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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 07 Jun 2009 04:15:45 -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/07/t1244369806z3lk2jict9i9cxk.htm/, Retrieved Mon, 13 May 2024 17:12:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=42109, Retrieved Mon, 13 May 2024 17:12:23 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

128

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

-       [(Partial) Autocorrelation Function] [thomas van eester...] [2009-06-07 10:15:45] [95fcaf7e4175e3dfad928879b5f9d7c2] [Current]

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Dataseries X:

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Histogram

Boxplots

0,63
0,63
0,63
0,64
0,63
0,63
0,63
0,63
0,63
0,64
0,65
0,65
0,65
0,65
0,65
0,66
0,65
0,66
0,66
0,66
0,66
0,68
0,69
0,7
0,71
0,71
0,7
0,7
0,7
0,7
0,71
0,7
0,7
0,7
0,69
0,7
0,69
0,69
0,69
0,7
0,7
0,71
0,71
0,71
0,72
0,73
0,74
0,74
0,74
0,74
0,75
0,75
0,76
0,76
0,76
0,76
0,76
0,77
0,77
0,78
0,78
0,78
0,78
0,78
0,78
0,78
0,8
0,8
0,8
0,81
0,81
0,81
0,8
0,81
0,81
0,81
0,8
0,82
0,83
0,83

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42109&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42109&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42109&T=0

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.958348	8.5717	0
2	0.916696	8.1992	0
3	0.876385	7.8386	0
4	0.845961	7.5665	0
5	0.806992	7.218	0
6	0.767682	6.8664	0
7	0.727345	6.5056	0
8	0.688009	6.1537	0
9	0.643913	5.7593	0
10	0.600868	5.3743	0
11	0.562292	5.0293	1e-06
12	0.524716	4.6932	5e-06
13	0.484747	4.3357	2.1e-05
14	0.44512	3.9813	7.5e-05
15	0.411253	3.6784	0.000212
16	0.379804	3.3971	0.000532
17	0.344569	3.0819	0.00141
18	0.312778	2.7976	0.003224
19	0.278253	2.4888	0.007447
20	0.244753	2.1891	0.015751
21	0.207835	1.8589	0.033357
22	0.179488	1.6054	0.056174
23	0.15185	1.3582	0.089111
24	0.130365	1.166	0.123535
25	0.110615	0.9894	0.162733
26	0.089155	0.7974	0.213781
27	0.065278	0.5839	0.280478
28	0.038665	0.3458	0.365188
29	0.015104	0.1351	0.446439
30	-0.010851	-0.0971	0.461465
31	-0.03031	-0.2711	0.393505
32	-0.053898	-0.4821	0.315535
33	-0.078852	-0.7053	0.241344
34	-0.104148	-0.9315	0.177191
35	-0.13018	-1.1644	0.123869
36	-0.149716	-1.3391	0.092165
37	-0.172039	-1.5388	0.063904
38	-0.194361	-1.7384	0.042992
39	-0.218735	-1.9564	0.026952
40	-0.236614	-2.1163	0.018712
41	-0.254493	-2.2763	0.012752
42	-0.264851	-2.3689	0.010126
43	-0.27692	-2.4768	0.007682
44	-0.289671	-2.5909	0.005687
45	-0.303739	-2.7167	0.004039
46	-0.313021	-2.7997	0.003204
47	-0.322252	-2.8823	0.002534
48	-0.332508	-2.974	0.001942

