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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 03:41:46 -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/Dec/12/t1229078940y63gogm6yf3oj6n.htm/, Retrieved Sat, 30 May 2026 12:15:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32529, Retrieved Sat, 30 May 2026 12:15:50 +0000

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No (this computation is public)

User-defined keywords

k_vanderheggen

Estimated Impact

497

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

-       [(Partial) Autocorrelation Function] [paper autocorrela...] [2008-12-12 10:41:46] [547f3960ab1cda94661cd6e0871d2c7b] [Current]
-   PD    [(Partial) Autocorrelation Function] [Paper Autocorrela...] [2008-12-23 13:38:15] [37ce42e15412de9f0e05dd6f54c87f13] 

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Dataseries X:

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Histogram

Boxplots

5,5
5,3
5,2
5,3
5,3
5
4,8
4,9
5,3
6
6,2
6,4
6,4
6,4
6,2
6,1
6
5,9
6,2
6,2
6,4
6,8
6,9
7
7
6,9
6,7
6,6
6,5
6,4
6,5
6,5
6,6
6,7
6,8
7,2
7,6
7,6
7,3
6,4
6,1
6,3
7,1
7,5
7,4
7,1
6,8
6,9
7,2
7,4
7,3
6,9
6,9
6,8
7,1
7,2
7,1
7
6,9
7
7,4
7,5
7,5
7,4
7,3
7
6,7
6,5
6,5
6,5
6,6
6,8
6,9
6,9
6,8
6,8
6,5
6,1
6
5,9
5,8
5,9
5,9
6,2
6,3
6,2
6
5,8
5,5
5,5
5,7
5,8

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=32529&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=32529&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32529&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	0.916481	8.7906	0
2	0.759477	7.2847	0
3	0.6018	5.7723	0
4	0.504121	4.8354	3e-06
5	0.46812	4.49	1e-05
6	0.443701	4.2558	2.5e-05
7	0.40723	3.906	8.9e-05
8	0.367763	3.5275	0.000328
9	0.350126	3.3583	0.000571
10	0.36315	3.4832	0.00038
11	0.380068	3.6455	0.000221
12	0.370152	3.5504	0.000304
13	0.309049	2.9643	0.001931
14	0.221114	2.1208	0.018312
15	0.124098	1.1903	0.118495
16	0.049894	0.4786	0.31669
17	0.008118	0.0779	0.469052
18	-0.017648	-0.1693	0.432976
19	-0.028495	-0.2733	0.392613
20	-0.039341	-0.3773	0.353392
21	-0.044551	-0.4273	0.335071
22	-0.039965	-0.3833	0.351179
23	-0.036363	-0.3488	0.364026
24	-0.035488	-0.3404	0.367171
25	-0.047896	-0.4594	0.323515
26	-0.071148	-0.6824	0.24834
27	-0.109182	-1.0472	0.148868
28	-0.158327	-1.5186	0.066144
29	-0.20575	-1.9735	0.02572
30	-0.244318	-2.3434	0.010631
31	-0.256341	-2.4587	0.007907
32	-0.252354	-2.4205	0.008732
33	-0.24535	-2.3533	0.010368
34	-0.246218	-2.3616	0.010152
35	-0.251803	-2.4152	0.008852
36	-0.242982	-2.3306	0.01098
37	-0.218278	-2.0936	0.019521
38	-0.195275	-1.873	0.032121
39	-0.196496	-1.8847	0.031312
40	-0.236658	-2.2699	0.012773
41	-0.295696	-2.8362	0.002807
42	-0.346745	-3.3259	0.000634
43	-0.366992	-3.5201	0.000337
44	-0.365144	-3.5023	0.000357
45	-0.346237	-3.321	0.000644
46	-0.321341	-3.0822	0.001356
47	-0.291771	-2.7986	0.003126
48	-0.258351	-2.478	0.007518
49	-0.229691	-2.2031	0.015042
50	-0.217714	-2.0882	0.01977
51	-0.233341	-2.2381	0.013813
52	-0.272209	-2.6109	0.005271
53	-0.308188	-2.956	0.001979
54	-0.327612	-3.1423	0.001128
55	-0.32601	-3.127	0.001182
56	-0.30844	-2.9585	0.001965
57	-0.282891	-2.7134	0.003975
58	-0.253792	-2.4343	0.008426
59	-0.217763	-2.0887	0.019748
60	-0.177798	-1.7054	0.045749

