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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 23 Jul 2016 08:52:57 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Jul/23/t1469260401wdjmeka9x3dkhr4.htm/, Retrieved Wed, 08 May 2024 00:36:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=295931, Retrieved Wed, 08 May 2024 00:36:59 +0000

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Estimated Impact

150

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

-       [(Partial) Autocorrelation Function] [] [2016-07-23 07:52:57] [d41d8cd98f00b204e9800998ecf8427e] [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	2 seconds
R Server	'George Udny Yule' @ yule.wessa.net

\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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=295931&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=295931&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=295931&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	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.970504	10.6313	0
2	0.94107	10.3089	0
3	0.919919	10.0772	0
4	0.897951	9.8366	0
5	0.868975	9.5191	0
6	0.84066	9.209	0
7	0.824635	9.0334	0
8	0.808242	8.8538	0
9	0.784392	8.5926	0
10	0.759197	8.3166	0
11	0.738479	8.0896	0
12	0.720988	7.898	0
13	0.688781	7.5452	0
14	0.656217	7.1885	0
15	0.63214	6.9247	0
16	0.60747	6.6545	0
17	0.576268	6.3127	0
18	0.545226	5.9726	0
19	0.52641	5.7665	0
20	0.507028	5.5542	0
21	0.480532	5.264	0
22	0.453875	4.972	1e-06
23	0.432654	4.7395	3e-06
24	0.414354	4.539	7e-06
25	0.383047	4.1961	2.6e-05
26	0.351635	3.852	9.5e-05
27	0.32822	3.5955	0.000236
28	0.304648	3.3373	0.000563
29	0.275148	3.0141	0.001573
30	0.24691	2.7048	0.003915
31	0.230451	2.5245	0.006446
32	0.213329	2.3369	0.010551
33	0.18915	2.072	0.020202
34	0.164917	1.8066	0.036667
35	0.145129	1.5898	0.057255
36	0.127299	1.3945	0.082874
37	0.098767	1.0819	0.140725
38	0.070348	0.7706	0.221222
39	0.049511	0.5424	0.294284
40	0.029274	0.3207	0.374507
41	0.003793	0.0416	0.483463
42	-0.019539	-0.214	0.41544
43	-0.032628	-0.3574	0.360704
44	-0.04678	-0.5125	0.304639
45	-0.067601	-0.7405	0.230211
46	-0.087303	-0.9564	0.170407
47	-0.102399	-1.1217	0.132109
48	-0.116014	-1.2709	0.103116
49	-0.13829	-1.5149	0.066215
50	-0.161145	-1.7653	0.040032
51	-0.177126	-1.9403	0.027343
52	-0.192336	-2.1069	0.018603
53	-0.212531	-2.3282	0.010789
54	-0.231227	-2.533	0.0063
55	-0.240539	-2.635	0.004762
56	-0.250492	-2.744	0.003501
57	-0.265646	-2.91	0.002154
58	-0.278443	-3.0502	0.001408
59	-0.286412	-3.1375	0.001072
60	-0.293319	-3.2132	0.000843

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.970504 & 10.6313 & 0 \tabularnewline
2 & 0.94107 & 10.3089 & 0 \tabularnewline
3 & 0.919919 & 10.0772 & 0 \tabularnewline
