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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 06:09:08 -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/t1196168424ec9z5fz4w9ztalj.htm/, Retrieved Sun, 05 May 2024 18:15:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6865, Retrieved Sun, 05 May 2024 18:15:50 +0000

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Original text written by user:

d=1 D=1

IsPrivate?

No (this computation is public)

User-defined keywords

Q2, reeks 2

Estimated Impact

164

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 13:09:08] [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=6865&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=6865&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6865&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	8.2462	0
1	-0.448451	-3.698	0.999782
2	-0.113189	-0.9334	0.823037
3	0.220947	1.822	0.036428
4	-0.166086	-1.3696	0.912338
5	-0.01038	-0.0856	0.53398
6	0.20741	1.7103	0.045881
7	-0.144354	-1.1904	0.880981
8	0.031054	0.2561	0.399331
9	0.032671	0.2694	0.394214
10	-0.10514	-0.867	0.805507
11	0.132644	1.0938	0.138949
12	-0.084	-0.6927	0.754567
13	-0.096714	-0.7975	0.78604
14	0.285959	2.3581	0.010626
15	-0.149224	-1.2305	0.888631
16	-0.143203	-1.1809	0.879118
17	0.274405	2.2628	0.013423
18	-0.196207	-1.618	0.94485
19	-0.081151	-0.6692	0.747178
20	0.240098	1.9799	0.025882
21	-0.116185	-0.9581	0.829292
22	-0.06807	-0.5613	0.711788
23	0.213791	1.763	0.0412
24	-0.202758	-1.672	0.950439
25	0.055565	0.4582	0.324134
26	0.027342	0.2255	0.411147
27	-0.053525	-0.4414	0.669829
28	0.078598	0.6481	0.259539
29	-0.074186	-0.6118	0.728629
30	-0.02115	-0.1744	0.568967
31	0.116441	0.9602	0.170179
32	-0.088106	-0.7265	0.765001
33	-0.136883	-1.1288	0.868518
34	0.214758	1.7709	0.040526
35	-0.098029	-0.8084	0.78915
36	-0.005844	-0.0482	0.519148
37	0.096902	0.7991	0.213516
38	-0.111785	-0.9218	0.820055
39	-0.028479	-0.2348	0.592481
40	0.14139	1.1659	0.123858
41	-0.132939	-1.0962	0.86158
42	0.001373	0.0113	0.495501
43	0.057717	0.476	0.317818
44	-0.025333	-0.2089	0.582425
45	0.053853	0.4441	0.329197
46	-0.047437	-0.3912	0.651555
47	-0.040026	-0.3301	0.628815

