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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 23 Dec 2010 07:14:00 +0000

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/2010/Dec/23/t12930883016sdjuki06zxvm26.htm/, Retrieved Wed, 01 May 2024 15:17:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114630, Retrieved Wed, 01 May 2024 15:17:11 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

193

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:51:16] [7773f496f69461f4a67891f0ef752622]
- R PD                  [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-15 16:54:02] [717f3d787904f94c39256c5c1fc72d4c]
-   P                       [(Partial) Autocorrelation Function] [autocorrelation] [2010-12-23 07:14:00] [c1f1b5e209adb4577289f490325e36f2] [Current]

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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	'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=114630&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=114630&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114630&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	-0.176588	-1.3564	0.09007
2	-0.163802	-1.2582	0.10664
3	0.132271	1.016	0.156891
4	-0.023501	-0.1805	0.428683
5	-0.094231	-0.7238	0.236024
6	-0.021141	-0.1624	0.435779
7	-0.124737	-0.9581	0.170956
8	0.042362	0.3254	0.37302
9	0.314243	2.4137	0.009456
10	-0.108841	-0.836	0.203258
11	0.094964	0.7294	0.234311
12	0.019247	0.1478	0.441488
13	-0.030211	-0.2321	0.408648
14	-0.080087	-0.6152	0.270407
15	0.093192	0.7158	0.238463
16	-0.104855	-0.8054	0.211909
17	-0.049193	-0.3779	0.353445
18	0.021291	0.1635	0.435325
19	-0.066048	-0.5073	0.30691
20	0.041126	0.3159	0.376599
21	0.023575	0.1811	0.428463
22	-0.025435	-0.1954	0.422887
23	-0.050118	-0.385	0.350825
24	0.046047	0.3537	0.362415
25	-0.030835	-0.2369	0.406796
26	-0.052096	-0.4002	0.345242
27	-0.007182	-0.0552	0.478096
28	-0.0631	-0.4847	0.314849
29	-0.005398	-0.0415	0.483534
30	0.043092	0.331	0.370911
31	-0.075004	-0.5761	0.283364
32	0.001914	0.0147	0.49416
33	0.085749	0.6587	0.25634
34	-0.091598	-0.7036	0.242232
35	-0.018958	-0.1456	0.442359
36	0.057642	0.4428	0.329782
37	-0.035259	-0.2708	0.393733
38	-0.031589	-0.2426	0.404562
39	-0.006728	-0.0517	0.479481
40	-0.015477	-0.1189	0.452886
41	0.075957	0.5834	0.28091
42	-0.031456	-0.2416	0.404958
43	-0.01809	-0.139	0.444979
44	-0.015463	-0.1188	0.452929
45	-0.009264	-0.0712	0.471755
46	-0.011264	-0.0865	0.465674
47	-0.006231	-0.0479	0.480995
48	0.002758	0.0212	0.491586
49	0.007909	0.0608	0.47588
50	0.038546	0.2961	0.384105
51	0.000569	0.0044	0.498263
52	0.009642	0.0741	0.470606
53	-0.027083	-0.208	0.417961
54	0.002223	0.0171	0.493216
55	-0.006895	-0.053	0.478969
56	0.014505	0.1114	0.455832
