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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 07 Dec 2007 06:22:57 -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/07/t1197032995b3zuk61958j6fak.htm/, Retrieved Sun, 28 Apr 2024 22:25:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2810, Retrieved Sun, 28 Apr 2024 22:25:59 +0000

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Estimated Impact

189

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-       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2007-12-07 13:22:57] [40a229849a2b804e343854d9b3fa1a24] [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	5 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 & 5 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=2810&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]5 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=2810&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2810&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	5 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	7.746	0
1	0.908469	7.037	0
2	0.816324	6.3232	0
3	0.726933	5.6308	0
4	0.668836	5.1808	1e-06
5	0.621959	4.8177	5e-06
6	0.588484	4.5584	1.3e-05
7	0.547411	4.2402	3.9e-05
8	0.510316	3.9529	0.000103
9	0.470121	3.6415	0.000283
10	0.434787	3.3678	0.000664
11	0.398311	3.0853	0.001537
12	0.357013	2.7654	0.003772
13	0.329714	2.554	0.006604
14	0.286879	2.2222	0.015027
15	0.251197	1.9458	0.028186
16	0.223159	1.7286	0.044513
17	0.201059	1.5574	0.062318
18	0.168809	1.3076	0.098001
19	0.133798	1.0364	0.152089
20	0.098708	0.7646	0.223755
21	0.065747	0.5093	0.306214
22	0.036186	0.2803	0.390109
23	-1.4e-05	-1e-04	0.500043
24	-0.047821	-0.3704	0.643814
25	-0.083818	-0.6493	0.740673
26	-0.121695	-0.9426	0.825179
27	-0.158968	-1.2314	0.888504
28	-0.199258	-1.5434	0.93601
29	-0.233388	-1.8078	0.962176
30	-0.255952	-1.9826	0.974002
31	-0.2771	-2.1464	0.982053
32	-0.286261	-2.2174	0.984801
33	-0.27919	-2.1626	0.982716
34	-0.287187	-2.2245	0.985058
35	-0.300437	-2.3272	0.988326
36	-0.322258	-2.4962	0.992341
37	-0.32967	-2.5536	0.99339
38	-0.344441	-2.668	0.995102
39	-0.358467	-2.7767	0.996342
40	-0.356671	-2.7628	0.996201
41	-0.343029	-2.6571	0.994958
42	-0.330492	-2.56	0.993498
43	-0.318007	-2.4633	0.991673
44	-0.322929	-2.5014	0.992442
45	-0.319865	-2.4777	0.991971
46	-0.323547	-2.5062	0.992533
47	-0.328856	-2.5473	0.993281

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.908469 & 7.037 & 0 \tabularnewline
2 & 0.816324 & 6.3232 & 0 \tabularnewline
3 & 0.726933 & 5.6308 & 0 \tabularnewline
4 & 0.668836 & 5.1808 & 1e-06 \tabularnewline
