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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Jun 2009 08:20:11 -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/02/t1243952464eztr4iw8hc7ljlw.htm/, Retrieved Fri, 10 May 2024 18:54:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=41229, Retrieved Fri, 10 May 2024 18:54:54 +0000

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Estimated Impact

105

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-       [(Partial) Autocorrelation Function] [Autocorrelation  ...] [2009-06-02 14:20:11] [497dd3403aa93022e6ec9f5d7facee10] [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	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=41229&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=41229&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41229&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	0.97479	9.551	0
2	0.94752	9.2838	0
3	0.921242	9.0263	0
4	0.895864	8.7776	0
5	0.870533	8.5294	0
6	0.845069	8.28	0
7	0.819551	8.0299	0
8	0.794029	7.7799	0
9	0.76709	7.5159	0
10	0.740782	7.2582	0
11	0.714988	7.0054	0
12	0.688054	6.7415	0
13	0.657497	6.4421	0
14	0.625094	6.1246	0
15	0.591723	5.7977	0
16	0.558205	5.4693	0
17	0.525006	5.144	1e-06
18	0.49164	4.8171	3e-06
19	0.458399	4.4914	1e-05
20	0.425275	4.1668	3.4e-05
21	0.391809	3.8389	0.000111
22	0.357809	3.5058	0.000347
23	0.323785	3.1724	0.001015
24	0.290324	2.8446	0.002718
25	0.255952	2.5078	0.006913
26	0.223274	2.1876	0.015562
27	0.192447	1.8856	0.031187
28	0.161464	1.582	0.058467
29	0.129746	1.2712	0.103356
30	0.098214	0.9623	0.169158
31	0.067212	0.6585	0.255883
32	0.03633	0.356	0.361326
33	0.006199	0.0607	0.475849
34	-0.023526	-0.2305	0.409094
35	-0.053606	-0.5252	0.300316
36	-0.084752	-0.8304	0.204187
37	-0.118003	-1.1562	0.125237
38	-0.14554	-1.426	0.078556
39	-0.165484	-1.6214	0.054106
40	-0.185037	-1.813	0.03648
41	-0.204796	-2.0066	0.023803
42	-0.224349	-2.1982	0.015171
43	-0.243689	-2.3877	0.009457
44	-0.262614	-2.5731	0.005805
45	-0.279629	-2.7398	0.003665
46	-0.296245	-2.9026	0.002295
47	-0.312439	-3.0613	0.001429
48	-0.327102	-3.2049	0.000917

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.97479 & 9.551 & 0 \tabularnewline
2 & 0.94752 & 9.2838 & 0 \tabularnewline
3 & 0.921242 & 9.0263 & 0 \tabularnewline
4 & 0.895864 & 8.7776 & 0 \tabularnewline
5 & 0.870533 & 8.5294 & 0 \tabularnewline
6 & 0.845069 & 8.28 & 0 \tabularnewline
7 & 0.819551 & 8.0299 & 0 \tabularnewline
8 & 0.794029 & 7.7799 & 0 \tabularnewline
9 & 0.76709 & 7.5159 & 0 \tabularnewline
10 & 0.740782 & 7.2582 & 0 \tabularnewline
11 & 0.714988 & 7.0054 & 0 \tabularnewline
12 & 0.688054 & 6.7415 & 0 \tabularnewline
13 & 0.657497 & 6.4421 & 0 \tabularnewline
14 & 0.625094 & 6.1246 & 0 \tabularnewline
15 & 0.591723 & 5.7977 & 0 \tabularnewline
16 & 0.558205 & 5.4693 & 0 \tabularnewline
17 & 0.525006 & 5.144 & 1e-06 \tabularnewline
18 & 0.49164 & 4.8171 & 3e-06 \tabularnewline
19 & 0.458399 & 4.4914 & 1e-05 \tabularnewline
