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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 01 Dec 2011 08:33:25 -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/t13227464292p9jlvckmuvz1vy.htm/, Retrieved Fri, 26 Apr 2024 15:26:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=149551, Retrieved Fri, 26 Apr 2024 15:26:15 +0000

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User-defined keywords

Estimated Impact

153

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 D=1] [2011-12-01 13:33:25] [76a85a4cc6ea7903d92a0f5b9d2872d3] [Current]
-           [(Partial) Autocorrelation Function] [WS 9.6] [2011-12-02 10:44:01] [74be16979710d4c4e7c6647856088456] 
-   P       [(Partial) Autocorrelation Function] [WS 9 2] [2011-12-02 20:37:57] [4f1f864fb932bb9c9d0c6cb0c11f4a44] 
-   P       [(Partial) Autocorrelation Function] [WS 9   2] [2011-12-02 20:37:57] [4f1f864fb932bb9c9d0c6cb0c11f4a44] 
-  M        [(Partial) Autocorrelation Function] [WS9-6] [2011-12-06 20:20:20] [74be16979710d4c4e7c6647856088456] 
-           [(Partial) Autocorrelation Function] [paper beide 1] [2011-12-16 15:43:59] [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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149551&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149551&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149551&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	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.147156	-1.1303	0.131456
2	0.056231	0.4319	0.333687
3	0.133348	1.0243	0.154945
4	0.11761	0.9034	0.184998
5	-0.033273	-0.2556	0.399583
6	0.120401	0.9248	0.179413
7	-0.157807	-1.2121	0.115146
8	0.243567	1.8709	0.033162
9	-0.075319	-0.5785	0.282553
10	-0.063633	-0.4888	0.313406
11	0.168971	1.2979	0.099688
12	-0.17076	-1.3116	0.097363
13	0.014208	0.1091	0.456733
14	0.048434	0.372	0.355603
15	-0.118082	-0.907	0.184047
16	0.043965	0.3377	0.368392
17	0.180218	1.3843	0.085743
18	-0.276192	-2.1215	0.019046
19	0.265248	2.0374	0.023051
20	-0.130751	-1.0043	0.159664
21	0.059095	0.4539	0.325777
22	-0.054156	-0.416	0.339467
23	0.03993	0.3067	0.380072
24	0.04949	0.3801	0.352602
25	0.05567	0.4276	0.335245
26	-0.188393	-1.4471	0.076585
27	0.225559	1.7325	0.0442
28	-0.045227	-0.3474	0.364764
29	-0.067487	-0.5184	0.303066
30	0.099633	0.7653	0.223574
31	-0.041885	-0.3217	0.3744
32	-0.083384	-0.6405	0.26217
33	0.069918	0.5371	0.296625
34	-0.126638	-0.9727	0.16733
35	0.01591	0.1222	0.451575
36	0.077785	0.5975	0.276237
37	-0.130053	-0.999	0.160948
38	0.057029	0.438	0.331475
39	-0.064126	-0.4926	0.312075
40	0.044636	0.3429	0.366464
41	0.070902	0.5446	0.294037
42	-0.064149	-0.4927	0.312014
43	-0.090064	-0.6918	0.24589
44	0.02248	0.1727	0.43175
45	-0.076926	-0.5909	0.278428
46	0.008822	0.0678	0.473103