5 & 0.621959 & 4.8177 & 5e-06 \tabularnewline
6 & 0.588484 & 4.5584 & 1.3e-05 \tabularnewline
7 & 0.547411 & 4.2402 & 3.9e-05 \tabularnewline
8 & 0.510316 & 3.9529 & 0.000103 \tabularnewline
9 & 0.470121 & 3.6415 & 0.000283 \tabularnewline
10 & 0.434787 & 3.3678 & 0.000664 \tabularnewline
11 & 0.398311 & 3.0853 & 0.001537 \tabularnewline
12 & 0.357013 & 2.7654 & 0.003772 \tabularnewline
13 & 0.329714 & 2.554 & 0.006604 \tabularnewline
14 & 0.286879 & 2.2222 & 0.015027 \tabularnewline
15 & 0.251197 & 1.9458 & 0.028186 \tabularnewline
16 & 0.223159 & 1.7286 & 0.044513 \tabularnewline
17 & 0.201059 & 1.5574 & 0.062318 \tabularnewline
18 & 0.168809 & 1.3076 & 0.098001 \tabularnewline
19 & 0.133798 & 1.0364 & 0.152089 \tabularnewline
20 & 0.098708 & 0.7646 & 0.223755 \tabularnewline
21 & 0.065747 & 0.5093 & 0.306214 \tabularnewline
22 & 0.036186 & 0.2803 & 0.390109 \tabularnewline
23 & -1.4e-05 & -1e-04 & 0.500043 \tabularnewline
24 & -0.047821 & -0.3704 & 0.643814 \tabularnewline
25 & -0.083818 & -0.6493 & 0.740673 \tabularnewline
26 & -0.121695 & -0.9426 & 0.825179 \tabularnewline
27 & -0.158968 & -1.2314 & 0.888504 \tabularnewline
28 & -0.199258 & -1.5434 & 0.93601 \tabularnewline
29 & -0.233388 & -1.8078 & 0.962176 \tabularnewline
30 & -0.255952 & -1.9826 & 0.974002 \tabularnewline
31 & -0.2771 & -2.1464 & 0.982053 \tabularnewline
32 & -0.286261 & -2.2174 & 0.984801 \tabularnewline
33 & -0.27919 & -2.1626 & 0.982716 \tabularnewline
34 & -0.287187 & -2.2245 & 0.985058 \tabularnewline
35 & -0.300437 & -2.3272 & 0.988326 \tabularnewline
36 & -0.322258 & -2.4962 & 0.992341 \tabularnewline
37 & -0.32967 & -2.5536 & 0.99339 \tabularnewline
38 & -0.344441 & -2.668 & 0.995102 \tabularnewline
39 & -0.358467 & -2.7767 & 0.996342 \tabularnewline
40 & -0.356671 & -2.7628 & 0.996201 \tabularnewline
41 & -0.343029 & -2.6571 & 0.994958 \tabularnewline
42 & -0.330492 & -2.56 & 0.993498 \tabularnewline
43 & -0.318007 & -2.4633 & 0.991673 \tabularnewline
44 & -0.322929 & -2.5014 & 0.992442 \tabularnewline
45 & -0.319865 & -2.4777 & 0.991971 \tabularnewline
46 & -0.323547 & -2.5062 & 0.992533 \tabularnewline
47 & -0.328856 & -2.5473 & 0.993281 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2810&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]7.746[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.908469[/C][C]7.037[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.816324[/C][C]6.3232[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.726933[/C][C]5.6308[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.668836[/C][C]5.1808[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.621959[/C][C]4.8177[/C][C]5e-06[/C][/ROW]
