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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 13:48:28 -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/08/t122876956726xiepth8ozim3f.htm/, Retrieved Sun, 07 Dec 2025 18:33:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31006, Retrieved Sun, 07 Dec 2025 18:33:52 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

378

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

F     [Univariate Data Series] [blog 1e tijdreeks...] [2008-10-13 19:23:31] [7173087adebe3e3a714c80ea2417b3eb]
-   PD  [Univariate Data Series] [tijdreeksen opnie...] [2008-10-19 17:13:12] [7173087adebe3e3a714c80ea2417b3eb]
-   PD    [Univariate Data Series] [tijdreeksen opnie...] [2008-10-19 18:55:20] [7173087adebe3e3a714c80ea2417b3eb]
- RM        [Central Tendency] [central tendency ...] [2008-10-19 19:10:37] [7173087adebe3e3a714c80ea2417b3eb]
- RMP           [(Partial) Autocorrelation Function] [ACF step 2 own da...] [2008-12-08 20:48:28] [95d95b0e883740fcbc85e18ec42dcafb] [Current]
-   PD            [(Partial) Autocorrelation Function] [] [2008-12-22 08:38:52] [82d1081ec88d38a0607f8d504e46982e] 
- RMP             [Spectral Analysis] [spectral analysis...] [2008-12-22 11:28:58] [7173087adebe3e3a714c80ea2417b3eb] 

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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	'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=31006&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=31006&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31006&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	0.337026	2.6106	0.005699
2	0.325203	2.519	0.007226
3	0.494195	3.828	0.000155
4	0.269518	2.0877	0.02054
5	0.24734	1.9159	0.030074
6	0.205013	1.588	0.058768
7	0.185394	1.4361	0.07809
8	0.145136	1.1242	0.132699
9	0.302035	2.3396	0.011327
10	0.097637	0.7563	0.226216
11	0.014189	0.1099	0.456426
12	0.248919	1.9281	0.029288
13	-0.046167	-0.3576	0.360946
14	0.041745	0.3234	0.373775
15	0.06149	0.4763	0.317796
16	-0.152912	-1.1845	0.120452
17	-0.03661	-0.2836	0.388853
18	-0.144353	-1.1182	0.13398
19	-0.113255	-0.8773	0.19192
20	-0.231567	-1.7937	0.03895
21	-0.067145	-0.5201	0.302454
22	-0.155887	-1.2075	0.11599
23	-0.218498	-1.6925	0.047871
24	-0.079249	-0.6139	0.270815
25	-0.260629	-2.0188	0.023991
26	-0.208429	-1.6145	0.055835
27	-0.246484	-1.9093	0.030507
28	-0.241589	-1.8713	0.033088
29	-0.169542	-1.3133	0.097047
30	-0.226058	-1.751	0.042525
31	-0.239849	-1.8579	0.034048
32	-0.21692	-1.6803	0.049053
33	-0.110513	-0.856	0.197694
34	-0.222108	-1.7204	0.045253
35	-0.227078	-1.7589	0.041843
36	0.007159	0.0555	0.477979
37	-0.128543	-0.9957	0.1617
38	-0.072312	-0.5601	0.28874
39	-0.05381	-0.4168	0.339154
40	-0.008857	-0.0686	0.472767
41	-0.007498	-0.0581	0.47694
42	-0.031104	-0.2409	0.405215