47	-0.055508	-0.4264	0.335697
48	-0.078509	-0.603	0.274396
49	-0.030769	-0.2363	0.406994
50	-0.028026	-0.2153	0.415148
51	-0.084723	-0.6508	0.258862
52	-0.061893	-0.4754	0.318127
53	-0.08492	-0.6523	0.258375
54	-0.050196	-0.3856	0.350602
55	-0.035721	-0.2744	0.392376
56	-0.052791	-0.4055	0.343291
57	-0.005367	-0.0412	0.483627
58	-0.015178	-0.1166	0.453793
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.147156 & -1.1303 & 0.131456 \tabularnewline
2 & 0.056231 & 0.4319 & 0.333687 \tabularnewline
3 & 0.133348 & 1.0243 & 0.154945 \tabularnewline
4 & 0.11761 & 0.9034 & 0.184998 \tabularnewline
5 & -0.033273 & -0.2556 & 0.399583 \tabularnewline
6 & 0.120401 & 0.9248 & 0.179413 \tabularnewline
7 & -0.157807 & -1.2121 & 0.115146 \tabularnewline
8 & 0.243567 & 1.8709 & 0.033162 \tabularnewline
9 & -0.075319 & -0.5785 & 0.282553 \tabularnewline
10 & -0.063633 & -0.4888 & 0.313406 \tabularnewline
11 & 0.168971 & 1.2979 & 0.099688 \tabularnewline
12 & -0.17076 & -1.3116 & 0.097363 \tabularnewline
13 & 0.014208 & 0.1091 & 0.456733 \tabularnewline
14 & 0.048434 & 0.372 & 0.355603 \tabularnewline
15 & -0.118082 & -0.907 & 0.184047 \tabularnewline
16 & 0.043965 & 0.3377 & 0.368392 \tabularnewline
17 & 0.180218 & 1.3843 & 0.085743 \tabularnewline
18 & -0.276192 & -2.1215 & 0.019046 \tabularnewline
19 & 0.265248 & 2.0374 & 0.023051 \tabularnewline
20 & -0.130751 & -1.0043 & 0.159664 \tabularnewline
21 & 0.059095 & 0.4539 & 0.325777 \tabularnewline
22 & -0.054156 & -0.416 & 0.339467 \tabularnewline
23 & 0.03993 & 0.3067 & 0.380072 \tabularnewline
24 & 0.04949 & 0.3801 & 0.352602 \tabularnewline
25 & 0.05567 & 0.4276 & 0.335245 \tabularnewline
26 & -0.188393 & -1.4471 & 0.076585 \tabularnewline
27 & 0.225559 & 1.7325 & 0.0442 \tabularnewline
28 & -0.045227 & -0.3474 & 0.364764 \tabularnewline
29 & -0.067487 & -0.5184 & 0.303066 \tabularnewline
30 & 0.099633 & 0.7653 & 0.223574 \tabularnewline
31 & -0.041885 & -0.3217 & 0.3744 \tabularnewline
32 & -0.083384 & -0.6405 & 0.26217 \tabularnewline
33 & 0.069918 & 0.5371 & 0.296625 \tabularnewline
34 & -0.126638 & -0.9727 & 0.16733 \tabularnewline
35 & 0.01591 & 0.1222 & 0.451575 \tabularnewline
36 & 0.077785 & 0.5975 & 0.276237 \tabularnewline
37 & -0.130053 & -0.999 & 0.160948 \tabularnewline
38 & 0.057029 & 0.438 & 0.331475 \tabularnewline
39 & -0.064126 & -0.4926 & 0.312075 \tabularnewline
40 & 0.044636 & 0.3429 & 0.366464 \tabularnewline
41 & 0.070902 & 0.5446 & 0.294037 \tabularnewline
42 & -0.064149 & -0.4927 & 0.312014 \tabularnewline
43 & -0.090064 & -0.6918 & 0.24589 \tabularnewline
44 & 0.02248 & 0.1727 & 0.43175 \tabularnewline
45 & -0.076926 & -0.5909 & 0.278428 \tabularnewline
46 & 0.008822 & 0.0678 & 0.473103 \tabularnewline
47 & -0.055508 & -0.4264 & 0.335697 \tabularnewline
