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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 16 Jan 2010 12:18:06 -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/16/t12636695556zcvztd5liiikbl.htm/, Retrieved Fri, 03 May 2024 03:50:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=72254, Retrieved Fri, 03 May 2024 03:50:32 +0000

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User-defined keywords

KDGP2W21

Estimated Impact

139

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-       [(Partial) Autocorrelation Function] [] [2010-01-16 19:18:06] [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=72254&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=72254&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72254&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	0.967764	8.8697	0
2	0.935828	8.577	0
3	0.903055	8.2766	0
4	0.870667	7.9798	0
5	0.837228	7.6733	0
6	0.803643	7.3655	0
7	0.770097	7.0581	0
8	0.736452	6.7497	0
9	0.702249	6.4362	0
10	0.668294	6.125	0
11	0.63429	5.8134	0
12	0.600058	5.4996	0
13	0.567106	5.1976	1e-06
14	0.533838	4.8927	2e-06
15	0.500335	4.5856	8e-06
16	0.467137	4.2814	2.5e-05
17	0.433883	3.9766	7.4e-05
18	0.400192	3.6678	0.000214
19	0.367005	3.3637	0.00058
20	0.332884	3.0509	0.001526
21	0.299599	2.7459	0.00369
22	0.2658	2.4361	0.00848
23	0.232448	2.1304	0.018031
24	0.198925	1.8232	0.035917
25	0.167464	1.5348	0.064292
26	0.135546	1.2423	0.108791
27	0.104427	0.9571	0.170634
28	0.073291	0.6717	0.251801
29	0.042906	0.3932	0.34757
30	0.01287	0.118	0.453193
31	-0.016869	-0.1546	0.438752
32	-0.04636	-0.4249	0.336
33	-0.075265	-0.6898	0.246107
34	-0.103047	-0.9444	0.173827
35	-0.130246	-1.1937	0.117974
36	-0.15674	-1.4365	0.077281
37	-0.18132	-1.6618	0.050138
38	-0.204547	-1.8747	0.032155
39	-0.226684	-2.0776	0.0204
40	-0.247741	-2.2706	0.012866
41	-0.268026	-2.4565	0.008045
42	-0.287103	-2.6313	0.005059
43	-0.305091	-2.7962	0.003204
44	-0.321933	-2.9506	0.002055
45	-0.33779	-3.0959	0.001333
46	-0.352412	-3.2299	0.000884
47	-0.365737	-3.352	0.000602
48	-0.377407	-3.459	0.000427

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.967764 & 8.8697 & 0 \tabularnewline
2 & 0.935828 & 8.577 & 0 \tabularnewline
3 & 0.903055 & 8.2766 & 0 \tabularnewline
4 & 0.870667 & 7.9798 & 0 \tabularnewline
5 & 0.837228 & 7.6733 & 0 \tabularnewline
6 & 0.803643 & 7.3655 & 0 \tabularnewline
7 & 0.770097 & 7.0581 & 0 \tabularnewline
8 & 0.736452 & 6.7497 & 0 \tabularnewline
9 & 0.702249 & 6.4362 & 0 \tabularnewline
10 & 0.668294 & 6.125 & 0 \tabularnewline
11 & 0.63429 & 5.8134 & 0 \tabularnewline
