FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationFri, 05 Dec 2008 03:20:24 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/05/t1228472623oy6ds25n33633eg.htm/, Retrieved Thu, 16 May 2024 18:18:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29136, Retrieved Thu, 16 May 2024 18:18:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact276

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [(Partial) Autocorrelation Function] [Paper: autocorrel...] [2008-12-05 10:20:24] [822e74e765918799ae89051d24799c03] [Current]
F   PD    [(Partial) Autocorrelation Function] [Paper: autocorrel...] [2008-12-05 10:26:40] [27f46dbe13ae2811dfd3a6f3c54d4d50]
F   PD      [(Partial) Autocorrelation Function] [Paper: werklooshe...] [2008-12-05 10:43:32] [74be16979710d4c4e7c6647856088456]
F RMP         [Spectral Analysis] [paper: spectral a...] [2008-12-05 11:18:29] [74be16979710d4c4e7c6647856088456]
-   P           [Spectral Analysis] [Paper werklooshei...] [2008-12-05 11:38:42] [74be16979710d4c4e7c6647856088456]
-   P           [Spectral Analysis] [Paper spectral an...] [2008-12-05 11:38:42] [74be16979710d4c4e7c6647856088456]
-                 [Spectral Analysis] [Paper spectral an...] [2008-12-05 11:44:28] [74be16979710d4c4e7c6647856088456]
F                   [Spectral Analysis] [Paper: spectral a...] [2008-12-05 11:46:39] [74be16979710d4c4e7c6647856088456]
F   P                 [Spectral Analysis] [Paper: spectral a...] [2008-12-05 11:50:13] [74be16979710d4c4e7c6647856088456]
F RMP                   [Standard Deviation-Mean Plot] [Paper: SD mean-pl...] [2008-12-05 13:05:29] [74be16979710d4c4e7c6647856088456]
-                         [Standard Deviation-Mean Plot] [paper stan dev me...] [2008-12-16 17:54:29] [5de5fb433ddcb9578e0fa830f795b7e9]
-    D                      [Standard Deviation-Mean Plot] [paper sdmp werk 20] [2008-12-18 13:23:55] [5de5fb433ddcb9578e0fa830f795b7e9]
-                       [Spectral Analysis] [paper spect D,d 1...] [2008-12-16 19:34:27] [cffae85c0a86f346d9df0bc892725b8f]
-    D                    [Spectral Analysis] [paper spec D,d 1,...] [2008-12-18 14:27:52] [5de5fb433ddcb9578e0fa830f795b7e9]
-             [(Partial) Autocorrelation Function] [paper autocor D,d...] [2008-12-16 19:30:19] [cffae85c0a86f346d9df0bc892725b8f]
-    D          [(Partial) Autocorrelation Function] [paper auto D,d 1,...] [2008-12-18 14:18:44] [5de5fb433ddcb9578e0fa830f795b7e9]
-    D      [(Partial) Autocorrelation Function] [paper autocor D,d...] [2008-12-16 19:08:07] [cffae85c0a86f346d9df0bc892725b8f]
-    D        [(Partial) Autocorrelation Function] [paper auto D,d 0,...] [2008-12-18 14:09:39] [5de5fb433ddcb9578e0fa830f795b7e9]
- RMPD      [Spectral Analysis] [paper autocor D,d...] [2008-12-16 19:12:18] [cffae85c0a86f346d9df0bc892725b8f]
-    D        [Spectral Analysis] [paper spec D,d 0,...] [2008-12-18 14:13:25] [5de5fb433ddcb9578e0fa830f795b7e9]
-   P     [(Partial) Autocorrelation Function] [Paper: autocorrel...] [2008-12-05 13:14:10] [74be16979710d4c4e7c6647856088456]
F RMP       [ARIMA Backward Selection] [Paper ARIMA-model...] [2008-12-08 21:09:11] [27f46dbe13ae2811dfd3a6f3c54d4d50]
