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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 20 Dec 2008 07:08:10 -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/20/t12297821678ejbwj6ubndk76p.htm/, Retrieved Sun, 19 May 2024 12:00:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35377, Retrieved Sun, 19 May 2024 12:00:44 +0000

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User-defined keywords

Estimated Impact

197

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

-     [Standard Deviation-Mean Plot] [tinneke_debock.pa...] [2008-12-18 18:24:23] [f9c5a49917ff87aeb076072f2749ef70]
- RMPD  [(Partial) Autocorrelation Function] [tinneke_debock.pa...] [2008-12-18 19:00:06] [f9c5a49917ff87aeb076072f2749ef70]
-   PD    [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:30:17] [fdc296cbeb5d8064cb0dbd634c3fdc55]
-    D      [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:33:45] [fdc296cbeb5d8064cb0dbd634c3fdc55]
-   PD        [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-19 09:44:19] [fdc296cbeb5d8064cb0dbd634c3fdc55]
-   P             [(Partial) Autocorrelation Function] [Paper statistiek_...] [2008-12-20 14:08:10] [e221948dd14811c7d88a6530ac2a8702] [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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35377&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35377&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35377&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.393245	-3.7719	0.000143
2	-0.312077	-2.9933	0.001772
3	0.458436	4.3972	1.5e-05
4	-0.325491	-3.122	0.0012
5	-0.11936	-1.1449	0.127618
6	0.445568	4.2737	2.3e-05
7	-0.251994	-2.417	0.00881
8	-0.188738	-1.8103	0.036756
9	0.415617	3.9865	6.7e-05
10	-0.36467	-3.4978	0.000362
11	-0.15548	-1.4913	0.06965
12	0.602725	5.7811	0
13	-0.245238	-2.3522	0.010396
14	-0.208393	-1.9988	0.024288
15	0.358943	3.4429	0.000434
16	-0.311057	-2.9836	0.001824
17	-0.044831	-0.43	0.3341
18	0.354968	3.4047	0.000491
19	-0.239259	-2.2949	0.012007
20	-0.097444	-0.9347	0.176208
21	0.276784	2.6548	0.004675
22	-0.298072	-2.859	0.002629
23	-0.030598	-0.2935	0.384905
24	0.349681	3.354	0.000579
25	-0.113012	-1.084	0.140605
26	-0.144276	-1.3838	0.084877
27	0.249461	2.3927	0.009378
28	-0.237199	-2.2751	0.01261
29	-0.060498	-0.5803	0.281575
30	0.273475	2.6231	0.0051
31	-0.15267	-1.4644	0.073252
32	-0.044959	-0.4312	0.333654
33	0.147353	1.4134	0.080462
34	-0.190854	-1.8306	0.035199
35	-0.06945	-0.6661	0.253494
36	0.308598	2.96	0.001956
37	-0.083573	-0.8016	0.212423
38	-0.11312	-1.085	0.140376
39	0.160069	1.5353	0.064067
40	-0.129137	-1.2386	0.109315
41	-0.065477	-0.628	0.26577
42	0.178077	1.7081	0.045499
43	-0.061043	-0.5855	0.279822
44	-0.061615	-0.591	0.277987
45	0.080315	0.7704	0.221532
46	-0.104346	-1.0009	0.159761
47	-0.091239	-0.8751	0.191891
48	0.262609	2.5189	0.00675
