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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 13 Dec 2008 09:08:49 -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/2008/Dec/13/t1229184649217k13gcaupy4zu.htm/, Retrieved Sun, 19 May 2024 07:17:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33172, Retrieved Sun, 19 May 2024 07:17:39 +0000

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Estimated Impact

178

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

-       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-13 16:08:49] [db9a5fd0f9c3e1245d8075d8bb09236d] [Current]
-   P     [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-14 14:45:58] [d134696a922d84037f02d49ded84b0bd] 
- RMP       [ARIMA Backward Selection] [Backward Selectio...] [2008-12-14 16:30:33] [d134696a922d84037f02d49ded84b0bd] 
-   P         [ARIMA Backward Selection] [Backward Selectio...] [2008-12-14 16:41:16] [d134696a922d84037f02d49ded84b0bd] 
-   P         [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-15 20:23:35] [d134696a922d84037f02d49ded84b0bd] 
-   P           [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-15 20:28:38] [d134696a922d84037f02d49ded84b0bd] 
- RMP             [ARIMA Forecasting] [ARIMA Forecasting] [2008-12-16 09:49:01] [d134696a922d84037f02d49ded84b0bd] 
-                   [ARIMA Forecasting] [ARIMA Forecasting] [2008-12-16 09:51:44] [d134696a922d84037f02d49ded84b0bd] 
-   P       [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-15 20:11:18] [d134696a922d84037f02d49ded84b0bd] 

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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' @ 72.249.76.132

\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' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33172&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' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33172&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33172&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' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.955371	13.238	0
2	0.922769	12.7863	0
3	0.894962	12.401	0
4	0.872728	12.0929	0
5	0.851498	11.7987	0
6	0.831583	11.5228	0
7	0.809921	11.2226	0
8	0.788749	10.9292	0
9	0.76425	10.5898	0
10	0.746108	10.3384	0
11	0.727461	10.08	0
12	0.710001	9.8381	0
13	0.689459	9.5534	0
14	0.665634	9.2233	0
15	0.645252	8.9409	0
16	0.629564	8.7235	0
17	0.612398	8.4856	0
18	0.597847	8.284	0
19	0.582916	8.0771	0
20	0.565354	7.8338	0
21	0.54838	7.5986	0
22	0.538033	7.4552	0
23	0.528928	7.329	0
24	0.519909	7.2041	0
25	0.505058	6.9983	0
26	0.490726	6.7997	0
27	0.474102	6.5694	0
28	0.464464	6.4358	0
29	0.454077	6.2919	0
30	0.445188	6.1687	0
31	0.431684	5.9816	0
32	0.419999	5.8197	0
33	0.406535	5.6331	0
34	0.395048	5.4739	0
35	0.386257	5.3521	0
36	0.378574	5.2457	0
37	0.367357	5.0903	0
