Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 17 Dec 2007 12:09:54 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/17/t1197917653eccba852vz3gnhj.htm/, Retrieved Fri, 03 May 2024 18:18:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4409, Retrieved Fri, 03 May 2024 18:18:05 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Reeks met outliers weggewerkt

Estimated Impact

159

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

-       [(Partial) Autocorrelation Function] [Autocorrelation F...] [2007-12-17 19:09:54] [bebbf4ab6ac77d61a56e6916ab0650f9] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=4409&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=4409&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4409&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	8.1854	0
1	0.948216	7.7615	0
2	0.897824	7.349	0
3	0.855378	7.0016	0
4	0.813731	6.6607	0
5	0.77612	6.3528	0
6	0.740065	6.0577	0
7	0.714201	5.846	0
8	0.679166	5.5592	0
9	0.653344	5.3478	1e-06
10	0.631428	5.1685	1e-06
11	0.594786	4.8685	4e-06
12	0.541123	4.4293	1.8e-05
13	0.487093	3.987	8.4e-05
14	0.44153	3.6141	0.000289
15	0.38954	3.1885	0.001087
16	0.330142	2.7023	0.004358
17	0.280922	2.2994	0.012302
18	0.234548	1.9199	0.029567
19	0.187529	1.535	0.064747
20	0.152163	1.2455	0.108642
21	0.1128	0.9233	0.179581
22	0.069126	0.5658	0.286703
23	0.020381	0.1668	0.434006
24	-0.026281	-0.2151	0.584837
25	-0.065578	-0.5368	0.703401
26	-0.107584	-0.8806	0.809163
27	-0.141751	-1.1603	0.874974
28	-0.179715	-1.471	0.927018
29	-0.213805	-1.7501	0.957657
30	-0.240226	-1.9663	0.973298
31	-0.266872	-2.1844	0.983783
32	-0.286301	-2.3435	0.98896
33	-0.309558	-2.5338	0.993187
34	-0.330912	-2.7086	0.995716
35	-0.34839	-2.8517	0.997112
36	-0.373321	-3.0558	0.998389
37	-0.390709	-3.1981	0.998943
38	-0.405093	-3.3158	0.999261
39	-0.413993	-3.3887	0.99941
40	-0.419681	-3.4352	0.99949
41	-0.431262	-3.53	0.999622
42	-0.435053	-3.5611	0.999657
43	-0.438426	-3.5887	0.999686
44	-0.432652	-3.5414	0.999635
45	-0.423576	-3.4671	0.999538
46	-0.417846	-3.4202	0.999465
47	-0.413614	-3.3856	0.999404

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.1854 & 0 \tabularnewline
1 & 0.948216 & 7.7615 & 0 \tabularnewline
2 & 0.897824 & 7.349 & 0 \tabularnewline
3 & 0.855378 & 7.0016 & 0 \tabularnewline
4 & 0.813731 & 6.6607 & 0 \tabularnewline
5 & 0.77612 & 6.3528 & 0 \tabularnewline
6 & 0.740065 & 6.0577 & 0 \tabularnewline
7 & 0.714201 & 5.846 & 0 \tabularnewline
8 & 0.679166 & 5.5592 & 0 \tabularnewline
9 & 0.653344 & 5.3478 & 1e-06 \tabularnewline
10 & 0.631428 & 5.1685 & 1e-06 \tabularnewline
11 & 0.594786 & 4.8685 & 4e-06 \tabularnewline
12 & 0.541123 & 4.4293 & 1.8e-05 \tabularnewline
13 & 0.487093 & 3.987 & 8.4e-05 \tabularnewline
14 & 0.44153 & 3.6141 & 0.000289 \tabularnewline
15 & 0.38954 & 3.1885 & 0.001087 \tabularnewline
16 & 0.330142 & 2.7023 & 0.004358 \tabularnewline
17 & 0.280922 & 2.2994 & 0.012302 \tabularnewline
18 & 0.234548 & 1.9199 & 0.029567 \tabularnewline
