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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 10 Jan 2010 06:48:41 -0700

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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/Jan/10/t126313145379u8q1656ckzazy.htm/, Retrieved Sun, 05 May 2024 06:06:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71798, Retrieved Sun, 05 May 2024 06:06:37 +0000

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User-defined keywords

KDGP2W21

Estimated Impact

145

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-       [(Partial) Autocorrelation Function] [] [2010-01-10 13:48:41] [d7e29fbdd9c070952bc7bcf8a141229f] [Current]

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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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71798&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71798&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71798&T=0

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.966214	8.6421	0
2	0.931863	8.3348	0
3	0.896715	8.0205	0
4	0.860903	7.7002	0
5	0.825061	7.3796	0
6	0.789111	7.058	0
7	0.752798	6.7332	0
8	0.715843	6.4027	0
9	0.67938	6.0766	0
10	0.644238	5.7622	0
11	0.609415	5.4508	0
12	0.575199	5.1447	1e-06
13	0.541768	4.8457	3e-06
14	0.507558	4.5397	1e-05
15	0.472835	4.2292	3.1e-05
16	0.437752	3.9154	9.4e-05
17	0.40281	3.6028	0.000272
18	0.366915	3.2818	0.000765
19	0.33098	2.9604	0.002021
20	0.293974	2.6294	0.005127
21	0.258716	2.314	0.011616
22	0.224433	2.0074	0.024042
23	0.190808	1.7066	0.045885
24	0.159362	1.4254	0.078969
25	0.128505	1.1494	0.12691
26	0.096607	0.8641	0.195064
27	0.064779	0.5794	0.281973
28	0.032796	0.2933	0.385014
29	0.001211	0.0108	0.495693
30	-0.029471	-0.2636	0.396384
31	-0.060428	-0.5405	0.295181
32	-0.090993	-0.8139	0.209069
33	-0.119066	-1.065	0.145049
34	-0.145202	-1.2987	0.098884
35	-0.169969	-1.5202	0.066196
36	-0.193254	-1.7285	0.043877
37	-0.21444	-1.918	0.029339
38	-0.235842	-2.1094	0.019017
39	-0.256149	-2.2911	0.012295
40	-0.275613	-2.4652	0.007918
41	-0.295002	-2.6386	0.005002
42	-0.313408	-2.8032	0.003173
43	-0.33059	-2.9569	0.002042
44	-0.347725	-3.1101	0.001296
45	-0.362368	-3.2411	0.000868
46	-0.375136	-3.3553	0.000607
47	-0.386262	-3.4548	0.000442
48	-0.395026	-3.5332	0.000343

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966214 & 8.6421 & 0 \tabularnewline
2 & 0.931863 & 8.3348 & 0 \tabularnewline
3 & 0.896715 & 8.0205 & 0 \tabularnewline
4 & 0.860903 & 7.7002 & 0 \tabularnewline
5 & 0.825061 & 7.3796 & 0 \tabularnewline
6 & 0.789111 & 7.058 & 0 \tabularnewline
