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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 14 Dec 2008 07:45:58 -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/14/t1229266228ce1ejovw00y67gy.htm/, Retrieved Wed, 15 May 2024 16:58:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33402, Retrieved Wed, 15 May 2024 16:58:28 +0000

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Estimated Impact

254

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

-     [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-13 16:08:49] [d134696a922d84037f02d49ded84b0bd]
-   P     [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-14 14:45:58] [db9a5fd0f9c3e1245d8075d8bb09236d] [Current]
- RMP       [ARIMA Backward Selection] [Backward Selectio...] [2008-12-14 16:30:33] [d134696a922d84037f02d49ded84b0bd] 
-   P         [ARIMA Backward Selection] [Backward Selectio...] [2008-12-14 16:41:16] [d134696a922d84037f02d49ded84b0bd] 
-   P         [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-15 20:23:35] [d134696a922d84037f02d49ded84b0bd] 
-   P           [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-15 20:28:38] [d134696a922d84037f02d49ded84b0bd] 
- RMP             [ARIMA Forecasting] [ARIMA Forecasting] [2008-12-16 09:49:01] [d134696a922d84037f02d49ded84b0bd] 
-                   [ARIMA Forecasting] [ARIMA Forecasting] [2008-12-16 09:51:44] [d134696a922d84037f02d49ded84b0bd] 
-   P       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-15 20:11:18] [d134696a922d84037f02d49ded84b0bd] 

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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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33402&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33402&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33402&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.289254	-3.9976	4.6e-05
2	0.132078	1.8254	0.034755
3	-0.226959	-3.1366	0.00099
4	0.019413	0.2683	0.394381
5	-0.0354	-0.4892	0.312616
6	0.158978	2.1971	0.014607
7	-0.026905	-0.3718	0.355212
8	0.109677	1.5158	0.065615
9	-0.259882	-3.5916	0.000209
10	0.116187	1.6057	0.054992
11	-0.173875	-2.403	0.008609
12	0.361106	4.9906	1e-06
13	-0.087472	-1.2089	0.1141
14	0.159423	2.2033	0.014386
15	-0.264703	-3.6583	0.000164
16	0.048724	0.6734	0.250758
17	0.020931	0.2893	0.386342
18	0.07775	1.0745	0.141972
19	0.017339	0.2396	0.405437
20	0.152027	2.1011	0.018474
21	-0.253355	-3.5014	0.000288
22	0.086075	1.1896	0.117845
23	-0.13037	-1.8018	0.03658
24	0.314951	4.3527	1.1e-05
25	-0.138782	-1.918	0.028301
26	0.135232	1.8689	0.031581
27	-0.176351	-2.4372	0.007858
28	0.027157	0.3753	0.353922
29	-0.111472	-1.5406	0.062537
30	0.142302	1.9667	0.025336
31	-0.117358	-1.6219	0.053235
32	0.123708	1.7097	0.044474
33	-0.137857	-1.9052	0.029127
34	0.110248	1.5237	0.064624
35	-0.175222	-2.4216	0.008193
36	0.290663	4.017	4.2e-05
37	-0.197566	-2.7304	0.003459
