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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 14:09:44 -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/2008/Dec/09/t1228857074nugs8r0fqh7s9v0.htm/, Retrieved Sun, 19 May 2024 10:04:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31798, Retrieved Sun, 19 May 2024 10:04:46 +0000

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146

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-       [(Partial) Autocorrelation Function] [opgave6bis - eige...] [2008-12-09 21:09:44] [be6d97e5c18f42f870a86936f130440b] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31798&T=0

[TABLE]
[ROW][C]Summary of computational 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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31798&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31798&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 computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.942264	8.636	0
2	0.906145	8.305	0
3	0.870027	7.9739	0
4	0.833908	7.6429	0
5	0.79779	7.3119	0
6	0.761672	6.9808	0
7	0.725553	6.6498	0
8	0.689435	6.3188	0
9	0.653316	5.9877	0
10	0.617198	5.6567	0
11	0.581079	5.3257	0
12	0.552433	5.0631	1e-06
13	0.509568	4.6703	6e-06
14	0.477512	4.3765	1.7e-05
15	0.445456	4.0827	5.1e-05
16	0.4134	3.7889	0.000142
17	0.381344	3.4951	0.00038
18	0.349288	3.2013	0.000966
19	0.317231	2.9075	0.00233
20	0.285175	2.6137	0.005306
21	0.253119	2.3199	0.011387
22	0.221063	2.0261	0.022965
23	0.189007	1.7323	0.043447
24	0.171895	1.5754	0.059457
25	0.138533	1.2697	0.103853
26	0.11598	1.063	0.14542
27	0.093427	0.8563	0.197141
28	0.070874	0.6496	0.25887
29	0.048321	0.4429	0.329499
30	0.025768	0.2362	0.406938
31	0.003215	0.0295	0.488281
32	-0.019338	-0.1772	0.429876
33	-0.041891	-0.3839	0.350998
34	-0.064444	-0.5906	0.278175
35	-0.086997	-0.7973	0.213751
36	-0.10955	-1.004	0.159122
37	-0.148352	-1.3597	0.088786
38	-0.165537	-1.5172	0.066489
39	-0.182722	-1.6747	0.048859
40	-0.199907	-1.8322	0.035235
41	-0.217092	-1.9897	0.02494
42	-0.234276	-2.1472	0.017331
43	-0.251461	-2.3047	0.011826
44	-0.268646	-2.4622	0.007927
45	-0.285831	-2.6197	0.005221
46	-0.303016	-2.7772	0.00338
47	-0.320201	-2.9347	0.002152
48	-0.322442	-2.9552	0.002027

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.942264 & 8.636 & 0 \tabularnewline
2 & 0.906145 & 8.305 & 0 \tabularnewline
3 & 0.870027 & 7.9739 & 0 \tabularnewline
4 & 0.833908 & 7.6429 & 0 \tabularnewline
5 & 0.79779 & 7.3119 & 0 \tabularnewline
6 & 0.761672 & 6.9808 & 0 \tabularnewline
7 & 0.725553 & 6.6498 & 0 \tabularnewline
8 & 0.689435 & 6.3188 & 0 \tabularnewline
