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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 11:59:41 -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/t1228762824h5s77yuyj49h7zq.htm/, Retrieved Thu, 16 May 2024 11:14:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30721, Retrieved Thu, 16 May 2024 11:14:20 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

195

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   [Variance Reduction Matrix] [step1.1] [2008-12-08 18:32:25] [922d8ae7bd2fd460a62d9020ccd4931a]
F RMP     [(Partial) Autocorrelation Function] [step2] [2008-12-08 18:51:58] [922d8ae7bd2fd460a62d9020ccd4931a]
F    D        [(Partial) Autocorrelation Function] [step22�] [2008-12-08 18:59:41] [89a49ebb3ece8e9a225c7f9f53a14c57] [Current]
-   PD          [(Partial) Autocorrelation Function] [step223] [2008-12-08 19:02:36] [922d8ae7bd2fd460a62d9020ccd4931a] 
F RMP             [Spectral Analysis] [step45] [2008-12-08 19:13:18] [922d8ae7bd2fd460a62d9020ccd4931a] 
-   P               [Spectral Analysis] [step221] [2008-12-08 19:14:54] [922d8ae7bd2fd460a62d9020ccd4931a] 

Feedback Forum

2008-12-16 17:29:51 [Lana Van Wesemael] [reply] 
In deze ACF merken we inderdaad seizoenaliteit op (pieken op lag 12,24,...). Het zal dus nodig zijn om seizoenaal te differentiëren zodat we de tijdreeks stationair kunnen maken. 

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=30721&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=30721&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30721&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	0.359538	3.3148	0.000675
2	0.198261	1.8279	0.035538
3	0.486407	4.4845	1.1e-05
4	0.174528	1.6091	0.055655
5	0.269103	2.481	0.007536
6	0.533942	4.9227	2e-06
7	0.165069	1.5219	0.065878
8	0.161808	1.4918	0.069728
9	0.3648	3.3633	0.000578
10	0.02642	0.2436	0.404071
11	0.223418	2.0598	0.021238
12	0.604234	5.5708	0
13	0.151393	1.3958	0.083209
14	0.062669	0.5778	0.282469
15	0.237415	2.1889	0.015675
16	-0.043026	-0.3967	0.346298
17	0.113438	1.0458	0.149299
18	0.283185	2.6108	0.005337
19	-0.039348	-0.3628	0.358839
20	0.010017	0.0924	0.463317
21	0.119473	1.1015	0.136897
22	-0.150362	-1.3863	0.084646
23	0.082731	0.7627	0.223865
24	0.278179	2.5647	0.006042
25	0.005686	0.0524	0.479157
26	-0.017912	-0.1651	0.434613
27	0.053853	0.4965	0.310413
28	-0.158961	-1.4655	0.073231
29	0.012591	0.1161	0.45393
30	0.082978	0.765	0.223191
31	-0.099444	-0.9168	0.180913
32	-0.052247	-0.4817	0.315631
33	-0.066604	-0.6141	0.270408
34	-0.188083	-1.734	0.043268
35	0.00782	0.0721	0.471347
36	0.1475	1.3599	0.088732
37	-0.027801	-0.2563	0.399164
38	-0.045363	-0.4182	0.338417
39	-0.030896	-0.2848	0.388227
40	-0.118933	-1.0965	0.137977
41	-0.028389	-0.2617	0.39708
42	0.009028	0.0832	0.466932
43	-0.078385	-0.7227	0.235932
44	-0.08205	-0.7565	0.225732
45	-0.141251	-1.3023	0.09817
46	-0.198549	-1.8305	0.035338