7 & 0.752798 & 6.7332 & 0 \tabularnewline
8 & 0.715843 & 6.4027 & 0 \tabularnewline
9 & 0.67938 & 6.0766 & 0 \tabularnewline
10 & 0.644238 & 5.7622 & 0 \tabularnewline
11 & 0.609415 & 5.4508 & 0 \tabularnewline
12 & 0.575199 & 5.1447 & 1e-06 \tabularnewline
13 & 0.541768 & 4.8457 & 3e-06 \tabularnewline
14 & 0.507558 & 4.5397 & 1e-05 \tabularnewline
15 & 0.472835 & 4.2292 & 3.1e-05 \tabularnewline
16 & 0.437752 & 3.9154 & 9.4e-05 \tabularnewline
17 & 0.40281 & 3.6028 & 0.000272 \tabularnewline
18 & 0.366915 & 3.2818 & 0.000765 \tabularnewline
19 & 0.33098 & 2.9604 & 0.002021 \tabularnewline
20 & 0.293974 & 2.6294 & 0.005127 \tabularnewline
21 & 0.258716 & 2.314 & 0.011616 \tabularnewline
22 & 0.224433 & 2.0074 & 0.024042 \tabularnewline
23 & 0.190808 & 1.7066 & 0.045885 \tabularnewline
24 & 0.159362 & 1.4254 & 0.078969 \tabularnewline
25 & 0.128505 & 1.1494 & 0.12691 \tabularnewline
26 & 0.096607 & 0.8641 & 0.195064 \tabularnewline
27 & 0.064779 & 0.5794 & 0.281973 \tabularnewline
28 & 0.032796 & 0.2933 & 0.385014 \tabularnewline
29 & 0.001211 & 0.0108 & 0.495693 \tabularnewline
30 & -0.029471 & -0.2636 & 0.396384 \tabularnewline
31 & -0.060428 & -0.5405 & 0.295181 \tabularnewline
32 & -0.090993 & -0.8139 & 0.209069 \tabularnewline
33 & -0.119066 & -1.065 & 0.145049 \tabularnewline
34 & -0.145202 & -1.2987 & 0.098884 \tabularnewline
35 & -0.169969 & -1.5202 & 0.066196 \tabularnewline
36 & -0.193254 & -1.7285 & 0.043877 \tabularnewline
37 & -0.21444 & -1.918 & 0.029339 \tabularnewline
38 & -0.235842 & -2.1094 & 0.019017 \tabularnewline
39 & -0.256149 & -2.2911 & 0.012295 \tabularnewline
40 & -0.275613 & -2.4652 & 0.007918 \tabularnewline
41 & -0.295002 & -2.6386 & 0.005002 \tabularnewline
42 & -0.313408 & -2.8032 & 0.003173 \tabularnewline
43 & -0.33059 & -2.9569 & 0.002042 \tabularnewline
44 & -0.347725 & -3.1101 & 0.001296 \tabularnewline
45 & -0.362368 & -3.2411 & 0.000868 \tabularnewline
46 & -0.375136 & -3.3553 & 0.000607 \tabularnewline
47 & -0.386262 & -3.4548 & 0.000442 \tabularnewline
48 & -0.395026 & -3.5332 & 0.000343 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71798&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]0.966214[/C][C]8.6421[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.931863[/C][C]8.3348[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.896715[/C][C]8.0205[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.860903[/C][C]7.7002[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.825061[/C][C]7.3796[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.789111[/C][C]7.058[