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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 26 Nov 2008 09:23:41 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Nov/26/t1227716693uajr7vxiy73bhkq.htm/, Retrieved Sun, 29 Jun 2025 23:10:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25650, Retrieved Sun, 29 Jun 2025 23:10:04 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

354

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RMPD    [(Partial) Autocorrelation Function] [Q6 ACF met trend ...] [2008-11-26 16:23:41] [286e96bd53289970f8e5f25a93fb50b3] [Current]
F           [(Partial) Autocorrelation Function] [Q6 ACF zonder tre...] [2008-11-26 16:29:34] [6fea0e9a9b3b29a63badf2c274e82506] 
F           [(Partial) Autocorrelation Function] [Q6 ACF zonder tre...] [2008-11-26 16:36:18] [6fea0e9a9b3b29a63badf2c274e82506] 
-           [(Partial) Autocorrelation Function] [Q6 ACF met trend ...] [2008-11-26 16:51:27] [6fea0e9a9b3b29a63badf2c274e82506] 
F             [(Partial) Autocorrelation Function] [Q6 ACF met trend ...] [2008-11-26 16:53:31] [6fea0e9a9b3b29a63badf2c274e82506] 
F           [(Partial) Autocorrelation Function] [Q6 ACF zonder tre...] [2008-11-26 17:00:16] [6fea0e9a9b3b29a63badf2c274e82506] 
F           [(Partial) Autocorrelation Function] [Q6 ACF zonder tre...] [2008-11-26 17:12:07] [6fea0e9a9b3b29a63badf2c274e82506] 
F           [(Partial) Autocorrelation Function] [Q6 ACF zonder tre...] [2008-11-26 17:19:13] [6fea0e9a9b3b29a63badf2c274e82506] 

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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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25650&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25650&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25650&T=0

As an alternative you can also use a QR Code:

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

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

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.948047	11.3766	0
2	0.875575	10.5069	0
3	0.806681	9.6802	0
4	0.752625	9.0315	0
5	0.71377	8.5652	0
6	0.681734	8.1808	0
7	0.662904	7.9549	0
8	0.65561	7.8673	0
9	0.670948	8.0514	0
10	0.70272	8.4326	0
11	0.74324	8.9189	0
12	0.760395	9.1247	0
13	0.712661	8.5519	0
14	0.646342	7.7561	0
15	0.585923	7.0311	0
16	0.537955	6.4555	0
17	0.499748	5.997	0
18	0.468734	5.6248	0
19	0.449871	5.3984	0
20	0.441629	5.2995	0
21	0.457224	5.4867	0
22	0.482482	5.7898	0
23	0.517127	6.2055	0
24	0.53219	6.3863	0
25	0.493976	5.9277	0
26	0.437721	5.2527	0
27	0.387603	4.6512	4e-06
28	0.348025	4.1763	2.6e-05
29	0.314984	3.7798	0.000115
30	0.288497	3.462	0.000353
31	0.270802	3.2496	0.000719
32	0.26429	3.1715	0.000927
33	0.276799	3.3216	0.000567
34	0.298521	3.5823	0.000233
35	0.325587	3.907	7.2e-05
36	0.337024	4.0443	4.3e-05
37	0.303335	3.64	0.00019
38	0.253977	3.0477	0.001372
