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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 26 Nov 2009 02:27:18 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Nov/26/t12592278429ezbadxjiwfov71.htm/, Retrieved Fri, 28 Nov 2025 18:26:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59730, Retrieved Fri, 28 Nov 2025 18:26:39 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

759

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
-   PD        [Univariate Data Series] [Totaal Werkzoeken...] [2009-11-24 16:54:07] [ee7c2e7343f5b1451e62c5c16ec521f1]
-   P           [Univariate Data Series] [Totaal Werkzoeken...] [2009-11-24 17:23:40] [ee7c2e7343f5b1451e62c5c16ec521f1]
- RMPD            [(Partial) Autocorrelation Function] [] [2009-11-26 08:57:08] [5edbdb7a459c4059b6c3b063ba86821c]
-   P                 [(Partial) Autocorrelation Function] [] [2009-11-26 09:27:18] [24029b2c7217429de6ff94b5379eb52c] [Current]

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59730&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59730&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59730&T=0

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.891593	6.9636	0
2	0.811617	6.3389	0
3	0.749489	5.8537	0
4	0.677192	5.289	1e-06
5	0.585023	4.5692	1.2e-05
6	0.50287	3.9275	0.000111
7	0.421532	3.2923	0.000828
8	0.340851	2.6621	0.004957
9	0.253709	1.9815	0.026022
10	0.193053	1.5078	0.068385
11	0.137895	1.077	0.142863
12	0.058103	0.4538	0.325791
13	-0.012414	-0.097	0.461539
14	-0.07236	-0.5652	0.287022
15	-0.086272	-0.6738	0.25149
16	-0.129747	-1.0134	0.157447
17	-0.18768	-1.4658	0.073915
18	-0.22211	-1.7347	0.04392
19	-0.259531	-2.027	0.023519
20	-0.299378	-2.3382	0.011335
21	-0.348923	-2.7252	0.004188
22	-0.34443	-2.6901	0.004601
23	-0.325563	-2.5427	0.006776
24	-0.327367	-2.5568	0.006534
25	-0.327975	-2.5616	0.006454
26	-0.290942	-2.2723	0.013302
27	-0.2879	-2.2486	0.014082
28	-0.290684	-2.2703	0.013366
29	-0.288305	-2.2517	0.013976
30	-0.257574	-2.0117	0.024336
31	-0.226606	-1.7698	0.040875
32	-0.229475	-1.7923	0.039026
33	-0.212234	-1.6576	0.051267
34	-0.183034	-1.4295	0.078975
35	-0.159962	-1.2493	0.108156
36	-0.126806	-0.9904	0.162948
37	-0.093814	-0.7327	0.23327
38	-0.068158	-0.5323	0.298216
39	-0.04283	-0.3345	0.369571
40	-0.021214	-0.1657	0.434475
41	0.017762	0.1387	0.445061
42	0.032514	0.2539	0.400197
43	0.030307	0.2367	0.406839
44	0.004924	0.0385	0.484724
45	-0.006811	-0.0532	0.478875
46	-0.011518	-0.09	0.464309
47	-0.031567	-0.2465	0.403043
48	-0.051776	-0.4044	0.343672
49	-0.055095	-0.4303	0.334244
50	-0.063488	-0.4959	0.310888
51	-0.061463	-0.48	0.316457
52	-0.055567	-0.434	0.332913
53	-0.043527	-0.34	0.367529
54	-0.036656	-0.2863	0.387812
55	-0.028827	-0.2251	0.41131
56	-0.018259	-0.1426	0.443535
57	-0.010276	-0.0803	0.468147
58	-0.005036	-0.0393	0.484376
59	-0.002874	-0.0224	0.491083
