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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 10 Dec 2010 17:20:31 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/10/t1292001507pwa1j99ojkn76up.htm/, Retrieved Mon, 29 Apr 2024 12:21:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107848, Retrieved Mon, 29 Apr 2024 12:21:01 +0000

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

-       [(Partial) Autocorrelation Function] [Paper: PACF 1] [2010-12-10 17:20:31] [5842cf9dd57f9603e676e11284d3404a] [Current]
-   P     [(Partial) Autocorrelation Function] [paper ACF 2] [2010-12-10 17:26:39] [7d64bf19f34ddcdf2626356c9d5bd60d] 
-   P       [(Partial) Autocorrelation Function] [ACF 3] [2010-12-10 17:29:50] [7d64bf19f34ddcdf2626356c9d5bd60d] 
- R P       [(Partial) Autocorrelation Function] [ACF original] [2010-12-10 17:35:01] [7d64bf19f34ddcdf2626356c9d5bd60d] 
-   P         [(Partial) Autocorrelation Function] [ACF 2] [2010-12-10 17:37:10] [7d64bf19f34ddcdf2626356c9d5bd60d] 
-   P           [(Partial) Autocorrelation Function] [ACF 4] [2010-12-10 17:42:26] [7d64bf19f34ddcdf2626356c9d5bd60d] 

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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	3 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 & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107848&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]3 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=107848&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107848&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	3 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.847479	6.5645	0
2	0.623157	4.827	5e-06
3	0.487583	3.7768	0.000184
4	0.455334	3.527	0.000406
5	0.484459	3.7526	0.000198
6	0.48037	3.7209	0.00022
7	0.393236	3.046	0.001722
8	0.241172	1.8681	0.033316
9	0.127405	0.9869	0.163833
10	0.102927	0.7973	0.214218
11	0.180337	1.3969	0.083797
12	0.208859	1.6178	0.055474
13	0.045841	0.3551	0.361885
14	-0.156853	-1.215	0.114567
15	-0.269784	-2.0897	0.020444
16	-0.300147	-2.3249	0.011738
17	-0.280862	-2.1756	0.01677
18	-0.284478	-2.2036	0.015702
19	-0.333705	-2.5849	0.006095
20	-0.430339	-3.3334	0.000737
21	-0.488178	-3.7814	0.000181
22	-0.457789	-3.546	0.000383
23	-0.353113	-2.7352	0.004093
24	-0.289795	-2.2447	0.014242
25	-0.365859	-2.8339	0.003127
26	-0.459705	-3.5609	0.000365
27	-0.483988	-3.749	0.000201
28	-0.437871	-3.3917	0.000617
29	-0.350574	-2.7155	0.004315
30	-0.271034	-2.0994	0.019997
31	-0.23266	-1.8022	0.038271
32	-0.236568	-1.8325	0.035924
33	-0.214589	-1.6622	0.050845
34	-0.133688	-1.0355	0.152286
35	-0.011166	-0.0865	0.465683
36	0.068007	0.5268	0.300145
37	0.042652	0.3304	0.371131
38	0.002906	0.0225	0.491058
