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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationMon, 27 Dec 2010 13:27:22 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/27/t1293456292ydpozrl4ut07l0w.htm/, Retrieved Mon, 06 May 2024 16:25:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115963, Retrieved Mon, 06 May 2024 16:25:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact122

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2010-12-14 13:47:21] [acfa3f91ce5598ec4ba98aad4cfba2f0]
- RMPD    [(Partial) Autocorrelation Function] [] [2010-12-27 13:27:22] [c474a97a96075919a678ad3d2290b00b] [Current]
-   P       [(Partial) Autocorrelation Function] [] [2010-12-27 13:32:05] [acfa3f91ce5598ec4ba98aad4cfba2f0]
- RMP       [Standard Deviation-Mean Plot] [] [2010-12-27 13:35:47] [acfa3f91ce5598ec4ba98aad4cfba2f0]
- RMP       [Standard Deviation-Mean Plot] [] [2010-12-27 13:35:47] [acfa3f91ce5598ec4ba98aad4cfba2f0]
- RMP       [ARIMA Backward Selection] [] [2010-12-27 13:38:56] [acfa3f91ce5598ec4ba98aad4cfba2f0]
- RMP       [ARIMA Forecasting] [] [2010-12-27 13:49:20] [acfa3f91ce5598ec4ba98aad4cfba2f0]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
35.36
31.19
35.29
33.80
36.38
37.77
34.88
37.07
35.56
34.18
32.05
32.35
34.79
33.75
33.76
36.80
36.57
34.14
33.85
35.10
33.92
33.34
30.69
32.32
32.47
34.71
37.19
35.58
36.04
35.63
32.74
33.31
28.40
27.37
28.20
29.23
28.05
27.70
28.05
28.01
30.73
30.82
30.48
30.92
31.20
31.41
31.96
36.95
35.64
37.18
38.69
39.97
40.36
40.79
42.92
41.21
44.15
44.70
47.42
45.14
46.08
50.59
48.63
47.46
47.30
49.02
51.77
54.15
56.10
52.58
52.56
51.27
57.72
53.46
55.48
59.33
57.32
56.44
58.80
55.64
53.62
54.87
56.15
55.35
52.38
51.27
53.95
56.09
56.34
60.65
58.35
57.18
58.87
66.20
62.25
62.62
54.73
56.20
52.54
63.06
63.53
60.95
53.83
51.20
44.57
44.15
44.04
42.28
38.42
35.41
37.01
39.19
46.50
44.79
47.01
49.15
50.85
54.09
55.40
56.16
54.37
52.34
56.13
51.29
42.95
28.88
38.47
34.83
41.17
40.80
40.00
44.00

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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=115963&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=115963&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115963&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.94896510.90280
20.90484310.39590
30.8518899.78750
40.8173329.39040
50.7788818.94870
60.7447578.55660
70.7008978.05270
80.6573627.55250
90.6248897.17940
100.6079386.98470
110.5936716.82080
120.5751796.60830
130.5565616.39440
140.5482256.29860
150.535016.14680
160.532486.11770
170.5276636.06240
180.5135735.90050
190.4990325.73340
200.4787435.50030
210.4624915.31360
220.4287654.92611e-06
230.3954154.5436e-06
240.3497384.01824.9e-05
250.3148183.6170.000212
260.2741843.15010.00101
270.2510442.88430.002291
280.2131752.44920.007814
290.1792412.05930.020714
