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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 13 Dec 2007 13:54:49 -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/13/t1197578390prdjlx0yquvpgdc.htm/, Retrieved Sun, 05 May 2024 11:08:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3723, Retrieved Sun, 05 May 2024 11:08:35 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Lise Swinnen Diesel

Estimated Impact

189

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

-       [(Partial) Autocorrelation Function] [paper diesel (vrm...] [2007-12-13 20:54:49] [a526d213baffe7453818dd375c9a7100] [Current]

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Dataseries X:

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Histogram

Boxplots

0,76
0,77
0,76
0,77
0,78
0,79
0,78
0,76
0,78
0,76
0,74
0,73
0,72
0,71
0,73
0,75
0,75
0,72
0,72
0,72
0,74
0,78
0,74
0,74
0,75
0,78
0,81
0,75
0,7
0,71
0,71
0,73
0,74
0,74
0,75
0,74
0,74
0,73
0,76
0,8
0,83
0,81
0,83
0,88
0,89
0,93
0,91
0,9
0,86
0,88
0,93
0,98
0,97
1,03
1,06
1,06
1,08
1,09
1,04
1

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3723&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3723&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3723&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	7.746	0
1	0.944417	7.3154	0
2	0.865982	6.7079	0
3	0.778547	6.0306	0
4	0.699128	5.4154	1e-06
5	0.626811	4.8553	4e-06
6	0.551329	4.2706	3.5e-05
7	0.477675	3.7001	0.000235
8	0.419913	3.2526	0.00094
9	0.367283	2.845	0.003034
10	0.332021	2.5718	0.006306
11	0.29936	2.3188	0.011914
12	0.25566	1.9803	0.026128
13	0.200218	1.5509	0.063095
14	0.137463	1.0648	0.14562
15	0.070068	0.5427	0.294659
16	0.018422	0.1427	0.443504
17	-0.021903	-0.1697	0.567075
18	-0.053509	-0.4145	0.659998
19	-0.085677	-0.6637	0.745272
20	-0.127127	-0.9847	0.835642
21	-0.161194	-1.2486	0.89167
22	-0.181339	-1.4046	0.917358
23	-0.192976	-1.4948	0.929894
24	-0.197792	-1.5321	0.934622
25	-0.206476	-1.5994	0.942503
26	-0.218675	-1.6939	0.95226
27	-0.219906	-1.7034	0.953164
28	-0.218183	-1.69	0.951895
29	-0.215898	-1.6723	0.950167
30	-0.207214	-1.6051	0.943136
31	-0.207109	-1.6043	0.943046
32	-0.210027	-1.6269	0.945496
33	-0.224336	-1.7377	0.956302
34	-0.24666	-1.9106	0.969582
35	-0.254641	-1.9724	0.973413
36	-0.260231	-2.0157	0.975844
37	-0.266032	-2.0607	0.978161
38	-0.273028	-2.1149	0.980698
39	-0.284594	-2.2045	0.984331
40	-0.284067	-2.2004	0.984179
41	-0.273344	-2.1173	0.980806
42	-0.264731	-2.0506	0.977659
43	-0.25682	-1.9893	0.974385
44	-0.247926	-1.9204	0.97022
45	-0.230804	-1.7878	0.960571
46	-0.205245	-1.5898	0.941435
47	-0.177999	-1.3788	0.913458

