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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Nov 2007 09:18:57 -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/29/t1196352569dd6hql6cqfpwpuc.htm/, Retrieved Fri, 03 May 2024 04:40:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7536, Retrieved Fri, 03 May 2024 04:40:03 +0000

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Estimated Impact

163

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-       [(Partial) Autocorrelation Function] [Autocorrelation f...] [2007-11-29 16:18:57] [757ef2b8266f339cc1cb96dcaefa4cf0] [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	5 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 & 5 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=7536&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]5 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=7536&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7536&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	5 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	12.3288	0
1	0.863694	10.6483	0
2	0.80262	9.8954	0
3	0.829092	10.2217	0
4	0.75648	9.3265	0
5	0.771524	9.512	0
6	0.822396	10.1392	0
7	0.721356	8.8935	0
8	0.671281	8.2761	0
9	0.687511	8.4762	0
10	0.6095	7.5144	0
11	0.634119	7.8179	0
12	0.706662	8.7123	0
13	0.597987	7.3725	0
14	0.545848	6.7297	0
15	0.555101	6.8437	0
16	0.487476	6.01	0
17	0.502194	6.1915	0
18	0.541462	6.6756	0
19	0.449218	5.5383	0
20	0.408591	5.0374	1e-06
21	0.413876	5.1026	0
22	0.35079	4.3248	1.4e-05
23	0.3862	4.7614	2e-06
24	0.444727	5.483	0
25	0.357799	4.4112	1e-05
26	0.317848	3.9187	6.7e-05
27	0.325796	4.0167	4.6e-05
28	0.276998	3.4151	0.000409
29	0.294193	3.6271	0.000195
30	0.331961	4.0927	3.4e-05
31	0.262079	3.2311	0.000756
32	0.230662	2.8438	0.002536
33	0.23489	2.8959	0.002169
34	0.181232	2.2344	0.013458
35	0.208102	2.5657	0.005633
36	0.264027	3.2551	0.000699
37	0.197183	2.431	0.00811
38	0.158298	1.9516	0.02641
39	0.171275	2.1116	0.018177
40	0.136273	1.6801	0.047498
41	0.153137	1.888	0.030466
42	0.186441	2.2986	0.011445
43	0.132216	1.6301	0.052579
44	0.102172	1.2597	0.104861
45	0.112505	1.3871	0.083728
46	0.074531	0.9189	0.179808
47	0.097283	1.1994	0.116121

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 12.3288 & 0 \tabularnewline
1 & 0.863694 & 10.6483 & 0 \tabularnewline
2 & 0.80262 & 9.8954 & 0 \tabularnewline
3 & 0.829092 & 10.2217 & 0 \tabularnewline
4 & 0.75648 & 9.3265 & 0 \tabularnewline
5 & 0.771524 & 9.512 & 0 \tabularnewline
6 & 0.822396 & 10.1392 & 0 \tabularnewline
7 & 0.721356 & 8.8935 & 0 \tabularnewline
8 & 0.671281 & 8.2761 & 0 \tabularnewline
9 & 0.687511 & 8.4762 & 0 \tabularnewline
10 & 0.6095 & 7.5144 & 0 \tabularnewline
11 & 0.634119 & 7.8179 & 0 \tabularnewline
12 & 0.706662 & 8.7123 & 0 \tabularnewline
13 & 0.597987 & 7.3725 & 0 \tabularnewline
14 & 0.545848 & 6.7297 & 0 \tabularnewline
15 & 0.555101 & 6.8437 & 0 \tabularnewline
16 & 0.487476 & 6.01 & 0 \tabularnewline
