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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 08:29:11 -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/t1197817963r3ltitem0tqhkvz.htm/, Retrieved Thu, 02 May 2024 11:16:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4207, Retrieved Thu, 02 May 2024 11:16:56 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

d=0 D=0 industriele productie

Estimated Impact

201

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 15:29:11] [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=4207&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=4207&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4207&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	0.900855	7.7494	0
2	0.773645	6.6551	0
3	0.637575	5.4846	0
4	0.516287	4.4413	1.5e-05
5	0.435207	3.7438	0.000178
6	0.396916	3.4144	0.00052
7	0.387431	3.3328	0.000672
8	0.394478	3.3934	0.000556
9	0.397357	3.4182	0.000514
10	0.382204	3.2878	0.000773
11	0.350289	3.0133	0.001768
12	0.303285	2.609	0.005492
13	0.243435	2.0941	0.019838
14	0.184568	1.5877	0.058308
15	0.136614	1.1752	0.121841
16	0.109203	0.9394	0.175292
17	0.097596	0.8395	0.201933
18	0.085282	0.7336	0.232748
19	0.070808	0.6091	0.272158
20	0.047548	0.409	0.341851
21	0.006791	0.0584	0.476787
22	-0.037744	-0.3247	0.626831
23	-0.073367	-0.6311	0.735049
24	-0.094814	-0.8156	0.791334
25	-0.095265	-0.8195	0.792434
26	-0.079404	-0.6831	0.751649
27	-0.061367	-0.5279	0.700426
28	-0.060094	-0.5169	0.696632
29	-0.083676	-0.7198	0.763044
30	-0.113643	-0.9776	0.83427
31	-0.138905	-1.1949	0.88203
32	-0.160739	-1.3827	0.914546
33	-0.171052	-1.4714	0.927295
34	-0.153625	-1.3215	0.904802
35	-0.145908	-1.2551	0.893312
36	-0.114969	-0.989	0.837056
37	-0.075841	-0.6524	0.741921
38	-0.047366	-0.4075	0.657577
39	-0.02532	-0.2178	0.585914
40	0.000651	0.0056	0.497773
41	-0.030851	-0.2654	0.604275
42	-0.061313	-0.5274	0.700264
43	-0.093879	-0.8076	0.789038
44	-0.122777	-1.0562	0.852836
45	-0.139793	-1.2025	0.883507
46	-0.144859	-1.2461	0.891675
47	-0.153188	-1.3178	0.904177

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.6023 & 0 \tabularnewline
1 & 0.900855 & 7.7494 & 0 \tabularnewline
2 & 0.773645 & 6.6551 & 0 \tabularnewline
3 & 0.637575 & 5.4846 & 0 \tabularnewline
4 & 0.516287 & 4.4413 & 1.5e-05 \tabularnewline
5 & 0.435207 & 3.7438 & 0.000178 \tabularnewline
6 & 0.396916 & 3.4144 & 0.00052 \tabularnewline
7 & 0.387431 & 3.3328 & 0.000672 \tabularnewline
8 & 0.394478 & 3.3934 & 0.000556 \tabularnewline
9 & 0.397357 & 3.4182 & 0.000514 \tabularnewline
