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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Jun 2009 08:25:07 -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/t1243952761xo9ovx4l6navygx.htm/, Retrieved Fri, 10 May 2024 06:32:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=41233, Retrieved Fri, 10 May 2024 06:32:43 +0000

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Estimated Impact

113

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

-     [(Partial) Autocorrelation Function] [autocorrelatoin f...] [2009-05-28 13:53:33] [f51a3e0483d87de686121cc59c59bce8]
-    D    [(Partial) Autocorrelation Function] [autocorrelation -...] [2009-06-02 14:25:07] [d41d8cd98f00b204e9800998ecf8427e] [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	'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41233&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41233&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41233&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.970826	9.5121	0
2	0.939219	9.2024	0
3	0.907004	8.8868	0
4	0.87727	8.5955	0
5	0.8501	8.3292	0
6	0.823626	8.0699	0
7	0.797921	7.818	0
8	0.772268	7.5666	0
9	0.745068	7.3001	0
10	0.716498	7.0202	0
11	0.687246	6.7336	0
12	0.656972	6.437	0
13	0.624653	6.1203	0
14	0.591478	5.7953	0
15	0.559247	5.4795	0
16	0.527234	5.1658	1e-06
17	0.49487	4.8487	2e-06
18	0.461815	4.5248	9e-06
19	0.427944	4.193	3.1e-05
20	0.392758	3.8482	0.000107
21	0.35573	3.4854	0.000371
22	0.318183	3.1175	0.001203
23	0.282181	2.7648	0.003415
24	0.252075	2.4698	0.007642
25	0.222803	2.183	0.015737
26	0.193015	1.8912	0.030809
27	0.162443	1.5916	0.05738
28	0.132272	1.296	0.099042
29	0.102439	1.0037	0.159026
30	0.072205	0.7075	0.240496
31	0.042503	0.4164	0.339009
32	0.016313	0.1598	0.436675
33	-0.008222	-0.0806	0.46798
34	-0.033072	-0.324	0.373306
35	-0.056963	-0.5581	0.289031
36	-0.074952	-0.7344	0.232255
37	-0.092987	-0.9111	0.182268
38	-0.111575	-1.0932	0.138519
39	-0.129343	-1.2673	0.104056
40	-0.147056	-1.4409	0.07644
41	-0.164966	-1.6163	0.054652
42	-0.182945	-1.7925	0.038102
43	-0.200185	-1.9614	0.026364
44	-0.213136	-2.0883	0.019709
45	-0.224767	-2.2023	0.015021
46	-0.23658	-2.318	0.011286
47	-0.249232	-2.442	0.008219
48	-0.262822	-2.5751	0.005774

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.970826 & 9.5121 & 0 \tabularnewline
2 & 0.939219 & 9.2024 & 0 \tabularnewline
3 & 0.907004 & 8.8868 & 0 \tabularnewline
4 & 0.87727 & 8.5955 & 0 \tabularnewline
5 & 0.8501 & 8.3292 & 0 \tabularnewline
6 & 0.823626 & 8.0699 & 0 \tabularnewline
7 & 0.797921 & 7.818 & 0 \tabularnewline
8 & 0.772268 & 7.5666 & 0 \tabularnewline
9 & 0.745068 & 7.3001 & 0 \tabularnewline
10 & 0.716498 & 7.0202 & 0 \tabularnewline
11 & 0.687246 & 6.7336 & 0 \tabularnewline
12 & 0.656972 & 6.437 & 0 \tabularnewline
13 & 0.624653 & 6.1203 & 0 \tabularnewline
14 & 0.591478 & 5.7953 & 0 \tabularnewline
15 & 0.559247 & 5.4795 & 0 \tabularnewline
16 & 0.527234 & 5.1658 & 1e-06 \tabularnewline
17 & 0.49487 & 4.8487 & 2e-06 \tabularnewline
