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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 13 Jan 2010 10:40:57 -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/13/t1263404544o9b1gsubdb0uyow.htm/, Retrieved Fri, 03 May 2024 12:10:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=72146, Retrieved Fri, 03 May 2024 12:10:18 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W21

Estimated Impact

160

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

-     [(Partial) Autocorrelation Function] [] [2009-12-06 19:50:50] [7d3231f13acd73ba47c9ab8bcf0bcfd9]
-   PD    [(Partial) Autocorrelation Function] [] [2010-01-13 17:40:57] [46199ea7e385a69efb178ac615a86e3a] [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=72146&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=72146&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72146&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	0.851678	11.2666	0
2	0.826962	10.9397	0
3	0.695938	9.2064	0
4	0.574569	7.6008	0
5	0.517294	6.8432	0
6	0.451477	5.9725	0
7	0.484471	6.4089	0
8	0.51047	6.7529	0
9	0.59902	7.9243	0
10	0.703315	9.304	0
11	0.708709	9.3753	0
12	0.82224	10.8772	0
13	0.6909	9.1397	0
14	0.669575	8.8576	0
15	0.54638	7.2279	0
16	0.43057	5.6959	0
17	0.376402	4.9793	1e-06
18	0.312121	4.129	2.8e-05
19	0.338593	4.4792	7e-06
20	0.359758	4.7592	2e-06
21	0.433101	5.7294	0
22	0.527537	6.9787	0
23	0.530536	7.0183	0
24	0.63317	8.3761	0
25	0.517295	6.8432	0
26	0.496565	6.5689	0
27	0.38463	5.0882	0
28	0.280061	3.7049	0.000142
29	0.231551	3.0631	0.001268
30	0.169746	2.2455	0.012993
31	0.195638	2.5881	0.005231
32	0.214685	2.84	0.002523
33	0.28111	3.7187	0.000135
34	0.367685	4.864	1e-06
35	0.373131	4.9361	1e-06
36	0.468658	6.1998	0
37	0.366774	4.852	1e-06
38	0.350009	4.6302	4e-06
39	0.247982	3.2805	0.000625
40	0.152592	2.0186	0.022528
41	0.104661	1.3845	0.083979
42	0.04666	0.6173	0.268934
43	0.066713	0.8825	0.189351
44	0.077436	1.0244	0.153533
45	0.139227	1.8418	0.033598
46	0.216431	2.8631	0.002354
47	0.225854	2.9878	0.001607
48	0.315225	4.17	2.4e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.851678 & 11.2666 & 0 \tabularnewline
2 & 0.826962 & 10.9397 & 0 \tabularnewline
3 & 0.695938 & 9.2064 & 0 \tabularnewline
4 & 0.574569 & 7.6008 & 0 \tabularnewline
5 & 0.517294 & 6.8432 & 0 \tabularnewline
6 & 0.451477 & 5.9725 & 0 \tabularnewline
7 & 0.484471 & 6.4089 & 0 \tabularnewline
8 & 0.51047 & 6.7529 & 0 \tabularnewline
9 & 0.59902 & 7.9243 & 0 \tabularnewline
10 & 0.703315 & 9.304 & 0 \tabularnewline
11 & 0.708709 & 9.3753 & 0 \tabularnewline
12 & 0.82224 & 10.8772 & 0 \tabularnewline
13 & 0.6909 & 9.1397 & 0 \tabularnewline
14 & 0.669575 & 8.8576 & 0 \tabularnewline
15 & 0.54638 & 7.2279 & 0 \tabularnewline
16 & 0.43057 & 5.6959 & 0 \tabularnewline
17 & 0.376402 & 4.9793 & 1e-06 \tabularnewline
18 & 0.312121 & 4.129 & 2.8e-05 \tabularnewline
19 & 0.338593 & 4.4792 & 7e-06 \tabularnewline
