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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 15 Dec 2008 15:44:07 -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/15/t1229381101iq25fdux2xl23xe.htm/, Retrieved Wed, 15 May 2024 08:16:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33846, Retrieved Wed, 15 May 2024 08:16:15 +0000

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User-defined keywords

Estimated Impact

236

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

-     [Standard Deviation-Mean Plot] [SMP prof bach] [2008-12-15 22:25:20] [bc937651ef42bf891200cf0e0edc7238]
- RM    [Variance Reduction Matrix] [VRM prof bach] [2008-12-15 22:31:00] [bc937651ef42bf891200cf0e0edc7238]
- RMP     [(Partial) Autocorrelation Function] [ARIMA Prof bach A...] [2008-12-15 22:38:57] [bc937651ef42bf891200cf0e0edc7238]
-   P       [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:41:53] [bc937651ef42bf891200cf0e0edc7238]
-   P           [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:44:07] [21d7d81e7693ad6dde5aadefb1046611] [Current]
-   P             [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:46:08] [bc937651ef42bf891200cf0e0edc7238] 

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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=33846&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=33846&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33846&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	0.388352	4.2186	2.4e-05
2	-0.172981	-1.879	0.031352
3	-0.306243	-3.3267	0.000586
4	-0.235136	-2.5542	0.005958
5	-0.103389	-1.1231	0.131839
6	-0.14946	-1.6235	0.05357
7	-0.081076	-0.8807	0.190132
8	-0.199735	-2.1697	0.016018
9	-0.267245	-2.903	0.002206
10	-0.123256	-1.3389	0.091588
11	0.389823	4.2346	2.3e-05
12	0.878778	9.546	0
13	0.324628	3.5264	3e-04
14	-0.164192	-1.7836	0.038531
15	-0.267881	-2.9099	0.002161
16	-0.232941	-2.5304	0.006355
17	-0.099689	-1.0829	0.140531
18	-0.126393	-1.373	0.086181
19	-0.075911	-0.8246	0.205631
20	-0.182387	-1.9812	0.024946
21	-0.233268	-2.5339	0.006295
22	-0.085111	-0.9245	0.178546
23	0.368272	4.0005	5.5e-05
24	0.762245	8.2801	0
25	0.265626	2.8854	0.002324
26	-0.157734	-1.7134	0.04463
27	-0.236569	-2.5698	0.00571
28	-0.205948	-2.2372	0.013577
29	-0.092221	-1.0018	0.159251
30	-0.120116	-1.3048	0.097251
31	-0.067897	-0.7375	0.231127
32	-0.159492	-1.7325	0.042896
33	-0.202796	-2.2029	0.014771
34	-0.05514	-0.599	0.275169
35	0.35005	3.8025	0.000114
36	0.66337	7.206	0
37	0.209172	2.2722	0.012443
38	-0.171796	-1.8662	0.032249
39	-0.216438	-2.3511	0.010188
40	-0.185535	-2.0154	0.023066
41	-0.077369	-0.8404	0.20118
42	-0.090669	-0.9849	0.163339
43	-0.047975	-0.5211	0.301622
44	-0.143962	-1.5638	0.060268
45	-0.175117	-1.9023	0.029788
46	-0.034643	-0.3763	0.353677
47	0.312856	3.3985	0.000462
48	0.555165	6.0306	0
49	0.163942	1.7809	0.038754
