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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 16 Oct 2014 12:08:12 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2014/Oct/16/t1413457712ugmxvd6pewkw8fq.htm/, Retrieved Sun, 12 May 2024 20:00:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=242170, Retrieved Sun, 12 May 2024 20:00:00 +0000

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-     [(Partial) Autocorrelation Function] [] [2014-10-16 10:18:47] [3d50c3f1d1505d45371c80c331b9aa00]
- R PD    [(Partial) Autocorrelation Function] [] [2014-10-16 11:08:12] [3b96c46cffecdf3c11148678d326f85c] [Current]

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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	1 seconds
R Server	'George Udny Yule' @ yule.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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=242170&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=242170&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=242170&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	1 seconds
R Server	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.339644	-4.3096	1.4e-05
2	0.021898	0.2779	0.390741
3	-0.376182	-4.7732	2e-06
4	0.348118	4.4171	9e-06
5	-0.049495	-0.628	0.265442
6	-0.137765	-1.748	0.041181
7	-0.199148	-2.5269	0.006236
8	0.260491	3.3053	0.000585
9	0.227497	2.8866	0.002214
10	-0.144294	-1.8309	0.034483
11	-0.152614	-1.9365	0.027282
12	-0.018945	-0.2404	0.405168
13	0.306466	3.8886	7.4e-05
14	-0.323335	-4.1027	3.2e-05
15	0.022895	0.2905	0.385902
16	-0.191275	-2.427	0.008164
17	0.576477	7.3147	0
18	-0.233224	-2.9593	0.001775
19	0.004468	0.0567	0.477431
20	-0.217637	-2.7615	0.003211
21	0.245997	3.1213	0.001067
22	-0.040198	-0.5101	0.305357
23	-0.133981	-1.7	0.045529
24	-0.178765	-2.2683	0.012321
25	0.246879	3.1325	0.00103
26	0.211159	2.6793	0.004072
27	-0.150022	-1.9036	0.029375
28	-0.116601	-1.4795	0.070481
29	-0.037935	-0.4813	0.315463
30	0.272712	3.4603	0.000345
31	-0.232961	-2.9559	0.001793
32	0.018766	0.2381	0.406049
33	-0.22278	-2.8268	0.002649
34	0.475584	6.0345	0
35	-0.213326	-2.7068	0.003763
36	0.093758	1.1897	0.117967
37	-0.270825	-3.4364	0.000375
38	0.260846	3.3098	0.000576
39	-0.031129	-0.395	0.34669
40	-0.064015	-0.8123	0.20892
41	-0.171966	-2.182	0.015279
42	0.133019	1.6878	0.046691
43	0.142671	1.8103	0.036058
44	-0.108479	-1.3764	0.085299
45	-0.037923	-0.4812	0.315517
46	-0.073293	-0.93	0.176885
47	0.267131	3.3895	0.00044
48	-0.179332	-2.2755	0.012099
49	-0.007755	-0.0984	0.46087
50	-0.208525	-2.6459	0.004478
51	0.426684	5.414	0
52	-0.188301	-2.3893	0.009019
53	0.066281	0.841	0.200796
54	-0.265739	-3.3719	0.000468
55	0.277714	3.5238	0.000277
56	-0.038136	-0.4839	0.314561
57	-0.051994	-0.6597	0.255183
58	-0.169076	-2.1453	0.016713
59	0.187588	2.3802	0.009236