4 & 0.897951 & 9.8366 & 0 \tabularnewline
5 & 0.868975 & 9.5191 & 0 \tabularnewline
6 & 0.84066 & 9.209 & 0 \tabularnewline
7 & 0.824635 & 9.0334 & 0 \tabularnewline
8 & 0.808242 & 8.8538 & 0 \tabularnewline
9 & 0.784392 & 8.5926 & 0 \tabularnewline
10 & 0.759197 & 8.3166 & 0 \tabularnewline
11 & 0.738479 & 8.0896 & 0 \tabularnewline
12 & 0.720988 & 7.898 & 0 \tabularnewline
13 & 0.688781 & 7.5452 & 0 \tabularnewline
14 & 0.656217 & 7.1885 & 0 \tabularnewline
15 & 0.63214 & 6.9247 & 0 \tabularnewline
16 & 0.60747 & 6.6545 & 0 \tabularnewline
17 & 0.576268 & 6.3127 & 0 \tabularnewline
18 & 0.545226 & 5.9726 & 0 \tabularnewline
19 & 0.52641 & 5.7665 & 0 \tabularnewline
20 & 0.507028 & 5.5542 & 0 \tabularnewline
21 & 0.480532 & 5.264 & 0 \tabularnewline
22 & 0.453875 & 4.972 & 1e-06 \tabularnewline
23 & 0.432654 & 4.7395 & 3e-06 \tabularnewline
24 & 0.414354 & 4.539 & 7e-06 \tabularnewline
25 & 0.383047 & 4.1961 & 2.6e-05 \tabularnewline
26 & 0.351635 & 3.852 & 9.5e-05 \tabularnewline
27 & 0.32822 & 3.5955 & 0.000236 \tabularnewline
28 & 0.304648 & 3.3373 & 0.000563 \tabularnewline
29 & 0.275148 & 3.0141 & 0.001573 \tabularnewline
30 & 0.24691 & 2.7048 & 0.003915 \tabularnewline
31 & 0.230451 & 2.5245 & 0.006446 \tabularnewline
32 & 0.213329 & 2.3369 & 0.010551 \tabularnewline
33 & 0.18915 & 2.072 & 0.020202 \tabularnewline
34 & 0.164917 & 1.8066 & 0.036667 \tabularnewline
35 & 0.145129 & 1.5898 & 0.057255 \tabularnewline
36 & 0.127299 & 1.3945 & 0.082874 \tabularnewline
37 & 0.098767 & 1.0819 & 0.140725 \tabularnewline
38 & 0.070348 & 0.7706 & 0.221222 \tabularnewline
39 & 0.049511 & 0.5424 & 0.294284 \tabularnewline
40 & 0.029274 & 0.3207 & 0.374507 \tabularnewline
41 & 0.003793 & 0.0416 & 0.483463 \tabularnewline
42 & -0.019539 & -0.214 & 0.41544 \tabularnewline
43 & -0.032628 & -0.3574 & 0.360704 \tabularnewline
44 & -0.04678 & -0.5125 & 0.304639 \tabularnewline
45 & -0.067601 & -0.7405 & 0.230211 \tabularnewline
46 & -0.087303 & -0.9564 & 0.170407 \tabularnewline
47 & -0.102399 & -1.1217 & 0.132109 \tabularnewline
48 & -0.116014 & -1.2709 & 0.103116 \tabularnewline
49 & -0.13829 & -1.5149 & 0.066215 \tabularnewline
50 & -0.161145 & -1.7653 & 0.040032 \tabularnewline
51 & -0.177126 & -1.9403 & 0.027343 \tabularnewline
52 & -0.192336 & -2.1069 & 0.018603 \tabularnewline
53 & -0.212531 & -2.3282 & 0.010789 \tabularnewline
54 & -0.231227 & -2.533 & 0.0063 \tabularnewline
55 & -0.240539 & -2.635 & 0.004762 \tabularnewline
56 & -0.250492 & -2.744 & 0.003501 \tabularnewline
57 & -0.265646 & -2.91 & 0.002154 \tabularnewline
58 & -0.278443 & -3.0502 & 0.001408 \tabularnewline
59 & -0.286412 & -3.1375 & 0.001072 \tabularnewline
