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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 18:16:23 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/21/t1292955583l5v9sfhlurdau3l.htm/, Retrieved Sat, 11 May 2024 10:12:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113802, Retrieved Sat, 11 May 2024 10:12:06 +0000

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User-defined keywords

Estimated Impact

161

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]
- RMP   [Exponential Smoothing] [Unemployment] [2010-11-30 13:37:23] [b98453cac15ba1066b407e146608df68]
- RMPD    [(Partial) Autocorrelation Function] [Goudprijs-ACF] [2010-12-20 12:17:14] [d672a41e0af7ff107c03f1d65e47fd32]
-   PD      [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2010-12-21 17:16:30] [c2a9e95daa10045f9fd6252038bcb219]
-   P         [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2010-12-21 18:10:50] [c2a9e95daa10045f9fd6252038bcb219]
-   P             [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2010-12-21 18:16:23] [c6b3e187a4a1689d42fffda4bc860ab5] [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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113802&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113802&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113802&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.958682	10.9726	0
2	0.920133	10.5314	0
3	0.881725	10.0918	0
4	0.84525	9.6743	0
5	0.80763	9.2437	0
6	0.76194	8.7208	0
7	0.721531	8.2583	0
8	0.690843	7.9071	0
9	0.664335	7.6037	0
10	0.639243	7.3165	0
11	0.616035	7.0508	0
12	0.591879	6.7744	0
13	0.56732	6.4933	0
14	0.547705	6.2688	0
15	0.530605	6.0731	0
16	0.513246	5.8744	0
17	0.494573	5.6606	0
18	0.475735	5.445	0
19	0.456647	5.2266	0
20	0.437576	5.0083	1e-06
21	0.413467	4.7323	3e-06
22	0.386636	4.4252	1e-05
23	0.367925	4.2111	2.3e-05
24	0.351861	4.0272	4.8e-05
25	0.337625	3.8643	8.7e-05
26	0.32264	3.6928	0.000162
27	0.310413	3.5528	0.000265
28	0.297956	3.4103	0.000432
29	0.280543	3.211	0.000832
30	0.265422	3.0379	0.001438
31	0.249464	2.8552	0.002501
32	0.232205	2.6577	0.004423
33	0.209658	2.3996	0.008909
34	0.185772	2.1263	0.017679
35	0.163272	1.8687	0.031947
36	0.147474	1.6879	0.046904
37	0.13164	1.5067	0.06715
38	0.117377	1.3434	0.090726
39	0.10435	1.1943	0.117251
40	0.092988	1.0643	0.144575
41	0.080865	0.9255	0.178192
42	0.068745	0.7868	0.216402
43	0.055923	0.6401	0.261625
44	0.041706	0.4774	0.316954
45	0.029567	0.3384	0.367796
46	0.015588	0.1784	0.429336
47	0.003535	0.0405	0.483896
48	-0.00809	-0.0926	0.463181
49	-0.02131	-0.2439	0.403845
50	-0.03473	-0.3975	0.345822
51	-0.04928	-0.564	0.286847
52	-0.066424	-0.7603	0.224235
53	-0.086656	-0.9918	0.161556
54	-0.104307	-1.1938	0.117347
55	-0.129922	-1.487	0.069705
56	-0.152103	-1.7409	0.042024