39	0.210655	2.5279	0.006277
40	0.172171	2.0661	0.020308
41	0.1384	1.6608	0.049464
42	0.111403	1.3368	0.091692
43	0.090985	1.0918	0.138369
44	0.082172	0.9861	0.162878
45	0.088772	1.0653	0.144269
46	0.10387	1.2464	0.107314
47	0.123931	1.4872	0.069578
48	0.132635	1.5916	0.056832
49	0.103747	1.245	0.107583
50	0.062098	0.7452	0.22869
51	0.028807	0.3457	0.365045
52	-0.000811	-0.0097	0.496127
53	-0.027962	-0.3355	0.368851
54	-0.052786	-0.6334	0.263727
55	-0.070825	-0.8499	0.198395
56	-0.079663	-0.956	0.170348
57	-0.074831	-0.898	0.185348
58	-0.063727	-0.7647	0.222843
59	-0.051386	-0.6166	0.269227
60	-0.046934	-0.5632	0.287086

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948047 & 11.3766 & 0 \tabularnewline
2 & 0.875575 & 10.5069 & 0 \tabularnewline
3 & 0.806681 & 9.6802 & 0 \tabularnewline
4 & 0.752625 & 9.0315 & 0 \tabularnewline
5 & 0.71377 & 8.5652 & 0 \tabularnewline
6 & 0.681734 & 8.1808 & 0 \tabularnewline
7 & 0.662904 & 7.9549 & 0 \tabularnewline
8 & 0.65561 & 7.8673 & 0 \tabularnewline
9 & 0.670948 & 8.0514 & 0 \tabularnewline
10 & 0.70272 & 8.4326 & 0 \tabularnewline
11 & 0.74324 & 8.9189 & 0 \tabularnewline
12 & 0.760395 & 9.1247 & 0 \tabularnewline
13 & 0.712661 & 8.5519 & 0 \tabularnewline
14 & 0.646342 & 7.7561 & 0 \tabularnewline
15 & 0.585923 & 7.0311 & 0 \tabularnewline
16 & 0.537955 & 6.4555 & 0 \tabularnewline
17 & 0.499748 & 5.997 & 0 \tabularnewline
18 & 0.468734 & 5.6248 & 0 \tabularnewline
19 & 0.449871 & 5.3984 & 0 \tabularnewline
20 & 0.441629 & 5.2995 & 0 \tabularnewline
21 & 0.457224 & 5.4867 & 0 \tabularnewline
22 & 0.482482 & 5.7898 & 0 \tabularnewline
23 & 0.517127 & 6.2055 & 0 \tabularnewline
24 & 0.53219 & 6.3863 & 0 \tabularnewline
25 & 0.493976 & 5.9277 & 0 \tabularnewline
26 & 0.437721 & 5.2527 & 0 \tabularnewline
27 & 0.387603 & 4.6512 & 4e-06 \tabularnewline
28 & 0.348025 & 4.1763 & 2.6e-05 \tabularnewline
29 & 0.314984 & 3.7798 & 0.000115 \tabularnewline
30 & 0.288497 & 3.462 & 0.000353 \tabularnewline
31 & 0.270802 & 3.2496 & 0.000719 \tabularnewline
32 & 0.26429 & 3.1715 & 0.000927 \tabularnewline
33 & 0.276799 & 3.3216 & 0.000567 \tabularnewline
34 & 0.298521 & 3.5823 & 0.000233 \tabularnewline
35 & 0.325587 & 3.907 & 7.2e-05 \tabularnewline
36 & 0.337024 & 4.0443 & 4.3e-05 \tabularnewline
37 & 0.303335 & 3.64 & 0.00019 \tabularnewline
38 & 0.253977 & 3.0477 & 0.001372 \tabularnewline
39 & 0.210655 & 2.5279 & 0.006277 \tabularnewline
40 & 0.172171 & 2.0661 & 0.020308 \tabularnewline
41 & 0.1384 & 1.6608 & 0.049464 \tabularnewline
42 & 0.111403 & 1.3368 & 0.091692 \tabularnewline
43 & 0.090985 & 1.0918 & 0.138369 \tabularnewline
44 & 0.082172 & 0.9861 & 0.162878 \tabularnewline
45 & 0.088772 & 1.0653 & 0.144269 \tabularnewline
46 & 0.10387 & 1.2464 & 0.107314 \tabularnewline
47 & 0.123931 & 1.4872 & 0.069578 \tabularnewline
48 & 0.132635 & 1.5916 & 0.056832 \tabularnewline
