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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 12 Jan 2010 06:19:10 -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/12/t1263302423b0iw2jznzow22c2.htm/, Retrieved Tue, 07 May 2024 09:21:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=72049, Retrieved Tue, 07 May 2024 09:21:44 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W21

Estimated Impact

138

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

-     [] [] [1970-01-01 00:00:00] [2186dd2f385e1ccfa008ccec8e23764c]
- RMPD    [(Partial) Autocorrelation Function] [] [2010-01-12 13:19:10] [d41d8cd98f00b204e9800998ecf8427e] [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	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=72049&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=72049&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72049&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	0.053018	0.551	0.291391
2	-0.048189	-0.5008	0.308769
3	0.190179	1.9764	0.025329
4	0.057118	0.5936	0.277014
5	0.19658	2.0429	0.021748
6	0.280837	2.9185	0.00214
7	0.189405	1.9684	0.025795
8	0.054652	0.568	0.285622
9	0.141014	1.4655	0.072851
10	-0.136409	-1.4176	0.079593
11	-0.031196	-0.3242	0.373209
12	0.778604	8.0915	0
13	-0.009886	-0.1027	0.459179
14	-0.111573	-1.1595	0.124406
15	0.072587	0.7543	0.226142
16	-0.023002	-0.239	0.405761
17	0.070302	0.7306	0.233303
18	0.155111	1.612	0.054944
19	0.079381	0.8249	0.20561
20	-0.03321	-0.3451	0.365335
21	0.035161	0.3654	0.357763
22	-0.205713	-2.1378	0.017393
23	-0.116541	-1.2111	0.114246
24	0.592363	6.156	0
25	-0.079448	-0.8256	0.205412
26	-0.187537	-1.9489	0.026948
27	-0.007513	-0.0781	0.468955
28	-0.088649	-0.9213	0.179482
29	-0.004088	-0.0425	0.483096
30	0.061424	0.6383	0.262302
31	0.021085	0.2191	0.413486
32	-0.069579	-0.7231	0.235594
33	-0.036836	-0.3828	0.351308
34	-0.225395	-2.3424	0.010497
35	-0.154155	-1.602	0.056036
36	0.466988	4.8531	2e-06
37	-0.091915	-0.9552	0.170802
38	-0.17822	-1.8521	0.03337
39	-0.035192	-0.3657	0.357644
40	-0.104439	-1.0854	0.140089
41	-0.023202	-0.2411	0.404958
42	0.034474	0.3583	0.360424
43	0.017764	0.1846	0.42694
44	-0.045833	-0.4763	0.317407
45	-0.030021	-0.312	0.377826
46	-0.174232	-1.8107	0.036486
47	-0.126968	-1.3195	0.094899
48	0.401138	4.1687	3.1e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.053018 & 0.551 & 0.291391 \tabularnewline
2 & -0.048189 & -0.5008 & 0.308769 \tabularnewline
3 & 0.190179 & 1.9764 & 0.025329 \tabularnewline
4 & 0.057118 & 0.5936 & 0.277014 \tabularnewline
5 & 0.19658 & 2.0429 & 0.021748 \tabularnewline
