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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 03 Dec 2011 04:07:43 -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/03/t13229032842cl2xrfqrnqqqh6.htm/, Retrieved Sun, 28 Apr 2024 22:36:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150379, Retrieved Sun, 28 Apr 2024 22:36:24 +0000

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User-defined keywords

Estimated Impact

130

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
- R  D    [(Partial) Autocorrelation Function] [Partial ACF] [2011-12-03 08:54:59] [7ec97e350862fea9ec6e4fa3b5b6058f]
- R P       [(Partial) Autocorrelation Function] [P ACF (d=1)] [2011-12-03 09:06:08] [7ec97e350862fea9ec6e4fa3b5b6058f]
-   P           [(Partial) Autocorrelation Function] [P ACF (d=1)] [2011-12-03 09:07:43] [10a6f28c51bb1cb94db47cee32729d66] [Current]
-   P             [(Partial) Autocorrelation Function] [P ACF (d=D=1)] [2011-12-03 09:10:52] [7ec97e350862fea9ec6e4fa3b5b6058f] 
- R                 [(Partial) Autocorrelation Function] [Partial ACF 3] [2011-12-20 08:42:33] [7ec97e350862fea9ec6e4fa3b5b6058f] 
- RM                [ARIMA Forecasting] [ARIMA Forecasting] [2011-12-20 08:44:13] [7ec97e350862fea9ec6e4fa3b5b6058f] 
- RMP             [Variance Reduction Matrix] [VRM] [2011-12-03 09:14:27] [7ec97e350862fea9ec6e4fa3b5b6058f] 
- R               [(Partial) Autocorrelation Function] [Partial ACF 2] [2011-12-20 08:39:39] [7ec97e350862fea9ec6e4fa3b5b6058f] 

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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=150379&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=150379&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150379&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	0.315505	5.564	0
2	-0.140615	-2.4798	0.006838
3	-0.254457	-4.4874	5e-06
4	-0.233991	-4.1265	2.4e-05
5	-0.028429	-0.5014	0.308238
6	0.083942	1.4803	0.069899
7	-0.028246	-0.4981	0.309375
8	-0.221234	-3.9015	5.9e-05
9	-0.244466	-4.3112	1.1e-05
10	-0.151009	-2.6631	0.004073
11	0.300433	5.2982	0
12	0.910288	16.0531	0
13	0.297274	5.2425	0
14	-0.143312	-2.5273	0.005994
15	-0.263071	-4.6393	3e-06
16	-0.239715	-4.2274	1.6e-05
17	-0.033785	-0.5958	0.275869
18	0.073764	1.3008	0.097137
19	-0.036189	-0.6382	0.261905
20	-0.216019	-3.8095	8.4e-05
21	-0.249901	-4.4071	7e-06
22	-0.16367	-2.8864	0.002085
23	0.28407	5.0096	0
24	0.85395	15.0596	0
25	0.277271	4.8897	1e-06
26	-0.140427	-2.4765	0.006901
27	-0.264417	-4.663	2e-06
28	-0.248956	-4.3904	8e-06
29	-0.044811	-0.7903	0.21499
30	0.051059	0.9004	0.184292
31	-0.050244	-0.8861	0.188132
32	-0.212322	-3.7443	0.000108
33	-0.254427	-4.4869	5e-06
34	-0.16319	-2.8779	0.00214
35	0.255361	4.5033	5e-06
36	0.796693	14.0498	0
37	0.256924	4.5309	4e-06
38	-0.14972	-2.6403	0.00435
39	-0.275795	-4.8637	1e-06
40	-0.258154	-4.5526	4e-06
41	-0.06215	-1.096	0.136958
