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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 10 Dec 2008 13:35:05 -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/2008/Dec/10/t1228941395k66uycufm2bmwhm.htm/, Retrieved Sat, 25 May 2024 16:42:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32103, Retrieved Sat, 25 May 2024 16:42:57 +0000

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User-defined keywords

Estimated Impact

185

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

-     [Maximum-likelihood Fitting - Normal Distribution] [Maximum-likelihoo...] [2008-12-10 19:35:16] [82d201ca7b4e7cd2c6f885d29b5b6937]
- RMP     [(Partial) Autocorrelation Function] [P(ACF)] [2008-12-10 20:35:05] [00a0a665d7a07edd2e460056b0c0c354] [Current]
-           [(Partial) Autocorrelation Function] [(P)ACF] [2008-12-10 20:40:13] [82d201ca7b4e7cd2c6f885d29b5b6937] 
- RM          [Spectral Analysis] [Spectrum] [2008-12-10 20:49:46] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-               [Spectral Analysis] [P(ACF)] [2008-12-10 20:54:47] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   P             [Spectral Analysis] [spectrum] [2008-12-13 16:09:22] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   P               [Spectral Analysis] [spectrum] [2008-12-13 16:11:43] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   PD                [Spectral Analysis] [spectrum : invoer] [2008-12-14 13:25:58] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   P       [(Partial) Autocorrelation Function] [ACF] [2008-12-13 15:48:44] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   P         [(Partial) Autocorrelation Function] [ACF] [2008-12-13 16:05:24] [82d201ca7b4e7cd2c6f885d29b5b6937] 
-   PD          [(Partial) Autocorrelation Function] [ACF lambda 1: invoer] [2008-12-14 13:22:30] [82d201ca7b4e7cd2c6f885d29b5b6937] 

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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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32103&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32103&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32103&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	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.565945	4.4202	2.1e-05
2	0.441954	3.4518	0.000509
3	0.535913	4.1856	4.6e-05
4	0.500098	3.9059	0.000119
5	0.423505	3.3077	0.00079
6	0.450585	3.5192	0.000412
7	0.289603	2.2619	0.01364
8	0.375703	2.9343	0.002353
9	0.313835	2.4511	0.008561
10	0.160387	1.2527	0.107554
11	0.246073	1.9219	0.029647
12	0.450922	3.5218	0.000409
13	0.187618	1.4653	0.073982
14	0.101647	0.7939	0.215169
15	0.132508	1.0349	0.152395
16	0.161333	1.2601	0.106225
17	0.115241	0.9001	0.185814
18	0.123927	0.9679	0.168459
19	0.034201	0.2671	0.39514
20	0.093947	0.7337	0.232957