9 & 0.653316 & 5.9877 & 0 \tabularnewline
10 & 0.617198 & 5.6567 & 0 \tabularnewline
11 & 0.581079 & 5.3257 & 0 \tabularnewline
12 & 0.552433 & 5.0631 & 1e-06 \tabularnewline
13 & 0.509568 & 4.6703 & 6e-06 \tabularnewline
14 & 0.477512 & 4.3765 & 1.7e-05 \tabularnewline
15 & 0.445456 & 4.0827 & 5.1e-05 \tabularnewline
16 & 0.4134 & 3.7889 & 0.000142 \tabularnewline
17 & 0.381344 & 3.4951 & 0.00038 \tabularnewline
18 & 0.349288 & 3.2013 & 0.000966 \tabularnewline
19 & 0.317231 & 2.9075 & 0.00233 \tabularnewline
20 & 0.285175 & 2.6137 & 0.005306 \tabularnewline
21 & 0.253119 & 2.3199 & 0.011387 \tabularnewline
22 & 0.221063 & 2.0261 & 0.022965 \tabularnewline
23 & 0.189007 & 1.7323 & 0.043447 \tabularnewline
24 & 0.171895 & 1.5754 & 0.059457 \tabularnewline
25 & 0.138533 & 1.2697 & 0.103853 \tabularnewline
26 & 0.11598 & 1.063 & 0.14542 \tabularnewline
27 & 0.093427 & 0.8563 & 0.197141 \tabularnewline
28 & 0.070874 & 0.6496 & 0.25887 \tabularnewline
29 & 0.048321 & 0.4429 & 0.329499 \tabularnewline
30 & 0.025768 & 0.2362 & 0.406938 \tabularnewline
31 & 0.003215 & 0.0295 & 0.488281 \tabularnewline
32 & -0.019338 & -0.1772 & 0.429876 \tabularnewline
33 & -0.041891 & -0.3839 & 0.350998 \tabularnewline
34 & -0.064444 & -0.5906 & 0.278175 \tabularnewline
35 & -0.086997 & -0.7973 & 0.213751 \tabularnewline
36 & -0.10955 & -1.004 & 0.159122 \tabularnewline
37 & -0.148352 & -1.3597 & 0.088786 \tabularnewline
38 & -0.165537 & -1.5172 & 0.066489 \tabularnewline
39 & -0.182722 & -1.6747 & 0.048859 \tabularnewline
40 & -0.199907 & -1.8322 & 0.035235 \tabularnewline
41 & -0.217092 & -1.9897 & 0.02494 \tabularnewline
42 & -0.234276 & -2.1472 & 0.017331 \tabularnewline
43 & -0.251461 & -2.3047 & 0.011826 \tabularnewline
44 & -0.268646 & -2.4622 & 0.007927 \tabularnewline
45 & -0.285831 & -2.6197 & 0.005221 \tabularnewline
46 & -0.303016 & -2.7772 & 0.00338 \tabularnewline
47 & -0.320201 & -2.9347 & 0.002152 \tabularnewline
48 & -0.322442 & -2.9552 & 0.002027 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31798&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]1[/C][C]0.942264[/C][C]8.636[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.906145[/C][C]8.305[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.870027[/C][C]7.9739[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.833908[/C][C]7.6429[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.79779[/C][C]7.3119[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.761672[/C][C]6.9808[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.725553[/C][C]6.6498[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.