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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 05 Jun 2009 06:29:37 -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/05/t1244205100rr6glztaxg740an.htm/, Retrieved Fri, 10 May 2024 11:52:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=41818, Retrieved Fri, 10 May 2024 11:52:59 +0000

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Wesley De Bondt

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Wesley De Bondt

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162

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-       [(Partial) Autocorrelation Function] [Koers � t.o.v. �] [2009-06-05 12:29:37] [52abb83916effba29fe89a1e0cad1e5e] [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=41818&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=41818&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41818&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	0.912781	7.7452	0
2	0.804562	6.8269	0
3	0.691138	5.8645	0
4	0.570427	4.8402	4e-06
5	0.450165	3.8198	0.00014
6	0.328017	2.7833	0.003434
7	0.217967	1.8495	0.034244
8	0.126275	1.0715	0.143767
9	0.051915	0.4405	0.330443
10	-0.011095	-0.0941	0.462628
11	-0.049122	-0.4168	0.339026
12	-0.074198	-0.6296	0.265476
13	-0.089311	-0.7578	0.225512
14	-0.084907	-0.7205	0.236786
15	-0.075024	-0.6366	0.263202
16	-0.066395	-0.5634	0.287465
17	-0.064775	-0.5496	0.292135
18	-0.072091	-0.6117	0.271327
19	-0.074197	-0.6296	0.265479
20	-0.085533	-0.7258	0.235166
21	-0.088037	-0.747	0.228741
22	-0.08625	-0.7319	0.233316
23	-0.08875	-0.7531	0.226933
24	-0.078461	-0.6658	0.253845
25	-0.065213	-0.5534	0.290869
26	-0.048476	-0.4113	0.341026
27	-0.035624	-0.3023	0.381654
28	-0.036923	-0.3133	0.377479
29	-0.032756	-0.2779	0.390925
30	-0.032076	-0.2722	0.393134
31	-0.046881	-0.3978	0.345979
32	-0.058851	-0.4994	0.309521
33	-0.057177	-0.4852	0.314517
34	-0.054399	-0.4616	0.322884
35	-0.049491	-0.4199	0.337889
36	-0.044848	-0.3805	0.352331
37	-0.043409	-0.3683	0.356853
38	-0.038652	-0.328	0.371943
39	-0.043582	-0.3698	0.356305
40	-0.051963	-0.4409	0.330295
41	-0.04586	-0.3891	0.349162
42	-0.052066	-0.4418	0.329982
43	-0.067247	-0.5706	0.285019
44	-0.085124	-0.7223	0.236226
45	-0.096287	-0.817	0.208305
46	-0.114862	-0.9746	0.166502
47	-0.12974	-1.1009	0.137307
48	-0.144398	-1.2253	0.112235

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912781 & 7.7452 & 0 \tabularnewline
2 & 0.804562 & 6.8269 & 0 \tabularnewline
3 & 0.691138 & 5.8645 & 0 \tabularnewline
4 & 0.570427 & 4.8402 & 4e-06 \tabularnewline
5 & 0.450165 & 3.8198 & 0.00014 \tabularnewline
