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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 03 Dec 2011 04:10:52 -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/t1322903475yf8fkiljmyzihlx.htm/, Retrieved Mon, 29 Apr 2024 06:46:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150380, Retrieved Mon, 29 Apr 2024 06:46:50 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

133

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] [7ec97e350862fea9ec6e4fa3b5b6058f]
-   P             [(Partial) Autocorrelation Function] [P ACF (d=D=1)] [2011-12-03 09:10:52] [10a6f28c51bb1cb94db47cee32729d66] [Current]
- 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] 

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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	3 seconds
R Server	'George Udny Yule' @ yule.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 & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150380&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150380&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150380&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	3 seconds
R Server	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.12783	2.2104	0.013918
2	0.141646	2.4493	0.007444
3	0.161762	2.7971	0.002745
4	0.082612	1.4285	0.077097
5	0.116	2.0058	0.022887
6	0.125328	2.1671	0.015507
7	0.019272	0.3333	0.369589
8	0.046043	0.7962	0.213288
9	0.040697	0.7037	0.241076
10	-0.032101	-0.5551	0.289627
11	-0.048494	-0.8385	0.201199
12	-0.27287	-4.7184	2e-06
13	0.049706	0.8595	0.195378
14	0.002895	0.0501	0.480055
15	-0.02622	-0.4534	0.325299
16	0.033884	0.5859	0.27919
17	0.027926	0.4829	0.314762
18	0.020202	0.3493	0.363548
19	0.012711	0.2198	0.413089
20	0.04915	0.8499	0.198033
21	0.128745	2.2262	0.013372
22	-0.023182	-0.4009	0.344404
23	0.179066	3.0963	0.001072
24	-0.045332	-0.7839	0.216868
25	-0.029256	-0.5059	0.306654
26	0.090428	1.5636	0.059479
27	0.031906	0.5517	0.290783
28	0.002827	0.0489	0.480522
29	0.091127	1.5757	0.058072
30	-0.097824	-1.6915	0.045888
31	-0.040373	-0.6981	0.242826
32	0.039804	0.6883	0.245908
33	-0.134377	-2.3236	0.010409
34	-0.034657	-0.5993	0.27472
35	-0.137543	-2.3783	0.00901
36	-0.020148	-0.3484	0.363893
37	0.017447	0.3017	0.381549
38	-0.007788	-0.1347	0.446486
39	-0.096884	-1.6753	0.047463
40	-0.086631	-1.498	0.067596
41	-0.047613	-0.8233	0.205493
42	0.034165	0.5908	0.277564
43	-0.016666	-0.2882	0.386707
44	-0.043682	-0.7553	0.225321
45	-0.014429	-0.2495	0.401574
46	-0.025508	-0.4411	0.329736
47	0.051377	0.8884	0.187523
48	-0.081394	-1.4074	0.080169
49	-0.049883	-0.8626	0.194536
50	-0.038836	-0.6715	0.251199
51	-0.004901	-0.0847	0.466263
52	0.054109	0.9356	0.175111
53	-0.09907	-1.7131	0.043867
54	-0.043018	-0.7439	0.228774
55	0.015227	0.2633	0.396248
56	-0.080458	-1.3913	0.082591
57	-0.027107	-0.4687	0.319805