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.2462 & 0 \tabularnewline
1 & -0.448451 & -3.698 & 0.999782 \tabularnewline
2 & -0.113189 & -0.9334 & 0.823037 \tabularnewline
3 & 0.220947 & 1.822 & 0.036428 \tabularnewline
4 & -0.166086 & -1.3696 & 0.912338 \tabularnewline
5 & -0.01038 & -0.0856 & 0.53398 \tabularnewline
6 & 0.20741 & 1.7103 & 0.045881 \tabularnewline
7 & -0.144354 & -1.1904 & 0.880981 \tabularnewline
8 & 0.031054 & 0.2561 & 0.399331 \tabularnewline
9 & 0.032671 & 0.2694 & 0.394214 \tabularnewline
10 & -0.10514 & -0.867 & 0.805507 \tabularnewline
11 & 0.132644 & 1.0938 & 0.138949 \tabularnewline
12 & -0.084 & -0.6927 & 0.754567 \tabularnewline
13 & -0.096714 & -0.7975 & 0.78604 \tabularnewline
14 & 0.285959 & 2.3581 & 0.010626 \tabularnewline
15 & -0.149224 & -1.2305 & 0.888631 \tabularnewline
16 & -0.143203 & -1.1809 & 0.879118 \tabularnewline
17 & 0.274405 & 2.2628 & 0.013423 \tabularnewline
18 & -0.196207 & -1.618 & 0.94485 \tabularnewline
19 & -0.081151 & -0.6692 & 0.747178 \tabularnewline
20 & 0.240098 & 1.9799 & 0.025882 \tabularnewline
21 & -0.116185 & -0.9581 & 0.829292 \tabularnewline
22 & -0.06807 & -0.5613 & 0.711788 \tabularnewline
23 & 0.213791 & 1.763 & 0.0412 \tabularnewline
24 & -0.202758 & -1.672 & 0.950439 \tabularnewline
25 & 0.055565 & 0.4582 & 0.324134 \tabularnewline
26 & 0.027342 & 0.2255 & 0.411147 \tabularnewline
27 & -0.053525 & -0.4414 & 0.669829 \tabularnewline
28 & 0.078598 & 0.6481 & 0.259539 \tabularnewline
29 & -0.074186 & -0.6118 & 0.728629 \tabularnewline
30 & -0.02115 & -0.1744 & 0.568967 \tabularnewline
31 & 0.116441 & 0.9602 & 0.170179 \tabularnewline
32 & -0.088106 & -0.7265 & 0.765001 \tabularnewline
33 & -0.136883 & -1.1288 & 0.868518 \tabularnewline
34 & 0.214758 & 1.7709 & 0.040526 \tabularnewline
35 & -0.098029 & -0.8084 & 0.78915 \tabularnewline
36 & -0.005844 & -0.0482 & 0.519148 \tabularnewline
37 & 0.096902 & 0.7991 & 0.213516 \tabularnewline
38 & -0.111785 & -0.9218 & 0.820055 \tabularnewline
39 & -0.028479 & -0.2348 & 0.592481 \tabularnewline
40 & 0.14139 & 1.1659 & 0.123858 \tabularnewline
41 & -0.132939 & -1.0962 & 0.86158 \tabularnewline
42 & 0.001373 & 0.0113 & 0.495501 \tabularnewline
43 & 0.057717 & 0.476 & 0.317818 \tabularnewline
44 & -0.025333 & -0.2089 & 0.582425 \tabularnewline
45 & 0.053853 & 0.4441 & 0.329197 \tabularnewline
46 & -0.047437 & -0.3912 & 0.651555 \tabularnewline
47 & -0.040026 & -0.3301 & 0.628815 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6865&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]8.2462[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.448451[/C][C]-3.698[/C][C]0.999782[/C][/ROW]
[ROW][C]2[/C][C]-0.113189[/C][C]-0.9334[/C][C]0.823037[/C][/ROW]
[ROW][C]3[/C][C]0.220947[/C][C]1.822[/C][C]0.036428[/C][/ROW]
[ROW][C]4[/C][C]-0.166086[/C][C]-1.3696[/C][C]0.912338[/C][/ROW]
[ROW][C]5[/C][C]-0.01038[/C][C]-0.0856[/C][C]0.53398[/C][/ROW]
[ROW][C]6[/C][C]0.20741[/C][C]1.7103[/C][C]0.045881[/C][/ROW]
[ROW][C]7[/C][C]-0.144354[/C][C]-1.1904[/C][C]0.880981[/C][/ROW]
[ROW][C]8[/C][C]0.031054[/C][C]0.2561[/C][C]0.399331[/C][/ROW]
[ROW][C]9[/C][C]0.032671[/C][C]0.2694[/C][C]0.394214[/C][/ROW]
[ROW][C]10[/C][C]-0.10514[/C][C]-0.867[/C][C]0.805507[/C][/ROW]
[ROW][C]11[/C][C]0.132644[/C][C]1.0938[/C][C]0.138949[/C][/ROW]
[ROW][C]12[/C][C]-0.084[/C][C]-0.6927[/C][C]0.754567[/C][/ROW]
[ROW][C]13[/C][C]-0.096714[/C][C]-0.7975[/C][C]0.78604[/C][/ROW]
[ROW][C]14[/C][C]0.285959[/C][C]2.3581[/C][C]0.010626[/C][/ROW]
[ROW][C]15[/C][C]-0.149224[/C][C]-1.2305[/C][C]0.888631[/C][/ROW]
