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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 19 Dec 2009 09:35:13 -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/19/t1261240553vy6fijcu9xxrr4o.htm/, Retrieved Fri, 03 May 2024 23:01:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69686, Retrieved Fri, 03 May 2024 23:01:09 +0000

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User-defined keywords

Estimated Impact

145

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 12:16:10] [b98453cac15ba1066b407e146608df68]
- RMPD        [Standard Deviation-Mean Plot] [Paper SMP] [2009-12-19 15:14:41] [85be98bd9ebcfd4d73e77f8552419c9a]
- RMP           [(Partial) Autocorrelation Function] [Paper ACF] [2009-12-19 16:26:13] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P               [(Partial) Autocorrelation Function] [Paper ACF] [2009-12-19 16:35:13] [5cd0e65b1f56b3935a0672588b930e12] [Current]

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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=69686&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=69686&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69686&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	-0.375641	-3.1652	0.001142
2	-0.301875	-2.5436	0.006574
3	0.34392	2.8979	0.002496
4	-0.191342	-1.6123	0.05567
5	-0.150497	-1.2681	0.104451
6	0.394336	3.3227	0.000706
7	-0.26263	-2.213	0.015058
8	-0.074493	-0.6277	0.26611
9	0.364276	3.0694	0.001518
10	-0.426428	-3.5931	0.000299
11	-0.113187	-0.9537	0.171728
12	0.649521	5.473	0
13	-0.321674	-2.7105	0.004209
14	-0.10374	-0.8741	0.192497
15	0.196635	1.6569	0.050979
16	-0.245604	-2.0695	0.02107
17	0.029761	0.2508	0.401356
18	0.253321	2.1345	0.018127
19	-0.236542	-1.9931	0.025045
20	0.023734	0.2	0.42103
21	0.241378	2.0339	0.02285
22	-0.419568	-3.5353	0.000361
23	0.126665	1.0673	0.144726
24	0.307923	2.5946	0.005748
25	-0.198513	-1.6727	0.049394
26	-0.011705	-0.0986	0.460857
27	0.087343	0.736	0.232088
28	-0.200791	-1.6919	0.047526
29	0.102228	0.8614	0.195961
30	0.079822	0.6726	0.251694
31	-0.1407	-1.1856	0.119875
32	0.121649	1.025	0.154413
33	0.029576	0.2492	0.401959
34	-0.257224	-2.1674	0.01678
35	0.115054	0.9695	0.167804
36	0.173107	1.4586	0.074539
37	-0.063857	-0.5381	0.296107
38	-0.039746	-0.3349	0.369341
39	0.018793	0.1584	0.437315
40	-0.067562	-0.5693	0.285478
41	0.04086	0.3443	0.365822
42	0.020983	0.1768	0.430082
43	-0.074923	-0.6313	0.264932
44	0.122071	1.0286	0.153583
45	-0.038113	-0.3211	0.374521
46	-0.089449	-0.7537	0.226756
47	-0.013576	-0.1144	0.454625
48	0.147941	1.2466	0.108325
49	-0.000791	-0.0067	0.497351
50	-0.075495	-0.6361	0.263369
51	-0.016706	-0.1408	0.444227
52	-0.002283	-0.0192	0.492351
53	0.011705	0.0986	0.460855
54	0.008905	0.075	0.470201
55	-0.006995	-0.0589	0.476581
56	0.034604	0.2916	0.385729
57	-0.015542	-0.131	0.448089