57	-0.170469	-1.9511	0.026589
58	-0.188509	-2.1576	0.016392
59	-0.205562	-2.3528	0.010062
60	-0.221032	-2.5298	0.006298

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958682 & 10.9726 & 0 \tabularnewline
2 & 0.920133 & 10.5314 & 0 \tabularnewline
3 & 0.881725 & 10.0918 & 0 \tabularnewline
4 & 0.84525 & 9.6743 & 0 \tabularnewline
5 & 0.80763 & 9.2437 & 0 \tabularnewline
6 & 0.76194 & 8.7208 & 0 \tabularnewline
7 & 0.721531 & 8.2583 & 0 \tabularnewline
8 & 0.690843 & 7.9071 & 0 \tabularnewline
9 & 0.664335 & 7.6037 & 0 \tabularnewline
10 & 0.639243 & 7.3165 & 0 \tabularnewline
11 & 0.616035 & 7.0508 & 0 \tabularnewline
12 & 0.591879 & 6.7744 & 0 \tabularnewline
13 & 0.56732 & 6.4933 & 0 \tabularnewline
14 & 0.547705 & 6.2688 & 0 \tabularnewline
15 & 0.530605 & 6.0731 & 0 \tabularnewline
16 & 0.513246 & 5.8744 & 0 \tabularnewline
17 & 0.494573 & 5.6606 & 0 \tabularnewline
18 & 0.475735 & 5.445 & 0 \tabularnewline
19 & 0.456647 & 5.2266 & 0 \tabularnewline
20 & 0.437576 & 5.0083 & 1e-06 \tabularnewline
21 & 0.413467 & 4.7323 & 3e-06 \tabularnewline
22 & 0.386636 & 4.4252 & 1e-05 \tabularnewline
23 & 0.367925 & 4.2111 & 2.3e-05 \tabularnewline
24 & 0.351861 & 4.0272 & 4.8e-05 \tabularnewline
25 & 0.337625 & 3.8643 & 8.7e-05 \tabularnewline
26 & 0.32264 & 3.6928 & 0.000162 \tabularnewline
27 & 0.310413 & 3.5528 & 0.000265 \tabularnewline
28 & 0.297956 & 3.4103 & 0.000432 \tabularnewline
29 & 0.280543 & 3.211 & 0.000832 \tabularnewline
30 & 0.265422 & 3.0379 & 0.001438 \tabularnewline
31 & 0.249464 & 2.8552 & 0.002501 \tabularnewline
32 & 0.232205 & 2.6577 & 0.004423 \tabularnewline
33 & 0.209658 & 2.3996 & 0.008909 \tabularnewline
34 & 0.185772 & 2.1263 & 0.017679 \tabularnewline
35 & 0.163272 & 1.8687 & 0.031947 \tabularnewline
36 & 0.147474 & 1.6879 & 0.046904 \tabularnewline
37 & 0.13164 & 1.5067 & 0.06715 \tabularnewline
38 & 0.117377 & 1.3434 & 0.090726 \tabularnewline
39 & 0.10435 & 1.1943 & 0.117251 \tabularnewline
40 & 0.092988 & 1.0643 & 0.144575 \tabularnewline
41 & 0.080865 & 0.9255 & 0.178192 \tabularnewline
42 & 0.068745 & 0.7868 & 0.216402 \tabularnewline
43 & 0.055923 & 0.6401 & 0.261625 \tabularnewline
44 & 0.041706 & 0.4774 & 0.316954 \tabularnewline
45 & 0.029567 & 0.3384 & 0.367796 \tabularnewline
46 & 0.015588 & 0.1784 & 0.429336 \tabularnewline
47 & 0.003535 & 0.0405 & 0.483896 \tabularnewline
48 & -0.00809 & -0.0926 & 0.463181 \tabularnewline
49 & -0.02131 & -0.2439 & 0.403845 \tabularnewline
50 & -0.03473 & -0.3975 & 0.345822 \tabularnewline
51 & -0.04928 & -0.564 & 0.286847 \tabularnewline
52 & -0.066424 & -0.7603 & 0.224235 \tabularnewline
53 & -0.086656 & -0.9918 & 0.161556 \tabularnewline
54 & -0.104307 & -1.1938 & 0.117347 \tabularnewline
55 & -0.129922 & -1.487 & 0.069705 \tabularnewline
56 & -0.152103 & -1.7409 & 0.042024 \tabularnewline