21	0.02317	0.181	0.4285
22	-0.062429	-0.4876	0.313797
23	0.023528	0.1838	0.427405
24	0.11074	0.8649	0.19524
25	-0.032102	-0.2507	0.401436
26	-0.081016	-0.6328	0.26463
27	-0.101633	-0.7938	0.215201
28	-0.038891	-0.3037	0.381176
29	-0.101601	-0.7935	0.215273
30	-0.116976	-0.9136	0.18226
31	-0.137684	-1.0753	0.143227
32	-0.102993	-0.8044	0.212145
33	-0.194374	-1.5181	0.067076
34	-0.214832	-1.6779	0.049243
35	-0.174659	-1.3641	0.088769
36	-0.088901	-0.6943	0.245053
37	-0.176721	-1.3802	0.086275
38	-0.252793	-1.9744	0.026435
39	-0.21565	-1.6843	0.048619
40	-0.153681	-1.2003	0.117334
41	-0.250994	-1.9603	0.027264
42	-0.249562	-1.9491	0.02794
43	-0.24267	-1.8953	0.031396
44	-0.221144	-1.7272	0.044597
45	-0.256137	-2.0005	0.024952
46	-0.273702	-2.1377	0.018279
47	-0.272781	-2.1305	0.018586
48	-0.190811	-1.4903	0.070652

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.565945 & 4.4202 & 2.1e-05 \tabularnewline
2 & 0.441954 & 3.4518 & 0.000509 \tabularnewline
3 & 0.535913 & 4.1856 & 4.6e-05 \tabularnewline
4 & 0.500098 & 3.9059 & 0.000119 \tabularnewline
5 & 0.423505 & 3.3077 & 0.00079 \tabularnewline
6 & 0.450585 & 3.5192 & 0.000412 \tabularnewline
7 & 0.289603 & 2.2619 & 0.01364 \tabularnewline
8 & 0.375703 & 2.9343 & 0.002353 \tabularnewline
9 & 0.313835 & 2.4511 & 0.008561 \tabularnewline
10 & 0.160387 & 1.2527 & 0.107554 \tabularnewline
11 & 0.246073 & 1.9219 & 0.029647 \tabularnewline
12 & 0.450922 & 3.5218 & 0.000409 \tabularnewline
13 & 0.187618 & 1.4653 & 0.073982 \tabularnewline
14 & 0.101647 & 0.7939 & 0.215169 \tabularnewline
15 & 0.132508 & 1.0349 & 0.152395 \tabularnewline
16 & 0.161333 & 1.2601 & 0.106225 \tabularnewline
17 & 0.115241 & 0.9001 & 0.185814 \tabularnewline
18 & 0.123927 & 0.9679 & 0.168459 \tabularnewline
19 & 0.034201 & 0.2671 & 0.39514 \tabularnewline
20 & 0.093947 & 0.7337 & 0.232957 \tabularnewline
21 & 0.02317 & 0.181 & 0.4285 \tabularnewline
22 & -0.062429 & -0.4876 & 0.313797 \tabularnewline
23 & 0.023528 & 0.1838 & 0.427405 \tabularnewline
24 & 0.11074 & 0.8649 & 0.19524 \tabularnewline
25 & -0.032102 & -0.2507 & 0.401436 \tabularnewline
26 & -0.081016 & -0.6328 & 0.26463 \tabularnewline
27 & -0.101633 & -0.7938 & 0.215201 \tabularnewline
28 & -0.038891 & -0.3037 & 0.381176 \tabularnewline
29 & -0.101601 & -0.7935 & 0.215273 \tabularnewline
30 & -0.116976 & -0.9136 & 0.18226 \tabularnewline
31 & -0.137684 & -1.0753 & 0.143227 \tabularnewline
32 & -0.102993 & -0.8044 & 0.212145 \tabularnewline
33 & -0.194374 & -1.5181 & 0.067076 \tabularnewline
34 & -0.214832 & -1.6779 & 0.049243 \tabularnewline
35 & -0.174659 & -1.3641 & 0.088769 \tabularnewline
36 & -0.088901 & -0.6943 & 0.245053 \tabularnewline
37 & -0.176721 & -1.3802 & 0.086275 \tabularnewline
38 & -0.252793 & -1.9744 & 0.026435 \tabularnewline
39 & -0.21565 & -1.6843 & 0.048619 \tabularnewline