19 & 0.187529 & 1.535 & 0.064747 \tabularnewline
20 & 0.152163 & 1.2455 & 0.108642 \tabularnewline
21 & 0.1128 & 0.9233 & 0.179581 \tabularnewline
22 & 0.069126 & 0.5658 & 0.286703 \tabularnewline
23 & 0.020381 & 0.1668 & 0.434006 \tabularnewline
24 & -0.026281 & -0.2151 & 0.584837 \tabularnewline
25 & -0.065578 & -0.5368 & 0.703401 \tabularnewline
26 & -0.107584 & -0.8806 & 0.809163 \tabularnewline
27 & -0.141751 & -1.1603 & 0.874974 \tabularnewline
28 & -0.179715 & -1.471 & 0.927018 \tabularnewline
29 & -0.213805 & -1.7501 & 0.957657 \tabularnewline
30 & -0.240226 & -1.9663 & 0.973298 \tabularnewline
31 & -0.266872 & -2.1844 & 0.983783 \tabularnewline
32 & -0.286301 & -2.3435 & 0.98896 \tabularnewline
33 & -0.309558 & -2.5338 & 0.993187 \tabularnewline
34 & -0.330912 & -2.7086 & 0.995716 \tabularnewline
35 & -0.34839 & -2.8517 & 0.997112 \tabularnewline
36 & -0.373321 & -3.0558 & 0.998389 \tabularnewline
37 & -0.390709 & -3.1981 & 0.998943 \tabularnewline
38 & -0.405093 & -3.3158 & 0.999261 \tabularnewline
39 & -0.413993 & -3.3887 & 0.99941 \tabularnewline
40 & -0.419681 & -3.4352 & 0.99949 \tabularnewline
41 & -0.431262 & -3.53 & 0.999622 \tabularnewline
42 & -0.435053 & -3.5611 & 0.999657 \tabularnewline
43 & -0.438426 & -3.5887 & 0.999686 \tabularnewline
44 & -0.432652 & -3.5414 & 0.999635 \tabularnewline
45 & -0.423576 & -3.4671 & 0.999538 \tabularnewline
46 & -0.417846 & -3.4202 & 0.999465 \tabularnewline
47 & -0.413614 & -3.3856 & 0.999404 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4409&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]8.1854[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.948216[/C][C]7.7615[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.897824[/C][C]7.349[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.855378[/C][C]7.0016[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.813731[/C][C]6.6607[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.77612[/C][C]6.3528[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.740065[/C][C]6.0577[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.714201[/C][C]5.846[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.679166[/C][C]5.5592[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.653344[/C][C]5.3478[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.631428[/C][C]5.1685[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.594786[/C][C]4.8685[/C][C]4e-06[/C][/ROW]
[ROW][C]12[/C][C]0.541123[/C][C]4.4293[/C][C]1.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.487093[/C][C]3.987[/C][C]8.4e-05[/C][/ROW]
[ROW][C]14[/C][C]0.44153[/C][C]3.6141[/C][C]0.000289[/C][/ROW]
[ROW][C]15[/C][C]0.38954[/C][C]3.1885[/C][C]0.001087[/C][/ROW]
[ROW][C]16[/C][C]0.330142[/C][C]2.7023[/C][C]0.004358[/C][/ROW]
[ROW][C]17[/C][C]0.280922[/C][C]2.2994[/C][C]0.012302[/C][/ROW]
[ROW][C]18[/C][C]0.234548[/C][C]1.9199[/C][C]0.029567[/C][/ROW]
[ROW][C]19[/C][C]0.187529[/C][C]1.535[/C][C]0.064747[/C][/ROW]
