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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 27 Dec 2010 12:12:17 +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/27/t129345185754kjd9cfcqkmgo4.htm/, Retrieved Tue, 07 May 2024 02:32:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115928, Retrieved Tue, 07 May 2024 02:32:43 +0000

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113

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-       [(Partial) Autocorrelation Function] [paper ACF D] [2010-12-27 12:12:17] [4c854bb223ec27caaa7bcfc5e77b0dbd] [Current]

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Dataseries X:

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Histogram

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5.2
7.9
8.7
8.9
15.3
15.4
18.1
19.7
13
12.6
6.2
3.5
3.4
0
9.5
8.9
10.4
13.2
18.9
19
16.3
10.6
5.8
3.6
2.6
5
7.3
9.2
15.7
16.8
18.4
18.1
14.6
7.8
7.6
3.8
5.6
2.2
6.8
11.8
14.9
16.7
16.7
15.9
13.6
9.2
2.8
2.5
4.8
2.8
7.8
9
12.9
16.4
21.8
17.8
13.5
10
10.4
5.5
4
6.8
5.7
9.1
13.6
15
20.9
20.4
14
13.7
7.1
0.8
2.1
1.3
3.9
10.7
11.1
16.4
17.1
17.3
12.9
10.9
5.3
0.7
-0.2
6.5
8.6
8.5
13.3
16.2
17.5
21.2
14.8
10.3
7.3
5.1
4.4
6.2
7.7
9.3
15.6
16.3
16.6
17.4
15.3
9.7
3.7
4.6
5.4
3.1
7.9
10.1
15
15.6
19.7
18.1
17.7
10.7
6.2
4.2
4
5.9
7.1
10.5
15.1
16.8
15.3
18.4
16.1
11.3
7.9
5.6
3.4
4.8
6.5
8.5
15.1
15.7
18.7
19.2
12.9
14.4
6.2
3.3
4.6
7.2
7.8
9.9
13.6
17.1
17.8
18.6
14.7
10.5
8.6
4.4
2.3
2.8
8.8
10.7
13.9
19.3
19.5
20.4
15.3
7.9
8.3
4.5
3.2
5
6.6
11.1
12.8
16.3
17.4
18.9
15.8
11.7
6.4
2.9
4.7
2.4
7.2
10.7
13.4
18.5
18.3
16.8
16.6
14.1
6.1
3.5
1.7
2.3
4.5
9.3
14.2
17.3
23
16.3
18.4
14.2
9.1
5.9
7.2
6.8
8
14.3
14.6
17.5
17.2
17.2
14.1
10.5
6.8
4.1
6.5
6.1
6.3
9.3
16.4
16.1
18
17.6
14
10.5
6.9
2.8
0.7
3.6
6.7
12.5
14.4
16.5
18.7
19.4
15.8
11.3
9.7
2.9

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115928&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115928&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115928&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	3 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.153921	2.3242	0.010498
2	0.100275	1.5141	0.065689
3	0.159121	2.4027	0.008538
4	0.020509	0.3097	0.378546
5	0.079085	1.1942	0.11683
6	0.008617	0.1301	0.448298
7	-0.097257	-1.4686	0.071666
8	-0.014853	-0.2243	0.411375
9	0.057159	0.8631	0.194501
10	-0.12401	-1.8725	0.031208
11	-0.017336	-0.2618	0.396867
12	-0.447169	-6.7521	0
13	-0.099362	-1.5003	0.067455
14	-0.011677	-0.1763	0.430102
15	-0.219248	-3.3106	0.000541
16	0.017267	0.2607	0.397269
17	-0.076966	-1.1622	0.123192
18	-0.086574	-1.3072	0.096223
19	-0.010372	-0.1566	0.437842
20	0.002022	0.0305	0.487836
21	-0.155963	-2.355	0.009686
22	0.058918	0.8896	0.187298
23	-0.14106	-2.13	0.017123
24	-0.071066	-1.0731	0.142186
25	0.053181	0.803	0.211401
26	-0.118845	-1.7945	0.037027
27	0.119369	1.8024	0.036399
28	0.003699	0.0559	0.477754
29	0.044279	0.6686	0.252214