40 & -0.153681 & -1.2003 & 0.117334 \tabularnewline
41 & -0.250994 & -1.9603 & 0.027264 \tabularnewline
42 & -0.249562 & -1.9491 & 0.02794 \tabularnewline
43 & -0.24267 & -1.8953 & 0.031396 \tabularnewline
44 & -0.221144 & -1.7272 & 0.044597 \tabularnewline
45 & -0.256137 & -2.0005 & 0.024952 \tabularnewline
46 & -0.273702 & -2.1377 & 0.018279 \tabularnewline
47 & -0.272781 & -2.1305 & 0.018586 \tabularnewline
48 & -0.190811 & -1.4903 & 0.070652 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32103&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]0.565945[/C][C]4.4202[/C][C]2.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.441954[/C][C]3.4518[/C][C]0.000509[/C][/ROW]
[ROW][C]3[/C][C]0.535913[/C][C]4.1856[/C][C]4.6e-05[/C][/ROW]
[ROW][C]4[/C][C]0.500098[/C][C]3.9059[/C][C]0.000119[/C][/ROW]
[ROW][C]5[/C][C]0.423505[/C][C]3.3077[/C][C]0.00079[/C][/ROW]
[ROW][C]6[/C][C]0.450585[/C][C]3.5192[/C][C]0.000412[/C][/ROW]
[ROW][C]7[/C][C]0.289603[/C][C]2.2619[/C][C]0.01364[/C][/ROW]
[ROW][C]8[/C][C]0.375703[/C][C]2.9343[/C][C]0.002353[/C][/ROW]
[ROW][C]9[/C][C]0.313835[/C][C]2.4511[/C][C]0.008561[/C][/ROW]
[ROW][C]10[/C][C]0.160387[/C][C]1.2527[/C][C]0.107554[/C][/ROW]
[ROW][C]11[/C][C]0.246073[/C][C]1.9219[/C][C]0.029647[/C][/ROW]
[ROW][C]12[/C][C]0.450922[/C][C]3.5218[/C][C]0.000409[/C][/ROW]
[ROW][C]13[/C][C]0.187618[/C][C]1.4653[/C][C]0.073982[/C][/ROW]
[ROW][C]14[/C][C]0.101647[/C][C]0.7939[/C][C]0.215169[/C][/ROW]
[ROW][C]15[/C][C]0.132508[/C][C]1.0349[/C][C]0.152395[/C][/ROW]
[ROW][C]16[/C][C]0.161333[/C][C]1.2601[/C][C]0.106225[/C][/ROW]
[ROW][C]17[/C][C]0.115241[/C][C]0.9001[/C][C]0.185814[/C][/ROW]
[ROW][C]18[/C][C]0.123927[/C][C]0.9679[/C][C]0.168459[/C][/ROW]
[ROW][C]19[/C][C]0.034201[/C][C]0.2671[/C][C]0.39514[/C][/ROW]
[ROW][C]20[/C][C]0.093947[/C][C]0.7337[/C][C]0.232957[/C][/ROW]
[ROW][C]21[/C][C]0.02317[/C][C]0.181[/C][C]0.4285[/C][/ROW]
[ROW][C]22[/C][C]-0.062429[/C][C]-0.4876[/C][C]0.313797[/C][/ROW]
[ROW][C]23[/C][C]0.023528[/C][C]0.1838[/C][C]0.427405[/C][/ROW]
[ROW][C]24[/C][C]0.11074[/C][C]0.8649[/C][C]0.19524[/C][/ROW]
[ROW][C]25[/C][C]-0.032102[/C][C]-0.2507[/C][C]0.401436[/C][/ROW]
[ROW][C]26[/C][C]-0.081016[/C][C]-0.6328[/C][C]0.26463[/C][/ROW]
[ROW][C]27[/C][C]-0.101633[/C][C]-0.7938[/C][C]0.215201[/C][/ROW]
[ROW][C]28[/C][C]-0.038891[/C][C]-0.3037[/C][C]0.381176[/C][/ROW]
[ROW][C]29[/C][C]-0.101601[/C][C]-0.7935[/C][C]0.215273[/C][/ROW]
[ROW][C]30[/C][C]-0.116976[/C][C]-0.9136[/C][C]0.18226[/C][/ROW]
[ROW][C]31[/C][C]-0.137684[/C][C]-1.0753[/C][C]0.143227[/C][/ROW]
[ROW][C]32[/C][C]-0.102993[/C][C]-0.8044[/C][C]0.212145[/C][/ROW]
[ROW][C]33[/C][C]-0.194374[/C][C]-1.5181[/C][C]0.067076[/C][/ROW]
[ROW][C]34[/C][C]-0.214832[/C][C]-1.6779[/C][C]0.049243[/C][/ROW]
[ROW][C]35[/C][C]-0.174659[/C][C]-1.3641[/C][C]0.088769[/C][/ROW]
