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Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 14:55:57 -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/t12287734139rk1rdj4opqt8np.htm/, Retrieved Sun, 10 Nov 2024 17:53:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31091, Retrieved Sun, 10 Nov 2024 17:53:14 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

235

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   P   [(Partial) Autocorrelation Function] [Unemployment - St...] [2008-12-08 18:00:18] [57850c80fd59ccfb28f882be994e814e]
-         [(Partial) Autocorrelation Function] [Step 2] [2008-12-08 20:48:25] [6816386b1f3c2f6c0c9f2aa1e5bc9362]
F    D        [(Partial) Autocorrelation Function] [Step 2] [2008-12-08 21:55:57] [e4cb5a8878d0401c2e8d19a1768b515b] [Current]
-   P           [(Partial) Autocorrelation Function] [Step 2.2] [2008-12-08 21:59:02] [cf9c64468d04c2c4dd548cc66b4e3677] 
-   P             [(Partial) Autocorrelation Function] [step 2.3] [2008-12-08 22:03:20] [cf9c64468d04c2c4dd548cc66b4e3677] 
F                   [(Partial) Autocorrelation Function] [Step 2_d=1, D=1] [2008-12-08 23:06:07] [6816386b1f3c2f6c0c9f2aa1e5bc9362] 
F                     [(Partial) Autocorrelation Function] [step 2 ; d and D=1] [2008-12-08 23:36:11] [73d6180dc45497329efd1b6934a84aba] 
F                     [(Partial) Autocorrelation Function] [] [2008-12-09 00:15:14] [74be16979710d4c4e7c6647856088456] 
-                       [(Partial) Autocorrelation Function] [] [2008-12-15 22:47:58] [74be16979710d4c4e7c6647856088456] 
F                 [(Partial) Autocorrelation Function] [Step 2_d=1, D=0] [2008-12-08 23:04:21] [6816386b1f3c2f6c0c9f2aa1e5bc9362] 
F                   [(Partial) Autocorrelation Function] [step 2; d=1 en D=0] [2008-12-08 23:34:56] [73d6180dc45497329efd1b6934a84aba] 
F                   [(Partial) Autocorrelation Function] [] [2008-12-09 00:14:04] [74be16979710d4c4e7c6647856088456] 
-                     [(Partial) Autocorrelation Function] [] [2008-12-15 22:46:23] [74be16979710d4c4e7c6647856088456] 
F               [(Partial) Autocorrelation Function] [Step 2_d&D = 0] [2008-12-08 23:01:09] [6816386b1f3c2f6c0c9f2aa1e5bc9362] 
F                 [(Partial) Autocorrelation Function] [step 2; d and D= 0] [2008-12-08 23:32:01] [73d6180dc45497329efd1b6934a84aba] 
F                 [(Partial) Autocorrelation Function] [] [2008-12-09 00:12:24] [74be16979710d4c4e7c6647856088456] 
-                   [(Partial) Autocorrelation Function] [] [2008-12-15 22:44:13] [74be16979710d4c4e7c6647856088456] 

Feedback Forum

2008-12-15 18:16:02 [Nathalie Boden] [reply] 
We zien hier dat er een zich een lange neerwaartse termijn trend afspeelt met positieve waarden die significant verschillend zijn van 0.