39	-0.002943	-0.0228	0.490945
40	0.025458	0.1972	0.42217
41	0.07399	0.5731	0.284352
42	0.112112	0.8684	0.194313
43	0.121038	0.9376	0.176116
44	0.094556	0.7324	0.23338
45	0.0817	0.6328	0.264619
46	0.108389	0.8396	0.202239
47	0.152717	1.1829	0.12075
48	0.176068	1.3638	0.08886

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.847479 & 6.5645 & 0 \tabularnewline
2 & 0.623157 & 4.827 & 5e-06 \tabularnewline
3 & 0.487583 & 3.7768 & 0.000184 \tabularnewline
4 & 0.455334 & 3.527 & 0.000406 \tabularnewline
5 & 0.484459 & 3.7526 & 0.000198 \tabularnewline
6 & 0.48037 & 3.7209 & 0.00022 \tabularnewline
7 & 0.393236 & 3.046 & 0.001722 \tabularnewline
8 & 0.241172 & 1.8681 & 0.033316 \tabularnewline
9 & 0.127405 & 0.9869 & 0.163833 \tabularnewline
10 & 0.102927 & 0.7973 & 0.214218 \tabularnewline
11 & 0.180337 & 1.3969 & 0.083797 \tabularnewline
12 & 0.208859 & 1.6178 & 0.055474 \tabularnewline
13 & 0.045841 & 0.3551 & 0.361885 \tabularnewline
14 & -0.156853 & -1.215 & 0.114567 \tabularnewline
15 & -0.269784 & -2.0897 & 0.020444 \tabularnewline
16 & -0.300147 & -2.3249 & 0.011738 \tabularnewline
17 & -0.280862 & -2.1756 & 0.01677 \tabularnewline
18 & -0.284478 & -2.2036 & 0.015702 \tabularnewline
19 & -0.333705 & -2.5849 & 0.006095 \tabularnewline
20 & -0.430339 & -3.3334 & 0.000737 \tabularnewline
21 & -0.488178 & -3.7814 & 0.000181 \tabularnewline
22 & -0.457789 & -3.546 & 0.000383 \tabularnewline
23 & -0.353113 & -2.7352 & 0.004093 \tabularnewline
24 & -0.289795 & -2.2447 & 0.014242 \tabularnewline
25 & -0.365859 & -2.8339 & 0.003127 \tabularnewline
26 & -0.459705 & -3.5609 & 0.000365 \tabularnewline
27 & -0.483988 & -3.749 & 0.000201 \tabularnewline
28 & -0.437871 & -3.3917 & 0.000617 \tabularnewline
29 & -0.350574 & -2.7155 & 0.004315 \tabularnewline
30 & -0.271034 & -2.0994 & 0.019997 \tabularnewline
31 & -0.23266 & -1.8022 & 0.038271 \tabularnewline
32 & -0.236568 & -1.8325 & 0.035924 \tabularnewline
33 & -0.214589 & -1.6622 & 0.050845 \tabularnewline
34 & -0.133688 & -1.0355 & 0.152286 \tabularnewline
35 & -0.011166 & -0.0865 & 0.465683 \tabularnewline
36 & 0.068007 & 0.5268 & 0.300145 \tabularnewline
37 & 0.042652 & 0.3304 & 0.371131 \tabularnewline
38 & 0.002906 & 0.0225 & 0.491058 \tabularnewline
39 & -0.002943 & -0.0228 & 0.490945 \tabularnewline
40 & 0.025458 & 0.1972 & 0.42217 \tabularnewline
41 & 0.07399 & 0.5731 & 0.284352 \tabularnewline
42 & 0.112112 & 0.8684 & 0.194313 \tabularnewline
43 & 0.121038 & 0.9376 & 0.176116 \tabularnewline
44 & 0.094556 & 0.7324 & 0.23338 \tabularnewline
45 & 0.0817 & 0.6328 & 0.264619 \tabularnewline
46 & 0.108389 & 0.8396 & 0.202239 \tabularnewline
47 & 0.152717 & 1.1829 & 0.12075 \tabularnewline
