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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 13 Jan 2010 07:11:57 -0700

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/Jan/13/t1263391998tiymsncnwx7nnxe.htm/, Retrieved Fri, 03 May 2024 05:59:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=72140, Retrieved Fri, 03 May 2024 05:59:05 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W21

Estimated Impact

158

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

-       [(Partial) Autocorrelation Function] [Gemiddelde consum...] [2010-01-13 14:11:57] [6590c54be3d1f5d26c781440f79f0ebc] [Current]

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Boxplots

2,12
2,13
2,14
2,15
2,15
2,16
2,17
2,17
2,18
2,17
2,17
2,18
2,17
2,18
2,18
2,18
2,17
2,17
2,18
2,17
2,18
2,17
2,17
2,17
2,17
2,17
2,17
2,17
2,17
2,17
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,18
2,19
2,19
2,19
2,2
2,2
2,21
2,21
2,21
2,2
2,21
2,2
2,21
2,21
2,22
2,22
2,23
2,24
2,24
2,25
2,25
2,32
2,36
2,37
2,37
2,37
2,38
2,38
2,41
2,42
2,43
2,44
2,44
2,44
2,43
2,43
2,43
2,42
2,42
2,42
2,42
2,42

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=72140&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=72140&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72140&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	0.965417	8.8482	0
2	0.928431	8.5092	0
3	0.889161	8.1493	0
4	0.849889	7.7894	0
5	0.808937	7.414	0
6	0.764258	7.0045	0
7	0.719336	6.5928	0
8	0.669853	6.1393	0
9	0.618445	5.6681	0
10	0.562958	5.1596	1e-06
11	0.506512	4.6423	6e-06
12	0.453186	4.1535	3.9e-05
13	0.400105	3.667	0.000215
14	0.351346	3.2201	0.000911
15	0.308836	2.8305	0.002906
16	0.265726	2.4354	0.008495
17	0.222982	2.0437	0.02206
18	0.179397	1.6442	0.051936
19	0.13665	1.2524	0.106947
20	0.094629	0.8673	0.194128
21	0.062217	0.5702	0.285021
22	0.043391	0.3977	0.345934
23	0.024085	0.2207	0.412913
24	0.006822	0.0625	0.475145
25	-0.010921	-0.1001	0.460256
26	-0.026981	-0.2473	0.402647
27	-0.041357	-0.379	0.352805
28	-0.055854	-0.5119	0.305028
29	-0.068788	-0.6304	0.265056
30	-0.081961	-0.7512	0.227319
31	-0.091774	-0.8411	0.201332
32	-0.103391	-0.9476	0.173028
33	-0.113204	-1.0375	0.151233
34	-0.12542	-1.1495	0.126807
35	-0.138237	-1.267	0.104335
36	-0.151293	-1.3866	0.084613
37	-0.162067	-1.4854	0.070595
38	-0.17284	-1.5841	0.058464
39	-0.18169	-1.6652	0.049798
40	-0.19066	-1.7474	0.042109
41	-0.19975	-1.8307	0.035343
42	-0.207637	-1.903	0.030231
43	-0.214684	-1.9676	0.026206
44	-0.221014	-2.0256	0.022989
45	-0.227104	-2.0814	0.020219
46	-0.233673	-2.1417	0.017559
47	-0.239286	-2.1931	0.015533
48	-0.244058	-2.2368	0.013973

