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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 20 Dec 2010 19:31:04 +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/20/t1292873538j9ub4hcksxwk8ie.htm/, Retrieved Sat, 04 May 2024 03:42:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113081, Retrieved Sat, 04 May 2024 03:42:54 +0000

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User-defined keywords

Estimated Impact

153

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

-     [(Partial) Autocorrelation Function] [] [2010-12-13 08:35:23] [21eff0c210342db4afbdafe426a7c254]
-   PD  [(Partial) Autocorrelation Function] [] [2010-12-13 09:29:04] [21eff0c210342db4afbdafe426a7c254]
-    D    [(Partial) Autocorrelation Function] [] [2010-12-13 10:05:17] [21eff0c210342db4afbdafe426a7c254]
- RM D      [ARIMA Forecasting] [] [2010-12-13 10:48:48] [21eff0c210342db4afbdafe426a7c254]
- RMPD        [Univariate Data Series] [] [2010-12-13 20:53:52] [21eff0c210342db4afbdafe426a7c254]
- RMPD          [Histogram] [] [2010-12-14 14:33:39] [21eff0c210342db4afbdafe426a7c254]
- RMPD            [Univariate Explorative Data Analysis] [] [2010-12-16 14:27:05] [de4adef75375d243bafd27c3fb0ddf4c]
- RMPD                [(Partial) Autocorrelation Function] [] [2010-12-20 19:31:04] [13a73be5002723d89d3723d5fe97baf8] [Current]

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Dataseries X:

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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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113081&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113081&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113081&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.199164	-1.5168	0.067376
2	0.051532	0.3925	0.34808
3	-0.232591	-1.7714	0.040878
4	-0.289694	-2.2062	0.015671
5	0.02507	0.1909	0.424626
6	-0.051532	-0.3925	0.34808
7	0.24234	1.8456	0.035028
8	0.090529	0.6895	0.246645
9	-0.072423	-0.5516	0.291684
10	0.02507	0.1909	0.424626
11	0.012535	0.0955	0.462138
12	-0.008357	-0.0636	0.474737
13	-0.086351	-0.6576	0.256689
14	0.005571	0.0424	0.483152
15	-0.059889	-0.4561	0.325011
16	0.009749	0.0742	0.470534
17	0.112813	0.8592	0.196894
18	0.018106	0.1379	0.445402
19	0.04039	0.3076	0.379744
20	-0.143454	-1.0925	0.139562
21	-0.047354	-0.3606	0.359841
22	-0.04039	-0.3076	0.379744
23	0.026462	0.2015	0.420494
24	0.091922	0.7001	0.243345
25	0.054318	0.4137	0.340321
26	0.111421	0.8486	0.199809
27	-0.16156	-1.2304	0.111757
28	-0.041783	-0.3182	0.375735
29	-0.013928	-0.1061	0.457947
30	-0.158774	-1.2092	0.115748
31	0.119777	0.9122	0.182721
32	0.086351	0.6576	0.256689
33	0.041783	0.3182	0.375735
34	0.101671	0.7743	0.220948
35	-0.119777	-0.9122	0.182721
36	0.04039	0.3076	0.379744
37	-0.142061	-1.0819	0.141886