49 & 0.103747 & 1.245 & 0.107583 \tabularnewline
50 & 0.062098 & 0.7452 & 0.22869 \tabularnewline
51 & 0.028807 & 0.3457 & 0.365045 \tabularnewline
52 & -0.000811 & -0.0097 & 0.496127 \tabularnewline
53 & -0.027962 & -0.3355 & 0.368851 \tabularnewline
54 & -0.052786 & -0.6334 & 0.263727 \tabularnewline
55 & -0.070825 & -0.8499 & 0.198395 \tabularnewline
56 & -0.079663 & -0.956 & 0.170348 \tabularnewline
57 & -0.074831 & -0.898 & 0.185348 \tabularnewline
58 & -0.063727 & -0.7647 & 0.222843 \tabularnewline
59 & -0.051386 & -0.6166 & 0.269227 \tabularnewline
60 & -0.046934 & -0.5632 & 0.287086 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25650&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]0.948047[/C][C]11.3766[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.875575[/C][C]10.5069[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.806681[/C][C]9.6802[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.752625[/C][C]9.0315[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.71377[/C][C]8.5652[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.681734[/C][C]8.1808[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.662904[/C][C]7.9549[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.65561[/C][C]7.8673[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.670948[/C][C]8.0514[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.70272[/C][C]8.4326[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.74324[/C][C]8.9189[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.760395[/C][C]9.1247[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.712661[/C][C]8.5519[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.646342[/C][C]7.7561[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.585923[/C][C]7.0311[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.537955[/C][C]6.4555[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.499748[/C][C]5.997[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.468734[/C][C]5.6248[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.449871[/C][C]5.3984[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.441629[/C][C]5.2995[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.457224[/C][C]5.4867[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.482482[/C][C]5.7898[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.517127[/C][C]6.2055[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.53219[/C][C]6.3863[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.493976[/C][C]5.9277[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.437721[/C][C]5.2527[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.387603[/C][C]4.6512[/C][C]4e-06[/C][/ROW]
[ROW][C]28[/C][C]0.348025[/C][C]4.1763[/C][C]2.6e-05[/C][/ROW]
[ROW][C]29[/C][C]0.314984[/C][C]3.7798[/C][C]0.000115[/C][/ROW]
[ROW][C]30[/C][C]0.288497[/C][C]3.462[/C][C]0.000353[/C][/ROW]
