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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

Mon, 15 Dec 2008 15:38:57 -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/2008/Dec/15/t122938079272bxnglp8gktui9.htm/, Retrieved Tue, 14 May 2024 13:21:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33843, Retrieved Tue, 14 May 2024 13:21:08 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

231

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

-     [Standard Deviation-Mean Plot] [SMP prof bach] [2008-12-15 22:25:20] [bc937651ef42bf891200cf0e0edc7238]
- RM    [Variance Reduction Matrix] [VRM prof bach] [2008-12-15 22:31:00] [bc937651ef42bf891200cf0e0edc7238]
- RMP       [(Partial) Autocorrelation Function] [ARIMA Prof bach A...] [2008-12-15 22:38:57] [21d7d81e7693ad6dde5aadefb1046611] [Current]
-   P         [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:41:53] [bc937651ef42bf891200cf0e0edc7238] 
-   P           [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:44:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:46:08] [bc937651ef42bf891200cf0e0edc7238] 
-   P           [(Partial) Autocorrelation Function] [acf prof bach L =...] [2008-12-19 15:35:04] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P               [(Partial) Autocorrelation Function] [acf lambda = 1,1,1] [2008-12-19 15:45:45] [bc937651ef42bf891200cf0e0edc7238] 
-  MPD                [(Partial) Autocorrelation Function] [ACF bij d=0 en D=0] [2010-12-17 13:29:13] [616fb52b46273b7e6805de1e68b3a688] 
-   P                   [(Partial) Autocorrelation Function] [ACF bij d=0 en D=1] [2010-12-17 13:34:11] [616fb52b46273b7e6805de1e68b3a688] 
-   P                     [(Partial) Autocorrelation Function] [ACF bij d=1 en D=1] [2010-12-17 13:51:58] [616fb52b46273b7e6805de1e68b3a688] 
-  MPD            [(Partial) Autocorrelation Function] [] [2010-12-24 12:03:15] [4dfa50539945b119a90a7606969443b9] 
-  MPD            [(Partial) Autocorrelation Function] [] [2010-12-24 12:12:12] [4dfa50539945b119a90a7606969443b9] 
- RMP         [ARIMA Backward Selection] [Arima backward se...] [2008-12-19 17:26:16] [bc937651ef42bf891200cf0e0edc7238] 
- RMP           [ARIMA Forecasting] [ARIMA forecast pr...] [2008-12-20 11:34:44] [bc937651ef42bf891200cf0e0edc7238] 
-  MPD            [ARIMA Forecasting] [] [2010-12-21 19:37:30] [94f4aa1c01e87d8321fffb341ed4df07] 
-    D              [ARIMA Forecasting] [] [2010-12-22 16:40:18] [94f4aa1c01e87d8321fffb341ed4df07] 
-  MPD            [ARIMA Forecasting] [ARIMA Forecasting] [2010-12-22 13:25:50] [616fb52b46273b7e6805de1e68b3a688] 
-    D              [ARIMA Forecasting] [ARIMA Forecasting] [2010-12-24 15:04:34] [616fb52b46273b7e6805de1e68b3a688] 
- RMPD            [ARIMA Forecasting] [] [2010-12-24 13:59:54] [4dfa50539945b119a90a7606969443b9] 
-   PD              [ARIMA Forecasting] [] [2010-12-26 10:14:56] [4dfa50539945b119a90a7606969443b9] 
- RMP           [ARIMA Forecasting] [ARIMA forecast pr...] [2008-12-20 11:40:03] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [ARIMA Forecasting] [ARIMA forecast pr...] [2008-12-20 13:00:09] [bc937651ef42bf891200cf0e0edc7238] 
-   P               [ARIMA Forecasting] [ARIMA voorspellin...] [2008-12-20 13:17:10] [bc937651ef42bf891200cf0e0edc7238] 
-  M D          [ARIMA Backward Selection] [] [2010-12-21 17:53:23] [94f4aa1c01e87d8321fffb341ed4df07] 