38	-0.048747	-0.3712	0.355905
39	0.091922	0.7001	0.243345
40	-0.013928	-0.1061	0.457947
41	0.018106	0.1379	0.445402
42	0.045961	0.35	0.363793
43	0.009749	0.0742	0.470534
44	0.029248	0.2227	0.412258
45	-0.034819	-0.2652	0.395908
46	-0.020891	-0.1591	0.43707
47	-0.048747	-0.3712	0.355905
48	0.009749	0.0742	0.470534
49	-0.002786	-0.0212	0.491574
50	0.012535	0.0955	0.462138
51	0.037604	0.2864	0.387801
52	-0.002786	-0.0212	0.491574
53	0.013928	0.1061	0.457947
54	-0.041783	-0.3182	0.375735
55	0.009749	0.0742	0.470534
56	-0.011142	-0.0849	0.466334
57	0.008357	0.0636	0.474737
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.199164 & -1.5168 & 0.067376 \tabularnewline
2 & 0.051532 & 0.3925 & 0.34808 \tabularnewline
3 & -0.232591 & -1.7714 & 0.040878 \tabularnewline
4 & -0.289694 & -2.2062 & 0.015671 \tabularnewline
5 & 0.02507 & 0.1909 & 0.424626 \tabularnewline
6 & -0.051532 & -0.3925 & 0.34808 \tabularnewline
7 & 0.24234 & 1.8456 & 0.035028 \tabularnewline
8 & 0.090529 & 0.6895 & 0.246645 \tabularnewline
9 & -0.072423 & -0.5516 & 0.291684 \tabularnewline
10 & 0.02507 & 0.1909 & 0.424626 \tabularnewline
11 & 0.012535 & 0.0955 & 0.462138 \tabularnewline
12 & -0.008357 & -0.0636 & 0.474737 \tabularnewline
13 & -0.086351 & -0.6576 & 0.256689 \tabularnewline
14 & 0.005571 & 0.0424 & 0.483152 \tabularnewline
15 & -0.059889 & -0.4561 & 0.325011 \tabularnewline
16 & 0.009749 & 0.0742 & 0.470534 \tabularnewline
17 & 0.112813 & 0.8592 & 0.196894 \tabularnewline
18 & 0.018106 & 0.1379 & 0.445402 \tabularnewline
19 & 0.04039 & 0.3076 & 0.379744 \tabularnewline
20 & -0.143454 & -1.0925 & 0.139562 \tabularnewline
21 & -0.047354 & -0.3606 & 0.359841 \tabularnewline
22 & -0.04039 & -0.3076 & 0.379744 \tabularnewline
23 & 0.026462 & 0.2015 & 0.420494 \tabularnewline
24 & 0.091922 & 0.7001 & 0.243345 \tabularnewline
25 & 0.054318 & 0.4137 & 0.340321 \tabularnewline
26 & 0.111421 & 0.8486 & 0.199809 \tabularnewline
27 & -0.16156 & -1.2304 & 0.111757 \tabularnewline
28 & -0.041783 & -0.3182 & 0.375735 \tabularnewline
29 & -0.013928 & -0.1061 & 0.457947 \tabularnewline
30 & -0.158774 & -1.2092 & 0.115748 \tabularnewline
31 & 0.119777 & 0.9122 & 0.182721 \tabularnewline
32 & 0.086351 & 0.6576 & 0.256689 \tabularnewline
33 & 0.041783 & 0.3182 & 0.375735 \tabularnewline
34 & 0.101671 & 0.7743 & 0.220948 \tabularnewline
35 & -0.119777 & -0.9122 & 0.182721 \tabularnewline
36 & 0.04039 & 0.3076 & 0.379744 \tabularnewline
37 & -0.142061 & -1.0819 & 0.141886 \tabularnewline
38 & -0.048747 & -0.3712 & 0.355905 \tabularnewline
39 & 0.091922 & 0.7001 & 0.243345 \tabularnewline
40 & -0.013928 & -0.1061 & 0.457947 \tabularnewline
41 & 0.018106 & 0.1379 & 0.445402 \tabularnewline
42 & 0.045961 & 0.35 & 0.363793 \tabularnewline
43 & 0.009749 & 0.0742 & 0.470534 \tabularnewline
