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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 08:50:27 -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/t1196350794rytaq2px4trrcfy.htm/, Retrieved Fri, 03 May 2024 11:40:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7524, Retrieved Fri, 03 May 2024 11:40:59 +0000

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User-defined keywords

Estimated Impact

160

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-       [(Partial) Autocorrelation Function] [Q2_T2] [2007-11-29 15:50:27] [031886dbad66702fa31ca1c4d15fdd0f] [Current]

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Dataseries X:

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5,35
5,3
5,05
4,94
4,94
4,84
5
5,2
5,14
5,16
4,96
4,97
4,76
4,61
4,85
4,94
5
5,24
5,24
5,25
5,11
4,96
4,68
4,49
4,58
4,58
4,41
4,23
4,01
4,09
4,23
3,91
3,7
4
4,16
4,23
4,29
4,41
4,34
4,2
4,15
3,99
4,19
4,33
4,39
4,28
4,12
4,09
3,97
3,85
3,64
3,58
3,59
3,76
3,55
3,37
3,2
3,26
3,3
3,13
3,29
3,49
3,38
3,34
3,5
3,68
3,94
4,01
4,01
4,03
3,9
3,77
3,81
3,74
3,8
4,06
4,1
3,99
4,2
4,33
4,61
4,59
4,39
4,35
4,4

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	'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 & 2 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=7524&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7524&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7524&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
0	1	9.1652	0
1	0.269211	2.4674	0.007821
2	-0.113826	-1.0432	0.850083
3	-0.010162	-0.0931	0.53699
4	-0.03713	-0.3403	0.632761
5	-0.022831	-0.2092	0.582619
6	-0.105648	-0.9683	0.832158
7	-0.10977	-1.0061	0.841362
8	0.083777	0.7678	0.222372
9	0.14307	1.3113	0.096672
10	0.089875	0.8237	0.206217
11	-0.067853	-0.6219	0.732147
12	-0.170393	-1.5617	0.938938
13	-0.045209	-0.4143	0.660162
14	-0.023854	-0.2186	0.586263
15	-0.067477	-0.6184	0.73102
16	-0.106671	-0.9777	0.834475
17	-0.059819	-0.5483	0.707514
18	0.174542	1.5997	0.056709
19	0.15852	1.4529	0.074994
20	-0.014793	-0.1356	0.553761
21	-0.158305	-1.4509	0.924732
22	-0.041415	-0.3796	0.647391
23	0.161512	1.4803	0.07127
24	0.003419	0.0313	0.487537
25	-0.108505	-0.9945	0.838573
26	0.015406	0.1412	0.444026
27	0.170763	1.5651	0.060663
28	0.161251	1.4779	0.071588
29	-0.008893	-0.0815	0.532383
30	-0.067646	-0.62	0.731526
31	0.019344	0.1773	0.429855
32	-0.018122	-0.1661	0.565757
33	-0.030509	-0.2796	0.60977
34	-0.120201	-1.1017	0.863122
35	-0.064698	-0.593	0.7226
36	0.142522	1.3062	0.097519
37	0.016004	0.1467	0.441867
38	-0.051041	-0.4678	0.679429
39	-0.097456	-0.8932	0.812849
40	-0.1359	-1.2455	0.891802
41	-0.048519	-0.4447	0.671156
