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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 05:55:22 -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/2008/Dec/11/t1229000253ycj7dvteq0o89my.htm/, Retrieved Sat, 25 May 2024 07:34:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32207, Retrieved Sat, 25 May 2024 07:34:53 +0000

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Estimated Impact

219

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [(Partial) Autocorrelation Function] [Opdracht 1 - Blok...] [2008-12-09 20:02:25] [8094ad203a218aaca2d1cea2c78c2d6e]
-   PD      [(Partial) Autocorrelation Function] [Paper] [2008-12-11 12:55:22] [1351baa662f198be3bff32f9007a9a6d] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32207&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32207&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32207&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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.145047	1.2308	0.111208
2	0.058712	0.4982	0.309934
3	0.258792	2.1959	0.01566
4	-0.037472	-0.318	0.375716
5	0.062081	0.5268	0.299983
6	0.203018	1.7227	0.044621
7	-0.129215	-1.0964	0.138273
8	0.12284	1.0423	0.150373
9	0.205255	1.7416	0.042921
10	-0.212205	-1.8006	0.037976
11	-0.078275	-0.6642	0.254347
12	-0.205541	-1.7441	0.042707
13	-0.253606	-2.1519	0.017379
14	0.088509	0.751	0.227542
15	-0.128006	-1.0862	0.140514
16	-0.151608	-1.2864	0.101206
17	0.211295	1.7929	0.038595
18	-0.163351	-1.3861	0.085001
19	-0.193644	-1.6431	0.052359
20	0.00225	0.0191	0.492411
21	-0.06786	-0.5758	0.283269
22	-0.098199	-0.8332	0.203731
23	0.136264	1.1562	0.125703
24	-0.232277	-1.9709	0.026288
25	-0.139454	-1.1833	0.12029
26	0.048191	0.4089	0.341908
27	-0.061616	-0.5228	0.301348
28	-0.062749	-0.5324	0.298029
29	-0.002071	-0.0176	0.493013
30	-0.053356	-0.4527	0.326049
31	0.051533	0.4373	0.33161
32	0.027837	0.2362	0.406972
33	-0.155536	-1.3198	0.095547
34	0.039952	0.339	0.367796
35	0.057762	0.4901	0.312766
36	0.029168	0.2475	0.402612
37	0.230201	1.9533	0.027334
38	0.104211	0.8843	0.189749
39	-0.051874	-0.4402	0.330568
40	0.137919	1.1703	0.122873
41	-0.055817	-0.4736	0.3186
42	-0.040228	-0.3413	0.366917
43	0.106234	0.9014	0.185183
44	0.039468	0.3349	0.369338
45	-0.030631	-0.2599	0.397836
46	0.073441	0.6232	0.267571
47	-0.067294	-0.571	0.284887
48	-0.108898	-0.924	0.179278
49	-0.053336	-0.4526	0.326109
50	-0.133494	-1.1327	0.130543
51	-0.01727	-0.1465	0.441952
52	-0.013842	-0.1175	0.453413
53	-0.036176	-0.307	0.379879
54	0.026073	0.2212	0.412766
55	-0.029853	-0.2533	0.400376
56	-0.072377	-0.6141	0.270529
57	-0.010648	-0.0904	0.464128
58	-0.009209	-0.0781	0.468965
59	0.007321	0.0621	0.475319
60	0.03998	0.3392	0.367707

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.145047 & 1.2308 & 0.111208 \tabularnewline
