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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 17 Dec 2009 07:49:59 -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/2009/Dec/17/t1261061445xddqhesmj7nzsmq.htm/, Retrieved Tue, 30 Apr 2024 04:39:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68925, Retrieved Tue, 30 Apr 2024 04:39:37 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

137

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

-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
-    D  [Multiple Regression] [Paper] [2008-12-16 19:46:15] [74be16979710d4c4e7c6647856088456]
- RM D    [Multiple Regression] [] [2009-12-16 17:12:08] [ff47dd0689925b5f8d992b55e66ceb45]
- RMPD        [(Partial) Autocorrelation Function] [] [2009-12-17 14:49:59] [208e60166df5802f3c494097313a670f] [Current]
-    D          [(Partial) Autocorrelation Function] [] [2009-12-17 15:21:07] [ff47dd0689925b5f8d992b55e66ceb45] 
-    D          [(Partial) Autocorrelation Function] [] [2009-12-17 15:36:19] [ff47dd0689925b5f8d992b55e66ceb45] 
- RM D          [Variance Reduction Matrix] [] [2009-12-17 15:44:00] [ff47dd0689925b5f8d992b55e66ceb45] 
- RM D          [Variance Reduction Matrix] [] [2009-12-17 15:44:00] [ff47dd0689925b5f8d992b55e66ceb45] 
-    D          [(Partial) Autocorrelation Function] [] [2009-12-17 15:46:35] [ff47dd0689925b5f8d992b55e66ceb45] 

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Dataseries X:

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Histogram

Boxplots

9.3
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.3

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=68925&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=68925&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68925&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	0.854304	6.7268	0
2	0.634494	4.996	3e-06
3	0.509475	4.0116	8.2e-05
4	0.531651	4.1862	4.6e-05
5	0.626606	4.9339	3e-06
6	0.674671	5.3124	1e-06
7	0.59722	4.7025	7e-06
8	0.447405	3.5229	0.000404
9	0.327787	2.581	0.006116
10	0.296698	2.3362	0.011364
11	0.34814	2.7413	0.003993
12	0.364387	2.8692	0.00281
13	0.287927	2.2671	0.01344
14	0.187107	1.4733	0.072867
15	0.111648	0.8791	0.191365
16	0.073629	0.5798	0.282089
17	0.054548	0.4295	0.33452
18	0.021375	0.1683	0.433444
19	-0.038828	-0.3057	0.380415
20	-0.104869	-0.8257	0.206059
21	-0.158305	-1.2465	0.108637
22	-0.188462	-1.484	0.071444
23	-0.189838	-1.4948	0.070021
24	-0.211074	-1.662	0.050781
25	-0.26361	-2.0757	0.02104
26	-0.297692	-2.344	0.011148
27	-0.299473	-2.3581	0.01077
28	-0.276893	-2.1803	0.016522
29	-0.258389	-2.0346	0.023089
30	-0.26725	-2.1043	0.019705
31	-0.303072	-2.3864	0.01004
32	-0.344236	-2.7105	0.004339
33	-0.364448	-2.8697	0.002806
34	-0.332591	-2.6188	0.005538
35	-0.277961	-2.1887	0.016198
36	-0.276069	-2.1738	0.016775
37	-0.316829	-2.4947	0.007642
38	-0.337983	-2.6613	0.00495
39	-0.321827	-2.5341	0.006908
