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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 20 Dec 2008 07:10:57 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/20/t1229782318vxn7omctlgckwd8.htm/, Retrieved Sat, 18 May 2024 11:49:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35378, Retrieved Sat, 18 May 2024 11:49:47 +0000

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Estimated Impact

229

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

-     [Standard Deviation-Mean Plot] [tinneke_debock.pa...] [2008-12-18 18:24:23] [f9c5a49917ff87aeb076072f2749ef70]
- RMPD  [(Partial) Autocorrelation Function] [tinneke_debock.pa...] [2008-12-18 19:00:06] [f9c5a49917ff87aeb076072f2749ef70]
-   PD    [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:30:17] [fdc296cbeb5d8064cb0dbd634c3fdc55]
-    D      [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:33:45] [fdc296cbeb5d8064cb0dbd634c3fdc55]
-   PD        [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:44:19] [fdc296cbeb5d8064cb0dbd634c3fdc55]
-   P           [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:47:25] [fdc296cbeb5d8064cb0dbd634c3fdc55]
-   P               [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-20 14:10:57] [e221948dd14811c7d88a6530ac2a8702] [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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35378&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35378&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35378&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.511736	-4.5771	9e-06
2	-0.034809	-0.3113	0.378176
3	0.174794	1.5634	0.060953
4	-0.197904	-1.7701	0.040259
5	0.059469	0.5319	0.298131
6	0.188979	1.6903	0.047434
7	-0.278463	-2.4906	0.007411
8	0.034223	0.3061	0.380162
9	0.271812	2.4312	0.008643
10	-0.245085	-2.1921	0.015639
11	0.095168	0.8512	0.198597
12	0.000363	0.0032	0.498708
13	-0.197268	-1.7644	0.040739
14	0.202654	1.8126	0.036823
15	-0.001378	-0.0123	0.495098
16	-0.212654	-1.902	0.030383
17	0.278637	2.4922	0.007381
18	-0.060063	-0.5372	0.296304
19	-0.153201	-1.3703	0.087217
20	0.11322	1.0127	0.157135
21	0.001656	0.0148	0.494108
22	-0.164886	-1.4748	0.072098
23	0.375456	3.3582	0.000602
24	-0.334768	-2.9943	0.00183
25	0.046872	0.4192	0.338083
26	0.074822	0.6692	0.252638
27	0.021502	0.1923	0.423988
28	-0.085196	-0.762	0.224145
29	0.070811	0.6334	0.264156
30	-0.090215	-0.8069	0.211056
31	0.025716	0.23	0.409334
32	0.184626	1.6513	0.051294
33	-0.209077	-1.87	0.032568
34	0.021556	0.1928	0.423799
35	0.066303	0.593	0.277415
36	-0.096728	-0.8652	0.194768
37	0.137956	1.2339	0.110424
38	0.011814	0.1057	0.458056
39	-0.160337	-1.4341	0.077721
40	0.127118	1.137	0.12947
41	-0.025899	-0.2317	0.408701
42	-0.080609	-0.721	0.236508
43	0.059725	0.5342	0.297345
44	0.064436	0.5763	0.283005
45	-0.182217	-1.6298	0.053538
46	0.227352	2.0335	0.022659
