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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 29 Dec 2010 09:50:16 +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/29/t12936161393audx1mbdm2ove2.htm/, Retrieved Fri, 03 May 2024 05:12:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116659, Retrieved Fri, 03 May 2024 05:12:39 +0000

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User-defined keywords

Estimated Impact

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

-     [Univariate Data Series] [] [2008-12-14 11:54:22] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP   [(Partial) Autocorrelation Function] [Workshop 9: ACF b...] [2010-12-17 15:33:01] [a48e3f697f1471e9c9650f8bf805cc06]
-   PD      [(Partial) Autocorrelation Function] [Paper: ACF (basis...] [2010-12-29 09:50:16] [35c3410767ea63f72c8afa35bf7b6164] [Current]
-   P         [(Partial) Autocorrelation Function] [Paper: ACF (min18...] [2010-12-29 10:17:18] [a48e3f697f1471e9c9650f8bf805cc06] 
- RMP         [Variance Reduction Matrix] [Paper: VRM (min18)] [2010-12-29 10:27:21] [a48e3f697f1471e9c9650f8bf805cc06] 
- RMP         [Spectral Analysis] [Paper: SA (min18 ...] [2010-12-29 10:41:23] [a48e3f697f1471e9c9650f8bf805cc06] 
- RMP         [Spectral Analysis] [Paper: SA (min18 ...] [2010-12-29 10:53:24] [a48e3f697f1471e9c9650f8bf805cc06] 
- RMP         [Standard Deviation-Mean Plot] [Paper: SDM-plot (...] [2010-12-29 11:00:54] [a48e3f697f1471e9c9650f8bf805cc06] 
- RMP         [ARIMA Backward Selection] [Paper: min18 ARIMA] [2010-12-29 11:31:16] [a48e3f697f1471e9c9650f8bf805cc06] 

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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	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=116659&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=116659&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116659&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	0.826981	6.9683	0
2	0.651051	5.4859	0
3	0.392454	3.3069	0.000741
4	0.223796	1.8857	0.031711
5	0.13451	1.1334	0.130428
6	0.112268	0.946	0.173681
7	0.090158	0.7597	0.224979
8	0.120594	1.0161	0.156506
9	0.197512	1.6643	0.050234
10	0.341824	2.8803	0.002625
11	0.426732	3.5957	0.000297
12	0.510422	4.3009	2.7e-05
13	0.339635	2.8618	0.002765
14	0.180537	1.5212	0.066321
15	-0.048457	-0.4083	0.342139
16	-0.188598	-1.5892	0.058235
17	-0.260311	-2.1934	0.015777
18	-0.268606	-2.2633	0.013337
19	-0.286831	-2.4169	0.009113
20	-0.262044	-2.208	0.015237
21	-0.196794	-1.6582	0.050843
22	-0.076722	-0.6465	0.26003
23	0.016131	0.1359	0.446133
24	0.103347	0.8708	0.193395
25	-0.003652	-0.0308	0.48777
26	-0.096752	-0.8152	0.208828
27	-0.260994	-2.1992	0.015562
28	-0.357281	-3.0105	0.001805
29	-0.399907	-3.3697	0.00061
30	-0.393522	-3.3159	0.000721
31	-0.396995	-3.3451	0.000658
32	-0.365033	-3.0758	0.00149
33	-0.300466	-2.5318	0.006782
34	-0.188435	-1.5878	0.05839
35	-0.087865	-0.7404	0.23076