48 & -0.078509 & -0.603 & 0.274396 \tabularnewline
49 & -0.030769 & -0.2363 & 0.406994 \tabularnewline
50 & -0.028026 & -0.2153 & 0.415148 \tabularnewline
51 & -0.084723 & -0.6508 & 0.258862 \tabularnewline
52 & -0.061893 & -0.4754 & 0.318127 \tabularnewline
53 & -0.08492 & -0.6523 & 0.258375 \tabularnewline
54 & -0.050196 & -0.3856 & 0.350602 \tabularnewline
55 & -0.035721 & -0.2744 & 0.392376 \tabularnewline
56 & -0.052791 & -0.4055 & 0.343291 \tabularnewline
57 & -0.005367 & -0.0412 & 0.483627 \tabularnewline
58 & -0.015178 & -0.1166 & 0.453793 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149551&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]-0.147156[/C][C]-1.1303[/C][C]0.131456[/C][/ROW]
[ROW][C]2[/C][C]0.056231[/C][C]0.4319[/C][C]0.333687[/C][/ROW]
[ROW][C]3[/C][C]0.133348[/C][C]1.0243[/C][C]0.154945[/C][/ROW]
[ROW][C]4[/C][C]0.11761[/C][C]0.9034[/C][C]0.184998[/C][/ROW]
[ROW][C]5[/C][C]-0.033273[/C][C]-0.2556[/C][C]0.399583[/C][/ROW]
[ROW][C]6[/C][C]0.120401[/C][C]0.9248[/C][C]0.179413[/C][/ROW]
[ROW][C]7[/C][C]-0.157807[/C][C]-1.2121[/C][C]0.115146[/C][/ROW]
[ROW][C]8[/C][C]0.243567[/C][C]1.8709[/C][C]0.033162[/C][/ROW]
[ROW][C]9[/C][C]-0.075319[/C][C]-0.5785[/C][C]0.282553[/C][/ROW]
[ROW][C]10[/C][C]-0.063633[/C][C]-0.4888[/C][C]0.313406[/C][/ROW]
[ROW][C]11[/C][C]0.168971[/C][C]1.2979[/C][C]0.099688[/C][/ROW]
[ROW][C]12[/C][C]-0.17076[/C][C]-1.3116[/C][C]0.097363[/C][/ROW]
[ROW][C]13[/C][C]0.014208[/C][C]0.1091[/C][C]0.456733[/C][/ROW]
[ROW][C]14[/C][C]0.048434[/C][C]0.372[/C][C]0.355603[/C][/ROW]
[ROW][C]15[/C][C]-0.118082[/C][C]-0.907[/C][C]0.184047[/C][/ROW]
[ROW][C]16[/C][C]0.043965[/C][C]0.3377[/C][C]0.368392[/C][/ROW]
[ROW][C]17[/C][C]0.180218[/C][C]1.3843[/C][C]0.085743[/C][/ROW]
[ROW][C]18[/C][C]-0.276192[/C][C]-2.1215[/C][C]0.019046[/C][/ROW]
[ROW][C]19[/C][C]0.265248[/C][C]2.0374[/C][C]0.023051[/C][/ROW]
[ROW][C]20[/C][C]-0.130751[/C][C]-1.0043[/C][C]0.159664[/C][/ROW]
[ROW][C]21[/C][C]0.059095[/C][C]0.4539[/C][C]0.325777[/C][/ROW]
[ROW][C]22[/C][C]-0.054156[/C][C]-0.416[/C][C]0.339467[/C][/ROW]
[ROW][C]23[/C][C]0.03993[/C][C]0.3067[/C][C]0.380072[/C][/ROW]
[ROW][C]24[/C][C]0.04949[/C][C]0.3801[/C][C]0.352602[/C][/ROW]
[ROW][C]25[/C][C]0.05567[/C][C]0.4276[/C][C]0.335245[/C][/ROW]
[ROW][C]26[/C][C]-0.188393[/C][C]-1.4471[/C][C]0.076585[/C][/ROW]
[ROW][C]27[/C][C]0.225559[/C][C]1.7325[/C][C]0.0442[/C][/ROW]
[ROW][C]28[/C][C]-0.045227[/C][C]-0.3474[/C][C]0.364764[/C][/ROW]
[ROW][C]29[/C][C]-0.067487[/C][C]-0.5184[/C][C]0.303066[/C][/ROW]
[ROW][C]30[/C][C]0.099633[/C][C]0.7653[/C][C]0.223574[/C][/ROW]
[ROW][C]31[/C][C]-0.041885[/C][C]-0.3217[/C][C]0.3744[/C][/ROW]
[ROW][C]32[/C][C]-0.083384[/C][C]-0.6405[/C][C]0.26217[/C][/ROW]
[ROW][C]33[/C][C]0.069918[/C][C]0.5371[/C][C]0.296625[/C][/ROW]
