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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 01 Feb 2011 18:25:09 +0000

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/Feb/01/t12965845405m9d6weaepopp8b.htm/, Retrieved Wed, 15 May 2024 19:14:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=118016, Retrieved Wed, 15 May 2024 19:14:31 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

244

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   [Spectral Analysis] [ws8 spectraalanal...] [2010-11-30 09:38:02] [74be16979710d4c4e7c6647856088456]
- RMPD    [(Partial) Autocorrelation Function] [ws8 autocorrelati...] [2010-11-30 10:25:41] [74be16979710d4c4e7c6647856088456]
- R  D      [(Partial) Autocorrelation Function] [PaperTimDamen] [2011-01-31 10:42:34] [74be16979710d4c4e7c6647856088456]
- R P           [(Partial) Autocorrelation Function] [PaperTimDamen] [2011-02-01 18:25:09] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   P             [(Partial) Autocorrelation Function] [PaperTimDamen] [2011-02-02 08:27:39] [74be16979710d4c4e7c6647856088456] 
- RMP               [ARIMA Backward Selection] [PaperTimDamen] [2011-02-02 09:19:32] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Herman Ole Andreas Wold' @ www.yougetit.org

\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 & 'Herman Ole Andreas Wold' @ www.yougetit.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=118016&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]'Herman Ole Andreas Wold' @ www.yougetit.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=118016&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=118016&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	'Herman Ole Andreas Wold' @ www.yougetit.org

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.062233	1.362	0.086913
2	0.341927	7.4834	0
3	0.020876	0.4569	0.323974
4	-0.004315	-0.0944	0.4624
5	-0.002764	-0.0605	0.475897
6	-0.06016	-1.3167	0.094292
7	-0.001918	-0.042	0.483267
8	-0.028726	-0.6287	0.264924
9	0.010467	0.2291	0.40945
10	-0.281446	-6.1597	0
11	0.000932	0.0204	0.49187
12	-0.753589	-16.4931	0
13	-0.014013	-0.3067	0.37961
14	-0.285597	-6.2506	0
15	-0.027313	-0.5978	0.27514
16	0.001748	0.0383	0.484745
17	0.010223	0.2237	0.411524
18	0.084829	1.8566	0.031993
19	0.020884	0.4571	0.323911
20	0.05198	1.1376	0.127918
21	0.013607	0.2978	0.382987
22	0.26108	5.714	0
23	0.005797	0.1269	0.449549
24	0.639696	14.0004	0
25	-0.005194	-0.1137	0.454768
26	0.255728	5.5969	0
27	-0.014232	-0.3115	0.377788
28	-0.011931	-0.2611	0.397053
29	-0.019131	-0.4187	0.33781
30	-0.110241	-2.4127	0.008104
31	-0.022684	-0.4965	0.3099
32	-0.072075	-1.5774	0.057677
33	-0.01589	-0.3478	0.364079
34	-0.271239	-5.9363	0
35	-0.01754	-0.3839	0.350616
36	-0.623063	-13.6364	0
37	-0.000922	-0.0202	0.49195
38	-0.244347	-5.3478	0
39	0.007492	0.164	0.434909
40	0.014664	0.3209	0.374196
