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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 20 Dec 2010 19:46:13 +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/t1292874294kcftlaqiwu7xwbf.htm/, Retrieved Sat, 04 May 2024 02:52:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113096, Retrieved Sat, 04 May 2024 02:52:29 +0000

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User-defined keywords

Estimated Impact

134

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 19:46:13] [13a73be5002723d89d3723d5fe97baf8] [Current]
-   P                   [(Partial) Autocorrelation Function] [] [2010-12-21 15:20:18] [de4adef75375d243bafd27c3fb0ddf4c] 

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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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113096&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113096&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113096&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.967194	7.4919	0
2	0.914513	7.0838	0
3	0.853958	6.6147	0
4	0.794347	6.153	0
5	0.741728	5.7454	0
6	0.685571	5.3104	1e-06
7	0.620373	4.8054	5e-06
8	0.539616	4.1798	4.8e-05
9	0.447357	3.4652	0.000492
10	0.350253	2.7131	0.004344
11	0.251089	1.9449	0.028238
12	0.157388	1.2191	0.113785
13	0.072002	0.5577	0.289552
14	-0.010454	-0.081	0.467864
15	-0.086039	-0.6665	0.253838
16	-0.155591	-1.2052	0.116429
17	-0.222279	-1.7218	0.045132
18	-0.289121	-2.2395	0.01442
19	-0.35288	-2.7334	0.004113
20	-0.412047	-3.1917	0.001126
21	-0.456395	-3.5352	0.000396
22	-0.482987	-3.7412	0.000206
23	-0.490149	-3.7967	0.000172
24	-0.489421	-3.791	0.000175
25	-0.490156	-3.7967	0.000172
26	-0.492476	-3.8147	0.000162
27	-0.491708	-3.8088	0.000165
28	-0.479803	-3.7165	0.000223
29	-0.450472	-3.4893	0.000457
30	-0.407955	-3.16	0.001236
31	-0.359281	-2.783	0.003596
32	-0.313153	-2.4257	0.009152
33	-0.276055	-2.1383	0.018286
34	-0.244094	-1.8907	0.031745
35	-0.215782	-1.6714	0.049922
36	-0.184725	-1.4309	0.078827
37	-0.149045	-1.1545	0.126436
38	-0.110859	-0.8587	0.19696
39	-0.077066	-0.5969	0.276394
40	-0.051111	-0.3959	0.34679
41	-0.031737	-0.2458	0.403325
42	-0.017796	-0.1378	0.445412
43	-0.010856	-0.0841	0.466632
44	-0.000283	-0.0022	0.499128
45	0.010305	0.0798	0.468322
46	0.021139	0.1637	0.435242
47	0.033499	0.2595	0.398076
48	0.045089	0.3493	0.364058
49	0.054083	0.4189	0.338383
50	0.051095	0.3958	0.346836
51	0.044649	0.3458	0.365334
52	0.034569	0.2678	0.394897
53	0.024274	0.188	0.425744
54	0.017102	0.1325	0.447526
55	0.014612	0.1132	0.45513
56	0.01598	0.1238	0.450951
57	0.016354	0.1267	0.449809
58	0.015224	0.1179	0.453261
59	0.008412	0.0652	0.474133
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.967194 & 7.4919 & 0 \tabularnewline
