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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 09 Dec 2011 07:05:48 -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/09/t1323432413x1tx14vo4tdk27n.htm/, Retrieved Tue, 28 May 2024 00:51:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=153285, Retrieved Tue, 28 May 2024 00:51:50 +0000

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User-defined keywords

Estimated Impact

122

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

-     [Tukey lambda PPCC Plot] [Intrinsic Motivat...] [2010-10-12 12:09:04] [b98453cac15ba1066b407e146608df68]
- R PD  [Tukey lambda PPCC Plot] [D1- Tukey] [2011-12-02 12:05:09] [7e261c986c934df955dd3ac53e9d45c6]
- RMP       [(Partial) Autocorrelation Function] [paper ACF (0,0)] [2011-12-09 12:05:48] [13dfa60174f50d862e8699db2153bfc5] [Current]
- R P         [(Partial) Autocorrelation Function] [paper ACF (0,1)] [2011-12-09 12:11:36] [7e261c986c934df955dd3ac53e9d45c6] 
- RMP         [Spectral Analysis] [paper CP (0,0)] [2011-12-09 12:28:21] [7e261c986c934df955dd3ac53e9d45c6] 
- R P           [Spectral Analysis] [paper CP (0,1)] [2011-12-09 12:33:56] [7e261c986c934df955dd3ac53e9d45c6] 
- RMP           [Standard Deviation-Mean Plot] [paper STDMP] [2011-12-09 12:47:24] [7e261c986c934df955dd3ac53e9d45c6] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153285&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153285&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153285&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.198717	2.257	0.012845
2	-0.105817	-1.2019	0.115811
3	0.268316	3.0475	0.0014
4	0.177396	2.0148	0.023001
5	0.072428	0.8226	0.206121
6	0.291974	3.3162	0.000593
7	0.060766	0.6902	0.245662
8	0.153363	1.7419	0.041957
9	0.203852	2.3153	0.011087
10	-0.154813	-1.7583	0.040531
11	0.191877	2.1793	0.015563
12	0.78152	8.8764	0
13	0.107379	1.2196	0.112422
14	-0.144456	-1.6407	0.051647
15	0.208857	2.3722	0.009581
16	0.091742	1.042	0.149683
17	0.036066	0.4096	0.341379
18	0.199885	2.2703	0.012425
19	-0.030774	-0.3495	0.363631
20	0.052914	0.601	0.274451
21	0.099252	1.1273	0.130858
22	-0.213176	-2.4212	0.00843
23	0.098228	1.1157	0.133321
24	0.609313	6.9205	0
25	0.033141	0.3764	0.353617
26	-0.204912	-2.3273	0.010752
27	0.100636	1.143	0.127576
28	0.007676	0.0872	0.465333
29	-0.02248	-0.2553	0.399438
30	0.081053	0.9206	0.179492
31	-0.094968	-1.0786	0.141384
32	-0.025918	-0.2944	0.384473
33	0.023566	0.2677	0.394695
34	-0.255186	-2.8984	0.002205
35	0.03023	0.3433	0.365948
36	0.464166	5.2719	0
37	-0.016392	-0.1862	0.4263
38	-0.260582	-2.9596	0.001833
39	0.029746	0.3378	0.368014
40	-0.032006	-0.3635	0.358405
41	-0.062982	-0.7153	0.237846
42	0.02667	0.3029	0.381223
43	-0.09301	-1.0564	0.146382
44	-0.040952	-0.4651	0.321312
45	-0.009208	-0.1046	0.458433
46	-0.226578	-2.5734	0.0056
47	0.002159	0.0245	0.490239
