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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 13 Jan 2009 13:43:34 -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/2009/Jan/13/t1231879437006l9f6fm7zofa4.htm/, Retrieved Thu, 12 Feb 2026 03:34:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36873, Retrieved Thu, 12 Feb 2026 03:34:12 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

501

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

-     [(Partial) Autocorrelation Function] [] [2008-12-11 22:59:07] [5f0d01c8f13cc00206c5540b026c54d8]
-    D  [(Partial) Autocorrelation Function] [roger dirkx 6BIS] [2009-01-13 20:33:00] [5f0d01c8f13cc00206c5540b026c54d8]
-    D      [(Partial) Autocorrelation Function] [roger dirkx 6BIS] [2009-01-13 20:43:34] [d4705a1369b459b79477be0edba48b1a] [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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36873&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36873&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36873&T=0

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.956781	8.1186	0
2	0.916376	7.7757	0
3	0.870342	7.3851	0
4	0.827123	7.0184	0
5	0.783903	6.6516	0
6	0.749127	6.3566	0
7	0.714351	6.0615	0
8	0.67676	5.7425	0
9	0.636355	5.3997	0
10	0.593136	5.0329	2e-06
11	0.547102	4.6423	8e-06
12	0.514007	4.3615	2.1e-05
13	0.475283	4.0329	6.8e-05
14	0.442187	3.7521	0.000176
15	0.407958	3.4616	0.000453
16	0.373729	3.1712	0.001116
17	0.320933	2.7232	0.004053
18	0.268137	2.2752	0.012936
19	0.215341	1.8272	0.035905
20	0.165359	1.4031	0.082439
21	0.115378	0.979	0.165426
22	0.092406	0.7841	0.217779
23	0.069435	0.5892	0.278795
24	0.053773	0.4563	0.324782
25	0.025172	0.2136	0.415733
26	-0.003428	-0.0291	0.488438
27	-0.034842	-0.2956	0.384175
28	-0.063443	-0.5383	0.296005
29	-0.094857	-0.8049	0.211766
30	-0.126272	-1.0715	0.143772
31	-0.163315	-1.3858	0.085046
32	-0.200359	-1.7001	0.046714
33	-0.237402	-2.0144	0.023851
34	-0.274445	-2.3287	0.011342
35	-0.311489	-2.6431	0.005038
36	-0.328832	-2.7902	0.003368
37	-0.346174	-2.9374	0.002221
38	-0.349445	-2.9651	0.002051
39	-0.352716	-2.9929	0.001892
40	-0.355987	-3.0207	0.001745
41	-0.362073	-3.0723	0.001499
42	-0.368158	-3.1239	0.001286
43	-0.374243	-3.1756	0.001101
44	-0.380329	-3.2272	0.000941
45	-0.386414	-3.2788	0.000804
46	-0.392499	-3.3305	0.000685
47	-0.398584	-3.3821	0.000583
48	-0.40467	-3.4337	0.000495

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.956781 & 8.1186 & 0 \tabularnewline
2 & 0.916376 & 7.7757 & 0 \tabularnewline
3 & 0.870342 & 7.3851 & 0 \tabularnewline
4 & 0.827123 & 7.0184 & 0 \tabularnewline
