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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 13 Dec 2007 15:26:10 -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/13/t11975841008jf3hlnku79gfi6.htm/, Retrieved Sun, 05 May 2024 18:10:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3756, Retrieved Sun, 05 May 2024 18:10:05 +0000

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User-defined keywords

ACF Oliezaden

Estimated Impact

180

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

-       [(Partial) Autocorrelation Function] [ACF Oliezaden] [2007-12-13 22:26:10] [c9d8ee5895a833fb052e96406e7c5875] [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	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=3756&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=3756&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3756&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	11.8322	0
1	0.238418	2.821	0.002742
2	0.010104	0.1195	0.452506
3	-0.068789	-0.8139	0.791464
4	-0.11067	-1.3095	0.90374
5	-0.097157	-1.1496	0.873862
6	-0.178789	-2.1155	0.981919
7	0.053279	0.6304	0.264727
8	-0.001563	-0.0185	0.507365
9	0.067788	0.8021	0.211932
10	0.047238	0.5589	0.288551
11	-0.063936	-0.7565	0.77469
12	-0.013063	-0.1546	0.561306
13	-0.022001	-0.2603	0.6025
14	0.098306	1.1632	0.123368
15	0.098534	1.1659	0.122825
16	0.060292	0.7134	0.238399
17	-0.050682	-0.5997	0.725154
18	0.075603	0.8945	0.186284
19	0.193399	2.2883	0.011808
20	0.061126	0.7232	0.235367
21	-0.013056	-0.1545	0.561272
22	0.064425	0.7623	0.223584
23	0.014985	0.1773	0.429764
24	-0.147203	-1.7417	0.958124
25	-0.119415	-1.4129	0.920052
26	-0.160061	-1.8939	0.969847
27	-0.083384	-0.9866	0.837231
28	0.047026	0.5564	0.289407
29	0.12628	1.4942	0.068692
30	0.106784	1.2635	0.104256
31	-0.001716	-0.0203	0.508086
32	0.010043	0.1188	0.452792
33	-0.006451	-0.0763	0.530369
34	-0.010206	-0.1208	0.54797
35	0.025587	0.3027	0.381266
36	0.032126	0.3801	0.352215
37	0.050114	0.593	0.277082
38	-0.014433	-0.1708	0.567677
39	-0.07247	-0.8575	0.803677
40	-0.10268	-1.2149	0.886781
41	-0.062897	-0.7442	0.771002
42	-0.009195	-0.1088	0.543239
43	0.00597	0.0706	0.471892
44	0.060915	0.7208	0.23613
45	0.056102	0.6638	0.253953
46	0.057631	0.6819	0.248214
47	-0.006998	-0.0828	0.532936

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 11.8322 & 0 \tabularnewline
1 & 0.238418 & 2.821 & 0.002742 \tabularnewline
2 & 0.010104 & 0.1195 & 0.452506 \tabularnewline
3 & -0.068789 & -0.8139 & 0.791464 \tabularnewline
4 & -0.11067 & -1.3095 & 0.90374 \tabularnewline
5 & -0.097157 & -1.1496 & 0.873862 \tabularnewline
