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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 15:20:18 +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/21/t1292944755c5k6wxdijim23d0.htm/, Retrieved Sun, 19 May 2024 20:27:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113665, Retrieved Sun, 19 May 2024 20:27:41 +0000

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User-defined keywords

Estimated Impact

137

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] [de4adef75375d243bafd27c3fb0ddf4c]
-   P                   [(Partial) Autocorrelation Function] [] [2010-12-21 15:20:18] [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	'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=113665&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=113665&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113665&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	0.551818	4.2386	4e-05
2	0.276604	2.1246	0.018909
3	-0.032604	-0.2504	0.40156
4	-0.12495	-0.9598	0.170546
5	0.0356	0.2735	0.392731
6	0.171141	1.3146	0.096873
7	0.346426	2.661	0.005011
8	0.307748	2.3639	0.010699
9	0.189141	1.4528	0.075786
10	0.137353	1.055	0.147857
11	0.046174	0.3547	0.362051
12	-0.021558	-0.1656	0.434523
13	-0.110674	-0.8501	0.199352
14	-0.097664	-0.7502	0.228067
15	-0.095325	-0.7322	0.233471
16	-0.04011	-0.3081	0.379549
17	0.018002	0.1383	0.445246
18	-0.058004	-0.4455	0.328781
19	-0.149996	-1.1521	0.126955
20	-0.260392	-2.0001	0.025049
21	-0.238378	-1.831	0.036075
22	-0.160174	-1.2303	0.11173
23	-0.060691	-0.4662	0.321404
24	0.003924	0.0301	0.488027
25	-0.018372	-0.1411	0.444129
26	-0.08575	-0.6587	0.256339
27	-0.239997	-1.8435	0.035144
28	-0.242973	-1.8663	0.033485
29	-0.206182	-1.5837	0.059303
30	-0.168599	-1.295	0.100176
31	0.020672	0.1588	0.437191
32	0.101314	0.7782	0.219778
33	0.097088	0.7457	0.229391
34	0.044466	0.3416	0.366951
35	-0.100798	-0.7742	0.220939
36	-0.134557	-1.0336	0.152781
37	-0.192473	-1.4784	0.072308
38	-0.11058	-0.8494	0.199551
39	-2.9e-05	-2e-04	0.499911
40	0.02361	0.1814	0.428356
41	0.042289	0.3248	0.37323
42	0.044982	0.3455	0.365468
43	0.041611	0.3196	0.375194
44	0.018126	0.1392	0.444871
45	-0.031181	-0.2395	0.40577
46	-0.043995	-0.3379	0.368308
47	-0.064249	-0.4935	0.311745
48	-0.012702	-0.0976	0.461305
49	-0.004277	-0.0329	0.486952
50	0.023864	0.1833	0.427593
51	0.038062	0.2924	0.385517
52	0.019059	0.1464	0.442054
53	0.002515	0.0193	0.492326
54	-0.020573	-0.158	0.437488
55	-0.003895	-0.0299	0.488117
56	0.007052	0.0542	0.478493
57	0.016331	0.1254	0.450301
58	0.006727	0.0517	0.479482
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 & 0.551818 & 4.2386 & 4e-05 \tabularnewline
2 & 0.276604 & 2.1246 & 0.018909 \tabularnewline
