Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 04:17:54 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/29/t1196334471ff00ld6s2k265lz.htm/, Retrieved Fri, 03 May 2024 07:03:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7420, Retrieved Fri, 03 May 2024 07:03:43 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

s0650668 tijdsreeks 3

Estimated Impact

198

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

-       [(Partial) Autocorrelation Function] [Inducing stationa...] [2007-11-29 11:17:54] [b487e2f14d9a98d85035381cdee55b72] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

0,3
2,1
2,5
2,3
2,4
3
1,7
3,5
4
3,7
3,7
3
2,7
2,5
2,2
2,9
3,1
3
2,8
2,5
1,9
1,9
1,8
2
2,6
2,5
2,5
1,6
1,4
0,8
1,1
1,3
1,2
1,3
1,1
1,3
1,2
1,6
1,7
1,5
0,9
1,5
1,4
1,6
1,7
1,4
1,8
1,7
1,4
1,2
1
1,7
2,4
2
2,1
2
1,8
2,7
2,3
1,9
2
2,3
2,8
2,4
2,3
2,7
2,7
2,9
3
2,2
2,3
2,8

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7420&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]2 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=7420&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7420&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	8.4261	0
1	-0.108903	-0.9176	0.81904
2	-0.095202	-0.8022	0.787438
3	0.005652	0.0476	0.481075
4	-0.215358	-1.8146	0.963098
5	-0.005875	-0.0495	0.51967
6	0.200053	1.6857	0.048124
7	-0.00425	-0.0358	0.514234
8	0.116585	0.9824	0.164629
9	0.017825	0.1502	0.440517
10	-0.017412	-0.1467	0.558114
11	0.04402	0.3709	0.3559
12	-0.302342	-2.5476	0.993493
13	-0.02553	-0.2151	0.584854
14	0.144313	1.216	0.114005
15	0.009461	0.0797	0.468341
16	0.126176	1.0632	0.145652
17	-0.073929	-0.6229	0.732339
18	-0.108673	-0.9157	0.818536
19	-0.018354	-0.1547	0.561232
20	-0.009329	-0.0786	0.531217
21	0.040355	0.34	0.367418
22	-0.040938	-0.345	0.634425
23	0.06243	0.526	0.300249
24	-0.052167	-0.4396	0.669207
25	-0.088219	-0.7433	0.770137
26	-0.071377	-0.6014	0.725267
27	-0.02319	-0.1954	0.577181
28	-0.025679	-0.2164	0.585342
29	0.060779	0.5121	0.305075
30	0.054984	0.4633	0.322282
31	-0.01192	-0.1004	0.539862
32	-0.111236	-0.9373	0.824106
33	-0.055889	-0.4709	0.680433
34	0.091216	0.7686	0.222341
35	-0.107323	-0.9043	0.815557
36	0.161375	1.3598	0.089102
37	0.008438	0.0711	0.471759
38	-0.091927	-0.7746	0.779423
39	0.000123	0.001	0.499588
40	-0.030791	-0.2594	0.601979
41	-0.021508	-0.1812	0.571647
42	0.061676	0.5197	0.302448
43	-0.052623	-0.4434	0.670592
44	0.056666	0.4775	0.317245
45	0.008646	0.0729	0.471064
46	-0.10353	-0.8724	0.807024
47	0.072297	0.6092	0.272174