48 & 0.176068 & 1.3638 & 0.08886 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107848&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]0.847479[/C][C]6.5645[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.623157[/C][C]4.827[/C][C]5e-06[/C][/ROW]
[ROW][C]3[/C][C]0.487583[/C][C]3.7768[/C][C]0.000184[/C][/ROW]
[ROW][C]4[/C][C]0.455334[/C][C]3.527[/C][C]0.000406[/C][/ROW]
[ROW][C]5[/C][C]0.484459[/C][C]3.7526[/C][C]0.000198[/C][/ROW]
[ROW][C]6[/C][C]0.48037[/C][C]3.7209[/C][C]0.00022[/C][/ROW]
[ROW][C]7[/C][C]0.393236[/C][C]3.046[/C][C]0.001722[/C][/ROW]
[ROW][C]8[/C][C]0.241172[/C][C]1.8681[/C][C]0.033316[/C][/ROW]
[ROW][C]9[/C][C]0.127405[/C][C]0.9869[/C][C]0.163833[/C][/ROW]
[ROW][C]10[/C][C]0.102927[/C][C]0.7973[/C][C]0.214218[/C][/ROW]
[ROW][C]11[/C][C]0.180337[/C][C]1.3969[/C][C]0.083797[/C][/ROW]
[ROW][C]12[/C][C]0.208859[/C][C]1.6178[/C][C]0.055474[/C][/ROW]
[ROW][C]13[/C][C]0.045841[/C][C]0.3551[/C][C]0.361885[/C][/ROW]
[ROW][C]14[/C][C]-0.156853[/C][C]-1.215[/C][C]0.114567[/C][/ROW]
[ROW][C]15[/C][C]-0.269784[/C][C]-2.0897[/C][C]0.020444[/C][/ROW]
[ROW][C]16[/C][C]-0.300147[/C][C]-2.3249[/C][C]0.011738[/C][/ROW]
[ROW][C]17[/C][C]-0.280862[/C][C]-2.1756[/C][C]0.01677[/C][/ROW]
[ROW][C]18[/C][C]-0.284478[/C][C]-2.2036[/C][C]0.015702[/C][/ROW]
[ROW][C]19[/C][C]-0.333705[/C][C]-2.5849[/C][C]0.006095[/C][/ROW]
[ROW][C]20[/C][C]-0.430339[/C][C]-3.3334[/C][C]0.000737[/C][/ROW]
[ROW][C]21[/C][C]-0.488178[/C][C]-3.7814[/C][C]0.000181[/C][/ROW]
[ROW][C]22[/C][C]-0.457789[/C][C]-3.546[/C][C]0.000383[/C][/ROW]
[ROW][C]23[/C][C]-0.353113[/C][C]-2.7352[/C][C]0.004093[/C][/ROW]
[ROW][C]24[/C][C]-0.289795[/C][C]-2.2447[/C][C]0.014242[/C][/ROW]
[ROW][C]25[/C][C]-0.365859[/C][C]-2.8339[/C][C]0.003127[/C][/ROW]
[ROW][C]26[/C][C]-0.459705[/C][C]-3.5609[/C][C]0.000365[/C][/ROW]
[ROW][C]27[/C][C]-0.483988[/C][C]-3.749[/C][C]0.000201[/C][/ROW]
[ROW][C]28[/C][C]-0.437871[/C][C]-3.3917[/C][C]0.000617[/C][/ROW]
[ROW][C]29[/C][C]-0.350574[/C][C]-2.7155[/C][C]0.004315[/C][/ROW]
[ROW][C]30[/C][C]-0.271034[/C][C]-2.0994[/C][C]0.019997[/C][/ROW]
[ROW][C]31[/C][C]-0.23266[/C][C]-1.8022[/C][C]0.038271[/C][/ROW]
[ROW][C]32[/C][C]-0.236568[/C][C]-1.8325[/C][C]0.035924[/C][/ROW]
[ROW][C]33[/C][C]-0.214589[/C][C]-1.6622[/C][C]0.050845[/C][/ROW]
[ROW][C]34[/C][C]-0.133688[/C][C]-1.0355[/C][C]0.152286[/C][/ROW]
[ROW][C]35[/C][C]-0.011166[/C][C]-0.0865[/C][C]0.465683[/C][/ROW]
[ROW][C]36[/C][C]0.068007[/C][C]0.5268[/C][C]0.300145[/C][/ROW]
[ROW][C]37[/C][C]0.042652[/C][C]0.3304[/C][C]0.371131[/C][/ROW]
[ROW][C]38[/C][C]0.002906[/C][C]0.0225[/C][C]0.491058[/C][/ROW]
[ROW][C]39[/C][C]-0.002943[/C][C]-0.0228[/C][C]0.490945[/C][/ROW]
[ROW][C]40[/C][C]0.025458[/C][C]0.1972[/C][C]0.42217[/C][/ROW]
