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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 07:39:17 -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/2007/Nov/29/t1196346674hhssb5mjvbd9qe2.htm/, Retrieved Wed, 11 Feb 2026 23:05:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7495, Retrieved Wed, 11 Feb 2026 23:05:18 +0000

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User-defined keywords

stat time series

Estimated Impact

399

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-       [(Partial) Autocorrelation Function] [autocorelatie f, ...] [2007-11-29 14:39:17] [7eb5b05bf0841f2a6d4b99da83be8d69] [Current]

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7495&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7495&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7495&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.4853	0
1	0.955794	8.1102	0
2	0.910003	7.7216	0
3	0.863854	7.33	0
4	0.817337	6.9353	0
5	0.772344	6.5536	0
6	0.724243	6.1454	0
7	0.673977	5.7189	0
8	0.622144	5.2791	1e-06
9	0.569461	4.832	4e-06
10	0.517034	4.3872	1.9e-05
11	0.466826	3.9611	8.7e-05
12	0.417362	3.5414	0.000351
13	0.368453	3.1264	0.001276
14	0.318491	2.7025	0.004289
15	0.268436	2.2778	0.012856
16	0.218977	1.8581	0.033623
17	0.170972	1.4507	0.075597
18	0.125415	1.0642	0.145402
19	0.085447	0.725	0.235388
20	0.051357	0.4358	0.332151
21	0.01773	0.1504	0.440418
22	-0.015694	-0.1332	0.552782
23	-0.048435	-0.411	0.658846
24	-0.050224	-0.4262	0.664369
25	-0.052212	-0.443	0.670466
26	-0.053958	-0.4578	0.67578
27	-0.055377	-0.4699	0.680072
28	-0.057179	-0.4852	0.68549
29	-0.059381	-0.5039	0.692054
30	-0.062404	-0.5295	0.70096
31	-0.073694	-0.6253	0.733128
32	-0.086408	-0.7332	0.767091
33	-0.09954	-0.8446	0.799442
34	-0.112875	-0.9578	0.829309
35	-0.126365	-1.0722	0.856405
36	-0.141178	-1.1979	0.882564
37	-0.15767	-1.3379	0.907426
38	-0.174897	-1.484	0.928919
39	-0.192419	-1.6327	0.946554
40	-0.210034	-1.7822	0.960534
41	-0.228239	-1.9367	0.971645
42	-0.24734	-2.0988	0.980327
43	-0.267221	-2.2674	0.986817
44	-0.28833	-2.4466	0.991567
45	-0.309893	-2.6295	0.994776
46	-0.331635	-2.814	0.996848
47	-0.35306	-2.9958	0.998124

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4853 & 0 \tabularnewline
1 & 0.955794 & 8.1102 & 0 \tabularnewline
2 & 0.910003 & 7.7216 & 0 \tabularnewline
3 & 0.863854 & 7.33 & 0 \tabularnewline
4 & 0.817337 & 6.9353 & 0 \tabularnewline
5 & 0.772344 & 6.5536 & 0 \tabularnewline
6 & 0.724243 & 6.1454 & 0 \tabularnewline
7 & 0.673977 & 5.7189 & 0 \tabularnewline
8 & 0.622144 & 5.2791 & 1e-06 \tabularnewline
