	0.447147
5	-0.074826	-0.8197	0.207012
6	-0.023516	-0.2576	0.398577
7	0.057613	0.6311	0.264583
8	0.03429	0.3756	0.353929
9	-0.054417	-0.5961	0.276112
10	0.049408	0.5412	0.294673
11	0.009422	0.1032	0.458984
12	-0.126689	-1.3878	0.083884
13	-0.246925	-2.7049	0.003913
14	-0.050051	-0.5483	0.292258
15	0.016769	0.1837	0.42728
16	-0.017791	-0.1949	0.422905
17	-0.020276	-0.2221	0.412304
18	-0.05805	-0.6359	0.263026
19	0.02676	0.2931	0.384958
20	0.020563	0.2253	0.411084
21	-0.041024	-0.4494	0.32698
22	0.015408	0.1688	0.433124
23	0.048924	0.5359	0.296499
24	-0.078667	-0.8617	0.195272
25	-0.11658	-1.2771	0.102021
26	-0.017616	-0.193	0.423653
27	-0.001903	-0.0208	0.491702
28	-0.018085	-0.1981	0.421648
29	-0.015035	-0.1647	0.434728
30	-0.074601	-0.8172	0.207713
31	-0.00441	-0.0483	0.480774
32	0.011734	0.1285	0.448969
33	0.009037	0.099	0.460653
34	-0.013163	-0.1442	0.442796
35	0.056995	0.6244	0.266791
36	0.006238	0.0683	0.472817
37	-0.076345	-0.8363	0.202321
38	-0.030972	-0.3393	0.367496
39	-0.002749	-0.0301	0.488014
40	-0.020643	-0.2261	0.41074
41	-0.024779	-0.2714	0.39326
42	-0.071781	-0.7863	0.216615
43	0.036626	0.4012	0.344485
44	0.011982	0.1313	0.447896
45	-0.014055	-0.154	0.438949
46	-0.015049	-0.1649	0.434668
47	0.032007	0.3506	0.363246
48	0.018682	0.2047	0.419095
49	-0.015477	-0.1695	0.432828
50	0.015814	0.1732	0.43138
51	-0.016745	-0.1834	0.427384
52	0.027863	0.3052	0.380363
53	-0.02647	-0.29	0.386172
54	-0.060979	-0.668	0.252713
55	0.016775	0.1838	0.427256
56	0.015269	0.1673	0.433724
57	0.000463	0.0051	0.497981
58	-0.033023	-0.3618	0.359086
59	0.010384	0.1137	0.454814
60	-0.033336	-0.3652	0.35781

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.977558 & 10.7086 & 0 \tabularnewline
2 & 0.016606 & 0.1819 & 0.427981 \tabularnewline
3 & 0.074922 & 0.8207 & 0.206713 \tabularnewline
4 & 0.012155 & 0.1332 & 0.447147 \tabularnewline
5 & -0.074826 & -0.8197 & 0.207012 \tabularnewline
6 & -0.023516 & -0.2576 & 0.398577 \tabularnewline
7 & 0.057613 & 0.6311 & 0.264583 \tabularnewline
8 & 0.03429 & 0.3756 & 0.353929 \tabularnewline
9 & -0.054417 & -0.5961 & 0.276112 \tabularnewline
10 & 0.049408 & 0.5412 & 0.294673 \tabularnewline
11 & 0.009422 & 0.1032 & 0.458984 \tabularnewline
12 & -0.126689 & -1.3878 & 0.083884 \tabularnewline
13 & -0.246925 & -2.7049 & 0.003913 \tabularnewline
14 & -0.050051 & -0.5483 & 0.292258 \tabularnewline
15 & 0.016769 & 0.1837 & 0.42728 \tabularnewline
16 & -0.017791 & -0.1949 & 0.422905 \tabularnewline
17 & -0.020276 & -0.2221 & 0.412304 \tabularnewline
18 & -0.05805 & -0.6359 & 0.263026 \tabularnewline
19 & 0.02676 & 0.2931 & 0.384958 \tabularnewline
20 & 0.020563 & 0.2253 & 0.411084 \tabularnewline
