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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 14 Dec 2017 10:26:43 +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/2017/Dec/14/t1513243640j9q16jtpazi1iif.htm/, Retrieved Tue, 14 May 2024 13:51:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=309419, Retrieved Tue, 14 May 2024 13:51:53 +0000

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-       [(Partial) Autocorrelation Function] [] [2017-12-14 09:26:43] [d2d54f927b4b6a5dbf001a3c29aa1f74] [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	2 seconds
R Server	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309419&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

2 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=309419&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309419&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.690529	10.0543	0
2	0.554816	8.0782	0
3	0.633976	9.2308	0
4	0.73679	10.7278	0
5	0.660758	9.6208	0
6	0.640291	9.3228	0
7	0.633818	9.2285	0
8	0.716118	10.4268	0
9	0.569444	8.2912	0
10	0.461598	6.721	0
11	0.594021	8.6491	0
12	0.804543	11.7143	0
13	0.54152	7.8846	0
14	0.418125	6.088	0
15	0.468733	6.8249	0
16	0.569251	8.2884	0
17	0.516978	7.5273	0
18	0.458636	6.6778	0
19	0.469581	6.8372	0
20	0.546473	7.9568	0
21	0.391293	5.6973	0
22	0.315164	4.5889	4e-06
23	0.45299	6.5956	0
24	0.618698	9.0084	0
25	0.413611	6.0223	0
26	0.300566	4.3763	9e-06
27	0.328051	4.7765	2e-06
28	0.457215	6.6572	0
29	0.40421	5.8854	0
30	0.341012	4.9652	1e-06
31	0.376533	5.4824	0
32	0.447517	6.516	0
33	0.297304	4.3288	1.2e-05
34	0.252604	3.678	0.000149
35	0.361988	5.2706	0
36	0.520836	7.5835	0
37	0.355003	5.1689	0
38	0.225987	3.2904	0.000586
39	0.259656	3.7807	0.000102
40	0.395403	5.7571	0
41	0.328418	4.7818	2e-06
42	0.280366	4.0822	3.2e-05
43	0.316456	4.6077	4e-06
44	0.362468	5.2776	0
45	0.242891	3.5366	0.000249
46	0.199002	2.8975	0.002078
47	0.268872	3.9148	6.1e-05
48	0.434014	6.3193	0
49	0.274068	3.9905	4.5e-05
50	0.13321	1.9396	0.02688
51	0.188027	2.7377	0.003356
52	0.295036	4.2958	1.3e-05
53	0.216411	3.151	0.000931
54	0.192721	2.8061	0.002741
55	0.197142	2.8704	0.002257
56	0.227488	3.3123	0.000544
57	0.136553	1.9882	0.024036
58	0.068073	0.9912	0.161368
59	0.13729	1.999	0.023444
60	0.314248	4.5755	4e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.690529 & 10.0543 & 0 \tabularnewline
2 & 0.554816 & 8.0782 & 0 \tabularnewline
3 & 0.633976 & 9.2308 & 0 \tabularnewline
4 & 0.73679 & 10.7278 & 0 \tabularnewline
5 & 0.660758 & 9.6208 & 0 \tabularnewline
6 & 0.640291 & 9.3228 & 0 \tabularnewline
7 & 0.633818 & 9.2285 & 0 \tabularnewline
8 & 0.716118 & 10.4268 & 0 \tabularnewline
9 & 0.569444 & 8.2912 & 0 \tabularnewline