38	0.355946	4.9321	1e-06
39	0.342346	4.7437	2e-06
40	0.332933	4.6133	4e-06
41	0.322336	4.4664	7e-06
42	0.31505	4.3655	1e-05
43	0.307277	4.2578	1.6e-05
44	0.298179	4.1317	2.7e-05
45	0.289342	4.0092	4.4e-05
46	0.283961	3.9347	5.8e-05
47	0.277745	3.8486	8.1e-05
48	0.276256	3.8279	8.7e-05
49	0.265659	3.6811	0.000151
50	0.252024	3.4921	0.000297
51	0.239447	3.3179	0.000542
52	0.228877	3.1714	0.000883
53	0.217893	3.0192	0.001439
54	0.204593	2.8349	0.002537
55	0.19579	2.713	0.003637
56	0.185241	2.5668	0.005513
57	0.174043	2.4116	0.008412
58	0.164465	2.2789	0.011887
59	0.159336	2.2078	0.01422
60	0.151626	2.101	0.018473

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.955371 & 13.238 & 0 \tabularnewline
2 & 0.922769 & 12.7863 & 0 \tabularnewline
3 & 0.894962 & 12.401 & 0 \tabularnewline
4 & 0.872728 & 12.0929 & 0 \tabularnewline
5 & 0.851498 & 11.7987 & 0 \tabularnewline
6 & 0.831583 & 11.5228 & 0 \tabularnewline
7 & 0.809921 & 11.2226 & 0 \tabularnewline
8 & 0.788749 & 10.9292 & 0 \tabularnewline
9 & 0.76425 & 10.5898 & 0 \tabularnewline
10 & 0.746108 & 10.3384 & 0 \tabularnewline
11 & 0.727461 & 10.08 & 0 \tabularnewline
12 & 0.710001 & 9.8381 & 0 \tabularnewline
13 & 0.689459 & 9.5534 & 0 \tabularnewline
14 & 0.665634 & 9.2233 & 0 \tabularnewline
15 & 0.645252 & 8.9409 & 0 \tabularnewline
16 & 0.629564 & 8.7235 & 0 \tabularnewline
17 & 0.612398 & 8.4856 & 0 \tabularnewline
18 & 0.597847 & 8.284 & 0 \tabularnewline
19 & 0.582916 & 8.0771 & 0 \tabularnewline
20 & 0.565354 & 7.8338 & 0 \tabularnewline
21 & 0.54838 & 7.5986 & 0 \tabularnewline
22 & 0.538033 & 7.4552 & 0 \tabularnewline
23 & 0.528928 & 7.329 & 0 \tabularnewline
24 & 0.519909 & 7.2041 & 0 \tabularnewline
25 & 0.505058 & 6.9983 & 0 \tabularnewline
26 & 0.490726 & 6.7997 & 0 \tabularnewline
27 & 0.474102 & 6.5694 & 0 \tabularnewline
28 & 0.464464 & 6.4358 & 0 \tabularnewline
29 & 0.454077 & 6.2919 & 0 \tabularnewline
30 & 0.445188 & 6.1687 & 0 \tabularnewline
31 & 0.431684 & 5.9816 & 0 \tabularnewline
32 & 0.419999 & 5.8197 & 0 \tabularnewline
33 & 0.406535 & 5.6331 & 0 \tabularnewline
34 & 0.395048 & 5.4739 & 0 \tabularnewline
35 & 0.386257 & 5.3521 & 0 \tabularnewline
36 & 0.378574 & 5.2457 & 0 \tabularnewline
37 & 0.367357 & 5.0903 & 0 \tabularnewline
38 & 0.355946 & 4.9321 & 1e-06 \tabularnewline
39 & 0.342346 & 4.7437 & 2e-06 \tabularnewline
40 & 0.332933 & 4.6133 & 4e-06 \tabularnewline
41 & 0.322336 & 4.4664 & 7e-06 \tabularnewline
42 & 0.31505 & 4.3655 & 1e-05 \tabularnewline
43 & 0.307277 & 4.2578 & 1.6e-05 \tabularnewline
44 & 0.298179 & 4.1317 & 2.7e-05 \tabularnewline
45 & 0.289342 & 4.0092 & 4.4e-05 \tabularnewline
46 & 0.283961 & 3.9347 & 5.8e-05 \tabularnewline
47 & 0.277745 & 3.8486 & 8.1e-05 \tabularnewline
48 & 0.276256 & 3.8279 & 8.7e-05 \tabularnewline
49 & 0.265659 & 3.6811 & 0.000151 \tabularnewline
50 & 0.252024 & 3.4921 & 0.000297 \tabularnewline