2 & 0.914513 & 7.0838 & 0 \tabularnewline
3 & 0.853958 & 6.6147 & 0 \tabularnewline
4 & 0.794347 & 6.153 & 0 \tabularnewline
5 & 0.741728 & 5.7454 & 0 \tabularnewline
6 & 0.685571 & 5.3104 & 1e-06 \tabularnewline
7 & 0.620373 & 4.8054 & 5e-06 \tabularnewline
8 & 0.539616 & 4.1798 & 4.8e-05 \tabularnewline
9 & 0.447357 & 3.4652 & 0.000492 \tabularnewline
10 & 0.350253 & 2.7131 & 0.004344 \tabularnewline
11 & 0.251089 & 1.9449 & 0.028238 \tabularnewline
12 & 0.157388 & 1.2191 & 0.113785 \tabularnewline
13 & 0.072002 & 0.5577 & 0.289552 \tabularnewline
14 & -0.010454 & -0.081 & 0.467864 \tabularnewline
15 & -0.086039 & -0.6665 & 0.253838 \tabularnewline
16 & -0.155591 & -1.2052 & 0.116429 \tabularnewline
17 & -0.222279 & -1.7218 & 0.045132 \tabularnewline
18 & -0.289121 & -2.2395 & 0.01442 \tabularnewline
19 & -0.35288 & -2.7334 & 0.004113 \tabularnewline
20 & -0.412047 & -3.1917 & 0.001126 \tabularnewline
21 & -0.456395 & -3.5352 & 0.000396 \tabularnewline
22 & -0.482987 & -3.7412 & 0.000206 \tabularnewline
23 & -0.490149 & -3.7967 & 0.000172 \tabularnewline
24 & -0.489421 & -3.791 & 0.000175 \tabularnewline
25 & -0.490156 & -3.7967 & 0.000172 \tabularnewline
26 & -0.492476 & -3.8147 & 0.000162 \tabularnewline
27 & -0.491708 & -3.8088 & 0.000165 \tabularnewline
28 & -0.479803 & -3.7165 & 0.000223 \tabularnewline
29 & -0.450472 & -3.4893 & 0.000457 \tabularnewline
30 & -0.407955 & -3.16 & 0.001236 \tabularnewline
31 & -0.359281 & -2.783 & 0.003596 \tabularnewline
32 & -0.313153 & -2.4257 & 0.009152 \tabularnewline
33 & -0.276055 & -2.1383 & 0.018286 \tabularnewline
34 & -0.244094 & -1.8907 & 0.031745 \tabularnewline
35 & -0.215782 & -1.6714 & 0.049922 \tabularnewline
36 & -0.184725 & -1.4309 & 0.078827 \tabularnewline
37 & -0.149045 & -1.1545 & 0.126436 \tabularnewline
38 & -0.110859 & -0.8587 & 0.19696 \tabularnewline
39 & -0.077066 & -0.5969 & 0.276394 \tabularnewline
40 & -0.051111 & -0.3959 & 0.34679 \tabularnewline
41 & -0.031737 & -0.2458 & 0.403325 \tabularnewline
42 & -0.017796 & -0.1378 & 0.445412 \tabularnewline
43 & -0.010856 & -0.0841 & 0.466632 \tabularnewline
44 & -0.000283 & -0.0022 & 0.499128 \tabularnewline
45 & 0.010305 & 0.0798 & 0.468322 \tabularnewline
46 & 0.021139 & 0.1637 & 0.435242 \tabularnewline
47 & 0.033499 & 0.2595 & 0.398076 \tabularnewline
48 & 0.045089 & 0.3493 & 0.364058 \tabularnewline
49 & 0.054083 & 0.4189 & 0.338383 \tabularnewline
50 & 0.051095 & 0.3958 & 0.346836 \tabularnewline
51 & 0.044649 & 0.3458 & 0.365334 \tabularnewline
52 & 0.034569 & 0.2678 & 0.394897 \tabularnewline
53 & 0.024274 & 0.188 & 0.425744 \tabularnewline
54 & 0.017102 & 0.1325 & 0.447526 \tabularnewline
55 & 0.014612 & 0.1132 & 0.45513 \tabularnewline
56 & 0.01598 & 0.1238 & 0.450951 \tabularnewline
