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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 04 Jun 2009 06:54:03 -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/04/t1244120185alqyq1fvx98dabn.htm/, Retrieved Tue, 14 May 2024 06:46:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=41642, Retrieved Tue, 14 May 2024 06:46:21 +0000

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Estimated Impact

103

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-       [(Partial) Autocorrelation Function] [autocorrelation p...] [2009-06-04 12:54:03] [9364ba89745f85ae1a87c1bb903f3881] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41642&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41642&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41642&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.958151	8.1302	0
2	0.884431	7.5046	0
3	0.790831	6.7104	0
4	0.697486	5.9184	0
5	0.610814	5.1829	1e-06
6	0.544018	4.6161	8e-06
7	0.490082	4.1585	4.4e-05
8	0.43963	3.7304	0.000189
9	0.387263	3.286	0.000786
10	0.342494	2.9062	0.002429
11	0.297458	2.524	0.006904
12	0.253896	2.1544	0.017279
13	0.215935	1.8323	0.035523
14	0.188147	1.5965	0.057381
15	0.163279	1.3855	0.085094
16	0.136936	1.1619	0.124549
17	0.117439	0.9965	0.161172
18	0.104601	0.8876	0.188865
19	0.097699	0.829	0.20492
20	0.095629	0.8114	0.209895
21	0.097663	0.8287	0.205007
22	0.100356	0.8515	0.198644
23	0.095737	0.8124	0.209633
24	0.08171	0.6933	0.245165
25	0.067088	0.5693	0.285476
26	0.042253	0.3585	0.360498
27	0.013871	0.1177	0.453316
28	-0.015299	-0.1298	0.448538
29	-0.040702	-0.3454	0.365412
30	-0.059663	-0.5063	0.307111
31	-0.075513	-0.6407	0.261861
32	-0.084236	-0.7148	0.238531
33	-0.091781	-0.7788	0.219328
34	-0.103583	-0.8789	0.191181
35	-0.118626	-1.0066	0.158756
36	-0.136584	-1.159	0.125152
37	-0.155235	-1.3172	0.095972
38	-0.178033	-1.5107	0.067625
39	-0.197856	-1.6789	0.048757
40	-0.210311	-1.7845	0.039274
41	-0.220296	-1.8693	0.032826
42	-0.229546	-1.9478	0.027671
43	-0.235854	-2.0013	0.024565
44	-0.240319	-2.0392	0.022552
45	-0.248452	-2.1082	0.019248
46	-0.259948	-2.2057	0.015298
47	-0.27494	-2.3329	0.011224
48	-0.290844	-2.4679	0.007984

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958151 & 8.1302 & 0 \tabularnewline
2 & 0.884431 & 7.5046 & 0 \tabularnewline
3 & 0.790831 & 6.7104 & 0 \tabularnewline
4 & 0.697486 & 5.9184 & 0 \tabularnewline
5 & 0.610814 & 5.1829 & 1e-06 \tabularnewline
6 & 0.544018 & 4.6161 & 8e-06 \tabularnewline
7 & 0.490082 & 4.1585 & 4.4e-05 \tabularnewline
8 & 0.43963 & 3.7304 & 0.000189 \tabularnewline
