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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 04 Dec 2009 07:58:56 -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/2009/Dec/04/t1259938774jaybhtzgq07a4y1.htm/, Retrieved Sun, 28 Apr 2024 09:13:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63693, Retrieved Sun, 28 Apr 2024 09:13:02 +0000

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User-defined keywords

Estimated Impact

107

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:26:39] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [workshop 8 bereke...] [2009-11-27 09:58:50] [eaf42bcf5162b5692bb3c7f9d4636222]
-   P             [(Partial) Autocorrelation Function] [paper d=1, D=0] [2009-12-04 14:58:56] [78d370e6d5f4594e9982a5085e7604c6] [Current]
-    D              [(Partial) Autocorrelation Function] [paper d=1 inflatie] [2009-12-13 09:25:44] [eaf42bcf5162b5692bb3c7f9d4636222] 

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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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63693&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63693&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63693&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.217744	2.2524	0.01317
2	0.296301	3.065	0.001378
3	0.146803	1.5185	0.065914
4	0.156254	1.6163	0.054487
5	0.044643	0.4618	0.322585
6	0.044412	0.4594	0.32344
7	0.154129	1.5943	0.056907
8	0.02952	0.3054	0.380342
9	0.170107	1.7596	0.040667
10	0.079663	0.824	0.205874
11	0.177894	1.8402	0.034259
12	0.043704	0.4521	0.326062
13	0.059226	0.6126	0.270709
14	0.020681	0.2139	0.415508
15	0.010539	0.109	0.456698
16	0.058147	0.6015	0.274396
17	-0.011111	-0.1149	0.454356
18	-0.004181	-0.0432	0.482792
19	0.010569	0.1093	0.456572
20	0.016435	0.17	0.432664
21	-0.09274	-0.9593	0.169784
22	-0.015494	-0.1603	0.436486
23	-0.079013	-0.8173	0.207781
24	-0.105689	-1.0933	0.138369
25	0.013607	0.1408	0.444164
26	-0.071519	-0.7398	0.230522
27	-0.001711	-0.0177	0.492955
28	-0.017764	-0.1838	0.427276
29	0.013754	0.1423	0.443565
30	-0.098189	-1.0157	0.156037
31	-0.045597	-0.4717	0.319066
32	-0.046474	-0.4807	0.315845
33	-0.094776	-0.9804	0.164558
34	-0.116067	-1.2006	0.116279
35	-0.100514	-1.0397	0.150407
36	-0.085926	-0.8888	0.188046
37	-0.139578	-1.4438	0.075858
38	-0.094607	-0.9786	0.164986
39	-0.071736	-0.742	0.229844
40	-0.0974	-1.0075	0.15798
41	-0.077033	-0.7968	0.213657
42	-0.017395	-0.1799	0.428774
43	-0.077188	-0.7984	0.213191
44	-0.04165	-0.4308	0.33373
45	-0.067616	-0.6994	0.242902
46	-0.092348	-0.9553	0.170802
47	-0.09262	-0.9581	0.170095
48	-0.083406	-0.8628	0.195099
49	-0.058471	-0.6048	0.273285
50	-0.093372	-0.9659	0.168148
51	-0.087317	-0.9032	0.18422
52	-0.03289	-0.3402	0.367181
53	-0.11229	-1.1615	0.124005
54	-0.0689	-0.7127	0.238788
55	-0.0591	-0.6113	0.271136
