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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 19 Dec 2008 04:19:14 -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/19/t12296856010tamxojir5jy1wm.htm/, Retrieved Wed, 15 May 2024 18:07:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35060, Retrieved Wed, 15 May 2024 18:07:11 +0000

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User-defined keywords

Estimated Impact

192

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

-     [Standard Deviation-Mean Plot] [] [2008-12-12 12:13:32] [fad8a251ac01c156a8ae23a83577546f]
- RMPD  [(Partial) Autocorrelation Function] [Consumptiegoederen] [2008-12-12 13:39:25] [fad8a251ac01c156a8ae23a83577546f]
-   PD      [(Partial) Autocorrelation Function] [auto corr inv] [2008-12-19 11:19:14] [fa8b44cd657c07c6ee11bb2476ca3f8d] [Current]
-   P         [(Partial) Autocorrelation Function] [autocorr inv] [2008-12-21 16:50:49] [fad8a251ac01c156a8ae23a83577546f] 
-   PD        [(Partial) Autocorrelation Function] [autocorr inv D] [2008-12-21 16:54:57] [fad8a251ac01c156a8ae23a83577546f] 
-   PD        [(Partial) Autocorrelation Function] [autocorr duur cons] [2008-12-21 17:16:16] [fad8a251ac01c156a8ae23a83577546f] 
-   PD        [(Partial) Autocorrelation Function] [autocorr duur cons D] [2008-12-21 17:18:56] [fad8a251ac01c156a8ae23a83577546f] 
-   PD        [(Partial) Autocorrelation Function] [autocorr nt duur ...] [2008-12-21 17:22:22] [fad8a251ac01c156a8ae23a83577546f] 
-   PD        [(Partial) Autocorrelation Function] [autocorr nt duur ...] [2008-12-21 17:24:42] [fad8a251ac01c156a8ae23a83577546f] 

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35060&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35060&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35060&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.127705	0.9892	0.163269
2	-0.211408	-1.6376	0.053374
3	0.236878	1.8349	0.035743
4	-0.052329	-0.4053	0.343334
5	0.078793	0.6103	0.271976
6	0.491399	3.8064	0.000167
7	0.079066	0.6124	0.271279
8	-0.034315	-0.2658	0.395652
9	0.158316	1.2263	0.112436
10	-0.263039	-2.0375	0.023009
11	0.070609	0.5469	0.293225
12	0.662938	5.1351	2e-06
13	0.003959	0.0307	0.48782
14	-0.202933	-1.5719	0.060615
15	0.139607	1.0814	0.141926
16	-0.148858	-1.153	0.126732
17	-0.008855	-0.0686	0.472773
18	0.315927	2.4472	0.008672
19	0.020473	0.1586	0.437266
20	-0.040641	-0.3148	0.377002
21	0.073702	0.5709	0.285103
22	-0.281349	-2.1793	0.016622
23	0.017978	0.1393	0.444856
24	0.375503	2.9086	0.002542
25	-0.097798	-0.7575	0.225846
26	-0.149382	-1.1571	0.125907
27	0.019133	0.1482	0.44134
28	-0.197689	-1.5313	0.065477
29	-0.057052	-0.4419	0.330066
30	0.150561	1.1662	0.124067
31	-0.026022	-0.2016	0.42047
32	-0.045952	-0.3559	0.361565
33	-0.070556	-0.5465	0.293366
34	-0.272516	-2.1109	0.019478
35	-0.044957	-0.3482	0.36444
36	0.186517	1.4448	0.076865
