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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 04:17:50 -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/t1244369954qpu9842azbr3edb.htm/, Retrieved Mon, 13 May 2024 03:00:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=42110, Retrieved Mon, 13 May 2024 03:00:00 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

137

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-       [(Partial) Autocorrelation Function] [thomas van eester...] [2009-06-07 10:17:50] [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=42110&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=42110&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42110&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	-0.138815	-1.2338	0.110464
2	0.055817	0.4961	0.310597
3	-0.060723	-0.5397	0.295455
4	0.005054	0.0449	0.482143
5	-0.104975	-0.933	0.176822
6	-0.052563	-0.4672	0.320824
7	0.087922	0.7815	0.218431
8	-0.056034	-0.498	0.30992
9	0.030305	0.2694	0.394178
10	-0.235309	-2.0915	0.019849
11	0.094689	0.8416	0.201271
12	0.065881	0.5856	0.279919
13	-0.152441	-1.3549	0.089652
14	0.021972	0.1953	0.422834
15	-0.054129	-0.4811	0.315883
16	-0.062719	-0.5575	0.289397
17	-0.13882	-1.2339	0.110457
18	0.103105	0.9164	0.181118
19	-0.196437	-1.746	0.042352
20	0.153781	1.3668	0.087776
21	0.010168	0.0904	0.464108
22	0.096507	0.8578	0.196806
23	-0.026887	-0.239	0.405872
24	0.032379	0.2878	0.387131
25	0.057717	0.513	0.304692
26	-0.140386	-1.2478	0.1079
27	0.128612	1.1431	0.128218
28	-0.028709	-0.2552	0.399628
29	0.104923	0.9326	0.176941
30	-0.045544	-0.4048	0.343356
31	1.3e-05	1e-04	0.499954
32	0.025351	0.2253	0.411154
33	-0.057604	-0.512	0.305041
34	0.021881	0.1945	0.423149
35	-0.047366	-0.421	0.337448
36	0.194558	1.7293	0.043833
37	-0.07791	-0.6925	0.245333
38	0.082795	0.7359	0.231987
39	-0.040599	-0.3609	0.359586
40	-0.069408	-0.6169	0.269534
41	-0.111582	-0.9918	0.162172
42	0.076197	0.6773	0.250113
43	-0.006759	-0.0601	0.476125
44	-0.008494	-0.0755	0.470006
45	0.111772	0.9935	0.161761
46	-0.106549	-0.947	0.173255
47	0.027082	0.2407	0.405202
48	-0.001727	-0.0153	0.493898

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.138815 & -1.2338 & 0.110464 \tabularnewline
2 & 0.055817 & 0.4961 & 0.310597 \tabularnewline
3 & -0.060723 & -0.5397 & 0.295455 \tabularnewline
4 & 0.005054 & 0.0449 & 0.482143 \tabularnewline
5 & -0.104975 & -0.933 & 0.176822 \tabularnewline
6 & -0.052563 & -0.4672 & 0.320824 \tabularnewline
7 & 0.087922 & 0.7815 & 0.218431 \tabularnewline
8 & -0.056034 & -0.498 & 0.30992 \tabularnewline
