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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 20 Dec 2011 16:28:36 -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/20/t1324416596jd3czf00ebh4hk5.htm/, Retrieved Mon, 06 May 2024 04:47:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=158284, Retrieved Mon, 06 May 2024 04:47:45 +0000

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User-defined keywords

Estimated Impact

197

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
- R PD          [(Partial) Autocorrelation Function] [WS9 3.1 ACF d=0, D=0] [2010-12-07 10:00:49] [afe9379cca749d06b3d6872e02cc47ed]
- R PD            [(Partial) Autocorrelation Function] [] [2011-12-04 10:34:49] [ec2187f7727da5d5d939740b21b8b68a]
-   PD                [(Partial) Autocorrelation Function] [] [2011-12-20 21:28:36] [542c32830549043c4555f1bd78aefedb] [Current]

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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	'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=158284&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=158284&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=158284&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.184817	-2.1153	0.018148
2	0.151564	1.7347	0.04257
3	0.212951	2.4373	0.008069
4	-0.086825	-0.9938	0.161088
5	0.086854	0.9941	0.161007
6	0.087668	1.0034	0.158758
7	-0.010379	-0.1188	0.45281
8	-0.07599	-0.8697	0.193016
9	0.044818	0.513	0.304421
10	-0.164618	-1.8841	0.030881
11	-0.11319	-1.2955	0.09871
12	-0.177835	-2.0354	0.021913
13	-0.196281	-2.2465	0.013172
14	-0.018531	-0.2121	0.41618
15	-0.031796	-0.3639	0.358249
16	-0.069227	-0.7923	0.214799
17	-0.033424	-0.3826	0.351335
18	-0.086791	-0.9934	0.161181
19	-0.148306	-1.6974	0.045994
20	0.12572	1.4389	0.076278
21	-0.055348	-0.6335	0.263762
22	0.008383	0.0959	0.461855
23	0.224817	2.5731	0.005596
24	-0.152608	-1.7467	0.041519
25	0.116732	1.3361	0.091924
26	0.08549	0.9785	0.164821
27	-0.158716	-1.8166	0.035783
28	0.055513	0.6354	0.263147
29	0.082441	0.9436	0.173561
30	-0.034594	-0.396	0.346393
31	0.079203	0.9065	0.183163
32	0.022342	0.2557	0.399284
33	-0.114964	-1.3158	0.095266
34	-0.003392	-0.0388	0.484547
35	0.00952	0.109	0.456698
36	-0.111868	-1.2804	0.101336
37	0.100911	1.155	0.125101
38	0.012531	0.1434	0.443087
39	-0.056689	-0.6488	0.25879
40	0.111041	1.2709	0.103005
41	-0.061304	-0.7017	0.242068
42	-0.040347	-0.4618	0.322498
43	0.074275	0.8501	0.198407
44	-0.026645	-0.305	0.380439
45	0.047973	0.5491	0.291944
46	0.15676	1.7942	0.037544
47	-0.054791	-0.6271	0.265838
48	0.059319	0.6789	0.249189
49	-0.025048	-0.2867	0.387402
50	-0.079912	-0.9146	0.181033
51	0.006282	0.0719	0.471394
52	0.044906	0.514	0.304069
53	-0.107019	-1.2249	0.111407
54	0.011012	0.126	0.449946
55	0.024925	0.2853	0.387942
56	-0.118714	-1.3587	0.088281