41	0.021212	0.4642	0.32134
42	0.106742	2.3362	0.009947
43	0.00543	0.1188	0.452728
44	0.077958	1.7062	0.044309
45	-0.006984	-0.1528	0.439292
46	0.270148	5.9125	0
47	0.016973	0.3715	0.355222
48	0.580456	12.7039	0
49	-0.001982	-0.0434	0.482709
50	0.211951	4.6388	2e-06
51	0.000459	0.01	0.495997
52	-0.020229	-0.4427	0.32908
53	-0.026588	-0.5819	0.280449
54	-0.087246	-1.9095	0.028399
55	0.002395	0.0524	0.479112
56	-0.068065	-1.4897	0.068484
57	0.015441	0.3379	0.367781
58	-0.261108	-5.7146	0
59	-0.015182	-0.3323	0.369912
60	-0.548126	-11.9963	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.062233 & 1.362 & 0.086913 \tabularnewline
2 & 0.341927 & 7.4834 & 0 \tabularnewline
3 & 0.020876 & 0.4569 & 0.323974 \tabularnewline
4 & -0.004315 & -0.0944 & 0.4624 \tabularnewline
5 & -0.002764 & -0.0605 & 0.475897 \tabularnewline
6 & -0.06016 & -1.3167 & 0.094292 \tabularnewline
7 & -0.001918 & -0.042 & 0.483267 \tabularnewline
8 & -0.028726 & -0.6287 & 0.264924 \tabularnewline
9 & 0.010467 & 0.2291 & 0.40945 \tabularnewline
10 & -0.281446 & -6.1597 & 0 \tabularnewline
11 & 0.000932 & 0.0204 & 0.49187 \tabularnewline
12 & -0.753589 & -16.4931 & 0 \tabularnewline
13 & -0.014013 & -0.3067 & 0.37961 \tabularnewline
14 & -0.285597 & -6.2506 & 0 \tabularnewline
15 & -0.027313 & -0.5978 & 0.27514 \tabularnewline
16 & 0.001748 & 0.0383 & 0.484745 \tabularnewline
17 & 0.010223 & 0.2237 & 0.411524 \tabularnewline
18 & 0.084829 & 1.8566 & 0.031993 \tabularnewline
19 & 0.020884 & 0.4571 & 0.323911 \tabularnewline
20 & 0.05198 & 1.1376 & 0.127918 \tabularnewline
21 & 0.013607 & 0.2978 & 0.382987 \tabularnewline
22 & 0.26108 & 5.714 & 0 \tabularnewline
23 & 0.005797 & 0.1269 & 0.449549 \tabularnewline
24 & 0.639696 & 14.0004 & 0 \tabularnewline
25 & -0.005194 & -0.1137 & 0.454768 \tabularnewline
26 & 0.255728 & 5.5969 & 0 \tabularnewline
27 & -0.014232 & -0.3115 & 0.377788 \tabularnewline
28 & -0.011931 & -0.2611 & 0.397053 \tabularnewline
29 & -0.019131 & -0.4187 & 0.33781 \tabularnewline
30 & -0.110241 & -2.4127 & 0.008104 \tabularnewline
31 & -0.022684 & -0.4965 & 0.3099 \tabularnewline
32 & -0.072075 & -1.5774 & 0.057677 \tabularnewline
33 & -0.01589 & -0.3478 & 0.364079 \tabularnewline
34 & -0.271239 & -5.9363 & 0 \tabularnewline
35 & -0.01754 & -0.3839 & 0.350616 \tabularnewline
36 & -0.623063 & -13.6364 & 0 \tabularnewline
37 & -0.000922 & -0.0202 & 0.49195 \tabularnewline
38 & -0.244347 & -5.3478 & 0 \tabularnewline
39 & 0.007492 & 0.164 & 0.434909 \tabularnewline
40 & 0.014664 & 0.3209 & 0.374196 \tabularnewline
41 & 0.021212 & 0.4642 & 0.32134 \tabularnewline
42 & 0.106742 & 2.3362 & 0.009947 \tabularnewline
43 & 0.00543 & 0.1188 & 0.452728 \tabularnewline
44 & 0.077958 & 1.7062 & 0.044309 \tabularnewline
45 & -0.006984 & -0.1528 & 0.439292 \tabularnewline
46 & 0.270148 & 5.9125 & 0 \tabularnewline
