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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 01 Dec 2011 08:22:14 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/01/t1322745750wwv2vs8vvz3kew3.htm/, Retrieved Sat, 20 Apr 2024 05:15:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=149514, Retrieved Sat, 20 Apr 2024 05:15:31 +0000

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User-defined keywords

Estimated Impact

144

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

-     [(Partial) Autocorrelation Function] [ws9 d0 D0] [2011-12-01 13:16:15] [22f8bc702946f784836540059d0d9516]
- R PD    [(Partial) Autocorrelation Function] [ws9 d=1] [2011-12-01 13:22:14] [76a85a4cc6ea7903d92a0f5b9d2872d3] [Current]
-           [(Partial) Autocorrelation Function] [WS 9.4] [2011-12-02 10:41:04] [74be16979710d4c4e7c6647856088456] 
-           [(Partial) Autocorrelation Function] [WS 9 DD] [2011-12-02 20:35:16] [4f1f864fb932bb9c9d0c6cb0c11f4a44] 
-           [(Partial) Autocorrelation Function] [WS 9  DD] [2011-12-02 20:35:34] [4f1f864fb932bb9c9d0c6cb0c11f4a44] 
-  M        [(Partial) Autocorrelation Function] [WS9-4] [2011-12-06 20:13:33] [74be16979710d4c4e7c6647856088456] 
-           [(Partial) Autocorrelation Function] [paper d=1] [2011-12-16 15:40:48] [74be16979710d4c4e7c6647856088456] 

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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	'Gwilym Jenkins' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149514&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149514&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149514&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' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.382705	-3.2247	0.000953
2	-0.153272	-1.2915	0.100361
3	-0.091997	-0.7752	0.220402
4	0.207434	1.7479	0.042405
5	0.074787	0.6302	0.265304
6	-0.309466	-2.6076	0.005553
7	0.087839	0.7401	0.230827
8	0.219926	1.8531	0.03401
9	-0.109974	-0.9267	0.178623
10	-0.139905	-1.1789	0.121195
11	-0.321798	-2.7115	0.004197
12	0.826212	6.9618	0
13	-0.314651	-2.6513	0.004941
14	-0.120782	-1.0177	0.156131
15	-0.071497	-0.6024	0.274399
16	0.165504	1.3946	0.083749
17	0.061053	0.5144	0.304272
18	-0.254357	-2.1432	0.01776
19	0.076337	0.6432	0.261075
20	0.174472	1.4701	0.072972
21	-0.086029	-0.7249	0.235449
22	-0.113178	-0.9537	0.171748
23	-0.259233	-2.1843	0.016121
24	0.658585	5.5493	0
25	-0.248318	-2.0924	0.019991
26	-0.096782	-0.8155	0.208756
27	-0.048125	-0.4055	0.343162
28	0.120091	1.0119	0.157509
29	0.047664	0.4016	0.344584
30	-0.195983	-1.6514	0.051538
31	0.057692	0.4861	0.31419
32	0.13451	1.1334	0.130429
33	-0.061926	-0.5218	0.301717
34	-0.087414	-0.7366	0.231907
35	-0.199	-1.6768	0.048989
36	0.492217	4.1475	4.6e-05
37	-0.183319	-1.5447	0.063436
38	-0.068382	-0.5762	0.283153
39	-0.032244	-0.2717	0.393322
40	0.086042	0.725	0.235417
41	0.031329	0.264	0.396278
