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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 07:39:09 -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/09/t1228833582d98ftjp9r8ndeqj.htm/, Retrieved Sat, 25 May 2024 08:38:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31469, Retrieved Sat, 25 May 2024 08:38:28 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

156

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F       [(Partial) Autocorrelation Function] [] [2008-12-09 14:39:09] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

2008-12-10 16:47:42 [Sam De Cuyper] [reply] 
Goeie berekening maar het is onduidelijk wat je allemaal juist doet. Ik denk niet dat er in de grafiek van de AFC sprake is van seizoenaliteit.
2008-12-11 12:56:17 [72e979bcc364082694890d2eccc1a66f] [reply] 
De student geeft weinig uitleg over wat hij/zij precies doet. Het is niet allemaal duidelijk. 
Ik denk ook wel dat er hier nog kans is op seizoenaliteit daarom had de student toch beter nog eens seizoenaal gedifferentieerd om zo te zien of het resultaat beter was.
2008-12-13 11:09:17 [Sandra Hofmans] [reply] 
Je had meer uitleg moeten geven, en nog verder moeten differentieren (seizoenaal). 

Post a new message

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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31469&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31469&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31469&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.294625	2.8716	0.002518
2	0.067209	0.6551	0.257001
3	0.069571	0.6781	0.249679
4	0.040471	0.3945	0.347063
5	-0.23871	-2.3267	0.011054
6	-0.149444	-1.4566	0.074262
7	-0.132098	-1.2875	0.100518
8	-0.096788	-0.9434	0.173941
9	-0.206115	-2.009	0.02369
10	-0.009951	-0.097	0.461469
11	-0.015156	-0.1477	0.441438
12	0.006065	0.0591	0.476494
13	0.164239	1.6008	0.05637
14	0.340167	3.3155	0.000648
15	-0.031235	-0.3044	0.380727
16	-0.038958	-0.3797	0.352502
17	-0.06176	-0.602	0.274316
18	0.048953	0.4771	0.317181
19	0.022581	0.2201	0.413136
20	0.028004	0.2729	0.392743
21	0.042497	0.4142	0.339827
22	0.080719	0.7868	0.216692
23	-0.134879	-1.3146	0.095898
24	-0.161015	-1.5694	0.059942
25	-0.200469	-1.9539	0.026826
26	-0.072483	-0.7065	0.24081
27	-0.099944	-0.9741	0.166231
28	0.005278	0.0514	0.47954
29	-0.101494	-0.9892	0.16253
30	-0.041605	-0.4055	0.343006
31	-0.041048	-0.4001	0.344997
32	0.168394	1.6413	0.05202
33	0.06237	0.6079	0.27235
34	0.026205	0.2554	0.399477
35	0.055222	0.5382	0.295835
36	0.095635	0.9321	0.176816
37	-0.096534	-0.9409	0.174572
38	-0.114201	-1.1131	0.134238
39	-0.029462	-0.2872	0.387309
40	0.020652	0.2013	0.42045
41	-0.036767	-0.3584	0.360435
42	0.026976	0.2629	0.396587
43	-0.031073	-0.3029	0.381328
44	-0.045355	-0.4421	0.329721
45	-0.01784	-0.1739	0.431164
46	0.088466	0.8623	0.195358
47	-0.01451	-0.1414	0.443916
