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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationSun, 07 Dec 2008 08:05:29 -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/07/t12286624676y0au5alf1dcw3x.htm/, Retrieved Wed, 22 May 2024 16:45:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30050, Retrieved Wed, 22 May 2024 16:45:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact277

Tree of Dependent Computations

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]
- RMPD  [Standard Deviation-Mean Plot] [Identification an...] [2008-12-07 14:45:52] [b943bd7078334192ff8343563ee31113]
- RM      [Variance Reduction Matrix] [Identification an...] [2008-12-07 14:47:22] [b943bd7078334192ff8343563ee31113]
- RMP       [(Partial) Autocorrelation Function] [Identification an...] [2008-12-07 14:51:36] [b943bd7078334192ff8343563ee31113]
F   P         [(Partial) Autocorrelation Function] [Identification an...] [2008-12-07 14:54:30] [b943bd7078334192ff8343563ee31113]
-   P           [(Partial) Autocorrelation Function] [Identification an...] [2008-12-07 14:58:01] [b943bd7078334192ff8343563ee31113]
F RMP             [Spectral Analysis] [Identification an...] [2008-12-07 15:02:51] [b943bd7078334192ff8343563ee31113]
F RMP                 [(Partial) Autocorrelation Function] [Identification an...] [2008-12-07 15:05:29] [620b6ad5c4696049e39cb73ce029682c] [Current]
F RMP                   [ARIMA Backward Selection] [Identification an...] [2008-12-07 15:45:38] [b943bd7078334192ff8343563ee31113]
-   P                     [ARIMA Backward Selection] [ARIMA Backward Mo...] [2008-12-12 14:40:13] [b943bd7078334192ff8343563ee31113]
- RMP                       [ARIMA Forecasting] [ARIMA Forecasting...] [2008-12-15 17:00:29] [b943bd7078334192ff8343563ee31113]
F   P                         [ARIMA Forecasting] [ARIMA Forecasting...] [2008-12-15 18:00:13] [b943bd7078334192ff8343563ee31113]
-   P                     [ARIMA Backward Selection] [ARIMA Backward Mo...] [2008-12-12 14:46:56] [b943bd7078334192ff8343563ee31113]
-   P                       [ARIMA Backward Selection] [ARIMA ciska] [2008-12-20 21:03:45] [ed2ba3b6182103c15c0ab511ae4e6284]
-   P                       [ARIMA Backward Selection] [] [2008-12-20 22:26:43] [b98453cac15ba1066b407e146608df68]
- RMP                       [ARIMA Forecasting] [] [2008-12-20 22:29:20] [b98453cac15ba1066b407e146608df68]
- R PD                    [ARIMA Backward Selection] [ARIMA olie] [2008-12-20 13:29:28] [7458e879e85b911182071700fff19fbd]
-    D                      [ARIMA Backward Selection] [Arima BEL20] [2008-12-22 11:36:19] [7458e879e85b911182071700fff19fbd]
- RMP                       [ARIMA Backward Selection] [] [2009-12-28 20:46:18] [a171cf7519360d15de770637ace99f7a]
- RMPD                      [ARIMA Backward Selection] [] [2009-12-28 20:54:47] [a171cf7519360d15de770637ace99f7a]
-   P                   [(Partial) Autocorrelation Function] [Identification an...] [2008-12-12 12:38:52] [b943bd7078334192ff8343563ee31113]
Feedback Forum
2008-12-12 12:40:29 [Ciska Tanghe] [reply] 
Ook hier met D gelijkgesteld worden aan 1 omdat er wel degelijk seizoenaliteit is (tweejaarlijks).