47 & 0.016973 & 0.3715 & 0.355222 \tabularnewline
48 & 0.580456 & 12.7039 & 0 \tabularnewline
49 & -0.001982 & -0.0434 & 0.482709 \tabularnewline
50 & 0.211951 & 4.6388 & 2e-06 \tabularnewline
51 & 0.000459 & 0.01 & 0.495997 \tabularnewline
52 & -0.020229 & -0.4427 & 0.32908 \tabularnewline
53 & -0.026588 & -0.5819 & 0.280449 \tabularnewline
54 & -0.087246 & -1.9095 & 0.028399 \tabularnewline
55 & 0.002395 & 0.0524 & 0.479112 \tabularnewline
56 & -0.068065 & -1.4897 & 0.068484 \tabularnewline
57 & 0.015441 & 0.3379 & 0.367781 \tabularnewline
58 & -0.261108 & -5.7146 & 0 \tabularnewline
59 & -0.015182 & -0.3323 & 0.369912 \tabularnewline
60 & -0.548126 & -11.9963 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=118016&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]0.062233[/C][C]1.362[/C][C]0.086913[/C][/ROW]
[ROW][C]2[/C][C]0.341927[/C][C]7.4834[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.020876[/C][C]0.4569[/C][C]0.323974[/C][/ROW]
[ROW][C]4[/C][C]-0.004315[/C][C]-0.0944[/C][C]0.4624[/C][/ROW]
[ROW][C]5[/C][C]-0.002764[/C][C]-0.0605[/C][C]0.475897[/C][/ROW]
[ROW][C]6[/C][C]-0.06016[/C][C]-1.3167[/C][C]0.094292[/C][/ROW]
[ROW][C]7[/C][C]-0.001918[/C][C]-0.042[/C][C]0.483267[/C][/ROW]
[ROW][C]8[/C][C]-0.028726[/C][C]-0.6287[/C][C]0.264924[/C][/ROW]
[ROW][C]9[/C][C]0.010467[/C][C]0.2291[/C][C]0.40945[/C][/ROW]
[ROW][C]10[/C][C]-0.281446[/C][C]-6.1597[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.000932[/C][C]0.0204[/C][C]0.49187[/C][/ROW]
[ROW][C]12[/C][C]-0.753589[/C][C]-16.4931[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.014013[/C][C]-0.3067[/C][C]0.37961[/C][/ROW]
[ROW][C]14[/C][C]-0.285597[/C][C]-6.2506[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]-0.027313[/C][C]-0.5978[/C][C]0.27514[/C][/ROW]
[ROW][C]16[/C][C]0.001748[/C][C]0.0383[/C][C]0.484745[/C][/ROW]
[ROW][C]17[/C][C]0.010223[/C][C]0.2237[/C][C]0.411524[/C][/ROW]
[ROW][C]18[/C][C]0.084829[/C][C]1.8566[/C][C]0.031993[/C][/ROW]
[ROW][C]19[/C][C]0.020884[/C][C]0.4571[/C][C]0.323911[/C][/ROW]
[ROW][C]20[/C][C]0.05198[/C][C]1.1376[/C][C]0.127918[/C][/ROW]
[ROW][C]21[/C][C]0.013607[/C][C]0.2978[/C][C]0.382987[/C][/ROW]
[ROW][C]22[/C][C]0.26108[/C][C]5.714[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.005797[/C][C]0.1269[/C][C]0.449549[/C][/ROW]
[ROW][C]24[/C][C]0.639696[/C][C]14.0004[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.005194[/C][C]-0.1137[/C][C]0.454768[/C][/ROW]
[ROW][C]26[/C][C]0.255728[/C][C]5.5969[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]-0.014232[/C][C]-0.3115[/C][C]0.377788[/C][/ROW]
[ROW][C]28[/C][C]-0.011931[/C][C]-0.2611[/C][C]0.397053[/C][/ROW]
[ROW][C]29[/C][C]-0.019131[/C][C]-0.4187[/C][C]0.33781[/C][/ROW]
[ROW][C]30[/C][C]-0.110241[/C][C]-2.4127[/C][C]0.008104[/C][/ROW]
[ROW][C]31[/C][C]-0.022684[/C][C]-0.4965[/C][C]0.3099[/C][/ROW]
[ROW][C]32[/C][C]-0.072075[/C][C]-1.5774[/C][C]0.057677[/C][/ROW]
