Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 20 Dec 2010 13:36:53 +0000

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/2010/Dec/20/t12928521598k4ow6g94ogjb6r.htm/, Retrieved Fri, 03 May 2024 21:28:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112937, Retrieved Fri, 03 May 2024 21:28:01 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

103

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
-   PD            [(Partial) Autocorrelation Function] [ACF d=D=0 Jenever] [2010-12-20 13:36:53] [47bfda5353cd53c1cf7ea7aa9038654a] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112937&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112937&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112937&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.970249	8.2898	0
2	0.938893	8.0219	0
3	0.902531	7.7112	0
4	0.86737	7.4108	0
5	0.832052	7.1091	0
6	0.792719	6.773	0
7	0.752071	6.4257	0
8	0.709108	6.0586	0
9	0.664411	5.6767	0
10	0.620427	5.3009	1e-06
11	0.573908	4.9035	3e-06
12	0.52558	4.4906	1.3e-05
13	0.479547	4.0973	5.4e-05
14	0.43638	3.7284	0.000189
15	0.390909	3.3399	0.000661
16	0.344675	2.9449	0.002166
17	0.29778	2.5442	0.006534
18	0.25247	2.1571	0.017145
19	0.209609	1.7909	0.038727
20	0.166204	1.42	0.079926
21	0.129273	1.1045	0.136499
22	0.091681	0.7833	0.217985
23	0.059516	0.5085	0.306316
24	0.029216	0.2496	0.401791
25	-0.00243	-0.0208	0.491746
26	-0.031466	-0.2688	0.394405
27	-0.060968	-0.5209	0.302004
28	-0.086702	-0.7408	0.2306
29	-0.111867	-0.9558	0.171167
30	-0.135506	-1.1578	0.125367
31	-0.157225	-1.3433	0.091663
32	-0.178246	-1.5229	0.066048
33	-0.199121	-1.7013	0.046572
34	-0.220693	-1.8856	0.031664
35	-0.242341	-2.0706	0.020968
36	-0.264318	-2.2583	0.013457
37	-0.285505	-2.4394	0.008572
38	-0.305811	-2.6129	0.005448
39	-0.326146	-2.7866	0.003392
40	-0.345116	-2.9487	0.002142
41	-0.362691	-3.0988	0.001379
42	-0.378696	-3.2356	0.000913
43	-0.391921	-3.3486	0.000644
44	-0.402198	-3.4364	0.000488
45	-0.409233	-3.4965	0.000403
46	-0.415123	-3.5468	0.000343
47	-0.417152	-3.5641	0.000324
48	-0.419616	-3.5852	0.000303

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.970249 & 8.2898 & 0 \tabularnewline
2 & 0.938893 & 8.0219 & 0 \tabularnewline
3 & 0.902531 & 7.7112 & 0 \tabularnewline
4 & 0.86737 & 7.4108 & 0 \tabularnewline
5 & 0.832052 & 7.1091 & 0 \tabularnewline
6 & 0.792719 & 6.773 & 0 \tabularnewline
7 & 0.752071 & 6.4257 & 0 \tabularnewline
8 & 0.709108 & 6.0586 & 0 \tabularnewline
9 & 0.664411 & 5.6767 & 0 \tabularnewline
10 & 0.620427 & 5.3009 & 1e-06 \tabularnewline
11 & 0.573908 & 4.9035 & 3e-06 \tabularnewline