Dit is een correcte berekening:

http://www.freestatistics.org/blog/date/2008/Dec/12/t1229085609xq9e0mmokiat0u6.htm

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1593
1477.9
1733.7
1569.7
1843.7
1950.3
1657.5
1772.1
1568.3
1809.8
1646.7
1808.5
1763.9
1625.5
1538.8
1342.4
1645.1
1619.9
1338.1
1505.5
1529.1
1511.9
1656.7
1694.4
1662.3
1588.7
1483.3
1585.6
1658.9
1584.4
1470.6
1618.7
1407.6
1473.9
1515.3
1485.4
1496.1
1493.5
1298.4
1375.3
1507.9
1455.3
1363.3
1392.8
1348.8
1880.3
1669.2
1543.6
1701.2
1516.5
1466.8
1484.1
1577.2
1684.5
1414.7
1674.5
1598.7
1739.1
1674.6
1671.8
1802
1526.8
1580.9
1634.8
1610.3
1712
1678.8
1708.1
1680.6
2056
1624
2021.4
1861.1
1750.8
1767.5
1710.3
2151.5
2047.9
1915.4
1984.7
1896.5
2170.8
2139.9
2330.5
2121.8
2226.8
1857.9
2155.9
2341.7
2290.2
2006.5
2111.9
1731.3
1762.2
1863.2
1943.5
1975.2

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30050&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30050&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30050&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Autocorrelation Function
Time lag kACF(k)T-STATP-value
1-0.471632-4.6216e-06
20.0325690.31910.375168
30.0152910.14980.440611
4-0.140658-1.37820.085679
50.1437131.40810.081167
6-0.088034-0.86260.195266
70.1088231.06620.144494
8-0.019755-0.19360.423466
9-0.060017-0.5880.278941
10-0.088337-0.86550.194456
11-0.047954-0.46990.319762
120.3579513.50720.000345
13-0.291681-2.85790.002615
140.1646921.61360.054944
15-0.127985-1.2540.106445
16-0.048681-0.4770.317232
170.0606520.59430.276865
180.0523120.51260.304721
19-0.045051-0.44140.329956
200.0871540.85390.197634
21-0.073472-0.71990.236674
22-0.081163-0.79520.21422
230.0330270.32360.373473
240.1968191.92840.028379
25-0.166016-1.62660.053549
260.1782971.74690.041922
27-0.257107-2.51910.006708
280.0398010.390.348711
290.1633831.60080.056351
30-0.17881-1.7520.041486
310.0761250.74590.228783
320.0961850.94240.174172
33-0.137261-1.34490.090917
34-0.008234-0.08070.467933
35-0.057312-0.56150.28787
360.229272.24640.013486
37-0.128659-1.26060.105255
380.0340870.3340.369559
39-0.109911-1.07690.142111
400.031820.31180.377944
410.0619860.60730.272531
42-0.094359-0.92450.178765
430.1525441.49460.069146
44-0.003613-0.03540.485918
45-0.174351-1.70830.045407
460.1369991.34230.09133
47-0.161489-1.58230.058439
480.1472531.44280.076169
49-0.017861-0.1750.430723
50-0.031502-0.30870.379125
51-0.016668-0.16330.435308
52-0.014619-0.14320.443202
530.0384920.37710.353449
54-0.024183-0.23690.406604
550.0847960.83080.204066
56-0.053976-0.52890.299064
57-0.021156-0.20730.418114
580.0147820.14480.442571
59-0.111695-1.09440.138263
600.2210142.16550.016414

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.471632 & -4.621 & 6e-06 \tabularnewline
2 & 0.032569 & 0.3191 & 0.375168 \tabularnewline
3 & 0.015291 & 0.1498 & 0.440611 \tabularnewline
4 & -0.140658 & -1.3782 & 0.085679 \tabularnewline
5 & 0.143713 & 1.4081 & 0.081167 \tabularnewline
6 & -0.088034 & -0.8626 & 0.195266 \tabularnewline
7 & 0.108823 & 1.0662 & 0.144494 \tabularnewline
8 & -0.019755 & -0.1936 & 0.423466 \tabularnewline
9 & -0.060017 & -0.588 & 0.278941 \tabularnewline