36	0.012335	0.1039	0.458757
37	-0.037843	-0.3189	0.375379
38	-0.08305	-0.6998	0.243172
39	-0.191706	-1.6153	0.055336
40	-0.243106	-2.0484	0.022107
41	-0.254072	-2.1408	0.017861
42	-0.22854	-1.9257	0.029072
43	-0.20995	-1.7691	0.040588
44	-0.169619	-1.4292	0.078661
45	-0.111812	-0.9421	0.174656
46	-0.031484	-0.2653	0.395777
47	0.043904	0.3699	0.356264
48	0.110888	0.9344	0.176644
49	0.080298	0.6766	0.250429
50	0.051311	0.4324	0.333396
51	-0.028917	-0.2437	0.404098
52	-0.059029	-0.4974	0.310228
53	-0.060083	-0.5063	0.307119
54	-0.034756	-0.2929	0.385241
55	-0.009823	-0.0828	0.467132
56	0.020289	0.171	0.432371
57	0.049522	0.4173	0.338866
58	0.083052	0.6998	0.243168
59	0.107466	0.9055	0.184126
60	0.124113	1.0458	0.149602

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.826981 & 6.9683 & 0 \tabularnewline
2 & 0.651051 & 5.4859 & 0 \tabularnewline
3 & 0.392454 & 3.3069 & 0.000741 \tabularnewline
4 & 0.223796 & 1.8857 & 0.031711 \tabularnewline
5 & 0.13451 & 1.1334 & 0.130428 \tabularnewline
6 & 0.112268 & 0.946 & 0.173681 \tabularnewline
7 & 0.090158 & 0.7597 & 0.224979 \tabularnewline
8 & 0.120594 & 1.0161 & 0.156506 \tabularnewline
9 & 0.197512 & 1.6643 & 0.050234 \tabularnewline
10 & 0.341824 & 2.8803 & 0.002625 \tabularnewline
11 & 0.426732 & 3.5957 & 0.000297 \tabularnewline
12 & 0.510422 & 4.3009 & 2.7e-05 \tabularnewline
13 & 0.339635 & 2.8618 & 0.002765 \tabularnewline
14 & 0.180537 & 1.5212 & 0.066321 \tabularnewline
15 & -0.048457 & -0.4083 & 0.342139 \tabularnewline
16 & -0.188598 & -1.5892 & 0.058235 \tabularnewline
17 & -0.260311 & -2.1934 & 0.015777 \tabularnewline
18 & -0.268606 & -2.2633 & 0.013337 \tabularnewline
19 & -0.286831 & -2.4169 & 0.009113 \tabularnewline
20 & -0.262044 & -2.208 & 0.015237 \tabularnewline
21 & -0.196794 & -1.6582 & 0.050843 \tabularnewline
22 & -0.076722 & -0.6465 & 0.26003 \tabularnewline
23 & 0.016131 & 0.1359 & 0.446133 \tabularnewline
24 & 0.103347 & 0.8708 & 0.193395 \tabularnewline
25 & -0.003652 & -0.0308 & 0.48777 \tabularnewline
26 & -0.096752 & -0.8152 & 0.208828 \tabularnewline
27 & -0.260994 & -2.1992 & 0.015562 \tabularnewline
28 & -0.357281 & -3.0105 & 0.001805 \tabularnewline
29 & -0.399907 & -3.3697 & 0.00061 \tabularnewline
30 & -0.393522 & -3.3159 & 0.000721 \tabularnewline
31 & -0.396995 & -3.3451 & 0.000658 \tabularnewline
32 & -0.365033 & -3.0758 & 0.00149 \tabularnewline
33 & -0.300466 & -2.5318 & 0.006782 \tabularnewline
34 & -0.188435 & -1.5878 & 0.05839 \tabularnewline
35 & -0.087865 & -0.7404 & 0.23076 \tabularnewline
36 & 0.012335 & 0.1039 & 0.458757 \tabularnewline
37 & -0.037843 & -0.3189 & 0.375379 \tabularnewline
38 & -0.08305 & -0.6998 & 0.243172 \tabularnewline
39 & -0.191706 & -1.6153 & 0.055336 \tabularnewline
40 & -0.243106 & -2.0484 & 0.022107 \tabularnewline
41 & -0.254072 & -2.1408 & 0.017861 \tabularnewline
42 & -0.22854 & -1.9257 & 0.029072 \tabularnewline
