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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 13:57:38 -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/t1197578574vm3chdcji7y7gie.htm/, Retrieved Sun, 05 May 2024 18:22:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3725, Retrieved Sun, 05 May 2024 18:22:31 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Lise Swinnen Diesel

Estimated Impact

163

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 20:57:38] [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=3725&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=3725&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3725&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	7.6811	0
1	0.202949	1.5589	0.062186
2	-0.116978	-0.8985	0.81372
3	-0.112941	-0.8675	0.805412
4	-0.049118	-0.3773	0.646341
5	0.039657	0.3046	0.380866
6	0.063291	0.4861	0.314332
7	-0.055607	-0.4271	0.664577
8	-0.130952	-1.0059	0.840704
9	-0.123469	-0.9484	0.826598
10	0.136319	1.0471	0.149666
11	0.252039	1.9359	0.028835
12	-0.013001	-0.0999	0.539605
13	0.04339	0.3333	0.370051
14	-0.008456	-0.065	0.525785
15	-0.086168	-0.6619	0.744684
16	-0.171311	-1.3159	0.903346
17	0.016442	0.1263	0.449963
18	0.084168	0.6465	0.260229
19	0.052375	0.4023	0.344458
20	0.020209	0.1552	0.438587
21	-0.013868	-0.1065	0.542234
22	-0.074059	-0.5689	0.714194
23	-0.173443	-1.3322	0.906048
24	0.072104	0.5538	0.29089
25	0.049196	0.3779	0.353438
26	-0.108894	-0.8364	0.796857
27	-0.142223	-1.0924	0.860459
28	-0.046183	-0.3547	0.637974
29	-0.019103	-0.1467	0.558079
30	0.137263	1.0543	0.148013
31	0.115351	0.886	0.189599
32	-0.028664	-0.2202	0.586752
33	-0.152627	-1.1723	0.877115
34	-0.117202	-0.9002	0.814176
35	0.065652	0.5043	0.307969
36	0.034399	0.2642	0.396263
37	-0.008645	-0.0664	0.526359
38	-0.078634	-0.604	0.725921
39	0.014666	0.1127	0.455343
40	-0.051794	-0.3978	0.653907
41	0.002148	0.0165	0.493447
42	0.03313	0.2545	0.400007
43	-0.09021	-0.6929	0.754459
44	-0.133711	-1.0271	0.845706
45	-0.000761	-0.0058	0.502321
46	0.035577	0.2733	0.392798
47	-0.015812	-0.1215	0.548128

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 7.6811 & 0 \tabularnewline
1 & 0.202949 & 1.5589 & 0.062186 \tabularnewline
2 & -0.116978 & -0.8985 & 0.81372 \tabularnewline
3 & -0.112941 & -0.8675 & 0.805412 \tabularnewline
4 & -0.049118 & -0.3773 & 0.646341 \tabularnewline
5 & 0.039657 & 0.3046 & 0.380866 \tabularnewline
6 & 0.063291 & 0.4861 & 0.314332 \tabularnewline
7 & -0.055607 & -0.4271 & 0.664577 \tabularnewline
8 & -0.130952 & -1.0059 & 0.840704 \tabularnewline