Post a new message

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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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31091&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31091&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31091&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	3 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.958297	18.483	0
2	0.915218	17.6521	0
3	0.883412	17.0386	0
4	0.870088	16.7816	0
5	0.861735	16.6205	0
6	0.832367	16.0541	0
7	0.812153	15.6642	0
8	0.775095	14.9495	0
9	0.745592	14.3805	0
10	0.734652	14.1695	0
11	0.739154	14.2563	0
12	0.743705	14.3441	0
13	0.693188	13.3697	0
14	0.64416	12.4241	0
15	0.611393	11.7921	0
16	0.599793	11.5684	0
17	0.597409	11.5224	0
18	0.577954	11.1472	0
19	0.568953	10.9736	0
20	0.543776	10.488	0
21	0.526232	10.1496	0
22	0.525701	10.1394	0
23	0.537712	10.371	0
24	0.551354	10.6341	0
25	0.512849	9.8915	0
26	0.475036	9.1622	0
27	0.45148	8.7078	0
28	0.446579	8.6133	0
29	0.44812	8.643	0
30	0.431867	8.3295	0
31	0.424902	8.1952	0
32	0.402821	7.7693	0
33	0.388339	7.49	0
34	0.388887	7.5006	0
35	0.40124	7.7388	0
36	0.415564	8.0151	0
37	0.379225	7.3142	0
38	0.34412	6.6371	0
39	0.320411	6.1799	0
40	0.313932	6.0549	0
41	0.313972	6.0557	0
42	0.298662	5.7604	0
43	0.291715	5.6264	0
44	0.271229	5.2313	0
45	0.258557	4.9869	0
46	0.2619	5.0513	0
47	0.277616	5.3545	0
48	0.293784	5.6663	0
49	0.263723	5.0865	0
50	0.233514	4.5039	4e-06
51	0.214215	4.1316	2.2e-05
52	0.20971	4.0447	3.2e-05
53	0.211375	4.0768	2.8e-05
54	0.196892	3.7975	8.5e-05
55	0.19039	3.6721	0.000138
56	0.168363	3.2473	0.000635
57	0.152388	2.9392	0.001748
58	0.150017	2.8934	0.002018
59	0.157802	3.0436	0.001252
60	0.165363	3.1894	0.000773

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958297 & 18.483 & 0 \tabularnewline
2 & 0.915218 & 17.6521 & 0 \tabularnewline
3 & 0.883412 & 17.0386 & 0 \tabularnewline
4 & 0.870088 & 16.7816 & 0 \tabularnewline
5 & 0.861735 & 16.6205 & 0 \tabularnewline
6 & 0.832367 & 16.0541 & 0 \tabularnewline
7 & 0.812153 & 15.6642 & 0 \tabularnewline
8 & 0.775095 & 14.9495 & 0 \tabularnewline
9 & 0.745592 & 14.3805 & 0 \tabularnewline
10 & 0.734652 & 14.1695 & 0 \tabularnewline
11 & 0.739154 & 14.2563 & 0 \tabularnewline
12 & 0.743705 & 14.3441 & 0 \tabularnewline
13 & 0.693188 & 13.3697 & 0 \tabularnewline
14 & 0.64416 & 12.4241 & 0 \tabularnewline
15 & 0.611393 & 11.7921 & 0 \tabularnewline
16 & 0.599793 & 11.5684 & 0 \tabularnewline
17 & 0.597409 & 11.5224 & 0 \tabularnewline
18 & 0.577954 & 11.1472 & 0 \tabularnewline
19 & 0.568953 & 10.9736 & 0 \tabularnewline
20 & 0.543776 & 10.488 & 0 \tabularnewline
21 & 0.526232 & 10.1496 & 0 \tabularnewline
22 & 0.525701 & 10.1394 & 0 \tabularnewline
23 & 0.537712 & 10.371 & 0 \tabularnewline
24 & 0.551354 & 10.6341 & 0 \tabularnewline
25 & 0.512849 & 9.8915 & 0 \tabularnewline
26 & 0.475036 & 9.1622 & 0 \tabularnewline
27 & 0.45148 & 8.7078 & 0 \tabularnewline
