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

Wed, 22 Dec 2010 12:38:16 +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/22/t1293021361frw21wxaxbyjo6p.htm/, Retrieved Mon, 06 May 2024 06:08:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114179, Retrieved Mon, 06 May 2024 06:08:22 +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

142

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [Workshop 6 'Aanta...] [2010-12-14 16:26:00] [40c8b935cbad1b0be3c22a481f9723f7]
-           [(Partial) Autocorrelation Function] [] [2010-12-16 00:41:10] [bcc4ad4a6c0f95d5b548de29638ac6c2]
-   P         [(Partial) Autocorrelation Function] [] [2010-12-16 01:31:32] [bcc4ad4a6c0f95d5b548de29638ac6c2]
-    D            [(Partial) Autocorrelation Function] [] [2010-12-22 12:38:16] [29eeba0e6ce2cd83aa315a4a7ff8c4aa] [Current]
-   P               [(Partial) Autocorrelation Function] [] [2010-12-22 12:51:29] [abe7df3fc544bbb0ed435b4e9982bc91] 
-   P               [(Partial) Autocorrelation Function] [] [2010-12-22 12:51:29] [abe7df3fc544bbb0ed435b4e9982bc91] 

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114179&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114179&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114179&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.969755	11.0994	0
2	0.926384	10.6029	0
3	0.892894	10.2196	0
4	0.870381	9.962	0
5	0.857	9.8088	0
6	0.836927	9.5791	0
7	0.801025	9.1682	0
8	0.756621	8.6599	0
9	0.717023	8.2067	0
10	0.686898	7.8619	0
11	0.668993	7.657	0
12	0.642638	7.3553	0
13	0.585146	6.6973	0
14	0.522018	5.9748	0
15	0.467864	5.3549	0
16	0.423764	4.8502	2e-06
17	0.390545	4.47	8e-06
18	0.35239	4.0333	4.6e-05
19	0.304092	3.4805	0.00034
20	0.250963	2.8724	0.002377
21	0.209294	2.3955	0.009007
22	0.180986	2.0715	0.020138
23	0.161864	1.8526	0.033094
24	0.135228	1.5478	0.062047
25	0.085495	0.9785	0.164805
26	0.036658	0.4196	0.337745
27	0.001178	0.0135	0.494633
28	-0.025279	-0.2893	0.386394
29	-0.040668	-0.4655	0.321185
30	-0.059729	-0.6836	0.247708
31	-0.085132	-0.9744	0.165833
32	-0.115365	-1.3204	0.0945
33	-0.134832	-1.5432	0.062595
34	-0.142129	-1.6267	0.053097
35	-0.141526	-1.6198	0.053835
36	-0.147462	-1.6878	0.046916
37	-0.173764	-1.9888	0.024402
38	-0.200755	-2.2977	0.011581
39	-0.218745	-2.5037	0.00676
40	-0.22626	-2.5897	0.005347
41	-0.225252	-2.5781	0.00552
42	-0.226723	-2.595	0.005269
43	-0.234784	-2.6872	0.00407
44	-0.246787	-2.8246	0.002737
45	-0.248529	-2.8445	0.002581
46	-0.241477	-2.7638	0.003268
47	-0.231746	-2.6525	0.004489
48	-0.225074	-2.5761	0.005551

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.969755 & 11.0994 & 0 \tabularnewline