[ROW][C]34[/C][C]-0.126638[/C][C]-0.9727[/C][C]0.16733[/C][/ROW]
[ROW][C]35[/C][C]0.01591[/C][C]0.1222[/C][C]0.451575[/C][/ROW]
[ROW][C]36[/C][C]0.077785[/C][C]0.5975[/C][C]0.276237[/C][/ROW]
[ROW][C]37[/C][C]-0.130053[/C][C]-0.999[/C][C]0.160948[/C][/ROW]
[ROW][C]38[/C][C]0.057029[/C][C]0.438[/C][C]0.331475[/C][/ROW]
[ROW][C]39[/C][C]-0.064126[/C][C]-0.4926[/C][C]0.312075[/C][/ROW]
[ROW][C]40[/C][C]0.044636[/C][C]0.3429[/C][C]0.366464[/C][/ROW]
[ROW][C]41[/C][C]0.070902[/C][C]0.5446[/C][C]0.294037[/C][/ROW]
[ROW][C]42[/C][C]-0.064149[/C][C]-0.4927[/C][C]0.312014[/C][/ROW]
[ROW][C]43[/C][C]-0.090064[/C][C]-0.6918[/C][C]0.24589[/C][/ROW]
[ROW][C]44[/C][C]0.02248[/C][C]0.1727[/C][C]0.43175[/C][/ROW]
[ROW][C]45[/C][C]-0.076926[/C][C]-0.5909[/C][C]0.278428[/C][/ROW]
[ROW][C]46[/C][C]0.008822[/C][C]0.0678[/C][C]0.473103[/C][/ROW]
[ROW][C]47[/C][C]-0.055508[/C][C]-0.4264[/C][C]0.335697[/C][/ROW]
[ROW][C]48[/C][C]-0.078509[/C][C]-0.603[/C][C]0.274396[/C][/ROW]
[ROW][C]49[/C][C]-0.030769[/C][C]-0.2363[/C][C]0.406994[/C][/ROW]
[ROW][C]50[/C][C]-0.028026[/C][C]-0.2153[/C][C]0.415148[/C][/ROW]
[ROW][C]51[/C][C]-0.084723[/C][C]-0.6508[/C][C]0.258862[/C][/ROW]
[ROW][C]52[/C][C]-0.061893[/C][C]-0.4754[/C][C]0.318127[/C][/ROW]
[ROW][C]53[/C][C]-0.08492[/C][C]-0.6523[/C][C]0.258375[/C][/ROW]
[ROW][C]54[/C][C]-0.050196[/C][C]-0.3856[/C][C]0.350602[/C][/ROW]
[ROW][C]55[/C][C]-0.035721[/C][C]-0.2744[/C][C]0.392376[/C][/ROW]
[ROW][C]56[/C][C]-0.052791[/C][C]-0.4055[/C][C]0.343291[/C][/ROW]
[ROW][C]57[/C][C]-0.005367[/C][C]-0.0412[/C][C]0.483627[/C][/ROW]
[ROW][C]58[/C][C]-0.015178[/C][C]-0.1166[/C][C]0.453793[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=149551&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149551&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	-0.147156	-1.1303	0.131456
2	0.056231	0.4319	0.333687
3	0.133348	1.0243	0.154945
4	0.11761	0.9034	0.184998
5	-0.033273	-0.2556	0.399583
6	0.120401	0.9248	0.179413
7	-0.157807	-1.2121	0.115146
8	0.243567	1.8709	0.033162
9	-0.075319	-0.5785	0.282553
10	-0.063633	-0.4888	0.313406
11	0.168971	1.2979	0.099688
12	-0.17076	-1.3116	0.097363
13	0.014208	0.1091	0.456733
14	0.048434	0.372	0.355603
15	-0.118082	-0.907	0.184047
16	0.043965	0.3377	0.368392
17	0.180218	1.3843	0.085743
18	-0.276192	-2.1215	0.019046
19	0.265248	2.0374	0.023051
20	-0.130751	-1.0043	0.159664
21	0.059095	0.4539	0.325777
22	-0.054156	-0.416	0.339467
23	0.03993	0.3067	0.380072
24	0.04949	0.3801	0.352602
25	0.05567	0.4276	0.335245
26	-0.188393	-1.4471	0.076585
27	0.225559	1.7325	0.0442
28	-0.045227	-0.3474	0.364764
29	-0.067487	-0.5184	0.303066
30	0.099633	0.7653	0.223574
31	-0.041885	-0.3217	0.3744
32	-0.083384	-0.6405	0.26217
33	0.069918	0.5371	0.296625
34	-0.126638	-0.9727	0.16733
35	0.01591	0.1222	0.451575
36	0.077785	0.5975	0.276237