3 & -0.032604 & -0.2504 & 0.40156 \tabularnewline
4 & -0.12495 & -0.9598 & 0.170546 \tabularnewline
5 & 0.0356 & 0.2735 & 0.392731 \tabularnewline
6 & 0.171141 & 1.3146 & 0.096873 \tabularnewline
7 & 0.346426 & 2.661 & 0.005011 \tabularnewline
8 & 0.307748 & 2.3639 & 0.010699 \tabularnewline
9 & 0.189141 & 1.4528 & 0.075786 \tabularnewline
10 & 0.137353 & 1.055 & 0.147857 \tabularnewline
11 & 0.046174 & 0.3547 & 0.362051 \tabularnewline
12 & -0.021558 & -0.1656 & 0.434523 \tabularnewline
13 & -0.110674 & -0.8501 & 0.199352 \tabularnewline
14 & -0.097664 & -0.7502 & 0.228067 \tabularnewline
15 & -0.095325 & -0.7322 & 0.233471 \tabularnewline
16 & -0.04011 & -0.3081 & 0.379549 \tabularnewline
17 & 0.018002 & 0.1383 & 0.445246 \tabularnewline
18 & -0.058004 & -0.4455 & 0.328781 \tabularnewline
19 & -0.149996 & -1.1521 & 0.126955 \tabularnewline
20 & -0.260392 & -2.0001 & 0.025049 \tabularnewline
21 & -0.238378 & -1.831 & 0.036075 \tabularnewline
22 & -0.160174 & -1.2303 & 0.11173 \tabularnewline
23 & -0.060691 & -0.4662 & 0.321404 \tabularnewline
24 & 0.003924 & 0.0301 & 0.488027 \tabularnewline
25 & -0.018372 & -0.1411 & 0.444129 \tabularnewline
26 & -0.08575 & -0.6587 & 0.256339 \tabularnewline
27 & -0.239997 & -1.8435 & 0.035144 \tabularnewline
28 & -0.242973 & -1.8663 & 0.033485 \tabularnewline
29 & -0.206182 & -1.5837 & 0.059303 \tabularnewline
30 & -0.168599 & -1.295 & 0.100176 \tabularnewline
31 & 0.020672 & 0.1588 & 0.437191 \tabularnewline
32 & 0.101314 & 0.7782 & 0.219778 \tabularnewline
33 & 0.097088 & 0.7457 & 0.229391 \tabularnewline
34 & 0.044466 & 0.3416 & 0.366951 \tabularnewline
35 & -0.100798 & -0.7742 & 0.220939 \tabularnewline
36 & -0.134557 & -1.0336 & 0.152781 \tabularnewline
37 & -0.192473 & -1.4784 & 0.072308 \tabularnewline
38 & -0.11058 & -0.8494 & 0.199551 \tabularnewline
39 & -2.9e-05 & -2e-04 & 0.499911 \tabularnewline
40 & 0.02361 & 0.1814 & 0.428356 \tabularnewline
41 & 0.042289 & 0.3248 & 0.37323 \tabularnewline
42 & 0.044982 & 0.3455 & 0.365468 \tabularnewline
43 & 0.041611 & 0.3196 & 0.375194 \tabularnewline
44 & 0.018126 & 0.1392 & 0.444871 \tabularnewline
45 & -0.031181 & -0.2395 & 0.40577 \tabularnewline
46 & -0.043995 & -0.3379 & 0.368308 \tabularnewline
47 & -0.064249 & -0.4935 & 0.311745 \tabularnewline
48 & -0.012702 & -0.0976 & 0.461305 \tabularnewline
49 & -0.004277 & -0.0329 & 0.486952 \tabularnewline
50 & 0.023864 & 0.1833 & 0.427593 \tabularnewline
51 & 0.038062 & 0.2924 & 0.385517 \tabularnewline
52 & 0.019059 & 0.1464 & 0.442054 \tabularnewline
53 & 0.002515 & 0.0193 & 0.492326 \tabularnewline
54 & -0.020573 & -0.158 & 0.437488 \tabularnewline
55 & -0.003895 & -0.0299 & 0.488117 \tabularnewline
56 & 0.007052 & 0.0542 & 0.478493 \tabularnewline