5 & 0.783903 & 6.6516 & 0 \tabularnewline
6 & 0.749127 & 6.3566 & 0 \tabularnewline
7 & 0.714351 & 6.0615 & 0 \tabularnewline
8 & 0.67676 & 5.7425 & 0 \tabularnewline
9 & 0.636355 & 5.3997 & 0 \tabularnewline
10 & 0.593136 & 5.0329 & 2e-06 \tabularnewline
11 & 0.547102 & 4.6423 & 8e-06 \tabularnewline
12 & 0.514007 & 4.3615 & 2.1e-05 \tabularnewline
13 & 0.475283 & 4.0329 & 6.8e-05 \tabularnewline
14 & 0.442187 & 3.7521 & 0.000176 \tabularnewline
15 & 0.407958 & 3.4616 & 0.000453 \tabularnewline
16 & 0.373729 & 3.1712 & 0.001116 \tabularnewline
17 & 0.320933 & 2.7232 & 0.004053 \tabularnewline
18 & 0.268137 & 2.2752 & 0.012936 \tabularnewline
19 & 0.215341 & 1.8272 & 0.035905 \tabularnewline
20 & 0.165359 & 1.4031 & 0.082439 \tabularnewline
21 & 0.115378 & 0.979 & 0.165426 \tabularnewline
22 & 0.092406 & 0.7841 & 0.217779 \tabularnewline
23 & 0.069435 & 0.5892 & 0.278795 \tabularnewline
24 & 0.053773 & 0.4563 & 0.324782 \tabularnewline
25 & 0.025172 & 0.2136 & 0.415733 \tabularnewline
26 & -0.003428 & -0.0291 & 0.488438 \tabularnewline
27 & -0.034842 & -0.2956 & 0.384175 \tabularnewline
28 & -0.063443 & -0.5383 & 0.296005 \tabularnewline
29 & -0.094857 & -0.8049 & 0.211766 \tabularnewline
30 & -0.126272 & -1.0715 & 0.143772 \tabularnewline
31 & -0.163315 & -1.3858 & 0.085046 \tabularnewline
32 & -0.200359 & -1.7001 & 0.046714 \tabularnewline
33 & -0.237402 & -2.0144 & 0.023851 \tabularnewline
34 & -0.274445 & -2.3287 & 0.011342 \tabularnewline
35 & -0.311489 & -2.6431 & 0.005038 \tabularnewline
36 & -0.328832 & -2.7902 & 0.003368 \tabularnewline
37 & -0.346174 & -2.9374 & 0.002221 \tabularnewline
38 & -0.349445 & -2.9651 & 0.002051 \tabularnewline
39 & -0.352716 & -2.9929 & 0.001892 \tabularnewline
40 & -0.355987 & -3.0207 & 0.001745 \tabularnewline
41 & -0.362073 & -3.0723 & 0.001499 \tabularnewline
42 & -0.368158 & -3.1239 & 0.001286 \tabularnewline
43 & -0.374243 & -3.1756 & 0.001101 \tabularnewline
44 & -0.380329 & -3.2272 & 0.000941 \tabularnewline
45 & -0.386414 & -3.2788 & 0.000804 \tabularnewline
46 & -0.392499 & -3.3305 & 0.000685 \tabularnewline
47 & -0.398584 & -3.3821 & 0.000583 \tabularnewline
48 & -0.40467 & -3.4337 & 0.000495 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36873&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]0.956781[/C][C]8.1186[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.916376[/C][C]7.7757[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.870342[/C][C]7.3851[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.827123[/C][C]7.0184[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.783903[/C][C]6.6516[