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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 18:59:10 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/21/t1292957819aqmi982em1dwyqf.htm/, Retrieved Sun, 19 May 2024 02:37:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113831, Retrieved Sun, 19 May 2024 02:37:12 +0000

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User-defined keywords

Estimated Impact

138

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       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2010-12-20 09:44:34] [94f4aa1c01e87d8321fffb341ed4df07]
-   PD              [(Partial) Autocorrelation Function] [] [2010-12-21 18:59:10] [d1991ab4912b5ede0ff54c26afa5d84c] [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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113831&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113831&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113831&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.284856	2.2065	0.015594
2	0.075037	0.5812	0.28163
3	0.223361	1.7301	0.044373
4	0.242925	1.8817	0.032366
5	0.261059	2.0222	0.023813
6	-0.028876	-0.2237	0.411886
7	-0.045413	-0.3518	0.363123
8	0.151645	1.1746	0.12239
9	0.028579	0.2214	0.412777
10	-0.168079	-1.3019	0.098958
11	0.118005	0.9141	0.182171
12	-0.020106	-0.1557	0.43838
13	-0.054262	-0.4203	0.337879
14	0.028481	0.2206	0.413071
15	-0.076448	-0.5922	0.277983
16	0.043198	0.3346	0.369543
17	-0.128343	-0.9941	0.162074
18	-0.196738	-1.5239	0.06639
19	0.003857	0.0299	0.488133
20	-0.097051	-0.7518	0.227569
21	-0.17561	-1.3603	0.089417
22	-0.18669	-1.4461	0.076677
23	-0.174961	-1.3552	0.090211
24	-0.13038	-1.0099	0.158295
25	-0.079168	-0.6132	0.27102
26	-0.121719	-0.9428	0.174775
27	-0.032175	-0.2492	0.402019
28	0.042737	0.331	0.370885
29	-0.043928	-0.3403	0.367423
30	-0.041417	-0.3208	0.374732
31	-0.06774	-0.5247	0.300859
32	-0.015997	-0.1239	0.450899
33	-0.043715	-0.3386	0.368042
34	-0.080318	-0.6221	0.268103
35	-0.109648	-0.8493	0.199538
36	-0.02888	-0.2237	0.411874
37	0.000908	0.007	0.497206
38	-0.025144	-0.1948	0.423118
39	-0.053352	-0.4133	0.340445
40	-0.038518	-0.2984	0.383231
41	0.028649	0.2219	0.412567
42	0.029138	0.2257	0.4111
43	0.015435	0.1196	0.452617
44	-0.006575	-0.0509	0.479775
45	0.03249	0.2517	0.40108
46	0.024291	0.1882	0.425693
47	0.014116	0.1093	0.456647
48	0.012602	0.0976	0.461282
49	0.022006	0.1705	0.432611
50	0.029861	0.2313	0.408932
51	0.010459	0.081	0.46785
52	0.001528	0.0118	0.495298
53	0.009332	0.0723	0.471306
54	0.019769	0.1531	0.439406
55	0.00941	0.0729	0.471068
56	0.002863	0.0222	0.491189
57	-0.000926	-0.0072	0.49715
58	0.003128	0.0242	0.490375
59	0.002449	0.019	0.492464
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.284856 & 2.2065 & 0.015594 \tabularnewline
