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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 28 Dec 2009 06:15:02 -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/28/t1262006143oysb5p71zkmmqlj.htm/, Retrieved Sat, 04 May 2024 23:25:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70955, Retrieved Sat, 04 May 2024 23:25:39 +0000

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User-defined keywords

Estimated Impact

155

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] [acf] [2009-12-28 12:35:39] [85be98bd9ebcfd4d73e77f8552419c9a]
-    D                [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:15:02] [5cd0e65b1f56b3935a0672588b930e12] [Current]
-   P                   [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:19:16] [85be98bd9ebcfd4d73e77f8552419c9a] 
-                         [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:22:01] [85be98bd9ebcfd4d73e77f8552419c9a] 
-   P                       [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:23:40] [85be98bd9ebcfd4d73e77f8552419c9a] 

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70955&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70955&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70955&T=0

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.61491	5.2177	1e-06
2	0.469227	3.9815	8.1e-05
3	0.557195	4.728	5e-06
4	0.591773	5.0214	2e-06
5	0.536491	4.5523	1.1e-05
6	0.625843	5.3105	1e-06
7	0.469601	3.9847	8e-05
8	0.485618	4.1206	5e-05
9	0.412329	3.4987	0.000403
10	0.275056	2.3339	0.011197
11	0.386388	3.2786	0.000804
12	0.607963	5.1587	1e-06
13	0.316751	2.6877	0.004465
14	0.216131	1.8339	0.035398
15	0.238031	2.0198	0.023565
16	0.25118	2.1313	0.018238
17	0.254507	2.1596	0.017069
18	0.29471	2.5007	0.007336
19	0.163413	1.3866	0.08492
20	0.163978	1.3914	0.084194
21	0.09271	0.7867	0.217027
22	-0.038923	-0.3303	0.371076
23	0.087442	0.742	0.23026
24	0.19285	1.6364	0.053061
25	-0.021749	-0.1845	0.427053
26	-0.091617	-0.7774	0.219736
27	-0.093321	-0.7919	0.215522
28	-0.082541	-0.7004	0.242974
29	-0.069185	-0.5871	0.279501
30	-0.040832	-0.3465	0.365
31	-0.12291	-1.0429	0.150236
32	-0.106496	-0.9037	0.184597
33	-0.204313	-1.7337	0.04363
34	-0.274614	-2.3302	0.011302
35	-0.166256	-1.4107	0.081316
36	-0.079816	-0.6773	0.250206
37	-0.224197	-1.9024	0.030561
38	-0.287098	-2.4361	0.008661
39	-0.295088	-2.5039	0.007275
40	-0.24381	-2.0688	0.021078
41	-0.254385	-2.1585	0.017111
42	-0.235643	-1.9995	0.024664
43	-0.290244	-2.4628	0.008089
44	-0.252736	-2.1445	0.017683
45	-0.333681	-2.8314	0.003002
46	-0.37372	-3.1711	0.001116
47	-0.303557	-2.5758	0.006027
48	-0.211399	-1.7938	0.038524
49	-0.288478	-2.4478	0.008406
50	-0.335067	-2.8431	0.002905
51	-0.313512	-2.6602	0.00481
52	-0.264136	-2.2413	0.014046
53	-0.247372	-2.099	0.019661
54	-0.217673	-1.847	0.034427
