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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 16 Dec 2010 14:11:45 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/16/t1292508754nuogl9d5wwkky8l.htm/, Retrieved Fri, 03 May 2024 04:46:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110945, Retrieved Fri, 03 May 2024 04:46:37 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

145

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [] [2010-12-14 13:00:59] [897115520fe7b6114489bc0eeed64548]
-           [(Partial) Autocorrelation Function] [] [2010-12-15 11:02:26] [bfba28641a1925a39268a5d6ad3b00f2]
-    D        [(Partial) Autocorrelation Function] [] [2010-12-16 13:50:41] [94f4aa1c01e87d8321fffb341ed4df07]
-    D          [(Partial) Autocorrelation Function] [] [2010-12-16 14:10:37] [94f4aa1c01e87d8321fffb341ed4df07]
-   P               [(Partial) Autocorrelation Function] [] [2010-12-16 14:11:45] [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	'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=110945&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=110945&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110945&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	-0.537085	-4.1602	5.1e-05
2	0.058893	0.4562	0.324952
3	0.113967	0.8828	0.190437
4	-0.08852	-0.6857	0.24778
5	-0.030892	-0.2393	0.40585
6	0.00111	0.0086	0.496586
7	-0.064673	-0.501	0.309117
8	0.027042	0.2095	0.417397
9	0.104089	0.8063	0.211635
10	-0.070937	-0.5495	0.292359
11	-0.056153	-0.435	0.332576
12	0.117926	0.9134	0.182331
13	-0.08062	-0.6245	0.26734
14	0.048354	0.3746	0.354658
15	-0.011161	-0.0865	0.465698
16	-0.058451	-0.4528	0.326179
17	0.116505	0.9024	0.185216
18	-0.028831	-0.2233	0.41202
19	-0.075465	-0.5845	0.280522
20	-0.03046	-0.2359	0.407141
21	0.076347	0.5914	0.278242
22	-0.040651	-0.3149	0.376973
23	-0.094707	-0.7336	0.233027
24	0.081099	0.6282	0.266131
25	0.10017	0.7759	0.220424
26	-0.138378	-1.0719	0.144035
27	0.152954	1.1848	0.120389
28	-0.071041	-0.5503	0.292085
29	0.003746	0.029	0.488475
30	0.015729	0.1218	0.451718
31	-0.079773	-0.6179	0.269482
32	0.094327	0.7307	0.233918
33	-0.060371	-0.4676	0.320872
34	0.041727	0.3232	0.373828
35	-0.053309	-0.4129	0.340565
36	0.024329	0.1885	0.425579
37	0.025065	0.1942	0.423357
38	-0.084581	-0.6552	0.257433
39	0.123799	0.9589	0.170718
40	-0.119752	-0.9276	0.178666
41	0.097245	0.7533	0.22712
42	-0.036204	-0.2804	0.390055
43	0.033801	0.2618	0.397178
44	-0.038608	-0.2991	0.382965
45	-0.005815	-0.045	0.48211
46	0.027899	0.2161	0.414819
47	-0.104577	-0.81	0.210556
48	0.06839	0.5297	0.299122
49	-0.004856	-0.0376	0.485061
50	-0.002755	-0.0213	0.491522
51	0.014624	0.1133	0.455095
52	0.032914	0.2549	0.399818
53	-0.007087	-0.0549	0.478203
54	-0.01499	-0.1161	0.453976
55	-0.011458	-0.0888	0.464788