60	-0.002406	-0.0188	0.492534

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.891593 & 6.9636 & 0 \tabularnewline
2 & 0.811617 & 6.3389 & 0 \tabularnewline
3 & 0.749489 & 5.8537 & 0 \tabularnewline
4 & 0.677192 & 5.289 & 1e-06 \tabularnewline
5 & 0.585023 & 4.5692 & 1.2e-05 \tabularnewline
6 & 0.50287 & 3.9275 & 0.000111 \tabularnewline
7 & 0.421532 & 3.2923 & 0.000828 \tabularnewline
8 & 0.340851 & 2.6621 & 0.004957 \tabularnewline
9 & 0.253709 & 1.9815 & 0.026022 \tabularnewline
10 & 0.193053 & 1.5078 & 0.068385 \tabularnewline
11 & 0.137895 & 1.077 & 0.142863 \tabularnewline
12 & 0.058103 & 0.4538 & 0.325791 \tabularnewline
13 & -0.012414 & -0.097 & 0.461539 \tabularnewline
14 & -0.07236 & -0.5652 & 0.287022 \tabularnewline
15 & -0.086272 & -0.6738 & 0.25149 \tabularnewline
16 & -0.129747 & -1.0134 & 0.157447 \tabularnewline
17 & -0.18768 & -1.4658 & 0.073915 \tabularnewline
18 & -0.22211 & -1.7347 & 0.04392 \tabularnewline
19 & -0.259531 & -2.027 & 0.023519 \tabularnewline
20 & -0.299378 & -2.3382 & 0.011335 \tabularnewline
21 & -0.348923 & -2.7252 & 0.004188 \tabularnewline
22 & -0.34443 & -2.6901 & 0.004601 \tabularnewline
23 & -0.325563 & -2.5427 & 0.006776 \tabularnewline
24 & -0.327367 & -2.5568 & 0.006534 \tabularnewline
25 & -0.327975 & -2.5616 & 0.006454 \tabularnewline
26 & -0.290942 & -2.2723 & 0.013302 \tabularnewline
27 & -0.2879 & -2.2486 & 0.014082 \tabularnewline
28 & -0.290684 & -2.2703 & 0.013366 \tabularnewline
29 & -0.288305 & -2.2517 & 0.013976 \tabularnewline
30 & -0.257574 & -2.0117 & 0.024336 \tabularnewline
31 & -0.226606 & -1.7698 & 0.040875 \tabularnewline
32 & -0.229475 & -1.7923 & 0.039026 \tabularnewline
33 & -0.212234 & -1.6576 & 0.051267 \tabularnewline
34 & -0.183034 & -1.4295 & 0.078975 \tabularnewline
35 & -0.159962 & -1.2493 & 0.108156 \tabularnewline
36 & -0.126806 & -0.9904 & 0.162948 \tabularnewline
37 & -0.093814 & -0.7327 & 0.23327 \tabularnewline
38 & -0.068158 & -0.5323 & 0.298216 \tabularnewline
39 & -0.04283 & -0.3345 & 0.369571 \tabularnewline
40 & -0.021214 & -0.1657 & 0.434475 \tabularnewline
41 & 0.017762 & 0.1387 & 0.445061 \tabularnewline
42 & 0.032514 & 0.2539 & 0.400197 \tabularnewline
43 & 0.030307 & 0.2367 & 0.406839 \tabularnewline
44 & 0.004924 & 0.0385 & 0.484724 \tabularnewline
45 & -0.006811 & -0.0532 & 0.478875 \tabularnewline
46 & -0.011518 & -0.09 & 0.464309 \tabularnewline
47 & -0.031567 & -0.2465 & 0.403043 \tabularnewline
48 & -0.051776 & -0.4044 & 0.343672 \tabularnewline
49 & -0.055095 & -0.4303 & 0.334244 \tabularnewline
50 & -0.063488 & -0.4959 & 0.310888 \tabularnewline
51 & -0.061463 & -0.48 & 0.316457 \tabularnewline
52 & -0.055567 & -0.434 & 0.332913 \tabularnewline
53 & -0.043527 & -0.34 & 0.367529 \tabularnewline
54 & -0.036656 & -0.2863 & 0.387812 \tabularnewline
55 & -0.028827 & -0.2251 & 0.41131 \tabularnewline