55	-0.237031	-2.0113	0.02402
56	-0.221629	-1.8806	0.032037
57	-0.245644	-2.0844	0.020338
58	-0.244767	-2.0769	0.020689
59	-0.201204	-1.7073	0.04604
60	-0.15022	-1.2747	0.103264

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.61491 & 5.2177 & 1e-06 \tabularnewline
2 & 0.469227 & 3.9815 & 8.1e-05 \tabularnewline
3 & 0.557195 & 4.728 & 5e-06 \tabularnewline
4 & 0.591773 & 5.0214 & 2e-06 \tabularnewline
5 & 0.536491 & 4.5523 & 1.1e-05 \tabularnewline
6 & 0.625843 & 5.3105 & 1e-06 \tabularnewline
7 & 0.469601 & 3.9847 & 8e-05 \tabularnewline
8 & 0.485618 & 4.1206 & 5e-05 \tabularnewline
9 & 0.412329 & 3.4987 & 0.000403 \tabularnewline
10 & 0.275056 & 2.3339 & 0.011197 \tabularnewline
11 & 0.386388 & 3.2786 & 0.000804 \tabularnewline
12 & 0.607963 & 5.1587 & 1e-06 \tabularnewline
13 & 0.316751 & 2.6877 & 0.004465 \tabularnewline
14 & 0.216131 & 1.8339 & 0.035398 \tabularnewline
15 & 0.238031 & 2.0198 & 0.023565 \tabularnewline
16 & 0.25118 & 2.1313 & 0.018238 \tabularnewline
17 & 0.254507 & 2.1596 & 0.017069 \tabularnewline
18 & 0.29471 & 2.5007 & 0.007336 \tabularnewline
19 & 0.163413 & 1.3866 & 0.08492 \tabularnewline
20 & 0.163978 & 1.3914 & 0.084194 \tabularnewline
21 & 0.09271 & 0.7867 & 0.217027 \tabularnewline
22 & -0.038923 & -0.3303 & 0.371076 \tabularnewline
23 & 0.087442 & 0.742 & 0.23026 \tabularnewline
24 & 0.19285 & 1.6364 & 0.053061 \tabularnewline
25 & -0.021749 & -0.1845 & 0.427053 \tabularnewline
26 & -0.091617 & -0.7774 & 0.219736 \tabularnewline
27 & -0.093321 & -0.7919 & 0.215522 \tabularnewline
28 & -0.082541 & -0.7004 & 0.242974 \tabularnewline
29 & -0.069185 & -0.5871 & 0.279501 \tabularnewline
30 & -0.040832 & -0.3465 & 0.365 \tabularnewline
31 & -0.12291 & -1.0429 & 0.150236 \tabularnewline
32 & -0.106496 & -0.9037 & 0.184597 \tabularnewline
33 & -0.204313 & -1.7337 & 0.04363 \tabularnewline
34 & -0.274614 & -2.3302 & 0.011302 \tabularnewline
35 & -0.166256 & -1.4107 & 0.081316 \tabularnewline
36 & -0.079816 & -0.6773 & 0.250206 \tabularnewline
37 & -0.224197 & -1.9024 & 0.030561 \tabularnewline
38 & -0.287098 & -2.4361 & 0.008661 \tabularnewline
39 & -0.295088 & -2.5039 & 0.007275 \tabularnewline
40 & -0.24381 & -2.0688 & 0.021078 \tabularnewline
41 & -0.254385 & -2.1585 & 0.017111 \tabularnewline
42 & -0.235643 & -1.9995 & 0.024664 \tabularnewline
43 & -0.290244 & -2.4628 & 0.008089 \tabularnewline
44 & -0.252736 & -2.1445 & 0.017683 \tabularnewline
45 & -0.333681 & -2.8314 & 0.003002 \tabularnewline
46 & -0.37372 & -3.1711 & 0.001116 \tabularnewline
47 & -0.303557 & -2.5758 & 0.006027 \tabularnewline
48 & -0.211399 & -1.7938 & 0.038524 \tabularnewline
49 & -0.288478 & -2.4478 & 0.008406 \tabularnewline
50 & -0.335067 & -2.8431 & 0.002905 \tabularnewline
51 & -0.313512 & -2.6602 & 0.00481 \tabularnewline
52 & -0.264136 & -2.2413 & 0.014046 \tabularnewline