[ROW][C]41[/C][C]0.07399[/C][C]0.5731[/C][C]0.284352[/C][/ROW]
[ROW][C]42[/C][C]0.112112[/C][C]0.8684[/C][C]0.194313[/C][/ROW]
[ROW][C]43[/C][C]0.121038[/C][C]0.9376[/C][C]0.176116[/C][/ROW]
[ROW][C]44[/C][C]0.094556[/C][C]0.7324[/C][C]0.23338[/C][/ROW]
[ROW][C]45[/C][C]0.0817[/C][C]0.6328[/C][C]0.264619[/C][/ROW]
[ROW][C]46[/C][C]0.108389[/C][C]0.8396[/C][C]0.202239[/C][/ROW]
[ROW][C]47[/C][C]0.152717[/C][C]1.1829[/C][C]0.12075[/C][/ROW]
[ROW][C]48[/C][C]0.176068[/C][C]1.3638[/C][C]0.08886[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107848&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107848&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	0.847479	6.5645	0
2	0.623157	4.827	5e-06
3	0.487583	3.7768	0.000184
4	0.455334	3.527	0.000406
5	0.484459	3.7526	0.000198
6	0.48037	3.7209	0.00022
7	0.393236	3.046	0.001722
8	0.241172	1.8681	0.033316
9	0.127405	0.9869	0.163833
10	0.102927	0.7973	0.214218
11	0.180337	1.3969	0.083797
12	0.208859	1.6178	0.055474
13	0.045841	0.3551	0.361885
14	-0.156853	-1.215	0.114567
15	-0.269784	-2.0897	0.020444
16	-0.300147	-2.3249	0.011738
17	-0.280862	-2.1756	0.01677
18	-0.284478	-2.2036	0.015702
19	-0.333705	-2.5849	0.006095
20	-0.430339	-3.3334	0.000737
21	-0.488178	-3.7814	0.000181
22	-0.457789	-3.546	0.000383
23	-0.353113	-2.7352	0.004093
24	-0.289795	-2.2447	0.014242
25	-0.365859	-2.8339	0.003127
26	-0.459705	-3.5609	0.000365
27	-0.483988	-3.749	0.000201
28	-0.437871	-3.3917	0.000617
29	-0.350574	-2.7155	0.004315
30	-0.271034	-2.0994	0.019997
31	-0.23266	-1.8022	0.038271
32	-0.236568	-1.8325	0.035924
33	-0.214589	-1.6622	0.050845
34	-0.133688	-1.0355	0.152286
35	-0.011166	-0.0865	0.465683
36	0.068007	0.5268	0.300145
37	0.042652	0.3304	0.371131
38	0.002906	0.0225	0.491058
39	-0.002943	-0.0228	0.490945
40	0.025458	0.1972	0.42217
41	0.07399	0.5731	0.284352
42	0.112112	0.8684	0.194313
43	0.121038	0.9376	0.176116
44	0.094556	0.7324	0.23338
45	0.0817	0.6328	0.264619
46	0.108389	0.8396	0.202239
47	0.152717	1.1829	0.12075
48	0.176068	1.3638	0.08886

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.847479	6.5645	0
2	-0.337371	-2.6133	0.00566
3	0.269177	2.085	0.020664
4	0.132376	1.0254	0.154649
5	0.15866	1.229	0.11194
6	-0.083458	-0.6465	0.260222
7	-0.127133	-0.9848	0.164345
8	-0.185983	-1.4406	0.077446
9	0.057014	0.4416	0.330174
10	0.027747	0.2149	0.415277
11	0.264025	2.0451	0.022617
12	-0.278269	-2.1555	0.017574
13	-0.490763	-3.8014	0.000169
14	0.094832	0.7346	0.232732
15	0.065604	0.5082	0.306599
16	-0.19621	-1.5198	0.066902
17	-0.085988	-0.6661	0.253963
18	-0.13193	-1.0219	0.155459
19	0.180976	1.4018	0.083058
20	-0.08255	-0.6394	0.262488
21	0.040059	0.3103	0.378705
22	-0.033513	-0.2596	0.398034
