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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 19 Dec 2010 19:49:49 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/19/t1292788077g9kohlpk61jho81.htm/, Retrieved Sun, 05 May 2024 05:43:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112714, Retrieved Sun, 05 May 2024 05:43:20 +0000

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User-defined keywords

Estimated Impact

125

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]
-    D    [(Partial) Autocorrelation Function] [] [2010-12-05 17:24:14] [8ef75e99f9f5061c72c54640f2f1c3e7]
-   P       [(Partial) Autocorrelation Function] [] [2010-12-07 16:58:01] [8ef75e99f9f5061c72c54640f2f1c3e7]
-    D        [(Partial) Autocorrelation Function] [] [2010-12-19 19:28:58] [8ef75e99f9f5061c72c54640f2f1c3e7]
-   P             [(Partial) Autocorrelation Function] [] [2010-12-19 19:49:49] [e26438ba7029caa0090c95690001dbf5] [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=112714&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=112714&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112714&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	-0.196193	-1.8509	0.033752
2	-0.115453	-1.0892	0.139507
3	0.043603	0.4113	0.340903
4	0.011413	0.1077	0.45725
5	0.04275	0.4033	0.343847
6	0.135358	1.277	0.102468
7	-0.027437	-0.2588	0.398179
8	-0.233167	-2.1997	0.01521
9	0.160143	1.5108	0.067193
10	0.054614	0.5152	0.303834
11	-0.020216	-0.1907	0.42459
12	-0.067217	-0.6341	0.263813
13	-0.023722	-0.2238	0.411715
14	-0.19556	-1.8449	0.034189
15	0.032667	0.3082	0.379334
16	0.146969	1.3865	0.084528
17	-0.10512	-0.9917	0.162017
18	0.054552	0.5146	0.304039
19	-0.066185	-0.6244	0.266986
20	-0.001948	-0.0184	0.49269
21	0.037399	0.3528	0.362528
22	0.089492	0.8443	0.200391
23	-0.055441	-0.523	0.301127
24	0.066239	0.6249	0.266818
25	-0.023809	-0.2246	0.411398
26	0.01185	0.1118	0.455621
27	0.033103	0.3123	0.377772
28	0.119384	1.1263	0.131541
29	-0.081034	-0.7645	0.223305
30	-0.088333	-0.8333	0.203444
31	0.036433	0.3437	0.365937
32	-0.063219	-0.5964	0.27621
33	0.081462	0.7685	0.222109
34	0.075204	0.7095	0.239944
35	-0.170403	-1.6076	0.055735
36	-0.062136	-0.5862	0.279616
37	-0.006348	-0.0599	0.476189
38	0.032411	0.3058	0.380247
39	-0.025553	-0.2411	0.405027
40	-0.014987	-0.1414	0.443943
41	-0.092193	-0.8697	0.193389
42	-0.020307	-0.1916	0.424255
43	0.037256	0.3515	0.363031
44	-0.017839	-0.1683	0.433369
45	-0.041894	-0.3952	0.34681
46	-0.022146	-0.2089	0.417494
47	0.014406	0.1359	0.446102
48	-0.030817	-0.2907	0.385969
49	0.002153	0.0203	0.491921
50	0.034455	0.325	0.372955
51	-0.048347	-0.4561	0.324713
52	0.038634	0.3645	0.358186
53	-0.043946	-0.4146	0.339722
54	0.011044	0.1042	0.458627
55	0.048661	0.4591	0.323654
56	0.032412	0.3058	0.380247
57	-0.010242	-0.0966	0.461622