42	0.045044	0.7944	0.213796
43	-0.053492	-0.9433	0.17312
44	-0.214822	-3.7884	9.1e-05
45	-0.248607	-4.3842	8e-06
46	-0.158476	-2.7948	0.002758
47	0.242223	4.2717	1.3e-05
48	0.743966	13.12	0
49	0.233638	4.1203	2.4e-05
50	-0.159206	-2.8076	0.002653
51	-0.269615	-4.7547	2e-06
52	-0.249949	-4.4079	7e-06
53	-0.070589	-1.2448	0.107063
54	0.037482	0.661	0.254549
55	-0.049721	-0.8768	0.190626
56	-0.198987	-3.5092	0.000258
57	-0.236319	-4.1675	2e-05
58	-0.158907	-2.8024	0.002696
59	0.211814	3.7354	0.000111
60	0.696689	12.2862	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.315505 & 5.564 & 0 \tabularnewline
2 & -0.140615 & -2.4798 & 0.006838 \tabularnewline
3 & -0.254457 & -4.4874 & 5e-06 \tabularnewline
4 & -0.233991 & -4.1265 & 2.4e-05 \tabularnewline
5 & -0.028429 & -0.5014 & 0.308238 \tabularnewline
6 & 0.083942 & 1.4803 & 0.069899 \tabularnewline
7 & -0.028246 & -0.4981 & 0.309375 \tabularnewline
8 & -0.221234 & -3.9015 & 5.9e-05 \tabularnewline
9 & -0.244466 & -4.3112 & 1.1e-05 \tabularnewline
10 & -0.151009 & -2.6631 & 0.004073 \tabularnewline
11 & 0.300433 & 5.2982 & 0 \tabularnewline
12 & 0.910288 & 16.0531 & 0 \tabularnewline
13 & 0.297274 & 5.2425 & 0 \tabularnewline
14 & -0.143312 & -2.5273 & 0.005994 \tabularnewline
15 & -0.263071 & -4.6393 & 3e-06 \tabularnewline
16 & -0.239715 & -4.2274 & 1.6e-05 \tabularnewline
17 & -0.033785 & -0.5958 & 0.275869 \tabularnewline
18 & 0.073764 & 1.3008 & 0.097137 \tabularnewline
19 & -0.036189 & -0.6382 & 0.261905 \tabularnewline
20 & -0.216019 & -3.8095 & 8.4e-05 \tabularnewline
21 & -0.249901 & -4.4071 & 7e-06 \tabularnewline
22 & -0.16367 & -2.8864 & 0.002085 \tabularnewline
23 & 0.28407 & 5.0096 & 0 \tabularnewline
24 & 0.85395 & 15.0596 & 0 \tabularnewline
25 & 0.277271 & 4.8897 & 1e-06 \tabularnewline
26 & -0.140427 & -2.4765 & 0.006901 \tabularnewline
27 & -0.264417 & -4.663 & 2e-06 \tabularnewline
28 & -0.248956 & -4.3904 & 8e-06 \tabularnewline
29 & -0.044811 & -0.7903 & 0.21499 \tabularnewline
30 & 0.051059 & 0.9004 & 0.184292 \tabularnewline
31 & -0.050244 & -0.8861 & 0.188132 \tabularnewline
32 & -0.212322 & -3.7443 & 0.000108 \tabularnewline
33 & -0.254427 & -4.4869 & 5e-06 \tabularnewline
34 & -0.16319 & -2.8779 & 0.00214 \tabularnewline
35 & 0.255361 & 4.5033 & 5e-06 \tabularnewline
36 & 0.796693 & 14.0498 & 0 \tabularnewline
37 & 0.256924 & 4.5309 & 4e-06 \tabularnewline
38 & -0.14972 & -2.6403 & 0.00435 \tabularnewline
39 & -0.275795 & -4.8637 & 1e-06 \tabularnewline
40 & -0.258154 & -4.5526 & 4e-06 \tabularnewline
41 & -0.06215 & -1.096 & 0.136958 \tabularnewline
42 & 0.045044 & 0.7944 & 0.213796 \tabularnewline
43 & -0.053492 & -0.9433 & 0.17312 \tabularnewline
44 & -0.214822 & -3.7884 & 9.1e-05 \tabularnewline
45 & -0.248607 & -4.3842 & 8e-06 \tabularnewline
46 & -0.158476 & -2.7948 & 0.002758 \tabularnewline
47 & 0.242223 & 4.2717 & 1.3e-05 \tabularnewline
