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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 10 Dec 2007 14:29:25 -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/10/t11973212962fau9yif97euhxq.htm/, Retrieved Thu, 16 Jan 2025 18:27:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3057, Retrieved Thu, 16 Jan 2025 18:27:28 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

s0650550 s0650062

Estimated Impact

233

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

-       [(Partial) Autocorrelation Function] [Inducing Stationa...] [2007-12-10 21:29:25] [ab924f39c1cc7a5dd22761038b10db61] [Current]

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Dataseries X:

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Histogram

Boxplots

1,1
1,3
1,2
1,6
1,7
1,5
0,9
1,5
1,4
1,6
1,7
1,4
1,8
1,7
1,4
1,2
1,0
1,7
2,4
2,0
2,1
2,0
1,8
2,7
2,3
1,9
2,0
2,3
2,8
2,4
2,3
2,7
2,7
2,9
3,0
2,2
2,3
2,8
2,8
2,8
2,2
2,6
2,8
2,5
2,4
2,3
1,9
1,7
2,0
2,1
1,7
1,8
1,8
1,8
1,3
1,3
1,3
1,2
1,4
2,2

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=3057&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=3057&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3057&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	7.746	0
1	0.768821	5.9553	0
2	0.609399	4.7204	7e-06
3	0.576111	4.4625	1.8e-05
4	0.562693	4.3586	2.6e-05
5	0.586342	4.5418	1.4e-05
6	0.496858	3.8486	0.000145
7	0.362507	2.808	0.003359
8	0.350834	2.7176	0.004292
9	0.318251	2.4652	0.008287
10	0.333321	2.5819	0.006143
11	0.226195	1.7521	0.042433
12	-0.010816	-0.0838	0.533244
13	-0.014094	-0.1092	0.543285
14	0.022481	0.1741	0.431173
15	-0.05263	-0.4077	0.657516
16	-0.148093	-1.1471	0.872058
17	-0.297895	-2.3075	0.987753
18	-0.307673	-2.3832	0.989828
19	-0.259139	-2.0073	0.975385
20	-0.272037	-2.1072	0.980355
21	-0.308483	-2.3895	0.989985
22	-0.389239	-3.015	0.998119
23	-0.448861	-3.4769	0.999525
24	-0.381385	-2.9542	0.997764
25	-0.361635	-2.8012	0.996579
26	-0.41758	-3.2346	0.999008
27	-0.433413	-3.3572	0.999314
28	-0.414406	-3.21	0.998933
29	-0.346558	-2.6844	0.995311
30	-0.312286	-2.419	0.990693
31	-0.315342	-2.4426	0.991229
32	-0.303207	-2.3486	0.988922
33	-0.289214	-2.2402	0.985605
34	-0.24432	-1.8925	0.968374
35	-0.189397	-1.4671	0.92621
36	-0.183019	-1.4177	0.919268
37	-0.18964	-1.4689	0.926464
38	-0.11611	-0.8994	0.813977
39	-0.057027	-0.4417	0.669864
40	0.000124	0.001	0.499619
41	0.036253	0.2808	0.38991
42	0.025175	0.195	0.423025
43	0.022639	0.1754	0.430693
44	0.047774	0.3701	0.356322
45	0.065963	0.511	0.30563
46	0.093921	0.7275	0.234871
47	0.099297	0.7691	0.222411
48	0.102147	0.7912	0.215965
49	0.115842	0.8973	0.18657
50	0.122369	0.9479	0.1735
51	0.108468	0.8402	0.202068
52	0.107641	0.8338	0.203854
53	0.081484	0.6312	0.265163
54	0.09867	0.7643	0.223843
