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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 04:47:03 -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/08/t122873687195celzbem37znh9.htm/, Retrieved Thu, 16 May 2024 21:46:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30401, Retrieved Thu, 16 May 2024 21:46:18 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

226

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

-     [Univariate Data Series] [Run sequence plot...] [2008-12-02 22:19:27] [ed2ba3b6182103c15c0ab511ae4e6284]
- RMPD  [Standard Deviation-Mean Plot] [SD mean plot] [2008-12-06 11:49:39] [ed2ba3b6182103c15c0ab511ae4e6284]
F RMP     [(Partial) Autocorrelation Function] [ACF d=1 en D=1 la...] [2008-12-06 13:30:27] [ed2ba3b6182103c15c0ab511ae4e6284]
F   P         [(Partial) Autocorrelation Function] [acf d=1 en D=1] [2008-12-08 11:47:03] [164b09377ab48f5ead4354b24e82a91a] [Current]
-               [(Partial) Autocorrelation Function] [ACF d1 en D=1] [2008-12-08 19:49:33] [4ad596f10399a71ad29b7d76e6ab90ac] 
F               [(Partial) Autocorrelation Function] [] [2008-12-08 21:19:57] [28075c6928548bea087cb2be962cfe7e] 
-               [(Partial) Autocorrelation Function] [] [2008-12-08 21:30:30] [28075c6928548bea087cb2be962cfe7e] 
-               [(Partial) Autocorrelation Function] [ACF d=1 en D=1] [2008-12-09 00:24:27] [4ddbf81f78ea7c738951638c7e93f6ee] 
-               [(Partial) Autocorrelation Function] [ACF d=1 en D=1] [2008-12-09 00:29:53] [4ddbf81f78ea7c738951638c7e93f6ee] 
-               [(Partial) Autocorrelation Function] [] [2008-12-09 00:30:57] [29747f79f5beb5b2516e1271770ecb47] 
-   P           [(Partial) Autocorrelation Function] [] [2008-12-09 00:34:04] [29747f79f5beb5b2516e1271770ecb47] 

Feedback Forum

2008-12-10 21:17:19 [Gert De la Haye] [reply] 
hieruit kan afgeleid worden dat er een sma-proces aanwezig is!
2008-12-14 15:54:26 [Tom Ardies] [reply] 
De ACF vertoont nog enkele significante waarden deze zullen aangepast worden aan de hand van AR of MA proces, na onderzoek van de p,P, q en Q waarde.
2008-12-16 08:47:56 [Jan Cavents] [reply] 
Met het AR-proces kunnen we het verleden gebruiken om een voorspelling te maken voor de toekomst. 
 
P=0 
Bij ACF is er geenseizonaal AR-proces. 12 is wel significant, maar 24 , 36 , enz, liggen te dicht bij 0 
 
q=0 
De orde van MA-proces is 0, er is geen patroon in PACF. 
 
Q=1 
Je ziet in de PACF duidelijk seizonaliteit, 12, 24, 36 is significant. 
 
Voor de orde gaan we dan terug kijken naar de ACF, hier is alleen 12 significant, dus hebben we een orde van 1. 