56	-0.005175	-0.0401	0.48408
57	-0.005129	-0.0397	0.48422
58	0.005177	0.0401	0.484073
59	0.005238	0.0406	0.483887
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.537085 & -4.1602 & 5.1e-05 \tabularnewline
2 & 0.058893 & 0.4562 & 0.324952 \tabularnewline
3 & 0.113967 & 0.8828 & 0.190437 \tabularnewline
4 & -0.08852 & -0.6857 & 0.24778 \tabularnewline
5 & -0.030892 & -0.2393 & 0.40585 \tabularnewline
6 & 0.00111 & 0.0086 & 0.496586 \tabularnewline
7 & -0.064673 & -0.501 & 0.309117 \tabularnewline
8 & 0.027042 & 0.2095 & 0.417397 \tabularnewline
9 & 0.104089 & 0.8063 & 0.211635 \tabularnewline
10 & -0.070937 & -0.5495 & 0.292359 \tabularnewline
11 & -0.056153 & -0.435 & 0.332576 \tabularnewline
12 & 0.117926 & 0.9134 & 0.182331 \tabularnewline
13 & -0.08062 & -0.6245 & 0.26734 \tabularnewline
14 & 0.048354 & 0.3746 & 0.354658 \tabularnewline
15 & -0.011161 & -0.0865 & 0.465698 \tabularnewline
16 & -0.058451 & -0.4528 & 0.326179 \tabularnewline
17 & 0.116505 & 0.9024 & 0.185216 \tabularnewline
18 & -0.028831 & -0.2233 & 0.41202 \tabularnewline
19 & -0.075465 & -0.5845 & 0.280522 \tabularnewline
20 & -0.03046 & -0.2359 & 0.407141 \tabularnewline
21 & 0.076347 & 0.5914 & 0.278242 \tabularnewline
22 & -0.040651 & -0.3149 & 0.376973 \tabularnewline
23 & -0.094707 & -0.7336 & 0.233027 \tabularnewline
24 & 0.081099 & 0.6282 & 0.266131 \tabularnewline
25 & 0.10017 & 0.7759 & 0.220424 \tabularnewline
26 & -0.138378 & -1.0719 & 0.144035 \tabularnewline
27 & 0.152954 & 1.1848 & 0.120389 \tabularnewline
28 & -0.071041 & -0.5503 & 0.292085 \tabularnewline
29 & 0.003746 & 0.029 & 0.488475 \tabularnewline
30 & 0.015729 & 0.1218 & 0.451718 \tabularnewline
31 & -0.079773 & -0.6179 & 0.269482 \tabularnewline
32 & 0.094327 & 0.7307 & 0.233918 \tabularnewline
33 & -0.060371 & -0.4676 & 0.320872 \tabularnewline
34 & 0.041727 & 0.3232 & 0.373828 \tabularnewline
35 & -0.053309 & -0.4129 & 0.340565 \tabularnewline
36 & 0.024329 & 0.1885 & 0.425579 \tabularnewline
37 & 0.025065 & 0.1942 & 0.423357 \tabularnewline
38 & -0.084581 & -0.6552 & 0.257433 \tabularnewline
39 & 0.123799 & 0.9589 & 0.170718 \tabularnewline
40 & -0.119752 & -0.9276 & 0.178666 \tabularnewline
41 & 0.097245 & 0.7533 & 0.22712 \tabularnewline
42 & -0.036204 & -0.2804 & 0.390055 \tabularnewline
43 & 0.033801 & 0.2618 & 0.397178 \tabularnewline
44 & -0.038608 & -0.2991 & 0.382965 \tabularnewline
45 & -0.005815 & -0.045 & 0.48211 \tabularnewline
46 & 0.027899 & 0.2161 & 0.414819 \tabularnewline
47 & -0.104577 & -0.81 & 0.210556 \tabularnewline
48 & 0.06839 & 0.5297 & 0.299122 \tabularnewline
49 & -0.004856 & -0.0376 & 0.485061 \tabularnewline
50 & -0.002755 & -0.0213 & 0.491522 \tabularnewline
51 & 0.014624 & 0.1133 & 0.455095 \tabularnewline
52 & 0.032914 & 0.2549 & 0.399818 \tabularnewline
