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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 16 Nov 2010 20:01:48 +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/t1289937711xp4r4olri9yncnu.htm/, Retrieved Sat, 04 May 2024 23:02:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=96367, Retrieved Sat, 04 May 2024 23:02:06 +0000

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User-defined keywords

KDGP2W12

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

-       [(Partial) Autocorrelation Function] [Oef 6 bis oef 2 s...] [2010-11-16 20:01:48] [d233a2f4ee72b72346f36fd885afdd7c] [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=96367&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=96367&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=96367&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	0.321568	3.1343	0.001146
2	-0.097668	-0.9519	0.17177
3	-0.123442	-1.2032	0.115952
4	-0.068188	-0.6646	0.253954
5	0.208007	2.0274	0.022712
6	0.348205	3.3939	0.000503
7	0.194484	1.8956	0.030526
8	-0.039035	-0.3805	0.352224
9	-0.189994	-1.8518	0.033578
10	-0.130907	-1.2759	0.102547
11	0.138101	1.346	0.090747
12	0.267789	2.6101	0.005259
13	0.146449	1.4274	0.07837
14	-0.034244	-0.3338	0.369646
15	-0.110715	-1.0791	0.141634
16	-0.170774	-1.6645	0.049654
17	0.08146	0.794	0.214595
18	0.317787	3.0974	0.001284
19	0.13202	1.2868	0.10065
20	-0.112163	-1.0932	0.138529
21	-0.154496	-1.5058	0.067713
22	-0.086338	-0.8415	0.201085
23	0.100564	0.9802	0.164744
24	0.195943	1.9098	0.029587
25	0.154764	1.5085	0.067379
26	-0.08524	-0.8308	0.204079
27	-0.169185	-1.649	0.051224
28	-0.170561	-1.6624	0.049862
29	0.020633	0.2011	0.420525
30	0.103221	1.0061	0.158468
31	-0.065849	-0.6418	0.26127
32	-0.178812	-1.7428	0.042298
33	-0.131757	-1.2842	0.101097
34	-0.132246	-1.289	0.100268
35	-0.052234	-0.5091	0.305925
36	0.048492	0.4726	0.318776
37	-0.142229	-1.3863	0.084454
38	-0.136659	-1.332	0.093026
39	-0.104947	-1.0229	0.154478
40	-0.118938	-1.1593	0.124627
41	-0.032023	-0.3121	0.377817
42	0.064796	0.6316	0.264599
43	-0.05491	-0.5352	0.296882
44	-0.187226	-1.8249	0.035583
45	-0.191899	-1.8704	0.032253
46	-0.151294	-1.4746	0.071809
47	0.074737	0.7284	0.234068
48	0.147899	1.4415	0.07636

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.321568 & 3.1343 & 0.001146 \tabularnewline
2 & -0.097668 & -0.9519 & 0.17177 \tabularnewline
3 & -0.123442 & -1.2032 & 0.115952 \tabularnewline
4 & -0.068188 & -0.6646 & 0.253954 \tabularnewline
5 & 0.208007 & 2.0274 & 0.022712 \tabularnewline
6 & 0.348205 & 3.3939 & 0.000503 \tabularnewline
