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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 28 Dec 2009 06:22:01 -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/t12620065488c5d3qqrwcq1fmh.htm/, Retrieved Sun, 05 May 2024 07:54:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70958, Retrieved Sun, 05 May 2024 07:54:59 +0000

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User-defined keywords

Estimated Impact

141

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] [85be98bd9ebcfd4d73e77f8552419c9a]
-   P                 [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:19:16] [85be98bd9ebcfd4d73e77f8552419c9a]
-                         [(Partial) Autocorrelation Function] [acf] [2009-12-28 13:22:01] [5cd0e65b1f56b3935a0672588b930e12] [Current]
-   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	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=70958&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=70958&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70958&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	-0.332927	-2.8053	0.003241
2	-0.301441	-2.54	0.006638
3	0.072303	0.6092	0.272157
4	0.129269	1.0892	0.139865
5	-0.205646	-1.7328	0.043736
6	0.323115	2.7226	0.004072
7	-0.260508	-2.1951	0.015714
8	0.162998	1.3734	0.086968
9	0.087264	0.7353	0.232289
10	-0.344227	-2.9005	0.002478
11	-0.165094	-1.3911	0.084269
12	0.704441	5.9357	0
13	-0.266994	-2.2497	0.013784
14	-0.150942	-1.2719	0.103787
15	0.005662	0.0477	0.481041
16	0.019564	0.1649	0.434765
17	-0.049382	-0.4161	0.339297
18	0.217234	1.8304	0.03569
19	-0.213837	-1.8018	0.037909
20	0.152861	1.288	0.100959
21	0.071082	0.5989	0.275557
22	-0.354053	-2.9833	0.001953
23	0.027295	0.23	0.40938
24	0.423427	3.5679	0.000325
25	-0.191314	-1.612	0.055695
26	-0.058977	-0.497	0.310379
27	-0.038757	-0.3266	0.372476
28	-0.000654	-0.0055	0.497809
29	0.002771	0.0234	0.490718
30	0.118043	0.9946	0.161642
31	-0.149896	-1.263	0.105353
32	0.192847	1.625	0.054302
33	-0.040774	-0.3436	0.366093
34	-0.236811	-1.9954	0.024918
35	0.023673	0.1995	0.421233
36	0.299234	2.5214	0.006968
37	-0.105726	-0.8909	0.188005
38	-0.048584	-0.4094	0.341748
39	-0.093546	-0.7882	0.216592
40	0.089876	0.7573	0.225686
41	-0.030862	-0.26	0.39779
42	0.066171	0.5576	0.289446
43	-0.128554	-1.0832	0.141189
44	0.199754	1.6832	0.048368
45	-0.076545	-0.645	0.260508
46	-0.123729	-1.0426	0.150345
47	-0.038785	-0.3268	0.372388
48	0.220658	1.8593	0.033564
49	-0.037944	-0.3197	0.37506
50	-0.061247	-0.5161	0.303702
51	-0.07827	-0.6595	0.25585
52	0.083884	0.7068	0.240997
53	-0.024074	-0.2029	0.419914
54	0.040664	0.3426	0.36644
55	-0.060326	-0.5083	0.306404
56	0.087285	0.7355	0.232236
57	-0.030902	-0.2604	0.397659
58	-0.051343	-0.4326	0.333298
59	-0.039438	-0.3323	0.370318
60	0.114056	0.9611	0.169894