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.916481 & 8.7906 & 0 \tabularnewline
2 & 0.759477 & 7.2847 & 0 \tabularnewline
3 & 0.6018 & 5.7723 & 0 \tabularnewline
4 & 0.504121 & 4.8354 & 3e-06 \tabularnewline
5 & 0.46812 & 4.49 & 1e-05 \tabularnewline
6 & 0.443701 & 4.2558 & 2.5e-05 \tabularnewline
7 & 0.40723 & 3.906 & 8.9e-05 \tabularnewline
8 & 0.367763 & 3.5275 & 0.000328 \tabularnewline
9 & 0.350126 & 3.3583 & 0.000571 \tabularnewline
10 & 0.36315 & 3.4832 & 0.00038 \tabularnewline
11 & 0.380068 & 3.6455 & 0.000221 \tabularnewline
12 & 0.370152 & 3.5504 & 0.000304 \tabularnewline
13 & 0.309049 & 2.9643 & 0.001931 \tabularnewline
14 & 0.221114 & 2.1208 & 0.018312 \tabularnewline
15 & 0.124098 & 1.1903 & 0.118495 \tabularnewline
16 & 0.049894 & 0.4786 & 0.31669 \tabularnewline
17 & 0.008118 & 0.0779 & 0.469052 \tabularnewline
18 & -0.017648 & -0.1693 & 0.432976 \tabularnewline
19 & -0.028495 & -0.2733 & 0.392613 \tabularnewline
20 & -0.039341 & -0.3773 & 0.353392 \tabularnewline
21 & -0.044551 & -0.4273 & 0.335071 \tabularnewline
22 & -0.039965 & -0.3833 & 0.351179 \tabularnewline
23 & -0.036363 & -0.3488 & 0.364026 \tabularnewline
24 & -0.035488 & -0.3404 & 0.367171 \tabularnewline
25 & -0.047896 & -0.4594 & 0.323515 \tabularnewline
26 & -0.071148 & -0.6824 & 0.24834 \tabularnewline
27 & -0.109182 & -1.0472 & 0.148868 \tabularnewline
28 & -0.158327 & -1.5186 & 0.066144 \tabularnewline
29 & -0.20575 & -1.9735 & 0.02572 \tabularnewline
30 & -0.244318 & -2.3434 & 0.010631 \tabularnewline
31 & -0.256341 & -2.4587 & 0.007907 \tabularnewline
32 & -0.252354 & -2.4205 & 0.008732 \tabularnewline
33 & -0.24535 & -2.3533 & 0.010368 \tabularnewline
34 & -0.246218 & -2.3616 & 0.010152 \tabularnewline
35 & -0.251803 & -2.4152 & 0.008852 \tabularnewline
36 & -0.242982 & -2.3306 & 0.01098 \tabularnewline
37 & -0.218278 & -2.0936 & 0.019521 \tabularnewline
38 & -0.195275 & -1.873 & 0.032121 \tabularnewline
39 & -0.196496 & -1.8847 & 0.031312 \tabularnewline
40 & -0.236658 & -2.2699 & 0.012773 \tabularnewline
41 & -0.295696 & -2.8362 & 0.002807 \tabularnewline
42 & -0.346745 & -3.3259 & 0.000634 \tabularnewline
43 & -0.366992 & -3.5201 & 0.000337 \tabularnewline
44 & -0.365144 & -3.5023 & 0.000357 \tabularnewline
45 & -0.346237 & -3.321 & 0.000644 \tabularnewline
46 & -0.321341 & -3.0822 & 0.001356 \tabularnewline
47 & -0.291771 & -2.7986 & 0.003126 \tabularnewline
48 & -0.258351 & -2.478 & 0.007518 \tabularnewline
49 & -0.229691 & -2.2031 & 0.015042 \tabularnewline
50 & -0.217714 & -2.0882 & 0.01977 \tabularnewline
51 & -0.233341 & -2.2381 & 0.013813 \tabularnewline
52 & -0.272209 & -2.6109 & 0.005271 \tabularnewline
53 & -0.308188 & -2.956 & 0.001979 \tabularnewline
54 & -0.327612 & -3.1423 & 0.001128 \tabularnewline
55 & -0.32601 & -3.127 & 0.001182 \tabularnewline
56 & -0.30844 & -2.9585 & 0.001965 \tabularnewline
57 & -0.282891 & -2.7134 & 0.003975 \tabularnewline
58 & -0.253792 & -2.4343 & 0.008426 \tabularnewline