 

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	'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=30401&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=30401&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30401&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	-0.175177	-1.2137	0.115408
2	-0.318043	-2.2035	0.016197
3	0.002365	0.0164	0.493498
4	-0.124798	-0.8646	0.195772
5	0.338358	2.3442	0.011627
6	0.079409	0.5502	0.29238
7	-0.2807	-1.9447	0.028839
8	0.023709	0.1643	0.435109
9	-0.083	-0.575	0.283976
10	0.297401	2.0605	0.022399
11	0.257603	1.7847	0.040313
12	-0.515301	-3.5701	0.000411
13	-0.052873	-0.3663	0.357869
14	0.226553	1.5696	0.061538
15	0.012929	0.0896	0.464499
16	0.181588	1.2581	0.107225
17	-0.305392	-2.1158	0.019787
18	-0.081986	-0.568	0.286337
19	0.08654	0.5996	0.275807
20	0.070019	0.4851	0.314903
21	0.167428	1.16	0.125898
22	-0.183351	-1.2703	0.105052
23	-0.226927	-1.5722	0.061237
24	0.221005	1.5312	0.066147
25	0.073714	0.5107	0.30595
26	-0.084366	-0.5845	0.280809
27	-0.023192	-0.1607	0.43651
28	-0.113777	-0.7883	0.217207
29	0.027426	0.19	0.42505
30	0.100503	0.6963	0.244799
31	-0.006065	-0.042	0.483329
32	-0.018006	-0.1248	0.450621
33	-0.108071	-0.7487	0.228834
34	0.072047	0.4992	0.309974
35	0.032665	0.2263	0.410959
36	-0.017908	-0.1241	0.450888
37	-0.055913	-0.3874	0.350095
38	0.030706	0.2127	0.416217
39	0.003	0.0208	0.491751
40	0.001203	0.0083	0.496692
41	0.036241	0.2511	0.401411
42	-0.012526	-0.0868	0.465602
43	-0.090834	-0.6293	0.266064
44	0.029072	0.2014	0.420613
45	0.037495	0.2598	0.398075
46	-0.002827	-0.0196	0.492226
47	-0.027944	-0.1936	0.423652
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.175177 & -1.2137 & 0.115408 \tabularnewline
2 & -0.318043 & -2.2035 & 0.016197 \tabularnewline
3 & 0.002365 & 0.0164 & 0.493498 \tabularnewline
4 & -0.124798 & -0.8646 & 0.195772 \tabularnewline
5 & 0.338358 & 2.3442 & 0.011627 \tabularnewline
6 & 0.079409 & 0.5502 & 0.29238 \tabularnewline
7 & -0.2807 & -1.9447 & 0.028839 \tabularnewline
8 & 0.023709 & 0.1643 & 0.435109 \tabularnewline
9 & -0.083 & -0.575 & 0.283976 \tabularnewline
10 & 0.297401 & 2.0605 & 0.022399 \tabularnewline
11 & 0.257603 & 1.7847 & 0.040313 \tabularnewline
12 & -0.515301 & -3.5701 & 0.000411 \tabularnewline
13 & -0.052873 & -0.3663 & 0.357869 \tabularnewline
14 & 0.226553 & 1.5696 & 0.061538 \tabularnewline
15 & 0.012929 & 0.0896 & 0.464499 \tabularnewline
16 & 0.181588 & 1.2581 & 0.107225 \tabularnewline
17 & -0.305392 & -2.1158 & 0.019787 \tabularnewline
18 & -0.081986 & -0.568 & 0.286337 \tabularnewline
19 & 0.08654 & 0.5996 & 0.275807 \tabularnewline