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.746 & 0 \tabularnewline
1 & 0.944417 & 7.3154 & 0 \tabularnewline
2 & 0.865982 & 6.7079 & 0 \tabularnewline
3 & 0.778547 & 6.0306 & 0 \tabularnewline
4 & 0.699128 & 5.4154 & 1e-06 \tabularnewline
5 & 0.626811 & 4.8553 & 4e-06 \tabularnewline
6 & 0.551329 & 4.2706 & 3.5e-05 \tabularnewline
7 & 0.477675 & 3.7001 & 0.000235 \tabularnewline
8 & 0.419913 & 3.2526 & 0.00094 \tabularnewline
9 & 0.367283 & 2.845 & 0.003034 \tabularnewline
10 & 0.332021 & 2.5718 & 0.006306 \tabularnewline
11 & 0.29936 & 2.3188 & 0.011914 \tabularnewline
12 & 0.25566 & 1.9803 & 0.026128 \tabularnewline
13 & 0.200218 & 1.5509 & 0.063095 \tabularnewline
14 & 0.137463 & 1.0648 & 0.14562 \tabularnewline
15 & 0.070068 & 0.5427 & 0.294659 \tabularnewline
16 & 0.018422 & 0.1427 & 0.443504 \tabularnewline
17 & -0.021903 & -0.1697 & 0.567075 \tabularnewline
18 & -0.053509 & -0.4145 & 0.659998 \tabularnewline
19 & -0.085677 & -0.6637 & 0.745272 \tabularnewline
20 & -0.127127 & -0.9847 & 0.835642 \tabularnewline
21 & -0.161194 & -1.2486 & 0.89167 \tabularnewline
22 & -0.181339 & -1.4046 & 0.917358 \tabularnewline
23 & -0.192976 & -1.4948 & 0.929894 \tabularnewline
24 & -0.197792 & -1.5321 & 0.934622 \tabularnewline
25 & -0.206476 & -1.5994 & 0.942503 \tabularnewline
26 & -0.218675 & -1.6939 & 0.95226 \tabularnewline
27 & -0.219906 & -1.7034 & 0.953164 \tabularnewline
28 & -0.218183 & -1.69 & 0.951895 \tabularnewline
29 & -0.215898 & -1.6723 & 0.950167 \tabularnewline
30 & -0.207214 & -1.6051 & 0.943136 \tabularnewline
31 & -0.207109 & -1.6043 & 0.943046 \tabularnewline
32 & -0.210027 & -1.6269 & 0.945496 \tabularnewline
33 & -0.224336 & -1.7377 & 0.956302 \tabularnewline
34 & -0.24666 & -1.9106 & 0.969582 \tabularnewline
35 & -0.254641 & -1.9724 & 0.973413 \tabularnewline
36 & -0.260231 & -2.0157 & 0.975844 \tabularnewline
37 & -0.266032 & -2.0607 & 0.978161 \tabularnewline
38 & -0.273028 & -2.1149 & 0.980698 \tabularnewline
39 & -0.284594 & -2.2045 & 0.984331 \tabularnewline
40 & -0.284067 & -2.2004 & 0.984179 \tabularnewline
41 & -0.273344 & -2.1173 & 0.980806 \tabularnewline
42 & -0.264731 & -2.0506 & 0.977659 \tabularnewline
43 & -0.25682 & -1.9893 & 0.974385 \tabularnewline
44 & -0.247926 & -1.9204 & 0.97022 \tabularnewline
45 & -0.230804 & -1.7878 & 0.960571 \tabularnewline
46 & -0.205245 & -1.5898 & 0.941435 \tabularnewline
47 & -0.177999 & -1.3788 & 0.913458 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3723&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]0.944417[/C][C]7.3154[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.865982[/C][C]6.7079[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.778547[/C][C]6.0306[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.699128[/C][C]5.4154[/C][C]1e-06[/C][/ROW]
[ROW][C]5[/C][C]0.626811[/C][C]4.8553[/C][C]4e-06[/C][/ROW]
[ROW][C]6[/C][C]0.551329[/C][C]4.2706[/C][C]3.5e-05[/C][/ROW]
[ROW][C]7[/C][C]0.477675[/C][C]3.7001[/C][C]0.000235[/C][/ROW]
[ROW][C]8[/C][C]0.419913[/C][C]3.2526[/C][C]0.00094[/C][/ROW]
[ROW][C]9[/C][C]0.367283[/C][C]2.845[/C][C]0.003034[/C][/ROW]
[ROW][C]10[/C][C]0.332021[/C][C]2.5718[/C][C]0.006306[/C][/ROW]
[ROW][C]11[/C][C]0.29936[/C][C]2.3188[/C][C]0.011914[/C][/ROW]
[ROW][C]12[/C][C]0.25566[/C][C]1.9803[/C][C]0.026128[/C][/ROW]
[ROW][C]13[/C][C]0.200218[/C][C]1.5509[/C][C]0.063095[/C][/ROW]
[ROW][C]14[/C][C]0.137463[/C][C]1.0648[/C][C]0.14562[/C][/ROW]
[ROW][C]15[/C][C]0.070068[/C][C]0.5427[/C][C]0.294659[/C][/ROW]
[ROW][C]16[/C][C]0.018422[/C][C]0.1427[/C][C]0.443504[/C][/ROW]
