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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 17 Dec 2008 11:43:02 -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/2008/Dec/17/t12295395091ygv6inlq038u4i.htm/, Retrieved Sun, 19 May 2024 07:12:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34482, Retrieved Sun, 19 May 2024 07:12:39 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

173

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

-     [Standard Deviation-Mean Plot] [TAAK] [2008-12-16 20:59:02] [f3161d5a04a14312cd010aa8f92941cc]
- RM D  [Variance Reduction Matrix] [TAAK] [2008-12-17 18:15:17] [f3161d5a04a14312cd010aa8f92941cc]
- RMPD    [(Partial) Autocorrelation Function] [Taak] [2008-12-17 18:25:12] [f3161d5a04a14312cd010aa8f92941cc]
-   P       [(Partial) Autocorrelation Function] [Taak] [2008-12-17 18:31:00] [f3161d5a04a14312cd010aa8f92941cc]
-   PD          [(Partial) Autocorrelation Function] [Taak] [2008-12-17 18:43:02] [59094f58b9d90d3694e930ebd2901ecd] [Current]
-   P             [(Partial) Autocorrelation Function] [Taak] [2008-12-17 18:46:14] [f3161d5a04a14312cd010aa8f92941cc] 
-   P               [(Partial) Autocorrelation Function] [Taak] [2008-12-17 18:47:42] [f3161d5a04a14312cd010aa8f92941cc] 
- RMP               [Spectral Analysis] [Taak] [2008-12-17 18:53:33] [f3161d5a04a14312cd010aa8f92941cc] 
-                     [Spectral Analysis] [Taak] [2008-12-17 18:55:19] [f3161d5a04a14312cd010aa8f92941cc] 

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Dataseries X:

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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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34482&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]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=34482&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34482&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.95098	8.1806	0
2	0.902331	7.7621	0
3	0.867338	7.4611	0
4	0.83127	7.1509	0
5	0.800539	6.8865	0
6	0.765284	6.5832	0
7	0.736045	6.3317	0
8	0.703981	6.0559	0
9	0.655837	5.6417	0
10	0.608315	5.2329	1e-06
11	0.571884	4.9195	3e-06
12	0.540582	4.6503	7e-06
13	0.498782	4.2907	2.7e-05
14	0.452498	3.8925	0.000108
15	0.42193	3.6296	0.00026
16	0.393432	3.3844	0.000572
17	0.349584	3.0072	0.0018
18	0.310025	2.6669	0.004698
19	0.274799	2.3639	0.010355
20	0.239699	2.062	0.021361
21	0.195757	1.684	0.048201
22	0.147975	1.2729	0.103515
23	0.115162	0.9907	0.16254
24	0.084778	0.7293	0.234063
25	0.043042	0.3703	0.356123
26	-0.002385	-0.0205	0.491843
27	-0.050326	-0.4329	0.333167
28	-0.097348	-0.8374	0.202526
29	-0.135299	-1.1639	0.124105
30	-0.180051	-1.5489	0.062841
31	-0.214517	-1.8453	0.034494