37	-0.098975	-0.7667	0.223147
38	-0.172255	-1.3343	0.093576
39	-0.074137	-0.5743	0.283968
40	-0.192716	-1.4928	0.070368
41	-0.112208	-0.8692	0.194111
42	0.071905	0.557	0.289808
43	-0.001478	-0.0114	0.495452
44	-0.069631	-0.5394	0.295816
45	-0.105341	-0.816	0.208873
46	-0.17321	-1.3417	0.092378
47	-0.044054	-0.3412	0.367058
48	0.038607	0.299	0.382968
49	-0.048362	-0.3746	0.354637
50	-0.095502	-0.7398	0.231167
51	-0.085095	-0.6591	0.256162
52	-0.112209	-0.8692	0.19411
53	-0.075275	-0.5831	0.281013
54	0.010123	0.0784	0.468879
55	-0.008191	-0.0634	0.474812
56	-0.05195	-0.4024	0.344409
57	-0.054157	-0.4195	0.338176
58	-0.03458	-0.2679	0.394864
59	-0.014721	-0.114	0.454799
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.127705 & 0.9892 & 0.163269 \tabularnewline
2 & -0.211408 & -1.6376 & 0.053374 \tabularnewline
3 & 0.236878 & 1.8349 & 0.035743 \tabularnewline
4 & -0.052329 & -0.4053 & 0.343334 \tabularnewline
5 & 0.078793 & 0.6103 & 0.271976 \tabularnewline
6 & 0.491399 & 3.8064 & 0.000167 \tabularnewline
7 & 0.079066 & 0.6124 & 0.271279 \tabularnewline
8 & -0.034315 & -0.2658 & 0.395652 \tabularnewline
9 & 0.158316 & 1.2263 & 0.112436 \tabularnewline
10 & -0.263039 & -2.0375 & 0.023009 \tabularnewline
11 & 0.070609 & 0.5469 & 0.293225 \tabularnewline
12 & 0.662938 & 5.1351 & 2e-06 \tabularnewline
13 & 0.003959 & 0.0307 & 0.48782 \tabularnewline
14 & -0.202933 & -1.5719 & 0.060615 \tabularnewline
15 & 0.139607 & 1.0814 & 0.141926 \tabularnewline
16 & -0.148858 & -1.153 & 0.126732 \tabularnewline
17 & -0.008855 & -0.0686 & 0.472773 \tabularnewline
18 & 0.315927 & 2.4472 & 0.008672 \tabularnewline
19 & 0.020473 & 0.1586 & 0.437266 \tabularnewline
20 & -0.040641 & -0.3148 & 0.377002 \tabularnewline
21 & 0.073702 & 0.5709 & 0.285103 \tabularnewline
22 & -0.281349 & -2.1793 & 0.016622 \tabularnewline
23 & 0.017978 & 0.1393 & 0.444856 \tabularnewline
24 & 0.375503 & 2.9086 & 0.002542 \tabularnewline
25 & -0.097798 & -0.7575 & 0.225846 \tabularnewline
26 & -0.149382 & -1.1571 & 0.125907 \tabularnewline
27 & 0.019133 & 0.1482 & 0.44134 \tabularnewline
28 & -0.197689 & -1.5313 & 0.065477 \tabularnewline
29 & -0.057052 & -0.4419 & 0.330066 \tabularnewline
30 & 0.150561 & 1.1662 & 0.124067 \tabularnewline
31 & -0.026022 & -0.2016 & 0.42047 \tabularnewline
32 & -0.045952 & -0.3559 & 0.361565 \tabularnewline
33 & -0.070556 & -0.5465 & 0.293366 \tabularnewline
34 & -0.272516 & -2.1109 & 0.019478 \tabularnewline
35 & -0.044957 & -0.3482 & 0.36444 \tabularnewline
36 & 0.186517 & 1.4448 & 0.076865 \tabularnewline
37 & -0.098975 & -0.7667 & 0.223147 \tabularnewline
38 & -0.172255 & -1.3343 & 0.093576 \tabularnewline
39 & -0.074137 & -0.5743 & 0.283968 \tabularnewline
40 & -0.192716 & -1.4928 & 0.070368 \tabularnewline
41 & -0.112208 & -0.8692 & 0.194111 \tabularnewline
42 & 0.071905 & 0.557 & 0.289808 \tabularnewline