10 & 0.461598 & 6.721 & 0 \tabularnewline
11 & 0.594021 & 8.6491 & 0 \tabularnewline
12 & 0.804543 & 11.7143 & 0 \tabularnewline
13 & 0.54152 & 7.8846 & 0 \tabularnewline
14 & 0.418125 & 6.088 & 0 \tabularnewline
15 & 0.468733 & 6.8249 & 0 \tabularnewline
16 & 0.569251 & 8.2884 & 0 \tabularnewline
17 & 0.516978 & 7.5273 & 0 \tabularnewline
18 & 0.458636 & 6.6778 & 0 \tabularnewline
19 & 0.469581 & 6.8372 & 0 \tabularnewline
20 & 0.546473 & 7.9568 & 0 \tabularnewline
21 & 0.391293 & 5.6973 & 0 \tabularnewline
22 & 0.315164 & 4.5889 & 4e-06 \tabularnewline
23 & 0.45299 & 6.5956 & 0 \tabularnewline
24 & 0.618698 & 9.0084 & 0 \tabularnewline
25 & 0.413611 & 6.0223 & 0 \tabularnewline
26 & 0.300566 & 4.3763 & 9e-06 \tabularnewline
27 & 0.328051 & 4.7765 & 2e-06 \tabularnewline
28 & 0.457215 & 6.6572 & 0 \tabularnewline
29 & 0.40421 & 5.8854 & 0 \tabularnewline
30 & 0.341012 & 4.9652 & 1e-06 \tabularnewline
31 & 0.376533 & 5.4824 & 0 \tabularnewline
32 & 0.447517 & 6.516 & 0 \tabularnewline
33 & 0.297304 & 4.3288 & 1.2e-05 \tabularnewline
34 & 0.252604 & 3.678 & 0.000149 \tabularnewline
35 & 0.361988 & 5.2706 & 0 \tabularnewline
36 & 0.520836 & 7.5835 & 0 \tabularnewline
37 & 0.355003 & 5.1689 & 0 \tabularnewline
38 & 0.225987 & 3.2904 & 0.000586 \tabularnewline
39 & 0.259656 & 3.7807 & 0.000102 \tabularnewline
40 & 0.395403 & 5.7571 & 0 \tabularnewline
41 & 0.328418 & 4.7818 & 2e-06 \tabularnewline
42 & 0.280366 & 4.0822 & 3.2e-05 \tabularnewline
43 & 0.316456 & 4.6077 & 4e-06 \tabularnewline
44 & 0.362468 & 5.2776 & 0 \tabularnewline
45 & 0.242891 & 3.5366 & 0.000249 \tabularnewline
46 & 0.199002 & 2.8975 & 0.002078 \tabularnewline
47 & 0.268872 & 3.9148 & 6.1e-05 \tabularnewline
48 & 0.434014 & 6.3193 & 0 \tabularnewline
49 & 0.274068 & 3.9905 & 4.5e-05 \tabularnewline
50 & 0.13321 & 1.9396 & 0.02688 \tabularnewline
51 & 0.188027 & 2.7377 & 0.003356 \tabularnewline
52 & 0.295036 & 4.2958 & 1.3e-05 \tabularnewline
53 & 0.216411 & 3.151 & 0.000931 \tabularnewline
54 & 0.192721 & 2.8061 & 0.002741 \tabularnewline
55 & 0.197142 & 2.8704 & 0.002257 \tabularnewline
56 & 0.227488 & 3.3123 & 0.000544 \tabularnewline
57 & 0.136553 & 1.9882 & 0.024036 \tabularnewline
58 & 0.068073 & 0.9912 & 0.161368 \tabularnewline
59 & 0.13729 & 1.999 & 0.023444 \tabularnewline
60 & 0.314248 & 4.5755 & 