-   P         [ARIMA Backward Selection] [arma beoordeling ...] [2008-12-16 06:56:59] [090686c1af2bb318059a6f656863a319]
-         [(Partial) Autocorrelation Function] [paper autocorr D,...] [2008-12-16 18:55:35] [cffae85c0a86f346d9df0bc892725b8f]
-    D      [(Partial) Autocorrelation Function] [paper auto D,d 0,...] [2008-12-18 14:00:03] [5de5fb433ddcb9578e0fa830f795b7e9]
- RMP     [Spectral Analysis] [paper spect D,d 0...] [2008-12-16 18:57:19] [cffae85c0a86f346d9df0bc892725b8f]
-    D      [Spectral Analysis] [paper spec D,d 0,...] [2008-12-18 14:03:10] [5de5fb433ddcb9578e0fa830f795b7e9]
Feedback Forum
2008-12-16 06:36:58 [Nilay Erdogdu] [reply] 
we merken duidelijk een daling op in het begin van de reeks, deze daling is dan ook significant. Wanneer we lag 12, 36 enzv controleren, kunnen we nog niet echt een seizonaliteit vaststellen.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
95.20
95.00
94.00
92.20
91.00
91.20
103.40
105.00
104.60
103.80
101.80
102.40
103.80
103.40
102.00
101.80
100.20
101.40
113.80
116.00
115.60
113.00
109.40
111.00
112.40
112.20
111.00
108.80
107.40
108.60
118.80
122.20
122.60
122.20
118.80
119.00
118.20
117.80
116.80
114.60
113.40
113.80
124.20
125.80
125.60
122.40
119.00
119.40
118.60
118.00
116.00
114.80
114.60
114.60
124.00
125.20
124.00
117.60
113.20
111.40
112.20
109.80
106.40
105.20
102.20
99.80
111.00
113.00
108.40
105.40
102.00
102.80

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=29136&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=29136&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29136&T=0

As an alternative you can also use a QR Code:  
QR Code


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

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.884797.50770
20.7243236.14610
30.5926285.02862e-06
40.512294.34692.2e-05
50.4842484.1095.2e-05
60.4449073.77520.000163
70.3949153.3510.000643
80.34272.90790.002417
90.33392.83320.002987
100.3678173.1210.001297
110.4192483.55740.000334
120.4364233.70320.000207
130.323592.74580.00381
140.1748191.48340.071168
150.0499110.42350.336594
16-0.015671-0.1330.447291
17-0.038357-0.32550.372884
18-0.065117-0.55250.291146
19-0.088759-0.75310.226908
20-0.114711-0.97340.166818
21-0.109502-0.92920.177956
22-0.076948-0.65290.257941
23-0.039722-0.33710.368529
24-0.025056-0.21260.416118
25-0.106588-0.90440.184392
26-0.217209-1.84310.034716
27-0.302694-2.56840.006145
28-0.346029-2.93620.002229
29-0.355523-3.01670.001765
30-0.366563-3.11040.001339
31-0.374693-3.17940.001088
32-0.378363-3.21050.00099
33-0.352806-2.99370.001888
34-0.302239-2.56460.006208
35-0.250485-2.12540.018491
36-0.216003-1.83280.03548
37-0.260124-2.20720.015243
38-0.323174-2.74220.003847
39-0.361391-3.06650.001525
40-0.364163-3.090.001422
41-0.342039-2.90230.002456
42-0.32475-2.75560.003708
43-0.305752-2.59440.005737
44-0.289622-2.45750.008199
45-0.251784-2.13650.018021
46-0.202469-1.7180.045047
47-0.151628-1.28660.101176
48-0.10708-0.90860.183294
49-0.121406-1.03020.15319
50-0.151308-1.28390.101648
51-0.161374-1.36930.08758
52-0.143908-1.22110.113017
53-0.105908-0.89870.185914
54-0.069314-0.58810.279137
55-0.034665-0.29410.384749
560.0007470.00630.49748
570.0447570.37980.352614
580.0775760.65830.256236
590.1067060.90540.18413
600.1304241.10670.136057