43 & -0.001478 & -0.0114 & 0.495452 \tabularnewline
44 & -0.069631 & -0.5394 & 0.295816 \tabularnewline
45 & -0.105341 & -0.816 & 0.208873 \tabularnewline
46 & -0.17321 & -1.3417 & 0.092378 \tabularnewline
47 & -0.044054 & -0.3412 & 0.367058 \tabularnewline
48 & 0.038607 & 0.299 & 0.382968 \tabularnewline
49 & -0.048362 & -0.3746 & 0.354637 \tabularnewline
50 & -0.095502 & -0.7398 & 0.231167 \tabularnewline
51 & -0.085095 & -0.6591 & 0.256162 \tabularnewline
52 & -0.112209 & -0.8692 & 0.19411 \tabularnewline
53 & -0.075275 & -0.5831 & 0.281013 \tabularnewline
54 & 0.010123 & 0.0784 & 0.468879 \tabularnewline
55 & -0.008191 & -0.0634 & 0.474812 \tabularnewline
56 & -0.05195 & -0.4024 & 0.344409 \tabularnewline
57 & -0.054157 & -0.4195 & 0.338176 \tabularnewline
58 & -0.03458 & -0.2679 & 0.394864 \tabularnewline
59 & -0.014721 & -0.114 & 0.454799 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35060&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]0.127705[/C][C]0.9892[/C][C]0.163269[/C][/ROW]
[ROW][C]2[/C][C]-0.211408[/C][C]-1.6376[/C][C]0.053374[/C][/ROW]
[ROW][C]3[/C][C]0.236878[/C][C]1.8349[/C][C]0.035743[/C][/ROW]
[ROW][C]4[/C][C]-0.052329[/C][C]-0.4053[/C][C]0.343334[/C][/ROW]
[ROW][C]5[/C][C]0.078793[/C][C]0.6103[/C][C]0.271976[/C][/ROW]
[ROW][C]6[/C][C]0.491399[/C][C]3.8064[/C][C]0.000167[/C][/ROW]
[ROW][C]7[/C][C]0.079066[/C][C]0.6124[/C][C]0.271279[/C][/ROW]
[ROW][C]8[/C][C]-0.034315[/C][C]-0.2658[/C][C]0.395652[/C][/ROW]
[ROW][C]9[/C][C]0.158316[/C][C]1.2263[/C][C]0.112436[/C][/ROW]
[ROW][C]10[/C][C]-0.263039[/C][C]-2.0375[/C][C]0.023009[/C][/ROW]
[ROW][C]11[/C][C]0.070609[/C][C]0.5469[/C][C]0.293225[/C][/ROW]
[ROW][C]12[/C][C]0.662938[/C][C]5.1351[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.003959[/C][C]0.0307[/C][C]0.48782[/C][/ROW]
[ROW][C]14[/C][C]-0.202933[/C][C]-1.5719[/C][C]0.060615[/C][/ROW]
[ROW][C]15[/C][C]0.139607[/C][C]1.0814[/C][C]0.141926[/C][/ROW]
[ROW][C]16[/C][C]-0.148858[/C][C]-1.153[/C][C]0.126732[/C][/ROW]
[ROW][C]17[/C][C]-0.008855[/C][C]-0.0686[/C][C]0.472773[/C][/ROW]
[ROW][C]18[/C][C]0.315927[/C][C]2.4472[/C][C]0.008672[/C][/ROW]
[ROW][C]19[/C][C]0.020473[/C][C]0.1586[/C][C]0.437266[/C][/ROW]
[ROW][C]20[/C][C]-0.040641[/C][C]-0.3148[/C][C]0.377002[/C][/ROW]
[ROW][C]21[/C][C]0.073702[/C][C]0.5709[/C][C]0.285103[/C][/ROW]
[ROW][C]22[/C][C]-0.281349[/C][C]-2.1793[/C][C]0.016622[/C][/ROW]
[ROW][C]23[/C][C]0.017978[/C][C]0.1393[/C][C]0.444856[/C][/ROW]
[ROW][C]24[/C][C]0.375503[/C][C]2.9086[/C][C]0.002542[/C][/ROW]
[ROW][C]25[/C][C]-0.097798[/C][C]-0.7575[/C][C]0.225846[/C][/ROW]
[ROW][C]26[/C][C]-0.149382[/C][C]-1.1571[/C][C]0.125907[/C][/ROW]
[ROW][C]27[/C][C]0.019133[/C][C]0.1482[/C][C]0.44134[/C][/ROW]
[ROW][C]28[/C][C]-0.197689[/C][C]-1.5313[/C][C]0.065477[/C][/ROW]
[ROW][C]29[/C][C]-0.057052[/C][C]-0.4419[/C][C]0.330066[/C][/ROW]
[ROW][C]30[/C][C]0.150561[/C][C]1.1662[/C][C]0.124067[/C][/ROW]