[ROW][C]31[/C][C]0.270802[/C][C]3.2496[/C][C]0.000719[/C][/ROW]
[ROW][C]32[/C][C]0.26429[/C][C]3.1715[/C][C]0.000927[/C][/ROW]
[ROW][C]33[/C][C]0.276799[/C][C]3.3216[/C][C]0.000567[/C][/ROW]
[ROW][C]34[/C][C]0.298521[/C][C]3.5823[/C][C]0.000233[/C][/ROW]
[ROW][C]35[/C][C]0.325587[/C][C]3.907[/C][C]7.2e-05[/C][/ROW]
[ROW][C]36[/C][C]0.337024[/C][C]4.0443[/C][C]4.3e-05[/C][/ROW]
[ROW][C]37[/C][C]0.303335[/C][C]3.64[/C][C]0.00019[/C][/ROW]
[ROW][C]38[/C][C]0.253977[/C][C]3.0477[/C][C]0.001372[/C][/ROW]
[ROW][C]39[/C][C]0.210655[/C][C]2.5279[/C][C]0.006277[/C][/ROW]
[ROW][C]40[/C][C]0.172171[/C][C]2.0661[/C][C]0.020308[/C][/ROW]
[ROW][C]41[/C][C]0.1384[/C][C]1.6608[/C][C]0.049464[/C][/ROW]
[ROW][C]42[/C][C]0.111403[/C][C]1.3368[/C][C]0.091692[/C][/ROW]
[ROW][C]43[/C][C]0.090985[/C][C]1.0918[/C][C]0.138369[/C][/ROW]
[ROW][C]44[/C][C]0.082172[/C][C]0.9861[/C][C]0.162878[/C][/ROW]
[ROW][C]45[/C][C]0.088772[/C][C]1.0653[/C][C]0.144269[/C][/ROW]
[ROW][C]46[/C][C]0.10387[/C][C]1.2464[/C][C]0.107314[/C][/ROW]
[ROW][C]47[/C][C]0.123931[/C][C]1.4872[/C][C]0.069578[/C][/ROW]
[ROW][C]48[/C][C]0.132635[/C][C]1.5916[/C][C]0.056832[/C][/ROW]
[ROW][C]49[/C][C]0.103747[/C][C]1.245[/C][C]0.107583[/C][/ROW]
[ROW][C]50[/C][C]0.062098[/C][C]0.7452[/C][C]0.22869[/C][/ROW]
[ROW][C]51[/C][C]0.028807[/C][C]0.3457[/C][C]0.365045[/C][/ROW]
[ROW][C]52[/C][C]-0.000811[/C][C]-0.0097[/C][C]0.496127[/C][/ROW]
[ROW][C]53[/C][C]-0.027962[/C][C]-0.3355[/C][C]0.368851[/C][/ROW]
[ROW][C]54[/C][C]-0.052786[/C][C]-0.6334[/C][C]0.263727[/C][/ROW]
[ROW][C]55[/C][C]-0.070825[/C][C]-0.8499[/C][C]0.198395[/C][/ROW]
[ROW][C]56[/C][C]-0.079663[/C][C]-0.956[/C][C]0.170348[/C][/ROW]
[ROW][C]57[/C][C]-0.074831[/C][C]-0.898[/C][C]0.185348[/C][/ROW]
[ROW][C]58[/C][C]-0.063727[/C][C]-0.7647[/C][C]0.222843[/C][/ROW]
[ROW][C]59[/C][C]-0.051386[/C][C]-0.6166[/C][C]0.269227[/C][/ROW]
[ROW][C]60[/C][C]-0.046934[/C][C]-0.5632[/C][C]0.287086[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25650&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25650&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	0.948047	11.3766	0
2	0.875575	10.5069	0
3	0.806681	9.6802	0
4	0.752625	9.0315	0
5	0.71377	8.5652	0
6	0.681734	8.1808	0
7	0.662904	7.9549	0
8	0.65561	7.8673	0
9	0.670948	8.0514	0
10	0.70272	8.4326	0
11	0.74324	8.9189	0
12	0.760395	9.1247	0
13	0.712661	8.5519	0
14	0.646342	7.7561	0
15	0.585923	7.0311	0
16	0.537955	6.4555	0
17	0.499748	5.997	0
18	0.468734	5.6248	0
19	0.449871	5.3984	0
20	0.441629	5.2995	0
21	0.457224	5.4867	0
22	0.482482	5.7898	0
23	0.517127	6.2055	0
24	0.53219	6.3863	0
25	0.493976	5.9277	0
26	0.437721	5.2527	0
27	0.387603	4.6512	4e-06
28	0.348025	4.1763	2.6e-05
29	0.314984	3.7798	0.000115
30	0.288497	3.462	0.000353
31	0.270802	3.2496	0.000719
32	0.26429	3.1715	0.000927
33	0.276799	3.3216	0.000567
34	0.298521	3.5823	0.000233