56	-0.099883	-1.0332	0.151921
57	-0.079743	-0.8249	0.205641
58	-0.030334	-0.3138	0.377152
59	-0.006456	-0.0668	0.473441
60	-0.079869	-0.8262	0.205272

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.217744 & 2.2524 & 0.01317 \tabularnewline
2 & 0.296301 & 3.065 & 0.001378 \tabularnewline
3 & 0.146803 & 1.5185 & 0.065914 \tabularnewline
4 & 0.156254 & 1.6163 & 0.054487 \tabularnewline
5 & 0.044643 & 0.4618 & 0.322585 \tabularnewline
6 & 0.044412 & 0.4594 & 0.32344 \tabularnewline
7 & 0.154129 & 1.5943 & 0.056907 \tabularnewline
8 & 0.02952 & 0.3054 & 0.380342 \tabularnewline
9 & 0.170107 & 1.7596 & 0.040667 \tabularnewline
10 & 0.079663 & 0.824 & 0.205874 \tabularnewline
11 & 0.177894 & 1.8402 & 0.034259 \tabularnewline
12 & 0.043704 & 0.4521 & 0.326062 \tabularnewline
13 & 0.059226 & 0.6126 & 0.270709 \tabularnewline
14 & 0.020681 & 0.2139 & 0.415508 \tabularnewline
15 & 0.010539 & 0.109 & 0.456698 \tabularnewline
16 & 0.058147 & 0.6015 & 0.274396 \tabularnewline
17 & -0.011111 & -0.1149 & 0.454356 \tabularnewline
18 & -0.004181 & -0.0432 & 0.482792 \tabularnewline
19 & 0.010569 & 0.1093 & 0.456572 \tabularnewline
20 & 0.016435 & 0.17 & 0.432664 \tabularnewline
21 & -0.09274 & -0.9593 & 0.169784 \tabularnewline
22 & -0.015494 & -0.1603 & 0.436486 \tabularnewline
23 & -0.079013 & -0.8173 & 0.207781 \tabularnewline
24 & -0.105689 & -1.0933 & 0.138369 \tabularnewline
25 & 0.013607 & 0.1408 & 0.444164 \tabularnewline
26 & -0.071519 & -0.7398 & 0.230522 \tabularnewline
27 & -0.001711 & -0.0177 & 0.492955 \tabularnewline
28 & -0.017764 & -0.1838 & 0.427276 \tabularnewline
29 & 0.013754 & 0.1423 & 0.443565 \tabularnewline
30 & -0.098189 & -1.0157 & 0.156037 \tabularnewline
31 & -0.045597 & -0.4717 & 0.319066 \tabularnewline
32 & -0.046474 & -0.4807 & 0.315845 \tabularnewline
33 & -0.094776 & -0.9804 & 0.164558 \tabularnewline
34 & -0.116067 & -1.2006 & 0.116279 \tabularnewline
35 & -0.100514 & -1.0397 & 0.150407 \tabularnewline
36 & -0.085926 & -0.8888 & 0.188046 \tabularnewline
37 & -0.139578 & -1.4438 & 0.075858 \tabularnewline
38 & -0.094607 & -0.9786 & 0.164986 \tabularnewline
39 & -0.071736 & -0.742 & 0.229844 \tabularnewline
40 & -0.0974 & -1.0075 & 0.15798 \tabularnewline
41 & -0.077033 & -0.7968 & 0.213657 \tabularnewline
42 & -0.017395 & -0.1799 & 0.428774 \tabularnewline
43 & -0.077188 & -0.7984 & 0.213191 \tabularnewline
44 & -0.04165 & -0.4308 & 0.33373 \tabularnewline
45 & -0.067616 & -0.6994 & 0.242902 \tabularnewline
46 & -0.092348 & -0.9553 & 0.170802 \tabularnewline
47 & -0.09262 & -0.9581 & 0.170095 \tabularnewline
48 & -0.083406 & -0.8628 & 0.195099 \tabularnewline
49 & -0.058471 & -0.6048 & 0.273285 \tabularnewline
50 & -0.093372 & -0.9659 & 0.168148 \tabularnewline
51 & -0.087317 & -0.9032 & 0.18422 \tabularnewline
52 & -0.03289 & -0.3402 & 0.367181 \tabularnewline
53 & -0.11229 & -1.1615 & 0.124005 \tabularnewline