57 & 0.016331 & 0.1254 & 0.450301 \tabularnewline
58 & 0.006727 & 0.0517 & 0.479482 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113665&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]0.551818[/C][C]4.2386[/C][C]4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.276604[/C][C]2.1246[/C][C]0.018909[/C][/ROW]
[ROW][C]3[/C][C]-0.032604[/C][C]-0.2504[/C][C]0.40156[/C][/ROW]
[ROW][C]4[/C][C]-0.12495[/C][C]-0.9598[/C][C]0.170546[/C][/ROW]
[ROW][C]5[/C][C]0.0356[/C][C]0.2735[/C][C]0.392731[/C][/ROW]
[ROW][C]6[/C][C]0.171141[/C][C]1.3146[/C][C]0.096873[/C][/ROW]
[ROW][C]7[/C][C]0.346426[/C][C]2.661[/C][C]0.005011[/C][/ROW]
[ROW][C]8[/C][C]0.307748[/C][C]2.3639[/C][C]0.010699[/C][/ROW]
[ROW][C]9[/C][C]0.189141[/C][C]1.4528[/C][C]0.075786[/C][/ROW]
[ROW][C]10[/C][C]0.137353[/C][C]1.055[/C][C]0.147857[/C][/ROW]
[ROW][C]11[/C][C]0.046174[/C][C]0.3547[/C][C]0.362051[/C][/ROW]
[ROW][C]12[/C][C]-0.021558[/C][C]-0.1656[/C][C]0.434523[/C][/ROW]
[ROW][C]13[/C][C]-0.110674[/C][C]-0.8501[/C][C]0.199352[/C][/ROW]
[ROW][C]14[/C][C]-0.097664[/C][C]-0.7502[/C][C]0.228067[/C][/ROW]
[ROW][C]15[/C][C]-0.095325[/C][C]-0.7322[/C][C]0.233471[/C][/ROW]
[ROW][C]16[/C][C]-0.04011[/C][C]-0.3081[/C][C]0.379549[/C][/ROW]
[ROW][C]17[/C][C]0.018002[/C][C]0.1383[/C][C]0.445246[/C][/ROW]
[ROW][C]18[/C][C]-0.058004[/C][C]-0.4455[/C][C]0.328781[/C][/ROW]
[ROW][C]19[/C][C]-0.149996[/C][C]-1.1521[/C][C]0.126955[/C][/ROW]
[ROW][C]20[/C][C]-0.260392[/C][C]-2.0001[/C][C]0.025049[/C][/ROW]
[ROW][C]21[/C][C]-0.238378[/C][C]-1.831[/C][C]0.036075[/C][/ROW]
[ROW][C]22[/C][C]-0.160174[/C][C]-1.2303[/C][C]0.11173[/C][/ROW]
[ROW][C]23[/C][C]-0.060691[/C][C]-0.4662[/C][C]0.321404[/C][/ROW]
[ROW][C]24[/C][C]0.003924[/C][C]0.0301[/C][C]0.488027[/C][/ROW]
[ROW][C]25[/C][C]-0.018372[/C][C]-0.1411[/C][C]0.444129[/C][/ROW]
[ROW][C]26[/C][C]-0.08575[/C][C]-0.6587[/C][C]0.256339[/C][/ROW]
[ROW][C]27[/C][C]-0.239997[/C][C]-1.8435[/C][C]0.035144[/C][/ROW]
[ROW][C]28[/C][C]-0.242973[/C][C]-1.8663[/C][C]0.033485[/C][/ROW]
[ROW][C]29[/C][C]-0.206182[/C][C]-1.5837[/C][C]0.059303[/C][/ROW]
[ROW][C]30[/C][C]-0.168599[/C][C]-1.295[/C][C]0.100176[/C][/ROW]
[ROW][C]31[/C][C]0.020672[/C][C]0.1588[/C][C]0.437191[/C][/ROW]
[ROW][C]32[/C][C]0.101314[/C][C]0.7782[/C][C]0.219778[/C][/ROW]
[ROW][C]33[/C][C]0.097088[/C][C]0.7457[/C][C]0.229391[/C][/ROW]
[ROW][C]34[/C][C]0.044466[/C][C]0.3416[/C][C]0.366951[/C][/ROW]
[ROW][C]35[/C][C]-0.100798[/C][C]-0.7742[/C][C]0.220939[/C][/ROW]
[ROW][C]36[/C][C]-0.134557[/C][C]-1.0336[/C][C]0.152781[/C][/ROW]
[ROW][C]37[/C][C]-0.192473[/C][C]-1.4784[/C][C]0.072308[/C][/ROW]
[ROW][C]38[/C][C]-0.11058[/C][C]-0.8494[/C][C]0.199551[/C][/ROW]
[ROW][C]39[/C][C]-2.9e-05[/C][C]-2e-04[/C][C]0.499911[/C][/ROW]