20 & 0.425275 & 4.1668 & 3.4e-05 \tabularnewline
21 & 0.391809 & 3.8389 & 0.000111 \tabularnewline
22 & 0.357809 & 3.5058 & 0.000347 \tabularnewline
23 & 0.323785 & 3.1724 & 0.001015 \tabularnewline
24 & 0.290324 & 2.8446 & 0.002718 \tabularnewline
25 & 0.255952 & 2.5078 & 0.006913 \tabularnewline
26 & 0.223274 & 2.1876 & 0.015562 \tabularnewline
27 & 0.192447 & 1.8856 & 0.031187 \tabularnewline
28 & 0.161464 & 1.582 & 0.058467 \tabularnewline
29 & 0.129746 & 1.2712 & 0.103356 \tabularnewline
30 & 0.098214 & 0.9623 & 0.169158 \tabularnewline
31 & 0.067212 & 0.6585 & 0.255883 \tabularnewline
32 & 0.03633 & 0.356 & 0.361326 \tabularnewline
33 & 0.006199 & 0.0607 & 0.475849 \tabularnewline
34 & -0.023526 & -0.2305 & 0.409094 \tabularnewline
35 & -0.053606 & -0.5252 & 0.300316 \tabularnewline
36 & -0.084752 & -0.8304 & 0.204187 \tabularnewline
37 & -0.118003 & -1.1562 & 0.125237 \tabularnewline
38 & -0.14554 & -1.426 & 0.078556 \tabularnewline
39 & -0.165484 & -1.6214 & 0.054106 \tabularnewline
40 & -0.185037 & -1.813 & 0.03648 \tabularnewline
41 & -0.204796 & -2.0066 & 0.023803 \tabularnewline
42 & -0.224349 & -2.1982 & 0.015171 \tabularnewline
43 & -0.243689 & -2.3877 & 0.009457 \tabularnewline
44 & -0.262614 & -2.5731 & 0.005805 \tabularnewline
45 & -0.279629 & -2.7398 & 0.003665 \tabularnewline
46 & -0.296245 & -2.9026 & 0.002295 \tabularnewline
47 & -0.312439 & -3.0613 & 0.001429 \tabularnewline
48 & -0.327102 & -3.2049 & 0.000917 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41229&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]0.97479[/C][C]9.551[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.94752[/C][C]9.2838[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.921242[/C][C]9.0263[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.895864[/C][C]8.7776[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.870533[/C][C]8.5294[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.845069[/C][C]8.28[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.819551[/C][C]8.0299[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.794029[/C][C]7.7799[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.76709[/C][C]7.5159[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.740782[/C][C]7.2582[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.714988[/C][C]7.0054[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.688054[/C][C]6.7415[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.657497[/C][C]6.4421[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.625094[/C][C]6.1246[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.591723[/C][C]5.7977[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.558205[/C][C]5.4693[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.525006[/C][C]5.144[/C][C]1e-06[/C][/ROW]
[ROW][C]18[/C][C]0.49164[/C][C]4.8171[/C][C]3e-06[/C][/ROW]
[ROW][C]19[/C][C]0.458399[/C][C]4.4914[/C][C]1e-05[/C][/ROW]
[ROW][C]20[/C][C]0.425275[/C][C]4.1668[/C][C]3.4e-05[/C][/ROW]