28 & 0.446579 & 8.6133 & 0 \tabularnewline
29 & 0.44812 & 8.643 & 0 \tabularnewline
30 & 0.431867 & 8.3295 & 0 \tabularnewline
31 & 0.424902 & 8.1952 & 0 \tabularnewline
32 & 0.402821 & 7.7693 & 0 \tabularnewline
33 & 0.388339 & 7.49 & 0 \tabularnewline
34 & 0.388887 & 7.5006 & 0 \tabularnewline
35 & 0.40124 & 7.7388 & 0 \tabularnewline
36 & 0.415564 & 8.0151 & 0 \tabularnewline
37 & 0.379225 & 7.3142 & 0 \tabularnewline
38 & 0.34412 & 6.6371 & 0 \tabularnewline
39 & 0.320411 & 6.1799 & 0 \tabularnewline
40 & 0.313932 & 6.0549 & 0 \tabularnewline
41 & 0.313972 & 6.0557 & 0 \tabularnewline
42 & 0.298662 & 5.7604 & 0 \tabularnewline
43 & 0.291715 & 5.6264 & 0 \tabularnewline
44 & 0.271229 & 5.2313 & 0 \tabularnewline
45 & 0.258557 & 4.9869 & 0 \tabularnewline
46 & 0.2619 & 5.0513 & 0 \tabularnewline
47 & 0.277616 & 5.3545 & 0 \tabularnewline
48 & 0.293784 & 5.6663 & 0 \tabularnewline
49 & 0.263723 & 5.0865 & 0 \tabularnewline
50 & 0.233514 & 4.5039 & 4e-06 \tabularnewline
51 & 0.214215 & 4.1316 & 2.2e-05 \tabularnewline
52 & 0.20971 & 4.0447 & 3.2e-05 \tabularnewline
53 & 0.211375 & 4.0768 & 2.8e-05 \tabularnewline
54 & 0.196892 & 3.7975 & 8.5e-05 \tabularnewline
55 & 0.19039 & 3.6721 & 0.000138 \tabularnewline
56 & 0.168363 & 3.2473 & 0.000635 \tabularnewline
57 & 0.152388 & 2.9392 & 0.001748 \tabularnewline
58 & 0.150017 & 2.8934 & 0.002018 \tabularnewline
59 & 0.157802 & 3.0436 & 0.001252 \tabularnewline
60 & 0.165363 & 3.1894 & 0.000773 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31091&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]0.958297[/C][C]18.483[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.915218[/C][C]17.6521[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.883412[/C][C]17.0386[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.870088[/C][C]16.7816[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.861735[/C][C]16.6205[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.832367[/C][C]16.0541[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.812153[/C][C]15.6642[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.775095[/C][C]14.9495[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.745592[/C][C]14.3805[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.734652[/C][C]14.1695[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.739154[/C][C]14.2563[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.743705[/C][C]14.3441[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.693188[/C][C]13.3697[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.64416[/C][C]12.4241[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.611393[/C][C]11.7921[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.599793[/C][C]11.5684[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.597409[/C][C]11.5224[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.577954[/C][C]11.1472[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.568953[/C][C]10.9736[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