7 & 0.194484 & 1.8956 & 0.030526 \tabularnewline
8 & -0.039035 & -0.3805 & 0.352224 \tabularnewline
9 & -0.189994 & -1.8518 & 0.033578 \tabularnewline
10 & -0.130907 & -1.2759 & 0.102547 \tabularnewline
11 & 0.138101 & 1.346 & 0.090747 \tabularnewline
12 & 0.267789 & 2.6101 & 0.005259 \tabularnewline
13 & 0.146449 & 1.4274 & 0.07837 \tabularnewline
14 & -0.034244 & -0.3338 & 0.369646 \tabularnewline
15 & -0.110715 & -1.0791 & 0.141634 \tabularnewline
16 & -0.170774 & -1.6645 & 0.049654 \tabularnewline
17 & 0.08146 & 0.794 & 0.214595 \tabularnewline
18 & 0.317787 & 3.0974 & 0.001284 \tabularnewline
19 & 0.13202 & 1.2868 & 0.10065 \tabularnewline
20 & -0.112163 & -1.0932 & 0.138529 \tabularnewline
21 & -0.154496 & -1.5058 & 0.067713 \tabularnewline
22 & -0.086338 & -0.8415 & 0.201085 \tabularnewline
23 & 0.100564 & 0.9802 & 0.164744 \tabularnewline
24 & 0.195943 & 1.9098 & 0.029587 \tabularnewline
25 & 0.154764 & 1.5085 & 0.067379 \tabularnewline
26 & -0.08524 & -0.8308 & 0.204079 \tabularnewline
27 & -0.169185 & -1.649 & 0.051224 \tabularnewline
28 & -0.170561 & -1.6624 & 0.049862 \tabularnewline
29 & 0.020633 & 0.2011 & 0.420525 \tabularnewline
30 & 0.103221 & 1.0061 & 0.158468 \tabularnewline
31 & -0.065849 & -0.6418 & 0.26127 \tabularnewline
32 & -0.178812 & -1.7428 & 0.042298 \tabularnewline
33 & -0.131757 & -1.2842 & 0.101097 \tabularnewline
34 & -0.132246 & -1.289 & 0.100268 \tabularnewline
35 & -0.052234 & -0.5091 & 0.305925 \tabularnewline
36 & 0.048492 & 0.4726 & 0.318776 \tabularnewline
37 & -0.142229 & -1.3863 & 0.084454 \tabularnewline
38 & -0.136659 & -1.332 & 0.093026 \tabularnewline
39 & -0.104947 & -1.0229 & 0.154478 \tabularnewline
40 & -0.118938 & -1.1593 & 0.124627 \tabularnewline
41 & -0.032023 & -0.3121 & 0.377817 \tabularnewline
42 & 0.064796 & 0.6316 & 0.264599 \tabularnewline
43 & -0.05491 & -0.5352 & 0.296882 \tabularnewline
44 & -0.187226 & -1.8249 & 0.035583 \tabularnewline
45 & -0.191899 & -1.8704 & 0.032253 \tabularnewline
46 & -0.151294 & -1.4746 & 0.071809 \tabularnewline
47 & 0.074737 & 0.7284 & 0.234068 \tabularnewline
48 & 0.147899 & 1.4415 & 0.07636 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=96367&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]0.321568[/C][C]3.1343[/C][C]0.001146[/C][/ROW]
[ROW][C]2[/C][C]-0.097668[/C][C]-0.9519[/C][C]0.17177[/C][/ROW]
[ROW][C]3[/C][C]-0.123442[/C][C]-1.2032[/C][C]0.115952[/C][/ROW]
[ROW][C]4[/C][C]-0.068188[/C][C]-0.6646[/C][C]0.253954[/C][/ROW]
[ROW][C]5[/C][C]0.208007[/C][C]2.0274[/C][C]0.022712[/C][/ROW]
[ROW][C]6[/C][C]0.348205[/C][C]3.3939[/C][C]0.000503[/C][/ROW]
