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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 04 Dec 2007 14:42:02 -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/Dec/04/t1196803817tsk8dec174i02xu.htm/, Retrieved Sun, 19 Jan 2025 16:42:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2456, Retrieved Sun, 19 Jan 2025 16:42:23 +0000

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Estimated Impact

231

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

-       [(Partial) Autocorrelation Function] [] [2007-12-04 21:42:02] [80e26e27d8b229550cb490fed3b7813c] [Current]

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Dataseries X:

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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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2456&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]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=2456&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2456&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	9.5394	0
1	-0.172791	-1.6483	0.948633
2	-0.234252	-2.2346	0.986055
3	-0.0455	-0.434	0.667359
4	0.104836	1.0001	0.159964
5	-0.147573	-1.4078	0.918696
6	0.100887	0.9624	0.1692
7	-0.174432	-1.664	0.950221
8	0.165892	1.5825	0.058501
9	-0.114505	-1.0923	0.86121
10	-0.15797	-1.5069	0.932355
11	0.085503	0.8156	0.208416
12	0.169332	1.6153	0.054852
13	-0.069115	-0.6593	0.744322
14	0.098306	0.9378	0.175419
15	-0.066339	-0.6328	0.735786
16	0.020696	0.1974	0.421968
17	-0.030474	-0.2907	0.61403
18	-0.07746	-0.7389	0.769073
19	0.01534	0.1463	0.441992
20	0.178714	1.7048	0.045819
21	-0.121689	-1.1608	0.875629
22	0.021049	0.2008	0.420654
23	0.038931	0.3714	0.355608
24	0.04006	0.3822	0.35162
25	-0.177613	-1.6943	0.953188
26	0.118852	1.1338	0.129933
27	-0.070637	-0.6738	0.748938
28	0.130719	1.247	0.107802
29	-0.223942	-2.1363	0.982329
30	0.017242	0.1645	0.434861
31	0.016875	0.161	0.436233
32	0.195751	1.8673	0.032536
33	-0.151126	-1.4416	0.923583
34	0.074142	0.7073	0.240602
35	-0.023726	-0.2263	0.589274
36	0.133329	1.2719	0.103329
37	-0.049357	-0.4708	0.680558
38	-0.082459	-0.7866	0.783224
39	-0.067537	-0.6443	0.739487
40	0.093056	0.8877	0.188523
41	-0.103837	-0.9905	0.837732
42	0.060274	0.575	0.283364
43	-0.017942	-0.1712	0.567758
44	0.033586	0.3204	0.374703
45	-0.054408	-0.519	0.697497
46	-0.020917	-0.1995	0.578857
47	-0.013594	-0.1297	0.551447
48	0.13876	1.3237	0.094462
49	-0.010939	-0.1044	0.541441
50	-0.045964	-0.4385	0.668955
51	-0.001723	-0.0164	0.506539
52	0.001559	0.0149	0.494085
53	-0.086896	-0.8289	0.795344
54	0.114706	1.0942	0.138373
55	0.03848	0.3671	0.357206
56	-0.053364	-0.5091	0.69403
57	-0.084438	-0.8055	0.788682
58	0.08556	0.8162	0.208261
59	-0.022834	-0.2178	0.585972

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.5394 & 0 \tabularnewline
