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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 14 Dec 2010 10:47:49 +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/14/t1292323574pqcpd338xy1moja.htm/, Retrieved Thu, 02 May 2024 21:39:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109381, Retrieved Thu, 02 May 2024 21:39:35 +0000

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User-defined keywords

Estimated Impact

137

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

-     [(Partial) Autocorrelation Function] [Faillissementen V...] [2010-12-14 08:51:21] [13c73ac943380855a1c72833078e44d2]
-   P   [(Partial) Autocorrelation Function] [Faillissementen V...] [2010-12-14 09:09:28] [13c73ac943380855a1c72833078e44d2]
- RMP     [Spectral Analysis] [Faillissementen V...] [2010-12-14 09:27:52] [13c73ac943380855a1c72833078e44d2]
- RMPD      [(Partial) Autocorrelation Function] [Faillissementen W...] [2010-12-14 10:11:32] [049b50ae610f671f7417ed8e2d1295c1]
- RM          [Spectral Analysis] [Faillissementen W...] [2010-12-14 10:17:19] [049b50ae610f671f7417ed8e2d1295c1]
- RM D            [(Partial) Autocorrelation Function] [Faillissementen B...] [2010-12-14 10:47:49] [dcc54e7e6e8c80b7c45e040080afe6ab] [Current]
-                   [(Partial) Autocorrelation Function] [Faillissementen B...] [2010-12-14 10:50:13] [3074aa973ede76ac75d398946b01602f] 
-                   [(Partial) Autocorrelation Function] [Faillissementen B...] [2010-12-14 10:53:33] [3074aa973ede76ac75d398946b01602f] 

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Dataseries X:

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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109381&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109381&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109381&T=0

As an alternative you can also use a QR Code:

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

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

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.024721	0.2098	0.417223
2	-0.156379	-1.3269	0.094365
3	0.186824	1.5853	0.058646
4	0.062012	0.5262	0.300186
5	0.086723	0.7359	0.2321
6	0.303902	2.5787	0.005981
7	0.040101	0.3403	0.367321
8	0.016417	0.1393	0.444799
9	0.183418	1.5564	0.062005
10	-0.192208	-1.6309	0.053635
11	0.078459	0.6657	0.253849
12	0.54846	4.6538	7e-06
13	0.02015	0.171	0.432361
14	-0.119421	-1.0133	0.157151
15	0.029462	0.25	0.401651
16	-0.007156	-0.0607	0.475875
17	0.073766	0.6259	0.266673
18	0.193938	1.6456	0.052101
19	-0.046374	-0.3935	0.347559
20	-0.002036	-0.0173	0.493132
21	0.073717	0.6255	0.266808
22	-0.176231	-1.4954	0.069594
23	-0.045796	-0.3886	0.349364
24	0.286481	2.4309	0.008777
25	0.027052	0.2295	0.409549
26	-0.133109	-1.1295	0.131224
27	-0.062521	-0.5305	0.298696
28	-0.09074	-0.77	0.221924
29	0.006525	0.0554	0.477998
30	0.1228	1.042	0.150451
31	-0.019663	-0.1668	0.433978
32	-0.129346	-1.0975	0.138032
33	0.063644	0.54	0.295419
34	-0.122663	-1.0408	0.150719
35	-0.095723	-0.8122	0.209666
36	0.163806	1.3899	0.084415
37	0.031954	0.2711	0.393529
38	-0.182075	-1.545	0.063371
39	-0.085395	-0.7246	0.235523
40	-0.050978	-0.4326	0.333311
41	-0.079662	-0.676	0.250618
42	0.101932	0.8649	0.194976
43	-0.060272	-0.5114	0.30531
44	-0.075249	-0.6385	0.262584
45	-0.028042	-0.2379	0.406301
46	-0.085901	-0.7289	0.234216
47	-0.129041	-1.095	0.138594
48	0.068272	0.5793	0.282096

