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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 22 Dec 2011 10:29:46 -0500

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/22/t13245678612xnggfus7i7azab.htm/, Retrieved Fri, 03 May 2024 10:09:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159608, Retrieved Fri, 03 May 2024 10:09:31 +0000

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Original text written by user:

IsPrivate?

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User-defined keywords

Estimated Impact

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

-     [Testing Mean with unknown Variance - Critical Value] [] [2010-10-25 13:12:27] [b98453cac15ba1066b407e146608df68]
- RMPD  [Multiple Regression] [] [2011-12-22 13:45:12] [5a05da414fd67612c3b80d44effe0727]
- RM D    [(Partial) Autocorrelation Function] [] [2011-12-22 15:18:49] [5a05da414fd67612c3b80d44effe0727]
- R         [(Partial) Autocorrelation Function] [] [2011-12-22 15:20:17] [5a05da414fd67612c3b80d44effe0727]
-               [(Partial) Autocorrelation Function] [] [2011-12-22 15:29:46] [95610e892c4b5c84ff80f4c898567a9d] [Current]
- RM              [Variance Reduction Matrix] [] [2011-12-22 15:48:25] [5a05da414fd67612c3b80d44effe0727] 
- RM              [Variance Reduction Matrix] [] [2011-12-22 15:48:57] [5a05da414fd67612c3b80d44effe0727] 
- RM              [Spectral Analysis] [] [2011-12-22 15:57:30] [5a05da414fd67612c3b80d44effe0727] 
- RM              [Exponential Smoothing] [] [2011-12-22 16:47:54] [5a05da414fd67612c3b80d44effe0727] 
- RM                [Classical Decomposition] [] [2011-12-22 16:54:59] [5a05da414fd67612c3b80d44effe0727] 
- RM                  [Decomposition by Loess] [] [2011-12-22 17:21:01] [5a05da414fd67612c3b80d44effe0727] 
- RM                  [Structural Time Series Models] [] [2011-12-22 18:01:39] [5a05da414fd67612c3b80d44effe0727] 
- RM D                [Kendall tau Correlation Matrix] [] [2011-12-22 19:00:08] [5a05da414fd67612c3b80d44effe0727] 

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Dataseries X:

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Histogram

Boxplots

7.9
7.9
8.0
8.0
7.9
8.0
7.7
7.2
7.5
7.3
7.0
7.0
7.0
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8.0
8.0
7.7
7.3
7.4
8.1
8.3
8.1
7.9
7.9
8.3
8.6
8.7
8.5
8.3
8.0
8.0
8.8
8.7
8.5
8.1
7.8
7.6
7.4
7.1
6.9
6.7
6.6
6.5
7.1
7.2
6.9
6.7

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=159608&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=159608&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159608&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	0.559874	3.8383	0.000185
2	0.032112	0.2202	0.413354
3	-0.437376	-2.9985	0.002163
4	-0.47916	-3.285	0.000966
5	-0.148536	-1.0183	0.156872