57 & -0.170469 & -1.9511 & 0.026589 \tabularnewline
58 & -0.188509 & -2.1576 & 0.016392 \tabularnewline
59 & -0.205562 & -2.3528 & 0.010062 \tabularnewline
60 & -0.221032 & -2.5298 & 0.006298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113802&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]0.958682[/C][C]10.9726[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.920133[/C][C]10.5314[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.881725[/C][C]10.0918[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.84525[/C][C]9.6743[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.80763[/C][C]9.2437[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.76194[/C][C]8.7208[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.721531[/C][C]8.2583[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.690843[/C][C]7.9071[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.664335[/C][C]7.6037[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.639243[/C][C]7.3165[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.616035[/C][C]7.0508[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.591879[/C][C]6.7744[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.56732[/C][C]6.4933[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.547705[/C][C]6.2688[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.530605[/C][C]6.0731[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.513246[/C][C]5.8744[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.494573[/C][C]5.6606[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.475735[/C][C]5.445[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.456647[/C][C]5.2266[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.437576[/C][C]5.0083[/C][C]1e-06[/C][/ROW]
[ROW][C]21[/C][C]0.413467[/C][C]4.7323[/C][C]3e-06[/C][/ROW]
[ROW][C]22[/C][C]0.386636[/C][C]4.4252[/C][C]1e-05[/C][/ROW]
[ROW][C]23[/C][C]0.367925[/C][C]4.2111[/C][C]2.3e-05[/C][/ROW]
[ROW][C]24[/C][C]0.351861[/C][C]4.0272[/C][C]4.8e-05[/C][/ROW]
[ROW][C]25[/C][C]0.337625[/C][C]3.8643[/C][C]8.7e-05[/C][/ROW]
[ROW][C]26[/C][C]0.32264[/C][C]3.6928[/C][C]0.000162[/C][/ROW]
[ROW][C]27[/C][C]0.310413[/C][C]3.5528[/C][C]0.000265[/C][/ROW]
[ROW][C]28[/C][C]0.297956[/C][C]3.4103[/C][C]0.000432[/C][/ROW]
[ROW][C]29[/C][C]0.280543[/C][C]3.211[/C][C]0.000832[/C][/ROW]
[ROW][C]30[/C][C]0.265422[/C][C]3.0379[/C][C]0.001438[/C][/ROW]
[ROW][C]31[/C][C]0.249464[/C][C]2.8552[/C][C]0.002501[/C][/ROW]
[ROW][C]32[/C][C]0.232205[/C][C]2.6577[/C][C]0.004423[/C][/ROW]
[ROW][C]33[/C][C]0.209658[/C][C]2.3996[/C][C]0.008909[/C][/ROW]
[ROW][C]34[/C][C]0.185772[/C][C]2.1263[/C][C]0.017679[/C][/ROW]
[ROW][C]35[/C][C]0.163272[/C][C]1.8687[/C][C]0.031947[/C][/ROW]
[ROW][C]36[/C][C]0.147474[/C][C]1.6879[/C][C]0.046904[/C][/ROW]
[ROW][C]37[/C][C]0.13164[/C][C]1.5067[/C][C]0.06715[/C][/ROW]
