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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 22 Dec 2011 06:32:42 -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/22/t1324553584k9gsw1ingvzhwvb.htm/, Retrieved Sun, 06 Apr 2025 17:54:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159333, Retrieved Sun, 06 Apr 2025 17:54:46 +0000

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Estimated Impact

288

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

-     [One Sample Tests about the Mean] [] [2010-10-25 21:41:42] [b98453cac15ba1066b407e146608df68]
- R  D  [One Sample Tests about the Mean] [Smallest type 1 e...] [2011-10-23 09:06:52] [21b3d52ef28595defb5676e0f3570994]
- RMPD    [(Partial) Autocorrelation Function] [Paper 2.3.2] [2011-12-17 16:58:13] [21b3d52ef28595defb5676e0f3570994]
-   P         [(Partial) Autocorrelation Function] [Paper ACF] [2011-12-22 11:32:42] [e048104803f11a6160595af3ccdecef4] [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=159333&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=159333&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159333&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	0.304196	2.4145	0.009337
2	0.250388	1.9874	0.025615
3	0.237906	1.8883	0.031795
4	0.228814	1.8162	0.037052
5	0.382906	3.0392	0.001726
6	0.25048	1.9881	0.025574
7	0.109219	0.8669	0.194643
8	0.15999	1.2699	0.104398
9	0.297913	2.3646	0.010571
10	0.054604	0.4334	0.3331
11	0.041247	0.3274	0.372229
12	-0.003171	-0.0252	0.49
13	0.01041	0.0826	0.467204
14	0.245181	1.9461	0.028055
15	-0.025139	-0.1995	0.421244
16	0.006145	0.0488	0.480626
17	0.074405	0.5906	0.278461
18	0.063946	0.5076	0.306769
19	-0.012452	-0.0988	0.460792
20	-0.072402	-0.5747	0.283778
21	-0.110805	-0.8795	0.191241
22	-0.040282	-0.3197	0.375117
23	0.152421	1.2098	0.115437
24	-0.096984	-0.7698	0.222151
25	-0.108719	-0.8629	0.195724
26	-0.139412	-1.1066	0.136348
27	-0.094783	-0.7523	0.227331
28	-0.060529	-0.4804	0.316291
29	-0.168053	-1.3339	0.093522
30	-0.156011	-1.2383	0.1101
31	-0.157997	-1.2541	0.107226
32	0.007828	0.0621	0.475328
33	-0.069805	-0.5541	0.290749
34	-0.162297	-1.2882	0.101196
35	-0.156064	-1.2387	0.110023
36	-0.17747	-1.4086	0.081931
37	0.002206	0.0175	0.493042
38	-0.066755	-0.5299	0.299038
39	-0.036445	-0.2893	0.386661
40	-0.086672	-0.6879	0.247009
41	-0.061464	-0.4879	0.313674
42	-0.072874	-0.5784	0.282522
43	-0.060252	-0.4782	0.31707
44	-0.088803	-0.7049	0.24175
45	-0.073066	-0.5799	0.282011
46	-0.048024	-0.3812	0.352177
47	-0.109447	-0.8687	0.194151
48	-0.132488	-1.0516	0.148503
49	-0.100993	-0.8016	0.212896
50	-0.102723	-0.8153	0.208975
51	-0.105352	-0.8362	0.2031
52	-0.124815	-0.9907	0.162814
53	-0.134713	-1.0693	0.144518
54	-0.089539	-0.7107	0.239949
55	-0.020172	-0.1601	0.436652
56	-0.001286	-0.0102	0.495945
57	-0.019894	-0.1579	0.437518
