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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 16 Dec 2007 07:52:28 -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/16/t1197815851mbt9rhape7sjl1o.htm/, Retrieved Thu, 02 May 2024 00:35:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4197, Retrieved Thu, 02 May 2024 00:35:26 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

d=0 D=0 energieprijzen

Estimated Impact

163

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

-       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2007-12-16 14:52:28] [0eafefa7b02d47065fceb6c46f54fbf9] [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	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=4197&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=4197&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4197&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	8.6023	0
1	0.95098	8.1806	0
2	0.902331	7.7621	0
3	0.867338	7.4611	0
4	0.83127	7.1509	0
5	0.800539	6.8865	0
6	0.765284	6.5832	0
7	0.736045	6.3317	0
8	0.703981	6.0559	0
9	0.655837	5.6417	0
10	0.608315	5.2329	1e-06
11	0.571884	4.9195	3e-06
12	0.540582	4.6503	7e-06
13	0.498782	4.2907	2.7e-05
14	0.452498	3.8925	0.000108
15	0.42193	3.6296	0.00026
16	0.393432	3.3844	0.000572
17	0.349584	3.0072	0.0018
18	0.310025	2.6669	0.004698
19	0.274799	2.3639	0.010355
20	0.239699	2.062	0.021361
21	0.195757	1.684	0.048201
22	0.147975	1.2729	0.103515
23	0.115162	0.9907	0.16254
24	0.084778	0.7293	0.234063
25	0.043042	0.3703	0.356123
26	-0.002385	-0.0205	0.508157
27	-0.050326	-0.4329	0.666833
28	-0.097348	-0.8374	0.797474
29	-0.135299	-1.1639	0.875895
30	-0.180051	-1.5489	0.937159
31	-0.214517	-1.8453	0.965506
32	-0.23943	-2.0597	0.978525
33	-0.272037	-2.3401	0.989013
34	-0.307278	-2.6433	0.994992
35	-0.335354	-2.8848	0.997436
36	-0.362751	-3.1205	0.998713
37	-0.386264	-3.3228	0.999306
38	-0.402762	-3.4647	0.999557
39	-0.410187	-3.5286	0.999639
40	-0.412902	-3.5519	0.999665
41	-0.407889	-3.5088	0.999615
42	-0.406701	-3.4986	0.999602
43	-0.413329	-3.5556	0.999669
44	-0.41611	-3.5795	0.999694
45	-0.413414	-3.5563	0.99967
46	-0.412563	-3.549	0.999662
47	-0.403446	-3.4706	0.999565

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.6023 & 0 \tabularnewline
1 & 0.95098 & 8.1806 & 0 \tabularnewline
2 & 0.902331 & 7.7621 & 0 \tabularnewline
3 & 0.867338 & 7.4611 & 0 \tabularnewline
4 & 0.83127 & 7.1509 & 0 \tabularnewline
5 & 0.800539 & 6.8865 & 0 \tabularnewline
6 & 0.765284 & 6.5832 & 0 \tabularnewline
7 & 0.736045 & 6.3317 & 0 \tabularnewline
8 & 0.703981 & 6.0559 & 0 \tabularnewline
9 & 0.655837 & 5.6417 & 0 \tabularnewline
10 & 0.608315 & 5.2329 & 1e-06 \tabularnewline
11 & 0.571884 & 4.9195 & 3e-06 \tabularnewline
12 & 0.540582 & 4.6503 & 7e-06 \tabularnewline
13 & 0.498782 & 4.2907 & 2.7e-05 \tabularnewline
14 & 0.452498 & 3.8925 & 0.000108 \tabularnewline
15 & 0.42193 & 3.6296 & 0.00026 \tabularnewline
16 & 0.393432 & 3.3844 & 0.000572 \tabularnewline