44 & 0.029248 & 0.2227 & 0.412258 \tabularnewline
45 & -0.034819 & -0.2652 & 0.395908 \tabularnewline
46 & -0.020891 & -0.1591 & 0.43707 \tabularnewline
47 & -0.048747 & -0.3712 & 0.355905 \tabularnewline
48 & 0.009749 & 0.0742 & 0.470534 \tabularnewline
49 & -0.002786 & -0.0212 & 0.491574 \tabularnewline
50 & 0.012535 & 0.0955 & 0.462138 \tabularnewline
51 & 0.037604 & 0.2864 & 0.387801 \tabularnewline
52 & -0.002786 & -0.0212 & 0.491574 \tabularnewline
53 & 0.013928 & 0.1061 & 0.457947 \tabularnewline
54 & -0.041783 & -0.3182 & 0.375735 \tabularnewline
55 & 0.009749 & 0.0742 & 0.470534 \tabularnewline
56 & -0.011142 & -0.0849 & 0.466334 \tabularnewline
57 & 0.008357 & 0.0636 & 0.474737 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113081&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]-0.199164[/C][C]-1.5168[/C][C]0.067376[/C][/ROW]
[ROW][C]2[/C][C]0.051532[/C][C]0.3925[/C][C]0.34808[/C][/ROW]
[ROW][C]3[/C][C]-0.232591[/C][C]-1.7714[/C][C]0.040878[/C][/ROW]
[ROW][C]4[/C][C]-0.289694[/C][C]-2.2062[/C][C]0.015671[/C][/ROW]
[ROW][C]5[/C][C]0.02507[/C][C]0.1909[/C][C]0.424626[/C][/ROW]
[ROW][C]6[/C][C]-0.051532[/C][C]-0.3925[/C][C]0.34808[/C][/ROW]
[ROW][C]7[/C][C]0.24234[/C][C]1.8456[/C][C]0.035028[/C][/ROW]
[ROW][C]8[/C][C]0.090529[/C][C]0.6895[/C][C]0.246645[/C][/ROW]
[ROW][C]9[/C][C]-0.072423[/C][C]-0.5516[/C][C]0.291684[/C][/ROW]
[ROW][C]10[/C][C]0.02507[/C][C]0.1909[/C][C]0.424626[/C][/ROW]
[ROW][C]11[/C][C]0.012535[/C][C]0.0955[/C][C]0.462138[/C][/ROW]
[ROW][C]12[/C][C]-0.008357[/C][C]-0.0636[/C][C]0.474737[/C][/ROW]
[ROW][C]13[/C][C]-0.086351[/C][C]-0.6576[/C][C]0.256689[/C][/ROW]
[ROW][C]14[/C][C]0.005571[/C][C]0.0424[/C][C]0.483152[/C][/ROW]
[ROW][C]15[/C][C]-0.059889[/C][C]-0.4561[/C][C]0.325011[/C][/ROW]
[ROW][C]16[/C][C]0.009749[/C][C]0.0742[/C][C]0.470534[/C][/ROW]
[ROW][C]17[/C][C]0.112813[/C][C]0.8592[/C][C]0.196894[/C][/ROW]
[ROW][C]18[/C][C]0.018106[/C][C]0.1379[/C][C]0.445402[/C][/ROW]
[ROW][C]19[/C][C]0.04039[/C][C]0.3076[/C][C]0.379744[/C][/ROW]
[ROW][C]20[/C][C]-0.143454[/C][C]-1.0925[/C][C]0.139562[/C][/ROW]
[ROW][C]21[/C][C]-0.047354[/C][C]-0.3606[/C][C]0.359841[/C][/ROW]
[ROW][C]22[/C][C]-0.04039[/C][C]-0.3076[/C][C]0.379744[/C][/ROW]
[ROW][C]23[/C][C]0.026462[/C][C]0.2015[/C][C]0.420494[/C][/ROW]
[ROW][C]24[/C][C]0.091922[/C][C]0.7001[/C][C]0.243345[/C][/ROW]
[ROW][C]25[/C][C]0.054318[/C][C]0.4137[/C][C]0.340321[/C][/ROW]
[ROW][C]26[/C][C]0.111421[/C][C]0.8486[/C][C]0.199809[/C][/ROW]
[ROW][C]27[/C][C]-0.16156[/C][C]-1.2304[/C][C]0.111757[/C][/ROW]
[ROW][C]28[/C][C]-0.041783[/C][C]-0.3182[/C][C]0.375735[/C][/ROW]
[ROW][C]29[/C][C]-0.013928[/C][C]-0.1061[/C][C]0.457947[/C][/ROW]
[ROW][C]30[/C][C]-0.158774[/C][C]-1.2092[/C][C]0.115748[/C][/ROW]
[ROW][C]31[/C][C]0.119777[/C][C]0.9122[/C][C]0.182721[/C][/ROW]