57	0.016092	0.1842	0.427079
58	-0.110952	-1.2699	0.103185
59	0.016102	0.1843	0.427034
60	0.037219	0.426	0.335406

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.184817 & -2.1153 & 0.018148 \tabularnewline
2 & 0.151564 & 1.7347 & 0.04257 \tabularnewline
3 & 0.212951 & 2.4373 & 0.008069 \tabularnewline
4 & -0.086825 & -0.9938 & 0.161088 \tabularnewline
5 & 0.086854 & 0.9941 & 0.161007 \tabularnewline
6 & 0.087668 & 1.0034 & 0.158758 \tabularnewline
7 & -0.010379 & -0.1188 & 0.45281 \tabularnewline
8 & -0.07599 & -0.8697 & 0.193016 \tabularnewline
9 & 0.044818 & 0.513 & 0.304421 \tabularnewline
10 & -0.164618 & -1.8841 & 0.030881 \tabularnewline
11 & -0.11319 & -1.2955 & 0.09871 \tabularnewline
12 & -0.177835 & -2.0354 & 0.021913 \tabularnewline
13 & -0.196281 & -2.2465 & 0.013172 \tabularnewline
14 & -0.018531 & -0.2121 & 0.41618 \tabularnewline
15 & -0.031796 & -0.3639 & 0.358249 \tabularnewline
16 & -0.069227 & -0.7923 & 0.214799 \tabularnewline
17 & -0.033424 & -0.3826 & 0.351335 \tabularnewline
18 & -0.086791 & -0.9934 & 0.161181 \tabularnewline
19 & -0.148306 & -1.6974 & 0.045994 \tabularnewline
20 & 0.12572 & 1.4389 & 0.076278 \tabularnewline
21 & -0.055348 & -0.6335 & 0.263762 \tabularnewline
22 & 0.008383 & 0.0959 & 0.461855 \tabularnewline
23 & 0.224817 & 2.5731 & 0.005596 \tabularnewline
24 & -0.152608 & -1.7467 & 0.041519 \tabularnewline
25 & 0.116732 & 1.3361 & 0.091924 \tabularnewline
26 & 0.08549 & 0.9785 & 0.164821 \tabularnewline
27 & -0.158716 & -1.8166 & 0.035783 \tabularnewline
28 & 0.055513 & 0.6354 & 0.263147 \tabularnewline
29 & 0.082441 & 0.9436 & 0.173561 \tabularnewline
30 & -0.034594 & -0.396 & 0.346393 \tabularnewline
31 & 0.079203 & 0.9065 & 0.183163 \tabularnewline
32 & 0.022342 & 0.2557 & 0.399284 \tabularnewline
33 & -0.114964 & -1.3158 & 0.095266 \tabularnewline
34 & -0.003392 & -0.0388 & 0.484547 \tabularnewline
35 & 0.00952 & 0.109 & 0.456698 \tabularnewline
36 & -0.111868 & -1.2804 & 0.101336 \tabularnewline
37 & 0.100911 & 1.155 & 0.125101 \tabularnewline
38 & 0.012531 & 0.1434 & 0.443087 \tabularnewline
39 & -0.056689 & -0.6488 & 0.25879 \tabularnewline
40 & 0.111041 & 1.2709 & 0.103005 \tabularnewline
41 & -0.061304 & -0.7017 & 0.242068 \tabularnewline
42 & -0.040347 & -0.4618 & 0.322498 \tabularnewline
43 & 0.074275 & 0.8501 & 0.198407 \tabularnewline
44 & -0.026645 & -0.305 & 0.380439 \tabularnewline
45 & 0.047973 & 0.5491 & 0.291944 \tabularnewline
46 & 0.15676 & 1.7942 & 0.037544 \tabularnewline
47 & -0.054791 & -0.6271 & 0.265838 \tabularnewline
48 & 0.059319 & 0.6789 & 0.249189 \tabularnewline
49 & -0.025048 & -0.2867 & 0.387402 \tabularnewline
50 & -0.079912 & -0.9146 & 0.181033 \tabularnewline
51 & 0.006282 & 0.0719 & 0.471394 \tabularnewline
52 & 0.044906 & 0.514 & 0.304069 \tabularnewline
53 & -0.107019 & -1.2249 & 0.111407 \tabularnewline