56 & -0.018259 & -0.1426 & 0.443535 \tabularnewline
57 & -0.010276 & -0.0803 & 0.468147 \tabularnewline
58 & -0.005036 & -0.0393 & 0.484376 \tabularnewline
59 & -0.002874 & -0.0224 & 0.491083 \tabularnewline
60 & -0.002406 & -0.0188 & 0.492534 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59730&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]0.891593[/C][C]6.9636[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.811617[/C][C]6.3389[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.749489[/C][C]5.8537[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.677192[/C][C]5.289[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.585023[/C][C]4.5692[/C][C]1.2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.50287[/C][C]3.9275[/C][C]0.000111[/C][/ROW]
[ROW][C]7[/C][C]0.421532[/C][C]3.2923[/C][C]0.000828[/C][/ROW]
[ROW][C]8[/C][C]0.340851[/C][C]2.6621[/C][C]0.004957[/C][/ROW]
[ROW][C]9[/C][C]0.253709[/C][C]1.9815[/C][C]0.026022[/C][/ROW]
[ROW][C]10[/C][C]0.193053[/C][C]1.5078[/C][C]0.068385[/C][/ROW]
[ROW][C]11[/C][C]0.137895[/C][C]1.077[/C][C]0.142863[/C][/ROW]
[ROW][C]12[/C][C]0.058103[/C][C]0.4538[/C][C]0.325791[/C][/ROW]
[ROW][C]13[/C][C]-0.012414[/C][C]-0.097[/C][C]0.461539[/C][/ROW]
[ROW][C]14[/C][C]-0.07236[/C][C]-0.5652[/C][C]0.287022[/C][/ROW]
[ROW][C]15[/C][C]-0.086272[/C][C]-0.6738[/C][C]0.25149[/C][/ROW]
[ROW][C]16[/C][C]-0.129747[/C][C]-1.0134[/C][C]0.157447[/C][/ROW]
[ROW][C]17[/C][C]-0.18768[/C][C]-1.4658[/C][C]0.073915[/C][/ROW]
[ROW][C]18[/C][C]-0.22211[/C][C]-1.7347[/C][C]0.04392[/C][/ROW]
[ROW][C]19[/C][C]-0.259531[/C][C]-2.027[/C][C]0.023519[/C][/ROW]
[ROW][C]20[/C][C]-0.299378[/C][C]-2.3382[/C][C]0.011335[/C][/ROW]
[ROW][C]21[/C][C]-0.348923[/C][C]-2.7252[/C][C]0.004188[/C][/ROW]
[ROW][C]22[/C][C]-0.34443[/C][C]-2.6901[/C][C]0.004601[/C][/ROW]
[ROW][C]23[/C][C]-0.325563[/C][C]-2.5427[/C][C]0.006776[/C][/ROW]
[ROW][C]24[/C][C]-0.327367[/C][C]-2.5568[/C][C]0.006534[/C][/ROW]
[ROW][C]25[/C][C]-0.327975[/C][C]-2.5616[/C][C]0.006454[/C][/ROW]
[ROW][C]26[/C][C]-0.290942[/C][C]-2.2723[/C][C]0.013302[/C][/ROW]
[ROW][C]27[/C][C]-0.2879[/C][C]-2.2486[/C][C]0.014082[/C][/ROW]
[ROW][C]28[/C][C]-0.290684[/C][C]-2.2703[/C][C]0.013366[/C][/ROW]
[ROW][C]29[/C][C]-0.288305[/C][C]-2.2517[/C][C]0.013976[/C][/ROW]
[ROW][C]30[/C][C]-0.257574[/C][C]-2.0117[/C][C]0.024336[/C][/ROW]
[ROW][C]31[/C][C]-0.226606[/C][C]-1.7698[/C][C]0.040875[/C][/ROW]
[ROW][C]32[/C][C]-0.229475[/C][C]-1.7923[/C][C]0.039026[/C][/ROW]
[ROW][C]33[/C][C]-0.212234[/C][C]-1.6576[/C][C]0.051267[/C][/ROW]
[ROW][C]34[/C][C]-0.183034[/C][C]-1.4295[/C][C]0.078975[/C][/ROW]
[ROW][C]35[/C][C]-0.159962[/C][C]-1.2493[/C][C]0.108156[/C][/ROW]
[ROW][C]36[/C][C]-0.126806[/C][C]-0.9904[/C][C]0.162948[/C][/ROW]
[ROW][C]37[/C][C]-0.093814[/C][C]-0.7327[/C][C]0.23327[/C][/ROW]
[ROW][C]38[/C][C]-0.068158[/C][C]-0.5323[/C][C]0.298216[/C][/ROW]
