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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

Wed, 03 Dec 2008 08:12:42 -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/03/t1228317286ocj01fr85xlc3ih.htm/, Retrieved Sat, 20 Apr 2024 01:47:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28728, Retrieved Sat, 20 Apr 2024 01:47:33 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

301

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] [Taak 10 Stap 2 AC...] [2008-12-03 15:12:42] [286e96bd53289970f8e5f25a93fb50b3] [Current]
-    D      [(Partial) Autocorrelation Function] [Taak 10 Stap 2 AC...] [2008-12-04 18:21:05] [819b576fab25b35cfda70f80599828ec] 
-   P         [(Partial) Autocorrelation Function] [Taak 10 deel 2 st...] [2008-12-05 13:18:35] [6fea0e9a9b3b29a63badf2c274e82506] 
-   P           [(Partial) Autocorrelation Function] [Taak 10 deel 2 st...] [2008-12-05 13:24:16] [6fea0e9a9b3b29a63badf2c274e82506] 
-   P             [(Partial) Autocorrelation Function] [Taak 10 deel 2 st...] [2008-12-05 13:28:10] [6fea0e9a9b3b29a63badf2c274e82506] 
F             [(Partial) Autocorrelation Function] [stap 2] [2008-12-08 16:33:12] [74be16979710d4c4e7c6647856088456] 
-   P           [(Partial) Autocorrelation Function] [Verbetering ACF s...] [2008-12-15 20:47:34] [bc937651ef42bf891200cf0e0edc7238] 
- RMP             [Spectral Analysis] [Verbetering SA st...] [2008-12-15 20:50:37] [bc937651ef42bf891200cf0e0edc7238] 
- R P         [(Partial) Autocorrelation Function] [Step 2 D=1 en d=1] [2008-12-08 16:44:02] [7458e879e85b911182071700fff19fbd] 
F   P         [(Partial) Autocorrelation Function] [Taak 10 Stap 2 AC...] [2008-12-08 16:54:24] [6fea0e9a9b3b29a63badf2c274e82506] 
-   P           [(Partial) Autocorrelation Function] [Identification an...] [2008-12-08 19:21:03] [79c17183721a40a589db5f9f561947d8] 
F   P         [(Partial) Autocorrelation Function] [Taak 10 deel 2 st...] [2008-12-08 16:56:20] [6fea0e9a9b3b29a63badf2c274e82506] 
-   P           [(Partial) Autocorrelation Function] [Identification an...] [2008-12-08 19:23:00] [79c17183721a40a589db5f9f561947d8] 
-           [(Partial) Autocorrelation Function] [Identification an...] [2008-12-08 19:02:59] [79c17183721a40a589db5f9f561947d8] 

Feedback Forum

2008-12-13 14:46:18 [An De Koninck] [reply] 
Correct opgelost.
2008-12-14 09:43:49 [Kristof Van Esbroeck] [reply] 
Men gebruikt juiste software. 
 
Student merkt vervolgens correct een langetermijntrend op. 
In een volgende berekening zal deze weggewerkt worden.
2008-12-14 10:55:17 [Jeroen Michel] [reply] 
Ook hier past de student een correcte methode toe (juiste techniek/module). Voorts zal de student een langetermijntrend vast stellen op de grafieken. Dit heeft de student correct geconcludeerd. In volgende berekeningen bestaat de mogelijkheid deze weg te werken.
2008-12-14 12:19:57 [Kevin Neelen] [reply] 
De student maakt hier wederom gebruik van de juiste methode om vraagstellin gcorrect te kunnen oplossen, namelijk de Autocorrelation Function (ACF). 
 
De student heeft de volgende gegevens in de calculator ingevoerd: lags = 60, d = 0, D = 0 en Seasonal period = 12. 
 