17 & 0.502194 & 6.1915 & 0 \tabularnewline
18 & 0.541462 & 6.6756 & 0 \tabularnewline
19 & 0.449218 & 5.5383 & 0 \tabularnewline
20 & 0.408591 & 5.0374 & 1e-06 \tabularnewline
21 & 0.413876 & 5.1026 & 0 \tabularnewline
22 & 0.35079 & 4.3248 & 1.4e-05 \tabularnewline
23 & 0.3862 & 4.7614 & 2e-06 \tabularnewline
24 & 0.444727 & 5.483 & 0 \tabularnewline
25 & 0.357799 & 4.4112 & 1e-05 \tabularnewline
26 & 0.317848 & 3.9187 & 6.7e-05 \tabularnewline
27 & 0.325796 & 4.0167 & 4.6e-05 \tabularnewline
28 & 0.276998 & 3.4151 & 0.000409 \tabularnewline
29 & 0.294193 & 3.6271 & 0.000195 \tabularnewline
30 & 0.331961 & 4.0927 & 3.4e-05 \tabularnewline
31 & 0.262079 & 3.2311 & 0.000756 \tabularnewline
32 & 0.230662 & 2.8438 & 0.002536 \tabularnewline
33 & 0.23489 & 2.8959 & 0.002169 \tabularnewline
34 & 0.181232 & 2.2344 & 0.013458 \tabularnewline
35 & 0.208102 & 2.5657 & 0.005633 \tabularnewline
36 & 0.264027 & 3.2551 & 0.000699 \tabularnewline
37 & 0.197183 & 2.431 & 0.00811 \tabularnewline
38 & 0.158298 & 1.9516 & 0.02641 \tabularnewline
39 & 0.171275 & 2.1116 & 0.018177 \tabularnewline
40 & 0.136273 & 1.6801 & 0.047498 \tabularnewline
41 & 0.153137 & 1.888 & 0.030466 \tabularnewline
42 & 0.186441 & 2.2986 & 0.011445 \tabularnewline
43 & 0.132216 & 1.6301 & 0.052579 \tabularnewline
44 & 0.102172 & 1.2597 & 0.104861 \tabularnewline
45 & 0.112505 & 1.3871 & 0.083728 \tabularnewline
46 & 0.074531 & 0.9189 & 0.179808 \tabularnewline
47 & 0.097283 & 1.1994 & 0.116121 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7536&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]12.3288[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.863694[/C][C]10.6483[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.80262[/C][C]9.8954[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.829092[/C][C]10.2217[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.75648[/C][C]9.3265[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.771524[/C][C]9.512[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.822396[/C][C]10.1392[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.721356[/C][C]8.8935[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.671281[/C][C]8.2761[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.687511[/C][C]8.4762[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.6095[/C][C]7.5144[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.634119[/C][C]7.8179[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.706662[/C][C]8.7123[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.597987[/C][C]7.3725[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.545848[/C][C]6.7297[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.555101[/C][C]6.8437[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.487476[/C][C]6.01[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.502194[/C][C]6.1915[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.541462[/C][C]6.6756[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.449218[/C][C]5.5383[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.408591[/C][C]5.0374[/C][C]1e-06[/C][/ROW]