60	0.109675	1.3916	0.08298

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.339644 & -4.3096 & 1.4e-05 \tabularnewline
2 & 0.021898 & 0.2779 & 0.390741 \tabularnewline
3 & -0.376182 & -4.7732 & 2e-06 \tabularnewline
4 & 0.348118 & 4.4171 & 9e-06 \tabularnewline
5 & -0.049495 & -0.628 & 0.265442 \tabularnewline
6 & -0.137765 & -1.748 & 0.041181 \tabularnewline
7 & -0.199148 & -2.5269 & 0.006236 \tabularnewline
8 & 0.260491 & 3.3053 & 0.000585 \tabularnewline
9 & 0.227497 & 2.8866 & 0.002214 \tabularnewline
10 & -0.144294 & -1.8309 & 0.034483 \tabularnewline
11 & -0.152614 & -1.9365 & 0.027282 \tabularnewline
12 & -0.018945 & -0.2404 & 0.405168 \tabularnewline
13 & 0.306466 & 3.8886 & 7.4e-05 \tabularnewline
14 & -0.323335 & -4.1027 & 3.2e-05 \tabularnewline
15 & 0.022895 & 0.2905 & 0.385902 \tabularnewline
16 & -0.191275 & -2.427 & 0.008164 \tabularnewline
17 & 0.576477 & 7.3147 & 0 \tabularnewline
18 & -0.233224 & -2.9593 & 0.001775 \tabularnewline
19 & 0.004468 & 0.0567 & 0.477431 \tabularnewline
20 & -0.217637 & -2.7615 & 0.003211 \tabularnewline
21 & 0.245997 & 3.1213 & 0.001067 \tabularnewline
22 & -0.040198 & -0.5101 & 0.305357 \tabularnewline
23 & -0.133981 & -1.7 & 0.045529 \tabularnewline
24 & -0.178765 & -2.2683 & 0.012321 \tabularnewline
25 & 0.246879 & 3.1325 & 0.00103 \tabularnewline
26 & 0.211159 & 2.6793 & 0.004072 \tabularnewline
27 & -0.150022 & -1.9036 & 0.029375 \tabularnewline
28 & -0.116601 & -1.4795 & 0.070481 \tabularnewline
29 & -0.037935 & -0.4813 & 0.315463 \tabularnewline
30 & 0.272712 & 3.4603 & 0.000345 \tabularnewline
31 & -0.232961 & -2.9559 & 0.001793 \tabularnewline
32 & 0.018766 & 0.2381 & 0.406049 \tabularnewline
33 & -0.22278 & -2.8268 & 0.002649 \tabularnewline
34 & 0.475584 & 6.0345 & 0 \tabularnewline
35 & -0.213326 & -2.7068 & 0.003763 \tabularnewline
36 & 0.093758 & 1.1897 & 0.117967 \tabularnewline
37 & -0.270825 & -3.4364 & 0.000375 \tabularnewline
38 & 0.260846 & 3.3098 & 0.000576 \tabularnewline
39 & -0.031129 & -0.395 & 0.34669 \tabularnewline
40 & -0.064015 & -0.8123 & 0.20892 \tabularnewline
41 & -0.171966 & -2.182 & 0.015279 \tabularnewline
42 & 0.133019 & 1.6878 & 0.046691 \tabularnewline
43 & 0.142671 & 1.8103 & 0.036058 \tabularnewline
44 & -0.108479 & -1.3764 & 0.085299 \tabularnewline
45 & -0.037923 & -0.4812 & 0.315517 \tabularnewline
46 & -0.073293 & -0.93 & 0.176885 \tabularnewline
47 & 0.267131 & 3.3895 & 0.00044 \tabularnewline
48 & -0.179332 & -2.2755 & 0.012099 \tabularnewline
49 & -0.007755 & -0.0984 & 0.46087 \tabularnewline
50 & -0.208525 & -2.6459 & 0.004478 \tabularnewline
51 & 0.426684 & 5.414 & 0 \tabularnewline
52 & -0.188301 & -2.3893 & 0.009019 \tabularnewline
53 & 0.066281 & 0.841 & 0.200796 \tabularnewline
54 & -0.265739 & -3.3719 & 0.000468 \tabularnewline
55 & 0.277714 & 3.5238 & 0.000277 \tabularnewline