6	0.233728	1.6024	0.057888
7	0.4322	2.963	0.002384
8	0.333047	2.2833	0.01349
9	0.13461	0.9228	0.180401
10	-0.083955	-0.5756	0.283828
11	-0.203952	-1.3982	0.084304
12	-0.312679	-2.1436	0.018634
13	-0.130038	-0.8915	0.188602
14	-0.002052	-0.0141	0.494417
15	0.208369	1.4285	0.07988
16	0.177478	1.2167	0.114891
17	0.097737	0.67	0.253053
18	-0.056411	-0.3867	0.35035
19	-0.194237	-1.3316	0.094704
20	-0.111445	-0.764	0.224334
21	-0.075657	-0.5187	0.30321
22	-0.037908	-0.2599	0.398044
23	-0.060129	-0.4122	0.341024
24	-0.054194	-0.3715	0.355954
25	-0.042755	-0.2931	0.385362
26	0.030425	0.2086	0.417838
27	0.007751	0.0531	0.478923
28	-0.040554	-0.278	0.391107
29	-0.181923	-1.2472	0.109251
30	-0.199659	-1.3688	0.088785
31	-0.098699	-0.6766	0.250973
32	0.022766	0.1561	0.438321
33	0.12512	0.8578	0.197683
34	0.081263	0.5571	0.290047
35	0.017655	0.121	0.452089
36	-0.060955	-0.4179	0.338965
37	-0.044541	-0.3054	0.38072
38	0.020346	0.1395	0.444831
39	0.032727	0.2244	0.411722
40	0.025696	0.1762	0.430461
41	0.015122	0.1037	0.458935
42	-0.026021	-0.1784	0.429591
43	-0.010738	-0.0736	0.470815
44	0.000626	0.0043	0.498298
45	-0.002938	-0.0201	0.492009
46	0.00786	0.0539	0.478627
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 & 0.559874 & 3.8383 & 0.000185 \tabularnewline
2 & 0.032112 & 0.2202 & 0.413354 \tabularnewline
3 & -0.437376 & -2.9985 & 0.002163 \tabularnewline
4 & -0.47916 & -3.285 & 0.000966 \tabularnewline
5 & -0.148536 & -1.0183 & 0.156872 \tabularnewline
6 & 0.233728 & 1.6024 & 0.057888 \tabularnewline
7 & 0.4322 & 2.963 & 0.002384 \tabularnewline
8 & 0.333047 & 2.2833 & 0.01349 \tabularnewline
9 & 0.13461 & 0.9228 & 0.180401 \tabularnewline
10 & -0.083955 & -0.5756 & 0.283828 \tabularnewline
11 & -0.203952 & -1.3982 & 0.084304 \tabularnewline
12 & -0.312679 & -2.1436 & 0.018634 \tabularnewline
13 & -0.130038 & -0.8915 & 0.188602 \tabularnewline
14 & -0.002052 & -0.0141 & 0.494417 \tabularnewline
15 & 0.208369 & 1.4285 & 0.07988 \tabularnewline
16 & 0.177478 & 1.2167 & 0.114891 \tabularnewline
17 & 0.097737 & 0.67 & 0.253053 \tabularnewline
18 & -0.056411 & -0.3867 & 0.35035 \tabularnewline
19 & -0.194237 & -1.3316 & 0.094704 \tabularnewline
20 & -0.111445 & -0.764 & 0.224334 \tabularnewline
21 & -0.075657 & -0.5187 & 0.30321 \tabularnewline
22 & -0.037908 & -0.2599 & 0.398044 \tabularnewline
23 & -0.060129 & -0.4122 & 0.341024 \tabularnewline
24 & -0.054194 & -0.3715 & 0.355954 \tabularnewline
25 & -0.042755 & -0.2931 & 0.385362 \tabularnewline
26 & 0.030425 & 0.2086 & 0.417838 \tabularnewline
27 & 0.007751 & 0.0531 & 0.478923 \tabularnewline
28 & -0.040554 & -0.278 & 0.391107 \tabularnewline
29 & -0.181923 & -1.2472 & 0.109251 \tabularnewline
30 & -0.199659 & -1.3688 & 0.088785 \tabularnewline