[ROW][C]32[/C][C]0.086351[/C][C]0.6576[/C][C]0.256689[/C][/ROW]
[ROW][C]33[/C][C]0.041783[/C][C]0.3182[/C][C]0.375735[/C][/ROW]
[ROW][C]34[/C][C]0.101671[/C][C]0.7743[/C][C]0.220948[/C][/ROW]
[ROW][C]35[/C][C]-0.119777[/C][C]-0.9122[/C][C]0.182721[/C][/ROW]
[ROW][C]36[/C][C]0.04039[/C][C]0.3076[/C][C]0.379744[/C][/ROW]
[ROW][C]37[/C][C]-0.142061[/C][C]-1.0819[/C][C]0.141886[/C][/ROW]
[ROW][C]38[/C][C]-0.048747[/C][C]-0.3712[/C][C]0.355905[/C][/ROW]
[ROW][C]39[/C][C]0.091922[/C][C]0.7001[/C][C]0.243345[/C][/ROW]
[ROW][C]40[/C][C]-0.013928[/C][C]-0.1061[/C][C]0.457947[/C][/ROW]
[ROW][C]41[/C][C]0.018106[/C][C]0.1379[/C][C]0.445402[/C][/ROW]
[ROW][C]42[/C][C]0.045961[/C][C]0.35[/C][C]0.363793[/C][/ROW]
[ROW][C]43[/C][C]0.009749[/C][C]0.0742[/C][C]0.470534[/C][/ROW]
[ROW][C]44[/C][C]0.029248[/C][C]0.2227[/C][C]0.412258[/C][/ROW]
[ROW][C]45[/C][C]-0.034819[/C][C]-0.2652[/C][C]0.395908[/C][/ROW]
[ROW][C]46[/C][C]-0.020891[/C][C]-0.1591[/C][C]0.43707[/C][/ROW]
[ROW][C]47[/C][C]-0.048747[/C][C]-0.3712[/C][C]0.355905[/C][/ROW]
[ROW][C]48[/C][C]0.009749[/C][C]0.0742[/C][C]0.470534[/C][/ROW]
[ROW][C]49[/C][C]-0.002786[/C][C]-0.0212[/C][C]0.491574[/C][/ROW]
[ROW][C]50[/C][C]0.012535[/C][C]0.0955[/C][C]0.462138[/C][/ROW]
[ROW][C]51[/C][C]0.037604[/C][C]0.2864[/C][C]0.387801[/C][/ROW]
[ROW][C]52[/C][C]-0.002786[/C][C]-0.0212[/C][C]0.491574[/C][/ROW]
[ROW][C]53[/C][C]0.013928[/C][C]0.1061[/C][C]0.457947[/C][/ROW]
[ROW][C]54[/C][C]-0.041783[/C][C]-0.3182[/C][C]0.375735[/C][/ROW]
[ROW][C]55[/C][C]0.009749[/C][C]0.0742[/C][C]0.470534[/C][/ROW]
[ROW][C]56[/C][C]-0.011142[/C][C]-0.0849[/C][C]0.466334[/C][/ROW]
[ROW][C]57[/C][C]0.008357[/C][C]0.0636[/C][C]0.474737[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=113081&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113081&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	-0.199164	-1.5168	0.067376
2	0.051532	0.3925	0.34808
3	-0.232591	-1.7714	0.040878
4	-0.289694	-2.2062	0.015671
5	0.02507	0.1909	0.424626
6	-0.051532	-0.3925	0.34808
7	0.24234	1.8456	0.035028
8	0.090529	0.6895	0.246645
9	-0.072423	-0.5516	0.291684
10	0.02507	0.1909	0.424626
11	0.012535	0.0955	0.462138
12	-0.008357	-0.0636	0.474737
13	-0.086351	-0.6576	0.256689
14	0.005571	0.0424	0.483152
15	-0.059889	-0.4561	0.325011
16	0.009749	0.0742	0.470534
17	0.112813	0.8592	0.196894
18	0.018106	0.1379	0.445402
19	0.04039	0.3076	0.379744
20	-0.143454	-1.0925	0.139562
21	-0.047354	-0.3606	0.359841
22	-0.04039	-0.3076	0.379744
23	0.026462	0.2015	0.420494
24	0.091922	0.7001	0.243345
25	0.054318	0.4137	0.340321
26	0.111421	0.8486	0.199809
27	-0.16156	-1.2304	0.111757
28	-0.041783	-0.3182	0.375735
29	-0.013928	-0.1061	0.457947
30	-0.158774	-1.2092	0.115748
31	0.119777	0.9122	0.182721
32	0.086351	0.6576	0.256689
33	0.041783	0.3182	0.375735