38	0.113674	1.571	0.058918
39	-0.190228	-2.629	0.00463
40	0.182752	2.5257	0.00618
41	-0.105118	-1.4528	0.073966
42	0.046489	0.6425	0.260662
43	-0.056637	-0.7827	0.217376
44	0.069281	0.9575	0.169767
45	-0.185036	-2.5572	0.005663
46	0.196443	2.7149	0.003619
47	-0.211186	-2.9187	0.001969
48	0.265456	3.6687	0.000158
49	-0.211513	-2.9232	0.001942
50	0.110483	1.5269	0.064219
51	-0.205678	-2.8425	0.002481
52	0.150639	2.0819	0.019343
53	0.002457	0.034	0.486473
54	0.014252	0.197	0.422029
55	-0.049684	-0.6866	0.246571
56	-0.009621	-0.133	0.447183
57	-0.061746	-0.8533	0.197268
58	0.064014	0.8847	0.188719
59	-0.107653	-1.4878	0.069226
60	0.274548	3.7943	9.9e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.289254 & -3.9976 & 4.6e-05 \tabularnewline
2 & 0.132078 & 1.8254 & 0.034755 \tabularnewline
3 & -0.226959 & -3.1366 & 0.00099 \tabularnewline
4 & 0.019413 & 0.2683 & 0.394381 \tabularnewline
5 & -0.0354 & -0.4892 & 0.312616 \tabularnewline
6 & 0.158978 & 2.1971 & 0.014607 \tabularnewline
7 & -0.026905 & -0.3718 & 0.355212 \tabularnewline
8 & 0.109677 & 1.5158 & 0.065615 \tabularnewline
9 & -0.259882 & -3.5916 & 0.000209 \tabularnewline
10 & 0.116187 & 1.6057 & 0.054992 \tabularnewline
11 & -0.173875 & -2.403 & 0.008609 \tabularnewline
12 & 0.361106 & 4.9906 & 1e-06 \tabularnewline
13 & -0.087472 & -1.2089 & 0.1141 \tabularnewline
14 & 0.159423 & 2.2033 & 0.014386 \tabularnewline
15 & -0.264703 & -3.6583 & 0.000164 \tabularnewline
16 & 0.048724 & 0.6734 & 0.250758 \tabularnewline
17 & 0.020931 & 0.2893 & 0.386342 \tabularnewline
18 & 0.07775 & 1.0745 & 0.141972 \tabularnewline
19 & 0.017339 & 0.2396 & 0.405437 \tabularnewline
20 & 0.152027 & 2.1011 & 0.018474 \tabularnewline
21 & -0.253355 & -3.5014 & 0.000288 \tabularnewline
22 & 0.086075 & 1.1896 & 0.117845 \tabularnewline
23 & -0.13037 & -1.8018 & 0.03658 \tabularnewline
24 & 0.314951 & 4.3527 & 1.1e-05 \tabularnewline
25 & -0.138782 & -1.918 & 0.028301 \tabularnewline
26 & 0.135232 & 1.8689 & 0.031581 \tabularnewline
27 & -0.176351 & -2.4372 & 0.007858 \tabularnewline
28 & 0.027157 & 0.3753 & 0.353922 \tabularnewline
29 & -0.111472 & -1.5406 & 0.062537 \tabularnewline
30 & 0.142302 & 1.9667 & 0.025336 \tabularnewline
31 & -0.117358 & -1.6219 & 0.053235 \tabularnewline
32 & 0.123708 & 1.7097 & 0.044474 \tabularnewline
33 & -0.137857 & -1.9052 & 0.029127 \tabularnewline
34 & 0.110248 & 1.5237 & 0.064624 \tabularnewline
35 & -0.175222 & -2.4216 & 0.008193 \tabularnewline
36 & 0.290663 & 4.017 & 4.2e-05 \tabularnewline
37 & -0.197566 & -2.7304 & 0.003459 \tabularnewline
38 & 0.113674 & 1.571 & 0.058918 \tabularnewline
39 & -0.190228 & -2.629 & 0.00463 \tabularnewline
40 & 0.182752 & 2.5257 & 0.00618 \tabularnewline
41 & -0.105118 & -1.4528 & 0.073966 \tabularnewline
42 & 0.046489 & 0.6425 & 0.260662 \tabularnewline
43 & -0.056637 & -0.7827 & 0.217376 \tabularnewline
44 & 0.069281 & 0.9575 & 0.169767 \tabularnewline
