Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 07:35:16 -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/2007/Nov/29/t119634630109vo6sk1tcleajn.htm/, Retrieved Tue, 10 Feb 2026 14:13:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7493, Retrieved Tue, 10 Feb 2026 14:13:48 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

stationary time series

Estimated Impact

436

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

-       [(Partial) Autocorrelation Function] [autocorreltie fun...] [2007-11-29 14:35:16] [7eb5b05bf0841f2a6d4b99da83be8d69] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,44
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,57
1,58
1,58
1,58
1,58
1,59
1,6
1,6
1,61
1,61
1,61
1,62
1,63
1,63
1,64
1,64
1,64
1,64
1,64
1,65
1,65
1,65
1,65

Summary of compuational 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 compuational 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=7493&T=0

[TABLE]
[ROW][C]Summary of compuational 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=7493&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7493&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 compuational 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
0	1	8.4261	0
1	0.081537	0.687	0.247147
2	-0.050502	-0.4255	0.664133
3	-0.041387	-0.3487	0.635841
4	-0.049314	-0.4155	0.660495
5	0.050542	0.4259	0.335744
6	0.049574	0.4177	0.338708
7	-0.042136	-0.355	0.638194
8	0.037555	0.3164	0.376296
9	-0.061112	-0.5149	0.695903
10	-0.06208	-0.5231	0.698732
11	0.040899	0.3446	0.365697
12	0.022891	0.1929	0.423801
13	-0.048654	-0.41	0.658467
14	0.031037	0.2615	0.397223
15	-0.06763	-0.5699	0.714716
16	-0.068598	-0.578	0.717461
17	-0.066442	-0.5599	0.711329
18	-0.05108	-0.4304	0.665898
19	0.041107	0.3464	0.365042
20	-0.050602	-0.4264	0.664439
21	-0.05157	-0.4345	0.667391
22	-0.049414	-0.4164	0.660802
23	-0.022265	-0.1876	0.57414
24	-0.023233	-0.1958	0.577323
25	-0.024201	-0.2039	0.5805
26	-0.025169	-0.2121	0.583673
27	-0.026137	-0.2202	0.586839
28	-0.027105	-0.2284	0.59
29	-0.028073	-0.2365	0.593155
30	0.333924	2.8137	0.003166
31	0.101062	0.8516	0.198661
32	-0.020895	-0.1761	0.569627
33	-0.031945	-0.2692	0.605712
34	-0.032913	-0.2773	0.608834
35	0.006448	0.0543	0.478411
36	0.015563	0.1311	0.448021
37	-0.025735	-0.2168	0.585525
38	0.003544	0.0299	0.48813
39	-0.027671	-0.2332	0.591846
40	-0.038721	-0.3263	0.627411
41	0.00064	0.0054	0.497856
42	0.009754	0.0822	0.467363
43	-0.031543	-0.2658	0.604413
44	-0.002264	-0.0191	0.507584
45	-0.033479	-0.2821	0.610657
46	-0.04453	-0.3752	0.64569
47	-0.045498	-0.3834	0.648704

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4261 & 0 \tabularnewline