56 & -0.038136 & -0.4839 & 0.314561 \tabularnewline
57 & -0.051994 & -0.6597 & 0.255183 \tabularnewline
58 & -0.169076 & -2.1453 & 0.016713 \tabularnewline
59 & 0.187588 & 2.3802 & 0.009236 \tabularnewline
60 & 0.109675 & 1.3916 & 0.08298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=242170&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]-0.339644[/C][C]-4.3096[/C][C]1.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.021898[/C][C]0.2779[/C][C]0.390741[/C][/ROW]
[ROW][C]3[/C][C]-0.376182[/C][C]-4.7732[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]0.348118[/C][C]4.4171[/C][C]9e-06[/C][/ROW]
[ROW][C]5[/C][C]-0.049495[/C][C]-0.628[/C][C]0.265442[/C][/ROW]
[ROW][C]6[/C][C]-0.137765[/C][C]-1.748[/C][C]0.041181[/C][/ROW]
[ROW][C]7[/C][C]-0.199148[/C][C]-2.5269[/C][C]0.006236[/C][/ROW]
[ROW][C]8[/C][C]0.260491[/C][C]3.3053[/C][C]0.000585[/C][/ROW]
[ROW][C]9[/C][C]0.227497[/C][C]2.8866[/C][C]0.002214[/C][/ROW]
[ROW][C]10[/C][C]-0.144294[/C][C]-1.8309[/C][C]0.034483[/C][/ROW]
[ROW][C]11[/C][C]-0.152614[/C][C]-1.9365[/C][C]0.027282[/C][/ROW]
[ROW][C]12[/C][C]-0.018945[/C][C]-0.2404[/C][C]0.405168[/C][/ROW]
[ROW][C]13[/C][C]0.306466[/C][C]3.8886[/C][C]7.4e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.323335[/C][C]-4.1027[/C][C]3.2e-05[/C][/ROW]
[ROW][C]15[/C][C]0.022895[/C][C]0.2905[/C][C]0.385902[/C][/ROW]
[ROW][C]16[/C][C]-0.191275[/C][C]-2.427[/C][C]0.008164[/C][/ROW]
[ROW][C]17[/C][C]0.576477[/C][C]7.3147[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]-0.233224[/C][C]-2.9593[/C][C]0.001775[/C][/ROW]
[ROW][C]19[/C][C]0.004468[/C][C]0.0567[/C][C]0.477431[/C][/ROW]
[ROW][C]20[/C][C]-0.217637[/C][C]-2.7615[/C][C]0.003211[/C][/ROW]
[ROW][C]21[/C][C]0.245997[/C][C]3.1213[/C][C]0.001067[/C][/ROW]
[ROW][C]22[/C][C]-0.040198[/C][C]-0.5101[/C][C]0.305357[/C][/ROW]
[ROW][C]23[/C][C]-0.133981[/C][C]-1.7[/C][C]0.045529[/C][/ROW]
[ROW][C]24[/C][C]-0.178765[/C][C]-2.2683[/C][C]0.012321[/C][/ROW]
[ROW][C]25[/C][C]0.246879[/C][C]3.1325[/C][C]0.00103[/C][/ROW]
[ROW][C]26[/C][C]0.211159[/C][C]2.6793[/C][C]0.004072[/C][/ROW]
[ROW][C]27[/C][C]-0.150022[/C][C]-1.9036[/C][C]0.029375[/C][/ROW]
[ROW][C]28[/C][C]-0.116601[/C][C]-1.4795[/C][C]0.070481[/C][/ROW]
[ROW][C]29[/C][C]-0.037935[/C][C]-0.4813[/C][C]0.315463[/C][/ROW]
[ROW][C]30[/C][C]0.272712[/C][C]3.4603[/C][C]0.000345[/C][/ROW]
[ROW][C]31[/C][C]-0.232961[/C][C]-2.9559[/C][C]0.001793[/C][/ROW]
[ROW][C]32[/C][C]0.018766[/C][C]0.2381[/C][C]0.406049[/C][/ROW]
[ROW][C]33[/C][C]-0.22278[/C][C]-2.8268[/C][C]0.002649[/C][/ROW]
[ROW][C]34[/C][C]0.475584[/C][C]6.0345[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]-0.213326[/C][C]-2.7068[/C][C]0.003763[/C][/ROW]
[ROW][C]36[/C][C]0.093758[/C][C]1.1897[/C][C]0.117967[/C][/ROW]
[ROW][C]37[/C][C]-0.270825[/C][C]-3.4364[/C][C]0.000375[/C][/ROW]