18 & 0.461815 & 4.5248 & 9e-06 \tabularnewline
19 & 0.427944 & 4.193 & 3.1e-05 \tabularnewline
20 & 0.392758 & 3.8482 & 0.000107 \tabularnewline
21 & 0.35573 & 3.4854 & 0.000371 \tabularnewline
22 & 0.318183 & 3.1175 & 0.001203 \tabularnewline
23 & 0.282181 & 2.7648 & 0.003415 \tabularnewline
24 & 0.252075 & 2.4698 & 0.007642 \tabularnewline
25 & 0.222803 & 2.183 & 0.015737 \tabularnewline
26 & 0.193015 & 1.8912 & 0.030809 \tabularnewline
27 & 0.162443 & 1.5916 & 0.05738 \tabularnewline
28 & 0.132272 & 1.296 & 0.099042 \tabularnewline
29 & 0.102439 & 1.0037 & 0.159026 \tabularnewline
30 & 0.072205 & 0.7075 & 0.240496 \tabularnewline
31 & 0.042503 & 0.4164 & 0.339009 \tabularnewline
32 & 0.016313 & 0.1598 & 0.436675 \tabularnewline
33 & -0.008222 & -0.0806 & 0.46798 \tabularnewline
34 & -0.033072 & -0.324 & 0.373306 \tabularnewline
35 & -0.056963 & -0.5581 & 0.289031 \tabularnewline
36 & -0.074952 & -0.7344 & 0.232255 \tabularnewline
37 & -0.092987 & -0.9111 & 0.182268 \tabularnewline
38 & -0.111575 & -1.0932 & 0.138519 \tabularnewline
39 & -0.129343 & -1.2673 & 0.104056 \tabularnewline
40 & -0.147056 & -1.4409 & 0.07644 \tabularnewline
41 & -0.164966 & -1.6163 & 0.054652 \tabularnewline
42 & -0.182945 & -1.7925 & 0.038102 \tabularnewline
43 & -0.200185 & -1.9614 & 0.026364 \tabularnewline
44 & -0.213136 & -2.0883 & 0.019709 \tabularnewline
45 & -0.224767 & -2.2023 & 0.015021 \tabularnewline
46 & -0.23658 & -2.318 & 0.011286 \tabularnewline
47 & -0.249232 & -2.442 & 0.008219 \tabularnewline
48 & -0.262822 & -2.5751 & 0.005774 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41233&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]0.970826[/C][C]9.5121[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.939219[/C][C]9.2024[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.907004[/C][C]8.8868[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.87727[/C][C]8.5955[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.8501[/C][C]8.3292[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.823626[/C][C]8.0699[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.797921[/C][C]7.818[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.772268[/C][C]7.5666[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.745068[/C][C]7.3001[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.716498[/C][C]7.0202[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.687246[/C][C]6.7336[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.656972[/C][C]6.437[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.624653[/C][C]6.1203[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.591478[/C][C]5.7953[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.559247[/C][C]5.4795[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.527234[/C][C]5.1658[/C][C]1e-06[/C][/ROW]
[ROW][C]17[/C][C]0.49487[/C][C]4.8487[/C][C]2e-06[/C][/ROW]
[ROW][C]18[/C][C]0.461815[/C][C]4.5248[/C][C]9e-06[/C][/ROW]
[ROW][C]19[/C][C]0.427944[/C][C]4.193[/C][C]3.1e-05[/C][/ROW]