[ROW][C]40[/C][C]0.02361[/C][C]0.1814[/C][C]0.428356[/C][/ROW]
[ROW][C]41[/C][C]0.042289[/C][C]0.3248[/C][C]0.37323[/C][/ROW]
[ROW][C]42[/C][C]0.044982[/C][C]0.3455[/C][C]0.365468[/C][/ROW]
[ROW][C]43[/C][C]0.041611[/C][C]0.3196[/C][C]0.375194[/C][/ROW]
[ROW][C]44[/C][C]0.018126[/C][C]0.1392[/C][C]0.444871[/C][/ROW]
[ROW][C]45[/C][C]-0.031181[/C][C]-0.2395[/C][C]0.40577[/C][/ROW]
[ROW][C]46[/C][C]-0.043995[/C][C]-0.3379[/C][C]0.368308[/C][/ROW]
[ROW][C]47[/C][C]-0.064249[/C][C]-0.4935[/C][C]0.311745[/C][/ROW]
[ROW][C]48[/C][C]-0.012702[/C][C]-0.0976[/C][C]0.461305[/C][/ROW]
[ROW][C]49[/C][C]-0.004277[/C][C]-0.0329[/C][C]0.486952[/C][/ROW]
[ROW][C]50[/C][C]0.023864[/C][C]0.1833[/C][C]0.427593[/C][/ROW]
[ROW][C]51[/C][C]0.038062[/C][C]0.2924[/C][C]0.385517[/C][/ROW]
[ROW][C]52[/C][C]0.019059[/C][C]0.1464[/C][C]0.442054[/C][/ROW]
[ROW][C]53[/C][C]0.002515[/C][C]0.0193[/C][C]0.492326[/C][/ROW]
[ROW][C]54[/C][C]-0.020573[/C][C]-0.158[/C][C]0.437488[/C][/ROW]
[ROW][C]55[/C][C]-0.003895[/C][C]-0.0299[/C][C]0.488117[/C][/ROW]
[ROW][C]56[/C][C]0.007052[/C][C]0.0542[/C][C]0.478493[/C][/ROW]
[ROW][C]57[/C][C]0.016331[/C][C]0.1254[/C][C]0.450301[/C][/ROW]
[ROW][C]58[/C][C]0.006727[/C][C]0.0517[/C][C]0.479482[/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=113665&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113665&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	0.551818	4.2386	4e-05
2	0.276604	2.1246	0.018909
3	-0.032604	-0.2504	0.40156
4	-0.12495	-0.9598	0.170546
5	0.0356	0.2735	0.392731
6	0.171141	1.3146	0.096873
7	0.346426	2.661	0.005011
8	0.307748	2.3639	0.010699
9	0.189141	1.4528	0.075786
10	0.137353	1.055	0.147857
11	0.046174	0.3547	0.362051
12	-0.021558	-0.1656	0.434523
13	-0.110674	-0.8501	0.199352
14	-0.097664	-0.7502	0.228067
15	-0.095325	-0.7322	0.233471
16	-0.04011	-0.3081	0.379549
17	0.018002	0.1383	0.445246
18	-0.058004	-0.4455	0.328781
19	-0.149996	-1.1521	0.126955
20	-0.260392	-2.0001	0.025049
21	-0.238378	-1.831	0.036075
22	-0.160174	-1.2303	0.11173
23	-0.060691	-0.4662	0.321404
24	0.003924	0.0301	0.488027
25	-0.018372	-0.1411	0.444129
26	-0.08575	-0.6587	0.256339
27	-0.239997	-1.8435	0.035144
28	-0.242973	-1.8663	0.033485
29	-0.206182	-1.5837	0.059303
30	-0.168599	-1.295	0.100176
31	0.020672	0.1588	0.437191
32	0.101314	0.7782	0.219778
33	0.097088	0.7457	0.229391
34	0.044466	0.3416	0.366951
35	-0.100798	-0.7742	0.220939
36	-0.134557	-1.0336	0.152781
37	-0.192473	-1.4784	0.072308
38	-0.11058	-0.8494	0.199551
39	-2.9e-05	-2e-04	0.499911
40	0.02361	0.1814	0.428356
41	0.042289	0.3248	0.37323
42	0.044982	0.3455	0.365468
43	0.041611	0.3196	0.375194
44	0.018126	0.1392	0.444871
45	-0.031181	-0.2395	0.40577
46	-0.043995	-0.3379	0.368308