47	-0.096545	-0.8901	0.187961
48	-0.002561	-0.0236	0.490609
49	-0.129462	-1.1936	0.117981
50	-0.175448	-1.6176	0.054732
51	-0.176288	-1.6253	0.053901
52	-0.167203	-1.5415	0.063451
53	-0.139284	-1.2841	0.101292
54	-0.130522	-1.2034	0.11609
55	-0.159253	-1.4682	0.072865
56	-0.150267	-1.3854	0.084778
57	-0.193123	-1.7805	0.039283
58	-0.251824	-2.3217	0.011321
59	-0.179448	-1.6544	0.050865
60	-0.100986	-0.931	0.177234

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.359538 & 3.3148 & 0.000675 \tabularnewline
2 & 0.198261 & 1.8279 & 0.035538 \tabularnewline
3 & 0.486407 & 4.4845 & 1.1e-05 \tabularnewline
4 & 0.174528 & 1.6091 & 0.055655 \tabularnewline
5 & 0.269103 & 2.481 & 0.007536 \tabularnewline
6 & 0.533942 & 4.9227 & 2e-06 \tabularnewline
7 & 0.165069 & 1.5219 & 0.065878 \tabularnewline
8 & 0.161808 & 1.4918 & 0.069728 \tabularnewline
9 & 0.3648 & 3.3633 & 0.000578 \tabularnewline
10 & 0.02642 & 0.2436 & 0.404071 \tabularnewline
11 & 0.223418 & 2.0598 & 0.021238 \tabularnewline
12 & 0.604234 & 5.5708 & 0 \tabularnewline
13 & 0.151393 & 1.3958 & 0.083209 \tabularnewline
14 & 0.062669 & 0.5778 & 0.282469 \tabularnewline
15 & 0.237415 & 2.1889 & 0.015675 \tabularnewline
16 & -0.043026 & -0.3967 & 0.346298 \tabularnewline
17 & 0.113438 & 1.0458 & 0.149299 \tabularnewline
18 & 0.283185 & 2.6108 & 0.005337 \tabularnewline
19 & -0.039348 & -0.3628 & 0.358839 \tabularnewline
20 & 0.010017 & 0.0924 & 0.463317 \tabularnewline
21 & 0.119473 & 1.1015 & 0.136897 \tabularnewline
22 & -0.150362 & -1.3863 & 0.084646 \tabularnewline
23 & 0.082731 & 0.7627 & 0.223865 \tabularnewline
24 & 0.278179 & 2.5647 & 0.006042 \tabularnewline
25 & 0.005686 & 0.0524 & 0.479157 \tabularnewline
26 & -0.017912 & -0.1651 & 0.434613 \tabularnewline
27 & 0.053853 & 0.4965 & 0.310413 \tabularnewline
28 & -0.158961 & -1.4655 & 0.073231 \tabularnewline
29 & 0.012591 & 0.1161 & 0.45393 \tabularnewline
30 & 0.082978 & 0.765 & 0.223191 \tabularnewline
31 & -0.099444 & -0.9168 & 0.180913 \tabularnewline
32 & -0.052247 & -0.4817 & 0.315631 \tabularnewline
33 & -0.066604 & -0.6141 & 0.270408 \tabularnewline
34 & -0.188083 & -1.734 & 0.043268 \tabularnewline
35 & 0.00782 & 0.0721 & 0.471347 \tabularnewline
36 & 0.1475 & 1.3599 & 0.088732 \tabularnewline
37 & -0.027801 & -0.2563 & 0.399164 \tabularnewline
38 & -0.045363 & -0.4182 & 0.338417 \tabularnewline
39 & -0.030896 & -0.2848 & 0.388227 \tabularnewline
40 & -0.118933 & -1.0965 & 0.137977 \tabularnewline
41 & -0.028389 & -0.2617 & 0.39708 \tabularnewline
42 & 0.009028 & 0.0832 & 0.466932 \tabularnewline
43 & -0.078385 & -0.7227 & 0.235932 \tabularnewline
44 & -0.08205 & -0.7565 & 0.225732 \tabularnewline
45 & -0.141251 & -1.3023 & 0.09817 \tabularnewline
46 & -0.198549 & -1.8305 & 0.035338 \tabularnewline
47 & -0.096545 & -0.8901 & 0.187961 \tabularnewline
48 & -0.002561 & -0.0236 & 0.490609 \tabularnewline
