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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationWed, 16 Dec 2009 12:17:58 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/16/t1260991110q6b0m9k59m3xh3f.htm/, Retrieved Tue, 30 Apr 2024 11:32:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68555, Retrieved Tue, 30 Apr 2024 11:32:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact141

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Standard Deviation-Mean Plot] [deel1 st dev mean...] [2009-12-16 19:13:20] [95cead3ebb75668735f848316249436a]
- RMP     [(Partial) Autocorrelation Function] [deel1 acf D=d=0] [2009-12-16 19:17:58] [95523ebdb89b97dbf680ec91e0b4bca2] [Current]
-           [(Partial) Autocorrelation Function] [deel1 acf D=1] [2009-12-16 19:19:53] [95cead3ebb75668735f848316249436a]
-           [(Partial) Autocorrelation Function] [deel1 acf D=d=1] [2009-12-16 19:21:27] [95cead3ebb75668735f848316249436a]
- RM          [Variance Reduction Matrix] [deel1 vrm] [2009-12-16 19:23:09] [95cead3ebb75668735f848316249436a]
- RM            [Spectral Analysis] [deel1 spectrum D=...] [2009-12-16 19:25:14] [95cead3ebb75668735f848316249436a]
- RM            [Spectral Analysis] [deel1 spectrum D=1] [2009-12-16 19:29:32] [95cead3ebb75668735f848316249436a]
- RM            [Spectral Analysis] [deel1 spectrum D=d=1] [2009-12-16 19:31:03] [95cead3ebb75668735f848316249436a]
- RM D            [Pearson Correlation] [Pearson Correlation] [2009-12-16 19:38:47] [95cead3ebb75668735f848316249436a]
- RMP             [ARIMA Backward Selection] [deel1 arima] [2009-12-18 11:30:34] [95cead3ebb75668735f848316249436a]
- RM D              [ARIMA Forecasting] [ARIMA forcasting] [2009-12-18 14:20:16] [95cead3ebb75668735f848316249436a]
- R P               [ARIMA Backward Selection] [deel1 arima] [2009-12-19 17:51:34] [95cead3ebb75668735f848316249436a]
- R PD                [ARIMA Backward Selection] [arima Xt ] [2009-12-28 17:28:12] [95cead3ebb75668735f848316249436a]
- RMP             [ARIMA Forecasting] [deel1 arima forca...] [2009-12-18 14:46:40] [95cead3ebb75668735f848316249436a]
- RMPD              [Bivariate Granger Causality] [Granger Causality] [2009-12-19 17:16:50] [95cead3ebb75668735f848316249436a]
-   P                 [Bivariate Granger Causality] [granger causality...] [2009-12-23 17:42:26] [95cead3ebb75668735f848316249436a]
-                       [Bivariate Granger Causality] [Granger Causality...] [2009-12-23 18:23:32] [95cead3ebb75668735f848316249436a]
-   P                     [Bivariate Granger Causality] [gr causality met ...] [2009-12-28 17:04:30] [95cead3ebb75668735f848316249436a]
-   P                     [Bivariate Granger Causality] [gr causality met ...] [2009-12-28 17:09:15] [95cead3ebb75668735f848316249436a]
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:13:06] [95cead3ebb75668735f848316249436a]
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:14:47] [95cead3ebb75668735f848316249436a]
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:16:10] [95cead3ebb75668735f848316249436a]
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:18:27] [95cead3ebb75668735f848316249436a]