1 & -0.172791 & -1.6483 & 0.948633 \tabularnewline
2 & -0.234252 & -2.2346 & 0.986055 \tabularnewline
3 & -0.0455 & -0.434 & 0.667359 \tabularnewline
4 & 0.104836 & 1.0001 & 0.159964 \tabularnewline
5 & -0.147573 & -1.4078 & 0.918696 \tabularnewline
6 & 0.100887 & 0.9624 & 0.1692 \tabularnewline
7 & -0.174432 & -1.664 & 0.950221 \tabularnewline
8 & 0.165892 & 1.5825 & 0.058501 \tabularnewline
9 & -0.114505 & -1.0923 & 0.86121 \tabularnewline
10 & -0.15797 & -1.5069 & 0.932355 \tabularnewline
11 & 0.085503 & 0.8156 & 0.208416 \tabularnewline
12 & 0.169332 & 1.6153 & 0.054852 \tabularnewline
13 & -0.069115 & -0.6593 & 0.744322 \tabularnewline
14 & 0.098306 & 0.9378 & 0.175419 \tabularnewline
15 & -0.066339 & -0.6328 & 0.735786 \tabularnewline
16 & 0.020696 & 0.1974 & 0.421968 \tabularnewline
17 & -0.030474 & -0.2907 & 0.61403 \tabularnewline
18 & -0.07746 & -0.7389 & 0.769073 \tabularnewline
19 & 0.01534 & 0.1463 & 0.441992 \tabularnewline
20 & 0.178714 & 1.7048 & 0.045819 \tabularnewline
21 & -0.121689 & -1.1608 & 0.875629 \tabularnewline
22 & 0.021049 & 0.2008 & 0.420654 \tabularnewline
23 & 0.038931 & 0.3714 & 0.355608 \tabularnewline
24 & 0.04006 & 0.3822 & 0.35162 \tabularnewline
25 & -0.177613 & -1.6943 & 0.953188 \tabularnewline
26 & 0.118852 & 1.1338 & 0.129933 \tabularnewline
27 & -0.070637 & -0.6738 & 0.748938 \tabularnewline
28 & 0.130719 & 1.247 & 0.107802 \tabularnewline
29 & -0.223942 & -2.1363 & 0.982329 \tabularnewline
30 & 0.017242 & 0.1645 & 0.434861 \tabularnewline
31 & 0.016875 & 0.161 & 0.436233 \tabularnewline
32 & 0.195751 & 1.8673 & 0.032536 \tabularnewline
33 & -0.151126 & -1.4416 & 0.923583 \tabularnewline
34 & 0.074142 & 0.7073 & 0.240602 \tabularnewline
35 & -0.023726 & -0.2263 & 0.589274 \tabularnewline
36 & 0.133329 & 1.2719 & 0.103329 \tabularnewline
37 & -0.049357 & -0.4708 & 0.680558 \tabularnewline
38 & -0.082459 & -0.7866 & 0.783224 \tabularnewline
39 & -0.067537 & -0.6443 & 0.739487 \tabularnewline
40 & 0.093056 & 0.8877 & 0.188523 \tabularnewline
41 & -0.103837 & -0.9905 & 0.837732 \tabularnewline
42 & 0.060274 & 0.575 & 0.283364 \tabularnewline
43 & -0.017942 & -0.1712 & 0.567758 \tabularnewline
44 & 0.033586 & 0.3204 & 0.374703 \tabularnewline
45 & -0.054408 & -0.519 & 0.697497 \tabularnewline
46 & -0.020917 & -0.1995 & 0.578857 \tabularnewline
47 & -0.013594 & -0.1297 & 0.551447 \tabularnewline
48 & 0.13876 & 1.3237 & 0.094462 \tabularnewline
49 & -0.010939 & -0.1044 & 0.541441 \tabularnewline
50 & -0.045964 & -0.4385 & 0.668955 \tabularnewline
51 & -0.001723 & -0.0164 & 0.506539 \tabularnewline
52 & 0.001559 & 0.0149 & 0.494085 \tabularnewline
53 & -0.086896 & -0.8289 & 0.795344 \tabularnewline
54 & 0.114706 & 1.0942 & 0.138373 \tabularnewline
55 & 0.03848 & 0.3671 & 0.357206 \tabularnewline