58	-0.006603	-0.0623	0.475235
59	0.001089	0.0103	0.495915
60	-0.072664	-0.6855	0.247401

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.196193 & -1.8509 & 0.033752 \tabularnewline
2 & -0.115453 & -1.0892 & 0.139507 \tabularnewline
3 & 0.043603 & 0.4113 & 0.340903 \tabularnewline
4 & 0.011413 & 0.1077 & 0.45725 \tabularnewline
5 & 0.04275 & 0.4033 & 0.343847 \tabularnewline
6 & 0.135358 & 1.277 & 0.102468 \tabularnewline
7 & -0.027437 & -0.2588 & 0.398179 \tabularnewline
8 & -0.233167 & -2.1997 & 0.01521 \tabularnewline
9 & 0.160143 & 1.5108 & 0.067193 \tabularnewline
10 & 0.054614 & 0.5152 & 0.303834 \tabularnewline
11 & -0.020216 & -0.1907 & 0.42459 \tabularnewline
12 & -0.067217 & -0.6341 & 0.263813 \tabularnewline
13 & -0.023722 & -0.2238 & 0.411715 \tabularnewline
14 & -0.19556 & -1.8449 & 0.034189 \tabularnewline
15 & 0.032667 & 0.3082 & 0.379334 \tabularnewline
16 & 0.146969 & 1.3865 & 0.084528 \tabularnewline
17 & -0.10512 & -0.9917 & 0.162017 \tabularnewline
18 & 0.054552 & 0.5146 & 0.304039 \tabularnewline
19 & -0.066185 & -0.6244 & 0.266986 \tabularnewline
20 & -0.001948 & -0.0184 & 0.49269 \tabularnewline
21 & 0.037399 & 0.3528 & 0.362528 \tabularnewline
22 & 0.089492 & 0.8443 & 0.200391 \tabularnewline
23 & -0.055441 & -0.523 & 0.301127 \tabularnewline
24 & 0.066239 & 0.6249 & 0.266818 \tabularnewline
25 & -0.023809 & -0.2246 & 0.411398 \tabularnewline
26 & 0.01185 & 0.1118 & 0.455621 \tabularnewline
27 & 0.033103 & 0.3123 & 0.377772 \tabularnewline
28 & 0.119384 & 1.1263 & 0.131541 \tabularnewline
29 & -0.081034 & -0.7645 & 0.223305 \tabularnewline
30 & -0.088333 & -0.8333 & 0.203444 \tabularnewline
31 & 0.036433 & 0.3437 & 0.365937 \tabularnewline
32 & -0.063219 & -0.5964 & 0.27621 \tabularnewline
33 & 0.081462 & 0.7685 & 0.222109 \tabularnewline
34 & 0.075204 & 0.7095 & 0.239944 \tabularnewline
35 & -0.170403 & -1.6076 & 0.055735 \tabularnewline
36 & -0.062136 & -0.5862 & 0.279616 \tabularnewline
37 & -0.006348 & -0.0599 & 0.476189 \tabularnewline
38 & 0.032411 & 0.3058 & 0.380247 \tabularnewline
39 & -0.025553 & -0.2411 & 0.405027 \tabularnewline
40 & -0.014987 & -0.1414 & 0.443943 \tabularnewline
41 & -0.092193 & -0.8697 & 0.193389 \tabularnewline
42 & -0.020307 & -0.1916 & 0.424255 \tabularnewline
43 & 0.037256 & 0.3515 & 0.363031 \tabularnewline
44 & -0.017839 & -0.1683 & 0.433369 \tabularnewline
45 & -0.041894 & -0.3952 & 0.34681 \tabularnewline
46 & -0.022146 & -0.2089 & 0.417494 \tabularnewline
47 & 0.014406 & 0.1359 & 0.446102 \tabularnewline
48 & -0.030817 & -0.2907 & 0.385969 \tabularnewline
49 & 0.002153 & 0.0203 & 0.491921 \tabularnewline
50 & 0.034455 & 0.325 & 0.372955 \tabularnewline
51 & -0.048347 & -0.4561 & 0.324713 \tabularnewline
52 & 0.038634 & 0.3645 & 0.358186 \tabularnewline
53 & -0.043946 & -0.4146 & 0.339722 \tabularnewline