60 & -0.293319 & -3.2132 & 0.000843 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=295931&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]0.970504[/C][C]10.6313[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.94107[/C][C]10.3089[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.919919[/C][C]10.0772[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.897951[/C][C]9.8366[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.868975[/C][C]9.5191[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.84066[/C][C]9.209[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.824635[/C][C]9.0334[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.808242[/C][C]8.8538[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.784392[/C][C]8.5926[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.759197[/C][C]8.3166[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.738479[/C][C]8.0896[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.720988[/C][C]7.898[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.688781[/C][C]7.5452[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.656217[/C][C]7.1885[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.63214[/C][C]6.9247[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.60747[/C][C]6.6545[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.576268[/C][C]6.3127[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.545226[/C][C]5.9726[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.52641[/C][C]5.7665[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.507028[/C][C]5.5542[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.480532[/C][C]5.264[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.453875[/C][C]4.972[/C][C]1e-06[/C][/ROW]
[ROW][C]23[/C][C]0.432654[/C][C]4.7395[/C][C]3e-06[/C][/ROW]
[ROW][C]24[/C][C]0.414354[/C][C]4.539[/C][C]7e-06[/C][/ROW]
[ROW][C]25[/C][C]0.383047[/C][C]4.1961[/C][C]2.6e-05[/C][/ROW]
[ROW][C]26[/C][C]0.351635[/C][C]3.852[/C][C]9.5e-05[/C][/ROW]
[ROW][C]27[/C][C]0.32822[/C][C]3.5955[/C][C]0.000236[/C][/ROW]
[ROW][C]28[/C][C]0.304648[/C][C]3.3373[/C][C]0.000563[/C][/ROW]
[ROW][C]29[/C][C]0.275148[/C][C]3.0141[/C][C]0.001573[/C][/ROW]
[ROW][C]30[/C][C]0.24691[/C][C]2.7048[/C][C]0.003915[/C][/ROW]
[ROW][C]31[/C][C]0.230451[/C][C]2.5245[/C][C]0.006446[/C][/ROW]
[ROW][C]32[/C][C]0.213329[/C][C]2.3369[/C][C]0.010551[/C][/ROW]
[ROW][C]33[/C][C]0.18915[/C][C]2.072[/C][C]0.020202[/C][/ROW]
[ROW][C]34[/C][C]0.164917[/C][C]1.8066[/C][C]0.036667[/C][/ROW]
[ROW][C]35[/C][C]0.145129[/C][C]1.5898[/C][C]0.057255[/C][/ROW]
[ROW][C]36[/C][C]0.127299[/C][C]1.3945[/C][C]0.082874[/C][/ROW]
[ROW][C]37[/C][C]0.098767[/C][C]1.0819[/C][C]0.140725[/C][/ROW]
[ROW][C]38[/C][C]0.070348[/C][C]0.7706[/C][C]0.221222[/C][/ROW]
[ROW][C]39[/C][C]0.049511[/C][C]0.5424[/C][C]0.294284[/C][/ROW]
[ROW][C]40[/C][C]0.029274[/C][C]0.3207[/C][C]0.374507[/C][/ROW]