9 & 0.569461 & 4.832 & 4e-06 \tabularnewline
10 & 0.517034 & 4.3872 & 1.9e-05 \tabularnewline
11 & 0.466826 & 3.9611 & 8.7e-05 \tabularnewline
12 & 0.417362 & 3.5414 & 0.000351 \tabularnewline
13 & 0.368453 & 3.1264 & 0.001276 \tabularnewline
14 & 0.318491 & 2.7025 & 0.004289 \tabularnewline
15 & 0.268436 & 2.2778 & 0.012856 \tabularnewline
16 & 0.218977 & 1.8581 & 0.033623 \tabularnewline
17 & 0.170972 & 1.4507 & 0.075597 \tabularnewline
18 & 0.125415 & 1.0642 & 0.145402 \tabularnewline
19 & 0.085447 & 0.725 & 0.235388 \tabularnewline
20 & 0.051357 & 0.4358 & 0.332151 \tabularnewline
21 & 0.01773 & 0.1504 & 0.440418 \tabularnewline
22 & -0.015694 & -0.1332 & 0.552782 \tabularnewline
23 & -0.048435 & -0.411 & 0.658846 \tabularnewline
24 & -0.050224 & -0.4262 & 0.664369 \tabularnewline
25 & -0.052212 & -0.443 & 0.670466 \tabularnewline
26 & -0.053958 & -0.4578 & 0.67578 \tabularnewline
27 & -0.055377 & -0.4699 & 0.680072 \tabularnewline
28 & -0.057179 & -0.4852 & 0.68549 \tabularnewline
29 & -0.059381 & -0.5039 & 0.692054 \tabularnewline
30 & -0.062404 & -0.5295 & 0.70096 \tabularnewline
31 & -0.073694 & -0.6253 & 0.733128 \tabularnewline
32 & -0.086408 & -0.7332 & 0.767091 \tabularnewline
33 & -0.09954 & -0.8446 & 0.799442 \tabularnewline
34 & -0.112875 & -0.9578 & 0.829309 \tabularnewline
35 & -0.126365 & -1.0722 & 0.856405 \tabularnewline
36 & -0.141178 & -1.1979 & 0.882564 \tabularnewline
37 & -0.15767 & -1.3379 & 0.907426 \tabularnewline
38 & -0.174897 & -1.484 & 0.928919 \tabularnewline
39 & -0.192419 & -1.6327 & 0.946554 \tabularnewline
40 & -0.210034 & -1.7822 & 0.960534 \tabularnewline
41 & -0.228239 & -1.9367 & 0.971645 \tabularnewline
42 & -0.24734 & -2.0988 & 0.980327 \tabularnewline
43 & -0.267221 & -2.2674 & 0.986817 \tabularnewline
44 & -0.28833 & -2.4466 & 0.991567 \tabularnewline
45 & -0.309893 & -2.6295 & 0.994776 \tabularnewline
46 & -0.331635 & -2.814 & 0.996848 \tabularnewline
47 & -0.35306 & -2.9958 & 0.998124 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7495&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]8.4853[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.955794[/C][C]8.1102[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.910003[/C][C]7.7216[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.863854[/C][C]7.33[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.817337[/C][C]6.9353[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.772344[/C][C]6.5536[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.724243[/C][C]6.1454[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.673977[/C][C]5.7189[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.622144[/C][C]5.2791[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.569461[/C][C]4.832[/C][C]4e-06[/C][/ROW]