12 & 0.600058 & 5.4996 & 0 \tabularnewline
13 & 0.567106 & 5.1976 & 1e-06 \tabularnewline
14 & 0.533838 & 4.8927 & 2e-06 \tabularnewline
15 & 0.500335 & 4.5856 & 8e-06 \tabularnewline
16 & 0.467137 & 4.2814 & 2.5e-05 \tabularnewline
17 & 0.433883 & 3.9766 & 7.4e-05 \tabularnewline
18 & 0.400192 & 3.6678 & 0.000214 \tabularnewline
19 & 0.367005 & 3.3637 & 0.00058 \tabularnewline
20 & 0.332884 & 3.0509 & 0.001526 \tabularnewline
21 & 0.299599 & 2.7459 & 0.00369 \tabularnewline
22 & 0.2658 & 2.4361 & 0.00848 \tabularnewline
23 & 0.232448 & 2.1304 & 0.018031 \tabularnewline
24 & 0.198925 & 1.8232 & 0.035917 \tabularnewline
25 & 0.167464 & 1.5348 & 0.064292 \tabularnewline
26 & 0.135546 & 1.2423 & 0.108791 \tabularnewline
27 & 0.104427 & 0.9571 & 0.170634 \tabularnewline
28 & 0.073291 & 0.6717 & 0.251801 \tabularnewline
29 & 0.042906 & 0.3932 & 0.34757 \tabularnewline
30 & 0.01287 & 0.118 & 0.453193 \tabularnewline
31 & -0.016869 & -0.1546 & 0.438752 \tabularnewline
32 & -0.04636 & -0.4249 & 0.336 \tabularnewline
33 & -0.075265 & -0.6898 & 0.246107 \tabularnewline
34 & -0.103047 & -0.9444 & 0.173827 \tabularnewline
35 & -0.130246 & -1.1937 & 0.117974 \tabularnewline
36 & -0.15674 & -1.4365 & 0.077281 \tabularnewline
37 & -0.18132 & -1.6618 & 0.050138 \tabularnewline
38 & -0.204547 & -1.8747 & 0.032155 \tabularnewline
39 & -0.226684 & -2.0776 & 0.0204 \tabularnewline
40 & -0.247741 & -2.2706 & 0.012866 \tabularnewline
41 & -0.268026 & -2.4565 & 0.008045 \tabularnewline
42 & -0.287103 & -2.6313 & 0.005059 \tabularnewline
43 & -0.305091 & -2.7962 & 0.003204 \tabularnewline
44 & -0.321933 & -2.9506 & 0.002055 \tabularnewline
45 & -0.33779 & -3.0959 & 0.001333 \tabularnewline
46 & -0.352412 & -3.2299 & 0.000884 \tabularnewline
47 & -0.365737 & -3.352 & 0.000602 \tabularnewline
48 & -0.377407 & -3.459 & 0.000427 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=72254&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]0.967764[/C][C]8.8697[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.935828[/C][C]8.577[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.903055[/C][C]8.2766[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.870667[/C][C]7.9798[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.837228[/C][C]7.6733[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.803643[/C][C]7.3655[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.770097[/C][C]7.0581[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.736452[/C][C]6.7497[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.702249[/C][C]6.4362[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.668294[/C][C]6.125[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.63429[/C][C]5.8134[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.600058[/C][C]5.4996[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.567106[/C][C]5.1976[/C][C]1e-06[/C][/ROW]