1 & 0.081537 & 0.687 & 0.247147 \tabularnewline
2 & -0.050502 & -0.4255 & 0.664133 \tabularnewline
3 & -0.041387 & -0.3487 & 0.635841 \tabularnewline
4 & -0.049314 & -0.4155 & 0.660495 \tabularnewline
5 & 0.050542 & 0.4259 & 0.335744 \tabularnewline
6 & 0.049574 & 0.4177 & 0.338708 \tabularnewline
7 & -0.042136 & -0.355 & 0.638194 \tabularnewline
8 & 0.037555 & 0.3164 & 0.376296 \tabularnewline
9 & -0.061112 & -0.5149 & 0.695903 \tabularnewline
10 & -0.06208 & -0.5231 & 0.698732 \tabularnewline
11 & 0.040899 & 0.3446 & 0.365697 \tabularnewline
12 & 0.022891 & 0.1929 & 0.423801 \tabularnewline
13 & -0.048654 & -0.41 & 0.658467 \tabularnewline
14 & 0.031037 & 0.2615 & 0.397223 \tabularnewline
15 & -0.06763 & -0.5699 & 0.714716 \tabularnewline
16 & -0.068598 & -0.578 & 0.717461 \tabularnewline
17 & -0.066442 & -0.5599 & 0.711329 \tabularnewline
18 & -0.05108 & -0.4304 & 0.665898 \tabularnewline
19 & 0.041107 & 0.3464 & 0.365042 \tabularnewline
20 & -0.050602 & -0.4264 & 0.664439 \tabularnewline
21 & -0.05157 & -0.4345 & 0.667391 \tabularnewline
22 & -0.049414 & -0.4164 & 0.660802 \tabularnewline
23 & -0.022265 & -0.1876 & 0.57414 \tabularnewline
24 & -0.023233 & -0.1958 & 0.577323 \tabularnewline
25 & -0.024201 & -0.2039 & 0.5805 \tabularnewline
26 & -0.025169 & -0.2121 & 0.583673 \tabularnewline
27 & -0.026137 & -0.2202 & 0.586839 \tabularnewline
28 & -0.027105 & -0.2284 & 0.59 \tabularnewline
29 & -0.028073 & -0.2365 & 0.593155 \tabularnewline
30 & 0.333924 & 2.8137 & 0.003166 \tabularnewline
31 & 0.101062 & 0.8516 & 0.198661 \tabularnewline
32 & -0.020895 & -0.1761 & 0.569627 \tabularnewline
33 & -0.031945 & -0.2692 & 0.605712 \tabularnewline
34 & -0.032913 & -0.2773 & 0.608834 \tabularnewline
35 & 0.006448 & 0.0543 & 0.478411 \tabularnewline
36 & 0.015563 & 0.1311 & 0.448021 \tabularnewline
37 & -0.025735 & -0.2168 & 0.585525 \tabularnewline
38 & 0.003544 & 0.0299 & 0.48813 \tabularnewline
39 & -0.027671 & -0.2332 & 0.591846 \tabularnewline
40 & -0.038721 & -0.3263 & 0.627411 \tabularnewline
41 & 0.00064 & 0.0054 & 0.497856 \tabularnewline
42 & 0.009754 & 0.0822 & 0.467363 \tabularnewline
43 & -0.031543 & -0.2658 & 0.604413 \tabularnewline
44 & -0.002264 & -0.0191 & 0.507584 \tabularnewline
45 & -0.033479 & -0.2821 & 0.610657 \tabularnewline
46 & -0.04453 & -0.3752 & 0.64569 \tabularnewline
47 & -0.045498 & -0.3834 & 0.648704 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7493&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]0[/C][C]1[/C][C]8.4261[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.081537[/C][C]0.687[/C][C]0.247147[/C][/ROW]
[ROW][C]2[/C][C]-0.050502[/C][C]-0.4255[/C][C]0.664133[/C][/ROW]
[ROW][C]3[/C][C]-0.041387[/C][C]-0.3487[/C][C]0.635841[/C][/ROW]