[ROW][C]17[/C][C]-0.021903[/C][C]-0.1697[/C][C]0.567075[/C][/ROW]
[ROW][C]18[/C][C]-0.053509[/C][C]-0.4145[/C][C]0.659998[/C][/ROW]
[ROW][C]19[/C][C]-0.085677[/C][C]-0.6637[/C][C]0.745272[/C][/ROW]
[ROW][C]20[/C][C]-0.127127[/C][C]-0.9847[/C][C]0.835642[/C][/ROW]
[ROW][C]21[/C][C]-0.161194[/C][C]-1.2486[/C][C]0.89167[/C][/ROW]
[ROW][C]22[/C][C]-0.181339[/C][C]-1.4046[/C][C]0.917358[/C][/ROW]
[ROW][C]23[/C][C]-0.192976[/C][C]-1.4948[/C][C]0.929894[/C][/ROW]
[ROW][C]24[/C][C]-0.197792[/C][C]-1.5321[/C][C]0.934622[/C][/ROW]
[ROW][C]25[/C][C]-0.206476[/C][C]-1.5994[/C][C]0.942503[/C][/ROW]
[ROW][C]26[/C][C]-0.218675[/C][C]-1.6939[/C][C]0.95226[/C][/ROW]
[ROW][C]27[/C][C]-0.219906[/C][C]-1.7034[/C][C]0.953164[/C][/ROW]
[ROW][C]28[/C][C]-0.218183[/C][C]-1.69[/C][C]0.951895[/C][/ROW]
[ROW][C]29[/C][C]-0.215898[/C][C]-1.6723[/C][C]0.950167[/C][/ROW]
[ROW][C]30[/C][C]-0.207214[/C][C]-1.6051[/C][C]0.943136[/C][/ROW]
[ROW][C]31[/C][C]-0.207109[/C][C]-1.6043[/C][C]0.943046[/C][/ROW]
[ROW][C]32[/C][C]-0.210027[/C][C]-1.6269[/C][C]0.945496[/C][/ROW]
[ROW][C]33[/C][C]-0.224336[/C][C]-1.7377[/C][C]0.956302[/C][/ROW]
[ROW][C]34[/C][C]-0.24666[/C][C]-1.9106[/C][C]0.969582[/C][/ROW]
[ROW][C]35[/C][C]-0.254641[/C][C]-1.9724[/C][C]0.973413[/C][/ROW]
[ROW][C]36[/C][C]-0.260231[/C][C]-2.0157[/C][C]0.975844[/C][/ROW]
[ROW][C]37[/C][C]-0.266032[/C][C]-2.0607[/C][C]0.978161[/C][/ROW]
[ROW][C]38[/C][C]-0.273028[/C][C]-2.1149[/C][C]0.980698[/C][/ROW]
[ROW][C]39[/C][C]-0.284594[/C][C]-2.2045[/C][C]0.984331[/C][/ROW]
[ROW][C]40[/C][C]-0.284067[/C][C]-2.2004[/C][C]0.984179[/C][/ROW]
[ROW][C]41[/C][C]-0.273344[/C][C]-2.1173[/C][C]0.980806[/C][/ROW]
[ROW][C]42[/C][C]-0.264731[/C][C]-2.0506[/C][C]0.977659[/C][/ROW]
[ROW][C]43[/C][C]-0.25682[/C][C]-1.9893[/C][C]0.974385[/C][/ROW]
[ROW][C]44[/C][C]-0.247926[/C][C]-1.9204[/C][C]0.97022[/C][/ROW]
[ROW][C]45[/C][C]-0.230804[/C][C]-1.7878[/C][C]0.960571[/C][/ROW]
[ROW][C]46[/C][C]-0.205245[/C][C]-1.5898[/C][C]0.941435[/C][/ROW]
[ROW][C]47[/C][C]-0.177999[/C][C]-1.3788[/C][C]0.913458[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3723&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3723&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	0.944417	7.3154	0
2	0.865982	6.7079	0
3	0.778547	6.0306	0
4	0.699128	5.4154	1e-06
5	0.626811	4.8553	4e-06
6	0.551329	4.2706	3.5e-05
7	0.477675	3.7001	0.000235
8	0.419913	3.2526	0.00094
9	0.367283	2.845	0.003034
10	0.332021	2.5718	0.006306
11	0.29936	2.3188	0.011914
12	0.25566	1.9803	0.026128
13	0.200218	1.5509	0.063095
14	0.137463	1.0648	0.14562
15	0.070068	0.5427	0.294659
16	0.018422	0.1427	0.443504
17	-0.021903	-0.1697	0.567075
18	-0.053509	-0.4145	0.659998
19	-0.085677	-0.6637	0.745272
20	-0.127127	-0.9847	0.835642
21	-0.161194	-1.2486	0.89167
22	-0.181339	-1.4046	0.917358
23	-0.192976	-1.4948	0.929894
24	-0.197792	-1.5321	0.934622
25	-0.206476	-1.5994	0.942503
26	-0.218675	-1.6939	0.95226
27	-0.219906	-1.7034	0.953164
28	-0.218183	-1.69	0.951895
29	-0.215898	-1.6723	0.950167
30	-0.207214	-1.6051	0.943136
31	-0.207109	-1.6043	0.943046
32	-0.210027	-1.6269	0.945496
33	-0.224336	-1.7377	0.956302
34	-0.24666	-1.9106	0.969582
35	-0.254641	-1.9724	0.973413
36	-0.260231	-2.0157	0.975844
37	-0.266032	-2.0607	0.978161
38	-0.273028	-2.1149	0.980698
39	-0.284594	-2.2045	0.984331
40	-0.284067	-2.2004	0.984179
41	-0.273344	-2.1173	0.980806
42	-0.264731	-2.0506	0.977659
43	-0.25682	-1.9893	0.974385
44	-0.247926	-1.9204	0.97022
45	-0.230804	-1.7878	0.960571
46	-0.205245	-1.5898	0.941435
47	-0.177999	-1.3788	0.913458