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.332927 & -2.8053 & 0.003241 \tabularnewline
2 & -0.301441 & -2.54 & 0.006638 \tabularnewline
3 & 0.072303 & 0.6092 & 0.272157 \tabularnewline
4 & 0.129269 & 1.0892 & 0.139865 \tabularnewline
5 & -0.205646 & -1.7328 & 0.043736 \tabularnewline
6 & 0.323115 & 2.7226 & 0.004072 \tabularnewline
7 & -0.260508 & -2.1951 & 0.015714 \tabularnewline
8 & 0.162998 & 1.3734 & 0.086968 \tabularnewline
9 & 0.087264 & 0.7353 & 0.232289 \tabularnewline
10 & -0.344227 & -2.9005 & 0.002478 \tabularnewline
11 & -0.165094 & -1.3911 & 0.084269 \tabularnewline
12 & 0.704441 & 5.9357 & 0 \tabularnewline
13 & -0.266994 & -2.2497 & 0.013784 \tabularnewline
14 & -0.150942 & -1.2719 & 0.103787 \tabularnewline
15 & 0.005662 & 0.0477 & 0.481041 \tabularnewline
16 & 0.019564 & 0.1649 & 0.434765 \tabularnewline
17 & -0.049382 & -0.4161 & 0.339297 \tabularnewline
18 & 0.217234 & 1.8304 & 0.03569 \tabularnewline
19 & -0.213837 & -1.8018 & 0.037909 \tabularnewline
20 & 0.152861 & 1.288 & 0.100959 \tabularnewline
21 & 0.071082 & 0.5989 & 0.275557 \tabularnewline
22 & -0.354053 & -2.9833 & 0.001953 \tabularnewline
23 & 0.027295 & 0.23 & 0.40938 \tabularnewline
24 & 0.423427 & 3.5679 & 0.000325 \tabularnewline
25 & -0.191314 & -1.612 & 0.055695 \tabularnewline
26 & -0.058977 & -0.497 & 0.310379 \tabularnewline
27 & -0.038757 & -0.3266 & 0.372476 \tabularnewline
28 & -0.000654 & -0.0055 & 0.497809 \tabularnewline
29 & 0.002771 & 0.0234 & 0.490718 \tabularnewline
30 & 0.118043 & 0.9946 & 0.161642 \tabularnewline
31 & -0.149896 & -1.263 & 0.105353 \tabularnewline
32 & 0.192847 & 1.625 & 0.054302 \tabularnewline
33 & -0.040774 & -0.3436 & 0.366093 \tabularnewline
34 & -0.236811 & -1.9954 & 0.024918 \tabularnewline
35 & 0.023673 & 0.1995 & 0.421233 \tabularnewline
36 & 0.299234 & 2.5214 & 0.006968 \tabularnewline
37 & -0.105726 & -0.8909 & 0.188005 \tabularnewline
38 & -0.048584 & -0.4094 & 0.341748 \tabularnewline
39 & -0.093546 & -0.7882 & 0.216592 \tabularnewline
40 & 0.089876 & 0.7573 & 0.225686 \tabularnewline
41 & -0.030862 & -0.26 & 0.39779 \tabularnewline
42 & 0.066171 & 0.5576 & 0.289446 \tabularnewline
43 & -0.128554 & -1.0832 & 0.141189 \tabularnewline
44 & 0.199754 & 1.6832 & 0.048368 \tabularnewline
45 & -0.076545 & -0.645 & 0.260508 \tabularnewline
46 & -0.123729 & -1.0426 & 0.150345 \tabularnewline
47 & -0.038785 & -0.3268 & 0.372388 \tabularnewline
48 & 0.220658 & 1.8593 & 0.033564 \tabularnewline
49 & -0.037944 & -0.3197 & 0.37506 \tabularnewline
50 & -0.061247 & -0.5161 & 0.303702 \tabularnewline
51 & -0.07827 & -0.6595 & 0.25585 \tabularnewline
52 & 0.083884 & 0.7068 & 0.240997 \tabularnewline
53 & -0.024074 & -0.2029 & 0.419914 \tabularnewline
54 & 0.040664 & 0.3426 & 0.36644 \tabularnewline
55 & -0.060326 & -0.5083 & 0.306404 \tabularnewline
