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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 27 Nov 2007 05:43:53 -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/Nov/27/t1196167120cryw5o94ohfvnm8.htm/, Retrieved Sun, 05 May 2024 12:34:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6860, Retrieved Sun, 05 May 2024 12:34:45 +0000

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Original text written by user:

d=0 D=1

IsPrivate?

No (this computation is public)

User-defined keywords

Q2, reek 1

Estimated Impact

176

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

-       [(Partial) Autocorrelation Function] [Workhop 3, Q2] [2007-11-27 12:43:53] [e38ae300fa323c405e42b78372d772d6] [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=6860&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=6860&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6860&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	8.3066	0
1	0.320654	2.6636	0.004808
2	0.437048	3.6304	0.00027
3	0.532435	4.4227	1.8e-05
4	0.24929	2.0708	0.021062
5	0.243518	2.0228	0.023485
6	0.187894	1.5608	0.061577
7	-0.072133	-0.5992	0.724492
8	-0.058594	-0.4867	0.685999
9	-0.045798	-0.3804	0.647601
10	-0.282547	-2.347	0.9891
11	-0.154983	-1.2874	0.898869
12	-0.266494	-2.2137	0.98492
13	-0.230892	-1.9179	0.97037
14	-0.098451	-0.8178	0.791855
15	-0.141919	-1.1789	0.87875
16	-0.183263	-1.5223	0.933748
17	0.055327	0.4596	0.323631
18	0.018793	0.1561	0.438204
19	-0.045872	-0.381	0.647828
20	0.176412	1.4654	0.073679
21	0.078212	0.6497	0.259029
22	0.037104	0.3082	0.379427
23	0.247055	2.0522	0.021973
24	0.029695	0.2467	0.402949
25	-0.010909	-0.0906	0.53597
26	0.128373	1.0663	0.144992
27	-0.004753	-0.0395	0.515689
28	-0.008199	-0.0681	0.527051
29	0.039088	0.3247	0.373201
30	-0.152111	-1.2635	0.894675
31	0.042157	0.3502	0.363634
32	-0.016314	-0.1355	0.553702
33	-0.141616	-1.1764	0.878252
34	-0.015516	-0.1289	0.55109
35	-0.052191	-0.4335	0.667008
36	-0.074273	-0.617	0.730354
37	0.004544	0.0377	0.485001
38	-0.020025	-0.1663	0.565811
39	-0.120752	-1.003	0.840327
40	0.060785	0.5049	0.307614
41	-0.036709	-0.3049	0.619331
42	-0.048173	-0.4002	0.65486
43	-0.001574	-0.0131	0.505196
44	-0.00365	-0.0303	0.512048
45	-0.050521	-0.4197	0.661979
46	-0.028539	-0.2371	0.593345
47	-0.027032	-0.2245	0.588502

