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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 10:52:41 -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/09/t12288452006kmzszm0osovcff.htm/, Retrieved Tue, 28 May 2024 01:48:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31629, Retrieved Tue, 28 May 2024 01:48:28 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

205

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]
- RMP   [(Partial) Autocorrelation Function] [Gilliam Schoorel] [2008-12-07 20:50:54] [a9b974cca921a7a5a84c6ce01f3dc8c2]
F R PD      [(Partial) Autocorrelation Function] [] [2008-12-09 17:52:41] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

2008-12-13 22:45:10 [Li Tang Hu] [reply] 
we kunnen niet echt spreken van een lange termijn trend , maar er is wel duidlijk sprake van seizonaliteit
2008-12-13 22:48:59 [Li Tang Hu] [reply] 
je moest niet trendmatig differntieren...dit kon je ook weten door naar de VRM te kijken, die heeft je immers al vertelt dat d=0 en D=1 
wanneer je dus die parameters instelt, bekom je ook al een stationaire tijdreeks.

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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31629&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31629&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31629&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.3575	3.3537	0.000589
2	0.086345	0.81	0.210066
3	0.370281	3.4735	0.000399
4	0.215342	2.0201	0.023208
5	0.319884	3.0008	0.001752
6	0.541709	5.0817	1e-06
7	0.25803	2.4205	0.008776
8	0.152677	1.4322	0.077809
9	0.267869	2.5128	0.006899
10	0.017198	0.1613	0.4361
11	0.209826	1.9683	0.026088
12	0.653434	6.1298	0
13	0.197443	1.8522	0.033676
14	-0.05432	-0.5096	0.305814
15	0.174095	1.6332	0.053005
16	0.049145	0.461	0.322959
17	0.132314	1.2412	0.108912
18	0.320343	3.0051	0.001729
19	0.10141	0.9513	0.172026
20	0.009534	0.0894	0.46447
21	0.104085	0.9764	0.165771
22	-0.107775	-1.011	0.15739
23	0.078751	0.7387	0.231013
24	0.381867	3.5822	0.000279
25	0.039719	0.3726	0.355173
26	-0.136183	-1.2775	0.102392
27	0.000544	0.0051	0.49797
28	-0.093079	-0.8732	0.192476
29	-0.030552	-0.2866	0.387545
30	0.110298	1.0347	0.151826
31	-0.041039	-0.385	0.35059
32	-0.107769	-1.011	0.157404
33	-0.061419	-0.5762	0.282989
34	-0.196884	-1.8469	0.034059
35	-0.080185	-0.7522	0.226969
36	0.200134	1.8774	0.031887
37	-0.060262	-0.5653	0.28665
38	-0.215584	-2.0224	0.023088
39	-0.098298	-0.9221	0.179496
40	-0.167647	-1.5727	0.059692
41	-0.117267	-1.1001	0.137153
42	0.002051	0.0192	0.492347
43	-0.101906	-0.956	0.170855
44	-0.160271	-1.5035	0.068149
45	-0.153847	-1.4432	0.076256
46	-0.259593	-2.4352	0.008451
47	-0.151735	-1.4234	0.079077
48	0.076833	0.7208	0.236485
49	-0.12803	-1.201	0.116481
50	-0.288592	-2.7072	0.004075
51	-0.18606	-1.7454	0.042203
52	-0.218774	-2.0523	0.021557