34	0.101671	0.7743	0.220948
35	-0.119777	-0.9122	0.182721
36	0.04039	0.3076	0.379744
37	-0.142061	-1.0819	0.141886
38	-0.048747	-0.3712	0.355905
39	0.091922	0.7001	0.243345
40	-0.013928	-0.1061	0.457947
41	0.018106	0.1379	0.445402
42	0.045961	0.35	0.363793
43	0.009749	0.0742	0.470534
44	0.029248	0.2227	0.412258
45	-0.034819	-0.2652	0.395908
46	-0.020891	-0.1591	0.43707
47	-0.048747	-0.3712	0.355905
48	0.009749	0.0742	0.470534
49	-0.002786	-0.0212	0.491574
50	0.012535	0.0955	0.462138
51	0.037604	0.2864	0.387801
52	-0.002786	-0.0212	0.491574
53	0.013928	0.1061	0.457947
54	-0.041783	-0.3182	0.375735
55	0.009749	0.0742	0.470534
56	-0.011142	-0.0849	0.466334
57	0.008357	0.0636	0.474737
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.199164	-1.5168	0.067376
2	0.012356	0.0941	0.462678
3	-0.229115	-1.7449	0.043151
4	-0.416289	-3.1704	0.001216
5	-0.181413	-1.3816	0.086197
6	-0.217335	-1.6552	0.051646
7	-0.042788	-0.3259	0.372849
8	-0.023547	-0.1793	0.429152
9	-0.185493	-1.4127	0.081548
10	-0.057472	-0.4377	0.331617
11	0.176686	1.3456	0.091834
12	0.115535	0.8799	0.191275
13	-0.062919	-0.4792	0.316808
14	0.03763	0.2866	0.387726
15	0.006201	0.0472	0.481247
16	-0.002873	-0.0219	0.491308
17	0.107565	0.8192	0.208015
18	-0.009674	-0.0737	0.470761
19	-0.036573	-0.2785	0.390796
20	-0.080822	-0.6155	0.270309
21	-0.084511	-0.6436	0.261182
22	-0.136395	-1.0388	0.151615
23	-0.096586	-0.7356	0.232475
24	-0.101054	-0.7696	0.222329
25	-0.077284	-0.5886	0.279214
26	0.130769	0.9959	0.161717
27	-0.052391	-0.399	0.345679
28	-0.075935	-0.5783	0.28265
29	0.104608	0.7967	0.214445
30	-0.14	-1.0662	0.145374
31	-0.083746	-0.6378	0.26306
32	0.14951	1.1386	0.129769
33	-0.072403	-0.5514	0.291737
34	0.027524	0.2096	0.41735
35	0.078527	0.598	0.276069
36	0.017549	0.1337	0.44707
37	-0.039315	-0.2994	0.382846
38	0.037608	0.2864	0.387791
39	0.013863	0.1056	0.458141
40	-0.064484	-0.4911	0.312606
41	-0.064412	-0.4906	0.312798
42	-0.068971	-0.5253	0.300701
43	-0.103357	-0.7871	0.217201
44	0.047131	0.3589	0.360472
45	-0.024626	-0.1875	0.425944
46	-0.064243	-0.4893	0.31325
47	0.028235	0.215	0.415248
48	0.072175	0.5497	0.292328
49	0.001244	0.0095	0.496238
50	-0.055215	-0.4205	0.337835
51	-0.03352	-0.2553	0.399704
52	0.011845	0.0902	0.464215
53	0.069937	0.5326	0.298165
54	-0.020817	-0.1585	0.437293
55	-0.044602	-0.3397	0.367664
56	0.049353	0.3759	0.354194
57	-0.01965	-0.1497	0.44078
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.199164 & -1.5168 & 0.067376 \tabularnewline
2 & 0.012356 & 0.0941 & 0.462678 \tabularnewline
3 & -0.229115 & -1.7449 & 0.043151 \tabularnewline
4 & -0.416289 & -3.1704 & 0.001216 \tabularnewline
5 & -0.181413 & -1.3816 & 0.086197 \tabularnewline
6 & -0.217335 & -1.6552 & 0.051646 \tabularnewline
7 & -0.042788 & -0.3259 & 0.372849 \tabularnewline
