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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Jun 2009 08:27:42 -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/t12439529449rvkbxhfw3tgy9m.htm/, Retrieved Thu, 09 May 2024 23:13:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=41236, Retrieved Thu, 09 May 2024 23:13:34 +0000

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Estimated Impact

116

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

-     [(Partial) Autocorrelation Function] [Non seasonal - Fo...] [2009-05-28 14:09:12] [f51a3e0483d87de686121cc59c59bce8]
-    D    [(Partial) Autocorrelation Function] [non seasonal - si...] [2009-06-02 14:27:42] [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	'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=41236&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=41236&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41236&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	0.340825	3.3219	0.000635
2	-0.075102	-0.732	0.232984
3	-0.044037	-0.4292	0.334367
4	0.011215	0.1093	0.456594
5	-0.102155	-0.9957	0.160966
6	-0.120263	-1.1722	0.122028
7	-0.036121	-0.3521	0.362784
8	0.237095	2.3109	0.0115
9	0.078385	0.764	0.223379
10	-0.064222	-0.626	0.266421
11	0.065236	0.6358	0.263203
12	0.251584	2.4521	0.008014
13	-0.029881	-0.2912	0.385749
14	-0.126586	-1.2338	0.110159
15	-0.124117	-1.2097	0.11469
16	-0.137302	-1.3383	0.092003
17	-0.062472	-0.6089	0.272023
18	-0.04076	-0.3973	0.346025
19	0.071044	0.6925	0.245171
20	0.18479	1.8011	0.037429
21	-0.013639	-0.1329	0.447263
22	-0.079525	-0.7751	0.220098
23	-0.042401	-0.4133	0.340168
24	-0.099223	-0.9671	0.167974
25	-0.086838	-0.8464	0.199731
26	0.008311	0.081	0.467803
27	0.064623	0.6299	0.265146
28	0.037311	0.3637	0.358458
29	0.015148	0.1476	0.441467
30	0.007035	0.0686	0.47274
31	0.065787	0.6412	0.261465
32	0.042918	0.4183	0.338333
33	-0.028632	-0.2791	0.390397
34	0.040027	0.3901	0.348655
35	0.03285	0.3202	0.374768
36	-0.046434	-0.4526	0.325941
37	-0.011137	-0.1085	0.456895
38	0.04189	0.4083	0.341988
39	0.061341	0.5979	0.275671
40	-0.027503	-0.2681	0.394614
41	-0.121257	-1.1819	0.120103
42	-0.127674	-1.2444	0.108205
43	-0.114822	-1.1191	0.132949
44	-0.084325	-0.8219	0.206596
45	-0.000891	-0.0087	0.496545
46	0.082016	0.7994	0.213028
47	0.096633	0.9419	0.174327
48	-0.015295	-0.1491	0.440905

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.340825 & 3.3219 & 0.000635 \tabularnewline
2 & -0.075102 & -0.732 & 0.232984 \tabularnewline
3 & -0.044037 & -0.4292 & 0.334367 \tabularnewline
4 & 0.011215 & 0.1093 & 0.456594 \tabularnewline
