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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 08:52:36 -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/t1196350918m4xr3vudz5ooufo.htm/, Retrieved Fri, 03 May 2024 13:17:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7525, Retrieved Fri, 03 May 2024 13:17:27 +0000

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User-defined keywords

Estimated Impact

183

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

-       [(Partial) Autocorrelation Function] [Q2_T3] [2007-11-29 15:52:36] [031886dbad66702fa31ca1c4d15fdd0f] [Current]

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Dataseries X:

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5,74
5,72
5,24
5,16
5,1
4,89
5,14
5,39
5,29
5,24
4,97
4,73
4,57
4,65
5,09
5,04
4,91
5,28
5,21
5,16
4,93
4,65
4,26
3,87
3,94
4,05
4,03
4,05
3,9
3,81
3,96
3,57
3,33
3,97
4,44
4,27
4,29
4,3
4,27
4,15
4,08
3,83
4,35
4,72
4,73
4,5
4,28
4,13
4,1
4,19
4,23
4,22
4,17
4,5
4,34
4,14
4
4,18
4,26
4,2
4,46
4,53
4,47
4,42
4,57
4,72
4,99
5,11
5,11
5,09
4,88
4,72
4,73
4,6
4,56
4,76
4,72
4,56
4,7
4,75
5,1
5
4,67
4,52
4,53

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=7525&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=7525&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7525&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	0.216727	1.9863	0.025128
2	-0.213327	-1.9552	0.973056
3	-0.079409	-0.7278	0.76562
4	-0.140606	-1.2887	0.899475
5	-0.155308	-1.4234	0.920842
6	-0.055585	-0.5094	0.694112
7	-0.010324	-0.0946	0.537578
8	0.126407	1.1585	0.124964
9	0.206776	1.8951	0.030758
10	0.120877	1.1079	0.135544
11	-0.068205	-0.6251	0.733202
12	-0.215517	-1.9752	0.974238
13	-0.071252	-0.653	0.742242
14	-0.094237	-0.8637	0.804894
15	-0.032901	-0.3015	0.618127
16	0.090395	0.8285	0.204873
17	0.032988	0.3023	0.38157
18	0.068477	0.6276	0.265983
19	0.132639	1.2157	0.11376
20	0.078162	0.7164	0.237877
21	-0.129116	-1.1834	0.879999
22	-0.168089	-1.5406	0.936408
23	0.050071	0.4589	0.323742
24	0.057767	0.5294	0.298949
25	0.003163	0.029	0.488472
26	0.085537	0.784	0.217634
27	0.156989	1.4388	0.076957
28	-0.015946	-0.1461	0.557922
29	-0.023201	-0.2126	0.583938
30	-0.003943	-0.0361	0.514371
31	-0.113075	-1.0363	0.848492
32	-0.070506	-0.6462	0.740043
33	0.029852	0.2736	0.392532
34	-0.060824	-0.5575	0.710651
35	0.016736	0.1534	0.439231
36	0.179079	1.6413	0.052239
37	-0.025915	-0.2375	0.593584
38	-0.061075	-0.5598	0.711435
39	-0.063514	-0.5821	0.718976
40	-0.164761	-1.5101	0.932609
41	-0.064231	-0.5887	0.721175
42	0.034026	0.3119	0.377964
43	0.00439	0.0402	0.484001
44	-0.015271	-0.14	0.555487
