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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 26 Nov 2008 09:51:27 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Nov/26/t1227718386ic9ogdbjh9qbae2.htm/, Retrieved Mon, 03 Nov 2025 01:34:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25660, Retrieved Mon, 03 Nov 2025 01:34:49 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

412

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RMPD  [(Partial) Autocorrelation Function] [Q6 ACF met trend ...] [2008-11-26 16:23:41] [6fea0e9a9b3b29a63badf2c274e82506]
-           [(Partial) Autocorrelation Function] [Q6 ACF met trend ...] [2008-11-26 16:51:27] [286e96bd53289970f8e5f25a93fb50b3] [Current]
F             [(Partial) Autocorrelation Function] [Q6 ACF met trend ...] [2008-11-26 16:53:31] [6fea0e9a9b3b29a63badf2c274e82506] 

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25660&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25660&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25660&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.74646	8.5762	0
2	0.647083	7.4344	0
3	0.504892	5.8008	0
4	0.40646	4.6699	4e-06
5	0.354782	4.0761	3.9e-05
6	0.283378	3.2558	0.000719
7	0.216276	2.4848	0.007106
8	0.175025	2.0109	0.023187
9	0.164732	1.8926	0.030298
10	0.057201	0.6572	0.256103
11	0.01907	0.2191	0.413455
12	-0.043736	-0.5025	0.30808
13	-0.034816	-0.4	0.344899
14	-0.074511	-0.8561	0.196757
15	-0.106786	-1.2269	0.111027
16	-0.176029	-2.0224	0.022577
17	-0.179444	-2.0617	0.020601
18	-0.195169	-2.2423	0.013305
19	-0.234685	-2.6963	0.003962
20	-0.216612	-2.4887	0.007033
21	-0.15745	-1.809	0.036367
22	-0.117115	-1.3456	0.090377
23	-0.000519	-0.006	0.497626
24	-0.013841	-0.159	0.436947
25	-0.054977	-0.6316	0.264357
26	-0.067895	-0.7801	0.218376
27	-0.130168	-1.4955	0.068584
28	-0.142109	-1.6327	0.052456
29	-0.155424	-1.7857	0.038223
30	-0.149901	-1.7222	0.043685
31	-0.133064	-1.5288	0.064355
32	-0.063022	-0.7241	0.235154
33	-0.062855	-0.7221	0.235741
34	-0.010945	-0.1257	0.450062
35	0.01229	0.1412	0.443962
36	0.033021	0.3794	0.352508
37	0.061234	0.7035	0.241483
38	0.007969	0.0916	0.463593
39	-0.007352	-0.0845	0.466406
40	0.006928	0.0796	0.468338
41	0.022479	0.2583	0.398303
42	0.060783	0.6983	0.243096
43	0.082135	0.9437	0.173533
44	0.134357	1.5436	0.062534
45	0.179694	2.0645	0.020463
46	0.26228	3.0134	0.001549
47	0.329979	3.7912	0.000114
48	0.353707	4.0638	4.1e-05
49	0.379529	4.3605	1.3e-05
50	0.330904	3.8018	0.000109
51	0.290113	3.3331	0.000557
52	0.269406	3.0952	0.001201
53	0.213155	2.449	0.007819
54	0.165901	1.9061	0.029408
55	0.173161	1.9895	0.024358
56	0.109505	1.2581	0.105286
57	0.107508	1.2352	0.109479
58	0.092888	1.0672	0.143914
59	0.012613	0.1449	0.442501
60	-0.004076	-0.0468	0.481361

