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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 28 Nov 2007 10:07:26 -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/28/t1196269061bc5sgjit3kudeqi.htm/, Retrieved Thu, 02 May 2024 00:55:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7156, Retrieved Thu, 02 May 2024 00:55:21 +0000

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User-defined keywords

bridome

Estimated Impact

173

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

-       [(Partial) Autocorrelation Function] [workshop3] [2007-11-28 17:07:26] [9cd804c1ac16035a4cb2da1c6dfdb61e] [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=7156&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=7156&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7156&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	10.2956	0
1	0.644697	6.6376	0
2	0.62105	6.3941	0
3	0.676807	6.9682	0
4	0.513519	5.287	0
5	0.529669	5.4533	0
6	0.551509	5.6781	0
7	0.486237	5.0061	1e-06
8	0.444041	4.5717	7e-06
9	0.572459	5.8938	0
10	0.453926	4.6735	4e-06
11	0.47308	4.8707	2e-06
12	0.553843	5.7022	0
13	0.387128	3.9857	6.2e-05
14	0.41505	4.2732	2.1e-05
15	0.401683	4.1356	3.6e-05
16	0.277331	2.8553	0.002587
17	0.304585	3.1359	0.001109
18	0.306027	3.1507	0.001059
19	0.235191	2.4214	0.008579
20	0.214903	2.2126	0.014536
21	0.261507	2.6924	0.004124
22	0.197829	2.0368	0.022082
23	0.227466	2.3419	0.010527
24	0.247019	2.5432	0.006214
25	0.127982	1.3177	0.095231
26	0.1171	1.2056	0.115325
27	0.060574	0.6237	0.267099
28	0.00521	0.0536	0.47866
29	-0.026493	-0.2728	0.607217
30	-0.019802	-0.2039	0.580578
31	-0.039926	-0.4111	0.659073
32	0.009226	0.095	0.462253
33	0.008781	0.0904	0.464067
34	-0.039133	-0.4029	0.656084
35	-0.044846	-0.4617	0.677386
36	-0.016868	-0.1737	0.568771
37	-0.072854	-0.7501	0.772564
38	-0.123032	-1.2667	0.89598
39	-0.123869	-1.2753	0.897506
40	-0.210477	-2.167	0.983763
41	-0.208266	-2.1442	0.98285
42	-0.197104	-2.0293	0.977534
43	-0.218462	-2.2492	0.986716
44	-0.227204	-2.3392	0.989401
45	-0.216693	-2.231	0.986106
46	-0.181758	-1.8713	0.967971
47	-0.208655	-2.1482	0.983014

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 10.2956 & 0 \tabularnewline
1 & 0.644697 & 6.6376 & 0 \tabularnewline
2 & 0.62105 & 6.3941 & 0 \tabularnewline
3 & 0.676807 & 6.9682 & 0 \tabularnewline
4 & 0.513519 & 5.287 & 0 \tabularnewline
5 & 0.529669 & 5.4533 & 0 \tabularnewline
6 & 0.551509 & 5.6781 & 0 \tabularnewline
7 & 0.486237 & 5.0061 & 1e-06 \tabularnewline
8 & 0.444041 & 4.5717 & 7e-06 \tabularnewline