49	-0.069235	-0.6641	0.25415
50	-0.10149	-0.9735	0.166438
51	0.101415	0.9727	0.166616
52	-0.057239	-0.549	0.292161
53	-0.036702	-0.352	0.36281
54	0.095043	0.9116	0.182175
55	-0.013556	-0.13	0.448415
56	-0.072248	-0.693	0.245035
57	0.105394	1.0109	0.157357
58	-0.124913	-1.1981	0.116973
59	-0.070109	-0.6725	0.251487
60	0.212627	2.0394	0.022137

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.393245 & -3.7719 & 0.000143 \tabularnewline
2 & -0.312077 & -2.9933 & 0.001772 \tabularnewline
3 & 0.458436 & 4.3972 & 1.5e-05 \tabularnewline
4 & -0.325491 & -3.122 & 0.0012 \tabularnewline
5 & -0.11936 & -1.1449 & 0.127618 \tabularnewline
6 & 0.445568 & 4.2737 & 2.3e-05 \tabularnewline
7 & -0.251994 & -2.417 & 0.00881 \tabularnewline
8 & -0.188738 & -1.8103 & 0.036756 \tabularnewline
9 & 0.415617 & 3.9865 & 6.7e-05 \tabularnewline
10 & -0.36467 & -3.4978 & 0.000362 \tabularnewline
11 & -0.15548 & -1.4913 & 0.06965 \tabularnewline
12 & 0.602725 & 5.7811 & 0 \tabularnewline
13 & -0.245238 & -2.3522 & 0.010396 \tabularnewline
14 & -0.208393 & -1.9988 & 0.024288 \tabularnewline
15 & 0.358943 & 3.4429 & 0.000434 \tabularnewline
16 & -0.311057 & -2.9836 & 0.001824 \tabularnewline
17 & -0.044831 & -0.43 & 0.3341 \tabularnewline
18 & 0.354968 & 3.4047 & 0.000491 \tabularnewline
19 & -0.239259 & -2.2949 & 0.012007 \tabularnewline
20 & -0.097444 & -0.9347 & 0.176208 \tabularnewline
21 & 0.276784 & 2.6548 & 0.004675 \tabularnewline
22 & -0.298072 & -2.859 & 0.002629 \tabularnewline
23 & -0.030598 & -0.2935 & 0.384905 \tabularnewline
24 & 0.349681 & 3.354 & 0.000579 \tabularnewline
25 & -0.113012 & -1.084 & 0.140605 \tabularnewline
26 & -0.144276 & -1.3838 & 0.084877 \tabularnewline
27 & 0.249461 & 2.3927 & 0.009378 \tabularnewline
28 & -0.237199 & -2.2751 & 0.01261 \tabularnewline
29 & -0.060498 & -0.5803 & 0.281575 \tabularnewline
30 & 0.273475 & 2.6231 & 0.0051 \tabularnewline
31 & -0.15267 & -1.4644 & 0.073252 \tabularnewline
32 & -0.044959 & -0.4312 & 0.333654 \tabularnewline
33 & 0.147353 & 1.4134 & 0.080462 \tabularnewline
34 & -0.190854 & -1.8306 & 0.035199 \tabularnewline
35 & -0.06945 & -0.6661 & 0.253494 \tabularnewline
36 & 0.308598 & 2.96 & 0.001956 \tabularnewline
37 & -0.083573 & -0.8016 & 0.212423 \tabularnewline
38 & -0.11312 & -1.085 & 0.140376 \tabularnewline
39 & 0.160069 & 1.5353 & 0.064067 \tabularnewline
40 & -0.129137 & -1.2386 & 0.109315 \tabularnewline
41 & -0.065477 & -0.628 & 0.26577 \tabularnewline
42 & 0.178077 & 1.7081 & 0.045499 \tabularnewline
43 & -0.061043 & -0.5855 & 0.279822 \tabularnewline
44 & -0.061615 & -0.591 & 0.277987 \tabularnewline
45 & 0.080315 & 0.7704 & 0.221532 \tabularnewline
46 & -0.104346 & -1.0009 & 0.159761 \tabularnewline
47 & -0.091239 & -0.8751 & 0.191891 \tabularnewline
48 & 0.262609 & 2.5189 & 0.00675 \tabularnewline
49 & -0.069235 & -0.6641 & 0.25415 \tabularnewline