.543776[/C][C]10.488[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.526232[/C][C]10.1496[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.525701[/C][C]10.1394[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.537712[/C][C]10.371[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.551354[/C][C]10.6341[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.512849[/C][C]9.8915[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.475036[/C][C]9.1622[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.45148[/C][C]8.7078[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.446579[/C][C]8.6133[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]0.44812[/C][C]8.643[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]0.431867[/C][C]8.3295[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]0.424902[/C][C]8.1952[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]0.402821[/C][C]7.7693[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]0.388339[/C][C]7.49[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]0.388887[/C][C]7.5006[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]0.40124[/C][C]7.7388[/C][C]0[/C][/ROW]
[ROW][C]36[/C][C]0.415564[/C][C]8.0151[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.379225[/C][C]7.3142[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]0.34412[/C][C]6.6371[/C][C]0[/C][/ROW]
[ROW][C]39[/C][C]0.320411[/C][C]6.1799[/C][C]0[/C][/ROW]
[ROW][C]40[/C][C]0.313932[/C][C]6.0549[/C][C]0[/C][/ROW]
[ROW][C]41[/C][C]0.313972[/C][C]6.0557[/C][C]0[/C][/ROW]
[ROW][C]42[/C][C]0.298662[/C][C]5.7604[/C][C]0[/C][/ROW]
[ROW][C]43[/C][C]0.291715[/C][C]5.6264[/C][C]0[/C][/ROW]
[ROW][C]44[/C][C]0.271229[/C][C]5.2313[/C][C]0[/C][/ROW]
[ROW][C]45[/C][C]0.258557[/C][C]4.9869[/C][C]0[/C][/ROW]
[ROW][C]46[/C][C]0.2619[/C][C]5.0513[/C][C]0[/C][/ROW]
[ROW][C]47[/C][C]0.277616[/C][C]5.3545[/C][C]0[/C][/ROW]
[ROW][C]48[/C][C]0.293784[/C][C]5.6663[/C][C]0[/C][/ROW]
[ROW][C]49[/C][C]0.263723[/C][C]5.0865[/C][C]0[/C][/ROW]
[ROW][C]50[/C][C]0.233514[/C][C]4.5039[/C][C]4e-06[/C][/ROW]
[ROW][C]51[/C][C]0.214215[/C][C]4.1316[/C][C]2.2e-05[/C][/ROW]
[ROW][C]52[/C][C]0.20971[/C][C]4.0447[/C][C]3.2e-05[/C][/ROW]
[ROW][C]53[/C][C]0.211375[/C][C]4.0768[/C][C]2.8e-05[/C][/ROW]
[ROW][C]54[/C][C]0.196892[/C][C]3.7975[/C][C]8.5e-05[/C][/ROW]
[ROW][C]55[/C][C]0.19039[/C][C]3.6721[/C][C]0.000138[/C][/ROW]
[ROW][C]56[/C][C]0.168363[/C][C]3.2473[/C][C]0.000635[/C][/ROW]
[ROW][C]57[/C][C]0.152388[/C][C]2.9392[/C][C]0.001748[/C][/ROW]
[ROW][C]58[/C][C]0.150017[/C][C]2.8934[/C][C]0.002018[/C][/ROW]
[ROW][C]59[/C][C]0.157802[/C][C]3.0436[/C][C]0.001252[/C][/ROW]
[ROW][C]60[/C][C]0.165363[/C][C]3.1894[/C][C]0.000773[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31091&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31091&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	0.958297	18.483	0
2	0.915218	17.6521	0
3	0.883412	17.0386	0
4	0.870088	16.7816	0
5	0.861735	16.6205	0