48	0.386542	4.3903	1.2e-05
49	-0.003291	-0.0374	0.48512
50	-0.229165	-2.6028	0.005164
51	0.025837	0.2935	0.384825
52	-0.006274	-0.0713	0.471652
53	-0.064162	-0.7287	0.233742
54	0.037031	0.4206	0.337378
55	-0.085164	-0.9673	0.167607
56	-0.050253	-0.5708	0.284575
57	0.02143	0.2434	0.404042
58	-0.171619	-1.9492	0.02672
59	-0.004624	-0.0525	0.479098
60	0.363222	4.1254	3.3e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.198717 & 2.257 & 0.012845 \tabularnewline
2 & -0.105817 & -1.2019 & 0.115811 \tabularnewline
3 & 0.268316 & 3.0475 & 0.0014 \tabularnewline
4 & 0.177396 & 2.0148 & 0.023001 \tabularnewline
5 & 0.072428 & 0.8226 & 0.206121 \tabularnewline
6 & 0.291974 & 3.3162 & 0.000593 \tabularnewline
7 & 0.060766 & 0.6902 & 0.245662 \tabularnewline
8 & 0.153363 & 1.7419 & 0.041957 \tabularnewline
9 & 0.203852 & 2.3153 & 0.011087 \tabularnewline
10 & -0.154813 & -1.7583 & 0.040531 \tabularnewline
11 & 0.191877 & 2.1793 & 0.015563 \tabularnewline
12 & 0.78152 & 8.8764 & 0 \tabularnewline
13 & 0.107379 & 1.2196 & 0.112422 \tabularnewline
14 & -0.144456 & -1.6407 & 0.051647 \tabularnewline
15 & 0.208857 & 2.3722 & 0.009581 \tabularnewline
16 & 0.091742 & 1.042 & 0.149683 \tabularnewline
17 & 0.036066 & 0.4096 & 0.341379 \tabularnewline
18 & 0.199885 & 2.2703 & 0.012425 \tabularnewline
19 & -0.030774 & -0.3495 & 0.363631 \tabularnewline
20 & 0.052914 & 0.601 & 0.274451 \tabularnewline
21 & 0.099252 & 1.1273 & 0.130858 \tabularnewline
22 & -0.213176 & -2.4212 & 0.00843 \tabularnewline
23 & 0.098228 & 1.1157 & 0.133321 \tabularnewline
24 & 0.609313 & 6.9205 & 0 \tabularnewline
25 & 0.033141 & 0.3764 & 0.353617 \tabularnewline
26 & -0.204912 & -2.3273 & 0.010752 \tabularnewline
27 & 0.100636 & 1.143 & 0.127576 \tabularnewline
28 & 0.007676 & 0.0872 & 0.465333 \tabularnewline
29 & -0.02248 & -0.2553 & 0.399438 \tabularnewline
30 & 0.081053 & 0.9206 & 0.179492 \tabularnewline
31 & -0.094968 & -1.0786 & 0.141384 \tabularnewline
32 & -0.025918 & -0.2944 & 0.384473 \tabularnewline
33 & 0.023566 & 0.2677 & 0.394695 \tabularnewline
34 & -0.255186 & -2.8984 & 0.002205 \tabularnewline
35 & 0.03023 & 0.3433 & 0.365948 \tabularnewline
36 & 0.464166 & 5.2719 & 0 \tabularnewline
37 & -0.016392 & -0.1862 & 0.4263 \tabularnewline
38 & -0.260582 & -2.9596 & 0.001833 \tabularnewline
39 & 0.029746 & 0.3378 & 0.368014 \tabularnewline
40 & -0.032006 & -0.3635 & 0.358405 \tabularnewline
41 & -0.062982 & -0.7153 & 0.237846 \tabularnewline
42 & 0.02667 & 0.3029 & 0.381223 \tabularnewline
43 & -0.09301 & -1.0564 & 0.146382 \tabularnewline
44 & -0.040952 & -0.4651 & 0.321312 \tabularnewline
45 & -0.009208 & -0.1046 & 0.458433 \tabularnewline
46 & -0.226578 & -2.5734 & 0.0056 \tabularnewline
47 & 0.002159 & 0.0245 & 0.490239 \tabularnewline
48 & 0.386542 & 4.3903 & 1.2e-05 \tabularnewline
49 & -0.003291 & -0.0374 & 0.48512 \tabularnewline