50	-0.160288	-1.7412	0.04213
51	-0.185538	-2.0155	0.023064
52	-0.159414	-1.7317	0.042972
53	-0.069559	-0.7556	0.225696
54	-0.067879	-0.7374	0.231184
55	-0.02946	-0.32	0.37476
56	-0.115154	-1.2509	0.106725
57	-0.1502	-1.6316	0.052715
58	-0.033825	-0.3674	0.356976
59	0.267197	2.9025	0.002209
60	0.463804	5.0382	1e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.388352 & 4.2186 & 2.4e-05 \tabularnewline
2 & -0.172981 & -1.879 & 0.031352 \tabularnewline
3 & -0.306243 & -3.3267 & 0.000586 \tabularnewline
4 & -0.235136 & -2.5542 & 0.005958 \tabularnewline
5 & -0.103389 & -1.1231 & 0.131839 \tabularnewline
6 & -0.14946 & -1.6235 & 0.05357 \tabularnewline
7 & -0.081076 & -0.8807 & 0.190132 \tabularnewline
8 & -0.199735 & -2.1697 & 0.016018 \tabularnewline
9 & -0.267245 & -2.903 & 0.002206 \tabularnewline
10 & -0.123256 & -1.3389 & 0.091588 \tabularnewline
11 & 0.389823 & 4.2346 & 2.3e-05 \tabularnewline
12 & 0.878778 & 9.546 & 0 \tabularnewline
13 & 0.324628 & 3.5264 & 3e-04 \tabularnewline
14 & -0.164192 & -1.7836 & 0.038531 \tabularnewline
15 & -0.267881 & -2.9099 & 0.002161 \tabularnewline
16 & -0.232941 & -2.5304 & 0.006355 \tabularnewline
17 & -0.099689 & -1.0829 & 0.140531 \tabularnewline
18 & -0.126393 & -1.373 & 0.086181 \tabularnewline
19 & -0.075911 & -0.8246 & 0.205631 \tabularnewline
20 & -0.182387 & -1.9812 & 0.024946 \tabularnewline
21 & -0.233268 & -2.5339 & 0.006295 \tabularnewline
22 & -0.085111 & -0.9245 & 0.178546 \tabularnewline
23 & 0.368272 & 4.0005 & 5.5e-05 \tabularnewline
24 & 0.762245 & 8.2801 & 0 \tabularnewline
25 & 0.265626 & 2.8854 & 0.002324 \tabularnewline
26 & -0.157734 & -1.7134 & 0.04463 \tabularnewline
27 & -0.236569 & -2.5698 & 0.00571 \tabularnewline
28 & -0.205948 & -2.2372 & 0.013577 \tabularnewline
29 & -0.092221 & -1.0018 & 0.159251 \tabularnewline
30 & -0.120116 & -1.3048 & 0.097251 \tabularnewline
31 & -0.067897 & -0.7375 & 0.231127 \tabularnewline
32 & -0.159492 & -1.7325 & 0.042896 \tabularnewline
33 & -0.202796 & -2.2029 & 0.014771 \tabularnewline
34 & -0.05514 & -0.599 & 0.275169 \tabularnewline
35 & 0.35005 & 3.8025 & 0.000114 \tabularnewline
36 & 0.66337 & 7.206 & 0 \tabularnewline
37 & 0.209172 & 2.2722 & 0.012443 \tabularnewline
38 & -0.171796 & -1.8662 & 0.032249 \tabularnewline
39 & -0.216438 & -2.3511 & 0.010188 \tabularnewline
40 & -0.185535 & -2.0154 & 0.023066 \tabularnewline
41 & -0.077369 & -0.8404 & 0.20118 \tabularnewline
42 & -0.090669 & -0.9849 & 0.163339 \tabularnewline
43 & -0.047975 & -0.5211 & 0.301622 \tabularnewline
44 & -0.143962 & -1.5638 & 0.060268 \tabularnewline
45 & -0.175117 & -1.9023 & 0.029788 \tabularnewline
46 & -0.034643 & -0.3763 & 0.353677 \tabularnewline
47 & 0.312856 & 3.3985 & 0.000462 \tabularnewline
48 & 0.555165 & 6.0306 & 0 \tabularnewline
49 & 0.163942 & 1.7809 & 0.038754 \tabularnewline
50 & -0.160288 & -1.7412 & 0.04213 \tabularnewline