45	-0.004762	-0.0436	0.517355
46	0.065049	0.5962	0.276327
47	0.059963	0.5496	0.292035

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 9.1652 & 0 \tabularnewline
1 & 0.216727 & 1.9863 & 0.025128 \tabularnewline
2 & -0.213327 & -1.9552 & 0.973056 \tabularnewline
3 & -0.079409 & -0.7278 & 0.76562 \tabularnewline
4 & -0.140606 & -1.2887 & 0.899475 \tabularnewline
5 & -0.155308 & -1.4234 & 0.920842 \tabularnewline
6 & -0.055585 & -0.5094 & 0.694112 \tabularnewline
7 & -0.010324 & -0.0946 & 0.537578 \tabularnewline
8 & 0.126407 & 1.1585 & 0.124964 \tabularnewline
9 & 0.206776 & 1.8951 & 0.030758 \tabularnewline
10 & 0.120877 & 1.1079 & 0.135544 \tabularnewline
11 & -0.068205 & -0.6251 & 0.733202 \tabularnewline
12 & -0.215517 & -1.9752 & 0.974238 \tabularnewline
13 & -0.071252 & -0.653 & 0.742242 \tabularnewline
14 & -0.094237 & -0.8637 & 0.804894 \tabularnewline
15 & -0.032901 & -0.3015 & 0.618127 \tabularnewline
16 & 0.090395 & 0.8285 & 0.204873 \tabularnewline
17 & 0.032988 & 0.3023 & 0.38157 \tabularnewline
18 & 0.068477 & 0.6276 & 0.265983 \tabularnewline
19 & 0.132639 & 1.2157 & 0.11376 \tabularnewline
20 & 0.078162 & 0.7164 & 0.237877 \tabularnewline
21 & -0.129116 & -1.1834 & 0.879999 \tabularnewline
22 & -0.168089 & -1.5406 & 0.936408 \tabularnewline
23 & 0.050071 & 0.4589 & 0.323742 \tabularnewline
24 & 0.057767 & 0.5294 & 0.298949 \tabularnewline
25 & 0.003163 & 0.029 & 0.488472 \tabularnewline
26 & 0.085537 & 0.784 & 0.217634 \tabularnewline
27 & 0.156989 & 1.4388 & 0.076957 \tabularnewline
28 & -0.015946 & -0.1461 & 0.557922 \tabularnewline
29 & -0.023201 & -0.2126 & 0.583938 \tabularnewline
30 & -0.003943 & -0.0361 & 0.514371 \tabularnewline
31 & -0.113075 & -1.0363 & 0.848492 \tabularnewline
32 & -0.070506 & -0.6462 & 0.740043 \tabularnewline
33 & 0.029852 & 0.2736 & 0.392532 \tabularnewline
34 & -0.060824 & -0.5575 & 0.710651 \tabularnewline
35 & 0.016736 & 0.1534 & 0.439231 \tabularnewline
36 & 0.179079 & 1.6413 & 0.052239 \tabularnewline
37 & -0.025915 & -0.2375 & 0.593584 \tabularnewline
38 & -0.061075 & -0.5598 & 0.711435 \tabularnewline
39 & -0.063514 & -0.5821 & 0.718976 \tabularnewline
40 & -0.164761 & -1.5101 & 0.932609 \tabularnewline
41 & -0.064231 & -0.5887 & 0.721175 \tabularnewline
42 & 0.034026 & 0.3119 & 0.377964 \tabularnewline
43 & 0.00439 & 0.0402 & 0.484001 \tabularnewline
44 & -0.015271 & -0.14 & 0.555487 \tabularnewline
45 & -0.004762 & -0.0436 & 0.517355 \tabularnewline
46 & 0.065049 & 0.5962 & 0.276327 \tabularnewline
47 & 0.059963 & 0.5496 & 0.292035 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7525&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]0.216727[/C][C]1.9863[/C][C]0.025128[/C][/ROW]