45 & -0.185036 & -2.5572 & 0.005663 \tabularnewline
46 & 0.196443 & 2.7149 & 0.003619 \tabularnewline
47 & -0.211186 & -2.9187 & 0.001969 \tabularnewline
48 & 0.265456 & 3.6687 & 0.000158 \tabularnewline
49 & -0.211513 & -2.9232 & 0.001942 \tabularnewline
50 & 0.110483 & 1.5269 & 0.064219 \tabularnewline
51 & -0.205678 & -2.8425 & 0.002481 \tabularnewline
52 & 0.150639 & 2.0819 & 0.019343 \tabularnewline
53 & 0.002457 & 0.034 & 0.486473 \tabularnewline
54 & 0.014252 & 0.197 & 0.422029 \tabularnewline
55 & -0.049684 & -0.6866 & 0.246571 \tabularnewline
56 & -0.009621 & -0.133 & 0.447183 \tabularnewline
57 & -0.061746 & -0.8533 & 0.197268 \tabularnewline
58 & 0.064014 & 0.8847 & 0.188719 \tabularnewline
59 & -0.107653 & -1.4878 & 0.069226 \tabularnewline
60 & 0.274548 & 3.7943 & 9.9e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33402&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]-0.289254[/C][C]-3.9976[/C][C]4.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.132078[/C][C]1.8254[/C][C]0.034755[/C][/ROW]
[ROW][C]3[/C][C]-0.226959[/C][C]-3.1366[/C][C]0.00099[/C][/ROW]
[ROW][C]4[/C][C]0.019413[/C][C]0.2683[/C][C]0.394381[/C][/ROW]
[ROW][C]5[/C][C]-0.0354[/C][C]-0.4892[/C][C]0.312616[/C][/ROW]
[ROW][C]6[/C][C]0.158978[/C][C]2.1971[/C][C]0.014607[/C][/ROW]
[ROW][C]7[/C][C]-0.026905[/C][C]-0.3718[/C][C]0.355212[/C][/ROW]
[ROW][C]8[/C][C]0.109677[/C][C]1.5158[/C][C]0.065615[/C][/ROW]
[ROW][C]9[/C][C]-0.259882[/C][C]-3.5916[/C][C]0.000209[/C][/ROW]
[ROW][C]10[/C][C]0.116187[/C][C]1.6057[/C][C]0.054992[/C][/ROW]
[ROW][C]11[/C][C]-0.173875[/C][C]-2.403[/C][C]0.008609[/C][/ROW]
[ROW][C]12[/C][C]0.361106[/C][C]4.9906[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.087472[/C][C]-1.2089[/C][C]0.1141[/C][/ROW]
[ROW][C]14[/C][C]0.159423[/C][C]2.2033[/C][C]0.014386[/C][/ROW]
[ROW][C]15[/C][C]-0.264703[/C][C]-3.6583[/C][C]0.000164[/C][/ROW]
[ROW][C]16[/C][C]0.048724[/C][C]0.6734[/C][C]0.250758[/C][/ROW]
[ROW][C]17[/C][C]0.020931[/C][C]0.2893[/C][C]0.386342[/C][/ROW]
[ROW][C]18[/C][C]0.07775[/C][C]1.0745[/C][C]0.141972[/C][/ROW]
[ROW][C]19[/C][C]0.017339[/C][C]0.2396[/C][C]0.405437[/C][/ROW]
[ROW][C]20[/C][C]0.152027[/C][C]2.1011[/C][C]0.018474[/C][/ROW]
[ROW][C]21[/C][C]-0.253355[/C][C]-3.5014[/C][C]0.000288[/C][/ROW]
[ROW][C]22[/C][C]0.086075[/C][C]1.1896[/C][C]0.117845[/C][/ROW]
[ROW][C]23[/C][C]-0.13037[/C][C]-1.8018[/C][C]0.03658[/C][/ROW]
[ROW][C]24[/C][C]0.314951[/C][C]4.3527[/C][C]1.1e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.138782[/C][C]-1.918[/C][C]0.028301[/C][/ROW]
[ROW][C]26[/C][C]0.135232[/C][C]1.8689[/C][C]0.031581[/C][/ROW]
[ROW][C]27[/C][C]-0.176351[/C][C]-2.4372[/C][C]0.007858[/C][/ROW]
[ROW][C]28[/C][C]0.027157[/C][C]0.3753[/C][C]0.353922[/C][/ROW]
[ROW][C]29[/C][C]-0.111472[/C][C]-1.5406[/C][C]0.062537[/C][/ROW]
[ROW][C]30[/C][C]0.142302[/C][C]1.9667[/C][C]0.025336[/C][/ROW]
[ROW][C]31[/C][C]-0.117358[/C][C]-1.6219[/C][C]0.053235[/C][/ROW]
