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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 03 Dec 2012 12:03:52 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Dec/03/t13545542893ordy9dultzpbxd.htm/, Retrieved Sat, 04 May 2024 22:32:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=195868, Retrieved Sat, 04 May 2024 22:32:24 +0000

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Estimated Impact

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
- R PD    [(Partial) Autocorrelation Function] [Workshop 9 - Stat...] [2012-12-03 16:46:54] [74be16979710d4c4e7c6647856088456]
-   P       [(Partial) Autocorrelation Function] [Workshop 9 - Stat...] [2012-12-03 16:48:14] [74be16979710d4c4e7c6647856088456]
-   P         [(Partial) Autocorrelation Function] [Workshop 9 - Stat...] [2012-12-03 16:58:54] [74be16979710d4c4e7c6647856088456]
-   P             [(Partial) Autocorrelation Function] [Workshop 9 - Stat...] [2012-12-03 17:03:52] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   P               [(Partial) Autocorrelation Function] [Workshop 9 - Stat...] [2012-12-03 17:06:35] [74be16979710d4c4e7c6647856088456] 

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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	'Gertrude Mary Cox' @ cox.wessa.net

\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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=195868&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=195868&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=195868&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	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.772511	-5.8833	0
2	0.339501	2.5856	0.006129
3	-0.040299	-0.3069	0.380007
4	-0.08021	-0.6109	0.271838
5	0.085374	0.6502	0.259069
6	-0.007937	-0.0604	0.476004
7	-0.062442	-0.4755	0.318091
8	0.027869	0.2122	0.41633
9	0.100325	0.7641	0.223967
10	-0.26886	-2.0476	0.02257
11	0.420929	3.2057	0.001096
12	-0.44286	-3.3727	0.000665
13	0.286139	2.1792	0.016697
14	-0.094149	-0.717	0.238119
15	0.012609	0.096	0.461915
16	-0.004915	-0.0374	0.485135
17	-0.026987	-0.2055	0.418941
18	0.067081	0.5109	0.30569
19	-0.042919	-0.3269	0.372476
20	-0.036387	-0.2771	0.391338
21	0.113644	0.8655	0.19517
22	-0.164842	-1.2554	0.107184
23	0.176431	1.3437	0.092146
24	-0.12426	-0.9463	0.173951
25	0.032474	0.2473	0.402769
26	0.043347	0.3301	0.371249
27	-0.075857	-0.5777	0.282848
28	0.04686	0.3569	0.36124
29	0.04949	0.3769	0.35381
30	-0.130584	-0.9945	0.162056
31	0.06868	0.5231	0.301465
32	0.117939	0.8982	0.186397
33	-0.272392	-2.0745	0.021241
34	0.305018	2.3229	0.011855
35	-0.245869	-1.8725	0.033092
36	0.147688	1.1248	0.132662
37	-0.053938	-0.4108	0.341373
38	-0.000114	-9e-04	0.499654
39	0.011904	0.0907	0.464038
40	0.004171	0.0318	0.487385