300.1315431.51130.06655
310.1003991.15350.125395
320.0643150.73890.230632
330.034490.39630.346278
34-0.001665-0.01910.492385
35-0.032574-0.37430.354409
36-0.064007-0.73540.231704
37-0.08613-0.98960.162099
38-0.105474-1.21180.113876
39-0.119846-1.37690.085434
40-0.13788-1.58410.057779
41-0.158341-1.81920.035573
42-0.180306-2.07160.020127
43-0.203939-2.34310.01031
44-0.224229-2.57620.005545
45-0.242603-2.78730.00305
46-0.266019-3.05630.001356
47-0.290441-3.33690.00055
48-0.310986-3.5730.000247
49-0.329939-3.79070.000114
50-0.34631-3.97885.7e-05
51-0.358336-4.1173.4e-05
52-0.368657-4.23552.1e-05
53-0.382241-4.39161.1e-05
54-0.387261-4.44939e-06
55-0.400635-4.60295e-06
56-0.404391-4.64614e-06
57-0.413742-4.75353e-06
58-0.410859-4.72043e-06
59-0.402404-4.62334e-06
60-0.394876-4.53686e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948965 & 10.9028 & 0 \tabularnewline
2 & 0.904843 & 10.3959 & 0 \tabularnewline
3 & 0.851889 & 9.7875 & 0 \tabularnewline
4 & 0.817332 & 9.3904 & 0 \tabularnewline
5 & 0.778881 & 8.9487 & 0 \tabularnewline
6 & 0.744757 & 8.5566 & 0 \tabularnewline
7 & 0.700897 & 8.0527 & 0 \tabularnewline
8 & 0.657362 & 7.5525 & 0 \tabularnewline
9 & 0.624889 & 7.1794 & 0 \tabularnewline
10 & 0.607938 & 6.9847 & 0 \tabularnewline
11 & 0.593671 & 6.8208 & 0 \tabularnewline
12 & 0.575179 & 6.6083 & 0 \tabularnewline
13 & 0.556561 & 6.3944 & 0 \tabularnewline
14 & 0.548225 & 6.2986 & 0 \tabularnewline
15 & 0.53501 & 6.1468 & 0 \tabularnewline
16 & 0.53248 & 6.1177 & 0 \tabularnewline
17 & 0.527663 & 6.0624 & 0 \tabularnewline
18 & 0.513573 & 5.9005 & 0 \tabularnewline
19 & 0.499032 & 5.7334 & 0 \tabularnewline
20 & 0.478743 & 5.5003 & 0 \tabularnewline
21 & 0.462491 & 5.3136 & 0 \tabularnewline
22 & 0.428765 & 4.9261 & 1e-06 \tabularnewline
23 & 0.395415 & 4.543 & 6e-06 \tabularnewline
24 & 0.349738 & 4.0182 & 4.9e-05 \tabularnewline
25 & 0.314818 & 3.617 & 0.000212 \tabularnewline
26 & 0.274184 & 3.1501 & 0.00101 \tabularnewline
27 & 0.251044 & 2.8843 & 0.002291 \tabularnewline
28 & 0.213175 & 2.4492 & 0.007814 \tabularnewline
29 & 0.179241 & 2.0593 & 0.020714 \tabularnewline
30 & 0.131543 & 1.5113 & 0.06655 \tabularnewline
31 & 0.100399 & 1.1535 & 0.125395 \tabularnewline
32 & 0.064315 & 0.7389 & 0.230632 \tabularnewline
33 & 0.03449 & 0.3963 & 0.346278 \tabularnewline
34 & -0.001665 & -0.0191 & 0.492385 \tabularnewline
35 & -0.032574 & -0.3743 & 0.354409 \tabularnewline
36 & -0.064007 & -0.7354 & 0.231704 \tabularnewline
37 & -0.08613 & -0.9896 & 0.162099 \tabularnewline
38 & -0.105474 & -1.2118 & 0.113876 \tabularnewline
39 & -0.119846 & -1.3769 & 0.085434 \tabularnewline
40 & -0.13788 & -1.5841 & 0.057779 \tabularnewline
41 & -0.158341 & -1.8192 & 0.035573 \tabularnewline
42 & -0.180306 & -2.0716 & 0.020127 \tabularnewline
43 & -0.203939 & -2.3431 & 0.01031 \tabularnewline
