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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 23 Dec 2008 09:01:06 -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/23/t1230048093xcrkxvjcj78l6zc.htm/, Retrieved Fri, 17 May 2024 04:20:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36337, Retrieved Fri, 17 May 2024 04:20:22 +0000

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User-defined keywords

Estimated Impact

138

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

-     [(Partial) Autocorrelation Function] [Autocorrelation F...] [2007-12-16 16:28:35] [9fd02a4fb76a6860fd38131ad7f5d02f]
- R PD    [(Partial) Autocorrelation Function] [] [2008-12-23 16:01:06] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Histogram

Boxplots

0,2
0,8
1,2
4,5
0,4
5,9
6,5
12,8
4,2
-3,3
-12,5
-16,3
-10,5
-11,8
-11,4
-17,7
-17,3
-18,6
-17,9
-21,4
-19,4
-15,5
-7,7
-0,7
-1,6
1,4
0,7
9,5
1,4
4,1
6,6
18,4
16,9
9,2
-4,3
-5,9
-7,7
-5,4
-2,3
-4,8
2,3
-5,2
-10
-17,1
-14,4
-3,9
3,7
6,5
0,9
-4,1
-7
-12,2
-2,5
4,4
13,7
12,3
13,4
2,2
1,7
-7,2
-4,8
-2,9
-2,4
-2,5
-5,3
-7,1
-8
-8,9
-7,7
-1,1
4
9,6
10,9
13

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	'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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36337&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36337&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36337&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.814351	7.0053	0
2	0.561333	4.8288	4e-06
3	0.259687	2.2339	0.014255
4	0.122503	1.0538	0.147699
5	0.06302	0.5421	0.294683
6	0.066204	0.5695	0.285367
7	0.061807	0.5317	0.29827
8	0.001983	0.0171	0.493218
9	-0.129708	-1.1158	0.134061
10	-0.349727	-3.0085	0.001794
11	-0.53103	-4.5681	1e-05
12	-0.611281	-5.2584	1e-06
13	-0.507901	-4.3691	2e-05
14	-0.343366	-2.9537	0.002103
15	-0.165301	-1.422	0.079618
16	-0.092956	-0.7996	0.213241
17	-0.067377	-0.5796	0.281973
18	-0.091515	-0.7872	0.216828
19	-0.115808	-0.9962	0.161196
20	-0.095521	-0.8217	0.206943
21	-0.010107	-0.0869	0.465474
22	0.145421	1.251	0.107445
23	0.313785	2.6993	0.004303
24	0.394577	3.3943	0.000554
25	0.370327	3.1857	0.001057
26	0.262689	2.2597	0.013391
27	0.135745	1.1677	0.123333
28	0.048514	0.4173	0.338822
29	0.029587	0.2545	0.399901
30	0.040072	0.3447	0.365645
31	0.068393	0.5883	0.279049
32	0.03268	0.2811	0.3897
33	-0.02744	-0.2361	0.407023
34	-0.153459	-1.3201	0.095434
35	-0.243152	-2.0917	0.01995
36	-0.297456	-2.5588	0.006273
37	-0.262322	-2.2566	0.013494
38	-0.156973	-1.3503	0.090513
39	-0.057184	-0.4919	0.312117
40	0.026174	0.2252	0.41124
41	0.020166	0.1735	0.431376
42	-0.005637	-0.0485	0.480727
43	-0.046556	-0.4005	0.344974