-  MPD          [ARIMA Backward Selection] [] [2010-12-21 19:17:29] [94f4aa1c01e87d8321fffb341ed4df07] 
-  MPD          [ARIMA Backward Selection] [] [2010-12-24 13:46:46] [4dfa50539945b119a90a7606969443b9] 
-  MPD          [ARIMA Backward Selection] [Paper Statistiek] [2010-12-28 15:46:48] [82c18f3ebe9df70882495121eb816e07] 
-  MP           [ARIMA Backward Selection] [Paper Statistiek] [2010-12-28 16:09:56] [82c18f3ebe9df70882495121eb816e07] 
- RMPD          [ARIMA Backward Selection] [ARIMA Backward Se...] [2010-12-28 18:28:51] [74be16979710d4c4e7c6647856088456] 
-  MPD        [(Partial) Autocorrelation Function] [] [2010-12-20 16:16:49] [94f4aa1c01e87d8321fffb341ed4df07] 
-  MPD        [(Partial) Autocorrelation Function] [b-r0245787] [2010-12-22 14:53:44] [ebb35fb07def4d07c0eb7ec8d2fd3b0e] 
-               [(Partial) Autocorrelation Function] [b-r0245095] [2010-12-22 14:58:29] [ec8d68d52c1e9c5e97bb689b42436a8c] 
-   PD            [(Partial) Autocorrelation Function] [b-r0245095] [2010-12-22 15:32:51] [ec8d68d52c1e9c5e97bb689b42436a8c] 
-   PD          [(Partial) Autocorrelation Function] [b-r0245787] [2010-12-22 15:30:39] [ebb35fb07def4d07c0eb7ec8d2fd3b0e] 
-  MPD        [(Partial) Autocorrelation Function] [] [2010-12-24 12:53:41] [4dfa50539945b119a90a7606969443b9] 
-  MPD        [(Partial) Autocorrelation Function] [] [2010-12-28 12:28:43] [c6813a60da787bb62b5d86150b8926dd] 
- R P           [(Partial) Autocorrelation Function] [Deel 4: ARIMA bac...] [2012-12-13 15:17:46] [b4e5b8b5af0253f45dc68b47bb41cf13] 
- RMPD        [(Partial) Autocorrelation Function] [Autocorrelation] [2010-12-28 16:20:44] [74be16979710d4c4e7c6647856088456] 
- RMPD        [ARIMA Backward Selection] [arima-model] [2010-12-29 22:10:14] [5a05da414fd67612c3b80d44effe0727] 

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Dataseries X:

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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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33843&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33843&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33843&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.206168	-2.1226	0.018057
2	0.038073	0.392	0.347928
3	-0.133888	-1.3785	0.085481
4	0.012581	0.1295	0.448592
5	-0.028219	-0.2905	0.385989
6	5.9e-05	6e-04	0.49976
7	0.074485	0.7669	0.222433
8	0.017784	0.1831	0.427535
9	0.158958	1.6366	0.052343
10	-0.027235	-0.2804	0.389857
11	0.126881	1.3063	0.097135
12	-0.218704	-2.2517	0.013202
13	0.020609	0.2122	0.416188
14	0.092764	0.9551	0.17086
15	0.055405	0.5704	0.284798
16	-0.044886	-0.4621	0.322467
17	0.008651	0.0891	0.464599
18	0.041286	0.4251	0.335824
19	-0.046708	-0.4809	0.315795
20	0.124073	1.2774	0.102124
21	0.043869	0.4517	0.326218
22	-0.042892	-0.4416	0.329838
23	-0.004207	-0.0433	0.482768
24	-0.005213	-0.0537	0.478649
25	-0.024803	-0.2554	0.399469
26	-0.019316	-0.1989	0.421371
27	-0.038659	-0.398	0.34571
28	0.103219	1.0627	0.145165
29	-0.003982	-0.041	0.48369
30	-0.031572	-0.3251	0.37289
31	-0.095278	-0.9809	0.164427
32	0.067504	0.695	0.244288
33	-0.163213	-1.6804	0.047914
34	0.026826	0.2762	0.39147
35	0.075281	0.7751	0.220013
36	0.066909	0.6889	0.246206
37	0.051052	0.5256	0.300129
38	-0.162552	-1.6736	0.048581
39	0.014238	0.1466	0.441866
40	-0.090379	-0.9305	0.177112
41	0.06155	0.6337	0.263821
42	-0.102272	-1.053	0.147378
43	0.067453	0.6945	0.244453