[ROW][C]6[/C][C]0.588484[/C][C]4.5584[/C][C]1.3e-05[/C][/ROW]
[ROW][C]7[/C][C]0.547411[/C][C]4.2402[/C][C]3.9e-05[/C][/ROW]
[ROW][C]8[/C][C]0.510316[/C][C]3.9529[/C][C]0.000103[/C][/ROW]
[ROW][C]9[/C][C]0.470121[/C][C]3.6415[/C][C]0.000283[/C][/ROW]
[ROW][C]10[/C][C]0.434787[/C][C]3.3678[/C][C]0.000664[/C][/ROW]
[ROW][C]11[/C][C]0.398311[/C][C]3.0853[/C][C]0.001537[/C][/ROW]
[ROW][C]12[/C][C]0.357013[/C][C]2.7654[/C][C]0.003772[/C][/ROW]
[ROW][C]13[/C][C]0.329714[/C][C]2.554[/C][C]0.006604[/C][/ROW]
[ROW][C]14[/C][C]0.286879[/C][C]2.2222[/C][C]0.015027[/C][/ROW]
[ROW][C]15[/C][C]0.251197[/C][C]1.9458[/C][C]0.028186[/C][/ROW]
[ROW][C]16[/C][C]0.223159[/C][C]1.7286[/C][C]0.044513[/C][/ROW]
[ROW][C]17[/C][C]0.201059[/C][C]1.5574[/C][C]0.062318[/C][/ROW]
[ROW][C]18[/C][C]0.168809[/C][C]1.3076[/C][C]0.098001[/C][/ROW]
[ROW][C]19[/C][C]0.133798[/C][C]1.0364[/C][C]0.152089[/C][/ROW]
[ROW][C]20[/C][C]0.098708[/C][C]0.7646[/C][C]0.223755[/C][/ROW]
[ROW][C]21[/C][C]0.065747[/C][C]0.5093[/C][C]0.306214[/C][/ROW]
[ROW][C]22[/C][C]0.036186[/C][C]0.2803[/C][C]0.390109[/C][/ROW]
[ROW][C]23[/C][C]-1.4e-05[/C][C]-1e-04[/C][C]0.500043[/C][/ROW]
[ROW][C]24[/C][C]-0.047821[/C][C]-0.3704[/C][C]0.643814[/C][/ROW]
[ROW][C]25[/C][C]-0.083818[/C][C]-0.6493[/C][C]0.740673[/C][/ROW]
[ROW][C]26[/C][C]-0.121695[/C][C]-0.9426[/C][C]0.825179[/C][/ROW]
[ROW][C]27[/C][C]-0.158968[/C][C]-1.2314[/C][C]0.888504[/C][/ROW]
[ROW][C]28[/C][C]-0.199258[/C][C]-1.5434[/C][C]0.93601[/C][/ROW]
[ROW][C]29[/C][C]-0.233388[/C][C]-1.8078[/C][C]0.962176[/C][/ROW]
[ROW][C]30[/C][C]-0.255952[/C][C]-1.9826[/C][C]0.974002[/C][/ROW]
[ROW][C]31[/C][C]-0.2771[/C][C]-2.1464[/C][C]0.982053[/C][/ROW]
[ROW][C]32[/C][C]-0.286261[/C][C]-2.2174[/C][C]0.984801[/C][/ROW]
[ROW][C]33[/C][C]-0.27919[/C][C]-2.1626[/C][C]0.982716[/C][/ROW]
[ROW][C]34[/C][C]-0.287187[/C][C]-2.2245[/C][C]0.985058[/C][/ROW]
[ROW][C]35[/C][C]-0.300437[/C][C]-2.3272[/C][C]0.988326[/C][/ROW]
[ROW][C]36[/C][C]-0.322258[/C][C]-2.4962[/C][C]0.992341[/C][/ROW]
[ROW][C]37[/C][C]-0.32967[/C][C]-2.5536[/C][C]0.99339[/C][/ROW]
[ROW][C]38[/C][C]-0.344441[/C][C]-2.668[/C][C]0.995102[/C][/ROW]
[ROW][C]39[/C][C]-0.358467[/C][C]-2.7767[/C][C]0.996342[/C][/ROW]
[ROW][C]40[/C][C]-0.356671[/C][C]-2.7628[/C][C]0.996201[/C][/ROW]
[ROW][C]41[/C][C]-0.343029[/C][C]-2.6571[/C][C]0.994958[/C][/ROW]
[ROW][C]42[/C][C]-0.330492[/C][C]-2.56[/C][C]0.993498[/C][/ROW]
[ROW][C]43[/C][C]-0.318007[/C][C]-2.4633[/C][C]0.991673[/C][/ROW]
[ROW][C]44[/C][C]-0.322929[/C][C]-2.5014[/C][C]0.992442[/C][/ROW]
[ROW][C]45[/C][C]-0.319865[/C][C]-2.4777[/C][C]0.991971[/C][/ROW]