20 & 0.070019 & 0.4851 & 0.314903 \tabularnewline
21 & 0.167428 & 1.16 & 0.125898 \tabularnewline
22 & -0.183351 & -1.2703 & 0.105052 \tabularnewline
23 & -0.226927 & -1.5722 & 0.061237 \tabularnewline
24 & 0.221005 & 1.5312 & 0.066147 \tabularnewline
25 & 0.073714 & 0.5107 & 0.30595 \tabularnewline
26 & -0.084366 & -0.5845 & 0.280809 \tabularnewline
27 & -0.023192 & -0.1607 & 0.43651 \tabularnewline
28 & -0.113777 & -0.7883 & 0.217207 \tabularnewline
29 & 0.027426 & 0.19 & 0.42505 \tabularnewline
30 & 0.100503 & 0.6963 & 0.244799 \tabularnewline
31 & -0.006065 & -0.042 & 0.483329 \tabularnewline
32 & -0.018006 & -0.1248 & 0.450621 \tabularnewline
33 & -0.108071 & -0.7487 & 0.228834 \tabularnewline
34 & 0.072047 & 0.4992 & 0.309974 \tabularnewline
35 & 0.032665 & 0.2263 & 0.410959 \tabularnewline
36 & -0.017908 & -0.1241 & 0.450888 \tabularnewline
37 & -0.055913 & -0.3874 & 0.350095 \tabularnewline
38 & 0.030706 & 0.2127 & 0.416217 \tabularnewline
39 & 0.003 & 0.0208 & 0.491751 \tabularnewline
40 & 0.001203 & 0.0083 & 0.496692 \tabularnewline
41 & 0.036241 & 0.2511 & 0.401411 \tabularnewline
42 & -0.012526 & -0.0868 & 0.465602 \tabularnewline
43 & -0.090834 & -0.6293 & 0.266064 \tabularnewline
44 & 0.029072 & 0.2014 & 0.420613 \tabularnewline
45 & 0.037495 & 0.2598 & 0.398075 \tabularnewline
46 & -0.002827 & -0.0196 & 0.492226 \tabularnewline
47 & -0.027944 & -0.1936 & 0.423652 \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30401&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]-0.175177[/C][C]-1.2137[/C][C]0.115408[/C][/ROW]
[ROW][C]2[/C][C]-0.318043[/C][C]-2.2035[/C][C]0.016197[/C][/ROW]
[ROW][C]3[/C][C]0.002365[/C][C]0.0164[/C][C]0.493498[/C][/ROW]
[ROW][C]4[/C][C]-0.124798[/C][C]-0.8646[/C][C]0.195772[/C][/ROW]
[ROW][C]5[/C][C]0.338358[/C][C]2.3442[/C][C]0.011627[/C][/ROW]
[ROW][C]6[/C][C]0.079409[/C][C]0.5502[/C][C]0.29238[/C][/ROW]
[ROW][C]7[/C][C]-0.2807[/C][C]-1.9447[/C][C]0.028839[/C][/ROW]
[ROW][C]8[/C][C]0.023709[/C][C]0.1643[/C][C]0.435109[/C][/ROW]
[ROW][C]9[/C][C]-0.083[/C][C]-0.575[/C][C]0.283976[/C][/ROW]
[ROW][C]10[/C][C]0.297401[/C][C]2.0605[/C][C]0.022399[/C][/ROW]
[ROW][C]11[/C][C]0.257603[/C][C]1.7847[/C][C]0.040313[/C][/ROW]
[ROW][C]12[/C][C]-0.515301[/C][C]-3.5701[/C][C]0.000411[/C][/ROW]
[ROW][C]13[/C][C]-0.052873[/C][C]-0.3663[/C][C]0.357869[/C][/ROW]
[ROW][C]14[/C][C]0.226553[/C][C]1.5696[/C][C]0.061538[/C][/ROW]
[ROW][C]15[/C][C]0.012929[/C][C]0.0896[/C][C]0.464499[/C][/ROW]
[ROW][C]16[/C][C]0.181588[/C][C]1.2581[/C][C]0.107225[/C][/ROW]
[ROW][C]17[/C][C]-0.305392[/C][C]-2.1158[/C][C]0.019787[/C][/ROW]
[ROW][C]18[/C][C]-0.081986[/C][C]-0.568[/C][C]0.286337[/C][/ROW]