[ROW][C]4[/C][C]-0.049314[/C][C]-0.4155[/C][C]0.660495[/C][/ROW]
[ROW][C]5[/C][C]0.050542[/C][C]0.4259[/C][C]0.335744[/C][/ROW]
[ROW][C]6[/C][C]0.049574[/C][C]0.4177[/C][C]0.338708[/C][/ROW]
[ROW][C]7[/C][C]-0.042136[/C][C]-0.355[/C][C]0.638194[/C][/ROW]
[ROW][C]8[/C][C]0.037555[/C][C]0.3164[/C][C]0.376296[/C][/ROW]
[ROW][C]9[/C][C]-0.061112[/C][C]-0.5149[/C][C]0.695903[/C][/ROW]
[ROW][C]10[/C][C]-0.06208[/C][C]-0.5231[/C][C]0.698732[/C][/ROW]
[ROW][C]11[/C][C]0.040899[/C][C]0.3446[/C][C]0.365697[/C][/ROW]
[ROW][C]12[/C][C]0.022891[/C][C]0.1929[/C][C]0.423801[/C][/ROW]
[ROW][C]13[/C][C]-0.048654[/C][C]-0.41[/C][C]0.658467[/C][/ROW]
[ROW][C]14[/C][C]0.031037[/C][C]0.2615[/C][C]0.397223[/C][/ROW]
[ROW][C]15[/C][C]-0.06763[/C][C]-0.5699[/C][C]0.714716[/C][/ROW]
[ROW][C]16[/C][C]-0.068598[/C][C]-0.578[/C][C]0.717461[/C][/ROW]
[ROW][C]17[/C][C]-0.066442[/C][C]-0.5599[/C][C]0.711329[/C][/ROW]
[ROW][C]18[/C][C]-0.05108[/C][C]-0.4304[/C][C]0.665898[/C][/ROW]
[ROW][C]19[/C][C]0.041107[/C][C]0.3464[/C][C]0.365042[/C][/ROW]
[ROW][C]20[/C][C]-0.050602[/C][C]-0.4264[/C][C]0.664439[/C][/ROW]
[ROW][C]21[/C][C]-0.05157[/C][C]-0.4345[/C][C]0.667391[/C][/ROW]
[ROW][C]22[/C][C]-0.049414[/C][C]-0.4164[/C][C]0.660802[/C][/ROW]
[ROW][C]23[/C][C]-0.022265[/C][C]-0.1876[/C][C]0.57414[/C][/ROW]
[ROW][C]24[/C][C]-0.023233[/C][C]-0.1958[/C][C]0.577323[/C][/ROW]
[ROW][C]25[/C][C]-0.024201[/C][C]-0.2039[/C][C]0.5805[/C][/ROW]
[ROW][C]26[/C][C]-0.025169[/C][C]-0.2121[/C][C]0.583673[/C][/ROW]
[ROW][C]27[/C][C]-0.026137[/C][C]-0.2202[/C][C]0.586839[/C][/ROW]
[ROW][C]28[/C][C]-0.027105[/C][C]-0.2284[/C][C]0.59[/C][/ROW]
[ROW][C]29[/C][C]-0.028073[/C][C]-0.2365[/C][C]0.593155[/C][/ROW]
[ROW][C]30[/C][C]0.333924[/C][C]2.8137[/C][C]0.003166[/C][/ROW]
[ROW][C]31[/C][C]0.101062[/C][C]0.8516[/C][C]0.198661[/C][/ROW]
[ROW][C]32[/C][C]-0.020895[/C][C]-0.1761[/C][C]0.569627[/C][/ROW]
[ROW][C]33[/C][C]-0.031945[/C][C]-0.2692[/C][C]0.605712[/C][/ROW]
[ROW][C]34[/C][C]-0.032913[/C][C]-0.2773[/C][C]0.608834[/C][/ROW]
[ROW][C]35[/C][C]0.006448[/C][C]0.0543[/C][C]0.478411[/C][/ROW]
[ROW][C]36[/C][C]0.015563[/C][C]0.1311[/C][C]0.448021[/C][/ROW]
[ROW][C]37[/C][C]-0.025735[/C][C]-0.2168[/C][C]0.585525[/C][/ROW]
[ROW][C]38[/C][C]0.003544[/C][C]0.0299[/C][C]0.48813[/C][/ROW]
[ROW][C]39[/C][C]-0.027671[/C][C]-0.2332[/C][C]0.591846[/C][/ROW]
[ROW][C]40[/C][C]-0.038721[/C][C]-0.3263[/C][C]0.627411[/C][/ROW]
[ROW][C]41[/C][C]0.00064[/C][C]0.0054[/C][C]0.497856[/C][/ROW]
[ROW][C]42[/C][C]0.009754[/C][C]0.0822[/C][C]0.467363[/C][/ROW]
[ROW][C]43[/C][C]-0.031543[/C][C]-0.2658[/C][C]0.604413[/C][/ROW]
[ROW][C]44[/C][C]-0.002264[/C][C]-0.0191[/C][C]0.507584[/C][/ROW]