54 & 0.011044 & 0.1042 & 0.458627 \tabularnewline
55 & 0.048661 & 0.4591 & 0.323654 \tabularnewline
56 & 0.032412 & 0.3058 & 0.380247 \tabularnewline
57 & -0.010242 & -0.0966 & 0.461622 \tabularnewline
58 & -0.006603 & -0.0623 & 0.475235 \tabularnewline
59 & 0.001089 & 0.0103 & 0.495915 \tabularnewline
60 & -0.072664 & -0.6855 & 0.247401 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112714&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]-0.196193[/C][C]-1.8509[/C][C]0.033752[/C][/ROW]
[ROW][C]2[/C][C]-0.115453[/C][C]-1.0892[/C][C]0.139507[/C][/ROW]
[ROW][C]3[/C][C]0.043603[/C][C]0.4113[/C][C]0.340903[/C][/ROW]
[ROW][C]4[/C][C]0.011413[/C][C]0.1077[/C][C]0.45725[/C][/ROW]
[ROW][C]5[/C][C]0.04275[/C][C]0.4033[/C][C]0.343847[/C][/ROW]
[ROW][C]6[/C][C]0.135358[/C][C]1.277[/C][C]0.102468[/C][/ROW]
[ROW][C]7[/C][C]-0.027437[/C][C]-0.2588[/C][C]0.398179[/C][/ROW]
[ROW][C]8[/C][C]-0.233167[/C][C]-2.1997[/C][C]0.01521[/C][/ROW]
[ROW][C]9[/C][C]0.160143[/C][C]1.5108[/C][C]0.067193[/C][/ROW]
[ROW][C]10[/C][C]0.054614[/C][C]0.5152[/C][C]0.303834[/C][/ROW]
[ROW][C]11[/C][C]-0.020216[/C][C]-0.1907[/C][C]0.42459[/C][/ROW]
[ROW][C]12[/C][C]-0.067217[/C][C]-0.6341[/C][C]0.263813[/C][/ROW]
[ROW][C]13[/C][C]-0.023722[/C][C]-0.2238[/C][C]0.411715[/C][/ROW]
[ROW][C]14[/C][C]-0.19556[/C][C]-1.8449[/C][C]0.034189[/C][/ROW]
[ROW][C]15[/C][C]0.032667[/C][C]0.3082[/C][C]0.379334[/C][/ROW]
[ROW][C]16[/C][C]0.146969[/C][C]1.3865[/C][C]0.084528[/C][/ROW]
[ROW][C]17[/C][C]-0.10512[/C][C]-0.9917[/C][C]0.162017[/C][/ROW]
[ROW][C]18[/C][C]0.054552[/C][C]0.5146[/C][C]0.304039[/C][/ROW]
[ROW][C]19[/C][C]-0.066185[/C][C]-0.6244[/C][C]0.266986[/C][/ROW]
[ROW][C]20[/C][C]-0.001948[/C][C]-0.0184[/C][C]0.49269[/C][/ROW]
[ROW][C]21[/C][C]0.037399[/C][C]0.3528[/C][C]0.362528[/C][/ROW]
[ROW][C]22[/C][C]0.089492[/C][C]0.8443[/C][C]0.200391[/C][/ROW]
[ROW][C]23[/C][C]-0.055441[/C][C]-0.523[/C][C]0.301127[/C][/ROW]
[ROW][C]24[/C][C]0.066239[/C][C]0.6249[/C][C]0.266818[/C][/ROW]
[ROW][C]25[/C][C]-0.023809[/C][C]-0.2246[/C][C]0.411398[/C][/ROW]
[ROW][C]26[/C][C]0.01185[/C][C]0.1118[/C][C]0.455621[/C][/ROW]
[ROW][C]27[/C][C]0.033103[/C][C]0.3123[/C][C]0.377772[/C][/ROW]
[ROW][C]28[/C][C]0.119384[/C][C]1.1263[/C][C]0.131541[/C][/ROW]
[ROW][C]29[/C][C]-0.081034[/C][C]-0.7645[/C][C]0.223305[/C][/ROW]
[ROW][C]30[/C][C]-0.088333[/C][C]-0.8333[/C][C]0.203444[/C][/ROW]
[ROW][C]31[/C][C]0.036433[/C][C]0.3437[/C][C]0.365937[/C][/ROW]
[ROW][C]32[/C][C]-0.063219[/C][C]-0.5964[/C][C]0.27621[/C][/ROW]
[ROW][C]33[/C][C]0.081462[/C][C]0.7685[/C][C]0.222109[/C][/ROW]
[ROW][C]34[/C][C]0.075204[/C][C]0.7095[/C][C]0.239944[/C][/ROW]
[ROW][C]35[/C][C]-0.170403[/C][C]-1.6076[/C][C]0.055735[/C][/ROW]
[ROW][C]36[/C][C]-0.062136[/C][C]-0.5862[/C][C]0.279616[/C][/ROW]
[ROW][C]37[/C][C]-0.006348[/C][C]-0.0599[/C][C]0.476189[/C][/ROW]