2 & 0.075037 & 0.5812 & 0.28163 \tabularnewline
3 & 0.223361 & 1.7301 & 0.044373 \tabularnewline
4 & 0.242925 & 1.8817 & 0.032366 \tabularnewline
5 & 0.261059 & 2.0222 & 0.023813 \tabularnewline
6 & -0.028876 & -0.2237 & 0.411886 \tabularnewline
7 & -0.045413 & -0.3518 & 0.363123 \tabularnewline
8 & 0.151645 & 1.1746 & 0.12239 \tabularnewline
9 & 0.028579 & 0.2214 & 0.412777 \tabularnewline
10 & -0.168079 & -1.3019 & 0.098958 \tabularnewline
11 & 0.118005 & 0.9141 & 0.182171 \tabularnewline
12 & -0.020106 & -0.1557 & 0.43838 \tabularnewline
13 & -0.054262 & -0.4203 & 0.337879 \tabularnewline
14 & 0.028481 & 0.2206 & 0.413071 \tabularnewline
15 & -0.076448 & -0.5922 & 0.277983 \tabularnewline
16 & 0.043198 & 0.3346 & 0.369543 \tabularnewline
17 & -0.128343 & -0.9941 & 0.162074 \tabularnewline
18 & -0.196738 & -1.5239 & 0.06639 \tabularnewline
19 & 0.003857 & 0.0299 & 0.488133 \tabularnewline
20 & -0.097051 & -0.7518 & 0.227569 \tabularnewline
21 & -0.17561 & -1.3603 & 0.089417 \tabularnewline
22 & -0.18669 & -1.4461 & 0.076677 \tabularnewline
23 & -0.174961 & -1.3552 & 0.090211 \tabularnewline
24 & -0.13038 & -1.0099 & 0.158295 \tabularnewline
25 & -0.079168 & -0.6132 & 0.27102 \tabularnewline
26 & -0.121719 & -0.9428 & 0.174775 \tabularnewline
27 & -0.032175 & -0.2492 & 0.402019 \tabularnewline
28 & 0.042737 & 0.331 & 0.370885 \tabularnewline
29 & -0.043928 & -0.3403 & 0.367423 \tabularnewline
30 & -0.041417 & -0.3208 & 0.374732 \tabularnewline
31 & -0.06774 & -0.5247 & 0.300859 \tabularnewline
32 & -0.015997 & -0.1239 & 0.450899 \tabularnewline
33 & -0.043715 & -0.3386 & 0.368042 \tabularnewline
34 & -0.080318 & -0.6221 & 0.268103 \tabularnewline
35 & -0.109648 & -0.8493 & 0.199538 \tabularnewline
36 & -0.02888 & -0.2237 & 0.411874 \tabularnewline
37 & 0.000908 & 0.007 & 0.497206 \tabularnewline
38 & -0.025144 & -0.1948 & 0.423118 \tabularnewline
39 & -0.053352 & -0.4133 & 0.340445 \tabularnewline
40 & -0.038518 & -0.2984 & 0.383231 \tabularnewline
41 & 0.028649 & 0.2219 & 0.412567 \tabularnewline
42 & 0.029138 & 0.2257 & 0.4111 \tabularnewline
43 & 0.015435 & 0.1196 & 0.452617 \tabularnewline
44 & -0.006575 & -0.0509 & 0.479775 \tabularnewline
45 & 0.03249 & 0.2517 & 0.40108 \tabularnewline
46 & 0.024291 & 0.1882 & 0.425693 \tabularnewline
47 & 0.014116 & 0.1093 & 0.456647 \tabularnewline
48 & 0.012602 & 0.0976 & 0.461282 \tabularnewline
49 & 0.022006 & 0.1705 & 0.432611 \tabularnewline
50 & 0.029861 & 0.2313 & 0.408932 \tabularnewline
51 & 0.010459 & 0.081 & 0.46785 \tabularnewline
52 & 0.001528 & 0.0118 & 0.495298 \tabularnewline
53 & 0.009332 & 0.0723 & 0.471306 \tabularnewline
54 & 0.019769 & 0.1531 & 0.439406 \tabularnewline
55 & 0.00941 & 0.0729 & 0.471068 \tabularnewline
56 & 0.002863 & 0.0222 & 0.491189 \tabularnewline
