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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 06:13:10 -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/t1196168622ga4vzl9dg83t83n.htm/, Retrieved Sun, 05 May 2024 08:57:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6866, Retrieved Sun, 05 May 2024 08:57:47 +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 3

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 13:13:10] [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=6866&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=6866&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6866&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	0.621438	5.5929	0
2	0.500255	4.5023	1.1e-05
3	0.561272	5.0514	1e-06
4	0.503679	4.5331	1e-05
5	0.501408	4.5127	1.1e-05
6	0.420254	3.7823	0.000148
7	0.433298	3.8997	9.9e-05
8	0.398111	3.583	0.000289
9	0.29732	2.6759	0.004509
10	0.292528	2.6327	0.00507
11	0.369258	3.3233	0.000669
12	0.482396	4.3416	2e-05
13	0.258633	2.3277	0.011212
14	0.16497	1.4847	0.070748
15	0.17231	1.5508	0.062425
16	0.163115	1.468	0.072984
17	0.166969	1.5027	0.0684
18	0.056498	0.5085	0.30625
19	0.112786	1.0151	0.156547
20	0.072825	0.6554	0.257027
21	-0.009674	-0.0871	0.534581
22	0.020106	0.181	0.428429
23	0.066883	0.6019	0.274445
24	0.120996	1.089	0.1397
25	-0.017434	-0.1569	0.562144
26	-0.053531	-0.4818	0.684368
27	-0.038287	-0.3446	0.634351
28	-0.06483	-0.5835	0.7194
29	-0.023652	-0.2129	0.584017
30	-0.111187	-1.0007	0.840019
31	-0.103321	-0.9299	0.822405
32	-0.096807	-0.8713	0.806907
33	-0.101308	-0.9118	0.817702
34	-0.106653	-0.9599	0.830012
35	-0.076908	-0.6922	0.754595
36	0.023761	0.2138	0.415602
37	-0.117674	-1.0591	0.85364
38	-0.191706	-1.7254	0.955862
39	-0.150557	-1.355	0.91041
40	-0.179665	-1.617	0.945115
41	-0.176302	-1.5867	0.941764
42	-0.248966	-2.2407	0.986108
43	-0.25856	-2.327	0.98877
44	-0.274346	-2.4691	0.992176
45	-0.292743	-2.6347	0.994956
46	-0.280261	-2.5223	0.993192
47	-0.252065	-2.2686	0.987023

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9 & 0 \tabularnewline
1 & 0.621438 & 5.5929 & 0 \tabularnewline
2 & 0.500255 & 4.5023 & 1.1e-05 \tabularnewline
3 & 0.561272 & 5.0514 & 1e-06 \tabularnewline
4 & 0.503679 & 4.5331 & 1e-05 \tabularnewline
5 & 0.501408 & 4.5127 & 1.1e-05 \tabularnewline
6 & 0.420254 & 3.7823 & 0.000148 \tabularnewline
7 & 0.433298 & 3.8997 & 9.9e-05 \tabularnewline
8 & 0.398111 & 3.583 & 0.000289 \tabularnewline
9 & 0.29732 & 2.6759 & 0.004509 \tabularnewline
10 & 0.292528 & 2.6327 & 0.00507 \tabularnewline
