Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 07 Dec 2007 06:31:46 -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/2007/Dec/07/t11970335124crwhc7bamtyl9f.htm/, Retrieved Mon, 29 Apr 2024 07:37:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2815, Retrieved Mon, 29 Apr 2024 07:37:23 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

189

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

-       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2007-12-07 13:31:46] [40a229849a2b804e343854d9b3fa1a24] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Summary of compuational 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 compuational 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=2815&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]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=2815&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2815&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	3 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	0.953261	7.3839	0
2	0.902707	6.9923	0
3	0.853038	6.6076	0
4	0.806346	6.2459	0
5	0.759939	5.8865	0
6	0.712422	5.5184	0
7	0.660498	5.1162	2e-06
8	0.605124	4.6873	8e-06
9	0.55498	4.2989	3.2e-05
10	0.511418	3.9614	1e-04
11	0.467048	3.6177	0.000305
12	0.419703	3.251	0.000944
13	0.367736	2.8485	0.003004
14	0.313477	2.4282	0.009095
15	0.265078	2.0533	0.022206
16	0.221004	1.7119	0.046041
17	0.180419	1.3975	0.083702
18	0.137742	1.0669	0.145136
19	0.092465	0.7162	0.238315
20	0.045733	0.3542	0.362198
21	0.003989	0.0309	0.487726
22	-0.031445	-0.2436	0.595803
23	-0.063789	-0.4941	0.688482
24	-0.097538	-0.7555	0.773554
25	-0.134053	-1.0384	0.848368
26	-0.171472	-1.3282	0.905432
27	-0.205293	-1.5902	0.941476
28	-0.233768	-1.8108	0.962407
29	-0.258009	-1.9985	0.974902
30	-0.282896	-2.1913	0.983838
31	-0.309304	-2.3959	0.990141
32	-0.335918	-2.602	0.994171
33	-0.354095	-2.7428	0.99599
34	-0.365981	-2.8349	0.996881
35	-0.373588	-2.8938	0.997351
36	-0.381253	-2.9532	0.997757
37	-0.389043	-3.0135	0.99811
38	-0.396811	-3.0737	0.99841
39	-0.399474	-3.0943	0.998503
40	-0.400443	-3.1018	0.998535
41	-0.399258	-3.0926	0.998495
42	-0.398459	-3.0865	0.998468
43	-0.397891	-3.0821	0.998448
44	-0.396911	-3.0745	0.998414
45	-0.390083	-3.0216	0.998153
46	-0.377105	-2.921	0.997545
47	-0.359704	-2.7863	0.996436

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.953261 & 7.3839 & 0 \tabularnewline
2 & 0.902707 & 6.9923 & 0 \tabularnewline
3 & 0.853038 & 6.6076 & 0 \tabularnewline
4 & 0.806346 & 6.2459 & 0 \tabularnewline
5 & 0.759939 & 5.8865 & 0 \tabularnewline