58	-0.033088	-0.2626	0.396847
59	0.001755	0.0139	0.494466
60	-0.009754	-0.0774	0.469268

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.304196 & 2.4145 & 0.009337 \tabularnewline
2 & 0.250388 & 1.9874 & 0.025615 \tabularnewline
3 & 0.237906 & 1.8883 & 0.031795 \tabularnewline
4 & 0.228814 & 1.8162 & 0.037052 \tabularnewline
5 & 0.382906 & 3.0392 & 0.001726 \tabularnewline
6 & 0.25048 & 1.9881 & 0.025574 \tabularnewline
7 & 0.109219 & 0.8669 & 0.194643 \tabularnewline
8 & 0.15999 & 1.2699 & 0.104398 \tabularnewline
9 & 0.297913 & 2.3646 & 0.010571 \tabularnewline
10 & 0.054604 & 0.4334 & 0.3331 \tabularnewline
11 & 0.041247 & 0.3274 & 0.372229 \tabularnewline
12 & -0.003171 & -0.0252 & 0.49 \tabularnewline
13 & 0.01041 & 0.0826 & 0.467204 \tabularnewline
14 & 0.245181 & 1.9461 & 0.028055 \tabularnewline
15 & -0.025139 & -0.1995 & 0.421244 \tabularnewline
16 & 0.006145 & 0.0488 & 0.480626 \tabularnewline
17 & 0.074405 & 0.5906 & 0.278461 \tabularnewline
18 & 0.063946 & 0.5076 & 0.306769 \tabularnewline
19 & -0.012452 & -0.0988 & 0.460792 \tabularnewline
20 & -0.072402 & -0.5747 & 0.283778 \tabularnewline
21 & -0.110805 & -0.8795 & 0.191241 \tabularnewline
22 & -0.040282 & -0.3197 & 0.375117 \tabularnewline
23 & 0.152421 & 1.2098 & 0.115437 \tabularnewline
24 & -0.096984 & -0.7698 & 0.222151 \tabularnewline
25 & -0.108719 & -0.8629 & 0.195724 \tabularnewline
26 & -0.139412 & -1.1066 & 0.136348 \tabularnewline
27 & -0.094783 & -0.7523 & 0.227331 \tabularnewline
28 & -0.060529 & -0.4804 & 0.316291 \tabularnewline
29 & -0.168053 & -1.3339 & 0.093522 \tabularnewline
30 & -0.156011 & -1.2383 & 0.1101 \tabularnewline
31 & -0.157997 & -1.2541 & 0.107226 \tabularnewline
32 & 0.007828 & 0.0621 & 0.475328 \tabularnewline
33 & -0.069805 & -0.5541 & 0.290749 \tabularnewline
34 & -0.162297 & -1.2882 & 0.101196 \tabularnewline
35 & -0.156064 & -1.2387 & 0.110023 \tabularnewline
36 & -0.17747 & -1.4086 & 0.081931 \tabularnewline
37 & 0.002206 & 0.0175 & 0.493042 \tabularnewline
38 & -0.066755 & -0.5299 & 0.299038 \tabularnewline
39 & -0.036445 & -0.2893 & 0.386661 \tabularnewline
40 & -0.086672 & -0.6879 & 0.247009 \tabularnewline
41 & -0.061464 & -0.4879 & 0.313674 \tabularnewline
42 & -0.072874 & -0.5784 & 0.282522 \tabularnewline
43 & -0.060252 & -0.4782 & 0.31707 \tabularnewline
44 & -0.088803 & -0.7049 & 0.24175 \tabularnewline
45 & -0.073066 & -0.5799 & 0.282011 \tabularnewline
46 & -0.048024 & -0.3812 & 0.352177 \tabularnewline
47 & -0.109447 & -0.8687 & 0.194151 \tabularnewline
48 & -0.132488 & -1.0516 & 0.148503 \tabularnewline
49 & -0.100993 & -0.8016 & 0.212896 \tabularnewline
50 & -0.102723 & -0.8153 & 0.208975 \tabularnewline
51 & -0.105352 & -0.8362 & 0.2031 \tabularnewline
52 & -0.124815 & -0.9907 & 0.162814 \tabularnewline
53 & -0.134713 & -1.0693 & 0.144518 \tabularnewline