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.88479 & 7.5077 & 0 \tabularnewline
2 & 0.724323 & 6.1461 & 0 \tabularnewline
3 & 0.592628 & 5.0286 & 2e-06 \tabularnewline
4 & 0.51229 & 4.3469 & 2.2e-05 \tabularnewline
5 & 0.484248 & 4.109 & 5.2e-05 \tabularnewline
6 & 0.444907 & 3.7752 & 0.000163 \tabularnewline
7 & 0.394915 & 3.351 & 0.000643 \tabularnewline
8 & 0.3427 & 2.9079 & 0.002417 \tabularnewline
9 & 0.3339 & 2.8332 & 0.002987 \tabularnewline
10 & 0.367817 & 3.121 & 0.001297 \tabularnewline
11 & 0.419248 & 3.5574 & 0.000334 \tabularnewline
12 & 0.436423 & 3.7032 & 0.000207 \tabularnewline
13 & 0.32359 & 2.7458 & 0.00381 \tabularnewline
14 & 0.174819 & 1.4834 & 0.071168 \tabularnewline
15 & 0.049911 & 0.4235 & 0.336594 \tabularnewline
16 & -0.015671 & -0.133 & 0.447291 \tabularnewline
17 & -0.038357 & -0.3255 & 0.372884 \tabularnewline
18 & -0.065117 & -0.5525 & 0.291146 \tabularnewline
19 & -0.088759 & -0.7531 & 0.226908 \tabularnewline
20 & -0.114711 & -0.9734 & 0.166818 \tabularnewline
21 & -0.109502 & -0.9292 & 0.177956 \tabularnewline
22 & -0.076948 & -0.6529 & 0.257941 \tabularnewline
23 & -0.039722 & -0.3371 & 0.368529 \tabularnewline
24 & -0.025056 & -0.2126 & 0.416118 \tabularnewline
25 & -0.106588 & -0.9044 & 0.184392 \tabularnewline
26 & -0.217209 & -1.8431 & 0.034716 \tabularnewline
27 & -0.302694 & -2.5684 & 0.006145 \tabularnewline
28 & -0.346029 & -2.9362 & 0.002229 \tabularnewline
29 & -0.355523 & -3.0167 & 0.001765 \tabularnewline
30 & -0.366563 & -3.1104 & 0.001339 \tabularnewline
31 & -0.374693 & -3.1794 & 0.001088 \tabularnewline
32 & -0.378363 & -3.2105 & 0.00099 \tabularnewline
33 & -0.352806 & -2.9937 & 0.001888 \tabularnewline
34 & -0.302239 & -2.5646 & 0.006208 \tabularnewline
35 & -0.250485 & -2.1254 & 0.018491 \tabularnewline
36 & -0.216003 & -1.8328 & 0.03548 \tabularnewline
37 & -0.260124 & -2.2072 & 0.015243 \tabularnewline
38 & -0.323174 & -2.7422 & 0.003847 \tabularnewline
39 & -0.361391 & -3.0665 & 0.001525 \tabularnewline
40 & -0.364163 & -3.09 & 0.001422 \tabularnewline
41 & -0.342039 & -2.9023 & 0.002456 \tabularnewline
42 & -0.32475 & -2.7556 & 0.003708 \tabularnewline
43 & -0.305752 & -2.5944 & 0.005737 \tabularnewline
44 & -0.289622 & -2.4575 & 0.008199 \tabularnewline
45 & -0.251784 & -2.1365 & 0.018021 \tabularnewline
46 & -0.202469 & -1.718 & 0.045047 \tabularnewline
47 & -0.151628 & -1.2866 & 0.101176 \tabularnewline
48 & -0.10708 & -0.9086 & 0.183294 \tabularnewline
49 & -0.121406 & -1.0302 & 0.15319 \tabularnewline
50 & -0.151308 & -1.2839 & 0.101648 \tabularnewline
51 & -0.161374 & -1.3693 & 0.08758 \tabularnewline
52 & -0.143908 & -1.2211 & 0.113017 \tabularnewline
53 & -0.105908 & -0.8987 & 0.185914 \tabularnewline
54 & -0.069314 & -0.5881 & 0.279137 \tabularnewline
55 & -0.034665 & -0.2941 & 0.384749 \tabularnewline
56 & 0.000747 & 0.0063 & 0.49748 \tabularnewline
57 & 0.044757 & 0.3798 & 0.352614 \tabularnewline
58 & 0.077576 & 0.6583 & 0.256236 \tabularnewline
59 & 0.106706 & 0.9054 & 0.18413 \tabularnewline
60 & 0.130424 & 1.1067 & 0.136057 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29136&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]0.88479[/C][C]7.5077[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.724323[/C][C]6.1461[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.592628[/C][C]5.0286[/C][C]2e-06[/C][/ROW]