58	-0.020899	-0.1761	0.430359
59	-0.040721	-0.3431	0.366259
60	0.07725	0.6509	0.258599

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.375641 & -3.1652 & 0.001142 \tabularnewline
2 & -0.301875 & -2.5436 & 0.006574 \tabularnewline
3 & 0.34392 & 2.8979 & 0.002496 \tabularnewline
4 & -0.191342 & -1.6123 & 0.05567 \tabularnewline
5 & -0.150497 & -1.2681 & 0.104451 \tabularnewline
6 & 0.394336 & 3.3227 & 0.000706 \tabularnewline
7 & -0.26263 & -2.213 & 0.015058 \tabularnewline
8 & -0.074493 & -0.6277 & 0.26611 \tabularnewline
9 & 0.364276 & 3.0694 & 0.001518 \tabularnewline
10 & -0.426428 & -3.5931 & 0.000299 \tabularnewline
11 & -0.113187 & -0.9537 & 0.171728 \tabularnewline
12 & 0.649521 & 5.473 & 0 \tabularnewline
13 & -0.321674 & -2.7105 & 0.004209 \tabularnewline
14 & -0.10374 & -0.8741 & 0.192497 \tabularnewline
15 & 0.196635 & 1.6569 & 0.050979 \tabularnewline
16 & -0.245604 & -2.0695 & 0.02107 \tabularnewline
17 & 0.029761 & 0.2508 & 0.401356 \tabularnewline
18 & 0.253321 & 2.1345 & 0.018127 \tabularnewline
19 & -0.236542 & -1.9931 & 0.025045 \tabularnewline
20 & 0.023734 & 0.2 & 0.42103 \tabularnewline
21 & 0.241378 & 2.0339 & 0.02285 \tabularnewline
22 & -0.419568 & -3.5353 & 0.000361 \tabularnewline
23 & 0.126665 & 1.0673 & 0.144726 \tabularnewline
24 & 0.307923 & 2.5946 & 0.005748 \tabularnewline
25 & -0.198513 & -1.6727 & 0.049394 \tabularnewline
26 & -0.011705 & -0.0986 & 0.460857 \tabularnewline
27 & 0.087343 & 0.736 & 0.232088 \tabularnewline
28 & -0.200791 & -1.6919 & 0.047526 \tabularnewline
29 & 0.102228 & 0.8614 & 0.195961 \tabularnewline
30 & 0.079822 & 0.6726 & 0.251694 \tabularnewline
31 & -0.1407 & -1.1856 & 0.119875 \tabularnewline
32 & 0.121649 & 1.025 & 0.154413 \tabularnewline
33 & 0.029576 & 0.2492 & 0.401959 \tabularnewline
34 & -0.257224 & -2.1674 & 0.01678 \tabularnewline
35 & 0.115054 & 0.9695 & 0.167804 \tabularnewline
36 & 0.173107 & 1.4586 & 0.074539 \tabularnewline
37 & -0.063857 & -0.5381 & 0.296107 \tabularnewline
38 & -0.039746 & -0.3349 & 0.369341 \tabularnewline
39 & 0.018793 & 0.1584 & 0.437315 \tabularnewline
40 & -0.067562 & -0.5693 & 0.285478 \tabularnewline
41 & 0.04086 & 0.3443 & 0.365822 \tabularnewline
42 & 0.020983 & 0.1768 & 0.430082 \tabularnewline
43 & -0.074923 & -0.6313 & 0.264932 \tabularnewline
44 & 0.122071 & 1.0286 & 0.153583 \tabularnewline
45 & -0.038113 & -0.3211 & 0.374521 \tabularnewline
46 & -0.089449 & -0.7537 & 0.226756 \tabularnewline
47 & -0.013576 & -0.1144 & 0.454625 \tabularnewline
48 & 0.147941 & 1.2466 & 0.108325 \tabularnewline
49 & -0.000791 & -0.0067 & 0.497351 \tabularnewline
50 & -0.075495 & -0.6361 & 0.263369 \tabularnewline
51 & -0.016706 & -0.1408 & 0.444227 \tabularnewline
52 & -0.002283 & -0.0192 & 0.492351 \tabularnewline
53 & 0.011705 & 0.0986 & 0.460855 \tabularnewline