54 & -0.089539 & -0.7107 & 0.239949 \tabularnewline
55 & -0.020172 & -0.1601 & 0.436652 \tabularnewline
56 & -0.001286 & -0.0102 & 0.495945 \tabularnewline
57 & -0.019894 & -0.1579 & 0.437518 \tabularnewline
58 & -0.033088 & -0.2626 & 0.396847 \tabularnewline
59 & 0.001755 & 0.0139 & 0.494466 \tabularnewline
60 & -0.009754 & -0.0774 & 0.469268 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159333&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]0.304196[/C][C]2.4145[/C][C]0.009337[/C][/ROW]
[ROW][C]2[/C][C]0.250388[/C][C]1.9874[/C][C]0.025615[/C][/ROW]
[ROW][C]3[/C][C]0.237906[/C][C]1.8883[/C][C]0.031795[/C][/ROW]
[ROW][C]4[/C][C]0.228814[/C][C]1.8162[/C][C]0.037052[/C][/ROW]
[ROW][C]5[/C][C]0.382906[/C][C]3.0392[/C][C]0.001726[/C][/ROW]
[ROW][C]6[/C][C]0.25048[/C][C]1.9881[/C][C]0.025574[/C][/ROW]
[ROW][C]7[/C][C]0.109219[/C][C]0.8669[/C][C]0.194643[/C][/ROW]
[ROW][C]8[/C][C]0.15999[/C][C]1.2699[/C][C]0.104398[/C][/ROW]
[ROW][C]9[/C][C]0.297913[/C][C]2.3646[/C][C]0.010571[/C][/ROW]
[ROW][C]10[/C][C]0.054604[/C][C]0.4334[/C][C]0.3331[/C][/ROW]
[ROW][C]11[/C][C]0.041247[/C][C]0.3274[/C][C]0.372229[/C][/ROW]
[ROW][C]12[/C][C]-0.003171[/C][C]-0.0252[/C][C]0.49[/C][/ROW]
[ROW][C]13[/C][C]0.01041[/C][C]0.0826[/C][C]0.467204[/C][/ROW]
[ROW][C]14[/C][C]0.245181[/C][C]1.9461[/C][C]0.028055[/C][/ROW]
[ROW][C]15[/C][C]-0.025139[/C][C]-0.1995[/C][C]0.421244[/C][/ROW]
[ROW][C]16[/C][C]0.006145[/C][C]0.0488[/C][C]0.480626[/C][/ROW]
[ROW][C]17[/C][C]0.074405[/C][C]0.5906[/C][C]0.278461[/C][/ROW]
[ROW][C]18[/C][C]0.063946[/C][C]0.5076[/C][C]0.306769[/C][/ROW]
[ROW][C]19[/C][C]-0.012452[/C][C]-0.0988[/C][C]0.460792[/C][/ROW]
[ROW][C]20[/C][C]-0.072402[/C][C]-0.5747[/C][C]0.283778[/C][/ROW]
[ROW][C]21[/C][C]-0.110805[/C][C]-0.8795[/C][C]0.191241[/C][/ROW]
[ROW][C]22[/C][C]-0.040282[/C][C]-0.3197[/C][C]0.375117[/C][/ROW]
[ROW][C]23[/C][C]0.152421[/C][C]1.2098[/C][C]0.115437[/C][/ROW]
[ROW][C]24[/C][C]-0.096984[/C][C]-0.7698[/C][C]0.222151[/C][/ROW]
[ROW][C]25[/C][C]-0.108719[/C][C]-0.8629[/C][C]0.195724[/C][/ROW]
[ROW][C]26[/C][C]-0.139412[/C][C]-1.1066[/C][C]0.136348[/C][/ROW]
[ROW][C]27[/C][C]-0.094783[/C][C]-0.7523[/C][C]0.227331[/C][/ROW]
[ROW][C]28[/C][C]-0.060529[/C][C]-0.4804[/C][C]0.316291[/C][/ROW]
[ROW][C]29[/C][C]-0.168053[/C][C]-1.3339[/C][C]0.093522[/C][/ROW]
[ROW][C]30[/C][C]-0.156011[/C][C]-1.2383[/C][C]0.1101[/C][/ROW]
[ROW][C]31[/C][C]-0.157997[/C][C]-1.2541[/C][C]0.107226[/C][/ROW]
[ROW][C]32[/C][C]0.007828[/C][C]0.0621[/C][C]0.475328[/C][/ROW]
[ROW][C]33[/C][C]-0.069805[/C][C]-0.5541[/C][C]0.290749[/C][/ROW]
[ROW][C]34[/C][C]-0.162297[/C][C]-1.2882[/C][C]0.101196[/C][/ROW]
[ROW][C]35[/C][C]-0.156064[/C][C]-1.2387[/C][C]0.110023[/C][/ROW]
[ROW][C]36[/C][C]-0.17747[/C][C]-1.4086[/C][C]0.081931[/C][/ROW]
[ROW][C]37[/C][C]0.002206[/C][C]0.0175[/C][C]0.493042[/C][/ROW]