[ROW][C]14[/C][C]0.533838[/C][C]4.8927[/C][C]2e-06[/C][/ROW]
[ROW][C]15[/C][C]0.500335[/C][C]4.5856[/C][C]8e-06[/C][/ROW]
[ROW][C]16[/C][C]0.467137[/C][C]4.2814[/C][C]2.5e-05[/C][/ROW]
[ROW][C]17[/C][C]0.433883[/C][C]3.9766[/C][C]7.4e-05[/C][/ROW]
[ROW][C]18[/C][C]0.400192[/C][C]3.6678[/C][C]0.000214[/C][/ROW]
[ROW][C]19[/C][C]0.367005[/C][C]3.3637[/C][C]0.00058[/C][/ROW]
[ROW][C]20[/C][C]0.332884[/C][C]3.0509[/C][C]0.001526[/C][/ROW]
[ROW][C]21[/C][C]0.299599[/C][C]2.7459[/C][C]0.00369[/C][/ROW]
[ROW][C]22[/C][C]0.2658[/C][C]2.4361[/C][C]0.00848[/C][/ROW]
[ROW][C]23[/C][C]0.232448[/C][C]2.1304[/C][C]0.018031[/C][/ROW]
[ROW][C]24[/C][C]0.198925[/C][C]1.8232[/C][C]0.035917[/C][/ROW]
[ROW][C]25[/C][C]0.167464[/C][C]1.5348[/C][C]0.064292[/C][/ROW]
[ROW][C]26[/C][C]0.135546[/C][C]1.2423[/C][C]0.108791[/C][/ROW]
[ROW][C]27[/C][C]0.104427[/C][C]0.9571[/C][C]0.170634[/C][/ROW]
[ROW][C]28[/C][C]0.073291[/C][C]0.6717[/C][C]0.251801[/C][/ROW]
[ROW][C]29[/C][C]0.042906[/C][C]0.3932[/C][C]0.34757[/C][/ROW]
[ROW][C]30[/C][C]0.01287[/C][C]0.118[/C][C]0.453193[/C][/ROW]
[ROW][C]31[/C][C]-0.016869[/C][C]-0.1546[/C][C]0.438752[/C][/ROW]
[ROW][C]32[/C][C]-0.04636[/C][C]-0.4249[/C][C]0.336[/C][/ROW]
[ROW][C]33[/C][C]-0.075265[/C][C]-0.6898[/C][C]0.246107[/C][/ROW]
[ROW][C]34[/C][C]-0.103047[/C][C]-0.9444[/C][C]0.173827[/C][/ROW]
[ROW][C]35[/C][C]-0.130246[/C][C]-1.1937[/C][C]0.117974[/C][/ROW]
[ROW][C]36[/C][C]-0.15674[/C][C]-1.4365[/C][C]0.077281[/C][/ROW]
[ROW][C]37[/C][C]-0.18132[/C][C]-1.6618[/C][C]0.050138[/C][/ROW]
[ROW][C]38[/C][C]-0.204547[/C][C]-1.8747[/C][C]0.032155[/C][/ROW]
[ROW][C]39[/C][C]-0.226684[/C][C]-2.0776[/C][C]0.0204[/C][/ROW]
[ROW][C]40[/C][C]-0.247741[/C][C]-2.2706[/C][C]0.012866[/C][/ROW]
[ROW][C]41[/C][C]-0.268026[/C][C]-2.4565[/C][C]0.008045[/C][/ROW]
[ROW][C]42[/C][C]-0.287103[/C][C]-2.6313[/C][C]0.005059[/C][/ROW]
[ROW][C]43[/C][C]-0.305091[/C][C]-2.7962[/C][C]0.003204[/C][/ROW]
[ROW][C]44[/C][C]-0.321933[/C][C]-2.9506[/C][C]0.002055[/C][/ROW]
[ROW][C]45[/C][C]-0.33779[/C][C]-3.0959[/C][C]0.001333[/C][/ROW]
[ROW][C]46[/C][C]-0.352412[/C][C]-3.2299[/C][C]0.000884[/C][/ROW]
[ROW][C]47[/C][C]-0.365737[/C][C]-3.352[/C][C]0.000602[/C][/ROW]