57	0.002873	0.0221	0.491233
58	0.006062	0.0466	0.481511
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.176588 & -1.3564 & 0.09007 \tabularnewline
2 & -0.163802 & -1.2582 & 0.10664 \tabularnewline
3 & 0.132271 & 1.016 & 0.156891 \tabularnewline
4 & -0.023501 & -0.1805 & 0.428683 \tabularnewline
5 & -0.094231 & -0.7238 & 0.236024 \tabularnewline
6 & -0.021141 & -0.1624 & 0.435779 \tabularnewline
7 & -0.124737 & -0.9581 & 0.170956 \tabularnewline
8 & 0.042362 & 0.3254 & 0.37302 \tabularnewline
9 & 0.314243 & 2.4137 & 0.009456 \tabularnewline
10 & -0.108841 & -0.836 & 0.203258 \tabularnewline
11 & 0.094964 & 0.7294 & 0.234311 \tabularnewline
12 & 0.019247 & 0.1478 & 0.441488 \tabularnewline
13 & -0.030211 & -0.2321 & 0.408648 \tabularnewline
14 & -0.080087 & -0.6152 & 0.270407 \tabularnewline
15 & 0.093192 & 0.7158 & 0.238463 \tabularnewline
16 & -0.104855 & -0.8054 & 0.211909 \tabularnewline
17 & -0.049193 & -0.3779 & 0.353445 \tabularnewline
18 & 0.021291 & 0.1635 & 0.435325 \tabularnewline
19 & -0.066048 & -0.5073 & 0.30691 \tabularnewline
20 & 0.041126 & 0.3159 & 0.376599 \tabularnewline
21 & 0.023575 & 0.1811 & 0.428463 \tabularnewline
22 & -0.025435 & -0.1954 & 0.422887 \tabularnewline
23 & -0.050118 & -0.385 & 0.350825 \tabularnewline
24 & 0.046047 & 0.3537 & 0.362415 \tabularnewline
25 & -0.030835 & -0.2369 & 0.406796 \tabularnewline
26 & -0.052096 & -0.4002 & 0.345242 \tabularnewline
27 & -0.007182 & -0.0552 & 0.478096 \tabularnewline
28 & -0.0631 & -0.4847 & 0.314849 \tabularnewline
29 & -0.005398 & -0.0415 & 0.483534 \tabularnewline
30 & 0.043092 & 0.331 & 0.370911 \tabularnewline
31 & -0.075004 & -0.5761 & 0.283364 \tabularnewline
32 & 0.001914 & 0.0147 & 0.49416 \tabularnewline
33 & 0.085749 & 0.6587 & 0.25634 \tabularnewline
34 & -0.091598 & -0.7036 & 0.242232 \tabularnewline
35 & -0.018958 & -0.1456 & 0.442359 \tabularnewline
36 & 0.057642 & 0.4428 & 0.329782 \tabularnewline
37 & -0.035259 & -0.2708 & 0.393733 \tabularnewline
38 & -0.031589 & -0.2426 & 0.404562 \tabularnewline
39 & -0.006728 & -0.0517 & 0.479481 \tabularnewline
40 & -0.015477 & -0.1189 & 0.452886 \tabularnewline
41 & 0.075957 & 0.5834 & 0.28091 \tabularnewline
42 & -0.031456 & -0.2416 & 0.404958 \tabularnewline
43 & -0.01809 & -0.139 & 0.444979 \tabularnewline
44 & -0.015463 & -0.1188 & 0.452929 \tabularnewline
45 & -0.009264 & -0.0712 & 0.471755 \tabularnewline
46 & -0.011264 & -0.0865 & 0.465674 \tabularnewline
47 & -0.006231 & -0.0479 & 0.480995 \tabularnewline
48 & 0.002758 & 0.0212 & 0.491586 \tabularnewline
49 & 0.007909 & 0.0608 & 0.47588 \tabularnewline
50 & 0.038546 & 0.2961 & 0.384105 \tabularnewline
51 & 0.000569 & 0.0044 & 0.498263 \tabularnewline
52 & 0.009642 & 0.0741 & 0.470606 \tabularnewline