6 & -0.178789 & -2.1155 & 0.981919 \tabularnewline
7 & 0.053279 & 0.6304 & 0.264727 \tabularnewline
8 & -0.001563 & -0.0185 & 0.507365 \tabularnewline
9 & 0.067788 & 0.8021 & 0.211932 \tabularnewline
10 & 0.047238 & 0.5589 & 0.288551 \tabularnewline
11 & -0.063936 & -0.7565 & 0.77469 \tabularnewline
12 & -0.013063 & -0.1546 & 0.561306 \tabularnewline
13 & -0.022001 & -0.2603 & 0.6025 \tabularnewline
14 & 0.098306 & 1.1632 & 0.123368 \tabularnewline
15 & 0.098534 & 1.1659 & 0.122825 \tabularnewline
16 & 0.060292 & 0.7134 & 0.238399 \tabularnewline
17 & -0.050682 & -0.5997 & 0.725154 \tabularnewline
18 & 0.075603 & 0.8945 & 0.186284 \tabularnewline
19 & 0.193399 & 2.2883 & 0.011808 \tabularnewline
20 & 0.061126 & 0.7232 & 0.235367 \tabularnewline
21 & -0.013056 & -0.1545 & 0.561272 \tabularnewline
22 & 0.064425 & 0.7623 & 0.223584 \tabularnewline
23 & 0.014985 & 0.1773 & 0.429764 \tabularnewline
24 & -0.147203 & -1.7417 & 0.958124 \tabularnewline
25 & -0.119415 & -1.4129 & 0.920052 \tabularnewline
26 & -0.160061 & -1.8939 & 0.969847 \tabularnewline
27 & -0.083384 & -0.9866 & 0.837231 \tabularnewline
28 & 0.047026 & 0.5564 & 0.289407 \tabularnewline
29 & 0.12628 & 1.4942 & 0.068692 \tabularnewline
30 & 0.106784 & 1.2635 & 0.104256 \tabularnewline
31 & -0.001716 & -0.0203 & 0.508086 \tabularnewline
32 & 0.010043 & 0.1188 & 0.452792 \tabularnewline
33 & -0.006451 & -0.0763 & 0.530369 \tabularnewline
34 & -0.010206 & -0.1208 & 0.54797 \tabularnewline
35 & 0.025587 & 0.3027 & 0.381266 \tabularnewline
36 & 0.032126 & 0.3801 & 0.352215 \tabularnewline
37 & 0.050114 & 0.593 & 0.277082 \tabularnewline
38 & -0.014433 & -0.1708 & 0.567677 \tabularnewline
39 & -0.07247 & -0.8575 & 0.803677 \tabularnewline
40 & -0.10268 & -1.2149 & 0.886781 \tabularnewline
41 & -0.062897 & -0.7442 & 0.771002 \tabularnewline
42 & -0.009195 & -0.1088 & 0.543239 \tabularnewline
43 & 0.00597 & 0.0706 & 0.471892 \tabularnewline
44 & 0.060915 & 0.7208 & 0.23613 \tabularnewline
45 & 0.056102 & 0.6638 & 0.253953 \tabularnewline
46 & 0.057631 & 0.6819 & 0.248214 \tabularnewline
47 & -0.006998 & -0.0828 & 0.532936 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3756&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]11.8322[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.238418[/C][C]2.821[/C][C]0.002742[/C][/ROW]
[ROW][C]2[/C][C]0.010104[/C][C]0.1195[/C][C]0.452506[/C][/ROW]
[ROW][C]3[/C][C]-0.068789[/C][C]-0.8139[/C][C]0.791464[/C][/ROW]
[ROW][C]4[/C][C]-0.11067[/C][C]-1.3095[/C][C]0.90374[/C][/ROW]
[ROW][C]5[/C][C]-0.097157[/C][C]-1.1496[/C][C]0.873862[/C][/ROW]