12 & 0.52558 & 4.4906 & 1.3e-05 \tabularnewline
13 & 0.479547 & 4.0973 & 5.4e-05 \tabularnewline
14 & 0.43638 & 3.7284 & 0.000189 \tabularnewline
15 & 0.390909 & 3.3399 & 0.000661 \tabularnewline
16 & 0.344675 & 2.9449 & 0.002166 \tabularnewline
17 & 0.29778 & 2.5442 & 0.006534 \tabularnewline
18 & 0.25247 & 2.1571 & 0.017145 \tabularnewline
19 & 0.209609 & 1.7909 & 0.038727 \tabularnewline
20 & 0.166204 & 1.42 & 0.079926 \tabularnewline
21 & 0.129273 & 1.1045 & 0.136499 \tabularnewline
22 & 0.091681 & 0.7833 & 0.217985 \tabularnewline
23 & 0.059516 & 0.5085 & 0.306316 \tabularnewline
24 & 0.029216 & 0.2496 & 0.401791 \tabularnewline
25 & -0.00243 & -0.0208 & 0.491746 \tabularnewline
26 & -0.031466 & -0.2688 & 0.394405 \tabularnewline
27 & -0.060968 & -0.5209 & 0.302004 \tabularnewline
28 & -0.086702 & -0.7408 & 0.2306 \tabularnewline
29 & -0.111867 & -0.9558 & 0.171167 \tabularnewline
30 & -0.135506 & -1.1578 & 0.125367 \tabularnewline
31 & -0.157225 & -1.3433 & 0.091663 \tabularnewline
32 & -0.178246 & -1.5229 & 0.066048 \tabularnewline
33 & -0.199121 & -1.7013 & 0.046572 \tabularnewline
34 & -0.220693 & -1.8856 & 0.031664 \tabularnewline
35 & -0.242341 & -2.0706 & 0.020968 \tabularnewline
36 & -0.264318 & -2.2583 & 0.013457 \tabularnewline
37 & -0.285505 & -2.4394 & 0.008572 \tabularnewline
38 & -0.305811 & -2.6129 & 0.005448 \tabularnewline
39 & -0.326146 & -2.7866 & 0.003392 \tabularnewline
40 & -0.345116 & -2.9487 & 0.002142 \tabularnewline
41 & -0.362691 & -3.0988 & 0.001379 \tabularnewline
42 & -0.378696 & -3.2356 & 0.000913 \tabularnewline
43 & -0.391921 & -3.3486 & 0.000644 \tabularnewline
44 & -0.402198 & -3.4364 & 0.000488 \tabularnewline
45 & -0.409233 & -3.4965 & 0.000403 \tabularnewline
46 & -0.415123 & -3.5468 & 0.000343 \tabularnewline
47 & -0.417152 & -3.5641 & 0.000324 \tabularnewline
48 & -0.419616 & -3.5852 & 0.000303 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112937&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]0.970249[/C][C]8.2898[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.938893[/C][C]8.0219[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.902531[/C][C]7.7112[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.86737[/C][C]7.4108[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.832052[/C][C]7.1091[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.792719[/C][C]6.773[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.752071[/C][C]6.4257[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.709108[/C][C]6.0586[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.664411[/C][C]5.6767[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.620427[/C][C]5.3009[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.573908[/C][C]4.9035[/C][C]3e-06[/C][/ROW]