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.965417 & 8.8482 & 0 \tabularnewline
2 & 0.928431 & 8.5092 & 0 \tabularnewline
3 & 0.889161 & 8.1493 & 0 \tabularnewline
4 & 0.849889 & 7.7894 & 0 \tabularnewline
5 & 0.808937 & 7.414 & 0 \tabularnewline
6 & 0.764258 & 7.0045 & 0 \tabularnewline
7 & 0.719336 & 6.5928 & 0 \tabularnewline
8 & 0.669853 & 6.1393 & 0 \tabularnewline
9 & 0.618445 & 5.6681 & 0 \tabularnewline
10 & 0.562958 & 5.1596 & 1e-06 \tabularnewline
11 & 0.506512 & 4.6423 & 6e-06 \tabularnewline
12 & 0.453186 & 4.1535 & 3.9e-05 \tabularnewline
13 & 0.400105 & 3.667 & 0.000215 \tabularnewline
14 & 0.351346 & 3.2201 & 0.000911 \tabularnewline
15 & 0.308836 & 2.8305 & 0.002906 \tabularnewline
16 & 0.265726 & 2.4354 & 0.008495 \tabularnewline
17 & 0.222982 & 2.0437 & 0.02206 \tabularnewline
18 & 0.179397 & 1.6442 & 0.051936 \tabularnewline
19 & 0.13665 & 1.2524 & 0.106947 \tabularnewline
20 & 0.094629 & 0.8673 & 0.194128 \tabularnewline
21 & 0.062217 & 0.5702 & 0.285021 \tabularnewline
22 & 0.043391 & 0.3977 & 0.345934 \tabularnewline
23 & 0.024085 & 0.2207 & 0.412913 \tabularnewline
24 & 0.006822 & 0.0625 & 0.475145 \tabularnewline
25 & -0.010921 & -0.1001 & 0.460256 \tabularnewline
26 & -0.026981 & -0.2473 & 0.402647 \tabularnewline
27 & -0.041357 & -0.379 & 0.352805 \tabularnewline
28 & -0.055854 & -0.5119 & 0.305028 \tabularnewline
29 & -0.068788 & -0.6304 & 0.265056 \tabularnewline
30 & -0.081961 & -0.7512 & 0.227319 \tabularnewline
31 & -0.091774 & -0.8411 & 0.201332 \tabularnewline
32 & -0.103391 & -0.9476 & 0.173028 \tabularnewline
33 & -0.113204 & -1.0375 & 0.151233 \tabularnewline
34 & -0.12542 & -1.1495 & 0.126807 \tabularnewline
35 & -0.138237 & -1.267 & 0.104335 \tabularnewline
36 & -0.151293 & -1.3866 & 0.084613 \tabularnewline
37 & -0.162067 & -1.4854 & 0.070595 \tabularnewline
38 & -0.17284 & -1.5841 & 0.058464 \tabularnewline
39 & -0.18169 & -1.6652 & 0.049798 \tabularnewline
40 & -0.19066 & -1.7474 & 0.042109 \tabularnewline
41 & -0.19975 & -1.8307 & 0.035343 \tabularnewline
42 & -0.207637 & -1.903 & 0.030231 \tabularnewline
43 & -0.214684 & -1.9676 & 0.026206 \tabularnewline
44 & -0.221014 & -2.0256 & 0.022989 \tabularnewline
45 & -0.227104 & -2.0814 & 0.020219 \tabularnewline
46 & -0.233673 & -2.1417 & 0.017559 \tabularnewline
47 & -0.239286 & -2.1931 & 0.015533 \tabularnewline