[ROW][C]33[/C][C]-0.01589[/C][C]-0.3478[/C][C]0.364079[/C][/ROW]
[ROW][C]34[/C][C]-0.271239[/C][C]-5.9363[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]-0.01754[/C][C]-0.3839[/C][C]0.350616[/C][/ROW]
[ROW][C]36[/C][C]-0.623063[/C][C]-13.6364[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]-0.000922[/C][C]-0.0202[/C][C]0.49195[/C][/ROW]
[ROW][C]38[/C][C]-0.244347[/C][C]-5.3478[/C][C]0[/C][/ROW]
[ROW][C]39[/C][C]0.007492[/C][C]0.164[/C][C]0.434909[/C][/ROW]
[ROW][C]40[/C][C]0.014664[/C][C]0.3209[/C][C]0.374196[/C][/ROW]
[ROW][C]41[/C][C]0.021212[/C][C]0.4642[/C][C]0.32134[/C][/ROW]
[ROW][C]42[/C][C]0.106742[/C][C]2.3362[/C][C]0.009947[/C][/ROW]
[ROW][C]43[/C][C]0.00543[/C][C]0.1188[/C][C]0.452728[/C][/ROW]
[ROW][C]44[/C][C]0.077958[/C][C]1.7062[/C][C]0.044309[/C][/ROW]
[ROW][C]45[/C][C]-0.006984[/C][C]-0.1528[/C][C]0.439292[/C][/ROW]
[ROW][C]46[/C][C]0.270148[/C][C]5.9125[/C][C]0[/C][/ROW]
[ROW][C]47[/C][C]0.016973[/C][C]0.3715[/C][C]0.355222[/C][/ROW]
[ROW][C]48[/C][C]0.580456[/C][C]12.7039[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]-0.001982[/C][C]-0.0434[/C][C]0.482709[/C][/ROW]
[ROW][C]50[/C][C]0.211951[/C][C]4.6388[/C][C]2e-06[/C][/ROW]
[ROW][C]51[/C][C]0.000459[/C][C]0.01[/C][C]0.495997[/C][/ROW]
[ROW][C]52[/C][C]-0.020229[/C][C]-0.4427[/C][C]0.32908[/C][/ROW]
[ROW][C]53[/C][C]-0.026588[/C][C]-0.5819[/C][C]0.280449[/C][/ROW]
[ROW][C]54[/C][C]-0.087246[/C][C]-1.9095[/C][C]0.028399[/C][/ROW]
[ROW][C]55[/C][C]0.002395[/C][C]0.0524[/C][C]0.479112[/C][/ROW]
[ROW][C]56[/C][C]-0.068065[/C][C]-1.4897[/C][C]0.068484[/C][/ROW]
[ROW][C]57[/C][C]0.015441[/C][C]0.3379[/C][C]0.367781[/C][/ROW]
[ROW][C]58[/C][C]-0.261108[/C][C]-5.7146[/C][C]0[/C][/ROW]
[ROW][C]59[/C][C]-0.015182[/C][C]-0.3323[/C][C]0.369912[/C][/ROW]
[ROW][C]60[/C][C]-0.548126[/C][C]-11.9963[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=118016&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=118016&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	0.062233	1.362	0.086913
2	0.341927	7.4834	0
3	0.020876	0.4569	0.323974
4	-0.004315	-0.0944	0.4624
5	-0.002764	-0.0605	0.475897
6	-0.06016	-1.3167	0.094292
7	-0.001918	-0.042	0.483267
8	-0.028726	-0.6287	0.264924
9	0.010467	0.2291	0.40945
10	-0.281446	-6.1597	0
11	0.000932	0.0204	0.49187
12	-0.753589	-16.4931	0
13	-0.014013	-0.3067	0.37961
14	-0.285597	-6.2506	0
15	-0.027313	-0.5978	0.27514
16	0.001748	0.0383	0.484745
17	0.010223	0.2237	0.411524
18	0.084829	1.8566	0.031993
19	0.020884	0.4571	0.323911
20	0.05198	1.1376	0.127918
21	0.013607	0.2978	0.382987
22	0.26108	5.714	0
23	0.005797	0.1269	0.449549
24	0.639696	14.0004	0
25	-0.005194	-0.1137	0.454768
26	0.255728	5.5969	0
27	-0.014232	-0.3115	0.377788
28	-0.011931	-0.2611	0.397053
29	-0.019131	-0.4187	0.33781
30	-0.110241	-2.4127	0.008104
31	-0.022684	-0.4965	0.3099
32	-0.072075	-1.5774	0.057677
33	-0.01589	-0.3478	0.364079