40	-0.260774	-2.0533	0.022132
41	-0.205133	-1.6152	0.055671
42	-0.192132	-1.5128	0.0677
43	-0.22846	-1.7989	0.038451
44	-0.266964	-2.1021	0.019808
45	-0.244384	-1.9243	0.029456
46	-0.147286	-1.1597	0.125302
47	-0.053435	-0.4207	0.337697
48	-0.047101	-0.3709	0.355999
49	-0.098177	-0.773	0.221215
50	-0.140585	-1.107	0.136292
51	-0.130347	-1.0264	0.154357
52	-0.063548	-0.5004	0.30929
53	-0.000158	-0.0012	0.499506
54	0.01777	0.1399	0.444589
55	-0.001177	-0.0093	0.496317
56	-0.031555	-0.2485	0.402297
57	-0.033233	-0.2617	0.397218
58	0.0043	0.0339	0.48655
59	0.0425	0.3346	0.36951
60	0.040338	0.3176	0.37592

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.854304 & 6.7268 & 0 \tabularnewline
2 & 0.634494 & 4.996 & 3e-06 \tabularnewline
3 & 0.509475 & 4.0116 & 8.2e-05 \tabularnewline
4 & 0.531651 & 4.1862 & 4.6e-05 \tabularnewline
5 & 0.626606 & 4.9339 & 3e-06 \tabularnewline
6 & 0.674671 & 5.3124 & 1e-06 \tabularnewline
7 & 0.59722 & 4.7025 & 7e-06 \tabularnewline
8 & 0.447405 & 3.5229 & 0.000404 \tabularnewline
9 & 0.327787 & 2.581 & 0.006116 \tabularnewline
10 & 0.296698 & 2.3362 & 0.011364 \tabularnewline
11 & 0.34814 & 2.7413 & 0.003993 \tabularnewline
12 & 0.364387 & 2.8692 & 0.00281 \tabularnewline
13 & 0.287927 & 2.2671 & 0.01344 \tabularnewline
14 & 0.187107 & 1.4733 & 0.072867 \tabularnewline
15 & 0.111648 & 0.8791 & 0.191365 \tabularnewline
16 & 0.073629 & 0.5798 & 0.282089 \tabularnewline
17 & 0.054548 & 0.4295 & 0.33452 \tabularnewline
18 & 0.021375 & 0.1683 & 0.433444 \tabularnewline
19 & -0.038828 & -0.3057 & 0.380415 \tabularnewline
20 & -0.104869 & -0.8257 & 0.206059 \tabularnewline
21 & -0.158305 & -1.2465 & 0.108637 \tabularnewline
22 & -0.188462 & -1.484 & 0.071444 \tabularnewline
23 & -0.189838 & -1.4948 & 0.070021 \tabularnewline
24 & -0.211074 & -1.662 & 0.050781 \tabularnewline
25 & -0.26361 & -2.0757 & 0.02104 \tabularnewline
26 & -0.297692 & -2.344 & 0.011148 \tabularnewline
27 & -0.299473 & -2.3581 & 0.01077 \tabularnewline
28 & -0.276893 & -2.1803 & 0.016522 \tabularnewline
29 & -0.258389 & -2.0346 & 0.023089 \tabularnewline
30 & -0.26725 & -2.1043 & 0.019705 \tabularnewline
31 & -0.303072 & -2.3864 & 0.01004 \tabularnewline
32 & -0.344236 & -2.7105 & 0.004339 \tabularnewline
33 & -0.364448 & -2.8697 & 0.002806 \tabularnewline
34 & -0.332591 & -2.6188 & 0.005538 \tabularnewline
35 & -0.277961 & -2.1887 & 0.016198 \tabularnewline
36 & -0.276069 & -2.1738 & 0.016775 \tabularnewline
37 & -0.316829 & -2.4947 & 0.007642 \tabularnewline
38 & -0.337983 & -2.6613 & 0.00495 \tabularnewline
39 & -0.321827 & -2.5341 & 0.006908 \tabularnewline
40 & -0.260774 & -2.0533 & 0.022132 \tabularnewline
41 & -0.205133 & -1.6152 & 0.055671 \tabularnewline
42 & -0.192132 & -1.5128 & 0.0677 \tabularnewline
43 & -0.22846 & -1.7989 & 0.038451 \tabularnewline
44 & -0.266964 & -2.1021 & 0.019808 \tabularnewline
45 & -0.244384 & -1.9243 & 0.029456 \tabularnewline