[ROW][C]45[/C][C]-0.033479[/C][C]-0.2821[/C][C]0.610657[/C][/ROW]
[ROW][C]46[/C][C]-0.04453[/C][C]-0.3752[/C][C]0.64569[/C][/ROW]
[ROW][C]47[/C][C]-0.045498[/C][C]-0.3834[/C][C]0.648704[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7493&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7493&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
0	1	8.4261	0
1	0.081537	0.687	0.247147
2	-0.050502	-0.4255	0.664133
3	-0.041387	-0.3487	0.635841
4	-0.049314	-0.4155	0.660495
5	0.050542	0.4259	0.335744
6	0.049574	0.4177	0.338708
7	-0.042136	-0.355	0.638194
8	0.037555	0.3164	0.376296
9	-0.061112	-0.5149	0.695903
10	-0.06208	-0.5231	0.698732
11	0.040899	0.3446	0.365697
12	0.022891	0.1929	0.423801
13	-0.048654	-0.41	0.658467
14	0.031037	0.2615	0.397223
15	-0.06763	-0.5699	0.714716
16	-0.068598	-0.578	0.717461
17	-0.066442	-0.5599	0.711329
18	-0.05108	-0.4304	0.665898
19	0.041107	0.3464	0.365042
20	-0.050602	-0.4264	0.664439
21	-0.05157	-0.4345	0.667391
22	-0.049414	-0.4164	0.660802
23	-0.022265	-0.1876	0.57414
24	-0.023233	-0.1958	0.577323
25	-0.024201	-0.2039	0.5805
26	-0.025169	-0.2121	0.583673
27	-0.026137	-0.2202	0.586839
28	-0.027105	-0.2284	0.59
29	-0.028073	-0.2365	0.593155
30	0.333924	2.8137	0.003166
31	0.101062	0.8516	0.198661
32	-0.020895	-0.1761	0.569627
33	-0.031945	-0.2692	0.605712
34	-0.032913	-0.2773	0.608834
35	0.006448	0.0543	0.478411
36	0.015563	0.1311	0.448021
37	-0.025735	-0.2168	0.585525
38	0.003544	0.0299	0.48813
39	-0.027671	-0.2332	0.591846
40	-0.038721	-0.3263	0.627411
41	0.00064	0.0054	0.497856
42	0.009754	0.0822	0.467363
43	-0.031543	-0.2658	0.604413
44	-0.002264	-0.0191	0.507584
45	-0.033479	-0.2821	0.610657
46	-0.04453	-0.3752	0.64569
47	-0.045498	-0.3834	0.648704

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.081537	0.687	0.247147
1	-0.057533	-0.4848	0.685337
2	-0.032666	-0.2753	0.608039
3	-0.046433	-0.3913	0.651608
4	0.055317	0.4661	0.321282
5	0.034931	0.2943	0.384681
6	-0.047833	-0.403	0.655939
7	0.051513	0.4341	0.332783
8	-0.066854	-0.5633	0.712504
9	-0.049052	-0.4133	0.659692
10	0.039417	0.3321	0.370382
11	0.013487	0.1136	0.45492
12	-0.059565	-0.5019	0.691357
13	0.041162	0.3468	0.36487
14	-0.061001	-0.514	0.695576
15	-0.065883	-0.5551	0.709728
16	-0.07032	-0.5925	0.72231
17	-0.039544	-0.3332	0.63002
18	0.024505	0.2065	0.418501
19	-0.077737	-0.655	0.742716
20	-0.021465	-0.1809	0.571508
21	-0.058566	-0.4935	0.688404
22	-0.015949	-0.1344	0.553263
23	-0.037571	-0.3166	0.623755
24	-0.042282	-0.3563	0.638656
25	-0.032343	-0.2725	0.606996
26	-0.037126	-0.3128	0.622336
27	-0.029478	-0.2484	0.597725
28	-0.036697	-0.3092	0.620967
29	0.339151	2.8577	0.002797
30	0.027821	0.2344	0.407666
31	-0.003672	-0.0309	0.512297