53 & -0.007087 & -0.0549 & 0.478203 \tabularnewline
54 & -0.01499 & -0.1161 & 0.453976 \tabularnewline
55 & -0.011458 & -0.0888 & 0.464788 \tabularnewline
56 & -0.005175 & -0.0401 & 0.48408 \tabularnewline
57 & -0.005129 & -0.0397 & 0.48422 \tabularnewline
58 & 0.005177 & 0.0401 & 0.484073 \tabularnewline
59 & 0.005238 & 0.0406 & 0.483887 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110945&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]-0.537085[/C][C]-4.1602[/C][C]5.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.058893[/C][C]0.4562[/C][C]0.324952[/C][/ROW]
[ROW][C]3[/C][C]0.113967[/C][C]0.8828[/C][C]0.190437[/C][/ROW]
[ROW][C]4[/C][C]-0.08852[/C][C]-0.6857[/C][C]0.24778[/C][/ROW]
[ROW][C]5[/C][C]-0.030892[/C][C]-0.2393[/C][C]0.40585[/C][/ROW]
[ROW][C]6[/C][C]0.00111[/C][C]0.0086[/C][C]0.496586[/C][/ROW]
[ROW][C]7[/C][C]-0.064673[/C][C]-0.501[/C][C]0.309117[/C][/ROW]
[ROW][C]8[/C][C]0.027042[/C][C]0.2095[/C][C]0.417397[/C][/ROW]
[ROW][C]9[/C][C]0.104089[/C][C]0.8063[/C][C]0.211635[/C][/ROW]
[ROW][C]10[/C][C]-0.070937[/C][C]-0.5495[/C][C]0.292359[/C][/ROW]
[ROW][C]11[/C][C]-0.056153[/C][C]-0.435[/C][C]0.332576[/C][/ROW]
[ROW][C]12[/C][C]0.117926[/C][C]0.9134[/C][C]0.182331[/C][/ROW]
[ROW][C]13[/C][C]-0.08062[/C][C]-0.6245[/C][C]0.26734[/C][/ROW]
[ROW][C]14[/C][C]0.048354[/C][C]0.3746[/C][C]0.354658[/C][/ROW]
[ROW][C]15[/C][C]-0.011161[/C][C]-0.0865[/C][C]0.465698[/C][/ROW]
[ROW][C]16[/C][C]-0.058451[/C][C]-0.4528[/C][C]0.326179[/C][/ROW]
[ROW][C]17[/C][C]0.116505[/C][C]0.9024[/C][C]0.185216[/C][/ROW]
[ROW][C]18[/C][C]-0.028831[/C][C]-0.2233[/C][C]0.41202[/C][/ROW]
[ROW][C]19[/C][C]-0.075465[/C][C]-0.5845[/C][C]0.280522[/C][/ROW]
[ROW][C]20[/C][C]-0.03046[/C][C]-0.2359[/C][C]0.407141[/C][/ROW]
[ROW][C]21[/C][C]0.076347[/C][C]0.5914[/C][C]0.278242[/C][/ROW]
[ROW][C]22[/C][C]-0.040651[/C][C]-0.3149[/C][C]0.376973[/C][/ROW]
[ROW][C]23[/C][C]-0.094707[/C][C]-0.7336[/C][C]0.233027[/C][/ROW]
[ROW][C]24[/C][C]0.081099[/C][C]0.6282[/C][C]0.266131[/C][/ROW]
[ROW][C]25[/C][C]0.10017[/C][C]0.7759[/C][C]0.220424[/C][/ROW]
[ROW][C]26[/C][C]-0.138378[/C][C]-1.0719[/C][C]0.144035[/C][/ROW]
[ROW][C]27[/C][C]0.152954[/C][C]1.1848[/C][C]0.120389[/C][/ROW]
[ROW][C]28[/C][C]-0.071041[/C][C]-0.5503[/C][C]0.292085[/C][/ROW]
[ROW][C]29[/C][C]0.003746[/C][C]0.029[/C][C]0.488475[/C][/ROW]
[ROW][C]30[/C][C]0.015729[/C][C]0.1218[/C][C]0.451718[/C][/ROW]
[ROW][C]31[/C][C]-0.079773[/C][C]-0.6179[/C][C]0.269482[/C][/ROW]
[ROW][C]32[/C][C]0.094327[/C][C]0.7307[/C][C]0.233918[/C][/ROW]
[ROW][C]33[/C][C]-0.060371[/C][C]-0.4676[/C][C]0.320872[/C][/ROW]
[ROW][C]34[/C][C]0.041727[/C][C]0.3232[/C][C]0.373828[/C][/ROW]
[ROW][C]35[/C][C]-0.053309[/C][C]-0.4129[/C][C]0.340565[/C][/ROW]
[ROW][C]36[/C][C]0.024329[/C][C]0.1885[/C][C]0.425579[/C][/ROW]