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 8.4261 & 0 \tabularnewline
1 & -0.108903 & -0.9176 & 0.81904 \tabularnewline
2 & -0.095202 & -0.8022 & 0.787438 \tabularnewline
3 & 0.005652 & 0.0476 & 0.481075 \tabularnewline
4 & -0.215358 & -1.8146 & 0.963098 \tabularnewline
5 & -0.005875 & -0.0495 & 0.51967 \tabularnewline
6 & 0.200053 & 1.6857 & 0.048124 \tabularnewline
7 & -0.00425 & -0.0358 & 0.514234 \tabularnewline
8 & 0.116585 & 0.9824 & 0.164629 \tabularnewline
9 & 0.017825 & 0.1502 & 0.440517 \tabularnewline
10 & -0.017412 & -0.1467 & 0.558114 \tabularnewline
11 & 0.04402 & 0.3709 & 0.3559 \tabularnewline
12 & -0.302342 & -2.5476 & 0.993493 \tabularnewline
13 & -0.02553 & -0.2151 & 0.584854 \tabularnewline
14 & 0.144313 & 1.216 & 0.114005 \tabularnewline
15 & 0.009461 & 0.0797 & 0.468341 \tabularnewline
16 & 0.126176 & 1.0632 & 0.145652 \tabularnewline
17 & -0.073929 & -0.6229 & 0.732339 \tabularnewline
18 & -0.108673 & -0.9157 & 0.818536 \tabularnewline
19 & -0.018354 & -0.1547 & 0.561232 \tabularnewline
20 & -0.009329 & -0.0786 & 0.531217 \tabularnewline
21 & 0.040355 & 0.34 & 0.367418 \tabularnewline
22 & -0.040938 & -0.345 & 0.634425 \tabularnewline
23 & 0.06243 & 0.526 & 0.300249 \tabularnewline
24 & -0.052167 & -0.4396 & 0.669207 \tabularnewline
25 & -0.088219 & -0.7433 & 0.770137 \tabularnewline
26 & -0.071377 & -0.6014 & 0.725267 \tabularnewline
27 & -0.02319 & -0.1954 & 0.577181 \tabularnewline
28 & -0.025679 & -0.2164 & 0.585342 \tabularnewline
29 & 0.060779 & 0.5121 & 0.305075 \tabularnewline
30 & 0.054984 & 0.4633 & 0.322282 \tabularnewline
31 & -0.01192 & -0.1004 & 0.539862 \tabularnewline
32 & -0.111236 & -0.9373 & 0.824106 \tabularnewline
33 & -0.055889 & -0.4709 & 0.680433 \tabularnewline
34 & 0.091216 & 0.7686 & 0.222341 \tabularnewline
35 & -0.107323 & -0.9043 & 0.815557 \tabularnewline
36 & 0.161375 & 1.3598 & 0.089102 \tabularnewline
37 & 0.008438 & 0.0711 & 0.471759 \tabularnewline
38 & -0.091927 & -0.7746 & 0.779423 \tabularnewline
39 & 0.000123 & 0.001 & 0.499588 \tabularnewline
40 & -0.030791 & -0.2594 & 0.601979 \tabularnewline
41 & -0.021508 & -0.1812 & 0.571647 \tabularnewline
42 & 0.061676 & 0.5197 & 0.302448 \tabularnewline
43 & -0.052623 & -0.4434 & 0.670592 \tabularnewline
44 & 0.056666 & 0.4775 & 0.317245 \tabularnewline
45 & 0.008646 & 0.0729 & 0.471064 \tabularnewline
46 & -0.10353 & -0.8724 & 0.807024 \tabularnewline
47 & 0.072297 & 0.6092 & 0.272174 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7420&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]8.4261[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]-0.108903[/C][C]-0.9176[/C][C]0.81904[/C][/ROW]
[ROW][C]2[/C][C]-0.095202[/C][C]-0.8022[/C][C]0.787438[/C][/ROW]
[ROW][C]3[/C][C]0.005652[/C][C]0.0476[/C][C]0.481075[/C][/ROW]
[ROW][C]4[/C][C]-0.215358[/C][C]-1.8146[/C][C]0.963098[/C][/ROW]
[ROW][C]5[/C][C]-0.005875[/C][C]-0.0495[/C][C]0.51967[/C][/ROW]
[ROW][C]6[/C][C]0.200053[/C][C]1.6857[/C][C]0.048124[/C][/ROW]
[ROW][C]7[/C][C]-0.00425[/C][C]-0.0358[/C][C]0.514234[/C][/ROW]
[ROW][C]8[/C][C]0.116585[/C][C]0.9824[/C][C]0.164629[/C][/ROW]
[ROW][C]9[/C][C]0.017825[/C][C]0.1502[/C][C]0.440517[/C][/ROW]
[ROW][C]10[/C][C]-0.017412[/C][C]-0.1467[/C][C]0.558114[/C][/ROW]
[ROW][C]11[/C][C]0.04402[/C][C]0.3709[/C][C]0.3559[/C][/ROW]
[ROW][C]12[/C][C]-0.302342[/C][C]-2.5476[/C][C]0.993493[/C][/ROW]
[ROW][C]13[/C][C]-0.02553[/C][C]-0.2151[/C][C]0.584854[/C][/ROW]
[ROW][C]14[/C][C]0.144313[/C][C]1.216[/C][C]0.114005[/C][/ROW]
[ROW][C]15[/C][C]0.009461[/C][C]0.0797[/C][C]0.468341[/C][/ROW]