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958348 & 8.5717 & 0 \tabularnewline
2 & 0.916696 & 8.1992 & 0 \tabularnewline
3 & 0.876385 & 7.8386 & 0 \tabularnewline
4 & 0.845961 & 7.5665 & 0 \tabularnewline
5 & 0.806992 & 7.218 & 0 \tabularnewline
6 & 0.767682 & 6.8664 & 0 \tabularnewline
7 & 0.727345 & 6.5056 & 0 \tabularnewline
8 & 0.688009 & 6.1537 & 0 \tabularnewline
9 & 0.643913 & 5.7593 & 0 \tabularnewline
10 & 0.600868 & 5.3743 & 0 \tabularnewline
11 & 0.562292 & 5.0293 & 1e-06 \tabularnewline
12 & 0.524716 & 4.6932 & 5e-06 \tabularnewline
13 & 0.484747 & 4.3357 & 2.1e-05 \tabularnewline
14 & 0.44512 & 3.9813 & 7.5e-05 \tabularnewline
15 & 0.411253 & 3.6784 & 0.000212 \tabularnewline
16 & 0.379804 & 3.3971 & 0.000532 \tabularnewline
17 & 0.344569 & 3.0819 & 0.00141 \tabularnewline
18 & 0.312778 & 2.7976 & 0.003224 \tabularnewline
19 & 0.278253 & 2.4888 & 0.007447 \tabularnewline
20 & 0.244753 & 2.1891 & 0.015751 \tabularnewline
21 & 0.207835 & 1.8589 & 0.033357 \tabularnewline
22 & 0.179488 & 1.6054 & 0.056174 \tabularnewline
23 & 0.15185 & 1.3582 & 0.089111 \tabularnewline
24 & 0.130365 & 1.166 & 0.123535 \tabularnewline
25 & 0.110615 & 0.9894 & 0.162733 \tabularnewline
26 & 0.089155 & 0.7974 & 0.213781 \tabularnewline
27 & 0.065278 & 0.5839 & 0.280478 \tabularnewline
28 & 0.038665 & 0.3458 & 0.365188 \tabularnewline
29 & 0.015104 & 0.1351 & 0.446439 \tabularnewline
30 & -0.010851 & -0.0971 & 0.461465 \tabularnewline
31 & -0.03031 & -0.2711 & 0.393505 \tabularnewline
32 & -0.053898 & -0.4821 & 0.315535 \tabularnewline
33 & -0.078852 & -0.7053 & 0.241344 \tabularnewline
34 & -0.104148 & -0.9315 & 0.177191 \tabularnewline
35 & -0.13018 & -1.1644 & 0.123869 \tabularnewline
36 & -0.149716 & -1.3391 & 0.092165 \tabularnewline
37 & -0.172039 & -1.5388 & 0.063904 \tabularnewline
38 & -0.194361 & -1.7384 & 0.042992 \tabularnewline
39 & -0.218735 & -1.9564 & 0.026952 \tabularnewline
40 & -0.236614 & -2.1163 & 0.018712 \tabularnewline
41 & -0.254493 & -2.2763 & 0.012752 \tabularnewline
42 & -0.264851 & -2.3689 & 0.010126 \tabularnewline
43 & -0.27692 & -2.4768 & 0.007682 \tabularnewline
44 & -0.289671 & -2.5909 & 0.005687 \tabularnewline
45 & -0.303739 & -2.7167 & 0.004039 \tabularnewline
46 & -0.313021 & -2.7997 & 0.003204 \tabularnewline
47 & -0.322252 & -2.8823 & 0.002534 \tabularnewline
48 & -0.332508 & -2.974 & 0.001942 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42109&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]0.958348[/C][C]8.5717[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.916696[/C][C]8.1992[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.876385[/C][C]7.8386[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.845961[/C][C]7.5665[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.806992[/C][C]7.218[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.767682[/C][C]6.8664[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.727345[/C][C]6.5056[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.688009[/C][C]6.1537[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.643913[/C][C]5.7593[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.600868[/C][C]5.3743[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.562292[/C][C]5.0293[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.524716[/C][C]4.6932[/C][C]5e-06[/C][/ROW]
[ROW][C]13[/C][C]0.484747[/C][C]4.3357[/C][C]2.1e-05[/C][/ROW]
[ROW][C]14[/C][C]0.44512[/C][C]3.9813[/C][C]7.5e-05[/C][/ROW]
[ROW][C]15[/C][C]0.411253[/C][C]3.6784[/C][C]0.000212[/C][/ROW]