9 & 0.387263 & 3.286 & 0.000786 \tabularnewline
10 & 0.342494 & 2.9062 & 0.002429 \tabularnewline
11 & 0.297458 & 2.524 & 0.006904 \tabularnewline
12 & 0.253896 & 2.1544 & 0.017279 \tabularnewline
13 & 0.215935 & 1.8323 & 0.035523 \tabularnewline
14 & 0.188147 & 1.5965 & 0.057381 \tabularnewline
15 & 0.163279 & 1.3855 & 0.085094 \tabularnewline
16 & 0.136936 & 1.1619 & 0.124549 \tabularnewline
17 & 0.117439 & 0.9965 & 0.161172 \tabularnewline
18 & 0.104601 & 0.8876 & 0.188865 \tabularnewline
19 & 0.097699 & 0.829 & 0.20492 \tabularnewline
20 & 0.095629 & 0.8114 & 0.209895 \tabularnewline
21 & 0.097663 & 0.8287 & 0.205007 \tabularnewline
22 & 0.100356 & 0.8515 & 0.198644 \tabularnewline
23 & 0.095737 & 0.8124 & 0.209633 \tabularnewline
24 & 0.08171 & 0.6933 & 0.245165 \tabularnewline
25 & 0.067088 & 0.5693 & 0.285476 \tabularnewline
26 & 0.042253 & 0.3585 & 0.360498 \tabularnewline
27 & 0.013871 & 0.1177 & 0.453316 \tabularnewline
28 & -0.015299 & -0.1298 & 0.448538 \tabularnewline
29 & -0.040702 & -0.3454 & 0.365412 \tabularnewline
30 & -0.059663 & -0.5063 & 0.307111 \tabularnewline
31 & -0.075513 & -0.6407 & 0.261861 \tabularnewline
32 & -0.084236 & -0.7148 & 0.238531 \tabularnewline
33 & -0.091781 & -0.7788 & 0.219328 \tabularnewline
34 & -0.103583 & -0.8789 & 0.191181 \tabularnewline
35 & -0.118626 & -1.0066 & 0.158756 \tabularnewline
36 & -0.136584 & -1.159 & 0.125152 \tabularnewline
37 & -0.155235 & -1.3172 & 0.095972 \tabularnewline
38 & -0.178033 & -1.5107 & 0.067625 \tabularnewline
39 & -0.197856 & -1.6789 & 0.048757 \tabularnewline
40 & -0.210311 & -1.7845 & 0.039274 \tabularnewline
41 & -0.220296 & -1.8693 & 0.032826 \tabularnewline
42 & -0.229546 & -1.9478 & 0.027671 \tabularnewline
43 & -0.235854 & -2.0013 & 0.024565 \tabularnewline
44 & -0.240319 & -2.0392 & 0.022552 \tabularnewline
45 & -0.248452 & -2.1082 & 0.019248 \tabularnewline
46 & -0.259948 & -2.2057 & 0.015298 \tabularnewline
47 & -0.27494 & -2.3329 & 0.011224 \tabularnewline
48 & -0.290844 & -2.4679 & 0.007984 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41642&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]0.958151[/C][C]8.1302[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.884431[/C][C]7.5046[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.790831[/C][C]6.7104[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.697486[/C][C]5.9184[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.610814[/C][C]5.1829[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.544018[/C][C]4.6161[/C][C]8e-06[/C][/ROW]