20 & 0.359758 & 4.7592 & 2e-06 \tabularnewline
21 & 0.433101 & 5.7294 & 0 \tabularnewline
22 & 0.527537 & 6.9787 & 0 \tabularnewline
23 & 0.530536 & 7.0183 & 0 \tabularnewline
24 & 0.63317 & 8.3761 & 0 \tabularnewline
25 & 0.517295 & 6.8432 & 0 \tabularnewline
26 & 0.496565 & 6.5689 & 0 \tabularnewline
27 & 0.38463 & 5.0882 & 0 \tabularnewline
28 & 0.280061 & 3.7049 & 0.000142 \tabularnewline
29 & 0.231551 & 3.0631 & 0.001268 \tabularnewline
30 & 0.169746 & 2.2455 & 0.012993 \tabularnewline
31 & 0.195638 & 2.5881 & 0.005231 \tabularnewline
32 & 0.214685 & 2.84 & 0.002523 \tabularnewline
33 & 0.28111 & 3.7187 & 0.000135 \tabularnewline
34 & 0.367685 & 4.864 & 1e-06 \tabularnewline
35 & 0.373131 & 4.9361 & 1e-06 \tabularnewline
36 & 0.468658 & 6.1998 & 0 \tabularnewline
37 & 0.366774 & 4.852 & 1e-06 \tabularnewline
38 & 0.350009 & 4.6302 & 4e-06 \tabularnewline
39 & 0.247982 & 3.2805 & 0.000625 \tabularnewline
40 & 0.152592 & 2.0186 & 0.022528 \tabularnewline
41 & 0.104661 & 1.3845 & 0.083979 \tabularnewline
42 & 0.04666 & 0.6173 & 0.268934 \tabularnewline
43 & 0.066713 & 0.8825 & 0.189351 \tabularnewline
44 & 0.077436 & 1.0244 & 0.153533 \tabularnewline
45 & 0.139227 & 1.8418 & 0.033598 \tabularnewline
46 & 0.216431 & 2.8631 & 0.002354 \tabularnewline
47 & 0.225854 & 2.9878 & 0.001607 \tabularnewline
48 & 0.315225 & 4.17 & 2.4e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=72146&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]0.851678[/C][C]11.2666[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.826962[/C][C]10.9397[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.695938[/C][C]9.2064[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.574569[/C][C]7.6008[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.517294[/C][C]6.8432[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.451477[/C][C]5.9725[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.484471[/C][C]6.4089[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.51047[/C][C]6.7529[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.59902[/C][C]7.9243[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.703315[/C][C]9.304[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.708709[/C][C]9.3753[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.82224[/C][C]10.8772[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.6909[/C][C]9.1397[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.669575[/C][C]8.8576[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.54638[/C][C]7.2279[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.43057[/C][C]5.6959[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.376402[/C][C]4.9793[/C][C]1e-06[/C][/ROW]
[ROW][C]18[/C][C]0.312121[/C][C]4.129[/C][C]2.8e-05[/C][/ROW]
[ROW][C]19[/C][C]0.338593[/C][C]4.4792[/C][C]7e-06[/C][/ROW]
[ROW][C]20[/C][C]0.359758[/C][C]4.7592[/C][C]2e-06[/C][/ROW]