[ROW][C]16[/C][C]0.379804[/C][C]3.3971[/C][C]0.000532[/C][/ROW]
[ROW][C]17[/C][C]0.344569[/C][C]3.0819[/C][C]0.00141[/C][/ROW]
[ROW][C]18[/C][C]0.312778[/C][C]2.7976[/C][C]0.003224[/C][/ROW]
[ROW][C]19[/C][C]0.278253[/C][C]2.4888[/C][C]0.007447[/C][/ROW]
[ROW][C]20[/C][C]0.244753[/C][C]2.1891[/C][C]0.015751[/C][/ROW]
[ROW][C]21[/C][C]0.207835[/C][C]1.8589[/C][C]0.033357[/C][/ROW]
[ROW][C]22[/C][C]0.179488[/C][C]1.6054[/C][C]0.056174[/C][/ROW]
[ROW][C]23[/C][C]0.15185[/C][C]1.3582[/C][C]0.089111[/C][/ROW]
[ROW][C]24[/C][C]0.130365[/C][C]1.166[/C][C]0.123535[/C][/ROW]
[ROW][C]25[/C][C]0.110615[/C][C]0.9894[/C][C]0.162733[/C][/ROW]
[ROW][C]26[/C][C]0.089155[/C][C]0.7974[/C][C]0.213781[/C][/ROW]
[ROW][C]27[/C][C]0.065278[/C][C]0.5839[/C][C]0.280478[/C][/ROW]
[ROW][C]28[/C][C]0.038665[/C][C]0.3458[/C][C]0.365188[/C][/ROW]
[ROW][C]29[/C][C]0.015104[/C][C]0.1351[/C][C]0.446439[/C][/ROW]
[ROW][C]30[/C][C]-0.010851[/C][C]-0.0971[/C][C]0.461465[/C][/ROW]
[ROW][C]31[/C][C]-0.03031[/C][C]-0.2711[/C][C]0.393505[/C][/ROW]
[ROW][C]32[/C][C]-0.053898[/C][C]-0.4821[/C][C]0.315535[/C][/ROW]
[ROW][C]33[/C][C]-0.078852[/C][C]-0.7053[/C][C]0.241344[/C][/ROW]
[ROW][C]34[/C][C]-0.104148[/C][C]-0.9315[/C][C]0.177191[/C][/ROW]
[ROW][C]35[/C][C]-0.13018[/C][C]-1.1644[/C][C]0.123869[/C][/ROW]
[ROW][C]36[/C][C]-0.149716[/C][C]-1.3391[/C][C]0.092165[/C][/ROW]
[ROW][C]37[/C][C]-0.172039[/C][C]-1.5388[/C][C]0.063904[/C][/ROW]
[ROW][C]38[/C][C]-0.194361[/C][C]-1.7384[/C][C]0.042992[/C][/ROW]
[ROW][C]39[/C][C]-0.218735[/C][C]-1.9564[/C][C]0.026952[/C][/ROW]
[ROW][C]40[/C][C]-0.236614[/C][C]-2.1163[/C][C]0.018712[/C][/ROW]
[ROW][C]41[/C][C]-0.254493[/C][C]-2.2763[/C][C]0.012752[/C][/ROW]
[ROW][C]42[/C][C]-0.264851[/C][C]-2.3689[/C][C]0.010126[/C][/ROW]
[ROW][C]43[/C][C]-0.27692[/C][C]-2.4768[/C][C]0.007682[/C][/ROW]
[ROW][C]44[/C][C]-0.289671[/C][C]-2.5909[/C][C]0.005687[/C][/ROW]
[ROW][C]45[/C][C]-0.303739[/C][C]-2.7167[/C][C]0.004039[/C][/ROW]
[ROW][C]46[/C][C]-0.313021[/C][C]-2.7997[/C][C]0.003204[/C][/ROW]
[ROW][C]47[/C][C]-0.322252[/C][C]-2.8823[/C][C]0.002534[/C][/ROW]
[ROW][C]48[/C][C]-0.332508[/C][C]-2.974[/C][C]0.001942[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42109&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42109&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	0.958348	8.5717	0
2	0.916696	8.1992	0
3	0.876385	7.8386	0
4	0.845961	7.5665	0
5	0.806992	7.218	0
6	0.767682	6.8664	0
7	0.727345	6.5056	0
8	0.688009	6.1537	0
9	0.643913	5.7593	0
10	0.600868	5.3743	0
11	0.562292	5.0293	1e-06
12	0.524716	4.6932	5e-06
13	0.484747	4.3357	2.1e-05
14	0.44512	3.9813	7.5e-05
15	0.411253	3.6784	0.000212
16	0.379804	3.3971	0.000532
17	0.344569	3.0819	0.00141
18	0.312778	2.7976	0.003224
19	0.278253	2.4888	0.007447
20	0.244753	2.1891	0.015751
21	0.207835	1.8589	0.033357
22	0.179488	1.6054	0.056174
23	0.15185	1.3582	0.089111
24	0.130365	1.166	0.123535
25	0.110615	0.9894	0.162733
26	0.089155	0.7974	0.213781
27	0.065278	0.5839	0.280478
28	0.038665	0.3458	0.365188
29	0.015104	0.1351	0.446439
30	-0.010851	-0.0971	0.461465
31	-0.03031	-0.2711	0.393505
32	-0.053898	-0.4821	0.315535
33	-0.078852	-0.7053	0.241344
34	-0.104148	-0.9315	0.177191
35	-0.13018	-1.1644	0.123869
36	-0.149716	-1.3391	0.092165
37	-0.172039	-1.5388	0.063904
38	-0.194361	-1.7384	0.042992
39	-0.218735	-1.9564	0.026952
40	-0.236614	-2.1163	0.018712
41	-0.254493	-2.2763	0.012752
42	-0.264851	-2.3689	0.010126
43	-0.27692	-2.4768	0.007682
44	-0.289671	-2.5909	0.005687
45	-0.303739	-2.7167	0.004039
46	-0.313021	-2.7997	0.003204
47	-0.322252	-2.8823	0.002534
48	-0.332508	-2.974	0.001942