32	-0.23943	-2.0597	0.021475
33	-0.272037	-2.3401	0.010987
34	-0.307278	-2.6433	0.005008
35	-0.335354	-2.8848	0.002564
36	-0.362751	-3.1205	0.001287
37	-0.386264	-3.3228	0.000694
38	-0.402762	-3.4647	0.000443
39	-0.410187	-3.5286	0.000361
40	-0.412902	-3.5519	0.000335
41	-0.407889	-3.5088	0.000385
42	-0.406701	-3.4986	0.000398
43	-0.413329	-3.5556	0.000331
44	-0.41611	-3.5795	0.000306
45	-0.413414	-3.5563	0.00033
46	-0.412563	-3.549	0.000338
47	-0.403446	-3.4706	0.000435
48	-0.398109	-3.4247	0.000504

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.95098 & 8.1806 & 0 \tabularnewline
2 & 0.902331 & 7.7621 & 0 \tabularnewline
3 & 0.867338 & 7.4611 & 0 \tabularnewline
4 & 0.83127 & 7.1509 & 0 \tabularnewline
5 & 0.800539 & 6.8865 & 0 \tabularnewline
6 & 0.765284 & 6.5832 & 0 \tabularnewline
7 & 0.736045 & 6.3317 & 0 \tabularnewline
8 & 0.703981 & 6.0559 & 0 \tabularnewline
9 & 0.655837 & 5.6417 & 0 \tabularnewline
10 & 0.608315 & 5.2329 & 1e-06 \tabularnewline
11 & 0.571884 & 4.9195 & 3e-06 \tabularnewline
12 & 0.540582 & 4.6503 & 7e-06 \tabularnewline
13 & 0.498782 & 4.2907 & 2.7e-05 \tabularnewline
14 & 0.452498 & 3.8925 & 0.000108 \tabularnewline
15 & 0.42193 & 3.6296 & 0.00026 \tabularnewline
16 & 0.393432 & 3.3844 & 0.000572 \tabularnewline
17 & 0.349584 & 3.0072 & 0.0018 \tabularnewline
18 & 0.310025 & 2.6669 & 0.004698 \tabularnewline
19 & 0.274799 & 2.3639 & 0.010355 \tabularnewline
20 & 0.239699 & 2.062 & 0.021361 \tabularnewline
21 & 0.195757 & 1.684 & 0.048201 \tabularnewline
22 & 0.147975 & 1.2729 & 0.103515 \tabularnewline
23 & 0.115162 & 0.9907 & 0.16254 \tabularnewline
24 & 0.084778 & 0.7293 & 0.234063 \tabularnewline
25 & 0.043042 & 0.3703 & 0.356123 \tabularnewline
26 & -0.002385 & -0.0205 & 0.491843 \tabularnewline
27 & -0.050326 & -0.4329 & 0.333167 \tabularnewline
28 & -0.097348 & -0.8374 & 0.202526 \tabularnewline
29 & -0.135299 & -1.1639 & 0.124105 \tabularnewline
30 & -0.180051 & -1.5489 & 0.062841 \tabularnewline
31 & -0.214517 & -1.8453 & 0.034494 \tabularnewline
32 & -0.23943 & -2.0597 & 0.021475 \tabularnewline
33 & -0.272037 & -2.3401 & 0.010987 \tabularnewline
34 & -0.307278 & -2.6433 & 0.005008 \tabularnewline
35 & -0.335354 & -2.8848 & 0.002564 \tabularnewline
36 & -0.362751 & -3.1205 & 0.001287 \tabularnewline
37 & -0.386264 & -3.3228 & 0.000694 \tabularnewline
38 & -0.402762 & -3.4647 & 0.000443 \tabularnewline
39 & -0.410187 & -3.5286 & 0.000361 \tabularnewline
40 & -0.412902 & -3.5519 & 0.000335 \tabularnewline
41 & -0.407889 & -3.5088 & 0.000385 \tabularnewline
42 & -0.406701 & -3.4986 & 0.000398 \tabularnewline
43 & -0.413329 & -3.5556 & 0.000331 \tabularnewline
44 & -0.41611 & -3.5795 & 0.000306 \tabularnewline