41	-0.039958	-0.3043	0.380991
42	0.05808	0.4423	0.329949
43	-0.009632	-0.0734	0.470887
44	-0.077334	-0.589	0.279087
45	0.125361	0.9547	0.171841
46	-0.112693	-0.8582	0.197145
47	0.077074	0.587	0.279748
48	-0.045537	-0.3468	0.364999
49	0.020638	0.1572	0.437827
50	-0.006508	-0.0496	0.48032
51	0.004038	0.0308	0.487785
52	-0.003373	-0.0257	0.489797
53	6.2e-05	5e-04	0.499813
54	0.001077	0.0082	0.496741
55	-0.000485	-0.0037	0.498534
56	0.000592	0.0045	0.498211
57	-0.000542	-0.0041	0.498362
58	NA	NA	NA
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 & -0.772511 & -5.8833 & 0 \tabularnewline
2 & 0.339501 & 2.5856 & 0.006129 \tabularnewline
3 & -0.040299 & -0.3069 & 0.380007 \tabularnewline
4 & -0.08021 & -0.6109 & 0.271838 \tabularnewline
5 & 0.085374 & 0.6502 & 0.259069 \tabularnewline
6 & -0.007937 & -0.0604 & 0.476004 \tabularnewline
7 & -0.062442 & -0.4755 & 0.318091 \tabularnewline
8 & 0.027869 & 0.2122 & 0.41633 \tabularnewline
9 & 0.100325 & 0.7641 & 0.223967 \tabularnewline
10 & -0.26886 & -2.0476 & 0.02257 \tabularnewline
11 & 0.420929 & 3.2057 & 0.001096 \tabularnewline
12 & -0.44286 & -3.3727 & 0.000665 \tabularnewline
13 & 0.286139 & 2.1792 & 0.016697 \tabularnewline
14 & -0.094149 & -0.717 & 0.238119 \tabularnewline
15 & 0.012609 & 0.096 & 0.461915 \tabularnewline
16 & -0.004915 & -0.0374 & 0.485135 \tabularnewline
17 & -0.026987 & -0.2055 & 0.418941 \tabularnewline
18 & 0.067081 & 0.5109 & 0.30569 \tabularnewline
19 & -0.042919 & -0.3269 & 0.372476 \tabularnewline
20 & -0.036387 & -0.2771 & 0.391338 \tabularnewline
21 & 0.113644 & 0.8655 & 0.19517 \tabularnewline
22 & -0.164842 & -1.2554 & 0.107184 \tabularnewline
23 & 0.176431 & 1.3437 & 0.092146 \tabularnewline
24 & -0.12426 & -0.9463 & 0.173951 \tabularnewline
25 & 0.032474 & 0.2473 & 0.402769 \tabularnewline
26 & 0.043347 & 0.3301 & 0.371249 \tabularnewline
27 & -0.075857 & -0.5777 & 0.282848 \tabularnewline
28 & 0.04686 & 0.3569 & 0.36124 \tabularnewline
29 & 0.04949 & 0.3769 & 0.35381 \tabularnewline
30 & -0.130584 & -0.9945 & 0.162056 \tabularnewline
31 & 0.06868 & 0.5231 & 0.301465 \tabularnewline
32 & 0.117939 & 0.8982 & 0.186397 \tabularnewline
33 & -0.272392 & -2.0745 & 0.021241 \tabularnewline
34 & 0.305018 & 2.3229 & 0.011855 \tabularnewline
35 & -0.245869 & -1.8725 & 0.033092 \tabularnewline
36 & 0.147688 & 1.1248 & 0.132662 \tabularnewline
37 & -0.053938 & -0.4108 & 0.341373 \tabularnewline
38 & -0.000114 & -9e-04 & 0.499654 \tabularnewline
39 & 0.011904 & 0.0907 & 0.464038 \tabularnewline
40 & 0.004171 & 0.0318 & 0.487385 \tabularnewline
41 & -0.039958 & -0.3043 & 0.380991 \tabularnewline
42 & 0.05808 & 0.4423 & 0.329949 \tabularnewline
43 & -0.009632 & -0.0734 & 0.470887 \tabularnewline
44 & -0.077334 & -0.589 & 0.279087 \tabularnewline