[ROW][C]10[/C][C]0.517034[/C][C]4.3872[/C][C]1.9e-05[/C][/ROW]
[ROW][C]11[/C][C]0.466826[/C][C]3.9611[/C][C]8.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.417362[/C][C]3.5414[/C][C]0.000351[/C][/ROW]
[ROW][C]13[/C][C]0.368453[/C][C]3.1264[/C][C]0.001276[/C][/ROW]
[ROW][C]14[/C][C]0.318491[/C][C]2.7025[/C][C]0.004289[/C][/ROW]
[ROW][C]15[/C][C]0.268436[/C][C]2.2778[/C][C]0.012856[/C][/ROW]
[ROW][C]16[/C][C]0.218977[/C][C]1.8581[/C][C]0.033623[/C][/ROW]
[ROW][C]17[/C][C]0.170972[/C][C]1.4507[/C][C]0.075597[/C][/ROW]
[ROW][C]18[/C][C]0.125415[/C][C]1.0642[/C][C]0.145402[/C][/ROW]
[ROW][C]19[/C][C]0.085447[/C][C]0.725[/C][C]0.235388[/C][/ROW]
[ROW][C]20[/C][C]0.051357[/C][C]0.4358[/C][C]0.332151[/C][/ROW]
[ROW][C]21[/C][C]0.01773[/C][C]0.1504[/C][C]0.440418[/C][/ROW]
[ROW][C]22[/C][C]-0.015694[/C][C]-0.1332[/C][C]0.552782[/C][/ROW]
[ROW][C]23[/C][C]-0.048435[/C][C]-0.411[/C][C]0.658846[/C][/ROW]
[ROW][C]24[/C][C]-0.050224[/C][C]-0.4262[/C][C]0.664369[/C][/ROW]
[ROW][C]25[/C][C]-0.052212[/C][C]-0.443[/C][C]0.670466[/C][/ROW]
[ROW][C]26[/C][C]-0.053958[/C][C]-0.4578[/C][C]0.67578[/C][/ROW]
[ROW][C]27[/C][C]-0.055377[/C][C]-0.4699[/C][C]0.680072[/C][/ROW]
[ROW][C]28[/C][C]-0.057179[/C][C]-0.4852[/C][C]0.68549[/C][/ROW]
[ROW][C]29[/C][C]-0.059381[/C][C]-0.5039[/C][C]0.692054[/C][/ROW]
[ROW][C]30[/C][C]-0.062404[/C][C]-0.5295[/C][C]0.70096[/C][/ROW]
[ROW][C]31[/C][C]-0.073694[/C][C]-0.6253[/C][C]0.733128[/C][/ROW]
[ROW][C]32[/C][C]-0.086408[/C][C]-0.7332[/C][C]0.767091[/C][/ROW]
[ROW][C]33[/C][C]-0.09954[/C][C]-0.8446[/C][C]0.799442[/C][/ROW]
[ROW][C]34[/C][C]-0.112875[/C][C]-0.9578[/C][C]0.829309[/C][/ROW]
[ROW][C]35[/C][C]-0.126365[/C][C]-1.0722[/C][C]0.856405[/C][/ROW]
[ROW][C]36[/C][C]-0.141178[/C][C]-1.1979[/C][C]0.882564[/C][/ROW]
[ROW][C]37[/C][C]-0.15767[/C][C]-1.3379[/C][C]0.907426[/C][/ROW]
[ROW][C]38[/C][C]-0.174897[/C][C]-1.484[/C][C]0.928919[/C][/ROW]
[ROW][C]39[/C][C]-0.192419[/C][C]-1.6327[/C][C]0.946554[/C][/ROW]
[ROW][C]40[/C][C]-0.210034[/C][C]-1.7822[/C][C]0.960534[/C][/ROW]
[ROW][C]41[/C][C]-0.228239[/C][C]-1.9367[/C][C]0.971645[/C][/ROW]
[ROW][C]42[/C][C]-0.24734[/C][C]-2.0988[/C][C]0.980327[/C][/ROW]
[ROW][C]43[/C][C]-0.267221[/C][C]-2.2674[/C][C]0.986817[/C][/ROW]
[ROW][C]44[/C][C]-0.28833[/C][C]-2.4466[/C][C]0.991567[/C][/ROW]
[ROW][C]45[/C][C]-0.309893[/C][C]-2.6295[/C][C]0.994776[/C][/ROW]
[ROW][C]46[/C][C]-0.331635[/C][C]-2.814[/C][C]0.996848[/C][/ROW]