57 & 0.016354 & 0.1267 & 0.449809 \tabularnewline
58 & 0.015224 & 0.1179 & 0.453261 \tabularnewline
59 & 0.008412 & 0.0652 & 0.474133 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113096&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]0.967194[/C][C]7.4919[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.914513[/C][C]7.0838[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.853958[/C][C]6.6147[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.794347[/C][C]6.153[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.741728[/C][C]5.7454[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.685571[/C][C]5.3104[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.620373[/C][C]4.8054[/C][C]5e-06[/C][/ROW]
[ROW][C]8[/C][C]0.539616[/C][C]4.1798[/C][C]4.8e-05[/C][/ROW]
[ROW][C]9[/C][C]0.447357[/C][C]3.4652[/C][C]0.000492[/C][/ROW]
[ROW][C]10[/C][C]0.350253[/C][C]2.7131[/C][C]0.004344[/C][/ROW]
[ROW][C]11[/C][C]0.251089[/C][C]1.9449[/C][C]0.028238[/C][/ROW]
[ROW][C]12[/C][C]0.157388[/C][C]1.2191[/C][C]0.113785[/C][/ROW]
[ROW][C]13[/C][C]0.072002[/C][C]0.5577[/C][C]0.289552[/C][/ROW]
[ROW][C]14[/C][C]-0.010454[/C][C]-0.081[/C][C]0.467864[/C][/ROW]
[ROW][C]15[/C][C]-0.086039[/C][C]-0.6665[/C][C]0.253838[/C][/ROW]
[ROW][C]16[/C][C]-0.155591[/C][C]-1.2052[/C][C]0.116429[/C][/ROW]
[ROW][C]17[/C][C]-0.222279[/C][C]-1.7218[/C][C]0.045132[/C][/ROW]
[ROW][C]18[/C][C]-0.289121[/C][C]-2.2395[/C][C]0.01442[/C][/ROW]
[ROW][C]19[/C][C]-0.35288[/C][C]-2.7334[/C][C]0.004113[/C][/ROW]
[ROW][C]20[/C][C]-0.412047[/C][C]-3.1917[/C][C]0.001126[/C][/ROW]
[ROW][C]21[/C][C]-0.456395[/C][C]-3.5352[/C][C]0.000396[/C][/ROW]
[ROW][C]22[/C][C]-0.482987[/C][C]-3.7412[/C][C]0.000206[/C][/ROW]
[ROW][C]23[/C][C]-0.490149[/C][C]-3.7967[/C][C]0.000172[/C][/ROW]
[ROW][C]24[/C][C]-0.489421[/C][C]-3.791[/C][C]0.000175[/C][/ROW]
[ROW][C]25[/C][C]-0.490156[/C][C]-3.7967[/C][C]0.000172[/C][/ROW]
[ROW][C]26[/C][C]-0.492476[/C][C]-3.8147[/C][C]0.000162[/C][/ROW]
[ROW][C]27[/C][C]-0.491708[/C][C]-3.8088[/C][C]0.000165[/C][/ROW]
[ROW][C]28[/C][C]-0.479803[/C][C]-3.7165[/C][C]0.000223[/C][/ROW]
[ROW][C]29[/C][C]-0.450472[/C][C]-3.4893[/C][C]0.000457[/C][/ROW]
[ROW][C]30[/C][C]-0.407955[/C][C]-3.16[/C][C]0.001236[/C][/ROW]
[ROW][C]31[/C][C]-0.359281[/C][C]-2.783[/C][C]0.003596[/C][/ROW]
[ROW][C]32[/C][C]-0.313153[/C][C]-2.4257[/C][C]0.009152[/C][/ROW]
[ROW][C]33[/C][C]-0.276055[/C][C]-2.1383[/C][C]0.018286[/C][/ROW]
[ROW][C]34[/C][C]-0.244094[/C][C]-1.8907[/C][C]0.031745[/C][/ROW]
[ROW][C]35[/C][C]-0.215782[/C][C]-1.6714[/C][C]0.049922[/C][/ROW]
[ROW][C]36[/C][C]-0.184725[/C][C]-1.4309[/C][C]0.078827[/C][/ROW]
[ROW][C]37[/C][C]-0.149045[/C][C]-1.1545[/C][C]0.126436[/C][/ROW]
[ROW][C]38[/C][C]-0.110859[/C][C]-0.8587[/C][C]0.19696[/C][/ROW]
