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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 12:51:58 -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/t1228765953pn84u7q1wnrcm99.htm/, Retrieved Thu, 16 May 2024 17:27:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30873, Retrieved Thu, 16 May 2024 17:27:47 +0000

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Estimated Impact

175

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 RMPD  [Standard Deviation-Mean Plot] [step 1] [2008-12-08 19:31:21] [5161246d1ccc1b670cc664d03050f084]
F RM D    [Variance Reduction Matrix] [step 2] [2008-12-08 19:34:58] [5161246d1ccc1b670cc664d03050f084]
F RMP       [Spectral Analysis] [step 2] [2008-12-08 19:40:15] [5161246d1ccc1b670cc664d03050f084]
- RMP         [(Partial) Autocorrelation Function] [step 2] [2008-12-08 19:45:51] [5161246d1ccc1b670cc664d03050f084]
F   P             [(Partial) Autocorrelation Function] [step3] [2008-12-08 19:51:58] [e515c0250d6233b5d2604259ab52cebe] [Current]
F RMPD              [ARIMA Backward Selection] [] [2008-12-08 20:09:39] [5161246d1ccc1b670cc664d03050f084] 
-   PD                [ARIMA Backward Selection] [verbetering stap 5] [2008-12-15 16:48:15] [e43247bc0ab243a5af99ac7f55ba0b41] 
-   P               [(Partial) Autocorrelation Function] [Assessment verbet...] [2008-12-10 15:30:12] [46c5a5fbda57fdfa1d4ef48658f82a0c] 
-   P               [(Partial) Autocorrelation Function] [verbetering ] [2008-12-15 16:16:38] [e43247bc0ab243a5af99ac7f55ba0b41] 

Feedback Forum

2008-12-10 15:44:13 [Ken Van den Heuvel] [reply] 
Je hebt de verkeerde lambda gebruikt (cfr. verbetering vorige vragen), maar gelukkig voor jouw heeft dit weinig invloed gehad op het resultaat om dit juist te interpreteren. Jammer genoeg interpreteerde je dit dan toch nog fout. 
 
http://www.freestatistics.org/blog/index.php?v=date/2008/Dec/10/t1228923045v7pxfm6d0l7ymjm.htm/ 
 
Hier een link naar de blog met de juist lambda. 
 
 
Bepalen p en P 
 
Mits wat verbeelding kunnen we via het 2de en 3de staafje in de ACF een AR2 proces erkennen. p = 2 
Om P te bepalen moeten we kijken naar de seizoenaliteit op de autocorrelation. Lag 24 is significant, lags 12, 36, 48 en 60 niet, we kunnen dus concluderen dat er geen seizoenaliteit is, dus P = 0. 
 
Bepalen q en Q 
 
Voor de q kijken we naar de partial correlation. We stellen geen MA patroon vast. We besluiten dus dat q =0. 
 
Voor de Q kijken we naar de partial correlation. We stellen seizoenaliteit vast om de 12 lags (mits wat verbeelding bij lag 24). 
De orde aflezen is een beetje lastig. Laat dit voorlopig in het midden en voor de backwards selector uit.
2008-12-15 12:55:40 [Kristof Augustyns] [reply] 
Lambda-waarde is hier inderdaad niet juist, maar heeft geen invloed op het resultaat. 
Interpretatie is ook wel jammer genoeg fout. 
p=2 
P=0 --> geen seizoenaliteit 
q=0 
2008-12-15 17:09:41 [Lindsay Heyndrickx] [reply] 
Hier werd gewerkt met de foute lamda waarde. Hier met je voor lamda 1 nemen. http://www.freestatistics.org/blog/date/2008/Dec/15/t1229357852jfid5rs50jgtcot.htm ,  
Voor p moeten we hier kijken naar de ACF. In de PACF lezen we de orde af en hier zien we twee staafjes significant verschillend dus hier is p=2.  
Voor P moeten we kijken naar de seizonaliteit. Hier kijken we naar staafjes op 12,24 , 48 en 60 in de autocorrelatie. Enkel op 24 zitten we boven het interval dus hier kunnen we niet spreken van seizonaltiteit. P=0. 
Voor q moeten we kijken naar de partial correlation. Hier stellen we vast dat er geen MA proces terug te vinden is dus q=0. 
Voor Q moeten we kijken naar de seizonaltiteit. Hier vind je niet echt een duidelijke seizonaltiteit dus Q=0. 
2008-12-15 17:11:18 [Lindsay Heyndrickx] [reply] 
Dit is weer de uitleg die betrekking heeft op stap 4 maar de berekening staat hier in stap 3.