51 & -0.185538 & -2.0155 & 0.023064 \tabularnewline
52 & -0.159414 & -1.7317 & 0.042972 \tabularnewline
53 & -0.069559 & -0.7556 & 0.225696 \tabularnewline
54 & -0.067879 & -0.7374 & 0.231184 \tabularnewline
55 & -0.02946 & -0.32 & 0.37476 \tabularnewline
56 & -0.115154 & -1.2509 & 0.106725 \tabularnewline
57 & -0.1502 & -1.6316 & 0.052715 \tabularnewline
58 & -0.033825 & -0.3674 & 0.356976 \tabularnewline
59 & 0.267197 & 2.9025 & 0.002209 \tabularnewline
60 & 0.463804 & 5.0382 & 1e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33846&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]0.388352[/C][C]4.2186[/C][C]2.4e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.172981[/C][C]-1.879[/C][C]0.031352[/C][/ROW]
[ROW][C]3[/C][C]-0.306243[/C][C]-3.3267[/C][C]0.000586[/C][/ROW]
[ROW][C]4[/C][C]-0.235136[/C][C]-2.5542[/C][C]0.005958[/C][/ROW]
[ROW][C]5[/C][C]-0.103389[/C][C]-1.1231[/C][C]0.131839[/C][/ROW]
[ROW][C]6[/C][C]-0.14946[/C][C]-1.6235[/C][C]0.05357[/C][/ROW]
[ROW][C]7[/C][C]-0.081076[/C][C]-0.8807[/C][C]0.190132[/C][/ROW]
[ROW][C]8[/C][C]-0.199735[/C][C]-2.1697[/C][C]0.016018[/C][/ROW]
[ROW][C]9[/C][C]-0.267245[/C][C]-2.903[/C][C]0.002206[/C][/ROW]
[ROW][C]10[/C][C]-0.123256[/C][C]-1.3389[/C][C]0.091588[/C][/ROW]
[ROW][C]11[/C][C]0.389823[/C][C]4.2346[/C][C]2.3e-05[/C][/ROW]
[ROW][C]12[/C][C]0.878778[/C][C]9.546[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.324628[/C][C]3.5264[/C][C]3e-04[/C][/ROW]
[ROW][C]14[/C][C]-0.164192[/C][C]-1.7836[/C][C]0.038531[/C][/ROW]
[ROW][C]15[/C][C]-0.267881[/C][C]-2.9099[/C][C]0.002161[/C][/ROW]
[ROW][C]16[/C][C]-0.232941[/C][C]-2.5304[/C][C]0.006355[/C][/ROW]
[ROW][C]17[/C][C]-0.099689[/C][C]-1.0829[/C][C]0.140531[/C][/ROW]
[ROW][C]18[/C][C]-0.126393[/C][C]-1.373[/C][C]0.086181[/C][/ROW]
[ROW][C]19[/C][C]-0.075911[/C][C]-0.8246[/C][C]0.205631[/C][/ROW]
[ROW][C]20[/C][C]-0.182387[/C][C]-1.9812[/C][C]0.024946[/C][/ROW]
[ROW][C]21[/C][C]-0.233268[/C][C]-2.5339[/C][C]0.006295[/C][/ROW]
[ROW][C]22[/C][C]-0.085111[/C][C]-0.9245[/C][C]0.178546[/C][/ROW]
[ROW][C]23[/C][C]0.368272[/C][C]4.0005[/C][C]5.5e-05[/C][/ROW]
[ROW][C]24[/C][C]0.762245[/C][C]8.2801[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.265626[/C][C]2.8854[/C][C]0.002324[/C][/ROW]
[ROW][C]26[/C][C]-0.157734[/C][C]-1.7134[/C][C]0.04463[/C][/ROW]
[ROW][C]27[/C][C]-0.236569[/C][C]-2.5698[/C][C]0.00571[/C][/ROW]
[ROW][C]28[/C][C]-0.205948[/C][C]-2.2372[/C][C]0.013577[/C][/ROW]
[ROW][C]29[/C][C]-0.092221[/C][C]-1.0018[/C][C]0.159251[/C][/ROW]
[ROW][C]30[/C][C]-0.120116[/C][C]-1.3048[/C][C]0.097251[/C][/ROW]
[ROW][C]31[/C][C]-0.067897[/C][C]-0.7375[/C][C]0.231127[/C][/ROW]
[ROW][C]32[/C][C]-0.159492[/C][C]-1.7325[/C][C]0.042896[/C][/ROW]
[ROW][C]33[/C][C]-0.202796[/C][C]-2.2029[/C][C]0.014771[/C][/ROW]
[ROW][C]34[/C][C]-0.05514[/C][C]-0.599[/C][C]0.275169[/C][/ROW]
[ROW][C]35[/C][C]0.35005[/C][C]3.8025[/C][C]0.000114[/C][/ROW]
