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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 18 Dec 2016 22:04:12 +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/Dec/18/t1482095072xmhw06bc2caf6i5.htm/, Retrieved Sun, 11 May 2025 12:27:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301241, Retrieved Sun, 11 May 2025 12:27:04 +0000

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

-     [Spectral Analysis] [] [2016-12-16 13:29:44] [683f400e1b95307fc738e729f07c4fce]
- R P   [Spectral Analysis] [] [2016-12-18 18:43:40] [683f400e1b95307fc738e729f07c4fce]
- RMP       [(Partial) Autocorrelation Function] [] [2016-12-18 21:04:12] [404ac5ee4f7301873f6a96ef36861981] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301241&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=301241&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301241&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.573724	6.1792	0
2	0.610249	6.5726	0
3	0.555742	5.9855	0
4	0.523644	5.6398	0
5	0.414862	4.4682	9e-06
6	0.359779	3.8749	8.9e-05
7	0.324992	3.5003	0.00033
8	0.253007	2.725	0.003713
9	0.166035	1.7882	0.038173
10	0.23623	2.5443	0.006132
11	0.115961	1.2489	0.107101
12	0.049147	0.5293	0.298794
13	0.087583	0.9433	0.173743
14	0.045937	0.4948	0.310855
15	-0.002038	-0.022	0.491262
16	-0.010422	-0.1122	0.45541
17	-0.060942	-0.6564	0.256445
18	-0.061844	-0.6661	0.25334
19	-0.124842	-1.3446	0.09069
20	-0.096689	-1.0414	0.149933
21	-0.11911	-1.2829	0.10105
22	-0.166	-1.7879	0.038204
23	-0.19131	-2.0605	0.020795
24	-0.175307	-1.8881	0.030755
25	-0.201247	-2.1675	0.01612
26	-0.172694	-1.86	0.032711
27	-0.157116	-1.6922	0.046647
28	-0.191515	-2.0627	0.020688
29	-0.169868	-1.8295	0.034944
30	-0.161019	-1.7342	0.042767
31	-0.118488	-1.2762	0.102225
32	-0.140676	-1.5151	0.066231
33	-0.142128	-1.5308	0.064275
34	-0.117291	-1.2633	0.104514
35	-0.100981	-1.0876	0.139513
36	-0.095308	-1.0265	0.153397
37	-0.089168	-0.9604	0.169433
38	-0.074734	-0.8049	0.21126
39	-0.033881	-0.3649	0.35792
40	-0.014921	-0.1607	0.436302
41	0.004256	0.0458	0.481758
42	0.028028	0.3019	0.381646
43	-0.00103	-0.0111	0.495583
44	0.025375	0.2733	0.392557
45	0.030258	0.3259	0.372548
46	0.123246	1.3274	0.093492
47	0.074916	0.8069	0.210698
48	0.119331	1.2852	0.100635
49	0.120533	1.2982	0.0984
50	0.122177	1.3159	0.095403
51	0.120234	1.295	0.098953
52	0.162691	1.7522	0.041188
53	0.135653	1.461	0.073356
54	0.13707	1.4763	0.071288
55	0.149666	1.612	0.054844
56	0.153031	1.6482	0.051009
57	0.110161	1.1865	0.118931
58	0.065022	0.7003	0.242567
59	0.090776	0.9777	0.165133
60	0.097641	1.0516	0.147578

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.573724 & 6.1792 & 0 \tabularnewline
2 & 0.610249 & 6.5726 & 0 \tabularnewline
3 & 0.555742 & 5.9855 & 0 \tabularnewline
4 & 0.523644 & 5.6398 & 0 \tabularnewline
