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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 18 Dec 2008 12:00:06 -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/18/t1229627131fd4ya3noug5auvx.htm/, Retrieved Sun, 12 May 2024 10:11:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34939, Retrieved Sun, 12 May 2024 10:11:35 +0000

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Estimated Impact

171

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

-     [Standard Deviation-Mean Plot] [tinneke_debock.pa...] [2008-12-18 18:24:23] [f9c5a49917ff87aeb076072f2749ef70]
- RMPD    [(Partial) Autocorrelation Function] [tinneke_debock.pa...] [2008-12-18 19:00:06] [20137734a2343a7bbbd59daaec7ad301] [Current]
-   PD      [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:30:17] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-    D        [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:33:45] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   PD          [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:44:19] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   P             [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:47:25] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   P               [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-20 14:10:57] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   P             [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-20 14:08:10] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   PD          [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-20 14:04:23] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   PD        [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:40:12] [fdc296cbeb5d8064cb0dbd634c3fdc55] 
-   P           [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 10:12:55] [fdc296cbeb5d8064cb0dbd634c3fdc55] 

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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=34939&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=34939&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34939&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	0.403904	3.8951	9.2e-05
2	0.040135	0.387	0.349803
3	0.157675	1.5206	0.065882
4	0.093488	0.9016	0.184809
5	0.269527	2.5992	0.005433
6	0.412503	3.978	6.9e-05
7	0.254129	2.4507	0.008063
8	0.128447	1.2387	0.109287
9	0.113726	1.0967	0.137794
10	-0.024415	-0.2355	0.407188
11	0.30471	2.9385	0.002079
12	0.740503	7.1412	0
13	0.293648	2.8318	0.002837
14	-0.063337	-0.6108	0.271411
15	0.036353	0.3506	0.363349
16	0.016507	0.1592	0.436934
17	0.140741	1.3573	0.088992
18	0.278631	2.687	0.00427
19	0.124255	1.1983	0.116929
20	0.02478	0.239	0.405827
21	0.013293	0.1282	0.449136
22	-0.109257	-1.0536	0.147389
23	0.200814	1.9366	0.027916
24	0.518925	5.0043	1e-06
25	0.150547	1.4518	0.074958
26	-0.149816	-1.4448	0.075941
27	-0.10847	-1.046	0.149126
28	-0.084147	-0.8115	0.209581