32	-0.021618	-0.1822	0.572009
33	0.001355	0.0114	0.49546
34	-0.040447	-0.3408	0.632875
35	-0.035342	-0.2978	0.616636
36	-0.01176	-0.0991	0.539328
37	-0.052799	-0.4449	0.671124
38	-0.005934	-0.05	0.519868
39	-0.020707	-0.1745	0.569007
40	-0.026002	-0.2191	0.586397
41	-0.048405	-0.4079	0.6577
42	-0.014827	-0.1249	0.549537
43	-0.051731	-0.4359	0.667881
44	-0.025995	-0.219	0.586375
45	-0.006766	-0.057	0.522652
46	-0.019179	-0.1616	0.563962
47	-0.013827	-0.1165	0.546211

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.081537 & 0.687 & 0.247147 \tabularnewline
1 & -0.057533 & -0.4848 & 0.685337 \tabularnewline
2 & -0.032666 & -0.2753 & 0.608039 \tabularnewline
3 & -0.046433 & -0.3913 & 0.651608 \tabularnewline
4 & 0.055317 & 0.4661 & 0.321282 \tabularnewline
5 & 0.034931 & 0.2943 & 0.384681 \tabularnewline
6 & -0.047833 & -0.403 & 0.655939 \tabularnewline
7 & 0.051513 & 0.4341 & 0.332783 \tabularnewline
8 & -0.066854 & -0.5633 & 0.712504 \tabularnewline
9 & -0.049052 & -0.4133 & 0.659692 \tabularnewline
10 & 0.039417 & 0.3321 & 0.370382 \tabularnewline
11 & 0.013487 & 0.1136 & 0.45492 \tabularnewline
12 & -0.059565 & -0.5019 & 0.691357 \tabularnewline
13 & 0.041162 & 0.3468 & 0.36487 \tabularnewline
14 & -0.061001 & -0.514 & 0.695576 \tabularnewline
15 & -0.065883 & -0.5551 & 0.709728 \tabularnewline
16 & -0.07032 & -0.5925 & 0.72231 \tabularnewline
17 & -0.039544 & -0.3332 & 0.63002 \tabularnewline
18 & 0.024505 & 0.2065 & 0.418501 \tabularnewline
19 & -0.077737 & -0.655 & 0.742716 \tabularnewline
20 & -0.021465 & -0.1809 & 0.571508 \tabularnewline
21 & -0.058566 & -0.4935 & 0.688404 \tabularnewline
22 & -0.015949 & -0.1344 & 0.553263 \tabularnewline
23 & -0.037571 & -0.3166 & 0.623755 \tabularnewline
24 & -0.042282 & -0.3563 & 0.638656 \tabularnewline
25 & -0.032343 & -0.2725 & 0.606996 \tabularnewline
26 & -0.037126 & -0.3128 & 0.622336 \tabularnewline
27 & -0.029478 & -0.2484 & 0.597725 \tabularnewline
28 & -0.036697 & -0.3092 & 0.620967 \tabularnewline
29 & 0.339151 & 2.8577 & 0.002797 \tabularnewline
30 & 0.027821 & 0.2344 & 0.407666 \tabularnewline
31 & -0.003672 & -0.0309 & 0.512297 \tabularnewline
32 & -0.021618 & -0.1822 & 0.572009 \tabularnewline
33 & 0.001355 & 0.0114 & 0.49546 \tabularnewline
34 & -0.040447 & -0.3408 & 0.632875 \tabularnewline
35 & -0.035342 & -0.2978 & 0.616636 \tabularnewline
36 & -0.01176 & -0.0991 & 0.539328 \tabularnewline
37 & -0.052799 & -0.4449 & 0.671124 \tabularnewline
38 & -0.005934 & -0.05 & 0.519868 \tabularnewline
39 & -0.020707 & -0.1745 & 0.569007 \tabularnewline
40 & -0.026002 & -0.2191 & 0.586397 \tabularnewline
41 & -0.048405 & -0.4079 & 0.6577 \tabularnewline
42 & -0.014827 & -0.1249 & 0.549537 \tabularnewline