[ROW][C]21[/C][C]0.391809[/C][C]3.8389[/C][C]0.000111[/C][/ROW]
[ROW][C]22[/C][C]0.357809[/C][C]3.5058[/C][C]0.000347[/C][/ROW]
[ROW][C]23[/C][C]0.323785[/C][C]3.1724[/C][C]0.001015[/C][/ROW]
[ROW][C]24[/C][C]0.290324[/C][C]2.8446[/C][C]0.002718[/C][/ROW]
[ROW][C]25[/C][C]0.255952[/C][C]2.5078[/C][C]0.006913[/C][/ROW]
[ROW][C]26[/C][C]0.223274[/C][C]2.1876[/C][C]0.015562[/C][/ROW]
[ROW][C]27[/C][C]0.192447[/C][C]1.8856[/C][C]0.031187[/C][/ROW]
[ROW][C]28[/C][C]0.161464[/C][C]1.582[/C][C]0.058467[/C][/ROW]
[ROW][C]29[/C][C]0.129746[/C][C]1.2712[/C][C]0.103356[/C][/ROW]
[ROW][C]30[/C][C]0.098214[/C][C]0.9623[/C][C]0.169158[/C][/ROW]
[ROW][C]31[/C][C]0.067212[/C][C]0.6585[/C][C]0.255883[/C][/ROW]
[ROW][C]32[/C][C]0.03633[/C][C]0.356[/C][C]0.361326[/C][/ROW]
[ROW][C]33[/C][C]0.006199[/C][C]0.0607[/C][C]0.475849[/C][/ROW]
[ROW][C]34[/C][C]-0.023526[/C][C]-0.2305[/C][C]0.409094[/C][/ROW]
[ROW][C]35[/C][C]-0.053606[/C][C]-0.5252[/C][C]0.300316[/C][/ROW]
[ROW][C]36[/C][C]-0.084752[/C][C]-0.8304[/C][C]0.204187[/C][/ROW]
[ROW][C]37[/C][C]-0.118003[/C][C]-1.1562[/C][C]0.125237[/C][/ROW]
[ROW][C]38[/C][C]-0.14554[/C][C]-1.426[/C][C]0.078556[/C][/ROW]
[ROW][C]39[/C][C]-0.165484[/C][C]-1.6214[/C][C]0.054106[/C][/ROW]
[ROW][C]40[/C][C]-0.185037[/C][C]-1.813[/C][C]0.03648[/C][/ROW]
[ROW][C]41[/C][C]-0.204796[/C][C]-2.0066[/C][C]0.023803[/C][/ROW]
[ROW][C]42[/C][C]-0.224349[/C][C]-2.1982[/C][C]0.015171[/C][/ROW]
[ROW][C]43[/C][C]-0.243689[/C][C]-2.3877[/C][C]0.009457[/C][/ROW]
[ROW][C]44[/C][C]-0.262614[/C][C]-2.5731[/C][C]0.005805[/C][/ROW]
[ROW][C]45[/C][C]-0.279629[/C][C]-2.7398[/C][C]0.003665[/C][/ROW]
[ROW][C]46[/C][C]-0.296245[/C][C]-2.9026[/C][C]0.002295[/C][/ROW]
[ROW][C]47[/C][C]-0.312439[/C][C]-3.0613[/C][C]0.001429[/C][/ROW]
[ROW][C]48[/C][C]-0.327102[/C][C]-3.2049[/C][C]0.000917[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41229&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41229&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	0.97479	9.551	0
2	0.94752	9.2838	0
3	0.921242	9.0263	0
4	0.895864	8.7776	0
5	0.870533	8.5294	0
6	0.845069	8.28	0
7	0.819551	8.0299	0
8	0.794029	7.7799	0
9	0.76709	7.5159	0
10	0.740782	7.2582	0
11	0.714988	7.0054	0
12	0.688054	6.7415	0
13	0.657497	6.4421	0
14	0.625094	6.1246	0
15	0.591723	5.7977	0
16	0.558205	5.4693	0
17	0.525006	5.144	1e-06
18	0.49164	4.8171	3e-06
19	0.458399	4.4914	1e-05
20	0.425275	4.1668	3.4e-05
21	0.391809	3.8389	0.000111
22	0.357809	3.5058	0.000347
23	0.323785	3.1724	0.001015
24	0.290324	2.8446	0.002718
25	0.255952	2.5078	0.006913
26	0.223274	2.1876	0.015562
27	0.192447	1.8856	0.031187
28	0.161464	1.582	0.058467
29	0.129746	1.2712	0.103356
30	0.098214	0.9623	0.169158
31	0.067212	0.6585	0.255883
32	0.03633	0.356	0.361326
33	0.006199	0.0607	0.475849
34	-0.023526	-0.2305	0.409094
35	-0.053606	-0.5252	0.300316
36	-0.084752	-0.8304	0.204187
37	-0.118003	-1.1562	0.125237
38	-0.14554	-1.426	0.078556
39	-0.165484	-1.6214	0.054106
40	-0.185037	-1.813	0.03648
41	-0.204796	-2.0066	0.023803