34	-0.271239	-5.9363	0
35	-0.01754	-0.3839	0.350616
36	-0.623063	-13.6364	0
37	-0.000922	-0.0202	0.49195
38	-0.244347	-5.3478	0
39	0.007492	0.164	0.434909
40	0.014664	0.3209	0.374196
41	0.021212	0.4642	0.32134
42	0.106742	2.3362	0.009947
43	0.00543	0.1188	0.452728
44	0.077958	1.7062	0.044309
45	-0.006984	-0.1528	0.439292
46	0.270148	5.9125	0
47	0.016973	0.3715	0.355222
48	0.580456	12.7039	0
49	-0.001982	-0.0434	0.482709
50	0.211951	4.6388	2e-06
51	0.000459	0.01	0.495997
52	-0.020229	-0.4427	0.32908
53	-0.026588	-0.5819	0.280449
54	-0.087246	-1.9095	0.028399
55	0.002395	0.0524	0.479112
56	-0.068065	-1.4897	0.068484
57	0.015441	0.3379	0.367781
58	-0.261108	-5.7146	0
59	-0.015182	-0.3323	0.369912
60	-0.548126	-11.9963	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.062233	1.362	0.086913
2	0.339368	7.4274	0
3	-0.016226	-0.3551	0.36133
4	-0.136802	-2.9941	0.001448
5	0.001433	0.0314	0.487498
6	-0.013233	-0.2896	0.386117
7	0.005397	0.1181	0.453009
8	-0.002102	-0.046	0.481663
9	0.011626	0.2544	0.399632
10	-0.322451	-7.0572	0
11	0.024026	0.5258	0.299625
12	-0.702208	-15.3686	0
13	0.164895	3.6089	0.00017
14	0.115004	2.517	0.006081
15	-0.029884	-0.654	0.256699
16	-0.095074	-2.0808	0.018991
17	0.07368	1.6126	0.053748
18	-0.0868	-1.8997	0.029035
19	0.076225	1.6683	0.047959
20	0.003322	0.0727	0.471037
21	0.090117	1.9723	0.024574
22	0.007102	0.1554	0.438269
23	0.088504	1.937	0.026666
24	0.106907	2.3398	0.009853
25	-0.035948	-0.7868	0.215908
26	-0.025778	-0.5642	0.286448
27	-0.076652	-1.6776	0.047037
28	0.020748	0.4541	0.324986
29	0.043086	0.943	0.173082
30	-0.008848	-0.1937	0.423263
31	-0.021905	-0.4794	0.315931
32	-0.0148	-0.3239	0.373074
33	-0.025373	-0.5553	0.289465
34	-0.094458	-2.0673	0.01962
35	-0.01561	-0.3416	0.366389
36	-0.19912	-4.358	8e-06
37	0.038199	0.836	0.201777
38	0.048515	1.0618	0.144432
39	-0.036008	-0.7881	0.21552
40	-0.065989	-1.4442	0.074663
41	0.043831	0.9593	0.168949
42	-0.130564	-2.8575	0.002228
43	-0.000165	-0.0036	0.498559
44	0.043613	0.9545	0.17015
45	-0.017633	-0.3859	0.349862
46	0.02158	0.4723	0.318465
47	0.070277	1.5381	0.062344
48	0.014934	0.3268	0.371963
49	-0.031526	-0.69	0.245273
50	-0.031723	-0.6943	0.243921
51	0.029605	0.6479	0.258667
52	0.026535	0.5808	0.280841
53	0.025271	0.5531	0.290231
54	0.085765	1.8771	0.030559
55	-0.016	-0.3502	0.363178
56	0.009149	0.2002	0.420692
57	-0.020124	-0.4404	0.329911
58	-0.023317	-0.5103	0.305032
59	-0.004973	-0.1088	0.456689
60	-0.049333	-1.0797	0.140408

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.062233 & 1.362 & 0.086913 \tabularnewline
2 & 0.339368 & 7.4274 & 0 \tabularnewline
3 & -0.016226 & -0.3551 & 0.36133 \tabularnewline
4 & -0.136802 & -2.9941 & 0.001448 \tabularnewline
5 & 0.001433 & 0.0314 & 0.487498 \tabularnewline
6 & -0.013233 & -0.2896 & 0.386117 \tabularnewline
7 & 0.005397 & 0.1181 & 0.453009 \tabularnewline