45 & -0.413414 & -3.5563 & 0.00033 \tabularnewline
46 & -0.412563 & -3.549 & 0.000338 \tabularnewline
47 & -0.403446 & -3.4706 & 0.000435 \tabularnewline
48 & -0.398109 & -3.4247 & 0.000504 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34482&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]0.95098[/C][C]8.1806[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.902331[/C][C]7.7621[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.867338[/C][C]7.4611[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.83127[/C][C]7.1509[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.800539[/C][C]6.8865[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.765284[/C][C]6.5832[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.736045[/C][C]6.3317[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.703981[/C][C]6.0559[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.655837[/C][C]5.6417[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.608315[/C][C]5.2329[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.571884[/C][C]4.9195[/C][C]3e-06[/C][/ROW]
[ROW][C]12[/C][C]0.540582[/C][C]4.6503[/C][C]7e-06[/C][/ROW]
[ROW][C]13[/C][C]0.498782[/C][C]4.2907[/C][C]2.7e-05[/C][/ROW]
[ROW][C]14[/C][C]0.452498[/C][C]3.8925[/C][C]0.000108[/C][/ROW]
[ROW][C]15[/C][C]0.42193[/C][C]3.6296[/C][C]0.00026[/C][/ROW]
[ROW][C]16[/C][C]0.393432[/C][C]3.3844[/C][C]0.000572[/C][/ROW]
[ROW][C]17[/C][C]0.349584[/C][C]3.0072[/C][C]0.0018[/C][/ROW]
[ROW][C]18[/C][C]0.310025[/C][C]2.6669[/C][C]0.004698[/C][/ROW]
[ROW][C]19[/C][C]0.274799[/C][C]2.3639[/C][C]0.010355[/C][/ROW]
[ROW][C]20[/C][C]0.239699[/C][C]2.062[/C][C]0.021361[/C][/ROW]
[ROW][C]21[/C][C]0.195757[/C][C]1.684[/C][C]0.048201[/C][/ROW]
[ROW][C]22[/C][C]0.147975[/C][C]1.2729[/C][C]0.103515[/C][/ROW]
[ROW][C]23[/C][C]0.115162[/C][C]0.9907[/C][C]0.16254[/C][/ROW]
[ROW][C]24[/C][C]0.084778[/C][C]0.7293[/C][C]0.234063[/C][/ROW]
[ROW][C]25[/C][C]0.043042[/C][C]0.3703[/C][C]0.356123[/C][/ROW]
[ROW][C]26[/C][C]-0.002385[/C][C]-0.0205[/C][C]0.491843[/C][/ROW]
[ROW][C]27[/C][C]-0.050326[/C][C]-0.4329[/C][C]0.333167[/C][/ROW]
[ROW][C]28[/C][C]-0.097348[/C][C]-0.8374[/C][C]0.202526[/C][/ROW]
[ROW][C]29[/C][C]-0.135299[/C][C]-1.1639[/C][C]0.124105[/C][/ROW]
[ROW][C]30[/C][C]-0.180051[/C][C]-1.5489[/C][C]0.062841[/C][/ROW]
[ROW][C]31[/C][C]-0.214517[/C][C]-1.8453[/C][C]0.034494[/C][/ROW]
[ROW][C]32[/C][C]-0.23943[/C][C]-2.0597[/C][C]0.021475[/C][/ROW]
[ROW][C]33[/C][C]-0.272037[/C][C]-2.3401[/C][C]0.010987[/C][/ROW]
[ROW][C]34[/C][C]-0.307278[/C][C]-2.6433[/C][C]0.005008[/C][/ROW]
[ROW][C]35[/C][C]-0.335354[/C][C]-2.8848[/C][C]0.002564[/C][/ROW]
[ROW][C]36[/C][C]-0.362751[/C][C]-3.1205[/C][C]0.001287[/C][/ROW]
[ROW][C]37[/C][C]-0.386264[/C][C]-3.3228[/C][C]0.000694[/C][/ROW]
