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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 16 Nov 2010 14:41:05 +0000

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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/Nov/16/t1289918433qotuct5584mn9l7.htm/, Retrieved Sat, 04 May 2024 21:27:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=95862, Retrieved Sat, 04 May 2024 21:27:03 +0000

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No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

103

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-       [(Partial) Autocorrelation Function] [] [2010-11-16 14:41:05] [30681199eb2b91d06bf445c1ee7d20a2] [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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=95862&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=95862&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=95862&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.912912	10.0005	0
2	0.815688	8.9354	0
3	0.701835	7.6882	0
4	0.599423	6.5663	0
5	0.538757	5.9018	0
6	0.502934	5.5094	0
7	0.479031	5.2475	0
8	0.475568	5.2096	0
9	0.491464	5.3837	0
10	0.505773	5.5405	0
11	0.498742	5.4634	0
12	0.475189	5.2054	0
13	0.405344	4.4403	1e-05
14	0.321528	3.5222	0.000303
15	0.241605	2.6466	0.00461
16	0.163741	1.7937	0.037691
17	0.12765	1.3983	0.082296
18	0.110412	1.2095	0.114423
19	0.114731	1.2568	0.105632
20	0.139909	1.5326	0.064
21	0.167419	1.834	0.034567
22	0.200807	2.1997	0.014871
23	0.21795	2.3875	0.009262
24	0.202841	2.222	0.014079
25	0.155081	1.6988	0.045972
26	0.100379	1.0996	0.136854
27	0.048016	0.526	0.299933
28	0.015074	0.1651	0.434561
29	0.009753	0.1068	0.457548
30	-0.007194	-0.0788	0.46866
31	-0.006885	-0.0754	0.470002
32	0.004115	0.0451	0.482058
33	0.014194	0.1555	0.438348
34	0.0291	0.3188	0.375228
35	0.032632	0.3575	0.360686
36	0.002477	0.0271	0.489198
37	-0.040186	-0.4402	0.330287
38	-0.078576	-0.8608	0.195543
39	-0.12693	-1.3904	0.083483
40	-0.15738	-1.724	0.043641
41	-0.167016	-1.8296	0.034899
42	-0.163419	-1.7902	0.037974
43	-0.15314	-1.6776	0.048018
44	-0.117187	-1.2837	0.100857
45	-0.076221	-0.835	0.202701
46	-0.039063	-0.4279	0.334741
47	0.006649	0.0728	0.471029
48	0.020868	0.2286	0.409784

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912912 & 10.0005 & 0 \tabularnewline
2 & 0.815688 & 8.9354 & 0 \tabularnewline
3 & 0.701835 & 7.6882 & 0 \tabularnewline
4 & 0.599423 & 6.5663 & 0 \tabularnewline
5 & 0.538757 & 5.9018 & 0 \tabularnewline
6 & 0.502934 & 5.5094 & 0 \tabularnewline
7 & 0.479031 & 5.2475 & 0 \tabularnewline
8 & 0.475568 & 5.2096 & 0 \tabularnewline
9 & 0.491464 & 5.3837 & 0 \tabularnewline
10 & 0.505773 & 5.5405 & 0 \tabularnewline
11 & 0.498742 & 5.4634 & 0 \tabularnewline
12 & 0.475189 & 5.2054 & 0 \tabularnewline
13 & 0.405344 & 4.4403 & 1e-05 \tabularnewline
14 & 0.321528 & 3.5222 & 0.000303 \tabularnewline
15 & 0.241605 & 2.6466 & 0.00461 \tabularnewline
16 & 0.163741 & 1.7937 & 0.037691 \tabularnewline
