Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 02 Jun 2009 10:02:43 -0600

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Jun/02/t1243958582pt48c31cek0bh8k.htm/, Retrieved Fri, 10 May 2024 05:03:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=41297, Retrieved Fri, 10 May 2024 05:03:54 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

146

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

-     [(Partial) Autocorrelation Function] [Kempeneers Liesbe...] [2009-05-17 10:13:02] [e255d5a164a6c4031b5d890e3ed09f74]
-   PD    [(Partial) Autocorrelation Function] [] [2009-06-02 16:02:43] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=41297&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=41297&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41297&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	0.695553	5.902	0
2	0.493364	4.1863	4e-05
3	0.419773	3.5619	0.000329
4	0.358589	3.0427	0.001635
5	0.233806	1.9839	0.02554
6	0.141127	1.1975	0.117519
7	0.12927	1.0969	0.138172
8	0.056326	0.4779	0.31707
9	-0.019944	-0.1692	0.433044
10	-0.002941	-0.025	0.49008
11	0.018959	0.1609	0.436323
12	-0.020744	-0.176	0.430387
13	-0.072973	-0.6192	0.26887
14	-0.058723	-0.4983	0.309902
15	-0.127455	-1.0815	0.141544
16	-0.229117	-1.9441	0.027894
17	-0.239007	-2.028	0.023129
18	-0.145349	-1.2333	0.110733
19	-0.099645	-0.8455	0.200313
20	-0.096719	-0.8207	0.207267
21	-0.078639	-0.6673	0.253366
22	-0.029948	-0.2541	0.400064
23	-0.053362	-0.4528	0.326031
24	-0.062027	-0.5263	0.300142
25	-0.017097	-0.1451	0.442531
26	0.030724	0.2607	0.397533
27	-0.064687	-0.5489	0.292389
28	-0.120113	-1.0192	0.155761
29	-0.025806	-0.219	0.413645
30	-0.018946	-0.1608	0.436366
31	-0.009459	-0.0803	0.468127
32	0.018846	0.1599	0.436699
33	0.06818	0.5785	0.282356
34	0.056279	0.4775	0.317212
35	0.059397	0.504	0.307899
36	0.117142	0.994	0.16178
37	0.148305	1.2584	0.106155
38	0.152809	1.2966	0.09945
39	0.147914	1.2551	0.106753
40	0.153542	1.3028	0.098389
41	0.093092	0.7899	0.216087
42	0.028489	0.2417	0.404834
43	0.006924	0.0587	0.476657
44	0.00604	0.0513	0.479633
45	-0.004667	-0.0396	0.484261
46	-0.005317	-0.0451	0.482069
47	-0.021588	-0.1832	0.427586
48	-0.053501	-0.454	0.325607

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.695553 & 5.902 & 0 \tabularnewline
2 & 0.493364 & 4.1863 & 4e-05 \tabularnewline
3 & 0.419773 & 3.5619 & 0.000329 \tabularnewline
4 & 0.358589 & 3.0427 & 0.001635 \tabularnewline
5 & 0.233806 & 1.9839 & 0.02554 \tabularnewline
6 & 0.141127 & 1.1975 & 0.117519 \tabularnewline
7 & 0.12927 & 1.0969 & 0.138172 \tabularnewline