689435[/C][C]6.3188[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.653316[/C][C]5.9877[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.617198[/C][C]5.6567[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.581079[/C][C]5.3257[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.552433[/C][C]5.0631[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.509568[/C][C]4.6703[/C][C]6e-06[/C][/ROW]
[ROW][C]14[/C][C]0.477512[/C][C]4.3765[/C][C]1.7e-05[/C][/ROW]
[ROW][C]15[/C][C]0.445456[/C][C]4.0827[/C][C]5.1e-05[/C][/ROW]
[ROW][C]16[/C][C]0.4134[/C][C]3.7889[/C][C]0.000142[/C][/ROW]
[ROW][C]17[/C][C]0.381344[/C][C]3.4951[/C][C]0.00038[/C][/ROW]
[ROW][C]18[/C][C]0.349288[/C][C]3.2013[/C][C]0.000966[/C][/ROW]
[ROW][C]19[/C][C]0.317231[/C][C]2.9075[/C][C]0.00233[/C][/ROW]
[ROW][C]20[/C][C]0.285175[/C][C]2.6137[/C][C]0.005306[/C][/ROW]
[ROW][C]21[/C][C]0.253119[/C][C]2.3199[/C][C]0.011387[/C][/ROW]
[ROW][C]22[/C][C]0.221063[/C][C]2.0261[/C][C]0.022965[/C][/ROW]
[ROW][C]23[/C][C]0.189007[/C][C]1.7323[/C][C]0.043447[/C][/ROW]
[ROW][C]24[/C][C]0.171895[/C][C]1.5754[/C][C]0.059457[/C][/ROW]
[ROW][C]25[/C][C]0.138533[/C][C]1.2697[/C][C]0.103853[/C][/ROW]
[ROW][C]26[/C][C]0.11598[/C][C]1.063[/C][C]0.14542[/C][/ROW]
[ROW][C]27[/C][C]0.093427[/C][C]0.8563[/C][C]0.197141[/C][/ROW]
[ROW][C]28[/C][C]0.070874[/C][C]0.6496[/C][C]0.25887[/C][/ROW]
[ROW][C]29[/C][C]0.048321[/C][C]0.4429[/C][C]0.329499[/C][/ROW]
[ROW][C]30[/C][C]0.025768[/C][C]0.2362[/C][C]0.406938[/C][/ROW]
[ROW][C]31[/C][C]0.003215[/C][C]0.0295[/C][C]0.488281[/C][/ROW]
[ROW][C]32[/C][C]-0.019338[/C][C]-0.1772[/C][C]0.429876[/C][/ROW]
[ROW][C]33[/C][C]-0.041891[/C][C]-0.3839[/C][C]0.350998[/C][/ROW]
[ROW][C]34[/C][C]-0.064444[/C][C]-0.5906[/C][C]0.278175[/C][/ROW]
[ROW][C]35[/C][C]-0.086997[/C][C]-0.7973[/C][C]0.213751[/C][/ROW]
[ROW][C]36[/C][C]-0.10955[/C][C]-1.004[/C][C]0.159122[/C][/ROW]
[ROW][C]37[/C][C]-0.148352[/C][C]-1.3597[/C][C]0.088786[/C][/ROW]
[ROW][C]38[/C][C]-0.165537[/C][C]-1.5172[/C][C]0.066489[/C][/ROW]
[ROW][C]39[/C][C]-0.182722[/C][C]-1.6747[/C][C]0.048859[/C][/ROW]
[ROW][C]40[/C][C]-0.199907[/C][C]-1.8322[/C][C]0.035235[/C][/ROW]
[ROW][C]41[/C][C]-0.217092[/C][C]-1.9897[/C][C]0.02494[/C][/ROW]
[ROW][C]42[/C][C]-0.234276[/C][C]-2.1472[/C][C]0.017331[/C][/ROW]
[ROW][C]43[/C][C]-0.251461[/C][C]-2.3047[/C][C]0.011826[/C][/ROW]
[ROW][C]44[/C][C]-0.268646[/C][C]-2.4622[/C][C]0.007927[/C][/ROW]
[ROW][C]45[/C][C]-0.285831[/C][C]-2.6197[/C][C]0.005221[/C][/ROW]
[ROW][C]46[/C][C]-0.303016[/C][C]-2.7772[/C][C]0.00338[/C][/ROW]
[ROW][C]47[/C][C]-0.320201[/C][C]-2.9347[/C][C]0.002152[/C][/ROW]