[ROW][C]7[/C][C]0.490082[/C][C]4.1585[/C][C]4.4e-05[/C][/ROW]
[ROW][C]8[/C][C]0.43963[/C][C]3.7304[/C][C]0.000189[/C][/ROW]
[ROW][C]9[/C][C]0.387263[/C][C]3.286[/C][C]0.000786[/C][/ROW]
[ROW][C]10[/C][C]0.342494[/C][C]2.9062[/C][C]0.002429[/C][/ROW]
[ROW][C]11[/C][C]0.297458[/C][C]2.524[/C][C]0.006904[/C][/ROW]
[ROW][C]12[/C][C]0.253896[/C][C]2.1544[/C][C]0.017279[/C][/ROW]
[ROW][C]13[/C][C]0.215935[/C][C]1.8323[/C][C]0.035523[/C][/ROW]
[ROW][C]14[/C][C]0.188147[/C][C]1.5965[/C][C]0.057381[/C][/ROW]
[ROW][C]15[/C][C]0.163279[/C][C]1.3855[/C][C]0.085094[/C][/ROW]
[ROW][C]16[/C][C]0.136936[/C][C]1.1619[/C][C]0.124549[/C][/ROW]
[ROW][C]17[/C][C]0.117439[/C][C]0.9965[/C][C]0.161172[/C][/ROW]
[ROW][C]18[/C][C]0.104601[/C][C]0.8876[/C][C]0.188865[/C][/ROW]
[ROW][C]19[/C][C]0.097699[/C][C]0.829[/C][C]0.20492[/C][/ROW]
[ROW][C]20[/C][C]0.095629[/C][C]0.8114[/C][C]0.209895[/C][/ROW]
[ROW][C]21[/C][C]0.097663[/C][C]0.8287[/C][C]0.205007[/C][/ROW]
[ROW][C]22[/C][C]0.100356[/C][C]0.8515[/C][C]0.198644[/C][/ROW]
[ROW][C]23[/C][C]0.095737[/C][C]0.8124[/C][C]0.209633[/C][/ROW]
[ROW][C]24[/C][C]0.08171[/C][C]0.6933[/C][C]0.245165[/C][/ROW]
[ROW][C]25[/C][C]0.067088[/C][C]0.5693[/C][C]0.285476[/C][/ROW]
[ROW][C]26[/C][C]0.042253[/C][C]0.3585[/C][C]0.360498[/C][/ROW]
[ROW][C]27[/C][C]0.013871[/C][C]0.1177[/C][C]0.453316[/C][/ROW]
[ROW][C]28[/C][C]-0.015299[/C][C]-0.1298[/C][C]0.448538[/C][/ROW]
[ROW][C]29[/C][C]-0.040702[/C][C]-0.3454[/C][C]0.365412[/C][/ROW]
[ROW][C]30[/C][C]-0.059663[/C][C]-0.5063[/C][C]0.307111[/C][/ROW]
[ROW][C]31[/C][C]-0.075513[/C][C]-0.6407[/C][C]0.261861[/C][/ROW]
[ROW][C]32[/C][C]-0.084236[/C][C]-0.7148[/C][C]0.238531[/C][/ROW]
[ROW][C]33[/C][C]-0.091781[/C][C]-0.7788[/C][C]0.219328[/C][/ROW]
[ROW][C]34[/C][C]-0.103583[/C][C]-0.8789[/C][C]0.191181[/C][/ROW]
[ROW][C]35[/C][C]-0.118626[/C][C]-1.0066[/C][C]0.158756[/C][/ROW]
[ROW][C]36[/C][C]-0.136584[/C][C]-1.159[/C][C]0.125152[/C][/ROW]
[ROW][C]37[/C][C]-0.155235[/C][C]-1.3172[/C][C]0.095972[/C][/ROW]
[ROW][C]38[/C][C]-0.178033[/C][C]-1.5107[/C][C]0.067625[/C][/ROW]
[ROW][C]39[/C][C]-0.197856[/C][C]-1.6789[/C][C]0.048757[/C][/ROW]
[ROW][C]40[/C][C]-0.210311[/C][C]-1.7845[/C][C]0.039274[/C][/ROW]
[ROW][C]41[/C][C]-0.220296[/C][C]-1.8693[/C][C]0.032826[/C][/ROW]
[ROW][C]42[/C][C]-0.229546[/C][C]-1.9478[/C][C]0.027671[/C][/ROW]
[ROW][C]43[/C][C]-0.235854[/C][C]-2.0013[/C][C]0.024565[/C][/ROW]
[ROW][C]44[/C][C]-0.240319[/C][C]-2.0392[/C][C]0.022552[/C][/ROW]
[ROW][C]45[/C][C]-0.248452[/C][C]-2.1082[/C][C]0.019248[/C][/ROW]
[ROW][C]46[/C][C]-0.259948[/C][C]-2.2057[/C][C]0.015298[/C][/ROW]