[ROW][C]32[/C][C]0.123708[/C][C]1.7097[/C][C]0.044474[/C][/ROW]
[ROW][C]33[/C][C]-0.137857[/C][C]-1.9052[/C][C]0.029127[/C][/ROW]
[ROW][C]34[/C][C]0.110248[/C][C]1.5237[/C][C]0.064624[/C][/ROW]
[ROW][C]35[/C][C]-0.175222[/C][C]-2.4216[/C][C]0.008193[/C][/ROW]
[ROW][C]36[/C][C]0.290663[/C][C]4.017[/C][C]4.2e-05[/C][/ROW]
[ROW][C]37[/C][C]-0.197566[/C][C]-2.7304[/C][C]0.003459[/C][/ROW]
[ROW][C]38[/C][C]0.113674[/C][C]1.571[/C][C]0.058918[/C][/ROW]
[ROW][C]39[/C][C]-0.190228[/C][C]-2.629[/C][C]0.00463[/C][/ROW]
[ROW][C]40[/C][C]0.182752[/C][C]2.5257[/C][C]0.00618[/C][/ROW]
[ROW][C]41[/C][C]-0.105118[/C][C]-1.4528[/C][C]0.073966[/C][/ROW]
[ROW][C]42[/C][C]0.046489[/C][C]0.6425[/C][C]0.260662[/C][/ROW]
[ROW][C]43[/C][C]-0.056637[/C][C]-0.7827[/C][C]0.217376[/C][/ROW]
[ROW][C]44[/C][C]0.069281[/C][C]0.9575[/C][C]0.169767[/C][/ROW]
[ROW][C]45[/C][C]-0.185036[/C][C]-2.5572[/C][C]0.005663[/C][/ROW]
[ROW][C]46[/C][C]0.196443[/C][C]2.7149[/C][C]0.003619[/C][/ROW]
[ROW][C]47[/C][C]-0.211186[/C][C]-2.9187[/C][C]0.001969[/C][/ROW]
[ROW][C]48[/C][C]0.265456[/C][C]3.6687[/C][C]0.000158[/C][/ROW]
[ROW][C]49[/C][C]-0.211513[/C][C]-2.9232[/C][C]0.001942[/C][/ROW]
[ROW][C]50[/C][C]0.110483[/C][C]1.5269[/C][C]0.064219[/C][/ROW]
[ROW][C]51[/C][C]-0.205678[/C][C]-2.8425[/C][C]0.002481[/C][/ROW]
[ROW][C]52[/C][C]0.150639[/C][C]2.0819[/C][C]0.019343[/C][/ROW]
[ROW][C]53[/C][C]0.002457[/C][C]0.034[/C][C]0.486473[/C][/ROW]
[ROW][C]54[/C][C]0.014252[/C][C]0.197[/C][C]0.422029[/C][/ROW]
[ROW][C]55[/C][C]-0.049684[/C][C]-0.6866[/C][C]0.246571[/C][/ROW]
[ROW][C]56[/C][C]-0.009621[/C][C]-0.133[/C][C]0.447183[/C][/ROW]
[ROW][C]57[/C][C]-0.061746[/C][C]-0.8533[/C][C]0.197268[/C][/ROW]
[ROW][C]58[/C][C]0.064014[/C][C]0.8847[/C][C]0.188719[/C][/ROW]
[ROW][C]59[/C][C]-0.107653[/C][C]-1.4878[/C][C]0.069226[/C][/ROW]
[ROW][C]60[/C][C]0.274548[/C][C]3.7943[/C][C]9.9e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33402&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33402&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	-0.289254	-3.9976	4.6e-05
2	0.132078	1.8254	0.034755
3	-0.226959	-3.1366	0.00099
4	0.019413	0.2683	0.394381
5	-0.0354	-0.4892	0.312616
6	0.158978	2.1971	0.014607
7	-0.026905	-0.3718	0.355212
8	0.109677	1.5158	0.065615
9	-0.259882	-3.5916	0.000209
10	0.116187	1.6057	0.054992
11	-0.173875	-2.403	0.008609
12	0.361106	4.9906	1e-06
13	-0.087472	-1.2089	0.1141
14	0.159423	2.2033	0.014386
15	-0.264703	-3.6583	0.000164
16	0.048724	0.6734	0.250758
17	0.020931	0.2893	0.386342
18	0.07775	1.0745	0.141972
19	0.017339	0.2396	0.405437
20	0.152027	2.1011	0.018474
21	-0.253355	-3.5014	0.000288
22	0.086075	1.1896	0.117845
23	-0.13037	-1.8018	0.03658
24	0.314951	4.3527	1.1e-05
25	-0.138782	-1.918	0.028301
26	0.135232	1.8689	0.031581
27	-0.176351	-2.4372	0.007858
28	0.027157	0.3753	0.353922
29	-0.111472	-1.5406	0.062537
30	0.142302	1.9667	0.025336