2 & 0.058712 & 0.4982 & 0.309934 \tabularnewline
3 & 0.258792 & 2.1959 & 0.01566 \tabularnewline
4 & -0.037472 & -0.318 & 0.375716 \tabularnewline
5 & 0.062081 & 0.5268 & 0.299983 \tabularnewline
6 & 0.203018 & 1.7227 & 0.044621 \tabularnewline
7 & -0.129215 & -1.0964 & 0.138273 \tabularnewline
8 & 0.12284 & 1.0423 & 0.150373 \tabularnewline
9 & 0.205255 & 1.7416 & 0.042921 \tabularnewline
10 & -0.212205 & -1.8006 & 0.037976 \tabularnewline
11 & -0.078275 & -0.6642 & 0.254347 \tabularnewline
12 & -0.205541 & -1.7441 & 0.042707 \tabularnewline
13 & -0.253606 & -2.1519 & 0.017379 \tabularnewline
14 & 0.088509 & 0.751 & 0.227542 \tabularnewline
15 & -0.128006 & -1.0862 & 0.140514 \tabularnewline
16 & -0.151608 & -1.2864 & 0.101206 \tabularnewline
17 & 0.211295 & 1.7929 & 0.038595 \tabularnewline
18 & -0.163351 & -1.3861 & 0.085001 \tabularnewline
19 & -0.193644 & -1.6431 & 0.052359 \tabularnewline
20 & 0.00225 & 0.0191 & 0.492411 \tabularnewline
21 & -0.06786 & -0.5758 & 0.283269 \tabularnewline
22 & -0.098199 & -0.8332 & 0.203731 \tabularnewline
23 & 0.136264 & 1.1562 & 0.125703 \tabularnewline
24 & -0.232277 & -1.9709 & 0.026288 \tabularnewline
25 & -0.139454 & -1.1833 & 0.12029 \tabularnewline
26 & 0.048191 & 0.4089 & 0.341908 \tabularnewline
27 & -0.061616 & -0.5228 & 0.301348 \tabularnewline
28 & -0.062749 & -0.5324 & 0.298029 \tabularnewline
29 & -0.002071 & -0.0176 & 0.493013 \tabularnewline
30 & -0.053356 & -0.4527 & 0.326049 \tabularnewline
31 & 0.051533 & 0.4373 & 0.33161 \tabularnewline
32 & 0.027837 & 0.2362 & 0.406972 \tabularnewline
33 & -0.155536 & -1.3198 & 0.095547 \tabularnewline
34 & 0.039952 & 0.339 & 0.367796 \tabularnewline
35 & 0.057762 & 0.4901 & 0.312766 \tabularnewline
36 & 0.029168 & 0.2475 & 0.402612 \tabularnewline
37 & 0.230201 & 1.9533 & 0.027334 \tabularnewline
38 & 0.104211 & 0.8843 & 0.189749 \tabularnewline
39 & -0.051874 & -0.4402 & 0.330568 \tabularnewline
40 & 0.137919 & 1.1703 & 0.122873 \tabularnewline
41 & -0.055817 & -0.4736 & 0.3186 \tabularnewline
42 & -0.040228 & -0.3413 & 0.366917 \tabularnewline
43 & 0.106234 & 0.9014 & 0.185183 \tabularnewline
44 & 0.039468 & 0.3349 & 0.369338 \tabularnewline
45 & -0.030631 & -0.2599 & 0.397836 \tabularnewline
46 & 0.073441 & 0.6232 & 0.267571 \tabularnewline
47 & -0.067294 & -0.571 & 0.284887 \tabularnewline
48 & -0.108898 & -0.924 & 0.179278 \tabularnewline
49 & -0.053336 & -0.4526 & 0.326109 \tabularnewline
50 & -0.133494 & -1.1327 & 0.130543 \tabularnewline
51 & -0.01727 & -0.1465 & 0.441952 \tabularnewline
52 & -0.013842 & -0.1175 & 0.453413 \tabularnewline
53 & -0.036176 & -0.307 & 0.379879 \tabularnewline
54 & 0.026073 & 0.2212 & 0.412766 \tabularnewline
55 & -0.029853 & -0.2533 & 0.400376 \tabularnewline
56 & -0.072377 & -0.6141 & 0.270529 \tabularnewline