42	-0.143498	-1.2091	0.115311
43	0.042703	0.3598	0.360023
44	0.099865	0.8415	0.201452
45	-0.046848	-0.3947	0.347107
46	-0.058278	-0.4911	0.31245
47	-0.13315	-1.1219	0.132834
48	0.324878	2.7375	0.003909
49	-0.122377	-1.0312	0.15298
50	-0.043419	-0.3659	0.35778
51	-0.007825	-0.0659	0.473807
52	0.043565	0.3671	0.357323
53	0.014389	0.1212	0.451922
54	-0.085398	-0.7196	0.237074
55	0.029353	0.2473	0.402683
56	0.055823	0.4704	0.319764
57	-0.024157	-0.2036	0.419643
58	-0.034056	-0.287	0.38749
59	-0.06648	-0.5602	0.288564
60	0.158165	1.3327	0.093442

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.382705 & -3.2247 & 0.000953 \tabularnewline
2 & -0.153272 & -1.2915 & 0.100361 \tabularnewline
3 & -0.091997 & -0.7752 & 0.220402 \tabularnewline
4 & 0.207434 & 1.7479 & 0.042405 \tabularnewline
5 & 0.074787 & 0.6302 & 0.265304 \tabularnewline
6 & -0.309466 & -2.6076 & 0.005553 \tabularnewline
7 & 0.087839 & 0.7401 & 0.230827 \tabularnewline
8 & 0.219926 & 1.8531 & 0.03401 \tabularnewline
9 & -0.109974 & -0.9267 & 0.178623 \tabularnewline
10 & -0.139905 & -1.1789 & 0.121195 \tabularnewline
11 & -0.321798 & -2.7115 & 0.004197 \tabularnewline
12 & 0.826212 & 6.9618 & 0 \tabularnewline
13 & -0.314651 & -2.6513 & 0.004941 \tabularnewline
14 & -0.120782 & -1.0177 & 0.156131 \tabularnewline
15 & -0.071497 & -0.6024 & 0.274399 \tabularnewline
16 & 0.165504 & 1.3946 & 0.083749 \tabularnewline
17 & 0.061053 & 0.5144 & 0.304272 \tabularnewline
18 & -0.254357 & -2.1432 & 0.01776 \tabularnewline
19 & 0.076337 & 0.6432 & 0.261075 \tabularnewline
20 & 0.174472 & 1.4701 & 0.072972 \tabularnewline
21 & -0.086029 & -0.7249 & 0.235449 \tabularnewline
22 & -0.113178 & -0.9537 & 0.171748 \tabularnewline
23 & -0.259233 & -2.1843 & 0.016121 \tabularnewline
24 & 0.658585 & 5.5493 & 0 \tabularnewline
25 & -0.248318 & -2.0924 & 0.019991 \tabularnewline
26 & -0.096782 & -0.8155 & 0.208756 \tabularnewline
27 & -0.048125 & -0.4055 & 0.343162 \tabularnewline
28 & 0.120091 & 1.0119 & 0.157509 \tabularnewline
29 & 0.047664 & 0.4016 & 0.344584 \tabularnewline
30 & -0.195983 & -1.6514 & 0.051538 \tabularnewline
31 & 0.057692 & 0.4861 & 0.31419 \tabularnewline
32 & 0.13451 & 1.1334 & 0.130429 \tabularnewline
33 & -0.061926 & -0.5218 & 0.301717 \tabularnewline
34 & -0.087414 & -0.7366 & 0.231907 \tabularnewline
35 & -0.199 & -1.6768 & 0.048989 \tabularnewline
36 & 0.492217 & 4.1475 & 4.6e-05 \tabularnewline
37 & -0.183319 & -1.5447 & 0.063436 \tabularnewline
38 & -0.068382 & -0.5762 & 0.283153 \tabularnewline
39 & -0.032244 & -0.2717 & 0.393322 \tabularnewline
40 & 0.086042 & 0.725 & 0.235417 \tabularnewline
41 & 0.031329 & 0.264 & 0.396278 \tabularnewline
42 & -0.143498 & -1.2091 & 0.115311 \tabularnewline
43 & 0.042703 & 0.3598 & 0.360023 \tabularnewline
44 & 0.099865 & 0.8415 & 0.201452 \tabularnewline
45 & -0.046848 & -0.3947 & 0.347107 \tabularnewline