[ROW][C]38[/C][C]0.117377[/C][C]1.3434[/C][C]0.090726[/C][/ROW]
[ROW][C]39[/C][C]0.10435[/C][C]1.1943[/C][C]0.117251[/C][/ROW]
[ROW][C]40[/C][C]0.092988[/C][C]1.0643[/C][C]0.144575[/C][/ROW]
[ROW][C]41[/C][C]0.080865[/C][C]0.9255[/C][C]0.178192[/C][/ROW]
[ROW][C]42[/C][C]0.068745[/C][C]0.7868[/C][C]0.216402[/C][/ROW]
[ROW][C]43[/C][C]0.055923[/C][C]0.6401[/C][C]0.261625[/C][/ROW]
[ROW][C]44[/C][C]0.041706[/C][C]0.4774[/C][C]0.316954[/C][/ROW]
[ROW][C]45[/C][C]0.029567[/C][C]0.3384[/C][C]0.367796[/C][/ROW]
[ROW][C]46[/C][C]0.015588[/C][C]0.1784[/C][C]0.429336[/C][/ROW]
[ROW][C]47[/C][C]0.003535[/C][C]0.0405[/C][C]0.483896[/C][/ROW]
[ROW][C]48[/C][C]-0.00809[/C][C]-0.0926[/C][C]0.463181[/C][/ROW]
[ROW][C]49[/C][C]-0.02131[/C][C]-0.2439[/C][C]0.403845[/C][/ROW]
[ROW][C]50[/C][C]-0.03473[/C][C]-0.3975[/C][C]0.345822[/C][/ROW]
[ROW][C]51[/C][C]-0.04928[/C][C]-0.564[/C][C]0.286847[/C][/ROW]
[ROW][C]52[/C][C]-0.066424[/C][C]-0.7603[/C][C]0.224235[/C][/ROW]
[ROW][C]53[/C][C]-0.086656[/C][C]-0.9918[/C][C]0.161556[/C][/ROW]
[ROW][C]54[/C][C]-0.104307[/C][C]-1.1938[/C][C]0.117347[/C][/ROW]
[ROW][C]55[/C][C]-0.129922[/C][C]-1.487[/C][C]0.069705[/C][/ROW]
[ROW][C]56[/C][C]-0.152103[/C][C]-1.7409[/C][C]0.042024[/C][/ROW]
[ROW][C]57[/C][C]-0.170469[/C][C]-1.9511[/C][C]0.026589[/C][/ROW]
[ROW][C]58[/C][C]-0.188509[/C][C]-2.1576[/C][C]0.016392[/C][/ROW]
[ROW][C]59[/C][C]-0.205562[/C][C]-2.3528[/C][C]0.010062[/C][/ROW]
[ROW][C]60[/C][C]-0.221032[/C][C]-2.5298[/C][C]0.006298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113802&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113802&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	0.958682	10.9726	0
2	0.920133	10.5314	0
3	0.881725	10.0918	0
4	0.84525	9.6743	0
5	0.80763	9.2437	0
6	0.76194	8.7208	0
7	0.721531	8.2583	0
8	0.690843	7.9071	0
9	0.664335	7.6037	0
10	0.639243	7.3165	0
11	0.616035	7.0508	0
12	0.591879	6.7744	0
13	0.56732	6.4933	0
14	0.547705	6.2688	0
15	0.530605	6.0731	0
16	0.513246	5.8744	0
17	0.494573	5.6606	0
18	0.475735	5.445	0
19	0.456647	5.2266	0
20	0.437576	5.0083	1e-06
21	0.413467	4.7323	3e-06
22	0.386636	4.4252	1e-05
23	0.367925	4.2111	2.3e-05
24	0.351861	4.0272	4.8e-05
25	0.337625	3.8643	8.7e-05
26	0.32264	3.6928	0.000162
27	0.310413	3.5528	0.000265
28	0.297956	3.4103	0.000432
29	0.280543	3.211	0.000832
30	0.265422	3.0379	0.001438
31	0.249464	2.8552	0.002501
32	0.232205	2.6577	0.004423
33	0.209658	2.3996	0.008909
34	0.185772	2.1263	0.017679
35	0.163272	1.8687	0.031947
36	0.147474	1.6879	0.046904
37	0.13164	1.5067	0.06715
38	0.117377	1.3434	0.090726
39	0.10435	1.1943	0.117251
40	0.092988	1.0643	0.144575
41	0.080865	0.9255	0.178192
42	0.068745	0.7868	0.216402
43	0.055923	0.6401	0.261625
44	0.041706	0.4774	0.316954
45	0.029567	0.3384	0.367796
46	0.015588	0.1784	0.429336