6 & 0.280837 & 2.9185 & 0.00214 \tabularnewline
7 & 0.189405 & 1.9684 & 0.025795 \tabularnewline
8 & 0.054652 & 0.568 & 0.285622 \tabularnewline
9 & 0.141014 & 1.4655 & 0.072851 \tabularnewline
10 & -0.136409 & -1.4176 & 0.079593 \tabularnewline
11 & -0.031196 & -0.3242 & 0.373209 \tabularnewline
12 & 0.778604 & 8.0915 & 0 \tabularnewline
13 & -0.009886 & -0.1027 & 0.459179 \tabularnewline
14 & -0.111573 & -1.1595 & 0.124406 \tabularnewline
15 & 0.072587 & 0.7543 & 0.226142 \tabularnewline
16 & -0.023002 & -0.239 & 0.405761 \tabularnewline
17 & 0.070302 & 0.7306 & 0.233303 \tabularnewline
18 & 0.155111 & 1.612 & 0.054944 \tabularnewline
19 & 0.079381 & 0.8249 & 0.20561 \tabularnewline
20 & -0.03321 & -0.3451 & 0.365335 \tabularnewline
21 & 0.035161 & 0.3654 & 0.357763 \tabularnewline
22 & -0.205713 & -2.1378 & 0.017393 \tabularnewline
23 & -0.116541 & -1.2111 & 0.114246 \tabularnewline
24 & 0.592363 & 6.156 & 0 \tabularnewline
25 & -0.079448 & -0.8256 & 0.205412 \tabularnewline
26 & -0.187537 & -1.9489 & 0.026948 \tabularnewline
27 & -0.007513 & -0.0781 & 0.468955 \tabularnewline
28 & -0.088649 & -0.9213 & 0.179482 \tabularnewline
29 & -0.004088 & -0.0425 & 0.483096 \tabularnewline
30 & 0.061424 & 0.6383 & 0.262302 \tabularnewline
31 & 0.021085 & 0.2191 & 0.413486 \tabularnewline
32 & -0.069579 & -0.7231 & 0.235594 \tabularnewline
33 & -0.036836 & -0.3828 & 0.351308 \tabularnewline
34 & -0.225395 & -2.3424 & 0.010497 \tabularnewline
35 & -0.154155 & -1.602 & 0.056036 \tabularnewline
36 & 0.466988 & 4.8531 & 2e-06 \tabularnewline
37 & -0.091915 & -0.9552 & 0.170802 \tabularnewline
38 & -0.17822 & -1.8521 & 0.03337 \tabularnewline
39 & -0.035192 & -0.3657 & 0.357644 \tabularnewline
40 & -0.104439 & -1.0854 & 0.140089 \tabularnewline
41 & -0.023202 & -0.2411 & 0.404958 \tabularnewline
42 & 0.034474 & 0.3583 & 0.360424 \tabularnewline
43 & 0.017764 & 0.1846 & 0.42694 \tabularnewline
44 & -0.045833 & -0.4763 & 0.317407 \tabularnewline
45 & -0.030021 & -0.312 & 0.377826 \tabularnewline
46 & -0.174232 & -1.8107 & 0.036486 \tabularnewline
47 & -0.126968 & -1.3195 & 0.094899 \tabularnewline
48 & 0.401138 & 4.1687 & 3.1e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=72049&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]0.053018[/C][C]0.551[/C][C]0.291391[/C][/ROW]
[ROW][C]2[/C][C]-0.048189[/C][C]-0.5008[/C][C]0.308769[/C][/ROW]
[ROW][C]3[/C][C]0.190179[/C][C]1.9764[/C][C]0.025329[/C][/ROW]
[ROW][C]4[/C][C]0.057118[/C][C]0.5936[/C][C]0.277014[/C][/ROW]
[ROW][C]5[/C][C]0.19658[/C][C]2.0429[/C][C]0.021748[/C][/ROW]
