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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 05 Dec 2007 12:38:57 -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/2007/Dec/05/t1196882980kpl4w5c0kibp72e.htm/, Retrieved Thu, 02 May 2024 19:10:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2505, Retrieved Thu, 02 May 2024 19:10:48 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

lamda= -0,6 D=1 d=1

Estimated Impact

243

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

-       [(Partial) Autocorrelation Function] [Partial Autocorre...] [2007-12-05 19:38:57] [bebbf4ab6ac77d61a56e6916ab0650f9] [Current]

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Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2505&T=0

[TABLE]
[ROW][C]Summary of compuational 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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2505&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2505&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 compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.3485	0
1	-0.544662	-4.0024	0.999904
2	-0.059321	-0.4359	0.667684
3	0.240273	1.7656	0.041555
4	-0.237364	-1.7443	0.956598
5	0.091279	0.6708	0.252616
6	0.212507	1.5616	0.062112
7	-0.334986	-2.4616	0.991472
8	0.021558	0.1584	0.43736
9	0.412135	3.0286	0.001882
10	-0.495898	-3.6441	0.999698
11	0.268188	1.9708	0.026942
12	-0.019677	-0.1446	0.557215
13	-0.18799	-1.3814	0.913583
14	0.246433	1.8109	0.03786
15	-0.055043	-0.4045	0.656273
16	-0.252102	-1.8526	0.965294
17	0.29334	2.1556	0.017795
18	0.016124	0.1185	0.45306
19	-0.215903	-1.5866	0.940774
20	0.145245	1.0673	0.145286
21	-0.08527	-0.6266	0.733221
22	0.027032	0.1986	0.421643
23	0.180995	1.33	0.094549
24	-0.153054	-1.1247	0.867157
25	-0.187966	-1.3813	0.913557
26	0.355826	2.6148	0.005774
27	-0.241473	-1.7745	0.959188
28	0.067417	0.4954	0.31116
29	0.102841	0.7557	0.22655
30	-0.243687	-1.7907	0.960528
31	0.175504	1.2897	0.101328
32	0.03438	0.2526	0.400752
33	-0.131	-0.9627	0.829993
34	0.016754	0.1231	0.451235
35	0.158274	1.1631	0.124957
36	-0.237208	-1.7431	0.956498
37	0.199567	1.4665	0.074155
38	-0.108903	-0.8003	0.786469
39	-0.017862	-0.1313	0.55197
40	0.120334	0.8843	0.190235
41	-0.090555	-0.6654	0.745699
42	-0.006236	-0.0458	0.518191
43	0.038104	0.28	0.390272
44	0.003372	0.0248	0.490161
45	-0.013598	-0.0999	0.539613
46	0.023752	0.1745	0.431047
47	-0.072131	-0.5301	0.700877

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.3485 & 0 \tabularnewline
1 & -0.544662 & -4.0024 & 0.999904 \tabularnewline
2 & -0.059321 & -0.4359 & 0.667684 \tabularnewline
3 & 0.240273 & 1.7656 & 0.041555 \tabularnewline
