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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 08:15:38 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/06/t1228576594clp721r7qexl50p.htm/, Retrieved Fri, 17 May 2024 04:19:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29695, Retrieved Fri, 17 May 2024 04:19:43 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

192

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]
F RMP   [(Partial) Autocorrelation Function] [Identification an...] [2008-12-04 19:44:00] [063e4b67ad7d3a8a83eccec794cd5aa7]
F   P     [(Partial) Autocorrelation Function] [Identification an...] [2008-12-04 19:46:29] [063e4b67ad7d3a8a83eccec794cd5aa7]
F   PD        [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:15:38] [6797a1f4a60918966297e9d9220cabc2] [Current]
F    D          [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:18:20] [063e4b67ad7d3a8a83eccec794cd5aa7] 
-    D            [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:51:06] [063e4b67ad7d3a8a83eccec794cd5aa7] 
-    D          [(Partial) Autocorrelation Function] [Eigen tijdreeks t...] [2008-12-06 15:49:30] [063e4b67ad7d3a8a83eccec794cd5aa7] 

Feedback Forum

2008-12-15 18:42:27 [Jeroen Michel] [reply] 
Ook hier zien we een goede en correcte conclusie van de student. De student stelt dat er tot 45% een langetermijn trend valt op te tekenen, vanaf dat punt zien we een wijziging binnen het patroon die eerder overgaat in een trapstructuur.

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Dataseries X:

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Histogram

Boxplots

7,4
7,2
7,1
6,9
6,8
6,8
6,8
6,9
6,7
6,6
6,5
6,4
6,3
6,3
6,3
6,5
6,6
6,5
6,4
6,5
6,7
7,1
7,1
7,2
7,2
7,3
7,3
7,3
7,3
7,4
7,6
7,6
7,6
7,7
7,8
7,9
8,1
8,1
8,1
8,2
8,2
8,2
8,2
8,2
8,2
8,3
8,3
8,4
8,4
8,4
8,3
8
8
8,2
8,6
8,7
8,7
8,5
8,4
8,4
8,4
8,5
8,5
8,5
8,5
8,5
8,4
8,4
8,4
8,5
8,6
8,6
8,6
8,6
8,5
8,4
8,4
8,3
8,2
8,1
8,2
8,1
8
7,9
7,8
7,7
7,7
7,9
7,8
7,6
7,4
7,3
7,1
7,1
7
7
7
6,9
6,8
6,7
6,6
6,6

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	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29695&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29695&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29695&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.433283	4.3544	1.6e-05
2	0.135918	1.366	0.087492
3	-0.12447	-1.2509	0.106928
4	-0.036005	-0.3618	0.359111
5	0.110122	1.1067	0.135524
6	0.255672	2.5695	0.005823
7	0.26961	2.7095	0.003958
8	0.242175	2.4338	0.008348
9	0.257265	2.5855	0.005576
10	0.091514	0.9197	0.17996
11	0.019823	0.1992	0.421245
12	-0.138648	-1.3934	0.083279
13	-0.028343	-0.2848	0.388172
14	0.146903	1.4764	0.07148
15	0.210069	2.1112	0.018613
16	0.129369	1.3001	0.098256
17	0.050398	0.5065	0.306806
18	0.007827	0.0787	0.468729
19	-0.028618	-0.2876	0.38712
20	-0.043799	-0.4402	0.330374
21	-0.118373	-1.1896	0.11849
22	-0.097156	-0.9764	0.165598
23	0.004716	0.0474	0.481147
24	0.078045	0.7843	0.217338