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.3066 & 0 \tabularnewline
1 & 0.320654 & 2.6636 & 0.004808 \tabularnewline
2 & 0.437048 & 3.6304 & 0.00027 \tabularnewline
3 & 0.532435 & 4.4227 & 1.8e-05 \tabularnewline
4 & 0.24929 & 2.0708 & 0.021062 \tabularnewline
5 & 0.243518 & 2.0228 & 0.023485 \tabularnewline
6 & 0.187894 & 1.5608 & 0.061577 \tabularnewline
7 & -0.072133 & -0.5992 & 0.724492 \tabularnewline
8 & -0.058594 & -0.4867 & 0.685999 \tabularnewline
9 & -0.045798 & -0.3804 & 0.647601 \tabularnewline
10 & -0.282547 & -2.347 & 0.9891 \tabularnewline
11 & -0.154983 & -1.2874 & 0.898869 \tabularnewline
12 & -0.266494 & -2.2137 & 0.98492 \tabularnewline
13 & -0.230892 & -1.9179 & 0.97037 \tabularnewline
14 & -0.098451 & -0.8178 & 0.791855 \tabularnewline
15 & -0.141919 & -1.1789 & 0.87875 \tabularnewline
16 & -0.183263 & -1.5223 & 0.933748 \tabularnewline
17 & 0.055327 & 0.4596 & 0.323631 \tabularnewline
18 & 0.018793 & 0.1561 & 0.438204 \tabularnewline
19 & -0.045872 & -0.381 & 0.647828 \tabularnewline
20 & 0.176412 & 1.4654 & 0.073679 \tabularnewline
21 & 0.078212 & 0.6497 & 0.259029 \tabularnewline
22 & 0.037104 & 0.3082 & 0.379427 \tabularnewline
23 & 0.247055 & 2.0522 & 0.021973 \tabularnewline
24 & 0.029695 & 0.2467 & 0.402949 \tabularnewline
25 & -0.010909 & -0.0906 & 0.53597 \tabularnewline
26 & 0.128373 & 1.0663 & 0.144992 \tabularnewline
27 & -0.004753 & -0.0395 & 0.515689 \tabularnewline
28 & -0.008199 & -0.0681 & 0.527051 \tabularnewline
29 & 0.039088 & 0.3247 & 0.373201 \tabularnewline
30 & -0.152111 & -1.2635 & 0.894675 \tabularnewline
31 & 0.042157 & 0.3502 & 0.363634 \tabularnewline
32 & -0.016314 & -0.1355 & 0.553702 \tabularnewline
33 & -0.141616 & -1.1764 & 0.878252 \tabularnewline
34 & -0.015516 & -0.1289 & 0.55109 \tabularnewline
35 & -0.052191 & -0.4335 & 0.667008 \tabularnewline
36 & -0.074273 & -0.617 & 0.730354 \tabularnewline
37 & 0.004544 & 0.0377 & 0.485001 \tabularnewline
38 & -0.020025 & -0.1663 & 0.565811 \tabularnewline
39 & -0.120752 & -1.003 & 0.840327 \tabularnewline
40 & 0.060785 & 0.5049 & 0.307614 \tabularnewline
41 & -0.036709 & -0.3049 & 0.619331 \tabularnewline
42 & -0.048173 & -0.4002 & 0.65486 \tabularnewline
43 & -0.001574 & -0.0131 & 0.505196 \tabularnewline
44 & -0.00365 & -0.0303 & 0.512048 \tabularnewline
45 & -0.050521 & -0.4197 & 0.661979 \tabularnewline
46 & -0.028539 & -0.2371 & 0.593345 \tabularnewline
47 & -0.027032 & -0.2245 & 0.588502 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6860&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]8.3066[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.320654[/C][C]2.6636[/C][C]0.004808[/C][/ROW]
[ROW][C]2[/C][C]0.437048[/C][C]3.6304[/C][C]0.00027[/C][/ROW]
[ROW][C]3[/C][C]0.532435[/C][C]4.4227[/C][C]1.8e-05[/C][/ROW]
[ROW][C]4[/C][C]0.24929[/C][C]2.0708[/C][C]0.021062[/C][/ROW]
[ROW][C]5[/C][C]0.243518[/C][C]2.0228[/C][C]0.023485[/C][/ROW]
[ROW][C]6[/C][C]0.187894[/C][C]1.5608[/C][C]0.061577[/C][/ROW]
[ROW][C]7[/C][C]-0.072133[/C][C]-0.5992[/C][C]0.724492[/C][/ROW]
[ROW][C]8[/C][C]-0.058594[/C][C]-0.4867[/C][C]0.685999[/C][/ROW]
[ROW][C]9[/C][C]-0.045798[/C][C]-0.3804[/C][C]0.647601[/C][/ROW]
[ROW][C]10[/C][C]-0.282547[/C][C]-2.347[/C][C]0.9891[/C][/ROW]
[ROW][C]11[/C][C]-0.154983[/C][C]-1.2874[/C][C]0.898869[/C][/ROW]
[ROW][C]12[/C][C]-0.266494[/C][C]-2.2137[/C][C]0.98492[/C][/ROW]
[ROW][C]13[/C][C]-0.230892[/C][C]-1.9179[/C][C]0.97037[/C][/ROW]
[ROW][C]14[/C][C]-0.098451[/C][C]-0.8178[/C][C]0.791855[/C][/ROW]
[ROW][C]15[/C][C]-0.141919[/C][C]-1.1789[/C][C]0.87875[/C][/ROW]