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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=30873&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=30873&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30873&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	-0.555815	-5.0941	1e-06
2	0.127996	1.1731	0.122035
3	0.091729	0.8407	0.20145
4	-0.114054	-1.0453	0.149437
5	0.085758	0.786	0.217045
6	-0.05221	-0.4785	0.316765
7	0.000555	0.0051	0.497978
8	-0.11644	-1.0672	0.144472
9	0.23826	2.1837	0.015887
10	-0.238699	-2.1877	0.015734
11	0.136861	1.2544	0.106596
12	-0.162543	-1.4897	0.07002
13	0.020775	0.1904	0.424723
14	0.04347	0.3984	0.345668
15	0.003861	0.0354	0.485926
16	-0.028757	-0.2636	0.396381
17	-0.0845	-0.7745	0.220417
18	0.332378	3.0463	0.001548
19	-0.336454	-3.0836	0.001383
20	0.18311	1.6782	0.04851
21	-0.016605	-0.1522	0.4397
22	-0.125514	-1.1504	0.126632
23	0.290173	2.6595	0.004685
24	-0.216763	-1.9867	0.02511
25	0.010181	0.0933	0.462938
26	0.096955	0.8886	0.188376
27	0.006308	0.0578	0.477018
28	-0.185297	-1.6983	0.046578
29	0.275123	2.5215	0.006786
30	-0.29764	-2.7279	0.00388
31	0.141372	1.2957	0.099315
32	0.048051	0.4404	0.330391
33	-0.099884	-0.9155	0.181288
34	0.011651	0.1068	0.457607
35	-0.073553	-0.6741	0.251043
36	0.060739	0.5567	0.289614
37	-0.055474	-0.5084	0.306242
38	0.069046	0.6328	0.264285
39	-0.147179	-1.3489	0.090495
40	0.203975	1.8695	0.032522
41	-0.1	-0.9165	0.18101
42	0.003833	0.0351	0.486028
43	-0.014892	-0.1365	0.445881
44	0.067355	0.6173	0.269347
45	-0.092059	-0.8437	0.200606
46	0.062515	0.573	0.284102
47	0.114773	1.0519	0.147928
48	-0.225949	-2.0709	0.020721
49	0.209923	1.924	0.028872
50	-0.083611	-0.7663	0.22282
51	-0.063625	-0.5831	0.280682
52	0.09549	0.8752	0.191987
53	-0.132359	-1.2131	0.114247
54	0.065909	0.6041	0.273713
55	0.014574	0.1336	0.447031
56	-0.016855	-0.1545	0.438802
57	-0.047975	-0.4397	0.330644
58	0.104486	0.9576	0.170498
59	-0.102902	-0.9431	0.174163
60	0.076846	0.7043	0.241596