43	0.010613	0.0822	0.467377
44	-0.034632	-0.2683	0.394709
45	0.052417	0.406	0.343087
46	0.034802	0.2696	0.394206
47	-0.006801	-0.0527	0.479079
48	0.041526	0.3217	0.374413
49	0.034532	0.2675	0.395008
50	0.051308	0.3974	0.34623
51	0.040008	0.3099	0.378854
52	0.031332	0.2427	0.404533
53	0.02299	0.1781	0.429629
54	0.039467	0.3057	0.380442
55	0.057782	0.4476	0.328034
56	-0.018904	-0.1464	0.442035
57	0.034598	0.268	0.394811
58	0.037832	0.293	0.385249
59	0.006093	0.0472	0.481257
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.337026 & 2.6106 & 0.005699 \tabularnewline
2 & 0.325203 & 2.519 & 0.007226 \tabularnewline
3 & 0.494195 & 3.828 & 0.000155 \tabularnewline
4 & 0.269518 & 2.0877 & 0.02054 \tabularnewline
5 & 0.24734 & 1.9159 & 0.030074 \tabularnewline
6 & 0.205013 & 1.588 & 0.058768 \tabularnewline
7 & 0.185394 & 1.4361 & 0.07809 \tabularnewline
8 & 0.145136 & 1.1242 & 0.132699 \tabularnewline
9 & 0.302035 & 2.3396 & 0.011327 \tabularnewline
10 & 0.097637 & 0.7563 & 0.226216 \tabularnewline
11 & 0.014189 & 0.1099 & 0.456426 \tabularnewline
12 & 0.248919 & 1.9281 & 0.029288 \tabularnewline
13 & -0.046167 & -0.3576 & 0.360946 \tabularnewline
14 & 0.041745 & 0.3234 & 0.373775 \tabularnewline
15 & 0.06149 & 0.4763 & 0.317796 \tabularnewline
16 & -0.152912 & -1.1845 & 0.120452 \tabularnewline
17 & -0.03661 & -0.2836 & 0.388853 \tabularnewline
18 & -0.144353 & -1.1182 & 0.13398 \tabularnewline
19 & -0.113255 & -0.8773 & 0.19192 \tabularnewline
20 & -0.231567 & -1.7937 & 0.03895 \tabularnewline
21 & -0.067145 & -0.5201 & 0.302454 \tabularnewline
22 & -0.155887 & -1.2075 & 0.11599 \tabularnewline
23 & -0.218498 & -1.6925 & 0.047871 \tabularnewline
24 & -0.079249 & -0.6139 & 0.270815 \tabularnewline
25 & -0.260629 & -2.0188 & 0.023991 \tabularnewline
26 & -0.208429 & -1.6145 & 0.055835 \tabularnewline
27 & -0.246484 & -1.9093 & 0.030507 \tabularnewline
28 & -0.241589 & -1.8713 & 0.033088 \tabularnewline
29 & -0.169542 & -1.3133 & 0.097047 \tabularnewline
30 & -0.226058 & -1.751 & 0.042525 \tabularnewline
31 & -0.239849 & -1.8579 & 0.034048 \tabularnewline
32 & -0.21692 & -1.6803 & 0.049053 \tabularnewline
33 & -0.110513 & -0.856 & 0.197694 \tabularnewline
34 & -0.222108 & -1.7204 & 0.045253 \tabularnewline
35 & -0.227078 & -1.7589 & 0.041843 \tabularnewline
36 & 0.007159 & 0.0555 & 0.477979 \tabularnewline
37 & -0.128543 & -0.9957 & 0.1617 \tabularnewline
38 & -0.072312 & -0.5601 & 0.28874 \tabularnewline
39 & -0.05381 & -0.4168 & 0.339154 \tabularnewline
40 & -0.008857 & -0.0686 & 0.472767 \tabularnewline
41 & -0.007498 & -0.0581 & 0.47694 \tabularnewline
42 & -0.031104 & -0.2409 & 0.405215 \tabularnewline
43 & 0.010613 & 0.0822 & 0.467377 \tabularnewline
44 & -0.034632 & -0.2683 & 0.394709 \tabularnewline
45 & 0.052417 & 0.406 & 0.343087 \tabularnewline
46 & 0.034802 & 0.2696 & 0.394206 \tabularnewline