53 & -0.027083 & -0.208 & 0.417961 \tabularnewline
54 & 0.002223 & 0.0171 & 0.493216 \tabularnewline
55 & -0.006895 & -0.053 & 0.478969 \tabularnewline
56 & 0.014505 & 0.1114 & 0.455832 \tabularnewline
57 & 0.002873 & 0.0221 & 0.491233 \tabularnewline
58 & 0.006062 & 0.0466 & 0.481511 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114630&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]-0.176588[/C][C]-1.3564[/C][C]0.09007[/C][/ROW]
[ROW][C]2[/C][C]-0.163802[/C][C]-1.2582[/C][C]0.10664[/C][/ROW]
[ROW][C]3[/C][C]0.132271[/C][C]1.016[/C][C]0.156891[/C][/ROW]
[ROW][C]4[/C][C]-0.023501[/C][C]-0.1805[/C][C]0.428683[/C][/ROW]
[ROW][C]5[/C][C]-0.094231[/C][C]-0.7238[/C][C]0.236024[/C][/ROW]
[ROW][C]6[/C][C]-0.021141[/C][C]-0.1624[/C][C]0.435779[/C][/ROW]
[ROW][C]7[/C][C]-0.124737[/C][C]-0.9581[/C][C]0.170956[/C][/ROW]
[ROW][C]8[/C][C]0.042362[/C][C]0.3254[/C][C]0.37302[/C][/ROW]
[ROW][C]9[/C][C]0.314243[/C][C]2.4137[/C][C]0.009456[/C][/ROW]
[ROW][C]10[/C][C]-0.108841[/C][C]-0.836[/C][C]0.203258[/C][/ROW]
[ROW][C]11[/C][C]0.094964[/C][C]0.7294[/C][C]0.234311[/C][/ROW]
[ROW][C]12[/C][C]0.019247[/C][C]0.1478[/C][C]0.441488[/C][/ROW]
[ROW][C]13[/C][C]-0.030211[/C][C]-0.2321[/C][C]0.408648[/C][/ROW]
[ROW][C]14[/C][C]-0.080087[/C][C]-0.6152[/C][C]0.270407[/C][/ROW]
[ROW][C]15[/C][C]0.093192[/C][C]0.7158[/C][C]0.238463[/C][/ROW]
[ROW][C]16[/C][C]-0.104855[/C][C]-0.8054[/C][C]0.211909[/C][/ROW]
[ROW][C]17[/C][C]-0.049193[/C][C]-0.3779[/C][C]0.353445[/C][/ROW]
[ROW][C]18[/C][C]0.021291[/C][C]0.1635[/C][C]0.435325[/C][/ROW]
[ROW][C]19[/C][C]-0.066048[/C][C]-0.5073[/C][C]0.30691[/C][/ROW]
[ROW][C]20[/C][C]0.041126[/C][C]0.3159[/C][C]0.376599[/C][/ROW]
[ROW][C]21[/C][C]0.023575[/C][C]0.1811[/C][C]0.428463[/C][/ROW]
[ROW][C]22[/C][C]-0.025435[/C][C]-0.1954[/C][C]0.422887[/C][/ROW]
[ROW][C]23[/C][C]-0.050118[/C][C]-0.385[/C][C]0.350825[/C][/ROW]
[ROW][C]24[/C][C]0.046047[/C][C]0.3537[/C][C]0.362415[/C][/ROW]
[ROW][C]25[/C][C]-0.030835[/C][C]-0.2369[/C][C]0.406796[/C][/ROW]
[ROW][C]26[/C][C]-0.052096[/C][C]-0.4002[/C][C]0.345242[/C][/ROW]
[ROW][C]27[/C][C]-0.007182[/C][C]-0.0552[/C][C]0.478096[/C][/ROW]
[ROW][C]28[/C][C]-0.0631[/C][C]-0.4847[/C][C]0.314849[/C][/ROW]
[ROW][C]29[/C][C]-0.005398[/C][C]-0.0415[/C][C]0.483534[/C][/ROW]
[ROW][C]30[/C][C]0.043092[/C][C]0.331[/C][C]0.370911[/C][/ROW]
[ROW][C]31[/C][C]-0.075004[/C][C]-0.5761[/C][C]0.283364[/C][/ROW]
[ROW][C]32[/C][C]0.001914[/C][C]0.0147[/C][C]0.49416[/C][/ROW]
[ROW][C]33[/C][C]0.085749[/C][C]0.6587[/C][C]0.25634[/C][/ROW]
[ROW][C]34[/C][C]-0.091598[/C][C]-0.7036[/C][C]0.242232[/C][/ROW]
[ROW][C]35[/C][C]-0.018958[/C][C]-0.1456[/C][C]0.442359[/C][/ROW]
[ROW][C]36[/C][C]0.057642[/C][C]0.4428[/C][C]0.329782[/C][/ROW]
[ROW][C]37[/C][C]-0.035259[/C][C]-0.2708[/C][C]0.393733[/C][/ROW]