[ROW][C]2[/C][C]-0.213327[/C][C]-1.9552[/C][C]0.973056[/C][/ROW]
[ROW][C]3[/C][C]-0.079409[/C][C]-0.7278[/C][C]0.76562[/C][/ROW]
[ROW][C]4[/C][C]-0.140606[/C][C]-1.2887[/C][C]0.899475[/C][/ROW]
[ROW][C]5[/C][C]-0.155308[/C][C]-1.4234[/C][C]0.920842[/C][/ROW]
[ROW][C]6[/C][C]-0.055585[/C][C]-0.5094[/C][C]0.694112[/C][/ROW]
[ROW][C]7[/C][C]-0.010324[/C][C]-0.0946[/C][C]0.537578[/C][/ROW]
[ROW][C]8[/C][C]0.126407[/C][C]1.1585[/C][C]0.124964[/C][/ROW]
[ROW][C]9[/C][C]0.206776[/C][C]1.8951[/C][C]0.030758[/C][/ROW]
[ROW][C]10[/C][C]0.120877[/C][C]1.1079[/C][C]0.135544[/C][/ROW]
[ROW][C]11[/C][C]-0.068205[/C][C]-0.6251[/C][C]0.733202[/C][/ROW]
[ROW][C]12[/C][C]-0.215517[/C][C]-1.9752[/C][C]0.974238[/C][/ROW]
[ROW][C]13[/C][C]-0.071252[/C][C]-0.653[/C][C]0.742242[/C][/ROW]
[ROW][C]14[/C][C]-0.094237[/C][C]-0.8637[/C][C]0.804894[/C][/ROW]
[ROW][C]15[/C][C]-0.032901[/C][C]-0.3015[/C][C]0.618127[/C][/ROW]
[ROW][C]16[/C][C]0.090395[/C][C]0.8285[/C][C]0.204873[/C][/ROW]
[ROW][C]17[/C][C]0.032988[/C][C]0.3023[/C][C]0.38157[/C][/ROW]
[ROW][C]18[/C][C]0.068477[/C][C]0.6276[/C][C]0.265983[/C][/ROW]
[ROW][C]19[/C][C]0.132639[/C][C]1.2157[/C][C]0.11376[/C][/ROW]
[ROW][C]20[/C][C]0.078162[/C][C]0.7164[/C][C]0.237877[/C][/ROW]
[ROW][C]21[/C][C]-0.129116[/C][C]-1.1834[/C][C]0.879999[/C][/ROW]
[ROW][C]22[/C][C]-0.168089[/C][C]-1.5406[/C][C]0.936408[/C][/ROW]
[ROW][C]23[/C][C]0.050071[/C][C]0.4589[/C][C]0.323742[/C][/ROW]
[ROW][C]24[/C][C]0.057767[/C][C]0.5294[/C][C]0.298949[/C][/ROW]
[ROW][C]25[/C][C]0.003163[/C][C]0.029[/C][C]0.488472[/C][/ROW]
[ROW][C]26[/C][C]0.085537[/C][C]0.784[/C][C]0.217634[/C][/ROW]
[ROW][C]27[/C][C]0.156989[/C][C]1.4388[/C][C]0.076957[/C][/ROW]
[ROW][C]28[/C][C]-0.015946[/C][C]-0.1461[/C][C]0.557922[/C][/ROW]
[ROW][C]29[/C][C]-0.023201[/C][C]-0.2126[/C][C]0.583938[/C][/ROW]
[ROW][C]30[/C][C]-0.003943[/C][C]-0.0361[/C][C]0.514371[/C][/ROW]
[ROW][C]31[/C][C]-0.113075[/C][C]-1.0363[/C][C]0.848492[/C][/ROW]
[ROW][C]32[/C][C]-0.070506[/C][C]-0.6462[/C][C]0.740043[/C][/ROW]
[ROW][C]33[/C][C]0.029852[/C][C]0.2736[/C][C]0.392532[/C][/ROW]
[ROW][C]34[/C][C]-0.060824[/C][C]-0.5575[/C][C]0.710651[/C][/ROW]
[ROW][C]35[/C][C]0.016736[/C][C]0.1534[/C][C]0.439231[/C][/ROW]
[ROW][C]36[/C][C]0.179079[/C][C]1.6413[/C][C]0.052239[/C][/ROW]
[ROW][C]37[/C][C]-0.025915[/C][C]-0.2375[/C][C]0.593584[/C][/ROW]
[ROW][C]38[/C][C]-0.061075[/C][C]-0.5598[/C][C]0.711435[/C][/ROW]
[ROW][C]39[/C][C]-0.063514[/C][C]-0.5821[/C][C]0.718976[/C][/ROW]
[ROW][C]40[/C][C]-0.164761[/C][C]-1.5101[/C][C]0.932609[/C][/ROW]
[ROW][C]41[/C][C]-0.064231[/C][C]-0.5887[/C][C]0.721175[/C][/ROW]