[ROW][C]16[/C][C]-0.143203[/C][C]-1.1809[/C][C]0.879118[/C][/ROW]
[ROW][C]17[/C][C]0.274405[/C][C]2.2628[/C][C]0.013423[/C][/ROW]
[ROW][C]18[/C][C]-0.196207[/C][C]-1.618[/C][C]0.94485[/C][/ROW]
[ROW][C]19[/C][C]-0.081151[/C][C]-0.6692[/C][C]0.747178[/C][/ROW]
[ROW][C]20[/C][C]0.240098[/C][C]1.9799[/C][C]0.025882[/C][/ROW]
[ROW][C]21[/C][C]-0.116185[/C][C]-0.9581[/C][C]0.829292[/C][/ROW]
[ROW][C]22[/C][C]-0.06807[/C][C]-0.5613[/C][C]0.711788[/C][/ROW]
[ROW][C]23[/C][C]0.213791[/C][C]1.763[/C][C]0.0412[/C][/ROW]
[ROW][C]24[/C][C]-0.202758[/C][C]-1.672[/C][C]0.950439[/C][/ROW]
[ROW][C]25[/C][C]0.055565[/C][C]0.4582[/C][C]0.324134[/C][/ROW]
[ROW][C]26[/C][C]0.027342[/C][C]0.2255[/C][C]0.411147[/C][/ROW]
[ROW][C]27[/C][C]-0.053525[/C][C]-0.4414[/C][C]0.669829[/C][/ROW]
[ROW][C]28[/C][C]0.078598[/C][C]0.6481[/C][C]0.259539[/C][/ROW]
[ROW][C]29[/C][C]-0.074186[/C][C]-0.6118[/C][C]0.728629[/C][/ROW]
[ROW][C]30[/C][C]-0.02115[/C][C]-0.1744[/C][C]0.568967[/C][/ROW]
[ROW][C]31[/C][C]0.116441[/C][C]0.9602[/C][C]0.170179[/C][/ROW]
[ROW][C]32[/C][C]-0.088106[/C][C]-0.7265[/C][C]0.765001[/C][/ROW]
[ROW][C]33[/C][C]-0.136883[/C][C]-1.1288[/C][C]0.868518[/C][/ROW]
[ROW][C]34[/C][C]0.214758[/C][C]1.7709[/C][C]0.040526[/C][/ROW]
[ROW][C]35[/C][C]-0.098029[/C][C]-0.8084[/C][C]0.78915[/C][/ROW]
[ROW][C]36[/C][C]-0.005844[/C][C]-0.0482[/C][C]0.519148[/C][/ROW]
[ROW][C]37[/C][C]0.096902[/C][C]0.7991[/C][C]0.213516[/C][/ROW]
[ROW][C]38[/C][C]-0.111785[/C][C]-0.9218[/C][C]0.820055[/C][/ROW]
[ROW][C]39[/C][C]-0.028479[/C][C]-0.2348[/C][C]0.592481[/C][/ROW]
[ROW][C]40[/C][C]0.14139[/C][C]1.1659[/C][C]0.123858[/C][/ROW]
[ROW][C]41[/C][C]-0.132939[/C][C]-1.0962[/C][C]0.86158[/C][/ROW]
[ROW][C]42[/C][C]0.001373[/C][C]0.0113[/C][C]0.495501[/C][/ROW]
[ROW][C]43[/C][C]0.057717[/C][C]0.476[/C][C]0.317818[/C][/ROW]
[ROW][C]44[/C][C]-0.025333[/C][C]-0.2089[/C][C]0.582425[/C][/ROW]
[ROW][C]45[/C][C]0.053853[/C][C]0.4441[/C][C]0.329197[/C][/ROW]
[ROW][C]46[/C][C]-0.047437[/C][C]-0.3912[/C][C]0.651555[/C][/ROW]
[ROW][C]47[/C][C]-0.040026[/C][C]-0.3301[/C][C]0.628815[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6865&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6865&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	8.2462	0
1	-0.448451	-3.698	0.999782
2	-0.113189	-0.9334	0.823037
3	0.220947	1.822	0.036428
4	-0.166086	-1.3696	0.912338
5	-0.01038	-0.0856	0.53398
6	0.20741	1.7103	0.045881
7	-0.144354	-1.1904	0.880981
8	0.031054	0.2561	0.399331
9	0.032671	0.2694	0.394214
10	-0.10514	-0.867	0.805507
11	0.132644	1.0938	0.138949
12	-0.084	-0.6927	0.754567
13	-0.096714	-0.7975	0.78604
14	0.285959	2.3581	0.010626
15	-0.149224	-1.2305	0.888631
16	-0.143203	-1.1809	0.879118
17	0.274405	2.2628	0.013423
18	-0.196207	-1.618	0.94485
19	-0.081151	-0.6692	0.747178
20	0.240098	1.9799	0.025882
21	-0.116185	-0.9581	0.829292
22	-0.06807	-0.5613	0.711788
23	0.213791	1.763	0.0412
24	-0.202758	-1.672	0.950439
25	0.055565	0.4582	0.324134
26	0.027342	0.2255	0.411147
27	-0.053525	-0.4414	0.669829
28	0.078598	0.6481	0.259539
29	-0.074186	-0.6118	0.728629
30	-0.02115	-0.1744	0.568967
31	0.116441	0.9602	0.170179
32	-0.088106	-0.7265	0.765001
33	-0.136883	-1.1288	0.868518
34	0.214758	1.7709	0.040526
35	-0.098029	-0.8084	0.78915
36	-0.005844	-0.0482	0.519148
37	0.096902	0.7991	0.213516
38	-0.111785	-0.9218	0.820055
39	-0.028479	-0.2348	0.592481
40	0.14139	1.1659	0.123858
41	-0.132939	-1.0962	0.86158
42	0.001373	0.0113	0.495501
43	0.057717	0.476	0.317818
44	-0.025333	-0.2089	0.582425
45	0.053853	0.4441	0.329197
46	-0.047437	-0.3912	0.651555
47	-0.040026	-0.3301	0.628815

