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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 08:32:06 -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/t11978182836r65eno2ir8d5e9.htm/, Retrieved Thu, 02 May 2024 12:38:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4208, Retrieved Thu, 02 May 2024 12:38:25 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

d=1 D=0 industriele productie

Estimated Impact

197

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 15:32:06] [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=4208&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=4208&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4208&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	8.544	0
1	0.327604	2.799	0.003276
2	0.143526	1.2263	0.112016
3	-0.101203	-0.8647	0.804975
4	-0.327629	-2.7993	0.996726
5	-0.366684	-3.133	0.998754
6	-0.208404	-1.7806	0.960431
7	-0.047452	-0.4054	0.656827
8	0.110695	0.9458	0.17369
9	0.167985	1.4353	0.077741
10	0.126819	1.0835	0.141067
11	0.070983	0.6065	0.273039
12	0.000306	0.0026	0.498961
13	-0.093286	-0.797	0.785993
14	-0.090291	-0.7714	0.778535
15	-0.07684	-0.6565	0.743223
16	-0.005384	-0.046	0.518284
17	0.065881	0.5629	0.287618
18	0.027411	0.2342	0.407742
19	0.041711	0.3564	0.361293
20	0.117138	1.0008	0.160109
21	0.063303	0.5409	0.295125
22	-0.046904	-0.4007	0.655112
23	-0.122427	-1.046	0.850497
24	-0.156495	-1.3371	0.907328
25	-0.102148	-0.8728	0.807171
26	-0.009731	-0.0831	0.533017
27	0.145089	1.2396	0.109539
28	0.254763	2.1767	0.016369
29	0.192914	1.6483	0.051799
30	0.051922	0.4436	0.329315
31	-0.037648	-0.3217	0.625688
32	-0.141593	-1.2098	0.884865
33	-0.226294	-1.9335	0.971471
34	-0.161029	-1.3758	0.91346
35	-0.121831	-1.0409	0.849328
36	-0.05428	-0.4638	0.677905
37	0.03063	0.2617	0.397143
38	0.043561	0.3722	0.355418
39	0.05777	0.4936	0.311541
40	-0.004048	-0.0346	0.513749
41	-0.023799	-0.2033	0.580282
42	-0.023042	-0.1969	0.577761
43	-0.003527	-0.0301	0.51198
44	0.014594	0.1247	0.450554
45	0.021764	0.186	0.426499
46	0.009208	0.0787	0.468755
47	-0.008181	-0.0699	0.527766

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.544 & 0 \tabularnewline
1 & 0.327604 & 2.799 & 0.003276 \tabularnewline
2 & 0.143526 & 1.2263 & 0.112016 \tabularnewline
3 & -0.101203 & -0.8647 & 0.804975 \tabularnewline
4 & -0.327629 & -2.7993 & 0.996726 \tabularnewline
5 & -0.366684 & -3.133 & 0.998754 \tabularnewline
6 & -0.208404 & -1.7806 & 0.960431 \tabularnewline
7 & -0.047452 & -0.4054 & 0.656827 \tabularnewline
8 & 0.110695 & 0.9458 & 0.17369 \tabularnewline