25	0.02704	0.2718	0.393183
26	0.063394	0.6371	0.262751
27	-0.081671	-0.8208	0.20685
28	-0.117539	-1.1813	0.120137
29	-0.147281	-1.4802	0.070972
30	-0.199439	-2.0043	0.023856
31	-0.046608	-0.4684	0.320251
32	0.076526	0.7691	0.221821
33	0.235483	2.3666	0.00993
34	0.125664	1.2629	0.104766
35	-0.107913	-1.0845	0.140361
36	-0.319649	-3.2124	0.000883
37	-0.181379	-1.8228	0.035644
38	-0.043108	-0.4332	0.332886
39	0.087306	0.8774	0.191171
40	0.138219	1.3891	0.083931
41	0.042959	0.4317	0.333426
42	-0.059003	-0.593	0.277261
43	-0.117288	-1.1787	0.120639
44	-0.196834	-1.9782	0.025317
45	-0.203583	-2.046	0.021678
46	-0.094432	-0.949	0.172436
47	0.028126	0.2827	0.389008
48	0.098572	0.9906	0.162116
49	0.046414	0.4665	0.320947
50	-0.047692	-0.4793	0.31638
51	-0.131636	-1.3229	0.094424
52	-0.160224	-1.6102	0.055234
53	-0.175983	-1.7686	0.039989
54	-0.069138	-0.6948	0.24438
55	-0.063057	-0.6337	0.26385
56	-0.077662	-0.7805	0.218462
57	-0.033452	-0.3362	0.368712
58	-0.127559	-1.282	0.101397
59	-0.120325	-1.2092	0.114695
60	-0.12765	-1.2829	0.101237

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.433283 & 4.3544 & 1.6e-05 \tabularnewline
2 & 0.135918 & 1.366 & 0.087492 \tabularnewline
3 & -0.12447 & -1.2509 & 0.106928 \tabularnewline
4 & -0.036005 & -0.3618 & 0.359111 \tabularnewline
5 & 0.110122 & 1.1067 & 0.135524 \tabularnewline
6 & 0.255672 & 2.5695 & 0.005823 \tabularnewline
7 & 0.26961 & 2.7095 & 0.003958 \tabularnewline
8 & 0.242175 & 2.4338 & 0.008348 \tabularnewline
9 & 0.257265 & 2.5855 & 0.005576 \tabularnewline
10 & 0.091514 & 0.9197 & 0.17996 \tabularnewline
11 & 0.019823 & 0.1992 & 0.421245 \tabularnewline
12 & -0.138648 & -1.3934 & 0.083279 \tabularnewline
13 & -0.028343 & -0.2848 & 0.388172 \tabularnewline
14 & 0.146903 & 1.4764 & 0.07148 \tabularnewline
15 & 0.210069 & 2.1112 & 0.018613 \tabularnewline
16 & 0.129369 & 1.3001 & 0.098256 \tabularnewline
17 & 0.050398 & 0.5065 & 0.306806 \tabularnewline
18 & 0.007827 & 0.0787 & 0.468729 \tabularnewline
19 & -0.028618 & -0.2876 & 0.38712 \tabularnewline
20 & -0.043799 & -0.4402 & 0.330374 \tabularnewline
21 & -0.118373 & -1.1896 & 0.11849 \tabularnewline
22 & -0.097156 & -0.9764 & 0.165598 \tabularnewline
23 & 0.004716 & 0.0474 & 0.481147 \tabularnewline
24 & 0.078045 & 0.7843 & 0.217338 \tabularnewline
25 & 0.02704 & 0.2718 & 0.393183 \tabularnewline
26 & 0.063394 & 0.6371 & 0.262751 \tabularnewline
27 & -0.081671 & -0.8208 & 0.20685 \tabularnewline
28 & -0.117539 & -1.1813 & 0.120137 \tabularnewline
29 & -0.147281 & -1.4802 & 0.070972 \tabularnewline
30 & -0.199439 & -2.0043 & 0.023856 \tabularnewline
31 & -0.046608 & -0.4684 & 0.320251 \tabularnewline
32 & 0.076526 & 0.7691 & 0.221821 \tabularnewline
33 & 0.235483 & 2.3666 & 0.00993 \tabularnewline
34 & 0.125664 & 1.2629 & 0.104766 \tabularnewline
35 & -0.107913 & -1.0845 & 0.140361 \tabularnewline
36 & -0.319649 & -3.2124 & 0.000883 \tabularnewline
37 & -0.181379 & -1.8228 & 0.035644 \tabularnewline
