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Author

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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 11:53:02 -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/t1228762486vvalg0pqs0mj4ze.htm/, Retrieved Thu, 16 May 2024 07:54:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30703, Retrieved Thu, 16 May 2024 07:54:48 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

ARMA proces WS5 Q2: ACF

Estimated Impact

187

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Standard Deviation-Mean Plot] [ARMA proces WS5 Q...] [2008-12-08 18:26:08] [47f64d63202c1921bd27f3073f07a153]
F RM      [Variance Reduction Matrix] [ARMA proces WS5 Q...] [2008-12-08 18:38:24] [47f64d63202c1921bd27f3073f07a153]
- RMP       [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:44:52] [47f64d63202c1921bd27f3073f07a153]
-   P         [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:50:21] [47f64d63202c1921bd27f3073f07a153]
F   P             [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:53:02] [74c7506a1ea162af3aa8be25bcd05d28] [Current]
-   P               [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 18:57:23] [47f64d63202c1921bd27f3073f07a153] 
F RMP                 [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:01:20] [47f64d63202c1921bd27f3073f07a153] 
F   P                   [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:03:44] [47f64d63202c1921bd27f3073f07a153] 
F   P                     [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:04:59] [47f64d63202c1921bd27f3073f07a153] 
-                           [Spectral Analysis] [ARMA proces WS5 Q...] [2008-12-08 19:28:19] [47f64d63202c1921bd27f3073f07a153] 
F RM                          [(Partial) Autocorrelation Function] [ARMA proces WS5 Q...] [2008-12-08 19:32:37] [47f64d63202c1921bd27f3073f07a153] 
F RM                            [ARIMA Backward Selection] [ARMA proces WS5 Q...] [2008-12-08 20:01:06] [47f64d63202c1921bd27f3073f07a153] 

Feedback Forum

2008-12-11 10:40:23 [72e979bcc364082694890d2eccc1a66f] [reply] 
Door d gelijk te stellen aan 1 wordt de tijdreeks gedifferentieerd vooraleer de correlatiefunctie wordt berekend. 
De lange termijn trend is hierdoor verdwenen. We hebben echter wel nog te maken met seizoenaliteit. Dit kan je zien aan de pieken die voorkomen bij 12, 24, 36, … die een langzaam dalend verloop kennen. Om dit te verbeteren zullen we nu ook seizoenaal differentiëren door D gelijk te stellen aan 1.

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Dataseries X:

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Histogram

Boxplots

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30703&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30703&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30703&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.019277	0.3713	0.355313
2	-0.097003	-1.8684	0.031246
3	-0.248422	-4.785	1e-06
4	-0.095369	-1.8369	0.03351
5	0.246347	4.745	1e-06
