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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

Tue, 24 Nov 2009 04:54:35 -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/2009/Nov/24/t125906371877sa2ka5hbyu7wi.htm/, Retrieved Thu, 25 Apr 2024 06:28:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59007, Retrieved Thu, 25 Apr 2024 06:28:56 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

JSSHWWS8P3

Estimated Impact

151

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
F   PD          [(Partial) Autocorrelation Function] [Workshop 8] [2009-11-24 11:54:35] [c8fd62404619100d8e91184019148412] [Current]
-   P             [(Partial) Autocorrelation Function] [WS 8 review 2] [2009-12-02 15:35:52] [83058a88a37d754675a5cd22dab372fc] 
-   P             [(Partial) Autocorrelation Function] [W8. herberekening] [2009-12-03 21:11:09] [d31db4f83c6a129f6d3e47077769e868] 

Feedback Forum

2009-12-02 15:42:35 [Brecht Thijs] [reply] 
In de vorige berekening is vooral de niet-seizoenale trend duidelijk zichtbaar, mij lijkt het dan handiger om eerst niet-seizoenaal te differentieren om zo te kijken of er seizoenaliteit optreed die nu misschien door de LT-trend wordt 'verdoezeld'. 
Dit heb ik als volgt gedaan: 
http://www.freestatistics.org/blog/index.php?v=date/2009/Dec/02/t1259768334k3hod41x3g30v37.htm/ 
 

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

11.1
10.9
10
9.2
9.2
9.5
9.6
9.5
9.1
8.9
9
10.1
10.3
10.2
9.6
9.2
9.3
9.4
9.4
9.2
9
9
9
9.8
10
9.8
9.3
9
9
9.1
9.1
9.1
9.2
8.8
8.3
8.4
8.1
7.7
7.9
7.9
8
7.9
7.6
7.1
6.8
6.5
6.9
8.2
8.7
8.3
7.9
7.5
7.8
8.3
8.4
8.2
7.7
7.2
7.3
8.1

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=59007&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=59007&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59007&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	0.883299	6.1197	0
2	0.624826	4.3289	3.8e-05
3	0.366994	2.5426	0.007141
4	0.222647	1.5425	0.064755
5	0.203534	1.4101	0.082475
6	0.242521	1.6802	0.049705
7	0.246074	1.7049	0.047344
8	0.1649	1.1425	0.129464
9	-0.001962	-0.0136	0.494604
10	-0.209218	-1.4495	0.07685
11	-0.391299	-2.711	0.004639
12	-0.491934	-3.4082	0.000666
13	-0.485306	-3.3623	0.000762
14	-0.404437	-2.802	0.003651
15	-0.317382	-2.1989	0.016369
16	-0.271059	-1.878	0.033235
17	-0.276916	-1.9185	0.030501
18	-0.310399	-2.1505	0.01829
19	-0.32757	-2.2695	0.013886
20	-0.302575	-2.0963	0.020676
21	-0.237338	-1.6443	0.053322
22	-0.154847	-1.0728	0.14436
23	-0.076957	-0.5332	0.298187
24	-0.023336	-0.1617	0.436119
25	0.007957	0.0551	0.478134
26	0.017356	0.1202	0.452395
27	0.012348	0.0856	0.46609
28	0.001249	0.0087	0.496565
29	0.003615	0.025	0.490062
30	0.031702	0.2196	0.413542