10 & -0.088337 & -0.8655 & 0.194456 \tabularnewline
11 & -0.047954 & -0.4699 & 0.319762 \tabularnewline
12 & 0.357951 & 3.5072 & 0.000345 \tabularnewline
13 & -0.291681 & -2.8579 & 0.002615 \tabularnewline
14 & 0.164692 & 1.6136 & 0.054944 \tabularnewline
15 & -0.127985 & -1.254 & 0.106445 \tabularnewline
16 & -0.048681 & -0.477 & 0.317232 \tabularnewline
17 & 0.060652 & 0.5943 & 0.276865 \tabularnewline
18 & 0.052312 & 0.5126 & 0.304721 \tabularnewline
19 & -0.045051 & -0.4414 & 0.329956 \tabularnewline
20 & 0.087154 & 0.8539 & 0.197634 \tabularnewline
21 & -0.073472 & -0.7199 & 0.236674 \tabularnewline
22 & -0.081163 & -0.7952 & 0.21422 \tabularnewline
23 & 0.033027 & 0.3236 & 0.373473 \tabularnewline
24 & 0.196819 & 1.9284 & 0.028379 \tabularnewline
25 & -0.166016 & -1.6266 & 0.053549 \tabularnewline
26 & 0.178297 & 1.7469 & 0.041922 \tabularnewline
27 & -0.257107 & -2.5191 & 0.006708 \tabularnewline
28 & 0.039801 & 0.39 & 0.348711 \tabularnewline
29 & 0.163383 & 1.6008 & 0.056351 \tabularnewline
30 & -0.17881 & -1.752 & 0.041486 \tabularnewline
31 & 0.076125 & 0.7459 & 0.228783 \tabularnewline
32 & 0.096185 & 0.9424 & 0.174172 \tabularnewline
33 & -0.137261 & -1.3449 & 0.090917 \tabularnewline
34 & -0.008234 & -0.0807 & 0.467933 \tabularnewline
35 & -0.057312 & -0.5615 & 0.28787 \tabularnewline
36 & 0.22927 & 2.2464 & 0.013486 \tabularnewline
37 & -0.128659 & -1.2606 & 0.105255 \tabularnewline
38 & 0.034087 & 0.334 & 0.369559 \tabularnewline
39 & -0.109911 & -1.0769 & 0.142111 \tabularnewline
40 & 0.03182 & 0.3118 & 0.377944 \tabularnewline
41 & 0.061986 & 0.6073 & 0.272531 \tabularnewline
42 & -0.094359 & -0.9245 & 0.178765 \tabularnewline
43 & 0.152544 & 1.4946 & 0.069146 \tabularnewline
44 & -0.003613 & -0.0354 & 0.485918 \tabularnewline
45 & -0.174351 & -1.7083 & 0.045407 \tabularnewline
46 & 0.136999 & 1.3423 & 0.09133 \tabularnewline
47 & -0.161489 & -1.5823 & 0.058439 \tabularnewline
48 & 0.147253 & 1.4428 & 0.076169 \tabularnewline
49 & -0.017861 & -0.175 & 0.430723 \tabularnewline
50 & -0.031502 & -0.3087 & 0.379125 \tabularnewline
51 & -0.016668 & -0.1633 & 0.435308 \tabularnewline
52 & -0.014619 & -0.1432 & 0.443202 \tabularnewline
53 & 0.038492 & 0.3771 & 0.353449 \tabularnewline
54 & -0.024183 & -0.2369 & 0.406604 \tabularnewline
55 & 0.084796 & 0.8308 & 0.204066 \tabularnewline
56 & -0.053976 & -0.5289 & 0.299064 \tabularnewline
57 & -0.021156 & -0.2073 & 0.418114 \tabularnewline
58 & 0.014782 & 0.1448 & 0.442571 \tabularnewline
59 & -0.111695 & -1.0944 & 0.138263 \tabularnewline
60 & 0.221014 & 2.1655 & 0.016414 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30050&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]-0.471632[/C][C]-4.621[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]0.032569[/C][C]0.3191[/C][C]0.375168[/C][/ROW]
[ROW][C]3[/C][C]0.015291[/C][C]0.1498[/C][C]0.440611[/C][/ROW]
[ROW][C]4[/C][C]-0.140658[/C][C]-1.3782[/C][C]0.085679[/C][/ROW]
[ROW][C]5[/C][C]0.143713[/C][C]1.4081[/C][C]0.081167[/C][/ROW]
[ROW][C]6[/C][C]-0.088034[/C][C]-0.8626[/C][C]0.195266[/C][/ROW]
[ROW][C]7[/C][C]0.108823[/C][C]1.0662[/C][C]0.144494[/C][/ROW]