11 & 0.369258 & 3.3233 & 0.000669 \tabularnewline
12 & 0.482396 & 4.3416 & 2e-05 \tabularnewline
13 & 0.258633 & 2.3277 & 0.011212 \tabularnewline
14 & 0.16497 & 1.4847 & 0.070748 \tabularnewline
15 & 0.17231 & 1.5508 & 0.062425 \tabularnewline
16 & 0.163115 & 1.468 & 0.072984 \tabularnewline
17 & 0.166969 & 1.5027 & 0.0684 \tabularnewline
18 & 0.056498 & 0.5085 & 0.30625 \tabularnewline
19 & 0.112786 & 1.0151 & 0.156547 \tabularnewline
20 & 0.072825 & 0.6554 & 0.257027 \tabularnewline
21 & -0.009674 & -0.0871 & 0.534581 \tabularnewline
22 & 0.020106 & 0.181 & 0.428429 \tabularnewline
23 & 0.066883 & 0.6019 & 0.274445 \tabularnewline
24 & 0.120996 & 1.089 & 0.1397 \tabularnewline
25 & -0.017434 & -0.1569 & 0.562144 \tabularnewline
26 & -0.053531 & -0.4818 & 0.684368 \tabularnewline
27 & -0.038287 & -0.3446 & 0.634351 \tabularnewline
28 & -0.06483 & -0.5835 & 0.7194 \tabularnewline
29 & -0.023652 & -0.2129 & 0.584017 \tabularnewline
30 & -0.111187 & -1.0007 & 0.840019 \tabularnewline
31 & -0.103321 & -0.9299 & 0.822405 \tabularnewline
32 & -0.096807 & -0.8713 & 0.806907 \tabularnewline
33 & -0.101308 & -0.9118 & 0.817702 \tabularnewline
34 & -0.106653 & -0.9599 & 0.830012 \tabularnewline
35 & -0.076908 & -0.6922 & 0.754595 \tabularnewline
36 & 0.023761 & 0.2138 & 0.415602 \tabularnewline
37 & -0.117674 & -1.0591 & 0.85364 \tabularnewline
38 & -0.191706 & -1.7254 & 0.955862 \tabularnewline
39 & -0.150557 & -1.355 & 0.91041 \tabularnewline
40 & -0.179665 & -1.617 & 0.945115 \tabularnewline
41 & -0.176302 & -1.5867 & 0.941764 \tabularnewline
42 & -0.248966 & -2.2407 & 0.986108 \tabularnewline
43 & -0.25856 & -2.327 & 0.98877 \tabularnewline
44 & -0.274346 & -2.4691 & 0.992176 \tabularnewline
45 & -0.292743 & -2.6347 & 0.994956 \tabularnewline
46 & -0.280261 & -2.5223 & 0.993192 \tabularnewline
47 & -0.252065 & -2.2686 & 0.987023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6866&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]0.621438[/C][C]5.5929[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.500255[/C][C]4.5023[/C][C]1.1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.561272[/C][C]5.0514[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.503679[/C][C]4.5331[/C][C]1e-05[/C][/ROW]
[ROW][C]5[/C][C]0.501408[/C][C]4.5127[/C][C]1.1e-05[/C][/ROW]
[ROW][C]6[/C][C]0.420254[/C][C]3.7823[/C][C]0.000148[/C][/ROW]
[ROW][C]7[/C][C]0.433298[/C][C]3.8997[/C][C]9.9e-05[/C][/ROW]
[ROW][C]8[/C][C]0.398111[/C][C]3.583[/C][C]0.000289[/C][/ROW]