48 & -0.244058 & -2.2368 & 0.013973 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=72140&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]0.965417[/C][C]8.8482[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.928431[/C][C]8.5092[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.889161[/C][C]8.1493[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.849889[/C][C]7.7894[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.808937[/C][C]7.414[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.764258[/C][C]7.0045[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.719336[/C][C]6.5928[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.669853[/C][C]6.1393[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.618445[/C][C]5.6681[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.562958[/C][C]5.1596[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.506512[/C][C]4.6423[/C][C]6e-06[/C][/ROW]
[ROW][C]12[/C][C]0.453186[/C][C]4.1535[/C][C]3.9e-05[/C][/ROW]
[ROW][C]13[/C][C]0.400105[/C][C]3.667[/C][C]0.000215[/C][/ROW]
[ROW][C]14[/C][C]0.351346[/C][C]3.2201[/C][C]0.000911[/C][/ROW]
[ROW][C]15[/C][C]0.308836[/C][C]2.8305[/C][C]0.002906[/C][/ROW]
[ROW][C]16[/C][C]0.265726[/C][C]2.4354[/C][C]0.008495[/C][/ROW]
[ROW][C]17[/C][C]0.222982[/C][C]2.0437[/C][C]0.02206[/C][/ROW]
[ROW][C]18[/C][C]0.179397[/C][C]1.6442[/C][C]0.051936[/C][/ROW]
[ROW][C]19[/C][C]0.13665[/C][C]1.2524[/C][C]0.106947[/C][/ROW]
[ROW][C]20[/C][C]0.094629[/C][C]0.8673[/C][C]0.194128[/C][/ROW]
[ROW][C]21[/C][C]0.062217[/C][C]0.5702[/C][C]0.285021[/C][/ROW]
[ROW][C]22[/C][C]0.043391[/C][C]0.3977[/C][C]0.345934[/C][/ROW]
[ROW][C]23[/C][C]0.024085[/C][C]0.2207[/C][C]0.412913[/C][/ROW]
[ROW][C]24[/C][C]0.006822[/C][C]0.0625[/C][C]0.475145[/C][/ROW]
[ROW][C]25[/C][C]-0.010921[/C][C]-0.1001[/C][C]0.460256[/C][/ROW]
[ROW][C]26[/C][C]-0.026981[/C][C]-0.2473[/C][C]0.402647[/C][/ROW]
[ROW][C]27[/C][C]-0.041357[/C][C]-0.379[/C][C]0.352805[/C][/ROW]
[ROW][C]28[/C][C]-0.055854[/C][C]-0.5119[/C][C]0.305028[/C][/ROW]
[ROW][C]29[/C][C]-0.068788[/C][C]-0.6304[/C][C]0.265056[/C][/ROW]
[ROW][C]30[/C][C]-0.081961[/C][C]-0.7512[/C][C]0.227319[/C][/ROW]
[ROW][C]31[/C][C]-0.091774[/C][C]-0.8411[/C][C]0.201332[/C][/ROW]
[ROW][C]32[/C][C]-0.103391[/C][C]-0.9476[/C][C]0.173028[/C][/ROW]
[ROW][C]33[/C][C]-0.113204[/C][C]-1.0375[/C][C]0.151233[/C][/ROW]
[ROW][C]34[/C][C]-0.12542[/C][C]-1.1495[/C][C]0.126807[/C][/ROW]
[ROW][C]35[/C][C]-0.138237[/C][C]-1.267[/C][C]0.104335[/C][/ROW]
[ROW][C]36[/C][C]-0.151293[/C][C]-1.3866[/C][C]0.084613[/C][/ROW]
[ROW][C]37[/C][C]-0.162067[/C][C]-1.4854[/C][C]0.070595[/C][/ROW]
[ROW][C]38[/C][C]-0.17284[/C][C]-1.5841[/C][C]0.058464[/C][/ROW]
[ROW][C]39[/C][C]-0.18169[/C][C]-1.6652[/C][C]0.049798[/C][/ROW]
[ROW][C]40[/C][C]-0.19066[/C][C]-1.7474[/C][C]0.042109[/C][/ROW]
[ROW][C]41[/C][C]-0.19975[/C][C]-1.8307[/C][C]0.035343[/C][/ROW]
[ROW][C]42[/C][C]-0.207637[/C][C]-1.903[/C][C]0.030231[/C][/ROW]