[ROW][C]36[/C][C]0.66337[/C][C]7.206[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.209172[/C][C]2.2722[/C][C]0.012443[/C][/ROW]
[ROW][C]38[/C][C]-0.171796[/C][C]-1.8662[/C][C]0.032249[/C][/ROW]
[ROW][C]39[/C][C]-0.216438[/C][C]-2.3511[/C][C]0.010188[/C][/ROW]
[ROW][C]40[/C][C]-0.185535[/C][C]-2.0154[/C][C]0.023066[/C][/ROW]
[ROW][C]41[/C][C]-0.077369[/C][C]-0.8404[/C][C]0.20118[/C][/ROW]
[ROW][C]42[/C][C]-0.090669[/C][C]-0.9849[/C][C]0.163339[/C][/ROW]
[ROW][C]43[/C][C]-0.047975[/C][C]-0.5211[/C][C]0.301622[/C][/ROW]
[ROW][C]44[/C][C]-0.143962[/C][C]-1.5638[/C][C]0.060268[/C][/ROW]
[ROW][C]45[/C][C]-0.175117[/C][C]-1.9023[/C][C]0.029788[/C][/ROW]
[ROW][C]46[/C][C]-0.034643[/C][C]-0.3763[/C][C]0.353677[/C][/ROW]
[ROW][C]47[/C][C]0.312856[/C][C]3.3985[/C][C]0.000462[/C][/ROW]
[ROW][C]48[/C][C]0.555165[/C][C]6.0306[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.163942[/C][C]1.7809[/C][C]0.038754[/C][/ROW]
[ROW][C]50[/C][C]-0.160288[/C][C]-1.7412[/C][C]0.04213[/C][/ROW]
[ROW][C]51[/C][C]-0.185538[/C][C]-2.0155[/C][C]0.023064[/C][/ROW]
[ROW][C]52[/C][C]-0.159414[/C][C]-1.7317[/C][C]0.042972[/C][/ROW]
[ROW][C]53[/C][C]-0.069559[/C][C]-0.7556[/C][C]0.225696[/C][/ROW]
[ROW][C]54[/C][C]-0.067879[/C][C]-0.7374[/C][C]0.231184[/C][/ROW]
[ROW][C]55[/C][C]-0.02946[/C][C]-0.32[/C][C]0.37476[/C][/ROW]
[ROW][C]56[/C][C]-0.115154[/C][C]-1.2509[/C][C]0.106725[/C][/ROW]
[ROW][C]57[/C][C]-0.1502[/C][C]-1.6316[/C][C]0.052715[/C][/ROW]
[ROW][C]58[/C][C]-0.033825[/C][C]-0.3674[/C][C]0.356976[/C][/ROW]
[ROW][C]59[/C][C]0.267197[/C][C]2.9025[/C][C]0.002209[/C][/ROW]
[ROW][C]60[/C][C]0.463804[/C][C]5.0382[/C][C]1e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33846&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33846&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	0.388352	4.2186	2.4e-05
2	-0.172981	-1.879	0.031352
3	-0.306243	-3.3267	0.000586
4	-0.235136	-2.5542	0.005958
5	-0.103389	-1.1231	0.131839
6	-0.14946	-1.6235	0.05357
7	-0.081076	-0.8807	0.190132
8	-0.199735	-2.1697	0.016018
9	-0.267245	-2.903	0.002206
10	-0.123256	-1.3389	0.091588
11	0.389823	4.2346	2.3e-05
12	0.878778	9.546	0
13	0.324628	3.5264	3e-04
14	-0.164192	-1.7836	0.038531
15	-0.267881	-2.9099	0.002161
16	-0.232941	-2.5304	0.006355
17	-0.099689	-1.0829	0.140531
18	-0.126393	-1.373	0.086181
19	-0.075911	-0.8246	0.205631
20	-0.182387	-1.9812	0.024946
21	-0.233268	-2.5339	0.006295
22	-0.085111	-0.9245	0.178546
23	0.368272	4.0005	5.5e-05
24	0.762245	8.2801	0
25	0.265626	2.8854	0.002324
26	-0.157734	-1.7134	0.04463
27	-0.236569	-2.5698	0.00571
28	-0.205948	-2.2372	0.013577
29	-0.092221	-1.0018	0.159251
30	-0.120116	-1.3048	0.097251
31	-0.067897	-0.7375	0.231127
32	-0.159492	-1.7325	0.042896
33	-0.202796	-2.2029	0.014771
34	-0.05514	-0.599	0.275169
35	0.35005	3.8025	0.000114
36	0.66337	7.206	0
37	0.209172	2.2722	0.012443
38	-0.171796	-1.8662	0.032249