42	0.034627	0.3174	0.37588
43	-0.005386	-0.0494	0.519625
44	-0.009737	-0.0892	0.535449
45	0.037871	0.3471	0.364695
46	0.103731	0.9507	0.172239
47	0.016089	0.1475	0.441562

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.1652 & 0 \tabularnewline
1 & 0.269211 & 2.4674 & 0.007821 \tabularnewline
2 & -0.113826 & -1.0432 & 0.850083 \tabularnewline
3 & -0.010162 & -0.0931 & 0.53699 \tabularnewline
4 & -0.03713 & -0.3403 & 0.632761 \tabularnewline
5 & -0.022831 & -0.2092 & 0.582619 \tabularnewline
6 & -0.105648 & -0.9683 & 0.832158 \tabularnewline
7 & -0.10977 & -1.0061 & 0.841362 \tabularnewline
8 & 0.083777 & 0.7678 & 0.222372 \tabularnewline
9 & 0.14307 & 1.3113 & 0.096672 \tabularnewline
10 & 0.089875 & 0.8237 & 0.206217 \tabularnewline
11 & -0.067853 & -0.6219 & 0.732147 \tabularnewline
12 & -0.170393 & -1.5617 & 0.938938 \tabularnewline
13 & -0.045209 & -0.4143 & 0.660162 \tabularnewline
14 & -0.023854 & -0.2186 & 0.586263 \tabularnewline
15 & -0.067477 & -0.6184 & 0.73102 \tabularnewline
16 & -0.106671 & -0.9777 & 0.834475 \tabularnewline
17 & -0.059819 & -0.5483 & 0.707514 \tabularnewline
18 & 0.174542 & 1.5997 & 0.056709 \tabularnewline
19 & 0.15852 & 1.4529 & 0.074994 \tabularnewline
20 & -0.014793 & -0.1356 & 0.553761 \tabularnewline
21 & -0.158305 & -1.4509 & 0.924732 \tabularnewline
22 & -0.041415 & -0.3796 & 0.647391 \tabularnewline
23 & 0.161512 & 1.4803 & 0.07127 \tabularnewline
24 & 0.003419 & 0.0313 & 0.487537 \tabularnewline
25 & -0.108505 & -0.9945 & 0.838573 \tabularnewline
26 & 0.015406 & 0.1412 & 0.444026 \tabularnewline
27 & 0.170763 & 1.5651 & 0.060663 \tabularnewline
28 & 0.161251 & 1.4779 & 0.071588 \tabularnewline
29 & -0.008893 & -0.0815 & 0.532383 \tabularnewline
30 & -0.067646 & -0.62 & 0.731526 \tabularnewline
31 & 0.019344 & 0.1773 & 0.429855 \tabularnewline
32 & -0.018122 & -0.1661 & 0.565757 \tabularnewline
33 & -0.030509 & -0.2796 & 0.60977 \tabularnewline
34 & -0.120201 & -1.1017 & 0.863122 \tabularnewline
35 & -0.064698 & -0.593 & 0.7226 \tabularnewline
36 & 0.142522 & 1.3062 & 0.097519 \tabularnewline
37 & 0.016004 & 0.1467 & 0.441867 \tabularnewline
38 & -0.051041 & -0.4678 & 0.679429 \tabularnewline
39 & -0.097456 & -0.8932 & 0.812849 \tabularnewline
40 & -0.1359 & -1.2455 & 0.891802 \tabularnewline
41 & -0.048519 & -0.4447 & 0.671156 \tabularnewline
42 & 0.034627 & 0.3174 & 0.37588 \tabularnewline
43 & -0.005386 & -0.0494 & 0.519625 \tabularnewline
44 & -0.009737 & -0.0892 & 0.535449 \tabularnewline
45 & 0.037871 & 0.3471 & 0.364695 \tabularnewline
46 & 0.103731 & 0.9507 & 0.172239 \tabularnewline