42	-0.224349	-2.1982	0.015171
43	-0.243689	-2.3877	0.009457
44	-0.262614	-2.5731	0.005805
45	-0.279629	-2.7398	0.003665
46	-0.296245	-2.9026	0.002295
47	-0.312439	-3.0613	0.001429
48	-0.327102	-3.2049	0.000917

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.97479	9.551	0
2	-0.054141	-0.5305	0.298506
3	0.007649	0.0749	0.470206
4	0.00273	0.0268	0.489356
5	-0.013424	-0.1315	0.447816
6	-0.015574	-0.1526	0.439521
7	-0.014414	-0.1412	0.443995
8	-0.014112	-0.1383	0.445158
9	-0.042885	-0.4202	0.337643
10	-0.000204	-0.002	0.499203
11	-0.006979	-0.0684	0.472811
12	-0.039238	-0.3844	0.350748
13	-0.086557	-0.8481	0.19925
14	-0.050889	-0.4986	0.309598
15	-0.041053	-0.4022	0.344202
16	-0.027136	-0.2659	0.395451
17	-0.016816	-0.1648	0.434739
18	-0.027884	-0.2732	0.392642
19	-0.020636	-0.2022	0.420099
20	-0.02012	-0.1971	0.422068
21	-0.027908	-0.2734	0.392552
22	-0.035726	-0.35	0.363535
23	-0.02652	-0.2598	0.397773
24	-0.01359	-0.1332	0.447175
25	-0.041283	-0.4045	0.343376
26	0.014264	0.1398	0.44457
27	0.012127	0.1188	0.452835
28	-0.029091	-0.285	0.388117
29	-0.038157	-0.3739	0.354667
30	-0.02084	-0.2042	0.419318
31	-0.019144	-0.1876	0.425802
32	-0.028571	-0.2799	0.390064
33	-0.011007	-0.1079	0.45717
34	-0.022118	-0.2167	0.414448
35	-0.037926	-0.3716	0.355505
36	-0.050502	-0.4948	0.31093
37	-0.074507	-0.73	0.233579
38	0.076508	0.7496	0.227658
39	0.109203	1.07	0.143659
40	-0.025436	-0.2492	0.401861
41	-0.021948	-0.215	0.415096
42	-0.015154	-0.1485	0.441138
43	-0.021328	-0.209	0.417458
44	-0.018871	-0.1849	0.426849
45	0.014088	0.138	0.44525
46	-0.026486	-0.2595	0.3979
47	-0.021916	-0.2147	0.415215
48	0.016114	0.1579	0.437438

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.97479 & 9.551 & 0 \tabularnewline
2 & -0.054141 & -0.5305 & 0.298506 \tabularnewline
3 & 0.007649 & 0.0749 & 0.470206 \tabularnewline
4 & 0.00273 & 0.0268 & 0.489356 \tabularnewline
5 & -0.013424 & -0.1315 & 0.447816 \tabularnewline
6 & -0.015574 & -0.1526 & 0.439521 \tabularnewline
7 & -0.014414 & -0.1412 & 0.443995 \tabularnewline
8 & -0.014112 & -0.1383 & 0.445158 \tabularnewline
9 & -0.042885 & -0.4202 & 0.337643 \tabularnewline
10 & -0.000204 & -0.002 & 0.499203 \tabularnewline
11 & -0.006979 & -0.0684 & 0.472811 \tabularnewline
12 & -0.039238 & -0.3844 & 0.350748 \tabularnewline
13 & -0.086557 & -0.8481 & 0.19925 \tabularnewline
14 & -0.050889 & -0.4986 & 0.309598 \tabularnewline
15 & -0.041053 & -0.4022 & 0.344202 \tabularnewline
16 & -0.027136 & -0.2659 & 0.395451 \tabularnewline
17 & -0.016816 & -0.1648 & 0.434739 \tabularnewline
18 & -0.027884 & -0.2732 & 0.392642 \tabularnewline
19 & -0.020636 & -0.2022 & 0.420099 \tabularnewline
20 & -0.02012 & -0.1971 & 0.422068 \tabularnewline
21 & -0.027908 & -0.2734 & 0.392552 \tabularnewline
22 & -0.035726 & -0.35 & 0.363535 \tabularnewline
23 & -0.02652 & -0.2598 & 0.397773 \tabularnewline
24 & -0.01359 & -0.1332 & 0.447175 \tabularnewline
25 & -0.041283 & -0.4045 & 0.343376 \tabularnewline