21 & -0.041024 & -0.4494 & 0.32698 \tabularnewline
22 & 0.015408 & 0.1688 & 0.433124 \tabularnewline
23 & 0.048924 & 0.5359 & 0.296499 \tabularnewline
24 & -0.078667 & -0.8617 & 0.195272 \tabularnewline
25 & -0.11658 & -1.2771 & 0.102021 \tabularnewline
26 & -0.017616 & -0.193 & 0.423653 \tabularnewline
27 & -0.001903 & -0.0208 & 0.491702 \tabularnewline
28 & -0.018085 & -0.1981 & 0.421648 \tabularnewline
29 & -0.015035 & -0.1647 & 0.434728 \tabularnewline
30 & -0.074601 & -0.8172 & 0.207713 \tabularnewline
31 & -0.00441 & -0.0483 & 0.480774 \tabularnewline
32 & 0.011734 & 0.1285 & 0.448969 \tabularnewline
33 & 0.009037 & 0.099 & 0.460653 \tabularnewline
34 & -0.013163 & -0.1442 & 0.442796 \tabularnewline
35 & 0.056995 & 0.6244 & 0.266791 \tabularnewline
36 & 0.006238 & 0.0683 & 0.472817 \tabularnewline
37 & -0.076345 & -0.8363 & 0.202321 \tabularnewline
38 & -0.030972 & -0.3393 & 0.367496 \tabularnewline
39 & -0.002749 & -0.0301 & 0.488014 \tabularnewline
40 & -0.020643 & -0.2261 & 0.41074 \tabularnewline
41 & -0.024779 & -0.2714 & 0.39326 \tabularnewline
42 & -0.071781 & -0.7863 & 0.216615 \tabularnewline
43 & 0.036626 & 0.4012 & 0.344485 \tabularnewline
44 & 0.011982 & 0.1313 & 0.447896 \tabularnewline
45 & -0.014055 & -0.154 & 0.438949 \tabularnewline
46 & -0.015049 & -0.1649 & 0.434668 \tabularnewline
47 & 0.032007 & 0.3506 & 0.363246 \tabularnewline
48 & 0.018682 & 0.2047 & 0.419095 \tabularnewline
49 & -0.015477 & -0.1695 & 0.432828 \tabularnewline
50 & 0.015814 & 0.1732 & 0.43138 \tabularnewline
51 & -0.016745 & -0.1834 & 0.427384 \tabularnewline
52 & 0.027863 & 0.3052 & 0.380363 \tabularnewline
53 & -0.02647 & -0.29 & 0.386172 \tabularnewline
54 & -0.060979 & -0.668 & 0.252713 \tabularnewline
55 & 0.016775 & 0.1838 & 0.427256 \tabularnewline
56 & 0.015269 & 0.1673 & 0.433724 \tabularnewline
57 & 0.000463 & 0.0051 & 0.497981 \tabularnewline
58 & -0.033023 & -0.3618 & 0.359086 \tabularnewline
59 & 0.010384 & 0.1137 & 0.454814 \tabularnewline
60 & -0.033336 & -0.3652 & 0.35781 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=235672&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]0.977558[/C][C]10.7086[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.016606[/C][C]0.1819[/C][C]0.427981[/C][/ROW]
[ROW][C]3[/C][C]0.074922[/C][C]0.8207[/C][C]0.206713[/C][/ROW]
[ROW][C]4[/C][C]0.012155[/C][C]0.1332[/C][C]0.447147[/C][/ROW]
[ROW][C]5[/C][C]-0.074826[/C][C]-0.8197[/C][C]0.207012[/C][/ROW]
[ROW][C]6[/C][C]-0.023516[/C][C]-0.2576[/C][C]0.398577[/C][/ROW]
[ROW][C]7[/C][C]0.057613[/C][C]0.6311[/C][C]0.264583[/C][/ROW]
[ROW][C]8[/C][C]0.03429[/C][C]0.3756[/C][C]0.353929[/C][/ROW]