[ROW][C]16[/C][C]-0.183263[/C][C]-1.5223[/C][C]0.933748[/C][/ROW]
[ROW][C]17[/C][C]0.055327[/C][C]0.4596[/C][C]0.323631[/C][/ROW]
[ROW][C]18[/C][C]0.018793[/C][C]0.1561[/C][C]0.438204[/C][/ROW]
[ROW][C]19[/C][C]-0.045872[/C][C]-0.381[/C][C]0.647828[/C][/ROW]
[ROW][C]20[/C][C]0.176412[/C][C]1.4654[/C][C]0.073679[/C][/ROW]
[ROW][C]21[/C][C]0.078212[/C][C]0.6497[/C][C]0.259029[/C][/ROW]
[ROW][C]22[/C][C]0.037104[/C][C]0.3082[/C][C]0.379427[/C][/ROW]
[ROW][C]23[/C][C]0.247055[/C][C]2.0522[/C][C]0.021973[/C][/ROW]
[ROW][C]24[/C][C]0.029695[/C][C]0.2467[/C][C]0.402949[/C][/ROW]
[ROW][C]25[/C][C]-0.010909[/C][C]-0.0906[/C][C]0.53597[/C][/ROW]
[ROW][C]26[/C][C]0.128373[/C][C]1.0663[/C][C]0.144992[/C][/ROW]
[ROW][C]27[/C][C]-0.004753[/C][C]-0.0395[/C][C]0.515689[/C][/ROW]
[ROW][C]28[/C][C]-0.008199[/C][C]-0.0681[/C][C]0.527051[/C][/ROW]
[ROW][C]29[/C][C]0.039088[/C][C]0.3247[/C][C]0.373201[/C][/ROW]
[ROW][C]30[/C][C]-0.152111[/C][C]-1.2635[/C][C]0.894675[/C][/ROW]
[ROW][C]31[/C][C]0.042157[/C][C]0.3502[/C][C]0.363634[/C][/ROW]
[ROW][C]32[/C][C]-0.016314[/C][C]-0.1355[/C][C]0.553702[/C][/ROW]
[ROW][C]33[/C][C]-0.141616[/C][C]-1.1764[/C][C]0.878252[/C][/ROW]
[ROW][C]34[/C][C]-0.015516[/C][C]-0.1289[/C][C]0.55109[/C][/ROW]
[ROW][C]35[/C][C]-0.052191[/C][C]-0.4335[/C][C]0.667008[/C][/ROW]
[ROW][C]36[/C][C]-0.074273[/C][C]-0.617[/C][C]0.730354[/C][/ROW]
[ROW][C]37[/C][C]0.004544[/C][C]0.0377[/C][C]0.485001[/C][/ROW]
[ROW][C]38[/C][C]-0.020025[/C][C]-0.1663[/C][C]0.565811[/C][/ROW]
[ROW][C]39[/C][C]-0.120752[/C][C]-1.003[/C][C]0.840327[/C][/ROW]
[ROW][C]40[/C][C]0.060785[/C][C]0.5049[/C][C]0.307614[/C][/ROW]
[ROW][C]41[/C][C]-0.036709[/C][C]-0.3049[/C][C]0.619331[/C][/ROW]
[ROW][C]42[/C][C]-0.048173[/C][C]-0.4002[/C][C]0.65486[/C][/ROW]
[ROW][C]43[/C][C]-0.001574[/C][C]-0.0131[/C][C]0.505196[/C][/ROW]
[ROW][C]44[/C][C]-0.00365[/C][C]-0.0303[/C][C]0.512048[/C][/ROW]
[ROW][C]45[/C][C]-0.050521[/C][C]-0.4197[/C][C]0.661979[/C][/ROW]
[ROW][C]46[/C][C]-0.028539[/C][C]-0.2371[/C][C]0.593345[/C][/ROW]
[ROW][C]47[/C][C]-0.027032[/C][C]-0.2245[/C][C]0.588502[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6860&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6860&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	8.3066	0
1	0.320654	2.6636	0.004808
2	0.437048	3.6304	0.00027
3	0.532435	4.4227	1.8e-05
4	0.24929	2.0708	0.021062
5	0.243518	2.0228	0.023485
6	0.187894	1.5608	0.061577
7	-0.072133	-0.5992	0.724492
8	-0.058594	-0.4867	0.685999
9	-0.045798	-0.3804	0.647601
10	-0.282547	-2.347	0.9891
11	-0.154983	-1.2874	0.898869
12	-0.266494	-2.2137	0.98492
13	-0.230892	-1.9179	0.97037
14	-0.098451	-0.8178	0.791855
15	-0.141919	-1.1789	0.87875
16	-0.183263	-1.5223	0.933748
17	0.055327	0.4596	0.323631
18	0.018793	0.1561	0.438204
19	-0.045872	-0.381	0.647828
20	0.176412	1.4654	0.073679
21	0.078212	0.6497	0.259029
22	0.037104	0.3082	0.379427
23	0.247055	2.0522	0.021973
24	0.029695	0.2467	0.402949
25	-0.010909	-0.0906	0.53597
26	0.128373	1.0663	0.144992
27	-0.004753	-0.0395	0.515689
28	-0.008199	-0.0681	0.527051
29	0.039088	0.3247	0.373201
30	-0.152111	-1.2635	0.894675
31	0.042157	0.3502	0.363634
32	-0.016314	-0.1355	0.553702
33	-0.141616	-1.1764	0.878252
34	-0.015516	-0.1289	0.55109
35	-0.052191	-0.4335	0.667008
36	-0.074273	-0.617	0.730354
37	0.004544	0.0377	0.485001
38	-0.020025	-0.1663	0.565811
39	-0.120752	-1.003	0.840327
40	0.060785	0.5049	0.307614
41	-0.036709	-0.3049	0.619331
42	-0.048173	-0.4002	0.65486
43	-0.001574	-0.0131	0.505196
44	-0.00365	-0.0303	0.512048
45	-0.050521	-0.4197	0.661979
46	-0.028539	-0.2371	0.593345
47	-0.027032	-0.2245	0.588502

