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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 12 Dec 2008 04:01:48 -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/12/t12290797644gjwq7obdk6ivug.htm/, Retrieved Fri, 17 May 2024 16:38:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32542, Retrieved Fri, 17 May 2024 16:38:03 +0000

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Estimated Impact

230

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

-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 21:55:47] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMP   [Variance Reduction Matrix] [Variance reductio...] [2008-12-12 09:38:10] [ed2ba3b6182103c15c0ab511ae4e6284]
- RM      [Standard Deviation-Mean Plot] [Standard deviatio...] [2008-12-12 09:46:43] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMP       [(Partial) Autocorrelation Function] [(P)ACF tabaksprod...] [2008-12-12 10:09:30] [ed2ba3b6182103c15c0ab511ae4e6284]
-   P         [(Partial) Autocorrelation Function] [] [2008-12-12 10:26:36] [ed2ba3b6182103c15c0ab511ae4e6284]
-                 [(Partial) Autocorrelation Function] [(P)ACF tabakspodu...] [2008-12-12 11:01:48] [a8228479d4547a92e2d3f176a5299609] [Current]
-   P               [(Partial) Autocorrelation Function] [(P)ACF tabaksprod...] [2008-12-13 12:52:28] [ed2ba3b6182103c15c0ab511ae4e6284] 

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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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32542&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32542&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32542&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.243776	1.904	0.030818
2	-0.085121	-0.6648	0.254337
3	0.189326	1.4787	0.072186
4	0.076091	0.5943	0.277258
5	0.077845	0.608	0.272725
6	0.306866	2.3967	0.009812
7	0.109291	0.8536	0.198335
8	-0.086939	-0.679	0.249848
9	-0.012229	-0.0955	0.46211
10	-0.208121	-1.6255	0.054608
11	-0.025585	-0.1998	0.421141
12	0.372895	2.9124	0.002502
13	-0.048227	-0.3767	0.353865
14	-0.269508	-2.1049	0.019712
15	-0.092586	-0.7231	0.236186
16	-0.052655	-0.4112	0.341166
17	-0.125056	-0.9767	0.166283
18	0.058347	0.4557	0.325111
19	-0.041656	-0.3253	0.373017
20	-0.221445	-1.7295	0.044385
21	-0.140836	-1.1	0.137834
22	-0.285188	-2.2274	0.01481
23	-0.098465	-0.769	0.22242
24	0.155006	1.2106	0.115352
25	-0.110167	-0.8604	0.196459
26	-0.256748	-2.0053	0.024688
27	-0.034349	-0.2683	0.394697
28	-0.0477	-0.3726	0.355387
29	-0.107192	-0.8372	0.202876
30	0.076457	0.5971	0.27631
31	0.030675	0.2396	0.40573
32	-0.031484	-0.2459	0.403293
33	0.022248	0.1738	0.431314
34	-0.118187	-0.9231	0.179804
35	0.035286	0.2756	0.391895
36	0.196167	1.5321	0.065332
37	0.020217	0.1579	0.437527
38	-0.102196	-0.7982	0.213933
39	0.045798	0.3577	0.360904
40	0.016105	0.1258	0.450157
41	-0.057497	-0.4491	0.327489
42	0.051222	0.4001	0.345256