[ROW][C]46[/C][C]-0.323547[/C][C]-2.5062[/C][C]0.992533[/C][/ROW]
[ROW][C]47[/C][C]-0.328856[/C][C]-2.5473[/C][C]0.993281[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2810&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2810&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	7.746	0
1	0.908469	7.037	0
2	0.816324	6.3232	0
3	0.726933	5.6308	0
4	0.668836	5.1808	1e-06
5	0.621959	4.8177	5e-06
6	0.588484	4.5584	1.3e-05
7	0.547411	4.2402	3.9e-05
8	0.510316	3.9529	0.000103
9	0.470121	3.6415	0.000283
10	0.434787	3.3678	0.000664
11	0.398311	3.0853	0.001537
12	0.357013	2.7654	0.003772
13	0.329714	2.554	0.006604
14	0.286879	2.2222	0.015027
15	0.251197	1.9458	0.028186
16	0.223159	1.7286	0.044513
17	0.201059	1.5574	0.062318
18	0.168809	1.3076	0.098001
19	0.133798	1.0364	0.152089
20	0.098708	0.7646	0.223755
21	0.065747	0.5093	0.306214
22	0.036186	0.2803	0.390109
23	-1.4e-05	-1e-04	0.500043
24	-0.047821	-0.3704	0.643814
25	-0.083818	-0.6493	0.740673
26	-0.121695	-0.9426	0.825179
27	-0.158968	-1.2314	0.888504
28	-0.199258	-1.5434	0.93601
29	-0.233388	-1.8078	0.962176
30	-0.255952	-1.9826	0.974002
31	-0.2771	-2.1464	0.982053
32	-0.286261	-2.2174	0.984801
33	-0.27919	-2.1626	0.982716
34	-0.287187	-2.2245	0.985058
35	-0.300437	-2.3272	0.988326
36	-0.322258	-2.4962	0.992341
37	-0.32967	-2.5536	0.99339
38	-0.344441	-2.668	0.995102
39	-0.358467	-2.7767	0.996342
40	-0.356671	-2.7628	0.996201
41	-0.343029	-2.6571	0.994958
42	-0.330492	-2.56	0.993498
43	-0.318007	-2.4633	0.991673
44	-0.322929	-2.5014	0.992442
45	-0.319865	-2.4777	0.991971
46	-0.323547	-2.5062	0.992533
47	-0.328856	-2.5473	0.993281

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.908469	7.037	0
1	-0.051475	-0.3987	0.654243
2	-0.034907	-0.2704	0.606105
3	0.127951	0.9911	0.162807
4	0.026962	0.2088	0.417639
5	0.04961	0.3843	0.351065
6	-0.039534	-0.3062	0.619754
7	0.017233	0.1335	0.447128
8	-0.015969	-0.1237	0.549015
9	0.001886	0.0146	0.494196
10	-0.019348	-0.1499	0.559315
11	-0.055815	-0.4323	0.66648
12	0.066236	0.5131	0.304897
13	-0.116392	-0.9016	0.814555
14	0.010349	0.0802	0.468186
15	0.034497	0.2672	0.395112
16	-0.012062	-0.0934	0.537065
17	-0.066384	-0.5142	0.695503
18	-0.042424	-0.3286	0.628205
19	-0.000901	-0.007	0.502771
20	-0.03758	-0.2911	0.614008
21	-0.011807	-0.0915	0.536282
22	-0.081448	-0.6309	0.734747
23	-0.10337	-0.8007	0.786767
24	0.047737	0.3698	0.356427
25	-0.086897	-0.6731	0.748267
26	-0.052687	-0.4081	0.657679
27	-0.056466	-0.4374	0.668297
28	-0.018376	-0.1423	0.556354
29	0.020105	0.1557	0.438383
30	-0.043668	-0.3383	0.631822
31	0.052957	0.4102	0.34156
32	0.070425	0.5455	0.293713