[ROW][C]41[/C][C]0.003793[/C][C]0.0416[/C][C]0.483463[/C][/ROW]
[ROW][C]42[/C][C]-0.019539[/C][C]-0.214[/C][C]0.41544[/C][/ROW]
[ROW][C]43[/C][C]-0.032628[/C][C]-0.3574[/C][C]0.360704[/C][/ROW]
[ROW][C]44[/C][C]-0.04678[/C][C]-0.5125[/C][C]0.304639[/C][/ROW]
[ROW][C]45[/C][C]-0.067601[/C][C]-0.7405[/C][C]0.230211[/C][/ROW]
[ROW][C]46[/C][C]-0.087303[/C][C]-0.9564[/C][C]0.170407[/C][/ROW]
[ROW][C]47[/C][C]-0.102399[/C][C]-1.1217[/C][C]0.132109[/C][/ROW]
[ROW][C]48[/C][C]-0.116014[/C][C]-1.2709[/C][C]0.103116[/C][/ROW]
[ROW][C]49[/C][C]-0.13829[/C][C]-1.5149[/C][C]0.066215[/C][/ROW]
[ROW][C]50[/C][C]-0.161145[/C][C]-1.7653[/C][C]0.040032[/C][/ROW]
[ROW][C]51[/C][C]-0.177126[/C][C]-1.9403[/C][C]0.027343[/C][/ROW]
[ROW][C]52[/C][C]-0.192336[/C][C]-2.1069[/C][C]0.018603[/C][/ROW]
[ROW][C]53[/C][C]-0.212531[/C][C]-2.3282[/C][C]0.010789[/C][/ROW]
[ROW][C]54[/C][C]-0.231227[/C][C]-2.533[/C][C]0.0063[/C][/ROW]
[ROW][C]55[/C][C]-0.240539[/C][C]-2.635[/C][C]0.004762[/C][/ROW]
[ROW][C]56[/C][C]-0.250492[/C][C]-2.744[/C][C]0.003501[/C][/ROW]
[ROW][C]57[/C][C]-0.265646[/C][C]-2.91[/C][C]0.002154[/C][/ROW]
[ROW][C]58[/C][C]-0.278443[/C][C]-3.0502[/C][C]0.001408[/C][/ROW]
[ROW][C]59[/C][C]-0.286412[/C][C]-3.1375[/C][C]0.001072[/C][/ROW]
[ROW][C]60[/C][C]-0.293319[/C][C]-3.2132[/C][C]0.000843[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=295931&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=295931&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	0.970504	10.6313	0
2	0.94107	10.3089	0
3	0.919919	10.0772	0
4	0.897951	9.8366	0
5	0.868975	9.5191	0
6	0.84066	9.209	0
7	0.824635	9.0334	0
8	0.808242	8.8538	0
9	0.784392	8.5926	0
10	0.759197	8.3166	0
11	0.738479	8.0896	0
12	0.720988	7.898	0
13	0.688781	7.5452	0
14	0.656217	7.1885	0
15	0.63214	6.9247	0
16	0.60747	6.6545	0
17	0.576268	6.3127	0
18	0.545226	5.9726	0
19	0.52641	5.7665	0
20	0.507028	5.5542	0
21	0.480532	5.264	0
22	0.453875	4.972	1e-06
23	0.432654	4.7395	3e-06
24	0.414354	4.539	7e-06
25	0.383047	4.1961	2.6e-05
26	0.351635	3.852	9.5e-05
27	0.32822	3.5955	0.000236
28	0.304648	3.3373	0.000563
29	0.275148	3.0141	0.001573
30	0.24691	2.7048	0.003915
31	0.230451	2.5245	0.006446
32	0.213329	2.3369	0.010551
33	0.18915	2.072	0.020202
34	0.164917	1.8066	0.036667
35	0.145129	1.5898	0.057255
36	0.127299	1.3945	0.082874
37	0.098767	1.0819	0.140725
38	0.070348	0.7706	0.221222
39	0.049511	0.5424	0.294284
40	0.029274	0.3207	0.374507
41	0.003793	0.0416	0.483463
42	-0.019539	-0.214	0.41544
43	-0.032628	-0.3574	0.360704
44	-0.04678	-0.5125	0.304639
45	-0.067601	-0.7405	0.230211
46	-0.087303	-0.9564	0.170407
47	-0.102399	-1.1217	0.132109
48	-0.116014	-1.2709	0.103116
49	-0.13829	-1.5149	0.066215
50	-0.161145	-1.7653	0.040032
51	-0.177126	-1.9403	0.027343
52	-0.192336	-2.1069	0.018603
53	-0.212531	-2.3282	0.010789