55	0.093869	0.7271	0.234994
56	0.076848	0.5953	0.276952
57	0.045602	0.3532	0.362575
58	0.017328	0.1342	0.446839
59	-0.011727	-0.0908	0.536037

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.768821 & 5.9553 & 0 \tabularnewline
2 & 0.609399 & 4.7204 & 7e-06 \tabularnewline
3 & 0.576111 & 4.4625 & 1.8e-05 \tabularnewline
4 & 0.562693 & 4.3586 & 2.6e-05 \tabularnewline
5 & 0.586342 & 4.5418 & 1.4e-05 \tabularnewline
6 & 0.496858 & 3.8486 & 0.000145 \tabularnewline
7 & 0.362507 & 2.808 & 0.003359 \tabularnewline
8 & 0.350834 & 2.7176 & 0.004292 \tabularnewline
9 & 0.318251 & 2.4652 & 0.008287 \tabularnewline
10 & 0.333321 & 2.5819 & 0.006143 \tabularnewline
11 & 0.226195 & 1.7521 & 0.042433 \tabularnewline
12 & -0.010816 & -0.0838 & 0.533244 \tabularnewline
13 & -0.014094 & -0.1092 & 0.543285 \tabularnewline
14 & 0.022481 & 0.1741 & 0.431173 \tabularnewline
15 & -0.05263 & -0.4077 & 0.657516 \tabularnewline
16 & -0.148093 & -1.1471 & 0.872058 \tabularnewline
17 & -0.297895 & -2.3075 & 0.987753 \tabularnewline
18 & -0.307673 & -2.3832 & 0.989828 \tabularnewline
19 & -0.259139 & -2.0073 & 0.975385 \tabularnewline
20 & -0.272037 & -2.1072 & 0.980355 \tabularnewline
21 & -0.308483 & -2.3895 & 0.989985 \tabularnewline
22 & -0.389239 & -3.015 & 0.998119 \tabularnewline
23 & -0.448861 & -3.4769 & 0.999525 \tabularnewline
24 & -0.381385 & -2.9542 & 0.997764 \tabularnewline
25 & -0.361635 & -2.8012 & 0.996579 \tabularnewline
26 & -0.41758 & -3.2346 & 0.999008 \tabularnewline
27 & -0.433413 & -3.3572 & 0.999314 \tabularnewline
28 & -0.414406 & -3.21 & 0.998933 \tabularnewline
29 & -0.346558 & -2.6844 & 0.995311 \tabularnewline
30 & -0.312286 & -2.419 & 0.990693 \tabularnewline
31 & -0.315342 & -2.4426 & 0.991229 \tabularnewline
32 & -0.303207 & -2.3486 & 0.988922 \tabularnewline
33 & -0.289214 & -2.2402 & 0.985605 \tabularnewline
34 & -0.24432 & -1.8925 & 0.968374 \tabularnewline
35 & -0.189397 & -1.4671 & 0.92621 \tabularnewline
36 & -0.183019 & -1.4177 & 0.919268 \tabularnewline
37 & -0.18964 & -1.4689 & 0.926464 \tabularnewline
38 & -0.11611 & -0.8994 & 0.813977 \tabularnewline
39 & -0.057027 & -0.4417 & 0.669864 \tabularnewline
40 & 0.000124 & 0.001 & 0.499619 \tabularnewline
41 & 0.036253 & 0.2808 & 0.38991 \tabularnewline
42 & 0.025175 & 0.195 & 0.423025 \tabularnewline
43 & 0.022639 & 0.1754 & 0.430693 \tabularnewline
44 & 0.047774 & 0.3701 & 0.356322 \tabularnewline
45 & 0.065963 & 0.511 & 0.30563 \tabularnewline
46 & 0.093921 & 0.7275 & 0.234871 \tabularnewline
47 & 0.099297 & 0.7691 & 0.222411 \tabularnewline
48 & 0.102147 & 0.7912 & 0.215965 \tabularnewline
49 & 0.115842 & 0.8973 & 0.18657 \tabularnewline
50 & 0.122369 & 0.9479 & 0.1735 \tabularnewline
51 & 0.108468 & 0.8402 & 0.202068 \tabularnewline
52 & 0.107641 & 0.8338 & 0.203854 \tabularnewline