[ROW][C]48[/C][C]-0.322442[/C][C]-2.9552[/C][C]0.002027[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31798&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31798&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
1	0.942264	8.636	0
2	0.906145	8.305	0
3	0.870027	7.9739	0
4	0.833908	7.6429	0
5	0.79779	7.3119	0
6	0.761672	6.9808	0
7	0.725553	6.6498	0
8	0.689435	6.3188	0
9	0.653316	5.9877	0
10	0.617198	5.6567	0
11	0.581079	5.3257	0
12	0.552433	5.0631	1e-06
13	0.509568	4.6703	6e-06
14	0.477512	4.3765	1.7e-05
15	0.445456	4.0827	5.1e-05
16	0.4134	3.7889	0.000142
17	0.381344	3.4951	0.00038
18	0.349288	3.2013	0.000966
19	0.317231	2.9075	0.00233
20	0.285175	2.6137	0.005306
21	0.253119	2.3199	0.011387
22	0.221063	2.0261	0.022965
23	0.189007	1.7323	0.043447
24	0.171895	1.5754	0.059457
25	0.138533	1.2697	0.103853
26	0.11598	1.063	0.14542
27	0.093427	0.8563	0.197141
28	0.070874	0.6496	0.25887
29	0.048321	0.4429	0.329499
30	0.025768	0.2362	0.406938
31	0.003215	0.0295	0.488281
32	-0.019338	-0.1772	0.429876
33	-0.041891	-0.3839	0.350998
34	-0.064444	-0.5906	0.278175
35	-0.086997	-0.7973	0.213751
36	-0.10955	-1.004	0.159122
37	-0.148352	-1.3597	0.088786
38	-0.165537	-1.5172	0.066489
39	-0.182722	-1.6747	0.048859
40	-0.199907	-1.8322	0.035235
41	-0.217092	-1.9897	0.02494
42	-0.234276	-2.1472	0.017331
43	-0.251461	-2.3047	0.011826
44	-0.268646	-2.4622	0.007927
45	-0.285831	-2.6197	0.005221
46	-0.303016	-2.7772	0.00338
47	-0.320201	-2.9347	0.002152
48	-0.322442	-2.9552	0.002027

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.942264	8.636	0
2	0.16305	1.4944	0.069412
3	0.016302	0.1494	0.440796
4	-0.012503	-0.1146	0.45452
5	-0.018409	-0.1687	0.433211
6	-0.019879	-0.1822	0.427934
7	-0.020501	-0.1879	0.425705
8	-0.020973	-0.1922	0.424017
9	-0.02143	-0.1964	0.422381
10	-0.021901	-0.2007	0.420698
11	-0.022392	-0.2052	0.418946
12	0.045783	0.4196	0.337923
13	-0.124668	-1.1426	0.128226
14	0.032365	0.2966	0.383741
15	0.001676	0.0154	0.493891
16	-0.015232	-0.1396	0.444653
17	-0.02098	-0.1923	0.423991
18	-0.022971	-0.2105	0.416881
19	-0.023914	-0.2192	0.413521
20	-0.02459	-0.2254	0.411119
21	-0.025161	-0.2306	0.40909
22	-0.025431	-0.2331	0.408135
23	-0.024103	-0.2209	0.412851
24	0.101855	0.9335	0.176615
25	-0.104372	-0.9566	0.17076
26	0.024648	0.2259	0.410913
27	0.001373	0.0126	0.494996
28	-0.014213	-0.1303	0.448336
29	-0.020506	-0.1879	0.42569
30	-0.023017	-0.211	0.416718
31	-0.02421	-0.2219	0.412471
32	-0.024883	-0.2281	0.410079
33	-0.025015	-0.2293	0.409611
34	-0.023626	-0.2165	0.414547
35	-0.017943	-0.1644	0.434888
36	-0.058406	-0.5353	0.296928
37	-0.143412	-1.3144	0.096146
38	0.100599	0.922	0.179583