5 & 0.414862 & 4.4682 & 9e-06 \tabularnewline
6 & 0.359779 & 3.8749 & 8.9e-05 \tabularnewline
7 & 0.324992 & 3.5003 & 0.00033 \tabularnewline
8 & 0.253007 & 2.725 & 0.003713 \tabularnewline
9 & 0.166035 & 1.7882 & 0.038173 \tabularnewline
10 & 0.23623 & 2.5443 & 0.006132 \tabularnewline
11 & 0.115961 & 1.2489 & 0.107101 \tabularnewline
12 & 0.049147 & 0.5293 & 0.298794 \tabularnewline
13 & 0.087583 & 0.9433 & 0.173743 \tabularnewline
14 & 0.045937 & 0.4948 & 0.310855 \tabularnewline
15 & -0.002038 & -0.022 & 0.491262 \tabularnewline
16 & -0.010422 & -0.1122 & 0.45541 \tabularnewline
17 & -0.060942 & -0.6564 & 0.256445 \tabularnewline
18 & -0.061844 & -0.6661 & 0.25334 \tabularnewline
19 & -0.124842 & -1.3446 & 0.09069 \tabularnewline
20 & -0.096689 & -1.0414 & 0.149933 \tabularnewline
21 & -0.11911 & -1.2829 & 0.10105 \tabularnewline
22 & -0.166 & -1.7879 & 0.038204 \tabularnewline
23 & -0.19131 & -2.0605 & 0.020795 \tabularnewline
24 & -0.175307 & -1.8881 & 0.030755 \tabularnewline
25 & -0.201247 & -2.1675 & 0.01612 \tabularnewline
26 & -0.172694 & -1.86 & 0.032711 \tabularnewline
27 & -0.157116 & -1.6922 & 0.046647 \tabularnewline
28 & -0.191515 & -2.0627 & 0.020688 \tabularnewline
29 & -0.169868 & -1.8295 & 0.034944 \tabularnewline
30 & -0.161019 & -1.7342 & 0.042767 \tabularnewline
31 & -0.118488 & -1.2762 & 0.102225 \tabularnewline
32 & -0.140676 & -1.5151 & 0.066231 \tabularnewline
33 & -0.142128 & -1.5308 & 0.064275 \tabularnewline
34 & -0.117291 & -1.2633 & 0.104514 \tabularnewline
35 & -0.100981 & -1.0876 & 0.139513 \tabularnewline
36 & -0.095308 & -1.0265 & 0.153397 \tabularnewline
37 & -0.089168 & -0.9604 & 0.169433 \tabularnewline
38 & -0.074734 & -0.8049 & 0.21126 \tabularnewline
39 & -0.033881 & -0.3649 & 0.35792 \tabularnewline
40 & -0.014921 & -0.1607 & 0.436302 \tabularnewline
41 & 0.004256 & 0.0458 & 0.481758 \tabularnewline
42 & 0.028028 & 0.3019 & 0.381646 \tabularnewline
43 & -0.00103 & -0.0111 & 0.495583 \tabularnewline
44 & 0.025375 & 0.2733 & 0.392557 \tabularnewline
45 & 0.030258 & 0.3259 & 0.372548 \tabularnewline
46 & 0.123246 & 1.3274 & 0.093492 \tabularnewline
47 & 0.074916 & 0.8069 & 0.210698 \tabularnewline
48 & 0.119331 & 1.2852 & 0.100635 \tabularnewline
49 & 0.120533 & 1.2982 & 0.0984 \tabularnewline
50 & 0.122177 & 1.3159 & 0.095403 \tabularnewline
51 & 0.120234 & 1.295 & 0.098953 \tabularnewline
52 & 0.162691 & 1.7522 & 0.041188 \tabularnewline
53 & 0.135653 & 1.461 & 0.073356 \tabularnewline
54 & 0.13707 & 1.4763 & 0.071288 \tabularnewline
55 & 0.149666 & 1.612 & 0.054844 \tabularnewline
56 & 0.153031 & 1.6482 & 0.051009 \tabularnewline
57 & 0.110161 & 1.1865 & 0.118931 \tabularnewline
58 & 0.065022 & 0.7003 & 0.242567 \tabularnewline
59 & 0.090776 & 0.9777 & 0.165133 \tabularnewline
