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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 14:33:32 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/08/t1228772039qzxx3fvlqlaq3zd.htm/, Retrieved Thu, 16 May 2024 07:18:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31071, Retrieved Thu, 16 May 2024 07:18:10 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

204

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

F     [(Partial) Autocorrelation Function] [Unemployment - St...] [2008-12-08 17:24:07] [57850c80fd59ccfb28f882be994e814e]
F    D    [(Partial) Autocorrelation Function] [] [2008-12-08 21:33:32] [6d40a467de0f28bd2350f82ac9522c51] [Current]

Feedback Forum

2008-12-14 08:48:38 [Kristof Van Esbroeck] [reply] 
http://www.freestatistics.org/blog/index.php?v=date/2008/Dec/14/t12292417250rhyo51wwe0ce6y.htm 
 
p: Wanneer we de autocorrelatiefunctie in beschouwing nemen merken we een duidelijk patroon over de eerste 6 lags. We merken dat ze alle 6 positief zijn. Om vervolgens de orde te bepalen dienen we naar de Partial Correlation te kijken. Hier kunnen we vaststellen dat zowel lag 1 als lag 2 significant zijn. We kunnen dus p gelijk stellen aan 2. 
 
P: We bekijken lag 12, vervolgens lag 24 en lag 36 en kunnen geen patroon vaststellen. P is dus in dit geval gelijk aan 0. 
 
q: Ook q is gelijk aan 0 want we wanneer we de eerste 6 lags van de partial autcorrelation function bekijken kunnen we geen vast patroon vaststellen. 
 
Q: We stelen negatieve lags 12, 24 en 36 vast. Wanneer we vervolgens de autocorrelatiefunctie bekijken om de orde te bepalen merken we dat enkel lag 12 significant verschillend is van 0. Q stellen we dus gelijk aan 1. 
2008-12-15 09:02:57 [Nathalie Koulouris] [reply] 
De student heeft de juiste berekenigsmethode gebruikt maar geeft geen verdere toelichting hoe hij tot zijn antwoord is gekomen. De student heeft ondertussen de correcte verbetering gemaakt.

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31071&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31071&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31071&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.554872	-3.804	0.000205
2	-0.021245	-0.1456	0.442411
3	0.216894	1.4869	0.071853
4	-0.268238	-1.8389	0.036123
5	0.211138	1.4475	0.077199
6	-0.072967	-0.5002	0.309621
7	-0.09136	-0.6263	0.267064
8	0.054125	0.3711	0.356129
9	0.181074	1.2414	0.110312
10	-0.152186	-1.0433	0.151065
11	0.063016	0.432	0.333853
12	-0.162583	-1.1146	0.135342
13	0.067336	0.4616	0.323236
14	0.092457	0.6339	0.264626
15	-0.097841	-0.6708	0.252828
16	0.018715	0.1283	0.449229
17	0.016168	0.1108	0.456107
18	0.060415	0.4142	0.340311
19	-0.062374	-0.4276	0.335442
20	-0.022774	-0.1561	0.438299