30	0.172233	2.6007	0.004956
31	0.154602	2.3344	0.010221
32	-0.020323	-0.3069	0.379611
33	0.136789	2.0655	0.020005
34	0.008903	0.1344	0.446587
35	0.021628	0.3266	0.372145
36	0.095185	1.4373	0.076008
37	-0.002027	-0.0306	0.487802
38	0.093639	1.4139	0.079374
39	0.044874	0.6776	0.249361
40	-0.004066	-0.0614	0.475551
41	0.018624	0.2812	0.3894
42	-0.109907	-1.6596	0.049189
43	-0.127679	-1.9279	0.027554
44	-0.000281	-0.0042	0.498312
45	-0.132862	-2.0062	0.02301
46	0.01016	0.1534	0.439104
47	0.060142	0.9081	0.182384
48	-0.157065	-2.3716	0.009271
49	-0.057709	-0.8714	0.192228
50	0.007722	0.1166	0.453643
51	-0.119494	-1.8043	0.03625
52	-0.033266	-0.5023	0.307969
53	0.018176	0.2744	0.391995
54	-0.017664	-0.2667	0.394962
55	0.073314	1.107	0.134728
56	0.012788	0.1931	0.423527
57	0.065586	0.9903	0.161532
58	0.013778	0.208	0.41769
59	0.030129	0.4549	0.324792
60	0.121791	1.839	0.033608

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.153921 & 2.3242 & 0.010498 \tabularnewline
2 & 0.100275 & 1.5141 & 0.065689 \tabularnewline
3 & 0.159121 & 2.4027 & 0.008538 \tabularnewline
4 & 0.020509 & 0.3097 & 0.378546 \tabularnewline
5 & 0.079085 & 1.1942 & 0.11683 \tabularnewline
6 & 0.008617 & 0.1301 & 0.448298 \tabularnewline
7 & -0.097257 & -1.4686 & 0.071666 \tabularnewline
8 & -0.014853 & -0.2243 & 0.411375 \tabularnewline
9 & 0.057159 & 0.8631 & 0.194501 \tabularnewline
10 & -0.12401 & -1.8725 & 0.031208 \tabularnewline
11 & -0.017336 & -0.2618 & 0.396867 \tabularnewline
12 & -0.447169 & -6.7521 & 0 \tabularnewline
13 & -0.099362 & -1.5003 & 0.067455 \tabularnewline
14 & -0.011677 & -0.1763 & 0.430102 \tabularnewline
15 & -0.219248 & -3.3106 & 0.000541 \tabularnewline
16 & 0.017267 & 0.2607 & 0.397269 \tabularnewline
17 & -0.076966 & -1.1622 & 0.123192 \tabularnewline
18 & -0.086574 & -1.3072 & 0.096223 \tabularnewline
19 & -0.010372 & -0.1566 & 0.437842 \tabularnewline
20 & 0.002022 & 0.0305 & 0.487836 \tabularnewline
21 & -0.155963 & -2.355 & 0.009686 \tabularnewline
22 & 0.058918 & 0.8896 & 0.187298 \tabularnewline
23 & -0.14106 & -2.13 & 0.017123 \tabularnewline
24 & -0.071066 & -1.0731 & 0.142186 \tabularnewline
25 & 0.053181 & 0.803 & 0.211401 \tabularnewline
26 & -0.118845 & -1.7945 & 0.037027 \tabularnewline
27 & 0.119369 & 1.8024 & 0.036399 \tabularnewline
28 & 0.003699 & 0.0559 & 0.477754 \tabularnewline
29 & 0.044279 & 0.6686 & 0.252214 \tabularnewline
30 & 0.172233 & 2.6007 & 0.004956 \tabularnewline
31 & 0.154602 & 2.3344 & 0.010221 \tabularnewline
32 & -0.020323 & -0.3069 & 0.379611 \tabularnewline
33 & 0.136789 & 2.0655 & 0.020005 \tabularnewline
34 & 0.008903 & 0.1344 & 0.446587 \tabularnewline
35 & 0.021628 & 0.3266 & 0.372145 \tabularnewline
36 & 0.095185 & 1.4373 & 0.076008 \tabularnewline
37 & -0.002027 & -0.0306 & 0.487802 \tabularnewline
38 & 0.093639 & 1.4139 & 0.079374 \tabularnewline
39 & 0.044874 & 0.6776 & 0.249361 \tabularnewline
40 & -0.004066 & -0.0614 & 0.475551 \tabularnewline