[ROW][C]31[/C][C]-0.026022[/C][C]-0.2016[/C][C]0.42047[/C][/ROW]
[ROW][C]32[/C][C]-0.045952[/C][C]-0.3559[/C][C]0.361565[/C][/ROW]
[ROW][C]33[/C][C]-0.070556[/C][C]-0.5465[/C][C]0.293366[/C][/ROW]
[ROW][C]34[/C][C]-0.272516[/C][C]-2.1109[/C][C]0.019478[/C][/ROW]
[ROW][C]35[/C][C]-0.044957[/C][C]-0.3482[/C][C]0.36444[/C][/ROW]
[ROW][C]36[/C][C]0.186517[/C][C]1.4448[/C][C]0.076865[/C][/ROW]
[ROW][C]37[/C][C]-0.098975[/C][C]-0.7667[/C][C]0.223147[/C][/ROW]
[ROW][C]38[/C][C]-0.172255[/C][C]-1.3343[/C][C]0.093576[/C][/ROW]
[ROW][C]39[/C][C]-0.074137[/C][C]-0.5743[/C][C]0.283968[/C][/ROW]
[ROW][C]40[/C][C]-0.192716[/C][C]-1.4928[/C][C]0.070368[/C][/ROW]
[ROW][C]41[/C][C]-0.112208[/C][C]-0.8692[/C][C]0.194111[/C][/ROW]
[ROW][C]42[/C][C]0.071905[/C][C]0.557[/C][C]0.289808[/C][/ROW]
[ROW][C]43[/C][C]-0.001478[/C][C]-0.0114[/C][C]0.495452[/C][/ROW]
[ROW][C]44[/C][C]-0.069631[/C][C]-0.5394[/C][C]0.295816[/C][/ROW]
[ROW][C]45[/C][C]-0.105341[/C][C]-0.816[/C][C]0.208873[/C][/ROW]
[ROW][C]46[/C][C]-0.17321[/C][C]-1.3417[/C][C]0.092378[/C][/ROW]
[ROW][C]47[/C][C]-0.044054[/C][C]-0.3412[/C][C]0.367058[/C][/ROW]
[ROW][C]48[/C][C]0.038607[/C][C]0.299[/C][C]0.382968[/C][/ROW]
[ROW][C]49[/C][C]-0.048362[/C][C]-0.3746[/C][C]0.354637[/C][/ROW]
[ROW][C]50[/C][C]-0.095502[/C][C]-0.7398[/C][C]0.231167[/C][/ROW]
[ROW][C]51[/C][C]-0.085095[/C][C]-0.6591[/C][C]0.256162[/C][/ROW]
[ROW][C]52[/C][C]-0.112209[/C][C]-0.8692[/C][C]0.19411[/C][/ROW]
[ROW][C]53[/C][C]-0.075275[/C][C]-0.5831[/C][C]0.281013[/C][/ROW]
[ROW][C]54[/C][C]0.010123[/C][C]0.0784[/C][C]0.468879[/C][/ROW]
[ROW][C]55[/C][C]-0.008191[/C][C]-0.0634[/C][C]0.474812[/C][/ROW]
[ROW][C]56[/C][C]-0.05195[/C][C]-0.4024[/C][C]0.344409[/C][/ROW]
[ROW][C]57[/C][C]-0.054157[/C][C]-0.4195[/C][C]0.338176[/C][/ROW]
[ROW][C]58[/C][C]-0.03458[/C][C]-0.2679[/C][C]0.394864[/C][/ROW]
[ROW][C]59[/C][C]-0.014721[/C][C]-0.114[/C][C]0.454799[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35060&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35060&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	0.127705	0.9892	0.163269
2	-0.211408	-1.6376	0.053374
3	0.236878	1.8349	0.035743
4	-0.052329	-0.4053	0.343334
5	0.078793	0.6103	0.271976
6	0.491399	3.8064	0.000167
7	0.079066	0.6124	0.271279
8	-0.034315	-0.2658	0.395652
9	0.158316	1.2263	0.112436
10	-0.263039	-2.0375	0.023009
11	0.070609	0.5469	0.293225
12	0.662938	5.1351	2e-06
13	0.003959	0.0307	0.48782
14	-0.202933	-1.5719	0.060615
15	0.139607	1.0814	0.141926
16	-0.148858	-1.153	0.126732
17	-0.008855	-0.0686	0.472773
18	0.315927	2.4472	0.008672
19	0.020473	0.1586	0.437266
20	-0.040641	-0.3148	0.377002
21	0.073702	0.5709	0.285103
22	-0.281349	-2.1793	0.016622
23	0.017978	0.1393	0.444856
24	0.375503	2.9086	0.002542
25	-0.097798	-0.7575	0.225846
26	-0.149382	-1.1571	0.125907
27	0.019133	0.1482	0.44134
28	-0.197689	-1.5313	0.065477
29	-0.057052	-0.4419	0.330066