39	0.027873	0.2555	0.399498
40	-0.008191	-0.0751	0.470167
41	-0.020926	-0.1918	0.424186
42	-0.025667	-0.2352	0.407298
43	-0.027819	-0.255	0.399686
44	-0.029067	-0.2664	0.395291
45	-0.029812	-0.2732	0.392673
46	-0.029369	-0.2692	0.394228
47	-0.021871	-0.2005	0.420806
48	0.091296	0.8367	0.202556

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.942264 & 8.636 & 0 \tabularnewline
2 & 0.16305 & 1.4944 & 0.069412 \tabularnewline
3 & 0.016302 & 0.1494 & 0.440796 \tabularnewline
4 & -0.012503 & -0.1146 & 0.45452 \tabularnewline
5 & -0.018409 & -0.1687 & 0.433211 \tabularnewline
6 & -0.019879 & -0.1822 & 0.427934 \tabularnewline
7 & -0.020501 & -0.1879 & 0.425705 \tabularnewline
8 & -0.020973 & -0.1922 & 0.424017 \tabularnewline
9 & -0.02143 & -0.1964 & 0.422381 \tabularnewline
10 & -0.021901 & -0.2007 & 0.420698 \tabularnewline
11 & -0.022392 & -0.2052 & 0.418946 \tabularnewline
12 & 0.045783 & 0.4196 & 0.337923 \tabularnewline
13 & -0.124668 & -1.1426 & 0.128226 \tabularnewline
14 & 0.032365 & 0.2966 & 0.383741 \tabularnewline
15 & 0.001676 & 0.0154 & 0.493891 \tabularnewline
16 & -0.015232 & -0.1396 & 0.444653 \tabularnewline
17 & -0.02098 & -0.1923 & 0.423991 \tabularnewline
18 & -0.022971 & -0.2105 & 0.416881 \tabularnewline
19 & -0.023914 & -0.2192 & 0.413521 \tabularnewline
20 & -0.02459 & -0.2254 & 0.411119 \tabularnewline
21 & -0.025161 & -0.2306 & 0.40909 \tabularnewline
22 & -0.025431 & -0.2331 & 0.408135 \tabularnewline
23 & -0.024103 & -0.2209 & 0.412851 \tabularnewline
24 & 0.101855 & 0.9335 & 0.176615 \tabularnewline
25 & -0.104372 & -0.9566 & 0.17076 \tabularnewline
26 & 0.024648 & 0.2259 & 0.410913 \tabularnewline
27 & 0.001373 & 0.0126 & 0.494996 \tabularnewline
28 & -0.014213 & -0.1303 & 0.448336 \tabularnewline
29 & -0.020506 & -0.1879 & 0.42569 \tabularnewline
30 & -0.023017 & -0.211 & 0.416718 \tabularnewline
31 & -0.02421 & -0.2219 & 0.412471 \tabularnewline
32 & -0.024883 & -0.2281 & 0.410079 \tabularnewline
33 & -0.025015 & -0.2293 & 0.409611 \tabularnewline
34 & -0.023626 & -0.2165 & 0.414547 \tabularnewline
35 & -0.017943 & -0.1644 & 0.434888 \tabularnewline
36 & -0.058406 & -0.5353 & 0.296928 \tabularnewline
37 & -0.143412 & -1.3144 & 0.096146 \tabularnewline
38 & 0.100599 & 0.922 & 0.179583 \tabularnewline
39 & 0.027873 & 0.2555 & 0.399498 \tabularnewline
40 & -0.008191 & -0.0751 & 0.470167 \tabularnewline
41 & -0.020926 & -0.1918 & 0.424186 \tabularnewline
42 & -0.025667 & -0.2352 & 0.407298 \tabularnewline
43 & -0.027819 & -0.255 & 0.399686 \tabularnewline
44 & -0.029067 & -0.2664 & 0.395291 \tabularnewline
45 & -0.029812 & -0.2732 & 0.392673 \tabularnewline