56 & -0.053364 & -0.5091 & 0.69403 \tabularnewline
57 & -0.084438 & -0.8055 & 0.788682 \tabularnewline
58 & 0.08556 & 0.8162 & 0.208261 \tabularnewline
59 & -0.022834 & -0.2178 & 0.585972 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2456&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]9.5394[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.172791[/C][C]-1.6483[/C][C]0.948633[/C][/ROW]
[ROW][C]2[/C][C]-0.234252[/C][C]-2.2346[/C][C]0.986055[/C][/ROW]
[ROW][C]3[/C][C]-0.0455[/C][C]-0.434[/C][C]0.667359[/C][/ROW]
[ROW][C]4[/C][C]0.104836[/C][C]1.0001[/C][C]0.159964[/C][/ROW]
[ROW][C]5[/C][C]-0.147573[/C][C]-1.4078[/C][C]0.918696[/C][/ROW]
[ROW][C]6[/C][C]0.100887[/C][C]0.9624[/C][C]0.1692[/C][/ROW]
[ROW][C]7[/C][C]-0.174432[/C][C]-1.664[/C][C]0.950221[/C][/ROW]
[ROW][C]8[/C][C]0.165892[/C][C]1.5825[/C][C]0.058501[/C][/ROW]
[ROW][C]9[/C][C]-0.114505[/C][C]-1.0923[/C][C]0.86121[/C][/ROW]
[ROW][C]10[/C][C]-0.15797[/C][C]-1.5069[/C][C]0.932355[/C][/ROW]
[ROW][C]11[/C][C]0.085503[/C][C]0.8156[/C][C]0.208416[/C][/ROW]
[ROW][C]12[/C][C]0.169332[/C][C]1.6153[/C][C]0.054852[/C][/ROW]
[ROW][C]13[/C][C]-0.069115[/C][C]-0.6593[/C][C]0.744322[/C][/ROW]
[ROW][C]14[/C][C]0.098306[/C][C]0.9378[/C][C]0.175419[/C][/ROW]
[ROW][C]15[/C][C]-0.066339[/C][C]-0.6328[/C][C]0.735786[/C][/ROW]
[ROW][C]16[/C][C]0.020696[/C][C]0.1974[/C][C]0.421968[/C][/ROW]
[ROW][C]17[/C][C]-0.030474[/C][C]-0.2907[/C][C]0.61403[/C][/ROW]
[ROW][C]18[/C][C]-0.07746[/C][C]-0.7389[/C][C]0.769073[/C][/ROW]
[ROW][C]19[/C][C]0.01534[/C][C]0.1463[/C][C]0.441992[/C][/ROW]
[ROW][C]20[/C][C]0.178714[/C][C]1.7048[/C][C]0.045819[/C][/ROW]
[ROW][C]21[/C][C]-0.121689[/C][C]-1.1608[/C][C]0.875629[/C][/ROW]
[ROW][C]22[/C][C]0.021049[/C][C]0.2008[/C][C]0.420654[/C][/ROW]
[ROW][C]23[/C][C]0.038931[/C][C]0.3714[/C][C]0.355608[/C][/ROW]
[ROW][C]24[/C][C]0.04006[/C][C]0.3822[/C][C]0.35162[/C][/ROW]
[ROW][C]25[/C][C]-0.177613[/C][C]-1.6943[/C][C]0.953188[/C][/ROW]
[ROW][C]26[/C][C]0.118852[/C][C]1.1338[/C][C]0.129933[/C][/ROW]
[ROW][C]27[/C][C]-0.070637[/C][C]-0.6738[/C][C]0.748938[/C][/ROW]
[ROW][C]28[/C][C]0.130719[/C][C]1.247[/C][C]0.107802[/C][/ROW]
[ROW][C]29[/C][C]-0.223942[/C][C]-2.1363[/C][C]0.982329[/C][/ROW]
[ROW][C]30[/C][C]0.017242[/C][C]0.1645[/C][C]0.434861[/C][/ROW]
[ROW][C]31[/C][C]0.016875[/C][C]0.161[/C][C]0.436233[/C][/ROW]
[ROW][C]32[/C][C]0.195751[/C][C]1.8673[/C][C]0.032536[/C][/ROW]
[ROW][C]33[/C][C]-0.151126[/C][C]-1.4416[/C][C]0.923583[/C][/ROW]
[ROW][C]34[/C][C]0.074142[/C][C]0.7073[/C][C]0.240602[/C][/ROW]
[ROW][C]35[/C][C]-0.023726[/C][C]-0.2263[/C][C]0.589274[/C][/ROW]
[ROW][C]36[/C][C]0.133329[/C][C]1.2719[/C][C]0.103329[/C][/ROW]
[ROW][C]37[/C][C]-0.049357[/C][C]-0.4708[/C][C]0.680558[/C][/ROW]
[ROW][C]38[/C][C]-0.082459[/C][C]-0.7866[/C][C]0.783224[/C][/ROW]