8 & 0.056326 & 0.4779 & 0.31707 \tabularnewline
9 & -0.019944 & -0.1692 & 0.433044 \tabularnewline
10 & -0.002941 & -0.025 & 0.49008 \tabularnewline
11 & 0.018959 & 0.1609 & 0.436323 \tabularnewline
12 & -0.020744 & -0.176 & 0.430387 \tabularnewline
13 & -0.072973 & -0.6192 & 0.26887 \tabularnewline
14 & -0.058723 & -0.4983 & 0.309902 \tabularnewline
15 & -0.127455 & -1.0815 & 0.141544 \tabularnewline
16 & -0.229117 & -1.9441 & 0.027894 \tabularnewline
17 & -0.239007 & -2.028 & 0.023129 \tabularnewline
18 & -0.145349 & -1.2333 & 0.110733 \tabularnewline
19 & -0.099645 & -0.8455 & 0.200313 \tabularnewline
20 & -0.096719 & -0.8207 & 0.207267 \tabularnewline
21 & -0.078639 & -0.6673 & 0.253366 \tabularnewline
22 & -0.029948 & -0.2541 & 0.400064 \tabularnewline
23 & -0.053362 & -0.4528 & 0.326031 \tabularnewline
24 & -0.062027 & -0.5263 & 0.300142 \tabularnewline
25 & -0.017097 & -0.1451 & 0.442531 \tabularnewline
26 & 0.030724 & 0.2607 & 0.397533 \tabularnewline
27 & -0.064687 & -0.5489 & 0.292389 \tabularnewline
28 & -0.120113 & -1.0192 & 0.155761 \tabularnewline
29 & -0.025806 & -0.219 & 0.413645 \tabularnewline
30 & -0.018946 & -0.1608 & 0.436366 \tabularnewline
31 & -0.009459 & -0.0803 & 0.468127 \tabularnewline
32 & 0.018846 & 0.1599 & 0.436699 \tabularnewline
33 & 0.06818 & 0.5785 & 0.282356 \tabularnewline
34 & 0.056279 & 0.4775 & 0.317212 \tabularnewline
35 & 0.059397 & 0.504 & 0.307899 \tabularnewline
36 & 0.117142 & 0.994 & 0.16178 \tabularnewline
37 & 0.148305 & 1.2584 & 0.106155 \tabularnewline
38 & 0.152809 & 1.2966 & 0.09945 \tabularnewline
39 & 0.147914 & 1.2551 & 0.106753 \tabularnewline
40 & 0.153542 & 1.3028 & 0.098389 \tabularnewline
41 & 0.093092 & 0.7899 & 0.216087 \tabularnewline
42 & 0.028489 & 0.2417 & 0.404834 \tabularnewline
43 & 0.006924 & 0.0587 & 0.476657 \tabularnewline
44 & 0.00604 & 0.0513 & 0.479633 \tabularnewline
45 & -0.004667 & -0.0396 & 0.484261 \tabularnewline
46 & -0.005317 & -0.0451 & 0.482069 \tabularnewline
47 & -0.021588 & -0.1832 & 0.427586 \tabularnewline
48 & -0.053501 & -0.454 & 0.325607 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41297&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]0.695553[/C][C]5.902[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.493364[/C][C]4.1863[/C][C]4e-05[/C][/ROW]
[ROW][C]3[/C][C]0.419773[/C][C]3.5619[/C][C]0.000329[/C][/ROW]
[ROW][C]4[/C][C]0.358589[/C][C]3.0427[/C][C]0.001635[/C][/ROW]
[ROW][C]5[/C][C]0.233806[/C][C]1.9839[/C][C]0.02554[/C][/ROW]
[ROW][C]6[/C][C]0.141127[/C][C]1.1975[/C][C]0.117519[/C][/ROW]