53	-0.180188	-1.6903	0.047253
54	-0.09919	-0.9305	0.177333
55	-0.161781	-1.5176	0.066345
56	-0.197187	-1.8498	0.033851
57	-0.164288	-1.5412	0.063434
58	-0.232729	-2.1832	0.015842
59	-0.141027	-1.323	0.094639
60	0.035931	0.3371	0.368437

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.3575 & 3.3537 & 0.000589 \tabularnewline
2 & 0.086345 & 0.81 & 0.210066 \tabularnewline
3 & 0.370281 & 3.4735 & 0.000399 \tabularnewline
4 & 0.215342 & 2.0201 & 0.023208 \tabularnewline
5 & 0.319884 & 3.0008 & 0.001752 \tabularnewline
6 & 0.541709 & 5.0817 & 1e-06 \tabularnewline
7 & 0.25803 & 2.4205 & 0.008776 \tabularnewline
8 & 0.152677 & 1.4322 & 0.077809 \tabularnewline
9 & 0.267869 & 2.5128 & 0.006899 \tabularnewline
10 & 0.017198 & 0.1613 & 0.4361 \tabularnewline
11 & 0.209826 & 1.9683 & 0.026088 \tabularnewline
12 & 0.653434 & 6.1298 & 0 \tabularnewline
13 & 0.197443 & 1.8522 & 0.033676 \tabularnewline
14 & -0.05432 & -0.5096 & 0.305814 \tabularnewline
15 & 0.174095 & 1.6332 & 0.053005 \tabularnewline
16 & 0.049145 & 0.461 & 0.322959 \tabularnewline
17 & 0.132314 & 1.2412 & 0.108912 \tabularnewline
18 & 0.320343 & 3.0051 & 0.001729 \tabularnewline
19 & 0.10141 & 0.9513 & 0.172026 \tabularnewline
20 & 0.009534 & 0.0894 & 0.46447 \tabularnewline
21 & 0.104085 & 0.9764 & 0.165771 \tabularnewline
22 & -0.107775 & -1.011 & 0.15739 \tabularnewline
23 & 0.078751 & 0.7387 & 0.231013 \tabularnewline
24 & 0.381867 & 3.5822 & 0.000279 \tabularnewline
25 & 0.039719 & 0.3726 & 0.355173 \tabularnewline
26 & -0.136183 & -1.2775 & 0.102392 \tabularnewline
27 & 0.000544 & 0.0051 & 0.49797 \tabularnewline
28 & -0.093079 & -0.8732 & 0.192476 \tabularnewline
29 & -0.030552 & -0.2866 & 0.387545 \tabularnewline
30 & 0.110298 & 1.0347 & 0.151826 \tabularnewline
31 & -0.041039 & -0.385 & 0.35059 \tabularnewline
32 & -0.107769 & -1.011 & 0.157404 \tabularnewline
33 & -0.061419 & -0.5762 & 0.282989 \tabularnewline
34 & -0.196884 & -1.8469 & 0.034059 \tabularnewline
35 & -0.080185 & -0.7522 & 0.226969 \tabularnewline
36 & 0.200134 & 1.8774 & 0.031887 \tabularnewline
37 & -0.060262 & -0.5653 & 0.28665 \tabularnewline
38 & -0.215584 & -2.0224 & 0.023088 \tabularnewline
39 & -0.098298 & -0.9221 & 0.179496 \tabularnewline
40 & -0.167647 & -1.5727 & 0.059692 \tabularnewline
41 & -0.117267 & -1.1001 & 0.137153 \tabularnewline
42 & 0.002051 & 0.0192 & 0.492347 \tabularnewline
43 & -0.101906 & -0.956 & 0.170855 \tabularnewline
44 & -0.160271 & -1.5035 & 0.068149 \tabularnewline
45 & -0.153847 & -1.4432 & 0.076256 \tabularnewline
46 & -0.259593 & -2.4352 & 0.008451 \tabularnewline
47 & -0.151735 & -1.4234 & 0.079077 \tabularnewline
48 & 0.076833 & 0.7208 & 0.236485 \tabularnewline
49 & -0.12803 & -1.201 & 0.116481 \tabularnewline
50 & -0.288592 & -2.7072 & 0.004075 \tabularnewline
51 & -0.18606 & -1.7454 & 0.042203 \tabularnewline