31	0.080589	0.5583	0.289604
32	0.118784	0.823	0.2073
33	0.124072	0.8596	0.197141
34	0.09768	0.6767	0.250907
35	0.065102	0.451	0.326995
36	0.051213	0.3548	0.362143
37	0.058594	0.406	0.343291
38	0.068408	0.4739	0.318843
39	0.066927	0.4637	0.322486
40	0.051528	0.357	0.361329
41	0.028285	0.196	0.422732
42	0.006494	0.045	0.48215
43	-0.010639	-0.0737	0.470773
44	-0.018891	-0.1309	0.448209
45	-0.019014	-0.1317	0.447872
46	-0.011935	-0.0827	0.467223
47	-0.003685	-0.0255	0.489868
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 & 0.883299 & 6.1197 & 0 \tabularnewline
2 & 0.624826 & 4.3289 & 3.8e-05 \tabularnewline
3 & 0.366994 & 2.5426 & 0.007141 \tabularnewline
4 & 0.222647 & 1.5425 & 0.064755 \tabularnewline
5 & 0.203534 & 1.4101 & 0.082475 \tabularnewline
6 & 0.242521 & 1.6802 & 0.049705 \tabularnewline
7 & 0.246074 & 1.7049 & 0.047344 \tabularnewline
8 & 0.1649 & 1.1425 & 0.129464 \tabularnewline
9 & -0.001962 & -0.0136 & 0.494604 \tabularnewline
10 & -0.209218 & -1.4495 & 0.07685 \tabularnewline
11 & -0.391299 & -2.711 & 0.004639 \tabularnewline
12 & -0.491934 & -3.4082 & 0.000666 \tabularnewline
13 & -0.485306 & -3.3623 & 0.000762 \tabularnewline
14 & -0.404437 & -2.802 & 0.003651 \tabularnewline
15 & -0.317382 & -2.1989 & 0.016369 \tabularnewline
16 & -0.271059 & -1.878 & 0.033235 \tabularnewline
17 & -0.276916 & -1.9185 & 0.030501 \tabularnewline
18 & -0.310399 & -2.1505 & 0.01829 \tabularnewline
19 & -0.32757 & -2.2695 & 0.013886 \tabularnewline
20 & -0.302575 & -2.0963 & 0.020676 \tabularnewline
21 & -0.237338 & -1.6443 & 0.053322 \tabularnewline
22 & -0.154847 & -1.0728 & 0.14436 \tabularnewline
23 & -0.076957 & -0.5332 & 0.298187 \tabularnewline
24 & -0.023336 & -0.1617 & 0.436119 \tabularnewline
25 & 0.007957 & 0.0551 & 0.478134 \tabularnewline
26 & 0.017356 & 0.1202 & 0.452395 \tabularnewline
27 & 0.012348 & 0.0856 & 0.46609 \tabularnewline
28 & 0.001249 & 0.0087 & 0.496565 \tabularnewline
29 & 0.003615 & 0.025 & 0.490062 \tabularnewline
30 & 0.031702 & 0.2196 & 0.413542 \tabularnewline
31 & 0.080589 & 0.5583 & 0.289604 \tabularnewline
32 & 0.118784 & 0.823 & 0.2073 \tabularnewline
33 & 0.124072 & 0.8596 & 0.197141 \tabularnewline
34 & 0.09768 & 0.6767 & 0.250907 \tabularnewline
35 & 0.065102 & 0.451 & 0.326995 \tabularnewline
36 & 0.051213 & 0.3548 & 0.362143 \tabularnewline
37 & 0.058594 & 0.406 & 0.343291 \tabularnewline
38 & 0.068408 & 0.4739 & 0.318843 \tabularnewline
39 & 0.066927 & 0.4637 & 0.322486 \tabularnewline
40 & 0.051528 & 0.357 & 0.361329 \tabularnewline
41 & 0.028285 & 0.196 & 0.422732 \tabularnewline
42 & 0.006494 & 0.045 & 0.48215 \tabularnewline
43 & -0.010639 & -0.0737 & 0.470773 \tabularnewline