[ROW][C]7[/C][C]0.12927[/C][C]1.0969[/C][C]0.138172[/C][/ROW]
[ROW][C]8[/C][C]0.056326[/C][C]0.4779[/C][C]0.31707[/C][/ROW]
[ROW][C]9[/C][C]-0.019944[/C][C]-0.1692[/C][C]0.433044[/C][/ROW]
[ROW][C]10[/C][C]-0.002941[/C][C]-0.025[/C][C]0.49008[/C][/ROW]
[ROW][C]11[/C][C]0.018959[/C][C]0.1609[/C][C]0.436323[/C][/ROW]
[ROW][C]12[/C][C]-0.020744[/C][C]-0.176[/C][C]0.430387[/C][/ROW]
[ROW][C]13[/C][C]-0.072973[/C][C]-0.6192[/C][C]0.26887[/C][/ROW]
[ROW][C]14[/C][C]-0.058723[/C][C]-0.4983[/C][C]0.309902[/C][/ROW]
[ROW][C]15[/C][C]-0.127455[/C][C]-1.0815[/C][C]0.141544[/C][/ROW]
[ROW][C]16[/C][C]-0.229117[/C][C]-1.9441[/C][C]0.027894[/C][/ROW]
[ROW][C]17[/C][C]-0.239007[/C][C]-2.028[/C][C]0.023129[/C][/ROW]
[ROW][C]18[/C][C]-0.145349[/C][C]-1.2333[/C][C]0.110733[/C][/ROW]
[ROW][C]19[/C][C]-0.099645[/C][C]-0.8455[/C][C]0.200313[/C][/ROW]
[ROW][C]20[/C][C]-0.096719[/C][C]-0.8207[/C][C]0.207267[/C][/ROW]
[ROW][C]21[/C][C]-0.078639[/C][C]-0.6673[/C][C]0.253366[/C][/ROW]
[ROW][C]22[/C][C]-0.029948[/C][C]-0.2541[/C][C]0.400064[/C][/ROW]
[ROW][C]23[/C][C]-0.053362[/C][C]-0.4528[/C][C]0.326031[/C][/ROW]
[ROW][C]24[/C][C]-0.062027[/C][C]-0.5263[/C][C]0.300142[/C][/ROW]
[ROW][C]25[/C][C]-0.017097[/C][C]-0.1451[/C][C]0.442531[/C][/ROW]
[ROW][C]26[/C][C]0.030724[/C][C]0.2607[/C][C]0.397533[/C][/ROW]
[ROW][C]27[/C][C]-0.064687[/C][C]-0.5489[/C][C]0.292389[/C][/ROW]
[ROW][C]28[/C][C]-0.120113[/C][C]-1.0192[/C][C]0.155761[/C][/ROW]
[ROW][C]29[/C][C]-0.025806[/C][C]-0.219[/C][C]0.413645[/C][/ROW]
[ROW][C]30[/C][C]-0.018946[/C][C]-0.1608[/C][C]0.436366[/C][/ROW]
[ROW][C]31[/C][C]-0.009459[/C][C]-0.0803[/C][C]0.468127[/C][/ROW]
[ROW][C]32[/C][C]0.018846[/C][C]0.1599[/C][C]0.436699[/C][/ROW]
[ROW][C]33[/C][C]0.06818[/C][C]0.5785[/C][C]0.282356[/C][/ROW]
[ROW][C]34[/C][C]0.056279[/C][C]0.4775[/C][C]0.317212[/C][/ROW]
[ROW][C]35[/C][C]0.059397[/C][C]0.504[/C][C]0.307899[/C][/ROW]
[ROW][C]36[/C][C]0.117142[/C][C]0.994[/C][C]0.16178[/C][/ROW]
[ROW][C]37[/C][C]0.148305[/C][C]1.2584[/C][C]0.106155[/C][/ROW]
[ROW][C]38[/C][C]0.152809[/C][C]1.2966[/C][C]0.09945[/C][/ROW]
[ROW][C]39[/C][C]0.147914[/C][C]1.2551[/C][C]0.106753[/C][/ROW]
[ROW][C]40[/C][C]0.153542[/C][C]1.3028[/C][C]0.098389[/C][/ROW]
[ROW][C]41[/C][C]0.093092[/C][C]0.7899[/C][C]0.216087[/C][/ROW]
[ROW][C]42[/C][C]0.028489[/C][C]0.2417[/C][C]0.404834[/C][/ROW]
[ROW][C]43[/C][C]0.006924[/C][C]0.0587[/C][C]0.476657[/C][/ROW]
[ROW][C]44[/C][C]0.00604[/C][C]0.0513[/C][C]0.479633[/C][/ROW]
[ROW][C]45[/C][C]-0.004667[/C][C]-0.0396[/C][C]0.484261[/C][/ROW]
[ROW][C]46[/C][C]-0.005317[/C][C]-0.0451[/C][C]0.482069[/C][/ROW]