45 & 0.125361 & 0.9547 & 0.171841 \tabularnewline
46 & -0.112693 & -0.8582 & 0.197145 \tabularnewline
47 & 0.077074 & 0.587 & 0.279748 \tabularnewline
48 & -0.045537 & -0.3468 & 0.364999 \tabularnewline
49 & 0.020638 & 0.1572 & 0.437827 \tabularnewline
50 & -0.006508 & -0.0496 & 0.48032 \tabularnewline
51 & 0.004038 & 0.0308 & 0.487785 \tabularnewline
52 & -0.003373 & -0.0257 & 0.489797 \tabularnewline
53 & 6.2e-05 & 5e-04 & 0.499813 \tabularnewline
54 & 0.001077 & 0.0082 & 0.496741 \tabularnewline
55 & -0.000485 & -0.0037 & 0.498534 \tabularnewline
56 & 0.000592 & 0.0045 & 0.498211 \tabularnewline
57 & -0.000542 & -0.0041 & 0.498362 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=195868&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]-0.772511[/C][C]-5.8833[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.339501[/C][C]2.5856[/C][C]0.006129[/C][/ROW]
[ROW][C]3[/C][C]-0.040299[/C][C]-0.3069[/C][C]0.380007[/C][/ROW]
[ROW][C]4[/C][C]-0.08021[/C][C]-0.6109[/C][C]0.271838[/C][/ROW]
[ROW][C]5[/C][C]0.085374[/C][C]0.6502[/C][C]0.259069[/C][/ROW]
[ROW][C]6[/C][C]-0.007937[/C][C]-0.0604[/C][C]0.476004[/C][/ROW]
[ROW][C]7[/C][C]-0.062442[/C][C]-0.4755[/C][C]0.318091[/C][/ROW]
[ROW][C]8[/C][C]0.027869[/C][C]0.2122[/C][C]0.41633[/C][/ROW]
[ROW][C]9[/C][C]0.100325[/C][C]0.7641[/C][C]0.223967[/C][/ROW]
[ROW][C]10[/C][C]-0.26886[/C][C]-2.0476[/C][C]0.02257[/C][/ROW]
[ROW][C]11[/C][C]0.420929[/C][C]3.2057[/C][C]0.001096[/C][/ROW]
[ROW][C]12[/C][C]-0.44286[/C][C]-3.3727[/C][C]0.000665[/C][/ROW]
[ROW][C]13[/C][C]0.286139[/C][C]2.1792[/C][C]0.016697[/C][/ROW]
[ROW][C]14[/C][C]-0.094149[/C][C]-0.717[/C][C]0.238119[/C][/ROW]
[ROW][C]15[/C][C]0.012609[/C][C]0.096[/C][C]0.461915[/C][/ROW]
[ROW][C]16[/C][C]-0.004915[/C][C]-0.0374[/C][C]0.485135[/C][/ROW]
[ROW][C]17[/C][C]-0.026987[/C][C]-0.2055[/C][C]0.418941[/C][/ROW]
[ROW][C]18[/C][C]0.067081[/C][C]0.5109[/C][C]0.30569[/C][/ROW]
[ROW][C]19[/C][C]-0.042919[/C][C]-0.3269[/C][C]0.372476[/C][/ROW]
[ROW][C]20[/C][C]-0.036387[/C][C]-0.2771[/C][C]0.391338[/C][/ROW]
[ROW][C]21[/C][C]0.113644[/C][C]0.8655[/C][C]0.19517[/C][/ROW]
[ROW][C]22[/C][C]-0.164842[/C][C]-1.2554[/C][C]0.107184[/C][/ROW]
[ROW][C]23[/C][C]0.176431[/C][C]1.3437[/C][C]0.092146[/C][/ROW]
[ROW][C]24[/C][C]-0.12426[/C][C]-0.9463[/C][C]0.173951[/C][/ROW]
[ROW][C]25[/C][C]0.032474[/C][C]0.2473[/C][C]0.402769[/C][/ROW]
[ROW][C]26[/C][C]0.043347[/C][C]0.3301[/C][C]0.371249[/C][/ROW]
[ROW][C]27[/C][C]-0.075857[/C][C]-0.5777[/C][C]0.282848[/C][/ROW]
[ROW][C]28[/C][C]0.04686[/C][C]0.3569[/C][C]0.36124[/C][/ROW]
[ROW][C]29[/C][C]0.04949[/C][C]0.3769[/C][C]0.35381[/C][/ROW]
[ROW][C]30[/C][C]-0.130584[/C][C]-0.9945[/C][C]0.162056[/C][/ROW]
[ROW][C]31[/C][C]0.06868[/C][C]0.5231[/C][C]0.301465[/C][/ROW]
[ROW][C]32[/C][C]0.117939[/C][C]0.8982[/C][C]0.186397[/C][/ROW]