50 & -0.10149 & -0.9735 & 0.166438 \tabularnewline
51 & 0.101415 & 0.9727 & 0.166616 \tabularnewline
52 & -0.057239 & -0.549 & 0.292161 \tabularnewline
53 & -0.036702 & -0.352 & 0.36281 \tabularnewline
54 & 0.095043 & 0.9116 & 0.182175 \tabularnewline
55 & -0.013556 & -0.13 & 0.448415 \tabularnewline
56 & -0.072248 & -0.693 & 0.245035 \tabularnewline
57 & 0.105394 & 1.0109 & 0.157357 \tabularnewline
58 & -0.124913 & -1.1981 & 0.116973 \tabularnewline
59 & -0.070109 & -0.6725 & 0.251487 \tabularnewline
60 & 0.212627 & 2.0394 & 0.022137 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35377&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]-0.393245[/C][C]-3.7719[/C][C]0.000143[/C][/ROW]
[ROW][C]2[/C][C]-0.312077[/C][C]-2.9933[/C][C]0.001772[/C][/ROW]
[ROW][C]3[/C][C]0.458436[/C][C]4.3972[/C][C]1.5e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.325491[/C][C]-3.122[/C][C]0.0012[/C][/ROW]
[ROW][C]5[/C][C]-0.11936[/C][C]-1.1449[/C][C]0.127618[/C][/ROW]
[ROW][C]6[/C][C]0.445568[/C][C]4.2737[/C][C]2.3e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.251994[/C][C]-2.417[/C][C]0.00881[/C][/ROW]
[ROW][C]8[/C][C]-0.188738[/C][C]-1.8103[/C][C]0.036756[/C][/ROW]
[ROW][C]9[/C][C]0.415617[/C][C]3.9865[/C][C]6.7e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.36467[/C][C]-3.4978[/C][C]0.000362[/C][/ROW]
[ROW][C]11[/C][C]-0.15548[/C][C]-1.4913[/C][C]0.06965[/C][/ROW]
[ROW][C]12[/C][C]0.602725[/C][C]5.7811[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.245238[/C][C]-2.3522[/C][C]0.010396[/C][/ROW]
[ROW][C]14[/C][C]-0.208393[/C][C]-1.9988[/C][C]0.024288[/C][/ROW]
[ROW][C]15[/C][C]0.358943[/C][C]3.4429[/C][C]0.000434[/C][/ROW]
[ROW][C]16[/C][C]-0.311057[/C][C]-2.9836[/C][C]0.001824[/C][/ROW]
[ROW][C]17[/C][C]-0.044831[/C][C]-0.43[/C][C]0.3341[/C][/ROW]
[ROW][C]18[/C][C]0.354968[/C][C]3.4047[/C][C]0.000491[/C][/ROW]
[ROW][C]19[/C][C]-0.239259[/C][C]-2.2949[/C][C]0.012007[/C][/ROW]
[ROW][C]20[/C][C]-0.097444[/C][C]-0.9347[/C][C]0.176208[/C][/ROW]
[ROW][C]21[/C][C]0.276784[/C][C]2.6548[/C][C]0.004675[/C][/ROW]
[ROW][C]22[/C][C]-0.298072[/C][C]-2.859[/C][C]0.002629[/C][/ROW]
[ROW][C]23[/C][C]-0.030598[/C][C]-0.2935[/C][C]0.384905[/C][/ROW]
[ROW][C]24[/C][C]0.349681[/C][C]3.354[/C][C]0.000579[/C][/ROW]
[ROW][C]25[/C][C]-0.113012[/C][C]-1.084[/C][C]0.140605[/C][/ROW]
[ROW][C]26[/C][C]-0.144276[/C][C]-1.3838[/C][C]0.084877[/C][/ROW]
[ROW][C]27[/C][C]0.249461[/C][C]2.3927[/C][C]0.009378[/C][/ROW]
[ROW][C]28[/C][C]-0.237199[/C][C]-2.2751[/C][C]0.01261[/C][/ROW]
[ROW][C]29[/C][C]-0.060498[/C][C]-0.5803[/C][C]0.281575[/C][/ROW]
[ROW][C]30[/C][C]0.273475[/C][C]2.6231[/C][C]0.0051[/C][/ROW]
[ROW][C]31[/C][C]-0.15267[/C][C]-1.4644[/C][C]0.073252[/C][/ROW]
[ROW][C]32[/C][C]-0.044959[/C][C]-0.4312[/C][C]0.333654[/C][/ROW]
[ROW][C]33[/C][C]0.147353[/C][C]1.4134[/C][C]0.080462[/C][/ROW]
[ROW][C]34[/C][C]-0.190854[/C][C]-1.8306[/C][C]0.035199[/C][/ROW]