50 & -0.229165 & -2.6028 & 0.005164 \tabularnewline
51 & 0.025837 & 0.2935 & 0.384825 \tabularnewline
52 & -0.006274 & -0.0713 & 0.471652 \tabularnewline
53 & -0.064162 & -0.7287 & 0.233742 \tabularnewline
54 & 0.037031 & 0.4206 & 0.337378 \tabularnewline
55 & -0.085164 & -0.9673 & 0.167607 \tabularnewline
56 & -0.050253 & -0.5708 & 0.284575 \tabularnewline
57 & 0.02143 & 0.2434 & 0.404042 \tabularnewline
58 & -0.171619 & -1.9492 & 0.02672 \tabularnewline
59 & -0.004624 & -0.0525 & 0.479098 \tabularnewline
60 & 0.363222 & 4.1254 & 3.3e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153285&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]0.198717[/C][C]2.257[/C][C]0.012845[/C][/ROW]
[ROW][C]2[/C][C]-0.105817[/C][C]-1.2019[/C][C]0.115811[/C][/ROW]
[ROW][C]3[/C][C]0.268316[/C][C]3.0475[/C][C]0.0014[/C][/ROW]
[ROW][C]4[/C][C]0.177396[/C][C]2.0148[/C][C]0.023001[/C][/ROW]
[ROW][C]5[/C][C]0.072428[/C][C]0.8226[/C][C]0.206121[/C][/ROW]
[ROW][C]6[/C][C]0.291974[/C][C]3.3162[/C][C]0.000593[/C][/ROW]
[ROW][C]7[/C][C]0.060766[/C][C]0.6902[/C][C]0.245662[/C][/ROW]
[ROW][C]8[/C][C]0.153363[/C][C]1.7419[/C][C]0.041957[/C][/ROW]
[ROW][C]9[/C][C]0.203852[/C][C]2.3153[/C][C]0.011087[/C][/ROW]
[ROW][C]10[/C][C]-0.154813[/C][C]-1.7583[/C][C]0.040531[/C][/ROW]
[ROW][C]11[/C][C]0.191877[/C][C]2.1793[/C][C]0.015563[/C][/ROW]
[ROW][C]12[/C][C]0.78152[/C][C]8.8764[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.107379[/C][C]1.2196[/C][C]0.112422[/C][/ROW]
[ROW][C]14[/C][C]-0.144456[/C][C]-1.6407[/C][C]0.051647[/C][/ROW]
[ROW][C]15[/C][C]0.208857[/C][C]2.3722[/C][C]0.009581[/C][/ROW]
[ROW][C]16[/C][C]0.091742[/C][C]1.042[/C][C]0.149683[/C][/ROW]
[ROW][C]17[/C][C]0.036066[/C][C]0.4096[/C][C]0.341379[/C][/ROW]
[ROW][C]18[/C][C]0.199885[/C][C]2.2703[/C][C]0.012425[/C][/ROW]
[ROW][C]19[/C][C]-0.030774[/C][C]-0.3495[/C][C]0.363631[/C][/ROW]
[ROW][C]20[/C][C]0.052914[/C][C]0.601[/C][C]0.274451[/C][/ROW]
[ROW][C]21[/C][C]0.099252[/C][C]1.1273[/C][C]0.130858[/C][/ROW]
[ROW][C]22[/C][C]-0.213176[/C][C]-2.4212[/C][C]0.00843[/C][/ROW]
[ROW][C]23[/C][C]0.098228[/C][C]1.1157[/C][C]0.133321[/C][/ROW]
[ROW][C]24[/C][C]0.609313[/C][C]6.9205[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.033141[/C][C]0.3764[/C][C]0.353617[/C][/ROW]
[ROW][C]26[/C][C]-0.204912[/C][C]-2.3273[/C][C]0.010752[/C][/ROW]
[ROW][C]27[/C][C]0.100636[/C][C]1.143[/C][C]0.127576[/C][/ROW]
[ROW][C]28[/C][C]0.007676[/C][C]0.0872[/C][C]0.465333[/C][/ROW]
[ROW][C]29[/C][C]-0.02248[/C][C]-0.2553[/C][C]0.399438[/C][/ROW]
[ROW][C]30[/C][C]0.081053[/C][C]0.9206[/C][C]0.179492[/C][/ROW]
[ROW][C]31[/C][C]-0.094968[/C][C]-1.0786[/C][C]0.141384[/C][/ROW]
[ROW][C]32[/C][C]-0.025918[/C][C]-0.2944[/C][C]0.384473[/C][/ROW]
[ROW][C]33[/C][C]0.023566[/C][C]0.2677[/C][C]0.394695[/C][/ROW]
[ROW][C]34[/C][C]-0.255186[/C][C]-2.8984[/C][C]0.002205[/C][/ROW]