[ROW][C]39[/C][C]-0.067537[/C][C]-0.6443[/C][C]0.739487[/C][/ROW]
[ROW][C]40[/C][C]0.093056[/C][C]0.8877[/C][C]0.188523[/C][/ROW]
[ROW][C]41[/C][C]-0.103837[/C][C]-0.9905[/C][C]0.837732[/C][/ROW]
[ROW][C]42[/C][C]0.060274[/C][C]0.575[/C][C]0.283364[/C][/ROW]
[ROW][C]43[/C][C]-0.017942[/C][C]-0.1712[/C][C]0.567758[/C][/ROW]
[ROW][C]44[/C][C]0.033586[/C][C]0.3204[/C][C]0.374703[/C][/ROW]
[ROW][C]45[/C][C]-0.054408[/C][C]-0.519[/C][C]0.697497[/C][/ROW]
[ROW][C]46[/C][C]-0.020917[/C][C]-0.1995[/C][C]0.578857[/C][/ROW]
[ROW][C]47[/C][C]-0.013594[/C][C]-0.1297[/C][C]0.551447[/C][/ROW]
[ROW][C]48[/C][C]0.13876[/C][C]1.3237[/C][C]0.094462[/C][/ROW]
[ROW][C]49[/C][C]-0.010939[/C][C]-0.1044[/C][C]0.541441[/C][/ROW]
[ROW][C]50[/C][C]-0.045964[/C][C]-0.4385[/C][C]0.668955[/C][/ROW]
[ROW][C]51[/C][C]-0.001723[/C][C]-0.0164[/C][C]0.506539[/C][/ROW]
[ROW][C]52[/C][C]0.001559[/C][C]0.0149[/C][C]0.494085[/C][/ROW]
[ROW][C]53[/C][C]-0.086896[/C][C]-0.8289[/C][C]0.795344[/C][/ROW]
[ROW][C]54[/C][C]0.114706[/C][C]1.0942[/C][C]0.138373[/C][/ROW]
[ROW][C]55[/C][C]0.03848[/C][C]0.3671[/C][C]0.357206[/C][/ROW]
[ROW][C]56[/C][C]-0.053364[/C][C]-0.5091[/C][C]0.69403[/C][/ROW]
[ROW][C]57[/C][C]-0.084438[/C][C]-0.8055[/C][C]0.788682[/C][/ROW]
[ROW][C]58[/C][C]0.08556[/C][C]0.8162[/C][C]0.208261[/C][/ROW]
[ROW][C]59[/C][C]-0.022834[/C][C]-0.2178[/C][C]0.585972[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2456&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2456&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	9.5394	0
1	-0.172791	-1.6483	0.948633
2	-0.234252	-2.2346	0.986055
3	-0.0455	-0.434	0.667359
4	0.104836	1.0001	0.159964
5	-0.147573	-1.4078	0.918696
6	0.100887	0.9624	0.1692
7	-0.174432	-1.664	0.950221
8	0.165892	1.5825	0.058501
9	-0.114505	-1.0923	0.86121
10	-0.15797	-1.5069	0.932355
11	0.085503	0.8156	0.208416
12	0.169332	1.6153	0.054852
13	-0.069115	-0.6593	0.744322
14	0.098306	0.9378	0.175419
15	-0.066339	-0.6328	0.735786
16	0.020696	0.1974	0.421968
17	-0.030474	-0.2907	0.61403
18	-0.07746	-0.7389	0.769073
19	0.01534	0.1463	0.441992
20	0.178714	1.7048	0.045819
21	-0.121689	-1.1608	0.875629
22	0.021049	0.2008	0.420654
23	0.038931	0.3714	0.355608
24	0.04006	0.3822	0.35162
25	-0.177613	-1.6943	0.953188
26	0.118852	1.1338	0.129933
27	-0.070637	-0.6738	0.748938
28	0.130719	1.247	0.107802
29	-0.223942	-2.1363	0.982329
30	0.017242	0.1645	0.434861
31	0.016875	0.161	0.436233
32	0.195751	1.8673	0.032536
33	-0.151126	-1.4416	0.923583
34	0.074142	0.7073	0.240602
35	-0.023726	-0.2263	0.589274
36	0.133329	1.2719	0.103329
37	-0.049357	-0.4708	0.680558
38	-0.082459	-0.7866	0.783224
39	-0.067537	-0.6443	0.739487
40	0.093056	0.8877	0.188523
41	-0.103837	-0.9905	0.837732
42	0.060274	0.575	0.283364
43	-0.017942	-0.1712	0.567758
44	0.033586	0.3204	0.374703
45	-0.054408	-0.519	0.697497