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.555815 & -5.0941 & 1e-06 \tabularnewline
2 & 0.127996 & 1.1731 & 0.122035 \tabularnewline
3 & 0.091729 & 0.8407 & 0.20145 \tabularnewline
4 & -0.114054 & -1.0453 & 0.149437 \tabularnewline
5 & 0.085758 & 0.786 & 0.217045 \tabularnewline
6 & -0.05221 & -0.4785 & 0.316765 \tabularnewline
7 & 0.000555 & 0.0051 & 0.497978 \tabularnewline
8 & -0.11644 & -1.0672 & 0.144472 \tabularnewline
9 & 0.23826 & 2.1837 & 0.015887 \tabularnewline
10 & -0.238699 & -2.1877 & 0.015734 \tabularnewline
11 & 0.136861 & 1.2544 & 0.106596 \tabularnewline
12 & -0.162543 & -1.4897 & 0.07002 \tabularnewline
13 & 0.020775 & 0.1904 & 0.424723 \tabularnewline
14 & 0.04347 & 0.3984 & 0.345668 \tabularnewline
15 & 0.003861 & 0.0354 & 0.485926 \tabularnewline
16 & -0.028757 & -0.2636 & 0.396381 \tabularnewline
17 & -0.0845 & -0.7745 & 0.220417 \tabularnewline
18 & 0.332378 & 3.0463 & 0.001548 \tabularnewline
19 & -0.336454 & -3.0836 & 0.001383 \tabularnewline
20 & 0.18311 & 1.6782 & 0.04851 \tabularnewline
21 & -0.016605 & -0.1522 & 0.4397 \tabularnewline
22 & -0.125514 & -1.1504 & 0.126632 \tabularnewline
23 & 0.290173 & 2.6595 & 0.004685 \tabularnewline
24 & -0.216763 & -1.9867 & 0.02511 \tabularnewline
25 & 0.010181 & 0.0933 & 0.462938 \tabularnewline
26 & 0.096955 & 0.8886 & 0.188376 \tabularnewline
27 & 0.006308 & 0.0578 & 0.477018 \tabularnewline
28 & -0.185297 & -1.6983 & 0.046578 \tabularnewline
29 & 0.275123 & 2.5215 & 0.006786 \tabularnewline
30 & -0.29764 & -2.7279 & 0.00388 \tabularnewline
31 & 0.141372 & 1.2957 & 0.099315 \tabularnewline
32 & 0.048051 & 0.4404 & 0.330391 \tabularnewline
33 & -0.099884 & -0.9155 & 0.181288 \tabularnewline
34 & 0.011651 & 0.1068 & 0.457607 \tabularnewline
35 & -0.073553 & -0.6741 & 0.251043 \tabularnewline
36 & 0.060739 & 0.5567 & 0.289614 \tabularnewline
37 & -0.055474 & -0.5084 & 0.306242 \tabularnewline
38 & 0.069046 & 0.6328 & 0.264285 \tabularnewline
39 & -0.147179 & -1.3489 & 0.090495 \tabularnewline
40 & 0.203975 & 1.8695 & 0.032522 \tabularnewline
41 & -0.1 & -0.9165 & 0.18101 \tabularnewline
42 & 0.003833 & 0.0351 & 0.486028 \tabularnewline
43 & -0.014892 & -0.1365 & 0.445881 \tabularnewline
44 & 0.067355 & 0.6173 & 0.269347 \tabularnewline
45 & -0.092059 & -0.8437 & 0.200606 \tabularnewline
46 & 0.062515 & 0.573 & 0.284102 \tabularnewline
47 & 0.114773 & 1.0519 & 0.147928 \tabularnewline
48 & -0.225949 & -2.0709 & 0.020721 \tabularnewline
49 & 0.209923 & 1.924 & 0.028872 \tabularnewline
50 & -0.083611 & -0.7663 & 0.22282 \tabularnewline
51 & -0.063625 & -0.5831 & 0.280682 \tabularnewline
52 & 0.09549 & 0.8752 & 0.191987 \tabularnewline
53 & -0.132359 & -1.2131 & 0.114247 \tabularnewline
54 & 0.065909 & 0.6041 & 0.273713 \tabularnewline
55 & 0.014574 & 0.1336 & 0.447031 \tabularnewline
56 & -0.016855 & -0.1545 & 0.438802 \tabularnewline
57 & -0.047975 & -0.4397 & 0.330644 \tabularnewline
58 & 0.104486 & 0.9576 & 0.170498 \tabularnewline
59 & -0.102902 & -0.9431 & 0.174163 \tabularnewline
60 & 0.076846 & 0.7043 & 0.241596 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30873&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]-0.555815[/C][C]-5.0941[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.127996[/C][C]1.1731[/C][C]0.122035[/C][/ROW]
[ROW][C]3[/C][C]0.091729[/C][C]0.8407[/C][C]0.20145[/C][/ROW]
[ROW][C]4[/C][C]-0.114054[/C][C]-1.0453[/C][C]0.149437[/C][/ROW]
[ROW][C]5[/C][C]0.085758[/C][C]0.786[/C][C]0.217045[/C][/ROW]
[ROW][C]6[/C][C]-0.05221[/C][C]-0.4785[/C][C]0.316765[/C][/ROW]
[ROW][C]7[/C][C]0.000555[/C][C]0.0051[/C][C]0.497978[/C][/ROW]
[ROW][C]8[/C][C]-0.11644[/C][C]-1.0672[/C][C]0.144472[/C][/ROW]
[ROW][C]9[/C][C]0.23826[/C][C]2.1837[/C][C]0.015887[/C][/ROW]
[ROW][C]10[/C][C]-0.238699[/C][C]-2.1877[/C][C]0.015734[/C][/ROW]
[ROW][C]11[/C][C]0.136861[/C][C]1.2544[/C][C]0.106596[/C][/ROW]
[ROW][C]12[/C][C]-0.162543[/C][C]-1.4897[/C][C]0.07002[/C][/ROW]
[ROW][C]13[/C][C]0.020775[/C][C]0.1904[/C][C]0.424723[/C][/ROW]
[ROW][C]14[/C][C]0.04347[/C][C]0.3984[/C][C]0.345668[/C][/ROW]
[ROW][C]15[/C][C]0.003861[/C][C]0.0354[/C][C]0.485926[/C][/ROW]
[ROW][C]16[/C][C]-0.028757[/C][C]-0.2636[/C][C]0.396381[/C][/ROW]
[ROW][C]17[/C][C]-0.0845[/C][C]-0.7745[/C][C]0.220417[/C][/ROW]
[ROW][C]18[/C][C]0.332378[/C][C]3.0463[/C][C]0.001548[/C][/ROW]
[ROW][C]19[/C][C]-0.336454[/C][C]-3.0836[/C][C]0.001383[/C][/ROW]
[ROW][C]20[/C][C]0.18311[/C][C]1.6782[/C][C]0.04851[/C][/ROW]