57 & -0.010648 & -0.0904 & 0.464128 \tabularnewline
58 & -0.009209 & -0.0781 & 0.468965 \tabularnewline
59 & 0.007321 & 0.0621 & 0.475319 \tabularnewline
60 & 0.03998 & 0.3392 & 0.367707 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32207&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]0.145047[/C][C]1.2308[/C][C]0.111208[/C][/ROW]
[ROW][C]2[/C][C]0.058712[/C][C]0.4982[/C][C]0.309934[/C][/ROW]
[ROW][C]3[/C][C]0.258792[/C][C]2.1959[/C][C]0.01566[/C][/ROW]
[ROW][C]4[/C][C]-0.037472[/C][C]-0.318[/C][C]0.375716[/C][/ROW]
[ROW][C]5[/C][C]0.062081[/C][C]0.5268[/C][C]0.299983[/C][/ROW]
[ROW][C]6[/C][C]0.203018[/C][C]1.7227[/C][C]0.044621[/C][/ROW]
[ROW][C]7[/C][C]-0.129215[/C][C]-1.0964[/C][C]0.138273[/C][/ROW]
[ROW][C]8[/C][C]0.12284[/C][C]1.0423[/C][C]0.150373[/C][/ROW]
[ROW][C]9[/C][C]0.205255[/C][C]1.7416[/C][C]0.042921[/C][/ROW]
[ROW][C]10[/C][C]-0.212205[/C][C]-1.8006[/C][C]0.037976[/C][/ROW]
[ROW][C]11[/C][C]-0.078275[/C][C]-0.6642[/C][C]0.254347[/C][/ROW]
[ROW][C]12[/C][C]-0.205541[/C][C]-1.7441[/C][C]0.042707[/C][/ROW]
[ROW][C]13[/C][C]-0.253606[/C][C]-2.1519[/C][C]0.017379[/C][/ROW]
[ROW][C]14[/C][C]0.088509[/C][C]0.751[/C][C]0.227542[/C][/ROW]
[ROW][C]15[/C][C]-0.128006[/C][C]-1.0862[/C][C]0.140514[/C][/ROW]
[ROW][C]16[/C][C]-0.151608[/C][C]-1.2864[/C][C]0.101206[/C][/ROW]
[ROW][C]17[/C][C]0.211295[/C][C]1.7929[/C][C]0.038595[/C][/ROW]
[ROW][C]18[/C][C]-0.163351[/C][C]-1.3861[/C][C]0.085001[/C][/ROW]
[ROW][C]19[/C][C]-0.193644[/C][C]-1.6431[/C][C]0.052359[/C][/ROW]
[ROW][C]20[/C][C]0.00225[/C][C]0.0191[/C][C]0.492411[/C][/ROW]
[ROW][C]21[/C][C]-0.06786[/C][C]-0.5758[/C][C]0.283269[/C][/ROW]
[ROW][C]22[/C][C]-0.098199[/C][C]-0.8332[/C][C]0.203731[/C][/ROW]
[ROW][C]23[/C][C]0.136264[/C][C]1.1562[/C][C]0.125703[/C][/ROW]
[ROW][C]24[/C][C]-0.232277[/C][C]-1.9709[/C][C]0.026288[/C][/ROW]
[ROW][C]25[/C][C]-0.139454[/C][C]-1.1833[/C][C]0.12029[/C][/ROW]
[ROW][C]26[/C][C]0.048191[/C][C]0.4089[/C][C]0.341908[/C][/ROW]
[ROW][C]27[/C][C]-0.061616[/C][C]-0.5228[/C][C]0.301348[/C][/ROW]
[ROW][C]28[/C][C]-0.062749[/C][C]-0.5324[/C][C]0.298029[/C][/ROW]
[ROW][C]29[/C][C]-0.002071[/C][C]-0.0176[/C][C]0.493013[/C][/ROW]
[ROW][C]30[/C][C]-0.053356[/C][C]-0.4527[/C][C]0.326049[/C][/ROW]
[ROW][C]31[/C][C]0.051533[/C][C]0.4373[/C][C]0.33161[/C][/ROW]
[ROW][C]32[/C][C]0.027837[/C][C]0.2362[/C][C]0.406972[/C][/ROW]
[ROW][C]33[/C][C]-0.155536[/C][C]-1.3198[/C][C]0.095547[/C][/ROW]
[ROW][C]34[/C][C]0.039952[/C][C]0.339[/C][C]0.367796[/C][/ROW]
[ROW][C]35[/C][C]0.057762[/C][C]0.4901[/C][C]0.312766[/C][/ROW]
[ROW][C]36[/C][C]0.029168[/C][C]0.2475[/C][C]0.402612[/C][/ROW]
[ROW][C]37[/C][C]0.230201[/C][C]1.9533[/C][C]0.027334[/C][/ROW]
[ROW][C]38[/C][C]0.104211[/C][C]0.8843[/C][C]0.189749[/C][/ROW]
[ROW][C]39[/C][C]-0.051874[/C][C]-0.4402[/C][C]0.330568[/C][/ROW]