[ROW][C]12[/C][C]0.52558[/C][C]4.4906[/C][C]1.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.479547[/C][C]4.0973[/C][C]5.4e-05[/C][/ROW]
[ROW][C]14[/C][C]0.43638[/C][C]3.7284[/C][C]0.000189[/C][/ROW]
[ROW][C]15[/C][C]0.390909[/C][C]3.3399[/C][C]0.000661[/C][/ROW]
[ROW][C]16[/C][C]0.344675[/C][C]2.9449[/C][C]0.002166[/C][/ROW]
[ROW][C]17[/C][C]0.29778[/C][C]2.5442[/C][C]0.006534[/C][/ROW]
[ROW][C]18[/C][C]0.25247[/C][C]2.1571[/C][C]0.017145[/C][/ROW]
[ROW][C]19[/C][C]0.209609[/C][C]1.7909[/C][C]0.038727[/C][/ROW]
[ROW][C]20[/C][C]0.166204[/C][C]1.42[/C][C]0.079926[/C][/ROW]
[ROW][C]21[/C][C]0.129273[/C][C]1.1045[/C][C]0.136499[/C][/ROW]
[ROW][C]22[/C][C]0.091681[/C][C]0.7833[/C][C]0.217985[/C][/ROW]
[ROW][C]23[/C][C]0.059516[/C][C]0.5085[/C][C]0.306316[/C][/ROW]
[ROW][C]24[/C][C]0.029216[/C][C]0.2496[/C][C]0.401791[/C][/ROW]
[ROW][C]25[/C][C]-0.00243[/C][C]-0.0208[/C][C]0.491746[/C][/ROW]
[ROW][C]26[/C][C]-0.031466[/C][C]-0.2688[/C][C]0.394405[/C][/ROW]
[ROW][C]27[/C][C]-0.060968[/C][C]-0.5209[/C][C]0.302004[/C][/ROW]
[ROW][C]28[/C][C]-0.086702[/C][C]-0.7408[/C][C]0.2306[/C][/ROW]
[ROW][C]29[/C][C]-0.111867[/C][C]-0.9558[/C][C]0.171167[/C][/ROW]
[ROW][C]30[/C][C]-0.135506[/C][C]-1.1578[/C][C]0.125367[/C][/ROW]
[ROW][C]31[/C][C]-0.157225[/C][C]-1.3433[/C][C]0.091663[/C][/ROW]
[ROW][C]32[/C][C]-0.178246[/C][C]-1.5229[/C][C]0.066048[/C][/ROW]
[ROW][C]33[/C][C]-0.199121[/C][C]-1.7013[/C][C]0.046572[/C][/ROW]
[ROW][C]34[/C][C]-0.220693[/C][C]-1.8856[/C][C]0.031664[/C][/ROW]
[ROW][C]35[/C][C]-0.242341[/C][C]-2.0706[/C][C]0.020968[/C][/ROW]
[ROW][C]36[/C][C]-0.264318[/C][C]-2.2583[/C][C]0.013457[/C][/ROW]
[ROW][C]37[/C][C]-0.285505[/C][C]-2.4394[/C][C]0.008572[/C][/ROW]
[ROW][C]38[/C][C]-0.305811[/C][C]-2.6129[/C][C]0.005448[/C][/ROW]
[ROW][C]39[/C][C]-0.326146[/C][C]-2.7866[/C][C]0.003392[/C][/ROW]
[ROW][C]40[/C][C]-0.345116[/C][C]-2.9487[/C][C]0.002142[/C][/ROW]
[ROW][C]41[/C][C]-0.362691[/C][C]-3.0988[/C][C]0.001379[/C][/ROW]
[ROW][C]42[/C][C]-0.378696[/C][C]-3.2356[/C][C]0.000913[/C][/ROW]
[ROW][C]43[/C][C]-0.391921[/C][C]-3.3486[/C][C]0.000644[/C][/ROW]
[ROW][C]44[/C][C]-0.402198[/C][C]-3.4364[/C][C]0.000488[/C][/ROW]
[ROW][C]45[/C][C]-0.409233[/C][C]-3.4965[/C][C]0.000403[/C][/ROW]
[ROW][C]46[/C][C]-0.415123[/C][C]-3.5468[/C][C]0.000343[/C][/ROW]
[ROW][C]47[/C][C]-0.417152[/C][C]-3.5641[/C][C]0.000324[/C][/ROW]