[ROW][C]47[/C][C]-0.021588[/C][C]-0.1832[/C][C]0.427586[/C][/ROW]
[ROW][C]48[/C][C]-0.053501[/C][C]-0.454[/C][C]0.325607[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41297&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41297&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	0.695553	5.902	0
2	0.493364	4.1863	4e-05
3	0.419773	3.5619	0.000329
4	0.358589	3.0427	0.001635
5	0.233806	1.9839	0.02554
6	0.141127	1.1975	0.117519
7	0.12927	1.0969	0.138172
8	0.056326	0.4779	0.31707
9	-0.019944	-0.1692	0.433044
10	-0.002941	-0.025	0.49008
11	0.018959	0.1609	0.436323
12	-0.020744	-0.176	0.430387
13	-0.072973	-0.6192	0.26887
14	-0.058723	-0.4983	0.309902
15	-0.127455	-1.0815	0.141544
16	-0.229117	-1.9441	0.027894
17	-0.239007	-2.028	0.023129
18	-0.145349	-1.2333	0.110733
19	-0.099645	-0.8455	0.200313
20	-0.096719	-0.8207	0.207267
21	-0.078639	-0.6673	0.253366
22	-0.029948	-0.2541	0.400064
23	-0.053362	-0.4528	0.326031
24	-0.062027	-0.5263	0.300142
25	-0.017097	-0.1451	0.442531
26	0.030724	0.2607	0.397533
27	-0.064687	-0.5489	0.292389
28	-0.120113	-1.0192	0.155761
29	-0.025806	-0.219	0.413645
30	-0.018946	-0.1608	0.436366
31	-0.009459	-0.0803	0.468127
32	0.018846	0.1599	0.436699
33	0.06818	0.5785	0.282356
34	0.056279	0.4775	0.317212
35	0.059397	0.504	0.307899
36	0.117142	0.994	0.16178
37	0.148305	1.2584	0.106155
38	0.152809	1.2966	0.09945
39	0.147914	1.2551	0.106753
40	0.153542	1.3028	0.098389
41	0.093092	0.7899	0.216087
42	0.028489	0.2417	0.404834
43	0.006924	0.0587	0.476657
44	0.00604	0.0513	0.479633
45	-0.004667	-0.0396	0.484261
46	-0.005317	-0.0451	0.482069
47	-0.021588	-0.1832	0.427586
48	-0.053501	-0.454	0.325607

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.695553	5.902	0
2	0.018539	0.1573	0.437721
3	0.135805	1.1523	0.126495
4	0.030043	0.2549	0.399753
5	-0.111134	-0.943	0.174416
6	-0.032383	-0.2748	0.392138
7	0.060734	0.5153	0.303944
8	-0.107106	-0.9088	0.183237
9	-0.042466	-0.3603	0.359825
10	0.088275	0.749	0.228137
11	0.012024	0.102	0.459511
12	-0.05186	-0.44	0.33061
13	-0.055109	-0.4676	0.320735
14	0.012858	0.1091	0.45671
15	-0.171132	-1.4521	0.075409
16	-0.122395	-1.0386	0.151243
17	0.011559	0.0981	0.46107
18	0.137065	1.163	0.124328
19	0.058939	0.5001	0.309261
20	0.02494	0.2116	0.416501
21	-0.041537	-0.3525	0.362764
22	0.012432	0.1055	0.45814
23	-0.090124	-0.7647	0.223467
24	-0.024845	-0.2108	0.416813
25	0.030293	0.257	0.398937
26	0.082537	0.7003	0.242984
27	-0.156942	-1.3317	0.09358
28	-0.044478	-0.3774	0.353491
29	0.164348	1.3945	0.083721
30	-0.077663	-0.659	0.256001
31	0.063762	0.541	0.295076
32	-0.026886	-0.2281	0.410095