17 & 0.349584 & 3.0072 & 0.0018 \tabularnewline
18 & 0.310025 & 2.6669 & 0.004698 \tabularnewline
19 & 0.274799 & 2.3639 & 0.010355 \tabularnewline
20 & 0.239699 & 2.062 & 0.021361 \tabularnewline
21 & 0.195757 & 1.684 & 0.048201 \tabularnewline
22 & 0.147975 & 1.2729 & 0.103515 \tabularnewline
23 & 0.115162 & 0.9907 & 0.16254 \tabularnewline
24 & 0.084778 & 0.7293 & 0.234063 \tabularnewline
25 & 0.043042 & 0.3703 & 0.356123 \tabularnewline
26 & -0.002385 & -0.0205 & 0.508157 \tabularnewline
27 & -0.050326 & -0.4329 & 0.666833 \tabularnewline
28 & -0.097348 & -0.8374 & 0.797474 \tabularnewline
29 & -0.135299 & -1.1639 & 0.875895 \tabularnewline
30 & -0.180051 & -1.5489 & 0.937159 \tabularnewline
31 & -0.214517 & -1.8453 & 0.965506 \tabularnewline
32 & -0.23943 & -2.0597 & 0.978525 \tabularnewline
33 & -0.272037 & -2.3401 & 0.989013 \tabularnewline
34 & -0.307278 & -2.6433 & 0.994992 \tabularnewline
35 & -0.335354 & -2.8848 & 0.997436 \tabularnewline
36 & -0.362751 & -3.1205 & 0.998713 \tabularnewline
37 & -0.386264 & -3.3228 & 0.999306 \tabularnewline
38 & -0.402762 & -3.4647 & 0.999557 \tabularnewline
39 & -0.410187 & -3.5286 & 0.999639 \tabularnewline
40 & -0.412902 & -3.5519 & 0.999665 \tabularnewline
41 & -0.407889 & -3.5088 & 0.999615 \tabularnewline
42 & -0.406701 & -3.4986 & 0.999602 \tabularnewline
43 & -0.413329 & -3.5556 & 0.999669 \tabularnewline
44 & -0.41611 & -3.5795 & 0.999694 \tabularnewline
45 & -0.413414 & -3.5563 & 0.99967 \tabularnewline
46 & -0.412563 & -3.549 & 0.999662 \tabularnewline
47 & -0.403446 & -3.4706 & 0.999565 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4197&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]8.6023[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.95098[/C][C]8.1806[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.902331[/C][C]7.7621[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.867338[/C][C]7.4611[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.83127[/C][C]7.1509[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.800539[/C][C]6.8865[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.765284[/C][C]6.5832[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.736045[/C][C]6.3317[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.703981[/C][C]6.0559[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.655837[/C][C]5.6417[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.608315[/C][C]5.2329[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.571884[/C][C]4.9195[/C][C]3e-06[/C][/ROW]
[ROW][C]12[/C][C]0.540582[/C][C]4.6503[/C][C]7e-06[/C][/ROW]
[ROW][C]13[/C][C]0.498782[/C][C]4.2907[/C][C]2.7e-05[/C][/ROW]
[ROW][C]14[/C][C]0.452498[/C][C]3.8925[/C][C]0.000108[/C][/ROW]
[ROW][C]15[/C][C]0.42193[/C][C]3.6296[/C][C]0.00026[/C][/ROW]
[ROW][C]16[/C][C]0.393432[/C][C]3.3844[/C][C]0.000572[/C][/ROW]
[ROW][C]17[/C][C]0.349584[/C][C]3.0072[/C][C]0.0018[/C][/ROW]
[ROW][C]18[/C][C]0.310025[/C][C]2.6669[/C][C]0.004698[/C][/ROW]
[ROW][C]19[/C][C]0.274799[/C][C]2.3639[/C][C]0.010355[/C][/ROW]