[ROW][C]33[/C][C]-0.272392[/C][C]-2.0745[/C][C]0.021241[/C][/ROW]
[ROW][C]34[/C][C]0.305018[/C][C]2.3229[/C][C]0.011855[/C][/ROW]
[ROW][C]35[/C][C]-0.245869[/C][C]-1.8725[/C][C]0.033092[/C][/ROW]
[ROW][C]36[/C][C]0.147688[/C][C]1.1248[/C][C]0.132662[/C][/ROW]
[ROW][C]37[/C][C]-0.053938[/C][C]-0.4108[/C][C]0.341373[/C][/ROW]
[ROW][C]38[/C][C]-0.000114[/C][C]-9e-04[/C][C]0.499654[/C][/ROW]
[ROW][C]39[/C][C]0.011904[/C][C]0.0907[/C][C]0.464038[/C][/ROW]
[ROW][C]40[/C][C]0.004171[/C][C]0.0318[/C][C]0.487385[/C][/ROW]
[ROW][C]41[/C][C]-0.039958[/C][C]-0.3043[/C][C]0.380991[/C][/ROW]
[ROW][C]42[/C][C]0.05808[/C][C]0.4423[/C][C]0.329949[/C][/ROW]
[ROW][C]43[/C][C]-0.009632[/C][C]-0.0734[/C][C]0.470887[/C][/ROW]
[ROW][C]44[/C][C]-0.077334[/C][C]-0.589[/C][C]0.279087[/C][/ROW]
[ROW][C]45[/C][C]0.125361[/C][C]0.9547[/C][C]0.171841[/C][/ROW]
[ROW][C]46[/C][C]-0.112693[/C][C]-0.8582[/C][C]0.197145[/C][/ROW]
[ROW][C]47[/C][C]0.077074[/C][C]0.587[/C][C]0.279748[/C][/ROW]
[ROW][C]48[/C][C]-0.045537[/C][C]-0.3468[/C][C]0.364999[/C][/ROW]
[ROW][C]49[/C][C]0.020638[/C][C]0.1572[/C][C]0.437827[/C][/ROW]
[ROW][C]50[/C][C]-0.006508[/C][C]-0.0496[/C][C]0.48032[/C][/ROW]
[ROW][C]51[/C][C]0.004038[/C][C]0.0308[/C][C]0.487785[/C][/ROW]
[ROW][C]52[/C][C]-0.003373[/C][C]-0.0257[/C][C]0.489797[/C][/ROW]
[ROW][C]53[/C][C]6.2e-05[/C][C]5e-04[/C][C]0.499813[/C][/ROW]
[ROW][C]54[/C][C]0.001077[/C][C]0.0082[/C][C]0.496741[/C][/ROW]
[ROW][C]55[/C][C]-0.000485[/C][C]-0.0037[/C][C]0.498534[/C][/ROW]
[ROW][C]56[/C][C]0.000592[/C][C]0.0045[/C][C]0.498211[/C][/ROW]
[ROW][C]57[/C][C]-0.000542[/C][C]-0.0041[/C][C]0.498362[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=195868&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=195868&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	-0.772511	-5.8833	0
2	0.339501	2.5856	0.006129
3	-0.040299	-0.3069	0.380007
4	-0.08021	-0.6109	0.271838
5	0.085374	0.6502	0.259069
6	-0.007937	-0.0604	0.476004
7	-0.062442	-0.4755	0.318091
8	0.027869	0.2122	0.41633
9	0.100325	0.7641	0.223967
10	-0.26886	-2.0476	0.02257
11	0.420929	3.2057	0.001096
12	-0.44286	-3.3727	0.000665
13	0.286139	2.1792	0.016697
14	-0.094149	-0.717	0.238119
15	0.012609	0.096	0.461915
16	-0.004915	-0.0374	0.485135
17	-0.026987	-0.2055	0.418941
18	0.067081	0.5109	0.30569
19	-0.042919	-0.3269	0.372476
20	-0.036387	-0.2771	0.391338
21	0.113644	0.8655	0.19517
22	-0.164842	-1.2554	0.107184
23	0.176431	1.3437	0.092146
24	-0.12426	-0.9463	0.173951
25	0.032474	0.2473	0.402769
26	0.043347	0.3301	0.371249
27	-0.075857	-0.5777	0.282848
28	0.04686	0.3569	0.36124
29	0.04949	0.3769	0.35381
30	-0.130584	-0.9945	0.162056
31	0.06868	0.5231	0.301465
32	0.117939	0.8982	0.186397
33	-0.272392	-2.0745	0.021241
34	0.305018	2.3229	0.011855