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.74646 & 8.5762 & 0 \tabularnewline
2 & 0.647083 & 7.4344 & 0 \tabularnewline
3 & 0.504892 & 5.8008 & 0 \tabularnewline
4 & 0.40646 & 4.6699 & 4e-06 \tabularnewline
5 & 0.354782 & 4.0761 & 3.9e-05 \tabularnewline
6 & 0.283378 & 3.2558 & 0.000719 \tabularnewline
7 & 0.216276 & 2.4848 & 0.007106 \tabularnewline
8 & 0.175025 & 2.0109 & 0.023187 \tabularnewline
9 & 0.164732 & 1.8926 & 0.030298 \tabularnewline
10 & 0.057201 & 0.6572 & 0.256103 \tabularnewline
11 & 0.01907 & 0.2191 & 0.413455 \tabularnewline
12 & -0.043736 & -0.5025 & 0.30808 \tabularnewline
13 & -0.034816 & -0.4 & 0.344899 \tabularnewline
14 & -0.074511 & -0.8561 & 0.196757 \tabularnewline
15 & -0.106786 & -1.2269 & 0.111027 \tabularnewline
16 & -0.176029 & -2.0224 & 0.022577 \tabularnewline
17 & -0.179444 & -2.0617 & 0.020601 \tabularnewline
18 & -0.195169 & -2.2423 & 0.013305 \tabularnewline
19 & -0.234685 & -2.6963 & 0.003962 \tabularnewline
20 & -0.216612 & -2.4887 & 0.007033 \tabularnewline
21 & -0.15745 & -1.809 & 0.036367 \tabularnewline
22 & -0.117115 & -1.3456 & 0.090377 \tabularnewline
23 & -0.000519 & -0.006 & 0.497626 \tabularnewline
24 & -0.013841 & -0.159 & 0.436947 \tabularnewline
25 & -0.054977 & -0.6316 & 0.264357 \tabularnewline
26 & -0.067895 & -0.7801 & 0.218376 \tabularnewline
27 & -0.130168 & -1.4955 & 0.068584 \tabularnewline
28 & -0.142109 & -1.6327 & 0.052456 \tabularnewline
29 & -0.155424 & -1.7857 & 0.038223 \tabularnewline
30 & -0.149901 & -1.7222 & 0.043685 \tabularnewline
31 & -0.133064 & -1.5288 & 0.064355 \tabularnewline
32 & -0.063022 & -0.7241 & 0.235154 \tabularnewline
33 & -0.062855 & -0.7221 & 0.235741 \tabularnewline
34 & -0.010945 & -0.1257 & 0.450062 \tabularnewline
35 & 0.01229 & 0.1412 & 0.443962 \tabularnewline
36 & 0.033021 & 0.3794 & 0.352508 \tabularnewline
37 & 0.061234 & 0.7035 & 0.241483 \tabularnewline
38 & 0.007969 & 0.0916 & 0.463593 \tabularnewline
39 & -0.007352 & -0.0845 & 0.466406 \tabularnewline
40 & 0.006928 & 0.0796 & 0.468338 \tabularnewline
41 & 0.022479 & 0.2583 & 0.398303 \tabularnewline
42 & 0.060783 & 0.6983 & 0.243096 \tabularnewline
43 & 0.082135 & 0.9437 & 0.173533 \tabularnewline
44 & 0.134357 & 1.5436 & 0.062534 \tabularnewline
45 & 0.179694 & 2.0645 & 0.020463 \tabularnewline
46 & 0.26228 & 3.0134 & 0.001549 \tabularnewline
47 & 0.329979 & 3.7912 & 0.000114 \tabularnewline
48 & 0.353707 & 4.0638 & 4.1e-05 \tabularnewline
49 & 0.379529 & 4.3605 & 1.3e-05 \tabularnewline
50 & 0.330904 & 3.8018 & 0.000109 \tabularnewline
51 & 0.290113 & 3.3331 & 0.000557 \tabularnewline
52 & 0.269406 & 3.0952 & 0.001201 \tabularnewline
53 & 0.213155 & 2.449 & 0.007819 \tabularnewline
54 & 0.165901 & 1.9061 & 0.029408 \tabularnewline
55 & 0.173161 & 1.9895 & 0.024358 \tabularnewline
56 & 0.109505 & 1.2581 & 0.105286 \tabularnewline