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.958348	8.5717	0
2	-0.021269	-0.1902	0.424803
3	-0.005276	-0.0472	0.481239
4	0.099773	0.8924	0.187427
5	-0.122589	-1.0965	0.138082
6	-0.021052	-0.1883	0.425561
7	-0.023538	-0.2105	0.416894
8	-0.035643	-0.3188	0.375355
9	-0.073303	-0.6556	0.256968
10	-0.013839	-0.1238	0.450901
11	0.029233	0.2615	0.397202
12	-0.026002	-0.2326	0.408346
13	-0.039996	-0.3577	0.36074
14	-0.010373	-0.0928	0.463157
15	0.036265	0.3244	0.373256
16	-0.002178	-0.0195	0.492255
17	-0.062145	-0.5558	0.289936
18	0.032727	0.2927	0.385247
19	-0.073499	-0.6574	0.256406
20	-0.028361	-0.2537	0.4002
21	-0.048479	-0.4336	0.332868
22	0.061129	0.5468	0.293034
23	-0.019247	-0.1722	0.431876
24	0.045048	0.4029	0.344039
25	0.042659	0.3816	0.351901
26	-0.061887	-0.5535	0.290722
27	-0.038974	-0.3486	0.364155
28	-0.064332	-0.5754	0.283316
29	0.003507	0.0314	0.487527
30	-0.072825	-0.6514	0.258337
31	0.048678	0.4354	0.332226
32	-0.05774	-0.5164	0.303485
33	-0.058365	-0.522	0.301544
34	-0.006294	-0.0563	0.477623
35	-0.058768	-0.5256	0.300297
36	0.066785	0.5973	0.275982
37	-0.065978	-0.5901	0.278385
38	-0.025439	-0.2275	0.410294
39	-0.022906	-0.2049	0.419093
40	0.015628	0.1398	0.444593
41	-0.020783	-0.1859	0.4265
42	0.051955	0.4647	0.321703
43	-0.022012	-0.1969	0.422209
44	-0.061468	-0.5498	0.291999
45	-0.000336	-0.003	0.498804
46	0.033608	0.3006	0.38225
47	-0.045812	-0.4098	0.341541
48	-0.032819	-0.2935	0.384933