[ROW][C]38[/C][C]0.032411[/C][C]0.3058[/C][C]0.380247[/C][/ROW]
[ROW][C]39[/C][C]-0.025553[/C][C]-0.2411[/C][C]0.405027[/C][/ROW]
[ROW][C]40[/C][C]-0.014987[/C][C]-0.1414[/C][C]0.443943[/C][/ROW]
[ROW][C]41[/C][C]-0.092193[/C][C]-0.8697[/C][C]0.193389[/C][/ROW]
[ROW][C]42[/C][C]-0.020307[/C][C]-0.1916[/C][C]0.424255[/C][/ROW]
[ROW][C]43[/C][C]0.037256[/C][C]0.3515[/C][C]0.363031[/C][/ROW]
[ROW][C]44[/C][C]-0.017839[/C][C]-0.1683[/C][C]0.433369[/C][/ROW]
[ROW][C]45[/C][C]-0.041894[/C][C]-0.3952[/C][C]0.34681[/C][/ROW]
[ROW][C]46[/C][C]-0.022146[/C][C]-0.2089[/C][C]0.417494[/C][/ROW]
[ROW][C]47[/C][C]0.014406[/C][C]0.1359[/C][C]0.446102[/C][/ROW]
[ROW][C]48[/C][C]-0.030817[/C][C]-0.2907[/C][C]0.385969[/C][/ROW]
[ROW][C]49[/C][C]0.002153[/C][C]0.0203[/C][C]0.491921[/C][/ROW]
[ROW][C]50[/C][C]0.034455[/C][C]0.325[/C][C]0.372955[/C][/ROW]
[ROW][C]51[/C][C]-0.048347[/C][C]-0.4561[/C][C]0.324713[/C][/ROW]
[ROW][C]52[/C][C]0.038634[/C][C]0.3645[/C][C]0.358186[/C][/ROW]
[ROW][C]53[/C][C]-0.043946[/C][C]-0.4146[/C][C]0.339722[/C][/ROW]
[ROW][C]54[/C][C]0.011044[/C][C]0.1042[/C][C]0.458627[/C][/ROW]
[ROW][C]55[/C][C]0.048661[/C][C]0.4591[/C][C]0.323654[/C][/ROW]
[ROW][C]56[/C][C]0.032412[/C][C]0.3058[/C][C]0.380247[/C][/ROW]
[ROW][C]57[/C][C]-0.010242[/C][C]-0.0966[/C][C]0.461622[/C][/ROW]
[ROW][C]58[/C][C]-0.006603[/C][C]-0.0623[/C][C]0.475235[/C][/ROW]
[ROW][C]59[/C][C]0.001089[/C][C]0.0103[/C][C]0.495915[/C][/ROW]
[ROW][C]60[/C][C]-0.072664[/C][C]-0.6855[/C][C]0.247401[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112714&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112714&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	-0.196193	-1.8509	0.033752
2	-0.115453	-1.0892	0.139507
3	0.043603	0.4113	0.340903
4	0.011413	0.1077	0.45725
5	0.04275	0.4033	0.343847
6	0.135358	1.277	0.102468
7	-0.027437	-0.2588	0.398179
8	-0.233167	-2.1997	0.01521
9	0.160143	1.5108	0.067193
10	0.054614	0.5152	0.303834
11	-0.020216	-0.1907	0.42459
12	-0.067217	-0.6341	0.263813
13	-0.023722	-0.2238	0.411715
14	-0.19556	-1.8449	0.034189
15	0.032667	0.3082	0.379334
16	0.146969	1.3865	0.084528
17	-0.10512	-0.9917	0.162017
18	0.054552	0.5146	0.304039
19	-0.066185	-0.6244	0.266986
20	-0.001948	-0.0184	0.49269
21	0.037399	0.3528	0.362528
22	0.089492	0.8443	0.200391
23	-0.055441	-0.523	0.301127
24	0.066239	0.6249	0.266818
25	-0.023809	-0.2246	0.411398
26	0.01185	0.1118	0.455621
27	0.033103	0.3123	0.377772
28	0.119384	1.1263	0.131541
29	-0.081034	-0.7645	0.223305
30	-0.088333	-0.8333	0.203444
31	0.036433	0.3437	0.365937
32	-0.063219	-0.5964	0.27621
33	0.081462	0.7685	0.222109
34	0.075204	0.7095	0.239944
35	-0.170403	-1.6076	0.055735
36	-0.062136	-0.5862	0.279616
37	-0.006348	-0.0599	0.476189
38	0.032411	0.3058	0.380247
39	-0.025553	-0.2411	0.405027
40	-0.014987	-0.1414	0.443943
41	-0.092193	-0.8697	0.193389