4 & -0.237364 & -1.7443 & 0.956598 \tabularnewline
5 & 0.091279 & 0.6708 & 0.252616 \tabularnewline
6 & 0.212507 & 1.5616 & 0.062112 \tabularnewline
7 & -0.334986 & -2.4616 & 0.991472 \tabularnewline
8 & 0.021558 & 0.1584 & 0.43736 \tabularnewline
9 & 0.412135 & 3.0286 & 0.001882 \tabularnewline
10 & -0.495898 & -3.6441 & 0.999698 \tabularnewline
11 & 0.268188 & 1.9708 & 0.026942 \tabularnewline
12 & -0.019677 & -0.1446 & 0.557215 \tabularnewline
13 & -0.18799 & -1.3814 & 0.913583 \tabularnewline
14 & 0.246433 & 1.8109 & 0.03786 \tabularnewline
15 & -0.055043 & -0.4045 & 0.656273 \tabularnewline
16 & -0.252102 & -1.8526 & 0.965294 \tabularnewline
17 & 0.29334 & 2.1556 & 0.017795 \tabularnewline
18 & 0.016124 & 0.1185 & 0.45306 \tabularnewline
19 & -0.215903 & -1.5866 & 0.940774 \tabularnewline
20 & 0.145245 & 1.0673 & 0.145286 \tabularnewline
21 & -0.08527 & -0.6266 & 0.733221 \tabularnewline
22 & 0.027032 & 0.1986 & 0.421643 \tabularnewline
23 & 0.180995 & 1.33 & 0.094549 \tabularnewline
24 & -0.153054 & -1.1247 & 0.867157 \tabularnewline
25 & -0.187966 & -1.3813 & 0.913557 \tabularnewline
26 & 0.355826 & 2.6148 & 0.005774 \tabularnewline
27 & -0.241473 & -1.7745 & 0.959188 \tabularnewline
28 & 0.067417 & 0.4954 & 0.31116 \tabularnewline
29 & 0.102841 & 0.7557 & 0.22655 \tabularnewline
30 & -0.243687 & -1.7907 & 0.960528 \tabularnewline
31 & 0.175504 & 1.2897 & 0.101328 \tabularnewline
32 & 0.03438 & 0.2526 & 0.400752 \tabularnewline
33 & -0.131 & -0.9627 & 0.829993 \tabularnewline
34 & 0.016754 & 0.1231 & 0.451235 \tabularnewline
35 & 0.158274 & 1.1631 & 0.124957 \tabularnewline
36 & -0.237208 & -1.7431 & 0.956498 \tabularnewline
37 & 0.199567 & 1.4665 & 0.074155 \tabularnewline
38 & -0.108903 & -0.8003 & 0.786469 \tabularnewline
39 & -0.017862 & -0.1313 & 0.55197 \tabularnewline
40 & 0.120334 & 0.8843 & 0.190235 \tabularnewline
41 & -0.090555 & -0.6654 & 0.745699 \tabularnewline
42 & -0.006236 & -0.0458 & 0.518191 \tabularnewline
43 & 0.038104 & 0.28 & 0.390272 \tabularnewline
44 & 0.003372 & 0.0248 & 0.490161 \tabularnewline
45 & -0.013598 & -0.0999 & 0.539613 \tabularnewline
46 & 0.023752 & 0.1745 & 0.431047 \tabularnewline
47 & -0.072131 & -0.5301 & 0.700877 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2505&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]0[/C][C]1[/C][C]7.3485[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.544662[/C][C]-4.0024[/C][C]0.999904[/C][/ROW]
[ROW][C]2[/C][C]-0.059321[/C][C]-0.4359[/C][C]0.667684[/C][/ROW]
[ROW][C]3[/C][C]0.240273[/C][C]1.7656[/C][C]0.041555[/C][/ROW]
[ROW][C]4[/C][C]-0.237364[/C][C]-1.7443[/C][C]0.956598[/C][/ROW]