[ROW][C]16[/C][C]0.126176[/C][C]1.0632[/C][C]0.145652[/C][/ROW]
[ROW][C]17[/C][C]-0.073929[/C][C]-0.6229[/C][C]0.732339[/C][/ROW]
[ROW][C]18[/C][C]-0.108673[/C][C]-0.9157[/C][C]0.818536[/C][/ROW]
[ROW][C]19[/C][C]-0.018354[/C][C]-0.1547[/C][C]0.561232[/C][/ROW]
[ROW][C]20[/C][C]-0.009329[/C][C]-0.0786[/C][C]0.531217[/C][/ROW]
[ROW][C]21[/C][C]0.040355[/C][C]0.34[/C][C]0.367418[/C][/ROW]
[ROW][C]22[/C][C]-0.040938[/C][C]-0.345[/C][C]0.634425[/C][/ROW]
[ROW][C]23[/C][C]0.06243[/C][C]0.526[/C][C]0.300249[/C][/ROW]
[ROW][C]24[/C][C]-0.052167[/C][C]-0.4396[/C][C]0.669207[/C][/ROW]
[ROW][C]25[/C][C]-0.088219[/C][C]-0.7433[/C][C]0.770137[/C][/ROW]
[ROW][C]26[/C][C]-0.071377[/C][C]-0.6014[/C][C]0.725267[/C][/ROW]
[ROW][C]27[/C][C]-0.02319[/C][C]-0.1954[/C][C]0.577181[/C][/ROW]
[ROW][C]28[/C][C]-0.025679[/C][C]-0.2164[/C][C]0.585342[/C][/ROW]
[ROW][C]29[/C][C]0.060779[/C][C]0.5121[/C][C]0.305075[/C][/ROW]
[ROW][C]30[/C][C]0.054984[/C][C]0.4633[/C][C]0.322282[/C][/ROW]
[ROW][C]31[/C][C]-0.01192[/C][C]-0.1004[/C][C]0.539862[/C][/ROW]
[ROW][C]32[/C][C]-0.111236[/C][C]-0.9373[/C][C]0.824106[/C][/ROW]
[ROW][C]33[/C][C]-0.055889[/C][C]-0.4709[/C][C]0.680433[/C][/ROW]
[ROW][C]34[/C][C]0.091216[/C][C]0.7686[/C][C]0.222341[/C][/ROW]
[ROW][C]35[/C][C]-0.107323[/C][C]-0.9043[/C][C]0.815557[/C][/ROW]
[ROW][C]36[/C][C]0.161375[/C][C]1.3598[/C][C]0.089102[/C][/ROW]
[ROW][C]37[/C][C]0.008438[/C][C]0.0711[/C][C]0.471759[/C][/ROW]
[ROW][C]38[/C][C]-0.091927[/C][C]-0.7746[/C][C]0.779423[/C][/ROW]
[ROW][C]39[/C][C]0.000123[/C][C]0.001[/C][C]0.499588[/C][/ROW]
[ROW][C]40[/C][C]-0.030791[/C][C]-0.2594[/C][C]0.601979[/C][/ROW]
[ROW][C]41[/C][C]-0.021508[/C][C]-0.1812[/C][C]0.571647[/C][/ROW]
[ROW][C]42[/C][C]0.061676[/C][C]0.5197[/C][C]0.302448[/C][/ROW]
[ROW][C]43[/C][C]-0.052623[/C][C]-0.4434[/C][C]0.670592[/C][/ROW]
[ROW][C]44[/C][C]0.056666[/C][C]0.4775[/C][C]0.317245[/C][/ROW]
[ROW][C]45[/C][C]0.008646[/C][C]0.0729[/C][C]0.471064[/C][/ROW]
[ROW][C]46[/C][C]-0.10353[/C][C]-0.8724[/C][C]0.807024[/C][/ROW]
[ROW][C]47[/C][C]0.072297[/C][C]0.6092[/C][C]0.272174[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7420&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7420&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	8.4261	0
1	-0.108903	-0.9176	0.81904
2	-0.095202	-0.8022	0.787438
3	0.005652	0.0476	0.481075
4	-0.215358	-1.8146	0.963098
5	-0.005875	-0.0495	0.51967
6	0.200053	1.6857	0.048124
7	-0.00425	-0.0358	0.514234
8	0.116585	0.9824	0.164629
9	0.017825	0.1502	0.440517
10	-0.017412	-0.1467	0.558114
11	0.04402	0.3709	0.3559
12	-0.302342	-2.5476	0.993493
13	-0.02553	-0.2151	0.584854
14	0.144313	1.216	0.114005
15	0.009461	0.0797	0.468341
16	0.126176	1.0632	0.145652
17	-0.073929	-0.6229	0.732339
18	-0.108673	-0.9157	0.818536
19	-0.018354	-0.1547	0.561232
20	-0.009329	-0.0786	0.531217
21	0.040355	0.34	0.367418
22	-0.040938	-0.345	0.634425
23	0.06243	0.526	0.300249
24	-0.052167	-0.4396	0.669207
25	-0.088219	-0.7433	0.770137
26	-0.071377	-0.6014	0.725267
27	-0.02319	-0.1954	0.577181
28	-0.025679	-0.2164	0.585342
29	0.060779	0.5121	0.305075
30	0.054984	0.4633	0.322282
31	-0.01192	-0.1004	0.539862
32	-0.111236	-0.9373	0.824106
33	-0.055889	-0.4709	0.680433
34	0.091216	0.7686	0.222341
35	-0.107323	-0.9043	0.815557
36	0.161375	1.3598	0.089102
37	0.008438	0.0711	0.471759
38	-0.091927	-0.7746	0.779423
39	0.000123	0.001	0.499588
40	-0.030791	-0.2594	0.601979
41	-0.021508	-0.1812	0.571647
42	0.061676	0.5197	0.302448
43	-0.052623	-0.4434	0.670592
44	0.056666	0.4775	0.317245
45	0.008646	0.0729	0.471064
46	-0.10353	-0.8724	0.807024
47	0.072297	0.6092	0.272174