47 & -0.006801 & -0.0527 & 0.479079 \tabularnewline
48 & 0.041526 & 0.3217 & 0.374413 \tabularnewline
49 & 0.034532 & 0.2675 & 0.395008 \tabularnewline
50 & 0.051308 & 0.3974 & 0.34623 \tabularnewline
51 & 0.040008 & 0.3099 & 0.378854 \tabularnewline
52 & 0.031332 & 0.2427 & 0.404533 \tabularnewline
53 & 0.02299 & 0.1781 & 0.429629 \tabularnewline
54 & 0.039467 & 0.3057 & 0.380442 \tabularnewline
55 & 0.057782 & 0.4476 & 0.328034 \tabularnewline
56 & -0.018904 & -0.1464 & 0.442035 \tabularnewline
57 & 0.034598 & 0.268 & 0.394811 \tabularnewline
58 & 0.037832 & 0.293 & 0.385249 \tabularnewline
59 & 0.006093 & 0.0472 & 0.481257 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31006&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]0.337026[/C][C]2.6106[/C][C]0.005699[/C][/ROW]
[ROW][C]2[/C][C]0.325203[/C][C]2.519[/C][C]0.007226[/C][/ROW]
[ROW][C]3[/C][C]0.494195[/C][C]3.828[/C][C]0.000155[/C][/ROW]
[ROW][C]4[/C][C]0.269518[/C][C]2.0877[/C][C]0.02054[/C][/ROW]
[ROW][C]5[/C][C]0.24734[/C][C]1.9159[/C][C]0.030074[/C][/ROW]
[ROW][C]6[/C][C]0.205013[/C][C]1.588[/C][C]0.058768[/C][/ROW]
[ROW][C]7[/C][C]0.185394[/C][C]1.4361[/C][C]0.07809[/C][/ROW]
[ROW][C]8[/C][C]0.145136[/C][C]1.1242[/C][C]0.132699[/C][/ROW]
[ROW][C]9[/C][C]0.302035[/C][C]2.3396[/C][C]0.011327[/C][/ROW]
[ROW][C]10[/C][C]0.097637[/C][C]0.7563[/C][C]0.226216[/C][/ROW]
[ROW][C]11[/C][C]0.014189[/C][C]0.1099[/C][C]0.456426[/C][/ROW]
[ROW][C]12[/C][C]0.248919[/C][C]1.9281[/C][C]0.029288[/C][/ROW]
[ROW][C]13[/C][C]-0.046167[/C][C]-0.3576[/C][C]0.360946[/C][/ROW]
[ROW][C]14[/C][C]0.041745[/C][C]0.3234[/C][C]0.373775[/C][/ROW]
[ROW][C]15[/C][C]0.06149[/C][C]0.4763[/C][C]0.317796[/C][/ROW]
[ROW][C]16[/C][C]-0.152912[/C][C]-1.1845[/C][C]0.120452[/C][/ROW]
[ROW][C]17[/C][C]-0.03661[/C][C]-0.2836[/C][C]0.388853[/C][/ROW]
[ROW][C]18[/C][C]-0.144353[/C][C]-1.1182[/C][C]0.13398[/C][/ROW]
[ROW][C]19[/C][C]-0.113255[/C][C]-0.8773[/C][C]0.19192[/C][/ROW]
[ROW][C]20[/C][C]-0.231567[/C][C]-1.7937[/C][C]0.03895[/C][/ROW]
[ROW][C]21[/C][C]-0.067145[/C][C]-0.5201[/C][C]0.302454[/C][/ROW]
[ROW][C]22[/C][C]-0.155887[/C][C]-1.2075[/C][C]0.11599[/C][/ROW]
[ROW][C]23[/C][C]-0.218498[/C][C]-1.6925[/C][C]0.047871[/C][/ROW]
[ROW][C]24[/C][C]-0.079249[/C][C]-0.6139[/C][C]0.270815[/C][/ROW]
[ROW][C]25[/C][C]-0.260629[/C][C]-2.0188[/C][C]0.023991[/C][/ROW]
[ROW][C]26[/C][C]-0.208429[/C][C]-1.6145[/C][C]0.055835[/C][/ROW]
[ROW][C]27[/C][C]-0.246484[/C][C]-1.9093[/C][C]0.030507[/C][/ROW]
[ROW][C]28[/C][C]-0.241589[/C][C]-1.8713[/C][C]0.033088[/C][/ROW]
[ROW][C]29[/C][C]-0.169542[/C][C]-1.3133[/C][C]0.097047[/C][/ROW]
[ROW][C]30[/C][C]-0.226058[/C][C]-1.751[/C][C]0.042525[/C][/ROW]
[ROW][C]31[/C][C]-0.239849[/C][C]-1.8579[/C][C]0.034048[/C][/ROW]
[ROW][C]32[/C][C]-0.21692[/C][C]-1.6803[/C][C]0.049053[/C][/ROW]