[ROW][C]5[/C][C]0.091279[/C][C]0.6708[/C][C]0.252616[/C][/ROW]
[ROW][C]6[/C][C]0.212507[/C][C]1.5616[/C][C]0.062112[/C][/ROW]
[ROW][C]7[/C][C]-0.334986[/C][C]-2.4616[/C][C]0.991472[/C][/ROW]
[ROW][C]8[/C][C]0.021558[/C][C]0.1584[/C][C]0.43736[/C][/ROW]
[ROW][C]9[/C][C]0.412135[/C][C]3.0286[/C][C]0.001882[/C][/ROW]
[ROW][C]10[/C][C]-0.495898[/C][C]-3.6441[/C][C]0.999698[/C][/ROW]
[ROW][C]11[/C][C]0.268188[/C][C]1.9708[/C][C]0.026942[/C][/ROW]
[ROW][C]12[/C][C]-0.019677[/C][C]-0.1446[/C][C]0.557215[/C][/ROW]
[ROW][C]13[/C][C]-0.18799[/C][C]-1.3814[/C][C]0.913583[/C][/ROW]
[ROW][C]14[/C][C]0.246433[/C][C]1.8109[/C][C]0.03786[/C][/ROW]
[ROW][C]15[/C][C]-0.055043[/C][C]-0.4045[/C][C]0.656273[/C][/ROW]
[ROW][C]16[/C][C]-0.252102[/C][C]-1.8526[/C][C]0.965294[/C][/ROW]
[ROW][C]17[/C][C]0.29334[/C][C]2.1556[/C][C]0.017795[/C][/ROW]
[ROW][C]18[/C][C]0.016124[/C][C]0.1185[/C][C]0.45306[/C][/ROW]
[ROW][C]19[/C][C]-0.215903[/C][C]-1.5866[/C][C]0.940774[/C][/ROW]
[ROW][C]20[/C][C]0.145245[/C][C]1.0673[/C][C]0.145286[/C][/ROW]
[ROW][C]21[/C][C]-0.08527[/C][C]-0.6266[/C][C]0.733221[/C][/ROW]
[ROW][C]22[/C][C]0.027032[/C][C]0.1986[/C][C]0.421643[/C][/ROW]
[ROW][C]23[/C][C]0.180995[/C][C]1.33[/C][C]0.094549[/C][/ROW]
[ROW][C]24[/C][C]-0.153054[/C][C]-1.1247[/C][C]0.867157[/C][/ROW]
[ROW][C]25[/C][C]-0.187966[/C][C]-1.3813[/C][C]0.913557[/C][/ROW]
[ROW][C]26[/C][C]0.355826[/C][C]2.6148[/C][C]0.005774[/C][/ROW]
[ROW][C]27[/C][C]-0.241473[/C][C]-1.7745[/C][C]0.959188[/C][/ROW]
[ROW][C]28[/C][C]0.067417[/C][C]0.4954[/C][C]0.31116[/C][/ROW]
[ROW][C]29[/C][C]0.102841[/C][C]0.7557[/C][C]0.22655[/C][/ROW]
[ROW][C]30[/C][C]-0.243687[/C][C]-1.7907[/C][C]0.960528[/C][/ROW]
[ROW][C]31[/C][C]0.175504[/C][C]1.2897[/C][C]0.101328[/C][/ROW]
[ROW][C]32[/C][C]0.03438[/C][C]0.2526[/C][C]0.400752[/C][/ROW]
[ROW][C]33[/C][C]-0.131[/C][C]-0.9627[/C][C]0.829993[/C][/ROW]
[ROW][C]34[/C][C]0.016754[/C][C]0.1231[/C][C]0.451235[/C][/ROW]
[ROW][C]35[/C][C]0.158274[/C][C]1.1631[/C][C]0.124957[/C][/ROW]
[ROW][C]36[/C][C]-0.237208[/C][C]-1.7431[/C][C]0.956498[/C][/ROW]
[ROW][C]37[/C][C]0.199567[/C][C]1.4665[/C][C]0.074155[/C][/ROW]
[ROW][C]38[/C][C]-0.108903[/C][C]-0.8003[/C][C]0.786469[/C][/ROW]
[ROW][C]39[/C][C]-0.017862[/C][C]-0.1313[/C][C]0.55197[/C][/ROW]
[ROW][C]40[/C][C]0.120334[/C][C]0.8843[/C][C]0.190235[/C][/ROW]
[ROW][C]41[/C][C]-0.090555[/C][C]-0.6654[/C][C]0.745699[/C][/ROW]
[ROW][C]42[/C][C]-0.006236[/C][C]-0.0458[/C][C]0.518191[/C][/ROW]
[ROW][C]43[/C][C]0.038104[/C][C]0.28[/C][C]0.390272[/C][/ROW]
[ROW][C]44[/C][C]0.003372[/C][C]0.0248[/C][C]0.490161[/C][/ROW]
[ROW][C]45[/C][C]-0.013598[/C][C]-0.0999[/C][C]0.539613[/C][/ROW]
[ROW][C]46[/C][C]0.023752[/C][C]0.1745[/C][C]0.431047[/C][/ROW]