8 & -0.002102 & -0.046 & 0.481663 \tabularnewline
9 & 0.011626 & 0.2544 & 0.399632 \tabularnewline
10 & -0.322451 & -7.0572 & 0 \tabularnewline
11 & 0.024026 & 0.5258 & 0.299625 \tabularnewline
12 & -0.702208 & -15.3686 & 0 \tabularnewline
13 & 0.164895 & 3.6089 & 0.00017 \tabularnewline
14 & 0.115004 & 2.517 & 0.006081 \tabularnewline
15 & -0.029884 & -0.654 & 0.256699 \tabularnewline
16 & -0.095074 & -2.0808 & 0.018991 \tabularnewline
17 & 0.07368 & 1.6126 & 0.053748 \tabularnewline
18 & -0.0868 & -1.8997 & 0.029035 \tabularnewline
19 & 0.076225 & 1.6683 & 0.047959 \tabularnewline
20 & 0.003322 & 0.0727 & 0.471037 \tabularnewline
21 & 0.090117 & 1.9723 & 0.024574 \tabularnewline
22 & 0.007102 & 0.1554 & 0.438269 \tabularnewline
23 & 0.088504 & 1.937 & 0.026666 \tabularnewline
24 & 0.106907 & 2.3398 & 0.009853 \tabularnewline
25 & -0.035948 & -0.7868 & 0.215908 \tabularnewline
26 & -0.025778 & -0.5642 & 0.286448 \tabularnewline
27 & -0.076652 & -1.6776 & 0.047037 \tabularnewline
28 & 0.020748 & 0.4541 & 0.324986 \tabularnewline
29 & 0.043086 & 0.943 & 0.173082 \tabularnewline
30 & -0.008848 & -0.1937 & 0.423263 \tabularnewline
31 & -0.021905 & -0.4794 & 0.315931 \tabularnewline
32 & -0.0148 & -0.3239 & 0.373074 \tabularnewline
33 & -0.025373 & -0.5553 & 0.289465 \tabularnewline
34 & -0.094458 & -2.0673 & 0.01962 \tabularnewline
35 & -0.01561 & -0.3416 & 0.366389 \tabularnewline
36 & -0.19912 & -4.358 & 8e-06 \tabularnewline
37 & 0.038199 & 0.836 & 0.201777 \tabularnewline
38 & 0.048515 & 1.0618 & 0.144432 \tabularnewline
39 & -0.036008 & -0.7881 & 0.21552 \tabularnewline
40 & -0.065989 & -1.4442 & 0.074663 \tabularnewline
41 & 0.043831 & 0.9593 & 0.168949 \tabularnewline
42 & -0.130564 & -2.8575 & 0.002228 \tabularnewline
43 & -0.000165 & -0.0036 & 0.498559 \tabularnewline
44 & 0.043613 & 0.9545 & 0.17015 \tabularnewline
45 & -0.017633 & -0.3859 & 0.349862 \tabularnewline
46 & 0.02158 & 0.4723 & 0.318465 \tabularnewline
47 & 0.070277 & 1.5381 & 0.062344 \tabularnewline
48 & 0.014934 & 0.3268 & 0.371963 \tabularnewline
49 & -0.031526 & -0.69 & 0.245273 \tabularnewline
50 & -0.031723 & -0.6943 & 0.243921 \tabularnewline
51 & 0.029605 & 0.6479 & 0.258667 \tabularnewline
52 & 0.026535 & 0.5808 & 0.280841 \tabularnewline
53 & 0.025271 & 0.5531 & 0.290231 \tabularnewline
54 & 0.085765 & 1.8771 & 0.030559 \tabularnewline
55 & -0.016 & -0.3502 & 0.363178 \tabularnewline
56 & 0.009149 & 0.2002 & 0.420692 \tabularnewline
57 & -0.020124 & -0.4404 & 0.329911 \tabularnewline
58 & -0.023317 & -0.5103 & 0.305032 \tabularnewline
59 & -0.004973 & -0.1088 & 0.456689 \tabularnewline
60 & -0.049333 & -1.0797 & 0.140408 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=118016&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]0.062233[/C][C]1.362[/C][C]0.086913[/C][/ROW]