47	0.003535	0.0405	0.483896
48	-0.00809	-0.0926	0.463181
49	-0.02131	-0.2439	0.403845
50	-0.03473	-0.3975	0.345822
51	-0.04928	-0.564	0.286847
52	-0.066424	-0.7603	0.224235
53	-0.086656	-0.9918	0.161556
54	-0.104307	-1.1938	0.117347
55	-0.129922	-1.487	0.069705
56	-0.152103	-1.7409	0.042024
57	-0.170469	-1.9511	0.026589
58	-0.188509	-2.1576	0.016392
59	-0.205562	-2.3528	0.010062
60	-0.221032	-2.5298	0.006298

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.958682	10.9726	0
2	0.01312	0.1502	0.440431
3	-0.017233	-0.1972	0.421974
4	0.003626	0.0415	0.483481
5	-0.032399	-0.3708	0.355685
6	-0.121416	-1.3897	0.083493
7	0.03392	0.3882	0.349238
8	0.101578	1.1626	0.123549
9	0.037887	0.4336	0.332633
10	0.009724	0.1113	0.455776
11	0.022217	0.2543	0.399837
12	-0.039015	-0.4465	0.32797
13	-0.044745	-0.5121	0.304713
14	0.049726	0.5691	0.285119
15	0.038595	0.4417	0.329705
16	-0.004346	-0.0497	0.480203
17	-0.01153	-0.132	0.447607
18	-0.006388	-0.0731	0.470915
19	-0.034734	-0.3975	0.345806
20	-0.020696	-0.2369	0.40656
21	-0.058815	-0.6732	0.251014
22	-0.039478	-0.4519	0.326061
23	0.090686	1.0379	0.150603
24	0.034935	0.3999	0.344958
25	0.011599	0.1328	0.447294
26	-0.01192	-0.1364	0.445846
27	0.01796	0.2056	0.418725
28	-0.048059	-0.5501	0.291608
29	-0.086507	-0.9901	0.161971
30	0.033187	0.3798	0.352337
31	4e-04	0.0046	0.498175
32	-0.027019	-0.3092	0.378813
33	-0.061514	-0.7041	0.241323
34	-0.028864	-0.3304	0.370829
35	-0.032747	-0.3748	0.354203
36	0.061988	0.7095	0.239644
37	0.014696	0.1682	0.433341
38	0.023831	0.2728	0.392733
39	0.000959	0.011	0.495629
40	-0.003022	-0.0346	0.486231
41	-0.051718	-0.5919	0.277455
42	-0.024418	-0.2795	0.390159
43	-0.021181	-0.2424	0.404416
44	-0.030105	-0.3446	0.365488
45	0.029351	0.3359	0.368727
46	-0.014776	-0.1691	0.432982
47	0.006109	0.0699	0.472183
48	-0.012783	-0.1463	0.441952
49	-0.013786	-0.1578	0.437432
50	-0.024762	-0.2834	0.388653
51	-0.038881	-0.445	0.328521
52	-0.041951	-0.4801	0.315962
53	-0.04714	-0.5395	0.295216
54	0.018247	0.2088	0.417446
55	-0.137728	-1.5764	0.058676
56	-0.008245	-0.0944	0.462482
57	0.026762	0.3063	0.37993
58	-0.009397	-0.1076	0.457258
59	-0.021017	-0.2405	0.40514
60	0.032042	0.3667	0.357204

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958682 & 10.9726 & 0 \tabularnewline
2 & 0.01312 & 0.1502 & 0.440431 \tabularnewline
3 & -0.017233 & -0.1972 & 0.421974 \tabularnewline
4 & 0.003626 & 0.0415 & 0.483481 \tabularnewline
5 & -0.032399 & -0.3708 & 0.355685 \tabularnewline
6 & -0.121416 & -1.3897 & 0.083493 \tabularnewline
7 & 0.03392 & 0.3882 & 0.349238 \tabularnewline
8 & 0.101578 & 1.1626 & 0.123549 \tabularnewline
9 & 0.037887 & 0.4336 & 0.332633 \tabularnewline
10 & 0.009724 & 0.1113 & 0.455776 \tabularnewline
11 & 0.022217 & 0.2543 & 0.399837 \tabularnewline
12 & -0.039015 & -0.4465 & 0.32797 \tabularnewline