43 & -0.20995 & -1.7691 & 0.040588 \tabularnewline
44 & -0.169619 & -1.4292 & 0.078661 \tabularnewline
45 & -0.111812 & -0.9421 & 0.174656 \tabularnewline
46 & -0.031484 & -0.2653 & 0.395777 \tabularnewline
47 & 0.043904 & 0.3699 & 0.356264 \tabularnewline
48 & 0.110888 & 0.9344 & 0.176644 \tabularnewline
49 & 0.080298 & 0.6766 & 0.250429 \tabularnewline
50 & 0.051311 & 0.4324 & 0.333396 \tabularnewline
51 & -0.028917 & -0.2437 & 0.404098 \tabularnewline
52 & -0.059029 & -0.4974 & 0.310228 \tabularnewline
53 & -0.060083 & -0.5063 & 0.307119 \tabularnewline
54 & -0.034756 & -0.2929 & 0.385241 \tabularnewline
55 & -0.009823 & -0.0828 & 0.467132 \tabularnewline
56 & 0.020289 & 0.171 & 0.432371 \tabularnewline
57 & 0.049522 & 0.4173 & 0.338866 \tabularnewline
58 & 0.083052 & 0.6998 & 0.243168 \tabularnewline
59 & 0.107466 & 0.9055 & 0.184126 \tabularnewline
60 & 0.124113 & 1.0458 & 0.149602 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116659&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]0.826981[/C][C]6.9683[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.651051[/C][C]5.4859[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.392454[/C][C]3.3069[/C][C]0.000741[/C][/ROW]
[ROW][C]4[/C][C]0.223796[/C][C]1.8857[/C][C]0.031711[/C][/ROW]
[ROW][C]5[/C][C]0.13451[/C][C]1.1334[/C][C]0.130428[/C][/ROW]
[ROW][C]6[/C][C]0.112268[/C][C]0.946[/C][C]0.173681[/C][/ROW]
[ROW][C]7[/C][C]0.090158[/C][C]0.7597[/C][C]0.224979[/C][/ROW]
[ROW][C]8[/C][C]0.120594[/C][C]1.0161[/C][C]0.156506[/C][/ROW]
[ROW][C]9[/C][C]0.197512[/C][C]1.6643[/C][C]0.050234[/C][/ROW]
[ROW][C]10[/C][C]0.341824[/C][C]2.8803[/C][C]0.002625[/C][/ROW]
[ROW][C]11[/C][C]0.426732[/C][C]3.5957[/C][C]0.000297[/C][/ROW]
[ROW][C]12[/C][C]0.510422[/C][C]4.3009[/C][C]2.7e-05[/C][/ROW]
[ROW][C]13[/C][C]0.339635[/C][C]2.8618[/C][C]0.002765[/C][/ROW]
[ROW][C]14[/C][C]0.180537[/C][C]1.5212[/C][C]0.066321[/C][/ROW]
[ROW][C]15[/C][C]-0.048457[/C][C]-0.4083[/C][C]0.342139[/C][/ROW]
[ROW][C]16[/C][C]-0.188598[/C][C]-1.5892[/C][C]0.058235[/C][/ROW]
[ROW][C]17[/C][C]-0.260311[/C][C]-2.1934[/C][C]0.015777[/C][/ROW]
[ROW][C]18[/C][C]-0.268606[/C][C]-2.2633[/C][C]0.013337[/C][/ROW]
[ROW][C]19[/C][C]-0.286831[/C][C]-2.4169[/C][C]0.009113[/C][/ROW]
[ROW][C]20[/C][C]-0.262044[/C][C]-2.208[/C][C]0.015237[/C][/ROW]
[ROW][C]21[/C][C]-0.196794[/C][C]-1.6582[/C][C]0.050843[/C][/ROW]
[ROW][C]22[/C][C]-0.076722[/C][C]-0.6465[/C][C]0.26003[/C][/ROW]
[ROW][C]23[/C][C]0.016131[/C][C]0.1359[/C][C]0.446133[/C][/ROW]
[ROW][C]24[/C][C]0.103347[/C][C]0.8708[/C][C]0.193395[/C][/ROW]
[ROW][C]25[/C][C]-0.003652[/C][C]-0.0308[/C][C]0.48777[/C][/ROW]
[ROW][C]26[/C][C]-0.096752[/C][C]-0.8152[/C][C]0.208828[/C][/ROW]
[ROW][C]27[/C][C]-0.260994[/C][C]-2.1992[/C][C]0.015562[/C][/ROW]
[ROW][C]28[/C][C]-0.357281[/C][C]-3.0105[/C][C]0.001805[/C][/ROW]
[ROW][C]29[/C][C]-0.399907[/C][C]-3.3697[/C][C]0.00061[/C][/ROW]
[ROW][C]30[/C][C]-0.393522[/C][C]-3.3159[/C][C]0.000721[/C][/ROW]