59 & -0.217763 & -2.0887 & 0.019748 \tabularnewline
60 & -0.177798 & -1.7054 & 0.045749 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32529&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]0.916481[/C][C]8.7906[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.759477[/C][C]7.2847[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.6018[/C][C]5.7723[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.504121[/C][C]4.8354[/C][C]3e-06[/C][/ROW]
[ROW][C]5[/C][C]0.46812[/C][C]4.49[/C][C]1e-05[/C][/ROW]
[ROW][C]6[/C][C]0.443701[/C][C]4.2558[/C][C]2.5e-05[/C][/ROW]
[ROW][C]7[/C][C]0.40723[/C][C]3.906[/C][C]8.9e-05[/C][/ROW]
[ROW][C]8[/C][C]0.367763[/C][C]3.5275[/C][C]0.000328[/C][/ROW]
[ROW][C]9[/C][C]0.350126[/C][C]3.3583[/C][C]0.000571[/C][/ROW]
[ROW][C]10[/C][C]0.36315[/C][C]3.4832[/C][C]0.00038[/C][/ROW]
[ROW][C]11[/C][C]0.380068[/C][C]3.6455[/C][C]0.000221[/C][/ROW]
[ROW][C]12[/C][C]0.370152[/C][C]3.5504[/C][C]0.000304[/C][/ROW]
[ROW][C]13[/C][C]0.309049[/C][C]2.9643[/C][C]0.001931[/C][/ROW]
[ROW][C]14[/C][C]0.221114[/C][C]2.1208[/C][C]0.018312[/C][/ROW]
[ROW][C]15[/C][C]0.124098[/C][C]1.1903[/C][C]0.118495[/C][/ROW]
[ROW][C]16[/C][C]0.049894[/C][C]0.4786[/C][C]0.31669[/C][/ROW]
[ROW][C]17[/C][C]0.008118[/C][C]0.0779[/C][C]0.469052[/C][/ROW]
[ROW][C]18[/C][C]-0.017648[/C][C]-0.1693[/C][C]0.432976[/C][/ROW]
[ROW][C]19[/C][C]-0.028495[/C][C]-0.2733[/C][C]0.392613[/C][/ROW]
[ROW][C]20[/C][C]-0.039341[/C][C]-0.3773[/C][C]0.353392[/C][/ROW]
[ROW][C]21[/C][C]-0.044551[/C][C]-0.4273[/C][C]0.335071[/C][/ROW]
[ROW][C]22[/C][C]-0.039965[/C][C]-0.3833[/C][C]0.351179[/C][/ROW]
[ROW][C]23[/C][C]-0.036363[/C][C]-0.3488[/C][C]0.364026[/C][/ROW]
[ROW][C]24[/C][C]-0.035488[/C][C]-0.3404[/C][C]0.367171[/C][/ROW]
[ROW][C]25[/C][C]-0.047896[/C][C]-0.4594[/C][C]0.323515[/C][/ROW]
[ROW][C]26[/C][C]-0.071148[/C][C]-0.6824[/C][C]0.24834[/C][/ROW]
[ROW][C]27[/C][C]-0.109182[/C][C]-1.0472[/C][C]0.148868[/C][/ROW]
[ROW][C]28[/C][C]-0.158327[/C][C]-1.5186[/C][C]0.066144[/C][/ROW]
[ROW][C]29[/C][C]-0.20575[/C][C]-1.9735[/C][C]0.02572[/C][/ROW]
[ROW][C]30[/C][C]-0.244318[/C][C]-2.3434[/C][C]0.010631[/C][/ROW]
[ROW][C]31[/C][C]-0.256341[/C][C]-2.4587[/C][C]0.007907[/C][/ROW]
[ROW][C]32[/C][C]-0.252354[/C][C]-2.4205[/C][C]0.008732[/C][/ROW]
[ROW][C]33[/C][C]-0.24535[/C][C]-2.3533[/C][C]0.010368[/C][/ROW]
[ROW][C]34[/C][C]-0.246218[/C][C]-2.3616[/C][C]0.010152[/C][/ROW]
[ROW][C]35[/C][C]-0.251803[/C][C]-2.4152[/C][C]0.008852[/C][/ROW]
[ROW][C]36[/C][C]-0.242982[/C][C]-2.3306[/C][C]0.01098[/C][/ROW]
[ROW][C]37[/C][C]-0.218278[/C][C]-2.0936[/C][C]0.019521[/C][/ROW]
[ROW][C]38[/C][C]-0.195275[/C][C]-1.873[/C][C]0.032121[/C][/ROW]
[ROW][C]39[/C][C]-0.196496[/C][C]-1.8847[/C][C]0.031312[/C][/ROW]
[ROW][C]40[/C][C]-0.236658[/C][C]-2.2699[/C][C]0.012773[/C][/ROW]
[ROW][C]41[/C][C]-0.295696[/C][C]-2.8362[/C][C]0.002807[/C][/ROW]
[ROW][C]42[/C][C]-0.346745[/C][C]-3.3259[/C][C]0.000634[/C][/ROW]
[ROW][C]43[/C][C]-0.366992[/C][C]-3.5201[/C][C]0.000337[/C][/ROW]