6	-0.110459	-2.1276	0.017015
7	0.217199	4.1835	1.8e-05
8	-0.124895	-2.4057	0.008316
9	-0.273294	-5.264	0
10	-0.156166	-3.008	0.001405
11	0.001233	0.0238	0.490531
12	0.736324	14.1826	0
13	-0.031802	-0.6125	0.270276
14	-0.160506	-3.0916	0.001071
15	-0.28255	-5.4423	0
16	-0.138991	-2.6772	0.003877
17	0.187419	3.6099	0.000174
18	-0.141899	-2.7332	0.003287
19	0.216849	4.1768	1.8e-05
20	-0.130933	-2.522	0.006044
21	-0.267366	-5.1498	0
22	-0.13118	-2.5267	0.005964
23	-0.019493	-0.3755	0.353769
24	0.719054	13.85	0
25	-0.008976	-0.1729	0.431414
26	-0.135818	-2.616	0.004629
27	-0.254216	-4.8965	1e-06
28	-0.105714	-2.0362	0.021221
29	0.204248	3.9341	5e-05
30	-0.12012	-2.3137	0.010616
31	0.210103	4.0469	3.2e-05
32	-0.150927	-2.9071	0.001934
33	-0.23837	-4.5913	3e-06
34	-0.124251	-2.3932	0.008598
35	-0.028664	-0.5521	0.290602
36	0.689583	13.2823	0
37	-0.022186	-0.4273	0.334693
38	-0.12143	-2.3389	0.009935
39	-0.253395	-4.8807	1e-06
40	-0.119044	-2.293	0.011205
41	0.183291	3.5304	0.000234
42	-0.122076	-2.3513	0.009614
43	0.187396	3.6095	0.000174
44	-0.136471	-2.6286	0.004465
45	-0.239143	-4.6062	3e-06
46	-0.115485	-2.2244	0.013361
47	0.014278	0.275	0.391728
48	0.679251	13.0833	0
49	0.01198	0.2308	0.408815
50	-0.103828	-1.9999	0.023121
51	-0.223365	-4.3023	1.1e-05
52	-0.087135	-1.6783	0.047062
53	0.219127	4.2207	1.5e-05
54	-0.107797	-2.0763	0.019276
55	0.225939	4.3519	9e-06
56	-0.129975	-2.5035	0.006363
57	-0.207306	-3.993	3.9e-05
58	-0.096769	-1.8639	0.031563
59	0.019587	0.3773	0.353093
60	0.621899	11.9786	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.019277 & 0.3713 & 0.355313 \tabularnewline
2 & -0.097003 & -1.8684 & 0.031246 \tabularnewline
3 & -0.248422 & -4.785 & 1e-06 \tabularnewline
4 & -0.095369 & -1.8369 & 0.03351 \tabularnewline
5 & 0.246347 & 4.745 & 1e-06 \tabularnewline
6 & -0.110459 & -2.1276 & 0.017015 \tabularnewline
7 & 0.217199 & 4.1835 & 1.8e-05 \tabularnewline
8 & -0.124895 & -2.4057 & 0.008316 \tabularnewline
9 & -0.273294 & -5.264 & 0 \tabularnewline
10 & -0.156166 & -3.008 & 0.001405 \tabularnewline
11 & 0.001233 & 0.0238 & 0.490531 \tabularnewline
12 & 0.736324 & 14.1826 & 0 \tabularnewline
13 & -0.031802 & -0.6125 & 0.270276 \tabularnewline
14 & -0.160506 & -3.0916 & 0.001071 \tabularnewline
15 & -0.28255 & -5.4423 & 0 \tabularnewline
16 & -0.138991 & -2.6772 & 0.003877 \tabularnewline
17 & 0.187419 & 3.6099 & 0.000174 \tabularnewline
18 & -0.141899 & -2.7332 & 0.003287 \tabularnewline
19 & 0.216849 & 4.1768 & 1.8e-05 \tabularnewline
20 & -0.130933 & -2.522 & 0.006044 \tabularnewline
21 & -0.267366 & -5.1498 & 0 \tabularnewline
22 & -0.13118 & -2.5267 & 0.005964 \tabularnewline
23 & -0.019493 & -0.3755 & 0.353769 \tabularnewline
24 & 0.719054 & 13.85 & 0 \tabularnewline
25 & -0.008976 & -0.1729 & 0.431414 \tabularnewline
26 & -0.135818 & -2.616 & 0.004629 \tabularnewline
27 & -0.254216 & -4.8965 & 1e-06 \tabularnewline
28 & -0.105714 & -2.0362 & 0.021221 \tabularnewline
29 & 0.204248 & 3.9341 & 5e-05 \tabularnewline
30 & -0.12012 & -2.3137 & 0.010616 \tabularnewline