[ROW][C]31[/C][C]-0.396995[/C][C]-3.3451[/C][C]0.000658[/C][/ROW]
[ROW][C]32[/C][C]-0.365033[/C][C]-3.0758[/C][C]0.00149[/C][/ROW]
[ROW][C]33[/C][C]-0.300466[/C][C]-2.5318[/C][C]0.006782[/C][/ROW]
[ROW][C]34[/C][C]-0.188435[/C][C]-1.5878[/C][C]0.05839[/C][/ROW]
[ROW][C]35[/C][C]-0.087865[/C][C]-0.7404[/C][C]0.23076[/C][/ROW]
[ROW][C]36[/C][C]0.012335[/C][C]0.1039[/C][C]0.458757[/C][/ROW]
[ROW][C]37[/C][C]-0.037843[/C][C]-0.3189[/C][C]0.375379[/C][/ROW]
[ROW][C]38[/C][C]-0.08305[/C][C]-0.6998[/C][C]0.243172[/C][/ROW]
[ROW][C]39[/C][C]-0.191706[/C][C]-1.6153[/C][C]0.055336[/C][/ROW]
[ROW][C]40[/C][C]-0.243106[/C][C]-2.0484[/C][C]0.022107[/C][/ROW]
[ROW][C]41[/C][C]-0.254072[/C][C]-2.1408[/C][C]0.017861[/C][/ROW]
[ROW][C]42[/C][C]-0.22854[/C][C]-1.9257[/C][C]0.029072[/C][/ROW]
[ROW][C]43[/C][C]-0.20995[/C][C]-1.7691[/C][C]0.040588[/C][/ROW]
[ROW][C]44[/C][C]-0.169619[/C][C]-1.4292[/C][C]0.078661[/C][/ROW]
[ROW][C]45[/C][C]-0.111812[/C][C]-0.9421[/C][C]0.174656[/C][/ROW]
[ROW][C]46[/C][C]-0.031484[/C][C]-0.2653[/C][C]0.395777[/C][/ROW]
[ROW][C]47[/C][C]0.043904[/C][C]0.3699[/C][C]0.356264[/C][/ROW]
[ROW][C]48[/C][C]0.110888[/C][C]0.9344[/C][C]0.176644[/C][/ROW]
[ROW][C]49[/C][C]0.080298[/C][C]0.6766[/C][C]0.250429[/C][/ROW]
[ROW][C]50[/C][C]0.051311[/C][C]0.4324[/C][C]0.333396[/C][/ROW]
[ROW][C]51[/C][C]-0.028917[/C][C]-0.2437[/C][C]0.404098[/C][/ROW]
[ROW][C]52[/C][C]-0.059029[/C][C]-0.4974[/C][C]0.310228[/C][/ROW]
[ROW][C]53[/C][C]-0.060083[/C][C]-0.5063[/C][C]0.307119[/C][/ROW]
[ROW][C]54[/C][C]-0.034756[/C][C]-0.2929[/C][C]0.385241[/C][/ROW]
[ROW][C]55[/C][C]-0.009823[/C][C]-0.0828[/C][C]0.467132[/C][/ROW]
[ROW][C]56[/C][C]0.020289[/C][C]0.171[/C][C]0.432371[/C][/ROW]
[ROW][C]57[/C][C]0.049522[/C][C]0.4173[/C][C]0.338866[/C][/ROW]
[ROW][C]58[/C][C]0.083052[/C][C]0.6998[/C][C]0.243168[/C][/ROW]
[ROW][C]59[/C][C]0.107466[/C][C]0.9055[/C][C]0.184126[/C][/ROW]
[ROW][C]60[/C][C]0.124113[/C][C]1.0458[/C][C]0.149602[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116659&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116659&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	0.826981	6.9683	0
2	0.651051	5.4859	0
3	0.392454	3.3069	0.000741
4	0.223796	1.8857	0.031711
5	0.13451	1.1334	0.130428
6	0.112268	0.946	0.173681
7	0.090158	0.7597	0.224979
8	0.120594	1.0161	0.156506
9	0.197512	1.6643	0.050234
10	0.341824	2.8803	0.002625
11	0.426732	3.5957	0.000297
12	0.510422	4.3009	2.7e-05
13	0.339635	2.8618	0.002765
14	0.180537	1.5212	0.066321
15	-0.048457	-0.4083	0.342139
16	-0.188598	-1.5892	0.058235
17	-0.260311	-2.1934	0.015777
18	-0.268606	-2.2633	0.013337
19	-0.286831	-2.4169	0.009113
20	-0.262044	-2.208	0.015237
21	-0.196794	-1.6582	0.050843
22	-0.076722	-0.6465	0.26003
23	0.016131	0.1359	0.446133
24	0.103347	0.8708	0.193395
25	-0.003652	-0.0308	0.48777
26	-0.096752	-0.8152	0.208828
27	-0.260994	-2.1992	0.015562
28	-0.357281	-3.0105	0.001805
29	-0.399907	-3.3697	0.00061