44 & -0.224229 & -2.5762 & 0.005545 \tabularnewline
45 & -0.242603 & -2.7873 & 0.00305 \tabularnewline
46 & -0.266019 & -3.0563 & 0.001356 \tabularnewline
47 & -0.290441 & -3.3369 & 0.00055 \tabularnewline
48 & -0.310986 & -3.573 & 0.000247 \tabularnewline
49 & -0.329939 & -3.7907 & 0.000114 \tabularnewline
50 & -0.34631 & -3.9788 & 5.7e-05 \tabularnewline
51 & -0.358336 & -4.117 & 3.4e-05 \tabularnewline
52 & -0.368657 & -4.2355 & 2.1e-05 \tabularnewline
53 & -0.382241 & -4.3916 & 1.1e-05 \tabularnewline
54 & -0.387261 & -4.4493 & 9e-06 \tabularnewline
55 & -0.400635 & -4.6029 & 5e-06 \tabularnewline
56 & -0.404391 & -4.6461 & 4e-06 \tabularnewline
57 & -0.413742 & -4.7535 & 3e-06 \tabularnewline
58 & -0.410859 & -4.7204 & 3e-06 \tabularnewline
59 & -0.402404 & -4.6233 & 4e-06 \tabularnewline
60 & -0.394876 & -4.5368 & 6e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115963&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]0.948965[/C][C]10.9028[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.904843[/C][C]10.3959[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.851889[/C][C]9.7875[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.817332[/C][C]9.3904[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.778881[/C][C]8.9487[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.744757[/C][C]8.5566[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.700897[/C][C]8.0527[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.657362[/C][C]7.5525[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.624889[/C][C]7.1794[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.607938[/C][C]6.9847[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.593671[/C][C]6.8208[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.575179[/C][C]6.6083[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.556561[/C][C]6.3944[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.548225[/C][C]6.2986[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.53501[/C][C]6.1468[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.53248[/C][C]6.1177[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.527663[/C][C]6.0624[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.513573[/C][C]5.9005[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.499032[/C][C]5.7334[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.478743[/C][C]5.5003[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.462491[/C][C]5.3136[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.428765[/C][C]4.9261[/C][C]1e-06[/C][/ROW]
[ROW][C]23[/C][C]0.395415[/C][C]4.543[/C][C]6e-06[/C][/ROW]
[ROW][C]24[/C][C]0.349738[/C][C]4.0182[/C][C]4.9e-05[/C][/ROW]
[ROW][C]25[/C][C]0.314818[/C][C]3.617[/C][C]0.000212[/C][/ROW]
[ROW][C]26[/C][C]0.274184[/C][C]3.1501[/C][C]0.00101[/C][/ROW]