[ROW][C]4[/C][C]0.51229[/C][C]4.3469[/C][C]2.2e-05[/C][/ROW]
[ROW][C]5[/C][C]0.484248[/C][C]4.109[/C][C]5.2e-05[/C][/ROW]
[ROW][C]6[/C][C]0.444907[/C][C]3.7752[/C][C]0.000163[/C][/ROW]
[ROW][C]7[/C][C]0.394915[/C][C]3.351[/C][C]0.000643[/C][/ROW]
[ROW][C]8[/C][C]0.3427[/C][C]2.9079[/C][C]0.002417[/C][/ROW]
[ROW][C]9[/C][C]0.3339[/C][C]2.8332[/C][C]0.002987[/C][/ROW]
[ROW][C]10[/C][C]0.367817[/C][C]3.121[/C][C]0.001297[/C][/ROW]
[ROW][C]11[/C][C]0.419248[/C][C]3.5574[/C][C]0.000334[/C][/ROW]
[ROW][C]12[/C][C]0.436423[/C][C]3.7032[/C][C]0.000207[/C][/ROW]
[ROW][C]13[/C][C]0.32359[/C][C]2.7458[/C][C]0.00381[/C][/ROW]
[ROW][C]14[/C][C]0.174819[/C][C]1.4834[/C][C]0.071168[/C][/ROW]
[ROW][C]15[/C][C]0.049911[/C][C]0.4235[/C][C]0.336594[/C][/ROW]
[ROW][C]16[/C][C]-0.015671[/C][C]-0.133[/C][C]0.447291[/C][/ROW]
[ROW][C]17[/C][C]-0.038357[/C][C]-0.3255[/C][C]0.372884[/C][/ROW]
[ROW][C]18[/C][C]-0.065117[/C][C]-0.5525[/C][C]0.291146[/C][/ROW]
[ROW][C]19[/C][C]-0.088759[/C][C]-0.7531[/C][C]0.226908[/C][/ROW]
[ROW][C]20[/C][C]-0.114711[/C][C]-0.9734[/C][C]0.166818[/C][/ROW]
[ROW][C]21[/C][C]-0.109502[/C][C]-0.9292[/C][C]0.177956[/C][/ROW]
[ROW][C]22[/C][C]-0.076948[/C][C]-0.6529[/C][C]0.257941[/C][/ROW]
[ROW][C]23[/C][C]-0.039722[/C][C]-0.3371[/C][C]0.368529[/C][/ROW]
[ROW][C]24[/C][C]-0.025056[/C][C]-0.2126[/C][C]0.416118[/C][/ROW]
[ROW][C]25[/C][C]-0.106588[/C][C]-0.9044[/C][C]0.184392[/C][/ROW]
[ROW][C]26[/C][C]-0.217209[/C][C]-1.8431[/C][C]0.034716[/C][/ROW]
[ROW][C]27[/C][C]-0.302694[/C][C]-2.5684[/C][C]0.006145[/C][/ROW]
[ROW][C]28[/C][C]-0.346029[/C][C]-2.9362[/C][C]0.002229[/C][/ROW]
[ROW][C]29[/C][C]-0.355523[/C][C]-3.0167[/C][C]0.001765[/C][/ROW]
[ROW][C]30[/C][C]-0.366563[/C][C]-3.1104[/C][C]0.001339[/C][/ROW]
[ROW][C]31[/C][C]-0.374693[/C][C]-3.1794[/C][C]0.001088[/C][/ROW]
[ROW][C]32[/C][C]-0.378363[/C][C]-3.2105[/C][C]0.00099[/C][/ROW]
[ROW][C]33[/C][C]-0.352806[/C][C]-2.9937[/C][C]0.001888[/C][/ROW]
[ROW][C]34[/C][C]-0.302239[/C][C]-2.5646[/C][C]0.006208[/C][/ROW]
[ROW][C]35[/C][C]-0.250485[/C][C]-2.1254[/C][C]0.018491[/C][/ROW]
[ROW][C]36[/C][C]-0.216003[/C][C]-1.8328[/C][C]0.03548[/C][/ROW]
[ROW][C]37[/C][C]-0.260124[/C][C]-2.2072[/C][C]0.015243[/C][/ROW]
[ROW][C]38[/C][C]-0.323174[/C][C]-2.7422[/C][C]0.003847[/C][/ROW]
[ROW][C]39[/C][C]-0.361391[/C][C]-3.0665[/C][C]0.001525[/C][/ROW]
[ROW][C]40[/C][C]-0.364163[/C][C]-3.09[/C][C]0.001422[/C][/ROW]
[ROW][C]41[/C][C]-0.342039[/C][C]-2.9023[/C][C]0.002456[/C][/ROW]
[ROW][C]42[/C][C]-0.32475[/C][C]-2.7556[/C][C]0.003708[/C][/ROW]
[ROW][C]43[/C][C]-0.305752[/C][C]-2.5944[/C][C]0.005737[/C][/ROW]
[ROW][C]44[/C][C]-0.289622[/C][C]-2.4575[/C][C]0.008199[/C][/ROW]
[ROW][C]45[/C][C]-0.251784[/C][C]-2.1365[/C][C]0.018021[/C][/ROW]
[ROW][C]46[/C][C]-0.202469[/C][C]-1.718[/C][C]0.045047[/C][/ROW]
[ROW][C]47[/C][C]-0.151628[/C][C]-1.2866[/C][C]0.101176[/C][/ROW]
[ROW][C]48[/C][C]-0.10708[/C][C]-0.9086[/C][C]0.183294[/C][/ROW]
[ROW][C]49[/C][C]-0.121406[/C][C]-1.0302[/C][C]0.15319[/C][/ROW]
[ROW][C]50[/C][C]-0.151308[/C][C]-1.2839[/C][C]0.101648[/C][/ROW]