[ROW][C]39[/C][C]-0.077066[/C][C]-0.5969[/C][C]0.276394[/C][/ROW]
[ROW][C]40[/C][C]-0.051111[/C][C]-0.3959[/C][C]0.34679[/C][/ROW]
[ROW][C]41[/C][C]-0.031737[/C][C]-0.2458[/C][C]0.403325[/C][/ROW]
[ROW][C]42[/C][C]-0.017796[/C][C]-0.1378[/C][C]0.445412[/C][/ROW]
[ROW][C]43[/C][C]-0.010856[/C][C]-0.0841[/C][C]0.466632[/C][/ROW]
[ROW][C]44[/C][C]-0.000283[/C][C]-0.0022[/C][C]0.499128[/C][/ROW]
[ROW][C]45[/C][C]0.010305[/C][C]0.0798[/C][C]0.468322[/C][/ROW]
[ROW][C]46[/C][C]0.021139[/C][C]0.1637[/C][C]0.435242[/C][/ROW]
[ROW][C]47[/C][C]0.033499[/C][C]0.2595[/C][C]0.398076[/C][/ROW]
[ROW][C]48[/C][C]0.045089[/C][C]0.3493[/C][C]0.364058[/C][/ROW]
[ROW][C]49[/C][C]0.054083[/C][C]0.4189[/C][C]0.338383[/C][/ROW]
[ROW][C]50[/C][C]0.051095[/C][C]0.3958[/C][C]0.346836[/C][/ROW]
[ROW][C]51[/C][C]0.044649[/C][C]0.3458[/C][C]0.365334[/C][/ROW]
[ROW][C]52[/C][C]0.034569[/C][C]0.2678[/C][C]0.394897[/C][/ROW]
[ROW][C]53[/C][C]0.024274[/C][C]0.188[/C][C]0.425744[/C][/ROW]
[ROW][C]54[/C][C]0.017102[/C][C]0.1325[/C][C]0.447526[/C][/ROW]
[ROW][C]55[/C][C]0.014612[/C][C]0.1132[/C][C]0.45513[/C][/ROW]
[ROW][C]56[/C][C]0.01598[/C][C]0.1238[/C][C]0.450951[/C][/ROW]
[ROW][C]57[/C][C]0.016354[/C][C]0.1267[/C][C]0.449809[/C][/ROW]
[ROW][C]58[/C][C]0.015224[/C][C]0.1179[/C][C]0.453261[/C][/ROW]
[ROW][C]59[/C][C]0.008412[/C][C]0.0652[/C][C]0.474133[/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=113096&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113096&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	0.967194	7.4919	0
2	0.914513	7.0838	0
3	0.853958	6.6147	0
4	0.794347	6.153	0
5	0.741728	5.7454	0
6	0.685571	5.3104	1e-06
7	0.620373	4.8054	5e-06
8	0.539616	4.1798	4.8e-05
9	0.447357	3.4652	0.000492
10	0.350253	2.7131	0.004344
11	0.251089	1.9449	0.028238
12	0.157388	1.2191	0.113785
13	0.072002	0.5577	0.289552
14	-0.010454	-0.081	0.467864
15	-0.086039	-0.6665	0.253838
16	-0.155591	-1.2052	0.116429
17	-0.222279	-1.7218	0.045132
18	-0.289121	-2.2395	0.01442
19	-0.35288	-2.7334	0.004113
20	-0.412047	-3.1917	0.001126
21	-0.456395	-3.5352	0.000396
22	-0.482987	-3.7412	0.000206
23	-0.490149	-3.7967	0.000172
24	-0.489421	-3.791	0.000175
25	-0.490156	-3.7967	0.000172
26	-0.492476	-3.8147	0.000162
27	-0.491708	-3.8088	0.000165
28	-0.479803	-3.7165	0.000223
29	-0.450472	-3.4893	0.000457
30	-0.407955	-3.16	0.001236
31	-0.359281	-2.783	0.003596
32	-0.313153	-2.4257	0.009152
33	-0.276055	-2.1383	0.018286
34	-0.244094	-1.8907	0.031745
35	-0.215782	-1.6714	0.049922
36	-0.184725	-1.4309	0.078827
37	-0.149045	-1.1545	0.126436
38	-0.110859	-0.8587	0.19696
39	-0.077066	-0.5969	0.276394
40	-0.051111	-0.3959	0.34679
41	-0.031737	-0.2458	0.403325
42	-0.017796	-0.1378	0.445412
43	-0.010856	-0.0841	0.466632
44	-0.000283	-0.0022	0.499128