6 & 0.712422 & 5.5184 & 0 \tabularnewline
7 & 0.660498 & 5.1162 & 2e-06 \tabularnewline
8 & 0.605124 & 4.6873 & 8e-06 \tabularnewline
9 & 0.55498 & 4.2989 & 3.2e-05 \tabularnewline
10 & 0.511418 & 3.9614 & 1e-04 \tabularnewline
11 & 0.467048 & 3.6177 & 0.000305 \tabularnewline
12 & 0.419703 & 3.251 & 0.000944 \tabularnewline
13 & 0.367736 & 2.8485 & 0.003004 \tabularnewline
14 & 0.313477 & 2.4282 & 0.009095 \tabularnewline
15 & 0.265078 & 2.0533 & 0.022206 \tabularnewline
16 & 0.221004 & 1.7119 & 0.046041 \tabularnewline
17 & 0.180419 & 1.3975 & 0.083702 \tabularnewline
18 & 0.137742 & 1.0669 & 0.145136 \tabularnewline
19 & 0.092465 & 0.7162 & 0.238315 \tabularnewline
20 & 0.045733 & 0.3542 & 0.362198 \tabularnewline
21 & 0.003989 & 0.0309 & 0.487726 \tabularnewline
22 & -0.031445 & -0.2436 & 0.595803 \tabularnewline
23 & -0.063789 & -0.4941 & 0.688482 \tabularnewline
24 & -0.097538 & -0.7555 & 0.773554 \tabularnewline
25 & -0.134053 & -1.0384 & 0.848368 \tabularnewline
26 & -0.171472 & -1.3282 & 0.905432 \tabularnewline
27 & -0.205293 & -1.5902 & 0.941476 \tabularnewline
28 & -0.233768 & -1.8108 & 0.962407 \tabularnewline
29 & -0.258009 & -1.9985 & 0.974902 \tabularnewline
30 & -0.282896 & -2.1913 & 0.983838 \tabularnewline
31 & -0.309304 & -2.3959 & 0.990141 \tabularnewline
32 & -0.335918 & -2.602 & 0.994171 \tabularnewline
33 & -0.354095 & -2.7428 & 0.99599 \tabularnewline
34 & -0.365981 & -2.8349 & 0.996881 \tabularnewline
35 & -0.373588 & -2.8938 & 0.997351 \tabularnewline
36 & -0.381253 & -2.9532 & 0.997757 \tabularnewline
37 & -0.389043 & -3.0135 & 0.99811 \tabularnewline
38 & -0.396811 & -3.0737 & 0.99841 \tabularnewline
39 & -0.399474 & -3.0943 & 0.998503 \tabularnewline
40 & -0.400443 & -3.1018 & 0.998535 \tabularnewline
41 & -0.399258 & -3.0926 & 0.998495 \tabularnewline
42 & -0.398459 & -3.0865 & 0.998468 \tabularnewline
43 & -0.397891 & -3.0821 & 0.998448 \tabularnewline
44 & -0.396911 & -3.0745 & 0.998414 \tabularnewline
45 & -0.390083 & -3.0216 & 0.998153 \tabularnewline
46 & -0.377105 & -2.921 & 0.997545 \tabularnewline
47 & -0.359704 & -2.7863 & 0.996436 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2815&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]0.953261[/C][C]7.3839[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.902707[/C][C]6.9923[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.853038[/C][C]6.6076[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.806346[/C][C]6.2459[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.759939[/C][C]5.8865[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.712422[/C][C]5.5184[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.660498[/C][C]5.1162[/C][C]2e-06[/C][/ROW]