[ROW][C]38[/C][C]-0.402762[/C][C]-3.4647[/C][C]0.000443[/C][/ROW]
[ROW][C]39[/C][C]-0.410187[/C][C]-3.5286[/C][C]0.000361[/C][/ROW]
[ROW][C]40[/C][C]-0.412902[/C][C]-3.5519[/C][C]0.000335[/C][/ROW]
[ROW][C]41[/C][C]-0.407889[/C][C]-3.5088[/C][C]0.000385[/C][/ROW]
[ROW][C]42[/C][C]-0.406701[/C][C]-3.4986[/C][C]0.000398[/C][/ROW]
[ROW][C]43[/C][C]-0.413329[/C][C]-3.5556[/C][C]0.000331[/C][/ROW]
[ROW][C]44[/C][C]-0.41611[/C][C]-3.5795[/C][C]0.000306[/C][/ROW]
[ROW][C]45[/C][C]-0.413414[/C][C]-3.5563[/C][C]0.00033[/C][/ROW]
[ROW][C]46[/C][C]-0.412563[/C][C]-3.549[/C][C]0.000338[/C][/ROW]
[ROW][C]47[/C][C]-0.403446[/C][C]-3.4706[/C][C]0.000435[/C][/ROW]
[ROW][C]48[/C][C]-0.398109[/C][C]-3.4247[/C][C]0.000504[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34482&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34482&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	0.95098	8.1806	0
2	0.902331	7.7621	0
3	0.867338	7.4611	0
4	0.83127	7.1509	0
5	0.800539	6.8865	0
6	0.765284	6.5832	0
7	0.736045	6.3317	0
8	0.703981	6.0559	0
9	0.655837	5.6417	0
10	0.608315	5.2329	1e-06
11	0.571884	4.9195	3e-06
12	0.540582	4.6503	7e-06
13	0.498782	4.2907	2.7e-05
14	0.452498	3.8925	0.000108
15	0.42193	3.6296	0.00026
16	0.393432	3.3844	0.000572
17	0.349584	3.0072	0.0018
18	0.310025	2.6669	0.004698
19	0.274799	2.3639	0.010355
20	0.239699	2.062	0.021361
21	0.195757	1.684	0.048201
22	0.147975	1.2729	0.103515
23	0.115162	0.9907	0.16254
24	0.084778	0.7293	0.234063
25	0.043042	0.3703	0.356123
26	-0.002385	-0.0205	0.491843
27	-0.050326	-0.4329	0.333167
28	-0.097348	-0.8374	0.202526
29	-0.135299	-1.1639	0.124105
30	-0.180051	-1.5489	0.062841
31	-0.214517	-1.8453	0.034494
32	-0.23943	-2.0597	0.021475
33	-0.272037	-2.3401	0.010987
34	-0.307278	-2.6433	0.005008
35	-0.335354	-2.8848	0.002564
36	-0.362751	-3.1205	0.001287
37	-0.386264	-3.3228	0.000694
38	-0.402762	-3.4647	0.000443
39	-0.410187	-3.5286	0.000361
40	-0.412902	-3.5519	0.000335
41	-0.407889	-3.5088	0.000385
42	-0.406701	-3.4986	0.000398
43	-0.413329	-3.5556	0.000331
44	-0.41611	-3.5795	0.000306
45	-0.413414	-3.5563	0.00033
46	-0.412563	-3.549	0.000338
47	-0.403446	-3.4706	0.000435
48	-0.398109	-3.4247	0.000504

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.95098	8.1806	0
2	-0.021251	-0.1828	0.427723
3	0.117301	1.0091	0.158118
4	-0.029934	-0.2575	0.398753
5	0.056269	0.484	0.314893
6	-0.068864	-0.5924	0.277696
7	0.063764	0.5485	0.292495
8	-0.064904	-0.5583	0.289153
9	-0.163616	-1.4075	0.081736
10	-0.039996	-0.3441	0.36589
11	0.05966	0.5132	0.304664
12	0.024079	0.2071	0.418237
13	-0.123406	-1.0616	0.145939
14	-0.056087	-0.4825	0.315445
15	0.112562	0.9683	0.168026
16	0.003142	0.027	0.489255
17	-0.144001	-1.2387	0.109678