48 & 0.743966 & 13.12 & 0 \tabularnewline
49 & 0.233638 & 4.1203 & 2.4e-05 \tabularnewline
50 & -0.159206 & -2.8076 & 0.002653 \tabularnewline
51 & -0.269615 & -4.7547 & 2e-06 \tabularnewline
52 & -0.249949 & -4.4079 & 7e-06 \tabularnewline
53 & -0.070589 & -1.2448 & 0.107063 \tabularnewline
54 & 0.037482 & 0.661 & 0.254549 \tabularnewline
55 & -0.049721 & -0.8768 & 0.190626 \tabularnewline
56 & -0.198987 & -3.5092 & 0.000258 \tabularnewline
57 & -0.236319 & -4.1675 & 2e-05 \tabularnewline
58 & -0.158907 & -2.8024 & 0.002696 \tabularnewline
59 & 0.211814 & 3.7354 & 0.000111 \tabularnewline
60 & 0.696689 & 12.2862 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150379&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]0.315505[/C][C]5.564[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.140615[/C][C]-2.4798[/C][C]0.006838[/C][/ROW]
[ROW][C]3[/C][C]-0.254457[/C][C]-4.4874[/C][C]5e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.233991[/C][C]-4.1265[/C][C]2.4e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.028429[/C][C]-0.5014[/C][C]0.308238[/C][/ROW]
[ROW][C]6[/C][C]0.083942[/C][C]1.4803[/C][C]0.069899[/C][/ROW]
[ROW][C]7[/C][C]-0.028246[/C][C]-0.4981[/C][C]0.309375[/C][/ROW]
[ROW][C]8[/C][C]-0.221234[/C][C]-3.9015[/C][C]5.9e-05[/C][/ROW]
[ROW][C]9[/C][C]-0.244466[/C][C]-4.3112[/C][C]1.1e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.151009[/C][C]-2.6631[/C][C]0.004073[/C][/ROW]
[ROW][C]11[/C][C]0.300433[/C][C]5.2982[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.910288[/C][C]16.0531[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.297274[/C][C]5.2425[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.143312[/C][C]-2.5273[/C][C]0.005994[/C][/ROW]
[ROW][C]15[/C][C]-0.263071[/C][C]-4.6393[/C][C]3e-06[/C][/ROW]
[ROW][C]16[/C][C]-0.239715[/C][C]-4.2274[/C][C]1.6e-05[/C][/ROW]
[ROW][C]17[/C][C]-0.033785[/C][C]-0.5958[/C][C]0.275869[/C][/ROW]
[ROW][C]18[/C][C]0.073764[/C][C]1.3008[/C][C]0.097137[/C][/ROW]
[ROW][C]19[/C][C]-0.036189[/C][C]-0.6382[/C][C]0.261905[/C][/ROW]
[ROW][C]20[/C][C]-0.216019[/C][C]-3.8095[/C][C]8.4e-05[/C][/ROW]
[ROW][C]21[/C][C]-0.249901[/C][C]-4.4071[/C][C]7e-06[/C][/ROW]
[ROW][C]22[/C][C]-0.16367[/C][C]-2.8864[/C][C]0.002085[/C][/ROW]
[ROW][C]23[/C][C]0.28407[/C][C]5.0096[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.85395[/C][C]15.0596[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.277271[/C][C]4.8897[/C][C]1e-06[/C][/ROW]
[ROW][C]26[/C][C]-0.140427[/C][C]-2.4765[/C][C]0.006901[/C][/ROW]
[ROW][C]27[/C][C]-0.264417[/C][C]-4.663[/C][C]2e-06[/C][/ROW]
[ROW][C]28[/C][C]-0.248956[/C][C]-4.3904[/C][C]8e-06[/C][/ROW]
[ROW][C]29[/C][C]-0.044811[/C][C]-0.7903[/C][C]0.21499[/C][/ROW]
[ROW][C]30[/C][C]0.051059[/C][C]0.9004[/C][C]0.184292[/C][/ROW]
[ROW][C]31[/C][C]-0.050244[/C][C]-0.8861[/C][C]0.188132[/C][/ROW]
[ROW][C]32[/C][C]-0.212322[/C][C]-3.7443[/C][C]0.000108[/C][/ROW]