[ROW][C]6[/C][C]-0.178789[/C][C]-2.1155[/C][C]0.981919[/C][/ROW]
[ROW][C]7[/C][C]0.053279[/C][C]0.6304[/C][C]0.264727[/C][/ROW]
[ROW][C]8[/C][C]-0.001563[/C][C]-0.0185[/C][C]0.507365[/C][/ROW]
[ROW][C]9[/C][C]0.067788[/C][C]0.8021[/C][C]0.211932[/C][/ROW]
[ROW][C]10[/C][C]0.047238[/C][C]0.5589[/C][C]0.288551[/C][/ROW]
[ROW][C]11[/C][C]-0.063936[/C][C]-0.7565[/C][C]0.77469[/C][/ROW]
[ROW][C]12[/C][C]-0.013063[/C][C]-0.1546[/C][C]0.561306[/C][/ROW]
[ROW][C]13[/C][C]-0.022001[/C][C]-0.2603[/C][C]0.6025[/C][/ROW]
[ROW][C]14[/C][C]0.098306[/C][C]1.1632[/C][C]0.123368[/C][/ROW]
[ROW][C]15[/C][C]0.098534[/C][C]1.1659[/C][C]0.122825[/C][/ROW]
[ROW][C]16[/C][C]0.060292[/C][C]0.7134[/C][C]0.238399[/C][/ROW]
[ROW][C]17[/C][C]-0.050682[/C][C]-0.5997[/C][C]0.725154[/C][/ROW]
[ROW][C]18[/C][C]0.075603[/C][C]0.8945[/C][C]0.186284[/C][/ROW]
[ROW][C]19[/C][C]0.193399[/C][C]2.2883[/C][C]0.011808[/C][/ROW]
[ROW][C]20[/C][C]0.061126[/C][C]0.7232[/C][C]0.235367[/C][/ROW]
[ROW][C]21[/C][C]-0.013056[/C][C]-0.1545[/C][C]0.561272[/C][/ROW]
[ROW][C]22[/C][C]0.064425[/C][C]0.7623[/C][C]0.223584[/C][/ROW]
[ROW][C]23[/C][C]0.014985[/C][C]0.1773[/C][C]0.429764[/C][/ROW]
[ROW][C]24[/C][C]-0.147203[/C][C]-1.7417[/C][C]0.958124[/C][/ROW]
[ROW][C]25[/C][C]-0.119415[/C][C]-1.4129[/C][C]0.920052[/C][/ROW]
[ROW][C]26[/C][C]-0.160061[/C][C]-1.8939[/C][C]0.969847[/C][/ROW]
[ROW][C]27[/C][C]-0.083384[/C][C]-0.9866[/C][C]0.837231[/C][/ROW]
[ROW][C]28[/C][C]0.047026[/C][C]0.5564[/C][C]0.289407[/C][/ROW]
[ROW][C]29[/C][C]0.12628[/C][C]1.4942[/C][C]0.068692[/C][/ROW]
[ROW][C]30[/C][C]0.106784[/C][C]1.2635[/C][C]0.104256[/C][/ROW]
[ROW][C]31[/C][C]-0.001716[/C][C]-0.0203[/C][C]0.508086[/C][/ROW]
[ROW][C]32[/C][C]0.010043[/C][C]0.1188[/C][C]0.452792[/C][/ROW]
[ROW][C]33[/C][C]-0.006451[/C][C]-0.0763[/C][C]0.530369[/C][/ROW]
[ROW][C]34[/C][C]-0.010206[/C][C]-0.1208[/C][C]0.54797[/C][/ROW]
[ROW][C]35[/C][C]0.025587[/C][C]0.3027[/C][C]0.381266[/C][/ROW]
[ROW][C]36[/C][C]0.032126[/C][C]0.3801[/C][C]0.352215[/C][/ROW]
[ROW][C]37[/C][C]0.050114[/C][C]0.593[/C][C]0.277082[/C][/ROW]
[ROW][C]38[/C][C]-0.014433[/C][C]-0.1708[/C][C]0.567677[/C][/ROW]
[ROW][C]39[/C][C]-0.07247[/C][C]-0.8575[/C][C]0.803677[/C][/ROW]
[ROW][C]40[/C][C]-0.10268[/C][C]-1.2149[/C][C]0.886781[/C][/ROW]
[ROW][C]41[/C][C]-0.062897[/C][C]-0.7442[/C][C]0.771002[/C][/ROW]
[ROW][C]42[/C][C]-0.009195[/C][C]-0.1088[/C][C]0.543239[/C][/ROW]
[ROW][C]43[/C][C]0.00597[/C][C]0.0706[/C][C]0.471892[/C][/ROW]
[ROW][C]44[/C][C]0.060915[/C][C]0.7208[/C][C]0.23613[/C][/ROW]
[ROW][C]45[/C][C]0.056102[/C][C]0.6638[/C][C]0.253953[/C][/ROW]