8 & -0.023547 & -0.1793 & 0.429152 \tabularnewline
9 & -0.185493 & -1.4127 & 0.081548 \tabularnewline
10 & -0.057472 & -0.4377 & 0.331617 \tabularnewline
11 & 0.176686 & 1.3456 & 0.091834 \tabularnewline
12 & 0.115535 & 0.8799 & 0.191275 \tabularnewline
13 & -0.062919 & -0.4792 & 0.316808 \tabularnewline
14 & 0.03763 & 0.2866 & 0.387726 \tabularnewline
15 & 0.006201 & 0.0472 & 0.481247 \tabularnewline
16 & -0.002873 & -0.0219 & 0.491308 \tabularnewline
17 & 0.107565 & 0.8192 & 0.208015 \tabularnewline
18 & -0.009674 & -0.0737 & 0.470761 \tabularnewline
19 & -0.036573 & -0.2785 & 0.390796 \tabularnewline
20 & -0.080822 & -0.6155 & 0.270309 \tabularnewline
21 & -0.084511 & -0.6436 & 0.261182 \tabularnewline
22 & -0.136395 & -1.0388 & 0.151615 \tabularnewline
23 & -0.096586 & -0.7356 & 0.232475 \tabularnewline
24 & -0.101054 & -0.7696 & 0.222329 \tabularnewline
25 & -0.077284 & -0.5886 & 0.279214 \tabularnewline
26 & 0.130769 & 0.9959 & 0.161717 \tabularnewline
27 & -0.052391 & -0.399 & 0.345679 \tabularnewline
28 & -0.075935 & -0.5783 & 0.28265 \tabularnewline
29 & 0.104608 & 0.7967 & 0.214445 \tabularnewline
30 & -0.14 & -1.0662 & 0.145374 \tabularnewline
31 & -0.083746 & -0.6378 & 0.26306 \tabularnewline
32 & 0.14951 & 1.1386 & 0.129769 \tabularnewline
33 & -0.072403 & -0.5514 & 0.291737 \tabularnewline
34 & 0.027524 & 0.2096 & 0.41735 \tabularnewline
35 & 0.078527 & 0.598 & 0.276069 \tabularnewline
36 & 0.017549 & 0.1337 & 0.44707 \tabularnewline
37 & -0.039315 & -0.2994 & 0.382846 \tabularnewline
38 & 0.037608 & 0.2864 & 0.387791 \tabularnewline
39 & 0.013863 & 0.1056 & 0.458141 \tabularnewline
40 & -0.064484 & -0.4911 & 0.312606 \tabularnewline
41 & -0.064412 & -0.4906 & 0.312798 \tabularnewline
42 & -0.068971 & -0.5253 & 0.300701 \tabularnewline
43 & -0.103357 & -0.7871 & 0.217201 \tabularnewline
44 & 0.047131 & 0.3589 & 0.360472 \tabularnewline
45 & -0.024626 & -0.1875 & 0.425944 \tabularnewline
46 & -0.064243 & -0.4893 & 0.31325 \tabularnewline
47 & 0.028235 & 0.215 & 0.415248 \tabularnewline
48 & 0.072175 & 0.5497 & 0.292328 \tabularnewline
49 & 0.001244 & 0.0095 & 0.496238 \tabularnewline
50 & -0.055215 & -0.4205 & 0.337835 \tabularnewline
51 & -0.03352 & -0.2553 & 0.399704 \tabularnewline
52 & 0.011845 & 0.0902 & 0.464215 \tabularnewline
53 & 0.069937 & 0.5326 & 0.298165 \tabularnewline
54 & -0.020817 & -0.1585 & 0.437293 \tabularnewline
55 & -0.044602 & -0.3397 & 0.367664 \tabularnewline
56 & 0.049353 & 0.3759 & 0.354194 \tabularnewline
57 & -0.01965 & -0.1497 & 0.44078 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113081&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]-0.199164[/C][C]-1.5168[/C][C]0.067376[/C][/ROW]
[ROW][C]2[/C][C]0.012356[/C][C]0.0941[/C][C]0.462678[/C][/ROW]
[ROW][C]3[/C][C]-0.229115[/C][C]-1.7449[/C][C]0.043151[/C][/ROW]