9 & 0.030305 & 0.2694 & 0.394178 \tabularnewline
10 & -0.235309 & -2.0915 & 0.019849 \tabularnewline
11 & 0.094689 & 0.8416 & 0.201271 \tabularnewline
12 & 0.065881 & 0.5856 & 0.279919 \tabularnewline
13 & -0.152441 & -1.3549 & 0.089652 \tabularnewline
14 & 0.021972 & 0.1953 & 0.422834 \tabularnewline
15 & -0.054129 & -0.4811 & 0.315883 \tabularnewline
16 & -0.062719 & -0.5575 & 0.289397 \tabularnewline
17 & -0.13882 & -1.2339 & 0.110457 \tabularnewline
18 & 0.103105 & 0.9164 & 0.181118 \tabularnewline
19 & -0.196437 & -1.746 & 0.042352 \tabularnewline
20 & 0.153781 & 1.3668 & 0.087776 \tabularnewline
21 & 0.010168 & 0.0904 & 0.464108 \tabularnewline
22 & 0.096507 & 0.8578 & 0.196806 \tabularnewline
23 & -0.026887 & -0.239 & 0.405872 \tabularnewline
24 & 0.032379 & 0.2878 & 0.387131 \tabularnewline
25 & 0.057717 & 0.513 & 0.304692 \tabularnewline
26 & -0.140386 & -1.2478 & 0.1079 \tabularnewline
27 & 0.128612 & 1.1431 & 0.128218 \tabularnewline
28 & -0.028709 & -0.2552 & 0.399628 \tabularnewline
29 & 0.104923 & 0.9326 & 0.176941 \tabularnewline
30 & -0.045544 & -0.4048 & 0.343356 \tabularnewline
31 & 1.3e-05 & 1e-04 & 0.499954 \tabularnewline
32 & 0.025351 & 0.2253 & 0.411154 \tabularnewline
33 & -0.057604 & -0.512 & 0.305041 \tabularnewline
34 & 0.021881 & 0.1945 & 0.423149 \tabularnewline
35 & -0.047366 & -0.421 & 0.337448 \tabularnewline
36 & 0.194558 & 1.7293 & 0.043833 \tabularnewline
37 & -0.07791 & -0.6925 & 0.245333 \tabularnewline
38 & 0.082795 & 0.7359 & 0.231987 \tabularnewline
39 & -0.040599 & -0.3609 & 0.359586 \tabularnewline
40 & -0.069408 & -0.6169 & 0.269534 \tabularnewline
41 & -0.111582 & -0.9918 & 0.162172 \tabularnewline
42 & 0.076197 & 0.6773 & 0.250113 \tabularnewline
43 & -0.006759 & -0.0601 & 0.476125 \tabularnewline
44 & -0.008494 & -0.0755 & 0.470006 \tabularnewline
45 & 0.111772 & 0.9935 & 0.161761 \tabularnewline
46 & -0.106549 & -0.947 & 0.173255 \tabularnewline
47 & 0.027082 & 0.2407 & 0.405202 \tabularnewline
48 & -0.001727 & -0.0153 & 0.493898 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42110&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]-0.138815[/C][C]-1.2338[/C][C]0.110464[/C][/ROW]
[ROW][C]2[/C][C]0.055817[/C][C]0.4961[/C][C]0.310597[/C][/ROW]
[ROW][C]3[/C][C]-0.060723[/C][C]-0.5397[/C][C]0.295455[/C][/ROW]
[ROW][C]4[/C][C]0.005054[/C][C]0.0449[/C][C]0.482143[/C][/ROW]
[ROW][C]5[/C][C]-0.104975[/C][C]-0.933[/C][C]0.176822[/C][/ROW]
[ROW][C]6[/C][C]-0.052563[/C][C]-0.4672[/C][C]0.320824[/C][/ROW]
[ROW][C]7[/C][C]0.087922[/C][C]0.7815[/C][C]0.218431[/C][/ROW]