[ROW][C]43[/C][C]-0.214684[/C][C]-1.9676[/C][C]0.026206[/C][/ROW]
[ROW][C]44[/C][C]-0.221014[/C][C]-2.0256[/C][C]0.022989[/C][/ROW]
[ROW][C]45[/C][C]-0.227104[/C][C]-2.0814[/C][C]0.020219[/C][/ROW]
[ROW][C]46[/C][C]-0.233673[/C][C]-2.1417[/C][C]0.017559[/C][/ROW]
[ROW][C]47[/C][C]-0.239286[/C][C]-2.1931[/C][C]0.015533[/C][/ROW]
[ROW][C]48[/C][C]-0.244058[/C][C]-2.2368[/C][C]0.013973[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=72140&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72140&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	0.965417	8.8482	0
2	0.928431	8.5092	0
3	0.889161	8.1493	0
4	0.849889	7.7894	0
5	0.808937	7.414	0
6	0.764258	7.0045	0
7	0.719336	6.5928	0
8	0.669853	6.1393	0
9	0.618445	5.6681	0
10	0.562958	5.1596	1e-06
11	0.506512	4.6423	6e-06
12	0.453186	4.1535	3.9e-05
13	0.400105	3.667	0.000215
14	0.351346	3.2201	0.000911
15	0.308836	2.8305	0.002906
16	0.265726	2.4354	0.008495
17	0.222982	2.0437	0.02206
18	0.179397	1.6442	0.051936
19	0.13665	1.2524	0.106947
20	0.094629	0.8673	0.194128
21	0.062217	0.5702	0.285021
22	0.043391	0.3977	0.345934
23	0.024085	0.2207	0.412913
24	0.006822	0.0625	0.475145
25	-0.010921	-0.1001	0.460256
26	-0.026981	-0.2473	0.402647
27	-0.041357	-0.379	0.352805
28	-0.055854	-0.5119	0.305028
29	-0.068788	-0.6304	0.265056
30	-0.081961	-0.7512	0.227319
31	-0.091774	-0.8411	0.201332
32	-0.103391	-0.9476	0.173028
33	-0.113204	-1.0375	0.151233
34	-0.12542	-1.1495	0.126807
35	-0.138237	-1.267	0.104335
36	-0.151293	-1.3866	0.084613
37	-0.162067	-1.4854	0.070595
38	-0.17284	-1.5841	0.058464
39	-0.18169	-1.6652	0.049798
40	-0.19066	-1.7474	0.042109
41	-0.19975	-1.8307	0.035343
42	-0.207637	-1.903	0.030231
43	-0.214684	-1.9676	0.026206
44	-0.221014	-2.0256	0.022989
45	-0.227104	-2.0814	0.020219
46	-0.233673	-2.1417	0.017559
47	-0.239286	-2.1931	0.015533
48	-0.244058	-2.2368	0.013973

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.965417	8.8482	0
2	-0.052953	-0.4853	0.314354
3	-0.051679	-0.4737	0.318489
4	-0.018692	-0.1713	0.432193
5	-0.045134	-0.4137	0.34009
6	-0.076478	-0.7009	0.242641
7	-0.024393	-0.2236	0.411821
8	-0.091174	-0.8356	0.202869
9	-0.055361	-0.5074	0.306605
10	-0.086947	-0.7969	0.213884
11	-0.045868	-0.4204	0.337639
12	0.013237	0.1213	0.451866
13	-0.029482	-0.2702	0.393833
14	0.028712	0.2632	0.396539
15	0.066823	0.6124	0.27095
16	-0.045577	-0.4177	0.33861
17	-0.027329	-0.2505	0.401418
18	-0.043458	-0.3983	0.345711
19	-0.036452	-0.3341	0.369574
20	-0.037003	-0.3391	0.367675
21	0.095722	0.8773	0.191412
22	0.156453	1.4339	0.077654
23	-0.049567	-0.4543	0.325395
24	-0.012344	-0.1131	0.455096
25	-0.028582	-0.262	0.396998
26	-0.016226	-0.1487	0.441068
27	-0.015077	-0.1382	0.445213