4e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309419&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]0.690529[/C][C]10.0543[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.554816[/C][C]8.0782[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.633976[/C][C]9.2308[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.73679[/C][C]10.7278[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.660758[/C][C]9.6208[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.640291[/C][C]9.3228[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.633818[/C][C]9.2285[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.716118[/C][C]10.4268[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.569444[/C][C]8.2912[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.461598[/C][C]6.721[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.594021[/C][C]8.6491[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.804543[/C][C]11.7143[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.54152[/C][C]7.8846[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.418125[/C][C]6.088[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.468733[/C][C]6.8249[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.569251[/C][C]8.2884[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.516978[/C][C]7.5273[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.458636[/C][C]6.6778[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.469581[/C][C]6.8372[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.546473[/C][C]7.9568[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.391293[/C][C]5.6973[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.315164[/C][C]4.5889[/C][C]4e-06[/C][/ROW]
[ROW][C]23[/C][C]0.45299[/C][C]6.5956[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.618698[/C][C]9.0084[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.413611[/C][C]6.0223[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.300566[/C][C]4.3763[/C][C]9e-06[/C][/ROW]
[ROW][C]27[/C][C]0.328051[/C][C]4.7765[/C][C]2e-06[/C][/ROW]
[ROW][C]28[/C][C]0.457215[/C][C]6.6572[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.40421[/C][C]5.8854[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.341012[/C][C]4.9652[/C][C]1e-06[/C][/ROW]
[ROW][C]31[/C][C]0.376533[/C][C]5.4824[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.447517[/C][C]6.516[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.297304[/C][C]4.3288[/C][C]1.2e-05[/C][/ROW]
[ROW][C]34[/C][C]0.252604[/C][C]3.678[/C][C]0.000149[/C][/ROW]
[ROW][C]35[/C][C]0.361988[/C][C]5.2706[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.520836[/C][C]7.5835[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.355003[/C][C]5.1689[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]0.225987[/C][C]3.2904[/C][C]0.000586[/C][/ROW]
[ROW][C]39[/C][C]0.259656[/C][C]3.7807[/C][C]0.000102[/C][/ROW]
[ROW][C]40[/C][C]0.395403[/C][C]5.7571[/C][C]0[/C][/ROW]
[ROW][C]41[/C][C]0.328418[/C][C]4.7818[/C][C]2e-06[/C][/ROW]
[ROW][C]42[/C][C]0.280366[/C][C]4.0822[/C][C]3.2e-05[/C][/ROW]