41 & 0.018624 & 0.2812 & 0.3894 \tabularnewline
42 & -0.109907 & -1.6596 & 0.049189 \tabularnewline
43 & -0.127679 & -1.9279 & 0.027554 \tabularnewline
44 & -0.000281 & -0.0042 & 0.498312 \tabularnewline
45 & -0.132862 & -2.0062 & 0.02301 \tabularnewline
46 & 0.01016 & 0.1534 & 0.439104 \tabularnewline
47 & 0.060142 & 0.9081 & 0.182384 \tabularnewline
48 & -0.157065 & -2.3716 & 0.009271 \tabularnewline
49 & -0.057709 & -0.8714 & 0.192228 \tabularnewline
50 & 0.007722 & 0.1166 & 0.453643 \tabularnewline
51 & -0.119494 & -1.8043 & 0.03625 \tabularnewline
52 & -0.033266 & -0.5023 & 0.307969 \tabularnewline
53 & 0.018176 & 0.2744 & 0.391995 \tabularnewline
54 & -0.017664 & -0.2667 & 0.394962 \tabularnewline
55 & 0.073314 & 1.107 & 0.134728 \tabularnewline
56 & 0.012788 & 0.1931 & 0.423527 \tabularnewline
57 & 0.065586 & 0.9903 & 0.161532 \tabularnewline
58 & 0.013778 & 0.208 & 0.41769 \tabularnewline
59 & 0.030129 & 0.4549 & 0.324792 \tabularnewline
60 & 0.121791 & 1.839 & 0.033608 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115928&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]0.153921[/C][C]2.3242[/C][C]0.010498[/C][/ROW]
[ROW][C]2[/C][C]0.100275[/C][C]1.5141[/C][C]0.065689[/C][/ROW]
[ROW][C]3[/C][C]0.159121[/C][C]2.4027[/C][C]0.008538[/C][/ROW]
[ROW][C]4[/C][C]0.020509[/C][C]0.3097[/C][C]0.378546[/C][/ROW]
[ROW][C]5[/C][C]0.079085[/C][C]1.1942[/C][C]0.11683[/C][/ROW]
[ROW][C]6[/C][C]0.008617[/C][C]0.1301[/C][C]0.448298[/C][/ROW]
[ROW][C]7[/C][C]-0.097257[/C][C]-1.4686[/C][C]0.071666[/C][/ROW]
[ROW][C]8[/C][C]-0.014853[/C][C]-0.2243[/C][C]0.411375[/C][/ROW]
[ROW][C]9[/C][C]0.057159[/C][C]0.8631[/C][C]0.194501[/C][/ROW]
[ROW][C]10[/C][C]-0.12401[/C][C]-1.8725[/C][C]0.031208[/C][/ROW]
[ROW][C]11[/C][C]-0.017336[/C][C]-0.2618[/C][C]0.396867[/C][/ROW]
[ROW][C]12[/C][C]-0.447169[/C][C]-6.7521[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.099362[/C][C]-1.5003[/C][C]0.067455[/C][/ROW]
[ROW][C]14[/C][C]-0.011677[/C][C]-0.1763[/C][C]0.430102[/C][/ROW]
[ROW][C]15[/C][C]-0.219248[/C][C]-3.3106[/C][C]0.000541[/C][/ROW]
[ROW][C]16[/C][C]0.017267[/C][C]0.2607[/C][C]0.397269[/C][/ROW]
[ROW][C]17[/C][C]-0.076966[/C][C]-1.1622[/C][C]0.123192[/C][/ROW]
[ROW][C]18[/C][C]-0.086574[/C][C]-1.3072[/C][C]0.096223[/C][/ROW]
[ROW][C]19[/C][C]-0.010372[/C][C]-0.1566[/C][C]0.437842[/C][/ROW]
[ROW][C]20[/C][C]0.002022[/C][C]0.0305[/C][C]0.487836[/C][/ROW]
[ROW][C]21[/C][C]-0.155963[/C][C]-2.355[/C][C]0.009686[/C][/ROW]
[ROW][C]22[/C][C]0.058918[/C][C]0.8896[/C][C]0.187298[/C][/ROW]
[ROW][C]23[/C][C]-0.14106[/C][C]-2.13[/C][C]0.017123[/C][/ROW]
[ROW][C]24[/C][C]-0.071066[/C][C]-1.0731[/C][C]0.142186[/C][/ROW]
[ROW][C]25[/C][C]0.053181[/C][C]0.803[/C][C]0.211401[/C][/ROW]
[ROW][C]26[/C][C]-0.118845[/C][C]-1.7945[/C][C]0.037027[/C][/ROW]
[ROW][C]27[/C][C]0.119369[/C][C]1.8024[/C][C]0.036399[/C][/ROW]
[ROW][C]28[/C][C]0.003699[/C][C]0.0559[/C][C]0.477754[/C][/ROW]
[ROW][C]29[/C][C]0.044279[/C][C]0.6686[/C][C]0.252214[/C][/ROW]