10 & 0.382204 & 3.2878 & 0.000773 \tabularnewline
11 & 0.350289 & 3.0133 & 0.001768 \tabularnewline
12 & 0.303285 & 2.609 & 0.005492 \tabularnewline
13 & 0.243435 & 2.0941 & 0.019838 \tabularnewline
14 & 0.184568 & 1.5877 & 0.058308 \tabularnewline
15 & 0.136614 & 1.1752 & 0.121841 \tabularnewline
16 & 0.109203 & 0.9394 & 0.175292 \tabularnewline
17 & 0.097596 & 0.8395 & 0.201933 \tabularnewline
18 & 0.085282 & 0.7336 & 0.232748 \tabularnewline
19 & 0.070808 & 0.6091 & 0.272158 \tabularnewline
20 & 0.047548 & 0.409 & 0.341851 \tabularnewline
21 & 0.006791 & 0.0584 & 0.476787 \tabularnewline
22 & -0.037744 & -0.3247 & 0.626831 \tabularnewline
23 & -0.073367 & -0.6311 & 0.735049 \tabularnewline
24 & -0.094814 & -0.8156 & 0.791334 \tabularnewline
25 & -0.095265 & -0.8195 & 0.792434 \tabularnewline
26 & -0.079404 & -0.6831 & 0.751649 \tabularnewline
27 & -0.061367 & -0.5279 & 0.700426 \tabularnewline
28 & -0.060094 & -0.5169 & 0.696632 \tabularnewline
29 & -0.083676 & -0.7198 & 0.763044 \tabularnewline
30 & -0.113643 & -0.9776 & 0.83427 \tabularnewline
31 & -0.138905 & -1.1949 & 0.88203 \tabularnewline
32 & -0.160739 & -1.3827 & 0.914546 \tabularnewline
33 & -0.171052 & -1.4714 & 0.927295 \tabularnewline
34 & -0.153625 & -1.3215 & 0.904802 \tabularnewline
35 & -0.145908 & -1.2551 & 0.893312 \tabularnewline
36 & -0.114969 & -0.989 & 0.837056 \tabularnewline
37 & -0.075841 & -0.6524 & 0.741921 \tabularnewline
38 & -0.047366 & -0.4075 & 0.657577 \tabularnewline
39 & -0.02532 & -0.2178 & 0.585914 \tabularnewline
40 & 0.000651 & 0.0056 & 0.497773 \tabularnewline
41 & -0.030851 & -0.2654 & 0.604275 \tabularnewline
42 & -0.061313 & -0.5274 & 0.700264 \tabularnewline
43 & -0.093879 & -0.8076 & 0.789038 \tabularnewline
44 & -0.122777 & -1.0562 & 0.852836 \tabularnewline
45 & -0.139793 & -1.2025 & 0.883507 \tabularnewline
46 & -0.144859 & -1.2461 & 0.891675 \tabularnewline
47 & -0.153188 & -1.3178 & 0.904177 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4207&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]0.900855[/C][C]7.7494[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.773645[/C][C]6.6551[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.637575[/C][C]5.4846[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.516287[/C][C]4.4413[/C][C]1.5e-05[/C][/ROW]
[ROW][C]5[/C][C]0.435207[/C][C]3.7438[/C][C]0.000178[/C][/ROW]
[ROW][C]6[/C][C]0.396916[/C][C]3.4144[/C][C]0.00052[/C][/ROW]
[ROW][C]7[/C][C]0.387431[/C][C]3.3328[/C][C]0.000672[/C][/ROW]