[ROW][C]38[/C][C]-0.031589[/C][C]-0.2426[/C][C]0.404562[/C][/ROW]
[ROW][C]39[/C][C]-0.006728[/C][C]-0.0517[/C][C]0.479481[/C][/ROW]
[ROW][C]40[/C][C]-0.015477[/C][C]-0.1189[/C][C]0.452886[/C][/ROW]
[ROW][C]41[/C][C]0.075957[/C][C]0.5834[/C][C]0.28091[/C][/ROW]
[ROW][C]42[/C][C]-0.031456[/C][C]-0.2416[/C][C]0.404958[/C][/ROW]
[ROW][C]43[/C][C]-0.01809[/C][C]-0.139[/C][C]0.444979[/C][/ROW]
[ROW][C]44[/C][C]-0.015463[/C][C]-0.1188[/C][C]0.452929[/C][/ROW]
[ROW][C]45[/C][C]-0.009264[/C][C]-0.0712[/C][C]0.471755[/C][/ROW]
[ROW][C]46[/C][C]-0.011264[/C][C]-0.0865[/C][C]0.465674[/C][/ROW]
[ROW][C]47[/C][C]-0.006231[/C][C]-0.0479[/C][C]0.480995[/C][/ROW]
[ROW][C]48[/C][C]0.002758[/C][C]0.0212[/C][C]0.491586[/C][/ROW]
[ROW][C]49[/C][C]0.007909[/C][C]0.0608[/C][C]0.47588[/C][/ROW]
[ROW][C]50[/C][C]0.038546[/C][C]0.2961[/C][C]0.384105[/C][/ROW]
[ROW][C]51[/C][C]0.000569[/C][C]0.0044[/C][C]0.498263[/C][/ROW]
[ROW][C]52[/C][C]0.009642[/C][C]0.0741[/C][C]0.470606[/C][/ROW]
[ROW][C]53[/C][C]-0.027083[/C][C]-0.208[/C][C]0.417961[/C][/ROW]
[ROW][C]54[/C][C]0.002223[/C][C]0.0171[/C][C]0.493216[/C][/ROW]
[ROW][C]55[/C][C]-0.006895[/C][C]-0.053[/C][C]0.478969[/C][/ROW]
[ROW][C]56[/C][C]0.014505[/C][C]0.1114[/C][C]0.455832[/C][/ROW]
[ROW][C]57[/C][C]0.002873[/C][C]0.0221[/C][C]0.491233[/C][/ROW]
[ROW][C]58[/C][C]0.006062[/C][C]0.0466[/C][C]0.481511[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114630&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114630&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	-0.176588	-1.3564	0.09007
2	-0.163802	-1.2582	0.10664
3	0.132271	1.016	0.156891
4	-0.023501	-0.1805	0.428683
5	-0.094231	-0.7238	0.236024
6	-0.021141	-0.1624	0.435779
7	-0.124737	-0.9581	0.170956
8	0.042362	0.3254	0.37302
9	0.314243	2.4137	0.009456
10	-0.108841	-0.836	0.203258
11	0.094964	0.7294	0.234311
12	0.019247	0.1478	0.441488
13	-0.030211	-0.2321	0.408648
14	-0.080087	-0.6152	0.270407
15	0.093192	0.7158	0.238463
16	-0.104855	-0.8054	0.211909
17	-0.049193	-0.3779	0.353445
18	0.021291	0.1635	0.435325
19	-0.066048	-0.5073	0.30691
20	0.041126	0.3159	0.376599
21	0.023575	0.1811	0.428463
22	-0.025435	-0.1954	0.422887
23	-0.050118	-0.385	0.350825
24	0.046047	0.3537	0.362415
25	-0.030835	-0.2369	0.406796
26	-0.052096	-0.4002	0.345242
27	-0.007182	-0.0552	0.478096
28	-0.0631	-0.4847	0.314849
29	-0.005398	-0.0415	0.483534
30	0.043092	0.331	0.370911
31	-0.075004	-0.5761	0.283364
32	0.001914	0.0147	0.49416
33	0.085749	0.6587	0.25634
34	-0.091598	-0.7036	0.242232
35	-0.018958	-0.1456	0.442359
36	0.057642	0.4428	0.329782
37	-0.035259	-0.2708	0.393733
38	-0.031589	-0.2426	0.404562
39	-0.006728	-0.0517	0.479481
40	-0.015477	-0.1189	0.452886
41	0.075957	0.5834	0.28091
42	-0.031456	-0.2416	0.404958