57 & -0.000926 & -0.0072 & 0.49715 \tabularnewline
58 & 0.003128 & 0.0242 & 0.490375 \tabularnewline
59 & 0.002449 & 0.019 & 0.492464 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113831&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]0.284856[/C][C]2.2065[/C][C]0.015594[/C][/ROW]
[ROW][C]2[/C][C]0.075037[/C][C]0.5812[/C][C]0.28163[/C][/ROW]
[ROW][C]3[/C][C]0.223361[/C][C]1.7301[/C][C]0.044373[/C][/ROW]
[ROW][C]4[/C][C]0.242925[/C][C]1.8817[/C][C]0.032366[/C][/ROW]
[ROW][C]5[/C][C]0.261059[/C][C]2.0222[/C][C]0.023813[/C][/ROW]
[ROW][C]6[/C][C]-0.028876[/C][C]-0.2237[/C][C]0.411886[/C][/ROW]
[ROW][C]7[/C][C]-0.045413[/C][C]-0.3518[/C][C]0.363123[/C][/ROW]
[ROW][C]8[/C][C]0.151645[/C][C]1.1746[/C][C]0.12239[/C][/ROW]
[ROW][C]9[/C][C]0.028579[/C][C]0.2214[/C][C]0.412777[/C][/ROW]
[ROW][C]10[/C][C]-0.168079[/C][C]-1.3019[/C][C]0.098958[/C][/ROW]
[ROW][C]11[/C][C]0.118005[/C][C]0.9141[/C][C]0.182171[/C][/ROW]
[ROW][C]12[/C][C]-0.020106[/C][C]-0.1557[/C][C]0.43838[/C][/ROW]
[ROW][C]13[/C][C]-0.054262[/C][C]-0.4203[/C][C]0.337879[/C][/ROW]
[ROW][C]14[/C][C]0.028481[/C][C]0.2206[/C][C]0.413071[/C][/ROW]
[ROW][C]15[/C][C]-0.076448[/C][C]-0.5922[/C][C]0.277983[/C][/ROW]
[ROW][C]16[/C][C]0.043198[/C][C]0.3346[/C][C]0.369543[/C][/ROW]
[ROW][C]17[/C][C]-0.128343[/C][C]-0.9941[/C][C]0.162074[/C][/ROW]
[ROW][C]18[/C][C]-0.196738[/C][C]-1.5239[/C][C]0.06639[/C][/ROW]
[ROW][C]19[/C][C]0.003857[/C][C]0.0299[/C][C]0.488133[/C][/ROW]
[ROW][C]20[/C][C]-0.097051[/C][C]-0.7518[/C][C]0.227569[/C][/ROW]
[ROW][C]21[/C][C]-0.17561[/C][C]-1.3603[/C][C]0.089417[/C][/ROW]
[ROW][C]22[/C][C]-0.18669[/C][C]-1.4461[/C][C]0.076677[/C][/ROW]
[ROW][C]23[/C][C]-0.174961[/C][C]-1.3552[/C][C]0.090211[/C][/ROW]
[ROW][C]24[/C][C]-0.13038[/C][C]-1.0099[/C][C]0.158295[/C][/ROW]
[ROW][C]25[/C][C]-0.079168[/C][C]-0.6132[/C][C]0.27102[/C][/ROW]
[ROW][C]26[/C][C]-0.121719[/C][C]-0.9428[/C][C]0.174775[/C][/ROW]
[ROW][C]27[/C][C]-0.032175[/C][C]-0.2492[/C][C]0.402019[/C][/ROW]
[ROW][C]28[/C][C]0.042737[/C][C]0.331[/C][C]0.370885[/C][/ROW]
[ROW][C]29[/C][C]-0.043928[/C][C]-0.3403[/C][C]0.367423[/C][/ROW]
[ROW][C]30[/C][C]-0.041417[/C][C]-0.3208[/C][C]0.374732[/C][/ROW]
[ROW][C]31[/C][C]-0.06774[/C][C]-0.5247[/C][C]0.300859[/C][/ROW]
[ROW][C]32[/C][C]-0.015997[/C][C]-0.1239[/C][C]0.450899[/C][/ROW]
[ROW][C]33[/C][C]-0.043715[/C][C]-0.3386[/C][C]0.368042[/C][/ROW]
[ROW][C]34[/C][C]-0.080318[/C][C]-0.6221[/C][C]0.268103[/C][/ROW]
[ROW][C]35[/C][C]-0.109648[/C][C]-0.8493[/C][C]0.199538[/C][/ROW]
[ROW][C]36[/C][C]-0.02888[/C][C]-0.2237[/C][C]0.411874[/C][/ROW]
[ROW][C]37[/C][C]0.000908[/C][C]0.007[/C][C]0.497206[/C][/ROW]
[ROW][C]38[/C][C]-0.025144[/C][C]-0.1948[/C][C]0.423118[/C][/ROW]
[ROW][C]39[/C][C]-0.053352[/C][C]-0.4133[/C][C]0.340445[/C][/ROW]