[ROW][C]8[/C][C]0.394478[/C][C]3.3934[/C][C]0.000556[/C][/ROW]
[ROW][C]9[/C][C]0.397357[/C][C]3.4182[/C][C]0.000514[/C][/ROW]
[ROW][C]10[/C][C]0.382204[/C][C]3.2878[/C][C]0.000773[/C][/ROW]
[ROW][C]11[/C][C]0.350289[/C][C]3.0133[/C][C]0.001768[/C][/ROW]
[ROW][C]12[/C][C]0.303285[/C][C]2.609[/C][C]0.005492[/C][/ROW]
[ROW][C]13[/C][C]0.243435[/C][C]2.0941[/C][C]0.019838[/C][/ROW]
[ROW][C]14[/C][C]0.184568[/C][C]1.5877[/C][C]0.058308[/C][/ROW]
[ROW][C]15[/C][C]0.136614[/C][C]1.1752[/C][C]0.121841[/C][/ROW]
[ROW][C]16[/C][C]0.109203[/C][C]0.9394[/C][C]0.175292[/C][/ROW]
[ROW][C]17[/C][C]0.097596[/C][C]0.8395[/C][C]0.201933[/C][/ROW]
[ROW][C]18[/C][C]0.085282[/C][C]0.7336[/C][C]0.232748[/C][/ROW]
[ROW][C]19[/C][C]0.070808[/C][C]0.6091[/C][C]0.272158[/C][/ROW]
[ROW][C]20[/C][C]0.047548[/C][C]0.409[/C][C]0.341851[/C][/ROW]
[ROW][C]21[/C][C]0.006791[/C][C]0.0584[/C][C]0.476787[/C][/ROW]
[ROW][C]22[/C][C]-0.037744[/C][C]-0.3247[/C][C]0.626831[/C][/ROW]
[ROW][C]23[/C][C]-0.073367[/C][C]-0.6311[/C][C]0.735049[/C][/ROW]
[ROW][C]24[/C][C]-0.094814[/C][C]-0.8156[/C][C]0.791334[/C][/ROW]
[ROW][C]25[/C][C]-0.095265[/C][C]-0.8195[/C][C]0.792434[/C][/ROW]
[ROW][C]26[/C][C]-0.079404[/C][C]-0.6831[/C][C]0.751649[/C][/ROW]
[ROW][C]27[/C][C]-0.061367[/C][C]-0.5279[/C][C]0.700426[/C][/ROW]
[ROW][C]28[/C][C]-0.060094[/C][C]-0.5169[/C][C]0.696632[/C][/ROW]
[ROW][C]29[/C][C]-0.083676[/C][C]-0.7198[/C][C]0.763044[/C][/ROW]
[ROW][C]30[/C][C]-0.113643[/C][C]-0.9776[/C][C]0.83427[/C][/ROW]
[ROW][C]31[/C][C]-0.138905[/C][C]-1.1949[/C][C]0.88203[/C][/ROW]
[ROW][C]32[/C][C]-0.160739[/C][C]-1.3827[/C][C]0.914546[/C][/ROW]
[ROW][C]33[/C][C]-0.171052[/C][C]-1.4714[/C][C]0.927295[/C][/ROW]
[ROW][C]34[/C][C]-0.153625[/C][C]-1.3215[/C][C]0.904802[/C][/ROW]
[ROW][C]35[/C][C]-0.145908[/C][C]-1.2551[/C][C]0.893312[/C][/ROW]
[ROW][C]36[/C][C]-0.114969[/C][C]-0.989[/C][C]0.837056[/C][/ROW]
[ROW][C]37[/C][C]-0.075841[/C][C]-0.6524[/C][C]0.741921[/C][/ROW]
[ROW][C]38[/C][C]-0.047366[/C][C]-0.4075[/C][C]0.657577[/C][/ROW]
[ROW][C]39[/C][C]-0.02532[/C][C]-0.2178[/C][C]0.585914[/C][/ROW]
[ROW][C]40[/C][C]0.000651[/C][C]0.0056[/C][C]0.497773[/C][/ROW]
[ROW][C]41[/C][C]-0.030851[/C][C]-0.2654[/C][C]0.604275[/C][/ROW]
[ROW][C]42[/C][C]-0.061313[/C][C]-0.5274[/C][C]0.700264[/C][/ROW]
[ROW][C]43[/C][C]-0.093879[/C][C]-0.8076[/C][C]0.789038[/C][/ROW]
[ROW][C]44[/C][C]-0.122777[/C][C]-1.0562[/C][C]0.852836[/C][/ROW]
[ROW][C]45[/C][C]-0.139793[/C][C]-1.2025[/C][C]0.883507[/C][/ROW]
[ROW][C]46[/C][C]-0.144859[/C][C]-1.2461[/C][C]0.891675[/C][/ROW]