52 & -0.218774 & -2.0523 & 0.021557 \tabularnewline
53 & -0.180188 & -1.6903 & 0.047253 \tabularnewline
54 & -0.09919 & -0.9305 & 0.177333 \tabularnewline
55 & -0.161781 & -1.5176 & 0.066345 \tabularnewline
56 & -0.197187 & -1.8498 & 0.033851 \tabularnewline
57 & -0.164288 & -1.5412 & 0.063434 \tabularnewline
58 & -0.232729 & -2.1832 & 0.015842 \tabularnewline
59 & -0.141027 & -1.323 & 0.094639 \tabularnewline
60 & 0.035931 & 0.3371 & 0.368437 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31629&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]0.3575[/C][C]3.3537[/C][C]0.000589[/C][/ROW]
[ROW][C]2[/C][C]0.086345[/C][C]0.81[/C][C]0.210066[/C][/ROW]
[ROW][C]3[/C][C]0.370281[/C][C]3.4735[/C][C]0.000399[/C][/ROW]
[ROW][C]4[/C][C]0.215342[/C][C]2.0201[/C][C]0.023208[/C][/ROW]
[ROW][C]5[/C][C]0.319884[/C][C]3.0008[/C][C]0.001752[/C][/ROW]
[ROW][C]6[/C][C]0.541709[/C][C]5.0817[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.25803[/C][C]2.4205[/C][C]0.008776[/C][/ROW]
[ROW][C]8[/C][C]0.152677[/C][C]1.4322[/C][C]0.077809[/C][/ROW]
[ROW][C]9[/C][C]0.267869[/C][C]2.5128[/C][C]0.006899[/C][/ROW]
[ROW][C]10[/C][C]0.017198[/C][C]0.1613[/C][C]0.4361[/C][/ROW]
[ROW][C]11[/C][C]0.209826[/C][C]1.9683[/C][C]0.026088[/C][/ROW]
[ROW][C]12[/C][C]0.653434[/C][C]6.1298[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.197443[/C][C]1.8522[/C][C]0.033676[/C][/ROW]
[ROW][C]14[/C][C]-0.05432[/C][C]-0.5096[/C][C]0.305814[/C][/ROW]
[ROW][C]15[/C][C]0.174095[/C][C]1.6332[/C][C]0.053005[/C][/ROW]
[ROW][C]16[/C][C]0.049145[/C][C]0.461[/C][C]0.322959[/C][/ROW]
[ROW][C]17[/C][C]0.132314[/C][C]1.2412[/C][C]0.108912[/C][/ROW]
[ROW][C]18[/C][C]0.320343[/C][C]3.0051[/C][C]0.001729[/C][/ROW]
[ROW][C]19[/C][C]0.10141[/C][C]0.9513[/C][C]0.172026[/C][/ROW]
[ROW][C]20[/C][C]0.009534[/C][C]0.0894[/C][C]0.46447[/C][/ROW]
[ROW][C]21[/C][C]0.104085[/C][C]0.9764[/C][C]0.165771[/C][/ROW]
[ROW][C]22[/C][C]-0.107775[/C][C]-1.011[/C][C]0.15739[/C][/ROW]
[ROW][C]23[/C][C]0.078751[/C][C]0.7387[/C][C]0.231013[/C][/ROW]
[ROW][C]24[/C][C]0.381867[/C][C]3.5822[/C][C]0.000279[/C][/ROW]
[ROW][C]25[/C][C]0.039719[/C][C]0.3726[/C][C]0.355173[/C][/ROW]
[ROW][C]26[/C][C]-0.136183[/C][C]-1.2775[/C][C]0.102392[/C][/ROW]
[ROW][C]27[/C][C]0.000544[/C][C]0.0051[/C][C]0.49797[/C][/ROW]
[ROW][C]28[/C][C]-0.093079[/C][C]-0.8732[/C][C]0.192476[/C][/ROW]
[ROW][C]29[/C][C]-0.030552[/C][C]-0.2866[/C][C]0.387545[/C][/ROW]
[ROW][C]30[/C][C]0.110298[/C][C]1.0347[/C][C]0.151826[/C][/ROW]
[ROW][C]31[/C][C]-0.041039[/C][C]-0.385[/C][C]0.35059[/C][/ROW]
[ROW][C]32[/C][C]-0.107769[/C][C]-1.011[/C][C]0.157404[/C][/ROW]
[ROW][C]33[/C][C]-0.061419[/C][C]-0.5762[/C][C]0.282989[/C][/ROW]
[ROW][C]34[/C][C]-0.196884[/C][C]-1.8469[/C][C]0.034059[/C][/ROW]
[ROW][C]35[/C][C]-0.080185[/C][C]-0.7522[/C][C]0.226969[/C][/ROW]
[ROW][C]36[/C][C]0.200134[/C][C]1.8774[/C][C]0.031887[/C][/ROW]