Concluderend kunnen we stellen dat we een autocorrelatiegrafiek zien met langzaam aflopende correlatiewaarden. Dit duidt dus op een lange termijn trend. Om deze weg te werken, zal een volgende berekening toegepast worden.
  2008-12-15 21:03:12 [Nilay Erdogdu] [reply] 
Ik ben het eens met de uitleg van Kevin Neelen. En ook zien we bij de ACF een soort van afgeronde trapjes die elke keer terug komen.
2008-12-14 13:32:35 [Ilknur Günes] [reply] 
Correct!
2008-12-14 16:59:29 [Mehmet Yilmaz] [reply] 
Correct.
2008-12-15 10:33:39 [Jef Keersmaekers] [reply] 
de berekeningen zijn correct 
 
2008-12-15 18:00:12 [Steffi Van Isveldt] [reply] 
Hier gebruikt men opnieuw de juiste methode om de vraag op te lossen, namelijk de Autocorrelation Function (ACF).  
We kunnen stellen dat de grafiek een langzaam dalend verloop kent, wat duidt op een lange termijn trend. 
2008-12-16 08:44:00 [Tim Damen] [reply] 
slim gezien om de lags gelijk te stellen aan 60 in plaats van 12 (48 was ook goed geweest denk ik) Zo krijgen we een minder vertekend beeld

Post a new message

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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	'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28728&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28728&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28728&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.958297	18.483	0
2	0.915218	17.6521	0
3	0.883412	17.0386	0
4	0.870088	16.7816	0
5	0.861735	16.6205	0
6	0.832367	16.0541	0
7	0.812153	15.6642	0
8	0.775095	14.9495	0
9	0.745592	14.3805	0
10	0.734652	14.1695	0
11	0.739154	14.2563	0
12	0.743705	14.3441	0
13	0.693188	13.3697	0
14	0.64416	12.4241	0
15	0.611393	11.7921	0
16	0.599793	11.5684	0
17	0.597409	11.5224	0
18	0.577954	11.1472	0
19	0.568953	10.9736	0
20	0.543776	10.488	0
21	0.526232	10.1496	0
22	0.525701	10.1394	0
23	0.537712	10.371	0
24	0.551354	10.6341	0
25	0.512849	9.8915	0
26	0.475036	9.1622	0
27	0.45148	8.7078	0
28	0.446579	8.6133	0
29	0.44812	8.643	0
30	0.431867	8.3295	0
31	0.424902	8.1952	0
32	0.402821	7.7693	0
33	0.388339	7.49	0
34	0.388887	7.5006	0
35	0.40124	7.7388	0
36	0.415564	8.0151	0
37	0.379225	7.3142	0
38	0.34412	6.6371	0
39	0.320411	6.1799	0
40	0.313932	6.0549	0
41	0.313972	6.0557	0
42	0.298662	5.7604	0
43	0.291715	5.6264	0
44	0.271229	5.2313	0
45	0.258557	4.9869	0
46	0.2619	5.0513	0
47	0.277616	5.3545	0
48	0.293784	5.6663	0
49	0.263723	5.0865	0
50	0.233514	4.5039	4e-06
51	0.214215	4.1316	2.2e-05
52	0.20971	4.0447	3.2e-05
53	0.211375	4.0768	2.8e-05
54	0.196892	3.7975	8.5e-05
55	0.19039	3.6721	0.000138
56	0.168363	3.2473	0.000635
57	0.152388	2.9392	0.001748
58	0.150017	2.8934	0.002018
59	0.157802	3.0436	0.001252
60	0.165363	3.1894	0.000773