6 & 0.328017 & 2.7833 & 0.003434 \tabularnewline
7 & 0.217967 & 1.8495 & 0.034244 \tabularnewline
8 & 0.126275 & 1.0715 & 0.143767 \tabularnewline
9 & 0.051915 & 0.4405 & 0.330443 \tabularnewline
10 & -0.011095 & -0.0941 & 0.462628 \tabularnewline
11 & -0.049122 & -0.4168 & 0.339026 \tabularnewline
12 & -0.074198 & -0.6296 & 0.265476 \tabularnewline
13 & -0.089311 & -0.7578 & 0.225512 \tabularnewline
14 & -0.084907 & -0.7205 & 0.236786 \tabularnewline
15 & -0.075024 & -0.6366 & 0.263202 \tabularnewline
16 & -0.066395 & -0.5634 & 0.287465 \tabularnewline
17 & -0.064775 & -0.5496 & 0.292135 \tabularnewline
18 & -0.072091 & -0.6117 & 0.271327 \tabularnewline
19 & -0.074197 & -0.6296 & 0.265479 \tabularnewline
20 & -0.085533 & -0.7258 & 0.235166 \tabularnewline
21 & -0.088037 & -0.747 & 0.228741 \tabularnewline
22 & -0.08625 & -0.7319 & 0.233316 \tabularnewline
23 & -0.08875 & -0.7531 & 0.226933 \tabularnewline
24 & -0.078461 & -0.6658 & 0.253845 \tabularnewline
25 & -0.065213 & -0.5534 & 0.290869 \tabularnewline
26 & -0.048476 & -0.4113 & 0.341026 \tabularnewline
27 & -0.035624 & -0.3023 & 0.381654 \tabularnewline
28 & -0.036923 & -0.3133 & 0.377479 \tabularnewline
29 & -0.032756 & -0.2779 & 0.390925 \tabularnewline
30 & -0.032076 & -0.2722 & 0.393134 \tabularnewline
31 & -0.046881 & -0.3978 & 0.345979 \tabularnewline
32 & -0.058851 & -0.4994 & 0.309521 \tabularnewline
33 & -0.057177 & -0.4852 & 0.314517 \tabularnewline
34 & -0.054399 & -0.4616 & 0.322884 \tabularnewline
35 & -0.049491 & -0.4199 & 0.337889 \tabularnewline
36 & -0.044848 & -0.3805 & 0.352331 \tabularnewline
37 & -0.043409 & -0.3683 & 0.356853 \tabularnewline
38 & -0.038652 & -0.328 & 0.371943 \tabularnewline
39 & -0.043582 & -0.3698 & 0.356305 \tabularnewline
40 & -0.051963 & -0.4409 & 0.330295 \tabularnewline
41 & -0.04586 & -0.3891 & 0.349162 \tabularnewline
42 & -0.052066 & -0.4418 & 0.329982 \tabularnewline
43 & -0.067247 & -0.5706 & 0.285019 \tabularnewline
44 & -0.085124 & -0.7223 & 0.236226 \tabularnewline
45 & -0.096287 & -0.817 & 0.208305 \tabularnewline
46 & -0.114862 & -0.9746 & 0.166502 \tabularnewline
47 & -0.12974 & -1.1009 & 0.137307 \tabularnewline
48 & -0.144398 & -1.2253 & 0.112235 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41818&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]0.912781[/C][C]7.7452[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.804562[/C][C]6.8269[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.691138[/C][C]5.8645[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.570427[/C][C]4.8402[/C][C]4e-06[/C][/ROW]
[ROW][C]5[/C][C]0.450165[/C][C]3.8198[/C][C]0.00014[/C][/ROW]