[ROW][C]33[/C][C]-0.110513[/C][C]-0.856[/C][C]0.197694[/C][/ROW]
[ROW][C]34[/C][C]-0.222108[/C][C]-1.7204[/C][C]0.045253[/C][/ROW]
[ROW][C]35[/C][C]-0.227078[/C][C]-1.7589[/C][C]0.041843[/C][/ROW]
[ROW][C]36[/C][C]0.007159[/C][C]0.0555[/C][C]0.477979[/C][/ROW]
[ROW][C]37[/C][C]-0.128543[/C][C]-0.9957[/C][C]0.1617[/C][/ROW]
[ROW][C]38[/C][C]-0.072312[/C][C]-0.5601[/C][C]0.28874[/C][/ROW]
[ROW][C]39[/C][C]-0.05381[/C][C]-0.4168[/C][C]0.339154[/C][/ROW]
[ROW][C]40[/C][C]-0.008857[/C][C]-0.0686[/C][C]0.472767[/C][/ROW]
[ROW][C]41[/C][C]-0.007498[/C][C]-0.0581[/C][C]0.47694[/C][/ROW]
[ROW][C]42[/C][C]-0.031104[/C][C]-0.2409[/C][C]0.405215[/C][/ROW]
[ROW][C]43[/C][C]0.010613[/C][C]0.0822[/C][C]0.467377[/C][/ROW]
[ROW][C]44[/C][C]-0.034632[/C][C]-0.2683[/C][C]0.394709[/C][/ROW]
[ROW][C]45[/C][C]0.052417[/C][C]0.406[/C][C]0.343087[/C][/ROW]
[ROW][C]46[/C][C]0.034802[/C][C]0.2696[/C][C]0.394206[/C][/ROW]
[ROW][C]47[/C][C]-0.006801[/C][C]-0.0527[/C][C]0.479079[/C][/ROW]
[ROW][C]48[/C][C]0.041526[/C][C]0.3217[/C][C]0.374413[/C][/ROW]
[ROW][C]49[/C][C]0.034532[/C][C]0.2675[/C][C]0.395008[/C][/ROW]
[ROW][C]50[/C][C]0.051308[/C][C]0.3974[/C][C]0.34623[/C][/ROW]
[ROW][C]51[/C][C]0.040008[/C][C]0.3099[/C][C]0.378854[/C][/ROW]
[ROW][C]52[/C][C]0.031332[/C][C]0.2427[/C][C]0.404533[/C][/ROW]
[ROW][C]53[/C][C]0.02299[/C][C]0.1781[/C][C]0.429629[/C][/ROW]
[ROW][C]54[/C][C]0.039467[/C][C]0.3057[/C][C]0.380442[/C][/ROW]
[ROW][C]55[/C][C]0.057782[/C][C]0.4476[/C][C]0.328034[/C][/ROW]
[ROW][C]56[/C][C]-0.018904[/C][C]-0.1464[/C][C]0.442035[/C][/ROW]
[ROW][C]57[/C][C]0.034598[/C][C]0.268[/C][C]0.394811[/C][/ROW]
[ROW][C]58[/C][C]0.037832[/C][C]0.293[/C][C]0.385249[/C][/ROW]
[ROW][C]59[/C][C]0.006093[/C][C]0.0472[/C][C]0.481257[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31006&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31006&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	0.337026	2.6106	0.005699
2	0.325203	2.519	0.007226
3	0.494195	3.828	0.000155
4	0.269518	2.0877	0.02054
5	0.24734	1.9159	0.030074
6	0.205013	1.588	0.058768
7	0.185394	1.4361	0.07809
8	0.145136	1.1242	0.132699
9	0.302035	2.3396	0.011327
10	0.097637	0.7563	0.226216
11	0.014189	0.1099	0.456426
12	0.248919	1.9281	0.029288
13	-0.046167	-0.3576	0.360946
14	0.041745	0.3234	0.373775
15	0.06149	0.4763	0.317796
16	-0.152912	-1.1845	0.120452
17	-0.03661	-0.2836	0.388853
18	-0.144353	-1.1182	0.13398
19	-0.113255	-0.8773	0.19192
20	-0.231567	-1.7937	0.03895
21	-0.067145	-0.5201	0.302454
22	-0.155887	-1.2075	0.11599
23	-0.218498	-1.6925	0.047871
24	-0.079249	-0.6139	0.270815
25	-0.260629	-2.0188	0.023991
26	-0.208429	-1.6145	0.055835
27	-0.246484	-1.9093	0.030507
28	-0.241589	-1.8713	0.033088
29	-0.169542	-1.3133	0.097047
30	-0.226058	-1.751	0.042525
31	-0.239849	-1.8579	0.034048
32	-0.21692	-1.6803	0.049053
33	-0.110513	-0.856	0.197694