44	-0.025501	-0.2194	0.413484
45	0.020129	0.1732	0.431499
46	0.091505	0.7872	0.216852
47	0.13131	1.1296	0.131153
48	0.149337	1.2846	0.101461

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.814351 & 7.0053 & 0 \tabularnewline
2 & 0.561333 & 4.8288 & 4e-06 \tabularnewline
3 & 0.259687 & 2.2339 & 0.014255 \tabularnewline
4 & 0.122503 & 1.0538 & 0.147699 \tabularnewline
5 & 0.06302 & 0.5421 & 0.294683 \tabularnewline
6 & 0.066204 & 0.5695 & 0.285367 \tabularnewline
7 & 0.061807 & 0.5317 & 0.29827 \tabularnewline
8 & 0.001983 & 0.0171 & 0.493218 \tabularnewline
9 & -0.129708 & -1.1158 & 0.134061 \tabularnewline
10 & -0.349727 & -3.0085 & 0.001794 \tabularnewline
11 & -0.53103 & -4.5681 & 1e-05 \tabularnewline
12 & -0.611281 & -5.2584 & 1e-06 \tabularnewline
13 & -0.507901 & -4.3691 & 2e-05 \tabularnewline
14 & -0.343366 & -2.9537 & 0.002103 \tabularnewline
15 & -0.165301 & -1.422 & 0.079618 \tabularnewline
16 & -0.092956 & -0.7996 & 0.213241 \tabularnewline
17 & -0.067377 & -0.5796 & 0.281973 \tabularnewline
18 & -0.091515 & -0.7872 & 0.216828 \tabularnewline
19 & -0.115808 & -0.9962 & 0.161196 \tabularnewline
20 & -0.095521 & -0.8217 & 0.206943 \tabularnewline
21 & -0.010107 & -0.0869 & 0.465474 \tabularnewline
22 & 0.145421 & 1.251 & 0.107445 \tabularnewline
23 & 0.313785 & 2.6993 & 0.004303 \tabularnewline
24 & 0.394577 & 3.3943 & 0.000554 \tabularnewline
25 & 0.370327 & 3.1857 & 0.001057 \tabularnewline
26 & 0.262689 & 2.2597 & 0.013391 \tabularnewline
27 & 0.135745 & 1.1677 & 0.123333 \tabularnewline
28 & 0.048514 & 0.4173 & 0.338822 \tabularnewline
29 & 0.029587 & 0.2545 & 0.399901 \tabularnewline
30 & 0.040072 & 0.3447 & 0.365645 \tabularnewline
31 & 0.068393 & 0.5883 & 0.279049 \tabularnewline
32 & 0.03268 & 0.2811 & 0.3897 \tabularnewline
33 & -0.02744 & -0.2361 & 0.407023 \tabularnewline
34 & -0.153459 & -1.3201 & 0.095434 \tabularnewline
35 & -0.243152 & -2.0917 & 0.01995 \tabularnewline
36 & -0.297456 & -2.5588 & 0.006273 \tabularnewline
37 & -0.262322 & -2.2566 & 0.013494 \tabularnewline
38 & -0.156973 & -1.3503 & 0.090513 \tabularnewline
39 & -0.057184 & -0.4919 & 0.312117 \tabularnewline
40 & 0.026174 & 0.2252 & 0.41124 \tabularnewline
41 & 0.020166 & 0.1735 & 0.431376 \tabularnewline
42 & -0.005637 & -0.0485 & 0.480727 \tabularnewline
43 & -0.046556 & -0.4005 & 0.344974 \tabularnewline
44 & -0.025501 & -0.2194 & 0.413484 \tabularnewline
45 & 0.020129 & 0.1732 & 0.431499 \tabularnewline
46 & 0.091505 & 0.7872 & 0.216852 \tabularnewline
47 & 0.13131 & 1.1296 & 0.131153 \tabularnewline
48 & 0.149337 & 1.2846 & 0.101461 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36337&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]0.814351[/C][C]7.0053[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.561333[/C][C]4.8288[/C][C]4e-06[/C][/ROW]