[ROW][C]7[/C][C]0.194484[/C][C]1.8956[/C][C]0.030526[/C][/ROW]
[ROW][C]8[/C][C]-0.039035[/C][C]-0.3805[/C][C]0.352224[/C][/ROW]
[ROW][C]9[/C][C]-0.189994[/C][C]-1.8518[/C][C]0.033578[/C][/ROW]
[ROW][C]10[/C][C]-0.130907[/C][C]-1.2759[/C][C]0.102547[/C][/ROW]
[ROW][C]11[/C][C]0.138101[/C][C]1.346[/C][C]0.090747[/C][/ROW]
[ROW][C]12[/C][C]0.267789[/C][C]2.6101[/C][C]0.005259[/C][/ROW]
[ROW][C]13[/C][C]0.146449[/C][C]1.4274[/C][C]0.07837[/C][/ROW]
[ROW][C]14[/C][C]-0.034244[/C][C]-0.3338[/C][C]0.369646[/C][/ROW]
[ROW][C]15[/C][C]-0.110715[/C][C]-1.0791[/C][C]0.141634[/C][/ROW]
[ROW][C]16[/C][C]-0.170774[/C][C]-1.6645[/C][C]0.049654[/C][/ROW]
[ROW][C]17[/C][C]0.08146[/C][C]0.794[/C][C]0.214595[/C][/ROW]
[ROW][C]18[/C][C]0.317787[/C][C]3.0974[/C][C]0.001284[/C][/ROW]
[ROW][C]19[/C][C]0.13202[/C][C]1.2868[/C][C]0.10065[/C][/ROW]
[ROW][C]20[/C][C]-0.112163[/C][C]-1.0932[/C][C]0.138529[/C][/ROW]
[ROW][C]21[/C][C]-0.154496[/C][C]-1.5058[/C][C]0.067713[/C][/ROW]
[ROW][C]22[/C][C]-0.086338[/C][C]-0.8415[/C][C]0.201085[/C][/ROW]
[ROW][C]23[/C][C]0.100564[/C][C]0.9802[/C][C]0.164744[/C][/ROW]
[ROW][C]24[/C][C]0.195943[/C][C]1.9098[/C][C]0.029587[/C][/ROW]
[ROW][C]25[/C][C]0.154764[/C][C]1.5085[/C][C]0.067379[/C][/ROW]
[ROW][C]26[/C][C]-0.08524[/C][C]-0.8308[/C][C]0.204079[/C][/ROW]
[ROW][C]27[/C][C]-0.169185[/C][C]-1.649[/C][C]0.051224[/C][/ROW]
[ROW][C]28[/C][C]-0.170561[/C][C]-1.6624[/C][C]0.049862[/C][/ROW]
[ROW][C]29[/C][C]0.020633[/C][C]0.2011[/C][C]0.420525[/C][/ROW]
[ROW][C]30[/C][C]0.103221[/C][C]1.0061[/C][C]0.158468[/C][/ROW]
[ROW][C]31[/C][C]-0.065849[/C][C]-0.6418[/C][C]0.26127[/C][/ROW]
[ROW][C]32[/C][C]-0.178812[/C][C]-1.7428[/C][C]0.042298[/C][/ROW]
[ROW][C]33[/C][C]-0.131757[/C][C]-1.2842[/C][C]0.101097[/C][/ROW]
[ROW][C]34[/C][C]-0.132246[/C][C]-1.289[/C][C]0.100268[/C][/ROW]
[ROW][C]35[/C][C]-0.052234[/C][C]-0.5091[/C][C]0.305925[/C][/ROW]
[ROW][C]36[/C][C]0.048492[/C][C]0.4726[/C][C]0.318776[/C][/ROW]
[ROW][C]37[/C][C]-0.142229[/C][C]-1.3863[/C][C]0.084454[/C][/ROW]
[ROW][C]38[/C][C]-0.136659[/C][C]-1.332[/C][C]0.093026[/C][/ROW]
[ROW][C]39[/C][C]-0.104947[/C][C]-1.0229[/C][C]0.154478[/C][/ROW]
[ROW][C]40[/C][C]-0.118938[/C][C]-1.1593[/C][C]0.124627[/C][/ROW]
[ROW][C]41[/C][C]-0.032023[/C][C]-0.3121[/C][C]0.377817[/C][/ROW]
[ROW][C]42[/C][C]0.064796[/C][C]0.6316[/C][C]0.264599[/C][/ROW]
[ROW][C]43[/C][C]-0.05491[/C][C]-0.5352[/C][C]0.296882[/C][/ROW]
[ROW][C]44[/C][C]-0.187226[/C][C]-1.8249[/C][C]0.035583[/C][/ROW]
[ROW][C]45[/C][C]-0.191899[/C][C]-1.8704[/C][C]0.032253[/C][/ROW]
[ROW][C]46[/C][C]-0.151294[/C][C]-1.4746[/C][C]0.071809[/C][/ROW]