30	-0.393522	-3.3159	0.000721
31	-0.396995	-3.3451	0.000658
32	-0.365033	-3.0758	0.00149
33	-0.300466	-2.5318	0.006782
34	-0.188435	-1.5878	0.05839
35	-0.087865	-0.7404	0.23076
36	0.012335	0.1039	0.458757
37	-0.037843	-0.3189	0.375379
38	-0.08305	-0.6998	0.243172
39	-0.191706	-1.6153	0.055336
40	-0.243106	-2.0484	0.022107
41	-0.254072	-2.1408	0.017861
42	-0.22854	-1.9257	0.029072
43	-0.20995	-1.7691	0.040588
44	-0.169619	-1.4292	0.078661
45	-0.111812	-0.9421	0.174656
46	-0.031484	-0.2653	0.395777
47	0.043904	0.3699	0.356264
48	0.110888	0.9344	0.176644
49	0.080298	0.6766	0.250429
50	0.051311	0.4324	0.333396
51	-0.028917	-0.2437	0.404098
52	-0.059029	-0.4974	0.310228
53	-0.060083	-0.5063	0.307119
54	-0.034756	-0.2929	0.385241
55	-0.009823	-0.0828	0.467132
56	0.020289	0.171	0.432371
57	0.049522	0.4173	0.338866
58	0.083052	0.6998	0.243168
59	0.107466	0.9055	0.184126
60	0.124113	1.0458	0.149602

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.826981	6.9683	0
2	-0.103911	-0.8756	0.192109
3	-0.370871	-3.125	0.001288
4	0.128188	1.0801	0.141869
5	0.21233	1.7891	0.03893
6	-0.007236	-0.061	0.475776
7	-0.17323	-1.4597	0.074396
8	0.201137	1.6948	0.047247
9	0.374771	3.1579	0.001167
10	0.253732	2.138	0.017981
11	-0.329418	-2.7757	0.003518
12	0.105424	0.8883	0.188685
13	-0.535374	-4.5111	1.2e-05
14	0.05187	0.4371	0.331695
15	0.0468	0.3943	0.347254
16	-0.094462	-0.7959	0.214358
17	-0.132834	-1.1193	0.133397
18	-0.01836	-0.1547	0.438747
19	-0.079268	-0.6679	0.253175
20	-0.044108	-0.3717	0.355625
21	0.126461	1.0656	0.145113
22	-0.016976	-0.143	0.44333
23	-0.009524	-0.0802	0.468133
24	-0.025024	-0.2109	0.416803
25	0.012388	0.1044	0.45858
26	0.043926	0.3701	0.356195
27	-0.064125	-0.5403	0.295333
28	-0.148562	-1.2518	0.107375
29	0.024832	0.2092	0.417431
30	0.008319	0.0701	0.472157
31	-0.076957	-0.6484	0.259393
32	-0.082586	-0.6959	0.244388
33	0.007871	0.0663	0.473655
34	0.036173	0.3048	0.380705
35	-0.075105	-0.6328	0.264433
36	0.02029	0.171	0.432368
37	0.038329	0.323	0.373837
38	-0.041506	-0.3497	0.363787
39	0.005859	0.0494	0.480383
40	0.084695	0.7136	0.238892
41	0.000406	0.0034	0.498641
42	-0.0371	-0.3126	0.377745
43	0.05848	0.4928	0.31185
44	-0.026577	-0.2239	0.411724
45	-0.060368	-0.5087	0.306282
46	-0.103493	-0.872	0.193062
47	-0.005332	-0.0449	0.482147
48	-0.069077	-0.5821	0.281187
49	0.081308	0.6851	0.247752
50	-0.040221	-0.3389	0.36784
51	-0.077436	-0.6525	0.258097
52	0.038549	0.3248	0.373137
53	0.071029	0.5985	0.275706
54	-0.010612	-0.0894	0.464502
55	0.03028	0.2551	0.399673
56	0.009109	0.0767	0.469519
57	-0.106304	-0.8957	0.186712
58	-0.002204	-0.0186	0.492619
59	-0.058928	-0.4965	0.310524
60	-0.040222	-0.3389	0.367837

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.826981 & 6.9683 & 0 \tabularnewline
2 & -0.103911 & -0.8756 & 0.192109 \tabularnewline
3 & -0.370871 & -3.125 & 0.001288 \tabularnewline
4 & 0.128188 & 1.0801 & 0.141869 \tabularnewline