23	-0.040465	-0.3134	0.377517
24	-0.003113	-0.0241	0.490422
25	-0.046798	-0.3625	0.359128
26	-0.055988	-0.4337	0.333039
27	-0.055935	-0.4333	0.333186
28	-0.032343	-0.2505	0.401519
29	0.095724	0.7415	0.230649
30	0.01178	0.0913	0.463799
31	-0.018416	-0.1427	0.443521
32	0.048859	0.3785	0.353212
33	0.056512	0.4377	0.331572
34	-0.060487	-0.4685	0.320551
35	-0.014594	-0.113	0.455186
36	-0.033802	-0.2618	0.397174
37	0.00665	0.0515	0.479545
38	-0.043572	-0.3375	0.368455
39	-0.12018	-0.9309	0.177816
40	-0.058511	-0.4532	0.326011
41	-0.063137	-0.4891	0.313293
42	-0.036121	-0.2798	0.3903
43	0.011832	0.0917	0.46364
44	-0.087206	-0.6755	0.250977
45	-0.066145	-0.5124	0.305142
46	0.011036	0.0855	0.466079
47	-0.05223	-0.4046	0.343616
48	0.123959	0.9602	0.170408

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.847479 & 6.5645 & 0 \tabularnewline
2 & -0.337371 & -2.6133 & 0.00566 \tabularnewline
3 & 0.269177 & 2.085 & 0.020664 \tabularnewline
4 & 0.132376 & 1.0254 & 0.154649 \tabularnewline
5 & 0.15866 & 1.229 & 0.11194 \tabularnewline
6 & -0.083458 & -0.6465 & 0.260222 \tabularnewline
7 & -0.127133 & -0.9848 & 0.164345 \tabularnewline
8 & -0.185983 & -1.4406 & 0.077446 \tabularnewline
9 & 0.057014 & 0.4416 & 0.330174 \tabularnewline
10 & 0.027747 & 0.2149 & 0.415277 \tabularnewline
11 & 0.264025 & 2.0451 & 0.022617 \tabularnewline
12 & -0.278269 & -2.1555 & 0.017574 \tabularnewline
13 & -0.490763 & -3.8014 & 0.000169 \tabularnewline
14 & 0.094832 & 0.7346 & 0.232732 \tabularnewline
15 & 0.065604 & 0.5082 & 0.306599 \tabularnewline
16 & -0.19621 & -1.5198 & 0.066902 \tabularnewline
17 & -0.085988 & -0.6661 & 0.253963 \tabularnewline
18 & -0.13193 & -1.0219 & 0.155459 \tabularnewline
19 & 0.180976 & 1.4018 & 0.083058 \tabularnewline
20 & -0.08255 & -0.6394 & 0.262488 \tabularnewline
21 & 0.040059 & 0.3103 & 0.378705 \tabularnewline
22 & -0.033513 & -0.2596 & 0.398034 \tabularnewline
23 & -0.040465 & -0.3134 & 0.377517 \tabularnewline
24 & -0.003113 & -0.0241 & 0.490422 \tabularnewline
25 & -0.046798 & -0.3625 & 0.359128 \tabularnewline
26 & -0.055988 & -0.4337 & 0.333039 \tabularnewline
27 & -0.055935 & -0.4333 & 0.333186 \tabularnewline
28 & -0.032343 & -0.2505 & 0.401519 \tabularnewline
29 & 0.095724 & 0.7415 & 0.230649 \tabularnewline
30 & 0.01178 & 0.0913 & 0.463799 \tabularnewline
31 & -0.018416 & -0.1427 & 0.443521 \tabularnewline
32 & 0.048859 & 0.3785 & 0.353212 \tabularnewline
33 & 0.056512 & 0.4377 & 0.331572 \tabularnewline
34 & -0.060487 & -0.4685 & 0.320551 \tabularnewline
35 & -0.014594 & -0.113 & 0.455186 \tabularnewline
36 & -0.033802 & -0.2618 & 0.397174 \tabularnewline
37 & 0.00665 & 0.0515 & 0.479545 \tabularnewline
38 & -0.043572 & -0.3375 & 0.368455 \tabularnewline