[ROW][C]47[/C][C]-0.35306[/C][C]-2.9958[/C][C]0.998124[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7495&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7495&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	8.4853	0
1	0.955794	8.1102	0
2	0.910003	7.7216	0
3	0.863854	7.33	0
4	0.817337	6.9353	0
5	0.772344	6.5536	0
6	0.724243	6.1454	0
7	0.673977	5.7189	0
8	0.622144	5.2791	1e-06
9	0.569461	4.832	4e-06
10	0.517034	4.3872	1.9e-05
11	0.466826	3.9611	8.7e-05
12	0.417362	3.5414	0.000351
13	0.368453	3.1264	0.001276
14	0.318491	2.7025	0.004289
15	0.268436	2.2778	0.012856
16	0.218977	1.8581	0.033623
17	0.170972	1.4507	0.075597
18	0.125415	1.0642	0.145402
19	0.085447	0.725	0.235388
20	0.051357	0.4358	0.332151
21	0.01773	0.1504	0.440418
22	-0.015694	-0.1332	0.552782
23	-0.048435	-0.411	0.658846
24	-0.050224	-0.4262	0.664369
25	-0.052212	-0.443	0.670466
26	-0.053958	-0.4578	0.67578
27	-0.055377	-0.4699	0.680072
28	-0.057179	-0.4852	0.68549
29	-0.059381	-0.5039	0.692054
30	-0.062404	-0.5295	0.70096
31	-0.073694	-0.6253	0.733128
32	-0.086408	-0.7332	0.767091
33	-0.09954	-0.8446	0.799442
34	-0.112875	-0.9578	0.829309
35	-0.126365	-1.0722	0.856405
36	-0.141178	-1.1979	0.882564
37	-0.15767	-1.3379	0.907426
38	-0.174897	-1.484	0.928919
39	-0.192419	-1.6327	0.946554
40	-0.210034	-1.7822	0.960534
41	-0.228239	-1.9367	0.971645
42	-0.24734	-2.0988	0.980327
43	-0.267221	-2.2674	0.986817
44	-0.28833	-2.4466	0.991567
45	-0.309893	-2.6295	0.994776
46	-0.331635	-2.814	0.996848
47	-0.35306	-2.9958	0.998124

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.955794	8.1102	0
1	-0.040933	-0.3473	0.635322
2	-0.02781	-0.236	0.592939
3	-0.028895	-0.2452	0.596495
4	-0.007754	-0.0658	0.526137
5	-0.062029	-0.5263	0.699863
6	-0.052019	-0.4414	0.669874
7	-0.047508	-0.4031	0.655973
8	-0.040765	-0.3459	0.634786
9	-0.031558	-0.2678	0.605184
10	-0.008352	-0.0709	0.528152
11	-0.025335	-0.215	0.584804
12	-0.027395	-0.2325	0.591579
13	-0.04696	-0.3985	0.654267
14	-0.037139	-0.3151	0.623214
15	-0.033556	-0.2847	0.611667
16	-0.024956	-0.2118	0.583555
17	-0.01475	-0.1252	0.549625
18	0.024348	0.2066	0.418451
19	0.03067	0.2602	0.39771
20	-0.029377	-0.2493	0.598071
21	-0.032795	-0.2783	0.609199
22	-0.028389	-0.2409	0.594838
23	0.326199	2.7679	0.003584
24	-0.038421	-0.326	0.627319
25	-0.022149	-0.1879	0.574274
26	-0.019481	-0.1653	0.565415
27	-0.000841	-0.0071	0.502838
28	-0.043143	-0.3661	0.642311
29	-0.042228	-0.3583	0.639422
30	-0.141174	-1.1979	0.882558
31	-0.049377	-0.419	0.661761
32	-0.036249	-0.3076	0.620357
33	-0.01547	-0.1313	0.552036
34	-0.034979	-0.2968	0.616266
35	-0.036765	-0.312	0.622016