[ROW][C]21[/C][C]0.413876[/C][C]5.1026[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.35079[/C][C]4.3248[/C][C]1.4e-05[/C][/ROW]
[ROW][C]23[/C][C]0.3862[/C][C]4.7614[/C][C]2e-06[/C][/ROW]
[ROW][C]24[/C][C]0.444727[/C][C]5.483[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.357799[/C][C]4.4112[/C][C]1e-05[/C][/ROW]
[ROW][C]26[/C][C]0.317848[/C][C]3.9187[/C][C]6.7e-05[/C][/ROW]
[ROW][C]27[/C][C]0.325796[/C][C]4.0167[/C][C]4.6e-05[/C][/ROW]
[ROW][C]28[/C][C]0.276998[/C][C]3.4151[/C][C]0.000409[/C][/ROW]
[ROW][C]29[/C][C]0.294193[/C][C]3.6271[/C][C]0.000195[/C][/ROW]
[ROW][C]30[/C][C]0.331961[/C][C]4.0927[/C][C]3.4e-05[/C][/ROW]
[ROW][C]31[/C][C]0.262079[/C][C]3.2311[/C][C]0.000756[/C][/ROW]
[ROW][C]32[/C][C]0.230662[/C][C]2.8438[/C][C]0.002536[/C][/ROW]
[ROW][C]33[/C][C]0.23489[/C][C]2.8959[/C][C]0.002169[/C][/ROW]
[ROW][C]34[/C][C]0.181232[/C][C]2.2344[/C][C]0.013458[/C][/ROW]
[ROW][C]35[/C][C]0.208102[/C][C]2.5657[/C][C]0.005633[/C][/ROW]
[ROW][C]36[/C][C]0.264027[/C][C]3.2551[/C][C]0.000699[/C][/ROW]
[ROW][C]37[/C][C]0.197183[/C][C]2.431[/C][C]0.00811[/C][/ROW]
[ROW][C]38[/C][C]0.158298[/C][C]1.9516[/C][C]0.02641[/C][/ROW]
[ROW][C]39[/C][C]0.171275[/C][C]2.1116[/C][C]0.018177[/C][/ROW]
[ROW][C]40[/C][C]0.136273[/C][C]1.6801[/C][C]0.047498[/C][/ROW]
[ROW][C]41[/C][C]0.153137[/C][C]1.888[/C][C]0.030466[/C][/ROW]
[ROW][C]42[/C][C]0.186441[/C][C]2.2986[/C][C]0.011445[/C][/ROW]
[ROW][C]43[/C][C]0.132216[/C][C]1.6301[/C][C]0.052579[/C][/ROW]
[ROW][C]44[/C][C]0.102172[/C][C]1.2597[/C][C]0.104861[/C][/ROW]
[ROW][C]45[/C][C]0.112505[/C][C]1.3871[/C][C]0.083728[/C][/ROW]
[ROW][C]46[/C][C]0.074531[/C][C]0.9189[/C][C]0.179808[/C][/ROW]
[ROW][C]47[/C][C]0.097283[/C][C]1.1994[/C][C]0.116121[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7536&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7536&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	12.3288	0
1	0.863694	10.6483	0
2	0.80262	9.8954	0
3	0.829092	10.2217	0
4	0.75648	9.3265	0
5	0.771524	9.512	0
6	0.822396	10.1392	0
7	0.721356	8.8935	0
8	0.671281	8.2761	0
9	0.687511	8.4762	0
10	0.6095	7.5144	0
11	0.634119	7.8179	0
12	0.706662	8.7123	0
13	0.597987	7.3725	0
14	0.545848	6.7297	0
15	0.555101	6.8437	0
16	0.487476	6.01	0
17	0.502194	6.1915	0
18	0.541462	6.6756	0
19	0.449218	5.5383	0
20	0.408591	5.0374	1e-06
21	0.413876	5.1026	0
22	0.35079	4.3248	1.4e-05
23	0.3862	4.7614	2e-06
24	0.444727	5.483	0
25	0.357799	4.4112	1e-05
26	0.317848	3.9187	6.7e-05
27	0.325796	4.0167	4.6e-05
28	0.276998	3.4151	0.000409
29	0.294193	3.6271	0.000195
30	0.331961	4.0927	3.4e-05
31	0.262079	3.2311	0.000756
32	0.230662	2.8438	0.002536
33	0.23489	2.8959	0.002169
34	0.181232	2.2344	0.013458
35	0.208102	2.5657	0.005633
36	0.264027	3.2551	0.000699
37	0.197183	2.431	0.00811
38	0.158298	1.9516	0.02641