39 & -0.12018 & -0.9309 & 0.177816 \tabularnewline
40 & -0.058511 & -0.4532 & 0.326011 \tabularnewline
41 & -0.063137 & -0.4891 & 0.313293 \tabularnewline
42 & -0.036121 & -0.2798 & 0.3903 \tabularnewline
43 & 0.011832 & 0.0917 & 0.46364 \tabularnewline
44 & -0.087206 & -0.6755 & 0.250977 \tabularnewline
45 & -0.066145 & -0.5124 & 0.305142 \tabularnewline
46 & 0.011036 & 0.0855 & 0.466079 \tabularnewline
47 & -0.05223 & -0.4046 & 0.343616 \tabularnewline
48 & 0.123959 & 0.9602 & 0.170408 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107848&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]0.847479[/C][C]6.5645[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.337371[/C][C]-2.6133[/C][C]0.00566[/C][/ROW]
[ROW][C]3[/C][C]0.269177[/C][C]2.085[/C][C]0.020664[/C][/ROW]
[ROW][C]4[/C][C]0.132376[/C][C]1.0254[/C][C]0.154649[/C][/ROW]
[ROW][C]5[/C][C]0.15866[/C][C]1.229[/C][C]0.11194[/C][/ROW]
[ROW][C]6[/C][C]-0.083458[/C][C]-0.6465[/C][C]0.260222[/C][/ROW]
[ROW][C]7[/C][C]-0.127133[/C][C]-0.9848[/C][C]0.164345[/C][/ROW]
[ROW][C]8[/C][C]-0.185983[/C][C]-1.4406[/C][C]0.077446[/C][/ROW]
[ROW][C]9[/C][C]0.057014[/C][C]0.4416[/C][C]0.330174[/C][/ROW]
[ROW][C]10[/C][C]0.027747[/C][C]0.2149[/C][C]0.415277[/C][/ROW]
[ROW][C]11[/C][C]0.264025[/C][C]2.0451[/C][C]0.022617[/C][/ROW]
[ROW][C]12[/C][C]-0.278269[/C][C]-2.1555[/C][C]0.017574[/C][/ROW]
[ROW][C]13[/C][C]-0.490763[/C][C]-3.8014[/C][C]0.000169[/C][/ROW]
[ROW][C]14[/C][C]0.094832[/C][C]0.7346[/C][C]0.232732[/C][/ROW]
[ROW][C]15[/C][C]0.065604[/C][C]0.5082[/C][C]0.306599[/C][/ROW]
[ROW][C]16[/C][C]-0.19621[/C][C]-1.5198[/C][C]0.066902[/C][/ROW]
[ROW][C]17[/C][C]-0.085988[/C][C]-0.6661[/C][C]0.253963[/C][/ROW]
[ROW][C]18[/C][C]-0.13193[/C][C]-1.0219[/C][C]0.155459[/C][/ROW]
[ROW][C]19[/C][C]0.180976[/C][C]1.4018[/C][C]0.083058[/C][/ROW]
[ROW][C]20[/C][C]-0.08255[/C][C]-0.6394[/C][C]0.262488[/C][/ROW]
[ROW][C]21[/C][C]0.040059[/C][C]0.3103[/C][C]0.378705[/C][/ROW]
[ROW][C]22[/C][C]-0.033513[/C][C]-0.2596[/C][C]0.398034[/C][/ROW]
[ROW][C]23[/C][C]-0.040465[/C][C]-0.3134[/C][C]0.377517[/C][/ROW]
[ROW][C]24[/C][C]-0.003113[/C][C]-0.0241[/C][C]0.490422[/C][/ROW]
[ROW][C]25[/C][C]-0.046798[/C][C]-0.3625[/C][C]0.359128[/C][/ROW]
[ROW][C]26[/C][C]-0.055988[/C][C]-0.4337[/C][C]0.333039[/C][/ROW]
[ROW][C]27[/C][C]-0.055935[/C][C]-0.4333[/C][C]0.333186[/C][/ROW]
[ROW][C]28[/C][C]-0.032343[/C][C]-0.2505[/C][C]0.401519[/C][/ROW]
[ROW][C]29[/C][C]0.095724[/C][C]0.7415[/C][C]0.230649[/C][/ROW]
[ROW][C]30[/C][C]0.01178[/C][C]0.0913[/C][C]0.463799[/C][/ROW]
[ROW][C]31[/C][C]-0.018416[/C][C]-0.1427[/C][C]0.443521[/C][/ROW]
[ROW][C]32[/C][C]0.048859[/C][C]0.3785[/C][C]0.353212[/C][/ROW]