43	0.04878	0.381	0.352268
44	-0.022631	-0.1768	0.430143
45	0.015555	0.1215	0.451852
46	-0.024298	-0.1898	0.425057
47	0.030581	0.2388	0.406012
48	0.112542	0.879	0.19143
49	0.020281	0.1584	0.437331
50	-0.08285	-0.6471	0.260005
51	0.001701	0.0133	0.494721
52	0.02118	0.1654	0.43458
53	-0.060346	-0.4713	0.319547
54	0.007953	0.0621	0.475336
55	0.057243	0.4471	0.328198
56	-0.014761	-0.1153	0.454297
57	-0.025007	-0.1953	0.4229
58	0.006793	0.0531	0.478931
59	0.001288	0.0101	0.496003
60	-0.018488	-0.1444	0.442833

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.243776 & 1.904 & 0.030818 \tabularnewline
2 & -0.085121 & -0.6648 & 0.254337 \tabularnewline
3 & 0.189326 & 1.4787 & 0.072186 \tabularnewline
4 & 0.076091 & 0.5943 & 0.277258 \tabularnewline
5 & 0.077845 & 0.608 & 0.272725 \tabularnewline
6 & 0.306866 & 2.3967 & 0.009812 \tabularnewline
7 & 0.109291 & 0.8536 & 0.198335 \tabularnewline
8 & -0.086939 & -0.679 & 0.249848 \tabularnewline
9 & -0.012229 & -0.0955 & 0.46211 \tabularnewline
10 & -0.208121 & -1.6255 & 0.054608 \tabularnewline
11 & -0.025585 & -0.1998 & 0.421141 \tabularnewline
12 & 0.372895 & 2.9124 & 0.002502 \tabularnewline
13 & -0.048227 & -0.3767 & 0.353865 \tabularnewline
14 & -0.269508 & -2.1049 & 0.019712 \tabularnewline
15 & -0.092586 & -0.7231 & 0.236186 \tabularnewline
16 & -0.052655 & -0.4112 & 0.341166 \tabularnewline
17 & -0.125056 & -0.9767 & 0.166283 \tabularnewline
18 & 0.058347 & 0.4557 & 0.325111 \tabularnewline
19 & -0.041656 & -0.3253 & 0.373017 \tabularnewline
20 & -0.221445 & -1.7295 & 0.044385 \tabularnewline
21 & -0.140836 & -1.1 & 0.137834 \tabularnewline
22 & -0.285188 & -2.2274 & 0.01481 \tabularnewline
23 & -0.098465 & -0.769 & 0.22242 \tabularnewline
24 & 0.155006 & 1.2106 & 0.115352 \tabularnewline
25 & -0.110167 & -0.8604 & 0.196459 \tabularnewline
26 & -0.256748 & -2.0053 & 0.024688 \tabularnewline
27 & -0.034349 & -0.2683 & 0.394697 \tabularnewline
28 & -0.0477 & -0.3726 & 0.355387 \tabularnewline
29 & -0.107192 & -0.8372 & 0.202876 \tabularnewline
30 & 0.076457 & 0.5971 & 0.27631 \tabularnewline
31 & 0.030675 & 0.2396 & 0.40573 \tabularnewline
32 & -0.031484 & -0.2459 & 0.403293 \tabularnewline
33 & 0.022248 & 0.1738 & 0.431314 \tabularnewline
34 & -0.118187 & -0.9231 & 0.179804 \tabularnewline
35 & 0.035286 & 0.2756 & 0.391895 \tabularnewline
36 & 0.196167 & 1.5321 & 0.065332 \tabularnewline
37 & 0.020217 & 0.1579 & 0.437527 \tabularnewline
38 & -0.102196 & -0.7982 & 0.213933 \tabularnewline
39 & 0.045798 & 0.3577 & 0.360904 \tabularnewline
40 & 0.016105 & 0.1258 & 0.450157 \tabularnewline
41 & -0.057497 & -0.4491 & 0.327489 \tabularnewline
42 & 0.051222 & 0.4001 & 0.345256 \tabularnewline
43 & 0.04878 & 0.381 & 0.352268 \tabularnewline
44 & -0.022631 & -0.1768 & 0.430143 \tabularnewline
45 & 0.015555 & 0.1215 & 0.451852 \tabularnewline
46 & -0.024298 & -0.1898 & 0.425057 \tabularnewline