[ROW][C]38[/C][C]-0.066755[/C][C]-0.5299[/C][C]0.299038[/C][/ROW]
[ROW][C]39[/C][C]-0.036445[/C][C]-0.2893[/C][C]0.386661[/C][/ROW]
[ROW][C]40[/C][C]-0.086672[/C][C]-0.6879[/C][C]0.247009[/C][/ROW]
[ROW][C]41[/C][C]-0.061464[/C][C]-0.4879[/C][C]0.313674[/C][/ROW]
[ROW][C]42[/C][C]-0.072874[/C][C]-0.5784[/C][C]0.282522[/C][/ROW]
[ROW][C]43[/C][C]-0.060252[/C][C]-0.4782[/C][C]0.31707[/C][/ROW]
[ROW][C]44[/C][C]-0.088803[/C][C]-0.7049[/C][C]0.24175[/C][/ROW]
[ROW][C]45[/C][C]-0.073066[/C][C]-0.5799[/C][C]0.282011[/C][/ROW]
[ROW][C]46[/C][C]-0.048024[/C][C]-0.3812[/C][C]0.352177[/C][/ROW]
[ROW][C]47[/C][C]-0.109447[/C][C]-0.8687[/C][C]0.194151[/C][/ROW]
[ROW][C]48[/C][C]-0.132488[/C][C]-1.0516[/C][C]0.148503[/C][/ROW]
[ROW][C]49[/C][C]-0.100993[/C][C]-0.8016[/C][C]0.212896[/C][/ROW]
[ROW][C]50[/C][C]-0.102723[/C][C]-0.8153[/C][C]0.208975[/C][/ROW]
[ROW][C]51[/C][C]-0.105352[/C][C]-0.8362[/C][C]0.2031[/C][/ROW]
[ROW][C]52[/C][C]-0.124815[/C][C]-0.9907[/C][C]0.162814[/C][/ROW]
[ROW][C]53[/C][C]-0.134713[/C][C]-1.0693[/C][C]0.144518[/C][/ROW]
[ROW][C]54[/C][C]-0.089539[/C][C]-0.7107[/C][C]0.239949[/C][/ROW]
[ROW][C]55[/C][C]-0.020172[/C][C]-0.1601[/C][C]0.436652[/C][/ROW]
[ROW][C]56[/C][C]-0.001286[/C][C]-0.0102[/C][C]0.495945[/C][/ROW]
[ROW][C]57[/C][C]-0.019894[/C][C]-0.1579[/C][C]0.437518[/C][/ROW]
[ROW][C]58[/C][C]-0.033088[/C][C]-0.2626[/C][C]0.396847[/C][/ROW]
[ROW][C]59[/C][C]0.001755[/C][C]0.0139[/C][C]0.494466[/C][/ROW]
[ROW][C]60[/C][C]-0.009754[/C][C]-0.0774[/C][C]0.469268[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159333&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159333&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	0.304196	2.4145	0.009337
2	0.250388	1.9874	0.025615
3	0.237906	1.8883	0.031795
4	0.228814	1.8162	0.037052
5	0.382906	3.0392	0.001726
6	0.25048	1.9881	0.025574
7	0.109219	0.8669	0.194643
8	0.15999	1.2699	0.104398
9	0.297913	2.3646	0.010571
10	0.054604	0.4334	0.3331
11	0.041247	0.3274	0.372229
12	-0.003171	-0.0252	0.49
13	0.01041	0.0826	0.467204
14	0.245181	1.9461	0.028055
15	-0.025139	-0.1995	0.421244
16	0.006145	0.0488	0.480626
17	0.074405	0.5906	0.278461
18	0.063946	0.5076	0.306769
19	-0.012452	-0.0988	0.460792
20	-0.072402	-0.5747	0.283778
21	-0.110805	-0.8795	0.191241
22	-0.040282	-0.3197	0.375117
23	0.152421	1.2098	0.115437
24	-0.096984	-0.7698	0.222151
25	-0.108719	-0.8629	0.195724
26	-0.139412	-1.1066	0.136348
27	-0.094783	-0.7523	0.227331
28	-0.060529	-0.4804	0.316291
29	-0.168053	-1.3339	0.093522
30	-0.156011	-1.2383	0.1101
31	-0.157997	-1.2541	0.107226
32	0.007828	0.0621	0.475328
33	-0.069805	-0.5541	0.290749
34	-0.162297	-1.2882	0.101196
35	-0.156064	-1.2387	0.110023
36	-0.17747	-1.4086	0.081931
37	0.002206	0.0175	0.493042
38	-0.066755	-0.5299	0.299038
39	-0.036445	-0.2893	0.386661
40	-0.086672	-0.6879	0.247009
41	-0.061464	-0.4879	0.313674
42	-0.072874	-0.5784	0.282522