21	0.047183	0.3235	0.373888
22	-0.164773	-1.1296	0.132183
23	0.251533	1.7244	0.045602
24	-0.084285	-0.5778	0.283069
25	-0.11778	-0.8075	0.211736
26	0.177136	1.2144	0.115334
27	-0.103303	-0.7082	0.241156
28	0.029495	0.2022	0.420313
29	-0.030397	-0.2084	0.417911
30	0.010725	0.0735	0.470849
31	-0.047697	-0.327	0.372562
32	0.135967	0.9321	0.178013
33	-0.107263	-0.7354	0.232888
34	0.003832	0.0263	0.489577
35	0.088277	0.6052	0.273981
36	-0.120207	-0.8241	0.207024
37	0.091845	0.6297	0.265984
38	-0.050227	-0.3443	0.366064
39	-0.008431	-0.0578	0.477077
40	0.046558	0.3192	0.375501
41	-0.025497	-0.1748	0.430993
42	0.002407	0.0165	0.493451
43	0.004726	0.0324	0.487144
44	-0.000414	-0.0028	0.498873
45	-0.003322	-0.0228	0.490963
46	-0.000986	-0.0068	0.497317
47	NA	NA	NA
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 & -0.554872 & -3.804 & 0.000205 \tabularnewline
2 & -0.021245 & -0.1456 & 0.442411 \tabularnewline
3 & 0.216894 & 1.4869 & 0.071853 \tabularnewline
4 & -0.268238 & -1.8389 & 0.036123 \tabularnewline
5 & 0.211138 & 1.4475 & 0.077199 \tabularnewline
6 & -0.072967 & -0.5002 & 0.309621 \tabularnewline
7 & -0.09136 & -0.6263 & 0.267064 \tabularnewline
8 & 0.054125 & 0.3711 & 0.356129 \tabularnewline
9 & 0.181074 & 1.2414 & 0.110312 \tabularnewline
10 & -0.152186 & -1.0433 & 0.151065 \tabularnewline
11 & 0.063016 & 0.432 & 0.333853 \tabularnewline
12 & -0.162583 & -1.1146 & 0.135342 \tabularnewline
13 & 0.067336 & 0.4616 & 0.323236 \tabularnewline
14 & 0.092457 & 0.6339 & 0.264626 \tabularnewline
15 & -0.097841 & -0.6708 & 0.252828 \tabularnewline
16 & 0.018715 & 0.1283 & 0.449229 \tabularnewline
17 & 0.016168 & 0.1108 & 0.456107 \tabularnewline
18 & 0.060415 & 0.4142 & 0.340311 \tabularnewline
19 & -0.062374 & -0.4276 & 0.335442 \tabularnewline
20 & -0.022774 & -0.1561 & 0.438299 \tabularnewline
21 & 0.047183 & 0.3235 & 0.373888 \tabularnewline
22 & -0.164773 & -1.1296 & 0.132183 \tabularnewline
23 & 0.251533 & 1.7244 & 0.045602 \tabularnewline
24 & -0.084285 & -0.5778 & 0.283069 \tabularnewline
25 & -0.11778 & -0.8075 & 0.211736 \tabularnewline
26 & 0.177136 & 1.2144 & 0.115334 \tabularnewline
27 & -0.103303 & -0.7082 & 0.241156 \tabularnewline
28 & 0.029495 & 0.2022 & 0.420313 \tabularnewline
29 & -0.030397 & -0.2084 & 0.417911 \tabularnewline
30 & 0.010725 & 0.0735 & 0.470849 \tabularnewline
31 & -0.047697 & -0.327 & 0.372562 \tabularnewline
32 & 0.135967 & 0.9321 & 0.178013 \tabularnewline
33 & -0.107263 & -0.7354 & 0.232888 \tabularnewline
34 & 0.003832 & 0.0263 & 0.489577 \tabularnewline
35 & 0.088277 & 0.6052 & 0.273981 \tabularnewline
36 & -0.120207 & -0.8241 & 0.207024 \tabularnewline
37 & 0.091845 & 0.6297 & 0.265984 \tabularnewline