[ROW][C]37[/C][C]-0.060262[/C][C]-0.5653[/C][C]0.28665[/C][/ROW]
[ROW][C]38[/C][C]-0.215584[/C][C]-2.0224[/C][C]0.023088[/C][/ROW]
[ROW][C]39[/C][C]-0.098298[/C][C]-0.9221[/C][C]0.179496[/C][/ROW]
[ROW][C]40[/C][C]-0.167647[/C][C]-1.5727[/C][C]0.059692[/C][/ROW]
[ROW][C]41[/C][C]-0.117267[/C][C]-1.1001[/C][C]0.137153[/C][/ROW]
[ROW][C]42[/C][C]0.002051[/C][C]0.0192[/C][C]0.492347[/C][/ROW]
[ROW][C]43[/C][C]-0.101906[/C][C]-0.956[/C][C]0.170855[/C][/ROW]
[ROW][C]44[/C][C]-0.160271[/C][C]-1.5035[/C][C]0.068149[/C][/ROW]
[ROW][C]45[/C][C]-0.153847[/C][C]-1.4432[/C][C]0.076256[/C][/ROW]
[ROW][C]46[/C][C]-0.259593[/C][C]-2.4352[/C][C]0.008451[/C][/ROW]
[ROW][C]47[/C][C]-0.151735[/C][C]-1.4234[/C][C]0.079077[/C][/ROW]
[ROW][C]48[/C][C]0.076833[/C][C]0.7208[/C][C]0.236485[/C][/ROW]
[ROW][C]49[/C][C]-0.12803[/C][C]-1.201[/C][C]0.116481[/C][/ROW]
[ROW][C]50[/C][C]-0.288592[/C][C]-2.7072[/C][C]0.004075[/C][/ROW]
[ROW][C]51[/C][C]-0.18606[/C][C]-1.7454[/C][C]0.042203[/C][/ROW]
[ROW][C]52[/C][C]-0.218774[/C][C]-2.0523[/C][C]0.021557[/C][/ROW]
[ROW][C]53[/C][C]-0.180188[/C][C]-1.6903[/C][C]0.047253[/C][/ROW]
[ROW][C]54[/C][C]-0.09919[/C][C]-0.9305[/C][C]0.177333[/C][/ROW]
[ROW][C]55[/C][C]-0.161781[/C][C]-1.5176[/C][C]0.066345[/C][/ROW]
[ROW][C]56[/C][C]-0.197187[/C][C]-1.8498[/C][C]0.033851[/C][/ROW]
[ROW][C]57[/C][C]-0.164288[/C][C]-1.5412[/C][C]0.063434[/C][/ROW]
[ROW][C]58[/C][C]-0.232729[/C][C]-2.1832[/C][C]0.015842[/C][/ROW]
[ROW][C]59[/C][C]-0.141027[/C][C]-1.323[/C][C]0.094639[/C][/ROW]
[ROW][C]60[/C][C]0.035931[/C][C]0.3371[/C][C]0.368437[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31629&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31629&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	0.3575	3.3537	0.000589
2	0.086345	0.81	0.210066
3	0.370281	3.4735	0.000399
4	0.215342	2.0201	0.023208
5	0.319884	3.0008	0.001752
6	0.541709	5.0817	1e-06
7	0.25803	2.4205	0.008776
8	0.152677	1.4322	0.077809
9	0.267869	2.5128	0.006899
10	0.017198	0.1613	0.4361
11	0.209826	1.9683	0.026088
12	0.653434	6.1298	0
13	0.197443	1.8522	0.033676
14	-0.05432	-0.5096	0.305814
15	0.174095	1.6332	0.053005
16	0.049145	0.461	0.322959
17	0.132314	1.2412	0.108912
18	0.320343	3.0051	0.001729
19	0.10141	0.9513	0.172026
20	0.009534	0.0894	0.46447
21	0.104085	0.9764	0.165771
22	-0.107775	-1.011	0.15739
23	0.078751	0.7387	0.231013
24	0.381867	3.5822	0.000279
25	0.039719	0.3726	0.355173
26	-0.136183	-1.2775	0.102392
27	0.000544	0.0051	0.49797
28	-0.093079	-0.8732	0.192476
29	-0.030552	-0.2866	0.387545
30	0.110298	1.0347	0.151826
31	-0.041039	-0.385	0.35059
32	-0.107769	-1.011	0.157404
33	-0.061419	-0.5762	0.282989
34	-0.196884	-1.8469	0.034059
35	-0.080185	-0.7522	0.226969
36	0.200134	1.8774	0.031887
37	-0.060262	-0.5653	0.28665
38	-0.215584	-2.0224	0.023088
39	-0.098298	-0.9221	0.179496