[ROW][C]47[/C][C]-0.153188[/C][C]-1.3178[/C][C]0.904177[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4207&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4207&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	0.900855	7.7494	0
2	0.773645	6.6551	0
3	0.637575	5.4846	0
4	0.516287	4.4413	1.5e-05
5	0.435207	3.7438	0.000178
6	0.396916	3.4144	0.00052
7	0.387431	3.3328	0.000672
8	0.394478	3.3934	0.000556
9	0.397357	3.4182	0.000514
10	0.382204	3.2878	0.000773
11	0.350289	3.0133	0.001768
12	0.303285	2.609	0.005492
13	0.243435	2.0941	0.019838
14	0.184568	1.5877	0.058308
15	0.136614	1.1752	0.121841
16	0.109203	0.9394	0.175292
17	0.097596	0.8395	0.201933
18	0.085282	0.7336	0.232748
19	0.070808	0.6091	0.272158
20	0.047548	0.409	0.341851
21	0.006791	0.0584	0.476787
22	-0.037744	-0.3247	0.626831
23	-0.073367	-0.6311	0.735049
24	-0.094814	-0.8156	0.791334
25	-0.095265	-0.8195	0.792434
26	-0.079404	-0.6831	0.751649
27	-0.061367	-0.5279	0.700426
28	-0.060094	-0.5169	0.696632
29	-0.083676	-0.7198	0.763044
30	-0.113643	-0.9776	0.83427
31	-0.138905	-1.1949	0.88203
32	-0.160739	-1.3827	0.914546
33	-0.171052	-1.4714	0.927295
34	-0.153625	-1.3215	0.904802
35	-0.145908	-1.2551	0.893312
36	-0.114969	-0.989	0.837056
37	-0.075841	-0.6524	0.741921
38	-0.047366	-0.4075	0.657577
39	-0.02532	-0.2178	0.585914
40	0.000651	0.0056	0.497773
41	-0.030851	-0.2654	0.604275
42	-0.061313	-0.5274	0.700264
43	-0.093879	-0.8076	0.789038
44	-0.122777	-1.0562	0.852836
45	-0.139793	-1.2025	0.883507
46	-0.144859	-1.2461	0.891675
47	-0.153188	-1.3178	0.904177

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.900855	7.7494	0
1	-0.20107	-1.7297	0.95607
2	-0.101561	-0.8737	0.807435
3	0.008336	0.0717	0.471514
4	0.124357	1.0698	0.144103
5	0.122327	1.0523	0.148045
6	0.062757	0.5399	0.295459
7	0.046721	0.4019	0.344455
8	-0.00985	-0.0847	0.533649
9	-0.041066	-0.3533	0.637553
10	-0.018928	-0.1628	0.564449
11	-0.029517	-0.2539	0.599869
12	-0.059624	-0.5129	0.695227
13	-0.026335	-0.2265	0.589299
14	-0.004434	-0.0381	0.515161
15	0.031419	0.2703	0.393851
16	4.4e-05	4e-04	0.499849
17	-0.068175	-0.5865	0.720326
18	-0.030621	-0.2634	0.603518
19	-0.036788	-0.3165	0.623728
20	-0.076941	-0.6619	0.744946
21	-0.013742	-0.1182	0.54689
22	0.026306	0.2263	0.410798
23	0.021569	0.1855	0.426656
24	0.038603	0.3321	0.370387
25	0.026537	0.2283	0.41003
26	-0.014957	-0.1287	0.551015
27	-0.086996	-0.7484	0.771695
28	-0.092525	-0.7959	0.785691
29	0.031483	0.2708	0.39364
30	0.0532	0.4576	0.324276
31	-0.017375	-0.1495	0.559204
32	-0.009555	-0.0822	0.532643
33	0.087001	0.7484	0.228291