54 & 0.011012 & 0.126 & 0.449946 \tabularnewline
55 & 0.024925 & 0.2853 & 0.387942 \tabularnewline
56 & -0.118714 & -1.3587 & 0.088281 \tabularnewline
57 & 0.016092 & 0.1842 & 0.427079 \tabularnewline
58 & -0.110952 & -1.2699 & 0.103185 \tabularnewline
59 & 0.016102 & 0.1843 & 0.427034 \tabularnewline
60 & 0.037219 & 0.426 & 0.335406 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=158284&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]-0.184817[/C][C]-2.1153[/C][C]0.018148[/C][/ROW]
[ROW][C]2[/C][C]0.151564[/C][C]1.7347[/C][C]0.04257[/C][/ROW]
[ROW][C]3[/C][C]0.212951[/C][C]2.4373[/C][C]0.008069[/C][/ROW]
[ROW][C]4[/C][C]-0.086825[/C][C]-0.9938[/C][C]0.161088[/C][/ROW]
[ROW][C]5[/C][C]0.086854[/C][C]0.9941[/C][C]0.161007[/C][/ROW]
[ROW][C]6[/C][C]0.087668[/C][C]1.0034[/C][C]0.158758[/C][/ROW]
[ROW][C]7[/C][C]-0.010379[/C][C]-0.1188[/C][C]0.45281[/C][/ROW]
[ROW][C]8[/C][C]-0.07599[/C][C]-0.8697[/C][C]0.193016[/C][/ROW]
[ROW][C]9[/C][C]0.044818[/C][C]0.513[/C][C]0.304421[/C][/ROW]
[ROW][C]10[/C][C]-0.164618[/C][C]-1.8841[/C][C]0.030881[/C][/ROW]
[ROW][C]11[/C][C]-0.11319[/C][C]-1.2955[/C][C]0.09871[/C][/ROW]
[ROW][C]12[/C][C]-0.177835[/C][C]-2.0354[/C][C]0.021913[/C][/ROW]
[ROW][C]13[/C][C]-0.196281[/C][C]-2.2465[/C][C]0.013172[/C][/ROW]
[ROW][C]14[/C][C]-0.018531[/C][C]-0.2121[/C][C]0.41618[/C][/ROW]
[ROW][C]15[/C][C]-0.031796[/C][C]-0.3639[/C][C]0.358249[/C][/ROW]
[ROW][C]16[/C][C]-0.069227[/C][C]-0.7923[/C][C]0.214799[/C][/ROW]
[ROW][C]17[/C][C]-0.033424[/C][C]-0.3826[/C][C]0.351335[/C][/ROW]
[ROW][C]18[/C][C]-0.086791[/C][C]-0.9934[/C][C]0.161181[/C][/ROW]
[ROW][C]19[/C][C]-0.148306[/C][C]-1.6974[/C][C]0.045994[/C][/ROW]
[ROW][C]20[/C][C]0.12572[/C][C]1.4389[/C][C]0.076278[/C][/ROW]
[ROW][C]21[/C][C]-0.055348[/C][C]-0.6335[/C][C]0.263762[/C][/ROW]
[ROW][C]22[/C][C]0.008383[/C][C]0.0959[/C][C]0.461855[/C][/ROW]
[ROW][C]23[/C][C]0.224817[/C][C]2.5731[/C][C]0.005596[/C][/ROW]
[ROW][C]24[/C][C]-0.152608[/C][C]-1.7467[/C][C]0.041519[/C][/ROW]
[ROW][C]25[/C][C]0.116732[/C][C]1.3361[/C][C]0.091924[/C][/ROW]
[ROW][C]26[/C][C]0.08549[/C][C]0.9785[/C][C]0.164821[/C][/ROW]
[ROW][C]27[/C][C]-0.158716[/C][C]-1.8166[/C][C]0.035783[/C][/ROW]
[ROW][C]28[/C][C]0.055513[/C][C]0.6354[/C][C]0.263147[/C][/ROW]
[ROW][C]29[/C][C]0.082441[/C][C]0.9436[/C][C]0.173561[/C][/ROW]
[ROW][C]30[/C][C]-0.034594[/C][C]-0.396[/C][C]0.346393[/C][/ROW]
[ROW][C]31[/C][C]0.079203[/C][C]0.9065[/C][C]0.183163[/C][/ROW]
[ROW][C]32[/C][C]0.022342[/C][C]0.2557[/C][C]0.399284[/C][/ROW]
[ROW][C]33[/C][C]-0.114964[/C][C]-1.3158[/C][C]0.095266[/C][/ROW]
[ROW][C]34[/C][C]-0.003392[/C][C]-0.0388[/C][C]0.484547[/C][/ROW]
[ROW][C]35[/C][C]0.00952[/C][C]0.109[/C][C]0.456698[/C][/ROW]
[ROW][C]36[/C][C]-0.111868[/C][C]-1.2804[/C][C]0.101336[/C][/ROW]
[ROW][C]37[/C][C]0.100911[/C][C]1.155[/C][C]0.125101[/C][/ROW]
[ROW][C]38[/C][C]0.012531[/C][C]0.1434[/C][C]0.443087[/C][/ROW]
