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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 21 Dec 2008 14:47:34 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/21/t1229896075b32kxzeiohya4eo.htm/, Retrieved Sat, 25 May 2024 22:25:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35851, Retrieved Sat, 25 May 2024 22:25:37 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

185

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

F     [Variance Reduction Matrix] [Q2 VRM] [2008-12-07 13:38:56] [74be16979710d4c4e7c6647856088456]
F RMP   [(Partial) Autocorrelation Function] [Q2 ACF 00] [2008-12-07 13:48:21] [74be16979710d4c4e7c6647856088456]
F   P     [(Partial) Autocorrelation Function] [Q2 ACF 10] [2008-12-07 14:03:41] [74be16979710d4c4e7c6647856088456]
F   P       [(Partial) Autocorrelation Function] [Q2 ACF 11] [2008-12-07 14:10:14] [74be16979710d4c4e7c6647856088456]
- R PD          [(Partial) Autocorrelation Function] [] [2008-12-21 21:47:34] [d41d8cd98f00b204e9800998ecf8427e] [Current]
F   P             [(Partial) Autocorrelation Function] [] [2008-12-21 22:15:42] [74be16979710d4c4e7c6647856088456] 
F RMP               [ARIMA Backward Selection] [] [2008-12-22 22:26:11] [74be16979710d4c4e7c6647856088456] 
F RMPD            [ARIMA Forecasting] [] [2008-12-21 22:59:46] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

Download CSV

Histogram

Boxplots

1.8
1.7
1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8
3.2

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=35851&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=35851&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35851&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	0.107925	0.836	0.20324
2	-0.192576	-1.4917	0.07051
3	0.031387	0.2431	0.40437
4	-0.022772	-0.1764	0.43029
5	0.059437	0.4604	0.323449
6	0.000611	0.0047	0.49812
7	-0.07265	-0.5627	0.287853
8	-0.05299	-0.4105	0.341466
9	-0.110194	-0.8536	0.198371
10	0.106752	0.8269	0.205786
11	0.156093	1.2091	0.115686
12	-0.36428	-2.8217	0.003234
13	-0.251864	-1.9509	0.02787
14	0.04658	0.3608	0.359755
15	0.053146	0.4117	0.341025
16	-0.025099	-0.1944	0.423253
17	-0.136104	-1.0543	0.147996
18	0.018511	0.1434	0.443232
19	0.060009	0.4648	0.321868
20	-0.028632	-0.2218	0.412617
21	0.054356	0.421	0.337615
22	0.037371	0.2895	0.38661
23	-0.148538	-1.1506	0.127238
24	-0.053942	-0.4178	0.338781
25	0.145331	1.1257	0.132382
26	-0.009077	-0.0703	0.472091
27	-0.065726	-0.5091	0.306272
28	0.025826	0.2001	0.421059
29	-0.019038	-0.1475	0.441629
30	0.018624	0.1443	0.442889
31	0.03426	0.2654	0.395816
32	0.08782	0.6803	0.249481
33	0.001003	0.0078	0.496914
34	-0.047963	-0.3715	0.35578
35	-0.030022	-0.2325	0.408453
36	0.058549	0.4535	0.325905
37	-0.027464	-0.2127	0.416127
38	0.002711	0.021	0.491657
39	0.010767	0.0834	0.466904
40	-0.00118	-0.0091	0.496368
41	0.094092	0.7288	0.234468
42	0.111985	0.8674	0.194581
43	0.072373	0.5606	0.28858
44	-0.063148	-0.4891	0.313261
45	-0.099172	-0.7682	0.222696
46	-0.026854	-0.208	0.417963
47	0.054311	0.4207	0.337741
48	-0.021614	-0.1674	0.433802