[ROW][C]20[/C][C]0.239699[/C][C]2.062[/C][C]0.021361[/C][/ROW]
[ROW][C]21[/C][C]0.195757[/C][C]1.684[/C][C]0.048201[/C][/ROW]
[ROW][C]22[/C][C]0.147975[/C][C]1.2729[/C][C]0.103515[/C][/ROW]
[ROW][C]23[/C][C]0.115162[/C][C]0.9907[/C][C]0.16254[/C][/ROW]
[ROW][C]24[/C][C]0.084778[/C][C]0.7293[/C][C]0.234063[/C][/ROW]
[ROW][C]25[/C][C]0.043042[/C][C]0.3703[/C][C]0.356123[/C][/ROW]
[ROW][C]26[/C][C]-0.002385[/C][C]-0.0205[/C][C]0.508157[/C][/ROW]
[ROW][C]27[/C][C]-0.050326[/C][C]-0.4329[/C][C]0.666833[/C][/ROW]
[ROW][C]28[/C][C]-0.097348[/C][C]-0.8374[/C][C]0.797474[/C][/ROW]
[ROW][C]29[/C][C]-0.135299[/C][C]-1.1639[/C][C]0.875895[/C][/ROW]
[ROW][C]30[/C][C]-0.180051[/C][C]-1.5489[/C][C]0.937159[/C][/ROW]
[ROW][C]31[/C][C]-0.214517[/C][C]-1.8453[/C][C]0.965506[/C][/ROW]
[ROW][C]32[/C][C]-0.23943[/C][C]-2.0597[/C][C]0.978525[/C][/ROW]
[ROW][C]33[/C][C]-0.272037[/C][C]-2.3401[/C][C]0.989013[/C][/ROW]
[ROW][C]34[/C][C]-0.307278[/C][C]-2.6433[/C][C]0.994992[/C][/ROW]
[ROW][C]35[/C][C]-0.335354[/C][C]-2.8848[/C][C]0.997436[/C][/ROW]
[ROW][C]36[/C][C]-0.362751[/C][C]-3.1205[/C][C]0.998713[/C][/ROW]
[ROW][C]37[/C][C]-0.386264[/C][C]-3.3228[/C][C]0.999306[/C][/ROW]
[ROW][C]38[/C][C]-0.402762[/C][C]-3.4647[/C][C]0.999557[/C][/ROW]
[ROW][C]39[/C][C]-0.410187[/C][C]-3.5286[/C][C]0.999639[/C][/ROW]
[ROW][C]40[/C][C]-0.412902[/C][C]-3.5519[/C][C]0.999665[/C][/ROW]
[ROW][C]41[/C][C]-0.407889[/C][C]-3.5088[/C][C]0.999615[/C][/ROW]
[ROW][C]42[/C][C]-0.406701[/C][C]-3.4986[/C][C]0.999602[/C][/ROW]
[ROW][C]43[/C][C]-0.413329[/C][C]-3.5556[/C][C]0.999669[/C][/ROW]
[ROW][C]44[/C][C]-0.41611[/C][C]-3.5795[/C][C]0.999694[/C][/ROW]
[ROW][C]45[/C][C]-0.413414[/C][C]-3.5563[/C][C]0.99967[/C][/ROW]
[ROW][C]46[/C][C]-0.412563[/C][C]-3.549[/C][C]0.999662[/C][/ROW]
[ROW][C]47[/C][C]-0.403446[/C][C]-3.4706[/C][C]0.999565[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4197&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4197&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	8.6023	0
1	0.95098	8.1806	0
2	0.902331	7.7621	0
3	0.867338	7.4611	0
4	0.83127	7.1509	0
5	0.800539	6.8865	0
6	0.765284	6.5832	0
7	0.736045	6.3317	0
8	0.703981	6.0559	0
9	0.655837	5.6417	0
10	0.608315	5.2329	1e-06
11	0.571884	4.9195	3e-06
12	0.540582	4.6503	7e-06
13	0.498782	4.2907	2.7e-05
14	0.452498	3.8925	0.000108
15	0.42193	3.6296	0.00026
16	0.393432	3.3844	0.000572
17	0.349584	3.0072	0.0018
18	0.310025	2.6669	0.004698
19	0.274799	2.3639	0.010355
20	0.239699	2.062	0.021361
21	0.195757	1.684	0.048201
22	0.147975	1.2729	0.103515
23	0.115162	0.9907	0.16254
24	0.084778	0.7293	0.234063
25	0.043042	0.3703	0.356123
26	-0.002385	-0.0205	0.508157
27	-0.050326	-0.4329	0.666833
28	-0.097348	-0.8374	0.797474
29	-0.135299	-1.1639	0.875895
30	-0.180051	-1.5489	0.937159
31	-0.214517	-1.8453	0.965506
32	-0.23943	-2.0597	0.978525
33	-0.272037	-2.3401	0.989013
34	-0.307278	-2.6433	0.994992
35	-0.335354	-2.8848	0.997436
36	-0.362751	-3.1205	0.998713
37	-0.386264	-3.3228	0.999306