31 & 0.210103 & 4.0469 & 3.2e-05 \tabularnewline
32 & -0.150927 & -2.9071 & 0.001934 \tabularnewline
33 & -0.23837 & -4.5913 & 3e-06 \tabularnewline
34 & -0.124251 & -2.3932 & 0.008598 \tabularnewline
35 & -0.028664 & -0.5521 & 0.290602 \tabularnewline
36 & 0.689583 & 13.2823 & 0 \tabularnewline
37 & -0.022186 & -0.4273 & 0.334693 \tabularnewline
38 & -0.12143 & -2.3389 & 0.009935 \tabularnewline
39 & -0.253395 & -4.8807 & 1e-06 \tabularnewline
40 & -0.119044 & -2.293 & 0.011205 \tabularnewline
41 & 0.183291 & 3.5304 & 0.000234 \tabularnewline
42 & -0.122076 & -2.3513 & 0.009614 \tabularnewline
43 & 0.187396 & 3.6095 & 0.000174 \tabularnewline
44 & -0.136471 & -2.6286 & 0.004465 \tabularnewline
45 & -0.239143 & -4.6062 & 3e-06 \tabularnewline
46 & -0.115485 & -2.2244 & 0.013361 \tabularnewline
47 & 0.014278 & 0.275 & 0.391728 \tabularnewline
48 & 0.679251 & 13.0833 & 0 \tabularnewline
49 & 0.01198 & 0.2308 & 0.408815 \tabularnewline
50 & -0.103828 & -1.9999 & 0.023121 \tabularnewline
51 & -0.223365 & -4.3023 & 1.1e-05 \tabularnewline
52 & -0.087135 & -1.6783 & 0.047062 \tabularnewline
53 & 0.219127 & 4.2207 & 1.5e-05 \tabularnewline
54 & -0.107797 & -2.0763 & 0.019276 \tabularnewline
55 & 0.225939 & 4.3519 & 9e-06 \tabularnewline
56 & -0.129975 & -2.5035 & 0.006363 \tabularnewline
57 & -0.207306 & -3.993 & 3.9e-05 \tabularnewline
58 & -0.096769 & -1.8639 & 0.031563 \tabularnewline
59 & 0.019587 & 0.3773 & 0.353093 \tabularnewline
60 & 0.621899 & 11.9786 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30703&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]0.019277[/C][C]0.3713[/C][C]0.355313[/C][/ROW]
[ROW][C]2[/C][C]-0.097003[/C][C]-1.8684[/C][C]0.031246[/C][/ROW]
[ROW][C]3[/C][C]-0.248422[/C][C]-4.785[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.095369[/C][C]-1.8369[/C][C]0.03351[/C][/ROW]
[ROW][C]5[/C][C]0.246347[/C][C]4.745[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]-0.110459[/C][C]-2.1276[/C][C]0.017015[/C][/ROW]
[ROW][C]7[/C][C]0.217199[/C][C]4.1835[/C][C]1.8e-05[/C][/ROW]
[ROW][C]8[/C][C]-0.124895[/C][C]-2.4057[/C][C]0.008316[/C][/ROW]
[ROW][C]9[/C][C]-0.273294[/C][C]-5.264[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]-0.156166[/C][C]-3.008[/C][C]0.001405[/C][/ROW]
[ROW][C]11[/C][C]0.001233[/C][C]0.0238[/C][C]0.490531[/C][/ROW]
[ROW][C]12[/C][C]0.736324[/C][C]14.1826[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.031802[/C][C]-0.6125[/C][C]0.270276[/C][/ROW]
[ROW][C]14[/C][C]-0.160506[/C][C]-3.0916[/C][C]0.001071[/C][/ROW]
[ROW][C]15[/C][C]-0.28255[/C][C]-5.4423[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]-0.138991[/C][C]-2.6772[/C][C]0.003877[/C][/ROW]
[ROW][C]17[/C][C]0.187419[/C][C]3.6099[/C][C]0.000174[/C][/ROW]
[ROW][C]18[/C][C]-0.141899[/C][C]-2.7332[/C][C]0.003287[/C][/ROW]
[ROW][C]19[/C][C]0.216849[/C][C]4.1768[/C][C]1.8e-05[/C][/ROW]
[ROW][C]20[/C][C]-0.130933[/C][C]-2.522[/C][C]0.006044[/C][/ROW]
[ROW][C]21[/C][C]-0.267366[/C][C]-5.1498[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]-0.13118[/C][C]-2.5267[/C][C]0.005964[/C][/ROW]