35	-0.245869	-1.8725	0.033092
36	0.147688	1.1248	0.132662
37	-0.053938	-0.4108	0.341373
38	-0.000114	-9e-04	0.499654
39	0.011904	0.0907	0.464038
40	0.004171	0.0318	0.487385
41	-0.039958	-0.3043	0.380991
42	0.05808	0.4423	0.329949
43	-0.009632	-0.0734	0.470887
44	-0.077334	-0.589	0.279087
45	0.125361	0.9547	0.171841
46	-0.112693	-0.8582	0.197145
47	0.077074	0.587	0.279748
48	-0.045537	-0.3468	0.364999
49	0.020638	0.1572	0.437827
50	-0.006508	-0.0496	0.48032
51	0.004038	0.0308	0.487785
52	-0.003373	-0.0257	0.489797
53	6.2e-05	5e-04	0.499813
54	0.001077	0.0082	0.496741
55	-0.000485	-0.0037	0.498534
56	0.000592	0.0045	0.498211
57	-0.000542	-0.0041	0.498362
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.772511	-5.8833	0
2	-0.638035	-4.8591	5e-06
3	-0.433263	-3.2996	0.000829
4	-0.382599	-2.9138	0.002532
5	-0.397446	-3.0269	0.001841
6	-0.197542	-1.5044	0.068948
7	0.014223	0.1083	0.457058
8	-0.129965	-0.9898	0.163195
9	0.127612	0.9719	0.167577
10	-0.309332	-2.3558	0.010942
11	-0.054422	-0.4145	0.340031
12	0.06721	0.5119	0.305347
13	0.037048	0.2821	0.389418
14	-0.139479	-1.0622	0.146264
15	-0.058403	-0.4448	0.329065
16	0.040771	0.3105	0.378645
17	-0.200415	-1.5263	0.066183
18	-0.217038	-1.6529	0.051876
19	0.122502	0.9329	0.177358
20	-0.156704	-1.1934	0.118782
21	0.16203	1.234	0.111093
22	-0.180631	-1.3756	0.08711
23	-0.013483	-0.1027	0.459285
24	0.064431	0.4907	0.312747
25	0.06514	0.4961	0.310851
26	0.075491	0.5749	0.283782
27	0.085518	0.6513	0.258717
28	0.010622	0.0809	0.467902
29	0.091992	0.7006	0.243181
30	0.034402	0.262	0.397126
31	-0.040484	-0.3083	0.379473
32	-0.080156	-0.6105	0.271974
33	0.06277	0.478	0.317208
34	-0.075202	-0.5727	0.284523
35	-0.041225	-0.314	0.37734
36	0.102328	0.7793	0.219485
37	0.004333	0.033	0.486894
38	-0.043722	-0.333	0.370176
39	0.041107	0.3131	0.377679
40	0.032221	0.2454	0.403512
41	-0.00293	-0.0223	0.491136
42	-0.044065	-0.3356	0.369196
43	-0.032449	-0.2471	0.402841
44	-0.091114	-0.6939	0.245256
45	0.037624	0.2865	0.387743
46	0.002153	0.0164	0.493487
47	-0.119924	-0.9133	0.182429
48	0.05665	0.4314	0.333877
49	0.043827	0.3338	0.369877
50	-0.087596	-0.6671	0.253674
51	0.017018	0.1296	0.448665
52	0.067096	0.511	0.30565
53	-0.011691	-0.089	0.464679
54	0.035277	0.2687	0.394571
55	-0.00404	-0.0308	0.487779
56	0.010905	0.083	0.467049
57	-0.036424	-0.2774	0.39123
58	NA	NA	NA
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 & -0.772511 & -5.8833 & 0 \tabularnewline
2 & -0.638035 & -4.8591 & 5e-06 \tabularnewline
3 & -0.433263 & -3.2996 & 0.000829 \tabularnewline
4 & -0.382599 & -2.9138 & 0.002532 \tabularnewline
5 & -0.397446 & -3.0269 & 0.001841 \tabularnewline
6 & -0.197542 & -1.5044 & 0.068948 \tabularnewline
7 & 0.014223 & 0.1083 & 0.457058 \tabularnewline
8 & -0.129965 & -0.9898 & 0.163195 \tabularnewline