54 & -0.0689 & -0.7127 & 0.238788 \tabularnewline
55 & -0.0591 & -0.6113 & 0.271136 \tabularnewline
56 & -0.099883 & -1.0332 & 0.151921 \tabularnewline
57 & -0.079743 & -0.8249 & 0.205641 \tabularnewline
58 & -0.030334 & -0.3138 & 0.377152 \tabularnewline
59 & -0.006456 & -0.0668 & 0.473441 \tabularnewline
60 & -0.079869 & -0.8262 & 0.205272 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63693&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]0.217744[/C][C]2.2524[/C][C]0.01317[/C][/ROW]
[ROW][C]2[/C][C]0.296301[/C][C]3.065[/C][C]0.001378[/C][/ROW]
[ROW][C]3[/C][C]0.146803[/C][C]1.5185[/C][C]0.065914[/C][/ROW]
[ROW][C]4[/C][C]0.156254[/C][C]1.6163[/C][C]0.054487[/C][/ROW]
[ROW][C]5[/C][C]0.044643[/C][C]0.4618[/C][C]0.322585[/C][/ROW]
[ROW][C]6[/C][C]0.044412[/C][C]0.4594[/C][C]0.32344[/C][/ROW]
[ROW][C]7[/C][C]0.154129[/C][C]1.5943[/C][C]0.056907[/C][/ROW]
[ROW][C]8[/C][C]0.02952[/C][C]0.3054[/C][C]0.380342[/C][/ROW]
[ROW][C]9[/C][C]0.170107[/C][C]1.7596[/C][C]0.040667[/C][/ROW]
[ROW][C]10[/C][C]0.079663[/C][C]0.824[/C][C]0.205874[/C][/ROW]
[ROW][C]11[/C][C]0.177894[/C][C]1.8402[/C][C]0.034259[/C][/ROW]
[ROW][C]12[/C][C]0.043704[/C][C]0.4521[/C][C]0.326062[/C][/ROW]
[ROW][C]13[/C][C]0.059226[/C][C]0.6126[/C][C]0.270709[/C][/ROW]
[ROW][C]14[/C][C]0.020681[/C][C]0.2139[/C][C]0.415508[/C][/ROW]
[ROW][C]15[/C][C]0.010539[/C][C]0.109[/C][C]0.456698[/C][/ROW]
[ROW][C]16[/C][C]0.058147[/C][C]0.6015[/C][C]0.274396[/C][/ROW]
[ROW][C]17[/C][C]-0.011111[/C][C]-0.1149[/C][C]0.454356[/C][/ROW]
[ROW][C]18[/C][C]-0.004181[/C][C]-0.0432[/C][C]0.482792[/C][/ROW]
[ROW][C]19[/C][C]0.010569[/C][C]0.1093[/C][C]0.456572[/C][/ROW]
[ROW][C]20[/C][C]0.016435[/C][C]0.17[/C][C]0.432664[/C][/ROW]
[ROW][C]21[/C][C]-0.09274[/C][C]-0.9593[/C][C]0.169784[/C][/ROW]
[ROW][C]22[/C][C]-0.015494[/C][C]-0.1603[/C][C]0.436486[/C][/ROW]
[ROW][C]23[/C][C]-0.079013[/C][C]-0.8173[/C][C]0.207781[/C][/ROW]
[ROW][C]24[/C][C]-0.105689[/C][C]-1.0933[/C][C]0.138369[/C][/ROW]
[ROW][C]25[/C][C]0.013607[/C][C]0.1408[/C][C]0.444164[/C][/ROW]
[ROW][C]26[/C][C]-0.071519[/C][C]-0.7398[/C][C]0.230522[/C][/ROW]
[ROW][C]27[/C][C]-0.001711[/C][C]-0.0177[/C][C]0.492955[/C][/ROW]
[ROW][C]28[/C][C]-0.017764[/C][C]-0.1838[/C][C]0.427276[/C][/ROW]
[ROW][C]29[/C][C]0.013754[/C][C]0.1423[/C][C]0.443565[/C][/ROW]
[ROW][C]30[/C][C]-0.098189[/C][C]-1.0157[/C][C]0.156037[/C][/ROW]
[ROW][C]31[/C][C]-0.045597[/C][C]-0.4717[/C][C]0.319066[/C][/ROW]
[ROW][C]32[/C][C]-0.046474[/C][C]-0.4807[/C][C]0.315845[/C][/ROW]
[ROW][C]33[/C][C]-0.094776[/C][C]-0.9804[/C][C]0.164558[/C][/ROW]
[ROW][C]34[/C][C]-0.116067[/C][C]-1.2006[/C][C]0.116279[/C][/ROW]
[ROW][C]35[/C][C]-0.100514[/C][C]-1.0397[/C][C]0.150407[/C][/ROW]
[ROW][C]36[/C][C]-0.085926[/C][C]-0.8888[/C][C]0.188046[/C][/ROW]
[ROW][C]37[/C][C]-0.139578[/C][C]-1.4438[/C][C]0.075858[/C][/ROW]