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.448451	-3.698	0.999782
1	-0.393417	-3.2442	0.999086
2	-0.038817	-0.3201	0.625061
3	-0.132493	-1.0926	0.86078
4	-0.130519	-1.0763	0.857198
5	0.118549	0.9776	0.165874
6	0.062726	0.5172	0.30333
7	0.089088	0.7346	0.232543
8	0.035611	0.2937	0.384957
9	-0.049207	-0.4058	0.656907
10	0.076698	0.6325	0.2646
11	-0.05934	-0.4893	0.686909
12	-0.17488	-1.4421	0.923067
13	0.153239	1.2636	0.105337
14	0.112938	0.9313	0.177493
15	-0.089476	-0.7378	0.768425
16	0.090854	0.7492	0.228161
17	0.000704	0.0058	0.497693
18	-0.142766	-1.1773	0.878405
19	-0.049729	-0.4101	0.65848
20	0.021242	0.1752	0.430735
21	-0.036639	-0.3021	0.618264
22	0.142238	1.1729	0.122459
23	0.028086	0.2316	0.40877
24	0.032929	0.2715	0.3934
25	-0.025223	-0.208	0.582071
26	-0.001276	-0.0105	0.504181
27	-0.051856	-0.4276	0.664859
28	-0.121888	-1.0051	0.840797
29	-0.0128	-0.1055	0.541875
30	0.003993	0.0329	0.486915
31	0.04795	0.3954	0.346891
32	-0.120212	-0.9913	0.837471
33	-0.063022	-0.5197	0.697516
34	-0.015042	-0.124	0.549175
35	0.058211	0.48	0.316376
36	-0.036919	-0.3044	0.61914
37	-0.00636	-0.0524	0.520838
38	0.031099	0.2564	0.39919
39	0.072454	0.5975	0.276088
40	-0.04228	-0.3487	0.635785
41	-0.1166	-0.9615	0.830148
42	-0.070183	-0.5787	0.717662
43	0.009878	0.0815	0.467661
44	0.053345	0.4399	0.330704
45	0.003039	0.0251	0.490039
46	0.075435	0.6221	0.267994
47	-0.040696	-0.3356	0.630891