[ROW][C]19[/C][C]0.08654[/C][C]0.5996[/C][C]0.275807[/C][/ROW]
[ROW][C]20[/C][C]0.070019[/C][C]0.4851[/C][C]0.314903[/C][/ROW]
[ROW][C]21[/C][C]0.167428[/C][C]1.16[/C][C]0.125898[/C][/ROW]
[ROW][C]22[/C][C]-0.183351[/C][C]-1.2703[/C][C]0.105052[/C][/ROW]
[ROW][C]23[/C][C]-0.226927[/C][C]-1.5722[/C][C]0.061237[/C][/ROW]
[ROW][C]24[/C][C]0.221005[/C][C]1.5312[/C][C]0.066147[/C][/ROW]
[ROW][C]25[/C][C]0.073714[/C][C]0.5107[/C][C]0.30595[/C][/ROW]
[ROW][C]26[/C][C]-0.084366[/C][C]-0.5845[/C][C]0.280809[/C][/ROW]
[ROW][C]27[/C][C]-0.023192[/C][C]-0.1607[/C][C]0.43651[/C][/ROW]
[ROW][C]28[/C][C]-0.113777[/C][C]-0.7883[/C][C]0.217207[/C][/ROW]
[ROW][C]29[/C][C]0.027426[/C][C]0.19[/C][C]0.42505[/C][/ROW]
[ROW][C]30[/C][C]0.100503[/C][C]0.6963[/C][C]0.244799[/C][/ROW]
[ROW][C]31[/C][C]-0.006065[/C][C]-0.042[/C][C]0.483329[/C][/ROW]
[ROW][C]32[/C][C]-0.018006[/C][C]-0.1248[/C][C]0.450621[/C][/ROW]
[ROW][C]33[/C][C]-0.108071[/C][C]-0.7487[/C][C]0.228834[/C][/ROW]
[ROW][C]34[/C][C]0.072047[/C][C]0.4992[/C][C]0.309974[/C][/ROW]
[ROW][C]35[/C][C]0.032665[/C][C]0.2263[/C][C]0.410959[/C][/ROW]
[ROW][C]36[/C][C]-0.017908[/C][C]-0.1241[/C][C]0.450888[/C][/ROW]
[ROW][C]37[/C][C]-0.055913[/C][C]-0.3874[/C][C]0.350095[/C][/ROW]
[ROW][C]38[/C][C]0.030706[/C][C]0.2127[/C][C]0.416217[/C][/ROW]
[ROW][C]39[/C][C]0.003[/C][C]0.0208[/C][C]0.491751[/C][/ROW]
[ROW][C]40[/C][C]0.001203[/C][C]0.0083[/C][C]0.496692[/C][/ROW]
[ROW][C]41[/C][C]0.036241[/C][C]0.2511[/C][C]0.401411[/C][/ROW]
[ROW][C]42[/C][C]-0.012526[/C][C]-0.0868[/C][C]0.465602[/C][/ROW]
[ROW][C]43[/C][C]-0.090834[/C][C]-0.6293[/C][C]0.266064[/C][/ROW]
[ROW][C]44[/C][C]0.029072[/C][C]0.2014[/C][C]0.420613[/C][/ROW]
[ROW][C]45[/C][C]0.037495[/C][C]0.2598[/C][C]0.398075[/C][/ROW]
[ROW][C]46[/C][C]-0.002827[/C][C]-0.0196[/C][C]0.492226[/C][/ROW]
[ROW][C]47[/C][C]-0.027944[/C][C]-0.1936[/C][C]0.423652[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30401&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30401&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	-0.175177	-1.2137	0.115408
2	-0.318043	-2.2035	0.016197
3	0.002365	0.0164	0.493498
4	-0.124798	-0.8646	0.195772
5	0.338358	2.3442	0.011627
6	0.079409	0.5502	0.29238
7	-0.2807	-1.9447	0.028839
8	0.023709	0.1643	0.435109
9	-0.083	-0.575	0.283976
10	0.297401	2.0605	0.022399
11	0.257603	1.7847	0.040313
12	-0.515301	-3.5701	0.000411
13	-0.052873	-0.3663	0.357869
14	0.226553	1.5696	0.061538
15	0.012929	0.0896	0.464499
16	0.181588	1.2581	0.107225
17	-0.305392	-2.1158	0.019787
18	-0.081986	-0.568	0.286337
19	0.08654	0.5996	0.275807
20	0.070019	0.4851	0.314903
21	0.167428	1.16	0.125898
22	-0.183351	-1.2703	0.105052