[ROW][C]35[/C][C]0.03023[/C][C]0.3433[/C][C]0.365948[/C][/ROW]
[ROW][C]36[/C][C]0.464166[/C][C]5.2719[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]-0.016392[/C][C]-0.1862[/C][C]0.4263[/C][/ROW]
[ROW][C]38[/C][C]-0.260582[/C][C]-2.9596[/C][C]0.001833[/C][/ROW]
[ROW][C]39[/C][C]0.029746[/C][C]0.3378[/C][C]0.368014[/C][/ROW]
[ROW][C]40[/C][C]-0.032006[/C][C]-0.3635[/C][C]0.358405[/C][/ROW]
[ROW][C]41[/C][C]-0.062982[/C][C]-0.7153[/C][C]0.237846[/C][/ROW]
[ROW][C]42[/C][C]0.02667[/C][C]0.3029[/C][C]0.381223[/C][/ROW]
[ROW][C]43[/C][C]-0.09301[/C][C]-1.0564[/C][C]0.146382[/C][/ROW]
[ROW][C]44[/C][C]-0.040952[/C][C]-0.4651[/C][C]0.321312[/C][/ROW]
[ROW][C]45[/C][C]-0.009208[/C][C]-0.1046[/C][C]0.458433[/C][/ROW]
[ROW][C]46[/C][C]-0.226578[/C][C]-2.5734[/C][C]0.0056[/C][/ROW]
[ROW][C]47[/C][C]0.002159[/C][C]0.0245[/C][C]0.490239[/C][/ROW]
[ROW][C]48[/C][C]0.386542[/C][C]4.3903[/C][C]1.2e-05[/C][/ROW]
[ROW][C]49[/C][C]-0.003291[/C][C]-0.0374[/C][C]0.48512[/C][/ROW]
[ROW][C]50[/C][C]-0.229165[/C][C]-2.6028[/C][C]0.005164[/C][/ROW]
[ROW][C]51[/C][C]0.025837[/C][C]0.2935[/C][C]0.384825[/C][/ROW]
[ROW][C]52[/C][C]-0.006274[/C][C]-0.0713[/C][C]0.471652[/C][/ROW]
[ROW][C]53[/C][C]-0.064162[/C][C]-0.7287[/C][C]0.233742[/C][/ROW]
[ROW][C]54[/C][C]0.037031[/C][C]0.4206[/C][C]0.337378[/C][/ROW]
[ROW][C]55[/C][C]-0.085164[/C][C]-0.9673[/C][C]0.167607[/C][/ROW]
[ROW][C]56[/C][C]-0.050253[/C][C]-0.5708[/C][C]0.284575[/C][/ROW]
[ROW][C]57[/C][C]0.02143[/C][C]0.2434[/C][C]0.404042[/C][/ROW]
[ROW][C]58[/C][C]-0.171619[/C][C]-1.9492[/C][C]0.02672[/C][/ROW]
[ROW][C]59[/C][C]-0.004624[/C][C]-0.0525[/C][C]0.479098[/C][/ROW]
[ROW][C]60[/C][C]0.363222[/C][C]4.1254[/C][C]3.3e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153285&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153285&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	0.198717	2.257	0.012845
2	-0.105817	-1.2019	0.115811
3	0.268316	3.0475	0.0014
4	0.177396	2.0148	0.023001
5	0.072428	0.8226	0.206121
6	0.291974	3.3162	0.000593
7	0.060766	0.6902	0.245662
8	0.153363	1.7419	0.041957
9	0.203852	2.3153	0.011087
10	-0.154813	-1.7583	0.040531
11	0.191877	2.1793	0.015563
12	0.78152	8.8764	0
13	0.107379	1.2196	0.112422
14	-0.144456	-1.6407	0.051647
15	0.208857	2.3722	0.009581
16	0.091742	1.042	0.149683
17	0.036066	0.4096	0.341379
18	0.199885	2.2703	0.012425
19	-0.030774	-0.3495	0.363631
20	0.052914	0.601	0.274451
21	0.099252	1.1273	0.130858
22	-0.213176	-2.4212	0.00843
23	0.098228	1.1157	0.133321
24	0.609313	6.9205	0
25	0.033141	0.3764	0.353617
26	-0.204912	-2.3273	0.010752
27	0.100636	1.143	0.127576
28	0.007676	0.0872	0.465333
29	-0.02248	-0.2553	0.399438
30	0.081053	0.9206	0.179492
31	-0.094968	-1.0786	0.141384
32	-0.025918	-0.2944	0.384473
33	0.023566	0.2677	0.394695
34	-0.255186	-2.8984	0.002205
35	0.03023	0.3433	0.365948
36	0.464166	5.2719	0
37	-0.016392	-0.1862	0.4263
