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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 02 Jun 2009 08:22:48 -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/t1243952617z9jcy0ypduphlf1.htm/, Retrieved Fri, 10 May 2024 09:19:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=41232, Retrieved Fri, 10 May 2024 09:19:19 +0000

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-       [(Partial) Autocorrelation Function] [opdracht6bis2-Mer...] [2009-06-02 14:22:48] [822aa141fddc67f18188afbe1dd38d3f] [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=41232&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=41232&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41232&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	0.701528	6.0348	0
2	0.549934	4.7307	5e-06
3	0.424549	3.6521	0.000241
4	0.355696	3.0598	0.001542
5	0.322709	2.7761	0.003482
6	0.336891	2.898	0.002469
7	0.358649	3.0852	0.00143
8	0.357673	3.0768	0.001466
9	0.343408	2.9541	0.002101
10	0.235202	2.0233	0.023328
11	0.111674	0.9607	0.169928
12	0.058315	0.5016	0.308702
13	0.009327	0.0802	0.468132
14	0.010307	0.0887	0.464796
15	0.012254	0.1054	0.458167
16	-0.034359	-0.2956	0.384195
17	-0.059846	-0.5148	0.304109
18	-0.072982	-0.6278	0.266028
19	-0.093779	-0.8067	0.211206
20	-0.207598	-1.7858	0.039112
21	-0.213005	-1.8323	0.035462
22	-0.192853	-1.659	0.050676
23	-0.224955	-1.9351	0.028397
24	-0.256517	-2.2066	0.015221
25	-0.292924	-2.5198	0.006949
26	-0.316046	-2.7187	0.00408
27	-0.345853	-2.9751	0.001977
28	-0.39629	-3.409	0.000529
29	-0.414931	-3.5694	0.000316
30	-0.360156	-3.0982	0.001376
31	-0.318502	-2.7399	0.003849
32	-0.301962	-2.5976	0.005661
33	-0.292345	-2.5148	0.00704
34	-0.296965	-2.5546	0.006344
35	-0.288868	-2.4849	0.007609
36	-0.232452	-1.9996	0.024606
37	-0.197437	-1.6984	0.046815
38	-0.190578	-1.6394	0.052686
39	-0.1578	-1.3574	0.089383
40	-0.098173	-0.8445	0.200552
41	-0.092618	-0.7967	0.214077
42	-0.133347	-1.1471	0.127519
43	-0.131455	-1.1308	0.130891
44	-0.090941	-0.7823	0.218266
45	-0.030071	-0.2587	0.398302
46	0.030492	0.2623	0.396909
47	0.052374	0.4505	0.326821
48	0.052168	0.4488	0.327454

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.701528 & 6.0348 & 0 \tabularnewline
2 & 0.549934 & 4.7307 & 5e-06 \tabularnewline
3 & 0.424549 & 3.6521 & 0.000241 \tabularnewline
4 & 0.355696 & 3.0598 & 0.001542 \tabularnewline
5 & 0.322709 & 2.7761 & 0.003482 \tabularnewline
6 & 0.336891 & 2.898 & 0.002469 \tabularnewline
7 & 0.358649 & 3.0852 & 0.00143 \tabularnewline
8 & 0.357673 & 3.0768 & 0.001466 \tabularnewline