-   P                     [Bivariate Granger Causality] [gr causality zond...] [2009-12-28 17:19:08] [95cead3ebb75668735f848316249436a]
-   PD              [ARIMA Forecasting] [arima forecasting...] [2009-12-30 19:35:17] [acdebb2ecda2ddb208f4e14f4a68b9e7]
-   P                 [ARIMA Forecasting] [forecasting (verk...] [2009-12-31 15:08:41] [acdebb2ecda2ddb208f4e14f4a68b9e7]
-   PD              [ARIMA Forecasting] [Arima forecasting...] [2009-12-30 19:41:35] [acdebb2ecda2ddb208f4e14f4a68b9e7]
-   PD              [ARIMA Forecasting] [forecast] [2009-12-31 15:49:20] [95cead3ebb75668735f848316249436a]
-           [(Partial) Autocorrelation Function] [deel1 acf D=d=0 l...] [2009-12-16 19:27:44] [95cead3ebb75668735f848316249436a]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
627
696
825
677
656
785
412
352
839
729
696
641
695
638
762
635
721
854
418
367
824
687
601
676
740
691
683
594
729
731
386
331
707
715
657
653
642
643
718
654
632
731
392
344
792
852
649
629
685
617
715
715
629
916
531
357
917
828
708
858
775
785
1006
789
734
906
532
387
991
841

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68555&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68555&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68555&T=0

As an alternative you can also use a QR Code:  
QR Code


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

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1785461.49380.069858
2-0.324786-2.71740.004143
30.0412620.34520.36548
4-0.019466-0.16290.435548
5-0.105502-0.88270.190211
60.0375880.31450.377044
7-0.076442-0.63960.262274
8-0.015635-0.13080.448149
90.0205740.17210.431913
10-0.283913-2.37540.010137
110.1098740.91930.180556
120.7567966.33180
130.1117040.93460.176608
14-0.320903-2.68490.004526
15-0.009377-0.07850.468845
16-0.03718-0.31110.378335
17-0.118814-0.99410.161806
18-0.025067-0.20970.417247
19-0.098628-0.82520.206037
20-0.051326-0.42940.334465
21-0.025809-0.21590.414832
22-0.236322-1.97720.025979
230.051590.43160.333668
240.5835664.88253e-06
250.1215641.01710.156309
26-0.295801-2.47490.007877
27-0.067551-0.56520.286881
28-0.040317-0.33730.368442
29-0.109689-0.91770.180958
30-0.022633-0.18940.42518
31-0.077669-0.64980.258965
32-0.08152-0.6820.24873
33-0.006829-0.05710.477299
34-0.146586-1.22640.112074
350.008620.07210.471357
360.4256233.5610.000335
370.0862820.72190.236383
38-0.243691-2.03890.022621
39-0.041806-0.34980.363778
40-0.006373-0.05330.478814
41-0.07981-0.66770.253248
420.0012690.01060.495778
43-0.035691-0.29860.383061
44-0.035996-0.30120.382092
450.0246430.20620.418624
46-0.09401-0.78650.217101
47-0.032679-0.27340.39267
480.2713632.27040.013132
490.0551510.46140.322962
50-0.151738-1.26950.104228
510.0020290.0170.493252
52-0.009173-0.07670.469522
53-0.060278-0.50430.307811
540.0091820.07680.469492
55-0.027048-0.22630.410812
56-0.02984-0.24970.401789
57-0.001368-0.01140.495451
58-0.046433-0.38850.349419
590.000820.00690.497273
600.1432821.19880.117328

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.178546 & 1.4938 & 0.069858 \tabularnewline
2 & -0.324786 & -2.7174 & 0.004143 \tabularnewline
3 & 0.041262 & 0.3452 & 0.36548 \tabularnewline
4 & -0.019466 & -0.1629 & 0.435548 \tabularnewline
5 & -0.105502 & -0.8827 & 0.190211 \tabularnewline