43	-0.060252	-0.4782	0.31707
44	-0.088803	-0.7049	0.24175
45	-0.073066	-0.5799	0.282011
46	-0.048024	-0.3812	0.352177
47	-0.109447	-0.8687	0.194151
48	-0.132488	-1.0516	0.148503
49	-0.100993	-0.8016	0.212896
50	-0.102723	-0.8153	0.208975
51	-0.105352	-0.8362	0.2031
52	-0.124815	-0.9907	0.162814
53	-0.134713	-1.0693	0.144518
54	-0.089539	-0.7107	0.239949
55	-0.020172	-0.1601	0.436652
56	-0.001286	-0.0102	0.495945
57	-0.019894	-0.1579	0.437518
58	-0.033088	-0.2626	0.396847
59	0.001755	0.0139	0.494466
60	-0.009754	-0.0774	0.469268

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.304196	2.4145	0.009337
2	0.173949	1.3807	0.086128
3	0.138718	1.101	0.137533
4	0.113257	0.8989	0.186051
5	0.284551	2.2586	0.013691
6	0.054416	0.4319	0.333641
7	-0.101531	-0.8059	0.211673
8	0.019659	0.156	0.438251
9	0.204788	1.6255	0.054529
10	-0.225183	-1.7873	0.039347
11	-0.126322	-1.0027	0.159932
12	-0.033912	-0.2692	0.394339
13	-0.022314	-0.1771	0.429995
14	0.170423	1.3527	0.090495
15	-0.117086	-0.9293	0.17813
16	0.07431	0.5898	0.278711
17	0.118664	0.9419	0.174929
18	0.005945	0.0472	0.481255
19	-0.159668	-1.2673	0.104851
20	-0.082965	-0.6585	0.256304
21	-0.041325	-0.328	0.371996
22	-0.073591	-0.5841	0.280616
23	0.109041	0.8655	0.195027
24	-0.024219	-0.1922	0.424088
25	-0.052941	-0.4202	0.337881
26	-0.083216	-0.6605	0.255667
27	0.030499	0.2421	0.404752
28	-0.080158	-0.6362	0.263465
29	-0.056716	-0.4502	0.327068
30	-0.000948	-0.0075	0.497011
31	-0.094228	-0.7479	0.228649
32	0.09729	0.7722	0.221437
33	0.107951	0.8568	0.197393
34	-0.076191	-0.6047	0.273759
35	-0.012085	-0.0959	0.461943
36	-0.059065	-0.4688	0.32041
37	0.040769	0.3236	0.373659
38	0.03382	0.2684	0.394618
39	0.066987	0.5317	0.298405
40	-0.05885	-0.4671	0.321019
41	-0.091086	-0.723	0.236187
42	-0.002212	-0.0176	0.493023
43	0.072936	0.5789	0.282357
44	-0.062946	-0.4996	0.309543
45	0.038075	0.3022	0.381744
46	-0.154574	-1.2269	0.112215
47	-0.083288	-0.6611	0.255486
48	-0.050178	-0.3983	0.345886
49	0.011153	0.0885	0.464871
50	-0.02698	-0.2141	0.415562
51	-0.050853	-0.4036	0.343925
52	0.02034	0.1614	0.436129
53	-0.010266	-0.0815	0.467658
54	0.063702	0.5056	0.307444
55	0.012856	0.102	0.459523
56	0.056135	0.4456	0.328723
57	0.042934	0.3408	0.367203
58	0.046994	0.373	0.355199
59	0.034854	0.2766	0.391481
60	-0.10191	-0.8089	0.210814

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.304196 & 2.4145 & 0.009337 \tabularnewline
2 & 0.173949 & 1.3807 & 0.086128 \tabularnewline
3 & 0.138718 & 1.101 & 0.137533 \tabularnewline
4 & 0.113257 & 0.8989 & 0.186051 \tabularnewline
5 & 0.284551 & 2.2586 & 0.013691 \tabularnewline
6 & 0.054416 & 0.4319 & 0.333641 \tabularnewline
7 & -0.101531 & -0.8059 & 0.211673 \tabularnewline
8 & 0.019659 & 0.156 & 0.438251 \tabularnewline
9 & 0.204788 & 1.6255 & 0.054529 \tabularnewline
10 & -0.225183 & -1.7873 & 0.039347 \tabularnewline