[ROW][C]9[/C][C]0.29732[/C][C]2.6759[/C][C]0.004509[/C][/ROW]
[ROW][C]10[/C][C]0.292528[/C][C]2.6327[/C][C]0.00507[/C][/ROW]
[ROW][C]11[/C][C]0.369258[/C][C]3.3233[/C][C]0.000669[/C][/ROW]
[ROW][C]12[/C][C]0.482396[/C][C]4.3416[/C][C]2e-05[/C][/ROW]
[ROW][C]13[/C][C]0.258633[/C][C]2.3277[/C][C]0.011212[/C][/ROW]
[ROW][C]14[/C][C]0.16497[/C][C]1.4847[/C][C]0.070748[/C][/ROW]
[ROW][C]15[/C][C]0.17231[/C][C]1.5508[/C][C]0.062425[/C][/ROW]
[ROW][C]16[/C][C]0.163115[/C][C]1.468[/C][C]0.072984[/C][/ROW]
[ROW][C]17[/C][C]0.166969[/C][C]1.5027[/C][C]0.0684[/C][/ROW]
[ROW][C]18[/C][C]0.056498[/C][C]0.5085[/C][C]0.30625[/C][/ROW]
[ROW][C]19[/C][C]0.112786[/C][C]1.0151[/C][C]0.156547[/C][/ROW]
[ROW][C]20[/C][C]0.072825[/C][C]0.6554[/C][C]0.257027[/C][/ROW]
[ROW][C]21[/C][C]-0.009674[/C][C]-0.0871[/C][C]0.534581[/C][/ROW]
[ROW][C]22[/C][C]0.020106[/C][C]0.181[/C][C]0.428429[/C][/ROW]
[ROW][C]23[/C][C]0.066883[/C][C]0.6019[/C][C]0.274445[/C][/ROW]
[ROW][C]24[/C][C]0.120996[/C][C]1.089[/C][C]0.1397[/C][/ROW]
[ROW][C]25[/C][C]-0.017434[/C][C]-0.1569[/C][C]0.562144[/C][/ROW]
[ROW][C]26[/C][C]-0.053531[/C][C]-0.4818[/C][C]0.684368[/C][/ROW]
[ROW][C]27[/C][C]-0.038287[/C][C]-0.3446[/C][C]0.634351[/C][/ROW]
[ROW][C]28[/C][C]-0.06483[/C][C]-0.5835[/C][C]0.7194[/C][/ROW]
[ROW][C]29[/C][C]-0.023652[/C][C]-0.2129[/C][C]0.584017[/C][/ROW]
[ROW][C]30[/C][C]-0.111187[/C][C]-1.0007[/C][C]0.840019[/C][/ROW]
[ROW][C]31[/C][C]-0.103321[/C][C]-0.9299[/C][C]0.822405[/C][/ROW]
[ROW][C]32[/C][C]-0.096807[/C][C]-0.8713[/C][C]0.806907[/C][/ROW]
[ROW][C]33[/C][C]-0.101308[/C][C]-0.9118[/C][C]0.817702[/C][/ROW]
[ROW][C]34[/C][C]-0.106653[/C][C]-0.9599[/C][C]0.830012[/C][/ROW]
[ROW][C]35[/C][C]-0.076908[/C][C]-0.6922[/C][C]0.754595[/C][/ROW]
[ROW][C]36[/C][C]0.023761[/C][C]0.2138[/C][C]0.415602[/C][/ROW]
[ROW][C]37[/C][C]-0.117674[/C][C]-1.0591[/C][C]0.85364[/C][/ROW]
[ROW][C]38[/C][C]-0.191706[/C][C]-1.7254[/C][C]0.955862[/C][/ROW]
[ROW][C]39[/C][C]-0.150557[/C][C]-1.355[/C][C]0.91041[/C][/ROW]
[ROW][C]40[/C][C]-0.179665[/C][C]-1.617[/C][C]0.945115[/C][/ROW]
[ROW][C]41[/C][C]-0.176302[/C][C]-1.5867[/C][C]0.941764[/C][/ROW]
[ROW][C]42[/C][C]-0.248966[/C][C]-2.2407[/C][C]0.986108[/C][/ROW]
[ROW][C]43[/C][C]-0.25856[/C][C]-2.327[/C][C]0.98877[/C][/ROW]
[ROW][C]44[/C][C]-0.274346[/C][C]-2.4691[/C][C]0.992176[/C][/ROW]
[ROW][C]45[/C][C]-0.292743[/C][C]-2.6347[/C][C]0.994956[/C][/ROW]
[ROW][C]46[/C][C]-0.280261[/C][C]-2.5223[/C][C]0.993192[/C][/ROW]