33	-0.090691	-0.7025	0.757455
34	-0.033604	-0.2603	0.602236
35	-0.05295	-0.4102	0.658423
36	0.084352	0.6534	0.258002
37	-0.11554	-0.895	0.81281
38	-0.053624	-0.4154	0.660323
39	0.101843	0.7889	0.216647
40	0.04208	0.3259	0.372799
41	-0.015055	-0.1166	0.546224
42	-0.033929	-0.2628	0.603202
43	-0.058481	-0.453	0.673905
44	0.070185	0.5437	0.294348
45	-0.086552	-0.6704	0.74742
46	-0.049783	-0.3856	0.649427
47	-0.141034	-1.0924	0.860497

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.908469 & 7.037 & 0 \tabularnewline
1 & -0.051475 & -0.3987 & 0.654243 \tabularnewline
2 & -0.034907 & -0.2704 & 0.606105 \tabularnewline
3 & 0.127951 & 0.9911 & 0.162807 \tabularnewline
4 & 0.026962 & 0.2088 & 0.417639 \tabularnewline
5 & 0.04961 & 0.3843 & 0.351065 \tabularnewline
6 & -0.039534 & -0.3062 & 0.619754 \tabularnewline
7 & 0.017233 & 0.1335 & 0.447128 \tabularnewline
8 & -0.015969 & -0.1237 & 0.549015 \tabularnewline
9 & 0.001886 & 0.0146 & 0.494196 \tabularnewline
10 & -0.019348 & -0.1499 & 0.559315 \tabularnewline
11 & -0.055815 & -0.4323 & 0.66648 \tabularnewline
12 & 0.066236 & 0.5131 & 0.304897 \tabularnewline
13 & -0.116392 & -0.9016 & 0.814555 \tabularnewline
14 & 0.010349 & 0.0802 & 0.468186 \tabularnewline
15 & 0.034497 & 0.2672 & 0.395112 \tabularnewline
16 & -0.012062 & -0.0934 & 0.537065 \tabularnewline
17 & -0.066384 & -0.5142 & 0.695503 \tabularnewline
18 & -0.042424 & -0.3286 & 0.628205 \tabularnewline
19 & -0.000901 & -0.007 & 0.502771 \tabularnewline
20 & -0.03758 & -0.2911 & 0.614008 \tabularnewline
21 & -0.011807 & -0.0915 & 0.536282 \tabularnewline
22 & -0.081448 & -0.6309 & 0.734747 \tabularnewline
23 & -0.10337 & -0.8007 & 0.786767 \tabularnewline
24 & 0.047737 & 0.3698 & 0.356427 \tabularnewline
25 & -0.086897 & -0.6731 & 0.748267 \tabularnewline
26 & -0.052687 & -0.4081 & 0.657679 \tabularnewline
27 & -0.056466 & -0.4374 & 0.668297 \tabularnewline
28 & -0.018376 & -0.1423 & 0.556354 \tabularnewline
29 & 0.020105 & 0.1557 & 0.438383 \tabularnewline
30 & -0.043668 & -0.3383 & 0.631822 \tabularnewline
31 & 0.052957 & 0.4102 & 0.34156 \tabularnewline
32 & 0.070425 & 0.5455 & 0.293713 \tabularnewline
33 & -0.090691 & -0.7025 & 0.757455 \tabularnewline
34 & -0.033604 & -0.2603 & 0.602236 \tabularnewline
35 & -0.05295 & -0.4102 & 0.658423 \tabularnewline
36 & 0.084352 & 0.6534 & 0.258002 \tabularnewline
37 & -0.11554 & -0.895 & 0.81281 \tabularnewline
38 & -0.053624 & -0.4154 & 0.660323 \tabularnewline
39 & 0.101843 & 0.7889 & 0.216647 \tabularnewline
40 & 0.04208 & 0.3259 & 0.372799 \tabularnewline
41 & -0.015055 & -0.1166 & 0.546224 \tabularnewline