30	0.150561	1.1662	0.124067
31	-0.026022	-0.2016	0.42047
32	-0.045952	-0.3559	0.361565
33	-0.070556	-0.5465	0.293366
34	-0.272516	-2.1109	0.019478
35	-0.044957	-0.3482	0.36444
36	0.186517	1.4448	0.076865
37	-0.098975	-0.7667	0.223147
38	-0.172255	-1.3343	0.093576
39	-0.074137	-0.5743	0.283968
40	-0.192716	-1.4928	0.070368
41	-0.112208	-0.8692	0.194111
42	0.071905	0.557	0.289808
43	-0.001478	-0.0114	0.495452
44	-0.069631	-0.5394	0.295816
45	-0.105341	-0.816	0.208873
46	-0.17321	-1.3417	0.092378
47	-0.044054	-0.3412	0.367058
48	0.038607	0.299	0.382968
49	-0.048362	-0.3746	0.354637
50	-0.095502	-0.7398	0.231167
51	-0.085095	-0.6591	0.256162
52	-0.112209	-0.8692	0.19411
53	-0.075275	-0.5831	0.281013
54	0.010123	0.0784	0.468879
55	-0.008191	-0.0634	0.474812
56	-0.05195	-0.4024	0.344409
57	-0.054157	-0.4195	0.338176
58	-0.03458	-0.2679	0.394864
59	-0.014721	-0.114	0.454799
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.127705	0.9892	0.163269
2	-0.231492	-1.7931	0.038996
3	0.321908	2.4935	0.007712
4	-0.249233	-1.9305	0.029134
5	0.37142	2.877	0.002776
6	0.27884	2.1599	0.017394
7	0.087153	0.6751	0.251107
8	0.123241	0.9546	0.171799
9	-0.026311	-0.2038	0.419598
10	-0.36533	-2.8298	0.003163
11	0.233318	1.8073	0.037867
12	0.372548	2.8857	0.002709
13	-0.119771	-0.9277	0.17863
14	-0.083691	-0.6483	0.259642
15	-0.084776	-0.6567	0.256952
16	-0.036316	-0.2813	0.389724
17	-0.04531	-0.351	0.363419
18	-0.144558	-1.1197	0.133644
19	0.098867	0.7658	0.223393
20	-0.030758	-0.2382	0.40625
21	0.093754	0.7262	0.235264
22	-0.058476	-0.453	0.326108
23	0.051138	0.3961	0.346714
24	-0.185367	-1.4358	0.078119
25	0.016334	0.1265	0.44987
26	-0.060929	-0.472	0.319335
27	-0.0964	-0.7467	0.229078
28	0.012627	0.0978	0.461204
29	-0.028286	-0.2191	0.413657
30	-0.008343	-0.0646	0.474342
31	0.065748	0.5093	0.306211
32	-0.073373	-0.5683	0.285961
33	-0.068665	-0.5319	0.298387
34	-0.025152	-0.1948	0.423093
35	-0.099713	-0.7724	0.221462
36	0.080941	0.627	0.266531
37	-0.012923	-0.1001	0.460299
38	-0.158369	-1.2267	0.11236
39	0.068282	0.5289	0.29941
40	-0.098642	-0.7641	0.223908
41	-0.000527	-0.0041	0.498379
42	0.027706	0.2146	0.415401
43	0.006938	0.0537	0.478661
44	0.00174	0.0135	0.494646
45	0.087604	0.6786	0.250008
46	0.074886	0.5801	0.282022
47	0.003123	0.0242	0.49039
48	-0.20401	-1.5803	0.059653
49	0.011897	0.0922	0.463443
50	0.023832	0.1846	0.427082
51	-0.025356	-0.1964	0.422477
52	-0.004444	-0.0344	0.486326
53	0.074395	0.5763	0.283298
54	-0.081099	-0.6282	0.266131
55	-0.086286	-0.6684	0.25323
56	0.048861	0.3785	0.353207
57	0.040806	0.3161	0.37652
58	0.044198	0.3424	0.36664
59	0.073193	0.567	0.286431
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.127705 & 0.9892 & 0.163269 \tabularnewline
2 & -0.231492 & -1.7931 & 0.038996 \tabularnewline
3 & 0.321908 & 2.4935 & 0.007712 \tabularnewline
4 & -0.249233 & -1.9305 & 0.029134 \tabularnewline
5 & 0.37142 & 2.877 & 0.002776 \tabularnewline