[ROW][C]38[/C][C]-0.094607[/C][C]-0.9786[/C][C]0.164986[/C][/ROW]
[ROW][C]39[/C][C]-0.071736[/C][C]-0.742[/C][C]0.229844[/C][/ROW]
[ROW][C]40[/C][C]-0.0974[/C][C]-1.0075[/C][C]0.15798[/C][/ROW]
[ROW][C]41[/C][C]-0.077033[/C][C]-0.7968[/C][C]0.213657[/C][/ROW]
[ROW][C]42[/C][C]-0.017395[/C][C]-0.1799[/C][C]0.428774[/C][/ROW]
[ROW][C]43[/C][C]-0.077188[/C][C]-0.7984[/C][C]0.213191[/C][/ROW]
[ROW][C]44[/C][C]-0.04165[/C][C]-0.4308[/C][C]0.33373[/C][/ROW]
[ROW][C]45[/C][C]-0.067616[/C][C]-0.6994[/C][C]0.242902[/C][/ROW]
[ROW][C]46[/C][C]-0.092348[/C][C]-0.9553[/C][C]0.170802[/C][/ROW]
[ROW][C]47[/C][C]-0.09262[/C][C]-0.9581[/C][C]0.170095[/C][/ROW]
[ROW][C]48[/C][C]-0.083406[/C][C]-0.8628[/C][C]0.195099[/C][/ROW]
[ROW][C]49[/C][C]-0.058471[/C][C]-0.6048[/C][C]0.273285[/C][/ROW]
[ROW][C]50[/C][C]-0.093372[/C][C]-0.9659[/C][C]0.168148[/C][/ROW]
[ROW][C]51[/C][C]-0.087317[/C][C]-0.9032[/C][C]0.18422[/C][/ROW]
[ROW][C]52[/C][C]-0.03289[/C][C]-0.3402[/C][C]0.367181[/C][/ROW]
[ROW][C]53[/C][C]-0.11229[/C][C]-1.1615[/C][C]0.124005[/C][/ROW]
[ROW][C]54[/C][C]-0.0689[/C][C]-0.7127[/C][C]0.238788[/C][/ROW]
[ROW][C]55[/C][C]-0.0591[/C][C]-0.6113[/C][C]0.271136[/C][/ROW]
[ROW][C]56[/C][C]-0.099883[/C][C]-1.0332[/C][C]0.151921[/C][/ROW]
[ROW][C]57[/C][C]-0.079743[/C][C]-0.8249[/C][C]0.205641[/C][/ROW]
[ROW][C]58[/C][C]-0.030334[/C][C]-0.3138[/C][C]0.377152[/C][/ROW]
[ROW][C]59[/C][C]-0.006456[/C][C]-0.0668[/C][C]0.473441[/C][/ROW]
[ROW][C]60[/C][C]-0.079869[/C][C]-0.8262[/C][C]0.205272[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63693&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63693&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	0.217744	2.2524	0.01317
2	0.296301	3.065	0.001378
3	0.146803	1.5185	0.065914
4	0.156254	1.6163	0.054487
5	0.044643	0.4618	0.322585
6	0.044412	0.4594	0.32344
7	0.154129	1.5943	0.056907
8	0.02952	0.3054	0.380342
9	0.170107	1.7596	0.040667
10	0.079663	0.824	0.205874
11	0.177894	1.8402	0.034259
12	0.043704	0.4521	0.326062
13	0.059226	0.6126	0.270709
14	0.020681	0.2139	0.415508
15	0.010539	0.109	0.456698
16	0.058147	0.6015	0.274396
17	-0.011111	-0.1149	0.454356
18	-0.004181	-0.0432	0.482792
19	0.010569	0.1093	0.456572
20	0.016435	0.17	0.432664
21	-0.09274	-0.9593	0.169784
22	-0.015494	-0.1603	0.436486
23	-0.079013	-0.8173	0.207781
24	-0.105689	-1.0933	0.138369
25	0.013607	0.1408	0.444164
26	-0.071519	-0.7398	0.230522
27	-0.001711	-0.0177	0.492955
28	-0.017764	-0.1838	0.427276
29	0.013754	0.1423	0.443565
30	-0.098189	-1.0157	0.156037
31	-0.045597	-0.4717	0.319066
32	-0.046474	-0.4807	0.315845
33	-0.094776	-0.9804	0.164558
34	-0.116067	-1.2006	0.116279
35	-0.100514	-1.0397	0.150407
36	-0.085926	-0.8888	0.188046
37	-0.139578	-1.4438	0.075858
38	-0.094607	-0.9786	0.164986
39	-0.071736	-0.742	0.229844
40	-0.0974	-1.0075	0.15798
41	-0.077033	-0.7968	0.213657
42	-0.017395	-0.1799	0.428774
