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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 27 Nov 2007 06:05:56 -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/t1196168253810hryzc7g4lz75.htm/, Retrieved Sun, 05 May 2024 18:53:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6864, Retrieved Sun, 05 May 2024 18:53:35 +0000

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Original text written by user:

d=0 D=0

IsPrivate?

No (this computation is public)

User-defined keywords

Q2, reeks 2

Estimated Impact

176

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

-       [(Partial) Autocorrelation Function] [Workshop 3 Q2] [2007-11-27 13:05:56] [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	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=6864&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=6864&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6864&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	9	0
1	0.690997	6.219	0
2	0.235256	2.1173	0.018651
3	-0.006706	-0.0604	0.523988
4	0.178921	1.6103	0.055612
5	0.572339	5.151	1e-06
6	0.744713	6.7024	0
7	0.529824	4.7684	4e-06
8	0.126673	1.1401	0.128812
9	-0.074344	-0.6691	0.747331
10	0.079178	0.7126	0.239071
11	0.437167	3.9345	8.8e-05
12	0.602455	5.4221	0
13	0.372382	3.3514	0.000612
14	0.017397	0.1566	0.437985
15	-0.159285	-1.4336	0.922227
16	0.01087	0.0978	0.461155
17	0.35066	3.1559	0.001123
18	0.475418	4.2788	2.6e-05
19	0.295982	2.6638	0.004659
20	-0.02932	-0.2639	0.603729
21	-0.198627	-1.7876	0.961213
22	-0.058575	-0.5272	0.700243
23	0.233944	2.1055	0.019173
24	0.360025	3.2402	0.000867
25	0.162179	1.4596	0.074132
26	-0.139173	-1.2526	0.893015
27	-0.278942	-2.5105	0.992976
28	-0.124296	-1.1187	0.866705
29	0.147136	1.3242	0.094576
30	0.250729	2.2566	0.013365
31	0.105234	0.9471	0.173201
32	-0.169657	-1.5269	0.934661
33	-0.309298	-2.7837	0.996656
34	-0.177438	-1.5969	0.942913
35	0.054582	0.4912	0.312294
36	0.174	1.566	0.060624
37	0.028251	0.2543	0.39997
38	-0.21759	-1.9583	0.973182
39	-0.326792	-2.9411	0.997869
40	-0.197336	-1.776	0.960258
41	0.011713	0.1054	0.458152
42	0.091288	0.8216	0.206861
43	-0.018994	-0.1709	0.567655
44	-0.225741	-2.0317	0.977267
45	-0.31625	-2.8463	0.997199
46	-0.226002	-2.034	0.977388
47	-0.062976	-0.5668	0.713785