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.448451 & -3.698 & 0.999782 \tabularnewline
1 & -0.393417 & -3.2442 & 0.999086 \tabularnewline
2 & -0.038817 & -0.3201 & 0.625061 \tabularnewline
3 & -0.132493 & -1.0926 & 0.86078 \tabularnewline
4 & -0.130519 & -1.0763 & 0.857198 \tabularnewline
5 & 0.118549 & 0.9776 & 0.165874 \tabularnewline
6 & 0.062726 & 0.5172 & 0.30333 \tabularnewline
7 & 0.089088 & 0.7346 & 0.232543 \tabularnewline
8 & 0.035611 & 0.2937 & 0.384957 \tabularnewline
9 & -0.049207 & -0.4058 & 0.656907 \tabularnewline
10 & 0.076698 & 0.6325 & 0.2646 \tabularnewline
11 & -0.05934 & -0.4893 & 0.686909 \tabularnewline
12 & -0.17488 & -1.4421 & 0.923067 \tabularnewline
13 & 0.153239 & 1.2636 & 0.105337 \tabularnewline
14 & 0.112938 & 0.9313 & 0.177493 \tabularnewline
15 & -0.089476 & -0.7378 & 0.768425 \tabularnewline
16 & 0.090854 & 0.7492 & 0.228161 \tabularnewline
17 & 0.000704 & 0.0058 & 0.497693 \tabularnewline
18 & -0.142766 & -1.1773 & 0.878405 \tabularnewline
19 & -0.049729 & -0.4101 & 0.65848 \tabularnewline
20 & 0.021242 & 0.1752 & 0.430735 \tabularnewline
21 & -0.036639 & -0.3021 & 0.618264 \tabularnewline
22 & 0.142238 & 1.1729 & 0.122459 \tabularnewline
23 & 0.028086 & 0.2316 & 0.40877 \tabularnewline
24 & 0.032929 & 0.2715 & 0.3934 \tabularnewline
25 & -0.025223 & -0.208 & 0.582071 \tabularnewline
26 & -0.001276 & -0.0105 & 0.504181 \tabularnewline
27 & -0.051856 & -0.4276 & 0.664859 \tabularnewline
28 & -0.121888 & -1.0051 & 0.840797 \tabularnewline
29 & -0.0128 & -0.1055 & 0.541875 \tabularnewline
30 & 0.003993 & 0.0329 & 0.486915 \tabularnewline
31 & 0.04795 & 0.3954 & 0.346891 \tabularnewline
32 & -0.120212 & -0.9913 & 0.837471 \tabularnewline
33 & -0.063022 & -0.5197 & 0.697516 \tabularnewline
34 & -0.015042 & -0.124 & 0.549175 \tabularnewline
35 & 0.058211 & 0.48 & 0.316376 \tabularnewline
36 & -0.036919 & -0.3044 & 0.61914 \tabularnewline
37 & -0.00636 & -0.0524 & 0.520838 \tabularnewline
38 & 0.031099 & 0.2564 & 0.39919 \tabularnewline
39 & 0.072454 & 0.5975 & 0.276088 \tabularnewline
40 & -0.04228 & -0.3487 & 0.635785 \tabularnewline
41 & -0.1166 & -0.9615 & 0.830148 \tabularnewline
42 & -0.070183 & -0.5787 & 0.717662 \tabularnewline
43 & 0.009878 & 0.0815 & 0.467661 \tabularnewline
44 & 0.053345 & 0.4399 & 0.330704 \tabularnewline
45 & 0.003039 & 0.0251 & 0.490039 \tabularnewline
46 & 0.075435 & 0.6221 & 0.267994 \tabularnewline