39	-0.216438	-2.3511	0.010188
40	-0.185535	-2.0154	0.023066
41	-0.077369	-0.8404	0.20118
42	-0.090669	-0.9849	0.163339
43	-0.047975	-0.5211	0.301622
44	-0.143962	-1.5638	0.060268
45	-0.175117	-1.9023	0.029788
46	-0.034643	-0.3763	0.353677
47	0.312856	3.3985	0.000462
48	0.555165	6.0306	0
49	0.163942	1.7809	0.038754
50	-0.160288	-1.7412	0.04213
51	-0.185538	-2.0155	0.023064
52	-0.159414	-1.7317	0.042972
53	-0.069559	-0.7556	0.225696
54	-0.067879	-0.7374	0.231184
55	-0.02946	-0.32	0.37476
56	-0.115154	-1.2509	0.106725
57	-0.1502	-1.6316	0.052715
58	-0.033825	-0.3674	0.356976
59	0.267197	2.9025	0.002209
60	0.463804	5.0382	1e-06

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.388352	4.2186	2.4e-05
2	-0.381306	-4.142	3.2e-05
3	-0.090076	-0.9785	0.164921
4	-0.144471	-1.5694	0.059622
5	-0.073816	-0.8018	0.212126
6	-0.276727	-3.006	0.001617
7	-0.02621	-0.2847	0.388181
8	-0.468295	-5.087	1e-06
9	-0.364252	-3.9568	6.5e-05
10	-0.557935	-6.0607	0
11	0.078723	0.8551	0.197101
12	0.608783	6.6131	0
13	-0.258729	-2.8105	0.002896
14	0.198107	2.152	0.016717
15	0.139577	1.5162	0.066073
16	0.00664	0.0721	0.471313
17	0.19785	2.1492	0.01683
18	0.120147	1.3051	0.097194
19	0.010641	0.1156	0.454087
20	0.118511	1.2874	0.100243
21	0.105988	1.1513	0.125963
22	-0.002409	-0.0262	0.489586
23	0.02404	0.2611	0.397219
24	0.010193	0.1107	0.45601
25	-0.054391	-0.5908	0.277878
26	-0.053737	-0.5837	0.280259
27	-0.037524	-0.4076	0.342146
28	0.016205	0.176	0.430287
29	-0.123251	-1.3389	0.091596
30	-0.08342	-0.9062	0.183345
31	0.023425	0.2545	0.399793
32	-0.100468	-1.0914	0.138669
33	-0.035411	-0.3847	0.350589
34	0.005943	0.0646	0.474316
35	-0.02592	-0.2816	0.389387
36	-0.010074	-0.1094	0.456522
37	0.014585	0.1584	0.437192
38	-0.127345	-1.3833	0.084588
39	-0.00469	-0.0509	0.479727
40	-0.093565	-1.0164	0.155765
41	-0.024518	-0.2663	0.395224
42	0.009517	0.1034	0.458916
43	-0.03876	-0.421	0.337243
44	-0.05541	-0.6019	0.274194
45	0.072801	0.7908	0.215317
46	-0.098727	-1.0724	0.142854
47	-0.036891	-0.4007	0.344667
48	-0.092727	-1.0073	0.157933
49	-0.013064	-0.1419	0.443695
50	-0.029232	-0.3175	0.375695
51	0.004129	0.0449	0.48215
52	-0.025958	-0.282	0.389227
53	-0.030164	-0.3277	0.371873
54	-0.034353	-0.3732	0.354846
55	0.064348	0.699	0.242964
56	0.053072	0.5765	0.282686
57	-0.009974	-0.1083	0.456952
58	0.016401	0.1782	0.429452
59	0.04392	0.4771	0.317089
60	-0.027314	-0.2967	0.383608

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.388352 & 4.2186 & 2.4e-05 \tabularnewline
2 & -0.381306 & -4.142 & 3.2e-05 \tabularnewline
3 & -0.090076 & -0.9785 & 0.164921 \tabularnewline
4 & -0.144471 & -1.5694 & 0.059622 \tabularnewline
5 & -0.073816 & -0.8018 & 0.212126 \tabularnewline
6 & -0.276727 & -3.006 & 0.001617 \tabularnewline
7 & -0.02621 & -0.2847 & 0.388181 \tabularnewline
8 & -0.468295 & -5.087 & 1e-06 \tabularnewline
9 & -0.364252 & -3.9568 & 6.5e-05 \tabularnewline