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9 & 0 \tabularnewline
1 & 0.690997 & 6.219 & 0 \tabularnewline
2 & 0.235256 & 2.1173 & 0.018651 \tabularnewline
3 & -0.006706 & -0.0604 & 0.523988 \tabularnewline
4 & 0.178921 & 1.6103 & 0.055612 \tabularnewline
5 & 0.572339 & 5.151 & 1e-06 \tabularnewline
6 & 0.744713 & 6.7024 & 0 \tabularnewline
7 & 0.529824 & 4.7684 & 4e-06 \tabularnewline
8 & 0.126673 & 1.1401 & 0.128812 \tabularnewline
9 & -0.074344 & -0.6691 & 0.747331 \tabularnewline
10 & 0.079178 & 0.7126 & 0.239071 \tabularnewline
11 & 0.437167 & 3.9345 & 8.8e-05 \tabularnewline
12 & 0.602455 & 5.4221 & 0 \tabularnewline
13 & 0.372382 & 3.3514 & 0.000612 \tabularnewline
14 & 0.017397 & 0.1566 & 0.437985 \tabularnewline
15 & -0.159285 & -1.4336 & 0.922227 \tabularnewline
16 & 0.01087 & 0.0978 & 0.461155 \tabularnewline
17 & 0.35066 & 3.1559 & 0.001123 \tabularnewline
18 & 0.475418 & 4.2788 & 2.6e-05 \tabularnewline
19 & 0.295982 & 2.6638 & 0.004659 \tabularnewline
20 & -0.02932 & -0.2639 & 0.603729 \tabularnewline
21 & -0.198627 & -1.7876 & 0.961213 \tabularnewline
22 & -0.058575 & -0.5272 & 0.700243 \tabularnewline
23 & 0.233944 & 2.1055 & 0.019173 \tabularnewline
24 & 0.360025 & 3.2402 & 0.000867 \tabularnewline
25 & 0.162179 & 1.4596 & 0.074132 \tabularnewline
26 & -0.139173 & -1.2526 & 0.893015 \tabularnewline
27 & -0.278942 & -2.5105 & 0.992976 \tabularnewline
28 & -0.124296 & -1.1187 & 0.866705 \tabularnewline
29 & 0.147136 & 1.3242 & 0.094576 \tabularnewline
30 & 0.250729 & 2.2566 & 0.013365 \tabularnewline
31 & 0.105234 & 0.9471 & 0.173201 \tabularnewline
32 & -0.169657 & -1.5269 & 0.934661 \tabularnewline
33 & -0.309298 & -2.7837 & 0.996656 \tabularnewline
34 & -0.177438 & -1.5969 & 0.942913 \tabularnewline
35 & 0.054582 & 0.4912 & 0.312294 \tabularnewline
36 & 0.174 & 1.566 & 0.060624 \tabularnewline
37 & 0.028251 & 0.2543 & 0.39997 \tabularnewline
38 & -0.21759 & -1.9583 & 0.973182 \tabularnewline
39 & -0.326792 & -2.9411 & 0.997869 \tabularnewline
40 & -0.197336 & -1.776 & 0.960258 \tabularnewline
41 & 0.011713 & 0.1054 & 0.458152 \tabularnewline
42 & 0.091288 & 0.8216 & 0.206861 \tabularnewline
43 & -0.018994 & -0.1709 & 0.567655 \tabularnewline
44 & -0.225741 & -2.0317 & 0.977267 \tabularnewline
45 & -0.31625 & -2.8463 & 0.997199 \tabularnewline
46 & -0.226002 & -2.034 & 0.977388 \tabularnewline
47 & -0.062976 & -0.5668 & 0.713785 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6864&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]9[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.690997[/C][C]6.219[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.235256[/C][C]2.1173[/C][C]0.018651[/C][/ROW]
[ROW][C]3[/C][C]-0.006706[/C][C]-0.0604[/C][C]0.523988[/C][/ROW]
[ROW][C]4[/C][C]0.178921[/C][C]1.6103[/C][C]0.055612[/C][/ROW]
[ROW][C]5[/C][C]0.572339[/C][C]5.151[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.744713[/C][C]6.7024[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.529824[/C][C]4.7684[/C][C]4e-06[/C][/ROW]
[ROW][C]8[/C][C]0.126673[/C][C]1.1401[/C][C]0.128812[/C][/ROW]
[ROW][C]9[/C][C]-0.074344[/C][C]-0.6691[/C][C]0.747331[/C][/ROW]
[ROW][C]10[/C][C]0.079178[/C][C]0.7126[/C][C]0.239071[/C][/ROW]
[ROW][C]11[/C][C]0.437167[/C][C]3.9345[/C][C]8.8e-05[/C][/ROW]
[ROW][C]12[/C][C]0.602455[/C][C]5.4221[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.372382[/C][C]3.3514[/C][C]0.000612[/C][/ROW]
[ROW][C]14[/C][C]0.017397[/C][C]0.1566[/C][C]0.437985[/C][/ROW]
[ROW][C]15[/C][C]-0.159285[/C][C]-1.4336[/C][C]0.922227[/C][/ROW]