[ROW][C]8[/C][C]-0.056034[/C][C]-0.498[/C][C]0.30992[/C][/ROW]
[ROW][C]9[/C][C]0.030305[/C][C]0.2694[/C][C]0.394178[/C][/ROW]
[ROW][C]10[/C][C]-0.235309[/C][C]-2.0915[/C][C]0.019849[/C][/ROW]
[ROW][C]11[/C][C]0.094689[/C][C]0.8416[/C][C]0.201271[/C][/ROW]
[ROW][C]12[/C][C]0.065881[/C][C]0.5856[/C][C]0.279919[/C][/ROW]
[ROW][C]13[/C][C]-0.152441[/C][C]-1.3549[/C][C]0.089652[/C][/ROW]
[ROW][C]14[/C][C]0.021972[/C][C]0.1953[/C][C]0.422834[/C][/ROW]
[ROW][C]15[/C][C]-0.054129[/C][C]-0.4811[/C][C]0.315883[/C][/ROW]
[ROW][C]16[/C][C]-0.062719[/C][C]-0.5575[/C][C]0.289397[/C][/ROW]
[ROW][C]17[/C][C]-0.13882[/C][C]-1.2339[/C][C]0.110457[/C][/ROW]
[ROW][C]18[/C][C]0.103105[/C][C]0.9164[/C][C]0.181118[/C][/ROW]
[ROW][C]19[/C][C]-0.196437[/C][C]-1.746[/C][C]0.042352[/C][/ROW]
[ROW][C]20[/C][C]0.153781[/C][C]1.3668[/C][C]0.087776[/C][/ROW]
[ROW][C]21[/C][C]0.010168[/C][C]0.0904[/C][C]0.464108[/C][/ROW]
[ROW][C]22[/C][C]0.096507[/C][C]0.8578[/C][C]0.196806[/C][/ROW]
[ROW][C]23[/C][C]-0.026887[/C][C]-0.239[/C][C]0.405872[/C][/ROW]
[ROW][C]24[/C][C]0.032379[/C][C]0.2878[/C][C]0.387131[/C][/ROW]
[ROW][C]25[/C][C]0.057717[/C][C]0.513[/C][C]0.304692[/C][/ROW]
[ROW][C]26[/C][C]-0.140386[/C][C]-1.2478[/C][C]0.1079[/C][/ROW]
[ROW][C]27[/C][C]0.128612[/C][C]1.1431[/C][C]0.128218[/C][/ROW]
[ROW][C]28[/C][C]-0.028709[/C][C]-0.2552[/C][C]0.399628[/C][/ROW]
[ROW][C]29[/C][C]0.104923[/C][C]0.9326[/C][C]0.176941[/C][/ROW]
[ROW][C]30[/C][C]-0.045544[/C][C]-0.4048[/C][C]0.343356[/C][/ROW]
[ROW][C]31[/C][C]1.3e-05[/C][C]1e-04[/C][C]0.499954[/C][/ROW]
[ROW][C]32[/C][C]0.025351[/C][C]0.2253[/C][C]0.411154[/C][/ROW]
[ROW][C]33[/C][C]-0.057604[/C][C]-0.512[/C][C]0.305041[/C][/ROW]
[ROW][C]34[/C][C]0.021881[/C][C]0.1945[/C][C]0.423149[/C][/ROW]
[ROW][C]35[/C][C]-0.047366[/C][C]-0.421[/C][C]0.337448[/C][/ROW]
[ROW][C]36[/C][C]0.194558[/C][C]1.7293[/C][C]0.043833[/C][/ROW]
[ROW][C]37[/C][C]-0.07791[/C][C]-0.6925[/C][C]0.245333[/C][/ROW]
[ROW][C]38[/C][C]0.082795[/C][C]0.7359[/C][C]0.231987[/C][/ROW]
[ROW][C]39[/C][C]-0.040599[/C][C]-0.3609[/C][C]0.359586[/C][/ROW]
[ROW][C]40[/C][C]-0.069408[/C][C]-0.6169[/C][C]0.269534[/C][/ROW]
[ROW][C]41[/C][C]-0.111582[/C][C]-0.9918[/C][C]0.162172[/C][/ROW]
[ROW][C]42[/C][C]0.076197[/C][C]0.6773[/C][C]0.250113[/C][/ROW]
[ROW][C]43[/C][C]-0.006759[/C][C]-0.0601[/C][C]0.476125[/C][/ROW]
[ROW][C]44[/C][C]-0.008494[/C][C]-0.0755[/C][C]0.470006[/C][/ROW]
[ROW][C]45[/C][C]0.111772[/C][C]0.9935[/C][C]0.161761[/C][/ROW]
[ROW][C]46[/C][C]-0.106549[/C][C]-0.947[/C][C]0.173255[/C][/ROW]
[ROW][C]47[/C][C]0.027082[/C][C]0.2407[/C][C]0.405202[/C][/ROW]