[ROW][C]3[/C][C]0.259687[/C][C]2.2339[/C][C]0.014255[/C][/ROW]
[ROW][C]4[/C][C]0.122503[/C][C]1.0538[/C][C]0.147699[/C][/ROW]
[ROW][C]5[/C][C]0.06302[/C][C]0.5421[/C][C]0.294683[/C][/ROW]
[ROW][C]6[/C][C]0.066204[/C][C]0.5695[/C][C]0.285367[/C][/ROW]
[ROW][C]7[/C][C]0.061807[/C][C]0.5317[/C][C]0.29827[/C][/ROW]
[ROW][C]8[/C][C]0.001983[/C][C]0.0171[/C][C]0.493218[/C][/ROW]
[ROW][C]9[/C][C]-0.129708[/C][C]-1.1158[/C][C]0.134061[/C][/ROW]
[ROW][C]10[/C][C]-0.349727[/C][C]-3.0085[/C][C]0.001794[/C][/ROW]
[ROW][C]11[/C][C]-0.53103[/C][C]-4.5681[/C][C]1e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.611281[/C][C]-5.2584[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.507901[/C][C]-4.3691[/C][C]2e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.343366[/C][C]-2.9537[/C][C]0.002103[/C][/ROW]
[ROW][C]15[/C][C]-0.165301[/C][C]-1.422[/C][C]0.079618[/C][/ROW]
[ROW][C]16[/C][C]-0.092956[/C][C]-0.7996[/C][C]0.213241[/C][/ROW]
[ROW][C]17[/C][C]-0.067377[/C][C]-0.5796[/C][C]0.281973[/C][/ROW]
[ROW][C]18[/C][C]-0.091515[/C][C]-0.7872[/C][C]0.216828[/C][/ROW]
[ROW][C]19[/C][C]-0.115808[/C][C]-0.9962[/C][C]0.161196[/C][/ROW]
[ROW][C]20[/C][C]-0.095521[/C][C]-0.8217[/C][C]0.206943[/C][/ROW]
[ROW][C]21[/C][C]-0.010107[/C][C]-0.0869[/C][C]0.465474[/C][/ROW]
[ROW][C]22[/C][C]0.145421[/C][C]1.251[/C][C]0.107445[/C][/ROW]
[ROW][C]23[/C][C]0.313785[/C][C]2.6993[/C][C]0.004303[/C][/ROW]
[ROW][C]24[/C][C]0.394577[/C][C]3.3943[/C][C]0.000554[/C][/ROW]
[ROW][C]25[/C][C]0.370327[/C][C]3.1857[/C][C]0.001057[/C][/ROW]
[ROW][C]26[/C][C]0.262689[/C][C]2.2597[/C][C]0.013391[/C][/ROW]
[ROW][C]27[/C][C]0.135745[/C][C]1.1677[/C][C]0.123333[/C][/ROW]
[ROW][C]28[/C][C]0.048514[/C][C]0.4173[/C][C]0.338822[/C][/ROW]
[ROW][C]29[/C][C]0.029587[/C][C]0.2545[/C][C]0.399901[/C][/ROW]
[ROW][C]30[/C][C]0.040072[/C][C]0.3447[/C][C]0.365645[/C][/ROW]
[ROW][C]31[/C][C]0.068393[/C][C]0.5883[/C][C]0.279049[/C][/ROW]
[ROW][C]32[/C][C]0.03268[/C][C]0.2811[/C][C]0.3897[/C][/ROW]
[ROW][C]33[/C][C]-0.02744[/C][C]-0.2361[/C][C]0.407023[/C][/ROW]
[ROW][C]34[/C][C]-0.153459[/C][C]-1.3201[/C][C]0.095434[/C][/ROW]
[ROW][C]35[/C][C]-0.243152[/C][C]-2.0917[/C][C]0.01995[/C][/ROW]
[ROW][C]36[/C][C]-0.297456[/C][C]-2.5588[/C][C]0.006273[/C][/ROW]
[ROW][C]37[/C][C]-0.262322[/C][C]-2.2566[/C][C]0.013494[/C][/ROW]
[ROW][C]38[/C][C]-0.156973[/C][C]-1.3503[/C][C]0.090513[/C][/ROW]
[ROW][C]39[/C][C]-0.057184[/C][C]-0.4919[/C][C]0.312117[/C][/ROW]
[ROW][C]40[/C][C]0.026174[/C][C]0.2252[/C][C]0.41124[/C][/ROW]
[ROW][C]41[/C][C]0.020166[/C][C]0.1735[/C][C]0.431376[/C][/ROW]
