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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Dec 2008 11:08:51 -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/07/t1228673451yyx0elxfku6ksob.htm/, Retrieved Fri, 17 May 2024 03:04:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30205, Retrieved Fri, 17 May 2024 03:04:59 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

174

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]
-   PD  [Univariate Data Series] [part 1] [2008-12-07 17:49:27] [74be16979710d4c4e7c6647856088456]
F RMPD    [Variance Reduction Matrix] [part 2] [2008-12-07 18:05:04] [74be16979710d4c4e7c6647856088456]
F RMP         [(Partial) Autocorrelation Function] [] [2008-12-07 18:08:51] [d41d8cd98f00b204e9800998ecf8427e] [Current]
F RMP           [Spectral Analysis] [part2] [2008-12-07 18:12:00] [74be16979710d4c4e7c6647856088456] 
F   P             [Spectral Analysis] [part 2] [2008-12-07 18:24:43] [74be16979710d4c4e7c6647856088456] 
F   P           [(Partial) Autocorrelation Function] [part 3] [2008-12-07 18:31:16] [74be16979710d4c4e7c6647856088456] 
- RMP             [ARIMA Backward Selection] [eigen reeks stap 5] [2008-12-14 16:19:21] [b1bd16d1f47bfe13feacf1c27a0abba5] 

Feedback Forum

2008-12-14 17:16:23 [Jasmine Hendrikx] [reply] 
Evaluatie stap 2 ACF: 
De berekening is goed uitgevoerd en de conclusie is ook goed. Zo zien we inderdaad een langetermijntrend. We kunnen geen seizoenaliteit terugvinden. Vandaar dat we d zullen moeten gelijkstellen aan 1 en D=0.

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30205&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]0 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=30205&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30205&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.947658	7.2791	0
2	0.886948	6.8128	0
3	0.828925	6.3671	0
4	0.780842	5.9978	0
5	0.735401	5.6487	0
6	0.683588	5.2507	1e-06
7	0.616621	4.7364	7e-06
8	0.549392	4.22	4.3e-05
9	0.477322	3.6664	0.000265
10	0.412264	3.1667	0.001221
11	0.35124	2.6979	0.004542
12	0.293217	2.2522	0.014021
13	0.232762	1.7879	0.039465
14	0.172354	1.3239	0.095325
15	0.117806	0.9049	0.184603
16	0.069192	0.5315	0.298543
17	0.023106	0.1775	0.42987
18	-0.022105	-0.1698	0.432877
19	-0.070806	-0.5439	0.294289
20	-0.114389	-0.8786	0.191581
21	-0.154687	-1.1882	0.119762
22	-0.191253	-1.469	0.073567
23	-0.224818	-1.7269	0.044713
24	-0.254599	-1.9556	0.027626
25	-0.283203	-2.1753	0.016812
26	-0.313732	-2.4098	0.009549
27	-0.342307	-2.6293	0.005446
28	-0.368576	-2.8311	0.003167
29	-0.383007	-2.9419	0.002328
30	-0.390739	-3.0013	0.001968
31	-0.39799	-3.057	0.001678
32	-0.414968	-3.1874	0.001148
33	-0.428913	-3.2945	0.000835
34	-0.437135	-3.3577	0.00069
35	-0.44093	-3.3869	0.000632
36	-0.433362	-3.3287	0.000754
37	-0.422002	-3.2415	0.000979