54 & 0.008905 & 0.075 & 0.470201 \tabularnewline
55 & -0.006995 & -0.0589 & 0.476581 \tabularnewline
56 & 0.034604 & 0.2916 & 0.385729 \tabularnewline
57 & -0.015542 & -0.131 & 0.448089 \tabularnewline
58 & -0.020899 & -0.1761 & 0.430359 \tabularnewline
59 & -0.040721 & -0.3431 & 0.366259 \tabularnewline
60 & 0.07725 & 0.6509 & 0.258599 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69686&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]-0.375641[/C][C]-3.1652[/C][C]0.001142[/C][/ROW]
[ROW][C]2[/C][C]-0.301875[/C][C]-2.5436[/C][C]0.006574[/C][/ROW]
[ROW][C]3[/C][C]0.34392[/C][C]2.8979[/C][C]0.002496[/C][/ROW]
[ROW][C]4[/C][C]-0.191342[/C][C]-1.6123[/C][C]0.05567[/C][/ROW]
[ROW][C]5[/C][C]-0.150497[/C][C]-1.2681[/C][C]0.104451[/C][/ROW]
[ROW][C]6[/C][C]0.394336[/C][C]3.3227[/C][C]0.000706[/C][/ROW]
[ROW][C]7[/C][C]-0.26263[/C][C]-2.213[/C][C]0.015058[/C][/ROW]
[ROW][C]8[/C][C]-0.074493[/C][C]-0.6277[/C][C]0.26611[/C][/ROW]
[ROW][C]9[/C][C]0.364276[/C][C]3.0694[/C][C]0.001518[/C][/ROW]
[ROW][C]10[/C][C]-0.426428[/C][C]-3.5931[/C][C]0.000299[/C][/ROW]
[ROW][C]11[/C][C]-0.113187[/C][C]-0.9537[/C][C]0.171728[/C][/ROW]
[ROW][C]12[/C][C]0.649521[/C][C]5.473[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.321674[/C][C]-2.7105[/C][C]0.004209[/C][/ROW]
[ROW][C]14[/C][C]-0.10374[/C][C]-0.8741[/C][C]0.192497[/C][/ROW]
[ROW][C]15[/C][C]0.196635[/C][C]1.6569[/C][C]0.050979[/C][/ROW]
[ROW][C]16[/C][C]-0.245604[/C][C]-2.0695[/C][C]0.02107[/C][/ROW]
[ROW][C]17[/C][C]0.029761[/C][C]0.2508[/C][C]0.401356[/C][/ROW]
[ROW][C]18[/C][C]0.253321[/C][C]2.1345[/C][C]0.018127[/C][/ROW]
[ROW][C]19[/C][C]-0.236542[/C][C]-1.9931[/C][C]0.025045[/C][/ROW]
[ROW][C]20[/C][C]0.023734[/C][C]0.2[/C][C]0.42103[/C][/ROW]
[ROW][C]21[/C][C]0.241378[/C][C]2.0339[/C][C]0.02285[/C][/ROW]
[ROW][C]22[/C][C]-0.419568[/C][C]-3.5353[/C][C]0.000361[/C][/ROW]
[ROW][C]23[/C][C]0.126665[/C][C]1.0673[/C][C]0.144726[/C][/ROW]
[ROW][C]24[/C][C]0.307923[/C][C]2.5946[/C][C]0.005748[/C][/ROW]
[ROW][C]25[/C][C]-0.198513[/C][C]-1.6727[/C][C]0.049394[/C][/ROW]
[ROW][C]26[/C][C]-0.011705[/C][C]-0.0986[/C][C]0.460857[/C][/ROW]
[ROW][C]27[/C][C]0.087343[/C][C]0.736[/C][C]0.232088[/C][/ROW]
[ROW][C]28[/C][C]-0.200791[/C][C]-1.6919[/C][C]0.047526[/C][/ROW]
[ROW][C]29[/C][C]0.102228[/C][C]0.8614[/C][C]0.195961[/C][/ROW]
[ROW][C]30[/C][C]0.079822[/C][C]0.6726[/C][C]0.251694[/C][/ROW]
[ROW][C]31[/C][C]-0.1407[/C][C]-1.1856[/C][C]0.119875[/C][/ROW]
[ROW][C]32[/C][C]0.121649[/C][C]1.025[/C][C]0.154413[/C][/ROW]
[ROW][C]33[/C][C]0.029576[/C][C]0.2492[/C][C]0.401959[/C][/ROW]
[ROW][C]34[/C][C]-0.257224[/C][C]-2.1674[/C][C]0.01678[/C][/ROW]
[ROW][C]35[/C][C]0.115054[/C][C]0.9695[/C][C]0.167804[/C][/ROW]
[ROW][C]36[/C][C]0.173107[/C][C]1.4586[/C][C]0.074539[/C][/ROW]
[ROW][C]37[/C][C]-0.063857[/C][C]-0.5381[/C][C]0.296107[/C][/ROW]