53 & 0.081484 & 0.6312 & 0.265163 \tabularnewline
54 & 0.09867 & 0.7643 & 0.223843 \tabularnewline
55 & 0.093869 & 0.7271 & 0.234994 \tabularnewline
56 & 0.076848 & 0.5953 & 0.276952 \tabularnewline
57 & 0.045602 & 0.3532 & 0.362575 \tabularnewline
58 & 0.017328 & 0.1342 & 0.446839 \tabularnewline
59 & -0.011727 & -0.0908 & 0.536037 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3057&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.768821[/C][C]5.9553[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.609399[/C][C]4.7204[/C][C]7e-06[/C][/ROW]
[ROW][C]3[/C][C]0.576111[/C][C]4.4625[/C][C]1.8e-05[/C][/ROW]
[ROW][C]4[/C][C]0.562693[/C][C]4.3586[/C][C]2.6e-05[/C][/ROW]
[ROW][C]5[/C][C]0.586342[/C][C]4.5418[/C][C]1.4e-05[/C][/ROW]
[ROW][C]6[/C][C]0.496858[/C][C]3.8486[/C][C]0.000145[/C][/ROW]
[ROW][C]7[/C][C]0.362507[/C][C]2.808[/C][C]0.003359[/C][/ROW]
[ROW][C]8[/C][C]0.350834[/C][C]2.7176[/C][C]0.004292[/C][/ROW]
[ROW][C]9[/C][C]0.318251[/C][C]2.4652[/C][C]0.008287[/C][/ROW]
[ROW][C]10[/C][C]0.333321[/C][C]2.5819[/C][C]0.006143[/C][/ROW]
[ROW][C]11[/C][C]0.226195[/C][C]1.7521[/C][C]0.042433[/C][/ROW]
[ROW][C]12[/C][C]-0.010816[/C][C]-0.0838[/C][C]0.533244[/C][/ROW]
[ROW][C]13[/C][C]-0.014094[/C][C]-0.1092[/C][C]0.543285[/C][/ROW]
[ROW][C]14[/C][C]0.022481[/C][C]0.1741[/C][C]0.431173[/C][/ROW]
[ROW][C]15[/C][C]-0.05263[/C][C]-0.4077[/C][C]0.657516[/C][/ROW]
[ROW][C]16[/C][C]-0.148093[/C][C]-1.1471[/C][C]0.872058[/C][/ROW]
[ROW][C]17[/C][C]-0.297895[/C][C]-2.3075[/C][C]0.987753[/C][/ROW]
[ROW][C]18[/C][C]-0.307673[/C][C]-2.3832[/C][C]0.989828[/C][/ROW]
[ROW][C]19[/C][C]-0.259139[/C][C]-2.0073[/C][C]0.975385[/C][/ROW]
[ROW][C]20[/C][C]-0.272037[/C][C]-2.1072[/C][C]0.980355[/C][/ROW]
[ROW][C]21[/C][C]-0.308483[/C][C]-2.3895[/C][C]0.989985[/C][/ROW]
[ROW][C]22[/C][C]-0.389239[/C][C]-3.015[/C][C]0.998119[/C][/ROW]
[ROW][C]23[/C][C]-0.448861[/C][C]-3.4769[/C][C]0.999525[/C][/ROW]
[ROW][C]24[/C][C]-0.381385[/C][C]-2.9542[/C][C]0.997764[/C][/ROW]
[ROW][C]25[/C][C]-0.361635[/C][C]-2.8012[/C][C]0.996579[/C][/ROW]
[ROW][C]26[/C][C]-0.41758[/C][C]-3.2346[/C][C]0.999008[/C][/ROW]
[ROW][C]27[/C][C]-0.433413[/C][C]-3.3572[/C][C]0.999314[/C][/ROW]
[ROW][C]28[/C][C]-0.414406[/C][C]-3.21[/C][C]0.998933[/C][/ROW]
[ROW][C]29[/C][C]-0.346558[/C][C]-2.6844[/C][C]0.995311[/C][/ROW]
[ROW][C]30[/C][C]-0.312286[/C][C]-2.419[/C][C]0.990693[/C][/ROW]
[ROW][C]31[/C][C]-0.315342[/C][C]-2.4426[/C][C]0.991229[/C][/ROW]
[ROW][C]32[/C][C]-0.303207[/C][C]-2.3486[/C][C]0.988922[/C][/ROW]
[ROW][C]33[/C][C]-0.289214[/C][C]-2.2402[/C][C]0.985605[/C][/ROW]
[ROW][C]34[/C][C]-0.24432[/C][C]-1.8925[/C][C]0.968374[/C][/ROW]
[ROW][C]35[/C][C]-0.189397[/C][C]-1.4671[/C][C]0.92621[/C][/ROW]
[ROW][C]36[/C][C]-0.183019[/C][C]-1.4177[/C][C]0.919268[/C][/ROW]