38 & -0.043108 & -0.4332 & 0.332886 \tabularnewline
39 & 0.087306 & 0.8774 & 0.191171 \tabularnewline
40 & 0.138219 & 1.3891 & 0.083931 \tabularnewline
41 & 0.042959 & 0.4317 & 0.333426 \tabularnewline
42 & -0.059003 & -0.593 & 0.277261 \tabularnewline
43 & -0.117288 & -1.1787 & 0.120639 \tabularnewline
44 & -0.196834 & -1.9782 & 0.025317 \tabularnewline
45 & -0.203583 & -2.046 & 0.021678 \tabularnewline
46 & -0.094432 & -0.949 & 0.172436 \tabularnewline
47 & 0.028126 & 0.2827 & 0.389008 \tabularnewline
48 & 0.098572 & 0.9906 & 0.162116 \tabularnewline
49 & 0.046414 & 0.4665 & 0.320947 \tabularnewline
50 & -0.047692 & -0.4793 & 0.31638 \tabularnewline
51 & -0.131636 & -1.3229 & 0.094424 \tabularnewline
52 & -0.160224 & -1.6102 & 0.055234 \tabularnewline
53 & -0.175983 & -1.7686 & 0.039989 \tabularnewline
54 & -0.069138 & -0.6948 & 0.24438 \tabularnewline
55 & -0.063057 & -0.6337 & 0.26385 \tabularnewline
56 & -0.077662 & -0.7805 & 0.218462 \tabularnewline
57 & -0.033452 & -0.3362 & 0.368712 \tabularnewline
58 & -0.127559 & -1.282 & 0.101397 \tabularnewline
59 & -0.120325 & -1.2092 & 0.114695 \tabularnewline
60 & -0.12765 & -1.2829 & 0.101237 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29695&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]0.433283[/C][C]4.3544[/C][C]1.6e-05[/C][/ROW]
[ROW][C]2[/C][C]0.135918[/C][C]1.366[/C][C]0.087492[/C][/ROW]
[ROW][C]3[/C][C]-0.12447[/C][C]-1.2509[/C][C]0.106928[/C][/ROW]
[ROW][C]4[/C][C]-0.036005[/C][C]-0.3618[/C][C]0.359111[/C][/ROW]
[ROW][C]5[/C][C]0.110122[/C][C]1.1067[/C][C]0.135524[/C][/ROW]
[ROW][C]6[/C][C]0.255672[/C][C]2.5695[/C][C]0.005823[/C][/ROW]
[ROW][C]7[/C][C]0.26961[/C][C]2.7095[/C][C]0.003958[/C][/ROW]
[ROW][C]8[/C][C]0.242175[/C][C]2.4338[/C][C]0.008348[/C][/ROW]
[ROW][C]9[/C][C]0.257265[/C][C]2.5855[/C][C]0.005576[/C][/ROW]
[ROW][C]10[/C][C]0.091514[/C][C]0.9197[/C][C]0.17996[/C][/ROW]
[ROW][C]11[/C][C]0.019823[/C][C]0.1992[/C][C]0.421245[/C][/ROW]
[ROW][C]12[/C][C]-0.138648[/C][C]-1.3934[/C][C]0.083279[/C][/ROW]
[ROW][C]13[/C][C]-0.028343[/C][C]-0.2848[/C][C]0.388172[/C][/ROW]
[ROW][C]14[/C][C]0.146903[/C][C]1.4764[/C][C]0.07148[/C][/ROW]
[ROW][C]15[/C][C]0.210069[/C][C]2.1112[/C][C]0.018613[/C][/ROW]
[ROW][C]16[/C][C]0.129369[/C][C]1.3001[/C][C]0.098256[/C][/ROW]
[ROW][C]17[/C][C]0.050398[/C][C]0.5065[/C][C]0.306806[/C][/ROW]
[ROW][C]18[/C][C]0.007827[/C][C]0.0787[/C][C]0.468729[/C][/ROW]
[ROW][C]19[/C][C]-0.028618[/C][C]-0.2876[/C][C]0.38712[/C][/ROW]
[ROW][C]20[/C][C]-0.043799[/C][C]-0.4402[/C][C]0.330374[/C][/ROW]
[ROW][C]21[/C][C]-0.118373[/C][C]-1.1896[/C][C]0.11849[/C][/ROW]
[ROW][C]22[/C][C]-0.097156[/C][C]-0.9764[/C][C]0.165598[/C][/ROW]
[ROW][C]23[/C][C]0.004716[/C][C]0.0474[/C][C]0.481147[/C][/ROW]
[ROW][C]24[/C][C]0.078045[/C][C]0.7843[/C][C]0.217338[/C][/ROW]
[ROW][C]25[/C][C]0.02704[/C][C]0.2718[/C][C]0.393183[/C][/ROW]
[ROW][C]26[/C][C]0.063394[/C][C]0.6371[/C][C]0.262751[/C][/ROW]
[ROW][C]27[/C][C]-0.081671[/C][C]-0.8208[/C][C]0.20685[/C][/ROW]