[ROW][C]48[/C][C]-0.377407[/C][C]-3.459[/C][C]0.000427[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=72254&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72254&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	0.967764	8.8697	0
2	0.935828	8.577	0
3	0.903055	8.2766	0
4	0.870667	7.9798	0
5	0.837228	7.6733	0
6	0.803643	7.3655	0
7	0.770097	7.0581	0
8	0.736452	6.7497	0
9	0.702249	6.4362	0
10	0.668294	6.125	0
11	0.63429	5.8134	0
12	0.600058	5.4996	0
13	0.567106	5.1976	1e-06
14	0.533838	4.8927	2e-06
15	0.500335	4.5856	8e-06
16	0.467137	4.2814	2.5e-05
17	0.433883	3.9766	7.4e-05
18	0.400192	3.6678	0.000214
19	0.367005	3.3637	0.00058
20	0.332884	3.0509	0.001526
21	0.299599	2.7459	0.00369
22	0.2658	2.4361	0.00848
23	0.232448	2.1304	0.018031
24	0.198925	1.8232	0.035917
25	0.167464	1.5348	0.064292
26	0.135546	1.2423	0.108791
27	0.104427	0.9571	0.170634
28	0.073291	0.6717	0.251801
29	0.042906	0.3932	0.34757
30	0.01287	0.118	0.453193
31	-0.016869	-0.1546	0.438752
32	-0.04636	-0.4249	0.336
33	-0.075265	-0.6898	0.246107
34	-0.103047	-0.9444	0.173827
35	-0.130246	-1.1937	0.117974
36	-0.15674	-1.4365	0.077281
37	-0.18132	-1.6618	0.050138
38	-0.204547	-1.8747	0.032155
39	-0.226684	-2.0776	0.0204
40	-0.247741	-2.2706	0.012866
41	-0.268026	-2.4565	0.008045
42	-0.287103	-2.6313	0.005059
43	-0.305091	-2.7962	0.003204
44	-0.321933	-2.9506	0.002055
45	-0.33779	-3.0959	0.001333
46	-0.352412	-3.2299	0.000884
47	-0.365737	-3.352	0.000602
48	-0.377407	-3.459	0.000427

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.967764	8.8697	0
2	-0.011647	-0.1067	0.457622
3	-0.029667	-0.2719	0.393184
4	-0.011278	-0.1034	0.458961
5	-0.033667	-0.3086	0.37921
6	-0.020834	-0.1909	0.424515
7	-0.017583	-0.1612	0.436181
8	-0.020652	-0.1893	0.425164
9	-0.028004	-0.2567	0.399033
10	-0.016145	-0.148	0.44136
11	-0.020927	-0.1918	0.424183
12	-0.024593	-0.2254	0.411108
13	-0.000793	-0.0073	0.497108
14	-0.025847	-0.2369	0.406659
15	-0.025992	-0.2382	0.406144
16	-0.017009	-0.1559	0.438246
17	-0.023989	-0.2199	0.413256
18	-0.030336	-0.278	0.390836
19	-0.015799	-0.1448	0.442607
20	-0.03906	-0.358	0.360625
21	-0.013078	-0.1199	0.452438
22	-0.032741	-0.3001	0.382429
23	-0.020375	-0.1867	0.426157
24	-0.029238	-0.268	0.39469
25	0.004903	0.0449	0.482134
26	-0.033772	-0.3095	0.378846
27	-0.01666	-0.1527	0.439502
28	-0.027268	-0.2499	0.401631
29	-0.018747	-0.1718	0.431998
30	-0.023532	-0.2157	0.414882
31	-0.025147	-0.2305	0.409142
32	-0.027286	-0.2501	0.401568
33	-0.022078	-0.2023	0.420068
34	-0.013708	-0.1256	0.45016
35	-0.022496	-0.2062	0.418575
36	-0.021187	-0.1942	0.423253
37	-0.000449	-0.0041	0.498362