54	-0.231227	-2.533	0.0063
55	-0.240539	-2.635	0.004762
56	-0.250492	-2.744	0.003501
57	-0.265646	-2.91	0.002154
58	-0.278443	-3.0502	0.001408
59	-0.286412	-3.1375	0.001072
60	-0.293319	-3.2132	0.000843

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.970504	10.6313	0
2	-0.013909	-0.1524	0.439577
3	0.127379	1.3954	0.082741
4	-0.025522	-0.2796	0.39014
5	-0.114358	-1.2527	0.106369
6	-0.00726	-0.0795	0.468374
7	0.172692	1.8917	0.030468
8	-0.011068	-0.1212	0.451849
9	-0.085067	-0.9319	0.176638
10	-0.046301	-0.5072	0.306473
11	0.005914	0.0648	0.474226
12	0.049168	0.5386	0.295576
13	-0.213136	-2.3348	0.010608
14	-0.013083	-0.1433	0.443142
15	0.047305	0.5182	0.302637
16	-0.037038	-0.4057	0.342831
17	-0.057737	-0.6325	0.264141
18	-0.002977	-0.0326	0.487021
19	0.099366	1.0885	0.139278
20	-0.0276	-0.3023	0.381458
21	-0.043224	-0.4735	0.318362
22	-0.020601	-0.2257	0.410918
23	0.007399	0.0811	0.467767
24	0.022453	0.246	0.403067
25	-0.136891	-1.4996	0.068177
26	-0.007158	-0.0784	0.468818
27	0.009975	0.1093	0.456586
28	-0.028797	-0.3155	0.37648
29	-0.034903	-0.3823	0.351442
30	0.023504	0.2575	0.398628
31	0.061191	0.6703	0.251972
32	-0.030089	-0.3296	0.371134
33	-0.032585	-0.357	0.360877
34	-0.023985	-0.2627	0.396602
35	-0.019318	-0.2116	0.41638
36	-0.001051	-0.0115	0.495417
37	-0.078661	-0.8617	0.195289
38	-0.010704	-0.1173	0.453428
39	-0.006313	-0.0692	0.472489
40	-0.016418	-0.1799	0.428786
41	-0.023245	-0.2546	0.399719
42	0.036875	0.4039	0.343486
43	0.022583	0.2474	0.402516
44	-0.033428	-0.3662	0.357435
45	-0.025035	-0.2742	0.392182
46	-0.005398	-0.0591	0.476474
47	-0.012917	-0.1415	0.443856
48	0.000226	0.0025	0.499016
49	-0.042878	-0.4697	0.319708
50	-0.035358	-0.3873	0.349599
51	-0.015483	-0.1696	0.432803
52	-0.013317	-0.1459	0.44213
53	-0.019509	-0.2137	0.415567
54	0.014028	0.1537	0.439063
55	0.008872	0.0972	0.461369
56	-0.026638	-0.2918	0.38547
57	0.000146	0.0016	0.499362
58	0.015978	0.175	0.430674
59	-0.002548	-0.0279	0.488892
60	0.00564	0.0618	0.47542

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.970504 & 10.6313 & 0 \tabularnewline
2 & -0.013909 & -0.1524 & 0.439577 \tabularnewline
3 & 0.127379 & 1.3954 & 0.082741 \tabularnewline
4 & -0.025522 & -0.2796 & 0.39014 \tabularnewline
5 & -0.114358 & -1.2527 & 0.106369 \tabularnewline
6 & -0.00726 & -0.0795 & 0.468374 \tabularnewline
7 & 0.172692 & 1.8917 & 0.030468 \tabularnewline
8 & -0.011068 & -0.1212 & 0.451849 \tabularnewline
9 & -0.085067 & -0.9319 & 0.176638 \tabularnewline
10 & -0.046301 & -0.5072 & 0.306473 \tabularnewline
11 & 0.005914 & 0.0648 & 0.474226 \tabularnewline
12 & 0.049168 & 0.5386 & 0.295576 \tabularnewline
13 & -0.213136 & -2.3348 & 0.010608 \tabularnewline
14 & -0.013083 & -0.1433 & 0.443142 \tabularnewline
15 & 0.047305 & 0.5182 & 0.302637 \tabularnewline