6 & 0.037588 & 0.3145 & 0.377044 \tabularnewline
7 & -0.076442 & -0.6396 & 0.262274 \tabularnewline
8 & -0.015635 & -0.1308 & 0.448149 \tabularnewline
9 & 0.020574 & 0.1721 & 0.431913 \tabularnewline
10 & -0.283913 & -2.3754 & 0.010137 \tabularnewline
11 & 0.109874 & 0.9193 & 0.180556 \tabularnewline
12 & 0.756796 & 6.3318 & 0 \tabularnewline
13 & 0.111704 & 0.9346 & 0.176608 \tabularnewline
14 & -0.320903 & -2.6849 & 0.004526 \tabularnewline
15 & -0.009377 & -0.0785 & 0.468845 \tabularnewline
16 & -0.03718 & -0.3111 & 0.378335 \tabularnewline
17 & -0.118814 & -0.9941 & 0.161806 \tabularnewline
18 & -0.025067 & -0.2097 & 0.417247 \tabularnewline
19 & -0.098628 & -0.8252 & 0.206037 \tabularnewline
20 & -0.051326 & -0.4294 & 0.334465 \tabularnewline
21 & -0.025809 & -0.2159 & 0.414832 \tabularnewline
22 & -0.236322 & -1.9772 & 0.025979 \tabularnewline
23 & 0.05159 & 0.4316 & 0.333668 \tabularnewline
24 & 0.583566 & 4.8825 & 3e-06 \tabularnewline
25 & 0.121564 & 1.0171 & 0.156309 \tabularnewline
26 & -0.295801 & -2.4749 & 0.007877 \tabularnewline
27 & -0.067551 & -0.5652 & 0.286881 \tabularnewline
28 & -0.040317 & -0.3373 & 0.368442 \tabularnewline
29 & -0.109689 & -0.9177 & 0.180958 \tabularnewline
30 & -0.022633 & -0.1894 & 0.42518 \tabularnewline
31 & -0.077669 & -0.6498 & 0.258965 \tabularnewline
32 & -0.08152 & -0.682 & 0.24873 \tabularnewline
33 & -0.006829 & -0.0571 & 0.477299 \tabularnewline
34 & -0.146586 & -1.2264 & 0.112074 \tabularnewline
35 & 0.00862 & 0.0721 & 0.471357 \tabularnewline
36 & 0.425623 & 3.561 & 0.000335 \tabularnewline
37 & 0.086282 & 0.7219 & 0.236383 \tabularnewline
38 & -0.243691 & -2.0389 & 0.022621 \tabularnewline
39 & -0.041806 & -0.3498 & 0.363778 \tabularnewline
40 & -0.006373 & -0.0533 & 0.478814 \tabularnewline
41 & -0.07981 & -0.6677 & 0.253248 \tabularnewline
42 & 0.001269 & 0.0106 & 0.495778 \tabularnewline
43 & -0.035691 & -0.2986 & 0.383061 \tabularnewline
44 & -0.035996 & -0.3012 & 0.382092 \tabularnewline
45 & 0.024643 & 0.2062 & 0.418624 \tabularnewline
46 & -0.09401 & -0.7865 & 0.217101 \tabularnewline
47 & -0.032679 & -0.2734 & 0.39267 \tabularnewline
48 & 0.271363 & 2.2704 & 0.013132 \tabularnewline
49 & 0.055151 & 0.4614 & 0.322962 \tabularnewline
50 & -0.151738 & -1.2695 & 0.104228 \tabularnewline
51 & 0.002029 & 0.017 & 0.493252 \tabularnewline
52 & -0.009173 & -0.0767 & 0.469522 \tabularnewline
53 & -0.060278 & -0.5043 & 0.307811 \tabularnewline
54 & 0.009182 & 0.0768 & 0.469492 \tabularnewline
55 & -0.027048 & -0.2263 & 0.410812 \tabularnewline
56 & -0.02984 & -0.2497 & 0.401789 \tabularnewline
57 & -0.001368 & -0.0114 & 0.495451 \tabularnewline
58 & -0.046433 & -0.3885 & 0.349419 \tabularnewline
59 & 0.00082 & 0.0069 & 0.497273 \tabularnewline
60 & 0.143282 & 1.1988 & 0.117328 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68555&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]0.178546[/C][C]1.4938[/C][C]0.069858[/C][/ROW]
[ROW][C]2[/C][C]-0.324786[/C][C]-2.7174[/C][C]0.004143[/C][/ROW]
[ROW][C]3[/C][C]0.041262[/C][C]0.3452[/C][C]0.36548[/C][/ROW]
[ROW][C]4[/C][C]-0.019466[/C][C]-0.1629[/C][C]0.435548[/C][/ROW]
[ROW][C]5[/C][C]-0.105502[/C][C]-0.8827[/C][C]0.190211[/C][/ROW]