46 & -0.058278 & -0.4911 & 0.31245 \tabularnewline
47 & -0.13315 & -1.1219 & 0.132834 \tabularnewline
48 & 0.324878 & 2.7375 & 0.003909 \tabularnewline
49 & -0.122377 & -1.0312 & 0.15298 \tabularnewline
50 & -0.043419 & -0.3659 & 0.35778 \tabularnewline
51 & -0.007825 & -0.0659 & 0.473807 \tabularnewline
52 & 0.043565 & 0.3671 & 0.357323 \tabularnewline
53 & 0.014389 & 0.1212 & 0.451922 \tabularnewline
54 & -0.085398 & -0.7196 & 0.237074 \tabularnewline
55 & 0.029353 & 0.2473 & 0.402683 \tabularnewline
56 & 0.055823 & 0.4704 & 0.319764 \tabularnewline
57 & -0.024157 & -0.2036 & 0.419643 \tabularnewline
58 & -0.034056 & -0.287 & 0.38749 \tabularnewline
59 & -0.06648 & -0.5602 & 0.288564 \tabularnewline
60 & 0.158165 & 1.3327 & 0.093442 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149514&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]-0.382705[/C][C]-3.2247[/C][C]0.000953[/C][/ROW]
[ROW][C]2[/C][C]-0.153272[/C][C]-1.2915[/C][C]0.100361[/C][/ROW]
[ROW][C]3[/C][C]-0.091997[/C][C]-0.7752[/C][C]0.220402[/C][/ROW]
[ROW][C]4[/C][C]0.207434[/C][C]1.7479[/C][C]0.042405[/C][/ROW]
[ROW][C]5[/C][C]0.074787[/C][C]0.6302[/C][C]0.265304[/C][/ROW]
[ROW][C]6[/C][C]-0.309466[/C][C]-2.6076[/C][C]0.005553[/C][/ROW]
[ROW][C]7[/C][C]0.087839[/C][C]0.7401[/C][C]0.230827[/C][/ROW]
[ROW][C]8[/C][C]0.219926[/C][C]1.8531[/C][C]0.03401[/C][/ROW]
[ROW][C]9[/C][C]-0.109974[/C][C]-0.9267[/C][C]0.178623[/C][/ROW]
[ROW][C]10[/C][C]-0.139905[/C][C]-1.1789[/C][C]0.121195[/C][/ROW]
[ROW][C]11[/C][C]-0.321798[/C][C]-2.7115[/C][C]0.004197[/C][/ROW]
[ROW][C]12[/C][C]0.826212[/C][C]6.9618[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.314651[/C][C]-2.6513[/C][C]0.004941[/C][/ROW]
[ROW][C]14[/C][C]-0.120782[/C][C]-1.0177[/C][C]0.156131[/C][/ROW]
[ROW][C]15[/C][C]-0.071497[/C][C]-0.6024[/C][C]0.274399[/C][/ROW]
[ROW][C]16[/C][C]0.165504[/C][C]1.3946[/C][C]0.083749[/C][/ROW]
[ROW][C]17[/C][C]0.061053[/C][C]0.5144[/C][C]0.304272[/C][/ROW]
[ROW][C]18[/C][C]-0.254357[/C][C]-2.1432[/C][C]0.01776[/C][/ROW]
[ROW][C]19[/C][C]0.076337[/C][C]0.6432[/C][C]0.261075[/C][/ROW]
[ROW][C]20[/C][C]0.174472[/C][C]1.4701[/C][C]0.072972[/C][/ROW]
[ROW][C]21[/C][C]-0.086029[/C][C]-0.7249[/C][C]0.235449[/C][/ROW]
[ROW][C]22[/C][C]-0.113178[/C][C]-0.9537[/C][C]0.171748[/C][/ROW]
[ROW][C]23[/C][C]-0.259233[/C][C]-2.1843[/C][C]0.016121[/C][/ROW]
[ROW][C]24[/C][C]0.658585[/C][C]5.5493[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.248318[/C][C]-2.0924[/C][C]0.019991[/C][/ROW]
[ROW][C]26[/C][C]-0.096782[/C][C]-0.8155[/C][C]0.208756[/C][/ROW]
[ROW][C]27[/C][C]-0.048125[/C][C]-0.4055[/C][C]0.343162[/C][/ROW]
[ROW][C]28[/C][C]0.120091[/C][C]1.0119[/C][C]0.157509[/C][/ROW]
[ROW][C]29[/C][C]0.047664[/C][C]0.4016[/C][C]0.344584[/C][/ROW]
[ROW][C]30[/C][C]-0.195983[/C][C]-1.6514[/C][C]0.051538[/C][/ROW]
[ROW][C]31[/C][C]0.057692[/C][C]0.4861[/C][C]0.31419[/C][/ROW]
[ROW][C]32[/C][C]0.13451[/C][C]1.1334[/C][C]0.130429[/C][/ROW]