47	-0.087854	-0.7858	0.217156
48	-0.083764	-0.7492	0.227966
49	0.109534	0.9797	0.165092
50	-0.042651	-0.3815	0.351929
51	-0.125301	-1.1207	0.132878
52	0.211455	1.8913	0.031101
53	-0.122466	-1.0954	0.138322
54	0.006632	0.0593	0.476424
55	0.140658	1.2581	0.106011
56	-0.19408	-1.7359	0.043215
57	0.04847	0.4335	0.332897
58	0.053983	0.4828	0.315265
59	-0.082876	-0.7413	0.230351
60	0.053345	0.4771	0.317283

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.511736 & -4.5771 & 9e-06 \tabularnewline
2 & -0.034809 & -0.3113 & 0.378176 \tabularnewline
3 & 0.174794 & 1.5634 & 0.060953 \tabularnewline
4 & -0.197904 & -1.7701 & 0.040259 \tabularnewline
5 & 0.059469 & 0.5319 & 0.298131 \tabularnewline
6 & 0.188979 & 1.6903 & 0.047434 \tabularnewline
7 & -0.278463 & -2.4906 & 0.007411 \tabularnewline
8 & 0.034223 & 0.3061 & 0.380162 \tabularnewline
9 & 0.271812 & 2.4312 & 0.008643 \tabularnewline
10 & -0.245085 & -2.1921 & 0.015639 \tabularnewline
11 & 0.095168 & 0.8512 & 0.198597 \tabularnewline
12 & 0.000363 & 0.0032 & 0.498708 \tabularnewline
13 & -0.197268 & -1.7644 & 0.040739 \tabularnewline
14 & 0.202654 & 1.8126 & 0.036823 \tabularnewline
15 & -0.001378 & -0.0123 & 0.495098 \tabularnewline
16 & -0.212654 & -1.902 & 0.030383 \tabularnewline
17 & 0.278637 & 2.4922 & 0.007381 \tabularnewline
18 & -0.060063 & -0.5372 & 0.296304 \tabularnewline
19 & -0.153201 & -1.3703 & 0.087217 \tabularnewline
20 & 0.11322 & 1.0127 & 0.157135 \tabularnewline
21 & 0.001656 & 0.0148 & 0.494108 \tabularnewline
22 & -0.164886 & -1.4748 & 0.072098 \tabularnewline
23 & 0.375456 & 3.3582 & 0.000602 \tabularnewline
24 & -0.334768 & -2.9943 & 0.00183 \tabularnewline
25 & 0.046872 & 0.4192 & 0.338083 \tabularnewline
26 & 0.074822 & 0.6692 & 0.252638 \tabularnewline
27 & 0.021502 & 0.1923 & 0.423988 \tabularnewline
28 & -0.085196 & -0.762 & 0.224145 \tabularnewline
29 & 0.070811 & 0.6334 & 0.264156 \tabularnewline
30 & -0.090215 & -0.8069 & 0.211056 \tabularnewline
31 & 0.025716 & 0.23 & 0.409334 \tabularnewline
32 & 0.184626 & 1.6513 & 0.051294 \tabularnewline
33 & -0.209077 & -1.87 & 0.032568 \tabularnewline
34 & 0.021556 & 0.1928 & 0.423799 \tabularnewline
35 & 0.066303 & 0.593 & 0.277415 \tabularnewline
36 & -0.096728 & -0.8652 & 0.194768 \tabularnewline
37 & 0.137956 & 1.2339 & 0.110424 \tabularnewline
38 & 0.011814 & 0.1057 & 0.458056 \tabularnewline
39 & -0.160337 & -1.4341 & 0.077721 \tabularnewline
40 & 0.127118 & 1.137 & 0.12947 \tabularnewline
41 & -0.025899 & -0.2317 & 0.408701 \tabularnewline
42 & -0.080609 & -0.721 & 0.236508 \tabularnewline
43 & 0.059725 & 0.5342 & 0.297345 \tabularnewline
44 & 0.064436 & 0.5763 & 0.283005 \tabularnewline
45 & -0.182217 & -1.6298 & 0.053538 \tabularnewline
46 & 0.227352 & 2.0335 & 0.022659 \tabularnewline
47 & -0.087854 & -0.7858 & 0.217156 \tabularnewline
48 & -0.083764 & -0.7492 & 0.227966 \tabularnewline