[ROW][C]6[/C][C]0.037588[/C][C]0.3145[/C][C]0.377044[/C][/ROW]
[ROW][C]7[/C][C]-0.076442[/C][C]-0.6396[/C][C]0.262274[/C][/ROW]
[ROW][C]8[/C][C]-0.015635[/C][C]-0.1308[/C][C]0.448149[/C][/ROW]
[ROW][C]9[/C][C]0.020574[/C][C]0.1721[/C][C]0.431913[/C][/ROW]
[ROW][C]10[/C][C]-0.283913[/C][C]-2.3754[/C][C]0.010137[/C][/ROW]
[ROW][C]11[/C][C]0.109874[/C][C]0.9193[/C][C]0.180556[/C][/ROW]
[ROW][C]12[/C][C]0.756796[/C][C]6.3318[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.111704[/C][C]0.9346[/C][C]0.176608[/C][/ROW]
[ROW][C]14[/C][C]-0.320903[/C][C]-2.6849[/C][C]0.004526[/C][/ROW]
[ROW][C]15[/C][C]-0.009377[/C][C]-0.0785[/C][C]0.468845[/C][/ROW]
[ROW][C]16[/C][C]-0.03718[/C][C]-0.3111[/C][C]0.378335[/C][/ROW]
[ROW][C]17[/C][C]-0.118814[/C][C]-0.9941[/C][C]0.161806[/C][/ROW]
[ROW][C]18[/C][C]-0.025067[/C][C]-0.2097[/C][C]0.417247[/C][/ROW]
[ROW][C]19[/C][C]-0.098628[/C][C]-0.8252[/C][C]0.206037[/C][/ROW]
[ROW][C]20[/C][C]-0.051326[/C][C]-0.4294[/C][C]0.334465[/C][/ROW]
[ROW][C]21[/C][C]-0.025809[/C][C]-0.2159[/C][C]0.414832[/C][/ROW]
[ROW][C]22[/C][C]-0.236322[/C][C]-1.9772[/C][C]0.025979[/C][/ROW]
[ROW][C]23[/C][C]0.05159[/C][C]0.4316[/C][C]0.333668[/C][/ROW]
[ROW][C]24[/C][C]0.583566[/C][C]4.8825[/C][C]3e-06[/C][/ROW]
[ROW][C]25[/C][C]0.121564[/C][C]1.0171[/C][C]0.156309[/C][/ROW]
[ROW][C]26[/C][C]-0.295801[/C][C]-2.4749[/C][C]0.007877[/C][/ROW]
[ROW][C]27[/C][C]-0.067551[/C][C]-0.5652[/C][C]0.286881[/C][/ROW]
[ROW][C]28[/C][C]-0.040317[/C][C]-0.3373[/C][C]0.368442[/C][/ROW]
[ROW][C]29[/C][C]-0.109689[/C][C]-0.9177[/C][C]0.180958[/C][/ROW]
[ROW][C]30[/C][C]-0.022633[/C][C]-0.1894[/C][C]0.42518[/C][/ROW]
[ROW][C]31[/C][C]-0.077669[/C][C]-0.6498[/C][C]0.258965[/C][/ROW]
[ROW][C]32[/C][C]-0.08152[/C][C]-0.682[/C][C]0.24873[/C][/ROW]
[ROW][C]33[/C][C]-0.006829[/C][C]-0.0571[/C][C]0.477299[/C][/ROW]
[ROW][C]34[/C][C]-0.146586[/C][C]-1.2264[/C][C]0.112074[/C][/ROW]
[ROW][C]35[/C][C]0.00862[/C][C]0.0721[/C][C]0.471357[/C][/ROW]
[ROW][C]36[/C][C]0.425623[/C][C]3.561[/C][C]0.000335[/C][/ROW]
[ROW][C]37[/C][C]0.086282[/C][C]0.7219[/C][C]0.236383[/C][/ROW]
[ROW][C]38[/C][C]-0.243691[/C][C]-2.0389[/C][C]0.022621[/C][/ROW]
[ROW][C]39[/C][C]-0.041806[/C][C]-0.3498[/C][C]0.363778[/C][/ROW]
[ROW][C]40[/C][C]-0.006373[/C][C]-0.0533[/C][C]0.478814[/C][/ROW]
[ROW][C]41[/C][C]-0.07981[/C][C]-0.6677[/C][C]0.253248[/C][/ROW]
[ROW][C]42[/C][C]0.001269[/C][C]0.0106[/C][C]0.495778[/C][/ROW]
[ROW][C]43[/C][C]-0.035691[/C][C]-0.2986[/C][C]0.383061[/C][/ROW]
[ROW][C]44[/C][C]-0.035996[/C][C]-0.3012[/C][C]0.382092[/C][/ROW]
[ROW][C]45[/C][C]0.024643[/C][C]0.2062[/C][C]0.418624[/C][/ROW]
[ROW][C]46[/C][C]-0.09401[/C][C]-0.7865[/C][C]0.217101[/C][/ROW]
[ROW][C]47[/C][C]-0.032679[/C][C]-0.2734[/C][C]0.39267[/C][/ROW]
[ROW][C]48[/C][C]0.271363[/C][C]2.2704[/C][C]0.013132[/C][/ROW]
[ROW][C]49[/C][C]0.055151[/C][C]0.4614[/C][C]0.322962[/C][/ROW]
[ROW][C]50[/C][C]-0.151738[/C][C]-1.2695[/C][C]0.104228[/C][/ROW]
[ROW][C]51[/C][C]0.002029[/C][C]0.017[/C][C]0.493252[/C][/ROW]
[ROW][C]52[/C][C]-0.009173[/C][C]-0.0767[/C][C]0.469522[/C][/ROW]
[ROW][C]53[/C][C]-0.060278[/C][C]-0.5043[/C][C]0.307811[/C][/ROW]
[ROW][C]54[/C][C]0.009182[/C][C]0.0768[/C][C]0.469492[/C][/ROW]
[ROW][C]55[/C][C]-0.027048[/C][C]-0.2263[/C][C]0.410812[/C][/ROW]