[ROW][C]6[/C][C]0.280837[/C][C]2.9185[/C][C]0.00214[/C][/ROW]
[ROW][C]7[/C][C]0.189405[/C][C]1.9684[/C][C]0.025795[/C][/ROW]
[ROW][C]8[/C][C]0.054652[/C][C]0.568[/C][C]0.285622[/C][/ROW]
[ROW][C]9[/C][C]0.141014[/C][C]1.4655[/C][C]0.072851[/C][/ROW]
[ROW][C]10[/C][C]-0.136409[/C][C]-1.4176[/C][C]0.079593[/C][/ROW]
[ROW][C]11[/C][C]-0.031196[/C][C]-0.3242[/C][C]0.373209[/C][/ROW]
[ROW][C]12[/C][C]0.778604[/C][C]8.0915[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.009886[/C][C]-0.1027[/C][C]0.459179[/C][/ROW]
[ROW][C]14[/C][C]-0.111573[/C][C]-1.1595[/C][C]0.124406[/C][/ROW]
[ROW][C]15[/C][C]0.072587[/C][C]0.7543[/C][C]0.226142[/C][/ROW]
[ROW][C]16[/C][C]-0.023002[/C][C]-0.239[/C][C]0.405761[/C][/ROW]
[ROW][C]17[/C][C]0.070302[/C][C]0.7306[/C][C]0.233303[/C][/ROW]
[ROW][C]18[/C][C]0.155111[/C][C]1.612[/C][C]0.054944[/C][/ROW]
[ROW][C]19[/C][C]0.079381[/C][C]0.8249[/C][C]0.20561[/C][/ROW]
[ROW][C]20[/C][C]-0.03321[/C][C]-0.3451[/C][C]0.365335[/C][/ROW]
[ROW][C]21[/C][C]0.035161[/C][C]0.3654[/C][C]0.357763[/C][/ROW]
[ROW][C]22[/C][C]-0.205713[/C][C]-2.1378[/C][C]0.017393[/C][/ROW]
[ROW][C]23[/C][C]-0.116541[/C][C]-1.2111[/C][C]0.114246[/C][/ROW]
[ROW][C]24[/C][C]0.592363[/C][C]6.156[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.079448[/C][C]-0.8256[/C][C]0.205412[/C][/ROW]
[ROW][C]26[/C][C]-0.187537[/C][C]-1.9489[/C][C]0.026948[/C][/ROW]
[ROW][C]27[/C][C]-0.007513[/C][C]-0.0781[/C][C]0.468955[/C][/ROW]
[ROW][C]28[/C][C]-0.088649[/C][C]-0.9213[/C][C]0.179482[/C][/ROW]
[ROW][C]29[/C][C]-0.004088[/C][C]-0.0425[/C][C]0.483096[/C][/ROW]
[ROW][C]30[/C][C]0.061424[/C][C]0.6383[/C][C]0.262302[/C][/ROW]
[ROW][C]31[/C][C]0.021085[/C][C]0.2191[/C][C]0.413486[/C][/ROW]
[ROW][C]32[/C][C]-0.069579[/C][C]-0.7231[/C][C]0.235594[/C][/ROW]
[ROW][C]33[/C][C]-0.036836[/C][C]-0.3828[/C][C]0.351308[/C][/ROW]
[ROW][C]34[/C][C]-0.225395[/C][C]-2.3424[/C][C]0.010497[/C][/ROW]
[ROW][C]35[/C][C]-0.154155[/C][C]-1.602[/C][C]0.056036[/C][/ROW]
[ROW][C]36[/C][C]0.466988[/C][C]4.8531[/C][C]2e-06[/C][/ROW]
[ROW][C]37[/C][C]-0.091915[/C][C]-0.9552[/C][C]0.170802[/C][/ROW]
[ROW][C]38[/C][C]-0.17822[/C][C]-1.8521[/C][C]0.03337[/C][/ROW]
[ROW][C]39[/C][C]-0.035192[/C][C]-0.3657[/C][C]0.357644[/C][/ROW]
[ROW][C]40[/C][C]-0.104439[/C][C]-1.0854[/C][C]0.140089[/C][/ROW]
[ROW][C]41[/C][C]-0.023202[/C][C]-0.2411[/C][C]0.404958[/C][/ROW]
[ROW][C]42[/C][C]0.034474[/C][C]0.3583[/C][C]0.360424[/C][/ROW]
[ROW][C]43[/C][C]0.017764[/C][C]0.1846[/C][C]0.42694[/C][/ROW]
[ROW][C]44[/C][C]-0.045833[/C][C]-0.4763[/C][C]0.317407[/C][/ROW]
[ROW][C]45[/C][C]-0.030021[/C][C]-0.312[/C][C]0.377826[/C][/ROW]