[ROW][C]21[/C][C]-0.016605[/C][C]-0.1522[/C][C]0.4397[/C][/ROW]
[ROW][C]22[/C][C]-0.125514[/C][C]-1.1504[/C][C]0.126632[/C][/ROW]
[ROW][C]23[/C][C]0.290173[/C][C]2.6595[/C][C]0.004685[/C][/ROW]
[ROW][C]24[/C][C]-0.216763[/C][C]-1.9867[/C][C]0.02511[/C][/ROW]
[ROW][C]25[/C][C]0.010181[/C][C]0.0933[/C][C]0.462938[/C][/ROW]
[ROW][C]26[/C][C]0.096955[/C][C]0.8886[/C][C]0.188376[/C][/ROW]
[ROW][C]27[/C][C]0.006308[/C][C]0.0578[/C][C]0.477018[/C][/ROW]
[ROW][C]28[/C][C]-0.185297[/C][C]-1.6983[/C][C]0.046578[/C][/ROW]
[ROW][C]29[/C][C]0.275123[/C][C]2.5215[/C][C]0.006786[/C][/ROW]
[ROW][C]30[/C][C]-0.29764[/C][C]-2.7279[/C][C]0.00388[/C][/ROW]
[ROW][C]31[/C][C]0.141372[/C][C]1.2957[/C][C]0.099315[/C][/ROW]
[ROW][C]32[/C][C]0.048051[/C][C]0.4404[/C][C]0.330391[/C][/ROW]
[ROW][C]33[/C][C]-0.099884[/C][C]-0.9155[/C][C]0.181288[/C][/ROW]
[ROW][C]34[/C][C]0.011651[/C][C]0.1068[/C][C]0.457607[/C][/ROW]
[ROW][C]35[/C][C]-0.073553[/C][C]-0.6741[/C][C]0.251043[/C][/ROW]
[ROW][C]36[/C][C]0.060739[/C][C]0.5567[/C][C]0.289614[/C][/ROW]
[ROW][C]37[/C][C]-0.055474[/C][C]-0.5084[/C][C]0.306242[/C][/ROW]
[ROW][C]38[/C][C]0.069046[/C][C]0.6328[/C][C]0.264285[/C][/ROW]
[ROW][C]39[/C][C]-0.147179[/C][C]-1.3489[/C][C]0.090495[/C][/ROW]
[ROW][C]40[/C][C]0.203975[/C][C]1.8695[/C][C]0.032522[/C][/ROW]
[ROW][C]41[/C][C]-0.1[/C][C]-0.9165[/C][C]0.18101[/C][/ROW]
[ROW][C]42[/C][C]0.003833[/C][C]0.0351[/C][C]0.486028[/C][/ROW]
[ROW][C]43[/C][C]-0.014892[/C][C]-0.1365[/C][C]0.445881[/C][/ROW]
[ROW][C]44[/C][C]0.067355[/C][C]0.6173[/C][C]0.269347[/C][/ROW]
[ROW][C]45[/C][C]-0.092059[/C][C]-0.8437[/C][C]0.200606[/C][/ROW]
[ROW][C]46[/C][C]0.062515[/C][C]0.573[/C][C]0.284102[/C][/ROW]
[ROW][C]47[/C][C]0.114773[/C][C]1.0519[/C][C]0.147928[/C][/ROW]
[ROW][C]48[/C][C]-0.225949[/C][C]-2.0709[/C][C]0.020721[/C][/ROW]
[ROW][C]49[/C][C]0.209923[/C][C]1.924[/C][C]0.028872[/C][/ROW]
[ROW][C]50[/C][C]-0.083611[/C][C]-0.7663[/C][C]0.22282[/C][/ROW]
[ROW][C]51[/C][C]-0.063625[/C][C]-0.5831[/C][C]0.280682[/C][/ROW]
[ROW][C]52[/C][C]0.09549[/C][C]0.8752[/C][C]0.191987[/C][/ROW]
[ROW][C]53[/C][C]-0.132359[/C][C]-1.2131[/C][C]0.114247[/C][/ROW]
[ROW][C]54[/C][C]0.065909[/C][C]0.6041[/C][C]0.273713[/C][/ROW]
[ROW][C]55[/C][C]0.014574[/C][C]0.1336[/C][C]0.447031[/C][/ROW]
[ROW][C]56[/C][C]-0.016855[/C][C]-0.1545[/C][C]0.438802[/C][/ROW]
[ROW][C]57[/C][C]-0.047975[/C][C]-0.4397[/C][C]0.330644[/C][/ROW]
[ROW][C]58[/C][C]0.104486[/C][C]0.9576[/C][C]0.170498[/C][/ROW]
[ROW][C]59[/C][C]-0.102902[/C][C]-0.9431[/C][C]0.174163[/C][/ROW]
[ROW][C]60[/C][C]0.076846[/C][C]0.7043[/C][C]0.241596[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30873&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30873&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	-0.555815	-5.0941	1e-06
2	0.127996	1.1731	0.122035
3	0.091729	0.8407	0.20145
4	-0.114054	-1.0453	0.149437
5	0.085758	0.786	0.217045
6	-0.05221	-0.4785	0.316765
7	0.000555	0.0051	0.497978
8	-0.11644	-1.0672	0.144472
9	0.23826	2.1837	0.015887
10	-0.238699	-2.1877	0.015734
11	0.136861	1.2544	0.106596
12	-0.162543	-1.4897	0.07002
13	0.020775	0.1904	0.424723
14	0.04347	0.3984	0.345668
15	0.003861	0.0354	0.485926
16	-0.028757	-0.2636	0.396381
17	-0.0845	-0.7745	0.220417
18	0.332378	3.0463	0.001548
19	-0.336454	-3.0836	0.001383
20	0.18311	1.6782	0.04851
21	-0.016605	-0.1522	0.4397
22	-0.125514	-1.1504	0.126632
23	0.290173	2.6595	0.004685
24	-0.216763	-1.9867	0.02511
25	0.010181	0.0933	0.462938
26	0.096955	0.8886	0.188376
27	0.006308	0.0578	0.477018
28	-0.185297	-1.6983	0.046578
29	0.275123	2.5215	0.006786
30	-0.29764	-2.7279	0.00388
31	0.141372	1.2957	0.099315
32	0.048051	0.4404	0.330391
33	-0.099884	-0.9155	0.181288
34	0.011651	0.1068	0.457607
35	-0.073553	-0.6741	0.251043
36	0.060739	0.5567	0.289614
37	-0.055474	-0.5084	0.306242
38	0.069046	0.6328	0.264285
39	-0.147179	-1.3489	0.090495
40	0.203975	1.8695	0.032522
41	-0.1	-0.9165	0.18101
42	0.003833	0.0351	0.486028
43	-0.014892	-0.1365	0.445881
44	0.067355	0.6173	0.269347
45	-0.092059	-0.8437	0.200606
46	0.062515	0.573	0.284102
47	0.114773	1.0519	0.147928
48	-0.225949	-2.0709	0.020721
49	0.209923	1.924	0.028872
50	-0.083611	-0.7663	0.22282
51	-0.063625	-0.5831	0.280682
52	0.09549	0.8752	0.191987
53	-0.132359	-1.2131	0.114247
54	0.065909	0.6041	0.273713
55	0.014574	0.1336	0.447031
56	-0.016855	-0.1545	0.438802
57	-0.047975	-0.4397	0.330644
58	0.104486	0.9576	0.170498
59	-0.102902	-0.9431	0.174163
60	0.076846	0.7043	0.241596