[ROW][C]56[/C][C]-0.02984[/C][C]-0.2497[/C][C]0.401789[/C][/ROW]
[ROW][C]57[/C][C]-0.001368[/C][C]-0.0114[/C][C]0.495451[/C][/ROW]
[ROW][C]58[/C][C]-0.046433[/C][C]-0.3885[/C][C]0.349419[/C][/ROW]
[ROW][C]59[/C][C]0.00082[/C][C]0.0069[/C][C]0.497273[/C][/ROW]
[ROW][C]60[/C][C]0.143282[/C][C]1.1988[/C][C]0.117328[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68555&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68555&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.1785461.49380.069858
2-0.324786-2.71740.004143
30.0412620.34520.36548
4-0.019466-0.16290.435548
5-0.105502-0.88270.190211
60.0375880.31450.377044
7-0.076442-0.63960.262274
8-0.015635-0.13080.448149
90.0205740.17210.431913
10-0.283913-2.37540.010137
110.1098740.91930.180556
120.7567966.33180
130.1117040.93460.176608
14-0.320903-2.68490.004526
15-0.009377-0.07850.468845
16-0.03718-0.31110.378335
17-0.118814-0.99410.161806
18-0.025067-0.20970.417247
19-0.098628-0.82520.206037
20-0.051326-0.42940.334465
21-0.025809-0.21590.414832
22-0.236322-1.97720.025979
230.051590.43160.333668
240.5835664.88253e-06
250.1215641.01710.156309
26-0.295801-2.47490.007877
27-0.067551-0.56520.286881
28-0.040317-0.33730.368442
29-0.109689-0.91770.180958
30-0.022633-0.18940.42518
31-0.077669-0.64980.258965
32-0.08152-0.6820.24873
33-0.006829-0.05710.477299
34-0.146586-1.22640.112074
350.008620.07210.471357
360.4256233.5610.000335
370.0862820.72190.236383
38-0.243691-2.03890.022621
39-0.041806-0.34980.363778
40-0.006373-0.05330.478814
41-0.07981-0.66770.253248
420.0012690.01060.495778
43-0.035691-0.29860.383061
44-0.035996-0.30120.382092
450.0246430.20620.418624
46-0.09401-0.78650.217101
47-0.032679-0.27340.39267
480.2713632.27040.013132
490.0551510.46140.322962
50-0.151738-1.26950.104228
510.0020290.0170.493252
52-0.009173-0.07670.469522
53-0.060278-0.50430.307811
540.0091820.07680.469492
55-0.027048-0.22630.410812
56-0.02984-0.24970.401789
57-0.001368-0.01140.495451
58-0.046433-0.38850.349419
590.000820.00690.497273
600.1432821.19880.117328






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1785461.49380.069858
2-0.368409-3.08230.001468
30.2227661.86380.033273
4-0.264133-2.20990.015192
50.0967440.80940.210509
6-0.082024-0.68630.247407
7-0.103566-0.86650.19459
80.0997480.83460.203404
9-0.17344-1.45110.075609
10-0.243108-2.0340.022872
110.3664793.06620.00154
120.5967464.99272e-06
13-0.191751-1.60430.056575
140.0534390.44710.328092
15-0.194366-1.62620.054202
160.0546850.45750.324355
17-0.080684-0.67510.250932
18-0.128526-1.07530.142961
19-0.05346-0.44730.328028
20-0.14416-1.20610.115915
21-0.011673-0.09770.461238
22-0.008115-0.06790.473031
23-0.089359-0.74760.228594
240.0886080.74130.230481
250.0293160.24530.403479
26-0.021466-0.17960.428994
27-0.059295-0.49610.31069
28-0.041462-0.34690.364857
29-0.001732-0.01450.494238
300.0636850.53280.297922
31-0.066439-0.55590.290036
32-0.06972-0.58330.280778
330.0887490.74250.230127
34-0.02303-0.19270.423883
35-0.006307-0.05280.479033
36-0.155173-1.29830.099227
37-0.13383-1.11970.133333
380.1187030.99310.162031
39-0.007873-0.06590.473836
400.0576950.48270.315402
41-0.074319-0.62180.268049
420.0214530.17950.429036
430.1162670.97280.167012