9 & 0.167985 & 1.4353 & 0.077741 \tabularnewline
10 & 0.126819 & 1.0835 & 0.141067 \tabularnewline
11 & 0.070983 & 0.6065 & 0.273039 \tabularnewline
12 & 0.000306 & 0.0026 & 0.498961 \tabularnewline
13 & -0.093286 & -0.797 & 0.785993 \tabularnewline
14 & -0.090291 & -0.7714 & 0.778535 \tabularnewline
15 & -0.07684 & -0.6565 & 0.743223 \tabularnewline
16 & -0.005384 & -0.046 & 0.518284 \tabularnewline
17 & 0.065881 & 0.5629 & 0.287618 \tabularnewline
18 & 0.027411 & 0.2342 & 0.407742 \tabularnewline
19 & 0.041711 & 0.3564 & 0.361293 \tabularnewline
20 & 0.117138 & 1.0008 & 0.160109 \tabularnewline
21 & 0.063303 & 0.5409 & 0.295125 \tabularnewline
22 & -0.046904 & -0.4007 & 0.655112 \tabularnewline
23 & -0.122427 & -1.046 & 0.850497 \tabularnewline
24 & -0.156495 & -1.3371 & 0.907328 \tabularnewline
25 & -0.102148 & -0.8728 & 0.807171 \tabularnewline
26 & -0.009731 & -0.0831 & 0.533017 \tabularnewline
27 & 0.145089 & 1.2396 & 0.109539 \tabularnewline
28 & 0.254763 & 2.1767 & 0.016369 \tabularnewline
29 & 0.192914 & 1.6483 & 0.051799 \tabularnewline
30 & 0.051922 & 0.4436 & 0.329315 \tabularnewline
31 & -0.037648 & -0.3217 & 0.625688 \tabularnewline
32 & -0.141593 & -1.2098 & 0.884865 \tabularnewline
33 & -0.226294 & -1.9335 & 0.971471 \tabularnewline
34 & -0.161029 & -1.3758 & 0.91346 \tabularnewline
35 & -0.121831 & -1.0409 & 0.849328 \tabularnewline
36 & -0.05428 & -0.4638 & 0.677905 \tabularnewline
37 & 0.03063 & 0.2617 & 0.397143 \tabularnewline
38 & 0.043561 & 0.3722 & 0.355418 \tabularnewline
39 & 0.05777 & 0.4936 & 0.311541 \tabularnewline
40 & -0.004048 & -0.0346 & 0.513749 \tabularnewline
41 & -0.023799 & -0.2033 & 0.580282 \tabularnewline
42 & -0.023042 & -0.1969 & 0.577761 \tabularnewline
43 & -0.003527 & -0.0301 & 0.51198 \tabularnewline
44 & 0.014594 & 0.1247 & 0.450554 \tabularnewline
45 & 0.021764 & 0.186 & 0.426499 \tabularnewline
46 & 0.009208 & 0.0787 & 0.468755 \tabularnewline
47 & -0.008181 & -0.0699 & 0.527766 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4208&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]8.544[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.327604[/C][C]2.799[/C][C]0.003276[/C][/ROW]
[ROW][C]2[/C][C]0.143526[/C][C]1.2263[/C][C]0.112016[/C][/ROW]
[ROW][C]3[/C][C]-0.101203[/C][C]-0.8647[/C][C]0.804975[/C][/ROW]
[ROW][C]4[/C][C]-0.327629[/C][C]-2.7993[/C][C]0.996726[/C][/ROW]
[ROW][C]5[/C][C]-0.366684[/C][C]-3.133[/C][C]0.998754[/C][/ROW]
[ROW][C]6[/C][C]-0.208404[/C][C]-1.7806[/C][C]0.960431[/C][/ROW]
[ROW][C]7[/C][C]-0.047452[/C][C]-0.4054[/C][C]0.656827[/C][/ROW]