35	0.325587	3.907	7.2e-05
36	0.337024	4.0443	4.3e-05
37	0.303335	3.64	0.00019
38	0.253977	3.0477	0.001372
39	0.210655	2.5279	0.006277
40	0.172171	2.0661	0.020308
41	0.1384	1.6608	0.049464
42	0.111403	1.3368	0.091692
43	0.090985	1.0918	0.138369
44	0.082172	0.9861	0.162878
45	0.088772	1.0653	0.144269
46	0.10387	1.2464	0.107314
47	0.123931	1.4872	0.069578
48	0.132635	1.5916	0.056832
49	0.103747	1.245	0.107583
50	0.062098	0.7452	0.22869
51	0.028807	0.3457	0.365045
52	-0.000811	-0.0097	0.496127
53	-0.027962	-0.3355	0.368851
54	-0.052786	-0.6334	0.263727
55	-0.070825	-0.8499	0.198395
56	-0.079663	-0.956	0.170348
57	-0.074831	-0.898	0.185348
58	-0.063727	-0.7647	0.222843
59	-0.051386	-0.6166	0.269227
60	-0.046934	-0.5632	0.287086

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.948047	11.3766	0
2	-0.229422	-2.7531	0.003332
3	0.038148	0.4578	0.323903
4	0.093785	1.1254	0.131141
5	0.073607	0.8833	0.189279
6	0.007728	0.0927	0.463123
7	0.125597	1.5072	0.066979
8	0.089951	1.0794	0.141103
9	0.232489	2.7899	0.002994
10	0.166051	1.9926	0.024097
11	0.171274	2.0553	0.020829
12	-0.135431	-1.6252	0.053156
13	-0.539691	-6.4763	0
14	-0.02661	-0.3193	0.374973
15	0.090765	1.0892	0.138947
16	0.024956	0.2995	0.382508
17	0.032516	0.3902	0.348487
18	0.073433	0.8812	0.189841
19	0.048442	0.5813	0.280972
20	-0.045542	-0.5465	0.292784
21	0.045753	0.549	0.291916
22	-0.100179	-1.2021	0.11564
23	0.052435	0.6292	0.265101
24	0.048014	0.5762	0.2827
25	-0.162746	-1.953	0.026382
26	-0.036135	-0.4336	0.332607
27	0.066424	0.7971	0.213357
28	0.006176	0.0741	0.470511
29	0.007537	0.0904	0.464029
30	0.01935	0.2322	0.408354
31	-0.010251	-0.123	0.451132
32	-0.01831	-0.2197	0.413199
33	-0.029001	-0.348	0.364168
34	-0.014805	-0.1777	0.42962
35	-0.047725	-0.5727	0.283872
36	0.046204	0.5544	0.290068
37	-0.066698	-0.8004	0.212407
38	-0.002296	-0.0276	0.489027
39	0.016098	0.1932	0.423546
40	-0.08834	-1.0601	0.145442
41	0.002173	0.0261	0.489614
42	0.016221	0.1947	0.422971
43	-0.038246	-0.4589	0.323482
44	-0.003653	-0.0438	0.482548
45	-0.03637	-0.4364	0.331586
46	-0.005033	-0.0604	0.475961
47	-0.009775	-0.1173	0.453392
48	0.023915	0.287	0.38727
49	-0.053158	-0.6379	0.262277
50	0.009752	0.117	0.4535
51	0.066709	0.8005	0.212368
52	-0.023789	-0.2855	0.387846
53	-0.038694	-0.4643	0.321556
54	-0.050521	-0.6063	0.272651
55	-0.001121	-0.0135	0.494641
56	-0.012469	-0.1496	0.440635
57	-0.021233	-0.2548	0.399623
58	-0.016666	-0.2	0.420884
59	-0.053287	-0.6394	0.261773
60	0.019476	0.2337	0.407771

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948047 & 11.3766 & 0 \tabularnewline
2 & -0.229422 & -2.7531 & 0.003332 \tabularnewline
3 & 0.038148 & 0.4578 & 0.323903 \tabularnewline
4 & 0.093785 & 1.1254 & 0.131141 \tabularnewline
5 & 0.073607 & 0.8833 & 0.189279 \tabularnewline
6 & 0.007728 & 0.0927 & 0.463123 \tabularnewline
7 & 0.125597 & 1.5072 & 0.066979 \tabularnewline