58	0.057343	0.9916	0.161107
59	-0.087789	-1.518	0.065034
60	0.014446	0.2498	0.401457

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.12783 & 2.2104 & 0.013918 \tabularnewline
2 & 0.141646 & 2.4493 & 0.007444 \tabularnewline
3 & 0.161762 & 2.7971 & 0.002745 \tabularnewline
4 & 0.082612 & 1.4285 & 0.077097 \tabularnewline
5 & 0.116 & 2.0058 & 0.022887 \tabularnewline
6 & 0.125328 & 2.1671 & 0.015507 \tabularnewline
7 & 0.019272 & 0.3333 & 0.369589 \tabularnewline
8 & 0.046043 & 0.7962 & 0.213288 \tabularnewline
9 & 0.040697 & 0.7037 & 0.241076 \tabularnewline
10 & -0.032101 & -0.5551 & 0.289627 \tabularnewline
11 & -0.048494 & -0.8385 & 0.201199 \tabularnewline
12 & -0.27287 & -4.7184 & 2e-06 \tabularnewline
13 & 0.049706 & 0.8595 & 0.195378 \tabularnewline
14 & 0.002895 & 0.0501 & 0.480055 \tabularnewline
15 & -0.02622 & -0.4534 & 0.325299 \tabularnewline
16 & 0.033884 & 0.5859 & 0.27919 \tabularnewline
17 & 0.027926 & 0.4829 & 0.314762 \tabularnewline
18 & 0.020202 & 0.3493 & 0.363548 \tabularnewline
19 & 0.012711 & 0.2198 & 0.413089 \tabularnewline
20 & 0.04915 & 0.8499 & 0.198033 \tabularnewline
21 & 0.128745 & 2.2262 & 0.013372 \tabularnewline
22 & -0.023182 & -0.4009 & 0.344404 \tabularnewline
23 & 0.179066 & 3.0963 & 0.001072 \tabularnewline
24 & -0.045332 & -0.7839 & 0.216868 \tabularnewline
25 & -0.029256 & -0.5059 & 0.306654 \tabularnewline
26 & 0.090428 & 1.5636 & 0.059479 \tabularnewline
27 & 0.031906 & 0.5517 & 0.290783 \tabularnewline
28 & 0.002827 & 0.0489 & 0.480522 \tabularnewline
29 & 0.091127 & 1.5757 & 0.058072 \tabularnewline
30 & -0.097824 & -1.6915 & 0.045888 \tabularnewline
31 & -0.040373 & -0.6981 & 0.242826 \tabularnewline
32 & 0.039804 & 0.6883 & 0.245908 \tabularnewline
33 & -0.134377 & -2.3236 & 0.010409 \tabularnewline
34 & -0.034657 & -0.5993 & 0.27472 \tabularnewline
35 & -0.137543 & -2.3783 & 0.00901 \tabularnewline
36 & -0.020148 & -0.3484 & 0.363893 \tabularnewline
37 & 0.017447 & 0.3017 & 0.381549 \tabularnewline
38 & -0.007788 & -0.1347 & 0.446486 \tabularnewline
39 & -0.096884 & -1.6753 & 0.047463 \tabularnewline
40 & -0.086631 & -1.498 & 0.067596 \tabularnewline
41 & -0.047613 & -0.8233 & 0.205493 \tabularnewline
42 & 0.034165 & 0.5908 & 0.277564 \tabularnewline
43 & -0.016666 & -0.2882 & 0.386707 \tabularnewline
44 & -0.043682 & -0.7553 & 0.225321 \tabularnewline
45 & -0.014429 & -0.2495 & 0.401574 \tabularnewline
46 & -0.025508 & -0.4411 & 0.329736 \tabularnewline
47 & 0.051377 & 0.8884 & 0.187523 \tabularnewline
48 & -0.081394 & -1.4074 & 0.080169 \tabularnewline
49 & -0.049883 & -0.8626 & 0.194536 \tabularnewline
50 & -0.038836 & -0.6715 & 0.251199 \tabularnewline
51 & -0.004901 & -0.0847 & 0.466263 \tabularnewline
52 & 0.054109 & 0.9356 & 0.175111 \tabularnewline
53 & -0.09907 & -1.7131 & 0.043867 \tabularnewline