47 & 0.030581 & 0.2388 & 0.406012 \tabularnewline
48 & 0.112542 & 0.879 & 0.19143 \tabularnewline
49 & 0.020281 & 0.1584 & 0.437331 \tabularnewline
50 & -0.08285 & -0.6471 & 0.260005 \tabularnewline
51 & 0.001701 & 0.0133 & 0.494721 \tabularnewline
52 & 0.02118 & 0.1654 & 0.43458 \tabularnewline
53 & -0.060346 & -0.4713 & 0.319547 \tabularnewline
54 & 0.007953 & 0.0621 & 0.475336 \tabularnewline
55 & 0.057243 & 0.4471 & 0.328198 \tabularnewline
56 & -0.014761 & -0.1153 & 0.454297 \tabularnewline
57 & -0.025007 & -0.1953 & 0.4229 \tabularnewline
58 & 0.006793 & 0.0531 & 0.478931 \tabularnewline
59 & 0.001288 & 0.0101 & 0.496003 \tabularnewline
60 & -0.018488 & -0.1444 & 0.442833 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32542&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]0.243776[/C][C]1.904[/C][C]0.030818[/C][/ROW]
[ROW][C]2[/C][C]-0.085121[/C][C]-0.6648[/C][C]0.254337[/C][/ROW]
[ROW][C]3[/C][C]0.189326[/C][C]1.4787[/C][C]0.072186[/C][/ROW]
[ROW][C]4[/C][C]0.076091[/C][C]0.5943[/C][C]0.277258[/C][/ROW]
[ROW][C]5[/C][C]0.077845[/C][C]0.608[/C][C]0.272725[/C][/ROW]
[ROW][C]6[/C][C]0.306866[/C][C]2.3967[/C][C]0.009812[/C][/ROW]
[ROW][C]7[/C][C]0.109291[/C][C]0.8536[/C][C]0.198335[/C][/ROW]
[ROW][C]8[/C][C]-0.086939[/C][C]-0.679[/C][C]0.249848[/C][/ROW]
[ROW][C]9[/C][C]-0.012229[/C][C]-0.0955[/C][C]0.46211[/C][/ROW]
[ROW][C]10[/C][C]-0.208121[/C][C]-1.6255[/C][C]0.054608[/C][/ROW]
[ROW][C]11[/C][C]-0.025585[/C][C]-0.1998[/C][C]0.421141[/C][/ROW]
[ROW][C]12[/C][C]0.372895[/C][C]2.9124[/C][C]0.002502[/C][/ROW]
[ROW][C]13[/C][C]-0.048227[/C][C]-0.3767[/C][C]0.353865[/C][/ROW]
[ROW][C]14[/C][C]-0.269508[/C][C]-2.1049[/C][C]0.019712[/C][/ROW]
[ROW][C]15[/C][C]-0.092586[/C][C]-0.7231[/C][C]0.236186[/C][/ROW]
[ROW][C]16[/C][C]-0.052655[/C][C]-0.4112[/C][C]0.341166[/C][/ROW]
[ROW][C]17[/C][C]-0.125056[/C][C]-0.9767[/C][C]0.166283[/C][/ROW]
[ROW][C]18[/C][C]0.058347[/C][C]0.4557[/C][C]0.325111[/C][/ROW]
[ROW][C]19[/C][C]-0.041656[/C][C]-0.3253[/C][C]0.373017[/C][/ROW]
[ROW][C]20[/C][C]-0.221445[/C][C]-1.7295[/C][C]0.044385[/C][/ROW]
[ROW][C]21[/C][C]-0.140836[/C][C]-1.1[/C][C]0.137834[/C][/ROW]
[ROW][C]22[/C][C]-0.285188[/C][C]-2.2274[/C][C]0.01481[/C][/ROW]
[ROW][C]23[/C][C]-0.098465[/C][C]-0.769[/C][C]0.22242[/C][/ROW]
[ROW][C]24[/C][C]0.155006[/C][C]1.2106[/C][C]0.115352[/C][/ROW]
[ROW][C]25[/C][C]-0.110167[/C][C]-0.8604[/C][C]0.196459[/C][/ROW]
[ROW][C]26[/C][C]-0.256748[/C][C]-2.0053[/C][C]0.024688[/C][/ROW]
[ROW][C]27[/C][C]-0.034349[/C][C]-0.2683[/C][C]0.394697[/C][/ROW]
[ROW][C]28[/C][C]-0.0477[/C][C]-0.3726[/C][C]0.355387[/C][/ROW]
[ROW][C]29[/C][C]-0.107192[/C][C]-0.8372[/C][C]0.202876[/C][/ROW]
[ROW][C]30[/C][C]0.076457[/C][C]0.5971[/C][C]0.27631[/C][/ROW]
[ROW][C]31[/C][C]0.030675[/C][C]0.2396[/C][C]0.40573[/C][/ROW]
[ROW][C]32[/C][C]-0.031484[/C][C]-0.2459[/C][C]0.403293[/C][/ROW]
[ROW][C]33[/C][C]0.022248[/C][C]0.1738[/C][C]0.431314[/C][/ROW]