[ROW][C]33[/C][C]-0.254427[/C][C]-4.4869[/C][C]5e-06[/C][/ROW]
[ROW][C]34[/C][C]-0.16319[/C][C]-2.8779[/C][C]0.00214[/C][/ROW]
[ROW][C]35[/C][C]0.255361[/C][C]4.5033[/C][C]5e-06[/C][/ROW]
[ROW][C]36[/C][C]0.796693[/C][C]14.0498[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.256924[/C][C]4.5309[/C][C]4e-06[/C][/ROW]
[ROW][C]38[/C][C]-0.14972[/C][C]-2.6403[/C][C]0.00435[/C][/ROW]
[ROW][C]39[/C][C]-0.275795[/C][C]-4.8637[/C][C]1e-06[/C][/ROW]
[ROW][C]40[/C][C]-0.258154[/C][C]-4.5526[/C][C]4e-06[/C][/ROW]
[ROW][C]41[/C][C]-0.06215[/C][C]-1.096[/C][C]0.136958[/C][/ROW]
[ROW][C]42[/C][C]0.045044[/C][C]0.7944[/C][C]0.213796[/C][/ROW]
[ROW][C]43[/C][C]-0.053492[/C][C]-0.9433[/C][C]0.17312[/C][/ROW]
[ROW][C]44[/C][C]-0.214822[/C][C]-3.7884[/C][C]9.1e-05[/C][/ROW]
[ROW][C]45[/C][C]-0.248607[/C][C]-4.3842[/C][C]8e-06[/C][/ROW]
[ROW][C]46[/C][C]-0.158476[/C][C]-2.7948[/C][C]0.002758[/C][/ROW]
[ROW][C]47[/C][C]0.242223[/C][C]4.2717[/C][C]1.3e-05[/C][/ROW]
[ROW][C]48[/C][C]0.743966[/C][C]13.12[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.233638[/C][C]4.1203[/C][C]2.4e-05[/C][/ROW]
[ROW][C]50[/C][C]-0.159206[/C][C]-2.8076[/C][C]0.002653[/C][/ROW]
[ROW][C]51[/C][C]-0.269615[/C][C]-4.7547[/C][C]2e-06[/C][/ROW]
[ROW][C]52[/C][C]-0.249949[/C][C]-4.4079[/C][C]7e-06[/C][/ROW]
[ROW][C]53[/C][C]-0.070589[/C][C]-1.2448[/C][C]0.107063[/C][/ROW]
[ROW][C]54[/C][C]0.037482[/C][C]0.661[/C][C]0.254549[/C][/ROW]
[ROW][C]55[/C][C]-0.049721[/C][C]-0.8768[/C][C]0.190626[/C][/ROW]
[ROW][C]56[/C][C]-0.198987[/C][C]-3.5092[/C][C]0.000258[/C][/ROW]
[ROW][C]57[/C][C]-0.236319[/C][C]-4.1675[/C][C]2e-05[/C][/ROW]
[ROW][C]58[/C][C]-0.158907[/C][C]-2.8024[/C][C]0.002696[/C][/ROW]
[ROW][C]59[/C][C]0.211814[/C][C]3.7354[/C][C]0.000111[/C][/ROW]
[ROW][C]60[/C][C]0.696689[/C][C]12.2862[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150379&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150379&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	0.315505	5.564	0
2	-0.140615	-2.4798	0.006838
3	-0.254457	-4.4874	5e-06
4	-0.233991	-4.1265	2.4e-05
5	-0.028429	-0.5014	0.308238
6	0.083942	1.4803	0.069899
7	-0.028246	-0.4981	0.309375
8	-0.221234	-3.9015	5.9e-05
9	-0.244466	-4.3112	1.1e-05
10	-0.151009	-2.6631	0.004073
11	0.300433	5.2982	0
12	0.910288	16.0531	0
13	0.297274	5.2425	0
14	-0.143312	-2.5273	0.005994
15	-0.263071	-4.6393	3e-06
16	-0.239715	-4.2274	1.6e-05
17	-0.033785	-0.5958	0.275869
18	0.073764	1.3008	0.097137
19	-0.036189	-0.6382	0.261905
20	-0.216019	-3.8095	8.4e-05
21	-0.249901	-4.4071	7e-06
22	-0.16367	-2.8864	0.002085
23	0.28407	5.0096	0
24	0.85395	15.0596	0
25	0.277271	4.8897	1e-06
26	-0.140427	-2.4765	0.006901
27	-0.264417	-4.663	2e-06
28	-0.248956	-4.3904	8e-06
29	-0.044811	-0.7903	0.21499
30	0.051059	0.9004	0.184292
31	-0.050244	-0.8861	0.188132
32	-0.212322	-3.7443	0.000108
33	-0.254427	-4.4869	5e-06