[ROW][C]37[/C][C]-0.18964[/C][C]-1.4689[/C][C]0.926464[/C][/ROW]
[ROW][C]38[/C][C]-0.11611[/C][C]-0.8994[/C][C]0.813977[/C][/ROW]
[ROW][C]39[/C][C]-0.057027[/C][C]-0.4417[/C][C]0.669864[/C][/ROW]
[ROW][C]40[/C][C]0.000124[/C][C]0.001[/C][C]0.499619[/C][/ROW]
[ROW][C]41[/C][C]0.036253[/C][C]0.2808[/C][C]0.38991[/C][/ROW]
[ROW][C]42[/C][C]0.025175[/C][C]0.195[/C][C]0.423025[/C][/ROW]
[ROW][C]43[/C][C]0.022639[/C][C]0.1754[/C][C]0.430693[/C][/ROW]
[ROW][C]44[/C][C]0.047774[/C][C]0.3701[/C][C]0.356322[/C][/ROW]
[ROW][C]45[/C][C]0.065963[/C][C]0.511[/C][C]0.30563[/C][/ROW]
[ROW][C]46[/C][C]0.093921[/C][C]0.7275[/C][C]0.234871[/C][/ROW]
[ROW][C]47[/C][C]0.099297[/C][C]0.7691[/C][C]0.222411[/C][/ROW]
[ROW][C]48[/C][C]0.102147[/C][C]0.7912[/C][C]0.215965[/C][/ROW]
[ROW][C]49[/C][C]0.115842[/C][C]0.8973[/C][C]0.18657[/C][/ROW]
[ROW][C]50[/C][C]0.122369[/C][C]0.9479[/C][C]0.1735[/C][/ROW]
[ROW][C]51[/C][C]0.108468[/C][C]0.8402[/C][C]0.202068[/C][/ROW]
[ROW][C]52[/C][C]0.107641[/C][C]0.8338[/C][C]0.203854[/C][/ROW]
[ROW][C]53[/C][C]0.081484[/C][C]0.6312[/C][C]0.265163[/C][/ROW]
[ROW][C]54[/C][C]0.09867[/C][C]0.7643[/C][C]0.223843[/C][/ROW]
[ROW][C]55[/C][C]0.093869[/C][C]0.7271[/C][C]0.234994[/C][/ROW]
[ROW][C]56[/C][C]0.076848[/C][C]0.5953[/C][C]0.276952[/C][/ROW]
[ROW][C]57[/C][C]0.045602[/C][C]0.3532[/C][C]0.362575[/C][/ROW]
[ROW][C]58[/C][C]0.017328[/C][C]0.1342[/C][C]0.446839[/C][/ROW]
[ROW][C]59[/C][C]-0.011727[/C][C]-0.0908[/C][C]0.536037[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3057&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3057&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	7.746	0
1	0.768821	5.9553	0
2	0.609399	4.7204	7e-06
3	0.576111	4.4625	1.8e-05
4	0.562693	4.3586	2.6e-05
5	0.586342	4.5418	1.4e-05
6	0.496858	3.8486	0.000145
7	0.362507	2.808	0.003359
8	0.350834	2.7176	0.004292
9	0.318251	2.4652	0.008287
10	0.333321	2.5819	0.006143
11	0.226195	1.7521	0.042433
12	-0.010816	-0.0838	0.533244
13	-0.014094	-0.1092	0.543285
14	0.022481	0.1741	0.431173
15	-0.05263	-0.4077	0.657516
16	-0.148093	-1.1471	0.872058
17	-0.297895	-2.3075	0.987753
18	-0.307673	-2.3832	0.989828
19	-0.259139	-2.0073	0.975385
20	-0.272037	-2.1072	0.980355
21	-0.308483	-2.3895	0.989985
22	-0.389239	-3.015	0.998119
23	-0.448861	-3.4769	0.999525
24	-0.381385	-2.9542	0.997764
25	-0.361635	-2.8012	0.996579
26	-0.41758	-3.2346	0.999008
27	-0.433413	-3.3572	0.999314
28	-0.414406	-3.21	0.998933
29	-0.346558	-2.6844	0.995311
30	-0.312286	-2.419	0.990693
31	-0.315342	-2.4426	0.991229
32	-0.303207	-2.3486	0.988922
33	-0.289214	-2.2402	0.985605
34	-0.24432	-1.8925	0.968374
35	-0.189397	-1.4671	0.92621
36	-0.183019	-1.4177	0.919268
37	-0.18964	-1.4689	0.926464
38	-0.11611	-0.8994	0.813977
39	-0.057027	-0.4417	0.669864
40	0.000124	0.001	0.499619
41	0.036253	0.2808	0.38991