49 & -0.129462 & -1.1936 & 0.117981 \tabularnewline
50 & -0.175448 & -1.6176 & 0.054732 \tabularnewline
51 & -0.176288 & -1.6253 & 0.053901 \tabularnewline
52 & -0.167203 & -1.5415 & 0.063451 \tabularnewline
53 & -0.139284 & -1.2841 & 0.101292 \tabularnewline
54 & -0.130522 & -1.2034 & 0.11609 \tabularnewline
55 & -0.159253 & -1.4682 & 0.072865 \tabularnewline
56 & -0.150267 & -1.3854 & 0.084778 \tabularnewline
57 & -0.193123 & -1.7805 & 0.039283 \tabularnewline
58 & -0.251824 & -2.3217 & 0.011321 \tabularnewline
59 & -0.179448 & -1.6544 & 0.050865 \tabularnewline
60 & -0.100986 & -0.931 & 0.177234 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30721&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]0.359538[/C][C]3.3148[/C][C]0.000675[/C][/ROW]
[ROW][C]2[/C][C]0.198261[/C][C]1.8279[/C][C]0.035538[/C][/ROW]
[ROW][C]3[/C][C]0.486407[/C][C]4.4845[/C][C]1.1e-05[/C][/ROW]
[ROW][C]4[/C][C]0.174528[/C][C]1.6091[/C][C]0.055655[/C][/ROW]
[ROW][C]5[/C][C]0.269103[/C][C]2.481[/C][C]0.007536[/C][/ROW]
[ROW][C]6[/C][C]0.533942[/C][C]4.9227[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.165069[/C][C]1.5219[/C][C]0.065878[/C][/ROW]
[ROW][C]8[/C][C]0.161808[/C][C]1.4918[/C][C]0.069728[/C][/ROW]
[ROW][C]9[/C][C]0.3648[/C][C]3.3633[/C][C]0.000578[/C][/ROW]
[ROW][C]10[/C][C]0.02642[/C][C]0.2436[/C][C]0.404071[/C][/ROW]
[ROW][C]11[/C][C]0.223418[/C][C]2.0598[/C][C]0.021238[/C][/ROW]
[ROW][C]12[/C][C]0.604234[/C][C]5.5708[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.151393[/C][C]1.3958[/C][C]0.083209[/C][/ROW]
[ROW][C]14[/C][C]0.062669[/C][C]0.5778[/C][C]0.282469[/C][/ROW]
[ROW][C]15[/C][C]0.237415[/C][C]2.1889[/C][C]0.015675[/C][/ROW]
[ROW][C]16[/C][C]-0.043026[/C][C]-0.3967[/C][C]0.346298[/C][/ROW]
[ROW][C]17[/C][C]0.113438[/C][C]1.0458[/C][C]0.149299[/C][/ROW]
[ROW][C]18[/C][C]0.283185[/C][C]2.6108[/C][C]0.005337[/C][/ROW]
[ROW][C]19[/C][C]-0.039348[/C][C]-0.3628[/C][C]0.358839[/C][/ROW]
[ROW][C]20[/C][C]0.010017[/C][C]0.0924[/C][C]0.463317[/C][/ROW]
[ROW][C]21[/C][C]0.119473[/C][C]1.1015[/C][C]0.136897[/C][/ROW]
[ROW][C]22[/C][C]-0.150362[/C][C]-1.3863[/C][C]0.084646[/C][/ROW]
[ROW][C]23[/C][C]0.082731[/C][C]0.7627[/C][C]0.223865[/C][/ROW]
[ROW][C]24[/C][C]0.278179[/C][C]2.5647[/C][C]0.006042[/C][/ROW]
[ROW][C]25[/C][C]0.005686[/C][C]0.0524[/C][C]0.479157[/C][/ROW]
[ROW][C]26[/C][C]-0.017912[/C][C]-0.1651[/C][C]0.434613[/C][/ROW]
[ROW][C]27[/C][C]0.053853[/C][C]0.4965[/C][C]0.310413[/C][/ROW]
[ROW][C]28[/C][C]-0.158961[/C][C]-1.4655[/C][C]0.073231[/C][/ROW]
[ROW][C]29[/C][C]0.012591[/C][C]0.1161[/C][C]0.45393[/C][/ROW]
[ROW][C]30[/C][C]0.082978[/C][C]0.765[/C][C]0.223191[/C][/ROW]
[ROW][C]31[/C][C]-0.099444[/C][C]-0.9168[/C][C]0.180913[/C][/ROW]
[ROW][C]32[/C][C]-0.052247[/C][C]-0.4817[/C][C]0.315631[/C][/ROW]
[ROW][C]33[/C][C]-0.066604[/C][C]-0.6141[/C][C]0.270408[/C][/ROW]
[ROW][C]34[/C][C]-0.188083[/C][C]-1.734[/C][C]0.043268[/C][/ROW]