31 & -0.098699 & -0.6766 & 0.250973 \tabularnewline
32 & 0.022766 & 0.1561 & 0.438321 \tabularnewline
33 & 0.12512 & 0.8578 & 0.197683 \tabularnewline
34 & 0.081263 & 0.5571 & 0.290047 \tabularnewline
35 & 0.017655 & 0.121 & 0.452089 \tabularnewline
36 & -0.060955 & -0.4179 & 0.338965 \tabularnewline
37 & -0.044541 & -0.3054 & 0.38072 \tabularnewline
38 & 0.020346 & 0.1395 & 0.444831 \tabularnewline
39 & 0.032727 & 0.2244 & 0.411722 \tabularnewline
40 & 0.025696 & 0.1762 & 0.430461 \tabularnewline
41 & 0.015122 & 0.1037 & 0.458935 \tabularnewline
42 & -0.026021 & -0.1784 & 0.429591 \tabularnewline
43 & -0.010738 & -0.0736 & 0.470815 \tabularnewline
44 & 0.000626 & 0.0043 & 0.498298 \tabularnewline
45 & -0.002938 & -0.0201 & 0.492009 \tabularnewline
46 & 0.00786 & 0.0539 & 0.478627 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159608&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]0.559874[/C][C]3.8383[/C][C]0.000185[/C][/ROW]
[ROW][C]2[/C][C]0.032112[/C][C]0.2202[/C][C]0.413354[/C][/ROW]
[ROW][C]3[/C][C]-0.437376[/C][C]-2.9985[/C][C]0.002163[/C][/ROW]
[ROW][C]4[/C][C]-0.47916[/C][C]-3.285[/C][C]0.000966[/C][/ROW]
[ROW][C]5[/C][C]-0.148536[/C][C]-1.0183[/C][C]0.156872[/C][/ROW]
[ROW][C]6[/C][C]0.233728[/C][C]1.6024[/C][C]0.057888[/C][/ROW]
[ROW][C]7[/C][C]0.4322[/C][C]2.963[/C][C]0.002384[/C][/ROW]
[ROW][C]8[/C][C]0.333047[/C][C]2.2833[/C][C]0.01349[/C][/ROW]
[ROW][C]9[/C][C]0.13461[/C][C]0.9228[/C][C]0.180401[/C][/ROW]
[ROW][C]10[/C][C]-0.083955[/C][C]-0.5756[/C][C]0.283828[/C][/ROW]
[ROW][C]11[/C][C]-0.203952[/C][C]-1.3982[/C][C]0.084304[/C][/ROW]
[ROW][C]12[/C][C]-0.312679[/C][C]-2.1436[/C][C]0.018634[/C][/ROW]
[ROW][C]13[/C][C]-0.130038[/C][C]-0.8915[/C][C]0.188602[/C][/ROW]
[ROW][C]14[/C][C]-0.002052[/C][C]-0.0141[/C][C]0.494417[/C][/ROW]
[ROW][C]15[/C][C]0.208369[/C][C]1.4285[/C][C]0.07988[/C][/ROW]
[ROW][C]16[/C][C]0.177478[/C][C]1.2167[/C][C]0.114891[/C][/ROW]
[ROW][C]17[/C][C]0.097737[/C][C]0.67[/C][C]0.253053[/C][/ROW]
[ROW][C]18[/C][C]-0.056411[/C][C]-0.3867[/C][C]0.35035[/C][/ROW]
[ROW][C]19[/C][C]-0.194237[/C][C]-1.3316[/C][C]0.094704[/C][/ROW]
[ROW][C]20[/C][C]-0.111445[/C][C]-0.764[/C][C]0.224334[/C][/ROW]
[ROW][C]21[/C][C]-0.075657[/C][C]-0.5187[/C][C]0.30321[/C][/ROW]
[ROW][C]22[/C][C]-0.037908[/C][C]-0.2599[/C][C]0.398044[/C][/ROW]
[ROW][C]23[/C][C]-0.060129[/C][C]-0.4122[/C][C]0.341024[/C][/ROW]
[ROW][C]24[/C][C]-0.054194[/C][C]-0.3715[/C][C]0.355954[/C][/ROW]
[ROW][C]25[/C][C]-0.042755[/C][C]-0.2931[/C][C]0.385362[/C][/ROW]
[ROW][C]26[/C][C]0.030425[/C][C]0.2086[/C][C]0.417838[/C][/ROW]
[ROW][C]27[/C][C]0.007751[/C][C]0.0531[/C][C]0.478923[/C][/ROW]
[ROW][C]28[/C][C]-0.040554[/C][C]-0.278[/C][C]0.391107[/C][/ROW]
[ROW][C]29[/C][C]-0.181923[/C][C]-1.2472[/C][C]0.109251[/C][/ROW]