11 & -0.126322 & -1.0027 & 0.159932 \tabularnewline
12 & -0.033912 & -0.2692 & 0.394339 \tabularnewline
13 & -0.022314 & -0.1771 & 0.429995 \tabularnewline
14 & 0.170423 & 1.3527 & 0.090495 \tabularnewline
15 & -0.117086 & -0.9293 & 0.17813 \tabularnewline
16 & 0.07431 & 0.5898 & 0.278711 \tabularnewline
17 & 0.118664 & 0.9419 & 0.174929 \tabularnewline
18 & 0.005945 & 0.0472 & 0.481255 \tabularnewline
19 & -0.159668 & -1.2673 & 0.104851 \tabularnewline
20 & -0.082965 & -0.6585 & 0.256304 \tabularnewline
21 & -0.041325 & -0.328 & 0.371996 \tabularnewline
22 & -0.073591 & -0.5841 & 0.280616 \tabularnewline
23 & 0.109041 & 0.8655 & 0.195027 \tabularnewline
24 & -0.024219 & -0.1922 & 0.424088 \tabularnewline
25 & -0.052941 & -0.4202 & 0.337881 \tabularnewline
26 & -0.083216 & -0.6605 & 0.255667 \tabularnewline
27 & 0.030499 & 0.2421 & 0.404752 \tabularnewline
28 & -0.080158 & -0.6362 & 0.263465 \tabularnewline
29 & -0.056716 & -0.4502 & 0.327068 \tabularnewline
30 & -0.000948 & -0.0075 & 0.497011 \tabularnewline
31 & -0.094228 & -0.7479 & 0.228649 \tabularnewline
32 & 0.09729 & 0.7722 & 0.221437 \tabularnewline
33 & 0.107951 & 0.8568 & 0.197393 \tabularnewline
34 & -0.076191 & -0.6047 & 0.273759 \tabularnewline
35 & -0.012085 & -0.0959 & 0.461943 \tabularnewline
36 & -0.059065 & -0.4688 & 0.32041 \tabularnewline
37 & 0.040769 & 0.3236 & 0.373659 \tabularnewline
38 & 0.03382 & 0.2684 & 0.394618 \tabularnewline
39 & 0.066987 & 0.5317 & 0.298405 \tabularnewline
40 & -0.05885 & -0.4671 & 0.321019 \tabularnewline
41 & -0.091086 & -0.723 & 0.236187 \tabularnewline
42 & -0.002212 & -0.0176 & 0.493023 \tabularnewline
43 & 0.072936 & 0.5789 & 0.282357 \tabularnewline
44 & -0.062946 & -0.4996 & 0.309543 \tabularnewline
45 & 0.038075 & 0.3022 & 0.381744 \tabularnewline
46 & -0.154574 & -1.2269 & 0.112215 \tabularnewline
47 & -0.083288 & -0.6611 & 0.255486 \tabularnewline
48 & -0.050178 & -0.3983 & 0.345886 \tabularnewline
49 & 0.011153 & 0.0885 & 0.464871 \tabularnewline
50 & -0.02698 & -0.2141 & 0.415562 \tabularnewline
51 & -0.050853 & -0.4036 & 0.343925 \tabularnewline
52 & 0.02034 & 0.1614 & 0.436129 \tabularnewline
53 & -0.010266 & -0.0815 & 0.467658 \tabularnewline
54 & 0.063702 & 0.5056 & 0.307444 \tabularnewline
55 & 0.012856 & 0.102 & 0.459523 \tabularnewline
56 & 0.056135 & 0.4456 & 0.328723 \tabularnewline
57 & 0.042934 & 0.3408 & 0.367203 \tabularnewline
58 & 0.046994 & 0.373 & 0.355199 \tabularnewline
59 & 0.034854 & 0.2766 & 0.391481 \tabularnewline
60 & -0.10191 & -0.8089 & 0.210814 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159333&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]0.304196[/C][C]2.4145[/C][C]0.009337[/C][/ROW]
[ROW][C]2[/C][C]0.173949[/C][C]1.3807[/C][C]0.086128[/C][/ROW]
[ROW][C]3[/C][C]0.138718[/C][C]1.101[/C][C]0.137533[/C][/ROW]