[ROW][C]39[/C][C]-0.04283[/C][C]-0.3345[/C][C]0.369571[/C][/ROW]
[ROW][C]40[/C][C]-0.021214[/C][C]-0.1657[/C][C]0.434475[/C][/ROW]
[ROW][C]41[/C][C]0.017762[/C][C]0.1387[/C][C]0.445061[/C][/ROW]
[ROW][C]42[/C][C]0.032514[/C][C]0.2539[/C][C]0.400197[/C][/ROW]
[ROW][C]43[/C][C]0.030307[/C][C]0.2367[/C][C]0.406839[/C][/ROW]
[ROW][C]44[/C][C]0.004924[/C][C]0.0385[/C][C]0.484724[/C][/ROW]
[ROW][C]45[/C][C]-0.006811[/C][C]-0.0532[/C][C]0.478875[/C][/ROW]
[ROW][C]46[/C][C]-0.011518[/C][C]-0.09[/C][C]0.464309[/C][/ROW]
[ROW][C]47[/C][C]-0.031567[/C][C]-0.2465[/C][C]0.403043[/C][/ROW]
[ROW][C]48[/C][C]-0.051776[/C][C]-0.4044[/C][C]0.343672[/C][/ROW]
[ROW][C]49[/C][C]-0.055095[/C][C]-0.4303[/C][C]0.334244[/C][/ROW]
[ROW][C]50[/C][C]-0.063488[/C][C]-0.4959[/C][C]0.310888[/C][/ROW]
[ROW][C]51[/C][C]-0.061463[/C][C]-0.48[/C][C]0.316457[/C][/ROW]
[ROW][C]52[/C][C]-0.055567[/C][C]-0.434[/C][C]0.332913[/C][/ROW]
[ROW][C]53[/C][C]-0.043527[/C][C]-0.34[/C][C]0.367529[/C][/ROW]
[ROW][C]54[/C][C]-0.036656[/C][C]-0.2863[/C][C]0.387812[/C][/ROW]
[ROW][C]55[/C][C]-0.028827[/C][C]-0.2251[/C][C]0.41131[/C][/ROW]
[ROW][C]56[/C][C]-0.018259[/C][C]-0.1426[/C][C]0.443535[/C][/ROW]
[ROW][C]57[/C][C]-0.010276[/C][C]-0.0803[/C][C]0.468147[/C][/ROW]
[ROW][C]58[/C][C]-0.005036[/C][C]-0.0393[/C][C]0.484376[/C][/ROW]
[ROW][C]59[/C][C]-0.002874[/C][C]-0.0224[/C][C]0.491083[/C][/ROW]
[ROW][C]60[/C][C]-0.002406[/C][C]-0.0188[/C][C]0.492534[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59730&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59730&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	0.891593	6.9636	0
2	0.811617	6.3389	0
3	0.749489	5.8537	0
4	0.677192	5.289	1e-06
5	0.585023	4.5692	1.2e-05
6	0.50287	3.9275	0.000111
7	0.421532	3.2923	0.000828
8	0.340851	2.6621	0.004957
9	0.253709	1.9815	0.026022
10	0.193053	1.5078	0.068385
11	0.137895	1.077	0.142863
12	0.058103	0.4538	0.325791
13	-0.012414	-0.097	0.461539
14	-0.07236	-0.5652	0.287022
15	-0.086272	-0.6738	0.25149
16	-0.129747	-1.0134	0.157447
17	-0.18768	-1.4658	0.073915
18	-0.22211	-1.7347	0.04392
19	-0.259531	-2.027	0.023519
20	-0.299378	-2.3382	0.011335
21	-0.348923	-2.7252	0.004188
22	-0.34443	-2.6901	0.004601
23	-0.325563	-2.5427	0.006776
24	-0.327367	-2.5568	0.006534
25	-0.327975	-2.5616	0.006454
26	-0.290942	-2.2723	0.013302
27	-0.2879	-2.2486	0.014082
28	-0.290684	-2.2703	0.013366
29	-0.288305	-2.2517	0.013976
30	-0.257574	-2.0117	0.024336
31	-0.226606	-1.7698	0.040875
32	-0.229475	-1.7923	0.039026
33	-0.212234	-1.6576	0.051267
34	-0.183034	-1.4295	0.078975
35	-0.159962	-1.2493	0.108156
36	-0.126806	-0.9904	0.162948
37	-0.093814	-0.7327	0.23327
38	-0.068158	-0.5323	0.298216
39	-0.04283	-0.3345	0.369571
40	-0.021214	-0.1657	0.434475
41	0.017762	0.1387	0.445061
42	0.032514	0.2539	0.400197
43	0.030307	0.2367	0.406839
44	0.004924	0.0385	0.484724
45	-0.006811	-0.0532	0.478875
46	-0.011518	-0.09	0.464309