49 & 0.109534 & 0.9797 & 0.165092 \tabularnewline
50 & -0.042651 & -0.3815 & 0.351929 \tabularnewline
51 & -0.125301 & -1.1207 & 0.132878 \tabularnewline
52 & 0.211455 & 1.8913 & 0.031101 \tabularnewline
53 & -0.122466 & -1.0954 & 0.138322 \tabularnewline
54 & 0.006632 & 0.0593 & 0.476424 \tabularnewline
55 & 0.140658 & 1.2581 & 0.106011 \tabularnewline
56 & -0.19408 & -1.7359 & 0.043215 \tabularnewline
57 & 0.04847 & 0.4335 & 0.332897 \tabularnewline
58 & 0.053983 & 0.4828 & 0.315265 \tabularnewline
59 & -0.082876 & -0.7413 & 0.230351 \tabularnewline
60 & 0.053345 & 0.4771 & 0.317283 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35378&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]-0.511736[/C][C]-4.5771[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.034809[/C][C]-0.3113[/C][C]0.378176[/C][/ROW]
[ROW][C]3[/C][C]0.174794[/C][C]1.5634[/C][C]0.060953[/C][/ROW]
[ROW][C]4[/C][C]-0.197904[/C][C]-1.7701[/C][C]0.040259[/C][/ROW]
[ROW][C]5[/C][C]0.059469[/C][C]0.5319[/C][C]0.298131[/C][/ROW]
[ROW][C]6[/C][C]0.188979[/C][C]1.6903[/C][C]0.047434[/C][/ROW]
[ROW][C]7[/C][C]-0.278463[/C][C]-2.4906[/C][C]0.007411[/C][/ROW]
[ROW][C]8[/C][C]0.034223[/C][C]0.3061[/C][C]0.380162[/C][/ROW]
[ROW][C]9[/C][C]0.271812[/C][C]2.4312[/C][C]0.008643[/C][/ROW]
[ROW][C]10[/C][C]-0.245085[/C][C]-2.1921[/C][C]0.015639[/C][/ROW]
[ROW][C]11[/C][C]0.095168[/C][C]0.8512[/C][C]0.198597[/C][/ROW]
[ROW][C]12[/C][C]0.000363[/C][C]0.0032[/C][C]0.498708[/C][/ROW]
[ROW][C]13[/C][C]-0.197268[/C][C]-1.7644[/C][C]0.040739[/C][/ROW]
[ROW][C]14[/C][C]0.202654[/C][C]1.8126[/C][C]0.036823[/C][/ROW]
[ROW][C]15[/C][C]-0.001378[/C][C]-0.0123[/C][C]0.495098[/C][/ROW]
[ROW][C]16[/C][C]-0.212654[/C][C]-1.902[/C][C]0.030383[/C][/ROW]
[ROW][C]17[/C][C]0.278637[/C][C]2.4922[/C][C]0.007381[/C][/ROW]
[ROW][C]18[/C][C]-0.060063[/C][C]-0.5372[/C][C]0.296304[/C][/ROW]
[ROW][C]19[/C][C]-0.153201[/C][C]-1.3703[/C][C]0.087217[/C][/ROW]
[ROW][C]20[/C][C]0.11322[/C][C]1.0127[/C][C]0.157135[/C][/ROW]
[ROW][C]21[/C][C]0.001656[/C][C]0.0148[/C][C]0.494108[/C][/ROW]
[ROW][C]22[/C][C]-0.164886[/C][C]-1.4748[/C][C]0.072098[/C][/ROW]
[ROW][C]23[/C][C]0.375456[/C][C]3.3582[/C][C]0.000602[/C][/ROW]
[ROW][C]24[/C][C]-0.334768[/C][C]-2.9943[/C][C]0.00183[/C][/ROW]
[ROW][C]25[/C][C]0.046872[/C][C]0.4192[/C][C]0.338083[/C][/ROW]
[ROW][C]26[/C][C]0.074822[/C][C]0.6692[/C][C]0.252638[/C][/ROW]
[ROW][C]27[/C][C]0.021502[/C][C]0.1923[/C][C]0.423988[/C][/ROW]
[ROW][C]28[/C][C]-0.085196[/C][C]-0.762[/C][C]0.224145[/C][/ROW]
[ROW][C]29[/C][C]0.070811[/C][C]0.6334[/C][C]0.264156[/C][/ROW]
[ROW][C]30[/C][C]-0.090215[/C][C]-0.8069[/C][C]0.211056[/C][/ROW]
[ROW][C]31[/C][C]0.025716[/C][C]0.23[/C][C]0.409334[/C][/ROW]
[ROW][C]32[/C][C]0.184626[/C][C]1.6513[/C][C]0.051294[/C][/ROW]
[ROW][C]33[/C][C]-0.209077[/C][C]-1.87[/C][C]0.032568[/C][/ROW]
[ROW][C]34[/C][C]0.021556[/C][C]0.1928[/C][C]0.423799[/C][/ROW]