47 & -0.040696 & -0.3356 & 0.630891 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6865&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]-0.448451[/C][C]-3.698[/C][C]0.999782[/C][/ROW]
[ROW][C]1[/C][C]-0.393417[/C][C]-3.2442[/C][C]0.999086[/C][/ROW]
[ROW][C]2[/C][C]-0.038817[/C][C]-0.3201[/C][C]0.625061[/C][/ROW]
[ROW][C]3[/C][C]-0.132493[/C][C]-1.0926[/C][C]0.86078[/C][/ROW]
[ROW][C]4[/C][C]-0.130519[/C][C]-1.0763[/C][C]0.857198[/C][/ROW]
[ROW][C]5[/C][C]0.118549[/C][C]0.9776[/C][C]0.165874[/C][/ROW]
[ROW][C]6[/C][C]0.062726[/C][C]0.5172[/C][C]0.30333[/C][/ROW]
[ROW][C]7[/C][C]0.089088[/C][C]0.7346[/C][C]0.232543[/C][/ROW]
[ROW][C]8[/C][C]0.035611[/C][C]0.2937[/C][C]0.384957[/C][/ROW]
[ROW][C]9[/C][C]-0.049207[/C][C]-0.4058[/C][C]0.656907[/C][/ROW]
[ROW][C]10[/C][C]0.076698[/C][C]0.6325[/C][C]0.2646[/C][/ROW]
[ROW][C]11[/C][C]-0.05934[/C][C]-0.4893[/C][C]0.686909[/C][/ROW]
[ROW][C]12[/C][C]-0.17488[/C][C]-1.4421[/C][C]0.923067[/C][/ROW]
[ROW][C]13[/C][C]0.153239[/C][C]1.2636[/C][C]0.105337[/C][/ROW]
[ROW][C]14[/C][C]0.112938[/C][C]0.9313[/C][C]0.177493[/C][/ROW]
[ROW][C]15[/C][C]-0.089476[/C][C]-0.7378[/C][C]0.768425[/C][/ROW]
[ROW][C]16[/C][C]0.090854[/C][C]0.7492[/C][C]0.228161[/C][/ROW]
[ROW][C]17[/C][C]0.000704[/C][C]0.0058[/C][C]0.497693[/C][/ROW]
[ROW][C]18[/C][C]-0.142766[/C][C]-1.1773[/C][C]0.878405[/C][/ROW]
[ROW][C]19[/C][C]-0.049729[/C][C]-0.4101[/C][C]0.65848[/C][/ROW]
[ROW][C]20[/C][C]0.021242[/C][C]0.1752[/C][C]0.430735[/C][/ROW]
[ROW][C]21[/C][C]-0.036639[/C][C]-0.3021[/C][C]0.618264[/C][/ROW]
[ROW][C]22[/C][C]0.142238[/C][C]1.1729[/C][C]0.122459[/C][/ROW]
[ROW][C]23[/C][C]0.028086[/C][C]0.2316[/C][C]0.40877[/C][/ROW]
[ROW][C]24[/C][C]0.032929[/C][C]0.2715[/C][C]0.3934[/C][/ROW]
[ROW][C]25[/C][C]-0.025223[/C][C]-0.208[/C][C]0.582071[/C][/ROW]
[ROW][C]26[/C][C]-0.001276[/C][C]-0.0105[/C][C]0.504181[/C][/ROW]
[ROW][C]27[/C][C]-0.051856[/C][C]-0.4276[/C][C]0.664859[/C][/ROW]
[ROW][C]28[/C][C]-0.121888[/C][C]-1.0051[/C][C]0.840797[/C][/ROW]
[ROW][C]29[/C][C]-0.0128[/C][C]-0.1055[/C][C]0.541875[/C][/ROW]
[ROW][C]30[/C][C]0.003993[/C][C]0.0329[/C][C]0.486915[/C][/ROW]
[ROW][C]31[/C][C]0.04795[/C][C]0.3954[/C][C]0.346891[/C][/ROW]
[ROW][C]32[/C][C]-0.120212[/C][C]-0.9913[/C][C]0.837471[/C][/ROW]
[ROW][C]33[/C][C]-0.063022[/C][C]-0.5197[/C][C]0.697516[/C][/ROW]
[ROW][C]34[/C][C]-0.015042[/C][C]-0.124[/C][C]0.549175[/C][/ROW]
[ROW][C]35[/C][C]0.058211[/C][C]0.48[/C][C]0.316376[/C][/ROW]