[ROW][C]20[/C][C]0.392758[/C][C]3.8482[/C][C]0.000107[/C][/ROW]
[ROW][C]21[/C][C]0.35573[/C][C]3.4854[/C][C]0.000371[/C][/ROW]
[ROW][C]22[/C][C]0.318183[/C][C]3.1175[/C][C]0.001203[/C][/ROW]
[ROW][C]23[/C][C]0.282181[/C][C]2.7648[/C][C]0.003415[/C][/ROW]
[ROW][C]24[/C][C]0.252075[/C][C]2.4698[/C][C]0.007642[/C][/ROW]
[ROW][C]25[/C][C]0.222803[/C][C]2.183[/C][C]0.015737[/C][/ROW]
[ROW][C]26[/C][C]0.193015[/C][C]1.8912[/C][C]0.030809[/C][/ROW]
[ROW][C]27[/C][C]0.162443[/C][C]1.5916[/C][C]0.05738[/C][/ROW]
[ROW][C]28[/C][C]0.132272[/C][C]1.296[/C][C]0.099042[/C][/ROW]
[ROW][C]29[/C][C]0.102439[/C][C]1.0037[/C][C]0.159026[/C][/ROW]
[ROW][C]30[/C][C]0.072205[/C][C]0.7075[/C][C]0.240496[/C][/ROW]
[ROW][C]31[/C][C]0.042503[/C][C]0.4164[/C][C]0.339009[/C][/ROW]
[ROW][C]32[/C][C]0.016313[/C][C]0.1598[/C][C]0.436675[/C][/ROW]
[ROW][C]33[/C][C]-0.008222[/C][C]-0.0806[/C][C]0.46798[/C][/ROW]
[ROW][C]34[/C][C]-0.033072[/C][C]-0.324[/C][C]0.373306[/C][/ROW]
[ROW][C]35[/C][C]-0.056963[/C][C]-0.5581[/C][C]0.289031[/C][/ROW]
[ROW][C]36[/C][C]-0.074952[/C][C]-0.7344[/C][C]0.232255[/C][/ROW]
[ROW][C]37[/C][C]-0.092987[/C][C]-0.9111[/C][C]0.182268[/C][/ROW]
[ROW][C]38[/C][C]-0.111575[/C][C]-1.0932[/C][C]0.138519[/C][/ROW]
[ROW][C]39[/C][C]-0.129343[/C][C]-1.2673[/C][C]0.104056[/C][/ROW]
[ROW][C]40[/C][C]-0.147056[/C][C]-1.4409[/C][C]0.07644[/C][/ROW]
[ROW][C]41[/C][C]-0.164966[/C][C]-1.6163[/C][C]0.054652[/C][/ROW]
[ROW][C]42[/C][C]-0.182945[/C][C]-1.7925[/C][C]0.038102[/C][/ROW]
[ROW][C]43[/C][C]-0.200185[/C][C]-1.9614[/C][C]0.026364[/C][/ROW]
[ROW][C]44[/C][C]-0.213136[/C][C]-2.0883[/C][C]0.019709[/C][/ROW]
[ROW][C]45[/C][C]-0.224767[/C][C]-2.2023[/C][C]0.015021[/C][/ROW]
[ROW][C]46[/C][C]-0.23658[/C][C]-2.318[/C][C]0.011286[/C][/ROW]
[ROW][C]47[/C][C]-0.249232[/C][C]-2.442[/C][C]0.008219[/C][/ROW]
[ROW][C]48[/C][C]-0.262822[/C][C]-2.5751[/C][C]0.005774[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41233&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41233&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	0.970826	9.5121	0
2	0.939219	9.2024	0
3	0.907004	8.8868	0
4	0.87727	8.5955	0
5	0.8501	8.3292	0
6	0.823626	8.0699	0
7	0.797921	7.818	0
8	0.772268	7.5666	0
9	0.745068	7.3001	0
10	0.716498	7.0202	0
11	0.687246	6.7336	0
12	0.656972	6.437	0
13	0.624653	6.1203	0
14	0.591478	5.7953	0
15	0.559247	5.4795	0
16	0.527234	5.1658	1e-06
17	0.49487	4.8487	2e-06
18	0.461815	4.5248	9e-06
19	0.427944	4.193	3.1e-05
20	0.392758	3.8482	0.000107
21	0.35573	3.4854	0.000371
22	0.318183	3.1175	0.001203
23	0.282181	2.7648	0.003415
24	0.252075	2.4698	0.007642
25	0.222803	2.183	0.015737
26	0.193015	1.8912	0.030809
27	0.162443	1.5916	0.05738
28	0.132272	1.296	0.099042
29	0.102439	1.0037	0.159026
30	0.072205	0.7075	0.240496
31	0.042503	0.4164	0.339009
32	0.016313	0.1598	0.436675
33	-0.008222	-0.0806	0.46798
34	-0.033072	-0.324	0.373306
35	-0.056963	-0.5581	0.289031
36	-0.074952	-0.7344	0.232255
37	-0.092987	-0.9111	0.182268
38	-0.111575	-1.0932	0.138519
39	-0.129343	-1.2673	0.104056