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	-0.108903	-0.9176	0.81904
1	-0.108347	-0.9129	0.817819
2	-0.018062	-0.1522	0.560267
3	-0.232687	-1.9607	0.973079
4	-0.067364	-0.5676	0.713959
5	0.151453	1.2762	0.103029
6	0.02762	0.2327	0.408319
7	0.119208	1.0045	0.159284
8	0.053964	0.4547	0.325354
9	0.103565	0.8727	0.192897
10	0.095998	0.8089	0.21064
11	-0.297689	-2.5084	0.992792
12	-0.104015	-0.8764	0.808128
13	0.048095	0.4053	0.343254
14	0.013685	0.1153	0.454261
15	0.012653	0.1066	0.457697
16	-0.129712	-1.093	0.860951
17	0.044198	0.3724	0.355346
18	0.011341	0.0956	0.46207
19	0.016417	0.1383	0.445186
20	0.026447	0.2228	0.412149
21	-0.099792	-0.8409	0.798377
22	0.133809	1.1275	0.131665
23	-0.160391	-1.3515	0.909583
24	-0.162519	-1.3694	0.912407
25	-0.102492	-0.8636	0.804646
26	-0.045005	-0.3792	0.647171
27	0.019656	0.1656	0.434462
28	-0.110498	-0.9311	0.822514
29	0.047432	0.3997	0.345301
30	0.079612	0.6708	0.252254
31	-0.069752	-0.5877	0.720714
32	0.001295	0.0109	0.495661
33	0.060404	0.509	0.306174
34	-0.032431	-0.2733	0.60728
35	0.120314	1.0138	0.157064
36	-0.144927	-1.2212	0.88697
37	-0.059234	-0.4991	0.690381
38	-0.084308	-0.7104	0.760105
39	-0.025107	-0.2116	0.583471
40	0.021748	0.1833	0.427561
41	-0.051454	-0.4336	0.667039
42	-0.000474	-0.004	0.501587
43	-0.003305	-0.0279	0.511071
44	-0.010604	-0.0893	0.535472
45	-0.034163	-0.2879	0.612853
46	-0.01052	-0.0886	0.535192
47	-0.038511	-0.3245	0.626743