38	-0.011055	-0.1013	0.459767
39	-0.01355	-0.1242	0.45073
40	-0.014181	-0.13	0.448451
41	-0.018885	-0.1731	0.431501
42	-0.013261	-0.1215	0.451777
43	-0.012893	-0.1182	0.453109
44	-0.014348	-0.1315	0.447847
45	-0.014082	-0.1291	0.448809
46	-0.011838	-0.1085	0.456929
47	-0.009007	-0.0825	0.467204
48	-0.004388	-0.0402	0.484009

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.967764 & 8.8697 & 0 \tabularnewline
2 & -0.011647 & -0.1067 & 0.457622 \tabularnewline
3 & -0.029667 & -0.2719 & 0.393184 \tabularnewline
4 & -0.011278 & -0.1034 & 0.458961 \tabularnewline
5 & -0.033667 & -0.3086 & 0.37921 \tabularnewline
6 & -0.020834 & -0.1909 & 0.424515 \tabularnewline
7 & -0.017583 & -0.1612 & 0.436181 \tabularnewline
8 & -0.020652 & -0.1893 & 0.425164 \tabularnewline
9 & -0.028004 & -0.2567 & 0.399033 \tabularnewline
10 & -0.016145 & -0.148 & 0.44136 \tabularnewline
11 & -0.020927 & -0.1918 & 0.424183 \tabularnewline
12 & -0.024593 & -0.2254 & 0.411108 \tabularnewline
13 & -0.000793 & -0.0073 & 0.497108 \tabularnewline
14 & -0.025847 & -0.2369 & 0.406659 \tabularnewline
15 & -0.025992 & -0.2382 & 0.406144 \tabularnewline
16 & -0.017009 & -0.1559 & 0.438246 \tabularnewline
17 & -0.023989 & -0.2199 & 0.413256 \tabularnewline
18 & -0.030336 & -0.278 & 0.390836 \tabularnewline
19 & -0.015799 & -0.1448 & 0.442607 \tabularnewline
20 & -0.03906 & -0.358 & 0.360625 \tabularnewline
21 & -0.013078 & -0.1199 & 0.452438 \tabularnewline
22 & -0.032741 & -0.3001 & 0.382429 \tabularnewline
23 & -0.020375 & -0.1867 & 0.426157 \tabularnewline
24 & -0.029238 & -0.268 & 0.39469 \tabularnewline
25 & 0.004903 & 0.0449 & 0.482134 \tabularnewline
26 & -0.033772 & -0.3095 & 0.378846 \tabularnewline
27 & -0.01666 & -0.1527 & 0.439502 \tabularnewline
28 & -0.027268 & -0.2499 & 0.401631 \tabularnewline
29 & -0.018747 & -0.1718 & 0.431998 \tabularnewline
30 & -0.023532 & -0.2157 & 0.414882 \tabularnewline
31 & -0.025147 & -0.2305 & 0.409142 \tabularnewline
32 & -0.027286 & -0.2501 & 0.401568 \tabularnewline
33 & -0.022078 & -0.2023 & 0.420068 \tabularnewline
34 & -0.013708 & -0.1256 & 0.45016 \tabularnewline
35 & -0.022496 & -0.2062 & 0.418575 \tabularnewline
36 & -0.021187 & -0.1942 & 0.423253 \tabularnewline
37 & -0.000449 & -0.0041 & 0.498362 \tabularnewline
38 & -0.011055 & -0.1013 & 0.459767 \tabularnewline
39 & -0.01355 & -0.1242 & 0.45073 \tabularnewline
40 & -0.014181 & -0.13 & 0.448451 \tabularnewline
41 & -0.018885 & -0.1731 & 0.431501 \tabularnewline
42 & -0.013261 & -0.1215 & 0.451777 \tabularnewline
43 & -0.012893 & -0.1182 & 0.453109 \tabularnewline
