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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 13 Dec 2007 15:29:21 -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/t1197584166gt2phwn9n37du4y.htm/, Retrieved Sun, 05 May 2024 15:05:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3757, Retrieved Sun, 05 May 2024 15:05:08 +0000

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Estimated Impact

185

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-       [(Partial) Autocorrelation Function] [ACF Graan] [2007-12-13 22:29:21] [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=3757&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=3757&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3757&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	0.314035	3.7157	0.000146
2	-0.047279	-0.5594	0.711615
3	-0.113225	-1.3397	0.908743
4	0.000926	0.011	0.495638
5	-0.060698	-0.7182	0.763082
6	-0.045432	-0.5376	0.704132
7	-0.077491	-0.9169	0.819611
8	0.036085	0.427	0.335031
9	-0.088219	-1.0438	0.850817
10	-0.076221	-0.9019	0.81566
11	0.036635	0.4335	0.332671
12	0.025992	0.3075	0.379443
13	0.025264	0.2989	0.382719
14	0.071543	0.8465	0.199356
15	0.035595	0.4212	0.337141
16	0.010823	0.1281	0.449142
17	-0.03013	-0.3565	0.639
18	0.068779	0.8138	0.208569
19	0.067905	0.8035	0.211534
20	0.017082	0.2021	0.420061
21	-0.027853	-0.3296	0.62889
22	0.122371	1.4479	0.074938
23	0.032681	0.3867	0.349785
24	-0.14524	-1.7185	0.956043
25	-0.20831	-2.4648	0.99254
26	0.002973	0.0352	0.485994
27	-0.041796	-0.4945	0.689149
28	-0.10965	-1.2974	0.901686
29	-0.104616	-1.2378	0.891075
30	0.007096	0.084	0.466602
31	0.06641	0.7858	0.216665
32	0.067336	0.7967	0.213478
33	-0.017219	-0.2037	0.580574
34	0.012163	0.1439	0.442888
35	0.001299	0.0154	0.49388
36	0.104365	1.2349	0.109475
37	0.042289	0.5004	0.3088
38	-0.124495	-1.473	0.928508
39	-0.178699	-2.1144	0.981873
40	-0.013769	-0.1629	0.564593
41	-0.029035	-0.3436	0.63415
42	0.047725	0.5647	0.286594
43	0.060781	0.7192	0.236617
44	0.154524	1.8284	0.034813
45	0.064651	0.765	0.222791
46	-0.054133	-0.6405	0.738557
47	-0.113865	-1.3473	0.909964

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 11.8322 & 0 \tabularnewline
1 & 0.314035 & 3.7157 & 0.000146 \tabularnewline
2 & -0.047279 & -0.5594 & 0.711615 \tabularnewline
3 & -0.113225 & -1.3397 & 0.908743 \tabularnewline
4 & 0.000926 & 0.011 & 0.495638 \tabularnewline
5 & -0.060698 & -0.7182 & 0.763082 \tabularnewline
6 & -0.045432 & -0.5376 & 0.704132 \tabularnewline
7 & -0.077491 & -0.9169 & 0.819611 \tabularnewline