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.555815	-5.0941	1e-06
2	-0.261818	-2.3996	0.009312
3	0.055887	0.5122	0.304922
4	0.013238	0.1213	0.45186
5	0.041373	0.3792	0.352754
6	-0.012028	-0.1102	0.456242
7	-0.034766	-0.3186	0.375398
8	-0.228941	-2.0983	0.019442
9	0.111271	1.0198	0.155371
10	-0.030605	-0.2805	0.389893
11	0.025914	0.2375	0.40642
12	-0.235023	-2.154	0.017052
13	-0.215688	-1.9768	0.025672
14	-0.139298	-1.2767	0.102616
15	0.1043	0.9559	0.170925
16	0.062272	0.5707	0.284852
17	-0.134522	-1.2329	0.110523
18	0.218879	2.0061	0.024034
19	-0.006837	-0.0627	0.475093
20	-0.082315	-0.7544	0.22635
21	0.024744	0.2268	0.410572
22	-0.088427	-0.8104	0.209987
23	0.226423	2.0752	0.020514
24	0.030417	0.2788	0.390552
25	-0.148824	-1.364	0.088107
26	0.004459	0.0409	0.483749
27	0.109498	1.0036	0.159236
28	-0.104887	-0.9613	0.169578
29	0.146981	1.3471	0.090786
30	-0.02114	-0.1937	0.42342
31	0.006665	0.0611	0.475717
32	-0.084905	-0.7782	0.21933
33	0.048186	0.4416	0.329945
34	-0.036569	-0.3352	0.369169
35	-0.098914	-0.9066	0.183616
36	-0.266835	-2.4456	0.008275
37	-0.0128	-0.1173	0.453447
38	0.001713	0.0157	0.493756
39	-0.06138	-0.5626	0.287616
40	0.118241	1.0837	0.140801
41	-0.113803	-1.043	0.149966
42	-0.032245	-0.2955	0.384158
43	-0.112798	-1.0338	0.152096
44	-0.04245	-0.3891	0.349109
45	-0.016168	-0.1482	0.441278
46	-0.020774	-0.1904	0.42473
47	0.008258	0.0757	0.469923
48	-0.008955	-0.0821	0.467391
49	-0.122816	-1.1256	0.131764
50	-0.030044	-0.2754	0.391859
51	-0.016982	-0.1556	0.438345
52	0.033914	0.3108	0.37835
53	-0.000598	-0.0055	0.497821
54	-0.05231	-0.4794	0.316441
55	-0.150732	-1.3815	0.085397
56	0.00694	0.0636	0.474718
57	0.114308	1.0476	0.148903
58	-0.005085	-0.0466	0.48147
59	0.094139	0.8628	0.195354
60	-0.025335	-0.2322	0.408475