9 & 0.343408 & 2.9541 & 0.002101 \tabularnewline
10 & 0.235202 & 2.0233 & 0.023328 \tabularnewline
11 & 0.111674 & 0.9607 & 0.169928 \tabularnewline
12 & 0.058315 & 0.5016 & 0.308702 \tabularnewline
13 & 0.009327 & 0.0802 & 0.468132 \tabularnewline
14 & 0.010307 & 0.0887 & 0.464796 \tabularnewline
15 & 0.012254 & 0.1054 & 0.458167 \tabularnewline
16 & -0.034359 & -0.2956 & 0.384195 \tabularnewline
17 & -0.059846 & -0.5148 & 0.304109 \tabularnewline
18 & -0.072982 & -0.6278 & 0.266028 \tabularnewline
19 & -0.093779 & -0.8067 & 0.211206 \tabularnewline
20 & -0.207598 & -1.7858 & 0.039112 \tabularnewline
21 & -0.213005 & -1.8323 & 0.035462 \tabularnewline
22 & -0.192853 & -1.659 & 0.050676 \tabularnewline
23 & -0.224955 & -1.9351 & 0.028397 \tabularnewline
24 & -0.256517 & -2.2066 & 0.015221 \tabularnewline
25 & -0.292924 & -2.5198 & 0.006949 \tabularnewline
26 & -0.316046 & -2.7187 & 0.00408 \tabularnewline
27 & -0.345853 & -2.9751 & 0.001977 \tabularnewline
28 & -0.39629 & -3.409 & 0.000529 \tabularnewline
29 & -0.414931 & -3.5694 & 0.000316 \tabularnewline
30 & -0.360156 & -3.0982 & 0.001376 \tabularnewline
31 & -0.318502 & -2.7399 & 0.003849 \tabularnewline
32 & -0.301962 & -2.5976 & 0.005661 \tabularnewline
33 & -0.292345 & -2.5148 & 0.00704 \tabularnewline
34 & -0.296965 & -2.5546 & 0.006344 \tabularnewline
35 & -0.288868 & -2.4849 & 0.007609 \tabularnewline
36 & -0.232452 & -1.9996 & 0.024606 \tabularnewline
37 & -0.197437 & -1.6984 & 0.046815 \tabularnewline
38 & -0.190578 & -1.6394 & 0.052686 \tabularnewline
39 & -0.1578 & -1.3574 & 0.089383 \tabularnewline
40 & -0.098173 & -0.8445 & 0.200552 \tabularnewline
41 & -0.092618 & -0.7967 & 0.214077 \tabularnewline
42 & -0.133347 & -1.1471 & 0.127519 \tabularnewline
43 & -0.131455 & -1.1308 & 0.130891 \tabularnewline
44 & -0.090941 & -0.7823 & 0.218266 \tabularnewline
45 & -0.030071 & -0.2587 & 0.398302 \tabularnewline
46 & 0.030492 & 0.2623 & 0.396909 \tabularnewline
47 & 0.052374 & 0.4505 & 0.326821 \tabularnewline
48 & 0.052168 & 0.4488 & 0.327454 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41232&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]0.701528[/C][C]6.0348[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.549934[/C][C]4.7307[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.424549[/C][C]3.6521[/C][C]0.000241[/C][/ROW]
[ROW][C]4[/C][C]0.355696[/C][C]3.0598[/C][C]0.001542[/C][/ROW]
[ROW][C]5[/C][C]0.322709[/C][C]2.7761[/C][C]0.003482[/C][/ROW]
[ROW][C]6[/C][C]0.336891[/C][C]2.898[/C][C]0.002469[/C][/ROW]
[ROW][C]7[/C][C]0.358649[/C][C]3.0852[/C][C]0.00143[/C][/ROW]