[ROW][C]6[/C][C]0.328017[/C][C]2.7833[/C][C]0.003434[/C][/ROW]
[ROW][C]7[/C][C]0.217967[/C][C]1.8495[/C][C]0.034244[/C][/ROW]
[ROW][C]8[/C][C]0.126275[/C][C]1.0715[/C][C]0.143767[/C][/ROW]
[ROW][C]9[/C][C]0.051915[/C][C]0.4405[/C][C]0.330443[/C][/ROW]
[ROW][C]10[/C][C]-0.011095[/C][C]-0.0941[/C][C]0.462628[/C][/ROW]
[ROW][C]11[/C][C]-0.049122[/C][C]-0.4168[/C][C]0.339026[/C][/ROW]
[ROW][C]12[/C][C]-0.074198[/C][C]-0.6296[/C][C]0.265476[/C][/ROW]
[ROW][C]13[/C][C]-0.089311[/C][C]-0.7578[/C][C]0.225512[/C][/ROW]
[ROW][C]14[/C][C]-0.084907[/C][C]-0.7205[/C][C]0.236786[/C][/ROW]
[ROW][C]15[/C][C]-0.075024[/C][C]-0.6366[/C][C]0.263202[/C][/ROW]
[ROW][C]16[/C][C]-0.066395[/C][C]-0.5634[/C][C]0.287465[/C][/ROW]
[ROW][C]17[/C][C]-0.064775[/C][C]-0.5496[/C][C]0.292135[/C][/ROW]
[ROW][C]18[/C][C]-0.072091[/C][C]-0.6117[/C][C]0.271327[/C][/ROW]
[ROW][C]19[/C][C]-0.074197[/C][C]-0.6296[/C][C]0.265479[/C][/ROW]
[ROW][C]20[/C][C]-0.085533[/C][C]-0.7258[/C][C]0.235166[/C][/ROW]
[ROW][C]21[/C][C]-0.088037[/C][C]-0.747[/C][C]0.228741[/C][/ROW]
[ROW][C]22[/C][C]-0.08625[/C][C]-0.7319[/C][C]0.233316[/C][/ROW]
[ROW][C]23[/C][C]-0.08875[/C][C]-0.7531[/C][C]0.226933[/C][/ROW]
[ROW][C]24[/C][C]-0.078461[/C][C]-0.6658[/C][C]0.253845[/C][/ROW]
[ROW][C]25[/C][C]-0.065213[/C][C]-0.5534[/C][C]0.290869[/C][/ROW]
[ROW][C]26[/C][C]-0.048476[/C][C]-0.4113[/C][C]0.341026[/C][/ROW]
[ROW][C]27[/C][C]-0.035624[/C][C]-0.3023[/C][C]0.381654[/C][/ROW]
[ROW][C]28[/C][C]-0.036923[/C][C]-0.3133[/C][C]0.377479[/C][/ROW]
[ROW][C]29[/C][C]-0.032756[/C][C]-0.2779[/C][C]0.390925[/C][/ROW]
[ROW][C]30[/C][C]-0.032076[/C][C]-0.2722[/C][C]0.393134[/C][/ROW]
[ROW][C]31[/C][C]-0.046881[/C][C]-0.3978[/C][C]0.345979[/C][/ROW]
[ROW][C]32[/C][C]-0.058851[/C][C]-0.4994[/C][C]0.309521[/C][/ROW]
[ROW][C]33[/C][C]-0.057177[/C][C]-0.4852[/C][C]0.314517[/C][/ROW]
[ROW][C]34[/C][C]-0.054399[/C][C]-0.4616[/C][C]0.322884[/C][/ROW]
[ROW][C]35[/C][C]-0.049491[/C][C]-0.4199[/C][C]0.337889[/C][/ROW]
[ROW][C]36[/C][C]-0.044848[/C][C]-0.3805[/C][C]0.352331[/C][/ROW]
[ROW][C]37[/C][C]-0.043409[/C][C]-0.3683[/C][C]0.356853[/C][/ROW]
[ROW][C]38[/C][C]-0.038652[/C][C]-0.328[/C][C]0.371943[/C][/ROW]
[ROW][C]39[/C][C]-0.043582[/C][C]-0.3698[/C][C]0.356305[/C][/ROW]
[ROW][C]40[/C][C]-0.051963[/C][C]-0.4409[/C][C]0.330295[/C][/ROW]
[ROW][C]41[/C][C]-0.04586[/C][C]-0.3891[/C][C]0.349162[/C][/ROW]
[ROW][C]42[/C][C]-0.052066[/C][C]-0.4418[/C][C]0.329982[/C][/ROW]
[ROW][C]43[/C][C]-0.067247[/C][C]-0.5706[/C][C]0.285019[/C][/ROW]
[ROW][C]44[/C][C]-0.085124[/C][C]-0.7223[/C][C]0.236226[/C][/ROW]
[ROW][C]45[/C][C]-0.096287[/C][C]-0.817[/C][C]0.208305[/C][/ROW]