38	-0.405637	-3.1158	0.001416
39	-0.382117	-2.9351	0.002373
40	-0.357009	-2.7422	0.004033
41	-0.335854	-2.5797	0.006199
42	-0.299875	-2.3034	0.0124
43	-0.257479	-1.9777	0.026318
44	-0.214197	-1.6453	0.052615
45	-0.173854	-1.3354	0.093438
46	-0.145981	-1.1213	0.133352
47	-0.111093	-0.8533	0.198467
48	-0.069342	-0.5326	0.298146
49	-0.041779	-0.3209	0.374707
50	-0.01468	-0.1128	0.455302
51	-9e-04	-0.0069	0.497253
52	0.007778	0.0597	0.476282
53	0.013981	0.1074	0.457423
54	0.032386	0.2488	0.402204
55	0.049778	0.3824	0.351788
56	0.055408	0.4256	0.335976
57	0.039554	0.3038	0.381166
58	0.021795	0.1674	0.433811
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 & 0.947658 & 7.2791 & 0 \tabularnewline
2 & 0.886948 & 6.8128 & 0 \tabularnewline
3 & 0.828925 & 6.3671 & 0 \tabularnewline
4 & 0.780842 & 5.9978 & 0 \tabularnewline
5 & 0.735401 & 5.6487 & 0 \tabularnewline
6 & 0.683588 & 5.2507 & 1e-06 \tabularnewline
7 & 0.616621 & 4.7364 & 7e-06 \tabularnewline
8 & 0.549392 & 4.22 & 4.3e-05 \tabularnewline
9 & 0.477322 & 3.6664 & 0.000265 \tabularnewline
10 & 0.412264 & 3.1667 & 0.001221 \tabularnewline
11 & 0.35124 & 2.6979 & 0.004542 \tabularnewline
12 & 0.293217 & 2.2522 & 0.014021 \tabularnewline
13 & 0.232762 & 1.7879 & 0.039465 \tabularnewline
14 & 0.172354 & 1.3239 & 0.095325 \tabularnewline
15 & 0.117806 & 0.9049 & 0.184603 \tabularnewline
16 & 0.069192 & 0.5315 & 0.298543 \tabularnewline
17 & 0.023106 & 0.1775 & 0.42987 \tabularnewline
18 & -0.022105 & -0.1698 & 0.432877 \tabularnewline
19 & -0.070806 & -0.5439 & 0.294289 \tabularnewline
20 & -0.114389 & -0.8786 & 0.191581 \tabularnewline
21 & -0.154687 & -1.1882 & 0.119762 \tabularnewline
22 & -0.191253 & -1.469 & 0.073567 \tabularnewline
23 & -0.224818 & -1.7269 & 0.044713 \tabularnewline
24 & -0.254599 & -1.9556 & 0.027626 \tabularnewline
25 & -0.283203 & -2.1753 & 0.016812 \tabularnewline
26 & -0.313732 & -2.4098 & 0.009549 \tabularnewline
27 & -0.342307 & -2.6293 & 0.005446 \tabularnewline
28 & -0.368576 & -2.8311 & 0.003167 \tabularnewline
29 & -0.383007 & -2.9419 & 0.002328 \tabularnewline
30 & -0.390739 & -3.0013 & 0.001968 \tabularnewline
31 & -0.39799 & -3.057 & 0.001678 \tabularnewline
32 & -0.414968 & -3.1874 & 0.001148 \tabularnewline
33 & -0.428913 & -3.2945 & 0.000835 \tabularnewline
34 & -0.437135 & -3.3577 & 0.00069 \tabularnewline
35 & -0.44093 & -3.3869 & 0.000632 \tabularnewline
36 & -0.433362 & -3.3287 & 0.000754 \tabularnewline
37 & -0.422002 & -3.2415 & 0.000979 \tabularnewline
38 & -0.405637 & -3.1158 & 0.001416 \tabularnewline
39 & -0.382117 & -2.9351 & 0.002373 \tabularnewline
40 & -0.357009 & -2.7422 & 0.004033 \tabularnewline
41 & -0.335854 & -2.5797 & 0.006199 \tabularnewline
42 & -0.299875 & -2.3034 & 0.0124 \tabularnewline
43 & -0.257479 & -1.9777 & 0.026318 \tabularnewline