2 & 0.926384 & 10.6029 & 0 \tabularnewline
3 & 0.892894 & 10.2196 & 0 \tabularnewline
4 & 0.870381 & 9.962 & 0 \tabularnewline
5 & 0.857 & 9.8088 & 0 \tabularnewline
6 & 0.836927 & 9.5791 & 0 \tabularnewline
7 & 0.801025 & 9.1682 & 0 \tabularnewline
8 & 0.756621 & 8.6599 & 0 \tabularnewline
9 & 0.717023 & 8.2067 & 0 \tabularnewline
10 & 0.686898 & 7.8619 & 0 \tabularnewline
11 & 0.668993 & 7.657 & 0 \tabularnewline
12 & 0.642638 & 7.3553 & 0 \tabularnewline
13 & 0.585146 & 6.6973 & 0 \tabularnewline
14 & 0.522018 & 5.9748 & 0 \tabularnewline
15 & 0.467864 & 5.3549 & 0 \tabularnewline
16 & 0.423764 & 4.8502 & 2e-06 \tabularnewline
17 & 0.390545 & 4.47 & 8e-06 \tabularnewline
18 & 0.35239 & 4.0333 & 4.6e-05 \tabularnewline
19 & 0.304092 & 3.4805 & 0.00034 \tabularnewline
20 & 0.250963 & 2.8724 & 0.002377 \tabularnewline
21 & 0.209294 & 2.3955 & 0.009007 \tabularnewline
22 & 0.180986 & 2.0715 & 0.020138 \tabularnewline
23 & 0.161864 & 1.8526 & 0.033094 \tabularnewline
24 & 0.135228 & 1.5478 & 0.062047 \tabularnewline
25 & 0.085495 & 0.9785 & 0.164805 \tabularnewline
26 & 0.036658 & 0.4196 & 0.337745 \tabularnewline
27 & 0.001178 & 0.0135 & 0.494633 \tabularnewline
28 & -0.025279 & -0.2893 & 0.386394 \tabularnewline
29 & -0.040668 & -0.4655 & 0.321185 \tabularnewline
30 & -0.059729 & -0.6836 & 0.247708 \tabularnewline
31 & -0.085132 & -0.9744 & 0.165833 \tabularnewline
32 & -0.115365 & -1.3204 & 0.0945 \tabularnewline
33 & -0.134832 & -1.5432 & 0.062595 \tabularnewline
34 & -0.142129 & -1.6267 & 0.053097 \tabularnewline
35 & -0.141526 & -1.6198 & 0.053835 \tabularnewline
36 & -0.147462 & -1.6878 & 0.046916 \tabularnewline
37 & -0.173764 & -1.9888 & 0.024402 \tabularnewline
38 & -0.200755 & -2.2977 & 0.011581 \tabularnewline
39 & -0.218745 & -2.5037 & 0.00676 \tabularnewline
40 & -0.22626 & -2.5897 & 0.005347 \tabularnewline
41 & -0.225252 & -2.5781 & 0.00552 \tabularnewline
42 & -0.226723 & -2.595 & 0.005269 \tabularnewline
43 & -0.234784 & -2.6872 & 0.00407 \tabularnewline
44 & -0.246787 & -2.8246 & 0.002737 \tabularnewline
45 & -0.248529 & -2.8445 & 0.002581 \tabularnewline
46 & -0.241477 & -2.7638 & 0.003268 \tabularnewline
47 & -0.231746 & -2.6525 & 0.004489 \tabularnewline