[ROW][C]47[/C][C]0.074737[/C][C]0.7284[/C][C]0.234068[/C][/ROW]
[ROW][C]48[/C][C]0.147899[/C][C]1.4415[/C][C]0.07636[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=96367&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=96367&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	0.321568	3.1343	0.001146
2	-0.097668	-0.9519	0.17177
3	-0.123442	-1.2032	0.115952
4	-0.068188	-0.6646	0.253954
5	0.208007	2.0274	0.022712
6	0.348205	3.3939	0.000503
7	0.194484	1.8956	0.030526
8	-0.039035	-0.3805	0.352224
9	-0.189994	-1.8518	0.033578
10	-0.130907	-1.2759	0.102547
11	0.138101	1.346	0.090747
12	0.267789	2.6101	0.005259
13	0.146449	1.4274	0.07837
14	-0.034244	-0.3338	0.369646
15	-0.110715	-1.0791	0.141634
16	-0.170774	-1.6645	0.049654
17	0.08146	0.794	0.214595
18	0.317787	3.0974	0.001284
19	0.13202	1.2868	0.10065
20	-0.112163	-1.0932	0.138529
21	-0.154496	-1.5058	0.067713
22	-0.086338	-0.8415	0.201085
23	0.100564	0.9802	0.164744
24	0.195943	1.9098	0.029587
25	0.154764	1.5085	0.067379
26	-0.08524	-0.8308	0.204079
27	-0.169185	-1.649	0.051224
28	-0.170561	-1.6624	0.049862
29	0.020633	0.2011	0.420525
30	0.103221	1.0061	0.158468
31	-0.065849	-0.6418	0.26127
32	-0.178812	-1.7428	0.042298
33	-0.131757	-1.2842	0.101097
34	-0.132246	-1.289	0.100268
35	-0.052234	-0.5091	0.305925
36	0.048492	0.4726	0.318776
37	-0.142229	-1.3863	0.084454
38	-0.136659	-1.332	0.093026
39	-0.104947	-1.0229	0.154478
40	-0.118938	-1.1593	0.124627
41	-0.032023	-0.3121	0.377817
42	0.064796	0.6316	0.264599
43	-0.05491	-0.5352	0.296882
44	-0.187226	-1.8249	0.035583
45	-0.191899	-1.8704	0.032253
46	-0.151294	-1.4746	0.071809
47	0.074737	0.7284	0.234068
48	0.147899	1.4415	0.07636

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.321568	3.1343	0.001146
2	-0.224264	-2.1859	0.015642
3	-0.015121	-0.1474	0.441572
4	-0.042839	-0.4175	0.338612
5	0.259378	2.5281	0.006559
6	0.201012	1.9592	0.026509
7	0.076976	0.7503	0.227473
8	-0.042397	-0.4132	0.340183
9	-0.107157	-1.0444	0.149467
10	-0.061977	-0.6041	0.273617
11	0.097327	0.9486	0.17261
12	0.077403	0.7544	0.226227
13	0.013894	0.1354	0.446281
14	-0.001334	-0.013	0.494828
15	0.035521	0.3462	0.364975
16	-0.142154	-1.3855	0.084564
17	0.110118	1.0733	0.142927
18	0.140014	1.3647	0.087788
19	-0.064175	-0.6255	0.266571
20	-0.100555	-0.9801	0.164766
21	0.028546	0.2782	0.39072
22	0.014224	0.1386	0.445014
23	0.031788	0.3098	0.378683
24	0.003706	0.0361	0.485629
25	0.081062	0.7901	0.215721
26	-0.126677	-1.2347	0.109995
27	0.043037	0.4195	0.337909
28	-0.130442	-1.2714	0.103347
29	0.01299	0.1266	0.44976
30	-0.135699	-1.3226	0.094567
31	-0.131276	-1.2795	0.101915