34	-0.222108	-1.7204	0.045253
35	-0.227078	-1.7589	0.041843
36	0.007159	0.0555	0.477979
37	-0.128543	-0.9957	0.1617
38	-0.072312	-0.5601	0.28874
39	-0.05381	-0.4168	0.339154
40	-0.008857	-0.0686	0.472767
41	-0.007498	-0.0581	0.47694
42	-0.031104	-0.2409	0.405215
43	0.010613	0.0822	0.467377
44	-0.034632	-0.2683	0.394709
45	0.052417	0.406	0.343087
46	0.034802	0.2696	0.394206
47	-0.006801	-0.0527	0.479079
48	0.041526	0.3217	0.374413
49	0.034532	0.2675	0.395008
50	0.051308	0.3974	0.34623
51	0.040008	0.3099	0.378854
52	0.031332	0.2427	0.404533
53	0.02299	0.1781	0.429629
54	0.039467	0.3057	0.380442
55	0.057782	0.4476	0.328034
56	-0.018904	-0.1464	0.442035
57	0.034598	0.268	0.394811
58	0.037832	0.293	0.385249
59	0.006093	0.0472	0.481257
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.337026	2.6106	0.005699
2	0.238733	1.8492	0.034677
3	0.395146	3.0608	0.00165
4	0.016306	0.1263	0.449956
5	0.007717	0.0598	0.476266
6	-0.099351	-0.7696	0.222288
7	0.023334	0.1807	0.428588
8	-0.010082	-0.0781	0.469006
9	0.287736	2.2288	0.014792
10	-0.114358	-0.8858	0.189627
11	-0.165377	-1.281	0.102561
12	0.075036	0.5812	0.281634
13	-0.178378	-1.3817	0.086092
14	0.104721	0.8112	0.210238
15	-0.021549	-0.1669	0.433999
16	-0.190241	-1.4736	0.072908
17	-0.03998	-0.3097	0.378937
18	-0.206694	-1.601	0.05731
19	0.117349	0.909	0.183498
20	-0.115562	-0.8951	0.187145
21	0.145067	1.1237	0.132812
22	-0.063608	-0.4927	0.312008
23	-0.057302	-0.4439	0.329371
24	-0.078523	-0.6082	0.272664
25	-0.02126	-0.1647	0.434875
26	-0.094589	-0.7327	0.233301
27	-0.070917	-0.5493	0.292413
28	0.055133	0.4271	0.335433
29	0.0405	0.3137	0.377414
30	0.026322	0.2039	0.419566
31	-0.218223	-1.6903	0.048076
32	0.03033	0.2349	0.407529
33	0.012857	0.0996	0.460501
34	-0.012135	-0.094	0.462713
35	0.034227	0.2651	0.395912
36	0.110641	0.857	0.197421
37	0.027655	0.2142	0.415554
38	-0.094991	-0.7358	0.23236
39	0.003074	0.0238	0.490542
40	0.102525	0.7942	0.215118
41	0.02336	0.1809	0.42851
42	-0.051313	-0.3975	0.346217
43	-0.046087	-0.357	0.361177
44	-0.092811	-0.7189	0.237493
45	-0.082814	-0.6415	0.261829
46	0.133203	1.0318	0.153157
47	-0.04764	-0.369	0.356705
48	-0.025088	-0.1943	0.423286
49	-0.07449	-0.577	0.283051
50	-0.055032	-0.4263	0.335717
51	-0.02873	-0.2225	0.412325
52	-0.019625	-0.152	0.439844
53	-0.0123	-0.0953	0.462205
54	0.011852	0.0918	0.463581
55	-0.037226	-0.2883	0.387037
56	0.047705	0.3695	0.35652
57	-0.061428	-0.4758	0.317967
58	-0.057665	-0.4467	0.32836
59	0.005354	0.0415	0.483529
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.337026 & 2.6106 & 0.005699 \tabularnewline
2 & 0.238733 & 1.8492 & 0.034677 \tabularnewline
3 & 0.395146 & 3.0608 & 0.00165 \tabularnewline
4 & 0.016306 & 0.1263 & 0.449956 \tabularnewline
5 & 0.007717 & 0.0598 & 0.476266 \tabularnewline
6 & -0.099351 & -0.7696 & 0.222288 \tabularnewline