[ROW][C]35[/C][C]0.00782[/C][C]0.0721[/C][C]0.471347[/C][/ROW]
[ROW][C]36[/C][C]0.1475[/C][C]1.3599[/C][C]0.088732[/C][/ROW]
[ROW][C]37[/C][C]-0.027801[/C][C]-0.2563[/C][C]0.399164[/C][/ROW]
[ROW][C]38[/C][C]-0.045363[/C][C]-0.4182[/C][C]0.338417[/C][/ROW]
[ROW][C]39[/C][C]-0.030896[/C][C]-0.2848[/C][C]0.388227[/C][/ROW]
[ROW][C]40[/C][C]-0.118933[/C][C]-1.0965[/C][C]0.137977[/C][/ROW]
[ROW][C]41[/C][C]-0.028389[/C][C]-0.2617[/C][C]0.39708[/C][/ROW]
[ROW][C]42[/C][C]0.009028[/C][C]0.0832[/C][C]0.466932[/C][/ROW]
[ROW][C]43[/C][C]-0.078385[/C][C]-0.7227[/C][C]0.235932[/C][/ROW]
[ROW][C]44[/C][C]-0.08205[/C][C]-0.7565[/C][C]0.225732[/C][/ROW]
[ROW][C]45[/C][C]-0.141251[/C][C]-1.3023[/C][C]0.09817[/C][/ROW]
[ROW][C]46[/C][C]-0.198549[/C][C]-1.8305[/C][C]0.035338[/C][/ROW]
[ROW][C]47[/C][C]-0.096545[/C][C]-0.8901[/C][C]0.187961[/C][/ROW]
[ROW][C]48[/C][C]-0.002561[/C][C]-0.0236[/C][C]0.490609[/C][/ROW]
[ROW][C]49[/C][C]-0.129462[/C][C]-1.1936[/C][C]0.117981[/C][/ROW]
[ROW][C]50[/C][C]-0.175448[/C][C]-1.6176[/C][C]0.054732[/C][/ROW]
[ROW][C]51[/C][C]-0.176288[/C][C]-1.6253[/C][C]0.053901[/C][/ROW]
[ROW][C]52[/C][C]-0.167203[/C][C]-1.5415[/C][C]0.063451[/C][/ROW]
[ROW][C]53[/C][C]-0.139284[/C][C]-1.2841[/C][C]0.101292[/C][/ROW]
[ROW][C]54[/C][C]-0.130522[/C][C]-1.2034[/C][C]0.11609[/C][/ROW]
[ROW][C]55[/C][C]-0.159253[/C][C]-1.4682[/C][C]0.072865[/C][/ROW]
[ROW][C]56[/C][C]-0.150267[/C][C]-1.3854[/C][C]0.084778[/C][/ROW]
[ROW][C]57[/C][C]-0.193123[/C][C]-1.7805[/C][C]0.039283[/C][/ROW]
[ROW][C]58[/C][C]-0.251824[/C][C]-2.3217[/C][C]0.011321[/C][/ROW]
[ROW][C]59[/C][C]-0.179448[/C][C]-1.6544[/C][C]0.050865[/C][/ROW]
[ROW][C]60[/C][C]-0.100986[/C][C]-0.931[/C][C]0.177234[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30721&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30721&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	0.359538	3.3148	0.000675
2	0.198261	1.8279	0.035538
3	0.486407	4.4845	1.1e-05
4	0.174528	1.6091	0.055655
5	0.269103	2.481	0.007536
6	0.533942	4.9227	2e-06
7	0.165069	1.5219	0.065878
8	0.161808	1.4918	0.069728
9	0.3648	3.3633	0.000578
10	0.02642	0.2436	0.404071
11	0.223418	2.0598	0.021238
12	0.604234	5.5708	0
13	0.151393	1.3958	0.083209
14	0.062669	0.5778	0.282469
15	0.237415	2.1889	0.015675
16	-0.043026	-0.3967	0.346298
17	0.113438	1.0458	0.149299
18	0.283185	2.6108	0.005337
19	-0.039348	-0.3628	0.358839
20	0.010017	0.0924	0.463317
21	0.119473	1.1015	0.136897
22	-0.150362	-1.3863	0.084646
23	0.082731	0.7627	0.223865
24	0.278179	2.5647	0.006042
25	0.005686	0.0524	0.479157
26	-0.017912	-0.1651	0.434613
27	0.053853	0.4965	0.310413
28	-0.158961	-1.4655	0.073231
29	0.012591	0.1161	0.45393
30	0.082978	0.765	0.223191
31	-0.099444	-0.9168	0.180913
32	-0.052247	-0.4817	0.315631
33	-0.066604	-0.6141	0.270408
34	-0.188083	-1.734	0.043268
35	0.00782	0.0721	0.471347
36	0.1475	1.3599	0.088732