[ROW][C]48[/C][C]-0.001727[/C][C]-0.0153[/C][C]0.493898[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42110&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42110&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	-0.138815	-1.2338	0.110464
2	0.055817	0.4961	0.310597
3	-0.060723	-0.5397	0.295455
4	0.005054	0.0449	0.482143
5	-0.104975	-0.933	0.176822
6	-0.052563	-0.4672	0.320824
7	0.087922	0.7815	0.218431
8	-0.056034	-0.498	0.30992
9	0.030305	0.2694	0.394178
10	-0.235309	-2.0915	0.019849
11	0.094689	0.8416	0.201271
12	0.065881	0.5856	0.279919
13	-0.152441	-1.3549	0.089652
14	0.021972	0.1953	0.422834
15	-0.054129	-0.4811	0.315883
16	-0.062719	-0.5575	0.289397
17	-0.13882	-1.2339	0.110457
18	0.103105	0.9164	0.181118
19	-0.196437	-1.746	0.042352
20	0.153781	1.3668	0.087776
21	0.010168	0.0904	0.464108
22	0.096507	0.8578	0.196806
23	-0.026887	-0.239	0.405872
24	0.032379	0.2878	0.387131
25	0.057717	0.513	0.304692
26	-0.140386	-1.2478	0.1079
27	0.128612	1.1431	0.128218
28	-0.028709	-0.2552	0.399628
29	0.104923	0.9326	0.176941
30	-0.045544	-0.4048	0.343356
31	1.3e-05	1e-04	0.499954
32	0.025351	0.2253	0.411154
33	-0.057604	-0.512	0.305041
34	0.021881	0.1945	0.423149
35	-0.047366	-0.421	0.337448
36	0.194558	1.7293	0.043833
37	-0.07791	-0.6925	0.245333
38	0.082795	0.7359	0.231987
39	-0.040599	-0.3609	0.359586
40	-0.069408	-0.6169	0.269534
41	-0.111582	-0.9918	0.162172
42	0.076197	0.6773	0.250113
43	-0.006759	-0.0601	0.476125
44	-0.008494	-0.0755	0.470006
45	0.111772	0.9935	0.161761
46	-0.106549	-0.947	0.173255
47	0.027082	0.2407	0.405202
48	-0.001727	-0.0153	0.493898

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.138815	-1.2338	0.110464
2	0.037265	0.3312	0.370678
3	-0.049104	-0.4364	0.331853
4	-0.011751	-0.1044	0.458542
5	-0.10362	-0.921	0.179929
6	-0.085434	-0.7594	0.224951
7	0.07956	0.7071	0.240778
8	-0.041348	-0.3675	0.357111
9	0.001715	0.0152	0.493937
10	-0.242741	-2.1575	0.017001
11	0.01568	0.1394	0.444756
12	0.123936	1.1016	0.136997
13	-0.176934	-1.5726	0.059902
14	-0.043381	-0.3856	0.350421
15	-0.091703	-0.8151	0.208741
16	-0.124776	-1.109	0.13539
17	-0.112389	-0.9989	0.160438
18	0.000167	0.0015	0.499409
19	-0.266124	-2.3654	0.010232
20	0.023969	0.213	0.415923
21	0.026628	0.2367	0.40676
22	0.066035	0.5869	0.279463
23	-0.124338	-1.1051	0.136226
24	-0.03308	-0.294	0.384758
25	0.062354	0.5542	0.290498
26	-0.198233	-1.7619	0.040975
27	0.055758	0.4956	0.310781
28	0.025962	0.2308	0.40905
29	-0.081025	-0.7202	0.236774
30	0.014297	0.1271	0.449604
31	0.011965	0.1063	0.45779
32	-0.085903	-0.7635	0.223713