13 & -0.044745 & -0.5121 & 0.304713 \tabularnewline
14 & 0.049726 & 0.5691 & 0.285119 \tabularnewline
15 & 0.038595 & 0.4417 & 0.329705 \tabularnewline
16 & -0.004346 & -0.0497 & 0.480203 \tabularnewline
17 & -0.01153 & -0.132 & 0.447607 \tabularnewline
18 & -0.006388 & -0.0731 & 0.470915 \tabularnewline
19 & -0.034734 & -0.3975 & 0.345806 \tabularnewline
20 & -0.020696 & -0.2369 & 0.40656 \tabularnewline
21 & -0.058815 & -0.6732 & 0.251014 \tabularnewline
22 & -0.039478 & -0.4519 & 0.326061 \tabularnewline
23 & 0.090686 & 1.0379 & 0.150603 \tabularnewline
24 & 0.034935 & 0.3999 & 0.344958 \tabularnewline
25 & 0.011599 & 0.1328 & 0.447294 \tabularnewline
26 & -0.01192 & -0.1364 & 0.445846 \tabularnewline
27 & 0.01796 & 0.2056 & 0.418725 \tabularnewline
28 & -0.048059 & -0.5501 & 0.291608 \tabularnewline
29 & -0.086507 & -0.9901 & 0.161971 \tabularnewline
30 & 0.033187 & 0.3798 & 0.352337 \tabularnewline
31 & 4e-04 & 0.0046 & 0.498175 \tabularnewline
32 & -0.027019 & -0.3092 & 0.378813 \tabularnewline
33 & -0.061514 & -0.7041 & 0.241323 \tabularnewline
34 & -0.028864 & -0.3304 & 0.370829 \tabularnewline
35 & -0.032747 & -0.3748 & 0.354203 \tabularnewline
36 & 0.061988 & 0.7095 & 0.239644 \tabularnewline
37 & 0.014696 & 0.1682 & 0.433341 \tabularnewline
38 & 0.023831 & 0.2728 & 0.392733 \tabularnewline
39 & 0.000959 & 0.011 & 0.495629 \tabularnewline
40 & -0.003022 & -0.0346 & 0.486231 \tabularnewline
41 & -0.051718 & -0.5919 & 0.277455 \tabularnewline
42 & -0.024418 & -0.2795 & 0.390159 \tabularnewline
43 & -0.021181 & -0.2424 & 0.404416 \tabularnewline
44 & -0.030105 & -0.3446 & 0.365488 \tabularnewline
45 & 0.029351 & 0.3359 & 0.368727 \tabularnewline
46 & -0.014776 & -0.1691 & 0.432982 \tabularnewline
47 & 0.006109 & 0.0699 & 0.472183 \tabularnewline
48 & -0.012783 & -0.1463 & 0.441952 \tabularnewline
49 & -0.013786 & -0.1578 & 0.437432 \tabularnewline
50 & -0.024762 & -0.2834 & 0.388653 \tabularnewline
51 & -0.038881 & -0.445 & 0.328521 \tabularnewline
52 & -0.041951 & -0.4801 & 0.315962 \tabularnewline
53 & -0.04714 & -0.5395 & 0.295216 \tabularnewline
54 & 0.018247 & 0.2088 & 0.417446 \tabularnewline
55 & -0.137728 & -1.5764 & 0.058676 \tabularnewline
56 & -0.008245 & -0.0944 & 0.462482 \tabularnewline
57 & 0.026762 & 0.3063 & 0.37993 \tabularnewline
58 & -0.009397 & -0.1076 & 0.457258 \tabularnewline
59 & -0.021017 & -0.2405 & 0.40514 \tabularnewline
60 & 0.032042 & 0.3667 & 0.357204 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113802&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]0.958682[/C][C]10.9726[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.01312[/C][C]0.1502[/C][C]0.440431[/C][/ROW]
[ROW][C]3[/C][C]-0.017233[/C][C]-0.1972[/C][C]0.421974[/C][/ROW]
[ROW][C]4[/C][C]0.003626[/C][C]0.0415[/C][C]0.483481[/C][/ROW]