440.1172680.98110.164952
45-0.082969-0.69420.244937
46-0.024759-0.20710.418248
47-0.127691-1.06830.144519
48-0.071624-0.59930.27547
49-0.029191-0.24420.403884
50-0.000405-0.00340.498654
510.0353560.29580.384126
52-0.050647-0.42370.336526
53-0.002584-0.02160.491405
54-0.040157-0.3360.368945
55-0.02688-0.22490.41136
56-0.027477-0.22990.409424
57-0.098538-0.82440.206247
580.0516920.43250.333357
590.0603310.50480.307655
60-0.054525-0.45620.324834

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.178546 & 1.4938 & 0.069858 \tabularnewline
2 & -0.368409 & -3.0823 & 0.001468 \tabularnewline
3 & 0.222766 & 1.8638 & 0.033273 \tabularnewline
4 & -0.264133 & -2.2099 & 0.015192 \tabularnewline
5 & 0.096744 & 0.8094 & 0.210509 \tabularnewline
6 & -0.082024 & -0.6863 & 0.247407 \tabularnewline
7 & -0.103566 & -0.8665 & 0.19459 \tabularnewline
8 & 0.099748 & 0.8346 & 0.203404 \tabularnewline
9 & -0.17344 & -1.4511 & 0.075609 \tabularnewline
10 & -0.243108 & -2.034 & 0.022872 \tabularnewline
11 & 0.366479 & 3.0662 & 0.00154 \tabularnewline
12 & 0.596746 & 4.9927 & 2e-06 \tabularnewline
13 & -0.191751 & -1.6043 & 0.056575 \tabularnewline
14 & 0.053439 & 0.4471 & 0.328092 \tabularnewline
15 & -0.194366 & -1.6262 & 0.054202 \tabularnewline
16 & 0.054685 & 0.4575 & 0.324355 \tabularnewline
17 & -0.080684 & -0.6751 & 0.250932 \tabularnewline
18 & -0.128526 & -1.0753 & 0.142961 \tabularnewline
19 & -0.05346 & -0.4473 & 0.328028 \tabularnewline
20 & -0.14416 & -1.2061 & 0.115915 \tabularnewline
21 & -0.011673 & -0.0977 & 0.461238 \tabularnewline
22 & -0.008115 & -0.0679 & 0.473031 \tabularnewline
23 & -0.089359 & -0.7476 & 0.228594 \tabularnewline
24 & 0.088608 & 0.7413 & 0.230481 \tabularnewline
25 & 0.029316 & 0.2453 & 0.403479 \tabularnewline
26 & -0.021466 & -0.1796 & 0.428994 \tabularnewline
27 & -0.059295 & -0.4961 & 0.31069 \tabularnewline
28 & -0.041462 & -0.3469 & 0.364857 \tabularnewline
29 & -0.001732 & -0.0145 & 0.494238 \tabularnewline
30 & 0.063685 & 0.5328 & 0.297922 \tabularnewline
31 & -0.066439 & -0.5559 & 0.290036 \tabularnewline
32 & -0.06972 & -0.5833 & 0.280778 \tabularnewline
33 & 0.088749 & 0.7425 & 0.230127 \tabularnewline
34 & -0.02303 & -0.1927 & 0.423883 \tabularnewline
35 & -0.006307 & -0.0528 & 0.479033 \tabularnewline
36 & -0.155173 & -1.2983 & 0.099227 \tabularnewline
37 & -0.13383 & -1.1197 & 0.133333 \tabularnewline
38 & 0.118703 & 0.9931 & 0.162031 \tabularnewline
39 & -0.007873 & -0.0659 & 0.473836 \tabularnewline
40 & 0.057695 & 0.4827 & 0.315402 \tabularnewline
41 & -0.074319 & -0.6218 & 0.268049 \tabularnewline
42 & 0.021453 & 0.1795 & 0.429036 \tabularnewline
43 & 0.116267 & 0.9728 & 0.167012 \tabularnewline
44 & 0.117268 & 0.9811 & 0.164952 \tabularnewline
45 & -0.082969 & -0.6942 & 0.244937 \tabularnewline
46 & -0.024759 & -0.2071 & 0.418248 \tabularnewline
47 & -0.127691 & -1.0683 & 0.144519 \tabularnewline
48 & -0.071624 & -0.5993 & 0.27547 \tabularnewline
49 & -0.029191 & -0.2442 & 0.403884 \tabularnewline
50 & -0.000405 & -0.0034 & 0.498654 \tabularnewline
51 & 0.035356 & 0.2958 & 0.384126 \tabularnewline
52 & -0.050647 & -0.4237 & 0.336526 \tabularnewline
53 & -0.002584 & -0.0216 & 0.491405 \tabularnewline