[ROW][C]47[/C][C]-0.27494[/C][C]-2.3329[/C][C]0.011224[/C][/ROW]
[ROW][C]48[/C][C]-0.290844[/C][C]-2.4679[/C][C]0.007984[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41642&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41642&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	0.958151	8.1302	0
2	0.884431	7.5046	0
3	0.790831	6.7104	0
4	0.697486	5.9184	0
5	0.610814	5.1829	1e-06
6	0.544018	4.6161	8e-06
7	0.490082	4.1585	4.4e-05
8	0.43963	3.7304	0.000189
9	0.387263	3.286	0.000786
10	0.342494	2.9062	0.002429
11	0.297458	2.524	0.006904
12	0.253896	2.1544	0.017279
13	0.215935	1.8323	0.035523
14	0.188147	1.5965	0.057381
15	0.163279	1.3855	0.085094
16	0.136936	1.1619	0.124549
17	0.117439	0.9965	0.161172
18	0.104601	0.8876	0.188865
19	0.097699	0.829	0.20492
20	0.095629	0.8114	0.209895
21	0.097663	0.8287	0.205007
22	0.100356	0.8515	0.198644
23	0.095737	0.8124	0.209633
24	0.08171	0.6933	0.245165
25	0.067088	0.5693	0.285476
26	0.042253	0.3585	0.360498
27	0.013871	0.1177	0.453316
28	-0.015299	-0.1298	0.448538
29	-0.040702	-0.3454	0.365412
30	-0.059663	-0.5063	0.307111
31	-0.075513	-0.6407	0.261861
32	-0.084236	-0.7148	0.238531
33	-0.091781	-0.7788	0.219328
34	-0.103583	-0.8789	0.191181
35	-0.118626	-1.0066	0.158756
36	-0.136584	-1.159	0.125152
37	-0.155235	-1.3172	0.095972
38	-0.178033	-1.5107	0.067625
39	-0.197856	-1.6789	0.048757
40	-0.210311	-1.7845	0.039274
41	-0.220296	-1.8693	0.032826
42	-0.229546	-1.9478	0.027671
43	-0.235854	-2.0013	0.024565
44	-0.240319	-2.0392	0.022552
45	-0.248452	-2.1082	0.019248
46	-0.259948	-2.2057	0.015298
47	-0.27494	-2.3329	0.011224
48	-0.290844	-2.4679	0.007984

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.958151	8.1302	0
2	-0.410311	-3.4816	0.000426
3	-0.163649	-1.3886	0.084616
4	0.091309	0.7748	0.220504
5	0.024552	0.2083	0.417781
6	0.147741	1.2536	0.107018
7	-0.04535	-0.3848	0.350757
8	-0.137063	-1.163	0.124332
9	-0.055543	-0.4713	0.319426
10	0.149055	1.2648	0.105015
11	-0.064793	-0.5498	0.292083
12	-0.044389	-0.3767	0.353769
13	0.038518	0.3268	0.372369
14	0.044915	0.3811	0.35212
15	-0.040707	-0.3454	0.365395
16	-0.08311	-0.7052	0.241477
17	0.105408	0.8944	0.18704
18	0.048114	0.4083	0.342147
19	0.039936	0.3389	0.367848
20	-0.023394	-0.1985	0.421606
21	-0.041352	-0.3509	0.36335
22	0.021762	0.1847	0.427007
23	-0.050127	-0.4253	0.335927
24	-0.084408	-0.7162	0.238085
25	0.067806	0.5754	0.283423
26	-0.13169	-1.1174	0.133764
27	-0.005596	-0.0475	0.48113
28	-0.000984	-0.0083	0.496681
29	-0.026318	-0.2233	0.41196
30	0.092807	0.7875	0.216788
31	-0.052877	-0.4487	0.327507
32	0.009092	0.0771	0.469361