[ROW][C]33[/C][C]-0.061926[/C][C]-0.5218[/C][C]0.301717[/C][/ROW]
[ROW][C]34[/C][C]-0.087414[/C][C]-0.7366[/C][C]0.231907[/C][/ROW]
[ROW][C]35[/C][C]-0.199[/C][C]-1.6768[/C][C]0.048989[/C][/ROW]
[ROW][C]36[/C][C]0.492217[/C][C]4.1475[/C][C]4.6e-05[/C][/ROW]
[ROW][C]37[/C][C]-0.183319[/C][C]-1.5447[/C][C]0.063436[/C][/ROW]
[ROW][C]38[/C][C]-0.068382[/C][C]-0.5762[/C][C]0.283153[/C][/ROW]
[ROW][C]39[/C][C]-0.032244[/C][C]-0.2717[/C][C]0.393322[/C][/ROW]
[ROW][C]40[/C][C]0.086042[/C][C]0.725[/C][C]0.235417[/C][/ROW]
[ROW][C]41[/C][C]0.031329[/C][C]0.264[/C][C]0.396278[/C][/ROW]
[ROW][C]42[/C][C]-0.143498[/C][C]-1.2091[/C][C]0.115311[/C][/ROW]
[ROW][C]43[/C][C]0.042703[/C][C]0.3598[/C][C]0.360023[/C][/ROW]
[ROW][C]44[/C][C]0.099865[/C][C]0.8415[/C][C]0.201452[/C][/ROW]
[ROW][C]45[/C][C]-0.046848[/C][C]-0.3947[/C][C]0.347107[/C][/ROW]
[ROW][C]46[/C][C]-0.058278[/C][C]-0.4911[/C][C]0.31245[/C][/ROW]
[ROW][C]47[/C][C]-0.13315[/C][C]-1.1219[/C][C]0.132834[/C][/ROW]
[ROW][C]48[/C][C]0.324878[/C][C]2.7375[/C][C]0.003909[/C][/ROW]
[ROW][C]49[/C][C]-0.122377[/C][C]-1.0312[/C][C]0.15298[/C][/ROW]
[ROW][C]50[/C][C]-0.043419[/C][C]-0.3659[/C][C]0.35778[/C][/ROW]
[ROW][C]51[/C][C]-0.007825[/C][C]-0.0659[/C][C]0.473807[/C][/ROW]
[ROW][C]52[/C][C]0.043565[/C][C]0.3671[/C][C]0.357323[/C][/ROW]
[ROW][C]53[/C][C]0.014389[/C][C]0.1212[/C][C]0.451922[/C][/ROW]
[ROW][C]54[/C][C]-0.085398[/C][C]-0.7196[/C][C]0.237074[/C][/ROW]
[ROW][C]55[/C][C]0.029353[/C][C]0.2473[/C][C]0.402683[/C][/ROW]
[ROW][C]56[/C][C]0.055823[/C][C]0.4704[/C][C]0.319764[/C][/ROW]
[ROW][C]57[/C][C]-0.024157[/C][C]-0.2036[/C][C]0.419643[/C][/ROW]
[ROW][C]58[/C][C]-0.034056[/C][C]-0.287[/C][C]0.38749[/C][/ROW]
[ROW][C]59[/C][C]-0.06648[/C][C]-0.5602[/C][C]0.288564[/C][/ROW]
[ROW][C]60[/C][C]0.158165[/C][C]1.3327[/C][C]0.093442[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149514&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149514&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	-0.382705	-3.2247	0.000953
2	-0.153272	-1.2915	0.100361
3	-0.091997	-0.7752	0.220402
4	0.207434	1.7479	0.042405
5	0.074787	0.6302	0.265304
6	-0.309466	-2.6076	0.005553
7	0.087839	0.7401	0.230827
8	0.219926	1.8531	0.03401
9	-0.109974	-0.9267	0.178623
10	-0.139905	-1.1789	0.121195
11	-0.321798	-2.7115	0.004197
12	0.826212	6.9618	0
13	-0.314651	-2.6513	0.004941
14	-0.120782	-1.0177	0.156131
15	-0.071497	-0.6024	0.274399
16	0.165504	1.3946	0.083749
17	0.061053	0.5144	0.304272
18	-0.254357	-2.1432	0.01776
19	0.076337	0.6432	0.261075
20	0.174472	1.4701	0.072972
21	-0.086029	-0.7249	0.235449
22	-0.113178	-0.9537	0.171748
23	-0.259233	-2.1843	0.016121
24	0.658585	5.5493	0
25	-0.248318	-2.0924	0.019991
26	-0.096782	-0.8155	0.208756
27	-0.048125	-0.4055	0.343162
28	0.120091	1.0119	0.157509
29	0.047664	0.4016	0.344584
30	-0.195983	-1.6514	0.051538
31	0.057692	0.4861	0.31419
32	0.13451	1.1334	0.130429