[ROW][C]46[/C][C]0.057631[/C][C]0.6819[/C][C]0.248214[/C][/ROW]
[ROW][C]47[/C][C]-0.006998[/C][C]-0.0828[/C][C]0.532936[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3756&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3756&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	11.8322	0
1	0.238418	2.821	0.002742
2	0.010104	0.1195	0.452506
3	-0.068789	-0.8139	0.791464
4	-0.11067	-1.3095	0.90374
5	-0.097157	-1.1496	0.873862
6	-0.178789	-2.1155	0.981919
7	0.053279	0.6304	0.264727
8	-0.001563	-0.0185	0.507365
9	0.067788	0.8021	0.211932
10	0.047238	0.5589	0.288551
11	-0.063936	-0.7565	0.77469
12	-0.013063	-0.1546	0.561306
13	-0.022001	-0.2603	0.6025
14	0.098306	1.1632	0.123368
15	0.098534	1.1659	0.122825
16	0.060292	0.7134	0.238399
17	-0.050682	-0.5997	0.725154
18	0.075603	0.8945	0.186284
19	0.193399	2.2883	0.011808
20	0.061126	0.7232	0.235367
21	-0.013056	-0.1545	0.561272
22	0.064425	0.7623	0.223584
23	0.014985	0.1773	0.429764
24	-0.147203	-1.7417	0.958124
25	-0.119415	-1.4129	0.920052
26	-0.160061	-1.8939	0.969847
27	-0.083384	-0.9866	0.837231
28	0.047026	0.5564	0.289407
29	0.12628	1.4942	0.068692
30	0.106784	1.2635	0.104256
31	-0.001716	-0.0203	0.508086
32	0.010043	0.1188	0.452792
33	-0.006451	-0.0763	0.530369
34	-0.010206	-0.1208	0.54797
35	0.025587	0.3027	0.381266
36	0.032126	0.3801	0.352215
37	0.050114	0.593	0.277082
38	-0.014433	-0.1708	0.567677
39	-0.07247	-0.8575	0.803677
40	-0.10268	-1.2149	0.886781
41	-0.062897	-0.7442	0.771002
42	-0.009195	-0.1088	0.543239
43	0.00597	0.0706	0.471892
44	0.060915	0.7208	0.23613
45	0.056102	0.6638	0.253953
46	0.057631	0.6819	0.248214
47	-0.006998	-0.0828	0.532936

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.238418	2.821	0.002742
1	-0.049556	-0.5864	0.72071
2	-0.063244	-0.7483	0.772235
3	-0.083508	-0.9881	0.837591
4	-0.056493	-0.6684	0.747522
5	-0.160594	-1.9002	0.970267
6	0.129115	1.5277	0.06442
7	-0.072937	-0.863	0.805194
8	0.065058	0.7698	0.221365
9	-0.009676	-0.1145	0.545491
10	-0.08619	-1.0198	0.845213
11	0.005365	0.0635	0.474738
12	0.020021	0.2369	0.406544
13	0.089201	1.0554	0.146522
14	0.079379	0.9392	0.174616
15	0.012716	0.1505	0.440308
16	-0.098047	-1.1601	0.87601
17	0.17091	2.0222	0.022529
18	0.175448	2.0759	0.019865
19	0.037323	0.4416	0.329726
20	-0.007472	-0.0884	0.535161
21	0.120603	1.427	0.077904
22	-0.024847	-0.294	0.615401
23	-0.093559	-1.107	0.864905
24	-0.004036	-0.0478	0.51901
25	-0.142991	-1.6919	0.953554
26	-0.033326	-0.3943	0.653028
27	0.03361	0.3977	0.345737
28	0.035716	0.4226	0.336621
29	-0.000395	-0.0047	0.501862
30	-0.039397	-0.4662	0.679086
31	-0.045861	-0.5426	0.705879
32	0.008753	0.1036	0.458831