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.024721 & 0.2098 & 0.417223 \tabularnewline
2 & -0.156379 & -1.3269 & 0.094365 \tabularnewline
3 & 0.186824 & 1.5853 & 0.058646 \tabularnewline
4 & 0.062012 & 0.5262 & 0.300186 \tabularnewline
5 & 0.086723 & 0.7359 & 0.2321 \tabularnewline
6 & 0.303902 & 2.5787 & 0.005981 \tabularnewline
7 & 0.040101 & 0.3403 & 0.367321 \tabularnewline
8 & 0.016417 & 0.1393 & 0.444799 \tabularnewline
9 & 0.183418 & 1.5564 & 0.062005 \tabularnewline
10 & -0.192208 & -1.6309 & 0.053635 \tabularnewline
11 & 0.078459 & 0.6657 & 0.253849 \tabularnewline
12 & 0.54846 & 4.6538 & 7e-06 \tabularnewline
13 & 0.02015 & 0.171 & 0.432361 \tabularnewline
14 & -0.119421 & -1.0133 & 0.157151 \tabularnewline
15 & 0.029462 & 0.25 & 0.401651 \tabularnewline
16 & -0.007156 & -0.0607 & 0.475875 \tabularnewline
17 & 0.073766 & 0.6259 & 0.266673 \tabularnewline
18 & 0.193938 & 1.6456 & 0.052101 \tabularnewline
19 & -0.046374 & -0.3935 & 0.347559 \tabularnewline
20 & -0.002036 & -0.0173 & 0.493132 \tabularnewline
21 & 0.073717 & 0.6255 & 0.266808 \tabularnewline
22 & -0.176231 & -1.4954 & 0.069594 \tabularnewline
23 & -0.045796 & -0.3886 & 0.349364 \tabularnewline
24 & 0.286481 & 2.4309 & 0.008777 \tabularnewline
25 & 0.027052 & 0.2295 & 0.409549 \tabularnewline
26 & -0.133109 & -1.1295 & 0.131224 \tabularnewline
27 & -0.062521 & -0.5305 & 0.298696 \tabularnewline
28 & -0.09074 & -0.77 & 0.221924 \tabularnewline
29 & 0.006525 & 0.0554 & 0.477998 \tabularnewline
30 & 0.1228 & 1.042 & 0.150451 \tabularnewline
31 & -0.019663 & -0.1668 & 0.433978 \tabularnewline
32 & -0.129346 & -1.0975 & 0.138032 \tabularnewline
33 & 0.063644 & 0.54 & 0.295419 \tabularnewline
34 & -0.122663 & -1.0408 & 0.150719 \tabularnewline
35 & -0.095723 & -0.8122 & 0.209666 \tabularnewline
36 & 0.163806 & 1.3899 & 0.084415 \tabularnewline
37 & 0.031954 & 0.2711 & 0.393529 \tabularnewline
38 & -0.182075 & -1.545 & 0.063371 \tabularnewline
39 & -0.085395 & -0.7246 & 0.235523 \tabularnewline
40 & -0.050978 & -0.4326 & 0.333311 \tabularnewline
41 & -0.079662 & -0.676 & 0.250618 \tabularnewline
42 & 0.101932 & 0.8649 & 0.194976 \tabularnewline
43 & -0.060272 & -0.5114 & 0.30531 \tabularnewline
44 & -0.075249 & -0.6385 & 0.262584 \tabularnewline
45 & -0.028042 & -0.2379 & 0.406301 \tabularnewline
46 & -0.085901 & -0.7289 & 0.234216 \tabularnewline
47 & -0.129041 & -1.095 & 0.138594 \tabularnewline
48 & 0.068272 & 0.5793 & 0.282096 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109381&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]0.024721[/C][C]0.2098[/C][C]0.417223[/C][/ROW]
[ROW][C]2[/C][C]-0.156379[/C][C]-1.3269[/C][C]0.094365[/C][/ROW]
[ROW][C]3[/C][C]0.186824[/C][C]1.5853[/C][C]0.058646[/C][/ROW]
[ROW][C]4[/C][C]0.062012[/C][C]0.5262[/C][C]0.300186[/C][/ROW]
[ROW][C]5[/C][C]0.086723[/C][C]0.7359[/C][C]0.2321[/C][/ROW]
[ROW][C]6[/C][C]0.303902[/C][C]2.5787[/C][C]0.005981[/C][/ROW]
[ROW][C]7[/C][C]0.040101[/C][C]0.3403[/C][C]0.367321[/C][/ROW]
[ROW][C]8[/C][C]0.016417[/C][C]0.1393[/C][C]0.444799[/C][/ROW]
[ROW][C]9[/C][C]0.183418[/C][C]1.5564[/C][C]0.062005[/C][/ROW]
[ROW][C]10[/C][C]-0.192208[/C][C]-1.6309[/C][C]0.053635[/C][/ROW]
[ROW][C]11[/C][C]0.078459[/C][C]0.6657[/C][C]0.253849[/C][/ROW]
[ROW][C]12[/C][C]0.54846[/C][C]4.6538[/C][C]7e-06[/C][/ROW]
[ROW][C]13[/C][C]0.02015[/C][C]0.171[/C][C]0.432361[/C][/ROW]
[ROW][C]14[/C][C]-0.119421[/C][C]-1.0133[/C][C]0.157151[/C][/ROW]
[ROW][C]15[/C][C]0.029462[/C][C]0.25[/C][C]0.401651[/C][/ROW]
[ROW][C]16[/C][C]-0.007156[/C][C]-0.0607[/C][C]0.475875[/C][/ROW]