17 & 0.12765 & 1.3983 & 0.082296 \tabularnewline
18 & 0.110412 & 1.2095 & 0.114423 \tabularnewline
19 & 0.114731 & 1.2568 & 0.105632 \tabularnewline
20 & 0.139909 & 1.5326 & 0.064 \tabularnewline
21 & 0.167419 & 1.834 & 0.034567 \tabularnewline
22 & 0.200807 & 2.1997 & 0.014871 \tabularnewline
23 & 0.21795 & 2.3875 & 0.009262 \tabularnewline
24 & 0.202841 & 2.222 & 0.014079 \tabularnewline
25 & 0.155081 & 1.6988 & 0.045972 \tabularnewline
26 & 0.100379 & 1.0996 & 0.136854 \tabularnewline
27 & 0.048016 & 0.526 & 0.299933 \tabularnewline
28 & 0.015074 & 0.1651 & 0.434561 \tabularnewline
29 & 0.009753 & 0.1068 & 0.457548 \tabularnewline
30 & -0.007194 & -0.0788 & 0.46866 \tabularnewline
31 & -0.006885 & -0.0754 & 0.470002 \tabularnewline
32 & 0.004115 & 0.0451 & 0.482058 \tabularnewline
33 & 0.014194 & 0.1555 & 0.438348 \tabularnewline
34 & 0.0291 & 0.3188 & 0.375228 \tabularnewline
35 & 0.032632 & 0.3575 & 0.360686 \tabularnewline
36 & 0.002477 & 0.0271 & 0.489198 \tabularnewline
37 & -0.040186 & -0.4402 & 0.330287 \tabularnewline
38 & -0.078576 & -0.8608 & 0.195543 \tabularnewline
39 & -0.12693 & -1.3904 & 0.083483 \tabularnewline
40 & -0.15738 & -1.724 & 0.043641 \tabularnewline
41 & -0.167016 & -1.8296 & 0.034899 \tabularnewline
42 & -0.163419 & -1.7902 & 0.037974 \tabularnewline
43 & -0.15314 & -1.6776 & 0.048018 \tabularnewline
44 & -0.117187 & -1.2837 & 0.100857 \tabularnewline
45 & -0.076221 & -0.835 & 0.202701 \tabularnewline
46 & -0.039063 & -0.4279 & 0.334741 \tabularnewline
47 & 0.006649 & 0.0728 & 0.471029 \tabularnewline
48 & 0.020868 & 0.2286 & 0.409784 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=95862&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]0.912912[/C][C]10.0005[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.815688[/C][C]8.9354[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.701835[/C][C]7.6882[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.599423[/C][C]6.5663[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.538757[/C][C]5.9018[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.502934[/C][C]5.5094[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.479031[/C][C]5.2475[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.475568[/C][C]5.2096[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.491464[/C][C]5.3837[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.505773[/C][C]5.5405[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.498742[/C][C]5.4634[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.475189[/C][C]5.2054[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.405344[/C][C]4.4403[/C][C]1e-05[/C][/ROW]
[ROW][C]14[/C][C]0.321528[/C][C]3.5222[/C][C]0.000303[/C][/ROW]
[ROW][C]15[/C][C]0.241605[/C][C]2.6466[/C][C]0.00461[/C][/ROW]
[ROW][C]16[/C][C]0.163741[/C][C]1.7937[/C][C]0.037691[/C][/ROW]
[ROW][C]17[/C][C]0.12765[/C][C]1.3983[/C][C]0.082296[/C][/ROW]
[ROW][C]18[/C][C]0.110412[/C][C]1.2095[/C][C]0.114423[/C][/ROW]
[ROW][C]19[/C][C]0.114731[/C][C]1.2568[/C][C]0.105632[/C][/ROW]