[ROW][C]46[/C][C]-0.174232[/C][C]-1.8107[/C][C]0.036486[/C][/ROW]
[ROW][C]47[/C][C]-0.126968[/C][C]-1.3195[/C][C]0.094899[/C][/ROW]
[ROW][C]48[/C][C]0.401138[/C][C]4.1687[/C][C]3.1e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=72049&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72049&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	0.053018	0.551	0.291391
2	-0.048189	-0.5008	0.308769
3	0.190179	1.9764	0.025329
4	0.057118	0.5936	0.277014
5	0.19658	2.0429	0.021748
6	0.280837	2.9185	0.00214
7	0.189405	1.9684	0.025795
8	0.054652	0.568	0.285622
9	0.141014	1.4655	0.072851
10	-0.136409	-1.4176	0.079593
11	-0.031196	-0.3242	0.373209
12	0.778604	8.0915	0
13	-0.009886	-0.1027	0.459179
14	-0.111573	-1.1595	0.124406
15	0.072587	0.7543	0.226142
16	-0.023002	-0.239	0.405761
17	0.070302	0.7306	0.233303
18	0.155111	1.612	0.054944
19	0.079381	0.8249	0.20561
20	-0.03321	-0.3451	0.365335
21	0.035161	0.3654	0.357763
22	-0.205713	-2.1378	0.017393
23	-0.116541	-1.2111	0.114246
24	0.592363	6.156	0
25	-0.079448	-0.8256	0.205412
26	-0.187537	-1.9489	0.026948
27	-0.007513	-0.0781	0.468955
28	-0.088649	-0.9213	0.179482
29	-0.004088	-0.0425	0.483096
30	0.061424	0.6383	0.262302
31	0.021085	0.2191	0.413486
32	-0.069579	-0.7231	0.235594
33	-0.036836	-0.3828	0.351308
34	-0.225395	-2.3424	0.010497
35	-0.154155	-1.602	0.056036
36	0.466988	4.8531	2e-06
37	-0.091915	-0.9552	0.170802
38	-0.17822	-1.8521	0.03337
39	-0.035192	-0.3657	0.357644
40	-0.104439	-1.0854	0.140089
41	-0.023202	-0.2411	0.404958
42	0.034474	0.3583	0.360424
43	0.017764	0.1846	0.42694
44	-0.045833	-0.4763	0.317407
45	-0.030021	-0.312	0.377826
46	-0.174232	-1.8107	0.036486
47	-0.126968	-1.3195	0.094899
48	0.401138	4.1687	3.1e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.053018	0.551	0.291391
2	-0.051143	-0.5315	0.298083
3	0.196642	2.0436	0.021715
4	0.03262	0.339	0.367636
5	0.222234	2.3095	0.011408
6	0.249045	2.5882	0.005488
7	0.224214	2.3301	0.01083
8	0.044327	0.4607	0.322983
9	0.1029	1.0694	0.143643
10	-0.300738	-3.1254	0.001141
11	-0.217596	-2.2613	0.012871
12	0.723713	7.5211	0
13	-0.199544	-2.0737	0.020242
14	-0.190075	-1.9753	0.025392
15	-0.208923	-2.1712	0.016053
16	0.055884	0.5808	0.281304
17	-0.119096	-1.2377	0.109258
18	-0.103824	-1.079	0.141502
19	-0.094925	-0.9865	0.16305
20	-0.016339	-0.1698	0.432741
21	-0.024591	-0.2556	0.399389
22	0.149722	1.556	0.061322
23	0.035397	0.3679	0.356849
24	0.06041	0.6278	0.26573
25	-0.083573	-0.8685	0.193518
26	-0.055526	-0.577	0.282556
27	0.010237	0.1064	0.457737
28	-0.043054	-0.4474	0.32773
29	-0.005527	-0.0574	0.477151