26 & 0.014264 & 0.1398 & 0.44457 \tabularnewline
27 & 0.012127 & 0.1188 & 0.452835 \tabularnewline
28 & -0.029091 & -0.285 & 0.388117 \tabularnewline
29 & -0.038157 & -0.3739 & 0.354667 \tabularnewline
30 & -0.02084 & -0.2042 & 0.419318 \tabularnewline
31 & -0.019144 & -0.1876 & 0.425802 \tabularnewline
32 & -0.028571 & -0.2799 & 0.390064 \tabularnewline
33 & -0.011007 & -0.1079 & 0.45717 \tabularnewline
34 & -0.022118 & -0.2167 & 0.414448 \tabularnewline
35 & -0.037926 & -0.3716 & 0.355505 \tabularnewline
36 & -0.050502 & -0.4948 & 0.31093 \tabularnewline
37 & -0.074507 & -0.73 & 0.233579 \tabularnewline
38 & 0.076508 & 0.7496 & 0.227658 \tabularnewline
39 & 0.109203 & 1.07 & 0.143659 \tabularnewline
40 & -0.025436 & -0.2492 & 0.401861 \tabularnewline
41 & -0.021948 & -0.215 & 0.415096 \tabularnewline
42 & -0.015154 & -0.1485 & 0.441138 \tabularnewline
43 & -0.021328 & -0.209 & 0.417458 \tabularnewline
44 & -0.018871 & -0.1849 & 0.426849 \tabularnewline
45 & 0.014088 & 0.138 & 0.44525 \tabularnewline
46 & -0.026486 & -0.2595 & 0.3979 \tabularnewline
47 & -0.021916 & -0.2147 & 0.415215 \tabularnewline
48 & 0.016114 & 0.1579 & 0.437438 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41229&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]0.97479[/C][C]9.551[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.054141[/C][C]-0.5305[/C][C]0.298506[/C][/ROW]
[ROW][C]3[/C][C]0.007649[/C][C]0.0749[/C][C]0.470206[/C][/ROW]
[ROW][C]4[/C][C]0.00273[/C][C]0.0268[/C][C]0.489356[/C][/ROW]
[ROW][C]5[/C][C]-0.013424[/C][C]-0.1315[/C][C]0.447816[/C][/ROW]
[ROW][C]6[/C][C]-0.015574[/C][C]-0.1526[/C][C]0.439521[/C][/ROW]
[ROW][C]7[/C][C]-0.014414[/C][C]-0.1412[/C][C]0.443995[/C][/ROW]
[ROW][C]8[/C][C]-0.014112[/C][C]-0.1383[/C][C]0.445158[/C][/ROW]
[ROW][C]9[/C][C]-0.042885[/C][C]-0.4202[/C][C]0.337643[/C][/ROW]
[ROW][C]10[/C][C]-0.000204[/C][C]-0.002[/C][C]0.499203[/C][/ROW]
[ROW][C]11[/C][C]-0.006979[/C][C]-0.0684[/C][C]0.472811[/C][/ROW]
[ROW][C]12[/C][C]-0.039238[/C][C]-0.3844[/C][C]0.350748[/C][/ROW]
[ROW][C]13[/C][C]-0.086557[/C][C]-0.8481[/C][C]0.19925[/C][/ROW]
[ROW][C]14[/C][C]-0.050889[/C][C]-0.4986[/C][C]0.309598[/C][/ROW]
[ROW][C]15[/C][C]-0.041053[/C][C]-0.4022[/C][C]0.344202[/C][/ROW]
[ROW][C]16[/C][C]-0.027136[/C][C]-0.2659[/C][C]0.395451[/C][/ROW]
[ROW][C]17[/C][C]-0.016816[/C][C]-0.1648[/C][C]0.434739[/C][/ROW]
[ROW][C]18[/C][C]-0.027884[/C][C]-0.2732[/C][C]0.392642[/C][/ROW]
[ROW][C]19[/C][C]-0.020636[/C][C]-0.2022[/C][C]0.420099[/C][/ROW]
[ROW][C]20[/C][C]-0.02012[/C][C]-0.1971[/C][C]0.422068[/C][/ROW]
[ROW][C]21[/C][C]-0.027908[/C][C]-0.2734[/C][C]0.392552[/C][/ROW]
[ROW][C]22[/C][C]-0.035726[/C][C]-0.35[/C][C]0.363535[/C][/ROW]
[ROW][C]23[/C][C]-0.02652[/C][C]-0.2598[/C][C]0.397773[/C][/ROW]
[ROW][C]24[/C][C]-0.01359[/C][C]-0.1332[/C][C]0.447175[/C][/ROW]
[ROW][C]25[/C][C]-0.041283[/C][C]-0.4045[/C][C]0.343376[/C][/ROW]
[ROW][C]26[/C][C]0.014264[/C][C]0.1398[/C][C]0.44457[/C][/ROW]
[ROW][C]27[/C][C]0.012127[/C][C]0.1188[/C][C]0.452835[/C][/ROW]