[ROW][C]36[/C][C]-0.088901[/C][C]-0.6943[/C][C]0.245053[/C][/ROW]
[ROW][C]37[/C][C]-0.176721[/C][C]-1.3802[/C][C]0.086275[/C][/ROW]
[ROW][C]38[/C][C]-0.252793[/C][C]-1.9744[/C][C]0.026435[/C][/ROW]
[ROW][C]39[/C][C]-0.21565[/C][C]-1.6843[/C][C]0.048619[/C][/ROW]
[ROW][C]40[/C][C]-0.153681[/C][C]-1.2003[/C][C]0.117334[/C][/ROW]
[ROW][C]41[/C][C]-0.250994[/C][C]-1.9603[/C][C]0.027264[/C][/ROW]
[ROW][C]42[/C][C]-0.249562[/C][C]-1.9491[/C][C]0.02794[/C][/ROW]
[ROW][C]43[/C][C]-0.24267[/C][C]-1.8953[/C][C]0.031396[/C][/ROW]
[ROW][C]44[/C][C]-0.221144[/C][C]-1.7272[/C][C]0.044597[/C][/ROW]
[ROW][C]45[/C][C]-0.256137[/C][C]-2.0005[/C][C]0.024952[/C][/ROW]
[ROW][C]46[/C][C]-0.273702[/C][C]-2.1377[/C][C]0.018279[/C][/ROW]
[ROW][C]47[/C][C]-0.272781[/C][C]-2.1305[/C][C]0.018586[/C][/ROW]
[ROW][C]48[/C][C]-0.190811[/C][C]-1.4903[/C][C]0.070652[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32103&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32103&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	0.565945	4.4202	2.1e-05
2	0.441954	3.4518	0.000509
3	0.535913	4.1856	4.6e-05
4	0.500098	3.9059	0.000119
5	0.423505	3.3077	0.00079
6	0.450585	3.5192	0.000412
7	0.289603	2.2619	0.01364
8	0.375703	2.9343	0.002353
9	0.313835	2.4511	0.008561
10	0.160387	1.2527	0.107554
11	0.246073	1.9219	0.029647
12	0.450922	3.5218	0.000409
13	0.187618	1.4653	0.073982
14	0.101647	0.7939	0.215169
15	0.132508	1.0349	0.152395
16	0.161333	1.2601	0.106225
17	0.115241	0.9001	0.185814
18	0.123927	0.9679	0.168459
19	0.034201	0.2671	0.39514
20	0.093947	0.7337	0.232957
21	0.02317	0.181	0.4285
22	-0.062429	-0.4876	0.313797
23	0.023528	0.1838	0.427405
24	0.11074	0.8649	0.19524
25	-0.032102	-0.2507	0.401436
26	-0.081016	-0.6328	0.26463
27	-0.101633	-0.7938	0.215201
28	-0.038891	-0.3037	0.381176
29	-0.101601	-0.7935	0.215273
30	-0.116976	-0.9136	0.18226
31	-0.137684	-1.0753	0.143227
32	-0.102993	-0.8044	0.212145
33	-0.194374	-1.5181	0.067076
34	-0.214832	-1.6779	0.049243
35	-0.174659	-1.3641	0.088769
36	-0.088901	-0.6943	0.245053
37	-0.176721	-1.3802	0.086275
38	-0.252793	-1.9744	0.026435
39	-0.21565	-1.6843	0.048619
40	-0.153681	-1.2003	0.117334
41	-0.250994	-1.9603	0.027264
42	-0.249562	-1.9491	0.02794
43	-0.24267	-1.8953	0.031396
44	-0.221144	-1.7272	0.044597
45	-0.256137	-2.0005	0.024952
46	-0.273702	-2.1377	0.018279
47	-0.272781	-2.1305	0.018586
48	-0.190811	-1.4903	0.070652

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.565945	4.4202	2.1e-05
2	0.178989	1.398	0.083595
3	0.348459	2.7216	0.004229
4	0.137976	1.0776	0.142722
5	0.054534	0.4259	0.335832
6	0.114124	0.8913	0.188125
7	-0.218348	-1.7053	0.046609
8	0.189708	1.4817	0.071788
9	-0.144507	-1.1286	0.131735
10	-0.140197	-1.095	0.138917
11	0.136869	1.069	0.144645
12	0.352952	2.7566	0.003846
13	-0.221139	-1.7272	0.044601