6	0.832367	16.0541	0
7	0.812153	15.6642	0
8	0.775095	14.9495	0
9	0.745592	14.3805	0
10	0.734652	14.1695	0
11	0.739154	14.2563	0
12	0.743705	14.3441	0
13	0.693188	13.3697	0
14	0.64416	12.4241	0
15	0.611393	11.7921	0
16	0.599793	11.5684	0
17	0.597409	11.5224	0
18	0.577954	11.1472	0
19	0.568953	10.9736	0
20	0.543776	10.488	0
21	0.526232	10.1496	0
22	0.525701	10.1394	0
23	0.537712	10.371	0
24	0.551354	10.6341	0
25	0.512849	9.8915	0
26	0.475036	9.1622	0
27	0.45148	8.7078	0
28	0.446579	8.6133	0
29	0.44812	8.643	0
30	0.431867	8.3295	0
31	0.424902	8.1952	0
32	0.402821	7.7693	0
33	0.388339	7.49	0
34	0.388887	7.5006	0
35	0.40124	7.7388	0
36	0.415564	8.0151	0
37	0.379225	7.3142	0
38	0.34412	6.6371	0
39	0.320411	6.1799	0
40	0.313932	6.0549	0
41	0.313972	6.0557	0
42	0.298662	5.7604	0
43	0.291715	5.6264	0
44	0.271229	5.2313	0
45	0.258557	4.9869	0
46	0.2619	5.0513	0
47	0.277616	5.3545	0
48	0.293784	5.6663	0
49	0.263723	5.0865	0
50	0.233514	4.5039	4e-06
51	0.214215	4.1316	2.2e-05
52	0.20971	4.0447	3.2e-05
53	0.211375	4.0768	2.8e-05
54	0.196892	3.7975	8.5e-05
55	0.19039	3.6721	0.000138
56	0.168363	3.2473	0.000635
57	0.152388	2.9392	0.001748
58	0.150017	2.8934	0.002018
59	0.157802	3.0436	0.001252
60	0.165363	3.1894	0.000773

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.958297	18.483	0
2	-0.038138	-0.7356	0.231227
3	0.116008	2.2375	0.012923
4	0.207345	3.9991	3.8e-05
5	0.071295	1.3751	0.084967
6	-0.216629	-4.1782	1.8e-05
7	0.177843	3.4301	0.000336
8	-0.280159	-5.4035	0
9	0.051585	0.9949	0.160206
10	0.221443	4.271	1.2e-05
11	0.189049	3.6462	0.000152
12	-0.045031	-0.8685	0.192833
13	-0.550158	-10.6111	0
14	0.048685	0.939	0.17417
15	0.139152	2.6839	0.003802
16	0.058966	1.1373	0.128074
17	0.145015	2.797	0.002713
18	0.056415	1.0881	0.13863
19	0.089168	1.7198	0.04315
20	-0.085304	-1.6453	0.050378
21	0.010706	0.2065	0.418258
22	0.020453	0.3945	0.346725
23	-0.016396	-0.3162	0.376
24	0.056489	1.0895	0.138315
25	-0.235006	-4.5326	4e-06
26	0.00889	0.1715	0.431974
27	0.049098	0.947	0.172137
28	-0.018295	-0.3529	0.362198
29	-0.002463	-0.0475	0.481071
30	0.029494	0.5689	0.284897
31	0.050221	0.9686	0.16668
32	-0.006361	-0.1227	0.45121
33	0.043929	0.8473	0.198693
34	0.01692	0.3263	0.372172
35	-0.002393	-0.0462	0.481607
36	0.020121	0.3881	0.349091
37	-0.189406	-3.6531	0.000148
38	0.012351	0.2382	0.405923
39	-0.038849	-0.7493	0.227076
40	-0.033337	-0.643	0.260319
41	0.032614	0.629	0.264854
42	0.092839	1.7906	0.037084
43	-0.013284	-0.2562	0.398966
44	0.023528	0.4538	0.325119
45	0.033599	0.648	0.25868
46	0.040374	0.7787	0.218321
47	0.011645	0.2246	0.411208
48	-0.024423	-0.4711	0.31894
49	-0.06699	-1.2921	0.098569
50	-0.031084	-0.5995	0.274592
51	-0.023084	-0.4452	0.328206
52	-0.061509	-1.1863	0.118122
53	-0.001646	-0.0318	0.487343
54	-0.002282	-0.044	0.482462
55	0.001113	0.0215	0.491441
56	-0.039442	-0.7607	0.223649
57	-0.0128	-0.2469	0.402567
58	-0.013281	-0.2562	0.398983
59	-0.018742	-0.3615	0.358969
60	-0.027922	-0.5385	0.29526