8 & 0.036085 & 0.427 & 0.335031 \tabularnewline
9 & -0.088219 & -1.0438 & 0.850817 \tabularnewline
10 & -0.076221 & -0.9019 & 0.81566 \tabularnewline
11 & 0.036635 & 0.4335 & 0.332671 \tabularnewline
12 & 0.025992 & 0.3075 & 0.379443 \tabularnewline
13 & 0.025264 & 0.2989 & 0.382719 \tabularnewline
14 & 0.071543 & 0.8465 & 0.199356 \tabularnewline
15 & 0.035595 & 0.4212 & 0.337141 \tabularnewline
16 & 0.010823 & 0.1281 & 0.449142 \tabularnewline
17 & -0.03013 & -0.3565 & 0.639 \tabularnewline
18 & 0.068779 & 0.8138 & 0.208569 \tabularnewline
19 & 0.067905 & 0.8035 & 0.211534 \tabularnewline
20 & 0.017082 & 0.2021 & 0.420061 \tabularnewline
21 & -0.027853 & -0.3296 & 0.62889 \tabularnewline
22 & 0.122371 & 1.4479 & 0.074938 \tabularnewline
23 & 0.032681 & 0.3867 & 0.349785 \tabularnewline
24 & -0.14524 & -1.7185 & 0.956043 \tabularnewline
25 & -0.20831 & -2.4648 & 0.99254 \tabularnewline
26 & 0.002973 & 0.0352 & 0.485994 \tabularnewline
27 & -0.041796 & -0.4945 & 0.689149 \tabularnewline
28 & -0.10965 & -1.2974 & 0.901686 \tabularnewline
29 & -0.104616 & -1.2378 & 0.891075 \tabularnewline
30 & 0.007096 & 0.084 & 0.466602 \tabularnewline
31 & 0.06641 & 0.7858 & 0.216665 \tabularnewline
32 & 0.067336 & 0.7967 & 0.213478 \tabularnewline
33 & -0.017219 & -0.2037 & 0.580574 \tabularnewline
34 & 0.012163 & 0.1439 & 0.442888 \tabularnewline
35 & 0.001299 & 0.0154 & 0.49388 \tabularnewline
36 & 0.104365 & 1.2349 & 0.109475 \tabularnewline
37 & 0.042289 & 0.5004 & 0.3088 \tabularnewline
38 & -0.124495 & -1.473 & 0.928508 \tabularnewline
39 & -0.178699 & -2.1144 & 0.981873 \tabularnewline
40 & -0.013769 & -0.1629 & 0.564593 \tabularnewline
41 & -0.029035 & -0.3436 & 0.63415 \tabularnewline
42 & 0.047725 & 0.5647 & 0.286594 \tabularnewline
43 & 0.060781 & 0.7192 & 0.236617 \tabularnewline
44 & 0.154524 & 1.8284 & 0.034813 \tabularnewline
45 & 0.064651 & 0.765 & 0.222791 \tabularnewline
46 & -0.054133 & -0.6405 & 0.738557 \tabularnewline
47 & -0.113865 & -1.3473 & 0.909964 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3757&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]0.314035[/C][C]3.7157[/C][C]0.000146[/C][/ROW]
[ROW][C]2[/C][C]-0.047279[/C][C]-0.5594[/C][C]0.711615[/C][/ROW]
[ROW][C]3[/C][C]-0.113225[/C][C]-1.3397[/C][C]0.908743[/C][/ROW]
[ROW][C]4[/C][C]0.000926[/C][C]0.011[/C][C]0.495638[/C][/ROW]
[ROW][C]5[/C][C]-0.060698[/C][C]-0.7182[/C][C]0.763082[/C][/ROW]
[ROW][C]6[/C][C]-0.045432[/C][C]-0.5376[/C][C]0.704132[/C][/ROW]
[ROW][C]7[/C][C]-0.077491[/C][C]-0.9169[/C][C]0.819611[/C][/ROW]