14	-0.179455	-1.4016	0.083054
15	-0.093383	-0.7293	0.23429
16	0.067664	0.5285	0.299546
17	-0.062706	-0.4897	0.313034
18	0.071667	0.5597	0.288854
19	0.052803	0.4124	0.340744
20	-0.060307	-0.471	0.319656
21	-0.094671	-0.7394	0.231248
22	-0.001288	-0.0101	0.496004
23	0.08618	0.6731	0.251718
24	-0.101179	-0.7902	0.216226
25	0.018131	0.1416	0.44393
26	0.005023	0.0392	0.484416
27	-0.094613	-0.739	0.231385
28	-0.000986	-0.0077	0.49694
29	-0.118749	-0.9275	0.178671
30	0.02054	0.1604	0.436539
31	-0.030837	-0.2408	0.405241
32	0.026065	0.2036	0.419682
33	-0.034865	-0.2723	0.393154
34	-0.030878	-0.2412	0.405119
35	-0.037033	-0.2892	0.386691
36	0.057237	0.447	0.328217
37	-0.03384	-0.2643	0.39622
38	-0.098349	-0.7681	0.222686
39	0.077488	0.6052	0.273646
40	-0.032501	-0.2538	0.400236
41	-0.119443	-0.9329	0.177281
42	-0.054594	-0.4264	0.335661
43	0.008439	0.0659	0.473832
44	-0.028274	-0.2208	0.412983
45	0.040463	0.316	0.376531
46	0.033464	0.2614	0.397347
47	-0.053716	-0.4195	0.338148
48	-0.125631	-0.9812	0.165184

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.565945 & 4.4202 & 2.1e-05 \tabularnewline
2 & 0.178989 & 1.398 & 0.083595 \tabularnewline
3 & 0.348459 & 2.7216 & 0.004229 \tabularnewline
4 & 0.137976 & 1.0776 & 0.142722 \tabularnewline
5 & 0.054534 & 0.4259 & 0.335832 \tabularnewline
6 & 0.114124 & 0.8913 & 0.188125 \tabularnewline
7 & -0.218348 & -1.7053 & 0.046609 \tabularnewline
8 & 0.189708 & 1.4817 & 0.071788 \tabularnewline
9 & -0.144507 & -1.1286 & 0.131735 \tabularnewline
10 & -0.140197 & -1.095 & 0.138917 \tabularnewline
11 & 0.136869 & 1.069 & 0.144645 \tabularnewline
12 & 0.352952 & 2.7566 & 0.003846 \tabularnewline
13 & -0.221139 & -1.7272 & 0.044601 \tabularnewline
14 & -0.179455 & -1.4016 & 0.083054 \tabularnewline
15 & -0.093383 & -0.7293 & 0.23429 \tabularnewline
16 & 0.067664 & 0.5285 & 0.299546 \tabularnewline
17 & -0.062706 & -0.4897 & 0.313034 \tabularnewline
18 & 0.071667 & 0.5597 & 0.288854 \tabularnewline
19 & 0.052803 & 0.4124 & 0.340744 \tabularnewline
20 & -0.060307 & -0.471 & 0.319656 \tabularnewline
21 & -0.094671 & -0.7394 & 0.231248 \tabularnewline
22 & -0.001288 & -0.0101 & 0.496004 \tabularnewline
23 & 0.08618 & 0.6731 & 0.251718 \tabularnewline
24 & -0.101179 & -0.7902 & 0.216226 \tabularnewline
25 & 0.018131 & 0.1416 & 0.44393 \tabularnewline
26 & 0.005023 & 0.0392 & 0.484416 \tabularnewline
27 & -0.094613 & -0.739 & 0.231385 \tabularnewline
28 & -0.000986 & -0.0077 & 0.49694 \tabularnewline
29 & -0.118749 & -0.9275 & 0.178671 \tabularnewline
30 & 0.02054 & 0.1604 & 0.436539 \tabularnewline
31 & -0.030837 & -0.2408 & 0.405241 \tabularnewline
32 & 0.026065 & 0.2036 & 0.419682 \tabularnewline
33 & -0.034865 & -0.2723 & 0.393154 \tabularnewline
34 & -0.030878 & -0.2412 & 0.405119 \tabularnewline
35 & -0.037033 & -0.2892 & 0.386691 \tabularnewline