33	-0.021836	-0.2584	0.60175
34	0.05063	0.5991	0.275051
35	0.043802	0.5183	0.302542
36	-0.051086	-0.6045	0.726742
37	-0.081968	-0.9699	0.833106
38	-0.022749	-0.2692	0.605903
39	-0.026125	-0.3091	0.621154
40	-0.030124	-0.3564	0.638975
41	0.028947	0.3425	0.366242
42	0.00383	0.0453	0.481957
43	0.033782	0.3997	0.344986
44	0.070302	0.8318	0.203462
45	0.103803	1.2282	0.110714
46	-0.041551	-0.4916	0.688126
47	0.166467	1.9697	0.025425

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.238418 & 2.821 & 0.002742 \tabularnewline
1 & -0.049556 & -0.5864 & 0.72071 \tabularnewline
2 & -0.063244 & -0.7483 & 0.772235 \tabularnewline
3 & -0.083508 & -0.9881 & 0.837591 \tabularnewline
4 & -0.056493 & -0.6684 & 0.747522 \tabularnewline
5 & -0.160594 & -1.9002 & 0.970267 \tabularnewline
6 & 0.129115 & 1.5277 & 0.06442 \tabularnewline
7 & -0.072937 & -0.863 & 0.805194 \tabularnewline
8 & 0.065058 & 0.7698 & 0.221365 \tabularnewline
9 & -0.009676 & -0.1145 & 0.545491 \tabularnewline
10 & -0.08619 & -1.0198 & 0.845213 \tabularnewline
11 & 0.005365 & 0.0635 & 0.474738 \tabularnewline
12 & 0.020021 & 0.2369 & 0.406544 \tabularnewline
13 & 0.089201 & 1.0554 & 0.146522 \tabularnewline
14 & 0.079379 & 0.9392 & 0.174616 \tabularnewline
15 & 0.012716 & 0.1505 & 0.440308 \tabularnewline
16 & -0.098047 & -1.1601 & 0.87601 \tabularnewline
17 & 0.17091 & 2.0222 & 0.022529 \tabularnewline
18 & 0.175448 & 2.0759 & 0.019865 \tabularnewline
19 & 0.037323 & 0.4416 & 0.329726 \tabularnewline
20 & -0.007472 & -0.0884 & 0.535161 \tabularnewline
21 & 0.120603 & 1.427 & 0.077904 \tabularnewline
22 & -0.024847 & -0.294 & 0.615401 \tabularnewline
23 & -0.093559 & -1.107 & 0.864905 \tabularnewline
24 & -0.004036 & -0.0478 & 0.51901 \tabularnewline
25 & -0.142991 & -1.6919 & 0.953554 \tabularnewline
26 & -0.033326 & -0.3943 & 0.653028 \tabularnewline
27 & 0.03361 & 0.3977 & 0.345737 \tabularnewline
28 & 0.035716 & 0.4226 & 0.336621 \tabularnewline
29 & -0.000395 & -0.0047 & 0.501862 \tabularnewline
30 & -0.039397 & -0.4662 & 0.679086 \tabularnewline
31 & -0.045861 & -0.5426 & 0.705879 \tabularnewline
32 & 0.008753 & 0.1036 & 0.458831 \tabularnewline
33 & -0.021836 & -0.2584 & 0.60175 \tabularnewline
34 & 0.05063 & 0.5991 & 0.275051 \tabularnewline
35 & 0.043802 & 0.5183 & 0.302542 \tabularnewline
36 & -0.051086 & -0.6045 & 0.726742 \tabularnewline
37 & -0.081968 & -0.9699 & 0.833106 \tabularnewline
38 & -0.022749 & -0.2692 & 0.605903 \tabularnewline
39 & -0.026125 & -0.3091 & 0.621154 \tabularnewline
40 & -0.030124 & -0.3564 & 0.638975 \tabularnewline
41 & 0.028947 & 0.3425 & 0.366242 \tabularnewline