[ROW][C]8[/C][C]0.110695[/C][C]0.9458[/C][C]0.17369[/C][/ROW]
[ROW][C]9[/C][C]0.167985[/C][C]1.4353[/C][C]0.077741[/C][/ROW]
[ROW][C]10[/C][C]0.126819[/C][C]1.0835[/C][C]0.141067[/C][/ROW]
[ROW][C]11[/C][C]0.070983[/C][C]0.6065[/C][C]0.273039[/C][/ROW]
[ROW][C]12[/C][C]0.000306[/C][C]0.0026[/C][C]0.498961[/C][/ROW]
[ROW][C]13[/C][C]-0.093286[/C][C]-0.797[/C][C]0.785993[/C][/ROW]
[ROW][C]14[/C][C]-0.090291[/C][C]-0.7714[/C][C]0.778535[/C][/ROW]
[ROW][C]15[/C][C]-0.07684[/C][C]-0.6565[/C][C]0.743223[/C][/ROW]
[ROW][C]16[/C][C]-0.005384[/C][C]-0.046[/C][C]0.518284[/C][/ROW]
[ROW][C]17[/C][C]0.065881[/C][C]0.5629[/C][C]0.287618[/C][/ROW]
[ROW][C]18[/C][C]0.027411[/C][C]0.2342[/C][C]0.407742[/C][/ROW]
[ROW][C]19[/C][C]0.041711[/C][C]0.3564[/C][C]0.361293[/C][/ROW]
[ROW][C]20[/C][C]0.117138[/C][C]1.0008[/C][C]0.160109[/C][/ROW]
[ROW][C]21[/C][C]0.063303[/C][C]0.5409[/C][C]0.295125[/C][/ROW]
[ROW][C]22[/C][C]-0.046904[/C][C]-0.4007[/C][C]0.655112[/C][/ROW]
[ROW][C]23[/C][C]-0.122427[/C][C]-1.046[/C][C]0.850497[/C][/ROW]
[ROW][C]24[/C][C]-0.156495[/C][C]-1.3371[/C][C]0.907328[/C][/ROW]
[ROW][C]25[/C][C]-0.102148[/C][C]-0.8728[/C][C]0.807171[/C][/ROW]
[ROW][C]26[/C][C]-0.009731[/C][C]-0.0831[/C][C]0.533017[/C][/ROW]
[ROW][C]27[/C][C]0.145089[/C][C]1.2396[/C][C]0.109539[/C][/ROW]
[ROW][C]28[/C][C]0.254763[/C][C]2.1767[/C][C]0.016369[/C][/ROW]
[ROW][C]29[/C][C]0.192914[/C][C]1.6483[/C][C]0.051799[/C][/ROW]
[ROW][C]30[/C][C]0.051922[/C][C]0.4436[/C][C]0.329315[/C][/ROW]
[ROW][C]31[/C][C]-0.037648[/C][C]-0.3217[/C][C]0.625688[/C][/ROW]
[ROW][C]32[/C][C]-0.141593[/C][C]-1.2098[/C][C]0.884865[/C][/ROW]
[ROW][C]33[/C][C]-0.226294[/C][C]-1.9335[/C][C]0.971471[/C][/ROW]
[ROW][C]34[/C][C]-0.161029[/C][C]-1.3758[/C][C]0.91346[/C][/ROW]
[ROW][C]35[/C][C]-0.121831[/C][C]-1.0409[/C][C]0.849328[/C][/ROW]
[ROW][C]36[/C][C]-0.05428[/C][C]-0.4638[/C][C]0.677905[/C][/ROW]
[ROW][C]37[/C][C]0.03063[/C][C]0.2617[/C][C]0.397143[/C][/ROW]
[ROW][C]38[/C][C]0.043561[/C][C]0.3722[/C][C]0.355418[/C][/ROW]
[ROW][C]39[/C][C]0.05777[/C][C]0.4936[/C][C]0.311541[/C][/ROW]
[ROW][C]40[/C][C]-0.004048[/C][C]-0.0346[/C][C]0.513749[/C][/ROW]
[ROW][C]41[/C][C]-0.023799[/C][C]-0.2033[/C][C]0.580282[/C][/ROW]
[ROW][C]42[/C][C]-0.023042[/C][C]-0.1969[/C][C]0.577761[/C][/ROW]
[ROW][C]43[/C][C]-0.003527[/C][C]-0.0301[/C][C]0.51198[/C][/ROW]
[ROW][C]44[/C][C]0.014594[/C][C]0.1247[/C][C]0.450554[/C][/ROW]
[ROW][C]45[/C][C]0.021764[/C][C]0.186[/C][C]0.426499[/C][/ROW]
[ROW][C]46[/C][C]0.009208[/C][C]0.0787[/C][C]0.468755[/C][/ROW]