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958297 & 18.483 & 0 \tabularnewline
2 & 0.915218 & 17.6521 & 0 \tabularnewline
3 & 0.883412 & 17.0386 & 0 \tabularnewline
4 & 0.870088 & 16.7816 & 0 \tabularnewline
5 & 0.861735 & 16.6205 & 0 \tabularnewline
6 & 0.832367 & 16.0541 & 0 \tabularnewline
7 & 0.812153 & 15.6642 & 0 \tabularnewline
8 & 0.775095 & 14.9495 & 0 \tabularnewline
9 & 0.745592 & 14.3805 & 0 \tabularnewline
10 & 0.734652 & 14.1695 & 0 \tabularnewline
11 & 0.739154 & 14.2563 & 0 \tabularnewline
12 & 0.743705 & 14.3441 & 0 \tabularnewline
13 & 0.693188 & 13.3697 & 0 \tabularnewline
14 & 0.64416 & 12.4241 & 0 \tabularnewline
15 & 0.611393 & 11.7921 & 0 \tabularnewline
16 & 0.599793 & 11.5684 & 0 \tabularnewline
17 & 0.597409 & 11.5224 & 0 \tabularnewline
18 & 0.577954 & 11.1472 & 0 \tabularnewline
19 & 0.568953 & 10.9736 & 0 \tabularnewline
20 & 0.543776 & 10.488 & 0 \tabularnewline
21 & 0.526232 & 10.1496 & 0 \tabularnewline
22 & 0.525701 & 10.1394 & 0 \tabularnewline
23 & 0.537712 & 10.371 & 0 \tabularnewline
24 & 0.551354 & 10.6341 & 0 \tabularnewline
25 & 0.512849 & 9.8915 & 0 \tabularnewline
26 & 0.475036 & 9.1622 & 0 \tabularnewline
27 & 0.45148 & 8.7078 & 0 \tabularnewline
28 & 0.446579 & 8.6133 & 0 \tabularnewline
29 & 0.44812 & 8.643 & 0 \tabularnewline
30 & 0.431867 & 8.3295 & 0 \tabularnewline
31 & 0.424902 & 8.1952 & 0 \tabularnewline
32 & 0.402821 & 7.7693 & 0 \tabularnewline
33 & 0.388339 & 7.49 & 0 \tabularnewline
34 & 0.388887 & 7.5006 & 0 \tabularnewline
35 & 0.40124 & 7.7388 & 0 \tabularnewline
36 & 0.415564 & 8.0151 & 0 \tabularnewline
37 & 0.379225 & 7.3142 & 0 \tabularnewline
38 & 0.34412 & 6.6371 & 0 \tabularnewline
39 & 0.320411 & 6.1799 & 0 \tabularnewline
40 & 0.313932 & 6.0549 & 0 \tabularnewline
41 & 0.313972 & 6.0557 & 0 \tabularnewline
42 & 0.298662 & 5.7604 & 0 \tabularnewline
43 & 0.291715 & 5.6264 & 0 \tabularnewline
44 & 0.271229 & 5.2313 & 0 \tabularnewline
45 & 0.258557 & 4.9869 & 0 \tabularnewline
46 & 0.2619 & 5.0513 & 0 \tabularnewline
47 & 0.277616 & 5.3545 & 0 \tabularnewline
48 & 0.293784 & 5.6663 & 0 \tabularnewline
49 & 0.263723 & 5.0865 & 0 \tabularnewline
50 & 0.233514 & 4.5039 & 4e-06 \tabularnewline
51 & 0.214215 & 4.1316 & 2.2e-05 \tabularnewline
52 & 0.20971 & 4.0447 & 3.2e-05 \tabularnewline
53 & 0.211375 & 4.0768 & 2.8e-05 \tabularnewline
54 & 0.196892 & 3.7975 & 8.5e-05 \tabularnewline
55 & 0.19039 & 3.6721 & 0.000138 \tabularnewline
56 & 0.168363 & 3.2473 & 0.000635 \tabularnewline
57 & 0.152388 & 2.9392 & 0.001748 \tabularnewline
58 & 0.150017 & 2.8934 & 0.002018 \tabularnewline
59 & 0.157802 & 3.0436 & 0.001252 \tabularnewline
60 & 0.165363 & 3.1894 & 0.000773 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28728&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]0.958297[/C][C]18.483[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.915218[/C][C]17.6521[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.883412[/C][C]17.0386[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.870088[/C][C]16.7816[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.861735[/C][C]16.6205[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.832367[/C][C]16.0541[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.812153[/C][C]15.6642[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.775095[/C][C]14.9495[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.745592[/C][C]14.3805[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.734652[/C][C]14.1695[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.739154[/C][C]14.2563[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.743705[/C][C]14.3441[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.693188[/C][C]13.3697[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.64416[/C][C]12.4241[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.611393[/C][C]11.7921[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.599793[/C][C]11.5684[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.597409[/C][C]11.5224[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.577954[/C][C]11.1472[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.568953[/C][C]10.9736[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