[ROW][C]21[/C][C]0.433101[/C][C]5.7294[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.527537[/C][C]6.9787[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.530536[/C][C]7.0183[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.63317[/C][C]8.3761[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.517295[/C][C]6.8432[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.496565[/C][C]6.5689[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]0.38463[/C][C]5.0882[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]0.280061[/C][C]3.7049[/C][C]0.000142[/C][/ROW]
[ROW][C]29[/C][C]0.231551[/C][C]3.0631[/C][C]0.001268[/C][/ROW]
[ROW][C]30[/C][C]0.169746[/C][C]2.2455[/C][C]0.012993[/C][/ROW]
[ROW][C]31[/C][C]0.195638[/C][C]2.5881[/C][C]0.005231[/C][/ROW]
[ROW][C]32[/C][C]0.214685[/C][C]2.84[/C][C]0.002523[/C][/ROW]
[ROW][C]33[/C][C]0.28111[/C][C]3.7187[/C][C]0.000135[/C][/ROW]
[ROW][C]34[/C][C]0.367685[/C][C]4.864[/C][C]1e-06[/C][/ROW]
[ROW][C]35[/C][C]0.373131[/C][C]4.9361[/C][C]1e-06[/C][/ROW]
[ROW][C]36[/C][C]0.468658[/C][C]6.1998[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.366774[/C][C]4.852[/C][C]1e-06[/C][/ROW]
[ROW][C]38[/C][C]0.350009[/C][C]4.6302[/C][C]4e-06[/C][/ROW]
[ROW][C]39[/C][C]0.247982[/C][C]3.2805[/C][C]0.000625[/C][/ROW]
[ROW][C]40[/C][C]0.152592[/C][C]2.0186[/C][C]0.022528[/C][/ROW]
[ROW][C]41[/C][C]0.104661[/C][C]1.3845[/C][C]0.083979[/C][/ROW]
[ROW][C]42[/C][C]0.04666[/C][C]0.6173[/C][C]0.268934[/C][/ROW]
[ROW][C]43[/C][C]0.066713[/C][C]0.8825[/C][C]0.189351[/C][/ROW]
[ROW][C]44[/C][C]0.077436[/C][C]1.0244[/C][C]0.153533[/C][/ROW]
[ROW][C]45[/C][C]0.139227[/C][C]1.8418[/C][C]0.033598[/C][/ROW]
[ROW][C]46[/C][C]0.216431[/C][C]2.8631[/C][C]0.002354[/C][/ROW]
[ROW][C]47[/C][C]0.225854[/C][C]2.9878[/C][C]0.001607[/C][/ROW]
[ROW][C]48[/C][C]0.315225[/C][C]4.17[/C][C]2.4e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=72146&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72146&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	0.851678	11.2666	0
2	0.826962	10.9397	0
3	0.695938	9.2064	0
4	0.574569	7.6008	0
5	0.517294	6.8432	0
6	0.451477	5.9725	0
7	0.484471	6.4089	0
8	0.51047	6.7529	0
9	0.59902	7.9243	0
10	0.703315	9.304	0
11	0.708709	9.3753	0
12	0.82224	10.8772	0
13	0.6909	9.1397	0
14	0.669575	8.8576	0
15	0.54638	7.2279	0
16	0.43057	5.6959	0
17	0.376402	4.9793	1e-06
18	0.312121	4.129	2.8e-05
19	0.338593	4.4792	7e-06
20	0.359758	4.7592	2e-06
21	0.433101	5.7294	0
22	0.527537	6.9787	0
23	0.530536	7.0183	0
24	0.63317	8.3761	0
25	0.517295	6.8432	0
26	0.496565	6.5689	0
27	0.38463	5.0882	0
28	0.280061	3.7049	0.000142
29	0.231551	3.0631	0.001268
30	0.169746	2.2455	0.012993
31	0.195638	2.5881	0.005231
32	0.214685	2.84	0.002523
33	0.28111	3.7187	0.000135
34	0.367685	4.864	1e-06
35	0.373131	4.9361	1e-06
36	0.468658	6.1998	0
37	0.366774	4.852	1e-06
38	0.350009	4.6302	4e-06
39	0.247982	3.2805	0.000625
40	0.152592	2.0186	0.022528
41	0.104661	1.3845	0.083979
42	0.04666	0.6173	0.268934
43	0.066713	0.8825	0.189351