5 & -0.102155 & -0.9957 & 0.160966 \tabularnewline
6 & -0.120263 & -1.1722 & 0.122028 \tabularnewline
7 & -0.036121 & -0.3521 & 0.362784 \tabularnewline
8 & 0.237095 & 2.3109 & 0.0115 \tabularnewline
9 & 0.078385 & 0.764 & 0.223379 \tabularnewline
10 & -0.064222 & -0.626 & 0.266421 \tabularnewline
11 & 0.065236 & 0.6358 & 0.263203 \tabularnewline
12 & 0.251584 & 2.4521 & 0.008014 \tabularnewline
13 & -0.029881 & -0.2912 & 0.385749 \tabularnewline
14 & -0.126586 & -1.2338 & 0.110159 \tabularnewline
15 & -0.124117 & -1.2097 & 0.11469 \tabularnewline
16 & -0.137302 & -1.3383 & 0.092003 \tabularnewline
17 & -0.062472 & -0.6089 & 0.272023 \tabularnewline
18 & -0.04076 & -0.3973 & 0.346025 \tabularnewline
19 & 0.071044 & 0.6925 & 0.245171 \tabularnewline
20 & 0.18479 & 1.8011 & 0.037429 \tabularnewline
21 & -0.013639 & -0.1329 & 0.447263 \tabularnewline
22 & -0.079525 & -0.7751 & 0.220098 \tabularnewline
23 & -0.042401 & -0.4133 & 0.340168 \tabularnewline
24 & -0.099223 & -0.9671 & 0.167974 \tabularnewline
25 & -0.086838 & -0.8464 & 0.199731 \tabularnewline
26 & 0.008311 & 0.081 & 0.467803 \tabularnewline
27 & 0.064623 & 0.6299 & 0.265146 \tabularnewline
28 & 0.037311 & 0.3637 & 0.358458 \tabularnewline
29 & 0.015148 & 0.1476 & 0.441467 \tabularnewline
30 & 0.007035 & 0.0686 & 0.47274 \tabularnewline
31 & 0.065787 & 0.6412 & 0.261465 \tabularnewline
32 & 0.042918 & 0.4183 & 0.338333 \tabularnewline
33 & -0.028632 & -0.2791 & 0.390397 \tabularnewline
34 & 0.040027 & 0.3901 & 0.348655 \tabularnewline
35 & 0.03285 & 0.3202 & 0.374768 \tabularnewline
36 & -0.046434 & -0.4526 & 0.325941 \tabularnewline
37 & -0.011137 & -0.1085 & 0.456895 \tabularnewline
38 & 0.04189 & 0.4083 & 0.341988 \tabularnewline
39 & 0.061341 & 0.5979 & 0.275671 \tabularnewline
40 & -0.027503 & -0.2681 & 0.394614 \tabularnewline
41 & -0.121257 & -1.1819 & 0.120103 \tabularnewline
42 & -0.127674 & -1.2444 & 0.108205 \tabularnewline
43 & -0.114822 & -1.1191 & 0.132949 \tabularnewline
44 & -0.084325 & -0.8219 & 0.206596 \tabularnewline
45 & -0.000891 & -0.0087 & 0.496545 \tabularnewline
46 & 0.082016 & 0.7994 & 0.213028 \tabularnewline
47 & 0.096633 & 0.9419 & 0.174327 \tabularnewline
48 & -0.015295 & -0.1491 & 0.440905 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41236&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]0.340825[/C][C]3.3219[/C][C]0.000635[/C][/ROW]
[ROW][C]2[/C][C]-0.075102[/C][C]-0.732[/C][C]0.232984[/C][/ROW]
[ROW][C]3[/C][C]-0.044037[/C][C]-0.4292[/C][C]0.334367[/C][/ROW]
[ROW][C]4[/C][C]0.011215[/C][C]0.1093[/C][C]0.456594[/C][/ROW]