16 & -0.037038 & -0.4057 & 0.342831 \tabularnewline
17 & -0.057737 & -0.6325 & 0.264141 \tabularnewline
18 & -0.002977 & -0.0326 & 0.487021 \tabularnewline
19 & 0.099366 & 1.0885 & 0.139278 \tabularnewline
20 & -0.0276 & -0.3023 & 0.381458 \tabularnewline
21 & -0.043224 & -0.4735 & 0.318362 \tabularnewline
22 & -0.020601 & -0.2257 & 0.410918 \tabularnewline
23 & 0.007399 & 0.0811 & 0.467767 \tabularnewline
24 & 0.022453 & 0.246 & 0.403067 \tabularnewline
25 & -0.136891 & -1.4996 & 0.068177 \tabularnewline
26 & -0.007158 & -0.0784 & 0.468818 \tabularnewline
27 & 0.009975 & 0.1093 & 0.456586 \tabularnewline
28 & -0.028797 & -0.3155 & 0.37648 \tabularnewline
29 & -0.034903 & -0.3823 & 0.351442 \tabularnewline
30 & 0.023504 & 0.2575 & 0.398628 \tabularnewline
31 & 0.061191 & 0.6703 & 0.251972 \tabularnewline
32 & -0.030089 & -0.3296 & 0.371134 \tabularnewline
33 & -0.032585 & -0.357 & 0.360877 \tabularnewline
34 & -0.023985 & -0.2627 & 0.396602 \tabularnewline
35 & -0.019318 & -0.2116 & 0.41638 \tabularnewline
36 & -0.001051 & -0.0115 & 0.495417 \tabularnewline
37 & -0.078661 & -0.8617 & 0.195289 \tabularnewline
38 & -0.010704 & -0.1173 & 0.453428 \tabularnewline
39 & -0.006313 & -0.0692 & 0.472489 \tabularnewline
40 & -0.016418 & -0.1799 & 0.428786 \tabularnewline
41 & -0.023245 & -0.2546 & 0.399719 \tabularnewline
42 & 0.036875 & 0.4039 & 0.343486 \tabularnewline
43 & 0.022583 & 0.2474 & 0.402516 \tabularnewline
44 & -0.033428 & -0.3662 & 0.357435 \tabularnewline
45 & -0.025035 & -0.2742 & 0.392182 \tabularnewline
46 & -0.005398 & -0.0591 & 0.476474 \tabularnewline
47 & -0.012917 & -0.1415 & 0.443856 \tabularnewline
48 & 0.000226 & 0.0025 & 0.499016 \tabularnewline
49 & -0.042878 & -0.4697 & 0.319708 \tabularnewline
50 & -0.035358 & -0.3873 & 0.349599 \tabularnewline
51 & -0.015483 & -0.1696 & 0.432803 \tabularnewline
52 & -0.013317 & -0.1459 & 0.44213 \tabularnewline
53 & -0.019509 & -0.2137 & 0.415567 \tabularnewline
54 & 0.014028 & 0.1537 & 0.439063 \tabularnewline
55 & 0.008872 & 0.0972 & 0.461369 \tabularnewline
56 & -0.026638 & -0.2918 & 0.38547 \tabularnewline
57 & 0.000146 & 0.0016 & 0.499362 \tabularnewline
58 & 0.015978 & 0.175 & 0.430674 \tabularnewline
59 & -0.002548 & -0.0279 & 0.488892 \tabularnewline
60 & 0.00564 & 0.0618 & 0.47542 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=295931&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]0.970504[/C][C]10.6313[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.013909[/C][C]-0.1524[/C][C]0.439577[/C][/ROW]
[ROW][C]3[/C][C]0.127379[/C][C]1.3954[/C][C]0.082741[/C][/ROW]
[ROW][C]4[/C][C]-0.025522[/C][C]-0.2796[/C][C]0.39014[/C][/ROW]
[ROW][C]5[/C][C]-0.114358[/C][C]-1.2527[/C][C]0.106369[/C][/ROW]
[ROW][C]6[/C][C]-0.00726[/C][C]-0.0795[/C][C]0.468374[/C][/ROW]