[ROW][C]51[/C][C]-0.161374[/C][C]-1.3693[/C][C]0.08758[/C][/ROW]
[ROW][C]52[/C][C]-0.143908[/C][C]-1.2211[/C][C]0.113017[/C][/ROW]
[ROW][C]53[/C][C]-0.105908[/C][C]-0.8987[/C][C]0.185914[/C][/ROW]
[ROW][C]54[/C][C]-0.069314[/C][C]-0.5881[/C][C]0.279137[/C][/ROW]
[ROW][C]55[/C][C]-0.034665[/C][C]-0.2941[/C][C]0.384749[/C][/ROW]
[ROW][C]56[/C][C]0.000747[/C][C]0.0063[/C][C]0.49748[/C][/ROW]
[ROW][C]57[/C][C]0.044757[/C][C]0.3798[/C][C]0.352614[/C][/ROW]
[ROW][C]58[/C][C]0.077576[/C][C]0.6583[/C][C]0.256236[/C][/ROW]
[ROW][C]59[/C][C]0.106706[/C][C]0.9054[/C][C]0.18413[/C][/ROW]
[ROW][C]60[/C][C]0.130424[/C][C]1.1067[/C][C]0.136057[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29136&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29136&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.884797.50770
20.7243236.14610
30.5926285.02862e-06
40.512294.34692.2e-05
50.4842484.1095.2e-05
60.4449073.77520.000163
70.3949153.3510.000643
80.34272.90790.002417
90.33392.83320.002987
100.3678173.1210.001297
110.4192483.55740.000334
120.4364233.70320.000207
130.323592.74580.00381
140.1748191.48340.071168
150.0499110.42350.336594
16-0.015671-0.1330.447291
17-0.038357-0.32550.372884
18-0.065117-0.55250.291146
19-0.088759-0.75310.226908
20-0.114711-0.97340.166818
21-0.109502-0.92920.177956
22-0.076948-0.65290.257941
23-0.039722-0.33710.368529
24-0.025056-0.21260.416118
25-0.106588-0.90440.184392
26-0.217209-1.84310.034716
27-0.302694-2.56840.006145
28-0.346029-2.93620.002229
29-0.355523-3.01670.001765
30-0.366563-3.11040.001339
31-0.374693-3.17940.001088
32-0.378363-3.21050.00099
33-0.352806-2.99370.001888
34-0.302239-2.56460.006208
35-0.250485-2.12540.018491
36-0.216003-1.83280.03548
37-0.260124-2.20720.015243
38-0.323174-2.74220.003847
39-0.361391-3.06650.001525
40-0.364163-3.090.001422
41-0.342039-2.90230.002456
42-0.32475-2.75560.003708
43-0.305752-2.59440.005737
44-0.289622-2.45750.008199
45-0.251784-2.13650.018021
46-0.202469-1.7180.045047
47-0.151628-1.28660.101176
48-0.10708-0.90860.183294
49-0.121406-1.03020.15319
50-0.151308-1.28390.101648
51-0.161374-1.36930.08758
52-0.143908-1.22110.113017
53-0.105908-0.89870.185914
54-0.069314-0.58810.279137
55-0.034665-0.29410.384749
560.0007470.00630.49748
570.0447570.37980.352614
580.0775760.65830.256236
590.1067060.90540.18413
600.1304241.10670.136057






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.884797.50770
2-0.269544-2.28720.012564
30.0869060.73740.231631
40.1089430.92440.17918
50.1351331.14660.127663
6-0.126518-1.07350.143307
70.0254390.21590.414854
80.0036570.0310.487666
90.2021381.71520.045305
100.0935010.79340.215082
110.1085960.92150.179942
12-0.090152-0.7650.223396
13-0.490598-4.16294.3e-05
14-0.034579-0.29340.385025
15-0.058214-0.4940.311417
160.0536080.45490.325284
17-0.067433-0.57220.28449
180.0328580.27880.390594
190.074740.63420.263983
20-0.020344-0.17260.431715
21-0.010809-0.09170.463589
22-0.034252-0.29060.386081
23-0.021249-0.18030.428711
240.0048490.04110.483648
25-0.165655-1.40560.082068
26-0.009653-0.08190.467473
270.0034050.02890.488515
28-0.090129-0.76480.223455
29-0.052156-0.44260.329705
30-0.02932-0.24880.402117
31-0.019075-0.16190.435936
32-0.014103-0.11970.452538
330.0153030.12980.448524