[ROW][C]44[/C][C]-0.365144[/C][C]-3.5023[/C][C]0.000357[/C][/ROW]
[ROW][C]45[/C][C]-0.346237[/C][C]-3.321[/C][C]0.000644[/C][/ROW]
[ROW][C]46[/C][C]-0.321341[/C][C]-3.0822[/C][C]0.001356[/C][/ROW]
[ROW][C]47[/C][C]-0.291771[/C][C]-2.7986[/C][C]0.003126[/C][/ROW]
[ROW][C]48[/C][C]-0.258351[/C][C]-2.478[/C][C]0.007518[/C][/ROW]
[ROW][C]49[/C][C]-0.229691[/C][C]-2.2031[/C][C]0.015042[/C][/ROW]
[ROW][C]50[/C][C]-0.217714[/C][C]-2.0882[/C][C]0.01977[/C][/ROW]
[ROW][C]51[/C][C]-0.233341[/C][C]-2.2381[/C][C]0.013813[/C][/ROW]
[ROW][C]52[/C][C]-0.272209[/C][C]-2.6109[/C][C]0.005271[/C][/ROW]
[ROW][C]53[/C][C]-0.308188[/C][C]-2.956[/C][C]0.001979[/C][/ROW]
[ROW][C]54[/C][C]-0.327612[/C][C]-3.1423[/C][C]0.001128[/C][/ROW]
[ROW][C]55[/C][C]-0.32601[/C][C]-3.127[/C][C]0.001182[/C][/ROW]
[ROW][C]56[/C][C]-0.30844[/C][C]-2.9585[/C][C]0.001965[/C][/ROW]
[ROW][C]57[/C][C]-0.282891[/C][C]-2.7134[/C][C]0.003975[/C][/ROW]
[ROW][C]58[/C][C]-0.253792[/C][C]-2.4343[/C][C]0.008426[/C][/ROW]
[ROW][C]59[/C][C]-0.217763[/C][C]-2.0887[/C][C]0.019748[/C][/ROW]
[ROW][C]60[/C][C]-0.177798[/C][C]-1.7054[/C][C]0.045749[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32529&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32529&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	0.916481	8.7906	0
2	0.759477	7.2847	0
3	0.6018	5.7723	0
4	0.504121	4.8354	3e-06
5	0.46812	4.49	1e-05
6	0.443701	4.2558	2.5e-05
7	0.40723	3.906	8.9e-05
8	0.367763	3.5275	0.000328
9	0.350126	3.3583	0.000571
10	0.36315	3.4832	0.00038
11	0.380068	3.6455	0.000221
12	0.370152	3.5504	0.000304
13	0.309049	2.9643	0.001931
14	0.221114	2.1208	0.018312
15	0.124098	1.1903	0.118495
16	0.049894	0.4786	0.31669
17	0.008118	0.0779	0.469052
18	-0.017648	-0.1693	0.432976
19	-0.028495	-0.2733	0.392613
20	-0.039341	-0.3773	0.353392
21	-0.044551	-0.4273	0.335071
22	-0.039965	-0.3833	0.351179
23	-0.036363	-0.3488	0.364026
24	-0.035488	-0.3404	0.367171
25	-0.047896	-0.4594	0.323515
26	-0.071148	-0.6824	0.24834
27	-0.109182	-1.0472	0.148868
28	-0.158327	-1.5186	0.066144
29	-0.20575	-1.9735	0.02572
30	-0.244318	-2.3434	0.010631
31	-0.256341	-2.4587	0.007907
32	-0.252354	-2.4205	0.008732
33	-0.24535	-2.3533	0.010368
34	-0.246218	-2.3616	0.010152
35	-0.251803	-2.4152	0.008852
36	-0.242982	-2.3306	0.01098
37	-0.218278	-2.0936	0.019521
38	-0.195275	-1.873	0.032121
39	-0.196496	-1.8847	0.031312
40	-0.236658	-2.2699	0.012773
41	-0.295696	-2.8362	0.002807
42	-0.346745	-3.3259	0.000634
43	-0.366992	-3.5201	0.000337
44	-0.365144	-3.5023	0.000357
45	-0.346237	-3.321	0.000644
46	-0.321341	-3.0822	0.001356
47	-0.291771	-2.7986	0.003126
48	-0.258351	-2.478	0.007518
49	-0.229691	-2.2031	0.015042
50	-0.217714	-2.0882	0.01977
51	-0.233341	-2.2381	0.013813
52	-0.272209	-2.6109	0.005271
53	-0.308188	-2.956	0.001979
54	-0.327612	-3.1423	0.001128
55	-0.32601	-3.127	0.001182
56	-0.30844	-2.9585	0.001965
57	-0.282891	-2.7134	0.003975
58	-0.253792	-2.4343	0.008426
59	-0.217763	-2.0887	0.019748
60	-0.177798	-1.7054	0.045749