47	-0.064249	-0.4935	0.311745
48	-0.012702	-0.0976	0.461305
49	-0.004277	-0.0329	0.486952
50	0.023864	0.1833	0.427593
51	0.038062	0.2924	0.385517
52	0.019059	0.1464	0.442054
53	0.002515	0.0193	0.492326
54	-0.020573	-0.158	0.437488
55	-0.003895	-0.0299	0.488117
56	0.007052	0.0542	0.478493
57	0.016331	0.1254	0.450301
58	0.006727	0.0517	0.479482
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.551818	4.2386	4e-05
2	-0.040114	-0.3081	0.379537
3	-0.243709	-1.872	0.033086
4	0.000508	0.0039	0.498449
5	0.270343	2.0765	0.021104
6	0.09217	0.708	0.240875
7	0.167089	1.2834	0.102179
8	0.012206	0.0938	0.462812
9	-0.010648	-0.0818	0.467546
10	0.155316	1.193	0.118822
11	0.00235	0.0181	0.49283
12	-0.164808	-1.2659	0.105259
13	-0.172619	-1.3259	0.09499
14	0.000188	0.0014	0.499426
15	-0.098508	-0.7567	0.226134
16	-0.052979	-0.4069	0.342763
17	-0.031623	-0.2429	0.404461
18	-0.183318	-1.4081	0.082176
19	-0.114518	-0.8796	0.191314
20	-0.047246	-0.3629	0.358988
21	0.019898	0.1528	0.439524
22	0.010266	0.0789	0.468706
23	0.062075	0.4768	0.317632
24	0.032907	0.2528	0.400666
25	0.066402	0.51	0.305961
26	0.061086	0.4692	0.320323
27	-0.160497	-1.2328	0.11127
28	-0.001436	-0.011	0.49562
29	0.031518	0.2421	0.404774
30	-0.13023	-1.0003	0.160622
31	0.134438	1.0326	0.152994
32	0.098384	0.7557	0.226418
33	-0.151134	-1.1609	0.125182
34	0.0397	0.3049	0.380741
35	-0.03382	-0.2598	0.397971
36	-0.075761	-0.5819	0.281416
37	-0.053753	-0.4129	0.340593
38	-0.009648	-0.0741	0.470588
39	-0.097093	-0.7458	0.229378
40	-0.095483	-0.7334	0.233103
41	-0.01213	-0.0932	0.46304
42	0.007124	0.0547	0.478274
43	0.035614	0.2736	0.392689
44	0.07418	0.5698	0.285493
45	-0.067818	-0.5209	0.302187
46	0.020976	0.1611	0.436275
47	0.071645	0.5503	0.29209
48	-0.000783	-0.006	0.497611
49	-0.103681	-0.7964	0.2145
50	-0.005186	-0.0398	0.484179
51	0.054275	0.4169	0.339134
52	0.037441	0.2876	0.387333
53	-0.032802	-0.252	0.400976
54	-0.103048	-0.7915	0.215905
55	-0.021846	-0.1678	0.433657
56	0.014619	0.1123	0.455486
57	-0.080961	-0.6219	0.268211
58	-0.029631	-0.2276	0.410372
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 & 0.551818 & 4.2386 & 4e-05 \tabularnewline
2 & -0.040114 & -0.3081 & 0.379537 \tabularnewline
3 & -0.243709 & -1.872 & 0.033086 \tabularnewline
4 & 0.000508 & 0.0039 & 0.498449 \tabularnewline
5 & 0.270343 & 2.0765 & 0.021104 \tabularnewline
6 & 0.09217 & 0.708 & 0.240875 \tabularnewline
7 & 0.167089 & 1.2834 & 0.102179 \tabularnewline
8 & 0.012206 & 0.0938 & 0.462812 \tabularnewline
9 & -0.010648 & -0.0818 & 0.467546 \tabularnewline
10 & 0.155316 & 1.193 & 0.118822 \tabularnewline
11 & 0.00235 & 0.0181 & 0.49283 \tabularnewline
12 & -0.164808 & -1.2659 & 0.105259 \tabularnewline