.543776[/C][C]10.488[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.526232[/C][C]10.1496[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.525701[/C][C]10.1394[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.537712[/C][C]10.371[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.551354[/C][C]10.6341[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.512849[/C][C]9.8915[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.475036[/C][C]9.1622[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.45148[/C][C]8.7078[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.446579[/C][C]8.6133[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.44812[/C][C]8.643[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.431867[/C][C]8.3295[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]0.424902[/C][C]8.1952[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.402821[/C][C]7.7693[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.388339[/C][C]7.49[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]0.388887[/C][C]7.5006[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]0.40124[/C][C]7.7388[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.415564[/C][C]8.0151[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.379225[/C][C]7.3142[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]0.34412[/C][C]6.6371[/C][C]0[/C][/ROW]
[ROW][C]39[/C][C]0.320411[/C][C]6.1799[/C][C]0[/C][/ROW]
[ROW][C]40[/C][C]0.313932[/C][C]6.0549[/C][C]0[/C][/ROW]
[ROW][C]41[/C][C]0.313972[/C][C]6.0557[/C][C]0[/C][/ROW]
[ROW][C]42[/C][C]0.298662[/C][C]5.7604[/C][C]0[/C][/ROW]
[ROW][C]43[/C][C]0.291715[/C][C]5.6264[/C][C]0[/C][/ROW]
[ROW][C]44[/C][C]0.271229[/C][C]5.2313[/C][C]0[/C][/ROW]
[ROW][C]45[/C][C]0.258557[/C][C]4.9869[/C][C]0[/C][/ROW]
[ROW][C]46[/C][C]0.2619[/C][C]5.0513[/C][C]0[/C][/ROW]
[ROW][C]47[/C][C]0.277616[/C][C]5.3545[/C][C]0[/C][/ROW]
[ROW][C]48[/C][C]0.293784[/C][C]5.6663[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.263723[/C][C]5.0865[/C][C]0[/C][/ROW]
[ROW][C]50[/C][C]0.233514[/C][C]4.5039[/C][C]4e-06[/C][/ROW]
[ROW][C]51[/C][C]0.214215[/C][C]4.1316[/C][C]2.2e-05[/C][/ROW]
[ROW][C]52[/C][C]0.20971[/C][C]4.0447[/C][C]3.2e-05[/C][/ROW]
[ROW][C]53[/C][C]0.211375[/C][C]4.0768[/C][C]2.8e-05[/C][/ROW]
[ROW][C]54[/C][C]0.196892[/C][C]3.7975[/C][C]8.5e-05[/C][/ROW]
[ROW][C]55[/C][C]0.19039[/C][C]3.6721[/C][C]0.000138[/C][/ROW]
[ROW][C]56[/C][C]0.168363[/C][C]3.2473[/C][C]0.000635[/C][/ROW]
[ROW][C]57[/C][C]0.152388[/C][C]2.9392[/C][C]0.001748[/C][/ROW]
[ROW][C]58[/C][C]0.150017[/C][C]2.8934[/C][C]0.002018[/C][/ROW]
[ROW][C]59[/C][C]0.157802[/C][C]3.0436[/C][C]0.001252[/C][/ROW]
[ROW][C]60[/C][C]0.165363[/C][C]3.1894[/C][C]0.000773[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28728&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28728&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	0.958297	18.483	0
2	0.915218	17.6521	0
3	0.883412	17.0386	0
4	0.870088	16.7816	0
5	0.861735	16.6205	0
6	0.832367	16.0541	0
7	0.812153	15.6642	0
8	0.775095	14.9495	0
9	0.745592	14.3805	0
10	0.734652	14.1695	0
11	0.739154	14.2563	0
12	0.743705	14.3441	0
13	0.693188	13.3697	0
14	0.64416	12.4241	0
15	0.611393	11.7921	0
16	0.599793	11.5684	0
17	0.597409	11.5224	0
18	0.577954	11.1472	0
19	0.568953	10.9736	0
20	0.543776	10.488	0
21	0.526232	10.1496	0
22	0.525701	10.1394	0
23	0.537712	10.371	0
24	0.551354	10.6341	0
25	0.512849	9.8915	0
26	0.475036	9.1622	0
27	0.45148	8.7078	0
28	0.446579	8.6133	0
29	0.44812	8.643	0
30	0.431867	8.3295	0
31	0.424902	8.1952	0
32	0.402821	7.7693	0
33	0.388339	7.49	0
34	0.388887	7.5006	0
35	0.40124	7.7388	0
36	0.415564	8.0151	0
37	0.379225	7.3142	0
38	0.34412	6.6371	0
39	0.320411	6.1799	0
40	0.313932	6.0549	0
41	0.313972	6.0557	0
42	0.298662	5.7604	0
43	0.291715	5.6264	0
44	0.271229	5.2313	0
45	0.258557	4.9869	0
46	0.2619	5.0513	0
47	0.277616	5.3545	0
48	0.293784	5.6663	0
49	0.263723	5.0865	0
50	0.233514	4.5039	4e-06
51	0.214215	4.1316	2.2e-05
52	0.20971	4.0447	3.2e-05
53	0.211375	4.0768	2.8e-05
54	0.196892	3.7975	8.5e-05
55	0.19039	3.6721	0.000138
56	0.168363	3.2473	0.000635
57	0.152388	2.9392	0.001748
58	0.150017	2.8934	0.002018
59	0.157802	3.0436	0.001252
60	0.165363	3.1894	0.000773