44 & -0.214197 & -1.6453 & 0.052615 \tabularnewline
45 & -0.173854 & -1.3354 & 0.093438 \tabularnewline
46 & -0.145981 & -1.1213 & 0.133352 \tabularnewline
47 & -0.111093 & -0.8533 & 0.198467 \tabularnewline
48 & -0.069342 & -0.5326 & 0.298146 \tabularnewline
49 & -0.041779 & -0.3209 & 0.374707 \tabularnewline
50 & -0.01468 & -0.1128 & 0.455302 \tabularnewline
51 & -9e-04 & -0.0069 & 0.497253 \tabularnewline
52 & 0.007778 & 0.0597 & 0.476282 \tabularnewline
53 & 0.013981 & 0.1074 & 0.457423 \tabularnewline
54 & 0.032386 & 0.2488 & 0.402204 \tabularnewline
55 & 0.049778 & 0.3824 & 0.351788 \tabularnewline
56 & 0.055408 & 0.4256 & 0.335976 \tabularnewline
57 & 0.039554 & 0.3038 & 0.381166 \tabularnewline
58 & 0.021795 & 0.1674 & 0.433811 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30205&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]0.947658[/C][C]7.2791[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.886948[/C][C]6.8128[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.828925[/C][C]6.3671[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.780842[/C][C]5.9978[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.735401[/C][C]5.6487[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.683588[/C][C]5.2507[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.616621[/C][C]4.7364[/C][C]7e-06[/C][/ROW]
[ROW][C]8[/C][C]0.549392[/C][C]4.22[/C][C]4.3e-05[/C][/ROW]
[ROW][C]9[/C][C]0.477322[/C][C]3.6664[/C][C]0.000265[/C][/ROW]
[ROW][C]10[/C][C]0.412264[/C][C]3.1667[/C][C]0.001221[/C][/ROW]
[ROW][C]11[/C][C]0.35124[/C][C]2.6979[/C][C]0.004542[/C][/ROW]
[ROW][C]12[/C][C]0.293217[/C][C]2.2522[/C][C]0.014021[/C][/ROW]
[ROW][C]13[/C][C]0.232762[/C][C]1.7879[/C][C]0.039465[/C][/ROW]
[ROW][C]14[/C][C]0.172354[/C][C]1.3239[/C][C]0.095325[/C][/ROW]
[ROW][C]15[/C][C]0.117806[/C][C]0.9049[/C][C]0.184603[/C][/ROW]
[ROW][C]16[/C][C]0.069192[/C][C]0.5315[/C][C]0.298543[/C][/ROW]
[ROW][C]17[/C][C]0.023106[/C][C]0.1775[/C][C]0.42987[/C][/ROW]
[ROW][C]18[/C][C]-0.022105[/C][C]-0.1698[/C][C]0.432877[/C][/ROW]
[ROW][C]19[/C][C]-0.070806[/C][C]-0.5439[/C][C]0.294289[/C][/ROW]
[ROW][C]20[/C][C]-0.114389[/C][C]-0.8786[/C][C]0.191581[/C][/ROW]
[ROW][C]21[/C][C]-0.154687[/C][C]-1.1882[/C][C]0.119762[/C][/ROW]
[ROW][C]22[/C][C]-0.191253[/C][C]-1.469[/C][C]0.073567[/C][/ROW]
[ROW][C]23[/C][C]-0.224818[/C][C]-1.7269[/C][C]0.044713[/C][/ROW]
[ROW][C]24[/C][C]-0.254599[/C][C]-1.9556[/C][C]0.027626[/C][/ROW]
[ROW][C]25[/C][C]-0.283203[/C][C]-2.1753[/C][C]0.016812[/C][/ROW]
[ROW][C]26[/C][C]-0.313732[/C][C]-2.4098[/C][C]0.009549[/C][/ROW]
[ROW][C]27[/C][C]-0.342307[/C][C]-2.6293[/C][C]0.005446[/C][/ROW]
[ROW][C]28[/C][C]-0.368576[/C][C]-2.8311[/C][C]0.003167[/C][/ROW]
[ROW][C]29[/C][C]-0.383007[/C][C]-2.9419[/C][C]0.002328[/C][/ROW]
[ROW][C]30[/C][C]-0.390739[/C][C]-3.0013[/C][C]0.001968[/C][/ROW]