[ROW][C]17[/C][C]0.073766[/C][C]0.6259[/C][C]0.266673[/C][/ROW]
[ROW][C]18[/C][C]0.193938[/C][C]1.6456[/C][C]0.052101[/C][/ROW]
[ROW][C]19[/C][C]-0.046374[/C][C]-0.3935[/C][C]0.347559[/C][/ROW]
[ROW][C]20[/C][C]-0.002036[/C][C]-0.0173[/C][C]0.493132[/C][/ROW]
[ROW][C]21[/C][C]0.073717[/C][C]0.6255[/C][C]0.266808[/C][/ROW]
[ROW][C]22[/C][C]-0.176231[/C][C]-1.4954[/C][C]0.069594[/C][/ROW]
[ROW][C]23[/C][C]-0.045796[/C][C]-0.3886[/C][C]0.349364[/C][/ROW]
[ROW][C]24[/C][C]0.286481[/C][C]2.4309[/C][C]0.008777[/C][/ROW]
[ROW][C]25[/C][C]0.027052[/C][C]0.2295[/C][C]0.409549[/C][/ROW]
[ROW][C]26[/C][C]-0.133109[/C][C]-1.1295[/C][C]0.131224[/C][/ROW]
[ROW][C]27[/C][C]-0.062521[/C][C]-0.5305[/C][C]0.298696[/C][/ROW]
[ROW][C]28[/C][C]-0.09074[/C][C]-0.77[/C][C]0.221924[/C][/ROW]
[ROW][C]29[/C][C]0.006525[/C][C]0.0554[/C][C]0.477998[/C][/ROW]
[ROW][C]30[/C][C]0.1228[/C][C]1.042[/C][C]0.150451[/C][/ROW]
[ROW][C]31[/C][C]-0.019663[/C][C]-0.1668[/C][C]0.433978[/C][/ROW]
[ROW][C]32[/C][C]-0.129346[/C][C]-1.0975[/C][C]0.138032[/C][/ROW]
[ROW][C]33[/C][C]0.063644[/C][C]0.54[/C][C]0.295419[/C][/ROW]
[ROW][C]34[/C][C]-0.122663[/C][C]-1.0408[/C][C]0.150719[/C][/ROW]
[ROW][C]35[/C][C]-0.095723[/C][C]-0.8122[/C][C]0.209666[/C][/ROW]
[ROW][C]36[/C][C]0.163806[/C][C]1.3899[/C][C]0.084415[/C][/ROW]
[ROW][C]37[/C][C]0.031954[/C][C]0.2711[/C][C]0.393529[/C][/ROW]
[ROW][C]38[/C][C]-0.182075[/C][C]-1.545[/C][C]0.063371[/C][/ROW]
[ROW][C]39[/C][C]-0.085395[/C][C]-0.7246[/C][C]0.235523[/C][/ROW]
[ROW][C]40[/C][C]-0.050978[/C][C]-0.4326[/C][C]0.333311[/C][/ROW]
[ROW][C]41[/C][C]-0.079662[/C][C]-0.676[/C][C]0.250618[/C][/ROW]
[ROW][C]42[/C][C]0.101932[/C][C]0.8649[/C][C]0.194976[/C][/ROW]
[ROW][C]43[/C][C]-0.060272[/C][C]-0.5114[/C][C]0.30531[/C][/ROW]
[ROW][C]44[/C][C]-0.075249[/C][C]-0.6385[/C][C]0.262584[/C][/ROW]
[ROW][C]45[/C][C]-0.028042[/C][C]-0.2379[/C][C]0.406301[/C][/ROW]
[ROW][C]46[/C][C]-0.085901[/C][C]-0.7289[/C][C]0.234216[/C][/ROW]
[ROW][C]47[/C][C]-0.129041[/C][C]-1.095[/C][C]0.138594[/C][/ROW]
[ROW][C]48[/C][C]0.068272[/C][C]0.5793[/C][C]0.282096[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109381&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109381&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	0.024721	0.2098	0.417223
2	-0.156379	-1.3269	0.094365
3	0.186824	1.5853	0.058646
4	0.062012	0.5262	0.300186
5	0.086723	0.7359	0.2321
6	0.303902	2.5787	0.005981
7	0.040101	0.3403	0.367321
8	0.016417	0.1393	0.444799
9	0.183418	1.5564	0.062005
10	-0.192208	-1.6309	0.053635
11	0.078459	0.6657	0.253849
12	0.54846	4.6538	7e-06
13	0.02015	0.171	0.432361
14	-0.119421	-1.0133	0.157151
15	0.029462	0.25	0.401651
16	-0.007156	-0.0607	0.475875
17	0.073766	0.6259	0.266673
18	0.193938	1.6456	0.052101
19	-0.046374	-0.3935	0.347559
20	-0.002036	-0.0173	0.493132
21	0.073717	0.6255	0.266808
22	-0.176231	-1.4954	0.069594
23	-0.045796	-0.3886	0.349364
24	0.286481	2.4309	0.008777
25	0.027052	0.2295	0.409549
26	-0.133109	-1.1295	0.131224
27	-0.062521	-0.5305	0.298696
28	-0.09074	-0.77	0.221924
29	0.006525	0.0554	0.477998
30	0.1228	1.042	0.150451
31	-0.019663	-0.1668	0.433978
32	-0.129346	-1.0975	0.138032
33	0.063644	0.54	0.295419
34	-0.122663	-1.0408	0.150719
35	-0.095723	-0.8122	0.209666
36	0.163806	1.3899	0.084415
37	0.031954	0.2711	0.393529
38	-0.182075	-1.545	0.063371
39	-0.085395	-0.7246	0.235523
40	-0.050978	-0.4326	0.333311
41	-0.079662	-0.676	0.250618
42	0.101932	0.8649	0.194976
43	-0.060272	-0.5114	0.30531
44	-0.075249	-0.6385	0.262584
45	-0.028042	-0.2379	0.406301
46	-0.085901	-0.7289	0.234216
47	-0.129041	-1.095	0.138594
48	0.068272	0.5793	0.282096