51 & 0.239447 & 3.3179 & 0.000542 \tabularnewline
52 & 0.228877 & 3.1714 & 0.000883 \tabularnewline
53 & 0.217893 & 3.0192 & 0.001439 \tabularnewline
54 & 0.204593 & 2.8349 & 0.002537 \tabularnewline
55 & 0.19579 & 2.713 & 0.003637 \tabularnewline
56 & 0.185241 & 2.5668 & 0.005513 \tabularnewline
57 & 0.174043 & 2.4116 & 0.008412 \tabularnewline
58 & 0.164465 & 2.2789 & 0.011887 \tabularnewline
59 & 0.159336 & 2.2078 & 0.01422 \tabularnewline
60 & 0.151626 & 2.101 & 0.018473 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33172&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]0.955371[/C][C]13.238[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.922769[/C][C]12.7863[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.894962[/C][C]12.401[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.872728[/C][C]12.0929[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.851498[/C][C]11.7987[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.831583[/C][C]11.5228[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.809921[/C][C]11.2226[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.788749[/C][C]10.9292[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.76425[/C][C]10.5898[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.746108[/C][C]10.3384[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.727461[/C][C]10.08[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.710001[/C][C]9.8381[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.689459[/C][C]9.5534[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.665634[/C][C]9.2233[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.645252[/C][C]8.9409[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.629564[/C][C]8.7235[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.612398[/C][C]8.4856[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.597847[/C][C]8.284[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.582916[/C][C]8.0771[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.565354[/C][C]7.8338[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.54838[/C][C]7.5986[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.538033[/C][C]7.4552[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.528928[/C][C]7.329[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.519909[/C][C]7.2041[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.505058[/C][C]6.9983[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.490726[/C][C]6.7997[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.474102[/C][C]6.5694[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.464464[/C][C]6.4358[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.454077[/C][C]6.2919[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.445188[/C][C]6.1687[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]0.431684[/C][C]5.9816