[ROW][C]4[/C][C]-0.416289[/C][C]-3.1704[/C][C]0.001216[/C][/ROW]
[ROW][C]5[/C][C]-0.181413[/C][C]-1.3816[/C][C]0.086197[/C][/ROW]
[ROW][C]6[/C][C]-0.217335[/C][C]-1.6552[/C][C]0.051646[/C][/ROW]
[ROW][C]7[/C][C]-0.042788[/C][C]-0.3259[/C][C]0.372849[/C][/ROW]
[ROW][C]8[/C][C]-0.023547[/C][C]-0.1793[/C][C]0.429152[/C][/ROW]
[ROW][C]9[/C][C]-0.185493[/C][C]-1.4127[/C][C]0.081548[/C][/ROW]
[ROW][C]10[/C][C]-0.057472[/C][C]-0.4377[/C][C]0.331617[/C][/ROW]
[ROW][C]11[/C][C]0.176686[/C][C]1.3456[/C][C]0.091834[/C][/ROW]
[ROW][C]12[/C][C]0.115535[/C][C]0.8799[/C][C]0.191275[/C][/ROW]
[ROW][C]13[/C][C]-0.062919[/C][C]-0.4792[/C][C]0.316808[/C][/ROW]
[ROW][C]14[/C][C]0.03763[/C][C]0.2866[/C][C]0.387726[/C][/ROW]
[ROW][C]15[/C][C]0.006201[/C][C]0.0472[/C][C]0.481247[/C][/ROW]
[ROW][C]16[/C][C]-0.002873[/C][C]-0.0219[/C][C]0.491308[/C][/ROW]
[ROW][C]17[/C][C]0.107565[/C][C]0.8192[/C][C]0.208015[/C][/ROW]
[ROW][C]18[/C][C]-0.009674[/C][C]-0.0737[/C][C]0.470761[/C][/ROW]
[ROW][C]19[/C][C]-0.036573[/C][C]-0.2785[/C][C]0.390796[/C][/ROW]
[ROW][C]20[/C][C]-0.080822[/C][C]-0.6155[/C][C]0.270309[/C][/ROW]
[ROW][C]21[/C][C]-0.084511[/C][C]-0.6436[/C][C]0.261182[/C][/ROW]
[ROW][C]22[/C][C]-0.136395[/C][C]-1.0388[/C][C]0.151615[/C][/ROW]
[ROW][C]23[/C][C]-0.096586[/C][C]-0.7356[/C][C]0.232475[/C][/ROW]
[ROW][C]24[/C][C]-0.101054[/C][C]-0.7696[/C][C]0.222329[/C][/ROW]
[ROW][C]25[/C][C]-0.077284[/C][C]-0.5886[/C][C]0.279214[/C][/ROW]
[ROW][C]26[/C][C]0.130769[/C][C]0.9959[/C][C]0.161717[/C][/ROW]
[ROW][C]27[/C][C]-0.052391[/C][C]-0.399[/C][C]0.345679[/C][/ROW]
[ROW][C]28[/C][C]-0.075935[/C][C]-0.5783[/C][C]0.28265[/C][/ROW]
[ROW][C]29[/C][C]0.104608[/C][C]0.7967[/C][C]0.214445[/C][/ROW]
[ROW][C]30[/C][C]-0.14[/C][C]-1.0662[/C][C]0.145374[/C][/ROW]
[ROW][C]31[/C][C]-0.083746[/C][C]-0.6378[/C][C]0.26306[/C][/ROW]
[ROW][C]32[/C][C]0.14951[/C][C]1.1386[/C][C]0.129769[/C][/ROW]
[ROW][C]33[/C][C]-0.072403[/C][C]-0.5514[/C][C]0.291737[/C][/ROW]
[ROW][C]34[/C][C]0.027524[/C][C]0.2096[/C][C]0.41735[/C][/ROW]
[ROW][C]35[/C][C]0.078527[/C][C]0.598[/C][C]0.276069[/C][/ROW]
[ROW][C]36[/C][C]0.017549[/C][C]0.1337[/C][C]0.44707[/C][/ROW]
[ROW][C]37[/C][C]-0.039315[/C][C]-0.2994[/C][C]0.382846[/C][/ROW]
[ROW][C]38[/C][C]0.037608[/C][C]0.2864[/C][C]0.387791[/C][/ROW]
[ROW][C]39[/C][C]0.013863[/C][C]0.1056[/C][C]0.458141[/C][/ROW]
[ROW][C]40[/C][C]-0.064484[/C][C]-0.4911[/C][C]0.312606[/C][/ROW]
[ROW][C]41[/C][C]-0.064412[/C][C]-0.4906[/C][C]0.312798[/C][/ROW]
[ROW][C]42[/C][C]-0.068971[/C][C]-0.5253[/C][C]0.300701[/C][/ROW]
[ROW][C]43[/C][C]-0.103357[/C][C]-0.7871[/C][C]0.217201[/C][/ROW]
[ROW][C]44[/C][C]0.047131[/C][C]0.3589[/C][C]0.360472[/C][/ROW]
[ROW][C]45[/C][C]-0.024626[/C][C]-0.1875[/C][C]0.425944[/C][/ROW]
[ROW][C]46[/C][C]-0.064243[/C][C]-0.4893[/C][C]0.31325[/C][/ROW]