[ROW][C]46[/C][C]-0.114862[/C][C]-0.9746[/C][C]0.166502[/C][/ROW]
[ROW][C]47[/C][C]-0.12974[/C][C]-1.1009[/C][C]0.137307[/C][/ROW]
[ROW][C]48[/C][C]-0.144398[/C][C]-1.2253[/C][C]0.112235[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41818&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41818&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	0.912781	7.7452	0
2	0.804562	6.8269	0
3	0.691138	5.8645	0
4	0.570427	4.8402	4e-06
5	0.450165	3.8198	0.00014
6	0.328017	2.7833	0.003434
7	0.217967	1.8495	0.034244
8	0.126275	1.0715	0.143767
9	0.051915	0.4405	0.330443
10	-0.011095	-0.0941	0.462628
11	-0.049122	-0.4168	0.339026
12	-0.074198	-0.6296	0.265476
13	-0.089311	-0.7578	0.225512
14	-0.084907	-0.7205	0.236786
15	-0.075024	-0.6366	0.263202
16	-0.066395	-0.5634	0.287465
17	-0.064775	-0.5496	0.292135
18	-0.072091	-0.6117	0.271327
19	-0.074197	-0.6296	0.265479
20	-0.085533	-0.7258	0.235166
21	-0.088037	-0.747	0.228741
22	-0.08625	-0.7319	0.233316
23	-0.08875	-0.7531	0.226933
24	-0.078461	-0.6658	0.253845
25	-0.065213	-0.5534	0.290869
26	-0.048476	-0.4113	0.341026
27	-0.035624	-0.3023	0.381654
28	-0.036923	-0.3133	0.377479
29	-0.032756	-0.2779	0.390925
30	-0.032076	-0.2722	0.393134
31	-0.046881	-0.3978	0.345979
32	-0.058851	-0.4994	0.309521
33	-0.057177	-0.4852	0.314517
34	-0.054399	-0.4616	0.322884
35	-0.049491	-0.4199	0.337889
36	-0.044848	-0.3805	0.352331
37	-0.043409	-0.3683	0.356853
38	-0.038652	-0.328	0.371943
39	-0.043582	-0.3698	0.356305
40	-0.051963	-0.4409	0.330295
41	-0.04586	-0.3891	0.349162
42	-0.052066	-0.4418	0.329982
43	-0.067247	-0.5706	0.285019
44	-0.085124	-0.7223	0.236226
45	-0.096287	-0.817	0.208305
46	-0.114862	-0.9746	0.166502
47	-0.12974	-1.1009	0.137307
48	-0.144398	-1.2253	0.112235

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.912781	7.7452	0
2	-0.171478	-1.455	0.075002
3	-0.078192	-0.6635	0.254572
4	-0.107345	-0.9109	0.182706
5	-0.065448	-0.5553	0.29019
6	-0.095495	-0.8103	0.210218
7	-0.01193	-0.1012	0.459826
8	0.010559	0.0896	0.464428
9	0.005054	0.0429	0.482957
10	-0.031681	-0.2688	0.394417
11	0.065114	0.5525	0.291155
12	-0.016245	-0.1378	0.445376
13	-0.009258	-0.0786	0.468801
14	0.059986	0.509	0.306156
15	-0.012977	-0.1101	0.456312
16	-0.03975	-0.3373	0.368438
17	-0.059303	-0.5032	0.308178
18	-0.057153	-0.485	0.314589
19	0.029133	0.2472	0.402728
20	-0.068329	-0.5798	0.281932
21	0.074176	0.6294	0.265538
22	0.013979	0.1186	0.452955
23	-0.037283	-0.3164	0.376324
24	0.073784	0.6261	0.266623
25	-0.001336	-0.0113	0.495495
26	0.008359	0.0709	0.471826
27	-0.034856	-0.2958	0.38413
28	-0.093727	-0.7953	0.214527