[ROW][C]48[/C][C]-0.419616[/C][C]-3.5852[/C][C]0.000303[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112937&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112937&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	0.970249	8.2898	0
2	0.938893	8.0219	0
3	0.902531	7.7112	0
4	0.86737	7.4108	0
5	0.832052	7.1091	0
6	0.792719	6.773	0
7	0.752071	6.4257	0
8	0.709108	6.0586	0
9	0.664411	5.6767	0
10	0.620427	5.3009	1e-06
11	0.573908	4.9035	3e-06
12	0.52558	4.4906	1.3e-05
13	0.479547	4.0973	5.4e-05
14	0.43638	3.7284	0.000189
15	0.390909	3.3399	0.000661
16	0.344675	2.9449	0.002166
17	0.29778	2.5442	0.006534
18	0.25247	2.1571	0.017145
19	0.209609	1.7909	0.038727
20	0.166204	1.42	0.079926
21	0.129273	1.1045	0.136499
22	0.091681	0.7833	0.217985
23	0.059516	0.5085	0.306316
24	0.029216	0.2496	0.401791
25	-0.00243	-0.0208	0.491746
26	-0.031466	-0.2688	0.394405
27	-0.060968	-0.5209	0.302004
28	-0.086702	-0.7408	0.2306
29	-0.111867	-0.9558	0.171167
30	-0.135506	-1.1578	0.125367
31	-0.157225	-1.3433	0.091663
32	-0.178246	-1.5229	0.066048
33	-0.199121	-1.7013	0.046572
34	-0.220693	-1.8856	0.031664
35	-0.242341	-2.0706	0.020968
36	-0.264318	-2.2583	0.013457
37	-0.285505	-2.4394	0.008572
38	-0.305811	-2.6129	0.005448
39	-0.326146	-2.7866	0.003392
40	-0.345116	-2.9487	0.002142
41	-0.362691	-3.0988	0.001379
42	-0.378696	-3.2356	0.000913
43	-0.391921	-3.3486	0.000644
44	-0.402198	-3.4364	0.000488
45	-0.409233	-3.4965	0.000403
46	-0.415123	-3.5468	0.000343
47	-0.417152	-3.5641	0.000324
48	-0.419616	-3.5852	0.000303

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.970249	8.2898	0
2	-0.042478	-0.3629	0.358853
3	-0.101021	-0.8631	0.195447
4	0.005681	0.0485	0.48071
5	-0.01562	-0.1335	0.447098
6	-0.092404	-0.7895	0.216188
7	-0.041234	-0.3523	0.362813
8	-0.050995	-0.4357	0.332171
9	-0.054674	-0.4671	0.320898
10	-0.009848	-0.0841	0.466588
11	-0.065282	-0.5578	0.289353
12	-0.062561	-0.5345	0.297303
13	0.020811	0.1778	0.429684
14	0.024855	0.2124	0.416209
15	-0.082923	-0.7085	0.240447
16	-0.044416	-0.3795	0.352712
17	-0.029236	-0.2498	0.401724
18	-0.011683	-0.0998	0.460382
19	0.001993	0.017	0.493232
20	-0.049999	-0.4272	0.335249
21	0.070971	0.6064	0.273073
22	-0.037539	-0.3207	0.374664
23	0.045054	0.3849	0.350699
24	-0.006253	-0.0534	0.478768
25	-0.067848	-0.5797	0.281952
26	0.009146	0.0781	0.468965
27	-0.035876	-0.3065	0.38004
28	0.003836	0.0328	0.486973
29	-0.036831	-0.3147	0.37695
30	-0.008514	-0.0727	0.471105
31	-0.006866	-0.0587	0.476692
32	-0.025805	-0.2205	0.413056
33	-0.039961	-0.3414	0.366882
34	-0.048931	-0.4181	0.338564
35	-0.039871	-0.3407	0.367171