43	-0.077188	-0.7984	0.213191
44	-0.04165	-0.4308	0.33373
45	-0.067616	-0.6994	0.242902
46	-0.092348	-0.9553	0.170802
47	-0.09262	-0.9581	0.170095
48	-0.083406	-0.8628	0.195099
49	-0.058471	-0.6048	0.273285
50	-0.093372	-0.9659	0.168148
51	-0.087317	-0.9032	0.18422
52	-0.03289	-0.3402	0.367181
53	-0.11229	-1.1615	0.124005
54	-0.0689	-0.7127	0.238788
55	-0.0591	-0.6113	0.271136
56	-0.099883	-1.0332	0.151921
57	-0.079743	-0.8249	0.205641
58	-0.030334	-0.3138	0.377152
59	-0.006456	-0.0668	0.473441
60	-0.079869	-0.8262	0.205272

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.217744	2.2524	0.01317
2	0.261277	2.7027	0.004001
3	0.047603	0.4924	0.311719
4	0.05528	0.5718	0.284321
5	-0.041934	-0.4338	0.332665
6	-0.018399	-0.1903	0.424707
7	0.153074	1.5834	0.05814
8	-0.029671	-0.3069	0.379752
9	0.115796	1.1978	0.116821
10	0.018941	0.1959	0.422518
11	0.082477	0.8531	0.197741
12	-0.032687	-0.3381	0.367968
13	-0.037515	-0.3881	0.349372
14	-0.021859	-0.2261	0.410773
15	-0.005663	-0.0586	0.4767
16	0.046015	0.476	0.317528
17	-0.028005	-0.2897	0.386309
18	-0.07136	-0.7382	0.231019
19	0.026328	0.2723	0.392943
20	-0.01146	-0.1185	0.452929
21	-0.109404	-1.1317	0.130148
22	0.00354	0.0366	0.485428
23	-0.054703	-0.5659	0.286338
24	-0.068776	-0.7114	0.239184
25	0.108323	1.1205	0.132505
26	-0.060466	-0.6255	0.2665
27	0.011813	0.1222	0.451489
28	0.044954	0.465	0.321434
29	-0.004978	-0.0515	0.479514
30	-0.077653	-0.8033	0.211805
31	-0.007185	-0.0743	0.470448
32	0.014622	0.1512	0.440033
33	-0.03204	-0.3314	0.370488
34	-0.074044	-0.7659	0.222705
35	-0.029063	-0.3006	0.38214
36	-0.052658	-0.5447	0.293545
37	-0.040206	-0.4159	0.339161
38	-0.042511	-0.4397	0.330506
39	0.001709	0.0177	0.492964
40	-0.020741	-0.2145	0.415265
41	-0.005847	-0.0605	0.475941
42	0.051047	0.528	0.299283
43	-0.028992	-0.2999	0.382418
44	-0.005687	-0.0588	0.4766
45	-0.017761	-0.1837	0.427289
46	-0.032045	-0.3315	0.370468
47	-0.036472	-0.3773	0.353362
48	-0.014061	-0.1454	0.442316
49	0.029731	0.3075	0.379515
50	-0.040588	-0.4198	0.337722
51	-0.066378	-0.6866	0.246905
52	0.0419	0.4334	0.332792
53	-0.099045	-1.0245	0.153948
54	-0.031649	-0.3274	0.372011
55	0.019086	0.1974	0.421933
56	-0.08952	-0.926	0.178265
57	-0.015184	-0.1571	0.437744
58	0.031516	0.326	0.372529
59	0.024325	0.2516	0.40091
60	-0.070325	-0.7275	0.234269

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.217744 & 2.2524 & 0.01317 \tabularnewline
2 & 0.261277 & 2.7027 & 0.004001 \tabularnewline
3 & 0.047603 & 0.4924 & 0.311719 \tabularnewline
4 & 0.05528 & 0.5718 & 0.284321 \tabularnewline
5 & -0.041934 & -0.4338 & 0.332665 \tabularnewline
6 & -0.018399 & -0.1903 & 0.424707 \tabularnewline
7 & 0.153074 & 1.5834 & 0.05814 \tabularnewline
8 & -0.029671 & -0.3069 & 0.379752 \tabularnewline
9 & 0.115796 & 1.1978 & 0.116821 \tabularnewline
10 & 0.018941 & 0.1959 & 0.422518 \tabularnewline