38 & -0.050227 & -0.3443 & 0.366064 \tabularnewline
39 & -0.008431 & -0.0578 & 0.477077 \tabularnewline
40 & 0.046558 & 0.3192 & 0.375501 \tabularnewline
41 & -0.025497 & -0.1748 & 0.430993 \tabularnewline
42 & 0.002407 & 0.0165 & 0.493451 \tabularnewline
43 & 0.004726 & 0.0324 & 0.487144 \tabularnewline
44 & -0.000414 & -0.0028 & 0.498873 \tabularnewline
45 & -0.003322 & -0.0228 & 0.490963 \tabularnewline
46 & -0.000986 & -0.0068 & 0.497317 \tabularnewline
47 & NA & NA & NA \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=31071&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]-0.554872[/C][C]-3.804[/C][C]0.000205[/C][/ROW]
[ROW][C]2[/C][C]-0.021245[/C][C]-0.1456[/C][C]0.442411[/C][/ROW]
[ROW][C]3[/C][C]0.216894[/C][C]1.4869[/C][C]0.071853[/C][/ROW]
[ROW][C]4[/C][C]-0.268238[/C][C]-1.8389[/C][C]0.036123[/C][/ROW]
[ROW][C]5[/C][C]0.211138[/C][C]1.4475[/C][C]0.077199[/C][/ROW]
[ROW][C]6[/C][C]-0.072967[/C][C]-0.5002[/C][C]0.309621[/C][/ROW]
[ROW][C]7[/C][C]-0.09136[/C][C]-0.6263[/C][C]0.267064[/C][/ROW]
[ROW][C]8[/C][C]0.054125[/C][C]0.3711[/C][C]0.356129[/C][/ROW]
[ROW][C]9[/C][C]0.181074[/C][C]1.2414[/C][C]0.110312[/C][/ROW]
[ROW][C]10[/C][C]-0.152186[/C][C]-1.0433[/C][C]0.151065[/C][/ROW]
[ROW][C]11[/C][C]0.063016[/C][C]0.432[/C][C]0.333853[/C][/ROW]
[ROW][C]12[/C][C]-0.162583[/C][C]-1.1146[/C][C]0.135342[/C][/ROW]
[ROW][C]13[/C][C]0.067336[/C][C]0.4616[/C][C]0.323236[/C][/ROW]
[ROW][C]14[/C][C]0.092457[/C][C]0.6339[/C][C]0.264626[/C][/ROW]
[ROW][C]15[/C][C]-0.097841[/C][C]-0.6708[/C][C]0.252828[/C][/ROW]
[ROW][C]16[/C][C]0.018715[/C][C]0.1283[/C][C]0.449229[/C][/ROW]
[ROW][C]17[/C][C]0.016168[/C][C]0.1108[/C][C]0.456107[/C][/ROW]
[ROW][C]18[/C][C]0.060415[/C][C]0.4142[/C][C]0.340311[/C][/ROW]
[ROW][C]19[/C][C]-0.062374[/C][C]-0.4276[/C][C]0.335442[/C][/ROW]
[ROW][C]20[/C][C]-0.022774[/C][C]-0.1561[/C][C]0.438299[/C][/ROW]
[ROW][C]21[/C][C]0.047183[/C][C]0.3235[/C][C]0.373888[/C][/ROW]
[ROW][C]22[/C][C]-0.164773[/C][C]-1.1296[/C][C]0.132183[/C][/ROW]
[ROW][C]23[/C][C]0.251533[/C][C]1.7244[/C][C]0.045602[/C][/ROW]
[ROW][C]24[/C][C]-0.084285[/C][C]-0.5778[/C][C]0.283069[/C][/ROW]
[ROW][C]25[/C][C]-0.11778[/C][C]-0.8075[/C][C]0.211736[/C][/ROW]
[ROW][C]26[/C][C]0.177136[/C][C]1.2144[/C][C]0.115334[/C][/ROW]
[ROW][C]27[/C][C]-0.103303[/C][C]-0.7082[/C][C]0.241156[/C][/ROW]
[ROW][C]28[/C][C]0.029495[/C][C]0.2022[/C][C]0.420313[/C][/ROW]
[ROW][C]29[/C][C]-0.030397[/C][C]-0.2084[/C][C]0.417911[/C][/ROW]
[ROW][C]30[/C][C]0.010725[/C][C]0.0735[/C][C]0.470849[/C][/ROW]
[ROW][C]31[/C][C]-0.047697[/C][C]-0.327[/C][C]0.372562[/C][/ROW]
[ROW][C]32[/C][C]0.135967[/C][C]0.9321[/C][C]0.178013[/C][/ROW]
[ROW][C]33[/C][C]-0.107263[/C][C]-0.7354[/C][C]0.232888[/C][/ROW]
[ROW][C]34[/C][C]0.003832[/C][C]0.0263[/C][C]0.489577[/C][/ROW]