[ROW][C]38[/C][C]-0.039746[/C][C]-0.3349[/C][C]0.369341[/C][/ROW]
[ROW][C]39[/C][C]0.018793[/C][C]0.1584[/C][C]0.437315[/C][/ROW]
[ROW][C]40[/C][C]-0.067562[/C][C]-0.5693[/C][C]0.285478[/C][/ROW]
[ROW][C]41[/C][C]0.04086[/C][C]0.3443[/C][C]0.365822[/C][/ROW]
[ROW][C]42[/C][C]0.020983[/C][C]0.1768[/C][C]0.430082[/C][/ROW]
[ROW][C]43[/C][C]-0.074923[/C][C]-0.6313[/C][C]0.264932[/C][/ROW]
[ROW][C]44[/C][C]0.122071[/C][C]1.0286[/C][C]0.153583[/C][/ROW]
[ROW][C]45[/C][C]-0.038113[/C][C]-0.3211[/C][C]0.374521[/C][/ROW]
[ROW][C]46[/C][C]-0.089449[/C][C]-0.7537[/C][C]0.226756[/C][/ROW]
[ROW][C]47[/C][C]-0.013576[/C][C]-0.1144[/C][C]0.454625[/C][/ROW]
[ROW][C]48[/C][C]0.147941[/C][C]1.2466[/C][C]0.108325[/C][/ROW]
[ROW][C]49[/C][C]-0.000791[/C][C]-0.0067[/C][C]0.497351[/C][/ROW]
[ROW][C]50[/C][C]-0.075495[/C][C]-0.6361[/C][C]0.263369[/C][/ROW]
[ROW][C]51[/C][C]-0.016706[/C][C]-0.1408[/C][C]0.444227[/C][/ROW]
[ROW][C]52[/C][C]-0.002283[/C][C]-0.0192[/C][C]0.492351[/C][/ROW]
[ROW][C]53[/C][C]0.011705[/C][C]0.0986[/C][C]0.460855[/C][/ROW]
[ROW][C]54[/C][C]0.008905[/C][C]0.075[/C][C]0.470201[/C][/ROW]
[ROW][C]55[/C][C]-0.006995[/C][C]-0.0589[/C][C]0.476581[/C][/ROW]
[ROW][C]56[/C][C]0.034604[/C][C]0.2916[/C][C]0.385729[/C][/ROW]
[ROW][C]57[/C][C]-0.015542[/C][C]-0.131[/C][C]0.448089[/C][/ROW]
[ROW][C]58[/C][C]-0.020899[/C][C]-0.1761[/C][C]0.430359[/C][/ROW]
[ROW][C]59[/C][C]-0.040721[/C][C]-0.3431[/C][C]0.366259[/C][/ROW]
[ROW][C]60[/C][C]0.07725[/C][C]0.6509[/C][C]0.258599[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69686&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69686&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	-0.375641	-3.1652	0.001142
2	-0.301875	-2.5436	0.006574
3	0.34392	2.8979	0.002496
4	-0.191342	-1.6123	0.05567
5	-0.150497	-1.2681	0.104451
6	0.394336	3.3227	0.000706
7	-0.26263	-2.213	0.015058
8	-0.074493	-0.6277	0.26611
9	0.364276	3.0694	0.001518
10	-0.426428	-3.5931	0.000299
11	-0.113187	-0.9537	0.171728
12	0.649521	5.473	0
13	-0.321674	-2.7105	0.004209
14	-0.10374	-0.8741	0.192497
15	0.196635	1.6569	0.050979
16	-0.245604	-2.0695	0.02107
17	0.029761	0.2508	0.401356
18	0.253321	2.1345	0.018127
19	-0.236542	-1.9931	0.025045
20	0.023734	0.2	0.42103
21	0.241378	2.0339	0.02285
22	-0.419568	-3.5353	0.000361
23	0.126665	1.0673	0.144726
24	0.307923	2.5946	0.005748
25	-0.198513	-1.6727	0.049394
26	-0.011705	-0.0986	0.460857
27	0.087343	0.736	0.232088
28	-0.200791	-1.6919	0.047526
29	0.102228	0.8614	0.195961
30	0.079822	0.6726	0.251694
31	-0.1407	-1.1856	0.119875
32	0.121649	1.025	0.154413
33	0.029576	0.2492	0.401959
34	-0.257224	-2.1674	0.01678
35	0.115054	0.9695	0.167804
36	0.173107	1.4586	0.074539
37	-0.063857	-0.5381	0.296107
38	-0.039746	-0.3349	0.369341
39	0.018793	0.1584	0.437315
40	-0.067562	-0.5693	0.285478
41	0.04086	0.3443	0.365822
42	0.020983	0.1768	0.430082
43	-0.074923	-0.6313	0.264932