34	-0.121108	-1.0418	0.849554
35	0.115421	0.9929	0.162
36	0.060453	0.52	0.302294
37	-0.015003	-0.1291	0.55117
38	0.017015	0.1464	0.442014
39	0.105809	0.9102	0.182834
40	-0.282763	-2.4324	0.991292
41	0.064295	0.5531	0.290935
42	-0.036342	-0.3126	0.622278
43	-0.045585	-0.3921	0.651957
44	-0.041405	-0.3562	0.638641
45	-0.012823	-0.1103	0.543768
46	-0.10806	-0.9296	0.822191
47	-0.093568	-0.8049	0.788271

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.900855 & 7.7494 & 0 \tabularnewline
1 & -0.20107 & -1.7297 & 0.95607 \tabularnewline
2 & -0.101561 & -0.8737 & 0.807435 \tabularnewline
3 & 0.008336 & 0.0717 & 0.471514 \tabularnewline
4 & 0.124357 & 1.0698 & 0.144103 \tabularnewline
5 & 0.122327 & 1.0523 & 0.148045 \tabularnewline
6 & 0.062757 & 0.5399 & 0.295459 \tabularnewline
7 & 0.046721 & 0.4019 & 0.344455 \tabularnewline
8 & -0.00985 & -0.0847 & 0.533649 \tabularnewline
9 & -0.041066 & -0.3533 & 0.637553 \tabularnewline
10 & -0.018928 & -0.1628 & 0.564449 \tabularnewline
11 & -0.029517 & -0.2539 & 0.599869 \tabularnewline
12 & -0.059624 & -0.5129 & 0.695227 \tabularnewline
13 & -0.026335 & -0.2265 & 0.589299 \tabularnewline
14 & -0.004434 & -0.0381 & 0.515161 \tabularnewline
15 & 0.031419 & 0.2703 & 0.393851 \tabularnewline
16 & 4.4e-05 & 4e-04 & 0.499849 \tabularnewline
17 & -0.068175 & -0.5865 & 0.720326 \tabularnewline
18 & -0.030621 & -0.2634 & 0.603518 \tabularnewline
19 & -0.036788 & -0.3165 & 0.623728 \tabularnewline
20 & -0.076941 & -0.6619 & 0.744946 \tabularnewline
21 & -0.013742 & -0.1182 & 0.54689 \tabularnewline
22 & 0.026306 & 0.2263 & 0.410798 \tabularnewline
23 & 0.021569 & 0.1855 & 0.426656 \tabularnewline
24 & 0.038603 & 0.3321 & 0.370387 \tabularnewline
25 & 0.026537 & 0.2283 & 0.41003 \tabularnewline
26 & -0.014957 & -0.1287 & 0.551015 \tabularnewline
27 & -0.086996 & -0.7484 & 0.771695 \tabularnewline
28 & -0.092525 & -0.7959 & 0.785691 \tabularnewline
29 & 0.031483 & 0.2708 & 0.39364 \tabularnewline
30 & 0.0532 & 0.4576 & 0.324276 \tabularnewline
31 & -0.017375 & -0.1495 & 0.559204 \tabularnewline
32 & -0.009555 & -0.0822 & 0.532643 \tabularnewline
33 & 0.087001 & 0.7484 & 0.228291 \tabularnewline
34 & -0.121108 & -1.0418 & 0.849554 \tabularnewline
35 & 0.115421 & 0.9929 & 0.162 \tabularnewline
36 & 0.060453 & 0.52 & 0.302294 \tabularnewline
37 & -0.015003 & -0.1291 & 0.55117 \tabularnewline
38 & 0.017015 & 0.1464 & 0.442014 \tabularnewline
39 & 0.105809 & 0.9102 & 0.182834 \tabularnewline
40 & -0.282763 & -2.4324 & 0.991292 \tabularnewline
41 & 0.064295 & 0.5531 & 0.290935 \tabularnewline