[ROW][C]28[/C][C]-0.029091[/C][C]-0.285[/C][C]0.388117[/C][/ROW]
[ROW][C]29[/C][C]-0.038157[/C][C]-0.3739[/C][C]0.354667[/C][/ROW]
[ROW][C]30[/C][C]-0.02084[/C][C]-0.2042[/C][C]0.419318[/C][/ROW]
[ROW][C]31[/C][C]-0.019144[/C][C]-0.1876[/C][C]0.425802[/C][/ROW]
[ROW][C]32[/C][C]-0.028571[/C][C]-0.2799[/C][C]0.390064[/C][/ROW]
[ROW][C]33[/C][C]-0.011007[/C][C]-0.1079[/C][C]0.45717[/C][/ROW]
[ROW][C]34[/C][C]-0.022118[/C][C]-0.2167[/C][C]0.414448[/C][/ROW]
[ROW][C]35[/C][C]-0.037926[/C][C]-0.3716[/C][C]0.355505[/C][/ROW]
[ROW][C]36[/C][C]-0.050502[/C][C]-0.4948[/C][C]0.31093[/C][/ROW]
[ROW][C]37[/C][C]-0.074507[/C][C]-0.73[/C][C]0.233579[/C][/ROW]
[ROW][C]38[/C][C]0.076508[/C][C]0.7496[/C][C]0.227658[/C][/ROW]
[ROW][C]39[/C][C]0.109203[/C][C]1.07[/C][C]0.143659[/C][/ROW]
[ROW][C]40[/C][C]-0.025436[/C][C]-0.2492[/C][C]0.401861[/C][/ROW]
[ROW][C]41[/C][C]-0.021948[/C][C]-0.215[/C][C]0.415096[/C][/ROW]
[ROW][C]42[/C][C]-0.015154[/C][C]-0.1485[/C][C]0.441138[/C][/ROW]
[ROW][C]43[/C][C]-0.021328[/C][C]-0.209[/C][C]0.417458[/C][/ROW]
[ROW][C]44[/C][C]-0.018871[/C][C]-0.1849[/C][C]0.426849[/C][/ROW]
[ROW][C]45[/C][C]0.014088[/C][C]0.138[/C][C]0.44525[/C][/ROW]
[ROW][C]46[/C][C]-0.026486[/C][C]-0.2595[/C][C]0.3979[/C][/ROW]
[ROW][C]47[/C][C]-0.021916[/C][C]-0.2147[/C][C]0.415215[/C][/ROW]
[ROW][C]48[/C][C]0.016114[/C][C]0.1579[/C][C]0.437438[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41229&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41229&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	0.97479	9.551	0
2	-0.054141	-0.5305	0.298506
3	0.007649	0.0749	0.470206
4	0.00273	0.0268	0.489356
5	-0.013424	-0.1315	0.447816
6	-0.015574	-0.1526	0.439521
7	-0.014414	-0.1412	0.443995
8	-0.014112	-0.1383	0.445158
9	-0.042885	-0.4202	0.337643
10	-0.000204	-0.002	0.499203
11	-0.006979	-0.0684	0.472811
12	-0.039238	-0.3844	0.350748
13	-0.086557	-0.8481	0.19925
14	-0.050889	-0.4986	0.309598
15	-0.041053	-0.4022	0.344202
16	-0.027136	-0.2659	0.395451
17	-0.016816	-0.1648	0.434739
18	-0.027884	-0.2732	0.392642
19	-0.020636	-0.2022	0.420099
20	-0.02012	-0.1971	0.422068
21	-0.027908	-0.2734	0.392552
22	-0.035726	-0.35	0.363535
23	-0.02652	-0.2598	0.397773
24	-0.01359	-0.1332	0.447175
25	-0.041283	-0.4045	0.343376
26	0.014264	0.1398	0.44457
27	0.012127	0.1188	0.452835
28	-0.029091	-0.285	0.388117
29	-0.038157	-0.3739	0.354667
30	-0.02084	-0.2042	0.419318
31	-0.019144	-0.1876	0.425802
32	-0.028571	-0.2799	0.390064
33	-0.011007	-0.1079	0.45717
34	-0.022118	-0.2167	0.414448
35	-0.037926	-0.3716	0.355505
36	-0.050502	-0.4948	0.31093
37	-0.074507	-0.73	0.233579
38	0.076508	0.7496	0.227658
39	0.109203	1.07	0.143659
40	-0.025436	-0.2492	0.401861
41	-0.021948	-0.215	0.415096
42	-0.015154	-0.1485	0.441138
43	-0.021328	-0.209	0.417458
44	-0.018871	-0.1849	0.426849
45	0.014088	0.138	0.44525
46	-0.026486	-0.2595	0.3979
47	-0.021916	-0.2147	0.415215
48	0.016114	0.1579	0.437438

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