[ROW][C]40[/C][C]0.137919[/C][C]1.1703[/C][C]0.122873[/C][/ROW]
[ROW][C]41[/C][C]-0.055817[/C][C]-0.4736[/C][C]0.3186[/C][/ROW]
[ROW][C]42[/C][C]-0.040228[/C][C]-0.3413[/C][C]0.366917[/C][/ROW]
[ROW][C]43[/C][C]0.106234[/C][C]0.9014[/C][C]0.185183[/C][/ROW]
[ROW][C]44[/C][C]0.039468[/C][C]0.3349[/C][C]0.369338[/C][/ROW]
[ROW][C]45[/C][C]-0.030631[/C][C]-0.2599[/C][C]0.397836[/C][/ROW]
[ROW][C]46[/C][C]0.073441[/C][C]0.6232[/C][C]0.267571[/C][/ROW]
[ROW][C]47[/C][C]-0.067294[/C][C]-0.571[/C][C]0.284887[/C][/ROW]
[ROW][C]48[/C][C]-0.108898[/C][C]-0.924[/C][C]0.179278[/C][/ROW]
[ROW][C]49[/C][C]-0.053336[/C][C]-0.4526[/C][C]0.326109[/C][/ROW]
[ROW][C]50[/C][C]-0.133494[/C][C]-1.1327[/C][C]0.130543[/C][/ROW]
[ROW][C]51[/C][C]-0.01727[/C][C]-0.1465[/C][C]0.441952[/C][/ROW]
[ROW][C]52[/C][C]-0.013842[/C][C]-0.1175[/C][C]0.453413[/C][/ROW]
[ROW][C]53[/C][C]-0.036176[/C][C]-0.307[/C][C]0.379879[/C][/ROW]
[ROW][C]54[/C][C]0.026073[/C][C]0.2212[/C][C]0.412766[/C][/ROW]
[ROW][C]55[/C][C]-0.029853[/C][C]-0.2533[/C][C]0.400376[/C][/ROW]
[ROW][C]56[/C][C]-0.072377[/C][C]-0.6141[/C][C]0.270529[/C][/ROW]
[ROW][C]57[/C][C]-0.010648[/C][C]-0.0904[/C][C]0.464128[/C][/ROW]
[ROW][C]58[/C][C]-0.009209[/C][C]-0.0781[/C][C]0.468965[/C][/ROW]
[ROW][C]59[/C][C]0.007321[/C][C]0.0621[/C][C]0.475319[/C][/ROW]
[ROW][C]60[/C][C]0.03998[/C][C]0.3392[/C][C]0.367707[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32207&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32207&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	0.145047	1.2308	0.111208
2	0.058712	0.4982	0.309934
3	0.258792	2.1959	0.01566
4	-0.037472	-0.318	0.375716
5	0.062081	0.5268	0.299983
6	0.203018	1.7227	0.044621
7	-0.129215	-1.0964	0.138273
8	0.12284	1.0423	0.150373
9	0.205255	1.7416	0.042921
10	-0.212205	-1.8006	0.037976
11	-0.078275	-0.6642	0.254347
12	-0.205541	-1.7441	0.042707
13	-0.253606	-2.1519	0.017379
14	0.088509	0.751	0.227542
15	-0.128006	-1.0862	0.140514
16	-0.151608	-1.2864	0.101206
17	0.211295	1.7929	0.038595
18	-0.163351	-1.3861	0.085001
19	-0.193644	-1.6431	0.052359
20	0.00225	0.0191	0.492411
21	-0.06786	-0.5758	0.283269
22	-0.098199	-0.8332	0.203731
23	0.136264	1.1562	0.125703
24	-0.232277	-1.9709	0.026288
25	-0.139454	-1.1833	0.12029
26	0.048191	0.4089	0.341908
27	-0.061616	-0.5228	0.301348
28	-0.062749	-0.5324	0.298029
29	-0.002071	-0.0176	0.493013
30	-0.053356	-0.4527	0.326049
31	0.051533	0.4373	0.33161
32	0.027837	0.2362	0.406972
33	-0.155536	-1.3198	0.095547
34	0.039952	0.339	0.367796
35	0.057762	0.4901	0.312766
36	0.029168	0.2475	0.402612
37	0.230201	1.9533	0.027334
38	0.104211	0.8843	0.189749
39	-0.051874	-0.4402	0.330568
40	0.137919	1.1703	0.122873
41	-0.055817	-0.4736	0.3186
42	-0.040228	-0.3413	0.366917
43	0.106234	0.9014	0.185183
44	0.039468	0.3349	0.369338
45	-0.030631	-0.2599	0.397836