48 & -0.225074 & -2.5761 & 0.005551 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114179&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]0.969755[/C][C]11.0994[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.926384[/C][C]10.6029[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.892894[/C][C]10.2196[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.870381[/C][C]9.962[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.857[/C][C]9.8088[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.836927[/C][C]9.5791[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.801025[/C][C]9.1682[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.756621[/C][C]8.6599[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.717023[/C][C]8.2067[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.686898[/C][C]7.8619[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.668993[/C][C]7.657[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.642638[/C][C]7.3553[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.585146[/C][C]6.6973[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.522018[/C][C]5.9748[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.467864[/C][C]5.3549[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.423764[/C][C]4.8502[/C][C]2e-06[/C][/ROW]
[ROW][C]17[/C][C]0.390545[/C][C]4.47[/C][C]8e-06[/C][/ROW]
[ROW][C]18[/C][C]0.35239[/C][C]4.0333[/C][C]4.6e-05[/C][/ROW]
[ROW][C]19[/C][C]0.304092[/C][C]3.4805[/C][C]0.00034[/C][/ROW]
[ROW][C]20[/C][C]0.250963[/C][C]2.8724[/C][C]0.002377[/C][/ROW]
[ROW][C]21[/C][C]0.209294[/C][C]2.3955[/C][C]0.009007[/C][/ROW]
[ROW][C]22[/C][C]0.180986[/C][C]2.0715[/C][C]0.020138[/C][/ROW]
[ROW][C]23[/C][C]0.161864[/C][C]1.8526[/C][C]0.033094[/C][/ROW]
[ROW][C]24[/C][C]0.135228[/C][C]1.5478[/C][C]0.062047[/C][/ROW]
[ROW][C]25[/C][C]0.085495[/C][C]0.9785[/C][C]0.164805[/C][/ROW]
[ROW][C]26[/C][C]0.036658[/C][C]0.4196[/C][C]0.337745[/C][/ROW]
[ROW][C]27[/C][C]0.001178[/C][C]0.0135[/C][C]0.494633[/C][/ROW]
[ROW][C]28[/C][C]-0.025279[/C][C]-0.2893[/C][C]0.386394[/C][/ROW]
[ROW][C]29[/C][C]-0.040668[/C][C]-0.4655[/C][C]0.321185[/C][/ROW]
[ROW][C]30[/C][C]-0.059729[/C][C]-0.6836[/C][C]0.247708[/C][/ROW]
[ROW][C]31[/C][C]-0.085132[/C][C]-0.9744[/C][C]0.165833[/C][/ROW]
[ROW][C]32[/C][C]-0.115365[/C][C]-1.3204[/C][C]0.0945[/C][/ROW]
[ROW][C]33[/C][C]-0.134832[/C][C]-1.5432[/C][C]0.062595[/C][/ROW]
[ROW][C]34[/C][C]-0.142129[/C][C]-1.6267[/C][C]0.053097[/C][/ROW]
[ROW][C]35[/C][C]-0.141526[/C][C]-1.6198[/C][C]0.053835[/C][/ROW]
[ROW][C]36[/C][C]-0.147462[/C][C]-1.6878[/C][C]0.046916[/C][/ROW]
[ROW][C]37[/C][C]-0.173764[/C][C]-1.9888[/C][C]0.024402[/C][/ROW]
[ROW][C]38[/C][C]-0.200755[/C][C]-2.2977[/C][C]0.011581[/C][/ROW]
[ROW][C]39[/C][C]-0.218745[/C][C]-2.5037[/C][C]0.00676[/C][/ROW]
[ROW][C]40[/C][C]-0.22626[/C][C]-2.5897[/C][C]0.005347[/C][/ROW]
[ROW][C]41[/C][C]-0.225252[/C][C]-2.5781[/C][C]0.00552[/C][/ROW]
[ROW][C]42[/C][C]-0.226723[/C][C]-2.595[/C][C]0.005269[/C][/ROW]