33	-0.006741	-0.0572	0.477274
34	0.006419	0.0545	0.478357
35	0.113534	0.9634	0.169294
36	0.035507	0.3013	0.382032
37	0.048533	0.4118	0.340848
38	0.067709	0.5745	0.2837
39	-0.027631	-0.2345	0.40765
40	-0.060286	-0.5115	0.305268
41	-0.07007	-0.5946	0.276998
42	-0.020449	-0.1735	0.431366
43	-0.086593	-0.7348	0.232433
44	-0.008628	-0.0732	0.470921
45	0.054508	0.4625	0.322552
46	0.10126	0.8592	0.196537
47	-0.043966	-0.3731	0.355099
48	-0.056526	-0.4796	0.316468

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.695553 & 5.902 & 0 \tabularnewline
2 & 0.018539 & 0.1573 & 0.437721 \tabularnewline
3 & 0.135805 & 1.1523 & 0.126495 \tabularnewline
4 & 0.030043 & 0.2549 & 0.399753 \tabularnewline
5 & -0.111134 & -0.943 & 0.174416 \tabularnewline
6 & -0.032383 & -0.2748 & 0.392138 \tabularnewline
7 & 0.060734 & 0.5153 & 0.303944 \tabularnewline
8 & -0.107106 & -0.9088 & 0.183237 \tabularnewline
9 & -0.042466 & -0.3603 & 0.359825 \tabularnewline
10 & 0.088275 & 0.749 & 0.228137 \tabularnewline
11 & 0.012024 & 0.102 & 0.459511 \tabularnewline
12 & -0.05186 & -0.44 & 0.33061 \tabularnewline
13 & -0.055109 & -0.4676 & 0.320735 \tabularnewline
14 & 0.012858 & 0.1091 & 0.45671 \tabularnewline
15 & -0.171132 & -1.4521 & 0.075409 \tabularnewline
16 & -0.122395 & -1.0386 & 0.151243 \tabularnewline
17 & 0.011559 & 0.0981 & 0.46107 \tabularnewline
18 & 0.137065 & 1.163 & 0.124328 \tabularnewline
19 & 0.058939 & 0.5001 & 0.309261 \tabularnewline
20 & 0.02494 & 0.2116 & 0.416501 \tabularnewline
21 & -0.041537 & -0.3525 & 0.362764 \tabularnewline
22 & 0.012432 & 0.1055 & 0.45814 \tabularnewline
23 & -0.090124 & -0.7647 & 0.223467 \tabularnewline
24 & -0.024845 & -0.2108 & 0.416813 \tabularnewline
25 & 0.030293 & 0.257 & 0.398937 \tabularnewline
26 & 0.082537 & 0.7003 & 0.242984 \tabularnewline
27 & -0.156942 & -1.3317 & 0.09358 \tabularnewline
28 & -0.044478 & -0.3774 & 0.353491 \tabularnewline
29 & 0.164348 & 1.3945 & 0.083721 \tabularnewline
30 & -0.077663 & -0.659 & 0.256001 \tabularnewline
31 & 0.063762 & 0.541 & 0.295076 \tabularnewline
32 & -0.026886 & -0.2281 & 0.410095 \tabularnewline
33 & -0.006741 & -0.0572 & 0.477274 \tabularnewline
34 & 0.006419 & 0.0545 & 0.478357 \tabularnewline
35 & 0.113534 & 0.9634 & 0.169294 \tabularnewline
36 & 0.035507 & 0.3013 & 0.382032 \tabularnewline
37 & 0.048533 & 0.4118 & 0.340848 \tabularnewline
38 & 0.067709 & 0.5745 & 0.2837 \tabularnewline
39 & -0.027631 & -0.2345 & 0.40765 \tabularnewline
40 & -0.060286 & -0.5115 & 0.305268 \tabularnewline
41 & -0.07007 & -0.5946 & 0.276998 \tabularnewline