[ROW][C]35[/C][C]0.088277[/C][C]0.6052[/C][C]0.273981[/C][/ROW]
[ROW][C]36[/C][C]-0.120207[/C][C]-0.8241[/C][C]0.207024[/C][/ROW]
[ROW][C]37[/C][C]0.091845[/C][C]0.6297[/C][C]0.265984[/C][/ROW]
[ROW][C]38[/C][C]-0.050227[/C][C]-0.3443[/C][C]0.366064[/C][/ROW]
[ROW][C]39[/C][C]-0.008431[/C][C]-0.0578[/C][C]0.477077[/C][/ROW]
[ROW][C]40[/C][C]0.046558[/C][C]0.3192[/C][C]0.375501[/C][/ROW]
[ROW][C]41[/C][C]-0.025497[/C][C]-0.1748[/C][C]0.430993[/C][/ROW]
[ROW][C]42[/C][C]0.002407[/C][C]0.0165[/C][C]0.493451[/C][/ROW]
[ROW][C]43[/C][C]0.004726[/C][C]0.0324[/C][C]0.487144[/C][/ROW]
[ROW][C]44[/C][C]-0.000414[/C][C]-0.0028[/C][C]0.498873[/C][/ROW]
[ROW][C]45[/C][C]-0.003322[/C][C]-0.0228[/C][C]0.490963[/C][/ROW]
[ROW][C]46[/C][C]-0.000986[/C][C]-0.0068[/C][C]0.497317[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/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=31071&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31071&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	-0.554872	-3.804	0.000205
2	-0.021245	-0.1456	0.442411
3	0.216894	1.4869	0.071853
4	-0.268238	-1.8389	0.036123
5	0.211138	1.4475	0.077199
6	-0.072967	-0.5002	0.309621
7	-0.09136	-0.6263	0.267064
8	0.054125	0.3711	0.356129
9	0.181074	1.2414	0.110312
10	-0.152186	-1.0433	0.151065
11	0.063016	0.432	0.333853
12	-0.162583	-1.1146	0.135342
13	0.067336	0.4616	0.323236
14	0.092457	0.6339	0.264626
15	-0.097841	-0.6708	0.252828
16	0.018715	0.1283	0.449229
17	0.016168	0.1108	0.456107
18	0.060415	0.4142	0.340311
19	-0.062374	-0.4276	0.335442
20	-0.022774	-0.1561	0.438299
21	0.047183	0.3235	0.373888
22	-0.164773	-1.1296	0.132183
23	0.251533	1.7244	0.045602
24	-0.084285	-0.5778	0.283069
25	-0.11778	-0.8075	0.211736
26	0.177136	1.2144	0.115334
27	-0.103303	-0.7082	0.241156
28	0.029495	0.2022	0.420313
29	-0.030397	-0.2084	0.417911
30	0.010725	0.0735	0.470849
31	-0.047697	-0.327	0.372562
32	0.135967	0.9321	0.178013
33	-0.107263	-0.7354	0.232888
34	0.003832	0.0263	0.489577
35	0.088277	0.6052	0.273981
36	-0.120207	-0.8241	0.207024
37	0.091845	0.6297	0.265984
38	-0.050227	-0.3443	0.366064
39	-0.008431	-0.0578	0.477077
40	0.046558	0.3192	0.375501
41	-0.025497	-0.1748	0.430993
42	0.002407	0.0165	0.493451
43	0.004726	0.0324	0.487144
44	-0.000414	-0.0028	0.498873
45	-0.003322	-0.0228	0.490963
46	-0.000986	-0.0068	0.497317
47	NA	NA	NA
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	-0.554872	-3.804	0.000205
2	-0.475539	-3.2601	0.001037
3	-0.120171	-0.8238	0.207093
4	-0.297682	-2.0408	0.023455
5	-0.093814	-0.6432	0.261625
6	-0.097248	-0.6667	0.254112
7	-0.16706	-1.1453	0.12894
8	-0.324466	-2.2244	0.01548
9	0.102771	0.7046	0.24228
10	0.177582	1.2174	0.114757
11	0.331868	2.2752	0.01375