7 & 0.023334 & 0.1807 & 0.428588 \tabularnewline
8 & -0.010082 & -0.0781 & 0.469006 \tabularnewline
9 & 0.287736 & 2.2288 & 0.014792 \tabularnewline
10 & -0.114358 & -0.8858 & 0.189627 \tabularnewline
11 & -0.165377 & -1.281 & 0.102561 \tabularnewline
12 & 0.075036 & 0.5812 & 0.281634 \tabularnewline
13 & -0.178378 & -1.3817 & 0.086092 \tabularnewline
14 & 0.104721 & 0.8112 & 0.210238 \tabularnewline
15 & -0.021549 & -0.1669 & 0.433999 \tabularnewline
16 & -0.190241 & -1.4736 & 0.072908 \tabularnewline
17 & -0.03998 & -0.3097 & 0.378937 \tabularnewline
18 & -0.206694 & -1.601 & 0.05731 \tabularnewline
19 & 0.117349 & 0.909 & 0.183498 \tabularnewline
20 & -0.115562 & -0.8951 & 0.187145 \tabularnewline
21 & 0.145067 & 1.1237 & 0.132812 \tabularnewline
22 & -0.063608 & -0.4927 & 0.312008 \tabularnewline
23 & -0.057302 & -0.4439 & 0.329371 \tabularnewline
24 & -0.078523 & -0.6082 & 0.272664 \tabularnewline
25 & -0.02126 & -0.1647 & 0.434875 \tabularnewline
26 & -0.094589 & -0.7327 & 0.233301 \tabularnewline
27 & -0.070917 & -0.5493 & 0.292413 \tabularnewline
28 & 0.055133 & 0.4271 & 0.335433 \tabularnewline
29 & 0.0405 & 0.3137 & 0.377414 \tabularnewline
30 & 0.026322 & 0.2039 & 0.419566 \tabularnewline
31 & -0.218223 & -1.6903 & 0.048076 \tabularnewline
32 & 0.03033 & 0.2349 & 0.407529 \tabularnewline
33 & 0.012857 & 0.0996 & 0.460501 \tabularnewline
34 & -0.012135 & -0.094 & 0.462713 \tabularnewline
35 & 0.034227 & 0.2651 & 0.395912 \tabularnewline
36 & 0.110641 & 0.857 & 0.197421 \tabularnewline
37 & 0.027655 & 0.2142 & 0.415554 \tabularnewline
38 & -0.094991 & -0.7358 & 0.23236 \tabularnewline
39 & 0.003074 & 0.0238 & 0.490542 \tabularnewline
40 & 0.102525 & 0.7942 & 0.215118 \tabularnewline
41 & 0.02336 & 0.1809 & 0.42851 \tabularnewline
42 & -0.051313 & -0.3975 & 0.346217 \tabularnewline
43 & -0.046087 & -0.357 & 0.361177 \tabularnewline
44 & -0.092811 & -0.7189 & 0.237493 \tabularnewline
45 & -0.082814 & -0.6415 & 0.261829 \tabularnewline
46 & 0.133203 & 1.0318 & 0.153157 \tabularnewline
47 & -0.04764 & -0.369 & 0.356705 \tabularnewline
48 & -0.025088 & -0.1943 & 0.423286 \tabularnewline
49 & -0.07449 & -0.577 & 0.283051 \tabularnewline
50 & -0.055032 & -0.4263 & 0.335717 \tabularnewline
51 & -0.02873 & -0.2225 & 0.412325 \tabularnewline
52 & -0.019625 & -0.152 & 0.439844 \tabularnewline
53 & -0.0123 & -0.0953 & 0.462205 \tabularnewline
54 & 0.011852 & 0.0918 & 0.463581 \tabularnewline
55 & -0.037226 & -0.2883 & 0.387037 \tabularnewline
56 & 0.047705 & 0.3695 & 0.35652 \tabularnewline
57 & -0.061428 & -0.4758 & 0.317967 \tabularnewline
58 & -0.057665 & -0.4467 & 0.32836 \tabularnewline
59 & 0.005354 & 0.0415 & 0.483529 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31006&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]0.337026[/C][C]2.6106[/C][C]0.005699[/C][/ROW]