54 & -0.043018 & -0.7439 & 0.228774 \tabularnewline
55 & 0.015227 & 0.2633 & 0.396248 \tabularnewline
56 & -0.080458 & -1.3913 & 0.082591 \tabularnewline
57 & -0.027107 & -0.4687 & 0.319805 \tabularnewline
58 & 0.057343 & 0.9916 & 0.161107 \tabularnewline
59 & -0.087789 & -1.518 & 0.065034 \tabularnewline
60 & 0.014446 & 0.2498 & 0.401457 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150380&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]0.12783[/C][C]2.2104[/C][C]0.013918[/C][/ROW]
[ROW][C]2[/C][C]0.141646[/C][C]2.4493[/C][C]0.007444[/C][/ROW]
[ROW][C]3[/C][C]0.161762[/C][C]2.7971[/C][C]0.002745[/C][/ROW]
[ROW][C]4[/C][C]0.082612[/C][C]1.4285[/C][C]0.077097[/C][/ROW]
[ROW][C]5[/C][C]0.116[/C][C]2.0058[/C][C]0.022887[/C][/ROW]
[ROW][C]6[/C][C]0.125328[/C][C]2.1671[/C][C]0.015507[/C][/ROW]
[ROW][C]7[/C][C]0.019272[/C][C]0.3333[/C][C]0.369589[/C][/ROW]
[ROW][C]8[/C][C]0.046043[/C][C]0.7962[/C][C]0.213288[/C][/ROW]
[ROW][C]9[/C][C]0.040697[/C][C]0.7037[/C][C]0.241076[/C][/ROW]
[ROW][C]10[/C][C]-0.032101[/C][C]-0.5551[/C][C]0.289627[/C][/ROW]
[ROW][C]11[/C][C]-0.048494[/C][C]-0.8385[/C][C]0.201199[/C][/ROW]
[ROW][C]12[/C][C]-0.27287[/C][C]-4.7184[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.049706[/C][C]0.8595[/C][C]0.195378[/C][/ROW]
[ROW][C]14[/C][C]0.002895[/C][C]0.0501[/C][C]0.480055[/C][/ROW]
[ROW][C]15[/C][C]-0.02622[/C][C]-0.4534[/C][C]0.325299[/C][/ROW]
[ROW][C]16[/C][C]0.033884[/C][C]0.5859[/C][C]0.27919[/C][/ROW]
[ROW][C]17[/C][C]0.027926[/C][C]0.4829[/C][C]0.314762[/C][/ROW]
[ROW][C]18[/C][C]0.020202[/C][C]0.3493[/C][C]0.363548[/C][/ROW]
[ROW][C]19[/C][C]0.012711[/C][C]0.2198[/C][C]0.413089[/C][/ROW]
[ROW][C]20[/C][C]0.04915[/C][C]0.8499[/C][C]0.198033[/C][/ROW]
[ROW][C]21[/C][C]0.128745[/C][C]2.2262[/C][C]0.013372[/C][/ROW]
[ROW][C]22[/C][C]-0.023182[/C][C]-0.4009[/C][C]0.344404[/C][/ROW]
[ROW][C]23[/C][C]0.179066[/C][C]3.0963[/C][C]0.001072[/C][/ROW]
[ROW][C]24[/C][C]-0.045332[/C][C]-0.7839[/C][C]0.216868[/C][/ROW]
[ROW][C]25[/C][C]-0.029256[/C][C]-0.5059[/C][C]0.306654[/C][/ROW]
[ROW][C]26[/C][C]0.090428[/C][C]1.5636[/C][C]0.059479[/C][/ROW]
[ROW][C]27[/C][C]0.031906[/C][C]0.5517[/C][C]0.290783[/C][/ROW]
[ROW][C]28[/C][C]0.002827[/C][C]0.0489[/C][C]0.480522[/C][/ROW]
[ROW][C]29[/C][C]0.091127[/C][C]1.5757[/C][C]0.058072[/C][/ROW]
[ROW][C]30[/C][C]-0.097824[/C][C]-1.6915[/C][C]0.045888[/C][/ROW]
[ROW][C]31[/C][C]-0.040373[/C][C]-0.6981[/C][C]0.242826[/C][/ROW]
[ROW][C]32[/C][C]0.039804[/C][C]0.6883[/C][C]0.245908[/C][/ROW]
[ROW][C]33[/C][C]-0.134377[/C][C]-2.3236[/C][C]0.010409[/C][/ROW]
[ROW][C]34[/C][C]-0.034657[/C][C]-0.5993[/C][C]0.27472[/C][/ROW]
[ROW][C]35[/C][C]-0.137543[/C][C]-2.3783[/C][C]0.00901[/C][/ROW]
[ROW][C]36[/C][C]-0.020148[/C][C]-0.3484[/C][C]0.363893[/C][/ROW]
[ROW][C]37[/C][C]0.017447[/C][C]0.3017[/C][C]0.381549[/C][/ROW]