42 & 0.00383 & 0.0453 & 0.481957 \tabularnewline
43 & 0.033782 & 0.3997 & 0.344986 \tabularnewline
44 & 0.070302 & 0.8318 & 0.203462 \tabularnewline
45 & 0.103803 & 1.2282 & 0.110714 \tabularnewline
46 & -0.041551 & -0.4916 & 0.688126 \tabularnewline
47 & 0.166467 & 1.9697 & 0.025425 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3756&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]0.238418[/C][C]2.821[/C][C]0.002742[/C][/ROW]
[ROW][C]1[/C][C]-0.049556[/C][C]-0.5864[/C][C]0.72071[/C][/ROW]
[ROW][C]2[/C][C]-0.063244[/C][C]-0.7483[/C][C]0.772235[/C][/ROW]
[ROW][C]3[/C][C]-0.083508[/C][C]-0.9881[/C][C]0.837591[/C][/ROW]
[ROW][C]4[/C][C]-0.056493[/C][C]-0.6684[/C][C]0.747522[/C][/ROW]
[ROW][C]5[/C][C]-0.160594[/C][C]-1.9002[/C][C]0.970267[/C][/ROW]
[ROW][C]6[/C][C]0.129115[/C][C]1.5277[/C][C]0.06442[/C][/ROW]
[ROW][C]7[/C][C]-0.072937[/C][C]-0.863[/C][C]0.805194[/C][/ROW]
[ROW][C]8[/C][C]0.065058[/C][C]0.7698[/C][C]0.221365[/C][/ROW]
[ROW][C]9[/C][C]-0.009676[/C][C]-0.1145[/C][C]0.545491[/C][/ROW]
[ROW][C]10[/C][C]-0.08619[/C][C]-1.0198[/C][C]0.845213[/C][/ROW]
[ROW][C]11[/C][C]0.005365[/C][C]0.0635[/C][C]0.474738[/C][/ROW]
[ROW][C]12[/C][C]0.020021[/C][C]0.2369[/C][C]0.406544[/C][/ROW]
[ROW][C]13[/C][C]0.089201[/C][C]1.0554[/C][C]0.146522[/C][/ROW]
[ROW][C]14[/C][C]0.079379[/C][C]0.9392[/C][C]0.174616[/C][/ROW]
[ROW][C]15[/C][C]0.012716[/C][C]0.1505[/C][C]0.440308[/C][/ROW]
[ROW][C]16[/C][C]-0.098047[/C][C]-1.1601[/C][C]0.87601[/C][/ROW]
[ROW][C]17[/C][C]0.17091[/C][C]2.0222[/C][C]0.022529[/C][/ROW]
[ROW][C]18[/C][C]0.175448[/C][C]2.0759[/C][C]0.019865[/C][/ROW]
[ROW][C]19[/C][C]0.037323[/C][C]0.4416[/C][C]0.329726[/C][/ROW]
[ROW][C]20[/C][C]-0.007472[/C][C]-0.0884[/C][C]0.535161[/C][/ROW]
[ROW][C]21[/C][C]0.120603[/C][C]1.427[/C][C]0.077904[/C][/ROW]
[ROW][C]22[/C][C]-0.024847[/C][C]-0.294[/C][C]0.615401[/C][/ROW]
[ROW][C]23[/C][C]-0.093559[/C][C]-1.107[/C][C]0.864905[/C][/ROW]
[ROW][C]24[/C][C]-0.004036[/C][C]-0.0478[/C][C]0.51901[/C][/ROW]
[ROW][C]25[/C][C]-0.142991[/C][C]-1.6919[/C][C]0.953554[/C][/ROW]
[ROW][C]26[/C][C]-0.033326[/C][C]-0.3943[/C][C]0.653028[/C][/ROW]
[ROW][C]27[/C][C]0.03361[/C][C]0.3977[/C][C]0.345737[/C][/ROW]
[ROW][C]28[/C][C]0.035716[/C][C]0.4226[/C][C]0.336621[/C][/ROW]
[ROW][C]29[/C][C]-0.000395[/C][C]-0.0047[/C][C]0.501862[/C][/ROW]
[ROW][C]30[/C][C]-0.039397[/C][C]-0.4662[/C][C]0.679086[/C][/ROW]
[ROW][C]31[/C][C]-0.045861[/C][C]-0.5426[/C][C]0.705879[/C][/ROW]
[ROW][C]32[/C][C]0.008753[/C][C]0.1036[/C][C]0.458831[/C][/ROW]
[ROW][C]33[/C][C]-0.021836[/C][C]-0.2584[/C][C]0.60175[/C][/ROW]