8 & 0.089951 & 1.0794 & 0.141103 \tabularnewline
9 & 0.232489 & 2.7899 & 0.002994 \tabularnewline
10 & 0.166051 & 1.9926 & 0.024097 \tabularnewline
11 & 0.171274 & 2.0553 & 0.020829 \tabularnewline
12 & -0.135431 & -1.6252 & 0.053156 \tabularnewline
13 & -0.539691 & -6.4763 & 0 \tabularnewline
14 & -0.02661 & -0.3193 & 0.374973 \tabularnewline
15 & 0.090765 & 1.0892 & 0.138947 \tabularnewline
16 & 0.024956 & 0.2995 & 0.382508 \tabularnewline
17 & 0.032516 & 0.3902 & 0.348487 \tabularnewline
18 & 0.073433 & 0.8812 & 0.189841 \tabularnewline
19 & 0.048442 & 0.5813 & 0.280972 \tabularnewline
20 & -0.045542 & -0.5465 & 0.292784 \tabularnewline
21 & 0.045753 & 0.549 & 0.291916 \tabularnewline
22 & -0.100179 & -1.2021 & 0.11564 \tabularnewline
23 & 0.052435 & 0.6292 & 0.265101 \tabularnewline
24 & 0.048014 & 0.5762 & 0.2827 \tabularnewline
25 & -0.162746 & -1.953 & 0.026382 \tabularnewline
26 & -0.036135 & -0.4336 & 0.332607 \tabularnewline
27 & 0.066424 & 0.7971 & 0.213357 \tabularnewline
28 & 0.006176 & 0.0741 & 0.470511 \tabularnewline
29 & 0.007537 & 0.0904 & 0.464029 \tabularnewline
30 & 0.01935 & 0.2322 & 0.408354 \tabularnewline
31 & -0.010251 & -0.123 & 0.451132 \tabularnewline
32 & -0.01831 & -0.2197 & 0.413199 \tabularnewline
33 & -0.029001 & -0.348 & 0.364168 \tabularnewline
34 & -0.014805 & -0.1777 & 0.42962 \tabularnewline
35 & -0.047725 & -0.5727 & 0.283872 \tabularnewline
36 & 0.046204 & 0.5544 & 0.290068 \tabularnewline
37 & -0.066698 & -0.8004 & 0.212407 \tabularnewline
38 & -0.002296 & -0.0276 & 0.489027 \tabularnewline
39 & 0.016098 & 0.1932 & 0.423546 \tabularnewline
40 & -0.08834 & -1.0601 & 0.145442 \tabularnewline
41 & 0.002173 & 0.0261 & 0.489614 \tabularnewline
42 & 0.016221 & 0.1947 & 0.422971 \tabularnewline
43 & -0.038246 & -0.4589 & 0.323482 \tabularnewline
44 & -0.003653 & -0.0438 & 0.482548 \tabularnewline
45 & -0.03637 & -0.4364 & 0.331586 \tabularnewline
46 & -0.005033 & -0.0604 & 0.475961 \tabularnewline
47 & -0.009775 & -0.1173 & 0.453392 \tabularnewline
48 & 0.023915 & 0.287 & 0.38727 \tabularnewline
49 & -0.053158 & -0.6379 & 0.262277 \tabularnewline
50 & 0.009752 & 0.117 & 0.4535 \tabularnewline
51 & 0.066709 & 0.8005 & 0.212368 \tabularnewline
52 & -0.023789 & -0.2855 & 0.387846 \tabularnewline
53 & -0.038694 & -0.4643 & 0.321556 \tabularnewline
54 & -0.050521 & -0.6063 & 0.272651 \tabularnewline
55 & -0.001121 & -0.0135 & 0.494641 \tabularnewline
56 & -0.012469 & -0.1496 & 0.440635 \tabularnewline
57 & -0.021233 & -0.2548 & 0.399623 \tabularnewline
58 & -0.016666 & -0.2 & 0.420884 \tabularnewline
59 & -0.053287 & -0.6394 & 0.261773 \tabularnewline
60 & 0.019476 & 0.2337 & 0.407771 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25650&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]0.948047[/C][C]11.3766[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.229422[/C][C]-2.7531[/C][C]0.003332[/C][/ROW]