[ROW][C]20[/C][C]0.152163[/C][C]1.2455[/C][C]0.108642[/C][/ROW]
[ROW][C]21[/C][C]0.1128[/C][C]0.9233[/C][C]0.179581[/C][/ROW]
[ROW][C]22[/C][C]0.069126[/C][C]0.5658[/C][C]0.286703[/C][/ROW]
[ROW][C]23[/C][C]0.020381[/C][C]0.1668[/C][C]0.434006[/C][/ROW]
[ROW][C]24[/C][C]-0.026281[/C][C]-0.2151[/C][C]0.584837[/C][/ROW]
[ROW][C]25[/C][C]-0.065578[/C][C]-0.5368[/C][C]0.703401[/C][/ROW]
[ROW][C]26[/C][C]-0.107584[/C][C]-0.8806[/C][C]0.809163[/C][/ROW]
[ROW][C]27[/C][C]-0.141751[/C][C]-1.1603[/C][C]0.874974[/C][/ROW]
[ROW][C]28[/C][C]-0.179715[/C][C]-1.471[/C][C]0.927018[/C][/ROW]
[ROW][C]29[/C][C]-0.213805[/C][C]-1.7501[/C][C]0.957657[/C][/ROW]
[ROW][C]30[/C][C]-0.240226[/C][C]-1.9663[/C][C]0.973298[/C][/ROW]
[ROW][C]31[/C][C]-0.266872[/C][C]-2.1844[/C][C]0.983783[/C][/ROW]
[ROW][C]32[/C][C]-0.286301[/C][C]-2.3435[/C][C]0.98896[/C][/ROW]
[ROW][C]33[/C][C]-0.309558[/C][C]-2.5338[/C][C]0.993187[/C][/ROW]
[ROW][C]34[/C][C]-0.330912[/C][C]-2.7086[/C][C]0.995716[/C][/ROW]
[ROW][C]35[/C][C]-0.34839[/C][C]-2.8517[/C][C]0.997112[/C][/ROW]
[ROW][C]36[/C][C]-0.373321[/C][C]-3.0558[/C][C]0.998389[/C][/ROW]
[ROW][C]37[/C][C]-0.390709[/C][C]-3.1981[/C][C]0.998943[/C][/ROW]
[ROW][C]38[/C][C]-0.405093[/C][C]-3.3158[/C][C]0.999261[/C][/ROW]
[ROW][C]39[/C][C]-0.413993[/C][C]-3.3887[/C][C]0.99941[/C][/ROW]
[ROW][C]40[/C][C]-0.419681[/C][C]-3.4352[/C][C]0.99949[/C][/ROW]
[ROW][C]41[/C][C]-0.431262[/C][C]-3.53[/C][C]0.999622[/C][/ROW]
[ROW][C]42[/C][C]-0.435053[/C][C]-3.5611[/C][C]0.999657[/C][/ROW]
[ROW][C]43[/C][C]-0.438426[/C][C]-3.5887[/C][C]0.999686[/C][/ROW]
[ROW][C]44[/C][C]-0.432652[/C][C]-3.5414[/C][C]0.999635[/C][/ROW]
[ROW][C]45[/C][C]-0.423576[/C][C]-3.4671[/C][C]0.999538[/C][/ROW]
[ROW][C]46[/C][C]-0.417846[/C][C]-3.4202[/C][C]0.999465[/C][/ROW]
[ROW][C]47[/C][C]-0.413614[/C][C]-3.3856[/C][C]0.999404[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4409&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4409&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	8.1854	0
1	0.948216	7.7615	0
2	0.897824	7.349	0
3	0.855378	7.0016	0
4	0.813731	6.6607	0
5	0.77612	6.3528	0
6	0.740065	6.0577	0
7	0.714201	5.846	0
8	0.679166	5.5592	0
9	0.653344	5.3478	1e-06
10	0.631428	5.1685	1e-06
11	0.594786	4.8685	4e-06
12	0.541123	4.4293	1.8e-05
13	0.487093	3.987	8.4e-05
14	0.44153	3.6141	0.000289
15	0.38954	3.1885	0.001087
16	0.330142	2.7023	0.004358
17	0.280922	2.2994	0.012302
18	0.234548	1.9199	0.029567
19	0.187529	1.535	0.064747
20	0.152163	1.2455	0.108642
21	0.1128	0.9233	0.179581
22	0.069126	0.5658	0.286703
23	0.020381	0.1668	0.434006
24	-0.026281	-0.2151	0.584837
25	-0.065578	-0.5368	0.703401
26	-0.107584	-0.8806	0.809163
27	-0.141751	-1.1603	0.874974
28	-0.179715	-1.471	0.927018
29	-0.213805	-1.7501	0.957657
30	-0.240226	-1.9663	0.973298
31	-0.266872	-2.1844	0.983783
32	-0.286301	-2.3435	0.98896
33	-0.309558	-2.5338	0.993187
34	-0.330912	-2.7086	0.995716
35	-0.34839	-2.8517	0.997112
36	-0.373321	-3.0558	0.998389
37	-0.390709	-3.1981	0.998943
38	-0.405093	-3.3158	0.999261