5 & 0.21233 & 1.7891 & 0.03893 \tabularnewline
6 & -0.007236 & -0.061 & 0.475776 \tabularnewline
7 & -0.17323 & -1.4597 & 0.074396 \tabularnewline
8 & 0.201137 & 1.6948 & 0.047247 \tabularnewline
9 & 0.374771 & 3.1579 & 0.001167 \tabularnewline
10 & 0.253732 & 2.138 & 0.017981 \tabularnewline
11 & -0.329418 & -2.7757 & 0.003518 \tabularnewline
12 & 0.105424 & 0.8883 & 0.188685 \tabularnewline
13 & -0.535374 & -4.5111 & 1.2e-05 \tabularnewline
14 & 0.05187 & 0.4371 & 0.331695 \tabularnewline
15 & 0.0468 & 0.3943 & 0.347254 \tabularnewline
16 & -0.094462 & -0.7959 & 0.214358 \tabularnewline
17 & -0.132834 & -1.1193 & 0.133397 \tabularnewline
18 & -0.01836 & -0.1547 & 0.438747 \tabularnewline
19 & -0.079268 & -0.6679 & 0.253175 \tabularnewline
20 & -0.044108 & -0.3717 & 0.355625 \tabularnewline
21 & 0.126461 & 1.0656 & 0.145113 \tabularnewline
22 & -0.016976 & -0.143 & 0.44333 \tabularnewline
23 & -0.009524 & -0.0802 & 0.468133 \tabularnewline
24 & -0.025024 & -0.2109 & 0.416803 \tabularnewline
25 & 0.012388 & 0.1044 & 0.45858 \tabularnewline
26 & 0.043926 & 0.3701 & 0.356195 \tabularnewline
27 & -0.064125 & -0.5403 & 0.295333 \tabularnewline
28 & -0.148562 & -1.2518 & 0.107375 \tabularnewline
29 & 0.024832 & 0.2092 & 0.417431 \tabularnewline
30 & 0.008319 & 0.0701 & 0.472157 \tabularnewline
31 & -0.076957 & -0.6484 & 0.259393 \tabularnewline
32 & -0.082586 & -0.6959 & 0.244388 \tabularnewline
33 & 0.007871 & 0.0663 & 0.473655 \tabularnewline
34 & 0.036173 & 0.3048 & 0.380705 \tabularnewline
35 & -0.075105 & -0.6328 & 0.264433 \tabularnewline
36 & 0.02029 & 0.171 & 0.432368 \tabularnewline
37 & 0.038329 & 0.323 & 0.373837 \tabularnewline
38 & -0.041506 & -0.3497 & 0.363787 \tabularnewline
39 & 0.005859 & 0.0494 & 0.480383 \tabularnewline
40 & 0.084695 & 0.7136 & 0.238892 \tabularnewline
41 & 0.000406 & 0.0034 & 0.498641 \tabularnewline
42 & -0.0371 & -0.3126 & 0.377745 \tabularnewline
43 & 0.05848 & 0.4928 & 0.31185 \tabularnewline
44 & -0.026577 & -0.2239 & 0.411724 \tabularnewline
45 & -0.060368 & -0.5087 & 0.306282 \tabularnewline
46 & -0.103493 & -0.872 & 0.193062 \tabularnewline
47 & -0.005332 & -0.0449 & 0.482147 \tabularnewline
48 & -0.069077 & -0.5821 & 0.281187 \tabularnewline
49 & 0.081308 & 0.6851 & 0.247752 \tabularnewline
50 & -0.040221 & -0.3389 & 0.36784 \tabularnewline
51 & -0.077436 & -0.6525 & 0.258097 \tabularnewline
52 & 0.038549 & 0.3248 & 0.373137 \tabularnewline
53 & 0.071029 & 0.5985 & 0.275706 \tabularnewline
54 & -0.010612 & -0.0894 & 0.464502 \tabularnewline
55 & 0.03028 & 0.2551 & 0.399673 \tabularnewline
56 & 0.009109 & 0.0767 & 0.469519 \tabularnewline
57 & -0.106304 & -0.8957 & 0.186712 \tabularnewline
58 & -0.002204 & -0.0186 & 0.492619 \tabularnewline
59 & -0.058928 & -0.4965 & 0.310524 \tabularnewline
60 & -0.040222 & -0.3389 & 0.367837 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116659&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]0.826981[/C][C]6.9683[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.103911[/C][C]-0.8756[/C][C]0.192109[/C][/ROW]