60 & 0.097641 & 1.0516 & 0.147578 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301241&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]0.573724[/C][C]6.1792[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.610249[/C][C]6.5726[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.555742[/C][C]5.9855[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.523644[/C][C]5.6398[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.414862[/C][C]4.4682[/C][C]9e-06[/C][/ROW]
[ROW][C]6[/C][C]0.359779[/C][C]3.8749[/C][C]8.9e-05[/C][/ROW]
[ROW][C]7[/C][C]0.324992[/C][C]3.5003[/C][C]0.00033[/C][/ROW]
[ROW][C]8[/C][C]0.253007[/C][C]2.725[/C][C]0.003713[/C][/ROW]
[ROW][C]9[/C][C]0.166035[/C][C]1.7882[/C][C]0.038173[/C][/ROW]
[ROW][C]10[/C][C]0.23623[/C][C]2.5443[/C][C]0.006132[/C][/ROW]
[ROW][C]11[/C][C]0.115961[/C][C]1.2489[/C][C]0.107101[/C][/ROW]
[ROW][C]12[/C][C]0.049147[/C][C]0.5293[/C][C]0.298794[/C][/ROW]
[ROW][C]13[/C][C]0.087583[/C][C]0.9433[/C][C]0.173743[/C][/ROW]
[ROW][C]14[/C][C]0.045937[/C][C]0.4948[/C][C]0.310855[/C][/ROW]
[ROW][C]15[/C][C]-0.002038[/C][C]-0.022[/C][C]0.491262[/C][/ROW]
[ROW][C]16[/C][C]-0.010422[/C][C]-0.1122[/C][C]0.45541[/C][/ROW]
[ROW][C]17[/C][C]-0.060942[/C][C]-0.6564[/C][C]0.256445[/C][/ROW]
[ROW][C]18[/C][C]-0.061844[/C][C]-0.6661[/C][C]0.25334[/C][/ROW]
[ROW][C]19[/C][C]-0.124842[/C][C]-1.3446[/C][C]0.09069[/C][/ROW]
[ROW][C]20[/C][C]-0.096689[/C][C]-1.0414[/C][C]0.149933[/C][/ROW]
[ROW][C]21[/C][C]-0.11911[/C][C]-1.2829[/C][C]0.10105[/C][/ROW]
[ROW][C]22[/C][C]-0.166[/C][C]-1.7879[/C][C]0.038204[/C][/ROW]
[ROW][C]23[/C][C]-0.19131[/C][C]-2.0605[/C][C]0.020795[/C][/ROW]
[ROW][C]24[/C][C]-0.175307[/C][C]-1.8881[/C][C]0.030755[/C][/ROW]
[ROW][C]25[/C][C]-0.201247[/C][C]-2.1675[/C][C]0.01612[/C][/ROW]
[ROW][C]26[/C][C]-0.172694[/C][C]-1.86[/C][C]0.032711[/C][/ROW]
[ROW][C]27[/C][C]-0.157116[/C][C]-1.6922[/C][C]0.046647[/C][/ROW]
[ROW][C]28[/C][C]-0.191515[/C][C]-2.0627[/C][C]0.020688[/C][/ROW]
[ROW][C]29[/C][C]-0.169868[/C][C]-1.8295[/C][C]0.034944[/C][/ROW]
[ROW][C]30[/C][C]-0.161019[/C][C]-1.7342[/C][C]0.042767[/C][/ROW]
[ROW][C]31[/C][C]-0.118488[/C][C]-1.2762[/C][C]0.102225[/C][/ROW]
[ROW][C]32[/C][C]-0.140676[/C][C]-1.5151[/C][C]0.066231[/C][/ROW]
[ROW][C]33[/C][C]-0.142128[/C][C]-1.5308[/C][C]0.064275[/C][/ROW]
[ROW][C]34[/C][C]-0.117291[/C][C]-1.2633[/C][C]0.104514[/C][/ROW]
[ROW][C]35[/C][C]-0.100981[/C][C]-1.0876[/C][C]0.139513[/C][/ROW]
[ROW][C]36[/C][C]-0.095308[/C][C]-1.0265[/C][C]0.153397[/C][/ROW]
[ROW][C]37[/C][C]-0.089168[/C][C]-0.9604[/C][C]0.169433[/C][/ROW]
[ROW][C]38[/C][C]-0.074734[/C][C]-0.8049[/C][C]0.21126[/C][/ROW]
[ROW][C]39[/C][C]-0.033881[/C][C]-0.3649[/C][C]0.35792[/C][/ROW]
[ROW][C]40[/C][C]-0.014921[/C][C]-0.1607[/C][C]0.436302[/C][/ROW]
[ROW][C]41[/C][C]0.004256[/C][C]0.0458[/C][C]0.481758[/C][/ROW]
[ROW][C]42[/C][C]0.028028[/C][C]0.3019[/C][C]0.381646[/C][/ROW]