[ROW][C]38[/C][C]0.260846[/C][C]3.3098[/C][C]0.000576[/C][/ROW]
[ROW][C]39[/C][C]-0.031129[/C][C]-0.395[/C][C]0.34669[/C][/ROW]
[ROW][C]40[/C][C]-0.064015[/C][C]-0.8123[/C][C]0.20892[/C][/ROW]
[ROW][C]41[/C][C]-0.171966[/C][C]-2.182[/C][C]0.015279[/C][/ROW]
[ROW][C]42[/C][C]0.133019[/C][C]1.6878[/C][C]0.046691[/C][/ROW]
[ROW][C]43[/C][C]0.142671[/C][C]1.8103[/C][C]0.036058[/C][/ROW]
[ROW][C]44[/C][C]-0.108479[/C][C]-1.3764[/C][C]0.085299[/C][/ROW]
[ROW][C]45[/C][C]-0.037923[/C][C]-0.4812[/C][C]0.315517[/C][/ROW]
[ROW][C]46[/C][C]-0.073293[/C][C]-0.93[/C][C]0.176885[/C][/ROW]
[ROW][C]47[/C][C]0.267131[/C][C]3.3895[/C][C]0.00044[/C][/ROW]
[ROW][C]48[/C][C]-0.179332[/C][C]-2.2755[/C][C]0.012099[/C][/ROW]
[ROW][C]49[/C][C]-0.007755[/C][C]-0.0984[/C][C]0.46087[/C][/ROW]
[ROW][C]50[/C][C]-0.208525[/C][C]-2.6459[/C][C]0.004478[/C][/ROW]
[ROW][C]51[/C][C]0.426684[/C][C]5.414[/C][C]0[/C][/ROW]
[ROW][C]52[/C][C]-0.188301[/C][C]-2.3893[/C][C]0.009019[/C][/ROW]
[ROW][C]53[/C][C]0.066281[/C][C]0.841[/C][C]0.200796[/C][/ROW]
[ROW][C]54[/C][C]-0.265739[/C][C]-3.3719[/C][C]0.000468[/C][/ROW]
[ROW][C]55[/C][C]0.277714[/C][C]3.5238[/C][C]0.000277[/C][/ROW]
[ROW][C]56[/C][C]-0.038136[/C][C]-0.4839[/C][C]0.314561[/C][/ROW]
[ROW][C]57[/C][C]-0.051994[/C][C]-0.6597[/C][C]0.255183[/C][/ROW]
[ROW][C]58[/C][C]-0.169076[/C][C]-2.1453[/C][C]0.016713[/C][/ROW]
[ROW][C]59[/C][C]0.187588[/C][C]2.3802[/C][C]0.009236[/C][/ROW]
[ROW][C]60[/C][C]0.109675[/C][C]1.3916[/C][C]0.08298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=242170&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=242170&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	-0.339644	-4.3096	1.4e-05
2	0.021898	0.2779	0.390741
3	-0.376182	-4.7732	2e-06
4	0.348118	4.4171	9e-06
5	-0.049495	-0.628	0.265442
6	-0.137765	-1.748	0.041181
7	-0.199148	-2.5269	0.006236
8	0.260491	3.3053	0.000585
9	0.227497	2.8866	0.002214
10	-0.144294	-1.8309	0.034483
11	-0.152614	-1.9365	0.027282
12	-0.018945	-0.2404	0.405168
13	0.306466	3.8886	7.4e-05
14	-0.323335	-4.1027	3.2e-05
15	0.022895	0.2905	0.385902
16	-0.191275	-2.427	0.008164
17	0.576477	7.3147	0
18	-0.233224	-2.9593	0.001775
19	0.004468	0.0567	0.477431
20	-0.217637	-2.7615	0.003211
21	0.245997	3.1213	0.001067
22	-0.040198	-0.5101	0.305357
23	-0.133981	-1.7	0.045529
24	-0.178765	-2.2683	0.012321
25	0.246879	3.1325	0.00103
26	0.211159	2.6793	0.004072
27	-0.150022	-1.9036	0.029375
28	-0.116601	-1.4795	0.070481
29	-0.037935	-0.4813	0.315463
30	0.272712	3.4603	0.000345
31	-0.232961	-2.9559	0.001793
32	0.018766	0.2381	0.406049
33	-0.22278	-2.8268	0.002649
34	0.475584	6.0345	0
35	-0.213326	-2.7068	0.003763
36	0.093758	1.1897	0.117967
37	-0.270825	-3.4364	0.000375
38	0.260846	3.3098	0.000576
39	-0.031129	-0.395	0.34669
40	-0.064015	-0.8123	0.20892
41	-0.171966	-2.182	0.015279
42	0.133019	1.6878	0.046691
43	0.142671	1.8103	0.036058