29	0.006193	0.0597	0.476252
30	0.113929	1.0987	0.13737
31	0.0263	0.2536	0.400171
32	-0.060471	-0.5832	0.280598
33	-0.084143	-0.8114	0.209591
34	-0.16785	-1.6187	0.054451
35	0.063706	0.6144	0.270239
36	0.337952	3.2591	0.000781
37	0.052729	0.5085	0.306152
38	-0.187982	-1.8128	0.036542
39	-0.141316	-1.3628	0.088117
40	-0.128866	-1.2427	0.108544
41	-0.06394	-0.6166	0.269498
42	0.012223	0.1179	0.453209
43	-0.055908	-0.5392	0.295532
44	-0.116081	-1.1194	0.132916
45	-0.136556	-1.3169	0.095555
46	-0.198966	-1.9188	0.029041
47	-0.005731	-0.0553	0.478021
48	0.179685	1.7328	0.043221
49	-0.025885	-0.2496	0.401712
50	-0.231194	-2.2296	0.014092
51	-0.191191	-1.8438	0.0342
52	-0.161875	-1.5611	0.060952
53	-0.119776	-1.1551	0.125509
54	-0.051469	-0.4964	0.310409
55	-0.075204	-0.7252	0.235063
56	-0.129633	-1.2501	0.107193
57	-0.136033	-1.3119	0.096399
58	-0.187283	-1.8061	0.037069
59	-0.058611	-0.5652	0.286641
60	0.097585	0.9411	0.174553

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.403904 & 3.8951 & 9.2e-05 \tabularnewline
2 & 0.040135 & 0.387 & 0.349803 \tabularnewline
3 & 0.157675 & 1.5206 & 0.065882 \tabularnewline
4 & 0.093488 & 0.9016 & 0.184809 \tabularnewline
5 & 0.269527 & 2.5992 & 0.005433 \tabularnewline
6 & 0.412503 & 3.978 & 6.9e-05 \tabularnewline
7 & 0.254129 & 2.4507 & 0.008063 \tabularnewline
8 & 0.128447 & 1.2387 & 0.109287 \tabularnewline
9 & 0.113726 & 1.0967 & 0.137794 \tabularnewline
10 & -0.024415 & -0.2355 & 0.407188 \tabularnewline
11 & 0.30471 & 2.9385 & 0.002079 \tabularnewline
12 & 0.740503 & 7.1412 & 0 \tabularnewline
13 & 0.293648 & 2.8318 & 0.002837 \tabularnewline
14 & -0.063337 & -0.6108 & 0.271411 \tabularnewline
15 & 0.036353 & 0.3506 & 0.363349 \tabularnewline
16 & 0.016507 & 0.1592 & 0.436934 \tabularnewline
17 & 0.140741 & 1.3573 & 0.088992 \tabularnewline
18 & 0.278631 & 2.687 & 0.00427 \tabularnewline
19 & 0.124255 & 1.1983 & 0.116929 \tabularnewline
20 & 0.02478 & 0.239 & 0.405827 \tabularnewline
21 & 0.013293 & 0.1282 & 0.449136 \tabularnewline
22 & -0.109257 & -1.0536 & 0.147389 \tabularnewline
23 & 0.200814 & 1.9366 & 0.027916 \tabularnewline
24 & 0.518925 & 5.0043 & 1e-06 \tabularnewline
25 & 0.150547 & 1.4518 & 0.074958 \tabularnewline
26 & -0.149816 & -1.4448 & 0.075941 \tabularnewline
27 & -0.10847 & -1.046 & 0.149126 \tabularnewline
28 & -0.084147 & -0.8115 & 0.209581 \tabularnewline
29 & 0.006193 & 0.0597 & 0.476252 \tabularnewline
30 & 0.113929 & 1.0987 & 0.13737 \tabularnewline
31 & 0.0263 & 0.2536 & 0.400171 \tabularnewline
32 & -0.060471 & -0.5832 & 0.280598 \tabularnewline
33 & -0.084143 & -0.8114 & 0.209591 \tabularnewline
34 & -0.16785 & -1.6187 & 0.054451 \tabularnewline
35 & 0.063706 & 0.6144 & 0.270239 \tabularnewline
36 & 0.337952 & 3.2591 & 0.000781 \tabularnewline
37 & 0.052729 & 0.5085 & 0.306152 \tabularnewline
38 & -0.187982 & -1.8128 & 0.036542 \tabularnewline
39 & -0.141316 & -1.3628 & 0.088117 \tabularnewline
40 & -0.128866 & -1.2427 & 0.108544 \tabularnewline