6 & 0.27884 & 2.1599 & 0.017394 \tabularnewline
7 & 0.087153 & 0.6751 & 0.251107 \tabularnewline
8 & 0.123241 & 0.9546 & 0.171799 \tabularnewline
9 & -0.026311 & -0.2038 & 0.419598 \tabularnewline
10 & -0.36533 & -2.8298 & 0.003163 \tabularnewline
11 & 0.233318 & 1.8073 & 0.037867 \tabularnewline
12 & 0.372548 & 2.8857 & 0.002709 \tabularnewline
13 & -0.119771 & -0.9277 & 0.17863 \tabularnewline
14 & -0.083691 & -0.6483 & 0.259642 \tabularnewline
15 & -0.084776 & -0.6567 & 0.256952 \tabularnewline
16 & -0.036316 & -0.2813 & 0.389724 \tabularnewline
17 & -0.04531 & -0.351 & 0.363419 \tabularnewline
18 & -0.144558 & -1.1197 & 0.133644 \tabularnewline
19 & 0.098867 & 0.7658 & 0.223393 \tabularnewline
20 & -0.030758 & -0.2382 & 0.40625 \tabularnewline
21 & 0.093754 & 0.7262 & 0.235264 \tabularnewline
22 & -0.058476 & -0.453 & 0.326108 \tabularnewline
23 & 0.051138 & 0.3961 & 0.346714 \tabularnewline
24 & -0.185367 & -1.4358 & 0.078119 \tabularnewline
25 & 0.016334 & 0.1265 & 0.44987 \tabularnewline
26 & -0.060929 & -0.472 & 0.319335 \tabularnewline
27 & -0.0964 & -0.7467 & 0.229078 \tabularnewline
28 & 0.012627 & 0.0978 & 0.461204 \tabularnewline
29 & -0.028286 & -0.2191 & 0.413657 \tabularnewline
30 & -0.008343 & -0.0646 & 0.474342 \tabularnewline
31 & 0.065748 & 0.5093 & 0.306211 \tabularnewline
32 & -0.073373 & -0.5683 & 0.285961 \tabularnewline
33 & -0.068665 & -0.5319 & 0.298387 \tabularnewline
34 & -0.025152 & -0.1948 & 0.423093 \tabularnewline
35 & -0.099713 & -0.7724 & 0.221462 \tabularnewline
36 & 0.080941 & 0.627 & 0.266531 \tabularnewline
37 & -0.012923 & -0.1001 & 0.460299 \tabularnewline
38 & -0.158369 & -1.2267 & 0.11236 \tabularnewline
39 & 0.068282 & 0.5289 & 0.29941 \tabularnewline
40 & -0.098642 & -0.7641 & 0.223908 \tabularnewline
41 & -0.000527 & -0.0041 & 0.498379 \tabularnewline
42 & 0.027706 & 0.2146 & 0.415401 \tabularnewline
43 & 0.006938 & 0.0537 & 0.478661 \tabularnewline
44 & 0.00174 & 0.0135 & 0.494646 \tabularnewline
45 & 0.087604 & 0.6786 & 0.250008 \tabularnewline
46 & 0.074886 & 0.5801 & 0.282022 \tabularnewline
47 & 0.003123 & 0.0242 & 0.49039 \tabularnewline
48 & -0.20401 & -1.5803 & 0.059653 \tabularnewline
49 & 0.011897 & 0.0922 & 0.463443 \tabularnewline
50 & 0.023832 & 0.1846 & 0.427082 \tabularnewline
51 & -0.025356 & -0.1964 & 0.422477 \tabularnewline
52 & -0.004444 & -0.0344 & 0.486326 \tabularnewline
53 & 0.074395 & 0.5763 & 0.283298 \tabularnewline
54 & -0.081099 & -0.6282 & 0.266131 \tabularnewline
55 & -0.086286 & -0.6684 & 0.25323 \tabularnewline
56 & 0.048861 & 0.3785 & 0.353207 \tabularnewline
57 & 0.040806 & 0.3161 & 0.37652 \tabularnewline
58 & 0.044198 & 0.3424 & 0.36664 \tabularnewline
59 & 0.073193 & 0.567 & 0.286431 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35060&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]0.127705[/C][C]0.9892[/C][C]0.163269[/C][/ROW]