[ROW][C]47[/C][C]-0.072131[/C][C]-0.5301[/C][C]0.700877[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2505&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2505&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
0	1	7.3485	0
1	-0.544662	-4.0024	0.999904
2	-0.059321	-0.4359	0.667684
3	0.240273	1.7656	0.041555
4	-0.237364	-1.7443	0.956598
5	0.091279	0.6708	0.252616
6	0.212507	1.5616	0.062112
7	-0.334986	-2.4616	0.991472
8	0.021558	0.1584	0.43736
9	0.412135	3.0286	0.001882
10	-0.495898	-3.6441	0.999698
11	0.268188	1.9708	0.026942
12	-0.019677	-0.1446	0.557215
13	-0.18799	-1.3814	0.913583
14	0.246433	1.8109	0.03786
15	-0.055043	-0.4045	0.656273
16	-0.252102	-1.8526	0.965294
17	0.29334	2.1556	0.017795
18	0.016124	0.1185	0.45306
19	-0.215903	-1.5866	0.940774
20	0.145245	1.0673	0.145286
21	-0.08527	-0.6266	0.733221
22	0.027032	0.1986	0.421643
23	0.180995	1.33	0.094549
24	-0.153054	-1.1247	0.867157
25	-0.187966	-1.3813	0.913557
26	0.355826	2.6148	0.005774
27	-0.241473	-1.7745	0.959188
28	0.067417	0.4954	0.31116
29	0.102841	0.7557	0.22655
30	-0.243687	-1.7907	0.960528
31	0.175504	1.2897	0.101328
32	0.03438	0.2526	0.400752
33	-0.131	-0.9627	0.829993
34	0.016754	0.1231	0.451235
35	0.158274	1.1631	0.124957
36	-0.237208	-1.7431	0.956498
37	0.199567	1.4665	0.074155
38	-0.108903	-0.8003	0.786469
39	-0.017862	-0.1313	0.55197
40	0.120334	0.8843	0.190235
41	-0.090555	-0.6654	0.745699
42	-0.006236	-0.0458	0.518191
43	0.038104	0.28	0.390272
44	0.003372	0.0248	0.490161
45	-0.013598	-0.0999	0.539613
46	0.023752	0.1745	0.431047
47	-0.072131	-0.5301	0.700877

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.544662	-4.0024	0.999904
1	-0.506123	-3.7192	0.999762
2	-0.160665	-1.1806	0.87854
3	-0.286604	-2.1061	0.98007
4	-0.251017	-1.8446	0.964707
5	0.155488	1.1426	0.129124
6	-0.00982	-0.0722	0.528631
7	-0.332704	-2.4449	0.991108
8	0.260111	1.9114	0.030632
9	-0.031664	-0.2327	0.591555
10	0.008113	0.0596	0.476341
11	-0.055753	-0.4097	0.658177
12	-0.028807	-0.2117	0.583427
13	-0.036081	-0.2651	0.604045
14	-0.059459	-0.4369	0.668049
15	-0.196586	-1.4446	0.922827
16	-0.077752	-0.5714	0.714937
17	0.075763	0.5567	0.290002
18	0.186708	1.372	0.087865
19	-0.149935	-1.1018	0.862282
20	-0.054759	-0.4024	0.655508
21	0.094375	0.6935	0.245481
22	0.159021	1.1686	0.123857
23	0.235438	1.7301	0.044661
24	-0.060786	-0.4467	0.671555
25	0.117017	0.8599	0.196825
26	-0.124115	-0.9121	0.817102
27	-0.103027	-0.7571	0.773858
28	0.09533	0.7005	0.243302
29	-0.078728	-0.5785	0.717345
30	-0.053601	-0.3939	0.652393
31	-0.196095	-1.441	0.922321
32	-0.024971	-0.1835	0.572454
33	0.045196	0.3321	0.370543
34	-0.028815	-0.2117	0.583448