[ROW][C]2[/C][C]0.238733[/C][C]1.8492[/C][C]0.034677[/C][/ROW]
[ROW][C]3[/C][C]0.395146[/C][C]3.0608[/C][C]0.00165[/C][/ROW]
[ROW][C]4[/C][C]0.016306[/C][C]0.1263[/C][C]0.449956[/C][/ROW]
[ROW][C]5[/C][C]0.007717[/C][C]0.0598[/C][C]0.476266[/C][/ROW]
[ROW][C]6[/C][C]-0.099351[/C][C]-0.7696[/C][C]0.222288[/C][/ROW]
[ROW][C]7[/C][C]0.023334[/C][C]0.1807[/C][C]0.428588[/C][/ROW]
[ROW][C]8[/C][C]-0.010082[/C][C]-0.0781[/C][C]0.469006[/C][/ROW]
[ROW][C]9[/C][C]0.287736[/C][C]2.2288[/C][C]0.014792[/C][/ROW]
[ROW][C]10[/C][C]-0.114358[/C][C]-0.8858[/C][C]0.189627[/C][/ROW]
[ROW][C]11[/C][C]-0.165377[/C][C]-1.281[/C][C]0.102561[/C][/ROW]
[ROW][C]12[/C][C]0.075036[/C][C]0.5812[/C][C]0.281634[/C][/ROW]
[ROW][C]13[/C][C]-0.178378[/C][C]-1.3817[/C][C]0.086092[/C][/ROW]
[ROW][C]14[/C][C]0.104721[/C][C]0.8112[/C][C]0.210238[/C][/ROW]
[ROW][C]15[/C][C]-0.021549[/C][C]-0.1669[/C][C]0.433999[/C][/ROW]
[ROW][C]16[/C][C]-0.190241[/C][C]-1.4736[/C][C]0.072908[/C][/ROW]
[ROW][C]17[/C][C]-0.03998[/C][C]-0.3097[/C][C]0.378937[/C][/ROW]
[ROW][C]18[/C][C]-0.206694[/C][C]-1.601[/C][C]0.05731[/C][/ROW]
[ROW][C]19[/C][C]0.117349[/C][C]0.909[/C][C]0.183498[/C][/ROW]
[ROW][C]20[/C][C]-0.115562[/C][C]-0.8951[/C][C]0.187145[/C][/ROW]
[ROW][C]21[/C][C]0.145067[/C][C]1.1237[/C][C]0.132812[/C][/ROW]
[ROW][C]22[/C][C]-0.063608[/C][C]-0.4927[/C][C]0.312008[/C][/ROW]
[ROW][C]23[/C][C]-0.057302[/C][C]-0.4439[/C][C]0.329371[/C][/ROW]
[ROW][C]24[/C][C]-0.078523[/C][C]-0.6082[/C][C]0.272664[/C][/ROW]
[ROW][C]25[/C][C]-0.02126[/C][C]-0.1647[/C][C]0.434875[/C][/ROW]
[ROW][C]26[/C][C]-0.094589[/C][C]-0.7327[/C][C]0.233301[/C][/ROW]
[ROW][C]27[/C][C]-0.070917[/C][C]-0.5493[/C][C]0.292413[/C][/ROW]
[ROW][C]28[/C][C]0.055133[/C][C]0.4271[/C][C]0.335433[/C][/ROW]
[ROW][C]29[/C][C]0.0405[/C][C]0.3137[/C][C]0.377414[/C][/ROW]
[ROW][C]30[/C][C]0.026322[/C][C]0.2039[/C][C]0.419566[/C][/ROW]
[ROW][C]31[/C][C]-0.218223[/C][C]-1.6903[/C][C]0.048076[/C][/ROW]
[ROW][C]32[/C][C]0.03033[/C][C]0.2349[/C][C]0.407529[/C][/ROW]
[ROW][C]33[/C][C]0.012857[/C][C]0.0996[/C][C]0.460501[/C][/ROW]
[ROW][C]34[/C][C]-0.012135[/C][C]-0.094[/C][C]0.462713[/C][/ROW]
[ROW][C]35[/C][C]0.034227[/C][C]0.2651[/C][C]0.395912[/C][/ROW]
[ROW][C]36[/C][C]0.110641[/C][C]0.857[/C][C]0.197421[/C][/ROW]
[ROW][C]37[/C][C]0.027655[/C][C]0.2142[/C][C]0.415554[/C][/ROW]
[ROW][C]38[/C][C]-0.094991[/C][C]-0.7358[/C][C]0.23236[/C][/ROW]
[ROW][C]39[/C][C]0.003074[/C][C]0.0238[/C][C]0.490542[/C][/ROW]
[ROW][C]40[/C][C]0.102525[/C][C]0.7942[/C][C]0.215118[/C][/ROW]
[ROW][C]41[/C][C]0.02336[/C][C]0.1809[/C][C]0.42851[/C][/ROW]
[ROW][C]42[/C][C]-0.051313[/C][C]-0.3975[/C][C]0.346217[/C][/ROW]
[ROW][C]43[/C][C]-0.046087[/C][C]-0.357[/C][C]0.361177[/C][/ROW]
[ROW][C]44[/C][C]-0.092811[/C][C]-0.7189[/C][C]0.237493[/C][/ROW]
[ROW][C]45[/C][C]-0.082814[/C][C]-0.6415[/C][C]0.261829[/C][/ROW]