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.944417	7.3154	0
1	-0.240028	-1.8593	0.966051
2	-0.087591	-0.6785	0.749961
3	0.054305	0.4206	0.337759
4	-0.007116	-0.0551	0.521887
5	-0.109549	-0.8486	0.80025
6	-0.013153	-0.1019	0.540406
7	0.117073	0.9068	0.184058
8	-0.06174	-0.4782	0.682891
9	0.098164	0.7604	0.225003
10	-0.03603	-0.2791	0.609431
11	-0.156152	-1.2095	0.884401
12	-0.107774	-0.8348	0.796432
13	-0.0462	-0.3579	0.639148
14	-0.089781	-0.6954	0.755268
15	0.100129	0.7756	0.220517
16	0.06279	0.4864	0.314238
17	-0.02009	-0.1556	0.561571
18	-0.07425	-0.5751	0.716326
19	-0.131533	-1.0188	0.843817
20	0.013663	0.1058	0.458035
21	0.039487	0.3059	0.380382
22	0.020522	0.159	0.437115
23	0.033653	0.2607	0.397618
24	-0.00367	-0.0284	0.511292
25	-0.03836	-0.2971	0.616306
26	0.059354	0.4598	0.323677
27	-0.062151	-0.4814	0.684016
28	-0.089131	-0.6904	0.753699
29	0.083042	0.6432	0.26126
30	-0.051711	-0.4006	0.654913
31	-0.032717	-0.2534	0.599598
32	-0.103528	-0.8019	0.78712
33	-0.078368	-0.607	0.726942
34	0.069993	0.5422	0.294858
35	-0.053973	-0.4181	0.661307
36	-0.034062	-0.2638	0.603598
37	-0.022346	-0.1731	0.568418
38	-0.026887	-0.2083	0.582137
39	0.04564	0.3535	0.362466
40	-0.006312	-0.0489	0.519415
41	-0.078523	-0.6082	0.727336
42	-0.008898	-0.0689	0.527359
43	0.091047	0.7052	0.241692
44	0.098621	0.7639	0.223955
45	-0.013176	-0.1021	0.540475
46	0.012055	0.0934	0.462957
47	-0.03703	-0.2868	0.612385