23	-0.226927	-1.5722	0.061237
24	0.221005	1.5312	0.066147
25	0.073714	0.5107	0.30595
26	-0.084366	-0.5845	0.280809
27	-0.023192	-0.1607	0.43651
28	-0.113777	-0.7883	0.217207
29	0.027426	0.19	0.42505
30	0.100503	0.6963	0.244799
31	-0.006065	-0.042	0.483329
32	-0.018006	-0.1248	0.450621
33	-0.108071	-0.7487	0.228834
34	0.072047	0.4992	0.309974
35	0.032665	0.2263	0.410959
36	-0.017908	-0.1241	0.450888
37	-0.055913	-0.3874	0.350095
38	0.030706	0.2127	0.416217
39	0.003	0.0208	0.491751
40	0.001203	0.0083	0.496692
41	0.036241	0.2511	0.401411
42	-0.012526	-0.0868	0.465602
43	-0.090834	-0.6293	0.266064
44	0.029072	0.2014	0.420613
45	0.037495	0.2598	0.398075
46	-0.002827	-0.0196	0.492226
47	-0.027944	-0.1936	0.423652
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.175177	-1.2137	0.115408
2	-0.35977	-2.4926	0.008093
3	-0.16166	-1.12	0.134141
4	-0.339604	-2.3528	0.011388
5	0.210266	1.4568	0.075846
6	0.096519	0.6687	0.253444
7	-0.04026	-0.2789	0.390748
8	0.023022	0.1595	0.436972
9	-0.136487	-0.9456	0.174543
10	0.260344	1.8037	0.038777
11	0.328997	2.2794	0.013566
12	-0.187362	-1.2981	0.100231
13	-0.06502	-0.4505	0.3272
14	0.105827	0.7332	0.233505
15	-0.028472	-0.1973	0.422229
16	0.027388	0.1897	0.425153
17	-0.164114	-1.137	0.130588
18	0.056967	0.3947	0.347415
19	-0.246771	-1.7097	0.046892
20	-0.012698	-0.088	0.465131
21	-0.074289	-0.5147	0.304567
22	0.026764	0.1854	0.426838
23	0.027474	0.1903	0.42492
24	-0.035144	-0.2435	0.404335
25	-0.009375	-0.065	0.474242
26	-0.091647	-0.6349	0.264238
27	0.056929	0.3944	0.34751
28	0.068345	0.4735	0.318998
29	-0.134706	-0.9333	0.177676
30	-0.023858	-0.1653	0.434703
31	-0.056861	-0.3939	0.347683
32	-0.017009	-0.1178	0.453341
33	0.090237	0.6252	0.267407
34	0.03695	0.256	0.399524
35	-0.097812	-0.6777	0.25062
36	-0.004855	-0.0336	0.486654
37	0.000236	0.0016	0.499351
38	0.03568	0.2472	0.402903
39	0.015254	0.1057	0.458137
40	0.068881	0.4772	0.317686
41	-0.02619	-0.1815	0.428388
42	-0.003653	-0.0253	0.489958
43	-0.126152	-0.874	0.193234
44	-0.046773	-0.3241	0.373653
45	-0.004518	-0.0313	0.48758
46	-0.005143	-0.0356	0.485862
47	-0.129794	-0.8992	0.186507
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.175177 & -1.2137 & 0.115408 \tabularnewline
2 & -0.35977 & -2.4926 & 0.008093 \tabularnewline
3 & -0.16166 & -1.12 & 0.134141 \tabularnewline
4 & -0.339604 & -2.3528 & 0.011388 \tabularnewline
5 & 0.210266 & 1.4568 & 0.075846 \tabularnewline
6 & 0.096519 & 0.6687 & 0.253444 \tabularnewline
7 & -0.04026 & -0.2789 & 0.390748 \tabularnewline
8 & 0.023022 & 0.1595 & 0.436972 \tabularnewline
9 & -0.136487 & -0.9456 & 0.174543 \tabularnewline