[ROW][C]16[/C][C]0.01087[/C][C]0.0978[/C][C]0.461155[/C][/ROW]
[ROW][C]17[/C][C]0.35066[/C][C]3.1559[/C][C]0.001123[/C][/ROW]
[ROW][C]18[/C][C]0.475418[/C][C]4.2788[/C][C]2.6e-05[/C][/ROW]
[ROW][C]19[/C][C]0.295982[/C][C]2.6638[/C][C]0.004659[/C][/ROW]
[ROW][C]20[/C][C]-0.02932[/C][C]-0.2639[/C][C]0.603729[/C][/ROW]
[ROW][C]21[/C][C]-0.198627[/C][C]-1.7876[/C][C]0.961213[/C][/ROW]
[ROW][C]22[/C][C]-0.058575[/C][C]-0.5272[/C][C]0.700243[/C][/ROW]
[ROW][C]23[/C][C]0.233944[/C][C]2.1055[/C][C]0.019173[/C][/ROW]
[ROW][C]24[/C][C]0.360025[/C][C]3.2402[/C][C]0.000867[/C][/ROW]
[ROW][C]25[/C][C]0.162179[/C][C]1.4596[/C][C]0.074132[/C][/ROW]
[ROW][C]26[/C][C]-0.139173[/C][C]-1.2526[/C][C]0.893015[/C][/ROW]
[ROW][C]27[/C][C]-0.278942[/C][C]-2.5105[/C][C]0.992976[/C][/ROW]
[ROW][C]28[/C][C]-0.124296[/C][C]-1.1187[/C][C]0.866705[/C][/ROW]
[ROW][C]29[/C][C]0.147136[/C][C]1.3242[/C][C]0.094576[/C][/ROW]
[ROW][C]30[/C][C]0.250729[/C][C]2.2566[/C][C]0.013365[/C][/ROW]
[ROW][C]31[/C][C]0.105234[/C][C]0.9471[/C][C]0.173201[/C][/ROW]
[ROW][C]32[/C][C]-0.169657[/C][C]-1.5269[/C][C]0.934661[/C][/ROW]
[ROW][C]33[/C][C]-0.309298[/C][C]-2.7837[/C][C]0.996656[/C][/ROW]
[ROW][C]34[/C][C]-0.177438[/C][C]-1.5969[/C][C]0.942913[/C][/ROW]
[ROW][C]35[/C][C]0.054582[/C][C]0.4912[/C][C]0.312294[/C][/ROW]
[ROW][C]36[/C][C]0.174[/C][C]1.566[/C][C]0.060624[/C][/ROW]
[ROW][C]37[/C][C]0.028251[/C][C]0.2543[/C][C]0.39997[/C][/ROW]
[ROW][C]38[/C][C]-0.21759[/C][C]-1.9583[/C][C]0.973182[/C][/ROW]
[ROW][C]39[/C][C]-0.326792[/C][C]-2.9411[/C][C]0.997869[/C][/ROW]
[ROW][C]40[/C][C]-0.197336[/C][C]-1.776[/C][C]0.960258[/C][/ROW]
[ROW][C]41[/C][C]0.011713[/C][C]0.1054[/C][C]0.458152[/C][/ROW]
[ROW][C]42[/C][C]0.091288[/C][C]0.8216[/C][C]0.206861[/C][/ROW]
[ROW][C]43[/C][C]-0.018994[/C][C]-0.1709[/C][C]0.567655[/C][/ROW]
[ROW][C]44[/C][C]-0.225741[/C][C]-2.0317[/C][C]0.977267[/C][/ROW]
[ROW][C]45[/C][C]-0.31625[/C][C]-2.8463[/C][C]0.997199[/C][/ROW]
[ROW][C]46[/C][C]-0.226002[/C][C]-2.034[/C][C]0.977388[/C][/ROW]
[ROW][C]47[/C][C]-0.062976[/C][C]-0.5668[/C][C]0.713785[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6864&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6864&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	9	0
1	0.690997	6.219	0
2	0.235256	2.1173	0.018651
3	-0.006706	-0.0604	0.523988
4	0.178921	1.6103	0.055612
5	0.572339	5.151	1e-06
6	0.744713	6.7024	0
7	0.529824	4.7684	4e-06
8	0.126673	1.1401	0.128812
9	-0.074344	-0.6691	0.747331
10	0.079178	0.7126	0.239071
11	0.437167	3.9345	8.8e-05
12	0.602455	5.4221	0
13	0.372382	3.3514	0.000612
14	0.017397	0.1566	0.437985
15	-0.159285	-1.4336	0.922227
16	0.01087	0.0978	0.461155
17	0.35066	3.1559	0.001123
18	0.475418	4.2788	2.6e-05
19	0.295982	2.6638	0.004659
20	-0.02932	-0.2639	0.603729
21	-0.198627	-1.7876	0.961213
22	-0.058575	-0.5272	0.700243
23	0.233944	2.1055	0.019173
24	0.360025	3.2402	0.000867
25	0.162179	1.4596	0.074132
26	-0.139173	-1.2526	0.893015
27	-0.278942	-2.5105	0.992976
28	-0.124296	-1.1187	0.866705
29	0.147136	1.3242	0.094576
30	0.250729	2.2566	0.013365
31	0.105234	0.9471	0.173201
32	-0.169657	-1.5269	0.934661
33	-0.309298	-2.7837	0.996656
34	-0.177438	-1.5969	0.942913
35	0.054582	0.4912	0.312294
36	0.174	1.566	0.060624
37	0.028251	0.2543	0.39997
38	-0.21759	-1.9583	0.973182
39	-0.326792	-2.9411	0.997869
40	-0.197336	-1.776	0.960258
41	0.011713	0.1054	0.458152
42	0.091288	0.8216	0.206861
43	-0.018994	-0.1709	0.567655
44	-0.225741	-2.0317	0.977267
45	-0.31625	-2.8463	0.997199
46	-0.226002	-2.034	0.977388
47	-0.062976	-0.5668	0.713785