9 & -0.123469 & -0.9484 & 0.826598 \tabularnewline
10 & 0.136319 & 1.0471 & 0.149666 \tabularnewline
11 & 0.252039 & 1.9359 & 0.028835 \tabularnewline
12 & -0.013001 & -0.0999 & 0.539605 \tabularnewline
13 & 0.04339 & 0.3333 & 0.370051 \tabularnewline
14 & -0.008456 & -0.065 & 0.525785 \tabularnewline
15 & -0.086168 & -0.6619 & 0.744684 \tabularnewline
16 & -0.171311 & -1.3159 & 0.903346 \tabularnewline
17 & 0.016442 & 0.1263 & 0.449963 \tabularnewline
18 & 0.084168 & 0.6465 & 0.260229 \tabularnewline
19 & 0.052375 & 0.4023 & 0.344458 \tabularnewline
20 & 0.020209 & 0.1552 & 0.438587 \tabularnewline
21 & -0.013868 & -0.1065 & 0.542234 \tabularnewline
22 & -0.074059 & -0.5689 & 0.714194 \tabularnewline
23 & -0.173443 & -1.3322 & 0.906048 \tabularnewline
24 & 0.072104 & 0.5538 & 0.29089 \tabularnewline
25 & 0.049196 & 0.3779 & 0.353438 \tabularnewline
26 & -0.108894 & -0.8364 & 0.796857 \tabularnewline
27 & -0.142223 & -1.0924 & 0.860459 \tabularnewline
28 & -0.046183 & -0.3547 & 0.637974 \tabularnewline
29 & -0.019103 & -0.1467 & 0.558079 \tabularnewline
30 & 0.137263 & 1.0543 & 0.148013 \tabularnewline
31 & 0.115351 & 0.886 & 0.189599 \tabularnewline
32 & -0.028664 & -0.2202 & 0.586752 \tabularnewline
33 & -0.152627 & -1.1723 & 0.877115 \tabularnewline
34 & -0.117202 & -0.9002 & 0.814176 \tabularnewline
35 & 0.065652 & 0.5043 & 0.307969 \tabularnewline
36 & 0.034399 & 0.2642 & 0.396263 \tabularnewline
37 & -0.008645 & -0.0664 & 0.526359 \tabularnewline
38 & -0.078634 & -0.604 & 0.725921 \tabularnewline
39 & 0.014666 & 0.1127 & 0.455343 \tabularnewline
40 & -0.051794 & -0.3978 & 0.653907 \tabularnewline
41 & 0.002148 & 0.0165 & 0.493447 \tabularnewline
42 & 0.03313 & 0.2545 & 0.400007 \tabularnewline
43 & -0.09021 & -0.6929 & 0.754459 \tabularnewline
44 & -0.133711 & -1.0271 & 0.845706 \tabularnewline
45 & -0.000761 & -0.0058 & 0.502321 \tabularnewline
46 & 0.035577 & 0.2733 & 0.392798 \tabularnewline
47 & -0.015812 & -0.1215 & 0.548128 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3725&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]7.6811[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.202949[/C][C]1.5589[/C][C]0.062186[/C][/ROW]
[ROW][C]2[/C][C]-0.116978[/C][C]-0.8985[/C][C]0.81372[/C][/ROW]
[ROW][C]3[/C][C]-0.112941[/C][C]-0.8675[/C][C]0.805412[/C][/ROW]
[ROW][C]4[/C][C]-0.049118[/C][C]-0.3773[/C][C]0.646341[/C][/ROW]
[ROW][C]5[/C][C]0.039657[/C][C]0.3046[/C][C]0.380866[/C][/ROW]
[ROW][C]6[/C][C]0.063291[/C][C]0.4861[/C][C]0.314332[/C][/ROW]
[ROW][C]7[/C][C]-0.055607[/C][C]-0.4271[/C][C]0.664577[/C][/ROW]