46	-0.020917	-0.1995	0.578857
47	-0.013594	-0.1297	0.551447
48	0.13876	1.3237	0.094462
49	-0.010939	-0.1044	0.541441
50	-0.045964	-0.4385	0.668955
51	-0.001723	-0.0164	0.506539
52	0.001559	0.0149	0.494085
53	-0.086896	-0.8289	0.795344
54	0.114706	1.0942	0.138373
55	0.03848	0.3671	0.357206
56	-0.053364	-0.5091	0.69403
57	-0.084438	-0.8055	0.788682
58	0.08556	0.8162	0.208261
59	-0.022834	-0.2178	0.585972

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.172791	-1.6483	0.948633
1	-0.272238	-2.597	0.994516
2	-0.160354	-1.5297	0.935217
3	-0.007873	-0.0751	0.529853
4	-0.19807	-1.8895	0.968993
5	0.046283	0.4415	0.329945
6	-0.254744	-2.4301	0.991472
7	0.099916	0.9531	0.171522
8	-0.190462	-1.8169	0.963738
9	-0.267856	-2.5552	0.993864
10	-0.033672	-0.3212	0.625605
11	-0.089816	-0.8568	0.803093
12	0.016472	0.1571	0.437745
13	0.052068	0.4967	0.310301
14	-0.036683	-0.3499	0.636403
15	0.048347	0.4612	0.322876
16	-0.076557	-0.7303	0.766461
17	-0.087357	-0.8333	0.796581
18	-0.041045	-0.3915	0.651845
19	0.072118	0.688	0.246613
20	0.023887	0.2279	0.41013
21	0.094618	0.9026	0.18456
22	0.114771	1.0948	0.138236
23	0.138066	1.3171	0.095562
24	-0.134131	-1.2795	0.898018
25	0.113673	1.0844	0.140532
26	-0.113074	-1.0787	0.858205
27	0.119188	1.137	0.129265
28	-0.153548	-1.4648	0.926783
29	-0.020209	-0.1928	0.57622
30	-0.020442	-0.195	0.577088
31	0.069868	0.6665	0.25339
32	0.017211	0.1642	0.434975
33	-0.069756	-0.6654	0.74627
34	-0.005449	-0.052	0.520672
35	0.065017	0.6202	0.268329
36	0.102733	0.98	0.16484
37	-0.06288	-0.5998	0.724948
38	-0.033243	-0.3171	0.624059
39	-0.059971	-0.5721	0.715665
40	-0.012849	-0.1226	0.548642
41	0.055612	0.5305	0.298526
42	-0.072695	-0.6935	0.75511
43	0.053443	0.5098	0.305709
44	-0.075948	-0.7245	0.76469
45	-0.079171	-0.7552	0.773972
46	-0.086158	-0.8219	0.793357
47	-0.053044	-0.506	0.692961
48	0.080325	0.7662	0.222756
49	-0.092482	-0.8822	0.810009
50	0.104526	0.9971	0.160677
51	-0.080441	-0.7674	0.777574
52	-0.023965	-0.2286	0.590157
53	0.005841	0.0557	0.477843
54	0.049543	0.4726	0.31881
55	-0.131605	-1.2554	0.893731
56	0.025214	0.2405	0.40523
57	0.008455	0.0807	0.467947
58	0.061835	0.5899	0.27837
59	-0.002801	-0.0267	0.510628

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.172791 & -1.6483 & 0.948633 \tabularnewline
1 & -0.272238 & -2.597 & 0.994516 \tabularnewline
2 & -0.160354 & -1.5297 & 0.935217 \tabularnewline
3 & -0.007873 & -0.0751 & 0.529853 \tabularnewline
4 & -0.19807 & -1.8895 & 0.968993 \tabularnewline
5 & 0.046283 & 0.4415 & 0.329945 \tabularnewline
6 & -0.254744 & -2.4301 & 0.991472 \tabularnewline
7 & 0.099916 & 0.9531 & 0.171522 \tabularnewline
8 & -0.190462 & -1.8169 & 0.963738 \tabularnewline
9 & -0.267856 & -2.5552 & 0.993864 \tabularnewline
10 & -0.033672 & -0.3212 & 0.625605 \tabularnewline