[ROW][C]5[/C][C]-0.102155[/C][C]-0.9957[/C][C]0.160966[/C][/ROW]
[ROW][C]6[/C][C]-0.120263[/C][C]-1.1722[/C][C]0.122028[/C][/ROW]
[ROW][C]7[/C][C]-0.036121[/C][C]-0.3521[/C][C]0.362784[/C][/ROW]
[ROW][C]8[/C][C]0.237095[/C][C]2.3109[/C][C]0.0115[/C][/ROW]
[ROW][C]9[/C][C]0.078385[/C][C]0.764[/C][C]0.223379[/C][/ROW]
[ROW][C]10[/C][C]-0.064222[/C][C]-0.626[/C][C]0.266421[/C][/ROW]
[ROW][C]11[/C][C]0.065236[/C][C]0.6358[/C][C]0.263203[/C][/ROW]
[ROW][C]12[/C][C]0.251584[/C][C]2.4521[/C][C]0.008014[/C][/ROW]
[ROW][C]13[/C][C]-0.029881[/C][C]-0.2912[/C][C]0.385749[/C][/ROW]
[ROW][C]14[/C][C]-0.126586[/C][C]-1.2338[/C][C]0.110159[/C][/ROW]
[ROW][C]15[/C][C]-0.124117[/C][C]-1.2097[/C][C]0.11469[/C][/ROW]
[ROW][C]16[/C][C]-0.137302[/C][C]-1.3383[/C][C]0.092003[/C][/ROW]
[ROW][C]17[/C][C]-0.062472[/C][C]-0.6089[/C][C]0.272023[/C][/ROW]
[ROW][C]18[/C][C]-0.04076[/C][C]-0.3973[/C][C]0.346025[/C][/ROW]
[ROW][C]19[/C][C]0.071044[/C][C]0.6925[/C][C]0.245171[/C][/ROW]
[ROW][C]20[/C][C]0.18479[/C][C]1.8011[/C][C]0.037429[/C][/ROW]
[ROW][C]21[/C][C]-0.013639[/C][C]-0.1329[/C][C]0.447263[/C][/ROW]
[ROW][C]22[/C][C]-0.079525[/C][C]-0.7751[/C][C]0.220098[/C][/ROW]
[ROW][C]23[/C][C]-0.042401[/C][C]-0.4133[/C][C]0.340168[/C][/ROW]
[ROW][C]24[/C][C]-0.099223[/C][C]-0.9671[/C][C]0.167974[/C][/ROW]
[ROW][C]25[/C][C]-0.086838[/C][C]-0.8464[/C][C]0.199731[/C][/ROW]
[ROW][C]26[/C][C]0.008311[/C][C]0.081[/C][C]0.467803[/C][/ROW]
[ROW][C]27[/C][C]0.064623[/C][C]0.6299[/C][C]0.265146[/C][/ROW]
[ROW][C]28[/C][C]0.037311[/C][C]0.3637[/C][C]0.358458[/C][/ROW]
[ROW][C]29[/C][C]0.015148[/C][C]0.1476[/C][C]0.441467[/C][/ROW]
[ROW][C]30[/C][C]0.007035[/C][C]0.0686[/C][C]0.47274[/C][/ROW]
[ROW][C]31[/C][C]0.065787[/C][C]0.6412[/C][C]0.261465[/C][/ROW]
[ROW][C]32[/C][C]0.042918[/C][C]0.4183[/C][C]0.338333[/C][/ROW]
[ROW][C]33[/C][C]-0.028632[/C][C]-0.2791[/C][C]0.390397[/C][/ROW]
[ROW][C]34[/C][C]0.040027[/C][C]0.3901[/C][C]0.348655[/C][/ROW]
[ROW][C]35[/C][C]0.03285[/C][C]0.3202[/C][C]0.374768[/C][/ROW]
[ROW][C]36[/C][C]-0.046434[/C][C]-0.4526[/C][C]0.325941[/C][/ROW]
[ROW][C]37[/C][C]-0.011137[/C][C]-0.1085[/C][C]0.456895[/C][/ROW]
[ROW][C]38[/C][C]0.04189[/C][C]0.4083[/C][C]0.341988[/C][/ROW]
[ROW][C]39[/C][C]0.061341[/C][C]0.5979[/C][C]0.275671[/C][/ROW]
[ROW][C]40[/C][C]-0.027503[/C][C]-0.2681[/C][C]0.394614[/C][/ROW]
[ROW][C]41[/C][C]-0.121257[/C][C]-1.1819[/C][C]0.120103[/C][/ROW]
[ROW][C]42[/C][C]-0.127674[/C][C]-1.2444[/C][C]0.108205[/C][/ROW]
[ROW][C]43[/C][C]-0.114822[/C][C]-1.1191[/C][C]0.132949[/C][/ROW]
[ROW][C]44[/C][C]-0.084325[/C][C]-0.8219[/C][C]0.206596[/C][/ROW]
[ROW][C]45[/C][C]-0.000891[/C][C]-0.0087[/C][C]0.496545[/C][/ROW]