44	0.077436	1.0244	0.153533
45	0.139227	1.8418	0.033598
46	0.216431	2.8631	0.002354
47	0.225854	2.9878	0.001607
48	0.315225	4.17	2.4e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.851678	11.2666	0
2	0.369957	4.8941	1e-06
3	-0.26529	-3.5095	0.000285
4	-0.294458	-3.8953	7e-05
5	0.256184	3.389	0.000433
6	0.255109	3.3748	0.000455
7	0.303995	4.0215	4.3e-05
8	0.130759	1.7298	0.042717
9	0.196906	2.6048	0.004992
10	0.360976	4.7753	2e-06
11	-0.266989	-3.5319	0.000264
12	0.300307	3.9727	5.2e-05
13	-0.567779	-7.511	0
14	-0.090648	-1.1992	0.116042
15	0.022716	0.3005	0.382072
16	0.018784	0.2485	0.402026
17	0.035292	0.4669	0.320589
18	0.071035	0.9397	0.174333
19	-0.033542	-0.4437	0.328899
20	-0.026749	-0.3539	0.361935
21	-0.045043	-0.5959	0.276017
22	0.035856	0.4743	0.31793
23	0.019762	0.2614	0.397033
24	0.06064	0.8022	0.211764
25	-0.123224	-1.6301	0.052439
26	-0.103029	-1.3629	0.087326
27	0.025636	0.3391	0.367459
28	0.080989	1.0714	0.142736
29	0.006698	0.0886	0.464748
30	-0.037351	-0.4941	0.310923
31	0.018525	0.2451	0.403348
32	-0.015152	-0.2004	0.420686
33	0.002732	0.0361	0.485604
34	-0.040589	-0.5369	0.295996
35	0.047568	0.6293	0.264996
36	0.051422	0.6802	0.248623
37	-0.068894	-0.9114	0.181675
38	-0.069676	-0.9217	0.178969
39	-0.004713	-0.0623	0.475181
40	0.044511	0.5888	0.27837
41	-0.04448	-0.5884	0.278506
42	-0.009171	-0.1213	0.451787
43	-0.035524	-0.4699	0.31949
44	-0.052517	-0.6947	0.244073
45	0.059595	0.7884	0.215775
46	-0.008868	-0.1173	0.453371
47	0.02531	0.3348	0.369082
48	0.01159	0.1533	0.43916

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.851678 & 11.2666 & 0 \tabularnewline
2 & 0.369957 & 4.8941 & 1e-06 \tabularnewline
3 & -0.26529 & -3.5095 & 0.000285 \tabularnewline
4 & -0.294458 & -3.8953 & 7e-05 \tabularnewline
5 & 0.256184 & 3.389 & 0.000433 \tabularnewline
6 & 0.255109 & 3.3748 & 0.000455 \tabularnewline
7 & 0.303995 & 4.0215 & 4.3e-05 \tabularnewline
8 & 0.130759 & 1.7298 & 0.042717 \tabularnewline
9 & 0.196906 & 2.6048 & 0.004992 \tabularnewline
10 & 0.360976 & 4.7753 & 2e-06 \tabularnewline
11 & -0.266989 & -3.5319 & 0.000264 \tabularnewline
12 & 0.300307 & 3.9727 & 5.2e-05 \tabularnewline
13 & -0.567779 & -7.511 & 0 \tabularnewline
14 & -0.090648 & -1.1992 & 0.116042 \tabularnewline
15 & 0.022716 & 0.3005 & 0.382072 \tabularnewline
16 & 0.018784 & 0.2485 & 0.402026 \tabularnewline
17 & 0.035292 & 0.4669 & 0.320589 \tabularnewline
18 & 0.071035 & 0.9397 & 0.174333 \tabularnewline
19 & -0.033542 & -0.4437 & 0.328899 \tabularnewline
20 & -0.026749 & -0.3539 & 0.361935 \tabularnewline
21 & -0.045043 & -0.5959 & 0.276017 \tabularnewline
22 & 0.035856 & 0.4743 & 0.31793 \tabularnewline
23 & 0.019762 & 0.2614 & 0.397033 \tabularnewline
24 & 0.06064 & 0.8022 & 0.211764 \tabularnewline
25 & -0.123224 & -1.6301 & 0.052439 \tabularnewline
26 & -0.103029 & -1.3629 & 0.087326 \tabularnewline
27 & 0.025636 & 0.3391 & 0.367459 \tabularnewline