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.958297	18.483	0
2	-0.038138	-0.7356	0.231227
3	0.116008	2.2375	0.012923
4	0.207345	3.9991	3.8e-05
5	0.071295	1.3751	0.084967
6	-0.216629	-4.1782	1.8e-05
7	0.177843	3.4301	0.000336
8	-0.280159	-5.4035	0
9	0.051585	0.9949	0.160206
10	0.221443	4.271	1.2e-05
11	0.189049	3.6462	0.000152
12	-0.045031	-0.8685	0.192833
13	-0.550158	-10.6111	0
14	0.048685	0.939	0.17417
15	0.139152	2.6839	0.003802
16	0.058966	1.1373	0.128074
17	0.145015	2.797	0.002713
18	0.056415	1.0881	0.13863
19	0.089168	1.7198	0.04315
20	-0.085304	-1.6453	0.050378
21	0.010706	0.2065	0.418258
22	0.020453	0.3945	0.346725
23	-0.016396	-0.3162	0.376
24	0.056489	1.0895	0.138315
25	-0.235006	-4.5326	4e-06
26	0.00889	0.1715	0.431974
27	0.049098	0.947	0.172137
28	-0.018295	-0.3529	0.362198
29	-0.002463	-0.0475	0.481071
30	0.029494	0.5689	0.284897
31	0.050221	0.9686	0.16668
32	-0.006361	-0.1227	0.45121
33	0.043929	0.8473	0.198693
34	0.01692	0.3263	0.372172
35	-0.002393	-0.0462	0.481607
36	0.020121	0.3881	0.349091
37	-0.189406	-3.6531	0.000148
38	0.012351	0.2382	0.405923
39	-0.038849	-0.7493	0.227076
40	-0.033337	-0.643	0.260319
41	0.032614	0.629	0.264854
42	0.092839	1.7906	0.037084
43	-0.013284	-0.2562	0.398966
44	0.023528	0.4538	0.325119
45	0.033599	0.648	0.25868
46	0.040374	0.7787	0.218321
47	0.011645	0.2246	0.411208
48	-0.024423	-0.4711	0.31894
49	-0.06699	-1.2921	0.098569
50	-0.031084	-0.5995	0.274592
51	-0.023084	-0.4452	0.328206
52	-0.061509	-1.1863	0.118122
53	-0.001646	-0.0318	0.487343
54	-0.002282	-0.044	0.482462
55	0.001113	0.0215	0.491441
56	-0.039442	-0.7607	0.223649
57	-0.0128	-0.2469	0.402567
58	-0.013281	-0.2562	0.398983
59	-0.018742	-0.3615	0.358969
60	-0.027922	-0.5385	0.29526