[ROW][C]9[/C][C]-0.054417[/C][C]-0.5961[/C][C]0.276112[/C][/ROW]
[ROW][C]10[/C][C]0.049408[/C][C]0.5412[/C][C]0.294673[/C][/ROW]
[ROW][C]11[/C][C]0.009422[/C][C]0.1032[/C][C]0.458984[/C][/ROW]
[ROW][C]12[/C][C]-0.126689[/C][C]-1.3878[/C][C]0.083884[/C][/ROW]
[ROW][C]13[/C][C]-0.246925[/C][C]-2.7049[/C][C]0.003913[/C][/ROW]
[ROW][C]14[/C][C]-0.050051[/C][C]-0.5483[/C][C]0.292258[/C][/ROW]
[ROW][C]15[/C][C]0.016769[/C][C]0.1837[/C][C]0.42728[/C][/ROW]
[ROW][C]16[/C][C]-0.017791[/C][C]-0.1949[/C][C]0.422905[/C][/ROW]
[ROW][C]17[/C][C]-0.020276[/C][C]-0.2221[/C][C]0.412304[/C][/ROW]
[ROW][C]18[/C][C]-0.05805[/C][C]-0.6359[/C][C]0.263026[/C][/ROW]
[ROW][C]19[/C][C]0.02676[/C][C]0.2931[/C][C]0.384958[/C][/ROW]
[ROW][C]20[/C][C]0.020563[/C][C]0.2253[/C][C]0.411084[/C][/ROW]
[ROW][C]21[/C][C]-0.041024[/C][C]-0.4494[/C][C]0.32698[/C][/ROW]
[ROW][C]22[/C][C]0.015408[/C][C]0.1688[/C][C]0.433124[/C][/ROW]
[ROW][C]23[/C][C]0.048924[/C][C]0.5359[/C][C]0.296499[/C][/ROW]
[ROW][C]24[/C][C]-0.078667[/C][C]-0.8617[/C][C]0.195272[/C][/ROW]
[ROW][C]25[/C][C]-0.11658[/C][C]-1.2771[/C][C]0.102021[/C][/ROW]
[ROW][C]26[/C][C]-0.017616[/C][C]-0.193[/C][C]0.423653[/C][/ROW]
[ROW][C]27[/C][C]-0.001903[/C][C]-0.0208[/C][C]0.491702[/C][/ROW]
[ROW][C]28[/C][C]-0.018085[/C][C]-0.1981[/C][C]0.421648[/C][/ROW]
[ROW][C]29[/C][C]-0.015035[/C][C]-0.1647[/C][C]0.434728[/C][/ROW]
[ROW][C]30[/C][C]-0.074601[/C][C]-0.8172[/C][C]0.207713[/C][/ROW]
[ROW][C]31[/C][C]-0.00441[/C][C]-0.0483[/C][C]0.480774[/C][/ROW]
[ROW][C]32[/C][C]0.011734[/C][C]0.1285[/C][C]0.448969[/C][/ROW]
[ROW][C]33[/C][C]0.009037[/C][C]0.099[/C][C]0.460653[/C][/ROW]
[ROW][C]34[/C][C]-0.013163[/C][C]-0.1442[/C][C]0.442796[/C][/ROW]
[ROW][C]35[/C][C]0.056995[/C][C]0.6244[/C][C]0.266791[/C][/ROW]
[ROW][C]36[/C][C]0.006238[/C][C]0.0683[/C][C]0.472817[/C][/ROW]
[ROW][C]37[/C][C]-0.076345[/C][C]-0.8363[/C][C]0.202321[/C][/ROW]
[ROW][C]38[/C][C]-0.030972[/C][C]-0.3393[/C][C]0.367496[/C][/ROW]
[ROW][C]39[/C][C]-0.002749[/C][C]-0.0301[/C][C]0.488014[/C][/ROW]
[ROW][C]40[/C][C]-0.020643[/C][C]-0.2261[/C][C]0.41074[/C][/ROW]
[ROW][C]41[/C][C]-0.024779[/C][C]-0.2714[/C][C]0.39326[/C][/ROW]
[ROW][C]42[/C][C]-0.071781[/C][C]-0.7863[/C][C]0.216615[/C][/ROW]
[ROW][C]43[/C][C]0.036626[/C][C]0.4012[/C][C]0.344485[/C][/ROW]
[ROW][C]44[/C][C]0.011982[/C][C]0.1313[/C][C]0.447896[/C][/ROW]
[ROW][C]45[/C][C]-0.014055[/C][C]-0.154[/C][C]0.438949[/C][/ROW]
[ROW][C]46[/C][C]-0.015049[/C][C]-0.1649[/C][C]0.434668[/C][/ROW]
[ROW][C]47[/C][C]0.032007[/C][C]0.3506[/C][C]0.363246[/C][/ROW]
[ROW][C]48[/C][C]0.018682[/C][C]0.2047[/C][C]0.419095[/C][/ROW]
[ROW][C]49[/C][C]-0.015477[/C][C]-0.1695[/C][C]0.432828[/C][/ROW]