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.024721	0.2098	0.417223
2	-0.157086	-1.3329	0.093381
3	0.200241	1.6991	0.046809
4	0.021783	0.1848	0.426939
5	0.153544	1.3029	0.098387
6	0.293129	2.4873	0.007595
7	0.055557	0.4714	0.319384
8	0.093083	0.7898	0.216109
9	0.103599	0.8791	0.191144
10	-0.285509	-2.4226	0.008963
11	0.058011	0.4922	0.312023
12	0.41048	3.483	0.000424
13	0.058178	0.4937	0.311525
14	-0.006429	-0.0546	0.478322
15	-0.180236	-1.5294	0.065279
16	-0.073408	-0.6229	0.267664
17	-0.055039	-0.467	0.320949
18	-0.041084	-0.3486	0.3642
19	-0.01854	-0.1573	0.437717
20	0.000208	0.0018	0.499299
21	-0.004233	-0.0359	0.485723
22	-0.011439	-0.0971	0.461472
23	-0.172154	-1.4608	0.074214
24	-0.017989	-0.1526	0.439555
25	0.011503	0.0976	0.461259
26	0.003396	0.0288	0.488546
27	0.010071	0.0855	0.466067
28	-0.059427	-0.5043	0.307811
29	-0.048414	-0.4108	0.341216
30	0.014927	0.1267	0.449781
31	0.077524	0.6578	0.256378
32	-0.099767	-0.8466	0.200024
33	0.090391	0.767	0.222797
34	0.027017	0.2292	0.409663
35	0.036397	0.3088	0.379168
36	0.001338	0.0114	0.495487
37	-0.024236	-0.2056	0.418822
38	-0.12803	-1.0864	0.140469
39	-0.03947	-0.3349	0.369332
40	0.044701	0.3793	0.35279
41	-0.032448	-0.2753	0.391927
42	-0.016968	-0.144	0.442959
43	-0.061005	-0.5176	0.303145
44	0.131087	1.1123	0.134852
45	-0.12803	-1.0864	0.14047
46	0.012502	0.1061	0.457905
47	-0.110452	-0.9372	0.175891
48	-0.041032	-0.3482	0.364366

