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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 01 Jun 2009 06:43:44 -0600

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Jun/01/t1243860236esdupytv3log2kk.htm/, Retrieved Mon, 13 May 2024 01:28:33 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=40921, Retrieved Mon, 13 May 2024 01:28:33 +0000

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119

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-       [(Partial) Autocorrelation Function] [] [2009-06-01 12:43:44] [738a25b0d97c8f3fa6714f905e8e3fd3] [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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40921&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]1 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=40921&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40921&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	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.942382	8.6371	0
2	0.881721	8.0811	0
3	0.81977	7.5133	0
4	0.758054	6.9477	0
5	0.703882	6.4512	0
6	0.657501	6.0261	0
7	0.610921	5.5992	0
8	0.563938	5.1686	1e-06
9	0.523538	4.7983	3e-06
10	0.487266	4.4659	1.2e-05
11	0.45144	4.1375	4.1e-05
12	0.413198	3.787	0.000143
13	0.375512	3.4416	0.000452
14	0.329837	3.023	0.001659
15	0.29071	2.6644	0.004623
16	0.243268	2.2296	0.014221
17	0.23099	2.1171	0.018606
18	0.226001	2.0713	0.020698
19	0.216306	1.9825	0.025347
20	0.207324	1.9002	0.030422
21	0.207654	1.9032	0.030221
22	0.202344	1.8545	0.033588
23	0.194612	1.7836	0.039047
24	0.192592	1.7651	0.040588
25	0.180851	1.6575	0.050572
26	0.161709	1.4821	0.071029
27	0.145289	1.3316	0.093297
28	0.12675	1.1617	0.124326
29	0.093369	0.8557	0.197287
30	0.065484	0.6002	0.275003
31	0.035481	0.3252	0.372924
32	0.01106	0.1014	0.459752
33	-0.016115	-0.1477	0.441468
34	-0.051417	-0.4712	0.319345
35	-0.084243	-0.7721	0.221111
36	-0.11194	-1.0259	0.153931
37	-0.133226	-1.221	0.112744
38	-0.153143	-1.4036	0.082065
39	-0.173863	-1.5935	0.057405
40	-0.198388	-1.8183	0.036295
41	-0.22846	-2.0939	0.019643
42	-0.262328	-2.4043	0.009202
43	-0.296717	-2.7195	0.003972
44	-0.330706	-3.031	0.00162
45	-0.352345	-3.2293	0.000886
46	-0.371265	-3.4027	0.000512
47	-0.383069	-3.5109	0.000361
48	-0.389032	-3.5655	0.000301

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.942382 & 8.6371 & 0 \tabularnewline
2 & 0.881721 & 8.0811 & 0 \tabularnewline
3 & 0.81977 & 7.5133 & 0 \tabularnewline
4 & 0.758054 & 6.9477 & 0 \tabularnewline
5 & 0.703882 & 6.4512 & 0 \tabularnewline
6 & 0.657501 & 6.0261 & 0 \tabularnewline