9 & 0.572459 & 5.8938 & 0 \tabularnewline
10 & 0.453926 & 4.6735 & 4e-06 \tabularnewline
11 & 0.47308 & 4.8707 & 2e-06 \tabularnewline
12 & 0.553843 & 5.7022 & 0 \tabularnewline
13 & 0.387128 & 3.9857 & 6.2e-05 \tabularnewline
14 & 0.41505 & 4.2732 & 2.1e-05 \tabularnewline
15 & 0.401683 & 4.1356 & 3.6e-05 \tabularnewline
16 & 0.277331 & 2.8553 & 0.002587 \tabularnewline
17 & 0.304585 & 3.1359 & 0.001109 \tabularnewline
18 & 0.306027 & 3.1507 & 0.001059 \tabularnewline
19 & 0.235191 & 2.4214 & 0.008579 \tabularnewline
20 & 0.214903 & 2.2126 & 0.014536 \tabularnewline
21 & 0.261507 & 2.6924 & 0.004124 \tabularnewline
22 & 0.197829 & 2.0368 & 0.022082 \tabularnewline
23 & 0.227466 & 2.3419 & 0.010527 \tabularnewline
24 & 0.247019 & 2.5432 & 0.006214 \tabularnewline
25 & 0.127982 & 1.3177 & 0.095231 \tabularnewline
26 & 0.1171 & 1.2056 & 0.115325 \tabularnewline
27 & 0.060574 & 0.6237 & 0.267099 \tabularnewline
28 & 0.00521 & 0.0536 & 0.47866 \tabularnewline
29 & -0.026493 & -0.2728 & 0.607217 \tabularnewline
30 & -0.019802 & -0.2039 & 0.580578 \tabularnewline
31 & -0.039926 & -0.4111 & 0.659073 \tabularnewline
32 & 0.009226 & 0.095 & 0.462253 \tabularnewline
33 & 0.008781 & 0.0904 & 0.464067 \tabularnewline
34 & -0.039133 & -0.4029 & 0.656084 \tabularnewline
35 & -0.044846 & -0.4617 & 0.677386 \tabularnewline
36 & -0.016868 & -0.1737 & 0.568771 \tabularnewline
37 & -0.072854 & -0.7501 & 0.772564 \tabularnewline
38 & -0.123032 & -1.2667 & 0.89598 \tabularnewline
39 & -0.123869 & -1.2753 & 0.897506 \tabularnewline
40 & -0.210477 & -2.167 & 0.983763 \tabularnewline
41 & -0.208266 & -2.1442 & 0.98285 \tabularnewline
42 & -0.197104 & -2.0293 & 0.977534 \tabularnewline
43 & -0.218462 & -2.2492 & 0.986716 \tabularnewline
44 & -0.227204 & -2.3392 & 0.989401 \tabularnewline
45 & -0.216693 & -2.231 & 0.986106 \tabularnewline
46 & -0.181758 & -1.8713 & 0.967971 \tabularnewline
47 & -0.208655 & -2.1482 & 0.983014 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7156&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]10.2956[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.644697[/C][C]6.6376[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.62105[/C][C]6.3941[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.676807[/C][C]6.9682[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.513519[/C][C]5.287[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.529669[/C][C]5.4533[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.551509[/C][C]5.6781[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.486237[/C][C]5.0061[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.444041[/C][C]4.5717[/C][C]7e-06[/C][/ROW]