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.944417 & 7.3154 & 0 \tabularnewline
1 & -0.240028 & -1.8593 & 0.966051 \tabularnewline
2 & -0.087591 & -0.6785 & 0.749961 \tabularnewline
3 & 0.054305 & 0.4206 & 0.337759 \tabularnewline
4 & -0.007116 & -0.0551 & 0.521887 \tabularnewline
5 & -0.109549 & -0.8486 & 0.80025 \tabularnewline
6 & -0.013153 & -0.1019 & 0.540406 \tabularnewline
7 & 0.117073 & 0.9068 & 0.184058 \tabularnewline
8 & -0.06174 & -0.4782 & 0.682891 \tabularnewline
9 & 0.098164 & 0.7604 & 0.225003 \tabularnewline
10 & -0.03603 & -0.2791 & 0.609431 \tabularnewline
11 & -0.156152 & -1.2095 & 0.884401 \tabularnewline
12 & -0.107774 & -0.8348 & 0.796432 \tabularnewline
13 & -0.0462 & -0.3579 & 0.639148 \tabularnewline
14 & -0.089781 & -0.6954 & 0.755268 \tabularnewline
15 & 0.100129 & 0.7756 & 0.220517 \tabularnewline
16 & 0.06279 & 0.4864 & 0.314238 \tabularnewline
17 & -0.02009 & -0.1556 & 0.561571 \tabularnewline
18 & -0.07425 & -0.5751 & 0.716326 \tabularnewline
19 & -0.131533 & -1.0188 & 0.843817 \tabularnewline
20 & 0.013663 & 0.1058 & 0.458035 \tabularnewline
21 & 0.039487 & 0.3059 & 0.380382 \tabularnewline
22 & 0.020522 & 0.159 & 0.437115 \tabularnewline
23 & 0.033653 & 0.2607 & 0.397618 \tabularnewline
24 & -0.00367 & -0.0284 & 0.511292 \tabularnewline
25 & -0.03836 & -0.2971 & 0.616306 \tabularnewline
26 & 0.059354 & 0.4598 & 0.323677 \tabularnewline
27 & -0.062151 & -0.4814 & 0.684016 \tabularnewline
28 & -0.089131 & -0.6904 & 0.753699 \tabularnewline
29 & 0.083042 & 0.6432 & 0.26126 \tabularnewline
30 & -0.051711 & -0.4006 & 0.654913 \tabularnewline
31 & -0.032717 & -0.2534 & 0.599598 \tabularnewline
32 & -0.103528 & -0.8019 & 0.78712 \tabularnewline
33 & -0.078368 & -0.607 & 0.726942 \tabularnewline
34 & 0.069993 & 0.5422 & 0.294858 \tabularnewline
35 & -0.053973 & -0.4181 & 0.661307 \tabularnewline
36 & -0.034062 & -0.2638 & 0.603598 \tabularnewline
37 & -0.022346 & -0.1731 & 0.568418 \tabularnewline
38 & -0.026887 & -0.2083 & 0.582137 \tabularnewline
39 & 0.04564 & 0.3535 & 0.362466 \tabularnewline
40 & -0.006312 & -0.0489 & 0.519415 \tabularnewline
41 & -0.078523 & -0.6082 & 0.727336 \tabularnewline
42 & -0.008898 & -0.0689 & 0.527359 \tabularnewline
43 & 0.091047 & 0.7052 & 0.241692 \tabularnewline
44 & 0.098621 & 0.7639 & 0.223955 \tabularnewline
45 & -0.013176 & -0.1021 & 0.540475 \tabularnewline
46 & 0.012055 & 0.0934 & 0.462957 \tabularnewline