44	-0.0628	-0.6466	0.259656
45	0.019854	0.2044	0.419213
46	0.055143	0.5677	0.285708
47	-0.119374	-1.229	0.110892
48	-0.097966	-1.0086	0.157727
49	0.086431	0.8899	0.187778
50	0.010827	0.1115	0.455727
51	-0.088502	-0.9112	0.182133
52	-0.057736	-0.5944	0.276744
53	-0.008269	-0.0851	0.466159
54	0.012525	0.129	0.44882
55	0.062004	0.6384	0.262304
56	-0.053556	-0.5514	0.291264
57	0.047847	0.4926	0.311652
58	-0.122808	-1.2644	0.104432
59	-0.015932	-0.164	0.435008
60	0.039148	0.4031	0.343859

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.206168 & -2.1226 & 0.018057 \tabularnewline
2 & 0.038073 & 0.392 & 0.347928 \tabularnewline
3 & -0.133888 & -1.3785 & 0.085481 \tabularnewline
4 & 0.012581 & 0.1295 & 0.448592 \tabularnewline
5 & -0.028219 & -0.2905 & 0.385989 \tabularnewline
6 & 5.9e-05 & 6e-04 & 0.49976 \tabularnewline
7 & 0.074485 & 0.7669 & 0.222433 \tabularnewline
8 & 0.017784 & 0.1831 & 0.427535 \tabularnewline
9 & 0.158958 & 1.6366 & 0.052343 \tabularnewline
10 & -0.027235 & -0.2804 & 0.389857 \tabularnewline
11 & 0.126881 & 1.3063 & 0.097135 \tabularnewline
12 & -0.218704 & -2.2517 & 0.013202 \tabularnewline
13 & 0.020609 & 0.2122 & 0.416188 \tabularnewline
14 & 0.092764 & 0.9551 & 0.17086 \tabularnewline
15 & 0.055405 & 0.5704 & 0.284798 \tabularnewline
16 & -0.044886 & -0.4621 & 0.322467 \tabularnewline
17 & 0.008651 & 0.0891 & 0.464599 \tabularnewline
18 & 0.041286 & 0.4251 & 0.335824 \tabularnewline
19 & -0.046708 & -0.4809 & 0.315795 \tabularnewline
20 & 0.124073 & 1.2774 & 0.102124 \tabularnewline
21 & 0.043869 & 0.4517 & 0.326218 \tabularnewline
22 & -0.042892 & -0.4416 & 0.329838 \tabularnewline
23 & -0.004207 & -0.0433 & 0.482768 \tabularnewline
24 & -0.005213 & -0.0537 & 0.478649 \tabularnewline
25 & -0.024803 & -0.2554 & 0.399469 \tabularnewline
26 & -0.019316 & -0.1989 & 0.421371 \tabularnewline
27 & -0.038659 & -0.398 & 0.34571 \tabularnewline
28 & 0.103219 & 1.0627 & 0.145165 \tabularnewline
29 & -0.003982 & -0.041 & 0.48369 \tabularnewline
30 & -0.031572 & -0.3251 & 0.37289 \tabularnewline
31 & -0.095278 & -0.9809 & 0.164427 \tabularnewline
32 & 0.067504 & 0.695 & 0.244288 \tabularnewline
33 & -0.163213 & -1.6804 & 0.047914 \tabularnewline
34 & 0.026826 & 0.2762 & 0.39147 \tabularnewline
35 & 0.075281 & 0.7751 & 0.220013 \tabularnewline
36 & 0.066909 & 0.6889 & 0.246206 \tabularnewline
37 & 0.051052 & 0.5256 & 0.300129 \tabularnewline
38 & -0.162552 & -1.6736 & 0.048581 \tabularnewline
39 & 0.014238 & 0.1466 & 0.441866 \tabularnewline
40 & -0.090379 & -0.9305 & 0.177112 \tabularnewline
41 & 0.06155 & 0.6337 & 0.263821 \tabularnewline
42 & -0.102272 & -1.053 & 0.147378 \tabularnewline
43 & 0.067453 & 0.6945 & 0.244453 \tabularnewline
44 & -0.0628 & -0.6466 & 0.259656 \tabularnewline
45 & 0.019854 & 0.2044 & 0.419213 \tabularnewline
46 & 0.055143 & 0.5677 & 0.285708 \tabularnewline
47 & -0.119374 & -1.229 & 0.110892 \tabularnewline
48 & -0.097966 & -1.0086 & 0.157727 \tabularnewline
49 & 0.086431 & 0.8899 & 0.187778 \tabularnewline
50 & 0.010827 & 0.1115 & 0.455727 \tabularnewline
51 & -0.088502 & -0.9112 & 0.182133 \tabularnewline
52 & -0.057736 & -0.5944 & 0.276744 \tabularnewline
53 & -0.008269 & -0.0851 & 0.466159 \tabularnewline
54 & 0.012525 & 0.129 & 0.44882 \tabularnewline
55 & 0.062004 & 0.6384 & 0.262304 \tabularnewline
56 & -0.053556 & -0.5514 & 0.291264 \tabularnewline