[ROW][C]46[/C][C]0.082016[/C][C]0.7994[/C][C]0.213028[/C][/ROW]
[ROW][C]47[/C][C]0.096633[/C][C]0.9419[/C][C]0.174327[/C][/ROW]
[ROW][C]48[/C][C]-0.015295[/C][C]-0.1491[/C][C]0.440905[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41236&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41236&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	0.340825	3.3219	0.000635
2	-0.075102	-0.732	0.232984
3	-0.044037	-0.4292	0.334367
4	0.011215	0.1093	0.456594
5	-0.102155	-0.9957	0.160966
6	-0.120263	-1.1722	0.122028
7	-0.036121	-0.3521	0.362784
8	0.237095	2.3109	0.0115
9	0.078385	0.764	0.223379
10	-0.064222	-0.626	0.266421
11	0.065236	0.6358	0.263203
12	0.251584	2.4521	0.008014
13	-0.029881	-0.2912	0.385749
14	-0.126586	-1.2338	0.110159
15	-0.124117	-1.2097	0.11469
16	-0.137302	-1.3383	0.092003
17	-0.062472	-0.6089	0.272023
18	-0.04076	-0.3973	0.346025
19	0.071044	0.6925	0.245171
20	0.18479	1.8011	0.037429
21	-0.013639	-0.1329	0.447263
22	-0.079525	-0.7751	0.220098
23	-0.042401	-0.4133	0.340168
24	-0.099223	-0.9671	0.167974
25	-0.086838	-0.8464	0.199731
26	0.008311	0.081	0.467803
27	0.064623	0.6299	0.265146
28	0.037311	0.3637	0.358458
29	0.015148	0.1476	0.441467
30	0.007035	0.0686	0.47274
31	0.065787	0.6412	0.261465
32	0.042918	0.4183	0.338333
33	-0.028632	-0.2791	0.390397
34	0.040027	0.3901	0.348655
35	0.03285	0.3202	0.374768
36	-0.046434	-0.4526	0.325941
37	-0.011137	-0.1085	0.456895
38	0.04189	0.4083	0.341988
39	0.061341	0.5979	0.275671
40	-0.027503	-0.2681	0.394614
41	-0.121257	-1.1819	0.120103
42	-0.127674	-1.2444	0.108205
43	-0.114822	-1.1191	0.132949
44	-0.084325	-0.8219	0.206596
45	-0.000891	-0.0087	0.496545
46	0.082016	0.7994	0.213028
47	0.096633	0.9419	0.174327
48	-0.015295	-0.1491	0.440905

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.340825	3.3219	0.000635
2	-0.216401	-2.1092	0.018778
3	0.072234	0.7041	0.241562
4	-0.015465	-0.1507	0.440254
5	-0.127485	-1.2426	0.108543
6	-0.0306	-0.2983	0.383082
7	-0.008068	-0.0786	0.468745
8	0.271811	2.6493	0.004724
9	-0.154824	-1.509	0.067304
10	0.026707	0.2603	0.397593
11	0.108176	1.0544	0.147195
12	0.182701	1.7808	0.039075
13	-0.190355	-1.8554	0.033323
14	0.049885	0.4862	0.313965
15	-0.120963	-1.179	0.120671
16	-0.17777	-1.7327	0.043198
17	0.125286	1.2211	0.112529
18	-0.080918	-0.7887	0.216129
19	0.139892	1.3635	0.087974
20	-0.077627	-0.7566	0.225577
21	-0.028949	-0.2822	0.389216
22	0.00769	0.075	0.470206
23	-0.078113	-0.7614	0.224165
24	-0.050358	-0.4908	0.312338
25	0.030287	0.2952	0.384244
26	0.062241	0.6066	0.272766
27	0.024273	0.2366	0.406743
28	0.020558	0.2004	0.420808