18	0.022292	0.1918	0.424227
19	-0.026652	-0.2293	0.409646
20	-0.034804	-0.2994	0.382739
21	-0.101465	-0.8728	0.192789
22	-0.043435	-0.3736	0.354869
23	0.044058	0.379	0.352886
24	-0.023844	-0.2051	0.419023
25	-0.083348	-0.717	0.237819
26	-0.063953	-0.5501	0.291937
27	-0.126515	-1.0883	0.139993
28	-0.07086	-0.6096	0.272011
29	0.116139	0.9991	0.160509
30	-0.117818	-1.0135	0.15706
31	-0.012938	-0.1113	0.455842
32	0.046314	0.3984	0.345739
33	-0.002542	-0.0219	0.491307
34	-0.065608	-0.5644	0.2871
35	0.016516	0.1421	0.443704
36	-0.072188	-0.621	0.268259
37	0.038227	0.3288	0.371603
38	0.065958	0.5674	0.286083
39	0.047286	0.4068	0.342675
40	0.012506	0.1076	0.457311
41	0.109912	0.9455	0.17374
42	-0.011142	-0.0959	0.461949
43	-0.073622	-0.6333	0.26424
44	-0.036679	-0.3155	0.376627
45	0.042851	0.3686	0.356733
46	0.010217	0.0879	0.465099
47	0.026877	0.2312	0.408897
48	-0.095873	-0.8247	0.206088

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.95098 & 8.1806 & 0 \tabularnewline
2 & -0.021251 & -0.1828 & 0.427723 \tabularnewline
3 & 0.117301 & 1.0091 & 0.158118 \tabularnewline
4 & -0.029934 & -0.2575 & 0.398753 \tabularnewline
5 & 0.056269 & 0.484 & 0.314893 \tabularnewline
6 & -0.068864 & -0.5924 & 0.277696 \tabularnewline
7 & 0.063764 & 0.5485 & 0.292495 \tabularnewline
8 & -0.064904 & -0.5583 & 0.289153 \tabularnewline
9 & -0.163616 & -1.4075 & 0.081736 \tabularnewline
10 & -0.039996 & -0.3441 & 0.36589 \tabularnewline
11 & 0.05966 & 0.5132 & 0.304664 \tabularnewline
12 & 0.024079 & 0.2071 & 0.418237 \tabularnewline
13 & -0.123406 & -1.0616 & 0.145939 \tabularnewline
14 & -0.056087 & -0.4825 & 0.315445 \tabularnewline
15 & 0.112562 & 0.9683 & 0.168026 \tabularnewline
16 & 0.003142 & 0.027 & 0.489255 \tabularnewline
17 & -0.144001 & -1.2387 & 0.109678 \tabularnewline
18 & 0.022292 & 0.1918 & 0.424227 \tabularnewline
19 & -0.026652 & -0.2293 & 0.409646 \tabularnewline
20 & -0.034804 & -0.2994 & 0.382739 \tabularnewline
21 & -0.101465 & -0.8728 & 0.192789 \tabularnewline
22 & -0.043435 & -0.3736 & 0.354869 \tabularnewline
23 & 0.044058 & 0.379 & 0.352886 \tabularnewline
24 & -0.023844 & -0.2051 & 0.419023 \tabularnewline
25 & -0.083348 & -0.717 & 0.237819 \tabularnewline
26 & -0.063953 & -0.5501 & 0.291937 \tabularnewline
27 & -0.126515 & -1.0883 & 0.139993 \tabularnewline
28 & -0.07086 & -0.6096 & 0.272011 \tabularnewline
29 & 0.116139 & 0.9991 & 0.160509 \tabularnewline
30 & -0.117818 & -1.0135 & 0.15706 \tabularnewline
31 & -0.012938 & -0.1113 & 0.455842 \tabularnewline
32 & 0.046314 & 0.3984 & 0.345739 \tabularnewline
33 & -0.002542 & -0.0219 & 0.491307 \tabularnewline
34 & -0.065608 & -0.5644 & 0.2871 \tabularnewline
35 & 0.016516 & 0.1421 & 0.443704 \tabularnewline