[ROW][C]40[/C][C]-0.038518[/C][C]-0.2984[/C][C]0.383231[/C][/ROW]
[ROW][C]41[/C][C]0.028649[/C][C]0.2219[/C][C]0.412567[/C][/ROW]
[ROW][C]42[/C][C]0.029138[/C][C]0.2257[/C][C]0.4111[/C][/ROW]
[ROW][C]43[/C][C]0.015435[/C][C]0.1196[/C][C]0.452617[/C][/ROW]
[ROW][C]44[/C][C]-0.006575[/C][C]-0.0509[/C][C]0.479775[/C][/ROW]
[ROW][C]45[/C][C]0.03249[/C][C]0.2517[/C][C]0.40108[/C][/ROW]
[ROW][C]46[/C][C]0.024291[/C][C]0.1882[/C][C]0.425693[/C][/ROW]
[ROW][C]47[/C][C]0.014116[/C][C]0.1093[/C][C]0.456647[/C][/ROW]
[ROW][C]48[/C][C]0.012602[/C][C]0.0976[/C][C]0.461282[/C][/ROW]
[ROW][C]49[/C][C]0.022006[/C][C]0.1705[/C][C]0.432611[/C][/ROW]
[ROW][C]50[/C][C]0.029861[/C][C]0.2313[/C][C]0.408932[/C][/ROW]
[ROW][C]51[/C][C]0.010459[/C][C]0.081[/C][C]0.46785[/C][/ROW]
[ROW][C]52[/C][C]0.001528[/C][C]0.0118[/C][C]0.495298[/C][/ROW]
[ROW][C]53[/C][C]0.009332[/C][C]0.0723[/C][C]0.471306[/C][/ROW]
[ROW][C]54[/C][C]0.019769[/C][C]0.1531[/C][C]0.439406[/C][/ROW]
[ROW][C]55[/C][C]0.00941[/C][C]0.0729[/C][C]0.471068[/C][/ROW]
[ROW][C]56[/C][C]0.002863[/C][C]0.0222[/C][C]0.491189[/C][/ROW]
[ROW][C]57[/C][C]-0.000926[/C][C]-0.0072[/C][C]0.49715[/C][/ROW]
[ROW][C]58[/C][C]0.003128[/C][C]0.0242[/C][C]0.490375[/C][/ROW]
[ROW][C]59[/C][C]0.002449[/C][C]0.019[/C][C]0.492464[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113831&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113831&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	0.284856	2.2065	0.015594
2	0.075037	0.5812	0.28163
3	0.223361	1.7301	0.044373
4	0.242925	1.8817	0.032366
5	0.261059	2.0222	0.023813
6	-0.028876	-0.2237	0.411886
7	-0.045413	-0.3518	0.363123
8	0.151645	1.1746	0.12239
9	0.028579	0.2214	0.412777
10	-0.168079	-1.3019	0.098958
11	0.118005	0.9141	0.182171
12	-0.020106	-0.1557	0.43838
13	-0.054262	-0.4203	0.337879
14	0.028481	0.2206	0.413071
15	-0.076448	-0.5922	0.277983
16	0.043198	0.3346	0.369543
17	-0.128343	-0.9941	0.162074
18	-0.196738	-1.5239	0.06639
19	0.003857	0.0299	0.488133
20	-0.097051	-0.7518	0.227569
21	-0.17561	-1.3603	0.089417
22	-0.18669	-1.4461	0.076677
23	-0.174961	-1.3552	0.090211
24	-0.13038	-1.0099	0.158295
25	-0.079168	-0.6132	0.27102
26	-0.121719	-0.9428	0.174775
27	-0.032175	-0.2492	0.402019
28	0.042737	0.331	0.370885
29	-0.043928	-0.3403	0.367423
30	-0.041417	-0.3208	0.374732
31	-0.06774	-0.5247	0.300859
32	-0.015997	-0.1239	0.450899
33	-0.043715	-0.3386	0.368042
34	-0.080318	-0.6221	0.268103
35	-0.109648	-0.8493	0.199538
36	-0.02888	-0.2237	0.411874
37	0.000908	0.007	0.497206
38	-0.025144	-0.1948	0.423118
39	-0.053352	-0.4133	0.340445
40	-0.038518	-0.2984	0.383231
41	0.028649	0.2219	0.412567
42	0.029138	0.2257	0.4111
43	0.015435	0.1196	0.452617
44	-0.006575	-0.0509	0.479775
45	0.03249	0.2517	0.40108
46	0.024291	0.1882	0.425693
47	0.014116	0.1093	0.456647