[ROW][C]39[/C][C]-0.056689[/C][C]-0.6488[/C][C]0.25879[/C][/ROW]
[ROW][C]40[/C][C]0.111041[/C][C]1.2709[/C][C]0.103005[/C][/ROW]
[ROW][C]41[/C][C]-0.061304[/C][C]-0.7017[/C][C]0.242068[/C][/ROW]
[ROW][C]42[/C][C]-0.040347[/C][C]-0.4618[/C][C]0.322498[/C][/ROW]
[ROW][C]43[/C][C]0.074275[/C][C]0.8501[/C][C]0.198407[/C][/ROW]
[ROW][C]44[/C][C]-0.026645[/C][C]-0.305[/C][C]0.380439[/C][/ROW]
[ROW][C]45[/C][C]0.047973[/C][C]0.5491[/C][C]0.291944[/C][/ROW]
[ROW][C]46[/C][C]0.15676[/C][C]1.7942[/C][C]0.037544[/C][/ROW]
[ROW][C]47[/C][C]-0.054791[/C][C]-0.6271[/C][C]0.265838[/C][/ROW]
[ROW][C]48[/C][C]0.059319[/C][C]0.6789[/C][C]0.249189[/C][/ROW]
[ROW][C]49[/C][C]-0.025048[/C][C]-0.2867[/C][C]0.387402[/C][/ROW]
[ROW][C]50[/C][C]-0.079912[/C][C]-0.9146[/C][C]0.181033[/C][/ROW]
[ROW][C]51[/C][C]0.006282[/C][C]0.0719[/C][C]0.471394[/C][/ROW]
[ROW][C]52[/C][C]0.044906[/C][C]0.514[/C][C]0.304069[/C][/ROW]
[ROW][C]53[/C][C]-0.107019[/C][C]-1.2249[/C][C]0.111407[/C][/ROW]
[ROW][C]54[/C][C]0.011012[/C][C]0.126[/C][C]0.449946[/C][/ROW]
[ROW][C]55[/C][C]0.024925[/C][C]0.2853[/C][C]0.387942[/C][/ROW]
[ROW][C]56[/C][C]-0.118714[/C][C]-1.3587[/C][C]0.088281[/C][/ROW]
[ROW][C]57[/C][C]0.016092[/C][C]0.1842[/C][C]0.427079[/C][/ROW]
[ROW][C]58[/C][C]-0.110952[/C][C]-1.2699[/C][C]0.103185[/C][/ROW]
[ROW][C]59[/C][C]0.016102[/C][C]0.1843[/C][C]0.427034[/C][/ROW]
[ROW][C]60[/C][C]0.037219[/C][C]0.426[/C][C]0.335406[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=158284&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=158284&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	-0.184817	-2.1153	0.018148
2	0.151564	1.7347	0.04257
3	0.212951	2.4373	0.008069
4	-0.086825	-0.9938	0.161088
5	0.086854	0.9941	0.161007
6	0.087668	1.0034	0.158758
7	-0.010379	-0.1188	0.45281
8	-0.07599	-0.8697	0.193016
9	0.044818	0.513	0.304421
10	-0.164618	-1.8841	0.030881
11	-0.11319	-1.2955	0.09871
12	-0.177835	-2.0354	0.021913
13	-0.196281	-2.2465	0.013172
14	-0.018531	-0.2121	0.41618
15	-0.031796	-0.3639	0.358249
16	-0.069227	-0.7923	0.214799
17	-0.033424	-0.3826	0.351335
18	-0.086791	-0.9934	0.161181
19	-0.148306	-1.6974	0.045994
20	0.12572	1.4389	0.076278
21	-0.055348	-0.6335	0.263762
22	0.008383	0.0959	0.461855
23	0.224817	2.5731	0.005596
24	-0.152608	-1.7467	0.041519
25	0.116732	1.3361	0.091924
26	0.08549	0.9785	0.164821
27	-0.158716	-1.8166	0.035783
28	0.055513	0.6354	0.263147
29	0.082441	0.9436	0.173561
30	-0.034594	-0.396	0.346393
31	0.079203	0.9065	0.183163
32	0.022342	0.2557	0.399284
33	-0.114964	-1.3158	0.095266
34	-0.003392	-0.0388	0.484547
35	0.00952	0.109	0.456698
36	-0.111868	-1.2804	0.101336
37	0.100911	1.155	0.125101
38	0.012531	0.1434	0.443087
39	-0.056689	-0.6488	0.25879
40	0.111041	1.2709	0.103005
41	-0.061304	-0.7017	0.242068
42	-0.040347	-0.4618	0.322498
43	0.074275	0.8501	0.198407