[ROW][C]42[/C][C]0.034026[/C][C]0.3119[/C][C]0.377964[/C][/ROW]
[ROW][C]43[/C][C]0.00439[/C][C]0.0402[/C][C]0.484001[/C][/ROW]
[ROW][C]44[/C][C]-0.015271[/C][C]-0.14[/C][C]0.555487[/C][/ROW]
[ROW][C]45[/C][C]-0.004762[/C][C]-0.0436[/C][C]0.517355[/C][/ROW]
[ROW][C]46[/C][C]0.065049[/C][C]0.5962[/C][C]0.276327[/C][/ROW]
[ROW][C]47[/C][C]0.059963[/C][C]0.5496[/C][C]0.292035[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7525&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7525&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	0.216727	1.9863	0.025128
2	-0.213327	-1.9552	0.973056
3	-0.079409	-0.7278	0.76562
4	-0.140606	-1.2887	0.899475
5	-0.155308	-1.4234	0.920842
6	-0.055585	-0.5094	0.694112
7	-0.010324	-0.0946	0.537578
8	0.126407	1.1585	0.124964
9	0.206776	1.8951	0.030758
10	0.120877	1.1079	0.135544
11	-0.068205	-0.6251	0.733202
12	-0.215517	-1.9752	0.974238
13	-0.071252	-0.653	0.742242
14	-0.094237	-0.8637	0.804894
15	-0.032901	-0.3015	0.618127
16	0.090395	0.8285	0.204873
17	0.032988	0.3023	0.38157
18	0.068477	0.6276	0.265983
19	0.132639	1.2157	0.11376
20	0.078162	0.7164	0.237877
21	-0.129116	-1.1834	0.879999
22	-0.168089	-1.5406	0.936408
23	0.050071	0.4589	0.323742
24	0.057767	0.5294	0.298949
25	0.003163	0.029	0.488472
26	0.085537	0.784	0.217634
27	0.156989	1.4388	0.076957
28	-0.015946	-0.1461	0.557922
29	-0.023201	-0.2126	0.583938
30	-0.003943	-0.0361	0.514371
31	-0.113075	-1.0363	0.848492
32	-0.070506	-0.6462	0.740043
33	0.029852	0.2736	0.392532
34	-0.060824	-0.5575	0.710651
35	0.016736	0.1534	0.439231
36	0.179079	1.6413	0.052239
37	-0.025915	-0.2375	0.593584
38	-0.061075	-0.5598	0.711435
39	-0.063514	-0.5821	0.718976
40	-0.164761	-1.5101	0.932609
41	-0.064231	-0.5887	0.721175
42	0.034026	0.3119	0.377964
43	0.00439	0.0402	0.484001
44	-0.015271	-0.14	0.555487
45	-0.004762	-0.0436	0.517355
46	0.065049	0.5962	0.276327
47	0.059963	0.5496	0.292035

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.216727	1.9863	0.025128
1	-0.273126	-2.5032	0.992879
2	0.043819	0.4016	0.344495
3	-0.213675	-1.9584	0.973247
4	-0.085973	-0.788	0.783529
5	-0.090147	-0.8262	0.794487
6	-0.059789	-0.548	0.707418
7	0.097895	0.8972	0.186081
8	0.107945	0.9893	0.162671
9	0.08791	0.8057	0.211343
10	-0.060757	-0.5569	0.710445
11	-0.138663	-1.2709	0.896358
12	0.050168	0.4598	0.323425
13	-0.151428	-1.3879	0.915575
14	0.059355	0.544	0.293944
15	-0.024882	-0.2281	0.58992
16	-0.062371	-0.5716	0.715455
17	0.037664	0.3452	0.365405
18	0.04738	0.4342	0.332613
19	0.137131	1.2568	0.10615
20	-0.104019	-0.9534	0.828426
21	-0.020502	-0.1879	0.574296
22	0.118178	1.0831	0.140928
23	-0.038239	-0.3505	0.636568