42 & -0.033929 & -0.2628 & 0.603202 \tabularnewline
43 & -0.058481 & -0.453 & 0.673905 \tabularnewline
44 & 0.070185 & 0.5437 & 0.294348 \tabularnewline
45 & -0.086552 & -0.6704 & 0.74742 \tabularnewline
46 & -0.049783 & -0.3856 & 0.649427 \tabularnewline
47 & -0.141034 & -1.0924 & 0.860497 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2810&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]0.908469[/C][C]7.037[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.051475[/C][C]-0.3987[/C][C]0.654243[/C][/ROW]
[ROW][C]2[/C][C]-0.034907[/C][C]-0.2704[/C][C]0.606105[/C][/ROW]
[ROW][C]3[/C][C]0.127951[/C][C]0.9911[/C][C]0.162807[/C][/ROW]
[ROW][C]4[/C][C]0.026962[/C][C]0.2088[/C][C]0.417639[/C][/ROW]
[ROW][C]5[/C][C]0.04961[/C][C]0.3843[/C][C]0.351065[/C][/ROW]
[ROW][C]6[/C][C]-0.039534[/C][C]-0.3062[/C][C]0.619754[/C][/ROW]
[ROW][C]7[/C][C]0.017233[/C][C]0.1335[/C][C]0.447128[/C][/ROW]
[ROW][C]8[/C][C]-0.015969[/C][C]-0.1237[/C][C]0.549015[/C][/ROW]
[ROW][C]9[/C][C]0.001886[/C][C]0.0146[/C][C]0.494196[/C][/ROW]
[ROW][C]10[/C][C]-0.019348[/C][C]-0.1499[/C][C]0.559315[/C][/ROW]
[ROW][C]11[/C][C]-0.055815[/C][C]-0.4323[/C][C]0.66648[/C][/ROW]
[ROW][C]12[/C][C]0.066236[/C][C]0.5131[/C][C]0.304897[/C][/ROW]
[ROW][C]13[/C][C]-0.116392[/C][C]-0.9016[/C][C]0.814555[/C][/ROW]
[ROW][C]14[/C][C]0.010349[/C][C]0.0802[/C][C]0.468186[/C][/ROW]
[ROW][C]15[/C][C]0.034497[/C][C]0.2672[/C][C]0.395112[/C][/ROW]
[ROW][C]16[/C][C]-0.012062[/C][C]-0.0934[/C][C]0.537065[/C][/ROW]
[ROW][C]17[/C][C]-0.066384[/C][C]-0.5142[/C][C]0.695503[/C][/ROW]
[ROW][C]18[/C][C]-0.042424[/C][C]-0.3286[/C][C]0.628205[/C][/ROW]
[ROW][C]19[/C][C]-0.000901[/C][C]-0.007[/C][C]0.502771[/C][/ROW]
[ROW][C]20[/C][C]-0.03758[/C][C]-0.2911[/C][C]0.614008[/C][/ROW]
[ROW][C]21[/C][C]-0.011807[/C][C]-0.0915[/C][C]0.536282[/C][/ROW]
[ROW][C]22[/C][C]-0.081448[/C][C]-0.6309[/C][C]0.734747[/C][/ROW]
[ROW][C]23[/C][C]-0.10337[/C][C]-0.8007[/C][C]0.786767[/C][/ROW]
[ROW][C]24[/C][C]0.047737[/C][C]0.3698[/C][C]0.356427[/C][/ROW]
[ROW][C]25[/C][C]-0.086897[/C][C]-0.6731[/C][C]0.748267[/C][/ROW]
[ROW][C]26[/C][C]-0.052687[/C][C]-0.4081[/C][C]0.657679[/C][/ROW]
[ROW][C]27[/C][C]-0.056466[/C][C]-0.4374[/C][C]0.668297[/C][/ROW]
[ROW][C]28[/C][C]-0.018376[/C][C]-0.1423[/C][C]0.556354[/C][/ROW]
[ROW][C]29[/C][C]0.020105[/C][C]0.1557[/C][C]0.438383[/C][/ROW]
[ROW][C]30[/C][C]-0.043668[/C][C]-0.3383[/C][C]0.631822[/C][/ROW]
[ROW][C]31[/C][C]0.052957[/C][C]0.4102[/C][C]0.34156[/C][/ROW]
[ROW][C]32[/C][C]0.070425[/C][C]0.5455[/C][C]0.293713[/C][/ROW]
[ROW][C]33[/C][C]-0.090691[/C][C]-0.7025[/C][C]0.757455[/C][/ROW]
[ROW][C]34[/C][C]-0.033604[/C][C]-0.2603[/C][C]0.602236[/C][/ROW]