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958297 & 18.483 & 0 \tabularnewline
2 & -0.038138 & -0.7356 & 0.231227 \tabularnewline
3 & 0.116008 & 2.2375 & 0.012923 \tabularnewline
4 & 0.207345 & 3.9991 & 3.8e-05 \tabularnewline
5 & 0.071295 & 1.3751 & 0.084967 \tabularnewline
6 & -0.216629 & -4.1782 & 1.8e-05 \tabularnewline
7 & 0.177843 & 3.4301 & 0.000336 \tabularnewline
8 & -0.280159 & -5.4035 & 0 \tabularnewline
9 & 0.051585 & 0.9949 & 0.160206 \tabularnewline
10 & 0.221443 & 4.271 & 1.2e-05 \tabularnewline
11 & 0.189049 & 3.6462 & 0.000152 \tabularnewline
12 & -0.045031 & -0.8685 & 0.192833 \tabularnewline
13 & -0.550158 & -10.6111 & 0 \tabularnewline
14 & 0.048685 & 0.939 & 0.17417 \tabularnewline
15 & 0.139152 & 2.6839 & 0.003802 \tabularnewline
16 & 0.058966 & 1.1373 & 0.128074 \tabularnewline
17 & 0.145015 & 2.797 & 0.002713 \tabularnewline
18 & 0.056415 & 1.0881 & 0.13863 \tabularnewline
19 & 0.089168 & 1.7198 & 0.04315 \tabularnewline
20 & -0.085304 & -1.6453 & 0.050378 \tabularnewline
21 & 0.010706 & 0.2065 & 0.418258 \tabularnewline
22 & 0.020453 & 0.3945 & 0.346725 \tabularnewline
23 & -0.016396 & -0.3162 & 0.376 \tabularnewline
24 & 0.056489 & 1.0895 & 0.138315 \tabularnewline
25 & -0.235006 & -4.5326 & 4e-06 \tabularnewline
26 & 0.00889 & 0.1715 & 0.431974 \tabularnewline
27 & 0.049098 & 0.947 & 0.172137 \tabularnewline
28 & -0.018295 & -0.3529 & 0.362198 \tabularnewline
29 & -0.002463 & -0.0475 & 0.481071 \tabularnewline
30 & 0.029494 & 0.5689 & 0.284897 \tabularnewline
31 & 0.050221 & 0.9686 & 0.16668 \tabularnewline
32 & -0.006361 & -0.1227 & 0.45121 \tabularnewline
33 & 0.043929 & 0.8473 & 0.198693 \tabularnewline
34 & 0.01692 & 0.3263 & 0.372172 \tabularnewline
35 & -0.002393 & -0.0462 & 0.481607 \tabularnewline
36 & 0.020121 & 0.3881 & 0.349091 \tabularnewline
37 & -0.189406 & -3.6531 & 0.000148 \tabularnewline
38 & 0.012351 & 0.2382 & 0.405923 \tabularnewline
39 & -0.038849 & -0.7493 & 0.227076 \tabularnewline
40 & -0.033337 & -0.643 & 0.260319 \tabularnewline
41 & 0.032614 & 0.629 & 0.264854 \tabularnewline
42 & 0.092839 & 1.7906 & 0.037084 \tabularnewline
43 & -0.013284 & -0.2562 & 0.398966 \tabularnewline
44 & 0.023528 & 0.4538 & 0.325119 \tabularnewline
45 & 0.033599 & 0.648 & 0.25868 \tabularnewline
46 & 0.040374 & 0.7787 & 0.218321 \tabularnewline
47 & 0.011645 & 0.2246 & 0.411208 \tabularnewline
48 & -0.024423 & -0.4711 & 0.31894 \tabularnewline
49 & -0.06699 & -1.2921 & 0.098569 \tabularnewline
50 & -0.031084 & -0.5995 & 0.274592 \tabularnewline
51 & -0.023084 & -0.4452 & 0.328206 \tabularnewline
52 & -0.061509 & -1.1863 & 0.118122 \tabularnewline
53 & -0.001646 & -0.0318 & 0.487343 \tabularnewline
54 & -0.002282 & -0.044 & 0.482462 \tabularnewline
55 & 0.001113 & 0.0215 & 0.491441 \tabularnewline
56 & -0.039442 & -0.7607 & 0.223649 \tabularnewline
57 & -0.0128 & -0.2469 & 0.402567 \tabularnewline
58 & -0.013281 & -0.2562 & 0.398983 \tabularnewline
59 & -0.018742 & -0.3615 & 0.358969 \tabularnewline