56 & 0.087285 & 0.7355 & 0.232236 \tabularnewline
57 & -0.030902 & -0.2604 & 0.397659 \tabularnewline
58 & -0.051343 & -0.4326 & 0.333298 \tabularnewline
59 & -0.039438 & -0.3323 & 0.370318 \tabularnewline
60 & 0.114056 & 0.9611 & 0.169894 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70958&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]-0.332927[/C][C]-2.8053[/C][C]0.003241[/C][/ROW]
[ROW][C]2[/C][C]-0.301441[/C][C]-2.54[/C][C]0.006638[/C][/ROW]
[ROW][C]3[/C][C]0.072303[/C][C]0.6092[/C][C]0.272157[/C][/ROW]
[ROW][C]4[/C][C]0.129269[/C][C]1.0892[/C][C]0.139865[/C][/ROW]
[ROW][C]5[/C][C]-0.205646[/C][C]-1.7328[/C][C]0.043736[/C][/ROW]
[ROW][C]6[/C][C]0.323115[/C][C]2.7226[/C][C]0.004072[/C][/ROW]
[ROW][C]7[/C][C]-0.260508[/C][C]-2.1951[/C][C]0.015714[/C][/ROW]
[ROW][C]8[/C][C]0.162998[/C][C]1.3734[/C][C]0.086968[/C][/ROW]
[ROW][C]9[/C][C]0.087264[/C][C]0.7353[/C][C]0.232289[/C][/ROW]
[ROW][C]10[/C][C]-0.344227[/C][C]-2.9005[/C][C]0.002478[/C][/ROW]
[ROW][C]11[/C][C]-0.165094[/C][C]-1.3911[/C][C]0.084269[/C][/ROW]
[ROW][C]12[/C][C]0.704441[/C][C]5.9357[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.266994[/C][C]-2.2497[/C][C]0.013784[/C][/ROW]
[ROW][C]14[/C][C]-0.150942[/C][C]-1.2719[/C][C]0.103787[/C][/ROW]
[ROW][C]15[/C][C]0.005662[/C][C]0.0477[/C][C]0.481041[/C][/ROW]
[ROW][C]16[/C][C]0.019564[/C][C]0.1649[/C][C]0.434765[/C][/ROW]
[ROW][C]17[/C][C]-0.049382[/C][C]-0.4161[/C][C]0.339297[/C][/ROW]
[ROW][C]18[/C][C]0.217234[/C][C]1.8304[/C][C]0.03569[/C][/ROW]
[ROW][C]19[/C][C]-0.213837[/C][C]-1.8018[/C][C]0.037909[/C][/ROW]
[ROW][C]20[/C][C]0.152861[/C][C]1.288[/C][C]0.100959[/C][/ROW]
[ROW][C]21[/C][C]0.071082[/C][C]0.5989[/C][C]0.275557[/C][/ROW]
[ROW][C]22[/C][C]-0.354053[/C][C]-2.9833[/C][C]0.001953[/C][/ROW]
[ROW][C]23[/C][C]0.027295[/C][C]0.23[/C][C]0.40938[/C][/ROW]
[ROW][C]24[/C][C]0.423427[/C][C]3.5679[/C][C]0.000325[/C][/ROW]
[ROW][C]25[/C][C]-0.191314[/C][C]-1.612[/C][C]0.055695[/C][/ROW]
[ROW][C]26[/C][C]-0.058977[/C][C]-0.497[/C][C]0.310379[/C][/ROW]
[ROW][C]27[/C][C]-0.038757[/C][C]-0.3266[/C][C]0.372476[/C][/ROW]
[ROW][C]28[/C][C]-0.000654[/C][C]-0.0055[/C][C]0.497809[/C][/ROW]
[ROW][C]29[/C][C]0.002771[/C][C]0.0234[/C][C]0.490718[/C][/ROW]
[ROW][C]30[/C][C]0.118043[/C][C]0.9946[/C][C]0.161642[/C][/ROW]
[ROW][C]31[/C][C]-0.149896[/C][C]-1.263[/C][C]0.105353[/C][/ROW]
[ROW][C]32[/C][C]0.192847[/C][C]1.625[/C][C]0.054302[/C][/ROW]
[ROW][C]33[/C][C]-0.040774[/C][C]-0.3436[/C][C]0.366093[/C][/ROW]
[ROW][C]34[/C][C]-0.236811[/C][C]-1.9954[/C][C]0.024918[/C][/ROW]
[ROW][C]35[/C][C]0.023673[/C][C]0.1995[/C][C]0.421233[/C][/ROW]
[ROW][C]36[/C][C]0.299234[/C][C]2.5214[/C][C]0.006968[/C][/ROW]
[ROW][C]37[/C][C]-0.105726[/C][C]-0.8909[/C][C]0.188005[/C][/ROW]
[ROW][C]38[/C][C]-0.048584[/C][C]-0.4094[/C][C]0.341748[/C][/ROW]
[ROW][C]39[/C][C]-0.093546[/C][C]-0.7882[/C][C]0.216592[/C][/ROW]