43	-0.01809	-0.139	0.444979
44	-0.015463	-0.1188	0.452929
45	-0.009264	-0.0712	0.471755
46	-0.011264	-0.0865	0.465674
47	-0.006231	-0.0479	0.480995
48	0.002758	0.0212	0.491586
49	0.007909	0.0608	0.47588
50	0.038546	0.2961	0.384105
51	0.000569	0.0044	0.498263
52	0.009642	0.0741	0.470606
53	-0.027083	-0.208	0.417961
54	0.002223	0.0171	0.493216
55	-0.006895	-0.053	0.478969
56	0.014505	0.1114	0.455832
57	0.002873	0.0221	0.491233
58	0.006062	0.0466	0.481511
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.176588	-1.3564	0.09007
2	-0.201262	-1.5459	0.063736
3	0.066679	0.5122	0.305222
4	-0.01739	-0.1336	0.447097
5	-0.07178	-0.5514	0.291738
6	-0.07458	-0.5729	0.284459
7	-0.182329	-1.4005	0.083301
8	-0.022863	-0.1756	0.430599
9	0.308915	2.3728	0.010465
10	0.049789	0.3824	0.351755
11	0.189692	1.457	0.075202
12	-0.034213	-0.2628	0.396811
13	0.005134	0.0394	0.484337
14	-0.085982	-0.6604	0.25577
15	0.144358	1.1088	0.136001
16	0.016362	0.1257	0.450205
17	-0.040947	-0.3145	0.377117
18	-0.160491	-1.2328	0.111279
19	-0.159784	-1.2273	0.112288
20	-0.113563	-0.8723	0.193293
21	0.028542	0.2192	0.41361
22	0.00957	0.0735	0.470825
23	-0.045259	-0.3476	0.364672
24	-0.134331	-1.0318	0.153185
25	-0.044006	-0.338	0.368275
26	-0.066146	-0.5081	0.306646
27	0.093784	0.7204	0.237071
28	0.00737	0.0566	0.477525
29	0.01009	0.0775	0.469243
30	-0.041971	-0.3224	0.374149
31	-0.093343	-0.717	0.238108
32	0.006102	0.0469	0.481389
33	0.121445	0.9328	0.177352
34	-0.009045	-0.0695	0.472424
35	-0.032489	-0.2496	0.4019
36	-0.079278	-0.6089	0.272448
37	-0.012859	-0.0988	0.460827
38	-0.013656	-0.1049	0.458407
39	0.023003	0.1767	0.430178
40	-0.004561	-0.035	0.486087
41	0.035258	0.2708	0.393737
42	-0.105413	-0.8097	0.210686
43	0.025204	0.1936	0.42358
44	-0.081879	-0.6289	0.265913
45	-0.037497	-0.288	0.38717
46	-0.052137	-0.4005	0.345127
47	-0.015704	-0.1206	0.452199
48	-0.033924	-0.2606	0.397664
49	0.013367	0.1027	0.459285
50	-0.025463	-0.1956	0.422802
51	0.012519	0.0962	0.461859
52	-0.043185	-0.3317	0.370641
53	0.031816	0.2444	0.403892
54	0.008592	0.066	0.473803
55	0.059075	0.4538	0.325831
56	0.003009	0.0231	0.490818
57	0.015594	0.1198	0.452531
58	-0.043288	-0.3325	0.370345
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.176588 & -1.3564 & 0.09007 \tabularnewline
2 & -0.201262 & -1.5459 & 0.063736 \tabularnewline
3 & 0.066679 & 0.5122 & 0.305222 \tabularnewline
4 & -0.01739 & -0.1336 & 0.447097 \tabularnewline
5 & -0.07178 & -0.5514 & 0.291738 \tabularnewline
6 & -0.07458 & -0.5729 & 0.284459 \tabularnewline
7 & -0.182329 & -1.4005 & 0.083301 \tabularnewline
8 & -0.022863 & -0.1756 & 0.430599 \tabularnewline
9 & 0.308915 & 2.3728 & 0.010465 \tabularnewline
10 & 0.049789 & 0.3824 & 0.351755 \tabularnewline
11 & 0.189692 & 1.457 & 0.075202 \tabularnewline