[ROW][C]47[/C][C]-0.252065[/C][C]-2.2686[/C][C]0.987023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6866&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6866&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	0.621438	5.5929	0
2	0.500255	4.5023	1.1e-05
3	0.561272	5.0514	1e-06
4	0.503679	4.5331	1e-05
5	0.501408	4.5127	1.1e-05
6	0.420254	3.7823	0.000148
7	0.433298	3.8997	9.9e-05
8	0.398111	3.583	0.000289
9	0.29732	2.6759	0.004509
10	0.292528	2.6327	0.00507
11	0.369258	3.3233	0.000669
12	0.482396	4.3416	2e-05
13	0.258633	2.3277	0.011212
14	0.16497	1.4847	0.070748
15	0.17231	1.5508	0.062425
16	0.163115	1.468	0.072984
17	0.166969	1.5027	0.0684
18	0.056498	0.5085	0.30625
19	0.112786	1.0151	0.156547
20	0.072825	0.6554	0.257027
21	-0.009674	-0.0871	0.534581
22	0.020106	0.181	0.428429
23	0.066883	0.6019	0.274445
24	0.120996	1.089	0.1397
25	-0.017434	-0.1569	0.562144
26	-0.053531	-0.4818	0.684368
27	-0.038287	-0.3446	0.634351
28	-0.06483	-0.5835	0.7194
29	-0.023652	-0.2129	0.584017
30	-0.111187	-1.0007	0.840019
31	-0.103321	-0.9299	0.822405
32	-0.096807	-0.8713	0.806907
33	-0.101308	-0.9118	0.817702
34	-0.106653	-0.9599	0.830012
35	-0.076908	-0.6922	0.754595
36	0.023761	0.2138	0.415602
37	-0.117674	-1.0591	0.85364
38	-0.191706	-1.7254	0.955862
39	-0.150557	-1.355	0.91041
40	-0.179665	-1.617	0.945115
41	-0.176302	-1.5867	0.941764
42	-0.248966	-2.2407	0.986108
43	-0.25856	-2.327	0.98877
44	-0.274346	-2.4691	0.992176
45	-0.292743	-2.6347	0.994956
46	-0.280261	-2.5223	0.993192
47	-0.252065	-2.2686	0.987023

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.621438	5.5929	0
1	0.185837	1.6725	0.049139
2	0.325135	2.9262	0.002225
3	0.077159	0.6944	0.244701
4	0.161702	1.4553	0.074723
5	-0.072164	-0.6495	0.741065
6	0.117956	1.0616	0.145785
7	-0.055024	-0.4952	0.689106
8	-0.085591	-0.7703	0.778324
9	-0.032261	-0.2903	0.613853
10	0.183811	1.6543	0.050968
11	0.315857	2.8427	0.002829
12	-0.302559	-2.723	0.99604
13	-0.16982	-1.5284	0.934843
14	-0.23829	-2.1446	0.98251
15	0.084821	0.7634	0.223724
16	0.036101	0.3249	0.373044
17	-0.089364	-0.8043	0.788204
18	0.076758	0.6908	0.245826
19	-0.029296	-0.2637	0.603647
20	0.102064	0.9186	0.180523
21	-0.075778	-0.682	0.751407
22	0.003298	0.0297	0.488198
23	-0.036372	-0.3273	0.627876
24	-0.000272	-0.0024	0.500972
25	0.072045	0.6484	0.259277
26	-0.070989	-0.6389	0.737655
27	-0.058911	-0.5302	0.701287
28	0.020752	0.1868	0.426156
29	-0.020033	-0.1803	0.571317
30	-0.092748	-0.8347	0.796837
31	0.010157	0.0914	0.463694
32	0.146824	1.3214	0.095042
33	-0.051173	-0.4606	0.676824
34	0.023333	0.21	0.417099
35	0.081005	0.729	0.234038
36	-0.124312	-1.1188	0.866735