57 & 0.047847 & 0.4926 & 0.311652 \tabularnewline
58 & -0.122808 & -1.2644 & 0.104432 \tabularnewline
59 & -0.015932 & -0.164 & 0.435008 \tabularnewline
60 & 0.039148 & 0.4031 & 0.343859 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33843&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]-0.206168[/C][C]-2.1226[/C][C]0.018057[/C][/ROW]
[ROW][C]2[/C][C]0.038073[/C][C]0.392[/C][C]0.347928[/C][/ROW]
[ROW][C]3[/C][C]-0.133888[/C][C]-1.3785[/C][C]0.085481[/C][/ROW]
[ROW][C]4[/C][C]0.012581[/C][C]0.1295[/C][C]0.448592[/C][/ROW]
[ROW][C]5[/C][C]-0.028219[/C][C]-0.2905[/C][C]0.385989[/C][/ROW]
[ROW][C]6[/C][C]5.9e-05[/C][C]6e-04[/C][C]0.49976[/C][/ROW]
[ROW][C]7[/C][C]0.074485[/C][C]0.7669[/C][C]0.222433[/C][/ROW]
[ROW][C]8[/C][C]0.017784[/C][C]0.1831[/C][C]0.427535[/C][/ROW]
[ROW][C]9[/C][C]0.158958[/C][C]1.6366[/C][C]0.052343[/C][/ROW]
[ROW][C]10[/C][C]-0.027235[/C][C]-0.2804[/C][C]0.389857[/C][/ROW]
[ROW][C]11[/C][C]0.126881[/C][C]1.3063[/C][C]0.097135[/C][/ROW]
[ROW][C]12[/C][C]-0.218704[/C][C]-2.2517[/C][C]0.013202[/C][/ROW]
[ROW][C]13[/C][C]0.020609[/C][C]0.2122[/C][C]0.416188[/C][/ROW]
[ROW][C]14[/C][C]0.092764[/C][C]0.9551[/C][C]0.17086[/C][/ROW]
[ROW][C]15[/C][C]0.055405[/C][C]0.5704[/C][C]0.284798[/C][/ROW]
[ROW][C]16[/C][C]-0.044886[/C][C]-0.4621[/C][C]0.322467[/C][/ROW]
[ROW][C]17[/C][C]0.008651[/C][C]0.0891[/C][C]0.464599[/C][/ROW]
[ROW][C]18[/C][C]0.041286[/C][C]0.4251[/C][C]0.335824[/C][/ROW]
[ROW][C]19[/C][C]-0.046708[/C][C]-0.4809[/C][C]0.315795[/C][/ROW]
[ROW][C]20[/C][C]0.124073[/C][C]1.2774[/C][C]0.102124[/C][/ROW]
[ROW][C]21[/C][C]0.043869[/C][C]0.4517[/C][C]0.326218[/C][/ROW]
[ROW][C]22[/C][C]-0.042892[/C][C]-0.4416[/C][C]0.329838[/C][/ROW]
[ROW][C]23[/C][C]-0.004207[/C][C]-0.0433[/C][C]0.482768[/C][/ROW]
[ROW][C]24[/C][C]-0.005213[/C][C]-0.0537[/C][C]0.478649[/C][/ROW]
[ROW][C]25[/C][C]-0.024803[/C][C]-0.2554[/C][C]0.399469[/C][/ROW]
[ROW][C]26[/C][C]-0.019316[/C][C]-0.1989[/C][C]0.421371[/C][/ROW]
[ROW][C]27[/C][C]-0.038659[/C][C]-0.398[/C][C]0.34571[/C][/ROW]
[ROW][C]28[/C][C]0.103219[/C][C]1.0627[/C][C]0.145165[/C][/ROW]
[ROW][C]29[/C][C]-0.003982[/C][C]-0.041[/C][C]0.48369[/C][/ROW]
[ROW][C]30[/C][C]-0.031572[/C][C]-0.3251[/C][C]0.37289[/C][/ROW]
[ROW][C]31[/C][C]-0.095278[/C][C]-0.9809[/C][C]0.164427[/C][/ROW]
[ROW][C]32[/C][C]0.067504[/C][C]0.695[/C][C]0.244288[/C][/ROW]
[ROW][C]33[/C][C]-0.163213[/C][C]-1.6804[/C][C]0.047914[/C][/ROW]
[ROW][C]34[/C][C]0.026826[/C][C]0.2762[/C][C]0.39147[/C][/ROW]
[ROW][C]35[/C][C]0.075281[/C][C]0.7751[/C][C]0.220013[/C][/ROW]
[ROW][C]36[/C][C]0.066909[/C][C]0.6889[/C][C]0.246206[/C][/ROW]
[ROW][C]37[/C][C]0.051052[/C][C]0.5256[/C][C]0.300129[/C][/ROW]
[ROW][C]38[/C][C]-0.162552[/C][C]-1.6736[/C][C]0.048581[/C][/ROW]
[ROW][C]39[/C][C]0.014238[/C][C]0.1466[/C][C]0.441866[/C][/ROW]
[ROW][C]40[/C][C]-0.090379[/C][C]-0.9305[/C][C]0.177112[/C][/ROW]
[ROW][C]41[/C][C]0.06155[/C][C]0.6337[/C][C]0.263821[/C][/ROW]
[ROW][C]42[/C][C]-0.102272[/C][C]-1.053[/C][C]0.147378[/C][/ROW]
[ROW][C]43[/C][C]0.067453[/C][C]0.6945[/C][C]0.244453[/C][/ROW]
[ROW][C]44[/C][C]-0.0628[/C][C]-0.6466[/C][C]0.259656[/C][/ROW]
[ROW][C]45[/C][C]0.019854[/C][C]0.2044[/C][C]0.419213[/C][/ROW]
[ROW][C]46[/C][C]0.055143[/C][C]0.5677[/C][C]0.285708[/C][/ROW]
[ROW][C]47[/C][C]-0.119374[/C][C]-1.229[/C][C]0.110892[/C][/ROW]
[ROW][C]48[/C][C]-0.097966[/C][C]-1.0086[/C][C]0.157727[/C][/ROW]