47 & 0.016089 & 0.1475 & 0.441562 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7524&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]9.1652[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.269211[/C][C]2.4674[/C][C]0.007821[/C][/ROW]
[ROW][C]2[/C][C]-0.113826[/C][C]-1.0432[/C][C]0.850083[/C][/ROW]
[ROW][C]3[/C][C]-0.010162[/C][C]-0.0931[/C][C]0.53699[/C][/ROW]
[ROW][C]4[/C][C]-0.03713[/C][C]-0.3403[/C][C]0.632761[/C][/ROW]
[ROW][C]5[/C][C]-0.022831[/C][C]-0.2092[/C][C]0.582619[/C][/ROW]
[ROW][C]6[/C][C]-0.105648[/C][C]-0.9683[/C][C]0.832158[/C][/ROW]
[ROW][C]7[/C][C]-0.10977[/C][C]-1.0061[/C][C]0.841362[/C][/ROW]
[ROW][C]8[/C][C]0.083777[/C][C]0.7678[/C][C]0.222372[/C][/ROW]
[ROW][C]9[/C][C]0.14307[/C][C]1.3113[/C][C]0.096672[/C][/ROW]
[ROW][C]10[/C][C]0.089875[/C][C]0.8237[/C][C]0.206217[/C][/ROW]
[ROW][C]11[/C][C]-0.067853[/C][C]-0.6219[/C][C]0.732147[/C][/ROW]
[ROW][C]12[/C][C]-0.170393[/C][C]-1.5617[/C][C]0.938938[/C][/ROW]
[ROW][C]13[/C][C]-0.045209[/C][C]-0.4143[/C][C]0.660162[/C][/ROW]
[ROW][C]14[/C][C]-0.023854[/C][C]-0.2186[/C][C]0.586263[/C][/ROW]
[ROW][C]15[/C][C]-0.067477[/C][C]-0.6184[/C][C]0.73102[/C][/ROW]
[ROW][C]16[/C][C]-0.106671[/C][C]-0.9777[/C][C]0.834475[/C][/ROW]
[ROW][C]17[/C][C]-0.059819[/C][C]-0.5483[/C][C]0.707514[/C][/ROW]
[ROW][C]18[/C][C]0.174542[/C][C]1.5997[/C][C]0.056709[/C][/ROW]
[ROW][C]19[/C][C]0.15852[/C][C]1.4529[/C][C]0.074994[/C][/ROW]
[ROW][C]20[/C][C]-0.014793[/C][C]-0.1356[/C][C]0.553761[/C][/ROW]
[ROW][C]21[/C][C]-0.158305[/C][C]-1.4509[/C][C]0.924732[/C][/ROW]
[ROW][C]22[/C][C]-0.041415[/C][C]-0.3796[/C][C]0.647391[/C][/ROW]
[ROW][C]23[/C][C]0.161512[/C][C]1.4803[/C][C]0.07127[/C][/ROW]
[ROW][C]24[/C][C]0.003419[/C][C]0.0313[/C][C]0.487537[/C][/ROW]
[ROW][C]25[/C][C]-0.108505[/C][C]-0.9945[/C][C]0.838573[/C][/ROW]
[ROW][C]26[/C][C]0.015406[/C][C]0.1412[/C][C]0.444026[/C][/ROW]
[ROW][C]27[/C][C]0.170763[/C][C]1.5651[/C][C]0.060663[/C][/ROW]
[ROW][C]28[/C][C]0.161251[/C][C]1.4779[/C][C]0.071588[/C][/ROW]
[ROW][C]29[/C][C]-0.008893[/C][C]-0.0815[/C][C]0.532383[/C][/ROW]
[ROW][C]30[/C][C]-0.067646[/C][C]-0.62[/C][C]0.731526[/C][/ROW]
[ROW][C]31[/C][C]0.019344[/C][C]0.1773[/C][C]0.429855[/C][/ROW]
[ROW][C]32[/C][C]-0.018122[/C][C]-0.1661[/C][C]0.565757[/C][/ROW]
[ROW][C]33[/C][C]-0.030509[/C][C]-0.2796[/C][C]0.60977[/C][/ROW]
[ROW][C]34[/C][C]-0.120201[/C][C]-1.1017[/C][C]0.863122[/C][/ROW]
[ROW][C]35[/C][C]-0.064698[/C][C]-0.593[/C][C]0.7226[/C][/ROW]
[ROW][C]36[/C][C]0.142522[/C][C]1.3062[/C][C]0.097519[/C][/ROW]
[ROW][C]37[/C][C]0.016004[/C][C]0.1467[/C][C]0.441867[/C][/ROW]
[ROW][C]38[/C][C]-0.051041[/C][C]-0.4678[/C][C]0.679429[/C][/ROW]
[ROW][C]39[/C][C]-0.097456[/C][C]-0.8932[/C][C]0.812849[/C][/ROW]