48	0.061624	0.6006	0.274756
49	0.085134	0.8298	0.204372
50	0.103293	1.0068	0.1583
51	-0.009052	-0.0882	0.464939
52	0.014084	0.1373	0.445551
53	0.053672	0.5231	0.30105
54	0.038084	0.3712	0.35566
55	-0.043285	-0.4219	0.337028
56	-0.032888	-0.3206	0.374626
57	-0.063515	-0.6191	0.268677
58	7.9e-05	8e-04	0.499692
59	0.010316	0.1005	0.46006
60	0.054614	0.5323	0.297877

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.294625 & 2.8716 & 0.002518 \tabularnewline
2 & 0.067209 & 0.6551 & 0.257001 \tabularnewline
3 & 0.069571 & 0.6781 & 0.249679 \tabularnewline
4 & 0.040471 & 0.3945 & 0.347063 \tabularnewline
5 & -0.23871 & -2.3267 & 0.011054 \tabularnewline
6 & -0.149444 & -1.4566 & 0.074262 \tabularnewline
7 & -0.132098 & -1.2875 & 0.100518 \tabularnewline
8 & -0.096788 & -0.9434 & 0.173941 \tabularnewline
9 & -0.206115 & -2.009 & 0.02369 \tabularnewline
10 & -0.009951 & -0.097 & 0.461469 \tabularnewline
11 & -0.015156 & -0.1477 & 0.441438 \tabularnewline
12 & 0.006065 & 0.0591 & 0.476494 \tabularnewline
13 & 0.164239 & 1.6008 & 0.05637 \tabularnewline
14 & 0.340167 & 3.3155 & 0.000648 \tabularnewline
15 & -0.031235 & -0.3044 & 0.380727 \tabularnewline
16 & -0.038958 & -0.3797 & 0.352502 \tabularnewline
17 & -0.06176 & -0.602 & 0.274316 \tabularnewline
18 & 0.048953 & 0.4771 & 0.317181 \tabularnewline
19 & 0.022581 & 0.2201 & 0.413136 \tabularnewline
20 & 0.028004 & 0.2729 & 0.392743 \tabularnewline
21 & 0.042497 & 0.4142 & 0.339827 \tabularnewline
22 & 0.080719 & 0.7868 & 0.216692 \tabularnewline
23 & -0.134879 & -1.3146 & 0.095898 \tabularnewline
24 & -0.161015 & -1.5694 & 0.059942 \tabularnewline
25 & -0.200469 & -1.9539 & 0.026826 \tabularnewline
26 & -0.072483 & -0.7065 & 0.24081 \tabularnewline
27 & -0.099944 & -0.9741 & 0.166231 \tabularnewline
28 & 0.005278 & 0.0514 & 0.47954 \tabularnewline
29 & -0.101494 & -0.9892 & 0.16253 \tabularnewline
30 & -0.041605 & -0.4055 & 0.343006 \tabularnewline
31 & -0.041048 & -0.4001 & 0.344997 \tabularnewline
32 & 0.168394 & 1.6413 & 0.05202 \tabularnewline
33 & 0.06237 & 0.6079 & 0.27235 \tabularnewline
34 & 0.026205 & 0.2554 & 0.399477 \tabularnewline
35 & 0.055222 & 0.5382 & 0.295835 \tabularnewline
36 & 0.095635 & 0.9321 & 0.176816 \tabularnewline
37 & -0.096534 & -0.9409 & 0.174572 \tabularnewline
38 & -0.114201 & -1.1131 & 0.134238 \tabularnewline
39 & -0.029462 & -0.2872 & 0.387309 \tabularnewline
40 & 0.020652 & 0.2013 & 0.42045 \tabularnewline
41 & -0.036767 & -0.3584 & 0.360435 \tabularnewline
42 & 0.026976 & 0.2629 & 0.396587 \tabularnewline
43 & -0.031073 & -0.3029 & 0.381328 \tabularnewline
44 & -0.045355 & -0.4421 & 0.329721 \tabularnewline
45 & -0.01784 & -0.1739 & 0.431164 \tabularnewline
46 & 0.088466 & 0.8623 & 0.195358 \tabularnewline
47 & -0.01451 & -0.1414 & 0.443916 \tabularnewline
48 & 0.061624 & 0.6006 & 0.274756 \tabularnewline
49 & 0.085134 & 0.8298 & 0.204372 \tabularnewline