44	-0.108479	-1.3764	0.085299
45	-0.037923	-0.4812	0.315517
46	-0.073293	-0.93	0.176885
47	0.267131	3.3895	0.00044
48	-0.179332	-2.2755	0.012099
49	-0.007755	-0.0984	0.46087
50	-0.208525	-2.6459	0.004478
51	0.426684	5.414	0
52	-0.188301	-2.3893	0.009019
53	0.066281	0.841	0.200796
54	-0.265739	-3.3719	0.000468
55	0.277714	3.5238	0.000277
56	-0.038136	-0.4839	0.314561
57	-0.051994	-0.6597	0.255183
58	-0.169076	-2.1453	0.016713
59	0.187588	2.3802	0.009236
60	0.109675	1.3916	0.08298

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.339644	-4.3096	1.4e-05
2	-0.105648	-1.3405	0.090983
3	-0.461656	-5.8578	0
4	0.054937	0.6971	0.243382
5	0.026881	0.3411	0.366743
6	-0.327275	-4.1527	2.7e-05
7	-0.294672	-3.739	0.000128
8	0.014649	0.1859	0.426387
9	0.21055	2.6716	0.004163
10	-0.026347	-0.3343	0.369291
11	-0.003128	-0.0397	0.484197
12	-0.027579	-0.3499	0.363419
13	0.165886	2.1049	0.018428
14	-0.262712	-3.3334	0.000532
15	-0.016186	-0.2054	0.418769
16	-0.125854	-1.5969	0.056123
17	0.231241	2.9341	0.001917
18	0.02073	0.263	0.39643
19	0.004648	0.059	0.476524
20	0.100808	1.2791	0.101349
21	-0.088996	-1.1292	0.130241
22	-0.008657	-0.1098	0.456337
23	-0.011015	-0.1398	0.444512
24	-0.152705	-1.9376	0.027211
25	-0.036157	-0.4588	0.323504
26	0.130657	1.6578	0.049648
27	-0.016752	-0.2126	0.41597
28	-0.044139	-0.5601	0.288109
29	-0.025207	-0.3198	0.374753
30	0.006725	0.0853	0.466053
31	0.010487	0.1331	0.447153
32	0.071004	0.9009	0.184483
33	-0.124443	-1.579	0.058149
34	0.067857	0.861	0.195256
35	-0.118975	-1.5096	0.066549
36	0.081516	1.0343	0.151267
37	-0.025995	-0.3298	0.370976
38	-0.073985	-0.9388	0.174629
39	0.085706	1.0875	0.139223
40	0.036922	0.4685	0.320036
41	-0.002057	-0.0261	0.489605
42	-0.110325	-1.3999	0.081739
43	-0.068337	-0.8671	0.19359
44	-0.102107	-1.2956	0.098486
45	-0.011103	-0.1409	0.444069
46	-0.059527	-0.7553	0.225583
47	0.014678	0.1862	0.426243
48	0.032295	0.4098	0.341256
49	-0.119053	-1.5106	0.066424
50	0.001106	0.014	0.494408
51	0.110994	1.4084	0.080476
52	-0.053688	-0.6812	0.248354
53	-0.002437	-0.0309	0.487686
54	-0.029627	-0.3759	0.353735
55	0.027416	0.3479	0.364198
56	-0.108641	-1.3785	0.084981
57	-0.082061	-1.0412	0.149663
58	0.006686	0.0848	0.46625
59	0.13704	1.7388	0.041987
60	0.01244	0.1578	0.437388

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.339644 & -4.3096 & 1.4e-05 \tabularnewline
2 & -0.105648 & -1.3405 & 0.090983 \tabularnewline
3 & -0.461656 & -5.8578 & 0 \tabularnewline
4 & 0.054937 & 0.6971 & 0.243382 \tabularnewline
5 & 0.026881 & 0.3411 & 0.366743 \tabularnewline
6 & -0.327275 & -4.1527 & 2.7e-05 \tabularnewline
7 & -0.294672 & -3.739 & 0.000128 \tabularnewline
8 & 0.014649 & 0.1859 & 0.426387 \tabularnewline
9 & 0.21055 & 2.6716 & 0.004163 \tabularnewline
10 & -0.026347 & -0.3343 & 0.369291 \tabularnewline
11 & -0.003128 & -0.0397 & 0.484197 \tabularnewline