42 & -0.020449 & -0.1735 & 0.431366 \tabularnewline
43 & -0.086593 & -0.7348 & 0.232433 \tabularnewline
44 & -0.008628 & -0.0732 & 0.470921 \tabularnewline
45 & 0.054508 & 0.4625 & 0.322552 \tabularnewline
46 & 0.10126 & 0.8592 & 0.196537 \tabularnewline
47 & -0.043966 & -0.3731 & 0.355099 \tabularnewline
48 & -0.056526 & -0.4796 & 0.316468 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41297&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]0.695553[/C][C]5.902[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.018539[/C][C]0.1573[/C][C]0.437721[/C][/ROW]
[ROW][C]3[/C][C]0.135805[/C][C]1.1523[/C][C]0.126495[/C][/ROW]
[ROW][C]4[/C][C]0.030043[/C][C]0.2549[/C][C]0.399753[/C][/ROW]
[ROW][C]5[/C][C]-0.111134[/C][C]-0.943[/C][C]0.174416[/C][/ROW]
[ROW][C]6[/C][C]-0.032383[/C][C]-0.2748[/C][C]0.392138[/C][/ROW]
[ROW][C]7[/C][C]0.060734[/C][C]0.5153[/C][C]0.303944[/C][/ROW]
[ROW][C]8[/C][C]-0.107106[/C][C]-0.9088[/C][C]0.183237[/C][/ROW]
[ROW][C]9[/C][C]-0.042466[/C][C]-0.3603[/C][C]0.359825[/C][/ROW]
[ROW][C]10[/C][C]0.088275[/C][C]0.749[/C][C]0.228137[/C][/ROW]
[ROW][C]11[/C][C]0.012024[/C][C]0.102[/C][C]0.459511[/C][/ROW]
[ROW][C]12[/C][C]-0.05186[/C][C]-0.44[/C][C]0.33061[/C][/ROW]
[ROW][C]13[/C][C]-0.055109[/C][C]-0.4676[/C][C]0.320735[/C][/ROW]
[ROW][C]14[/C][C]0.012858[/C][C]0.1091[/C][C]0.45671[/C][/ROW]
[ROW][C]15[/C][C]-0.171132[/C][C]-1.4521[/C][C]0.075409[/C][/ROW]
[ROW][C]16[/C][C]-0.122395[/C][C]-1.0386[/C][C]0.151243[/C][/ROW]
[ROW][C]17[/C][C]0.011559[/C][C]0.0981[/C][C]0.46107[/C][/ROW]
[ROW][C]18[/C][C]0.137065[/C][C]1.163[/C][C]0.124328[/C][/ROW]
[ROW][C]19[/C][C]0.058939[/C][C]0.5001[/C][C]0.309261[/C][/ROW]
[ROW][C]20[/C][C]0.02494[/C][C]0.2116[/C][C]0.416501[/C][/ROW]
[ROW][C]21[/C][C]-0.041537[/C][C]-0.3525[/C][C]0.362764[/C][/ROW]
[ROW][C]22[/C][C]0.012432[/C][C]0.1055[/C][C]0.45814[/C][/ROW]
[ROW][C]23[/C][C]-0.090124[/C][C]-0.7647[/C][C]0.223467[/C][/ROW]
[ROW][C]24[/C][C]-0.024845[/C][C]-0.2108[/C][C]0.416813[/C][/ROW]
[ROW][C]25[/C][C]0.030293[/C][C]0.257[/C][C]0.398937[/C][/ROW]
[ROW][C]26[/C][C]0.082537[/C][C]0.7003[/C][C]0.242984[/C][/ROW]
[ROW][C]27[/C][C]-0.156942[/C][C]-1.3317[/C][C]0.09358[/C][/ROW]
[ROW][C]28[/C][C]-0.044478[/C][C]-0.3774[/C][C]0.353491[/C][/ROW]
[ROW][C]29[/C][C]0.164348[/C][C]1.3945[/C][C]0.083721[/C][/ROW]
[ROW][C]30[/C][C]-0.077663[/C][C]-0.659[/C][C]0.256001[/C][/ROW]
[ROW][C]31[/C][C]0.063762[/C][C]0.541[/C][C]0.295076[/C][/ROW]
[ROW][C]32[/C][C]-0.026886[/C][C]-0.2281[/C][C]0.410095[/C][/ROW]
[ROW][C]33[/C][C]-0.006741[/C][C]-0.0572[/C][C]0.477274[/C][/ROW]