33	-0.08234	-0.7319	0.233211
34	-0.013514	-0.1201	0.452348
35	-0.014357	-0.1276	0.449391
36	0.068569	0.6095	0.271985
37	0.082728	0.7353	0.232166
38	0.10576	0.94	0.175037
39	-0.046215	-0.4108	0.341178
40	-0.056436	-0.5016	0.308666
41	-0.056921	-0.5059	0.307158
42	0.042264	0.3757	0.354091
43	-0.012021	-0.1068	0.45759
44	0.060832	0.5407	0.295121
45	0.082512	0.7334	0.232749
46	-0.009348	-0.0831	0.466995
47	0.026046	0.2315	0.408763
48	0.089521	0.7957	0.214301

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.138815 & -1.2338 & 0.110464 \tabularnewline
2 & 0.037265 & 0.3312 & 0.370678 \tabularnewline
3 & -0.049104 & -0.4364 & 0.331853 \tabularnewline
4 & -0.011751 & -0.1044 & 0.458542 \tabularnewline
5 & -0.10362 & -0.921 & 0.179929 \tabularnewline
6 & -0.085434 & -0.7594 & 0.224951 \tabularnewline
7 & 0.07956 & 0.7071 & 0.240778 \tabularnewline
8 & -0.041348 & -0.3675 & 0.357111 \tabularnewline
9 & 0.001715 & 0.0152 & 0.493937 \tabularnewline
10 & -0.242741 & -2.1575 & 0.017001 \tabularnewline
11 & 0.01568 & 0.1394 & 0.444756 \tabularnewline
12 & 0.123936 & 1.1016 & 0.136997 \tabularnewline
13 & -0.176934 & -1.5726 & 0.059902 \tabularnewline
14 & -0.043381 & -0.3856 & 0.350421 \tabularnewline
15 & -0.091703 & -0.8151 & 0.208741 \tabularnewline
16 & -0.124776 & -1.109 & 0.13539 \tabularnewline
17 & -0.112389 & -0.9989 & 0.160438 \tabularnewline
18 & 0.000167 & 0.0015 & 0.499409 \tabularnewline
19 & -0.266124 & -2.3654 & 0.010232 \tabularnewline
20 & 0.023969 & 0.213 & 0.415923 \tabularnewline
21 & 0.026628 & 0.2367 & 0.40676 \tabularnewline
22 & 0.066035 & 0.5869 & 0.279463 \tabularnewline
23 & -0.124338 & -1.1051 & 0.136226 \tabularnewline
24 & -0.03308 & -0.294 & 0.384758 \tabularnewline
25 & 0.062354 & 0.5542 & 0.290498 \tabularnewline
26 & -0.198233 & -1.7619 & 0.040975 \tabularnewline
27 & 0.055758 & 0.4956 & 0.310781 \tabularnewline
28 & 0.025962 & 0.2308 & 0.40905 \tabularnewline
29 & -0.081025 & -0.7202 & 0.236774 \tabularnewline
30 & 0.014297 & 0.1271 & 0.449604 \tabularnewline
31 & 0.011965 & 0.1063 & 0.45779 \tabularnewline
32 & -0.085903 & -0.7635 & 0.223713 \tabularnewline
33 & -0.08234 & -0.7319 & 0.233211 \tabularnewline
34 & -0.013514 & -0.1201 & 0.452348 \tabularnewline
35 & -0.014357 & -0.1276 & 0.449391 \tabularnewline
36 & 0.068569 & 0.6095 & 0.271985 \tabularnewline
37 & 0.082728 & 0.7353 & 0.232166 \tabularnewline
38 & 0.10576 & 0.94 & 0.175037 \tabularnewline
39 & -0.046215 & -0.4108 & 0.341178 \tabularnewline
40 & -0.056436 & -0.5016 & 0.308666 \tabularnewline
41 & -0.056921 & -0.5059 & 0.307158 \tabularnewline