[ROW][C]49[/C][C]0.086431[/C][C]0.8899[/C][C]0.187778[/C][/ROW]
[ROW][C]50[/C][C]0.010827[/C][C]0.1115[/C][C]0.455727[/C][/ROW]
[ROW][C]51[/C][C]-0.088502[/C][C]-0.9112[/C][C]0.182133[/C][/ROW]
[ROW][C]52[/C][C]-0.057736[/C][C]-0.5944[/C][C]0.276744[/C][/ROW]
[ROW][C]53[/C][C]-0.008269[/C][C]-0.0851[/C][C]0.466159[/C][/ROW]
[ROW][C]54[/C][C]0.012525[/C][C]0.129[/C][C]0.44882[/C][/ROW]
[ROW][C]55[/C][C]0.062004[/C][C]0.6384[/C][C]0.262304[/C][/ROW]
[ROW][C]56[/C][C]-0.053556[/C][C]-0.5514[/C][C]0.291264[/C][/ROW]
[ROW][C]57[/C][C]0.047847[/C][C]0.4926[/C][C]0.311652[/C][/ROW]
[ROW][C]58[/C][C]-0.122808[/C][C]-1.2644[/C][C]0.104432[/C][/ROW]
[ROW][C]59[/C][C]-0.015932[/C][C]-0.164[/C][C]0.435008[/C][/ROW]
[ROW][C]60[/C][C]0.039148[/C][C]0.4031[/C][C]0.343859[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33843&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33843&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	-0.206168	-2.1226	0.018057
2	0.038073	0.392	0.347928
3	-0.133888	-1.3785	0.085481
4	0.012581	0.1295	0.448592
5	-0.028219	-0.2905	0.385989
6	5.9e-05	6e-04	0.49976
7	0.074485	0.7669	0.222433
8	0.017784	0.1831	0.427535
9	0.158958	1.6366	0.052343
10	-0.027235	-0.2804	0.389857
11	0.126881	1.3063	0.097135
12	-0.218704	-2.2517	0.013202
13	0.020609	0.2122	0.416188
14	0.092764	0.9551	0.17086
15	0.055405	0.5704	0.284798
16	-0.044886	-0.4621	0.322467
17	0.008651	0.0891	0.464599
18	0.041286	0.4251	0.335824
19	-0.046708	-0.4809	0.315795
20	0.124073	1.2774	0.102124
21	0.043869	0.4517	0.326218
22	-0.042892	-0.4416	0.329838
23	-0.004207	-0.0433	0.482768
24	-0.005213	-0.0537	0.478649
25	-0.024803	-0.2554	0.399469
26	-0.019316	-0.1989	0.421371
27	-0.038659	-0.398	0.34571
28	0.103219	1.0627	0.145165
29	-0.003982	-0.041	0.48369
30	-0.031572	-0.3251	0.37289
31	-0.095278	-0.9809	0.164427
32	0.067504	0.695	0.244288
33	-0.163213	-1.6804	0.047914
34	0.026826	0.2762	0.39147
35	0.075281	0.7751	0.220013
36	0.066909	0.6889	0.246206
37	0.051052	0.5256	0.300129
38	-0.162552	-1.6736	0.048581
39	0.014238	0.1466	0.441866
40	-0.090379	-0.9305	0.177112
41	0.06155	0.6337	0.263821
42	-0.102272	-1.053	0.147378
43	0.067453	0.6945	0.244453
44	-0.0628	-0.6466	0.259656
45	0.019854	0.2044	0.419213
46	0.055143	0.5677	0.285708
47	-0.119374	-1.229	0.110892
48	-0.097966	-1.0086	0.157727
49	0.086431	0.8899	0.187778
50	0.010827	0.1115	0.455727
51	-0.088502	-0.9112	0.182133
52	-0.057736	-0.5944	0.276744
53	-0.008269	-0.0851	0.466159
54	0.012525	0.129	0.44882
55	0.062004	0.6384	0.262304
56	-0.053556	-0.5514	0.291264
57	0.047847	0.4926	0.311652
58	-0.122808	-1.2644	0.104432
59	-0.015932	-0.164	0.435008
60	0.039148	0.4031	0.343859

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.206168	-2.1226	0.018057
2	-0.004629	-0.0477	0.481038
3	-0.132596	-1.3652	0.087547
4	-0.043957	-0.4526	0.325894
5	-0.035879	-0.3694	0.356284
6	-0.032098	-0.3305	0.370849
7	0.067423	0.6942	0.244549
8	0.042274	0.4352	0.332138
9	0.181032	1.8638	0.032556
10	0.071343	0.7345	0.232125
11	0.170138	1.7517	0.04136
12	-0.116429	-1.1987	0.116657
13	-0.039425	-0.4059	0.342817
14	0.129849	1.3369	0.092062
15	0.061392	0.6321	0.264351
16	-0.054883	-0.5651	0.286617
17	-0.016913	-0.1741	0.431046
18	0.007995	0.0823	0.467276
19	-0.045538	-0.4688	0.320074
20	0.099695	1.0264	0.153516
21	0.15085	1.5531	0.06169
22	-0.036205	-0.3728	0.355038
23	0.016851	0.1735	0.431299
24	-0.025457	-0.2621	0.396877
25	-0.073589	-0.7576	0.225173