[ROW][C]8[/C][C]-0.019755[/C][C]-0.1936[/C][C]0.423466[/C][/ROW]
[ROW][C]9[/C][C]-0.060017[/C][C]-0.588[/C][C]0.278941[/C][/ROW]
[ROW][C]10[/C][C]-0.088337[/C][C]-0.8655[/C][C]0.194456[/C][/ROW]
[ROW][C]11[/C][C]-0.047954[/C][C]-0.4699[/C][C]0.319762[/C][/ROW]
[ROW][C]12[/C][C]0.357951[/C][C]3.5072[/C][C]0.000345[/C][/ROW]
[ROW][C]13[/C][C]-0.291681[/C][C]-2.8579[/C][C]0.002615[/C][/ROW]
[ROW][C]14[/C][C]0.164692[/C][C]1.6136[/C][C]0.054944[/C][/ROW]
[ROW][C]15[/C][C]-0.127985[/C][C]-1.254[/C][C]0.106445[/C][/ROW]
[ROW][C]16[/C][C]-0.048681[/C][C]-0.477[/C][C]0.317232[/C][/ROW]
[ROW][C]17[/C][C]0.060652[/C][C]0.5943[/C][C]0.276865[/C][/ROW]
[ROW][C]18[/C][C]0.052312[/C][C]0.5126[/C][C]0.304721[/C][/ROW]
[ROW][C]19[/C][C]-0.045051[/C][C]-0.4414[/C][C]0.329956[/C][/ROW]
[ROW][C]20[/C][C]0.087154[/C][C]0.8539[/C][C]0.197634[/C][/ROW]
[ROW][C]21[/C][C]-0.073472[/C][C]-0.7199[/C][C]0.236674[/C][/ROW]
[ROW][C]22[/C][C]-0.081163[/C][C]-0.7952[/C][C]0.21422[/C][/ROW]
[ROW][C]23[/C][C]0.033027[/C][C]0.3236[/C][C]0.373473[/C][/ROW]
[ROW][C]24[/C][C]0.196819[/C][C]1.9284[/C][C]0.028379[/C][/ROW]
[ROW][C]25[/C][C]-0.166016[/C][C]-1.6266[/C][C]0.053549[/C][/ROW]
[ROW][C]26[/C][C]0.178297[/C][C]1.7469[/C][C]0.041922[/C][/ROW]
[ROW][C]27[/C][C]-0.257107[/C][C]-2.5191[/C][C]0.006708[/C][/ROW]
[ROW][C]28[/C][C]0.039801[/C][C]0.39[/C][C]0.348711[/C][/ROW]
[ROW][C]29[/C][C]0.163383[/C][C]1.6008[/C][C]0.056351[/C][/ROW]
[ROW][C]30[/C][C]-0.17881[/C][C]-1.752[/C][C]0.041486[/C][/ROW]
[ROW][C]31[/C][C]0.076125[/C][C]0.7459[/C][C]0.228783[/C][/ROW]
[ROW][C]32[/C][C]0.096185[/C][C]0.9424[/C][C]0.174172[/C][/ROW]
[ROW][C]33[/C][C]-0.137261[/C][C]-1.3449[/C][C]0.090917[/C][/ROW]
[ROW][C]34[/C][C]-0.008234[/C][C]-0.0807[/C][C]0.467933[/C][/ROW]
[ROW][C]35[/C][C]-0.057312[/C][C]-0.5615[/C][C]0.28787[/C][/ROW]
[ROW][C]36[/C][C]0.22927[/C][C]2.2464[/C][C]0.013486[/C][/ROW]
[ROW][C]37[/C][C]-0.128659[/C][C]-1.2606[/C][C]0.105255[/C][/ROW]
[ROW][C]38[/C][C]0.034087[/C][C]0.334[/C][C]0.369559[/C][/ROW]
[ROW][C]39[/C][C]-0.109911[/C][C]-1.0769[/C][C]0.142111[/C][/ROW]
[ROW][C]40[/C][C]0.03182[/C][C]0.3118[/C][C]0.377944[/C][/ROW]
[ROW][C]41[/C][C]0.061986[/C][C]0.6073[/C][C]0.272531[/C][/ROW]
[ROW][C]42[/C][C]-0.094359[/C][C]-0.9245[/C][C]0.178765[/C][/ROW]
[ROW][C]43[/C][C]0.152544[/C][C]1.4946[/C][C]0.069146[/C][/ROW]
[ROW][C]44[/C][C]-0.003613[/C][C]-0.0354[/C][C]0.485918[/C][/ROW]
[ROW][C]45[/C][C]-0.174351[/C][C]-1.7083[/C][C]0.045407[/C][/ROW]
[ROW][C]46[/C][C]0.136999[/C][C]1.3423[/C][C]0.09133[/C][/ROW]
[ROW][C]47[/C][C]-0.161489[/C][C]-1.5823[/C][C]0.058439[/C][/ROW]
[ROW][C]48[/C][C]0.147253[/C][C]1.4428[/C][C]0.076169[/C][/ROW]
[ROW][C]49[/C][C]-0.017861[/C][C]-0.175[/C][C]0.430723[/C][/ROW]
[ROW][C]50[/C][C]-0.031502[/C][C]-0.3087[/C][C]0.379125[/C][/ROW]
[ROW][C]51[/C][C]-0.016668[/C][C]-0.1633[/C][C]0.435308[/C][/ROW]
[ROW][C]52[/C][C]-0.014619[/C][C]-0.1432[/C][C]0.443202[/C][/ROW]
[ROW][C]53[/C][C]0.038492[/C][C]0.3771[/C][C]0.353449[/C][/ROW]
[ROW][C]54[/C][C]-0.024183[/C][C]-0.2369[/C][C]0.406604[/C][/ROW]
[ROW][C]55[/C][C]0.084796[/C][C]0.8308[/C][C]0.204066[/C][/ROW]