13 & -0.172619 & -1.3259 & 0.09499 \tabularnewline
14 & 0.000188 & 0.0014 & 0.499426 \tabularnewline
15 & -0.098508 & -0.7567 & 0.226134 \tabularnewline
16 & -0.052979 & -0.4069 & 0.342763 \tabularnewline
17 & -0.031623 & -0.2429 & 0.404461 \tabularnewline
18 & -0.183318 & -1.4081 & 0.082176 \tabularnewline
19 & -0.114518 & -0.8796 & 0.191314 \tabularnewline
20 & -0.047246 & -0.3629 & 0.358988 \tabularnewline
21 & 0.019898 & 0.1528 & 0.439524 \tabularnewline
22 & 0.010266 & 0.0789 & 0.468706 \tabularnewline
23 & 0.062075 & 0.4768 & 0.317632 \tabularnewline
24 & 0.032907 & 0.2528 & 0.400666 \tabularnewline
25 & 0.066402 & 0.51 & 0.305961 \tabularnewline
26 & 0.061086 & 0.4692 & 0.320323 \tabularnewline
27 & -0.160497 & -1.2328 & 0.11127 \tabularnewline
28 & -0.001436 & -0.011 & 0.49562 \tabularnewline
29 & 0.031518 & 0.2421 & 0.404774 \tabularnewline
30 & -0.13023 & -1.0003 & 0.160622 \tabularnewline
31 & 0.134438 & 1.0326 & 0.152994 \tabularnewline
32 & 0.098384 & 0.7557 & 0.226418 \tabularnewline
33 & -0.151134 & -1.1609 & 0.125182 \tabularnewline
34 & 0.0397 & 0.3049 & 0.380741 \tabularnewline
35 & -0.03382 & -0.2598 & 0.397971 \tabularnewline
36 & -0.075761 & -0.5819 & 0.281416 \tabularnewline
37 & -0.053753 & -0.4129 & 0.340593 \tabularnewline
38 & -0.009648 & -0.0741 & 0.470588 \tabularnewline
39 & -0.097093 & -0.7458 & 0.229378 \tabularnewline
40 & -0.095483 & -0.7334 & 0.233103 \tabularnewline
41 & -0.01213 & -0.0932 & 0.46304 \tabularnewline
42 & 0.007124 & 0.0547 & 0.478274 \tabularnewline
43 & 0.035614 & 0.2736 & 0.392689 \tabularnewline
44 & 0.07418 & 0.5698 & 0.285493 \tabularnewline
45 & -0.067818 & -0.5209 & 0.302187 \tabularnewline
46 & 0.020976 & 0.1611 & 0.436275 \tabularnewline
47 & 0.071645 & 0.5503 & 0.29209 \tabularnewline
48 & -0.000783 & -0.006 & 0.497611 \tabularnewline
49 & -0.103681 & -0.7964 & 0.2145 \tabularnewline
50 & -0.005186 & -0.0398 & 0.484179 \tabularnewline
51 & 0.054275 & 0.4169 & 0.339134 \tabularnewline
52 & 0.037441 & 0.2876 & 0.387333 \tabularnewline
53 & -0.032802 & -0.252 & 0.400976 \tabularnewline
54 & -0.103048 & -0.7915 & 0.215905 \tabularnewline
55 & -0.021846 & -0.1678 & 0.433657 \tabularnewline
56 & 0.014619 & 0.1123 & 0.455486 \tabularnewline
57 & -0.080961 & -0.6219 & 0.268211 \tabularnewline
58 & -0.029631 & -0.2276 & 0.410372 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113665&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]0.551818[/C][C]4.2386[/C][C]4e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.040114[/C][C]-0.3081[/C][C]0.379537[/C][/ROW]
[ROW][C]3[/C][C]-0.243709[/C][C]-1.872[/C][C]0.033086[/C][/ROW]
[ROW][C]4[/C][C]0.000508[/C][C]0.0039[/C][C]0.498449[/C][/ROW]
[ROW][C]5[/C][C]0.270343[/C][C]2.0765[/C][C]0.021104[/C][/ROW]