46 & -0.147286 & -1.1597 & 0.125302 \tabularnewline
47 & -0.053435 & -0.4207 & 0.337697 \tabularnewline
48 & -0.047101 & -0.3709 & 0.355999 \tabularnewline
49 & -0.098177 & -0.773 & 0.221215 \tabularnewline
50 & -0.140585 & -1.107 & 0.136292 \tabularnewline
51 & -0.130347 & -1.0264 & 0.154357 \tabularnewline
52 & -0.063548 & -0.5004 & 0.30929 \tabularnewline
53 & -0.000158 & -0.0012 & 0.499506 \tabularnewline
54 & 0.01777 & 0.1399 & 0.444589 \tabularnewline
55 & -0.001177 & -0.0093 & 0.496317 \tabularnewline
56 & -0.031555 & -0.2485 & 0.402297 \tabularnewline
57 & -0.033233 & -0.2617 & 0.397218 \tabularnewline
58 & 0.0043 & 0.0339 & 0.48655 \tabularnewline
59 & 0.0425 & 0.3346 & 0.36951 \tabularnewline
60 & 0.040338 & 0.3176 & 0.37592 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68925&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]0.854304[/C][C]6.7268[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.634494[/C][C]4.996[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.509475[/C][C]4.0116[/C][C]8.2e-05[/C][/ROW]
[ROW][C]4[/C][C]0.531651[/C][C]4.1862[/C][C]4.6e-05[/C][/ROW]
[ROW][C]5[/C][C]0.626606[/C][C]4.9339[/C][C]3e-06[/C][/ROW]
[ROW][C]6[/C][C]0.674671[/C][C]5.3124[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.59722[/C][C]4.7025[/C][C]7e-06[/C][/ROW]
[ROW][C]8[/C][C]0.447405[/C][C]3.5229[/C][C]0.000404[/C][/ROW]
[ROW][C]9[/C][C]0.327787[/C][C]2.581[/C][C]0.006116[/C][/ROW]
[ROW][C]10[/C][C]0.296698[/C][C]2.3362[/C][C]0.011364[/C][/ROW]
[ROW][C]11[/C][C]0.34814[/C][C]2.7413[/C][C]0.003993[/C][/ROW]
[ROW][C]12[/C][C]0.364387[/C][C]2.8692[/C][C]0.00281[/C][/ROW]
[ROW][C]13[/C][C]0.287927[/C][C]2.2671[/C][C]0.01344[/C][/ROW]
[ROW][C]14[/C][C]0.187107[/C][C]1.4733[/C][C]0.072867[/C][/ROW]
[ROW][C]15[/C][C]0.111648[/C][C]0.8791[/C][C]0.191365[/C][/ROW]
[ROW][C]16[/C][C]0.073629[/C][C]0.5798[/C][C]0.282089[/C][/ROW]
[ROW][C]17[/C][C]0.054548[/C][C]0.4295[/C][C]0.33452[/C][/ROW]
[ROW][C]18[/C][C]0.021375[/C][C]0.1683[/C][C]0.433444[/C][/ROW]
[ROW][C]19[/C][C]-0.038828[/C][C]-0.3057[/C][C]0.380415[/C][/ROW]
[ROW][C]20[/C][C]-0.104869[/C][C]-0.8257[/C][C]0.206059[/C][/ROW]
[ROW][C]21[/C][C]-0.158305[/C][C]-1.2465[/C][C]0.108637[/C][/ROW]
[ROW][C]22[/C][C]-0.188462[/C][C]-1.484[/C][C]0.071444[/C][/ROW]
[ROW][C]23[/C][C]-0.189838[/C][C]-1.4948[/C][C]0.070021[/C][/ROW]
[ROW][C]24[/C][C]-0.211074[/C][C]-1.662[/C][C]0.050781[/C][/ROW]
[ROW][C]25[/C][C]-0.26361[/C][C]-2.0757[/C][C]0.02104[/C][/ROW]
[ROW][C]26[/C][C]-0.297692[/C][C]-2.344[/C][C]0.011148[/C][/ROW]
[ROW][C]27[/C][C]-0.299473[/C][C]-2.3581[/C][C]0.01077[/C][/ROW]
[ROW][C]28[/C][C]-0.276893[/C][C]-2.1803[/C][C]0.016522[/C][/ROW]
[ROW][C]29[/C][C]-0.258389[/C][C]-2.0346[/C][C]0.023089[/C][/ROW]
[ROW][C]30[/C][C]-0.26725[/C][C]-2.1043[/C][C]0.019705[/C][/ROW]
[ROW][C]31[/C][C]-0.303072[/C][C]-2.3864[/C][C]0.01004[/C][/ROW]
[ROW][C]32[/C][C]-0.344236[/C][C]-2.7105[/C][C]0.004339[/C][/ROW]