[ROW][C]3[/C][C]-0.370871[/C][C]-3.125[/C][C]0.001288[/C][/ROW]
[ROW][C]4[/C][C]0.128188[/C][C]1.0801[/C][C]0.141869[/C][/ROW]
[ROW][C]5[/C][C]0.21233[/C][C]1.7891[/C][C]0.03893[/C][/ROW]
[ROW][C]6[/C][C]-0.007236[/C][C]-0.061[/C][C]0.475776[/C][/ROW]
[ROW][C]7[/C][C]-0.17323[/C][C]-1.4597[/C][C]0.074396[/C][/ROW]
[ROW][C]8[/C][C]0.201137[/C][C]1.6948[/C][C]0.047247[/C][/ROW]
[ROW][C]9[/C][C]0.374771[/C][C]3.1579[/C][C]0.001167[/C][/ROW]
[ROW][C]10[/C][C]0.253732[/C][C]2.138[/C][C]0.017981[/C][/ROW]
[ROW][C]11[/C][C]-0.329418[/C][C]-2.7757[/C][C]0.003518[/C][/ROW]
[ROW][C]12[/C][C]0.105424[/C][C]0.8883[/C][C]0.188685[/C][/ROW]
[ROW][C]13[/C][C]-0.535374[/C][C]-4.5111[/C][C]1.2e-05[/C][/ROW]
[ROW][C]14[/C][C]0.05187[/C][C]0.4371[/C][C]0.331695[/C][/ROW]
[ROW][C]15[/C][C]0.0468[/C][C]0.3943[/C][C]0.347254[/C][/ROW]
[ROW][C]16[/C][C]-0.094462[/C][C]-0.7959[/C][C]0.214358[/C][/ROW]
[ROW][C]17[/C][C]-0.132834[/C][C]-1.1193[/C][C]0.133397[/C][/ROW]
[ROW][C]18[/C][C]-0.01836[/C][C]-0.1547[/C][C]0.438747[/C][/ROW]
[ROW][C]19[/C][C]-0.079268[/C][C]-0.6679[/C][C]0.253175[/C][/ROW]
[ROW][C]20[/C][C]-0.044108[/C][C]-0.3717[/C][C]0.355625[/C][/ROW]
[ROW][C]21[/C][C]0.126461[/C][C]1.0656[/C][C]0.145113[/C][/ROW]
[ROW][C]22[/C][C]-0.016976[/C][C]-0.143[/C][C]0.44333[/C][/ROW]
[ROW][C]23[/C][C]-0.009524[/C][C]-0.0802[/C][C]0.468133[/C][/ROW]
[ROW][C]24[/C][C]-0.025024[/C][C]-0.2109[/C][C]0.416803[/C][/ROW]
[ROW][C]25[/C][C]0.012388[/C][C]0.1044[/C][C]0.45858[/C][/ROW]
[ROW][C]26[/C][C]0.043926[/C][C]0.3701[/C][C]0.356195[/C][/ROW]
[ROW][C]27[/C][C]-0.064125[/C][C]-0.5403[/C][C]0.295333[/C][/ROW]
[ROW][C]28[/C][C]-0.148562[/C][C]-1.2518[/C][C]0.107375[/C][/ROW]
[ROW][C]29[/C][C]0.024832[/C][C]0.2092[/C][C]0.417431[/C][/ROW]
[ROW][C]30[/C][C]0.008319[/C][C]0.0701[/C][C]0.472157[/C][/ROW]
[ROW][C]31[/C][C]-0.076957[/C][C]-0.6484[/C][C]0.259393[/C][/ROW]
[ROW][C]32[/C][C]-0.082586[/C][C]-0.6959[/C][C]0.244388[/C][/ROW]
[ROW][C]33[/C][C]0.007871[/C][C]0.0663[/C][C]0.473655[/C][/ROW]
[ROW][C]34[/C][C]0.036173[/C][C]0.3048[/C][C]0.380705[/C][/ROW]
[ROW][C]35[/C][C]-0.075105[/C][C]-0.6328[/C][C]0.264433[/C][/ROW]
[ROW][C]36[/C][C]0.02029[/C][C]0.171[/C][C]0.432368[/C][/ROW]
[ROW][C]37[/C][C]0.038329[/C][C]0.323[/C][C]0.373837[/C][/ROW]
[ROW][C]38[/C][C]-0.041506[/C][C]-0.3497[/C][C]0.363787[/C][/ROW]
[ROW][C]39[/C][C]0.005859[/C][C]0.0494[/C][C]0.480383[/C][/ROW]
[ROW][C]40[/C][C]0.084695[/C][C]0.7136[/C][C]0.238892[/C][/ROW]
[ROW][C]41[/C][C]0.000406[/C][C]0.0034[/C][C]0.498641[/C][/ROW]
[ROW][C]42[/C][C]-0.0371[/C][C]-0.3126[/C][C]0.377745[/C][/ROW]
[ROW][C]43[/C][C]0.05848[/C][C]0.4928[/C][C]0.31185[/C][/ROW]
[ROW][C]44[/C][C]-0.026577[/C][C]-0.2239[/C][C]0.411724[/C][/ROW]
[ROW][C]45[/C][C]-0.060368[/C][C]-0.5087[/C][C]0.306282[/C][/ROW]
[ROW][C]46[/C][C]-0.103493[/C][C]-0.872[/C][C]0.193062[/C][/ROW]