[ROW][C]38[/C][C]-0.007788[/C][C]-0.1347[/C][C]0.446486[/C][/ROW]
[ROW][C]39[/C][C]-0.096884[/C][C]-1.6753[/C][C]0.047463[/C][/ROW]
[ROW][C]40[/C][C]-0.086631[/C][C]-1.498[/C][C]0.067596[/C][/ROW]
[ROW][C]41[/C][C]-0.047613[/C][C]-0.8233[/C][C]0.205493[/C][/ROW]
[ROW][C]42[/C][C]0.034165[/C][C]0.5908[/C][C]0.277564[/C][/ROW]
[ROW][C]43[/C][C]-0.016666[/C][C]-0.2882[/C][C]0.386707[/C][/ROW]
[ROW][C]44[/C][C]-0.043682[/C][C]-0.7553[/C][C]0.225321[/C][/ROW]
[ROW][C]45[/C][C]-0.014429[/C][C]-0.2495[/C][C]0.401574[/C][/ROW]
[ROW][C]46[/C][C]-0.025508[/C][C]-0.4411[/C][C]0.329736[/C][/ROW]
[ROW][C]47[/C][C]0.051377[/C][C]0.8884[/C][C]0.187523[/C][/ROW]
[ROW][C]48[/C][C]-0.081394[/C][C]-1.4074[/C][C]0.080169[/C][/ROW]
[ROW][C]49[/C][C]-0.049883[/C][C]-0.8626[/C][C]0.194536[/C][/ROW]
[ROW][C]50[/C][C]-0.038836[/C][C]-0.6715[/C][C]0.251199[/C][/ROW]
[ROW][C]51[/C][C]-0.004901[/C][C]-0.0847[/C][C]0.466263[/C][/ROW]
[ROW][C]52[/C][C]0.054109[/C][C]0.9356[/C][C]0.175111[/C][/ROW]
[ROW][C]53[/C][C]-0.09907[/C][C]-1.7131[/C][C]0.043867[/C][/ROW]
[ROW][C]54[/C][C]-0.043018[/C][C]-0.7439[/C][C]0.228774[/C][/ROW]
[ROW][C]55[/C][C]0.015227[/C][C]0.2633[/C][C]0.396248[/C][/ROW]
[ROW][C]56[/C][C]-0.080458[/C][C]-1.3913[/C][C]0.082591[/C][/ROW]
[ROW][C]57[/C][C]-0.027107[/C][C]-0.4687[/C][C]0.319805[/C][/ROW]
[ROW][C]58[/C][C]0.057343[/C][C]0.9916[/C][C]0.161107[/C][/ROW]
[ROW][C]59[/C][C]-0.087789[/C][C]-1.518[/C][C]0.065034[/C][/ROW]
[ROW][C]60[/C][C]0.014446[/C][C]0.2498[/C][C]0.401457[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150380&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150380&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	0.12783	2.2104	0.013918
2	0.141646	2.4493	0.007444
3	0.161762	2.7971	0.002745
4	0.082612	1.4285	0.077097
5	0.116	2.0058	0.022887
6	0.125328	2.1671	0.015507
7	0.019272	0.3333	0.369589
8	0.046043	0.7962	0.213288
9	0.040697	0.7037	0.241076
10	-0.032101	-0.5551	0.289627
11	-0.048494	-0.8385	0.201199
12	-0.27287	-4.7184	2e-06
13	0.049706	0.8595	0.195378
14	0.002895	0.0501	0.480055
15	-0.02622	-0.4534	0.325299
16	0.033884	0.5859	0.27919
17	0.027926	0.4829	0.314762
18	0.020202	0.3493	0.363548
19	0.012711	0.2198	0.413089
20	0.04915	0.8499	0.198033
21	0.128745	2.2262	0.013372
22	-0.023182	-0.4009	0.344404
23	0.179066	3.0963	0.001072
24	-0.045332	-0.7839	0.216868
25	-0.029256	-0.5059	0.306654
26	0.090428	1.5636	0.059479
27	0.031906	0.5517	0.290783
28	0.002827	0.0489	0.480522
29	0.091127	1.5757	0.058072
30	-0.097824	-1.6915	0.045888
31	-0.040373	-0.6981	0.242826
32	0.039804	0.6883	0.245908
33	-0.134377	-2.3236	0.010409
34	-0.034657	-0.5993	0.27472
35	-0.137543	-2.3783	0.00901
36	-0.020148	-0.3484	0.363893
37	0.017447	0.3017	0.381549
38	-0.007788	-0.1347	0.446486
39	-0.096884	-1.6753	0.047463
40	-0.086631	-1.498	0.067596
41	-0.047613	-0.8233	0.205493