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & -0.108903 & -0.9176 & 0.81904 \tabularnewline
1 & -0.108347 & -0.9129 & 0.817819 \tabularnewline
2 & -0.018062 & -0.1522 & 0.560267 \tabularnewline
3 & -0.232687 & -1.9607 & 0.973079 \tabularnewline
4 & -0.067364 & -0.5676 & 0.713959 \tabularnewline
5 & 0.151453 & 1.2762 & 0.103029 \tabularnewline
6 & 0.02762 & 0.2327 & 0.408319 \tabularnewline
7 & 0.119208 & 1.0045 & 0.159284 \tabularnewline
8 & 0.053964 & 0.4547 & 0.325354 \tabularnewline
9 & 0.103565 & 0.8727 & 0.192897 \tabularnewline
10 & 0.095998 & 0.8089 & 0.21064 \tabularnewline
11 & -0.297689 & -2.5084 & 0.992792 \tabularnewline
12 & -0.104015 & -0.8764 & 0.808128 \tabularnewline
13 & 0.048095 & 0.4053 & 0.343254 \tabularnewline
14 & 0.013685 & 0.1153 & 0.454261 \tabularnewline
15 & 0.012653 & 0.1066 & 0.457697 \tabularnewline
16 & -0.129712 & -1.093 & 0.860951 \tabularnewline
17 & 0.044198 & 0.3724 & 0.355346 \tabularnewline
18 & 0.011341 & 0.0956 & 0.46207 \tabularnewline
19 & 0.016417 & 0.1383 & 0.445186 \tabularnewline
20 & 0.026447 & 0.2228 & 0.412149 \tabularnewline
21 & -0.099792 & -0.8409 & 0.798377 \tabularnewline
22 & 0.133809 & 1.1275 & 0.131665 \tabularnewline
23 & -0.160391 & -1.3515 & 0.909583 \tabularnewline
24 & -0.162519 & -1.3694 & 0.912407 \tabularnewline
25 & -0.102492 & -0.8636 & 0.804646 \tabularnewline
26 & -0.045005 & -0.3792 & 0.647171 \tabularnewline
27 & 0.019656 & 0.1656 & 0.434462 \tabularnewline
28 & -0.110498 & -0.9311 & 0.822514 \tabularnewline
29 & 0.047432 & 0.3997 & 0.345301 \tabularnewline
30 & 0.079612 & 0.6708 & 0.252254 \tabularnewline
31 & -0.069752 & -0.5877 & 0.720714 \tabularnewline
32 & 0.001295 & 0.0109 & 0.495661 \tabularnewline
33 & 0.060404 & 0.509 & 0.306174 \tabularnewline
34 & -0.032431 & -0.2733 & 0.60728 \tabularnewline
35 & 0.120314 & 1.0138 & 0.157064 \tabularnewline
36 & -0.144927 & -1.2212 & 0.88697 \tabularnewline
37 & -0.059234 & -0.4991 & 0.690381 \tabularnewline
38 & -0.084308 & -0.7104 & 0.760105 \tabularnewline
39 & -0.025107 & -0.2116 & 0.583471 \tabularnewline
40 & 0.021748 & 0.1833 & 0.427561 \tabularnewline
41 & -0.051454 & -0.4336 & 0.667039 \tabularnewline
42 & -0.000474 & -0.004 & 0.501587 \tabularnewline
43 & -0.003305 & -0.0279 & 0.511071 \tabularnewline
44 & -0.010604 & -0.0893 & 0.535472 \tabularnewline
45 & -0.034163 & -0.2879 & 0.612853 \tabularnewline
46 & -0.01052 & -0.0886 & 0.535192 \tabularnewline