48	0.012602	0.0976	0.461282
49	0.022006	0.1705	0.432611
50	0.029861	0.2313	0.408932
51	0.010459	0.081	0.46785
52	0.001528	0.0118	0.495298
53	0.009332	0.0723	0.471306
54	0.019769	0.1531	0.439406
55	0.00941	0.0729	0.471068
56	0.002863	0.0222	0.491189
57	-0.000926	-0.0072	0.49715
58	0.003128	0.0242	0.490375
59	0.002449	0.019	0.492464
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.284856	2.2065	0.015594
2	-0.006645	-0.0515	0.479559
3	0.221738	1.7176	0.045516
4	0.138105	1.0698	0.144508
5	0.185547	1.4372	0.077922
6	-0.204606	-1.5849	0.059126
7	-0.062329	-0.4828	0.315499
8	0.075638	0.5859	0.280074
9	-0.067706	-0.5244	0.30095
10	-0.178847	-1.3853	0.085538
11	0.301103	2.3323	0.011528
12	-0.180949	-1.4016	0.083089
13	-0.00198	-0.0153	0.493907
14	0.099823	0.7732	0.221212
15	-0.059314	-0.4594	0.323787
16	-0.072147	-0.5588	0.289172
17	-0.093018	-0.7205	0.237003
18	-0.077516	-0.6004	0.275239
19	-0.007041	-0.0545	0.478342
20	-0.086989	-0.6738	0.251508
21	0.048092	0.3725	0.355409
22	-0.19911	-1.5423	0.064129
23	-0.006912	-0.0535	0.478741
24	-0.065724	-0.5091	0.306276
25	0.045564	0.3529	0.362685
26	0.046427	0.3596	0.360197
27	0.039215	0.3038	0.381181
28	0.103173	0.7992	0.21367
29	-0.00627	-0.0486	0.480713
30	-0.174035	-1.3481	0.091352
31	0.004422	0.0342	0.486396
32	-0.075591	-0.5855	0.280194
33	-0.08953	-0.6935	0.245338
34	0.007566	0.0586	0.476729
35	-0.059627	-0.4619	0.322923
36	0.050152	0.3885	0.349518
37	0.019979	0.1548	0.438767
38	0.082796	0.6413	0.261874
39	-0.14336	-1.1105	0.135615
40	-0.05665	-0.4388	0.331189
41	0.014298	0.1108	0.456092
42	-0.048915	-0.3789	0.353051
43	0.003523	0.0273	0.489159
44	0.030029	0.2326	0.408429
45	-0.041343	-0.3202	0.374948
46	0.010934	0.0847	0.466394
47	-0.050828	-0.3937	0.347595
48	0.01495	0.1158	0.454098
49	0.012902	0.0999	0.460364
50	0.035409	0.2743	0.392408
51	0.011227	0.087	0.465494
52	-0.045353	-0.3513	0.363295
53	-0.050287	-0.3895	0.349135
54	-0.026976	-0.209	0.417596
55	-0.05503	-0.4263	0.335722
56	-0.048043	-0.3721	0.355549
57	-0.092157	-0.7138	0.239045
58	0.065874	0.5103	0.305871
59	-0.00078	-0.006	0.4976
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.284856 & 2.2065 & 0.015594 \tabularnewline
2 & -0.006645 & -0.0515 & 0.479559 \tabularnewline
3 & 0.221738 & 1.7176 & 0.045516 \tabularnewline
4 & 0.138105 & 1.0698 & 0.144508 \tabularnewline
5 & 0.185547 & 1.4372 & 0.077922 \tabularnewline
6 & -0.204606 & -1.5849 & 0.059126 \tabularnewline
7 & -0.062329 & -0.4828 & 0.315499 \tabularnewline
8 & 0.075638 & 0.5859 & 0.280074 \tabularnewline
9 & -0.067706 & -0.5244 & 0.30095 \tabularnewline
10 & -0.178847 & -1.3853 & 0.085538 \tabularnewline
11 & 0.301103 & 2.3323 & 0.011528 \tabularnewline
12 & -0.180949 & -1.4016 & 0.083089 \tabularnewline
13 & -0.00198 & -0.0153 & 0.493907 \tabularnewline