[ROW][C]33[/C][C]-0.364448[/C][C]-2.8697[/C][C]0.002806[/C][/ROW]
[ROW][C]34[/C][C]-0.332591[/C][C]-2.6188[/C][C]0.005538[/C][/ROW]
[ROW][C]35[/C][C]-0.277961[/C][C]-2.1887[/C][C]0.016198[/C][/ROW]
[ROW][C]36[/C][C]-0.276069[/C][C]-2.1738[/C][C]0.016775[/C][/ROW]
[ROW][C]37[/C][C]-0.316829[/C][C]-2.4947[/C][C]0.007642[/C][/ROW]
[ROW][C]38[/C][C]-0.337983[/C][C]-2.6613[/C][C]0.00495[/C][/ROW]
[ROW][C]39[/C][C]-0.321827[/C][C]-2.5341[/C][C]0.006908[/C][/ROW]
[ROW][C]40[/C][C]-0.260774[/C][C]-2.0533[/C][C]0.022132[/C][/ROW]
[ROW][C]41[/C][C]-0.205133[/C][C]-1.6152[/C][C]0.055671[/C][/ROW]
[ROW][C]42[/C][C]-0.192132[/C][C]-1.5128[/C][C]0.0677[/C][/ROW]
[ROW][C]43[/C][C]-0.22846[/C][C]-1.7989[/C][C]0.038451[/C][/ROW]
[ROW][C]44[/C][C]-0.266964[/C][C]-2.1021[/C][C]0.019808[/C][/ROW]
[ROW][C]45[/C][C]-0.244384[/C][C]-1.9243[/C][C]0.029456[/C][/ROW]
[ROW][C]46[/C][C]-0.147286[/C][C]-1.1597[/C][C]0.125302[/C][/ROW]
[ROW][C]47[/C][C]-0.053435[/C][C]-0.4207[/C][C]0.337697[/C][/ROW]
[ROW][C]48[/C][C]-0.047101[/C][C]-0.3709[/C][C]0.355999[/C][/ROW]
[ROW][C]49[/C][C]-0.098177[/C][C]-0.773[/C][C]0.221215[/C][/ROW]
[ROW][C]50[/C][C]-0.140585[/C][C]-1.107[/C][C]0.136292[/C][/ROW]
[ROW][C]51[/C][C]-0.130347[/C][C]-1.0264[/C][C]0.154357[/C][/ROW]
[ROW][C]52[/C][C]-0.063548[/C][C]-0.5004[/C][C]0.30929[/C][/ROW]
[ROW][C]53[/C][C]-0.000158[/C][C]-0.0012[/C][C]0.499506[/C][/ROW]
[ROW][C]54[/C][C]0.01777[/C][C]0.1399[/C][C]0.444589[/C][/ROW]
[ROW][C]55[/C][C]-0.001177[/C][C]-0.0093[/C][C]0.496317[/C][/ROW]
[ROW][C]56[/C][C]-0.031555[/C][C]-0.2485[/C][C]0.402297[/C][/ROW]
[ROW][C]57[/C][C]-0.033233[/C][C]-0.2617[/C][C]0.397218[/C][/ROW]
[ROW][C]58[/C][C]0.0043[/C][C]0.0339[/C][C]0.48655[/C][/ROW]
[ROW][C]59[/C][C]0.0425[/C][C]0.3346[/C][C]0.36951[/C][/ROW]
[ROW][C]60[/C][C]0.040338[/C][C]0.3176[/C][C]0.37592[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68925&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68925&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	0.854304	6.7268	0
2	0.634494	4.996	3e-06
3	0.509475	4.0116	8.2e-05
4	0.531651	4.1862	4.6e-05
5	0.626606	4.9339	3e-06
6	0.674671	5.3124	1e-06
7	0.59722	4.7025	7e-06
8	0.447405	3.5229	0.000404
9	0.327787	2.581	0.006116
10	0.296698	2.3362	0.011364
11	0.34814	2.7413	0.003993
12	0.364387	2.8692	0.00281
13	0.287927	2.2671	0.01344
14	0.187107	1.4733	0.072867
15	0.111648	0.8791	0.191365
16	0.073629	0.5798	0.282089
17	0.054548	0.4295	0.33452
18	0.021375	0.1683	0.433444
19	-0.038828	-0.3057	0.380415
20	-0.104869	-0.8257	0.206059
21	-0.158305	-1.2465	0.108637
22	-0.188462	-1.484	0.071444
23	-0.189838	-1.4948	0.070021
24	-0.211074	-1.662	0.050781
25	-0.26361	-2.0757	0.02104
26	-0.297692	-2.344	0.011148
27	-0.299473	-2.3581	0.01077
28	-0.276893	-2.1803	0.016522
29	-0.258389	-2.0346	0.023089
30	-0.26725	-2.1043	0.019705
31	-0.303072	-2.3864	0.01004
32	-0.344236	-2.7105	0.004339
33	-0.364448	-2.8697	0.002806