[ROW][C]28[/C][C]-0.117539[/C][C]-1.1813[/C][C]0.120137[/C][/ROW]
[ROW][C]29[/C][C]-0.147281[/C][C]-1.4802[/C][C]0.070972[/C][/ROW]
[ROW][C]30[/C][C]-0.199439[/C][C]-2.0043[/C][C]0.023856[/C][/ROW]
[ROW][C]31[/C][C]-0.046608[/C][C]-0.4684[/C][C]0.320251[/C][/ROW]
[ROW][C]32[/C][C]0.076526[/C][C]0.7691[/C][C]0.221821[/C][/ROW]
[ROW][C]33[/C][C]0.235483[/C][C]2.3666[/C][C]0.00993[/C][/ROW]
[ROW][C]34[/C][C]0.125664[/C][C]1.2629[/C][C]0.104766[/C][/ROW]
[ROW][C]35[/C][C]-0.107913[/C][C]-1.0845[/C][C]0.140361[/C][/ROW]
[ROW][C]36[/C][C]-0.319649[/C][C]-3.2124[/C][C]0.000883[/C][/ROW]
[ROW][C]37[/C][C]-0.181379[/C][C]-1.8228[/C][C]0.035644[/C][/ROW]
[ROW][C]38[/C][C]-0.043108[/C][C]-0.4332[/C][C]0.332886[/C][/ROW]
[ROW][C]39[/C][C]0.087306[/C][C]0.8774[/C][C]0.191171[/C][/ROW]
[ROW][C]40[/C][C]0.138219[/C][C]1.3891[/C][C]0.083931[/C][/ROW]
[ROW][C]41[/C][C]0.042959[/C][C]0.4317[/C][C]0.333426[/C][/ROW]
[ROW][C]42[/C][C]-0.059003[/C][C]-0.593[/C][C]0.277261[/C][/ROW]
[ROW][C]43[/C][C]-0.117288[/C][C]-1.1787[/C][C]0.120639[/C][/ROW]
[ROW][C]44[/C][C]-0.196834[/C][C]-1.9782[/C][C]0.025317[/C][/ROW]
[ROW][C]45[/C][C]-0.203583[/C][C]-2.046[/C][C]0.021678[/C][/ROW]
[ROW][C]46[/C][C]-0.094432[/C][C]-0.949[/C][C]0.172436[/C][/ROW]
[ROW][C]47[/C][C]0.028126[/C][C]0.2827[/C][C]0.389008[/C][/ROW]
[ROW][C]48[/C][C]0.098572[/C][C]0.9906[/C][C]0.162116[/C][/ROW]
[ROW][C]49[/C][C]0.046414[/C][C]0.4665[/C][C]0.320947[/C][/ROW]
[ROW][C]50[/C][C]-0.047692[/C][C]-0.4793[/C][C]0.31638[/C][/ROW]
[ROW][C]51[/C][C]-0.131636[/C][C]-1.3229[/C][C]0.094424[/C][/ROW]
[ROW][C]52[/C][C]-0.160224[/C][C]-1.6102[/C][C]0.055234[/C][/ROW]
[ROW][C]53[/C][C]-0.175983[/C][C]-1.7686[/C][C]0.039989[/C][/ROW]
[ROW][C]54[/C][C]-0.069138[/C][C]-0.6948[/C][C]0.24438[/C][/ROW]
[ROW][C]55[/C][C]-0.063057[/C][C]-0.6337[/C][C]0.26385[/C][/ROW]
[ROW][C]56[/C][C]-0.077662[/C][C]-0.7805[/C][C]0.218462[/C][/ROW]
[ROW][C]57[/C][C]-0.033452[/C][C]-0.3362[/C][C]0.368712[/C][/ROW]
[ROW][C]58[/C][C]-0.127559[/C][C]-1.282[/C][C]0.101397[/C][/ROW]
[ROW][C]59[/C][C]-0.120325[/C][C]-1.2092[/C][C]0.114695[/C][/ROW]
[ROW][C]60[/C][C]-0.12765[/C][C]-1.2829[/C][C]0.101237[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29695&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29695&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	0.433283	4.3544	1.6e-05
2	0.135918	1.366	0.087492
3	-0.12447	-1.2509	0.106928
4	-0.036005	-0.3618	0.359111
5	0.110122	1.1067	0.135524
6	0.255672	2.5695	0.005823
7	0.26961	2.7095	0.003958
8	0.242175	2.4338	0.008348
9	0.257265	2.5855	0.005576
10	0.091514	0.9197	0.17996
11	0.019823	0.1992	0.421245
12	-0.138648	-1.3934	0.083279
13	-0.028343	-0.2848	0.388172
14	0.146903	1.4764	0.07148
15	0.210069	2.1112	0.018613
16	0.129369	1.3001	0.098256
17	0.050398	0.5065	0.306806
18	0.007827	0.0787	0.468729
19	-0.028618	-0.2876	0.38712
20	-0.043799	-0.4402	0.330374
21	-0.118373	-1.1896	0.11849
22	-0.097156	-0.9764	0.165598
23	0.004716	0.0474	0.481147