[ROW][C]5[/C][C]-0.032399[/C][C]-0.3708[/C][C]0.355685[/C][/ROW]
[ROW][C]6[/C][C]-0.121416[/C][C]-1.3897[/C][C]0.083493[/C][/ROW]
[ROW][C]7[/C][C]0.03392[/C][C]0.3882[/C][C]0.349238[/C][/ROW]
[ROW][C]8[/C][C]0.101578[/C][C]1.1626[/C][C]0.123549[/C][/ROW]
[ROW][C]9[/C][C]0.037887[/C][C]0.4336[/C][C]0.332633[/C][/ROW]
[ROW][C]10[/C][C]0.009724[/C][C]0.1113[/C][C]0.455776[/C][/ROW]
[ROW][C]11[/C][C]0.022217[/C][C]0.2543[/C][C]0.399837[/C][/ROW]
[ROW][C]12[/C][C]-0.039015[/C][C]-0.4465[/C][C]0.32797[/C][/ROW]
[ROW][C]13[/C][C]-0.044745[/C][C]-0.5121[/C][C]0.304713[/C][/ROW]
[ROW][C]14[/C][C]0.049726[/C][C]0.5691[/C][C]0.285119[/C][/ROW]
[ROW][C]15[/C][C]0.038595[/C][C]0.4417[/C][C]0.329705[/C][/ROW]
[ROW][C]16[/C][C]-0.004346[/C][C]-0.0497[/C][C]0.480203[/C][/ROW]
[ROW][C]17[/C][C]-0.01153[/C][C]-0.132[/C][C]0.447607[/C][/ROW]
[ROW][C]18[/C][C]-0.006388[/C][C]-0.0731[/C][C]0.470915[/C][/ROW]
[ROW][C]19[/C][C]-0.034734[/C][C]-0.3975[/C][C]0.345806[/C][/ROW]
[ROW][C]20[/C][C]-0.020696[/C][C]-0.2369[/C][C]0.40656[/C][/ROW]
[ROW][C]21[/C][C]-0.058815[/C][C]-0.6732[/C][C]0.251014[/C][/ROW]
[ROW][C]22[/C][C]-0.039478[/C][C]-0.4519[/C][C]0.326061[/C][/ROW]
[ROW][C]23[/C][C]0.090686[/C][C]1.0379[/C][C]0.150603[/C][/ROW]
[ROW][C]24[/C][C]0.034935[/C][C]0.3999[/C][C]0.344958[/C][/ROW]
[ROW][C]25[/C][C]0.011599[/C][C]0.1328[/C][C]0.447294[/C][/ROW]
[ROW][C]26[/C][C]-0.01192[/C][C]-0.1364[/C][C]0.445846[/C][/ROW]
[ROW][C]27[/C][C]0.01796[/C][C]0.2056[/C][C]0.418725[/C][/ROW]
[ROW][C]28[/C][C]-0.048059[/C][C]-0.5501[/C][C]0.291608[/C][/ROW]
[ROW][C]29[/C][C]-0.086507[/C][C]-0.9901[/C][C]0.161971[/C][/ROW]
[ROW][C]30[/C][C]0.033187[/C][C]0.3798[/C][C]0.352337[/C][/ROW]
[ROW][C]31[/C][C]4e-04[/C][C]0.0046[/C][C]0.498175[/C][/ROW]
[ROW][C]32[/C][C]-0.027019[/C][C]-0.3092[/C][C]0.378813[/C][/ROW]
[ROW][C]33[/C][C]-0.061514[/C][C]-0.7041[/C][C]0.241323[/C][/ROW]
[ROW][C]34[/C][C]-0.028864[/C][C]-0.3304[/C][C]0.370829[/C][/ROW]
[ROW][C]35[/C][C]-0.032747[/C][C]-0.3748[/C][C]0.354203[/C][/ROW]
[ROW][C]36[/C][C]0.061988[/C][C]0.7095[/C][C]0.239644[/C][/ROW]
[ROW][C]37[/C][C]0.014696[/C][C]0.1682[/C][C]0.433341[/C][/ROW]
[ROW][C]38[/C][C]0.023831[/C][C]0.2728[/C][C]0.392733[/C][/ROW]
[ROW][C]39[/C][C]0.000959[/C][C]0.011[/C][C]0.495629[/C][/ROW]
[ROW][C]40[/C][C]-0.003022[/C][C]-0.0346[/C][C]0.486231[/C][/ROW]
[ROW][C]41[/C][C]-0.051718[/C][C]-0.5919[/C][C]0.277455[/C][/ROW]
[ROW][C]42[/C][C]-0.024418[/C][C]-0.2795[/C][C]0.390159[/C][/ROW]
[ROW][C]43[/C][C]-0.021181[/C][C]-0.2424[/C][C]0.404416[/C][/ROW]
[ROW][C]44[/C][C]-0.030105[/C][C]-0.3446[/C][C]0.365488[/C][/ROW]
[ROW][C]45[/C][C]0.029351[/C][C]0.3359[/C][C]0.368727[/C][/ROW]
[ROW][C]46[/C][C]-0.014776[/C][C]-0.1691[/C][C]0.432982[/C][/ROW]
[ROW][C]47[/C][C]0.006109[/C][C]0.0699[/C][C]0.472183[/C][/ROW]