44 & -0.018891 & -0.1309 & 0.448209 \tabularnewline
45 & -0.019014 & -0.1317 & 0.447872 \tabularnewline
46 & -0.011935 & -0.0827 & 0.467223 \tabularnewline
47 & -0.003685 & -0.0255 & 0.489868 \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=59007&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]0.883299[/C][C]6.1197[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.624826[/C][C]4.3289[/C][C]3.8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.366994[/C][C]2.5426[/C][C]0.007141[/C][/ROW]
[ROW][C]4[/C][C]0.222647[/C][C]1.5425[/C][C]0.064755[/C][/ROW]
[ROW][C]5[/C][C]0.203534[/C][C]1.4101[/C][C]0.082475[/C][/ROW]
[ROW][C]6[/C][C]0.242521[/C][C]1.6802[/C][C]0.049705[/C][/ROW]
[ROW][C]7[/C][C]0.246074[/C][C]1.7049[/C][C]0.047344[/C][/ROW]
[ROW][C]8[/C][C]0.1649[/C][C]1.1425[/C][C]0.129464[/C][/ROW]
[ROW][C]9[/C][C]-0.001962[/C][C]-0.0136[/C][C]0.494604[/C][/ROW]
[ROW][C]10[/C][C]-0.209218[/C][C]-1.4495[/C][C]0.07685[/C][/ROW]
[ROW][C]11[/C][C]-0.391299[/C][C]-2.711[/C][C]0.004639[/C][/ROW]
[ROW][C]12[/C][C]-0.491934[/C][C]-3.4082[/C][C]0.000666[/C][/ROW]
[ROW][C]13[/C][C]-0.485306[/C][C]-3.3623[/C][C]0.000762[/C][/ROW]
[ROW][C]14[/C][C]-0.404437[/C][C]-2.802[/C][C]0.003651[/C][/ROW]
[ROW][C]15[/C][C]-0.317382[/C][C]-2.1989[/C][C]0.016369[/C][/ROW]
[ROW][C]16[/C][C]-0.271059[/C][C]-1.878[/C][C]0.033235[/C][/ROW]
[ROW][C]17[/C][C]-0.276916[/C][C]-1.9185[/C][C]0.030501[/C][/ROW]
[ROW][C]18[/C][C]-0.310399[/C][C]-2.1505[/C][C]0.01829[/C][/ROW]
[ROW][C]19[/C][C]-0.32757[/C][C]-2.2695[/C][C]0.013886[/C][/ROW]
[ROW][C]20[/C][C]-0.302575[/C][C]-2.0963[/C][C]0.020676[/C][/ROW]
[ROW][C]21[/C][C]-0.237338[/C][C]-1.6443[/C][C]0.053322[/C][/ROW]
[ROW][C]22[/C][C]-0.154847[/C][C]-1.0728[/C][C]0.14436[/C][/ROW]
[ROW][C]23[/C][C]-0.076957[/C][C]-0.5332[/C][C]0.298187[/C][/ROW]
[ROW][C]24[/C][C]-0.023336[/C][C]-0.1617[/C][C]0.436119[/C][/ROW]
[ROW][C]25[/C][C]0.007957[/C][C]0.0551[/C][C]0.478134[/C][/ROW]
[ROW][C]26[/C][C]0.017356[/C][C]0.1202[/C][C]0.452395[/C][/ROW]
[ROW][C]27[/C][C]0.012348[/C][C]0.0856[/C][C]0.46609[/C][/ROW]
[ROW][C]28[/C][C]0.001249[/C][C]0.0087[/C][C]0.496565[/C][/ROW]
[ROW][C]29[/C][C]0.003615[/C][C]0.025[/C][C]0.490062[/C][/ROW]
[ROW][C]30[/C][C]0.031702[/C][C]0.2196[/C][C]0.413542[/C][/ROW]
[ROW][C]31[/C][C]0.080589[/C][C]0.5583[/C][C]0.289604[/C][/ROW]
[ROW][C]32[/C][C]0.118784[/C][C]0.823[/C][C]0.2073[/C][/ROW]
[ROW][C]33[/C][C]0.124072[/C][C]0.8596[/C][C]0.197141[/C][/ROW]
[ROW][C]34[/C][C]0.09768[/C][C]0.6767[/C][C]0.250907[/C][/ROW]
[ROW][C]35[/C][C]0.065102[/C][C]0.451[/C][C]0.326995[/C][/ROW]
[ROW][C]36[/C][C]0.051213[/C][C]0.3548[/C][C]0.362143[/C][/ROW]
[ROW][C]37[/C][C]0.058594[/C][C]0.406[/C][C]0.343291[/C][/ROW]