[ROW][C]3[/C][C]0.038148[/C][C]0.4578[/C][C]0.323903[/C][/ROW]
[ROW][C]4[/C][C]0.093785[/C][C]1.1254[/C][C]0.131141[/C][/ROW]
[ROW][C]5[/C][C]0.073607[/C][C]0.8833[/C][C]0.189279[/C][/ROW]
[ROW][C]6[/C][C]0.007728[/C][C]0.0927[/C][C]0.463123[/C][/ROW]
[ROW][C]7[/C][C]0.125597[/C][C]1.5072[/C][C]0.066979[/C][/ROW]
[ROW][C]8[/C][C]0.089951[/C][C]1.0794[/C][C]0.141103[/C][/ROW]
[ROW][C]9[/C][C]0.232489[/C][C]2.7899[/C][C]0.002994[/C][/ROW]
[ROW][C]10[/C][C]0.166051[/C][C]1.9926[/C][C]0.024097[/C][/ROW]
[ROW][C]11[/C][C]0.171274[/C][C]2.0553[/C][C]0.020829[/C][/ROW]
[ROW][C]12[/C][C]-0.135431[/C][C]-1.6252[/C][C]0.053156[/C][/ROW]
[ROW][C]13[/C][C]-0.539691[/C][C]-6.4763[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.02661[/C][C]-0.3193[/C][C]0.374973[/C][/ROW]
[ROW][C]15[/C][C]0.090765[/C][C]1.0892[/C][C]0.138947[/C][/ROW]
[ROW][C]16[/C][C]0.024956[/C][C]0.2995[/C][C]0.382508[/C][/ROW]
[ROW][C]17[/C][C]0.032516[/C][C]0.3902[/C][C]0.348487[/C][/ROW]
[ROW][C]18[/C][C]0.073433[/C][C]0.8812[/C][C]0.189841[/C][/ROW]
[ROW][C]19[/C][C]0.048442[/C][C]0.5813[/C][C]0.280972[/C][/ROW]
[ROW][C]20[/C][C]-0.045542[/C][C]-0.5465[/C][C]0.292784[/C][/ROW]
[ROW][C]21[/C][C]0.045753[/C][C]0.549[/C][C]0.291916[/C][/ROW]
[ROW][C]22[/C][C]-0.100179[/C][C]-1.2021[/C][C]0.11564[/C][/ROW]
[ROW][C]23[/C][C]0.052435[/C][C]0.6292[/C][C]0.265101[/C][/ROW]
[ROW][C]24[/C][C]0.048014[/C][C]0.5762[/C][C]0.2827[/C][/ROW]
[ROW][C]25[/C][C]-0.162746[/C][C]-1.953[/C][C]0.026382[/C][/ROW]
[ROW][C]26[/C][C]-0.036135[/C][C]-0.4336[/C][C]0.332607[/C][/ROW]
[ROW][C]27[/C][C]0.066424[/C][C]0.7971[/C][C]0.213357[/C][/ROW]
[ROW][C]28[/C][C]0.006176[/C][C]0.0741[/C][C]0.470511[/C][/ROW]
[ROW][C]29[/C][C]0.007537[/C][C]0.0904[/C][C]0.464029[/C][/ROW]
[ROW][C]30[/C][C]0.01935[/C][C]0.2322[/C][C]0.408354[/C][/ROW]
[ROW][C]31[/C][C]-0.010251[/C][C]-0.123[/C][C]0.451132[/C][/ROW]
[ROW][C]32[/C][C]-0.01831[/C][C]-0.2197[/C][C]0.413199[/C][/ROW]
[ROW][C]33[/C][C]-0.029001[/C][C]-0.348[/C][C]0.364168[/C][/ROW]
[ROW][C]34[/C][C]-0.014805[/C][C]-0.1777[/C][C]0.42962[/C][/ROW]
[ROW][C]35[/C][C]-0.047725[/C][C]-0.5727[/C][C]0.283872[/C][/ROW]
[ROW][C]36[/C][C]0.046204[/C][C]0.5544[/C][C]0.290068[/C][/ROW]
[ROW][C]37[/C][C]-0.066698[/C][C]-0.8004[/C][C]0.212407[/C][/ROW]
[ROW][C]38[/C][C]-0.002296[/C][C]-0.0276[/C][C]0.489027[/C][/ROW]
[ROW][C]39[/C][C]0.016098[/C][C]0.1932[/C][C]0.423546[/C][/ROW]
[ROW][C]40[/C][C]-0.08834[/C][C]-1.0601[/C][C]0.145442[/C][/ROW]
[ROW][C]41[/C][C]0.002173[/C][C]0.0261[/C][C]0.489614[/C][/ROW]
[ROW][C]42[/C][C]0.016221[/C][C]0.1947[/C][C]0.422971[/C][/ROW]
[ROW][C]43[/C][C]-0.038246[/C][C]-0.4589[/C][C]0.323482[/C][/ROW]
[ROW][C]44[/C][C]-0.003653[/C][C]-0.0438[/C][C]0.482548[/C][/ROW]
[ROW][C]45[/C][C]-0.03637[/C][C]-0.4364[/C][C]0.331586[/C][/ROW]