[ROW][C]34[/C][C]-0.118187[/C][C]-0.9231[/C][C]0.179804[/C][/ROW]
[ROW][C]35[/C][C]0.035286[/C][C]0.2756[/C][C]0.391895[/C][/ROW]
[ROW][C]36[/C][C]0.196167[/C][C]1.5321[/C][C]0.065332[/C][/ROW]
[ROW][C]37[/C][C]0.020217[/C][C]0.1579[/C][C]0.437527[/C][/ROW]
[ROW][C]38[/C][C]-0.102196[/C][C]-0.7982[/C][C]0.213933[/C][/ROW]
[ROW][C]39[/C][C]0.045798[/C][C]0.3577[/C][C]0.360904[/C][/ROW]
[ROW][C]40[/C][C]0.016105[/C][C]0.1258[/C][C]0.450157[/C][/ROW]
[ROW][C]41[/C][C]-0.057497[/C][C]-0.4491[/C][C]0.327489[/C][/ROW]
[ROW][C]42[/C][C]0.051222[/C][C]0.4001[/C][C]0.345256[/C][/ROW]
[ROW][C]43[/C][C]0.04878[/C][C]0.381[/C][C]0.352268[/C][/ROW]
[ROW][C]44[/C][C]-0.022631[/C][C]-0.1768[/C][C]0.430143[/C][/ROW]
[ROW][C]45[/C][C]0.015555[/C][C]0.1215[/C][C]0.451852[/C][/ROW]
[ROW][C]46[/C][C]-0.024298[/C][C]-0.1898[/C][C]0.425057[/C][/ROW]
[ROW][C]47[/C][C]0.030581[/C][C]0.2388[/C][C]0.406012[/C][/ROW]
[ROW][C]48[/C][C]0.112542[/C][C]0.879[/C][C]0.19143[/C][/ROW]
[ROW][C]49[/C][C]0.020281[/C][C]0.1584[/C][C]0.437331[/C][/ROW]
[ROW][C]50[/C][C]-0.08285[/C][C]-0.6471[/C][C]0.260005[/C][/ROW]
[ROW][C]51[/C][C]0.001701[/C][C]0.0133[/C][C]0.494721[/C][/ROW]
[ROW][C]52[/C][C]0.02118[/C][C]0.1654[/C][C]0.43458[/C][/ROW]
[ROW][C]53[/C][C]-0.060346[/C][C]-0.4713[/C][C]0.319547[/C][/ROW]
[ROW][C]54[/C][C]0.007953[/C][C]0.0621[/C][C]0.475336[/C][/ROW]
[ROW][C]55[/C][C]0.057243[/C][C]0.4471[/C][C]0.328198[/C][/ROW]
[ROW][C]56[/C][C]-0.014761[/C][C]-0.1153[/C][C]0.454297[/C][/ROW]
[ROW][C]57[/C][C]-0.025007[/C][C]-0.1953[/C][C]0.4229[/C][/ROW]
[ROW][C]58[/C][C]0.006793[/C][C]0.0531[/C][C]0.478931[/C][/ROW]
[ROW][C]59[/C][C]0.001288[/C][C]0.0101[/C][C]0.496003[/C][/ROW]
[ROW][C]60[/C][C]-0.018488[/C][C]-0.1444[/C][C]0.442833[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32542&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32542&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	0.243776	1.904	0.030818
2	-0.085121	-0.6648	0.254337
3	0.189326	1.4787	0.072186
4	0.076091	0.5943	0.277258
5	0.077845	0.608	0.272725
6	0.306866	2.3967	0.009812
7	0.109291	0.8536	0.198335
8	-0.086939	-0.679	0.249848
9	-0.012229	-0.0955	0.46211
10	-0.208121	-1.6255	0.054608
11	-0.025585	-0.1998	0.421141
12	0.372895	2.9124	0.002502
13	-0.048227	-0.3767	0.353865
14	-0.269508	-2.1049	0.019712
15	-0.092586	-0.7231	0.236186
16	-0.052655	-0.4112	0.341166
17	-0.125056	-0.9767	0.166283
18	0.058347	0.4557	0.325111
19	-0.041656	-0.3253	0.373017
20	-0.221445	-1.7295	0.044385
21	-0.140836	-1.1	0.137834
22	-0.285188	-2.2274	0.01481
23	-0.098465	-0.769	0.22242
24	0.155006	1.2106	0.115352
25	-0.110167	-0.8604	0.196459
26	-0.256748	-2.0053	0.024688
27	-0.034349	-0.2683	0.394697
28	-0.0477	-0.3726	0.355387
29	-0.107192	-0.8372	0.202876
30	0.076457	0.5971	0.27631
31	0.030675	0.2396	0.40573
32	-0.031484	-0.2459	0.403293
33	0.022248	0.1738	0.431314
34	-0.118187	-0.9231	0.179804
35	0.035286	0.2756	0.391895