[ROW][C]30[/C][C]-0.199659[/C][C]-1.3688[/C][C]0.088785[/C][/ROW]
[ROW][C]31[/C][C]-0.098699[/C][C]-0.6766[/C][C]0.250973[/C][/ROW]
[ROW][C]32[/C][C]0.022766[/C][C]0.1561[/C][C]0.438321[/C][/ROW]
[ROW][C]33[/C][C]0.12512[/C][C]0.8578[/C][C]0.197683[/C][/ROW]
[ROW][C]34[/C][C]0.081263[/C][C]0.5571[/C][C]0.290047[/C][/ROW]
[ROW][C]35[/C][C]0.017655[/C][C]0.121[/C][C]0.452089[/C][/ROW]
[ROW][C]36[/C][C]-0.060955[/C][C]-0.4179[/C][C]0.338965[/C][/ROW]
[ROW][C]37[/C][C]-0.044541[/C][C]-0.3054[/C][C]0.38072[/C][/ROW]
[ROW][C]38[/C][C]0.020346[/C][C]0.1395[/C][C]0.444831[/C][/ROW]
[ROW][C]39[/C][C]0.032727[/C][C]0.2244[/C][C]0.411722[/C][/ROW]
[ROW][C]40[/C][C]0.025696[/C][C]0.1762[/C][C]0.430461[/C][/ROW]
[ROW][C]41[/C][C]0.015122[/C][C]0.1037[/C][C]0.458935[/C][/ROW]
[ROW][C]42[/C][C]-0.026021[/C][C]-0.1784[/C][C]0.429591[/C][/ROW]
[ROW][C]43[/C][C]-0.010738[/C][C]-0.0736[/C][C]0.470815[/C][/ROW]
[ROW][C]44[/C][C]0.000626[/C][C]0.0043[/C][C]0.498298[/C][/ROW]
[ROW][C]45[/C][C]-0.002938[/C][C]-0.0201[/C][C]0.492009[/C][/ROW]
[ROW][C]46[/C][C]0.00786[/C][C]0.0539[/C][C]0.478627[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=159608&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159608&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	0.559874	3.8383	0.000185
2	0.032112	0.2202	0.413354
3	-0.437376	-2.9985	0.002163
4	-0.47916	-3.285	0.000966
5	-0.148536	-1.0183	0.156872
6	0.233728	1.6024	0.057888
7	0.4322	2.963	0.002384
8	0.333047	2.2833	0.01349
9	0.13461	0.9228	0.180401
10	-0.083955	-0.5756	0.283828
11	-0.203952	-1.3982	0.084304
12	-0.312679	-2.1436	0.018634
13	-0.130038	-0.8915	0.188602
14	-0.002052	-0.0141	0.494417
15	0.208369	1.4285	0.07988
16	0.177478	1.2167	0.114891
17	0.097737	0.67	0.253053
18	-0.056411	-0.3867	0.35035
19	-0.194237	-1.3316	0.094704
20	-0.111445	-0.764	0.224334
21	-0.075657	-0.5187	0.30321
22	-0.037908	-0.2599	0.398044
23	-0.060129	-0.4122	0.341024
24	-0.054194	-0.3715	0.355954
25	-0.042755	-0.2931	0.385362
26	0.030425	0.2086	0.417838
27	0.007751	0.0531	0.478923
28	-0.040554	-0.278	0.391107
29	-0.181923	-1.2472	0.109251
30	-0.199659	-1.3688	0.088785
31	-0.098699	-0.6766	0.250973
32	0.022766	0.1561	0.438321
33	0.12512	0.8578	0.197683
34	0.081263	0.5571	0.290047
35	0.017655	0.121	0.452089
36	-0.060955	-0.4179	0.338965
37	-0.044541	-0.3054	0.38072
38	0.020346	0.1395	0.444831
39	0.032727	0.2244	0.411722
40	0.025696	0.1762	0.430461
41	0.015122	0.1037	0.458935
42	-0.026021	-0.1784	0.429591
43	-0.010738	-0.0736	0.470815
44	0.000626	0.0043	0.498298
45	-0.002938	-0.0201	0.492009
46	0.00786	0.0539	0.478627
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.559874	3.8383	0.000185
2	-0.409804	-2.8095	0.003605
3	-0.40838	-2.7997	0.003699
4	0.051093	0.3503	0.363848
5	0.228987	1.5699	0.061578
6	0.059308	0.4066	0.343075