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.320654	2.6636	0.004808
1	0.372532	3.0945	0.001423
2	0.42068	3.4944	0.000417
3	-0.05521	-0.4586	0.676021
4	-0.161413	-1.3408	0.907808
5	-0.161093	-1.3381	0.907378
6	-0.322743	-2.6809	0.995412
7	-0.212753	-1.7673	0.959196
8	0.086773	0.7208	0.236736
9	-0.00769	-0.0639	0.525374
10	0.131282	1.0905	0.13964
11	-0.049933	-0.4148	0.660202
12	0.069089	0.5739	0.283952
13	0.160395	1.3323	0.093566
14	0.118465	0.984	0.164265
15	-0.160646	-1.3344	0.906775
16	-0.004132	-0.0343	0.51364
17	0.027679	0.2299	0.409418
18	-0.15744	-1.3078	0.902359
19	-0.004108	-0.0341	0.513563
20	0.093741	0.7787	0.219418
21	-0.076529	-0.6357	0.736461
22	0.128429	1.0668	0.144888
23	-0.038699	-0.3215	0.625582
24	-0.146258	-1.2149	0.88573
25	-0.05147	-0.4275	0.664841
26	0.118933	0.9879	0.163319
27	0.10415	0.8651	0.194982
28	0.103382	0.8588	0.196724
29	-0.125319	-1.041	0.849241
30	0.050255	0.4174	0.338823
31	-0.044436	-0.3691	0.643412
32	-0.055455	-0.4606	0.676749
33	-0.124403	-1.0334	0.84748
34	-0.038335	-0.3184	0.62444
35	0.03607	0.2996	0.382685
36	0.004182	0.0347	0.486193
37	0.067061	0.557	0.289648
38	0.045014	0.3739	0.354806
39	0.013777	0.1144	0.45461
40	-0.065996	-0.5482	0.70734
41	-0.017088	-0.1419	0.55623
42	-0.049029	-0.4073	0.657463
43	0.01721	0.143	0.44337
44	-0.022573	-0.1875	0.574093
45	-0.155701	-1.2934	0.899899
46	0.03505	0.2912	0.385905
47	-0.040979	-0.3404	0.632704