36	-0.03817	-0.3261	0.372632
37	-0.035975	-0.3074	0.379719
38	-0.030833	-0.2634	0.396476
39	-0.034258	-0.2927	0.38529
40	-0.015833	-0.1353	0.446382
41	0.005922	0.0506	0.479893
42	-0.026036	-0.2224	0.412293
43	0.024651	0.2106	0.416887
44	0.022638	0.1934	0.423584
45	0.011664	0.0997	0.460446
46	-0.008109	-0.0693	0.472477
47	0.020923	0.1788	0.429308
48	-0.030376	-0.2595	0.397978

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.970249 & 8.2898 & 0 \tabularnewline
2 & -0.042478 & -0.3629 & 0.358853 \tabularnewline
3 & -0.101021 & -0.8631 & 0.195447 \tabularnewline
4 & 0.005681 & 0.0485 & 0.48071 \tabularnewline
5 & -0.01562 & -0.1335 & 0.447098 \tabularnewline
6 & -0.092404 & -0.7895 & 0.216188 \tabularnewline
7 & -0.041234 & -0.3523 & 0.362813 \tabularnewline
8 & -0.050995 & -0.4357 & 0.332171 \tabularnewline
9 & -0.054674 & -0.4671 & 0.320898 \tabularnewline
10 & -0.009848 & -0.0841 & 0.466588 \tabularnewline
11 & -0.065282 & -0.5578 & 0.289353 \tabularnewline
12 & -0.062561 & -0.5345 & 0.297303 \tabularnewline
13 & 0.020811 & 0.1778 & 0.429684 \tabularnewline
14 & 0.024855 & 0.2124 & 0.416209 \tabularnewline
15 & -0.082923 & -0.7085 & 0.240447 \tabularnewline
16 & -0.044416 & -0.3795 & 0.352712 \tabularnewline
17 & -0.029236 & -0.2498 & 0.401724 \tabularnewline
18 & -0.011683 & -0.0998 & 0.460382 \tabularnewline
19 & 0.001993 & 0.017 & 0.493232 \tabularnewline
20 & -0.049999 & -0.4272 & 0.335249 \tabularnewline
21 & 0.070971 & 0.6064 & 0.273073 \tabularnewline
22 & -0.037539 & -0.3207 & 0.374664 \tabularnewline
23 & 0.045054 & 0.3849 & 0.350699 \tabularnewline
24 & -0.006253 & -0.0534 & 0.478768 \tabularnewline
25 & -0.067848 & -0.5797 & 0.281952 \tabularnewline
26 & 0.009146 & 0.0781 & 0.468965 \tabularnewline
27 & -0.035876 & -0.3065 & 0.38004 \tabularnewline
28 & 0.003836 & 0.0328 & 0.486973 \tabularnewline
29 & -0.036831 & -0.3147 & 0.37695 \tabularnewline
30 & -0.008514 & -0.0727 & 0.471105 \tabularnewline
31 & -0.006866 & -0.0587 & 0.476692 \tabularnewline
32 & -0.025805 & -0.2205 & 0.413056 \tabularnewline
33 & -0.039961 & -0.3414 & 0.366882 \tabularnewline
34 & -0.048931 & -0.4181 & 0.338564 \tabularnewline
35 & -0.039871 & -0.3407 & 0.367171 \tabularnewline
36 & -0.03817 & -0.3261 & 0.372632 \tabularnewline
37 & -0.035975 & -0.3074 & 0.379719 \tabularnewline
38 & -0.030833 & -0.2634 & 0.396476 \tabularnewline
39 & -0.034258 & -0.2927 & 0.38529 \tabularnewline
40 & -0.015833 & -0.1353 & 0.446382 \tabularnewline
41 & 0.005922 & 0.0506 & 0.479893 \tabularnewline
42 & -0.026036 & -0.2224 & 0.412293 \tabularnewline