[ROW][C]43[/C][C]0.316456[/C][C]4.6077[/C][C]4e-06[/C][/ROW]
[ROW][C]44[/C][C]0.362468[/C][C]5.2776[/C][C]0[/C][/ROW]
[ROW][C]45[/C][C]0.242891[/C][C]3.5366[/C][C]0.000249[/C][/ROW]
[ROW][C]46[/C][C]0.199002[/C][C]2.8975[/C][C]0.002078[/C][/ROW]
[ROW][C]47[/C][C]0.268872[/C][C]3.9148[/C][C]6.1e-05[/C][/ROW]
[ROW][C]48[/C][C]0.434014[/C][C]6.3193[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.274068[/C][C]3.9905[/C][C]4.5e-05[/C][/ROW]
[ROW][C]50[/C][C]0.13321[/C][C]1.9396[/C][C]0.02688[/C][/ROW]
[ROW][C]51[/C][C]0.188027[/C][C]2.7377[/C][C]0.003356[/C][/ROW]
[ROW][C]52[/C][C]0.295036[/C][C]4.2958[/C][C]1.3e-05[/C][/ROW]
[ROW][C]53[/C][C]0.216411[/C][C]3.151[/C][C]0.000931[/C][/ROW]
[ROW][C]54[/C][C]0.192721[/C][C]2.8061[/C][C]0.002741[/C][/ROW]
[ROW][C]55[/C][C]0.197142[/C][C]2.8704[/C][C]0.002257[/C][/ROW]
[ROW][C]56[/C][C]0.227488[/C][C]3.3123[/C][C]0.000544[/C][/ROW]
[ROW][C]57[/C][C]0.136553[/C][C]1.9882[/C][C]0.024036[/C][/ROW]
[ROW][C]58[/C][C]0.068073[/C][C]0.9912[/C][C]0.161368[/C][/ROW]
[ROW][C]59[/C][C]0.13729[/C][C]1.999[/C][C]0.023444[/C][/ROW]
[ROW][C]60[/C][C]0.314248[/C][C]4.5755[/C][C]4e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=309419&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309419&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	0.690529	10.0543	0
2	0.554816	8.0782	0
3	0.633976	9.2308	0
4	0.73679	10.7278	0
5	0.660758	9.6208	0
6	0.640291	9.3228	0
7	0.633818	9.2285	0
8	0.716118	10.4268	0
9	0.569444	8.2912	0
10	0.461598	6.721	0
11	0.594021	8.6491	0
12	0.804543	11.7143	0
13	0.54152	7.8846	0
14	0.418125	6.088	0
15	0.468733	6.8249	0
16	0.569251	8.2884	0
17	0.516978	7.5273	0
18	0.458636	6.6778	0
19	0.469581	6.8372	0
20	0.546473	7.9568	0
21	0.391293	5.6973	0
22	0.315164	4.5889	4e-06
23	0.45299	6.5956	0
24	0.618698	9.0084	0
25	0.413611	6.0223	0
26	0.300566	4.3763	9e-06
27	0.328051	4.7765	2e-06
28	0.457215	6.6572	0
29	0.40421	5.8854	0
30	0.341012	4.9652	1e-06
31	0.376533	5.4824	0
32	0.447517	6.516	0
33	0.297304	4.3288	1.2e-05
34	0.252604	3.678	0.000149
35	0.361988	5.2706	0
36	0.520836	7.5835	0
37	0.355003	5.1689	0
38	0.225987	3.2904	0.000586
39	0.259656	3.7807	0.000102
40	0.395403	5.7571	0
41	0.328418	4.7818	2e-06
42	0.280366	4.0822	3.2e-05
43	0.316456	4.6077	4e-06
44	0.362468	5.2776	0
45	0.242891	3.5366	0.000249
46	0.199002	2.8975	0.002078
47	0.268872	3.9148	6.1e-05
48	0.434014	6.3193	0
49	0.274068	3.9905	4.5e-05
50	0.13321	1.9396	0.02688
51	0.188027	2.7377	0.003356
52	0.295036	4.2958	1.3e-05
53	0.216411	3.151	0.000931
54	0.192721	2.8061	0.002741
55	0.197142	2.8704	0.002257
56	0.227488	3.3123	0.000544
57	0.136553	1.9882	0.024036
58	0.068073	0.9912	0.161368
59	0.13729	1.999	0.023444
60	0.314248	4.5755	4e-06