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.690997	6.219	0
1	-0.463559	-4.172	0.999962
2	0.184513	1.6606	0.050328
3	0.53431	4.8088	3e-06
4	0.413069	3.7176	0.000184
5	0.034961	0.3146	0.37692
6	-0.102454	-0.9221	0.820388
7	-0.127948	-1.1515	0.87355
8	-0.020583	-0.1852	0.57325
9	-0.02746	-0.2471	0.597288
10	0.152884	1.376	0.086313
11	-0.00557	-0.0501	0.519929
12	-0.23975	-2.1578	0.983045
13	0.093759	0.8438	0.200624
14	0.004094	0.0368	0.485351
15	-0.039179	-0.3526	0.63735
16	0.116423	1.0478	0.148921
17	-0.061624	-0.5546	0.709658
18	0.06395	0.5756	0.283256
19	0.001922	0.0173	0.493119
20	-0.117229	-1.0551	0.852734
21	-0.025226	-0.227	0.589515
22	-0.011292	-0.1016	0.540347
23	-0.039898	-0.3591	0.639767
24	-0.163582	-1.4722	0.927584
25	0.011366	0.1023	0.459387
26	0.055262	0.4974	0.310143
27	-0.066317	-0.5969	0.723865
28	0.000501	0.0045	0.498205
29	0.098458	0.8861	0.189088
30	0.02906	0.2615	0.397169
31	-0.04439	-0.3995	0.654716
32	-0.042089	-0.3788	0.647086
33	0.019148	0.1723	0.431803
34	-0.139524	-1.2557	0.893585
35	0.0512	0.4608	0.323088
36	-0.054673	-0.4921	0.687996
37	-0.059135	-0.5322	0.701983
38	0.061236	0.5511	0.291534
39	0.019815	0.1783	0.429452
40	-0.106369	-0.9573	0.829372
41	0.037361	0.3362	0.368776
42	0.081392	0.7325	0.23298
43	-0.00946	-0.0851	0.533821
44	-0.035523	-0.3197	0.624994
45	-0.039437	-0.3549	0.63822
46	-0.112078	-1.0087	0.84194
47	0.018541	0.1669	0.433943