44	0.122071	1.0286	0.153583
45	-0.038113	-0.3211	0.374521
46	-0.089449	-0.7537	0.226756
47	-0.013576	-0.1144	0.454625
48	0.147941	1.2466	0.108325
49	-0.000791	-0.0067	0.497351
50	-0.075495	-0.6361	0.263369
51	-0.016706	-0.1408	0.444227
52	-0.002283	-0.0192	0.492351
53	0.011705	0.0986	0.460855
54	0.008905	0.075	0.470201
55	-0.006995	-0.0589	0.476581
56	0.034604	0.2916	0.385729
57	-0.015542	-0.131	0.448089
58	-0.020899	-0.1761	0.430359
59	-0.040721	-0.3431	0.366259
60	0.07725	0.6509	0.258599

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.375641	-3.1652	0.001142
2	-0.515757	-4.3458	2.3e-05
3	-0.034423	-0.29	0.386312
4	-0.260381	-2.194	0.015754
5	-0.318312	-2.6821	0.004546
6	0.06534	0.5506	0.291831
7	-0.192167	-1.6192	0.054916
8	-0.106928	-0.901	0.18532
9	0.146248	1.2323	0.110949
10	-0.31691	-2.6703	0.004694
11	-0.49292	-4.1534	4.5e-05
12	0.140869	1.187	0.119596
13	0.081849	0.6897	0.246325
14	0.187414	1.5792	0.05937
15	-0.064171	-0.5407	0.295199
16	-0.080672	-0.6798	0.249436
17	-0.004866	-0.041	0.483704
18	-0.131469	-1.1078	0.135849
19	0.050532	0.4258	0.335775
20	-0.045695	-0.385	0.350681
21	-0.05976	-0.5035	0.308068
22	-0.17856	-1.5046	0.068435
23	0.054691	0.4608	0.323164
24	-0.044563	-0.3755	0.354206
25	0.072774	0.6132	0.27085
26	-0.059922	-0.5049	0.307594
27	0.006585	0.0555	0.477952
28	0.0758	0.6387	0.262535
29	0.047814	0.4029	0.344119
30	-0.077575	-0.6537	0.257721
31	-0.063225	-0.5327	0.297937
32	0.008185	0.069	0.472604
33	-0.087793	-0.7398	0.230944
34	0.011671	0.0983	0.46097
35	-0.241147	-2.0319	0.022951
36	-0.062077	-0.5231	0.301276
37	-0.006844	-0.0577	0.477086
38	-0.078752	-0.6636	0.254554
39	0.009244	0.0779	0.469066
40	0.009149	0.0771	0.469383
41	-0.021405	-0.1804	0.428691
42	0.044992	0.3791	0.35287
43	-0.067338	-0.5674	0.286115
44	-0.016179	-0.1363	0.445975
45	-0.032528	-0.2741	0.392406
46	0.053214	0.4484	0.327619
47	0.057014	0.4804	0.316206
48	0.014056	0.1184	0.453028
49	-0.005419	-0.0457	0.481855
50	-0.04387	-0.3697	0.356371
51	-0.071253	-0.6004	0.27508
52	-0.108681	-0.9158	0.181445
53	-0.032051	-0.2701	0.393945
54	-0.045575	-0.384	0.351054
55	-0.00217	-0.0183	0.492732
56	0.016707	0.1408	0.444224
57	-0.037921	-0.3195	0.375132
58	-0.015361	-0.1294	0.448689
59	0.105574	0.8896	0.188347
60	-0.07655	-0.645	0.260496

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.375641 & -3.1652 & 0.001142 \tabularnewline
2 & -0.515757 & -4.3458 & 2.3e-05 \tabularnewline
3 & -0.034423 & -0.29 & 0.386312 \tabularnewline
4 & -0.260381 & -2.194 & 0.015754 \tabularnewline
5 & -0.318312 & -2.6821 & 0.004546 \tabularnewline
6 & 0.06534 & 0.5506 & 0.291831 \tabularnewline
7 & -0.192167 & -1.6192 & 0.054916 \tabularnewline
8 & -0.106928 & -0.901 & 0.18532 \tabularnewline
9 & 0.146248 & 1.2323 & 0.110949 \tabularnewline
10 & -0.31691 & -2.6703 & 0.004694 \tabularnewline