[ROW][C]35[/C][C]0.066303[/C][C]0.593[/C][C]0.277415[/C][/ROW]
[ROW][C]36[/C][C]-0.096728[/C][C]-0.8652[/C][C]0.194768[/C][/ROW]
[ROW][C]37[/C][C]0.137956[/C][C]1.2339[/C][C]0.110424[/C][/ROW]
[ROW][C]38[/C][C]0.011814[/C][C]0.1057[/C][C]0.458056[/C][/ROW]
[ROW][C]39[/C][C]-0.160337[/C][C]-1.4341[/C][C]0.077721[/C][/ROW]
[ROW][C]40[/C][C]0.127118[/C][C]1.137[/C][C]0.12947[/C][/ROW]
[ROW][C]41[/C][C]-0.025899[/C][C]-0.2317[/C][C]0.408701[/C][/ROW]
[ROW][C]42[/C][C]-0.080609[/C][C]-0.721[/C][C]0.236508[/C][/ROW]
[ROW][C]43[/C][C]0.059725[/C][C]0.5342[/C][C]0.297345[/C][/ROW]
[ROW][C]44[/C][C]0.064436[/C][C]0.5763[/C][C]0.283005[/C][/ROW]
[ROW][C]45[/C][C]-0.182217[/C][C]-1.6298[/C][C]0.053538[/C][/ROW]
[ROW][C]46[/C][C]0.227352[/C][C]2.0335[/C][C]0.022659[/C][/ROW]
[ROW][C]47[/C][C]-0.087854[/C][C]-0.7858[/C][C]0.217156[/C][/ROW]
[ROW][C]48[/C][C]-0.083764[/C][C]-0.7492[/C][C]0.227966[/C][/ROW]
[ROW][C]49[/C][C]0.109534[/C][C]0.9797[/C][C]0.165092[/C][/ROW]
[ROW][C]50[/C][C]-0.042651[/C][C]-0.3815[/C][C]0.351929[/C][/ROW]
[ROW][C]51[/C][C]-0.125301[/C][C]-1.1207[/C][C]0.132878[/C][/ROW]
[ROW][C]52[/C][C]0.211455[/C][C]1.8913[/C][C]0.031101[/C][/ROW]
[ROW][C]53[/C][C]-0.122466[/C][C]-1.0954[/C][C]0.138322[/C][/ROW]
[ROW][C]54[/C][C]0.006632[/C][C]0.0593[/C][C]0.476424[/C][/ROW]
[ROW][C]55[/C][C]0.140658[/C][C]1.2581[/C][C]0.106011[/C][/ROW]
[ROW][C]56[/C][C]-0.19408[/C][C]-1.7359[/C][C]0.043215[/C][/ROW]
[ROW][C]57[/C][C]0.04847[/C][C]0.4335[/C][C]0.332897[/C][/ROW]
[ROW][C]58[/C][C]0.053983[/C][C]0.4828[/C][C]0.315265[/C][/ROW]
[ROW][C]59[/C][C]-0.082876[/C][C]-0.7413[/C][C]0.230351[/C][/ROW]
[ROW][C]60[/C][C]0.053345[/C][C]0.4771[/C][C]0.317283[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35378&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35378&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	-0.511736	-4.5771	9e-06
2	-0.034809	-0.3113	0.378176
3	0.174794	1.5634	0.060953
4	-0.197904	-1.7701	0.040259
5	0.059469	0.5319	0.298131
6	0.188979	1.6903	0.047434
7	-0.278463	-2.4906	0.007411
8	0.034223	0.3061	0.380162
9	0.271812	2.4312	0.008643
10	-0.245085	-2.1921	0.015639
11	0.095168	0.8512	0.198597
12	0.000363	0.0032	0.498708
13	-0.197268	-1.7644	0.040739
14	0.202654	1.8126	0.036823
15	-0.001378	-0.0123	0.495098
16	-0.212654	-1.902	0.030383
17	0.278637	2.4922	0.007381
18	-0.060063	-0.5372	0.296304
19	-0.153201	-1.3703	0.087217
20	0.11322	1.0127	0.157135
21	0.001656	0.0148	0.494108
22	-0.164886	-1.4748	0.072098
23	0.375456	3.3582	0.000602
24	-0.334768	-2.9943	0.00183
25	0.046872	0.4192	0.338083
26	0.074822	0.6692	0.252638
27	0.021502	0.1923	0.423988
28	-0.085196	-0.762	0.224145
29	0.070811	0.6334	0.264156
30	-0.090215	-0.8069	0.211056
31	0.025716	0.23	0.409334
32	0.184626	1.6513	0.051294
33	-0.209077	-1.87	0.032568
34	0.021556	0.1928	0.423799
35	0.066303	0.593	0.277415
36	-0.096728	-0.8652	0.194768
37	0.137956	1.2339	0.110424