[ROW][C]40[/C][C]-0.1359[/C][C]-1.2455[/C][C]0.891802[/C][/ROW]
[ROW][C]41[/C][C]-0.048519[/C][C]-0.4447[/C][C]0.671156[/C][/ROW]
[ROW][C]42[/C][C]0.034627[/C][C]0.3174[/C][C]0.37588[/C][/ROW]
[ROW][C]43[/C][C]-0.005386[/C][C]-0.0494[/C][C]0.519625[/C][/ROW]
[ROW][C]44[/C][C]-0.009737[/C][C]-0.0892[/C][C]0.535449[/C][/ROW]
[ROW][C]45[/C][C]0.037871[/C][C]0.3471[/C][C]0.364695[/C][/ROW]
[ROW][C]46[/C][C]0.103731[/C][C]0.9507[/C][C]0.172239[/C][/ROW]
[ROW][C]47[/C][C]0.016089[/C][C]0.1475[/C][C]0.441562[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7524&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7524&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	9.1652	0
1	0.269211	2.4674	0.007821
2	-0.113826	-1.0432	0.850083
3	-0.010162	-0.0931	0.53699
4	-0.03713	-0.3403	0.632761
5	-0.022831	-0.2092	0.582619
6	-0.105648	-0.9683	0.832158
7	-0.10977	-1.0061	0.841362
8	0.083777	0.7678	0.222372
9	0.14307	1.3113	0.096672
10	0.089875	0.8237	0.206217
11	-0.067853	-0.6219	0.732147
12	-0.170393	-1.5617	0.938938
13	-0.045209	-0.4143	0.660162
14	-0.023854	-0.2186	0.586263
15	-0.067477	-0.6184	0.73102
16	-0.106671	-0.9777	0.834475
17	-0.059819	-0.5483	0.707514
18	0.174542	1.5997	0.056709
19	0.15852	1.4529	0.074994
20	-0.014793	-0.1356	0.553761
21	-0.158305	-1.4509	0.924732
22	-0.041415	-0.3796	0.647391
23	0.161512	1.4803	0.07127
24	0.003419	0.0313	0.487537
25	-0.108505	-0.9945	0.838573
26	0.015406	0.1412	0.444026
27	0.170763	1.5651	0.060663
28	0.161251	1.4779	0.071588
29	-0.008893	-0.0815	0.532383
30	-0.067646	-0.62	0.731526
31	0.019344	0.1773	0.429855
32	-0.018122	-0.1661	0.565757
33	-0.030509	-0.2796	0.60977
34	-0.120201	-1.1017	0.863122
35	-0.064698	-0.593	0.7226
36	0.142522	1.3062	0.097519
37	0.016004	0.1467	0.441867
38	-0.051041	-0.4678	0.679429
39	-0.097456	-0.8932	0.812849
40	-0.1359	-1.2455	0.891802
41	-0.048519	-0.4447	0.671156
42	0.034627	0.3174	0.37588
43	-0.005386	-0.0494	0.519625
44	-0.009737	-0.0892	0.535449
45	0.037871	0.3471	0.364695
46	0.103731	0.9507	0.172239
47	0.016089	0.1475	0.441562

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.269211	2.4674	0.007821
1	-0.200858	-1.8409	0.965416
2	0.090674	0.831	0.204153
3	-0.095459	-0.8749	0.807937
4	0.031253	0.2864	0.387623
5	-0.144507	-1.3244	0.905524
6	-0.030147	-0.2763	0.608503
7	0.100566	0.9217	0.179662
8	0.075057	0.6879	0.246703
9	0.057409	0.5262	0.300081
10	-0.112432	-1.0305	0.847123
11	-0.117653	-1.0783	0.858008
12	0.004199	0.0385	0.484695
13	-0.040981	-0.3756	0.645918
14	-0.01075	-0.0985	0.539124
15	-0.101497	-0.9302	0.822543
16	-0.033875	-0.3105	0.621514
17	0.140289	1.2858	0.101029
18	0.031851	0.2919	0.385535
19	0.00234	0.0214	0.491469
20	-0.160185	-1.4681	0.927097