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.024721 & 0.2098 & 0.417223 \tabularnewline
2 & -0.157086 & -1.3329 & 0.093381 \tabularnewline
3 & 0.200241 & 1.6991 & 0.046809 \tabularnewline
4 & 0.021783 & 0.1848 & 0.426939 \tabularnewline
5 & 0.153544 & 1.3029 & 0.098387 \tabularnewline
6 & 0.293129 & 2.4873 & 0.007595 \tabularnewline
7 & 0.055557 & 0.4714 & 0.319384 \tabularnewline
8 & 0.093083 & 0.7898 & 0.216109 \tabularnewline
9 & 0.103599 & 0.8791 & 0.191144 \tabularnewline
10 & -0.285509 & -2.4226 & 0.008963 \tabularnewline
11 & 0.058011 & 0.4922 & 0.312023 \tabularnewline
12 & 0.41048 & 3.483 & 0.000424 \tabularnewline
13 & 0.058178 & 0.4937 & 0.311525 \tabularnewline
14 & -0.006429 & -0.0546 & 0.478322 \tabularnewline
15 & -0.180236 & -1.5294 & 0.065279 \tabularnewline
16 & -0.073408 & -0.6229 & 0.267664 \tabularnewline
17 & -0.055039 & -0.467 & 0.320949 \tabularnewline
18 & -0.041084 & -0.3486 & 0.3642 \tabularnewline
19 & -0.01854 & -0.1573 & 0.437717 \tabularnewline
20 & 0.000208 & 0.0018 & 0.499299 \tabularnewline
21 & -0.004233 & -0.0359 & 0.485723 \tabularnewline
22 & -0.011439 & -0.0971 & 0.461472 \tabularnewline
23 & -0.172154 & -1.4608 & 0.074214 \tabularnewline
24 & -0.017989 & -0.1526 & 0.439555 \tabularnewline
25 & 0.011503 & 0.0976 & 0.461259 \tabularnewline
26 & 0.003396 & 0.0288 & 0.488546 \tabularnewline
27 & 0.010071 & 0.0855 & 0.466067 \tabularnewline
28 & -0.059427 & -0.5043 & 0.307811 \tabularnewline
29 & -0.048414 & -0.4108 & 0.341216 \tabularnewline
30 & 0.014927 & 0.1267 & 0.449781 \tabularnewline
31 & 0.077524 & 0.6578 & 0.256378 \tabularnewline
32 & -0.099767 & -0.8466 & 0.200024 \tabularnewline
33 & 0.090391 & 0.767 & 0.222797 \tabularnewline
34 & 0.027017 & 0.2292 & 0.409663 \tabularnewline
35 & 0.036397 & 0.3088 & 0.379168 \tabularnewline
36 & 0.001338 & 0.0114 & 0.495487 \tabularnewline
37 & -0.024236 & -0.2056 & 0.418822 \tabularnewline
38 & -0.12803 & -1.0864 & 0.140469 \tabularnewline
39 & -0.03947 & -0.3349 & 0.369332 \tabularnewline
40 & 0.044701 & 0.3793 & 0.35279 \tabularnewline
41 & -0.032448 & -0.2753 & 0.391927 \tabularnewline
42 & -0.016968 & -0.144 & 0.442959 \tabularnewline
43 & -0.061005 & -0.5176 & 0.303145 \tabularnewline
44 & 0.131087 & 1.1123 & 0.134852 \tabularnewline
45 & -0.12803 & -1.0864 & 0.14047 \tabularnewline
46 & 0.012502 & 0.1061 & 0.457905 \tabularnewline
47 & -0.110452 & -0.9372 & 0.175891 \tabularnewline