[ROW][C]2[/C][C]-0.231492[/C][C]-1.7931[/C][C]0.038996[/C][/ROW]
[ROW][C]3[/C][C]0.321908[/C][C]2.4935[/C][C]0.007712[/C][/ROW]
[ROW][C]4[/C][C]-0.249233[/C][C]-1.9305[/C][C]0.029134[/C][/ROW]
[ROW][C]5[/C][C]0.37142[/C][C]2.877[/C][C]0.002776[/C][/ROW]
[ROW][C]6[/C][C]0.27884[/C][C]2.1599[/C][C]0.017394[/C][/ROW]
[ROW][C]7[/C][C]0.087153[/C][C]0.6751[/C][C]0.251107[/C][/ROW]
[ROW][C]8[/C][C]0.123241[/C][C]0.9546[/C][C]0.171799[/C][/ROW]
[ROW][C]9[/C][C]-0.026311[/C][C]-0.2038[/C][C]0.419598[/C][/ROW]
[ROW][C]10[/C][C]-0.36533[/C][C]-2.8298[/C][C]0.003163[/C][/ROW]
[ROW][C]11[/C][C]0.233318[/C][C]1.8073[/C][C]0.037867[/C][/ROW]
[ROW][C]12[/C][C]0.372548[/C][C]2.8857[/C][C]0.002709[/C][/ROW]
[ROW][C]13[/C][C]-0.119771[/C][C]-0.9277[/C][C]0.17863[/C][/ROW]
[ROW][C]14[/C][C]-0.083691[/C][C]-0.6483[/C][C]0.259642[/C][/ROW]
[ROW][C]15[/C][C]-0.084776[/C][C]-0.6567[/C][C]0.256952[/C][/ROW]
[ROW][C]16[/C][C]-0.036316[/C][C]-0.2813[/C][C]0.389724[/C][/ROW]
[ROW][C]17[/C][C]-0.04531[/C][C]-0.351[/C][C]0.363419[/C][/ROW]
[ROW][C]18[/C][C]-0.144558[/C][C]-1.1197[/C][C]0.133644[/C][/ROW]
[ROW][C]19[/C][C]0.098867[/C][C]0.7658[/C][C]0.223393[/C][/ROW]
[ROW][C]20[/C][C]-0.030758[/C][C]-0.2382[/C][C]0.40625[/C][/ROW]
[ROW][C]21[/C][C]0.093754[/C][C]0.7262[/C][C]0.235264[/C][/ROW]
[ROW][C]22[/C][C]-0.058476[/C][C]-0.453[/C][C]0.326108[/C][/ROW]
[ROW][C]23[/C][C]0.051138[/C][C]0.3961[/C][C]0.346714[/C][/ROW]
[ROW][C]24[/C][C]-0.185367[/C][C]-1.4358[/C][C]0.078119[/C][/ROW]
[ROW][C]25[/C][C]0.016334[/C][C]0.1265[/C][C]0.44987[/C][/ROW]
[ROW][C]26[/C][C]-0.060929[/C][C]-0.472[/C][C]0.319335[/C][/ROW]
[ROW][C]27[/C][C]-0.0964[/C][C]-0.7467[/C][C]0.229078[/C][/ROW]
[ROW][C]28[/C][C]0.012627[/C][C]0.0978[/C][C]0.461204[/C][/ROW]
[ROW][C]29[/C][C]-0.028286[/C][C]-0.2191[/C][C]0.413657[/C][/ROW]
[ROW][C]30[/C][C]-0.008343[/C][C]-0.0646[/C][C]0.474342[/C][/ROW]
[ROW][C]31[/C][C]0.065748[/C][C]0.5093[/C][C]0.306211[/C][/ROW]
[ROW][C]32[/C][C]-0.073373[/C][C]-0.5683[/C][C]0.285961[/C][/ROW]
[ROW][C]33[/C][C]-0.068665[/C][C]-0.5319[/C][C]0.298387[/C][/ROW]
[ROW][C]34[/C][C]-0.025152[/C][C]-0.1948[/C][C]0.423093[/C][/ROW]
[ROW][C]35[/C][C]-0.099713[/C][C]-0.7724[/C][C]0.221462[/C][/ROW]
[ROW][C]36[/C][C]0.080941[/C][C]0.627[/C][C]0.266531[/C][/ROW]
[ROW][C]37[/C][C]-0.012923[/C][C]-0.1001[/C][C]0.460299[/C][/ROW]
[ROW][C]38[/C][C]-0.158369[/C][C]-1.2267[/C][C]0.11236[/C][/ROW]
[ROW][C]39[/C][C]0.068282[/C][C]0.5289[/C][C]0.29941[/C][/ROW]
[ROW][C]40[/C][C]-0.098642[/C][C]-0.7641[/C][C]0.223908[/C][/ROW]
[ROW][C]41[/C][C]-0.000527[/C][C]-0.0041[/C][C]0.498379[/C][/ROW]
[ROW][C]42[/C][C]0.027706[/C][C]0.2146[/C][C]0.415401[/C][/ROW]
[ROW][C]43[/C][C]0.006938[/C][C]0.0537[/C][C]0.478661[/C][/ROW]
[ROW][C]44[/C][C]0.00174[/C][C]0.0135[/C][C]0.494646[/C][/ROW]
[ROW][C]45[/C][C]0.087604[/C][C]0.6786[/C][C]0.250008[/C][/ROW]