42 & -0.036342 & -0.3126 & 0.622278 \tabularnewline
43 & -0.045585 & -0.3921 & 0.651957 \tabularnewline
44 & -0.041405 & -0.3562 & 0.638641 \tabularnewline
45 & -0.012823 & -0.1103 & 0.543768 \tabularnewline
46 & -0.10806 & -0.9296 & 0.822191 \tabularnewline
47 & -0.093568 & -0.8049 & 0.788271 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4207&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]0.900855[/C][C]7.7494[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.20107[/C][C]-1.7297[/C][C]0.95607[/C][/ROW]
[ROW][C]2[/C][C]-0.101561[/C][C]-0.8737[/C][C]0.807435[/C][/ROW]
[ROW][C]3[/C][C]0.008336[/C][C]0.0717[/C][C]0.471514[/C][/ROW]
[ROW][C]4[/C][C]0.124357[/C][C]1.0698[/C][C]0.144103[/C][/ROW]
[ROW][C]5[/C][C]0.122327[/C][C]1.0523[/C][C]0.148045[/C][/ROW]
[ROW][C]6[/C][C]0.062757[/C][C]0.5399[/C][C]0.295459[/C][/ROW]
[ROW][C]7[/C][C]0.046721[/C][C]0.4019[/C][C]0.344455[/C][/ROW]
[ROW][C]8[/C][C]-0.00985[/C][C]-0.0847[/C][C]0.533649[/C][/ROW]
[ROW][C]9[/C][C]-0.041066[/C][C]-0.3533[/C][C]0.637553[/C][/ROW]
[ROW][C]10[/C][C]-0.018928[/C][C]-0.1628[/C][C]0.564449[/C][/ROW]
[ROW][C]11[/C][C]-0.029517[/C][C]-0.2539[/C][C]0.599869[/C][/ROW]
[ROW][C]12[/C][C]-0.059624[/C][C]-0.5129[/C][C]0.695227[/C][/ROW]
[ROW][C]13[/C][C]-0.026335[/C][C]-0.2265[/C][C]0.589299[/C][/ROW]
[ROW][C]14[/C][C]-0.004434[/C][C]-0.0381[/C][C]0.515161[/C][/ROW]
[ROW][C]15[/C][C]0.031419[/C][C]0.2703[/C][C]0.393851[/C][/ROW]
[ROW][C]16[/C][C]4.4e-05[/C][C]4e-04[/C][C]0.499849[/C][/ROW]
[ROW][C]17[/C][C]-0.068175[/C][C]-0.5865[/C][C]0.720326[/C][/ROW]
[ROW][C]18[/C][C]-0.030621[/C][C]-0.2634[/C][C]0.603518[/C][/ROW]
[ROW][C]19[/C][C]-0.036788[/C][C]-0.3165[/C][C]0.623728[/C][/ROW]
[ROW][C]20[/C][C]-0.076941[/C][C]-0.6619[/C][C]0.744946[/C][/ROW]
[ROW][C]21[/C][C]-0.013742[/C][C]-0.1182[/C][C]0.54689[/C][/ROW]
[ROW][C]22[/C][C]0.026306[/C][C]0.2263[/C][C]0.410798[/C][/ROW]
[ROW][C]23[/C][C]0.021569[/C][C]0.1855[/C][C]0.426656[/C][/ROW]
[ROW][C]24[/C][C]0.038603[/C][C]0.3321[/C][C]0.370387[/C][/ROW]
[ROW][C]25[/C][C]0.026537[/C][C]0.2283[/C][C]0.41003[/C][/ROW]
[ROW][C]26[/C][C]-0.014957[/C][C]-0.1287[/C][C]0.551015[/C][/ROW]
[ROW][C]27[/C][C]-0.086996[/C][C]-0.7484[/C][C]0.771695[/C][/ROW]
[ROW][C]28[/C][C]-0.092525[/C][C]-0.7959[/C][C]0.785691[/C][/ROW]
[ROW][C]29[/C][C]0.031483[/C][C]0.2708[/C][C]0.39364[/C][/ROW]
[ROW][C]30[/C][C]0.0532[/C][C]0.4576[/C][C]0.324276[/C][/ROW]
[ROW][C]31[/C][C]-0.017375[/C][C]-0.1495[/C][C]0.559204[/C][/ROW]
[ROW][C]32[/C][C]-0.009555[/C][C]-0.0822[/C][C]0.532643[/C][/ROW]