31	-0.117358	-1.6219	0.053235
32	0.123708	1.7097	0.044474
33	-0.137857	-1.9052	0.029127
34	0.110248	1.5237	0.064624
35	-0.175222	-2.4216	0.008193
36	0.290663	4.017	4.2e-05
37	-0.197566	-2.7304	0.003459
38	0.113674	1.571	0.058918
39	-0.190228	-2.629	0.00463
40	0.182752	2.5257	0.00618
41	-0.105118	-1.4528	0.073966
42	0.046489	0.6425	0.260662
43	-0.056637	-0.7827	0.217376
44	0.069281	0.9575	0.169767
45	-0.185036	-2.5572	0.005663
46	0.196443	2.7149	0.003619
47	-0.211186	-2.9187	0.001969
48	0.265456	3.6687	0.000158
49	-0.211513	-2.9232	0.001942
50	0.110483	1.5269	0.064219
51	-0.205678	-2.8425	0.002481
52	0.150639	2.0819	0.019343
53	0.002457	0.034	0.486473
54	0.014252	0.197	0.422029
55	-0.049684	-0.6866	0.246571
56	-0.009621	-0.133	0.447183
57	-0.061746	-0.8533	0.197268
58	0.064014	0.8847	0.188719
59	-0.107653	-1.4878	0.069226
60	0.274548	3.7943	9.9e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.289254	-3.9976	4.6e-05
2	0.05283	0.7301	0.233103
3	-0.192052	-2.6542	0.00431
4	-0.109133	-1.5082	0.066572
5	-0.037048	-0.512	0.304617
6	0.119621	1.6532	0.049967
7	0.035387	0.4891	0.312679
8	0.103885	1.4357	0.076358
9	-0.178555	-2.4677	0.00724
10	0.01184	0.1636	0.435099
11	-0.103788	-1.4344	0.07655
12	0.249824	3.4526	0.000342
13	0.078458	1.0843	0.139798
14	0.113807	1.5728	0.058705
15	-0.116127	-1.6049	0.055083
16	-0.026225	-0.3624	0.358713
17	0.137448	1.8996	0.029498
18	-0.010022	-0.1385	0.44499
19	0.02459	0.3398	0.367174
20	0.118999	1.6446	0.050848
21	-0.066705	-0.9219	0.178878
22	-0.020943	-0.2894	0.386282
23	0.02089	0.2887	0.38656
24	0.169042	2.3362	0.010259
25	-0.059282	-0.8193	0.206822
26	-0.00192	-0.0265	0.489431
27	-0.005613	-0.0776	0.469125
28	0.009616	0.1329	0.447206
29	-0.089785	-1.2409	0.10809
30	-0.019581	-0.2706	0.393492
31	-0.14343	-1.9822	0.024443
32	-0.055129	-0.7619	0.223529
33	0.020338	0.2811	0.389479
34	0.044208	0.611	0.270973
35	-0.032004	-0.4423	0.329386
36	0.083516	1.1542	0.124928
37	-0.117804	-1.6281	0.052578
38	-0.051222	-0.7079	0.239934
39	-0.052488	-0.7254	0.234549
40	0.123661	1.709	0.044535
41	0.026401	0.3649	0.357804
42	-0.090229	-1.247	0.106964
43	-0.00936	-0.1294	0.448603
44	-0.019475	-0.2692	0.39405
45	-0.041134	-0.5685	0.285186
46	0.07301	1.009	0.157121
47	-0.10047	-1.3885	0.083298
48	0.074234	1.0259	0.15311
49	-0.025369	-0.3506	0.363136
50	-0.021345	-0.295	0.384161
51	-0.052071	-0.7196	0.236313
52	0.019659	0.2717	0.393076
53	0.069423	0.9594	0.169273
54	-0.067574	-0.9339	0.175769
55	0.086559	1.1963	0.116537
56	-0.089334	-1.2346	0.109243
57	0.065745	0.9086	0.182349
58	-0.082362	-1.1383	0.128218
59	-0.028407	-0.3926	0.347529
60	0.043993	0.608	0.271954

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.289254 & -3.9976 & 4.6e-05 \tabularnewline
2 & 0.05283 & 0.7301 & 0.233103 \tabularnewline
3 & -0.192052 & -2.6542 & 0.00431 \tabularnewline
4 & -0.109133 & -1.5082 & 0.066572 \tabularnewline
5 & -0.037048 & -0.512 & 0.304617 \tabularnewline