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958297 & 18.483 & 0 \tabularnewline
2 & -0.038138 & -0.7356 & 0.231227 \tabularnewline
3 & 0.116008 & 2.2375 & 0.012923 \tabularnewline
4 & 0.207345 & 3.9991 & 3.8e-05 \tabularnewline
5 & 0.071295 & 1.3751 & 0.084967 \tabularnewline
6 & -0.216629 & -4.1782 & 1.8e-05 \tabularnewline
7 & 0.177843 & 3.4301 & 0.000336 \tabularnewline
8 & -0.280159 & -5.4035 & 0 \tabularnewline
9 & 0.051585 & 0.9949 & 0.160206 \tabularnewline
10 & 0.221443 & 4.271 & 1.2e-05 \tabularnewline
11 & 0.189049 & 3.6462 & 0.000152 \tabularnewline
12 & -0.045031 & -0.8685 & 0.192833 \tabularnewline
13 & -0.550158 & -10.6111 & 0 \tabularnewline
14 & 0.048685 & 0.939 & 0.17417 \tabularnewline
15 & 0.139152 & 2.6839 & 0.003802 \tabularnewline
16 & 0.058966 & 1.1373 & 0.128074 \tabularnewline
17 & 0.145015 & 2.797 & 0.002713 \tabularnewline
18 & 0.056415 & 1.0881 & 0.13863 \tabularnewline
19 & 0.089168 & 1.7198 & 0.04315 \tabularnewline
20 & -0.085304 & -1.6453 & 0.050378 \tabularnewline
21 & 0.010706 & 0.2065 & 0.418258 \tabularnewline
22 & 0.020453 & 0.3945 & 0.346725 \tabularnewline
23 & -0.016396 & -0.3162 & 0.376 \tabularnewline
24 & 0.056489 & 1.0895 & 0.138315 \tabularnewline
25 & -0.235006 & -4.5326 & 4e-06 \tabularnewline
26 & 0.00889 & 0.1715 & 0.431974 \tabularnewline
27 & 0.049098 & 0.947 & 0.172137 \tabularnewline
28 & -0.018295 & -0.3529 & 0.362198 \tabularnewline
29 & -0.002463 & -0.0475 & 0.481071 \tabularnewline
30 & 0.029494 & 0.5689 & 0.284897 \tabularnewline
31 & 0.050221 & 0.9686 & 0.16668 \tabularnewline
32 & -0.006361 & -0.1227 & 0.45121 \tabularnewline
33 & 0.043929 & 0.8473 & 0.198693 \tabularnewline
34 & 0.01692 & 0.3263 & 0.372172 \tabularnewline
35 & -0.002393 & -0.0462 & 0.481607 \tabularnewline
36 & 0.020121 & 0.3881 & 0.349091 \tabularnewline
37 & -0.189406 & -3.6531 & 0.000148 \tabularnewline
38 & 0.012351 & 0.2382 & 0.405923 \tabularnewline
39 & -0.038849 & -0.7493 & 0.227076 \tabularnewline
40 & -0.033337 & -0.643 & 0.260319 \tabularnewline
41 & 0.032614 & 0.629 & 0.264854 \tabularnewline
42 & 0.092839 & 1.7906 & 0.037084 \tabularnewline
43 & -0.013284 & -0.2562 & 0.398966 \tabularnewline
44 & 0.023528 & 0.4538 & 0.325119 \tabularnewline
45 & 0.033599 & 0.648 & 0.25868 \tabularnewline
46 & 0.040374 & 0.7787 & 0.218321 \tabularnewline
47 & 0.011645 & 0.2246 & 0.411208 \tabularnewline
48 & -0.024423 & -0.4711 & 0.31894 \tabularnewline
49 & -0.06699 & -1.2921 & 0.098569 \tabularnewline
50 & -0.031084 & -0.5995 & 0.274592 \tabularnewline
51 & -0.023084 & -0.4452 & 0.328206 \tabularnewline
52 & -0.061509 & -1.1863 & 0.118122 \tabularnewline
53 & -0.001646 & -0.0318 & 0.487343 \tabularnewline
54 & -0.002282 & -0.044 & 0.482462 \tabularnewline
55 & 0.001113 & 0.0215 & 0.491441 \tabularnewline
56 & -0.039442 & -0.7607 & 0.223649 \tabularnewline
57 & -0.0128 & -0.2469 & 0.402567 \tabularnewline
58 & -0.013281 & -0.2562 & 0.398983 \tabularnewline
59 & -0.018742 & -0.3615 & 0.358969 \tabularnewline