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.690529	10.0543	0
2	0.149064	2.1704	0.015544
3	0.400817	5.836	0
4	0.403707	5.8781	0
5	0.113604	1.6541	0.049793
6	0.226492	3.2978	0.000571
7	0.053714	0.7821	0.217517
8	0.279973	4.0765	3.2e-05
9	-0.277165	-4.0356	3.8e-05
10	-0.3012	-4.3855	9e-06
11	0.10207	1.4862	0.069361
12	0.489223	7.1232	0
13	-0.396929	-5.7794	0
14	-0.220954	-3.2171	0.000749
15	-0.145909	-2.1245	0.017394
16	0.045164	0.6576	0.255757
17	0.119872	1.7454	0.041186
18	-0.051025	-0.7429	0.229173
19	0.069106	1.0062	0.157733
20	-0.040561	-0.5906	0.277718
21	0.021943	0.3195	0.374834
22	0.157263	2.2898	0.011509
23	0.075211	1.0951	0.137361
24	0.102683	1.4951	0.06819
25	-0.014592	-0.2125	0.415978
26	-0.014439	-0.2102	0.416842
27	-0.120917	-1.7606	0.039876
28	0.059066	0.86	0.195374
29	-0.072644	-1.0577	0.145694
30	-0.022197	-0.3232	0.373432
31	-0.007804	-0.1136	0.45482
32	0.007282	0.106	0.457828
33	0.030294	0.4411	0.329797
34	0.041077	0.5981	0.27521
35	-0.04634	-0.6747	0.250296
36	0.108758	1.5835	0.057394
37	0.02214	0.3224	0.373745
38	-0.068512	-0.9976	0.159816
39	0.012694	0.1848	0.426771
40	-0.052866	-0.7697	0.221157
41	-0.043766	-0.6372	0.262326
42	0.024896	0.3625	0.358673
43	-0.025729	-0.3746	0.354156
44	-0.056078	-0.8165	0.207563
45	0.039481	0.5748	0.283002
46	0.029524	0.4299	0.333861
47	-0.108081	-1.5737	0.058526
48	0.042242	0.6151	0.269588
49	-0.079416	-1.1563	0.124428
50	-0.022469	-0.3272	0.371935
51	0.054362	0.7915	0.214763
52	-0.072046	-1.049	0.147686
53	-0.063662	-0.9269	0.177507
54	0.017489	0.2546	0.399625
55	-0.047529	-0.692	0.244835
56	-0.050241	-0.7315	0.232635
57	0.013566	0.1975	0.421801
58	-0.057287	-0.8341	0.20258
59	0.058122	0.8463	0.199177
60	0.133935	1.9501	0.02624

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.690529 & 10.0543 & 0 \tabularnewline
2 & 0.149064 & 2.1704 & 0.015544 \tabularnewline
3 & 0.400817 & 5.836 & 0 \tabularnewline
4 & 0.403707 & 5.8781 & 0 \tabularnewline
5 & 0.113604 & 1.6541 & 0.049793 \tabularnewline
6 & 0.226492 & 3.2978 & 0.000571 \tabularnewline
7 & 0.053714 & 0.7821 & 0.217517 \tabularnewline
8 & 0.279973 & 4.0765 & 3.2e-05 \tabularnewline
9 & -0.277165 & -4.0356 & 3.8e-05 \tabularnewline
10 & -0.3012 & -4.3855 & 9e-06 \tabularnewline
11 & 0.10207 & 1.4862 & 0.069361 \tabularnewline
12 & 0.489223 & 7.1232 & 0 \tabularnewline
13 & -0.396929 & -5.7794 & 0 \tabularnewline
14 & -0.220954 & -3.2171 & 0.000749 \tabularnewline
15 & -0.145909 & -2.1245 & 0.017394 \tabularnewline
16 & 0.045164 & 0.6576 & 0.255757 \tabularnewline
17 & 0.119872 & 1.7454 & 0.041186 \tabularnewline
18 & -0.051025 & -0.7429 & 0.229173 \tabularnewline
19 & 0.069106 & 1.0062 & 0.157733 \tabularnewline
20 & -0.040561 & -0.5906 & 0.277718 \tabularnewline