[ROW][C]33[/C][C]0.087001[/C][C]0.7484[/C][C]0.228291[/C][/ROW]
[ROW][C]34[/C][C]-0.121108[/C][C]-1.0418[/C][C]0.849554[/C][/ROW]
[ROW][C]35[/C][C]0.115421[/C][C]0.9929[/C][C]0.162[/C][/ROW]
[ROW][C]36[/C][C]0.060453[/C][C]0.52[/C][C]0.302294[/C][/ROW]
[ROW][C]37[/C][C]-0.015003[/C][C]-0.1291[/C][C]0.55117[/C][/ROW]
[ROW][C]38[/C][C]0.017015[/C][C]0.1464[/C][C]0.442014[/C][/ROW]
[ROW][C]39[/C][C]0.105809[/C][C]0.9102[/C][C]0.182834[/C][/ROW]
[ROW][C]40[/C][C]-0.282763[/C][C]-2.4324[/C][C]0.991292[/C][/ROW]
[ROW][C]41[/C][C]0.064295[/C][C]0.5531[/C][C]0.290935[/C][/ROW]
[ROW][C]42[/C][C]-0.036342[/C][C]-0.3126[/C][C]0.622278[/C][/ROW]
[ROW][C]43[/C][C]-0.045585[/C][C]-0.3921[/C][C]0.651957[/C][/ROW]
[ROW][C]44[/C][C]-0.041405[/C][C]-0.3562[/C][C]0.638641[/C][/ROW]
[ROW][C]45[/C][C]-0.012823[/C][C]-0.1103[/C][C]0.543768[/C][/ROW]
[ROW][C]46[/C][C]-0.10806[/C][C]-0.9296[/C][C]0.822191[/C][/ROW]
[ROW][C]47[/C][C]-0.093568[/C][C]-0.8049[/C][C]0.788271[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4207&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4207&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	0.900855	7.7494	0
1	-0.20107	-1.7297	0.95607
2	-0.101561	-0.8737	0.807435
3	0.008336	0.0717	0.471514
4	0.124357	1.0698	0.144103
5	0.122327	1.0523	0.148045
6	0.062757	0.5399	0.295459
7	0.046721	0.4019	0.344455
8	-0.00985	-0.0847	0.533649
9	-0.041066	-0.3533	0.637553
10	-0.018928	-0.1628	0.564449
11	-0.029517	-0.2539	0.599869
12	-0.059624	-0.5129	0.695227
13	-0.026335	-0.2265	0.589299
14	-0.004434	-0.0381	0.515161
15	0.031419	0.2703	0.393851
16	4.4e-05	4e-04	0.499849
17	-0.068175	-0.5865	0.720326
18	-0.030621	-0.2634	0.603518
19	-0.036788	-0.3165	0.623728
20	-0.076941	-0.6619	0.744946
21	-0.013742	-0.1182	0.54689
22	0.026306	0.2263	0.410798
23	0.021569	0.1855	0.426656
24	0.038603	0.3321	0.370387
25	0.026537	0.2283	0.41003
26	-0.014957	-0.1287	0.551015
27	-0.086996	-0.7484	0.771695
28	-0.092525	-0.7959	0.785691
29	0.031483	0.2708	0.39364
30	0.0532	0.4576	0.324276
31	-0.017375	-0.1495	0.559204
32	-0.009555	-0.0822	0.532643
33	0.087001	0.7484	0.228291
34	-0.121108	-1.0418	0.849554
35	0.115421	0.9929	0.162
36	0.060453	0.52	0.302294
37	-0.015003	-0.1291	0.55117
38	0.017015	0.1464	0.442014
39	0.105809	0.9102	0.182834
40	-0.282763	-2.4324	0.991292
41	0.064295	0.5531	0.290935
42	-0.036342	-0.3126	0.622278
43	-0.045585	-0.3921	0.651957
44	-0.041405	-0.3562	0.638641
45	-0.012823	-0.1103	0.543768
46	-0.10806	-0.9296	0.822191
47	-0.093568	-0.8049	0.788271

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