30	-0.093035	-0.9668	0.16789
31	0.043814	0.4553	0.324892
32	0.045942	0.4774	0.317005
33	-0.011757	-0.1222	0.451491
34	0.015331	0.1593	0.436853
35	-0.007784	-0.0809	0.467839
36	-0.027223	-0.2829	0.388894
37	0.009455	0.0983	0.460952
38	0.0939	0.9758	0.165663
39	-0.013588	-0.1412	0.443982
40	-0.076222	-0.7921	0.215012
41	-0.025404	-0.264	0.396139
42	0.070374	0.7313	0.233076
43	-0.010192	-0.1059	0.45792
44	0.021388	0.2223	0.412263
45	0.017452	0.1814	0.42821
46	0.082454	0.8569	0.196702
47	0.004567	0.0475	0.481118
48	-0.014195	-0.1475	0.441499

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.053018 & 0.551 & 0.291391 \tabularnewline
2 & -0.051143 & -0.5315 & 0.298083 \tabularnewline
3 & 0.196642 & 2.0436 & 0.021715 \tabularnewline
4 & 0.03262 & 0.339 & 0.367636 \tabularnewline
5 & 0.222234 & 2.3095 & 0.011408 \tabularnewline
6 & 0.249045 & 2.5882 & 0.005488 \tabularnewline
7 & 0.224214 & 2.3301 & 0.01083 \tabularnewline
8 & 0.044327 & 0.4607 & 0.322983 \tabularnewline
9 & 0.1029 & 1.0694 & 0.143643 \tabularnewline
10 & -0.300738 & -3.1254 & 0.001141 \tabularnewline
11 & -0.217596 & -2.2613 & 0.012871 \tabularnewline
12 & 0.723713 & 7.5211 & 0 \tabularnewline
13 & -0.199544 & -2.0737 & 0.020242 \tabularnewline
14 & -0.190075 & -1.9753 & 0.025392 \tabularnewline
15 & -0.208923 & -2.1712 & 0.016053 \tabularnewline
16 & 0.055884 & 0.5808 & 0.281304 \tabularnewline
17 & -0.119096 & -1.2377 & 0.109258 \tabularnewline
18 & -0.103824 & -1.079 & 0.141502 \tabularnewline
19 & -0.094925 & -0.9865 & 0.16305 \tabularnewline
20 & -0.016339 & -0.1698 & 0.432741 \tabularnewline
21 & -0.024591 & -0.2556 & 0.399389 \tabularnewline
22 & 0.149722 & 1.556 & 0.061322 \tabularnewline
23 & 0.035397 & 0.3679 & 0.356849 \tabularnewline
24 & 0.06041 & 0.6278 & 0.26573 \tabularnewline
25 & -0.083573 & -0.8685 & 0.193518 \tabularnewline
26 & -0.055526 & -0.577 & 0.282556 \tabularnewline
27 & 0.010237 & 0.1064 & 0.457737 \tabularnewline
28 & -0.043054 & -0.4474 & 0.32773 \tabularnewline
29 & -0.005527 & -0.0574 & 0.477151 \tabularnewline
30 & -0.093035 & -0.9668 & 0.16789 \tabularnewline
31 & 0.043814 & 0.4553 & 0.324892 \tabularnewline
32 & 0.045942 & 0.4774 & 0.317005 \tabularnewline
33 & -0.011757 & -0.1222 & 0.451491 \tabularnewline
34 & 0.015331 & 0.1593 & 0.436853 \tabularnewline
35 & -0.007784 & -0.0809 & 0.467839 \tabularnewline
36 & -0.027223 & -0.2829 & 0.388894 \tabularnewline
37 & 0.009455 & 0.0983 & 0.460952 \tabularnewline
38 & 0.0939 & 0.9758 & 0.165663 \tabularnewline
39 & -0.013588 & -0.1412 & 0.443982 \tabularnewline
40 & -0.076222 & -0.7921 & 0.215012 \tabularnewline