[ROW][C]43[/C][C]-0.234784[/C][C]-2.6872[/C][C]0.00407[/C][/ROW]
[ROW][C]44[/C][C]-0.246787[/C][C]-2.8246[/C][C]0.002737[/C][/ROW]
[ROW][C]45[/C][C]-0.248529[/C][C]-2.8445[/C][C]0.002581[/C][/ROW]
[ROW][C]46[/C][C]-0.241477[/C][C]-2.7638[/C][C]0.003268[/C][/ROW]
[ROW][C]47[/C][C]-0.231746[/C][C]-2.6525[/C][C]0.004489[/C][/ROW]
[ROW][C]48[/C][C]-0.225074[/C][C]-2.5761[/C][C]0.005551[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114179&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114179&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	0.969755	11.0994	0
2	0.926384	10.6029	0
3	0.892894	10.2196	0
4	0.870381	9.962	0
5	0.857	9.8088	0
6	0.836927	9.5791	0
7	0.801025	9.1682	0
8	0.756621	8.6599	0
9	0.717023	8.2067	0
10	0.686898	7.8619	0
11	0.668993	7.657	0
12	0.642638	7.3553	0
13	0.585146	6.6973	0
14	0.522018	5.9748	0
15	0.467864	5.3549	0
16	0.423764	4.8502	2e-06
17	0.390545	4.47	8e-06
18	0.35239	4.0333	4.6e-05
19	0.304092	3.4805	0.00034
20	0.250963	2.8724	0.002377
21	0.209294	2.3955	0.009007
22	0.180986	2.0715	0.020138
23	0.161864	1.8526	0.033094
24	0.135228	1.5478	0.062047
25	0.085495	0.9785	0.164805
26	0.036658	0.4196	0.337745
27	0.001178	0.0135	0.494633
28	-0.025279	-0.2893	0.386394
29	-0.040668	-0.4655	0.321185
30	-0.059729	-0.6836	0.247708
31	-0.085132	-0.9744	0.165833
32	-0.115365	-1.3204	0.0945
33	-0.134832	-1.5432	0.062595
34	-0.142129	-1.6267	0.053097
35	-0.141526	-1.6198	0.053835
36	-0.147462	-1.6878	0.046916
37	-0.173764	-1.9888	0.024402
38	-0.200755	-2.2977	0.011581
39	-0.218745	-2.5037	0.00676
40	-0.22626	-2.5897	0.005347
41	-0.225252	-2.5781	0.00552
42	-0.226723	-2.595	0.005269
43	-0.234784	-2.6872	0.00407
44	-0.246787	-2.8246	0.002737
45	-0.248529	-2.8445	0.002581
46	-0.241477	-2.7638	0.003268
47	-0.231746	-2.6525	0.004489
48	-0.225074	-2.5761	0.005551

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.969755	11.0994	0
2	-0.23568	-2.6975	0.003953
3	0.201786	2.3095	0.011239
4	0.085325	0.9766	0.165287
5	0.11895	1.3614	0.087855
6	-0.150645	-1.7242	0.043514
7	-0.176596	-2.0212	0.022647
8	-0.086009	-0.9844	0.163362
9	0.034159	0.391	0.34823
10	0.014264	0.1633	0.435281
11	0.133558	1.5286	0.064382
12	-0.204938	-2.3456	0.010248
13	-0.424754	-4.8615	2e-06
14	0.091757	1.0502	0.147779
15	0.005531	0.0633	0.474809
16	-0.049311	-0.5644	0.286728
17	0.026761	0.3063	0.379934
18	-0.067312	-0.7704	0.221218
19	0.042763	0.4894	0.312672
20	-0.018961	-0.217	0.414264
21	0.191843	2.1957	0.014936
22	0.007806	0.0893	0.464471
23	-0.046659	-0.534	0.29711
24	-0.043907	-0.5025	0.308068
25	-0.136847	-1.5663	0.059848
26	0.113305	1.2968	0.098485
27	0.065198	0.7462	0.228434