[ROW][C]20[/C][C]0.139909[/C][C]1.5326[/C][C]0.064[/C][/ROW]
[ROW][C]21[/C][C]0.167419[/C][C]1.834[/C][C]0.034567[/C][/ROW]
[ROW][C]22[/C][C]0.200807[/C][C]2.1997[/C][C]0.014871[/C][/ROW]
[ROW][C]23[/C][C]0.21795[/C][C]2.3875[/C][C]0.009262[/C][/ROW]
[ROW][C]24[/C][C]0.202841[/C][C]2.222[/C][C]0.014079[/C][/ROW]
[ROW][C]25[/C][C]0.155081[/C][C]1.6988[/C][C]0.045972[/C][/ROW]
[ROW][C]26[/C][C]0.100379[/C][C]1.0996[/C][C]0.136854[/C][/ROW]
[ROW][C]27[/C][C]0.048016[/C][C]0.526[/C][C]0.299933[/C][/ROW]
[ROW][C]28[/C][C]0.015074[/C][C]0.1651[/C][C]0.434561[/C][/ROW]
[ROW][C]29[/C][C]0.009753[/C][C]0.1068[/C][C]0.457548[/C][/ROW]
[ROW][C]30[/C][C]-0.007194[/C][C]-0.0788[/C][C]0.46866[/C][/ROW]
[ROW][C]31[/C][C]-0.006885[/C][C]-0.0754[/C][C]0.470002[/C][/ROW]
[ROW][C]32[/C][C]0.004115[/C][C]0.0451[/C][C]0.482058[/C][/ROW]
[ROW][C]33[/C][C]0.014194[/C][C]0.1555[/C][C]0.438348[/C][/ROW]
[ROW][C]34[/C][C]0.0291[/C][C]0.3188[/C][C]0.375228[/C][/ROW]
[ROW][C]35[/C][C]0.032632[/C][C]0.3575[/C][C]0.360686[/C][/ROW]
[ROW][C]36[/C][C]0.002477[/C][C]0.0271[/C][C]0.489198[/C][/ROW]
[ROW][C]37[/C][C]-0.040186[/C][C]-0.4402[/C][C]0.330287[/C][/ROW]
[ROW][C]38[/C][C]-0.078576[/C][C]-0.8608[/C][C]0.195543[/C][/ROW]
[ROW][C]39[/C][C]-0.12693[/C][C]-1.3904[/C][C]0.083483[/C][/ROW]
[ROW][C]40[/C][C]-0.15738[/C][C]-1.724[/C][C]0.043641[/C][/ROW]
[ROW][C]41[/C][C]-0.167016[/C][C]-1.8296[/C][C]0.034899[/C][/ROW]
[ROW][C]42[/C][C]-0.163419[/C][C]-1.7902[/C][C]0.037974[/C][/ROW]
[ROW][C]43[/C][C]-0.15314[/C][C]-1.6776[/C][C]0.048018[/C][/ROW]
[ROW][C]44[/C][C]-0.117187[/C][C]-1.2837[/C][C]0.100857[/C][/ROW]
[ROW][C]45[/C][C]-0.076221[/C][C]-0.835[/C][C]0.202701[/C][/ROW]
[ROW][C]46[/C][C]-0.039063[/C][C]-0.4279[/C][C]0.334741[/C][/ROW]
[ROW][C]47[/C][C]0.006649[/C][C]0.0728[/C][C]0.471029[/C][/ROW]
[ROW][C]48[/C][C]0.020868[/C][C]0.2286[/C][C]0.409784[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=95862&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=95862&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	0.912912	10.0005	0
2	0.815688	8.9354	0
3	0.701835	7.6882	0
4	0.599423	6.5663	0
5	0.538757	5.9018	0
6	0.502934	5.5094	0
7	0.479031	5.2475	0
8	0.475568	5.2096	0
9	0.491464	5.3837	0
10	0.505773	5.5405	0
11	0.498742	5.4634	0
12	0.475189	5.2054	0
13	0.405344	4.4403	1e-05
14	0.321528	3.5222	0.000303
15	0.241605	2.6466	0.00461
16	0.163741	1.7937	0.037691
17	0.12765	1.3983	0.082296
18	0.110412	1.2095	0.114423
19	0.114731	1.2568	0.105632
20	0.139909	1.5326	0.064
21	0.167419	1.834	0.034567
22	0.200807	2.1997	0.014871
23	0.21795	2.3875	0.009262
24	0.202841	2.222	0.014079
25	0.155081	1.6988	0.045972
26	0.100379	1.0996	0.136854
27	0.048016	0.526	0.299933
28	0.015074	0.1651	0.434561
29	0.009753	0.1068	0.457548
30	-0.007194	-0.0788	0.46866
31	-0.006885	-0.0754	0.470002
32	0.004115	0.0451	0.482058
33	0.014194	0.1555	0.438348
34	0.0291	0.3188	0.375228
35	0.032632	0.3575	0.360686
36	0.002477	0.0271	0.489198
37	-0.040186	-0.4402	0.330287