[ROW][C]8[/C][C]0.605124[/C][C]4.6873[/C][C]8e-06[/C][/ROW]
[ROW][C]9[/C][C]0.55498[/C][C]4.2989[/C][C]3.2e-05[/C][/ROW]
[ROW][C]10[/C][C]0.511418[/C][C]3.9614[/C][C]1e-04[/C][/ROW]
[ROW][C]11[/C][C]0.467048[/C][C]3.6177[/C][C]0.000305[/C][/ROW]
[ROW][C]12[/C][C]0.419703[/C][C]3.251[/C][C]0.000944[/C][/ROW]
[ROW][C]13[/C][C]0.367736[/C][C]2.8485[/C][C]0.003004[/C][/ROW]
[ROW][C]14[/C][C]0.313477[/C][C]2.4282[/C][C]0.009095[/C][/ROW]
[ROW][C]15[/C][C]0.265078[/C][C]2.0533[/C][C]0.022206[/C][/ROW]
[ROW][C]16[/C][C]0.221004[/C][C]1.7119[/C][C]0.046041[/C][/ROW]
[ROW][C]17[/C][C]0.180419[/C][C]1.3975[/C][C]0.083702[/C][/ROW]
[ROW][C]18[/C][C]0.137742[/C][C]1.0669[/C][C]0.145136[/C][/ROW]
[ROW][C]19[/C][C]0.092465[/C][C]0.7162[/C][C]0.238315[/C][/ROW]
[ROW][C]20[/C][C]0.045733[/C][C]0.3542[/C][C]0.362198[/C][/ROW]
[ROW][C]21[/C][C]0.003989[/C][C]0.0309[/C][C]0.487726[/C][/ROW]
[ROW][C]22[/C][C]-0.031445[/C][C]-0.2436[/C][C]0.595803[/C][/ROW]
[ROW][C]23[/C][C]-0.063789[/C][C]-0.4941[/C][C]0.688482[/C][/ROW]
[ROW][C]24[/C][C]-0.097538[/C][C]-0.7555[/C][C]0.773554[/C][/ROW]
[ROW][C]25[/C][C]-0.134053[/C][C]-1.0384[/C][C]0.848368[/C][/ROW]
[ROW][C]26[/C][C]-0.171472[/C][C]-1.3282[/C][C]0.905432[/C][/ROW]
[ROW][C]27[/C][C]-0.205293[/C][C]-1.5902[/C][C]0.941476[/C][/ROW]
[ROW][C]28[/C][C]-0.233768[/C][C]-1.8108[/C][C]0.962407[/C][/ROW]
[ROW][C]29[/C][C]-0.258009[/C][C]-1.9985[/C][C]0.974902[/C][/ROW]
[ROW][C]30[/C][C]-0.282896[/C][C]-2.1913[/C][C]0.983838[/C][/ROW]
[ROW][C]31[/C][C]-0.309304[/C][C]-2.3959[/C][C]0.990141[/C][/ROW]
[ROW][C]32[/C][C]-0.335918[/C][C]-2.602[/C][C]0.994171[/C][/ROW]
[ROW][C]33[/C][C]-0.354095[/C][C]-2.7428[/C][C]0.99599[/C][/ROW]
[ROW][C]34[/C][C]-0.365981[/C][C]-2.8349[/C][C]0.996881[/C][/ROW]
[ROW][C]35[/C][C]-0.373588[/C][C]-2.8938[/C][C]0.997351[/C][/ROW]
[ROW][C]36[/C][C]-0.381253[/C][C]-2.9532[/C][C]0.997757[/C][/ROW]
[ROW][C]37[/C][C]-0.389043[/C][C]-3.0135[/C][C]0.99811[/C][/ROW]
[ROW][C]38[/C][C]-0.396811[/C][C]-3.0737[/C][C]0.99841[/C][/ROW]
[ROW][C]39[/C][C]-0.399474[/C][C]-3.0943[/C][C]0.998503[/C][/ROW]
[ROW][C]40[/C][C]-0.400443[/C][C]-3.1018[/C][C]0.998535[/C][/ROW]
[ROW][C]41[/C][C]-0.399258[/C][C]-3.0926[/C][C]0.998495[/C][/ROW]
[ROW][C]42[/C][C]-0.398459[/C][C]-3.0865[/C][C]0.998468[/C][/ROW]
[ROW][C]43[/C][C]-0.397891[/C][C]-3.0821[/C][C]0.998448[/C][/ROW]
[ROW][C]44[/C][C]-0.396911[/C][C]-3.0745[/C][C]0.998414[/C][/ROW]
[ROW][C]45[/C][C]-0.390083[/C][C]-3.0216[/C][C]0.998153[/C][/ROW]
[ROW][C]46[/C][C]-0.377105[/C][C]-2.921[/C][C]0.997545[/C][/ROW]