11 & -0.49292 & -4.1534 & 4.5e-05 \tabularnewline
12 & 0.140869 & 1.187 & 0.119596 \tabularnewline
13 & 0.081849 & 0.6897 & 0.246325 \tabularnewline
14 & 0.187414 & 1.5792 & 0.05937 \tabularnewline
15 & -0.064171 & -0.5407 & 0.295199 \tabularnewline
16 & -0.080672 & -0.6798 & 0.249436 \tabularnewline
17 & -0.004866 & -0.041 & 0.483704 \tabularnewline
18 & -0.131469 & -1.1078 & 0.135849 \tabularnewline
19 & 0.050532 & 0.4258 & 0.335775 \tabularnewline
20 & -0.045695 & -0.385 & 0.350681 \tabularnewline
21 & -0.05976 & -0.5035 & 0.308068 \tabularnewline
22 & -0.17856 & -1.5046 & 0.068435 \tabularnewline
23 & 0.054691 & 0.4608 & 0.323164 \tabularnewline
24 & -0.044563 & -0.3755 & 0.354206 \tabularnewline
25 & 0.072774 & 0.6132 & 0.27085 \tabularnewline
26 & -0.059922 & -0.5049 & 0.307594 \tabularnewline
27 & 0.006585 & 0.0555 & 0.477952 \tabularnewline
28 & 0.0758 & 0.6387 & 0.262535 \tabularnewline
29 & 0.047814 & 0.4029 & 0.344119 \tabularnewline
30 & -0.077575 & -0.6537 & 0.257721 \tabularnewline
31 & -0.063225 & -0.5327 & 0.297937 \tabularnewline
32 & 0.008185 & 0.069 & 0.472604 \tabularnewline
33 & -0.087793 & -0.7398 & 0.230944 \tabularnewline
34 & 0.011671 & 0.0983 & 0.46097 \tabularnewline
35 & -0.241147 & -2.0319 & 0.022951 \tabularnewline
36 & -0.062077 & -0.5231 & 0.301276 \tabularnewline
37 & -0.006844 & -0.0577 & 0.477086 \tabularnewline
38 & -0.078752 & -0.6636 & 0.254554 \tabularnewline
39 & 0.009244 & 0.0779 & 0.469066 \tabularnewline
40 & 0.009149 & 0.0771 & 0.469383 \tabularnewline
41 & -0.021405 & -0.1804 & 0.428691 \tabularnewline
42 & 0.044992 & 0.3791 & 0.35287 \tabularnewline
43 & -0.067338 & -0.5674 & 0.286115 \tabularnewline
44 & -0.016179 & -0.1363 & 0.445975 \tabularnewline
45 & -0.032528 & -0.2741 & 0.392406 \tabularnewline
46 & 0.053214 & 0.4484 & 0.327619 \tabularnewline
47 & 0.057014 & 0.4804 & 0.316206 \tabularnewline
48 & 0.014056 & 0.1184 & 0.453028 \tabularnewline
49 & -0.005419 & -0.0457 & 0.481855 \tabularnewline
50 & -0.04387 & -0.3697 & 0.356371 \tabularnewline
51 & -0.071253 & -0.6004 & 0.27508 \tabularnewline
52 & -0.108681 & -0.9158 & 0.181445 \tabularnewline
53 & -0.032051 & -0.2701 & 0.393945 \tabularnewline
54 & -0.045575 & -0.384 & 0.351054 \tabularnewline
55 & -0.00217 & -0.0183 & 0.492732 \tabularnewline
56 & 0.016707 & 0.1408 & 0.444224 \tabularnewline
57 & -0.037921 & -0.3195 & 0.375132 \tabularnewline
58 & -0.015361 & -0.1294 & 0.448689 \tabularnewline
59 & 0.105574 & 0.8896 & 0.188347 \tabularnewline
60 & -0.07655 & -0.645 & 0.260496 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69686&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]-0.375641[/C][C]-3.1652[/C][C]0.001142[/C][/ROW]
[ROW][C]2[/C][C]-0.515757[/C][C]-4.3458[/C][C]2.3e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.034423[/C][C]-0.29[/C][C]0.386312[/C][/ROW]