38	-0.260582	-2.9596	0.001833
39	0.029746	0.3378	0.368014
40	-0.032006	-0.3635	0.358405
41	-0.062982	-0.7153	0.237846
42	0.02667	0.3029	0.381223
43	-0.09301	-1.0564	0.146382
44	-0.040952	-0.4651	0.321312
45	-0.009208	-0.1046	0.458433
46	-0.226578	-2.5734	0.0056
47	0.002159	0.0245	0.490239
48	0.386542	4.3903	1.2e-05
49	-0.003291	-0.0374	0.48512
50	-0.229165	-2.6028	0.005164
51	0.025837	0.2935	0.384825
52	-0.006274	-0.0713	0.471652
53	-0.064162	-0.7287	0.233742
54	0.037031	0.4206	0.337378
55	-0.085164	-0.9673	0.167607
56	-0.050253	-0.5708	0.284575
57	0.02143	0.2434	0.404042
58	-0.171619	-1.9492	0.02672
59	-0.004624	-0.0525	0.479098
60	0.363222	4.1254	3.3e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.198717	2.257	0.012845
2	-0.15128	-1.7182	0.044079
3	0.343715	3.9039	7.6e-05
4	0.011391	0.1294	0.44863
5	0.142675	1.6205	0.053786
6	0.233854	2.6561	0.004452
7	-0.116117	-1.3188	0.094779
8	0.288106	3.2723	0.000685
9	-0.09822	-1.1156	0.133341
10	-0.216159	-2.4551	0.007708
11	0.364353	4.1383	3.1e-05
12	0.632912	7.1885	0
13	-0.131344	-1.4918	0.069099
14	-0.174149	-1.978	0.025033
15	-0.157193	-1.7854	0.038275
16	-0.117574	-1.3354	0.092051
17	-0.001018	-0.0116	0.495396
18	-0.083828	-0.9521	0.171414
19	-0.116364	-1.3216	0.094314
20	-0.092608	-1.0518	0.147422
21	-0.002464	-0.028	0.48886
22	0.047424	0.5386	0.295536
23	-0.108602	-1.2335	0.10982
24	0.133113	1.5119	0.066506
25	0.069229	0.7863	0.216569
26	-0.053384	-0.6063	0.272684
27	-0.093274	-1.0594	0.145701
28	-0.076375	-0.8675	0.193651
29	-0.009744	-0.1107	0.456026
30	-0.088958	-1.0104	0.157106
31	0.079899	0.9075	0.182922
32	-0.018991	-0.2157	0.414784
33	0.042368	0.4812	0.315591
34	0.056229	0.6386	0.262095
35	-0.032906	-0.3737	0.354604
36	0.00039	0.0044	0.498238
37	0.004224	0.048	0.480904
38	-0.049599	-0.5633	0.287093
39	-0.017984	-0.2043	0.419237
40	-0.028146	-0.3197	0.374864
41	0.007333	0.0833	0.466875
42	0.031686	0.3599	0.359762
43	0.122002	1.3857	0.084119
44	0.085226	0.968	0.167434
45	0.008064	0.0916	0.463584
46	0.066392	0.7541	0.22609
47	-0.069901	-0.7939	0.21435
48	-0.024134	-0.2741	0.392221
49	0.011155	0.1267	0.44969
50	0.041661	0.4732	0.318442
51	0.016248	0.1845	0.426937
52	0.015883	0.1804	0.428563
53	-0.030757	-0.3493	0.363703
54	0.036691	0.4167	0.338783
55	-0.102787	-1.1674	0.122594
56	-0.027886	-0.3167	0.375984
57	0.054937	0.624	0.266878
58	-0.009076	-0.1031	0.459027
59	-0.00245	-0.0278	0.488922
60	-0.002741	-0.0311	0.487605

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.198717 & 2.257 & 0.012845 \tabularnewline
2 & -0.15128 & -1.7182 & 0.044079 \tabularnewline
3 & 0.343715 & 3.9039 & 7.6e-05 \tabularnewline
4 & 0.011391 & 0.1294 & 0.44863 \tabularnewline
5 & 0.142675 & 1.6205 & 0.053786 \tabularnewline
6 & 0.233854 & 2.6561 & 0.004452 \tabularnewline
7 & -0.116117 & -1.3188 & 0.094779 \tabularnewline
8 & 0.288106 & 3.2723 & 0.000685 \tabularnewline