[ROW][C]27[/C][C]0.251044[/C][C]2.8843[/C][C]0.002291[/C][/ROW]
[ROW][C]28[/C][C]0.213175[/C][C]2.4492[/C][C]0.007814[/C][/ROW]
[ROW][C]29[/C][C]0.179241[/C][C]2.0593[/C][C]0.020714[/C][/ROW]
[ROW][C]30[/C][C]0.131543[/C][C]1.5113[/C][C]0.06655[/C][/ROW]
[ROW][C]31[/C][C]0.100399[/C][C]1.1535[/C][C]0.125395[/C][/ROW]
[ROW][C]32[/C][C]0.064315[/C][C]0.7389[/C][C]0.230632[/C][/ROW]
[ROW][C]33[/C][C]0.03449[/C][C]0.3963[/C][C]0.346278[/C][/ROW]
[ROW][C]34[/C][C]-0.001665[/C][C]-0.0191[/C][C]0.492385[/C][/ROW]
[ROW][C]35[/C][C]-0.032574[/C][C]-0.3743[/C][C]0.354409[/C][/ROW]
[ROW][C]36[/C][C]-0.064007[/C][C]-0.7354[/C][C]0.231704[/C][/ROW]
[ROW][C]37[/C][C]-0.08613[/C][C]-0.9896[/C][C]0.162099[/C][/ROW]
[ROW][C]38[/C][C]-0.105474[/C][C]-1.2118[/C][C]0.113876[/C][/ROW]
[ROW][C]39[/C][C]-0.119846[/C][C]-1.3769[/C][C]0.085434[/C][/ROW]
[ROW][C]40[/C][C]-0.13788[/C][C]-1.5841[/C][C]0.057779[/C][/ROW]
[ROW][C]41[/C][C]-0.158341[/C][C]-1.8192[/C][C]0.035573[/C][/ROW]
[ROW][C]42[/C][C]-0.180306[/C][C]-2.0716[/C][C]0.020127[/C][/ROW]
[ROW][C]43[/C][C]-0.203939[/C][C]-2.3431[/C][C]0.01031[/C][/ROW]
[ROW][C]44[/C][C]-0.224229[/C][C]-2.5762[/C][C]0.005545[/C][/ROW]
[ROW][C]45[/C][C]-0.242603[/C][C]-2.7873[/C][C]0.00305[/C][/ROW]
[ROW][C]46[/C][C]-0.266019[/C][C]-3.0563[/C][C]0.001356[/C][/ROW]
[ROW][C]47[/C][C]-0.290441[/C][C]-3.3369[/C][C]0.00055[/C][/ROW]
[ROW][C]48[/C][C]-0.310986[/C][C]-3.573[/C][C]0.000247[/C][/ROW]
[ROW][C]49[/C][C]-0.329939[/C][C]-3.7907[/C][C]0.000114[/C][/ROW]
[ROW][C]50[/C][C]-0.34631[/C][C]-3.9788[/C][C]5.7e-05[/C][/ROW]
[ROW][C]51[/C][C]-0.358336[/C][C]-4.117[/C][C]3.4e-05[/C][/ROW]
[ROW][C]52[/C][C]-0.368657[/C][C]-4.2355[/C][C]2.1e-05[/C][/ROW]
[ROW][C]53[/C][C]-0.382241[/C][C]-4.3916[/C][C]1.1e-05[/C][/ROW]
[ROW][C]54[/C][C]-0.387261[/C][C]-4.4493[/C][C]9e-06[/C][/ROW]
[ROW][C]55[/C][C]-0.400635[/C][C]-4.6029[/C][C]5e-06[/C][/ROW]
[ROW][C]56[/C][C]-0.404391[/C][C]-4.6461[/C][C]4e-06[/C][/ROW]
[ROW][C]57[/C][C]-0.413742[/C][C]-4.7535[/C][C]3e-06[/C][/ROW]
[ROW][C]58[/C][C]-0.410859[/C][C]-4.7204[/C][C]3e-06[/C][/ROW]
[ROW][C]59[/C][C]-0.402404[/C][C]-4.6233[/C][C]4e-06[/C][/ROW]
[ROW][C]60[/C][C]-0.394876[/C][C]-4.5368[/C][C]6e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115963&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115963&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.94896510.90280
20.90484310.39590
30.8518899.78750
40.8173329.39040
50.7788818.94870
60.7447578.55660
70.7008978.05270
80.6573627.55250
90.6248897.17940
100.6079386.98470
110.5936716.82080
120.5751796.60830
130.5565616.39440
140.5482256.29860
150.535016.14680
160.532486.11770
170.5276636.06240
180.5135735.90050
190.4990325.73340
200.4787435.50030
210.4624915.31360
220.4287654.92611e-06
230.3954154.5436e-06
240.3497384.01824.9e-05
250.3148183.6170.000212
260.2741843.15010.00101