40	-0.167647	-1.5727	0.059692
41	-0.117267	-1.1001	0.137153
42	0.002051	0.0192	0.492347
43	-0.101906	-0.956	0.170855
44	-0.160271	-1.5035	0.068149
45	-0.153847	-1.4432	0.076256
46	-0.259593	-2.4352	0.008451
47	-0.151735	-1.4234	0.079077
48	0.076833	0.7208	0.236485
49	-0.12803	-1.201	0.116481
50	-0.288592	-2.7072	0.004075
51	-0.18606	-1.7454	0.042203
52	-0.218774	-2.0523	0.021557
53	-0.180188	-1.6903	0.047253
54	-0.09919	-0.9305	0.177333
55	-0.161781	-1.5176	0.066345
56	-0.197187	-1.8498	0.033851
57	-0.164288	-1.5412	0.063434
58	-0.232729	-2.1832	0.015842
59	-0.141027	-1.323	0.094639
60	0.035931	0.3371	0.368437

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.3575	3.3537	0.000589
2	-0.047537	-0.4459	0.328369
3	0.407873	3.8262	0.000121
4	-0.081366	-0.7633	0.223668
5	0.415205	3.895	9.5e-05
6	0.264866	2.4847	0.00743
7	0.047785	0.4483	0.327531
8	0.016724	0.1569	0.437849
9	-0.03714	-0.3484	0.364183
10	-0.345897	-3.2448	0.000831
11	0.161299	1.5131	0.066916
12	0.439812	4.1258	4.2e-05
13	-0.160266	-1.5034	0.068154
14	-0.137771	-1.2924	0.0998
15	-0.120391	-1.1294	0.130905
16	-0.086092	-0.8076	0.210745
17	-0.074784	-0.7015	0.24241
18	-0.067571	-0.6339	0.263905
19	0.111081	1.042	0.150125
20	0.023625	0.2216	0.412559
21	0.058874	0.5523	0.291077
22	-0.073497	-0.6895	0.246173
23	0.117687	1.104	0.136301
24	-0.123462	-1.1582	0.124962
25	-0.006659	-0.0625	0.475166
26	-0.054042	-0.507	0.306727
27	-0.069527	-0.6522	0.257981
28	-0.066055	-0.6196	0.268546
29	-0.093782	-0.8798	0.190694
30	-0.044767	-0.42	0.337772
31	0.016705	0.1567	0.437916
32	0.009341	0.0876	0.465185
33	0.024787	0.2325	0.408336
34	0.070223	0.6588	0.255887
35	-0.087397	-0.8199	0.207256
36	0.153361	1.4387	0.076898
37	-0.075619	-0.7094	0.239986
38	-0.00183	-0.0172	0.49317
39	-0.048361	-0.4537	0.325594
40	-0.019495	-0.1829	0.427657
41	-0.02409	-0.226	0.41087
42	-0.065374	-0.6133	0.270643
43	0.022898	0.2148	0.41521
44	-0.058007	-0.5442	0.293854
45	-0.042614	-0.3998	0.345152
46	-0.103008	-0.9663	0.168272
47	0.044955	0.4217	0.337131
48	-0.007449	-0.0699	0.472223
49	-0.046819	-0.4392	0.330796
50	-0.033923	-0.3182	0.375532
51	-0.026604	-0.2496	0.401752
52	0.026092	0.2448	0.403603
53	-0.03163	-0.2967	0.383693
54	-0.032345	-0.3034	0.381141
55	-0.031721	-0.2976	0.383366
56	0.043277	0.406	0.342874
57	0.056904	0.5338	0.297411
58	0.120953	1.1346	0.129804
59	0.015338	0.1439	0.442961
60	-0.019055	-0.1788	0.429271

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.3575 & 3.3537 & 0.000589 \tabularnewline
2 & -0.047537 & -0.4459 & 0.328369 \tabularnewline
3 & 0.407873 & 3.8262 & 0.000121 \tabularnewline
4 & -0.081366 & -0.7633 & 0.223668 \tabularnewline
5 & 0.415205 & 3.895 & 9.5e-05 \tabularnewline
6 & 0.264866 & 2.4847 & 0.00743 \tabularnewline
7 & 0.047785 & 0.4483 & 0.327531 \tabularnewline
8 & 0.016724 & 0.1569 & 0.437849 \tabularnewline
9 & -0.03714 & -0.3484 & 0.364183 \tabularnewline