44	-0.026645	-0.305	0.380439
45	0.047973	0.5491	0.291944
46	0.15676	1.7942	0.037544
47	-0.054791	-0.6271	0.265838
48	0.059319	0.6789	0.249189
49	-0.025048	-0.2867	0.387402
50	-0.079912	-0.9146	0.181033
51	0.006282	0.0719	0.471394
52	0.044906	0.514	0.304069
53	-0.107019	-1.2249	0.111407
54	0.011012	0.126	0.449946
55	0.024925	0.2853	0.387942
56	-0.118714	-1.3587	0.088281
57	0.016092	0.1842	0.427079
58	-0.110952	-1.2699	0.103185
59	0.016102	0.1843	0.427034
60	0.037219	0.426	0.335406

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.184817	-2.1153	0.018148
2	0.121559	1.3913	0.083245
3	0.273258	3.1276	0.001086
4	-0.022513	-0.2577	0.398531
5	-0.01208	-0.1383	0.445125
6	0.071587	0.8194	0.207037
7	0.038565	0.4414	0.329828
8	-0.140754	-1.611	0.054793
9	-0.037384	-0.4279	0.334722
10	-0.135317	-1.5488	0.061924
11	-0.15529	-1.7774	0.038914
12	-0.250955	-2.8723	0.002377
13	-0.215937	-2.4715	0.007369
14	0.005434	0.0622	0.47525
15	0.139093	1.592	0.056898
16	0.065414	0.7487	0.22769
17	0.004776	0.0547	0.478246
18	-0.058458	-0.6691	0.25231
19	-0.178324	-2.041	0.021629
20	0.033411	0.3824	0.35139
21	-0.0103	-0.1179	0.453166
22	-0.060769	-0.6955	0.243977
23	0.109846	1.2572	0.10545
24	-0.159265	-1.8229	0.035301
25	-0.087294	-0.9991	0.159788
26	0.037278	0.4267	0.335163
27	-0.096565	-1.1052	0.135541
28	-0.088273	-1.0103	0.1571
29	-0.004451	-0.0509	0.479724
30	-0.024734	-0.2831	0.388774
31	-0.005023	-0.0575	0.477123
32	-0.0254	-0.2907	0.385864
33	-0.035795	-0.4097	0.34135
34	-0.036784	-0.421	0.33722
35	0.003511	0.0402	0.484005
36	-0.125037	-1.4311	0.077389
37	-0.020815	-0.2382	0.406033
38	0.035976	0.4118	0.340594
39	-0.029041	-0.3324	0.370064
40	0.010699	0.1225	0.451363
41	-0.010603	-0.1214	0.451799
42	-0.01944	-0.2225	0.412134
43	-0.020499	-0.2346	0.407432
44	-0.011399	-0.1305	0.4482
45	-0.021172	-0.2423	0.404453
46	0.064285	0.7358	0.231591
47	0.039461	0.4516	0.326134
48	-0.000418	-0.0048	0.498095
49	-0.093727	-1.0728	0.142678
50	-0.049851	-0.5706	0.284635
51	-0.108178	-1.2382	0.108936
52	0.008678	0.0993	0.460516
53	-0.065465	-0.7493	0.227516
54	-0.088077	-1.0081	0.157636
55	0.02112	0.2417	0.404685
56	0.056557	0.6473	0.259277
57	0.03257	0.3728	0.354956
58	-0.071556	-0.819	0.207138
59	0.106473	1.2186	0.112586
60	0.023929	0.2739	0.392303

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.184817 & -2.1153 & 0.018148 \tabularnewline
2 & 0.121559 & 1.3913 & 0.083245 \tabularnewline
3 & 0.273258 & 3.1276 & 0.001086 \tabularnewline
4 & -0.022513 & -0.2577 & 0.398531 \tabularnewline
5 & -0.01208 & -0.1383 & 0.445125 \tabularnewline
6 & 0.071587 & 0.8194 & 0.207037 \tabularnewline
7 & 0.038565 & 0.4414 & 0.329828 \tabularnewline
8 & -0.140754 & -1.611 & 0.054793 \tabularnewline
9 & -0.037384 & -0.4279 & 0.334722 \tabularnewline
10 & -0.135317 & -1.5488 & 0.061924 \tabularnewline
11 & -0.15529 & -1.7774 & 0.038914 \tabularnewline