53 & -0.247372 & -2.099 & 0.019661 \tabularnewline
54 & -0.217673 & -1.847 & 0.034427 \tabularnewline
55 & -0.237031 & -2.0113 & 0.02402 \tabularnewline
56 & -0.221629 & -1.8806 & 0.032037 \tabularnewline
57 & -0.245644 & -2.0844 & 0.020338 \tabularnewline
58 & -0.244767 & -2.0769 & 0.020689 \tabularnewline
59 & -0.201204 & -1.7073 & 0.04604 \tabularnewline
60 & -0.15022 & -1.2747 & 0.103264 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70955&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]0.61491[/C][C]5.2177[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.469227[/C][C]3.9815[/C][C]8.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.557195[/C][C]4.728[/C][C]5e-06[/C][/ROW]
[ROW][C]4[/C][C]0.591773[/C][C]5.0214[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.536491[/C][C]4.5523[/C][C]1.1e-05[/C][/ROW]
[ROW][C]6[/C][C]0.625843[/C][C]5.3105[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.469601[/C][C]3.9847[/C][C]8e-05[/C][/ROW]
[ROW][C]8[/C][C]0.485618[/C][C]4.1206[/C][C]5e-05[/C][/ROW]
[ROW][C]9[/C][C]0.412329[/C][C]3.4987[/C][C]0.000403[/C][/ROW]
[ROW][C]10[/C][C]0.275056[/C][C]2.3339[/C][C]0.011197[/C][/ROW]
[ROW][C]11[/C][C]0.386388[/C][C]3.2786[/C][C]0.000804[/C][/ROW]
[ROW][C]12[/C][C]0.607963[/C][C]5.1587[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.316751[/C][C]2.6877[/C][C]0.004465[/C][/ROW]
[ROW][C]14[/C][C]0.216131[/C][C]1.8339[/C][C]0.035398[/C][/ROW]
[ROW][C]15[/C][C]0.238031[/C][C]2.0198[/C][C]0.023565[/C][/ROW]
[ROW][C]16[/C][C]0.25118[/C][C]2.1313[/C][C]0.018238[/C][/ROW]
[ROW][C]17[/C][C]0.254507[/C][C]2.1596[/C][C]0.017069[/C][/ROW]
[ROW][C]18[/C][C]0.29471[/C][C]2.5007[/C][C]0.007336[/C][/ROW]
[ROW][C]19[/C][C]0.163413[/C][C]1.3866[/C][C]0.08492[/C][/ROW]
[ROW][C]20[/C][C]0.163978[/C][C]1.3914[/C][C]0.084194[/C][/ROW]
[ROW][C]21[/C][C]0.09271[/C][C]0.7867[/C][C]0.217027[/C][/ROW]
[ROW][C]22[/C][C]-0.038923[/C][C]-0.3303[/C][C]0.371076[/C][/ROW]
[ROW][C]23[/C][C]0.087442[/C][C]0.742[/C][C]0.23026[/C][/ROW]
[ROW][C]24[/C][C]0.19285[/C][C]1.6364[/C][C]0.053061[/C][/ROW]
[ROW][C]25[/C][C]-0.021749[/C][C]-0.1845[/C][C]0.427053[/C][/ROW]
[ROW][C]26[/C][C]-0.091617[/C][C]-0.7774[/C][C]0.219736[/C][/ROW]
[ROW][C]27[/C][C]-0.093321[/C][C]-0.7919[/C][C]0.215522[/C][/ROW]
[ROW][C]28[/C][C]-0.082541[/C][C]-0.7004[/C][C]0.242974[/C][/ROW]
[ROW][C]29[/C][C]-0.069185[/C][C]-0.5871[/C][C]0.279501[/C][/ROW]
[ROW][C]30[/C][C]-0.040832[/C][C]-0.3465[/C][C]0.365[/C][/ROW]
[ROW][C]31[/C][C]-0.12291[/C][C]-1.0429[/C][C]0.150236[/C][/ROW]
[ROW][C]32[/C][C]-0.106496[/C][C]-0.9037[/C][C]0.184597[/C][/ROW]
[ROW][C]33[/C][C]-0.204313[/C][C]-1.7337[/C][C]0.04363[/C][/ROW]
[ROW][C]34[/C][C]-0.274614[/C][C]-2.3302[/C][C]0.011302[/C][/ROW]
[ROW][C]35[/C][C]-0.166256[/C][C]-1.4107[/C][C]0.081316[/C][/ROW]
[ROW][C]36[/C][C]-0.079816[/C][C]-0.6773[/C][C]0.250206[/C][/ROW]