21 & 0.021943 & 0.3195 & 0.374834 \tabularnewline
22 & 0.157263 & 2.2898 & 0.011509 \tabularnewline
23 & 0.075211 & 1.0951 & 0.137361 \tabularnewline
24 & 0.102683 & 1.4951 & 0.06819 \tabularnewline
25 & -0.014592 & -0.2125 & 0.415978 \tabularnewline
26 & -0.014439 & -0.2102 & 0.416842 \tabularnewline
27 & -0.120917 & -1.7606 & 0.039876 \tabularnewline
28 & 0.059066 & 0.86 & 0.195374 \tabularnewline
29 & -0.072644 & -1.0577 & 0.145694 \tabularnewline
30 & -0.022197 & -0.3232 & 0.373432 \tabularnewline
31 & -0.007804 & -0.1136 & 0.45482 \tabularnewline
32 & 0.007282 & 0.106 & 0.457828 \tabularnewline
33 & 0.030294 & 0.4411 & 0.329797 \tabularnewline
34 & 0.041077 & 0.5981 & 0.27521 \tabularnewline
35 & -0.04634 & -0.6747 & 0.250296 \tabularnewline
36 & 0.108758 & 1.5835 & 0.057394 \tabularnewline
37 & 0.02214 & 0.3224 & 0.373745 \tabularnewline
38 & -0.068512 & -0.9976 & 0.159816 \tabularnewline
39 & 0.012694 & 0.1848 & 0.426771 \tabularnewline
40 & -0.052866 & -0.7697 & 0.221157 \tabularnewline
41 & -0.043766 & -0.6372 & 0.262326 \tabularnewline
42 & 0.024896 & 0.3625 & 0.358673 \tabularnewline
43 & -0.025729 & -0.3746 & 0.354156 \tabularnewline
44 & -0.056078 & -0.8165 & 0.207563 \tabularnewline
45 & 0.039481 & 0.5748 & 0.283002 \tabularnewline
46 & 0.029524 & 0.4299 & 0.333861 \tabularnewline
47 & -0.108081 & -1.5737 & 0.058526 \tabularnewline
48 & 0.042242 & 0.6151 & 0.269588 \tabularnewline
49 & -0.079416 & -1.1563 & 0.124428 \tabularnewline
50 & -0.022469 & -0.3272 & 0.371935 \tabularnewline
51 & 0.054362 & 0.7915 & 0.214763 \tabularnewline
52 & -0.072046 & -1.049 & 0.147686 \tabularnewline
53 & -0.063662 & -0.9269 & 0.177507 \tabularnewline
54 & 0.017489 & 0.2546 & 0.399625 \tabularnewline
55 & -0.047529 & -0.692 & 0.244835 \tabularnewline
56 & -0.050241 & -0.7315 & 0.232635 \tabularnewline
57 & 0.013566 & 0.1975 & 0.421801 \tabularnewline
58 & -0.057287 & -0.8341 & 0.20258 \tabularnewline
59 & 0.058122 & 0.8463 & 0.199177 \tabularnewline
60 & 0.133935 & 1.9501 & 0.02624 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309419&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]0.690529[/C][C]10.0543[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.149064[/C][C]2.1704[/C][C]0.015544[/C][/ROW]
[ROW][C]3[/C][C]0.400817[/C][C]5.836[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.403707[/C][C]5.8781[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.113604[/C][C]1.6541[/C][C]0.049793[/C][/ROW]
[ROW][C]6[/C][C]0.226492[/C][C]3.2978[/C][C]0.000571[/C][/ROW]
[ROW][C]7[/C][C]0.053714[/C][C]0.7821[/C][C]0.217517[/C][/ROW]
[ROW][C]8[/C][C]0.279973[/C][C]4.0765[/C][C]3.2e-05[/C][/ROW]