39	-0.413993	-3.3887	0.99941
40	-0.419681	-3.4352	0.99949
41	-0.431262	-3.53	0.999622
42	-0.435053	-3.5611	0.999657
43	-0.438426	-3.5887	0.999686
44	-0.432652	-3.5414	0.999635
45	-0.423576	-3.4671	0.999538
46	-0.417846	-3.4202	0.999465
47	-0.413614	-3.3856	0.999404

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.948216	7.7615	0
1	-0.012786	-0.1047	0.54152
2	0.052397	0.4289	0.334691
3	-0.013145	-0.1076	0.542683
4	0.023099	0.1891	0.425302
5	-0.003598	-0.0294	0.511702
6	0.087351	0.715	0.238546
7	-0.10238	-0.838	0.7975
8	0.089504	0.7326	0.233173
9	0.011912	0.0975	0.461308
10	-0.139806	-1.1444	0.871728
11	-0.196902	-1.6117	0.944137
12	-0.04362	-0.357	0.638909
13	0.011159	0.0913	0.463747
14	-0.087585	-0.7169	0.762041
15	-0.142553	-1.1668	0.876295
16	0.023811	0.1949	0.423032
17	-0.019058	-0.156	0.561748
18	-0.041279	-0.3379	0.631745
19	0.049816	0.4078	0.342375
20	-0.081902	-0.6704	0.747545
21	-0.017015	-0.1393	0.555174
22	-0.04422	-0.362	0.640739
23	-0.057266	-0.4687	0.679612
24	0.026425	0.2163	0.414708
25	0.00099	0.0081	0.49678
26	0.036811	0.3013	0.382054
27	-0.092249	-0.7551	0.77358
28	-0.008254	-0.0676	0.526832
29	0.04004	0.3277	0.372063
30	-0.041253	-0.3377	0.631667
31	0.030407	0.2489	0.402102
32	-0.013451	-0.1101	0.543672
33	-0.018802	-0.1539	0.560926
34	0.007757	0.0635	0.474781
35	-0.111291	-0.911	0.817208
36	0.019843	0.1624	0.435731
37	0.018474	0.1512	0.44013
38	0.028452	0.2329	0.408279
39	-0.022272	-0.1823	0.572054
40	-0.114228	-0.935	0.823426
41	0.02839	0.2324	0.408475
42	0.014342	0.1174	0.453448
43	0.054409	0.4454	0.328747
44	0.008769	0.0718	0.471498
45	-0.016309	-0.1335	0.5529
46	-0.050506	-0.4134	0.659686
47	0.000546	0.0045	0.498223

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.948216 & 7.7615 & 0 \tabularnewline
1 & -0.012786 & -0.1047 & 0.54152 \tabularnewline
2 & 0.052397 & 0.4289 & 0.334691 \tabularnewline
3 & -0.013145 & -0.1076 & 0.542683 \tabularnewline
4 & 0.023099 & 0.1891 & 0.425302 \tabularnewline
5 & -0.003598 & -0.0294 & 0.511702 \tabularnewline
6 & 0.087351 & 0.715 & 0.238546 \tabularnewline
7 & -0.10238 & -0.838 & 0.7975 \tabularnewline
8 & 0.089504 & 0.7326 & 0.233173 \tabularnewline
9 & 0.011912 & 0.0975 & 0.461308 \tabularnewline
10 & -0.139806 & -1.1444 & 0.871728 \tabularnewline
11 & -0.196902 & -1.6117 & 0.944137 \tabularnewline
12 & -0.04362 & -0.357 & 0.638909 \tabularnewline
13 & 0.011159 & 0.0913 & 0.463747 \tabularnewline
14 & -0.087585 & -0.7169 & 0.762041 \tabularnewline
15 & -0.142553 & -1.1668 & 0.876295 \tabularnewline
16 & 0.023811 & 0.1949 & 0.423032 \tabularnewline
17 & -0.019058 & -0.156 & 0.561748 \tabularnewline
18 & -0.041279 & -0.3379 & 0.631745 \tabularnewline
19 & 0.049816 & 0.4078 & 0.342375 \tabularnewline
20 & -0.081902 & -0.6704 & 0.747545 \tabularnewline
21 & -0.017015 & -0.1393 & 0.555174 \tabularnewline
22 & -0.04422 & -0.362 & 0.640739 \tabularnewline
23 & -0.057266 & -0.4687 & 0.679612 \tabularnewline
24 & 0.026425 & 0.2163 & 0.414708 \tabularnewline