46	0.073441	0.6232	0.267571
47	-0.067294	-0.571	0.284887
48	-0.108898	-0.924	0.179278
49	-0.053336	-0.4526	0.326109
50	-0.133494	-1.1327	0.130543
51	-0.01727	-0.1465	0.441952
52	-0.013842	-0.1175	0.453413
53	-0.036176	-0.307	0.379879
54	0.026073	0.2212	0.412766
55	-0.029853	-0.2533	0.400376
56	-0.072377	-0.6141	0.270529
57	-0.010648	-0.0904	0.464128
58	-0.009209	-0.0781	0.468965
59	0.007321	0.0621	0.475319
60	0.03998	0.3392	0.367707

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.145047	1.2308	0.111208
2	0.038483	0.3265	0.372481
3	0.250659	2.1269	0.018427
4	-0.117491	-0.9969	0.161065
5	0.075776	0.643	0.26114
6	0.133421	1.1321	0.13067
7	-0.161244	-1.3682	0.087752
8	0.148827	1.2628	0.105361
9	0.109252	0.927	0.178503
10	-0.220876	-1.8742	0.032481
11	-0.120042	-1.0186	0.155905
12	-0.281023	-2.3846	0.009868
13	-0.050681	-0.43	0.334223
14	0.128808	1.093	0.139024
15	-0.099645	-0.8455	0.200313
16	0.043296	0.3674	0.357206
17	0.194334	1.649	0.051754
18	-0.15436	-1.3098	0.097216
19	-0.084518	-0.7172	0.237799
20	-0.046185	-0.3919	0.348148
21	0.211597	1.7955	0.038388
22	-0.200595	-1.7021	0.046525
23	-0.023763	-0.2016	0.420385
24	-0.241926	-2.0528	0.021863
25	-0.203644	-1.728	0.04414
26	-0.011245	-0.0954	0.462125
27	0.210988	1.7903	0.038805
28	0.018057	0.1532	0.439328
29	0.049636	0.4212	0.33744
30	-0.080802	-0.6856	0.247576
31	-0.060996	-0.5176	0.303172
32	-0.011847	-0.1005	0.460104
33	0.001846	0.0157	0.493774
34	0.025682	0.2179	0.414056
35	-0.002289	-0.0194	0.49228
36	-0.058917	-0.4999	0.309324
37	0.070807	0.6008	0.274923
38	-0.013927	-0.1182	0.45313
39	0.048775	0.4139	0.3401
40	-0.022486	-0.1908	0.424609
41	-0.028738	-0.2439	0.404019
42	0.034786	0.2952	0.384358
43	-0.106413	-0.9029	0.184784
44	-0.097562	-0.8278	0.205247
45	-0.007309	-0.062	0.475359
46	-0.07799	-0.6618	0.255117
47	0.068484	0.5811	0.281491
48	-0.146557	-1.2436	0.108844
49	-0.001578	-0.0134	0.494676
50	5.3e-05	5e-04	0.49982
51	0.039523	0.3354	0.369162
52	-0.015011	-0.1274	0.449501
53	0.005141	0.0436	0.482664
54	-0.041681	-0.3537	0.362307
55	0.002559	0.0217	0.491368
56	-0.011591	-0.0984	0.460963
57	-0.043568	-0.3697	0.356351
58	-0.051363	-0.4358	0.332134
59	0.003528	0.0299	0.488101
60	-0.053091	-0.4505	0.326854

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.145047 & 1.2308 & 0.111208 \tabularnewline
2 & 0.038483 & 0.3265 & 0.372481 \tabularnewline
3 & 0.250659 & 2.1269 & 0.018427 \tabularnewline
4 & -0.117491 & -0.9969 & 0.161065 \tabularnewline
5 & 0.075776 & 0.643 & 0.26114 \tabularnewline
6 & 0.133421 & 1.1321 & 0.13067 \tabularnewline
7 & -0.161244 & -1.3682 & 0.087752 \tabularnewline
8 & 0.148827 & 1.2628 & 0.105361 \tabularnewline
9 & 0.109252 & 0.927 & 0.178503 \tabularnewline
10 & -0.220876 & -1.8742 & 0.032481 \tabularnewline
11 & -0.120042 & -1.0186 & 0.155905 \tabularnewline