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.320654 & 2.6636 & 0.004808 \tabularnewline
1 & 0.372532 & 3.0945 & 0.001423 \tabularnewline
2 & 0.42068 & 3.4944 & 0.000417 \tabularnewline
3 & -0.05521 & -0.4586 & 0.676021 \tabularnewline
4 & -0.161413 & -1.3408 & 0.907808 \tabularnewline
5 & -0.161093 & -1.3381 & 0.907378 \tabularnewline
6 & -0.322743 & -2.6809 & 0.995412 \tabularnewline
7 & -0.212753 & -1.7673 & 0.959196 \tabularnewline
8 & 0.086773 & 0.7208 & 0.236736 \tabularnewline
9 & -0.00769 & -0.0639 & 0.525374 \tabularnewline
10 & 0.131282 & 1.0905 & 0.13964 \tabularnewline
11 & -0.049933 & -0.4148 & 0.660202 \tabularnewline
12 & 0.069089 & 0.5739 & 0.283952 \tabularnewline
13 & 0.160395 & 1.3323 & 0.093566 \tabularnewline
14 & 0.118465 & 0.984 & 0.164265 \tabularnewline
15 & -0.160646 & -1.3344 & 0.906775 \tabularnewline
16 & -0.004132 & -0.0343 & 0.51364 \tabularnewline
17 & 0.027679 & 0.2299 & 0.409418 \tabularnewline
18 & -0.15744 & -1.3078 & 0.902359 \tabularnewline
19 & -0.004108 & -0.0341 & 0.513563 \tabularnewline
20 & 0.093741 & 0.7787 & 0.219418 \tabularnewline
21 & -0.076529 & -0.6357 & 0.736461 \tabularnewline
22 & 0.128429 & 1.0668 & 0.144888 \tabularnewline
23 & -0.038699 & -0.3215 & 0.625582 \tabularnewline
24 & -0.146258 & -1.2149 & 0.88573 \tabularnewline
25 & -0.05147 & -0.4275 & 0.664841 \tabularnewline
26 & 0.118933 & 0.9879 & 0.163319 \tabularnewline
27 & 0.10415 & 0.8651 & 0.194982 \tabularnewline
28 & 0.103382 & 0.8588 & 0.196724 \tabularnewline
29 & -0.125319 & -1.041 & 0.849241 \tabularnewline
30 & 0.050255 & 0.4174 & 0.338823 \tabularnewline
31 & -0.044436 & -0.3691 & 0.643412 \tabularnewline
32 & -0.055455 & -0.4606 & 0.676749 \tabularnewline
33 & -0.124403 & -1.0334 & 0.84748 \tabularnewline
34 & -0.038335 & -0.3184 & 0.62444 \tabularnewline
35 & 0.03607 & 0.2996 & 0.382685 \tabularnewline
36 & 0.004182 & 0.0347 & 0.486193 \tabularnewline
37 & 0.067061 & 0.557 & 0.289648 \tabularnewline
38 & 0.045014 & 0.3739 & 0.354806 \tabularnewline
39 & 0.013777 & 0.1144 & 0.45461 \tabularnewline
40 & -0.065996 & -0.5482 & 0.70734 \tabularnewline
41 & -0.017088 & -0.1419 & 0.55623 \tabularnewline
42 & -0.049029 & -0.4073 & 0.657463 \tabularnewline
43 & 0.01721 & 0.143 & 0.44337 \tabularnewline
44 & -0.022573 & -0.1875 & 0.574093 \tabularnewline
45 & -0.155701 & -1.2934 & 0.899899 \tabularnewline
46 & 0.03505 & 0.2912 & 0.385905 \tabularnewline