42	0.034165	0.5908	0.277564
43	-0.016666	-0.2882	0.386707
44	-0.043682	-0.7553	0.225321
45	-0.014429	-0.2495	0.401574
46	-0.025508	-0.4411	0.329736
47	0.051377	0.8884	0.187523
48	-0.081394	-1.4074	0.080169
49	-0.049883	-0.8626	0.194536
50	-0.038836	-0.6715	0.251199
51	-0.004901	-0.0847	0.466263
52	0.054109	0.9356	0.175111
53	-0.09907	-1.7131	0.043867
54	-0.043018	-0.7439	0.228774
55	0.015227	0.2633	0.396248
56	-0.080458	-1.3913	0.082591
57	-0.027107	-0.4687	0.319805
58	0.057343	0.9916	0.161107
59	-0.087789	-1.518	0.065034
60	0.014446	0.2498	0.401457

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.12783	2.2104	0.013918
2	0.127387	2.2027	0.014188
3	0.134007	2.3172	0.010584
4	0.036064	0.6236	0.26668
5	0.071599	1.2381	0.108332
6	0.078187	1.352	0.088702
7	-0.036471	-0.6306	0.264379
8	-0.001348	-0.0233	0.49071
9	0.004369	0.0755	0.469915
10	-0.058148	-1.0055	0.15774
11	-0.070879	-1.2256	0.110654
12	-0.288399	-4.9869	1e-06
13	0.127895	2.2115	0.013879
14	0.063948	1.1058	0.134858
15	0.035739	0.618	0.268526
16	0.060284	1.0424	0.149033
17	0.075549	1.3064	0.096217
18	0.059676	1.0319	0.151479
19	-0.044079	-0.7622	0.223272
20	0.040532	0.7009	0.241967
21	0.13555	2.3439	0.00987
22	-0.135215	-2.3381	0.010021
23	0.128767	2.2266	0.01336
24	-0.228262	-3.947	4.9e-05
25	0.019735	0.3412	0.366581
26	0.065738	1.1367	0.128282
27	0.013264	0.2294	0.409375
28	0.050626	0.8754	0.191027
29	0.076212	1.3178	0.094284
30	-0.116711	-2.0181	0.022236
31	-0.04641	-0.8025	0.211452
32	0.048399	0.8369	0.201659
33	-0.036172	-0.6255	0.266067
34	-0.129478	-2.2389	0.012949
35	-0.046225	-0.7993	0.212376
36	-0.061821	-1.069	0.142968
37	0.068919	1.1917	0.117157
38	0.100791	1.7428	0.041195
39	-0.070277	-1.2152	0.112624
40	-0.057563	-0.9954	0.160184
41	0.05084	0.8791	0.190027
42	-0.01126	-0.1947	0.422878
43	-0.023706	-0.4099	0.34108
44	-0.031599	-0.5464	0.292598
45	-0.010657	-0.1843	0.426963
46	-0.125991	-2.1786	0.015071
47	0.088959	1.5382	0.062523
48	-0.088434	-1.5292	0.063641
49	-0.019025	-0.329	0.371205
50	0.028033	0.4847	0.314111
51	0.042771	0.7396	0.230068
52	0.029662	0.5129	0.304199
53	-0.046664	-0.8069	0.210185
54	0.017178	0.297	0.383321
55	-0.028757	-0.4972	0.30969
56	-0.024515	-0.4239	0.335971
57	0.006915	0.1196	0.452451
58	0.008137	0.1407	0.444101
59	-0.029865	-0.5164	0.302973
60	-0.016162	-0.2795	0.390042

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.12783 & 2.2104 & 0.013918 \tabularnewline
2 & 0.127387 & 2.2027 & 0.014188 \tabularnewline
3 & 0.134007 & 2.3172 & 0.010584 \tabularnewline
4 & 0.036064 & 0.6236 & 0.26668 \tabularnewline
5 & 0.071599 & 1.2381 & 0.108332 \tabularnewline
6 & 0.078187 & 1.352 & 0.088702 \tabularnewline
7 & -0.036471 & -0.6306 & 0.264379 \tabularnewline
8 & -0.001348 & -0.0233 & 0.49071 \tabularnewline
9 & 0.004369 & 0.0755 & 0.469915 \tabularnewline