10 & -0.557935 & -6.0607 & 0 \tabularnewline
11 & 0.078723 & 0.8551 & 0.197101 \tabularnewline
12 & 0.608783 & 6.6131 & 0 \tabularnewline
13 & -0.258729 & -2.8105 & 0.002896 \tabularnewline
14 & 0.198107 & 2.152 & 0.016717 \tabularnewline
15 & 0.139577 & 1.5162 & 0.066073 \tabularnewline
16 & 0.00664 & 0.0721 & 0.471313 \tabularnewline
17 & 0.19785 & 2.1492 & 0.01683 \tabularnewline
18 & 0.120147 & 1.3051 & 0.097194 \tabularnewline
19 & 0.010641 & 0.1156 & 0.454087 \tabularnewline
20 & 0.118511 & 1.2874 & 0.100243 \tabularnewline
21 & 0.105988 & 1.1513 & 0.125963 \tabularnewline
22 & -0.002409 & -0.0262 & 0.489586 \tabularnewline
23 & 0.02404 & 0.2611 & 0.397219 \tabularnewline
24 & 0.010193 & 0.1107 & 0.45601 \tabularnewline
25 & -0.054391 & -0.5908 & 0.277878 \tabularnewline
26 & -0.053737 & -0.5837 & 0.280259 \tabularnewline
27 & -0.037524 & -0.4076 & 0.342146 \tabularnewline
28 & 0.016205 & 0.176 & 0.430287 \tabularnewline
29 & -0.123251 & -1.3389 & 0.091596 \tabularnewline
30 & -0.08342 & -0.9062 & 0.183345 \tabularnewline
31 & 0.023425 & 0.2545 & 0.399793 \tabularnewline
32 & -0.100468 & -1.0914 & 0.138669 \tabularnewline
33 & -0.035411 & -0.3847 & 0.350589 \tabularnewline
34 & 0.005943 & 0.0646 & 0.474316 \tabularnewline
35 & -0.02592 & -0.2816 & 0.389387 \tabularnewline
36 & -0.010074 & -0.1094 & 0.456522 \tabularnewline
37 & 0.014585 & 0.1584 & 0.437192 \tabularnewline
38 & -0.127345 & -1.3833 & 0.084588 \tabularnewline
39 & -0.00469 & -0.0509 & 0.479727 \tabularnewline
40 & -0.093565 & -1.0164 & 0.155765 \tabularnewline
41 & -0.024518 & -0.2663 & 0.395224 \tabularnewline
42 & 0.009517 & 0.1034 & 0.458916 \tabularnewline
43 & -0.03876 & -0.421 & 0.337243 \tabularnewline
44 & -0.05541 & -0.6019 & 0.274194 \tabularnewline
45 & 0.072801 & 0.7908 & 0.215317 \tabularnewline
46 & -0.098727 & -1.0724 & 0.142854 \tabularnewline
47 & -0.036891 & -0.4007 & 0.344667 \tabularnewline
48 & -0.092727 & -1.0073 & 0.157933 \tabularnewline
49 & -0.013064 & -0.1419 & 0.443695 \tabularnewline
50 & -0.029232 & -0.3175 & 0.375695 \tabularnewline
51 & 0.004129 & 0.0449 & 0.48215 \tabularnewline
52 & -0.025958 & -0.282 & 0.389227 \tabularnewline
53 & -0.030164 & -0.3277 & 0.371873 \tabularnewline
54 & -0.034353 & -0.3732 & 0.354846 \tabularnewline
55 & 0.064348 & 0.699 & 0.242964 \tabularnewline
56 & 0.053072 & 0.5765 & 0.282686 \tabularnewline
57 & -0.009974 & -0.1083 & 0.456952 \tabularnewline
58 & 0.016401 & 0.1782 & 0.429452 \tabularnewline
59 & 0.04392 & 0.4771 & 0.317089 \tabularnewline
60 & -0.027314 & -0.2967 & 0.383608 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33846&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]0.388352[/C][C]4.2186[/C][C]2.4e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.381306[/C][C]-4.142[/C][C]3.2e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.090076[/C][C]-0.9785[/C][C]0.164921[/C][/ROW]