[ROW][C]37[/C][C]0.025065[/C][C]0.1942[/C][C]0.423357[/C][/ROW]
[ROW][C]38[/C][C]-0.084581[/C][C]-0.6552[/C][C]0.257433[/C][/ROW]
[ROW][C]39[/C][C]0.123799[/C][C]0.9589[/C][C]0.170718[/C][/ROW]
[ROW][C]40[/C][C]-0.119752[/C][C]-0.9276[/C][C]0.178666[/C][/ROW]
[ROW][C]41[/C][C]0.097245[/C][C]0.7533[/C][C]0.22712[/C][/ROW]
[ROW][C]42[/C][C]-0.036204[/C][C]-0.2804[/C][C]0.390055[/C][/ROW]
[ROW][C]43[/C][C]0.033801[/C][C]0.2618[/C][C]0.397178[/C][/ROW]
[ROW][C]44[/C][C]-0.038608[/C][C]-0.2991[/C][C]0.382965[/C][/ROW]
[ROW][C]45[/C][C]-0.005815[/C][C]-0.045[/C][C]0.48211[/C][/ROW]
[ROW][C]46[/C][C]0.027899[/C][C]0.2161[/C][C]0.414819[/C][/ROW]
[ROW][C]47[/C][C]-0.104577[/C][C]-0.81[/C][C]0.210556[/C][/ROW]
[ROW][C]48[/C][C]0.06839[/C][C]0.5297[/C][C]0.299122[/C][/ROW]
[ROW][C]49[/C][C]-0.004856[/C][C]-0.0376[/C][C]0.485061[/C][/ROW]
[ROW][C]50[/C][C]-0.002755[/C][C]-0.0213[/C][C]0.491522[/C][/ROW]
[ROW][C]51[/C][C]0.014624[/C][C]0.1133[/C][C]0.455095[/C][/ROW]
[ROW][C]52[/C][C]0.032914[/C][C]0.2549[/C][C]0.399818[/C][/ROW]
[ROW][C]53[/C][C]-0.007087[/C][C]-0.0549[/C][C]0.478203[/C][/ROW]
[ROW][C]54[/C][C]-0.01499[/C][C]-0.1161[/C][C]0.453976[/C][/ROW]
[ROW][C]55[/C][C]-0.011458[/C][C]-0.0888[/C][C]0.464788[/C][/ROW]
[ROW][C]56[/C][C]-0.005175[/C][C]-0.0401[/C][C]0.48408[/C][/ROW]
[ROW][C]57[/C][C]-0.005129[/C][C]-0.0397[/C][C]0.48422[/C][/ROW]
[ROW][C]58[/C][C]0.005177[/C][C]0.0401[/C][C]0.484073[/C][/ROW]
[ROW][C]59[/C][C]0.005238[/C][C]0.0406[/C][C]0.483887[/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=110945&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110945&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	-0.537085	-4.1602	5.1e-05
2	0.058893	0.4562	0.324952
3	0.113967	0.8828	0.190437
4	-0.08852	-0.6857	0.24778
5	-0.030892	-0.2393	0.40585
6	0.00111	0.0086	0.496586
7	-0.064673	-0.501	0.309117
8	0.027042	0.2095	0.417397
9	0.104089	0.8063	0.211635
10	-0.070937	-0.5495	0.292359
11	-0.056153	-0.435	0.332576
12	0.117926	0.9134	0.182331
13	-0.08062	-0.6245	0.26734
14	0.048354	0.3746	0.354658
15	-0.011161	-0.0865	0.465698
16	-0.058451	-0.4528	0.326179
17	0.116505	0.9024	0.185216
18	-0.028831	-0.2233	0.41202
19	-0.075465	-0.5845	0.280522
20	-0.03046	-0.2359	0.407141
21	0.076347	0.5914	0.278242
22	-0.040651	-0.3149	0.376973
23	-0.094707	-0.7336	0.233027
24	0.081099	0.6282	0.266131
25	0.10017	0.7759	0.220424
26	-0.138378	-1.0719	0.144035
27	0.152954	1.1848	0.120389
28	-0.071041	-0.5503	0.292085
29	0.003746	0.029	0.488475
30	0.015729	0.1218	0.451718
31	-0.079773	-0.6179	0.269482
32	0.094327	0.7307	0.233918
33	-0.060371	-0.4676	0.320872
34	0.041727	0.3232	0.373828
35	-0.053309	-0.4129	0.340565
36	0.024329	0.1885	0.425579
37	0.025065	0.1942	0.423357
38	-0.084581	-0.6552	0.257433
39	0.123799	0.9589	0.170718
40	-0.119752	-0.9276	0.178666