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.690997 & 6.219 & 0 \tabularnewline
1 & -0.463559 & -4.172 & 0.999962 \tabularnewline
2 & 0.184513 & 1.6606 & 0.050328 \tabularnewline
3 & 0.53431 & 4.8088 & 3e-06 \tabularnewline
4 & 0.413069 & 3.7176 & 0.000184 \tabularnewline
5 & 0.034961 & 0.3146 & 0.37692 \tabularnewline
6 & -0.102454 & -0.9221 & 0.820388 \tabularnewline
7 & -0.127948 & -1.1515 & 0.87355 \tabularnewline
8 & -0.020583 & -0.1852 & 0.57325 \tabularnewline
9 & -0.02746 & -0.2471 & 0.597288 \tabularnewline
10 & 0.152884 & 1.376 & 0.086313 \tabularnewline
11 & -0.00557 & -0.0501 & 0.519929 \tabularnewline
12 & -0.23975 & -2.1578 & 0.983045 \tabularnewline
13 & 0.093759 & 0.8438 & 0.200624 \tabularnewline
14 & 0.004094 & 0.0368 & 0.485351 \tabularnewline
15 & -0.039179 & -0.3526 & 0.63735 \tabularnewline
16 & 0.116423 & 1.0478 & 0.148921 \tabularnewline
17 & -0.061624 & -0.5546 & 0.709658 \tabularnewline
18 & 0.06395 & 0.5756 & 0.283256 \tabularnewline
19 & 0.001922 & 0.0173 & 0.493119 \tabularnewline
20 & -0.117229 & -1.0551 & 0.852734 \tabularnewline
21 & -0.025226 & -0.227 & 0.589515 \tabularnewline
22 & -0.011292 & -0.1016 & 0.540347 \tabularnewline
23 & -0.039898 & -0.3591 & 0.639767 \tabularnewline
24 & -0.163582 & -1.4722 & 0.927584 \tabularnewline
25 & 0.011366 & 0.1023 & 0.459387 \tabularnewline
26 & 0.055262 & 0.4974 & 0.310143 \tabularnewline
27 & -0.066317 & -0.5969 & 0.723865 \tabularnewline
28 & 0.000501 & 0.0045 & 0.498205 \tabularnewline
29 & 0.098458 & 0.8861 & 0.189088 \tabularnewline
30 & 0.02906 & 0.2615 & 0.397169 \tabularnewline
31 & -0.04439 & -0.3995 & 0.654716 \tabularnewline
32 & -0.042089 & -0.3788 & 0.647086 \tabularnewline
33 & 0.019148 & 0.1723 & 0.431803 \tabularnewline
34 & -0.139524 & -1.2557 & 0.893585 \tabularnewline
35 & 0.0512 & 0.4608 & 0.323088 \tabularnewline
36 & -0.054673 & -0.4921 & 0.687996 \tabularnewline
37 & -0.059135 & -0.5322 & 0.701983 \tabularnewline
38 & 0.061236 & 0.5511 & 0.291534 \tabularnewline
39 & 0.019815 & 0.1783 & 0.429452 \tabularnewline
40 & -0.106369 & -0.9573 & 0.829372 \tabularnewline
41 & 0.037361 & 0.3362 & 0.368776 \tabularnewline
42 & 0.081392 & 0.7325 & 0.23298 \tabularnewline
43 & -0.00946 & -0.0851 & 0.533821 \tabularnewline
44 & -0.035523 & -0.3197 & 0.624994 \tabularnewline
45 & -0.039437 & -0.3549 & 0.63822 \tabularnewline
46 & -0.112078 & -1.0087 & 0.84194 \tabularnewline