[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.419999[/C][C]5.8197[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.406535[/C][C]5.6331[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]0.395048[/C][C]5.4739[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]0.386257[/C][C]5.3521[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.378574[/C][C]5.2457[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.367357[/C][C]5.0903[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]0.355946[/C][C]4.9321[/C][C]1e-06[/C][/ROW]
[ROW][C]39[/C][C]0.342346[/C][C]4.7437[/C][C]2e-06[/C][/ROW]
[ROW][C]40[/C][C]0.332933[/C][C]4.6133[/C][C]4e-06[/C][/ROW]
[ROW][C]41[/C][C]0.322336[/C][C]4.4664[/C][C]7e-06[/C][/ROW]
[ROW][C]42[/C][C]0.31505[/C][C]4.3655[/C][C]1e-05[/C][/ROW]
[ROW][C]43[/C][C]0.307277[/C][C]4.2578[/C][C]1.6e-05[/C][/ROW]
[ROW][C]44[/C][C]0.298179[/C][C]4.1317[/C][C]2.7e-05[/C][/ROW]
[ROW][C]45[/C][C]0.289342[/C][C]4.0092[/C][C]4.4e-05[/C][/ROW]
[ROW][C]46[/C][C]0.283961[/C][C]3.9347[/C][C]5.8e-05[/C][/ROW]
[ROW][C]47[/C][C]0.277745[/C][C]3.8486[/C][C]8.1e-05[/C][/ROW]
[ROW][C]48[/C][C]0.276256[/C][C]3.8279[/C][C]8.7e-05[/C][/ROW]
[ROW][C]49[/C][C]0.265659[/C][C]3.6811[/C][C]0.000151[/C][/ROW]
[ROW][C]50[/C][C]0.252024[/C][C]3.4921[/C][C]0.000297[/C][/ROW]
[ROW][C]51[/C][C]0.239447[/C][C]3.3179[/C][C]0.000542[/C][/ROW]
[ROW][C]52[/C][C]0.228877[/C][C]3.1714[/C][C]0.000883[/C][/ROW]
[ROW][C]53[/C][C]0.217893[/C][C]3.0192[/C][C]0.001439[/C][/ROW]
[ROW][C]54[/C][C]0.204593[/C][C]2.8349[/C][C]0.002537[/C][/ROW]
[ROW][C]55[/C][C]0.19579[/C][C]2.713[/C][C]0.003637[/C][/ROW]
[ROW][C]56[/C][C]0.185241[/C][C]2.5668[/C][C]0.005513[/C][/ROW]
[ROW][C]57[/C][C]0.174043[/C][C]2.4116[/C][C]0.008412[/C][/ROW]
[ROW][C]58[/C][C]0.164465[/C][C]2.2789[/C][C]0.011887[/C][/ROW]
[ROW][C]59[/C][C]0.159336[/C][C]2.2078[/C][C]0.01422[/C][/ROW]
[ROW][C]60[/C][C]0.151626[/C][C]2.101[/C][C]0.018473[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33172&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33172&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	0.955371	13.238	0
2	0.922769	12.7863	0
3	0.894962	12.401	0
4	0.872728	12.0929	0
5	0.851498	11.7987	0
6	0.831583	11.5228	0
7	0.809921	11.2226	0
8	0.788749	10.9292	0
9	0.76425	10.5898	0
10	0.746108	10.3384	0
11	0.727461	10.08	0
12	0.710001	9.8381	0
13	0.689459	9.5534	0
14	0.665634	9.2233	0
15	0.645252	8.9409	0
16	0.629564	8.7235	0
17	0.612398	8.4856	0
18	0.597847	8.284	0
19	0.582916	8.0771	0
20	0.565354	7.8338	0
21	0.54838	7.5986	0
22	0.538033	7.4552	0
23	0.528928	7.329	0
24	0.519909	7.2041	0
25	0.505058	6.9983	0
26	0.490726	6.7997	0
27	0.474102	6.5694	0
28	0.464464	6.4358	0
29	0.454077	6.2919	0
30	0.445188	6.1687	0
31	0.431684	5.9816	0
32	0.419999	5.8197	0
33	0.406535	5.6331	0
34	0.395048	5.4739	0
35	0.386257	5.3521	0
36	0.378574	5.2457	0
37	0.367357	5.0903	0