33	-0.053	-0.4497	0.327132
34	-0.047599	-0.4039	0.343745
35	-0.006108	-0.0518	0.479404
36	-0.032752	-0.2779	0.390937
37	-0.001984	-0.0168	0.493307
38	-0.08017	-0.6803	0.24926
39	0.019233	0.1632	0.435411
40	0.032561	0.2763	0.391559
41	-0.048497	-0.4115	0.34096
42	-0.066477	-0.5641	0.287227
43	0.02479	0.2103	0.416995
44	-0.009701	-0.0823	0.467312
45	-0.08733	-0.741	0.230546
46	-0.015235	-0.1293	0.448752
47	-0.107837	-0.915	0.181615
48	0.044186	0.3749	0.354406

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958151 & 8.1302 & 0 \tabularnewline
2 & -0.410311 & -3.4816 & 0.000426 \tabularnewline
3 & -0.163649 & -1.3886 & 0.084616 \tabularnewline
4 & 0.091309 & 0.7748 & 0.220504 \tabularnewline
5 & 0.024552 & 0.2083 & 0.417781 \tabularnewline
6 & 0.147741 & 1.2536 & 0.107018 \tabularnewline
7 & -0.04535 & -0.3848 & 0.350757 \tabularnewline
8 & -0.137063 & -1.163 & 0.124332 \tabularnewline
9 & -0.055543 & -0.4713 & 0.319426 \tabularnewline
10 & 0.149055 & 1.2648 & 0.105015 \tabularnewline
11 & -0.064793 & -0.5498 & 0.292083 \tabularnewline
12 & -0.044389 & -0.3767 & 0.353769 \tabularnewline
13 & 0.038518 & 0.3268 & 0.372369 \tabularnewline
14 & 0.044915 & 0.3811 & 0.35212 \tabularnewline
15 & -0.040707 & -0.3454 & 0.365395 \tabularnewline
16 & -0.08311 & -0.7052 & 0.241477 \tabularnewline
17 & 0.105408 & 0.8944 & 0.18704 \tabularnewline
18 & 0.048114 & 0.4083 & 0.342147 \tabularnewline
19 & 0.039936 & 0.3389 & 0.367848 \tabularnewline
20 & -0.023394 & -0.1985 & 0.421606 \tabularnewline
21 & -0.041352 & -0.3509 & 0.36335 \tabularnewline
22 & 0.021762 & 0.1847 & 0.427007 \tabularnewline
23 & -0.050127 & -0.4253 & 0.335927 \tabularnewline
24 & -0.084408 & -0.7162 & 0.238085 \tabularnewline
25 & 0.067806 & 0.5754 & 0.283423 \tabularnewline
26 & -0.13169 & -1.1174 & 0.133764 \tabularnewline
27 & -0.005596 & -0.0475 & 0.48113 \tabularnewline
28 & -0.000984 & -0.0083 & 0.496681 \tabularnewline
29 & -0.026318 & -0.2233 & 0.41196 \tabularnewline
30 & 0.092807 & 0.7875 & 0.216788 \tabularnewline
31 & -0.052877 & -0.4487 & 0.327507 \tabularnewline
32 & 0.009092 & 0.0771 & 0.469361 \tabularnewline
33 & -0.053 & -0.4497 & 0.327132 \tabularnewline
34 & -0.047599 & -0.4039 & 0.343745 \tabularnewline
35 & -0.006108 & -0.0518 & 0.479404 \tabularnewline
36 & -0.032752 & -0.2779 & 0.390937 \tabularnewline
37 & -0.001984 & -0.0168 & 0.493307 \tabularnewline
38 & -0.08017 & -0.6803 & 0.24926 \tabularnewline
39 & 0.019233 & 0.1632 & 0.435411 \tabularnewline
40 & 0.032561 & 0.2763 & 0.391559 \tabularnewline
41 & -0.048497 & -0.4115 & 0.34096 \tabularnewline