32	-0.116049	-1.1311	0.130428
33	0.084138	0.8201	0.207113
34	-0.035689	-0.3479	0.36436
35	-0.042677	-0.416	0.339188
36	-0.072735	-0.7089	0.240053
37	-0.17559	-1.7114	0.045131
38	0.066189	0.6451	0.260198
39	7e-04	0.0068	0.497284
40	-0.084161	-0.8203	0.207051
41	-0.02544	-0.248	0.402352
42	0.071811	0.6999	0.242842
43	-0.04518	-0.4404	0.330338
44	-0.12058	-1.1753	0.121413
45	-0.032948	-0.3211	0.374405
46	-0.088544	-0.863	0.195149
47	0.105584	1.0291	0.153022
48	0.048972	0.4773	0.317117

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.321568 & 3.1343 & 0.001146 \tabularnewline
2 & -0.224264 & -2.1859 & 0.015642 \tabularnewline
3 & -0.015121 & -0.1474 & 0.441572 \tabularnewline
4 & -0.042839 & -0.4175 & 0.338612 \tabularnewline
5 & 0.259378 & 2.5281 & 0.006559 \tabularnewline
6 & 0.201012 & 1.9592 & 0.026509 \tabularnewline
7 & 0.076976 & 0.7503 & 0.227473 \tabularnewline
8 & -0.042397 & -0.4132 & 0.340183 \tabularnewline
9 & -0.107157 & -1.0444 & 0.149467 \tabularnewline
10 & -0.061977 & -0.6041 & 0.273617 \tabularnewline
11 & 0.097327 & 0.9486 & 0.17261 \tabularnewline
12 & 0.077403 & 0.7544 & 0.226227 \tabularnewline
13 & 0.013894 & 0.1354 & 0.446281 \tabularnewline
14 & -0.001334 & -0.013 & 0.494828 \tabularnewline
15 & 0.035521 & 0.3462 & 0.364975 \tabularnewline
16 & -0.142154 & -1.3855 & 0.084564 \tabularnewline
17 & 0.110118 & 1.0733 & 0.142927 \tabularnewline
18 & 0.140014 & 1.3647 & 0.087788 \tabularnewline
19 & -0.064175 & -0.6255 & 0.266571 \tabularnewline
20 & -0.100555 & -0.9801 & 0.164766 \tabularnewline
21 & 0.028546 & 0.2782 & 0.39072 \tabularnewline
22 & 0.014224 & 0.1386 & 0.445014 \tabularnewline
23 & 0.031788 & 0.3098 & 0.378683 \tabularnewline
24 & 0.003706 & 0.0361 & 0.485629 \tabularnewline
25 & 0.081062 & 0.7901 & 0.215721 \tabularnewline
26 & -0.126677 & -1.2347 & 0.109995 \tabularnewline
27 & 0.043037 & 0.4195 & 0.337909 \tabularnewline
28 & -0.130442 & -1.2714 & 0.103347 \tabularnewline
29 & 0.01299 & 0.1266 & 0.44976 \tabularnewline
30 & -0.135699 & -1.3226 & 0.094567 \tabularnewline
31 & -0.131276 & -1.2795 & 0.101915 \tabularnewline
32 & -0.116049 & -1.1311 & 0.130428 \tabularnewline
33 & 0.084138 & 0.8201 & 0.207113 \tabularnewline
34 & -0.035689 & -0.3479 & 0.36436 \tabularnewline
35 & -0.042677 & -0.416 & 0.339188 \tabularnewline
36 & -0.072735 & -0.7089 & 0.240053 \tabularnewline
37 & -0.17559 & -1.7114 & 0.045131 \tabularnewline
38 & 0.066189 & 0.6451 & 0.260198 \tabularnewline
39 & 7e-04 & 0.0068 & 0.497284 \tabularnewline
40 & -0.084161 & -0.8203 & 0.207051 \tabularnewline
41 & -0.02544 & -0.248 & 0.402352 \tabularnewline