[ROW][C]8[/C][C]-0.130952[/C][C]-1.0059[/C][C]0.840704[/C][/ROW]
[ROW][C]9[/C][C]-0.123469[/C][C]-0.9484[/C][C]0.826598[/C][/ROW]
[ROW][C]10[/C][C]0.136319[/C][C]1.0471[/C][C]0.149666[/C][/ROW]
[ROW][C]11[/C][C]0.252039[/C][C]1.9359[/C][C]0.028835[/C][/ROW]
[ROW][C]12[/C][C]-0.013001[/C][C]-0.0999[/C][C]0.539605[/C][/ROW]
[ROW][C]13[/C][C]0.04339[/C][C]0.3333[/C][C]0.370051[/C][/ROW]
[ROW][C]14[/C][C]-0.008456[/C][C]-0.065[/C][C]0.525785[/C][/ROW]
[ROW][C]15[/C][C]-0.086168[/C][C]-0.6619[/C][C]0.744684[/C][/ROW]
[ROW][C]16[/C][C]-0.171311[/C][C]-1.3159[/C][C]0.903346[/C][/ROW]
[ROW][C]17[/C][C]0.016442[/C][C]0.1263[/C][C]0.449963[/C][/ROW]
[ROW][C]18[/C][C]0.084168[/C][C]0.6465[/C][C]0.260229[/C][/ROW]
[ROW][C]19[/C][C]0.052375[/C][C]0.4023[/C][C]0.344458[/C][/ROW]
[ROW][C]20[/C][C]0.020209[/C][C]0.1552[/C][C]0.438587[/C][/ROW]
[ROW][C]21[/C][C]-0.013868[/C][C]-0.1065[/C][C]0.542234[/C][/ROW]
[ROW][C]22[/C][C]-0.074059[/C][C]-0.5689[/C][C]0.714194[/C][/ROW]
[ROW][C]23[/C][C]-0.173443[/C][C]-1.3322[/C][C]0.906048[/C][/ROW]
[ROW][C]24[/C][C]0.072104[/C][C]0.5538[/C][C]0.29089[/C][/ROW]
[ROW][C]25[/C][C]0.049196[/C][C]0.3779[/C][C]0.353438[/C][/ROW]
[ROW][C]26[/C][C]-0.108894[/C][C]-0.8364[/C][C]0.796857[/C][/ROW]
[ROW][C]27[/C][C]-0.142223[/C][C]-1.0924[/C][C]0.860459[/C][/ROW]
[ROW][C]28[/C][C]-0.046183[/C][C]-0.3547[/C][C]0.637974[/C][/ROW]
[ROW][C]29[/C][C]-0.019103[/C][C]-0.1467[/C][C]0.558079[/C][/ROW]
[ROW][C]30[/C][C]0.137263[/C][C]1.0543[/C][C]0.148013[/C][/ROW]
[ROW][C]31[/C][C]0.115351[/C][C]0.886[/C][C]0.189599[/C][/ROW]
[ROW][C]32[/C][C]-0.028664[/C][C]-0.2202[/C][C]0.586752[/C][/ROW]
[ROW][C]33[/C][C]-0.152627[/C][C]-1.1723[/C][C]0.877115[/C][/ROW]
[ROW][C]34[/C][C]-0.117202[/C][C]-0.9002[/C][C]0.814176[/C][/ROW]
[ROW][C]35[/C][C]0.065652[/C][C]0.5043[/C][C]0.307969[/C][/ROW]
[ROW][C]36[/C][C]0.034399[/C][C]0.2642[/C][C]0.396263[/C][/ROW]
[ROW][C]37[/C][C]-0.008645[/C][C]-0.0664[/C][C]0.526359[/C][/ROW]
[ROW][C]38[/C][C]-0.078634[/C][C]-0.604[/C][C]0.725921[/C][/ROW]
[ROW][C]39[/C][C]0.014666[/C][C]0.1127[/C][C]0.455343[/C][/ROW]
[ROW][C]40[/C][C]-0.051794[/C][C]-0.3978[/C][C]0.653907[/C][/ROW]
[ROW][C]41[/C][C]0.002148[/C][C]0.0165[/C][C]0.493447[/C][/ROW]
[ROW][C]42[/C][C]0.03313[/C][C]0.2545[/C][C]0.400007[/C][/ROW]
[ROW][C]43[/C][C]-0.09021[/C][C]-0.6929[/C][C]0.754459[/C][/ROW]
[ROW][C]44[/C][C]-0.133711[/C][C]-1.0271[/C][C]0.845706[/C][/ROW]
[ROW][C]45[/C][C]-0.000761[/C][C]-0.0058[/C][C]0.502321[/C][/ROW]
[ROW][C]46[/C][C]0.035577[/C][C]0.2733[/C][C]0.392798[/C][/ROW]