12 & -0.027579 & -0.3499 & 0.363419 \tabularnewline
13 & 0.165886 & 2.1049 & 0.018428 \tabularnewline
14 & -0.262712 & -3.3334 & 0.000532 \tabularnewline
15 & -0.016186 & -0.2054 & 0.418769 \tabularnewline
16 & -0.125854 & -1.5969 & 0.056123 \tabularnewline
17 & 0.231241 & 2.9341 & 0.001917 \tabularnewline
18 & 0.02073 & 0.263 & 0.39643 \tabularnewline
19 & 0.004648 & 0.059 & 0.476524 \tabularnewline
20 & 0.100808 & 1.2791 & 0.101349 \tabularnewline
21 & -0.088996 & -1.1292 & 0.130241 \tabularnewline
22 & -0.008657 & -0.1098 & 0.456337 \tabularnewline
23 & -0.011015 & -0.1398 & 0.444512 \tabularnewline
24 & -0.152705 & -1.9376 & 0.027211 \tabularnewline
25 & -0.036157 & -0.4588 & 0.323504 \tabularnewline
26 & 0.130657 & 1.6578 & 0.049648 \tabularnewline
27 & -0.016752 & -0.2126 & 0.41597 \tabularnewline
28 & -0.044139 & -0.5601 & 0.288109 \tabularnewline
29 & -0.025207 & -0.3198 & 0.374753 \tabularnewline
30 & 0.006725 & 0.0853 & 0.466053 \tabularnewline
31 & 0.010487 & 0.1331 & 0.447153 \tabularnewline
32 & 0.071004 & 0.9009 & 0.184483 \tabularnewline
33 & -0.124443 & -1.579 & 0.058149 \tabularnewline
34 & 0.067857 & 0.861 & 0.195256 \tabularnewline
35 & -0.118975 & -1.5096 & 0.066549 \tabularnewline
36 & 0.081516 & 1.0343 & 0.151267 \tabularnewline
37 & -0.025995 & -0.3298 & 0.370976 \tabularnewline
38 & -0.073985 & -0.9388 & 0.174629 \tabularnewline
39 & 0.085706 & 1.0875 & 0.139223 \tabularnewline
40 & 0.036922 & 0.4685 & 0.320036 \tabularnewline
41 & -0.002057 & -0.0261 & 0.489605 \tabularnewline
42 & -0.110325 & -1.3999 & 0.081739 \tabularnewline
43 & -0.068337 & -0.8671 & 0.19359 \tabularnewline
44 & -0.102107 & -1.2956 & 0.098486 \tabularnewline
45 & -0.011103 & -0.1409 & 0.444069 \tabularnewline
46 & -0.059527 & -0.7553 & 0.225583 \tabularnewline
47 & 0.014678 & 0.1862 & 0.426243 \tabularnewline
48 & 0.032295 & 0.4098 & 0.341256 \tabularnewline
49 & -0.119053 & -1.5106 & 0.066424 \tabularnewline
50 & 0.001106 & 0.014 & 0.494408 \tabularnewline
51 & 0.110994 & 1.4084 & 0.080476 \tabularnewline
52 & -0.053688 & -0.6812 & 0.248354 \tabularnewline
53 & -0.002437 & -0.0309 & 0.487686 \tabularnewline
54 & -0.029627 & -0.3759 & 0.353735 \tabularnewline
55 & 0.027416 & 0.3479 & 0.364198 \tabularnewline
56 & -0.108641 & -1.3785 & 0.084981 \tabularnewline
57 & -0.082061 & -1.0412 & 0.149663 \tabularnewline
58 & 0.006686 & 0.0848 & 0.46625 \tabularnewline
59 & 0.13704 & 1.7388 & 0.041987 \tabularnewline
60 & 0.01244 & 0.1578 & 0.437388 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=242170&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]-0.339644[/C][C]-4.3096[/C][C]1.4e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.105648[/C][C]-1.3405[/C][C]0.090983[/C][/ROW]
[ROW][C]3[/C][C]-0.461656[/C][C]-5.8578[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.054937[/C][C]0.6971[/C][C]0.243382[/C][/ROW]