42	-0.020307	-0.1916	0.424255
43	0.037256	0.3515	0.363031
44	-0.017839	-0.1683	0.433369
45	-0.041894	-0.3952	0.34681
46	-0.022146	-0.2089	0.417494
47	0.014406	0.1359	0.446102
48	-0.030817	-0.2907	0.385969
49	0.002153	0.0203	0.491921
50	0.034455	0.325	0.372955
51	-0.048347	-0.4561	0.324713
52	0.038634	0.3645	0.358186
53	-0.043946	-0.4146	0.339722
54	0.011044	0.1042	0.458627
55	0.048661	0.4591	0.323654
56	0.032412	0.3058	0.380247
57	-0.010242	-0.0966	0.461622
58	-0.006603	-0.0623	0.475235
59	0.001089	0.0103	0.495915
60	-0.072664	-0.6855	0.247401

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.196193	-1.8509	0.033752
2	-0.160107	-1.5105	0.067235
3	-0.015036	-0.1419	0.443759
4	-0.000414	-0.0039	0.498446
5	0.054108	0.5105	0.305499
6	0.170603	1.6095	0.055528
7	0.060176	0.5677	0.285834
8	-0.208548	-1.9674	0.026123
9	0.057475	0.5422	0.294512
10	0.042169	0.3978	0.345857
11	0.022275	0.2101	0.417018
12	-0.077692	-0.7329	0.232759
13	-0.037312	-0.352	0.362837
14	-0.213982	-2.0187	0.023264
15	-0.119295	-1.1254	0.131718
16	0.045462	0.4289	0.33452
17	0.010784	0.1017	0.459598
18	0.129085	1.2178	0.113262
19	-0.016187	-0.1527	0.439489
20	0.007539	0.0711	0.47173
21	0.012506	0.118	0.453174
22	0.031707	0.2991	0.382773
23	0.030045	0.2834	0.388748
24	0.157162	1.4827	0.070848
25	-0.020445	-0.1929	0.423746
26	-0.014668	-0.1384	0.445126
27	-0.079736	-0.7522	0.22695
28	0.095092	0.8971	0.186044
29	-0.040123	-0.3785	0.352972
30	-0.044918	-0.4238	0.336384
31	-0.046829	-0.4418	0.329859
32	-0.076511	-0.7218	0.236154
33	-0.003888	-0.0367	0.485411
34	0.093763	0.8846	0.18939
35	-0.057281	-0.5404	0.295141
36	-0.008284	-0.0781	0.468943
37	-0.119244	-1.1249	0.131819
38	-0.005675	-0.0535	0.478712
39	-0.02726	-0.2572	0.398819
40	-0.010866	-0.1025	0.459292
41	-0.009124	-0.0861	0.465801
42	-0.01441	-0.1359	0.446085
43	-0.077805	-0.734	0.232435
44	-0.140482	-1.3253	0.094232
45	-0.055292	-0.5216	0.301613
46	-0.016561	-0.1562	0.438102
47	0.05786	0.5459	0.293267
48	-0.010426	-0.0984	0.460935
49	-0.110565	-1.0431	0.149871
50	-0.053847	-0.508	0.306357
51	-0.0532	-0.5019	0.308493
52	0.024208	0.2284	0.40994
53	0.033114	0.3124	0.377736
54	0.00129	0.0122	0.495159
55	0.038587	0.364	0.358348
56	-0.009822	-0.0927	0.463191
57	0.015725	0.1484	0.4412
58	0.016404	0.1548	0.438682
59	0.041473	0.3913	0.348271
60	-0.092056	-0.8685	0.193742

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.196193 & -1.8509 & 0.033752 \tabularnewline
2 & -0.160107 & -1.5105 & 0.067235 \tabularnewline
3 & -0.015036 & -0.1419 & 0.443759 \tabularnewline
4 & -0.000414 & -0.0039 & 0.498446 \tabularnewline
5 & 0.054108 & 0.5105 & 0.305499 \tabularnewline
6 & 0.170603 & 1.6095 & 0.055528 \tabularnewline
7 & 0.060176 & 0.5677 & 0.285834 \tabularnewline
8 & -0.208548 & -1.9674 & 0.026123 \tabularnewline
9 & 0.057475 & 0.5422 & 0.294512 \tabularnewline