42 & -0.066477 & -0.5641 & 0.287227 \tabularnewline
43 & 0.02479 & 0.2103 & 0.416995 \tabularnewline
44 & -0.009701 & -0.0823 & 0.467312 \tabularnewline
45 & -0.08733 & -0.741 & 0.230546 \tabularnewline
46 & -0.015235 & -0.1293 & 0.448752 \tabularnewline
47 & -0.107837 & -0.915 & 0.181615 \tabularnewline
48 & 0.044186 & 0.3749 & 0.354406 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41642&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]0.958151[/C][C]8.1302[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.410311[/C][C]-3.4816[/C][C]0.000426[/C][/ROW]
[ROW][C]3[/C][C]-0.163649[/C][C]-1.3886[/C][C]0.084616[/C][/ROW]
[ROW][C]4[/C][C]0.091309[/C][C]0.7748[/C][C]0.220504[/C][/ROW]
[ROW][C]5[/C][C]0.024552[/C][C]0.2083[/C][C]0.417781[/C][/ROW]
[ROW][C]6[/C][C]0.147741[/C][C]1.2536[/C][C]0.107018[/C][/ROW]
[ROW][C]7[/C][C]-0.04535[/C][C]-0.3848[/C][C]0.350757[/C][/ROW]
[ROW][C]8[/C][C]-0.137063[/C][C]-1.163[/C][C]0.124332[/C][/ROW]
[ROW][C]9[/C][C]-0.055543[/C][C]-0.4713[/C][C]0.319426[/C][/ROW]
[ROW][C]10[/C][C]0.149055[/C][C]1.2648[/C][C]0.105015[/C][/ROW]
[ROW][C]11[/C][C]-0.064793[/C][C]-0.5498[/C][C]0.292083[/C][/ROW]
[ROW][C]12[/C][C]-0.044389[/C][C]-0.3767[/C][C]0.353769[/C][/ROW]
[ROW][C]13[/C][C]0.038518[/C][C]0.3268[/C][C]0.372369[/C][/ROW]
[ROW][C]14[/C][C]0.044915[/C][C]0.3811[/C][C]0.35212[/C][/ROW]
[ROW][C]15[/C][C]-0.040707[/C][C]-0.3454[/C][C]0.365395[/C][/ROW]
[ROW][C]16[/C][C]-0.08311[/C][C]-0.7052[/C][C]0.241477[/C][/ROW]
[ROW][C]17[/C][C]0.105408[/C][C]0.8944[/C][C]0.18704[/C][/ROW]
[ROW][C]18[/C][C]0.048114[/C][C]0.4083[/C][C]0.342147[/C][/ROW]
[ROW][C]19[/C][C]0.039936[/C][C]0.3389[/C][C]0.367848[/C][/ROW]
[ROW][C]20[/C][C]-0.023394[/C][C]-0.1985[/C][C]0.421606[/C][/ROW]
[ROW][C]21[/C][C]-0.041352[/C][C]-0.3509[/C][C]0.36335[/C][/ROW]
[ROW][C]22[/C][C]0.021762[/C][C]0.1847[/C][C]0.427007[/C][/ROW]
[ROW][C]23[/C][C]-0.050127[/C][C]-0.4253[/C][C]0.335927[/C][/ROW]
[ROW][C]24[/C][C]-0.084408[/C][C]-0.7162[/C][C]0.238085[/C][/ROW]
[ROW][C]25[/C][C]0.067806[/C][C]0.5754[/C][C]0.283423[/C][/ROW]
[ROW][C]26[/C][C]-0.13169[/C][C]-1.1174[/C][C]0.133764[/C][/ROW]
[ROW][C]27[/C][C]-0.005596[/C][C]-0.0475[/C][C]0.48113[/C][/ROW]
[ROW][C]28[/C][C]-0.000984[/C][C]-0.0083[/C][C]0.496681[/C][/ROW]
[ROW][C]29[/C][C]-0.026318[/C][C]-0.2233[/C][C]0.41196[/C][/ROW]
[ROW][C]30[/C][C]0.092807[/C][C]0.7875[/C][C]0.216788[/C][/ROW]
[ROW][C]31[/C][C]-0.052877[/C][C]-0.4487[/C][C]0.327507[/C][/ROW]
[ROW][C]32[/C][C]0.009092[/C][C]0.0771[/C][C]0.469361[/C][/ROW]
[ROW][C]33[/C][C]-0.053[/C][C]-0.4497[/C][C]0.327132[/C][/ROW]