[ROW][C]4[/C][C]0.113257[/C][C]0.8989[/C][C]0.186051[/C][/ROW]
[ROW][C]5[/C][C]0.284551[/C][C]2.2586[/C][C]0.013691[/C][/ROW]
[ROW][C]6[/C][C]0.054416[/C][C]0.4319[/C][C]0.333641[/C][/ROW]
[ROW][C]7[/C][C]-0.101531[/C][C]-0.8059[/C][C]0.211673[/C][/ROW]
[ROW][C]8[/C][C]0.019659[/C][C]0.156[/C][C]0.438251[/C][/ROW]
[ROW][C]9[/C][C]0.204788[/C][C]1.6255[/C][C]0.054529[/C][/ROW]
[ROW][C]10[/C][C]-0.225183[/C][C]-1.7873[/C][C]0.039347[/C][/ROW]
[ROW][C]11[/C][C]-0.126322[/C][C]-1.0027[/C][C]0.159932[/C][/ROW]
[ROW][C]12[/C][C]-0.033912[/C][C]-0.2692[/C][C]0.394339[/C][/ROW]
[ROW][C]13[/C][C]-0.022314[/C][C]-0.1771[/C][C]0.429995[/C][/ROW]
[ROW][C]14[/C][C]0.170423[/C][C]1.3527[/C][C]0.090495[/C][/ROW]
[ROW][C]15[/C][C]-0.117086[/C][C]-0.9293[/C][C]0.17813[/C][/ROW]
[ROW][C]16[/C][C]0.07431[/C][C]0.5898[/C][C]0.278711[/C][/ROW]
[ROW][C]17[/C][C]0.118664[/C][C]0.9419[/C][C]0.174929[/C][/ROW]
[ROW][C]18[/C][C]0.005945[/C][C]0.0472[/C][C]0.481255[/C][/ROW]
[ROW][C]19[/C][C]-0.159668[/C][C]-1.2673[/C][C]0.104851[/C][/ROW]
[ROW][C]20[/C][C]-0.082965[/C][C]-0.6585[/C][C]0.256304[/C][/ROW]
[ROW][C]21[/C][C]-0.041325[/C][C]-0.328[/C][C]0.371996[/C][/ROW]
[ROW][C]22[/C][C]-0.073591[/C][C]-0.5841[/C][C]0.280616[/C][/ROW]
[ROW][C]23[/C][C]0.109041[/C][C]0.8655[/C][C]0.195027[/C][/ROW]
[ROW][C]24[/C][C]-0.024219[/C][C]-0.1922[/C][C]0.424088[/C][/ROW]
[ROW][C]25[/C][C]-0.052941[/C][C]-0.4202[/C][C]0.337881[/C][/ROW]
[ROW][C]26[/C][C]-0.083216[/C][C]-0.6605[/C][C]0.255667[/C][/ROW]
[ROW][C]27[/C][C]0.030499[/C][C]0.2421[/C][C]0.404752[/C][/ROW]
[ROW][C]28[/C][C]-0.080158[/C][C]-0.6362[/C][C]0.263465[/C][/ROW]
[ROW][C]29[/C][C]-0.056716[/C][C]-0.4502[/C][C]0.327068[/C][/ROW]
[ROW][C]30[/C][C]-0.000948[/C][C]-0.0075[/C][C]0.497011[/C][/ROW]
[ROW][C]31[/C][C]-0.094228[/C][C]-0.7479[/C][C]0.228649[/C][/ROW]
[ROW][C]32[/C][C]0.09729[/C][C]0.7722[/C][C]0.221437[/C][/ROW]
[ROW][C]33[/C][C]0.107951[/C][C]0.8568[/C][C]0.197393[/C][/ROW]
[ROW][C]34[/C][C]-0.076191[/C][C]-0.6047[/C][C]0.273759[/C][/ROW]
[ROW][C]35[/C][C]-0.012085[/C][C]-0.0959[/C][C]0.461943[/C][/ROW]
[ROW][C]36[/C][C]-0.059065[/C][C]-0.4688[/C][C]0.32041[/C][/ROW]
[ROW][C]37[/C][C]0.040769[/C][C]0.3236[/C][C]0.373659[/C][/ROW]
[ROW][C]38[/C][C]0.03382[/C][C]0.2684[/C][C]0.394618[/C][/ROW]
[ROW][C]39[/C][C]0.066987[/C][C]0.5317[/C][C]0.298405[/C][/ROW]
[ROW][C]40[/C][C]-0.05885[/C][C]-0.4671[/C][C]0.321019[/C][/ROW]
[ROW][C]41[/C][C]-0.091086[/C][C]-0.723[/C][C]0.236187[/C][/ROW]
[ROW][C]42[/C][C]-0.002212[/C][C]-0.0176[/C][C]0.493023[/C][/ROW]
[ROW][C]43[/C][C]0.072936[/C][C]0.5789[/C][C]0.282357[/C][/ROW]
[ROW][C]44[/C][C]-0.062946[/C][C]-0.4996[/C][C]0.309543[/C][/ROW]
[ROW][C]45[/C][C]0.038075[/C][C]0.3022[/C][C]0.381744[/C][/ROW]
[ROW][C]46[/C][C]-0.154574[/C][C]-1.2269[/C][C]0.112215[/C][/ROW]
[ROW][C]47[/C][C]-0.083288[/C][C]-0.6611[/C][C]0.255486[/C][/ROW]