[ROW][C]31[/C][C]-0.39799[/C][C]-3.057[/C][C]0.001678[/C][/ROW]
[ROW][C]32[/C][C]-0.414968[/C][C]-3.1874[/C][C]0.001148[/C][/ROW]
[ROW][C]33[/C][C]-0.428913[/C][C]-3.2945[/C][C]0.000835[/C][/ROW]
[ROW][C]34[/C][C]-0.437135[/C][C]-3.3577[/C][C]0.00069[/C][/ROW]
[ROW][C]35[/C][C]-0.44093[/C][C]-3.3869[/C][C]0.000632[/C][/ROW]
[ROW][C]36[/C][C]-0.433362[/C][C]-3.3287[/C][C]0.000754[/C][/ROW]
[ROW][C]37[/C][C]-0.422002[/C][C]-3.2415[/C][C]0.000979[/C][/ROW]
[ROW][C]38[/C][C]-0.405637[/C][C]-3.1158[/C][C]0.001416[/C][/ROW]
[ROW][C]39[/C][C]-0.382117[/C][C]-2.9351[/C][C]0.002373[/C][/ROW]
[ROW][C]40[/C][C]-0.357009[/C][C]-2.7422[/C][C]0.004033[/C][/ROW]
[ROW][C]41[/C][C]-0.335854[/C][C]-2.5797[/C][C]0.006199[/C][/ROW]
[ROW][C]42[/C][C]-0.299875[/C][C]-2.3034[/C][C]0.0124[/C][/ROW]
[ROW][C]43[/C][C]-0.257479[/C][C]-1.9777[/C][C]0.026318[/C][/ROW]
[ROW][C]44[/C][C]-0.214197[/C][C]-1.6453[/C][C]0.052615[/C][/ROW]
[ROW][C]45[/C][C]-0.173854[/C][C]-1.3354[/C][C]0.093438[/C][/ROW]
[ROW][C]46[/C][C]-0.145981[/C][C]-1.1213[/C][C]0.133352[/C][/ROW]
[ROW][C]47[/C][C]-0.111093[/C][C]-0.8533[/C][C]0.198467[/C][/ROW]
[ROW][C]48[/C][C]-0.069342[/C][C]-0.5326[/C][C]0.298146[/C][/ROW]
[ROW][C]49[/C][C]-0.041779[/C][C]-0.3209[/C][C]0.374707[/C][/ROW]
[ROW][C]50[/C][C]-0.01468[/C][C]-0.1128[/C][C]0.455302[/C][/ROW]
[ROW][C]51[/C][C]-9e-04[/C][C]-0.0069[/C][C]0.497253[/C][/ROW]
[ROW][C]52[/C][C]0.007778[/C][C]0.0597[/C][C]0.476282[/C][/ROW]
[ROW][C]53[/C][C]0.013981[/C][C]0.1074[/C][C]0.457423[/C][/ROW]
[ROW][C]54[/C][C]0.032386[/C][C]0.2488[/C][C]0.402204[/C][/ROW]
[ROW][C]55[/C][C]0.049778[/C][C]0.3824[/C][C]0.351788[/C][/ROW]
[ROW][C]56[/C][C]0.055408[/C][C]0.4256[/C][C]0.335976[/C][/ROW]
[ROW][C]57[/C][C]0.039554[/C][C]0.3038[/C][C]0.381166[/C][/ROW]
[ROW][C]58[/C][C]0.021795[/C][C]0.1674[/C][C]0.433811[/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=30205&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30205&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	0.947658	7.2791	0
2	0.886948	6.8128	0
3	0.828925	6.3671	0
4	0.780842	5.9978	0
5	0.735401	5.6487	0
6	0.683588	5.2507	1e-06
7	0.616621	4.7364	7e-06
8	0.549392	4.22	4.3e-05
9	0.477322	3.6664	0.000265
10	0.412264	3.1667	0.001221
11	0.35124	2.6979	0.004542
12	0.293217	2.2522	0.014021
13	0.232762	1.7879	0.039465
14	0.172354	1.3239	0.095325
15	0.117806	0.9049	0.184603
16	0.069192	0.5315	0.298543
17	0.023106	0.1775	0.42987
18	-0.022105	-0.1698	0.432877
19	-0.070806	-0.5439	0.294289
20	-0.114389	-0.8786	0.191581
21	-0.154687	-1.1882	0.119762
22	-0.191253	-1.469	0.073567
23	-0.224818	-1.7269	0.044713
24	-0.254599	-1.9556	0.027626
25	-0.283203	-2.1753	0.016812
26	-0.313732	-2.4098	0.009549
27	-0.342307	-2.6293	0.005446
28	-0.368576	-2.8311	0.003167
29	-0.383007	-2.9419	0.002328
30	-0.390739	-3.0013	0.001968
31	-0.39799	-3.057	0.001678