34	-0.332591	-2.6188	0.005538
35	-0.277961	-2.1887	0.016198
36	-0.276069	-2.1738	0.016775
37	-0.316829	-2.4947	0.007642
38	-0.337983	-2.6613	0.00495
39	-0.321827	-2.5341	0.006908
40	-0.260774	-2.0533	0.022132
41	-0.205133	-1.6152	0.055671
42	-0.192132	-1.5128	0.0677
43	-0.22846	-1.7989	0.038451
44	-0.266964	-2.1021	0.019808
45	-0.244384	-1.9243	0.029456
46	-0.147286	-1.1597	0.125302
47	-0.053435	-0.4207	0.337697
48	-0.047101	-0.3709	0.355999
49	-0.098177	-0.773	0.221215
50	-0.140585	-1.107	0.136292
51	-0.130347	-1.0264	0.154357
52	-0.063548	-0.5004	0.30929
53	-0.000158	-0.0012	0.499506
54	0.01777	0.1399	0.444589
55	-0.001177	-0.0093	0.496317
56	-0.031555	-0.2485	0.402297
57	-0.033233	-0.2617	0.397218
58	0.0043	0.0339	0.48655
59	0.0425	0.3346	0.36951
60	0.040338	0.3176	0.37592

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.854304	6.7268	0
2	-0.352902	-2.7788	0.003606
3	0.328174	2.584	0.006067
4	0.322292	2.5377	0.006843
5	0.190737	1.5019	0.069104
6	0.028742	0.2263	0.410851
7	-0.171783	-1.3526	0.090544
8	-0.089088	-0.7015	0.242815
9	-0.074104	-0.5835	0.280838
10	-0.048661	-0.3832	0.351456
11	0.083712	0.6592	0.25612
12	-0.186286	-1.4668	0.07374
13	-0.084157	-0.6626	0.255006
14	0.131272	1.0336	0.152661
15	-0.083896	-0.6606	0.255657
16	-0.106659	-0.8398	0.202115
17	-0.105043	-0.8271	0.205673
18	-0.065518	-0.5159	0.303882
19	-0.032692	-0.2574	0.398854
20	-0.057598	-0.4535	0.325877
21	-0.042627	-0.3356	0.369137
22	-0.037527	-0.2955	0.384306
23	0.077486	0.6101	0.272003
24	-0.040158	-0.3162	0.376456
25	-0.072423	-0.5703	0.285282
26	0.092744	0.7303	0.233988
27	0.031712	0.2497	0.401821
28	0.068389	0.5385	0.296081
29	0.007601	0.0598	0.476235
30	-0.013933	-0.1097	0.456498
31	-0.02829	-0.2228	0.41223
32	-0.101291	-0.7976	0.214083
33	-0.034763	-0.2737	0.392602
34	0.050077	0.3943	0.347355
35	-0.045247	-0.3563	0.361423
36	-0.117013	-0.9214	0.180217
37	0.005343	0.0421	0.483289
38	0.087053	0.6855	0.247807
39	-0.037473	-0.2951	0.384465
40	0.07499	0.5905	0.27851
41	-0.056669	-0.4462	0.328498
42	-0.031611	-0.2489	0.40213
43	-0.093302	-0.7347	0.232657
44	-0.032976	-0.2597	0.397996
45	0.118244	0.9311	0.177718
46	0.071243	0.561	0.28842
47	0.021648	0.1705	0.432603
48	-0.030617	-0.2411	0.405145
49	0.013993	0.1102	0.456311
50	-0.003532	-0.0278	0.48895
51	-0.08828	-0.6951	0.244788
52	-0.019635	-0.1546	0.438817
53	-0.071821	-0.5655	0.286882
54	-0.000762	-0.006	0.497616
55	0.076729	0.6042	0.273969
56	-0.059001	-0.4646	0.321932
57	-0.014353	-0.113	0.455191
58	-0.06668	-0.525	0.300714
59	-0.00325	-0.0256	0.489834
60	-0.040296	-0.3173	0.376044

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.854304 & 6.7268 & 0 \tabularnewline
2 & -0.352902 & -2.7788 & 0.003606 \tabularnewline
3 & 0.328174 & 2.584 & 0.006067 \tabularnewline
4 & 0.322292 & 2.5377 & 0.006843 \tabularnewline
5 & 0.190737 & 1.5019 & 0.069104 \tabularnewline
6 & 0.028742 & 0.2263 & 0.410851 \tabularnewline