47 & -0.038511 & -0.3245 & 0.626743 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7420&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]-0.108903[/C][C]-0.9176[/C][C]0.81904[/C][/ROW]
[ROW][C]1[/C][C]-0.108347[/C][C]-0.9129[/C][C]0.817819[/C][/ROW]
[ROW][C]2[/C][C]-0.018062[/C][C]-0.1522[/C][C]0.560267[/C][/ROW]
[ROW][C]3[/C][C]-0.232687[/C][C]-1.9607[/C][C]0.973079[/C][/ROW]
[ROW][C]4[/C][C]-0.067364[/C][C]-0.5676[/C][C]0.713959[/C][/ROW]
[ROW][C]5[/C][C]0.151453[/C][C]1.2762[/C][C]0.103029[/C][/ROW]
[ROW][C]6[/C][C]0.02762[/C][C]0.2327[/C][C]0.408319[/C][/ROW]
[ROW][C]7[/C][C]0.119208[/C][C]1.0045[/C][C]0.159284[/C][/ROW]
[ROW][C]8[/C][C]0.053964[/C][C]0.4547[/C][C]0.325354[/C][/ROW]
[ROW][C]9[/C][C]0.103565[/C][C]0.8727[/C][C]0.192897[/C][/ROW]
[ROW][C]10[/C][C]0.095998[/C][C]0.8089[/C][C]0.21064[/C][/ROW]
[ROW][C]11[/C][C]-0.297689[/C][C]-2.5084[/C][C]0.992792[/C][/ROW]
[ROW][C]12[/C][C]-0.104015[/C][C]-0.8764[/C][C]0.808128[/C][/ROW]
[ROW][C]13[/C][C]0.048095[/C][C]0.4053[/C][C]0.343254[/C][/ROW]
[ROW][C]14[/C][C]0.013685[/C][C]0.1153[/C][C]0.454261[/C][/ROW]
[ROW][C]15[/C][C]0.012653[/C][C]0.1066[/C][C]0.457697[/C][/ROW]
[ROW][C]16[/C][C]-0.129712[/C][C]-1.093[/C][C]0.860951[/C][/ROW]
[ROW][C]17[/C][C]0.044198[/C][C]0.3724[/C][C]0.355346[/C][/ROW]
[ROW][C]18[/C][C]0.011341[/C][C]0.0956[/C][C]0.46207[/C][/ROW]
[ROW][C]19[/C][C]0.016417[/C][C]0.1383[/C][C]0.445186[/C][/ROW]
[ROW][C]20[/C][C]0.026447[/C][C]0.2228[/C][C]0.412149[/C][/ROW]
[ROW][C]21[/C][C]-0.099792[/C][C]-0.8409[/C][C]0.798377[/C][/ROW]
[ROW][C]22[/C][C]0.133809[/C][C]1.1275[/C][C]0.131665[/C][/ROW]
[ROW][C]23[/C][C]-0.160391[/C][C]-1.3515[/C][C]0.909583[/C][/ROW]
[ROW][C]24[/C][C]-0.162519[/C][C]-1.3694[/C][C]0.912407[/C][/ROW]
[ROW][C]25[/C][C]-0.102492[/C][C]-0.8636[/C][C]0.804646[/C][/ROW]
[ROW][C]26[/C][C]-0.045005[/C][C]-0.3792[/C][C]0.647171[/C][/ROW]
[ROW][C]27[/C][C]0.019656[/C][C]0.1656[/C][C]0.434462[/C][/ROW]
[ROW][C]28[/C][C]-0.110498[/C][C]-0.9311[/C][C]0.822514[/C][/ROW]
[ROW][C]29[/C][C]0.047432[/C][C]0.3997[/C][C]0.345301[/C][/ROW]
[ROW][C]30[/C][C]0.079612[/C][C]0.6708[/C][C]0.252254[/C][/ROW]
[ROW][C]31[/C][C]-0.069752[/C][C]-0.5877[/C][C]0.720714[/C][/ROW]
[ROW][C]32[/C][C]0.001295[/C][C]0.0109[/C][C]0.495661[/C][/ROW]
[ROW][C]33[/C][C]0.060404[/C][C]0.509[/C][C]0.306174[/C][/ROW]
[ROW][C]34[/C][C]-0.032431[/C][C]-0.2733[/C][C]0.60728[/C][/ROW]
[ROW][C]35[/C][C]0.120314[/C][C]1.0138[/C][C]0.157064[/C][/ROW]