[ROW][C]50[/C][C]0.015814[/C][C]0.1732[/C][C]0.43138[/C][/ROW]
[ROW][C]51[/C][C]-0.016745[/C][C]-0.1834[/C][C]0.427384[/C][/ROW]
[ROW][C]52[/C][C]0.027863[/C][C]0.3052[/C][C]0.380363[/C][/ROW]
[ROW][C]53[/C][C]-0.02647[/C][C]-0.29[/C][C]0.386172[/C][/ROW]
[ROW][C]54[/C][C]-0.060979[/C][C]-0.668[/C][C]0.252713[/C][/ROW]
[ROW][C]55[/C][C]0.016775[/C][C]0.1838[/C][C]0.427256[/C][/ROW]
[ROW][C]56[/C][C]0.015269[/C][C]0.1673[/C][C]0.433724[/C][/ROW]
[ROW][C]57[/C][C]0.000463[/C][C]0.0051[/C][C]0.497981[/C][/ROW]
[ROW][C]58[/C][C]-0.033023[/C][C]-0.3618[/C][C]0.359086[/C][/ROW]
[ROW][C]59[/C][C]0.010384[/C][C]0.1137[/C][C]0.454814[/C][/ROW]
[ROW][C]60[/C][C]-0.033336[/C][C]-0.3652[/C][C]0.35781[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=235672&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=235672&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	0.977558	10.7086	0
2	0.016606	0.1819	0.427981
3	0.074922	0.8207	0.206713
4	0.012155	0.1332	0.447147
5	-0.074826	-0.8197	0.207012
6	-0.023516	-0.2576	0.398577
7	0.057613	0.6311	0.264583
8	0.03429	0.3756	0.353929
9	-0.054417	-0.5961	0.276112
10	0.049408	0.5412	0.294673
11	0.009422	0.1032	0.458984
12	-0.126689	-1.3878	0.083884
13	-0.246925	-2.7049	0.003913
14	-0.050051	-0.5483	0.292258
15	0.016769	0.1837	0.42728
16	-0.017791	-0.1949	0.422905
17	-0.020276	-0.2221	0.412304
18	-0.05805	-0.6359	0.263026
19	0.02676	0.2931	0.384958
20	0.020563	0.2253	0.411084
21	-0.041024	-0.4494	0.32698
22	0.015408	0.1688	0.433124
23	0.048924	0.5359	0.296499
24	-0.078667	-0.8617	0.195272
25	-0.11658	-1.2771	0.102021
26	-0.017616	-0.193	0.423653
27	-0.001903	-0.0208	0.491702
28	-0.018085	-0.1981	0.421648
29	-0.015035	-0.1647	0.434728
30	-0.074601	-0.8172	0.207713
31	-0.00441	-0.0483	0.480774
32	0.011734	0.1285	0.448969
33	0.009037	0.099	0.460653
34	-0.013163	-0.1442	0.442796
35	0.056995	0.6244	0.266791
36	0.006238	0.0683	0.472817
37	-0.076345	-0.8363	0.202321
38	-0.030972	-0.3393	0.367496
39	-0.002749	-0.0301	0.488014
40	-0.020643	-0.2261	0.41074
41	-0.024779	-0.2714	0.39326
42	-0.071781	-0.7863	0.216615
43	0.036626	0.4012	0.344485
44	0.011982	0.1313	0.447896
45	-0.014055	-0.154	0.438949
46	-0.015049	-0.1649	0.434668
47	0.032007	0.3506	0.363246
48	0.018682	0.2047	0.419095
49	-0.015477	-0.1695	0.432828
50	0.015814	0.1732	0.43138
51	-0.016745	-0.1834	0.427384
52	0.027863	0.3052	0.380363
53	-0.02647	-0.29	0.386172
54	-0.060979	-0.668	0.252713
55	0.016775	0.1838	0.427256
56	0.015269	0.1673	0.433724
57	0.000463	0.0051	0.497981
58	-0.033023	-0.3618	0.359086
59	0.010384	0.1137	0.454814
60	-0.033336	-0.3652	0.35781

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