38	-0.078576	-0.8608	0.195543
39	-0.12693	-1.3904	0.083483
40	-0.15738	-1.724	0.043641
41	-0.167016	-1.8296	0.034899
42	-0.163419	-1.7902	0.037974
43	-0.15314	-1.6776	0.048018
44	-0.117187	-1.2837	0.100857
45	-0.076221	-0.835	0.202701
46	-0.039063	-0.4279	0.334741
47	0.006649	0.0728	0.471029
48	0.020868	0.2286	0.409784

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.912912	10.0005	0
2	-0.106372	-1.1653	0.123114
3	-0.151284	-1.6572	0.050042
4	0.012971	0.1421	0.443624
5	0.197073	2.1588	0.016427
6	0.078024	0.8547	0.197207
7	-0.017931	-0.1964	0.422307
8	0.09946	1.0895	0.139051
9	0.170112	1.8635	0.032419
10	0.021967	0.2406	0.405125
11	-0.129614	-1.4198	0.079122
12	-0.028957	-0.3172	0.37582
13	-0.183401	-2.0091	0.023388
14	-0.085823	-0.9401	0.174515
15	-0.015622	-0.1711	0.432204
16	-0.07276	-0.797	0.213501
17	0.114695	1.2564	0.105702
18	-0.001922	-0.0211	0.491617
19	0.030269	0.3316	0.370394
20	0.078866	0.8639	0.194673
21	0.032566	0.3567	0.360957
22	0.098277	1.0766	0.141916
23	0.008292	0.0908	0.463888
24	-0.105748	-1.1584	0.124498
25	-0.084978	-0.9309	0.176891
26	0.047277	0.5179	0.302745
27	-0.014276	-0.1564	0.437998
28	0.018249	0.1999	0.420944
29	0.006095	0.0668	0.473441
30	-0.195291	-2.1393	0.017218
31	0.025394	0.2782	0.390677
32	0.010771	0.118	0.453137
33	-0.011479	-0.1257	0.450072
34	0.001799	0.0197	0.492155
35	0.002162	0.0237	0.490573
36	-0.073435	-0.8044	0.211368
37	-0.005805	-0.0636	0.474701
38	0.069314	0.7593	0.224583
39	-0.105802	-1.159	0.124379
40	-0.003758	-0.0412	0.483614
41	0.017554	0.1923	0.423919
42	0.088844	0.9732	0.166197
43	-0.068238	-0.7475	0.228109
44	0.100567	1.1017	0.136408
45	0.142955	1.566	0.059992
46	-0.042662	-0.4673	0.320552
47	0.154587	1.6934	0.046486
48	-0.030107	-0.3298	0.371062

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.912912 & 10.0005 & 0 \tabularnewline
2 & -0.106372 & -1.1653 & 0.123114 \tabularnewline
3 & -0.151284 & -1.6572 & 0.050042 \tabularnewline
4 & 0.012971 & 0.1421 & 0.443624 \tabularnewline
5 & 0.197073 & 2.1588 & 0.016427 \tabularnewline
6 & 0.078024 & 0.8547 & 0.197207 \tabularnewline
7 & -0.017931 & -0.1964 & 0.422307 \tabularnewline
8 & 0.09946 & 1.0895 & 0.139051 \tabularnewline
9 & 0.170112 & 1.8635 & 0.032419 \tabularnewline
10 & 0.021967 & 0.2406 & 0.405125 \tabularnewline
11 & -0.129614 & -1.4198 & 0.079122 \tabularnewline
12 & -0.028957 & -0.3172 & 0.37582 \tabularnewline
13 & -0.183401 & -2.0091 & 0.023388 \tabularnewline
14 & -0.085823 & -0.9401 & 0.174515 \tabularnewline
15 & -0.015622 & -0.1711 & 0.432204 \tabularnewline
16 & -0.07276 & -0.797 & 0.213501 \tabularnewline
17 & 0.114695 & 1.2564 & 0.105702 \tabularnewline
18 & -0.001922 & -0.0211 & 0.491617 \tabularnewline
19 & 0.030269 & 0.3316 & 0.370394 \tabularnewline
20 & 0.078866 & 0.8639 & 0.194673 \tabularnewline
21 & 0.032566 & 0.3567 & 0.360957 \tabularnewline
22 & 0.098277 & 1.0766 & 0.141916 \tabularnewline
23 & 0.008292 & 0.0908 & 0.463888 \tabularnewline
24 & -0.105748 & -1.1584 & 0.124498 \tabularnewline