28	-0.03083	-0.2826	0.389103
29	-0.025365	-0.2325	0.408368
30	-0.054814	-0.5024	0.308358
31	-0.005854	-0.0537	0.478668
32	-0.048326	-0.4429	0.329484
33	0.013053	0.1196	0.45253
34	-0.053317	-0.4887	0.313179
35	0.008173	0.0749	0.470234
36	-0.006955	-0.0637	0.474663
37	0.003381	0.031	0.487678
38	-0.034438	-0.3156	0.376534
39	0.001913	0.0175	0.493027
40	-0.029656	-0.2718	0.393221
41	-0.011591	-0.1062	0.457825
42	0.042501	0.3895	0.348935
43	0.019167	0.1757	0.430488
44	-0.020658	-0.1893	0.425144
45	-0.015703	-0.1439	0.442955
46	-0.041535	-0.3807	0.352201
47	-0.001897	-0.0174	0.493083
48	-0.017548	-0.1608	0.436305

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.965417 & 8.8482 & 0 \tabularnewline
2 & -0.052953 & -0.4853 & 0.314354 \tabularnewline
3 & -0.051679 & -0.4737 & 0.318489 \tabularnewline
4 & -0.018692 & -0.1713 & 0.432193 \tabularnewline
5 & -0.045134 & -0.4137 & 0.34009 \tabularnewline
6 & -0.076478 & -0.7009 & 0.242641 \tabularnewline
7 & -0.024393 & -0.2236 & 0.411821 \tabularnewline
8 & -0.091174 & -0.8356 & 0.202869 \tabularnewline
9 & -0.055361 & -0.5074 & 0.306605 \tabularnewline
10 & -0.086947 & -0.7969 & 0.213884 \tabularnewline
11 & -0.045868 & -0.4204 & 0.337639 \tabularnewline
12 & 0.013237 & 0.1213 & 0.451866 \tabularnewline
13 & -0.029482 & -0.2702 & 0.393833 \tabularnewline
14 & 0.028712 & 0.2632 & 0.396539 \tabularnewline
15 & 0.066823 & 0.6124 & 0.27095 \tabularnewline
16 & -0.045577 & -0.4177 & 0.33861 \tabularnewline
17 & -0.027329 & -0.2505 & 0.401418 \tabularnewline
18 & -0.043458 & -0.3983 & 0.345711 \tabularnewline
19 & -0.036452 & -0.3341 & 0.369574 \tabularnewline
20 & -0.037003 & -0.3391 & 0.367675 \tabularnewline
21 & 0.095722 & 0.8773 & 0.191412 \tabularnewline
22 & 0.156453 & 1.4339 & 0.077654 \tabularnewline
23 & -0.049567 & -0.4543 & 0.325395 \tabularnewline
24 & -0.012344 & -0.1131 & 0.455096 \tabularnewline
25 & -0.028582 & -0.262 & 0.396998 \tabularnewline
26 & -0.016226 & -0.1487 & 0.441068 \tabularnewline
27 & -0.015077 & -0.1382 & 0.445213 \tabularnewline
28 & -0.03083 & -0.2826 & 0.389103 \tabularnewline
29 & -0.025365 & -0.2325 & 0.408368 \tabularnewline
30 & -0.054814 & -0.5024 & 0.308358 \tabularnewline
31 & -0.005854 & -0.0537 & 0.478668 \tabularnewline
32 & -0.048326 & -0.4429 & 0.329484 \tabularnewline
33 & 0.013053 & 0.1196 & 0.45253 \tabularnewline
34 & -0.053317 & -0.4887 & 0.313179 \tabularnewline
35 & 0.008173 & 0.0749 & 0.470234 \tabularnewline
36 & -0.006955 & -0.0637 & 0.474663 \tabularnewline
37 & 0.003381 & 0.031 & 0.487678 \tabularnewline
38 & -0.034438 & -0.3156 & 0.376534 \tabularnewline
39 & 0.001913 & 0.0175 & 0.493027 \tabularnewline