46 & -0.029369 & -0.2692 & 0.394228 \tabularnewline
47 & -0.021871 & -0.2005 & 0.420806 \tabularnewline
48 & 0.091296 & 0.8367 & 0.202556 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31798&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]1[/C][C]0.942264[/C][C]8.636[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.16305[/C][C]1.4944[/C][C]0.069412[/C][/ROW]
[ROW][C]3[/C][C]0.016302[/C][C]0.1494[/C][C]0.440796[/C][/ROW]
[ROW][C]4[/C][C]-0.012503[/C][C]-0.1146[/C][C]0.45452[/C][/ROW]
[ROW][C]5[/C][C]-0.018409[/C][C]-0.1687[/C][C]0.433211[/C][/ROW]
[ROW][C]6[/C][C]-0.019879[/C][C]-0.1822[/C][C]0.427934[/C][/ROW]
[ROW][C]7[/C][C]-0.020501[/C][C]-0.1879[/C][C]0.425705[/C][/ROW]
[ROW][C]8[/C][C]-0.020973[/C][C]-0.1922[/C][C]0.424017[/C][/ROW]
[ROW][C]9[/C][C]-0.02143[/C][C]-0.1964[/C][C]0.422381[/C][/ROW]
[ROW][C]10[/C][C]-0.021901[/C][C]-0.2007[/C][C]0.420698[/C][/ROW]
[ROW][C]11[/C][C]-0.022392[/C][C]-0.2052[/C][C]0.418946[/C][/ROW]
[ROW][C]12[/C][C]0.045783[/C][C]0.4196[/C][C]0.337923[/C][/ROW]
[ROW][C]13[/C][C]-0.124668[/C][C]-1.1426[/C][C]0.128226[/C][/ROW]
[ROW][C]14[/C][C]0.032365[/C][C]0.2966[/C][C]0.383741[/C][/ROW]
[ROW][C]15[/C][C]0.001676[/C][C]0.0154[/C][C]0.493891[/C][/ROW]
[ROW][C]16[/C][C]-0.015232[/C][C]-0.1396[/C][C]0.444653[/C][/ROW]
[ROW][C]17[/C][C]-0.02098[/C][C]-0.1923[/C][C]0.423991[/C][/ROW]
[ROW][C]18[/C][C]-0.022971[/C][C]-0.2105[/C][C]0.416881[/C][/ROW]
[ROW][C]19[/C][C]-0.023914[/C][C]-0.2192[/C][C]0.413521[/C][/ROW]
[ROW][C]20[/C][C]-0.02459[/C][C]-0.2254[/C][C]0.411119[/C][/ROW]
[ROW][C]21[/C][C]-0.025161[/C][C]-0.2306[/C][C]0.40909[/C][/ROW]
[ROW][C]22[/C][C]-0.025431[/C][C]-0.2331[/C][C]0.408135[/C][/ROW]
[ROW][C]23[/C][C]-0.024103[/C][C]-0.2209[/C][C]0.412851[/C][/ROW]
[ROW][C]24[/C][C]0.101855[/C][C]0.9335[/C][C]0.176615[/C][/ROW]
[ROW][C]25[/C][C]-0.104372[/C][C]-0.9566[/C][C]0.17076[/C][/ROW]
[ROW][C]26[/C][C]0.024648[/C][C]0.2259[/C][C]0.410913[/C][/ROW]
[ROW][C]27[/C][C]0.001373[/C][C]0.0126[/C][C]0.494996[/C][/ROW]
[ROW][C]28[/C][C]-0.014213[/C][C]-0.1303[/C][C]0.448336[/C][/ROW]
[ROW][C]29[/C][C]-0.020506[/C][C]-0.1879[/C][C]0.42569[/C][/ROW]
[ROW][C]30[/C][C]-0.023017[/C][C]-0.211[/C][C]0.416718[/C][/ROW]
[ROW][C]31[/C][C]-0.02421[/C][C]-0.2219[/C][C]0.412471[/C][/ROW]
[ROW][C]32[/C][C]-0.024883[/C][C]-0.2281[/C][C]0.410079[/C][/ROW]
[ROW][C]33[/C][C]-0.025015[/C][C]-0.2293[/C][C]0.409611[/C][/ROW]
[ROW][C]34[/C][C]-0.023626[/C][C]-0.2165[/C][C]0.414547[/C][/ROW]
[ROW][C]35[/C][C]-0.017943[/C][C]-0.1644[/C][C]0.434888[/C][/ROW]
[ROW][C]36[/C][C]-0.058406[/C][C]-0.5353[/C][C]0.296928[/C][/ROW]