[ROW][C]47[/C][C]-0.008181[/C][C]-0.0699[/C][C]0.527766[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4208&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4208&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	8.544	0
1	0.327604	2.799	0.003276
2	0.143526	1.2263	0.112016
3	-0.101203	-0.8647	0.804975
4	-0.327629	-2.7993	0.996726
5	-0.366684	-3.133	0.998754
6	-0.208404	-1.7806	0.960431
7	-0.047452	-0.4054	0.656827
8	0.110695	0.9458	0.17369
9	0.167985	1.4353	0.077741
10	0.126819	1.0835	0.141067
11	0.070983	0.6065	0.273039
12	0.000306	0.0026	0.498961
13	-0.093286	-0.797	0.785993
14	-0.090291	-0.7714	0.778535
15	-0.07684	-0.6565	0.743223
16	-0.005384	-0.046	0.518284
17	0.065881	0.5629	0.287618
18	0.027411	0.2342	0.407742
19	0.041711	0.3564	0.361293
20	0.117138	1.0008	0.160109
21	0.063303	0.5409	0.295125
22	-0.046904	-0.4007	0.655112
23	-0.122427	-1.046	0.850497
24	-0.156495	-1.3371	0.907328
25	-0.102148	-0.8728	0.807171
26	-0.009731	-0.0831	0.533017
27	0.145089	1.2396	0.109539
28	0.254763	2.1767	0.016369
29	0.192914	1.6483	0.051799
30	0.051922	0.4436	0.329315
31	-0.037648	-0.3217	0.625688
32	-0.141593	-1.2098	0.884865
33	-0.226294	-1.9335	0.971471
34	-0.161029	-1.3758	0.91346
35	-0.121831	-1.0409	0.849328
36	-0.05428	-0.4638	0.677905
37	0.03063	0.2617	0.397143
38	0.043561	0.3722	0.355418
39	0.05777	0.4936	0.311541
40	-0.004048	-0.0346	0.513749
41	-0.023799	-0.2033	0.580282
42	-0.023042	-0.1969	0.577761
43	-0.003527	-0.0301	0.51198
44	0.014594	0.1247	0.450554
45	0.021764	0.186	0.426499
46	0.009208	0.0787	0.468755
47	-0.008181	-0.0699	0.527766

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.327604	2.799	0.003276
1	0.040554	0.3465	0.364984
2	-0.179084	-1.5301	0.934842
3	-0.290178	-2.4793	0.992263
4	-0.200424	-1.7124	0.954468
5	-0.002844	-0.0243	0.50966
6	0.028427	0.2429	0.404388
7	0.025157	0.2149	0.415205
8	-0.029849	-0.255	0.600291
9	-0.059635	-0.5095	0.694038
10	-0.004196	-0.0359	0.51425
11	0.023026	0.1967	0.422292
12	-0.038162	-0.3261	0.627342
13	-0.01467	-0.1253	0.5497
14	-0.024078	-0.2057	0.581211
15	0.030775	0.2629	0.396669
16	0.050501	0.4315	0.333696
17	-0.064482	-0.5509	0.708318
18	-0.014871	-0.1271	0.550378
19	0.13763	1.1759	0.121725
20	0.067573	0.5773	0.282743
21	-0.093485	-0.7987	0.786482
22	-0.141019	-1.2049	0.883927
23	-0.061192	-0.5228	0.698661
24	0.066452	0.5678	0.285967
25	0.072686	0.621	0.268257
26	0.097395	0.8321	0.204021
27	0.09265	0.7916	0.215579
28	-0.01154	-0.0986	0.539137
29	-0.056709	-0.4845	0.685266
30	0.033653	0.2875	0.387262
31	0.038551	0.3294	0.371407
32	-0.063491	-0.5425	0.705424
33	-0.035322	-0.3018	0.618166