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.555815 & -5.0941 & 1e-06 \tabularnewline
2 & -0.261818 & -2.3996 & 0.009312 \tabularnewline
3 & 0.055887 & 0.5122 & 0.304922 \tabularnewline
4 & 0.013238 & 0.1213 & 0.45186 \tabularnewline
5 & 0.041373 & 0.3792 & 0.352754 \tabularnewline
6 & -0.012028 & -0.1102 & 0.456242 \tabularnewline
7 & -0.034766 & -0.3186 & 0.375398 \tabularnewline
8 & -0.228941 & -2.0983 & 0.019442 \tabularnewline
9 & 0.111271 & 1.0198 & 0.155371 \tabularnewline
10 & -0.030605 & -0.2805 & 0.389893 \tabularnewline
11 & 0.025914 & 0.2375 & 0.40642 \tabularnewline
12 & -0.235023 & -2.154 & 0.017052 \tabularnewline
13 & -0.215688 & -1.9768 & 0.025672 \tabularnewline
14 & -0.139298 & -1.2767 & 0.102616 \tabularnewline
15 & 0.1043 & 0.9559 & 0.170925 \tabularnewline
16 & 0.062272 & 0.5707 & 0.284852 \tabularnewline
17 & -0.134522 & -1.2329 & 0.110523 \tabularnewline
18 & 0.218879 & 2.0061 & 0.024034 \tabularnewline
19 & -0.006837 & -0.0627 & 0.475093 \tabularnewline
20 & -0.082315 & -0.7544 & 0.22635 \tabularnewline
21 & 0.024744 & 0.2268 & 0.410572 \tabularnewline
22 & -0.088427 & -0.8104 & 0.209987 \tabularnewline
23 & 0.226423 & 2.0752 & 0.020514 \tabularnewline
24 & 0.030417 & 0.2788 & 0.390552 \tabularnewline
25 & -0.148824 & -1.364 & 0.088107 \tabularnewline
26 & 0.004459 & 0.0409 & 0.483749 \tabularnewline
27 & 0.109498 & 1.0036 & 0.159236 \tabularnewline
28 & -0.104887 & -0.9613 & 0.169578 \tabularnewline
29 & 0.146981 & 1.3471 & 0.090786 \tabularnewline
30 & -0.02114 & -0.1937 & 0.42342 \tabularnewline
31 & 0.006665 & 0.0611 & 0.475717 \tabularnewline
32 & -0.084905 & -0.7782 & 0.21933 \tabularnewline
33 & 0.048186 & 0.4416 & 0.329945 \tabularnewline
34 & -0.036569 & -0.3352 & 0.369169 \tabularnewline
35 & -0.098914 & -0.9066 & 0.183616 \tabularnewline
36 & -0.266835 & -2.4456 & 0.008275 \tabularnewline
37 & -0.0128 & -0.1173 & 0.453447 \tabularnewline
38 & 0.001713 & 0.0157 & 0.493756 \tabularnewline
39 & -0.06138 & -0.5626 & 0.287616 \tabularnewline
40 & 0.118241 & 1.0837 & 0.140801 \tabularnewline
41 & -0.113803 & -1.043 & 0.149966 \tabularnewline
42 & -0.032245 & -0.2955 & 0.384158 \tabularnewline
43 & -0.112798 & -1.0338 & 0.152096 \tabularnewline
44 & -0.04245 & -0.3891 & 0.349109 \tabularnewline
45 & -0.016168 & -0.1482 & 0.441278 \tabularnewline
46 & -0.020774 & -0.1904 & 0.42473 \tabularnewline
47 & 0.008258 & 0.0757 & 0.469923 \tabularnewline
48 & -0.008955 & -0.0821 & 0.467391 \tabularnewline
49 & -0.122816 & -1.1256 & 0.131764 \tabularnewline
50 & -0.030044 & -0.2754 & 0.391859 \tabularnewline
51 & -0.016982 & -0.1556 & 0.438345 \tabularnewline
52 & 0.033914 & 0.3108 & 0.37835 \tabularnewline
53 & -0.000598 & -0.0055 & 0.497821 \tabularnewline
54 & -0.05231 & -0.4794 & 0.316441 \tabularnewline
55 & -0.150732 & -1.3815 & 0.085397 \tabularnewline
56 & 0.00694 & 0.0636 & 0.474718 \tabularnewline
57 & 0.114308 & 1.0476 & 0.148903 \tabularnewline
58 & -0.005085 & -0.0466 & 0.48147 \tabularnewline
59 & 0.094139 & 0.8628 & 0.195354 \tabularnewline