[ROW][C]30[/C][C]0.172233[/C][C]2.6007[/C][C]0.004956[/C][/ROW]
[ROW][C]31[/C][C]0.154602[/C][C]2.3344[/C][C]0.010221[/C][/ROW]
[ROW][C]32[/C][C]-0.020323[/C][C]-0.3069[/C][C]0.379611[/C][/ROW]
[ROW][C]33[/C][C]0.136789[/C][C]2.0655[/C][C]0.020005[/C][/ROW]
[ROW][C]34[/C][C]0.008903[/C][C]0.1344[/C][C]0.446587[/C][/ROW]
[ROW][C]35[/C][C]0.021628[/C][C]0.3266[/C][C]0.372145[/C][/ROW]
[ROW][C]36[/C][C]0.095185[/C][C]1.4373[/C][C]0.076008[/C][/ROW]
[ROW][C]37[/C][C]-0.002027[/C][C]-0.0306[/C][C]0.487802[/C][/ROW]
[ROW][C]38[/C][C]0.093639[/C][C]1.4139[/C][C]0.079374[/C][/ROW]
[ROW][C]39[/C][C]0.044874[/C][C]0.6776[/C][C]0.249361[/C][/ROW]
[ROW][C]40[/C][C]-0.004066[/C][C]-0.0614[/C][C]0.475551[/C][/ROW]
[ROW][C]41[/C][C]0.018624[/C][C]0.2812[/C][C]0.3894[/C][/ROW]
[ROW][C]42[/C][C]-0.109907[/C][C]-1.6596[/C][C]0.049189[/C][/ROW]
[ROW][C]43[/C][C]-0.127679[/C][C]-1.9279[/C][C]0.027554[/C][/ROW]
[ROW][C]44[/C][C]-0.000281[/C][C]-0.0042[/C][C]0.498312[/C][/ROW]
[ROW][C]45[/C][C]-0.132862[/C][C]-2.0062[/C][C]0.02301[/C][/ROW]
[ROW][C]46[/C][C]0.01016[/C][C]0.1534[/C][C]0.439104[/C][/ROW]
[ROW][C]47[/C][C]0.060142[/C][C]0.9081[/C][C]0.182384[/C][/ROW]
[ROW][C]48[/C][C]-0.157065[/C][C]-2.3716[/C][C]0.009271[/C][/ROW]
[ROW][C]49[/C][C]-0.057709[/C][C]-0.8714[/C][C]0.192228[/C][/ROW]
[ROW][C]50[/C][C]0.007722[/C][C]0.1166[/C][C]0.453643[/C][/ROW]
[ROW][C]51[/C][C]-0.119494[/C][C]-1.8043[/C][C]0.03625[/C][/ROW]
[ROW][C]52[/C][C]-0.033266[/C][C]-0.5023[/C][C]0.307969[/C][/ROW]
[ROW][C]53[/C][C]0.018176[/C][C]0.2744[/C][C]0.391995[/C][/ROW]
[ROW][C]54[/C][C]-0.017664[/C][C]-0.2667[/C][C]0.394962[/C][/ROW]
[ROW][C]55[/C][C]0.073314[/C][C]1.107[/C][C]0.134728[/C][/ROW]
[ROW][C]56[/C][C]0.012788[/C][C]0.1931[/C][C]0.423527[/C][/ROW]
[ROW][C]57[/C][C]0.065586[/C][C]0.9903[/C][C]0.161532[/C][/ROW]
[ROW][C]58[/C][C]0.013778[/C][C]0.208[/C][C]0.41769[/C][/ROW]
[ROW][C]59[/C][C]0.030129[/C][C]0.4549[/C][C]0.324792[/C][/ROW]
[ROW][C]60[/C][C]0.121791[/C][C]1.839[/C][C]0.033608[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115928&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115928&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	0.153921	2.3242	0.010498
2	0.100275	1.5141	0.065689
3	0.159121	2.4027	0.008538
4	0.020509	0.3097	0.378546
5	0.079085	1.1942	0.11683
6	0.008617	0.1301	0.448298
7	-0.097257	-1.4686	0.071666
8	-0.014853	-0.2243	0.411375
9	0.057159	0.8631	0.194501
10	-0.12401	-1.8725	0.031208
11	-0.017336	-0.2618	0.396867
12	-0.447169	-6.7521	0
13	-0.099362	-1.5003	0.067455
14	-0.011677	-0.1763	0.430102
15	-0.219248	-3.3106	0.000541
16	0.017267	0.2607	0.397269
17	-0.076966	-1.1622	0.123192
18	-0.086574	-1.3072	0.096223
19	-0.010372	-0.1566	0.437842
20	0.002022	0.0305	0.487836
21	-0.155963	-2.355	0.009686
22	0.058918	0.8896	0.187298
23	-0.14106	-2.13	0.017123
24	-0.071066	-1.0731	0.142186
25	0.053181	0.803	0.211401
26	-0.118845	-1.7945	0.037027
27	0.119369	1.8024	0.036399