37	-0.130053	-0.999	0.160948
38	0.057029	0.438	0.331475
39	-0.064126	-0.4926	0.312075
40	0.044636	0.3429	0.366464
41	0.070902	0.5446	0.294037
42	-0.064149	-0.4927	0.312014
43	-0.090064	-0.6918	0.24589
44	0.02248	0.1727	0.43175
45	-0.076926	-0.5909	0.278428
46	0.008822	0.0678	0.473103
47	-0.055508	-0.4264	0.335697
48	-0.078509	-0.603	0.274396
49	-0.030769	-0.2363	0.406994
50	-0.028026	-0.2153	0.415148
51	-0.084723	-0.6508	0.258862
52	-0.061893	-0.4754	0.318127
53	-0.08492	-0.6523	0.258375
54	-0.050196	-0.3856	0.350602
55	-0.035721	-0.2744	0.392376
56	-0.052791	-0.4055	0.343291
57	-0.005367	-0.0412	0.483627
58	-0.015178	-0.1166	0.453793
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.147156	-1.1303	0.131456
2	0.035342	0.2715	0.393491
3	0.149962	1.1519	0.127008
4	0.163462	1.2556	0.10711
5	-0.005508	-0.0423	0.483199
6	0.081585	0.6267	0.266649
7	-0.17821	-1.3689	0.088116
8	0.187637	1.4413	0.077398
9	-0.030169	-0.2317	0.408774
10	-0.078981	-0.6067	0.2732
11	0.153741	1.1809	0.121189
12	-0.221941	-1.7048	0.04675
13	0.05459	0.4193	0.338256
14	-0.031797	-0.2442	0.403948
15	-0.053697	-0.4125	0.340751
16	0.063273	0.486	0.31438
17	0.16226	1.2463	0.108782
18	-0.162363	-1.2471	0.108638
19	0.154326	1.1854	0.120305
20	-0.094422	-0.7253	0.235576
21	0.056821	0.4364	0.332052
22	-0.097784	-0.7511	0.22779
23	0.055624	0.4273	0.335374
24	0.14339	1.1014	0.137597
25	-0.146499	-1.1253	0.132514
26	0.046503	0.3572	0.361111
27	0.013729	0.1055	0.458187
28	-0.020856	-0.1602	0.436636
29	0.060322	0.4633	0.322412
30	-0.02568	-0.1973	0.422155
31	0.022222	0.1707	0.432524
32	-0.139081	-1.0683	0.144869
33	0.025486	0.1958	0.422733
34	-0.096279	-0.7395	0.231258
35	0.010029	0.077	0.469428
36	0.094063	0.7225	0.236417
37	-0.006978	-0.0536	0.478719
38	-0.087065	-0.6688	0.25313
39	0.058693	0.4508	0.326881
40	-0.010288	-0.079	0.468642
41	0.092976	0.7142	0.23897
42	0.026984	0.2073	0.418256
43	-0.152454	-1.171	0.123149
44	-0.153061	-1.1757	0.122222
45	0.032735	0.2514	0.401174
46	-0.034656	-0.2662	0.395507
47	-0.042805	-0.3288	0.371738
48	-0.025121	-0.193	0.423828
49	-0.038955	-0.2992	0.382912
50	-0.066269	-0.509	0.306318
51	0.009994	0.0768	0.469535
52	-0.120833	-0.9281	0.178558
53	-0.01394	-0.1071	0.457545
54	-0.065959	-0.5066	0.307148
55	0.016443	0.1263	0.449962
56	-0.01051	-0.0807	0.467967
57	-0.042037	-0.3229	0.373958
58	0.057038	0.4381	0.331449
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.147156 & -1.1303 & 0.131456 \tabularnewline
2 & 0.035342 & 0.2715 & 0.393491 \tabularnewline
3 & 0.149962 & 1.1519 & 0.127008 \tabularnewline
4 & 0.163462 & 1.2556 & 0.10711 \tabularnewline
5 & -0.005508 & -0.0423 & 0.483199 \tabularnewline
6 & 0.081585 & 0.6267 & 0.266649 \tabularnewline
7 & -0.17821 & -1.3689 & 0.088116 \tabularnewline
8 & 0.187637 & 1.4413 & 0.077398 \tabularnewline