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.752798[/C][C]6.7332[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.715843[/C][C]6.4027[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.67938[/C][C]6.0766[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.644238[/C][C]5.7622[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.609415[/C][C]5.4508[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.575199[/C][C]5.1447[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.541768[/C][C]4.8457[/C][C]3e-06[/C][/ROW]
[ROW][C]14[/C][C]0.507558[/C][C]4.5397[/C][C]1e-05[/C][/ROW]
[ROW][C]15[/C][C]0.472835[/C][C]4.2292[/C][C]3.1e-05[/C][/ROW]
[ROW][C]16[/C][C]0.437752[/C][C]3.9154[/C][C]9.4e-05[/C][/ROW]
[ROW][C]17[/C][C]0.40281[/C][C]3.6028[/C][C]0.000272[/C][/ROW]
[ROW][C]18[/C][C]0.366915[/C][C]3.2818[/C][C]0.000765[/C][/ROW]
[ROW][C]19[/C][C]0.33098[/C][C]2.9604[/C][C]0.002021[/C][/ROW]
[ROW][C]20[/C][C]0.293974[/C][C]2.6294[/C][C]0.005127[/C][/ROW]
[ROW][C]21[/C][C]0.258716[/C][C]2.314[/C][C]0.011616[/C][/ROW]
[ROW][C]22[/C][C]0.224433[/C][C]2.0074[/C][C]0.024042[/C][/ROW]
[ROW][C]23[/C][C]0.190808[/C][C]1.7066[/C][C]0.045885[/C][/ROW]
[ROW][C]24[/C][C]0.159362[/C][C]1.4254[/C][C]0.078969[/C][/ROW]
[ROW][C]25[/C][C]0.128505[/C][C]1.1494[/C][C]0.12691[/C][/ROW]
[ROW][C]26[/C][C]0.096607[/C][C]0.8641[/C][C]0.195064[/C][/ROW]
[ROW][C]27[/C][C]0.064779[/C][C]0.5794[/C][C]0.281973[/C][/ROW]
[ROW][C]28[/C][C]0.032796[/C][C]0.2933[/C][C]0.385014[/C][/ROW]
[ROW][C]29[/C][C]0.001211[/C][C]0.0108[/C][C]0.495693[/C][/ROW]
[ROW][C]30[/C][C]-0.029471[/C][C]-0.2636[/C][C]0.396384[/C][/ROW]
[ROW][C]31[/C][C]-0.060428[/C][C]-0.5405[/C][C]0.295181[/C][/ROW]
[ROW][C]32[/C][C]-0.090993[/C][C]-0.8139[/C][C]0.209069[/C][/ROW]
[ROW][C]33[/C][C]-0.119066[/C][C]-1.065[/C][C]0.145049[/C][/ROW]
[ROW][C]34[/C][C]-0.145202[/C][C]-1.2987[/C][C]0.098884[/C][/ROW]
[ROW][C]35[/C][C]-0.169969[/C][C]-1.5202[/C][C]0.066196[/C][/ROW]
[ROW][C]36[/C][C]-0.193254[/C][C]-1.7285[/C][C]0.043877[/C][/ROW]
[ROW][C]37[/C][C]-0.21444[/C][C]-1.918[/C][C]0.029339[/C][/ROW]
[ROW][C]38[/C][C]-0.235842[/C][C]-2.1094[/C][C]0.019017[/C][/ROW]
[ROW][C]39[/C][C]-0.256149[/C][C]-2.2911[/C][C]0.012295[/C][/ROW]
[ROW][C]40[/C][C]-0.275613[/C][C]-2.4652[/C][C]0.007918[/C][/ROW]
[ROW][C]41[/C][C]-0.295002[/C][C]-2.6386[/C][C]0.005002[/C][/ROW]
[ROW][C]42[/C][C]-0.313408[/C][C]-2.8032[/C][C]0.003173[/C][/ROW]
[ROW][C]43[/C][C]-0.33059[/C][C]-2.9569[/C][C]0.002042[/C][/ROW]
[ROW][C]44[/C][C]-0.347725[/C][C]-3.1101[/C][C]0.001296[/C][/ROW]
[ROW][C]45[/C][C]-0.362368[/C][C]-3.2411[/C][C]0.000868[/C][/ROW]