57 & 0.107508 & 1.2352 & 0.109479 \tabularnewline
58 & 0.092888 & 1.0672 & 0.143914 \tabularnewline
59 & 0.012613 & 0.1449 & 0.442501 \tabularnewline
60 & -0.004076 & -0.0468 & 0.481361 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25660&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]0.74646[/C][C]8.5762[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.647083[/C][C]7.4344[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.504892[/C][C]5.8008[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.40646[/C][C]4.6699[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.354782[/C][C]4.0761[/C][C]3.9e-05[/C][/ROW]
[ROW][C]6[/C][C]0.283378[/C][C]3.2558[/C][C]0.000719[/C][/ROW]
[ROW][C]7[/C][C]0.216276[/C][C]2.4848[/C][C]0.007106[/C][/ROW]
[ROW][C]8[/C][C]0.175025[/C][C]2.0109[/C][C]0.023187[/C][/ROW]
[ROW][C]9[/C][C]0.164732[/C][C]1.8926[/C][C]0.030298[/C][/ROW]
[ROW][C]10[/C][C]0.057201[/C][C]0.6572[/C][C]0.256103[/C][/ROW]
[ROW][C]11[/C][C]0.01907[/C][C]0.2191[/C][C]0.413455[/C][/ROW]
[ROW][C]12[/C][C]-0.043736[/C][C]-0.5025[/C][C]0.30808[/C][/ROW]
[ROW][C]13[/C][C]-0.034816[/C][C]-0.4[/C][C]0.344899[/C][/ROW]
[ROW][C]14[/C][C]-0.074511[/C][C]-0.8561[/C][C]0.196757[/C][/ROW]
[ROW][C]15[/C][C]-0.106786[/C][C]-1.2269[/C][C]0.111027[/C][/ROW]
[ROW][C]16[/C][C]-0.176029[/C][C]-2.0224[/C][C]0.022577[/C][/ROW]
[ROW][C]17[/C][C]-0.179444[/C][C]-2.0617[/C][C]0.020601[/C][/ROW]
[ROW][C]18[/C][C]-0.195169[/C][C]-2.2423[/C][C]0.013305[/C][/ROW]
[ROW][C]19[/C][C]-0.234685[/C][C]-2.6963[/C][C]0.003962[/C][/ROW]
[ROW][C]20[/C][C]-0.216612[/C][C]-2.4887[/C][C]0.007033[/C][/ROW]
[ROW][C]21[/C][C]-0.15745[/C][C]-1.809[/C][C]0.036367[/C][/ROW]
[ROW][C]22[/C][C]-0.117115[/C][C]-1.3456[/C][C]0.090377[/C][/ROW]
[ROW][C]23[/C][C]-0.000519[/C][C]-0.006[/C][C]0.497626[/C][/ROW]
[ROW][C]24[/C][C]-0.013841[/C][C]-0.159[/C][C]0.436947[/C][/ROW]
[ROW][C]25[/C][C]-0.054977[/C][C]-0.6316[/C][C]0.264357[/C][/ROW]
[ROW][C]26[/C][C]-0.067895[/C][C]-0.7801[/C][C]0.218376[/C][/ROW]
[ROW][C]27[/C][C]-0.130168[/C][C]-1.4955[/C][C]0.068584[/C][/ROW]
[ROW][C]28[/C][C]-0.142109[/C][C]-1.6327[/C][C]0.052456[/C][/ROW]
[ROW][C]29[/C][C]-0.155424[/C][C]-1.7857[/C][C]0.038223[/C][/ROW]
[ROW][C]30[/C][C]-0.149901[/C][C]-1.7222[/C][C]0.043685[/C][/ROW]
[ROW][C]31[/C][C]-0.133064[/C][C]-1.5288[/C][C]0.064355[/C][/ROW]
[ROW][C]32[/C][C]-0.063022[/C][C]-0.7241[/C][C]0.235154[/C][/ROW]
[ROW][C]33[/C][C]-0.062855[/C][C]-0.7221[/C][C]0.235741[/C][/ROW]
[ROW][C]34[/C][C]-0.010945[/C][C]-0.1257[/C][C]0.450062[/C][/ROW]
[ROW][C]35[/C][C]0.01229[/C][C]0.1412[/C][C]0.443962[/C][/ROW]
[ROW][C]36[/C][C]0.033021[/C][C]0.3794[/C][C]0.352508[/C][/ROW]
[ROW][C]37[/C][C]0.061234[/C][C]0.7035[/C][C]0.241483[/C][/ROW]
[ROW][C]38[/C][C]0.007969[/C][C]0.0916[/C][C]0.463593[/C][/ROW]