37	-0.027801	-0.2563	0.399164
38	-0.045363	-0.4182	0.338417
39	-0.030896	-0.2848	0.388227
40	-0.118933	-1.0965	0.137977
41	-0.028389	-0.2617	0.39708
42	0.009028	0.0832	0.466932
43	-0.078385	-0.7227	0.235932
44	-0.08205	-0.7565	0.225732
45	-0.141251	-1.3023	0.09817
46	-0.198549	-1.8305	0.035338
47	-0.096545	-0.8901	0.187961
48	-0.002561	-0.0236	0.490609
49	-0.129462	-1.1936	0.117981
50	-0.175448	-1.6176	0.054732
51	-0.176288	-1.6253	0.053901
52	-0.167203	-1.5415	0.063451
53	-0.139284	-1.2841	0.101292
54	-0.130522	-1.2034	0.11609
55	-0.159253	-1.4682	0.072865
56	-0.150267	-1.3854	0.084778
57	-0.193123	-1.7805	0.039283
58	-0.251824	-2.3217	0.011321
59	-0.179448	-1.6544	0.050865
60	-0.100986	-0.931	0.177234

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.359538	3.3148	0.000675
2	0.079236	0.7305	0.233541
3	0.453369	4.1799	3.5e-05
4	-0.171629	-1.5823	0.058643
5	0.309026	2.8491	0.002749
6	0.247102	2.2782	0.012613
7	-0.113711	-1.0484	0.148721
8	0.004331	0.0399	0.484121
9	0.049101	0.4527	0.325962
10	-0.191573	-1.7662	0.040475
11	0.224567	2.0704	0.020724
12	0.399173	3.6802	0.000204
13	-0.140109	-1.2917	0.099975
14	-0.234495	-2.1619	0.016717
15	-0.14282	-1.3167	0.095734
16	-0.078857	-0.727	0.234604
17	-0.014838	-0.1368	0.445758
18	-0.069026	-0.6364	0.263118
19	0.039188	0.3613	0.359387
20	-0.031494	-0.2904	0.386125
21	-0.024223	-0.2233	0.411908
22	0.007363	0.0679	0.473018
23	0.09957	0.918	0.180612
24	-0.071321	-0.6575	0.256303
25	0.123064	1.1346	0.129868
26	-0.062041	-0.572	0.284418
27	0.045901	0.4232	0.336615
28	-0.114518	-1.0558	0.147024
29	0.015588	0.1437	0.443033
30	-0.136172	-1.2554	0.106379
31	0.150166	1.3845	0.08492
32	-0.100638	-0.9278	0.178061
33	-0.014401	-0.1328	0.447345
34	-0.005736	-0.0529	0.478974
35	0.073677	0.6793	0.249406
36	0.104162	0.9603	0.169807
37	-0.015592	-0.1438	0.443018
38	-0.06809	-0.6278	0.265923
39	0.028682	0.2644	0.396043
40	0.015271	0.1408	0.444185
41	-0.049804	-0.4592	0.323641
42	-0.047819	-0.4409	0.330212
43	-0.006206	-0.0572	0.477252
44	-0.085984	-0.7927	0.215071
45	-0.017434	-0.1607	0.436342
46	-0.089326	-0.8235	0.206252
47	-0.058654	-0.5408	0.295044
48	-0.129778	-1.1965	0.117415
49	-0.10658	-0.9826	0.164291
50	-0.049626	-0.4575	0.324229
51	0.007333	0.0676	0.47313
52	0.044306	0.4085	0.341972
53	0.059333	0.547	0.292898
54	-0.065907	-0.6076	0.272524
55	0.029405	0.2711	0.393485
56	0.098854	0.9114	0.182333
57	0.043079	0.3972	0.346118
58	-0.104259	-0.9612	0.169584
59	0.004616	0.0426	0.483078
60	-0.027434	-0.2529	0.400466

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.359538 & 3.3148 & 0.000675 \tabularnewline
2 & 0.079236 & 0.7305 & 0.233541 \tabularnewline
3 & 0.453369 & 4.1799 & 3.5e-05 \tabularnewline
4 & -0.171629 & -1.5823 & 0.058643 \tabularnewline
5 & 0.309026 & 2.8491 & 0.002749 \tabularnewline
6 & 0.247102 & 2.2782 & 0.012613 \tabularnewline
7 & -0.113711 & -1.0484 & 0.148721 \tabularnewline