60 & -0.027922 & -0.5385 & 0.29526 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31091&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]0.958297[/C][C]18.483[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.038138[/C][C]-0.7356[/C][C]0.231227[/C][/ROW]
[ROW][C]3[/C][C]0.116008[/C][C]2.2375[/C][C]0.012923[/C][/ROW]
[ROW][C]4[/C][C]0.207345[/C][C]3.9991[/C][C]3.8e-05[/C][/ROW]
[ROW][C]5[/C][C]0.071295[/C][C]1.3751[/C][C]0.084967[/C][/ROW]
[ROW][C]6[/C][C]-0.216629[/C][C]-4.1782[/C][C]1.8e-05[/C][/ROW]
[ROW][C]7[/C][C]0.177843[/C][C]3.4301[/C][C]0.000336[/C][/ROW]
[ROW][C]8[/C][C]-0.280159[/C][C]-5.4035[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.051585[/C][C]0.9949[/C][C]0.160206[/C][/ROW]
[ROW][C]10[/C][C]0.221443[/C][C]4.271[/C][C]1.2e-05[/C][/ROW]
[ROW][C]11[/C][C]0.189049[/C][C]3.6462[/C][C]0.000152[/C][/ROW]
[ROW][C]12[/C][C]-0.045031[/C][C]-0.8685[/C][C]0.192833[/C][/ROW]
[ROW][C]13[/C][C]-0.550158[/C][C]-10.6111[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.048685[/C][C]0.939[/C][C]0.17417[/C][/ROW]
[ROW][C]15[/C][C]0.139152[/C][C]2.6839[/C][C]0.003802[/C][/ROW]
[ROW][C]16[/C][C]0.058966[/C][C]1.1373[/C][C]0.128074[/C][/ROW]
[ROW][C]17[/C][C]0.145015[/C][C]2.797[/C][C]0.002713[/C][/ROW]
[ROW][C]18[/C][C]0.056415[/C][C]1.0881[/C][C]0.13863[/C][/ROW]
[ROW][C]19[/C][C]0.089168[/C][C]1.7198[/C][C]0.04315[/C][/ROW]
[ROW][C]20[/C][C]-0.085304[/C][C]-1.6453[/C][C]0.050378[/C][/ROW]
[ROW][C]21[/C][C]0.010706[/C][C]0.2065[/C][C]0.418258[/C][/ROW]
[ROW][C]22[/C][C]0.020453[/C][C]0.3945[/C][C]0.346725[/C][/ROW]
[ROW][C]23[/C][C]-0.016396[/C][C]-0.3162[/C][C]0.376[/C][/ROW]
[ROW][C]24[/C][C]0.056489[/C][C]1.0895[/C][C]0.138315[/C][/ROW]
[ROW][C]25[/C][C]-0.235006[/C][C]-4.5326[/C][C]4e-06[/C][/ROW]
[ROW][C]26[/C][C]0.00889[/C][C]0.1715[/C][C]0.431974[/C][/ROW]
[ROW][C]27[/C][C]0.049098[/C][C]0.947[/C][C]0.172137[/C][/ROW]
[ROW][C]28[/C][C]-0.018295[/C][C]-0.3529[/C][C]0.362198[/C][/ROW]
[ROW][C]29[/C][C]-0.002463[/C][C]-0.0475[/C][C]0.481071[/C][/ROW]
[ROW][C]30[/C][C]0.029494[/C][C]0.5689[/C][C]0.284897[/C][/ROW]
[ROW][C]31[/C][C]0.050221[/C][C]0.9686[/C][C]0.16668[/C][/ROW]
[ROW][C]32[/C][C]-0.006361[/C][C]-0.1227[/C][C]0.45121[/C][/ROW]
[ROW][C]33[/C][C]0.043929[/C][C]0.8473[/C][C]0.198693[/C][/ROW]
[ROW][C]34[/C][C]0.01692[/C][C]0.3263[/C][C]0.372172[/C][/ROW]
[ROW][C]35[/C][C]-0.002393[/C][C]-0.0462[/C][C]0.481607[/C][/ROW]
[ROW][C]36[/C][C]0.020121[/C][C]0.3881[/C][C]0.349091[/C][/ROW]
[ROW][C]37[/C][C]-0.189406[/C][C]-3.6531[/C][C]0.000148[/C][/ROW]
[ROW][C]38[/C][C]0.012351[/C][C]0.2382[/C][C]0.405923[/C][/ROW]
[ROW][C]39[/C][C]-0.038849[/C][C]-0.7493[/C][C]0.227076[/C][/ROW]
[ROW][C]40[/C][C]-0.033337[/C][C]-0.643[/C][C]0.260319[/C][/ROW]
[ROW][C]41[/C][C]0.032614[/C][C]0.629[/C][C]0.264854[/C][/ROW]
[ROW][C]42[/C][C]0.092839[/C][C]1.7906[/C][C]0.037084[/C][/ROW]
[ROW][C]43[/C][C]-0.013284[/C][C]-0.2562[/C][C]0.398966[/C][/ROW]