21	0.063645	0.5833	0.280622
22	0.126459	1.159	0.124867
23	-0.057267	-0.5249	0.699469
24	-0.010589	-0.097	0.538541
25	0.005899	0.0541	0.478506
26	0.126298	1.1575	0.125166
27	0.022527	0.2065	0.418463
28	-0.016035	-0.147	0.558243
29	0.034947	0.3203	0.374769
30	0.027253	0.2498	0.401685
31	-0.064981	-0.5956	0.723465
32	-0.010273	-0.0942	0.537396
33	-0.085014	-0.7792	0.780965
34	0.077271	0.7082	0.24039
35	0.06651	0.6096	0.271896
36	-0.143058	-1.3111	0.903309
37	-0.008501	-0.0779	0.530957
38	-0.052766	-0.4836	0.68504
39	-0.014821	-0.1358	0.553861
40	-0.102887	-0.943	0.8258
41	0.064889	0.5947	0.276815
42	0.032191	0.295	0.384348
43	0.037709	0.3456	0.365249
44	-0.050705	-0.4647	0.678333
45	-0.029528	-0.2706	0.606329
46	0.003935	0.0361	0.48566
47	0.017652	0.1618	0.435933

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.269211 & 2.4674 & 0.007821 \tabularnewline
1 & -0.200858 & -1.8409 & 0.965416 \tabularnewline
2 & 0.090674 & 0.831 & 0.204153 \tabularnewline
3 & -0.095459 & -0.8749 & 0.807937 \tabularnewline
4 & 0.031253 & 0.2864 & 0.387623 \tabularnewline
5 & -0.144507 & -1.3244 & 0.905524 \tabularnewline
6 & -0.030147 & -0.2763 & 0.608503 \tabularnewline
7 & 0.100566 & 0.9217 & 0.179662 \tabularnewline
8 & 0.075057 & 0.6879 & 0.246703 \tabularnewline
9 & 0.057409 & 0.5262 & 0.300081 \tabularnewline
10 & -0.112432 & -1.0305 & 0.847123 \tabularnewline
11 & -0.117653 & -1.0783 & 0.858008 \tabularnewline
12 & 0.004199 & 0.0385 & 0.484695 \tabularnewline
13 & -0.040981 & -0.3756 & 0.645918 \tabularnewline
14 & -0.01075 & -0.0985 & 0.539124 \tabularnewline
15 & -0.101497 & -0.9302 & 0.822543 \tabularnewline
16 & -0.033875 & -0.3105 & 0.621514 \tabularnewline
17 & 0.140289 & 1.2858 & 0.101029 \tabularnewline
18 & 0.031851 & 0.2919 & 0.385535 \tabularnewline
19 & 0.00234 & 0.0214 & 0.491469 \tabularnewline
20 & -0.160185 & -1.4681 & 0.927097 \tabularnewline
21 & 0.063645 & 0.5833 & 0.280622 \tabularnewline
22 & 0.126459 & 1.159 & 0.124867 \tabularnewline
23 & -0.057267 & -0.5249 & 0.699469 \tabularnewline
24 & -0.010589 & -0.097 & 0.538541 \tabularnewline
25 & 0.005899 & 0.0541 & 0.478506 \tabularnewline
26 & 0.126298 & 1.1575 & 0.125166 \tabularnewline
27 & 0.022527 & 0.2065 & 0.418463 \tabularnewline
28 & -0.016035 & -0.147 & 0.558243 \tabularnewline
29 & 0.034947 & 0.3203 & 0.374769 \tabularnewline
30 & 0.027253 & 0.2498 & 0.401685 \tabularnewline
31 & -0.064981 & -0.5956 & 0.723465 \tabularnewline
32 & -0.010273 & -0.0942 & 0.537396 \tabularnewline
33 & -0.085014 & -0.7792 & 0.780965 \tabularnewline
34 & 0.077271 & 0.7082 & 0.24039 \tabularnewline
35 & 0.06651 & 0.6096 & 0.271896 \tabularnewline
36 & -0.143058 & -1.3111 & 0.903309 \tabularnewline