38	0.355946	4.9321	1e-06
39	0.342346	4.7437	2e-06
40	0.332933	4.6133	4e-06
41	0.322336	4.4664	7e-06
42	0.31505	4.3655	1e-05
43	0.307277	4.2578	1.6e-05
44	0.298179	4.1317	2.7e-05
45	0.289342	4.0092	4.4e-05
46	0.283961	3.9347	5.8e-05
47	0.277745	3.8486	8.1e-05
48	0.276256	3.8279	8.7e-05
49	0.265659	3.6811	0.000151
50	0.252024	3.4921	0.000297
51	0.239447	3.3179	0.000542
52	0.228877	3.1714	0.000883
53	0.217893	3.0192	0.001439
54	0.204593	2.8349	0.002537
55	0.19579	2.713	0.003637
56	0.185241	2.5668	0.005513
57	0.174043	2.4116	0.008412
58	0.164465	2.2789	0.011887
59	0.159336	2.2078	0.01422
60	0.151626	2.101	0.018473

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.955371	13.238	0
2	0.114999	1.5935	0.056349
3	0.056786	0.7868	0.216172
4	0.067733	0.9385	0.174573
5	0.024534	0.3399	0.367134
6	0.020613	0.2856	0.38774
7	-0.015998	-0.2217	0.4124
8	-0.003125	-0.0433	0.482751
9	-0.046872	-0.6495	0.258404
10	0.050174	0.6952	0.243873
11	-0.001629	-0.0226	0.491009
12	0.007957	0.1103	0.456163
13	-0.033174	-0.4597	0.323134
14	-0.054642	-0.7571	0.224948
15	0.016558	0.2294	0.409389
16	0.041618	0.5767	0.282419
17	-0.011726	-0.1625	0.435549
18	0.022399	0.3104	0.378308
19	0.006603	0.0915	0.4636
20	-0.031793	-0.4405	0.330021
21	-0.002062	-0.0286	0.488621
22	0.065656	0.9098	0.182046
23	0.021378	0.2962	0.383692
24	0.011181	0.1549	0.438522
25	-0.052708	-0.7303	0.233033
26	-0.011036	-0.1529	0.439313
27	-0.035222	-0.488	0.313038
28	0.053606	0.7428	0.22926
29	-0.006199	-0.0859	0.465819
30	0.012941	0.1793	0.428941
31	-0.041105	-0.5696	0.284817
32	0.00872	0.1208	0.451975
33	-0.013282	-0.184	0.427089
34	-0.005328	-0.0738	0.470615
35	0.021746	0.3013	0.381746
36	0.01064	0.1474	0.441471
37	-0.019033	-0.2637	0.396137
38	-0.008774	-0.1216	0.451684
39	-0.025424	-0.3523	0.362503
40	0.020589	0.2853	0.387865
41	-0.020341	-0.2819	0.389179
42	0.026099	0.3616	0.359009
43	0.012365	0.1713	0.432072
44	-0.006997	-0.0969	0.461434
45	0.00475	0.0658	0.473793
46	0.026847	0.372	0.355151
47	-0.008103	-0.1123	0.455361
48	0.042397	0.5875	0.278789
49	-0.074394	-1.0308	0.151959
50	-0.054977	-0.7618	0.223561
51	-0.006317	-0.0875	0.465169
52	-0.009668	-0.134	0.446788
53	-0.018412	-0.2551	0.399451
54	-0.051752	-0.7171	0.237091
55	0.047987	0.6649	0.253448
56	-0.01966	-0.2724	0.392799
57	0.008402	0.1164	0.453718
58	-0.004321	-0.0599	0.476158
59	0.041492	0.5749	0.283005
60	-0.024743	-0.3429	0.366042

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.955371 & 13.238 & 0 \tabularnewline
2 & 0.114999 & 1.5935 & 0.056349 \tabularnewline
3 & 0.056786 & 0.7868 & 0.216172 \tabularnewline
4 & 0.067733 & 0.9385 & 0.174573 \tabularnewline
5 & 0.024534 & 0.3399 & 0.367134 \tabularnewline
6 & 0.020613 & 0.2856 & 0.38774 \tabularnewline
7 & -0.015998 & -0.2217 & 0.4124 \tabularnewline
8 & -0.003125 & -0.0433 & 0.482751 \tabularnewline
9 & -0.046872 & -0.6495 & 0.258404 \tabularnewline