[ROW][C]8[/C][C]0.036085[/C][C]0.427[/C][C]0.335031[/C][/ROW]
[ROW][C]9[/C][C]-0.088219[/C][C]-1.0438[/C][C]0.850817[/C][/ROW]
[ROW][C]10[/C][C]-0.076221[/C][C]-0.9019[/C][C]0.81566[/C][/ROW]
[ROW][C]11[/C][C]0.036635[/C][C]0.4335[/C][C]0.332671[/C][/ROW]
[ROW][C]12[/C][C]0.025992[/C][C]0.3075[/C][C]0.379443[/C][/ROW]
[ROW][C]13[/C][C]0.025264[/C][C]0.2989[/C][C]0.382719[/C][/ROW]
[ROW][C]14[/C][C]0.071543[/C][C]0.8465[/C][C]0.199356[/C][/ROW]
[ROW][C]15[/C][C]0.035595[/C][C]0.4212[/C][C]0.337141[/C][/ROW]
[ROW][C]16[/C][C]0.010823[/C][C]0.1281[/C][C]0.449142[/C][/ROW]
[ROW][C]17[/C][C]-0.03013[/C][C]-0.3565[/C][C]0.639[/C][/ROW]
[ROW][C]18[/C][C]0.068779[/C][C]0.8138[/C][C]0.208569[/C][/ROW]
[ROW][C]19[/C][C]0.067905[/C][C]0.8035[/C][C]0.211534[/C][/ROW]
[ROW][C]20[/C][C]0.017082[/C][C]0.2021[/C][C]0.420061[/C][/ROW]
[ROW][C]21[/C][C]-0.027853[/C][C]-0.3296[/C][C]0.62889[/C][/ROW]
[ROW][C]22[/C][C]0.122371[/C][C]1.4479[/C][C]0.074938[/C][/ROW]
[ROW][C]23[/C][C]0.032681[/C][C]0.3867[/C][C]0.349785[/C][/ROW]
[ROW][C]24[/C][C]-0.14524[/C][C]-1.7185[/C][C]0.956043[/C][/ROW]
[ROW][C]25[/C][C]-0.20831[/C][C]-2.4648[/C][C]0.99254[/C][/ROW]
[ROW][C]26[/C][C]0.002973[/C][C]0.0352[/C][C]0.485994[/C][/ROW]
[ROW][C]27[/C][C]-0.041796[/C][C]-0.4945[/C][C]0.689149[/C][/ROW]
[ROW][C]28[/C][C]-0.10965[/C][C]-1.2974[/C][C]0.901686[/C][/ROW]
[ROW][C]29[/C][C]-0.104616[/C][C]-1.2378[/C][C]0.891075[/C][/ROW]
[ROW][C]30[/C][C]0.007096[/C][C]0.084[/C][C]0.466602[/C][/ROW]
[ROW][C]31[/C][C]0.06641[/C][C]0.7858[/C][C]0.216665[/C][/ROW]
[ROW][C]32[/C][C]0.067336[/C][C]0.7967[/C][C]0.213478[/C][/ROW]
[ROW][C]33[/C][C]-0.017219[/C][C]-0.2037[/C][C]0.580574[/C][/ROW]
[ROW][C]34[/C][C]0.012163[/C][C]0.1439[/C][C]0.442888[/C][/ROW]
[ROW][C]35[/C][C]0.001299[/C][C]0.0154[/C][C]0.49388[/C][/ROW]
[ROW][C]36[/C][C]0.104365[/C][C]1.2349[/C][C]0.109475[/C][/ROW]
[ROW][C]37[/C][C]0.042289[/C][C]0.5004[/C][C]0.3088[/C][/ROW]
[ROW][C]38[/C][C]-0.124495[/C][C]-1.473[/C][C]0.928508[/C][/ROW]
[ROW][C]39[/C][C]-0.178699[/C][C]-2.1144[/C][C]0.981873[/C][/ROW]
[ROW][C]40[/C][C]-0.013769[/C][C]-0.1629[/C][C]0.564593[/C][/ROW]
[ROW][C]41[/C][C]-0.029035[/C][C]-0.3436[/C][C]0.63415[/C][/ROW]
[ROW][C]42[/C][C]0.047725[/C][C]0.5647[/C][C]0.286594[/C][/ROW]
[ROW][C]43[/C][C]0.060781[/C][C]0.7192[/C][C]0.236617[/C][/ROW]
[ROW][C]44[/C][C]0.154524[/C][C]1.8284[/C][C]0.034813[/C][/ROW]
[ROW][C]45[/C][C]0.064651[/C][C]0.765[/C][C]0.222791[/C][/ROW]
[ROW][C]46[/C][C]-0.054133[/C][C]-0.6405[/C][C]0.738557[/C][/ROW]