[ROW][C]56[/C][C]-0.053976[/C][C]-0.5289[/C][C]0.299064[/C][/ROW]
[ROW][C]57[/C][C]-0.021156[/C][C]-0.2073[/C][C]0.418114[/C][/ROW]
[ROW][C]58[/C][C]0.014782[/C][C]0.1448[/C][C]0.442571[/C][/ROW]
[ROW][C]59[/C][C]-0.111695[/C][C]-1.0944[/C][C]0.138263[/C][/ROW]
[ROW][C]60[/C][C]0.221014[/C][C]2.1655[/C][C]0.016414[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30050&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30050&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
1-0.471632-4.6216e-06
20.0325690.31910.375168
30.0152910.14980.440611
4-0.140658-1.37820.085679
50.1437131.40810.081167
6-0.088034-0.86260.195266
70.1088231.06620.144494
8-0.019755-0.19360.423466
9-0.060017-0.5880.278941
10-0.088337-0.86550.194456
11-0.047954-0.46990.319762
120.3579513.50720.000345
13-0.291681-2.85790.002615
140.1646921.61360.054944
15-0.127985-1.2540.106445
16-0.048681-0.4770.317232
170.0606520.59430.276865
180.0523120.51260.304721
19-0.045051-0.44140.329956
200.0871540.85390.197634
21-0.073472-0.71990.236674
22-0.081163-0.79520.21422
230.0330270.32360.373473
240.1968191.92840.028379
25-0.166016-1.62660.053549
260.1782971.74690.041922
27-0.257107-2.51910.006708
280.0398010.390.348711
290.1633831.60080.056351
30-0.17881-1.7520.041486
310.0761250.74590.228783
320.0961850.94240.174172
33-0.137261-1.34490.090917
34-0.008234-0.08070.467933
35-0.057312-0.56150.28787
360.229272.24640.013486
37-0.128659-1.26060.105255
380.0340870.3340.369559
39-0.109911-1.07690.142111
400.031820.31180.377944
410.0619860.60730.272531
42-0.094359-0.92450.178765
430.1525441.49460.069146
44-0.003613-0.03540.485918
45-0.174351-1.70830.045407
460.1369991.34230.09133
47-0.161489-1.58230.058439
480.1472531.44280.076169
49-0.017861-0.1750.430723
50-0.031502-0.30870.379125
51-0.016668-0.16330.435308
52-0.014619-0.14320.443202
530.0384920.37710.353449
54-0.024183-0.23690.406604
550.0847960.83080.204066
56-0.053976-0.52890.299064
57-0.021156-0.20730.418114
580.0147820.14480.442571
59-0.111695-1.09440.138263
600.2210142.16550.016414






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
1-0.471632-4.6216e-06
2-0.244183-2.39250.009341
3-0.110451-1.08220.140938
4-0.239936-2.35090.010387
5-0.066484-0.65140.258171
6-0.100123-0.9810.16453
70.0450920.44180.329811
80.0586260.57440.283514
90.0012520.01230.49512
10-0.188177-1.84380.034152
11-0.279029-2.73390.003726
120.2432212.38310.009569
13-0.008031-0.07870.468724
140.0642710.62970.265185
15-0.079618-0.78010.218627
16-0.080806-0.79170.215234
17-0.119558-1.17140.122163
180.1247281.22210.112335
19-0.111748-1.09490.13815
200.0230890.22620.410752
210.0301840.29570.384034
220.0083980.08230.467297
23-0.084128-0.82430.205912
240.1775621.73970.042554
250.025370.24860.402111
260.1463061.43350.077482
27-0.093915-0.92020.179894
28-0.083715-0.82020.207058
290.1377041.34920.09022
30-0.049706-0.4870.31368
31-0.111982-1.09720.13765
320.0021670.02120.491553
330.0471010.46150.322745
34-0.028137-0.27570.391689
35-0.110218-1.07990.141443
360.0578890.56720.285953
370.0444410.43540.332114
38-0.096736-0.94780.172801
390.0068950.06760.473138
40-0.097279-0.95310.171457
41-0.042995-0.42130.337253
420.0016880.01650.493418
430.0770490.75490.226073