42 & 0.071811 & 0.6999 & 0.242842 \tabularnewline
43 & -0.04518 & -0.4404 & 0.330338 \tabularnewline
44 & -0.12058 & -1.1753 & 0.121413 \tabularnewline
45 & -0.032948 & -0.3211 & 0.374405 \tabularnewline
46 & -0.088544 & -0.863 & 0.195149 \tabularnewline
47 & 0.105584 & 1.0291 & 0.153022 \tabularnewline
48 & 0.048972 & 0.4773 & 0.317117 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=96367&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]0.321568[/C][C]3.1343[/C][C]0.001146[/C][/ROW]
[ROW][C]2[/C][C]-0.224264[/C][C]-2.1859[/C][C]0.015642[/C][/ROW]
[ROW][C]3[/C][C]-0.015121[/C][C]-0.1474[/C][C]0.441572[/C][/ROW]
[ROW][C]4[/C][C]-0.042839[/C][C]-0.4175[/C][C]0.338612[/C][/ROW]
[ROW][C]5[/C][C]0.259378[/C][C]2.5281[/C][C]0.006559[/C][/ROW]
[ROW][C]6[/C][C]0.201012[/C][C]1.9592[/C][C]0.026509[/C][/ROW]
[ROW][C]7[/C][C]0.076976[/C][C]0.7503[/C][C]0.227473[/C][/ROW]
[ROW][C]8[/C][C]-0.042397[/C][C]-0.4132[/C][C]0.340183[/C][/ROW]
[ROW][C]9[/C][C]-0.107157[/C][C]-1.0444[/C][C]0.149467[/C][/ROW]
[ROW][C]10[/C][C]-0.061977[/C][C]-0.6041[/C][C]0.273617[/C][/ROW]
[ROW][C]11[/C][C]0.097327[/C][C]0.9486[/C][C]0.17261[/C][/ROW]
[ROW][C]12[/C][C]0.077403[/C][C]0.7544[/C][C]0.226227[/C][/ROW]
[ROW][C]13[/C][C]0.013894[/C][C]0.1354[/C][C]0.446281[/C][/ROW]
[ROW][C]14[/C][C]-0.001334[/C][C]-0.013[/C][C]0.494828[/C][/ROW]
[ROW][C]15[/C][C]0.035521[/C][C]0.3462[/C][C]0.364975[/C][/ROW]
[ROW][C]16[/C][C]-0.142154[/C][C]-1.3855[/C][C]0.084564[/C][/ROW]
[ROW][C]17[/C][C]0.110118[/C][C]1.0733[/C][C]0.142927[/C][/ROW]
[ROW][C]18[/C][C]0.140014[/C][C]1.3647[/C][C]0.087788[/C][/ROW]
[ROW][C]19[/C][C]-0.064175[/C][C]-0.6255[/C][C]0.266571[/C][/ROW]
[ROW][C]20[/C][C]-0.100555[/C][C]-0.9801[/C][C]0.164766[/C][/ROW]
[ROW][C]21[/C][C]0.028546[/C][C]0.2782[/C][C]0.39072[/C][/ROW]
[ROW][C]22[/C][C]0.014224[/C][C]0.1386[/C][C]0.445014[/C][/ROW]
[ROW][C]23[/C][C]0.031788[/C][C]0.3098[/C][C]0.378683[/C][/ROW]
[ROW][C]24[/C][C]0.003706[/C][C]0.0361[/C][C]0.485629[/C][/ROW]
[ROW][C]25[/C][C]0.081062[/C][C]0.7901[/C][C]0.215721[/C][/ROW]
[ROW][C]26[/C][C]-0.126677[/C][C]-1.2347[/C][C]0.109995[/C][/ROW]
[ROW][C]27[/C][C]0.043037[/C][C]0.4195[/C][C]0.337909[/C][/ROW]
[ROW][C]28[/C][C]-0.130442[/C][C]-1.2714[/C][C]0.103347[/C][/ROW]
[ROW][C]29[/C][C]0.01299[/C][C]0.1266[/C][C]0.44976[/C][/ROW]
[ROW][C]30[/C][C]-0.135699[/C][C]-1.3226[/C][C]0.094567[/C][/ROW]
[ROW][C]31[/C][C]-0.131276[/C][C]-1.2795[/C][C]0.101915[/C][/ROW]
[ROW][C]32[/C][C]-0.116049[/C][C]-1.1311[/C][C]0.130428[/C][/ROW]
[ROW][C]33[/C][C]0.084138[/C][C]0.8201[/C][C]0.207113[/C][/ROW]