[ROW][C]7[/C][C]0.172692[/C][C]1.8917[/C][C]0.030468[/C][/ROW]
[ROW][C]8[/C][C]-0.011068[/C][C]-0.1212[/C][C]0.451849[/C][/ROW]
[ROW][C]9[/C][C]-0.085067[/C][C]-0.9319[/C][C]0.176638[/C][/ROW]
[ROW][C]10[/C][C]-0.046301[/C][C]-0.5072[/C][C]0.306473[/C][/ROW]
[ROW][C]11[/C][C]0.005914[/C][C]0.0648[/C][C]0.474226[/C][/ROW]
[ROW][C]12[/C][C]0.049168[/C][C]0.5386[/C][C]0.295576[/C][/ROW]
[ROW][C]13[/C][C]-0.213136[/C][C]-2.3348[/C][C]0.010608[/C][/ROW]
[ROW][C]14[/C][C]-0.013083[/C][C]-0.1433[/C][C]0.443142[/C][/ROW]
[ROW][C]15[/C][C]0.047305[/C][C]0.5182[/C][C]0.302637[/C][/ROW]
[ROW][C]16[/C][C]-0.037038[/C][C]-0.4057[/C][C]0.342831[/C][/ROW]
[ROW][C]17[/C][C]-0.057737[/C][C]-0.6325[/C][C]0.264141[/C][/ROW]
[ROW][C]18[/C][C]-0.002977[/C][C]-0.0326[/C][C]0.487021[/C][/ROW]
[ROW][C]19[/C][C]0.099366[/C][C]1.0885[/C][C]0.139278[/C][/ROW]
[ROW][C]20[/C][C]-0.0276[/C][C]-0.3023[/C][C]0.381458[/C][/ROW]
[ROW][C]21[/C][C]-0.043224[/C][C]-0.4735[/C][C]0.318362[/C][/ROW]
[ROW][C]22[/C][C]-0.020601[/C][C]-0.2257[/C][C]0.410918[/C][/ROW]
[ROW][C]23[/C][C]0.007399[/C][C]0.0811[/C][C]0.467767[/C][/ROW]
[ROW][C]24[/C][C]0.022453[/C][C]0.246[/C][C]0.403067[/C][/ROW]
[ROW][C]25[/C][C]-0.136891[/C][C]-1.4996[/C][C]0.068177[/C][/ROW]
[ROW][C]26[/C][C]-0.007158[/C][C]-0.0784[/C][C]0.468818[/C][/ROW]
[ROW][C]27[/C][C]0.009975[/C][C]0.1093[/C][C]0.456586[/C][/ROW]
[ROW][C]28[/C][C]-0.028797[/C][C]-0.3155[/C][C]0.37648[/C][/ROW]
[ROW][C]29[/C][C]-0.034903[/C][C]-0.3823[/C][C]0.351442[/C][/ROW]
[ROW][C]30[/C][C]0.023504[/C][C]0.2575[/C][C]0.398628[/C][/ROW]
[ROW][C]31[/C][C]0.061191[/C][C]0.6703[/C][C]0.251972[/C][/ROW]
[ROW][C]32[/C][C]-0.030089[/C][C]-0.3296[/C][C]0.371134[/C][/ROW]
[ROW][C]33[/C][C]-0.032585[/C][C]-0.357[/C][C]0.360877[/C][/ROW]
[ROW][C]34[/C][C]-0.023985[/C][C]-0.2627[/C][C]0.396602[/C][/ROW]
[ROW][C]35[/C][C]-0.019318[/C][C]-0.2116[/C][C]0.41638[/C][/ROW]
[ROW][C]36[/C][C]-0.001051[/C][C]-0.0115[/C][C]0.495417[/C][/ROW]
[ROW][C]37[/C][C]-0.078661[/C][C]-0.8617[/C][C]0.195289[/C][/ROW]
[ROW][C]38[/C][C]-0.010704[/C][C]-0.1173[/C][C]0.453428[/C][/ROW]
[ROW][C]39[/C][C]-0.006313[/C][C]-0.0692[/C][C]0.472489[/C][/ROW]
[ROW][C]40[/C][C]-0.016418[/C][C]-0.1799[/C][C]0.428786[/C][/ROW]
[ROW][C]41[/C][C]-0.023245[/C][C]-0.2546[/C][C]0.399719[/C][/ROW]
[ROW][C]42[/C][C]0.036875[/C][C]0.4039[/C][C]0.343486[/C][/ROW]
[ROW][C]43[/C][C]0.022583[/C][C]0.2474[/C][C]0.402516[/C][/ROW]
[ROW][C]44[/C][C]-0.033428[/C][C]-0.3662[/C][C]0.357435[/C][/ROW]
[ROW][C]45[/C][C]-0.025035[/C][C]-0.2742[/C][C]0.392182[/C][/ROW]
[ROW][C]46[/C][C]-0.005398[/C][C]-0.0591[/C][C]0.476474[/C][/ROW]
[ROW][C]47[/C][C]-0.012917[/C][C]-0.1415[/C][C]0.443856[/C][/ROW]
[ROW][C]48[/C][C]0.000226[/C][C]0.0025[/C][C]0.499016[/C][/ROW]