50 & 0.103293 & 1.0068 & 0.1583 \tabularnewline
51 & -0.009052 & -0.0882 & 0.464939 \tabularnewline
52 & 0.014084 & 0.1373 & 0.445551 \tabularnewline
53 & 0.053672 & 0.5231 & 0.30105 \tabularnewline
54 & 0.038084 & 0.3712 & 0.35566 \tabularnewline
55 & -0.043285 & -0.4219 & 0.337028 \tabularnewline
56 & -0.032888 & -0.3206 & 0.374626 \tabularnewline
57 & -0.063515 & -0.6191 & 0.268677 \tabularnewline
58 & 7.9e-05 & 8e-04 & 0.499692 \tabularnewline
59 & 0.010316 & 0.1005 & 0.46006 \tabularnewline
60 & 0.054614 & 0.5323 & 0.297877 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31469&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]0.294625[/C][C]2.8716[/C][C]0.002518[/C][/ROW]
[ROW][C]2[/C][C]0.067209[/C][C]0.6551[/C][C]0.257001[/C][/ROW]
[ROW][C]3[/C][C]0.069571[/C][C]0.6781[/C][C]0.249679[/C][/ROW]
[ROW][C]4[/C][C]0.040471[/C][C]0.3945[/C][C]0.347063[/C][/ROW]
[ROW][C]5[/C][C]-0.23871[/C][C]-2.3267[/C][C]0.011054[/C][/ROW]
[ROW][C]6[/C][C]-0.149444[/C][C]-1.4566[/C][C]0.074262[/C][/ROW]
[ROW][C]7[/C][C]-0.132098[/C][C]-1.2875[/C][C]0.100518[/C][/ROW]
[ROW][C]8[/C][C]-0.096788[/C][C]-0.9434[/C][C]0.173941[/C][/ROW]
[ROW][C]9[/C][C]-0.206115[/C][C]-2.009[/C][C]0.02369[/C][/ROW]
[ROW][C]10[/C][C]-0.009951[/C][C]-0.097[/C][C]0.461469[/C][/ROW]
[ROW][C]11[/C][C]-0.015156[/C][C]-0.1477[/C][C]0.441438[/C][/ROW]
[ROW][C]12[/C][C]0.006065[/C][C]0.0591[/C][C]0.476494[/C][/ROW]
[ROW][C]13[/C][C]0.164239[/C][C]1.6008[/C][C]0.05637[/C][/ROW]
[ROW][C]14[/C][C]0.340167[/C][C]3.3155[/C][C]0.000648[/C][/ROW]
[ROW][C]15[/C][C]-0.031235[/C][C]-0.3044[/C][C]0.380727[/C][/ROW]
[ROW][C]16[/C][C]-0.038958[/C][C]-0.3797[/C][C]0.352502[/C][/ROW]
[ROW][C]17[/C][C]-0.06176[/C][C]-0.602[/C][C]0.274316[/C][/ROW]
[ROW][C]18[/C][C]0.048953[/C][C]0.4771[/C][C]0.317181[/C][/ROW]
[ROW][C]19[/C][C]0.022581[/C][C]0.2201[/C][C]0.413136[/C][/ROW]
[ROW][C]20[/C][C]0.028004[/C][C]0.2729[/C][C]0.392743[/C][/ROW]
[ROW][C]21[/C][C]0.042497[/C][C]0.4142[/C][C]0.339827[/C][/ROW]
[ROW][C]22[/C][C]0.080719[/C][C]0.7868[/C][C]0.216692[/C][/ROW]
[ROW][C]23[/C][C]-0.134879[/C][C]-1.3146[/C][C]0.095898[/C][/ROW]
[ROW][C]24[/C][C]-0.161015[/C][C]-1.5694[/C][C]0.059942[/C][/ROW]
[ROW][C]25[/C][C]-0.200469[/C][C]-1.9539[/C][C]0.026826[/C][/ROW]
[ROW][C]26[/C][C]-0.072483[/C][C]-0.7065[/C][C]0.24081[/C][/ROW]
[ROW][C]27[/C][C]-0.099944[/C][C]-0.9741[/C][C]0.166231[/C][/ROW]
[ROW][C]28[/C][C]0.005278[/C][C]0.0514[/C][C]0.47954[/C][/ROW]
[ROW][C]29[/C][C]-0.101494[/C][C]-0.9892[/C][C]0.16253[/C][/ROW]
[ROW][C]30[/C][C]-0.041605[/C][C]-0.4055[/C][C]0.343006[/C][/ROW]
[ROW][C]31[/C][C]-0.041048[/C][C]-0.4001[/C][C]0.344997[/C][/ROW]
[ROW][C]32[/C][C]0.168394[/C][C]1.6413[/C][C]0.05202[/C][/ROW]
[ROW][C]33[/C][C]0.06237[/C][C]0.6079[/C][C]0.27235[/C][/ROW]
[ROW][C]34[/C][C]0.026205[/C][C]0.2554[/C][C]0.399477[/C][/ROW]
[ROW][C]35[/C][C]0.055222[/C][C]0.5382[/C][C]0.295835[/C][/ROW]