[ROW][C]42[/C][C]-0.005637[/C][C]-0.0485[/C][C]0.480727[/C][/ROW]
[ROW][C]43[/C][C]-0.046556[/C][C]-0.4005[/C][C]0.344974[/C][/ROW]
[ROW][C]44[/C][C]-0.025501[/C][C]-0.2194[/C][C]0.413484[/C][/ROW]
[ROW][C]45[/C][C]0.020129[/C][C]0.1732[/C][C]0.431499[/C][/ROW]
[ROW][C]46[/C][C]0.091505[/C][C]0.7872[/C][C]0.216852[/C][/ROW]
[ROW][C]47[/C][C]0.13131[/C][C]1.1296[/C][C]0.131153[/C][/ROW]
[ROW][C]48[/C][C]0.149337[/C][C]1.2846[/C][C]0.101461[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36337&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36337&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	0.814351	7.0053	0
2	0.561333	4.8288	4e-06
3	0.259687	2.2339	0.014255
4	0.122503	1.0538	0.147699
5	0.06302	0.5421	0.294683
6	0.066204	0.5695	0.285367
7	0.061807	0.5317	0.29827
8	0.001983	0.0171	0.493218
9	-0.129708	-1.1158	0.134061
10	-0.349727	-3.0085	0.001794
11	-0.53103	-4.5681	1e-05
12	-0.611281	-5.2584	1e-06
13	-0.507901	-4.3691	2e-05
14	-0.343366	-2.9537	0.002103
15	-0.165301	-1.422	0.079618
16	-0.092956	-0.7996	0.213241
17	-0.067377	-0.5796	0.281973
18	-0.091515	-0.7872	0.216828
19	-0.115808	-0.9962	0.161196
20	-0.095521	-0.8217	0.206943
21	-0.010107	-0.0869	0.465474
22	0.145421	1.251	0.107445
23	0.313785	2.6993	0.004303
24	0.394577	3.3943	0.000554
25	0.370327	3.1857	0.001057
26	0.262689	2.2597	0.013391
27	0.135745	1.1677	0.123333
28	0.048514	0.4173	0.338822
29	0.029587	0.2545	0.399901
30	0.040072	0.3447	0.365645
31	0.068393	0.5883	0.279049
32	0.03268	0.2811	0.3897
33	-0.02744	-0.2361	0.407023
34	-0.153459	-1.3201	0.095434
35	-0.243152	-2.0917	0.01995
36	-0.297456	-2.5588	0.006273
37	-0.262322	-2.2566	0.013494
38	-0.156973	-1.3503	0.090513
39	-0.057184	-0.4919	0.312117
40	0.026174	0.2252	0.41124
41	0.020166	0.1735	0.431376
42	-0.005637	-0.0485	0.480727
43	-0.046556	-0.4005	0.344974
44	-0.025501	-0.2194	0.413484
45	0.020129	0.1732	0.431499
46	0.091505	0.7872	0.216852
47	0.13131	1.1296	0.131153
48	0.149337	1.2846	0.101461

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.814351	7.0053	0
2	-0.302332	-2.6008	0.005613
3	-0.292223	-2.5138	0.007059
4	0.370644	3.1884	0.001049
5	-0.025325	-0.2179	0.414072
6	-0.142569	-1.2264	0.111964
7	0.078453	0.6749	0.250928
8	-0.186469	-1.6041	0.056479
9	-0.277587	-2.3879	0.009749
10	-0.327214	-2.8148	0.003125
11	-0.042595	-0.3664	0.357551
12	0.045634	0.3926	0.347888
13	0.128792	1.1079	0.135745
14	-0.049167	-0.423	0.336779
15	0.045044	0.3875	0.349757
16	-0.049266	-0.4238	0.336469
17	0.030424	0.2617	0.397134
18	0.002206	0.019	0.492455
19	-0.167744	-1.443	0.076622
20	0.009539	0.0821	0.46741
21	0.022659	0.1949	0.422994
22	-0.014627	-0.1258	0.450105
23	0.208854	1.7966	0.038237
24	-0.073408	-0.6315	0.264836