[ROW][C]47[/C][C]-0.359704[/C][C]-2.7863[/C][C]0.996436[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2815&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2815&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	0.953261	7.3839	0
2	0.902707	6.9923	0
3	0.853038	6.6076	0
4	0.806346	6.2459	0
5	0.759939	5.8865	0
6	0.712422	5.5184	0
7	0.660498	5.1162	2e-06
8	0.605124	4.6873	8e-06
9	0.55498	4.2989	3.2e-05
10	0.511418	3.9614	1e-04
11	0.467048	3.6177	0.000305
12	0.419703	3.251	0.000944
13	0.367736	2.8485	0.003004
14	0.313477	2.4282	0.009095
15	0.265078	2.0533	0.022206
16	0.221004	1.7119	0.046041
17	0.180419	1.3975	0.083702
18	0.137742	1.0669	0.145136
19	0.092465	0.7162	0.238315
20	0.045733	0.3542	0.362198
21	0.003989	0.0309	0.487726
22	-0.031445	-0.2436	0.595803
23	-0.063789	-0.4941	0.688482
24	-0.097538	-0.7555	0.773554
25	-0.134053	-1.0384	0.848368
26	-0.171472	-1.3282	0.905432
27	-0.205293	-1.5902	0.941476
28	-0.233768	-1.8108	0.962407
29	-0.258009	-1.9985	0.974902
30	-0.282896	-2.1913	0.983838
31	-0.309304	-2.3959	0.990141
32	-0.335918	-2.602	0.994171
33	-0.354095	-2.7428	0.99599
34	-0.365981	-2.8349	0.996881
35	-0.373588	-2.8938	0.997351
36	-0.381253	-2.9532	0.997757
37	-0.389043	-3.0135	0.99811
38	-0.396811	-3.0737	0.99841
39	-0.399474	-3.0943	0.998503
40	-0.400443	-3.1018	0.998535
41	-0.399258	-3.0926	0.998495
42	-0.398459	-3.0865	0.998468
43	-0.397891	-3.0821	0.998448
44	-0.396911	-3.0745	0.998414
45	-0.390083	-3.0216	0.998153
46	-0.377105	-2.921	0.997545
47	-0.359704	-2.7863	0.996436

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.953261	7.3839	0
1	-0.065723	-0.5091	0.69372
2	-0.015203	-0.1178	0.546675
3	0.005119	0.0397	0.48425
4	-0.025211	-0.1953	0.577084
5	-0.038206	-0.2959	0.615851
6	-0.074387	-0.5762	0.716683
7	-0.065876	-0.5103	0.694134
8	0.024798	0.1921	0.424162
9	0.03304	0.2559	0.399442
10	-0.044751	-0.3466	0.634961
11	-0.057927	-0.4487	0.672368
12	-0.076245	-0.5906	0.721494
13	-0.058675	-0.4545	0.674444
14	0.019957	0.1546	0.438833
15	-0.006293	-0.0487	0.519359
16	-0.001502	-0.0116	0.504622
17	-0.047062	-0.3645	0.641633
18	-0.054781	-0.4243	0.663578
19	-0.05474	-0.424	0.663463
20	0.000548	0.0042	0.498315
21	0.00976	0.0756	0.469996
22	-0.008347	-0.0647	0.52567
23	-0.039965	-0.3096	0.621018
24	-0.055536	-0.4302	0.665697
25	-0.048698	-0.3772	0.646326
26	-0.020023	-0.1551	0.561367
27	-0.006638	-0.0514	0.520418
28	-0.000752	-0.0058	0.502314
29	-0.033946	-0.2629	0.603253
30	-0.038861	-0.301	0.617779
31	-0.042698	-0.3307	0.629001
32	0.034994	0.2711	0.393638
33	0.004242	0.0329	0.486948
34	0.003578	0.0277	0.488992