11 & 0.082477 & 0.8531 & 0.197741 \tabularnewline
12 & -0.032687 & -0.3381 & 0.367968 \tabularnewline
13 & -0.037515 & -0.3881 & 0.349372 \tabularnewline
14 & -0.021859 & -0.2261 & 0.410773 \tabularnewline
15 & -0.005663 & -0.0586 & 0.4767 \tabularnewline
16 & 0.046015 & 0.476 & 0.317528 \tabularnewline
17 & -0.028005 & -0.2897 & 0.386309 \tabularnewline
18 & -0.07136 & -0.7382 & 0.231019 \tabularnewline
19 & 0.026328 & 0.2723 & 0.392943 \tabularnewline
20 & -0.01146 & -0.1185 & 0.452929 \tabularnewline
21 & -0.109404 & -1.1317 & 0.130148 \tabularnewline
22 & 0.00354 & 0.0366 & 0.485428 \tabularnewline
23 & -0.054703 & -0.5659 & 0.286338 \tabularnewline
24 & -0.068776 & -0.7114 & 0.239184 \tabularnewline
25 & 0.108323 & 1.1205 & 0.132505 \tabularnewline
26 & -0.060466 & -0.6255 & 0.2665 \tabularnewline
27 & 0.011813 & 0.1222 & 0.451489 \tabularnewline
28 & 0.044954 & 0.465 & 0.321434 \tabularnewline
29 & -0.004978 & -0.0515 & 0.479514 \tabularnewline
30 & -0.077653 & -0.8033 & 0.211805 \tabularnewline
31 & -0.007185 & -0.0743 & 0.470448 \tabularnewline
32 & 0.014622 & 0.1512 & 0.440033 \tabularnewline
33 & -0.03204 & -0.3314 & 0.370488 \tabularnewline
34 & -0.074044 & -0.7659 & 0.222705 \tabularnewline
35 & -0.029063 & -0.3006 & 0.38214 \tabularnewline
36 & -0.052658 & -0.5447 & 0.293545 \tabularnewline
37 & -0.040206 & -0.4159 & 0.339161 \tabularnewline
38 & -0.042511 & -0.4397 & 0.330506 \tabularnewline
39 & 0.001709 & 0.0177 & 0.492964 \tabularnewline
40 & -0.020741 & -0.2145 & 0.415265 \tabularnewline
41 & -0.005847 & -0.0605 & 0.475941 \tabularnewline
42 & 0.051047 & 0.528 & 0.299283 \tabularnewline
43 & -0.028992 & -0.2999 & 0.382418 \tabularnewline
44 & -0.005687 & -0.0588 & 0.4766 \tabularnewline
45 & -0.017761 & -0.1837 & 0.427289 \tabularnewline
46 & -0.032045 & -0.3315 & 0.370468 \tabularnewline
47 & -0.036472 & -0.3773 & 0.353362 \tabularnewline
48 & -0.014061 & -0.1454 & 0.442316 \tabularnewline
49 & 0.029731 & 0.3075 & 0.379515 \tabularnewline
50 & -0.040588 & -0.4198 & 0.337722 \tabularnewline
51 & -0.066378 & -0.6866 & 0.246905 \tabularnewline
52 & 0.0419 & 0.4334 & 0.332792 \tabularnewline
53 & -0.099045 & -1.0245 & 0.153948 \tabularnewline
54 & -0.031649 & -0.3274 & 0.372011 \tabularnewline
55 & 0.019086 & 0.1974 & 0.421933 \tabularnewline
56 & -0.08952 & -0.926 & 0.178265 \tabularnewline
57 & -0.015184 & -0.1571 & 0.437744 \tabularnewline
58 & 0.031516 & 0.326 & 0.372529 \tabularnewline
59 & 0.024325 & 0.2516 & 0.40091 \tabularnewline
60 & -0.070325 & -0.7275 & 0.234269 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63693&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]0.217744[/C][C]2.2524[/C][C]0.01317[/C][/ROW]
[ROW][C]2[/C][C]0.261277[/C][C]2.7027[/C][C]0.004001[/C][/ROW]
[ROW][C]3[/C][C]0.047603[/C][C]0.4924[/C][C]0.311719[/C][/ROW]
[ROW][C]4[/C][C]0.05528[/C][C]0.5718[/C][C]0.284321[/C][/ROW]