7 & 0.610921 & 5.5992 & 0 \tabularnewline
8 & 0.563938 & 5.1686 & 1e-06 \tabularnewline
9 & 0.523538 & 4.7983 & 3e-06 \tabularnewline
10 & 0.487266 & 4.4659 & 1.2e-05 \tabularnewline
11 & 0.45144 & 4.1375 & 4.1e-05 \tabularnewline
12 & 0.413198 & 3.787 & 0.000143 \tabularnewline
13 & 0.375512 & 3.4416 & 0.000452 \tabularnewline
14 & 0.329837 & 3.023 & 0.001659 \tabularnewline
15 & 0.29071 & 2.6644 & 0.004623 \tabularnewline
16 & 0.243268 & 2.2296 & 0.014221 \tabularnewline
17 & 0.23099 & 2.1171 & 0.018606 \tabularnewline
18 & 0.226001 & 2.0713 & 0.020698 \tabularnewline
19 & 0.216306 & 1.9825 & 0.025347 \tabularnewline
20 & 0.207324 & 1.9002 & 0.030422 \tabularnewline
21 & 0.207654 & 1.9032 & 0.030221 \tabularnewline
22 & 0.202344 & 1.8545 & 0.033588 \tabularnewline
23 & 0.194612 & 1.7836 & 0.039047 \tabularnewline
24 & 0.192592 & 1.7651 & 0.040588 \tabularnewline
25 & 0.180851 & 1.6575 & 0.050572 \tabularnewline
26 & 0.161709 & 1.4821 & 0.071029 \tabularnewline
27 & 0.145289 & 1.3316 & 0.093297 \tabularnewline
28 & 0.12675 & 1.1617 & 0.124326 \tabularnewline
29 & 0.093369 & 0.8557 & 0.197287 \tabularnewline
30 & 0.065484 & 0.6002 & 0.275003 \tabularnewline
31 & 0.035481 & 0.3252 & 0.372924 \tabularnewline
32 & 0.01106 & 0.1014 & 0.459752 \tabularnewline
33 & -0.016115 & -0.1477 & 0.441468 \tabularnewline
34 & -0.051417 & -0.4712 & 0.319345 \tabularnewline
35 & -0.084243 & -0.7721 & 0.221111 \tabularnewline
36 & -0.11194 & -1.0259 & 0.153931 \tabularnewline
37 & -0.133226 & -1.221 & 0.112744 \tabularnewline
38 & -0.153143 & -1.4036 & 0.082065 \tabularnewline
39 & -0.173863 & -1.5935 & 0.057405 \tabularnewline
40 & -0.198388 & -1.8183 & 0.036295 \tabularnewline
41 & -0.22846 & -2.0939 & 0.019643 \tabularnewline
42 & -0.262328 & -2.4043 & 0.009202 \tabularnewline
43 & -0.296717 & -2.7195 & 0.003972 \tabularnewline
44 & -0.330706 & -3.031 & 0.00162 \tabularnewline
45 & -0.352345 & -3.2293 & 0.000886 \tabularnewline
46 & -0.371265 & -3.4027 & 0.000512 \tabularnewline
47 & -0.383069 & -3.5109 & 0.000361 \tabularnewline
48 & -0.389032 & -3.5655 & 0.000301 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40921&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]0.942382[/C][C]8.6371[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.881721[/C][C]8.0811[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.81977[/C][C]7.5133[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.758054[/C][C]6.9477[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.703882[/C][C]6.4512[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.657501[/C][C]6.0261[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.610921[/C][C]5.5992[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.563938[/C][C]5.1686[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.523538[/C][C]4.7983[/C][C]3e-06[/C][/ROW]