[ROW][C]36[/C][C]0.095635[/C][C]0.9321[/C][C]0.176816[/C][/ROW]
[ROW][C]37[/C][C]-0.096534[/C][C]-0.9409[/C][C]0.174572[/C][/ROW]
[ROW][C]38[/C][C]-0.114201[/C][C]-1.1131[/C][C]0.134238[/C][/ROW]
[ROW][C]39[/C][C]-0.029462[/C][C]-0.2872[/C][C]0.387309[/C][/ROW]
[ROW][C]40[/C][C]0.020652[/C][C]0.2013[/C][C]0.42045[/C][/ROW]
[ROW][C]41[/C][C]-0.036767[/C][C]-0.3584[/C][C]0.360435[/C][/ROW]
[ROW][C]42[/C][C]0.026976[/C][C]0.2629[/C][C]0.396587[/C][/ROW]
[ROW][C]43[/C][C]-0.031073[/C][C]-0.3029[/C][C]0.381328[/C][/ROW]
[ROW][C]44[/C][C]-0.045355[/C][C]-0.4421[/C][C]0.329721[/C][/ROW]
[ROW][C]45[/C][C]-0.01784[/C][C]-0.1739[/C][C]0.431164[/C][/ROW]
[ROW][C]46[/C][C]0.088466[/C][C]0.8623[/C][C]0.195358[/C][/ROW]
[ROW][C]47[/C][C]-0.01451[/C][C]-0.1414[/C][C]0.443916[/C][/ROW]
[ROW][C]48[/C][C]0.061624[/C][C]0.6006[/C][C]0.274756[/C][/ROW]
[ROW][C]49[/C][C]0.085134[/C][C]0.8298[/C][C]0.204372[/C][/ROW]
[ROW][C]50[/C][C]0.103293[/C][C]1.0068[/C][C]0.1583[/C][/ROW]
[ROW][C]51[/C][C]-0.009052[/C][C]-0.0882[/C][C]0.464939[/C][/ROW]
[ROW][C]52[/C][C]0.014084[/C][C]0.1373[/C][C]0.445551[/C][/ROW]
[ROW][C]53[/C][C]0.053672[/C][C]0.5231[/C][C]0.30105[/C][/ROW]
[ROW][C]54[/C][C]0.038084[/C][C]0.3712[/C][C]0.35566[/C][/ROW]
[ROW][C]55[/C][C]-0.043285[/C][C]-0.4219[/C][C]0.337028[/C][/ROW]
[ROW][C]56[/C][C]-0.032888[/C][C]-0.3206[/C][C]0.374626[/C][/ROW]
[ROW][C]57[/C][C]-0.063515[/C][C]-0.6191[/C][C]0.268677[/C][/ROW]
[ROW][C]58[/C][C]7.9e-05[/C][C]8e-04[/C][C]0.499692[/C][/ROW]
[ROW][C]59[/C][C]0.010316[/C][C]0.1005[/C][C]0.46006[/C][/ROW]
[ROW][C]60[/C][C]0.054614[/C][C]0.5323[/C][C]0.297877[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31469&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31469&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	0.294625	2.8716	0.002518
2	0.067209	0.6551	0.257001
3	0.069571	0.6781	0.249679
4	0.040471	0.3945	0.347063
5	-0.23871	-2.3267	0.011054
6	-0.149444	-1.4566	0.074262
7	-0.132098	-1.2875	0.100518
8	-0.096788	-0.9434	0.173941
9	-0.206115	-2.009	0.02369
10	-0.009951	-0.097	0.461469
11	-0.015156	-0.1477	0.441438
12	0.006065	0.0591	0.476494
13	0.164239	1.6008	0.05637
14	0.340167	3.3155	0.000648
15	-0.031235	-0.3044	0.380727
16	-0.038958	-0.3797	0.352502
17	-0.06176	-0.602	0.274316
18	0.048953	0.4771	0.317181
19	0.022581	0.2201	0.413136
20	0.028004	0.2729	0.392743
21	0.042497	0.4142	0.339827
22	0.080719	0.7868	0.216692
23	-0.134879	-1.3146	0.095898
24	-0.161015	-1.5694	0.059942
25	-0.200469	-1.9539	0.026826
26	-0.072483	-0.7065	0.24081
27	-0.099944	-0.9741	0.166231
28	0.005278	0.0514	0.47954
29	-0.101494	-0.9892	0.16253
30	-0.041605	-0.4055	0.343006
31	-0.041048	-0.4001	0.344997
32	0.168394	1.6413	0.05202
33	0.06237	0.6079	0.27235
34	0.026205	0.2554	0.399477
35	0.055222	0.5382	0.295835
36	0.095635	0.9321	0.176816
37	-0.096534	-0.9409	0.174572
38	-0.114201	-1.1131	0.134238