10 & -0.345897 & -3.2448 & 0.000831 \tabularnewline
11 & 0.161299 & 1.5131 & 0.066916 \tabularnewline
12 & 0.439812 & 4.1258 & 4.2e-05 \tabularnewline
13 & -0.160266 & -1.5034 & 0.068154 \tabularnewline
14 & -0.137771 & -1.2924 & 0.0998 \tabularnewline
15 & -0.120391 & -1.1294 & 0.130905 \tabularnewline
16 & -0.086092 & -0.8076 & 0.210745 \tabularnewline
17 & -0.074784 & -0.7015 & 0.24241 \tabularnewline
18 & -0.067571 & -0.6339 & 0.263905 \tabularnewline
19 & 0.111081 & 1.042 & 0.150125 \tabularnewline
20 & 0.023625 & 0.2216 & 0.412559 \tabularnewline
21 & 0.058874 & 0.5523 & 0.291077 \tabularnewline
22 & -0.073497 & -0.6895 & 0.246173 \tabularnewline
23 & 0.117687 & 1.104 & 0.136301 \tabularnewline
24 & -0.123462 & -1.1582 & 0.124962 \tabularnewline
25 & -0.006659 & -0.0625 & 0.475166 \tabularnewline
26 & -0.054042 & -0.507 & 0.306727 \tabularnewline
27 & -0.069527 & -0.6522 & 0.257981 \tabularnewline
28 & -0.066055 & -0.6196 & 0.268546 \tabularnewline
29 & -0.093782 & -0.8798 & 0.190694 \tabularnewline
30 & -0.044767 & -0.42 & 0.337772 \tabularnewline
31 & 0.016705 & 0.1567 & 0.437916 \tabularnewline
32 & 0.009341 & 0.0876 & 0.465185 \tabularnewline
33 & 0.024787 & 0.2325 & 0.408336 \tabularnewline
34 & 0.070223 & 0.6588 & 0.255887 \tabularnewline
35 & -0.087397 & -0.8199 & 0.207256 \tabularnewline
36 & 0.153361 & 1.4387 & 0.076898 \tabularnewline
37 & -0.075619 & -0.7094 & 0.239986 \tabularnewline
38 & -0.00183 & -0.0172 & 0.49317 \tabularnewline
39 & -0.048361 & -0.4537 & 0.325594 \tabularnewline
40 & -0.019495 & -0.1829 & 0.427657 \tabularnewline
41 & -0.02409 & -0.226 & 0.41087 \tabularnewline
42 & -0.065374 & -0.6133 & 0.270643 \tabularnewline
43 & 0.022898 & 0.2148 & 0.41521 \tabularnewline
44 & -0.058007 & -0.5442 & 0.293854 \tabularnewline
45 & -0.042614 & -0.3998 & 0.345152 \tabularnewline
46 & -0.103008 & -0.9663 & 0.168272 \tabularnewline
47 & 0.044955 & 0.4217 & 0.337131 \tabularnewline
48 & -0.007449 & -0.0699 & 0.472223 \tabularnewline
49 & -0.046819 & -0.4392 & 0.330796 \tabularnewline
50 & -0.033923 & -0.3182 & 0.375532 \tabularnewline
51 & -0.026604 & -0.2496 & 0.401752 \tabularnewline
52 & 0.026092 & 0.2448 & 0.403603 \tabularnewline
53 & -0.03163 & -0.2967 & 0.383693 \tabularnewline
54 & -0.032345 & -0.3034 & 0.381141 \tabularnewline
55 & -0.031721 & -0.2976 & 0.383366 \tabularnewline
56 & 0.043277 & 0.406 & 0.342874 \tabularnewline
57 & 0.056904 & 0.5338 & 0.297411 \tabularnewline
58 & 0.120953 & 1.1346 & 0.129804 \tabularnewline
59 & 0.015338 & 0.1439 & 0.442961 \tabularnewline
60 & -0.019055 & -0.1788 & 0.429271 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31629&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]0.3575[/C][C]3.3537[/C][C]0.000589[/C][/ROW]
[ROW][C]2[/C][C]-0.047537[/C][C]-0.4459[/C][C]0.328369[/C][/ROW]