[ROW][C]9[/C][C]0.572459[/C][C]5.8938[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.453926[/C][C]4.6735[/C][C]4e-06[/C][/ROW]
[ROW][C]11[/C][C]0.47308[/C][C]4.8707[/C][C]2e-06[/C][/ROW]
[ROW][C]12[/C][C]0.553843[/C][C]5.7022[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.387128[/C][C]3.9857[/C][C]6.2e-05[/C][/ROW]
[ROW][C]14[/C][C]0.41505[/C][C]4.2732[/C][C]2.1e-05[/C][/ROW]
[ROW][C]15[/C][C]0.401683[/C][C]4.1356[/C][C]3.6e-05[/C][/ROW]
[ROW][C]16[/C][C]0.277331[/C][C]2.8553[/C][C]0.002587[/C][/ROW]
[ROW][C]17[/C][C]0.304585[/C][C]3.1359[/C][C]0.001109[/C][/ROW]
[ROW][C]18[/C][C]0.306027[/C][C]3.1507[/C][C]0.001059[/C][/ROW]
[ROW][C]19[/C][C]0.235191[/C][C]2.4214[/C][C]0.008579[/C][/ROW]
[ROW][C]20[/C][C]0.214903[/C][C]2.2126[/C][C]0.014536[/C][/ROW]
[ROW][C]21[/C][C]0.261507[/C][C]2.6924[/C][C]0.004124[/C][/ROW]
[ROW][C]22[/C][C]0.197829[/C][C]2.0368[/C][C]0.022082[/C][/ROW]
[ROW][C]23[/C][C]0.227466[/C][C]2.3419[/C][C]0.010527[/C][/ROW]
[ROW][C]24[/C][C]0.247019[/C][C]2.5432[/C][C]0.006214[/C][/ROW]
[ROW][C]25[/C][C]0.127982[/C][C]1.3177[/C][C]0.095231[/C][/ROW]
[ROW][C]26[/C][C]0.1171[/C][C]1.2056[/C][C]0.115325[/C][/ROW]
[ROW][C]27[/C][C]0.060574[/C][C]0.6237[/C][C]0.267099[/C][/ROW]
[ROW][C]28[/C][C]0.00521[/C][C]0.0536[/C][C]0.47866[/C][/ROW]
[ROW][C]29[/C][C]-0.026493[/C][C]-0.2728[/C][C]0.607217[/C][/ROW]
[ROW][C]30[/C][C]-0.019802[/C][C]-0.2039[/C][C]0.580578[/C][/ROW]
[ROW][C]31[/C][C]-0.039926[/C][C]-0.4111[/C][C]0.659073[/C][/ROW]
[ROW][C]32[/C][C]0.009226[/C][C]0.095[/C][C]0.462253[/C][/ROW]
[ROW][C]33[/C][C]0.008781[/C][C]0.0904[/C][C]0.464067[/C][/ROW]
[ROW][C]34[/C][C]-0.039133[/C][C]-0.4029[/C][C]0.656084[/C][/ROW]
[ROW][C]35[/C][C]-0.044846[/C][C]-0.4617[/C][C]0.677386[/C][/ROW]
[ROW][C]36[/C][C]-0.016868[/C][C]-0.1737[/C][C]0.568771[/C][/ROW]
[ROW][C]37[/C][C]-0.072854[/C][C]-0.7501[/C][C]0.772564[/C][/ROW]
[ROW][C]38[/C][C]-0.123032[/C][C]-1.2667[/C][C]0.89598[/C][/ROW]
[ROW][C]39[/C][C]-0.123869[/C][C]-1.2753[/C][C]0.897506[/C][/ROW]
[ROW][C]40[/C][C]-0.210477[/C][C]-2.167[/C][C]0.983763[/C][/ROW]
[ROW][C]41[/C][C]-0.208266[/C][C]-2.1442[/C][C]0.98285[/C][/ROW]
[ROW][C]42[/C][C]-0.197104[/C][C]-2.0293[/C][C]0.977534[/C][/ROW]
[ROW][C]43[/C][C]-0.218462[/C][C]-2.2492[/C][C]0.986716[/C][/ROW]
[ROW][C]44[/C][C]-0.227204[/C][C]-2.3392[/C][C]0.989401[/C][/ROW]
[ROW][C]45[/C][C]-0.216693[/C][C]-2.231[/C][C]0.986106[/C][/ROW]