270.2510442.88430.002291
280.2131752.44920.007814
290.1792412.05930.020714
300.1315431.51130.06655
310.1003991.15350.125395
320.0643150.73890.230632
330.034490.39630.346278
34-0.001665-0.01910.492385
35-0.032574-0.37430.354409
36-0.064007-0.73540.231704
37-0.08613-0.98960.162099
38-0.105474-1.21180.113876
39-0.119846-1.37690.085434
40-0.13788-1.58410.057779
41-0.158341-1.81920.035573
42-0.180306-2.07160.020127
43-0.203939-2.34310.01031
44-0.224229-2.57620.005545
45-0.242603-2.78730.00305
46-0.266019-3.05630.001356
47-0.290441-3.33690.00055
48-0.310986-3.5730.000247
49-0.329939-3.79070.000114
50-0.34631-3.97885.7e-05
51-0.358336-4.1173.4e-05
52-0.368657-4.23552.1e-05
53-0.382241-4.39161.1e-05
54-0.387261-4.44939e-06
55-0.400635-4.60295e-06
56-0.404391-4.64614e-06
57-0.413742-4.75353e-06
58-0.410859-4.72043e-06
59-0.402404-4.62334e-06
60-0.394876-4.53686e-06






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.94896510.90280
20.0433180.49770.309766
3-0.107651-1.23680.109175
40.1477151.69710.046016
5-0.032925-0.37830.352916
6-0.008377-0.09620.461734
7-0.08348-0.95910.169627
8-0.042299-0.4860.313896
90.1116041.28220.101004
100.1283051.47410.071416
110.0126440.14530.442362
12-0.04241-0.48730.313445
130.0251580.2890.3865
140.1193671.37140.086285
15-0.072786-0.83620.202264
160.0612350.70350.241482
170.0310240.35640.361039
18-0.100578-1.15560.124975
190.0449570.51650.30318
20-0.079937-0.91840.18004
21-0.002884-0.03310.48681
22-0.158885-1.82540.035097
23-0.048456-0.55670.289333
24-0.095002-1.09150.138524
250.0357360.41060.341026
26-0.054946-0.63130.264475
270.0836310.96080.169193
28-0.143479-1.64850.050819
29-0.006388-0.07340.470804
30-0.162606-1.86820.031975
310.0363260.41740.338549
32-0.076961-0.88420.189095
33-0.07693-0.88390.189191
34-0.040127-0.4610.322769
35-0.012738-0.14630.441934
360.0026680.03070.487796
37-0.008925-0.10250.459244
38-0.016222-0.18640.42622
390.033370.38340.351023
400.006680.07680.469468
41-0.067996-0.78120.218037
42-0.014432-0.16580.434279
43-0.067144-0.77140.220917
440.0411920.47330.318403
450.011140.1280.449176
46-0.088261-1.0140.156208
470.0349290.40130.344424
48-0.020579-0.23640.40673
490.0515950.59280.277169
50-0.042151-0.48430.314498
510.1186361.3630.087597
52-0.024045-0.27630.391391
530.0220420.25320.400236
540.0219970.25270.400434
55-0.066295-0.76170.223807
56-0.004165-0.04790.480951
570.0395930.45490.324967
580.0195250.22430.411425
590.1389631.59660.056377
60-0.057511-0.66080.254962

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.948965 & 10.9028 & 0 \tabularnewline
2 & 0.043318 & 0.4977 & 0.309766 \tabularnewline
3 & -0.107651 & -1.2368 & 0.109175 \tabularnewline
4 & 0.147715 & 1.6971 & 0.046016 \tabularnewline
5 & -0.032925 & -0.3783 & 0.352916 \tabularnewline
6 & -0.008377 & -0.0962 & 0.461734 \tabularnewline
7 & -0.08348 & -0.9591 & 0.169627 \tabularnewline