11 & -0.089816 & -0.8568 & 0.803093 \tabularnewline
12 & 0.016472 & 0.1571 & 0.437745 \tabularnewline
13 & 0.052068 & 0.4967 & 0.310301 \tabularnewline
14 & -0.036683 & -0.3499 & 0.636403 \tabularnewline
15 & 0.048347 & 0.4612 & 0.322876 \tabularnewline
16 & -0.076557 & -0.7303 & 0.766461 \tabularnewline
17 & -0.087357 & -0.8333 & 0.796581 \tabularnewline
18 & -0.041045 & -0.3915 & 0.651845 \tabularnewline
19 & 0.072118 & 0.688 & 0.246613 \tabularnewline
20 & 0.023887 & 0.2279 & 0.41013 \tabularnewline
21 & 0.094618 & 0.9026 & 0.18456 \tabularnewline
22 & 0.114771 & 1.0948 & 0.138236 \tabularnewline
23 & 0.138066 & 1.3171 & 0.095562 \tabularnewline
24 & -0.134131 & -1.2795 & 0.898018 \tabularnewline
25 & 0.113673 & 1.0844 & 0.140532 \tabularnewline
26 & -0.113074 & -1.0787 & 0.858205 \tabularnewline
27 & 0.119188 & 1.137 & 0.129265 \tabularnewline
28 & -0.153548 & -1.4648 & 0.926783 \tabularnewline
29 & -0.020209 & -0.1928 & 0.57622 \tabularnewline
30 & -0.020442 & -0.195 & 0.577088 \tabularnewline
31 & 0.069868 & 0.6665 & 0.25339 \tabularnewline
32 & 0.017211 & 0.1642 & 0.434975 \tabularnewline
33 & -0.069756 & -0.6654 & 0.74627 \tabularnewline
34 & -0.005449 & -0.052 & 0.520672 \tabularnewline
35 & 0.065017 & 0.6202 & 0.268329 \tabularnewline
36 & 0.102733 & 0.98 & 0.16484 \tabularnewline
37 & -0.06288 & -0.5998 & 0.724948 \tabularnewline
38 & -0.033243 & -0.3171 & 0.624059 \tabularnewline
39 & -0.059971 & -0.5721 & 0.715665 \tabularnewline
40 & -0.012849 & -0.1226 & 0.548642 \tabularnewline
41 & 0.055612 & 0.5305 & 0.298526 \tabularnewline
42 & -0.072695 & -0.6935 & 0.75511 \tabularnewline
43 & 0.053443 & 0.5098 & 0.305709 \tabularnewline
44 & -0.075948 & -0.7245 & 0.76469 \tabularnewline
45 & -0.079171 & -0.7552 & 0.773972 \tabularnewline
46 & -0.086158 & -0.8219 & 0.793357 \tabularnewline
47 & -0.053044 & -0.506 & 0.692961 \tabularnewline
48 & 0.080325 & 0.7662 & 0.222756 \tabularnewline
49 & -0.092482 & -0.8822 & 0.810009 \tabularnewline
50 & 0.104526 & 0.9971 & 0.160677 \tabularnewline
51 & -0.080441 & -0.7674 & 0.777574 \tabularnewline
52 & -0.023965 & -0.2286 & 0.590157 \tabularnewline
53 & 0.005841 & 0.0557 & 0.477843 \tabularnewline
54 & 0.049543 & 0.4726 & 0.31881 \tabularnewline
55 & -0.131605 & -1.2554 & 0.893731 \tabularnewline
56 & 0.025214 & 0.2405 & 0.40523 \tabularnewline
57 & 0.008455 & 0.0807 & 0.467947 \tabularnewline
58 & 0.061835 & 0.5899 & 0.27837 \tabularnewline
59 & -0.002801 & -0.0267 & 0.510628 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2456&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]-0.172791[/C][C]-1.6483[/C][C]0.948633[/C][/ROW]
[ROW][C]1[/C][C]-0.272238[/C][C]-2.597[/C][C]0.994516[/C][/ROW]
[ROW][C]2[/C][C]-0.160354[/C][C]-1.5297[/C][C]0.935217[/C][/ROW]
[ROW][C]3[/C][C]-0.007873[/C][C]-0.0751[/C][C]0.529853[/C][/ROW]