39	-0.029462	-0.2872	0.387309
40	0.020652	0.2013	0.42045
41	-0.036767	-0.3584	0.360435
42	0.026976	0.2629	0.396587
43	-0.031073	-0.3029	0.381328
44	-0.045355	-0.4421	0.329721
45	-0.01784	-0.1739	0.431164
46	0.088466	0.8623	0.195358
47	-0.01451	-0.1414	0.443916
48	0.061624	0.6006	0.274756
49	0.085134	0.8298	0.204372
50	0.103293	1.0068	0.1583
51	-0.009052	-0.0882	0.464939
52	0.014084	0.1373	0.445551
53	0.053672	0.5231	0.30105
54	0.038084	0.3712	0.35566
55	-0.043285	-0.4219	0.337028
56	-0.032888	-0.3206	0.374626
57	-0.063515	-0.6191	0.268677
58	7.9e-05	8e-04	0.499692
59	0.010316	0.1005	0.46006
60	0.054614	0.5323	0.297877

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.294625	2.8716	0.002518
2	-0.021457	-0.2091	0.417394
3	0.060986	0.5944	0.276823
4	0.004564	0.0445	0.482307
5	-0.278794	-2.7173	0.003911
6	-0.003968	-0.0387	0.484616
7	-0.096187	-0.9375	0.175435
8	-0.009978	-0.0973	0.461364
9	-0.161344	-1.5726	0.059569
10	0.059564	0.5806	0.281456
11	-0.058721	-0.5723	0.284221
12	-0.004639	-0.0452	0.482016
13	0.188515	1.8374	0.034637
14	0.186991	1.8226	0.035758
15	-0.239365	-2.333	0.010878
16	-0.028781	-0.2805	0.389843
17	-0.125498	-1.2232	0.112139
18	0.15843	1.5442	0.062934
19	0.195492	1.9054	0.029875
20	-0.024753	-0.2413	0.404936
21	0.0419	0.4084	0.341953
22	0.002771	0.027	0.489255
23	-0.139541	-1.3601	0.088512
24	-0.151381	-1.4755	0.071695
25	-0.127931	-1.2469	0.107746
26	0.039782	0.3877	0.349537
27	-0.101515	-0.9894	0.162479
28	0.07608	0.7415	0.230099
29	-0.081193	-0.7914	0.21535
30	-0.050424	-0.4915	0.312114
31	-0.011095	-0.1081	0.457056
32	0.005033	0.0491	0.48049
33	-0.108325	-1.0558	0.146863
34	-0.075921	-0.74	0.230568
35	-0.011449	-0.1116	0.455691
36	0.055268	0.5387	0.295682
37	0.062176	0.606	0.272974
38	-0.012034	-0.1173	0.453437
39	0.054953	0.5356	0.296739
40	-0.100401	-0.9786	0.165134
41	0.016596	0.1618	0.43592
42	-0.021038	-0.2051	0.418983
43	0.026769	0.2609	0.397362
44	0.009258	0.0902	0.464144
45	0.034519	0.3365	0.368636
46	0.050306	0.4903	0.312518
47	-0.016517	-0.161	0.436221
48	0.106902	1.0419	0.15004
49	-0.025481	-0.2484	0.402195
50	0.002908	0.0283	0.488722
51	-0.008792	-0.0857	0.465944
52	-0.030328	-0.2956	0.384092
53	0.043504	0.424	0.336253
54	-0.032104	-0.3129	0.377519
55	0.001023	0.01	0.496033
56	-0.029679	-0.2893	0.386501
57	0.025916	0.2526	0.400564
58	0.028628	0.279	0.390414
59	0.034833	0.3395	0.367489
60	0.024287	0.2367	0.406693

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.294625 & 2.8716 & 0.002518 \tabularnewline
2 & -0.021457 & -0.2091 & 0.417394 \tabularnewline
3 & 0.060986 & 0.5944 & 0.276823 \tabularnewline
4 & 0.004564 & 0.0445 & 0.482307 \tabularnewline
5 & -0.278794 & -2.7173 & 0.003911 \tabularnewline
6 & -0.003968 & -0.0387 & 0.484616 \tabularnewline
7 & -0.096187 & -0.9375 & 0.175435 \tabularnewline
8 & -0.009978 & -0.0973 & 0.461364 \tabularnewline