[ROW][C]9[/C][C]-0.277165[/C][C]-4.0356[/C][C]3.8e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.3012[/C][C]-4.3855[/C][C]9e-06[/C][/ROW]
[ROW][C]11[/C][C]0.10207[/C][C]1.4862[/C][C]0.069361[/C][/ROW]
[ROW][C]12[/C][C]0.489223[/C][C]7.1232[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.396929[/C][C]-5.7794[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.220954[/C][C]-3.2171[/C][C]0.000749[/C][/ROW]
[ROW][C]15[/C][C]-0.145909[/C][C]-2.1245[/C][C]0.017394[/C][/ROW]
[ROW][C]16[/C][C]0.045164[/C][C]0.6576[/C][C]0.255757[/C][/ROW]
[ROW][C]17[/C][C]0.119872[/C][C]1.7454[/C][C]0.041186[/C][/ROW]
[ROW][C]18[/C][C]-0.051025[/C][C]-0.7429[/C][C]0.229173[/C][/ROW]
[ROW][C]19[/C][C]0.069106[/C][C]1.0062[/C][C]0.157733[/C][/ROW]
[ROW][C]20[/C][C]-0.040561[/C][C]-0.5906[/C][C]0.277718[/C][/ROW]
[ROW][C]21[/C][C]0.021943[/C][C]0.3195[/C][C]0.374834[/C][/ROW]
[ROW][C]22[/C][C]0.157263[/C][C]2.2898[/C][C]0.011509[/C][/ROW]
[ROW][C]23[/C][C]0.075211[/C][C]1.0951[/C][C]0.137361[/C][/ROW]
[ROW][C]24[/C][C]0.102683[/C][C]1.4951[/C][C]0.06819[/C][/ROW]
[ROW][C]25[/C][C]-0.014592[/C][C]-0.2125[/C][C]0.415978[/C][/ROW]
[ROW][C]26[/C][C]-0.014439[/C][C]-0.2102[/C][C]0.416842[/C][/ROW]
[ROW][C]27[/C][C]-0.120917[/C][C]-1.7606[/C][C]0.039876[/C][/ROW]
[ROW][C]28[/C][C]0.059066[/C][C]0.86[/C][C]0.195374[/C][/ROW]
[ROW][C]29[/C][C]-0.072644[/C][C]-1.0577[/C][C]0.145694[/C][/ROW]
[ROW][C]30[/C][C]-0.022197[/C][C]-0.3232[/C][C]0.373432[/C][/ROW]
[ROW][C]31[/C][C]-0.007804[/C][C]-0.1136[/C][C]0.45482[/C][/ROW]
[ROW][C]32[/C][C]0.007282[/C][C]0.106[/C][C]0.457828[/C][/ROW]
[ROW][C]33[/C][C]0.030294[/C][C]0.4411[/C][C]0.329797[/C][/ROW]
[ROW][C]34[/C][C]0.041077[/C][C]0.5981[/C][C]0.27521[/C][/ROW]
[ROW][C]35[/C][C]-0.04634[/C][C]-0.6747[/C][C]0.250296[/C][/ROW]
[ROW][C]36[/C][C]0.108758[/C][C]1.5835[/C][C]0.057394[/C][/ROW]
[ROW][C]37[/C][C]0.02214[/C][C]0.3224[/C][C]0.373745[/C][/ROW]
[ROW][C]38[/C][C]-0.068512[/C][C]-0.9976[/C][C]0.159816[/C][/ROW]
[ROW][C]39[/C][C]0.012694[/C][C]0.1848[/C][C]0.426771[/C][/ROW]
[ROW][C]40[/C][C]-0.052866[/C][C]-0.7697[/C][C]0.221157[/C][/ROW]
[ROW][C]41[/C][C]-0.043766[/C][C]-0.6372[/C][C]0.262326[/C][/ROW]
[ROW][C]42[/C][C]0.024896[/C][C]0.3625[/C][C]0.358673[/C][/ROW]
[ROW][C]43[/C][C]-0.025729[/C][C]-0.3746[/C][C]0.354156[/C][/ROW]
[ROW][C]44[/C][C]-0.056078[/C][C]-0.8165[/C][C]0.207563[/C][/ROW]
[ROW][C]45[/C][C]0.039481[/C][C]0.5748[/C][C]0.283002[/C][/ROW]
[ROW][C]46[/C][C]0.029524[/C][C]0.4299[/C][C]0.333861[/C][/ROW]
[ROW][C]47[/C][C]-0.108081[/C][C]-1.5737[/C][C]0.058526[/C][/ROW]
[ROW][C]48[/C][C]0.042242[/C][C]0.6151[/C][C]0.269588[/C][/ROW]
[ROW][C]49[/C][C]-0.079416[/C][C]-1.1563[/C][C]0.124428[/C][/ROW]
[ROW][C]50[/C][C]-0.022469[/C][C]-0.3272[/C][C]0.371935[/C][/ROW]