41	0.097245	0.7533	0.22712
42	-0.036204	-0.2804	0.390055
43	0.033801	0.2618	0.397178
44	-0.038608	-0.2991	0.382965
45	-0.005815	-0.045	0.48211
46	0.027899	0.2161	0.414819
47	-0.104577	-0.81	0.210556
48	0.06839	0.5297	0.299122
49	-0.004856	-0.0376	0.485061
50	-0.002755	-0.0213	0.491522
51	0.014624	0.1133	0.455095
52	0.032914	0.2549	0.399818
53	-0.007087	-0.0549	0.478203
54	-0.01499	-0.1161	0.453976
55	-0.011458	-0.0888	0.464788
56	-0.005175	-0.0401	0.48408
57	-0.005129	-0.0397	0.48422
58	0.005177	0.0401	0.484073
59	0.005238	0.0406	0.483887
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.537085	-4.1602	5.1e-05
2	-0.322634	-2.4991	0.007603
3	-0.027419	-0.2124	0.416262
4	-0.001776	-0.0138	0.494534
5	-0.085976	-0.666	0.253993
6	-0.138342	-1.0716	0.144097
7	-0.21178	-1.6404	0.053073
8	-0.172826	-1.3387	0.092858
9	0.063805	0.4942	0.311473
10	0.09281	0.7189	0.237495
11	-0.105033	-0.8136	0.209551
12	-0.078698	-0.6096	0.272217
13	-0.078657	-0.6093	0.272321
14	0.04844	0.3752	0.354413
15	0.080375	0.6226	0.26796
16	-0.037213	-0.2883	0.387074
17	0.028435	0.2203	0.413209
18	0.069957	0.5419	0.294952
19	0.007978	0.0618	0.475464
20	-0.149841	-1.1607	0.125188
21	-0.101869	-0.7891	0.216589
22	-0.018564	-0.1438	0.443072
23	-0.147623	-1.1435	0.12869
24	-0.160344	-1.242	0.109531
25	0.08578	0.6644	0.254475
26	-0.053713	-0.4161	0.339427
27	0.034022	0.2635	0.396522
28	0.054117	0.4192	0.338286
29	0.047395	0.3671	0.357412
30	-0.004874	-0.0378	0.485004
31	-0.103166	-0.7991	0.213686
32	0.119741	0.9275	0.178689
33	0.101071	0.7829	0.218384
34	0.058481	0.453	0.326095
35	-0.060725	-0.4704	0.319897
36	-0.080804	-0.6259	0.266876
37	0.036293	0.2811	0.389791
38	-0.043098	-0.3338	0.369834
39	0.035837	0.2776	0.39114
40	-0.042544	-0.3295	0.371447
41	-0.024474	-0.1896	0.425142
42	-0.129413	-1.0024	0.160081
43	0.03037	0.2352	0.407409
44	0.064355	0.4985	0.309979
45	-0.010243	-0.0793	0.468513
46	-0.064382	-0.4987	0.309908
47	-0.113105	-0.8761	0.192234
48	-0.000204	-0.0016	0.499371
49	-0.01468	-0.1137	0.454922
50	0.036086	0.2795	0.390404
51	0.01765	0.1367	0.445858
52	0.035213	0.2728	0.392988
53	0.014536	0.1126	0.455363
54	-0.027752	-0.215	0.415262
55	-0.003401	-0.0263	0.489535
56	-0.00131	-0.0101	0.49597
57	-0.063456	-0.4915	0.312424
58	-0.054521	-0.4223	0.337152
59	-0.004238	-0.0328	0.486962
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.537085 & -4.1602 & 5.1e-05 \tabularnewline
2 & -0.322634 & -2.4991 & 0.007603 \tabularnewline
3 & -0.027419 & -0.2124 & 0.416262 \tabularnewline
4 & -0.001776 & -0.0138 & 0.494534 \tabularnewline
5 & -0.085976 & -0.666 & 0.253993 \tabularnewline
6 & -0.138342 & -1.0716 & 0.144097 \tabularnewline
7 & -0.21178 & -1.6404 & 0.053073 \tabularnewline
8 & -0.172826 & -1.3387 & 0.092858 \tabularnewline
9 & 0.063805 & 0.4942 & 0.311473 \tabularnewline