42	0.025175	0.195	0.423025
43	0.022639	0.1754	0.430693
44	0.047774	0.3701	0.356322
45	0.065963	0.511	0.30563
46	0.093921	0.7275	0.234871
47	0.099297	0.7691	0.222411
48	0.102147	0.7912	0.215965
49	0.115842	0.8973	0.18657
50	0.122369	0.9479	0.1735
51	0.108468	0.8402	0.202068
52	0.107641	0.8338	0.203854
53	0.081484	0.6312	0.265163
54	0.09867	0.7643	0.223843
55	0.093869	0.7271	0.234994
56	0.076848	0.5953	0.276952
57	0.045602	0.3532	0.362575
58	0.017328	0.1342	0.446839
59	-0.011727	-0.0908	0.536037

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.768821	5.9553	0
1	0.044786	0.3469	0.364935
2	0.230687	1.7869	0.039503
3	0.114258	0.885	0.189834
4	0.208055	1.6116	0.05615
5	-0.160226	-1.2411	0.890301
6	-0.150187	-1.1633	0.875352
7	0.094778	0.7341	0.23286
8	-0.093247	-0.7223	0.763538
9	0.140611	1.0892	0.140218
10	-0.27769	-2.151	0.982242
11	-0.391647	-3.0337	0.998216
12	0.200549	1.5534	0.062788
13	0.010059	0.0779	0.469077
14	-0.210037	-1.6269	0.945505
15	-0.135024	-1.0459	0.850096
16	-0.094813	-0.7344	0.767222
17	0.116118	0.8994	0.186006
18	-0.041026	-0.3178	0.624124
19	0.072896	0.5647	0.287208
20	-0.023292	-0.1804	0.571283
21	0.078475	0.6079	0.272785
22	-0.142854	-1.1065	0.863545
23	-0.16594	-1.2854	0.898198
24	0.192348	1.4899	0.070742
25	-0.028398	-0.22	0.58668
26	-0.006122	-0.0474	0.518832
27	-0.087606	-0.6786	0.749997
28	-0.076458	-0.5922	0.722043
29	0.077481	0.6002	0.275328
30	0.055761	0.4319	0.333673
31	-0.038174	-0.2957	0.615757
32	-0.108272	-0.8387	0.797509
33	0.032708	0.2534	0.40043
34	-0.089474	-0.6931	0.754529
35	-0.043314	-0.3355	0.630794
36	0.081792	0.6336	0.264388
37	0.111782	0.8659	0.195009
38	-0.038355	-0.2971	0.61629
39	-0.001692	-0.0131	0.505207
40	0.005426	0.042	0.483307
41	-0.089286	-0.6916	0.754073
42	-0.052036	-0.4031	0.655835
43	-0.006505	-0.0504	0.52001
44	-0.082914	-0.6422	0.73842
45	0.015234	0.118	0.453231
46	-0.013222	-0.1024	0.540618
47	-0.039098	-0.3029	0.618474
48	-0.082837	-0.6417	0.738228
49	0.075744	0.5867	0.279801
50	-0.139996	-1.0844	0.858738
51	0.000835	0.0065	0.497432
52	0.056911	0.4408	0.33046
53	0.01128	0.0874	0.465331
54	-0.046026	-0.3565	0.638647
55	-0.005441	-0.0421	0.516739
56	-0.061538	-0.4767	0.682335
57	-0.006008	-0.0465	0.518482
58	-0.070712	-0.5477	0.707047
59	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.768821 & 5.9553 & 0 \tabularnewline
1 & 0.044786 & 0.3469 & 0.364935 \tabularnewline
2 & 0.230687 & 1.7869 & 0.039503 \tabularnewline
3 & 0.114258 & 0.885 & 0.189834 \tabularnewline
4 & 0.208055 & 1.6116 & 0.05615 \tabularnewline
5 & -0.160226 & -1.2411 & 0.890301 \tabularnewline
6 & -0.150187 & -1.1633 & 0.875352 \tabularnewline
7 & 0.094778 & 0.7341 & 0.23286 \tabularnewline
8 & -0.093247 & -0.7223 & 0.763538 \tabularnewline
9 & 0.140611 & 1.0892 & 0.140218 \tabularnewline