45	0.010305	0.0798	0.468322
46	0.021139	0.1637	0.435242
47	0.033499	0.2595	0.398076
48	0.045089	0.3493	0.364058
49	0.054083	0.4189	0.338383
50	0.051095	0.3958	0.346836
51	0.044649	0.3458	0.365334
52	0.034569	0.2678	0.394897
53	0.024274	0.188	0.425744
54	0.017102	0.1325	0.447526
55	0.014612	0.1132	0.45513
56	0.01598	0.1238	0.450951
57	0.016354	0.1267	0.449809
58	0.015224	0.1179	0.453261
59	0.008412	0.0652	0.474133
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.967194	7.4919	0
2	-0.324649	-2.5147	0.007305
3	-0.064289	-0.498	0.31016
4	0.031927	0.2473	0.402757
5	0.069126	0.5354	0.297159
6	-0.164346	-1.273	0.103961
7	-0.158498	-1.2277	0.112173
8	-0.21829	-1.6909	0.048025
9	-0.115049	-0.8912	0.1882
10	-0.09063	-0.702	0.242692
11	-0.124879	-0.9673	0.168637
12	-0.022548	-0.1747	0.430968
13	0.029894	0.2316	0.408835
14	-0.066817	-0.5176	0.303334
15	0.068279	0.5289	0.299418
16	0.050928	0.3945	0.34731
17	-0.032936	-0.2551	0.399752
18	-0.113463	-0.8789	0.191487
19	-0.029052	-0.225	0.411357
20	-0.072522	-0.5618	0.288189
21	0.104257	0.8076	0.211263
22	0.060377	0.4677	0.320854
23	0.124144	0.9616	0.17005
24	-0.050946	-0.3946	0.34726
25	-0.082527	-0.6392	0.262547
26	-0.048587	-0.3763	0.353992
27	0.046523	0.3604	0.35992
28	0.029931	0.2318	0.408725
29	0.06919	0.5359	0.29699
30	-0.011802	-0.0914	0.463734
31	-0.013063	-0.1012	0.459872
32	-0.075411	-0.5841	0.280661
33	-0.105437	-0.8167	0.208662
34	-0.049358	-0.3823	0.351785
35	-0.075216	-0.5826	0.281166
36	-0.040239	-0.3117	0.378179
37	0.007664	0.0594	0.47643
38	0.003952	0.0306	0.48784
39	-0.096088	-0.7443	0.229801
40	-0.085765	-0.6643	0.25451
41	0.007313	0.0566	0.477508
42	0.009629	0.0746	0.470395
43	-0.037977	-0.2942	0.384822
44	0.162775	1.2608	0.106122
45	0.002048	0.0159	0.493698
46	-0.011716	-0.0908	0.463996
47	-0.001158	-0.009	0.496436
48	0.05324	0.4124	0.34076
49	0.04483	0.3473	0.364809
50	-0.125301	-0.9706	0.167827
51	0.054953	0.4257	0.335938
52	-0.037444	-0.29	0.386393
53	-0.070665	-0.5474	0.293079
54	-0.118465	-0.9176	0.181245
55	0.015968	0.1237	0.450989
56	0.077156	0.5976	0.276162
57	-0.008125	-0.0629	0.475013
58	0.052936	0.41	0.341618
59	-0.04166	-0.3227	0.374022
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.967194 & 7.4919 & 0 \tabularnewline
2 & -0.324649 & -2.5147 & 0.007305 \tabularnewline
3 & -0.064289 & -0.498 & 0.31016 \tabularnewline
4 & 0.031927 & 0.2473 & 0.402757 \tabularnewline
5 & 0.069126 & 0.5354 & 0.297159 \tabularnewline
6 & -0.164346 & -1.273 & 0.103961 \tabularnewline
7 & -0.158498 & -1.2277 & 0.112173 \tabularnewline
8 & -0.21829 & -1.6909 & 0.048025 \tabularnewline
9 & -0.115049 & -0.8912 & 0.1882 \tabularnewline
10 & -0.09063 & -0.702 & 0.242692 \tabularnewline
11 & -0.124879 & -0.9673 & 0.168637 \tabularnewline