29	0.047946	0.4068	0.342667
30	-0.050645	-0.4297	0.334336
31	-0.086597	-0.7348	0.232424
32	0.049733	0.422	0.337141
33	0.070251	0.5961	0.276488
34	0.012381	0.1051	0.458313
35	0.013038	0.1106	0.45611
36	-0.011913	-0.1011	0.459883
37	-0.019629	-0.1666	0.434094
38	-0.028715	-0.2437	0.404095
39	-0.058092	-0.4929	0.311783
40	-0.027493	-0.2333	0.408101
41	0.052325	0.444	0.32919
42	-0.076321	-0.6476	0.259651
43	-0.050653	-0.4298	0.33431
44	-0.016481	-0.1398	0.444585
45	0.048482	0.4114	0.341005
46	-0.075624	-0.6417	0.261556
47	0.042854	0.3636	0.358602
48	-0.038881	-0.3299	0.371211

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912781 & 7.7452 & 0 \tabularnewline
2 & -0.171478 & -1.455 & 0.075002 \tabularnewline
3 & -0.078192 & -0.6635 & 0.254572 \tabularnewline
4 & -0.107345 & -0.9109 & 0.182706 \tabularnewline
5 & -0.065448 & -0.5553 & 0.29019 \tabularnewline
6 & -0.095495 & -0.8103 & 0.210218 \tabularnewline
7 & -0.01193 & -0.1012 & 0.459826 \tabularnewline
8 & 0.010559 & 0.0896 & 0.464428 \tabularnewline
9 & 0.005054 & 0.0429 & 0.482957 \tabularnewline
10 & -0.031681 & -0.2688 & 0.394417 \tabularnewline
11 & 0.065114 & 0.5525 & 0.291155 \tabularnewline
12 & -0.016245 & -0.1378 & 0.445376 \tabularnewline
13 & -0.009258 & -0.0786 & 0.468801 \tabularnewline
14 & 0.059986 & 0.509 & 0.306156 \tabularnewline
15 & -0.012977 & -0.1101 & 0.456312 \tabularnewline
16 & -0.03975 & -0.3373 & 0.368438 \tabularnewline
17 & -0.059303 & -0.5032 & 0.308178 \tabularnewline
18 & -0.057153 & -0.485 & 0.314589 \tabularnewline
19 & 0.029133 & 0.2472 & 0.402728 \tabularnewline
20 & -0.068329 & -0.5798 & 0.281932 \tabularnewline
21 & 0.074176 & 0.6294 & 0.265538 \tabularnewline
22 & 0.013979 & 0.1186 & 0.452955 \tabularnewline
23 & -0.037283 & -0.3164 & 0.376324 \tabularnewline
24 & 0.073784 & 0.6261 & 0.266623 \tabularnewline
25 & -0.001336 & -0.0113 & 0.495495 \tabularnewline
26 & 0.008359 & 0.0709 & 0.471826 \tabularnewline
27 & -0.034856 & -0.2958 & 0.38413 \tabularnewline
28 & -0.093727 & -0.7953 & 0.214527 \tabularnewline
29 & 0.047946 & 0.4068 & 0.342667 \tabularnewline
30 & -0.050645 & -0.4297 & 0.334336 \tabularnewline
31 & -0.086597 & -0.7348 & 0.232424 \tabularnewline
32 & 0.049733 & 0.422 & 0.337141 \tabularnewline
33 & 0.070251 & 0.5961 & 0.276488 \tabularnewline
34 & 0.012381 & 0.1051 & 0.458313 \tabularnewline
35 & 0.013038 & 0.1106 & 0.45611 \tabularnewline
36 & -0.011913 & -0.1011 & 0.459883 \tabularnewline
37 & -0.019629 & -0.1666 & 0.434094 \tabularnewline
38 & -0.028715 & -0.2437 & 0.404095 \tabularnewline
39 & -0.058092 & -0.4929 & 0.311783 \tabularnewline