60 & -0.025335 & -0.2322 & 0.408475 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30873&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]-0.555815[/C][C]-5.0941[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.261818[/C][C]-2.3996[/C][C]0.009312[/C][/ROW]
[ROW][C]3[/C][C]0.055887[/C][C]0.5122[/C][C]0.304922[/C][/ROW]
[ROW][C]4[/C][C]0.013238[/C][C]0.1213[/C][C]0.45186[/C][/ROW]
[ROW][C]5[/C][C]0.041373[/C][C]0.3792[/C][C]0.352754[/C][/ROW]
[ROW][C]6[/C][C]-0.012028[/C][C]-0.1102[/C][C]0.456242[/C][/ROW]
[ROW][C]7[/C][C]-0.034766[/C][C]-0.3186[/C][C]0.375398[/C][/ROW]
[ROW][C]8[/C][C]-0.228941[/C][C]-2.0983[/C][C]0.019442[/C][/ROW]
[ROW][C]9[/C][C]0.111271[/C][C]1.0198[/C][C]0.155371[/C][/ROW]
[ROW][C]10[/C][C]-0.030605[/C][C]-0.2805[/C][C]0.389893[/C][/ROW]
[ROW][C]11[/C][C]0.025914[/C][C]0.2375[/C][C]0.40642[/C][/ROW]
[ROW][C]12[/C][C]-0.235023[/C][C]-2.154[/C][C]0.017052[/C][/ROW]
[ROW][C]13[/C][C]-0.215688[/C][C]-1.9768[/C][C]0.025672[/C][/ROW]
[ROW][C]14[/C][C]-0.139298[/C][C]-1.2767[/C][C]0.102616[/C][/ROW]
[ROW][C]15[/C][C]0.1043[/C][C]0.9559[/C][C]0.170925[/C][/ROW]
[ROW][C]16[/C][C]0.062272[/C][C]0.5707[/C][C]0.284852[/C][/ROW]
[ROW][C]17[/C][C]-0.134522[/C][C]-1.2329[/C][C]0.110523[/C][/ROW]
[ROW][C]18[/C][C]0.218879[/C][C]2.0061[/C][C]0.024034[/C][/ROW]
[ROW][C]19[/C][C]-0.006837[/C][C]-0.0627[/C][C]0.475093[/C][/ROW]
[ROW][C]20[/C][C]-0.082315[/C][C]-0.7544[/C][C]0.22635[/C][/ROW]
[ROW][C]21[/C][C]0.024744[/C][C]0.2268[/C][C]0.410572[/C][/ROW]
[ROW][C]22[/C][C]-0.088427[/C][C]-0.8104[/C][C]0.209987[/C][/ROW]
[ROW][C]23[/C][C]0.226423[/C][C]2.0752[/C][C]0.020514[/C][/ROW]
[ROW][C]24[/C][C]0.030417[/C][C]0.2788[/C][C]0.390552[/C][/ROW]
[ROW][C]25[/C][C]-0.148824[/C][C]-1.364[/C][C]0.088107[/C][/ROW]
[ROW][C]26[/C][C]0.004459[/C][C]0.0409[/C][C]0.483749[/C][/ROW]
[ROW][C]27[/C][C]0.109498[/C][C]1.0036[/C][C]0.159236[/C][/ROW]
[ROW][C]28[/C][C]-0.104887[/C][C]-0.9613[/C][C]0.169578[/C][/ROW]
[ROW][C]29[/C][C]0.146981[/C][C]1.3471[/C][C]0.090786[/C][/ROW]
[ROW][C]30[/C][C]-0.02114[/C][C]-0.1937[/C][C]0.42342[/C][/ROW]
[ROW][C]31[/C][C]0.006665[/C][C]0.0611[/C][C]0.475717[/C][/ROW]
[ROW][C]32[/C][C]-0.084905[/C][C]-0.7782[/C][C]0.21933[/C][/ROW]
[ROW][C]33[/C][C]0.048186[/C][C]0.4416[/C][C]0.329945[/C][/ROW]
[ROW][C]34[/C][C]-0.036569[/C][C]-0.3352[/C][C]0.369169[/C][/ROW]
[ROW][C]35[/C][C]-0.098914[/C][C]-0.9066[/C][C]0.183616[/C][/ROW]
[ROW][C]36[/C][C]-0.266835[/C][C]-2.4456[/C][C]0.008275[/C][/ROW]
[ROW][C]37[/C][C]-0.0128[/C][C]-0.1173[/C][C]0.453447[/C][/ROW]
[ROW][C]38[/C][C]0.001713[/C][C]0.0157[/C][C]0.493756[/C][/ROW]
[ROW][C]39[/C][C]-0.06138[/C][C]-0.5626[/C][C]0.287616[/C][/ROW]
[ROW][C]40[/C][C]0.118241[/C][C]1.0837[/C][C]0.140801[/C][/ROW]
[ROW][C]41[/C][C]-0.113803[/C][C]-1.043[/C][C]0.149966[/C][/ROW]
[ROW][C]42[/C][C]-0.032245[/C][C]-0.2955[/C][C]0.384158[/C][/ROW]
[ROW][C]43[/C][C]-0.112798[/C][C]-1.0338[/C][C]0.152096[/C][/ROW]
[ROW][C]44[/C][C]-0.04245[/C][C]-0.3891[/C][C]0.349109[/C][/ROW]
[ROW][C]45[/C][C]-0.016168[/C][C]-0.1482[/C][C]0.441278[/C][/ROW]