[ROW][C]34[/C][C]0.05063[/C][C]0.5991[/C][C]0.275051[/C][/ROW]
[ROW][C]35[/C][C]0.043802[/C][C]0.5183[/C][C]0.302542[/C][/ROW]
[ROW][C]36[/C][C]-0.051086[/C][C]-0.6045[/C][C]0.726742[/C][/ROW]
[ROW][C]37[/C][C]-0.081968[/C][C]-0.9699[/C][C]0.833106[/C][/ROW]
[ROW][C]38[/C][C]-0.022749[/C][C]-0.2692[/C][C]0.605903[/C][/ROW]
[ROW][C]39[/C][C]-0.026125[/C][C]-0.3091[/C][C]0.621154[/C][/ROW]
[ROW][C]40[/C][C]-0.030124[/C][C]-0.3564[/C][C]0.638975[/C][/ROW]
[ROW][C]41[/C][C]0.028947[/C][C]0.3425[/C][C]0.366242[/C][/ROW]
[ROW][C]42[/C][C]0.00383[/C][C]0.0453[/C][C]0.481957[/C][/ROW]
[ROW][C]43[/C][C]0.033782[/C][C]0.3997[/C][C]0.344986[/C][/ROW]
[ROW][C]44[/C][C]0.070302[/C][C]0.8318[/C][C]0.203462[/C][/ROW]
[ROW][C]45[/C][C]0.103803[/C][C]1.2282[/C][C]0.110714[/C][/ROW]
[ROW][C]46[/C][C]-0.041551[/C][C]-0.4916[/C][C]0.688126[/C][/ROW]
[ROW][C]47[/C][C]0.166467[/C][C]1.9697[/C][C]0.025425[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3756&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3756&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	0.238418	2.821	0.002742
1	-0.049556	-0.5864	0.72071
2	-0.063244	-0.7483	0.772235
3	-0.083508	-0.9881	0.837591
4	-0.056493	-0.6684	0.747522
5	-0.160594	-1.9002	0.970267
6	0.129115	1.5277	0.06442
7	-0.072937	-0.863	0.805194
8	0.065058	0.7698	0.221365
9	-0.009676	-0.1145	0.545491
10	-0.08619	-1.0198	0.845213
11	0.005365	0.0635	0.474738
12	0.020021	0.2369	0.406544
13	0.089201	1.0554	0.146522
14	0.079379	0.9392	0.174616
15	0.012716	0.1505	0.440308
16	-0.098047	-1.1601	0.87601
17	0.17091	2.0222	0.022529
18	0.175448	2.0759	0.019865
19	0.037323	0.4416	0.329726
20	-0.007472	-0.0884	0.535161
21	0.120603	1.427	0.077904
22	-0.024847	-0.294	0.615401
23	-0.093559	-1.107	0.864905
24	-0.004036	-0.0478	0.51901
25	-0.142991	-1.6919	0.953554
26	-0.033326	-0.3943	0.653028
27	0.03361	0.3977	0.345737
28	0.035716	0.4226	0.336621
29	-0.000395	-0.0047	0.501862
30	-0.039397	-0.4662	0.679086
31	-0.045861	-0.5426	0.705879
32	0.008753	0.1036	0.458831
33	-0.021836	-0.2584	0.60175
34	0.05063	0.5991	0.275051
35	0.043802	0.5183	0.302542
36	-0.051086	-0.6045	0.726742
37	-0.081968	-0.9699	0.833106
38	-0.022749	-0.2692	0.605903
39	-0.026125	-0.3091	0.621154
40	-0.030124	-0.3564	0.638975
41	0.028947	0.3425	0.366242
42	0.00383	0.0453	0.481957
43	0.033782	0.3997	0.344986
44	0.070302	0.8318	0.203462
45	0.103803	1.2282	0.110714
46	-0.041551	-0.4916	0.688126
47	0.166467	1.9697	0.025425

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = -2.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = -2.0 ; 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