28 & 0.080989 & 1.0714 & 0.142736 \tabularnewline
29 & 0.006698 & 0.0886 & 0.464748 \tabularnewline
30 & -0.037351 & -0.4941 & 0.310923 \tabularnewline
31 & 0.018525 & 0.2451 & 0.403348 \tabularnewline
32 & -0.015152 & -0.2004 & 0.420686 \tabularnewline
33 & 0.002732 & 0.0361 & 0.485604 \tabularnewline
34 & -0.040589 & -0.5369 & 0.295996 \tabularnewline
35 & 0.047568 & 0.6293 & 0.264996 \tabularnewline
36 & 0.051422 & 0.6802 & 0.248623 \tabularnewline
37 & -0.068894 & -0.9114 & 0.181675 \tabularnewline
38 & -0.069676 & -0.9217 & 0.178969 \tabularnewline
39 & -0.004713 & -0.0623 & 0.475181 \tabularnewline
40 & 0.044511 & 0.5888 & 0.27837 \tabularnewline
41 & -0.04448 & -0.5884 & 0.278506 \tabularnewline
42 & -0.009171 & -0.1213 & 0.451787 \tabularnewline
43 & -0.035524 & -0.4699 & 0.31949 \tabularnewline
44 & -0.052517 & -0.6947 & 0.244073 \tabularnewline
45 & 0.059595 & 0.7884 & 0.215775 \tabularnewline
46 & -0.008868 & -0.1173 & 0.453371 \tabularnewline
47 & 0.02531 & 0.3348 & 0.369082 \tabularnewline
48 & 0.01159 & 0.1533 & 0.43916 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=72146&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]0.851678[/C][C]11.2666[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.369957[/C][C]4.8941[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.26529[/C][C]-3.5095[/C][C]0.000285[/C][/ROW]
[ROW][C]4[/C][C]-0.294458[/C][C]-3.8953[/C][C]7e-05[/C][/ROW]
[ROW][C]5[/C][C]0.256184[/C][C]3.389[/C][C]0.000433[/C][/ROW]
[ROW][C]6[/C][C]0.255109[/C][C]3.3748[/C][C]0.000455[/C][/ROW]
[ROW][C]7[/C][C]0.303995[/C][C]4.0215[/C][C]4.3e-05[/C][/ROW]
[ROW][C]8[/C][C]0.130759[/C][C]1.7298[/C][C]0.042717[/C][/ROW]
[ROW][C]9[/C][C]0.196906[/C][C]2.6048[/C][C]0.004992[/C][/ROW]
[ROW][C]10[/C][C]0.360976[/C][C]4.7753[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]-0.266989[/C][C]-3.5319[/C][C]0.000264[/C][/ROW]
[ROW][C]12[/C][C]0.300307[/C][C]3.9727[/C][C]5.2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.567779[/C][C]-7.511[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.090648[/C][C]-1.1992[/C][C]0.116042[/C][/ROW]
[ROW][C]15[/C][C]0.022716[/C][C]0.3005[/C][C]0.382072[/C][/ROW]
[ROW][C]16[/C][C]0.018784[/C][C]0.2485[/C][C]0.402026[/C][/ROW]
[ROW][C]17[/C][C]0.035292[/C][C]0.4669[/C][C]0.320589[/C][/ROW]
[ROW][C]18[/C][C]0.071035[/C][C]0.9397[/C][C]0.174333[/C][/ROW]
[ROW][C]19[/C][C]-0.033542[/C][C]-0.4437[/C][C]0.328899[/C][/ROW]
[ROW][C]20[/C][C]-0.026749[/C][C]-0.3539[/C][C]0.361935[/C][/ROW]
[ROW][C]21[/C][C]-0.045043[/C][C]-0.5959[/C][C]0.276017[/C][/ROW]
[ROW][C]22[/C][C]0.035856[/C][C]0.4743[/C][C]0.31793[/C][/ROW]
[ROW][C]23[/C][C]0.019762[/C][C]0.2614[/C][C]0.397033[/C][/ROW]
[ROW][C]24[/C][C]0.06064[/C][C]0.8022[/C][C]0.211764[/C][/ROW]
[ROW][C]25[/C][C]-0.123224[/C][C]-1.6301[/C][C]0.052439[/C][/ROW]
[ROW][C]26[/C][C]-0.103029[/C][C]-1.3629[/C][C]0.087326[/C][/ROW]
[ROW][C]27[/C][C]0.025636[/C][C]0.3391[/C][C]0.367459[/C][/ROW]