47	-0.031567	-0.2465	0.403043
48	-0.051776	-0.4044	0.343672
49	-0.055095	-0.4303	0.334244
50	-0.063488	-0.4959	0.310888
51	-0.061463	-0.48	0.316457
52	-0.055567	-0.434	0.332913
53	-0.043527	-0.34	0.367529
54	-0.036656	-0.2863	0.387812
55	-0.028827	-0.2251	0.41131
56	-0.018259	-0.1426	0.443535
57	-0.010276	-0.0803	0.468147
58	-0.005036	-0.0393	0.484376
59	-0.002874	-0.0224	0.491083
60	-0.002406	-0.0188	0.492534

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.891593	6.9636	0
2	0.081332	0.6352	0.263829
3	0.059869	0.4676	0.32087
4	-0.062267	-0.4863	0.314242
5	-0.142492	-1.1129	0.13506
6	-0.039865	-0.3114	0.378296
7	-0.058075	-0.4536	0.32587
8	-0.04177	-0.3262	0.372683
9	-0.083626	-0.6531	0.25806
10	0.05488	0.4286	0.334853
11	0.002686	0.021	0.491667
12	-0.146163	-1.1416	0.129047
13	-0.051471	-0.402	0.344545
14	-0.052842	-0.4127	0.340634
15	0.193985	1.5151	0.06746
16	-0.107173	-0.837	0.202916
17	-0.139568	-1.0901	0.139986
18	-0.013038	-0.1018	0.459612
19	-0.087238	-0.6814	0.249113
20	-0.016661	-0.1301	0.448446
21	-0.16239	-1.2683	0.104755
22	0.203338	1.5881	0.058715
23	0.124511	0.9725	0.167331
24	-0.03487	-0.2723	0.39314
25	-0.077812	-0.6077	0.272812
26	0.012836	0.1003	0.460236
27	-0.099463	-0.7768	0.220129
28	-0.086325	-0.6742	0.25136
29	-0.026596	-0.2077	0.418071
30	0.076758	0.5995	0.275531
31	0.097737	0.7633	0.224099
32	-0.122724	-0.9585	0.170795
33	-0.070678	-0.552	0.291479
34	0.002998	0.0234	0.490699
35	0.036825	0.2876	0.38731
36	0.180655	1.411	0.081668
37	-0.031254	-0.2441	0.403984
38	-0.086581	-0.6762	0.250728
39	-0.005351	-0.0418	0.4834
40	-0.008274	-0.0646	0.474342
41	-0.040419	-0.3157	0.376662
42	-0.179637	-1.403	0.082842
43	0.061001	0.4764	0.317735
44	-0.058506	-0.4569	0.324666
45	0.018652	0.1457	0.442328
46	-0.123533	-0.9648	0.169222
47	-0.017316	-0.1352	0.446431
48	0.039323	0.3071	0.379897
49	-0.016775	-0.131	0.448096
50	0.025953	0.2027	0.420023
51	0.052634	0.4111	0.341226
52	0.058756	0.4589	0.32397
53	-0.017392	-0.1358	0.4462
54	-0.108638	-0.8485	0.19974
55	0.056806	0.4437	0.329426
56	-0.046978	-0.3669	0.357477
57	0.020683	0.1615	0.4361
58	-0.003016	-0.0236	0.490642
59	-0.017902	-0.1398	0.444632
60	0.018776	0.1466	0.441949

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.891593 & 6.9636 & 0 \tabularnewline
2 & 0.081332 & 0.6352 & 0.263829 \tabularnewline
3 & 0.059869 & 0.4676 & 0.32087 \tabularnewline
4 & -0.062267 & -0.4863 & 0.314242 \tabularnewline
5 & -0.142492 & -1.1129 & 0.13506 \tabularnewline
6 & -0.039865 & -0.3114 & 0.378296 \tabularnewline
7 & -0.058075 & -0.4536 & 0.32587 \tabularnewline
8 & -0.04177 & -0.3262 & 0.372683 \tabularnewline
9 & -0.083626 & -0.6531 & 0.25806 \tabularnewline
10 & 0.05488 & 0.4286 & 0.334853 \tabularnewline
11 & 0.002686 & 0.021 & 0.491667 \tabularnewline
12 & -0.146163 & -1.1416 & 0.129047 \tabularnewline
13 & -0.051471 & -0.402 & 0.344545 \tabularnewline