[ROW][C]37[/C][C]-0.224197[/C][C]-1.9024[/C][C]0.030561[/C][/ROW]
[ROW][C]38[/C][C]-0.287098[/C][C]-2.4361[/C][C]0.008661[/C][/ROW]
[ROW][C]39[/C][C]-0.295088[/C][C]-2.5039[/C][C]0.007275[/C][/ROW]
[ROW][C]40[/C][C]-0.24381[/C][C]-2.0688[/C][C]0.021078[/C][/ROW]
[ROW][C]41[/C][C]-0.254385[/C][C]-2.1585[/C][C]0.017111[/C][/ROW]
[ROW][C]42[/C][C]-0.235643[/C][C]-1.9995[/C][C]0.024664[/C][/ROW]
[ROW][C]43[/C][C]-0.290244[/C][C]-2.4628[/C][C]0.008089[/C][/ROW]
[ROW][C]44[/C][C]-0.252736[/C][C]-2.1445[/C][C]0.017683[/C][/ROW]
[ROW][C]45[/C][C]-0.333681[/C][C]-2.8314[/C][C]0.003002[/C][/ROW]
[ROW][C]46[/C][C]-0.37372[/C][C]-3.1711[/C][C]0.001116[/C][/ROW]
[ROW][C]47[/C][C]-0.303557[/C][C]-2.5758[/C][C]0.006027[/C][/ROW]
[ROW][C]48[/C][C]-0.211399[/C][C]-1.7938[/C][C]0.038524[/C][/ROW]
[ROW][C]49[/C][C]-0.288478[/C][C]-2.4478[/C][C]0.008406[/C][/ROW]
[ROW][C]50[/C][C]-0.335067[/C][C]-2.8431[/C][C]0.002905[/C][/ROW]
[ROW][C]51[/C][C]-0.313512[/C][C]-2.6602[/C][C]0.00481[/C][/ROW]
[ROW][C]52[/C][C]-0.264136[/C][C]-2.2413[/C][C]0.014046[/C][/ROW]
[ROW][C]53[/C][C]-0.247372[/C][C]-2.099[/C][C]0.019661[/C][/ROW]
[ROW][C]54[/C][C]-0.217673[/C][C]-1.847[/C][C]0.034427[/C][/ROW]
[ROW][C]55[/C][C]-0.237031[/C][C]-2.0113[/C][C]0.02402[/C][/ROW]
[ROW][C]56[/C][C]-0.221629[/C][C]-1.8806[/C][C]0.032037[/C][/ROW]
[ROW][C]57[/C][C]-0.245644[/C][C]-2.0844[/C][C]0.020338[/C][/ROW]
[ROW][C]58[/C][C]-0.244767[/C][C]-2.0769[/C][C]0.020689[/C][/ROW]
[ROW][C]59[/C][C]-0.201204[/C][C]-1.7073[/C][C]0.04604[/C][/ROW]
[ROW][C]60[/C][C]-0.15022[/C][C]-1.2747[/C][C]0.103264[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70955&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70955&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	0.61491	5.2177	1e-06
2	0.469227	3.9815	8.1e-05
3	0.557195	4.728	5e-06
4	0.591773	5.0214	2e-06
5	0.536491	4.5523	1.1e-05
6	0.625843	5.3105	1e-06
7	0.469601	3.9847	8e-05
8	0.485618	4.1206	5e-05
9	0.412329	3.4987	0.000403
10	0.275056	2.3339	0.011197
11	0.386388	3.2786	0.000804
12	0.607963	5.1587	1e-06
13	0.316751	2.6877	0.004465
14	0.216131	1.8339	0.035398
15	0.238031	2.0198	0.023565
16	0.25118	2.1313	0.018238
17	0.254507	2.1596	0.017069
18	0.29471	2.5007	0.007336
19	0.163413	1.3866	0.08492
20	0.163978	1.3914	0.084194
21	0.09271	0.7867	0.217027
22	-0.038923	-0.3303	0.371076
23	0.087442	0.742	0.23026
24	0.19285	1.6364	0.053061
25	-0.021749	-0.1845	0.427053
26	-0.091617	-0.7774	0.219736
27	-0.093321	-0.7919	0.215522
28	-0.082541	-0.7004	0.242974
29	-0.069185	-0.5871	0.279501
30	-0.040832	-0.3465	0.365
31	-0.12291	-1.0429	0.150236
32	-0.106496	-0.9037	0.184597
33	-0.204313	-1.7337	0.04363
34	-0.274614	-2.3302	0.011302
35	-0.166256	-1.4107	0.081316
36	-0.079816	-0.6773	0.250206
37	-0.224197	-1.9024	0.030561
38	-0.287098	-2.4361	0.008661
39	-0.295088	-2.5039	0.007275
40	-0.24381	-2.0688	0.021078