41 & -0.06394 & -0.6166 & 0.269498 \tabularnewline
42 & 0.012223 & 0.1179 & 0.453209 \tabularnewline
43 & -0.055908 & -0.5392 & 0.295532 \tabularnewline
44 & -0.116081 & -1.1194 & 0.132916 \tabularnewline
45 & -0.136556 & -1.3169 & 0.095555 \tabularnewline
46 & -0.198966 & -1.9188 & 0.029041 \tabularnewline
47 & -0.005731 & -0.0553 & 0.478021 \tabularnewline
48 & 0.179685 & 1.7328 & 0.043221 \tabularnewline
49 & -0.025885 & -0.2496 & 0.401712 \tabularnewline
50 & -0.231194 & -2.2296 & 0.014092 \tabularnewline
51 & -0.191191 & -1.8438 & 0.0342 \tabularnewline
52 & -0.161875 & -1.5611 & 0.060952 \tabularnewline
53 & -0.119776 & -1.1551 & 0.125509 \tabularnewline
54 & -0.051469 & -0.4964 & 0.310409 \tabularnewline
55 & -0.075204 & -0.7252 & 0.235063 \tabularnewline
56 & -0.129633 & -1.2501 & 0.107193 \tabularnewline
57 & -0.136033 & -1.3119 & 0.096399 \tabularnewline
58 & -0.187283 & -1.8061 & 0.037069 \tabularnewline
59 & -0.058611 & -0.5652 & 0.286641 \tabularnewline
60 & 0.097585 & 0.9411 & 0.174553 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34939&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]0.403904[/C][C]3.8951[/C][C]9.2e-05[/C][/ROW]
[ROW][C]2[/C][C]0.040135[/C][C]0.387[/C][C]0.349803[/C][/ROW]
[ROW][C]3[/C][C]0.157675[/C][C]1.5206[/C][C]0.065882[/C][/ROW]
[ROW][C]4[/C][C]0.093488[/C][C]0.9016[/C][C]0.184809[/C][/ROW]
[ROW][C]5[/C][C]0.269527[/C][C]2.5992[/C][C]0.005433[/C][/ROW]
[ROW][C]6[/C][C]0.412503[/C][C]3.978[/C][C]6.9e-05[/C][/ROW]
[ROW][C]7[/C][C]0.254129[/C][C]2.4507[/C][C]0.008063[/C][/ROW]
[ROW][C]8[/C][C]0.128447[/C][C]1.2387[/C][C]0.109287[/C][/ROW]
[ROW][C]9[/C][C]0.113726[/C][C]1.0967[/C][C]0.137794[/C][/ROW]
[ROW][C]10[/C][C]-0.024415[/C][C]-0.2355[/C][C]0.407188[/C][/ROW]
[ROW][C]11[/C][C]0.30471[/C][C]2.9385[/C][C]0.002079[/C][/ROW]
[ROW][C]12[/C][C]0.740503[/C][C]7.1412[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.293648[/C][C]2.8318[/C][C]0.002837[/C][/ROW]
[ROW][C]14[/C][C]-0.063337[/C][C]-0.6108[/C][C]0.271411[/C][/ROW]
[ROW][C]15[/C][C]0.036353[/C][C]0.3506[/C][C]0.363349[/C][/ROW]
[ROW][C]16[/C][C]0.016507[/C][C]0.1592[/C][C]0.436934[/C][/ROW]
[ROW][C]17[/C][C]0.140741[/C][C]1.3573[/C][C]0.088992[/C][/ROW]
[ROW][C]18[/C][C]0.278631[/C][C]2.687[/C][C]0.00427[/C][/ROW]
[ROW][C]19[/C][C]0.124255[/C][C]1.1983[/C][C]0.116929[/C][/ROW]
[ROW][C]20[/C][C]0.02478[/C][C]0.239[/C][C]0.405827[/C][/ROW]
[ROW][C]21[/C][C]0.013293[/C][C]0.1282[/C][C]0.449136[/C][/ROW]
[ROW][C]22[/C][C]-0.109257[/C][C]-1.0536[/C][C]0.147389[/C][/ROW]
[ROW][C]23[/C][C]0.200814[/C][C]1.9366[/C][C]0.027916[/C][/ROW]
[ROW][C]24[/C][C]0.518925[/C][C]5.0043[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]0.150547[/C][C]1.4518[/C][C]0.074958[/C][/ROW]
[ROW][C]26[/C][C]-0.149816[/C][C]-1.4448[/C][C]0.075941[/C][/ROW]
[ROW][C]27[/C][C]-0.10847[/C][C]-1.046[/C][C]0.149126[/C][/ROW]
[ROW][C]28[/C][C]-0.084147[/C][C]-0.8115[/C][C]0.209581[/C][/ROW]
[ROW][C]29[/C][C]0.006193[/C][C]0.0597[/C][C]0.476252[/C][/ROW]