35	-0.020404	-0.158	0.562524
36	-0.013742	-0.1064	0.542207
37	-0.027767	-0.2151	0.584784
38	0.005776	0.0447	0.482232
39	-0.041194	-0.3191	0.624616
40	-0.012065	-0.0935	0.537074
41	-0.016025	-0.1241	0.549185
42	-0.013374	-0.1036	0.541083
43	-0.021726	-0.1683	0.566539
44	0.019909	0.1542	0.438981
45	0.018478	0.1431	0.443335
46	0.02664	0.2064	0.418606
47	0.01294	0.1002	0.460248

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.953261 & 7.3839 & 0 \tabularnewline
1 & -0.065723 & -0.5091 & 0.69372 \tabularnewline
2 & -0.015203 & -0.1178 & 0.546675 \tabularnewline
3 & 0.005119 & 0.0397 & 0.48425 \tabularnewline
4 & -0.025211 & -0.1953 & 0.577084 \tabularnewline
5 & -0.038206 & -0.2959 & 0.615851 \tabularnewline
6 & -0.074387 & -0.5762 & 0.716683 \tabularnewline
7 & -0.065876 & -0.5103 & 0.694134 \tabularnewline
8 & 0.024798 & 0.1921 & 0.424162 \tabularnewline
9 & 0.03304 & 0.2559 & 0.399442 \tabularnewline
10 & -0.044751 & -0.3466 & 0.634961 \tabularnewline
11 & -0.057927 & -0.4487 & 0.672368 \tabularnewline
12 & -0.076245 & -0.5906 & 0.721494 \tabularnewline
13 & -0.058675 & -0.4545 & 0.674444 \tabularnewline
14 & 0.019957 & 0.1546 & 0.438833 \tabularnewline
15 & -0.006293 & -0.0487 & 0.519359 \tabularnewline
16 & -0.001502 & -0.0116 & 0.504622 \tabularnewline
17 & -0.047062 & -0.3645 & 0.641633 \tabularnewline
18 & -0.054781 & -0.4243 & 0.663578 \tabularnewline
19 & -0.05474 & -0.424 & 0.663463 \tabularnewline
20 & 0.000548 & 0.0042 & 0.498315 \tabularnewline
21 & 0.00976 & 0.0756 & 0.469996 \tabularnewline
22 & -0.008347 & -0.0647 & 0.52567 \tabularnewline
23 & -0.039965 & -0.3096 & 0.621018 \tabularnewline
24 & -0.055536 & -0.4302 & 0.665697 \tabularnewline
25 & -0.048698 & -0.3772 & 0.646326 \tabularnewline
26 & -0.020023 & -0.1551 & 0.561367 \tabularnewline
27 & -0.006638 & -0.0514 & 0.520418 \tabularnewline
28 & -0.000752 & -0.0058 & 0.502314 \tabularnewline
29 & -0.033946 & -0.2629 & 0.603253 \tabularnewline
30 & -0.038861 & -0.301 & 0.617779 \tabularnewline
31 & -0.042698 & -0.3307 & 0.629001 \tabularnewline
32 & 0.034994 & 0.2711 & 0.393638 \tabularnewline
33 & 0.004242 & 0.0329 & 0.486948 \tabularnewline
34 & 0.003578 & 0.0277 & 0.488992 \tabularnewline
35 & -0.020404 & -0.158 & 0.562524 \tabularnewline
36 & -0.013742 & -0.1064 & 0.542207 \tabularnewline
37 & -0.027767 & -0.2151 & 0.584784 \tabularnewline
38 & 0.005776 & 0.0447 & 0.482232 \tabularnewline
39 & -0.041194 & -0.3191 & 0.624616 \tabularnewline
40 & -0.012065 & -0.0935 & 0.537074 \tabularnewline
41 & -0.016025 & -0.1241 & 0.549185 \tabularnewline