12	-0.086335	-0.5919	0.278383
13	-0.179756	-1.2323	0.111975
14	-0.246998	-1.6933	0.048505
15	-0.057594	-0.3948	0.347372
16	-0.085236	-0.5843	0.28089
17	-0.031717	-0.2174	0.414404
18	-0.092737	-0.6358	0.264005
19	-0.142708	-0.9784	0.166454
20	-0.218249	-1.4962	0.070638
21	0.211385	1.4492	0.076963
22	-0.073465	-0.5036	0.30843
23	0.096072	0.6586	0.256672
24	-0.056874	-0.3899	0.349182
25	-0.041763	-0.2863	0.387949
26	-0.142473	-0.9767	0.166848
27	0.070541	0.4836	0.315456
28	-0.001179	-0.0081	0.496792
29	-0.057422	-0.3937	0.347805
30	-0.133849	-0.9176	0.181751
31	-0.126171	-0.865	0.195721
32	-0.095056	-0.6517	0.258894
33	-0.015436	-0.1058	0.458086
34	-0.143151	-0.9814	0.165712
35	0.020854	0.143	0.443465
36	-0.032241	-0.221	0.413013
37	0.022078	0.1514	0.440171
38	-0.010232	-0.0701	0.472187
39	0.098129	0.6727	0.252204
40	0.043202	0.2962	0.384201
41	-0.049432	-0.3389	0.368101
42	-0.069626	-0.4773	0.317668
43	-0.061796	-0.4236	0.336877
44	-0.161862	-1.1097	0.136394
45	-0.037686	-0.2584	0.398627
46	-0.073805	-0.506	0.307618
47	NA	NA	NA
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 & -0.554872 & -3.804 & 0.000205 \tabularnewline
2 & -0.475539 & -3.2601 & 0.001037 \tabularnewline
3 & -0.120171 & -0.8238 & 0.207093 \tabularnewline
4 & -0.297682 & -2.0408 & 0.023455 \tabularnewline
5 & -0.093814 & -0.6432 & 0.261625 \tabularnewline
6 & -0.097248 & -0.6667 & 0.254112 \tabularnewline
7 & -0.16706 & -1.1453 & 0.12894 \tabularnewline
8 & -0.324466 & -2.2244 & 0.01548 \tabularnewline
9 & 0.102771 & 0.7046 & 0.24228 \tabularnewline
10 & 0.177582 & 1.2174 & 0.114757 \tabularnewline
11 & 0.331868 & 2.2752 & 0.01375 \tabularnewline
12 & -0.086335 & -0.5919 & 0.278383 \tabularnewline
13 & -0.179756 & -1.2323 & 0.111975 \tabularnewline
14 & -0.246998 & -1.6933 & 0.048505 \tabularnewline
15 & -0.057594 & -0.3948 & 0.347372 \tabularnewline
16 & -0.085236 & -0.5843 & 0.28089 \tabularnewline
17 & -0.031717 & -0.2174 & 0.414404 \tabularnewline
18 & -0.092737 & -0.6358 & 0.264005 \tabularnewline
19 & -0.142708 & -0.9784 & 0.166454 \tabularnewline
20 & -0.218249 & -1.4962 & 0.070638 \tabularnewline
21 & 0.211385 & 1.4492 & 0.076963 \tabularnewline
22 & -0.073465 & -0.5036 & 0.30843 \tabularnewline
23 & 0.096072 & 0.6586 & 0.256672 \tabularnewline
24 & -0.056874 & -0.3899 & 0.349182 \tabularnewline
25 & -0.041763 & -0.2863 & 0.387949 \tabularnewline
26 & -0.142473 & -0.9767 & 0.166848 \tabularnewline
27 & 0.070541 & 0.4836 & 0.315456 \tabularnewline
28 & -0.001179 & -0.0081 & 0.496792 \tabularnewline
29 & -0.057422 & -0.3937 & 0.347805 \tabularnewline
30 & -0.133849 & -0.9176 & 0.181751 \tabularnewline
31 & -0.126171 & -0.865 & 0.195721 \tabularnewline
32 & -0.095056 & -0.6517 & 0.258894 \tabularnewline