25	0.021578	0.1856	0.426626
26	0.041683	0.3586	0.36047
27	-0.16717	-1.4381	0.077318
28	-0.016672	-0.1434	0.443177
29	0.110112	0.9472	0.173306
30	-0.225628	-1.9409	0.028038
31	0.040914	0.352	0.362935
32	-0.112738	-0.9698	0.16765
33	0.088647	0.7626	0.224071
34	0.040977	0.3525	0.362734
35	-0.007491	-0.0644	0.474396
36	0.048494	0.4172	0.338885
37	0.015348	0.132	0.447659
38	0.045632	0.3925	0.347894
39	-0.027635	-0.2377	0.406377
40	-0.002907	-0.025	0.490057
41	-0.083886	-0.7216	0.236404
42	-0.017692	-0.1522	0.439724
43	0.01429	0.1229	0.451251
44	0.014106	0.1213	0.451873
45	0.051521	0.4432	0.329458
46	-0.164374	-1.414	0.080777
47	0.031112	0.2676	0.394861
48	0.041282	0.3551	0.361753

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.814351 & 7.0053 & 0 \tabularnewline
2 & -0.302332 & -2.6008 & 0.005613 \tabularnewline
3 & -0.292223 & -2.5138 & 0.007059 \tabularnewline
4 & 0.370644 & 3.1884 & 0.001049 \tabularnewline
5 & -0.025325 & -0.2179 & 0.414072 \tabularnewline
6 & -0.142569 & -1.2264 & 0.111964 \tabularnewline
7 & 0.078453 & 0.6749 & 0.250928 \tabularnewline
8 & -0.186469 & -1.6041 & 0.056479 \tabularnewline
9 & -0.277587 & -2.3879 & 0.009749 \tabularnewline
10 & -0.327214 & -2.8148 & 0.003125 \tabularnewline
11 & -0.042595 & -0.3664 & 0.357551 \tabularnewline
12 & 0.045634 & 0.3926 & 0.347888 \tabularnewline
13 & 0.128792 & 1.1079 & 0.135745 \tabularnewline
14 & -0.049167 & -0.423 & 0.336779 \tabularnewline
15 & 0.045044 & 0.3875 & 0.349757 \tabularnewline
16 & -0.049266 & -0.4238 & 0.336469 \tabularnewline
17 & 0.030424 & 0.2617 & 0.397134 \tabularnewline
18 & 0.002206 & 0.019 & 0.492455 \tabularnewline
19 & -0.167744 & -1.443 & 0.076622 \tabularnewline
20 & 0.009539 & 0.0821 & 0.46741 \tabularnewline
21 & 0.022659 & 0.1949 & 0.422994 \tabularnewline
22 & -0.014627 & -0.1258 & 0.450105 \tabularnewline
23 & 0.208854 & 1.7966 & 0.038237 \tabularnewline
24 & -0.073408 & -0.6315 & 0.264836 \tabularnewline
25 & 0.021578 & 0.1856 & 0.426626 \tabularnewline
26 & 0.041683 & 0.3586 & 0.36047 \tabularnewline
27 & -0.16717 & -1.4381 & 0.077318 \tabularnewline
28 & -0.016672 & -0.1434 & 0.443177 \tabularnewline
29 & 0.110112 & 0.9472 & 0.173306 \tabularnewline
30 & -0.225628 & -1.9409 & 0.028038 \tabularnewline
31 & 0.040914 & 0.352 & 0.362935 \tabularnewline
32 & -0.112738 & -0.9698 & 0.16765 \tabularnewline
33 & 0.088647 & 0.7626 & 0.224071 \tabularnewline
34 & 0.040977 & 0.3525 & 0.362734 \tabularnewline
35 & -0.007491 & -0.0644 & 0.474396 \tabularnewline
36 & 0.048494 & 0.4172 & 0.338885 \tabularnewline
37 & 0.015348 & 0.132 & 0.447659 \tabularnewline
38 & 0.045632 & 0.3925 & 0.347894 \tabularnewline