[ROW][C]46[/C][C]-0.181758[/C][C]-1.8713[/C][C]0.967971[/C][/ROW]
[ROW][C]47[/C][C]-0.208655[/C][C]-2.1482[/C][C]0.983014[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7156&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7156&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	10.2956	0
1	0.644697	6.6376	0
2	0.62105	6.3941	0
3	0.676807	6.9682	0
4	0.513519	5.287	0
5	0.529669	5.4533	0
6	0.551509	5.6781	0
7	0.486237	5.0061	1e-06
8	0.444041	4.5717	7e-06
9	0.572459	5.8938	0
10	0.453926	4.6735	4e-06
11	0.47308	4.8707	2e-06
12	0.553843	5.7022	0
13	0.387128	3.9857	6.2e-05
14	0.41505	4.2732	2.1e-05
15	0.401683	4.1356	3.6e-05
16	0.277331	2.8553	0.002587
17	0.304585	3.1359	0.001109
18	0.306027	3.1507	0.001059
19	0.235191	2.4214	0.008579
20	0.214903	2.2126	0.014536
21	0.261507	2.6924	0.004124
22	0.197829	2.0368	0.022082
23	0.227466	2.3419	0.010527
24	0.247019	2.5432	0.006214
25	0.127982	1.3177	0.095231
26	0.1171	1.2056	0.115325
27	0.060574	0.6237	0.267099
28	0.00521	0.0536	0.47866
29	-0.026493	-0.2728	0.607217
30	-0.019802	-0.2039	0.580578
31	-0.039926	-0.4111	0.659073
32	0.009226	0.095	0.462253
33	0.008781	0.0904	0.464067
34	-0.039133	-0.4029	0.656084
35	-0.044846	-0.4617	0.677386
36	-0.016868	-0.1737	0.568771
37	-0.072854	-0.7501	0.772564
38	-0.123032	-1.2667	0.89598
39	-0.123869	-1.2753	0.897506
40	-0.210477	-2.167	0.983763
41	-0.208266	-2.1442	0.98285
42	-0.197104	-2.0293	0.977534
43	-0.218462	-2.2492	0.986716
44	-0.227204	-2.3392	0.989401
45	-0.216693	-2.231	0.986106
46	-0.181758	-1.8713	0.967971
47	-0.208655	-2.1482	0.983014

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.644697	6.6376	0
1	0.35152	3.6191	0.000227
2	0.372031	3.8303	0.000109
3	-0.096285	-0.9913	0.838105
4	0.073589	0.7576	0.225171
5	0.111983	1.1529	0.125765
6	0.066736	0.6871	0.246764
7	-0.07902	-0.8136	0.791138
8	0.298669	3.075	0.001339
9	-0.081022	-0.8342	0.796969
10	0.098723	1.0164	0.155874
11	0.072272	0.7441	0.229235
12	-0.138756	-1.4286	0.921968
13	-0.044363	-0.4567	0.675605
14	-0.072289	-0.7443	0.770816
15	-0.145386	-1.4968	0.931297
16	0.030132	0.3102	0.3785
17	-0.045801	-0.4716	0.680893
18	0.009466	0.0975	0.461272
19	-0.10561	-1.0873	0.86032
20	0.011585	0.1193	0.45264
21	0.039521	0.4069	0.342452
22	0.057572	0.5927	0.277308
23	-0.00605	-0.0623	0.524773
24	-0.064902	-0.6682	0.747272
25	-0.155789	-1.6039	0.944149
26	-0.125952	-1.2968	0.901234
27	-0.029279	-0.3014	0.618167
28	-0.095167	-0.9798	0.835292
29	0.035286	0.3633	0.358557
30	0.049152	0.506	0.306938
31	0.200462	2.0639	0.020736
32	-0.022906	-0.2358	0.592989
33	-0.01851	-0.1906	0.575389