33	-0.061926	-0.5218	0.301717
34	-0.087414	-0.7366	0.231907
35	-0.199	-1.6768	0.048989
36	0.492217	4.1475	4.6e-05
37	-0.183319	-1.5447	0.063436
38	-0.068382	-0.5762	0.283153
39	-0.032244	-0.2717	0.393322
40	0.086042	0.725	0.235417
41	0.031329	0.264	0.396278
42	-0.143498	-1.2091	0.115311
43	0.042703	0.3598	0.360023
44	0.099865	0.8415	0.201452
45	-0.046848	-0.3947	0.347107
46	-0.058278	-0.4911	0.31245
47	-0.13315	-1.1219	0.132834
48	0.324878	2.7375	0.003909
49	-0.122377	-1.0312	0.15298
50	-0.043419	-0.3659	0.35778
51	-0.007825	-0.0659	0.473807
52	0.043565	0.3671	0.357323
53	0.014389	0.1212	0.451922
54	-0.085398	-0.7196	0.237074
55	0.029353	0.2473	0.402683
56	0.055823	0.4704	0.319764
57	-0.024157	-0.2036	0.419643
58	-0.034056	-0.287	0.38749
59	-0.06648	-0.5602	0.288564
60	0.158165	1.3327	0.093442

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.382705	-3.2247	0.000953
2	-0.351169	-2.959	0.002096
3	-0.408468	-3.4418	0.000486
4	-0.153754	-1.2956	0.099662
5	0.046204	0.3893	0.349101
6	-0.281725	-2.3739	0.010156
7	-0.199923	-1.6846	0.048231
8	0.079747	0.672	0.251896
9	-0.070728	-0.596	0.276546
10	-0.139972	-1.1794	0.121083
11	-0.747816	-6.3012	0
12	0.274597	2.3138	0.011789
13	0.049859	0.4201	0.337834
14	0.117914	0.9936	0.161905
15	0.112513	0.9481	0.173159
16	-0.013414	-0.113	0.455163
17	-0.061035	-0.5143	0.304322
18	0.101584	0.856	0.197449
19	0.067655	0.5701	0.285215
20	-0.120456	-1.015	0.156781
21	-0.04833	-0.4072	0.342531
22	-0.046261	-0.3898	0.348925
23	0.039195	0.3303	0.371086
24	0.022345	0.1883	0.425597
25	0.040653	0.3426	0.366474
26	-0.03118	-0.2627	0.39676
27	0.033897	0.2856	0.388
28	0.026732	0.2252	0.411218
29	-0.008827	-0.0744	0.47046
30	0.012603	0.1062	0.457862
31	-0.032412	-0.2731	0.39278
32	-0.033615	-0.2832	0.388907
33	-0.001022	-0.0086	0.496575
34	0.02191	0.1846	0.427028
35	0.05864	0.4941	0.311378
36	-0.050924	-0.4291	0.334576
37	-0.038536	-0.3247	0.373177
38	-0.016593	-0.1398	0.444601
39	-0.00264	-0.0222	0.491157
40	0.022936	0.1933	0.423653
41	-0.007295	-0.0615	0.47558
42	-0.028172	-0.2374	0.406523
43	-0.007969	-0.0671	0.473326
44	0.030997	0.2612	0.397353
45	-0.001276	-0.0108	0.495725
46	0.017597	0.1483	0.441271
47	0.096088	0.8096	0.210424
48	-0.055475	-0.4674	0.320807
49	-0.01481	-0.1248	0.45052
50	-0.008987	-0.0757	0.469926
51	0.027761	0.2339	0.40786
52	-0.010902	-0.0919	0.463533
53	-0.014395	-0.1213	0.4519
54	-0.009235	-0.0778	0.469099
55	0.009663	0.0814	0.467669
56	0.001503	0.0127	0.494964
57	0.025247	0.2127	0.41607
58	0.002978	0.0251	0.490027
59	0.072119	0.6077	0.272669
60	-0.067046	-0.5649	0.286947

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.382705 & -3.2247 & 0.000953 \tabularnewline
2 & -0.351169 & -2.959 & 0.002096 \tabularnewline
3 & -0.408468 & -3.4418 & 0.000486 \tabularnewline
4 & -0.153754 & -1.2956 & 0.099662 \tabularnewline
5 & 0.046204 & 0.3893 & 0.349101 \tabularnewline
6 & -0.281725 & -2.3739 & 0.010156 \tabularnewline