42 & 0.042264 & 0.3757 & 0.354091 \tabularnewline
43 & -0.012021 & -0.1068 & 0.45759 \tabularnewline
44 & 0.060832 & 0.5407 & 0.295121 \tabularnewline
45 & 0.082512 & 0.7334 & 0.232749 \tabularnewline
46 & -0.009348 & -0.0831 & 0.466995 \tabularnewline
47 & 0.026046 & 0.2315 & 0.408763 \tabularnewline
48 & 0.089521 & 0.7957 & 0.214301 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42110&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]-0.138815[/C][C]-1.2338[/C][C]0.110464[/C][/ROW]
[ROW][C]2[/C][C]0.037265[/C][C]0.3312[/C][C]0.370678[/C][/ROW]
[ROW][C]3[/C][C]-0.049104[/C][C]-0.4364[/C][C]0.331853[/C][/ROW]
[ROW][C]4[/C][C]-0.011751[/C][C]-0.1044[/C][C]0.458542[/C][/ROW]
[ROW][C]5[/C][C]-0.10362[/C][C]-0.921[/C][C]0.179929[/C][/ROW]
[ROW][C]6[/C][C]-0.085434[/C][C]-0.7594[/C][C]0.224951[/C][/ROW]
[ROW][C]7[/C][C]0.07956[/C][C]0.7071[/C][C]0.240778[/C][/ROW]
[ROW][C]8[/C][C]-0.041348[/C][C]-0.3675[/C][C]0.357111[/C][/ROW]
[ROW][C]9[/C][C]0.001715[/C][C]0.0152[/C][C]0.493937[/C][/ROW]
[ROW][C]10[/C][C]-0.242741[/C][C]-2.1575[/C][C]0.017001[/C][/ROW]
[ROW][C]11[/C][C]0.01568[/C][C]0.1394[/C][C]0.444756[/C][/ROW]
[ROW][C]12[/C][C]0.123936[/C][C]1.1016[/C][C]0.136997[/C][/ROW]
[ROW][C]13[/C][C]-0.176934[/C][C]-1.5726[/C][C]0.059902[/C][/ROW]
[ROW][C]14[/C][C]-0.043381[/C][C]-0.3856[/C][C]0.350421[/C][/ROW]
[ROW][C]15[/C][C]-0.091703[/C][C]-0.8151[/C][C]0.208741[/C][/ROW]
[ROW][C]16[/C][C]-0.124776[/C][C]-1.109[/C][C]0.13539[/C][/ROW]
[ROW][C]17[/C][C]-0.112389[/C][C]-0.9989[/C][C]0.160438[/C][/ROW]
[ROW][C]18[/C][C]0.000167[/C][C]0.0015[/C][C]0.499409[/C][/ROW]
[ROW][C]19[/C][C]-0.266124[/C][C]-2.3654[/C][C]0.010232[/C][/ROW]
[ROW][C]20[/C][C]0.023969[/C][C]0.213[/C][C]0.415923[/C][/ROW]
[ROW][C]21[/C][C]0.026628[/C][C]0.2367[/C][C]0.40676[/C][/ROW]
[ROW][C]22[/C][C]0.066035[/C][C]0.5869[/C][C]0.279463[/C][/ROW]
[ROW][C]23[/C][C]-0.124338[/C][C]-1.1051[/C][C]0.136226[/C][/ROW]
[ROW][C]24[/C][C]-0.03308[/C][C]-0.294[/C][C]0.384758[/C][/ROW]
[ROW][C]25[/C][C]0.062354[/C][C]0.5542[/C][C]0.290498[/C][/ROW]
[ROW][C]26[/C][C]-0.198233[/C][C]-1.7619[/C][C]0.040975[/C][/ROW]
[ROW][C]27[/C][C]0.055758[/C][C]0.4956[/C][C]0.310781[/C][/ROW]
[ROW][C]28[/C][C]0.025962[/C][C]0.2308[/C][C]0.40905[/C][/ROW]
[ROW][C]29[/C][C]-0.081025[/C][C]-0.7202[/C][C]0.236774[/C][/ROW]
[ROW][C]30[/C][C]0.014297[/C][C]0.1271[/C][C]0.449604[/C][/ROW]
[ROW][C]31[/C][C]0.011965[/C][C]0.1063[/C][C]0.45779[/C][/ROW]
[ROW][C]32[/C][C]-0.085903[/C][C]-0.7635[/C][C]0.223713[/C][/ROW]
[ROW][C]33[/C][C]-0.08234[/C][C]-0.7319[/C][C]0.233211[/C][/ROW]