28	-0.112521	-1.2879	0.100033
29	0.066163	0.7573	0.225125
30	-0.033691	-0.3856	0.350205
31	0.126194	1.4444	0.075514
32	-0.105671	-1.2095	0.114333
33	0.05215	0.5969	0.275807
34	-0.039828	-0.4559	0.324625
35	0.0026	0.0298	0.488151
36	-0.013617	-0.1558	0.438196
37	-0.096039	-1.0992	0.136844
38	-0.056719	-0.6492	0.258681
39	-0.031786	-0.3638	0.358295
40	0.042316	0.4843	0.314481
41	-0.016144	-0.1848	0.426845
42	0.030757	0.352	0.36269
43	0.012083	0.1383	0.445109
44	-0.012404	-0.142	0.443659
45	0.078741	0.9012	0.18456
46	-0.062309	-0.7132	0.238509
47	-0.006769	-0.0775	0.469184
48	0.048711	0.5575	0.289059

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.969755 & 11.0994 & 0 \tabularnewline
2 & -0.23568 & -2.6975 & 0.003953 \tabularnewline
3 & 0.201786 & 2.3095 & 0.011239 \tabularnewline
4 & 0.085325 & 0.9766 & 0.165287 \tabularnewline
5 & 0.11895 & 1.3614 & 0.087855 \tabularnewline
6 & -0.150645 & -1.7242 & 0.043514 \tabularnewline
7 & -0.176596 & -2.0212 & 0.022647 \tabularnewline
8 & -0.086009 & -0.9844 & 0.163362 \tabularnewline
9 & 0.034159 & 0.391 & 0.34823 \tabularnewline
10 & 0.014264 & 0.1633 & 0.435281 \tabularnewline
11 & 0.133558 & 1.5286 & 0.064382 \tabularnewline
12 & -0.204938 & -2.3456 & 0.010248 \tabularnewline
13 & -0.424754 & -4.8615 & 2e-06 \tabularnewline
14 & 0.091757 & 1.0502 & 0.147779 \tabularnewline
15 & 0.005531 & 0.0633 & 0.474809 \tabularnewline
16 & -0.049311 & -0.5644 & 0.286728 \tabularnewline
17 & 0.026761 & 0.3063 & 0.379934 \tabularnewline
18 & -0.067312 & -0.7704 & 0.221218 \tabularnewline
19 & 0.042763 & 0.4894 & 0.312672 \tabularnewline
20 & -0.018961 & -0.217 & 0.414264 \tabularnewline
21 & 0.191843 & 2.1957 & 0.014936 \tabularnewline
22 & 0.007806 & 0.0893 & 0.464471 \tabularnewline
23 & -0.046659 & -0.534 & 0.29711 \tabularnewline
24 & -0.043907 & -0.5025 & 0.308068 \tabularnewline
25 & -0.136847 & -1.5663 & 0.059848 \tabularnewline
26 & 0.113305 & 1.2968 & 0.098485 \tabularnewline
27 & 0.065198 & 0.7462 & 0.228434 \tabularnewline
28 & -0.112521 & -1.2879 & 0.100033 \tabularnewline
29 & 0.066163 & 0.7573 & 0.225125 \tabularnewline
30 & -0.033691 & -0.3856 & 0.350205 \tabularnewline
31 & 0.126194 & 1.4444 & 0.075514 \tabularnewline
32 & -0.105671 & -1.2095 & 0.114333 \tabularnewline
33 & 0.05215 & 0.5969 & 0.275807 \tabularnewline
34 & -0.039828 & -0.4559 & 0.324625 \tabularnewline
35 & 0.0026 & 0.0298 & 0.488151 \tabularnewline
36 & -0.013617 & -0.1558 & 0.438196 \tabularnewline
37 & -0.096039 & -1.0992 & 0.136844 \tabularnewline
38 & -0.056719 & -0.6492 & 0.258681 \tabularnewline
39 & -0.031786 & -0.3638 & 0.358295 \tabularnewline