[ROW][C]46[/C][C]-0.375136[/C][C]-3.3553[/C][C]0.000607[/C][/ROW]
[ROW][C]47[/C][C]-0.386262[/C][C]-3.4548[/C][C]0.000442[/C][/ROW]
[ROW][C]48[/C][C]-0.395026[/C][C]-3.5332[/C][C]0.000343[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71798&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71798&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	0.966214	8.6421	0
2	0.931863	8.3348	0
3	0.896715	8.0205	0
4	0.860903	7.7002	0
5	0.825061	7.3796	0
6	0.789111	7.058	0
7	0.752798	6.7332	0
8	0.715843	6.4027	0
9	0.67938	6.0766	0
10	0.644238	5.7622	0
11	0.609415	5.4508	0
12	0.575199	5.1447	1e-06
13	0.541768	4.8457	3e-06
14	0.507558	4.5397	1e-05
15	0.472835	4.2292	3.1e-05
16	0.437752	3.9154	9.4e-05
17	0.40281	3.6028	0.000272
18	0.366915	3.2818	0.000765
19	0.33098	2.9604	0.002021
20	0.293974	2.6294	0.005127
21	0.258716	2.314	0.011616
22	0.224433	2.0074	0.024042
23	0.190808	1.7066	0.045885
24	0.159362	1.4254	0.078969
25	0.128505	1.1494	0.12691
26	0.096607	0.8641	0.195064
27	0.064779	0.5794	0.281973
28	0.032796	0.2933	0.385014
29	0.001211	0.0108	0.495693
30	-0.029471	-0.2636	0.396384
31	-0.060428	-0.5405	0.295181
32	-0.090993	-0.8139	0.209069
33	-0.119066	-1.065	0.145049
34	-0.145202	-1.2987	0.098884
35	-0.169969	-1.5202	0.066196
36	-0.193254	-1.7285	0.043877
37	-0.21444	-1.918	0.029339
38	-0.235842	-2.1094	0.019017
39	-0.256149	-2.2911	0.012295
40	-0.275613	-2.4652	0.007918
41	-0.295002	-2.6386	0.005002
42	-0.313408	-2.8032	0.003173
43	-0.33059	-2.9569	0.002042
44	-0.347725	-3.1101	0.001296
45	-0.362368	-3.2411	0.000868
46	-0.375136	-3.3553	0.000607
47	-0.386262	-3.4548	0.000442
48	-0.395026	-3.5332	0.000343

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.966214	8.6421	0
2	-0.02568	-0.2297	0.409461
3	-0.029714	-0.2658	0.39555
4	-0.028362	-0.2537	0.400197
5	-0.019423	-0.1737	0.431261
6	-0.021027	-0.1881	0.425648
7	-0.025468	-0.2278	0.410195
8	-0.030309	-0.2711	0.39351
9	-0.013836	-0.1238	0.450911
10	-0.001519	-0.0136	0.494597
11	-0.01682	-0.1504	0.440396
12	-0.013081	-0.117	0.453576
13	-0.010394	-0.093	0.463081
14	-0.033895	-0.3032	0.381274
15	-0.030775	-0.2753	0.391915
16	-0.029287	-0.262	0.397015
17	-0.022224	-0.1988	0.421472
18	-0.039116	-0.3499	0.363679
19	-0.026469	-0.2367	0.406728
20	-0.042807	-0.3829	0.351414
21	-0.000626	-0.0056	0.497772
22	-0.012549	-0.1122	0.455456
23	-0.018673	-0.167	0.433888
24	0.003911	0.035	0.48609
25	-0.019196	-0.1717	0.432056
26	-0.044945	-0.402	0.344378
27	-0.029517	-0.264	0.396226
28	-0.033408	-0.2988	0.38293
29	-0.02567	-0.2296	0.409493
30	-0.017913	-0.1602	0.436558
31	-0.03629	-0.3246	0.373172
32	-0.026444	-0.2365	0.406815