14 & -0.052842 & -0.4127 & 0.340634 \tabularnewline
15 & 0.193985 & 1.5151 & 0.06746 \tabularnewline
16 & -0.107173 & -0.837 & 0.202916 \tabularnewline
17 & -0.139568 & -1.0901 & 0.139986 \tabularnewline
18 & -0.013038 & -0.1018 & 0.459612 \tabularnewline
19 & -0.087238 & -0.6814 & 0.249113 \tabularnewline
20 & -0.016661 & -0.1301 & 0.448446 \tabularnewline
21 & -0.16239 & -1.2683 & 0.104755 \tabularnewline
22 & 0.203338 & 1.5881 & 0.058715 \tabularnewline
23 & 0.124511 & 0.9725 & 0.167331 \tabularnewline
24 & -0.03487 & -0.2723 & 0.39314 \tabularnewline
25 & -0.077812 & -0.6077 & 0.272812 \tabularnewline
26 & 0.012836 & 0.1003 & 0.460236 \tabularnewline
27 & -0.099463 & -0.7768 & 0.220129 \tabularnewline
28 & -0.086325 & -0.6742 & 0.25136 \tabularnewline
29 & -0.026596 & -0.2077 & 0.418071 \tabularnewline
30 & 0.076758 & 0.5995 & 0.275531 \tabularnewline
31 & 0.097737 & 0.7633 & 0.224099 \tabularnewline
32 & -0.122724 & -0.9585 & 0.170795 \tabularnewline
33 & -0.070678 & -0.552 & 0.291479 \tabularnewline
34 & 0.002998 & 0.0234 & 0.490699 \tabularnewline
35 & 0.036825 & 0.2876 & 0.38731 \tabularnewline
36 & 0.180655 & 1.411 & 0.081668 \tabularnewline
37 & -0.031254 & -0.2441 & 0.403984 \tabularnewline
38 & -0.086581 & -0.6762 & 0.250728 \tabularnewline
39 & -0.005351 & -0.0418 & 0.4834 \tabularnewline
40 & -0.008274 & -0.0646 & 0.474342 \tabularnewline
41 & -0.040419 & -0.3157 & 0.376662 \tabularnewline
42 & -0.179637 & -1.403 & 0.082842 \tabularnewline
43 & 0.061001 & 0.4764 & 0.317735 \tabularnewline
44 & -0.058506 & -0.4569 & 0.324666 \tabularnewline
45 & 0.018652 & 0.1457 & 0.442328 \tabularnewline
46 & -0.123533 & -0.9648 & 0.169222 \tabularnewline
47 & -0.017316 & -0.1352 & 0.446431 \tabularnewline
48 & 0.039323 & 0.3071 & 0.379897 \tabularnewline
49 & -0.016775 & -0.131 & 0.448096 \tabularnewline
50 & 0.025953 & 0.2027 & 0.420023 \tabularnewline
51 & 0.052634 & 0.4111 & 0.341226 \tabularnewline
52 & 0.058756 & 0.4589 & 0.32397 \tabularnewline
53 & -0.017392 & -0.1358 & 0.4462 \tabularnewline
54 & -0.108638 & -0.8485 & 0.19974 \tabularnewline
55 & 0.056806 & 0.4437 & 0.329426 \tabularnewline
56 & -0.046978 & -0.3669 & 0.357477 \tabularnewline
57 & 0.020683 & 0.1615 & 0.4361 \tabularnewline
58 & -0.003016 & -0.0236 & 0.490642 \tabularnewline
59 & -0.017902 & -0.1398 & 0.444632 \tabularnewline
60 & 0.018776 & 0.1466 & 0.441949 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59730&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]0.891593[/C][C]6.9636[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.081332[/C][C]0.6352[/C][C]0.263829[/C][/ROW]
[ROW][C]3[/C][C]0.059869[/C][C]0.4676[/C][C]0.32087[/C][/ROW]
[ROW][C]4[/C][C]-0.062267[/C][C]-0.4863[/C][C]0.314242[/C][/ROW]
[ROW][C]5[/C][C]-0.142492[/C][C]-1.1129[/C][C]0.13506[/C][/ROW]
[ROW][C]6[/C][C]-0.039865[/C][C]-0.3114[/C][C]0.378296[/C][/ROW]