[ROW][C]30[/C][C]0.113929[/C][C]1.0987[/C][C]0.13737[/C][/ROW]
[ROW][C]31[/C][C]0.0263[/C][C]0.2536[/C][C]0.400171[/C][/ROW]
[ROW][C]32[/C][C]-0.060471[/C][C]-0.5832[/C][C]0.280598[/C][/ROW]
[ROW][C]33[/C][C]-0.084143[/C][C]-0.8114[/C][C]0.209591[/C][/ROW]
[ROW][C]34[/C][C]-0.16785[/C][C]-1.6187[/C][C]0.054451[/C][/ROW]
[ROW][C]35[/C][C]0.063706[/C][C]0.6144[/C][C]0.270239[/C][/ROW]
[ROW][C]36[/C][C]0.337952[/C][C]3.2591[/C][C]0.000781[/C][/ROW]
[ROW][C]37[/C][C]0.052729[/C][C]0.5085[/C][C]0.306152[/C][/ROW]
[ROW][C]38[/C][C]-0.187982[/C][C]-1.8128[/C][C]0.036542[/C][/ROW]
[ROW][C]39[/C][C]-0.141316[/C][C]-1.3628[/C][C]0.088117[/C][/ROW]
[ROW][C]40[/C][C]-0.128866[/C][C]-1.2427[/C][C]0.108544[/C][/ROW]
[ROW][C]41[/C][C]-0.06394[/C][C]-0.6166[/C][C]0.269498[/C][/ROW]
[ROW][C]42[/C][C]0.012223[/C][C]0.1179[/C][C]0.453209[/C][/ROW]
[ROW][C]43[/C][C]-0.055908[/C][C]-0.5392[/C][C]0.295532[/C][/ROW]
[ROW][C]44[/C][C]-0.116081[/C][C]-1.1194[/C][C]0.132916[/C][/ROW]
[ROW][C]45[/C][C]-0.136556[/C][C]-1.3169[/C][C]0.095555[/C][/ROW]
[ROW][C]46[/C][C]-0.198966[/C][C]-1.9188[/C][C]0.029041[/C][/ROW]
[ROW][C]47[/C][C]-0.005731[/C][C]-0.0553[/C][C]0.478021[/C][/ROW]
[ROW][C]48[/C][C]0.179685[/C][C]1.7328[/C][C]0.043221[/C][/ROW]
[ROW][C]49[/C][C]-0.025885[/C][C]-0.2496[/C][C]0.401712[/C][/ROW]
[ROW][C]50[/C][C]-0.231194[/C][C]-2.2296[/C][C]0.014092[/C][/ROW]
[ROW][C]51[/C][C]-0.191191[/C][C]-1.8438[/C][C]0.0342[/C][/ROW]
[ROW][C]52[/C][C]-0.161875[/C][C]-1.5611[/C][C]0.060952[/C][/ROW]
[ROW][C]53[/C][C]-0.119776[/C][C]-1.1551[/C][C]0.125509[/C][/ROW]
[ROW][C]54[/C][C]-0.051469[/C][C]-0.4964[/C][C]0.310409[/C][/ROW]
[ROW][C]55[/C][C]-0.075204[/C][C]-0.7252[/C][C]0.235063[/C][/ROW]
[ROW][C]56[/C][C]-0.129633[/C][C]-1.2501[/C][C]0.107193[/C][/ROW]
[ROW][C]57[/C][C]-0.136033[/C][C]-1.3119[/C][C]0.096399[/C][/ROW]
[ROW][C]58[/C][C]-0.187283[/C][C]-1.8061[/C][C]0.037069[/C][/ROW]
[ROW][C]59[/C][C]-0.058611[/C][C]-0.5652[/C][C]0.286641[/C][/ROW]
[ROW][C]60[/C][C]0.097585[/C][C]0.9411[/C][C]0.174553[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34939&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34939&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	0.403904	3.8951	9.2e-05
2	0.040135	0.387	0.349803
3	0.157675	1.5206	0.065882
4	0.093488	0.9016	0.184809
5	0.269527	2.5992	0.005433
6	0.412503	3.978	6.9e-05
7	0.254129	2.4507	0.008063
8	0.128447	1.2387	0.109287
9	0.113726	1.0967	0.137794
10	-0.024415	-0.2355	0.407188
11	0.30471	2.9385	0.002079
12	0.740503	7.1412	0
13	0.293648	2.8318	0.002837
14	-0.063337	-0.6108	0.271411
15	0.036353	0.3506	0.363349
16	0.016507	0.1592	0.436934
17	0.140741	1.3573	0.088992
18	0.278631	2.687	0.00427
19	0.124255	1.1983	0.116929
20	0.02478	0.239	0.405827
21	0.013293	0.1282	0.449136
22	-0.109257	-1.0536	0.147389
23	0.200814	1.9366	0.027916
24	0.518925	5.0043	1e-06
25	0.150547	1.4518	0.074958
26	-0.149816	-1.4448	0.075941
27	-0.10847	-1.046	0.149126