36 & -0.072188 & -0.621 & 0.268259 \tabularnewline
37 & 0.038227 & 0.3288 & 0.371603 \tabularnewline
38 & 0.065958 & 0.5674 & 0.286083 \tabularnewline
39 & 0.047286 & 0.4068 & 0.342675 \tabularnewline
40 & 0.012506 & 0.1076 & 0.457311 \tabularnewline
41 & 0.109912 & 0.9455 & 0.17374 \tabularnewline
42 & -0.011142 & -0.0959 & 0.461949 \tabularnewline
43 & -0.073622 & -0.6333 & 0.26424 \tabularnewline
44 & -0.036679 & -0.3155 & 0.376627 \tabularnewline
45 & 0.042851 & 0.3686 & 0.356733 \tabularnewline
46 & 0.010217 & 0.0879 & 0.465099 \tabularnewline
47 & 0.026877 & 0.2312 & 0.408897 \tabularnewline
48 & -0.095873 & -0.8247 & 0.206088 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34482&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]0.95098[/C][C]8.1806[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.021251[/C][C]-0.1828[/C][C]0.427723[/C][/ROW]
[ROW][C]3[/C][C]0.117301[/C][C]1.0091[/C][C]0.158118[/C][/ROW]
[ROW][C]4[/C][C]-0.029934[/C][C]-0.2575[/C][C]0.398753[/C][/ROW]
[ROW][C]5[/C][C]0.056269[/C][C]0.484[/C][C]0.314893[/C][/ROW]
[ROW][C]6[/C][C]-0.068864[/C][C]-0.5924[/C][C]0.277696[/C][/ROW]
[ROW][C]7[/C][C]0.063764[/C][C]0.5485[/C][C]0.292495[/C][/ROW]
[ROW][C]8[/C][C]-0.064904[/C][C]-0.5583[/C][C]0.289153[/C][/ROW]
[ROW][C]9[/C][C]-0.163616[/C][C]-1.4075[/C][C]0.081736[/C][/ROW]
[ROW][C]10[/C][C]-0.039996[/C][C]-0.3441[/C][C]0.36589[/C][/ROW]
[ROW][C]11[/C][C]0.05966[/C][C]0.5132[/C][C]0.304664[/C][/ROW]
[ROW][C]12[/C][C]0.024079[/C][C]0.2071[/C][C]0.418237[/C][/ROW]
[ROW][C]13[/C][C]-0.123406[/C][C]-1.0616[/C][C]0.145939[/C][/ROW]
[ROW][C]14[/C][C]-0.056087[/C][C]-0.4825[/C][C]0.315445[/C][/ROW]
[ROW][C]15[/C][C]0.112562[/C][C]0.9683[/C][C]0.168026[/C][/ROW]
[ROW][C]16[/C][C]0.003142[/C][C]0.027[/C][C]0.489255[/C][/ROW]
[ROW][C]17[/C][C]-0.144001[/C][C]-1.2387[/C][C]0.109678[/C][/ROW]
[ROW][C]18[/C][C]0.022292[/C][C]0.1918[/C][C]0.424227[/C][/ROW]
[ROW][C]19[/C][C]-0.026652[/C][C]-0.2293[/C][C]0.409646[/C][/ROW]
[ROW][C]20[/C][C]-0.034804[/C][C]-0.2994[/C][C]0.382739[/C][/ROW]
[ROW][C]21[/C][C]-0.101465[/C][C]-0.8728[/C][C]0.192789[/C][/ROW]
[ROW][C]22[/C][C]-0.043435[/C][C]-0.3736[/C][C]0.354869[/C][/ROW]
[ROW][C]23[/C][C]0.044058[/C][C]0.379[/C][C]0.352886[/C][/ROW]
[ROW][C]24[/C][C]-0.023844[/C][C]-0.2051[/C][C]0.419023[/C][/ROW]
[ROW][C]25[/C][C]-0.083348[/C][C]-0.717[/C][C]0.237819[/C][/ROW]
[ROW][C]26[/C][C]-0.063953[/C][C]-0.5501[/C][C]0.291937[/C][/ROW]
[ROW][C]27[/C][C]-0.126515[/C][C]-1.0883[/C][C]0.139993[/C][/ROW]
[ROW][C]28[/C][C]-0.07086[/C][C]-0.6096[/C][C]0.272011[/C][/ROW]
[ROW][C]29[/C][C]0.116139[/C][C]0.9991[/C][C]0.160509[/C][/ROW]
[ROW][C]30[/C][C]-0.117818[/C][C]-1.0135[/C][C]0.15706[/C][/ROW]