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958348 & 8.5717 & 0 \tabularnewline
2 & -0.021269 & -0.1902 & 0.424803 \tabularnewline
3 & -0.005276 & -0.0472 & 0.481239 \tabularnewline
4 & 0.099773 & 0.8924 & 0.187427 \tabularnewline
5 & -0.122589 & -1.0965 & 0.138082 \tabularnewline
6 & -0.021052 & -0.1883 & 0.425561 \tabularnewline
7 & -0.023538 & -0.2105 & 0.416894 \tabularnewline
8 & -0.035643 & -0.3188 & 0.375355 \tabularnewline
9 & -0.073303 & -0.6556 & 0.256968 \tabularnewline
10 & -0.013839 & -0.1238 & 0.450901 \tabularnewline
11 & 0.029233 & 0.2615 & 0.397202 \tabularnewline
12 & -0.026002 & -0.2326 & 0.408346 \tabularnewline
13 & -0.039996 & -0.3577 & 0.36074 \tabularnewline
14 & -0.010373 & -0.0928 & 0.463157 \tabularnewline
15 & 0.036265 & 0.3244 & 0.373256 \tabularnewline
16 & -0.002178 & -0.0195 & 0.492255 \tabularnewline
17 & -0.062145 & -0.5558 & 0.289936 \tabularnewline
18 & 0.032727 & 0.2927 & 0.385247 \tabularnewline
19 & -0.073499 & -0.6574 & 0.256406 \tabularnewline
20 & -0.028361 & -0.2537 & 0.4002 \tabularnewline
21 & -0.048479 & -0.4336 & 0.332868 \tabularnewline
22 & 0.061129 & 0.5468 & 0.293034 \tabularnewline
23 & -0.019247 & -0.1722 & 0.431876 \tabularnewline
24 & 0.045048 & 0.4029 & 0.344039 \tabularnewline
25 & 0.042659 & 0.3816 & 0.351901 \tabularnewline
26 & -0.061887 & -0.5535 & 0.290722 \tabularnewline
27 & -0.038974 & -0.3486 & 0.364155 \tabularnewline
28 & -0.064332 & -0.5754 & 0.283316 \tabularnewline
29 & 0.003507 & 0.0314 & 0.487527 \tabularnewline
30 & -0.072825 & -0.6514 & 0.258337 \tabularnewline
31 & 0.048678 & 0.4354 & 0.332226 \tabularnewline
32 & -0.05774 & -0.5164 & 0.303485 \tabularnewline
33 & -0.058365 & -0.522 & 0.301544 \tabularnewline
34 & -0.006294 & -0.0563 & 0.477623 \tabularnewline
35 & -0.058768 & -0.5256 & 0.300297 \tabularnewline
36 & 0.066785 & 0.5973 & 0.275982 \tabularnewline
37 & -0.065978 & -0.5901 & 0.278385 \tabularnewline
38 & -0.025439 & -0.2275 & 0.410294 \tabularnewline
39 & -0.022906 & -0.2049 & 0.419093 \tabularnewline
40 & 0.015628 & 0.1398 & 0.444593 \tabularnewline
41 & -0.020783 & -0.1859 & 0.4265 \tabularnewline
42 & 0.051955 & 0.4647 & 0.321703 \tabularnewline
43 & -0.022012 & -0.1969 & 0.422209 \tabularnewline
44 & -0.061468 & -0.5498 & 0.291999 \tabularnewline
45 & -0.000336 & -0.003 & 0.498804 \tabularnewline
46 & 0.033608 & 0.3006 & 0.38225 \tabularnewline
47 & -0.045812 & -0.4098 & 0.341541 \tabularnewline