[ROW][C]47[/C][C]-0.015812[/C][C]-0.1215[/C][C]0.548128[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3725&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3725&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	7.6811	0
1	0.202949	1.5589	0.062186
2	-0.116978	-0.8985	0.81372
3	-0.112941	-0.8675	0.805412
4	-0.049118	-0.3773	0.646341
5	0.039657	0.3046	0.380866
6	0.063291	0.4861	0.314332
7	-0.055607	-0.4271	0.664577
8	-0.130952	-1.0059	0.840704
9	-0.123469	-0.9484	0.826598
10	0.136319	1.0471	0.149666
11	0.252039	1.9359	0.028835
12	-0.013001	-0.0999	0.539605
13	0.04339	0.3333	0.370051
14	-0.008456	-0.065	0.525785
15	-0.086168	-0.6619	0.744684
16	-0.171311	-1.3159	0.903346
17	0.016442	0.1263	0.449963
18	0.084168	0.6465	0.260229
19	0.052375	0.4023	0.344458
20	0.020209	0.1552	0.438587
21	-0.013868	-0.1065	0.542234
22	-0.074059	-0.5689	0.714194
23	-0.173443	-1.3322	0.906048
24	0.072104	0.5538	0.29089
25	0.049196	0.3779	0.353438
26	-0.108894	-0.8364	0.796857
27	-0.142223	-1.0924	0.860459
28	-0.046183	-0.3547	0.637974
29	-0.019103	-0.1467	0.558079
30	0.137263	1.0543	0.148013
31	0.115351	0.886	0.189599
32	-0.028664	-0.2202	0.586752
33	-0.152627	-1.1723	0.877115
34	-0.117202	-0.9002	0.814176
35	0.065652	0.5043	0.307969
36	0.034399	0.2642	0.396263
37	-0.008645	-0.0664	0.526359
38	-0.078634	-0.604	0.725921
39	0.014666	0.1127	0.455343
40	-0.051794	-0.3978	0.653907
41	0.002148	0.0165	0.493447
42	0.03313	0.2545	0.400007
43	-0.09021	-0.6929	0.754459
44	-0.133711	-1.0271	0.845706
45	-0.000761	-0.0058	0.502321
46	0.035577	0.2733	0.392798
47	-0.015812	-0.1215	0.548128

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.202949	1.5589	0.062186
1	-0.164961	-1.2671	0.894948
2	-0.055542	-0.4266	0.664398
3	-0.032198	-0.2473	0.597238
4	0.036523	0.2805	0.390022
5	0.03207	0.2463	0.40314
6	-0.078663	-0.6042	0.725994
7	-0.092429	-0.71	0.759737
8	-0.089429	-0.6869	0.752588
9	0.16113	1.2377	0.110372
10	0.158447	1.2171	0.114215
11	-0.099576	-0.7649	0.776297
12	0.151048	1.1602	0.125317
13	-0.015765	-0.1211	0.547985
14	-0.073335	-0.5633	0.712317
15	-0.204173	-1.5683	0.938918
16	0.077125	0.5924	0.277921
17	0.077117	0.5923	0.27794
18	0.058685	0.4508	0.326904
19	0.042234	0.3244	0.37339
20	-0.054759	-0.4206	0.662217
21	-0.059448	-0.4566	0.675193
22	-0.234994	-1.805	0.961913
23	0.053961	0.4145	0.340011
24	-0.018265	-0.1403	0.555547
25	-0.026329	-0.2022	0.579787
26	-0.010019	-0.077	0.530541
27	-0.056148	-0.4313	0.666083
28	-0.037918	-0.2913	0.614062
29	0.041059	0.3154	0.376793
30	0.003723	0.0286	0.48864
31	-0.077455	-0.5949	0.722921
32	-0.017301	-0.1329	0.552635
33	0.003868	0.0297	0.488199