12 & -0.281023 & -2.3846 & 0.009868 \tabularnewline
13 & -0.050681 & -0.43 & 0.334223 \tabularnewline
14 & 0.128808 & 1.093 & 0.139024 \tabularnewline
15 & -0.099645 & -0.8455 & 0.200313 \tabularnewline
16 & 0.043296 & 0.3674 & 0.357206 \tabularnewline
17 & 0.194334 & 1.649 & 0.051754 \tabularnewline
18 & -0.15436 & -1.3098 & 0.097216 \tabularnewline
19 & -0.084518 & -0.7172 & 0.237799 \tabularnewline
20 & -0.046185 & -0.3919 & 0.348148 \tabularnewline
21 & 0.211597 & 1.7955 & 0.038388 \tabularnewline
22 & -0.200595 & -1.7021 & 0.046525 \tabularnewline
23 & -0.023763 & -0.2016 & 0.420385 \tabularnewline
24 & -0.241926 & -2.0528 & 0.021863 \tabularnewline
25 & -0.203644 & -1.728 & 0.04414 \tabularnewline
26 & -0.011245 & -0.0954 & 0.462125 \tabularnewline
27 & 0.210988 & 1.7903 & 0.038805 \tabularnewline
28 & 0.018057 & 0.1532 & 0.439328 \tabularnewline
29 & 0.049636 & 0.4212 & 0.33744 \tabularnewline
30 & -0.080802 & -0.6856 & 0.247576 \tabularnewline
31 & -0.060996 & -0.5176 & 0.303172 \tabularnewline
32 & -0.011847 & -0.1005 & 0.460104 \tabularnewline
33 & 0.001846 & 0.0157 & 0.493774 \tabularnewline
34 & 0.025682 & 0.2179 & 0.414056 \tabularnewline
35 & -0.002289 & -0.0194 & 0.49228 \tabularnewline
36 & -0.058917 & -0.4999 & 0.309324 \tabularnewline
37 & 0.070807 & 0.6008 & 0.274923 \tabularnewline
38 & -0.013927 & -0.1182 & 0.45313 \tabularnewline
39 & 0.048775 & 0.4139 & 0.3401 \tabularnewline
40 & -0.022486 & -0.1908 & 0.424609 \tabularnewline
41 & -0.028738 & -0.2439 & 0.404019 \tabularnewline
42 & 0.034786 & 0.2952 & 0.384358 \tabularnewline
43 & -0.106413 & -0.9029 & 0.184784 \tabularnewline
44 & -0.097562 & -0.8278 & 0.205247 \tabularnewline
45 & -0.007309 & -0.062 & 0.475359 \tabularnewline
46 & -0.07799 & -0.6618 & 0.255117 \tabularnewline
47 & 0.068484 & 0.5811 & 0.281491 \tabularnewline
48 & -0.146557 & -1.2436 & 0.108844 \tabularnewline
49 & -0.001578 & -0.0134 & 0.494676 \tabularnewline
50 & 5.3e-05 & 5e-04 & 0.49982 \tabularnewline
51 & 0.039523 & 0.3354 & 0.369162 \tabularnewline
52 & -0.015011 & -0.1274 & 0.449501 \tabularnewline
53 & 0.005141 & 0.0436 & 0.482664 \tabularnewline
54 & -0.041681 & -0.3537 & 0.362307 \tabularnewline
55 & 0.002559 & 0.0217 & 0.491368 \tabularnewline
56 & -0.011591 & -0.0984 & 0.460963 \tabularnewline
57 & -0.043568 & -0.3697 & 0.356351 \tabularnewline
58 & -0.051363 & -0.4358 & 0.332134 \tabularnewline
59 & 0.003528 & 0.0299 & 0.488101 \tabularnewline
60 & -0.053091 & -0.4505 & 0.326854 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32207&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]0.145047[/C][C]1.2308[/C][C]0.111208[/C][/ROW]
[ROW][C]2[/C][C]0.038483[/C][C]0.3265[/C][C]0.372481[/C][/ROW]
[ROW][C]3[/C][C]0.250659[/C][C]2.1269[/C][C]0.018427[/C][/ROW]