6 & 0.119621 & 1.6532 & 0.049967 \tabularnewline
7 & 0.035387 & 0.4891 & 0.312679 \tabularnewline
8 & 0.103885 & 1.4357 & 0.076358 \tabularnewline
9 & -0.178555 & -2.4677 & 0.00724 \tabularnewline
10 & 0.01184 & 0.1636 & 0.435099 \tabularnewline
11 & -0.103788 & -1.4344 & 0.07655 \tabularnewline
12 & 0.249824 & 3.4526 & 0.000342 \tabularnewline
13 & 0.078458 & 1.0843 & 0.139798 \tabularnewline
14 & 0.113807 & 1.5728 & 0.058705 \tabularnewline
15 & -0.116127 & -1.6049 & 0.055083 \tabularnewline
16 & -0.026225 & -0.3624 & 0.358713 \tabularnewline
17 & 0.137448 & 1.8996 & 0.029498 \tabularnewline
18 & -0.010022 & -0.1385 & 0.44499 \tabularnewline
19 & 0.02459 & 0.3398 & 0.367174 \tabularnewline
20 & 0.118999 & 1.6446 & 0.050848 \tabularnewline
21 & -0.066705 & -0.9219 & 0.178878 \tabularnewline
22 & -0.020943 & -0.2894 & 0.386282 \tabularnewline
23 & 0.02089 & 0.2887 & 0.38656 \tabularnewline
24 & 0.169042 & 2.3362 & 0.010259 \tabularnewline
25 & -0.059282 & -0.8193 & 0.206822 \tabularnewline
26 & -0.00192 & -0.0265 & 0.489431 \tabularnewline
27 & -0.005613 & -0.0776 & 0.469125 \tabularnewline
28 & 0.009616 & 0.1329 & 0.447206 \tabularnewline
29 & -0.089785 & -1.2409 & 0.10809 \tabularnewline
30 & -0.019581 & -0.2706 & 0.393492 \tabularnewline
31 & -0.14343 & -1.9822 & 0.024443 \tabularnewline
32 & -0.055129 & -0.7619 & 0.223529 \tabularnewline
33 & 0.020338 & 0.2811 & 0.389479 \tabularnewline
34 & 0.044208 & 0.611 & 0.270973 \tabularnewline
35 & -0.032004 & -0.4423 & 0.329386 \tabularnewline
36 & 0.083516 & 1.1542 & 0.124928 \tabularnewline
37 & -0.117804 & -1.6281 & 0.052578 \tabularnewline
38 & -0.051222 & -0.7079 & 0.239934 \tabularnewline
39 & -0.052488 & -0.7254 & 0.234549 \tabularnewline
40 & 0.123661 & 1.709 & 0.044535 \tabularnewline
41 & 0.026401 & 0.3649 & 0.357804 \tabularnewline
42 & -0.090229 & -1.247 & 0.106964 \tabularnewline
43 & -0.00936 & -0.1294 & 0.448603 \tabularnewline
44 & -0.019475 & -0.2692 & 0.39405 \tabularnewline
45 & -0.041134 & -0.5685 & 0.285186 \tabularnewline
46 & 0.07301 & 1.009 & 0.157121 \tabularnewline
47 & -0.10047 & -1.3885 & 0.083298 \tabularnewline
48 & 0.074234 & 1.0259 & 0.15311 \tabularnewline
49 & -0.025369 & -0.3506 & 0.363136 \tabularnewline
50 & -0.021345 & -0.295 & 0.384161 \tabularnewline
51 & -0.052071 & -0.7196 & 0.236313 \tabularnewline
52 & 0.019659 & 0.2717 & 0.393076 \tabularnewline
53 & 0.069423 & 0.9594 & 0.169273 \tabularnewline
54 & -0.067574 & -0.9339 & 0.175769 \tabularnewline
55 & 0.086559 & 1.1963 & 0.116537 \tabularnewline
56 & -0.089334 & -1.2346 & 0.109243 \tabularnewline
57 & 0.065745 & 0.9086 & 0.182349 \tabularnewline
58 & -0.082362 & -1.1383 & 0.128218 \tabularnewline
59 & -0.028407 & -0.3926 & 0.347529 \tabularnewline
60 & 0.043993 & 0.608 & 0.271954 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33402&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]-0.289254[/C][C]-3.9976[/C][C]4.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.05283[/C][C]0.7301[/C][C]0.233103[/C][/ROW]