33 & -0.015436 & -0.1058 & 0.458086 \tabularnewline
34 & -0.143151 & -0.9814 & 0.165712 \tabularnewline
35 & 0.020854 & 0.143 & 0.443465 \tabularnewline
36 & -0.032241 & -0.221 & 0.413013 \tabularnewline
37 & 0.022078 & 0.1514 & 0.440171 \tabularnewline
38 & -0.010232 & -0.0701 & 0.472187 \tabularnewline
39 & 0.098129 & 0.6727 & 0.252204 \tabularnewline
40 & 0.043202 & 0.2962 & 0.384201 \tabularnewline
41 & -0.049432 & -0.3389 & 0.368101 \tabularnewline
42 & -0.069626 & -0.4773 & 0.317668 \tabularnewline
43 & -0.061796 & -0.4236 & 0.336877 \tabularnewline
44 & -0.161862 & -1.1097 & 0.136394 \tabularnewline
45 & -0.037686 & -0.2584 & 0.398627 \tabularnewline
46 & -0.073805 & -0.506 & 0.307618 \tabularnewline
47 & NA & NA & NA \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=31071&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]-0.554872[/C][C]-3.804[/C][C]0.000205[/C][/ROW]
[ROW][C]2[/C][C]-0.475539[/C][C]-3.2601[/C][C]0.001037[/C][/ROW]
[ROW][C]3[/C][C]-0.120171[/C][C]-0.8238[/C][C]0.207093[/C][/ROW]
[ROW][C]4[/C][C]-0.297682[/C][C]-2.0408[/C][C]0.023455[/C][/ROW]
[ROW][C]5[/C][C]-0.093814[/C][C]-0.6432[/C][C]0.261625[/C][/ROW]
[ROW][C]6[/C][C]-0.097248[/C][C]-0.6667[/C][C]0.254112[/C][/ROW]
[ROW][C]7[/C][C]-0.16706[/C][C]-1.1453[/C][C]0.12894[/C][/ROW]
[ROW][C]8[/C][C]-0.324466[/C][C]-2.2244[/C][C]0.01548[/C][/ROW]
[ROW][C]9[/C][C]0.102771[/C][C]0.7046[/C][C]0.24228[/C][/ROW]
[ROW][C]10[/C][C]0.177582[/C][C]1.2174[/C][C]0.114757[/C][/ROW]
[ROW][C]11[/C][C]0.331868[/C][C]2.2752[/C][C]0.01375[/C][/ROW]
[ROW][C]12[/C][C]-0.086335[/C][C]-0.5919[/C][C]0.278383[/C][/ROW]
[ROW][C]13[/C][C]-0.179756[/C][C]-1.2323[/C][C]0.111975[/C][/ROW]
[ROW][C]14[/C][C]-0.246998[/C][C]-1.6933[/C][C]0.048505[/C][/ROW]
[ROW][C]15[/C][C]-0.057594[/C][C]-0.3948[/C][C]0.347372[/C][/ROW]
[ROW][C]16[/C][C]-0.085236[/C][C]-0.5843[/C][C]0.28089[/C][/ROW]
[ROW][C]17[/C][C]-0.031717[/C][C]-0.2174[/C][C]0.414404[/C][/ROW]
[ROW][C]18[/C][C]-0.092737[/C][C]-0.6358[/C][C]0.264005[/C][/ROW]
[ROW][C]19[/C][C]-0.142708[/C][C]-0.9784[/C][C]0.166454[/C][/ROW]
[ROW][C]20[/C][C]-0.218249[/C][C]-1.4962[/C][C]0.070638[/C][/ROW]
[ROW][C]21[/C][C]0.211385[/C][C]1.4492[/C][C]0.076963[/C][/ROW]
[ROW][C]22[/C][C]-0.073465[/C][C]-0.5036[/C][C]0.30843[/C][/ROW]
[ROW][C]23[/C][C]0.096072[/C][C]0.6586[/C][C]0.256672[/C][/ROW]
[ROW][C]24[/C][C]-0.056874[/C][C]-0.3899[/C][C]0.349182[/C][/ROW]
[ROW][C]25[/C][C]-0.041763[/C][C]-0.2863[/C][C]0.387949[/C][/ROW]
[ROW][C]26[/C][C]-0.142473[/C][C]-0.9767[/C][C]0.166848[/C][/ROW]
[ROW][C]27[/C][C]0.070541[/C][C]0.4836[/C][C]0.315456[/C][/ROW]
[ROW][C]28[/C][C]-0.001179[/C][C]-0.0081[/C][C]0.496792[/C][/ROW]
[ROW][C]29[/C][C]-0.057422[/C][C]-0.3937[/C][C]0.347805[/C][/ROW]