38	0.011814	0.1057	0.458056
39	-0.160337	-1.4341	0.077721
40	0.127118	1.137	0.12947
41	-0.025899	-0.2317	0.408701
42	-0.080609	-0.721	0.236508
43	0.059725	0.5342	0.297345
44	0.064436	0.5763	0.283005
45	-0.182217	-1.6298	0.053538
46	0.227352	2.0335	0.022659
47	-0.087854	-0.7858	0.217156
48	-0.083764	-0.7492	0.227966
49	0.109534	0.9797	0.165092
50	-0.042651	-0.3815	0.351929
51	-0.125301	-1.1207	0.132878
52	0.211455	1.8913	0.031101
53	-0.122466	-1.0954	0.138322
54	0.006632	0.0593	0.476424
55	0.140658	1.2581	0.106011
56	-0.19408	-1.7359	0.043215
57	0.04847	0.4335	0.332897
58	0.053983	0.4828	0.315265
59	-0.082876	-0.7413	0.230351
60	0.053345	0.4771	0.317283

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.511736	-4.5771	9e-06
2	-0.40194	-3.5951	0.00028
3	-0.090271	-0.8074	0.210914
4	-0.209505	-1.8739	0.0323
5	-0.188481	-1.6858	0.047863
6	0.122723	1.0977	0.137821
7	-0.086977	-0.7779	0.219448
8	-0.240523	-2.1513	0.017235
9	0.141344	1.2642	0.104912
10	0.103783	0.9283	0.178031
11	0.055013	0.4921	0.312015
12	-0.014635	-0.1309	0.448093
13	-0.157186	-1.4059	0.081811
14	-0.099135	-0.8867	0.188952
15	-0.079382	-0.71	0.239879
16	-0.214925	-1.9223	0.029061
17	0.048595	0.4346	0.332495
18	0.147573	1.3199	0.095311
19	-0.018345	-0.1641	0.43504
20	-0.191908	-1.7165	0.044972
21	0.036947	0.3305	0.370956
22	-0.075278	-0.6733	0.251346
23	0.223288	1.9971	0.024605
24	-0.015586	-0.1394	0.444742
25	-0.000409	-0.0037	0.498544
26	-0.2805	-2.5089	0.007066
27	-0.016161	-0.1445	0.442717
28	-0.056224	-0.5029	0.308215
29	-0.006467	-0.0578	0.477008
30	0.037595	0.3363	0.368777
31	0.004158	0.0372	0.485212
32	-0.014846	-0.1328	0.447349
33	0.019755	0.1767	0.430097
34	-0.05178	-0.4631	0.322262
35	0.04172	0.3732	0.355011
36	-0.044427	-0.3974	0.346078
37	0.087256	0.7804	0.218718
38	0.07045	0.6301	0.265204
39	0.054727	0.4895	0.312917
40	-0.084236	-0.7534	0.226701
41	-0.083783	-0.7494	0.227914
42	-0.068247	-0.6104	0.271658
43	-0.008143	-0.0728	0.471059
44	0.049519	0.4429	0.329513
45	-0.026131	-0.2337	0.407897
46	-0.031428	-0.2811	0.389679
47	0.121817	1.0896	0.139588
48	-0.047909	-0.4285	0.334715
49	0.016683	0.1492	0.440879
50	-0.004187	-0.0375	0.48511
51	-0.017563	-0.1571	0.437785
52	0.014936	0.1336	0.447029
53	-0.054771	-0.4899	0.312777
54	-0.074735	-0.6684	0.252886
55	-0.025952	-0.2321	0.408517
56	-0.008692	-0.0777	0.469115
57	0.038874	0.3477	0.36449
58	-0.077802	-0.6959	0.244259
59	-0.023654	-0.2116	0.41649
60	-0.071341	-0.6381	0.262617

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.511736 & -4.5771 & 9e-06 \tabularnewline
2 & -0.40194 & -3.5951 & 0.00028 \tabularnewline
3 & -0.090271 & -0.8074 & 0.210914 \tabularnewline
4 & -0.209505 & -1.8739 & 0.0323 \tabularnewline
5 & -0.188481 & -1.6858 & 0.047863 \tabularnewline
6 & 0.122723 & 1.0977 & 0.137821 \tabularnewline
7 & -0.086977 & -0.7779 & 0.219448 \tabularnewline
8 & -0.240523 & -2.1513 & 0.017235 \tabularnewline