[ROW][C]4[/C][C]-0.144471[/C][C]-1.5694[/C][C]0.059622[/C][/ROW]
[ROW][C]5[/C][C]-0.073816[/C][C]-0.8018[/C][C]0.212126[/C][/ROW]
[ROW][C]6[/C][C]-0.276727[/C][C]-3.006[/C][C]0.001617[/C][/ROW]
[ROW][C]7[/C][C]-0.02621[/C][C]-0.2847[/C][C]0.388181[/C][/ROW]
[ROW][C]8[/C][C]-0.468295[/C][C]-5.087[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]-0.364252[/C][C]-3.9568[/C][C]6.5e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.557935[/C][C]-6.0607[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.078723[/C][C]0.8551[/C][C]0.197101[/C][/ROW]
[ROW][C]12[/C][C]0.608783[/C][C]6.6131[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.258729[/C][C]-2.8105[/C][C]0.002896[/C][/ROW]
[ROW][C]14[/C][C]0.198107[/C][C]2.152[/C][C]0.016717[/C][/ROW]
[ROW][C]15[/C][C]0.139577[/C][C]1.5162[/C][C]0.066073[/C][/ROW]
[ROW][C]16[/C][C]0.00664[/C][C]0.0721[/C][C]0.471313[/C][/ROW]
[ROW][C]17[/C][C]0.19785[/C][C]2.1492[/C][C]0.01683[/C][/ROW]
[ROW][C]18[/C][C]0.120147[/C][C]1.3051[/C][C]0.097194[/C][/ROW]
[ROW][C]19[/C][C]0.010641[/C][C]0.1156[/C][C]0.454087[/C][/ROW]
[ROW][C]20[/C][C]0.118511[/C][C]1.2874[/C][C]0.100243[/C][/ROW]
[ROW][C]21[/C][C]0.105988[/C][C]1.1513[/C][C]0.125963[/C][/ROW]
[ROW][C]22[/C][C]-0.002409[/C][C]-0.0262[/C][C]0.489586[/C][/ROW]
[ROW][C]23[/C][C]0.02404[/C][C]0.2611[/C][C]0.397219[/C][/ROW]
[ROW][C]24[/C][C]0.010193[/C][C]0.1107[/C][C]0.45601[/C][/ROW]
[ROW][C]25[/C][C]-0.054391[/C][C]-0.5908[/C][C]0.277878[/C][/ROW]
[ROW][C]26[/C][C]-0.053737[/C][C]-0.5837[/C][C]0.280259[/C][/ROW]
[ROW][C]27[/C][C]-0.037524[/C][C]-0.4076[/C][C]0.342146[/C][/ROW]
[ROW][C]28[/C][C]0.016205[/C][C]0.176[/C][C]0.430287[/C][/ROW]
[ROW][C]29[/C][C]-0.123251[/C][C]-1.3389[/C][C]0.091596[/C][/ROW]
[ROW][C]30[/C][C]-0.08342[/C][C]-0.9062[/C][C]0.183345[/C][/ROW]
[ROW][C]31[/C][C]0.023425[/C][C]0.2545[/C][C]0.399793[/C][/ROW]
[ROW][C]32[/C][C]-0.100468[/C][C]-1.0914[/C][C]0.138669[/C][/ROW]
[ROW][C]33[/C][C]-0.035411[/C][C]-0.3847[/C][C]0.350589[/C][/ROW]
[ROW][C]34[/C][C]0.005943[/C][C]0.0646[/C][C]0.474316[/C][/ROW]
[ROW][C]35[/C][C]-0.02592[/C][C]-0.2816[/C][C]0.389387[/C][/ROW]
[ROW][C]36[/C][C]-0.010074[/C][C]-0.1094[/C][C]0.456522[/C][/ROW]
[ROW][C]37[/C][C]0.014585[/C][C]0.1584[/C][C]0.437192[/C][/ROW]
[ROW][C]38[/C][C]-0.127345[/C][C]-1.3833[/C][C]0.084588[/C][/ROW]
[ROW][C]39[/C][C]-0.00469[/C][C]-0.0509[/C][C]0.479727[/C][/ROW]
[ROW][C]40[/C][C]-0.093565[/C][C]-1.0164[/C][C]0.155765[/C][/ROW]
[ROW][C]41[/C][C]-0.024518[/C][C]-0.2663[/C][C]0.395224[/C][/ROW]
[ROW][C]42[/C][C]0.009517[/C][C]0.1034[/C][C]0.458916[/C][/ROW]
[ROW][C]43[/C][C]-0.03876[/C][C]-0.421[/C][C]0.337243[/C][/ROW]
[ROW][C]44[/C][C]-0.05541[/C][C]-0.6019[/C][C]0.274194[/C][/ROW]
[ROW][C]45[/C][C]0.072801[/C][C]0.7908[/C][C]0.215317[/C][/ROW]
[ROW][C]46[/C][C]-0.098727[/C][C]-1.0724[/C][C]0.142854[/C][/ROW]
[ROW][C]47[/C][C]-0.036891[/C][C]-0.4007[/C][C]0.344667[/C][/ROW]