43 & -0.051731 & -0.4359 & 0.667881 \tabularnewline
44 & -0.025995 & -0.219 & 0.586375 \tabularnewline
45 & -0.006766 & -0.057 & 0.522652 \tabularnewline
46 & -0.019179 & -0.1616 & 0.563962 \tabularnewline
47 & -0.013827 & -0.1165 & 0.546211 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7493&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]0[/C][C]0.081537[/C][C]0.687[/C][C]0.247147[/C][/ROW]
[ROW][C]1[/C][C]-0.057533[/C][C]-0.4848[/C][C]0.685337[/C][/ROW]
[ROW][C]2[/C][C]-0.032666[/C][C]-0.2753[/C][C]0.608039[/C][/ROW]
[ROW][C]3[/C][C]-0.046433[/C][C]-0.3913[/C][C]0.651608[/C][/ROW]
[ROW][C]4[/C][C]0.055317[/C][C]0.4661[/C][C]0.321282[/C][/ROW]
[ROW][C]5[/C][C]0.034931[/C][C]0.2943[/C][C]0.384681[/C][/ROW]
[ROW][C]6[/C][C]-0.047833[/C][C]-0.403[/C][C]0.655939[/C][/ROW]
[ROW][C]7[/C][C]0.051513[/C][C]0.4341[/C][C]0.332783[/C][/ROW]
[ROW][C]8[/C][C]-0.066854[/C][C]-0.5633[/C][C]0.712504[/C][/ROW]
[ROW][C]9[/C][C]-0.049052[/C][C]-0.4133[/C][C]0.659692[/C][/ROW]
[ROW][C]10[/C][C]0.039417[/C][C]0.3321[/C][C]0.370382[/C][/ROW]
[ROW][C]11[/C][C]0.013487[/C][C]0.1136[/C][C]0.45492[/C][/ROW]
[ROW][C]12[/C][C]-0.059565[/C][C]-0.5019[/C][C]0.691357[/C][/ROW]
[ROW][C]13[/C][C]0.041162[/C][C]0.3468[/C][C]0.36487[/C][/ROW]
[ROW][C]14[/C][C]-0.061001[/C][C]-0.514[/C][C]0.695576[/C][/ROW]
[ROW][C]15[/C][C]-0.065883[/C][C]-0.5551[/C][C]0.709728[/C][/ROW]
[ROW][C]16[/C][C]-0.07032[/C][C]-0.5925[/C][C]0.72231[/C][/ROW]
[ROW][C]17[/C][C]-0.039544[/C][C]-0.3332[/C][C]0.63002[/C][/ROW]
[ROW][C]18[/C][C]0.024505[/C][C]0.2065[/C][C]0.418501[/C][/ROW]
[ROW][C]19[/C][C]-0.077737[/C][C]-0.655[/C][C]0.742716[/C][/ROW]
[ROW][C]20[/C][C]-0.021465[/C][C]-0.1809[/C][C]0.571508[/C][/ROW]
[ROW][C]21[/C][C]-0.058566[/C][C]-0.4935[/C][C]0.688404[/C][/ROW]
[ROW][C]22[/C][C]-0.015949[/C][C]-0.1344[/C][C]0.553263[/C][/ROW]
[ROW][C]23[/C][C]-0.037571[/C][C]-0.3166[/C][C]0.623755[/C][/ROW]
[ROW][C]24[/C][C]-0.042282[/C][C]-0.3563[/C][C]0.638656[/C][/ROW]
[ROW][C]25[/C][C]-0.032343[/C][C]-0.2725[/C][C]0.606996[/C][/ROW]
[ROW][C]26[/C][C]-0.037126[/C][C]-0.3128[/C][C]0.622336[/C][/ROW]
[ROW][C]27[/C][C]-0.029478[/C][C]-0.2484[/C][C]0.597725[/C][/ROW]
[ROW][C]28[/C][C]-0.036697[/C][C]-0.3092[/C][C]0.620967[/C][/ROW]
[ROW][C]29[/C][C]0.339151[/C][C]2.8577[/C][C]0.002797[/C][/ROW]
[ROW][C]30[/C][C]0.027821[/C][C]0.2344[/C][C]0.407666[/C][/ROW]
[ROW][C]31[/C][C]-0.003672[/C][C]-0.0309[/C][C]0.512297[/C][/ROW]
[ROW][C]32[/C][C]-0.021618[/C][C]-0.1822[/C][C]0.572009[/C][/ROW]
[ROW][C]33[/C][C]0.001355[/C][C]0.0114[/C][C]0.49546[/C][/ROW]
[ROW][C]34[/C][C]-0.040447[/C][C]-0.3408[/C][C]0.632875[/C][/ROW]
[ROW][C]35[/C][C]-0.035342[/C][C]-0.2978[/C][C]0.616636[/C][/ROW]