9 & 0.127612 & 0.9719 & 0.167577 \tabularnewline
10 & -0.309332 & -2.3558 & 0.010942 \tabularnewline
11 & -0.054422 & -0.4145 & 0.340031 \tabularnewline
12 & 0.06721 & 0.5119 & 0.305347 \tabularnewline
13 & 0.037048 & 0.2821 & 0.389418 \tabularnewline
14 & -0.139479 & -1.0622 & 0.146264 \tabularnewline
15 & -0.058403 & -0.4448 & 0.329065 \tabularnewline
16 & 0.040771 & 0.3105 & 0.378645 \tabularnewline
17 & -0.200415 & -1.5263 & 0.066183 \tabularnewline
18 & -0.217038 & -1.6529 & 0.051876 \tabularnewline
19 & 0.122502 & 0.9329 & 0.177358 \tabularnewline
20 & -0.156704 & -1.1934 & 0.118782 \tabularnewline
21 & 0.16203 & 1.234 & 0.111093 \tabularnewline
22 & -0.180631 & -1.3756 & 0.08711 \tabularnewline
23 & -0.013483 & -0.1027 & 0.459285 \tabularnewline
24 & 0.064431 & 0.4907 & 0.312747 \tabularnewline
25 & 0.06514 & 0.4961 & 0.310851 \tabularnewline
26 & 0.075491 & 0.5749 & 0.283782 \tabularnewline
27 & 0.085518 & 0.6513 & 0.258717 \tabularnewline
28 & 0.010622 & 0.0809 & 0.467902 \tabularnewline
29 & 0.091992 & 0.7006 & 0.243181 \tabularnewline
30 & 0.034402 & 0.262 & 0.397126 \tabularnewline
31 & -0.040484 & -0.3083 & 0.379473 \tabularnewline
32 & -0.080156 & -0.6105 & 0.271974 \tabularnewline
33 & 0.06277 & 0.478 & 0.317208 \tabularnewline
34 & -0.075202 & -0.5727 & 0.284523 \tabularnewline
35 & -0.041225 & -0.314 & 0.37734 \tabularnewline
36 & 0.102328 & 0.7793 & 0.219485 \tabularnewline
37 & 0.004333 & 0.033 & 0.486894 \tabularnewline
38 & -0.043722 & -0.333 & 0.370176 \tabularnewline
39 & 0.041107 & 0.3131 & 0.377679 \tabularnewline
40 & 0.032221 & 0.2454 & 0.403512 \tabularnewline
41 & -0.00293 & -0.0223 & 0.491136 \tabularnewline
42 & -0.044065 & -0.3356 & 0.369196 \tabularnewline
43 & -0.032449 & -0.2471 & 0.402841 \tabularnewline
44 & -0.091114 & -0.6939 & 0.245256 \tabularnewline
45 & 0.037624 & 0.2865 & 0.387743 \tabularnewline
46 & 0.002153 & 0.0164 & 0.493487 \tabularnewline
47 & -0.119924 & -0.9133 & 0.182429 \tabularnewline
48 & 0.05665 & 0.4314 & 0.333877 \tabularnewline
49 & 0.043827 & 0.3338 & 0.369877 \tabularnewline
50 & -0.087596 & -0.6671 & 0.253674 \tabularnewline
51 & 0.017018 & 0.1296 & 0.448665 \tabularnewline
52 & 0.067096 & 0.511 & 0.30565 \tabularnewline
53 & -0.011691 & -0.089 & 0.464679 \tabularnewline
54 & 0.035277 & 0.2687 & 0.394571 \tabularnewline
55 & -0.00404 & -0.0308 & 0.487779 \tabularnewline
56 & 0.010905 & 0.083 & 0.467049 \tabularnewline
57 & -0.036424 & -0.2774 & 0.39123 \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=195868&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]-0.772511[/C][C]-5.8833[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.638035[/C][C]-4.8591[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.433263[/C][C]-3.2996[/C][C]0.000829[/C][/ROW]