[ROW][C]47[/C][C]-0.113865[/C][C]-1.3473[/C][C]0.909964[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3757&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3757&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	0.314035	3.7157	0.000146
2	-0.047279	-0.5594	0.711615
3	-0.113225	-1.3397	0.908743
4	0.000926	0.011	0.495638
5	-0.060698	-0.7182	0.763082
6	-0.045432	-0.5376	0.704132
7	-0.077491	-0.9169	0.819611
8	0.036085	0.427	0.335031
9	-0.088219	-1.0438	0.850817
10	-0.076221	-0.9019	0.81566
11	0.036635	0.4335	0.332671
12	0.025992	0.3075	0.379443
13	0.025264	0.2989	0.382719
14	0.071543	0.8465	0.199356
15	0.035595	0.4212	0.337141
16	0.010823	0.1281	0.449142
17	-0.03013	-0.3565	0.639
18	0.068779	0.8138	0.208569
19	0.067905	0.8035	0.211534
20	0.017082	0.2021	0.420061
21	-0.027853	-0.3296	0.62889
22	0.122371	1.4479	0.074938
23	0.032681	0.3867	0.349785
24	-0.14524	-1.7185	0.956043
25	-0.20831	-2.4648	0.99254
26	0.002973	0.0352	0.485994
27	-0.041796	-0.4945	0.689149
28	-0.10965	-1.2974	0.901686
29	-0.104616	-1.2378	0.891075
30	0.007096	0.084	0.466602
31	0.06641	0.7858	0.216665
32	0.067336	0.7967	0.213478
33	-0.017219	-0.2037	0.580574
34	0.012163	0.1439	0.442888
35	0.001299	0.0154	0.49388
36	0.104365	1.2349	0.109475
37	0.042289	0.5004	0.3088
38	-0.124495	-1.473	0.928508
39	-0.178699	-2.1144	0.981873
40	-0.013769	-0.1629	0.564593
41	-0.029035	-0.3436	0.63415
42	0.047725	0.5647	0.286594
43	0.060781	0.7192	0.236617
44	0.154524	1.8284	0.034813
45	0.064651	0.765	0.222791
46	-0.054133	-0.6405	0.738557
47	-0.113865	-1.3473	0.909964

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.314035	3.7157	0.000146
1	-0.16186	-1.9151	0.971244
2	-0.051432	-0.6086	0.728096
3	0.057892	0.685	0.247243
4	-0.112185	-1.3274	0.90673
5	0.00803	0.095	0.462222
6	-0.076817	-0.9089	0.817521
7	0.075099	0.8886	0.187877
8	-0.158155	-1.8713	0.968305
9	-0.003502	-0.0414	0.516495
10	0.077776	0.9203	0.179511
11	-0.080487	-0.9523	0.828715
12	0.070874	0.8386	0.201564
13	0.04308	0.5097	0.305521
14	-0.012285	-0.1454	0.557681
15	0.006056	0.0717	0.471487
16	-0.02058	-0.2435	0.596015
17	0.120944	1.431	0.077326
18	-0.027567	-0.3262	0.627611
19	0.034436	0.4074	0.342151
20	0.003602	0.0426	0.483032
21	0.142131	1.6817	0.047427
22	-0.042259	-0.5	0.691074
23	-0.155657	-1.8418	0.966187
24	-0.056475	-0.6682	0.747454
25	0.062595	0.7406	0.230077
26	-0.129293	-1.5298	0.93584
27	-0.075001	-0.8874	0.811814
28	-0.029758	-0.3521	0.637352
29	-0.029352	-0.3473	0.635553
30	0.048788	0.5773	0.282344
31	0.020543	0.2431	0.404152
32	-0.084746	-1.0027	0.841138
33	-0.013136	-0.1554	0.561645
34	0.013057	0.1545	0.438722
35	0.126749	1.4997	0.06797