25 & 0.00099 & 0.0081 & 0.49678 \tabularnewline
26 & 0.036811 & 0.3013 & 0.382054 \tabularnewline
27 & -0.092249 & -0.7551 & 0.77358 \tabularnewline
28 & -0.008254 & -0.0676 & 0.526832 \tabularnewline
29 & 0.04004 & 0.3277 & 0.372063 \tabularnewline
30 & -0.041253 & -0.3377 & 0.631667 \tabularnewline
31 & 0.030407 & 0.2489 & 0.402102 \tabularnewline
32 & -0.013451 & -0.1101 & 0.543672 \tabularnewline
33 & -0.018802 & -0.1539 & 0.560926 \tabularnewline
34 & 0.007757 & 0.0635 & 0.474781 \tabularnewline
35 & -0.111291 & -0.911 & 0.817208 \tabularnewline
36 & 0.019843 & 0.1624 & 0.435731 \tabularnewline
37 & 0.018474 & 0.1512 & 0.44013 \tabularnewline
38 & 0.028452 & 0.2329 & 0.408279 \tabularnewline
39 & -0.022272 & -0.1823 & 0.572054 \tabularnewline
40 & -0.114228 & -0.935 & 0.823426 \tabularnewline
41 & 0.02839 & 0.2324 & 0.408475 \tabularnewline
42 & 0.014342 & 0.1174 & 0.453448 \tabularnewline
43 & 0.054409 & 0.4454 & 0.328747 \tabularnewline
44 & 0.008769 & 0.0718 & 0.471498 \tabularnewline
45 & -0.016309 & -0.1335 & 0.5529 \tabularnewline
46 & -0.050506 & -0.4134 & 0.659686 \tabularnewline
47 & 0.000546 & 0.0045 & 0.498223 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4409&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]0.948216[/C][C]7.7615[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.012786[/C][C]-0.1047[/C][C]0.54152[/C][/ROW]
[ROW][C]2[/C][C]0.052397[/C][C]0.4289[/C][C]0.334691[/C][/ROW]
[ROW][C]3[/C][C]-0.013145[/C][C]-0.1076[/C][C]0.542683[/C][/ROW]
[ROW][C]4[/C][C]0.023099[/C][C]0.1891[/C][C]0.425302[/C][/ROW]
[ROW][C]5[/C][C]-0.003598[/C][C]-0.0294[/C][C]0.511702[/C][/ROW]
[ROW][C]6[/C][C]0.087351[/C][C]0.715[/C][C]0.238546[/C][/ROW]
[ROW][C]7[/C][C]-0.10238[/C][C]-0.838[/C][C]0.7975[/C][/ROW]
[ROW][C]8[/C][C]0.089504[/C][C]0.7326[/C][C]0.233173[/C][/ROW]
[ROW][C]9[/C][C]0.011912[/C][C]0.0975[/C][C]0.461308[/C][/ROW]
[ROW][C]10[/C][C]-0.139806[/C][C]-1.1444[/C][C]0.871728[/C][/ROW]
[ROW][C]11[/C][C]-0.196902[/C][C]-1.6117[/C][C]0.944137[/C][/ROW]
[ROW][C]12[/C][C]-0.04362[/C][C]-0.357[/C][C]0.638909[/C][/ROW]
[ROW][C]13[/C][C]0.011159[/C][C]0.0913[/C][C]0.463747[/C][/ROW]
[ROW][C]14[/C][C]-0.087585[/C][C]-0.7169[/C][C]0.762041[/C][/ROW]
[ROW][C]15[/C][C]-0.142553[/C][C]-1.1668[/C][C]0.876295[/C][/ROW]
[ROW][C]16[/C][C]0.023811[/C][C]0.1949[/C][C]0.423032[/C][/ROW]
[ROW][C]17[/C][C]-0.019058[/C][C]-0.156[/C][C]0.561748[/C][/ROW]
[ROW][C]18[/C][C]-0.041279[/C][C]-0.3379[/C][C]0.631745[/C][/ROW]
[ROW][C]19[/C][C]0.049816[/C][C]0.4078[/C][C]0.342375[/C][/ROW]
[ROW][C]20[/C][C]-0.081902[/C][C]-0.6704[/C][C]0.747545[/C][/ROW]
[ROW][C]21[/C][C]-0.017015[/C][C]-0.1393[/C][C]0.555174[/C][/ROW]
[ROW][C]22[/C][C]-0.04422[/C][C]-0.362[/C][C]0.640739[/C][/ROW]
[ROW][C]23[/C][C]-0.057266[/C][C]-0.4687[/C][C]0.679612[/C][/ROW]
[ROW][C]24[/C][C]0.026425[/C][C]0.2163[/C][C]0.414708[/C][/ROW]
[ROW][C]25[/C][C]0.00099[/C][C]0.0081[/C][C]0.49678[/C][/ROW]
[ROW][C]26[/C][C]0.036811[/C][C]0.3013[/C][C]0.382054[/C][/ROW]