41	-0.254385	-2.1585	0.017111
42	-0.235643	-1.9995	0.024664
43	-0.290244	-2.4628	0.008089
44	-0.252736	-2.1445	0.017683
45	-0.333681	-2.8314	0.003002
46	-0.37372	-3.1711	0.001116
47	-0.303557	-2.5758	0.006027
48	-0.211399	-1.7938	0.038524
49	-0.288478	-2.4478	0.008406
50	-0.335067	-2.8431	0.002905
51	-0.313512	-2.6602	0.00481
52	-0.264136	-2.2413	0.014046
53	-0.247372	-2.099	0.019661
54	-0.217673	-1.847	0.034427
55	-0.237031	-2.0113	0.02402
56	-0.221629	-1.8806	0.032037
57	-0.245644	-2.0844	0.020338
58	-0.244767	-2.0769	0.020689
59	-0.201204	-1.7073	0.04604
60	-0.15022	-1.2747	0.103264

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.61491	5.2177	1e-06
2	0.14651	1.2432	0.108917
3	0.362911	3.0794	0.001468
4	0.23929	2.0304	0.023003
5	0.12633	1.0719	0.143662
6	0.337142	2.8607	0.002764
7	-0.195594	-1.6597	0.050666
8	0.176953	1.5015	0.0688
9	-0.306311	-2.5991	0.005665
10	-0.336578	-2.856	0.002802
11	0.203028	1.7227	0.044614
12	0.331925	2.8165	0.003131
13	-0.21421	-1.8176	0.03664
14	-0.025571	-0.217	0.414419
15	-0.194994	-1.6546	0.051181
16	0.00072	0.0061	0.497572
17	0.039179	0.3324	0.370259
18	-0.039478	-0.335	0.369305
19	0.077113	0.6543	0.257493
20	-0.161213	-1.3679	0.087792
21	-0.010238	-0.0869	0.465507
22	-0.14831	-1.2585	0.106146
23	0.04021	0.3412	0.366975
24	-0.076831	-0.6519	0.258259
25	-0.074678	-0.6337	0.264153
26	0.035362	0.3001	0.382499
27	-0.054005	-0.4583	0.324076
28	0.129271	1.0969	0.13817
29	-0.123572	-1.0485	0.148949
30	0.09882	0.8385	0.202258
31	0.011751	0.0997	0.460425
32	0.002449	0.0208	0.491739
33	-0.069327	-0.5883	0.2791
34	-0.057729	-0.4898	0.312867
35	-0.122512	-1.0395	0.151015
36	0.065817	0.5585	0.289126
37	-0.033642	-0.2855	0.388056
38	-0.037241	-0.316	0.376458
39	0.047321	0.4015	0.344609
40	0.013236	0.1123	0.455446
41	-0.008842	-0.075	0.470201
42	-0.049907	-0.4235	0.336606
43	-0.065044	-0.5519	0.291359
44	-0.011433	-0.097	0.461492
45	0.053722	0.4558	0.324937
46	-0.087186	-0.7398	0.230914
47	-0.005065	-0.043	0.48292
48	-0.057922	-0.4915	0.31229
49	0.028737	0.2438	0.404024
50	0.0779	0.661	0.255359
51	0.088138	0.7479	0.228484
52	0.015967	0.1355	0.446304
53	0.067475	0.5725	0.284369
54	0.00762	0.0647	0.474312
55	-0.011316	-0.096	0.461886
56	-0.099886	-0.8476	0.199745
57	-0.043239	-0.3669	0.357385
58	0.054501	0.4625	0.322573
59	-0.06126	-0.5198	0.302396
60	-0.079387	-0.6736	0.251355

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.61491 & 5.2177 & 1e-06 \tabularnewline
2 & 0.14651 & 1.2432 & 0.108917 \tabularnewline
3 & 0.362911 & 3.0794 & 0.001468 \tabularnewline
4 & 0.23929 & 2.0304 & 0.023003 \tabularnewline
5 & 0.12633 & 1.0719 & 0.143662 \tabularnewline
6 & 0.337142 & 2.8607 & 0.002764 \tabularnewline
7 & -0.195594 & -1.6597 & 0.050666 \tabularnewline
8 & 0.176953 & 1.5015 & 0.0688 \tabularnewline
9 & -0.306311 & -2.5991 & 0.005665 \tabularnewline