[ROW][C]34[/C][C]-0.035689[/C][C]-0.3479[/C][C]0.36436[/C][/ROW]
[ROW][C]35[/C][C]-0.042677[/C][C]-0.416[/C][C]0.339188[/C][/ROW]
[ROW][C]36[/C][C]-0.072735[/C][C]-0.7089[/C][C]0.240053[/C][/ROW]
[ROW][C]37[/C][C]-0.17559[/C][C]-1.7114[/C][C]0.045131[/C][/ROW]
[ROW][C]38[/C][C]0.066189[/C][C]0.6451[/C][C]0.260198[/C][/ROW]
[ROW][C]39[/C][C]7e-04[/C][C]0.0068[/C][C]0.497284[/C][/ROW]
[ROW][C]40[/C][C]-0.084161[/C][C]-0.8203[/C][C]0.207051[/C][/ROW]
[ROW][C]41[/C][C]-0.02544[/C][C]-0.248[/C][C]0.402352[/C][/ROW]
[ROW][C]42[/C][C]0.071811[/C][C]0.6999[/C][C]0.242842[/C][/ROW]
[ROW][C]43[/C][C]-0.04518[/C][C]-0.4404[/C][C]0.330338[/C][/ROW]
[ROW][C]44[/C][C]-0.12058[/C][C]-1.1753[/C][C]0.121413[/C][/ROW]
[ROW][C]45[/C][C]-0.032948[/C][C]-0.3211[/C][C]0.374405[/C][/ROW]
[ROW][C]46[/C][C]-0.088544[/C][C]-0.863[/C][C]0.195149[/C][/ROW]
[ROW][C]47[/C][C]0.105584[/C][C]1.0291[/C][C]0.153022[/C][/ROW]
[ROW][C]48[/C][C]0.048972[/C][C]0.4773[/C][C]0.317117[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=96367&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=96367&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	0.321568	3.1343	0.001146
2	-0.224264	-2.1859	0.015642
3	-0.015121	-0.1474	0.441572
4	-0.042839	-0.4175	0.338612
5	0.259378	2.5281	0.006559
6	0.201012	1.9592	0.026509
7	0.076976	0.7503	0.227473
8	-0.042397	-0.4132	0.340183
9	-0.107157	-1.0444	0.149467
10	-0.061977	-0.6041	0.273617
11	0.097327	0.9486	0.17261
12	0.077403	0.7544	0.226227
13	0.013894	0.1354	0.446281
14	-0.001334	-0.013	0.494828
15	0.035521	0.3462	0.364975
16	-0.142154	-1.3855	0.084564
17	0.110118	1.0733	0.142927
18	0.140014	1.3647	0.087788
19	-0.064175	-0.6255	0.266571
20	-0.100555	-0.9801	0.164766
21	0.028546	0.2782	0.39072
22	0.014224	0.1386	0.445014
23	0.031788	0.3098	0.378683
24	0.003706	0.0361	0.485629
25	0.081062	0.7901	0.215721
26	-0.126677	-1.2347	0.109995
27	0.043037	0.4195	0.337909
28	-0.130442	-1.2714	0.103347
29	0.01299	0.1266	0.44976
30	-0.135699	-1.3226	0.094567
31	-0.131276	-1.2795	0.101915
32	-0.116049	-1.1311	0.130428
33	0.084138	0.8201	0.207113
34	-0.035689	-0.3479	0.36436
35	-0.042677	-0.416	0.339188
36	-0.072735	-0.7089	0.240053
37	-0.17559	-1.7114	0.045131
38	0.066189	0.6451	0.260198
39	7e-04	0.0068	0.497284
40	-0.084161	-0.8203	0.207051
41	-0.02544	-0.248	0.402352
42	0.071811	0.6999	0.242842
43	-0.04518	-0.4404	0.330338
44	-0.12058	-1.1753	0.121413
45	-0.032948	-0.3211	0.374405
46	-0.088544	-0.863	0.195149
47	0.105584	1.0291	0.153022
48	0.048972	0.4773	0.317117

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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