[ROW][C]48[/C][C]-0.012783[/C][C]-0.1463[/C][C]0.441952[/C][/ROW]
[ROW][C]49[/C][C]-0.013786[/C][C]-0.1578[/C][C]0.437432[/C][/ROW]
[ROW][C]50[/C][C]-0.024762[/C][C]-0.2834[/C][C]0.388653[/C][/ROW]
[ROW][C]51[/C][C]-0.038881[/C][C]-0.445[/C][C]0.328521[/C][/ROW]
[ROW][C]52[/C][C]-0.041951[/C][C]-0.4801[/C][C]0.315962[/C][/ROW]
[ROW][C]53[/C][C]-0.04714[/C][C]-0.5395[/C][C]0.295216[/C][/ROW]
[ROW][C]54[/C][C]0.018247[/C][C]0.2088[/C][C]0.417446[/C][/ROW]
[ROW][C]55[/C][C]-0.137728[/C][C]-1.5764[/C][C]0.058676[/C][/ROW]
[ROW][C]56[/C][C]-0.008245[/C][C]-0.0944[/C][C]0.462482[/C][/ROW]
[ROW][C]57[/C][C]0.026762[/C][C]0.3063[/C][C]0.37993[/C][/ROW]
[ROW][C]58[/C][C]-0.009397[/C][C]-0.1076[/C][C]0.457258[/C][/ROW]
[ROW][C]59[/C][C]-0.021017[/C][C]-0.2405[/C][C]0.40514[/C][/ROW]
[ROW][C]60[/C][C]0.032042[/C][C]0.3667[/C][C]0.357204[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113802&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113802&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	0.958682	10.9726	0
2	0.01312	0.1502	0.440431
3	-0.017233	-0.1972	0.421974
4	0.003626	0.0415	0.483481
5	-0.032399	-0.3708	0.355685
6	-0.121416	-1.3897	0.083493
7	0.03392	0.3882	0.349238
8	0.101578	1.1626	0.123549
9	0.037887	0.4336	0.332633
10	0.009724	0.1113	0.455776
11	0.022217	0.2543	0.399837
12	-0.039015	-0.4465	0.32797
13	-0.044745	-0.5121	0.304713
14	0.049726	0.5691	0.285119
15	0.038595	0.4417	0.329705
16	-0.004346	-0.0497	0.480203
17	-0.01153	-0.132	0.447607
18	-0.006388	-0.0731	0.470915
19	-0.034734	-0.3975	0.345806
20	-0.020696	-0.2369	0.40656
21	-0.058815	-0.6732	0.251014
22	-0.039478	-0.4519	0.326061
23	0.090686	1.0379	0.150603
24	0.034935	0.3999	0.344958
25	0.011599	0.1328	0.447294
26	-0.01192	-0.1364	0.445846
27	0.01796	0.2056	0.418725
28	-0.048059	-0.5501	0.291608
29	-0.086507	-0.9901	0.161971
30	0.033187	0.3798	0.352337
31	4e-04	0.0046	0.498175
32	-0.027019	-0.3092	0.378813
33	-0.061514	-0.7041	0.241323
34	-0.028864	-0.3304	0.370829
35	-0.032747	-0.3748	0.354203
36	0.061988	0.7095	0.239644
37	0.014696	0.1682	0.433341
38	0.023831	0.2728	0.392733
39	0.000959	0.011	0.495629
40	-0.003022	-0.0346	0.486231
41	-0.051718	-0.5919	0.277455
42	-0.024418	-0.2795	0.390159
43	-0.021181	-0.2424	0.404416
44	-0.030105	-0.3446	0.365488
45	0.029351	0.3359	0.368727
46	-0.014776	-0.1691	0.432982
47	0.006109	0.0699	0.472183
48	-0.012783	-0.1463	0.441952
49	-0.013786	-0.1578	0.437432
50	-0.024762	-0.2834	0.388653
51	-0.038881	-0.445	0.328521
52	-0.041951	-0.4801	0.315962
53	-0.04714	-0.5395	0.295216
54	0.018247	0.2088	0.417446
55	-0.137728	-1.5764	0.058676
56	-0.008245	-0.0944	0.462482
57	0.026762	0.3063	0.37993
58	-0.009397	-0.1076	0.457258
59	-0.021017	-0.2405	0.40514
60	0.032042	0.3667	0.357204

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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