10 & 0.042169 & 0.3978 & 0.345857 \tabularnewline
11 & 0.022275 & 0.2101 & 0.417018 \tabularnewline
12 & -0.077692 & -0.7329 & 0.232759 \tabularnewline
13 & -0.037312 & -0.352 & 0.362837 \tabularnewline
14 & -0.213982 & -2.0187 & 0.023264 \tabularnewline
15 & -0.119295 & -1.1254 & 0.131718 \tabularnewline
16 & 0.045462 & 0.4289 & 0.33452 \tabularnewline
17 & 0.010784 & 0.1017 & 0.459598 \tabularnewline
18 & 0.129085 & 1.2178 & 0.113262 \tabularnewline
19 & -0.016187 & -0.1527 & 0.439489 \tabularnewline
20 & 0.007539 & 0.0711 & 0.47173 \tabularnewline
21 & 0.012506 & 0.118 & 0.453174 \tabularnewline
22 & 0.031707 & 0.2991 & 0.382773 \tabularnewline
23 & 0.030045 & 0.2834 & 0.388748 \tabularnewline
24 & 0.157162 & 1.4827 & 0.070848 \tabularnewline
25 & -0.020445 & -0.1929 & 0.423746 \tabularnewline
26 & -0.014668 & -0.1384 & 0.445126 \tabularnewline
27 & -0.079736 & -0.7522 & 0.22695 \tabularnewline
28 & 0.095092 & 0.8971 & 0.186044 \tabularnewline
29 & -0.040123 & -0.3785 & 0.352972 \tabularnewline
30 & -0.044918 & -0.4238 & 0.336384 \tabularnewline
31 & -0.046829 & -0.4418 & 0.329859 \tabularnewline
32 & -0.076511 & -0.7218 & 0.236154 \tabularnewline
33 & -0.003888 & -0.0367 & 0.485411 \tabularnewline
34 & 0.093763 & 0.8846 & 0.18939 \tabularnewline
35 & -0.057281 & -0.5404 & 0.295141 \tabularnewline
36 & -0.008284 & -0.0781 & 0.468943 \tabularnewline
37 & -0.119244 & -1.1249 & 0.131819 \tabularnewline
38 & -0.005675 & -0.0535 & 0.478712 \tabularnewline
39 & -0.02726 & -0.2572 & 0.398819 \tabularnewline
40 & -0.010866 & -0.1025 & 0.459292 \tabularnewline
41 & -0.009124 & -0.0861 & 0.465801 \tabularnewline
42 & -0.01441 & -0.1359 & 0.446085 \tabularnewline
43 & -0.077805 & -0.734 & 0.232435 \tabularnewline
44 & -0.140482 & -1.3253 & 0.094232 \tabularnewline
45 & -0.055292 & -0.5216 & 0.301613 \tabularnewline
46 & -0.016561 & -0.1562 & 0.438102 \tabularnewline
47 & 0.05786 & 0.5459 & 0.293267 \tabularnewline
48 & -0.010426 & -0.0984 & 0.460935 \tabularnewline
49 & -0.110565 & -1.0431 & 0.149871 \tabularnewline
50 & -0.053847 & -0.508 & 0.306357 \tabularnewline
51 & -0.0532 & -0.5019 & 0.308493 \tabularnewline
52 & 0.024208 & 0.2284 & 0.40994 \tabularnewline
53 & 0.033114 & 0.3124 & 0.377736 \tabularnewline
54 & 0.00129 & 0.0122 & 0.495159 \tabularnewline
55 & 0.038587 & 0.364 & 0.358348 \tabularnewline
56 & -0.009822 & -0.0927 & 0.463191 \tabularnewline
57 & 0.015725 & 0.1484 & 0.4412 \tabularnewline
58 & 0.016404 & 0.1548 & 0.438682 \tabularnewline
59 & 0.041473 & 0.3913 & 0.348271 \tabularnewline
60 & -0.092056 & -0.8685 & 0.193742 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112714&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]-0.196193[/C][C]-1.8509[/C][C]0.033752[/C][/ROW]
[ROW][C]2[/C][C]-0.160107[/C][C]-1.5105[/C][C]0.067235[/C][/ROW]
[ROW][C]3[/C][C]-0.015036[/C][C]-0.1419[/C][C]0.443759[/C][/ROW]