28	-0.084147	-0.8115	0.209581
29	0.006193	0.0597	0.476252
30	0.113929	1.0987	0.13737
31	0.0263	0.2536	0.400171
32	-0.060471	-0.5832	0.280598
33	-0.084143	-0.8114	0.209591
34	-0.16785	-1.6187	0.054451
35	0.063706	0.6144	0.270239
36	0.337952	3.2591	0.000781
37	0.052729	0.5085	0.306152
38	-0.187982	-1.8128	0.036542
39	-0.141316	-1.3628	0.088117
40	-0.128866	-1.2427	0.108544
41	-0.06394	-0.6166	0.269498
42	0.012223	0.1179	0.453209
43	-0.055908	-0.5392	0.295532
44	-0.116081	-1.1194	0.132916
45	-0.136556	-1.3169	0.095555
46	-0.198966	-1.9188	0.029041
47	-0.005731	-0.0553	0.478021
48	0.179685	1.7328	0.043221
49	-0.025885	-0.2496	0.401712
50	-0.231194	-2.2296	0.014092
51	-0.191191	-1.8438	0.0342
52	-0.161875	-1.5611	0.060952
53	-0.119776	-1.1551	0.125509
54	-0.051469	-0.4964	0.310409
55	-0.075204	-0.7252	0.235063
56	-0.129633	-1.2501	0.107193
57	-0.136033	-1.3119	0.096399
58	-0.187283	-1.8061	0.037069
59	-0.058611	-0.5652	0.286641
60	0.097585	0.9411	0.174553

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.403904	3.8951	9.2e-05
2	-0.146982	-1.4174	0.079848
3	0.242369	2.3373	0.010784
4	-0.094284	-0.9092	0.182786
5	0.382216	3.686	0.000191
6	0.143672	1.3855	0.084603
7	0.120503	1.1621	0.124087
8	-0.023077	-0.2226	0.412187
9	0.047182	0.455	0.325083
10	-0.231349	-2.231	0.014041
11	0.483961	4.6672	5e-06
12	0.476064	4.591	7e-06
13	-0.230978	-2.2275	0.014164
14	-0.312081	-3.0096	0.001683
15	-0.009367	-0.0903	0.464107
16	0.016201	0.1562	0.438092
17	-0.140319	-1.3532	0.089638
18	-0.126372	-1.2187	0.113022
19	-0.052448	-0.5058	0.3071
20	-0.033836	-0.3263	0.372464
21	0.059509	0.5739	0.283717
22	0.027428	0.2645	0.395988
23	0.107372	1.0355	0.15157
24	-0.099302	-0.9576	0.170365
25	0.009329	0.09	0.464256
26	-0.004088	-0.0394	0.484318
27	-0.076176	-0.7346	0.232211
28	-0.08009	-0.7724	0.220931
29	-0.10562	-1.0186	0.155526
30	-0.053178	-0.5128	0.304644
31	0.069483	0.6701	0.252236
32	0.014245	0.1374	0.445515
33	0.008501	0.082	0.467419
34	-0.007307	-0.0705	0.471987
35	-0.054079	-0.5215	0.301623
36	0.074707	0.7204	0.236528
37	0.033501	0.3231	0.373684
38	0.087194	0.8409	0.20129
39	0.002489	0.024	0.490452
40	-0.025211	-0.2431	0.404222
41	-0.042503	-0.4099	0.341418
42	-0.01557	-0.1502	0.440485
43	-0.099086	-0.9555	0.170889
44	-0.082169	-0.7924	0.215068
45	-0.042158	-0.4066	0.342634
46	-0.025413	-0.2451	0.403468
47	0.017844	0.1721	0.431874
48	-0.088948	-0.8578	0.196608
49	0.030798	0.297	0.383561
50	-0.041765	-0.4028	0.344024
51	0.032201	0.3105	0.378426
52	-0.014944	-0.1441	0.442861
53	0.055923	0.5393	0.295483
54	-0.046952	-0.4528	0.325877
55	0.10727	1.0345	0.1518
56	-0.047914	-0.4621	0.322557
57	0.0869	0.838	0.20208
58	-0.091013	-0.8777	0.191185
59	-0.026255	-0.2532	0.40034
60	-0.068392	-0.6595	0.255587

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.403904 & 3.8951 & 9.2e-05 \tabularnewline
2 & -0.146982 & -1.4174 & 0.079848 \tabularnewline
3 & 0.242369 & 2.3373 & 0.010784 \tabularnewline
4 & -0.094284 & -0.9092 & 0.182786 \tabularnewline