[ROW][C]38[/C][C]0.068408[/C][C]0.4739[/C][C]0.318843[/C][/ROW]
[ROW][C]39[/C][C]0.066927[/C][C]0.4637[/C][C]0.322486[/C][/ROW]
[ROW][C]40[/C][C]0.051528[/C][C]0.357[/C][C]0.361329[/C][/ROW]
[ROW][C]41[/C][C]0.028285[/C][C]0.196[/C][C]0.422732[/C][/ROW]
[ROW][C]42[/C][C]0.006494[/C][C]0.045[/C][C]0.48215[/C][/ROW]
[ROW][C]43[/C][C]-0.010639[/C][C]-0.0737[/C][C]0.470773[/C][/ROW]
[ROW][C]44[/C][C]-0.018891[/C][C]-0.1309[/C][C]0.448209[/C][/ROW]
[ROW][C]45[/C][C]-0.019014[/C][C]-0.1317[/C][C]0.447872[/C][/ROW]
[ROW][C]46[/C][C]-0.011935[/C][C]-0.0827[/C][C]0.467223[/C][/ROW]
[ROW][C]47[/C][C]-0.003685[/C][C]-0.0255[/C][C]0.489868[/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=59007&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59007&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	0.883299	6.1197	0
2	0.624826	4.3289	3.8e-05
3	0.366994	2.5426	0.007141
4	0.222647	1.5425	0.064755
5	0.203534	1.4101	0.082475
6	0.242521	1.6802	0.049705
7	0.246074	1.7049	0.047344
8	0.1649	1.1425	0.129464
9	-0.001962	-0.0136	0.494604
10	-0.209218	-1.4495	0.07685
11	-0.391299	-2.711	0.004639
12	-0.491934	-3.4082	0.000666
13	-0.485306	-3.3623	0.000762
14	-0.404437	-2.802	0.003651
15	-0.317382	-2.1989	0.016369
16	-0.271059	-1.878	0.033235
17	-0.276916	-1.9185	0.030501
18	-0.310399	-2.1505	0.01829
19	-0.32757	-2.2695	0.013886
20	-0.302575	-2.0963	0.020676
21	-0.237338	-1.6443	0.053322
22	-0.154847	-1.0728	0.14436
23	-0.076957	-0.5332	0.298187
24	-0.023336	-0.1617	0.436119
25	0.007957	0.0551	0.478134
26	0.017356	0.1202	0.452395
27	0.012348	0.0856	0.46609
28	0.001249	0.0087	0.496565
29	0.003615	0.025	0.490062
30	0.031702	0.2196	0.413542
31	0.080589	0.5583	0.289604
32	0.118784	0.823	0.2073
33	0.124072	0.8596	0.197141
34	0.09768	0.6767	0.250907
35	0.065102	0.451	0.326995
36	0.051213	0.3548	0.362143
37	0.058594	0.406	0.343291
38	0.068408	0.4739	0.318843
39	0.066927	0.4637	0.322486
40	0.051528	0.357	0.361329
41	0.028285	0.196	0.422732
42	0.006494	0.045	0.48215
43	-0.010639	-0.0737	0.470773
44	-0.018891	-0.1309	0.448209
45	-0.019014	-0.1317	0.447872
46	-0.011935	-0.0827	0.467223
47	-0.003685	-0.0255	0.489868
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	0.883299	6.1197	0
2	-0.707017	-4.8984	6e-06
3	0.449283	3.1127	0.00156
4	0.238265	1.6507	0.05266
5	-0.138477	-0.9594	0.171083
6	-0.080097	-0.5549	0.290761
7	-0.149428	-1.0353	0.152865
8	-0.068684	-0.4759	0.318167
9	-0.287662	-1.993	0.025983
10	-0.194025	-1.3442	0.092594
11	-0.050794	-0.3519	0.363222
12	-0.012466	-0.0864	0.465766
13	0.118497	0.821	0.20786
14	-0.112725	-0.781	0.219325
15	-0.028224	-0.1955	0.422896
16	0.200239	1.3873	0.08588
17	-0.067082	-0.4648	0.322103
18	-0.092122	-0.6382	0.263175