[ROW][C]23[/C][C]-0.019493[/C][C]-0.3755[/C][C]0.353769[/C][/ROW]
[ROW][C]24[/C][C]0.719054[/C][C]13.85[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.008976[/C][C]-0.1729[/C][C]0.431414[/C][/ROW]
[ROW][C]26[/C][C]-0.135818[/C][C]-2.616[/C][C]0.004629[/C][/ROW]
[ROW][C]27[/C][C]-0.254216[/C][C]-4.8965[/C][C]1e-06[/C][/ROW]
[ROW][C]28[/C][C]-0.105714[/C][C]-2.0362[/C][C]0.021221[/C][/ROW]
[ROW][C]29[/C][C]0.204248[/C][C]3.9341[/C][C]5e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.12012[/C][C]-2.3137[/C][C]0.010616[/C][/ROW]
[ROW][C]31[/C][C]0.210103[/C][C]4.0469[/C][C]3.2e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.150927[/C][C]-2.9071[/C][C]0.001934[/C][/ROW]
[ROW][C]33[/C][C]-0.23837[/C][C]-4.5913[/C][C]3e-06[/C][/ROW]
[ROW][C]34[/C][C]-0.124251[/C][C]-2.3932[/C][C]0.008598[/C][/ROW]
[ROW][C]35[/C][C]-0.028664[/C][C]-0.5521[/C][C]0.290602[/C][/ROW]
[ROW][C]36[/C][C]0.689583[/C][C]13.2823[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]-0.022186[/C][C]-0.4273[/C][C]0.334693[/C][/ROW]
[ROW][C]38[/C][C]-0.12143[/C][C]-2.3389[/C][C]0.009935[/C][/ROW]
[ROW][C]39[/C][C]-0.253395[/C][C]-4.8807[/C][C]1e-06[/C][/ROW]
[ROW][C]40[/C][C]-0.119044[/C][C]-2.293[/C][C]0.011205[/C][/ROW]
[ROW][C]41[/C][C]0.183291[/C][C]3.5304[/C][C]0.000234[/C][/ROW]
[ROW][C]42[/C][C]-0.122076[/C][C]-2.3513[/C][C]0.009614[/C][/ROW]
[ROW][C]43[/C][C]0.187396[/C][C]3.6095[/C][C]0.000174[/C][/ROW]
[ROW][C]44[/C][C]-0.136471[/C][C]-2.6286[/C][C]0.004465[/C][/ROW]
[ROW][C]45[/C][C]-0.239143[/C][C]-4.6062[/C][C]3e-06[/C][/ROW]
[ROW][C]46[/C][C]-0.115485[/C][C]-2.2244[/C][C]0.013361[/C][/ROW]
[ROW][C]47[/C][C]0.014278[/C][C]0.275[/C][C]0.391728[/C][/ROW]
[ROW][C]48[/C][C]0.679251[/C][C]13.0833[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.01198[/C][C]0.2308[/C][C]0.408815[/C][/ROW]
[ROW][C]50[/C][C]-0.103828[/C][C]-1.9999[/C][C]0.023121[/C][/ROW]
[ROW][C]51[/C][C]-0.223365[/C][C]-4.3023[/C][C]1.1e-05[/C][/ROW]
[ROW][C]52[/C][C]-0.087135[/C][C]-1.6783[/C][C]0.047062[/C][/ROW]
[ROW][C]53[/C][C]0.219127[/C][C]4.2207[/C][C]1.5e-05[/C][/ROW]
[ROW][C]54[/C][C]-0.107797[/C][C]-2.0763[/C][C]0.019276[/C][/ROW]
[ROW][C]55[/C][C]0.225939[/C][C]4.3519[/C][C]9e-06[/C][/ROW]
[ROW][C]56[/C][C]-0.129975[/C][C]-2.5035[/C][C]0.006363[/C][/ROW]
[ROW][C]57[/C][C]-0.207306[/C][C]-3.993[/C][C]3.9e-05[/C][/ROW]
[ROW][C]58[/C][C]-0.096769[/C][C]-1.8639[/C][C]0.031563[/C][/ROW]
[ROW][C]59[/C][C]0.019587[/C][C]0.3773[/C][C]0.353093[/C][/ROW]
[ROW][C]60[/C][C]0.621899[/C][C]11.9786[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30703&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30703&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	0.019277	0.3713	0.355313
2	-0.097003	-1.8684	0.031246
3	-0.248422	-4.785	1e-06
4	-0.095369	-1.8369	0.03351
5	0.246347	4.745	1e-06
6	-0.110459	-2.1276	0.017015
7	0.217199	4.1835	1.8e-05
8	-0.124895	-2.4057	0.008316
9	-0.273294	-5.264	0
10	-0.156166	-3.008	0.001405
11	0.001233	0.0238	0.490531
12	0.736324	14.1826	0
13	-0.031802	-0.6125	0.270276