[ROW][C]46[/C][C]-0.005033[/C][C]-0.0604[/C][C]0.475961[/C][/ROW]
[ROW][C]47[/C][C]-0.009775[/C][C]-0.1173[/C][C]0.453392[/C][/ROW]
[ROW][C]48[/C][C]0.023915[/C][C]0.287[/C][C]0.38727[/C][/ROW]
[ROW][C]49[/C][C]-0.053158[/C][C]-0.6379[/C][C]0.262277[/C][/ROW]
[ROW][C]50[/C][C]0.009752[/C][C]0.117[/C][C]0.4535[/C][/ROW]
[ROW][C]51[/C][C]0.066709[/C][C]0.8005[/C][C]0.212368[/C][/ROW]
[ROW][C]52[/C][C]-0.023789[/C][C]-0.2855[/C][C]0.387846[/C][/ROW]
[ROW][C]53[/C][C]-0.038694[/C][C]-0.4643[/C][C]0.321556[/C][/ROW]
[ROW][C]54[/C][C]-0.050521[/C][C]-0.6063[/C][C]0.272651[/C][/ROW]
[ROW][C]55[/C][C]-0.001121[/C][C]-0.0135[/C][C]0.494641[/C][/ROW]
[ROW][C]56[/C][C]-0.012469[/C][C]-0.1496[/C][C]0.440635[/C][/ROW]
[ROW][C]57[/C][C]-0.021233[/C][C]-0.2548[/C][C]0.399623[/C][/ROW]
[ROW][C]58[/C][C]-0.016666[/C][C]-0.2[/C][C]0.420884[/C][/ROW]
[ROW][C]59[/C][C]-0.053287[/C][C]-0.6394[/C][C]0.261773[/C][/ROW]
[ROW][C]60[/C][C]0.019476[/C][C]0.2337[/C][C]0.407771[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25650&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25650&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	0.948047	11.3766	0
2	-0.229422	-2.7531	0.003332
3	0.038148	0.4578	0.323903
4	0.093785	1.1254	0.131141
5	0.073607	0.8833	0.189279
6	0.007728	0.0927	0.463123
7	0.125597	1.5072	0.066979
8	0.089951	1.0794	0.141103
9	0.232489	2.7899	0.002994
10	0.166051	1.9926	0.024097
11	0.171274	2.0553	0.020829
12	-0.135431	-1.6252	0.053156
13	-0.539691	-6.4763	0
14	-0.02661	-0.3193	0.374973
15	0.090765	1.0892	0.138947
16	0.024956	0.2995	0.382508
17	0.032516	0.3902	0.348487
18	0.073433	0.8812	0.189841
19	0.048442	0.5813	0.280972
20	-0.045542	-0.5465	0.292784
21	0.045753	0.549	0.291916
22	-0.100179	-1.2021	0.11564
23	0.052435	0.6292	0.265101
24	0.048014	0.5762	0.2827
25	-0.162746	-1.953	0.026382
26	-0.036135	-0.4336	0.332607
27	0.066424	0.7971	0.213357
28	0.006176	0.0741	0.470511
29	0.007537	0.0904	0.464029
30	0.01935	0.2322	0.408354
31	-0.010251	-0.123	0.451132
32	-0.01831	-0.2197	0.413199
33	-0.029001	-0.348	0.364168
34	-0.014805	-0.1777	0.42962
35	-0.047725	-0.5727	0.283872
36	0.046204	0.5544	0.290068
37	-0.066698	-0.8004	0.212407
38	-0.002296	-0.0276	0.489027
39	0.016098	0.1932	0.423546
40	-0.08834	-1.0601	0.145442
41	0.002173	0.0261	0.489614
42	0.016221	0.1947	0.422971
43	-0.038246	-0.4589	0.323482
44	-0.003653	-0.0438	0.482548
45	-0.03637	-0.4364	0.331586
46	-0.005033	-0.0604	0.475961
47	-0.009775	-0.1173	0.453392
48	0.023915	0.287	0.38727
49	-0.053158	-0.6379	0.262277
50	0.009752	0.117	0.4535
51	0.066709	0.8005	0.212368
52	-0.023789	-0.2855	0.387846
53	-0.038694	-0.4643	0.321556
54	-0.050521	-0.6063	0.272651
55	-0.001121	-0.0135	0.494641
56	-0.012469	-0.1496	0.440635
57	-0.021233	-0.2548	0.399623
58	-0.016666	-0.2	0.420884
59	-0.053287	-0.6394	0.261773
60	0.019476	0.2337	0.407771

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