44-0.036838-0.36090.359468
45-0.07213-0.70670.240724
460.0765410.74990.227562
47-0.12635-1.2380.109372
48-0.149056-1.46040.073717
49-0.051123-0.50090.308795
50-0.099341-0.97330.166415
510.0138790.1360.44606
52-0.022904-0.22440.411456
53-0.001902-0.01860.492583
54-0.005573-0.05460.478285
550.0271050.26560.395567
56-0.025244-0.24730.402587
57-0.026749-0.26210.396907
58-0.078568-0.76980.221653
590.0177890.17430.431001
600.0829140.81240.209291

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.471632 & -4.621 & 6e-06 \tabularnewline
2 & -0.244183 & -2.3925 & 0.009341 \tabularnewline
3 & -0.110451 & -1.0822 & 0.140938 \tabularnewline
4 & -0.239936 & -2.3509 & 0.010387 \tabularnewline
5 & -0.066484 & -0.6514 & 0.258171 \tabularnewline
6 & -0.100123 & -0.981 & 0.16453 \tabularnewline
7 & 0.045092 & 0.4418 & 0.329811 \tabularnewline
8 & 0.058626 & 0.5744 & 0.283514 \tabularnewline
9 & 0.001252 & 0.0123 & 0.49512 \tabularnewline
10 & -0.188177 & -1.8438 & 0.034152 \tabularnewline
11 & -0.279029 & -2.7339 & 0.003726 \tabularnewline
12 & 0.243221 & 2.3831 & 0.009569 \tabularnewline
13 & -0.008031 & -0.0787 & 0.468724 \tabularnewline
14 & 0.064271 & 0.6297 & 0.265185 \tabularnewline
15 & -0.079618 & -0.7801 & 0.218627 \tabularnewline
16 & -0.080806 & -0.7917 & 0.215234 \tabularnewline
17 & -0.119558 & -1.1714 & 0.122163 \tabularnewline
18 & 0.124728 & 1.2221 & 0.112335 \tabularnewline
19 & -0.111748 & -1.0949 & 0.13815 \tabularnewline
20 & 0.023089 & 0.2262 & 0.410752 \tabularnewline
21 & 0.030184 & 0.2957 & 0.384034 \tabularnewline
22 & 0.008398 & 0.0823 & 0.467297 \tabularnewline
23 & -0.084128 & -0.8243 & 0.205912 \tabularnewline
24 & 0.177562 & 1.7397 & 0.042554 \tabularnewline
25 & 0.02537 & 0.2486 & 0.402111 \tabularnewline
26 & 0.146306 & 1.4335 & 0.077482 \tabularnewline
27 & -0.093915 & -0.9202 & 0.179894 \tabularnewline
28 & -0.083715 & -0.8202 & 0.207058 \tabularnewline
29 & 0.137704 & 1.3492 & 0.09022 \tabularnewline
30 & -0.049706 & -0.487 & 0.31368 \tabularnewline
31 & -0.111982 & -1.0972 & 0.13765 \tabularnewline
32 & 0.002167 & 0.0212 & 0.491553 \tabularnewline
33 & 0.047101 & 0.4615 & 0.322745 \tabularnewline
34 & -0.028137 & -0.2757 & 0.391689 \tabularnewline
35 & -0.110218 & -1.0799 & 0.141443 \tabularnewline
36 & 0.057889 & 0.5672 & 0.285953 \tabularnewline
37 & 0.044441 & 0.4354 & 0.332114 \tabularnewline
38 & -0.096736 & -0.9478 & 0.172801 \tabularnewline
39 & 0.006895 & 0.0676 & 0.473138 \tabularnewline
40 & -0.097279 & -0.9531 & 0.171457 \tabularnewline
41 & -0.042995 & -0.4213 & 0.337253 \tabularnewline
42 & 0.001688 & 0.0165 & 0.493418 \tabularnewline
43 & 0.077049 & 0.7549 & 0.226073 \tabularnewline
44 & -0.036838 & -0.3609 & 0.359468 \tabularnewline
45 & -0.07213 & -0.7067 & 0.240724 \tabularnewline
46 & 0.076541 & 0.7499 & 0.227562 \tabularnewline
47 & -0.12635 & -1.238 & 0.109372 \tabularnewline
48 & -0.149056 & -1.4604 & 0.073717 \tabularnewline
49 & -0.051123 & -0.5009 & 0.308795 \tabularnewline
50 & -0.099341 & -0.9733 & 0.166415 \tabularnewline
51 & 0.013879 & 0.136 & 0.44606 \tabularnewline
52 & -0.022904 & -0.2244 & 0.411456 \tabularnewline