10 & -0.058148 & -1.0055 & 0.15774 \tabularnewline
11 & -0.070879 & -1.2256 & 0.110654 \tabularnewline
12 & -0.288399 & -4.9869 & 1e-06 \tabularnewline
13 & 0.127895 & 2.2115 & 0.013879 \tabularnewline
14 & 0.063948 & 1.1058 & 0.134858 \tabularnewline
15 & 0.035739 & 0.618 & 0.268526 \tabularnewline
16 & 0.060284 & 1.0424 & 0.149033 \tabularnewline
17 & 0.075549 & 1.3064 & 0.096217 \tabularnewline
18 & 0.059676 & 1.0319 & 0.151479 \tabularnewline
19 & -0.044079 & -0.7622 & 0.223272 \tabularnewline
20 & 0.040532 & 0.7009 & 0.241967 \tabularnewline
21 & 0.13555 & 2.3439 & 0.00987 \tabularnewline
22 & -0.135215 & -2.3381 & 0.010021 \tabularnewline
23 & 0.128767 & 2.2266 & 0.01336 \tabularnewline
24 & -0.228262 & -3.947 & 4.9e-05 \tabularnewline
25 & 0.019735 & 0.3412 & 0.366581 \tabularnewline
26 & 0.065738 & 1.1367 & 0.128282 \tabularnewline
27 & 0.013264 & 0.2294 & 0.409375 \tabularnewline
28 & 0.050626 & 0.8754 & 0.191027 \tabularnewline
29 & 0.076212 & 1.3178 & 0.094284 \tabularnewline
30 & -0.116711 & -2.0181 & 0.022236 \tabularnewline
31 & -0.04641 & -0.8025 & 0.211452 \tabularnewline
32 & 0.048399 & 0.8369 & 0.201659 \tabularnewline
33 & -0.036172 & -0.6255 & 0.266067 \tabularnewline
34 & -0.129478 & -2.2389 & 0.012949 \tabularnewline
35 & -0.046225 & -0.7993 & 0.212376 \tabularnewline
36 & -0.061821 & -1.069 & 0.142968 \tabularnewline
37 & 0.068919 & 1.1917 & 0.117157 \tabularnewline
38 & 0.100791 & 1.7428 & 0.041195 \tabularnewline
39 & -0.070277 & -1.2152 & 0.112624 \tabularnewline
40 & -0.057563 & -0.9954 & 0.160184 \tabularnewline
41 & 0.05084 & 0.8791 & 0.190027 \tabularnewline
42 & -0.01126 & -0.1947 & 0.422878 \tabularnewline
43 & -0.023706 & -0.4099 & 0.34108 \tabularnewline
44 & -0.031599 & -0.5464 & 0.292598 \tabularnewline
45 & -0.010657 & -0.1843 & 0.426963 \tabularnewline
46 & -0.125991 & -2.1786 & 0.015071 \tabularnewline
47 & 0.088959 & 1.5382 & 0.062523 \tabularnewline
48 & -0.088434 & -1.5292 & 0.063641 \tabularnewline
49 & -0.019025 & -0.329 & 0.371205 \tabularnewline
50 & 0.028033 & 0.4847 & 0.314111 \tabularnewline
51 & 0.042771 & 0.7396 & 0.230068 \tabularnewline
52 & 0.029662 & 0.5129 & 0.304199 \tabularnewline
53 & -0.046664 & -0.8069 & 0.210185 \tabularnewline
54 & 0.017178 & 0.297 & 0.383321 \tabularnewline
55 & -0.028757 & -0.4972 & 0.30969 \tabularnewline
56 & -0.024515 & -0.4239 & 0.335971 \tabularnewline
57 & 0.006915 & 0.1196 & 0.452451 \tabularnewline
58 & 0.008137 & 0.1407 & 0.444101 \tabularnewline
59 & -0.029865 & -0.5164 & 0.302973 \tabularnewline
60 & -0.016162 & -0.2795 & 0.390042 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150380&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]0.12783[/C][C]2.2104[/C][C]0.013918[/C][/ROW]
[ROW][C]2[/C][C]0.127387[/C][C]2.2027[/C][C]0.014188[/C][/ROW]
[ROW][C]3[/C][C]0.134007[/C][C]2.3172[/C][C]0.010584[/C][/ROW]