[ROW][C]8[/C][C]0.357673[/C][C]3.0768[/C][C]0.001466[/C][/ROW]
[ROW][C]9[/C][C]0.343408[/C][C]2.9541[/C][C]0.002101[/C][/ROW]
[ROW][C]10[/C][C]0.235202[/C][C]2.0233[/C][C]0.023328[/C][/ROW]
[ROW][C]11[/C][C]0.111674[/C][C]0.9607[/C][C]0.169928[/C][/ROW]
[ROW][C]12[/C][C]0.058315[/C][C]0.5016[/C][C]0.308702[/C][/ROW]
[ROW][C]13[/C][C]0.009327[/C][C]0.0802[/C][C]0.468132[/C][/ROW]
[ROW][C]14[/C][C]0.010307[/C][C]0.0887[/C][C]0.464796[/C][/ROW]
[ROW][C]15[/C][C]0.012254[/C][C]0.1054[/C][C]0.458167[/C][/ROW]
[ROW][C]16[/C][C]-0.034359[/C][C]-0.2956[/C][C]0.384195[/C][/ROW]
[ROW][C]17[/C][C]-0.059846[/C][C]-0.5148[/C][C]0.304109[/C][/ROW]
[ROW][C]18[/C][C]-0.072982[/C][C]-0.6278[/C][C]0.266028[/C][/ROW]
[ROW][C]19[/C][C]-0.093779[/C][C]-0.8067[/C][C]0.211206[/C][/ROW]
[ROW][C]20[/C][C]-0.207598[/C][C]-1.7858[/C][C]0.039112[/C][/ROW]
[ROW][C]21[/C][C]-0.213005[/C][C]-1.8323[/C][C]0.035462[/C][/ROW]
[ROW][C]22[/C][C]-0.192853[/C][C]-1.659[/C][C]0.050676[/C][/ROW]
[ROW][C]23[/C][C]-0.224955[/C][C]-1.9351[/C][C]0.028397[/C][/ROW]
[ROW][C]24[/C][C]-0.256517[/C][C]-2.2066[/C][C]0.015221[/C][/ROW]
[ROW][C]25[/C][C]-0.292924[/C][C]-2.5198[/C][C]0.006949[/C][/ROW]
[ROW][C]26[/C][C]-0.316046[/C][C]-2.7187[/C][C]0.00408[/C][/ROW]
[ROW][C]27[/C][C]-0.345853[/C][C]-2.9751[/C][C]0.001977[/C][/ROW]
[ROW][C]28[/C][C]-0.39629[/C][C]-3.409[/C][C]0.000529[/C][/ROW]
[ROW][C]29[/C][C]-0.414931[/C][C]-3.5694[/C][C]0.000316[/C][/ROW]
[ROW][C]30[/C][C]-0.360156[/C][C]-3.0982[/C][C]0.001376[/C][/ROW]
[ROW][C]31[/C][C]-0.318502[/C][C]-2.7399[/C][C]0.003849[/C][/ROW]
[ROW][C]32[/C][C]-0.301962[/C][C]-2.5976[/C][C]0.005661[/C][/ROW]
[ROW][C]33[/C][C]-0.292345[/C][C]-2.5148[/C][C]0.00704[/C][/ROW]
[ROW][C]34[/C][C]-0.296965[/C][C]-2.5546[/C][C]0.006344[/C][/ROW]
[ROW][C]35[/C][C]-0.288868[/C][C]-2.4849[/C][C]0.007609[/C][/ROW]
[ROW][C]36[/C][C]-0.232452[/C][C]-1.9996[/C][C]0.024606[/C][/ROW]
[ROW][C]37[/C][C]-0.197437[/C][C]-1.6984[/C][C]0.046815[/C][/ROW]
[ROW][C]38[/C][C]-0.190578[/C][C]-1.6394[/C][C]0.052686[/C][/ROW]
[ROW][C]39[/C][C]-0.1578[/C][C]-1.3574[/C][C]0.089383[/C][/ROW]
[ROW][C]40[/C][C]-0.098173[/C][C]-0.8445[/C][C]0.200552[/C][/ROW]
[ROW][C]41[/C][C]-0.092618[/C][C]-0.7967[/C][C]0.214077[/C][/ROW]
[ROW][C]42[/C][C]-0.133347[/C][C]-1.1471[/C][C]0.127519[/C][/ROW]
[ROW][C]43[/C][C]-0.131455[/C][C]-1.1308[/C][C]0.130891[/C][/ROW]
[ROW][C]44[/C][C]-0.090941[/C][C]-0.7823[/C][C]0.218266[/C][/ROW]
[ROW][C]45[/C][C]-0.030071[/C][C]-0.2587[/C][C]0.398302[/C][/ROW]
[ROW][C]46[/C][C]0.030492[/C][C]0.2623[/C][C]0.396909[/C][/ROW]
[ROW][C]47[/C][C]0.052374[/C][C]0.4505[/C][C]0.326821[/C][/ROW]