29	-0.015995	-0.1559	0.438223
30	0.024732	0.2411	0.405016
31	-0.013671	-0.1332	0.447141
32	0.01068	0.1041	0.458656
33	0.063799	0.6218	0.267771
34	0.031368	0.3057	0.380238
35	0.004674	0.0456	0.481879
36	0.022851	0.2227	0.412114
37	-0.026571	-0.259	0.398103
38	0.013668	0.1332	0.447151
39	-0.036598	-0.3567	0.361048
40	-0.091479	-0.8916	0.187423
41	-0.059959	-0.5844	0.280166
42	-0.130752	-1.2744	0.102813
43	-0.059549	-0.5804	0.281507
44	0.004186	0.0408	0.483771
45	0.013516	0.1317	0.447736
46	0.001038	0.0101	0.495974
47	0.06674	0.6505	0.258471
48	-0.076204	-0.7427	0.229734

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.340825 & 3.3219 & 0.000635 \tabularnewline
2 & -0.216401 & -2.1092 & 0.018778 \tabularnewline
3 & 0.072234 & 0.7041 & 0.241562 \tabularnewline
4 & -0.015465 & -0.1507 & 0.440254 \tabularnewline
5 & -0.127485 & -1.2426 & 0.108543 \tabularnewline
6 & -0.0306 & -0.2983 & 0.383082 \tabularnewline
7 & -0.008068 & -0.0786 & 0.468745 \tabularnewline
8 & 0.271811 & 2.6493 & 0.004724 \tabularnewline
9 & -0.154824 & -1.509 & 0.067304 \tabularnewline
10 & 0.026707 & 0.2603 & 0.397593 \tabularnewline
11 & 0.108176 & 1.0544 & 0.147195 \tabularnewline
12 & 0.182701 & 1.7808 & 0.039075 \tabularnewline
13 & -0.190355 & -1.8554 & 0.033323 \tabularnewline
14 & 0.049885 & 0.4862 & 0.313965 \tabularnewline
15 & -0.120963 & -1.179 & 0.120671 \tabularnewline
16 & -0.17777 & -1.7327 & 0.043198 \tabularnewline
17 & 0.125286 & 1.2211 & 0.112529 \tabularnewline
18 & -0.080918 & -0.7887 & 0.216129 \tabularnewline
19 & 0.139892 & 1.3635 & 0.087974 \tabularnewline
20 & -0.077627 & -0.7566 & 0.225577 \tabularnewline
21 & -0.028949 & -0.2822 & 0.389216 \tabularnewline
22 & 0.00769 & 0.075 & 0.470206 \tabularnewline
23 & -0.078113 & -0.7614 & 0.224165 \tabularnewline
24 & -0.050358 & -0.4908 & 0.312338 \tabularnewline
25 & 0.030287 & 0.2952 & 0.384244 \tabularnewline
26 & 0.062241 & 0.6066 & 0.272766 \tabularnewline
27 & 0.024273 & 0.2366 & 0.406743 \tabularnewline
28 & 0.020558 & 0.2004 & 0.420808 \tabularnewline
29 & -0.015995 & -0.1559 & 0.438223 \tabularnewline
30 & 0.024732 & 0.2411 & 0.405016 \tabularnewline
31 & -0.013671 & -0.1332 & 0.447141 \tabularnewline
32 & 0.01068 & 0.1041 & 0.458656 \tabularnewline
33 & 0.063799 & 0.6218 & 0.267771 \tabularnewline
34 & 0.031368 & 0.3057 & 0.380238 \tabularnewline
35 & 0.004674 & 0.0456 & 0.481879 \tabularnewline
36 & 0.022851 & 0.2227 & 0.412114 \tabularnewline
37 & -0.026571 & -0.259 & 0.398103 \tabularnewline
38 & 0.013668 & 0.1332 & 0.447151 \tabularnewline
39 & -0.036598 & -0.3567 & 0.361048 \tabularnewline