47 & -0.040979 & -0.3404 & 0.632704 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6860&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]0.320654[/C][C]2.6636[/C][C]0.004808[/C][/ROW]
[ROW][C]1[/C][C]0.372532[/C][C]3.0945[/C][C]0.001423[/C][/ROW]
[ROW][C]2[/C][C]0.42068[/C][C]3.4944[/C][C]0.000417[/C][/ROW]
[ROW][C]3[/C][C]-0.05521[/C][C]-0.4586[/C][C]0.676021[/C][/ROW]
[ROW][C]4[/C][C]-0.161413[/C][C]-1.3408[/C][C]0.907808[/C][/ROW]
[ROW][C]5[/C][C]-0.161093[/C][C]-1.3381[/C][C]0.907378[/C][/ROW]
[ROW][C]6[/C][C]-0.322743[/C][C]-2.6809[/C][C]0.995412[/C][/ROW]
[ROW][C]7[/C][C]-0.212753[/C][C]-1.7673[/C][C]0.959196[/C][/ROW]
[ROW][C]8[/C][C]0.086773[/C][C]0.7208[/C][C]0.236736[/C][/ROW]
[ROW][C]9[/C][C]-0.00769[/C][C]-0.0639[/C][C]0.525374[/C][/ROW]
[ROW][C]10[/C][C]0.131282[/C][C]1.0905[/C][C]0.13964[/C][/ROW]
[ROW][C]11[/C][C]-0.049933[/C][C]-0.4148[/C][C]0.660202[/C][/ROW]
[ROW][C]12[/C][C]0.069089[/C][C]0.5739[/C][C]0.283952[/C][/ROW]
[ROW][C]13[/C][C]0.160395[/C][C]1.3323[/C][C]0.093566[/C][/ROW]
[ROW][C]14[/C][C]0.118465[/C][C]0.984[/C][C]0.164265[/C][/ROW]
[ROW][C]15[/C][C]-0.160646[/C][C]-1.3344[/C][C]0.906775[/C][/ROW]
[ROW][C]16[/C][C]-0.004132[/C][C]-0.0343[/C][C]0.51364[/C][/ROW]
[ROW][C]17[/C][C]0.027679[/C][C]0.2299[/C][C]0.409418[/C][/ROW]
[ROW][C]18[/C][C]-0.15744[/C][C]-1.3078[/C][C]0.902359[/C][/ROW]
[ROW][C]19[/C][C]-0.004108[/C][C]-0.0341[/C][C]0.513563[/C][/ROW]
[ROW][C]20[/C][C]0.093741[/C][C]0.7787[/C][C]0.219418[/C][/ROW]
[ROW][C]21[/C][C]-0.076529[/C][C]-0.6357[/C][C]0.736461[/C][/ROW]
[ROW][C]22[/C][C]0.128429[/C][C]1.0668[/C][C]0.144888[/C][/ROW]
[ROW][C]23[/C][C]-0.038699[/C][C]-0.3215[/C][C]0.625582[/C][/ROW]
[ROW][C]24[/C][C]-0.146258[/C][C]-1.2149[/C][C]0.88573[/C][/ROW]
[ROW][C]25[/C][C]-0.05147[/C][C]-0.4275[/C][C]0.664841[/C][/ROW]
[ROW][C]26[/C][C]0.118933[/C][C]0.9879[/C][C]0.163319[/C][/ROW]
[ROW][C]27[/C][C]0.10415[/C][C]0.8651[/C][C]0.194982[/C][/ROW]
[ROW][C]28[/C][C]0.103382[/C][C]0.8588[/C][C]0.196724[/C][/ROW]
[ROW][C]29[/C][C]-0.125319[/C][C]-1.041[/C][C]0.849241[/C][/ROW]
[ROW][C]30[/C][C]0.050255[/C][C]0.4174[/C][C]0.338823[/C][/ROW]
[ROW][C]31[/C][C]-0.044436[/C][C]-0.3691[/C][C]0.643412[/C][/ROW]
[ROW][C]32[/C][C]-0.055455[/C][C]-0.4606[/C][C]0.676749[/C][/ROW]
[ROW][C]33[/C][C]-0.124403[/C][C]-1.0334[/C][C]0.84748[/C][/ROW]
[ROW][C]34[/C][C]-0.038335[/C][C]-0.3184[/C][C]0.62444[/C][/ROW]
[ROW][C]35[/C][C]0.03607[/C][C]0.2996[/C][C]0.382685[/C][/ROW]