26	-0.007535	-0.0776	0.469153
27	-0.051735	-0.5326	0.297698
28	0.022858	0.2353	0.407201
29	-0.053638	-0.5522	0.290974
30	-0.070583	-0.7267	0.234507
31	-0.155313	-1.599	0.056393
32	0.038474	0.3961	0.34641
33	-0.106155	-1.0929	0.13845
34	-0.098367	-1.0127	0.156743
35	0.053718	0.5531	0.290694
36	0.09969	1.0264	0.153526
37	0.087388	0.8997	0.185155
38	-0.12763	-1.314	0.095836
39	-0.016967	-0.1747	0.430829
40	-0.005256	-0.0541	0.478475
41	0.016758	0.1725	0.431673
42	-0.076925	-0.792	0.215067
43	-0.055411	-0.5705	0.284777
44	-0.035606	-0.3666	0.357329
45	-0.056847	-0.5853	0.279804
46	0.028588	0.2943	0.384541
47	-0.025442	-0.2619	0.396938
48	-0.105357	-1.0847	0.140254
49	0.135752	1.3977	0.082568
50	-0.014093	-0.1451	0.442456
51	-0.070804	-0.729	0.233814
52	-0.088699	-0.9132	0.1816
53	0.043052	0.4432	0.329245
54	0.01701	0.1751	0.430655
55	0.047065	0.4846	0.314492
56	-0.061452	-0.6327	0.264151
57	0.002669	0.0275	0.489063
58	-0.043716	-0.4501	0.326785
59	-0.018606	-0.1916	0.424227
60	-0.015148	-0.156	0.438183

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.206168 & -2.1226 & 0.018057 \tabularnewline
2 & -0.004629 & -0.0477 & 0.481038 \tabularnewline
3 & -0.132596 & -1.3652 & 0.087547 \tabularnewline
4 & -0.043957 & -0.4526 & 0.325894 \tabularnewline
5 & -0.035879 & -0.3694 & 0.356284 \tabularnewline
6 & -0.032098 & -0.3305 & 0.370849 \tabularnewline
7 & 0.067423 & 0.6942 & 0.244549 \tabularnewline
8 & 0.042274 & 0.4352 & 0.332138 \tabularnewline
9 & 0.181032 & 1.8638 & 0.032556 \tabularnewline
10 & 0.071343 & 0.7345 & 0.232125 \tabularnewline
11 & 0.170138 & 1.7517 & 0.04136 \tabularnewline
12 & -0.116429 & -1.1987 & 0.116657 \tabularnewline
13 & -0.039425 & -0.4059 & 0.342817 \tabularnewline
14 & 0.129849 & 1.3369 & 0.092062 \tabularnewline
15 & 0.061392 & 0.6321 & 0.264351 \tabularnewline
16 & -0.054883 & -0.5651 & 0.286617 \tabularnewline
17 & -0.016913 & -0.1741 & 0.431046 \tabularnewline
18 & 0.007995 & 0.0823 & 0.467276 \tabularnewline
19 & -0.045538 & -0.4688 & 0.320074 \tabularnewline
20 & 0.099695 & 1.0264 & 0.153516 \tabularnewline
21 & 0.15085 & 1.5531 & 0.06169 \tabularnewline
22 & -0.036205 & -0.3728 & 0.355038 \tabularnewline
23 & 0.016851 & 0.1735 & 0.431299 \tabularnewline
24 & -0.025457 & -0.2621 & 0.396877 \tabularnewline
25 & -0.073589 & -0.7576 & 0.225173 \tabularnewline
26 & -0.007535 & -0.0776 & 0.469153 \tabularnewline
27 & -0.051735 & -0.5326 & 0.297698 \tabularnewline
28 & 0.022858 & 0.2353 & 0.407201 \tabularnewline
29 & -0.053638 & -0.5522 & 0.290974 \tabularnewline
30 & -0.070583 & -0.7267 & 0.234507 \tabularnewline
31 & -0.155313 & -1.599 & 0.056393 \tabularnewline
32 & 0.038474 & 0.3961 & 0.34641 \tabularnewline
33 & -0.106155 & -1.0929 & 0.13845 \tabularnewline
34 & -0.098367 & -1.0127 & 0.156743 \tabularnewline
35 & 0.053718 & 0.5531 & 0.290694 \tabularnewline
36 & 0.09969 & 1.0264 & 0.153526 \tabularnewline
37 & 0.087388 & 0.8997 & 0.185155 \tabularnewline
38 & -0.12763 & -1.314 & 0.095836 \tabularnewline
39 & -0.016967 & -0.1747 & 0.430829 \tabularnewline
40 & -0.005256 & -0.0541 & 0.478475 \tabularnewline
41 & 0.016758 & 0.1725 & 0.431673 \tabularnewline
42 & -0.076925 & -0.792 & 0.215067 \tabularnewline
43 & -0.055411 & -0.5705 & 0.284777 \tabularnewline
44 & -0.035606 & -0.3666 & 0.357329 \tabularnewline
45 & -0.056847 & -0.5853 & 0.279804 \tabularnewline
46 & 0.028588 & 0.2943 & 0.384541 \tabularnewline