8 & -0.042299 & -0.486 & 0.313896 \tabularnewline
9 & 0.111604 & 1.2822 & 0.101004 \tabularnewline
10 & 0.128305 & 1.4741 & 0.071416 \tabularnewline
11 & 0.012644 & 0.1453 & 0.442362 \tabularnewline
12 & -0.04241 & -0.4873 & 0.313445 \tabularnewline
13 & 0.025158 & 0.289 & 0.3865 \tabularnewline
14 & 0.119367 & 1.3714 & 0.086285 \tabularnewline
15 & -0.072786 & -0.8362 & 0.202264 \tabularnewline
16 & 0.061235 & 0.7035 & 0.241482 \tabularnewline
17 & 0.031024 & 0.3564 & 0.361039 \tabularnewline
18 & -0.100578 & -1.1556 & 0.124975 \tabularnewline
19 & 0.044957 & 0.5165 & 0.30318 \tabularnewline
20 & -0.079937 & -0.9184 & 0.18004 \tabularnewline
21 & -0.002884 & -0.0331 & 0.48681 \tabularnewline
22 & -0.158885 & -1.8254 & 0.035097 \tabularnewline
23 & -0.048456 & -0.5567 & 0.289333 \tabularnewline
24 & -0.095002 & -1.0915 & 0.138524 \tabularnewline
25 & 0.035736 & 0.4106 & 0.341026 \tabularnewline
26 & -0.054946 & -0.6313 & 0.264475 \tabularnewline
27 & 0.083631 & 0.9608 & 0.169193 \tabularnewline
28 & -0.143479 & -1.6485 & 0.050819 \tabularnewline
29 & -0.006388 & -0.0734 & 0.470804 \tabularnewline
30 & -0.162606 & -1.8682 & 0.031975 \tabularnewline
31 & 0.036326 & 0.4174 & 0.338549 \tabularnewline
32 & -0.076961 & -0.8842 & 0.189095 \tabularnewline
33 & -0.07693 & -0.8839 & 0.189191 \tabularnewline
34 & -0.040127 & -0.461 & 0.322769 \tabularnewline
35 & -0.012738 & -0.1463 & 0.441934 \tabularnewline
36 & 0.002668 & 0.0307 & 0.487796 \tabularnewline
37 & -0.008925 & -0.1025 & 0.459244 \tabularnewline
38 & -0.016222 & -0.1864 & 0.42622 \tabularnewline
39 & 0.03337 & 0.3834 & 0.351023 \tabularnewline
40 & 0.00668 & 0.0768 & 0.469468 \tabularnewline
41 & -0.067996 & -0.7812 & 0.218037 \tabularnewline
42 & -0.014432 & -0.1658 & 0.434279 \tabularnewline
43 & -0.067144 & -0.7714 & 0.220917 \tabularnewline
44 & 0.041192 & 0.4733 & 0.318403 \tabularnewline
45 & 0.01114 & 0.128 & 0.449176 \tabularnewline
46 & -0.088261 & -1.014 & 0.156208 \tabularnewline
47 & 0.034929 & 0.4013 & 0.344424 \tabularnewline
48 & -0.020579 & -0.2364 & 0.40673 \tabularnewline
49 & 0.051595 & 0.5928 & 0.277169 \tabularnewline
50 & -0.042151 & -0.4843 & 0.314498 \tabularnewline
51 & 0.118636 & 1.363 & 0.087597 \tabularnewline
52 & -0.024045 & -0.2763 & 0.391391 \tabularnewline
53 & 0.022042 & 0.2532 & 0.400236 \tabularnewline
54 & 0.021997 & 0.2527 & 0.400434 \tabularnewline
55 & -0.066295 & -0.7617 & 0.223807 \tabularnewline
56 & -0.004165 & -0.0479 & 0.480951 \tabularnewline
57 & 0.039593 & 0.4549 & 0.324967 \tabularnewline
58 & 0.019525 & 0.2243 & 0.411425 \tabularnewline
59 & 0.138963 & 1.5966 & 0.056377 \tabularnewline
60 & -0.057511 & -0.6608 & 0.254962 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115963&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]0.948965[/C][C]10.9028[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.043318[/C][C]0.4977[/C][C]0.309766[/C][/ROW]