41 & -0.025404 & -0.264 & 0.396139 \tabularnewline
42 & 0.070374 & 0.7313 & 0.233076 \tabularnewline
43 & -0.010192 & -0.1059 & 0.45792 \tabularnewline
44 & 0.021388 & 0.2223 & 0.412263 \tabularnewline
45 & 0.017452 & 0.1814 & 0.42821 \tabularnewline
46 & 0.082454 & 0.8569 & 0.196702 \tabularnewline
47 & 0.004567 & 0.0475 & 0.481118 \tabularnewline
48 & -0.014195 & -0.1475 & 0.441499 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=72049&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]0.053018[/C][C]0.551[/C][C]0.291391[/C][/ROW]
[ROW][C]2[/C][C]-0.051143[/C][C]-0.5315[/C][C]0.298083[/C][/ROW]
[ROW][C]3[/C][C]0.196642[/C][C]2.0436[/C][C]0.021715[/C][/ROW]
[ROW][C]4[/C][C]0.03262[/C][C]0.339[/C][C]0.367636[/C][/ROW]
[ROW][C]5[/C][C]0.222234[/C][C]2.3095[/C][C]0.011408[/C][/ROW]
[ROW][C]6[/C][C]0.249045[/C][C]2.5882[/C][C]0.005488[/C][/ROW]
[ROW][C]7[/C][C]0.224214[/C][C]2.3301[/C][C]0.01083[/C][/ROW]
[ROW][C]8[/C][C]0.044327[/C][C]0.4607[/C][C]0.322983[/C][/ROW]
[ROW][C]9[/C][C]0.1029[/C][C]1.0694[/C][C]0.143643[/C][/ROW]
[ROW][C]10[/C][C]-0.300738[/C][C]-3.1254[/C][C]0.001141[/C][/ROW]
[ROW][C]11[/C][C]-0.217596[/C][C]-2.2613[/C][C]0.012871[/C][/ROW]
[ROW][C]12[/C][C]0.723713[/C][C]7.5211[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.199544[/C][C]-2.0737[/C][C]0.020242[/C][/ROW]
[ROW][C]14[/C][C]-0.190075[/C][C]-1.9753[/C][C]0.025392[/C][/ROW]
[ROW][C]15[/C][C]-0.208923[/C][C]-2.1712[/C][C]0.016053[/C][/ROW]
[ROW][C]16[/C][C]0.055884[/C][C]0.5808[/C][C]0.281304[/C][/ROW]
[ROW][C]17[/C][C]-0.119096[/C][C]-1.2377[/C][C]0.109258[/C][/ROW]
[ROW][C]18[/C][C]-0.103824[/C][C]-1.079[/C][C]0.141502[/C][/ROW]
[ROW][C]19[/C][C]-0.094925[/C][C]-0.9865[/C][C]0.16305[/C][/ROW]
[ROW][C]20[/C][C]-0.016339[/C][C]-0.1698[/C][C]0.432741[/C][/ROW]
[ROW][C]21[/C][C]-0.024591[/C][C]-0.2556[/C][C]0.399389[/C][/ROW]
[ROW][C]22[/C][C]0.149722[/C][C]1.556[/C][C]0.061322[/C][/ROW]
[ROW][C]23[/C][C]0.035397[/C][C]0.3679[/C][C]0.356849[/C][/ROW]
[ROW][C]24[/C][C]0.06041[/C][C]0.6278[/C][C]0.26573[/C][/ROW]
[ROW][C]25[/C][C]-0.083573[/C][C]-0.8685[/C][C]0.193518[/C][/ROW]
[ROW][C]26[/C][C]-0.055526[/C][C]-0.577[/C][C]0.282556[/C][/ROW]
[ROW][C]27[/C][C]0.010237[/C][C]0.1064[/C][C]0.457737[/C][/ROW]
[ROW][C]28[/C][C]-0.043054[/C][C]-0.4474[/C][C]0.32773[/C][/ROW]
[ROW][C]29[/C][C]-0.005527[/C][C]-0.0574[/C][C]0.477151[/C][/ROW]
[ROW][C]30[/C][C]-0.093035[/C][C]-0.9668[/C][C]0.16789[/C][/ROW]
[ROW][C]31[/C][C]0.043814[/C][C]0.4553[/C][C]0.324892[/C][/ROW]
[ROW][C]32[/C][C]0.045942[/C][C]0.4774[/C][C]0.317005[/C][/ROW]