340.0443070.3760.354027
350.0005470.00460.498154
360.0122520.1040.458743
37-0.099348-0.8430.201011
380.0375790.31890.375374
39-0.000872-0.00740.49706
40-0.015352-0.13030.448359
41-0.034829-0.29550.384219
420.0209770.1780.429615
43-0.012936-0.10980.456451
44-0.06706-0.5690.285556
45-0.010958-0.0930.46309
46-0.066799-0.56680.286303
470.0378190.32090.374607
480.0340970.28930.386584
490.0064770.0550.478161
500.0192690.16350.43529
510.0303330.25740.398808
52-0.006758-0.05730.477216
530.0148280.12580.450114
540.0374220.31750.375877
55-0.008282-0.07030.472084
560.0614210.52120.301921
57-0.028446-0.24140.404976
58-0.09596-0.81420.209094
59-0.01182-0.10030.460195
60-0.026175-0.22210.412431

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.88479 & 7.5077 & 0 \tabularnewline
2 & -0.269544 & -2.2872 & 0.012564 \tabularnewline
3 & 0.086906 & 0.7374 & 0.231631 \tabularnewline
4 & 0.108943 & 0.9244 & 0.17918 \tabularnewline
5 & 0.135133 & 1.1466 & 0.127663 \tabularnewline
6 & -0.126518 & -1.0735 & 0.143307 \tabularnewline
7 & 0.025439 & 0.2159 & 0.414854 \tabularnewline
8 & 0.003657 & 0.031 & 0.487666 \tabularnewline
9 & 0.202138 & 1.7152 & 0.045305 \tabularnewline
10 & 0.093501 & 0.7934 & 0.215082 \tabularnewline
11 & 0.108596 & 0.9215 & 0.179942 \tabularnewline
12 & -0.090152 & -0.765 & 0.223396 \tabularnewline
13 & -0.490598 & -4.1629 & 4.3e-05 \tabularnewline
14 & -0.034579 & -0.2934 & 0.385025 \tabularnewline
15 & -0.058214 & -0.494 & 0.311417 \tabularnewline
16 & 0.053608 & 0.4549 & 0.325284 \tabularnewline
17 & -0.067433 & -0.5722 & 0.28449 \tabularnewline
18 & 0.032858 & 0.2788 & 0.390594 \tabularnewline
19 & 0.07474 & 0.6342 & 0.263983 \tabularnewline
20 & -0.020344 & -0.1726 & 0.431715 \tabularnewline
21 & -0.010809 & -0.0917 & 0.463589 \tabularnewline
22 & -0.034252 & -0.2906 & 0.386081 \tabularnewline
23 & -0.021249 & -0.1803 & 0.428711 \tabularnewline
24 & 0.004849 & 0.0411 & 0.483648 \tabularnewline
25 & -0.165655 & -1.4056 & 0.082068 \tabularnewline
26 & -0.009653 & -0.0819 & 0.467473 \tabularnewline
27 & 0.003405 & 0.0289 & 0.488515 \tabularnewline
28 & -0.090129 & -0.7648 & 0.223455 \tabularnewline
29 & -0.052156 & -0.4426 & 0.329705 \tabularnewline
30 & -0.02932 & -0.2488 & 0.402117 \tabularnewline
31 & -0.019075 & -0.1619 & 0.435936 \tabularnewline
32 & -0.014103 & -0.1197 & 0.452538 \tabularnewline
33 & 0.015303 & 0.1298 & 0.448524 \tabularnewline
34 & 0.044307 & 0.376 & 0.354027 \tabularnewline
35 & 0.000547 & 0.0046 & 0.498154 \tabularnewline
36 & 0.012252 & 0.104 & 0.458743 \tabularnewline
37 & -0.099348 & -0.843 & 0.201011 \tabularnewline
38 & 0.037579 & 0.3189 & 0.375374 \tabularnewline
39 & -0.000872 & -0.0074 & 0.49706 \tabularnewline
40 & -0.015352 & -0.1303 & 0.448359 \tabularnewline
41 & -0.034829 & -0.2955 & 0.384219 \tabularnewline
42 & 0.020977 & 0.178 & 0.429615 \tabularnewline
43 & -0.012936 & -0.1098 & 0.456451 \tabularnewline
44 & -0.06706 & -0.569 & 0.285556 \tabularnewline
45 & -0.010958 & -0.093 & 0.46309 \tabularnewline
46 & -0.066799 & -0.5668 & 0.286303 \tabularnewline
47 & 0.037819 & 0.3209 & 0.374607 \tabularnewline
48 & 0.034097 & 0.2893 & 0.386584 \tabularnewline
49 & 0.006477 & 0.055 & 0.478161 \tabularnewline
50 & 0.019269 & 0.1635 & 0.43529 \tabularnewline