7	0.043881	0.3008	0.382435
8	0.055956	0.3836	0.351498
9	0.20555	1.4092	0.082682
10	0.034193	0.2344	0.407841
11	-0.108608	-0.7446	0.230118
12	-0.332646	-2.2805	0.013578
13	0.271951	1.8644	0.034259
14	-0.131595	-0.9022	0.185783
15	-0.004089	-0.028	0.488877
16	-0.269417	-1.847	0.035522
17	0.278698	1.9107	0.03108
18	0.053697	0.3681	0.357216
19	-0.133102	-0.9125	0.183081
20	0.034277	0.235	0.407618
21	-0.014905	-0.1022	0.459524
22	-0.132852	-0.9108	0.183527
23	-0.099446	-0.6818	0.249365
24	-0.178557	-1.2241	0.113504
25	0.128492	0.8809	0.191428
26	-0.075063	-0.5146	0.304621
27	-0.039014	-0.2675	0.395139
28	-0.212781	-1.4588	0.075642
29	0.117088	0.8027	0.21309
30	0.008355	0.0573	0.477283
31	0.001037	0.0071	0.497179
32	-0.085988	-0.5895	0.279172
33	0.000366	0.0025	0.499004
34	0.051708	0.3545	0.362278
35	0.017469	0.1198	0.452591
36	-0.005154	-0.0353	0.485982
37	0.088924	0.6096	0.272521
38	0.079066	0.542	0.295174
39	-0.003466	-0.0238	0.490572
40	-0.077404	-0.5307	0.299078
41	-0.015566	-0.1067	0.457735
42	-0.09384	-0.6433	0.261566
43	0.012247	0.084	0.466722
44	-0.051646	-0.3541	0.362436
45	-0.116277	-0.7972	0.214684
46	-0.006845	-0.0469	0.481384
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 & 0.559874 & 3.8383 & 0.000185 \tabularnewline
2 & -0.409804 & -2.8095 & 0.003605 \tabularnewline
3 & -0.40838 & -2.7997 & 0.003699 \tabularnewline
4 & 0.051093 & 0.3503 & 0.363848 \tabularnewline
5 & 0.228987 & 1.5699 & 0.061578 \tabularnewline
6 & 0.059308 & 0.4066 & 0.343075 \tabularnewline
7 & 0.043881 & 0.3008 & 0.382435 \tabularnewline
8 & 0.055956 & 0.3836 & 0.351498 \tabularnewline
9 & 0.20555 & 1.4092 & 0.082682 \tabularnewline
10 & 0.034193 & 0.2344 & 0.407841 \tabularnewline
11 & -0.108608 & -0.7446 & 0.230118 \tabularnewline
12 & -0.332646 & -2.2805 & 0.013578 \tabularnewline
13 & 0.271951 & 1.8644 & 0.034259 \tabularnewline
14 & -0.131595 & -0.9022 & 0.185783 \tabularnewline
15 & -0.004089 & -0.028 & 0.488877 \tabularnewline
16 & -0.269417 & -1.847 & 0.035522 \tabularnewline
17 & 0.278698 & 1.9107 & 0.03108 \tabularnewline
18 & 0.053697 & 0.3681 & 0.357216 \tabularnewline
19 & -0.133102 & -0.9125 & 0.183081 \tabularnewline
20 & 0.034277 & 0.235 & 0.407618 \tabularnewline
21 & -0.014905 & -0.1022 & 0.459524 \tabularnewline
22 & -0.132852 & -0.9108 & 0.183527 \tabularnewline
23 & -0.099446 & -0.6818 & 0.249365 \tabularnewline
24 & -0.178557 & -1.2241 & 0.113504 \tabularnewline
25 & 0.128492 & 0.8809 & 0.191428 \tabularnewline
26 & -0.075063 & -0.5146 & 0.304621 \tabularnewline
27 & -0.039014 & -0.2675 & 0.395139 \tabularnewline
28 & -0.212781 & -1.4588 & 0.075642 \tabularnewline
29 & 0.117088 & 0.8027 & 0.21309 \tabularnewline
30 & 0.008355 & 0.0573 & 0.477283 \tabularnewline
31 & 0.001037 & 0.0071 & 0.497179 \tabularnewline