[ROW][C]4[/C][C]-0.260381[/C][C]-2.194[/C][C]0.015754[/C][/ROW]
[ROW][C]5[/C][C]-0.318312[/C][C]-2.6821[/C][C]0.004546[/C][/ROW]
[ROW][C]6[/C][C]0.06534[/C][C]0.5506[/C][C]0.291831[/C][/ROW]
[ROW][C]7[/C][C]-0.192167[/C][C]-1.6192[/C][C]0.054916[/C][/ROW]
[ROW][C]8[/C][C]-0.106928[/C][C]-0.901[/C][C]0.18532[/C][/ROW]
[ROW][C]9[/C][C]0.146248[/C][C]1.2323[/C][C]0.110949[/C][/ROW]
[ROW][C]10[/C][C]-0.31691[/C][C]-2.6703[/C][C]0.004694[/C][/ROW]
[ROW][C]11[/C][C]-0.49292[/C][C]-4.1534[/C][C]4.5e-05[/C][/ROW]
[ROW][C]12[/C][C]0.140869[/C][C]1.187[/C][C]0.119596[/C][/ROW]
[ROW][C]13[/C][C]0.081849[/C][C]0.6897[/C][C]0.246325[/C][/ROW]
[ROW][C]14[/C][C]0.187414[/C][C]1.5792[/C][C]0.05937[/C][/ROW]
[ROW][C]15[/C][C]-0.064171[/C][C]-0.5407[/C][C]0.295199[/C][/ROW]
[ROW][C]16[/C][C]-0.080672[/C][C]-0.6798[/C][C]0.249436[/C][/ROW]
[ROW][C]17[/C][C]-0.004866[/C][C]-0.041[/C][C]0.483704[/C][/ROW]
[ROW][C]18[/C][C]-0.131469[/C][C]-1.1078[/C][C]0.135849[/C][/ROW]
[ROW][C]19[/C][C]0.050532[/C][C]0.4258[/C][C]0.335775[/C][/ROW]
[ROW][C]20[/C][C]-0.045695[/C][C]-0.385[/C][C]0.350681[/C][/ROW]
[ROW][C]21[/C][C]-0.05976[/C][C]-0.5035[/C][C]0.308068[/C][/ROW]
[ROW][C]22[/C][C]-0.17856[/C][C]-1.5046[/C][C]0.068435[/C][/ROW]
[ROW][C]23[/C][C]0.054691[/C][C]0.4608[/C][C]0.323164[/C][/ROW]
[ROW][C]24[/C][C]-0.044563[/C][C]-0.3755[/C][C]0.354206[/C][/ROW]
[ROW][C]25[/C][C]0.072774[/C][C]0.6132[/C][C]0.27085[/C][/ROW]
[ROW][C]26[/C][C]-0.059922[/C][C]-0.5049[/C][C]0.307594[/C][/ROW]
[ROW][C]27[/C][C]0.006585[/C][C]0.0555[/C][C]0.477952[/C][/ROW]
[ROW][C]28[/C][C]0.0758[/C][C]0.6387[/C][C]0.262535[/C][/ROW]
[ROW][C]29[/C][C]0.047814[/C][C]0.4029[/C][C]0.344119[/C][/ROW]
[ROW][C]30[/C][C]-0.077575[/C][C]-0.6537[/C][C]0.257721[/C][/ROW]
[ROW][C]31[/C][C]-0.063225[/C][C]-0.5327[/C][C]0.297937[/C][/ROW]
[ROW][C]32[/C][C]0.008185[/C][C]0.069[/C][C]0.472604[/C][/ROW]
[ROW][C]33[/C][C]-0.087793[/C][C]-0.7398[/C][C]0.230944[/C][/ROW]
[ROW][C]34[/C][C]0.011671[/C][C]0.0983[/C][C]0.46097[/C][/ROW]
[ROW][C]35[/C][C]-0.241147[/C][C]-2.0319[/C][C]0.022951[/C][/ROW]
[ROW][C]36[/C][C]-0.062077[/C][C]-0.5231[/C][C]0.301276[/C][/ROW]
[ROW][C]37[/C][C]-0.006844[/C][C]-0.0577[/C][C]0.477086[/C][/ROW]
[ROW][C]38[/C][C]-0.078752[/C][C]-0.6636[/C][C]0.254554[/C][/ROW]
[ROW][C]39[/C][C]0.009244[/C][C]0.0779[/C][C]0.469066[/C][/ROW]
[ROW][C]40[/C][C]0.009149[/C][C]0.0771[/C][C]0.469383[/C][/ROW]
[ROW][C]41[/C][C]-0.021405[/C][C]-0.1804[/C][C]0.428691[/C][/ROW]
[ROW][C]42[/C][C]0.044992[/C][C]0.3791[/C][C]0.35287[/C][/ROW]
[ROW][C]43[/C][C]-0.067338[/C][C]-0.5674[/C][C]0.286115[/C][/ROW]
[ROW][C]44[/C][C]-0.016179[/C][C]-0.1363[/C][C]0.445975[/C][/ROW]
[ROW][C]45[/C][C]-0.032528[/C][C]-0.2741[/C][C]0.392406[/C][/ROW]
[ROW][C]46[/C][C]0.053214[/C][C]0.4484[/C][C]0.327619[/C][/ROW]
[ROW][C]47[/C][C]0.057014[/C][C]0.4804[/C][C]0.316206[/C][/ROW]