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.916481	8.7906	0
2	-0.502682	-4.8216	3e-06
3	0.138456	1.328	0.093728
4	0.282546	2.7101	0.004012
5	0.03905	0.3746	0.354425
6	-0.206579	-1.9814	0.025264
7	0.064167	0.6155	0.269882
8	0.184671	1.7713	0.039911
9	0.095996	0.9208	0.179791
10	-0.007042	-0.0675	0.473147
11	-0.081133	-0.7782	0.219223
12	-0.037293	-0.3577	0.360692
13	-0.158808	-1.5232	0.065565
14	0.01024	0.0982	0.460987
15	-0.180163	-1.7281	0.043666
16	0.022204	0.213	0.41591
17	0.040426	0.3878	0.349548
18	-0.071175	-0.6827	0.248259
19	0.05717	0.5484	0.292388
20	-0.056302	-0.54	0.295242
21	0.035968	0.345	0.365445
22	0.016157	0.155	0.438592
23	-0.042687	-0.4094	0.341585
24	0.033451	0.3208	0.374526
25	0.014863	0.1426	0.443474
26	-0.007225	-0.0693	0.472451
27	-0.117769	-1.1296	0.13079
28	-0.091067	-0.8735	0.192337
29	0.009832	0.0943	0.462535
30	-0.041838	-0.4013	0.344567
31	0.01999	0.1917	0.424187
32	-0.060085	-0.5763	0.282906
33	-0.073793	-0.7078	0.24043
34	-0.007137	-0.0685	0.472787
35	0.063399	0.6081	0.27231
36	0.045554	0.4369	0.331589
37	0.010976	0.1053	0.458192
38	-0.092054	-0.8829	0.189783
39	-0.026593	-0.2551	0.399617
40	-0.091938	-0.8818	0.190081
41	-0.043772	-0.4198	0.337788
42	-0.029775	-0.2856	0.387915
43	-0.044428	-0.4261	0.3355
44	-0.059894	-0.5745	0.28352
45	0.094149	0.903	0.18443
46	0.024124	0.2314	0.408761
47	-0.004977	-0.0477	0.481013
48	-0.081073	-0.7776	0.219392
49	-0.015359	-0.1473	0.441601
50	-0.053706	-0.5151	0.30385
51	-0.108768	-1.0433	0.14978
52	-0.003914	-0.0375	0.485069
53	0.067649	0.6489	0.259022
54	-0.019777	-0.1897	0.424984
55	-0.08437	-0.8092	0.210231
56	0.028709	0.2754	0.391827
57	0.015936	0.1528	0.439426
58	-0.053655	-0.5146	0.30402
59	-0.010074	-0.0966	0.461615
60	0.00336	0.0322	0.48718