40 & -0.027493 & -0.2333 & 0.408101 \tabularnewline
41 & 0.052325 & 0.444 & 0.32919 \tabularnewline
42 & -0.076321 & -0.6476 & 0.259651 \tabularnewline
43 & -0.050653 & -0.4298 & 0.33431 \tabularnewline
44 & -0.016481 & -0.1398 & 0.444585 \tabularnewline
45 & 0.048482 & 0.4114 & 0.341005 \tabularnewline
46 & -0.075624 & -0.6417 & 0.261556 \tabularnewline
47 & 0.042854 & 0.3636 & 0.358602 \tabularnewline
48 & -0.038881 & -0.3299 & 0.371211 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=41818&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]0.912781[/C][C]7.7452[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.171478[/C][C]-1.455[/C][C]0.075002[/C][/ROW]
[ROW][C]3[/C][C]-0.078192[/C][C]-0.6635[/C][C]0.254572[/C][/ROW]
[ROW][C]4[/C][C]-0.107345[/C][C]-0.9109[/C][C]0.182706[/C][/ROW]
[ROW][C]5[/C][C]-0.065448[/C][C]-0.5553[/C][C]0.29019[/C][/ROW]
[ROW][C]6[/C][C]-0.095495[/C][C]-0.8103[/C][C]0.210218[/C][/ROW]
[ROW][C]7[/C][C]-0.01193[/C][C]-0.1012[/C][C]0.459826[/C][/ROW]
[ROW][C]8[/C][C]0.010559[/C][C]0.0896[/C][C]0.464428[/C][/ROW]
[ROW][C]9[/C][C]0.005054[/C][C]0.0429[/C][C]0.482957[/C][/ROW]
[ROW][C]10[/C][C]-0.031681[/C][C]-0.2688[/C][C]0.394417[/C][/ROW]
[ROW][C]11[/C][C]0.065114[/C][C]0.5525[/C][C]0.291155[/C][/ROW]
[ROW][C]12[/C][C]-0.016245[/C][C]-0.1378[/C][C]0.445376[/C][/ROW]
[ROW][C]13[/C][C]-0.009258[/C][C]-0.0786[/C][C]0.468801[/C][/ROW]
[ROW][C]14[/C][C]0.059986[/C][C]0.509[/C][C]0.306156[/C][/ROW]
[ROW][C]15[/C][C]-0.012977[/C][C]-0.1101[/C][C]0.456312[/C][/ROW]
[ROW][C]16[/C][C]-0.03975[/C][C]-0.3373[/C][C]0.368438[/C][/ROW]
[ROW][C]17[/C][C]-0.059303[/C][C]-0.5032[/C][C]0.308178[/C][/ROW]
[ROW][C]18[/C][C]-0.057153[/C][C]-0.485[/C][C]0.314589[/C][/ROW]
[ROW][C]19[/C][C]0.029133[/C][C]0.2472[/C][C]0.402728[/C][/ROW]
[ROW][C]20[/C][C]-0.068329[/C][C]-0.5798[/C][C]0.281932[/C][/ROW]
[ROW][C]21[/C][C]0.074176[/C][C]0.6294[/C][C]0.265538[/C][/ROW]
[ROW][C]22[/C][C]0.013979[/C][C]0.1186[/C][C]0.452955[/C][/ROW]
[ROW][C]23[/C][C]-0.037283[/C][C]-0.3164[/C][C]0.376324[/C][/ROW]
[ROW][C]24[/C][C]0.073784[/C][C]0.6261[/C][C]0.266623[/C][/ROW]
[ROW][C]25[/C][C]-0.001336[/C][C]-0.0113[/C][C]0.495495[/C][/ROW]
[ROW][C]26[/C][C]0.008359[/C][C]0.0709[/C][C]0.471826[/C][/ROW]
[ROW][C]27[/C][C]-0.034856[/C][C]-0.2958[/C][C]0.38413[/C][/ROW]
[ROW][C]28[/C][C]-0.093727[/C][C]-0.7953[/C][C]0.214527[/C][/ROW]
[ROW][C]29[/C][C]0.047946[/C][C]0.4068[/C][C]0.342667[/C][/ROW]
[ROW][C]30[/C][C]-0.050645[/C][C]-0.4297[/C][C]0.334336[/C][/ROW]
[ROW][C]31[/C][C]-0.086597[/C][C]-0.7348[/C][C]0.232424[/C][/ROW]
[ROW][C]32[/C][C]0.049733[/C][C]0.422[/C][C]0.337141[/C][/ROW]