[ROW][C]31[/C][C]-0.012938[/C][C]-0.1113[/C][C]0.455842[/C][/ROW]
[ROW][C]32[/C][C]0.046314[/C][C]0.3984[/C][C]0.345739[/C][/ROW]
[ROW][C]33[/C][C]-0.002542[/C][C]-0.0219[/C][C]0.491307[/C][/ROW]
[ROW][C]34[/C][C]-0.065608[/C][C]-0.5644[/C][C]0.2871[/C][/ROW]
[ROW][C]35[/C][C]0.016516[/C][C]0.1421[/C][C]0.443704[/C][/ROW]
[ROW][C]36[/C][C]-0.072188[/C][C]-0.621[/C][C]0.268259[/C][/ROW]
[ROW][C]37[/C][C]0.038227[/C][C]0.3288[/C][C]0.371603[/C][/ROW]
[ROW][C]38[/C][C]0.065958[/C][C]0.5674[/C][C]0.286083[/C][/ROW]
[ROW][C]39[/C][C]0.047286[/C][C]0.4068[/C][C]0.342675[/C][/ROW]
[ROW][C]40[/C][C]0.012506[/C][C]0.1076[/C][C]0.457311[/C][/ROW]
[ROW][C]41[/C][C]0.109912[/C][C]0.9455[/C][C]0.17374[/C][/ROW]
[ROW][C]42[/C][C]-0.011142[/C][C]-0.0959[/C][C]0.461949[/C][/ROW]
[ROW][C]43[/C][C]-0.073622[/C][C]-0.6333[/C][C]0.26424[/C][/ROW]
[ROW][C]44[/C][C]-0.036679[/C][C]-0.3155[/C][C]0.376627[/C][/ROW]
[ROW][C]45[/C][C]0.042851[/C][C]0.3686[/C][C]0.356733[/C][/ROW]
[ROW][C]46[/C][C]0.010217[/C][C]0.0879[/C][C]0.465099[/C][/ROW]
[ROW][C]47[/C][C]0.026877[/C][C]0.2312[/C][C]0.408897[/C][/ROW]
[ROW][C]48[/C][C]-0.095873[/C][C]-0.8247[/C][C]0.206088[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34482&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34482&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	0.95098	8.1806	0
2	-0.021251	-0.1828	0.427723
3	0.117301	1.0091	0.158118
4	-0.029934	-0.2575	0.398753
5	0.056269	0.484	0.314893
6	-0.068864	-0.5924	0.277696
7	0.063764	0.5485	0.292495
8	-0.064904	-0.5583	0.289153
9	-0.163616	-1.4075	0.081736
10	-0.039996	-0.3441	0.36589
11	0.05966	0.5132	0.304664
12	0.024079	0.2071	0.418237
13	-0.123406	-1.0616	0.145939
14	-0.056087	-0.4825	0.315445
15	0.112562	0.9683	0.168026
16	0.003142	0.027	0.489255
17	-0.144001	-1.2387	0.109678
18	0.022292	0.1918	0.424227
19	-0.026652	-0.2293	0.409646
20	-0.034804	-0.2994	0.382739
21	-0.101465	-0.8728	0.192789
22	-0.043435	-0.3736	0.354869
23	0.044058	0.379	0.352886
24	-0.023844	-0.2051	0.419023
25	-0.083348	-0.717	0.237819
26	-0.063953	-0.5501	0.291937
27	-0.126515	-1.0883	0.139993
28	-0.07086	-0.6096	0.272011
29	0.116139	0.9991	0.160509
30	-0.117818	-1.0135	0.15706
31	-0.012938	-0.1113	0.455842
32	0.046314	0.3984	0.345739
33	-0.002542	-0.0219	0.491307
34	-0.065608	-0.5644	0.2871
35	0.016516	0.1421	0.443704
36	-0.072188	-0.621	0.268259
37	0.038227	0.3288	0.371603
38	0.065958	0.5674	0.286083
39	0.047286	0.4068	0.342675
40	0.012506	0.1076	0.457311
41	0.109912	0.9455	0.17374
42	-0.011142	-0.0959	0.461949
43	-0.073622	-0.6333	0.26424
44	-0.036679	-0.3155	0.376627
45	0.042851	0.3686	0.356733
46	0.010217	0.0879	0.465099
47	0.026877	0.2312	0.408897
48	-0.095873	-0.8247	0.206088

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