12 & -0.022548 & -0.1747 & 0.430968 \tabularnewline
13 & 0.029894 & 0.2316 & 0.408835 \tabularnewline
14 & -0.066817 & -0.5176 & 0.303334 \tabularnewline
15 & 0.068279 & 0.5289 & 0.299418 \tabularnewline
16 & 0.050928 & 0.3945 & 0.34731 \tabularnewline
17 & -0.032936 & -0.2551 & 0.399752 \tabularnewline
18 & -0.113463 & -0.8789 & 0.191487 \tabularnewline
19 & -0.029052 & -0.225 & 0.411357 \tabularnewline
20 & -0.072522 & -0.5618 & 0.288189 \tabularnewline
21 & 0.104257 & 0.8076 & 0.211263 \tabularnewline
22 & 0.060377 & 0.4677 & 0.320854 \tabularnewline
23 & 0.124144 & 0.9616 & 0.17005 \tabularnewline
24 & -0.050946 & -0.3946 & 0.34726 \tabularnewline
25 & -0.082527 & -0.6392 & 0.262547 \tabularnewline
26 & -0.048587 & -0.3763 & 0.353992 \tabularnewline
27 & 0.046523 & 0.3604 & 0.35992 \tabularnewline
28 & 0.029931 & 0.2318 & 0.408725 \tabularnewline
29 & 0.06919 & 0.5359 & 0.29699 \tabularnewline
30 & -0.011802 & -0.0914 & 0.463734 \tabularnewline
31 & -0.013063 & -0.1012 & 0.459872 \tabularnewline
32 & -0.075411 & -0.5841 & 0.280661 \tabularnewline
33 & -0.105437 & -0.8167 & 0.208662 \tabularnewline
34 & -0.049358 & -0.3823 & 0.351785 \tabularnewline
35 & -0.075216 & -0.5826 & 0.281166 \tabularnewline
36 & -0.040239 & -0.3117 & 0.378179 \tabularnewline
37 & 0.007664 & 0.0594 & 0.47643 \tabularnewline
38 & 0.003952 & 0.0306 & 0.48784 \tabularnewline
39 & -0.096088 & -0.7443 & 0.229801 \tabularnewline
40 & -0.085765 & -0.6643 & 0.25451 \tabularnewline
41 & 0.007313 & 0.0566 & 0.477508 \tabularnewline
42 & 0.009629 & 0.0746 & 0.470395 \tabularnewline
43 & -0.037977 & -0.2942 & 0.384822 \tabularnewline
44 & 0.162775 & 1.2608 & 0.106122 \tabularnewline
45 & 0.002048 & 0.0159 & 0.493698 \tabularnewline
46 & -0.011716 & -0.0908 & 0.463996 \tabularnewline
47 & -0.001158 & -0.009 & 0.496436 \tabularnewline
48 & 0.05324 & 0.4124 & 0.34076 \tabularnewline
49 & 0.04483 & 0.3473 & 0.364809 \tabularnewline
50 & -0.125301 & -0.9706 & 0.167827 \tabularnewline
51 & 0.054953 & 0.4257 & 0.335938 \tabularnewline
52 & -0.037444 & -0.29 & 0.386393 \tabularnewline
53 & -0.070665 & -0.5474 & 0.293079 \tabularnewline
54 & -0.118465 & -0.9176 & 0.181245 \tabularnewline
55 & 0.015968 & 0.1237 & 0.450989 \tabularnewline
56 & 0.077156 & 0.5976 & 0.276162 \tabularnewline
57 & -0.008125 & -0.0629 & 0.475013 \tabularnewline
58 & 0.052936 & 0.41 & 0.341618 \tabularnewline
59 & -0.04166 & -0.3227 & 0.374022 \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113096&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]0.967194[/C][C]7.4919[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.324649[/C][C]-2.5147[/C][C]0.007305[/C][/ROW]
[ROW][C]3[/C][C]-0.064289[/C][C]-0.498[/C][C]0.31016[/C][/ROW]
[ROW][C]4[/C][C]0.031927[/C][C]0.2473[/C][C]0.402757[/C][/ROW]