[ROW][C]43[/C][C]-0.00103[/C][C]-0.0111[/C][C]0.495583[/C][/ROW]
[ROW][C]44[/C][C]0.025375[/C][C]0.2733[/C][C]0.392557[/C][/ROW]
[ROW][C]45[/C][C]0.030258[/C][C]0.3259[/C][C]0.372548[/C][/ROW]
[ROW][C]46[/C][C]0.123246[/C][C]1.3274[/C][C]0.093492[/C][/ROW]
[ROW][C]47[/C][C]0.074916[/C][C]0.8069[/C][C]0.210698[/C][/ROW]
[ROW][C]48[/C][C]0.119331[/C][C]1.2852[/C][C]0.100635[/C][/ROW]
[ROW][C]49[/C][C]0.120533[/C][C]1.2982[/C][C]0.0984[/C][/ROW]
[ROW][C]50[/C][C]0.122177[/C][C]1.3159[/C][C]0.095403[/C][/ROW]
[ROW][C]51[/C][C]0.120234[/C][C]1.295[/C][C]0.098953[/C][/ROW]
[ROW][C]52[/C][C]0.162691[/C][C]1.7522[/C][C]0.041188[/C][/ROW]
[ROW][C]53[/C][C]0.135653[/C][C]1.461[/C][C]0.073356[/C][/ROW]
[ROW][C]54[/C][C]0.13707[/C][C]1.4763[/C][C]0.071288[/C][/ROW]
[ROW][C]55[/C][C]0.149666[/C][C]1.612[/C][C]0.054844[/C][/ROW]
[ROW][C]56[/C][C]0.153031[/C][C]1.6482[/C][C]0.051009[/C][/ROW]
[ROW][C]57[/C][C]0.110161[/C][C]1.1865[/C][C]0.118931[/C][/ROW]
[ROW][C]58[/C][C]0.065022[/C][C]0.7003[/C][C]0.242567[/C][/ROW]
[ROW][C]59[/C][C]0.090776[/C][C]0.9777[/C][C]0.165133[/C][/ROW]
[ROW][C]60[/C][C]0.097641[/C][C]1.0516[/C][C]0.147578[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301241&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301241&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	0.573724	6.1792	0
2	0.610249	6.5726	0
3	0.555742	5.9855	0
4	0.523644	5.6398	0
5	0.414862	4.4682	9e-06
6	0.359779	3.8749	8.9e-05
7	0.324992	3.5003	0.00033
8	0.253007	2.725	0.003713
9	0.166035	1.7882	0.038173
10	0.23623	2.5443	0.006132
11	0.115961	1.2489	0.107101
12	0.049147	0.5293	0.298794
13	0.087583	0.9433	0.173743
14	0.045937	0.4948	0.310855
15	-0.002038	-0.022	0.491262
16	-0.010422	-0.1122	0.45541
17	-0.060942	-0.6564	0.256445
18	-0.061844	-0.6661	0.25334
19	-0.124842	-1.3446	0.09069
20	-0.096689	-1.0414	0.149933
21	-0.11911	-1.2829	0.10105
22	-0.166	-1.7879	0.038204
23	-0.19131	-2.0605	0.020795
24	-0.175307	-1.8881	0.030755
25	-0.201247	-2.1675	0.01612
26	-0.172694	-1.86	0.032711
27	-0.157116	-1.6922	0.046647
28	-0.191515	-2.0627	0.020688
29	-0.169868	-1.8295	0.034944
30	-0.161019	-1.7342	0.042767
31	-0.118488	-1.2762	0.102225
32	-0.140676	-1.5151	0.066231
33	-0.142128	-1.5308	0.064275
34	-0.117291	-1.2633	0.104514
35	-0.100981	-1.0876	0.139513
36	-0.095308	-1.0265	0.153397
37	-0.089168	-0.9604	0.169433
38	-0.074734	-0.8049	0.21126
39	-0.033881	-0.3649	0.35792
40	-0.014921	-0.1607	0.436302
41	0.004256	0.0458	0.481758
42	0.028028	0.3019	0.381646
43	-0.00103	-0.0111	0.495583
44	0.025375	0.2733	0.392557
45	0.030258	0.3259	0.372548
46	0.123246	1.3274	0.093492
47	0.074916	0.8069	0.210698
48	0.119331	1.2852	0.100635
49	0.120533	1.2982	0.0984
50	0.122177	1.3159	0.095403
51	0.120234	1.295	0.098953
52	0.162691	1.7522	0.041188
53	0.135653	1.461	0.073356