40	-0.147056	-1.4409	0.07644
41	-0.164966	-1.6163	0.054652
42	-0.182945	-1.7925	0.038102
43	-0.200185	-1.9614	0.026364
44	-0.213136	-2.0883	0.019709
45	-0.224767	-2.2023	0.015021
46	-0.23658	-2.318	0.011286
47	-0.249232	-2.442	0.008219
48	-0.262822	-2.5751	0.005774

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.970826	9.5121	0
2	-0.057108	-0.5595	0.288548
3	-0.025213	-0.247	0.402703
4	0.027218	0.2667	0.395142
5	0.025494	0.2498	0.401644
6	-0.007005	-0.0686	0.47271
7	-0.001198	-0.0117	0.495331
8	-0.011309	-0.1108	0.456002
9	-0.039541	-0.3874	0.34965
10	-0.035695	-0.3497	0.363652
11	-0.024798	-0.243	0.404272
12	-0.035511	-0.3479	0.364325
13	-0.056122	-0.5499	0.29184
14	-0.03475	-0.3405	0.36712
15	-0.005669	-0.0555	0.477911
16	-0.023193	-0.2272	0.410359
17	-0.032126	-0.3148	0.37681
18	-0.033557	-0.3288	0.371517
19	-0.035362	-0.3465	0.36487
20	-0.045973	-0.4504	0.326703
21	-0.055351	-0.5423	0.294424
22	-0.034191	-0.335	0.369177
23	-0.003337	-0.0327	0.486993
24	0.070163	0.6875	0.246728
25	-0.019242	-0.1885	0.425427
26	-0.034659	-0.3396	0.367456
27	-0.029251	-0.2866	0.387519
28	-0.00764	-0.0749	0.470242
29	-0.014979	-0.1468	0.441812
30	-0.029819	-0.2922	0.385397
31	-0.015433	-0.1512	0.440063
32	0.033126	0.3246	0.373107
33	-0.001869	-0.0183	0.492716
34	-0.034323	-0.3363	0.368693
35	-0.007623	-0.0747	0.47031
36	0.079059	0.7746	0.220236
37	-0.029038	-0.2845	0.388314
38	-0.027621	-0.2706	0.39363
39	0.004876	0.0478	0.480996
40	-0.017913	-0.1755	0.430525
41	-0.032611	-0.3195	0.375013
42	-0.025827	-0.2531	0.400383
43	-0.016211	-0.1588	0.437066
44	0.035845	0.3512	0.3631
45	-0.012375	-0.1213	0.451872
46	-0.024012	-0.2353	0.407251
47	-0.025946	-0.2542	0.399937
48	-0.041042	-0.4021	0.344241

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.970826 & 9.5121 & 0 \tabularnewline
2 & -0.057108 & -0.5595 & 0.288548 \tabularnewline
3 & -0.025213 & -0.247 & 0.402703 \tabularnewline
4 & 0.027218 & 0.2667 & 0.395142 \tabularnewline
5 & 0.025494 & 0.2498 & 0.401644 \tabularnewline
6 & -0.007005 & -0.0686 & 0.47271 \tabularnewline
7 & -0.001198 & -0.0117 & 0.495331 \tabularnewline
8 & -0.011309 & -0.1108 & 0.456002 \tabularnewline
9 & -0.039541 & -0.3874 & 0.34965 \tabularnewline
10 & -0.035695 & -0.3497 & 0.363652 \tabularnewline
11 & -0.024798 & -0.243 & 0.404272 \tabularnewline
12 & -0.035511 & -0.3479 & 0.364325 \tabularnewline
13 & -0.056122 & -0.5499 & 0.29184 \tabularnewline
14 & -0.03475 & -0.3405 & 0.36712 \tabularnewline
15 & -0.005669 & -0.0555 & 0.477911 \tabularnewline
16 & -0.023193 & -0.2272 & 0.410359 \tabularnewline
17 & -0.032126 & -0.3148 & 0.37681 \tabularnewline
18 & -0.033557 & -0.3288 & 0.371517 \tabularnewline
19 & -0.035362 & -0.3465 & 0.36487 \tabularnewline
20 & -0.045973 & -0.4504 & 0.326703 \tabularnewline
21 & -0.055351 & -0.5423 & 0.294424 \tabularnewline
22 & -0.034191 & -0.335 & 0.369177 \tabularnewline
23 & -0.003337 & -0.0327 & 0.486993 \tabularnewline
24 & 0.070163 & 0.6875 & 0.246728 \tabularnewline
25 & -0.019242 & -0.1885 & 0.425427 \tabularnewline