[ROW][C]40[/C][C]0.089876[/C][C]0.7573[/C][C]0.225686[/C][/ROW]
[ROW][C]41[/C][C]-0.030862[/C][C]-0.26[/C][C]0.39779[/C][/ROW]
[ROW][C]42[/C][C]0.066171[/C][C]0.5576[/C][C]0.289446[/C][/ROW]
[ROW][C]43[/C][C]-0.128554[/C][C]-1.0832[/C][C]0.141189[/C][/ROW]
[ROW][C]44[/C][C]0.199754[/C][C]1.6832[/C][C]0.048368[/C][/ROW]
[ROW][C]45[/C][C]-0.076545[/C][C]-0.645[/C][C]0.260508[/C][/ROW]
[ROW][C]46[/C][C]-0.123729[/C][C]-1.0426[/C][C]0.150345[/C][/ROW]
[ROW][C]47[/C][C]-0.038785[/C][C]-0.3268[/C][C]0.372388[/C][/ROW]
[ROW][C]48[/C][C]0.220658[/C][C]1.8593[/C][C]0.033564[/C][/ROW]
[ROW][C]49[/C][C]-0.037944[/C][C]-0.3197[/C][C]0.37506[/C][/ROW]
[ROW][C]50[/C][C]-0.061247[/C][C]-0.5161[/C][C]0.303702[/C][/ROW]
[ROW][C]51[/C][C]-0.07827[/C][C]-0.6595[/C][C]0.25585[/C][/ROW]
[ROW][C]52[/C][C]0.083884[/C][C]0.7068[/C][C]0.240997[/C][/ROW]
[ROW][C]53[/C][C]-0.024074[/C][C]-0.2029[/C][C]0.419914[/C][/ROW]
[ROW][C]54[/C][C]0.040664[/C][C]0.3426[/C][C]0.36644[/C][/ROW]
[ROW][C]55[/C][C]-0.060326[/C][C]-0.5083[/C][C]0.306404[/C][/ROW]
[ROW][C]56[/C][C]0.087285[/C][C]0.7355[/C][C]0.232236[/C][/ROW]
[ROW][C]57[/C][C]-0.030902[/C][C]-0.2604[/C][C]0.397659[/C][/ROW]
[ROW][C]58[/C][C]-0.051343[/C][C]-0.4326[/C][C]0.333298[/C][/ROW]
[ROW][C]59[/C][C]-0.039438[/C][C]-0.3323[/C][C]0.370318[/C][/ROW]
[ROW][C]60[/C][C]0.114056[/C][C]0.9611[/C][C]0.169894[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70958&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70958&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	-0.332927	-2.8053	0.003241
2	-0.301441	-2.54	0.006638
3	0.072303	0.6092	0.272157
4	0.129269	1.0892	0.139865
5	-0.205646	-1.7328	0.043736
6	0.323115	2.7226	0.004072
7	-0.260508	-2.1951	0.015714
8	0.162998	1.3734	0.086968
9	0.087264	0.7353	0.232289
10	-0.344227	-2.9005	0.002478
11	-0.165094	-1.3911	0.084269
12	0.704441	5.9357	0
13	-0.266994	-2.2497	0.013784
14	-0.150942	-1.2719	0.103787
15	0.005662	0.0477	0.481041
16	0.019564	0.1649	0.434765
17	-0.049382	-0.4161	0.339297
18	0.217234	1.8304	0.03569
19	-0.213837	-1.8018	0.037909
20	0.152861	1.288	0.100959
21	0.071082	0.5989	0.275557
22	-0.354053	-2.9833	0.001953
23	0.027295	0.23	0.40938
24	0.423427	3.5679	0.000325
25	-0.191314	-1.612	0.055695
26	-0.058977	-0.497	0.310379
27	-0.038757	-0.3266	0.372476
28	-0.000654	-0.0055	0.497809
29	0.002771	0.0234	0.490718
30	0.118043	0.9946	0.161642
31	-0.149896	-1.263	0.105353
32	0.192847	1.625	0.054302
33	-0.040774	-0.3436	0.366093
34	-0.236811	-1.9954	0.024918
35	0.023673	0.1995	0.421233
36	0.299234	2.5214	0.006968
37	-0.105726	-0.8909	0.188005
38	-0.048584	-0.4094	0.341748
39	-0.093546	-0.7882	0.216592
40	0.089876	0.7573	0.225686
41	-0.030862	-0.26	0.39779
42	0.066171	0.5576	0.289446
43	-0.128554	-1.0832	0.141189
44	0.199754	1.6832	0.048368
45	-0.076545	-0.645	0.260508