19	0.011899	0.0824	0.467321
20	-0.09062	-0.6278	0.266545
21	-0.102755	-0.7119	0.239983
22	-0.138322	-0.9583	0.171352
23	0.046812	0.3243	0.373551
24	-0.091115	-0.6313	0.265431
25	0.091718	0.6354	0.264079
26	-0.119416	-0.8273	0.206069
27	-0.0914	-0.6332	0.264793
28	0.06186	0.4286	0.335072
29	0.083207	0.5765	0.283495
30	-0.038819	-0.2689	0.394562
31	-0.05372	-0.3722	0.355699
32	-0.110719	-0.7671	0.223393
33	0.018193	0.126	0.450111
34	-0.002583	-0.0179	0.492897
35	0.003802	0.0263	0.489548
36	-0.063613	-0.4407	0.330697
37	-0.063178	-0.4377	0.33178
38	-0.020327	-0.1408	0.444297
39	-0.060684	-0.4204	0.338023
40	-0.049799	-0.345	0.365794
41	-0.018662	-0.1293	0.448832
42	0.018551	0.1285	0.449134
43	-0.038947	-0.2698	0.394222
44	-0.015863	-0.1099	0.456472
45	-0.039893	-0.2764	0.391718
46	0.057577	0.3989	0.345866
47	0.030678	0.2125	0.416292
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 & 0.883299 & 6.1197 & 0 \tabularnewline
2 & -0.707017 & -4.8984 & 6e-06 \tabularnewline
3 & 0.449283 & 3.1127 & 0.00156 \tabularnewline
4 & 0.238265 & 1.6507 & 0.05266 \tabularnewline
5 & -0.138477 & -0.9594 & 0.171083 \tabularnewline
6 & -0.080097 & -0.5549 & 0.290761 \tabularnewline
7 & -0.149428 & -1.0353 & 0.152865 \tabularnewline
8 & -0.068684 & -0.4759 & 0.318167 \tabularnewline
9 & -0.287662 & -1.993 & 0.025983 \tabularnewline
10 & -0.194025 & -1.3442 & 0.092594 \tabularnewline
11 & -0.050794 & -0.3519 & 0.363222 \tabularnewline
12 & -0.012466 & -0.0864 & 0.465766 \tabularnewline
13 & 0.118497 & 0.821 & 0.20786 \tabularnewline
14 & -0.112725 & -0.781 & 0.219325 \tabularnewline
15 & -0.028224 & -0.1955 & 0.422896 \tabularnewline
16 & 0.200239 & 1.3873 & 0.08588 \tabularnewline
17 & -0.067082 & -0.4648 & 0.322103 \tabularnewline
18 & -0.092122 & -0.6382 & 0.263175 \tabularnewline
19 & 0.011899 & 0.0824 & 0.467321 \tabularnewline
20 & -0.09062 & -0.6278 & 0.266545 \tabularnewline
21 & -0.102755 & -0.7119 & 0.239983 \tabularnewline
22 & -0.138322 & -0.9583 & 0.171352 \tabularnewline
23 & 0.046812 & 0.3243 & 0.373551 \tabularnewline
24 & -0.091115 & -0.6313 & 0.265431 \tabularnewline
25 & 0.091718 & 0.6354 & 0.264079 \tabularnewline
26 & -0.119416 & -0.8273 & 0.206069 \tabularnewline
27 & -0.0914 & -0.6332 & 0.264793 \tabularnewline
28 & 0.06186 & 0.4286 & 0.335072 \tabularnewline
29 & 0.083207 & 0.5765 & 0.283495 \tabularnewline
30 & -0.038819 & -0.2689 & 0.394562 \tabularnewline
31 & -0.05372 & -0.3722 & 0.355699 \tabularnewline
32 & -0.110719 & -0.7671 & 0.223393 \tabularnewline
33 & 0.018193 & 0.126 & 0.450111 \tabularnewline
34 & -0.002583 & -0.0179 & 0.492897 \tabularnewline
35 & 0.003802 & 0.0263 & 0.489548 \tabularnewline
36 & -0.063613 & -0.4407 & 0.330697 \tabularnewline