[ROW][C]34[/C][C]-0.047599[/C][C]-0.4039[/C][C]0.343745[/C][/ROW]
[ROW][C]35[/C][C]-0.006108[/C][C]-0.0518[/C][C]0.479404[/C][/ROW]
[ROW][C]36[/C][C]-0.032752[/C][C]-0.2779[/C][C]0.390937[/C][/ROW]
[ROW][C]37[/C][C]-0.001984[/C][C]-0.0168[/C][C]0.493307[/C][/ROW]
[ROW][C]38[/C][C]-0.08017[/C][C]-0.6803[/C][C]0.24926[/C][/ROW]
[ROW][C]39[/C][C]0.019233[/C][C]0.1632[/C][C]0.435411[/C][/ROW]
[ROW][C]40[/C][C]0.032561[/C][C]0.2763[/C][C]0.391559[/C][/ROW]
[ROW][C]41[/C][C]-0.048497[/C][C]-0.4115[/C][C]0.34096[/C][/ROW]
[ROW][C]42[/C][C]-0.066477[/C][C]-0.5641[/C][C]0.287227[/C][/ROW]
[ROW][C]43[/C][C]0.02479[/C][C]0.2103[/C][C]0.416995[/C][/ROW]
[ROW][C]44[/C][C]-0.009701[/C][C]-0.0823[/C][C]0.467312[/C][/ROW]
[ROW][C]45[/C][C]-0.08733[/C][C]-0.741[/C][C]0.230546[/C][/ROW]
[ROW][C]46[/C][C]-0.015235[/C][C]-0.1293[/C][C]0.448752[/C][/ROW]
[ROW][C]47[/C][C]-0.107837[/C][C]-0.915[/C][C]0.181615[/C][/ROW]
[ROW][C]48[/C][C]0.044186[/C][C]0.3749[/C][C]0.354406[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41642&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41642&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	0.958151	8.1302	0
2	-0.410311	-3.4816	0.000426
3	-0.163649	-1.3886	0.084616
4	0.091309	0.7748	0.220504
5	0.024552	0.2083	0.417781
6	0.147741	1.2536	0.107018
7	-0.04535	-0.3848	0.350757
8	-0.137063	-1.163	0.124332
9	-0.055543	-0.4713	0.319426
10	0.149055	1.2648	0.105015
11	-0.064793	-0.5498	0.292083
12	-0.044389	-0.3767	0.353769
13	0.038518	0.3268	0.372369
14	0.044915	0.3811	0.35212
15	-0.040707	-0.3454	0.365395
16	-0.08311	-0.7052	0.241477
17	0.105408	0.8944	0.18704
18	0.048114	0.4083	0.342147
19	0.039936	0.3389	0.367848
20	-0.023394	-0.1985	0.421606
21	-0.041352	-0.3509	0.36335
22	0.021762	0.1847	0.427007
23	-0.050127	-0.4253	0.335927
24	-0.084408	-0.7162	0.238085
25	0.067806	0.5754	0.283423
26	-0.13169	-1.1174	0.133764
27	-0.005596	-0.0475	0.48113
28	-0.000984	-0.0083	0.496681
29	-0.026318	-0.2233	0.41196
30	0.092807	0.7875	0.216788
31	-0.052877	-0.4487	0.327507
32	0.009092	0.0771	0.469361
33	-0.053	-0.4497	0.327132
34	-0.047599	-0.4039	0.343745
35	-0.006108	-0.0518	0.479404
36	-0.032752	-0.2779	0.390937
37	-0.001984	-0.0168	0.493307
38	-0.08017	-0.6803	0.24926
39	0.019233	0.1632	0.435411
40	0.032561	0.2763	0.391559
41	-0.048497	-0.4115	0.34096
42	-0.066477	-0.5641	0.287227
43	0.02479	0.2103	0.416995
44	-0.009701	-0.0823	0.467312
45	-0.08733	-0.741	0.230546
46	-0.015235	-0.1293	0.448752
47	-0.107837	-0.915	0.181615
48	0.044186	0.3749	0.354406

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