32 & -0.085988 & -0.5895 & 0.279172 \tabularnewline
33 & 0.000366 & 0.0025 & 0.499004 \tabularnewline
34 & 0.051708 & 0.3545 & 0.362278 \tabularnewline
35 & 0.017469 & 0.1198 & 0.452591 \tabularnewline
36 & -0.005154 & -0.0353 & 0.485982 \tabularnewline
37 & 0.088924 & 0.6096 & 0.272521 \tabularnewline
38 & 0.079066 & 0.542 & 0.295174 \tabularnewline
39 & -0.003466 & -0.0238 & 0.490572 \tabularnewline
40 & -0.077404 & -0.5307 & 0.299078 \tabularnewline
41 & -0.015566 & -0.1067 & 0.457735 \tabularnewline
42 & -0.09384 & -0.6433 & 0.261566 \tabularnewline
43 & 0.012247 & 0.084 & 0.466722 \tabularnewline
44 & -0.051646 & -0.3541 & 0.362436 \tabularnewline
45 & -0.116277 & -0.7972 & 0.214684 \tabularnewline
46 & -0.006845 & -0.0469 & 0.481384 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159608&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]0.559874[/C][C]3.8383[/C][C]0.000185[/C][/ROW]
[ROW][C]2[/C][C]-0.409804[/C][C]-2.8095[/C][C]0.003605[/C][/ROW]
[ROW][C]3[/C][C]-0.40838[/C][C]-2.7997[/C][C]0.003699[/C][/ROW]
[ROW][C]4[/C][C]0.051093[/C][C]0.3503[/C][C]0.363848[/C][/ROW]
[ROW][C]5[/C][C]0.228987[/C][C]1.5699[/C][C]0.061578[/C][/ROW]
[ROW][C]6[/C][C]0.059308[/C][C]0.4066[/C][C]0.343075[/C][/ROW]
[ROW][C]7[/C][C]0.043881[/C][C]0.3008[/C][C]0.382435[/C][/ROW]
[ROW][C]8[/C][C]0.055956[/C][C]0.3836[/C][C]0.351498[/C][/ROW]
[ROW][C]9[/C][C]0.20555[/C][C]1.4092[/C][C]0.082682[/C][/ROW]
[ROW][C]10[/C][C]0.034193[/C][C]0.2344[/C][C]0.407841[/C][/ROW]
[ROW][C]11[/C][C]-0.108608[/C][C]-0.7446[/C][C]0.230118[/C][/ROW]
[ROW][C]12[/C][C]-0.332646[/C][C]-2.2805[/C][C]0.013578[/C][/ROW]
[ROW][C]13[/C][C]0.271951[/C][C]1.8644[/C][C]0.034259[/C][/ROW]
[ROW][C]14[/C][C]-0.131595[/C][C]-0.9022[/C][C]0.185783[/C][/ROW]
[ROW][C]15[/C][C]-0.004089[/C][C]-0.028[/C][C]0.488877[/C][/ROW]
[ROW][C]16[/C][C]-0.269417[/C][C]-1.847[/C][C]0.035522[/C][/ROW]
[ROW][C]17[/C][C]0.278698[/C][C]1.9107[/C][C]0.03108[/C][/ROW]
[ROW][C]18[/C][C]0.053697[/C][C]0.3681[/C][C]0.357216[/C][/ROW]
[ROW][C]19[/C][C]-0.133102[/C][C]-0.9125[/C][C]0.183081[/C][/ROW]
[ROW][C]20[/C][C]0.034277[/C][C]0.235[/C][C]0.407618[/C][/ROW]
[ROW][C]21[/C][C]-0.014905[/C][C]-0.1022[/C][C]0.459524[/C][/ROW]
[ROW][C]22[/C][C]-0.132852[/C][C]-0.9108[/C][C]0.183527[/C][/ROW]
[ROW][C]23[/C][C]-0.099446[/C][C]-0.6818[/C][C]0.249365[/C][/ROW]
[ROW][C]24[/C][C]-0.178557[/C][C]-1.2241[/C][C]0.113504[/C][/ROW]
[ROW][C]25[/C][C]0.128492[/C][C]0.8809[/C][C]0.191428[/C][/ROW]
[ROW][C]26[/C][C]-0.075063[/C][C]-0.5146[/C][C]0.304621[/C][/ROW]
[ROW][C]27[/C][C]-0.039014[/C][C]-0.2675[/C][C]0.395139[/C][/ROW]
[ROW][C]28[/C][C]-0.212781[/C][C]-1.4588[/C][C]0.075642[/C][/ROW]
[ROW][C]29[/C][C]0.117088[/C][C]0.8027[/C][C]0.21309[/C][/ROW]