40 & -0.091479 & -0.8916 & 0.187423 \tabularnewline
41 & -0.059959 & -0.5844 & 0.280166 \tabularnewline
42 & -0.130752 & -1.2744 & 0.102813 \tabularnewline
43 & -0.059549 & -0.5804 & 0.281507 \tabularnewline
44 & 0.004186 & 0.0408 & 0.483771 \tabularnewline
45 & 0.013516 & 0.1317 & 0.447736 \tabularnewline
46 & 0.001038 & 0.0101 & 0.495974 \tabularnewline
47 & 0.06674 & 0.6505 & 0.258471 \tabularnewline
48 & -0.076204 & -0.7427 & 0.229734 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41236&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]0.340825[/C][C]3.3219[/C][C]0.000635[/C][/ROW]
[ROW][C]2[/C][C]-0.216401[/C][C]-2.1092[/C][C]0.018778[/C][/ROW]
[ROW][C]3[/C][C]0.072234[/C][C]0.7041[/C][C]0.241562[/C][/ROW]
[ROW][C]4[/C][C]-0.015465[/C][C]-0.1507[/C][C]0.440254[/C][/ROW]
[ROW][C]5[/C][C]-0.127485[/C][C]-1.2426[/C][C]0.108543[/C][/ROW]
[ROW][C]6[/C][C]-0.0306[/C][C]-0.2983[/C][C]0.383082[/C][/ROW]
[ROW][C]7[/C][C]-0.008068[/C][C]-0.0786[/C][C]0.468745[/C][/ROW]
[ROW][C]8[/C][C]0.271811[/C][C]2.6493[/C][C]0.004724[/C][/ROW]
[ROW][C]9[/C][C]-0.154824[/C][C]-1.509[/C][C]0.067304[/C][/ROW]
[ROW][C]10[/C][C]0.026707[/C][C]0.2603[/C][C]0.397593[/C][/ROW]
[ROW][C]11[/C][C]0.108176[/C][C]1.0544[/C][C]0.147195[/C][/ROW]
[ROW][C]12[/C][C]0.182701[/C][C]1.7808[/C][C]0.039075[/C][/ROW]
[ROW][C]13[/C][C]-0.190355[/C][C]-1.8554[/C][C]0.033323[/C][/ROW]
[ROW][C]14[/C][C]0.049885[/C][C]0.4862[/C][C]0.313965[/C][/ROW]
[ROW][C]15[/C][C]-0.120963[/C][C]-1.179[/C][C]0.120671[/C][/ROW]
[ROW][C]16[/C][C]-0.17777[/C][C]-1.7327[/C][C]0.043198[/C][/ROW]
[ROW][C]17[/C][C]0.125286[/C][C]1.2211[/C][C]0.112529[/C][/ROW]
[ROW][C]18[/C][C]-0.080918[/C][C]-0.7887[/C][C]0.216129[/C][/ROW]
[ROW][C]19[/C][C]0.139892[/C][C]1.3635[/C][C]0.087974[/C][/ROW]
[ROW][C]20[/C][C]-0.077627[/C][C]-0.7566[/C][C]0.225577[/C][/ROW]
[ROW][C]21[/C][C]-0.028949[/C][C]-0.2822[/C][C]0.389216[/C][/ROW]
[ROW][C]22[/C][C]0.00769[/C][C]0.075[/C][C]0.470206[/C][/ROW]
[ROW][C]23[/C][C]-0.078113[/C][C]-0.7614[/C][C]0.224165[/C][/ROW]
[ROW][C]24[/C][C]-0.050358[/C][C]-0.4908[/C][C]0.312338[/C][/ROW]
[ROW][C]25[/C][C]0.030287[/C][C]0.2952[/C][C]0.384244[/C][/ROW]
[ROW][C]26[/C][C]0.062241[/C][C]0.6066[/C][C]0.272766[/C][/ROW]
[ROW][C]27[/C][C]0.024273[/C][C]0.2366[/C][C]0.406743[/C][/ROW]
[ROW][C]28[/C][C]0.020558[/C][C]0.2004[/C][C]0.420808[/C][/ROW]
[ROW][C]29[/C][C]-0.015995[/C][C]-0.1559[/C][C]0.438223[/C][/ROW]
[ROW][C]30[/C][C]0.024732[/C][C]0.2411[/C][C]0.405016[/C][/ROW]
[ROW][C]31[/C][C]-0.013671[/C][C]-0.1332[/C][C]0.447141[/C][/ROW]
[ROW][C]32[/C][C]0.01068[/C][C]0.1041[/C][C]0.458656[/C][/ROW]