5 & 0.382216 & 3.686 & 0.000191 \tabularnewline
6 & 0.143672 & 1.3855 & 0.084603 \tabularnewline
7 & 0.120503 & 1.1621 & 0.124087 \tabularnewline
8 & -0.023077 & -0.2226 & 0.412187 \tabularnewline
9 & 0.047182 & 0.455 & 0.325083 \tabularnewline
10 & -0.231349 & -2.231 & 0.014041 \tabularnewline
11 & 0.483961 & 4.6672 & 5e-06 \tabularnewline
12 & 0.476064 & 4.591 & 7e-06 \tabularnewline
13 & -0.230978 & -2.2275 & 0.014164 \tabularnewline
14 & -0.312081 & -3.0096 & 0.001683 \tabularnewline
15 & -0.009367 & -0.0903 & 0.464107 \tabularnewline
16 & 0.016201 & 0.1562 & 0.438092 \tabularnewline
17 & -0.140319 & -1.3532 & 0.089638 \tabularnewline
18 & -0.126372 & -1.2187 & 0.113022 \tabularnewline
19 & -0.052448 & -0.5058 & 0.3071 \tabularnewline
20 & -0.033836 & -0.3263 & 0.372464 \tabularnewline
21 & 0.059509 & 0.5739 & 0.283717 \tabularnewline
22 & 0.027428 & 0.2645 & 0.395988 \tabularnewline
23 & 0.107372 & 1.0355 & 0.15157 \tabularnewline
24 & -0.099302 & -0.9576 & 0.170365 \tabularnewline
25 & 0.009329 & 0.09 & 0.464256 \tabularnewline
26 & -0.004088 & -0.0394 & 0.484318 \tabularnewline
27 & -0.076176 & -0.7346 & 0.232211 \tabularnewline
28 & -0.08009 & -0.7724 & 0.220931 \tabularnewline
29 & -0.10562 & -1.0186 & 0.155526 \tabularnewline
30 & -0.053178 & -0.5128 & 0.304644 \tabularnewline
31 & 0.069483 & 0.6701 & 0.252236 \tabularnewline
32 & 0.014245 & 0.1374 & 0.445515 \tabularnewline
33 & 0.008501 & 0.082 & 0.467419 \tabularnewline
34 & -0.007307 & -0.0705 & 0.471987 \tabularnewline
35 & -0.054079 & -0.5215 & 0.301623 \tabularnewline
36 & 0.074707 & 0.7204 & 0.236528 \tabularnewline
37 & 0.033501 & 0.3231 & 0.373684 \tabularnewline
38 & 0.087194 & 0.8409 & 0.20129 \tabularnewline
39 & 0.002489 & 0.024 & 0.490452 \tabularnewline
40 & -0.025211 & -0.2431 & 0.404222 \tabularnewline
41 & -0.042503 & -0.4099 & 0.341418 \tabularnewline
42 & -0.01557 & -0.1502 & 0.440485 \tabularnewline
43 & -0.099086 & -0.9555 & 0.170889 \tabularnewline
44 & -0.082169 & -0.7924 & 0.215068 \tabularnewline
45 & -0.042158 & -0.4066 & 0.342634 \tabularnewline
46 & -0.025413 & -0.2451 & 0.403468 \tabularnewline
47 & 0.017844 & 0.1721 & 0.431874 \tabularnewline
48 & -0.088948 & -0.8578 & 0.196608 \tabularnewline
49 & 0.030798 & 0.297 & 0.383561 \tabularnewline
50 & -0.041765 & -0.4028 & 0.344024 \tabularnewline
51 & 0.032201 & 0.3105 & 0.378426 \tabularnewline
52 & -0.014944 & -0.1441 & 0.442861 \tabularnewline
53 & 0.055923 & 0.5393 & 0.295483 \tabularnewline
54 & -0.046952 & -0.4528 & 0.325877 \tabularnewline
55 & 0.10727 & 1.0345 & 0.1518 \tabularnewline
56 & -0.047914 & -0.4621 & 0.322557 \tabularnewline
57 & 0.0869 & 0.838 & 0.20208 \tabularnewline
58 & -0.091013 & -0.8777 & 0.191185 \tabularnewline
59 & -0.026255 & -0.2532 & 0.40034 \tabularnewline
60 & -0.068392 & -0.6595 & 0.255587 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34939&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]0.403904[/C][C]3.8951[/C][C]9.2e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.146982[/C][C]-1.4174[/C][C]0.079848[/C][/ROW]