[ROW][C]2[/C][C]0.339368[/C][C]7.4274[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.016226[/C][C]-0.3551[/C][C]0.36133[/C][/ROW]
[ROW][C]4[/C][C]-0.136802[/C][C]-2.9941[/C][C]0.001448[/C][/ROW]
[ROW][C]5[/C][C]0.001433[/C][C]0.0314[/C][C]0.487498[/C][/ROW]
[ROW][C]6[/C][C]-0.013233[/C][C]-0.2896[/C][C]0.386117[/C][/ROW]
[ROW][C]7[/C][C]0.005397[/C][C]0.1181[/C][C]0.453009[/C][/ROW]
[ROW][C]8[/C][C]-0.002102[/C][C]-0.046[/C][C]0.481663[/C][/ROW]
[ROW][C]9[/C][C]0.011626[/C][C]0.2544[/C][C]0.399632[/C][/ROW]
[ROW][C]10[/C][C]-0.322451[/C][C]-7.0572[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.024026[/C][C]0.5258[/C][C]0.299625[/C][/ROW]
[ROW][C]12[/C][C]-0.702208[/C][C]-15.3686[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.164895[/C][C]3.6089[/C][C]0.00017[/C][/ROW]
[ROW][C]14[/C][C]0.115004[/C][C]2.517[/C][C]0.006081[/C][/ROW]
[ROW][C]15[/C][C]-0.029884[/C][C]-0.654[/C][C]0.256699[/C][/ROW]
[ROW][C]16[/C][C]-0.095074[/C][C]-2.0808[/C][C]0.018991[/C][/ROW]
[ROW][C]17[/C][C]0.07368[/C][C]1.6126[/C][C]0.053748[/C][/ROW]
[ROW][C]18[/C][C]-0.0868[/C][C]-1.8997[/C][C]0.029035[/C][/ROW]
[ROW][C]19[/C][C]0.076225[/C][C]1.6683[/C][C]0.047959[/C][/ROW]
[ROW][C]20[/C][C]0.003322[/C][C]0.0727[/C][C]0.471037[/C][/ROW]
[ROW][C]21[/C][C]0.090117[/C][C]1.9723[/C][C]0.024574[/C][/ROW]
[ROW][C]22[/C][C]0.007102[/C][C]0.1554[/C][C]0.438269[/C][/ROW]
[ROW][C]23[/C][C]0.088504[/C][C]1.937[/C][C]0.026666[/C][/ROW]
[ROW][C]24[/C][C]0.106907[/C][C]2.3398[/C][C]0.009853[/C][/ROW]
[ROW][C]25[/C][C]-0.035948[/C][C]-0.7868[/C][C]0.215908[/C][/ROW]
[ROW][C]26[/C][C]-0.025778[/C][C]-0.5642[/C][C]0.286448[/C][/ROW]
[ROW][C]27[/C][C]-0.076652[/C][C]-1.6776[/C][C]0.047037[/C][/ROW]
[ROW][C]28[/C][C]0.020748[/C][C]0.4541[/C][C]0.324986[/C][/ROW]
[ROW][C]29[/C][C]0.043086[/C][C]0.943[/C][C]0.173082[/C][/ROW]
[ROW][C]30[/C][C]-0.008848[/C][C]-0.1937[/C][C]0.423263[/C][/ROW]
[ROW][C]31[/C][C]-0.021905[/C][C]-0.4794[/C][C]0.315931[/C][/ROW]
[ROW][C]32[/C][C]-0.0148[/C][C]-0.3239[/C][C]0.373074[/C][/ROW]
[ROW][C]33[/C][C]-0.025373[/C][C]-0.5553[/C][C]0.289465[/C][/ROW]
[ROW][C]34[/C][C]-0.094458[/C][C]-2.0673[/C][C]0.01962[/C][/ROW]
[ROW][C]35[/C][C]-0.01561[/C][C]-0.3416[/C][C]0.366389[/C][/ROW]
[ROW][C]36[/C][C]-0.19912[/C][C]-4.358[/C][C]8e-06[/C][/ROW]
[ROW][C]37[/C][C]0.038199[/C][C]0.836[/C][C]0.201777[/C][/ROW]
[ROW][C]38[/C][C]0.048515[/C][C]1.0618[/C][C]0.144432[/C][/ROW]
[ROW][C]39[/C][C]-0.036008[/C][C]-0.7881[/C][C]0.21552[/C][/ROW]
[ROW][C]40[/C][C]-0.065989[/C][C]-1.4442[/C][C]0.074663[/C][/ROW]
[ROW][C]41[/C][C]0.043831[/C][C]0.9593[/C][C]0.168949[/C][/ROW]
[ROW][C]42[/C][C]-0.130564[/C][C]-2.8575[/C][C]0.002228[/C][/ROW]
[ROW][C]43[/C][C]-0.000165[/C][C]-0.0036[/C][C]0.498559[/C][/ROW]
[ROW][C]44[/C][C]0.043613[/C][C]0.9545[/C][C]0.17015[/C][/ROW]
[ROW][C]45[/C][C]-0.017633[/C][C]-0.3859[/C][C]0.349862[/C][/ROW]
[ROW][C]46[/C][C]0.02158[/C][C]0.4723[/C][C]0.318465[/C][/ROW]