47 & -0.025442 & -0.2619 & 0.396938 \tabularnewline
48 & -0.105357 & -1.0847 & 0.140254 \tabularnewline
49 & 0.135752 & 1.3977 & 0.082568 \tabularnewline
50 & -0.014093 & -0.1451 & 0.442456 \tabularnewline
51 & -0.070804 & -0.729 & 0.233814 \tabularnewline
52 & -0.088699 & -0.9132 & 0.1816 \tabularnewline
53 & 0.043052 & 0.4432 & 0.329245 \tabularnewline
54 & 0.01701 & 0.1751 & 0.430655 \tabularnewline
55 & 0.047065 & 0.4846 & 0.314492 \tabularnewline
56 & -0.061452 & -0.6327 & 0.264151 \tabularnewline
57 & 0.002669 & 0.0275 & 0.489063 \tabularnewline
58 & -0.043716 & -0.4501 & 0.326785 \tabularnewline
59 & -0.018606 & -0.1916 & 0.424227 \tabularnewline
60 & -0.015148 & -0.156 & 0.438183 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33843&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]-0.206168[/C][C]-2.1226[/C][C]0.018057[/C][/ROW]
[ROW][C]2[/C][C]-0.004629[/C][C]-0.0477[/C][C]0.481038[/C][/ROW]
[ROW][C]3[/C][C]-0.132596[/C][C]-1.3652[/C][C]0.087547[/C][/ROW]
[ROW][C]4[/C][C]-0.043957[/C][C]-0.4526[/C][C]0.325894[/C][/ROW]
[ROW][C]5[/C][C]-0.035879[/C][C]-0.3694[/C][C]0.356284[/C][/ROW]
[ROW][C]6[/C][C]-0.032098[/C][C]-0.3305[/C][C]0.370849[/C][/ROW]
[ROW][C]7[/C][C]0.067423[/C][C]0.6942[/C][C]0.244549[/C][/ROW]
[ROW][C]8[/C][C]0.042274[/C][C]0.4352[/C][C]0.332138[/C][/ROW]
[ROW][C]9[/C][C]0.181032[/C][C]1.8638[/C][C]0.032556[/C][/ROW]
[ROW][C]10[/C][C]0.071343[/C][C]0.7345[/C][C]0.232125[/C][/ROW]
[ROW][C]11[/C][C]0.170138[/C][C]1.7517[/C][C]0.04136[/C][/ROW]
[ROW][C]12[/C][C]-0.116429[/C][C]-1.1987[/C][C]0.116657[/C][/ROW]
[ROW][C]13[/C][C]-0.039425[/C][C]-0.4059[/C][C]0.342817[/C][/ROW]
[ROW][C]14[/C][C]0.129849[/C][C]1.3369[/C][C]0.092062[/C][/ROW]
[ROW][C]15[/C][C]0.061392[/C][C]0.6321[/C][C]0.264351[/C][/ROW]
[ROW][C]16[/C][C]-0.054883[/C][C]-0.5651[/C][C]0.286617[/C][/ROW]
[ROW][C]17[/C][C]-0.016913[/C][C]-0.1741[/C][C]0.431046[/C][/ROW]
[ROW][C]18[/C][C]0.007995[/C][C]0.0823[/C][C]0.467276[/C][/ROW]
[ROW][C]19[/C][C]-0.045538[/C][C]-0.4688[/C][C]0.320074[/C][/ROW]
[ROW][C]20[/C][C]0.099695[/C][C]1.0264[/C][C]0.153516[/C][/ROW]
[ROW][C]21[/C][C]0.15085[/C][C]1.5531[/C][C]0.06169[/C][/ROW]
[ROW][C]22[/C][C]-0.036205[/C][C]-0.3728[/C][C]0.355038[/C][/ROW]
[ROW][C]23[/C][C]0.016851[/C][C]0.1735[/C][C]0.431299[/C][/ROW]
[ROW][C]24[/C][C]-0.025457[/C][C]-0.2621[/C][C]0.396877[/C][/ROW]
[ROW][C]25[/C][C]-0.073589[/C][C]-0.7576[/C][C]0.225173[/C][/ROW]
[ROW][C]26[/C][C]-0.007535[/C][C]-0.0776[/C][C]0.469153[/C][/ROW]
[ROW][C]27[/C][C]-0.051735[/C][C]-0.5326[/C][C]0.297698[/C][/ROW]
[ROW][C]28[/C][C]0.022858[/C][C]0.2353[/C][C]0.407201[/C][/ROW]
[ROW][C]29[/C][C]-0.053638[/C][C]-0.5522[/C][C]0.290974[/C][/ROW]
[ROW][C]30[/C][C]-0.070583[/C][C]-0.7267[/C][C]0.234507[/C][/ROW]
[ROW][C]31[/C][C]-0.155313[/C][C]-1.599[/C][C]0.056393[/C][/ROW]
[ROW][C]32[/C][C]0.038474[/C][C]0.3961[/C][C]0.34641[/C][/ROW]
[ROW][C]33[/C][C]-0.106155[/C][C]-1.0929[/C][C]0.13845[/C][/ROW]
[ROW][C]34[/C][C]-0.098367[/C][C]-1.0127[/C][C]0.156743[/C][/ROW]
[ROW][C]35[/C][C]0.053718[/C][C]0.5531[/C][C]0.290694[/C][/ROW]
[ROW][C]36[/C][C]0.09969[/C][C]1.0264[/C][C]0.153526[/C][/ROW]
[ROW][C]37[/C][C]0.087388[/C][C]0.8997[/C][C]0.185155[/C][/ROW]
[ROW][C]38[/C][C]-0.12763[/C][C]-1.314[/C][C]0.095836[/C][/ROW]
[ROW][C]39[/C][C]-0.016967[/C][C]-0.1747[/C][C]0.430829[/C][/ROW]
[ROW][C]40[/C][C]-0.005256[/C][C]-0.0541[/C][C]0.478475[/C][/ROW]