[ROW][C]3[/C][C]0.242369[/C][C]2.3373[/C][C]0.010784[/C][/ROW]
[ROW][C]4[/C][C]-0.094284[/C][C]-0.9092[/C][C]0.182786[/C][/ROW]
[ROW][C]5[/C][C]0.382216[/C][C]3.686[/C][C]0.000191[/C][/ROW]
[ROW][C]6[/C][C]0.143672[/C][C]1.3855[/C][C]0.084603[/C][/ROW]
[ROW][C]7[/C][C]0.120503[/C][C]1.1621[/C][C]0.124087[/C][/ROW]
[ROW][C]8[/C][C]-0.023077[/C][C]-0.2226[/C][C]0.412187[/C][/ROW]
[ROW][C]9[/C][C]0.047182[/C][C]0.455[/C][C]0.325083[/C][/ROW]
[ROW][C]10[/C][C]-0.231349[/C][C]-2.231[/C][C]0.014041[/C][/ROW]
[ROW][C]11[/C][C]0.483961[/C][C]4.6672[/C][C]5e-06[/C][/ROW]
[ROW][C]12[/C][C]0.476064[/C][C]4.591[/C][C]7e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.230978[/C][C]-2.2275[/C][C]0.014164[/C][/ROW]
[ROW][C]14[/C][C]-0.312081[/C][C]-3.0096[/C][C]0.001683[/C][/ROW]
[ROW][C]15[/C][C]-0.009367[/C][C]-0.0903[/C][C]0.464107[/C][/ROW]
[ROW][C]16[/C][C]0.016201[/C][C]0.1562[/C][C]0.438092[/C][/ROW]
[ROW][C]17[/C][C]-0.140319[/C][C]-1.3532[/C][C]0.089638[/C][/ROW]
[ROW][C]18[/C][C]-0.126372[/C][C]-1.2187[/C][C]0.113022[/C][/ROW]
[ROW][C]19[/C][C]-0.052448[/C][C]-0.5058[/C][C]0.3071[/C][/ROW]
[ROW][C]20[/C][C]-0.033836[/C][C]-0.3263[/C][C]0.372464[/C][/ROW]
[ROW][C]21[/C][C]0.059509[/C][C]0.5739[/C][C]0.283717[/C][/ROW]
[ROW][C]22[/C][C]0.027428[/C][C]0.2645[/C][C]0.395988[/C][/ROW]
[ROW][C]23[/C][C]0.107372[/C][C]1.0355[/C][C]0.15157[/C][/ROW]
[ROW][C]24[/C][C]-0.099302[/C][C]-0.9576[/C][C]0.170365[/C][/ROW]
[ROW][C]25[/C][C]0.009329[/C][C]0.09[/C][C]0.464256[/C][/ROW]
[ROW][C]26[/C][C]-0.004088[/C][C]-0.0394[/C][C]0.484318[/C][/ROW]
[ROW][C]27[/C][C]-0.076176[/C][C]-0.7346[/C][C]0.232211[/C][/ROW]
[ROW][C]28[/C][C]-0.08009[/C][C]-0.7724[/C][C]0.220931[/C][/ROW]
[ROW][C]29[/C][C]-0.10562[/C][C]-1.0186[/C][C]0.155526[/C][/ROW]
[ROW][C]30[/C][C]-0.053178[/C][C]-0.5128[/C][C]0.304644[/C][/ROW]
[ROW][C]31[/C][C]0.069483[/C][C]0.6701[/C][C]0.252236[/C][/ROW]
[ROW][C]32[/C][C]0.014245[/C][C]0.1374[/C][C]0.445515[/C][/ROW]
[ROW][C]33[/C][C]0.008501[/C][C]0.082[/C][C]0.467419[/C][/ROW]
[ROW][C]34[/C][C]-0.007307[/C][C]-0.0705[/C][C]0.471987[/C][/ROW]
[ROW][C]35[/C][C]-0.054079[/C][C]-0.5215[/C][C]0.301623[/C][/ROW]
[ROW][C]36[/C][C]0.074707[/C][C]0.7204[/C][C]0.236528[/C][/ROW]
[ROW][C]37[/C][C]0.033501[/C][C]0.3231[/C][C]0.373684[/C][/ROW]
[ROW][C]38[/C][C]0.087194[/C][C]0.8409[/C][C]0.20129[/C][/ROW]
[ROW][C]39[/C][C]0.002489[/C][C]0.024[/C][C]0.490452[/C][/ROW]
[ROW][C]40[/C][C]-0.025211[/C][C]-0.2431[/C][C]0.404222[/C][/ROW]
[ROW][C]41[/C][C]-0.042503[/C][C]-0.4099[/C][C]0.341418[/C][/ROW]
[ROW][C]42[/C][C]-0.01557[/C][C]-0.1502[/C][C]0.440485[/C][/ROW]
[ROW][C]43[/C][C]-0.099086[/C][C]-0.9555[/C][C]0.170889[/C][/ROW]
[ROW][C]44[/C][C]-0.082169[/C][C]-0.7924[/C][C]0.215068[/C][/ROW]
[ROW][C]45[/C][C]-0.042158[/C][C]-0.4066[/C][C]0.342634[/C][/ROW]
[ROW][C]46[/C][C]-0.025413[/C][C]-0.2451[/C][C]0.403468[/C][/ROW]