39 & -0.027635 & -0.2377 & 0.406377 \tabularnewline
40 & -0.002907 & -0.025 & 0.490057 \tabularnewline
41 & -0.083886 & -0.7216 & 0.236404 \tabularnewline
42 & -0.017692 & -0.1522 & 0.439724 \tabularnewline
43 & 0.01429 & 0.1229 & 0.451251 \tabularnewline
44 & 0.014106 & 0.1213 & 0.451873 \tabularnewline
45 & 0.051521 & 0.4432 & 0.329458 \tabularnewline
46 & -0.164374 & -1.414 & 0.080777 \tabularnewline
47 & 0.031112 & 0.2676 & 0.394861 \tabularnewline
48 & 0.041282 & 0.3551 & 0.361753 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36337&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]0.814351[/C][C]7.0053[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.302332[/C][C]-2.6008[/C][C]0.005613[/C][/ROW]
[ROW][C]3[/C][C]-0.292223[/C][C]-2.5138[/C][C]0.007059[/C][/ROW]
[ROW][C]4[/C][C]0.370644[/C][C]3.1884[/C][C]0.001049[/C][/ROW]
[ROW][C]5[/C][C]-0.025325[/C][C]-0.2179[/C][C]0.414072[/C][/ROW]
[ROW][C]6[/C][C]-0.142569[/C][C]-1.2264[/C][C]0.111964[/C][/ROW]
[ROW][C]7[/C][C]0.078453[/C][C]0.6749[/C][C]0.250928[/C][/ROW]
[ROW][C]8[/C][C]-0.186469[/C][C]-1.6041[/C][C]0.056479[/C][/ROW]
[ROW][C]9[/C][C]-0.277587[/C][C]-2.3879[/C][C]0.009749[/C][/ROW]
[ROW][C]10[/C][C]-0.327214[/C][C]-2.8148[/C][C]0.003125[/C][/ROW]
[ROW][C]11[/C][C]-0.042595[/C][C]-0.3664[/C][C]0.357551[/C][/ROW]
[ROW][C]12[/C][C]0.045634[/C][C]0.3926[/C][C]0.347888[/C][/ROW]
[ROW][C]13[/C][C]0.128792[/C][C]1.1079[/C][C]0.135745[/C][/ROW]
[ROW][C]14[/C][C]-0.049167[/C][C]-0.423[/C][C]0.336779[/C][/ROW]
[ROW][C]15[/C][C]0.045044[/C][C]0.3875[/C][C]0.349757[/C][/ROW]
[ROW][C]16[/C][C]-0.049266[/C][C]-0.4238[/C][C]0.336469[/C][/ROW]
[ROW][C]17[/C][C]0.030424[/C][C]0.2617[/C][C]0.397134[/C][/ROW]
[ROW][C]18[/C][C]0.002206[/C][C]0.019[/C][C]0.492455[/C][/ROW]
[ROW][C]19[/C][C]-0.167744[/C][C]-1.443[/C][C]0.076622[/C][/ROW]
[ROW][C]20[/C][C]0.009539[/C][C]0.0821[/C][C]0.46741[/C][/ROW]
[ROW][C]21[/C][C]0.022659[/C][C]0.1949[/C][C]0.422994[/C][/ROW]
[ROW][C]22[/C][C]-0.014627[/C][C]-0.1258[/C][C]0.450105[/C][/ROW]
[ROW][C]23[/C][C]0.208854[/C][C]1.7966[/C][C]0.038237[/C][/ROW]
[ROW][C]24[/C][C]-0.073408[/C][C]-0.6315[/C][C]0.264836[/C][/ROW]
[ROW][C]25[/C][C]0.021578[/C][C]0.1856[/C][C]0.426626[/C][/ROW]
[ROW][C]26[/C][C]0.041683[/C][C]0.3586[/C][C]0.36047[/C][/ROW]
[ROW][C]27[/C][C]-0.16717[/C][C]-1.4381[/C][C]0.077318[/C][/ROW]
[ROW][C]28[/C][C]-0.016672[/C][C]-0.1434[/C][C]0.443177[/C][/ROW]
[ROW][C]29[/C][C]0.110112[/C][C]0.9472[/C][C]0.173306[/C][/ROW]
[ROW][C]30[/C][C]-0.225628[/C][C]-1.9409[/C][C]0.028038[/C][/ROW]
[ROW][C]31[/C][C]0.040914[/C][C]0.352[/C][C]0.362935[/C][/ROW]
[ROW][C]32[/C][C]-0.112738[/C][C]-0.9698[/C][C]0.16765[/C][/ROW]
[ROW][C]33[/C][C]0.088647[/C][C]0.7626[/C][C]0.224071[/C][/ROW]