32	-0.414968	-3.1874	0.001148
33	-0.428913	-3.2945	0.000835
34	-0.437135	-3.3577	0.00069
35	-0.44093	-3.3869	0.000632
36	-0.433362	-3.3287	0.000754
37	-0.422002	-3.2415	0.000979
38	-0.405637	-3.1158	0.001416
39	-0.382117	-2.9351	0.002373
40	-0.357009	-2.7422	0.004033
41	-0.335854	-2.5797	0.006199
42	-0.299875	-2.3034	0.0124
43	-0.257479	-1.9777	0.026318
44	-0.214197	-1.6453	0.052615
45	-0.173854	-1.3354	0.093438
46	-0.145981	-1.1213	0.133352
47	-0.111093	-0.8533	0.198467
48	-0.069342	-0.5326	0.298146
49	-0.041779	-0.3209	0.374707
50	-0.01468	-0.1128	0.455302
51	-9e-04	-0.0069	0.497253
52	0.007778	0.0597	0.476282
53	0.013981	0.1074	0.457423
54	0.032386	0.2488	0.402204
55	0.049778	0.3824	0.351788
56	0.055408	0.4256	0.335976
57	0.039554	0.3038	0.381166
58	0.021795	0.1674	0.433811
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.947658	7.2791	0
2	-0.108962	-0.837	0.202999
3	0.000747	0.0057	0.497721
4	0.062299	0.4785	0.317022
5	-0.015426	-0.1185	0.453042
6	-0.088703	-0.6813	0.24916
7	-0.163837	-1.2585	0.106592
8	-0.02196	-0.1687	0.433312
9	-0.110064	-0.8454	0.200647
10	0.003644	0.028	0.488882
11	-0.018719	-0.1438	0.443081
12	-0.011713	-0.09	0.464308
13	-0.04867	-0.3738	0.354931
14	-0.033675	-0.2587	0.398397
15	0.02556	0.1963	0.422514
16	-0.016755	-0.1287	0.449018
17	-0.029296	-0.225	0.411367
18	-0.040508	-0.3111	0.378392
19	-0.07172	-0.5509	0.291893
20	0.000602	0.0046	0.498162
21	-0.039628	-0.3044	0.380952
22	-0.029081	-0.2234	0.412007
23	-0.027463	-0.2109	0.416828
24	-0.005178	-0.0398	0.484203
25	-0.027005	-0.2074	0.418195
26	-0.075237	-0.5779	0.282763
27	-0.022017	-0.1691	0.433141
28	-0.049105	-0.3772	0.353694
29	0.060638	0.4658	0.321548
30	0.003287	0.0252	0.489973
31	-0.029909	-0.2297	0.409546
32	-0.122021	-0.9373	0.176223
33	-0.001526	-0.0117	0.495343
34	0.00097	0.0075	0.49704
35	-0.055234	-0.4243	0.33646
36	0.0689	0.5292	0.299315
37	-0.003569	-0.0274	0.48911
38	0.05523	0.4242	0.33647
39	0.057992	0.4454	0.328814
40	0.007977	0.0613	0.475676
41	-0.072356	-0.5558	0.290231
42	0.123411	0.9479	0.173513
43	0.051884	0.3985	0.345839
44	-0.013905	-0.1068	0.457652
45	-0.012734	-0.0978	0.461205
46	-0.123923	-0.9519	0.172522
47	0.087347	0.6709	0.252442
48	0.03286	0.2524	0.400804
49	-0.164839	-1.2662	0.105218
50	0.033934	0.2607	0.397634
51	-0.128775	-0.9891	0.163317
52	-0.017738	-0.1362	0.446046
53	-0.041733	-0.3206	0.37484
54	0.120031	0.922	0.180147
55	-0.035522	-0.2728	0.392961
56	-0.123687	-0.9501	0.17298
57	-0.121696	-0.9348	0.17686
58	-0.012364	-0.095	0.46233
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 & 0.947658 & 7.2791 & 0 \tabularnewline
2 & -0.108962 & -0.837 & 0.202999 \tabularnewline
3 & 0.000747 & 0.0057 & 0.497721 \tabularnewline
4 & 0.062299 & 0.4785 & 0.317022 \tabularnewline
5 & -0.015426 & -0.1185 & 0.453042 \tabularnewline
6 & -0.088703 & -0.6813 & 0.24916 \tabularnewline