24	0.078045	0.7843	0.217338
25	0.02704	0.2718	0.393183
26	0.063394	0.6371	0.262751
27	-0.081671	-0.8208	0.20685
28	-0.117539	-1.1813	0.120137
29	-0.147281	-1.4802	0.070972
30	-0.199439	-2.0043	0.023856
31	-0.046608	-0.4684	0.320251
32	0.076526	0.7691	0.221821
33	0.235483	2.3666	0.00993
34	0.125664	1.2629	0.104766
35	-0.107913	-1.0845	0.140361
36	-0.319649	-3.2124	0.000883
37	-0.181379	-1.8228	0.035644
38	-0.043108	-0.4332	0.332886
39	0.087306	0.8774	0.191171
40	0.138219	1.3891	0.083931
41	0.042959	0.4317	0.333426
42	-0.059003	-0.593	0.277261
43	-0.117288	-1.1787	0.120639
44	-0.196834	-1.9782	0.025317
45	-0.203583	-2.046	0.021678
46	-0.094432	-0.949	0.172436
47	0.028126	0.2827	0.389008
48	0.098572	0.9906	0.162116
49	0.046414	0.4665	0.320947
50	-0.047692	-0.4793	0.31638
51	-0.131636	-1.3229	0.094424
52	-0.160224	-1.6102	0.055234
53	-0.175983	-1.7686	0.039989
54	-0.069138	-0.6948	0.24438
55	-0.063057	-0.6337	0.26385
56	-0.077662	-0.7805	0.218462
57	-0.033452	-0.3362	0.368712
58	-0.127559	-1.282	0.101397
59	-0.120325	-1.2092	0.114695
60	-0.12765	-1.2829	0.101237

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.433283	4.3544	1.6e-05
2	-0.063791	-0.6411	0.261456
3	-0.19714	-1.9812	0.025142
4	0.130592	1.3124	0.096174
5	0.141694	1.424	0.078763
6	0.140737	1.4144	0.080162
7	0.108895	1.0944	0.138196
8	0.131158	1.3181	0.095223
9	0.216762	2.1784	0.01585
10	-0.075425	-0.758	0.225105
11	-0.014303	-0.1437	0.442995
12	-0.171408	-1.7226	0.044008
13	0.011207	0.1126	0.455275
14	0.104562	1.0508	0.147922
15	-0.072133	-0.7249	0.235085
16	-0.055399	-0.5567	0.289465
17	0.047881	0.4812	0.31571
18	0.044102	0.4432	0.329276
19	-0.03457	-0.3474	0.364497
20	-0.081941	-0.8235	0.206084
21	-0.094775	-0.9525	0.171566
22	-0.074272	-0.7464	0.228573
23	0.011091	0.1115	0.455734
24	-0.025757	-0.2589	0.398137
25	-0.074693	-0.7507	0.227304
26	0.214586	2.1566	0.016706
27	-0.067957	-0.683	0.248099
28	-0.064364	-0.6469	0.259597
29	-0.021843	-0.2195	0.413343
30	-0.159787	-1.6058	0.055716
31	0.139112	1.3981	0.082579
32	0.03495	0.3512	0.363068
33	0.17455	1.7542	0.041214
34	0.025718	0.2585	0.398288
35	-0.174647	-1.7552	0.04113
36	-0.0322	-0.3236	0.373454
37	0.049286	0.4953	0.310727
38	0.019628	0.1973	0.422012
39	-0.001713	-0.0172	0.493148
40	-0.014985	-0.1506	0.440295
41	-0.001617	-0.0163	0.493533
42	-0.147262	-1.48	0.070998
43	0.004871	0.049	0.480525
44	-0.09376	-0.9423	0.174149
45	-0.031025	-0.3118	0.377918
46	0.035229	0.354	0.36202
47	-0.088404	-0.8885	0.188204
48	0.003939	0.0396	0.484251
49	0.002245	0.0226	0.491021
50	0.080229	0.8063	0.210985
51	0.020732	0.2084	0.417685
52	-0.160205	-1.61	0.055255
53	-0.003335	-0.0335	0.486666
54	0.047533	0.4777	0.316948
55	-0.106812	-1.0735	0.142813
56	-0.075141	-0.7552	0.225956
57	-0.051039	-0.5129	0.304558
58	-0.081633	-0.8204	0.206961
59	0.00937	0.0942	0.462582
60	-0.022873	-0.2299	0.40933

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.433283 & 4.3544 & 1.6e-05 \tabularnewline
2 & -0.063791 & -0.6411 & 0.261456 \tabularnewline