[ROW][C]47[/C][C]-0.005332[/C][C]-0.0449[/C][C]0.482147[/C][/ROW]
[ROW][C]48[/C][C]-0.069077[/C][C]-0.5821[/C][C]0.281187[/C][/ROW]
[ROW][C]49[/C][C]0.081308[/C][C]0.6851[/C][C]0.247752[/C][/ROW]
[ROW][C]50[/C][C]-0.040221[/C][C]-0.3389[/C][C]0.36784[/C][/ROW]
[ROW][C]51[/C][C]-0.077436[/C][C]-0.6525[/C][C]0.258097[/C][/ROW]
[ROW][C]52[/C][C]0.038549[/C][C]0.3248[/C][C]0.373137[/C][/ROW]
[ROW][C]53[/C][C]0.071029[/C][C]0.5985[/C][C]0.275706[/C][/ROW]
[ROW][C]54[/C][C]-0.010612[/C][C]-0.0894[/C][C]0.464502[/C][/ROW]
[ROW][C]55[/C][C]0.03028[/C][C]0.2551[/C][C]0.399673[/C][/ROW]
[ROW][C]56[/C][C]0.009109[/C][C]0.0767[/C][C]0.469519[/C][/ROW]
[ROW][C]57[/C][C]-0.106304[/C][C]-0.8957[/C][C]0.186712[/C][/ROW]
[ROW][C]58[/C][C]-0.002204[/C][C]-0.0186[/C][C]0.492619[/C][/ROW]
[ROW][C]59[/C][C]-0.058928[/C][C]-0.4965[/C][C]0.310524[/C][/ROW]
[ROW][C]60[/C][C]-0.040222[/C][C]-0.3389[/C][C]0.367837[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116659&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116659&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	0.826981	6.9683	0
2	-0.103911	-0.8756	0.192109
3	-0.370871	-3.125	0.001288
4	0.128188	1.0801	0.141869
5	0.21233	1.7891	0.03893
6	-0.007236	-0.061	0.475776
7	-0.17323	-1.4597	0.074396
8	0.201137	1.6948	0.047247
9	0.374771	3.1579	0.001167
10	0.253732	2.138	0.017981
11	-0.329418	-2.7757	0.003518
12	0.105424	0.8883	0.188685
13	-0.535374	-4.5111	1.2e-05
14	0.05187	0.4371	0.331695
15	0.0468	0.3943	0.347254
16	-0.094462	-0.7959	0.214358
17	-0.132834	-1.1193	0.133397
18	-0.01836	-0.1547	0.438747
19	-0.079268	-0.6679	0.253175
20	-0.044108	-0.3717	0.355625
21	0.126461	1.0656	0.145113
22	-0.016976	-0.143	0.44333
23	-0.009524	-0.0802	0.468133
24	-0.025024	-0.2109	0.416803
25	0.012388	0.1044	0.45858
26	0.043926	0.3701	0.356195
27	-0.064125	-0.5403	0.295333
28	-0.148562	-1.2518	0.107375
29	0.024832	0.2092	0.417431
30	0.008319	0.0701	0.472157
31	-0.076957	-0.6484	0.259393
32	-0.082586	-0.6959	0.244388
33	0.007871	0.0663	0.473655
34	0.036173	0.3048	0.380705
35	-0.075105	-0.6328	0.264433
36	0.02029	0.171	0.432368
37	0.038329	0.323	0.373837
38	-0.041506	-0.3497	0.363787
39	0.005859	0.0494	0.480383
40	0.084695	0.7136	0.238892
41	0.000406	0.0034	0.498641
42	-0.0371	-0.3126	0.377745
43	0.05848	0.4928	0.31185
44	-0.026577	-0.2239	0.411724
45	-0.060368	-0.5087	0.306282
46	-0.103493	-0.872	0.193062
47	-0.005332	-0.0449	0.482147
48	-0.069077	-0.5821	0.281187
49	0.081308	0.6851	0.247752
50	-0.040221	-0.3389	0.36784
51	-0.077436	-0.6525	0.258097
52	0.038549	0.3248	0.373137
53	0.071029	0.5985	0.275706
54	-0.010612	-0.0894	0.464502
55	0.03028	0.2551	0.399673
56	0.009109	0.0767	0.469519
57	-0.106304	-0.8957	0.186712
58	-0.002204	-0.0186	0.492619
59	-0.058928	-0.4965	0.310524
60	-0.040222	-0.3389	0.367837

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 = 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