34	0.002178	0.0167	0.493354
35	0.007026	0.054	0.478571
36	-0.002266	-0.0174	0.506915
37	-0.072776	-0.559	0.710863
38	0.061821	0.4749	0.318321
39	-0.067761	-0.5205	0.697661
40	-0.055068	-0.423	0.663078
41	-0.012122	-0.0931	0.536933
42	-0.121604	-0.9341	0.82296
43	-0.084652	-0.6502	0.740964
44	0.026493	0.2035	0.419724
45	0.029074	0.2233	0.412029
46	-0.016971	-0.1304	0.551636
47	0.024192	0.1858	0.42661

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.202949 & 1.5589 & 0.062186 \tabularnewline
1 & -0.164961 & -1.2671 & 0.894948 \tabularnewline
2 & -0.055542 & -0.4266 & 0.664398 \tabularnewline
3 & -0.032198 & -0.2473 & 0.597238 \tabularnewline
4 & 0.036523 & 0.2805 & 0.390022 \tabularnewline
5 & 0.03207 & 0.2463 & 0.40314 \tabularnewline
6 & -0.078663 & -0.6042 & 0.725994 \tabularnewline
7 & -0.092429 & -0.71 & 0.759737 \tabularnewline
8 & -0.089429 & -0.6869 & 0.752588 \tabularnewline
9 & 0.16113 & 1.2377 & 0.110372 \tabularnewline
10 & 0.158447 & 1.2171 & 0.114215 \tabularnewline
11 & -0.099576 & -0.7649 & 0.776297 \tabularnewline
12 & 0.151048 & 1.1602 & 0.125317 \tabularnewline
13 & -0.015765 & -0.1211 & 0.547985 \tabularnewline
14 & -0.073335 & -0.5633 & 0.712317 \tabularnewline
15 & -0.204173 & -1.5683 & 0.938918 \tabularnewline
16 & 0.077125 & 0.5924 & 0.277921 \tabularnewline
17 & 0.077117 & 0.5923 & 0.27794 \tabularnewline
18 & 0.058685 & 0.4508 & 0.326904 \tabularnewline
19 & 0.042234 & 0.3244 & 0.37339 \tabularnewline
20 & -0.054759 & -0.4206 & 0.662217 \tabularnewline
21 & -0.059448 & -0.4566 & 0.675193 \tabularnewline
22 & -0.234994 & -1.805 & 0.961913 \tabularnewline
23 & 0.053961 & 0.4145 & 0.340011 \tabularnewline
24 & -0.018265 & -0.1403 & 0.555547 \tabularnewline
25 & -0.026329 & -0.2022 & 0.579787 \tabularnewline
26 & -0.010019 & -0.077 & 0.530541 \tabularnewline
27 & -0.056148 & -0.4313 & 0.666083 \tabularnewline
28 & -0.037918 & -0.2913 & 0.614062 \tabularnewline
29 & 0.041059 & 0.3154 & 0.376793 \tabularnewline
30 & 0.003723 & 0.0286 & 0.48864 \tabularnewline
31 & -0.077455 & -0.5949 & 0.722921 \tabularnewline
32 & -0.017301 & -0.1329 & 0.552635 \tabularnewline
33 & 0.003868 & 0.0297 & 0.488199 \tabularnewline
34 & 0.002178 & 0.0167 & 0.493354 \tabularnewline
35 & 0.007026 & 0.054 & 0.478571 \tabularnewline
36 & -0.002266 & -0.0174 & 0.506915 \tabularnewline
37 & -0.072776 & -0.559 & 0.710863 \tabularnewline
38 & 0.061821 & 0.4749 & 0.318321 \tabularnewline
39 & -0.067761 & -0.5205 & 0.697661 \tabularnewline
40 & -0.055068 & -0.423 & 0.663078 \tabularnewline
41 & -0.012122 & -0.0931 & 0.536933 \tabularnewline