46	-0.123729	-1.0426	0.150345
47	-0.038785	-0.3268	0.372388
48	0.220658	1.8593	0.033564
49	-0.037944	-0.3197	0.37506
50	-0.061247	-0.5161	0.303702
51	-0.07827	-0.6595	0.25585
52	0.083884	0.7068	0.240997
53	-0.024074	-0.2029	0.419914
54	0.040664	0.3426	0.36644
55	-0.060326	-0.5083	0.306404
56	0.087285	0.7355	0.232236
57	-0.030902	-0.2604	0.397659
58	-0.051343	-0.4326	0.333298
59	-0.039438	-0.3323	0.370318
60	0.114056	0.9611	0.169894

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.332927	-2.8053	0.003241
2	-0.463675	-3.907	0.000105
3	-0.328022	-2.764	0.003634
4	-0.195318	-1.6458	0.052114
5	-0.437926	-3.69	0.000218
6	0.086019	0.7248	0.235476
7	-0.339559	-2.8612	0.00277
8	0.237805	2.0038	0.024455
9	0.348154	2.9336	0.002254
10	-0.189788	-1.5992	0.057111
11	-0.409624	-3.4515	0.000471
12	0.125899	1.0608	0.146178
13	-0.003194	-0.0269	0.489304
14	0.179133	1.5094	0.067817
15	0.000165	0.0014	0.499447
16	-0.067189	-0.5661	0.286541
17	0.005647	0.0476	0.48109
18	-0.141084	-1.1888	0.11924
19	0.09715	0.8186	0.207877
20	-0.061606	-0.5191	0.302652
21	0.044704	0.3767	0.353767
22	-0.10368	-0.8736	0.192634
23	0.099226	0.8361	0.202955
24	0.043625	0.3676	0.357136
25	-0.010424	-0.0878	0.465127
26	0.048909	0.4121	0.340747
27	-0.151314	-1.275	0.103234
28	0.146501	1.2344	0.110555
29	-0.133597	-1.1257	0.132039
30	-0.019899	-0.1677	0.433658
31	-0.080534	-0.6786	0.249802
32	-0.01236	-0.1041	0.458672
33	0.018397	0.155	0.438625
34	0.113542	0.9567	0.170976
35	-0.102391	-0.8628	0.195587
36	0.044899	0.3783	0.35316
37	0.020788	0.1752	0.430725
38	-0.056652	-0.4774	0.317287
39	-0.007238	-0.061	0.47577
40	-0.024646	-0.2077	0.418039
41	0.040606	0.3422	0.366624
42	0.014584	0.1229	0.451272
43	-0.042343	-0.3568	0.361153
44	-0.125056	-1.0537	0.147787
45	-0.010687	-0.09	0.464251
46	-0.059754	-0.5035	0.308086
47	0.064022	0.5395	0.29563
48	-0.03193	-0.269	0.394336
49	-0.051867	-0.437	0.331703
50	-0.049758	-0.4193	0.338144
51	-0.022488	-0.1895	0.425126
52	-0.064369	-0.5424	0.294627
53	-0.057658	-0.4858	0.31429
54	-0.041833	-0.3525	0.362756
55	0.045186	0.3807	0.352266
56	-0.013751	-0.1159	0.454043
57	-0.058248	-0.4908	0.31254
58	0.007292	0.0614	0.475588
59	0.064847	0.5464	0.293249
60	-0.007156	-0.0603	0.476043

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.332927 & -2.8053 & 0.003241 \tabularnewline
2 & -0.463675 & -3.907 & 0.000105 \tabularnewline
3 & -0.328022 & -2.764 & 0.003634 \tabularnewline
4 & -0.195318 & -1.6458 & 0.052114 \tabularnewline
5 & -0.437926 & -3.69 & 0.000218 \tabularnewline
6 & 0.086019 & 0.7248 & 0.235476 \tabularnewline
7 & -0.339559 & -2.8612 & 0.00277 \tabularnewline
8 & 0.237805 & 2.0038 & 0.024455 \tabularnewline
9 & 0.348154 & 2.9336 & 0.002254 \tabularnewline
10 & -0.189788 & -1.5992 & 0.057111 \tabularnewline
11 & -0.409624 & -3.4515 & 0.000471 \tabularnewline