47 & 0.018541 & 0.1669 & 0.433943 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6864&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]0.690997[/C][C]6.219[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.463559[/C][C]-4.172[/C][C]0.999962[/C][/ROW]
[ROW][C]2[/C][C]0.184513[/C][C]1.6606[/C][C]0.050328[/C][/ROW]
[ROW][C]3[/C][C]0.53431[/C][C]4.8088[/C][C]3e-06[/C][/ROW]
[ROW][C]4[/C][C]0.413069[/C][C]3.7176[/C][C]0.000184[/C][/ROW]
[ROW][C]5[/C][C]0.034961[/C][C]0.3146[/C][C]0.37692[/C][/ROW]
[ROW][C]6[/C][C]-0.102454[/C][C]-0.9221[/C][C]0.820388[/C][/ROW]
[ROW][C]7[/C][C]-0.127948[/C][C]-1.1515[/C][C]0.87355[/C][/ROW]
[ROW][C]8[/C][C]-0.020583[/C][C]-0.1852[/C][C]0.57325[/C][/ROW]
[ROW][C]9[/C][C]-0.02746[/C][C]-0.2471[/C][C]0.597288[/C][/ROW]
[ROW][C]10[/C][C]0.152884[/C][C]1.376[/C][C]0.086313[/C][/ROW]
[ROW][C]11[/C][C]-0.00557[/C][C]-0.0501[/C][C]0.519929[/C][/ROW]
[ROW][C]12[/C][C]-0.23975[/C][C]-2.1578[/C][C]0.983045[/C][/ROW]
[ROW][C]13[/C][C]0.093759[/C][C]0.8438[/C][C]0.200624[/C][/ROW]
[ROW][C]14[/C][C]0.004094[/C][C]0.0368[/C][C]0.485351[/C][/ROW]
[ROW][C]15[/C][C]-0.039179[/C][C]-0.3526[/C][C]0.63735[/C][/ROW]
[ROW][C]16[/C][C]0.116423[/C][C]1.0478[/C][C]0.148921[/C][/ROW]
[ROW][C]17[/C][C]-0.061624[/C][C]-0.5546[/C][C]0.709658[/C][/ROW]
[ROW][C]18[/C][C]0.06395[/C][C]0.5756[/C][C]0.283256[/C][/ROW]
[ROW][C]19[/C][C]0.001922[/C][C]0.0173[/C][C]0.493119[/C][/ROW]
[ROW][C]20[/C][C]-0.117229[/C][C]-1.0551[/C][C]0.852734[/C][/ROW]
[ROW][C]21[/C][C]-0.025226[/C][C]-0.227[/C][C]0.589515[/C][/ROW]
[ROW][C]22[/C][C]-0.011292[/C][C]-0.1016[/C][C]0.540347[/C][/ROW]
[ROW][C]23[/C][C]-0.039898[/C][C]-0.3591[/C][C]0.639767[/C][/ROW]
[ROW][C]24[/C][C]-0.163582[/C][C]-1.4722[/C][C]0.927584[/C][/ROW]
[ROW][C]25[/C][C]0.011366[/C][C]0.1023[/C][C]0.459387[/C][/ROW]
[ROW][C]26[/C][C]0.055262[/C][C]0.4974[/C][C]0.310143[/C][/ROW]
[ROW][C]27[/C][C]-0.066317[/C][C]-0.5969[/C][C]0.723865[/C][/ROW]
[ROW][C]28[/C][C]0.000501[/C][C]0.0045[/C][C]0.498205[/C][/ROW]
[ROW][C]29[/C][C]0.098458[/C][C]0.8861[/C][C]0.189088[/C][/ROW]
[ROW][C]30[/C][C]0.02906[/C][C]0.2615[/C][C]0.397169[/C][/ROW]
[ROW][C]31[/C][C]-0.04439[/C][C]-0.3995[/C][C]0.654716[/C][/ROW]
[ROW][C]32[/C][C]-0.042089[/C][C]-0.3788[/C][C]0.647086[/C][/ROW]
[ROW][C]33[/C][C]0.019148[/C][C]0.1723[/C][C]0.431803[/C][/ROW]
[ROW][C]34[/C][C]-0.139524[/C][C]-1.2557[/C][C]0.893585[/C][/ROW]