[ROW][C]5[/C][C]-0.041934[/C][C]-0.4338[/C][C]0.332665[/C][/ROW]
[ROW][C]6[/C][C]-0.018399[/C][C]-0.1903[/C][C]0.424707[/C][/ROW]
[ROW][C]7[/C][C]0.153074[/C][C]1.5834[/C][C]0.05814[/C][/ROW]
[ROW][C]8[/C][C]-0.029671[/C][C]-0.3069[/C][C]0.379752[/C][/ROW]
[ROW][C]9[/C][C]0.115796[/C][C]1.1978[/C][C]0.116821[/C][/ROW]
[ROW][C]10[/C][C]0.018941[/C][C]0.1959[/C][C]0.422518[/C][/ROW]
[ROW][C]11[/C][C]0.082477[/C][C]0.8531[/C][C]0.197741[/C][/ROW]
[ROW][C]12[/C][C]-0.032687[/C][C]-0.3381[/C][C]0.367968[/C][/ROW]
[ROW][C]13[/C][C]-0.037515[/C][C]-0.3881[/C][C]0.349372[/C][/ROW]
[ROW][C]14[/C][C]-0.021859[/C][C]-0.2261[/C][C]0.410773[/C][/ROW]
[ROW][C]15[/C][C]-0.005663[/C][C]-0.0586[/C][C]0.4767[/C][/ROW]
[ROW][C]16[/C][C]0.046015[/C][C]0.476[/C][C]0.317528[/C][/ROW]
[ROW][C]17[/C][C]-0.028005[/C][C]-0.2897[/C][C]0.386309[/C][/ROW]
[ROW][C]18[/C][C]-0.07136[/C][C]-0.7382[/C][C]0.231019[/C][/ROW]
[ROW][C]19[/C][C]0.026328[/C][C]0.2723[/C][C]0.392943[/C][/ROW]
[ROW][C]20[/C][C]-0.01146[/C][C]-0.1185[/C][C]0.452929[/C][/ROW]
[ROW][C]21[/C][C]-0.109404[/C][C]-1.1317[/C][C]0.130148[/C][/ROW]
[ROW][C]22[/C][C]0.00354[/C][C]0.0366[/C][C]0.485428[/C][/ROW]
[ROW][C]23[/C][C]-0.054703[/C][C]-0.5659[/C][C]0.286338[/C][/ROW]
[ROW][C]24[/C][C]-0.068776[/C][C]-0.7114[/C][C]0.239184[/C][/ROW]
[ROW][C]25[/C][C]0.108323[/C][C]1.1205[/C][C]0.132505[/C][/ROW]
[ROW][C]26[/C][C]-0.060466[/C][C]-0.6255[/C][C]0.2665[/C][/ROW]
[ROW][C]27[/C][C]0.011813[/C][C]0.1222[/C][C]0.451489[/C][/ROW]
[ROW][C]28[/C][C]0.044954[/C][C]0.465[/C][C]0.321434[/C][/ROW]
[ROW][C]29[/C][C]-0.004978[/C][C]-0.0515[/C][C]0.479514[/C][/ROW]
[ROW][C]30[/C][C]-0.077653[/C][C]-0.8033[/C][C]0.211805[/C][/ROW]
[ROW][C]31[/C][C]-0.007185[/C][C]-0.0743[/C][C]0.470448[/C][/ROW]
[ROW][C]32[/C][C]0.014622[/C][C]0.1512[/C][C]0.440033[/C][/ROW]
[ROW][C]33[/C][C]-0.03204[/C][C]-0.3314[/C][C]0.370488[/C][/ROW]
[ROW][C]34[/C][C]-0.074044[/C][C]-0.7659[/C][C]0.222705[/C][/ROW]
[ROW][C]35[/C][C]-0.029063[/C][C]-0.3006[/C][C]0.38214[/C][/ROW]
[ROW][C]36[/C][C]-0.052658[/C][C]-0.5447[/C][C]0.293545[/C][/ROW]
[ROW][C]37[/C][C]-0.040206[/C][C]-0.4159[/C][C]0.339161[/C][/ROW]
[ROW][C]38[/C][C]-0.042511[/C][C]-0.4397[/C][C]0.330506[/C][/ROW]
[ROW][C]39[/C][C]0.001709[/C][C]0.0177[/C][C]0.492964[/C][/ROW]
[ROW][C]40[/C][C]-0.020741[/C][C]-0.2145[/C][C]0.415265[/C][/ROW]
[ROW][C]41[/C][C]-0.005847[/C][C]-0.0605[/C][C]0.475941[/C][/ROW]
[ROW][C]42[/C][C]0.051047[/C][C]0.528[/C][C]0.299283[/C][/ROW]
[ROW][C]43[/C][C]-0.028992[/C][C]-0.2999[/C][C]0.382418[/C][/ROW]
[ROW][C]44[/C][C]-0.005687[/C][C]-0.0588[/C][C]0.4766[/C][/ROW]
[ROW][C]45[/C][C]-0.017761[/C][C]-0.1837[/C][C]0.427289[/C][/ROW]
[ROW][C]46[/C][C]-0.032045[/C][C]-0.3315[/C][C]0.370468[/C][/ROW]
[ROW][C]47[/C][C]-0.036472[/C][C]-0.3773[/C][C]0.353362[/C][/ROW]
[ROW][C]48[/C][C]-0.014061[/C][C]-0.1454[/C][C]0.442316[/C][/ROW]