[ROW][C]10[/C][C]0.487266[/C][C]4.4659[/C][C]1.2e-05[/C][/ROW]
[ROW][C]11[/C][C]0.45144[/C][C]4.1375[/C][C]4.1e-05[/C][/ROW]
[ROW][C]12[/C][C]0.413198[/C][C]3.787[/C][C]0.000143[/C][/ROW]
[ROW][C]13[/C][C]0.375512[/C][C]3.4416[/C][C]0.000452[/C][/ROW]
[ROW][C]14[/C][C]0.329837[/C][C]3.023[/C][C]0.001659[/C][/ROW]
[ROW][C]15[/C][C]0.29071[/C][C]2.6644[/C][C]0.004623[/C][/ROW]
[ROW][C]16[/C][C]0.243268[/C][C]2.2296[/C][C]0.014221[/C][/ROW]
[ROW][C]17[/C][C]0.23099[/C][C]2.1171[/C][C]0.018606[/C][/ROW]
[ROW][C]18[/C][C]0.226001[/C][C]2.0713[/C][C]0.020698[/C][/ROW]
[ROW][C]19[/C][C]0.216306[/C][C]1.9825[/C][C]0.025347[/C][/ROW]
[ROW][C]20[/C][C]0.207324[/C][C]1.9002[/C][C]0.030422[/C][/ROW]
[ROW][C]21[/C][C]0.207654[/C][C]1.9032[/C][C]0.030221[/C][/ROW]
[ROW][C]22[/C][C]0.202344[/C][C]1.8545[/C][C]0.033588[/C][/ROW]
[ROW][C]23[/C][C]0.194612[/C][C]1.7836[/C][C]0.039047[/C][/ROW]
[ROW][C]24[/C][C]0.192592[/C][C]1.7651[/C][C]0.040588[/C][/ROW]
[ROW][C]25[/C][C]0.180851[/C][C]1.6575[/C][C]0.050572[/C][/ROW]
[ROW][C]26[/C][C]0.161709[/C][C]1.4821[/C][C]0.071029[/C][/ROW]
[ROW][C]27[/C][C]0.145289[/C][C]1.3316[/C][C]0.093297[/C][/ROW]
[ROW][C]28[/C][C]0.12675[/C][C]1.1617[/C][C]0.124326[/C][/ROW]
[ROW][C]29[/C][C]0.093369[/C][C]0.8557[/C][C]0.197287[/C][/ROW]
[ROW][C]30[/C][C]0.065484[/C][C]0.6002[/C][C]0.275003[/C][/ROW]
[ROW][C]31[/C][C]0.035481[/C][C]0.3252[/C][C]0.372924[/C][/ROW]
[ROW][C]32[/C][C]0.01106[/C][C]0.1014[/C][C]0.459752[/C][/ROW]
[ROW][C]33[/C][C]-0.016115[/C][C]-0.1477[/C][C]0.441468[/C][/ROW]
[ROW][C]34[/C][C]-0.051417[/C][C]-0.4712[/C][C]0.319345[/C][/ROW]
[ROW][C]35[/C][C]-0.084243[/C][C]-0.7721[/C][C]0.221111[/C][/ROW]
[ROW][C]36[/C][C]-0.11194[/C][C]-1.0259[/C][C]0.153931[/C][/ROW]
[ROW][C]37[/C][C]-0.133226[/C][C]-1.221[/C][C]0.112744[/C][/ROW]
[ROW][C]38[/C][C]-0.153143[/C][C]-1.4036[/C][C]0.082065[/C][/ROW]
[ROW][C]39[/C][C]-0.173863[/C][C]-1.5935[/C][C]0.057405[/C][/ROW]
[ROW][C]40[/C][C]-0.198388[/C][C]-1.8183[/C][C]0.036295[/C][/ROW]
[ROW][C]41[/C][C]-0.22846[/C][C]-2.0939[/C][C]0.019643[/C][/ROW]
[ROW][C]42[/C][C]-0.262328[/C][C]-2.4043[/C][C]0.009202[/C][/ROW]
[ROW][C]43[/C][C]-0.296717[/C][C]-2.7195[/C][C]0.003972[/C][/ROW]
[ROW][C]44[/C][C]-0.330706[/C][C]-3.031[/C][C]0.00162[/C][/ROW]
[ROW][C]45[/C][C]-0.352345[/C][C]-3.2293[/C][C]0.000886[/C][/ROW]