37	-0.187217	-1.685	0.952076
38	-0.093967	-0.8457	0.799895
39	-0.039832	-0.3585	0.639546
40	-0.045676	-0.4111	0.658952
41	0.03087	0.2778	0.390927
42	-0.046217	-0.416	0.660729
43	-0.099685	-0.8972	0.813856
44	-0.044019	-0.3962	0.653491
45	-0.009041	-0.0814	0.532327
46	0.026932	0.2424	0.404547
47	0.080803	0.7272	0.234592

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.621438 & 5.5929 & 0 \tabularnewline
1 & 0.185837 & 1.6725 & 0.049139 \tabularnewline
2 & 0.325135 & 2.9262 & 0.002225 \tabularnewline
3 & 0.077159 & 0.6944 & 0.244701 \tabularnewline
4 & 0.161702 & 1.4553 & 0.074723 \tabularnewline
5 & -0.072164 & -0.6495 & 0.741065 \tabularnewline
6 & 0.117956 & 1.0616 & 0.145785 \tabularnewline
7 & -0.055024 & -0.4952 & 0.689106 \tabularnewline
8 & -0.085591 & -0.7703 & 0.778324 \tabularnewline
9 & -0.032261 & -0.2903 & 0.613853 \tabularnewline
10 & 0.183811 & 1.6543 & 0.050968 \tabularnewline
11 & 0.315857 & 2.8427 & 0.002829 \tabularnewline
12 & -0.302559 & -2.723 & 0.99604 \tabularnewline
13 & -0.16982 & -1.5284 & 0.934843 \tabularnewline
14 & -0.23829 & -2.1446 & 0.98251 \tabularnewline
15 & 0.084821 & 0.7634 & 0.223724 \tabularnewline
16 & 0.036101 & 0.3249 & 0.373044 \tabularnewline
17 & -0.089364 & -0.8043 & 0.788204 \tabularnewline
18 & 0.076758 & 0.6908 & 0.245826 \tabularnewline
19 & -0.029296 & -0.2637 & 0.603647 \tabularnewline
20 & 0.102064 & 0.9186 & 0.180523 \tabularnewline
21 & -0.075778 & -0.682 & 0.751407 \tabularnewline
22 & 0.003298 & 0.0297 & 0.488198 \tabularnewline
23 & -0.036372 & -0.3273 & 0.627876 \tabularnewline
24 & -0.000272 & -0.0024 & 0.500972 \tabularnewline
25 & 0.072045 & 0.6484 & 0.259277 \tabularnewline
26 & -0.070989 & -0.6389 & 0.737655 \tabularnewline
27 & -0.058911 & -0.5302 & 0.701287 \tabularnewline
28 & 0.020752 & 0.1868 & 0.426156 \tabularnewline
29 & -0.020033 & -0.1803 & 0.571317 \tabularnewline
30 & -0.092748 & -0.8347 & 0.796837 \tabularnewline
31 & 0.010157 & 0.0914 & 0.463694 \tabularnewline
32 & 0.146824 & 1.3214 & 0.095042 \tabularnewline
33 & -0.051173 & -0.4606 & 0.676824 \tabularnewline
34 & 0.023333 & 0.21 & 0.417099 \tabularnewline
35 & 0.081005 & 0.729 & 0.234038 \tabularnewline
36 & -0.124312 & -1.1188 & 0.866735 \tabularnewline
37 & -0.187217 & -1.685 & 0.952076 \tabularnewline
38 & -0.093967 & -0.8457 & 0.799895 \tabularnewline
39 & -0.039832 & -0.3585 & 0.639546 \tabularnewline
40 & -0.045676 & -0.4111 & 0.658952 \tabularnewline
41 & 0.03087 & 0.2778 & 0.390927 \tabularnewline
42 & -0.046217 & -0.416 & 0.660729 \tabularnewline