54 & -0.040157 & -0.336 & 0.368945 \tabularnewline
55 & -0.02688 & -0.2249 & 0.41136 \tabularnewline
56 & -0.027477 & -0.2299 & 0.409424 \tabularnewline
57 & -0.098538 & -0.8244 & 0.206247 \tabularnewline
58 & 0.051692 & 0.4325 & 0.333357 \tabularnewline
59 & 0.060331 & 0.5048 & 0.307655 \tabularnewline
60 & -0.054525 & -0.4562 & 0.324834 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68555&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]0.178546[/C][C]1.4938[/C][C]0.069858[/C][/ROW]
[ROW][C]2[/C][C]-0.368409[/C][C]-3.0823[/C][C]0.001468[/C][/ROW]
[ROW][C]3[/C][C]0.222766[/C][C]1.8638[/C][C]0.033273[/C][/ROW]
[ROW][C]4[/C][C]-0.264133[/C][C]-2.2099[/C][C]0.015192[/C][/ROW]
[ROW][C]5[/C][C]0.096744[/C][C]0.8094[/C][C]0.210509[/C][/ROW]
[ROW][C]6[/C][C]-0.082024[/C][C]-0.6863[/C][C]0.247407[/C][/ROW]
[ROW][C]7[/C][C]-0.103566[/C][C]-0.8665[/C][C]0.19459[/C][/ROW]
[ROW][C]8[/C][C]0.099748[/C][C]0.8346[/C][C]0.203404[/C][/ROW]
[ROW][C]9[/C][C]-0.17344[/C][C]-1.4511[/C][C]0.075609[/C][/ROW]
[ROW][C]10[/C][C]-0.243108[/C][C]-2.034[/C][C]0.022872[/C][/ROW]
[ROW][C]11[/C][C]0.366479[/C][C]3.0662[/C][C]0.00154[/C][/ROW]
[ROW][C]12[/C][C]0.596746[/C][C]4.9927[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.191751[/C][C]-1.6043[/C][C]0.056575[/C][/ROW]
[ROW][C]14[/C][C]0.053439[/C][C]0.4471[/C][C]0.328092[/C][/ROW]
[ROW][C]15[/C][C]-0.194366[/C][C]-1.6262[/C][C]0.054202[/C][/ROW]
[ROW][C]16[/C][C]0.054685[/C][C]0.4575[/C][C]0.324355[/C][/ROW]
[ROW][C]17[/C][C]-0.080684[/C][C]-0.6751[/C][C]0.250932[/C][/ROW]
[ROW][C]18[/C][C]-0.128526[/C][C]-1.0753[/C][C]0.142961[/C][/ROW]
[ROW][C]19[/C][C]-0.05346[/C][C]-0.4473[/C][C]0.328028[/C][/ROW]
[ROW][C]20[/C][C]-0.14416[/C][C]-1.2061[/C][C]0.115915[/C][/ROW]
[ROW][C]21[/C][C]-0.011673[/C][C]-0.0977[/C][C]0.461238[/C][/ROW]
[ROW][C]22[/C][C]-0.008115[/C][C]-0.0679[/C][C]0.473031[/C][/ROW]
[ROW][C]23[/C][C]-0.089359[/C][C]-0.7476[/C][C]0.228594[/C][/ROW]
[ROW][C]24[/C][C]0.088608[/C][C]0.7413[/C][C]0.230481[/C][/ROW]
[ROW][C]25[/C][C]0.029316[/C][C]0.2453[/C][C]0.403479[/C][/ROW]
[ROW][C]26[/C][C]-0.021466[/C][C]-0.1796[/C][C]0.428994[/C][/ROW]
[ROW][C]27[/C][C]-0.059295[/C][C]-0.4961[/C][C]0.31069[/C][/ROW]
[ROW][C]28[/C][C]-0.041462[/C][C]-0.3469[/C][C]0.364857[/C][/ROW]
[ROW][C]29[/C][C]-0.001732[/C][C]-0.0145[/C][C]0.494238[/C][/ROW]
[ROW][C]30[/C][C]0.063685[/C][C]0.5328[/C][C]0.297922[/C][/ROW]
[ROW][C]31[/C][C]-0.066439[/C][C]-0.5559[/C][C]0.290036[/C][/ROW]
[ROW][C]32[/C][C]-0.06972[/C][C]-0.5833[/C][C]0.280778[/C][/ROW]
[ROW][C]33[/C][C]0.088749[/C][C]0.7425[/C][C]0.230127[/C][/ROW]
[ROW][C]34[/C][C]-0.02303[/C][C]-0.1927[/C][C]0.423883[/C][/ROW]
[ROW][C]35[/C][C]-0.006307[/C][C]-0.0528[/C][C]0.479033[/C][/ROW]
[ROW][C]36[/C][C]-0.155173[/C][C]-1.2983[/C][C]0.099227[/C][/ROW]
[ROW][C]37[/C][C]-0.13383[/C][C]-1.1197[/C][C]0.133333[/C][/ROW]
[ROW][C]38[/C][C]0.118703[/C][C]0.9931[/C][C]0.162031[/C][/ROW]
[ROW][C]39[/C][C]-0.007873[/C][C]-0.0659[/C][C]0.473836[/C][/ROW]
[ROW][C]40[/C][C]0.057695[/C][C]0.4827[/C][C]0.315402[/C][/ROW]
[ROW][C]41[/C][C]-0.074319[/C][C]-0.6218[/C][C]0.268049[/C][/ROW]
[ROW][C]42[/C][C]0.021453[/C][C]0.1795[/C][C]0.429036[/C][/ROW]
[ROW][C]43[/C][C]0.116267[/C][C]0.9728[/C][C]0.167012[/C][/ROW]