[ROW][C]47[/C][C]0.017844[/C][C]0.1721[/C][C]0.431874[/C][/ROW]
[ROW][C]48[/C][C]-0.088948[/C][C]-0.8578[/C][C]0.196608[/C][/ROW]
[ROW][C]49[/C][C]0.030798[/C][C]0.297[/C][C]0.383561[/C][/ROW]
[ROW][C]50[/C][C]-0.041765[/C][C]-0.4028[/C][C]0.344024[/C][/ROW]
[ROW][C]51[/C][C]0.032201[/C][C]0.3105[/C][C]0.378426[/C][/ROW]
[ROW][C]52[/C][C]-0.014944[/C][C]-0.1441[/C][C]0.442861[/C][/ROW]
[ROW][C]53[/C][C]0.055923[/C][C]0.5393[/C][C]0.295483[/C][/ROW]
[ROW][C]54[/C][C]-0.046952[/C][C]-0.4528[/C][C]0.325877[/C][/ROW]
[ROW][C]55[/C][C]0.10727[/C][C]1.0345[/C][C]0.1518[/C][/ROW]
[ROW][C]56[/C][C]-0.047914[/C][C]-0.4621[/C][C]0.322557[/C][/ROW]
[ROW][C]57[/C][C]0.0869[/C][C]0.838[/C][C]0.20208[/C][/ROW]
[ROW][C]58[/C][C]-0.091013[/C][C]-0.8777[/C][C]0.191185[/C][/ROW]
[ROW][C]59[/C][C]-0.026255[/C][C]-0.2532[/C][C]0.40034[/C][/ROW]
[ROW][C]60[/C][C]-0.068392[/C][C]-0.6595[/C][C]0.255587[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34939&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34939&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	0.403904	3.8951	9.2e-05
2	-0.146982	-1.4174	0.079848
3	0.242369	2.3373	0.010784
4	-0.094284	-0.9092	0.182786
5	0.382216	3.686	0.000191
6	0.143672	1.3855	0.084603
7	0.120503	1.1621	0.124087
8	-0.023077	-0.2226	0.412187
9	0.047182	0.455	0.325083
10	-0.231349	-2.231	0.014041
11	0.483961	4.6672	5e-06
12	0.476064	4.591	7e-06
13	-0.230978	-2.2275	0.014164
14	-0.312081	-3.0096	0.001683
15	-0.009367	-0.0903	0.464107
16	0.016201	0.1562	0.438092
17	-0.140319	-1.3532	0.089638
18	-0.126372	-1.2187	0.113022
19	-0.052448	-0.5058	0.3071
20	-0.033836	-0.3263	0.372464
21	0.059509	0.5739	0.283717
22	0.027428	0.2645	0.395988
23	0.107372	1.0355	0.15157
24	-0.099302	-0.9576	0.170365
25	0.009329	0.09	0.464256
26	-0.004088	-0.0394	0.484318
27	-0.076176	-0.7346	0.232211
28	-0.08009	-0.7724	0.220931
29	-0.10562	-1.0186	0.155526
30	-0.053178	-0.5128	0.304644
31	0.069483	0.6701	0.252236
32	0.014245	0.1374	0.445515
33	0.008501	0.082	0.467419
34	-0.007307	-0.0705	0.471987
35	-0.054079	-0.5215	0.301623
36	0.074707	0.7204	0.236528
37	0.033501	0.3231	0.373684
38	0.087194	0.8409	0.20129
39	0.002489	0.024	0.490452
40	-0.025211	-0.2431	0.404222
41	-0.042503	-0.4099	0.341418
42	-0.01557	-0.1502	0.440485
43	-0.099086	-0.9555	0.170889
44	-0.082169	-0.7924	0.215068
45	-0.042158	-0.4066	0.342634
46	-0.025413	-0.2451	0.403468
47	0.017844	0.1721	0.431874
48	-0.088948	-0.8578	0.196608
49	0.030798	0.297	0.383561
50	-0.041765	-0.4028	0.344024
51	0.032201	0.3105	0.378426
52	-0.014944	-0.1441	0.442861
53	0.055923	0.5393	0.295483
54	-0.046952	-0.4528	0.325877
55	0.10727	1.0345	0.1518
56	-0.047914	-0.4621	0.322557
57	0.0869	0.838	0.20208
58	-0.091013	-0.8777	0.191185
59	-0.026255	-0.2532	0.40034
60	-0.068392	-0.6595	0.255587

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -1.1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -1.1 ; 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