[ROW][C]35[/C][C]-0.06945[/C][C]-0.6661[/C][C]0.253494[/C][/ROW]
[ROW][C]36[/C][C]0.308598[/C][C]2.96[/C][C]0.001956[/C][/ROW]
[ROW][C]37[/C][C]-0.083573[/C][C]-0.8016[/C][C]0.212423[/C][/ROW]
[ROW][C]38[/C][C]-0.11312[/C][C]-1.085[/C][C]0.140376[/C][/ROW]
[ROW][C]39[/C][C]0.160069[/C][C]1.5353[/C][C]0.064067[/C][/ROW]
[ROW][C]40[/C][C]-0.129137[/C][C]-1.2386[/C][C]0.109315[/C][/ROW]
[ROW][C]41[/C][C]-0.065477[/C][C]-0.628[/C][C]0.26577[/C][/ROW]
[ROW][C]42[/C][C]0.178077[/C][C]1.7081[/C][C]0.045499[/C][/ROW]
[ROW][C]43[/C][C]-0.061043[/C][C]-0.5855[/C][C]0.279822[/C][/ROW]
[ROW][C]44[/C][C]-0.061615[/C][C]-0.591[/C][C]0.277987[/C][/ROW]
[ROW][C]45[/C][C]0.080315[/C][C]0.7704[/C][C]0.221532[/C][/ROW]
[ROW][C]46[/C][C]-0.104346[/C][C]-1.0009[/C][C]0.159761[/C][/ROW]
[ROW][C]47[/C][C]-0.091239[/C][C]-0.8751[/C][C]0.191891[/C][/ROW]
[ROW][C]48[/C][C]0.262609[/C][C]2.5189[/C][C]0.00675[/C][/ROW]
[ROW][C]49[/C][C]-0.069235[/C][C]-0.6641[/C][C]0.25415[/C][/ROW]
[ROW][C]50[/C][C]-0.10149[/C][C]-0.9735[/C][C]0.166438[/C][/ROW]
[ROW][C]51[/C][C]0.101415[/C][C]0.9727[/C][C]0.166616[/C][/ROW]
[ROW][C]52[/C][C]-0.057239[/C][C]-0.549[/C][C]0.292161[/C][/ROW]
[ROW][C]53[/C][C]-0.036702[/C][C]-0.352[/C][C]0.36281[/C][/ROW]
[ROW][C]54[/C][C]0.095043[/C][C]0.9116[/C][C]0.182175[/C][/ROW]
[ROW][C]55[/C][C]-0.013556[/C][C]-0.13[/C][C]0.448415[/C][/ROW]
[ROW][C]56[/C][C]-0.072248[/C][C]-0.693[/C][C]0.245035[/C][/ROW]
[ROW][C]57[/C][C]0.105394[/C][C]1.0109[/C][C]0.157357[/C][/ROW]
[ROW][C]58[/C][C]-0.124913[/C][C]-1.1981[/C][C]0.116973[/C][/ROW]
[ROW][C]59[/C][C]-0.070109[/C][C]-0.6725[/C][C]0.251487[/C][/ROW]
[ROW][C]60[/C][C]0.212627[/C][C]2.0394[/C][C]0.022137[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35377&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35377&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	-0.393245	-3.7719	0.000143
2	-0.312077	-2.9933	0.001772
3	0.458436	4.3972	1.5e-05
4	-0.325491	-3.122	0.0012
5	-0.11936	-1.1449	0.127618
6	0.445568	4.2737	2.3e-05
7	-0.251994	-2.417	0.00881
8	-0.188738	-1.8103	0.036756
9	0.415617	3.9865	6.7e-05
10	-0.36467	-3.4978	0.000362
11	-0.15548	-1.4913	0.06965
12	0.602725	5.7811	0
13	-0.245238	-2.3522	0.010396
14	-0.208393	-1.9988	0.024288
15	0.358943	3.4429	0.000434
16	-0.311057	-2.9836	0.001824
17	-0.044831	-0.43	0.3341
18	0.354968	3.4047	0.000491
19	-0.239259	-2.2949	0.012007
20	-0.097444	-0.9347	0.176208
21	0.276784	2.6548	0.004675
22	-0.298072	-2.859	0.002629
23	-0.030598	-0.2935	0.384905
24	0.349681	3.354	0.000579
25	-0.113012	-1.084	0.140605
26	-0.144276	-1.3838	0.084877
27	0.249461	2.3927	0.009378
28	-0.237199	-2.2751	0.01261
29	-0.060498	-0.5803	0.281575
30	0.273475	2.6231	0.0051
31	-0.15267	-1.4644	0.073252
32	-0.044959	-0.4312	0.333654
33	0.147353	1.4134	0.080462
34	-0.190854	-1.8306	0.035199
35	-0.06945	-0.6661	0.253494
36	0.308598	2.96	0.001956