[ROW][C]48[/C][C]0.052168[/C][C]0.4488[/C][C]0.327454[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41232&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41232&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	0.701528	6.0348	0
2	0.549934	4.7307	5e-06
3	0.424549	3.6521	0.000241
4	0.355696	3.0598	0.001542
5	0.322709	2.7761	0.003482
6	0.336891	2.898	0.002469
7	0.358649	3.0852	0.00143
8	0.357673	3.0768	0.001466
9	0.343408	2.9541	0.002101
10	0.235202	2.0233	0.023328
11	0.111674	0.9607	0.169928
12	0.058315	0.5016	0.308702
13	0.009327	0.0802	0.468132
14	0.010307	0.0887	0.464796
15	0.012254	0.1054	0.458167
16	-0.034359	-0.2956	0.384195
17	-0.059846	-0.5148	0.304109
18	-0.072982	-0.6278	0.266028
19	-0.093779	-0.8067	0.211206
20	-0.207598	-1.7858	0.039112
21	-0.213005	-1.8323	0.035462
22	-0.192853	-1.659	0.050676
23	-0.224955	-1.9351	0.028397
24	-0.256517	-2.2066	0.015221
25	-0.292924	-2.5198	0.006949
26	-0.316046	-2.7187	0.00408
27	-0.345853	-2.9751	0.001977
28	-0.39629	-3.409	0.000529
29	-0.414931	-3.5694	0.000316
30	-0.360156	-3.0982	0.001376
31	-0.318502	-2.7399	0.003849
32	-0.301962	-2.5976	0.005661
33	-0.292345	-2.5148	0.00704
34	-0.296965	-2.5546	0.006344
35	-0.288868	-2.4849	0.007609
36	-0.232452	-1.9996	0.024606
37	-0.197437	-1.6984	0.046815
38	-0.190578	-1.6394	0.052686
39	-0.1578	-1.3574	0.089383
40	-0.098173	-0.8445	0.200552
41	-0.092618	-0.7967	0.214077
42	-0.133347	-1.1471	0.127519
43	-0.131455	-1.1308	0.130891
44	-0.090941	-0.7823	0.218266
45	-0.030071	-0.2587	0.398302
46	0.030492	0.2623	0.396909
47	0.052374	0.4505	0.326821
48	0.052168	0.4488	0.327454

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.701528	6.0348	0
2	0.113797	0.9789	0.165405
3	0.005637	0.0485	0.480727
4	0.0547	0.4706	0.319673
5	0.069748	0.6	0.275172
6	0.120501	1.0366	0.151652
7	0.101047	0.8692	0.193763
8	0.042981	0.3697	0.356318
9	0.030366	0.2612	0.397324
10	-0.152422	-1.3112	0.096925
11	-0.155234	-1.3354	0.092923
12	-0.00801	-0.0689	0.472625
13	-0.06238	-0.5366	0.296574
14	0.00425	0.0366	0.485467
15	-0.020994	-0.1806	0.428589
16	-0.124122	-1.0677	0.144554
17	-0.017566	-0.1511	0.440152
18	0.028173	0.2424	0.404589
19	0.021829	0.1878	0.425781
20	-0.18527	-1.5938	0.057627
21	0.023132	0.199	0.42141
22	0.053689	0.4618	0.322772
23	-0.115302	-0.9919	0.162248
24	-0.093792	-0.8068	0.211176
25	-0.058757	-0.5054	0.307375
26	-0.045567	-0.392	0.348099
27	-0.090896	-0.7819	0.218378
28	-0.145987	-1.2558	0.106565
29	-0.028334	-0.2437	0.404053
30	0.092977	0.7998	0.213188
31	-0.017921	-0.1542	0.43895
32	-0.01536	-0.1321	0.447621