42 & -0.121604 & -0.9341 & 0.82296 \tabularnewline
43 & -0.084652 & -0.6502 & 0.740964 \tabularnewline
44 & 0.026493 & 0.2035 & 0.419724 \tabularnewline
45 & 0.029074 & 0.2233 & 0.412029 \tabularnewline
46 & -0.016971 & -0.1304 & 0.551636 \tabularnewline
47 & 0.024192 & 0.1858 & 0.42661 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3725&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]0.202949[/C][C]1.5589[/C][C]0.062186[/C][/ROW]
[ROW][C]1[/C][C]-0.164961[/C][C]-1.2671[/C][C]0.894948[/C][/ROW]
[ROW][C]2[/C][C]-0.055542[/C][C]-0.4266[/C][C]0.664398[/C][/ROW]
[ROW][C]3[/C][C]-0.032198[/C][C]-0.2473[/C][C]0.597238[/C][/ROW]
[ROW][C]4[/C][C]0.036523[/C][C]0.2805[/C][C]0.390022[/C][/ROW]
[ROW][C]5[/C][C]0.03207[/C][C]0.2463[/C][C]0.40314[/C][/ROW]
[ROW][C]6[/C][C]-0.078663[/C][C]-0.6042[/C][C]0.725994[/C][/ROW]
[ROW][C]7[/C][C]-0.092429[/C][C]-0.71[/C][C]0.759737[/C][/ROW]
[ROW][C]8[/C][C]-0.089429[/C][C]-0.6869[/C][C]0.752588[/C][/ROW]
[ROW][C]9[/C][C]0.16113[/C][C]1.2377[/C][C]0.110372[/C][/ROW]
[ROW][C]10[/C][C]0.158447[/C][C]1.2171[/C][C]0.114215[/C][/ROW]
[ROW][C]11[/C][C]-0.099576[/C][C]-0.7649[/C][C]0.776297[/C][/ROW]
[ROW][C]12[/C][C]0.151048[/C][C]1.1602[/C][C]0.125317[/C][/ROW]
[ROW][C]13[/C][C]-0.015765[/C][C]-0.1211[/C][C]0.547985[/C][/ROW]
[ROW][C]14[/C][C]-0.073335[/C][C]-0.5633[/C][C]0.712317[/C][/ROW]
[ROW][C]15[/C][C]-0.204173[/C][C]-1.5683[/C][C]0.938918[/C][/ROW]
[ROW][C]16[/C][C]0.077125[/C][C]0.5924[/C][C]0.277921[/C][/ROW]
[ROW][C]17[/C][C]0.077117[/C][C]0.5923[/C][C]0.27794[/C][/ROW]
[ROW][C]18[/C][C]0.058685[/C][C]0.4508[/C][C]0.326904[/C][/ROW]
[ROW][C]19[/C][C]0.042234[/C][C]0.3244[/C][C]0.37339[/C][/ROW]
[ROW][C]20[/C][C]-0.054759[/C][C]-0.4206[/C][C]0.662217[/C][/ROW]
[ROW][C]21[/C][C]-0.059448[/C][C]-0.4566[/C][C]0.675193[/C][/ROW]
[ROW][C]22[/C][C]-0.234994[/C][C]-1.805[/C][C]0.961913[/C][/ROW]
[ROW][C]23[/C][C]0.053961[/C][C]0.4145[/C][C]0.340011[/C][/ROW]
[ROW][C]24[/C][C]-0.018265[/C][C]-0.1403[/C][C]0.555547[/C][/ROW]
[ROW][C]25[/C][C]-0.026329[/C][C]-0.2022[/C][C]0.579787[/C][/ROW]
[ROW][C]26[/C][C]-0.010019[/C][C]-0.077[/C][C]0.530541[/C][/ROW]
[ROW][C]27[/C][C]-0.056148[/C][C]-0.4313[/C][C]0.666083[/C][/ROW]
[ROW][C]28[/C][C]-0.037918[/C][C]-0.2913[/C][C]0.614062[/C][/ROW]
[ROW][C]29[/C][C]0.041059[/C][C]0.3154[/C][C]0.376793[/C][/ROW]
[ROW][C]30[/C][C]0.003723[/C][C]0.0286[/C][C]0.48864[/C][/ROW]
[ROW][C]31[/C][C]-0.077455[/C][C]-0.5949[/C][C]0.722921[/C][/ROW]
[ROW][C]32[/C][C]-0.017301[/C][C]-0.1329[/C][C]0.552635[/C][/ROW]
[ROW][C]33[/C][C]0.003868[/C][C]0.0297[/C][C]0.488199[/C][/ROW]