[ROW][C]4[/C][C]-0.382599[/C][C]-2.9138[/C][C]0.002532[/C][/ROW]
[ROW][C]5[/C][C]-0.397446[/C][C]-3.0269[/C][C]0.001841[/C][/ROW]
[ROW][C]6[/C][C]-0.197542[/C][C]-1.5044[/C][C]0.068948[/C][/ROW]
[ROW][C]7[/C][C]0.014223[/C][C]0.1083[/C][C]0.457058[/C][/ROW]
[ROW][C]8[/C][C]-0.129965[/C][C]-0.9898[/C][C]0.163195[/C][/ROW]
[ROW][C]9[/C][C]0.127612[/C][C]0.9719[/C][C]0.167577[/C][/ROW]
[ROW][C]10[/C][C]-0.309332[/C][C]-2.3558[/C][C]0.010942[/C][/ROW]
[ROW][C]11[/C][C]-0.054422[/C][C]-0.4145[/C][C]0.340031[/C][/ROW]
[ROW][C]12[/C][C]0.06721[/C][C]0.5119[/C][C]0.305347[/C][/ROW]
[ROW][C]13[/C][C]0.037048[/C][C]0.2821[/C][C]0.389418[/C][/ROW]
[ROW][C]14[/C][C]-0.139479[/C][C]-1.0622[/C][C]0.146264[/C][/ROW]
[ROW][C]15[/C][C]-0.058403[/C][C]-0.4448[/C][C]0.329065[/C][/ROW]
[ROW][C]16[/C][C]0.040771[/C][C]0.3105[/C][C]0.378645[/C][/ROW]
[ROW][C]17[/C][C]-0.200415[/C][C]-1.5263[/C][C]0.066183[/C][/ROW]
[ROW][C]18[/C][C]-0.217038[/C][C]-1.6529[/C][C]0.051876[/C][/ROW]
[ROW][C]19[/C][C]0.122502[/C][C]0.9329[/C][C]0.177358[/C][/ROW]
[ROW][C]20[/C][C]-0.156704[/C][C]-1.1934[/C][C]0.118782[/C][/ROW]
[ROW][C]21[/C][C]0.16203[/C][C]1.234[/C][C]0.111093[/C][/ROW]
[ROW][C]22[/C][C]-0.180631[/C][C]-1.3756[/C][C]0.08711[/C][/ROW]
[ROW][C]23[/C][C]-0.013483[/C][C]-0.1027[/C][C]0.459285[/C][/ROW]
[ROW][C]24[/C][C]0.064431[/C][C]0.4907[/C][C]0.312747[/C][/ROW]
[ROW][C]25[/C][C]0.06514[/C][C]0.4961[/C][C]0.310851[/C][/ROW]
[ROW][C]26[/C][C]0.075491[/C][C]0.5749[/C][C]0.283782[/C][/ROW]
[ROW][C]27[/C][C]0.085518[/C][C]0.6513[/C][C]0.258717[/C][/ROW]
[ROW][C]28[/C][C]0.010622[/C][C]0.0809[/C][C]0.467902[/C][/ROW]
[ROW][C]29[/C][C]0.091992[/C][C]0.7006[/C][C]0.243181[/C][/ROW]
[ROW][C]30[/C][C]0.034402[/C][C]0.262[/C][C]0.397126[/C][/ROW]
[ROW][C]31[/C][C]-0.040484[/C][C]-0.3083[/C][C]0.379473[/C][/ROW]
[ROW][C]32[/C][C]-0.080156[/C][C]-0.6105[/C][C]0.271974[/C][/ROW]
[ROW][C]33[/C][C]0.06277[/C][C]0.478[/C][C]0.317208[/C][/ROW]
[ROW][C]34[/C][C]-0.075202[/C][C]-0.5727[/C][C]0.284523[/C][/ROW]
[ROW][C]35[/C][C]-0.041225[/C][C]-0.314[/C][C]0.37734[/C][/ROW]
[ROW][C]36[/C][C]0.102328[/C][C]0.7793[/C][C]0.219485[/C][/ROW]
[ROW][C]37[/C][C]0.004333[/C][C]0.033[/C][C]0.486894[/C][/ROW]
[ROW][C]38[/C][C]-0.043722[/C][C]-0.333[/C][C]0.370176[/C][/ROW]
[ROW][C]39[/C][C]0.041107[/C][C]0.3131[/C][C]0.377679[/C][/ROW]
[ROW][C]40[/C][C]0.032221[/C][C]0.2454[/C][C]0.403512[/C][/ROW]
[ROW][C]41[/C][C]-0.00293[/C][C]-0.0223[/C][C]0.491136[/C][/ROW]
[ROW][C]42[/C][C]-0.044065[/C][C]-0.3356[/C][C]0.369196[/C][/ROW]
[ROW][C]43[/C][C]-0.032449[/C][C]-0.2471[/C][C]0.402841[/C][/ROW]
[ROW][C]44[/C][C]-0.091114[/C][C]-0.6939[/C][C]0.245256[/C][/ROW]
[ROW][C]45[/C][C]0.037624[/C][C]0.2865[/C][C]0.387743[/C][/ROW]
[ROW][C]46[/C][C]0.002153[/C][C]0.0164[/C][C]0.493487[/C][/ROW]