34	-0.08442	-0.7213	0.763481
35	-0.113492	-0.9697	0.832295
36	-0.089832	-0.7675	0.777378
37	-0.060197	-0.5143	0.695709
38	0.005389	0.046	0.481702
39	-0.096982	-0.8286	0.794987
40	-0.097227	-0.8307	0.795577
41	-0.042363	-0.3619	0.640782
42	0.016525	0.1412	0.444053
43	0.017646	0.1508	0.440289
44	-0.019133	-0.1635	0.564701
45	-0.029102	-0.2486	0.597833
46	-0.045916	-0.3923	0.652013
47	-0.072431	-0.6189	0.73103

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.327604 & 2.799 & 0.003276 \tabularnewline
1 & 0.040554 & 0.3465 & 0.364984 \tabularnewline
2 & -0.179084 & -1.5301 & 0.934842 \tabularnewline
3 & -0.290178 & -2.4793 & 0.992263 \tabularnewline
4 & -0.200424 & -1.7124 & 0.954468 \tabularnewline
5 & -0.002844 & -0.0243 & 0.50966 \tabularnewline
6 & 0.028427 & 0.2429 & 0.404388 \tabularnewline
7 & 0.025157 & 0.2149 & 0.415205 \tabularnewline
8 & -0.029849 & -0.255 & 0.600291 \tabularnewline
9 & -0.059635 & -0.5095 & 0.694038 \tabularnewline
10 & -0.004196 & -0.0359 & 0.51425 \tabularnewline
11 & 0.023026 & 0.1967 & 0.422292 \tabularnewline
12 & -0.038162 & -0.3261 & 0.627342 \tabularnewline
13 & -0.01467 & -0.1253 & 0.5497 \tabularnewline
14 & -0.024078 & -0.2057 & 0.581211 \tabularnewline
15 & 0.030775 & 0.2629 & 0.396669 \tabularnewline
16 & 0.050501 & 0.4315 & 0.333696 \tabularnewline
17 & -0.064482 & -0.5509 & 0.708318 \tabularnewline
18 & -0.014871 & -0.1271 & 0.550378 \tabularnewline
19 & 0.13763 & 1.1759 & 0.121725 \tabularnewline
20 & 0.067573 & 0.5773 & 0.282743 \tabularnewline
21 & -0.093485 & -0.7987 & 0.786482 \tabularnewline
22 & -0.141019 & -1.2049 & 0.883927 \tabularnewline
23 & -0.061192 & -0.5228 & 0.698661 \tabularnewline
24 & 0.066452 & 0.5678 & 0.285967 \tabularnewline
25 & 0.072686 & 0.621 & 0.268257 \tabularnewline
26 & 0.097395 & 0.8321 & 0.204021 \tabularnewline
27 & 0.09265 & 0.7916 & 0.215579 \tabularnewline
28 & -0.01154 & -0.0986 & 0.539137 \tabularnewline
29 & -0.056709 & -0.4845 & 0.685266 \tabularnewline
30 & 0.033653 & 0.2875 & 0.387262 \tabularnewline
31 & 0.038551 & 0.3294 & 0.371407 \tabularnewline
32 & -0.063491 & -0.5425 & 0.705424 \tabularnewline
33 & -0.035322 & -0.3018 & 0.618166 \tabularnewline
34 & -0.08442 & -0.7213 & 0.763481 \tabularnewline
35 & -0.113492 & -0.9697 & 0.832295 \tabularnewline
36 & -0.089832 & -0.7675 & 0.777378 \tabularnewline
37 & -0.060197 & -0.5143 & 0.695709 \tabularnewline
38 & 0.005389 & 0.046 & 0.481702 \tabularnewline
39 & -0.096982 & -0.8286 & 0.794987 \tabularnewline
40 & -0.097227 & -0.8307 & 0.795577 \tabularnewline