3 & -0.19714 & -1.9812 & 0.025142 \tabularnewline
4 & 0.130592 & 1.3124 & 0.096174 \tabularnewline
5 & 0.141694 & 1.424 & 0.078763 \tabularnewline
6 & 0.140737 & 1.4144 & 0.080162 \tabularnewline
7 & 0.108895 & 1.0944 & 0.138196 \tabularnewline
8 & 0.131158 & 1.3181 & 0.095223 \tabularnewline
9 & 0.216762 & 2.1784 & 0.01585 \tabularnewline
10 & -0.075425 & -0.758 & 0.225105 \tabularnewline
11 & -0.014303 & -0.1437 & 0.442995 \tabularnewline
12 & -0.171408 & -1.7226 & 0.044008 \tabularnewline
13 & 0.011207 & 0.1126 & 0.455275 \tabularnewline
14 & 0.104562 & 1.0508 & 0.147922 \tabularnewline
15 & -0.072133 & -0.7249 & 0.235085 \tabularnewline
16 & -0.055399 & -0.5567 & 0.289465 \tabularnewline
17 & 0.047881 & 0.4812 & 0.31571 \tabularnewline
18 & 0.044102 & 0.4432 & 0.329276 \tabularnewline
19 & -0.03457 & -0.3474 & 0.364497 \tabularnewline
20 & -0.081941 & -0.8235 & 0.206084 \tabularnewline
21 & -0.094775 & -0.9525 & 0.171566 \tabularnewline
22 & -0.074272 & -0.7464 & 0.228573 \tabularnewline
23 & 0.011091 & 0.1115 & 0.455734 \tabularnewline
24 & -0.025757 & -0.2589 & 0.398137 \tabularnewline
25 & -0.074693 & -0.7507 & 0.227304 \tabularnewline
26 & 0.214586 & 2.1566 & 0.016706 \tabularnewline
27 & -0.067957 & -0.683 & 0.248099 \tabularnewline
28 & -0.064364 & -0.6469 & 0.259597 \tabularnewline
29 & -0.021843 & -0.2195 & 0.413343 \tabularnewline
30 & -0.159787 & -1.6058 & 0.055716 \tabularnewline
31 & 0.139112 & 1.3981 & 0.082579 \tabularnewline
32 & 0.03495 & 0.3512 & 0.363068 \tabularnewline
33 & 0.17455 & 1.7542 & 0.041214 \tabularnewline
34 & 0.025718 & 0.2585 & 0.398288 \tabularnewline
35 & -0.174647 & -1.7552 & 0.04113 \tabularnewline
36 & -0.0322 & -0.3236 & 0.373454 \tabularnewline
37 & 0.049286 & 0.4953 & 0.310727 \tabularnewline
38 & 0.019628 & 0.1973 & 0.422012 \tabularnewline
39 & -0.001713 & -0.0172 & 0.493148 \tabularnewline
40 & -0.014985 & -0.1506 & 0.440295 \tabularnewline
41 & -0.001617 & -0.0163 & 0.493533 \tabularnewline
42 & -0.147262 & -1.48 & 0.070998 \tabularnewline
43 & 0.004871 & 0.049 & 0.480525 \tabularnewline
44 & -0.09376 & -0.9423 & 0.174149 \tabularnewline
45 & -0.031025 & -0.3118 & 0.377918 \tabularnewline
46 & 0.035229 & 0.354 & 0.36202 \tabularnewline
47 & -0.088404 & -0.8885 & 0.188204 \tabularnewline
48 & 0.003939 & 0.0396 & 0.484251 \tabularnewline
49 & 0.002245 & 0.0226 & 0.491021 \tabularnewline
50 & 0.080229 & 0.8063 & 0.210985 \tabularnewline
51 & 0.020732 & 0.2084 & 0.417685 \tabularnewline
52 & -0.160205 & -1.61 & 0.055255 \tabularnewline
53 & -0.003335 & -0.0335 & 0.486666 \tabularnewline
54 & 0.047533 & 0.4777 & 0.316948 \tabularnewline
55 & -0.106812 & -1.0735 & 0.142813 \tabularnewline
56 & -0.075141 & -0.7552 & 0.225956 \tabularnewline
57 & -0.051039 & -0.5129 & 0.304558 \tabularnewline
58 & -0.081633 & -0.8204 & 0.206961 \tabularnewline
59 & 0.00937 & 0.0942 & 0.462582 \tabularnewline