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.107925 & 0.836 & 0.20324 \tabularnewline
2 & -0.192576 & -1.4917 & 0.07051 \tabularnewline
3 & 0.031387 & 0.2431 & 0.40437 \tabularnewline
4 & -0.022772 & -0.1764 & 0.43029 \tabularnewline
5 & 0.059437 & 0.4604 & 0.323449 \tabularnewline
6 & 0.000611 & 0.0047 & 0.49812 \tabularnewline
7 & -0.07265 & -0.5627 & 0.287853 \tabularnewline
8 & -0.05299 & -0.4105 & 0.341466 \tabularnewline
9 & -0.110194 & -0.8536 & 0.198371 \tabularnewline
10 & 0.106752 & 0.8269 & 0.205786 \tabularnewline
11 & 0.156093 & 1.2091 & 0.115686 \tabularnewline
12 & -0.36428 & -2.8217 & 0.003234 \tabularnewline
13 & -0.251864 & -1.9509 & 0.02787 \tabularnewline
14 & 0.04658 & 0.3608 & 0.359755 \tabularnewline
15 & 0.053146 & 0.4117 & 0.341025 \tabularnewline
16 & -0.025099 & -0.1944 & 0.423253 \tabularnewline
17 & -0.136104 & -1.0543 & 0.147996 \tabularnewline
18 & 0.018511 & 0.1434 & 0.443232 \tabularnewline
19 & 0.060009 & 0.4648 & 0.321868 \tabularnewline
20 & -0.028632 & -0.2218 & 0.412617 \tabularnewline
21 & 0.054356 & 0.421 & 0.337615 \tabularnewline
22 & 0.037371 & 0.2895 & 0.38661 \tabularnewline
23 & -0.148538 & -1.1506 & 0.127238 \tabularnewline
24 & -0.053942 & -0.4178 & 0.338781 \tabularnewline
25 & 0.145331 & 1.1257 & 0.132382 \tabularnewline
26 & -0.009077 & -0.0703 & 0.472091 \tabularnewline
27 & -0.065726 & -0.5091 & 0.306272 \tabularnewline
28 & 0.025826 & 0.2001 & 0.421059 \tabularnewline
29 & -0.019038 & -0.1475 & 0.441629 \tabularnewline
30 & 0.018624 & 0.1443 & 0.442889 \tabularnewline
31 & 0.03426 & 0.2654 & 0.395816 \tabularnewline
32 & 0.08782 & 0.6803 & 0.249481 \tabularnewline
33 & 0.001003 & 0.0078 & 0.496914 \tabularnewline
34 & -0.047963 & -0.3715 & 0.35578 \tabularnewline
35 & -0.030022 & -0.2325 & 0.408453 \tabularnewline
36 & 0.058549 & 0.4535 & 0.325905 \tabularnewline
37 & -0.027464 & -0.2127 & 0.416127 \tabularnewline
38 & 0.002711 & 0.021 & 0.491657 \tabularnewline
39 & 0.010767 & 0.0834 & 0.466904 \tabularnewline
40 & -0.00118 & -0.0091 & 0.496368 \tabularnewline
41 & 0.094092 & 0.7288 & 0.234468 \tabularnewline
42 & 0.111985 & 0.8674 & 0.194581 \tabularnewline
43 & 0.072373 & 0.5606 & 0.28858 \tabularnewline
44 & -0.063148 & -0.4891 & 0.313261 \tabularnewline
45 & -0.099172 & -0.7682 & 0.222696 \tabularnewline
46 & -0.026854 & -0.208 & 0.417963 \tabularnewline
47 & 0.054311 & 0.4207 & 0.337741 \tabularnewline