41 & -0.042363 & -0.3619 & 0.640782 \tabularnewline
42 & 0.016525 & 0.1412 & 0.444053 \tabularnewline
43 & 0.017646 & 0.1508 & 0.440289 \tabularnewline
44 & -0.019133 & -0.1635 & 0.564701 \tabularnewline
45 & -0.029102 & -0.2486 & 0.597833 \tabularnewline
46 & -0.045916 & -0.3923 & 0.652013 \tabularnewline
47 & -0.072431 & -0.6189 & 0.73103 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4208&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]0.327604[/C][C]2.799[/C][C]0.003276[/C][/ROW]
[ROW][C]1[/C][C]0.040554[/C][C]0.3465[/C][C]0.364984[/C][/ROW]
[ROW][C]2[/C][C]-0.179084[/C][C]-1.5301[/C][C]0.934842[/C][/ROW]
[ROW][C]3[/C][C]-0.290178[/C][C]-2.4793[/C][C]0.992263[/C][/ROW]
[ROW][C]4[/C][C]-0.200424[/C][C]-1.7124[/C][C]0.954468[/C][/ROW]
[ROW][C]5[/C][C]-0.002844[/C][C]-0.0243[/C][C]0.50966[/C][/ROW]
[ROW][C]6[/C][C]0.028427[/C][C]0.2429[/C][C]0.404388[/C][/ROW]
[ROW][C]7[/C][C]0.025157[/C][C]0.2149[/C][C]0.415205[/C][/ROW]
[ROW][C]8[/C][C]-0.029849[/C][C]-0.255[/C][C]0.600291[/C][/ROW]
[ROW][C]9[/C][C]-0.059635[/C][C]-0.5095[/C][C]0.694038[/C][/ROW]
[ROW][C]10[/C][C]-0.004196[/C][C]-0.0359[/C][C]0.51425[/C][/ROW]
[ROW][C]11[/C][C]0.023026[/C][C]0.1967[/C][C]0.422292[/C][/ROW]
[ROW][C]12[/C][C]-0.038162[/C][C]-0.3261[/C][C]0.627342[/C][/ROW]
[ROW][C]13[/C][C]-0.01467[/C][C]-0.1253[/C][C]0.5497[/C][/ROW]
[ROW][C]14[/C][C]-0.024078[/C][C]-0.2057[/C][C]0.581211[/C][/ROW]
[ROW][C]15[/C][C]0.030775[/C][C]0.2629[/C][C]0.396669[/C][/ROW]
[ROW][C]16[/C][C]0.050501[/C][C]0.4315[/C][C]0.333696[/C][/ROW]
[ROW][C]17[/C][C]-0.064482[/C][C]-0.5509[/C][C]0.708318[/C][/ROW]
[ROW][C]18[/C][C]-0.014871[/C][C]-0.1271[/C][C]0.550378[/C][/ROW]
[ROW][C]19[/C][C]0.13763[/C][C]1.1759[/C][C]0.121725[/C][/ROW]
[ROW][C]20[/C][C]0.067573[/C][C]0.5773[/C][C]0.282743[/C][/ROW]
[ROW][C]21[/C][C]-0.093485[/C][C]-0.7987[/C][C]0.786482[/C][/ROW]
[ROW][C]22[/C][C]-0.141019[/C][C]-1.2049[/C][C]0.883927[/C][/ROW]
[ROW][C]23[/C][C]-0.061192[/C][C]-0.5228[/C][C]0.698661[/C][/ROW]
[ROW][C]24[/C][C]0.066452[/C][C]0.5678[/C][C]0.285967[/C][/ROW]
[ROW][C]25[/C][C]0.072686[/C][C]0.621[/C][C]0.268257[/C][/ROW]
[ROW][C]26[/C][C]0.097395[/C][C]0.8321[/C][C]0.204021[/C][/ROW]
[ROW][C]27[/C][C]0.09265[/C][C]0.7916[/C][C]0.215579[/C][/ROW]
[ROW][C]28[/C][C]-0.01154[/C][C]-0.0986[/C][C]0.539137[/C][/ROW]
[ROW][C]29[/C][C]-0.056709[/C][C]-0.4845[/C][C]0.685266[/C][/ROW]
[ROW][C]30[/C][C]0.033653[/C][C]0.2875[/C][C]0.387262[/C][/ROW]
[ROW][C]31[/C][C]0.038551[/C][C]0.3294[/C][C]0.371407[/C][/ROW]
[ROW][C]32[/C][C]-0.063491[/C][C]-0.5425[/C][C]0.705424[/C][/ROW]