53 & -0.001902 & -0.0186 & 0.492583 \tabularnewline
54 & -0.005573 & -0.0546 & 0.478285 \tabularnewline
55 & 0.027105 & 0.2656 & 0.395567 \tabularnewline
56 & -0.025244 & -0.2473 & 0.402587 \tabularnewline
57 & -0.026749 & -0.2621 & 0.396907 \tabularnewline
58 & -0.078568 & -0.7698 & 0.221653 \tabularnewline
59 & 0.017789 & 0.1743 & 0.431001 \tabularnewline
60 & 0.082914 & 0.8124 & 0.209291 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30050&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]-0.471632[/C][C]-4.621[/C][C]6e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.244183[/C][C]-2.3925[/C][C]0.009341[/C][/ROW]
[ROW][C]3[/C][C]-0.110451[/C][C]-1.0822[/C][C]0.140938[/C][/ROW]
[ROW][C]4[/C][C]-0.239936[/C][C]-2.3509[/C][C]0.010387[/C][/ROW]
[ROW][C]5[/C][C]-0.066484[/C][C]-0.6514[/C][C]0.258171[/C][/ROW]
[ROW][C]6[/C][C]-0.100123[/C][C]-0.981[/C][C]0.16453[/C][/ROW]
[ROW][C]7[/C][C]0.045092[/C][C]0.4418[/C][C]0.329811[/C][/ROW]
[ROW][C]8[/C][C]0.058626[/C][C]0.5744[/C][C]0.283514[/C][/ROW]
[ROW][C]9[/C][C]0.001252[/C][C]0.0123[/C][C]0.49512[/C][/ROW]
[ROW][C]10[/C][C]-0.188177[/C][C]-1.8438[/C][C]0.034152[/C][/ROW]
[ROW][C]11[/C][C]-0.279029[/C][C]-2.7339[/C][C]0.003726[/C][/ROW]
[ROW][C]12[/C][C]0.243221[/C][C]2.3831[/C][C]0.009569[/C][/ROW]
[ROW][C]13[/C][C]-0.008031[/C][C]-0.0787[/C][C]0.468724[/C][/ROW]
[ROW][C]14[/C][C]0.064271[/C][C]0.6297[/C][C]0.265185[/C][/ROW]
[ROW][C]15[/C][C]-0.079618[/C][C]-0.7801[/C][C]0.218627[/C][/ROW]
[ROW][C]16[/C][C]-0.080806[/C][C]-0.7917[/C][C]0.215234[/C][/ROW]
[ROW][C]17[/C][C]-0.119558[/C][C]-1.1714[/C][C]0.122163[/C][/ROW]
[ROW][C]18[/C][C]0.124728[/C][C]1.2221[/C][C]0.112335[/C][/ROW]
[ROW][C]19[/C][C]-0.111748[/C][C]-1.0949[/C][C]0.13815[/C][/ROW]
[ROW][C]20[/C][C]0.023089[/C][C]0.2262[/C][C]0.410752[/C][/ROW]
[ROW][C]21[/C][C]0.030184[/C][C]0.2957[/C][C]0.384034[/C][/ROW]
[ROW][C]22[/C][C]0.008398[/C][C]0.0823[/C][C]0.467297[/C][/ROW]
[ROW][C]23[/C][C]-0.084128[/C][C]-0.8243[/C][C]0.205912[/C][/ROW]
[ROW][C]24[/C][C]0.177562[/C][C]1.7397[/C][C]0.042554[/C][/ROW]
[ROW][C]25[/C][C]0.02537[/C][C]0.2486[/C][C]0.402111[/C][/ROW]
[ROW][C]26[/C][C]0.146306[/C][C]1.4335[/C][C]0.077482[/C][/ROW]
[ROW][C]27[/C][C]-0.093915[/C][C]-0.9202[/C][C]0.179894[/C][/ROW]
[ROW][C]28[/C][C]-0.083715[/C][C]-0.8202[/C][C]0.207058[/C][/ROW]
[ROW][C]29[/C][C]0.137704[/C][C]1.3492[/C][C]0.09022[/C][/ROW]
[ROW][C]30[/C][C]-0.049706[/C][C]-0.487[/C][C]0.31368[/C][/ROW]
[ROW][C]31[/C][C]-0.111982[/C][C]-1.0972[/C][C]0.13765[/C][/ROW]
[ROW][C]32[/C][C]0.002167[/C][C]0.0212[/C][C]0.491553[/C][/ROW]
[ROW][C]33[/C][C]0.047101[/C][C]0.4615[/C][C]0.322745[/C][/ROW]
[ROW][C]34[/C][C]-0.028137[/C][C]-0.2757[/C][C]0.391689[/C][/ROW]
[ROW][C]35[/C][C]-0.110218[/C][C]-1.0799[/C][C]0.141443[/C][/ROW]
[ROW][C]36[/C][C]0.057889[/C][C]0.5672[/C][C]0.285953[/C][/ROW]
[ROW][C]37[/C][C]0.044441[/C][C]0.4354[/C][C]0.332114[/C][/ROW]
[ROW][C]38[/C][C]-0.096736[/C][C]-0.9478[/C][C]0.172801[/C][/ROW]
[ROW][C]39[/C][C]0.006895[/C][C]0.0676[/C][C]0.473138[/C][/ROW]
[ROW][C]40[/C][C]-0.097279[/C][C]-0.9531[/C][C]0.171457[/C][/ROW]
[ROW][C]41[/C][C]-0.042995[/C][C]-0.4213[/C][C]0.337253[/C][/ROW]