7 & -0.163837 & -1.2585 & 0.106592 \tabularnewline
8 & -0.02196 & -0.1687 & 0.433312 \tabularnewline
9 & -0.110064 & -0.8454 & 0.200647 \tabularnewline
10 & 0.003644 & 0.028 & 0.488882 \tabularnewline
11 & -0.018719 & -0.1438 & 0.443081 \tabularnewline
12 & -0.011713 & -0.09 & 0.464308 \tabularnewline
13 & -0.04867 & -0.3738 & 0.354931 \tabularnewline
14 & -0.033675 & -0.2587 & 0.398397 \tabularnewline
15 & 0.02556 & 0.1963 & 0.422514 \tabularnewline
16 & -0.016755 & -0.1287 & 0.449018 \tabularnewline
17 & -0.029296 & -0.225 & 0.411367 \tabularnewline
18 & -0.040508 & -0.3111 & 0.378392 \tabularnewline
19 & -0.07172 & -0.5509 & 0.291893 \tabularnewline
20 & 0.000602 & 0.0046 & 0.498162 \tabularnewline
21 & -0.039628 & -0.3044 & 0.380952 \tabularnewline
22 & -0.029081 & -0.2234 & 0.412007 \tabularnewline
23 & -0.027463 & -0.2109 & 0.416828 \tabularnewline
24 & -0.005178 & -0.0398 & 0.484203 \tabularnewline
25 & -0.027005 & -0.2074 & 0.418195 \tabularnewline
26 & -0.075237 & -0.5779 & 0.282763 \tabularnewline
27 & -0.022017 & -0.1691 & 0.433141 \tabularnewline
28 & -0.049105 & -0.3772 & 0.353694 \tabularnewline
29 & 0.060638 & 0.4658 & 0.321548 \tabularnewline
30 & 0.003287 & 0.0252 & 0.489973 \tabularnewline
31 & -0.029909 & -0.2297 & 0.409546 \tabularnewline
32 & -0.122021 & -0.9373 & 0.176223 \tabularnewline
33 & -0.001526 & -0.0117 & 0.495343 \tabularnewline
34 & 0.00097 & 0.0075 & 0.49704 \tabularnewline
35 & -0.055234 & -0.4243 & 0.33646 \tabularnewline
36 & 0.0689 & 0.5292 & 0.299315 \tabularnewline
37 & -0.003569 & -0.0274 & 0.48911 \tabularnewline
38 & 0.05523 & 0.4242 & 0.33647 \tabularnewline
39 & 0.057992 & 0.4454 & 0.328814 \tabularnewline
40 & 0.007977 & 0.0613 & 0.475676 \tabularnewline
41 & -0.072356 & -0.5558 & 0.290231 \tabularnewline
42 & 0.123411 & 0.9479 & 0.173513 \tabularnewline
43 & 0.051884 & 0.3985 & 0.345839 \tabularnewline
44 & -0.013905 & -0.1068 & 0.457652 \tabularnewline
45 & -0.012734 & -0.0978 & 0.461205 \tabularnewline
46 & -0.123923 & -0.9519 & 0.172522 \tabularnewline
47 & 0.087347 & 0.6709 & 0.252442 \tabularnewline
48 & 0.03286 & 0.2524 & 0.400804 \tabularnewline
49 & -0.164839 & -1.2662 & 0.105218 \tabularnewline
50 & 0.033934 & 0.2607 & 0.397634 \tabularnewline
51 & -0.128775 & -0.9891 & 0.163317 \tabularnewline
52 & -0.017738 & -0.1362 & 0.446046 \tabularnewline
53 & -0.041733 & -0.3206 & 0.37484 \tabularnewline
54 & 0.120031 & 0.922 & 0.180147 \tabularnewline
55 & -0.035522 & -0.2728 & 0.392961 \tabularnewline
56 & -0.123687 & -0.9501 & 0.17298 \tabularnewline
57 & -0.121696 & -0.9348 & 0.17686 \tabularnewline
58 & -0.012364 & -0.095 & 0.46233 \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30205&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]0.947658[/C][C]7.2791[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.108962[/C][C]-0.837[/C][C]0.202999[/C][/ROW]