12 & 0.125899 & 1.0608 & 0.146178 \tabularnewline
13 & -0.003194 & -0.0269 & 0.489304 \tabularnewline
14 & 0.179133 & 1.5094 & 0.067817 \tabularnewline
15 & 0.000165 & 0.0014 & 0.499447 \tabularnewline
16 & -0.067189 & -0.5661 & 0.286541 \tabularnewline
17 & 0.005647 & 0.0476 & 0.48109 \tabularnewline
18 & -0.141084 & -1.1888 & 0.11924 \tabularnewline
19 & 0.09715 & 0.8186 & 0.207877 \tabularnewline
20 & -0.061606 & -0.5191 & 0.302652 \tabularnewline
21 & 0.044704 & 0.3767 & 0.353767 \tabularnewline
22 & -0.10368 & -0.8736 & 0.192634 \tabularnewline
23 & 0.099226 & 0.8361 & 0.202955 \tabularnewline
24 & 0.043625 & 0.3676 & 0.357136 \tabularnewline
25 & -0.010424 & -0.0878 & 0.465127 \tabularnewline
26 & 0.048909 & 0.4121 & 0.340747 \tabularnewline
27 & -0.151314 & -1.275 & 0.103234 \tabularnewline
28 & 0.146501 & 1.2344 & 0.110555 \tabularnewline
29 & -0.133597 & -1.1257 & 0.132039 \tabularnewline
30 & -0.019899 & -0.1677 & 0.433658 \tabularnewline
31 & -0.080534 & -0.6786 & 0.249802 \tabularnewline
32 & -0.01236 & -0.1041 & 0.458672 \tabularnewline
33 & 0.018397 & 0.155 & 0.438625 \tabularnewline
34 & 0.113542 & 0.9567 & 0.170976 \tabularnewline
35 & -0.102391 & -0.8628 & 0.195587 \tabularnewline
36 & 0.044899 & 0.3783 & 0.35316 \tabularnewline
37 & 0.020788 & 0.1752 & 0.430725 \tabularnewline
38 & -0.056652 & -0.4774 & 0.317287 \tabularnewline
39 & -0.007238 & -0.061 & 0.47577 \tabularnewline
40 & -0.024646 & -0.2077 & 0.418039 \tabularnewline
41 & 0.040606 & 0.3422 & 0.366624 \tabularnewline
42 & 0.014584 & 0.1229 & 0.451272 \tabularnewline
43 & -0.042343 & -0.3568 & 0.361153 \tabularnewline
44 & -0.125056 & -1.0537 & 0.147787 \tabularnewline
45 & -0.010687 & -0.09 & 0.464251 \tabularnewline
46 & -0.059754 & -0.5035 & 0.308086 \tabularnewline
47 & 0.064022 & 0.5395 & 0.29563 \tabularnewline
48 & -0.03193 & -0.269 & 0.394336 \tabularnewline
49 & -0.051867 & -0.437 & 0.331703 \tabularnewline
50 & -0.049758 & -0.4193 & 0.338144 \tabularnewline
51 & -0.022488 & -0.1895 & 0.425126 \tabularnewline
52 & -0.064369 & -0.5424 & 0.294627 \tabularnewline
53 & -0.057658 & -0.4858 & 0.31429 \tabularnewline
54 & -0.041833 & -0.3525 & 0.362756 \tabularnewline
55 & 0.045186 & 0.3807 & 0.352266 \tabularnewline
56 & -0.013751 & -0.1159 & 0.454043 \tabularnewline
57 & -0.058248 & -0.4908 & 0.31254 \tabularnewline
58 & 0.007292 & 0.0614 & 0.475588 \tabularnewline
59 & 0.064847 & 0.5464 & 0.293249 \tabularnewline
60 & -0.007156 & -0.0603 & 0.476043 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70958&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]-0.332927[/C][C]-2.8053[/C][C]0.003241[/C][/ROW]
[ROW][C]2[/C][C]-0.463675[/C][C]-3.907[/C][C]0.000105[/C][/ROW]
[ROW][C]3[/C][C]-0.328022[/C][C]-2.764[/C][C]0.003634[/C][/ROW]
[ROW][C]4[/C][C]-0.195318[/C][C]-1.6458[/C][C]0.052114[/C][/ROW]