54	0.13707	1.4763	0.071288
55	0.149666	1.612	0.054844
56	0.153031	1.6482	0.051009
57	0.110161	1.1865	0.118931
58	0.065022	0.7003	0.242567
59	0.090776	0.9777	0.165133
60	0.097641	1.0516	0.147578

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.573724	6.1792	0
2	0.419011	4.5129	8e-06
3	0.202387	2.1798	0.015647
4	0.10347	1.1144	0.133705
5	-0.088891	-0.9574	0.170182
6	-0.095967	-1.0336	0.151738
7	-0.015019	-0.1618	0.43589
8	-0.042397	-0.4566	0.324396
9	-0.101734	-1.0957	0.137739
10	0.163927	1.7655	0.040051
11	-0.052671	-0.5673	0.285809
12	-0.148102	-1.5951	0.056705
13	0.072603	0.782	0.217917
14	0.002527	0.0272	0.489165
15	-0.044852	-0.4831	0.314978
16	0.020334	0.219	0.413517
17	-0.112335	-1.2099	0.114391
18	-0.024849	-0.2676	0.394728
19	-0.027021	-0.291	0.385778
20	-0.017814	-0.1919	0.424093
21	0.024284	0.2615	0.397068
22	-0.01769	-0.1905	0.424616
23	-0.12983	-1.3983	0.082343
24	-0.011541	-0.1243	0.450645
25	0.0139	0.1497	0.440627
26	0.042048	0.4529	0.325745
27	0.102258	1.1014	0.136511
28	-0.090193	-0.9714	0.166684
29	-0.045049	-0.4852	0.314226
30	0.005144	0.0554	0.477958
31	0.026733	0.2879	0.38696
32	0.005832	0.0628	0.475013
33	-0.014346	-0.1545	0.438736
34	-0.054554	-0.5876	0.278982
35	0.017559	0.1891	0.425165
36	0.017042	0.1836	0.427343
37	-0.038809	-0.418	0.338366
38	0.050957	0.5488	0.292089
39	0.080562	0.8677	0.193681
40	0.004795	0.0516	0.479451
41	0.001719	0.0185	0.492629
42	-0.001806	-0.0195	0.492257
43	-0.080165	-0.8634	0.194849
44	0.003575	0.0385	0.484675
45	-0.017974	-0.1936	0.42342
46	0.186769	2.0116	0.023292
47	0.017506	0.1885	0.425391
48	0.001804	0.0194	0.492264
49	-0.022038	-0.2374	0.4064
50	-0.043767	-0.4714	0.319125
51	-0.019614	-0.2113	0.41653
52	0.089226	0.961	0.169276
53	-0.003625	-0.039	0.484461
54	-0.003335	-0.0359	0.485702
55	0.054854	0.5908	0.277903
56	-0.071626	-0.7714	0.221008
57	-0.051911	-0.5591	0.288585
58	-0.072854	-0.7847	0.217126
59	-0.003225	-0.0347	0.486178
60	0.125388	1.3505	0.089747

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.573724 & 6.1792 & 0 \tabularnewline
2 & 0.419011 & 4.5129 & 8e-06 \tabularnewline
3 & 0.202387 & 2.1798 & 0.015647 \tabularnewline
4 & 0.10347 & 1.1144 & 0.133705 \tabularnewline
5 & -0.088891 & -0.9574 & 0.170182 \tabularnewline
6 & -0.095967 & -1.0336 & 0.151738 \tabularnewline
7 & -0.015019 & -0.1618 & 0.43589 \tabularnewline
8 & -0.042397 & -0.4566 & 0.324396 \tabularnewline
9 & -0.101734 & -1.0957 & 0.137739 \tabularnewline
10 & 0.163927 & 1.7655 & 0.040051 \tabularnewline
11 & -0.052671 & -0.5673 & 0.285809 \tabularnewline
12 & -0.148102 & -1.5951 & 0.056705 \tabularnewline
13 & 0.072603 & 0.782 & 0.217917 \tabularnewline
14 & 0.002527 & 0.0272 & 0.489165 \tabularnewline
15 & -0.044852 & -0.4831 & 0.314978 \tabularnewline
16 & 0.020334 & 0.219 & 0.413517 \tabularnewline