33	-0.008788	-0.0756	0.469973
34	-0.007628	-0.0656	0.473928
35	0.054875	0.4721	0.31914
36	0.077746	0.6688	0.252853
37	0.005173	0.0445	0.482314
38	-0.052468	-0.4513	0.326529
39	0.000684	0.0059	0.49766
40	0.019424	0.1671	0.433876
41	-0.078877	-0.6785	0.249776
42	-0.116119	-0.9989	0.160552
43	-0.009418	-0.081	0.467823
44	0.012159	0.1046	0.45849
45	-0.003443	-0.0296	0.488226
46	0.060482	0.5203	0.302208
47	0.033788	0.2907	0.386064
48	-0.060931	-0.5241	0.300872

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.701528 & 6.0348 & 0 \tabularnewline
2 & 0.113797 & 0.9789 & 0.165405 \tabularnewline
3 & 0.005637 & 0.0485 & 0.480727 \tabularnewline
4 & 0.0547 & 0.4706 & 0.319673 \tabularnewline
5 & 0.069748 & 0.6 & 0.275172 \tabularnewline
6 & 0.120501 & 1.0366 & 0.151652 \tabularnewline
7 & 0.101047 & 0.8692 & 0.193763 \tabularnewline
8 & 0.042981 & 0.3697 & 0.356318 \tabularnewline
9 & 0.030366 & 0.2612 & 0.397324 \tabularnewline
10 & -0.152422 & -1.3112 & 0.096925 \tabularnewline
11 & -0.155234 & -1.3354 & 0.092923 \tabularnewline
12 & -0.00801 & -0.0689 & 0.472625 \tabularnewline
13 & -0.06238 & -0.5366 & 0.296574 \tabularnewline
14 & 0.00425 & 0.0366 & 0.485467 \tabularnewline
15 & -0.020994 & -0.1806 & 0.428589 \tabularnewline
16 & -0.124122 & -1.0677 & 0.144554 \tabularnewline
17 & -0.017566 & -0.1511 & 0.440152 \tabularnewline
18 & 0.028173 & 0.2424 & 0.404589 \tabularnewline
19 & 0.021829 & 0.1878 & 0.425781 \tabularnewline
20 & -0.18527 & -1.5938 & 0.057627 \tabularnewline
21 & 0.023132 & 0.199 & 0.42141 \tabularnewline
22 & 0.053689 & 0.4618 & 0.322772 \tabularnewline
23 & -0.115302 & -0.9919 & 0.162248 \tabularnewline
24 & -0.093792 & -0.8068 & 0.211176 \tabularnewline
25 & -0.058757 & -0.5054 & 0.307375 \tabularnewline
26 & -0.045567 & -0.392 & 0.348099 \tabularnewline
27 & -0.090896 & -0.7819 & 0.218378 \tabularnewline
28 & -0.145987 & -1.2558 & 0.106565 \tabularnewline
29 & -0.028334 & -0.2437 & 0.404053 \tabularnewline
30 & 0.092977 & 0.7998 & 0.213188 \tabularnewline
31 & -0.017921 & -0.1542 & 0.43895 \tabularnewline
32 & -0.01536 & -0.1321 & 0.447621 \tabularnewline
33 & -0.008788 & -0.0756 & 0.469973 \tabularnewline
34 & -0.007628 & -0.0656 & 0.473928 \tabularnewline
35 & 0.054875 & 0.4721 & 0.31914 \tabularnewline
36 & 0.077746 & 0.6688 & 0.252853 \tabularnewline
37 & 0.005173 & 0.0445 & 0.482314 \tabularnewline
38 & -0.052468 & -0.4513 & 0.326529 \tabularnewline
39 & 0.000684 & 0.0059 & 0.49766 \tabularnewline
40 & 0.019424 & 0.1671 & 0.433876 \tabularnewline
41 & -0.078877 & -0.6785 & 0.249776 \tabularnewline