43 & -0.099685 & -0.8972 & 0.813856 \tabularnewline
44 & -0.044019 & -0.3962 & 0.653491 \tabularnewline
45 & -0.009041 & -0.0814 & 0.532327 \tabularnewline
46 & 0.026932 & 0.2424 & 0.404547 \tabularnewline
47 & 0.080803 & 0.7272 & 0.234592 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6866&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]0.621438[/C][C]5.5929[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.185837[/C][C]1.6725[/C][C]0.049139[/C][/ROW]
[ROW][C]2[/C][C]0.325135[/C][C]2.9262[/C][C]0.002225[/C][/ROW]
[ROW][C]3[/C][C]0.077159[/C][C]0.6944[/C][C]0.244701[/C][/ROW]
[ROW][C]4[/C][C]0.161702[/C][C]1.4553[/C][C]0.074723[/C][/ROW]
[ROW][C]5[/C][C]-0.072164[/C][C]-0.6495[/C][C]0.741065[/C][/ROW]
[ROW][C]6[/C][C]0.117956[/C][C]1.0616[/C][C]0.145785[/C][/ROW]
[ROW][C]7[/C][C]-0.055024[/C][C]-0.4952[/C][C]0.689106[/C][/ROW]
[ROW][C]8[/C][C]-0.085591[/C][C]-0.7703[/C][C]0.778324[/C][/ROW]
[ROW][C]9[/C][C]-0.032261[/C][C]-0.2903[/C][C]0.613853[/C][/ROW]
[ROW][C]10[/C][C]0.183811[/C][C]1.6543[/C][C]0.050968[/C][/ROW]
[ROW][C]11[/C][C]0.315857[/C][C]2.8427[/C][C]0.002829[/C][/ROW]
[ROW][C]12[/C][C]-0.302559[/C][C]-2.723[/C][C]0.99604[/C][/ROW]
[ROW][C]13[/C][C]-0.16982[/C][C]-1.5284[/C][C]0.934843[/C][/ROW]
[ROW][C]14[/C][C]-0.23829[/C][C]-2.1446[/C][C]0.98251[/C][/ROW]
[ROW][C]15[/C][C]0.084821[/C][C]0.7634[/C][C]0.223724[/C][/ROW]
[ROW][C]16[/C][C]0.036101[/C][C]0.3249[/C][C]0.373044[/C][/ROW]
[ROW][C]17[/C][C]-0.089364[/C][C]-0.8043[/C][C]0.788204[/C][/ROW]
[ROW][C]18[/C][C]0.076758[/C][C]0.6908[/C][C]0.245826[/C][/ROW]
[ROW][C]19[/C][C]-0.029296[/C][C]-0.2637[/C][C]0.603647[/C][/ROW]
[ROW][C]20[/C][C]0.102064[/C][C]0.9186[/C][C]0.180523[/C][/ROW]
[ROW][C]21[/C][C]-0.075778[/C][C]-0.682[/C][C]0.751407[/C][/ROW]
[ROW][C]22[/C][C]0.003298[/C][C]0.0297[/C][C]0.488198[/C][/ROW]
[ROW][C]23[/C][C]-0.036372[/C][C]-0.3273[/C][C]0.627876[/C][/ROW]
[ROW][C]24[/C][C]-0.000272[/C][C]-0.0024[/C][C]0.500972[/C][/ROW]
[ROW][C]25[/C][C]0.072045[/C][C]0.6484[/C][C]0.259277[/C][/ROW]
[ROW][C]26[/C][C]-0.070989[/C][C]-0.6389[/C][C]0.737655[/C][/ROW]
[ROW][C]27[/C][C]-0.058911[/C][C]-0.5302[/C][C]0.701287[/C][/ROW]
[ROW][C]28[/C][C]0.020752[/C][C]0.1868[/C][C]0.426156[/C][/ROW]
[ROW][C]29[/C][C]-0.020033[/C][C]-0.1803[/C][C]0.571317[/C][/ROW]
[ROW][C]30[/C][C]-0.092748[/C][C]-0.8347[/C][C]0.796837[/C][/ROW]
[ROW][C]31[/C][C]0.010157[/C][C]0.0914[/C][C]0.463694[/C][/ROW]
[ROW][C]32[/C][C]0.146824[/C][C]1.3214[/C][C]0.095042[/C][/ROW]