40 & 0.042316 & 0.4843 & 0.314481 \tabularnewline
41 & -0.016144 & -0.1848 & 0.426845 \tabularnewline
42 & 0.030757 & 0.352 & 0.36269 \tabularnewline
43 & 0.012083 & 0.1383 & 0.445109 \tabularnewline
44 & -0.012404 & -0.142 & 0.443659 \tabularnewline
45 & 0.078741 & 0.9012 & 0.18456 \tabularnewline
46 & -0.062309 & -0.7132 & 0.238509 \tabularnewline
47 & -0.006769 & -0.0775 & 0.469184 \tabularnewline
48 & 0.048711 & 0.5575 & 0.289059 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114179&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]0.969755[/C][C]11.0994[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.23568[/C][C]-2.6975[/C][C]0.003953[/C][/ROW]
[ROW][C]3[/C][C]0.201786[/C][C]2.3095[/C][C]0.011239[/C][/ROW]
[ROW][C]4[/C][C]0.085325[/C][C]0.9766[/C][C]0.165287[/C][/ROW]
[ROW][C]5[/C][C]0.11895[/C][C]1.3614[/C][C]0.087855[/C][/ROW]
[ROW][C]6[/C][C]-0.150645[/C][C]-1.7242[/C][C]0.043514[/C][/ROW]
[ROW][C]7[/C][C]-0.176596[/C][C]-2.0212[/C][C]0.022647[/C][/ROW]
[ROW][C]8[/C][C]-0.086009[/C][C]-0.9844[/C][C]0.163362[/C][/ROW]
[ROW][C]9[/C][C]0.034159[/C][C]0.391[/C][C]0.34823[/C][/ROW]
[ROW][C]10[/C][C]0.014264[/C][C]0.1633[/C][C]0.435281[/C][/ROW]
[ROW][C]11[/C][C]0.133558[/C][C]1.5286[/C][C]0.064382[/C][/ROW]
[ROW][C]12[/C][C]-0.204938[/C][C]-2.3456[/C][C]0.010248[/C][/ROW]
[ROW][C]13[/C][C]-0.424754[/C][C]-4.8615[/C][C]2e-06[/C][/ROW]
[ROW][C]14[/C][C]0.091757[/C][C]1.0502[/C][C]0.147779[/C][/ROW]
[ROW][C]15[/C][C]0.005531[/C][C]0.0633[/C][C]0.474809[/C][/ROW]
[ROW][C]16[/C][C]-0.049311[/C][C]-0.5644[/C][C]0.286728[/C][/ROW]
[ROW][C]17[/C][C]0.026761[/C][C]0.3063[/C][C]0.379934[/C][/ROW]
[ROW][C]18[/C][C]-0.067312[/C][C]-0.7704[/C][C]0.221218[/C][/ROW]
[ROW][C]19[/C][C]0.042763[/C][C]0.4894[/C][C]0.312672[/C][/ROW]
[ROW][C]20[/C][C]-0.018961[/C][C]-0.217[/C][C]0.414264[/C][/ROW]
[ROW][C]21[/C][C]0.191843[/C][C]2.1957[/C][C]0.014936[/C][/ROW]
[ROW][C]22[/C][C]0.007806[/C][C]0.0893[/C][C]0.464471[/C][/ROW]
[ROW][C]23[/C][C]-0.046659[/C][C]-0.534[/C][C]0.29711[/C][/ROW]
[ROW][C]24[/C][C]-0.043907[/C][C]-0.5025[/C][C]0.308068[/C][/ROW]
[ROW][C]25[/C][C]-0.136847[/C][C]-1.5663[/C][C]0.059848[/C][/ROW]
[ROW][C]26[/C][C]0.113305[/C][C]1.2968[/C][C]0.098485[/C][/ROW]
[ROW][C]27[/C][C]0.065198[/C][C]0.7462[/C][C]0.228434[/C][/ROW]
[ROW][C]28[/C][C]-0.112521[/C][C]-1.2879[/C][C]0.100033[/C][/ROW]
[ROW][C]29[/C][C]0.066163[/C][C]0.7573[/C][C]0.225125[/C][/ROW]
[ROW][C]30[/C][C]-0.033691[/C][C]-0.3856[/C][C]0.350205[/C][/ROW]
[ROW][C]31[/C][C]0.126194[/C][C]1.4444[/C][C]0.075514[/C][/ROW]
[ROW][C]32[/C][C]-0.105671[/C][C]-1.2095[/C][C]0.114333[/C][/ROW]