[ROW][C]39[/C][C]-0.007352[/C][C]-0.0845[/C][C]0.466406[/C][/ROW]
[ROW][C]40[/C][C]0.006928[/C][C]0.0796[/C][C]0.468338[/C][/ROW]
[ROW][C]41[/C][C]0.022479[/C][C]0.2583[/C][C]0.398303[/C][/ROW]
[ROW][C]42[/C][C]0.060783[/C][C]0.6983[/C][C]0.243096[/C][/ROW]
[ROW][C]43[/C][C]0.082135[/C][C]0.9437[/C][C]0.173533[/C][/ROW]
[ROW][C]44[/C][C]0.134357[/C][C]1.5436[/C][C]0.062534[/C][/ROW]
[ROW][C]45[/C][C]0.179694[/C][C]2.0645[/C][C]0.020463[/C][/ROW]
[ROW][C]46[/C][C]0.26228[/C][C]3.0134[/C][C]0.001549[/C][/ROW]
[ROW][C]47[/C][C]0.329979[/C][C]3.7912[/C][C]0.000114[/C][/ROW]
[ROW][C]48[/C][C]0.353707[/C][C]4.0638[/C][C]4.1e-05[/C][/ROW]
[ROW][C]49[/C][C]0.379529[/C][C]4.3605[/C][C]1.3e-05[/C][/ROW]
[ROW][C]50[/C][C]0.330904[/C][C]3.8018[/C][C]0.000109[/C][/ROW]
[ROW][C]51[/C][C]0.290113[/C][C]3.3331[/C][C]0.000557[/C][/ROW]
[ROW][C]52[/C][C]0.269406[/C][C]3.0952[/C][C]0.001201[/C][/ROW]
[ROW][C]53[/C][C]0.213155[/C][C]2.449[/C][C]0.007819[/C][/ROW]
[ROW][C]54[/C][C]0.165901[/C][C]1.9061[/C][C]0.029408[/C][/ROW]
[ROW][C]55[/C][C]0.173161[/C][C]1.9895[/C][C]0.024358[/C][/ROW]
[ROW][C]56[/C][C]0.109505[/C][C]1.2581[/C][C]0.105286[/C][/ROW]
[ROW][C]57[/C][C]0.107508[/C][C]1.2352[/C][C]0.109479[/C][/ROW]
[ROW][C]58[/C][C]0.092888[/C][C]1.0672[/C][C]0.143914[/C][/ROW]
[ROW][C]59[/C][C]0.012613[/C][C]0.1449[/C][C]0.442501[/C][/ROW]
[ROW][C]60[/C][C]-0.004076[/C][C]-0.0468[/C][C]0.481361[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25660&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25660&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	0.74646	8.5762	0
2	0.647083	7.4344	0
3	0.504892	5.8008	0
4	0.40646	4.6699	4e-06
5	0.354782	4.0761	3.9e-05
6	0.283378	3.2558	0.000719
7	0.216276	2.4848	0.007106
8	0.175025	2.0109	0.023187
9	0.164732	1.8926	0.030298
10	0.057201	0.6572	0.256103
11	0.01907	0.2191	0.413455
12	-0.043736	-0.5025	0.30808
13	-0.034816	-0.4	0.344899
14	-0.074511	-0.8561	0.196757
15	-0.106786	-1.2269	0.111027
16	-0.176029	-2.0224	0.022577
17	-0.179444	-2.0617	0.020601
18	-0.195169	-2.2423	0.013305
19	-0.234685	-2.6963	0.003962
20	-0.216612	-2.4887	0.007033
21	-0.15745	-1.809	0.036367
22	-0.117115	-1.3456	0.090377
23	-0.000519	-0.006	0.497626
24	-0.013841	-0.159	0.436947
25	-0.054977	-0.6316	0.264357
26	-0.067895	-0.7801	0.218376
27	-0.130168	-1.4955	0.068584
28	-0.142109	-1.6327	0.052456
29	-0.155424	-1.7857	0.038223
30	-0.149901	-1.7222	0.043685
31	-0.133064	-1.5288	0.064355
32	-0.063022	-0.7241	0.235154
33	-0.062855	-0.7221	0.235741
34	-0.010945	-0.1257	0.450062
35	0.01229	0.1412	0.443962
36	0.033021	0.3794	0.352508
37	0.061234	0.7035	0.241483
38	0.007969	0.0916	0.463593
39	-0.007352	-0.0845	0.466406
40	0.006928	0.0796	0.468338
41	0.022479	0.2583	0.398303
42	0.060783	0.6983	0.243096
43	0.082135	0.9437	0.173533
44	0.134357	1.5436	0.062534