[ROW][C]47[/C][C]0.028235[/C][C]0.215[/C][C]0.415248[/C][/ROW]
[ROW][C]48[/C][C]0.072175[/C][C]0.5497[/C][C]0.292328[/C][/ROW]
[ROW][C]49[/C][C]0.001244[/C][C]0.0095[/C][C]0.496238[/C][/ROW]
[ROW][C]50[/C][C]-0.055215[/C][C]-0.4205[/C][C]0.337835[/C][/ROW]
[ROW][C]51[/C][C]-0.03352[/C][C]-0.2553[/C][C]0.399704[/C][/ROW]
[ROW][C]52[/C][C]0.011845[/C][C]0.0902[/C][C]0.464215[/C][/ROW]
[ROW][C]53[/C][C]0.069937[/C][C]0.5326[/C][C]0.298165[/C][/ROW]
[ROW][C]54[/C][C]-0.020817[/C][C]-0.1585[/C][C]0.437293[/C][/ROW]
[ROW][C]55[/C][C]-0.044602[/C][C]-0.3397[/C][C]0.367664[/C][/ROW]
[ROW][C]56[/C][C]0.049353[/C][C]0.3759[/C][C]0.354194[/C][/ROW]
[ROW][C]57[/C][C]-0.01965[/C][C]-0.1497[/C][C]0.44078[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/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=113081&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113081&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	-0.199164	-1.5168	0.067376
2	0.012356	0.0941	0.462678
3	-0.229115	-1.7449	0.043151
4	-0.416289	-3.1704	0.001216
5	-0.181413	-1.3816	0.086197
6	-0.217335	-1.6552	0.051646
7	-0.042788	-0.3259	0.372849
8	-0.023547	-0.1793	0.429152
9	-0.185493	-1.4127	0.081548
10	-0.057472	-0.4377	0.331617
11	0.176686	1.3456	0.091834
12	0.115535	0.8799	0.191275
13	-0.062919	-0.4792	0.316808
14	0.03763	0.2866	0.387726
15	0.006201	0.0472	0.481247
16	-0.002873	-0.0219	0.491308
17	0.107565	0.8192	0.208015
18	-0.009674	-0.0737	0.470761
19	-0.036573	-0.2785	0.390796
20	-0.080822	-0.6155	0.270309
21	-0.084511	-0.6436	0.261182
22	-0.136395	-1.0388	0.151615
23	-0.096586	-0.7356	0.232475
24	-0.101054	-0.7696	0.222329
25	-0.077284	-0.5886	0.279214
26	0.130769	0.9959	0.161717
27	-0.052391	-0.399	0.345679
28	-0.075935	-0.5783	0.28265
29	0.104608	0.7967	0.214445
30	-0.14	-1.0662	0.145374
31	-0.083746	-0.6378	0.26306
32	0.14951	1.1386	0.129769
33	-0.072403	-0.5514	0.291737
34	0.027524	0.2096	0.41735
35	0.078527	0.598	0.276069
36	0.017549	0.1337	0.44707
37	-0.039315	-0.2994	0.382846
38	0.037608	0.2864	0.387791
39	0.013863	0.1056	0.458141
40	-0.064484	-0.4911	0.312606
41	-0.064412	-0.4906	0.312798
42	-0.068971	-0.5253	0.300701
43	-0.103357	-0.7871	0.217201
44	0.047131	0.3589	0.360472
45	-0.024626	-0.1875	0.425944
46	-0.064243	-0.4893	0.31325
47	0.028235	0.215	0.415248
48	0.072175	0.5497	0.292328
49	0.001244	0.0095	0.496238
50	-0.055215	-0.4205	0.337835
51	-0.03352	-0.2553	0.399704
52	0.011845	0.0902	0.464215
53	0.069937	0.5326	0.298165
54	-0.020817	-0.1585	0.437293
55	-0.044602	-0.3397	0.367664
56	0.049353	0.3759	0.354194
57	-0.01965	-0.1497	0.44078
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 2 ; 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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,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