8 & 0.004331 & 0.0399 & 0.484121 \tabularnewline
9 & 0.049101 & 0.4527 & 0.325962 \tabularnewline
10 & -0.191573 & -1.7662 & 0.040475 \tabularnewline
11 & 0.224567 & 2.0704 & 0.020724 \tabularnewline
12 & 0.399173 & 3.6802 & 0.000204 \tabularnewline
13 & -0.140109 & -1.2917 & 0.099975 \tabularnewline
14 & -0.234495 & -2.1619 & 0.016717 \tabularnewline
15 & -0.14282 & -1.3167 & 0.095734 \tabularnewline
16 & -0.078857 & -0.727 & 0.234604 \tabularnewline
17 & -0.014838 & -0.1368 & 0.445758 \tabularnewline
18 & -0.069026 & -0.6364 & 0.263118 \tabularnewline
19 & 0.039188 & 0.3613 & 0.359387 \tabularnewline
20 & -0.031494 & -0.2904 & 0.386125 \tabularnewline
21 & -0.024223 & -0.2233 & 0.411908 \tabularnewline
22 & 0.007363 & 0.0679 & 0.473018 \tabularnewline
23 & 0.09957 & 0.918 & 0.180612 \tabularnewline
24 & -0.071321 & -0.6575 & 0.256303 \tabularnewline
25 & 0.123064 & 1.1346 & 0.129868 \tabularnewline
26 & -0.062041 & -0.572 & 0.284418 \tabularnewline
27 & 0.045901 & 0.4232 & 0.336615 \tabularnewline
28 & -0.114518 & -1.0558 & 0.147024 \tabularnewline
29 & 0.015588 & 0.1437 & 0.443033 \tabularnewline
30 & -0.136172 & -1.2554 & 0.106379 \tabularnewline
31 & 0.150166 & 1.3845 & 0.08492 \tabularnewline
32 & -0.100638 & -0.9278 & 0.178061 \tabularnewline
33 & -0.014401 & -0.1328 & 0.447345 \tabularnewline
34 & -0.005736 & -0.0529 & 0.478974 \tabularnewline
35 & 0.073677 & 0.6793 & 0.249406 \tabularnewline
36 & 0.104162 & 0.9603 & 0.169807 \tabularnewline
37 & -0.015592 & -0.1438 & 0.443018 \tabularnewline
38 & -0.06809 & -0.6278 & 0.265923 \tabularnewline
39 & 0.028682 & 0.2644 & 0.396043 \tabularnewline
40 & 0.015271 & 0.1408 & 0.444185 \tabularnewline
41 & -0.049804 & -0.4592 & 0.323641 \tabularnewline
42 & -0.047819 & -0.4409 & 0.330212 \tabularnewline
43 & -0.006206 & -0.0572 & 0.477252 \tabularnewline
44 & -0.085984 & -0.7927 & 0.215071 \tabularnewline
45 & -0.017434 & -0.1607 & 0.436342 \tabularnewline
46 & -0.089326 & -0.8235 & 0.206252 \tabularnewline
47 & -0.058654 & -0.5408 & 0.295044 \tabularnewline
48 & -0.129778 & -1.1965 & 0.117415 \tabularnewline
49 & -0.10658 & -0.9826 & 0.164291 \tabularnewline
50 & -0.049626 & -0.4575 & 0.324229 \tabularnewline
51 & 0.007333 & 0.0676 & 0.47313 \tabularnewline
52 & 0.044306 & 0.4085 & 0.341972 \tabularnewline
53 & 0.059333 & 0.547 & 0.292898 \tabularnewline
54 & -0.065907 & -0.6076 & 0.272524 \tabularnewline
55 & 0.029405 & 0.2711 & 0.393485 \tabularnewline
56 & 0.098854 & 0.9114 & 0.182333 \tabularnewline
57 & 0.043079 & 0.3972 & 0.346118 \tabularnewline
58 & -0.104259 & -0.9612 & 0.169584 \tabularnewline
59 & 0.004616 & 0.0426 & 0.483078 \tabularnewline
60 & -0.027434 & -0.2529 & 0.400466 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30721&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]0.359538[/C][C]3.3148[/C][C]0.000675[/C][/ROW]