[ROW][C]46[/C][C]-0.371265[/C][C]-3.4027[/C][C]0.000512[/C][/ROW]
[ROW][C]47[/C][C]-0.383069[/C][C]-3.5109[/C][C]0.000361[/C][/ROW]
[ROW][C]48[/C][C]-0.389032[/C][C]-3.5655[/C][C]0.000301[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40921&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40921&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	0.942382	8.6371	0
2	0.881721	8.0811	0
3	0.81977	7.5133	0
4	0.758054	6.9477	0
5	0.703882	6.4512	0
6	0.657501	6.0261	0
7	0.610921	5.5992	0
8	0.563938	5.1686	1e-06
9	0.523538	4.7983	3e-06
10	0.487266	4.4659	1.2e-05
11	0.45144	4.1375	4.1e-05
12	0.413198	3.787	0.000143
13	0.375512	3.4416	0.000452
14	0.329837	3.023	0.001659
15	0.29071	2.6644	0.004623
16	0.243268	2.2296	0.014221
17	0.23099	2.1171	0.018606
18	0.226001	2.0713	0.020698
19	0.216306	1.9825	0.025347
20	0.207324	1.9002	0.030422
21	0.207654	1.9032	0.030221
22	0.202344	1.8545	0.033588
23	0.194612	1.7836	0.039047
24	0.192592	1.7651	0.040588
25	0.180851	1.6575	0.050572
26	0.161709	1.4821	0.071029
27	0.145289	1.3316	0.093297
28	0.12675	1.1617	0.124326
29	0.093369	0.8557	0.197287
30	0.065484	0.6002	0.275003
31	0.035481	0.3252	0.372924
32	0.01106	0.1014	0.459752
33	-0.016115	-0.1477	0.441468
34	-0.051417	-0.4712	0.319345
35	-0.084243	-0.7721	0.221111
36	-0.11194	-1.0259	0.153931
37	-0.133226	-1.221	0.112744
38	-0.153143	-1.4036	0.082065
39	-0.173863	-1.5935	0.057405
40	-0.198388	-1.8183	0.036295
41	-0.22846	-2.0939	0.019643
42	-0.262328	-2.4043	0.009202
43	-0.296717	-2.7195	0.003972
44	-0.330706	-3.031	0.00162
45	-0.352345	-3.2293	0.000886
46	-0.371265	-3.4027	0.000512
47	-0.383069	-3.5109	0.000361
48	-0.389032	-3.5655	0.000301

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.942382	8.6371	0
2	-0.056846	-0.521	0.301869
3	-0.043128	-0.3953	0.346823
4	-0.031399	-0.2878	0.387113
5	0.032715	0.2998	0.38252
6	0.034763	0.3186	0.375408
7	-0.03532	-0.3237	0.37348
8	-0.034798	-0.3189	0.375285
9	0.033062	0.303	0.381314
10	0.015248	0.1397	0.444596
11	-0.021892	-0.2006	0.42073
12	-0.051146	-0.4688	0.320227
13	-0.015532	-0.1424	0.44357
14	-0.087656	-0.8034	0.212012
15	0.033863	0.3104	0.378529
16	-0.111684	-1.0236	0.154482
17	0.292581	2.6815	0.00441
18	0.022459	0.2058	0.418708
19	-0.066556	-0.61	0.271757
20	-0.019428	-0.1781	0.429553
21	0.111932	1.0259	0.153949
22	-0.035726	-0.3274	0.372076
23	-0.039399	-0.3611	0.359467
24	0.02556	0.2343	0.407677
25	-0.053447	-0.4898	0.312759
26	-0.052219	-0.4786	0.316737
27	0.013321	0.1221	0.451559
28	-0.061134	-0.5603	0.288381
29	-0.133128	-1.2201	0.112913
30	-0.025447	-0.2332	0.408077
31	-0.013185	-0.1208	0.452052
32	-0.015505	-0.1421	0.443668