28	0.003699	0.0559	0.477754
29	0.044279	0.6686	0.252214
30	0.172233	2.6007	0.004956
31	0.154602	2.3344	0.010221
32	-0.020323	-0.3069	0.379611
33	0.136789	2.0655	0.020005
34	0.008903	0.1344	0.446587
35	0.021628	0.3266	0.372145
36	0.095185	1.4373	0.076008
37	-0.002027	-0.0306	0.487802
38	0.093639	1.4139	0.079374
39	0.044874	0.6776	0.249361
40	-0.004066	-0.0614	0.475551
41	0.018624	0.2812	0.3894
42	-0.109907	-1.6596	0.049189
43	-0.127679	-1.9279	0.027554
44	-0.000281	-0.0042	0.498312
45	-0.132862	-2.0062	0.02301
46	0.01016	0.1534	0.439104
47	0.060142	0.9081	0.182384
48	-0.157065	-2.3716	0.009271
49	-0.057709	-0.8714	0.192228
50	0.007722	0.1166	0.453643
51	-0.119494	-1.8043	0.03625
52	-0.033266	-0.5023	0.307969
53	0.018176	0.2744	0.391995
54	-0.017664	-0.2667	0.394962
55	0.073314	1.107	0.134728
56	0.012788	0.1931	0.423527
57	0.065586	0.9903	0.161532
58	0.013778	0.208	0.41769
59	0.030129	0.4549	0.324792
60	0.121791	1.839	0.033608

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.153921	2.3242	0.010498
2	0.078442	1.1845	0.118734
3	0.136889	2.067	0.019933
4	-0.028717	-0.4336	0.332486
5	0.059884	0.9042	0.183415
6	-0.032282	-0.4874	0.313205
7	-0.106962	-1.6151	0.053837
8	-0.005946	-0.0898	0.464271
9	0.08335	1.2586	0.104738
10	-0.124277	-1.8765	0.030929
11	0.01119	0.169	0.432984
12	-0.473696	-7.1526	0
13	0.09455	1.4277	0.077377
14	0.009774	0.1476	0.441399
15	-0.085513	-1.2912	0.098967
16	0.102407	1.5463	0.061709
17	-0.082437	-1.2448	0.107248
18	-0.059367	-0.8964	0.185485
19	-0.071359	-1.0775	0.141199
20	0.017601	0.2658	0.395329
21	-0.058345	-0.881	0.189627
22	-0.007657	-0.1156	0.454029
23	-0.179108	-2.7045	0.003679
24	-0.243765	-3.6808	0.000145
25	0.035278	0.5327	0.297385
26	-0.068743	-1.038	0.150185
27	0.06394	0.9655	0.167666
28	0.0282	0.4258	0.335325
29	-0.013336	-0.2014	0.420296
30	0.092346	1.3944	0.082279
31	0.071302	1.0766	0.14139
32	-0.064901	-0.98	0.164067
33	0.016695	0.2521	0.4006
34	-0.062947	-0.9505	0.171436
35	-0.121303	-1.8316	0.034155
36	-0.166992	-2.5215	0.006184
37	0.146899	2.2181	0.013766
38	-0.068748	-1.0381	0.150169
39	0.130526	1.9709	0.024972
40	-0.031834	-0.4807	0.315601
41	0.00756	0.1142	0.454606
42	-0.045144	-0.6817	0.248072
43	0.000578	0.0087	0.49652
44	-0.043642	-0.659	0.255289
45	-0.081553	-1.2314	0.109715
46	0.093387	1.4101	0.079936
47	-0.126619	-1.9119	0.028571
48	-0.186333	-2.8136	0.002664
49	-0.0134	-0.2023	0.419915
50	0.030234	0.4565	0.324225
51	0.027659	0.4176	0.3383
52	0.005667	0.0856	0.465942
53	0.114518	1.7292	0.042565
54	0.002631	0.0397	0.484171
55	-0.012849	-0.194	0.423166
56	-0.005287	-0.0798	0.46822
57	-0.007141	-0.1078	0.457117
58	-0.002514	-0.038	0.484874
59	0.004078	0.0616	0.475475
60	-0.107334	-1.6207	0.053231

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.153921 & 2.3242 & 0.010498 \tabularnewline
2 & 0.078442 & 1.1845 & 0.118734 \tabularnewline
3 & 0.136889 & 2.067 & 0.019933 \tabularnewline
4 & -0.028717 & -0.4336 & 0.332486 \tabularnewline