[ROW][C]4[/C][C]-0.000414[/C][C]-0.0039[/C][C]0.498446[/C][/ROW]
[ROW][C]5[/C][C]0.054108[/C][C]0.5105[/C][C]0.305499[/C][/ROW]
[ROW][C]6[/C][C]0.170603[/C][C]1.6095[/C][C]0.055528[/C][/ROW]
[ROW][C]7[/C][C]0.060176[/C][C]0.5677[/C][C]0.285834[/C][/ROW]
[ROW][C]8[/C][C]-0.208548[/C][C]-1.9674[/C][C]0.026123[/C][/ROW]
[ROW][C]9[/C][C]0.057475[/C][C]0.5422[/C][C]0.294512[/C][/ROW]
[ROW][C]10[/C][C]0.042169[/C][C]0.3978[/C][C]0.345857[/C][/ROW]
[ROW][C]11[/C][C]0.022275[/C][C]0.2101[/C][C]0.417018[/C][/ROW]
[ROW][C]12[/C][C]-0.077692[/C][C]-0.7329[/C][C]0.232759[/C][/ROW]
[ROW][C]13[/C][C]-0.037312[/C][C]-0.352[/C][C]0.362837[/C][/ROW]
[ROW][C]14[/C][C]-0.213982[/C][C]-2.0187[/C][C]0.023264[/C][/ROW]
[ROW][C]15[/C][C]-0.119295[/C][C]-1.1254[/C][C]0.131718[/C][/ROW]
[ROW][C]16[/C][C]0.045462[/C][C]0.4289[/C][C]0.33452[/C][/ROW]
[ROW][C]17[/C][C]0.010784[/C][C]0.1017[/C][C]0.459598[/C][/ROW]
[ROW][C]18[/C][C]0.129085[/C][C]1.2178[/C][C]0.113262[/C][/ROW]
[ROW][C]19[/C][C]-0.016187[/C][C]-0.1527[/C][C]0.439489[/C][/ROW]
[ROW][C]20[/C][C]0.007539[/C][C]0.0711[/C][C]0.47173[/C][/ROW]
[ROW][C]21[/C][C]0.012506[/C][C]0.118[/C][C]0.453174[/C][/ROW]
[ROW][C]22[/C][C]0.031707[/C][C]0.2991[/C][C]0.382773[/C][/ROW]
[ROW][C]23[/C][C]0.030045[/C][C]0.2834[/C][C]0.388748[/C][/ROW]
[ROW][C]24[/C][C]0.157162[/C][C]1.4827[/C][C]0.070848[/C][/ROW]
[ROW][C]25[/C][C]-0.020445[/C][C]-0.1929[/C][C]0.423746[/C][/ROW]
[ROW][C]26[/C][C]-0.014668[/C][C]-0.1384[/C][C]0.445126[/C][/ROW]
[ROW][C]27[/C][C]-0.079736[/C][C]-0.7522[/C][C]0.22695[/C][/ROW]
[ROW][C]28[/C][C]0.095092[/C][C]0.8971[/C][C]0.186044[/C][/ROW]
[ROW][C]29[/C][C]-0.040123[/C][C]-0.3785[/C][C]0.352972[/C][/ROW]
[ROW][C]30[/C][C]-0.044918[/C][C]-0.4238[/C][C]0.336384[/C][/ROW]
[ROW][C]31[/C][C]-0.046829[/C][C]-0.4418[/C][C]0.329859[/C][/ROW]
[ROW][C]32[/C][C]-0.076511[/C][C]-0.7218[/C][C]0.236154[/C][/ROW]
[ROW][C]33[/C][C]-0.003888[/C][C]-0.0367[/C][C]0.485411[/C][/ROW]
[ROW][C]34[/C][C]0.093763[/C][C]0.8846[/C][C]0.18939[/C][/ROW]
[ROW][C]35[/C][C]-0.057281[/C][C]-0.5404[/C][C]0.295141[/C][/ROW]
[ROW][C]36[/C][C]-0.008284[/C][C]-0.0781[/C][C]0.468943[/C][/ROW]
[ROW][C]37[/C][C]-0.119244[/C][C]-1.1249[/C][C]0.131819[/C][/ROW]
[ROW][C]38[/C][C]-0.005675[/C][C]-0.0535[/C][C]0.478712[/C][/ROW]
[ROW][C]39[/C][C]-0.02726[/C][C]-0.2572[/C][C]0.398819[/C][/ROW]
[ROW][C]40[/C][C]-0.010866[/C][C]-0.1025[/C][C]0.459292[/C][/ROW]
[ROW][C]41[/C][C]-0.009124[/C][C]-0.0861[/C][C]0.465801[/C][/ROW]
[ROW][C]42[/C][C]-0.01441[/C][C]-0.1359[/C][C]0.446085[/C][/ROW]
[ROW][C]43[/C][C]-0.077805[/C][C]-0.734[/C][C]0.232435[/C][/ROW]
[ROW][C]44[/C][C]-0.140482[/C][C]-1.3253[/C][C]0.094232[/C][/ROW]
[ROW][C]45[/C][C]-0.055292[/C][C]-0.5216[/C][C]0.301613[/C][/ROW]
[ROW][C]46[/C][C]-0.016561[/C][C]-0.1562[/C][C]0.438102[/C][/ROW]