[ROW][C]3[/C][C]-0.107651[/C][C]-1.2368[/C][C]0.109175[/C][/ROW]
[ROW][C]4[/C][C]0.147715[/C][C]1.6971[/C][C]0.046016[/C][/ROW]
[ROW][C]5[/C][C]-0.032925[/C][C]-0.3783[/C][C]0.352916[/C][/ROW]
[ROW][C]6[/C][C]-0.008377[/C][C]-0.0962[/C][C]0.461734[/C][/ROW]
[ROW][C]7[/C][C]-0.08348[/C][C]-0.9591[/C][C]0.169627[/C][/ROW]
[ROW][C]8[/C][C]-0.042299[/C][C]-0.486[/C][C]0.313896[/C][/ROW]
[ROW][C]9[/C][C]0.111604[/C][C]1.2822[/C][C]0.101004[/C][/ROW]
[ROW][C]10[/C][C]0.128305[/C][C]1.4741[/C][C]0.071416[/C][/ROW]
[ROW][C]11[/C][C]0.012644[/C][C]0.1453[/C][C]0.442362[/C][/ROW]
[ROW][C]12[/C][C]-0.04241[/C][C]-0.4873[/C][C]0.313445[/C][/ROW]
[ROW][C]13[/C][C]0.025158[/C][C]0.289[/C][C]0.3865[/C][/ROW]
[ROW][C]14[/C][C]0.119367[/C][C]1.3714[/C][C]0.086285[/C][/ROW]
[ROW][C]15[/C][C]-0.072786[/C][C]-0.8362[/C][C]0.202264[/C][/ROW]
[ROW][C]16[/C][C]0.061235[/C][C]0.7035[/C][C]0.241482[/C][/ROW]
[ROW][C]17[/C][C]0.031024[/C][C]0.3564[/C][C]0.361039[/C][/ROW]
[ROW][C]18[/C][C]-0.100578[/C][C]-1.1556[/C][C]0.124975[/C][/ROW]
[ROW][C]19[/C][C]0.044957[/C][C]0.5165[/C][C]0.30318[/C][/ROW]
[ROW][C]20[/C][C]-0.079937[/C][C]-0.9184[/C][C]0.18004[/C][/ROW]
[ROW][C]21[/C][C]-0.002884[/C][C]-0.0331[/C][C]0.48681[/C][/ROW]
[ROW][C]22[/C][C]-0.158885[/C][C]-1.8254[/C][C]0.035097[/C][/ROW]
[ROW][C]23[/C][C]-0.048456[/C][C]-0.5567[/C][C]0.289333[/C][/ROW]
[ROW][C]24[/C][C]-0.095002[/C][C]-1.0915[/C][C]0.138524[/C][/ROW]
[ROW][C]25[/C][C]0.035736[/C][C]0.4106[/C][C]0.341026[/C][/ROW]
[ROW][C]26[/C][C]-0.054946[/C][C]-0.6313[/C][C]0.264475[/C][/ROW]
[ROW][C]27[/C][C]0.083631[/C][C]0.9608[/C][C]0.169193[/C][/ROW]
[ROW][C]28[/C][C]-0.143479[/C][C]-1.6485[/C][C]0.050819[/C][/ROW]
[ROW][C]29[/C][C]-0.006388[/C][C]-0.0734[/C][C]0.470804[/C][/ROW]
[ROW][C]30[/C][C]-0.162606[/C][C]-1.8682[/C][C]0.031975[/C][/ROW]
[ROW][C]31[/C][C]0.036326[/C][C]0.4174[/C][C]0.338549[/C][/ROW]
[ROW][C]32[/C][C]-0.076961[/C][C]-0.8842[/C][C]0.189095[/C][/ROW]
[ROW][C]33[/C][C]-0.07693[/C][C]-0.8839[/C][C]0.189191[/C][/ROW]
[ROW][C]34[/C][C]-0.040127[/C][C]-0.461[/C][C]0.322769[/C][/ROW]
[ROW][C]35[/C][C]-0.012738[/C][C]-0.1463[/C][C]0.441934[/C][/ROW]
[ROW][C]36[/C][C]0.002668[/C][C]0.0307[/C][C]0.487796[/C][/ROW]
[ROW][C]37[/C][C]-0.008925[/C][C]-0.1025[/C][C]0.459244[/C][/ROW]
[ROW][C]38[/C][C]-0.016222[/C][C]-0.1864[/C][C]0.42622[/C][/ROW]
[ROW][C]39[/C][C]0.03337[/C][C]0.3834[/C][C]0.351023[/C][/ROW]
[ROW][C]40[/C][C]0.00668[/C][C]0.0768[/C][C]0.469468[/C][/ROW]
[ROW][C]41[/C][C]-0.067996[/C][C]-0.7812[/C][C]0.218037[/C][/ROW]
[ROW][C]42[/C][C]-0.014432[/C][C]-0.1658[/C][C]0.434279[/C][/ROW]
[ROW][C]43[/C][C]-0.067144[/C][C]-0.7714[/C][C]0.220917[/C][/ROW]
[ROW][C]44[/C][C]0.041192[/C][C]0.4733[/C][C]0.318403[/C][/ROW]