34	-0.16319	-2.8779	0.00214
35	0.255361	4.5033	5e-06
36	0.796693	14.0498	0
37	0.256924	4.5309	4e-06
38	-0.14972	-2.6403	0.00435
39	-0.275795	-4.8637	1e-06
40	-0.258154	-4.5526	4e-06
41	-0.06215	-1.096	0.136958
42	0.045044	0.7944	0.213796
43	-0.053492	-0.9433	0.17312
44	-0.214822	-3.7884	9.1e-05
45	-0.248607	-4.3842	8e-06
46	-0.158476	-2.7948	0.002758
47	0.242223	4.2717	1.3e-05
48	0.743966	13.12	0
49	0.233638	4.1203	2.4e-05
50	-0.159206	-2.8076	0.002653
51	-0.269615	-4.7547	2e-06
52	-0.249949	-4.4079	7e-06
53	-0.070589	-1.2448	0.107063
54	0.037482	0.661	0.254549
55	-0.049721	-0.8768	0.190626
56	-0.198987	-3.5092	0.000258
57	-0.236319	-4.1675	2e-05
58	-0.158907	-2.8024	0.002696
59	0.211814	3.7354	0.000111
60	0.696689	12.2862	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.315505	5.564	0
2	-0.266707	-4.7034	2e-06
3	-0.136432	-2.406	0.008356
4	-0.156361	-2.7574	0.003085
5	0.03407	0.6008	0.274196
6	-0.019344	-0.3411	0.366614
7	-0.142017	-2.5045	0.006387
8	-0.237921	-4.1958	1.8e-05
9	-0.168913	-2.9788	0.001561
10	-0.183531	-3.2366	0.00067
11	0.279957	4.9371	1e-06
12	0.860435	15.1739	0
13	-0.166193	-2.9308	0.001815
14	-0.053615	-0.9455	0.172566
15	0.00831	0.1466	0.44179
16	0.014395	0.2539	0.399886
17	-0.049502	-0.873	0.191676
18	-0.060986	-1.0755	0.141492
19	-0.038403	-0.6772	0.249379
20	-0.035792	-0.6312	0.264185
21	-0.086433	-1.5243	0.064229
22	-0.0211	-0.3721	0.355032
23	-0.001447	-0.0255	0.489828
24	0.137905	2.432	0.00779
25	-0.088187	-1.5552	0.060459
26	0.022656	0.3995	0.344882
27	0.028825	0.5083	0.305793
28	-0.042426	-0.7482	0.227454
29	-0.056922	-1.0038	0.158119
30	-0.086827	-1.5312	0.063366
31	-0.033543	-0.5915	0.277294
32	-0.019642	-0.3464	0.364644
33	-0.052152	-0.9197	0.17922
34	0.054798	0.9664	0.167305
35	-0.129356	-2.2812	0.011606
36	0.019576	0.3452	0.365076
37	-0.034111	-0.6016	0.273954
38	-0.073655	-1.2989	0.097466
39	-0.055308	-0.9754	0.16507
40	-0.022671	-0.3998	0.344785
41	-0.07052	-1.2436	0.107285
42	0.06183	1.0904	0.138193
43	-0.023634	-0.4168	0.338558
44	-0.067955	-1.1984	0.115838
45	0.031781	0.5605	0.287786
46	0.032942	0.5809	0.280852
47	0.005799	0.1023	0.459304
48	-0.034363	-0.606	0.272477
49	-0.054533	-0.9617	0.168475
50	-0.045288	-0.7987	0.212547
51	0.055578	0.9801	0.16389
52	0.025881	0.4564	0.324207
53	-0.055052	-0.9709	0.166187
54	-0.022414	-0.3953	0.346456
55	0.037426	0.66	0.254868
56	0.063962	1.128	0.130098
57	-0.011282	-0.199	0.421214
58	-0.075211	-1.3264	0.092846
59	-0.113485	-2.0013	0.023113
60	0.008986	0.1585	0.437093

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.315505 & 5.564 & 0 \tabularnewline
2 & -0.266707 & -4.7034 & 2e-06 \tabularnewline
3 & -0.136432 & -2.406 & 0.008356 \tabularnewline
4 & -0.156361 & -2.7574 & 0.003085 \tabularnewline
5 & 0.03407 & 0.6008 & 0.274196 \tabularnewline
6 & -0.019344 & -0.3411 & 0.366614 \tabularnewline
7 & -0.142017 & -2.5045 & 0.006387 \tabularnewline