48 & -0.032819 & -0.2935 & 0.384933 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42109&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]0.958348[/C][C]8.5717[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.021269[/C][C]-0.1902[/C][C]0.424803[/C][/ROW]
[ROW][C]3[/C][C]-0.005276[/C][C]-0.0472[/C][C]0.481239[/C][/ROW]
[ROW][C]4[/C][C]0.099773[/C][C]0.8924[/C][C]0.187427[/C][/ROW]
[ROW][C]5[/C][C]-0.122589[/C][C]-1.0965[/C][C]0.138082[/C][/ROW]
[ROW][C]6[/C][C]-0.021052[/C][C]-0.1883[/C][C]0.425561[/C][/ROW]
[ROW][C]7[/C][C]-0.023538[/C][C]-0.2105[/C][C]0.416894[/C][/ROW]
[ROW][C]8[/C][C]-0.035643[/C][C]-0.3188[/C][C]0.375355[/C][/ROW]
[ROW][C]9[/C][C]-0.073303[/C][C]-0.6556[/C][C]0.256968[/C][/ROW]
[ROW][C]10[/C][C]-0.013839[/C][C]-0.1238[/C][C]0.450901[/C][/ROW]
[ROW][C]11[/C][C]0.029233[/C][C]0.2615[/C][C]0.397202[/C][/ROW]
[ROW][C]12[/C][C]-0.026002[/C][C]-0.2326[/C][C]0.408346[/C][/ROW]
[ROW][C]13[/C][C]-0.039996[/C][C]-0.3577[/C][C]0.36074[/C][/ROW]
[ROW][C]14[/C][C]-0.010373[/C][C]-0.0928[/C][C]0.463157[/C][/ROW]
[ROW][C]15[/C][C]0.036265[/C][C]0.3244[/C][C]0.373256[/C][/ROW]
[ROW][C]16[/C][C]-0.002178[/C][C]-0.0195[/C][C]0.492255[/C][/ROW]
[ROW][C]17[/C][C]-0.062145[/C][C]-0.5558[/C][C]0.289936[/C][/ROW]
[ROW][C]18[/C][C]0.032727[/C][C]0.2927[/C][C]0.385247[/C][/ROW]
[ROW][C]19[/C][C]-0.073499[/C][C]-0.6574[/C][C]0.256406[/C][/ROW]
[ROW][C]20[/C][C]-0.028361[/C][C]-0.2537[/C][C]0.4002[/C][/ROW]
[ROW][C]21[/C][C]-0.048479[/C][C]-0.4336[/C][C]0.332868[/C][/ROW]
[ROW][C]22[/C][C]0.061129[/C][C]0.5468[/C][C]0.293034[/C][/ROW]
[ROW][C]23[/C][C]-0.019247[/C][C]-0.1722[/C][C]0.431876[/C][/ROW]
[ROW][C]24[/C][C]0.045048[/C][C]0.4029[/C][C]0.344039[/C][/ROW]
[ROW][C]25[/C][C]0.042659[/C][C]0.3816[/C][C]0.351901[/C][/ROW]
[ROW][C]26[/C][C]-0.061887[/C][C]-0.5535[/C][C]0.290722[/C][/ROW]
[ROW][C]27[/C][C]-0.038974[/C][C]-0.3486[/C][C]0.364155[/C][/ROW]
[ROW][C]28[/C][C]-0.064332[/C][C]-0.5754[/C][C]0.283316[/C][/ROW]
[ROW][C]29[/C][C]0.003507[/C][C]0.0314[/C][C]0.487527[/C][/ROW]
[ROW][C]30[/C][C]-0.072825[/C][C]-0.6514[/C][C]0.258337[/C][/ROW]
[ROW][C]31[/C][C]0.048678[/C][C]0.4354[/C][C]0.332226[/C][/ROW]
[ROW][C]32[/C][C]-0.05774[/C][C]-0.5164[/C][C]0.303485[/C][/ROW]
[ROW][C]33[/C][C]-0.058365[/C][C]-0.522[/C][C]0.301544[/C][/ROW]
[ROW][C]34[/C][C]-0.006294[/C][C]-0.0563[/C][C]0.477623[/C][/ROW]
[ROW][C]35[/C][C]-0.058768[/C][C]-0.5256[/C][C]0.300297[/C][/ROW]