[ROW][C]48[/C][C]-0.050178[/C][C]-0.3983[/C][C]0.345886[/C][/ROW]
[ROW][C]49[/C][C]0.011153[/C][C]0.0885[/C][C]0.464871[/C][/ROW]
[ROW][C]50[/C][C]-0.02698[/C][C]-0.2141[/C][C]0.415562[/C][/ROW]
[ROW][C]51[/C][C]-0.050853[/C][C]-0.4036[/C][C]0.343925[/C][/ROW]
[ROW][C]52[/C][C]0.02034[/C][C]0.1614[/C][C]0.436129[/C][/ROW]
[ROW][C]53[/C][C]-0.010266[/C][C]-0.0815[/C][C]0.467658[/C][/ROW]
[ROW][C]54[/C][C]0.063702[/C][C]0.5056[/C][C]0.307444[/C][/ROW]
[ROW][C]55[/C][C]0.012856[/C][C]0.102[/C][C]0.459523[/C][/ROW]
[ROW][C]56[/C][C]0.056135[/C][C]0.4456[/C][C]0.328723[/C][/ROW]
[ROW][C]57[/C][C]0.042934[/C][C]0.3408[/C][C]0.367203[/C][/ROW]
[ROW][C]58[/C][C]0.046994[/C][C]0.373[/C][C]0.355199[/C][/ROW]
[ROW][C]59[/C][C]0.034854[/C][C]0.2766[/C][C]0.391481[/C][/ROW]
[ROW][C]60[/C][C]-0.10191[/C][C]-0.8089[/C][C]0.210814[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159333&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159333&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	0.304196	2.4145	0.009337
2	0.173949	1.3807	0.086128
3	0.138718	1.101	0.137533
4	0.113257	0.8989	0.186051
5	0.284551	2.2586	0.013691
6	0.054416	0.4319	0.333641
7	-0.101531	-0.8059	0.211673
8	0.019659	0.156	0.438251
9	0.204788	1.6255	0.054529
10	-0.225183	-1.7873	0.039347
11	-0.126322	-1.0027	0.159932
12	-0.033912	-0.2692	0.394339
13	-0.022314	-0.1771	0.429995
14	0.170423	1.3527	0.090495
15	-0.117086	-0.9293	0.17813
16	0.07431	0.5898	0.278711
17	0.118664	0.9419	0.174929
18	0.005945	0.0472	0.481255
19	-0.159668	-1.2673	0.104851
20	-0.082965	-0.6585	0.256304
21	-0.041325	-0.328	0.371996
22	-0.073591	-0.5841	0.280616
23	0.109041	0.8655	0.195027
24	-0.024219	-0.1922	0.424088
25	-0.052941	-0.4202	0.337881
26	-0.083216	-0.6605	0.255667
27	0.030499	0.2421	0.404752
28	-0.080158	-0.6362	0.263465
29	-0.056716	-0.4502	0.327068
30	-0.000948	-0.0075	0.497011
31	-0.094228	-0.7479	0.228649
32	0.09729	0.7722	0.221437
33	0.107951	0.8568	0.197393
34	-0.076191	-0.6047	0.273759
35	-0.012085	-0.0959	0.461943
36	-0.059065	-0.4688	0.32041
37	0.040769	0.3236	0.373659
38	0.03382	0.2684	0.394618
39	0.066987	0.5317	0.298405
40	-0.05885	-0.4671	0.321019
41	-0.091086	-0.723	0.236187
42	-0.002212	-0.0176	0.493023
43	0.072936	0.5789	0.282357
44	-0.062946	-0.4996	0.309543
45	0.038075	0.3022	0.381744
46	-0.154574	-1.2269	0.112215
47	-0.083288	-0.6611	0.255486
48	-0.050178	-0.3983	0.345886
49	0.011153	0.0885	0.464871
50	-0.02698	-0.2141	0.415562
51	-0.050853	-0.4036	0.343925
52	0.02034	0.1614	0.436129
53	-0.010266	-0.0815	0.467658
54	0.063702	0.5056	0.307444
55	0.012856	0.102	0.459523
56	0.056135	0.4456	0.328723
57	0.042934	0.3408	0.367203
58	0.046994	0.373	0.355199
59	0.034854	0.2766	0.391481
60	-0.10191	-0.8089	0.210814

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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