45	0.179694	2.0645	0.020463
46	0.26228	3.0134	0.001549
47	0.329979	3.7912	0.000114
48	0.353707	4.0638	4.1e-05
49	0.379529	4.3605	1.3e-05
50	0.330904	3.8018	0.000109
51	0.290113	3.3331	0.000557
52	0.269406	3.0952	0.001201
53	0.213155	2.449	0.007819
54	0.165901	1.9061	0.029408
55	0.173161	1.9895	0.024358
56	0.109505	1.2581	0.105286
57	0.107508	1.2352	0.109479
58	0.092888	1.0672	0.143914
59	0.012613	0.1449	0.442501
60	-0.004076	-0.0468	0.481361

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.74646	8.5762	0
2	0.202983	2.3321	0.010605
3	-0.074439	-0.8552	0.196985
4	-0.014184	-0.163	0.435399
5	0.08005	0.9197	0.179701
6	-0.030608	-0.3517	0.362828
7	-0.059	-0.6779	0.249525
8	0.022455	0.258	0.398408
9	0.077707	0.8928	0.186798
10	-0.218328	-2.5084	0.00667
11	-0.020258	-0.2328	0.408158
12	-0.007385	-0.0848	0.466257
13	0.084063	0.9658	0.167954
14	-0.112124	-1.2882	0.099963
15	-0.05542	-0.6367	0.262704
16	-0.101884	-1.1706	0.121943
17	0.049729	0.5713	0.28437
18	-0.044607	-0.5125	0.304582
19	-0.085293	-0.9799	0.164454
20	0.051488	0.5916	0.277581
21	0.191415	2.1992	0.014803
22	-0.053559	-0.6153	0.269693
23	0.204372	2.3481	0.010179
24	-0.123419	-1.418	0.079277
25	-0.140721	-1.6168	0.054159
26	-0.086615	-0.9951	0.160746
27	-0.078695	-0.9041	0.183786
28	-0.033301	-0.3826	0.351317
29	0.000993	0.0114	0.495457
30	-0.027349	-0.3142	0.376928
31	0.044492	0.5112	0.305042
32	0.093643	1.0759	0.141972
33	0.034468	0.396	0.346368
34	0.057604	0.6618	0.25462
35	0.034194	0.3929	0.347528
36	-0.046152	-0.5302	0.298417
37	0.016527	0.1899	0.424848
38	-0.201581	-2.316	0.01105
39	0.012693	0.1458	0.442137
40	0.130153	1.4953	0.068606
41	-0.013359	-0.1535	0.439124
42	0.159832	1.8363	0.034279
43	0.050051	0.575	0.283122
44	0.06827	0.7844	0.217117
45	0.03917	0.45	0.326714
46	0.058729	0.6747	0.250508
47	0.1311	1.5062	0.067199
48	0.040117	0.4609	0.322811
49	-0.026859	-0.3086	0.379062
50	-0.093725	-1.0768	0.141763
51	0.007489	0.086	0.465781
52	0.104678	1.2027	0.11563
53	-0.098283	-1.1292	0.130433
54	-0.043695	-0.502	0.308247
55	0.050677	0.5822	0.280703
56	-0.075196	-0.8639	0.194596
57	-0.066367	-0.7625	0.223562
58	0.010908	0.1253	0.450231
59	-0.077127	-0.8861	0.188582
60	-0.024387	-0.2802	0.389889

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.74646 & 8.5762 & 0 \tabularnewline
2 & 0.202983 & 2.3321 & 0.010605 \tabularnewline
3 & -0.074439 & -0.8552 & 0.196985 \tabularnewline
4 & -0.014184 & -0.163 & 0.435399 \tabularnewline
5 & 0.08005 & 0.9197 & 0.179701 \tabularnewline
6 & -0.030608 & -0.3517 & 0.362828 \tabularnewline
7 & -0.059 & -0.6779 & 0.249525 \tabularnewline
8 & 0.022455 & 0.258 & 0.398408 \tabularnewline
9 & 0.077707 & 0.8928 & 0.186798 \tabularnewline
10 & -0.218328 & -2.5084 & 0.00667 \tabularnewline
11 & -0.020258 & -0.2328 & 0.408158 \tabularnewline