38	-0.402762	-3.4647	0.999557
39	-0.410187	-3.5286	0.999639
40	-0.412902	-3.5519	0.999665
41	-0.407889	-3.5088	0.999615
42	-0.406701	-3.4986	0.999602
43	-0.413329	-3.5556	0.999669
44	-0.41611	-3.5795	0.999694
45	-0.413414	-3.5563	0.99967
46	-0.412563	-3.549	0.999662
47	-0.403446	-3.4706	0.999565

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.95098	8.1806	0
1	-0.021251	-0.1828	0.572277
2	0.117301	1.0091	0.158118
3	-0.029934	-0.2575	0.601247
4	0.056269	0.484	0.314893
5	-0.068864	-0.5924	0.722304
6	0.063764	0.5485	0.292495
7	-0.064904	-0.5583	0.710847
8	-0.163616	-1.4075	0.918264
9	-0.039996	-0.3441	0.63411
10	0.05966	0.5132	0.304664
11	0.024079	0.2071	0.418237
12	-0.123406	-1.0616	0.854061
13	-0.056087	-0.4825	0.684555
14	0.112562	0.9683	0.168026
15	0.003142	0.027	0.489255
16	-0.144001	-1.2387	0.890322
17	0.022292	0.1918	0.424227
18	-0.026652	-0.2293	0.590354
19	-0.034804	-0.2994	0.617261
20	-0.101465	-0.8728	0.807211
21	-0.043435	-0.3736	0.645131
22	0.044058	0.379	0.352886
23	-0.023844	-0.2051	0.580977
24	-0.083348	-0.717	0.762181
25	-0.063953	-0.5501	0.708063
26	-0.126515	-1.0883	0.860007
27	-0.07086	-0.6096	0.727989
28	0.116139	0.9991	0.160509
29	-0.117818	-1.0135	0.84294
30	-0.012938	-0.1113	0.544158
31	0.046314	0.3984	0.345739
32	-0.002542	-0.0219	0.508693
33	-0.065608	-0.5644	0.7129
34	0.016516	0.1421	0.443704
35	-0.072188	-0.621	0.731741
36	0.038227	0.3288	0.371603
37	0.065958	0.5674	0.286083
38	0.047286	0.4068	0.342675
39	0.012506	0.1076	0.457311
40	0.109912	0.9455	0.17374
41	-0.011142	-0.0959	0.538051
42	-0.073622	-0.6333	0.73576
43	-0.036679	-0.3155	0.623373
44	0.042851	0.3686	0.356733
45	0.010217	0.0879	0.465099
46	0.026877	0.2312	0.408897
47	-0.095873	-0.8247	0.793912

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.95098 & 8.1806 & 0 \tabularnewline
1 & -0.021251 & -0.1828 & 0.572277 \tabularnewline
2 & 0.117301 & 1.0091 & 0.158118 \tabularnewline
3 & -0.029934 & -0.2575 & 0.601247 \tabularnewline
4 & 0.056269 & 0.484 & 0.314893 \tabularnewline
5 & -0.068864 & -0.5924 & 0.722304 \tabularnewline
6 & 0.063764 & 0.5485 & 0.292495 \tabularnewline
7 & -0.064904 & -0.5583 & 0.710847 \tabularnewline
8 & -0.163616 & -1.4075 & 0.918264 \tabularnewline
9 & -0.039996 & -0.3441 & 0.63411 \tabularnewline
10 & 0.05966 & 0.5132 & 0.304664 \tabularnewline
11 & 0.024079 & 0.2071 & 0.418237 \tabularnewline
12 & -0.123406 & -1.0616 & 0.854061 \tabularnewline
13 & -0.056087 & -0.4825 & 0.684555 \tabularnewline
14 & 0.112562 & 0.9683 & 0.168026 \tabularnewline
15 & 0.003142 & 0.027 & 0.489255 \tabularnewline
16 & -0.144001 & -1.2387 & 0.890322 \tabularnewline
17 & 0.022292 & 0.1918 & 0.424227 \tabularnewline
18 & -0.026652 & -0.2293 & 0.590354 \tabularnewline
19 & -0.034804 & -0.2994 & 0.617261 \tabularnewline
20 & -0.101465 & -0.8728 & 0.807211 \tabularnewline
21 & -0.043435 & -0.3736 & 0.645131 \tabularnewline
22 & 0.044058 & 0.379 & 0.352886 \tabularnewline
23 & -0.023844 & -0.2051 & 0.580977 \tabularnewline