37	-0.083573	-0.8016	0.212423
38	-0.11312	-1.085	0.140376
39	0.160069	1.5353	0.064067
40	-0.129137	-1.2386	0.109315
41	-0.065477	-0.628	0.26577
42	0.178077	1.7081	0.045499
43	-0.061043	-0.5855	0.279822
44	-0.061615	-0.591	0.277987
45	0.080315	0.7704	0.221532
46	-0.104346	-1.0009	0.159761
47	-0.091239	-0.8751	0.191891
48	0.262609	2.5189	0.00675
49	-0.069235	-0.6641	0.25415
50	-0.10149	-0.9735	0.166438
51	0.101415	0.9727	0.166616
52	-0.057239	-0.549	0.292161
53	-0.036702	-0.352	0.36281
54	0.095043	0.9116	0.182175
55	-0.013556	-0.13	0.448415
56	-0.072248	-0.693	0.245035
57	0.105394	1.0109	0.157357
58	-0.124913	-1.1981	0.116973
59	-0.070109	-0.6725	0.251487
60	0.212627	2.0394	0.022137

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.393245	-3.7719	0.000143
2	-0.552095	-5.2955	0
3	0.086527	0.8299	0.204362
4	-0.324663	-3.1141	0.00123
5	-0.283249	-2.7168	0.003937
6	0.0347	0.3328	0.370011
7	-0.015036	-0.1442	0.442821
8	-0.204946	-1.9658	0.02617
9	0.073821	0.7081	0.240347
10	-0.28134	-2.6985	0.004143
11	-0.443151	-4.2506	2.6e-05
12	0.000311	0.003	0.498814
13	0.177054	1.6982	0.046421
14	0.054791	0.5255	0.300236
15	0.053378	0.512	0.304946
16	-0.014084	-0.1351	0.446417
17	0.046223	0.4434	0.329276
18	-0.075268	-0.7219	0.236079
19	0.020243	0.1942	0.423237
20	-0.022968	-0.2203	0.413064
21	-0.080969	-0.7766	0.219686
22	-0.1509	-1.4474	0.075595
23	-0.025649	-0.246	0.40311
24	-0.163021	-1.5636	0.060667
25	0.099624	0.9556	0.1709
26	-0.039408	-0.378	0.353154
27	0.142266	1.3646	0.087859
28	-0.014315	-0.1373	0.445543
29	0.005029	0.0482	0.480815
30	-0.155814	-1.4945	0.069232
31	0.004625	0.0444	0.482355
32	-0.019259	-0.1847	0.426924
33	0.04322	0.4146	0.339717
34	-0.037653	-0.3612	0.359405
35	-0.073064	-0.7008	0.242595
36	-0.014977	-0.1437	0.443043
37	0.058058	0.5569	0.289483
38	-0.02736	-0.2624	0.396788
39	-0.029463	-0.2826	0.389061
40	-0.016906	-0.1622	0.435767
41	0.10697	1.026	0.153785
42	-0.049068	-0.4706	0.319504
43	0.080661	0.7737	0.220553
44	0.003926	0.0377	0.48502
45	-0.002668	-0.0256	0.48982
46	-0.049617	-0.4759	0.317633
47	0.011673	0.112	0.455548
48	0.031472	0.3019	0.381717
49	-0.056895	-0.5457	0.293291
50	-0.099231	-0.9518	0.171849
51	-0.127425	-1.2222	0.112374
52	-0.106464	-1.0212	0.154927
53	0.031813	0.3051	0.380473
54	-0.033895	-0.3251	0.372919
55	-0.00015	-0.0014	0.499429
56	-0.06871	-0.659	0.255756
57	0.105959	1.0163	0.156071
58	-0.070707	-0.6782	0.249675
59	-0.05672	-0.544	0.293866
60	-0.0293	-0.281	0.389656

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.393245 & -3.7719 & 0.000143 \tabularnewline
2 & -0.552095 & -5.2955 & 0 \tabularnewline
3 & 0.086527 & 0.8299 & 0.204362 \tabularnewline
4 & -0.324663 & -3.1141 & 0.00123 \tabularnewline
5 & -0.283249 & -2.7168 & 0.003937 \tabularnewline
6 & 0.0347 & 0.3328 & 0.370011 \tabularnewline
7 & -0.015036 & -0.1442 & 0.442821 \tabularnewline
8 & -0.204946 & -1.9658 & 0.02617 \tabularnewline