10 & -0.27769 & -2.151 & 0.982242 \tabularnewline
11 & -0.391647 & -3.0337 & 0.998216 \tabularnewline
12 & 0.200549 & 1.5534 & 0.062788 \tabularnewline
13 & 0.010059 & 0.0779 & 0.469077 \tabularnewline
14 & -0.210037 & -1.6269 & 0.945505 \tabularnewline
15 & -0.135024 & -1.0459 & 0.850096 \tabularnewline
16 & -0.094813 & -0.7344 & 0.767222 \tabularnewline
17 & 0.116118 & 0.8994 & 0.186006 \tabularnewline
18 & -0.041026 & -0.3178 & 0.624124 \tabularnewline
19 & 0.072896 & 0.5647 & 0.287208 \tabularnewline
20 & -0.023292 & -0.1804 & 0.571283 \tabularnewline
21 & 0.078475 & 0.6079 & 0.272785 \tabularnewline
22 & -0.142854 & -1.1065 & 0.863545 \tabularnewline
23 & -0.16594 & -1.2854 & 0.898198 \tabularnewline
24 & 0.192348 & 1.4899 & 0.070742 \tabularnewline
25 & -0.028398 & -0.22 & 0.58668 \tabularnewline
26 & -0.006122 & -0.0474 & 0.518832 \tabularnewline
27 & -0.087606 & -0.6786 & 0.749997 \tabularnewline
28 & -0.076458 & -0.5922 & 0.722043 \tabularnewline
29 & 0.077481 & 0.6002 & 0.275328 \tabularnewline
30 & 0.055761 & 0.4319 & 0.333673 \tabularnewline
31 & -0.038174 & -0.2957 & 0.615757 \tabularnewline
32 & -0.108272 & -0.8387 & 0.797509 \tabularnewline
33 & 0.032708 & 0.2534 & 0.40043 \tabularnewline
34 & -0.089474 & -0.6931 & 0.754529 \tabularnewline
35 & -0.043314 & -0.3355 & 0.630794 \tabularnewline
36 & 0.081792 & 0.6336 & 0.264388 \tabularnewline
37 & 0.111782 & 0.8659 & 0.195009 \tabularnewline
38 & -0.038355 & -0.2971 & 0.61629 \tabularnewline
39 & -0.001692 & -0.0131 & 0.505207 \tabularnewline
40 & 0.005426 & 0.042 & 0.483307 \tabularnewline
41 & -0.089286 & -0.6916 & 0.754073 \tabularnewline
42 & -0.052036 & -0.4031 & 0.655835 \tabularnewline
43 & -0.006505 & -0.0504 & 0.52001 \tabularnewline
44 & -0.082914 & -0.6422 & 0.73842 \tabularnewline
45 & 0.015234 & 0.118 & 0.453231 \tabularnewline
46 & -0.013222 & -0.1024 & 0.540618 \tabularnewline
47 & -0.039098 & -0.3029 & 0.618474 \tabularnewline
48 & -0.082837 & -0.6417 & 0.738228 \tabularnewline
49 & 0.075744 & 0.5867 & 0.279801 \tabularnewline
50 & -0.139996 & -1.0844 & 0.858738 \tabularnewline
51 & 0.000835 & 0.0065 & 0.497432 \tabularnewline
52 & 0.056911 & 0.4408 & 0.33046 \tabularnewline
53 & 0.01128 & 0.0874 & 0.465331 \tabularnewline
54 & -0.046026 & -0.3565 & 0.638647 \tabularnewline
55 & -0.005441 & -0.0421 & 0.516739 \tabularnewline
56 & -0.061538 & -0.4767 & 0.682335 \tabularnewline
57 & -0.006008 & -0.0465 & 0.518482 \tabularnewline
58 & -0.070712 & -0.5477 & 0.707047 \tabularnewline
59 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3057&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]0.768821[/C][C]5.9553[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.044786[/C][C]0.3469[/C][C]0.364935[/C][/ROW]
[ROW][C]2[/C][C]0.230687[/C][C]1.7869[/C][C]0.039503[/C][/ROW]