[ROW][C]33[/C][C]0.056512[/C][C]0.4377[/C][C]0.331572[/C][/ROW]
[ROW][C]34[/C][C]-0.060487[/C][C]-0.4685[/C][C]0.320551[/C][/ROW]
[ROW][C]35[/C][C]-0.014594[/C][C]-0.113[/C][C]0.455186[/C][/ROW]
[ROW][C]36[/C][C]-0.033802[/C][C]-0.2618[/C][C]0.397174[/C][/ROW]
[ROW][C]37[/C][C]0.00665[/C][C]0.0515[/C][C]0.479545[/C][/ROW]
[ROW][C]38[/C][C]-0.043572[/C][C]-0.3375[/C][C]0.368455[/C][/ROW]
[ROW][C]39[/C][C]-0.12018[/C][C]-0.9309[/C][C]0.177816[/C][/ROW]
[ROW][C]40[/C][C]-0.058511[/C][C]-0.4532[/C][C]0.326011[/C][/ROW]
[ROW][C]41[/C][C]-0.063137[/C][C]-0.4891[/C][C]0.313293[/C][/ROW]
[ROW][C]42[/C][C]-0.036121[/C][C]-0.2798[/C][C]0.3903[/C][/ROW]
[ROW][C]43[/C][C]0.011832[/C][C]0.0917[/C][C]0.46364[/C][/ROW]
[ROW][C]44[/C][C]-0.087206[/C][C]-0.6755[/C][C]0.250977[/C][/ROW]
[ROW][C]45[/C][C]-0.066145[/C][C]-0.5124[/C][C]0.305142[/C][/ROW]
[ROW][C]46[/C][C]0.011036[/C][C]0.0855[/C][C]0.466079[/C][/ROW]
[ROW][C]47[/C][C]-0.05223[/C][C]-0.4046[/C][C]0.343616[/C][/ROW]
[ROW][C]48[/C][C]0.123959[/C][C]0.9602[/C][C]0.170408[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107848&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107848&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	0.847479	6.5645	0
2	-0.337371	-2.6133	0.00566
3	0.269177	2.085	0.020664
4	0.132376	1.0254	0.154649
5	0.15866	1.229	0.11194
6	-0.083458	-0.6465	0.260222
7	-0.127133	-0.9848	0.164345
8	-0.185983	-1.4406	0.077446
9	0.057014	0.4416	0.330174
10	0.027747	0.2149	0.415277
11	0.264025	2.0451	0.022617
12	-0.278269	-2.1555	0.017574
13	-0.490763	-3.8014	0.000169
14	0.094832	0.7346	0.232732
15	0.065604	0.5082	0.306599
16	-0.19621	-1.5198	0.066902
17	-0.085988	-0.6661	0.253963
18	-0.13193	-1.0219	0.155459
19	0.180976	1.4018	0.083058
20	-0.08255	-0.6394	0.262488
21	0.040059	0.3103	0.378705
22	-0.033513	-0.2596	0.398034
23	-0.040465	-0.3134	0.377517
24	-0.003113	-0.0241	0.490422
25	-0.046798	-0.3625	0.359128
26	-0.055988	-0.4337	0.333039
27	-0.055935	-0.4333	0.333186
28	-0.032343	-0.2505	0.401519
29	0.095724	0.7415	0.230649
30	0.01178	0.0913	0.463799
31	-0.018416	-0.1427	0.443521
32	0.048859	0.3785	0.353212
33	0.056512	0.4377	0.331572
34	-0.060487	-0.4685	0.320551
35	-0.014594	-0.113	0.455186
36	-0.033802	-0.2618	0.397174
37	0.00665	0.0515	0.479545
38	-0.043572	-0.3375	0.368455
39	-0.12018	-0.9309	0.177816
40	-0.058511	-0.4532	0.326011
41	-0.063137	-0.4891	0.313293
42	-0.036121	-0.2798	0.3903
43	0.011832	0.0917	0.46364
44	-0.087206	-0.6755	0.250977
45	-0.066145	-0.5124	0.305142
46	0.011036	0.0855	0.466079
47	-0.05223	-0.4046	0.343616
48	0.123959	0.9602	0.170408

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 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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