[ROW][C]4[/C][C]-0.117491[/C][C]-0.9969[/C][C]0.161065[/C][/ROW]
[ROW][C]5[/C][C]0.075776[/C][C]0.643[/C][C]0.26114[/C][/ROW]
[ROW][C]6[/C][C]0.133421[/C][C]1.1321[/C][C]0.13067[/C][/ROW]
[ROW][C]7[/C][C]-0.161244[/C][C]-1.3682[/C][C]0.087752[/C][/ROW]
[ROW][C]8[/C][C]0.148827[/C][C]1.2628[/C][C]0.105361[/C][/ROW]
[ROW][C]9[/C][C]0.109252[/C][C]0.927[/C][C]0.178503[/C][/ROW]
[ROW][C]10[/C][C]-0.220876[/C][C]-1.8742[/C][C]0.032481[/C][/ROW]
[ROW][C]11[/C][C]-0.120042[/C][C]-1.0186[/C][C]0.155905[/C][/ROW]
[ROW][C]12[/C][C]-0.281023[/C][C]-2.3846[/C][C]0.009868[/C][/ROW]
[ROW][C]13[/C][C]-0.050681[/C][C]-0.43[/C][C]0.334223[/C][/ROW]
[ROW][C]14[/C][C]0.128808[/C][C]1.093[/C][C]0.139024[/C][/ROW]
[ROW][C]15[/C][C]-0.099645[/C][C]-0.8455[/C][C]0.200313[/C][/ROW]
[ROW][C]16[/C][C]0.043296[/C][C]0.3674[/C][C]0.357206[/C][/ROW]
[ROW][C]17[/C][C]0.194334[/C][C]1.649[/C][C]0.051754[/C][/ROW]
[ROW][C]18[/C][C]-0.15436[/C][C]-1.3098[/C][C]0.097216[/C][/ROW]
[ROW][C]19[/C][C]-0.084518[/C][C]-0.7172[/C][C]0.237799[/C][/ROW]
[ROW][C]20[/C][C]-0.046185[/C][C]-0.3919[/C][C]0.348148[/C][/ROW]
[ROW][C]21[/C][C]0.211597[/C][C]1.7955[/C][C]0.038388[/C][/ROW]
[ROW][C]22[/C][C]-0.200595[/C][C]-1.7021[/C][C]0.046525[/C][/ROW]
[ROW][C]23[/C][C]-0.023763[/C][C]-0.2016[/C][C]0.420385[/C][/ROW]
[ROW][C]24[/C][C]-0.241926[/C][C]-2.0528[/C][C]0.021863[/C][/ROW]
[ROW][C]25[/C][C]-0.203644[/C][C]-1.728[/C][C]0.04414[/C][/ROW]
[ROW][C]26[/C][C]-0.011245[/C][C]-0.0954[/C][C]0.462125[/C][/ROW]
[ROW][C]27[/C][C]0.210988[/C][C]1.7903[/C][C]0.038805[/C][/ROW]
[ROW][C]28[/C][C]0.018057[/C][C]0.1532[/C][C]0.439328[/C][/ROW]
[ROW][C]29[/C][C]0.049636[/C][C]0.4212[/C][C]0.33744[/C][/ROW]
[ROW][C]30[/C][C]-0.080802[/C][C]-0.6856[/C][C]0.247576[/C][/ROW]
[ROW][C]31[/C][C]-0.060996[/C][C]-0.5176[/C][C]0.303172[/C][/ROW]
[ROW][C]32[/C][C]-0.011847[/C][C]-0.1005[/C][C]0.460104[/C][/ROW]
[ROW][C]33[/C][C]0.001846[/C][C]0.0157[/C][C]0.493774[/C][/ROW]
[ROW][C]34[/C][C]0.025682[/C][C]0.2179[/C][C]0.414056[/C][/ROW]
[ROW][C]35[/C][C]-0.002289[/C][C]-0.0194[/C][C]0.49228[/C][/ROW]
[ROW][C]36[/C][C]-0.058917[/C][C]-0.4999[/C][C]0.309324[/C][/ROW]
[ROW][C]37[/C][C]0.070807[/C][C]0.6008[/C][C]0.274923[/C][/ROW]
[ROW][C]38[/C][C]-0.013927[/C][C]-0.1182[/C][C]0.45313[/C][/ROW]
[ROW][C]39[/C][C]0.048775[/C][C]0.4139[/C][C]0.3401[/C][/ROW]
[ROW][C]40[/C][C]-0.022486[/C][C]-0.1908[/C][C]0.424609[/C][/ROW]
[ROW][C]41[/C][C]-0.028738[/C][C]-0.2439[/C][C]0.404019[/C][/ROW]
[ROW][C]42[/C][C]0.034786[/C][C]0.2952[/C][C]0.384358[/C][/ROW]
[ROW][C]43[/C][C]-0.106413[/C][C]-0.9029[/C][C]0.184784[/C][/ROW]
[ROW][C]44[/C][C]-0.097562[/C][C]-0.8278[/C][C]0.205247[/C][/ROW]
[ROW][C]45[/C][C]-0.007309[/C][C]-0.062[/C][C]0.475359[/C][/ROW]
[ROW][C]46[/C][C]-0.07799[/C][C]-0.6618[/C][C]0.255117[/C][/ROW]
[ROW][C]47[/C][C]0.068484[/C][C]0.5811[/C][C]0.281491[/C][/ROW]