9 & -0.161344 & -1.5726 & 0.059569 \tabularnewline
10 & 0.059564 & 0.5806 & 0.281456 \tabularnewline
11 & -0.058721 & -0.5723 & 0.284221 \tabularnewline
12 & -0.004639 & -0.0452 & 0.482016 \tabularnewline
13 & 0.188515 & 1.8374 & 0.034637 \tabularnewline
14 & 0.186991 & 1.8226 & 0.035758 \tabularnewline
15 & -0.239365 & -2.333 & 0.010878 \tabularnewline
16 & -0.028781 & -0.2805 & 0.389843 \tabularnewline
17 & -0.125498 & -1.2232 & 0.112139 \tabularnewline
18 & 0.15843 & 1.5442 & 0.062934 \tabularnewline
19 & 0.195492 & 1.9054 & 0.029875 \tabularnewline
20 & -0.024753 & -0.2413 & 0.404936 \tabularnewline
21 & 0.0419 & 0.4084 & 0.341953 \tabularnewline
22 & 0.002771 & 0.027 & 0.489255 \tabularnewline
23 & -0.139541 & -1.3601 & 0.088512 \tabularnewline
24 & -0.151381 & -1.4755 & 0.071695 \tabularnewline
25 & -0.127931 & -1.2469 & 0.107746 \tabularnewline
26 & 0.039782 & 0.3877 & 0.349537 \tabularnewline
27 & -0.101515 & -0.9894 & 0.162479 \tabularnewline
28 & 0.07608 & 0.7415 & 0.230099 \tabularnewline
29 & -0.081193 & -0.7914 & 0.21535 \tabularnewline
30 & -0.050424 & -0.4915 & 0.312114 \tabularnewline
31 & -0.011095 & -0.1081 & 0.457056 \tabularnewline
32 & 0.005033 & 0.0491 & 0.48049 \tabularnewline
33 & -0.108325 & -1.0558 & 0.146863 \tabularnewline
34 & -0.075921 & -0.74 & 0.230568 \tabularnewline
35 & -0.011449 & -0.1116 & 0.455691 \tabularnewline
36 & 0.055268 & 0.5387 & 0.295682 \tabularnewline
37 & 0.062176 & 0.606 & 0.272974 \tabularnewline
38 & -0.012034 & -0.1173 & 0.453437 \tabularnewline
39 & 0.054953 & 0.5356 & 0.296739 \tabularnewline
40 & -0.100401 & -0.9786 & 0.165134 \tabularnewline
41 & 0.016596 & 0.1618 & 0.43592 \tabularnewline
42 & -0.021038 & -0.2051 & 0.418983 \tabularnewline
43 & 0.026769 & 0.2609 & 0.397362 \tabularnewline
44 & 0.009258 & 0.0902 & 0.464144 \tabularnewline
45 & 0.034519 & 0.3365 & 0.368636 \tabularnewline
46 & 0.050306 & 0.4903 & 0.312518 \tabularnewline
47 & -0.016517 & -0.161 & 0.436221 \tabularnewline
48 & 0.106902 & 1.0419 & 0.15004 \tabularnewline
49 & -0.025481 & -0.2484 & 0.402195 \tabularnewline
50 & 0.002908 & 0.0283 & 0.488722 \tabularnewline
51 & -0.008792 & -0.0857 & 0.465944 \tabularnewline
52 & -0.030328 & -0.2956 & 0.384092 \tabularnewline
53 & 0.043504 & 0.424 & 0.336253 \tabularnewline
54 & -0.032104 & -0.3129 & 0.377519 \tabularnewline
55 & 0.001023 & 0.01 & 0.496033 \tabularnewline
56 & -0.029679 & -0.2893 & 0.386501 \tabularnewline
57 & 0.025916 & 0.2526 & 0.400564 \tabularnewline
58 & 0.028628 & 0.279 & 0.390414 \tabularnewline
59 & 0.034833 & 0.3395 & 0.367489 \tabularnewline
60 & 0.024287 & 0.2367 & 0.406693 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31469&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]0.294625[/C][C]2.8716[/C][C]0.002518[/C][/ROW]
[ROW][C]2[/C][C]-0.021457[/C][C]-0.2091[/C][C]0.417394[/C][/ROW]
[ROW][C]3[/C][C]0.060986[/C][C]0.5944[/C][C]0.276823[/C][/ROW]