14	-0.160506	-3.0916	0.001071
15	-0.28255	-5.4423	0
16	-0.138991	-2.6772	0.003877
17	0.187419	3.6099	0.000174
18	-0.141899	-2.7332	0.003287
19	0.216849	4.1768	1.8e-05
20	-0.130933	-2.522	0.006044
21	-0.267366	-5.1498	0
22	-0.13118	-2.5267	0.005964
23	-0.019493	-0.3755	0.353769
24	0.719054	13.85	0
25	-0.008976	-0.1729	0.431414
26	-0.135818	-2.616	0.004629
27	-0.254216	-4.8965	1e-06
28	-0.105714	-2.0362	0.021221
29	0.204248	3.9341	5e-05
30	-0.12012	-2.3137	0.010616
31	0.210103	4.0469	3.2e-05
32	-0.150927	-2.9071	0.001934
33	-0.23837	-4.5913	3e-06
34	-0.124251	-2.3932	0.008598
35	-0.028664	-0.5521	0.290602
36	0.689583	13.2823	0
37	-0.022186	-0.4273	0.334693
38	-0.12143	-2.3389	0.009935
39	-0.253395	-4.8807	1e-06
40	-0.119044	-2.293	0.011205
41	0.183291	3.5304	0.000234
42	-0.122076	-2.3513	0.009614
43	0.187396	3.6095	0.000174
44	-0.136471	-2.6286	0.004465
45	-0.239143	-4.6062	3e-06
46	-0.115485	-2.2244	0.013361
47	0.014278	0.275	0.391728
48	0.679251	13.0833	0
49	0.01198	0.2308	0.408815
50	-0.103828	-1.9999	0.023121
51	-0.223365	-4.3023	1.1e-05
52	-0.087135	-1.6783	0.047062
53	0.219127	4.2207	1.5e-05
54	-0.107797	-2.0763	0.019276
55	0.225939	4.3519	9e-06
56	-0.129975	-2.5035	0.006363
57	-0.207306	-3.993	3.9e-05
58	-0.096769	-1.8639	0.031563
59	0.019587	0.3773	0.353093
60	0.621899	11.9786	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.019277	0.3713	0.355313
2	-0.097411	-1.8763	0.030701
3	-0.246927	-4.7561	1e-06
4	-0.107845	-2.0772	0.019233
5	0.213563	4.1135	2.4e-05
6	-0.20926	-4.0306	3.4e-05
7	0.249971	4.8148	1e-06
8	-0.090374	-1.7407	0.04128
9	-0.322571	-6.2131	0
10	-0.138031	-2.6587	0.004092
11	0.045972	0.8855	0.188237
12	0.626911	12.0752	0
13	-0.131467	-2.5322	0.005873
14	-0.194159	-3.7398	0.000107
15	-0.112598	-2.1688	0.015367
16	-0.148219	-2.8549	0.002273
17	-0.119075	-2.2935	0.011188
18	-0.12032	-2.3175	0.010509
19	0.070755	1.3628	0.086879
20	-0.009428	-0.1816	0.427997
21	-0.060183	-1.1592	0.12356
22	0.050795	0.9784	0.164262
23	-0.117296	-2.2593	0.012223
24	0.26756	5.1536	0
25	0.015937	0.307	0.379522
26	-0.075613	-1.4564	0.073063
27	-0.042394	-0.8166	0.207348
28	0.012202	0.235	0.407161
29	-0.036965	-0.712	0.238455
30	-0.075134	-1.4472	0.074344
31	-0.053371	-1.028	0.15231
32	-0.117411	-2.2615	0.012153
33	-0.004027	-0.0776	0.469108
34	0.025371	0.4887	0.312677
35	-0.093173	-1.7946	0.036762
36	0.155931	3.0034	0.001425
37	-0.014037	-0.2704	0.393514
38	-0.023306	-0.4489	0.326879
39	-0.045287	-0.8723	0.191805
40	-0.07363	-1.4182	0.078484
41	-0.097115	-1.8706	0.031096
42	-0.02272	-0.4376	0.33096
43	-0.061652	-1.1875	0.117894
44	-0.014747	-0.284	0.388266
45	-0.039792	-0.7664	0.221948
46	0.001698	0.0327	0.486965
47	0.07875	1.5168	0.065081
48	0.102198	1.9685	0.024879
49	0.015223	0.2932	0.384764
50	-0.017257	-0.3324	0.369887
51	0.023798	0.4584	0.323473
52	-0.00879	-0.1693	0.432824
53	0.01432	0.2758	0.39142
54	-0.019784	-0.3811	0.351686
55	0.044526	0.8576	0.195824
56	-0.003378	-0.0651	0.474082
57	0.029374	0.5658	0.285939
58	-0.005297	-0.102	0.459398
59	0.025094	0.4834	0.314566