9 & -0.030169 & -0.2317 & 0.408774 \tabularnewline
10 & -0.078981 & -0.6067 & 0.2732 \tabularnewline
11 & 0.153741 & 1.1809 & 0.121189 \tabularnewline
12 & -0.221941 & -1.7048 & 0.04675 \tabularnewline
13 & 0.05459 & 0.4193 & 0.338256 \tabularnewline
14 & -0.031797 & -0.2442 & 0.403948 \tabularnewline
15 & -0.053697 & -0.4125 & 0.340751 \tabularnewline
16 & 0.063273 & 0.486 & 0.31438 \tabularnewline
17 & 0.16226 & 1.2463 & 0.108782 \tabularnewline
18 & -0.162363 & -1.2471 & 0.108638 \tabularnewline
19 & 0.154326 & 1.1854 & 0.120305 \tabularnewline
20 & -0.094422 & -0.7253 & 0.235576 \tabularnewline
21 & 0.056821 & 0.4364 & 0.332052 \tabularnewline
22 & -0.097784 & -0.7511 & 0.22779 \tabularnewline
23 & 0.055624 & 0.4273 & 0.335374 \tabularnewline
24 & 0.14339 & 1.1014 & 0.137597 \tabularnewline
25 & -0.146499 & -1.1253 & 0.132514 \tabularnewline
26 & 0.046503 & 0.3572 & 0.361111 \tabularnewline
27 & 0.013729 & 0.1055 & 0.458187 \tabularnewline
28 & -0.020856 & -0.1602 & 0.436636 \tabularnewline
29 & 0.060322 & 0.4633 & 0.322412 \tabularnewline
30 & -0.02568 & -0.1973 & 0.422155 \tabularnewline
31 & 0.022222 & 0.1707 & 0.432524 \tabularnewline
32 & -0.139081 & -1.0683 & 0.144869 \tabularnewline
33 & 0.025486 & 0.1958 & 0.422733 \tabularnewline
34 & -0.096279 & -0.7395 & 0.231258 \tabularnewline
35 & 0.010029 & 0.077 & 0.469428 \tabularnewline
36 & 0.094063 & 0.7225 & 0.236417 \tabularnewline
37 & -0.006978 & -0.0536 & 0.478719 \tabularnewline
38 & -0.087065 & -0.6688 & 0.25313 \tabularnewline
39 & 0.058693 & 0.4508 & 0.326881 \tabularnewline
40 & -0.010288 & -0.079 & 0.468642 \tabularnewline
41 & 0.092976 & 0.7142 & 0.23897 \tabularnewline
42 & 0.026984 & 0.2073 & 0.418256 \tabularnewline
43 & -0.152454 & -1.171 & 0.123149 \tabularnewline
44 & -0.153061 & -1.1757 & 0.122222 \tabularnewline
45 & 0.032735 & 0.2514 & 0.401174 \tabularnewline
46 & -0.034656 & -0.2662 & 0.395507 \tabularnewline
47 & -0.042805 & -0.3288 & 0.371738 \tabularnewline
48 & -0.025121 & -0.193 & 0.423828 \tabularnewline
49 & -0.038955 & -0.2992 & 0.382912 \tabularnewline
50 & -0.066269 & -0.509 & 0.306318 \tabularnewline
51 & 0.009994 & 0.0768 & 0.469535 \tabularnewline
52 & -0.120833 & -0.9281 & 0.178558 \tabularnewline
53 & -0.01394 & -0.1071 & 0.457545 \tabularnewline
54 & -0.065959 & -0.5066 & 0.307148 \tabularnewline
55 & 0.016443 & 0.1263 & 0.449962 \tabularnewline
56 & -0.01051 & -0.0807 & 0.467967 \tabularnewline
57 & -0.042037 & -0.3229 & 0.373958 \tabularnewline
58 & 0.057038 & 0.4381 & 0.331449 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149551&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]-0.147156[/C][C]-1.1303[/C][C]0.131456[/C][/ROW]
[ROW][C]2[/C][C]0.035342[/C][C]0.2715[/C][C]0.393491[/C][/ROW]