7 & -0.199923 & -1.6846 & 0.048231 \tabularnewline
8 & 0.079747 & 0.672 & 0.251896 \tabularnewline
9 & -0.070728 & -0.596 & 0.276546 \tabularnewline
10 & -0.139972 & -1.1794 & 0.121083 \tabularnewline
11 & -0.747816 & -6.3012 & 0 \tabularnewline
12 & 0.274597 & 2.3138 & 0.011789 \tabularnewline
13 & 0.049859 & 0.4201 & 0.337834 \tabularnewline
14 & 0.117914 & 0.9936 & 0.161905 \tabularnewline
15 & 0.112513 & 0.9481 & 0.173159 \tabularnewline
16 & -0.013414 & -0.113 & 0.455163 \tabularnewline
17 & -0.061035 & -0.5143 & 0.304322 \tabularnewline
18 & 0.101584 & 0.856 & 0.197449 \tabularnewline
19 & 0.067655 & 0.5701 & 0.285215 \tabularnewline
20 & -0.120456 & -1.015 & 0.156781 \tabularnewline
21 & -0.04833 & -0.4072 & 0.342531 \tabularnewline
22 & -0.046261 & -0.3898 & 0.348925 \tabularnewline
23 & 0.039195 & 0.3303 & 0.371086 \tabularnewline
24 & 0.022345 & 0.1883 & 0.425597 \tabularnewline
25 & 0.040653 & 0.3426 & 0.366474 \tabularnewline
26 & -0.03118 & -0.2627 & 0.39676 \tabularnewline
27 & 0.033897 & 0.2856 & 0.388 \tabularnewline
28 & 0.026732 & 0.2252 & 0.411218 \tabularnewline
29 & -0.008827 & -0.0744 & 0.47046 \tabularnewline
30 & 0.012603 & 0.1062 & 0.457862 \tabularnewline
31 & -0.032412 & -0.2731 & 0.39278 \tabularnewline
32 & -0.033615 & -0.2832 & 0.388907 \tabularnewline
33 & -0.001022 & -0.0086 & 0.496575 \tabularnewline
34 & 0.02191 & 0.1846 & 0.427028 \tabularnewline
35 & 0.05864 & 0.4941 & 0.311378 \tabularnewline
36 & -0.050924 & -0.4291 & 0.334576 \tabularnewline
37 & -0.038536 & -0.3247 & 0.373177 \tabularnewline
38 & -0.016593 & -0.1398 & 0.444601 \tabularnewline
39 & -0.00264 & -0.0222 & 0.491157 \tabularnewline
40 & 0.022936 & 0.1933 & 0.423653 \tabularnewline
41 & -0.007295 & -0.0615 & 0.47558 \tabularnewline
42 & -0.028172 & -0.2374 & 0.406523 \tabularnewline
43 & -0.007969 & -0.0671 & 0.473326 \tabularnewline
44 & 0.030997 & 0.2612 & 0.397353 \tabularnewline
45 & -0.001276 & -0.0108 & 0.495725 \tabularnewline
46 & 0.017597 & 0.1483 & 0.441271 \tabularnewline
47 & 0.096088 & 0.8096 & 0.210424 \tabularnewline
48 & -0.055475 & -0.4674 & 0.320807 \tabularnewline
49 & -0.01481 & -0.1248 & 0.45052 \tabularnewline
50 & -0.008987 & -0.0757 & 0.469926 \tabularnewline
51 & 0.027761 & 0.2339 & 0.40786 \tabularnewline
52 & -0.010902 & -0.0919 & 0.463533 \tabularnewline
53 & -0.014395 & -0.1213 & 0.4519 \tabularnewline
54 & -0.009235 & -0.0778 & 0.469099 \tabularnewline
55 & 0.009663 & 0.0814 & 0.467669 \tabularnewline
56 & 0.001503 & 0.0127 & 0.494964 \tabularnewline
57 & 0.025247 & 0.2127 & 0.41607 \tabularnewline
58 & 0.002978 & 0.0251 & 0.490027 \tabularnewline
59 & 0.072119 & 0.6077 & 0.272669 \tabularnewline
60 & -0.067046 & -0.5649 & 0.286947 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149514&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]-0.382705[/C][C]-3.2247[/C][C]0.000953[/C][/ROW]