[ROW][C]36[/C][C]-0.036919[/C][C]-0.3044[/C][C]0.61914[/C][/ROW]
[ROW][C]37[/C][C]-0.00636[/C][C]-0.0524[/C][C]0.520838[/C][/ROW]
[ROW][C]38[/C][C]0.031099[/C][C]0.2564[/C][C]0.39919[/C][/ROW]
[ROW][C]39[/C][C]0.072454[/C][C]0.5975[/C][C]0.276088[/C][/ROW]
[ROW][C]40[/C][C]-0.04228[/C][C]-0.3487[/C][C]0.635785[/C][/ROW]
[ROW][C]41[/C][C]-0.1166[/C][C]-0.9615[/C][C]0.830148[/C][/ROW]
[ROW][C]42[/C][C]-0.070183[/C][C]-0.5787[/C][C]0.717662[/C][/ROW]
[ROW][C]43[/C][C]0.009878[/C][C]0.0815[/C][C]0.467661[/C][/ROW]
[ROW][C]44[/C][C]0.053345[/C][C]0.4399[/C][C]0.330704[/C][/ROW]
[ROW][C]45[/C][C]0.003039[/C][C]0.0251[/C][C]0.490039[/C][/ROW]
[ROW][C]46[/C][C]0.075435[/C][C]0.6221[/C][C]0.267994[/C][/ROW]
[ROW][C]47[/C][C]-0.040696[/C][C]-0.3356[/C][C]0.630891[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6865&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6865&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	-0.448451	-3.698	0.999782
1	-0.393417	-3.2442	0.999086
2	-0.038817	-0.3201	0.625061
3	-0.132493	-1.0926	0.86078
4	-0.130519	-1.0763	0.857198
5	0.118549	0.9776	0.165874
6	0.062726	0.5172	0.30333
7	0.089088	0.7346	0.232543
8	0.035611	0.2937	0.384957
9	-0.049207	-0.4058	0.656907
10	0.076698	0.6325	0.2646
11	-0.05934	-0.4893	0.686909
12	-0.17488	-1.4421	0.923067
13	0.153239	1.2636	0.105337
14	0.112938	0.9313	0.177493
15	-0.089476	-0.7378	0.768425
16	0.090854	0.7492	0.228161
17	0.000704	0.0058	0.497693
18	-0.142766	-1.1773	0.878405
19	-0.049729	-0.4101	0.65848
20	0.021242	0.1752	0.430735
21	-0.036639	-0.3021	0.618264
22	0.142238	1.1729	0.122459
23	0.028086	0.2316	0.40877
24	0.032929	0.2715	0.3934
25	-0.025223	-0.208	0.582071
26	-0.001276	-0.0105	0.504181
27	-0.051856	-0.4276	0.664859
28	-0.121888	-1.0051	0.840797
29	-0.0128	-0.1055	0.541875
30	0.003993	0.0329	0.486915
31	0.04795	0.3954	0.346891
32	-0.120212	-0.9913	0.837471
33	-0.063022	-0.5197	0.697516
34	-0.015042	-0.124	0.549175
35	0.058211	0.48	0.316376
36	-0.036919	-0.3044	0.61914
37	-0.00636	-0.0524	0.520838
38	0.031099	0.2564	0.39919
39	0.072454	0.5975	0.276088
40	-0.04228	-0.3487	0.635785
41	-0.1166	-0.9615	0.830148
42	-0.070183	-0.5787	0.717662
43	0.009878	0.0815	0.467661
44	0.053345	0.4399	0.330704
45	0.003039	0.0251	0.490039
46	0.075435	0.6221	0.267994
47	-0.040696	-0.3356	0.630891

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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