[ROW][C]3[/C][C]0.000747[/C][C]0.0057[/C][C]0.497721[/C][/ROW]
[ROW][C]4[/C][C]0.062299[/C][C]0.4785[/C][C]0.317022[/C][/ROW]
[ROW][C]5[/C][C]-0.015426[/C][C]-0.1185[/C][C]0.453042[/C][/ROW]
[ROW][C]6[/C][C]-0.088703[/C][C]-0.6813[/C][C]0.24916[/C][/ROW]
[ROW][C]7[/C][C]-0.163837[/C][C]-1.2585[/C][C]0.106592[/C][/ROW]
[ROW][C]8[/C][C]-0.02196[/C][C]-0.1687[/C][C]0.433312[/C][/ROW]
[ROW][C]9[/C][C]-0.110064[/C][C]-0.8454[/C][C]0.200647[/C][/ROW]
[ROW][C]10[/C][C]0.003644[/C][C]0.028[/C][C]0.488882[/C][/ROW]
[ROW][C]11[/C][C]-0.018719[/C][C]-0.1438[/C][C]0.443081[/C][/ROW]
[ROW][C]12[/C][C]-0.011713[/C][C]-0.09[/C][C]0.464308[/C][/ROW]
[ROW][C]13[/C][C]-0.04867[/C][C]-0.3738[/C][C]0.354931[/C][/ROW]
[ROW][C]14[/C][C]-0.033675[/C][C]-0.2587[/C][C]0.398397[/C][/ROW]
[ROW][C]15[/C][C]0.02556[/C][C]0.1963[/C][C]0.422514[/C][/ROW]
[ROW][C]16[/C][C]-0.016755[/C][C]-0.1287[/C][C]0.449018[/C][/ROW]
[ROW][C]17[/C][C]-0.029296[/C][C]-0.225[/C][C]0.411367[/C][/ROW]
[ROW][C]18[/C][C]-0.040508[/C][C]-0.3111[/C][C]0.378392[/C][/ROW]
[ROW][C]19[/C][C]-0.07172[/C][C]-0.5509[/C][C]0.291893[/C][/ROW]
[ROW][C]20[/C][C]0.000602[/C][C]0.0046[/C][C]0.498162[/C][/ROW]
[ROW][C]21[/C][C]-0.039628[/C][C]-0.3044[/C][C]0.380952[/C][/ROW]
[ROW][C]22[/C][C]-0.029081[/C][C]-0.2234[/C][C]0.412007[/C][/ROW]
[ROW][C]23[/C][C]-0.027463[/C][C]-0.2109[/C][C]0.416828[/C][/ROW]
[ROW][C]24[/C][C]-0.005178[/C][C]-0.0398[/C][C]0.484203[/C][/ROW]
[ROW][C]25[/C][C]-0.027005[/C][C]-0.2074[/C][C]0.418195[/C][/ROW]
[ROW][C]26[/C][C]-0.075237[/C][C]-0.5779[/C][C]0.282763[/C][/ROW]
[ROW][C]27[/C][C]-0.022017[/C][C]-0.1691[/C][C]0.433141[/C][/ROW]
[ROW][C]28[/C][C]-0.049105[/C][C]-0.3772[/C][C]0.353694[/C][/ROW]
[ROW][C]29[/C][C]0.060638[/C][C]0.4658[/C][C]0.321548[/C][/ROW]
[ROW][C]30[/C][C]0.003287[/C][C]0.0252[/C][C]0.489973[/C][/ROW]
[ROW][C]31[/C][C]-0.029909[/C][C]-0.2297[/C][C]0.409546[/C][/ROW]
[ROW][C]32[/C][C]-0.122021[/C][C]-0.9373[/C][C]0.176223[/C][/ROW]
[ROW][C]33[/C][C]-0.001526[/C][C]-0.0117[/C][C]0.495343[/C][/ROW]
[ROW][C]34[/C][C]0.00097[/C][C]0.0075[/C][C]0.49704[/C][/ROW]
[ROW][C]35[/C][C]-0.055234[/C][C]-0.4243[/C][C]0.33646[/C][/ROW]
[ROW][C]36[/C][C]0.0689[/C][C]0.5292[/C][C]0.299315[/C][/ROW]
[ROW][C]37[/C][C]-0.003569[/C][C]-0.0274[/C][C]0.48911[/C][/ROW]
[ROW][C]38[/C][C]0.05523[/C][C]0.4242[/C][C]0.33647[/C][/ROW]
[ROW][C]39[/C][C]0.057992[/C][C]0.4454[/C][C]0.328814[/C][/ROW]
[ROW][C]40[/C][C]0.007977[/C][C]0.0613[/C][C]0.475676[/C][/ROW]
[ROW][C]41[/C][C]-0.072356[/C][C]-0.5558[/C][C]0.290231[/C][/ROW]
[ROW][C]42[/C][C]0.123411[/C][C]0.9479[/C][C]0.173513[/C][/ROW]
[ROW][C]43[/C][C]0.051884[/C][C]0.3985[/C][C]0.345839[/C][/ROW]
[ROW][C]44[/C][C]-0.013905[/C][C]-0.1068[/C][C]0.457652[/C][/ROW]
[ROW][C]45[/C][C]-0.012734[/C][C]-0.0978[/C][C]0.461205[/C][/ROW]