9 & 0.141344 & 1.2642 & 0.104912 \tabularnewline
10 & 0.103783 & 0.9283 & 0.178031 \tabularnewline
11 & 0.055013 & 0.4921 & 0.312015 \tabularnewline
12 & -0.014635 & -0.1309 & 0.448093 \tabularnewline
13 & -0.157186 & -1.4059 & 0.081811 \tabularnewline
14 & -0.099135 & -0.8867 & 0.188952 \tabularnewline
15 & -0.079382 & -0.71 & 0.239879 \tabularnewline
16 & -0.214925 & -1.9223 & 0.029061 \tabularnewline
17 & 0.048595 & 0.4346 & 0.332495 \tabularnewline
18 & 0.147573 & 1.3199 & 0.095311 \tabularnewline
19 & -0.018345 & -0.1641 & 0.43504 \tabularnewline
20 & -0.191908 & -1.7165 & 0.044972 \tabularnewline
21 & 0.036947 & 0.3305 & 0.370956 \tabularnewline
22 & -0.075278 & -0.6733 & 0.251346 \tabularnewline
23 & 0.223288 & 1.9971 & 0.024605 \tabularnewline
24 & -0.015586 & -0.1394 & 0.444742 \tabularnewline
25 & -0.000409 & -0.0037 & 0.498544 \tabularnewline
26 & -0.2805 & -2.5089 & 0.007066 \tabularnewline
27 & -0.016161 & -0.1445 & 0.442717 \tabularnewline
28 & -0.056224 & -0.5029 & 0.308215 \tabularnewline
29 & -0.006467 & -0.0578 & 0.477008 \tabularnewline
30 & 0.037595 & 0.3363 & 0.368777 \tabularnewline
31 & 0.004158 & 0.0372 & 0.485212 \tabularnewline
32 & -0.014846 & -0.1328 & 0.447349 \tabularnewline
33 & 0.019755 & 0.1767 & 0.430097 \tabularnewline
34 & -0.05178 & -0.4631 & 0.322262 \tabularnewline
35 & 0.04172 & 0.3732 & 0.355011 \tabularnewline
36 & -0.044427 & -0.3974 & 0.346078 \tabularnewline
37 & 0.087256 & 0.7804 & 0.218718 \tabularnewline
38 & 0.07045 & 0.6301 & 0.265204 \tabularnewline
39 & 0.054727 & 0.4895 & 0.312917 \tabularnewline
40 & -0.084236 & -0.7534 & 0.226701 \tabularnewline
41 & -0.083783 & -0.7494 & 0.227914 \tabularnewline
42 & -0.068247 & -0.6104 & 0.271658 \tabularnewline
43 & -0.008143 & -0.0728 & 0.471059 \tabularnewline
44 & 0.049519 & 0.4429 & 0.329513 \tabularnewline
45 & -0.026131 & -0.2337 & 0.407897 \tabularnewline
46 & -0.031428 & -0.2811 & 0.389679 \tabularnewline
47 & 0.121817 & 1.0896 & 0.139588 \tabularnewline
48 & -0.047909 & -0.4285 & 0.334715 \tabularnewline
49 & 0.016683 & 0.1492 & 0.440879 \tabularnewline
50 & -0.004187 & -0.0375 & 0.48511 \tabularnewline
51 & -0.017563 & -0.1571 & 0.437785 \tabularnewline
52 & 0.014936 & 0.1336 & 0.447029 \tabularnewline
53 & -0.054771 & -0.4899 & 0.312777 \tabularnewline
54 & -0.074735 & -0.6684 & 0.252886 \tabularnewline
55 & -0.025952 & -0.2321 & 0.408517 \tabularnewline
56 & -0.008692 & -0.0777 & 0.469115 \tabularnewline
57 & 0.038874 & 0.3477 & 0.36449 \tabularnewline
58 & -0.077802 & -0.6959 & 0.244259 \tabularnewline
59 & -0.023654 & -0.2116 & 0.41649 \tabularnewline
60 & -0.071341 & -0.6381 & 0.262617 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35378&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]-0.511736[/C][C]-4.5771[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.40194[/C][C]-3.5951[/C][C]0.00028[/C][/ROW]