9 & -0.09822 & -1.1156 & 0.133341 \tabularnewline
10 & -0.216159 & -2.4551 & 0.007708 \tabularnewline
11 & 0.364353 & 4.1383 & 3.1e-05 \tabularnewline
12 & 0.632912 & 7.1885 & 0 \tabularnewline
13 & -0.131344 & -1.4918 & 0.069099 \tabularnewline
14 & -0.174149 & -1.978 & 0.025033 \tabularnewline
15 & -0.157193 & -1.7854 & 0.038275 \tabularnewline
16 & -0.117574 & -1.3354 & 0.092051 \tabularnewline
17 & -0.001018 & -0.0116 & 0.495396 \tabularnewline
18 & -0.083828 & -0.9521 & 0.171414 \tabularnewline
19 & -0.116364 & -1.3216 & 0.094314 \tabularnewline
20 & -0.092608 & -1.0518 & 0.147422 \tabularnewline
21 & -0.002464 & -0.028 & 0.48886 \tabularnewline
22 & 0.047424 & 0.5386 & 0.295536 \tabularnewline
23 & -0.108602 & -1.2335 & 0.10982 \tabularnewline
24 & 0.133113 & 1.5119 & 0.066506 \tabularnewline
25 & 0.069229 & 0.7863 & 0.216569 \tabularnewline
26 & -0.053384 & -0.6063 & 0.272684 \tabularnewline
27 & -0.093274 & -1.0594 & 0.145701 \tabularnewline
28 & -0.076375 & -0.8675 & 0.193651 \tabularnewline
29 & -0.009744 & -0.1107 & 0.456026 \tabularnewline
30 & -0.088958 & -1.0104 & 0.157106 \tabularnewline
31 & 0.079899 & 0.9075 & 0.182922 \tabularnewline
32 & -0.018991 & -0.2157 & 0.414784 \tabularnewline
33 & 0.042368 & 0.4812 & 0.315591 \tabularnewline
34 & 0.056229 & 0.6386 & 0.262095 \tabularnewline
35 & -0.032906 & -0.3737 & 0.354604 \tabularnewline
36 & 0.00039 & 0.0044 & 0.498238 \tabularnewline
37 & 0.004224 & 0.048 & 0.480904 \tabularnewline
38 & -0.049599 & -0.5633 & 0.287093 \tabularnewline
39 & -0.017984 & -0.2043 & 0.419237 \tabularnewline
40 & -0.028146 & -0.3197 & 0.374864 \tabularnewline
41 & 0.007333 & 0.0833 & 0.466875 \tabularnewline
42 & 0.031686 & 0.3599 & 0.359762 \tabularnewline
43 & 0.122002 & 1.3857 & 0.084119 \tabularnewline
44 & 0.085226 & 0.968 & 0.167434 \tabularnewline
45 & 0.008064 & 0.0916 & 0.463584 \tabularnewline
46 & 0.066392 & 0.7541 & 0.22609 \tabularnewline
47 & -0.069901 & -0.7939 & 0.21435 \tabularnewline
48 & -0.024134 & -0.2741 & 0.392221 \tabularnewline
49 & 0.011155 & 0.1267 & 0.44969 \tabularnewline
50 & 0.041661 & 0.4732 & 0.318442 \tabularnewline
51 & 0.016248 & 0.1845 & 0.426937 \tabularnewline
52 & 0.015883 & 0.1804 & 0.428563 \tabularnewline
53 & -0.030757 & -0.3493 & 0.363703 \tabularnewline
54 & 0.036691 & 0.4167 & 0.338783 \tabularnewline
55 & -0.102787 & -1.1674 & 0.122594 \tabularnewline
56 & -0.027886 & -0.3167 & 0.375984 \tabularnewline
57 & 0.054937 & 0.624 & 0.266878 \tabularnewline
58 & -0.009076 & -0.1031 & 0.459027 \tabularnewline
59 & -0.00245 & -0.0278 & 0.488922 \tabularnewline
60 & -0.002741 & -0.0311 & 0.487605 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153285&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]0.198717[/C][C]2.257[/C][C]0.012845[/C][/ROW]
[ROW][C]2[/C][C]-0.15128[/C][C]-1.7182[/C][C]0.044079[/C][/ROW]