42 & -0.116119 & -0.9989 & 0.160552 \tabularnewline
43 & -0.009418 & -0.081 & 0.467823 \tabularnewline
44 & 0.012159 & 0.1046 & 0.45849 \tabularnewline
45 & -0.003443 & -0.0296 & 0.488226 \tabularnewline
46 & 0.060482 & 0.5203 & 0.302208 \tabularnewline
47 & 0.033788 & 0.2907 & 0.386064 \tabularnewline
48 & -0.060931 & -0.5241 & 0.300872 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41232&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]0.701528[/C][C]6.0348[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.113797[/C][C]0.9789[/C][C]0.165405[/C][/ROW]
[ROW][C]3[/C][C]0.005637[/C][C]0.0485[/C][C]0.480727[/C][/ROW]
[ROW][C]4[/C][C]0.0547[/C][C]0.4706[/C][C]0.319673[/C][/ROW]
[ROW][C]5[/C][C]0.069748[/C][C]0.6[/C][C]0.275172[/C][/ROW]
[ROW][C]6[/C][C]0.120501[/C][C]1.0366[/C][C]0.151652[/C][/ROW]
[ROW][C]7[/C][C]0.101047[/C][C]0.8692[/C][C]0.193763[/C][/ROW]
[ROW][C]8[/C][C]0.042981[/C][C]0.3697[/C][C]0.356318[/C][/ROW]
[ROW][C]9[/C][C]0.030366[/C][C]0.2612[/C][C]0.397324[/C][/ROW]
[ROW][C]10[/C][C]-0.152422[/C][C]-1.3112[/C][C]0.096925[/C][/ROW]
[ROW][C]11[/C][C]-0.155234[/C][C]-1.3354[/C][C]0.092923[/C][/ROW]
[ROW][C]12[/C][C]-0.00801[/C][C]-0.0689[/C][C]0.472625[/C][/ROW]
[ROW][C]13[/C][C]-0.06238[/C][C]-0.5366[/C][C]0.296574[/C][/ROW]
[ROW][C]14[/C][C]0.00425[/C][C]0.0366[/C][C]0.485467[/C][/ROW]
[ROW][C]15[/C][C]-0.020994[/C][C]-0.1806[/C][C]0.428589[/C][/ROW]
[ROW][C]16[/C][C]-0.124122[/C][C]-1.0677[/C][C]0.144554[/C][/ROW]
[ROW][C]17[/C][C]-0.017566[/C][C]-0.1511[/C][C]0.440152[/C][/ROW]
[ROW][C]18[/C][C]0.028173[/C][C]0.2424[/C][C]0.404589[/C][/ROW]
[ROW][C]19[/C][C]0.021829[/C][C]0.1878[/C][C]0.425781[/C][/ROW]
[ROW][C]20[/C][C]-0.18527[/C][C]-1.5938[/C][C]0.057627[/C][/ROW]
[ROW][C]21[/C][C]0.023132[/C][C]0.199[/C][C]0.42141[/C][/ROW]
[ROW][C]22[/C][C]0.053689[/C][C]0.4618[/C][C]0.322772[/C][/ROW]
[ROW][C]23[/C][C]-0.115302[/C][C]-0.9919[/C][C]0.162248[/C][/ROW]
[ROW][C]24[/C][C]-0.093792[/C][C]-0.8068[/C][C]0.211176[/C][/ROW]
[ROW][C]25[/C][C]-0.058757[/C][C]-0.5054[/C][C]0.307375[/C][/ROW]
[ROW][C]26[/C][C]-0.045567[/C][C]-0.392[/C][C]0.348099[/C][/ROW]
[ROW][C]27[/C][C]-0.090896[/C][C]-0.7819[/C][C]0.218378[/C][/ROW]
[ROW][C]28[/C][C]-0.145987[/C][C]-1.2558[/C][C]0.106565[/C][/ROW]
[ROW][C]29[/C][C]-0.028334[/C][C]-0.2437[/C][C]0.404053[/C][/ROW]
[ROW][C]30[/C][C]0.092977[/C][C]0.7998[/C][C]0.213188[/C][/ROW]
[ROW][C]31[/C][C]-0.017921[/C][C]-0.1542[/C][C]0.43895[/C][/ROW]
[ROW][C]32[/C][C]-0.01536[/C][C]-0.1321[/C][C]0.447621[/C][/ROW]
[ROW][C]33[/C][C]-0.008788[/C][C]-0.0756[/C][C]0.469973[/C][/ROW]