[ROW][C]34[/C][C]-0.013514[/C][C]-0.1201[/C][C]0.452348[/C][/ROW]
[ROW][C]35[/C][C]-0.014357[/C][C]-0.1276[/C][C]0.449391[/C][/ROW]
[ROW][C]36[/C][C]0.068569[/C][C]0.6095[/C][C]0.271985[/C][/ROW]
[ROW][C]37[/C][C]0.082728[/C][C]0.7353[/C][C]0.232166[/C][/ROW]
[ROW][C]38[/C][C]0.10576[/C][C]0.94[/C][C]0.175037[/C][/ROW]
[ROW][C]39[/C][C]-0.046215[/C][C]-0.4108[/C][C]0.341178[/C][/ROW]
[ROW][C]40[/C][C]-0.056436[/C][C]-0.5016[/C][C]0.308666[/C][/ROW]
[ROW][C]41[/C][C]-0.056921[/C][C]-0.5059[/C][C]0.307158[/C][/ROW]
[ROW][C]42[/C][C]0.042264[/C][C]0.3757[/C][C]0.354091[/C][/ROW]
[ROW][C]43[/C][C]-0.012021[/C][C]-0.1068[/C][C]0.45759[/C][/ROW]
[ROW][C]44[/C][C]0.060832[/C][C]0.5407[/C][C]0.295121[/C][/ROW]
[ROW][C]45[/C][C]0.082512[/C][C]0.7334[/C][C]0.232749[/C][/ROW]
[ROW][C]46[/C][C]-0.009348[/C][C]-0.0831[/C][C]0.466995[/C][/ROW]
[ROW][C]47[/C][C]0.026046[/C][C]0.2315[/C][C]0.408763[/C][/ROW]
[ROW][C]48[/C][C]0.089521[/C][C]0.7957[/C][C]0.214301[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42110&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42110&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	-0.138815	-1.2338	0.110464
2	0.037265	0.3312	0.370678
3	-0.049104	-0.4364	0.331853
4	-0.011751	-0.1044	0.458542
5	-0.10362	-0.921	0.179929
6	-0.085434	-0.7594	0.224951
7	0.07956	0.7071	0.240778
8	-0.041348	-0.3675	0.357111
9	0.001715	0.0152	0.493937
10	-0.242741	-2.1575	0.017001
11	0.01568	0.1394	0.444756
12	0.123936	1.1016	0.136997
13	-0.176934	-1.5726	0.059902
14	-0.043381	-0.3856	0.350421
15	-0.091703	-0.8151	0.208741
16	-0.124776	-1.109	0.13539
17	-0.112389	-0.9989	0.160438
18	0.000167	0.0015	0.499409
19	-0.266124	-2.3654	0.010232
20	0.023969	0.213	0.415923
21	0.026628	0.2367	0.40676
22	0.066035	0.5869	0.279463
23	-0.124338	-1.1051	0.136226
24	-0.03308	-0.294	0.384758
25	0.062354	0.5542	0.290498
26	-0.198233	-1.7619	0.040975
27	0.055758	0.4956	0.310781
28	0.025962	0.2308	0.40905
29	-0.081025	-0.7202	0.236774
30	0.014297	0.1271	0.449604
31	0.011965	0.1063	0.45779
32	-0.085903	-0.7635	0.223713
33	-0.08234	-0.7319	0.233211
34	-0.013514	-0.1201	0.452348
35	-0.014357	-0.1276	0.449391
36	0.068569	0.6095	0.271985
37	0.082728	0.7353	0.232166
38	0.10576	0.94	0.175037
39	-0.046215	-0.4108	0.341178
40	-0.056436	-0.5016	0.308666
41	-0.056921	-0.5059	0.307158
42	0.042264	0.3757	0.354091
43	-0.012021	-0.1068	0.45759
44	0.060832	0.5407	0.295121
45	0.082512	0.7334	0.232749
46	-0.009348	-0.0831	0.466995
47	0.026046	0.2315	0.408763
48	0.089521	0.7957	0.214301

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code