[ROW][C]27[/C][C]-0.092249[/C][C]-0.7551[/C][C]0.77358[/C][/ROW]
[ROW][C]28[/C][C]-0.008254[/C][C]-0.0676[/C][C]0.526832[/C][/ROW]
[ROW][C]29[/C][C]0.04004[/C][C]0.3277[/C][C]0.372063[/C][/ROW]
[ROW][C]30[/C][C]-0.041253[/C][C]-0.3377[/C][C]0.631667[/C][/ROW]
[ROW][C]31[/C][C]0.030407[/C][C]0.2489[/C][C]0.402102[/C][/ROW]
[ROW][C]32[/C][C]-0.013451[/C][C]-0.1101[/C][C]0.543672[/C][/ROW]
[ROW][C]33[/C][C]-0.018802[/C][C]-0.1539[/C][C]0.560926[/C][/ROW]
[ROW][C]34[/C][C]0.007757[/C][C]0.0635[/C][C]0.474781[/C][/ROW]
[ROW][C]35[/C][C]-0.111291[/C][C]-0.911[/C][C]0.817208[/C][/ROW]
[ROW][C]36[/C][C]0.019843[/C][C]0.1624[/C][C]0.435731[/C][/ROW]
[ROW][C]37[/C][C]0.018474[/C][C]0.1512[/C][C]0.44013[/C][/ROW]
[ROW][C]38[/C][C]0.028452[/C][C]0.2329[/C][C]0.408279[/C][/ROW]
[ROW][C]39[/C][C]-0.022272[/C][C]-0.1823[/C][C]0.572054[/C][/ROW]
[ROW][C]40[/C][C]-0.114228[/C][C]-0.935[/C][C]0.823426[/C][/ROW]
[ROW][C]41[/C][C]0.02839[/C][C]0.2324[/C][C]0.408475[/C][/ROW]
[ROW][C]42[/C][C]0.014342[/C][C]0.1174[/C][C]0.453448[/C][/ROW]
[ROW][C]43[/C][C]0.054409[/C][C]0.4454[/C][C]0.328747[/C][/ROW]
[ROW][C]44[/C][C]0.008769[/C][C]0.0718[/C][C]0.471498[/C][/ROW]
[ROW][C]45[/C][C]-0.016309[/C][C]-0.1335[/C][C]0.5529[/C][/ROW]
[ROW][C]46[/C][C]-0.050506[/C][C]-0.4134[/C][C]0.659686[/C][/ROW]
[ROW][C]47[/C][C]0.000546[/C][C]0.0045[/C][C]0.498223[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4409&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4409&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	0.948216	7.7615	0
1	-0.012786	-0.1047	0.54152
2	0.052397	0.4289	0.334691
3	-0.013145	-0.1076	0.542683
4	0.023099	0.1891	0.425302
5	-0.003598	-0.0294	0.511702
6	0.087351	0.715	0.238546
7	-0.10238	-0.838	0.7975
8	0.089504	0.7326	0.233173
9	0.011912	0.0975	0.461308
10	-0.139806	-1.1444	0.871728
11	-0.196902	-1.6117	0.944137
12	-0.04362	-0.357	0.638909
13	0.011159	0.0913	0.463747
14	-0.087585	-0.7169	0.762041
15	-0.142553	-1.1668	0.876295
16	0.023811	0.1949	0.423032
17	-0.019058	-0.156	0.561748
18	-0.041279	-0.3379	0.631745
19	0.049816	0.4078	0.342375
20	-0.081902	-0.6704	0.747545
21	-0.017015	-0.1393	0.555174
22	-0.04422	-0.362	0.640739
23	-0.057266	-0.4687	0.679612
24	0.026425	0.2163	0.414708
25	0.00099	0.0081	0.49678
26	0.036811	0.3013	0.382054
27	-0.092249	-0.7551	0.77358
28	-0.008254	-0.0676	0.526832
29	0.04004	0.3277	0.372063
30	-0.041253	-0.3377	0.631667
31	0.030407	0.2489	0.402102
32	-0.013451	-0.1101	0.543672
33	-0.018802	-0.1539	0.560926
34	0.007757	0.0635	0.474781
35	-0.111291	-0.911	0.817208
36	0.019843	0.1624	0.435731
37	0.018474	0.1512	0.44013
38	0.028452	0.2329	0.408279
39	-0.022272	-0.1823	0.572054
40	-0.114228	-0.935	0.823426
41	0.02839	0.2324	0.408475
42	0.014342	0.1174	0.453448
43	0.054409	0.4454	0.328747
44	0.008769	0.0718	0.471498
45	-0.016309	-0.1335	0.5529
46	-0.050506	-0.4134	0.659686
47	0.000546	0.0045	0.498223

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 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