37 & -0.008501 & -0.0779 & 0.530957 \tabularnewline
38 & -0.052766 & -0.4836 & 0.68504 \tabularnewline
39 & -0.014821 & -0.1358 & 0.553861 \tabularnewline
40 & -0.102887 & -0.943 & 0.8258 \tabularnewline
41 & 0.064889 & 0.5947 & 0.276815 \tabularnewline
42 & 0.032191 & 0.295 & 0.384348 \tabularnewline
43 & 0.037709 & 0.3456 & 0.365249 \tabularnewline
44 & -0.050705 & -0.4647 & 0.678333 \tabularnewline
45 & -0.029528 & -0.2706 & 0.606329 \tabularnewline
46 & 0.003935 & 0.0361 & 0.48566 \tabularnewline
47 & 0.017652 & 0.1618 & 0.435933 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7524&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]0.269211[/C][C]2.4674[/C][C]0.007821[/C][/ROW]
[ROW][C]1[/C][C]-0.200858[/C][C]-1.8409[/C][C]0.965416[/C][/ROW]
[ROW][C]2[/C][C]0.090674[/C][C]0.831[/C][C]0.204153[/C][/ROW]
[ROW][C]3[/C][C]-0.095459[/C][C]-0.8749[/C][C]0.807937[/C][/ROW]
[ROW][C]4[/C][C]0.031253[/C][C]0.2864[/C][C]0.387623[/C][/ROW]
[ROW][C]5[/C][C]-0.144507[/C][C]-1.3244[/C][C]0.905524[/C][/ROW]
[ROW][C]6[/C][C]-0.030147[/C][C]-0.2763[/C][C]0.608503[/C][/ROW]
[ROW][C]7[/C][C]0.100566[/C][C]0.9217[/C][C]0.179662[/C][/ROW]
[ROW][C]8[/C][C]0.075057[/C][C]0.6879[/C][C]0.246703[/C][/ROW]
[ROW][C]9[/C][C]0.057409[/C][C]0.5262[/C][C]0.300081[/C][/ROW]
[ROW][C]10[/C][C]-0.112432[/C][C]-1.0305[/C][C]0.847123[/C][/ROW]
[ROW][C]11[/C][C]-0.117653[/C][C]-1.0783[/C][C]0.858008[/C][/ROW]
[ROW][C]12[/C][C]0.004199[/C][C]0.0385[/C][C]0.484695[/C][/ROW]
[ROW][C]13[/C][C]-0.040981[/C][C]-0.3756[/C][C]0.645918[/C][/ROW]
[ROW][C]14[/C][C]-0.01075[/C][C]-0.0985[/C][C]0.539124[/C][/ROW]
[ROW][C]15[/C][C]-0.101497[/C][C]-0.9302[/C][C]0.822543[/C][/ROW]
[ROW][C]16[/C][C]-0.033875[/C][C]-0.3105[/C][C]0.621514[/C][/ROW]
[ROW][C]17[/C][C]0.140289[/C][C]1.2858[/C][C]0.101029[/C][/ROW]
[ROW][C]18[/C][C]0.031851[/C][C]0.2919[/C][C]0.385535[/C][/ROW]
[ROW][C]19[/C][C]0.00234[/C][C]0.0214[/C][C]0.491469[/C][/ROW]
[ROW][C]20[/C][C]-0.160185[/C][C]-1.4681[/C][C]0.927097[/C][/ROW]
[ROW][C]21[/C][C]0.063645[/C][C]0.5833[/C][C]0.280622[/C][/ROW]
[ROW][C]22[/C][C]0.126459[/C][C]1.159[/C][C]0.124867[/C][/ROW]
[ROW][C]23[/C][C]-0.057267[/C][C]-0.5249[/C][C]0.699469[/C][/ROW]
[ROW][C]24[/C][C]-0.010589[/C][C]-0.097[/C][C]0.538541[/C][/ROW]
[ROW][C]25[/C][C]0.005899[/C][C]0.0541[/C][C]0.478506[/C][/ROW]
[ROW][C]26[/C][C]0.126298[/C][C]1.1575[/C][C]0.125166[/C][/ROW]
[ROW][C]27[/C][C]0.022527[/C][C]0.2065[/C][C]0.418463[/C][/ROW]
[ROW][C]28[/C][C]-0.016035[/C][C]-0.147[/C][C]0.558243[/C][/ROW]
[ROW][C]29[/C][C]0.034947[/C][C]0.3203[/C][C]0.374769[/C][/ROW]
[ROW][C]30[/C][C]0.027253[/C][C]0.2498[/C][C]0.401685[/C][/ROW]