[ROW][C]3[/C][C]0.149962[/C][C]1.1519[/C][C]0.127008[/C][/ROW]
[ROW][C]4[/C][C]0.163462[/C][C]1.2556[/C][C]0.10711[/C][/ROW]
[ROW][C]5[/C][C]-0.005508[/C][C]-0.0423[/C][C]0.483199[/C][/ROW]
[ROW][C]6[/C][C]0.081585[/C][C]0.6267[/C][C]0.266649[/C][/ROW]
[ROW][C]7[/C][C]-0.17821[/C][C]-1.3689[/C][C]0.088116[/C][/ROW]
[ROW][C]8[/C][C]0.187637[/C][C]1.4413[/C][C]0.077398[/C][/ROW]
[ROW][C]9[/C][C]-0.030169[/C][C]-0.2317[/C][C]0.408774[/C][/ROW]
[ROW][C]10[/C][C]-0.078981[/C][C]-0.6067[/C][C]0.2732[/C][/ROW]
[ROW][C]11[/C][C]0.153741[/C][C]1.1809[/C][C]0.121189[/C][/ROW]
[ROW][C]12[/C][C]-0.221941[/C][C]-1.7048[/C][C]0.04675[/C][/ROW]
[ROW][C]13[/C][C]0.05459[/C][C]0.4193[/C][C]0.338256[/C][/ROW]
[ROW][C]14[/C][C]-0.031797[/C][C]-0.2442[/C][C]0.403948[/C][/ROW]
[ROW][C]15[/C][C]-0.053697[/C][C]-0.4125[/C][C]0.340751[/C][/ROW]
[ROW][C]16[/C][C]0.063273[/C][C]0.486[/C][C]0.31438[/C][/ROW]
[ROW][C]17[/C][C]0.16226[/C][C]1.2463[/C][C]0.108782[/C][/ROW]
[ROW][C]18[/C][C]-0.162363[/C][C]-1.2471[/C][C]0.108638[/C][/ROW]
[ROW][C]19[/C][C]0.154326[/C][C]1.1854[/C][C]0.120305[/C][/ROW]
[ROW][C]20[/C][C]-0.094422[/C][C]-0.7253[/C][C]0.235576[/C][/ROW]
[ROW][C]21[/C][C]0.056821[/C][C]0.4364[/C][C]0.332052[/C][/ROW]
[ROW][C]22[/C][C]-0.097784[/C][C]-0.7511[/C][C]0.22779[/C][/ROW]
[ROW][C]23[/C][C]0.055624[/C][C]0.4273[/C][C]0.335374[/C][/ROW]
[ROW][C]24[/C][C]0.14339[/C][C]1.1014[/C][C]0.137597[/C][/ROW]
[ROW][C]25[/C][C]-0.146499[/C][C]-1.1253[/C][C]0.132514[/C][/ROW]
[ROW][C]26[/C][C]0.046503[/C][C]0.3572[/C][C]0.361111[/C][/ROW]
[ROW][C]27[/C][C]0.013729[/C][C]0.1055[/C][C]0.458187[/C][/ROW]
[ROW][C]28[/C][C]-0.020856[/C][C]-0.1602[/C][C]0.436636[/C][/ROW]
[ROW][C]29[/C][C]0.060322[/C][C]0.4633[/C][C]0.322412[/C][/ROW]
[ROW][C]30[/C][C]-0.02568[/C][C]-0.1973[/C][C]0.422155[/C][/ROW]
[ROW][C]31[/C][C]0.022222[/C][C]0.1707[/C][C]0.432524[/C][/ROW]
[ROW][C]32[/C][C]-0.139081[/C][C]-1.0683[/C][C]0.144869[/C][/ROW]
[ROW][C]33[/C][C]0.025486[/C][C]0.1958[/C][C]0.422733[/C][/ROW]
[ROW][C]34[/C][C]-0.096279[/C][C]-0.7395[/C][C]0.231258[/C][/ROW]
[ROW][C]35[/C][C]0.010029[/C][C]0.077[/C][C]0.469428[/C][/ROW]
[ROW][C]36[/C][C]0.094063[/C][C]0.7225[/C][C]0.236417[/C][/ROW]
[ROW][C]37[/C][C]-0.006978[/C][C]-0.0536[/C][C]0.478719[/C][/ROW]
[ROW][C]38[/C][C]-0.087065[/C][C]-0.6688[/C][C]0.25313[/C][/ROW]
[ROW][C]39[/C][C]0.058693[/C][C]0.4508[/C][C]0.326881[/C][/ROW]
[ROW][C]40[/C][C]-0.010288[/C][C]-0.079[/C][C]0.468642[/C][/ROW]
[ROW][C]41[/C][C]0.092976[/C][C]0.7142[/C][C]0.23897[/C][/ROW]
[ROW][C]42[/C][C]0.026984[/C][C]0.2073[/C][C]0.418256[/C][/ROW]
[ROW][C]43[/C][C]-0.152454[/C][C]-1.171[/C][C]0.123149[/C][/ROW]
[ROW][C]44[/C][C]-0.153061[/C][C]-1.1757[/C][C]0.122222[/C][/ROW]
[ROW][C]45[/C][C]0.032735[/C][C]0.2514[/C][C]0.401174[/C][/ROW]