9 & 0.073821 & 0.7081 & 0.240347 \tabularnewline
10 & -0.28134 & -2.6985 & 0.004143 \tabularnewline
11 & -0.443151 & -4.2506 & 2.6e-05 \tabularnewline
12 & 0.000311 & 0.003 & 0.498814 \tabularnewline
13 & 0.177054 & 1.6982 & 0.046421 \tabularnewline
14 & 0.054791 & 0.5255 & 0.300236 \tabularnewline
15 & 0.053378 & 0.512 & 0.304946 \tabularnewline
16 & -0.014084 & -0.1351 & 0.446417 \tabularnewline
17 & 0.046223 & 0.4434 & 0.329276 \tabularnewline
18 & -0.075268 & -0.7219 & 0.236079 \tabularnewline
19 & 0.020243 & 0.1942 & 0.423237 \tabularnewline
20 & -0.022968 & -0.2203 & 0.413064 \tabularnewline
21 & -0.080969 & -0.7766 & 0.219686 \tabularnewline
22 & -0.1509 & -1.4474 & 0.075595 \tabularnewline
23 & -0.025649 & -0.246 & 0.40311 \tabularnewline
24 & -0.163021 & -1.5636 & 0.060667 \tabularnewline
25 & 0.099624 & 0.9556 & 0.1709 \tabularnewline
26 & -0.039408 & -0.378 & 0.353154 \tabularnewline
27 & 0.142266 & 1.3646 & 0.087859 \tabularnewline
28 & -0.014315 & -0.1373 & 0.445543 \tabularnewline
29 & 0.005029 & 0.0482 & 0.480815 \tabularnewline
30 & -0.155814 & -1.4945 & 0.069232 \tabularnewline
31 & 0.004625 & 0.0444 & 0.482355 \tabularnewline
32 & -0.019259 & -0.1847 & 0.426924 \tabularnewline
33 & 0.04322 & 0.4146 & 0.339717 \tabularnewline
34 & -0.037653 & -0.3612 & 0.359405 \tabularnewline
35 & -0.073064 & -0.7008 & 0.242595 \tabularnewline
36 & -0.014977 & -0.1437 & 0.443043 \tabularnewline
37 & 0.058058 & 0.5569 & 0.289483 \tabularnewline
38 & -0.02736 & -0.2624 & 0.396788 \tabularnewline
39 & -0.029463 & -0.2826 & 0.389061 \tabularnewline
40 & -0.016906 & -0.1622 & 0.435767 \tabularnewline
41 & 0.10697 & 1.026 & 0.153785 \tabularnewline
42 & -0.049068 & -0.4706 & 0.319504 \tabularnewline
43 & 0.080661 & 0.7737 & 0.220553 \tabularnewline
44 & 0.003926 & 0.0377 & 0.48502 \tabularnewline
45 & -0.002668 & -0.0256 & 0.48982 \tabularnewline
46 & -0.049617 & -0.4759 & 0.317633 \tabularnewline
47 & 0.011673 & 0.112 & 0.455548 \tabularnewline
48 & 0.031472 & 0.3019 & 0.381717 \tabularnewline
49 & -0.056895 & -0.5457 & 0.293291 \tabularnewline
50 & -0.099231 & -0.9518 & 0.171849 \tabularnewline
51 & -0.127425 & -1.2222 & 0.112374 \tabularnewline
52 & -0.106464 & -1.0212 & 0.154927 \tabularnewline
53 & 0.031813 & 0.3051 & 0.380473 \tabularnewline
54 & -0.033895 & -0.3251 & 0.372919 \tabularnewline
55 & -0.00015 & -0.0014 & 0.499429 \tabularnewline
56 & -0.06871 & -0.659 & 0.255756 \tabularnewline
57 & 0.105959 & 1.0163 & 0.156071 \tabularnewline
58 & -0.070707 & -0.6782 & 0.249675 \tabularnewline
59 & -0.05672 & -0.544 & 0.293866 \tabularnewline
60 & -0.0293 & -0.281 & 0.389656 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35377&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]-0.393245[/C][C]-3.7719[/C][C]0.000143[/C][/ROW]
[ROW][C]2[/C][C]-0.552095[/C][C]-5.2955[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.086527[/C][C]0.8299[/C][C]0.204362[/C][/ROW]