[ROW][C]7[/C][C]-0.058075[/C][C]-0.4536[/C][C]0.32587[/C][/ROW]
[ROW][C]8[/C][C]-0.04177[/C][C]-0.3262[/C][C]0.372683[/C][/ROW]
[ROW][C]9[/C][C]-0.083626[/C][C]-0.6531[/C][C]0.25806[/C][/ROW]
[ROW][C]10[/C][C]0.05488[/C][C]0.4286[/C][C]0.334853[/C][/ROW]
[ROW][C]11[/C][C]0.002686[/C][C]0.021[/C][C]0.491667[/C][/ROW]
[ROW][C]12[/C][C]-0.146163[/C][C]-1.1416[/C][C]0.129047[/C][/ROW]
[ROW][C]13[/C][C]-0.051471[/C][C]-0.402[/C][C]0.344545[/C][/ROW]
[ROW][C]14[/C][C]-0.052842[/C][C]-0.4127[/C][C]0.340634[/C][/ROW]
[ROW][C]15[/C][C]0.193985[/C][C]1.5151[/C][C]0.06746[/C][/ROW]
[ROW][C]16[/C][C]-0.107173[/C][C]-0.837[/C][C]0.202916[/C][/ROW]
[ROW][C]17[/C][C]-0.139568[/C][C]-1.0901[/C][C]0.139986[/C][/ROW]
[ROW][C]18[/C][C]-0.013038[/C][C]-0.1018[/C][C]0.459612[/C][/ROW]
[ROW][C]19[/C][C]-0.087238[/C][C]-0.6814[/C][C]0.249113[/C][/ROW]
[ROW][C]20[/C][C]-0.016661[/C][C]-0.1301[/C][C]0.448446[/C][/ROW]
[ROW][C]21[/C][C]-0.16239[/C][C]-1.2683[/C][C]0.104755[/C][/ROW]
[ROW][C]22[/C][C]0.203338[/C][C]1.5881[/C][C]0.058715[/C][/ROW]
[ROW][C]23[/C][C]0.124511[/C][C]0.9725[/C][C]0.167331[/C][/ROW]
[ROW][C]24[/C][C]-0.03487[/C][C]-0.2723[/C][C]0.39314[/C][/ROW]
[ROW][C]25[/C][C]-0.077812[/C][C]-0.6077[/C][C]0.272812[/C][/ROW]
[ROW][C]26[/C][C]0.012836[/C][C]0.1003[/C][C]0.460236[/C][/ROW]
[ROW][C]27[/C][C]-0.099463[/C][C]-0.7768[/C][C]0.220129[/C][/ROW]
[ROW][C]28[/C][C]-0.086325[/C][C]-0.6742[/C][C]0.25136[/C][/ROW]
[ROW][C]29[/C][C]-0.026596[/C][C]-0.2077[/C][C]0.418071[/C][/ROW]
[ROW][C]30[/C][C]0.076758[/C][C]0.5995[/C][C]0.275531[/C][/ROW]
[ROW][C]31[/C][C]0.097737[/C][C]0.7633[/C][C]0.224099[/C][/ROW]
[ROW][C]32[/C][C]-0.122724[/C][C]-0.9585[/C][C]0.170795[/C][/ROW]
[ROW][C]33[/C][C]-0.070678[/C][C]-0.552[/C][C]0.291479[/C][/ROW]
[ROW][C]34[/C][C]0.002998[/C][C]0.0234[/C][C]0.490699[/C][/ROW]
[ROW][C]35[/C][C]0.036825[/C][C]0.2876[/C][C]0.38731[/C][/ROW]
[ROW][C]36[/C][C]0.180655[/C][C]1.411[/C][C]0.081668[/C][/ROW]
[ROW][C]37[/C][C]-0.031254[/C][C]-0.2441[/C][C]0.403984[/C][/ROW]
[ROW][C]38[/C][C]-0.086581[/C][C]-0.6762[/C][C]0.250728[/C][/ROW]
[ROW][C]39[/C][C]-0.005351[/C][C]-0.0418[/C][C]0.4834[/C][/ROW]
[ROW][C]40[/C][C]-0.008274[/C][C]-0.0646[/C][C]0.474342[/C][/ROW]
[ROW][C]41[/C][C]-0.040419[/C][C]-0.3157[/C][C]0.376662[/C][/ROW]
[ROW][C]42[/C][C]-0.179637[/C][C]-1.403[/C][C]0.082842[/C][/ROW]
[ROW][C]43[/C][C]0.061001[/C][C]0.4764[/C][C]0.317735[/C][/ROW]
[ROW][C]44[/C][C]-0.058506[/C][C]-0.4569[/C][C]0.324666[/C][/ROW]
[ROW][C]45[/C][C]0.018652[/C][C]0.1457[/C][C]0.442328[/C][/ROW]
[ROW][C]46[/C][C]-0.123533[/C][C]-0.9648[/C][C]0.169222[/C][/ROW]
[ROW][C]47[/C][C]-0.017316[/C][C]-0.1352[/C][C]0.446431[/C][/ROW]
[ROW][C]48[/C][C]0.039323[/C][C]0.3071[/C][C]0.379897[/C][/ROW]
[ROW][C]49[/C][C]-0.016775[/C][C]-0.131[/C][C]0.448096[/C][/ROW]
[ROW][C]50[/C][C]0.025953[/C][C]0.2027[/C][C]0.420023[/C][/ROW]