[ROW][C]35[/C][C]-0.05295[/C][C]-0.4102[/C][C]0.658423[/C][/ROW]
[ROW][C]36[/C][C]0.084352[/C][C]0.6534[/C][C]0.258002[/C][/ROW]
[ROW][C]37[/C][C]-0.11554[/C][C]-0.895[/C][C]0.81281[/C][/ROW]
[ROW][C]38[/C][C]-0.053624[/C][C]-0.4154[/C][C]0.660323[/C][/ROW]
[ROW][C]39[/C][C]0.101843[/C][C]0.7889[/C][C]0.216647[/C][/ROW]
[ROW][C]40[/C][C]0.04208[/C][C]0.3259[/C][C]0.372799[/C][/ROW]
[ROW][C]41[/C][C]-0.015055[/C][C]-0.1166[/C][C]0.546224[/C][/ROW]
[ROW][C]42[/C][C]-0.033929[/C][C]-0.2628[/C][C]0.603202[/C][/ROW]
[ROW][C]43[/C][C]-0.058481[/C][C]-0.453[/C][C]0.673905[/C][/ROW]
[ROW][C]44[/C][C]0.070185[/C][C]0.5437[/C][C]0.294348[/C][/ROW]
[ROW][C]45[/C][C]-0.086552[/C][C]-0.6704[/C][C]0.74742[/C][/ROW]
[ROW][C]46[/C][C]-0.049783[/C][C]-0.3856[/C][C]0.649427[/C][/ROW]
[ROW][C]47[/C][C]-0.141034[/C][C]-1.0924[/C][C]0.860497[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2810&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2810&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	0.908469	7.037	0
1	-0.051475	-0.3987	0.654243
2	-0.034907	-0.2704	0.606105
3	0.127951	0.9911	0.162807
4	0.026962	0.2088	0.417639
5	0.04961	0.3843	0.351065
6	-0.039534	-0.3062	0.619754
7	0.017233	0.1335	0.447128
8	-0.015969	-0.1237	0.549015
9	0.001886	0.0146	0.494196
10	-0.019348	-0.1499	0.559315
11	-0.055815	-0.4323	0.66648
12	0.066236	0.5131	0.304897
13	-0.116392	-0.9016	0.814555
14	0.010349	0.0802	0.468186
15	0.034497	0.2672	0.395112
16	-0.012062	-0.0934	0.537065
17	-0.066384	-0.5142	0.695503
18	-0.042424	-0.3286	0.628205
19	-0.000901	-0.007	0.502771
20	-0.03758	-0.2911	0.614008
21	-0.011807	-0.0915	0.536282
22	-0.081448	-0.6309	0.734747
23	-0.10337	-0.8007	0.786767
24	0.047737	0.3698	0.356427
25	-0.086897	-0.6731	0.748267
26	-0.052687	-0.4081	0.657679
27	-0.056466	-0.4374	0.668297
28	-0.018376	-0.1423	0.556354
29	0.020105	0.1557	0.438383
30	-0.043668	-0.3383	0.631822
31	0.052957	0.4102	0.34156
32	0.070425	0.5455	0.293713
33	-0.090691	-0.7025	0.757455
34	-0.033604	-0.2603	0.602236
35	-0.05295	-0.4102	0.658423
36	0.084352	0.6534	0.258002
37	-0.11554	-0.895	0.81281
38	-0.053624	-0.4154	0.660323
39	0.101843	0.7889	0.216647
40	0.04208	0.3259	0.372799
41	-0.015055	-0.1166	0.546224
42	-0.033929	-0.2628	0.603202
43	-0.058481	-0.453	0.673905
44	0.070185	0.5437	0.294348
45	-0.086552	-0.6704	0.74742
46	-0.049783	-0.3856	0.649427
47	-0.141034	-1.0924	0.860497

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1.2 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1.2 ; 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 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