[ROW][C]5[/C][C]0.026881[/C][C]0.3411[/C][C]0.366743[/C][/ROW]
[ROW][C]6[/C][C]-0.327275[/C][C]-4.1527[/C][C]2.7e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.294672[/C][C]-3.739[/C][C]0.000128[/C][/ROW]
[ROW][C]8[/C][C]0.014649[/C][C]0.1859[/C][C]0.426387[/C][/ROW]
[ROW][C]9[/C][C]0.21055[/C][C]2.6716[/C][C]0.004163[/C][/ROW]
[ROW][C]10[/C][C]-0.026347[/C][C]-0.3343[/C][C]0.369291[/C][/ROW]
[ROW][C]11[/C][C]-0.003128[/C][C]-0.0397[/C][C]0.484197[/C][/ROW]
[ROW][C]12[/C][C]-0.027579[/C][C]-0.3499[/C][C]0.363419[/C][/ROW]
[ROW][C]13[/C][C]0.165886[/C][C]2.1049[/C][C]0.018428[/C][/ROW]
[ROW][C]14[/C][C]-0.262712[/C][C]-3.3334[/C][C]0.000532[/C][/ROW]
[ROW][C]15[/C][C]-0.016186[/C][C]-0.2054[/C][C]0.418769[/C][/ROW]
[ROW][C]16[/C][C]-0.125854[/C][C]-1.5969[/C][C]0.056123[/C][/ROW]
[ROW][C]17[/C][C]0.231241[/C][C]2.9341[/C][C]0.001917[/C][/ROW]
[ROW][C]18[/C][C]0.02073[/C][C]0.263[/C][C]0.39643[/C][/ROW]
[ROW][C]19[/C][C]0.004648[/C][C]0.059[/C][C]0.476524[/C][/ROW]
[ROW][C]20[/C][C]0.100808[/C][C]1.2791[/C][C]0.101349[/C][/ROW]
[ROW][C]21[/C][C]-0.088996[/C][C]-1.1292[/C][C]0.130241[/C][/ROW]
[ROW][C]22[/C][C]-0.008657[/C][C]-0.1098[/C][C]0.456337[/C][/ROW]
[ROW][C]23[/C][C]-0.011015[/C][C]-0.1398[/C][C]0.444512[/C][/ROW]
[ROW][C]24[/C][C]-0.152705[/C][C]-1.9376[/C][C]0.027211[/C][/ROW]
[ROW][C]25[/C][C]-0.036157[/C][C]-0.4588[/C][C]0.323504[/C][/ROW]
[ROW][C]26[/C][C]0.130657[/C][C]1.6578[/C][C]0.049648[/C][/ROW]
[ROW][C]27[/C][C]-0.016752[/C][C]-0.2126[/C][C]0.41597[/C][/ROW]
[ROW][C]28[/C][C]-0.044139[/C][C]-0.5601[/C][C]0.288109[/C][/ROW]
[ROW][C]29[/C][C]-0.025207[/C][C]-0.3198[/C][C]0.374753[/C][/ROW]
[ROW][C]30[/C][C]0.006725[/C][C]0.0853[/C][C]0.466053[/C][/ROW]
[ROW][C]31[/C][C]0.010487[/C][C]0.1331[/C][C]0.447153[/C][/ROW]
[ROW][C]32[/C][C]0.071004[/C][C]0.9009[/C][C]0.184483[/C][/ROW]
[ROW][C]33[/C][C]-0.124443[/C][C]-1.579[/C][C]0.058149[/C][/ROW]
[ROW][C]34[/C][C]0.067857[/C][C]0.861[/C][C]0.195256[/C][/ROW]
[ROW][C]35[/C][C]-0.118975[/C][C]-1.5096[/C][C]0.066549[/C][/ROW]
[ROW][C]36[/C][C]0.081516[/C][C]1.0343[/C][C]0.151267[/C][/ROW]
[ROW][C]37[/C][C]-0.025995[/C][C]-0.3298[/C][C]0.370976[/C][/ROW]
[ROW][C]38[/C][C]-0.073985[/C][C]-0.9388[/C][C]0.174629[/C][/ROW]
[ROW][C]39[/C][C]0.085706[/C][C]1.0875[/C][C]0.139223[/C][/ROW]
[ROW][C]40[/C][C]0.036922[/C][C]0.4685[/C][C]0.320036[/C][/ROW]
[ROW][C]41[/C][C]-0.002057[/C][C]-0.0261[/C][C]0.489605[/C][/ROW]
[ROW][C]42[/C][C]-0.110325[/C][C]-1.3999[/C][C]0.081739[/C][/ROW]
[ROW][C]43[/C][C]-0.068337[/C][C]-0.8671[/C][C]0.19359[/C][/ROW]
[ROW][C]44[/C][C]-0.102107[/C][C]-1.2956[/C][C]0.098486[/C][/ROW]
[ROW][C]45[/C][C]-0.011103[/C][C]-0.1409[/C][C]0.444069[/C][/ROW]
[ROW][C]46[/C][C]-0.059527[/C][C]-0.7553[/C][C]0.225583[/C][/ROW]