[ROW][C]3[/C][C]0.343715[/C][C]3.9039[/C][C]7.6e-05[/C][/ROW]
[ROW][C]4[/C][C]0.011391[/C][C]0.1294[/C][C]0.44863[/C][/ROW]
[ROW][C]5[/C][C]0.142675[/C][C]1.6205[/C][C]0.053786[/C][/ROW]
[ROW][C]6[/C][C]0.233854[/C][C]2.6561[/C][C]0.004452[/C][/ROW]
[ROW][C]7[/C][C]-0.116117[/C][C]-1.3188[/C][C]0.094779[/C][/ROW]
[ROW][C]8[/C][C]0.288106[/C][C]3.2723[/C][C]0.000685[/C][/ROW]
[ROW][C]9[/C][C]-0.09822[/C][C]-1.1156[/C][C]0.133341[/C][/ROW]
[ROW][C]10[/C][C]-0.216159[/C][C]-2.4551[/C][C]0.007708[/C][/ROW]
[ROW][C]11[/C][C]0.364353[/C][C]4.1383[/C][C]3.1e-05[/C][/ROW]
[ROW][C]12[/C][C]0.632912[/C][C]7.1885[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.131344[/C][C]-1.4918[/C][C]0.069099[/C][/ROW]
[ROW][C]14[/C][C]-0.174149[/C][C]-1.978[/C][C]0.025033[/C][/ROW]
[ROW][C]15[/C][C]-0.157193[/C][C]-1.7854[/C][C]0.038275[/C][/ROW]
[ROW][C]16[/C][C]-0.117574[/C][C]-1.3354[/C][C]0.092051[/C][/ROW]
[ROW][C]17[/C][C]-0.001018[/C][C]-0.0116[/C][C]0.495396[/C][/ROW]
[ROW][C]18[/C][C]-0.083828[/C][C]-0.9521[/C][C]0.171414[/C][/ROW]
[ROW][C]19[/C][C]-0.116364[/C][C]-1.3216[/C][C]0.094314[/C][/ROW]
[ROW][C]20[/C][C]-0.092608[/C][C]-1.0518[/C][C]0.147422[/C][/ROW]
[ROW][C]21[/C][C]-0.002464[/C][C]-0.028[/C][C]0.48886[/C][/ROW]
[ROW][C]22[/C][C]0.047424[/C][C]0.5386[/C][C]0.295536[/C][/ROW]
[ROW][C]23[/C][C]-0.108602[/C][C]-1.2335[/C][C]0.10982[/C][/ROW]
[ROW][C]24[/C][C]0.133113[/C][C]1.5119[/C][C]0.066506[/C][/ROW]
[ROW][C]25[/C][C]0.069229[/C][C]0.7863[/C][C]0.216569[/C][/ROW]
[ROW][C]26[/C][C]-0.053384[/C][C]-0.6063[/C][C]0.272684[/C][/ROW]
[ROW][C]27[/C][C]-0.093274[/C][C]-1.0594[/C][C]0.145701[/C][/ROW]
[ROW][C]28[/C][C]-0.076375[/C][C]-0.8675[/C][C]0.193651[/C][/ROW]
[ROW][C]29[/C][C]-0.009744[/C][C]-0.1107[/C][C]0.456026[/C][/ROW]
[ROW][C]30[/C][C]-0.088958[/C][C]-1.0104[/C][C]0.157106[/C][/ROW]
[ROW][C]31[/C][C]0.079899[/C][C]0.9075[/C][C]0.182922[/C][/ROW]
[ROW][C]32[/C][C]-0.018991[/C][C]-0.2157[/C][C]0.414784[/C][/ROW]
[ROW][C]33[/C][C]0.042368[/C][C]0.4812[/C][C]0.315591[/C][/ROW]
[ROW][C]34[/C][C]0.056229[/C][C]0.6386[/C][C]0.262095[/C][/ROW]
[ROW][C]35[/C][C]-0.032906[/C][C]-0.3737[/C][C]0.354604[/C][/ROW]
[ROW][C]36[/C][C]0.00039[/C][C]0.0044[/C][C]0.498238[/C][/ROW]
[ROW][C]37[/C][C]0.004224[/C][C]0.048[/C][C]0.480904[/C][/ROW]
[ROW][C]38[/C][C]-0.049599[/C][C]-0.5633[/C][C]0.287093[/C][/ROW]
[ROW][C]39[/C][C]-0.017984[/C][C]-0.2043[/C][C]0.419237[/C][/ROW]
[ROW][C]40[/C][C]-0.028146[/C][C]-0.3197[/C][C]0.374864[/C][/ROW]
[ROW][C]41[/C][C]0.007333[/C][C]0.0833[/C][C]0.466875[/C][/ROW]
[ROW][C]42[/C][C]0.031686[/C][C]0.3599[/C][C]0.359762[/C][/ROW]
[ROW][C]43[/C][C]0.122002[/C][C]1.3857[/C][C]0.084119[/C][/ROW]
[ROW][C]44[/C][C]0.085226[/C][C]0.968[/C][C]0.167434[/C][/ROW]
[ROW][C]45[/C][C]0.008064[/C][C]0.0916[/C][C]0.463584[/C][/ROW]
[ROW][C]46[/C][C]0.066392[/C][C]0.7541[/C][C]0.22609[/C][/ROW]