[ROW][C]47[/C][C]0.05786[/C][C]0.5459[/C][C]0.293267[/C][/ROW]
[ROW][C]48[/C][C]-0.010426[/C][C]-0.0984[/C][C]0.460935[/C][/ROW]
[ROW][C]49[/C][C]-0.110565[/C][C]-1.0431[/C][C]0.149871[/C][/ROW]
[ROW][C]50[/C][C]-0.053847[/C][C]-0.508[/C][C]0.306357[/C][/ROW]
[ROW][C]51[/C][C]-0.0532[/C][C]-0.5019[/C][C]0.308493[/C][/ROW]
[ROW][C]52[/C][C]0.024208[/C][C]0.2284[/C][C]0.40994[/C][/ROW]
[ROW][C]53[/C][C]0.033114[/C][C]0.3124[/C][C]0.377736[/C][/ROW]
[ROW][C]54[/C][C]0.00129[/C][C]0.0122[/C][C]0.495159[/C][/ROW]
[ROW][C]55[/C][C]0.038587[/C][C]0.364[/C][C]0.358348[/C][/ROW]
[ROW][C]56[/C][C]-0.009822[/C][C]-0.0927[/C][C]0.463191[/C][/ROW]
[ROW][C]57[/C][C]0.015725[/C][C]0.1484[/C][C]0.4412[/C][/ROW]
[ROW][C]58[/C][C]0.016404[/C][C]0.1548[/C][C]0.438682[/C][/ROW]
[ROW][C]59[/C][C]0.041473[/C][C]0.3913[/C][C]0.348271[/C][/ROW]
[ROW][C]60[/C][C]-0.092056[/C][C]-0.8685[/C][C]0.193742[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112714&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112714&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	-0.196193	-1.8509	0.033752
2	-0.160107	-1.5105	0.067235
3	-0.015036	-0.1419	0.443759
4	-0.000414	-0.0039	0.498446
5	0.054108	0.5105	0.305499
6	0.170603	1.6095	0.055528
7	0.060176	0.5677	0.285834
8	-0.208548	-1.9674	0.026123
9	0.057475	0.5422	0.294512
10	0.042169	0.3978	0.345857
11	0.022275	0.2101	0.417018
12	-0.077692	-0.7329	0.232759
13	-0.037312	-0.352	0.362837
14	-0.213982	-2.0187	0.023264
15	-0.119295	-1.1254	0.131718
16	0.045462	0.4289	0.33452
17	0.010784	0.1017	0.459598
18	0.129085	1.2178	0.113262
19	-0.016187	-0.1527	0.439489
20	0.007539	0.0711	0.47173
21	0.012506	0.118	0.453174
22	0.031707	0.2991	0.382773
23	0.030045	0.2834	0.388748
24	0.157162	1.4827	0.070848
25	-0.020445	-0.1929	0.423746
26	-0.014668	-0.1384	0.445126
27	-0.079736	-0.7522	0.22695
28	0.095092	0.8971	0.186044
29	-0.040123	-0.3785	0.352972
30	-0.044918	-0.4238	0.336384
31	-0.046829	-0.4418	0.329859
32	-0.076511	-0.7218	0.236154
33	-0.003888	-0.0367	0.485411
34	0.093763	0.8846	0.18939
35	-0.057281	-0.5404	0.295141
36	-0.008284	-0.0781	0.468943
37	-0.119244	-1.1249	0.131819
38	-0.005675	-0.0535	0.478712
39	-0.02726	-0.2572	0.398819
40	-0.010866	-0.1025	0.459292
41	-0.009124	-0.0861	0.465801
42	-0.01441	-0.1359	0.446085
43	-0.077805	-0.734	0.232435
44	-0.140482	-1.3253	0.094232
45	-0.055292	-0.5216	0.301613
46	-0.016561	-0.1562	0.438102
47	0.05786	0.5459	0.293267
48	-0.010426	-0.0984	0.460935
49	-0.110565	-1.0431	0.149871
50	-0.053847	-0.508	0.306357
51	-0.0532	-0.5019	0.308493
52	0.024208	0.2284	0.40994
53	0.033114	0.3124	0.377736
54	0.00129	0.0122	0.495159
55	0.038587	0.364	0.358348
56	-0.009822	-0.0927	0.463191
57	0.015725	0.1484	0.4412
58	0.016404	0.1548	0.438682
59	0.041473	0.3913	0.348271
60	-0.092056	-0.8685	0.193742

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