36	0.196167	1.5321	0.065332
37	0.020217	0.1579	0.437527
38	-0.102196	-0.7982	0.213933
39	0.045798	0.3577	0.360904
40	0.016105	0.1258	0.450157
41	-0.057497	-0.4491	0.327489
42	0.051222	0.4001	0.345256
43	0.04878	0.381	0.352268
44	-0.022631	-0.1768	0.430143
45	0.015555	0.1215	0.451852
46	-0.024298	-0.1898	0.425057
47	0.030581	0.2388	0.406012
48	0.112542	0.879	0.19143
49	0.020281	0.1584	0.437331
50	-0.08285	-0.6471	0.260005
51	0.001701	0.0133	0.494721
52	0.02118	0.1654	0.43458
53	-0.060346	-0.4713	0.319547
54	0.007953	0.0621	0.475336
55	0.057243	0.4471	0.328198
56	-0.014761	-0.1153	0.454297
57	-0.025007	-0.1953	0.4229
58	0.006793	0.0531	0.478931
59	0.001288	0.0101	0.496003
60	-0.018488	-0.1444	0.442833

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.243776	1.904	0.030818
2	-0.153681	-1.2003	0.117335
3	0.273018	2.1323	0.018507
4	-0.083858	-0.655	0.25748
5	0.171569	1.34	0.092609
6	0.223148	1.7428	0.0432
7	-0.027161	-0.2121	0.416355
8	-0.05887	-0.4598	0.323651
9	-0.087662	-0.6847	0.248075
10	-0.31089	-2.4281	0.009071
11	0.135279	1.0566	0.147439
12	0.282139	2.2036	0.01567
13	-0.195928	-1.5302	0.065563
14	-0.062954	-0.4917	0.312354
15	-0.167025	-1.3045	0.09848
16	0.118303	0.924	0.17957
17	-0.127472	-0.9956	0.161692
18	-0.009621	-0.0751	0.470175
19	-0.103359	-0.8073	0.211326
20	-0.046053	-0.3597	0.360163
21	-0.021709	-0.1696	0.432961
22	-0.194919	-1.5224	0.066543
23	0.06675	0.5213	0.30201
24	-0.042681	-0.3333	0.370008
25	-0.01983	-0.1549	0.438716
26	-0.016104	-0.1258	0.450162
27	0.071256	0.5565	0.289943
28	-0.081232	-0.6344	0.264082
29	0.030637	0.2393	0.405846
30	-0.107696	-0.8411	0.201779
31	0.072269	0.5644	0.287263
32	0.044534	0.3478	0.364585
33	0.022734	0.1776	0.429831
34	-0.070713	-0.5523	0.291384
35	0.005766	0.045	0.482114
36	-0.010656	-0.0832	0.466971
37	-0.003317	-0.0259	0.489708
38	-0.034764	-0.2715	0.393455
39	-0.112887	-0.8817	0.190707
40	0.023136	0.1807	0.428603
41	-0.072555	-0.5667	0.286507
42	-0.031183	-0.2435	0.404201
43	-0.038941	-0.3041	0.381028
44	-0.068229	-0.5329	0.298025
45	0.054049	0.4221	0.337206
46	0.059829	0.4673	0.320983
47	-0.002579	-0.0201	0.491999
48	-0.037745	-0.2948	0.384576
49	-0.014778	-0.1154	0.454247
50	-0.045835	-0.358	0.360796
51	-0.06571	-0.5132	0.304828
52	0.010442	0.0816	0.467633
53	-0.046504	-0.3632	0.358852
54	0.015092	0.1179	0.453277
55	0.069705	0.5444	0.29407
56	-0.027932	-0.2182	0.414018
57	0.038978	0.3044	0.38092
58	0.022747	0.1777	0.42979
59	-0.095107	-0.7428	0.230224
60	-0.095531	-0.7461	0.229231

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.243776 & 1.904 & 0.030818 \tabularnewline
2 & -0.153681 & -1.2003 & 0.117335 \tabularnewline
3 & 0.273018 & 2.1323 & 0.018507 \tabularnewline
4 & -0.083858 & -0.655 & 0.25748 \tabularnewline
5 & 0.171569 & 1.34 & 0.092609 \tabularnewline
6 & 0.223148 & 1.7428 & 0.0432 \tabularnewline
7 & -0.027161 & -0.2121 & 0.416355 \tabularnewline
8 & -0.05887 & -0.4598 & 0.323651 \tabularnewline