17 & -0.112335 & -1.2099 & 0.114391 \tabularnewline
18 & -0.024849 & -0.2676 & 0.394728 \tabularnewline
19 & -0.027021 & -0.291 & 0.385778 \tabularnewline
20 & -0.017814 & -0.1919 & 0.424093 \tabularnewline
21 & 0.024284 & 0.2615 & 0.397068 \tabularnewline
22 & -0.01769 & -0.1905 & 0.424616 \tabularnewline
23 & -0.12983 & -1.3983 & 0.082343 \tabularnewline
24 & -0.011541 & -0.1243 & 0.450645 \tabularnewline
25 & 0.0139 & 0.1497 & 0.440627 \tabularnewline
26 & 0.042048 & 0.4529 & 0.325745 \tabularnewline
27 & 0.102258 & 1.1014 & 0.136511 \tabularnewline
28 & -0.090193 & -0.9714 & 0.166684 \tabularnewline
29 & -0.045049 & -0.4852 & 0.314226 \tabularnewline
30 & 0.005144 & 0.0554 & 0.477958 \tabularnewline
31 & 0.026733 & 0.2879 & 0.38696 \tabularnewline
32 & 0.005832 & 0.0628 & 0.475013 \tabularnewline
33 & -0.014346 & -0.1545 & 0.438736 \tabularnewline
34 & -0.054554 & -0.5876 & 0.278982 \tabularnewline
35 & 0.017559 & 0.1891 & 0.425165 \tabularnewline
36 & 0.017042 & 0.1836 & 0.427343 \tabularnewline
37 & -0.038809 & -0.418 & 0.338366 \tabularnewline
38 & 0.050957 & 0.5488 & 0.292089 \tabularnewline
39 & 0.080562 & 0.8677 & 0.193681 \tabularnewline
40 & 0.004795 & 0.0516 & 0.479451 \tabularnewline
41 & 0.001719 & 0.0185 & 0.492629 \tabularnewline
42 & -0.001806 & -0.0195 & 0.492257 \tabularnewline
43 & -0.080165 & -0.8634 & 0.194849 \tabularnewline
44 & 0.003575 & 0.0385 & 0.484675 \tabularnewline
45 & -0.017974 & -0.1936 & 0.42342 \tabularnewline
46 & 0.186769 & 2.0116 & 0.023292 \tabularnewline
47 & 0.017506 & 0.1885 & 0.425391 \tabularnewline
48 & 0.001804 & 0.0194 & 0.492264 \tabularnewline
49 & -0.022038 & -0.2374 & 0.4064 \tabularnewline
50 & -0.043767 & -0.4714 & 0.319125 \tabularnewline
51 & -0.019614 & -0.2113 & 0.41653 \tabularnewline
52 & 0.089226 & 0.961 & 0.169276 \tabularnewline
53 & -0.003625 & -0.039 & 0.484461 \tabularnewline
54 & -0.003335 & -0.0359 & 0.485702 \tabularnewline
55 & 0.054854 & 0.5908 & 0.277903 \tabularnewline
56 & -0.071626 & -0.7714 & 0.221008 \tabularnewline
57 & -0.051911 & -0.5591 & 0.288585 \tabularnewline
58 & -0.072854 & -0.7847 & 0.217126 \tabularnewline
59 & -0.003225 & -0.0347 & 0.486178 \tabularnewline
60 & 0.125388 & 1.3505 & 0.089747 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301241&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]0.573724[/C][C]6.1792[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.419011[/C][C]4.5129[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.202387[/C][C]2.1798[/C][C]0.015647[/C][/ROW]
[ROW][C]4[/C][C]0.10347[/C][C]1.1144[/C][C]0.133705[/C][/ROW]
[ROW][C]5[/C][C]-0.088891[/C][C]-0.9574[/C][C]0.170182[/C][/ROW]
[ROW][C]6[/C][C]-0.095967[/C][C]-1.0336[/C][C]0.151738[/C][/ROW]
[ROW][C]7[/C][C]-0.015019[/C][C]-0.1618[/C][C]0.43589[/C][/ROW]
[ROW][C]8[/C][C]-0.042397[/C][C]-0.4566[/C][C]0.324396[/C][/ROW]