60 & -0.027922 & -0.5385 & 0.29526 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28728&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]0.958297[/C][C]18.483[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.038138[/C][C]-0.7356[/C][C]0.231227[/C][/ROW]
[ROW][C]3[/C][C]0.116008[/C][C]2.2375[/C][C]0.012923[/C][/ROW]
[ROW][C]4[/C][C]0.207345[/C][C]3.9991[/C][C]3.8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.071295[/C][C]1.3751[/C][C]0.084967[/C][/ROW]
[ROW][C]6[/C][C]-0.216629[/C][C]-4.1782[/C][C]1.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.177843[/C][C]3.4301[/C][C]0.000336[/C][/ROW]
[ROW][C]8[/C][C]-0.280159[/C][C]-5.4035[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.051585[/C][C]0.9949[/C][C]0.160206[/C][/ROW]
[ROW][C]10[/C][C]0.221443[/C][C]4.271[/C][C]1.2e-05[/C][/ROW]
[ROW][C]11[/C][C]0.189049[/C][C]3.6462[/C][C]0.000152[/C][/ROW]
[ROW][C]12[/C][C]-0.045031[/C][C]-0.8685[/C][C]0.192833[/C][/ROW]
[ROW][C]13[/C][C]-0.550158[/C][C]-10.6111[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.048685[/C][C]0.939[/C][C]0.17417[/C][/ROW]
[ROW][C]15[/C][C]0.139152[/C][C]2.6839[/C][C]0.003802[/C][/ROW]
[ROW][C]16[/C][C]0.058966[/C][C]1.1373[/C][C]0.128074[/C][/ROW]
[ROW][C]17[/C][C]0.145015[/C][C]2.797[/C][C]0.002713[/C][/ROW]
[ROW][C]18[/C][C]0.056415[/C][C]1.0881[/C][C]0.13863[/C][/ROW]
[ROW][C]19[/C][C]0.089168[/C][C]1.7198[/C][C]0.04315[/C][/ROW]
[ROW][C]20[/C][C]-0.085304[/C][C]-1.6453[/C][C]0.050378[/C][/ROW]
[ROW][C]21[/C][C]0.010706[/C][C]0.2065[/C][C]0.418258[/C][/ROW]
[ROW][C]22[/C][C]0.020453[/C][C]0.3945[/C][C]0.346725[/C][/ROW]
[ROW][C]23[/C][C]-0.016396[/C][C]-0.3162[/C][C]0.376[/C][/ROW]
[ROW][C]24[/C][C]0.056489[/C][C]1.0895[/C][C]0.138315[/C][/ROW]
[ROW][C]25[/C][C]-0.235006[/C][C]-4.5326[/C][C]4e-06[/C][/ROW]
[ROW][C]26[/C][C]0.00889[/C][C]0.1715[/C][C]0.431974[/C][/ROW]
[ROW][C]27[/C][C]0.049098[/C][C]0.947[/C][C]0.172137[/C][/ROW]
[ROW][C]28[/C][C]-0.018295[/C][C]-0.3529[/C][C]0.362198[/C][/ROW]
[ROW][C]29[/C][C]-0.002463[/C][C]-0.0475[/C][C]0.481071[/C][/ROW]
[ROW][C]30[/C][C]0.029494[/C][C]0.5689[/C][C]0.284897[/C][/ROW]
[ROW][C]31[/C][C]0.050221[/C][C]0.9686[/C][C]0.16668[/C][/ROW]
[ROW][C]32[/C][C]-0.006361[/C][C]-0.1227[/C][C]0.45121[/C][/ROW]
[ROW][C]33[/C][C]0.043929[/C][C]0.8473[/C][C]0.198693[/C][/ROW]
[ROW][C]34[/C][C]0.01692[/C][C]0.3263[/C][C]0.372172[/C][/ROW]
[ROW][C]35[/C][C]-0.002393[/C][C]-0.0462[/C][C]0.481607[/C][/ROW]
[ROW][C]36[/C][C]0.020121[/C][C]0.3881[/C][C]0.349091[/C][/ROW]
[ROW][C]37[/C][C]-0.189406[/C][C]-3.6531[/C][C]0.000148[/C][/ROW]
[ROW][C]38[/C][C]0.012351[/C][C]0.2382[/C][C]0.405923[/C][/ROW]
[ROW][C]39[/C][C]-0.038849[/C][C]-0.7493[/C][C]0.227076[/C][/ROW]
[ROW][C]40[/C][C]-0.033337[/C][C]-0.643[/C][C]0.260319[/C][/ROW]
[ROW][C]41[/C][C]0.032614[/C][C]0.629[/C][C]0.264854[/C][/ROW]
[ROW][C]42[/C][C]0.092839[/C][C]1.7906[/C][C]0.037084[/C][/ROW]
[ROW][C]43[/C][C]-0.013284[/C][C]-0.2562[/C][C]0.398966[/C][/ROW]