[ROW][C]46[/C][C]-0.034656[/C][C]-0.2662[/C][C]0.395507[/C][/ROW]
[ROW][C]47[/C][C]-0.042805[/C][C]-0.3288[/C][C]0.371738[/C][/ROW]
[ROW][C]48[/C][C]-0.025121[/C][C]-0.193[/C][C]0.423828[/C][/ROW]
[ROW][C]49[/C][C]-0.038955[/C][C]-0.2992[/C][C]0.382912[/C][/ROW]
[ROW][C]50[/C][C]-0.066269[/C][C]-0.509[/C][C]0.306318[/C][/ROW]
[ROW][C]51[/C][C]0.009994[/C][C]0.0768[/C][C]0.469535[/C][/ROW]
[ROW][C]52[/C][C]-0.120833[/C][C]-0.9281[/C][C]0.178558[/C][/ROW]
[ROW][C]53[/C][C]-0.01394[/C][C]-0.1071[/C][C]0.457545[/C][/ROW]
[ROW][C]54[/C][C]-0.065959[/C][C]-0.5066[/C][C]0.307148[/C][/ROW]
[ROW][C]55[/C][C]0.016443[/C][C]0.1263[/C][C]0.449962[/C][/ROW]
[ROW][C]56[/C][C]-0.01051[/C][C]-0.0807[/C][C]0.467967[/C][/ROW]
[ROW][C]57[/C][C]-0.042037[/C][C]-0.3229[/C][C]0.373958[/C][/ROW]
[ROW][C]58[/C][C]0.057038[/C][C]0.4381[/C][C]0.331449[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=149551&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149551&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	-0.147156	-1.1303	0.131456
2	0.035342	0.2715	0.393491
3	0.149962	1.1519	0.127008
4	0.163462	1.2556	0.10711
5	-0.005508	-0.0423	0.483199
6	0.081585	0.6267	0.266649
7	-0.17821	-1.3689	0.088116
8	0.187637	1.4413	0.077398
9	-0.030169	-0.2317	0.408774
10	-0.078981	-0.6067	0.2732
11	0.153741	1.1809	0.121189
12	-0.221941	-1.7048	0.04675
13	0.05459	0.4193	0.338256
14	-0.031797	-0.2442	0.403948
15	-0.053697	-0.4125	0.340751
16	0.063273	0.486	0.31438
17	0.16226	1.2463	0.108782
18	-0.162363	-1.2471	0.108638
19	0.154326	1.1854	0.120305
20	-0.094422	-0.7253	0.235576
21	0.056821	0.4364	0.332052
22	-0.097784	-0.7511	0.22779
23	0.055624	0.4273	0.335374
24	0.14339	1.1014	0.137597
25	-0.146499	-1.1253	0.132514
26	0.046503	0.3572	0.361111
27	0.013729	0.1055	0.458187
28	-0.020856	-0.1602	0.436636
29	0.060322	0.4633	0.322412
30	-0.02568	-0.1973	0.422155
31	0.022222	0.1707	0.432524
32	-0.139081	-1.0683	0.144869
33	0.025486	0.1958	0.422733
34	-0.096279	-0.7395	0.231258
35	0.010029	0.077	0.469428
36	0.094063	0.7225	0.236417
37	-0.006978	-0.0536	0.478719
38	-0.087065	-0.6688	0.25313
39	0.058693	0.4508	0.326881
40	-0.010288	-0.079	0.468642
41	0.092976	0.7142	0.23897
42	0.026984	0.2073	0.418256
43	-0.152454	-1.171	0.123149
44	-0.153061	-1.1757	0.122222
45	0.032735	0.2514	0.401174
46	-0.034656	-0.2662	0.395507
47	-0.042805	-0.3288	0.371738
48	-0.025121	-0.193	0.423828
49	-0.038955	-0.2992	0.382912
50	-0.066269	-0.509	0.306318
51	0.009994	0.0768	0.469535
52	-0.120833	-0.9281	0.178558
53	-0.01394	-0.1071	0.457545
54	-0.065959	-0.5066	0.307148
55	0.016443	0.1263	0.449962
56	-0.01051	-0.0807	0.467967
57	-0.042037	-0.3229	0.373958
58	0.057038	0.4381	0.331449
59	NA	NA	NA
60	NA	NA	NA

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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