[ROW][C]9[/C][C]-0.101734[/C][C]-1.0957[/C][C]0.137739[/C][/ROW]
[ROW][C]10[/C][C]0.163927[/C][C]1.7655[/C][C]0.040051[/C][/ROW]
[ROW][C]11[/C][C]-0.052671[/C][C]-0.5673[/C][C]0.285809[/C][/ROW]
[ROW][C]12[/C][C]-0.148102[/C][C]-1.5951[/C][C]0.056705[/C][/ROW]
[ROW][C]13[/C][C]0.072603[/C][C]0.782[/C][C]0.217917[/C][/ROW]
[ROW][C]14[/C][C]0.002527[/C][C]0.0272[/C][C]0.489165[/C][/ROW]
[ROW][C]15[/C][C]-0.044852[/C][C]-0.4831[/C][C]0.314978[/C][/ROW]
[ROW][C]16[/C][C]0.020334[/C][C]0.219[/C][C]0.413517[/C][/ROW]
[ROW][C]17[/C][C]-0.112335[/C][C]-1.2099[/C][C]0.114391[/C][/ROW]
[ROW][C]18[/C][C]-0.024849[/C][C]-0.2676[/C][C]0.394728[/C][/ROW]
[ROW][C]19[/C][C]-0.027021[/C][C]-0.291[/C][C]0.385778[/C][/ROW]
[ROW][C]20[/C][C]-0.017814[/C][C]-0.1919[/C][C]0.424093[/C][/ROW]
[ROW][C]21[/C][C]0.024284[/C][C]0.2615[/C][C]0.397068[/C][/ROW]
[ROW][C]22[/C][C]-0.01769[/C][C]-0.1905[/C][C]0.424616[/C][/ROW]
[ROW][C]23[/C][C]-0.12983[/C][C]-1.3983[/C][C]0.082343[/C][/ROW]
[ROW][C]24[/C][C]-0.011541[/C][C]-0.1243[/C][C]0.450645[/C][/ROW]
[ROW][C]25[/C][C]0.0139[/C][C]0.1497[/C][C]0.440627[/C][/ROW]
[ROW][C]26[/C][C]0.042048[/C][C]0.4529[/C][C]0.325745[/C][/ROW]
[ROW][C]27[/C][C]0.102258[/C][C]1.1014[/C][C]0.136511[/C][/ROW]
[ROW][C]28[/C][C]-0.090193[/C][C]-0.9714[/C][C]0.166684[/C][/ROW]
[ROW][C]29[/C][C]-0.045049[/C][C]-0.4852[/C][C]0.314226[/C][/ROW]
[ROW][C]30[/C][C]0.005144[/C][C]0.0554[/C][C]0.477958[/C][/ROW]
[ROW][C]31[/C][C]0.026733[/C][C]0.2879[/C][C]0.38696[/C][/ROW]
[ROW][C]32[/C][C]0.005832[/C][C]0.0628[/C][C]0.475013[/C][/ROW]
[ROW][C]33[/C][C]-0.014346[/C][C]-0.1545[/C][C]0.438736[/C][/ROW]
[ROW][C]34[/C][C]-0.054554[/C][C]-0.5876[/C][C]0.278982[/C][/ROW]
[ROW][C]35[/C][C]0.017559[/C][C]0.1891[/C][C]0.425165[/C][/ROW]
[ROW][C]36[/C][C]0.017042[/C][C]0.1836[/C][C]0.427343[/C][/ROW]
[ROW][C]37[/C][C]-0.038809[/C][C]-0.418[/C][C]0.338366[/C][/ROW]
[ROW][C]38[/C][C]0.050957[/C][C]0.5488[/C][C]0.292089[/C][/ROW]
[ROW][C]39[/C][C]0.080562[/C][C]0.8677[/C][C]0.193681[/C][/ROW]
[ROW][C]40[/C][C]0.004795[/C][C]0.0516[/C][C]0.479451[/C][/ROW]
[ROW][C]41[/C][C]0.001719[/C][C]0.0185[/C][C]0.492629[/C][/ROW]
[ROW][C]42[/C][C]-0.001806[/C][C]-0.0195[/C][C]0.492257[/C][/ROW]
[ROW][C]43[/C][C]-0.080165[/C][C]-0.8634[/C][C]0.194849[/C][/ROW]
[ROW][C]44[/C][C]0.003575[/C][C]0.0385[/C][C]0.484675[/C][/ROW]
[ROW][C]45[/C][C]-0.017974[/C][C]-0.1936[/C][C]0.42342[/C][/ROW]
[ROW][C]46[/C][C]0.186769[/C][C]2.0116[/C][C]0.023292[/C][/ROW]
[ROW][C]47[/C][C]0.017506[/C][C]0.1885[/C][C]0.425391[/C][/ROW]
[ROW][C]48[/C][C]0.001804[/C][C]0.0194[/C][C]0.492264[/C][/ROW]
[ROW][C]49[/C][C]-0.022038[/C][C]-0.2374[/C][C]0.4064[/C][/ROW]
[ROW][C]50[/C][C]-0.043767[/C][C]-0.4714[/C][C]0.319125[/C][/ROW]
[ROW][C]51[/C][C]-0.019614[/C][C]-0.2113[/C][C]0.41653[/C][/ROW]