33	0.011149	0.1022	0.459429
34	-0.104348	-0.9564	0.170816
35	-0.013327	-0.1221	0.451539
36	0.008733	0.08	0.468198
37	0.092696	0.8496	0.198988
38	-0.042466	-0.3892	0.349053
39	-0.078772	-0.722	0.236163
40	-0.013791	-0.1264	0.449859
41	-0.078429	-0.7188	0.237127
42	-0.11702	-1.0725	0.143283
43	-0.045238	-0.4146	0.33974
44	-0.007954	-0.0729	0.47103
45	-0.036048	-0.3304	0.370967
46	-0.033535	-0.3074	0.379667
47	0.058786	0.5388	0.295732
48	0.01126	0.1032	0.459026

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.942382 & 8.6371 & 0 \tabularnewline
2 & -0.056846 & -0.521 & 0.301869 \tabularnewline
3 & -0.043128 & -0.3953 & 0.346823 \tabularnewline
4 & -0.031399 & -0.2878 & 0.387113 \tabularnewline
5 & 0.032715 & 0.2998 & 0.38252 \tabularnewline
6 & 0.034763 & 0.3186 & 0.375408 \tabularnewline
7 & -0.03532 & -0.3237 & 0.37348 \tabularnewline
8 & -0.034798 & -0.3189 & 0.375285 \tabularnewline
9 & 0.033062 & 0.303 & 0.381314 \tabularnewline
10 & 0.015248 & 0.1397 & 0.444596 \tabularnewline
11 & -0.021892 & -0.2006 & 0.42073 \tabularnewline
12 & -0.051146 & -0.4688 & 0.320227 \tabularnewline
13 & -0.015532 & -0.1424 & 0.44357 \tabularnewline
14 & -0.087656 & -0.8034 & 0.212012 \tabularnewline
15 & 0.033863 & 0.3104 & 0.378529 \tabularnewline
16 & -0.111684 & -1.0236 & 0.154482 \tabularnewline
17 & 0.292581 & 2.6815 & 0.00441 \tabularnewline
18 & 0.022459 & 0.2058 & 0.418708 \tabularnewline
19 & -0.066556 & -0.61 & 0.271757 \tabularnewline
20 & -0.019428 & -0.1781 & 0.429553 \tabularnewline
21 & 0.111932 & 1.0259 & 0.153949 \tabularnewline
22 & -0.035726 & -0.3274 & 0.372076 \tabularnewline
23 & -0.039399 & -0.3611 & 0.359467 \tabularnewline
24 & 0.02556 & 0.2343 & 0.407677 \tabularnewline
25 & -0.053447 & -0.4898 & 0.312759 \tabularnewline
26 & -0.052219 & -0.4786 & 0.316737 \tabularnewline
27 & 0.013321 & 0.1221 & 0.451559 \tabularnewline
28 & -0.061134 & -0.5603 & 0.288381 \tabularnewline
29 & -0.133128 & -1.2201 & 0.112913 \tabularnewline
30 & -0.025447 & -0.2332 & 0.408077 \tabularnewline
31 & -0.013185 & -0.1208 & 0.452052 \tabularnewline
32 & -0.015505 & -0.1421 & 0.443668 \tabularnewline
33 & 0.011149 & 0.1022 & 0.459429 \tabularnewline
34 & -0.104348 & -0.9564 & 0.170816 \tabularnewline
35 & -0.013327 & -0.1221 & 0.451539 \tabularnewline
36 & 0.008733 & 0.08 & 0.468198 \tabularnewline
37 & 0.092696 & 0.8496 & 0.198988 \tabularnewline
38 & -0.042466 & -0.3892 & 0.349053 \tabularnewline
39 & -0.078772 & -0.722 & 0.236163 \tabularnewline
40 & -0.013791 & -0.1264 & 0.449859 \tabularnewline
41 & -0.078429 & -0.7188 & 0.237127 \tabularnewline