[ROW][C]44[/C][C]0.023528[/C][C]0.4538[/C][C]0.325119[/C][/ROW]
[ROW][C]45[/C][C]0.033599[/C][C]0.648[/C][C]0.25868[/C][/ROW]
[ROW][C]46[/C][C]0.040374[/C][C]0.7787[/C][C]0.218321[/C][/ROW]
[ROW][C]47[/C][C]0.011645[/C][C]0.2246[/C][C]0.411208[/C][/ROW]
[ROW][C]48[/C][C]-0.024423[/C][C]-0.4711[/C][C]0.31894[/C][/ROW]
[ROW][C]49[/C][C]-0.06699[/C][C]-1.2921[/C][C]0.098569[/C][/ROW]
[ROW][C]50[/C][C]-0.031084[/C][C]-0.5995[/C][C]0.274592[/C][/ROW]
[ROW][C]51[/C][C]-0.023084[/C][C]-0.4452[/C][C]0.328206[/C][/ROW]
[ROW][C]52[/C][C]-0.061509[/C][C]-1.1863[/C][C]0.118122[/C][/ROW]
[ROW][C]53[/C][C]-0.001646[/C][C]-0.0318[/C][C]0.487343[/C][/ROW]
[ROW][C]54[/C][C]-0.002282[/C][C]-0.044[/C][C]0.482462[/C][/ROW]
[ROW][C]55[/C][C]0.001113[/C][C]0.0215[/C][C]0.491441[/C][/ROW]
[ROW][C]56[/C][C]-0.039442[/C][C]-0.7607[/C][C]0.223649[/C][/ROW]
[ROW][C]57[/C][C]-0.0128[/C][C]-0.2469[/C][C]0.402567[/C][/ROW]
[ROW][C]58[/C][C]-0.013281[/C][C]-0.2562[/C][C]0.398983[/C][/ROW]
[ROW][C]59[/C][C]-0.018742[/C][C]-0.3615[/C][C]0.358969[/C][/ROW]
[ROW][C]60[/C][C]-0.027922[/C][C]-0.5385[/C][C]0.29526[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28728&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28728&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	0.958297	18.483	0
2	-0.038138	-0.7356	0.231227
3	0.116008	2.2375	0.012923
4	0.207345	3.9991	3.8e-05
5	0.071295	1.3751	0.084967
6	-0.216629	-4.1782	1.8e-05
7	0.177843	3.4301	0.000336
8	-0.280159	-5.4035	0
9	0.051585	0.9949	0.160206
10	0.221443	4.271	1.2e-05
11	0.189049	3.6462	0.000152
12	-0.045031	-0.8685	0.192833
13	-0.550158	-10.6111	0
14	0.048685	0.939	0.17417
15	0.139152	2.6839	0.003802
16	0.058966	1.1373	0.128074
17	0.145015	2.797	0.002713
18	0.056415	1.0881	0.13863
19	0.089168	1.7198	0.04315
20	-0.085304	-1.6453	0.050378
21	0.010706	0.2065	0.418258
22	0.020453	0.3945	0.346725
23	-0.016396	-0.3162	0.376
24	0.056489	1.0895	0.138315
25	-0.235006	-4.5326	4e-06
26	0.00889	0.1715	0.431974
27	0.049098	0.947	0.172137
28	-0.018295	-0.3529	0.362198
29	-0.002463	-0.0475	0.481071
30	0.029494	0.5689	0.284897
31	0.050221	0.9686	0.16668
32	-0.006361	-0.1227	0.45121
33	0.043929	0.8473	0.198693
34	0.01692	0.3263	0.372172
35	-0.002393	-0.0462	0.481607
36	0.020121	0.3881	0.349091
37	-0.189406	-3.6531	0.000148
38	0.012351	0.2382	0.405923
39	-0.038849	-0.7493	0.227076
40	-0.033337	-0.643	0.260319
41	0.032614	0.629	0.264854
42	0.092839	1.7906	0.037084
43	-0.013284	-0.2562	0.398966
44	0.023528	0.4538	0.325119
45	0.033599	0.648	0.25868
46	0.040374	0.7787	0.218321
47	0.011645	0.2246	0.411208
48	-0.024423	-0.4711	0.31894
49	-0.06699	-1.2921	0.098569
50	-0.031084	-0.5995	0.274592
51	-0.023084	-0.4452	0.328206
52	-0.061509	-1.1863	0.118122
53	-0.001646	-0.0318	0.487343
54	-0.002282	-0.044	0.482462
55	0.001113	0.0215	0.491441
56	-0.039442	-0.7607	0.223649
57	-0.0128	-0.2469	0.402567
58	-0.013281	-0.2562	0.398983
59	-0.018742	-0.3615	0.358969
60	-0.027922	-0.5385	0.29526

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