39	0.171275	2.1116	0.018177
40	0.136273	1.6801	0.047498
41	0.153137	1.888	0.030466
42	0.186441	2.2986	0.011445
43	0.132216	1.6301	0.052579
44	0.102172	1.2597	0.104861
45	0.112505	1.3871	0.083728
46	0.074531	0.9189	0.179808
47	0.097283	1.1994	0.116121

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.863694	10.6483	0
1	0.223015	2.7495	0.003346
2	0.405367	4.9977	1e-06
3	-0.177084	-2.1832	0.984724
4	0.362569	4.47	8e-06
5	0.19251	2.3734	0.009437
6	-0.31088	-3.8328	0.999907
7	-0.126185	-1.5557	0.939071
8	0.047575	0.5865	0.279189
9	-0.129506	-1.5967	0.943791
10	0.238431	2.9396	0.0019
11	0.252526	3.1133	0.001105
12	-0.308861	-3.8079	0.999899
13	-0.139511	-1.72	0.956267
14	-0.026479	-0.3265	0.627735
15	0.075636	0.9325	0.176278
16	-0.023833	-0.2938	0.615358
17	-0.034572	-0.4262	0.664731
18	-0.038044	-0.469	0.680143
19	-0.01362	-0.1679	0.566564
20	0.003344	0.0412	0.483587
21	0.096291	1.1872	0.11851
22	0.126676	1.5618	0.060211
23	0.03188	0.393	0.34742
24	-0.120387	-1.4842	0.930091
25	-0.081533	-1.0052	0.841801
26	0.028559	0.3521	0.362627
27	0.049759	0.6135	0.270241
28	-0.109041	-1.3443	0.909581
29	-0.000662	-0.0082	0.503248
30	0.038581	0.4757	0.317498
31	0.00449	0.0554	0.477965
32	0.024048	0.2965	0.383635
33	-0.008364	-0.1031	0.540995
34	-0.027518	-0.3393	0.632559
35	0.055808	0.688	0.246237
36	-0.041449	-0.511	0.694961
37	-0.05993	-0.7389	0.769437
38	0.045421	0.56	0.288158
39	0.031534	0.3888	0.348991
40	-0.028358	-0.3496	0.636447
41	-0.072151	-0.8895	0.812439
42	0.055593	0.6854	0.247071
43	-0.00523	-0.0645	0.525662
44	0.03788	0.467	0.320578
45	0.008094	0.0998	0.460324
46	0.017975	0.2216	0.412459
47	-0.025838	-0.3185	0.624747

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.863694 & 10.6483 & 0 \tabularnewline
1 & 0.223015 & 2.7495 & 0.003346 \tabularnewline
2 & 0.405367 & 4.9977 & 1e-06 \tabularnewline
3 & -0.177084 & -2.1832 & 0.984724 \tabularnewline
4 & 0.362569 & 4.47 & 8e-06 \tabularnewline
5 & 0.19251 & 2.3734 & 0.009437 \tabularnewline
6 & -0.31088 & -3.8328 & 0.999907 \tabularnewline
7 & -0.126185 & -1.5557 & 0.939071 \tabularnewline
8 & 0.047575 & 0.5865 & 0.279189 \tabularnewline
9 & -0.129506 & -1.5967 & 0.943791 \tabularnewline
10 & 0.238431 & 2.9396 & 0.0019 \tabularnewline
11 & 0.252526 & 3.1133 & 0.001105 \tabularnewline
12 & -0.308861 & -3.8079 & 0.999899 \tabularnewline
13 & -0.139511 & -1.72 & 0.956267 \tabularnewline
14 & -0.026479 & -0.3265 & 0.627735 \tabularnewline
15 & 0.075636 & 0.9325 & 0.176278 \tabularnewline
16 & -0.023833 & -0.2938 & 0.615358 \tabularnewline
17 & -0.034572 & -0.4262 & 0.664731 \tabularnewline
18 & -0.038044 & -0.469 & 0.680143 \tabularnewline
19 & -0.01362 & -0.1679 & 0.566564 \tabularnewline
20 & 0.003344 & 0.0412 & 0.483587 \tabularnewline
21 & 0.096291 & 1.1872 & 0.11851 \tabularnewline
22 & 0.126676 & 1.5618 & 0.060211 \tabularnewline
23 & 0.03188 & 0.393 & 0.34742 \tabularnewline
24 & -0.120387 & -1.4842 & 0.930091 \tabularnewline