12 & -0.034213 & -0.2628 & 0.396811 \tabularnewline
13 & 0.005134 & 0.0394 & 0.484337 \tabularnewline
14 & -0.085982 & -0.6604 & 0.25577 \tabularnewline
15 & 0.144358 & 1.1088 & 0.136001 \tabularnewline
16 & 0.016362 & 0.1257 & 0.450205 \tabularnewline
17 & -0.040947 & -0.3145 & 0.377117 \tabularnewline
18 & -0.160491 & -1.2328 & 0.111279 \tabularnewline
19 & -0.159784 & -1.2273 & 0.112288 \tabularnewline
20 & -0.113563 & -0.8723 & 0.193293 \tabularnewline
21 & 0.028542 & 0.2192 & 0.41361 \tabularnewline
22 & 0.00957 & 0.0735 & 0.470825 \tabularnewline
23 & -0.045259 & -0.3476 & 0.364672 \tabularnewline
24 & -0.134331 & -1.0318 & 0.153185 \tabularnewline
25 & -0.044006 & -0.338 & 0.368275 \tabularnewline
26 & -0.066146 & -0.5081 & 0.306646 \tabularnewline
27 & 0.093784 & 0.7204 & 0.237071 \tabularnewline
28 & 0.00737 & 0.0566 & 0.477525 \tabularnewline
29 & 0.01009 & 0.0775 & 0.469243 \tabularnewline
30 & -0.041971 & -0.3224 & 0.374149 \tabularnewline
31 & -0.093343 & -0.717 & 0.238108 \tabularnewline
32 & 0.006102 & 0.0469 & 0.481389 \tabularnewline
33 & 0.121445 & 0.9328 & 0.177352 \tabularnewline
34 & -0.009045 & -0.0695 & 0.472424 \tabularnewline
35 & -0.032489 & -0.2496 & 0.4019 \tabularnewline
36 & -0.079278 & -0.6089 & 0.272448 \tabularnewline
37 & -0.012859 & -0.0988 & 0.460827 \tabularnewline
38 & -0.013656 & -0.1049 & 0.458407 \tabularnewline
39 & 0.023003 & 0.1767 & 0.430178 \tabularnewline
40 & -0.004561 & -0.035 & 0.486087 \tabularnewline
41 & 0.035258 & 0.2708 & 0.393737 \tabularnewline
42 & -0.105413 & -0.8097 & 0.210686 \tabularnewline
43 & 0.025204 & 0.1936 & 0.42358 \tabularnewline
44 & -0.081879 & -0.6289 & 0.265913 \tabularnewline
45 & -0.037497 & -0.288 & 0.38717 \tabularnewline
46 & -0.052137 & -0.4005 & 0.345127 \tabularnewline
47 & -0.015704 & -0.1206 & 0.452199 \tabularnewline
48 & -0.033924 & -0.2606 & 0.397664 \tabularnewline
49 & 0.013367 & 0.1027 & 0.459285 \tabularnewline
50 & -0.025463 & -0.1956 & 0.422802 \tabularnewline
51 & 0.012519 & 0.0962 & 0.461859 \tabularnewline
52 & -0.043185 & -0.3317 & 0.370641 \tabularnewline
53 & 0.031816 & 0.2444 & 0.403892 \tabularnewline
54 & 0.008592 & 0.066 & 0.473803 \tabularnewline
55 & 0.059075 & 0.4538 & 0.325831 \tabularnewline
56 & 0.003009 & 0.0231 & 0.490818 \tabularnewline
57 & 0.015594 & 0.1198 & 0.452531 \tabularnewline
58 & -0.043288 & -0.3325 & 0.370345 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114630&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]-0.176588[/C][C]-1.3564[/C][C]0.09007[/C][/ROW]
[ROW][C]2[/C][C]-0.201262[/C][C]-1.5459[/C][C]0.063736[/C][/ROW]
[ROW][C]3[/C][C]0.066679[/C][C]0.5122[/C][C]0.305222[/C][/ROW]
[ROW][C]4[/C][C]-0.01739[/C][C]-0.1336[/C][C]0.447097[/C][/ROW]