[ROW][C]3[/C][C]-0.192052[/C][C]-2.6542[/C][C]0.00431[/C][/ROW]
[ROW][C]4[/C][C]-0.109133[/C][C]-1.5082[/C][C]0.066572[/C][/ROW]
[ROW][C]5[/C][C]-0.037048[/C][C]-0.512[/C][C]0.304617[/C][/ROW]
[ROW][C]6[/C][C]0.119621[/C][C]1.6532[/C][C]0.049967[/C][/ROW]
[ROW][C]7[/C][C]0.035387[/C][C]0.4891[/C][C]0.312679[/C][/ROW]
[ROW][C]8[/C][C]0.103885[/C][C]1.4357[/C][C]0.076358[/C][/ROW]
[ROW][C]9[/C][C]-0.178555[/C][C]-2.4677[/C][C]0.00724[/C][/ROW]
[ROW][C]10[/C][C]0.01184[/C][C]0.1636[/C][C]0.435099[/C][/ROW]
[ROW][C]11[/C][C]-0.103788[/C][C]-1.4344[/C][C]0.07655[/C][/ROW]
[ROW][C]12[/C][C]0.249824[/C][C]3.4526[/C][C]0.000342[/C][/ROW]
[ROW][C]13[/C][C]0.078458[/C][C]1.0843[/C][C]0.139798[/C][/ROW]
[ROW][C]14[/C][C]0.113807[/C][C]1.5728[/C][C]0.058705[/C][/ROW]
[ROW][C]15[/C][C]-0.116127[/C][C]-1.6049[/C][C]0.055083[/C][/ROW]
[ROW][C]16[/C][C]-0.026225[/C][C]-0.3624[/C][C]0.358713[/C][/ROW]
[ROW][C]17[/C][C]0.137448[/C][C]1.8996[/C][C]0.029498[/C][/ROW]
[ROW][C]18[/C][C]-0.010022[/C][C]-0.1385[/C][C]0.44499[/C][/ROW]
[ROW][C]19[/C][C]0.02459[/C][C]0.3398[/C][C]0.367174[/C][/ROW]
[ROW][C]20[/C][C]0.118999[/C][C]1.6446[/C][C]0.050848[/C][/ROW]
[ROW][C]21[/C][C]-0.066705[/C][C]-0.9219[/C][C]0.178878[/C][/ROW]
[ROW][C]22[/C][C]-0.020943[/C][C]-0.2894[/C][C]0.386282[/C][/ROW]
[ROW][C]23[/C][C]0.02089[/C][C]0.2887[/C][C]0.38656[/C][/ROW]
[ROW][C]24[/C][C]0.169042[/C][C]2.3362[/C][C]0.010259[/C][/ROW]
[ROW][C]25[/C][C]-0.059282[/C][C]-0.8193[/C][C]0.206822[/C][/ROW]
[ROW][C]26[/C][C]-0.00192[/C][C]-0.0265[/C][C]0.489431[/C][/ROW]
[ROW][C]27[/C][C]-0.005613[/C][C]-0.0776[/C][C]0.469125[/C][/ROW]
[ROW][C]28[/C][C]0.009616[/C][C]0.1329[/C][C]0.447206[/C][/ROW]
[ROW][C]29[/C][C]-0.089785[/C][C]-1.2409[/C][C]0.10809[/C][/ROW]
[ROW][C]30[/C][C]-0.019581[/C][C]-0.2706[/C][C]0.393492[/C][/ROW]
[ROW][C]31[/C][C]-0.14343[/C][C]-1.9822[/C][C]0.024443[/C][/ROW]
[ROW][C]32[/C][C]-0.055129[/C][C]-0.7619[/C][C]0.223529[/C][/ROW]
[ROW][C]33[/C][C]0.020338[/C][C]0.2811[/C][C]0.389479[/C][/ROW]
[ROW][C]34[/C][C]0.044208[/C][C]0.611[/C][C]0.270973[/C][/ROW]
[ROW][C]35[/C][C]-0.032004[/C][C]-0.4423[/C][C]0.329386[/C][/ROW]
[ROW][C]36[/C][C]0.083516[/C][C]1.1542[/C][C]0.124928[/C][/ROW]
[ROW][C]37[/C][C]-0.117804[/C][C]-1.6281[/C][C]0.052578[/C][/ROW]
[ROW][C]38[/C][C]-0.051222[/C][C]-0.7079[/C][C]0.239934[/C][/ROW]
[ROW][C]39[/C][C]-0.052488[/C][C]-0.7254[/C][C]0.234549[/C][/ROW]
[ROW][C]40[/C][C]0.123661[/C][C]1.709[/C][C]0.044535[/C][/ROW]
[ROW][C]41[/C][C]0.026401[/C][C]0.3649[/C][C]0.357804[/C][/ROW]
[ROW][C]42[/C][C]-0.090229[/C][C]-1.247[/C][C]0.106964[/C][/ROW]
[ROW][C]43[/C][C]-0.00936[/C][C]-0.1294[/C][C]0.448603[/C][/ROW]
[ROW][C]44[/C][C]-0.019475[/C][C]-0.2692[/C][C]0.39405[/C][/ROW]
[ROW][C]45[/C][C]-0.041134[/C][C]-0.5685[/C][C]0.285186[/C][/ROW]
[ROW][C]46[/C][C]0.07301[/C][C]1.009[/C][C]0.157121[/C][/ROW]