[ROW][C]5[/C][C]0.069126[/C][C]0.5354[/C][C]0.297159[/C][/ROW]
[ROW][C]6[/C][C]-0.164346[/C][C]-1.273[/C][C]0.103961[/C][/ROW]
[ROW][C]7[/C][C]-0.158498[/C][C]-1.2277[/C][C]0.112173[/C][/ROW]
[ROW][C]8[/C][C]-0.21829[/C][C]-1.6909[/C][C]0.048025[/C][/ROW]
[ROW][C]9[/C][C]-0.115049[/C][C]-0.8912[/C][C]0.1882[/C][/ROW]
[ROW][C]10[/C][C]-0.09063[/C][C]-0.702[/C][C]0.242692[/C][/ROW]
[ROW][C]11[/C][C]-0.124879[/C][C]-0.9673[/C][C]0.168637[/C][/ROW]
[ROW][C]12[/C][C]-0.022548[/C][C]-0.1747[/C][C]0.430968[/C][/ROW]
[ROW][C]13[/C][C]0.029894[/C][C]0.2316[/C][C]0.408835[/C][/ROW]
[ROW][C]14[/C][C]-0.066817[/C][C]-0.5176[/C][C]0.303334[/C][/ROW]
[ROW][C]15[/C][C]0.068279[/C][C]0.5289[/C][C]0.299418[/C][/ROW]
[ROW][C]16[/C][C]0.050928[/C][C]0.3945[/C][C]0.34731[/C][/ROW]
[ROW][C]17[/C][C]-0.032936[/C][C]-0.2551[/C][C]0.399752[/C][/ROW]
[ROW][C]18[/C][C]-0.113463[/C][C]-0.8789[/C][C]0.191487[/C][/ROW]
[ROW][C]19[/C][C]-0.029052[/C][C]-0.225[/C][C]0.411357[/C][/ROW]
[ROW][C]20[/C][C]-0.072522[/C][C]-0.5618[/C][C]0.288189[/C][/ROW]
[ROW][C]21[/C][C]0.104257[/C][C]0.8076[/C][C]0.211263[/C][/ROW]
[ROW][C]22[/C][C]0.060377[/C][C]0.4677[/C][C]0.320854[/C][/ROW]
[ROW][C]23[/C][C]0.124144[/C][C]0.9616[/C][C]0.17005[/C][/ROW]
[ROW][C]24[/C][C]-0.050946[/C][C]-0.3946[/C][C]0.34726[/C][/ROW]
[ROW][C]25[/C][C]-0.082527[/C][C]-0.6392[/C][C]0.262547[/C][/ROW]
[ROW][C]26[/C][C]-0.048587[/C][C]-0.3763[/C][C]0.353992[/C][/ROW]
[ROW][C]27[/C][C]0.046523[/C][C]0.3604[/C][C]0.35992[/C][/ROW]
[ROW][C]28[/C][C]0.029931[/C][C]0.2318[/C][C]0.408725[/C][/ROW]
[ROW][C]29[/C][C]0.06919[/C][C]0.5359[/C][C]0.29699[/C][/ROW]
[ROW][C]30[/C][C]-0.011802[/C][C]-0.0914[/C][C]0.463734[/C][/ROW]
[ROW][C]31[/C][C]-0.013063[/C][C]-0.1012[/C][C]0.459872[/C][/ROW]
[ROW][C]32[/C][C]-0.075411[/C][C]-0.5841[/C][C]0.280661[/C][/ROW]
[ROW][C]33[/C][C]-0.105437[/C][C]-0.8167[/C][C]0.208662[/C][/ROW]
[ROW][C]34[/C][C]-0.049358[/C][C]-0.3823[/C][C]0.351785[/C][/ROW]
[ROW][C]35[/C][C]-0.075216[/C][C]-0.5826[/C][C]0.281166[/C][/ROW]
[ROW][C]36[/C][C]-0.040239[/C][C]-0.3117[/C][C]0.378179[/C][/ROW]
[ROW][C]37[/C][C]0.007664[/C][C]0.0594[/C][C]0.47643[/C][/ROW]
[ROW][C]38[/C][C]0.003952[/C][C]0.0306[/C][C]0.48784[/C][/ROW]
[ROW][C]39[/C][C]-0.096088[/C][C]-0.7443[/C][C]0.229801[/C][/ROW]
[ROW][C]40[/C][C]-0.085765[/C][C]-0.6643[/C][C]0.25451[/C][/ROW]
[ROW][C]41[/C][C]0.007313[/C][C]0.0566[/C][C]0.477508[/C][/ROW]
[ROW][C]42[/C][C]0.009629[/C][C]0.0746[/C][C]0.470395[/C][/ROW]
[ROW][C]43[/C][C]-0.037977[/C][C]-0.2942[/C][C]0.384822[/C][/ROW]
[ROW][C]44[/C][C]0.162775[/C][C]1.2608[/C][C]0.106122[/C][/ROW]
[ROW][C]45[/C][C]0.002048[/C][C]0.0159[/C][C]0.493698[/C][/ROW]
[ROW][C]46[/C][C]-0.011716[/C][C]-0.0908[/C][C]0.463996[/C][/ROW]
[ROW][C]47[/C][C]-0.001158[/C][C]-0.009[/C][C]0.496436[/C][/ROW]