[ROW][C]52[/C][C]0.089226[/C][C]0.961[/C][C]0.169276[/C][/ROW]
[ROW][C]53[/C][C]-0.003625[/C][C]-0.039[/C][C]0.484461[/C][/ROW]
[ROW][C]54[/C][C]-0.003335[/C][C]-0.0359[/C][C]0.485702[/C][/ROW]
[ROW][C]55[/C][C]0.054854[/C][C]0.5908[/C][C]0.277903[/C][/ROW]
[ROW][C]56[/C][C]-0.071626[/C][C]-0.7714[/C][C]0.221008[/C][/ROW]
[ROW][C]57[/C][C]-0.051911[/C][C]-0.5591[/C][C]0.288585[/C][/ROW]
[ROW][C]58[/C][C]-0.072854[/C][C]-0.7847[/C][C]0.217126[/C][/ROW]
[ROW][C]59[/C][C]-0.003225[/C][C]-0.0347[/C][C]0.486178[/C][/ROW]
[ROW][C]60[/C][C]0.125388[/C][C]1.3505[/C][C]0.089747[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301241&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301241&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	0.573724	6.1792	0
2	0.419011	4.5129	8e-06
3	0.202387	2.1798	0.015647
4	0.10347	1.1144	0.133705
5	-0.088891	-0.9574	0.170182
6	-0.095967	-1.0336	0.151738
7	-0.015019	-0.1618	0.43589
8	-0.042397	-0.4566	0.324396
9	-0.101734	-1.0957	0.137739
10	0.163927	1.7655	0.040051
11	-0.052671	-0.5673	0.285809
12	-0.148102	-1.5951	0.056705
13	0.072603	0.782	0.217917
14	0.002527	0.0272	0.489165
15	-0.044852	-0.4831	0.314978
16	0.020334	0.219	0.413517
17	-0.112335	-1.2099	0.114391
18	-0.024849	-0.2676	0.394728
19	-0.027021	-0.291	0.385778
20	-0.017814	-0.1919	0.424093
21	0.024284	0.2615	0.397068
22	-0.01769	-0.1905	0.424616
23	-0.12983	-1.3983	0.082343
24	-0.011541	-0.1243	0.450645
25	0.0139	0.1497	0.440627
26	0.042048	0.4529	0.325745
27	0.102258	1.1014	0.136511
28	-0.090193	-0.9714	0.166684
29	-0.045049	-0.4852	0.314226
30	0.005144	0.0554	0.477958
31	0.026733	0.2879	0.38696
32	0.005832	0.0628	0.475013
33	-0.014346	-0.1545	0.438736
34	-0.054554	-0.5876	0.278982
35	0.017559	0.1891	0.425165
36	0.017042	0.1836	0.427343
37	-0.038809	-0.418	0.338366
38	0.050957	0.5488	0.292089
39	0.080562	0.8677	0.193681
40	0.004795	0.0516	0.479451
41	0.001719	0.0185	0.492629
42	-0.001806	-0.0195	0.492257
43	-0.080165	-0.8634	0.194849
44	0.003575	0.0385	0.484675
45	-0.017974	-0.1936	0.42342
46	0.186769	2.0116	0.023292
47	0.017506	0.1885	0.425391
48	0.001804	0.0194	0.492264
49	-0.022038	-0.2374	0.4064
50	-0.043767	-0.4714	0.319125
51	-0.019614	-0.2113	0.41653
52	0.089226	0.961	0.169276
53	-0.003625	-0.039	0.484461
54	-0.003335	-0.0359	0.485702
55	0.054854	0.5908	0.277903
56	-0.071626	-0.7714	0.221008
57	-0.051911	-0.5591	0.288585
58	-0.072854	-0.7847	0.217126
59	-0.003225	-0.0347	0.486178
60	0.125388	1.3505	0.089747

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 = 1 ; par4 = 0 ; par5 = 1 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '1'
par4 <- '0'
par3 <- '2'
par2 <- '1'
par1 <- '60'
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,'ACF(k)',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,'PACF(k)',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