5 & 0.059884 & 0.9042 & 0.183415 \tabularnewline
6 & -0.032282 & -0.4874 & 0.313205 \tabularnewline
7 & -0.106962 & -1.6151 & 0.053837 \tabularnewline
8 & -0.005946 & -0.0898 & 0.464271 \tabularnewline
9 & 0.08335 & 1.2586 & 0.104738 \tabularnewline
10 & -0.124277 & -1.8765 & 0.030929 \tabularnewline
11 & 0.01119 & 0.169 & 0.432984 \tabularnewline
12 & -0.473696 & -7.1526 & 0 \tabularnewline
13 & 0.09455 & 1.4277 & 0.077377 \tabularnewline
14 & 0.009774 & 0.1476 & 0.441399 \tabularnewline
15 & -0.085513 & -1.2912 & 0.098967 \tabularnewline
16 & 0.102407 & 1.5463 & 0.061709 \tabularnewline
17 & -0.082437 & -1.2448 & 0.107248 \tabularnewline
18 & -0.059367 & -0.8964 & 0.185485 \tabularnewline
19 & -0.071359 & -1.0775 & 0.141199 \tabularnewline
20 & 0.017601 & 0.2658 & 0.395329 \tabularnewline
21 & -0.058345 & -0.881 & 0.189627 \tabularnewline
22 & -0.007657 & -0.1156 & 0.454029 \tabularnewline
23 & -0.179108 & -2.7045 & 0.003679 \tabularnewline
24 & -0.243765 & -3.6808 & 0.000145 \tabularnewline
25 & 0.035278 & 0.5327 & 0.297385 \tabularnewline
26 & -0.068743 & -1.038 & 0.150185 \tabularnewline
27 & 0.06394 & 0.9655 & 0.167666 \tabularnewline
28 & 0.0282 & 0.4258 & 0.335325 \tabularnewline
29 & -0.013336 & -0.2014 & 0.420296 \tabularnewline
30 & 0.092346 & 1.3944 & 0.082279 \tabularnewline
31 & 0.071302 & 1.0766 & 0.14139 \tabularnewline
32 & -0.064901 & -0.98 & 0.164067 \tabularnewline
33 & 0.016695 & 0.2521 & 0.4006 \tabularnewline
34 & -0.062947 & -0.9505 & 0.171436 \tabularnewline
35 & -0.121303 & -1.8316 & 0.034155 \tabularnewline
36 & -0.166992 & -2.5215 & 0.006184 \tabularnewline
37 & 0.146899 & 2.2181 & 0.013766 \tabularnewline
38 & -0.068748 & -1.0381 & 0.150169 \tabularnewline
39 & 0.130526 & 1.9709 & 0.024972 \tabularnewline
40 & -0.031834 & -0.4807 & 0.315601 \tabularnewline
41 & 0.00756 & 0.1142 & 0.454606 \tabularnewline
42 & -0.045144 & -0.6817 & 0.248072 \tabularnewline
43 & 0.000578 & 0.0087 & 0.49652 \tabularnewline
44 & -0.043642 & -0.659 & 0.255289 \tabularnewline
45 & -0.081553 & -1.2314 & 0.109715 \tabularnewline
46 & 0.093387 & 1.4101 & 0.079936 \tabularnewline
47 & -0.126619 & -1.9119 & 0.028571 \tabularnewline
48 & -0.186333 & -2.8136 & 0.002664 \tabularnewline
49 & -0.0134 & -0.2023 & 0.419915 \tabularnewline
50 & 0.030234 & 0.4565 & 0.324225 \tabularnewline
51 & 0.027659 & 0.4176 & 0.3383 \tabularnewline
52 & 0.005667 & 0.0856 & 0.465942 \tabularnewline
53 & 0.114518 & 1.7292 & 0.042565 \tabularnewline
54 & 0.002631 & 0.0397 & 0.484171 \tabularnewline
55 & -0.012849 & -0.194 & 0.423166 \tabularnewline
56 & -0.005287 & -0.0798 & 0.46822 \tabularnewline
57 & -0.007141 & -0.1078 & 0.457117 \tabularnewline
58 & -0.002514 & -0.038 & 0.484874 \tabularnewline
59 & 0.004078 & 0.0616 & 0.475475 \tabularnewline
60 & -0.107334 & -1.6207 & 0.053231 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115928&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]0.153921[/C][C]2.3242[/C][C]0.010498[/C][/ROW]