10 & -0.336578 & -2.856 & 0.002802 \tabularnewline
11 & 0.203028 & 1.7227 & 0.044614 \tabularnewline
12 & 0.331925 & 2.8165 & 0.003131 \tabularnewline
13 & -0.21421 & -1.8176 & 0.03664 \tabularnewline
14 & -0.025571 & -0.217 & 0.414419 \tabularnewline
15 & -0.194994 & -1.6546 & 0.051181 \tabularnewline
16 & 0.00072 & 0.0061 & 0.497572 \tabularnewline
17 & 0.039179 & 0.3324 & 0.370259 \tabularnewline
18 & -0.039478 & -0.335 & 0.369305 \tabularnewline
19 & 0.077113 & 0.6543 & 0.257493 \tabularnewline
20 & -0.161213 & -1.3679 & 0.087792 \tabularnewline
21 & -0.010238 & -0.0869 & 0.465507 \tabularnewline
22 & -0.14831 & -1.2585 & 0.106146 \tabularnewline
23 & 0.04021 & 0.3412 & 0.366975 \tabularnewline
24 & -0.076831 & -0.6519 & 0.258259 \tabularnewline
25 & -0.074678 & -0.6337 & 0.264153 \tabularnewline
26 & 0.035362 & 0.3001 & 0.382499 \tabularnewline
27 & -0.054005 & -0.4583 & 0.324076 \tabularnewline
28 & 0.129271 & 1.0969 & 0.13817 \tabularnewline
29 & -0.123572 & -1.0485 & 0.148949 \tabularnewline
30 & 0.09882 & 0.8385 & 0.202258 \tabularnewline
31 & 0.011751 & 0.0997 & 0.460425 \tabularnewline
32 & 0.002449 & 0.0208 & 0.491739 \tabularnewline
33 & -0.069327 & -0.5883 & 0.2791 \tabularnewline
34 & -0.057729 & -0.4898 & 0.312867 \tabularnewline
35 & -0.122512 & -1.0395 & 0.151015 \tabularnewline
36 & 0.065817 & 0.5585 & 0.289126 \tabularnewline
37 & -0.033642 & -0.2855 & 0.388056 \tabularnewline
38 & -0.037241 & -0.316 & 0.376458 \tabularnewline
39 & 0.047321 & 0.4015 & 0.344609 \tabularnewline
40 & 0.013236 & 0.1123 & 0.455446 \tabularnewline
41 & -0.008842 & -0.075 & 0.470201 \tabularnewline
42 & -0.049907 & -0.4235 & 0.336606 \tabularnewline
43 & -0.065044 & -0.5519 & 0.291359 \tabularnewline
44 & -0.011433 & -0.097 & 0.461492 \tabularnewline
45 & 0.053722 & 0.4558 & 0.324937 \tabularnewline
46 & -0.087186 & -0.7398 & 0.230914 \tabularnewline
47 & -0.005065 & -0.043 & 0.48292 \tabularnewline
48 & -0.057922 & -0.4915 & 0.31229 \tabularnewline
49 & 0.028737 & 0.2438 & 0.404024 \tabularnewline
50 & 0.0779 & 0.661 & 0.255359 \tabularnewline
51 & 0.088138 & 0.7479 & 0.228484 \tabularnewline
52 & 0.015967 & 0.1355 & 0.446304 \tabularnewline
53 & 0.067475 & 0.5725 & 0.284369 \tabularnewline
54 & 0.00762 & 0.0647 & 0.474312 \tabularnewline
55 & -0.011316 & -0.096 & 0.461886 \tabularnewline
56 & -0.099886 & -0.8476 & 0.199745 \tabularnewline
57 & -0.043239 & -0.3669 & 0.357385 \tabularnewline
58 & 0.054501 & 0.4625 & 0.322573 \tabularnewline
59 & -0.06126 & -0.5198 & 0.302396 \tabularnewline
60 & -0.079387 & -0.6736 & 0.251355 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70955&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]0.61491[/C][C]5.2177[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.14651[/C][C]1.2432[/C][C]0.108917[/C][/ROW]
[ROW][C]3[/C][C]0.362911[/C][C]3.0794[/C][C]0.001468[/C][/ROW]