60	-0.043427	-0.8365	0.201716

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.019277 & 0.3713 & 0.355313 \tabularnewline
2 & -0.097411 & -1.8763 & 0.030701 \tabularnewline
3 & -0.246927 & -4.7561 & 1e-06 \tabularnewline
4 & -0.107845 & -2.0772 & 0.019233 \tabularnewline
5 & 0.213563 & 4.1135 & 2.4e-05 \tabularnewline
6 & -0.20926 & -4.0306 & 3.4e-05 \tabularnewline
7 & 0.249971 & 4.8148 & 1e-06 \tabularnewline
8 & -0.090374 & -1.7407 & 0.04128 \tabularnewline
9 & -0.322571 & -6.2131 & 0 \tabularnewline
10 & -0.138031 & -2.6587 & 0.004092 \tabularnewline
11 & 0.045972 & 0.8855 & 0.188237 \tabularnewline
12 & 0.626911 & 12.0752 & 0 \tabularnewline
13 & -0.131467 & -2.5322 & 0.005873 \tabularnewline
14 & -0.194159 & -3.7398 & 0.000107 \tabularnewline
15 & -0.112598 & -2.1688 & 0.015367 \tabularnewline
16 & -0.148219 & -2.8549 & 0.002273 \tabularnewline
17 & -0.119075 & -2.2935 & 0.011188 \tabularnewline
18 & -0.12032 & -2.3175 & 0.010509 \tabularnewline
19 & 0.070755 & 1.3628 & 0.086879 \tabularnewline
20 & -0.009428 & -0.1816 & 0.427997 \tabularnewline
21 & -0.060183 & -1.1592 & 0.12356 \tabularnewline
22 & 0.050795 & 0.9784 & 0.164262 \tabularnewline
23 & -0.117296 & -2.2593 & 0.012223 \tabularnewline
24 & 0.26756 & 5.1536 & 0 \tabularnewline
25 & 0.015937 & 0.307 & 0.379522 \tabularnewline
26 & -0.075613 & -1.4564 & 0.073063 \tabularnewline
27 & -0.042394 & -0.8166 & 0.207348 \tabularnewline
28 & 0.012202 & 0.235 & 0.407161 \tabularnewline
29 & -0.036965 & -0.712 & 0.238455 \tabularnewline
30 & -0.075134 & -1.4472 & 0.074344 \tabularnewline
31 & -0.053371 & -1.028 & 0.15231 \tabularnewline
32 & -0.117411 & -2.2615 & 0.012153 \tabularnewline
33 & -0.004027 & -0.0776 & 0.469108 \tabularnewline
34 & 0.025371 & 0.4887 & 0.312677 \tabularnewline
35 & -0.093173 & -1.7946 & 0.036762 \tabularnewline
36 & 0.155931 & 3.0034 & 0.001425 \tabularnewline
37 & -0.014037 & -0.2704 & 0.393514 \tabularnewline
38 & -0.023306 & -0.4489 & 0.326879 \tabularnewline
39 & -0.045287 & -0.8723 & 0.191805 \tabularnewline
40 & -0.07363 & -1.4182 & 0.078484 \tabularnewline
41 & -0.097115 & -1.8706 & 0.031096 \tabularnewline
42 & -0.02272 & -0.4376 & 0.33096 \tabularnewline
43 & -0.061652 & -1.1875 & 0.117894 \tabularnewline
44 & -0.014747 & -0.284 & 0.388266 \tabularnewline
45 & -0.039792 & -0.7664 & 0.221948 \tabularnewline
46 & 0.001698 & 0.0327 & 0.486965 \tabularnewline
47 & 0.07875 & 1.5168 & 0.065081 \tabularnewline
48 & 0.102198 & 1.9685 & 0.024879 \tabularnewline
49 & 0.015223 & 0.2932 & 0.384764 \tabularnewline
50 & -0.017257 & -0.3324 & 0.369887 \tabularnewline
51 & 0.023798 & 0.4584 & 0.323473 \tabularnewline
52 & -0.00879 & -0.1693 & 0.432824 \tabularnewline
53 & 0.01432 & 0.2758 & 0.39142 \tabularnewline
54 & -0.019784 & -0.3811 & 0.351686 \tabularnewline
55 & 0.044526 & 0.8576 & 0.195824 \tabularnewline
56 & -0.003378 & -0.0651 & 0.474082 \tabularnewline
57 & 0.029374 & 0.5658 & 0.285939 \tabularnewline
58 & -0.005297 & -0.102 & 0.459398 \tabularnewline
59 & 0.025094 & 0.4834 & 0.314566 \tabularnewline