10 & 0.050174 & 0.6952 & 0.243873 \tabularnewline
11 & -0.001629 & -0.0226 & 0.491009 \tabularnewline
12 & 0.007957 & 0.1103 & 0.456163 \tabularnewline
13 & -0.033174 & -0.4597 & 0.323134 \tabularnewline
14 & -0.054642 & -0.7571 & 0.224948 \tabularnewline
15 & 0.016558 & 0.2294 & 0.409389 \tabularnewline
16 & 0.041618 & 0.5767 & 0.282419 \tabularnewline
17 & -0.011726 & -0.1625 & 0.435549 \tabularnewline
18 & 0.022399 & 0.3104 & 0.378308 \tabularnewline
19 & 0.006603 & 0.0915 & 0.4636 \tabularnewline
20 & -0.031793 & -0.4405 & 0.330021 \tabularnewline
21 & -0.002062 & -0.0286 & 0.488621 \tabularnewline
22 & 0.065656 & 0.9098 & 0.182046 \tabularnewline
23 & 0.021378 & 0.2962 & 0.383692 \tabularnewline
24 & 0.011181 & 0.1549 & 0.438522 \tabularnewline
25 & -0.052708 & -0.7303 & 0.233033 \tabularnewline
26 & -0.011036 & -0.1529 & 0.439313 \tabularnewline
27 & -0.035222 & -0.488 & 0.313038 \tabularnewline
28 & 0.053606 & 0.7428 & 0.22926 \tabularnewline
29 & -0.006199 & -0.0859 & 0.465819 \tabularnewline
30 & 0.012941 & 0.1793 & 0.428941 \tabularnewline
31 & -0.041105 & -0.5696 & 0.284817 \tabularnewline
32 & 0.00872 & 0.1208 & 0.451975 \tabularnewline
33 & -0.013282 & -0.184 & 0.427089 \tabularnewline
34 & -0.005328 & -0.0738 & 0.470615 \tabularnewline
35 & 0.021746 & 0.3013 & 0.381746 \tabularnewline
36 & 0.01064 & 0.1474 & 0.441471 \tabularnewline
37 & -0.019033 & -0.2637 & 0.396137 \tabularnewline
38 & -0.008774 & -0.1216 & 0.451684 \tabularnewline
39 & -0.025424 & -0.3523 & 0.362503 \tabularnewline
40 & 0.020589 & 0.2853 & 0.387865 \tabularnewline
41 & -0.020341 & -0.2819 & 0.389179 \tabularnewline
42 & 0.026099 & 0.3616 & 0.359009 \tabularnewline
43 & 0.012365 & 0.1713 & 0.432072 \tabularnewline
44 & -0.006997 & -0.0969 & 0.461434 \tabularnewline
45 & 0.00475 & 0.0658 & 0.473793 \tabularnewline
46 & 0.026847 & 0.372 & 0.355151 \tabularnewline
47 & -0.008103 & -0.1123 & 0.455361 \tabularnewline
48 & 0.042397 & 0.5875 & 0.278789 \tabularnewline
49 & -0.074394 & -1.0308 & 0.151959 \tabularnewline
50 & -0.054977 & -0.7618 & 0.223561 \tabularnewline
51 & -0.006317 & -0.0875 & 0.465169 \tabularnewline
52 & -0.009668 & -0.134 & 0.446788 \tabularnewline
53 & -0.018412 & -0.2551 & 0.399451 \tabularnewline
54 & -0.051752 & -0.7171 & 0.237091 \tabularnewline
55 & 0.047987 & 0.6649 & 0.253448 \tabularnewline
56 & -0.01966 & -0.2724 & 0.392799 \tabularnewline
57 & 0.008402 & 0.1164 & 0.453718 \tabularnewline
58 & -0.004321 & -0.0599 & 0.476158 \tabularnewline
59 & 0.041492 & 0.5749 & 0.283005 \tabularnewline
60 & -0.024743 & -0.3429 & 0.366042 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33172&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]0.955371[/C][C]13.238[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.114999[/C][C]1.5935[/C][C]0.056349[/C][/ROW]