12 & -0.250955 & -2.8723 & 0.002377 \tabularnewline
13 & -0.215937 & -2.4715 & 0.007369 \tabularnewline
14 & 0.005434 & 0.0622 & 0.47525 \tabularnewline
15 & 0.139093 & 1.592 & 0.056898 \tabularnewline
16 & 0.065414 & 0.7487 & 0.22769 \tabularnewline
17 & 0.004776 & 0.0547 & 0.478246 \tabularnewline
18 & -0.058458 & -0.6691 & 0.25231 \tabularnewline
19 & -0.178324 & -2.041 & 0.021629 \tabularnewline
20 & 0.033411 & 0.3824 & 0.35139 \tabularnewline
21 & -0.0103 & -0.1179 & 0.453166 \tabularnewline
22 & -0.060769 & -0.6955 & 0.243977 \tabularnewline
23 & 0.109846 & 1.2572 & 0.10545 \tabularnewline
24 & -0.159265 & -1.8229 & 0.035301 \tabularnewline
25 & -0.087294 & -0.9991 & 0.159788 \tabularnewline
26 & 0.037278 & 0.4267 & 0.335163 \tabularnewline
27 & -0.096565 & -1.1052 & 0.135541 \tabularnewline
28 & -0.088273 & -1.0103 & 0.1571 \tabularnewline
29 & -0.004451 & -0.0509 & 0.479724 \tabularnewline
30 & -0.024734 & -0.2831 & 0.388774 \tabularnewline
31 & -0.005023 & -0.0575 & 0.477123 \tabularnewline
32 & -0.0254 & -0.2907 & 0.385864 \tabularnewline
33 & -0.035795 & -0.4097 & 0.34135 \tabularnewline
34 & -0.036784 & -0.421 & 0.33722 \tabularnewline
35 & 0.003511 & 0.0402 & 0.484005 \tabularnewline
36 & -0.125037 & -1.4311 & 0.077389 \tabularnewline
37 & -0.020815 & -0.2382 & 0.406033 \tabularnewline
38 & 0.035976 & 0.4118 & 0.340594 \tabularnewline
39 & -0.029041 & -0.3324 & 0.370064 \tabularnewline
40 & 0.010699 & 0.1225 & 0.451363 \tabularnewline
41 & -0.010603 & -0.1214 & 0.451799 \tabularnewline
42 & -0.01944 & -0.2225 & 0.412134 \tabularnewline
43 & -0.020499 & -0.2346 & 0.407432 \tabularnewline
44 & -0.011399 & -0.1305 & 0.4482 \tabularnewline
45 & -0.021172 & -0.2423 & 0.404453 \tabularnewline
46 & 0.064285 & 0.7358 & 0.231591 \tabularnewline
47 & 0.039461 & 0.4516 & 0.326134 \tabularnewline
48 & -0.000418 & -0.0048 & 0.498095 \tabularnewline
49 & -0.093727 & -1.0728 & 0.142678 \tabularnewline
50 & -0.049851 & -0.5706 & 0.284635 \tabularnewline
51 & -0.108178 & -1.2382 & 0.108936 \tabularnewline
52 & 0.008678 & 0.0993 & 0.460516 \tabularnewline
53 & -0.065465 & -0.7493 & 0.227516 \tabularnewline
54 & -0.088077 & -1.0081 & 0.157636 \tabularnewline
55 & 0.02112 & 0.2417 & 0.404685 \tabularnewline
56 & 0.056557 & 0.6473 & 0.259277 \tabularnewline
57 & 0.03257 & 0.3728 & 0.354956 \tabularnewline
58 & -0.071556 & -0.819 & 0.207138 \tabularnewline
59 & 0.106473 & 1.2186 & 0.112586 \tabularnewline
60 & 0.023929 & 0.2739 & 0.392303 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=158284&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]-0.184817[/C][C]-2.1153[/C][C]0.018148[/C][/ROW]
[ROW][C]2[/C][C]0.121559[/C][C]1.3913[/C][C]0.083245[/C][/ROW]
[ROW][C]3[/C][C]0.273258[/C][C]3.1276[/C][C]0.001086[/C][/ROW]
[ROW][C]4[/C][C]-0.022513[/C][C]-0.2577[/C][C]0.398531[/C][/ROW]