12 & -0.007385 & -0.0848 & 0.466257 \tabularnewline
13 & 0.084063 & 0.9658 & 0.167954 \tabularnewline
14 & -0.112124 & -1.2882 & 0.099963 \tabularnewline
15 & -0.05542 & -0.6367 & 0.262704 \tabularnewline
16 & -0.101884 & -1.1706 & 0.121943 \tabularnewline
17 & 0.049729 & 0.5713 & 0.28437 \tabularnewline
18 & -0.044607 & -0.5125 & 0.304582 \tabularnewline
19 & -0.085293 & -0.9799 & 0.164454 \tabularnewline
20 & 0.051488 & 0.5916 & 0.277581 \tabularnewline
21 & 0.191415 & 2.1992 & 0.014803 \tabularnewline
22 & -0.053559 & -0.6153 & 0.269693 \tabularnewline
23 & 0.204372 & 2.3481 & 0.010179 \tabularnewline
24 & -0.123419 & -1.418 & 0.079277 \tabularnewline
25 & -0.140721 & -1.6168 & 0.054159 \tabularnewline
26 & -0.086615 & -0.9951 & 0.160746 \tabularnewline
27 & -0.078695 & -0.9041 & 0.183786 \tabularnewline
28 & -0.033301 & -0.3826 & 0.351317 \tabularnewline
29 & 0.000993 & 0.0114 & 0.495457 \tabularnewline
30 & -0.027349 & -0.3142 & 0.376928 \tabularnewline
31 & 0.044492 & 0.5112 & 0.305042 \tabularnewline
32 & 0.093643 & 1.0759 & 0.141972 \tabularnewline
33 & 0.034468 & 0.396 & 0.346368 \tabularnewline
34 & 0.057604 & 0.6618 & 0.25462 \tabularnewline
35 & 0.034194 & 0.3929 & 0.347528 \tabularnewline
36 & -0.046152 & -0.5302 & 0.298417 \tabularnewline
37 & 0.016527 & 0.1899 & 0.424848 \tabularnewline
38 & -0.201581 & -2.316 & 0.01105 \tabularnewline
39 & 0.012693 & 0.1458 & 0.442137 \tabularnewline
40 & 0.130153 & 1.4953 & 0.068606 \tabularnewline
41 & -0.013359 & -0.1535 & 0.439124 \tabularnewline
42 & 0.159832 & 1.8363 & 0.034279 \tabularnewline
43 & 0.050051 & 0.575 & 0.283122 \tabularnewline
44 & 0.06827 & 0.7844 & 0.217117 \tabularnewline
45 & 0.03917 & 0.45 & 0.326714 \tabularnewline
46 & 0.058729 & 0.6747 & 0.250508 \tabularnewline
47 & 0.1311 & 1.5062 & 0.067199 \tabularnewline
48 & 0.040117 & 0.4609 & 0.322811 \tabularnewline
49 & -0.026859 & -0.3086 & 0.379062 \tabularnewline
50 & -0.093725 & -1.0768 & 0.141763 \tabularnewline
51 & 0.007489 & 0.086 & 0.465781 \tabularnewline
52 & 0.104678 & 1.2027 & 0.11563 \tabularnewline
53 & -0.098283 & -1.1292 & 0.130433 \tabularnewline
54 & -0.043695 & -0.502 & 0.308247 \tabularnewline
55 & 0.050677 & 0.5822 & 0.280703 \tabularnewline
56 & -0.075196 & -0.8639 & 0.194596 \tabularnewline
57 & -0.066367 & -0.7625 & 0.223562 \tabularnewline
58 & 0.010908 & 0.1253 & 0.450231 \tabularnewline
59 & -0.077127 & -0.8861 & 0.188582 \tabularnewline
60 & -0.024387 & -0.2802 & 0.389889 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25660&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]0.74646[/C][C]8.5762[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.202983[/C][C]2.3321[/C][C]0.010605[/C][/ROW]
[ROW][C]3[/C][C]-0.074439[/C][C]-0.8552[/C][C]0.196985[/C][/ROW]
[ROW][C]4[/C][C]-0.014184[/C][C]-0.163[/C][C]0.435399[/C][/ROW]