[ROW][C]47[/C][C]-0.069901[/C][C]-0.7939[/C][C]0.21435[/C][/ROW]
[ROW][C]48[/C][C]-0.024134[/C][C]-0.2741[/C][C]0.392221[/C][/ROW]
[ROW][C]49[/C][C]0.011155[/C][C]0.1267[/C][C]0.44969[/C][/ROW]
[ROW][C]50[/C][C]0.041661[/C][C]0.4732[/C][C]0.318442[/C][/ROW]
[ROW][C]51[/C][C]0.016248[/C][C]0.1845[/C][C]0.426937[/C][/ROW]
[ROW][C]52[/C][C]0.015883[/C][C]0.1804[/C][C]0.428563[/C][/ROW]
[ROW][C]53[/C][C]-0.030757[/C][C]-0.3493[/C][C]0.363703[/C][/ROW]
[ROW][C]54[/C][C]0.036691[/C][C]0.4167[/C][C]0.338783[/C][/ROW]
[ROW][C]55[/C][C]-0.102787[/C][C]-1.1674[/C][C]0.122594[/C][/ROW]
[ROW][C]56[/C][C]-0.027886[/C][C]-0.3167[/C][C]0.375984[/C][/ROW]
[ROW][C]57[/C][C]0.054937[/C][C]0.624[/C][C]0.266878[/C][/ROW]
[ROW][C]58[/C][C]-0.009076[/C][C]-0.1031[/C][C]0.459027[/C][/ROW]
[ROW][C]59[/C][C]-0.00245[/C][C]-0.0278[/C][C]0.488922[/C][/ROW]
[ROW][C]60[/C][C]-0.002741[/C][C]-0.0311[/C][C]0.487605[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153285&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153285&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	0.198717	2.257	0.012845
2	-0.15128	-1.7182	0.044079
3	0.343715	3.9039	7.6e-05
4	0.011391	0.1294	0.44863
5	0.142675	1.6205	0.053786
6	0.233854	2.6561	0.004452
7	-0.116117	-1.3188	0.094779
8	0.288106	3.2723	0.000685
9	-0.09822	-1.1156	0.133341
10	-0.216159	-2.4551	0.007708
11	0.364353	4.1383	3.1e-05
12	0.632912	7.1885	0
13	-0.131344	-1.4918	0.069099
14	-0.174149	-1.978	0.025033
15	-0.157193	-1.7854	0.038275
16	-0.117574	-1.3354	0.092051
17	-0.001018	-0.0116	0.495396
18	-0.083828	-0.9521	0.171414
19	-0.116364	-1.3216	0.094314
20	-0.092608	-1.0518	0.147422
21	-0.002464	-0.028	0.48886
22	0.047424	0.5386	0.295536
23	-0.108602	-1.2335	0.10982
24	0.133113	1.5119	0.066506
25	0.069229	0.7863	0.216569
26	-0.053384	-0.6063	0.272684
27	-0.093274	-1.0594	0.145701
28	-0.076375	-0.8675	0.193651
29	-0.009744	-0.1107	0.456026
30	-0.088958	-1.0104	0.157106
31	0.079899	0.9075	0.182922
32	-0.018991	-0.2157	0.414784
33	0.042368	0.4812	0.315591
34	0.056229	0.6386	0.262095
35	-0.032906	-0.3737	0.354604
36	0.00039	0.0044	0.498238
37	0.004224	0.048	0.480904
38	-0.049599	-0.5633	0.287093
39	-0.017984	-0.2043	0.419237
40	-0.028146	-0.3197	0.374864
41	0.007333	0.0833	0.466875
42	0.031686	0.3599	0.359762
43	0.122002	1.3857	0.084119
44	0.085226	0.968	0.167434
45	0.008064	0.0916	0.463584
46	0.066392	0.7541	0.22609
47	-0.069901	-0.7939	0.21435
48	-0.024134	-0.2741	0.392221
49	0.011155	0.1267	0.44969
50	0.041661	0.4732	0.318442
51	0.016248	0.1845	0.426937
52	0.015883	0.1804	0.428563
53	-0.030757	-0.3493	0.363703
54	0.036691	0.4167	0.338783
55	-0.102787	-1.1674	0.122594
56	-0.027886	-0.3167	0.375984
57	0.054937	0.624	0.266878
58	-0.009076	-0.1031	0.459027
59	-0.00245	-0.0278	0.488922
60	-0.002741	-0.0311	0.487605

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 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code