36	-0.082737	-0.979	0.835356
37	-0.132272	-1.5651	0.940087
38	-0.03772	-0.4463	0.671968
39	0.045836	0.5423	0.294225
40	-0.070782	-0.8375	0.79813
41	0.082386	0.9748	0.165668
42	0.099258	1.1744	0.121107
43	0.099031	1.1717	0.121644
44	-0.022907	-0.271	0.606619
45	7.1e-05	8e-04	0.499668
46	-0.006315	-0.0747	0.529726
47	0.099978	1.183	0.119416

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.314035 & 3.7157 & 0.000146 \tabularnewline
1 & -0.16186 & -1.9151 & 0.971244 \tabularnewline
2 & -0.051432 & -0.6086 & 0.728096 \tabularnewline
3 & 0.057892 & 0.685 & 0.247243 \tabularnewline
4 & -0.112185 & -1.3274 & 0.90673 \tabularnewline
5 & 0.00803 & 0.095 & 0.462222 \tabularnewline
6 & -0.076817 & -0.9089 & 0.817521 \tabularnewline
7 & 0.075099 & 0.8886 & 0.187877 \tabularnewline
8 & -0.158155 & -1.8713 & 0.968305 \tabularnewline
9 & -0.003502 & -0.0414 & 0.516495 \tabularnewline
10 & 0.077776 & 0.9203 & 0.179511 \tabularnewline
11 & -0.080487 & -0.9523 & 0.828715 \tabularnewline
12 & 0.070874 & 0.8386 & 0.201564 \tabularnewline
13 & 0.04308 & 0.5097 & 0.305521 \tabularnewline
14 & -0.012285 & -0.1454 & 0.557681 \tabularnewline
15 & 0.006056 & 0.0717 & 0.471487 \tabularnewline
16 & -0.02058 & -0.2435 & 0.596015 \tabularnewline
17 & 0.120944 & 1.431 & 0.077326 \tabularnewline
18 & -0.027567 & -0.3262 & 0.627611 \tabularnewline
19 & 0.034436 & 0.4074 & 0.342151 \tabularnewline
20 & 0.003602 & 0.0426 & 0.483032 \tabularnewline
21 & 0.142131 & 1.6817 & 0.047427 \tabularnewline
22 & -0.042259 & -0.5 & 0.691074 \tabularnewline
23 & -0.155657 & -1.8418 & 0.966187 \tabularnewline
24 & -0.056475 & -0.6682 & 0.747454 \tabularnewline
25 & 0.062595 & 0.7406 & 0.230077 \tabularnewline
26 & -0.129293 & -1.5298 & 0.93584 \tabularnewline
27 & -0.075001 & -0.8874 & 0.811814 \tabularnewline
28 & -0.029758 & -0.3521 & 0.637352 \tabularnewline
29 & -0.029352 & -0.3473 & 0.635553 \tabularnewline
30 & 0.048788 & 0.5773 & 0.282344 \tabularnewline
31 & 0.020543 & 0.2431 & 0.404152 \tabularnewline
32 & -0.084746 & -1.0027 & 0.841138 \tabularnewline
33 & -0.013136 & -0.1554 & 0.561645 \tabularnewline
34 & 0.013057 & 0.1545 & 0.438722 \tabularnewline
35 & 0.126749 & 1.4997 & 0.06797 \tabularnewline
36 & -0.082737 & -0.979 & 0.835356 \tabularnewline
37 & -0.132272 & -1.5651 & 0.940087 \tabularnewline
38 & -0.03772 & -0.4463 & 0.671968 \tabularnewline
39 & 0.045836 & 0.5423 & 0.294225 \tabularnewline
40 & -0.070782 & -0.8375 & 0.79813 \tabularnewline
41 & 0.082386 & 0.9748 & 0.165668 \tabularnewline
42 & 0.099258 & 1.1744 & 0.121107 \tabularnewline