[ROW][C]5[/C][C]0.08005[/C][C]0.9197[/C][C]0.179701[/C][/ROW]
[ROW][C]6[/C][C]-0.030608[/C][C]-0.3517[/C][C]0.362828[/C][/ROW]
[ROW][C]7[/C][C]-0.059[/C][C]-0.6779[/C][C]0.249525[/C][/ROW]
[ROW][C]8[/C][C]0.022455[/C][C]0.258[/C][C]0.398408[/C][/ROW]
[ROW][C]9[/C][C]0.077707[/C][C]0.8928[/C][C]0.186798[/C][/ROW]
[ROW][C]10[/C][C]-0.218328[/C][C]-2.5084[/C][C]0.00667[/C][/ROW]
[ROW][C]11[/C][C]-0.020258[/C][C]-0.2328[/C][C]0.408158[/C][/ROW]
[ROW][C]12[/C][C]-0.007385[/C][C]-0.0848[/C][C]0.466257[/C][/ROW]
[ROW][C]13[/C][C]0.084063[/C][C]0.9658[/C][C]0.167954[/C][/ROW]
[ROW][C]14[/C][C]-0.112124[/C][C]-1.2882[/C][C]0.099963[/C][/ROW]
[ROW][C]15[/C][C]-0.05542[/C][C]-0.6367[/C][C]0.262704[/C][/ROW]
[ROW][C]16[/C][C]-0.101884[/C][C]-1.1706[/C][C]0.121943[/C][/ROW]
[ROW][C]17[/C][C]0.049729[/C][C]0.5713[/C][C]0.28437[/C][/ROW]
[ROW][C]18[/C][C]-0.044607[/C][C]-0.5125[/C][C]0.304582[/C][/ROW]
[ROW][C]19[/C][C]-0.085293[/C][C]-0.9799[/C][C]0.164454[/C][/ROW]
[ROW][C]20[/C][C]0.051488[/C][C]0.5916[/C][C]0.277581[/C][/ROW]
[ROW][C]21[/C][C]0.191415[/C][C]2.1992[/C][C]0.014803[/C][/ROW]
[ROW][C]22[/C][C]-0.053559[/C][C]-0.6153[/C][C]0.269693[/C][/ROW]
[ROW][C]23[/C][C]0.204372[/C][C]2.3481[/C][C]0.010179[/C][/ROW]
[ROW][C]24[/C][C]-0.123419[/C][C]-1.418[/C][C]0.079277[/C][/ROW]
[ROW][C]25[/C][C]-0.140721[/C][C]-1.6168[/C][C]0.054159[/C][/ROW]
[ROW][C]26[/C][C]-0.086615[/C][C]-0.9951[/C][C]0.160746[/C][/ROW]
[ROW][C]27[/C][C]-0.078695[/C][C]-0.9041[/C][C]0.183786[/C][/ROW]
[ROW][C]28[/C][C]-0.033301[/C][C]-0.3826[/C][C]0.351317[/C][/ROW]
[ROW][C]29[/C][C]0.000993[/C][C]0.0114[/C][C]0.495457[/C][/ROW]
[ROW][C]30[/C][C]-0.027349[/C][C]-0.3142[/C][C]0.376928[/C][/ROW]
[ROW][C]31[/C][C]0.044492[/C][C]0.5112[/C][C]0.305042[/C][/ROW]
[ROW][C]32[/C][C]0.093643[/C][C]1.0759[/C][C]0.141972[/C][/ROW]
[ROW][C]33[/C][C]0.034468[/C][C]0.396[/C][C]0.346368[/C][/ROW]
[ROW][C]34[/C][C]0.057604[/C][C]0.6618[/C][C]0.25462[/C][/ROW]
[ROW][C]35[/C][C]0.034194[/C][C]0.3929[/C][C]0.347528[/C][/ROW]
[ROW][C]36[/C][C]-0.046152[/C][C]-0.5302[/C][C]0.298417[/C][/ROW]
[ROW][C]37[/C][C]0.016527[/C][C]0.1899[/C][C]0.424848[/C][/ROW]
[ROW][C]38[/C][C]-0.201581[/C][C]-2.316[/C][C]0.01105[/C][/ROW]
[ROW][C]39[/C][C]0.012693[/C][C]0.1458[/C][C]0.442137[/C][/ROW]
[ROW][C]40[/C][C]0.130153[/C][C]1.4953[/C][C]0.068606[/C][/ROW]
[ROW][C]41[/C][C]-0.013359[/C][C]-0.1535[/C][C]0.439124[/C][/ROW]
[ROW][C]42[/C][C]0.159832[/C][C]1.8363[/C][C]0.034279[/C][/ROW]
[ROW][C]43[/C][C]0.050051[/C][C]0.575[/C][C]0.283122[/C][/ROW]
[ROW][C]44[/C][C]0.06827[/C][C]0.7844[/C][C]0.217117[/C][/ROW]
[ROW][C]45[/C][C]0.03917[/C][C]0.45[/C][C]0.326714[/C][/ROW]
[ROW][C]46[/C][C]0.058729[/C][C]0.6747[/C][C]0.250508[/C][/ROW]
[ROW][C]47[/C][C]0.1311[/C][C]1.5062[/C][C]0.067199[/C][/ROW]