36 & 0.057237 & 0.447 & 0.328217 \tabularnewline
37 & -0.03384 & -0.2643 & 0.39622 \tabularnewline
38 & -0.098349 & -0.7681 & 0.222686 \tabularnewline
39 & 0.077488 & 0.6052 & 0.273646 \tabularnewline
40 & -0.032501 & -0.2538 & 0.400236 \tabularnewline
41 & -0.119443 & -0.9329 & 0.177281 \tabularnewline
42 & -0.054594 & -0.4264 & 0.335661 \tabularnewline
43 & 0.008439 & 0.0659 & 0.473832 \tabularnewline
44 & -0.028274 & -0.2208 & 0.412983 \tabularnewline
45 & 0.040463 & 0.316 & 0.376531 \tabularnewline
46 & 0.033464 & 0.2614 & 0.397347 \tabularnewline
47 & -0.053716 & -0.4195 & 0.338148 \tabularnewline
48 & -0.125631 & -0.9812 & 0.165184 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32103&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]0.565945[/C][C]4.4202[/C][C]2.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.178989[/C][C]1.398[/C][C]0.083595[/C][/ROW]
[ROW][C]3[/C][C]0.348459[/C][C]2.7216[/C][C]0.004229[/C][/ROW]
[ROW][C]4[/C][C]0.137976[/C][C]1.0776[/C][C]0.142722[/C][/ROW]
[ROW][C]5[/C][C]0.054534[/C][C]0.4259[/C][C]0.335832[/C][/ROW]
[ROW][C]6[/C][C]0.114124[/C][C]0.8913[/C][C]0.188125[/C][/ROW]
[ROW][C]7[/C][C]-0.218348[/C][C]-1.7053[/C][C]0.046609[/C][/ROW]
[ROW][C]8[/C][C]0.189708[/C][C]1.4817[/C][C]0.071788[/C][/ROW]
[ROW][C]9[/C][C]-0.144507[/C][C]-1.1286[/C][C]0.131735[/C][/ROW]
[ROW][C]10[/C][C]-0.140197[/C][C]-1.095[/C][C]0.138917[/C][/ROW]
[ROW][C]11[/C][C]0.136869[/C][C]1.069[/C][C]0.144645[/C][/ROW]
[ROW][C]12[/C][C]0.352952[/C][C]2.7566[/C][C]0.003846[/C][/ROW]
[ROW][C]13[/C][C]-0.221139[/C][C]-1.7272[/C][C]0.044601[/C][/ROW]
[ROW][C]14[/C][C]-0.179455[/C][C]-1.4016[/C][C]0.083054[/C][/ROW]
[ROW][C]15[/C][C]-0.093383[/C][C]-0.7293[/C][C]0.23429[/C][/ROW]
[ROW][C]16[/C][C]0.067664[/C][C]0.5285[/C][C]0.299546[/C][/ROW]
[ROW][C]17[/C][C]-0.062706[/C][C]-0.4897[/C][C]0.313034[/C][/ROW]
[ROW][C]18[/C][C]0.071667[/C][C]0.5597[/C][C]0.288854[/C][/ROW]
[ROW][C]19[/C][C]0.052803[/C][C]0.4124[/C][C]0.340744[/C][/ROW]
[ROW][C]20[/C][C]-0.060307[/C][C]-0.471[/C][C]0.319656[/C][/ROW]
[ROW][C]21[/C][C]-0.094671[/C][C]-0.7394[/C][C]0.231248[/C][/ROW]
[ROW][C]22[/C][C]-0.001288[/C][C]-0.0101[/C][C]0.496004[/C][/ROW]
[ROW][C]23[/C][C]0.08618[/C][C]0.6731[/C][C]0.251718[/C][/ROW]
[ROW][C]24[/C][C]-0.101179[/C][C]-0.7902[/C][C]0.216226[/C][/ROW]
[ROW][C]25[/C][C]0.018131[/C][C]0.1416[/C][C]0.44393[/C][/ROW]
[ROW][C]26[/C][C]0.005023[/C][C]0.0392[/C][C]0.484416[/C][/ROW]
[ROW][C]27[/C][C]-0.094613[/C][C]-0.739[/C][C]0.231385[/C][/ROW]
[ROW][C]28[/C][C]-0.000986[/C][C]-0.0077[/C][C]0.49694[/C][/ROW]
[ROW][C]29[/C][C]-0.118749[/C][C]-0.9275[/C][C]0.178671[/C][/ROW]
[ROW][C]30[/C][C]0.02054[/C][C]0.1604[/C][C]0.436539[/C][/ROW]
[ROW][C]31[/C][C]-0.030837[/C][C]-0.2408[/C][C]0.405241[/C][/ROW]
[ROW][C]32[/C][C]0.026065[/C][C]0.2036[/C][C]0.419682[/C][/ROW]