25 & -0.084978 & -0.9309 & 0.176891 \tabularnewline
26 & 0.047277 & 0.5179 & 0.302745 \tabularnewline
27 & -0.014276 & -0.1564 & 0.437998 \tabularnewline
28 & 0.018249 & 0.1999 & 0.420944 \tabularnewline
29 & 0.006095 & 0.0668 & 0.473441 \tabularnewline
30 & -0.195291 & -2.1393 & 0.017218 \tabularnewline
31 & 0.025394 & 0.2782 & 0.390677 \tabularnewline
32 & 0.010771 & 0.118 & 0.453137 \tabularnewline
33 & -0.011479 & -0.1257 & 0.450072 \tabularnewline
34 & 0.001799 & 0.0197 & 0.492155 \tabularnewline
35 & 0.002162 & 0.0237 & 0.490573 \tabularnewline
36 & -0.073435 & -0.8044 & 0.211368 \tabularnewline
37 & -0.005805 & -0.0636 & 0.474701 \tabularnewline
38 & 0.069314 & 0.7593 & 0.224583 \tabularnewline
39 & -0.105802 & -1.159 & 0.124379 \tabularnewline
40 & -0.003758 & -0.0412 & 0.483614 \tabularnewline
41 & 0.017554 & 0.1923 & 0.423919 \tabularnewline
42 & 0.088844 & 0.9732 & 0.166197 \tabularnewline
43 & -0.068238 & -0.7475 & 0.228109 \tabularnewline
44 & 0.100567 & 1.1017 & 0.136408 \tabularnewline
45 & 0.142955 & 1.566 & 0.059992 \tabularnewline
46 & -0.042662 & -0.4673 & 0.320552 \tabularnewline
47 & 0.154587 & 1.6934 & 0.046486 \tabularnewline
48 & -0.030107 & -0.3298 & 0.371062 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=95862&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]0.912912[/C][C]10.0005[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.106372[/C][C]-1.1653[/C][C]0.123114[/C][/ROW]
[ROW][C]3[/C][C]-0.151284[/C][C]-1.6572[/C][C]0.050042[/C][/ROW]
[ROW][C]4[/C][C]0.012971[/C][C]0.1421[/C][C]0.443624[/C][/ROW]
[ROW][C]5[/C][C]0.197073[/C][C]2.1588[/C][C]0.016427[/C][/ROW]
[ROW][C]6[/C][C]0.078024[/C][C]0.8547[/C][C]0.197207[/C][/ROW]
[ROW][C]7[/C][C]-0.017931[/C][C]-0.1964[/C][C]0.422307[/C][/ROW]
[ROW][C]8[/C][C]0.09946[/C][C]1.0895[/C][C]0.139051[/C][/ROW]
[ROW][C]9[/C][C]0.170112[/C][C]1.8635[/C][C]0.032419[/C][/ROW]
[ROW][C]10[/C][C]0.021967[/C][C]0.2406[/C][C]0.405125[/C][/ROW]
[ROW][C]11[/C][C]-0.129614[/C][C]-1.4198[/C][C]0.079122[/C][/ROW]
[ROW][C]12[/C][C]-0.028957[/C][C]-0.3172[/C][C]0.37582[/C][/ROW]
[ROW][C]13[/C][C]-0.183401[/C][C]-2.0091[/C][C]0.023388[/C][/ROW]
[ROW][C]14[/C][C]-0.085823[/C][C]-0.9401[/C][C]0.174515[/C][/ROW]
[ROW][C]15[/C][C]-0.015622[/C][C]-0.1711[/C][C]0.432204[/C][/ROW]
[ROW][C]16[/C][C]-0.07276[/C][C]-0.797[/C][C]0.213501[/C][/ROW]
[ROW][C]17[/C][C]0.114695[/C][C]1.2564[/C][C]0.105702[/C][/ROW]
[ROW][C]18[/C][C]-0.001922[/C][C]-0.0211[/C][C]0.491617[/C][/ROW]
[ROW][C]19[/C][C]0.030269[/C][C]0.3316[/C][C]0.370394[/C][/ROW]
[ROW][C]20[/C][C]0.078866[/C][C]0.8639[/C][C]0.194673[/C][/ROW]
[ROW][C]21[/C][C]0.032566[/C][C]0.3567[/C][C]0.360957[/C][/ROW]
[ROW][C]22[/C][C]0.098277[/C][C]1.0766[/C][C]0.141916[/C][/ROW]
[ROW][C]23[/C][C]0.008292[/C][C]0.0908[/C][C]0.463888[/C][/ROW]
[ROW][C]24[/C][C]-0.105748[/C][C]-1.1584[/C][C]0.124498[/C][/ROW]
[ROW][C]25[/C][C]-0.084978[/C][C]-0.9309[/C][C]0.176891[/C][/ROW]
[ROW][C]26[/C][C]0.047277[/C][C]0.5179[/C][C]0.302745[/C][/ROW]