24	0.067801	0.6214	0.268008
25	0.0048	0.044	0.482506
26	0.169909	1.5572	0.061586
27	-0.119549	-1.0957	0.861826
28	0.070036	0.6419	0.261345
29	0.071345	0.6539	0.257484
30	-0.068594	-0.6287	0.734367
31	0.056396	0.5169	0.3033
32	-0.067504	-0.6187	0.731101
33	-0.08994	-0.8243	0.793953
34	0.047152	0.4322	0.333367
35	0.050745	0.4651	0.321537
36	-0.040963	-0.3754	0.645858
37	-0.003514	-0.0322	0.512807
38	-0.095434	-0.8747	0.807875
39	-0.140058	-1.2837	0.898604
40	0.053542	0.4907	0.312453
41	-0.047066	-0.4314	0.666345
42	-0.099515	-0.9121	0.81783
43	-0.064433	-0.5905	0.721792
44	-0.134896	-1.2363	0.890111
45	6.5e-05	6e-04	0.499763
46	0.03118	0.2858	0.387881
47	-0.055554	-0.5092	0.694014

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.216727 & 1.9863 & 0.025128 \tabularnewline
1 & -0.273126 & -2.5032 & 0.992879 \tabularnewline
2 & 0.043819 & 0.4016 & 0.344495 \tabularnewline
3 & -0.213675 & -1.9584 & 0.973247 \tabularnewline
4 & -0.085973 & -0.788 & 0.783529 \tabularnewline
5 & -0.090147 & -0.8262 & 0.794487 \tabularnewline
6 & -0.059789 & -0.548 & 0.707418 \tabularnewline
7 & 0.097895 & 0.8972 & 0.186081 \tabularnewline
8 & 0.107945 & 0.9893 & 0.162671 \tabularnewline
9 & 0.08791 & 0.8057 & 0.211343 \tabularnewline
10 & -0.060757 & -0.5569 & 0.710445 \tabularnewline
11 & -0.138663 & -1.2709 & 0.896358 \tabularnewline
12 & 0.050168 & 0.4598 & 0.323425 \tabularnewline
13 & -0.151428 & -1.3879 & 0.915575 \tabularnewline
14 & 0.059355 & 0.544 & 0.293944 \tabularnewline
15 & -0.024882 & -0.2281 & 0.58992 \tabularnewline
16 & -0.062371 & -0.5716 & 0.715455 \tabularnewline
17 & 0.037664 & 0.3452 & 0.365405 \tabularnewline
18 & 0.04738 & 0.4342 & 0.332613 \tabularnewline
19 & 0.137131 & 1.2568 & 0.10615 \tabularnewline
20 & -0.104019 & -0.9534 & 0.828426 \tabularnewline
21 & -0.020502 & -0.1879 & 0.574296 \tabularnewline
22 & 0.118178 & 1.0831 & 0.140928 \tabularnewline
23 & -0.038239 & -0.3505 & 0.636568 \tabularnewline
24 & 0.067801 & 0.6214 & 0.268008 \tabularnewline
25 & 0.0048 & 0.044 & 0.482506 \tabularnewline
26 & 0.169909 & 1.5572 & 0.061586 \tabularnewline
27 & -0.119549 & -1.0957 & 0.861826 \tabularnewline
28 & 0.070036 & 0.6419 & 0.261345 \tabularnewline
29 & 0.071345 & 0.6539 & 0.257484 \tabularnewline
30 & -0.068594 & -0.6287 & 0.734367 \tabularnewline
31 & 0.056396 & 0.5169 & 0.3033 \tabularnewline
32 & -0.067504 & -0.6187 & 0.731101 \tabularnewline
33 & -0.08994 & -0.8243 & 0.793953 \tabularnewline
34 & 0.047152 & 0.4322 & 0.333367 \tabularnewline
35 & 0.050745 & 0.4651 & 0.321537 \tabularnewline
36 & -0.040963 & -0.3754 & 0.645858 \tabularnewline
37 & -0.003514 & -0.0322 & 0.512807 \tabularnewline