[ROW][C]34[/C][C]0.040977[/C][C]0.3525[/C][C]0.362734[/C][/ROW]
[ROW][C]35[/C][C]-0.007491[/C][C]-0.0644[/C][C]0.474396[/C][/ROW]
[ROW][C]36[/C][C]0.048494[/C][C]0.4172[/C][C]0.338885[/C][/ROW]
[ROW][C]37[/C][C]0.015348[/C][C]0.132[/C][C]0.447659[/C][/ROW]
[ROW][C]38[/C][C]0.045632[/C][C]0.3925[/C][C]0.347894[/C][/ROW]
[ROW][C]39[/C][C]-0.027635[/C][C]-0.2377[/C][C]0.406377[/C][/ROW]
[ROW][C]40[/C][C]-0.002907[/C][C]-0.025[/C][C]0.490057[/C][/ROW]
[ROW][C]41[/C][C]-0.083886[/C][C]-0.7216[/C][C]0.236404[/C][/ROW]
[ROW][C]42[/C][C]-0.017692[/C][C]-0.1522[/C][C]0.439724[/C][/ROW]
[ROW][C]43[/C][C]0.01429[/C][C]0.1229[/C][C]0.451251[/C][/ROW]
[ROW][C]44[/C][C]0.014106[/C][C]0.1213[/C][C]0.451873[/C][/ROW]
[ROW][C]45[/C][C]0.051521[/C][C]0.4432[/C][C]0.329458[/C][/ROW]
[ROW][C]46[/C][C]-0.164374[/C][C]-1.414[/C][C]0.080777[/C][/ROW]
[ROW][C]47[/C][C]0.031112[/C][C]0.2676[/C][C]0.394861[/C][/ROW]
[ROW][C]48[/C][C]0.041282[/C][C]0.3551[/C][C]0.361753[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36337&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36337&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	0.814351	7.0053	0
2	-0.302332	-2.6008	0.005613
3	-0.292223	-2.5138	0.007059
4	0.370644	3.1884	0.001049
5	-0.025325	-0.2179	0.414072
6	-0.142569	-1.2264	0.111964
7	0.078453	0.6749	0.250928
8	-0.186469	-1.6041	0.056479
9	-0.277587	-2.3879	0.009749
10	-0.327214	-2.8148	0.003125
11	-0.042595	-0.3664	0.357551
12	0.045634	0.3926	0.347888
13	0.128792	1.1079	0.135745
14	-0.049167	-0.423	0.336779
15	0.045044	0.3875	0.349757
16	-0.049266	-0.4238	0.336469
17	0.030424	0.2617	0.397134
18	0.002206	0.019	0.492455
19	-0.167744	-1.443	0.076622
20	0.009539	0.0821	0.46741
21	0.022659	0.1949	0.422994
22	-0.014627	-0.1258	0.450105
23	0.208854	1.7966	0.038237
24	-0.073408	-0.6315	0.264836
25	0.021578	0.1856	0.426626
26	0.041683	0.3586	0.36047
27	-0.16717	-1.4381	0.077318
28	-0.016672	-0.1434	0.443177
29	0.110112	0.9472	0.173306
30	-0.225628	-1.9409	0.028038
31	0.040914	0.352	0.362935
32	-0.112738	-0.9698	0.16765
33	0.088647	0.7626	0.224071
34	0.040977	0.3525	0.362734
35	-0.007491	-0.0644	0.474396
36	0.048494	0.4172	0.338885
37	0.015348	0.132	0.447659
38	0.045632	0.3925	0.347894
39	-0.027635	-0.2377	0.406377
40	-0.002907	-0.025	0.490057
41	-0.083886	-0.7216	0.236404
42	-0.017692	-0.1522	0.439724
43	0.01429	0.1229	0.451251
44	0.014106	0.1213	0.451873
45	0.051521	0.4432	0.329458
46	-0.164374	-1.414	0.080777
47	0.031112	0.2676	0.394861
48	0.041282	0.3551	0.361753

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1.0 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1.0 ; 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