[ROW][C]41[/C][C]0.016758[/C][C]0.1725[/C][C]0.431673[/C][/ROW]
[ROW][C]42[/C][C]-0.076925[/C][C]-0.792[/C][C]0.215067[/C][/ROW]
[ROW][C]43[/C][C]-0.055411[/C][C]-0.5705[/C][C]0.284777[/C][/ROW]
[ROW][C]44[/C][C]-0.035606[/C][C]-0.3666[/C][C]0.357329[/C][/ROW]
[ROW][C]45[/C][C]-0.056847[/C][C]-0.5853[/C][C]0.279804[/C][/ROW]
[ROW][C]46[/C][C]0.028588[/C][C]0.2943[/C][C]0.384541[/C][/ROW]
[ROW][C]47[/C][C]-0.025442[/C][C]-0.2619[/C][C]0.396938[/C][/ROW]
[ROW][C]48[/C][C]-0.105357[/C][C]-1.0847[/C][C]0.140254[/C][/ROW]
[ROW][C]49[/C][C]0.135752[/C][C]1.3977[/C][C]0.082568[/C][/ROW]
[ROW][C]50[/C][C]-0.014093[/C][C]-0.1451[/C][C]0.442456[/C][/ROW]
[ROW][C]51[/C][C]-0.070804[/C][C]-0.729[/C][C]0.233814[/C][/ROW]
[ROW][C]52[/C][C]-0.088699[/C][C]-0.9132[/C][C]0.1816[/C][/ROW]
[ROW][C]53[/C][C]0.043052[/C][C]0.4432[/C][C]0.329245[/C][/ROW]
[ROW][C]54[/C][C]0.01701[/C][C]0.1751[/C][C]0.430655[/C][/ROW]
[ROW][C]55[/C][C]0.047065[/C][C]0.4846[/C][C]0.314492[/C][/ROW]
[ROW][C]56[/C][C]-0.061452[/C][C]-0.6327[/C][C]0.264151[/C][/ROW]
[ROW][C]57[/C][C]0.002669[/C][C]0.0275[/C][C]0.489063[/C][/ROW]
[ROW][C]58[/C][C]-0.043716[/C][C]-0.4501[/C][C]0.326785[/C][/ROW]
[ROW][C]59[/C][C]-0.018606[/C][C]-0.1916[/C][C]0.424227[/C][/ROW]
[ROW][C]60[/C][C]-0.015148[/C][C]-0.156[/C][C]0.438183[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33843&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33843&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	-0.206168	-2.1226	0.018057
2	-0.004629	-0.0477	0.481038
3	-0.132596	-1.3652	0.087547
4	-0.043957	-0.4526	0.325894
5	-0.035879	-0.3694	0.356284
6	-0.032098	-0.3305	0.370849
7	0.067423	0.6942	0.244549
8	0.042274	0.4352	0.332138
9	0.181032	1.8638	0.032556
10	0.071343	0.7345	0.232125
11	0.170138	1.7517	0.04136
12	-0.116429	-1.1987	0.116657
13	-0.039425	-0.4059	0.342817
14	0.129849	1.3369	0.092062
15	0.061392	0.6321	0.264351
16	-0.054883	-0.5651	0.286617
17	-0.016913	-0.1741	0.431046
18	0.007995	0.0823	0.467276
19	-0.045538	-0.4688	0.320074
20	0.099695	1.0264	0.153516
21	0.15085	1.5531	0.06169
22	-0.036205	-0.3728	0.355038
23	0.016851	0.1735	0.431299
24	-0.025457	-0.2621	0.396877
25	-0.073589	-0.7576	0.225173
26	-0.007535	-0.0776	0.469153
27	-0.051735	-0.5326	0.297698
28	0.022858	0.2353	0.407201
29	-0.053638	-0.5522	0.290974
30	-0.070583	-0.7267	0.234507
31	-0.155313	-1.599	0.056393
32	0.038474	0.3961	0.34641
33	-0.106155	-1.0929	0.13845
34	-0.098367	-1.0127	0.156743
35	0.053718	0.5531	0.290694
36	0.09969	1.0264	0.153526
37	0.087388	0.8997	0.185155
38	-0.12763	-1.314	0.095836
39	-0.016967	-0.1747	0.430829
40	-0.005256	-0.0541	0.478475
41	0.016758	0.1725	0.431673
42	-0.076925	-0.792	0.215067
43	-0.055411	-0.5705	0.284777
44	-0.035606	-0.3666	0.357329
45	-0.056847	-0.5853	0.279804
46	0.028588	0.2943	0.384541
47	-0.025442	-0.2619	0.396938
48	-0.105357	-1.0847	0.140254
49	0.135752	1.3977	0.082568
50	-0.014093	-0.1451	0.442456
51	-0.070804	-0.729	0.233814
52	-0.088699	-0.9132	0.1816
53	0.043052	0.4432	0.329245
54	0.01701	0.1751	0.430655
55	0.047065	0.4846	0.314492
56	-0.061452	-0.6327	0.264151
57	0.002669	0.0275	0.489063
58	-0.043716	-0.4501	0.326785
59	-0.018606	-0.1916	0.424227
60	-0.015148	-0.156	0.438183

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.3 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.3 ; par3 = 1 ; 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