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.916481 & 8.7906 & 0 \tabularnewline
2 & -0.502682 & -4.8216 & 3e-06 \tabularnewline
3 & 0.138456 & 1.328 & 0.093728 \tabularnewline
4 & 0.282546 & 2.7101 & 0.004012 \tabularnewline
5 & 0.03905 & 0.3746 & 0.354425 \tabularnewline
6 & -0.206579 & -1.9814 & 0.025264 \tabularnewline
7 & 0.064167 & 0.6155 & 0.269882 \tabularnewline
8 & 0.184671 & 1.7713 & 0.039911 \tabularnewline
9 & 0.095996 & 0.9208 & 0.179791 \tabularnewline
10 & -0.007042 & -0.0675 & 0.473147 \tabularnewline
11 & -0.081133 & -0.7782 & 0.219223 \tabularnewline
12 & -0.037293 & -0.3577 & 0.360692 \tabularnewline
13 & -0.158808 & -1.5232 & 0.065565 \tabularnewline
14 & 0.01024 & 0.0982 & 0.460987 \tabularnewline
15 & -0.180163 & -1.7281 & 0.043666 \tabularnewline
16 & 0.022204 & 0.213 & 0.41591 \tabularnewline
17 & 0.040426 & 0.3878 & 0.349548 \tabularnewline
18 & -0.071175 & -0.6827 & 0.248259 \tabularnewline
19 & 0.05717 & 0.5484 & 0.292388 \tabularnewline
20 & -0.056302 & -0.54 & 0.295242 \tabularnewline
21 & 0.035968 & 0.345 & 0.365445 \tabularnewline
22 & 0.016157 & 0.155 & 0.438592 \tabularnewline
23 & -0.042687 & -0.4094 & 0.341585 \tabularnewline
24 & 0.033451 & 0.3208 & 0.374526 \tabularnewline
25 & 0.014863 & 0.1426 & 0.443474 \tabularnewline
26 & -0.007225 & -0.0693 & 0.472451 \tabularnewline
27 & -0.117769 & -1.1296 & 0.13079 \tabularnewline
28 & -0.091067 & -0.8735 & 0.192337 \tabularnewline
29 & 0.009832 & 0.0943 & 0.462535 \tabularnewline
30 & -0.041838 & -0.4013 & 0.344567 \tabularnewline
31 & 0.01999 & 0.1917 & 0.424187 \tabularnewline
32 & -0.060085 & -0.5763 & 0.282906 \tabularnewline
33 & -0.073793 & -0.7078 & 0.24043 \tabularnewline
34 & -0.007137 & -0.0685 & 0.472787 \tabularnewline
35 & 0.063399 & 0.6081 & 0.27231 \tabularnewline
36 & 0.045554 & 0.4369 & 0.331589 \tabularnewline
37 & 0.010976 & 0.1053 & 0.458192 \tabularnewline
38 & -0.092054 & -0.8829 & 0.189783 \tabularnewline
39 & -0.026593 & -0.2551 & 0.399617 \tabularnewline
40 & -0.091938 & -0.8818 & 0.190081 \tabularnewline
41 & -0.043772 & -0.4198 & 0.337788 \tabularnewline
42 & -0.029775 & -0.2856 & 0.387915 \tabularnewline
43 & -0.044428 & -0.4261 & 0.3355 \tabularnewline
44 & -0.059894 & -0.5745 & 0.28352 \tabularnewline
45 & 0.094149 & 0.903 & 0.18443 \tabularnewline
46 & 0.024124 & 0.2314 & 0.408761 \tabularnewline
47 & -0.004977 & -0.0477 & 0.481013 \tabularnewline
48 & -0.081073 & -0.7776 & 0.219392 \tabularnewline
49 & -0.015359 & -0.1473 & 0.441601 \tabularnewline
50 & -0.053706 & -0.5151 & 0.30385 \tabularnewline
51 & -0.108768 & -1.0433 & 0.14978 \tabularnewline
52 & -0.003914 & -0.0375 & 0.485069 \tabularnewline
53 & 0.067649 & 0.6489 & 0.259022 \tabularnewline
54 & -0.019777 & -0.1897 & 0.424984 \tabularnewline
55 & -0.08437 & -0.8092 & 0.210231 \tabularnewline
56 & 0.028709 & 0.2754 & 0.391827 \tabularnewline
57 & 0.015936 & 0.1528 & 0.439426 \tabularnewline
58 & -0.053655 & -0.5146 & 0.30402 \tabularnewline
59 & -0.010074 & -0.0966 & 0.461615 \tabularnewline