35	0.055216	0.4058	0.343263
36	0.029839	0.2193	0.413634
37	-0.06852	-0.5035	0.691675
38	0.129601	0.9524	0.172576
39	-0.186848	-1.373	0.912293
40	-0.107106	-0.7871	0.782658
41	0.020492	0.1506	0.440431
42	0.0412	0.3028	0.381618
43	-0.040621	-0.2985	0.616766
44	-0.036576	-0.2688	0.605437
45	-0.03837	-0.282	0.610475
46	0.006444	0.0474	0.481203
47	0.013311	0.0978	0.46122

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.544662 & -4.0024 & 0.999904 \tabularnewline
1 & -0.506123 & -3.7192 & 0.999762 \tabularnewline
2 & -0.160665 & -1.1806 & 0.87854 \tabularnewline
3 & -0.286604 & -2.1061 & 0.98007 \tabularnewline
4 & -0.251017 & -1.8446 & 0.964707 \tabularnewline
5 & 0.155488 & 1.1426 & 0.129124 \tabularnewline
6 & -0.00982 & -0.0722 & 0.528631 \tabularnewline
7 & -0.332704 & -2.4449 & 0.991108 \tabularnewline
8 & 0.260111 & 1.9114 & 0.030632 \tabularnewline
9 & -0.031664 & -0.2327 & 0.591555 \tabularnewline
10 & 0.008113 & 0.0596 & 0.476341 \tabularnewline
11 & -0.055753 & -0.4097 & 0.658177 \tabularnewline
12 & -0.028807 & -0.2117 & 0.583427 \tabularnewline
13 & -0.036081 & -0.2651 & 0.604045 \tabularnewline
14 & -0.059459 & -0.4369 & 0.668049 \tabularnewline
15 & -0.196586 & -1.4446 & 0.922827 \tabularnewline
16 & -0.077752 & -0.5714 & 0.714937 \tabularnewline
17 & 0.075763 & 0.5567 & 0.290002 \tabularnewline
18 & 0.186708 & 1.372 & 0.087865 \tabularnewline
19 & -0.149935 & -1.1018 & 0.862282 \tabularnewline
20 & -0.054759 & -0.4024 & 0.655508 \tabularnewline
21 & 0.094375 & 0.6935 & 0.245481 \tabularnewline
22 & 0.159021 & 1.1686 & 0.123857 \tabularnewline
23 & 0.235438 & 1.7301 & 0.044661 \tabularnewline
24 & -0.060786 & -0.4467 & 0.671555 \tabularnewline
25 & 0.117017 & 0.8599 & 0.196825 \tabularnewline
26 & -0.124115 & -0.9121 & 0.817102 \tabularnewline
27 & -0.103027 & -0.7571 & 0.773858 \tabularnewline
28 & 0.09533 & 0.7005 & 0.243302 \tabularnewline
29 & -0.078728 & -0.5785 & 0.717345 \tabularnewline
30 & -0.053601 & -0.3939 & 0.652393 \tabularnewline
31 & -0.196095 & -1.441 & 0.922321 \tabularnewline
32 & -0.024971 & -0.1835 & 0.572454 \tabularnewline
33 & 0.045196 & 0.3321 & 0.370543 \tabularnewline
34 & -0.028815 & -0.2117 & 0.583448 \tabularnewline
35 & 0.055216 & 0.4058 & 0.343263 \tabularnewline
36 & 0.029839 & 0.2193 & 0.413634 \tabularnewline
37 & -0.06852 & -0.5035 & 0.691675 \tabularnewline
38 & 0.129601 & 0.9524 & 0.172576 \tabularnewline
39 & -0.186848 & -1.373 & 0.912293 \tabularnewline
40 & -0.107106 & -0.7871 & 0.782658 \tabularnewline
41 & 0.020492 & 0.1506 & 0.440431 \tabularnewline
42 & 0.0412 & 0.3028 & 0.381618 \tabularnewline
43 & -0.040621 & -0.2985 & 0.616766 \tabularnewline