8 & -0.237921 & -4.1958 & 1.8e-05 \tabularnewline
9 & -0.168913 & -2.9788 & 0.001561 \tabularnewline
10 & -0.183531 & -3.2366 & 0.00067 \tabularnewline
11 & 0.279957 & 4.9371 & 1e-06 \tabularnewline
12 & 0.860435 & 15.1739 & 0 \tabularnewline
13 & -0.166193 & -2.9308 & 0.001815 \tabularnewline
14 & -0.053615 & -0.9455 & 0.172566 \tabularnewline
15 & 0.00831 & 0.1466 & 0.44179 \tabularnewline
16 & 0.014395 & 0.2539 & 0.399886 \tabularnewline
17 & -0.049502 & -0.873 & 0.191676 \tabularnewline
18 & -0.060986 & -1.0755 & 0.141492 \tabularnewline
19 & -0.038403 & -0.6772 & 0.249379 \tabularnewline
20 & -0.035792 & -0.6312 & 0.264185 \tabularnewline
21 & -0.086433 & -1.5243 & 0.064229 \tabularnewline
22 & -0.0211 & -0.3721 & 0.355032 \tabularnewline
23 & -0.001447 & -0.0255 & 0.489828 \tabularnewline
24 & 0.137905 & 2.432 & 0.00779 \tabularnewline
25 & -0.088187 & -1.5552 & 0.060459 \tabularnewline
26 & 0.022656 & 0.3995 & 0.344882 \tabularnewline
27 & 0.028825 & 0.5083 & 0.305793 \tabularnewline
28 & -0.042426 & -0.7482 & 0.227454 \tabularnewline
29 & -0.056922 & -1.0038 & 0.158119 \tabularnewline
30 & -0.086827 & -1.5312 & 0.063366 \tabularnewline
31 & -0.033543 & -0.5915 & 0.277294 \tabularnewline
32 & -0.019642 & -0.3464 & 0.364644 \tabularnewline
33 & -0.052152 & -0.9197 & 0.17922 \tabularnewline
34 & 0.054798 & 0.9664 & 0.167305 \tabularnewline
35 & -0.129356 & -2.2812 & 0.011606 \tabularnewline
36 & 0.019576 & 0.3452 & 0.365076 \tabularnewline
37 & -0.034111 & -0.6016 & 0.273954 \tabularnewline
38 & -0.073655 & -1.2989 & 0.097466 \tabularnewline
39 & -0.055308 & -0.9754 & 0.16507 \tabularnewline
40 & -0.022671 & -0.3998 & 0.344785 \tabularnewline
41 & -0.07052 & -1.2436 & 0.107285 \tabularnewline
42 & 0.06183 & 1.0904 & 0.138193 \tabularnewline
43 & -0.023634 & -0.4168 & 0.338558 \tabularnewline
44 & -0.067955 & -1.1984 & 0.115838 \tabularnewline
45 & 0.031781 & 0.5605 & 0.287786 \tabularnewline
46 & 0.032942 & 0.5809 & 0.280852 \tabularnewline
47 & 0.005799 & 0.1023 & 0.459304 \tabularnewline
48 & -0.034363 & -0.606 & 0.272477 \tabularnewline
49 & -0.054533 & -0.9617 & 0.168475 \tabularnewline
50 & -0.045288 & -0.7987 & 0.212547 \tabularnewline
51 & 0.055578 & 0.9801 & 0.16389 \tabularnewline
52 & 0.025881 & 0.4564 & 0.324207 \tabularnewline
53 & -0.055052 & -0.9709 & 0.166187 \tabularnewline
54 & -0.022414 & -0.3953 & 0.346456 \tabularnewline
55 & 0.037426 & 0.66 & 0.254868 \tabularnewline
56 & 0.063962 & 1.128 & 0.130098 \tabularnewline
57 & -0.011282 & -0.199 & 0.421214 \tabularnewline
58 & -0.075211 & -1.3264 & 0.092846 \tabularnewline
59 & -0.113485 & -2.0013 & 0.023113 \tabularnewline
60 & 0.008986 & 0.1585 & 0.437093 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150379&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]0.315505[/C][C]5.564[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.266707[/C][C]-4.7034[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.136432[/C][C]-2.406[/C][C]0.008356[/C][/ROW]