60 & 0.00336 & 0.0322 & 0.48718 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32529&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]0.916481[/C][C]8.7906[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.502682[/C][C]-4.8216[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.138456[/C][C]1.328[/C][C]0.093728[/C][/ROW]
[ROW][C]4[/C][C]0.282546[/C][C]2.7101[/C][C]0.004012[/C][/ROW]
[ROW][C]5[/C][C]0.03905[/C][C]0.3746[/C][C]0.354425[/C][/ROW]
[ROW][C]6[/C][C]-0.206579[/C][C]-1.9814[/C][C]0.025264[/C][/ROW]
[ROW][C]7[/C][C]0.064167[/C][C]0.6155[/C][C]0.269882[/C][/ROW]
[ROW][C]8[/C][C]0.184671[/C][C]1.7713[/C][C]0.039911[/C][/ROW]
[ROW][C]9[/C][C]0.095996[/C][C]0.9208[/C][C]0.179791[/C][/ROW]
[ROW][C]10[/C][C]-0.007042[/C][C]-0.0675[/C][C]0.473147[/C][/ROW]
[ROW][C]11[/C][C]-0.081133[/C][C]-0.7782[/C][C]0.219223[/C][/ROW]
[ROW][C]12[/C][C]-0.037293[/C][C]-0.3577[/C][C]0.360692[/C][/ROW]
[ROW][C]13[/C][C]-0.158808[/C][C]-1.5232[/C][C]0.065565[/C][/ROW]
[ROW][C]14[/C][C]0.01024[/C][C]0.0982[/C][C]0.460987[/C][/ROW]
[ROW][C]15[/C][C]-0.180163[/C][C]-1.7281[/C][C]0.043666[/C][/ROW]
[ROW][C]16[/C][C]0.022204[/C][C]0.213[/C][C]0.41591[/C][/ROW]
[ROW][C]17[/C][C]0.040426[/C][C]0.3878[/C][C]0.349548[/C][/ROW]
[ROW][C]18[/C][C]-0.071175[/C][C]-0.6827[/C][C]0.248259[/C][/ROW]
[ROW][C]19[/C][C]0.05717[/C][C]0.5484[/C][C]0.292388[/C][/ROW]
[ROW][C]20[/C][C]-0.056302[/C][C]-0.54[/C][C]0.295242[/C][/ROW]
[ROW][C]21[/C][C]0.035968[/C][C]0.345[/C][C]0.365445[/C][/ROW]
[ROW][C]22[/C][C]0.016157[/C][C]0.155[/C][C]0.438592[/C][/ROW]
[ROW][C]23[/C][C]-0.042687[/C][C]-0.4094[/C][C]0.341585[/C][/ROW]
[ROW][C]24[/C][C]0.033451[/C][C]0.3208[/C][C]0.374526[/C][/ROW]
[ROW][C]25[/C][C]0.014863[/C][C]0.1426[/C][C]0.443474[/C][/ROW]
[ROW][C]26[/C][C]-0.007225[/C][C]-0.0693[/C][C]0.472451[/C][/ROW]
[ROW][C]27[/C][C]-0.117769[/C][C]-1.1296[/C][C]0.13079[/C][/ROW]
[ROW][C]28[/C][C]-0.091067[/C][C]-0.8735[/C][C]0.192337[/C][/ROW]
[ROW][C]29[/C][C]0.009832[/C][C]0.0943[/C][C]0.462535[/C][/ROW]
[ROW][C]30[/C][C]-0.041838[/C][C]-0.4013[/C][C]0.344567[/C][/ROW]
[ROW][C]31[/C][C]0.01999[/C][C]0.1917[/C][C]0.424187[/C][/ROW]
[ROW][C]32[/C][C]-0.060085[/C][C]-0.5763[/C][C]0.282906[/C][/ROW]
[ROW][C]33[/C][C]-0.073793[/C][C]-0.7078[/C][C]0.24043[/C][/ROW]
[ROW][C]34[/C][C]-0.007137[/C][C]-0.0685[/C][C]0.472787[/C][/ROW]
[ROW][C]35[/C][C]0.063399[/C][C]0.6081[/C][C]0.27231[/C][/ROW]
[ROW][C]36[/C][C]0.045554[/C][C]0.4369[/C][C]0.331589[/C][/ROW]
[ROW][C]37[/C][C]0.010976[/C][C]0.1053[/C][C]0.458192[/C][/ROW]
[ROW][C]38[/C][C]-0.092054[/C][C]-0.8829[/C][C]0.189783[/C][/ROW]
[ROW][C]39[/C][C]-0.026593[/C][C]-0.2551[/C][C]0.399617[/C][/ROW]
[ROW][C]40[/C][C]-0.091938[/C][C]-0.8818[/C][C]0.190081[/C][/ROW]
[ROW][C]41[/C][C]-0.043772[/C][C]-0.4198[/C][C]0.337788[/C][/ROW]
[ROW][C]42[/C][C]-0.029775[/C][C]-0.2856[/C][C]0.387915[/C][/ROW]
[ROW][C]43[/C][C]-0.044428[/C][C]-0.4261[/C][C]0.3355[/C][/ROW]
[ROW][C]44[/C][C]-0.059894[/C][C]-0.5745[/C][C]0.28352[/C][/ROW]