[ROW][C]46[/C][C]-0.020774[/C][C]-0.1904[/C][C]0.42473[/C][/ROW]
[ROW][C]47[/C][C]0.008258[/C][C]0.0757[/C][C]0.469923[/C][/ROW]
[ROW][C]48[/C][C]-0.008955[/C][C]-0.0821[/C][C]0.467391[/C][/ROW]
[ROW][C]49[/C][C]-0.122816[/C][C]-1.1256[/C][C]0.131764[/C][/ROW]
[ROW][C]50[/C][C]-0.030044[/C][C]-0.2754[/C][C]0.391859[/C][/ROW]
[ROW][C]51[/C][C]-0.016982[/C][C]-0.1556[/C][C]0.438345[/C][/ROW]
[ROW][C]52[/C][C]0.033914[/C][C]0.3108[/C][C]0.37835[/C][/ROW]
[ROW][C]53[/C][C]-0.000598[/C][C]-0.0055[/C][C]0.497821[/C][/ROW]
[ROW][C]54[/C][C]-0.05231[/C][C]-0.4794[/C][C]0.316441[/C][/ROW]
[ROW][C]55[/C][C]-0.150732[/C][C]-1.3815[/C][C]0.085397[/C][/ROW]
[ROW][C]56[/C][C]0.00694[/C][C]0.0636[/C][C]0.474718[/C][/ROW]
[ROW][C]57[/C][C]0.114308[/C][C]1.0476[/C][C]0.148903[/C][/ROW]
[ROW][C]58[/C][C]-0.005085[/C][C]-0.0466[/C][C]0.48147[/C][/ROW]
[ROW][C]59[/C][C]0.094139[/C][C]0.8628[/C][C]0.195354[/C][/ROW]
[ROW][C]60[/C][C]-0.025335[/C][C]-0.2322[/C][C]0.408475[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30873&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30873&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	-0.555815	-5.0941	1e-06
2	-0.261818	-2.3996	0.009312
3	0.055887	0.5122	0.304922
4	0.013238	0.1213	0.45186
5	0.041373	0.3792	0.352754
6	-0.012028	-0.1102	0.456242
7	-0.034766	-0.3186	0.375398
8	-0.228941	-2.0983	0.019442
9	0.111271	1.0198	0.155371
10	-0.030605	-0.2805	0.389893
11	0.025914	0.2375	0.40642
12	-0.235023	-2.154	0.017052
13	-0.215688	-1.9768	0.025672
14	-0.139298	-1.2767	0.102616
15	0.1043	0.9559	0.170925
16	0.062272	0.5707	0.284852
17	-0.134522	-1.2329	0.110523
18	0.218879	2.0061	0.024034
19	-0.006837	-0.0627	0.475093
20	-0.082315	-0.7544	0.22635
21	0.024744	0.2268	0.410572
22	-0.088427	-0.8104	0.209987
23	0.226423	2.0752	0.020514
24	0.030417	0.2788	0.390552
25	-0.148824	-1.364	0.088107
26	0.004459	0.0409	0.483749
27	0.109498	1.0036	0.159236
28	-0.104887	-0.9613	0.169578
29	0.146981	1.3471	0.090786
30	-0.02114	-0.1937	0.42342
31	0.006665	0.0611	0.475717
32	-0.084905	-0.7782	0.21933
33	0.048186	0.4416	0.329945
34	-0.036569	-0.3352	0.369169
35	-0.098914	-0.9066	0.183616
36	-0.266835	-2.4456	0.008275
37	-0.0128	-0.1173	0.453447
38	0.001713	0.0157	0.493756
39	-0.06138	-0.5626	0.287616
40	0.118241	1.0837	0.140801
41	-0.113803	-1.043	0.149966
42	-0.032245	-0.2955	0.384158
43	-0.112798	-1.0338	0.152096
44	-0.04245	-0.3891	0.349109
45	-0.016168	-0.1482	0.441278
46	-0.020774	-0.1904	0.42473
47	0.008258	0.0757	0.469923
48	-0.008955	-0.0821	0.467391
49	-0.122816	-1.1256	0.131764
50	-0.030044	-0.2754	0.391859
51	-0.016982	-0.1556	0.438345
52	0.033914	0.3108	0.37835
53	-0.000598	-0.0055	0.497821
54	-0.05231	-0.4794	0.316441
55	-0.150732	-1.3815	0.085397
56	0.00694	0.0636	0.474718
57	0.114308	1.0476	0.148903
58	-0.005085	-0.0466	0.48147
59	0.094139	0.8628	0.195354
60	-0.025335	-0.2322	0.408475

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 0.1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 60 ; par2 = 0.1 ; 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