[ROW][C]5[/C][C]-0.07178[/C][C]-0.5514[/C][C]0.291738[/C][/ROW]
[ROW][C]6[/C][C]-0.07458[/C][C]-0.5729[/C][C]0.284459[/C][/ROW]
[ROW][C]7[/C][C]-0.182329[/C][C]-1.4005[/C][C]0.083301[/C][/ROW]
[ROW][C]8[/C][C]-0.022863[/C][C]-0.1756[/C][C]0.430599[/C][/ROW]
[ROW][C]9[/C][C]0.308915[/C][C]2.3728[/C][C]0.010465[/C][/ROW]
[ROW][C]10[/C][C]0.049789[/C][C]0.3824[/C][C]0.351755[/C][/ROW]
[ROW][C]11[/C][C]0.189692[/C][C]1.457[/C][C]0.075202[/C][/ROW]
[ROW][C]12[/C][C]-0.034213[/C][C]-0.2628[/C][C]0.396811[/C][/ROW]
[ROW][C]13[/C][C]0.005134[/C][C]0.0394[/C][C]0.484337[/C][/ROW]
[ROW][C]14[/C][C]-0.085982[/C][C]-0.6604[/C][C]0.25577[/C][/ROW]
[ROW][C]15[/C][C]0.144358[/C][C]1.1088[/C][C]0.136001[/C][/ROW]
[ROW][C]16[/C][C]0.016362[/C][C]0.1257[/C][C]0.450205[/C][/ROW]
[ROW][C]17[/C][C]-0.040947[/C][C]-0.3145[/C][C]0.377117[/C][/ROW]
[ROW][C]18[/C][C]-0.160491[/C][C]-1.2328[/C][C]0.111279[/C][/ROW]
[ROW][C]19[/C][C]-0.159784[/C][C]-1.2273[/C][C]0.112288[/C][/ROW]
[ROW][C]20[/C][C]-0.113563[/C][C]-0.8723[/C][C]0.193293[/C][/ROW]
[ROW][C]21[/C][C]0.028542[/C][C]0.2192[/C][C]0.41361[/C][/ROW]
[ROW][C]22[/C][C]0.00957[/C][C]0.0735[/C][C]0.470825[/C][/ROW]
[ROW][C]23[/C][C]-0.045259[/C][C]-0.3476[/C][C]0.364672[/C][/ROW]
[ROW][C]24[/C][C]-0.134331[/C][C]-1.0318[/C][C]0.153185[/C][/ROW]
[ROW][C]25[/C][C]-0.044006[/C][C]-0.338[/C][C]0.368275[/C][/ROW]
[ROW][C]26[/C][C]-0.066146[/C][C]-0.5081[/C][C]0.306646[/C][/ROW]
[ROW][C]27[/C][C]0.093784[/C][C]0.7204[/C][C]0.237071[/C][/ROW]
[ROW][C]28[/C][C]0.00737[/C][C]0.0566[/C][C]0.477525[/C][/ROW]
[ROW][C]29[/C][C]0.01009[/C][C]0.0775[/C][C]0.469243[/C][/ROW]
[ROW][C]30[/C][C]-0.041971[/C][C]-0.3224[/C][C]0.374149[/C][/ROW]
[ROW][C]31[/C][C]-0.093343[/C][C]-0.717[/C][C]0.238108[/C][/ROW]
[ROW][C]32[/C][C]0.006102[/C][C]0.0469[/C][C]0.481389[/C][/ROW]
[ROW][C]33[/C][C]0.121445[/C][C]0.9328[/C][C]0.177352[/C][/ROW]
[ROW][C]34[/C][C]-0.009045[/C][C]-0.0695[/C][C]0.472424[/C][/ROW]
[ROW][C]35[/C][C]-0.032489[/C][C]-0.2496[/C][C]0.4019[/C][/ROW]
[ROW][C]36[/C][C]-0.079278[/C][C]-0.6089[/C][C]0.272448[/C][/ROW]
[ROW][C]37[/C][C]-0.012859[/C][C]-0.0988[/C][C]0.460827[/C][/ROW]
[ROW][C]38[/C][C]-0.013656[/C][C]-0.1049[/C][C]0.458407[/C][/ROW]
[ROW][C]39[/C][C]0.023003[/C][C]0.1767[/C][C]0.430178[/C][/ROW]
[ROW][C]40[/C][C]-0.004561[/C][C]-0.035[/C][C]0.486087[/C][/ROW]
[ROW][C]41[/C][C]0.035258[/C][C]0.2708[/C][C]0.393737[/C][/ROW]
[ROW][C]42[/C][C]-0.105413[/C][C]-0.8097[/C][C]0.210686[/C][/ROW]
[ROW][C]43[/C][C]0.025204[/C][C]0.1936[/C][C]0.42358[/C][/ROW]
[ROW][C]44[/C][C]-0.081879[/C][C]-0.6289[/C][C]0.265913[/C][/ROW]
[ROW][C]45[/C][C]-0.037497[/C][C]-0.288[/C][C]0.38717[/C][/ROW]
[ROW][C]46[/C][C]-0.052137[/C][C]-0.4005[/C][C]0.345127[/C][/ROW]
[ROW][C]47[/C][C]-0.015704[/C][C]-0.1206[/C][C]0.452199[/C][/ROW]