43 & 0.024651 & 0.2106 & 0.416887 \tabularnewline
44 & 0.022638 & 0.1934 & 0.423584 \tabularnewline
45 & 0.011664 & 0.0997 & 0.460446 \tabularnewline
46 & -0.008109 & -0.0693 & 0.472477 \tabularnewline
47 & 0.020923 & 0.1788 & 0.429308 \tabularnewline
48 & -0.030376 & -0.2595 & 0.397978 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112937&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]0.970249[/C][C]8.2898[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.042478[/C][C]-0.3629[/C][C]0.358853[/C][/ROW]
[ROW][C]3[/C][C]-0.101021[/C][C]-0.8631[/C][C]0.195447[/C][/ROW]
[ROW][C]4[/C][C]0.005681[/C][C]0.0485[/C][C]0.48071[/C][/ROW]
[ROW][C]5[/C][C]-0.01562[/C][C]-0.1335[/C][C]0.447098[/C][/ROW]
[ROW][C]6[/C][C]-0.092404[/C][C]-0.7895[/C][C]0.216188[/C][/ROW]
[ROW][C]7[/C][C]-0.041234[/C][C]-0.3523[/C][C]0.362813[/C][/ROW]
[ROW][C]8[/C][C]-0.050995[/C][C]-0.4357[/C][C]0.332171[/C][/ROW]
[ROW][C]9[/C][C]-0.054674[/C][C]-0.4671[/C][C]0.320898[/C][/ROW]
[ROW][C]10[/C][C]-0.009848[/C][C]-0.0841[/C][C]0.466588[/C][/ROW]
[ROW][C]11[/C][C]-0.065282[/C][C]-0.5578[/C][C]0.289353[/C][/ROW]
[ROW][C]12[/C][C]-0.062561[/C][C]-0.5345[/C][C]0.297303[/C][/ROW]
[ROW][C]13[/C][C]0.020811[/C][C]0.1778[/C][C]0.429684[/C][/ROW]
[ROW][C]14[/C][C]0.024855[/C][C]0.2124[/C][C]0.416209[/C][/ROW]
[ROW][C]15[/C][C]-0.082923[/C][C]-0.7085[/C][C]0.240447[/C][/ROW]
[ROW][C]16[/C][C]-0.044416[/C][C]-0.3795[/C][C]0.352712[/C][/ROW]
[ROW][C]17[/C][C]-0.029236[/C][C]-0.2498[/C][C]0.401724[/C][/ROW]
[ROW][C]18[/C][C]-0.011683[/C][C]-0.0998[/C][C]0.460382[/C][/ROW]
[ROW][C]19[/C][C]0.001993[/C][C]0.017[/C][C]0.493232[/C][/ROW]
[ROW][C]20[/C][C]-0.049999[/C][C]-0.4272[/C][C]0.335249[/C][/ROW]
[ROW][C]21[/C][C]0.070971[/C][C]0.6064[/C][C]0.273073[/C][/ROW]
[ROW][C]22[/C][C]-0.037539[/C][C]-0.3207[/C][C]0.374664[/C][/ROW]
[ROW][C]23[/C][C]0.045054[/C][C]0.3849[/C][C]0.350699[/C][/ROW]
[ROW][C]24[/C][C]-0.006253[/C][C]-0.0534[/C][C]0.478768[/C][/ROW]
[ROW][C]25[/C][C]-0.067848[/C][C]-0.5797[/C][C]0.281952[/C][/ROW]
[ROW][C]26[/C][C]0.009146[/C][C]0.0781[/C][C]0.468965[/C][/ROW]
[ROW][C]27[/C][C]-0.035876[/C][C]-0.3065[/C][C]0.38004[/C][/ROW]
[ROW][C]28[/C][C]0.003836[/C][C]0.0328[/C][C]0.486973[/C][/ROW]
[ROW][C]29[/C][C]-0.036831[/C][C]-0.3147[/C][C]0.37695[/C][/ROW]
[ROW][C]30[/C][C]-0.008514[/C][C]-0.0727[/C][C]0.471105[/C][/ROW]
[ROW][C]31[/C][C]-0.006866[/C][C]-0.0587[/C][C]0.476692[/C][/ROW]
[ROW][C]32[/C][C]-0.025805[/C][C]-0.2205[/C][C]0.413056[/C][/ROW]
[ROW][C]33[/C][C]-0.039961[/C][C]-0.3414[/C][C]0.366882[/C][/ROW]
[ROW][C]34[/C][C]-0.048931[/C][C]-0.4181[/C][C]0.338564[/C][/ROW]