[ROW][C]34[/C][C]0.006419[/C][C]0.0545[/C][C]0.478357[/C][/ROW]
[ROW][C]35[/C][C]0.113534[/C][C]0.9634[/C][C]0.169294[/C][/ROW]
[ROW][C]36[/C][C]0.035507[/C][C]0.3013[/C][C]0.382032[/C][/ROW]
[ROW][C]37[/C][C]0.048533[/C][C]0.4118[/C][C]0.340848[/C][/ROW]
[ROW][C]38[/C][C]0.067709[/C][C]0.5745[/C][C]0.2837[/C][/ROW]
[ROW][C]39[/C][C]-0.027631[/C][C]-0.2345[/C][C]0.40765[/C][/ROW]
[ROW][C]40[/C][C]-0.060286[/C][C]-0.5115[/C][C]0.305268[/C][/ROW]
[ROW][C]41[/C][C]-0.07007[/C][C]-0.5946[/C][C]0.276998[/C][/ROW]
[ROW][C]42[/C][C]-0.020449[/C][C]-0.1735[/C][C]0.431366[/C][/ROW]
[ROW][C]43[/C][C]-0.086593[/C][C]-0.7348[/C][C]0.232433[/C][/ROW]
[ROW][C]44[/C][C]-0.008628[/C][C]-0.0732[/C][C]0.470921[/C][/ROW]
[ROW][C]45[/C][C]0.054508[/C][C]0.4625[/C][C]0.322552[/C][/ROW]
[ROW][C]46[/C][C]0.10126[/C][C]0.8592[/C][C]0.196537[/C][/ROW]
[ROW][C]47[/C][C]-0.043966[/C][C]-0.3731[/C][C]0.355099[/C][/ROW]
[ROW][C]48[/C][C]-0.056526[/C][C]-0.4796[/C][C]0.316468[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41297&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41297&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	0.695553	5.902	0
2	0.018539	0.1573	0.437721
3	0.135805	1.1523	0.126495
4	0.030043	0.2549	0.399753
5	-0.111134	-0.943	0.174416
6	-0.032383	-0.2748	0.392138
7	0.060734	0.5153	0.303944
8	-0.107106	-0.9088	0.183237
9	-0.042466	-0.3603	0.359825
10	0.088275	0.749	0.228137
11	0.012024	0.102	0.459511
12	-0.05186	-0.44	0.33061
13	-0.055109	-0.4676	0.320735
14	0.012858	0.1091	0.45671
15	-0.171132	-1.4521	0.075409
16	-0.122395	-1.0386	0.151243
17	0.011559	0.0981	0.46107
18	0.137065	1.163	0.124328
19	0.058939	0.5001	0.309261
20	0.02494	0.2116	0.416501
21	-0.041537	-0.3525	0.362764
22	0.012432	0.1055	0.45814
23	-0.090124	-0.7647	0.223467
24	-0.024845	-0.2108	0.416813
25	0.030293	0.257	0.398937
26	0.082537	0.7003	0.242984
27	-0.156942	-1.3317	0.09358
28	-0.044478	-0.3774	0.353491
29	0.164348	1.3945	0.083721
30	-0.077663	-0.659	0.256001
31	0.063762	0.541	0.295076
32	-0.026886	-0.2281	0.410095
33	-0.006741	-0.0572	0.477274
34	0.006419	0.0545	0.478357
35	0.113534	0.9634	0.169294
36	0.035507	0.3013	0.382032
37	0.048533	0.4118	0.340848
38	0.067709	0.5745	0.2837
39	-0.027631	-0.2345	0.40765
40	-0.060286	-0.5115	0.305268
41	-0.07007	-0.5946	0.276998
42	-0.020449	-0.1735	0.431366
43	-0.086593	-0.7348	0.232433
44	-0.008628	-0.0732	0.470921
45	0.054508	0.4625	0.322552
46	0.10126	0.8592	0.196537
47	-0.043966	-0.3731	0.355099
48	-0.056526	-0.4796	0.316468

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 = 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