[ROW][C]27[/C][C]-0.014276[/C][C]-0.1564[/C][C]0.437998[/C][/ROW]
[ROW][C]28[/C][C]0.018249[/C][C]0.1999[/C][C]0.420944[/C][/ROW]
[ROW][C]29[/C][C]0.006095[/C][C]0.0668[/C][C]0.473441[/C][/ROW]
[ROW][C]30[/C][C]-0.195291[/C][C]-2.1393[/C][C]0.017218[/C][/ROW]
[ROW][C]31[/C][C]0.025394[/C][C]0.2782[/C][C]0.390677[/C][/ROW]
[ROW][C]32[/C][C]0.010771[/C][C]0.118[/C][C]0.453137[/C][/ROW]
[ROW][C]33[/C][C]-0.011479[/C][C]-0.1257[/C][C]0.450072[/C][/ROW]
[ROW][C]34[/C][C]0.001799[/C][C]0.0197[/C][C]0.492155[/C][/ROW]
[ROW][C]35[/C][C]0.002162[/C][C]0.0237[/C][C]0.490573[/C][/ROW]
[ROW][C]36[/C][C]-0.073435[/C][C]-0.8044[/C][C]0.211368[/C][/ROW]
[ROW][C]37[/C][C]-0.005805[/C][C]-0.0636[/C][C]0.474701[/C][/ROW]
[ROW][C]38[/C][C]0.069314[/C][C]0.7593[/C][C]0.224583[/C][/ROW]
[ROW][C]39[/C][C]-0.105802[/C][C]-1.159[/C][C]0.124379[/C][/ROW]
[ROW][C]40[/C][C]-0.003758[/C][C]-0.0412[/C][C]0.483614[/C][/ROW]
[ROW][C]41[/C][C]0.017554[/C][C]0.1923[/C][C]0.423919[/C][/ROW]
[ROW][C]42[/C][C]0.088844[/C][C]0.9732[/C][C]0.166197[/C][/ROW]
[ROW][C]43[/C][C]-0.068238[/C][C]-0.7475[/C][C]0.228109[/C][/ROW]
[ROW][C]44[/C][C]0.100567[/C][C]1.1017[/C][C]0.136408[/C][/ROW]
[ROW][C]45[/C][C]0.142955[/C][C]1.566[/C][C]0.059992[/C][/ROW]
[ROW][C]46[/C][C]-0.042662[/C][C]-0.4673[/C][C]0.320552[/C][/ROW]
[ROW][C]47[/C][C]0.154587[/C][C]1.6934[/C][C]0.046486[/C][/ROW]
[ROW][C]48[/C][C]-0.030107[/C][C]-0.3298[/C][C]0.371062[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=95862&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=95862&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	0.912912	10.0005	0
2	-0.106372	-1.1653	0.123114
3	-0.151284	-1.6572	0.050042
4	0.012971	0.1421	0.443624
5	0.197073	2.1588	0.016427
6	0.078024	0.8547	0.197207
7	-0.017931	-0.1964	0.422307
8	0.09946	1.0895	0.139051
9	0.170112	1.8635	0.032419
10	0.021967	0.2406	0.405125
11	-0.129614	-1.4198	0.079122
12	-0.028957	-0.3172	0.37582
13	-0.183401	-2.0091	0.023388
14	-0.085823	-0.9401	0.174515
15	-0.015622	-0.1711	0.432204
16	-0.07276	-0.797	0.213501
17	0.114695	1.2564	0.105702
18	-0.001922	-0.0211	0.491617
19	0.030269	0.3316	0.370394
20	0.078866	0.8639	0.194673
21	0.032566	0.3567	0.360957
22	0.098277	1.0766	0.141916
23	0.008292	0.0908	0.463888
24	-0.105748	-1.1584	0.124498
25	-0.084978	-0.9309	0.176891
26	0.047277	0.5179	0.302745
27	-0.014276	-0.1564	0.437998
28	0.018249	0.1999	0.420944
29	0.006095	0.0668	0.473441
30	-0.195291	-2.1393	0.017218
31	0.025394	0.2782	0.390677
32	0.010771	0.118	0.453137
33	-0.011479	-0.1257	0.450072
34	0.001799	0.0197	0.492155
35	0.002162	0.0237	0.490573
36	-0.073435	-0.8044	0.211368
37	-0.005805	-0.0636	0.474701
38	0.069314	0.7593	0.224583
39	-0.105802	-1.159	0.124379
40	-0.003758	-0.0412	0.483614
41	0.017554	0.1923	0.423919
42	0.088844	0.9732	0.166197
43	-0.068238	-0.7475	0.228109
44	0.100567	1.1017	0.136408
45	0.142955	1.566	0.059992
46	-0.042662	-0.4673	0.320552
47	0.154587	1.6934	0.046486
48	-0.030107	-0.3298	0.371062

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