[ROW][C]3[/C][C]-0.090271[/C][C]-0.8074[/C][C]0.210914[/C][/ROW]
[ROW][C]4[/C][C]-0.209505[/C][C]-1.8739[/C][C]0.0323[/C][/ROW]
[ROW][C]5[/C][C]-0.188481[/C][C]-1.6858[/C][C]0.047863[/C][/ROW]
[ROW][C]6[/C][C]0.122723[/C][C]1.0977[/C][C]0.137821[/C][/ROW]
[ROW][C]7[/C][C]-0.086977[/C][C]-0.7779[/C][C]0.219448[/C][/ROW]
[ROW][C]8[/C][C]-0.240523[/C][C]-2.1513[/C][C]0.017235[/C][/ROW]
[ROW][C]9[/C][C]0.141344[/C][C]1.2642[/C][C]0.104912[/C][/ROW]
[ROW][C]10[/C][C]0.103783[/C][C]0.9283[/C][C]0.178031[/C][/ROW]
[ROW][C]11[/C][C]0.055013[/C][C]0.4921[/C][C]0.312015[/C][/ROW]
[ROW][C]12[/C][C]-0.014635[/C][C]-0.1309[/C][C]0.448093[/C][/ROW]
[ROW][C]13[/C][C]-0.157186[/C][C]-1.4059[/C][C]0.081811[/C][/ROW]
[ROW][C]14[/C][C]-0.099135[/C][C]-0.8867[/C][C]0.188952[/C][/ROW]
[ROW][C]15[/C][C]-0.079382[/C][C]-0.71[/C][C]0.239879[/C][/ROW]
[ROW][C]16[/C][C]-0.214925[/C][C]-1.9223[/C][C]0.029061[/C][/ROW]
[ROW][C]17[/C][C]0.048595[/C][C]0.4346[/C][C]0.332495[/C][/ROW]
[ROW][C]18[/C][C]0.147573[/C][C]1.3199[/C][C]0.095311[/C][/ROW]
[ROW][C]19[/C][C]-0.018345[/C][C]-0.1641[/C][C]0.43504[/C][/ROW]
[ROW][C]20[/C][C]-0.191908[/C][C]-1.7165[/C][C]0.044972[/C][/ROW]
[ROW][C]21[/C][C]0.036947[/C][C]0.3305[/C][C]0.370956[/C][/ROW]
[ROW][C]22[/C][C]-0.075278[/C][C]-0.6733[/C][C]0.251346[/C][/ROW]
[ROW][C]23[/C][C]0.223288[/C][C]1.9971[/C][C]0.024605[/C][/ROW]
[ROW][C]24[/C][C]-0.015586[/C][C]-0.1394[/C][C]0.444742[/C][/ROW]
[ROW][C]25[/C][C]-0.000409[/C][C]-0.0037[/C][C]0.498544[/C][/ROW]
[ROW][C]26[/C][C]-0.2805[/C][C]-2.5089[/C][C]0.007066[/C][/ROW]
[ROW][C]27[/C][C]-0.016161[/C][C]-0.1445[/C][C]0.442717[/C][/ROW]
[ROW][C]28[/C][C]-0.056224[/C][C]-0.5029[/C][C]0.308215[/C][/ROW]
[ROW][C]29[/C][C]-0.006467[/C][C]-0.0578[/C][C]0.477008[/C][/ROW]
[ROW][C]30[/C][C]0.037595[/C][C]0.3363[/C][C]0.368777[/C][/ROW]
[ROW][C]31[/C][C]0.004158[/C][C]0.0372[/C][C]0.485212[/C][/ROW]
[ROW][C]32[/C][C]-0.014846[/C][C]-0.1328[/C][C]0.447349[/C][/ROW]
[ROW][C]33[/C][C]0.019755[/C][C]0.1767[/C][C]0.430097[/C][/ROW]
[ROW][C]34[/C][C]-0.05178[/C][C]-0.4631[/C][C]0.322262[/C][/ROW]
[ROW][C]35[/C][C]0.04172[/C][C]0.3732[/C][C]0.355011[/C][/ROW]
[ROW][C]36[/C][C]-0.044427[/C][C]-0.3974[/C][C]0.346078[/C][/ROW]
[ROW][C]37[/C][C]0.087256[/C][C]0.7804[/C][C]0.218718[/C][/ROW]
[ROW][C]38[/C][C]0.07045[/C][C]0.6301[/C][C]0.265204[/C][/ROW]
[ROW][C]39[/C][C]0.054727[/C][C]0.4895[/C][C]0.312917[/C][/ROW]
[ROW][C]40[/C][C]-0.084236[/C][C]-0.7534[/C][C]0.226701[/C][/ROW]
[ROW][C]41[/C][C]-0.083783[/C][C]-0.7494[/C][C]0.227914[/C][/ROW]
[ROW][C]42[/C][C]-0.068247[/C][C]-0.6104[/C][C]0.271658[/C][/ROW]
[ROW][C]43[/C][C]-0.008143[/C][C]-0.0728[/C][C]0.471059[/C][/ROW]
[ROW][C]44[/C][C]0.049519[/C][C]0.4429[/C][C]0.329513[/C][/ROW]
[ROW][C]45[/C][C]-0.026131[/C][C]-0.2337[/C][C]0.407897[/C][/ROW]
[ROW][C]46[/C][C]-0.031428[/C][C]-0.2811[/C][C]0.389679[/C][/ROW]