10 & 0.09281 & 0.7189 & 0.237495 \tabularnewline
11 & -0.105033 & -0.8136 & 0.209551 \tabularnewline
12 & -0.078698 & -0.6096 & 0.272217 \tabularnewline
13 & -0.078657 & -0.6093 & 0.272321 \tabularnewline
14 & 0.04844 & 0.3752 & 0.354413 \tabularnewline
15 & 0.080375 & 0.6226 & 0.26796 \tabularnewline
16 & -0.037213 & -0.2883 & 0.387074 \tabularnewline
17 & 0.028435 & 0.2203 & 0.413209 \tabularnewline
18 & 0.069957 & 0.5419 & 0.294952 \tabularnewline
19 & 0.007978 & 0.0618 & 0.475464 \tabularnewline
20 & -0.149841 & -1.1607 & 0.125188 \tabularnewline
21 & -0.101869 & -0.7891 & 0.216589 \tabularnewline
22 & -0.018564 & -0.1438 & 0.443072 \tabularnewline
23 & -0.147623 & -1.1435 & 0.12869 \tabularnewline
24 & -0.160344 & -1.242 & 0.109531 \tabularnewline
25 & 0.08578 & 0.6644 & 0.254475 \tabularnewline
26 & -0.053713 & -0.4161 & 0.339427 \tabularnewline
27 & 0.034022 & 0.2635 & 0.396522 \tabularnewline
28 & 0.054117 & 0.4192 & 0.338286 \tabularnewline
29 & 0.047395 & 0.3671 & 0.357412 \tabularnewline
30 & -0.004874 & -0.0378 & 0.485004 \tabularnewline
31 & -0.103166 & -0.7991 & 0.213686 \tabularnewline
32 & 0.119741 & 0.9275 & 0.178689 \tabularnewline
33 & 0.101071 & 0.7829 & 0.218384 \tabularnewline
34 & 0.058481 & 0.453 & 0.326095 \tabularnewline
35 & -0.060725 & -0.4704 & 0.319897 \tabularnewline
36 & -0.080804 & -0.6259 & 0.266876 \tabularnewline
37 & 0.036293 & 0.2811 & 0.389791 \tabularnewline
38 & -0.043098 & -0.3338 & 0.369834 \tabularnewline
39 & 0.035837 & 0.2776 & 0.39114 \tabularnewline
40 & -0.042544 & -0.3295 & 0.371447 \tabularnewline
41 & -0.024474 & -0.1896 & 0.425142 \tabularnewline
42 & -0.129413 & -1.0024 & 0.160081 \tabularnewline
43 & 0.03037 & 0.2352 & 0.407409 \tabularnewline
44 & 0.064355 & 0.4985 & 0.309979 \tabularnewline
45 & -0.010243 & -0.0793 & 0.468513 \tabularnewline
46 & -0.064382 & -0.4987 & 0.309908 \tabularnewline
47 & -0.113105 & -0.8761 & 0.192234 \tabularnewline
48 & -0.000204 & -0.0016 & 0.499371 \tabularnewline
49 & -0.01468 & -0.1137 & 0.454922 \tabularnewline
50 & 0.036086 & 0.2795 & 0.390404 \tabularnewline
51 & 0.01765 & 0.1367 & 0.445858 \tabularnewline
52 & 0.035213 & 0.2728 & 0.392988 \tabularnewline
53 & 0.014536 & 0.1126 & 0.455363 \tabularnewline
54 & -0.027752 & -0.215 & 0.415262 \tabularnewline
55 & -0.003401 & -0.0263 & 0.489535 \tabularnewline
56 & -0.00131 & -0.0101 & 0.49597 \tabularnewline
57 & -0.063456 & -0.4915 & 0.312424 \tabularnewline
58 & -0.054521 & -0.4223 & 0.337152 \tabularnewline
59 & -0.004238 & -0.0328 & 0.486962 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110945&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]-0.537085[/C][C]-4.1602[/C][C]5.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.322634[/C][C]-2.4991[/C][C]0.007603[/C][/ROW]