34	-0.160214	-1.6495	0.948998
35	0.140488	1.4464	0.075506
36	-0.042381	-0.4363	0.668261
37	-0.023069	-0.2375	0.593642
38	-0.051822	-0.5335	0.70261
39	-0.078011	-0.8032	0.788162
40	-0.069695	-0.7176	0.762693
41	0.00613	0.0631	0.474897
42	-0.01526	-0.1571	0.562271
43	-0.009775	-0.1006	0.539986
44	-0.067904	-0.6991	0.756995
45	0.149792	1.5422	0.063002
46	-0.013614	-0.1402	0.555601
47	0.037016	0.3811	0.351946

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.644697 & 6.6376 & 0 \tabularnewline
1 & 0.35152 & 3.6191 & 0.000227 \tabularnewline
2 & 0.372031 & 3.8303 & 0.000109 \tabularnewline
3 & -0.096285 & -0.9913 & 0.838105 \tabularnewline
4 & 0.073589 & 0.7576 & 0.225171 \tabularnewline
5 & 0.111983 & 1.1529 & 0.125765 \tabularnewline
6 & 0.066736 & 0.6871 & 0.246764 \tabularnewline
7 & -0.07902 & -0.8136 & 0.791138 \tabularnewline
8 & 0.298669 & 3.075 & 0.001339 \tabularnewline
9 & -0.081022 & -0.8342 & 0.796969 \tabularnewline
10 & 0.098723 & 1.0164 & 0.155874 \tabularnewline
11 & 0.072272 & 0.7441 & 0.229235 \tabularnewline
12 & -0.138756 & -1.4286 & 0.921968 \tabularnewline
13 & -0.044363 & -0.4567 & 0.675605 \tabularnewline
14 & -0.072289 & -0.7443 & 0.770816 \tabularnewline
15 & -0.145386 & -1.4968 & 0.931297 \tabularnewline
16 & 0.030132 & 0.3102 & 0.3785 \tabularnewline
17 & -0.045801 & -0.4716 & 0.680893 \tabularnewline
18 & 0.009466 & 0.0975 & 0.461272 \tabularnewline
19 & -0.10561 & -1.0873 & 0.86032 \tabularnewline
20 & 0.011585 & 0.1193 & 0.45264 \tabularnewline
21 & 0.039521 & 0.4069 & 0.342452 \tabularnewline
22 & 0.057572 & 0.5927 & 0.277308 \tabularnewline
23 & -0.00605 & -0.0623 & 0.524773 \tabularnewline
24 & -0.064902 & -0.6682 & 0.747272 \tabularnewline
25 & -0.155789 & -1.6039 & 0.944149 \tabularnewline
26 & -0.125952 & -1.2968 & 0.901234 \tabularnewline
27 & -0.029279 & -0.3014 & 0.618167 \tabularnewline
28 & -0.095167 & -0.9798 & 0.835292 \tabularnewline
29 & 0.035286 & 0.3633 & 0.358557 \tabularnewline
30 & 0.049152 & 0.506 & 0.306938 \tabularnewline
31 & 0.200462 & 2.0639 & 0.020736 \tabularnewline
32 & -0.022906 & -0.2358 & 0.592989 \tabularnewline
33 & -0.01851 & -0.1906 & 0.575389 \tabularnewline
34 & -0.160214 & -1.6495 & 0.948998 \tabularnewline
35 & 0.140488 & 1.4464 & 0.075506 \tabularnewline
36 & -0.042381 & -0.4363 & 0.668261 \tabularnewline
37 & -0.023069 & -0.2375 & 0.593642 \tabularnewline
38 & -0.051822 & -0.5335 & 0.70261 \tabularnewline
39 & -0.078011 & -0.8032 & 0.788162 \tabularnewline
40 & -0.069695 & -0.7176 & 0.762693 \tabularnewline
41 & 0.00613 & 0.0631 & 0.474897 \tabularnewline