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.749127[/C][C]6.3566[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.714351[/C][C]6.0615[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.67676[/C][C]5.7425[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.636355[/C][C]5.3997[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.593136[/C][C]5.0329[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.547102[/C][C]4.6423[/C][C]8e-06[/C][/ROW]
[ROW][C]12[/C][C]0.514007[/C][C]4.3615[/C][C]2.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.475283[/C][C]4.0329[/C][C]6.8e-05[/C][/ROW]
[ROW][C]14[/C][C]0.442187[/C][C]3.7521[/C][C]0.000176[/C][/ROW]
[ROW][C]15[/C][C]0.407958[/C][C]3.4616[/C][C]0.000453[/C][/ROW]
[ROW][C]16[/C][C]0.373729[/C][C]3.1712[/C][C]0.001116[/C][/ROW]
[ROW][C]17[/C][C]0.320933[/C][C]2.7232[/C][C]0.004053[/C][/ROW]
[ROW][C]18[/C][C]0.268137[/C][C]2.2752[/C][C]0.012936[/C][/ROW]
[ROW][C]19[/C][C]0.215341[/C][C]1.8272[/C][C]0.035905[/C][/ROW]
[ROW][C]20[/C][C]0.165359[/C][C]1.4031[/C][C]0.082439[/C][/ROW]
[ROW][C]21[/C][C]0.115378[/C][C]0.979[/C][C]0.165426[/C][/ROW]
[ROW][C]22[/C][C]0.092406[/C][C]0.7841[/C][C]0.217779[/C][/ROW]
[ROW][C]23[/C][C]0.069435[/C][C]0.5892[/C][C]0.278795[/C][/ROW]
[ROW][C]24[/C][C]0.053773[/C][C]0.4563[/C][C]0.324782[/C][/ROW]
[ROW][C]25[/C][C]0.025172[/C][C]0.2136[/C][C]0.415733[/C][/ROW]
[ROW][C]26[/C][C]-0.003428[/C][C]-0.0291[/C][C]0.488438[/C][/ROW]
[ROW][C]27[/C][C]-0.034842[/C][C]-0.2956[/C][C]0.384175[/C][/ROW]
[ROW][C]28[/C][C]-0.063443[/C][C]-0.5383[/C][C]0.296005[/C][/ROW]
[ROW][C]29[/C][C]-0.094857[/C][C]-0.8049[/C][C]0.211766[/C][/ROW]
[ROW][C]30[/C][C]-0.126272[/C][C]-1.0715[/C][C]0.143772[/C][/ROW]
[ROW][C]31[/C][C]-0.163315[/C][C]-1.3858[/C][C]0.085046[/C][/ROW]
[ROW][C]32[/C][C]-0.200359[/C][C]-1.7001[/C][C]0.046714[/C][/ROW]
[ROW][C]33[/C][C]-0.237402[/C][C]-2.0144[/C][C]0.023851[/C][/ROW]
[ROW][C]34[/C][C]-0.274445[/C][C]-2.3287[/C][C]0.011342[/C][/ROW]
[ROW][C]35[/C][C]-0.311489[/C][C]-2.6431[/C][C]0.005038[/C][/ROW]
[ROW][C]36[/C][C]-0.328832[/C][C]-2.7902[/C][C]0.003368[/C][/ROW]
[ROW][C]37[/C][C]-0.346174[/C][C]-2.9374[/C][C]0.002221[/C][/ROW]
[ROW][C]38[/C][C]-0.349445[/C][C]-2.9651[/C][C]0.002051[/C][/ROW]
[ROW][C]39[/C][C]-0.352716[/C][C]-2.9929[/C][C]0.001892[/C][/ROW]
[ROW][C]40[/C][C]-0.355987[/C][C]-3.0207[/C][C]0.001745[/C][/ROW]
[ROW][C]41[/C][C]-0.362073[/C][C]-3.0723[/C][C]0.001499[/C][/ROW]
[ROW][C]42[/C][C]-0.368158[/C][C]-3.1239[/C][C]0.001286[/C][/ROW]
[ROW][C]43[/C][C]-0.374243[/C][C]-3.1756[/C][C]0.001101[/C][/ROW]
[ROW][C]44[/C][C]-0.380329[/C][C]-3.2272[/C][C]0.000941[/C][/ROW]