36	-0.051543	-0.4374	0.668418
37	-0.027648	-0.2346	0.592407
38	-0.028617	-0.2428	0.595584
39	-0.02988	-0.2535	0.599713
40	-0.036169	-0.3069	0.620099
41	-0.005647	-0.0479	0.519041
42	0.008044	0.0683	0.472886
43	-0.048494	-0.4115	0.65903
44	-0.044285	-0.3758	0.645905
45	-0.040929	-0.3473	0.635307
46	0.106964	0.9076	0.183553
47	-0.059896	-0.5082	0.693578

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.955794 & 8.1102 & 0 \tabularnewline
1 & -0.040933 & -0.3473 & 0.635322 \tabularnewline
2 & -0.02781 & -0.236 & 0.592939 \tabularnewline
3 & -0.028895 & -0.2452 & 0.596495 \tabularnewline
4 & -0.007754 & -0.0658 & 0.526137 \tabularnewline
5 & -0.062029 & -0.5263 & 0.699863 \tabularnewline
6 & -0.052019 & -0.4414 & 0.669874 \tabularnewline
7 & -0.047508 & -0.4031 & 0.655973 \tabularnewline
8 & -0.040765 & -0.3459 & 0.634786 \tabularnewline
9 & -0.031558 & -0.2678 & 0.605184 \tabularnewline
10 & -0.008352 & -0.0709 & 0.528152 \tabularnewline
11 & -0.025335 & -0.215 & 0.584804 \tabularnewline
12 & -0.027395 & -0.2325 & 0.591579 \tabularnewline
13 & -0.04696 & -0.3985 & 0.654267 \tabularnewline
14 & -0.037139 & -0.3151 & 0.623214 \tabularnewline
15 & -0.033556 & -0.2847 & 0.611667 \tabularnewline
16 & -0.024956 & -0.2118 & 0.583555 \tabularnewline
17 & -0.01475 & -0.1252 & 0.549625 \tabularnewline
18 & 0.024348 & 0.2066 & 0.418451 \tabularnewline
19 & 0.03067 & 0.2602 & 0.39771 \tabularnewline
20 & -0.029377 & -0.2493 & 0.598071 \tabularnewline
21 & -0.032795 & -0.2783 & 0.609199 \tabularnewline
22 & -0.028389 & -0.2409 & 0.594838 \tabularnewline
23 & 0.326199 & 2.7679 & 0.003584 \tabularnewline
24 & -0.038421 & -0.326 & 0.627319 \tabularnewline
25 & -0.022149 & -0.1879 & 0.574274 \tabularnewline
26 & -0.019481 & -0.1653 & 0.565415 \tabularnewline
27 & -0.000841 & -0.0071 & 0.502838 \tabularnewline
28 & -0.043143 & -0.3661 & 0.642311 \tabularnewline
29 & -0.042228 & -0.3583 & 0.639422 \tabularnewline
30 & -0.141174 & -1.1979 & 0.882558 \tabularnewline
31 & -0.049377 & -0.419 & 0.661761 \tabularnewline
32 & -0.036249 & -0.3076 & 0.620357 \tabularnewline
33 & -0.01547 & -0.1313 & 0.552036 \tabularnewline
34 & -0.034979 & -0.2968 & 0.616266 \tabularnewline
35 & -0.036765 & -0.312 & 0.622016 \tabularnewline
36 & -0.051543 & -0.4374 & 0.668418 \tabularnewline
37 & -0.027648 & -0.2346 & 0.592407 \tabularnewline
38 & -0.028617 & -0.2428 & 0.595584 \tabularnewline
39 & -0.02988 & -0.2535 & 0.599713 \tabularnewline
40 & -0.036169 & -0.3069 & 0.620099 \tabularnewline
41 & -0.005647 & -0.0479 & 0.519041 \tabularnewline
42 & 0.008044 & 0.0683 & 0.472886 \tabularnewline