[ROW][C]4[/C][C]-0.324663[/C][C]-3.1141[/C][C]0.00123[/C][/ROW]
[ROW][C]5[/C][C]-0.283249[/C][C]-2.7168[/C][C]0.003937[/C][/ROW]
[ROW][C]6[/C][C]0.0347[/C][C]0.3328[/C][C]0.370011[/C][/ROW]
[ROW][C]7[/C][C]-0.015036[/C][C]-0.1442[/C][C]0.442821[/C][/ROW]
[ROW][C]8[/C][C]-0.204946[/C][C]-1.9658[/C][C]0.02617[/C][/ROW]
[ROW][C]9[/C][C]0.073821[/C][C]0.7081[/C][C]0.240347[/C][/ROW]
[ROW][C]10[/C][C]-0.28134[/C][C]-2.6985[/C][C]0.004143[/C][/ROW]
[ROW][C]11[/C][C]-0.443151[/C][C]-4.2506[/C][C]2.6e-05[/C][/ROW]
[ROW][C]12[/C][C]0.000311[/C][C]0.003[/C][C]0.498814[/C][/ROW]
[ROW][C]13[/C][C]0.177054[/C][C]1.6982[/C][C]0.046421[/C][/ROW]
[ROW][C]14[/C][C]0.054791[/C][C]0.5255[/C][C]0.300236[/C][/ROW]
[ROW][C]15[/C][C]0.053378[/C][C]0.512[/C][C]0.304946[/C][/ROW]
[ROW][C]16[/C][C]-0.014084[/C][C]-0.1351[/C][C]0.446417[/C][/ROW]
[ROW][C]17[/C][C]0.046223[/C][C]0.4434[/C][C]0.329276[/C][/ROW]
[ROW][C]18[/C][C]-0.075268[/C][C]-0.7219[/C][C]0.236079[/C][/ROW]
[ROW][C]19[/C][C]0.020243[/C][C]0.1942[/C][C]0.423237[/C][/ROW]
[ROW][C]20[/C][C]-0.022968[/C][C]-0.2203[/C][C]0.413064[/C][/ROW]
[ROW][C]21[/C][C]-0.080969[/C][C]-0.7766[/C][C]0.219686[/C][/ROW]
[ROW][C]22[/C][C]-0.1509[/C][C]-1.4474[/C][C]0.075595[/C][/ROW]
[ROW][C]23[/C][C]-0.025649[/C][C]-0.246[/C][C]0.40311[/C][/ROW]
[ROW][C]24[/C][C]-0.163021[/C][C]-1.5636[/C][C]0.060667[/C][/ROW]
[ROW][C]25[/C][C]0.099624[/C][C]0.9556[/C][C]0.1709[/C][/ROW]
[ROW][C]26[/C][C]-0.039408[/C][C]-0.378[/C][C]0.353154[/C][/ROW]
[ROW][C]27[/C][C]0.142266[/C][C]1.3646[/C][C]0.087859[/C][/ROW]
[ROW][C]28[/C][C]-0.014315[/C][C]-0.1373[/C][C]0.445543[/C][/ROW]
[ROW][C]29[/C][C]0.005029[/C][C]0.0482[/C][C]0.480815[/C][/ROW]
[ROW][C]30[/C][C]-0.155814[/C][C]-1.4945[/C][C]0.069232[/C][/ROW]
[ROW][C]31[/C][C]0.004625[/C][C]0.0444[/C][C]0.482355[/C][/ROW]
[ROW][C]32[/C][C]-0.019259[/C][C]-0.1847[/C][C]0.426924[/C][/ROW]
[ROW][C]33[/C][C]0.04322[/C][C]0.4146[/C][C]0.339717[/C][/ROW]
[ROW][C]34[/C][C]-0.037653[/C][C]-0.3612[/C][C]0.359405[/C][/ROW]
[ROW][C]35[/C][C]-0.073064[/C][C]-0.7008[/C][C]0.242595[/C][/ROW]
[ROW][C]36[/C][C]-0.014977[/C][C]-0.1437[/C][C]0.443043[/C][/ROW]
[ROW][C]37[/C][C]0.058058[/C][C]0.5569[/C][C]0.289483[/C][/ROW]
[ROW][C]38[/C][C]-0.02736[/C][C]-0.2624[/C][C]0.396788[/C][/ROW]
[ROW][C]39[/C][C]-0.029463[/C][C]-0.2826[/C][C]0.389061[/C][/ROW]
[ROW][C]40[/C][C]-0.016906[/C][C]-0.1622[/C][C]0.435767[/C][/ROW]
[ROW][C]41[/C][C]0.10697[/C][C]1.026[/C][C]0.153785[/C][/ROW]
[ROW][C]42[/C][C]-0.049068[/C][C]-0.4706[/C][C]0.319504[/C][/ROW]
[ROW][C]43[/C][C]0.080661[/C][C]0.7737[/C][C]0.220553[/C][/ROW]
[ROW][C]44[/C][C]0.003926[/C][C]0.0377[/C][C]0.48502[/C][/ROW]
[ROW][C]45[/C][C]-0.002668[/C][C]-0.0256[/C][C]0.48982[/C][/ROW]
[ROW][C]46[/C][C]-0.049617[/C][C]-0.4759[/C][C]0.317633[/C][/ROW]
[ROW][C]47[/C][C]0.011673[/C][C]0.112[/C][C]0.455548[/C][/ROW]