44 & -0.036576 & -0.2688 & 0.605437 \tabularnewline
45 & -0.03837 & -0.282 & 0.610475 \tabularnewline
46 & 0.006444 & 0.0474 & 0.481203 \tabularnewline
47 & 0.013311 & 0.0978 & 0.46122 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2505&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]0[/C][C]-0.544662[/C][C]-4.0024[/C][C]0.999904[/C][/ROW]
[ROW][C]1[/C][C]-0.506123[/C][C]-3.7192[/C][C]0.999762[/C][/ROW]
[ROW][C]2[/C][C]-0.160665[/C][C]-1.1806[/C][C]0.87854[/C][/ROW]
[ROW][C]3[/C][C]-0.286604[/C][C]-2.1061[/C][C]0.98007[/C][/ROW]
[ROW][C]4[/C][C]-0.251017[/C][C]-1.8446[/C][C]0.964707[/C][/ROW]
[ROW][C]5[/C][C]0.155488[/C][C]1.1426[/C][C]0.129124[/C][/ROW]
[ROW][C]6[/C][C]-0.00982[/C][C]-0.0722[/C][C]0.528631[/C][/ROW]
[ROW][C]7[/C][C]-0.332704[/C][C]-2.4449[/C][C]0.991108[/C][/ROW]
[ROW][C]8[/C][C]0.260111[/C][C]1.9114[/C][C]0.030632[/C][/ROW]
[ROW][C]9[/C][C]-0.031664[/C][C]-0.2327[/C][C]0.591555[/C][/ROW]
[ROW][C]10[/C][C]0.008113[/C][C]0.0596[/C][C]0.476341[/C][/ROW]
[ROW][C]11[/C][C]-0.055753[/C][C]-0.4097[/C][C]0.658177[/C][/ROW]
[ROW][C]12[/C][C]-0.028807[/C][C]-0.2117[/C][C]0.583427[/C][/ROW]
[ROW][C]13[/C][C]-0.036081[/C][C]-0.2651[/C][C]0.604045[/C][/ROW]
[ROW][C]14[/C][C]-0.059459[/C][C]-0.4369[/C][C]0.668049[/C][/ROW]
[ROW][C]15[/C][C]-0.196586[/C][C]-1.4446[/C][C]0.922827[/C][/ROW]
[ROW][C]16[/C][C]-0.077752[/C][C]-0.5714[/C][C]0.714937[/C][/ROW]
[ROW][C]17[/C][C]0.075763[/C][C]0.5567[/C][C]0.290002[/C][/ROW]
[ROW][C]18[/C][C]0.186708[/C][C]1.372[/C][C]0.087865[/C][/ROW]
[ROW][C]19[/C][C]-0.149935[/C][C]-1.1018[/C][C]0.862282[/C][/ROW]
[ROW][C]20[/C][C]-0.054759[/C][C]-0.4024[/C][C]0.655508[/C][/ROW]
[ROW][C]21[/C][C]0.094375[/C][C]0.6935[/C][C]0.245481[/C][/ROW]
[ROW][C]22[/C][C]0.159021[/C][C]1.1686[/C][C]0.123857[/C][/ROW]
[ROW][C]23[/C][C]0.235438[/C][C]1.7301[/C][C]0.044661[/C][/ROW]
[ROW][C]24[/C][C]-0.060786[/C][C]-0.4467[/C][C]0.671555[/C][/ROW]
[ROW][C]25[/C][C]0.117017[/C][C]0.8599[/C][C]0.196825[/C][/ROW]
[ROW][C]26[/C][C]-0.124115[/C][C]-0.9121[/C][C]0.817102[/C][/ROW]
[ROW][C]27[/C][C]-0.103027[/C][C]-0.7571[/C][C]0.773858[/C][/ROW]
[ROW][C]28[/C][C]0.09533[/C][C]0.7005[/C][C]0.243302[/C][/ROW]
[ROW][C]29[/C][C]-0.078728[/C][C]-0.5785[/C][C]0.717345[/C][/ROW]
[ROW][C]30[/C][C]-0.053601[/C][C]-0.3939[/C][C]0.652393[/C][/ROW]
[ROW][C]31[/C][C]-0.196095[/C][C]-1.441[/C][C]0.922321[/C][/ROW]
[ROW][C]32[/C][C]-0.024971[/C][C]-0.1835[/C][C]0.572454[/C][/ROW]
[ROW][C]33[/C][C]0.045196[/C][C]0.3321[/C][C]0.370543[/C][/ROW]
[ROW][C]34[/C][C]-0.028815[/C][C]-0.2117[/C][C]0.583448[/C][/ROW]
[ROW][C]35[/C][C]0.055216[/C][C]0.4058[/C][C]0.343263[/C][/ROW]
[ROW][C]36[/C][C]0.029839[/C][C]0.2193[/C][C]0.413634[/C][/ROW]