44 & -0.014348 & -0.1315 & 0.447847 \tabularnewline
45 & -0.014082 & -0.1291 & 0.448809 \tabularnewline
46 & -0.011838 & -0.1085 & 0.456929 \tabularnewline
47 & -0.009007 & -0.0825 & 0.467204 \tabularnewline
48 & -0.004388 & -0.0402 & 0.484009 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=72254&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]0.967764[/C][C]8.8697[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.011647[/C][C]-0.1067[/C][C]0.457622[/C][/ROW]
[ROW][C]3[/C][C]-0.029667[/C][C]-0.2719[/C][C]0.393184[/C][/ROW]
[ROW][C]4[/C][C]-0.011278[/C][C]-0.1034[/C][C]0.458961[/C][/ROW]
[ROW][C]5[/C][C]-0.033667[/C][C]-0.3086[/C][C]0.37921[/C][/ROW]
[ROW][C]6[/C][C]-0.020834[/C][C]-0.1909[/C][C]0.424515[/C][/ROW]
[ROW][C]7[/C][C]-0.017583[/C][C]-0.1612[/C][C]0.436181[/C][/ROW]
[ROW][C]8[/C][C]-0.020652[/C][C]-0.1893[/C][C]0.425164[/C][/ROW]
[ROW][C]9[/C][C]-0.028004[/C][C]-0.2567[/C][C]0.399033[/C][/ROW]
[ROW][C]10[/C][C]-0.016145[/C][C]-0.148[/C][C]0.44136[/C][/ROW]
[ROW][C]11[/C][C]-0.020927[/C][C]-0.1918[/C][C]0.424183[/C][/ROW]
[ROW][C]12[/C][C]-0.024593[/C][C]-0.2254[/C][C]0.411108[/C][/ROW]
[ROW][C]13[/C][C]-0.000793[/C][C]-0.0073[/C][C]0.497108[/C][/ROW]
[ROW][C]14[/C][C]-0.025847[/C][C]-0.2369[/C][C]0.406659[/C][/ROW]
[ROW][C]15[/C][C]-0.025992[/C][C]-0.2382[/C][C]0.406144[/C][/ROW]
[ROW][C]16[/C][C]-0.017009[/C][C]-0.1559[/C][C]0.438246[/C][/ROW]
[ROW][C]17[/C][C]-0.023989[/C][C]-0.2199[/C][C]0.413256[/C][/ROW]
[ROW][C]18[/C][C]-0.030336[/C][C]-0.278[/C][C]0.390836[/C][/ROW]
[ROW][C]19[/C][C]-0.015799[/C][C]-0.1448[/C][C]0.442607[/C][/ROW]
[ROW][C]20[/C][C]-0.03906[/C][C]-0.358[/C][C]0.360625[/C][/ROW]
[ROW][C]21[/C][C]-0.013078[/C][C]-0.1199[/C][C]0.452438[/C][/ROW]
[ROW][C]22[/C][C]-0.032741[/C][C]-0.3001[/C][C]0.382429[/C][/ROW]
[ROW][C]23[/C][C]-0.020375[/C][C]-0.1867[/C][C]0.426157[/C][/ROW]
[ROW][C]24[/C][C]-0.029238[/C][C]-0.268[/C][C]0.39469[/C][/ROW]
[ROW][C]25[/C][C]0.004903[/C][C]0.0449[/C][C]0.482134[/C][/ROW]
[ROW][C]26[/C][C]-0.033772[/C][C]-0.3095[/C][C]0.378846[/C][/ROW]
[ROW][C]27[/C][C]-0.01666[/C][C]-0.1527[/C][C]0.439502[/C][/ROW]
[ROW][C]28[/C][C]-0.027268[/C][C]-0.2499[/C][C]0.401631[/C][/ROW]
[ROW][C]29[/C][C]-0.018747[/C][C]-0.1718[/C][C]0.431998[/C][/ROW]
[ROW][C]30[/C][C]-0.023532[/C][C]-0.2157[/C][C]0.414882[/C][/ROW]
[ROW][C]31[/C][C]-0.025147[/C][C]-0.2305[/C][C]0.409142[/C][/ROW]
[ROW][C]32[/C][C]-0.027286[/C][C]-0.2501[/C][C]0.401568[/C][/ROW]
[ROW][C]33[/C][C]-0.022078[/C][C]-0.2023[/C][C]0.420068[/C][/ROW]
[ROW][C]34[/C][C]-0.013708[/C][C]-0.1256[/C][C]0.45016[/C][/ROW]