[ROW][C]2[/C][C]0.078442[/C][C]1.1845[/C][C]0.118734[/C][/ROW]
[ROW][C]3[/C][C]0.136889[/C][C]2.067[/C][C]0.019933[/C][/ROW]
[ROW][C]4[/C][C]-0.028717[/C][C]-0.4336[/C][C]0.332486[/C][/ROW]
[ROW][C]5[/C][C]0.059884[/C][C]0.9042[/C][C]0.183415[/C][/ROW]
[ROW][C]6[/C][C]-0.032282[/C][C]-0.4874[/C][C]0.313205[/C][/ROW]
[ROW][C]7[/C][C]-0.106962[/C][C]-1.6151[/C][C]0.053837[/C][/ROW]
[ROW][C]8[/C][C]-0.005946[/C][C]-0.0898[/C][C]0.464271[/C][/ROW]
[ROW][C]9[/C][C]0.08335[/C][C]1.2586[/C][C]0.104738[/C][/ROW]
[ROW][C]10[/C][C]-0.124277[/C][C]-1.8765[/C][C]0.030929[/C][/ROW]
[ROW][C]11[/C][C]0.01119[/C][C]0.169[/C][C]0.432984[/C][/ROW]
[ROW][C]12[/C][C]-0.473696[/C][C]-7.1526[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.09455[/C][C]1.4277[/C][C]0.077377[/C][/ROW]
[ROW][C]14[/C][C]0.009774[/C][C]0.1476[/C][C]0.441399[/C][/ROW]
[ROW][C]15[/C][C]-0.085513[/C][C]-1.2912[/C][C]0.098967[/C][/ROW]
[ROW][C]16[/C][C]0.102407[/C][C]1.5463[/C][C]0.061709[/C][/ROW]
[ROW][C]17[/C][C]-0.082437[/C][C]-1.2448[/C][C]0.107248[/C][/ROW]
[ROW][C]18[/C][C]-0.059367[/C][C]-0.8964[/C][C]0.185485[/C][/ROW]
[ROW][C]19[/C][C]-0.071359[/C][C]-1.0775[/C][C]0.141199[/C][/ROW]
[ROW][C]20[/C][C]0.017601[/C][C]0.2658[/C][C]0.395329[/C][/ROW]
[ROW][C]21[/C][C]-0.058345[/C][C]-0.881[/C][C]0.189627[/C][/ROW]
[ROW][C]22[/C][C]-0.007657[/C][C]-0.1156[/C][C]0.454029[/C][/ROW]
[ROW][C]23[/C][C]-0.179108[/C][C]-2.7045[/C][C]0.003679[/C][/ROW]
[ROW][C]24[/C][C]-0.243765[/C][C]-3.6808[/C][C]0.000145[/C][/ROW]
[ROW][C]25[/C][C]0.035278[/C][C]0.5327[/C][C]0.297385[/C][/ROW]
[ROW][C]26[/C][C]-0.068743[/C][C]-1.038[/C][C]0.150185[/C][/ROW]
[ROW][C]27[/C][C]0.06394[/C][C]0.9655[/C][C]0.167666[/C][/ROW]
[ROW][C]28[/C][C]0.0282[/C][C]0.4258[/C][C]0.335325[/C][/ROW]
[ROW][C]29[/C][C]-0.013336[/C][C]-0.2014[/C][C]0.420296[/C][/ROW]
[ROW][C]30[/C][C]0.092346[/C][C]1.3944[/C][C]0.082279[/C][/ROW]
[ROW][C]31[/C][C]0.071302[/C][C]1.0766[/C][C]0.14139[/C][/ROW]
[ROW][C]32[/C][C]-0.064901[/C][C]-0.98[/C][C]0.164067[/C][/ROW]
[ROW][C]33[/C][C]0.016695[/C][C]0.2521[/C][C]0.4006[/C][/ROW]
[ROW][C]34[/C][C]-0.062947[/C][C]-0.9505[/C][C]0.171436[/C][/ROW]
[ROW][C]35[/C][C]-0.121303[/C][C]-1.8316[/C][C]0.034155[/C][/ROW]
[ROW][C]36[/C][C]-0.166992[/C][C]-2.5215[/C][C]0.006184[/C][/ROW]
[ROW][C]37[/C][C]0.146899[/C][C]2.2181[/C][C]0.013766[/C][/ROW]
[ROW][C]38[/C][C]-0.068748[/C][C]-1.0381[/C][C]0.150169[/C][/ROW]
[ROW][C]39[/C][C]0.130526[/C][C]1.9709[/C][C]0.024972[/C][/ROW]
[ROW][C]40[/C][C]-0.031834[/C][C]-0.4807[/C][C]0.315601[/C][/ROW]
[ROW][C]41[/C][C]0.00756[/C][C]0.1142[/C][C]0.454606[/C][/ROW]
[ROW][C]42[/C][C]-0.045144[/C][C]-0.6817[/C][C]0.248072[/C][/ROW]
[ROW][C]43[/C][C]0.000578[/C][C]0.0087[/C][C]0.49652[/C][/ROW]
[ROW][C]44[/C][C]-0.043642[/C][C]-0.659[/C][C]0.255289[/C][/ROW]
[ROW][C]45[/C][C]-0.081553[/C][C]-1.2314[/C][C]0.109715[/C][/ROW]
[ROW][C]46[/C][C]0.093387[/C][C]1.4101[/C][C]0.079936[/C][/ROW]