[ROW][C]45[/C][C]0.094149[/C][C]0.903[/C][C]0.18443[/C][/ROW]
[ROW][C]46[/C][C]0.024124[/C][C]0.2314[/C][C]0.408761[/C][/ROW]
[ROW][C]47[/C][C]-0.004977[/C][C]-0.0477[/C][C]0.481013[/C][/ROW]
[ROW][C]48[/C][C]-0.081073[/C][C]-0.7776[/C][C]0.219392[/C][/ROW]
[ROW][C]49[/C][C]-0.015359[/C][C]-0.1473[/C][C]0.441601[/C][/ROW]
[ROW][C]50[/C][C]-0.053706[/C][C]-0.5151[/C][C]0.30385[/C][/ROW]
[ROW][C]51[/C][C]-0.108768[/C][C]-1.0433[/C][C]0.14978[/C][/ROW]
[ROW][C]52[/C][C]-0.003914[/C][C]-0.0375[/C][C]0.485069[/C][/ROW]
[ROW][C]53[/C][C]0.067649[/C][C]0.6489[/C][C]0.259022[/C][/ROW]
[ROW][C]54[/C][C]-0.019777[/C][C]-0.1897[/C][C]0.424984[/C][/ROW]
[ROW][C]55[/C][C]-0.08437[/C][C]-0.8092[/C][C]0.210231[/C][/ROW]
[ROW][C]56[/C][C]0.028709[/C][C]0.2754[/C][C]0.391827[/C][/ROW]
[ROW][C]57[/C][C]0.015936[/C][C]0.1528[/C][C]0.439426[/C][/ROW]
[ROW][C]58[/C][C]-0.053655[/C][C]-0.5146[/C][C]0.30402[/C][/ROW]
[ROW][C]59[/C][C]-0.010074[/C][C]-0.0966[/C][C]0.461615[/C][/ROW]
[ROW][C]60[/C][C]0.00336[/C][C]0.0322[/C][C]0.48718[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32529&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32529&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	0.916481	8.7906	0
2	-0.502682	-4.8216	3e-06
3	0.138456	1.328	0.093728
4	0.282546	2.7101	0.004012
5	0.03905	0.3746	0.354425
6	-0.206579	-1.9814	0.025264
7	0.064167	0.6155	0.269882
8	0.184671	1.7713	0.039911
9	0.095996	0.9208	0.179791
10	-0.007042	-0.0675	0.473147
11	-0.081133	-0.7782	0.219223
12	-0.037293	-0.3577	0.360692
13	-0.158808	-1.5232	0.065565
14	0.01024	0.0982	0.460987
15	-0.180163	-1.7281	0.043666
16	0.022204	0.213	0.41591
17	0.040426	0.3878	0.349548
18	-0.071175	-0.6827	0.248259
19	0.05717	0.5484	0.292388
20	-0.056302	-0.54	0.295242
21	0.035968	0.345	0.365445
22	0.016157	0.155	0.438592
23	-0.042687	-0.4094	0.341585
24	0.033451	0.3208	0.374526
25	0.014863	0.1426	0.443474
26	-0.007225	-0.0693	0.472451
27	-0.117769	-1.1296	0.13079
28	-0.091067	-0.8735	0.192337
29	0.009832	0.0943	0.462535
30	-0.041838	-0.4013	0.344567
31	0.01999	0.1917	0.424187
32	-0.060085	-0.5763	0.282906
33	-0.073793	-0.7078	0.24043
34	-0.007137	-0.0685	0.472787
35	0.063399	0.6081	0.27231
36	0.045554	0.4369	0.331589
37	0.010976	0.1053	0.458192
38	-0.092054	-0.8829	0.189783
39	-0.026593	-0.2551	0.399617
40	-0.091938	-0.8818	0.190081
41	-0.043772	-0.4198	0.337788
42	-0.029775	-0.2856	0.387915
43	-0.044428	-0.4261	0.3355
44	-0.059894	-0.5745	0.28352
45	0.094149	0.903	0.18443
46	0.024124	0.2314	0.408761
47	-0.004977	-0.0477	0.481013
48	-0.081073	-0.7776	0.219392
49	-0.015359	-0.1473	0.441601
50	-0.053706	-0.5151	0.30385
51	-0.108768	-1.0433	0.14978
52	-0.003914	-0.0375	0.485069
53	0.067649	0.6489	0.259022
54	-0.019777	-0.1897	0.424984
55	-0.08437	-0.8092	0.210231
56	0.028709	0.2754	0.391827
57	0.015936	0.1528	0.439426
58	-0.053655	-0.5146	0.30402
59	-0.010074	-0.0966	0.461615
60	0.00336	0.0322	0.48718

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 = 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