[ROW][C]4[/C][C]0.004564[/C][C]0.0445[/C][C]0.482307[/C][/ROW]
[ROW][C]5[/C][C]-0.278794[/C][C]-2.7173[/C][C]0.003911[/C][/ROW]
[ROW][C]6[/C][C]-0.003968[/C][C]-0.0387[/C][C]0.484616[/C][/ROW]
[ROW][C]7[/C][C]-0.096187[/C][C]-0.9375[/C][C]0.175435[/C][/ROW]
[ROW][C]8[/C][C]-0.009978[/C][C]-0.0973[/C][C]0.461364[/C][/ROW]
[ROW][C]9[/C][C]-0.161344[/C][C]-1.5726[/C][C]0.059569[/C][/ROW]
[ROW][C]10[/C][C]0.059564[/C][C]0.5806[/C][C]0.281456[/C][/ROW]
[ROW][C]11[/C][C]-0.058721[/C][C]-0.5723[/C][C]0.284221[/C][/ROW]
[ROW][C]12[/C][C]-0.004639[/C][C]-0.0452[/C][C]0.482016[/C][/ROW]
[ROW][C]13[/C][C]0.188515[/C][C]1.8374[/C][C]0.034637[/C][/ROW]
[ROW][C]14[/C][C]0.186991[/C][C]1.8226[/C][C]0.035758[/C][/ROW]
[ROW][C]15[/C][C]-0.239365[/C][C]-2.333[/C][C]0.010878[/C][/ROW]
[ROW][C]16[/C][C]-0.028781[/C][C]-0.2805[/C][C]0.389843[/C][/ROW]
[ROW][C]17[/C][C]-0.125498[/C][C]-1.2232[/C][C]0.112139[/C][/ROW]
[ROW][C]18[/C][C]0.15843[/C][C]1.5442[/C][C]0.062934[/C][/ROW]
[ROW][C]19[/C][C]0.195492[/C][C]1.9054[/C][C]0.029875[/C][/ROW]
[ROW][C]20[/C][C]-0.024753[/C][C]-0.2413[/C][C]0.404936[/C][/ROW]
[ROW][C]21[/C][C]0.0419[/C][C]0.4084[/C][C]0.341953[/C][/ROW]
[ROW][C]22[/C][C]0.002771[/C][C]0.027[/C][C]0.489255[/C][/ROW]
[ROW][C]23[/C][C]-0.139541[/C][C]-1.3601[/C][C]0.088512[/C][/ROW]
[ROW][C]24[/C][C]-0.151381[/C][C]-1.4755[/C][C]0.071695[/C][/ROW]
[ROW][C]25[/C][C]-0.127931[/C][C]-1.2469[/C][C]0.107746[/C][/ROW]
[ROW][C]26[/C][C]0.039782[/C][C]0.3877[/C][C]0.349537[/C][/ROW]
[ROW][C]27[/C][C]-0.101515[/C][C]-0.9894[/C][C]0.162479[/C][/ROW]
[ROW][C]28[/C][C]0.07608[/C][C]0.7415[/C][C]0.230099[/C][/ROW]
[ROW][C]29[/C][C]-0.081193[/C][C]-0.7914[/C][C]0.21535[/C][/ROW]
[ROW][C]30[/C][C]-0.050424[/C][C]-0.4915[/C][C]0.312114[/C][/ROW]
[ROW][C]31[/C][C]-0.011095[/C][C]-0.1081[/C][C]0.457056[/C][/ROW]
[ROW][C]32[/C][C]0.005033[/C][C]0.0491[/C][C]0.48049[/C][/ROW]
[ROW][C]33[/C][C]-0.108325[/C][C]-1.0558[/C][C]0.146863[/C][/ROW]
[ROW][C]34[/C][C]-0.075921[/C][C]-0.74[/C][C]0.230568[/C][/ROW]
[ROW][C]35[/C][C]-0.011449[/C][C]-0.1116[/C][C]0.455691[/C][/ROW]
[ROW][C]36[/C][C]0.055268[/C][C]0.5387[/C][C]0.295682[/C][/ROW]
[ROW][C]37[/C][C]0.062176[/C][C]0.606[/C][C]0.272974[/C][/ROW]
[ROW][C]38[/C][C]-0.012034[/C][C]-0.1173[/C][C]0.453437[/C][/ROW]
[ROW][C]39[/C][C]0.054953[/C][C]0.5356[/C][C]0.296739[/C][/ROW]
[ROW][C]40[/C][C]-0.100401[/C][C]-0.9786[/C][C]0.165134[/C][/ROW]
[ROW][C]41[/C][C]0.016596[/C][C]0.1618[/C][C]0.43592[/C][/ROW]
[ROW][C]42[/C][C]-0.021038[/C][C]-0.2051[/C][C]0.418983[/C][/ROW]
[ROW][C]43[/C][C]0.026769[/C][C]0.2609[/C][C]0.397362[/C][/ROW]
[ROW][C]44[/C][C]0.009258[/C][C]0.0902[/C][C]0.464144[/C][/ROW]
[ROW][C]45[/C][C]0.034519[/C][C]0.3365[/C][C]0.368636[/C][/ROW]
[ROW][C]46[/C][C]0.050306[/C][C]0.4903[/C][C]0.312518[/C][/ROW]
[ROW][C]47[/C][C]-0.016517[/C][C]-0.161[/C][C]0.436221[/C][/ROW]