24 & -0.083348 & -0.717 & 0.762181 \tabularnewline
25 & -0.063953 & -0.5501 & 0.708063 \tabularnewline
26 & -0.126515 & -1.0883 & 0.860007 \tabularnewline
27 & -0.07086 & -0.6096 & 0.727989 \tabularnewline
28 & 0.116139 & 0.9991 & 0.160509 \tabularnewline
29 & -0.117818 & -1.0135 & 0.84294 \tabularnewline
30 & -0.012938 & -0.1113 & 0.544158 \tabularnewline
31 & 0.046314 & 0.3984 & 0.345739 \tabularnewline
32 & -0.002542 & -0.0219 & 0.508693 \tabularnewline
33 & -0.065608 & -0.5644 & 0.7129 \tabularnewline
34 & 0.016516 & 0.1421 & 0.443704 \tabularnewline
35 & -0.072188 & -0.621 & 0.731741 \tabularnewline
36 & 0.038227 & 0.3288 & 0.371603 \tabularnewline
37 & 0.065958 & 0.5674 & 0.286083 \tabularnewline
38 & 0.047286 & 0.4068 & 0.342675 \tabularnewline
39 & 0.012506 & 0.1076 & 0.457311 \tabularnewline
40 & 0.109912 & 0.9455 & 0.17374 \tabularnewline
41 & -0.011142 & -0.0959 & 0.538051 \tabularnewline
42 & -0.073622 & -0.6333 & 0.73576 \tabularnewline
43 & -0.036679 & -0.3155 & 0.623373 \tabularnewline
44 & 0.042851 & 0.3686 & 0.356733 \tabularnewline
45 & 0.010217 & 0.0879 & 0.465099 \tabularnewline
46 & 0.026877 & 0.2312 & 0.408897 \tabularnewline
47 & -0.095873 & -0.8247 & 0.793912 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4197&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]0.95098[/C][C]8.1806[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.021251[/C][C]-0.1828[/C][C]0.572277[/C][/ROW]
[ROW][C]2[/C][C]0.117301[/C][C]1.0091[/C][C]0.158118[/C][/ROW]
[ROW][C]3[/C][C]-0.029934[/C][C]-0.2575[/C][C]0.601247[/C][/ROW]
[ROW][C]4[/C][C]0.056269[/C][C]0.484[/C][C]0.314893[/C][/ROW]
[ROW][C]5[/C][C]-0.068864[/C][C]-0.5924[/C][C]0.722304[/C][/ROW]
[ROW][C]6[/C][C]0.063764[/C][C]0.5485[/C][C]0.292495[/C][/ROW]
[ROW][C]7[/C][C]-0.064904[/C][C]-0.5583[/C][C]0.710847[/C][/ROW]
[ROW][C]8[/C][C]-0.163616[/C][C]-1.4075[/C][C]0.918264[/C][/ROW]
[ROW][C]9[/C][C]-0.039996[/C][C]-0.3441[/C][C]0.63411[/C][/ROW]
[ROW][C]10[/C][C]0.05966[/C][C]0.5132[/C][C]0.304664[/C][/ROW]
[ROW][C]11[/C][C]0.024079[/C][C]0.2071[/C][C]0.418237[/C][/ROW]
[ROW][C]12[/C][C]-0.123406[/C][C]-1.0616[/C][C]0.854061[/C][/ROW]
[ROW][C]13[/C][C]-0.056087[/C][C]-0.4825[/C][C]0.684555[/C][/ROW]
[ROW][C]14[/C][C]0.112562[/C][C]0.9683[/C][C]0.168026[/C][/ROW]
[ROW][C]15[/C][C]0.003142[/C][C]0.027[/C][C]0.489255[/C][/ROW]
[ROW][C]16[/C][C]-0.144001[/C][C]-1.2387[/C][C]0.890322[/C][/ROW]
[ROW][C]17[/C][C]0.022292[/C][C]0.1918[/C][C]0.424227[/C][/ROW]
[ROW][C]18[/C][C]-0.026652[/C][C]-0.2293[/C][C]0.590354[/C][/ROW]
[ROW][C]19[/C][C]-0.034804[/C][C]-0.2994[/C][C]0.617261[/C][/ROW]
[ROW][C]20[/C][C]-0.101465[/C][C]-0.8728[/C][C]0.807211[/C][/ROW]
[ROW][C]21[/C][C]-0.043435[/C][C]-0.3736[/C][C]0.645131[/C][/ROW]
[ROW][C]22[/C][C]0.044058[/C][C]0.379[/C][C]0.352886[/C][/ROW]
[ROW][C]23[/C][C]-0.023844[/C][C]-0.2051[/C][C]0.580977[/C][/ROW]
[ROW][C]24[/C][C]-0.083348[/C][C]-0.717[/C][C]0.762181[/C][/ROW]
[ROW][C]25[/C][C]-0.063953[/C][C]-0.5501[/C][C]0.708063[/C][/ROW]