[ROW][C]34[/C][C]-0.007628[/C][C]-0.0656[/C][C]0.473928[/C][/ROW]
[ROW][C]35[/C][C]0.054875[/C][C]0.4721[/C][C]0.31914[/C][/ROW]
[ROW][C]36[/C][C]0.077746[/C][C]0.6688[/C][C]0.252853[/C][/ROW]
[ROW][C]37[/C][C]0.005173[/C][C]0.0445[/C][C]0.482314[/C][/ROW]
[ROW][C]38[/C][C]-0.052468[/C][C]-0.4513[/C][C]0.326529[/C][/ROW]
[ROW][C]39[/C][C]0.000684[/C][C]0.0059[/C][C]0.49766[/C][/ROW]
[ROW][C]40[/C][C]0.019424[/C][C]0.1671[/C][C]0.433876[/C][/ROW]
[ROW][C]41[/C][C]-0.078877[/C][C]-0.6785[/C][C]0.249776[/C][/ROW]
[ROW][C]42[/C][C]-0.116119[/C][C]-0.9989[/C][C]0.160552[/C][/ROW]
[ROW][C]43[/C][C]-0.009418[/C][C]-0.081[/C][C]0.467823[/C][/ROW]
[ROW][C]44[/C][C]0.012159[/C][C]0.1046[/C][C]0.45849[/C][/ROW]
[ROW][C]45[/C][C]-0.003443[/C][C]-0.0296[/C][C]0.488226[/C][/ROW]
[ROW][C]46[/C][C]0.060482[/C][C]0.5203[/C][C]0.302208[/C][/ROW]
[ROW][C]47[/C][C]0.033788[/C][C]0.2907[/C][C]0.386064[/C][/ROW]
[ROW][C]48[/C][C]-0.060931[/C][C]-0.5241[/C][C]0.300872[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41232&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41232&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	0.701528	6.0348	0
2	0.113797	0.9789	0.165405
3	0.005637	0.0485	0.480727
4	0.0547	0.4706	0.319673
5	0.069748	0.6	0.275172
6	0.120501	1.0366	0.151652
7	0.101047	0.8692	0.193763
8	0.042981	0.3697	0.356318
9	0.030366	0.2612	0.397324
10	-0.152422	-1.3112	0.096925
11	-0.155234	-1.3354	0.092923
12	-0.00801	-0.0689	0.472625
13	-0.06238	-0.5366	0.296574
14	0.00425	0.0366	0.485467
15	-0.020994	-0.1806	0.428589
16	-0.124122	-1.0677	0.144554
17	-0.017566	-0.1511	0.440152
18	0.028173	0.2424	0.404589
19	0.021829	0.1878	0.425781
20	-0.18527	-1.5938	0.057627
21	0.023132	0.199	0.42141
22	0.053689	0.4618	0.322772
23	-0.115302	-0.9919	0.162248
24	-0.093792	-0.8068	0.211176
25	-0.058757	-0.5054	0.307375
26	-0.045567	-0.392	0.348099
27	-0.090896	-0.7819	0.218378
28	-0.145987	-1.2558	0.106565
29	-0.028334	-0.2437	0.404053
30	0.092977	0.7998	0.213188
31	-0.017921	-0.1542	0.43895
32	-0.01536	-0.1321	0.447621
33	-0.008788	-0.0756	0.469973
34	-0.007628	-0.0656	0.473928
35	0.054875	0.4721	0.31914
36	0.077746	0.6688	0.252853
37	0.005173	0.0445	0.482314
38	-0.052468	-0.4513	0.326529
39	0.000684	0.0059	0.49766
40	0.019424	0.1671	0.433876
41	-0.078877	-0.6785	0.249776
42	-0.116119	-0.9989	0.160552
43	-0.009418	-0.081	0.467823
44	0.012159	0.1046	0.45849
45	-0.003443	-0.0296	0.488226
46	0.060482	0.5203	0.302208
47	0.033788	0.2907	0.386064
48	-0.060931	-0.5241	0.300872

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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