[ROW][C]5[/C][C]-0.437926[/C][C]-3.69[/C][C]0.000218[/C][/ROW]
[ROW][C]6[/C][C]0.086019[/C][C]0.7248[/C][C]0.235476[/C][/ROW]
[ROW][C]7[/C][C]-0.339559[/C][C]-2.8612[/C][C]0.00277[/C][/ROW]
[ROW][C]8[/C][C]0.237805[/C][C]2.0038[/C][C]0.024455[/C][/ROW]
[ROW][C]9[/C][C]0.348154[/C][C]2.9336[/C][C]0.002254[/C][/ROW]
[ROW][C]10[/C][C]-0.189788[/C][C]-1.5992[/C][C]0.057111[/C][/ROW]
[ROW][C]11[/C][C]-0.409624[/C][C]-3.4515[/C][C]0.000471[/C][/ROW]
[ROW][C]12[/C][C]0.125899[/C][C]1.0608[/C][C]0.146178[/C][/ROW]
[ROW][C]13[/C][C]-0.003194[/C][C]-0.0269[/C][C]0.489304[/C][/ROW]
[ROW][C]14[/C][C]0.179133[/C][C]1.5094[/C][C]0.067817[/C][/ROW]
[ROW][C]15[/C][C]0.000165[/C][C]0.0014[/C][C]0.499447[/C][/ROW]
[ROW][C]16[/C][C]-0.067189[/C][C]-0.5661[/C][C]0.286541[/C][/ROW]
[ROW][C]17[/C][C]0.005647[/C][C]0.0476[/C][C]0.48109[/C][/ROW]
[ROW][C]18[/C][C]-0.141084[/C][C]-1.1888[/C][C]0.11924[/C][/ROW]
[ROW][C]19[/C][C]0.09715[/C][C]0.8186[/C][C]0.207877[/C][/ROW]
[ROW][C]20[/C][C]-0.061606[/C][C]-0.5191[/C][C]0.302652[/C][/ROW]
[ROW][C]21[/C][C]0.044704[/C][C]0.3767[/C][C]0.353767[/C][/ROW]
[ROW][C]22[/C][C]-0.10368[/C][C]-0.8736[/C][C]0.192634[/C][/ROW]
[ROW][C]23[/C][C]0.099226[/C][C]0.8361[/C][C]0.202955[/C][/ROW]
[ROW][C]24[/C][C]0.043625[/C][C]0.3676[/C][C]0.357136[/C][/ROW]
[ROW][C]25[/C][C]-0.010424[/C][C]-0.0878[/C][C]0.465127[/C][/ROW]
[ROW][C]26[/C][C]0.048909[/C][C]0.4121[/C][C]0.340747[/C][/ROW]
[ROW][C]27[/C][C]-0.151314[/C][C]-1.275[/C][C]0.103234[/C][/ROW]
[ROW][C]28[/C][C]0.146501[/C][C]1.2344[/C][C]0.110555[/C][/ROW]
[ROW][C]29[/C][C]-0.133597[/C][C]-1.1257[/C][C]0.132039[/C][/ROW]
[ROW][C]30[/C][C]-0.019899[/C][C]-0.1677[/C][C]0.433658[/C][/ROW]
[ROW][C]31[/C][C]-0.080534[/C][C]-0.6786[/C][C]0.249802[/C][/ROW]
[ROW][C]32[/C][C]-0.01236[/C][C]-0.1041[/C][C]0.458672[/C][/ROW]
[ROW][C]33[/C][C]0.018397[/C][C]0.155[/C][C]0.438625[/C][/ROW]
[ROW][C]34[/C][C]0.113542[/C][C]0.9567[/C][C]0.170976[/C][/ROW]
[ROW][C]35[/C][C]-0.102391[/C][C]-0.8628[/C][C]0.195587[/C][/ROW]
[ROW][C]36[/C][C]0.044899[/C][C]0.3783[/C][C]0.35316[/C][/ROW]
[ROW][C]37[/C][C]0.020788[/C][C]0.1752[/C][C]0.430725[/C][/ROW]
[ROW][C]38[/C][C]-0.056652[/C][C]-0.4774[/C][C]0.317287[/C][/ROW]
[ROW][C]39[/C][C]-0.007238[/C][C]-0.061[/C][C]0.47577[/C][/ROW]
[ROW][C]40[/C][C]-0.024646[/C][C]-0.2077[/C][C]0.418039[/C][/ROW]
[ROW][C]41[/C][C]0.040606[/C][C]0.3422[/C][C]0.366624[/C][/ROW]
[ROW][C]42[/C][C]0.014584[/C][C]0.1229[/C][C]0.451272[/C][/ROW]
[ROW][C]43[/C][C]-0.042343[/C][C]-0.3568[/C][C]0.361153[/C][/ROW]
[ROW][C]44[/C][C]-0.125056[/C][C]-1.0537[/C][C]0.147787[/C][/ROW]
[ROW][C]45[/C][C]-0.010687[/C][C]-0.09[/C][C]0.464251[/C][/ROW]
[ROW][C]46[/C][C]-0.059754[/C][C]-0.5035[/C][C]0.308086[/C][/ROW]
[ROW][C]47[/C][C]0.064022[/C][C]0.5395[/C][C]0.29563[/C][/ROW]
[ROW][C]48[/C][C]-0.03193[/C][C]-0.269[/C][C]0.394336[/C][/ROW]