[ROW][C]4[/C][C]-0.19807[/C][C]-1.8895[/C][C]0.968993[/C][/ROW]
[ROW][C]5[/C][C]0.046283[/C][C]0.4415[/C][C]0.329945[/C][/ROW]
[ROW][C]6[/C][C]-0.254744[/C][C]-2.4301[/C][C]0.991472[/C][/ROW]
[ROW][C]7[/C][C]0.099916[/C][C]0.9531[/C][C]0.171522[/C][/ROW]
[ROW][C]8[/C][C]-0.190462[/C][C]-1.8169[/C][C]0.963738[/C][/ROW]
[ROW][C]9[/C][C]-0.267856[/C][C]-2.5552[/C][C]0.993864[/C][/ROW]
[ROW][C]10[/C][C]-0.033672[/C][C]-0.3212[/C][C]0.625605[/C][/ROW]
[ROW][C]11[/C][C]-0.089816[/C][C]-0.8568[/C][C]0.803093[/C][/ROW]
[ROW][C]12[/C][C]0.016472[/C][C]0.1571[/C][C]0.437745[/C][/ROW]
[ROW][C]13[/C][C]0.052068[/C][C]0.4967[/C][C]0.310301[/C][/ROW]
[ROW][C]14[/C][C]-0.036683[/C][C]-0.3499[/C][C]0.636403[/C][/ROW]
[ROW][C]15[/C][C]0.048347[/C][C]0.4612[/C][C]0.322876[/C][/ROW]
[ROW][C]16[/C][C]-0.076557[/C][C]-0.7303[/C][C]0.766461[/C][/ROW]
[ROW][C]17[/C][C]-0.087357[/C][C]-0.8333[/C][C]0.796581[/C][/ROW]
[ROW][C]18[/C][C]-0.041045[/C][C]-0.3915[/C][C]0.651845[/C][/ROW]
[ROW][C]19[/C][C]0.072118[/C][C]0.688[/C][C]0.246613[/C][/ROW]
[ROW][C]20[/C][C]0.023887[/C][C]0.2279[/C][C]0.41013[/C][/ROW]
[ROW][C]21[/C][C]0.094618[/C][C]0.9026[/C][C]0.18456[/C][/ROW]
[ROW][C]22[/C][C]0.114771[/C][C]1.0948[/C][C]0.138236[/C][/ROW]
[ROW][C]23[/C][C]0.138066[/C][C]1.3171[/C][C]0.095562[/C][/ROW]
[ROW][C]24[/C][C]-0.134131[/C][C]-1.2795[/C][C]0.898018[/C][/ROW]
[ROW][C]25[/C][C]0.113673[/C][C]1.0844[/C][C]0.140532[/C][/ROW]
[ROW][C]26[/C][C]-0.113074[/C][C]-1.0787[/C][C]0.858205[/C][/ROW]
[ROW][C]27[/C][C]0.119188[/C][C]1.137[/C][C]0.129265[/C][/ROW]
[ROW][C]28[/C][C]-0.153548[/C][C]-1.4648[/C][C]0.926783[/C][/ROW]
[ROW][C]29[/C][C]-0.020209[/C][C]-0.1928[/C][C]0.57622[/C][/ROW]
[ROW][C]30[/C][C]-0.020442[/C][C]-0.195[/C][C]0.577088[/C][/ROW]
[ROW][C]31[/C][C]0.069868[/C][C]0.6665[/C][C]0.25339[/C][/ROW]
[ROW][C]32[/C][C]0.017211[/C][C]0.1642[/C][C]0.434975[/C][/ROW]
[ROW][C]33[/C][C]-0.069756[/C][C]-0.6654[/C][C]0.74627[/C][/ROW]
[ROW][C]34[/C][C]-0.005449[/C][C]-0.052[/C][C]0.520672[/C][/ROW]
[ROW][C]35[/C][C]0.065017[/C][C]0.6202[/C][C]0.268329[/C][/ROW]
[ROW][C]36[/C][C]0.102733[/C][C]0.98[/C][C]0.16484[/C][/ROW]
[ROW][C]37[/C][C]-0.06288[/C][C]-0.5998[/C][C]0.724948[/C][/ROW]
[ROW][C]38[/C][C]-0.033243[/C][C]-0.3171[/C][C]0.624059[/C][/ROW]
[ROW][C]39[/C][C]-0.059971[/C][C]-0.5721[/C][C]0.715665[/C][/ROW]
[ROW][C]40[/C][C]-0.012849[/C][C]-0.1226[/C][C]0.548642[/C][/ROW]
[ROW][C]41[/C][C]0.055612[/C][C]0.5305[/C][C]0.298526[/C][/ROW]
[ROW][C]42[/C][C]-0.072695[/C][C]-0.6935[/C][C]0.75511[/C][/ROW]
[ROW][C]43[/C][C]0.053443[/C][C]0.5098[/C][C]0.305709[/C][/ROW]
[ROW][C]44[/C][C]-0.075948[/C][C]-0.7245[/C][C]0.76469[/C][/ROW]
[ROW][C]45[/C][C]-0.079171[/C][C]-0.7552[/C][C]0.773972[/C][/ROW]
[ROW][C]46[/C][C]-0.086158[/C][C]-0.8219[/C][C]0.793357[/C][/ROW]