[ROW][C]4[/C][C]0.23929[/C][C]2.0304[/C][C]0.023003[/C][/ROW]
[ROW][C]5[/C][C]0.12633[/C][C]1.0719[/C][C]0.143662[/C][/ROW]
[ROW][C]6[/C][C]0.337142[/C][C]2.8607[/C][C]0.002764[/C][/ROW]
[ROW][C]7[/C][C]-0.195594[/C][C]-1.6597[/C][C]0.050666[/C][/ROW]
[ROW][C]8[/C][C]0.176953[/C][C]1.5015[/C][C]0.0688[/C][/ROW]
[ROW][C]9[/C][C]-0.306311[/C][C]-2.5991[/C][C]0.005665[/C][/ROW]
[ROW][C]10[/C][C]-0.336578[/C][C]-2.856[/C][C]0.002802[/C][/ROW]
[ROW][C]11[/C][C]0.203028[/C][C]1.7227[/C][C]0.044614[/C][/ROW]
[ROW][C]12[/C][C]0.331925[/C][C]2.8165[/C][C]0.003131[/C][/ROW]
[ROW][C]13[/C][C]-0.21421[/C][C]-1.8176[/C][C]0.03664[/C][/ROW]
[ROW][C]14[/C][C]-0.025571[/C][C]-0.217[/C][C]0.414419[/C][/ROW]
[ROW][C]15[/C][C]-0.194994[/C][C]-1.6546[/C][C]0.051181[/C][/ROW]
[ROW][C]16[/C][C]0.00072[/C][C]0.0061[/C][C]0.497572[/C][/ROW]
[ROW][C]17[/C][C]0.039179[/C][C]0.3324[/C][C]0.370259[/C][/ROW]
[ROW][C]18[/C][C]-0.039478[/C][C]-0.335[/C][C]0.369305[/C][/ROW]
[ROW][C]19[/C][C]0.077113[/C][C]0.6543[/C][C]0.257493[/C][/ROW]
[ROW][C]20[/C][C]-0.161213[/C][C]-1.3679[/C][C]0.087792[/C][/ROW]
[ROW][C]21[/C][C]-0.010238[/C][C]-0.0869[/C][C]0.465507[/C][/ROW]
[ROW][C]22[/C][C]-0.14831[/C][C]-1.2585[/C][C]0.106146[/C][/ROW]
[ROW][C]23[/C][C]0.04021[/C][C]0.3412[/C][C]0.366975[/C][/ROW]
[ROW][C]24[/C][C]-0.076831[/C][C]-0.6519[/C][C]0.258259[/C][/ROW]
[ROW][C]25[/C][C]-0.074678[/C][C]-0.6337[/C][C]0.264153[/C][/ROW]
[ROW][C]26[/C][C]0.035362[/C][C]0.3001[/C][C]0.382499[/C][/ROW]
[ROW][C]27[/C][C]-0.054005[/C][C]-0.4583[/C][C]0.324076[/C][/ROW]
[ROW][C]28[/C][C]0.129271[/C][C]1.0969[/C][C]0.13817[/C][/ROW]
[ROW][C]29[/C][C]-0.123572[/C][C]-1.0485[/C][C]0.148949[/C][/ROW]
[ROW][C]30[/C][C]0.09882[/C][C]0.8385[/C][C]0.202258[/C][/ROW]
[ROW][C]31[/C][C]0.011751[/C][C]0.0997[/C][C]0.460425[/C][/ROW]
[ROW][C]32[/C][C]0.002449[/C][C]0.0208[/C][C]0.491739[/C][/ROW]
[ROW][C]33[/C][C]-0.069327[/C][C]-0.5883[/C][C]0.2791[/C][/ROW]
[ROW][C]34[/C][C]-0.057729[/C][C]-0.4898[/C][C]0.312867[/C][/ROW]
[ROW][C]35[/C][C]-0.122512[/C][C]-1.0395[/C][C]0.151015[/C][/ROW]
[ROW][C]36[/C][C]0.065817[/C][C]0.5585[/C][C]0.289126[/C][/ROW]
[ROW][C]37[/C][C]-0.033642[/C][C]-0.2855[/C][C]0.388056[/C][/ROW]
[ROW][C]38[/C][C]-0.037241[/C][C]-0.316[/C][C]0.376458[/C][/ROW]
[ROW][C]39[/C][C]0.047321[/C][C]0.4015[/C][C]0.344609[/C][/ROW]
[ROW][C]40[/C][C]0.013236[/C][C]0.1123[/C][C]0.455446[/C][/ROW]
[ROW][C]41[/C][C]-0.008842[/C][C]-0.075[/C][C]0.470201[/C][/ROW]
[ROW][C]42[/C][C]-0.049907[/C][C]-0.4235[/C][C]0.336606[/C][/ROW]
[ROW][C]43[/C][C]-0.065044[/C][C]-0.5519[/C][C]0.291359[/C][/ROW]
[ROW][C]44[/C][C]-0.011433[/C][C]-0.097[/C][C]0.461492[/C][/ROW]
[ROW][C]45[/C][C]0.053722[/C][C]0.4558[/C][C]0.324937[/C][/ROW]
[ROW][C]46[/C][C]-0.087186[/C][C]-0.7398[/C][C]0.230914[/C][/ROW]