14 & 0.099823 & 0.7732 & 0.221212 \tabularnewline
15 & -0.059314 & -0.4594 & 0.323787 \tabularnewline
16 & -0.072147 & -0.5588 & 0.289172 \tabularnewline
17 & -0.093018 & -0.7205 & 0.237003 \tabularnewline
18 & -0.077516 & -0.6004 & 0.275239 \tabularnewline
19 & -0.007041 & -0.0545 & 0.478342 \tabularnewline
20 & -0.086989 & -0.6738 & 0.251508 \tabularnewline
21 & 0.048092 & 0.3725 & 0.355409 \tabularnewline
22 & -0.19911 & -1.5423 & 0.064129 \tabularnewline
23 & -0.006912 & -0.0535 & 0.478741 \tabularnewline
24 & -0.065724 & -0.5091 & 0.306276 \tabularnewline
25 & 0.045564 & 0.3529 & 0.362685 \tabularnewline
26 & 0.046427 & 0.3596 & 0.360197 \tabularnewline
27 & 0.039215 & 0.3038 & 0.381181 \tabularnewline
28 & 0.103173 & 0.7992 & 0.21367 \tabularnewline
29 & -0.00627 & -0.0486 & 0.480713 \tabularnewline
30 & -0.174035 & -1.3481 & 0.091352 \tabularnewline
31 & 0.004422 & 0.0342 & 0.486396 \tabularnewline
32 & -0.075591 & -0.5855 & 0.280194 \tabularnewline
33 & -0.08953 & -0.6935 & 0.245338 \tabularnewline
34 & 0.007566 & 0.0586 & 0.476729 \tabularnewline
35 & -0.059627 & -0.4619 & 0.322923 \tabularnewline
36 & 0.050152 & 0.3885 & 0.349518 \tabularnewline
37 & 0.019979 & 0.1548 & 0.438767 \tabularnewline
38 & 0.082796 & 0.6413 & 0.261874 \tabularnewline
39 & -0.14336 & -1.1105 & 0.135615 \tabularnewline
40 & -0.05665 & -0.4388 & 0.331189 \tabularnewline
41 & 0.014298 & 0.1108 & 0.456092 \tabularnewline
42 & -0.048915 & -0.3789 & 0.353051 \tabularnewline
43 & 0.003523 & 0.0273 & 0.489159 \tabularnewline
44 & 0.030029 & 0.2326 & 0.408429 \tabularnewline
45 & -0.041343 & -0.3202 & 0.374948 \tabularnewline
46 & 0.010934 & 0.0847 & 0.466394 \tabularnewline
47 & -0.050828 & -0.3937 & 0.347595 \tabularnewline
48 & 0.01495 & 0.1158 & 0.454098 \tabularnewline
49 & 0.012902 & 0.0999 & 0.460364 \tabularnewline
50 & 0.035409 & 0.2743 & 0.392408 \tabularnewline
51 & 0.011227 & 0.087 & 0.465494 \tabularnewline
52 & -0.045353 & -0.3513 & 0.363295 \tabularnewline
53 & -0.050287 & -0.3895 & 0.349135 \tabularnewline
54 & -0.026976 & -0.209 & 0.417596 \tabularnewline
55 & -0.05503 & -0.4263 & 0.335722 \tabularnewline
56 & -0.048043 & -0.3721 & 0.355549 \tabularnewline
57 & -0.092157 & -0.7138 & 0.239045 \tabularnewline
58 & 0.065874 & 0.5103 & 0.305871 \tabularnewline
59 & -0.00078 & -0.006 & 0.4976 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113831&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]0.284856[/C][C]2.2065[/C][C]0.015594[/C][/ROW]
[ROW][C]2[/C][C]-0.006645[/C][C]-0.0515[/C][C]0.479559[/C][/ROW]
[ROW][C]3[/C][C]0.221738[/C][C]1.7176[/C][C]0.045516[/C][/ROW]
[ROW][C]4[/C][C]0.138105[/C][C]1.0698[/C][C]0.144508[/C][/ROW]
[ROW][C]5[/C][C]0.185547[/C][C]1.4372[/C][C]0.077922[/C][/ROW]