25 & -0.081533 & -1.0052 & 0.841801 \tabularnewline
26 & 0.028559 & 0.3521 & 0.362627 \tabularnewline
27 & 0.049759 & 0.6135 & 0.270241 \tabularnewline
28 & -0.109041 & -1.3443 & 0.909581 \tabularnewline
29 & -0.000662 & -0.0082 & 0.503248 \tabularnewline
30 & 0.038581 & 0.4757 & 0.317498 \tabularnewline
31 & 0.00449 & 0.0554 & 0.477965 \tabularnewline
32 & 0.024048 & 0.2965 & 0.383635 \tabularnewline
33 & -0.008364 & -0.1031 & 0.540995 \tabularnewline
34 & -0.027518 & -0.3393 & 0.632559 \tabularnewline
35 & 0.055808 & 0.688 & 0.246237 \tabularnewline
36 & -0.041449 & -0.511 & 0.694961 \tabularnewline
37 & -0.05993 & -0.7389 & 0.769437 \tabularnewline
38 & 0.045421 & 0.56 & 0.288158 \tabularnewline
39 & 0.031534 & 0.3888 & 0.348991 \tabularnewline
40 & -0.028358 & -0.3496 & 0.636447 \tabularnewline
41 & -0.072151 & -0.8895 & 0.812439 \tabularnewline
42 & 0.055593 & 0.6854 & 0.247071 \tabularnewline
43 & -0.00523 & -0.0645 & 0.525662 \tabularnewline
44 & 0.03788 & 0.467 & 0.320578 \tabularnewline
45 & 0.008094 & 0.0998 & 0.460324 \tabularnewline
46 & 0.017975 & 0.2216 & 0.412459 \tabularnewline
47 & -0.025838 & -0.3185 & 0.624747 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7536&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]0.863694[/C][C]10.6483[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.223015[/C][C]2.7495[/C][C]0.003346[/C][/ROW]
[ROW][C]2[/C][C]0.405367[/C][C]4.9977[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.177084[/C][C]-2.1832[/C][C]0.984724[/C][/ROW]
[ROW][C]4[/C][C]0.362569[/C][C]4.47[/C][C]8e-06[/C][/ROW]
[ROW][C]5[/C][C]0.19251[/C][C]2.3734[/C][C]0.009437[/C][/ROW]
[ROW][C]6[/C][C]-0.31088[/C][C]-3.8328[/C][C]0.999907[/C][/ROW]
[ROW][C]7[/C][C]-0.126185[/C][C]-1.5557[/C][C]0.939071[/C][/ROW]
[ROW][C]8[/C][C]0.047575[/C][C]0.5865[/C][C]0.279189[/C][/ROW]
[ROW][C]9[/C][C]-0.129506[/C][C]-1.5967[/C][C]0.943791[/C][/ROW]
[ROW][C]10[/C][C]0.238431[/C][C]2.9396[/C][C]0.0019[/C][/ROW]
[ROW][C]11[/C][C]0.252526[/C][C]3.1133[/C][C]0.001105[/C][/ROW]
[ROW][C]12[/C][C]-0.308861[/C][C]-3.8079[/C][C]0.999899[/C][/ROW]
[ROW][C]13[/C][C]-0.139511[/C][C]-1.72[/C][C]0.956267[/C][/ROW]
[ROW][C]14[/C][C]-0.026479[/C][C]-0.3265[/C][C]0.627735[/C][/ROW]
[ROW][C]15[/C][C]0.075636[/C][C]0.9325[/C][C]0.176278[/C][/ROW]
[ROW][C]16[/C][C]-0.023833[/C][C]-0.2938[/C][C]0.615358[/C][/ROW]
[ROW][C]17[/C][C]-0.034572[/C][C]-0.4262[/C][C]0.664731[/C][/ROW]
[ROW][C]18[/C][C]-0.038044[/C][C]-0.469[/C][C]0.680143[/C][/ROW]
[ROW][C]19[/C][C]-0.01362[/C][C]-0.1679[/C][C]0.566564[/C][/ROW]
[ROW][C]20[/C][C]0.003344[/C][C]0.0412[/C][C]0.483587[/C][/ROW]
[ROW][C]21[/C][C]0.096291[/C][C]1.1872[/C][C]0.11851[/C][/ROW]
[ROW][C]22[/C][C]0.126676[/C][C]1.5618[/C][C]0.060211[/C][/ROW]
[ROW][C]23[/C][C]0.03188[/C][C]0.393[/C][C]0.34742[/C][/ROW]
[ROW][C]24[/C][C]-0.120387[/C][C]-1.4842[/C][C]0.930091[/C][/ROW]
[ROW][C]25[/C][C]-0.081533[/C][C]-1.0052[/C][C]0.841801[/C][/ROW]