51 & 0.030333 & 0.2574 & 0.398808 \tabularnewline
52 & -0.006758 & -0.0573 & 0.477216 \tabularnewline
53 & 0.014828 & 0.1258 & 0.450114 \tabularnewline
54 & 0.037422 & 0.3175 & 0.375877 \tabularnewline
55 & -0.008282 & -0.0703 & 0.472084 \tabularnewline
56 & 0.061421 & 0.5212 & 0.301921 \tabularnewline
57 & -0.028446 & -0.2414 & 0.404976 \tabularnewline
58 & -0.09596 & -0.8142 & 0.209094 \tabularnewline
59 & -0.01182 & -0.1003 & 0.460195 \tabularnewline
60 & -0.026175 & -0.2221 & 0.412431 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29136&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]0.88479[/C][C]7.5077[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.269544[/C][C]-2.2872[/C][C]0.012564[/C][/ROW]
[ROW][C]3[/C][C]0.086906[/C][C]0.7374[/C][C]0.231631[/C][/ROW]
[ROW][C]4[/C][C]0.108943[/C][C]0.9244[/C][C]0.17918[/C][/ROW]
[ROW][C]5[/C][C]0.135133[/C][C]1.1466[/C][C]0.127663[/C][/ROW]
[ROW][C]6[/C][C]-0.126518[/C][C]-1.0735[/C][C]0.143307[/C][/ROW]
[ROW][C]7[/C][C]0.025439[/C][C]0.2159[/C][C]0.414854[/C][/ROW]
[ROW][C]8[/C][C]0.003657[/C][C]0.031[/C][C]0.487666[/C][/ROW]
[ROW][C]9[/C][C]0.202138[/C][C]1.7152[/C][C]0.045305[/C][/ROW]
[ROW][C]10[/C][C]0.093501[/C][C]0.7934[/C][C]0.215082[/C][/ROW]
[ROW][C]11[/C][C]0.108596[/C][C]0.9215[/C][C]0.179942[/C][/ROW]
[ROW][C]12[/C][C]-0.090152[/C][C]-0.765[/C][C]0.223396[/C][/ROW]
[ROW][C]13[/C][C]-0.490598[/C][C]-4.1629[/C][C]4.3e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.034579[/C][C]-0.2934[/C][C]0.385025[/C][/ROW]
[ROW][C]15[/C][C]-0.058214[/C][C]-0.494[/C][C]0.311417[/C][/ROW]
[ROW][C]16[/C][C]0.053608[/C][C]0.4549[/C][C]0.325284[/C][/ROW]
[ROW][C]17[/C][C]-0.067433[/C][C]-0.5722[/C][C]0.28449[/C][/ROW]
[ROW][C]18[/C][C]0.032858[/C][C]0.2788[/C][C]0.390594[/C][/ROW]
[ROW][C]19[/C][C]0.07474[/C][C]0.6342[/C][C]0.263983[/C][/ROW]
[ROW][C]20[/C][C]-0.020344[/C][C]-0.1726[/C][C]0.431715[/C][/ROW]
[ROW][C]21[/C][C]-0.010809[/C][C]-0.0917[/C][C]0.463589[/C][/ROW]
[ROW][C]22[/C][C]-0.034252[/C][C]-0.2906[/C][C]0.386081[/C][/ROW]
[ROW][C]23[/C][C]-0.021249[/C][C]-0.1803[/C][C]0.428711[/C][/ROW]
[ROW][C]24[/C][C]0.004849[/C][C]0.0411[/C][C]0.483648[/C][/ROW]
[ROW][C]25[/C][C]-0.165655[/C][C]-1.4056[/C][C]0.082068[/C][/ROW]
[ROW][C]26[/C][C]-0.009653[/C][C]-0.0819[/C][C]0.467473[/C][/ROW]
[ROW][C]27[/C][C]0.003405[/C][C]0.0289[/C][C]0.488515[/C][/ROW]
[ROW][C]28[/C][C]-0.090129[/C][C]-0.7648[/C][C]0.223455[/C][/ROW]
[ROW][C]29[/C][C]-0.052156[/C][C]-0.4426[/C][C]0.329705[/C][/ROW]
[ROW][C]30[/C][C]-0.02932[/C][C]-0.2488[/C][C]0.402117[/C][/ROW]
[ROW][C]31[/C][C]-0.019075[/C][C]-0.1619[/C][C]0.435936[/C][/ROW]
[ROW][C]32[/C][C]-0.014103[/C][C]-0.1197[/C][C]0.452538[/C][/ROW]
[ROW][C]33[/C][C]0.015303[/C][C]0.1298[/C][C]0.448524[/C][/ROW]
[ROW][C]34[/C][C]0.044307[/C][C]0.376[/C][C]0.354027[/C][/ROW]
[ROW][C]35[/C][C]0.000547[/C][C]0.0046[/C][C]0.498154[/C][/ROW]
[ROW][C]36[/C][C]0.012252[/C][C]0.104[/C][C]0.458743[/C][/ROW]
[ROW][C]37[/C][C]-0.099348[/C][C]-0.843[/C][C]0.201011[/C][/ROW]
[ROW][C]38[/C][C]0.037579[/C][C]0.3189[/C][C]0.375374[/C][/ROW]
[ROW][C]39[/C][C]-0.000872[/C][C]-0.0074[/C][C]0.49706[/C][/ROW]
[ROW][C]40[/C][C]-0.015352[/C][C]-0.1303[/C][C]0.448359[/C][/ROW]