33	0.007239	0.0647	0.474268
34	-0.00292	-0.0261	0.489613
35	-0.012222	-0.1093	0.456612
36	-0.010615	-0.0949	0.462298
37	-0.001056	-0.0094	0.496244
38	-0.036442	-0.3259	0.372657
39	-0.016216	-0.145	0.442521
40	-0.021301	-0.1905	0.42469
41	-0.031371	-0.2806	0.389875
42	-0.016734	-0.1497	0.4407
43	-0.013596	-0.1216	0.451757
44	-0.029272	-0.2618	0.397067
45	0.009238	0.0826	0.467178
46	-0.002545	-0.0228	0.490949
47	-0.00652	-0.0583	0.476821
48	0.005346	0.0478	0.480993

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966214 & 8.6421 & 0 \tabularnewline
2 & -0.02568 & -0.2297 & 0.409461 \tabularnewline
3 & -0.029714 & -0.2658 & 0.39555 \tabularnewline
4 & -0.028362 & -0.2537 & 0.400197 \tabularnewline
5 & -0.019423 & -0.1737 & 0.431261 \tabularnewline
6 & -0.021027 & -0.1881 & 0.425648 \tabularnewline
7 & -0.025468 & -0.2278 & 0.410195 \tabularnewline
8 & -0.030309 & -0.2711 & 0.39351 \tabularnewline
9 & -0.013836 & -0.1238 & 0.450911 \tabularnewline
10 & -0.001519 & -0.0136 & 0.494597 \tabularnewline
11 & -0.01682 & -0.1504 & 0.440396 \tabularnewline
12 & -0.013081 & -0.117 & 0.453576 \tabularnewline
13 & -0.010394 & -0.093 & 0.463081 \tabularnewline
14 & -0.033895 & -0.3032 & 0.381274 \tabularnewline
15 & -0.030775 & -0.2753 & 0.391915 \tabularnewline
16 & -0.029287 & -0.262 & 0.397015 \tabularnewline
17 & -0.022224 & -0.1988 & 0.421472 \tabularnewline
18 & -0.039116 & -0.3499 & 0.363679 \tabularnewline
19 & -0.026469 & -0.2367 & 0.406728 \tabularnewline
20 & -0.042807 & -0.3829 & 0.351414 \tabularnewline
21 & -0.000626 & -0.0056 & 0.497772 \tabularnewline
22 & -0.012549 & -0.1122 & 0.455456 \tabularnewline
23 & -0.018673 & -0.167 & 0.433888 \tabularnewline
24 & 0.003911 & 0.035 & 0.48609 \tabularnewline
25 & -0.019196 & -0.1717 & 0.432056 \tabularnewline
26 & -0.044945 & -0.402 & 0.344378 \tabularnewline
27 & -0.029517 & -0.264 & 0.396226 \tabularnewline
28 & -0.033408 & -0.2988 & 0.38293 \tabularnewline
29 & -0.02567 & -0.2296 & 0.409493 \tabularnewline
30 & -0.017913 & -0.1602 & 0.436558 \tabularnewline
31 & -0.03629 & -0.3246 & 0.373172 \tabularnewline
32 & -0.026444 & -0.2365 & 0.406815 \tabularnewline
33 & 0.007239 & 0.0647 & 0.474268 \tabularnewline
34 & -0.00292 & -0.0261 & 0.489613 \tabularnewline
35 & -0.012222 & -0.1093 & 0.456612 \tabularnewline
36 & -0.010615 & -0.0949 & 0.462298 \tabularnewline
37 & -0.001056 & -0.0094 & 0.496244 \tabularnewline
38 & -0.036442 & -0.3259 & 0.372657 \tabularnewline
39 & -0.016216 & -0.145 & 0.442521 \tabularnewline
40 & -0.021301 & -0.1905 & 0.42469 \tabularnewline
41 & -0.031371 & -0.2806 & 0.389875 \tabularnewline