[ROW][C]46[/C][C]0.133203[/C][C]1.0318[/C][C]0.153157[/C][/ROW]
[ROW][C]47[/C][C]-0.04764[/C][C]-0.369[/C][C]0.356705[/C][/ROW]
[ROW][C]48[/C][C]-0.025088[/C][C]-0.1943[/C][C]0.423286[/C][/ROW]
[ROW][C]49[/C][C]-0.07449[/C][C]-0.577[/C][C]0.283051[/C][/ROW]
[ROW][C]50[/C][C]-0.055032[/C][C]-0.4263[/C][C]0.335717[/C][/ROW]
[ROW][C]51[/C][C]-0.02873[/C][C]-0.2225[/C][C]0.412325[/C][/ROW]
[ROW][C]52[/C][C]-0.019625[/C][C]-0.152[/C][C]0.439844[/C][/ROW]
[ROW][C]53[/C][C]-0.0123[/C][C]-0.0953[/C][C]0.462205[/C][/ROW]
[ROW][C]54[/C][C]0.011852[/C][C]0.0918[/C][C]0.463581[/C][/ROW]
[ROW][C]55[/C][C]-0.037226[/C][C]-0.2883[/C][C]0.387037[/C][/ROW]
[ROW][C]56[/C][C]0.047705[/C][C]0.3695[/C][C]0.35652[/C][/ROW]
[ROW][C]57[/C][C]-0.061428[/C][C]-0.4758[/C][C]0.317967[/C][/ROW]
[ROW][C]58[/C][C]-0.057665[/C][C]-0.4467[/C][C]0.32836[/C][/ROW]
[ROW][C]59[/C][C]0.005354[/C][C]0.0415[/C][C]0.483529[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31006&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31006&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	0.337026	2.6106	0.005699
2	0.238733	1.8492	0.034677
3	0.395146	3.0608	0.00165
4	0.016306	0.1263	0.449956
5	0.007717	0.0598	0.476266
6	-0.099351	-0.7696	0.222288
7	0.023334	0.1807	0.428588
8	-0.010082	-0.0781	0.469006
9	0.287736	2.2288	0.014792
10	-0.114358	-0.8858	0.189627
11	-0.165377	-1.281	0.102561
12	0.075036	0.5812	0.281634
13	-0.178378	-1.3817	0.086092
14	0.104721	0.8112	0.210238
15	-0.021549	-0.1669	0.433999
16	-0.190241	-1.4736	0.072908
17	-0.03998	-0.3097	0.378937
18	-0.206694	-1.601	0.05731
19	0.117349	0.909	0.183498
20	-0.115562	-0.8951	0.187145
21	0.145067	1.1237	0.132812
22	-0.063608	-0.4927	0.312008
23	-0.057302	-0.4439	0.329371
24	-0.078523	-0.6082	0.272664
25	-0.02126	-0.1647	0.434875
26	-0.094589	-0.7327	0.233301
27	-0.070917	-0.5493	0.292413
28	0.055133	0.4271	0.335433
29	0.0405	0.3137	0.377414
30	0.026322	0.2039	0.419566
31	-0.218223	-1.6903	0.048076
32	0.03033	0.2349	0.407529
33	0.012857	0.0996	0.460501
34	-0.012135	-0.094	0.462713
35	0.034227	0.2651	0.395912
36	0.110641	0.857	0.197421
37	0.027655	0.2142	0.415554
38	-0.094991	-0.7358	0.23236
39	0.003074	0.0238	0.490542
40	0.102525	0.7942	0.215118
41	0.02336	0.1809	0.42851
42	-0.051313	-0.3975	0.346217
43	-0.046087	-0.357	0.361177
44	-0.092811	-0.7189	0.237493
45	-0.082814	-0.6415	0.261829
46	0.133203	1.0318	0.153157
47	-0.04764	-0.369	0.356705
48	-0.025088	-0.1943	0.423286
49	-0.07449	-0.577	0.283051
50	-0.055032	-0.4263	0.335717
51	-0.02873	-0.2225	0.412325
52	-0.019625	-0.152	0.439844
53	-0.0123	-0.0953	0.462205
54	0.011852	0.0918	0.463581
55	-0.037226	-0.2883	0.387037
56	0.047705	0.3695	0.35652
57	-0.061428	-0.4758	0.317967
58	-0.057665	-0.4467	0.32836
59	0.005354	0.0415	0.483529
60	NA	NA	NA

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