[ROW][C]49[/C][C]-0.051867[/C][C]-0.437[/C][C]0.331703[/C][/ROW]
[ROW][C]50[/C][C]-0.049758[/C][C]-0.4193[/C][C]0.338144[/C][/ROW]
[ROW][C]51[/C][C]-0.022488[/C][C]-0.1895[/C][C]0.425126[/C][/ROW]
[ROW][C]52[/C][C]-0.064369[/C][C]-0.5424[/C][C]0.294627[/C][/ROW]
[ROW][C]53[/C][C]-0.057658[/C][C]-0.4858[/C][C]0.31429[/C][/ROW]
[ROW][C]54[/C][C]-0.041833[/C][C]-0.3525[/C][C]0.362756[/C][/ROW]
[ROW][C]55[/C][C]0.045186[/C][C]0.3807[/C][C]0.352266[/C][/ROW]
[ROW][C]56[/C][C]-0.013751[/C][C]-0.1159[/C][C]0.454043[/C][/ROW]
[ROW][C]57[/C][C]-0.058248[/C][C]-0.4908[/C][C]0.31254[/C][/ROW]
[ROW][C]58[/C][C]0.007292[/C][C]0.0614[/C][C]0.475588[/C][/ROW]
[ROW][C]59[/C][C]0.064847[/C][C]0.5464[/C][C]0.293249[/C][/ROW]
[ROW][C]60[/C][C]-0.007156[/C][C]-0.0603[/C][C]0.476043[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70958&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70958&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	-0.332927	-2.8053	0.003241
2	-0.463675	-3.907	0.000105
3	-0.328022	-2.764	0.003634
4	-0.195318	-1.6458	0.052114
5	-0.437926	-3.69	0.000218
6	0.086019	0.7248	0.235476
7	-0.339559	-2.8612	0.00277
8	0.237805	2.0038	0.024455
9	0.348154	2.9336	0.002254
10	-0.189788	-1.5992	0.057111
11	-0.409624	-3.4515	0.000471
12	0.125899	1.0608	0.146178
13	-0.003194	-0.0269	0.489304
14	0.179133	1.5094	0.067817
15	0.000165	0.0014	0.499447
16	-0.067189	-0.5661	0.286541
17	0.005647	0.0476	0.48109
18	-0.141084	-1.1888	0.11924
19	0.09715	0.8186	0.207877
20	-0.061606	-0.5191	0.302652
21	0.044704	0.3767	0.353767
22	-0.10368	-0.8736	0.192634
23	0.099226	0.8361	0.202955
24	0.043625	0.3676	0.357136
25	-0.010424	-0.0878	0.465127
26	0.048909	0.4121	0.340747
27	-0.151314	-1.275	0.103234
28	0.146501	1.2344	0.110555
29	-0.133597	-1.1257	0.132039
30	-0.019899	-0.1677	0.433658
31	-0.080534	-0.6786	0.249802
32	-0.01236	-0.1041	0.458672
33	0.018397	0.155	0.438625
34	0.113542	0.9567	0.170976
35	-0.102391	-0.8628	0.195587
36	0.044899	0.3783	0.35316
37	0.020788	0.1752	0.430725
38	-0.056652	-0.4774	0.317287
39	-0.007238	-0.061	0.47577
40	-0.024646	-0.2077	0.418039
41	0.040606	0.3422	0.366624
42	0.014584	0.1229	0.451272
43	-0.042343	-0.3568	0.361153
44	-0.125056	-1.0537	0.147787
45	-0.010687	-0.09	0.464251
46	-0.059754	-0.5035	0.308086
47	0.064022	0.5395	0.29563
48	-0.03193	-0.269	0.394336
49	-0.051867	-0.437	0.331703
50	-0.049758	-0.4193	0.338144
51	-0.022488	-0.1895	0.425126
52	-0.064369	-0.5424	0.294627
53	-0.057658	-0.4858	0.31429
54	-0.041833	-0.3525	0.362756
55	0.045186	0.3807	0.352266
56	-0.013751	-0.1159	0.454043
57	-0.058248	-0.4908	0.31254
58	0.007292	0.0614	0.475588
59	0.064847	0.5464	0.293249
60	-0.007156	-0.0603	0.476043

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 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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