60 & -0.022873 & -0.2299 & 0.40933 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29695&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]0.433283[/C][C]4.3544[/C][C]1.6e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.063791[/C][C]-0.6411[/C][C]0.261456[/C][/ROW]
[ROW][C]3[/C][C]-0.19714[/C][C]-1.9812[/C][C]0.025142[/C][/ROW]
[ROW][C]4[/C][C]0.130592[/C][C]1.3124[/C][C]0.096174[/C][/ROW]
[ROW][C]5[/C][C]0.141694[/C][C]1.424[/C][C]0.078763[/C][/ROW]
[ROW][C]6[/C][C]0.140737[/C][C]1.4144[/C][C]0.080162[/C][/ROW]
[ROW][C]7[/C][C]0.108895[/C][C]1.0944[/C][C]0.138196[/C][/ROW]
[ROW][C]8[/C][C]0.131158[/C][C]1.3181[/C][C]0.095223[/C][/ROW]
[ROW][C]9[/C][C]0.216762[/C][C]2.1784[/C][C]0.01585[/C][/ROW]
[ROW][C]10[/C][C]-0.075425[/C][C]-0.758[/C][C]0.225105[/C][/ROW]
[ROW][C]11[/C][C]-0.014303[/C][C]-0.1437[/C][C]0.442995[/C][/ROW]
[ROW][C]12[/C][C]-0.171408[/C][C]-1.7226[/C][C]0.044008[/C][/ROW]
[ROW][C]13[/C][C]0.011207[/C][C]0.1126[/C][C]0.455275[/C][/ROW]
[ROW][C]14[/C][C]0.104562[/C][C]1.0508[/C][C]0.147922[/C][/ROW]
[ROW][C]15[/C][C]-0.072133[/C][C]-0.7249[/C][C]0.235085[/C][/ROW]
[ROW][C]16[/C][C]-0.055399[/C][C]-0.5567[/C][C]0.289465[/C][/ROW]
[ROW][C]17[/C][C]0.047881[/C][C]0.4812[/C][C]0.31571[/C][/ROW]
[ROW][C]18[/C][C]0.044102[/C][C]0.4432[/C][C]0.329276[/C][/ROW]
[ROW][C]19[/C][C]-0.03457[/C][C]-0.3474[/C][C]0.364497[/C][/ROW]
[ROW][C]20[/C][C]-0.081941[/C][C]-0.8235[/C][C]0.206084[/C][/ROW]
[ROW][C]21[/C][C]-0.094775[/C][C]-0.9525[/C][C]0.171566[/C][/ROW]
[ROW][C]22[/C][C]-0.074272[/C][C]-0.7464[/C][C]0.228573[/C][/ROW]
[ROW][C]23[/C][C]0.011091[/C][C]0.1115[/C][C]0.455734[/C][/ROW]
[ROW][C]24[/C][C]-0.025757[/C][C]-0.2589[/C][C]0.398137[/C][/ROW]
[ROW][C]25[/C][C]-0.074693[/C][C]-0.7507[/C][C]0.227304[/C][/ROW]
[ROW][C]26[/C][C]0.214586[/C][C]2.1566[/C][C]0.016706[/C][/ROW]
[ROW][C]27[/C][C]-0.067957[/C][C]-0.683[/C][C]0.248099[/C][/ROW]
[ROW][C]28[/C][C]-0.064364[/C][C]-0.6469[/C][C]0.259597[/C][/ROW]
[ROW][C]29[/C][C]-0.021843[/C][C]-0.2195[/C][C]0.413343[/C][/ROW]
[ROW][C]30[/C][C]-0.159787[/C][C]-1.6058[/C][C]0.055716[/C][/ROW]
[ROW][C]31[/C][C]0.139112[/C][C]1.3981[/C][C]0.082579[/C][/ROW]
[ROW][C]32[/C][C]0.03495[/C][C]0.3512[/C][C]0.363068[/C][/ROW]
[ROW][C]33[/C][C]0.17455[/C][C]1.7542[/C][C]0.041214[/C][/ROW]
[ROW][C]34[/C][C]0.025718[/C][C]0.2585[/C][C]0.398288[/C][/ROW]
[ROW][C]35[/C][C]-0.174647[/C][C]-1.7552[/C][C]0.04113[/C][/ROW]
[ROW][C]36[/C][C]-0.0322[/C][C]-0.3236[/C][C]0.373454[/C][/ROW]
[ROW][C]37[/C][C]0.049286[/C][C]0.4953[/C][C]0.310727[/C][/ROW]
[ROW][C]38[/C][C]0.019628[/C][C]0.1973[/C][C]0.422012[/C][/ROW]
[ROW][C]39[/C][C]-0.001713[/C][C]-0.0172[/C][C]0.493148[/C][/ROW]
[ROW][C]40[/C][C]-0.014985[/C][C]-0.1506[/C][C]0.440295[/C][/ROW]
[ROW][C]41[/C][C]-0.001617[/C][C]-0.0163[/C][C]0.493533[/C][/ROW]
[ROW][C]42[/C][C]-0.147262[/C][C]-1.48[/C][C]0.070998[/C][/ROW]
[ROW][C]43[/C][C]0.004871[/C][C]0.049[/C][C]0.480525[/C][/ROW]
[ROW][C]44[/C][C]-0.09376[/C][C]-0.9423[/C][C]0.174149[/C][/ROW]
[ROW][C]45[/C][C]-0.031025[/C][C]-0.3118[/C][C]0.377918[/C][/ROW]