[ROW][C]35[/C][C]0.0512[/C][C]0.4608[/C][C]0.323088[/C][/ROW]
[ROW][C]36[/C][C]-0.054673[/C][C]-0.4921[/C][C]0.687996[/C][/ROW]
[ROW][C]37[/C][C]-0.059135[/C][C]-0.5322[/C][C]0.701983[/C][/ROW]
[ROW][C]38[/C][C]0.061236[/C][C]0.5511[/C][C]0.291534[/C][/ROW]
[ROW][C]39[/C][C]0.019815[/C][C]0.1783[/C][C]0.429452[/C][/ROW]
[ROW][C]40[/C][C]-0.106369[/C][C]-0.9573[/C][C]0.829372[/C][/ROW]
[ROW][C]41[/C][C]0.037361[/C][C]0.3362[/C][C]0.368776[/C][/ROW]
[ROW][C]42[/C][C]0.081392[/C][C]0.7325[/C][C]0.23298[/C][/ROW]
[ROW][C]43[/C][C]-0.00946[/C][C]-0.0851[/C][C]0.533821[/C][/ROW]
[ROW][C]44[/C][C]-0.035523[/C][C]-0.3197[/C][C]0.624994[/C][/ROW]
[ROW][C]45[/C][C]-0.039437[/C][C]-0.3549[/C][C]0.63822[/C][/ROW]
[ROW][C]46[/C][C]-0.112078[/C][C]-1.0087[/C][C]0.84194[/C][/ROW]
[ROW][C]47[/C][C]0.018541[/C][C]0.1669[/C][C]0.433943[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6864&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6864&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	0.690997	6.219	0
1	-0.463559	-4.172	0.999962
2	0.184513	1.6606	0.050328
3	0.53431	4.8088	3e-06
4	0.413069	3.7176	0.000184
5	0.034961	0.3146	0.37692
6	-0.102454	-0.9221	0.820388
7	-0.127948	-1.1515	0.87355
8	-0.020583	-0.1852	0.57325
9	-0.02746	-0.2471	0.597288
10	0.152884	1.376	0.086313
11	-0.00557	-0.0501	0.519929
12	-0.23975	-2.1578	0.983045
13	0.093759	0.8438	0.200624
14	0.004094	0.0368	0.485351
15	-0.039179	-0.3526	0.63735
16	0.116423	1.0478	0.148921
17	-0.061624	-0.5546	0.709658
18	0.06395	0.5756	0.283256
19	0.001922	0.0173	0.493119
20	-0.117229	-1.0551	0.852734
21	-0.025226	-0.227	0.589515
22	-0.011292	-0.1016	0.540347
23	-0.039898	-0.3591	0.639767
24	-0.163582	-1.4722	0.927584
25	0.011366	0.1023	0.459387
26	0.055262	0.4974	0.310143
27	-0.066317	-0.5969	0.723865
28	0.000501	0.0045	0.498205
29	0.098458	0.8861	0.189088
30	0.02906	0.2615	0.397169
31	-0.04439	-0.3995	0.654716
32	-0.042089	-0.3788	0.647086
33	0.019148	0.1723	0.431803
34	-0.139524	-1.2557	0.893585
35	0.0512	0.4608	0.323088
36	-0.054673	-0.4921	0.687996
37	-0.059135	-0.5322	0.701983
38	0.061236	0.5511	0.291534
39	0.019815	0.1783	0.429452
40	-0.106369	-0.9573	0.829372
41	0.037361	0.3362	0.368776
42	0.081392	0.7325	0.23298
43	-0.00946	-0.0851	0.533821
44	-0.035523	-0.3197	0.624994
45	-0.039437	-0.3549	0.63822
46	-0.112078	-1.0087	0.84194
47	0.018541	0.1669	0.433943

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