[ROW][C]37[/C][C]-0.143412[/C][C]-1.3144[/C][C]0.096146[/C][/ROW]
[ROW][C]38[/C][C]0.100599[/C][C]0.922[/C][C]0.179583[/C][/ROW]
[ROW][C]39[/C][C]0.027873[/C][C]0.2555[/C][C]0.399498[/C][/ROW]
[ROW][C]40[/C][C]-0.008191[/C][C]-0.0751[/C][C]0.470167[/C][/ROW]
[ROW][C]41[/C][C]-0.020926[/C][C]-0.1918[/C][C]0.424186[/C][/ROW]
[ROW][C]42[/C][C]-0.025667[/C][C]-0.2352[/C][C]0.407298[/C][/ROW]
[ROW][C]43[/C][C]-0.027819[/C][C]-0.255[/C][C]0.399686[/C][/ROW]
[ROW][C]44[/C][C]-0.029067[/C][C]-0.2664[/C][C]0.395291[/C][/ROW]
[ROW][C]45[/C][C]-0.029812[/C][C]-0.2732[/C][C]0.392673[/C][/ROW]
[ROW][C]46[/C][C]-0.029369[/C][C]-0.2692[/C][C]0.394228[/C][/ROW]
[ROW][C]47[/C][C]-0.021871[/C][C]-0.2005[/C][C]0.420806[/C][/ROW]
[ROW][C]48[/C][C]0.091296[/C][C]0.8367[/C][C]0.202556[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31798&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31798&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
1	0.942264	8.636	0
2	0.16305	1.4944	0.069412
3	0.016302	0.1494	0.440796
4	-0.012503	-0.1146	0.45452
5	-0.018409	-0.1687	0.433211
6	-0.019879	-0.1822	0.427934
7	-0.020501	-0.1879	0.425705
8	-0.020973	-0.1922	0.424017
9	-0.02143	-0.1964	0.422381
10	-0.021901	-0.2007	0.420698
11	-0.022392	-0.2052	0.418946
12	0.045783	0.4196	0.337923
13	-0.124668	-1.1426	0.128226
14	0.032365	0.2966	0.383741
15	0.001676	0.0154	0.493891
16	-0.015232	-0.1396	0.444653
17	-0.02098	-0.1923	0.423991
18	-0.022971	-0.2105	0.416881
19	-0.023914	-0.2192	0.413521
20	-0.02459	-0.2254	0.411119
21	-0.025161	-0.2306	0.40909
22	-0.025431	-0.2331	0.408135
23	-0.024103	-0.2209	0.412851
24	0.101855	0.9335	0.176615
25	-0.104372	-0.9566	0.17076
26	0.024648	0.2259	0.410913
27	0.001373	0.0126	0.494996
28	-0.014213	-0.1303	0.448336
29	-0.020506	-0.1879	0.42569
30	-0.023017	-0.211	0.416718
31	-0.02421	-0.2219	0.412471
32	-0.024883	-0.2281	0.410079
33	-0.025015	-0.2293	0.409611
34	-0.023626	-0.2165	0.414547
35	-0.017943	-0.1644	0.434888
36	-0.058406	-0.5353	0.296928
37	-0.143412	-1.3144	0.096146
38	0.100599	0.922	0.179583
39	0.027873	0.2555	0.399498
40	-0.008191	-0.0751	0.470167
41	-0.020926	-0.1918	0.424186
42	-0.025667	-0.2352	0.407298
43	-0.027819	-0.255	0.399686
44	-0.029067	-0.2664	0.395291
45	-0.029812	-0.2732	0.392673
46	-0.029369	-0.2692	0.394228
47	-0.021871	-0.2005	0.420806
48	0.091296	0.8367	0.202556

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 2:(par1+1)) {
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(abs(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,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(abs(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