[ROW][C]44[/C][C]0.117268[/C][C]0.9811[/C][C]0.164952[/C][/ROW]
[ROW][C]45[/C][C]-0.082969[/C][C]-0.6942[/C][C]0.244937[/C][/ROW]
[ROW][C]46[/C][C]-0.024759[/C][C]-0.2071[/C][C]0.418248[/C][/ROW]
[ROW][C]47[/C][C]-0.127691[/C][C]-1.0683[/C][C]0.144519[/C][/ROW]
[ROW][C]48[/C][C]-0.071624[/C][C]-0.5993[/C][C]0.27547[/C][/ROW]
[ROW][C]49[/C][C]-0.029191[/C][C]-0.2442[/C][C]0.403884[/C][/ROW]
[ROW][C]50[/C][C]-0.000405[/C][C]-0.0034[/C][C]0.498654[/C][/ROW]
[ROW][C]51[/C][C]0.035356[/C][C]0.2958[/C][C]0.384126[/C][/ROW]
[ROW][C]52[/C][C]-0.050647[/C][C]-0.4237[/C][C]0.336526[/C][/ROW]
[ROW][C]53[/C][C]-0.002584[/C][C]-0.0216[/C][C]0.491405[/C][/ROW]
[ROW][C]54[/C][C]-0.040157[/C][C]-0.336[/C][C]0.368945[/C][/ROW]
[ROW][C]55[/C][C]-0.02688[/C][C]-0.2249[/C][C]0.41136[/C][/ROW]
[ROW][C]56[/C][C]-0.027477[/C][C]-0.2299[/C][C]0.409424[/C][/ROW]
[ROW][C]57[/C][C]-0.098538[/C][C]-0.8244[/C][C]0.206247[/C][/ROW]
[ROW][C]58[/C][C]0.051692[/C][C]0.4325[/C][C]0.333357[/C][/ROW]
[ROW][C]59[/C][C]0.060331[/C][C]0.5048[/C][C]0.307655[/C][/ROW]
[ROW][C]60[/C][C]-0.054525[/C][C]-0.4562[/C][C]0.324834[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68555&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68555&T=2

As an alternative you can also use a QR Code:  
QR Code


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

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.1785461.49380.069858
2-0.368409-3.08230.001468
30.2227661.86380.033273
4-0.264133-2.20990.015192
50.0967440.80940.210509
6-0.082024-0.68630.247407
7-0.103566-0.86650.19459
80.0997480.83460.203404
9-0.17344-1.45110.075609
10-0.243108-2.0340.022872
110.3664793.06620.00154
120.5967464.99272e-06
13-0.191751-1.60430.056575
140.0534390.44710.328092
15-0.194366-1.62620.054202
160.0546850.45750.324355
17-0.080684-0.67510.250932
18-0.128526-1.07530.142961
19-0.05346-0.44730.328028
20-0.14416-1.20610.115915
21-0.011673-0.09770.461238
22-0.008115-0.06790.473031
23-0.089359-0.74760.228594
240.0886080.74130.230481
250.0293160.24530.403479
26-0.021466-0.17960.428994
27-0.059295-0.49610.31069
28-0.041462-0.34690.364857
29-0.001732-0.01450.494238
300.0636850.53280.297922
31-0.066439-0.55590.290036
32-0.06972-0.58330.280778
330.0887490.74250.230127
34-0.02303-0.19270.423883
35-0.006307-0.05280.479033
36-0.155173-1.29830.099227
37-0.13383-1.11970.133333
380.1187030.99310.162031
39-0.007873-0.06590.473836
400.0576950.48270.315402
41-0.074319-0.62180.268049
420.0214530.17950.429036
430.1162670.97280.167012
440.1172680.98110.164952
45-0.082969-0.69420.244937
46-0.024759-0.20710.418248
47-0.127691-1.06830.144519
48-0.071624-0.59930.27547
49-0.029191-0.24420.403884
50-0.000405-0.00340.498654
510.0353560.29580.384126
52-0.050647-0.42370.336526
53-0.002584-0.02160.491405
54-0.040157-0.3360.368945
55-0.02688-0.22490.41136
56-0.027477-0.22990.409424
57-0.098538-0.82440.206247
580.0516920.43250.333357
590.0603310.50480.307655
60-0.054525-0.45620.324834


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = FALSE ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;
Parameters (R input):
par1 = 60 ; par2 = -0.5 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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')