[ROW][C]36[/C][C]-0.144927[/C][C]-1.2212[/C][C]0.88697[/C][/ROW]
[ROW][C]37[/C][C]-0.059234[/C][C]-0.4991[/C][C]0.690381[/C][/ROW]
[ROW][C]38[/C][C]-0.084308[/C][C]-0.7104[/C][C]0.760105[/C][/ROW]
[ROW][C]39[/C][C]-0.025107[/C][C]-0.2116[/C][C]0.583471[/C][/ROW]
[ROW][C]40[/C][C]0.021748[/C][C]0.1833[/C][C]0.427561[/C][/ROW]
[ROW][C]41[/C][C]-0.051454[/C][C]-0.4336[/C][C]0.667039[/C][/ROW]
[ROW][C]42[/C][C]-0.000474[/C][C]-0.004[/C][C]0.501587[/C][/ROW]
[ROW][C]43[/C][C]-0.003305[/C][C]-0.0279[/C][C]0.511071[/C][/ROW]
[ROW][C]44[/C][C]-0.010604[/C][C]-0.0893[/C][C]0.535472[/C][/ROW]
[ROW][C]45[/C][C]-0.034163[/C][C]-0.2879[/C][C]0.612853[/C][/ROW]
[ROW][C]46[/C][C]-0.01052[/C][C]-0.0886[/C][C]0.535192[/C][/ROW]
[ROW][C]47[/C][C]-0.038511[/C][C]-0.3245[/C][C]0.626743[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7420&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7420&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	-0.108903	-0.9176	0.81904
1	-0.108347	-0.9129	0.817819
2	-0.018062	-0.1522	0.560267
3	-0.232687	-1.9607	0.973079
4	-0.067364	-0.5676	0.713959
5	0.151453	1.2762	0.103029
6	0.02762	0.2327	0.408319
7	0.119208	1.0045	0.159284
8	0.053964	0.4547	0.325354
9	0.103565	0.8727	0.192897
10	0.095998	0.8089	0.21064
11	-0.297689	-2.5084	0.992792
12	-0.104015	-0.8764	0.808128
13	0.048095	0.4053	0.343254
14	0.013685	0.1153	0.454261
15	0.012653	0.1066	0.457697
16	-0.129712	-1.093	0.860951
17	0.044198	0.3724	0.355346
18	0.011341	0.0956	0.46207
19	0.016417	0.1383	0.445186
20	0.026447	0.2228	0.412149
21	-0.099792	-0.8409	0.798377
22	0.133809	1.1275	0.131665
23	-0.160391	-1.3515	0.909583
24	-0.162519	-1.3694	0.912407
25	-0.102492	-0.8636	0.804646
26	-0.045005	-0.3792	0.647171
27	0.019656	0.1656	0.434462
28	-0.110498	-0.9311	0.822514
29	0.047432	0.3997	0.345301
30	0.079612	0.6708	0.252254
31	-0.069752	-0.5877	0.720714
32	0.001295	0.0109	0.495661
33	0.060404	0.509	0.306174
34	-0.032431	-0.2733	0.60728
35	0.120314	1.0138	0.157064
36	-0.144927	-1.2212	0.88697
37	-0.059234	-0.4991	0.690381
38	-0.084308	-0.7104	0.760105
39	-0.025107	-0.2116	0.583471
40	0.021748	0.1833	0.427561
41	-0.051454	-0.4336	0.667039
42	-0.000474	-0.004	0.501587
43	-0.003305	-0.0279	0.511071
44	-0.010604	-0.0893	0.535472
45	-0.034163	-0.2879	0.612853
46	-0.01052	-0.0886	0.535192
47	-0.038511	-0.3245	0.626743

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 = 0 ; par5 = 12 ;

Parameters (R input):

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