[ROW][C]47[/C][C]-0.126619[/C][C]-1.9119[/C][C]0.028571[/C][/ROW]
[ROW][C]48[/C][C]-0.186333[/C][C]-2.8136[/C][C]0.002664[/C][/ROW]
[ROW][C]49[/C][C]-0.0134[/C][C]-0.2023[/C][C]0.419915[/C][/ROW]
[ROW][C]50[/C][C]0.030234[/C][C]0.4565[/C][C]0.324225[/C][/ROW]
[ROW][C]51[/C][C]0.027659[/C][C]0.4176[/C][C]0.3383[/C][/ROW]
[ROW][C]52[/C][C]0.005667[/C][C]0.0856[/C][C]0.465942[/C][/ROW]
[ROW][C]53[/C][C]0.114518[/C][C]1.7292[/C][C]0.042565[/C][/ROW]
[ROW][C]54[/C][C]0.002631[/C][C]0.0397[/C][C]0.484171[/C][/ROW]
[ROW][C]55[/C][C]-0.012849[/C][C]-0.194[/C][C]0.423166[/C][/ROW]
[ROW][C]56[/C][C]-0.005287[/C][C]-0.0798[/C][C]0.46822[/C][/ROW]
[ROW][C]57[/C][C]-0.007141[/C][C]-0.1078[/C][C]0.457117[/C][/ROW]
[ROW][C]58[/C][C]-0.002514[/C][C]-0.038[/C][C]0.484874[/C][/ROW]
[ROW][C]59[/C][C]0.004078[/C][C]0.0616[/C][C]0.475475[/C][/ROW]
[ROW][C]60[/C][C]-0.107334[/C][C]-1.6207[/C][C]0.053231[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115928&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115928&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	0.153921	2.3242	0.010498
2	0.078442	1.1845	0.118734
3	0.136889	2.067	0.019933
4	-0.028717	-0.4336	0.332486
5	0.059884	0.9042	0.183415
6	-0.032282	-0.4874	0.313205
7	-0.106962	-1.6151	0.053837
8	-0.005946	-0.0898	0.464271
9	0.08335	1.2586	0.104738
10	-0.124277	-1.8765	0.030929
11	0.01119	0.169	0.432984
12	-0.473696	-7.1526	0
13	0.09455	1.4277	0.077377
14	0.009774	0.1476	0.441399
15	-0.085513	-1.2912	0.098967
16	0.102407	1.5463	0.061709
17	-0.082437	-1.2448	0.107248
18	-0.059367	-0.8964	0.185485
19	-0.071359	-1.0775	0.141199
20	0.017601	0.2658	0.395329
21	-0.058345	-0.881	0.189627
22	-0.007657	-0.1156	0.454029
23	-0.179108	-2.7045	0.003679
24	-0.243765	-3.6808	0.000145
25	0.035278	0.5327	0.297385
26	-0.068743	-1.038	0.150185
27	0.06394	0.9655	0.167666
28	0.0282	0.4258	0.335325
29	-0.013336	-0.2014	0.420296
30	0.092346	1.3944	0.082279
31	0.071302	1.0766	0.14139
32	-0.064901	-0.98	0.164067
33	0.016695	0.2521	0.4006
34	-0.062947	-0.9505	0.171436
35	-0.121303	-1.8316	0.034155
36	-0.166992	-2.5215	0.006184
37	0.146899	2.2181	0.013766
38	-0.068748	-1.0381	0.150169
39	0.130526	1.9709	0.024972
40	-0.031834	-0.4807	0.315601
41	0.00756	0.1142	0.454606
42	-0.045144	-0.6817	0.248072
43	0.000578	0.0087	0.49652
44	-0.043642	-0.659	0.255289
45	-0.081553	-1.2314	0.109715
46	0.093387	1.4101	0.079936
47	-0.126619	-1.9119	0.028571
48	-0.186333	-2.8136	0.002664
49	-0.0134	-0.2023	0.419915
50	0.030234	0.4565	0.324225
51	0.027659	0.4176	0.3383
52	0.005667	0.0856	0.465942
53	0.114518	1.7292	0.042565
54	0.002631	0.0397	0.484171
55	-0.012849	-0.194	0.423166
56	-0.005287	-0.0798	0.46822
57	-0.007141	-0.1078	0.457117
58	-0.002514	-0.038	0.484874
59	0.004078	0.0616	0.475475
60	-0.107334	-1.6207	0.053231

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 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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