26 & -0.034659 & -0.3396 & 0.367456 \tabularnewline
27 & -0.029251 & -0.2866 & 0.387519 \tabularnewline
28 & -0.00764 & -0.0749 & 0.470242 \tabularnewline
29 & -0.014979 & -0.1468 & 0.441812 \tabularnewline
30 & -0.029819 & -0.2922 & 0.385397 \tabularnewline
31 & -0.015433 & -0.1512 & 0.440063 \tabularnewline
32 & 0.033126 & 0.3246 & 0.373107 \tabularnewline
33 & -0.001869 & -0.0183 & 0.492716 \tabularnewline
34 & -0.034323 & -0.3363 & 0.368693 \tabularnewline
35 & -0.007623 & -0.0747 & 0.47031 \tabularnewline
36 & 0.079059 & 0.7746 & 0.220236 \tabularnewline
37 & -0.029038 & -0.2845 & 0.388314 \tabularnewline
38 & -0.027621 & -0.2706 & 0.39363 \tabularnewline
39 & 0.004876 & 0.0478 & 0.480996 \tabularnewline
40 & -0.017913 & -0.1755 & 0.430525 \tabularnewline
41 & -0.032611 & -0.3195 & 0.375013 \tabularnewline
42 & -0.025827 & -0.2531 & 0.400383 \tabularnewline
43 & -0.016211 & -0.1588 & 0.437066 \tabularnewline
44 & 0.035845 & 0.3512 & 0.3631 \tabularnewline
45 & -0.012375 & -0.1213 & 0.451872 \tabularnewline
46 & -0.024012 & -0.2353 & 0.407251 \tabularnewline
47 & -0.025946 & -0.2542 & 0.399937 \tabularnewline
48 & -0.041042 & -0.4021 & 0.344241 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41233&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]0.970826[/C][C]9.5121[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.057108[/C][C]-0.5595[/C][C]0.288548[/C][/ROW]
[ROW][C]3[/C][C]-0.025213[/C][C]-0.247[/C][C]0.402703[/C][/ROW]
[ROW][C]4[/C][C]0.027218[/C][C]0.2667[/C][C]0.395142[/C][/ROW]
[ROW][C]5[/C][C]0.025494[/C][C]0.2498[/C][C]0.401644[/C][/ROW]
[ROW][C]6[/C][C]-0.007005[/C][C]-0.0686[/C][C]0.47271[/C][/ROW]
[ROW][C]7[/C][C]-0.001198[/C][C]-0.0117[/C][C]0.495331[/C][/ROW]
[ROW][C]8[/C][C]-0.011309[/C][C]-0.1108[/C][C]0.456002[/C][/ROW]
[ROW][C]9[/C][C]-0.039541[/C][C]-0.3874[/C][C]0.34965[/C][/ROW]
[ROW][C]10[/C][C]-0.035695[/C][C]-0.3497[/C][C]0.363652[/C][/ROW]
[ROW][C]11[/C][C]-0.024798[/C][C]-0.243[/C][C]0.404272[/C][/ROW]
[ROW][C]12[/C][C]-0.035511[/C][C]-0.3479[/C][C]0.364325[/C][/ROW]
[ROW][C]13[/C][C]-0.056122[/C][C]-0.5499[/C][C]0.29184[/C][/ROW]
[ROW][C]14[/C][C]-0.03475[/C][C]-0.3405[/C][C]0.36712[/C][/ROW]
[ROW][C]15[/C][C]-0.005669[/C][C]-0.0555[/C][C]0.477911[/C][/ROW]
[ROW][C]16[/C][C]-0.023193[/C][C]-0.2272[/C][C]0.410359[/C][/ROW]
[ROW][C]17[/C][C]-0.032126[/C][C]-0.3148[/C][C]0.37681[/C][/ROW]
[ROW][C]18[/C][C]-0.033557[/C][C]-0.3288[/C][C]0.371517[/C][/ROW]
[ROW][C]19[/C][C]-0.035362[/C][C]-0.3465[/C][C]0.36487[/C][/ROW]
[ROW][C]20[/C][C]-0.045973[/C][C]-0.4504[/C][C]0.326703[/C][/ROW]
[ROW][C]21[/C][C]-0.055351[/C][C]-0.5423[/C][C]0.294424[/C][/ROW]
[ROW][C]22[/C][C]-0.034191[/C][C]-0.335[/C][C]0.369177[/C][/ROW]
[ROW][C]23[/C][C]-0.003337[/C][C]-0.0327[/C][C]0.486993[/C][/ROW]
[ROW][C]24[/C][C]0.070163[/C][C]0.6875[/C][C]0.246728[/C][/ROW]
[ROW][C]25[/C][C]-0.019242[/C][C]-0.1885[/C][C]0.425427[/C][/ROW]
[ROW][C]26[/C][C]-0.034659[/C][C]-0.3396[/C][C]0.367456[/C][/ROW]
[ROW][C]27[/C][C]-0.029251[/C][C]-0.2866[/C][C]0.387519[/C][/ROW]