48 & -0.041032 & -0.3482 & 0.364366 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109381&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]0.024721[/C][C]0.2098[/C][C]0.417223[/C][/ROW]
[ROW][C]2[/C][C]-0.157086[/C][C]-1.3329[/C][C]0.093381[/C][/ROW]
[ROW][C]3[/C][C]0.200241[/C][C]1.6991[/C][C]0.046809[/C][/ROW]
[ROW][C]4[/C][C]0.021783[/C][C]0.1848[/C][C]0.426939[/C][/ROW]
[ROW][C]5[/C][C]0.153544[/C][C]1.3029[/C][C]0.098387[/C][/ROW]
[ROW][C]6[/C][C]0.293129[/C][C]2.4873[/C][C]0.007595[/C][/ROW]
[ROW][C]7[/C][C]0.055557[/C][C]0.4714[/C][C]0.319384[/C][/ROW]
[ROW][C]8[/C][C]0.093083[/C][C]0.7898[/C][C]0.216109[/C][/ROW]
[ROW][C]9[/C][C]0.103599[/C][C]0.8791[/C][C]0.191144[/C][/ROW]
[ROW][C]10[/C][C]-0.285509[/C][C]-2.4226[/C][C]0.008963[/C][/ROW]
[ROW][C]11[/C][C]0.058011[/C][C]0.4922[/C][C]0.312023[/C][/ROW]
[ROW][C]12[/C][C]0.41048[/C][C]3.483[/C][C]0.000424[/C][/ROW]
[ROW][C]13[/C][C]0.058178[/C][C]0.4937[/C][C]0.311525[/C][/ROW]
[ROW][C]14[/C][C]-0.006429[/C][C]-0.0546[/C][C]0.478322[/C][/ROW]
[ROW][C]15[/C][C]-0.180236[/C][C]-1.5294[/C][C]0.065279[/C][/ROW]
[ROW][C]16[/C][C]-0.073408[/C][C]-0.6229[/C][C]0.267664[/C][/ROW]
[ROW][C]17[/C][C]-0.055039[/C][C]-0.467[/C][C]0.320949[/C][/ROW]
[ROW][C]18[/C][C]-0.041084[/C][C]-0.3486[/C][C]0.3642[/C][/ROW]
[ROW][C]19[/C][C]-0.01854[/C][C]-0.1573[/C][C]0.437717[/C][/ROW]
[ROW][C]20[/C][C]0.000208[/C][C]0.0018[/C][C]0.499299[/C][/ROW]
[ROW][C]21[/C][C]-0.004233[/C][C]-0.0359[/C][C]0.485723[/C][/ROW]
[ROW][C]22[/C][C]-0.011439[/C][C]-0.0971[/C][C]0.461472[/C][/ROW]
[ROW][C]23[/C][C]-0.172154[/C][C]-1.4608[/C][C]0.074214[/C][/ROW]
[ROW][C]24[/C][C]-0.017989[/C][C]-0.1526[/C][C]0.439555[/C][/ROW]
[ROW][C]25[/C][C]0.011503[/C][C]0.0976[/C][C]0.461259[/C][/ROW]
[ROW][C]26[/C][C]0.003396[/C][C]0.0288[/C][C]0.488546[/C][/ROW]
[ROW][C]27[/C][C]0.010071[/C][C]0.0855[/C][C]0.466067[/C][/ROW]
[ROW][C]28[/C][C]-0.059427[/C][C]-0.5043[/C][C]0.307811[/C][/ROW]
[ROW][C]29[/C][C]-0.048414[/C][C]-0.4108[/C][C]0.341216[/C][/ROW]
[ROW][C]30[/C][C]0.014927[/C][C]0.1267[/C][C]0.449781[/C][/ROW]
[ROW][C]31[/C][C]0.077524[/C][C]0.6578[/C][C]0.256378[/C][/ROW]
[ROW][C]32[/C][C]-0.099767[/C][C]-0.8466[/C][C]0.200024[/C][/ROW]
[ROW][C]33[/C][C]0.090391[/C][C]0.767[/C][C]0.222797[/C][/ROW]
[ROW][C]34[/C][C]0.027017[/C][C]0.2292[/C][C]0.409663[/C][/ROW]
[ROW][C]35[/C][C]0.036397[/C][C]0.3088[/C][C]0.379168[/C][/ROW]
[ROW][C]36[/C][C]0.001338[/C][C]0.0114[/C][C]0.495487[/C][/ROW]