42 & -0.11702 & -1.0725 & 0.143283 \tabularnewline
43 & -0.045238 & -0.4146 & 0.33974 \tabularnewline
44 & -0.007954 & -0.0729 & 0.47103 \tabularnewline
45 & -0.036048 & -0.3304 & 0.370967 \tabularnewline
46 & -0.033535 & -0.3074 & 0.379667 \tabularnewline
47 & 0.058786 & 0.5388 & 0.295732 \tabularnewline
48 & 0.01126 & 0.1032 & 0.459026 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40921&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]0.942382[/C][C]8.6371[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.056846[/C][C]-0.521[/C][C]0.301869[/C][/ROW]
[ROW][C]3[/C][C]-0.043128[/C][C]-0.3953[/C][C]0.346823[/C][/ROW]
[ROW][C]4[/C][C]-0.031399[/C][C]-0.2878[/C][C]0.387113[/C][/ROW]
[ROW][C]5[/C][C]0.032715[/C][C]0.2998[/C][C]0.38252[/C][/ROW]
[ROW][C]6[/C][C]0.034763[/C][C]0.3186[/C][C]0.375408[/C][/ROW]
[ROW][C]7[/C][C]-0.03532[/C][C]-0.3237[/C][C]0.37348[/C][/ROW]
[ROW][C]8[/C][C]-0.034798[/C][C]-0.3189[/C][C]0.375285[/C][/ROW]
[ROW][C]9[/C][C]0.033062[/C][C]0.303[/C][C]0.381314[/C][/ROW]
[ROW][C]10[/C][C]0.015248[/C][C]0.1397[/C][C]0.444596[/C][/ROW]
[ROW][C]11[/C][C]-0.021892[/C][C]-0.2006[/C][C]0.42073[/C][/ROW]
[ROW][C]12[/C][C]-0.051146[/C][C]-0.4688[/C][C]0.320227[/C][/ROW]
[ROW][C]13[/C][C]-0.015532[/C][C]-0.1424[/C][C]0.44357[/C][/ROW]
[ROW][C]14[/C][C]-0.087656[/C][C]-0.8034[/C][C]0.212012[/C][/ROW]
[ROW][C]15[/C][C]0.033863[/C][C]0.3104[/C][C]0.378529[/C][/ROW]
[ROW][C]16[/C][C]-0.111684[/C][C]-1.0236[/C][C]0.154482[/C][/ROW]
[ROW][C]17[/C][C]0.292581[/C][C]2.6815[/C][C]0.00441[/C][/ROW]
[ROW][C]18[/C][C]0.022459[/C][C]0.2058[/C][C]0.418708[/C][/ROW]
[ROW][C]19[/C][C]-0.066556[/C][C]-0.61[/C][C]0.271757[/C][/ROW]
[ROW][C]20[/C][C]-0.019428[/C][C]-0.1781[/C][C]0.429553[/C][/ROW]
[ROW][C]21[/C][C]0.111932[/C][C]1.0259[/C][C]0.153949[/C][/ROW]
[ROW][C]22[/C][C]-0.035726[/C][C]-0.3274[/C][C]0.372076[/C][/ROW]
[ROW][C]23[/C][C]-0.039399[/C][C]-0.3611[/C][C]0.359467[/C][/ROW]
[ROW][C]24[/C][C]0.02556[/C][C]0.2343[/C][C]0.407677[/C][/ROW]
[ROW][C]25[/C][C]-0.053447[/C][C]-0.4898[/C][C]0.312759[/C][/ROW]
[ROW][C]26[/C][C]-0.052219[/C][C]-0.4786[/C][C]0.316737[/C][/ROW]
[ROW][C]27[/C][C]0.013321[/C][C]0.1221[/C][C]0.451559[/C][/ROW]
[ROW][C]28[/C][C]-0.061134[/C][C]-0.5603[/C][C]0.288381[/C][/ROW]
[ROW][C]29[/C][C]-0.133128[/C][C]-1.2201[/C][C]0.112913[/C][/ROW]
[ROW][C]30[/C][C]-0.025447[/C][C]-0.2332[/C][C]0.408077[/C][/ROW]
[ROW][C]31[/C][C]-0.013185[/C][C]-0.1208[/C][C]0.452052[/C][/ROW]
[ROW][C]32[/C][C]-0.015505[/C][C]-0.1421[/C][C]0.443668[/C][/ROW]
[ROW][C]33[/C][C]0.011149[/C][C]0.1022[/C][C]0.459429[/C][/ROW]