[ROW][C]3[/C][C]0.407873[/C][C]3.8262[/C][C]0.000121[/C][/ROW]
[ROW][C]4[/C][C]-0.081366[/C][C]-0.7633[/C][C]0.223668[/C][/ROW]
[ROW][C]5[/C][C]0.415205[/C][C]3.895[/C][C]9.5e-05[/C][/ROW]
[ROW][C]6[/C][C]0.264866[/C][C]2.4847[/C][C]0.00743[/C][/ROW]
[ROW][C]7[/C][C]0.047785[/C][C]0.4483[/C][C]0.327531[/C][/ROW]
[ROW][C]8[/C][C]0.016724[/C][C]0.1569[/C][C]0.437849[/C][/ROW]
[ROW][C]9[/C][C]-0.03714[/C][C]-0.3484[/C][C]0.364183[/C][/ROW]
[ROW][C]10[/C][C]-0.345897[/C][C]-3.2448[/C][C]0.000831[/C][/ROW]
[ROW][C]11[/C][C]0.161299[/C][C]1.5131[/C][C]0.066916[/C][/ROW]
[ROW][C]12[/C][C]0.439812[/C][C]4.1258[/C][C]4.2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.160266[/C][C]-1.5034[/C][C]0.068154[/C][/ROW]
[ROW][C]14[/C][C]-0.137771[/C][C]-1.2924[/C][C]0.0998[/C][/ROW]
[ROW][C]15[/C][C]-0.120391[/C][C]-1.1294[/C][C]0.130905[/C][/ROW]
[ROW][C]16[/C][C]-0.086092[/C][C]-0.8076[/C][C]0.210745[/C][/ROW]
[ROW][C]17[/C][C]-0.074784[/C][C]-0.7015[/C][C]0.24241[/C][/ROW]
[ROW][C]18[/C][C]-0.067571[/C][C]-0.6339[/C][C]0.263905[/C][/ROW]
[ROW][C]19[/C][C]0.111081[/C][C]1.042[/C][C]0.150125[/C][/ROW]
[ROW][C]20[/C][C]0.023625[/C][C]0.2216[/C][C]0.412559[/C][/ROW]
[ROW][C]21[/C][C]0.058874[/C][C]0.5523[/C][C]0.291077[/C][/ROW]
[ROW][C]22[/C][C]-0.073497[/C][C]-0.6895[/C][C]0.246173[/C][/ROW]
[ROW][C]23[/C][C]0.117687[/C][C]1.104[/C][C]0.136301[/C][/ROW]
[ROW][C]24[/C][C]-0.123462[/C][C]-1.1582[/C][C]0.124962[/C][/ROW]
[ROW][C]25[/C][C]-0.006659[/C][C]-0.0625[/C][C]0.475166[/C][/ROW]
[ROW][C]26[/C][C]-0.054042[/C][C]-0.507[/C][C]0.306727[/C][/ROW]
[ROW][C]27[/C][C]-0.069527[/C][C]-0.6522[/C][C]0.257981[/C][/ROW]
[ROW][C]28[/C][C]-0.066055[/C][C]-0.6196[/C][C]0.268546[/C][/ROW]
[ROW][C]29[/C][C]-0.093782[/C][C]-0.8798[/C][C]0.190694[/C][/ROW]
[ROW][C]30[/C][C]-0.044767[/C][C]-0.42[/C][C]0.337772[/C][/ROW]
[ROW][C]31[/C][C]0.016705[/C][C]0.1567[/C][C]0.437916[/C][/ROW]
[ROW][C]32[/C][C]0.009341[/C][C]0.0876[/C][C]0.465185[/C][/ROW]
[ROW][C]33[/C][C]0.024787[/C][C]0.2325[/C][C]0.408336[/C][/ROW]
[ROW][C]34[/C][C]0.070223[/C][C]0.6588[/C][C]0.255887[/C][/ROW]
[ROW][C]35[/C][C]-0.087397[/C][C]-0.8199[/C][C]0.207256[/C][/ROW]
[ROW][C]36[/C][C]0.153361[/C][C]1.4387[/C][C]0.076898[/C][/ROW]
[ROW][C]37[/C][C]-0.075619[/C][C]-0.7094[/C][C]0.239986[/C][/ROW]
[ROW][C]38[/C][C]-0.00183[/C][C]-0.0172[/C][C]0.49317[/C][/ROW]
[ROW][C]39[/C][C]-0.048361[/C][C]-0.4537[/C][C]0.325594[/C][/ROW]
[ROW][C]40[/C][C]-0.019495[/C][C]-0.1829[/C][C]0.427657[/C][/ROW]
[ROW][C]41[/C][C]-0.02409[/C][C]-0.226[/C][C]0.41087[/C][/ROW]
[ROW][C]42[/C][C]-0.065374[/C][C]-0.6133[/C][C]0.270643[/C][/ROW]
[ROW][C]43[/C][C]0.022898[/C][C]0.2148[/C][C]0.41521[/C][/ROW]
[ROW][C]44[/C][C]-0.058007[/C][C]-0.5442[/C][C]0.293854[/C][/ROW]
[ROW][C]45[/C][C]-0.042614[/C][C]-0.3998[/C][C]0.345152[/C][/ROW]
[ROW][C]46[/C][C]-0.103008[/C][C]-0.9663[/C][C]0.168272[/C][/ROW]