[ROW][C]44[/C][C]0.023528[/C][C]0.4538[/C][C]0.325119[/C][/ROW]
[ROW][C]45[/C][C]0.033599[/C][C]0.648[/C][C]0.25868[/C][/ROW]
[ROW][C]46[/C][C]0.040374[/C][C]0.7787[/C][C]0.218321[/C][/ROW]
[ROW][C]47[/C][C]0.011645[/C][C]0.2246[/C][C]0.411208[/C][/ROW]
[ROW][C]48[/C][C]-0.024423[/C][C]-0.4711[/C][C]0.31894[/C][/ROW]
[ROW][C]49[/C][C]-0.06699[/C][C]-1.2921[/C][C]0.098569[/C][/ROW]
[ROW][C]50[/C][C]-0.031084[/C][C]-0.5995[/C][C]0.274592[/C][/ROW]
[ROW][C]51[/C][C]-0.023084[/C][C]-0.4452[/C][C]0.328206[/C][/ROW]
[ROW][C]52[/C][C]-0.061509[/C][C]-1.1863[/C][C]0.118122[/C][/ROW]
[ROW][C]53[/C][C]-0.001646[/C][C]-0.0318[/C][C]0.487343[/C][/ROW]
[ROW][C]54[/C][C]-0.002282[/C][C]-0.044[/C][C]0.482462[/C][/ROW]
[ROW][C]55[/C][C]0.001113[/C][C]0.0215[/C][C]0.491441[/C][/ROW]
[ROW][C]56[/C][C]-0.039442[/C][C]-0.7607[/C][C]0.223649[/C][/ROW]
[ROW][C]57[/C][C]-0.0128[/C][C]-0.2469[/C][C]0.402567[/C][/ROW]
[ROW][C]58[/C][C]-0.013281[/C][C]-0.2562[/C][C]0.398983[/C][/ROW]
[ROW][C]59[/C][C]-0.018742[/C][C]-0.3615[/C][C]0.358969[/C][/ROW]
[ROW][C]60[/C][C]-0.027922[/C][C]-0.5385[/C][C]0.29526[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31091&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31091&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	0.958297	18.483	0
2	-0.038138	-0.7356	0.231227
3	0.116008	2.2375	0.012923
4	0.207345	3.9991	3.8e-05
5	0.071295	1.3751	0.084967
6	-0.216629	-4.1782	1.8e-05
7	0.177843	3.4301	0.000336
8	-0.280159	-5.4035	0
9	0.051585	0.9949	0.160206
10	0.221443	4.271	1.2e-05
11	0.189049	3.6462	0.000152
12	-0.045031	-0.8685	0.192833
13	-0.550158	-10.6111	0
14	0.048685	0.939	0.17417
15	0.139152	2.6839	0.003802
16	0.058966	1.1373	0.128074
17	0.145015	2.797	0.002713
18	0.056415	1.0881	0.13863
19	0.089168	1.7198	0.04315
20	-0.085304	-1.6453	0.050378
21	0.010706	0.2065	0.418258
22	0.020453	0.3945	0.346725
23	-0.016396	-0.3162	0.376
24	0.056489	1.0895	0.138315
25	-0.235006	-4.5326	4e-06
26	0.00889	0.1715	0.431974
27	0.049098	0.947	0.172137
28	-0.018295	-0.3529	0.362198
29	-0.002463	-0.0475	0.481071
30	0.029494	0.5689	0.284897
31	0.050221	0.9686	0.16668
32	-0.006361	-0.1227	0.45121
33	0.043929	0.8473	0.198693
34	0.01692	0.3263	0.372172
35	-0.002393	-0.0462	0.481607
36	0.020121	0.3881	0.349091
37	-0.189406	-3.6531	0.000148
38	0.012351	0.2382	0.405923
39	-0.038849	-0.7493	0.227076
40	-0.033337	-0.643	0.260319
41	0.032614	0.629	0.264854
42	0.092839	1.7906	0.037084
43	-0.013284	-0.2562	0.398966
44	0.023528	0.4538	0.325119
45	0.033599	0.648	0.25868
46	0.040374	0.7787	0.218321
47	0.011645	0.2246	0.411208
48	-0.024423	-0.4711	0.31894
49	-0.06699	-1.2921	0.098569
50	-0.031084	-0.5995	0.274592
51	-0.023084	-0.4452	0.328206
52	-0.061509	-1.1863	0.118122
53	-0.001646	-0.0318	0.487343
54	-0.002282	-0.044	0.482462
55	0.001113	0.0215	0.491441
56	-0.039442	-0.7607	0.223649
57	-0.0128	-0.2469	0.402567
58	-0.013281	-0.2562	0.398983
59	-0.018742	-0.3615	0.358969
60	-0.027922	-0.5385	0.29526

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