9 & -0.087662 & -0.6847 & 0.248075 \tabularnewline
10 & -0.31089 & -2.4281 & 0.009071 \tabularnewline
11 & 0.135279 & 1.0566 & 0.147439 \tabularnewline
12 & 0.282139 & 2.2036 & 0.01567 \tabularnewline
13 & -0.195928 & -1.5302 & 0.065563 \tabularnewline
14 & -0.062954 & -0.4917 & 0.312354 \tabularnewline
15 & -0.167025 & -1.3045 & 0.09848 \tabularnewline
16 & 0.118303 & 0.924 & 0.17957 \tabularnewline
17 & -0.127472 & -0.9956 & 0.161692 \tabularnewline
18 & -0.009621 & -0.0751 & 0.470175 \tabularnewline
19 & -0.103359 & -0.8073 & 0.211326 \tabularnewline
20 & -0.046053 & -0.3597 & 0.360163 \tabularnewline
21 & -0.021709 & -0.1696 & 0.432961 \tabularnewline
22 & -0.194919 & -1.5224 & 0.066543 \tabularnewline
23 & 0.06675 & 0.5213 & 0.30201 \tabularnewline
24 & -0.042681 & -0.3333 & 0.370008 \tabularnewline
25 & -0.01983 & -0.1549 & 0.438716 \tabularnewline
26 & -0.016104 & -0.1258 & 0.450162 \tabularnewline
27 & 0.071256 & 0.5565 & 0.289943 \tabularnewline
28 & -0.081232 & -0.6344 & 0.264082 \tabularnewline
29 & 0.030637 & 0.2393 & 0.405846 \tabularnewline
30 & -0.107696 & -0.8411 & 0.201779 \tabularnewline
31 & 0.072269 & 0.5644 & 0.287263 \tabularnewline
32 & 0.044534 & 0.3478 & 0.364585 \tabularnewline
33 & 0.022734 & 0.1776 & 0.429831 \tabularnewline
34 & -0.070713 & -0.5523 & 0.291384 \tabularnewline
35 & 0.005766 & 0.045 & 0.482114 \tabularnewline
36 & -0.010656 & -0.0832 & 0.466971 \tabularnewline
37 & -0.003317 & -0.0259 & 0.489708 \tabularnewline
38 & -0.034764 & -0.2715 & 0.393455 \tabularnewline
39 & -0.112887 & -0.8817 & 0.190707 \tabularnewline
40 & 0.023136 & 0.1807 & 0.428603 \tabularnewline
41 & -0.072555 & -0.5667 & 0.286507 \tabularnewline
42 & -0.031183 & -0.2435 & 0.404201 \tabularnewline
43 & -0.038941 & -0.3041 & 0.381028 \tabularnewline
44 & -0.068229 & -0.5329 & 0.298025 \tabularnewline
45 & 0.054049 & 0.4221 & 0.337206 \tabularnewline
46 & 0.059829 & 0.4673 & 0.320983 \tabularnewline
47 & -0.002579 & -0.0201 & 0.491999 \tabularnewline
48 & -0.037745 & -0.2948 & 0.384576 \tabularnewline
49 & -0.014778 & -0.1154 & 0.454247 \tabularnewline
50 & -0.045835 & -0.358 & 0.360796 \tabularnewline
51 & -0.06571 & -0.5132 & 0.304828 \tabularnewline
52 & 0.010442 & 0.0816 & 0.467633 \tabularnewline
53 & -0.046504 & -0.3632 & 0.358852 \tabularnewline
54 & 0.015092 & 0.1179 & 0.453277 \tabularnewline
55 & 0.069705 & 0.5444 & 0.29407 \tabularnewline
56 & -0.027932 & -0.2182 & 0.414018 \tabularnewline
57 & 0.038978 & 0.3044 & 0.38092 \tabularnewline
58 & 0.022747 & 0.1777 & 0.42979 \tabularnewline
59 & -0.095107 & -0.7428 & 0.230224 \tabularnewline
60 & -0.095531 & -0.7461 & 0.229231 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32542&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]0.243776[/C][C]1.904[/C][C]0.030818[/C][/ROW]
[ROW][C]2[/C][C]-0.153681[/C][C]-1.2003[/C][C]0.117335[/C][/ROW]