[ROW][C]5[/C][C]-0.01208[/C][C]-0.1383[/C][C]0.445125[/C][/ROW]
[ROW][C]6[/C][C]0.071587[/C][C]0.8194[/C][C]0.207037[/C][/ROW]
[ROW][C]7[/C][C]0.038565[/C][C]0.4414[/C][C]0.329828[/C][/ROW]
[ROW][C]8[/C][C]-0.140754[/C][C]-1.611[/C][C]0.054793[/C][/ROW]
[ROW][C]9[/C][C]-0.037384[/C][C]-0.4279[/C][C]0.334722[/C][/ROW]
[ROW][C]10[/C][C]-0.135317[/C][C]-1.5488[/C][C]0.061924[/C][/ROW]
[ROW][C]11[/C][C]-0.15529[/C][C]-1.7774[/C][C]0.038914[/C][/ROW]
[ROW][C]12[/C][C]-0.250955[/C][C]-2.8723[/C][C]0.002377[/C][/ROW]
[ROW][C]13[/C][C]-0.215937[/C][C]-2.4715[/C][C]0.007369[/C][/ROW]
[ROW][C]14[/C][C]0.005434[/C][C]0.0622[/C][C]0.47525[/C][/ROW]
[ROW][C]15[/C][C]0.139093[/C][C]1.592[/C][C]0.056898[/C][/ROW]
[ROW][C]16[/C][C]0.065414[/C][C]0.7487[/C][C]0.22769[/C][/ROW]
[ROW][C]17[/C][C]0.004776[/C][C]0.0547[/C][C]0.478246[/C][/ROW]
[ROW][C]18[/C][C]-0.058458[/C][C]-0.6691[/C][C]0.25231[/C][/ROW]
[ROW][C]19[/C][C]-0.178324[/C][C]-2.041[/C][C]0.021629[/C][/ROW]
[ROW][C]20[/C][C]0.033411[/C][C]0.3824[/C][C]0.35139[/C][/ROW]
[ROW][C]21[/C][C]-0.0103[/C][C]-0.1179[/C][C]0.453166[/C][/ROW]
[ROW][C]22[/C][C]-0.060769[/C][C]-0.6955[/C][C]0.243977[/C][/ROW]
[ROW][C]23[/C][C]0.109846[/C][C]1.2572[/C][C]0.10545[/C][/ROW]
[ROW][C]24[/C][C]-0.159265[/C][C]-1.8229[/C][C]0.035301[/C][/ROW]
[ROW][C]25[/C][C]-0.087294[/C][C]-0.9991[/C][C]0.159788[/C][/ROW]
[ROW][C]26[/C][C]0.037278[/C][C]0.4267[/C][C]0.335163[/C][/ROW]
[ROW][C]27[/C][C]-0.096565[/C][C]-1.1052[/C][C]0.135541[/C][/ROW]
[ROW][C]28[/C][C]-0.088273[/C][C]-1.0103[/C][C]0.1571[/C][/ROW]
[ROW][C]29[/C][C]-0.004451[/C][C]-0.0509[/C][C]0.479724[/C][/ROW]
[ROW][C]30[/C][C]-0.024734[/C][C]-0.2831[/C][C]0.388774[/C][/ROW]
[ROW][C]31[/C][C]-0.005023[/C][C]-0.0575[/C][C]0.477123[/C][/ROW]
[ROW][C]32[/C][C]-0.0254[/C][C]-0.2907[/C][C]0.385864[/C][/ROW]
[ROW][C]33[/C][C]-0.035795[/C][C]-0.4097[/C][C]0.34135[/C][/ROW]
[ROW][C]34[/C][C]-0.036784[/C][C]-0.421[/C][C]0.33722[/C][/ROW]
[ROW][C]35[/C][C]0.003511[/C][C]0.0402[/C][C]0.484005[/C][/ROW]
[ROW][C]36[/C][C]-0.125037[/C][C]-1.4311[/C][C]0.077389[/C][/ROW]
[ROW][C]37[/C][C]-0.020815[/C][C]-0.2382[/C][C]0.406033[/C][/ROW]
[ROW][C]38[/C][C]0.035976[/C][C]0.4118[/C][C]0.340594[/C][/ROW]
[ROW][C]39[/C][C]-0.029041[/C][C]-0.3324[/C][C]0.370064[/C][/ROW]
[ROW][C]40[/C][C]0.010699[/C][C]0.1225[/C][C]0.451363[/C][/ROW]
[ROW][C]41[/C][C]-0.010603[/C][C]-0.1214[/C][C]0.451799[/C][/ROW]
[ROW][C]42[/C][C]-0.01944[/C][C]-0.2225[/C][C]0.412134[/C][/ROW]
[ROW][C]43[/C][C]-0.020499[/C][C]-0.2346[/C][C]0.407432[/C][/ROW]
[ROW][C]44[/C][C]-0.011399[/C][C]-0.1305[/C][C]0.4482[/C][/ROW]
[ROW][C]45[/C][C]-0.021172[/C][C]-0.2423[/C][C]0.404453[/C][/ROW]
[ROW][C]46[/C][C]0.064285[/C][C]0.7358[/C][C]0.231591[/C][/ROW]
[ROW][C]47[/C][C]0.039461[/C][C]0.4516[/C][C]0.326134[/C][/ROW]
[ROW][C]48[/C][C]-0.000418[/C][C]-0.0048[/C][C]0.498095[/C][/ROW]