40 & -0.029656 & -0.2718 & 0.393221 \tabularnewline
41 & -0.011591 & -0.1062 & 0.457825 \tabularnewline
42 & 0.042501 & 0.3895 & 0.348935 \tabularnewline
43 & 0.019167 & 0.1757 & 0.430488 \tabularnewline
44 & -0.020658 & -0.1893 & 0.425144 \tabularnewline
45 & -0.015703 & -0.1439 & 0.442955 \tabularnewline
46 & -0.041535 & -0.3807 & 0.352201 \tabularnewline
47 & -0.001897 & -0.0174 & 0.493083 \tabularnewline
48 & -0.017548 & -0.1608 & 0.436305 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=72140&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]0.965417[/C][C]8.8482[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.052953[/C][C]-0.4853[/C][C]0.314354[/C][/ROW]
[ROW][C]3[/C][C]-0.051679[/C][C]-0.4737[/C][C]0.318489[/C][/ROW]
[ROW][C]4[/C][C]-0.018692[/C][C]-0.1713[/C][C]0.432193[/C][/ROW]
[ROW][C]5[/C][C]-0.045134[/C][C]-0.4137[/C][C]0.34009[/C][/ROW]
[ROW][C]6[/C][C]-0.076478[/C][C]-0.7009[/C][C]0.242641[/C][/ROW]
[ROW][C]7[/C][C]-0.024393[/C][C]-0.2236[/C][C]0.411821[/C][/ROW]
[ROW][C]8[/C][C]-0.091174[/C][C]-0.8356[/C][C]0.202869[/C][/ROW]
[ROW][C]9[/C][C]-0.055361[/C][C]-0.5074[/C][C]0.306605[/C][/ROW]
[ROW][C]10[/C][C]-0.086947[/C][C]-0.7969[/C][C]0.213884[/C][/ROW]
[ROW][C]11[/C][C]-0.045868[/C][C]-0.4204[/C][C]0.337639[/C][/ROW]
[ROW][C]12[/C][C]0.013237[/C][C]0.1213[/C][C]0.451866[/C][/ROW]
[ROW][C]13[/C][C]-0.029482[/C][C]-0.2702[/C][C]0.393833[/C][/ROW]
[ROW][C]14[/C][C]0.028712[/C][C]0.2632[/C][C]0.396539[/C][/ROW]
[ROW][C]15[/C][C]0.066823[/C][C]0.6124[/C][C]0.27095[/C][/ROW]
[ROW][C]16[/C][C]-0.045577[/C][C]-0.4177[/C][C]0.33861[/C][/ROW]
[ROW][C]17[/C][C]-0.027329[/C][C]-0.2505[/C][C]0.401418[/C][/ROW]
[ROW][C]18[/C][C]-0.043458[/C][C]-0.3983[/C][C]0.345711[/C][/ROW]
[ROW][C]19[/C][C]-0.036452[/C][C]-0.3341[/C][C]0.369574[/C][/ROW]
[ROW][C]20[/C][C]-0.037003[/C][C]-0.3391[/C][C]0.367675[/C][/ROW]
[ROW][C]21[/C][C]0.095722[/C][C]0.8773[/C][C]0.191412[/C][/ROW]
[ROW][C]22[/C][C]0.156453[/C][C]1.4339[/C][C]0.077654[/C][/ROW]
[ROW][C]23[/C][C]-0.049567[/C][C]-0.4543[/C][C]0.325395[/C][/ROW]
[ROW][C]24[/C][C]-0.012344[/C][C]-0.1131[/C][C]0.455096[/C][/ROW]
[ROW][C]25[/C][C]-0.028582[/C][C]-0.262[/C][C]0.396998[/C][/ROW]
[ROW][C]26[/C][C]-0.016226[/C][C]-0.1487[/C][C]0.441068[/C][/ROW]
[ROW][C]27[/C][C]-0.015077[/C][C]-0.1382[/C][C]0.445213[/C][/ROW]
[ROW][C]28[/C][C]-0.03083[/C][C]-0.2826[/C][C]0.389103[/C][/ROW]
[ROW][C]29[/C][C]-0.025365[/C][C]-0.2325[/C][C]0.408368[/C][/ROW]
[ROW][C]30[/C][C]-0.054814[/C][C]-0.5024[/C][C]0.308358[/C][/ROW]
[ROW][C]31[/C][C]-0.005854[/C][C]-0.0537[/C][C]0.478668[/C][/ROW]
[ROW][C]32[/C][C]-0.048326[/C][C]-0.4429[/C][C]0.329484[/C][/ROW]