[ROW][C]36[/C][C]0.066785[/C][C]0.5973[/C][C]0.275982[/C][/ROW]
[ROW][C]37[/C][C]-0.065978[/C][C]-0.5901[/C][C]0.278385[/C][/ROW]
[ROW][C]38[/C][C]-0.025439[/C][C]-0.2275[/C][C]0.410294[/C][/ROW]
[ROW][C]39[/C][C]-0.022906[/C][C]-0.2049[/C][C]0.419093[/C][/ROW]
[ROW][C]40[/C][C]0.015628[/C][C]0.1398[/C][C]0.444593[/C][/ROW]
[ROW][C]41[/C][C]-0.020783[/C][C]-0.1859[/C][C]0.4265[/C][/ROW]
[ROW][C]42[/C][C]0.051955[/C][C]0.4647[/C][C]0.321703[/C][/ROW]
[ROW][C]43[/C][C]-0.022012[/C][C]-0.1969[/C][C]0.422209[/C][/ROW]
[ROW][C]44[/C][C]-0.061468[/C][C]-0.5498[/C][C]0.291999[/C][/ROW]
[ROW][C]45[/C][C]-0.000336[/C][C]-0.003[/C][C]0.498804[/C][/ROW]
[ROW][C]46[/C][C]0.033608[/C][C]0.3006[/C][C]0.38225[/C][/ROW]
[ROW][C]47[/C][C]-0.045812[/C][C]-0.4098[/C][C]0.341541[/C][/ROW]
[ROW][C]48[/C][C]-0.032819[/C][C]-0.2935[/C][C]0.384933[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42109&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42109&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	0.958348	8.5717	0
2	-0.021269	-0.1902	0.424803
3	-0.005276	-0.0472	0.481239
4	0.099773	0.8924	0.187427
5	-0.122589	-1.0965	0.138082
6	-0.021052	-0.1883	0.425561
7	-0.023538	-0.2105	0.416894
8	-0.035643	-0.3188	0.375355
9	-0.073303	-0.6556	0.256968
10	-0.013839	-0.1238	0.450901
11	0.029233	0.2615	0.397202
12	-0.026002	-0.2326	0.408346
13	-0.039996	-0.3577	0.36074
14	-0.010373	-0.0928	0.463157
15	0.036265	0.3244	0.373256
16	-0.002178	-0.0195	0.492255
17	-0.062145	-0.5558	0.289936
18	0.032727	0.2927	0.385247
19	-0.073499	-0.6574	0.256406
20	-0.028361	-0.2537	0.4002
21	-0.048479	-0.4336	0.332868
22	0.061129	0.5468	0.293034
23	-0.019247	-0.1722	0.431876
24	0.045048	0.4029	0.344039
25	0.042659	0.3816	0.351901
26	-0.061887	-0.5535	0.290722
27	-0.038974	-0.3486	0.364155
28	-0.064332	-0.5754	0.283316
29	0.003507	0.0314	0.487527
30	-0.072825	-0.6514	0.258337
31	0.048678	0.4354	0.332226
32	-0.05774	-0.5164	0.303485
33	-0.058365	-0.522	0.301544
34	-0.006294	-0.0563	0.477623
35	-0.058768	-0.5256	0.300297
36	0.066785	0.5973	0.275982
37	-0.065978	-0.5901	0.278385
38	-0.025439	-0.2275	0.410294
39	-0.022906	-0.2049	0.419093
40	0.015628	0.1398	0.444593
41	-0.020783	-0.1859	0.4265
42	0.051955	0.4647	0.321703
43	-0.022012	-0.1969	0.422209
44	-0.061468	-0.5498	0.291999
45	-0.000336	-0.003	0.498804
46	0.033608	0.3006	0.38225
47	-0.045812	-0.4098	0.341541
48	-0.032819	-0.2935	0.384933

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