[ROW][C]48[/C][C]0.014056[/C][C]0.1184[/C][C]0.453028[/C][/ROW]
[ROW][C]49[/C][C]-0.005419[/C][C]-0.0457[/C][C]0.481855[/C][/ROW]
[ROW][C]50[/C][C]-0.04387[/C][C]-0.3697[/C][C]0.356371[/C][/ROW]
[ROW][C]51[/C][C]-0.071253[/C][C]-0.6004[/C][C]0.27508[/C][/ROW]
[ROW][C]52[/C][C]-0.108681[/C][C]-0.9158[/C][C]0.181445[/C][/ROW]
[ROW][C]53[/C][C]-0.032051[/C][C]-0.2701[/C][C]0.393945[/C][/ROW]
[ROW][C]54[/C][C]-0.045575[/C][C]-0.384[/C][C]0.351054[/C][/ROW]
[ROW][C]55[/C][C]-0.00217[/C][C]-0.0183[/C][C]0.492732[/C][/ROW]
[ROW][C]56[/C][C]0.016707[/C][C]0.1408[/C][C]0.444224[/C][/ROW]
[ROW][C]57[/C][C]-0.037921[/C][C]-0.3195[/C][C]0.375132[/C][/ROW]
[ROW][C]58[/C][C]-0.015361[/C][C]-0.1294[/C][C]0.448689[/C][/ROW]
[ROW][C]59[/C][C]0.105574[/C][C]0.8896[/C][C]0.188347[/C][/ROW]
[ROW][C]60[/C][C]-0.07655[/C][C]-0.645[/C][C]0.260496[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69686&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69686&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	-0.375641	-3.1652	0.001142
2	-0.515757	-4.3458	2.3e-05
3	-0.034423	-0.29	0.386312
4	-0.260381	-2.194	0.015754
5	-0.318312	-2.6821	0.004546
6	0.06534	0.5506	0.291831
7	-0.192167	-1.6192	0.054916
8	-0.106928	-0.901	0.18532
9	0.146248	1.2323	0.110949
10	-0.31691	-2.6703	0.004694
11	-0.49292	-4.1534	4.5e-05
12	0.140869	1.187	0.119596
13	0.081849	0.6897	0.246325
14	0.187414	1.5792	0.05937
15	-0.064171	-0.5407	0.295199
16	-0.080672	-0.6798	0.249436
17	-0.004866	-0.041	0.483704
18	-0.131469	-1.1078	0.135849
19	0.050532	0.4258	0.335775
20	-0.045695	-0.385	0.350681
21	-0.05976	-0.5035	0.308068
22	-0.17856	-1.5046	0.068435
23	0.054691	0.4608	0.323164
24	-0.044563	-0.3755	0.354206
25	0.072774	0.6132	0.27085
26	-0.059922	-0.5049	0.307594
27	0.006585	0.0555	0.477952
28	0.0758	0.6387	0.262535
29	0.047814	0.4029	0.344119
30	-0.077575	-0.6537	0.257721
31	-0.063225	-0.5327	0.297937
32	0.008185	0.069	0.472604
33	-0.087793	-0.7398	0.230944
34	0.011671	0.0983	0.46097
35	-0.241147	-2.0319	0.022951
36	-0.062077	-0.5231	0.301276
37	-0.006844	-0.0577	0.477086
38	-0.078752	-0.6636	0.254554
39	0.009244	0.0779	0.469066
40	0.009149	0.0771	0.469383
41	-0.021405	-0.1804	0.428691
42	0.044992	0.3791	0.35287
43	-0.067338	-0.5674	0.286115
44	-0.016179	-0.1363	0.445975
45	-0.032528	-0.2741	0.392406
46	0.053214	0.4484	0.327619
47	0.057014	0.4804	0.316206
48	0.014056	0.1184	0.453028
49	-0.005419	-0.0457	0.481855
50	-0.04387	-0.3697	0.356371
51	-0.071253	-0.6004	0.27508
52	-0.108681	-0.9158	0.181445
53	-0.032051	-0.2701	0.393945
54	-0.045575	-0.384	0.351054
55	-0.00217	-0.0183	0.492732
56	0.016707	0.1408	0.444224
57	-0.037921	-0.3195	0.375132
58	-0.015361	-0.1294	0.448689
59	0.105574	0.8896	0.188347
60	-0.07655	-0.645	0.260496

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; 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