[ROW][C]6[/C][C]0.09217[/C][C]0.708[/C][C]0.240875[/C][/ROW]
[ROW][C]7[/C][C]0.167089[/C][C]1.2834[/C][C]0.102179[/C][/ROW]
[ROW][C]8[/C][C]0.012206[/C][C]0.0938[/C][C]0.462812[/C][/ROW]
[ROW][C]9[/C][C]-0.010648[/C][C]-0.0818[/C][C]0.467546[/C][/ROW]
[ROW][C]10[/C][C]0.155316[/C][C]1.193[/C][C]0.118822[/C][/ROW]
[ROW][C]11[/C][C]0.00235[/C][C]0.0181[/C][C]0.49283[/C][/ROW]
[ROW][C]12[/C][C]-0.164808[/C][C]-1.2659[/C][C]0.105259[/C][/ROW]
[ROW][C]13[/C][C]-0.172619[/C][C]-1.3259[/C][C]0.09499[/C][/ROW]
[ROW][C]14[/C][C]0.000188[/C][C]0.0014[/C][C]0.499426[/C][/ROW]
[ROW][C]15[/C][C]-0.098508[/C][C]-0.7567[/C][C]0.226134[/C][/ROW]
[ROW][C]16[/C][C]-0.052979[/C][C]-0.4069[/C][C]0.342763[/C][/ROW]
[ROW][C]17[/C][C]-0.031623[/C][C]-0.2429[/C][C]0.404461[/C][/ROW]
[ROW][C]18[/C][C]-0.183318[/C][C]-1.4081[/C][C]0.082176[/C][/ROW]
[ROW][C]19[/C][C]-0.114518[/C][C]-0.8796[/C][C]0.191314[/C][/ROW]
[ROW][C]20[/C][C]-0.047246[/C][C]-0.3629[/C][C]0.358988[/C][/ROW]
[ROW][C]21[/C][C]0.019898[/C][C]0.1528[/C][C]0.439524[/C][/ROW]
[ROW][C]22[/C][C]0.010266[/C][C]0.0789[/C][C]0.468706[/C][/ROW]
[ROW][C]23[/C][C]0.062075[/C][C]0.4768[/C][C]0.317632[/C][/ROW]
[ROW][C]24[/C][C]0.032907[/C][C]0.2528[/C][C]0.400666[/C][/ROW]
[ROW][C]25[/C][C]0.066402[/C][C]0.51[/C][C]0.305961[/C][/ROW]
[ROW][C]26[/C][C]0.061086[/C][C]0.4692[/C][C]0.320323[/C][/ROW]
[ROW][C]27[/C][C]-0.160497[/C][C]-1.2328[/C][C]0.11127[/C][/ROW]
[ROW][C]28[/C][C]-0.001436[/C][C]-0.011[/C][C]0.49562[/C][/ROW]
[ROW][C]29[/C][C]0.031518[/C][C]0.2421[/C][C]0.404774[/C][/ROW]
[ROW][C]30[/C][C]-0.13023[/C][C]-1.0003[/C][C]0.160622[/C][/ROW]
[ROW][C]31[/C][C]0.134438[/C][C]1.0326[/C][C]0.152994[/C][/ROW]
[ROW][C]32[/C][C]0.098384[/C][C]0.7557[/C][C]0.226418[/C][/ROW]
[ROW][C]33[/C][C]-0.151134[/C][C]-1.1609[/C][C]0.125182[/C][/ROW]
[ROW][C]34[/C][C]0.0397[/C][C]0.3049[/C][C]0.380741[/C][/ROW]
[ROW][C]35[/C][C]-0.03382[/C][C]-0.2598[/C][C]0.397971[/C][/ROW]
[ROW][C]36[/C][C]-0.075761[/C][C]-0.5819[/C][C]0.281416[/C][/ROW]
[ROW][C]37[/C][C]-0.053753[/C][C]-0.4129[/C][C]0.340593[/C][/ROW]
[ROW][C]38[/C][C]-0.009648[/C][C]-0.0741[/C][C]0.470588[/C][/ROW]
[ROW][C]39[/C][C]-0.097093[/C][C]-0.7458[/C][C]0.229378[/C][/ROW]
[ROW][C]40[/C][C]-0.095483[/C][C]-0.7334[/C][C]0.233103[/C][/ROW]
[ROW][C]41[/C][C]-0.01213[/C][C]-0.0932[/C][C]0.46304[/C][/ROW]
[ROW][C]42[/C][C]0.007124[/C][C]0.0547[/C][C]0.478274[/C][/ROW]
[ROW][C]43[/C][C]0.035614[/C][C]0.2736[/C][C]0.392689[/C][/ROW]
[ROW][C]44[/C][C]0.07418[/C][C]0.5698[/C][C]0.285493[/C][/ROW]
[ROW][C]45[/C][C]-0.067818[/C][C]-0.5209[/C][C]0.302187[/C][/ROW]
[ROW][C]46[/C][C]0.020976[/C][C]0.1611[/C][C]0.436275[/C][/ROW]
[ROW][C]47[/C][C]0.071645[/C][C]0.5503[/C][C]0.29209[/C][/ROW]