43 & -0.048494 & -0.4115 & 0.65903 \tabularnewline
44 & -0.044285 & -0.3758 & 0.645905 \tabularnewline
45 & -0.040929 & -0.3473 & 0.635307 \tabularnewline
46 & 0.106964 & 0.9076 & 0.183553 \tabularnewline
47 & -0.059896 & -0.5082 & 0.693578 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7495&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]0.955794[/C][C]8.1102[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.040933[/C][C]-0.3473[/C][C]0.635322[/C][/ROW]
[ROW][C]2[/C][C]-0.02781[/C][C]-0.236[/C][C]0.592939[/C][/ROW]
[ROW][C]3[/C][C]-0.028895[/C][C]-0.2452[/C][C]0.596495[/C][/ROW]
[ROW][C]4[/C][C]-0.007754[/C][C]-0.0658[/C][C]0.526137[/C][/ROW]
[ROW][C]5[/C][C]-0.062029[/C][C]-0.5263[/C][C]0.699863[/C][/ROW]
[ROW][C]6[/C][C]-0.052019[/C][C]-0.4414[/C][C]0.669874[/C][/ROW]
[ROW][C]7[/C][C]-0.047508[/C][C]-0.4031[/C][C]0.655973[/C][/ROW]
[ROW][C]8[/C][C]-0.040765[/C][C]-0.3459[/C][C]0.634786[/C][/ROW]
[ROW][C]9[/C][C]-0.031558[/C][C]-0.2678[/C][C]0.605184[/C][/ROW]
[ROW][C]10[/C][C]-0.008352[/C][C]-0.0709[/C][C]0.528152[/C][/ROW]
[ROW][C]11[/C][C]-0.025335[/C][C]-0.215[/C][C]0.584804[/C][/ROW]
[ROW][C]12[/C][C]-0.027395[/C][C]-0.2325[/C][C]0.591579[/C][/ROW]
[ROW][C]13[/C][C]-0.04696[/C][C]-0.3985[/C][C]0.654267[/C][/ROW]
[ROW][C]14[/C][C]-0.037139[/C][C]-0.3151[/C][C]0.623214[/C][/ROW]
[ROW][C]15[/C][C]-0.033556[/C][C]-0.2847[/C][C]0.611667[/C][/ROW]
[ROW][C]16[/C][C]-0.024956[/C][C]-0.2118[/C][C]0.583555[/C][/ROW]
[ROW][C]17[/C][C]-0.01475[/C][C]-0.1252[/C][C]0.549625[/C][/ROW]
[ROW][C]18[/C][C]0.024348[/C][C]0.2066[/C][C]0.418451[/C][/ROW]
[ROW][C]19[/C][C]0.03067[/C][C]0.2602[/C][C]0.39771[/C][/ROW]
[ROW][C]20[/C][C]-0.029377[/C][C]-0.2493[/C][C]0.598071[/C][/ROW]
[ROW][C]21[/C][C]-0.032795[/C][C]-0.2783[/C][C]0.609199[/C][/ROW]
[ROW][C]22[/C][C]-0.028389[/C][C]-0.2409[/C][C]0.594838[/C][/ROW]
[ROW][C]23[/C][C]0.326199[/C][C]2.7679[/C][C]0.003584[/C][/ROW]
[ROW][C]24[/C][C]-0.038421[/C][C]-0.326[/C][C]0.627319[/C][/ROW]
[ROW][C]25[/C][C]-0.022149[/C][C]-0.1879[/C][C]0.574274[/C][/ROW]
[ROW][C]26[/C][C]-0.019481[/C][C]-0.1653[/C][C]0.565415[/C][/ROW]
[ROW][C]27[/C][C]-0.000841[/C][C]-0.0071[/C][C]0.502838[/C][/ROW]
[ROW][C]28[/C][C]-0.043143[/C][C]-0.3661[/C][C]0.642311[/C][/ROW]
[ROW][C]29[/C][C]-0.042228[/C][C]-0.3583[/C][C]0.639422[/C][/ROW]
[ROW][C]30[/C][C]-0.141174[/C][C]-1.1979[/C][C]0.882558[/C][/ROW]
[ROW][C]31[/C][C]-0.049377[/C][C]-0.419[/C][C]0.661761[/C][/ROW]
[ROW][C]32[/C][C]-0.036249[/C][C]-0.3076[/C][C]0.620357[/C][/ROW]
[ROW][C]33[/C][C]-0.01547[/C][C]-0.1313[/C][C]0.552036[/C][/ROW]
[ROW][C]34[/C][C]-0.034979[/C][C]-0.2968[/C][C]0.616266[/C][/ROW]