[ROW][C]2[/C][C]0.079236[/C][C]0.7305[/C][C]0.233541[/C][/ROW]
[ROW][C]3[/C][C]0.453369[/C][C]4.1799[/C][C]3.5e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.171629[/C][C]-1.5823[/C][C]0.058643[/C][/ROW]
[ROW][C]5[/C][C]0.309026[/C][C]2.8491[/C][C]0.002749[/C][/ROW]
[ROW][C]6[/C][C]0.247102[/C][C]2.2782[/C][C]0.012613[/C][/ROW]
[ROW][C]7[/C][C]-0.113711[/C][C]-1.0484[/C][C]0.148721[/C][/ROW]
[ROW][C]8[/C][C]0.004331[/C][C]0.0399[/C][C]0.484121[/C][/ROW]
[ROW][C]9[/C][C]0.049101[/C][C]0.4527[/C][C]0.325962[/C][/ROW]
[ROW][C]10[/C][C]-0.191573[/C][C]-1.7662[/C][C]0.040475[/C][/ROW]
[ROW][C]11[/C][C]0.224567[/C][C]2.0704[/C][C]0.020724[/C][/ROW]
[ROW][C]12[/C][C]0.399173[/C][C]3.6802[/C][C]0.000204[/C][/ROW]
[ROW][C]13[/C][C]-0.140109[/C][C]-1.2917[/C][C]0.099975[/C][/ROW]
[ROW][C]14[/C][C]-0.234495[/C][C]-2.1619[/C][C]0.016717[/C][/ROW]
[ROW][C]15[/C][C]-0.14282[/C][C]-1.3167[/C][C]0.095734[/C][/ROW]
[ROW][C]16[/C][C]-0.078857[/C][C]-0.727[/C][C]0.234604[/C][/ROW]
[ROW][C]17[/C][C]-0.014838[/C][C]-0.1368[/C][C]0.445758[/C][/ROW]
[ROW][C]18[/C][C]-0.069026[/C][C]-0.6364[/C][C]0.263118[/C][/ROW]
[ROW][C]19[/C][C]0.039188[/C][C]0.3613[/C][C]0.359387[/C][/ROW]
[ROW][C]20[/C][C]-0.031494[/C][C]-0.2904[/C][C]0.386125[/C][/ROW]
[ROW][C]21[/C][C]-0.024223[/C][C]-0.2233[/C][C]0.411908[/C][/ROW]
[ROW][C]22[/C][C]0.007363[/C][C]0.0679[/C][C]0.473018[/C][/ROW]
[ROW][C]23[/C][C]0.09957[/C][C]0.918[/C][C]0.180612[/C][/ROW]
[ROW][C]24[/C][C]-0.071321[/C][C]-0.6575[/C][C]0.256303[/C][/ROW]
[ROW][C]25[/C][C]0.123064[/C][C]1.1346[/C][C]0.129868[/C][/ROW]
[ROW][C]26[/C][C]-0.062041[/C][C]-0.572[/C][C]0.284418[/C][/ROW]
[ROW][C]27[/C][C]0.045901[/C][C]0.4232[/C][C]0.336615[/C][/ROW]
[ROW][C]28[/C][C]-0.114518[/C][C]-1.0558[/C][C]0.147024[/C][/ROW]
[ROW][C]29[/C][C]0.015588[/C][C]0.1437[/C][C]0.443033[/C][/ROW]
[ROW][C]30[/C][C]-0.136172[/C][C]-1.2554[/C][C]0.106379[/C][/ROW]
[ROW][C]31[/C][C]0.150166[/C][C]1.3845[/C][C]0.08492[/C][/ROW]
[ROW][C]32[/C][C]-0.100638[/C][C]-0.9278[/C][C]0.178061[/C][/ROW]
[ROW][C]33[/C][C]-0.014401[/C][C]-0.1328[/C][C]0.447345[/C][/ROW]
[ROW][C]34[/C][C]-0.005736[/C][C]-0.0529[/C][C]0.478974[/C][/ROW]
[ROW][C]35[/C][C]0.073677[/C][C]0.6793[/C][C]0.249406[/C][/ROW]
[ROW][C]36[/C][C]0.104162[/C][C]0.9603[/C][C]0.169807[/C][/ROW]
[ROW][C]37[/C][C]-0.015592[/C][C]-0.1438[/C][C]0.443018[/C][/ROW]
[ROW][C]38[/C][C]-0.06809[/C][C]-0.6278[/C][C]0.265923[/C][/ROW]
[ROW][C]39[/C][C]0.028682[/C][C]0.2644[/C][C]0.396043[/C][/ROW]
[ROW][C]40[/C][C]0.015271[/C][C]0.1408[/C][C]0.444185[/C][/ROW]
[ROW][C]41[/C][C]-0.049804[/C][C]-0.4592[/C][C]0.323641[/C][/ROW]
[ROW][C]42[/C][C]-0.047819[/C][C]-0.4409[/C][C]0.330212[/C][/ROW]
[ROW][C]43[/C][C]-0.006206[/C][C]-0.0572[/C][C]0.477252[/C][/ROW]
[ROW][C]44[/C][C]-0.085984[/C][C]-0.7927[/C][C]0.215071[/C][/ROW]
[ROW][C]45[/C][C]-0.017434[/C][C]-0.1607[/C][C]0.436342[/C][/ROW]
[ROW][C]46[/C][C]-0.089326[/C][C]-0.8235[/C][C]0.206252[/C][/ROW]