[ROW][C]48[/C][C]0.106902[/C][C]1.0419[/C][C]0.15004[/C][/ROW]
[ROW][C]49[/C][C]-0.025481[/C][C]-0.2484[/C][C]0.402195[/C][/ROW]
[ROW][C]50[/C][C]0.002908[/C][C]0.0283[/C][C]0.488722[/C][/ROW]
[ROW][C]51[/C][C]-0.008792[/C][C]-0.0857[/C][C]0.465944[/C][/ROW]
[ROW][C]52[/C][C]-0.030328[/C][C]-0.2956[/C][C]0.384092[/C][/ROW]
[ROW][C]53[/C][C]0.043504[/C][C]0.424[/C][C]0.336253[/C][/ROW]
[ROW][C]54[/C][C]-0.032104[/C][C]-0.3129[/C][C]0.377519[/C][/ROW]
[ROW][C]55[/C][C]0.001023[/C][C]0.01[/C][C]0.496033[/C][/ROW]
[ROW][C]56[/C][C]-0.029679[/C][C]-0.2893[/C][C]0.386501[/C][/ROW]
[ROW][C]57[/C][C]0.025916[/C][C]0.2526[/C][C]0.400564[/C][/ROW]
[ROW][C]58[/C][C]0.028628[/C][C]0.279[/C][C]0.390414[/C][/ROW]
[ROW][C]59[/C][C]0.034833[/C][C]0.3395[/C][C]0.367489[/C][/ROW]
[ROW][C]60[/C][C]0.024287[/C][C]0.2367[/C][C]0.406693[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31469&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31469&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	0.294625	2.8716	0.002518
2	-0.021457	-0.2091	0.417394
3	0.060986	0.5944	0.276823
4	0.004564	0.0445	0.482307
5	-0.278794	-2.7173	0.003911
6	-0.003968	-0.0387	0.484616
7	-0.096187	-0.9375	0.175435
8	-0.009978	-0.0973	0.461364
9	-0.161344	-1.5726	0.059569
10	0.059564	0.5806	0.281456
11	-0.058721	-0.5723	0.284221
12	-0.004639	-0.0452	0.482016
13	0.188515	1.8374	0.034637
14	0.186991	1.8226	0.035758
15	-0.239365	-2.333	0.010878
16	-0.028781	-0.2805	0.389843
17	-0.125498	-1.2232	0.112139
18	0.15843	1.5442	0.062934
19	0.195492	1.9054	0.029875
20	-0.024753	-0.2413	0.404936
21	0.0419	0.4084	0.341953
22	0.002771	0.027	0.489255
23	-0.139541	-1.3601	0.088512
24	-0.151381	-1.4755	0.071695
25	-0.127931	-1.2469	0.107746
26	0.039782	0.3877	0.349537
27	-0.101515	-0.9894	0.162479
28	0.07608	0.7415	0.230099
29	-0.081193	-0.7914	0.21535
30	-0.050424	-0.4915	0.312114
31	-0.011095	-0.1081	0.457056
32	0.005033	0.0491	0.48049
33	-0.108325	-1.0558	0.146863
34	-0.075921	-0.74	0.230568
35	-0.011449	-0.1116	0.455691
36	0.055268	0.5387	0.295682
37	0.062176	0.606	0.272974
38	-0.012034	-0.1173	0.453437
39	0.054953	0.5356	0.296739
40	-0.100401	-0.9786	0.165134
41	0.016596	0.1618	0.43592
42	-0.021038	-0.2051	0.418983
43	0.026769	0.2609	0.397362
44	0.009258	0.0902	0.464144
45	0.034519	0.3365	0.368636
46	0.050306	0.4903	0.312518
47	-0.016517	-0.161	0.436221
48	0.106902	1.0419	0.15004
49	-0.025481	-0.2484	0.402195
50	0.002908	0.0283	0.488722
51	-0.008792	-0.0857	0.465944
52	-0.030328	-0.2956	0.384092
53	0.043504	0.424	0.336253
54	-0.032104	-0.3129	0.377519
55	0.001023	0.01	0.496033
56	-0.029679	-0.2893	0.386501
57	0.025916	0.2526	0.400564
58	0.028628	0.279	0.390414
59	0.034833	0.3395	0.367489
60	0.024287	0.2367	0.406693

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = -1.5 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = -1.5 ; 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