[ROW][C]35[/C][C]-0.039871[/C][C]-0.3407[/C][C]0.367171[/C][/ROW]
[ROW][C]36[/C][C]-0.03817[/C][C]-0.3261[/C][C]0.372632[/C][/ROW]
[ROW][C]37[/C][C]-0.035975[/C][C]-0.3074[/C][C]0.379719[/C][/ROW]
[ROW][C]38[/C][C]-0.030833[/C][C]-0.2634[/C][C]0.396476[/C][/ROW]
[ROW][C]39[/C][C]-0.034258[/C][C]-0.2927[/C][C]0.38529[/C][/ROW]
[ROW][C]40[/C][C]-0.015833[/C][C]-0.1353[/C][C]0.446382[/C][/ROW]
[ROW][C]41[/C][C]0.005922[/C][C]0.0506[/C][C]0.479893[/C][/ROW]
[ROW][C]42[/C][C]-0.026036[/C][C]-0.2224[/C][C]0.412293[/C][/ROW]
[ROW][C]43[/C][C]0.024651[/C][C]0.2106[/C][C]0.416887[/C][/ROW]
[ROW][C]44[/C][C]0.022638[/C][C]0.1934[/C][C]0.423584[/C][/ROW]
[ROW][C]45[/C][C]0.011664[/C][C]0.0997[/C][C]0.460446[/C][/ROW]
[ROW][C]46[/C][C]-0.008109[/C][C]-0.0693[/C][C]0.472477[/C][/ROW]
[ROW][C]47[/C][C]0.020923[/C][C]0.1788[/C][C]0.429308[/C][/ROW]
[ROW][C]48[/C][C]-0.030376[/C][C]-0.2595[/C][C]0.397978[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112937&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112937&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	0.970249	8.2898	0
2	-0.042478	-0.3629	0.358853
3	-0.101021	-0.8631	0.195447
4	0.005681	0.0485	0.48071
5	-0.01562	-0.1335	0.447098
6	-0.092404	-0.7895	0.216188
7	-0.041234	-0.3523	0.362813
8	-0.050995	-0.4357	0.332171
9	-0.054674	-0.4671	0.320898
10	-0.009848	-0.0841	0.466588
11	-0.065282	-0.5578	0.289353
12	-0.062561	-0.5345	0.297303
13	0.020811	0.1778	0.429684
14	0.024855	0.2124	0.416209
15	-0.082923	-0.7085	0.240447
16	-0.044416	-0.3795	0.352712
17	-0.029236	-0.2498	0.401724
18	-0.011683	-0.0998	0.460382
19	0.001993	0.017	0.493232
20	-0.049999	-0.4272	0.335249
21	0.070971	0.6064	0.273073
22	-0.037539	-0.3207	0.374664
23	0.045054	0.3849	0.350699
24	-0.006253	-0.0534	0.478768
25	-0.067848	-0.5797	0.281952
26	0.009146	0.0781	0.468965
27	-0.035876	-0.3065	0.38004
28	0.003836	0.0328	0.486973
29	-0.036831	-0.3147	0.37695
30	-0.008514	-0.0727	0.471105
31	-0.006866	-0.0587	0.476692
32	-0.025805	-0.2205	0.413056
33	-0.039961	-0.3414	0.366882
34	-0.048931	-0.4181	0.338564
35	-0.039871	-0.3407	0.367171
36	-0.03817	-0.3261	0.372632
37	-0.035975	-0.3074	0.379719
38	-0.030833	-0.2634	0.396476
39	-0.034258	-0.2927	0.38529
40	-0.015833	-0.1353	0.446382
41	0.005922	0.0506	0.479893
42	-0.026036	-0.2224	0.412293
43	0.024651	0.2106	0.416887
44	0.022638	0.1934	0.423584
45	0.011664	0.0997	0.460446
46	-0.008109	-0.0693	0.472477
47	0.020923	0.1788	0.429308
48	-0.030376	-0.2595	0.397978

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 ; par8 = ;

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