42 & -0.01526 & -0.1571 & 0.562271 \tabularnewline
43 & -0.009775 & -0.1006 & 0.539986 \tabularnewline
44 & -0.067904 & -0.6991 & 0.756995 \tabularnewline
45 & 0.149792 & 1.5422 & 0.063002 \tabularnewline
46 & -0.013614 & -0.1402 & 0.555601 \tabularnewline
47 & 0.037016 & 0.3811 & 0.351946 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7156&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]0.644697[/C][C]6.6376[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.35152[/C][C]3.6191[/C][C]0.000227[/C][/ROW]
[ROW][C]2[/C][C]0.372031[/C][C]3.8303[/C][C]0.000109[/C][/ROW]
[ROW][C]3[/C][C]-0.096285[/C][C]-0.9913[/C][C]0.838105[/C][/ROW]
[ROW][C]4[/C][C]0.073589[/C][C]0.7576[/C][C]0.225171[/C][/ROW]
[ROW][C]5[/C][C]0.111983[/C][C]1.1529[/C][C]0.125765[/C][/ROW]
[ROW][C]6[/C][C]0.066736[/C][C]0.6871[/C][C]0.246764[/C][/ROW]
[ROW][C]7[/C][C]-0.07902[/C][C]-0.8136[/C][C]0.791138[/C][/ROW]
[ROW][C]8[/C][C]0.298669[/C][C]3.075[/C][C]0.001339[/C][/ROW]
[ROW][C]9[/C][C]-0.081022[/C][C]-0.8342[/C][C]0.796969[/C][/ROW]
[ROW][C]10[/C][C]0.098723[/C][C]1.0164[/C][C]0.155874[/C][/ROW]
[ROW][C]11[/C][C]0.072272[/C][C]0.7441[/C][C]0.229235[/C][/ROW]
[ROW][C]12[/C][C]-0.138756[/C][C]-1.4286[/C][C]0.921968[/C][/ROW]
[ROW][C]13[/C][C]-0.044363[/C][C]-0.4567[/C][C]0.675605[/C][/ROW]
[ROW][C]14[/C][C]-0.072289[/C][C]-0.7443[/C][C]0.770816[/C][/ROW]
[ROW][C]15[/C][C]-0.145386[/C][C]-1.4968[/C][C]0.931297[/C][/ROW]
[ROW][C]16[/C][C]0.030132[/C][C]0.3102[/C][C]0.3785[/C][/ROW]
[ROW][C]17[/C][C]-0.045801[/C][C]-0.4716[/C][C]0.680893[/C][/ROW]
[ROW][C]18[/C][C]0.009466[/C][C]0.0975[/C][C]0.461272[/C][/ROW]
[ROW][C]19[/C][C]-0.10561[/C][C]-1.0873[/C][C]0.86032[/C][/ROW]
[ROW][C]20[/C][C]0.011585[/C][C]0.1193[/C][C]0.45264[/C][/ROW]
[ROW][C]21[/C][C]0.039521[/C][C]0.4069[/C][C]0.342452[/C][/ROW]
[ROW][C]22[/C][C]0.057572[/C][C]0.5927[/C][C]0.277308[/C][/ROW]
[ROW][C]23[/C][C]-0.00605[/C][C]-0.0623[/C][C]0.524773[/C][/ROW]
[ROW][C]24[/C][C]-0.064902[/C][C]-0.6682[/C][C]0.747272[/C][/ROW]
[ROW][C]25[/C][C]-0.155789[/C][C]-1.6039[/C][C]0.944149[/C][/ROW]
[ROW][C]26[/C][C]-0.125952[/C][C]-1.2968[/C][C]0.901234[/C][/ROW]
[ROW][C]27[/C][C]-0.029279[/C][C]-0.3014[/C][C]0.618167[/C][/ROW]
[ROW][C]28[/C][C]-0.095167[/C][C]-0.9798[/C][C]0.835292[/C][/ROW]
[ROW][C]29[/C][C]0.035286[/C][C]0.3633[/C][C]0.358557[/C][/ROW]
[ROW][C]30[/C][C]0.049152[/C][C]0.506[/C][C]0.306938[/C][/ROW]
[ROW][C]31[/C][C]0.200462[/C][C]2.0639[/C][C]0.020736[/C][/ROW]
[ROW][C]32[/C][C]-0.022906[/C][C]-0.2358[/C][C]0.592989[/C][/ROW]