[ROW][C]33[/C][C]0.013053[/C][C]0.1196[/C][C]0.45253[/C][/ROW]
[ROW][C]34[/C][C]-0.053317[/C][C]-0.4887[/C][C]0.313179[/C][/ROW]
[ROW][C]35[/C][C]0.008173[/C][C]0.0749[/C][C]0.470234[/C][/ROW]
[ROW][C]36[/C][C]-0.006955[/C][C]-0.0637[/C][C]0.474663[/C][/ROW]
[ROW][C]37[/C][C]0.003381[/C][C]0.031[/C][C]0.487678[/C][/ROW]
[ROW][C]38[/C][C]-0.034438[/C][C]-0.3156[/C][C]0.376534[/C][/ROW]
[ROW][C]39[/C][C]0.001913[/C][C]0.0175[/C][C]0.493027[/C][/ROW]
[ROW][C]40[/C][C]-0.029656[/C][C]-0.2718[/C][C]0.393221[/C][/ROW]
[ROW][C]41[/C][C]-0.011591[/C][C]-0.1062[/C][C]0.457825[/C][/ROW]
[ROW][C]42[/C][C]0.042501[/C][C]0.3895[/C][C]0.348935[/C][/ROW]
[ROW][C]43[/C][C]0.019167[/C][C]0.1757[/C][C]0.430488[/C][/ROW]
[ROW][C]44[/C][C]-0.020658[/C][C]-0.1893[/C][C]0.425144[/C][/ROW]
[ROW][C]45[/C][C]-0.015703[/C][C]-0.1439[/C][C]0.442955[/C][/ROW]
[ROW][C]46[/C][C]-0.041535[/C][C]-0.3807[/C][C]0.352201[/C][/ROW]
[ROW][C]47[/C][C]-0.001897[/C][C]-0.0174[/C][C]0.493083[/C][/ROW]
[ROW][C]48[/C][C]-0.017548[/C][C]-0.1608[/C][C]0.436305[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=72140&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72140&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	0.965417	8.8482	0
2	-0.052953	-0.4853	0.314354
3	-0.051679	-0.4737	0.318489
4	-0.018692	-0.1713	0.432193
5	-0.045134	-0.4137	0.34009
6	-0.076478	-0.7009	0.242641
7	-0.024393	-0.2236	0.411821
8	-0.091174	-0.8356	0.202869
9	-0.055361	-0.5074	0.306605
10	-0.086947	-0.7969	0.213884
11	-0.045868	-0.4204	0.337639
12	0.013237	0.1213	0.451866
13	-0.029482	-0.2702	0.393833
14	0.028712	0.2632	0.396539
15	0.066823	0.6124	0.27095
16	-0.045577	-0.4177	0.33861
17	-0.027329	-0.2505	0.401418
18	-0.043458	-0.3983	0.345711
19	-0.036452	-0.3341	0.369574
20	-0.037003	-0.3391	0.367675
21	0.095722	0.8773	0.191412
22	0.156453	1.4339	0.077654
23	-0.049567	-0.4543	0.325395
24	-0.012344	-0.1131	0.455096
25	-0.028582	-0.262	0.396998
26	-0.016226	-0.1487	0.441068
27	-0.015077	-0.1382	0.445213
28	-0.03083	-0.2826	0.389103
29	-0.025365	-0.2325	0.408368
30	-0.054814	-0.5024	0.308358
31	-0.005854	-0.0537	0.478668
32	-0.048326	-0.4429	0.329484
33	0.013053	0.1196	0.45253
34	-0.053317	-0.4887	0.313179
35	0.008173	0.0749	0.470234
36	-0.006955	-0.0637	0.474663
37	0.003381	0.031	0.487678
38	-0.034438	-0.3156	0.376534
39	0.001913	0.0175	0.493027
40	-0.029656	-0.2718	0.393221
41	-0.011591	-0.1062	0.457825
42	0.042501	0.3895	0.348935
43	0.019167	0.1757	0.430488
44	-0.020658	-0.1893	0.425144
45	-0.015703	-0.1439	0.442955
46	-0.041535	-0.3807	0.352201
47	-0.001897	-0.0174	0.493083
48	-0.017548	-0.1608	0.436305

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