[ROW][C]36[/C][C]-0.01176[/C][C]-0.0991[/C][C]0.539328[/C][/ROW]
[ROW][C]37[/C][C]-0.052799[/C][C]-0.4449[/C][C]0.671124[/C][/ROW]
[ROW][C]38[/C][C]-0.005934[/C][C]-0.05[/C][C]0.519868[/C][/ROW]
[ROW][C]39[/C][C]-0.020707[/C][C]-0.1745[/C][C]0.569007[/C][/ROW]
[ROW][C]40[/C][C]-0.026002[/C][C]-0.2191[/C][C]0.586397[/C][/ROW]
[ROW][C]41[/C][C]-0.048405[/C][C]-0.4079[/C][C]0.6577[/C][/ROW]
[ROW][C]42[/C][C]-0.014827[/C][C]-0.1249[/C][C]0.549537[/C][/ROW]
[ROW][C]43[/C][C]-0.051731[/C][C]-0.4359[/C][C]0.667881[/C][/ROW]
[ROW][C]44[/C][C]-0.025995[/C][C]-0.219[/C][C]0.586375[/C][/ROW]
[ROW][C]45[/C][C]-0.006766[/C][C]-0.057[/C][C]0.522652[/C][/ROW]
[ROW][C]46[/C][C]-0.019179[/C][C]-0.1616[/C][C]0.563962[/C][/ROW]
[ROW][C]47[/C][C]-0.013827[/C][C]-0.1165[/C][C]0.546211[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7493&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7493&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
0	0.081537	0.687	0.247147
1	-0.057533	-0.4848	0.685337
2	-0.032666	-0.2753	0.608039
3	-0.046433	-0.3913	0.651608
4	0.055317	0.4661	0.321282
5	0.034931	0.2943	0.384681
6	-0.047833	-0.403	0.655939
7	0.051513	0.4341	0.332783
8	-0.066854	-0.5633	0.712504
9	-0.049052	-0.4133	0.659692
10	0.039417	0.3321	0.370382
11	0.013487	0.1136	0.45492
12	-0.059565	-0.5019	0.691357
13	0.041162	0.3468	0.36487
14	-0.061001	-0.514	0.695576
15	-0.065883	-0.5551	0.709728
16	-0.07032	-0.5925	0.72231
17	-0.039544	-0.3332	0.63002
18	0.024505	0.2065	0.418501
19	-0.077737	-0.655	0.742716
20	-0.021465	-0.1809	0.571508
21	-0.058566	-0.4935	0.688404
22	-0.015949	-0.1344	0.553263
23	-0.037571	-0.3166	0.623755
24	-0.042282	-0.3563	0.638656
25	-0.032343	-0.2725	0.606996
26	-0.037126	-0.3128	0.622336
27	-0.029478	-0.2484	0.597725
28	-0.036697	-0.3092	0.620967
29	0.339151	2.8577	0.002797
30	0.027821	0.2344	0.407666
31	-0.003672	-0.0309	0.512297
32	-0.021618	-0.1822	0.572009
33	0.001355	0.0114	0.49546
34	-0.040447	-0.3408	0.632875
35	-0.035342	-0.2978	0.616636
36	-0.01176	-0.0991	0.539328
37	-0.052799	-0.4449	0.671124
38	-0.005934	-0.05	0.519868
39	-0.020707	-0.1745	0.569007
40	-0.026002	-0.2191	0.586397
41	-0.048405	-0.4079	0.6577
42	-0.014827	-0.1249	0.549537
43	-0.051731	-0.4359	0.667881
44	-0.025995	-0.219	0.586375
45	-0.006766	-0.057	0.522652
46	-0.019179	-0.1616	0.563962
47	-0.013827	-0.1165	0.546211

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 = 1 ; 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 1:par1) {
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(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-1,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(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