[ROW][C]35[/C][C]-0.022496[/C][C]-0.2062[/C][C]0.418575[/C][/ROW]
[ROW][C]36[/C][C]-0.021187[/C][C]-0.1942[/C][C]0.423253[/C][/ROW]
[ROW][C]37[/C][C]-0.000449[/C][C]-0.0041[/C][C]0.498362[/C][/ROW]
[ROW][C]38[/C][C]-0.011055[/C][C]-0.1013[/C][C]0.459767[/C][/ROW]
[ROW][C]39[/C][C]-0.01355[/C][C]-0.1242[/C][C]0.45073[/C][/ROW]
[ROW][C]40[/C][C]-0.014181[/C][C]-0.13[/C][C]0.448451[/C][/ROW]
[ROW][C]41[/C][C]-0.018885[/C][C]-0.1731[/C][C]0.431501[/C][/ROW]
[ROW][C]42[/C][C]-0.013261[/C][C]-0.1215[/C][C]0.451777[/C][/ROW]
[ROW][C]43[/C][C]-0.012893[/C][C]-0.1182[/C][C]0.453109[/C][/ROW]
[ROW][C]44[/C][C]-0.014348[/C][C]-0.1315[/C][C]0.447847[/C][/ROW]
[ROW][C]45[/C][C]-0.014082[/C][C]-0.1291[/C][C]0.448809[/C][/ROW]
[ROW][C]46[/C][C]-0.011838[/C][C]-0.1085[/C][C]0.456929[/C][/ROW]
[ROW][C]47[/C][C]-0.009007[/C][C]-0.0825[/C][C]0.467204[/C][/ROW]
[ROW][C]48[/C][C]-0.004388[/C][C]-0.0402[/C][C]0.484009[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=72254&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72254&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	0.967764	8.8697	0
2	-0.011647	-0.1067	0.457622
3	-0.029667	-0.2719	0.393184
4	-0.011278	-0.1034	0.458961
5	-0.033667	-0.3086	0.37921
6	-0.020834	-0.1909	0.424515
7	-0.017583	-0.1612	0.436181
8	-0.020652	-0.1893	0.425164
9	-0.028004	-0.2567	0.399033
10	-0.016145	-0.148	0.44136
11	-0.020927	-0.1918	0.424183
12	-0.024593	-0.2254	0.411108
13	-0.000793	-0.0073	0.497108
14	-0.025847	-0.2369	0.406659
15	-0.025992	-0.2382	0.406144
16	-0.017009	-0.1559	0.438246
17	-0.023989	-0.2199	0.413256
18	-0.030336	-0.278	0.390836
19	-0.015799	-0.1448	0.442607
20	-0.03906	-0.358	0.360625
21	-0.013078	-0.1199	0.452438
22	-0.032741	-0.3001	0.382429
23	-0.020375	-0.1867	0.426157
24	-0.029238	-0.268	0.39469
25	0.004903	0.0449	0.482134
26	-0.033772	-0.3095	0.378846
27	-0.01666	-0.1527	0.439502
28	-0.027268	-0.2499	0.401631
29	-0.018747	-0.1718	0.431998
30	-0.023532	-0.2157	0.414882
31	-0.025147	-0.2305	0.409142
32	-0.027286	-0.2501	0.401568
33	-0.022078	-0.2023	0.420068
34	-0.013708	-0.1256	0.45016
35	-0.022496	-0.2062	0.418575
36	-0.021187	-0.1942	0.423253
37	-0.000449	-0.0041	0.498362
38	-0.011055	-0.1013	0.459767
39	-0.01355	-0.1242	0.45073
40	-0.014181	-0.13	0.448451
41	-0.018885	-0.1731	0.431501
42	-0.013261	-0.1215	0.451777
43	-0.012893	-0.1182	0.453109
44	-0.014348	-0.1315	0.447847
45	-0.014082	-0.1291	0.448809
46	-0.011838	-0.1085	0.456929
47	-0.009007	-0.0825	0.467204
48	-0.004388	-0.0402	0.484009

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