[ROW][C]3[/C][C]-0.027419[/C][C]-0.2124[/C][C]0.416262[/C][/ROW]
[ROW][C]4[/C][C]-0.001776[/C][C]-0.0138[/C][C]0.494534[/C][/ROW]
[ROW][C]5[/C][C]-0.085976[/C][C]-0.666[/C][C]0.253993[/C][/ROW]
[ROW][C]6[/C][C]-0.138342[/C][C]-1.0716[/C][C]0.144097[/C][/ROW]
[ROW][C]7[/C][C]-0.21178[/C][C]-1.6404[/C][C]0.053073[/C][/ROW]
[ROW][C]8[/C][C]-0.172826[/C][C]-1.3387[/C][C]0.092858[/C][/ROW]
[ROW][C]9[/C][C]0.063805[/C][C]0.4942[/C][C]0.311473[/C][/ROW]
[ROW][C]10[/C][C]0.09281[/C][C]0.7189[/C][C]0.237495[/C][/ROW]
[ROW][C]11[/C][C]-0.105033[/C][C]-0.8136[/C][C]0.209551[/C][/ROW]
[ROW][C]12[/C][C]-0.078698[/C][C]-0.6096[/C][C]0.272217[/C][/ROW]
[ROW][C]13[/C][C]-0.078657[/C][C]-0.6093[/C][C]0.272321[/C][/ROW]
[ROW][C]14[/C][C]0.04844[/C][C]0.3752[/C][C]0.354413[/C][/ROW]
[ROW][C]15[/C][C]0.080375[/C][C]0.6226[/C][C]0.26796[/C][/ROW]
[ROW][C]16[/C][C]-0.037213[/C][C]-0.2883[/C][C]0.387074[/C][/ROW]
[ROW][C]17[/C][C]0.028435[/C][C]0.2203[/C][C]0.413209[/C][/ROW]
[ROW][C]18[/C][C]0.069957[/C][C]0.5419[/C][C]0.294952[/C][/ROW]
[ROW][C]19[/C][C]0.007978[/C][C]0.0618[/C][C]0.475464[/C][/ROW]
[ROW][C]20[/C][C]-0.149841[/C][C]-1.1607[/C][C]0.125188[/C][/ROW]
[ROW][C]21[/C][C]-0.101869[/C][C]-0.7891[/C][C]0.216589[/C][/ROW]
[ROW][C]22[/C][C]-0.018564[/C][C]-0.1438[/C][C]0.443072[/C][/ROW]
[ROW][C]23[/C][C]-0.147623[/C][C]-1.1435[/C][C]0.12869[/C][/ROW]
[ROW][C]24[/C][C]-0.160344[/C][C]-1.242[/C][C]0.109531[/C][/ROW]
[ROW][C]25[/C][C]0.08578[/C][C]0.6644[/C][C]0.254475[/C][/ROW]
[ROW][C]26[/C][C]-0.053713[/C][C]-0.4161[/C][C]0.339427[/C][/ROW]
[ROW][C]27[/C][C]0.034022[/C][C]0.2635[/C][C]0.396522[/C][/ROW]
[ROW][C]28[/C][C]0.054117[/C][C]0.4192[/C][C]0.338286[/C][/ROW]
[ROW][C]29[/C][C]0.047395[/C][C]0.3671[/C][C]0.357412[/C][/ROW]
[ROW][C]30[/C][C]-0.004874[/C][C]-0.0378[/C][C]0.485004[/C][/ROW]
[ROW][C]31[/C][C]-0.103166[/C][C]-0.7991[/C][C]0.213686[/C][/ROW]
[ROW][C]32[/C][C]0.119741[/C][C]0.9275[/C][C]0.178689[/C][/ROW]
[ROW][C]33[/C][C]0.101071[/C][C]0.7829[/C][C]0.218384[/C][/ROW]
[ROW][C]34[/C][C]0.058481[/C][C]0.453[/C][C]0.326095[/C][/ROW]
[ROW][C]35[/C][C]-0.060725[/C][C]-0.4704[/C][C]0.319897[/C][/ROW]
[ROW][C]36[/C][C]-0.080804[/C][C]-0.6259[/C][C]0.266876[/C][/ROW]
[ROW][C]37[/C][C]0.036293[/C][C]0.2811[/C][C]0.389791[/C][/ROW]
[ROW][C]38[/C][C]-0.043098[/C][C]-0.3338[/C][C]0.369834[/C][/ROW]
[ROW][C]39[/C][C]0.035837[/C][C]0.2776[/C][C]0.39114[/C][/ROW]
[ROW][C]40[/C][C]-0.042544[/C][C]-0.3295[/C][C]0.371447[/C][/ROW]
[ROW][C]41[/C][C]-0.024474[/C][C]-0.1896[/C][C]0.425142[/C][/ROW]
[ROW][C]42[/C][C]-0.129413[/C][C]-1.0024[/C][C]0.160081[/C][/ROW]
[ROW][C]43[/C][C]0.03037[/C][C]0.2352[/C][C]0.407409[/C][/ROW]
[ROW][C]44[/C][C]0.064355[/C][C]0.4985[/C][C]0.309979[/C][/ROW]
[ROW][C]45[/C][C]-0.010243[/C][C]-0.0793[/C][C]0.468513[/C][/ROW]
[ROW][C]46[/C][C]-0.064382[/C][C]-0.4987[/C][C]0.309908[/C][/ROW]