[ROW][C]36[/C][C]0.004182[/C][C]0.0347[/C][C]0.486193[/C][/ROW]
[ROW][C]37[/C][C]0.067061[/C][C]0.557[/C][C]0.289648[/C][/ROW]
[ROW][C]38[/C][C]0.045014[/C][C]0.3739[/C][C]0.354806[/C][/ROW]
[ROW][C]39[/C][C]0.013777[/C][C]0.1144[/C][C]0.45461[/C][/ROW]
[ROW][C]40[/C][C]-0.065996[/C][C]-0.5482[/C][C]0.70734[/C][/ROW]
[ROW][C]41[/C][C]-0.017088[/C][C]-0.1419[/C][C]0.55623[/C][/ROW]
[ROW][C]42[/C][C]-0.049029[/C][C]-0.4073[/C][C]0.657463[/C][/ROW]
[ROW][C]43[/C][C]0.01721[/C][C]0.143[/C][C]0.44337[/C][/ROW]
[ROW][C]44[/C][C]-0.022573[/C][C]-0.1875[/C][C]0.574093[/C][/ROW]
[ROW][C]45[/C][C]-0.155701[/C][C]-1.2934[/C][C]0.899899[/C][/ROW]
[ROW][C]46[/C][C]0.03505[/C][C]0.2912[/C][C]0.385905[/C][/ROW]
[ROW][C]47[/C][C]-0.040979[/C][C]-0.3404[/C][C]0.632704[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6860&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6860&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	0.320654	2.6636	0.004808
1	0.372532	3.0945	0.001423
2	0.42068	3.4944	0.000417
3	-0.05521	-0.4586	0.676021
4	-0.161413	-1.3408	0.907808
5	-0.161093	-1.3381	0.907378
6	-0.322743	-2.6809	0.995412
7	-0.212753	-1.7673	0.959196
8	0.086773	0.7208	0.236736
9	-0.00769	-0.0639	0.525374
10	0.131282	1.0905	0.13964
11	-0.049933	-0.4148	0.660202
12	0.069089	0.5739	0.283952
13	0.160395	1.3323	0.093566
14	0.118465	0.984	0.164265
15	-0.160646	-1.3344	0.906775
16	-0.004132	-0.0343	0.51364
17	0.027679	0.2299	0.409418
18	-0.15744	-1.3078	0.902359
19	-0.004108	-0.0341	0.513563
20	0.093741	0.7787	0.219418
21	-0.076529	-0.6357	0.736461
22	0.128429	1.0668	0.144888
23	-0.038699	-0.3215	0.625582
24	-0.146258	-1.2149	0.88573
25	-0.05147	-0.4275	0.664841
26	0.118933	0.9879	0.163319
27	0.10415	0.8651	0.194982
28	0.103382	0.8588	0.196724
29	-0.125319	-1.041	0.849241
30	0.050255	0.4174	0.338823
31	-0.044436	-0.3691	0.643412
32	-0.055455	-0.4606	0.676749
33	-0.124403	-1.0334	0.84748
34	-0.038335	-0.3184	0.62444
35	0.03607	0.2996	0.382685
36	0.004182	0.0347	0.486193
37	0.067061	0.557	0.289648
38	0.045014	0.3739	0.354806
39	0.013777	0.1144	0.45461
40	-0.065996	-0.5482	0.70734
41	-0.017088	-0.1419	0.55623
42	-0.049029	-0.4073	0.657463
43	0.01721	0.143	0.44337
44	-0.022573	-0.1875	0.574093
45	-0.155701	-1.2934	0.899899
46	0.03505	0.2912	0.385905
47	-0.040979	-0.3404	0.632704

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 = 1 ; par5 = 12 ;

Parameters (R input):

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