[ROW][C]46[/C][C]0.074886[/C][C]0.5801[/C][C]0.282022[/C][/ROW]
[ROW][C]47[/C][C]0.003123[/C][C]0.0242[/C][C]0.49039[/C][/ROW]
[ROW][C]48[/C][C]-0.20401[/C][C]-1.5803[/C][C]0.059653[/C][/ROW]
[ROW][C]49[/C][C]0.011897[/C][C]0.0922[/C][C]0.463443[/C][/ROW]
[ROW][C]50[/C][C]0.023832[/C][C]0.1846[/C][C]0.427082[/C][/ROW]
[ROW][C]51[/C][C]-0.025356[/C][C]-0.1964[/C][C]0.422477[/C][/ROW]
[ROW][C]52[/C][C]-0.004444[/C][C]-0.0344[/C][C]0.486326[/C][/ROW]
[ROW][C]53[/C][C]0.074395[/C][C]0.5763[/C][C]0.283298[/C][/ROW]
[ROW][C]54[/C][C]-0.081099[/C][C]-0.6282[/C][C]0.266131[/C][/ROW]
[ROW][C]55[/C][C]-0.086286[/C][C]-0.6684[/C][C]0.25323[/C][/ROW]
[ROW][C]56[/C][C]0.048861[/C][C]0.3785[/C][C]0.353207[/C][/ROW]
[ROW][C]57[/C][C]0.040806[/C][C]0.3161[/C][C]0.37652[/C][/ROW]
[ROW][C]58[/C][C]0.044198[/C][C]0.3424[/C][C]0.36664[/C][/ROW]
[ROW][C]59[/C][C]0.073193[/C][C]0.567[/C][C]0.286431[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35060&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35060&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	0.127705	0.9892	0.163269
2	-0.231492	-1.7931	0.038996
3	0.321908	2.4935	0.007712
4	-0.249233	-1.9305	0.029134
5	0.37142	2.877	0.002776
6	0.27884	2.1599	0.017394
7	0.087153	0.6751	0.251107
8	0.123241	0.9546	0.171799
9	-0.026311	-0.2038	0.419598
10	-0.36533	-2.8298	0.003163
11	0.233318	1.8073	0.037867
12	0.372548	2.8857	0.002709
13	-0.119771	-0.9277	0.17863
14	-0.083691	-0.6483	0.259642
15	-0.084776	-0.6567	0.256952
16	-0.036316	-0.2813	0.389724
17	-0.04531	-0.351	0.363419
18	-0.144558	-1.1197	0.133644
19	0.098867	0.7658	0.223393
20	-0.030758	-0.2382	0.40625
21	0.093754	0.7262	0.235264
22	-0.058476	-0.453	0.326108
23	0.051138	0.3961	0.346714
24	-0.185367	-1.4358	0.078119
25	0.016334	0.1265	0.44987
26	-0.060929	-0.472	0.319335
27	-0.0964	-0.7467	0.229078
28	0.012627	0.0978	0.461204
29	-0.028286	-0.2191	0.413657
30	-0.008343	-0.0646	0.474342
31	0.065748	0.5093	0.306211
32	-0.073373	-0.5683	0.285961
33	-0.068665	-0.5319	0.298387
34	-0.025152	-0.1948	0.423093
35	-0.099713	-0.7724	0.221462
36	0.080941	0.627	0.266531
37	-0.012923	-0.1001	0.460299
38	-0.158369	-1.2267	0.11236
39	0.068282	0.5289	0.29941
40	-0.098642	-0.7641	0.223908
41	-0.000527	-0.0041	0.498379
42	0.027706	0.2146	0.415401
43	0.006938	0.0537	0.478661
44	0.00174	0.0135	0.494646
45	0.087604	0.6786	0.250008
46	0.074886	0.5801	0.282022
47	0.003123	0.0242	0.49039
48	-0.20401	-1.5803	0.059653
49	0.011897	0.0922	0.463443
50	0.023832	0.1846	0.427082
51	-0.025356	-0.1964	0.422477
52	-0.004444	-0.0344	0.486326
53	0.074395	0.5763	0.283298
54	-0.081099	-0.6282	0.266131
55	-0.086286	-0.6684	0.25323
56	0.048861	0.3785	0.353207
57	0.040806	0.3161	0.37652
58	0.044198	0.3424	0.36664
59	0.073193	0.567	0.286431
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 2.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 2.0 ; 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