10 & 0.260344 & 1.8037 & 0.038777 \tabularnewline
11 & 0.328997 & 2.2794 & 0.013566 \tabularnewline
12 & -0.187362 & -1.2981 & 0.100231 \tabularnewline
13 & -0.06502 & -0.4505 & 0.3272 \tabularnewline
14 & 0.105827 & 0.7332 & 0.233505 \tabularnewline
15 & -0.028472 & -0.1973 & 0.422229 \tabularnewline
16 & 0.027388 & 0.1897 & 0.425153 \tabularnewline
17 & -0.164114 & -1.137 & 0.130588 \tabularnewline
18 & 0.056967 & 0.3947 & 0.347415 \tabularnewline
19 & -0.246771 & -1.7097 & 0.046892 \tabularnewline
20 & -0.012698 & -0.088 & 0.465131 \tabularnewline
21 & -0.074289 & -0.5147 & 0.304567 \tabularnewline
22 & 0.026764 & 0.1854 & 0.426838 \tabularnewline
23 & 0.027474 & 0.1903 & 0.42492 \tabularnewline
24 & -0.035144 & -0.2435 & 0.404335 \tabularnewline
25 & -0.009375 & -0.065 & 0.474242 \tabularnewline
26 & -0.091647 & -0.6349 & 0.264238 \tabularnewline
27 & 0.056929 & 0.3944 & 0.34751 \tabularnewline
28 & 0.068345 & 0.4735 & 0.318998 \tabularnewline
29 & -0.134706 & -0.9333 & 0.177676 \tabularnewline
30 & -0.023858 & -0.1653 & 0.434703 \tabularnewline
31 & -0.056861 & -0.3939 & 0.347683 \tabularnewline
32 & -0.017009 & -0.1178 & 0.453341 \tabularnewline
33 & 0.090237 & 0.6252 & 0.267407 \tabularnewline
34 & 0.03695 & 0.256 & 0.399524 \tabularnewline
35 & -0.097812 & -0.6777 & 0.25062 \tabularnewline
36 & -0.004855 & -0.0336 & 0.486654 \tabularnewline
37 & 0.000236 & 0.0016 & 0.499351 \tabularnewline
38 & 0.03568 & 0.2472 & 0.402903 \tabularnewline
39 & 0.015254 & 0.1057 & 0.458137 \tabularnewline
40 & 0.068881 & 0.4772 & 0.317686 \tabularnewline
41 & -0.02619 & -0.1815 & 0.428388 \tabularnewline
42 & -0.003653 & -0.0253 & 0.489958 \tabularnewline
43 & -0.126152 & -0.874 & 0.193234 \tabularnewline
44 & -0.046773 & -0.3241 & 0.373653 \tabularnewline
45 & -0.004518 & -0.0313 & 0.48758 \tabularnewline
46 & -0.005143 & -0.0356 & 0.485862 \tabularnewline
47 & -0.129794 & -0.8992 & 0.186507 \tabularnewline
48 & NA & NA & NA \tabularnewline
49 & NA & NA & NA \tabularnewline
50 & NA & NA & NA \tabularnewline
51 & NA & NA & NA \tabularnewline
52 & NA & NA & NA \tabularnewline
53 & NA & NA & NA \tabularnewline
54 & NA & NA & NA \tabularnewline
55 & NA & NA & NA \tabularnewline
56 & NA & NA & NA \tabularnewline
57 & NA & NA & NA \tabularnewline
58 & NA & NA & NA \tabularnewline
59 & NA & NA & NA \tabularnewline
60 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30401&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]-0.175177[/C][C]-1.2137[/C][C]0.115408[/C][/ROW]
[ROW][C]2[/C][C]-0.35977[/C][C]-2.4926[/C][C]0.008093[/C][/ROW]
[ROW][C]3[/C][C]-0.16166[/C][C]-1.12[/C][C]0.134141[/C][/ROW]