[ROW][C]4[/C][C]-0.156361[/C][C]-2.7574[/C][C]0.003085[/C][/ROW]
[ROW][C]5[/C][C]0.03407[/C][C]0.6008[/C][C]0.274196[/C][/ROW]
[ROW][C]6[/C][C]-0.019344[/C][C]-0.3411[/C][C]0.366614[/C][/ROW]
[ROW][C]7[/C][C]-0.142017[/C][C]-2.5045[/C][C]0.006387[/C][/ROW]
[ROW][C]8[/C][C]-0.237921[/C][C]-4.1958[/C][C]1.8e-05[/C][/ROW]
[ROW][C]9[/C][C]-0.168913[/C][C]-2.9788[/C][C]0.001561[/C][/ROW]
[ROW][C]10[/C][C]-0.183531[/C][C]-3.2366[/C][C]0.00067[/C][/ROW]
[ROW][C]11[/C][C]0.279957[/C][C]4.9371[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.860435[/C][C]15.1739[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.166193[/C][C]-2.9308[/C][C]0.001815[/C][/ROW]
[ROW][C]14[/C][C]-0.053615[/C][C]-0.9455[/C][C]0.172566[/C][/ROW]
[ROW][C]15[/C][C]0.00831[/C][C]0.1466[/C][C]0.44179[/C][/ROW]
[ROW][C]16[/C][C]0.014395[/C][C]0.2539[/C][C]0.399886[/C][/ROW]
[ROW][C]17[/C][C]-0.049502[/C][C]-0.873[/C][C]0.191676[/C][/ROW]
[ROW][C]18[/C][C]-0.060986[/C][C]-1.0755[/C][C]0.141492[/C][/ROW]
[ROW][C]19[/C][C]-0.038403[/C][C]-0.6772[/C][C]0.249379[/C][/ROW]
[ROW][C]20[/C][C]-0.035792[/C][C]-0.6312[/C][C]0.264185[/C][/ROW]
[ROW][C]21[/C][C]-0.086433[/C][C]-1.5243[/C][C]0.064229[/C][/ROW]
[ROW][C]22[/C][C]-0.0211[/C][C]-0.3721[/C][C]0.355032[/C][/ROW]
[ROW][C]23[/C][C]-0.001447[/C][C]-0.0255[/C][C]0.489828[/C][/ROW]
[ROW][C]24[/C][C]0.137905[/C][C]2.432[/C][C]0.00779[/C][/ROW]
[ROW][C]25[/C][C]-0.088187[/C][C]-1.5552[/C][C]0.060459[/C][/ROW]
[ROW][C]26[/C][C]0.022656[/C][C]0.3995[/C][C]0.344882[/C][/ROW]
[ROW][C]27[/C][C]0.028825[/C][C]0.5083[/C][C]0.305793[/C][/ROW]
[ROW][C]28[/C][C]-0.042426[/C][C]-0.7482[/C][C]0.227454[/C][/ROW]
[ROW][C]29[/C][C]-0.056922[/C][C]-1.0038[/C][C]0.158119[/C][/ROW]
[ROW][C]30[/C][C]-0.086827[/C][C]-1.5312[/C][C]0.063366[/C][/ROW]
[ROW][C]31[/C][C]-0.033543[/C][C]-0.5915[/C][C]0.277294[/C][/ROW]
[ROW][C]32[/C][C]-0.019642[/C][C]-0.3464[/C][C]0.364644[/C][/ROW]
[ROW][C]33[/C][C]-0.052152[/C][C]-0.9197[/C][C]0.17922[/C][/ROW]
[ROW][C]34[/C][C]0.054798[/C][C]0.9664[/C][C]0.167305[/C][/ROW]
[ROW][C]35[/C][C]-0.129356[/C][C]-2.2812[/C][C]0.011606[/C][/ROW]
[ROW][C]36[/C][C]0.019576[/C][C]0.3452[/C][C]0.365076[/C][/ROW]
[ROW][C]37[/C][C]-0.034111[/C][C]-0.6016[/C][C]0.273954[/C][/ROW]
[ROW][C]38[/C][C]-0.073655[/C][C]-1.2989[/C][C]0.097466[/C][/ROW]
[ROW][C]39[/C][C]-0.055308[/C][C]-0.9754[/C][C]0.16507[/C][/ROW]
[ROW][C]40[/C][C]-0.022671[/C][C]-0.3998[/C][C]0.344785[/C][/ROW]
[ROW][C]41[/C][C]-0.07052[/C][C]-1.2436[/C][C]0.107285[/C][/ROW]
[ROW][C]42[/C][C]0.06183[/C][C]1.0904[/C][C]0.138193[/C][/ROW]
[ROW][C]43[/C][C]-0.023634[/C][C]-0.4168[/C][C]0.338558[/C][/ROW]
[ROW][C]44[/C][C]-0.067955[/C][C]-1.1984[/C][C]0.115838[/C][/ROW]
[ROW][C]45[/C][C]0.031781[/C][C]0.5605[/C][C]0.287786[/C][/ROW]