[ROW][C]46[/C][C]0.035229[/C][C]0.354[/C][C]0.36202[/C][/ROW]
[ROW][C]47[/C][C]-0.088404[/C][C]-0.8885[/C][C]0.188204[/C][/ROW]
[ROW][C]48[/C][C]0.003939[/C][C]0.0396[/C][C]0.484251[/C][/ROW]
[ROW][C]49[/C][C]0.002245[/C][C]0.0226[/C][C]0.491021[/C][/ROW]
[ROW][C]50[/C][C]0.080229[/C][C]0.8063[/C][C]0.210985[/C][/ROW]
[ROW][C]51[/C][C]0.020732[/C][C]0.2084[/C][C]0.417685[/C][/ROW]
[ROW][C]52[/C][C]-0.160205[/C][C]-1.61[/C][C]0.055255[/C][/ROW]
[ROW][C]53[/C][C]-0.003335[/C][C]-0.0335[/C][C]0.486666[/C][/ROW]
[ROW][C]54[/C][C]0.047533[/C][C]0.4777[/C][C]0.316948[/C][/ROW]
[ROW][C]55[/C][C]-0.106812[/C][C]-1.0735[/C][C]0.142813[/C][/ROW]
[ROW][C]56[/C][C]-0.075141[/C][C]-0.7552[/C][C]0.225956[/C][/ROW]
[ROW][C]57[/C][C]-0.051039[/C][C]-0.5129[/C][C]0.304558[/C][/ROW]
[ROW][C]58[/C][C]-0.081633[/C][C]-0.8204[/C][C]0.206961[/C][/ROW]
[ROW][C]59[/C][C]0.00937[/C][C]0.0942[/C][C]0.462582[/C][/ROW]
[ROW][C]60[/C][C]-0.022873[/C][C]-0.2299[/C][C]0.40933[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29695&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29695&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	0.433283	4.3544	1.6e-05
2	-0.063791	-0.6411	0.261456
3	-0.19714	-1.9812	0.025142
4	0.130592	1.3124	0.096174
5	0.141694	1.424	0.078763
6	0.140737	1.4144	0.080162
7	0.108895	1.0944	0.138196
8	0.131158	1.3181	0.095223
9	0.216762	2.1784	0.01585
10	-0.075425	-0.758	0.225105
11	-0.014303	-0.1437	0.442995
12	-0.171408	-1.7226	0.044008
13	0.011207	0.1126	0.455275
14	0.104562	1.0508	0.147922
15	-0.072133	-0.7249	0.235085
16	-0.055399	-0.5567	0.289465
17	0.047881	0.4812	0.31571
18	0.044102	0.4432	0.329276
19	-0.03457	-0.3474	0.364497
20	-0.081941	-0.8235	0.206084
21	-0.094775	-0.9525	0.171566
22	-0.074272	-0.7464	0.228573
23	0.011091	0.1115	0.455734
24	-0.025757	-0.2589	0.398137
25	-0.074693	-0.7507	0.227304
26	0.214586	2.1566	0.016706
27	-0.067957	-0.683	0.248099
28	-0.064364	-0.6469	0.259597
29	-0.021843	-0.2195	0.413343
30	-0.159787	-1.6058	0.055716
31	0.139112	1.3981	0.082579
32	0.03495	0.3512	0.363068
33	0.17455	1.7542	0.041214
34	0.025718	0.2585	0.398288
35	-0.174647	-1.7552	0.04113
36	-0.0322	-0.3236	0.373454
37	0.049286	0.4953	0.310727
38	0.019628	0.1973	0.422012
39	-0.001713	-0.0172	0.493148
40	-0.014985	-0.1506	0.440295
41	-0.001617	-0.0163	0.493533
42	-0.147262	-1.48	0.070998
43	0.004871	0.049	0.480525
44	-0.09376	-0.9423	0.174149
45	-0.031025	-0.3118	0.377918
46	0.035229	0.354	0.36202
47	-0.088404	-0.8885	0.188204
48	0.003939	0.0396	0.484251
49	0.002245	0.0226	0.491021
50	0.080229	0.8063	0.210985
51	0.020732	0.2084	0.417685
52	-0.160205	-1.61	0.055255
53	-0.003335	-0.0335	0.486666
54	0.047533	0.4777	0.316948
55	-0.106812	-1.0735	0.142813
56	-0.075141	-0.7552	0.225956
57	-0.051039	-0.5129	0.304558
58	-0.081633	-0.8204	0.206961
59	0.00937	0.0942	0.462582
60	-0.022873	-0.2299	0.40933

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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