[ROW][C]41[/C][C]-0.034829[/C][C]-0.2955[/C][C]0.384219[/C][/ROW]
[ROW][C]42[/C][C]0.020977[/C][C]0.178[/C][C]0.429615[/C][/ROW]
[ROW][C]43[/C][C]-0.012936[/C][C]-0.1098[/C][C]0.456451[/C][/ROW]
[ROW][C]44[/C][C]-0.06706[/C][C]-0.569[/C][C]0.285556[/C][/ROW]
[ROW][C]45[/C][C]-0.010958[/C][C]-0.093[/C][C]0.46309[/C][/ROW]
[ROW][C]46[/C][C]-0.066799[/C][C]-0.5668[/C][C]0.286303[/C][/ROW]
[ROW][C]47[/C][C]0.037819[/C][C]0.3209[/C][C]0.374607[/C][/ROW]
[ROW][C]48[/C][C]0.034097[/C][C]0.2893[/C][C]0.386584[/C][/ROW]
[ROW][C]49[/C][C]0.006477[/C][C]0.055[/C][C]0.478161[/C][/ROW]
[ROW][C]50[/C][C]0.019269[/C][C]0.1635[/C][C]0.43529[/C][/ROW]
[ROW][C]51[/C][C]0.030333[/C][C]0.2574[/C][C]0.398808[/C][/ROW]
[ROW][C]52[/C][C]-0.006758[/C][C]-0.0573[/C][C]0.477216[/C][/ROW]
[ROW][C]53[/C][C]0.014828[/C][C]0.1258[/C][C]0.450114[/C][/ROW]
[ROW][C]54[/C][C]0.037422[/C][C]0.3175[/C][C]0.375877[/C][/ROW]
[ROW][C]55[/C][C]-0.008282[/C][C]-0.0703[/C][C]0.472084[/C][/ROW]
[ROW][C]56[/C][C]0.061421[/C][C]0.5212[/C][C]0.301921[/C][/ROW]
[ROW][C]57[/C][C]-0.028446[/C][C]-0.2414[/C][C]0.404976[/C][/ROW]
[ROW][C]58[/C][C]-0.09596[/C][C]-0.8142[/C][C]0.209094[/C][/ROW]
[ROW][C]59[/C][C]-0.01182[/C][C]-0.1003[/C][C]0.460195[/C][/ROW]
[ROW][C]60[/C][C]-0.026175[/C][C]-0.2221[/C][C]0.412431[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29136&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29136&T=2

As an alternative you can also use a QR Code:  
QR Code


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

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.884797.50770
2-0.269544-2.28720.012564
30.0869060.73740.231631
40.1089430.92440.17918
50.1351331.14660.127663
6-0.126518-1.07350.143307
70.0254390.21590.414854
80.0036570.0310.487666
90.2021381.71520.045305
100.0935010.79340.215082
110.1085960.92150.179942
12-0.090152-0.7650.223396
13-0.490598-4.16294.3e-05
14-0.034579-0.29340.385025
15-0.058214-0.4940.311417
160.0536080.45490.325284
17-0.067433-0.57220.28449
180.0328580.27880.390594
190.074740.63420.263983
20-0.020344-0.17260.431715
21-0.010809-0.09170.463589
22-0.034252-0.29060.386081
23-0.021249-0.18030.428711
240.0048490.04110.483648
25-0.165655-1.40560.082068
26-0.009653-0.08190.467473
270.0034050.02890.488515
28-0.090129-0.76480.223455
29-0.052156-0.44260.329705
30-0.02932-0.24880.402117
31-0.019075-0.16190.435936
32-0.014103-0.11970.452538
330.0153030.12980.448524
340.0443070.3760.354027
350.0005470.00460.498154
360.0122520.1040.458743
37-0.099348-0.8430.201011
380.0375790.31890.375374
39-0.000872-0.00740.49706
40-0.015352-0.13030.448359
41-0.034829-0.29550.384219
420.0209770.1780.429615
43-0.012936-0.10980.456451
44-0.06706-0.5690.285556
45-0.010958-0.0930.46309
46-0.066799-0.56680.286303
470.0378190.32090.374607
480.0340970.28930.386584
490.0064770.0550.478161
500.0192690.16350.43529
510.0303330.25740.398808
52-0.006758-0.05730.477216
530.0148280.12580.450114
540.0374220.31750.375877
55-0.008282-0.07030.472084
560.0614210.52120.301921
57-0.028446-0.24140.404976
58-0.09596-0.81420.209094
59-0.01182-0.10030.460195
60-0.026175-0.22210.412431


Figures (Output of Computation)

Input Parameters & R Code

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')