[ROW][C]48[/C][C]-0.033924[/C][C]-0.2606[/C][C]0.397664[/C][/ROW]
[ROW][C]49[/C][C]0.013367[/C][C]0.1027[/C][C]0.459285[/C][/ROW]
[ROW][C]50[/C][C]-0.025463[/C][C]-0.1956[/C][C]0.422802[/C][/ROW]
[ROW][C]51[/C][C]0.012519[/C][C]0.0962[/C][C]0.461859[/C][/ROW]
[ROW][C]52[/C][C]-0.043185[/C][C]-0.3317[/C][C]0.370641[/C][/ROW]
[ROW][C]53[/C][C]0.031816[/C][C]0.2444[/C][C]0.403892[/C][/ROW]
[ROW][C]54[/C][C]0.008592[/C][C]0.066[/C][C]0.473803[/C][/ROW]
[ROW][C]55[/C][C]0.059075[/C][C]0.4538[/C][C]0.325831[/C][/ROW]
[ROW][C]56[/C][C]0.003009[/C][C]0.0231[/C][C]0.490818[/C][/ROW]
[ROW][C]57[/C][C]0.015594[/C][C]0.1198[/C][C]0.452531[/C][/ROW]
[ROW][C]58[/C][C]-0.043288[/C][C]-0.3325[/C][C]0.370345[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114630&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114630&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	-0.176588	-1.3564	0.09007
2	-0.201262	-1.5459	0.063736
3	0.066679	0.5122	0.305222
4	-0.01739	-0.1336	0.447097
5	-0.07178	-0.5514	0.291738
6	-0.07458	-0.5729	0.284459
7	-0.182329	-1.4005	0.083301
8	-0.022863	-0.1756	0.430599
9	0.308915	2.3728	0.010465
10	0.049789	0.3824	0.351755
11	0.189692	1.457	0.075202
12	-0.034213	-0.2628	0.396811
13	0.005134	0.0394	0.484337
14	-0.085982	-0.6604	0.25577
15	0.144358	1.1088	0.136001
16	0.016362	0.1257	0.450205
17	-0.040947	-0.3145	0.377117
18	-0.160491	-1.2328	0.111279
19	-0.159784	-1.2273	0.112288
20	-0.113563	-0.8723	0.193293
21	0.028542	0.2192	0.41361
22	0.00957	0.0735	0.470825
23	-0.045259	-0.3476	0.364672
24	-0.134331	-1.0318	0.153185
25	-0.044006	-0.338	0.368275
26	-0.066146	-0.5081	0.306646
27	0.093784	0.7204	0.237071
28	0.00737	0.0566	0.477525
29	0.01009	0.0775	0.469243
30	-0.041971	-0.3224	0.374149
31	-0.093343	-0.717	0.238108
32	0.006102	0.0469	0.481389
33	0.121445	0.9328	0.177352
34	-0.009045	-0.0695	0.472424
35	-0.032489	-0.2496	0.4019
36	-0.079278	-0.6089	0.272448
37	-0.012859	-0.0988	0.460827
38	-0.013656	-0.1049	0.458407
39	0.023003	0.1767	0.430178
40	-0.004561	-0.035	0.486087
41	0.035258	0.2708	0.393737
42	-0.105413	-0.8097	0.210686
43	0.025204	0.1936	0.42358
44	-0.081879	-0.6289	0.265913
45	-0.037497	-0.288	0.38717
46	-0.052137	-0.4005	0.345127
47	-0.015704	-0.1206	0.452199
48	-0.033924	-0.2606	0.397664
49	0.013367	0.1027	0.459285
50	-0.025463	-0.1956	0.422802
51	0.012519	0.0962	0.461859
52	-0.043185	-0.3317	0.370641
53	0.031816	0.2444	0.403892
54	0.008592	0.066	0.473803
55	0.059075	0.4538	0.325831
56	0.003009	0.0231	0.490818
57	0.015594	0.1198	0.452531
58	-0.043288	-0.3325	0.370345
59	NA	NA	NA
60	NA	NA	NA

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 = 2 ; par4 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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