[ROW][C]6[/C][C]-0.204606[/C][C]-1.5849[/C][C]0.059126[/C][/ROW]
[ROW][C]7[/C][C]-0.062329[/C][C]-0.4828[/C][C]0.315499[/C][/ROW]
[ROW][C]8[/C][C]0.075638[/C][C]0.5859[/C][C]0.280074[/C][/ROW]
[ROW][C]9[/C][C]-0.067706[/C][C]-0.5244[/C][C]0.30095[/C][/ROW]
[ROW][C]10[/C][C]-0.178847[/C][C]-1.3853[/C][C]0.085538[/C][/ROW]
[ROW][C]11[/C][C]0.301103[/C][C]2.3323[/C][C]0.011528[/C][/ROW]
[ROW][C]12[/C][C]-0.180949[/C][C]-1.4016[/C][C]0.083089[/C][/ROW]
[ROW][C]13[/C][C]-0.00198[/C][C]-0.0153[/C][C]0.493907[/C][/ROW]
[ROW][C]14[/C][C]0.099823[/C][C]0.7732[/C][C]0.221212[/C][/ROW]
[ROW][C]15[/C][C]-0.059314[/C][C]-0.4594[/C][C]0.323787[/C][/ROW]
[ROW][C]16[/C][C]-0.072147[/C][C]-0.5588[/C][C]0.289172[/C][/ROW]
[ROW][C]17[/C][C]-0.093018[/C][C]-0.7205[/C][C]0.237003[/C][/ROW]
[ROW][C]18[/C][C]-0.077516[/C][C]-0.6004[/C][C]0.275239[/C][/ROW]
[ROW][C]19[/C][C]-0.007041[/C][C]-0.0545[/C][C]0.478342[/C][/ROW]
[ROW][C]20[/C][C]-0.086989[/C][C]-0.6738[/C][C]0.251508[/C][/ROW]
[ROW][C]21[/C][C]0.048092[/C][C]0.3725[/C][C]0.355409[/C][/ROW]
[ROW][C]22[/C][C]-0.19911[/C][C]-1.5423[/C][C]0.064129[/C][/ROW]
[ROW][C]23[/C][C]-0.006912[/C][C]-0.0535[/C][C]0.478741[/C][/ROW]
[ROW][C]24[/C][C]-0.065724[/C][C]-0.5091[/C][C]0.306276[/C][/ROW]
[ROW][C]25[/C][C]0.045564[/C][C]0.3529[/C][C]0.362685[/C][/ROW]
[ROW][C]26[/C][C]0.046427[/C][C]0.3596[/C][C]0.360197[/C][/ROW]
[ROW][C]27[/C][C]0.039215[/C][C]0.3038[/C][C]0.381181[/C][/ROW]
[ROW][C]28[/C][C]0.103173[/C][C]0.7992[/C][C]0.21367[/C][/ROW]
[ROW][C]29[/C][C]-0.00627[/C][C]-0.0486[/C][C]0.480713[/C][/ROW]
[ROW][C]30[/C][C]-0.174035[/C][C]-1.3481[/C][C]0.091352[/C][/ROW]
[ROW][C]31[/C][C]0.004422[/C][C]0.0342[/C][C]0.486396[/C][/ROW]
[ROW][C]32[/C][C]-0.075591[/C][C]-0.5855[/C][C]0.280194[/C][/ROW]
[ROW][C]33[/C][C]-0.08953[/C][C]-0.6935[/C][C]0.245338[/C][/ROW]
[ROW][C]34[/C][C]0.007566[/C][C]0.0586[/C][C]0.476729[/C][/ROW]
[ROW][C]35[/C][C]-0.059627[/C][C]-0.4619[/C][C]0.322923[/C][/ROW]
[ROW][C]36[/C][C]0.050152[/C][C]0.3885[/C][C]0.349518[/C][/ROW]
[ROW][C]37[/C][C]0.019979[/C][C]0.1548[/C][C]0.438767[/C][/ROW]
[ROW][C]38[/C][C]0.082796[/C][C]0.6413[/C][C]0.261874[/C][/ROW]
[ROW][C]39[/C][C]-0.14336[/C][C]-1.1105[/C][C]0.135615[/C][/ROW]
[ROW][C]40[/C][C]-0.05665[/C][C]-0.4388[/C][C]0.331189[/C][/ROW]
[ROW][C]41[/C][C]0.014298[/C][C]0.1108[/C][C]0.456092[/C][/ROW]
[ROW][C]42[/C][C]-0.048915[/C][C]-0.3789[/C][C]0.353051[/C][/ROW]
[ROW][C]43[/C][C]0.003523[/C][C]0.0273[/C][C]0.489159[/C][/ROW]
[ROW][C]44[/C][C]0.030029[/C][C]0.2326[/C][C]0.408429[/C][/ROW]
[ROW][C]45[/C][C]-0.041343[/C][C]-0.3202[/C][C]0.374948[/C][/ROW]
[ROW][C]46[/C][C]0.010934[/C][C]0.0847[/C][C]0.466394[/C][/ROW]
[ROW][C]47[/C][C]-0.050828[/C][C]-0.3937[/C][C]0.347595[/C][/ROW]
[ROW][C]48[/C][C]0.01495[/C][C]0.1158[/C][C]0.454098[/C][/ROW]