42 & -0.013374 & -0.1036 & 0.541083 \tabularnewline
43 & -0.021726 & -0.1683 & 0.566539 \tabularnewline
44 & 0.019909 & 0.1542 & 0.438981 \tabularnewline
45 & 0.018478 & 0.1431 & 0.443335 \tabularnewline
46 & 0.02664 & 0.2064 & 0.418606 \tabularnewline
47 & 0.01294 & 0.1002 & 0.460248 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2815&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]0.953261[/C][C]7.3839[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.065723[/C][C]-0.5091[/C][C]0.69372[/C][/ROW]
[ROW][C]2[/C][C]-0.015203[/C][C]-0.1178[/C][C]0.546675[/C][/ROW]
[ROW][C]3[/C][C]0.005119[/C][C]0.0397[/C][C]0.48425[/C][/ROW]
[ROW][C]4[/C][C]-0.025211[/C][C]-0.1953[/C][C]0.577084[/C][/ROW]
[ROW][C]5[/C][C]-0.038206[/C][C]-0.2959[/C][C]0.615851[/C][/ROW]
[ROW][C]6[/C][C]-0.074387[/C][C]-0.5762[/C][C]0.716683[/C][/ROW]
[ROW][C]7[/C][C]-0.065876[/C][C]-0.5103[/C][C]0.694134[/C][/ROW]
[ROW][C]8[/C][C]0.024798[/C][C]0.1921[/C][C]0.424162[/C][/ROW]
[ROW][C]9[/C][C]0.03304[/C][C]0.2559[/C][C]0.399442[/C][/ROW]
[ROW][C]10[/C][C]-0.044751[/C][C]-0.3466[/C][C]0.634961[/C][/ROW]
[ROW][C]11[/C][C]-0.057927[/C][C]-0.4487[/C][C]0.672368[/C][/ROW]
[ROW][C]12[/C][C]-0.076245[/C][C]-0.5906[/C][C]0.721494[/C][/ROW]
[ROW][C]13[/C][C]-0.058675[/C][C]-0.4545[/C][C]0.674444[/C][/ROW]
[ROW][C]14[/C][C]0.019957[/C][C]0.1546[/C][C]0.438833[/C][/ROW]
[ROW][C]15[/C][C]-0.006293[/C][C]-0.0487[/C][C]0.519359[/C][/ROW]
[ROW][C]16[/C][C]-0.001502[/C][C]-0.0116[/C][C]0.504622[/C][/ROW]
[ROW][C]17[/C][C]-0.047062[/C][C]-0.3645[/C][C]0.641633[/C][/ROW]
[ROW][C]18[/C][C]-0.054781[/C][C]-0.4243[/C][C]0.663578[/C][/ROW]
[ROW][C]19[/C][C]-0.05474[/C][C]-0.424[/C][C]0.663463[/C][/ROW]
[ROW][C]20[/C][C]0.000548[/C][C]0.0042[/C][C]0.498315[/C][/ROW]
[ROW][C]21[/C][C]0.00976[/C][C]0.0756[/C][C]0.469996[/C][/ROW]
[ROW][C]22[/C][C]-0.008347[/C][C]-0.0647[/C][C]0.52567[/C][/ROW]
[ROW][C]23[/C][C]-0.039965[/C][C]-0.3096[/C][C]0.621018[/C][/ROW]
[ROW][C]24[/C][C]-0.055536[/C][C]-0.4302[/C][C]0.665697[/C][/ROW]
[ROW][C]25[/C][C]-0.048698[/C][C]-0.3772[/C][C]0.646326[/C][/ROW]
[ROW][C]26[/C][C]-0.020023[/C][C]-0.1551[/C][C]0.561367[/C][/ROW]
[ROW][C]27[/C][C]-0.006638[/C][C]-0.0514[/C][C]0.520418[/C][/ROW]
[ROW][C]28[/C][C]-0.000752[/C][C]-0.0058[/C][C]0.502314[/C][/ROW]
[ROW][C]29[/C][C]-0.033946[/C][C]-0.2629[/C][C]0.603253[/C][/ROW]
[ROW][C]30[/C][C]-0.038861[/C][C]-0.301[/C][C]0.617779[/C][/ROW]
[ROW][C]31[/C][C]-0.042698[/C][C]-0.3307[/C][C]0.629001[/C][/ROW]
[ROW][C]32[/C][C]0.034994[/C][C]0.2711[/C][C]0.393638[/C][/ROW]
[ROW][C]33[/C][C]0.004242[/C][C]0.0329[/C][C]0.486948[/C][/ROW]