60 & -0.043427 & -0.8365 & 0.201716 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30703&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]0.019277[/C][C]0.3713[/C][C]0.355313[/C][/ROW]
[ROW][C]2[/C][C]-0.097411[/C][C]-1.8763[/C][C]0.030701[/C][/ROW]
[ROW][C]3[/C][C]-0.246927[/C][C]-4.7561[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.107845[/C][C]-2.0772[/C][C]0.019233[/C][/ROW]
[ROW][C]5[/C][C]0.213563[/C][C]4.1135[/C][C]2.4e-05[/C][/ROW]
[ROW][C]6[/C][C]-0.20926[/C][C]-4.0306[/C][C]3.4e-05[/C][/ROW]
[ROW][C]7[/C][C]0.249971[/C][C]4.8148[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]-0.090374[/C][C]-1.7407[/C][C]0.04128[/C][/ROW]
[ROW][C]9[/C][C]-0.322571[/C][C]-6.2131[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]-0.138031[/C][C]-2.6587[/C][C]0.004092[/C][/ROW]
[ROW][C]11[/C][C]0.045972[/C][C]0.8855[/C][C]0.188237[/C][/ROW]
[ROW][C]12[/C][C]0.626911[/C][C]12.0752[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.131467[/C][C]-2.5322[/C][C]0.005873[/C][/ROW]
[ROW][C]14[/C][C]-0.194159[/C][C]-3.7398[/C][C]0.000107[/C][/ROW]
[ROW][C]15[/C][C]-0.112598[/C][C]-2.1688[/C][C]0.015367[/C][/ROW]
[ROW][C]16[/C][C]-0.148219[/C][C]-2.8549[/C][C]0.002273[/C][/ROW]
[ROW][C]17[/C][C]-0.119075[/C][C]-2.2935[/C][C]0.011188[/C][/ROW]
[ROW][C]18[/C][C]-0.12032[/C][C]-2.3175[/C][C]0.010509[/C][/ROW]
[ROW][C]19[/C][C]0.070755[/C][C]1.3628[/C][C]0.086879[/C][/ROW]
[ROW][C]20[/C][C]-0.009428[/C][C]-0.1816[/C][C]0.427997[/C][/ROW]
[ROW][C]21[/C][C]-0.060183[/C][C]-1.1592[/C][C]0.12356[/C][/ROW]
[ROW][C]22[/C][C]0.050795[/C][C]0.9784[/C][C]0.164262[/C][/ROW]
[ROW][C]23[/C][C]-0.117296[/C][C]-2.2593[/C][C]0.012223[/C][/ROW]
[ROW][C]24[/C][C]0.26756[/C][C]5.1536[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.015937[/C][C]0.307[/C][C]0.379522[/C][/ROW]
[ROW][C]26[/C][C]-0.075613[/C][C]-1.4564[/C][C]0.073063[/C][/ROW]
[ROW][C]27[/C][C]-0.042394[/C][C]-0.8166[/C][C]0.207348[/C][/ROW]
[ROW][C]28[/C][C]0.012202[/C][C]0.235[/C][C]0.407161[/C][/ROW]
[ROW][C]29[/C][C]-0.036965[/C][C]-0.712[/C][C]0.238455[/C][/ROW]
[ROW][C]30[/C][C]-0.075134[/C][C]-1.4472[/C][C]0.074344[/C][/ROW]
[ROW][C]31[/C][C]-0.053371[/C][C]-1.028[/C][C]0.15231[/C][/ROW]
[ROW][C]32[/C][C]-0.117411[/C][C]-2.2615[/C][C]0.012153[/C][/ROW]
[ROW][C]33[/C][C]-0.004027[/C][C]-0.0776[/C][C]0.469108[/C][/ROW]
[ROW][C]34[/C][C]0.025371[/C][C]0.4887[/C][C]0.312677[/C][/ROW]
[ROW][C]35[/C][C]-0.093173[/C][C]-1.7946[/C][C]0.036762[/C][/ROW]
[ROW][C]36[/C][C]0.155931[/C][C]3.0034[/C][C]0.001425[/C][/ROW]
[ROW][C]37[/C][C]-0.014037[/C][C]-0.2704[/C][C]0.393514[/C][/ROW]
[ROW][C]38[/C][C]-0.023306[/C][C]-0.4489[/C][C]0.326879[/C][/ROW]
[ROW][C]39[/C][C]-0.045287[/C][C]-0.8723[/C][C]0.191805[/C][/ROW]
[ROW][C]40[/C][C]-0.07363[/C][C]-1.4182[/C][C]0.078484[/C][/ROW]
[ROW][C]41[/C][C]-0.097115[/C][C]-1.8706[/C][C]0.031096[/C][/ROW]
[ROW][C]42[/C][C]-0.02272[/C][C]-0.4376[/C][C]0.33096[/C][/ROW]
[ROW][C]43[/C][C]-0.061652[/C][C]-1.1875[/C][C]0.117894[/C][/ROW]
[ROW][C]44[/C][C]-0.014747[/C][C]-0.284[/C][C]0.388266[/C][/ROW]