[ROW][C]45[/C][C]-0.386414[/C][C]-3.2788[/C][C]0.000804[/C][/ROW]
[ROW][C]46[/C][C]-0.392499[/C][C]-3.3305[/C][C]0.000685[/C][/ROW]
[ROW][C]47[/C][C]-0.398584[/C][C]-3.3821[/C][C]0.000583[/C][/ROW]
[ROW][C]48[/C][C]-0.40467[/C][C]-3.4337[/C][C]0.000495[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36873&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36873&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	0.956781	8.1186	0
2	0.916376	7.7757	0
3	0.870342	7.3851	0
4	0.827123	7.0184	0
5	0.783903	6.6516	0
6	0.749127	6.3566	0
7	0.714351	6.0615	0
8	0.67676	5.7425	0
9	0.636355	5.3997	0
10	0.593136	5.0329	2e-06
11	0.547102	4.6423	8e-06
12	0.514007	4.3615	2.1e-05
13	0.475283	4.0329	6.8e-05
14	0.442187	3.7521	0.000176
15	0.407958	3.4616	0.000453
16	0.373729	3.1712	0.001116
17	0.320933	2.7232	0.004053
18	0.268137	2.2752	0.012936
19	0.215341	1.8272	0.035905
20	0.165359	1.4031	0.082439
21	0.115378	0.979	0.165426
22	0.092406	0.7841	0.217779
23	0.069435	0.5892	0.278795
24	0.053773	0.4563	0.324782
25	0.025172	0.2136	0.415733
26	-0.003428	-0.0291	0.488438
27	-0.034842	-0.2956	0.384175
28	-0.063443	-0.5383	0.296005
29	-0.094857	-0.8049	0.211766
30	-0.126272	-1.0715	0.143772
31	-0.163315	-1.3858	0.085046
32	-0.200359	-1.7001	0.046714
33	-0.237402	-2.0144	0.023851
34	-0.274445	-2.3287	0.011342
35	-0.311489	-2.6431	0.005038
36	-0.328832	-2.7902	0.003368
37	-0.346174	-2.9374	0.002221
38	-0.349445	-2.9651	0.002051
39	-0.352716	-2.9929	0.001892
40	-0.355987	-3.0207	0.001745
41	-0.362073	-3.0723	0.001499
42	-0.368158	-3.1239	0.001286
43	-0.374243	-3.1756	0.001101
44	-0.380329	-3.2272	0.000941
45	-0.386414	-3.2788	0.000804
46	-0.392499	-3.3305	0.000685
47	-0.398584	-3.3821	0.000583
48	-0.40467	-3.4337	0.000495

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.956781	8.1186	0
2	0.011191	0.095	0.462305
3	-0.086613	-0.7349	0.232384
4	0.004721	0.0401	0.484078
5	-0.017638	-0.1497	0.440723
6	0.072687	0.6168	0.269665
7	-0.013992	-0.1187	0.452912
8	-0.066273	-0.5623	0.287813
9	-0.05407	-0.4588	0.323881
10	-0.05476	-0.4647	0.321791
11	-0.051324	-0.4355	0.33225
12	0.128804	1.0929	0.139031
13	-0.087572	-0.7431	0.229928
14	0.011441	0.0971	0.461467
15	-0.025745	-0.2185	0.413846
16	-0.03897	-0.3307	0.370927
17	-0.21991	-1.866	0.033058
18	-0.054514	-0.4626	0.322536
19	-0.017456	-0.1481	0.44133
20	-0.013342	-0.1132	0.455088
21	-0.05696	-0.4833	0.315168
22	0.262867	2.2305	0.014416
23	0.008726	0.074	0.47059
24	0.03201	0.2716	0.393348
25	-0.155331	-1.318	0.095837
26	-0.0338	-0.2868	0.387543
27	-0.011073	-0.094	0.462701
28	-0.048358	-0.4103	0.34139
29	-0.070206	-0.5957	0.276617
30	-0.075118	-0.6374	0.262945
31	-0.155321	-1.3179	0.09585