[ROW][C]37[/C][C]-0.024236[/C][C]-0.2056[/C][C]0.418822[/C][/ROW]
[ROW][C]38[/C][C]-0.12803[/C][C]-1.0864[/C][C]0.140469[/C][/ROW]
[ROW][C]39[/C][C]-0.03947[/C][C]-0.3349[/C][C]0.369332[/C][/ROW]
[ROW][C]40[/C][C]0.044701[/C][C]0.3793[/C][C]0.35279[/C][/ROW]
[ROW][C]41[/C][C]-0.032448[/C][C]-0.2753[/C][C]0.391927[/C][/ROW]
[ROW][C]42[/C][C]-0.016968[/C][C]-0.144[/C][C]0.442959[/C][/ROW]
[ROW][C]43[/C][C]-0.061005[/C][C]-0.5176[/C][C]0.303145[/C][/ROW]
[ROW][C]44[/C][C]0.131087[/C][C]1.1123[/C][C]0.134852[/C][/ROW]
[ROW][C]45[/C][C]-0.12803[/C][C]-1.0864[/C][C]0.14047[/C][/ROW]
[ROW][C]46[/C][C]0.012502[/C][C]0.1061[/C][C]0.457905[/C][/ROW]
[ROW][C]47[/C][C]-0.110452[/C][C]-0.9372[/C][C]0.175891[/C][/ROW]
[ROW][C]48[/C][C]-0.041032[/C][C]-0.3482[/C][C]0.364366[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109381&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109381&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	0.024721	0.2098	0.417223
2	-0.157086	-1.3329	0.093381
3	0.200241	1.6991	0.046809
4	0.021783	0.1848	0.426939
5	0.153544	1.3029	0.098387
6	0.293129	2.4873	0.007595
7	0.055557	0.4714	0.319384
8	0.093083	0.7898	0.216109
9	0.103599	0.8791	0.191144
10	-0.285509	-2.4226	0.008963
11	0.058011	0.4922	0.312023
12	0.41048	3.483	0.000424
13	0.058178	0.4937	0.311525
14	-0.006429	-0.0546	0.478322
15	-0.180236	-1.5294	0.065279
16	-0.073408	-0.6229	0.267664
17	-0.055039	-0.467	0.320949
18	-0.041084	-0.3486	0.3642
19	-0.01854	-0.1573	0.437717
20	0.000208	0.0018	0.499299
21	-0.004233	-0.0359	0.485723
22	-0.011439	-0.0971	0.461472
23	-0.172154	-1.4608	0.074214
24	-0.017989	-0.1526	0.439555
25	0.011503	0.0976	0.461259
26	0.003396	0.0288	0.488546
27	0.010071	0.0855	0.466067
28	-0.059427	-0.5043	0.307811
29	-0.048414	-0.4108	0.341216
30	0.014927	0.1267	0.449781
31	0.077524	0.6578	0.256378
32	-0.099767	-0.8466	0.200024
33	0.090391	0.767	0.222797
34	0.027017	0.2292	0.409663
35	0.036397	0.3088	0.379168
36	0.001338	0.0114	0.495487
37	-0.024236	-0.2056	0.418822
38	-0.12803	-1.0864	0.140469
39	-0.03947	-0.3349	0.369332
40	0.044701	0.3793	0.35279
41	-0.032448	-0.2753	0.391927
42	-0.016968	-0.144	0.442959
43	-0.061005	-0.5176	0.303145
44	0.131087	1.1123	0.134852
45	-0.12803	-1.0864	0.14047
46	0.012502	0.1061	0.457905
47	-0.110452	-0.9372	0.175891
48	-0.041032	-0.3482	0.364366

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 12 ;

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