[ROW][C]3[/C][C]0.114258[/C][C]0.885[/C][C]0.189834[/C][/ROW]
[ROW][C]4[/C][C]0.208055[/C][C]1.6116[/C][C]0.05615[/C][/ROW]
[ROW][C]5[/C][C]-0.160226[/C][C]-1.2411[/C][C]0.890301[/C][/ROW]
[ROW][C]6[/C][C]-0.150187[/C][C]-1.1633[/C][C]0.875352[/C][/ROW]
[ROW][C]7[/C][C]0.094778[/C][C]0.7341[/C][C]0.23286[/C][/ROW]
[ROW][C]8[/C][C]-0.093247[/C][C]-0.7223[/C][C]0.763538[/C][/ROW]
[ROW][C]9[/C][C]0.140611[/C][C]1.0892[/C][C]0.140218[/C][/ROW]
[ROW][C]10[/C][C]-0.27769[/C][C]-2.151[/C][C]0.982242[/C][/ROW]
[ROW][C]11[/C][C]-0.391647[/C][C]-3.0337[/C][C]0.998216[/C][/ROW]
[ROW][C]12[/C][C]0.200549[/C][C]1.5534[/C][C]0.062788[/C][/ROW]
[ROW][C]13[/C][C]0.010059[/C][C]0.0779[/C][C]0.469077[/C][/ROW]
[ROW][C]14[/C][C]-0.210037[/C][C]-1.6269[/C][C]0.945505[/C][/ROW]
[ROW][C]15[/C][C]-0.135024[/C][C]-1.0459[/C][C]0.850096[/C][/ROW]
[ROW][C]16[/C][C]-0.094813[/C][C]-0.7344[/C][C]0.767222[/C][/ROW]
[ROW][C]17[/C][C]0.116118[/C][C]0.8994[/C][C]0.186006[/C][/ROW]
[ROW][C]18[/C][C]-0.041026[/C][C]-0.3178[/C][C]0.624124[/C][/ROW]
[ROW][C]19[/C][C]0.072896[/C][C]0.5647[/C][C]0.287208[/C][/ROW]
[ROW][C]20[/C][C]-0.023292[/C][C]-0.1804[/C][C]0.571283[/C][/ROW]
[ROW][C]21[/C][C]0.078475[/C][C]0.6079[/C][C]0.272785[/C][/ROW]
[ROW][C]22[/C][C]-0.142854[/C][C]-1.1065[/C][C]0.863545[/C][/ROW]
[ROW][C]23[/C][C]-0.16594[/C][C]-1.2854[/C][C]0.898198[/C][/ROW]
[ROW][C]24[/C][C]0.192348[/C][C]1.4899[/C][C]0.070742[/C][/ROW]
[ROW][C]25[/C][C]-0.028398[/C][C]-0.22[/C][C]0.58668[/C][/ROW]
[ROW][C]26[/C][C]-0.006122[/C][C]-0.0474[/C][C]0.518832[/C][/ROW]
[ROW][C]27[/C][C]-0.087606[/C][C]-0.6786[/C][C]0.749997[/C][/ROW]
[ROW][C]28[/C][C]-0.076458[/C][C]-0.5922[/C][C]0.722043[/C][/ROW]
[ROW][C]29[/C][C]0.077481[/C][C]0.6002[/C][C]0.275328[/C][/ROW]
[ROW][C]30[/C][C]0.055761[/C][C]0.4319[/C][C]0.333673[/C][/ROW]
[ROW][C]31[/C][C]-0.038174[/C][C]-0.2957[/C][C]0.615757[/C][/ROW]
[ROW][C]32[/C][C]-0.108272[/C][C]-0.8387[/C][C]0.797509[/C][/ROW]
[ROW][C]33[/C][C]0.032708[/C][C]0.2534[/C][C]0.40043[/C][/ROW]
[ROW][C]34[/C][C]-0.089474[/C][C]-0.6931[/C][C]0.754529[/C][/ROW]
[ROW][C]35[/C][C]-0.043314[/C][C]-0.3355[/C][C]0.630794[/C][/ROW]
[ROW][C]36[/C][C]0.081792[/C][C]0.6336[/C][C]0.264388[/C][/ROW]
[ROW][C]37[/C][C]0.111782[/C][C]0.8659[/C][C]0.195009[/C][/ROW]
[ROW][C]38[/C][C]-0.038355[/C][C]-0.2971[/C][C]0.61629[/C][/ROW]
[ROW][C]39[/C][C]-0.001692[/C][C]-0.0131[/C][C]0.505207[/C][/ROW]
[ROW][C]40[/C][C]0.005426[/C][C]0.042[/C][C]0.483307[/C][/ROW]
[ROW][C]41[/C][C]-0.089286[/C][C]-0.6916[/C][C]0.754073[/C][/ROW]
[ROW][C]42[/C][C]-0.052036[/C][C]-0.4031[/C][C]0.655835[/C][/ROW]
[ROW][C]43[/C][C]-0.006505[/C][C]-0.0504[/C][C]0.52001[/C][/ROW]
[ROW][C]44[/C][C]-0.082914[/C][C]-0.6422[/C][C]0.73842[/C][/ROW]
[ROW][C]45[/C][C]0.015234[/C][C]0.118[/C][C]0.453231[/C][/ROW]