47 & -0.03703 & -0.2868 & 0.612385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3723&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]0.944417[/C][C]7.3154[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.240028[/C][C]-1.8593[/C][C]0.966051[/C][/ROW]
[ROW][C]2[/C][C]-0.087591[/C][C]-0.6785[/C][C]0.749961[/C][/ROW]
[ROW][C]3[/C][C]0.054305[/C][C]0.4206[/C][C]0.337759[/C][/ROW]
[ROW][C]4[/C][C]-0.007116[/C][C]-0.0551[/C][C]0.521887[/C][/ROW]
[ROW][C]5[/C][C]-0.109549[/C][C]-0.8486[/C][C]0.80025[/C][/ROW]
[ROW][C]6[/C][C]-0.013153[/C][C]-0.1019[/C][C]0.540406[/C][/ROW]
[ROW][C]7[/C][C]0.117073[/C][C]0.9068[/C][C]0.184058[/C][/ROW]
[ROW][C]8[/C][C]-0.06174[/C][C]-0.4782[/C][C]0.682891[/C][/ROW]
[ROW][C]9[/C][C]0.098164[/C][C]0.7604[/C][C]0.225003[/C][/ROW]
[ROW][C]10[/C][C]-0.03603[/C][C]-0.2791[/C][C]0.609431[/C][/ROW]
[ROW][C]11[/C][C]-0.156152[/C][C]-1.2095[/C][C]0.884401[/C][/ROW]
[ROW][C]12[/C][C]-0.107774[/C][C]-0.8348[/C][C]0.796432[/C][/ROW]
[ROW][C]13[/C][C]-0.0462[/C][C]-0.3579[/C][C]0.639148[/C][/ROW]
[ROW][C]14[/C][C]-0.089781[/C][C]-0.6954[/C][C]0.755268[/C][/ROW]
[ROW][C]15[/C][C]0.100129[/C][C]0.7756[/C][C]0.220517[/C][/ROW]
[ROW][C]16[/C][C]0.06279[/C][C]0.4864[/C][C]0.314238[/C][/ROW]
[ROW][C]17[/C][C]-0.02009[/C][C]-0.1556[/C][C]0.561571[/C][/ROW]
[ROW][C]18[/C][C]-0.07425[/C][C]-0.5751[/C][C]0.716326[/C][/ROW]
[ROW][C]19[/C][C]-0.131533[/C][C]-1.0188[/C][C]0.843817[/C][/ROW]
[ROW][C]20[/C][C]0.013663[/C][C]0.1058[/C][C]0.458035[/C][/ROW]
[ROW][C]21[/C][C]0.039487[/C][C]0.3059[/C][C]0.380382[/C][/ROW]
[ROW][C]22[/C][C]0.020522[/C][C]0.159[/C][C]0.437115[/C][/ROW]
[ROW][C]23[/C][C]0.033653[/C][C]0.2607[/C][C]0.397618[/C][/ROW]
[ROW][C]24[/C][C]-0.00367[/C][C]-0.0284[/C][C]0.511292[/C][/ROW]
[ROW][C]25[/C][C]-0.03836[/C][C]-0.2971[/C][C]0.616306[/C][/ROW]
[ROW][C]26[/C][C]0.059354[/C][C]0.4598[/C][C]0.323677[/C][/ROW]
[ROW][C]27[/C][C]-0.062151[/C][C]-0.4814[/C][C]0.684016[/C][/ROW]
[ROW][C]28[/C][C]-0.089131[/C][C]-0.6904[/C][C]0.753699[/C][/ROW]
[ROW][C]29[/C][C]0.083042[/C][C]0.6432[/C][C]0.26126[/C][/ROW]
[ROW][C]30[/C][C]-0.051711[/C][C]-0.4006[/C][C]0.654913[/C][/ROW]
[ROW][C]31[/C][C]-0.032717[/C][C]-0.2534[/C][C]0.599598[/C][/ROW]
[ROW][C]32[/C][C]-0.103528[/C][C]-0.8019[/C][C]0.78712[/C][/ROW]
[ROW][C]33[/C][C]-0.078368[/C][C]-0.607[/C][C]0.726942[/C][/ROW]
[ROW][C]34[/C][C]0.069993[/C][C]0.5422[/C][C]0.294858[/C][/ROW]
[ROW][C]35[/C][C]-0.053973[/C][C]-0.4181[/C][C]0.661307[/C][/ROW]