[ROW][C]51[/C][C]0.054362[/C][C]0.7915[/C][C]0.214763[/C][/ROW]
[ROW][C]52[/C][C]-0.072046[/C][C]-1.049[/C][C]0.147686[/C][/ROW]
[ROW][C]53[/C][C]-0.063662[/C][C]-0.9269[/C][C]0.177507[/C][/ROW]
[ROW][C]54[/C][C]0.017489[/C][C]0.2546[/C][C]0.399625[/C][/ROW]
[ROW][C]55[/C][C]-0.047529[/C][C]-0.692[/C][C]0.244835[/C][/ROW]
[ROW][C]56[/C][C]-0.050241[/C][C]-0.7315[/C][C]0.232635[/C][/ROW]
[ROW][C]57[/C][C]0.013566[/C][C]0.1975[/C][C]0.421801[/C][/ROW]
[ROW][C]58[/C][C]-0.057287[/C][C]-0.8341[/C][C]0.20258[/C][/ROW]
[ROW][C]59[/C][C]0.058122[/C][C]0.8463[/C][C]0.199177[/C][/ROW]
[ROW][C]60[/C][C]0.133935[/C][C]1.9501[/C][C]0.02624[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=309419&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309419&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	0.690529	10.0543	0
2	0.149064	2.1704	0.015544
3	0.400817	5.836	0
4	0.403707	5.8781	0
5	0.113604	1.6541	0.049793
6	0.226492	3.2978	0.000571
7	0.053714	0.7821	0.217517
8	0.279973	4.0765	3.2e-05
9	-0.277165	-4.0356	3.8e-05
10	-0.3012	-4.3855	9e-06
11	0.10207	1.4862	0.069361
12	0.489223	7.1232	0
13	-0.396929	-5.7794	0
14	-0.220954	-3.2171	0.000749
15	-0.145909	-2.1245	0.017394
16	0.045164	0.6576	0.255757
17	0.119872	1.7454	0.041186
18	-0.051025	-0.7429	0.229173
19	0.069106	1.0062	0.157733
20	-0.040561	-0.5906	0.277718
21	0.021943	0.3195	0.374834
22	0.157263	2.2898	0.011509
23	0.075211	1.0951	0.137361
24	0.102683	1.4951	0.06819
25	-0.014592	-0.2125	0.415978
26	-0.014439	-0.2102	0.416842
27	-0.120917	-1.7606	0.039876
28	0.059066	0.86	0.195374
29	-0.072644	-1.0577	0.145694
30	-0.022197	-0.3232	0.373432
31	-0.007804	-0.1136	0.45482
32	0.007282	0.106	0.457828
33	0.030294	0.4411	0.329797
34	0.041077	0.5981	0.27521
35	-0.04634	-0.6747	0.250296
36	0.108758	1.5835	0.057394
37	0.02214	0.3224	0.373745
38	-0.068512	-0.9976	0.159816
39	0.012694	0.1848	0.426771
40	-0.052866	-0.7697	0.221157
41	-0.043766	-0.6372	0.262326
42	0.024896	0.3625	0.358673
43	-0.025729	-0.3746	0.354156
44	-0.056078	-0.8165	0.207563
45	0.039481	0.5748	0.283002
46	0.029524	0.4299	0.333861
47	-0.108081	-1.5737	0.058526
48	0.042242	0.6151	0.269588
49	-0.079416	-1.1563	0.124428
50	-0.022469	-0.3272	0.371935
51	0.054362	0.7915	0.214763
52	-0.072046	-1.049	0.147686
53	-0.063662	-0.9269	0.177507
54	0.017489	0.2546	0.399625
55	-0.047529	-0.692	0.244835
56	-0.050241	-0.7315	0.232635
57	0.013566	0.1975	0.421801
58	-0.057287	-0.8341	0.20258
59	0.058122	0.8463	0.199177
60	0.133935	1.9501	0.02624

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)
x <- na.omit(x)
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,'ACF(k)',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,'PACF(k)',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