37 & -0.063178 & -0.4377 & 0.33178 \tabularnewline
38 & -0.020327 & -0.1408 & 0.444297 \tabularnewline
39 & -0.060684 & -0.4204 & 0.338023 \tabularnewline
40 & -0.049799 & -0.345 & 0.365794 \tabularnewline
41 & -0.018662 & -0.1293 & 0.448832 \tabularnewline
42 & 0.018551 & 0.1285 & 0.449134 \tabularnewline
43 & -0.038947 & -0.2698 & 0.394222 \tabularnewline
44 & -0.015863 & -0.1099 & 0.456472 \tabularnewline
45 & -0.039893 & -0.2764 & 0.391718 \tabularnewline
46 & 0.057577 & 0.3989 & 0.345866 \tabularnewline
47 & 0.030678 & 0.2125 & 0.416292 \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=59007&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]0.883299[/C][C]6.1197[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.707017[/C][C]-4.8984[/C][C]6e-06[/C][/ROW]
[ROW][C]3[/C][C]0.449283[/C][C]3.1127[/C][C]0.00156[/C][/ROW]
[ROW][C]4[/C][C]0.238265[/C][C]1.6507[/C][C]0.05266[/C][/ROW]
[ROW][C]5[/C][C]-0.138477[/C][C]-0.9594[/C][C]0.171083[/C][/ROW]
[ROW][C]6[/C][C]-0.080097[/C][C]-0.5549[/C][C]0.290761[/C][/ROW]
[ROW][C]7[/C][C]-0.149428[/C][C]-1.0353[/C][C]0.152865[/C][/ROW]
[ROW][C]8[/C][C]-0.068684[/C][C]-0.4759[/C][C]0.318167[/C][/ROW]
[ROW][C]9[/C][C]-0.287662[/C][C]-1.993[/C][C]0.025983[/C][/ROW]
[ROW][C]10[/C][C]-0.194025[/C][C]-1.3442[/C][C]0.092594[/C][/ROW]
[ROW][C]11[/C][C]-0.050794[/C][C]-0.3519[/C][C]0.363222[/C][/ROW]
[ROW][C]12[/C][C]-0.012466[/C][C]-0.0864[/C][C]0.465766[/C][/ROW]
[ROW][C]13[/C][C]0.118497[/C][C]0.821[/C][C]0.20786[/C][/ROW]
[ROW][C]14[/C][C]-0.112725[/C][C]-0.781[/C][C]0.219325[/C][/ROW]
[ROW][C]15[/C][C]-0.028224[/C][C]-0.1955[/C][C]0.422896[/C][/ROW]
[ROW][C]16[/C][C]0.200239[/C][C]1.3873[/C][C]0.08588[/C][/ROW]
[ROW][C]17[/C][C]-0.067082[/C][C]-0.4648[/C][C]0.322103[/C][/ROW]
[ROW][C]18[/C][C]-0.092122[/C][C]-0.6382[/C][C]0.263175[/C][/ROW]
[ROW][C]19[/C][C]0.011899[/C][C]0.0824[/C][C]0.467321[/C][/ROW]
[ROW][C]20[/C][C]-0.09062[/C][C]-0.6278[/C][C]0.266545[/C][/ROW]
[ROW][C]21[/C][C]-0.102755[/C][C]-0.7119[/C][C]0.239983[/C][/ROW]
[ROW][C]22[/C][C]-0.138322[/C][C]-0.9583[/C][C]0.171352[/C][/ROW]
[ROW][C]23[/C][C]0.046812[/C][C]0.3243[/C][C]0.373551[/C][/ROW]
[ROW][C]24[/C][C]-0.091115[/C][C]-0.6313[/C][C]0.265431[/C][/ROW]
[ROW][C]25[/C][C]0.091718[/C][C]0.6354[/C][C]0.264079[/C][/ROW]
[ROW][C]26[/C][C]-0.119416[/C][C]-0.8273[/C][C]0.206069[/C][/ROW]
[ROW][C]27[/C][C]-0.0914[/C][C]-0.6332[/C][C]0.264793[/C][/ROW]
[ROW][C]28[/C][C]0.06186[/C][C]0.4286[/C][C]0.335072[/C][/ROW]
[ROW][C]29[/C][C]0.083207[/C][C]0.5765[/C][C]0.283495[/C][/ROW]
[ROW][C]30[/C][C]-0.038819[/C][C]-0.2689[/C][C]0.394562[/C][/ROW]
[ROW][C]31[/C][C]-0.05372[/C][C]-0.3722[/C][C]0.355699[/C][/ROW]