[ROW][C]45[/C][C]-0.039792[/C][C]-0.7664[/C][C]0.221948[/C][/ROW]
[ROW][C]46[/C][C]0.001698[/C][C]0.0327[/C][C]0.486965[/C][/ROW]
[ROW][C]47[/C][C]0.07875[/C][C]1.5168[/C][C]0.065081[/C][/ROW]
[ROW][C]48[/C][C]0.102198[/C][C]1.9685[/C][C]0.024879[/C][/ROW]
[ROW][C]49[/C][C]0.015223[/C][C]0.2932[/C][C]0.384764[/C][/ROW]
[ROW][C]50[/C][C]-0.017257[/C][C]-0.3324[/C][C]0.369887[/C][/ROW]
[ROW][C]51[/C][C]0.023798[/C][C]0.4584[/C][C]0.323473[/C][/ROW]
[ROW][C]52[/C][C]-0.00879[/C][C]-0.1693[/C][C]0.432824[/C][/ROW]
[ROW][C]53[/C][C]0.01432[/C][C]0.2758[/C][C]0.39142[/C][/ROW]
[ROW][C]54[/C][C]-0.019784[/C][C]-0.3811[/C][C]0.351686[/C][/ROW]
[ROW][C]55[/C][C]0.044526[/C][C]0.8576[/C][C]0.195824[/C][/ROW]
[ROW][C]56[/C][C]-0.003378[/C][C]-0.0651[/C][C]0.474082[/C][/ROW]
[ROW][C]57[/C][C]0.029374[/C][C]0.5658[/C][C]0.285939[/C][/ROW]
[ROW][C]58[/C][C]-0.005297[/C][C]-0.102[/C][C]0.459398[/C][/ROW]
[ROW][C]59[/C][C]0.025094[/C][C]0.4834[/C][C]0.314566[/C][/ROW]
[ROW][C]60[/C][C]-0.043427[/C][C]-0.8365[/C][C]0.201716[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30703&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30703&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	0.019277	0.3713	0.355313
2	-0.097411	-1.8763	0.030701
3	-0.246927	-4.7561	1e-06
4	-0.107845	-2.0772	0.019233
5	0.213563	4.1135	2.4e-05
6	-0.20926	-4.0306	3.4e-05
7	0.249971	4.8148	1e-06
8	-0.090374	-1.7407	0.04128
9	-0.322571	-6.2131	0
10	-0.138031	-2.6587	0.004092
11	0.045972	0.8855	0.188237
12	0.626911	12.0752	0
13	-0.131467	-2.5322	0.005873
14	-0.194159	-3.7398	0.000107
15	-0.112598	-2.1688	0.015367
16	-0.148219	-2.8549	0.002273
17	-0.119075	-2.2935	0.011188
18	-0.12032	-2.3175	0.010509
19	0.070755	1.3628	0.086879
20	-0.009428	-0.1816	0.427997
21	-0.060183	-1.1592	0.12356
22	0.050795	0.9784	0.164262
23	-0.117296	-2.2593	0.012223
24	0.26756	5.1536	0
25	0.015937	0.307	0.379522
26	-0.075613	-1.4564	0.073063
27	-0.042394	-0.8166	0.207348
28	0.012202	0.235	0.407161
29	-0.036965	-0.712	0.238455
30	-0.075134	-1.4472	0.074344
31	-0.053371	-1.028	0.15231
32	-0.117411	-2.2615	0.012153
33	-0.004027	-0.0776	0.469108
34	0.025371	0.4887	0.312677
35	-0.093173	-1.7946	0.036762
36	0.155931	3.0034	0.001425
37	-0.014037	-0.2704	0.393514
38	-0.023306	-0.4489	0.326879
39	-0.045287	-0.8723	0.191805
40	-0.07363	-1.4182	0.078484
41	-0.097115	-1.8706	0.031096
42	-0.02272	-0.4376	0.33096
43	-0.061652	-1.1875	0.117894
44	-0.014747	-0.284	0.388266
45	-0.039792	-0.7664	0.221948
46	0.001698	0.0327	0.486965
47	0.07875	1.5168	0.065081
48	0.102198	1.9685	0.024879
49	0.015223	0.2932	0.384764
50	-0.017257	-0.3324	0.369887
51	0.023798	0.4584	0.323473
52	-0.00879	-0.1693	0.432824
53	0.01432	0.2758	0.39142
54	-0.019784	-0.3811	0.351686
55	0.044526	0.8576	0.195824
56	-0.003378	-0.0651	0.474082
57	0.029374	0.5658	0.285939
58	-0.005297	-0.102	0.459398
59	0.025094	0.4834	0.314566
60	-0.043427	-0.8365	0.201716

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.0 ; 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