7 & -0.171783 & -1.3526 & 0.090544 \tabularnewline
8 & -0.089088 & -0.7015 & 0.242815 \tabularnewline
9 & -0.074104 & -0.5835 & 0.280838 \tabularnewline
10 & -0.048661 & -0.3832 & 0.351456 \tabularnewline
11 & 0.083712 & 0.6592 & 0.25612 \tabularnewline
12 & -0.186286 & -1.4668 & 0.07374 \tabularnewline
13 & -0.084157 & -0.6626 & 0.255006 \tabularnewline
14 & 0.131272 & 1.0336 & 0.152661 \tabularnewline
15 & -0.083896 & -0.6606 & 0.255657 \tabularnewline
16 & -0.106659 & -0.8398 & 0.202115 \tabularnewline
17 & -0.105043 & -0.8271 & 0.205673 \tabularnewline
18 & -0.065518 & -0.5159 & 0.303882 \tabularnewline
19 & -0.032692 & -0.2574 & 0.398854 \tabularnewline
20 & -0.057598 & -0.4535 & 0.325877 \tabularnewline
21 & -0.042627 & -0.3356 & 0.369137 \tabularnewline
22 & -0.037527 & -0.2955 & 0.384306 \tabularnewline
23 & 0.077486 & 0.6101 & 0.272003 \tabularnewline
24 & -0.040158 & -0.3162 & 0.376456 \tabularnewline
25 & -0.072423 & -0.5703 & 0.285282 \tabularnewline
26 & 0.092744 & 0.7303 & 0.233988 \tabularnewline
27 & 0.031712 & 0.2497 & 0.401821 \tabularnewline
28 & 0.068389 & 0.5385 & 0.296081 \tabularnewline
29 & 0.007601 & 0.0598 & 0.476235 \tabularnewline
30 & -0.013933 & -0.1097 & 0.456498 \tabularnewline
31 & -0.02829 & -0.2228 & 0.41223 \tabularnewline
32 & -0.101291 & -0.7976 & 0.214083 \tabularnewline
33 & -0.034763 & -0.2737 & 0.392602 \tabularnewline
34 & 0.050077 & 0.3943 & 0.347355 \tabularnewline
35 & -0.045247 & -0.3563 & 0.361423 \tabularnewline
36 & -0.117013 & -0.9214 & 0.180217 \tabularnewline
37 & 0.005343 & 0.0421 & 0.483289 \tabularnewline
38 & 0.087053 & 0.6855 & 0.247807 \tabularnewline
39 & -0.037473 & -0.2951 & 0.384465 \tabularnewline
40 & 0.07499 & 0.5905 & 0.27851 \tabularnewline
41 & -0.056669 & -0.4462 & 0.328498 \tabularnewline
42 & -0.031611 & -0.2489 & 0.40213 \tabularnewline
43 & -0.093302 & -0.7347 & 0.232657 \tabularnewline
44 & -0.032976 & -0.2597 & 0.397996 \tabularnewline
45 & 0.118244 & 0.9311 & 0.177718 \tabularnewline
46 & 0.071243 & 0.561 & 0.28842 \tabularnewline
47 & 0.021648 & 0.1705 & 0.432603 \tabularnewline
48 & -0.030617 & -0.2411 & 0.405145 \tabularnewline
49 & 0.013993 & 0.1102 & 0.456311 \tabularnewline
50 & -0.003532 & -0.0278 & 0.48895 \tabularnewline
51 & -0.08828 & -0.6951 & 0.244788 \tabularnewline
52 & -0.019635 & -0.1546 & 0.438817 \tabularnewline
53 & -0.071821 & -0.5655 & 0.286882 \tabularnewline
54 & -0.000762 & -0.006 & 0.497616 \tabularnewline
55 & 0.076729 & 0.6042 & 0.273969 \tabularnewline
56 & -0.059001 & -0.4646 & 0.321932 \tabularnewline
57 & -0.014353 & -0.113 & 0.455191 \tabularnewline
58 & -0.06668 & -0.525 & 0.300714 \tabularnewline
59 & -0.00325 & -0.0256 & 0.489834 \tabularnewline
60 & -0.040296 & -0.3173 & 0.376044 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68925&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]0.854304[/C][C]6.7268[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.352902[/C][C]-2.7788[/C][C]0.003606[/C][/ROW]