43 & 0.099031 & 1.1717 & 0.121644 \tabularnewline
44 & -0.022907 & -0.271 & 0.606619 \tabularnewline
45 & 7.1e-05 & 8e-04 & 0.499668 \tabularnewline
46 & -0.006315 & -0.0747 & 0.529726 \tabularnewline
47 & 0.099978 & 1.183 & 0.119416 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3757&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]0.314035[/C][C]3.7157[/C][C]0.000146[/C][/ROW]
[ROW][C]1[/C][C]-0.16186[/C][C]-1.9151[/C][C]0.971244[/C][/ROW]
[ROW][C]2[/C][C]-0.051432[/C][C]-0.6086[/C][C]0.728096[/C][/ROW]
[ROW][C]3[/C][C]0.057892[/C][C]0.685[/C][C]0.247243[/C][/ROW]
[ROW][C]4[/C][C]-0.112185[/C][C]-1.3274[/C][C]0.90673[/C][/ROW]
[ROW][C]5[/C][C]0.00803[/C][C]0.095[/C][C]0.462222[/C][/ROW]
[ROW][C]6[/C][C]-0.076817[/C][C]-0.9089[/C][C]0.817521[/C][/ROW]
[ROW][C]7[/C][C]0.075099[/C][C]0.8886[/C][C]0.187877[/C][/ROW]
[ROW][C]8[/C][C]-0.158155[/C][C]-1.8713[/C][C]0.968305[/C][/ROW]
[ROW][C]9[/C][C]-0.003502[/C][C]-0.0414[/C][C]0.516495[/C][/ROW]
[ROW][C]10[/C][C]0.077776[/C][C]0.9203[/C][C]0.179511[/C][/ROW]
[ROW][C]11[/C][C]-0.080487[/C][C]-0.9523[/C][C]0.828715[/C][/ROW]
[ROW][C]12[/C][C]0.070874[/C][C]0.8386[/C][C]0.201564[/C][/ROW]
[ROW][C]13[/C][C]0.04308[/C][C]0.5097[/C][C]0.305521[/C][/ROW]
[ROW][C]14[/C][C]-0.012285[/C][C]-0.1454[/C][C]0.557681[/C][/ROW]
[ROW][C]15[/C][C]0.006056[/C][C]0.0717[/C][C]0.471487[/C][/ROW]
[ROW][C]16[/C][C]-0.02058[/C][C]-0.2435[/C][C]0.596015[/C][/ROW]
[ROW][C]17[/C][C]0.120944[/C][C]1.431[/C][C]0.077326[/C][/ROW]
[ROW][C]18[/C][C]-0.027567[/C][C]-0.3262[/C][C]0.627611[/C][/ROW]
[ROW][C]19[/C][C]0.034436[/C][C]0.4074[/C][C]0.342151[/C][/ROW]
[ROW][C]20[/C][C]0.003602[/C][C]0.0426[/C][C]0.483032[/C][/ROW]
[ROW][C]21[/C][C]0.142131[/C][C]1.6817[/C][C]0.047427[/C][/ROW]
[ROW][C]22[/C][C]-0.042259[/C][C]-0.5[/C][C]0.691074[/C][/ROW]
[ROW][C]23[/C][C]-0.155657[/C][C]-1.8418[/C][C]0.966187[/C][/ROW]
[ROW][C]24[/C][C]-0.056475[/C][C]-0.6682[/C][C]0.747454[/C][/ROW]
[ROW][C]25[/C][C]0.062595[/C][C]0.7406[/C][C]0.230077[/C][/ROW]
[ROW][C]26[/C][C]-0.129293[/C][C]-1.5298[/C][C]0.93584[/C][/ROW]
[ROW][C]27[/C][C]-0.075001[/C][C]-0.8874[/C][C]0.811814[/C][/ROW]
[ROW][C]28[/C][C]-0.029758[/C][C]-0.3521[/C][C]0.637352[/C][/ROW]
[ROW][C]29[/C][C]-0.029352[/C][C]-0.3473[/C][C]0.635553[/C][/ROW]
[ROW][C]30[/C][C]0.048788[/C][C]0.5773[/C][C]0.282344[/C][/ROW]
[ROW][C]31[/C][C]0.020543[/C][C]0.2431[/C][C]0.404152[/C][/ROW]
[ROW][C]32[/C][C]-0.084746[/C][C]-1.0027[/C][C]0.841138[/C][/ROW]
[ROW][C]33[/C][C]-0.013136[/C][C]-0.1554[/C][C]0.561645[/C][/ROW]
[ROW][C]34[/C][C]0.013057[/C][C]0.1545[/C][C]0.438722[/C][/ROW]