[ROW][C]45[/C][C]0.01114[/C][C]0.128[/C][C]0.449176[/C][/ROW]
[ROW][C]46[/C][C]-0.088261[/C][C]-1.014[/C][C]0.156208[/C][/ROW]
[ROW][C]47[/C][C]0.034929[/C][C]0.4013[/C][C]0.344424[/C][/ROW]
[ROW][C]48[/C][C]-0.020579[/C][C]-0.2364[/C][C]0.40673[/C][/ROW]
[ROW][C]49[/C][C]0.051595[/C][C]0.5928[/C][C]0.277169[/C][/ROW]
[ROW][C]50[/C][C]-0.042151[/C][C]-0.4843[/C][C]0.314498[/C][/ROW]
[ROW][C]51[/C][C]0.118636[/C][C]1.363[/C][C]0.087597[/C][/ROW]
[ROW][C]52[/C][C]-0.024045[/C][C]-0.2763[/C][C]0.391391[/C][/ROW]
[ROW][C]53[/C][C]0.022042[/C][C]0.2532[/C][C]0.400236[/C][/ROW]
[ROW][C]54[/C][C]0.021997[/C][C]0.2527[/C][C]0.400434[/C][/ROW]
[ROW][C]55[/C][C]-0.066295[/C][C]-0.7617[/C][C]0.223807[/C][/ROW]
[ROW][C]56[/C][C]-0.004165[/C][C]-0.0479[/C][C]0.480951[/C][/ROW]
[ROW][C]57[/C][C]0.039593[/C][C]0.4549[/C][C]0.324967[/C][/ROW]
[ROW][C]58[/C][C]0.019525[/C][C]0.2243[/C][C]0.411425[/C][/ROW]
[ROW][C]59[/C][C]0.138963[/C][C]1.5966[/C][C]0.056377[/C][/ROW]
[ROW][C]60[/C][C]-0.057511[/C][C]-0.6608[/C][C]0.254962[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115963&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115963&T=2

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.94896510.90280
20.0433180.49770.309766
3-0.107651-1.23680.109175
40.1477151.69710.046016
5-0.032925-0.37830.352916
6-0.008377-0.09620.461734
7-0.08348-0.95910.169627
8-0.042299-0.4860.313896
90.1116041.28220.101004
100.1283051.47410.071416
110.0126440.14530.442362
12-0.04241-0.48730.313445
130.0251580.2890.3865
140.1193671.37140.086285
15-0.072786-0.83620.202264
160.0612350.70350.241482
170.0310240.35640.361039
18-0.100578-1.15560.124975
190.0449570.51650.30318
20-0.079937-0.91840.18004
21-0.002884-0.03310.48681
22-0.158885-1.82540.035097
23-0.048456-0.55670.289333
24-0.095002-1.09150.138524
250.0357360.41060.341026
26-0.054946-0.63130.264475
270.0836310.96080.169193
28-0.143479-1.64850.050819
29-0.006388-0.07340.470804
30-0.162606-1.86820.031975
310.0363260.41740.338549
32-0.076961-0.88420.189095
33-0.07693-0.88390.189191
34-0.040127-0.4610.322769
35-0.012738-0.14630.441934
360.0026680.03070.487796
37-0.008925-0.10250.459244
38-0.016222-0.18640.42622
390.033370.38340.351023
400.006680.07680.469468
41-0.067996-0.78120.218037
42-0.014432-0.16580.434279
43-0.067144-0.77140.220917
440.0411920.47330.318403
450.011140.1280.449176
46-0.088261-1.0140.156208
470.0349290.40130.344424
48-0.020579-0.23640.40673
490.0515950.59280.277169
50-0.042151-0.48430.314498
510.1186361.3630.087597
52-0.024045-0.27630.391391
530.0220420.25320.400236
540.0219970.25270.400434
55-0.066295-0.76170.223807
56-0.004165-0.04790.480951
570.0395930.45490.324967
580.0195250.22430.411425
590.1389631.59660.056377
60-0.057511-0.66080.254962


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 60 ; 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')