[ROW][C]4[/C][C]-0.339604[/C][C]-2.3528[/C][C]0.011388[/C][/ROW]
[ROW][C]5[/C][C]0.210266[/C][C]1.4568[/C][C]0.075846[/C][/ROW]
[ROW][C]6[/C][C]0.096519[/C][C]0.6687[/C][C]0.253444[/C][/ROW]
[ROW][C]7[/C][C]-0.04026[/C][C]-0.2789[/C][C]0.390748[/C][/ROW]
[ROW][C]8[/C][C]0.023022[/C][C]0.1595[/C][C]0.436972[/C][/ROW]
[ROW][C]9[/C][C]-0.136487[/C][C]-0.9456[/C][C]0.174543[/C][/ROW]
[ROW][C]10[/C][C]0.260344[/C][C]1.8037[/C][C]0.038777[/C][/ROW]
[ROW][C]11[/C][C]0.328997[/C][C]2.2794[/C][C]0.013566[/C][/ROW]
[ROW][C]12[/C][C]-0.187362[/C][C]-1.2981[/C][C]0.100231[/C][/ROW]
[ROW][C]13[/C][C]-0.06502[/C][C]-0.4505[/C][C]0.3272[/C][/ROW]
[ROW][C]14[/C][C]0.105827[/C][C]0.7332[/C][C]0.233505[/C][/ROW]
[ROW][C]15[/C][C]-0.028472[/C][C]-0.1973[/C][C]0.422229[/C][/ROW]
[ROW][C]16[/C][C]0.027388[/C][C]0.1897[/C][C]0.425153[/C][/ROW]
[ROW][C]17[/C][C]-0.164114[/C][C]-1.137[/C][C]0.130588[/C][/ROW]
[ROW][C]18[/C][C]0.056967[/C][C]0.3947[/C][C]0.347415[/C][/ROW]
[ROW][C]19[/C][C]-0.246771[/C][C]-1.7097[/C][C]0.046892[/C][/ROW]
[ROW][C]20[/C][C]-0.012698[/C][C]-0.088[/C][C]0.465131[/C][/ROW]
[ROW][C]21[/C][C]-0.074289[/C][C]-0.5147[/C][C]0.304567[/C][/ROW]
[ROW][C]22[/C][C]0.026764[/C][C]0.1854[/C][C]0.426838[/C][/ROW]
[ROW][C]23[/C][C]0.027474[/C][C]0.1903[/C][C]0.42492[/C][/ROW]
[ROW][C]24[/C][C]-0.035144[/C][C]-0.2435[/C][C]0.404335[/C][/ROW]
[ROW][C]25[/C][C]-0.009375[/C][C]-0.065[/C][C]0.474242[/C][/ROW]
[ROW][C]26[/C][C]-0.091647[/C][C]-0.6349[/C][C]0.264238[/C][/ROW]
[ROW][C]27[/C][C]0.056929[/C][C]0.3944[/C][C]0.34751[/C][/ROW]
[ROW][C]28[/C][C]0.068345[/C][C]0.4735[/C][C]0.318998[/C][/ROW]
[ROW][C]29[/C][C]-0.134706[/C][C]-0.9333[/C][C]0.177676[/C][/ROW]
[ROW][C]30[/C][C]-0.023858[/C][C]-0.1653[/C][C]0.434703[/C][/ROW]
[ROW][C]31[/C][C]-0.056861[/C][C]-0.3939[/C][C]0.347683[/C][/ROW]
[ROW][C]32[/C][C]-0.017009[/C][C]-0.1178[/C][C]0.453341[/C][/ROW]
[ROW][C]33[/C][C]0.090237[/C][C]0.6252[/C][C]0.267407[/C][/ROW]
[ROW][C]34[/C][C]0.03695[/C][C]0.256[/C][C]0.399524[/C][/ROW]
[ROW][C]35[/C][C]-0.097812[/C][C]-0.6777[/C][C]0.25062[/C][/ROW]
[ROW][C]36[/C][C]-0.004855[/C][C]-0.0336[/C][C]0.486654[/C][/ROW]
[ROW][C]37[/C][C]0.000236[/C][C]0.0016[/C][C]0.499351[/C][/ROW]
[ROW][C]38[/C][C]0.03568[/C][C]0.2472[/C][C]0.402903[/C][/ROW]
[ROW][C]39[/C][C]0.015254[/C][C]0.1057[/C][C]0.458137[/C][/ROW]
[ROW][C]40[/C][C]0.068881[/C][C]0.4772[/C][C]0.317686[/C][/ROW]
[ROW][C]41[/C][C]-0.02619[/C][C]-0.1815[/C][C]0.428388[/C][/ROW]
[ROW][C]42[/C][C]-0.003653[/C][C]-0.0253[/C][C]0.489958[/C][/ROW]
[ROW][C]43[/C][C]-0.126152[/C][C]-0.874[/C][C]0.193234[/C][/ROW]
[ROW][C]44[/C][C]-0.046773[/C][C]-0.3241[/C][C]0.373653[/C][/ROW]