[ROW][C]33[/C][C]-0.034865[/C][C]-0.2723[/C][C]0.393154[/C][/ROW]
[ROW][C]34[/C][C]-0.030878[/C][C]-0.2412[/C][C]0.405119[/C][/ROW]
[ROW][C]35[/C][C]-0.037033[/C][C]-0.2892[/C][C]0.386691[/C][/ROW]
[ROW][C]36[/C][C]0.057237[/C][C]0.447[/C][C]0.328217[/C][/ROW]
[ROW][C]37[/C][C]-0.03384[/C][C]-0.2643[/C][C]0.39622[/C][/ROW]
[ROW][C]38[/C][C]-0.098349[/C][C]-0.7681[/C][C]0.222686[/C][/ROW]
[ROW][C]39[/C][C]0.077488[/C][C]0.6052[/C][C]0.273646[/C][/ROW]
[ROW][C]40[/C][C]-0.032501[/C][C]-0.2538[/C][C]0.400236[/C][/ROW]
[ROW][C]41[/C][C]-0.119443[/C][C]-0.9329[/C][C]0.177281[/C][/ROW]
[ROW][C]42[/C][C]-0.054594[/C][C]-0.4264[/C][C]0.335661[/C][/ROW]
[ROW][C]43[/C][C]0.008439[/C][C]0.0659[/C][C]0.473832[/C][/ROW]
[ROW][C]44[/C][C]-0.028274[/C][C]-0.2208[/C][C]0.412983[/C][/ROW]
[ROW][C]45[/C][C]0.040463[/C][C]0.316[/C][C]0.376531[/C][/ROW]
[ROW][C]46[/C][C]0.033464[/C][C]0.2614[/C][C]0.397347[/C][/ROW]
[ROW][C]47[/C][C]-0.053716[/C][C]-0.4195[/C][C]0.338148[/C][/ROW]
[ROW][C]48[/C][C]-0.125631[/C][C]-0.9812[/C][C]0.165184[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32103&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32103&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	0.565945	4.4202	2.1e-05
2	0.178989	1.398	0.083595
3	0.348459	2.7216	0.004229
4	0.137976	1.0776	0.142722
5	0.054534	0.4259	0.335832
6	0.114124	0.8913	0.188125
7	-0.218348	-1.7053	0.046609
8	0.189708	1.4817	0.071788
9	-0.144507	-1.1286	0.131735
10	-0.140197	-1.095	0.138917
11	0.136869	1.069	0.144645
12	0.352952	2.7566	0.003846
13	-0.221139	-1.7272	0.044601
14	-0.179455	-1.4016	0.083054
15	-0.093383	-0.7293	0.23429
16	0.067664	0.5285	0.299546
17	-0.062706	-0.4897	0.313034
18	0.071667	0.5597	0.288854
19	0.052803	0.4124	0.340744
20	-0.060307	-0.471	0.319656
21	-0.094671	-0.7394	0.231248
22	-0.001288	-0.0101	0.496004
23	0.08618	0.6731	0.251718
24	-0.101179	-0.7902	0.216226
25	0.018131	0.1416	0.44393
26	0.005023	0.0392	0.484416
27	-0.094613	-0.739	0.231385
28	-0.000986	-0.0077	0.49694
29	-0.118749	-0.9275	0.178671
30	0.02054	0.1604	0.436539
31	-0.030837	-0.2408	0.405241
32	0.026065	0.2036	0.419682
33	-0.034865	-0.2723	0.393154
34	-0.030878	-0.2412	0.405119
35	-0.037033	-0.2892	0.386691
36	0.057237	0.447	0.328217
37	-0.03384	-0.2643	0.39622
38	-0.098349	-0.7681	0.222686
39	0.077488	0.6052	0.273646
40	-0.032501	-0.2538	0.400236
41	-0.119443	-0.9329	0.177281
42	-0.054594	-0.4264	0.335661
43	0.008439	0.0659	0.473832
44	-0.028274	-0.2208	0.412983
45	0.040463	0.316	0.376531
46	0.033464	0.2614	0.397347
47	-0.053716	-0.4195	0.338148
48	-0.125631	-0.9812	0.165184

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 0.6 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 0.6 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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