[ROW][C]47[/C][C]0.044955[/C][C]0.4217[/C][C]0.337131[/C][/ROW]
[ROW][C]48[/C][C]-0.007449[/C][C]-0.0699[/C][C]0.472223[/C][/ROW]
[ROW][C]49[/C][C]-0.046819[/C][C]-0.4392[/C][C]0.330796[/C][/ROW]
[ROW][C]50[/C][C]-0.033923[/C][C]-0.3182[/C][C]0.375532[/C][/ROW]
[ROW][C]51[/C][C]-0.026604[/C][C]-0.2496[/C][C]0.401752[/C][/ROW]
[ROW][C]52[/C][C]0.026092[/C][C]0.2448[/C][C]0.403603[/C][/ROW]
[ROW][C]53[/C][C]-0.03163[/C][C]-0.2967[/C][C]0.383693[/C][/ROW]
[ROW][C]54[/C][C]-0.032345[/C][C]-0.3034[/C][C]0.381141[/C][/ROW]
[ROW][C]55[/C][C]-0.031721[/C][C]-0.2976[/C][C]0.383366[/C][/ROW]
[ROW][C]56[/C][C]0.043277[/C][C]0.406[/C][C]0.342874[/C][/ROW]
[ROW][C]57[/C][C]0.056904[/C][C]0.5338[/C][C]0.297411[/C][/ROW]
[ROW][C]58[/C][C]0.120953[/C][C]1.1346[/C][C]0.129804[/C][/ROW]
[ROW][C]59[/C][C]0.015338[/C][C]0.1439[/C][C]0.442961[/C][/ROW]
[ROW][C]60[/C][C]-0.019055[/C][C]-0.1788[/C][C]0.429271[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31629&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31629&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	0.3575	3.3537	0.000589
2	-0.047537	-0.4459	0.328369
3	0.407873	3.8262	0.000121
4	-0.081366	-0.7633	0.223668
5	0.415205	3.895	9.5e-05
6	0.264866	2.4847	0.00743
7	0.047785	0.4483	0.327531
8	0.016724	0.1569	0.437849
9	-0.03714	-0.3484	0.364183
10	-0.345897	-3.2448	0.000831
11	0.161299	1.5131	0.066916
12	0.439812	4.1258	4.2e-05
13	-0.160266	-1.5034	0.068154
14	-0.137771	-1.2924	0.0998
15	-0.120391	-1.1294	0.130905
16	-0.086092	-0.8076	0.210745
17	-0.074784	-0.7015	0.24241
18	-0.067571	-0.6339	0.263905
19	0.111081	1.042	0.150125
20	0.023625	0.2216	0.412559
21	0.058874	0.5523	0.291077
22	-0.073497	-0.6895	0.246173
23	0.117687	1.104	0.136301
24	-0.123462	-1.1582	0.124962
25	-0.006659	-0.0625	0.475166
26	-0.054042	-0.507	0.306727
27	-0.069527	-0.6522	0.257981
28	-0.066055	-0.6196	0.268546
29	-0.093782	-0.8798	0.190694
30	-0.044767	-0.42	0.337772
31	0.016705	0.1567	0.437916
32	0.009341	0.0876	0.465185
33	0.024787	0.2325	0.408336
34	0.070223	0.6588	0.255887
35	-0.087397	-0.8199	0.207256
36	0.153361	1.4387	0.076898
37	-0.075619	-0.7094	0.239986
38	-0.00183	-0.0172	0.49317
39	-0.048361	-0.4537	0.325594
40	-0.019495	-0.1829	0.427657
41	-0.02409	-0.226	0.41087
42	-0.065374	-0.6133	0.270643
43	0.022898	0.2148	0.41521
44	-0.058007	-0.5442	0.293854
45	-0.042614	-0.3998	0.345152
46	-0.103008	-0.9663	0.168272
47	0.044955	0.4217	0.337131
48	-0.007449	-0.0699	0.472223
49	-0.046819	-0.4392	0.330796
50	-0.033923	-0.3182	0.375532
51	-0.026604	-0.2496	0.401752
52	0.026092	0.2448	0.403603
53	-0.03163	-0.2967	0.383693
54	-0.032345	-0.3034	0.381141
55	-0.031721	-0.2976	0.383366
56	0.043277	0.406	0.342874
57	0.056904	0.5338	0.297411
58	0.120953	1.1346	0.129804
59	0.015338	0.1439	0.442961
60	-0.019055	-0.1788	0.429271

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