[ROW][C]34[/C][C]0.002178[/C][C]0.0167[/C][C]0.493354[/C][/ROW]
[ROW][C]35[/C][C]0.007026[/C][C]0.054[/C][C]0.478571[/C][/ROW]
[ROW][C]36[/C][C]-0.002266[/C][C]-0.0174[/C][C]0.506915[/C][/ROW]
[ROW][C]37[/C][C]-0.072776[/C][C]-0.559[/C][C]0.710863[/C][/ROW]
[ROW][C]38[/C][C]0.061821[/C][C]0.4749[/C][C]0.318321[/C][/ROW]
[ROW][C]39[/C][C]-0.067761[/C][C]-0.5205[/C][C]0.697661[/C][/ROW]
[ROW][C]40[/C][C]-0.055068[/C][C]-0.423[/C][C]0.663078[/C][/ROW]
[ROW][C]41[/C][C]-0.012122[/C][C]-0.0931[/C][C]0.536933[/C][/ROW]
[ROW][C]42[/C][C]-0.121604[/C][C]-0.9341[/C][C]0.82296[/C][/ROW]
[ROW][C]43[/C][C]-0.084652[/C][C]-0.6502[/C][C]0.740964[/C][/ROW]
[ROW][C]44[/C][C]0.026493[/C][C]0.2035[/C][C]0.419724[/C][/ROW]
[ROW][C]45[/C][C]0.029074[/C][C]0.2233[/C][C]0.412029[/C][/ROW]
[ROW][C]46[/C][C]-0.016971[/C][C]-0.1304[/C][C]0.551636[/C][/ROW]
[ROW][C]47[/C][C]0.024192[/C][C]0.1858[/C][C]0.42661[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3725&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3725&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	0.202949	1.5589	0.062186
1	-0.164961	-1.2671	0.894948
2	-0.055542	-0.4266	0.664398
3	-0.032198	-0.2473	0.597238
4	0.036523	0.2805	0.390022
5	0.03207	0.2463	0.40314
6	-0.078663	-0.6042	0.725994
7	-0.092429	-0.71	0.759737
8	-0.089429	-0.6869	0.752588
9	0.16113	1.2377	0.110372
10	0.158447	1.2171	0.114215
11	-0.099576	-0.7649	0.776297
12	0.151048	1.1602	0.125317
13	-0.015765	-0.1211	0.547985
14	-0.073335	-0.5633	0.712317
15	-0.204173	-1.5683	0.938918
16	0.077125	0.5924	0.277921
17	0.077117	0.5923	0.27794
18	0.058685	0.4508	0.326904
19	0.042234	0.3244	0.37339
20	-0.054759	-0.4206	0.662217
21	-0.059448	-0.4566	0.675193
22	-0.234994	-1.805	0.961913
23	0.053961	0.4145	0.340011
24	-0.018265	-0.1403	0.555547
25	-0.026329	-0.2022	0.579787
26	-0.010019	-0.077	0.530541
27	-0.056148	-0.4313	0.666083
28	-0.037918	-0.2913	0.614062
29	0.041059	0.3154	0.376793
30	0.003723	0.0286	0.48864
31	-0.077455	-0.5949	0.722921
32	-0.017301	-0.1329	0.552635
33	0.003868	0.0297	0.488199
34	0.002178	0.0167	0.493354
35	0.007026	0.054	0.478571
36	-0.002266	-0.0174	0.506915
37	-0.072776	-0.559	0.710863
38	0.061821	0.4749	0.318321
39	-0.067761	-0.5205	0.697661
40	-0.055068	-0.423	0.663078
41	-0.012122	-0.0931	0.536933
42	-0.121604	-0.9341	0.82296
43	-0.084652	-0.6502	0.740964
44	0.026493	0.2035	0.419724
45	0.029074	0.2233	0.412029
46	-0.016971	-0.1304	0.551636
47	0.024192	0.1858	0.42661

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 = 1 ; 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