[ROW][C]32[/C][C]-0.110719[/C][C]-0.7671[/C][C]0.223393[/C][/ROW]
[ROW][C]33[/C][C]0.018193[/C][C]0.126[/C][C]0.450111[/C][/ROW]
[ROW][C]34[/C][C]-0.002583[/C][C]-0.0179[/C][C]0.492897[/C][/ROW]
[ROW][C]35[/C][C]0.003802[/C][C]0.0263[/C][C]0.489548[/C][/ROW]
[ROW][C]36[/C][C]-0.063613[/C][C]-0.4407[/C][C]0.330697[/C][/ROW]
[ROW][C]37[/C][C]-0.063178[/C][C]-0.4377[/C][C]0.33178[/C][/ROW]
[ROW][C]38[/C][C]-0.020327[/C][C]-0.1408[/C][C]0.444297[/C][/ROW]
[ROW][C]39[/C][C]-0.060684[/C][C]-0.4204[/C][C]0.338023[/C][/ROW]
[ROW][C]40[/C][C]-0.049799[/C][C]-0.345[/C][C]0.365794[/C][/ROW]
[ROW][C]41[/C][C]-0.018662[/C][C]-0.1293[/C][C]0.448832[/C][/ROW]
[ROW][C]42[/C][C]0.018551[/C][C]0.1285[/C][C]0.449134[/C][/ROW]
[ROW][C]43[/C][C]-0.038947[/C][C]-0.2698[/C][C]0.394222[/C][/ROW]
[ROW][C]44[/C][C]-0.015863[/C][C]-0.1099[/C][C]0.456472[/C][/ROW]
[ROW][C]45[/C][C]-0.039893[/C][C]-0.2764[/C][C]0.391718[/C][/ROW]
[ROW][C]46[/C][C]0.057577[/C][C]0.3989[/C][C]0.345866[/C][/ROW]
[ROW][C]47[/C][C]0.030678[/C][C]0.2125[/C][C]0.416292[/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=59007&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59007&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	0.883299	6.1197	0
2	-0.707017	-4.8984	6e-06
3	0.449283	3.1127	0.00156
4	0.238265	1.6507	0.05266
5	-0.138477	-0.9594	0.171083
6	-0.080097	-0.5549	0.290761
7	-0.149428	-1.0353	0.152865
8	-0.068684	-0.4759	0.318167
9	-0.287662	-1.993	0.025983
10	-0.194025	-1.3442	0.092594
11	-0.050794	-0.3519	0.363222
12	-0.012466	-0.0864	0.465766
13	0.118497	0.821	0.20786
14	-0.112725	-0.781	0.219325
15	-0.028224	-0.1955	0.422896
16	0.200239	1.3873	0.08588
17	-0.067082	-0.4648	0.322103
18	-0.092122	-0.6382	0.263175
19	0.011899	0.0824	0.467321
20	-0.09062	-0.6278	0.266545
21	-0.102755	-0.7119	0.239983
22	-0.138322	-0.9583	0.171352
23	0.046812	0.3243	0.373551
24	-0.091115	-0.6313	0.265431
25	0.091718	0.6354	0.264079
26	-0.119416	-0.8273	0.206069
27	-0.0914	-0.6332	0.264793
28	0.06186	0.4286	0.335072
29	0.083207	0.5765	0.283495
30	-0.038819	-0.2689	0.394562
31	-0.05372	-0.3722	0.355699
32	-0.110719	-0.7671	0.223393
33	0.018193	0.126	0.450111
34	-0.002583	-0.0179	0.492897
35	0.003802	0.0263	0.489548
36	-0.063613	-0.4407	0.330697
37	-0.063178	-0.4377	0.33178
38	-0.020327	-0.1408	0.444297
39	-0.060684	-0.4204	0.338023
40	-0.049799	-0.345	0.365794
41	-0.018662	-0.1293	0.448832
42	0.018551	0.1285	0.449134
43	-0.038947	-0.2698	0.394222
44	-0.015863	-0.1099	0.456472
45	-0.039893	-0.2764	0.391718
46	0.057577	0.3989	0.345866
47	0.030678	0.2125	0.416292
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 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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