[ROW][C]47[/C][C]-0.005065[/C][C]-0.043[/C][C]0.48292[/C][/ROW]
[ROW][C]48[/C][C]-0.057922[/C][C]-0.4915[/C][C]0.31229[/C][/ROW]
[ROW][C]49[/C][C]0.028737[/C][C]0.2438[/C][C]0.404024[/C][/ROW]
[ROW][C]50[/C][C]0.0779[/C][C]0.661[/C][C]0.255359[/C][/ROW]
[ROW][C]51[/C][C]0.088138[/C][C]0.7479[/C][C]0.228484[/C][/ROW]
[ROW][C]52[/C][C]0.015967[/C][C]0.1355[/C][C]0.446304[/C][/ROW]
[ROW][C]53[/C][C]0.067475[/C][C]0.5725[/C][C]0.284369[/C][/ROW]
[ROW][C]54[/C][C]0.00762[/C][C]0.0647[/C][C]0.474312[/C][/ROW]
[ROW][C]55[/C][C]-0.011316[/C][C]-0.096[/C][C]0.461886[/C][/ROW]
[ROW][C]56[/C][C]-0.099886[/C][C]-0.8476[/C][C]0.199745[/C][/ROW]
[ROW][C]57[/C][C]-0.043239[/C][C]-0.3669[/C][C]0.357385[/C][/ROW]
[ROW][C]58[/C][C]0.054501[/C][C]0.4625[/C][C]0.322573[/C][/ROW]
[ROW][C]59[/C][C]-0.06126[/C][C]-0.5198[/C][C]0.302396[/C][/ROW]
[ROW][C]60[/C][C]-0.079387[/C][C]-0.6736[/C][C]0.251355[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70955&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70955&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	0.61491	5.2177	1e-06
2	0.14651	1.2432	0.108917
3	0.362911	3.0794	0.001468
4	0.23929	2.0304	0.023003
5	0.12633	1.0719	0.143662
6	0.337142	2.8607	0.002764
7	-0.195594	-1.6597	0.050666
8	0.176953	1.5015	0.0688
9	-0.306311	-2.5991	0.005665
10	-0.336578	-2.856	0.002802
11	0.203028	1.7227	0.044614
12	0.331925	2.8165	0.003131
13	-0.21421	-1.8176	0.03664
14	-0.025571	-0.217	0.414419
15	-0.194994	-1.6546	0.051181
16	0.00072	0.0061	0.497572
17	0.039179	0.3324	0.370259
18	-0.039478	-0.335	0.369305
19	0.077113	0.6543	0.257493
20	-0.161213	-1.3679	0.087792
21	-0.010238	-0.0869	0.465507
22	-0.14831	-1.2585	0.106146
23	0.04021	0.3412	0.366975
24	-0.076831	-0.6519	0.258259
25	-0.074678	-0.6337	0.264153
26	0.035362	0.3001	0.382499
27	-0.054005	-0.4583	0.324076
28	0.129271	1.0969	0.13817
29	-0.123572	-1.0485	0.148949
30	0.09882	0.8385	0.202258
31	0.011751	0.0997	0.460425
32	0.002449	0.0208	0.491739
33	-0.069327	-0.5883	0.2791
34	-0.057729	-0.4898	0.312867
35	-0.122512	-1.0395	0.151015
36	0.065817	0.5585	0.289126
37	-0.033642	-0.2855	0.388056
38	-0.037241	-0.316	0.376458
39	0.047321	0.4015	0.344609
40	0.013236	0.1123	0.455446
41	-0.008842	-0.075	0.470201
42	-0.049907	-0.4235	0.336606
43	-0.065044	-0.5519	0.291359
44	-0.011433	-0.097	0.461492
45	0.053722	0.4558	0.324937
46	-0.087186	-0.7398	0.230914
47	-0.005065	-0.043	0.48292
48	-0.057922	-0.4915	0.31229
49	0.028737	0.2438	0.404024
50	0.0779	0.661	0.255359
51	0.088138	0.7479	0.228484
52	0.015967	0.1355	0.446304
53	0.067475	0.5725	0.284369
54	0.00762	0.0647	0.474312
55	-0.011316	-0.096	0.461886
56	-0.099886	-0.8476	0.199745
57	-0.043239	-0.3669	0.357385
58	0.054501	0.4625	0.322573
59	-0.06126	-0.5198	0.302396
60	-0.079387	-0.6736	0.251355

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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