[ROW][C]47[/C][C]-0.113105[/C][C]-0.8761[/C][C]0.192234[/C][/ROW]
[ROW][C]48[/C][C]-0.000204[/C][C]-0.0016[/C][C]0.499371[/C][/ROW]
[ROW][C]49[/C][C]-0.01468[/C][C]-0.1137[/C][C]0.454922[/C][/ROW]
[ROW][C]50[/C][C]0.036086[/C][C]0.2795[/C][C]0.390404[/C][/ROW]
[ROW][C]51[/C][C]0.01765[/C][C]0.1367[/C][C]0.445858[/C][/ROW]
[ROW][C]52[/C][C]0.035213[/C][C]0.2728[/C][C]0.392988[/C][/ROW]
[ROW][C]53[/C][C]0.014536[/C][C]0.1126[/C][C]0.455363[/C][/ROW]
[ROW][C]54[/C][C]-0.027752[/C][C]-0.215[/C][C]0.415262[/C][/ROW]
[ROW][C]55[/C][C]-0.003401[/C][C]-0.0263[/C][C]0.489535[/C][/ROW]
[ROW][C]56[/C][C]-0.00131[/C][C]-0.0101[/C][C]0.49597[/C][/ROW]
[ROW][C]57[/C][C]-0.063456[/C][C]-0.4915[/C][C]0.312424[/C][/ROW]
[ROW][C]58[/C][C]-0.054521[/C][C]-0.4223[/C][C]0.337152[/C][/ROW]
[ROW][C]59[/C][C]-0.004238[/C][C]-0.0328[/C][C]0.486962[/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=110945&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110945&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	-0.537085	-4.1602	5.1e-05
2	-0.322634	-2.4991	0.007603
3	-0.027419	-0.2124	0.416262
4	-0.001776	-0.0138	0.494534
5	-0.085976	-0.666	0.253993
6	-0.138342	-1.0716	0.144097
7	-0.21178	-1.6404	0.053073
8	-0.172826	-1.3387	0.092858
9	0.063805	0.4942	0.311473
10	0.09281	0.7189	0.237495
11	-0.105033	-0.8136	0.209551
12	-0.078698	-0.6096	0.272217
13	-0.078657	-0.6093	0.272321
14	0.04844	0.3752	0.354413
15	0.080375	0.6226	0.26796
16	-0.037213	-0.2883	0.387074
17	0.028435	0.2203	0.413209
18	0.069957	0.5419	0.294952
19	0.007978	0.0618	0.475464
20	-0.149841	-1.1607	0.125188
21	-0.101869	-0.7891	0.216589
22	-0.018564	-0.1438	0.443072
23	-0.147623	-1.1435	0.12869
24	-0.160344	-1.242	0.109531
25	0.08578	0.6644	0.254475
26	-0.053713	-0.4161	0.339427
27	0.034022	0.2635	0.396522
28	0.054117	0.4192	0.338286
29	0.047395	0.3671	0.357412
30	-0.004874	-0.0378	0.485004
31	-0.103166	-0.7991	0.213686
32	0.119741	0.9275	0.178689
33	0.101071	0.7829	0.218384
34	0.058481	0.453	0.326095
35	-0.060725	-0.4704	0.319897
36	-0.080804	-0.6259	0.266876
37	0.036293	0.2811	0.389791
38	-0.043098	-0.3338	0.369834
39	0.035837	0.2776	0.39114
40	-0.042544	-0.3295	0.371447
41	-0.024474	-0.1896	0.425142
42	-0.129413	-1.0024	0.160081
43	0.03037	0.2352	0.407409
44	0.064355	0.4985	0.309979
45	-0.010243	-0.0793	0.468513
46	-0.064382	-0.4987	0.309908
47	-0.113105	-0.8761	0.192234
48	-0.000204	-0.0016	0.499371
49	-0.01468	-0.1137	0.454922
50	0.036086	0.2795	0.390404
51	0.01765	0.1367	0.445858
52	0.035213	0.2728	0.392988
53	0.014536	0.1126	0.455363
54	-0.027752	-0.215	0.415262
55	-0.003401	-0.0263	0.489535
56	-0.00131	-0.0101	0.49597
57	-0.063456	-0.4915	0.312424
58	-0.054521	-0.4223	0.337152
59	-0.004238	-0.0328	0.486962
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