[ROW][C]51[/C][C]0.052634[/C][C]0.4111[/C][C]0.341226[/C][/ROW]
[ROW][C]52[/C][C]0.058756[/C][C]0.4589[/C][C]0.32397[/C][/ROW]
[ROW][C]53[/C][C]-0.017392[/C][C]-0.1358[/C][C]0.4462[/C][/ROW]
[ROW][C]54[/C][C]-0.108638[/C][C]-0.8485[/C][C]0.19974[/C][/ROW]
[ROW][C]55[/C][C]0.056806[/C][C]0.4437[/C][C]0.329426[/C][/ROW]
[ROW][C]56[/C][C]-0.046978[/C][C]-0.3669[/C][C]0.357477[/C][/ROW]
[ROW][C]57[/C][C]0.020683[/C][C]0.1615[/C][C]0.4361[/C][/ROW]
[ROW][C]58[/C][C]-0.003016[/C][C]-0.0236[/C][C]0.490642[/C][/ROW]
[ROW][C]59[/C][C]-0.017902[/C][C]-0.1398[/C][C]0.444632[/C][/ROW]
[ROW][C]60[/C][C]0.018776[/C][C]0.1466[/C][C]0.441949[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59730&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59730&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	0.891593	6.9636	0
2	0.081332	0.6352	0.263829
3	0.059869	0.4676	0.32087
4	-0.062267	-0.4863	0.314242
5	-0.142492	-1.1129	0.13506
6	-0.039865	-0.3114	0.378296
7	-0.058075	-0.4536	0.32587
8	-0.04177	-0.3262	0.372683
9	-0.083626	-0.6531	0.25806
10	0.05488	0.4286	0.334853
11	0.002686	0.021	0.491667
12	-0.146163	-1.1416	0.129047
13	-0.051471	-0.402	0.344545
14	-0.052842	-0.4127	0.340634
15	0.193985	1.5151	0.06746
16	-0.107173	-0.837	0.202916
17	-0.139568	-1.0901	0.139986
18	-0.013038	-0.1018	0.459612
19	-0.087238	-0.6814	0.249113
20	-0.016661	-0.1301	0.448446
21	-0.16239	-1.2683	0.104755
22	0.203338	1.5881	0.058715
23	0.124511	0.9725	0.167331
24	-0.03487	-0.2723	0.39314
25	-0.077812	-0.6077	0.272812
26	0.012836	0.1003	0.460236
27	-0.099463	-0.7768	0.220129
28	-0.086325	-0.6742	0.25136
29	-0.026596	-0.2077	0.418071
30	0.076758	0.5995	0.275531
31	0.097737	0.7633	0.224099
32	-0.122724	-0.9585	0.170795
33	-0.070678	-0.552	0.291479
34	0.002998	0.0234	0.490699
35	0.036825	0.2876	0.38731
36	0.180655	1.411	0.081668
37	-0.031254	-0.2441	0.403984
38	-0.086581	-0.6762	0.250728
39	-0.005351	-0.0418	0.4834
40	-0.008274	-0.0646	0.474342
41	-0.040419	-0.3157	0.376662
42	-0.179637	-1.403	0.082842
43	0.061001	0.4764	0.317735
44	-0.058506	-0.4569	0.324666
45	0.018652	0.1457	0.442328
46	-0.123533	-0.9648	0.169222
47	-0.017316	-0.1352	0.446431
48	0.039323	0.3071	0.379897
49	-0.016775	-0.131	0.448096
50	0.025953	0.2027	0.420023
51	0.052634	0.4111	0.341226
52	0.058756	0.4589	0.32397
53	-0.017392	-0.1358	0.4462
54	-0.108638	-0.8485	0.19974
55	0.056806	0.4437	0.329426
56	-0.046978	-0.3669	0.357477
57	0.020683	0.1615	0.4361
58	-0.003016	-0.0236	0.490642
59	-0.017902	-0.1398	0.444632
60	0.018776	0.1466	0.441949

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 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

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

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 (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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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