[ROW][C]34[/C][C]-0.104348[/C][C]-0.9564[/C][C]0.170816[/C][/ROW]
[ROW][C]35[/C][C]-0.013327[/C][C]-0.1221[/C][C]0.451539[/C][/ROW]
[ROW][C]36[/C][C]0.008733[/C][C]0.08[/C][C]0.468198[/C][/ROW]
[ROW][C]37[/C][C]0.092696[/C][C]0.8496[/C][C]0.198988[/C][/ROW]
[ROW][C]38[/C][C]-0.042466[/C][C]-0.3892[/C][C]0.349053[/C][/ROW]
[ROW][C]39[/C][C]-0.078772[/C][C]-0.722[/C][C]0.236163[/C][/ROW]
[ROW][C]40[/C][C]-0.013791[/C][C]-0.1264[/C][C]0.449859[/C][/ROW]
[ROW][C]41[/C][C]-0.078429[/C][C]-0.7188[/C][C]0.237127[/C][/ROW]
[ROW][C]42[/C][C]-0.11702[/C][C]-1.0725[/C][C]0.143283[/C][/ROW]
[ROW][C]43[/C][C]-0.045238[/C][C]-0.4146[/C][C]0.33974[/C][/ROW]
[ROW][C]44[/C][C]-0.007954[/C][C]-0.0729[/C][C]0.47103[/C][/ROW]
[ROW][C]45[/C][C]-0.036048[/C][C]-0.3304[/C][C]0.370967[/C][/ROW]
[ROW][C]46[/C][C]-0.033535[/C][C]-0.3074[/C][C]0.379667[/C][/ROW]
[ROW][C]47[/C][C]0.058786[/C][C]0.5388[/C][C]0.295732[/C][/ROW]
[ROW][C]48[/C][C]0.01126[/C][C]0.1032[/C][C]0.459026[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40921&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40921&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	0.942382	8.6371	0
2	-0.056846	-0.521	0.301869
3	-0.043128	-0.3953	0.346823
4	-0.031399	-0.2878	0.387113
5	0.032715	0.2998	0.38252
6	0.034763	0.3186	0.375408
7	-0.03532	-0.3237	0.37348
8	-0.034798	-0.3189	0.375285
9	0.033062	0.303	0.381314
10	0.015248	0.1397	0.444596
11	-0.021892	-0.2006	0.42073
12	-0.051146	-0.4688	0.320227
13	-0.015532	-0.1424	0.44357
14	-0.087656	-0.8034	0.212012
15	0.033863	0.3104	0.378529
16	-0.111684	-1.0236	0.154482
17	0.292581	2.6815	0.00441
18	0.022459	0.2058	0.418708
19	-0.066556	-0.61	0.271757
20	-0.019428	-0.1781	0.429553
21	0.111932	1.0259	0.153949
22	-0.035726	-0.3274	0.372076
23	-0.039399	-0.3611	0.359467
24	0.02556	0.2343	0.407677
25	-0.053447	-0.4898	0.312759
26	-0.052219	-0.4786	0.316737
27	0.013321	0.1221	0.451559
28	-0.061134	-0.5603	0.288381
29	-0.133128	-1.2201	0.112913
30	-0.025447	-0.2332	0.408077
31	-0.013185	-0.1208	0.452052
32	-0.015505	-0.1421	0.443668
33	0.011149	0.1022	0.459429
34	-0.104348	-0.9564	0.170816
35	-0.013327	-0.1221	0.451539
36	0.008733	0.08	0.468198
37	0.092696	0.8496	0.198988
38	-0.042466	-0.3892	0.349053
39	-0.078772	-0.722	0.236163
40	-0.013791	-0.1264	0.449859
41	-0.078429	-0.7188	0.237127
42	-0.11702	-1.0725	0.143283
43	-0.045238	-0.4146	0.33974
44	-0.007954	-0.0729	0.47103
45	-0.036048	-0.3304	0.370967
46	-0.033535	-0.3074	0.379667
47	0.058786	0.5388	0.295732
48	0.01126	0.1032	0.459026

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