[ROW][C]30[/C][C]0.008355[/C][C]0.0573[/C][C]0.477283[/C][/ROW]
[ROW][C]31[/C][C]0.001037[/C][C]0.0071[/C][C]0.497179[/C][/ROW]
[ROW][C]32[/C][C]-0.085988[/C][C]-0.5895[/C][C]0.279172[/C][/ROW]
[ROW][C]33[/C][C]0.000366[/C][C]0.0025[/C][C]0.499004[/C][/ROW]
[ROW][C]34[/C][C]0.051708[/C][C]0.3545[/C][C]0.362278[/C][/ROW]
[ROW][C]35[/C][C]0.017469[/C][C]0.1198[/C][C]0.452591[/C][/ROW]
[ROW][C]36[/C][C]-0.005154[/C][C]-0.0353[/C][C]0.485982[/C][/ROW]
[ROW][C]37[/C][C]0.088924[/C][C]0.6096[/C][C]0.272521[/C][/ROW]
[ROW][C]38[/C][C]0.079066[/C][C]0.542[/C][C]0.295174[/C][/ROW]
[ROW][C]39[/C][C]-0.003466[/C][C]-0.0238[/C][C]0.490572[/C][/ROW]
[ROW][C]40[/C][C]-0.077404[/C][C]-0.5307[/C][C]0.299078[/C][/ROW]
[ROW][C]41[/C][C]-0.015566[/C][C]-0.1067[/C][C]0.457735[/C][/ROW]
[ROW][C]42[/C][C]-0.09384[/C][C]-0.6433[/C][C]0.261566[/C][/ROW]
[ROW][C]43[/C][C]0.012247[/C][C]0.084[/C][C]0.466722[/C][/ROW]
[ROW][C]44[/C][C]-0.051646[/C][C]-0.3541[/C][C]0.362436[/C][/ROW]
[ROW][C]45[/C][C]-0.116277[/C][C]-0.7972[/C][C]0.214684[/C][/ROW]
[ROW][C]46[/C][C]-0.006845[/C][C]-0.0469[/C][C]0.481384[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=159608&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159608&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	0.559874	3.8383	0.000185
2	-0.409804	-2.8095	0.003605
3	-0.40838	-2.7997	0.003699
4	0.051093	0.3503	0.363848
5	0.228987	1.5699	0.061578
6	0.059308	0.4066	0.343075
7	0.043881	0.3008	0.382435
8	0.055956	0.3836	0.351498
9	0.20555	1.4092	0.082682
10	0.034193	0.2344	0.407841
11	-0.108608	-0.7446	0.230118
12	-0.332646	-2.2805	0.013578
13	0.271951	1.8644	0.034259
14	-0.131595	-0.9022	0.185783
15	-0.004089	-0.028	0.488877
16	-0.269417	-1.847	0.035522
17	0.278698	1.9107	0.03108
18	0.053697	0.3681	0.357216
19	-0.133102	-0.9125	0.183081
20	0.034277	0.235	0.407618
21	-0.014905	-0.1022	0.459524
22	-0.132852	-0.9108	0.183527
23	-0.099446	-0.6818	0.249365
24	-0.178557	-1.2241	0.113504
25	0.128492	0.8809	0.191428
26	-0.075063	-0.5146	0.304621
27	-0.039014	-0.2675	0.395139
28	-0.212781	-1.4588	0.075642
29	0.117088	0.8027	0.21309
30	0.008355	0.0573	0.477283
31	0.001037	0.0071	0.497179
32	-0.085988	-0.5895	0.279172
33	0.000366	0.0025	0.499004
34	0.051708	0.3545	0.362278
35	0.017469	0.1198	0.452591
36	-0.005154	-0.0353	0.485982
37	0.088924	0.6096	0.272521
38	0.079066	0.542	0.295174
39	-0.003466	-0.0238	0.490572
40	-0.077404	-0.5307	0.299078
41	-0.015566	-0.1067	0.457735
42	-0.09384	-0.6433	0.261566
43	0.012247	0.084	0.466722
44	-0.051646	-0.3541	0.362436
45	-0.116277	-0.7972	0.214684
46	-0.006845	-0.0469	0.481384
47	NA	NA	NA
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
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 = 1 ; par2 = Do not include Seasonal 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