[ROW][C]2[/C][C]-0.351169[/C][C]-2.959[/C][C]0.002096[/C][/ROW]
[ROW][C]3[/C][C]-0.408468[/C][C]-3.4418[/C][C]0.000486[/C][/ROW]
[ROW][C]4[/C][C]-0.153754[/C][C]-1.2956[/C][C]0.099662[/C][/ROW]
[ROW][C]5[/C][C]0.046204[/C][C]0.3893[/C][C]0.349101[/C][/ROW]
[ROW][C]6[/C][C]-0.281725[/C][C]-2.3739[/C][C]0.010156[/C][/ROW]
[ROW][C]7[/C][C]-0.199923[/C][C]-1.6846[/C][C]0.048231[/C][/ROW]
[ROW][C]8[/C][C]0.079747[/C][C]0.672[/C][C]0.251896[/C][/ROW]
[ROW][C]9[/C][C]-0.070728[/C][C]-0.596[/C][C]0.276546[/C][/ROW]
[ROW][C]10[/C][C]-0.139972[/C][C]-1.1794[/C][C]0.121083[/C][/ROW]
[ROW][C]11[/C][C]-0.747816[/C][C]-6.3012[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.274597[/C][C]2.3138[/C][C]0.011789[/C][/ROW]
[ROW][C]13[/C][C]0.049859[/C][C]0.4201[/C][C]0.337834[/C][/ROW]
[ROW][C]14[/C][C]0.117914[/C][C]0.9936[/C][C]0.161905[/C][/ROW]
[ROW][C]15[/C][C]0.112513[/C][C]0.9481[/C][C]0.173159[/C][/ROW]
[ROW][C]16[/C][C]-0.013414[/C][C]-0.113[/C][C]0.455163[/C][/ROW]
[ROW][C]17[/C][C]-0.061035[/C][C]-0.5143[/C][C]0.304322[/C][/ROW]
[ROW][C]18[/C][C]0.101584[/C][C]0.856[/C][C]0.197449[/C][/ROW]
[ROW][C]19[/C][C]0.067655[/C][C]0.5701[/C][C]0.285215[/C][/ROW]
[ROW][C]20[/C][C]-0.120456[/C][C]-1.015[/C][C]0.156781[/C][/ROW]
[ROW][C]21[/C][C]-0.04833[/C][C]-0.4072[/C][C]0.342531[/C][/ROW]
[ROW][C]22[/C][C]-0.046261[/C][C]-0.3898[/C][C]0.348925[/C][/ROW]
[ROW][C]23[/C][C]0.039195[/C][C]0.3303[/C][C]0.371086[/C][/ROW]
[ROW][C]24[/C][C]0.022345[/C][C]0.1883[/C][C]0.425597[/C][/ROW]
[ROW][C]25[/C][C]0.040653[/C][C]0.3426[/C][C]0.366474[/C][/ROW]
[ROW][C]26[/C][C]-0.03118[/C][C]-0.2627[/C][C]0.39676[/C][/ROW]
[ROW][C]27[/C][C]0.033897[/C][C]0.2856[/C][C]0.388[/C][/ROW]
[ROW][C]28[/C][C]0.026732[/C][C]0.2252[/C][C]0.411218[/C][/ROW]
[ROW][C]29[/C][C]-0.008827[/C][C]-0.0744[/C][C]0.47046[/C][/ROW]
[ROW][C]30[/C][C]0.012603[/C][C]0.1062[/C][C]0.457862[/C][/ROW]
[ROW][C]31[/C][C]-0.032412[/C][C]-0.2731[/C][C]0.39278[/C][/ROW]
[ROW][C]32[/C][C]-0.033615[/C][C]-0.2832[/C][C]0.388907[/C][/ROW]
[ROW][C]33[/C][C]-0.001022[/C][C]-0.0086[/C][C]0.496575[/C][/ROW]
[ROW][C]34[/C][C]0.02191[/C][C]0.1846[/C][C]0.427028[/C][/ROW]
[ROW][C]35[/C][C]0.05864[/C][C]0.4941[/C][C]0.311378[/C][/ROW]
[ROW][C]36[/C][C]-0.050924[/C][C]-0.4291[/C][C]0.334576[/C][/ROW]
[ROW][C]37[/C][C]-0.038536[/C][C]-0.3247[/C][C]0.373177[/C][/ROW]
[ROW][C]38[/C][C]-0.016593[/C][C]-0.1398[/C][C]0.444601[/C][/ROW]
[ROW][C]39[/C][C]-0.00264[/C][C]-0.0222[/C][C]0.491157[/C][/ROW]
[ROW][C]40[/C][C]0.022936[/C][C]0.1933[/C][C]0.423653[/C][/ROW]
[ROW][C]41[/C][C]-0.007295[/C][C]-0.0615[/C][C]0.47558[/C][/ROW]
[ROW][C]42[/C][C]-0.028172[/C][C]-0.2374[/C][C]0.406523[/C][/ROW]
[ROW][C]43[/C][C]-0.007969[/C][C]-0.0671[/C][C]0.473326[/C][/ROW]
[ROW][C]44[/C][C]0.030997[/C][C]0.2612[/C][C]0.397353[/C][/ROW]
[ROW][C]45[/C][C]-0.001276[/C][C]-0.0108[/C][C]0.495725[/C][/ROW]
[ROW][C]46[/C][C]0.017597[/C][C]0.1483[/C][C]0.441271[/C][/ROW]