[ROW][C]48[/C][C]0.05324[/C][C]0.4124[/C][C]0.34076[/C][/ROW]
[ROW][C]49[/C][C]0.04483[/C][C]0.3473[/C][C]0.364809[/C][/ROW]
[ROW][C]50[/C][C]-0.125301[/C][C]-0.9706[/C][C]0.167827[/C][/ROW]
[ROW][C]51[/C][C]0.054953[/C][C]0.4257[/C][C]0.335938[/C][/ROW]
[ROW][C]52[/C][C]-0.037444[/C][C]-0.29[/C][C]0.386393[/C][/ROW]
[ROW][C]53[/C][C]-0.070665[/C][C]-0.5474[/C][C]0.293079[/C][/ROW]
[ROW][C]54[/C][C]-0.118465[/C][C]-0.9176[/C][C]0.181245[/C][/ROW]
[ROW][C]55[/C][C]0.015968[/C][C]0.1237[/C][C]0.450989[/C][/ROW]
[ROW][C]56[/C][C]0.077156[/C][C]0.5976[/C][C]0.276162[/C][/ROW]
[ROW][C]57[/C][C]-0.008125[/C][C]-0.0629[/C][C]0.475013[/C][/ROW]
[ROW][C]58[/C][C]0.052936[/C][C]0.41[/C][C]0.341618[/C][/ROW]
[ROW][C]59[/C][C]-0.04166[/C][C]-0.3227[/C][C]0.374022[/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=113096&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113096&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	0.967194	7.4919	0
2	-0.324649	-2.5147	0.007305
3	-0.064289	-0.498	0.31016
4	0.031927	0.2473	0.402757
5	0.069126	0.5354	0.297159
6	-0.164346	-1.273	0.103961
7	-0.158498	-1.2277	0.112173
8	-0.21829	-1.6909	0.048025
9	-0.115049	-0.8912	0.1882
10	-0.09063	-0.702	0.242692
11	-0.124879	-0.9673	0.168637
12	-0.022548	-0.1747	0.430968
13	0.029894	0.2316	0.408835
14	-0.066817	-0.5176	0.303334
15	0.068279	0.5289	0.299418
16	0.050928	0.3945	0.34731
17	-0.032936	-0.2551	0.399752
18	-0.113463	-0.8789	0.191487
19	-0.029052	-0.225	0.411357
20	-0.072522	-0.5618	0.288189
21	0.104257	0.8076	0.211263
22	0.060377	0.4677	0.320854
23	0.124144	0.9616	0.17005
24	-0.050946	-0.3946	0.34726
25	-0.082527	-0.6392	0.262547
26	-0.048587	-0.3763	0.353992
27	0.046523	0.3604	0.35992
28	0.029931	0.2318	0.408725
29	0.06919	0.5359	0.29699
30	-0.011802	-0.0914	0.463734
31	-0.013063	-0.1012	0.459872
32	-0.075411	-0.5841	0.280661
33	-0.105437	-0.8167	0.208662
34	-0.049358	-0.3823	0.351785
35	-0.075216	-0.5826	0.281166
36	-0.040239	-0.3117	0.378179
37	0.007664	0.0594	0.47643
38	0.003952	0.0306	0.48784
39	-0.096088	-0.7443	0.229801
40	-0.085765	-0.6643	0.25451
41	0.007313	0.0566	0.477508
42	0.009629	0.0746	0.470395
43	-0.037977	-0.2942	0.384822
44	0.162775	1.2608	0.106122
45	0.002048	0.0159	0.493698
46	-0.011716	-0.0908	0.463996
47	-0.001158	-0.009	0.496436
48	0.05324	0.4124	0.34076
49	0.04483	0.3473	0.364809
50	-0.125301	-0.9706	0.167827
51	0.054953	0.4257	0.335938
52	-0.037444	-0.29	0.386393
53	-0.070665	-0.5474	0.293079
54	-0.118465	-0.9176	0.181245
55	0.015968	0.1237	0.450989
56	0.077156	0.5976	0.276162
57	-0.008125	-0.0629	0.475013
58	0.052936	0.41	0.341618
59	-0.04166	-0.3227	0.374022
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 = 0 ; 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