32	-0.048711	-0.4133	0.340296
33	0.101698	0.8629	0.19552
34	-0.060344	-0.512	0.305096
35	-0.016271	-0.1381	0.445286
36	0.18268	1.5501	0.062752
37	0.011249	0.0954	0.462112
38	0.009685	0.0822	0.467366
39	-0.033841	-0.2871	0.387412
40	-0.071332	-0.6053	0.273452
41	0.005601	0.0475	0.481112
42	-0.065719	-0.5576	0.28941
43	0.071046	0.6028	0.274252
44	-0.005741	-0.0487	0.480643
45	-0.031482	-0.2671	0.395066
46	-0.103848	-0.8812	0.190577
47	0.0662	0.5617	0.288023
48	-0.075475	-0.6404	0.261965

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.956781 & 8.1186 & 0 \tabularnewline
2 & 0.011191 & 0.095 & 0.462305 \tabularnewline
3 & -0.086613 & -0.7349 & 0.232384 \tabularnewline
4 & 0.004721 & 0.0401 & 0.484078 \tabularnewline
5 & -0.017638 & -0.1497 & 0.440723 \tabularnewline
6 & 0.072687 & 0.6168 & 0.269665 \tabularnewline
7 & -0.013992 & -0.1187 & 0.452912 \tabularnewline
8 & -0.066273 & -0.5623 & 0.287813 \tabularnewline
9 & -0.05407 & -0.4588 & 0.323881 \tabularnewline
10 & -0.05476 & -0.4647 & 0.321791 \tabularnewline
11 & -0.051324 & -0.4355 & 0.33225 \tabularnewline
12 & 0.128804 & 1.0929 & 0.139031 \tabularnewline
13 & -0.087572 & -0.7431 & 0.229928 \tabularnewline
14 & 0.011441 & 0.0971 & 0.461467 \tabularnewline
15 & -0.025745 & -0.2185 & 0.413846 \tabularnewline
16 & -0.03897 & -0.3307 & 0.370927 \tabularnewline
17 & -0.21991 & -1.866 & 0.033058 \tabularnewline
18 & -0.054514 & -0.4626 & 0.322536 \tabularnewline
19 & -0.017456 & -0.1481 & 0.44133 \tabularnewline
20 & -0.013342 & -0.1132 & 0.455088 \tabularnewline
21 & -0.05696 & -0.4833 & 0.315168 \tabularnewline
22 & 0.262867 & 2.2305 & 0.014416 \tabularnewline
23 & 0.008726 & 0.074 & 0.47059 \tabularnewline
24 & 0.03201 & 0.2716 & 0.393348 \tabularnewline
25 & -0.155331 & -1.318 & 0.095837 \tabularnewline
26 & -0.0338 & -0.2868 & 0.387543 \tabularnewline
27 & -0.011073 & -0.094 & 0.462701 \tabularnewline
28 & -0.048358 & -0.4103 & 0.34139 \tabularnewline
29 & -0.070206 & -0.5957 & 0.276617 \tabularnewline
30 & -0.075118 & -0.6374 & 0.262945 \tabularnewline
31 & -0.155321 & -1.3179 & 0.09585 \tabularnewline
32 & -0.048711 & -0.4133 & 0.340296 \tabularnewline
33 & 0.101698 & 0.8629 & 0.19552 \tabularnewline
34 & -0.060344 & -0.512 & 0.305096 \tabularnewline
35 & -0.016271 & -0.1381 & 0.445286 \tabularnewline
36 & 0.18268 & 1.5501 & 0.062752 \tabularnewline
37 & 0.011249 & 0.0954 & 0.462112 \tabularnewline
38 & 0.009685 & 0.0822 & 0.467366 \tabularnewline
39 & -0.033841 & -0.2871 & 0.387412 \tabularnewline
40 & -0.071332 & -0.6053 & 0.273452 \tabularnewline
41 & 0.005601 & 0.0475 & 0.481112 \tabularnewline