[ROW][C]4[/C][C]0.036064[/C][C]0.6236[/C][C]0.26668[/C][/ROW]
[ROW][C]5[/C][C]0.071599[/C][C]1.2381[/C][C]0.108332[/C][/ROW]
[ROW][C]6[/C][C]0.078187[/C][C]1.352[/C][C]0.088702[/C][/ROW]
[ROW][C]7[/C][C]-0.036471[/C][C]-0.6306[/C][C]0.264379[/C][/ROW]
[ROW][C]8[/C][C]-0.001348[/C][C]-0.0233[/C][C]0.49071[/C][/ROW]
[ROW][C]9[/C][C]0.004369[/C][C]0.0755[/C][C]0.469915[/C][/ROW]
[ROW][C]10[/C][C]-0.058148[/C][C]-1.0055[/C][C]0.15774[/C][/ROW]
[ROW][C]11[/C][C]-0.070879[/C][C]-1.2256[/C][C]0.110654[/C][/ROW]
[ROW][C]12[/C][C]-0.288399[/C][C]-4.9869[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.127895[/C][C]2.2115[/C][C]0.013879[/C][/ROW]
[ROW][C]14[/C][C]0.063948[/C][C]1.1058[/C][C]0.134858[/C][/ROW]
[ROW][C]15[/C][C]0.035739[/C][C]0.618[/C][C]0.268526[/C][/ROW]
[ROW][C]16[/C][C]0.060284[/C][C]1.0424[/C][C]0.149033[/C][/ROW]
[ROW][C]17[/C][C]0.075549[/C][C]1.3064[/C][C]0.096217[/C][/ROW]
[ROW][C]18[/C][C]0.059676[/C][C]1.0319[/C][C]0.151479[/C][/ROW]
[ROW][C]19[/C][C]-0.044079[/C][C]-0.7622[/C][C]0.223272[/C][/ROW]
[ROW][C]20[/C][C]0.040532[/C][C]0.7009[/C][C]0.241967[/C][/ROW]
[ROW][C]21[/C][C]0.13555[/C][C]2.3439[/C][C]0.00987[/C][/ROW]
[ROW][C]22[/C][C]-0.135215[/C][C]-2.3381[/C][C]0.010021[/C][/ROW]
[ROW][C]23[/C][C]0.128767[/C][C]2.2266[/C][C]0.01336[/C][/ROW]
[ROW][C]24[/C][C]-0.228262[/C][C]-3.947[/C][C]4.9e-05[/C][/ROW]
[ROW][C]25[/C][C]0.019735[/C][C]0.3412[/C][C]0.366581[/C][/ROW]
[ROW][C]26[/C][C]0.065738[/C][C]1.1367[/C][C]0.128282[/C][/ROW]
[ROW][C]27[/C][C]0.013264[/C][C]0.2294[/C][C]0.409375[/C][/ROW]
[ROW][C]28[/C][C]0.050626[/C][C]0.8754[/C][C]0.191027[/C][/ROW]
[ROW][C]29[/C][C]0.076212[/C][C]1.3178[/C][C]0.094284[/C][/ROW]
[ROW][C]30[/C][C]-0.116711[/C][C]-2.0181[/C][C]0.022236[/C][/ROW]
[ROW][C]31[/C][C]-0.04641[/C][C]-0.8025[/C][C]0.211452[/C][/ROW]
[ROW][C]32[/C][C]0.048399[/C][C]0.8369[/C][C]0.201659[/C][/ROW]
[ROW][C]33[/C][C]-0.036172[/C][C]-0.6255[/C][C]0.266067[/C][/ROW]
[ROW][C]34[/C][C]-0.129478[/C][C]-2.2389[/C][C]0.012949[/C][/ROW]
[ROW][C]35[/C][C]-0.046225[/C][C]-0.7993[/C][C]0.212376[/C][/ROW]
[ROW][C]36[/C][C]-0.061821[/C][C]-1.069[/C][C]0.142968[/C][/ROW]
[ROW][C]37[/C][C]0.068919[/C][C]1.1917[/C][C]0.117157[/C][/ROW]
[ROW][C]38[/C][C]0.100791[/C][C]1.7428[/C][C]0.041195[/C][/ROW]
[ROW][C]39[/C][C]-0.070277[/C][C]-1.2152[/C][C]0.112624[/C][/ROW]
[ROW][C]40[/C][C]-0.057563[/C][C]-0.9954[/C][C]0.160184[/C][/ROW]
[ROW][C]41[/C][C]0.05084[/C][C]0.8791[/C][C]0.190027[/C][/ROW]
[ROW][C]42[/C][C]-0.01126[/C][C]-0.1947[/C][C]0.422878[/C][/ROW]
[ROW][C]43[/C][C]-0.023706[/C][C]-0.4099[/C][C]0.34108[/C][/ROW]
[ROW][C]44[/C][C]-0.031599[/C][C]-0.5464[/C][C]0.292598[/C][/ROW]
[ROW][C]45[/C][C]-0.010657[/C][C]-0.1843[/C][C]0.426963[/C][/ROW]
[ROW][C]46[/C][C]-0.125991[/C][C]-2.1786[/C][C]0.015071[/C][/ROW]