[ROW][C]47[/C][C]-0.058654[/C][C]-0.5408[/C][C]0.295044[/C][/ROW]
[ROW][C]48[/C][C]-0.129778[/C][C]-1.1965[/C][C]0.117415[/C][/ROW]
[ROW][C]49[/C][C]-0.10658[/C][C]-0.9826[/C][C]0.164291[/C][/ROW]
[ROW][C]50[/C][C]-0.049626[/C][C]-0.4575[/C][C]0.324229[/C][/ROW]
[ROW][C]51[/C][C]0.007333[/C][C]0.0676[/C][C]0.47313[/C][/ROW]
[ROW][C]52[/C][C]0.044306[/C][C]0.4085[/C][C]0.341972[/C][/ROW]
[ROW][C]53[/C][C]0.059333[/C][C]0.547[/C][C]0.292898[/C][/ROW]
[ROW][C]54[/C][C]-0.065907[/C][C]-0.6076[/C][C]0.272524[/C][/ROW]
[ROW][C]55[/C][C]0.029405[/C][C]0.2711[/C][C]0.393485[/C][/ROW]
[ROW][C]56[/C][C]0.098854[/C][C]0.9114[/C][C]0.182333[/C][/ROW]
[ROW][C]57[/C][C]0.043079[/C][C]0.3972[/C][C]0.346118[/C][/ROW]
[ROW][C]58[/C][C]-0.104259[/C][C]-0.9612[/C][C]0.169584[/C][/ROW]
[ROW][C]59[/C][C]0.004616[/C][C]0.0426[/C][C]0.483078[/C][/ROW]
[ROW][C]60[/C][C]-0.027434[/C][C]-0.2529[/C][C]0.400466[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30721&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30721&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	0.359538	3.3148	0.000675
2	0.079236	0.7305	0.233541
3	0.453369	4.1799	3.5e-05
4	-0.171629	-1.5823	0.058643
5	0.309026	2.8491	0.002749
6	0.247102	2.2782	0.012613
7	-0.113711	-1.0484	0.148721
8	0.004331	0.0399	0.484121
9	0.049101	0.4527	0.325962
10	-0.191573	-1.7662	0.040475
11	0.224567	2.0704	0.020724
12	0.399173	3.6802	0.000204
13	-0.140109	-1.2917	0.099975
14	-0.234495	-2.1619	0.016717
15	-0.14282	-1.3167	0.095734
16	-0.078857	-0.727	0.234604
17	-0.014838	-0.1368	0.445758
18	-0.069026	-0.6364	0.263118
19	0.039188	0.3613	0.359387
20	-0.031494	-0.2904	0.386125
21	-0.024223	-0.2233	0.411908
22	0.007363	0.0679	0.473018
23	0.09957	0.918	0.180612
24	-0.071321	-0.6575	0.256303
25	0.123064	1.1346	0.129868
26	-0.062041	-0.572	0.284418
27	0.045901	0.4232	0.336615
28	-0.114518	-1.0558	0.147024
29	0.015588	0.1437	0.443033
30	-0.136172	-1.2554	0.106379
31	0.150166	1.3845	0.08492
32	-0.100638	-0.9278	0.178061
33	-0.014401	-0.1328	0.447345
34	-0.005736	-0.0529	0.478974
35	0.073677	0.6793	0.249406
36	0.104162	0.9603	0.169807
37	-0.015592	-0.1438	0.443018
38	-0.06809	-0.6278	0.265923
39	0.028682	0.2644	0.396043
40	0.015271	0.1408	0.444185
41	-0.049804	-0.4592	0.323641
42	-0.047819	-0.4409	0.330212
43	-0.006206	-0.0572	0.477252
44	-0.085984	-0.7927	0.215071
45	-0.017434	-0.1607	0.436342
46	-0.089326	-0.8235	0.206252
47	-0.058654	-0.5408	0.295044
48	-0.129778	-1.1965	0.117415
49	-0.10658	-0.9826	0.164291
50	-0.049626	-0.4575	0.324229
51	0.007333	0.0676	0.47313
52	0.044306	0.4085	0.341972
53	0.059333	0.547	0.292898
54	-0.065907	-0.6076	0.272524
55	0.029405	0.2711	0.393485
56	0.098854	0.9114	0.182333
57	0.043079	0.3972	0.346118
58	-0.104259	-0.9612	0.169584
59	0.004616	0.0426	0.483078
60	-0.027434	-0.2529	0.400466

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code