[ROW][C]33[/C][C]0.05215[/C][C]0.5969[/C][C]0.275807[/C][/ROW]
[ROW][C]34[/C][C]-0.039828[/C][C]-0.4559[/C][C]0.324625[/C][/ROW]
[ROW][C]35[/C][C]0.0026[/C][C]0.0298[/C][C]0.488151[/C][/ROW]
[ROW][C]36[/C][C]-0.013617[/C][C]-0.1558[/C][C]0.438196[/C][/ROW]
[ROW][C]37[/C][C]-0.096039[/C][C]-1.0992[/C][C]0.136844[/C][/ROW]
[ROW][C]38[/C][C]-0.056719[/C][C]-0.6492[/C][C]0.258681[/C][/ROW]
[ROW][C]39[/C][C]-0.031786[/C][C]-0.3638[/C][C]0.358295[/C][/ROW]
[ROW][C]40[/C][C]0.042316[/C][C]0.4843[/C][C]0.314481[/C][/ROW]
[ROW][C]41[/C][C]-0.016144[/C][C]-0.1848[/C][C]0.426845[/C][/ROW]
[ROW][C]42[/C][C]0.030757[/C][C]0.352[/C][C]0.36269[/C][/ROW]
[ROW][C]43[/C][C]0.012083[/C][C]0.1383[/C][C]0.445109[/C][/ROW]
[ROW][C]44[/C][C]-0.012404[/C][C]-0.142[/C][C]0.443659[/C][/ROW]
[ROW][C]45[/C][C]0.078741[/C][C]0.9012[/C][C]0.18456[/C][/ROW]
[ROW][C]46[/C][C]-0.062309[/C][C]-0.7132[/C][C]0.238509[/C][/ROW]
[ROW][C]47[/C][C]-0.006769[/C][C]-0.0775[/C][C]0.469184[/C][/ROW]
[ROW][C]48[/C][C]0.048711[/C][C]0.5575[/C][C]0.289059[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114179&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114179&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	0.969755	11.0994	0
2	-0.23568	-2.6975	0.003953
3	0.201786	2.3095	0.011239
4	0.085325	0.9766	0.165287
5	0.11895	1.3614	0.087855
6	-0.150645	-1.7242	0.043514
7	-0.176596	-2.0212	0.022647
8	-0.086009	-0.9844	0.163362
9	0.034159	0.391	0.34823
10	0.014264	0.1633	0.435281
11	0.133558	1.5286	0.064382
12	-0.204938	-2.3456	0.010248
13	-0.424754	-4.8615	2e-06
14	0.091757	1.0502	0.147779
15	0.005531	0.0633	0.474809
16	-0.049311	-0.5644	0.286728
17	0.026761	0.3063	0.379934
18	-0.067312	-0.7704	0.221218
19	0.042763	0.4894	0.312672
20	-0.018961	-0.217	0.414264
21	0.191843	2.1957	0.014936
22	0.007806	0.0893	0.464471
23	-0.046659	-0.534	0.29711
24	-0.043907	-0.5025	0.308068
25	-0.136847	-1.5663	0.059848
26	0.113305	1.2968	0.098485
27	0.065198	0.7462	0.228434
28	-0.112521	-1.2879	0.100033
29	0.066163	0.7573	0.225125
30	-0.033691	-0.3856	0.350205
31	0.126194	1.4444	0.075514
32	-0.105671	-1.2095	0.114333
33	0.05215	0.5969	0.275807
34	-0.039828	-0.4559	0.324625
35	0.0026	0.0298	0.488151
36	-0.013617	-0.1558	0.438196
37	-0.096039	-1.0992	0.136844
38	-0.056719	-0.6492	0.258681
39	-0.031786	-0.3638	0.358295
40	0.042316	0.4843	0.314481
41	-0.016144	-0.1848	0.426845
42	0.030757	0.352	0.36269
43	0.012083	0.1383	0.445109
44	-0.012404	-0.142	0.443659
45	0.078741	0.9012	0.18456
46	-0.062309	-0.7132	0.238509
47	-0.006769	-0.0775	0.469184
48	0.048711	0.5575	0.289059

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