[ROW][C]47[/C][C]-0.119924[/C][C]-0.9133[/C][C]0.182429[/C][/ROW]
[ROW][C]48[/C][C]0.05665[/C][C]0.4314[/C][C]0.333877[/C][/ROW]
[ROW][C]49[/C][C]0.043827[/C][C]0.3338[/C][C]0.369877[/C][/ROW]
[ROW][C]50[/C][C]-0.087596[/C][C]-0.6671[/C][C]0.253674[/C][/ROW]
[ROW][C]51[/C][C]0.017018[/C][C]0.1296[/C][C]0.448665[/C][/ROW]
[ROW][C]52[/C][C]0.067096[/C][C]0.511[/C][C]0.30565[/C][/ROW]
[ROW][C]53[/C][C]-0.011691[/C][C]-0.089[/C][C]0.464679[/C][/ROW]
[ROW][C]54[/C][C]0.035277[/C][C]0.2687[/C][C]0.394571[/C][/ROW]
[ROW][C]55[/C][C]-0.00404[/C][C]-0.0308[/C][C]0.487779[/C][/ROW]
[ROW][C]56[/C][C]0.010905[/C][C]0.083[/C][C]0.467049[/C][/ROW]
[ROW][C]57[/C][C]-0.036424[/C][C]-0.2774[/C][C]0.39123[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/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=195868&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=195868&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	-0.772511	-5.8833	0
2	-0.638035	-4.8591	5e-06
3	-0.433263	-3.2996	0.000829
4	-0.382599	-2.9138	0.002532
5	-0.397446	-3.0269	0.001841
6	-0.197542	-1.5044	0.068948
7	0.014223	0.1083	0.457058
8	-0.129965	-0.9898	0.163195
9	0.127612	0.9719	0.167577
10	-0.309332	-2.3558	0.010942
11	-0.054422	-0.4145	0.340031
12	0.06721	0.5119	0.305347
13	0.037048	0.2821	0.389418
14	-0.139479	-1.0622	0.146264
15	-0.058403	-0.4448	0.329065
16	0.040771	0.3105	0.378645
17	-0.200415	-1.5263	0.066183
18	-0.217038	-1.6529	0.051876
19	0.122502	0.9329	0.177358
20	-0.156704	-1.1934	0.118782
21	0.16203	1.234	0.111093
22	-0.180631	-1.3756	0.08711
23	-0.013483	-0.1027	0.459285
24	0.064431	0.4907	0.312747
25	0.06514	0.4961	0.310851
26	0.075491	0.5749	0.283782
27	0.085518	0.6513	0.258717
28	0.010622	0.0809	0.467902
29	0.091992	0.7006	0.243181
30	0.034402	0.262	0.397126
31	-0.040484	-0.3083	0.379473
32	-0.080156	-0.6105	0.271974
33	0.06277	0.478	0.317208
34	-0.075202	-0.5727	0.284523
35	-0.041225	-0.314	0.37734
36	0.102328	0.7793	0.219485
37	0.004333	0.033	0.486894
38	-0.043722	-0.333	0.370176
39	0.041107	0.3131	0.377679
40	0.032221	0.2454	0.403512
41	-0.00293	-0.0223	0.491136
42	-0.044065	-0.3356	0.369196
43	-0.032449	-0.2471	0.402841
44	-0.091114	-0.6939	0.245256
45	0.037624	0.2865	0.387743
46	0.002153	0.0164	0.493487
47	-0.119924	-0.9133	0.182429
48	0.05665	0.4314	0.333877
49	0.043827	0.3338	0.369877
50	-0.087596	-0.6671	0.253674
51	0.017018	0.1296	0.448665
52	0.067096	0.511	0.30565
53	-0.011691	-0.089	0.464679
54	0.035277	0.2687	0.394571
55	-0.00404	-0.0308	0.487779
56	0.010905	0.083	0.467049
57	-0.036424	-0.2774	0.39123
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 2 ; 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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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