[ROW][C]26[/C][C]-0.126515[/C][C]-1.0883[/C][C]0.860007[/C][/ROW]
[ROW][C]27[/C][C]-0.07086[/C][C]-0.6096[/C][C]0.727989[/C][/ROW]
[ROW][C]28[/C][C]0.116139[/C][C]0.9991[/C][C]0.160509[/C][/ROW]
[ROW][C]29[/C][C]-0.117818[/C][C]-1.0135[/C][C]0.84294[/C][/ROW]
[ROW][C]30[/C][C]-0.012938[/C][C]-0.1113[/C][C]0.544158[/C][/ROW]
[ROW][C]31[/C][C]0.046314[/C][C]0.3984[/C][C]0.345739[/C][/ROW]
[ROW][C]32[/C][C]-0.002542[/C][C]-0.0219[/C][C]0.508693[/C][/ROW]
[ROW][C]33[/C][C]-0.065608[/C][C]-0.5644[/C][C]0.7129[/C][/ROW]
[ROW][C]34[/C][C]0.016516[/C][C]0.1421[/C][C]0.443704[/C][/ROW]
[ROW][C]35[/C][C]-0.072188[/C][C]-0.621[/C][C]0.731741[/C][/ROW]
[ROW][C]36[/C][C]0.038227[/C][C]0.3288[/C][C]0.371603[/C][/ROW]
[ROW][C]37[/C][C]0.065958[/C][C]0.5674[/C][C]0.286083[/C][/ROW]
[ROW][C]38[/C][C]0.047286[/C][C]0.4068[/C][C]0.342675[/C][/ROW]
[ROW][C]39[/C][C]0.012506[/C][C]0.1076[/C][C]0.457311[/C][/ROW]
[ROW][C]40[/C][C]0.109912[/C][C]0.9455[/C][C]0.17374[/C][/ROW]
[ROW][C]41[/C][C]-0.011142[/C][C]-0.0959[/C][C]0.538051[/C][/ROW]
[ROW][C]42[/C][C]-0.073622[/C][C]-0.6333[/C][C]0.73576[/C][/ROW]
[ROW][C]43[/C][C]-0.036679[/C][C]-0.3155[/C][C]0.623373[/C][/ROW]
[ROW][C]44[/C][C]0.042851[/C][C]0.3686[/C][C]0.356733[/C][/ROW]
[ROW][C]45[/C][C]0.010217[/C][C]0.0879[/C][C]0.465099[/C][/ROW]
[ROW][C]46[/C][C]0.026877[/C][C]0.2312[/C][C]0.408897[/C][/ROW]
[ROW][C]47[/C][C]-0.095873[/C][C]-0.8247[/C][C]0.793912[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4197&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4197&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	0.95098	8.1806	0
1	-0.021251	-0.1828	0.572277
2	0.117301	1.0091	0.158118
3	-0.029934	-0.2575	0.601247
4	0.056269	0.484	0.314893
5	-0.068864	-0.5924	0.722304
6	0.063764	0.5485	0.292495
7	-0.064904	-0.5583	0.710847
8	-0.163616	-1.4075	0.918264
9	-0.039996	-0.3441	0.63411
10	0.05966	0.5132	0.304664
11	0.024079	0.2071	0.418237
12	-0.123406	-1.0616	0.854061
13	-0.056087	-0.4825	0.684555
14	0.112562	0.9683	0.168026
15	0.003142	0.027	0.489255
16	-0.144001	-1.2387	0.890322
17	0.022292	0.1918	0.424227
18	-0.026652	-0.2293	0.590354
19	-0.034804	-0.2994	0.617261
20	-0.101465	-0.8728	0.807211
21	-0.043435	-0.3736	0.645131
22	0.044058	0.379	0.352886
23	-0.023844	-0.2051	0.580977
24	-0.083348	-0.717	0.762181
25	-0.063953	-0.5501	0.708063
26	-0.126515	-1.0883	0.860007
27	-0.07086	-0.6096	0.727989
28	0.116139	0.9991	0.160509
29	-0.117818	-1.0135	0.84294
30	-0.012938	-0.1113	0.544158
31	0.046314	0.3984	0.345739
32	-0.002542	-0.0219	0.508693
33	-0.065608	-0.5644	0.7129
34	0.016516	0.1421	0.443704
35	-0.072188	-0.621	0.731741
36	0.038227	0.3288	0.371603
37	0.065958	0.5674	0.286083
38	0.047286	0.4068	0.342675
39	0.012506	0.1076	0.457311
40	0.109912	0.9455	0.17374
41	-0.011142	-0.0959	0.538051
42	-0.073622	-0.6333	0.73576
43	-0.036679	-0.3155	0.623373
44	0.042851	0.3686	0.356733
45	0.010217	0.0879	0.465099
46	0.026877	0.2312	0.408897
47	-0.095873	-0.8247	0.793912

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