[ROW][C]3[/C][C]0.273018[/C][C]2.1323[/C][C]0.018507[/C][/ROW]
[ROW][C]4[/C][C]-0.083858[/C][C]-0.655[/C][C]0.25748[/C][/ROW]
[ROW][C]5[/C][C]0.171569[/C][C]1.34[/C][C]0.092609[/C][/ROW]
[ROW][C]6[/C][C]0.223148[/C][C]1.7428[/C][C]0.0432[/C][/ROW]
[ROW][C]7[/C][C]-0.027161[/C][C]-0.2121[/C][C]0.416355[/C][/ROW]
[ROW][C]8[/C][C]-0.05887[/C][C]-0.4598[/C][C]0.323651[/C][/ROW]
[ROW][C]9[/C][C]-0.087662[/C][C]-0.6847[/C][C]0.248075[/C][/ROW]
[ROW][C]10[/C][C]-0.31089[/C][C]-2.4281[/C][C]0.009071[/C][/ROW]
[ROW][C]11[/C][C]0.135279[/C][C]1.0566[/C][C]0.147439[/C][/ROW]
[ROW][C]12[/C][C]0.282139[/C][C]2.2036[/C][C]0.01567[/C][/ROW]
[ROW][C]13[/C][C]-0.195928[/C][C]-1.5302[/C][C]0.065563[/C][/ROW]
[ROW][C]14[/C][C]-0.062954[/C][C]-0.4917[/C][C]0.312354[/C][/ROW]
[ROW][C]15[/C][C]-0.167025[/C][C]-1.3045[/C][C]0.09848[/C][/ROW]
[ROW][C]16[/C][C]0.118303[/C][C]0.924[/C][C]0.17957[/C][/ROW]
[ROW][C]17[/C][C]-0.127472[/C][C]-0.9956[/C][C]0.161692[/C][/ROW]
[ROW][C]18[/C][C]-0.009621[/C][C]-0.0751[/C][C]0.470175[/C][/ROW]
[ROW][C]19[/C][C]-0.103359[/C][C]-0.8073[/C][C]0.211326[/C][/ROW]
[ROW][C]20[/C][C]-0.046053[/C][C]-0.3597[/C][C]0.360163[/C][/ROW]
[ROW][C]21[/C][C]-0.021709[/C][C]-0.1696[/C][C]0.432961[/C][/ROW]
[ROW][C]22[/C][C]-0.194919[/C][C]-1.5224[/C][C]0.066543[/C][/ROW]
[ROW][C]23[/C][C]0.06675[/C][C]0.5213[/C][C]0.30201[/C][/ROW]
[ROW][C]24[/C][C]-0.042681[/C][C]-0.3333[/C][C]0.370008[/C][/ROW]
[ROW][C]25[/C][C]-0.01983[/C][C]-0.1549[/C][C]0.438716[/C][/ROW]
[ROW][C]26[/C][C]-0.016104[/C][C]-0.1258[/C][C]0.450162[/C][/ROW]
[ROW][C]27[/C][C]0.071256[/C][C]0.5565[/C][C]0.289943[/C][/ROW]
[ROW][C]28[/C][C]-0.081232[/C][C]-0.6344[/C][C]0.264082[/C][/ROW]
[ROW][C]29[/C][C]0.030637[/C][C]0.2393[/C][C]0.405846[/C][/ROW]
[ROW][C]30[/C][C]-0.107696[/C][C]-0.8411[/C][C]0.201779[/C][/ROW]
[ROW][C]31[/C][C]0.072269[/C][C]0.5644[/C][C]0.287263[/C][/ROW]
[ROW][C]32[/C][C]0.044534[/C][C]0.3478[/C][C]0.364585[/C][/ROW]
[ROW][C]33[/C][C]0.022734[/C][C]0.1776[/C][C]0.429831[/C][/ROW]
[ROW][C]34[/C][C]-0.070713[/C][C]-0.5523[/C][C]0.291384[/C][/ROW]
[ROW][C]35[/C][C]0.005766[/C][C]0.045[/C][C]0.482114[/C][/ROW]
[ROW][C]36[/C][C]-0.010656[/C][C]-0.0832[/C][C]0.466971[/C][/ROW]
[ROW][C]37[/C][C]-0.003317[/C][C]-0.0259[/C][C]0.489708[/C][/ROW]
[ROW][C]38[/C][C]-0.034764[/C][C]-0.2715[/C][C]0.393455[/C][/ROW]
[ROW][C]39[/C][C]-0.112887[/C][C]-0.8817[/C][C]0.190707[/C][/ROW]
[ROW][C]40[/C][C]0.023136[/C][C]0.1807[/C][C]0.428603[/C][/ROW]
[ROW][C]41[/C][C]-0.072555[/C][C]-0.5667[/C][C]0.286507[/C][/ROW]
[ROW][C]42[/C][C]-0.031183[/C][C]-0.2435[/C][C]0.404201[/C][/ROW]
[ROW][C]43[/C][C]-0.038941[/C][C]-0.3041[/C][C]0.381028[/C][/ROW]
[ROW][C]44[/C][C]-0.068229[/C][C]-0.5329[/C][C]0.298025[/C][/ROW]
[ROW][C]45[/C][C]0.054049[/C][C]0.4221[/C][C]0.337206[/C][/ROW]
[ROW][C]46[/C][C]0.059829[/C][C]0.4673[/C][C]0.320983[/C][/ROW]
[ROW][C]47[/C][C]-0.002579[/C][C]-0.0201[/C][C]0.491999[/C][/ROW]