[ROW][C]36[/C][C]-0.034062[/C][C]-0.2638[/C][C]0.603598[/C][/ROW]
[ROW][C]37[/C][C]-0.022346[/C][C]-0.1731[/C][C]0.568418[/C][/ROW]
[ROW][C]38[/C][C]-0.026887[/C][C]-0.2083[/C][C]0.582137[/C][/ROW]
[ROW][C]39[/C][C]0.04564[/C][C]0.3535[/C][C]0.362466[/C][/ROW]
[ROW][C]40[/C][C]-0.006312[/C][C]-0.0489[/C][C]0.519415[/C][/ROW]
[ROW][C]41[/C][C]-0.078523[/C][C]-0.6082[/C][C]0.727336[/C][/ROW]
[ROW][C]42[/C][C]-0.008898[/C][C]-0.0689[/C][C]0.527359[/C][/ROW]
[ROW][C]43[/C][C]0.091047[/C][C]0.7052[/C][C]0.241692[/C][/ROW]
[ROW][C]44[/C][C]0.098621[/C][C]0.7639[/C][C]0.223955[/C][/ROW]
[ROW][C]45[/C][C]-0.013176[/C][C]-0.1021[/C][C]0.540475[/C][/ROW]
[ROW][C]46[/C][C]0.012055[/C][C]0.0934[/C][C]0.462957[/C][/ROW]
[ROW][C]47[/C][C]-0.03703[/C][C]-0.2868[/C][C]0.612385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3723&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3723&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	0.944417	7.3154	0
1	-0.240028	-1.8593	0.966051
2	-0.087591	-0.6785	0.749961
3	0.054305	0.4206	0.337759
4	-0.007116	-0.0551	0.521887
5	-0.109549	-0.8486	0.80025
6	-0.013153	-0.1019	0.540406
7	0.117073	0.9068	0.184058
8	-0.06174	-0.4782	0.682891
9	0.098164	0.7604	0.225003
10	-0.03603	-0.2791	0.609431
11	-0.156152	-1.2095	0.884401
12	-0.107774	-0.8348	0.796432
13	-0.0462	-0.3579	0.639148
14	-0.089781	-0.6954	0.755268
15	0.100129	0.7756	0.220517
16	0.06279	0.4864	0.314238
17	-0.02009	-0.1556	0.561571
18	-0.07425	-0.5751	0.716326
19	-0.131533	-1.0188	0.843817
20	0.013663	0.1058	0.458035
21	0.039487	0.3059	0.380382
22	0.020522	0.159	0.437115
23	0.033653	0.2607	0.397618
24	-0.00367	-0.0284	0.511292
25	-0.03836	-0.2971	0.616306
26	0.059354	0.4598	0.323677
27	-0.062151	-0.4814	0.684016
28	-0.089131	-0.6904	0.753699
29	0.083042	0.6432	0.26126
30	-0.051711	-0.4006	0.654913
31	-0.032717	-0.2534	0.599598
32	-0.103528	-0.8019	0.78712
33	-0.078368	-0.607	0.726942
34	0.069993	0.5422	0.294858
35	-0.053973	-0.4181	0.661307
36	-0.034062	-0.2638	0.603598
37	-0.022346	-0.1731	0.568418
38	-0.026887	-0.2083	0.582137
39	0.04564	0.3535	0.362466
40	-0.006312	-0.0489	0.519415
41	-0.078523	-0.6082	0.727336
42	-0.008898	-0.0689	0.527359
43	0.091047	0.7052	0.241692
44	0.098621	0.7639	0.223955
45	-0.013176	-0.1021	0.540475
46	0.012055	0.0934	0.462957
47	-0.03703	-0.2868	0.612385

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 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