[ROW][C]48[/C][C]-0.000783[/C][C]-0.006[/C][C]0.497611[/C][/ROW]
[ROW][C]49[/C][C]-0.103681[/C][C]-0.7964[/C][C]0.2145[/C][/ROW]
[ROW][C]50[/C][C]-0.005186[/C][C]-0.0398[/C][C]0.484179[/C][/ROW]
[ROW][C]51[/C][C]0.054275[/C][C]0.4169[/C][C]0.339134[/C][/ROW]
[ROW][C]52[/C][C]0.037441[/C][C]0.2876[/C][C]0.387333[/C][/ROW]
[ROW][C]53[/C][C]-0.032802[/C][C]-0.252[/C][C]0.400976[/C][/ROW]
[ROW][C]54[/C][C]-0.103048[/C][C]-0.7915[/C][C]0.215905[/C][/ROW]
[ROW][C]55[/C][C]-0.021846[/C][C]-0.1678[/C][C]0.433657[/C][/ROW]
[ROW][C]56[/C][C]0.014619[/C][C]0.1123[/C][C]0.455486[/C][/ROW]
[ROW][C]57[/C][C]-0.080961[/C][C]-0.6219[/C][C]0.268211[/C][/ROW]
[ROW][C]58[/C][C]-0.029631[/C][C]-0.2276[/C][C]0.410372[/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=113665&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113665&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	0.551818	4.2386	4e-05
2	-0.040114	-0.3081	0.379537
3	-0.243709	-1.872	0.033086
4	0.000508	0.0039	0.498449
5	0.270343	2.0765	0.021104
6	0.09217	0.708	0.240875
7	0.167089	1.2834	0.102179
8	0.012206	0.0938	0.462812
9	-0.010648	-0.0818	0.467546
10	0.155316	1.193	0.118822
11	0.00235	0.0181	0.49283
12	-0.164808	-1.2659	0.105259
13	-0.172619	-1.3259	0.09499
14	0.000188	0.0014	0.499426
15	-0.098508	-0.7567	0.226134
16	-0.052979	-0.4069	0.342763
17	-0.031623	-0.2429	0.404461
18	-0.183318	-1.4081	0.082176
19	-0.114518	-0.8796	0.191314
20	-0.047246	-0.3629	0.358988
21	0.019898	0.1528	0.439524
22	0.010266	0.0789	0.468706
23	0.062075	0.4768	0.317632
24	0.032907	0.2528	0.400666
25	0.066402	0.51	0.305961
26	0.061086	0.4692	0.320323
27	-0.160497	-1.2328	0.11127
28	-0.001436	-0.011	0.49562
29	0.031518	0.2421	0.404774
30	-0.13023	-1.0003	0.160622
31	0.134438	1.0326	0.152994
32	0.098384	0.7557	0.226418
33	-0.151134	-1.1609	0.125182
34	0.0397	0.3049	0.380741
35	-0.03382	-0.2598	0.397971
36	-0.075761	-0.5819	0.281416
37	-0.053753	-0.4129	0.340593
38	-0.009648	-0.0741	0.470588
39	-0.097093	-0.7458	0.229378
40	-0.095483	-0.7334	0.233103
41	-0.01213	-0.0932	0.46304
42	0.007124	0.0547	0.478274
43	0.035614	0.2736	0.392689
44	0.07418	0.5698	0.285493
45	-0.067818	-0.5209	0.302187
46	0.020976	0.1611	0.436275
47	0.071645	0.5503	0.29209
48	-0.000783	-0.006	0.497611
49	-0.103681	-0.7964	0.2145
50	-0.005186	-0.0398	0.484179
51	0.054275	0.4169	0.339134
52	0.037441	0.2876	0.387333
53	-0.032802	-0.252	0.400976
54	-0.103048	-0.7915	0.215905
55	-0.021846	-0.1678	0.433657
56	0.014619	0.1123	0.455486
57	-0.080961	-0.6219	0.268211
58	-0.029631	-0.2276	0.410372
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 = 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 (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