[ROW][C]28[/C][C]-0.00764[/C][C]-0.0749[/C][C]0.470242[/C][/ROW]
[ROW][C]29[/C][C]-0.014979[/C][C]-0.1468[/C][C]0.441812[/C][/ROW]
[ROW][C]30[/C][C]-0.029819[/C][C]-0.2922[/C][C]0.385397[/C][/ROW]
[ROW][C]31[/C][C]-0.015433[/C][C]-0.1512[/C][C]0.440063[/C][/ROW]
[ROW][C]32[/C][C]0.033126[/C][C]0.3246[/C][C]0.373107[/C][/ROW]
[ROW][C]33[/C][C]-0.001869[/C][C]-0.0183[/C][C]0.492716[/C][/ROW]
[ROW][C]34[/C][C]-0.034323[/C][C]-0.3363[/C][C]0.368693[/C][/ROW]
[ROW][C]35[/C][C]-0.007623[/C][C]-0.0747[/C][C]0.47031[/C][/ROW]
[ROW][C]36[/C][C]0.079059[/C][C]0.7746[/C][C]0.220236[/C][/ROW]
[ROW][C]37[/C][C]-0.029038[/C][C]-0.2845[/C][C]0.388314[/C][/ROW]
[ROW][C]38[/C][C]-0.027621[/C][C]-0.2706[/C][C]0.39363[/C][/ROW]
[ROW][C]39[/C][C]0.004876[/C][C]0.0478[/C][C]0.480996[/C][/ROW]
[ROW][C]40[/C][C]-0.017913[/C][C]-0.1755[/C][C]0.430525[/C][/ROW]
[ROW][C]41[/C][C]-0.032611[/C][C]-0.3195[/C][C]0.375013[/C][/ROW]
[ROW][C]42[/C][C]-0.025827[/C][C]-0.2531[/C][C]0.400383[/C][/ROW]
[ROW][C]43[/C][C]-0.016211[/C][C]-0.1588[/C][C]0.437066[/C][/ROW]
[ROW][C]44[/C][C]0.035845[/C][C]0.3512[/C][C]0.3631[/C][/ROW]
[ROW][C]45[/C][C]-0.012375[/C][C]-0.1213[/C][C]0.451872[/C][/ROW]
[ROW][C]46[/C][C]-0.024012[/C][C]-0.2353[/C][C]0.407251[/C][/ROW]
[ROW][C]47[/C][C]-0.025946[/C][C]-0.2542[/C][C]0.399937[/C][/ROW]
[ROW][C]48[/C][C]-0.041042[/C][C]-0.4021[/C][C]0.344241[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41233&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41233&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	0.970826	9.5121	0
2	-0.057108	-0.5595	0.288548
3	-0.025213	-0.247	0.402703
4	0.027218	0.2667	0.395142
5	0.025494	0.2498	0.401644
6	-0.007005	-0.0686	0.47271
7	-0.001198	-0.0117	0.495331
8	-0.011309	-0.1108	0.456002
9	-0.039541	-0.3874	0.34965
10	-0.035695	-0.3497	0.363652
11	-0.024798	-0.243	0.404272
12	-0.035511	-0.3479	0.364325
13	-0.056122	-0.5499	0.29184
14	-0.03475	-0.3405	0.36712
15	-0.005669	-0.0555	0.477911
16	-0.023193	-0.2272	0.410359
17	-0.032126	-0.3148	0.37681
18	-0.033557	-0.3288	0.371517
19	-0.035362	-0.3465	0.36487
20	-0.045973	-0.4504	0.326703
21	-0.055351	-0.5423	0.294424
22	-0.034191	-0.335	0.369177
23	-0.003337	-0.0327	0.486993
24	0.070163	0.6875	0.246728
25	-0.019242	-0.1885	0.425427
26	-0.034659	-0.3396	0.367456
27	-0.029251	-0.2866	0.387519
28	-0.00764	-0.0749	0.470242
29	-0.014979	-0.1468	0.441812
30	-0.029819	-0.2922	0.385397
31	-0.015433	-0.1512	0.440063
32	0.033126	0.3246	0.373107
33	-0.001869	-0.0183	0.492716
34	-0.034323	-0.3363	0.368693
35	-0.007623	-0.0747	0.47031
36	0.079059	0.7746	0.220236
37	-0.029038	-0.2845	0.388314
38	-0.027621	-0.2706	0.39363
39	0.004876	0.0478	0.480996
40	-0.017913	-0.1755	0.430525
41	-0.032611	-0.3195	0.375013
42	-0.025827	-0.2531	0.400383
43	-0.016211	-0.1588	0.437066
44	0.035845	0.3512	0.3631
45	-0.012375	-0.1213	0.451872
46	-0.024012	-0.2353	0.407251
47	-0.025946	-0.2542	0.399937
48	-0.041042	-0.4021	0.344241

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