[ROW][C]48[/C][C]-0.037745[/C][C]-0.2948[/C][C]0.384576[/C][/ROW]
[ROW][C]49[/C][C]-0.014778[/C][C]-0.1154[/C][C]0.454247[/C][/ROW]
[ROW][C]50[/C][C]-0.045835[/C][C]-0.358[/C][C]0.360796[/C][/ROW]
[ROW][C]51[/C][C]-0.06571[/C][C]-0.5132[/C][C]0.304828[/C][/ROW]
[ROW][C]52[/C][C]0.010442[/C][C]0.0816[/C][C]0.467633[/C][/ROW]
[ROW][C]53[/C][C]-0.046504[/C][C]-0.3632[/C][C]0.358852[/C][/ROW]
[ROW][C]54[/C][C]0.015092[/C][C]0.1179[/C][C]0.453277[/C][/ROW]
[ROW][C]55[/C][C]0.069705[/C][C]0.5444[/C][C]0.29407[/C][/ROW]
[ROW][C]56[/C][C]-0.027932[/C][C]-0.2182[/C][C]0.414018[/C][/ROW]
[ROW][C]57[/C][C]0.038978[/C][C]0.3044[/C][C]0.38092[/C][/ROW]
[ROW][C]58[/C][C]0.022747[/C][C]0.1777[/C][C]0.42979[/C][/ROW]
[ROW][C]59[/C][C]-0.095107[/C][C]-0.7428[/C][C]0.230224[/C][/ROW]
[ROW][C]60[/C][C]-0.095531[/C][C]-0.7461[/C][C]0.229231[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32542&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32542&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	0.243776	1.904	0.030818
2	-0.153681	-1.2003	0.117335
3	0.273018	2.1323	0.018507
4	-0.083858	-0.655	0.25748
5	0.171569	1.34	0.092609
6	0.223148	1.7428	0.0432
7	-0.027161	-0.2121	0.416355
8	-0.05887	-0.4598	0.323651
9	-0.087662	-0.6847	0.248075
10	-0.31089	-2.4281	0.009071
11	0.135279	1.0566	0.147439
12	0.282139	2.2036	0.01567
13	-0.195928	-1.5302	0.065563
14	-0.062954	-0.4917	0.312354
15	-0.167025	-1.3045	0.09848
16	0.118303	0.924	0.17957
17	-0.127472	-0.9956	0.161692
18	-0.009621	-0.0751	0.470175
19	-0.103359	-0.8073	0.211326
20	-0.046053	-0.3597	0.360163
21	-0.021709	-0.1696	0.432961
22	-0.194919	-1.5224	0.066543
23	0.06675	0.5213	0.30201
24	-0.042681	-0.3333	0.370008
25	-0.01983	-0.1549	0.438716
26	-0.016104	-0.1258	0.450162
27	0.071256	0.5565	0.289943
28	-0.081232	-0.6344	0.264082
29	0.030637	0.2393	0.405846
30	-0.107696	-0.8411	0.201779
31	0.072269	0.5644	0.287263
32	0.044534	0.3478	0.364585
33	0.022734	0.1776	0.429831
34	-0.070713	-0.5523	0.291384
35	0.005766	0.045	0.482114
36	-0.010656	-0.0832	0.466971
37	-0.003317	-0.0259	0.489708
38	-0.034764	-0.2715	0.393455
39	-0.112887	-0.8817	0.190707
40	0.023136	0.1807	0.428603
41	-0.072555	-0.5667	0.286507
42	-0.031183	-0.2435	0.404201
43	-0.038941	-0.3041	0.381028
44	-0.068229	-0.5329	0.298025
45	0.054049	0.4221	0.337206
46	0.059829	0.4673	0.320983
47	-0.002579	-0.0201	0.491999
48	-0.037745	-0.2948	0.384576
49	-0.014778	-0.1154	0.454247
50	-0.045835	-0.358	0.360796
51	-0.06571	-0.5132	0.304828
52	0.010442	0.0816	0.467633
53	-0.046504	-0.3632	0.358852
54	0.015092	0.1179	0.453277
55	0.069705	0.5444	0.29407
56	-0.027932	-0.2182	0.414018
57	0.038978	0.3044	0.38092
58	0.022747	0.1777	0.42979
59	-0.095107	-0.7428	0.230224
60	-0.095531	-0.7461	0.229231

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = -1.3 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;

Parameters (R input):

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