[ROW][C]47[/C][C]0.121817[/C][C]1.0896[/C][C]0.139588[/C][/ROW]
[ROW][C]48[/C][C]-0.047909[/C][C]-0.4285[/C][C]0.334715[/C][/ROW]
[ROW][C]49[/C][C]0.016683[/C][C]0.1492[/C][C]0.440879[/C][/ROW]
[ROW][C]50[/C][C]-0.004187[/C][C]-0.0375[/C][C]0.48511[/C][/ROW]
[ROW][C]51[/C][C]-0.017563[/C][C]-0.1571[/C][C]0.437785[/C][/ROW]
[ROW][C]52[/C][C]0.014936[/C][C]0.1336[/C][C]0.447029[/C][/ROW]
[ROW][C]53[/C][C]-0.054771[/C][C]-0.4899[/C][C]0.312777[/C][/ROW]
[ROW][C]54[/C][C]-0.074735[/C][C]-0.6684[/C][C]0.252886[/C][/ROW]
[ROW][C]55[/C][C]-0.025952[/C][C]-0.2321[/C][C]0.408517[/C][/ROW]
[ROW][C]56[/C][C]-0.008692[/C][C]-0.0777[/C][C]0.469115[/C][/ROW]
[ROW][C]57[/C][C]0.038874[/C][C]0.3477[/C][C]0.36449[/C][/ROW]
[ROW][C]58[/C][C]-0.077802[/C][C]-0.6959[/C][C]0.244259[/C][/ROW]
[ROW][C]59[/C][C]-0.023654[/C][C]-0.2116[/C][C]0.41649[/C][/ROW]
[ROW][C]60[/C][C]-0.071341[/C][C]-0.6381[/C][C]0.262617[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35378&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35378&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	-0.511736	-4.5771	9e-06
2	-0.40194	-3.5951	0.00028
3	-0.090271	-0.8074	0.210914
4	-0.209505	-1.8739	0.0323
5	-0.188481	-1.6858	0.047863
6	0.122723	1.0977	0.137821
7	-0.086977	-0.7779	0.219448
8	-0.240523	-2.1513	0.017235
9	0.141344	1.2642	0.104912
10	0.103783	0.9283	0.178031
11	0.055013	0.4921	0.312015
12	-0.014635	-0.1309	0.448093
13	-0.157186	-1.4059	0.081811
14	-0.099135	-0.8867	0.188952
15	-0.079382	-0.71	0.239879
16	-0.214925	-1.9223	0.029061
17	0.048595	0.4346	0.332495
18	0.147573	1.3199	0.095311
19	-0.018345	-0.1641	0.43504
20	-0.191908	-1.7165	0.044972
21	0.036947	0.3305	0.370956
22	-0.075278	-0.6733	0.251346
23	0.223288	1.9971	0.024605
24	-0.015586	-0.1394	0.444742
25	-0.000409	-0.0037	0.498544
26	-0.2805	-2.5089	0.007066
27	-0.016161	-0.1445	0.442717
28	-0.056224	-0.5029	0.308215
29	-0.006467	-0.0578	0.477008
30	0.037595	0.3363	0.368777
31	0.004158	0.0372	0.485212
32	-0.014846	-0.1328	0.447349
33	0.019755	0.1767	0.430097
34	-0.05178	-0.4631	0.322262
35	0.04172	0.3732	0.355011
36	-0.044427	-0.3974	0.346078
37	0.087256	0.7804	0.218718
38	0.07045	0.6301	0.265204
39	0.054727	0.4895	0.312917
40	-0.084236	-0.7534	0.226701
41	-0.083783	-0.7494	0.227914
42	-0.068247	-0.6104	0.271658
43	-0.008143	-0.0728	0.471059
44	0.049519	0.4429	0.329513
45	-0.026131	-0.2337	0.407897
46	-0.031428	-0.2811	0.389679
47	0.121817	1.0896	0.139588
48	-0.047909	-0.4285	0.334715
49	0.016683	0.1492	0.440879
50	-0.004187	-0.0375	0.48511
51	-0.017563	-0.1571	0.437785
52	0.014936	0.1336	0.447029
53	-0.054771	-0.4899	0.312777
54	-0.074735	-0.6684	0.252886
55	-0.025952	-0.2321	0.408517
56	-0.008692	-0.0777	0.469115
57	0.038874	0.3477	0.36449
58	-0.077802	-0.6959	0.244259
59	-0.023654	-0.2116	0.41649
60	-0.071341	-0.6381	0.262617

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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