[ROW][C]45[/C][C]-0.004518[/C][C]-0.0313[/C][C]0.48758[/C][/ROW]
[ROW][C]46[/C][C]-0.005143[/C][C]-0.0356[/C][C]0.485862[/C][/ROW]
[ROW][C]47[/C][C]-0.129794[/C][C]-0.8992[/C][C]0.186507[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]49[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]50[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]51[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]52[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]53[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]54[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]55[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]56[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]57[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]58[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]59[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]60[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30401&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30401&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	-0.175177	-1.2137	0.115408
2	-0.35977	-2.4926	0.008093
3	-0.16166	-1.12	0.134141
4	-0.339604	-2.3528	0.011388
5	0.210266	1.4568	0.075846
6	0.096519	0.6687	0.253444
7	-0.04026	-0.2789	0.390748
8	0.023022	0.1595	0.436972
9	-0.136487	-0.9456	0.174543
10	0.260344	1.8037	0.038777
11	0.328997	2.2794	0.013566
12	-0.187362	-1.2981	0.100231
13	-0.06502	-0.4505	0.3272
14	0.105827	0.7332	0.233505
15	-0.028472	-0.1973	0.422229
16	0.027388	0.1897	0.425153
17	-0.164114	-1.137	0.130588
18	0.056967	0.3947	0.347415
19	-0.246771	-1.7097	0.046892
20	-0.012698	-0.088	0.465131
21	-0.074289	-0.5147	0.304567
22	0.026764	0.1854	0.426838
23	0.027474	0.1903	0.42492
24	-0.035144	-0.2435	0.404335
25	-0.009375	-0.065	0.474242
26	-0.091647	-0.6349	0.264238
27	0.056929	0.3944	0.34751
28	0.068345	0.4735	0.318998
29	-0.134706	-0.9333	0.177676
30	-0.023858	-0.1653	0.434703
31	-0.056861	-0.3939	0.347683
32	-0.017009	-0.1178	0.453341
33	0.090237	0.6252	0.267407
34	0.03695	0.256	0.399524
35	-0.097812	-0.6777	0.25062
36	-0.004855	-0.0336	0.486654
37	0.000236	0.0016	0.499351
38	0.03568	0.2472	0.402903
39	0.015254	0.1057	0.458137
40	0.068881	0.4772	0.317686
41	-0.02619	-0.1815	0.428388
42	-0.003653	-0.0253	0.489958
43	-0.126152	-0.874	0.193234
44	-0.046773	-0.3241	0.373653
45	-0.004518	-0.0313	0.48758
46	-0.005143	-0.0356	0.485862
47	-0.129794	-0.8992	0.186507
48	NA	NA	NA
49	NA	NA	NA
50	NA	NA	NA
51	NA	NA	NA
52	NA	NA	NA
53	NA	NA	NA
54	NA	NA	NA
55	NA	NA	NA
56	NA	NA	NA
57	NA	NA	NA
58	NA	NA	NA
59	NA	NA	NA
60	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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