42 & -0.016734 & -0.1497 & 0.4407 \tabularnewline
43 & -0.013596 & -0.1216 & 0.451757 \tabularnewline
44 & -0.029272 & -0.2618 & 0.397067 \tabularnewline
45 & 0.009238 & 0.0826 & 0.467178 \tabularnewline
46 & -0.002545 & -0.0228 & 0.490949 \tabularnewline
47 & -0.00652 & -0.0583 & 0.476821 \tabularnewline
48 & 0.005346 & 0.0478 & 0.480993 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71798&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]0.966214[/C][C]8.6421[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.02568[/C][C]-0.2297[/C][C]0.409461[/C][/ROW]
[ROW][C]3[/C][C]-0.029714[/C][C]-0.2658[/C][C]0.39555[/C][/ROW]
[ROW][C]4[/C][C]-0.028362[/C][C]-0.2537[/C][C]0.400197[/C][/ROW]
[ROW][C]5[/C][C]-0.019423[/C][C]-0.1737[/C][C]0.431261[/C][/ROW]
[ROW][C]6[/C][C]-0.021027[/C][C]-0.1881[/C][C]0.425648[/C][/ROW]
[ROW][C]7[/C][C]-0.025468[/C][C]-0.2278[/C][C]0.410195[/C][/ROW]
[ROW][C]8[/C][C]-0.030309[/C][C]-0.2711[/C][C]0.39351[/C][/ROW]
[ROW][C]9[/C][C]-0.013836[/C][C]-0.1238[/C][C]0.450911[/C][/ROW]
[ROW][C]10[/C][C]-0.001519[/C][C]-0.0136[/C][C]0.494597[/C][/ROW]
[ROW][C]11[/C][C]-0.01682[/C][C]-0.1504[/C][C]0.440396[/C][/ROW]
[ROW][C]12[/C][C]-0.013081[/C][C]-0.117[/C][C]0.453576[/C][/ROW]
[ROW][C]13[/C][C]-0.010394[/C][C]-0.093[/C][C]0.463081[/C][/ROW]
[ROW][C]14[/C][C]-0.033895[/C][C]-0.3032[/C][C]0.381274[/C][/ROW]
[ROW][C]15[/C][C]-0.030775[/C][C]-0.2753[/C][C]0.391915[/C][/ROW]
[ROW][C]16[/C][C]-0.029287[/C][C]-0.262[/C][C]0.397015[/C][/ROW]
[ROW][C]17[/C][C]-0.022224[/C][C]-0.1988[/C][C]0.421472[/C][/ROW]
[ROW][C]18[/C][C]-0.039116[/C][C]-0.3499[/C][C]0.363679[/C][/ROW]
[ROW][C]19[/C][C]-0.026469[/C][C]-0.2367[/C][C]0.406728[/C][/ROW]
[ROW][C]20[/C][C]-0.042807[/C][C]-0.3829[/C][C]0.351414[/C][/ROW]
[ROW][C]21[/C][C]-0.000626[/C][C]-0.0056[/C][C]0.497772[/C][/ROW]
[ROW][C]22[/C][C]-0.012549[/C][C]-0.1122[/C][C]0.455456[/C][/ROW]
[ROW][C]23[/C][C]-0.018673[/C][C]-0.167[/C][C]0.433888[/C][/ROW]
[ROW][C]24[/C][C]0.003911[/C][C]0.035[/C][C]0.48609[/C][/ROW]
[ROW][C]25[/C][C]-0.019196[/C][C]-0.1717[/C][C]0.432056[/C][/ROW]
[ROW][C]26[/C][C]-0.044945[/C][C]-0.402[/C][C]0.344378[/C][/ROW]
[ROW][C]27[/C][C]-0.029517[/C][C]-0.264[/C][C]0.396226[/C][/ROW]
[ROW][C]28[/C][C]-0.033408[/C][C]-0.2988[/C][C]0.38293[/C][/ROW]
[ROW][C]29[/C][C]-0.02567[/C][C]-0.2296[/C][C]0.409493[/C][/ROW]
[ROW][C]30[/C][C]-0.017913[/C][C]-0.1602[/C][C]0.436558[/C][/ROW]
[ROW][C]31[/C][C]-0.03629[/C][C]-0.3246[/C][C]0.373172[/C][/ROW]
[ROW][C]32[/C][C]-0.026444[/C][C]-0.2365[/C][C]0.406815[/C][/ROW]
[ROW][C]33[/C][C]0.007239[/C][C]0.0647[/C][C]0.474268[/C][/ROW]