[ROW][C]34[/C][C]0.003578[/C][C]0.0277[/C][C]0.488992[/C][/ROW]
[ROW][C]35[/C][C]-0.020404[/C][C]-0.158[/C][C]0.562524[/C][/ROW]
[ROW][C]36[/C][C]-0.013742[/C][C]-0.1064[/C][C]0.542207[/C][/ROW]
[ROW][C]37[/C][C]-0.027767[/C][C]-0.2151[/C][C]0.584784[/C][/ROW]
[ROW][C]38[/C][C]0.005776[/C][C]0.0447[/C][C]0.482232[/C][/ROW]
[ROW][C]39[/C][C]-0.041194[/C][C]-0.3191[/C][C]0.624616[/C][/ROW]
[ROW][C]40[/C][C]-0.012065[/C][C]-0.0935[/C][C]0.537074[/C][/ROW]
[ROW][C]41[/C][C]-0.016025[/C][C]-0.1241[/C][C]0.549185[/C][/ROW]
[ROW][C]42[/C][C]-0.013374[/C][C]-0.1036[/C][C]0.541083[/C][/ROW]
[ROW][C]43[/C][C]-0.021726[/C][C]-0.1683[/C][C]0.566539[/C][/ROW]
[ROW][C]44[/C][C]0.019909[/C][C]0.1542[/C][C]0.438981[/C][/ROW]
[ROW][C]45[/C][C]0.018478[/C][C]0.1431[/C][C]0.443335[/C][/ROW]
[ROW][C]46[/C][C]0.02664[/C][C]0.2064[/C][C]0.418606[/C][/ROW]
[ROW][C]47[/C][C]0.01294[/C][C]0.1002[/C][C]0.460248[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2815&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2815&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	0.953261	7.3839	0
1	-0.065723	-0.5091	0.69372
2	-0.015203	-0.1178	0.546675
3	0.005119	0.0397	0.48425
4	-0.025211	-0.1953	0.577084
5	-0.038206	-0.2959	0.615851
6	-0.074387	-0.5762	0.716683
7	-0.065876	-0.5103	0.694134
8	0.024798	0.1921	0.424162
9	0.03304	0.2559	0.399442
10	-0.044751	-0.3466	0.634961
11	-0.057927	-0.4487	0.672368
12	-0.076245	-0.5906	0.721494
13	-0.058675	-0.4545	0.674444
14	0.019957	0.1546	0.438833
15	-0.006293	-0.0487	0.519359
16	-0.001502	-0.0116	0.504622
17	-0.047062	-0.3645	0.641633
18	-0.054781	-0.4243	0.663578
19	-0.05474	-0.424	0.663463
20	0.000548	0.0042	0.498315
21	0.00976	0.0756	0.469996
22	-0.008347	-0.0647	0.52567
23	-0.039965	-0.3096	0.621018
24	-0.055536	-0.4302	0.665697
25	-0.048698	-0.3772	0.646326
26	-0.020023	-0.1551	0.561367
27	-0.006638	-0.0514	0.520418
28	-0.000752	-0.0058	0.502314
29	-0.033946	-0.2629	0.603253
30	-0.038861	-0.301	0.617779
31	-0.042698	-0.3307	0.629001
32	0.034994	0.2711	0.393638
33	0.004242	0.0329	0.486948
34	0.003578	0.0277	0.488992
35	-0.020404	-0.158	0.562524
36	-0.013742	-0.1064	0.542207
37	-0.027767	-0.2151	0.584784
38	0.005776	0.0447	0.482232
39	-0.041194	-0.3191	0.624616
40	-0.012065	-0.0935	0.537074
41	-0.016025	-0.1241	0.549185
42	-0.013374	-0.1036	0.541083
43	-0.021726	-0.1683	0.566539
44	0.019909	0.1542	0.438981
45	0.018478	0.1431	0.443335
46	0.02664	0.2064	0.418606
47	0.01294	0.1002	0.460248

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; 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 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