38 & -0.095434 & -0.8747 & 0.807875 \tabularnewline
39 & -0.140058 & -1.2837 & 0.898604 \tabularnewline
40 & 0.053542 & 0.4907 & 0.312453 \tabularnewline
41 & -0.047066 & -0.4314 & 0.666345 \tabularnewline
42 & -0.099515 & -0.9121 & 0.81783 \tabularnewline
43 & -0.064433 & -0.5905 & 0.721792 \tabularnewline
44 & -0.134896 & -1.2363 & 0.890111 \tabularnewline
45 & 6.5e-05 & 6e-04 & 0.499763 \tabularnewline
46 & 0.03118 & 0.2858 & 0.387881 \tabularnewline
47 & -0.055554 & -0.5092 & 0.694014 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7525&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]0.216727[/C][C]1.9863[/C][C]0.025128[/C][/ROW]
[ROW][C]1[/C][C]-0.273126[/C][C]-2.5032[/C][C]0.992879[/C][/ROW]
[ROW][C]2[/C][C]0.043819[/C][C]0.4016[/C][C]0.344495[/C][/ROW]
[ROW][C]3[/C][C]-0.213675[/C][C]-1.9584[/C][C]0.973247[/C][/ROW]
[ROW][C]4[/C][C]-0.085973[/C][C]-0.788[/C][C]0.783529[/C][/ROW]
[ROW][C]5[/C][C]-0.090147[/C][C]-0.8262[/C][C]0.794487[/C][/ROW]
[ROW][C]6[/C][C]-0.059789[/C][C]-0.548[/C][C]0.707418[/C][/ROW]
[ROW][C]7[/C][C]0.097895[/C][C]0.8972[/C][C]0.186081[/C][/ROW]
[ROW][C]8[/C][C]0.107945[/C][C]0.9893[/C][C]0.162671[/C][/ROW]
[ROW][C]9[/C][C]0.08791[/C][C]0.8057[/C][C]0.211343[/C][/ROW]
[ROW][C]10[/C][C]-0.060757[/C][C]-0.5569[/C][C]0.710445[/C][/ROW]
[ROW][C]11[/C][C]-0.138663[/C][C]-1.2709[/C][C]0.896358[/C][/ROW]
[ROW][C]12[/C][C]0.050168[/C][C]0.4598[/C][C]0.323425[/C][/ROW]
[ROW][C]13[/C][C]-0.151428[/C][C]-1.3879[/C][C]0.915575[/C][/ROW]
[ROW][C]14[/C][C]0.059355[/C][C]0.544[/C][C]0.293944[/C][/ROW]
[ROW][C]15[/C][C]-0.024882[/C][C]-0.2281[/C][C]0.58992[/C][/ROW]
[ROW][C]16[/C][C]-0.062371[/C][C]-0.5716[/C][C]0.715455[/C][/ROW]
[ROW][C]17[/C][C]0.037664[/C][C]0.3452[/C][C]0.365405[/C][/ROW]
[ROW][C]18[/C][C]0.04738[/C][C]0.4342[/C][C]0.332613[/C][/ROW]
[ROW][C]19[/C][C]0.137131[/C][C]1.2568[/C][C]0.10615[/C][/ROW]
[ROW][C]20[/C][C]-0.104019[/C][C]-0.9534[/C][C]0.828426[/C][/ROW]
[ROW][C]21[/C][C]-0.020502[/C][C]-0.1879[/C][C]0.574296[/C][/ROW]
[ROW][C]22[/C][C]0.118178[/C][C]1.0831[/C][C]0.140928[/C][/ROW]
[ROW][C]23[/C][C]-0.038239[/C][C]-0.3505[/C][C]0.636568[/C][/ROW]
[ROW][C]24[/C][C]0.067801[/C][C]0.6214[/C][C]0.268008[/C][/ROW]
[ROW][C]25[/C][C]0.0048[/C][C]0.044[/C][C]0.482506[/C][/ROW]
[ROW][C]26[/C][C]0.169909[/C][C]1.5572[/C][C]0.061586[/C][/ROW]
[ROW][C]27[/C][C]-0.119549[/C][C]-1.0957[/C][C]0.861826[/C][/ROW]
[ROW][C]28[/C][C]0.070036[/C][C]0.6419[/C][C]0.261345[/C][/ROW]
[ROW][C]29[/C][C]0.071345[/C][C]0.6539[/C][C]0.257484[/C][/ROW]
[ROW][C]30[/C][C]-0.068594[/C][C]-0.6287[/C][C]0.734367[/C][/ROW]
[ROW][C]31[/C][C]0.056396[/C][C]0.5169[/C][C]0.3033[/C][/ROW]