[ROW][C]33[/C][C]0.063799[/C][C]0.6218[/C][C]0.267771[/C][/ROW]
[ROW][C]34[/C][C]0.031368[/C][C]0.3057[/C][C]0.380238[/C][/ROW]
[ROW][C]35[/C][C]0.004674[/C][C]0.0456[/C][C]0.481879[/C][/ROW]
[ROW][C]36[/C][C]0.022851[/C][C]0.2227[/C][C]0.412114[/C][/ROW]
[ROW][C]37[/C][C]-0.026571[/C][C]-0.259[/C][C]0.398103[/C][/ROW]
[ROW][C]38[/C][C]0.013668[/C][C]0.1332[/C][C]0.447151[/C][/ROW]
[ROW][C]39[/C][C]-0.036598[/C][C]-0.3567[/C][C]0.361048[/C][/ROW]
[ROW][C]40[/C][C]-0.091479[/C][C]-0.8916[/C][C]0.187423[/C][/ROW]
[ROW][C]41[/C][C]-0.059959[/C][C]-0.5844[/C][C]0.280166[/C][/ROW]
[ROW][C]42[/C][C]-0.130752[/C][C]-1.2744[/C][C]0.102813[/C][/ROW]
[ROW][C]43[/C][C]-0.059549[/C][C]-0.5804[/C][C]0.281507[/C][/ROW]
[ROW][C]44[/C][C]0.004186[/C][C]0.0408[/C][C]0.483771[/C][/ROW]
[ROW][C]45[/C][C]0.013516[/C][C]0.1317[/C][C]0.447736[/C][/ROW]
[ROW][C]46[/C][C]0.001038[/C][C]0.0101[/C][C]0.495974[/C][/ROW]
[ROW][C]47[/C][C]0.06674[/C][C]0.6505[/C][C]0.258471[/C][/ROW]
[ROW][C]48[/C][C]-0.076204[/C][C]-0.7427[/C][C]0.229734[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41236&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41236&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	0.340825	3.3219	0.000635
2	-0.216401	-2.1092	0.018778
3	0.072234	0.7041	0.241562
4	-0.015465	-0.1507	0.440254
5	-0.127485	-1.2426	0.108543
6	-0.0306	-0.2983	0.383082
7	-0.008068	-0.0786	0.468745
8	0.271811	2.6493	0.004724
9	-0.154824	-1.509	0.067304
10	0.026707	0.2603	0.397593
11	0.108176	1.0544	0.147195
12	0.182701	1.7808	0.039075
13	-0.190355	-1.8554	0.033323
14	0.049885	0.4862	0.313965
15	-0.120963	-1.179	0.120671
16	-0.17777	-1.7327	0.043198
17	0.125286	1.2211	0.112529
18	-0.080918	-0.7887	0.216129
19	0.139892	1.3635	0.087974
20	-0.077627	-0.7566	0.225577
21	-0.028949	-0.2822	0.389216
22	0.00769	0.075	0.470206
23	-0.078113	-0.7614	0.224165
24	-0.050358	-0.4908	0.312338
25	0.030287	0.2952	0.384244
26	0.062241	0.6066	0.272766
27	0.024273	0.2366	0.406743
28	0.020558	0.2004	0.420808
29	-0.015995	-0.1559	0.438223
30	0.024732	0.2411	0.405016
31	-0.013671	-0.1332	0.447141
32	0.01068	0.1041	0.458656
33	0.063799	0.6218	0.267771
34	0.031368	0.3057	0.380238
35	0.004674	0.0456	0.481879
36	0.022851	0.2227	0.412114
37	-0.026571	-0.259	0.398103
38	0.013668	0.1332	0.447151
39	-0.036598	-0.3567	0.361048
40	-0.091479	-0.8916	0.187423
41	-0.059959	-0.5844	0.280166
42	-0.130752	-1.2744	0.102813
43	-0.059549	-0.5804	0.281507
44	0.004186	0.0408	0.483771
45	0.013516	0.1317	0.447736
46	0.001038	0.0101	0.495974
47	0.06674	0.6505	0.258471
48	-0.076204	-0.7427	0.229734

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