[ROW][C]37[/C][C]-0.06852[/C][C]-0.5035[/C][C]0.691675[/C][/ROW]
[ROW][C]38[/C][C]0.129601[/C][C]0.9524[/C][C]0.172576[/C][/ROW]
[ROW][C]39[/C][C]-0.186848[/C][C]-1.373[/C][C]0.912293[/C][/ROW]
[ROW][C]40[/C][C]-0.107106[/C][C]-0.7871[/C][C]0.782658[/C][/ROW]
[ROW][C]41[/C][C]0.020492[/C][C]0.1506[/C][C]0.440431[/C][/ROW]
[ROW][C]42[/C][C]0.0412[/C][C]0.3028[/C][C]0.381618[/C][/ROW]
[ROW][C]43[/C][C]-0.040621[/C][C]-0.2985[/C][C]0.616766[/C][/ROW]
[ROW][C]44[/C][C]-0.036576[/C][C]-0.2688[/C][C]0.605437[/C][/ROW]
[ROW][C]45[/C][C]-0.03837[/C][C]-0.282[/C][C]0.610475[/C][/ROW]
[ROW][C]46[/C][C]0.006444[/C][C]0.0474[/C][C]0.481203[/C][/ROW]
[ROW][C]47[/C][C]0.013311[/C][C]0.0978[/C][C]0.46122[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2505&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2505&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
0	-0.544662	-4.0024	0.999904
1	-0.506123	-3.7192	0.999762
2	-0.160665	-1.1806	0.87854
3	-0.286604	-2.1061	0.98007
4	-0.251017	-1.8446	0.964707
5	0.155488	1.1426	0.129124
6	-0.00982	-0.0722	0.528631
7	-0.332704	-2.4449	0.991108
8	0.260111	1.9114	0.030632
9	-0.031664	-0.2327	0.591555
10	0.008113	0.0596	0.476341
11	-0.055753	-0.4097	0.658177
12	-0.028807	-0.2117	0.583427
13	-0.036081	-0.2651	0.604045
14	-0.059459	-0.4369	0.668049
15	-0.196586	-1.4446	0.922827
16	-0.077752	-0.5714	0.714937
17	0.075763	0.5567	0.290002
18	0.186708	1.372	0.087865
19	-0.149935	-1.1018	0.862282
20	-0.054759	-0.4024	0.655508
21	0.094375	0.6935	0.245481
22	0.159021	1.1686	0.123857
23	0.235438	1.7301	0.044661
24	-0.060786	-0.4467	0.671555
25	0.117017	0.8599	0.196825
26	-0.124115	-0.9121	0.817102
27	-0.103027	-0.7571	0.773858
28	0.09533	0.7005	0.243302
29	-0.078728	-0.5785	0.717345
30	-0.053601	-0.3939	0.652393
31	-0.196095	-1.441	0.922321
32	-0.024971	-0.1835	0.572454
33	0.045196	0.3321	0.370543
34	-0.028815	-0.2117	0.583448
35	0.055216	0.4058	0.343263
36	0.029839	0.2193	0.413634
37	-0.06852	-0.5035	0.691675
38	0.129601	0.9524	0.172576
39	-0.186848	-1.373	0.912293
40	-0.107106	-0.7871	0.782658
41	0.020492	0.1506	0.440431
42	0.0412	0.3028	0.381618
43	-0.040621	-0.2985	0.616766
44	-0.036576	-0.2688	0.605437
45	-0.03837	-0.282	0.610475
46	0.006444	0.0474	0.481203
47	0.013311	0.0978	0.46122

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = -0.6 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = -0.6 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
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(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-1,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(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