[ROW][C]33[/C][C]-0.051173[/C][C]-0.4606[/C][C]0.676824[/C][/ROW]
[ROW][C]34[/C][C]0.023333[/C][C]0.21[/C][C]0.417099[/C][/ROW]
[ROW][C]35[/C][C]0.081005[/C][C]0.729[/C][C]0.234038[/C][/ROW]
[ROW][C]36[/C][C]-0.124312[/C][C]-1.1188[/C][C]0.866735[/C][/ROW]
[ROW][C]37[/C][C]-0.187217[/C][C]-1.685[/C][C]0.952076[/C][/ROW]
[ROW][C]38[/C][C]-0.093967[/C][C]-0.8457[/C][C]0.799895[/C][/ROW]
[ROW][C]39[/C][C]-0.039832[/C][C]-0.3585[/C][C]0.639546[/C][/ROW]
[ROW][C]40[/C][C]-0.045676[/C][C]-0.4111[/C][C]0.658952[/C][/ROW]
[ROW][C]41[/C][C]0.03087[/C][C]0.2778[/C][C]0.390927[/C][/ROW]
[ROW][C]42[/C][C]-0.046217[/C][C]-0.416[/C][C]0.660729[/C][/ROW]
[ROW][C]43[/C][C]-0.099685[/C][C]-0.8972[/C][C]0.813856[/C][/ROW]
[ROW][C]44[/C][C]-0.044019[/C][C]-0.3962[/C][C]0.653491[/C][/ROW]
[ROW][C]45[/C][C]-0.009041[/C][C]-0.0814[/C][C]0.532327[/C][/ROW]
[ROW][C]46[/C][C]0.026932[/C][C]0.2424[/C][C]0.404547[/C][/ROW]
[ROW][C]47[/C][C]0.080803[/C][C]0.7272[/C][C]0.234592[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6866&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6866&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	0.621438	5.5929	0
1	0.185837	1.6725	0.049139
2	0.325135	2.9262	0.002225
3	0.077159	0.6944	0.244701
4	0.161702	1.4553	0.074723
5	-0.072164	-0.6495	0.741065
6	0.117956	1.0616	0.145785
7	-0.055024	-0.4952	0.689106
8	-0.085591	-0.7703	0.778324
9	-0.032261	-0.2903	0.613853
10	0.183811	1.6543	0.050968
11	0.315857	2.8427	0.002829
12	-0.302559	-2.723	0.99604
13	-0.16982	-1.5284	0.934843
14	-0.23829	-2.1446	0.98251
15	0.084821	0.7634	0.223724
16	0.036101	0.3249	0.373044
17	-0.089364	-0.8043	0.788204
18	0.076758	0.6908	0.245826
19	-0.029296	-0.2637	0.603647
20	0.102064	0.9186	0.180523
21	-0.075778	-0.682	0.751407
22	0.003298	0.0297	0.488198
23	-0.036372	-0.3273	0.627876
24	-0.000272	-0.0024	0.500972
25	0.072045	0.6484	0.259277
26	-0.070989	-0.6389	0.737655
27	-0.058911	-0.5302	0.701287
28	0.020752	0.1868	0.426156
29	-0.020033	-0.1803	0.571317
30	-0.092748	-0.8347	0.796837
31	0.010157	0.0914	0.463694
32	0.146824	1.3214	0.095042
33	-0.051173	-0.4606	0.676824
34	0.023333	0.21	0.417099
35	0.081005	0.729	0.234038
36	-0.124312	-1.1188	0.866735
37	-0.187217	-1.685	0.952076
38	-0.093967	-0.8457	0.799895
39	-0.039832	-0.3585	0.639546
40	-0.045676	-0.4111	0.658952
41	0.03087	0.2778	0.390927
42	-0.046217	-0.416	0.660729
43	-0.099685	-0.8972	0.813856
44	-0.044019	-0.3962	0.653491
45	-0.009041	-0.0814	0.532327
46	0.026932	0.2424	0.404547
47	0.080803	0.7272	0.234592

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