[ROW][C]35[/C][C]-0.036765[/C][C]-0.312[/C][C]0.622016[/C][/ROW]
[ROW][C]36[/C][C]-0.051543[/C][C]-0.4374[/C][C]0.668418[/C][/ROW]
[ROW][C]37[/C][C]-0.027648[/C][C]-0.2346[/C][C]0.592407[/C][/ROW]
[ROW][C]38[/C][C]-0.028617[/C][C]-0.2428[/C][C]0.595584[/C][/ROW]
[ROW][C]39[/C][C]-0.02988[/C][C]-0.2535[/C][C]0.599713[/C][/ROW]
[ROW][C]40[/C][C]-0.036169[/C][C]-0.3069[/C][C]0.620099[/C][/ROW]
[ROW][C]41[/C][C]-0.005647[/C][C]-0.0479[/C][C]0.519041[/C][/ROW]
[ROW][C]42[/C][C]0.008044[/C][C]0.0683[/C][C]0.472886[/C][/ROW]
[ROW][C]43[/C][C]-0.048494[/C][C]-0.4115[/C][C]0.65903[/C][/ROW]
[ROW][C]44[/C][C]-0.044285[/C][C]-0.3758[/C][C]0.645905[/C][/ROW]
[ROW][C]45[/C][C]-0.040929[/C][C]-0.3473[/C][C]0.635307[/C][/ROW]
[ROW][C]46[/C][C]0.106964[/C][C]0.9076[/C][C]0.183553[/C][/ROW]
[ROW][C]47[/C][C]-0.059896[/C][C]-0.5082[/C][C]0.693578[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7495&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7495&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	0.955794	8.1102	0
1	-0.040933	-0.3473	0.635322
2	-0.02781	-0.236	0.592939
3	-0.028895	-0.2452	0.596495
4	-0.007754	-0.0658	0.526137
5	-0.062029	-0.5263	0.699863
6	-0.052019	-0.4414	0.669874
7	-0.047508	-0.4031	0.655973
8	-0.040765	-0.3459	0.634786
9	-0.031558	-0.2678	0.605184
10	-0.008352	-0.0709	0.528152
11	-0.025335	-0.215	0.584804
12	-0.027395	-0.2325	0.591579
13	-0.04696	-0.3985	0.654267
14	-0.037139	-0.3151	0.623214
15	-0.033556	-0.2847	0.611667
16	-0.024956	-0.2118	0.583555
17	-0.01475	-0.1252	0.549625
18	0.024348	0.2066	0.418451
19	0.03067	0.2602	0.39771
20	-0.029377	-0.2493	0.598071
21	-0.032795	-0.2783	0.609199
22	-0.028389	-0.2409	0.594838
23	0.326199	2.7679	0.003584
24	-0.038421	-0.326	0.627319
25	-0.022149	-0.1879	0.574274
26	-0.019481	-0.1653	0.565415
27	-0.000841	-0.0071	0.502838
28	-0.043143	-0.3661	0.642311
29	-0.042228	-0.3583	0.639422
30	-0.141174	-1.1979	0.882558
31	-0.049377	-0.419	0.661761
32	-0.036249	-0.3076	0.620357
33	-0.01547	-0.1313	0.552036
34	-0.034979	-0.2968	0.616266
35	-0.036765	-0.312	0.622016
36	-0.051543	-0.4374	0.668418
37	-0.027648	-0.2346	0.592407
38	-0.028617	-0.2428	0.595584
39	-0.02988	-0.2535	0.599713
40	-0.036169	-0.3069	0.620099
41	-0.005647	-0.0479	0.519041
42	0.008044	0.0683	0.472886
43	-0.048494	-0.4115	0.65903
44	-0.044285	-0.3758	0.645905
45	-0.040929	-0.3473	0.635307
46	0.106964	0.9076	0.183553
47	-0.059896	-0.5082	0.693578

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; 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 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