[ROW][C]47[/C][C]0.096088[/C][C]0.8096[/C][C]0.210424[/C][/ROW]
[ROW][C]48[/C][C]-0.055475[/C][C]-0.4674[/C][C]0.320807[/C][/ROW]
[ROW][C]49[/C][C]-0.01481[/C][C]-0.1248[/C][C]0.45052[/C][/ROW]
[ROW][C]50[/C][C]-0.008987[/C][C]-0.0757[/C][C]0.469926[/C][/ROW]
[ROW][C]51[/C][C]0.027761[/C][C]0.2339[/C][C]0.40786[/C][/ROW]
[ROW][C]52[/C][C]-0.010902[/C][C]-0.0919[/C][C]0.463533[/C][/ROW]
[ROW][C]53[/C][C]-0.014395[/C][C]-0.1213[/C][C]0.4519[/C][/ROW]
[ROW][C]54[/C][C]-0.009235[/C][C]-0.0778[/C][C]0.469099[/C][/ROW]
[ROW][C]55[/C][C]0.009663[/C][C]0.0814[/C][C]0.467669[/C][/ROW]
[ROW][C]56[/C][C]0.001503[/C][C]0.0127[/C][C]0.494964[/C][/ROW]
[ROW][C]57[/C][C]0.025247[/C][C]0.2127[/C][C]0.41607[/C][/ROW]
[ROW][C]58[/C][C]0.002978[/C][C]0.0251[/C][C]0.490027[/C][/ROW]
[ROW][C]59[/C][C]0.072119[/C][C]0.6077[/C][C]0.272669[/C][/ROW]
[ROW][C]60[/C][C]-0.067046[/C][C]-0.5649[/C][C]0.286947[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149514&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149514&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	-0.382705	-3.2247	0.000953
2	-0.351169	-2.959	0.002096
3	-0.408468	-3.4418	0.000486
4	-0.153754	-1.2956	0.099662
5	0.046204	0.3893	0.349101
6	-0.281725	-2.3739	0.010156
7	-0.199923	-1.6846	0.048231
8	0.079747	0.672	0.251896
9	-0.070728	-0.596	0.276546
10	-0.139972	-1.1794	0.121083
11	-0.747816	-6.3012	0
12	0.274597	2.3138	0.011789
13	0.049859	0.4201	0.337834
14	0.117914	0.9936	0.161905
15	0.112513	0.9481	0.173159
16	-0.013414	-0.113	0.455163
17	-0.061035	-0.5143	0.304322
18	0.101584	0.856	0.197449
19	0.067655	0.5701	0.285215
20	-0.120456	-1.015	0.156781
21	-0.04833	-0.4072	0.342531
22	-0.046261	-0.3898	0.348925
23	0.039195	0.3303	0.371086
24	0.022345	0.1883	0.425597
25	0.040653	0.3426	0.366474
26	-0.03118	-0.2627	0.39676
27	0.033897	0.2856	0.388
28	0.026732	0.2252	0.411218
29	-0.008827	-0.0744	0.47046
30	0.012603	0.1062	0.457862
31	-0.032412	-0.2731	0.39278
32	-0.033615	-0.2832	0.388907
33	-0.001022	-0.0086	0.496575
34	0.02191	0.1846	0.427028
35	0.05864	0.4941	0.311378
36	-0.050924	-0.4291	0.334576
37	-0.038536	-0.3247	0.373177
38	-0.016593	-0.1398	0.444601
39	-0.00264	-0.0222	0.491157
40	0.022936	0.1933	0.423653
41	-0.007295	-0.0615	0.47558
42	-0.028172	-0.2374	0.406523
43	-0.007969	-0.0671	0.473326
44	0.030997	0.2612	0.397353
45	-0.001276	-0.0108	0.495725
46	0.017597	0.1483	0.441271
47	0.096088	0.8096	0.210424
48	-0.055475	-0.4674	0.320807
49	-0.01481	-0.1248	0.45052
50	-0.008987	-0.0757	0.469926
51	0.027761	0.2339	0.40786
52	-0.010902	-0.0919	0.463533
53	-0.014395	-0.1213	0.4519
54	-0.009235	-0.0778	0.469099
55	0.009663	0.0814	0.467669
56	0.001503	0.0127	0.494964
57	0.025247	0.2127	0.41607
58	0.002978	0.0251	0.490027
59	0.072119	0.6077	0.272669
60	-0.067046	-0.5649	0.286947

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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