[ROW][C]3[/C][C]0.056786[/C][C]0.7868[/C][C]0.216172[/C][/ROW]
[ROW][C]4[/C][C]0.067733[/C][C]0.9385[/C][C]0.174573[/C][/ROW]
[ROW][C]5[/C][C]0.024534[/C][C]0.3399[/C][C]0.367134[/C][/ROW]
[ROW][C]6[/C][C]0.020613[/C][C]0.2856[/C][C]0.38774[/C][/ROW]
[ROW][C]7[/C][C]-0.015998[/C][C]-0.2217[/C][C]0.4124[/C][/ROW]
[ROW][C]8[/C][C]-0.003125[/C][C]-0.0433[/C][C]0.482751[/C][/ROW]
[ROW][C]9[/C][C]-0.046872[/C][C]-0.6495[/C][C]0.258404[/C][/ROW]
[ROW][C]10[/C][C]0.050174[/C][C]0.6952[/C][C]0.243873[/C][/ROW]
[ROW][C]11[/C][C]-0.001629[/C][C]-0.0226[/C][C]0.491009[/C][/ROW]
[ROW][C]12[/C][C]0.007957[/C][C]0.1103[/C][C]0.456163[/C][/ROW]
[ROW][C]13[/C][C]-0.033174[/C][C]-0.4597[/C][C]0.323134[/C][/ROW]
[ROW][C]14[/C][C]-0.054642[/C][C]-0.7571[/C][C]0.224948[/C][/ROW]
[ROW][C]15[/C][C]0.016558[/C][C]0.2294[/C][C]0.409389[/C][/ROW]
[ROW][C]16[/C][C]0.041618[/C][C]0.5767[/C][C]0.282419[/C][/ROW]
[ROW][C]17[/C][C]-0.011726[/C][C]-0.1625[/C][C]0.435549[/C][/ROW]
[ROW][C]18[/C][C]0.022399[/C][C]0.3104[/C][C]0.378308[/C][/ROW]
[ROW][C]19[/C][C]0.006603[/C][C]0.0915[/C][C]0.4636[/C][/ROW]
[ROW][C]20[/C][C]-0.031793[/C][C]-0.4405[/C][C]0.330021[/C][/ROW]
[ROW][C]21[/C][C]-0.002062[/C][C]-0.0286[/C][C]0.488621[/C][/ROW]
[ROW][C]22[/C][C]0.065656[/C][C]0.9098[/C][C]0.182046[/C][/ROW]
[ROW][C]23[/C][C]0.021378[/C][C]0.2962[/C][C]0.383692[/C][/ROW]
[ROW][C]24[/C][C]0.011181[/C][C]0.1549[/C][C]0.438522[/C][/ROW]
[ROW][C]25[/C][C]-0.052708[/C][C]-0.7303[/C][C]0.233033[/C][/ROW]
[ROW][C]26[/C][C]-0.011036[/C][C]-0.1529[/C][C]0.439313[/C][/ROW]
[ROW][C]27[/C][C]-0.035222[/C][C]-0.488[/C][C]0.313038[/C][/ROW]
[ROW][C]28[/C][C]0.053606[/C][C]0.7428[/C][C]0.22926[/C][/ROW]
[ROW][C]29[/C][C]-0.006199[/C][C]-0.0859[/C][C]0.465819[/C][/ROW]
[ROW][C]30[/C][C]0.012941[/C][C]0.1793[/C][C]0.428941[/C][/ROW]
[ROW][C]31[/C][C]-0.041105[/C][C]-0.5696[/C][C]0.284817[/C][/ROW]
[ROW][C]32[/C][C]0.00872[/C][C]0.1208[/C][C]0.451975[/C][/ROW]
[ROW][C]33[/C][C]-0.013282[/C][C]-0.184[/C][C]0.427089[/C][/ROW]
[ROW][C]34[/C][C]-0.005328[/C][C]-0.0738[/C][C]0.470615[/C][/ROW]
[ROW][C]35[/C][C]0.021746[/C][C]0.3013[/C][C]0.381746[/C][/ROW]
[ROW][C]36[/C][C]0.01064[/C][C]0.1474[/C][C]0.441471[/C][/ROW]
[ROW][C]37[/C][C]-0.019033[/C][C]-0.2637[/C][C]0.396137[/C][/ROW]
[ROW][C]38[/C][C]-0.008774[/C][C]-0.1216[/C][C]0.451684[/C][/ROW]
[ROW][C]39[/C][C]-0.025424[/C][C]-0.3523[/C][C]0.362503[/C][/ROW]
[ROW][C]40[/C][C]0.020589[/C][C]0.2853[/C][C]0.387865[/C][/ROW]
[ROW][C]41[/C][C]-0.020341[/C][C]-0.2819[/C][C]0.389179[/C][/ROW]
[ROW][C]42[/C][C]0.026099[/C][C]0.3616[/C][C]0.359009[/C][/ROW]
[ROW][C]43[/C][C]0.012365[/C][C]0.1713[/C][C]0.432072[/C][/ROW]
[ROW][C]44[/C][C]-0.006997[/C][C]-0.0969[/C][C]0.461434[/C][/ROW]
[ROW][C]45[/C][C]0.00475[/C][C]0.0658[/C][C]0.473793[/C][/ROW]
[ROW][C]46[/C][C]0.026847[/C][C]0.372[/C][C]0.355151[/C][/ROW]
[ROW][C]47[/C][C]-0.008103[/C][C]-0.1123[/C][C]0.455361[/C][/ROW]