[ROW][C]49[/C][C]-0.042878[/C][C]-0.4697[/C][C]0.319708[/C][/ROW]
[ROW][C]50[/C][C]-0.035358[/C][C]-0.3873[/C][C]0.349599[/C][/ROW]
[ROW][C]51[/C][C]-0.015483[/C][C]-0.1696[/C][C]0.432803[/C][/ROW]
[ROW][C]52[/C][C]-0.013317[/C][C]-0.1459[/C][C]0.44213[/C][/ROW]
[ROW][C]53[/C][C]-0.019509[/C][C]-0.2137[/C][C]0.415567[/C][/ROW]
[ROW][C]54[/C][C]0.014028[/C][C]0.1537[/C][C]0.439063[/C][/ROW]
[ROW][C]55[/C][C]0.008872[/C][C]0.0972[/C][C]0.461369[/C][/ROW]
[ROW][C]56[/C][C]-0.026638[/C][C]-0.2918[/C][C]0.38547[/C][/ROW]
[ROW][C]57[/C][C]0.000146[/C][C]0.0016[/C][C]0.499362[/C][/ROW]
[ROW][C]58[/C][C]0.015978[/C][C]0.175[/C][C]0.430674[/C][/ROW]
[ROW][C]59[/C][C]-0.002548[/C][C]-0.0279[/C][C]0.488892[/C][/ROW]
[ROW][C]60[/C][C]0.00564[/C][C]0.0618[/C][C]0.47542[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=295931&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=295931&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	0.970504	10.6313	0
2	-0.013909	-0.1524	0.439577
3	0.127379	1.3954	0.082741
4	-0.025522	-0.2796	0.39014
5	-0.114358	-1.2527	0.106369
6	-0.00726	-0.0795	0.468374
7	0.172692	1.8917	0.030468
8	-0.011068	-0.1212	0.451849
9	-0.085067	-0.9319	0.176638
10	-0.046301	-0.5072	0.306473
11	0.005914	0.0648	0.474226
12	0.049168	0.5386	0.295576
13	-0.213136	-2.3348	0.010608
14	-0.013083	-0.1433	0.443142
15	0.047305	0.5182	0.302637
16	-0.037038	-0.4057	0.342831
17	-0.057737	-0.6325	0.264141
18	-0.002977	-0.0326	0.487021
19	0.099366	1.0885	0.139278
20	-0.0276	-0.3023	0.381458
21	-0.043224	-0.4735	0.318362
22	-0.020601	-0.2257	0.410918
23	0.007399	0.0811	0.467767
24	0.022453	0.246	0.403067
25	-0.136891	-1.4996	0.068177
26	-0.007158	-0.0784	0.468818
27	0.009975	0.1093	0.456586
28	-0.028797	-0.3155	0.37648
29	-0.034903	-0.3823	0.351442
30	0.023504	0.2575	0.398628
31	0.061191	0.6703	0.251972
32	-0.030089	-0.3296	0.371134
33	-0.032585	-0.357	0.360877
34	-0.023985	-0.2627	0.396602
35	-0.019318	-0.2116	0.41638
36	-0.001051	-0.0115	0.495417
37	-0.078661	-0.8617	0.195289
38	-0.010704	-0.1173	0.453428
39	-0.006313	-0.0692	0.472489
40	-0.016418	-0.1799	0.428786
41	-0.023245	-0.2546	0.399719
42	0.036875	0.4039	0.343486
43	0.022583	0.2474	0.402516
44	-0.033428	-0.3662	0.357435
45	-0.025035	-0.2742	0.392182
46	-0.005398	-0.0591	0.476474
47	-0.012917	-0.1415	0.443856
48	0.000226	0.0025	0.499016
49	-0.042878	-0.4697	0.319708
50	-0.035358	-0.3873	0.349599
51	-0.015483	-0.1696	0.432803
52	-0.013317	-0.1459	0.44213
53	-0.019509	-0.2137	0.415567
54	0.014028	0.1537	0.439063
55	0.008872	0.0972	0.461369
56	-0.026638	-0.2918	0.38547
57	0.000146	0.0016	0.499362
58	0.015978	0.175	0.430674
59	-0.002548	-0.0279	0.488892
60	0.00564	0.0618	0.47542

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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