[ROW][C]33[/C][C]0.070251[/C][C]0.5961[/C][C]0.276488[/C][/ROW]
[ROW][C]34[/C][C]0.012381[/C][C]0.1051[/C][C]0.458313[/C][/ROW]
[ROW][C]35[/C][C]0.013038[/C][C]0.1106[/C][C]0.45611[/C][/ROW]
[ROW][C]36[/C][C]-0.011913[/C][C]-0.1011[/C][C]0.459883[/C][/ROW]
[ROW][C]37[/C][C]-0.019629[/C][C]-0.1666[/C][C]0.434094[/C][/ROW]
[ROW][C]38[/C][C]-0.028715[/C][C]-0.2437[/C][C]0.404095[/C][/ROW]
[ROW][C]39[/C][C]-0.058092[/C][C]-0.4929[/C][C]0.311783[/C][/ROW]
[ROW][C]40[/C][C]-0.027493[/C][C]-0.2333[/C][C]0.408101[/C][/ROW]
[ROW][C]41[/C][C]0.052325[/C][C]0.444[/C][C]0.32919[/C][/ROW]
[ROW][C]42[/C][C]-0.076321[/C][C]-0.6476[/C][C]0.259651[/C][/ROW]
[ROW][C]43[/C][C]-0.050653[/C][C]-0.4298[/C][C]0.33431[/C][/ROW]
[ROW][C]44[/C][C]-0.016481[/C][C]-0.1398[/C][C]0.444585[/C][/ROW]
[ROW][C]45[/C][C]0.048482[/C][C]0.4114[/C][C]0.341005[/C][/ROW]
[ROW][C]46[/C][C]-0.075624[/C][C]-0.6417[/C][C]0.261556[/C][/ROW]
[ROW][C]47[/C][C]0.042854[/C][C]0.3636[/C][C]0.358602[/C][/ROW]
[ROW][C]48[/C][C]-0.038881[/C][C]-0.3299[/C][C]0.371211[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=41818&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=41818&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	0.912781	7.7452	0
2	-0.171478	-1.455	0.075002
3	-0.078192	-0.6635	0.254572
4	-0.107345	-0.9109	0.182706
5	-0.065448	-0.5553	0.29019
6	-0.095495	-0.8103	0.210218
7	-0.01193	-0.1012	0.459826
8	0.010559	0.0896	0.464428
9	0.005054	0.0429	0.482957
10	-0.031681	-0.2688	0.394417
11	0.065114	0.5525	0.291155
12	-0.016245	-0.1378	0.445376
13	-0.009258	-0.0786	0.468801
14	0.059986	0.509	0.306156
15	-0.012977	-0.1101	0.456312
16	-0.03975	-0.3373	0.368438
17	-0.059303	-0.5032	0.308178
18	-0.057153	-0.485	0.314589
19	0.029133	0.2472	0.402728
20	-0.068329	-0.5798	0.281932
21	0.074176	0.6294	0.265538
22	0.013979	0.1186	0.452955
23	-0.037283	-0.3164	0.376324
24	0.073784	0.6261	0.266623
25	-0.001336	-0.0113	0.495495
26	0.008359	0.0709	0.471826
27	-0.034856	-0.2958	0.38413
28	-0.093727	-0.7953	0.214527
29	0.047946	0.4068	0.342667
30	-0.050645	-0.4297	0.334336
31	-0.086597	-0.7348	0.232424
32	0.049733	0.422	0.337141
33	0.070251	0.5961	0.276488
34	0.012381	0.1051	0.458313
35	0.013038	0.1106	0.45611
36	-0.011913	-0.1011	0.459883
37	-0.019629	-0.1666	0.434094
38	-0.028715	-0.2437	0.404095
39	-0.058092	-0.4929	0.311783
40	-0.027493	-0.2333	0.408101
41	0.052325	0.444	0.32919
42	-0.076321	-0.6476	0.259651
43	-0.050653	-0.4298	0.33431
44	-0.016481	-0.1398	0.444585
45	0.048482	0.4114	0.341005
46	-0.075624	-0.6417	0.261556
47	0.042854	0.3636	0.358602
48	-0.038881	-0.3299	0.371211

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