[ROW][C]26[/C][C]0.028559[/C][C]0.3521[/C][C]0.362627[/C][/ROW]
[ROW][C]27[/C][C]0.049759[/C][C]0.6135[/C][C]0.270241[/C][/ROW]
[ROW][C]28[/C][C]-0.109041[/C][C]-1.3443[/C][C]0.909581[/C][/ROW]
[ROW][C]29[/C][C]-0.000662[/C][C]-0.0082[/C][C]0.503248[/C][/ROW]
[ROW][C]30[/C][C]0.038581[/C][C]0.4757[/C][C]0.317498[/C][/ROW]
[ROW][C]31[/C][C]0.00449[/C][C]0.0554[/C][C]0.477965[/C][/ROW]
[ROW][C]32[/C][C]0.024048[/C][C]0.2965[/C][C]0.383635[/C][/ROW]
[ROW][C]33[/C][C]-0.008364[/C][C]-0.1031[/C][C]0.540995[/C][/ROW]
[ROW][C]34[/C][C]-0.027518[/C][C]-0.3393[/C][C]0.632559[/C][/ROW]
[ROW][C]35[/C][C]0.055808[/C][C]0.688[/C][C]0.246237[/C][/ROW]
[ROW][C]36[/C][C]-0.041449[/C][C]-0.511[/C][C]0.694961[/C][/ROW]
[ROW][C]37[/C][C]-0.05993[/C][C]-0.7389[/C][C]0.769437[/C][/ROW]
[ROW][C]38[/C][C]0.045421[/C][C]0.56[/C][C]0.288158[/C][/ROW]
[ROW][C]39[/C][C]0.031534[/C][C]0.3888[/C][C]0.348991[/C][/ROW]
[ROW][C]40[/C][C]-0.028358[/C][C]-0.3496[/C][C]0.636447[/C][/ROW]
[ROW][C]41[/C][C]-0.072151[/C][C]-0.8895[/C][C]0.812439[/C][/ROW]
[ROW][C]42[/C][C]0.055593[/C][C]0.6854[/C][C]0.247071[/C][/ROW]
[ROW][C]43[/C][C]-0.00523[/C][C]-0.0645[/C][C]0.525662[/C][/ROW]
[ROW][C]44[/C][C]0.03788[/C][C]0.467[/C][C]0.320578[/C][/ROW]
[ROW][C]45[/C][C]0.008094[/C][C]0.0998[/C][C]0.460324[/C][/ROW]
[ROW][C]46[/C][C]0.017975[/C][C]0.2216[/C][C]0.412459[/C][/ROW]
[ROW][C]47[/C][C]-0.025838[/C][C]-0.3185[/C][C]0.624747[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7536&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7536&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	0.863694	10.6483	0
1	0.223015	2.7495	0.003346
2	0.405367	4.9977	1e-06
3	-0.177084	-2.1832	0.984724
4	0.362569	4.47	8e-06
5	0.19251	2.3734	0.009437
6	-0.31088	-3.8328	0.999907
7	-0.126185	-1.5557	0.939071
8	0.047575	0.5865	0.279189
9	-0.129506	-1.5967	0.943791
10	0.238431	2.9396	0.0019
11	0.252526	3.1133	0.001105
12	-0.308861	-3.8079	0.999899
13	-0.139511	-1.72	0.956267
14	-0.026479	-0.3265	0.627735
15	0.075636	0.9325	0.176278
16	-0.023833	-0.2938	0.615358
17	-0.034572	-0.4262	0.664731
18	-0.038044	-0.469	0.680143
19	-0.01362	-0.1679	0.566564
20	0.003344	0.0412	0.483587
21	0.096291	1.1872	0.11851
22	0.126676	1.5618	0.060211
23	0.03188	0.393	0.34742
24	-0.120387	-1.4842	0.930091
25	-0.081533	-1.0052	0.841801
26	0.028559	0.3521	0.362627
27	0.049759	0.6135	0.270241
28	-0.109041	-1.3443	0.909581
29	-0.000662	-0.0082	0.503248
30	0.038581	0.4757	0.317498
31	0.00449	0.0554	0.477965
32	0.024048	0.2965	0.383635
33	-0.008364	-0.1031	0.540995
34	-0.027518	-0.3393	0.632559
35	0.055808	0.688	0.246237
36	-0.041449	-0.511	0.694961
37	-0.05993	-0.7389	0.769437
38	0.045421	0.56	0.288158
39	0.031534	0.3888	0.348991
40	-0.028358	-0.3496	0.636447
41	-0.072151	-0.8895	0.812439
42	0.055593	0.6854	0.247071
43	-0.00523	-0.0645	0.525662
44	0.03788	0.467	0.320578
45	0.008094	0.0998	0.460324
46	0.017975	0.2216	0.412459
47	-0.025838	-0.3185	0.624747

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