[ROW][C]33[/C][C]-0.01851[/C][C]-0.1906[/C][C]0.575389[/C][/ROW]
[ROW][C]34[/C][C]-0.160214[/C][C]-1.6495[/C][C]0.948998[/C][/ROW]
[ROW][C]35[/C][C]0.140488[/C][C]1.4464[/C][C]0.075506[/C][/ROW]
[ROW][C]36[/C][C]-0.042381[/C][C]-0.4363[/C][C]0.668261[/C][/ROW]
[ROW][C]37[/C][C]-0.023069[/C][C]-0.2375[/C][C]0.593642[/C][/ROW]
[ROW][C]38[/C][C]-0.051822[/C][C]-0.5335[/C][C]0.70261[/C][/ROW]
[ROW][C]39[/C][C]-0.078011[/C][C]-0.8032[/C][C]0.788162[/C][/ROW]
[ROW][C]40[/C][C]-0.069695[/C][C]-0.7176[/C][C]0.762693[/C][/ROW]
[ROW][C]41[/C][C]0.00613[/C][C]0.0631[/C][C]0.474897[/C][/ROW]
[ROW][C]42[/C][C]-0.01526[/C][C]-0.1571[/C][C]0.562271[/C][/ROW]
[ROW][C]43[/C][C]-0.009775[/C][C]-0.1006[/C][C]0.539986[/C][/ROW]
[ROW][C]44[/C][C]-0.067904[/C][C]-0.6991[/C][C]0.756995[/C][/ROW]
[ROW][C]45[/C][C]0.149792[/C][C]1.5422[/C][C]0.063002[/C][/ROW]
[ROW][C]46[/C][C]-0.013614[/C][C]-0.1402[/C][C]0.555601[/C][/ROW]
[ROW][C]47[/C][C]0.037016[/C][C]0.3811[/C][C]0.351946[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7156&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7156&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	0.644697	6.6376	0
1	0.35152	3.6191	0.000227
2	0.372031	3.8303	0.000109
3	-0.096285	-0.9913	0.838105
4	0.073589	0.7576	0.225171
5	0.111983	1.1529	0.125765
6	0.066736	0.6871	0.246764
7	-0.07902	-0.8136	0.791138
8	0.298669	3.075	0.001339
9	-0.081022	-0.8342	0.796969
10	0.098723	1.0164	0.155874
11	0.072272	0.7441	0.229235
12	-0.138756	-1.4286	0.921968
13	-0.044363	-0.4567	0.675605
14	-0.072289	-0.7443	0.770816
15	-0.145386	-1.4968	0.931297
16	0.030132	0.3102	0.3785
17	-0.045801	-0.4716	0.680893
18	0.009466	0.0975	0.461272
19	-0.10561	-1.0873	0.86032
20	0.011585	0.1193	0.45264
21	0.039521	0.4069	0.342452
22	0.057572	0.5927	0.277308
23	-0.00605	-0.0623	0.524773
24	-0.064902	-0.6682	0.747272
25	-0.155789	-1.6039	0.944149
26	-0.125952	-1.2968	0.901234
27	-0.029279	-0.3014	0.618167
28	-0.095167	-0.9798	0.835292
29	0.035286	0.3633	0.358557
30	0.049152	0.506	0.306938
31	0.200462	2.0639	0.020736
32	-0.022906	-0.2358	0.592989
33	-0.01851	-0.1906	0.575389
34	-0.160214	-1.6495	0.948998
35	0.140488	1.4464	0.075506
36	-0.042381	-0.4363	0.668261
37	-0.023069	-0.2375	0.593642
38	-0.051822	-0.5335	0.70261
39	-0.078011	-0.8032	0.788162
40	-0.069695	-0.7176	0.762693
41	0.00613	0.0631	0.474897
42	-0.01526	-0.1571	0.562271
43	-0.009775	-0.1006	0.539986
44	-0.067904	-0.6991	0.756995
45	0.149792	1.5422	0.063002
46	-0.013614	-0.1402	0.555601
47	0.037016	0.3811	0.351946

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