[ROW][C]31[/C][C]-0.064981[/C][C]-0.5956[/C][C]0.723465[/C][/ROW]
[ROW][C]32[/C][C]-0.010273[/C][C]-0.0942[/C][C]0.537396[/C][/ROW]
[ROW][C]33[/C][C]-0.085014[/C][C]-0.7792[/C][C]0.780965[/C][/ROW]
[ROW][C]34[/C][C]0.077271[/C][C]0.7082[/C][C]0.24039[/C][/ROW]
[ROW][C]35[/C][C]0.06651[/C][C]0.6096[/C][C]0.271896[/C][/ROW]
[ROW][C]36[/C][C]-0.143058[/C][C]-1.3111[/C][C]0.903309[/C][/ROW]
[ROW][C]37[/C][C]-0.008501[/C][C]-0.0779[/C][C]0.530957[/C][/ROW]
[ROW][C]38[/C][C]-0.052766[/C][C]-0.4836[/C][C]0.68504[/C][/ROW]
[ROW][C]39[/C][C]-0.014821[/C][C]-0.1358[/C][C]0.553861[/C][/ROW]
[ROW][C]40[/C][C]-0.102887[/C][C]-0.943[/C][C]0.8258[/C][/ROW]
[ROW][C]41[/C][C]0.064889[/C][C]0.5947[/C][C]0.276815[/C][/ROW]
[ROW][C]42[/C][C]0.032191[/C][C]0.295[/C][C]0.384348[/C][/ROW]
[ROW][C]43[/C][C]0.037709[/C][C]0.3456[/C][C]0.365249[/C][/ROW]
[ROW][C]44[/C][C]-0.050705[/C][C]-0.4647[/C][C]0.678333[/C][/ROW]
[ROW][C]45[/C][C]-0.029528[/C][C]-0.2706[/C][C]0.606329[/C][/ROW]
[ROW][C]46[/C][C]0.003935[/C][C]0.0361[/C][C]0.48566[/C][/ROW]
[ROW][C]47[/C][C]0.017652[/C][C]0.1618[/C][C]0.435933[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7524&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7524&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	0.269211	2.4674	0.007821
1	-0.200858	-1.8409	0.965416
2	0.090674	0.831	0.204153
3	-0.095459	-0.8749	0.807937
4	0.031253	0.2864	0.387623
5	-0.144507	-1.3244	0.905524
6	-0.030147	-0.2763	0.608503
7	0.100566	0.9217	0.179662
8	0.075057	0.6879	0.246703
9	0.057409	0.5262	0.300081
10	-0.112432	-1.0305	0.847123
11	-0.117653	-1.0783	0.858008
12	0.004199	0.0385	0.484695
13	-0.040981	-0.3756	0.645918
14	-0.01075	-0.0985	0.539124
15	-0.101497	-0.9302	0.822543
16	-0.033875	-0.3105	0.621514
17	0.140289	1.2858	0.101029
18	0.031851	0.2919	0.385535
19	0.00234	0.0214	0.491469
20	-0.160185	-1.4681	0.927097
21	0.063645	0.5833	0.280622
22	0.126459	1.159	0.124867
23	-0.057267	-0.5249	0.699469
24	-0.010589	-0.097	0.538541
25	0.005899	0.0541	0.478506
26	0.126298	1.1575	0.125166
27	0.022527	0.2065	0.418463
28	-0.016035	-0.147	0.558243
29	0.034947	0.3203	0.374769
30	0.027253	0.2498	0.401685
31	-0.064981	-0.5956	0.723465
32	-0.010273	-0.0942	0.537396
33	-0.085014	-0.7792	0.780965
34	0.077271	0.7082	0.24039
35	0.06651	0.6096	0.271896
36	-0.143058	-1.3111	0.903309
37	-0.008501	-0.0779	0.530957
38	-0.052766	-0.4836	0.68504
39	-0.014821	-0.1358	0.553861
40	-0.102887	-0.943	0.8258
41	0.064889	0.5947	0.276815
42	0.032191	0.295	0.384348
43	0.037709	0.3456	0.365249
44	-0.050705	-0.4647	0.678333
45	-0.029528	-0.2706	0.606329
46	0.003935	0.0361	0.48566
47	0.017652	0.1618	0.435933

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