[ROW][C]49[/C][C]0.029731[/C][C]0.3075[/C][C]0.379515[/C][/ROW]
[ROW][C]50[/C][C]-0.040588[/C][C]-0.4198[/C][C]0.337722[/C][/ROW]
[ROW][C]51[/C][C]-0.066378[/C][C]-0.6866[/C][C]0.246905[/C][/ROW]
[ROW][C]52[/C][C]0.0419[/C][C]0.4334[/C][C]0.332792[/C][/ROW]
[ROW][C]53[/C][C]-0.099045[/C][C]-1.0245[/C][C]0.153948[/C][/ROW]
[ROW][C]54[/C][C]-0.031649[/C][C]-0.3274[/C][C]0.372011[/C][/ROW]
[ROW][C]55[/C][C]0.019086[/C][C]0.1974[/C][C]0.421933[/C][/ROW]
[ROW][C]56[/C][C]-0.08952[/C][C]-0.926[/C][C]0.178265[/C][/ROW]
[ROW][C]57[/C][C]-0.015184[/C][C]-0.1571[/C][C]0.437744[/C][/ROW]
[ROW][C]58[/C][C]0.031516[/C][C]0.326[/C][C]0.372529[/C][/ROW]
[ROW][C]59[/C][C]0.024325[/C][C]0.2516[/C][C]0.40091[/C][/ROW]
[ROW][C]60[/C][C]-0.070325[/C][C]-0.7275[/C][C]0.234269[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63693&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63693&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	0.217744	2.2524	0.01317
2	0.261277	2.7027	0.004001
3	0.047603	0.4924	0.311719
4	0.05528	0.5718	0.284321
5	-0.041934	-0.4338	0.332665
6	-0.018399	-0.1903	0.424707
7	0.153074	1.5834	0.05814
8	-0.029671	-0.3069	0.379752
9	0.115796	1.1978	0.116821
10	0.018941	0.1959	0.422518
11	0.082477	0.8531	0.197741
12	-0.032687	-0.3381	0.367968
13	-0.037515	-0.3881	0.349372
14	-0.021859	-0.2261	0.410773
15	-0.005663	-0.0586	0.4767
16	0.046015	0.476	0.317528
17	-0.028005	-0.2897	0.386309
18	-0.07136	-0.7382	0.231019
19	0.026328	0.2723	0.392943
20	-0.01146	-0.1185	0.452929
21	-0.109404	-1.1317	0.130148
22	0.00354	0.0366	0.485428
23	-0.054703	-0.5659	0.286338
24	-0.068776	-0.7114	0.239184
25	0.108323	1.1205	0.132505
26	-0.060466	-0.6255	0.2665
27	0.011813	0.1222	0.451489
28	0.044954	0.465	0.321434
29	-0.004978	-0.0515	0.479514
30	-0.077653	-0.8033	0.211805
31	-0.007185	-0.0743	0.470448
32	0.014622	0.1512	0.440033
33	-0.03204	-0.3314	0.370488
34	-0.074044	-0.7659	0.222705
35	-0.029063	-0.3006	0.38214
36	-0.052658	-0.5447	0.293545
37	-0.040206	-0.4159	0.339161
38	-0.042511	-0.4397	0.330506
39	0.001709	0.0177	0.492964
40	-0.020741	-0.2145	0.415265
41	-0.005847	-0.0605	0.475941
42	0.051047	0.528	0.299283
43	-0.028992	-0.2999	0.382418
44	-0.005687	-0.0588	0.4766
45	-0.017761	-0.1837	0.427289
46	-0.032045	-0.3315	0.370468
47	-0.036472	-0.3773	0.353362
48	-0.014061	-0.1454	0.442316
49	0.029731	0.3075	0.379515
50	-0.040588	-0.4198	0.337722
51	-0.066378	-0.6866	0.246905
52	0.0419	0.4334	0.332792
53	-0.099045	-1.0245	0.153948
54	-0.031649	-0.3274	0.372011
55	0.019086	0.1974	0.421933
56	-0.08952	-0.926	0.178265
57	-0.015184	-0.1571	0.437744
58	0.031516	0.326	0.372529
59	0.024325	0.2516	0.40091
60	-0.070325	-0.7275	0.234269

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 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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