[ROW][C]47[/C][C]0.070277[/C][C]1.5381[/C][C]0.062344[/C][/ROW]
[ROW][C]48[/C][C]0.014934[/C][C]0.3268[/C][C]0.371963[/C][/ROW]
[ROW][C]49[/C][C]-0.031526[/C][C]-0.69[/C][C]0.245273[/C][/ROW]
[ROW][C]50[/C][C]-0.031723[/C][C]-0.6943[/C][C]0.243921[/C][/ROW]
[ROW][C]51[/C][C]0.029605[/C][C]0.6479[/C][C]0.258667[/C][/ROW]
[ROW][C]52[/C][C]0.026535[/C][C]0.5808[/C][C]0.280841[/C][/ROW]
[ROW][C]53[/C][C]0.025271[/C][C]0.5531[/C][C]0.290231[/C][/ROW]
[ROW][C]54[/C][C]0.085765[/C][C]1.8771[/C][C]0.030559[/C][/ROW]
[ROW][C]55[/C][C]-0.016[/C][C]-0.3502[/C][C]0.363178[/C][/ROW]
[ROW][C]56[/C][C]0.009149[/C][C]0.2002[/C][C]0.420692[/C][/ROW]
[ROW][C]57[/C][C]-0.020124[/C][C]-0.4404[/C][C]0.329911[/C][/ROW]
[ROW][C]58[/C][C]-0.023317[/C][C]-0.5103[/C][C]0.305032[/C][/ROW]
[ROW][C]59[/C][C]-0.004973[/C][C]-0.1088[/C][C]0.456689[/C][/ROW]
[ROW][C]60[/C][C]-0.049333[/C][C]-1.0797[/C][C]0.140408[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=118016&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=118016&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	0.062233	1.362	0.086913
2	0.339368	7.4274	0
3	-0.016226	-0.3551	0.36133
4	-0.136802	-2.9941	0.001448
5	0.001433	0.0314	0.487498
6	-0.013233	-0.2896	0.386117
7	0.005397	0.1181	0.453009
8	-0.002102	-0.046	0.481663
9	0.011626	0.2544	0.399632
10	-0.322451	-7.0572	0
11	0.024026	0.5258	0.299625
12	-0.702208	-15.3686	0
13	0.164895	3.6089	0.00017
14	0.115004	2.517	0.006081
15	-0.029884	-0.654	0.256699
16	-0.095074	-2.0808	0.018991
17	0.07368	1.6126	0.053748
18	-0.0868	-1.8997	0.029035
19	0.076225	1.6683	0.047959
20	0.003322	0.0727	0.471037
21	0.090117	1.9723	0.024574
22	0.007102	0.1554	0.438269
23	0.088504	1.937	0.026666
24	0.106907	2.3398	0.009853
25	-0.035948	-0.7868	0.215908
26	-0.025778	-0.5642	0.286448
27	-0.076652	-1.6776	0.047037
28	0.020748	0.4541	0.324986
29	0.043086	0.943	0.173082
30	-0.008848	-0.1937	0.423263
31	-0.021905	-0.4794	0.315931
32	-0.0148	-0.3239	0.373074
33	-0.025373	-0.5553	0.289465
34	-0.094458	-2.0673	0.01962
35	-0.01561	-0.3416	0.366389
36	-0.19912	-4.358	8e-06
37	0.038199	0.836	0.201777
38	0.048515	1.0618	0.144432
39	-0.036008	-0.7881	0.21552
40	-0.065989	-1.4442	0.074663
41	0.043831	0.9593	0.168949
42	-0.130564	-2.8575	0.002228
43	-0.000165	-0.0036	0.498559
44	0.043613	0.9545	0.17015
45	-0.017633	-0.3859	0.349862
46	0.02158	0.4723	0.318465
47	0.070277	1.5381	0.062344
48	0.014934	0.3268	0.371963
49	-0.031526	-0.69	0.245273
50	-0.031723	-0.6943	0.243921
51	0.029605	0.6479	0.258667
52	0.026535	0.5808	0.280841
53	0.025271	0.5531	0.290231
54	0.085765	1.8771	0.030559
55	-0.016	-0.3502	0.363178
56	0.009149	0.2002	0.420692
57	-0.020124	-0.4404	0.329911
58	-0.023317	-0.5103	0.305032
59	-0.004973	-0.1088	0.456689
60	-0.049333	-1.0797	0.140408

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 = 12 ;

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