[ROW][C]42[/C][C]0.001688[/C][C]0.0165[/C][C]0.493418[/C][/ROW]
[ROW][C]43[/C][C]0.077049[/C][C]0.7549[/C][C]0.226073[/C][/ROW]
[ROW][C]44[/C][C]-0.036838[/C][C]-0.3609[/C][C]0.359468[/C][/ROW]
[ROW][C]45[/C][C]-0.07213[/C][C]-0.7067[/C][C]0.240724[/C][/ROW]
[ROW][C]46[/C][C]0.076541[/C][C]0.7499[/C][C]0.227562[/C][/ROW]
[ROW][C]47[/C][C]-0.12635[/C][C]-1.238[/C][C]0.109372[/C][/ROW]
[ROW][C]48[/C][C]-0.149056[/C][C]-1.4604[/C][C]0.073717[/C][/ROW]
[ROW][C]49[/C][C]-0.051123[/C][C]-0.5009[/C][C]0.308795[/C][/ROW]
[ROW][C]50[/C][C]-0.099341[/C][C]-0.9733[/C][C]0.166415[/C][/ROW]
[ROW][C]51[/C][C]0.013879[/C][C]0.136[/C][C]0.44606[/C][/ROW]
[ROW][C]52[/C][C]-0.022904[/C][C]-0.2244[/C][C]0.411456[/C][/ROW]
[ROW][C]53[/C][C]-0.001902[/C][C]-0.0186[/C][C]0.492583[/C][/ROW]
[ROW][C]54[/C][C]-0.005573[/C][C]-0.0546[/C][C]0.478285[/C][/ROW]
[ROW][C]55[/C][C]0.027105[/C][C]0.2656[/C][C]0.395567[/C][/ROW]
[ROW][C]56[/C][C]-0.025244[/C][C]-0.2473[/C][C]0.402587[/C][/ROW]
[ROW][C]57[/C][C]-0.026749[/C][C]-0.2621[/C][C]0.396907[/C][/ROW]
[ROW][C]58[/C][C]-0.078568[/C][C]-0.7698[/C][C]0.221653[/C][/ROW]
[ROW][C]59[/C][C]0.017789[/C][C]0.1743[/C][C]0.431001[/C][/ROW]
[ROW][C]60[/C][C]0.082914[/C][C]0.8124[/C][C]0.209291[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30050&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30050&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
1-0.471632-4.6216e-06
2-0.244183-2.39250.009341
3-0.110451-1.08220.140938
4-0.239936-2.35090.010387
5-0.066484-0.65140.258171
6-0.100123-0.9810.16453
70.0450920.44180.329811
80.0586260.57440.283514
90.0012520.01230.49512
10-0.188177-1.84380.034152
11-0.279029-2.73390.003726
120.2432212.38310.009569
13-0.008031-0.07870.468724
140.0642710.62970.265185
15-0.079618-0.78010.218627
16-0.080806-0.79170.215234
17-0.119558-1.17140.122163
180.1247281.22210.112335
19-0.111748-1.09490.13815
200.0230890.22620.410752
210.0301840.29570.384034
220.0083980.08230.467297
23-0.084128-0.82430.205912
240.1775621.73970.042554
250.025370.24860.402111
260.1463061.43350.077482
27-0.093915-0.92020.179894
28-0.083715-0.82020.207058
290.1377041.34920.09022
30-0.049706-0.4870.31368
31-0.111982-1.09720.13765
320.0021670.02120.491553
330.0471010.46150.322745
34-0.028137-0.27570.391689
35-0.110218-1.07990.141443
360.0578890.56720.285953
370.0444410.43540.332114
38-0.096736-0.94780.172801
390.0068950.06760.473138
40-0.097279-0.95310.171457
41-0.042995-0.42130.337253
420.0016880.01650.493418
430.0770490.75490.226073
44-0.036838-0.36090.359468
45-0.07213-0.70670.240724
460.0765410.74990.227562
47-0.12635-1.2380.109372
48-0.149056-1.46040.073717
49-0.051123-0.50090.308795
50-0.099341-0.97330.166415
510.0138790.1360.44606
52-0.022904-0.22440.411456
53-0.001902-0.01860.492583
54-0.005573-0.05460.478285
550.0271050.26560.395567
56-0.025244-0.24730.402587
57-0.026749-0.26210.396907
58-0.078568-0.76980.221653
590.0177890.17430.431001
600.0829140.81240.209291


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 60 ; par2 = -0.9 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 60 ; par2 = -0.9 ; 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')