[ROW][C]34[/C][C]-0.00292[/C][C]-0.0261[/C][C]0.489613[/C][/ROW]
[ROW][C]35[/C][C]-0.012222[/C][C]-0.1093[/C][C]0.456612[/C][/ROW]
[ROW][C]36[/C][C]-0.010615[/C][C]-0.0949[/C][C]0.462298[/C][/ROW]
[ROW][C]37[/C][C]-0.001056[/C][C]-0.0094[/C][C]0.496244[/C][/ROW]
[ROW][C]38[/C][C]-0.036442[/C][C]-0.3259[/C][C]0.372657[/C][/ROW]
[ROW][C]39[/C][C]-0.016216[/C][C]-0.145[/C][C]0.442521[/C][/ROW]
[ROW][C]40[/C][C]-0.021301[/C][C]-0.1905[/C][C]0.42469[/C][/ROW]
[ROW][C]41[/C][C]-0.031371[/C][C]-0.2806[/C][C]0.389875[/C][/ROW]
[ROW][C]42[/C][C]-0.016734[/C][C]-0.1497[/C][C]0.4407[/C][/ROW]
[ROW][C]43[/C][C]-0.013596[/C][C]-0.1216[/C][C]0.451757[/C][/ROW]
[ROW][C]44[/C][C]-0.029272[/C][C]-0.2618[/C][C]0.397067[/C][/ROW]
[ROW][C]45[/C][C]0.009238[/C][C]0.0826[/C][C]0.467178[/C][/ROW]
[ROW][C]46[/C][C]-0.002545[/C][C]-0.0228[/C][C]0.490949[/C][/ROW]
[ROW][C]47[/C][C]-0.00652[/C][C]-0.0583[/C][C]0.476821[/C][/ROW]
[ROW][C]48[/C][C]0.005346[/C][C]0.0478[/C][C]0.480993[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71798&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71798&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	0.966214	8.6421	0
2	-0.02568	-0.2297	0.409461
3	-0.029714	-0.2658	0.39555
4	-0.028362	-0.2537	0.400197
5	-0.019423	-0.1737	0.431261
6	-0.021027	-0.1881	0.425648
7	-0.025468	-0.2278	0.410195
8	-0.030309	-0.2711	0.39351
9	-0.013836	-0.1238	0.450911
10	-0.001519	-0.0136	0.494597
11	-0.01682	-0.1504	0.440396
12	-0.013081	-0.117	0.453576
13	-0.010394	-0.093	0.463081
14	-0.033895	-0.3032	0.381274
15	-0.030775	-0.2753	0.391915
16	-0.029287	-0.262	0.397015
17	-0.022224	-0.1988	0.421472
18	-0.039116	-0.3499	0.363679
19	-0.026469	-0.2367	0.406728
20	-0.042807	-0.3829	0.351414
21	-0.000626	-0.0056	0.497772
22	-0.012549	-0.1122	0.455456
23	-0.018673	-0.167	0.433888
24	0.003911	0.035	0.48609
25	-0.019196	-0.1717	0.432056
26	-0.044945	-0.402	0.344378
27	-0.029517	-0.264	0.396226
28	-0.033408	-0.2988	0.38293
29	-0.02567	-0.2296	0.409493
30	-0.017913	-0.1602	0.436558
31	-0.03629	-0.3246	0.373172
32	-0.026444	-0.2365	0.406815
33	0.007239	0.0647	0.474268
34	-0.00292	-0.0261	0.489613
35	-0.012222	-0.1093	0.456612
36	-0.010615	-0.0949	0.462298
37	-0.001056	-0.0094	0.496244
38	-0.036442	-0.3259	0.372657
39	-0.016216	-0.145	0.442521
40	-0.021301	-0.1905	0.42469
41	-0.031371	-0.2806	0.389875
42	-0.016734	-0.1497	0.4407
43	-0.013596	-0.1216	0.451757
44	-0.029272	-0.2618	0.397067
45	0.009238	0.0826	0.467178
46	-0.002545	-0.0228	0.490949
47	-0.00652	-0.0583	0.476821
48	0.005346	0.0478	0.480993

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