[ROW][C]30[/C][C]-0.133849[/C][C]-0.9176[/C][C]0.181751[/C][/ROW]
[ROW][C]31[/C][C]-0.126171[/C][C]-0.865[/C][C]0.195721[/C][/ROW]
[ROW][C]32[/C][C]-0.095056[/C][C]-0.6517[/C][C]0.258894[/C][/ROW]
[ROW][C]33[/C][C]-0.015436[/C][C]-0.1058[/C][C]0.458086[/C][/ROW]
[ROW][C]34[/C][C]-0.143151[/C][C]-0.9814[/C][C]0.165712[/C][/ROW]
[ROW][C]35[/C][C]0.020854[/C][C]0.143[/C][C]0.443465[/C][/ROW]
[ROW][C]36[/C][C]-0.032241[/C][C]-0.221[/C][C]0.413013[/C][/ROW]
[ROW][C]37[/C][C]0.022078[/C][C]0.1514[/C][C]0.440171[/C][/ROW]
[ROW][C]38[/C][C]-0.010232[/C][C]-0.0701[/C][C]0.472187[/C][/ROW]
[ROW][C]39[/C][C]0.098129[/C][C]0.6727[/C][C]0.252204[/C][/ROW]
[ROW][C]40[/C][C]0.043202[/C][C]0.2962[/C][C]0.384201[/C][/ROW]
[ROW][C]41[/C][C]-0.049432[/C][C]-0.3389[/C][C]0.368101[/C][/ROW]
[ROW][C]42[/C][C]-0.069626[/C][C]-0.4773[/C][C]0.317668[/C][/ROW]
[ROW][C]43[/C][C]-0.061796[/C][C]-0.4236[/C][C]0.336877[/C][/ROW]
[ROW][C]44[/C][C]-0.161862[/C][C]-1.1097[/C][C]0.136394[/C][/ROW]
[ROW][C]45[/C][C]-0.037686[/C][C]-0.2584[/C][C]0.398627[/C][/ROW]
[ROW][C]46[/C][C]-0.073805[/C][C]-0.506[/C][C]0.307618[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/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=31071&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31071&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	-0.554872	-3.804	0.000205
2	-0.475539	-3.2601	0.001037
3	-0.120171	-0.8238	0.207093
4	-0.297682	-2.0408	0.023455
5	-0.093814	-0.6432	0.261625
6	-0.097248	-0.6667	0.254112
7	-0.16706	-1.1453	0.12894
8	-0.324466	-2.2244	0.01548
9	0.102771	0.7046	0.24228
10	0.177582	1.2174	0.114757
11	0.331868	2.2752	0.01375
12	-0.086335	-0.5919	0.278383
13	-0.179756	-1.2323	0.111975
14	-0.246998	-1.6933	0.048505
15	-0.057594	-0.3948	0.347372
16	-0.085236	-0.5843	0.28089
17	-0.031717	-0.2174	0.414404
18	-0.092737	-0.6358	0.264005
19	-0.142708	-0.9784	0.166454
20	-0.218249	-1.4962	0.070638
21	0.211385	1.4492	0.076963
22	-0.073465	-0.5036	0.30843
23	0.096072	0.6586	0.256672
24	-0.056874	-0.3899	0.349182
25	-0.041763	-0.2863	0.387949
26	-0.142473	-0.9767	0.166848
27	0.070541	0.4836	0.315456
28	-0.001179	-0.0081	0.496792
29	-0.057422	-0.3937	0.347805
30	-0.133849	-0.9176	0.181751
31	-0.126171	-0.865	0.195721
32	-0.095056	-0.6517	0.258894
33	-0.015436	-0.1058	0.458086
34	-0.143151	-0.9814	0.165712
35	0.020854	0.143	0.443465
36	-0.032241	-0.221	0.413013
37	0.022078	0.1514	0.440171
38	-0.010232	-0.0701	0.472187
39	0.098129	0.6727	0.252204
40	0.043202	0.2962	0.384201
41	-0.049432	-0.3389	0.368101
42	-0.069626	-0.4773	0.317668
43	-0.061796	-0.4236	0.336877
44	-0.161862	-1.1097	0.136394
45	-0.037686	-0.2584	0.398627
46	-0.073805	-0.506	0.307618
47	NA	NA	NA
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