[ROW][C]33[/C][C]-0.035322[/C][C]-0.3018[/C][C]0.618166[/C][/ROW]
[ROW][C]34[/C][C]-0.08442[/C][C]-0.7213[/C][C]0.763481[/C][/ROW]
[ROW][C]35[/C][C]-0.113492[/C][C]-0.9697[/C][C]0.832295[/C][/ROW]
[ROW][C]36[/C][C]-0.089832[/C][C]-0.7675[/C][C]0.777378[/C][/ROW]
[ROW][C]37[/C][C]-0.060197[/C][C]-0.5143[/C][C]0.695709[/C][/ROW]
[ROW][C]38[/C][C]0.005389[/C][C]0.046[/C][C]0.481702[/C][/ROW]
[ROW][C]39[/C][C]-0.096982[/C][C]-0.8286[/C][C]0.794987[/C][/ROW]
[ROW][C]40[/C][C]-0.097227[/C][C]-0.8307[/C][C]0.795577[/C][/ROW]
[ROW][C]41[/C][C]-0.042363[/C][C]-0.3619[/C][C]0.640782[/C][/ROW]
[ROW][C]42[/C][C]0.016525[/C][C]0.1412[/C][C]0.444053[/C][/ROW]
[ROW][C]43[/C][C]0.017646[/C][C]0.1508[/C][C]0.440289[/C][/ROW]
[ROW][C]44[/C][C]-0.019133[/C][C]-0.1635[/C][C]0.564701[/C][/ROW]
[ROW][C]45[/C][C]-0.029102[/C][C]-0.2486[/C][C]0.597833[/C][/ROW]
[ROW][C]46[/C][C]-0.045916[/C][C]-0.3923[/C][C]0.652013[/C][/ROW]
[ROW][C]47[/C][C]-0.072431[/C][C]-0.6189[/C][C]0.73103[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4208&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4208&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	0.327604	2.799	0.003276
1	0.040554	0.3465	0.364984
2	-0.179084	-1.5301	0.934842
3	-0.290178	-2.4793	0.992263
4	-0.200424	-1.7124	0.954468
5	-0.002844	-0.0243	0.50966
6	0.028427	0.2429	0.404388
7	0.025157	0.2149	0.415205
8	-0.029849	-0.255	0.600291
9	-0.059635	-0.5095	0.694038
10	-0.004196	-0.0359	0.51425
11	0.023026	0.1967	0.422292
12	-0.038162	-0.3261	0.627342
13	-0.01467	-0.1253	0.5497
14	-0.024078	-0.2057	0.581211
15	0.030775	0.2629	0.396669
16	0.050501	0.4315	0.333696
17	-0.064482	-0.5509	0.708318
18	-0.014871	-0.1271	0.550378
19	0.13763	1.1759	0.121725
20	0.067573	0.5773	0.282743
21	-0.093485	-0.7987	0.786482
22	-0.141019	-1.2049	0.883927
23	-0.061192	-0.5228	0.698661
24	0.066452	0.5678	0.285967
25	0.072686	0.621	0.268257
26	0.097395	0.8321	0.204021
27	0.09265	0.7916	0.215579
28	-0.01154	-0.0986	0.539137
29	-0.056709	-0.4845	0.685266
30	0.033653	0.2875	0.387262
31	0.038551	0.3294	0.371407
32	-0.063491	-0.5425	0.705424
33	-0.035322	-0.3018	0.618166
34	-0.08442	-0.7213	0.763481
35	-0.113492	-0.9697	0.832295
36	-0.089832	-0.7675	0.777378
37	-0.060197	-0.5143	0.695709
38	0.005389	0.046	0.481702
39	-0.096982	-0.8286	0.794987
40	-0.097227	-0.8307	0.795577
41	-0.042363	-0.3619	0.640782
42	0.016525	0.1412	0.444053
43	0.017646	0.1508	0.440289
44	-0.019133	-0.1635	0.564701
45	-0.029102	-0.2486	0.597833
46	-0.045916	-0.3923	0.652013
47	-0.072431	-0.6189	0.73103

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