[ROW][C]47[/C][C]-0.10047[/C][C]-1.3885[/C][C]0.083298[/C][/ROW]
[ROW][C]48[/C][C]0.074234[/C][C]1.0259[/C][C]0.15311[/C][/ROW]
[ROW][C]49[/C][C]-0.025369[/C][C]-0.3506[/C][C]0.363136[/C][/ROW]
[ROW][C]50[/C][C]-0.021345[/C][C]-0.295[/C][C]0.384161[/C][/ROW]
[ROW][C]51[/C][C]-0.052071[/C][C]-0.7196[/C][C]0.236313[/C][/ROW]
[ROW][C]52[/C][C]0.019659[/C][C]0.2717[/C][C]0.393076[/C][/ROW]
[ROW][C]53[/C][C]0.069423[/C][C]0.9594[/C][C]0.169273[/C][/ROW]
[ROW][C]54[/C][C]-0.067574[/C][C]-0.9339[/C][C]0.175769[/C][/ROW]
[ROW][C]55[/C][C]0.086559[/C][C]1.1963[/C][C]0.116537[/C][/ROW]
[ROW][C]56[/C][C]-0.089334[/C][C]-1.2346[/C][C]0.109243[/C][/ROW]
[ROW][C]57[/C][C]0.065745[/C][C]0.9086[/C][C]0.182349[/C][/ROW]
[ROW][C]58[/C][C]-0.082362[/C][C]-1.1383[/C][C]0.128218[/C][/ROW]
[ROW][C]59[/C][C]-0.028407[/C][C]-0.3926[/C][C]0.347529[/C][/ROW]
[ROW][C]60[/C][C]0.043993[/C][C]0.608[/C][C]0.271954[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33402&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33402&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	-0.289254	-3.9976	4.6e-05
2	0.05283	0.7301	0.233103
3	-0.192052	-2.6542	0.00431
4	-0.109133	-1.5082	0.066572
5	-0.037048	-0.512	0.304617
6	0.119621	1.6532	0.049967
7	0.035387	0.4891	0.312679
8	0.103885	1.4357	0.076358
9	-0.178555	-2.4677	0.00724
10	0.01184	0.1636	0.435099
11	-0.103788	-1.4344	0.07655
12	0.249824	3.4526	0.000342
13	0.078458	1.0843	0.139798
14	0.113807	1.5728	0.058705
15	-0.116127	-1.6049	0.055083
16	-0.026225	-0.3624	0.358713
17	0.137448	1.8996	0.029498
18	-0.010022	-0.1385	0.44499
19	0.02459	0.3398	0.367174
20	0.118999	1.6446	0.050848
21	-0.066705	-0.9219	0.178878
22	-0.020943	-0.2894	0.386282
23	0.02089	0.2887	0.38656
24	0.169042	2.3362	0.010259
25	-0.059282	-0.8193	0.206822
26	-0.00192	-0.0265	0.489431
27	-0.005613	-0.0776	0.469125
28	0.009616	0.1329	0.447206
29	-0.089785	-1.2409	0.10809
30	-0.019581	-0.2706	0.393492
31	-0.14343	-1.9822	0.024443
32	-0.055129	-0.7619	0.223529
33	0.020338	0.2811	0.389479
34	0.044208	0.611	0.270973
35	-0.032004	-0.4423	0.329386
36	0.083516	1.1542	0.124928
37	-0.117804	-1.6281	0.052578
38	-0.051222	-0.7079	0.239934
39	-0.052488	-0.7254	0.234549
40	0.123661	1.709	0.044535
41	0.026401	0.3649	0.357804
42	-0.090229	-1.247	0.106964
43	-0.00936	-0.1294	0.448603
44	-0.019475	-0.2692	0.39405
45	-0.041134	-0.5685	0.285186
46	0.07301	1.009	0.157121
47	-0.10047	-1.3885	0.083298
48	0.074234	1.0259	0.15311
49	-0.025369	-0.3506	0.363136
50	-0.021345	-0.295	0.384161
51	-0.052071	-0.7196	0.236313
52	0.019659	0.2717	0.393076
53	0.069423	0.9594	0.169273
54	-0.067574	-0.9339	0.175769
55	0.086559	1.1963	0.116537
56	-0.089334	-1.2346	0.109243
57	0.065745	0.9086	0.182349
58	-0.082362	-1.1383	0.128218
59	-0.028407	-0.3926	0.347529
60	0.043993	0.608	0.271954

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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