[ROW][C]47[/C][C]0.088959[/C][C]1.5382[/C][C]0.062523[/C][/ROW]
[ROW][C]48[/C][C]-0.088434[/C][C]-1.5292[/C][C]0.063641[/C][/ROW]
[ROW][C]49[/C][C]-0.019025[/C][C]-0.329[/C][C]0.371205[/C][/ROW]
[ROW][C]50[/C][C]0.028033[/C][C]0.4847[/C][C]0.314111[/C][/ROW]
[ROW][C]51[/C][C]0.042771[/C][C]0.7396[/C][C]0.230068[/C][/ROW]
[ROW][C]52[/C][C]0.029662[/C][C]0.5129[/C][C]0.304199[/C][/ROW]
[ROW][C]53[/C][C]-0.046664[/C][C]-0.8069[/C][C]0.210185[/C][/ROW]
[ROW][C]54[/C][C]0.017178[/C][C]0.297[/C][C]0.383321[/C][/ROW]
[ROW][C]55[/C][C]-0.028757[/C][C]-0.4972[/C][C]0.30969[/C][/ROW]
[ROW][C]56[/C][C]-0.024515[/C][C]-0.4239[/C][C]0.335971[/C][/ROW]
[ROW][C]57[/C][C]0.006915[/C][C]0.1196[/C][C]0.452451[/C][/ROW]
[ROW][C]58[/C][C]0.008137[/C][C]0.1407[/C][C]0.444101[/C][/ROW]
[ROW][C]59[/C][C]-0.029865[/C][C]-0.5164[/C][C]0.302973[/C][/ROW]
[ROW][C]60[/C][C]-0.016162[/C][C]-0.2795[/C][C]0.390042[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150380&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150380&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	0.12783	2.2104	0.013918
2	0.127387	2.2027	0.014188
3	0.134007	2.3172	0.010584
4	0.036064	0.6236	0.26668
5	0.071599	1.2381	0.108332
6	0.078187	1.352	0.088702
7	-0.036471	-0.6306	0.264379
8	-0.001348	-0.0233	0.49071
9	0.004369	0.0755	0.469915
10	-0.058148	-1.0055	0.15774
11	-0.070879	-1.2256	0.110654
12	-0.288399	-4.9869	1e-06
13	0.127895	2.2115	0.013879
14	0.063948	1.1058	0.134858
15	0.035739	0.618	0.268526
16	0.060284	1.0424	0.149033
17	0.075549	1.3064	0.096217
18	0.059676	1.0319	0.151479
19	-0.044079	-0.7622	0.223272
20	0.040532	0.7009	0.241967
21	0.13555	2.3439	0.00987
22	-0.135215	-2.3381	0.010021
23	0.128767	2.2266	0.01336
24	-0.228262	-3.947	4.9e-05
25	0.019735	0.3412	0.366581
26	0.065738	1.1367	0.128282
27	0.013264	0.2294	0.409375
28	0.050626	0.8754	0.191027
29	0.076212	1.3178	0.094284
30	-0.116711	-2.0181	0.022236
31	-0.04641	-0.8025	0.211452
32	0.048399	0.8369	0.201659
33	-0.036172	-0.6255	0.266067
34	-0.129478	-2.2389	0.012949
35	-0.046225	-0.7993	0.212376
36	-0.061821	-1.069	0.142968
37	0.068919	1.1917	0.117157
38	0.100791	1.7428	0.041195
39	-0.070277	-1.2152	0.112624
40	-0.057563	-0.9954	0.160184
41	0.05084	0.8791	0.190027
42	-0.01126	-0.1947	0.422878
43	-0.023706	-0.4099	0.34108
44	-0.031599	-0.5464	0.292598
45	-0.010657	-0.1843	0.426963
46	-0.125991	-2.1786	0.015071
47	0.088959	1.5382	0.062523
48	-0.088434	-1.5292	0.063641
49	-0.019025	-0.329	0.371205
50	0.028033	0.4847	0.314111
51	0.042771	0.7396	0.230068
52	0.029662	0.5129	0.304199
53	-0.046664	-0.8069	0.210185
54	0.017178	0.297	0.383321
55	-0.028757	-0.4972	0.30969
56	-0.024515	-0.4239	0.335971
57	0.006915	0.1196	0.452451
58	0.008137	0.1407	0.444101
59	-0.029865	-0.5164	0.302973
60	-0.016162	-0.2795	0.390042

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