[ROW][C]48[/C][C]0.040117[/C][C]0.4609[/C][C]0.322811[/C][/ROW]
[ROW][C]49[/C][C]-0.026859[/C][C]-0.3086[/C][C]0.379062[/C][/ROW]
[ROW][C]50[/C][C]-0.093725[/C][C]-1.0768[/C][C]0.141763[/C][/ROW]
[ROW][C]51[/C][C]0.007489[/C][C]0.086[/C][C]0.465781[/C][/ROW]
[ROW][C]52[/C][C]0.104678[/C][C]1.2027[/C][C]0.11563[/C][/ROW]
[ROW][C]53[/C][C]-0.098283[/C][C]-1.1292[/C][C]0.130433[/C][/ROW]
[ROW][C]54[/C][C]-0.043695[/C][C]-0.502[/C][C]0.308247[/C][/ROW]
[ROW][C]55[/C][C]0.050677[/C][C]0.5822[/C][C]0.280703[/C][/ROW]
[ROW][C]56[/C][C]-0.075196[/C][C]-0.8639[/C][C]0.194596[/C][/ROW]
[ROW][C]57[/C][C]-0.066367[/C][C]-0.7625[/C][C]0.223562[/C][/ROW]
[ROW][C]58[/C][C]0.010908[/C][C]0.1253[/C][C]0.450231[/C][/ROW]
[ROW][C]59[/C][C]-0.077127[/C][C]-0.8861[/C][C]0.188582[/C][/ROW]
[ROW][C]60[/C][C]-0.024387[/C][C]-0.2802[/C][C]0.389889[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25660&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25660&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	0.74646	8.5762	0
2	0.202983	2.3321	0.010605
3	-0.074439	-0.8552	0.196985
4	-0.014184	-0.163	0.435399
5	0.08005	0.9197	0.179701
6	-0.030608	-0.3517	0.362828
7	-0.059	-0.6779	0.249525
8	0.022455	0.258	0.398408
9	0.077707	0.8928	0.186798
10	-0.218328	-2.5084	0.00667
11	-0.020258	-0.2328	0.408158
12	-0.007385	-0.0848	0.466257
13	0.084063	0.9658	0.167954
14	-0.112124	-1.2882	0.099963
15	-0.05542	-0.6367	0.262704
16	-0.101884	-1.1706	0.121943
17	0.049729	0.5713	0.28437
18	-0.044607	-0.5125	0.304582
19	-0.085293	-0.9799	0.164454
20	0.051488	0.5916	0.277581
21	0.191415	2.1992	0.014803
22	-0.053559	-0.6153	0.269693
23	0.204372	2.3481	0.010179
24	-0.123419	-1.418	0.079277
25	-0.140721	-1.6168	0.054159
26	-0.086615	-0.9951	0.160746
27	-0.078695	-0.9041	0.183786
28	-0.033301	-0.3826	0.351317
29	0.000993	0.0114	0.495457
30	-0.027349	-0.3142	0.376928
31	0.044492	0.5112	0.305042
32	0.093643	1.0759	0.141972
33	0.034468	0.396	0.346368
34	0.057604	0.6618	0.25462
35	0.034194	0.3929	0.347528
36	-0.046152	-0.5302	0.298417
37	0.016527	0.1899	0.424848
38	-0.201581	-2.316	0.01105
39	0.012693	0.1458	0.442137
40	0.130153	1.4953	0.068606
41	-0.013359	-0.1535	0.439124
42	0.159832	1.8363	0.034279
43	0.050051	0.575	0.283122
44	0.06827	0.7844	0.217117
45	0.03917	0.45	0.326714
46	0.058729	0.6747	0.250508
47	0.1311	1.5062	0.067199
48	0.040117	0.4609	0.322811
49	-0.026859	-0.3086	0.379062
50	-0.093725	-1.0768	0.141763
51	0.007489	0.086	0.465781
52	0.104678	1.2027	0.11563
53	-0.098283	-1.1292	0.130433
54	-0.043695	-0.502	0.308247
55	0.050677	0.5822	0.280703
56	-0.075196	-0.8639	0.194596
57	-0.066367	-0.7625	0.223562
58	0.010908	0.1253	0.450231
59	-0.077127	-0.8861	0.188582
60	-0.024387	-0.2802	0.389889

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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