[ROW][C]46[/C][C]-0.013222[/C][C]-0.1024[/C][C]0.540618[/C][/ROW]
[ROW][C]47[/C][C]-0.039098[/C][C]-0.3029[/C][C]0.618474[/C][/ROW]
[ROW][C]48[/C][C]-0.082837[/C][C]-0.6417[/C][C]0.738228[/C][/ROW]
[ROW][C]49[/C][C]0.075744[/C][C]0.5867[/C][C]0.279801[/C][/ROW]
[ROW][C]50[/C][C]-0.139996[/C][C]-1.0844[/C][C]0.858738[/C][/ROW]
[ROW][C]51[/C][C]0.000835[/C][C]0.0065[/C][C]0.497432[/C][/ROW]
[ROW][C]52[/C][C]0.056911[/C][C]0.4408[/C][C]0.33046[/C][/ROW]
[ROW][C]53[/C][C]0.01128[/C][C]0.0874[/C][C]0.465331[/C][/ROW]
[ROW][C]54[/C][C]-0.046026[/C][C]-0.3565[/C][C]0.638647[/C][/ROW]
[ROW][C]55[/C][C]-0.005441[/C][C]-0.0421[/C][C]0.516739[/C][/ROW]
[ROW][C]56[/C][C]-0.061538[/C][C]-0.4767[/C][C]0.682335[/C][/ROW]
[ROW][C]57[/C][C]-0.006008[/C][C]-0.0465[/C][C]0.518482[/C][/ROW]
[ROW][C]58[/C][C]-0.070712[/C][C]-0.5477[/C][C]0.707047[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3057&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3057&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	0.768821	5.9553	0
1	0.044786	0.3469	0.364935
2	0.230687	1.7869	0.039503
3	0.114258	0.885	0.189834
4	0.208055	1.6116	0.05615
5	-0.160226	-1.2411	0.890301
6	-0.150187	-1.1633	0.875352
7	0.094778	0.7341	0.23286
8	-0.093247	-0.7223	0.763538
9	0.140611	1.0892	0.140218
10	-0.27769	-2.151	0.982242
11	-0.391647	-3.0337	0.998216
12	0.200549	1.5534	0.062788
13	0.010059	0.0779	0.469077
14	-0.210037	-1.6269	0.945505
15	-0.135024	-1.0459	0.850096
16	-0.094813	-0.7344	0.767222
17	0.116118	0.8994	0.186006
18	-0.041026	-0.3178	0.624124
19	0.072896	0.5647	0.287208
20	-0.023292	-0.1804	0.571283
21	0.078475	0.6079	0.272785
22	-0.142854	-1.1065	0.863545
23	-0.16594	-1.2854	0.898198
24	0.192348	1.4899	0.070742
25	-0.028398	-0.22	0.58668
26	-0.006122	-0.0474	0.518832
27	-0.087606	-0.6786	0.749997
28	-0.076458	-0.5922	0.722043
29	0.077481	0.6002	0.275328
30	0.055761	0.4319	0.333673
31	-0.038174	-0.2957	0.615757
32	-0.108272	-0.8387	0.797509
33	0.032708	0.2534	0.40043
34	-0.089474	-0.6931	0.754529
35	-0.043314	-0.3355	0.630794
36	0.081792	0.6336	0.264388
37	0.111782	0.8659	0.195009
38	-0.038355	-0.2971	0.61629
39	-0.001692	-0.0131	0.505207
40	0.005426	0.042	0.483307
41	-0.089286	-0.6916	0.754073
42	-0.052036	-0.4031	0.655835
43	-0.006505	-0.0504	0.52001
44	-0.082914	-0.6422	0.73842
45	0.015234	0.118	0.453231
46	-0.013222	-0.1024	0.540618
47	-0.039098	-0.3029	0.618474
48	-0.082837	-0.6417	0.738228
49	0.075744	0.5867	0.279801
50	-0.139996	-1.0844	0.858738
51	0.000835	0.0065	0.497432
52	0.056911	0.4408	0.33046
53	0.01128	0.0874	0.465331
54	-0.046026	-0.3565	0.638647
55	-0.005441	-0.0421	0.516739
56	-0.061538	-0.4767	0.682335
57	-0.006008	-0.0465	0.518482
58	-0.070712	-0.5477	0.707047
59	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 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