[ROW][C]28[/C][C]0.080989[/C][C]1.0714[/C][C]0.142736[/C][/ROW]
[ROW][C]29[/C][C]0.006698[/C][C]0.0886[/C][C]0.464748[/C][/ROW]
[ROW][C]30[/C][C]-0.037351[/C][C]-0.4941[/C][C]0.310923[/C][/ROW]
[ROW][C]31[/C][C]0.018525[/C][C]0.2451[/C][C]0.403348[/C][/ROW]
[ROW][C]32[/C][C]-0.015152[/C][C]-0.2004[/C][C]0.420686[/C][/ROW]
[ROW][C]33[/C][C]0.002732[/C][C]0.0361[/C][C]0.485604[/C][/ROW]
[ROW][C]34[/C][C]-0.040589[/C][C]-0.5369[/C][C]0.295996[/C][/ROW]
[ROW][C]35[/C][C]0.047568[/C][C]0.6293[/C][C]0.264996[/C][/ROW]
[ROW][C]36[/C][C]0.051422[/C][C]0.6802[/C][C]0.248623[/C][/ROW]
[ROW][C]37[/C][C]-0.068894[/C][C]-0.9114[/C][C]0.181675[/C][/ROW]
[ROW][C]38[/C][C]-0.069676[/C][C]-0.9217[/C][C]0.178969[/C][/ROW]
[ROW][C]39[/C][C]-0.004713[/C][C]-0.0623[/C][C]0.475181[/C][/ROW]
[ROW][C]40[/C][C]0.044511[/C][C]0.5888[/C][C]0.27837[/C][/ROW]
[ROW][C]41[/C][C]-0.04448[/C][C]-0.5884[/C][C]0.278506[/C][/ROW]
[ROW][C]42[/C][C]-0.009171[/C][C]-0.1213[/C][C]0.451787[/C][/ROW]
[ROW][C]43[/C][C]-0.035524[/C][C]-0.4699[/C][C]0.31949[/C][/ROW]
[ROW][C]44[/C][C]-0.052517[/C][C]-0.6947[/C][C]0.244073[/C][/ROW]
[ROW][C]45[/C][C]0.059595[/C][C]0.7884[/C][C]0.215775[/C][/ROW]
[ROW][C]46[/C][C]-0.008868[/C][C]-0.1173[/C][C]0.453371[/C][/ROW]
[ROW][C]47[/C][C]0.02531[/C][C]0.3348[/C][C]0.369082[/C][/ROW]
[ROW][C]48[/C][C]0.01159[/C][C]0.1533[/C][C]0.43916[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=72146&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72146&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	0.851678	11.2666	0
2	0.369957	4.8941	1e-06
3	-0.26529	-3.5095	0.000285
4	-0.294458	-3.8953	7e-05
5	0.256184	3.389	0.000433
6	0.255109	3.3748	0.000455
7	0.303995	4.0215	4.3e-05
8	0.130759	1.7298	0.042717
9	0.196906	2.6048	0.004992
10	0.360976	4.7753	2e-06
11	-0.266989	-3.5319	0.000264
12	0.300307	3.9727	5.2e-05
13	-0.567779	-7.511	0
14	-0.090648	-1.1992	0.116042
15	0.022716	0.3005	0.382072
16	0.018784	0.2485	0.402026
17	0.035292	0.4669	0.320589
18	0.071035	0.9397	0.174333
19	-0.033542	-0.4437	0.328899
20	-0.026749	-0.3539	0.361935
21	-0.045043	-0.5959	0.276017
22	0.035856	0.4743	0.31793
23	0.019762	0.2614	0.397033
24	0.06064	0.8022	0.211764
25	-0.123224	-1.6301	0.052439
26	-0.103029	-1.3629	0.087326
27	0.025636	0.3391	0.367459
28	0.080989	1.0714	0.142736
29	0.006698	0.0886	0.464748
30	-0.037351	-0.4941	0.310923
31	0.018525	0.2451	0.403348
32	-0.015152	-0.2004	0.420686
33	0.002732	0.0361	0.485604
34	-0.040589	-0.5369	0.295996
35	0.047568	0.6293	0.264996
36	0.051422	0.6802	0.248623
37	-0.068894	-0.9114	0.181675
38	-0.069676	-0.9217	0.178969
39	-0.004713	-0.0623	0.475181
40	0.044511	0.5888	0.27837
41	-0.04448	-0.5884	0.278506
42	-0.009171	-0.1213	0.451787
43	-0.035524	-0.4699	0.31949
44	-0.052517	-0.6947	0.244073
45	0.059595	0.7884	0.215775
46	-0.008868	-0.1173	0.453371
47	0.02531	0.3348	0.369082
48	0.01159	0.1533	0.43916

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