[ROW][C]46[/C][C]0.032942[/C][C]0.5809[/C][C]0.280852[/C][/ROW]
[ROW][C]47[/C][C]0.005799[/C][C]0.1023[/C][C]0.459304[/C][/ROW]
[ROW][C]48[/C][C]-0.034363[/C][C]-0.606[/C][C]0.272477[/C][/ROW]
[ROW][C]49[/C][C]-0.054533[/C][C]-0.9617[/C][C]0.168475[/C][/ROW]
[ROW][C]50[/C][C]-0.045288[/C][C]-0.7987[/C][C]0.212547[/C][/ROW]
[ROW][C]51[/C][C]0.055578[/C][C]0.9801[/C][C]0.16389[/C][/ROW]
[ROW][C]52[/C][C]0.025881[/C][C]0.4564[/C][C]0.324207[/C][/ROW]
[ROW][C]53[/C][C]-0.055052[/C][C]-0.9709[/C][C]0.166187[/C][/ROW]
[ROW][C]54[/C][C]-0.022414[/C][C]-0.3953[/C][C]0.346456[/C][/ROW]
[ROW][C]55[/C][C]0.037426[/C][C]0.66[/C][C]0.254868[/C][/ROW]
[ROW][C]56[/C][C]0.063962[/C][C]1.128[/C][C]0.130098[/C][/ROW]
[ROW][C]57[/C][C]-0.011282[/C][C]-0.199[/C][C]0.421214[/C][/ROW]
[ROW][C]58[/C][C]-0.075211[/C][C]-1.3264[/C][C]0.092846[/C][/ROW]
[ROW][C]59[/C][C]-0.113485[/C][C]-2.0013[/C][C]0.023113[/C][/ROW]
[ROW][C]60[/C][C]0.008986[/C][C]0.1585[/C][C]0.437093[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150379&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150379&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	0.315505	5.564	0
2	-0.266707	-4.7034	2e-06
3	-0.136432	-2.406	0.008356
4	-0.156361	-2.7574	0.003085
5	0.03407	0.6008	0.274196
6	-0.019344	-0.3411	0.366614
7	-0.142017	-2.5045	0.006387
8	-0.237921	-4.1958	1.8e-05
9	-0.168913	-2.9788	0.001561
10	-0.183531	-3.2366	0.00067
11	0.279957	4.9371	1e-06
12	0.860435	15.1739	0
13	-0.166193	-2.9308	0.001815
14	-0.053615	-0.9455	0.172566
15	0.00831	0.1466	0.44179
16	0.014395	0.2539	0.399886
17	-0.049502	-0.873	0.191676
18	-0.060986	-1.0755	0.141492
19	-0.038403	-0.6772	0.249379
20	-0.035792	-0.6312	0.264185
21	-0.086433	-1.5243	0.064229
22	-0.0211	-0.3721	0.355032
23	-0.001447	-0.0255	0.489828
24	0.137905	2.432	0.00779
25	-0.088187	-1.5552	0.060459
26	0.022656	0.3995	0.344882
27	0.028825	0.5083	0.305793
28	-0.042426	-0.7482	0.227454
29	-0.056922	-1.0038	0.158119
30	-0.086827	-1.5312	0.063366
31	-0.033543	-0.5915	0.277294
32	-0.019642	-0.3464	0.364644
33	-0.052152	-0.9197	0.17922
34	0.054798	0.9664	0.167305
35	-0.129356	-2.2812	0.011606
36	0.019576	0.3452	0.365076
37	-0.034111	-0.6016	0.273954
38	-0.073655	-1.2989	0.097466
39	-0.055308	-0.9754	0.16507
40	-0.022671	-0.3998	0.344785
41	-0.07052	-1.2436	0.107285
42	0.06183	1.0904	0.138193
43	-0.023634	-0.4168	0.338558
44	-0.067955	-1.1984	0.115838
45	0.031781	0.5605	0.287786
46	0.032942	0.5809	0.280852
47	0.005799	0.1023	0.459304
48	-0.034363	-0.606	0.272477
49	-0.054533	-0.9617	0.168475
50	-0.045288	-0.7987	0.212547
51	0.055578	0.9801	0.16389
52	0.025881	0.4564	0.324207
53	-0.055052	-0.9709	0.166187
54	-0.022414	-0.3953	0.346456
55	0.037426	0.66	0.254868
56	0.063962	1.128	0.130098
57	-0.011282	-0.199	0.421214
58	-0.075211	-1.3264	0.092846
59	-0.113485	-2.0013	0.023113
60	0.008986	0.1585	0.437093

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