[ROW][C]33[/C][C]-0.011757[/C][C]-0.1222[/C][C]0.451491[/C][/ROW]
[ROW][C]34[/C][C]0.015331[/C][C]0.1593[/C][C]0.436853[/C][/ROW]
[ROW][C]35[/C][C]-0.007784[/C][C]-0.0809[/C][C]0.467839[/C][/ROW]
[ROW][C]36[/C][C]-0.027223[/C][C]-0.2829[/C][C]0.388894[/C][/ROW]
[ROW][C]37[/C][C]0.009455[/C][C]0.0983[/C][C]0.460952[/C][/ROW]
[ROW][C]38[/C][C]0.0939[/C][C]0.9758[/C][C]0.165663[/C][/ROW]
[ROW][C]39[/C][C]-0.013588[/C][C]-0.1412[/C][C]0.443982[/C][/ROW]
[ROW][C]40[/C][C]-0.076222[/C][C]-0.7921[/C][C]0.215012[/C][/ROW]
[ROW][C]41[/C][C]-0.025404[/C][C]-0.264[/C][C]0.396139[/C][/ROW]
[ROW][C]42[/C][C]0.070374[/C][C]0.7313[/C][C]0.233076[/C][/ROW]
[ROW][C]43[/C][C]-0.010192[/C][C]-0.1059[/C][C]0.45792[/C][/ROW]
[ROW][C]44[/C][C]0.021388[/C][C]0.2223[/C][C]0.412263[/C][/ROW]
[ROW][C]45[/C][C]0.017452[/C][C]0.1814[/C][C]0.42821[/C][/ROW]
[ROW][C]46[/C][C]0.082454[/C][C]0.8569[/C][C]0.196702[/C][/ROW]
[ROW][C]47[/C][C]0.004567[/C][C]0.0475[/C][C]0.481118[/C][/ROW]
[ROW][C]48[/C][C]-0.014195[/C][C]-0.1475[/C][C]0.441499[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=72049&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72049&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	0.053018	0.551	0.291391
2	-0.051143	-0.5315	0.298083
3	0.196642	2.0436	0.021715
4	0.03262	0.339	0.367636
5	0.222234	2.3095	0.011408
6	0.249045	2.5882	0.005488
7	0.224214	2.3301	0.01083
8	0.044327	0.4607	0.322983
9	0.1029	1.0694	0.143643
10	-0.300738	-3.1254	0.001141
11	-0.217596	-2.2613	0.012871
12	0.723713	7.5211	0
13	-0.199544	-2.0737	0.020242
14	-0.190075	-1.9753	0.025392
15	-0.208923	-2.1712	0.016053
16	0.055884	0.5808	0.281304
17	-0.119096	-1.2377	0.109258
18	-0.103824	-1.079	0.141502
19	-0.094925	-0.9865	0.16305
20	-0.016339	-0.1698	0.432741
21	-0.024591	-0.2556	0.399389
22	0.149722	1.556	0.061322
23	0.035397	0.3679	0.356849
24	0.06041	0.6278	0.26573
25	-0.083573	-0.8685	0.193518
26	-0.055526	-0.577	0.282556
27	0.010237	0.1064	0.457737
28	-0.043054	-0.4474	0.32773
29	-0.005527	-0.0574	0.477151
30	-0.093035	-0.9668	0.16789
31	0.043814	0.4553	0.324892
32	0.045942	0.4774	0.317005
33	-0.011757	-0.1222	0.451491
34	0.015331	0.1593	0.436853
35	-0.007784	-0.0809	0.467839
36	-0.027223	-0.2829	0.388894
37	0.009455	0.0983	0.460952
38	0.0939	0.9758	0.165663
39	-0.013588	-0.1412	0.443982
40	-0.076222	-0.7921	0.215012
41	-0.025404	-0.264	0.396139
42	0.070374	0.7313	0.233076
43	-0.010192	-0.1059	0.45792
44	0.021388	0.2223	0.412263
45	0.017452	0.1814	0.42821
46	0.082454	0.8569	0.196702
47	0.004567	0.0475	0.481118
48	-0.014195	-0.1475	0.441499

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