[ROW][C]32[/C][C]-0.067504[/C][C]-0.6187[/C][C]0.731101[/C][/ROW]
[ROW][C]33[/C][C]-0.08994[/C][C]-0.8243[/C][C]0.793953[/C][/ROW]
[ROW][C]34[/C][C]0.047152[/C][C]0.4322[/C][C]0.333367[/C][/ROW]
[ROW][C]35[/C][C]0.050745[/C][C]0.4651[/C][C]0.321537[/C][/ROW]
[ROW][C]36[/C][C]-0.040963[/C][C]-0.3754[/C][C]0.645858[/C][/ROW]
[ROW][C]37[/C][C]-0.003514[/C][C]-0.0322[/C][C]0.512807[/C][/ROW]
[ROW][C]38[/C][C]-0.095434[/C][C]-0.8747[/C][C]0.807875[/C][/ROW]
[ROW][C]39[/C][C]-0.140058[/C][C]-1.2837[/C][C]0.898604[/C][/ROW]
[ROW][C]40[/C][C]0.053542[/C][C]0.4907[/C][C]0.312453[/C][/ROW]
[ROW][C]41[/C][C]-0.047066[/C][C]-0.4314[/C][C]0.666345[/C][/ROW]
[ROW][C]42[/C][C]-0.099515[/C][C]-0.9121[/C][C]0.81783[/C][/ROW]
[ROW][C]43[/C][C]-0.064433[/C][C]-0.5905[/C][C]0.721792[/C][/ROW]
[ROW][C]44[/C][C]-0.134896[/C][C]-1.2363[/C][C]0.890111[/C][/ROW]
[ROW][C]45[/C][C]6.5e-05[/C][C]6e-04[/C][C]0.499763[/C][/ROW]
[ROW][C]46[/C][C]0.03118[/C][C]0.2858[/C][C]0.387881[/C][/ROW]
[ROW][C]47[/C][C]-0.055554[/C][C]-0.5092[/C][C]0.694014[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7525&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7525&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	0.216727	1.9863	0.025128
1	-0.273126	-2.5032	0.992879
2	0.043819	0.4016	0.344495
3	-0.213675	-1.9584	0.973247
4	-0.085973	-0.788	0.783529
5	-0.090147	-0.8262	0.794487
6	-0.059789	-0.548	0.707418
7	0.097895	0.8972	0.186081
8	0.107945	0.9893	0.162671
9	0.08791	0.8057	0.211343
10	-0.060757	-0.5569	0.710445
11	-0.138663	-1.2709	0.896358
12	0.050168	0.4598	0.323425
13	-0.151428	-1.3879	0.915575
14	0.059355	0.544	0.293944
15	-0.024882	-0.2281	0.58992
16	-0.062371	-0.5716	0.715455
17	0.037664	0.3452	0.365405
18	0.04738	0.4342	0.332613
19	0.137131	1.2568	0.10615
20	-0.104019	-0.9534	0.828426
21	-0.020502	-0.1879	0.574296
22	0.118178	1.0831	0.140928
23	-0.038239	-0.3505	0.636568
24	0.067801	0.6214	0.268008
25	0.0048	0.044	0.482506
26	0.169909	1.5572	0.061586
27	-0.119549	-1.0957	0.861826
28	0.070036	0.6419	0.261345
29	0.071345	0.6539	0.257484
30	-0.068594	-0.6287	0.734367
31	0.056396	0.5169	0.3033
32	-0.067504	-0.6187	0.731101
33	-0.08994	-0.8243	0.793953
34	0.047152	0.4322	0.333367
35	0.050745	0.4651	0.321537
36	-0.040963	-0.3754	0.645858
37	-0.003514	-0.0322	0.512807
38	-0.095434	-0.8747	0.807875
39	-0.140058	-1.2837	0.898604
40	0.053542	0.4907	0.312453
41	-0.047066	-0.4314	0.666345
42	-0.099515	-0.9121	0.81783
43	-0.064433	-0.5905	0.721792
44	-0.134896	-1.2363	0.890111
45	6.5e-05	6e-04	0.499763
46	0.03118	0.2858	0.387881
47	-0.055554	-0.5092	0.694014

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