[ROW][C]49[/C][C]0.012902[/C][C]0.0999[/C][C]0.460364[/C][/ROW]
[ROW][C]50[/C][C]0.035409[/C][C]0.2743[/C][C]0.392408[/C][/ROW]
[ROW][C]51[/C][C]0.011227[/C][C]0.087[/C][C]0.465494[/C][/ROW]
[ROW][C]52[/C][C]-0.045353[/C][C]-0.3513[/C][C]0.363295[/C][/ROW]
[ROW][C]53[/C][C]-0.050287[/C][C]-0.3895[/C][C]0.349135[/C][/ROW]
[ROW][C]54[/C][C]-0.026976[/C][C]-0.209[/C][C]0.417596[/C][/ROW]
[ROW][C]55[/C][C]-0.05503[/C][C]-0.4263[/C][C]0.335722[/C][/ROW]
[ROW][C]56[/C][C]-0.048043[/C][C]-0.3721[/C][C]0.355549[/C][/ROW]
[ROW][C]57[/C][C]-0.092157[/C][C]-0.7138[/C][C]0.239045[/C][/ROW]
[ROW][C]58[/C][C]0.065874[/C][C]0.5103[/C][C]0.305871[/C][/ROW]
[ROW][C]59[/C][C]-0.00078[/C][C]-0.006[/C][C]0.4976[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113831&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113831&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	0.284856	2.2065	0.015594
2	-0.006645	-0.0515	0.479559
3	0.221738	1.7176	0.045516
4	0.138105	1.0698	0.144508
5	0.185547	1.4372	0.077922
6	-0.204606	-1.5849	0.059126
7	-0.062329	-0.4828	0.315499
8	0.075638	0.5859	0.280074
9	-0.067706	-0.5244	0.30095
10	-0.178847	-1.3853	0.085538
11	0.301103	2.3323	0.011528
12	-0.180949	-1.4016	0.083089
13	-0.00198	-0.0153	0.493907
14	0.099823	0.7732	0.221212
15	-0.059314	-0.4594	0.323787
16	-0.072147	-0.5588	0.289172
17	-0.093018	-0.7205	0.237003
18	-0.077516	-0.6004	0.275239
19	-0.007041	-0.0545	0.478342
20	-0.086989	-0.6738	0.251508
21	0.048092	0.3725	0.355409
22	-0.19911	-1.5423	0.064129
23	-0.006912	-0.0535	0.478741
24	-0.065724	-0.5091	0.306276
25	0.045564	0.3529	0.362685
26	0.046427	0.3596	0.360197
27	0.039215	0.3038	0.381181
28	0.103173	0.7992	0.21367
29	-0.00627	-0.0486	0.480713
30	-0.174035	-1.3481	0.091352
31	0.004422	0.0342	0.486396
32	-0.075591	-0.5855	0.280194
33	-0.08953	-0.6935	0.245338
34	0.007566	0.0586	0.476729
35	-0.059627	-0.4619	0.322923
36	0.050152	0.3885	0.349518
37	0.019979	0.1548	0.438767
38	0.082796	0.6413	0.261874
39	-0.14336	-1.1105	0.135615
40	-0.05665	-0.4388	0.331189
41	0.014298	0.1108	0.456092
42	-0.048915	-0.3789	0.353051
43	0.003523	0.0273	0.489159
44	0.030029	0.2326	0.408429
45	-0.041343	-0.3202	0.374948
46	0.010934	0.0847	0.466394
47	-0.050828	-0.3937	0.347595
48	0.01495	0.1158	0.454098
49	0.012902	0.0999	0.460364
50	0.035409	0.2743	0.392408
51	0.011227	0.087	0.465494
52	-0.045353	-0.3513	0.363295
53	-0.050287	-0.3895	0.349135
54	-0.026976	-0.209	0.417596
55	-0.05503	-0.4263	0.335722
56	-0.048043	-0.3721	0.355549
57	-0.092157	-0.7138	0.239045
58	0.065874	0.5103	0.305871
59	-0.00078	-0.006	0.4976
60	NA	NA	NA

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 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; 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 (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