42 & -0.065719 & -0.5576 & 0.28941 \tabularnewline
43 & 0.071046 & 0.6028 & 0.274252 \tabularnewline
44 & -0.005741 & -0.0487 & 0.480643 \tabularnewline
45 & -0.031482 & -0.2671 & 0.395066 \tabularnewline
46 & -0.103848 & -0.8812 & 0.190577 \tabularnewline
47 & 0.0662 & 0.5617 & 0.288023 \tabularnewline
48 & -0.075475 & -0.6404 & 0.261965 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36873&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]0.956781[/C][C]8.1186[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.011191[/C][C]0.095[/C][C]0.462305[/C][/ROW]
[ROW][C]3[/C][C]-0.086613[/C][C]-0.7349[/C][C]0.232384[/C][/ROW]
[ROW][C]4[/C][C]0.004721[/C][C]0.0401[/C][C]0.484078[/C][/ROW]
[ROW][C]5[/C][C]-0.017638[/C][C]-0.1497[/C][C]0.440723[/C][/ROW]
[ROW][C]6[/C][C]0.072687[/C][C]0.6168[/C][C]0.269665[/C][/ROW]
[ROW][C]7[/C][C]-0.013992[/C][C]-0.1187[/C][C]0.452912[/C][/ROW]
[ROW][C]8[/C][C]-0.066273[/C][C]-0.5623[/C][C]0.287813[/C][/ROW]
[ROW][C]9[/C][C]-0.05407[/C][C]-0.4588[/C][C]0.323881[/C][/ROW]
[ROW][C]10[/C][C]-0.05476[/C][C]-0.4647[/C][C]0.321791[/C][/ROW]
[ROW][C]11[/C][C]-0.051324[/C][C]-0.4355[/C][C]0.33225[/C][/ROW]
[ROW][C]12[/C][C]0.128804[/C][C]1.0929[/C][C]0.139031[/C][/ROW]
[ROW][C]13[/C][C]-0.087572[/C][C]-0.7431[/C][C]0.229928[/C][/ROW]
[ROW][C]14[/C][C]0.011441[/C][C]0.0971[/C][C]0.461467[/C][/ROW]
[ROW][C]15[/C][C]-0.025745[/C][C]-0.2185[/C][C]0.413846[/C][/ROW]
[ROW][C]16[/C][C]-0.03897[/C][C]-0.3307[/C][C]0.370927[/C][/ROW]
[ROW][C]17[/C][C]-0.21991[/C][C]-1.866[/C][C]0.033058[/C][/ROW]
[ROW][C]18[/C][C]-0.054514[/C][C]-0.4626[/C][C]0.322536[/C][/ROW]
[ROW][C]19[/C][C]-0.017456[/C][C]-0.1481[/C][C]0.44133[/C][/ROW]
[ROW][C]20[/C][C]-0.013342[/C][C]-0.1132[/C][C]0.455088[/C][/ROW]
[ROW][C]21[/C][C]-0.05696[/C][C]-0.4833[/C][C]0.315168[/C][/ROW]
[ROW][C]22[/C][C]0.262867[/C][C]2.2305[/C][C]0.014416[/C][/ROW]
[ROW][C]23[/C][C]0.008726[/C][C]0.074[/C][C]0.47059[/C][/ROW]
[ROW][C]24[/C][C]0.03201[/C][C]0.2716[/C][C]0.393348[/C][/ROW]
[ROW][C]25[/C][C]-0.155331[/C][C]-1.318[/C][C]0.095837[/C][/ROW]
[ROW][C]26[/C][C]-0.0338[/C][C]-0.2868[/C][C]0.387543[/C][/ROW]
[ROW][C]27[/C][C]-0.011073[/C][C]-0.094[/C][C]0.462701[/C][/ROW]
[ROW][C]28[/C][C]-0.048358[/C][C]-0.4103[/C][C]0.34139[/C][/ROW]
[ROW][C]29[/C][C]-0.070206[/C][C]-0.5957[/C][C]0.276617[/C][/ROW]
[ROW][C]30[/C][C]-0.075118[/C][C]-0.6374[/C][C]0.262945[/C][/ROW]
[ROW][C]31[/C][C]-0.155321[/C][C]-1.3179[/C][C]0.09585[/C][/ROW]
[ROW][C]32[/C][C]-0.048711[/C][C]-0.4133[/C][C]0.340296[/C][/ROW]
[ROW][C]33[/C][C]0.101698[/C][C]0.8629[/C][C]0.19552[/C][/ROW]
[ROW][C]34[/C][C]-0.060344[/C][C]-0.512[/C][C]0.305096[/C][/ROW]