[ROW][C]47[/C][C]-0.053044[/C][C]-0.506[/C][C]0.692961[/C][/ROW]
[ROW][C]48[/C][C]0.080325[/C][C]0.7662[/C][C]0.222756[/C][/ROW]
[ROW][C]49[/C][C]-0.092482[/C][C]-0.8822[/C][C]0.810009[/C][/ROW]
[ROW][C]50[/C][C]0.104526[/C][C]0.9971[/C][C]0.160677[/C][/ROW]
[ROW][C]51[/C][C]-0.080441[/C][C]-0.7674[/C][C]0.777574[/C][/ROW]
[ROW][C]52[/C][C]-0.023965[/C][C]-0.2286[/C][C]0.590157[/C][/ROW]
[ROW][C]53[/C][C]0.005841[/C][C]0.0557[/C][C]0.477843[/C][/ROW]
[ROW][C]54[/C][C]0.049543[/C][C]0.4726[/C][C]0.31881[/C][/ROW]
[ROW][C]55[/C][C]-0.131605[/C][C]-1.2554[/C][C]0.893731[/C][/ROW]
[ROW][C]56[/C][C]0.025214[/C][C]0.2405[/C][C]0.40523[/C][/ROW]
[ROW][C]57[/C][C]0.008455[/C][C]0.0807[/C][C]0.467947[/C][/ROW]
[ROW][C]58[/C][C]0.061835[/C][C]0.5899[/C][C]0.27837[/C][/ROW]
[ROW][C]59[/C][C]-0.002801[/C][C]-0.0267[/C][C]0.510628[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2456&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2456&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	-0.172791	-1.6483	0.948633
1	-0.272238	-2.597	0.994516
2	-0.160354	-1.5297	0.935217
3	-0.007873	-0.0751	0.529853
4	-0.19807	-1.8895	0.968993
5	0.046283	0.4415	0.329945
6	-0.254744	-2.4301	0.991472
7	0.099916	0.9531	0.171522
8	-0.190462	-1.8169	0.963738
9	-0.267856	-2.5552	0.993864
10	-0.033672	-0.3212	0.625605
11	-0.089816	-0.8568	0.803093
12	0.016472	0.1571	0.437745
13	0.052068	0.4967	0.310301
14	-0.036683	-0.3499	0.636403
15	0.048347	0.4612	0.322876
16	-0.076557	-0.7303	0.766461
17	-0.087357	-0.8333	0.796581
18	-0.041045	-0.3915	0.651845
19	0.072118	0.688	0.246613
20	0.023887	0.2279	0.41013
21	0.094618	0.9026	0.18456
22	0.114771	1.0948	0.138236
23	0.138066	1.3171	0.095562
24	-0.134131	-1.2795	0.898018
25	0.113673	1.0844	0.140532
26	-0.113074	-1.0787	0.858205
27	0.119188	1.137	0.129265
28	-0.153548	-1.4648	0.926783
29	-0.020209	-0.1928	0.57622
30	-0.020442	-0.195	0.577088
31	0.069868	0.6665	0.25339
32	0.017211	0.1642	0.434975
33	-0.069756	-0.6654	0.74627
34	-0.005449	-0.052	0.520672
35	0.065017	0.6202	0.268329
36	0.102733	0.98	0.16484
37	-0.06288	-0.5998	0.724948
38	-0.033243	-0.3171	0.624059
39	-0.059971	-0.5721	0.715665
40	-0.012849	-0.1226	0.548642
41	0.055612	0.5305	0.298526
42	-0.072695	-0.6935	0.75511
43	0.053443	0.5098	0.305709
44	-0.075948	-0.7245	0.76469
45	-0.079171	-0.7552	0.773972
46	-0.086158	-0.8219	0.793357
47	-0.053044	-0.506	0.692961
48	0.080325	0.7662	0.222756
49	-0.092482	-0.8822	0.810009
50	0.104526	0.9971	0.160677
51	-0.080441	-0.7674	0.777574
52	-0.023965	-0.2286	0.590157
53	0.005841	0.0557	0.477843
54	0.049543	0.4726	0.31881
55	-0.131605	-1.2554	0.893731
56	0.025214	0.2405	0.40523
57	0.008455	0.0807	0.467947
58	0.061835	0.5899	0.27837
59	-0.002801	-0.0267	0.510628

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 2 ; 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