[ROW][C]48[/C][C]-0.146557[/C][C]-1.2436[/C][C]0.108844[/C][/ROW]
[ROW][C]49[/C][C]-0.001578[/C][C]-0.0134[/C][C]0.494676[/C][/ROW]
[ROW][C]50[/C][C]5.3e-05[/C][C]5e-04[/C][C]0.49982[/C][/ROW]
[ROW][C]51[/C][C]0.039523[/C][C]0.3354[/C][C]0.369162[/C][/ROW]
[ROW][C]52[/C][C]-0.015011[/C][C]-0.1274[/C][C]0.449501[/C][/ROW]
[ROW][C]53[/C][C]0.005141[/C][C]0.0436[/C][C]0.482664[/C][/ROW]
[ROW][C]54[/C][C]-0.041681[/C][C]-0.3537[/C][C]0.362307[/C][/ROW]
[ROW][C]55[/C][C]0.002559[/C][C]0.0217[/C][C]0.491368[/C][/ROW]
[ROW][C]56[/C][C]-0.011591[/C][C]-0.0984[/C][C]0.460963[/C][/ROW]
[ROW][C]57[/C][C]-0.043568[/C][C]-0.3697[/C][C]0.356351[/C][/ROW]
[ROW][C]58[/C][C]-0.051363[/C][C]-0.4358[/C][C]0.332134[/C][/ROW]
[ROW][C]59[/C][C]0.003528[/C][C]0.0299[/C][C]0.488101[/C][/ROW]
[ROW][C]60[/C][C]-0.053091[/C][C]-0.4505[/C][C]0.326854[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32207&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32207&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	0.145047	1.2308	0.111208
2	0.038483	0.3265	0.372481
3	0.250659	2.1269	0.018427
4	-0.117491	-0.9969	0.161065
5	0.075776	0.643	0.26114
6	0.133421	1.1321	0.13067
7	-0.161244	-1.3682	0.087752
8	0.148827	1.2628	0.105361
9	0.109252	0.927	0.178503
10	-0.220876	-1.8742	0.032481
11	-0.120042	-1.0186	0.155905
12	-0.281023	-2.3846	0.009868
13	-0.050681	-0.43	0.334223
14	0.128808	1.093	0.139024
15	-0.099645	-0.8455	0.200313
16	0.043296	0.3674	0.357206
17	0.194334	1.649	0.051754
18	-0.15436	-1.3098	0.097216
19	-0.084518	-0.7172	0.237799
20	-0.046185	-0.3919	0.348148
21	0.211597	1.7955	0.038388
22	-0.200595	-1.7021	0.046525
23	-0.023763	-0.2016	0.420385
24	-0.241926	-2.0528	0.021863
25	-0.203644	-1.728	0.04414
26	-0.011245	-0.0954	0.462125
27	0.210988	1.7903	0.038805
28	0.018057	0.1532	0.439328
29	0.049636	0.4212	0.33744
30	-0.080802	-0.6856	0.247576
31	-0.060996	-0.5176	0.303172
32	-0.011847	-0.1005	0.460104
33	0.001846	0.0157	0.493774
34	0.025682	0.2179	0.414056
35	-0.002289	-0.0194	0.49228
36	-0.058917	-0.4999	0.309324
37	0.070807	0.6008	0.274923
38	-0.013927	-0.1182	0.45313
39	0.048775	0.4139	0.3401
40	-0.022486	-0.1908	0.424609
41	-0.028738	-0.2439	0.404019
42	0.034786	0.2952	0.384358
43	-0.106413	-0.9029	0.184784
44	-0.097562	-0.8278	0.205247
45	-0.007309	-0.062	0.475359
46	-0.07799	-0.6618	0.255117
47	0.068484	0.5811	0.281491
48	-0.146557	-1.2436	0.108844
49	-0.001578	-0.0134	0.494676
50	5.3e-05	5e-04	0.49982
51	0.039523	0.3354	0.369162
52	-0.015011	-0.1274	0.449501
53	0.005141	0.0436	0.482664
54	-0.041681	-0.3537	0.362307
55	0.002559	0.0217	0.491368
56	-0.011591	-0.0984	0.460963
57	-0.043568	-0.3697	0.356351
58	-0.051363	-0.4358	0.332134
59	0.003528	0.0299	0.488101
60	-0.053091	-0.4505	0.326854

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code