[ROW][C]49[/C][C]-0.093727[/C][C]-1.0728[/C][C]0.142678[/C][/ROW]
[ROW][C]50[/C][C]-0.049851[/C][C]-0.5706[/C][C]0.284635[/C][/ROW]
[ROW][C]51[/C][C]-0.108178[/C][C]-1.2382[/C][C]0.108936[/C][/ROW]
[ROW][C]52[/C][C]0.008678[/C][C]0.0993[/C][C]0.460516[/C][/ROW]
[ROW][C]53[/C][C]-0.065465[/C][C]-0.7493[/C][C]0.227516[/C][/ROW]
[ROW][C]54[/C][C]-0.088077[/C][C]-1.0081[/C][C]0.157636[/C][/ROW]
[ROW][C]55[/C][C]0.02112[/C][C]0.2417[/C][C]0.404685[/C][/ROW]
[ROW][C]56[/C][C]0.056557[/C][C]0.6473[/C][C]0.259277[/C][/ROW]
[ROW][C]57[/C][C]0.03257[/C][C]0.3728[/C][C]0.354956[/C][/ROW]
[ROW][C]58[/C][C]-0.071556[/C][C]-0.819[/C][C]0.207138[/C][/ROW]
[ROW][C]59[/C][C]0.106473[/C][C]1.2186[/C][C]0.112586[/C][/ROW]
[ROW][C]60[/C][C]0.023929[/C][C]0.2739[/C][C]0.392303[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=158284&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=158284&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	-0.184817	-2.1153	0.018148
2	0.121559	1.3913	0.083245
3	0.273258	3.1276	0.001086
4	-0.022513	-0.2577	0.398531
5	-0.01208	-0.1383	0.445125
6	0.071587	0.8194	0.207037
7	0.038565	0.4414	0.329828
8	-0.140754	-1.611	0.054793
9	-0.037384	-0.4279	0.334722
10	-0.135317	-1.5488	0.061924
11	-0.15529	-1.7774	0.038914
12	-0.250955	-2.8723	0.002377
13	-0.215937	-2.4715	0.007369
14	0.005434	0.0622	0.47525
15	0.139093	1.592	0.056898
16	0.065414	0.7487	0.22769
17	0.004776	0.0547	0.478246
18	-0.058458	-0.6691	0.25231
19	-0.178324	-2.041	0.021629
20	0.033411	0.3824	0.35139
21	-0.0103	-0.1179	0.453166
22	-0.060769	-0.6955	0.243977
23	0.109846	1.2572	0.10545
24	-0.159265	-1.8229	0.035301
25	-0.087294	-0.9991	0.159788
26	0.037278	0.4267	0.335163
27	-0.096565	-1.1052	0.135541
28	-0.088273	-1.0103	0.1571
29	-0.004451	-0.0509	0.479724
30	-0.024734	-0.2831	0.388774
31	-0.005023	-0.0575	0.477123
32	-0.0254	-0.2907	0.385864
33	-0.035795	-0.4097	0.34135
34	-0.036784	-0.421	0.33722
35	0.003511	0.0402	0.484005
36	-0.125037	-1.4311	0.077389
37	-0.020815	-0.2382	0.406033
38	0.035976	0.4118	0.340594
39	-0.029041	-0.3324	0.370064
40	0.010699	0.1225	0.451363
41	-0.010603	-0.1214	0.451799
42	-0.01944	-0.2225	0.412134
43	-0.020499	-0.2346	0.407432
44	-0.011399	-0.1305	0.4482
45	-0.021172	-0.2423	0.404453
46	0.064285	0.7358	0.231591
47	0.039461	0.4516	0.326134
48	-0.000418	-0.0048	0.498095
49	-0.093727	-1.0728	0.142678
50	-0.049851	-0.5706	0.284635
51	-0.108178	-1.2382	0.108936
52	0.008678	0.0993	0.460516
53	-0.065465	-0.7493	0.227516
54	-0.088077	-1.0081	0.157636
55	0.02112	0.2417	0.404685
56	0.056557	0.6473	0.259277
57	0.03257	0.3728	0.354956
58	-0.071556	-0.819	0.207138
59	0.106473	1.2186	0.112586
60	0.023929	0.2739	0.392303

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 = 4 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;

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