[ROW][C]48[/C][C]0.031472[/C][C]0.3019[/C][C]0.381717[/C][/ROW]
[ROW][C]49[/C][C]-0.056895[/C][C]-0.5457[/C][C]0.293291[/C][/ROW]
[ROW][C]50[/C][C]-0.099231[/C][C]-0.9518[/C][C]0.171849[/C][/ROW]
[ROW][C]51[/C][C]-0.127425[/C][C]-1.2222[/C][C]0.112374[/C][/ROW]
[ROW][C]52[/C][C]-0.106464[/C][C]-1.0212[/C][C]0.154927[/C][/ROW]
[ROW][C]53[/C][C]0.031813[/C][C]0.3051[/C][C]0.380473[/C][/ROW]
[ROW][C]54[/C][C]-0.033895[/C][C]-0.3251[/C][C]0.372919[/C][/ROW]
[ROW][C]55[/C][C]-0.00015[/C][C]-0.0014[/C][C]0.499429[/C][/ROW]
[ROW][C]56[/C][C]-0.06871[/C][C]-0.659[/C][C]0.255756[/C][/ROW]
[ROW][C]57[/C][C]0.105959[/C][C]1.0163[/C][C]0.156071[/C][/ROW]
[ROW][C]58[/C][C]-0.070707[/C][C]-0.6782[/C][C]0.249675[/C][/ROW]
[ROW][C]59[/C][C]-0.05672[/C][C]-0.544[/C][C]0.293866[/C][/ROW]
[ROW][C]60[/C][C]-0.0293[/C][C]-0.281[/C][C]0.389656[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35377&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35377&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	-0.393245	-3.7719	0.000143
2	-0.552095	-5.2955	0
3	0.086527	0.8299	0.204362
4	-0.324663	-3.1141	0.00123
5	-0.283249	-2.7168	0.003937
6	0.0347	0.3328	0.370011
7	-0.015036	-0.1442	0.442821
8	-0.204946	-1.9658	0.02617
9	0.073821	0.7081	0.240347
10	-0.28134	-2.6985	0.004143
11	-0.443151	-4.2506	2.6e-05
12	0.000311	0.003	0.498814
13	0.177054	1.6982	0.046421
14	0.054791	0.5255	0.300236
15	0.053378	0.512	0.304946
16	-0.014084	-0.1351	0.446417
17	0.046223	0.4434	0.329276
18	-0.075268	-0.7219	0.236079
19	0.020243	0.1942	0.423237
20	-0.022968	-0.2203	0.413064
21	-0.080969	-0.7766	0.219686
22	-0.1509	-1.4474	0.075595
23	-0.025649	-0.246	0.40311
24	-0.163021	-1.5636	0.060667
25	0.099624	0.9556	0.1709
26	-0.039408	-0.378	0.353154
27	0.142266	1.3646	0.087859
28	-0.014315	-0.1373	0.445543
29	0.005029	0.0482	0.480815
30	-0.155814	-1.4945	0.069232
31	0.004625	0.0444	0.482355
32	-0.019259	-0.1847	0.426924
33	0.04322	0.4146	0.339717
34	-0.037653	-0.3612	0.359405
35	-0.073064	-0.7008	0.242595
36	-0.014977	-0.1437	0.443043
37	0.058058	0.5569	0.289483
38	-0.02736	-0.2624	0.396788
39	-0.029463	-0.2826	0.389061
40	-0.016906	-0.1622	0.435767
41	0.10697	1.026	0.153785
42	-0.049068	-0.4706	0.319504
43	0.080661	0.7737	0.220553
44	0.003926	0.0377	0.48502
45	-0.002668	-0.0256	0.48982
46	-0.049617	-0.4759	0.317633
47	0.011673	0.112	0.455548
48	0.031472	0.3019	0.381717
49	-0.056895	-0.5457	0.293291
50	-0.099231	-0.9518	0.171849
51	-0.127425	-1.2222	0.112374
52	-0.106464	-1.0212	0.154927
53	0.031813	0.3051	0.380473
54	-0.033895	-0.3251	0.372919
55	-0.00015	-0.0014	0.499429
56	-0.06871	-0.659	0.255756
57	0.105959	1.0163	0.156071
58	-0.070707	-0.6782	0.249675
59	-0.05672	-0.544	0.293866
60	-0.0293	-0.281	0.389656

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 ;

Parameters (R input):

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