[ROW][C]35[/C][C]0.126749[/C][C]1.4997[/C][C]0.06797[/C][/ROW]
[ROW][C]36[/C][C]-0.082737[/C][C]-0.979[/C][C]0.835356[/C][/ROW]
[ROW][C]37[/C][C]-0.132272[/C][C]-1.5651[/C][C]0.940087[/C][/ROW]
[ROW][C]38[/C][C]-0.03772[/C][C]-0.4463[/C][C]0.671968[/C][/ROW]
[ROW][C]39[/C][C]0.045836[/C][C]0.5423[/C][C]0.294225[/C][/ROW]
[ROW][C]40[/C][C]-0.070782[/C][C]-0.8375[/C][C]0.79813[/C][/ROW]
[ROW][C]41[/C][C]0.082386[/C][C]0.9748[/C][C]0.165668[/C][/ROW]
[ROW][C]42[/C][C]0.099258[/C][C]1.1744[/C][C]0.121107[/C][/ROW]
[ROW][C]43[/C][C]0.099031[/C][C]1.1717[/C][C]0.121644[/C][/ROW]
[ROW][C]44[/C][C]-0.022907[/C][C]-0.271[/C][C]0.606619[/C][/ROW]
[ROW][C]45[/C][C]7.1e-05[/C][C]8e-04[/C][C]0.499668[/C][/ROW]
[ROW][C]46[/C][C]-0.006315[/C][C]-0.0747[/C][C]0.529726[/C][/ROW]
[ROW][C]47[/C][C]0.099978[/C][C]1.183[/C][C]0.119416[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3757&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3757&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	0.314035	3.7157	0.000146
1	-0.16186	-1.9151	0.971244
2	-0.051432	-0.6086	0.728096
3	0.057892	0.685	0.247243
4	-0.112185	-1.3274	0.90673
5	0.00803	0.095	0.462222
6	-0.076817	-0.9089	0.817521
7	0.075099	0.8886	0.187877
8	-0.158155	-1.8713	0.968305
9	-0.003502	-0.0414	0.516495
10	0.077776	0.9203	0.179511
11	-0.080487	-0.9523	0.828715
12	0.070874	0.8386	0.201564
13	0.04308	0.5097	0.305521
14	-0.012285	-0.1454	0.557681
15	0.006056	0.0717	0.471487
16	-0.02058	-0.2435	0.596015
17	0.120944	1.431	0.077326
18	-0.027567	-0.3262	0.627611
19	0.034436	0.4074	0.342151
20	0.003602	0.0426	0.483032
21	0.142131	1.6817	0.047427
22	-0.042259	-0.5	0.691074
23	-0.155657	-1.8418	0.966187
24	-0.056475	-0.6682	0.747454
25	0.062595	0.7406	0.230077
26	-0.129293	-1.5298	0.93584
27	-0.075001	-0.8874	0.811814
28	-0.029758	-0.3521	0.637352
29	-0.029352	-0.3473	0.635553
30	0.048788	0.5773	0.282344
31	0.020543	0.2431	0.404152
32	-0.084746	-1.0027	0.841138
33	-0.013136	-0.1554	0.561645
34	0.013057	0.1545	0.438722
35	0.126749	1.4997	0.06797
36	-0.082737	-0.979	0.835356
37	-0.132272	-1.5651	0.940087
38	-0.03772	-0.4463	0.671968
39	0.045836	0.5423	0.294225
40	-0.070782	-0.8375	0.79813
41	0.082386	0.9748	0.165668
42	0.099258	1.1744	0.121107
43	0.099031	1.1717	0.121644
44	-0.022907	-0.271	0.606619
45	7.1e-05	8e-04	0.499668
46	-0.006315	-0.0747	0.529726
47	0.099978	1.183	0.119416

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = -1.3 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = -1.3 ; 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