[ROW][C]3[/C][C]0.328174[/C][C]2.584[/C][C]0.006067[/C][/ROW]
[ROW][C]4[/C][C]0.322292[/C][C]2.5377[/C][C]0.006843[/C][/ROW]
[ROW][C]5[/C][C]0.190737[/C][C]1.5019[/C][C]0.069104[/C][/ROW]
[ROW][C]6[/C][C]0.028742[/C][C]0.2263[/C][C]0.410851[/C][/ROW]
[ROW][C]7[/C][C]-0.171783[/C][C]-1.3526[/C][C]0.090544[/C][/ROW]
[ROW][C]8[/C][C]-0.089088[/C][C]-0.7015[/C][C]0.242815[/C][/ROW]
[ROW][C]9[/C][C]-0.074104[/C][C]-0.5835[/C][C]0.280838[/C][/ROW]
[ROW][C]10[/C][C]-0.048661[/C][C]-0.3832[/C][C]0.351456[/C][/ROW]
[ROW][C]11[/C][C]0.083712[/C][C]0.6592[/C][C]0.25612[/C][/ROW]
[ROW][C]12[/C][C]-0.186286[/C][C]-1.4668[/C][C]0.07374[/C][/ROW]
[ROW][C]13[/C][C]-0.084157[/C][C]-0.6626[/C][C]0.255006[/C][/ROW]
[ROW][C]14[/C][C]0.131272[/C][C]1.0336[/C][C]0.152661[/C][/ROW]
[ROW][C]15[/C][C]-0.083896[/C][C]-0.6606[/C][C]0.255657[/C][/ROW]
[ROW][C]16[/C][C]-0.106659[/C][C]-0.8398[/C][C]0.202115[/C][/ROW]
[ROW][C]17[/C][C]-0.105043[/C][C]-0.8271[/C][C]0.205673[/C][/ROW]
[ROW][C]18[/C][C]-0.065518[/C][C]-0.5159[/C][C]0.303882[/C][/ROW]
[ROW][C]19[/C][C]-0.032692[/C][C]-0.2574[/C][C]0.398854[/C][/ROW]
[ROW][C]20[/C][C]-0.057598[/C][C]-0.4535[/C][C]0.325877[/C][/ROW]
[ROW][C]21[/C][C]-0.042627[/C][C]-0.3356[/C][C]0.369137[/C][/ROW]
[ROW][C]22[/C][C]-0.037527[/C][C]-0.2955[/C][C]0.384306[/C][/ROW]
[ROW][C]23[/C][C]0.077486[/C][C]0.6101[/C][C]0.272003[/C][/ROW]
[ROW][C]24[/C][C]-0.040158[/C][C]-0.3162[/C][C]0.376456[/C][/ROW]
[ROW][C]25[/C][C]-0.072423[/C][C]-0.5703[/C][C]0.285282[/C][/ROW]
[ROW][C]26[/C][C]0.092744[/C][C]0.7303[/C][C]0.233988[/C][/ROW]
[ROW][C]27[/C][C]0.031712[/C][C]0.2497[/C][C]0.401821[/C][/ROW]
[ROW][C]28[/C][C]0.068389[/C][C]0.5385[/C][C]0.296081[/C][/ROW]
[ROW][C]29[/C][C]0.007601[/C][C]0.0598[/C][C]0.476235[/C][/ROW]
[ROW][C]30[/C][C]-0.013933[/C][C]-0.1097[/C][C]0.456498[/C][/ROW]
[ROW][C]31[/C][C]-0.02829[/C][C]-0.2228[/C][C]0.41223[/C][/ROW]
[ROW][C]32[/C][C]-0.101291[/C][C]-0.7976[/C][C]0.214083[/C][/ROW]
[ROW][C]33[/C][C]-0.034763[/C][C]-0.2737[/C][C]0.392602[/C][/ROW]
[ROW][C]34[/C][C]0.050077[/C][C]0.3943[/C][C]0.347355[/C][/ROW]
[ROW][C]35[/C][C]-0.045247[/C][C]-0.3563[/C][C]0.361423[/C][/ROW]
[ROW][C]36[/C][C]-0.117013[/C][C]-0.9214[/C][C]0.180217[/C][/ROW]
[ROW][C]37[/C][C]0.005343[/C][C]0.0421[/C][C]0.483289[/C][/ROW]
[ROW][C]38[/C][C]0.087053[/C][C]0.6855[/C][C]0.247807[/C][/ROW]
[ROW][C]39[/C][C]-0.037473[/C][C]-0.2951[/C][C]0.384465[/C][/ROW]
[ROW][C]40[/C][C]0.07499[/C][C]0.5905[/C][C]0.27851[/C][/ROW]
[ROW][C]41[/C][C]-0.056669[/C][C]-0.4462[/C][C]0.328498[/C][/ROW]
[ROW][C]42[/C][C]-0.031611[/C][C]-0.2489[/C][C]0.40213[/C][/ROW]
[ROW][C]43[/C][C]-0.093302[/C][C]-0.7347[/C][C]0.232657[/C][/ROW]
[ROW][C]44[/C][C]-0.032976[/C][C]-0.2597[/C][C]0.397996[/C][/ROW]
[ROW][C]45[/C][C]0.118244[/C][C]0.9311[/C][C]0.177718[/C][/ROW]
[ROW][C]46[/C][C]0.071243[/C][C]0.561[/C][C]0.28842[/C][/ROW]