[ROW][C]48[/C][C]-0.092727[/C][C]-1.0073[/C][C]0.157933[/C][/ROW]
[ROW][C]49[/C][C]-0.013064[/C][C]-0.1419[/C][C]0.443695[/C][/ROW]
[ROW][C]50[/C][C]-0.029232[/C][C]-0.3175[/C][C]0.375695[/C][/ROW]
[ROW][C]51[/C][C]0.004129[/C][C]0.0449[/C][C]0.48215[/C][/ROW]
[ROW][C]52[/C][C]-0.025958[/C][C]-0.282[/C][C]0.389227[/C][/ROW]
[ROW][C]53[/C][C]-0.030164[/C][C]-0.3277[/C][C]0.371873[/C][/ROW]
[ROW][C]54[/C][C]-0.034353[/C][C]-0.3732[/C][C]0.354846[/C][/ROW]
[ROW][C]55[/C][C]0.064348[/C][C]0.699[/C][C]0.242964[/C][/ROW]
[ROW][C]56[/C][C]0.053072[/C][C]0.5765[/C][C]0.282686[/C][/ROW]
[ROW][C]57[/C][C]-0.009974[/C][C]-0.1083[/C][C]0.456952[/C][/ROW]
[ROW][C]58[/C][C]0.016401[/C][C]0.1782[/C][C]0.429452[/C][/ROW]
[ROW][C]59[/C][C]0.04392[/C][C]0.4771[/C][C]0.317089[/C][/ROW]
[ROW][C]60[/C][C]-0.027314[/C][C]-0.2967[/C][C]0.383608[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33846&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33846&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	0.388352	4.2186	2.4e-05
2	-0.381306	-4.142	3.2e-05
3	-0.090076	-0.9785	0.164921
4	-0.144471	-1.5694	0.059622
5	-0.073816	-0.8018	0.212126
6	-0.276727	-3.006	0.001617
7	-0.02621	-0.2847	0.388181
8	-0.468295	-5.087	1e-06
9	-0.364252	-3.9568	6.5e-05
10	-0.557935	-6.0607	0
11	0.078723	0.8551	0.197101
12	0.608783	6.6131	0
13	-0.258729	-2.8105	0.002896
14	0.198107	2.152	0.016717
15	0.139577	1.5162	0.066073
16	0.00664	0.0721	0.471313
17	0.19785	2.1492	0.01683
18	0.120147	1.3051	0.097194
19	0.010641	0.1156	0.454087
20	0.118511	1.2874	0.100243
21	0.105988	1.1513	0.125963
22	-0.002409	-0.0262	0.489586
23	0.02404	0.2611	0.397219
24	0.010193	0.1107	0.45601
25	-0.054391	-0.5908	0.277878
26	-0.053737	-0.5837	0.280259
27	-0.037524	-0.4076	0.342146
28	0.016205	0.176	0.430287
29	-0.123251	-1.3389	0.091596
30	-0.08342	-0.9062	0.183345
31	0.023425	0.2545	0.399793
32	-0.100468	-1.0914	0.138669
33	-0.035411	-0.3847	0.350589
34	0.005943	0.0646	0.474316
35	-0.02592	-0.2816	0.389387
36	-0.010074	-0.1094	0.456522
37	0.014585	0.1584	0.437192
38	-0.127345	-1.3833	0.084588
39	-0.00469	-0.0509	0.479727
40	-0.093565	-1.0164	0.155765
41	-0.024518	-0.2663	0.395224
42	0.009517	0.1034	0.458916
43	-0.03876	-0.421	0.337243
44	-0.05541	-0.6019	0.274194
45	0.072801	0.7908	0.215317
46	-0.098727	-1.0724	0.142854
47	-0.036891	-0.4007	0.344667
48	-0.092727	-1.0073	0.157933
49	-0.013064	-0.1419	0.443695
50	-0.029232	-0.3175	0.375695
51	0.004129	0.0449	0.48215
52	-0.025958	-0.282	0.389227
53	-0.030164	-0.3277	0.371873
54	-0.034353	-0.3732	0.354846
55	0.064348	0.699	0.242964
56	0.053072	0.5765	0.282686
57	-0.009974	-0.1083	0.456952
58	0.016401	0.1782	0.429452
59	0.04392	0.4771	0.317089
60	-0.027314	-0.2967	0.383608

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.3 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.3 ; 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