[ROW][C]35[/C][C]-0.016271[/C][C]-0.1381[/C][C]0.445286[/C][/ROW]
[ROW][C]36[/C][C]0.18268[/C][C]1.5501[/C][C]0.062752[/C][/ROW]
[ROW][C]37[/C][C]0.011249[/C][C]0.0954[/C][C]0.462112[/C][/ROW]
[ROW][C]38[/C][C]0.009685[/C][C]0.0822[/C][C]0.467366[/C][/ROW]
[ROW][C]39[/C][C]-0.033841[/C][C]-0.2871[/C][C]0.387412[/C][/ROW]
[ROW][C]40[/C][C]-0.071332[/C][C]-0.6053[/C][C]0.273452[/C][/ROW]
[ROW][C]41[/C][C]0.005601[/C][C]0.0475[/C][C]0.481112[/C][/ROW]
[ROW][C]42[/C][C]-0.065719[/C][C]-0.5576[/C][C]0.28941[/C][/ROW]
[ROW][C]43[/C][C]0.071046[/C][C]0.6028[/C][C]0.274252[/C][/ROW]
[ROW][C]44[/C][C]-0.005741[/C][C]-0.0487[/C][C]0.480643[/C][/ROW]
[ROW][C]45[/C][C]-0.031482[/C][C]-0.2671[/C][C]0.395066[/C][/ROW]
[ROW][C]46[/C][C]-0.103848[/C][C]-0.8812[/C][C]0.190577[/C][/ROW]
[ROW][C]47[/C][C]0.0662[/C][C]0.5617[/C][C]0.288023[/C][/ROW]
[ROW][C]48[/C][C]-0.075475[/C][C]-0.6404[/C][C]0.261965[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36873&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36873&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	0.956781	8.1186	0
2	0.011191	0.095	0.462305
3	-0.086613	-0.7349	0.232384
4	0.004721	0.0401	0.484078
5	-0.017638	-0.1497	0.440723
6	0.072687	0.6168	0.269665
7	-0.013992	-0.1187	0.452912
8	-0.066273	-0.5623	0.287813
9	-0.05407	-0.4588	0.323881
10	-0.05476	-0.4647	0.321791
11	-0.051324	-0.4355	0.33225
12	0.128804	1.0929	0.139031
13	-0.087572	-0.7431	0.229928
14	0.011441	0.0971	0.461467
15	-0.025745	-0.2185	0.413846
16	-0.03897	-0.3307	0.370927
17	-0.21991	-1.866	0.033058
18	-0.054514	-0.4626	0.322536
19	-0.017456	-0.1481	0.44133
20	-0.013342	-0.1132	0.455088
21	-0.05696	-0.4833	0.315168
22	0.262867	2.2305	0.014416
23	0.008726	0.074	0.47059
24	0.03201	0.2716	0.393348
25	-0.155331	-1.318	0.095837
26	-0.0338	-0.2868	0.387543
27	-0.011073	-0.094	0.462701
28	-0.048358	-0.4103	0.34139
29	-0.070206	-0.5957	0.276617
30	-0.075118	-0.6374	0.262945
31	-0.155321	-1.3179	0.09585
32	-0.048711	-0.4133	0.340296
33	0.101698	0.8629	0.19552
34	-0.060344	-0.512	0.305096
35	-0.016271	-0.1381	0.445286
36	0.18268	1.5501	0.062752
37	0.011249	0.0954	0.462112
38	0.009685	0.0822	0.467366
39	-0.033841	-0.2871	0.387412
40	-0.071332	-0.6053	0.273452
41	0.005601	0.0475	0.481112
42	-0.065719	-0.5576	0.28941
43	0.071046	0.6028	0.274252
44	-0.005741	-0.0487	0.480643
45	-0.031482	-0.2671	0.395066
46	-0.103848	-0.8812	0.190577
47	0.0662	0.5617	0.288023
48	-0.075475	-0.6404	0.261965

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 = 0 ; par4 = 0 ; par5 = 12 ;

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

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code