[ROW][C]47[/C][C]0.014678[/C][C]0.1862[/C][C]0.426243[/C][/ROW]
[ROW][C]48[/C][C]0.032295[/C][C]0.4098[/C][C]0.341256[/C][/ROW]
[ROW][C]49[/C][C]-0.119053[/C][C]-1.5106[/C][C]0.066424[/C][/ROW]
[ROW][C]50[/C][C]0.001106[/C][C]0.014[/C][C]0.494408[/C][/ROW]
[ROW][C]51[/C][C]0.110994[/C][C]1.4084[/C][C]0.080476[/C][/ROW]
[ROW][C]52[/C][C]-0.053688[/C][C]-0.6812[/C][C]0.248354[/C][/ROW]
[ROW][C]53[/C][C]-0.002437[/C][C]-0.0309[/C][C]0.487686[/C][/ROW]
[ROW][C]54[/C][C]-0.029627[/C][C]-0.3759[/C][C]0.353735[/C][/ROW]
[ROW][C]55[/C][C]0.027416[/C][C]0.3479[/C][C]0.364198[/C][/ROW]
[ROW][C]56[/C][C]-0.108641[/C][C]-1.3785[/C][C]0.084981[/C][/ROW]
[ROW][C]57[/C][C]-0.082061[/C][C]-1.0412[/C][C]0.149663[/C][/ROW]
[ROW][C]58[/C][C]0.006686[/C][C]0.0848[/C][C]0.46625[/C][/ROW]
[ROW][C]59[/C][C]0.13704[/C][C]1.7388[/C][C]0.041987[/C][/ROW]
[ROW][C]60[/C][C]0.01244[/C][C]0.1578[/C][C]0.437388[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=242170&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=242170&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	-0.339644	-4.3096	1.4e-05
2	-0.105648	-1.3405	0.090983
3	-0.461656	-5.8578	0
4	0.054937	0.6971	0.243382
5	0.026881	0.3411	0.366743
6	-0.327275	-4.1527	2.7e-05
7	-0.294672	-3.739	0.000128
8	0.014649	0.1859	0.426387
9	0.21055	2.6716	0.004163
10	-0.026347	-0.3343	0.369291
11	-0.003128	-0.0397	0.484197
12	-0.027579	-0.3499	0.363419
13	0.165886	2.1049	0.018428
14	-0.262712	-3.3334	0.000532
15	-0.016186	-0.2054	0.418769
16	-0.125854	-1.5969	0.056123
17	0.231241	2.9341	0.001917
18	0.02073	0.263	0.39643
19	0.004648	0.059	0.476524
20	0.100808	1.2791	0.101349
21	-0.088996	-1.1292	0.130241
22	-0.008657	-0.1098	0.456337
23	-0.011015	-0.1398	0.444512
24	-0.152705	-1.9376	0.027211
25	-0.036157	-0.4588	0.323504
26	0.130657	1.6578	0.049648
27	-0.016752	-0.2126	0.41597
28	-0.044139	-0.5601	0.288109
29	-0.025207	-0.3198	0.374753
30	0.006725	0.0853	0.466053
31	0.010487	0.1331	0.447153
32	0.071004	0.9009	0.184483
33	-0.124443	-1.579	0.058149
34	0.067857	0.861	0.195256
35	-0.118975	-1.5096	0.066549
36	0.081516	1.0343	0.151267
37	-0.025995	-0.3298	0.370976
38	-0.073985	-0.9388	0.174629
39	0.085706	1.0875	0.139223
40	0.036922	0.4685	0.320036
41	-0.002057	-0.0261	0.489605
42	-0.110325	-1.3999	0.081739
43	-0.068337	-0.8671	0.19359
44	-0.102107	-1.2956	0.098486
45	-0.011103	-0.1409	0.444069
46	-0.059527	-0.7553	0.225583
47	0.014678	0.1862	0.426243
48	0.032295	0.4098	0.341256
49	-0.119053	-1.5106	0.066424
50	0.001106	0.014	0.494408
51	0.110994	1.4084	0.080476
52	-0.053688	-0.6812	0.248354
53	-0.002437	-0.0309	0.487686
54	-0.029627	-0.3759	0.353735
55	0.027416	0.3479	0.364198
56	-0.108641	-1.3785	0.084981
57	-0.082061	-1.0412	0.149663
58	0.006686	0.0848	0.46625
59	0.13704	1.7388	0.041987
60	0.01244	0.1578	0.437388

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code