[ROW][C]47[/C][C]0.021648[/C][C]0.1705[/C][C]0.432603[/C][/ROW]
[ROW][C]48[/C][C]-0.030617[/C][C]-0.2411[/C][C]0.405145[/C][/ROW]
[ROW][C]49[/C][C]0.013993[/C][C]0.1102[/C][C]0.456311[/C][/ROW]
[ROW][C]50[/C][C]-0.003532[/C][C]-0.0278[/C][C]0.48895[/C][/ROW]
[ROW][C]51[/C][C]-0.08828[/C][C]-0.6951[/C][C]0.244788[/C][/ROW]
[ROW][C]52[/C][C]-0.019635[/C][C]-0.1546[/C][C]0.438817[/C][/ROW]
[ROW][C]53[/C][C]-0.071821[/C][C]-0.5655[/C][C]0.286882[/C][/ROW]
[ROW][C]54[/C][C]-0.000762[/C][C]-0.006[/C][C]0.497616[/C][/ROW]
[ROW][C]55[/C][C]0.076729[/C][C]0.6042[/C][C]0.273969[/C][/ROW]
[ROW][C]56[/C][C]-0.059001[/C][C]-0.4646[/C][C]0.321932[/C][/ROW]
[ROW][C]57[/C][C]-0.014353[/C][C]-0.113[/C][C]0.455191[/C][/ROW]
[ROW][C]58[/C][C]-0.06668[/C][C]-0.525[/C][C]0.300714[/C][/ROW]
[ROW][C]59[/C][C]-0.00325[/C][C]-0.0256[/C][C]0.489834[/C][/ROW]
[ROW][C]60[/C][C]-0.040296[/C][C]-0.3173[/C][C]0.376044[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68925&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68925&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	0.854304	6.7268	0
2	-0.352902	-2.7788	0.003606
3	0.328174	2.584	0.006067
4	0.322292	2.5377	0.006843
5	0.190737	1.5019	0.069104
6	0.028742	0.2263	0.410851
7	-0.171783	-1.3526	0.090544
8	-0.089088	-0.7015	0.242815
9	-0.074104	-0.5835	0.280838
10	-0.048661	-0.3832	0.351456
11	0.083712	0.6592	0.25612
12	-0.186286	-1.4668	0.07374
13	-0.084157	-0.6626	0.255006
14	0.131272	1.0336	0.152661
15	-0.083896	-0.6606	0.255657
16	-0.106659	-0.8398	0.202115
17	-0.105043	-0.8271	0.205673
18	-0.065518	-0.5159	0.303882
19	-0.032692	-0.2574	0.398854
20	-0.057598	-0.4535	0.325877
21	-0.042627	-0.3356	0.369137
22	-0.037527	-0.2955	0.384306
23	0.077486	0.6101	0.272003
24	-0.040158	-0.3162	0.376456
25	-0.072423	-0.5703	0.285282
26	0.092744	0.7303	0.233988
27	0.031712	0.2497	0.401821
28	0.068389	0.5385	0.296081
29	0.007601	0.0598	0.476235
30	-0.013933	-0.1097	0.456498
31	-0.02829	-0.2228	0.41223
32	-0.101291	-0.7976	0.214083
33	-0.034763	-0.2737	0.392602
34	0.050077	0.3943	0.347355
35	-0.045247	-0.3563	0.361423
36	-0.117013	-0.9214	0.180217
37	0.005343	0.0421	0.483289
38	0.087053	0.6855	0.247807
39	-0.037473	-0.2951	0.384465
40	0.07499	0.5905	0.27851
41	-0.056669	-0.4462	0.328498
42	-0.031611	-0.2489	0.40213
43	-0.093302	-0.7347	0.232657
44	-0.032976	-0.2597	0.397996
45	0.118244	0.9311	0.177718
46	0.071243	0.561	0.28842
47	0.021648	0.1705	0.432603
48	-0.030617	-0.2411	0.405145
49	0.013993	0.1102	0.456311
50	-0.003532	-0.0278	0.48895
51	-0.08828	-0.6951	0.244788
52	-0.019635	-0.1546	0.438817
53	-0.071821	-0.5655	0.286882
54	-0.000762	-0.006	0.497616
55	0.076729	0.6042	0.273969
56	-0.059001	-0.4646	0.321932
57	-0.014353	-0.113	0.455191
58	-0.06668	-0.525	0.300714
59	-0.00325	-0.0256	0.489834
60	-0.040296	-0.3173	0.376044

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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