[ROW][C]46[/C][C]-0.123923[/C][C]-0.9519[/C][C]0.172522[/C][/ROW]
[ROW][C]47[/C][C]0.087347[/C][C]0.6709[/C][C]0.252442[/C][/ROW]
[ROW][C]48[/C][C]0.03286[/C][C]0.2524[/C][C]0.400804[/C][/ROW]
[ROW][C]49[/C][C]-0.164839[/C][C]-1.2662[/C][C]0.105218[/C][/ROW]
[ROW][C]50[/C][C]0.033934[/C][C]0.2607[/C][C]0.397634[/C][/ROW]
[ROW][C]51[/C][C]-0.128775[/C][C]-0.9891[/C][C]0.163317[/C][/ROW]
[ROW][C]52[/C][C]-0.017738[/C][C]-0.1362[/C][C]0.446046[/C][/ROW]
[ROW][C]53[/C][C]-0.041733[/C][C]-0.3206[/C][C]0.37484[/C][/ROW]
[ROW][C]54[/C][C]0.120031[/C][C]0.922[/C][C]0.180147[/C][/ROW]
[ROW][C]55[/C][C]-0.035522[/C][C]-0.2728[/C][C]0.392961[/C][/ROW]
[ROW][C]56[/C][C]-0.123687[/C][C]-0.9501[/C][C]0.17298[/C][/ROW]
[ROW][C]57[/C][C]-0.121696[/C][C]-0.9348[/C][C]0.17686[/C][/ROW]
[ROW][C]58[/C][C]-0.012364[/C][C]-0.095[/C][C]0.46233[/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=30205&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30205&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	0.947658	7.2791	0
2	-0.108962	-0.837	0.202999
3	0.000747	0.0057	0.497721
4	0.062299	0.4785	0.317022
5	-0.015426	-0.1185	0.453042
6	-0.088703	-0.6813	0.24916
7	-0.163837	-1.2585	0.106592
8	-0.02196	-0.1687	0.433312
9	-0.110064	-0.8454	0.200647
10	0.003644	0.028	0.488882
11	-0.018719	-0.1438	0.443081
12	-0.011713	-0.09	0.464308
13	-0.04867	-0.3738	0.354931
14	-0.033675	-0.2587	0.398397
15	0.02556	0.1963	0.422514
16	-0.016755	-0.1287	0.449018
17	-0.029296	-0.225	0.411367
18	-0.040508	-0.3111	0.378392
19	-0.07172	-0.5509	0.291893
20	0.000602	0.0046	0.498162
21	-0.039628	-0.3044	0.380952
22	-0.029081	-0.2234	0.412007
23	-0.027463	-0.2109	0.416828
24	-0.005178	-0.0398	0.484203
25	-0.027005	-0.2074	0.418195
26	-0.075237	-0.5779	0.282763
27	-0.022017	-0.1691	0.433141
28	-0.049105	-0.3772	0.353694
29	0.060638	0.4658	0.321548
30	0.003287	0.0252	0.489973
31	-0.029909	-0.2297	0.409546
32	-0.122021	-0.9373	0.176223
33	-0.001526	-0.0117	0.495343
34	0.00097	0.0075	0.49704
35	-0.055234	-0.4243	0.33646
36	0.0689	0.5292	0.299315
37	-0.003569	-0.0274	0.48911
38	0.05523	0.4242	0.33647
39	0.057992	0.4454	0.328814
40	0.007977	0.0613	0.475676
41	-0.072356	-0.5558	0.290231
42	0.123411	0.9479	0.173513
43	0.051884	0.3985	0.345839
44	-0.013905	-0.1068	0.457652
45	-0.012734	-0.0978	0.461205
46	-0.123923	-0.9519	0.172522
47	0.087347	0.6709	0.252442
48	0.03286	0.2524	0.400804
49	-0.164839	-1.2662	0.105218
50	0.033934	0.2607	0.397634
51	-0.128775	-0.9891	0.163317
52	-0.017738	-0.1362	0.446046
53	-0.041733	-0.3206	0.37484
54	0.120031	0.922	0.180147
55	-0.035522	-0.2728	0.392961
56	-0.123687	-0.9501	0.17298
57	-0.121696	-0.9348	0.17686
58	-0.012364	-0.095	0.46233
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 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; 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