[ROW][C]48[/C][C]0.042397[/C][C]0.5875[/C][C]0.278789[/C][/ROW]
[ROW][C]49[/C][C]-0.074394[/C][C]-1.0308[/C][C]0.151959[/C][/ROW]
[ROW][C]50[/C][C]-0.054977[/C][C]-0.7618[/C][C]0.223561[/C][/ROW]
[ROW][C]51[/C][C]-0.006317[/C][C]-0.0875[/C][C]0.465169[/C][/ROW]
[ROW][C]52[/C][C]-0.009668[/C][C]-0.134[/C][C]0.446788[/C][/ROW]
[ROW][C]53[/C][C]-0.018412[/C][C]-0.2551[/C][C]0.399451[/C][/ROW]
[ROW][C]54[/C][C]-0.051752[/C][C]-0.7171[/C][C]0.237091[/C][/ROW]
[ROW][C]55[/C][C]0.047987[/C][C]0.6649[/C][C]0.253448[/C][/ROW]
[ROW][C]56[/C][C]-0.01966[/C][C]-0.2724[/C][C]0.392799[/C][/ROW]
[ROW][C]57[/C][C]0.008402[/C][C]0.1164[/C][C]0.453718[/C][/ROW]
[ROW][C]58[/C][C]-0.004321[/C][C]-0.0599[/C][C]0.476158[/C][/ROW]
[ROW][C]59[/C][C]0.041492[/C][C]0.5749[/C][C]0.283005[/C][/ROW]
[ROW][C]60[/C][C]-0.024743[/C][C]-0.3429[/C][C]0.366042[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33172&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33172&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	0.955371	13.238	0
2	0.114999	1.5935	0.056349
3	0.056786	0.7868	0.216172
4	0.067733	0.9385	0.174573
5	0.024534	0.3399	0.367134
6	0.020613	0.2856	0.38774
7	-0.015998	-0.2217	0.4124
8	-0.003125	-0.0433	0.482751
9	-0.046872	-0.6495	0.258404
10	0.050174	0.6952	0.243873
11	-0.001629	-0.0226	0.491009
12	0.007957	0.1103	0.456163
13	-0.033174	-0.4597	0.323134
14	-0.054642	-0.7571	0.224948
15	0.016558	0.2294	0.409389
16	0.041618	0.5767	0.282419
17	-0.011726	-0.1625	0.435549
18	0.022399	0.3104	0.378308
19	0.006603	0.0915	0.4636
20	-0.031793	-0.4405	0.330021
21	-0.002062	-0.0286	0.488621
22	0.065656	0.9098	0.182046
23	0.021378	0.2962	0.383692
24	0.011181	0.1549	0.438522
25	-0.052708	-0.7303	0.233033
26	-0.011036	-0.1529	0.439313
27	-0.035222	-0.488	0.313038
28	0.053606	0.7428	0.22926
29	-0.006199	-0.0859	0.465819
30	0.012941	0.1793	0.428941
31	-0.041105	-0.5696	0.284817
32	0.00872	0.1208	0.451975
33	-0.013282	-0.184	0.427089
34	-0.005328	-0.0738	0.470615
35	0.021746	0.3013	0.381746
36	0.01064	0.1474	0.441471
37	-0.019033	-0.2637	0.396137
38	-0.008774	-0.1216	0.451684
39	-0.025424	-0.3523	0.362503
40	0.020589	0.2853	0.387865
41	-0.020341	-0.2819	0.389179
42	0.026099	0.3616	0.359009
43	0.012365	0.1713	0.432072
44	-0.006997	-0.0969	0.461434
45	0.00475	0.0658	0.473793
46	0.026847	0.372	0.355151
47	-0.008103	-0.1123	0.455361
48	0.042397	0.5875	0.278789
49	-0.074394	-1.0308	0.151959
50	-0.054977	-0.7618	0.223561
51	-0.006317	-0.0875	0.465169
52	-0.009668	-0.134	0.446788
53	-0.018412	-0.2551	0.399451
54	-0.051752	-0.7171	0.237091
55	0.047987	0.6649	0.253448
56	-0.01966	-0.2724	0.392799
57	0.008402	0.1164	0.453718
58	-0.004321	-0.0599	0.476158
59	0.041492	0.5749	0.283005
60	-0.024743	-0.3429	0.366042

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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