48 & -0.021614 & -0.1674 & 0.433802 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35851&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]0.107925[/C][C]0.836[/C][C]0.20324[/C][/ROW]
[ROW][C]2[/C][C]-0.192576[/C][C]-1.4917[/C][C]0.07051[/C][/ROW]
[ROW][C]3[/C][C]0.031387[/C][C]0.2431[/C][C]0.40437[/C][/ROW]
[ROW][C]4[/C][C]-0.022772[/C][C]-0.1764[/C][C]0.43029[/C][/ROW]
[ROW][C]5[/C][C]0.059437[/C][C]0.4604[/C][C]0.323449[/C][/ROW]
[ROW][C]6[/C][C]0.000611[/C][C]0.0047[/C][C]0.49812[/C][/ROW]
[ROW][C]7[/C][C]-0.07265[/C][C]-0.5627[/C][C]0.287853[/C][/ROW]
[ROW][C]8[/C][C]-0.05299[/C][C]-0.4105[/C][C]0.341466[/C][/ROW]
[ROW][C]9[/C][C]-0.110194[/C][C]-0.8536[/C][C]0.198371[/C][/ROW]
[ROW][C]10[/C][C]0.106752[/C][C]0.8269[/C][C]0.205786[/C][/ROW]
[ROW][C]11[/C][C]0.156093[/C][C]1.2091[/C][C]0.115686[/C][/ROW]
[ROW][C]12[/C][C]-0.36428[/C][C]-2.8217[/C][C]0.003234[/C][/ROW]
[ROW][C]13[/C][C]-0.251864[/C][C]-1.9509[/C][C]0.02787[/C][/ROW]
[ROW][C]14[/C][C]0.04658[/C][C]0.3608[/C][C]0.359755[/C][/ROW]
[ROW][C]15[/C][C]0.053146[/C][C]0.4117[/C][C]0.341025[/C][/ROW]
[ROW][C]16[/C][C]-0.025099[/C][C]-0.1944[/C][C]0.423253[/C][/ROW]
[ROW][C]17[/C][C]-0.136104[/C][C]-1.0543[/C][C]0.147996[/C][/ROW]
[ROW][C]18[/C][C]0.018511[/C][C]0.1434[/C][C]0.443232[/C][/ROW]
[ROW][C]19[/C][C]0.060009[/C][C]0.4648[/C][C]0.321868[/C][/ROW]
[ROW][C]20[/C][C]-0.028632[/C][C]-0.2218[/C][C]0.412617[/C][/ROW]
[ROW][C]21[/C][C]0.054356[/C][C]0.421[/C][C]0.337615[/C][/ROW]
[ROW][C]22[/C][C]0.037371[/C][C]0.2895[/C][C]0.38661[/C][/ROW]
[ROW][C]23[/C][C]-0.148538[/C][C]-1.1506[/C][C]0.127238[/C][/ROW]
[ROW][C]24[/C][C]-0.053942[/C][C]-0.4178[/C][C]0.338781[/C][/ROW]
[ROW][C]25[/C][C]0.145331[/C][C]1.1257[/C][C]0.132382[/C][/ROW]
[ROW][C]26[/C][C]-0.009077[/C][C]-0.0703[/C][C]0.472091[/C][/ROW]
[ROW][C]27[/C][C]-0.065726[/C][C]-0.5091[/C][C]0.306272[/C][/ROW]
[ROW][C]28[/C][C]0.025826[/C][C]0.2001[/C][C]0.421059[/C][/ROW]
[ROW][C]29[/C][C]-0.019038[/C][C]-0.1475[/C][C]0.441629[/C][/ROW]
[ROW][C]30[/C][C]0.018624[/C][C]0.1443[/C][C]0.442889[/C][/ROW]
[ROW][C]31[/C][C]0.03426[/C][C]0.2654[/C][C]0.395816[/C][/ROW]
[ROW][C]32[/C][C]0.08782[/C][C]0.6803[/C][C]0.249481[/C][/ROW]
[ROW][C]33[/C][C]0.001003[/C][C]0.0078[/C][C]0.496914[/C][/ROW]
[ROW][C]34[/C][C]-0.047963[/C][C]-0.3715[/C][C]0.35578[/C][/ROW]
[ROW][C]35[/C][C]-0.030022[/C][C]-0.2325[/C][C]0.408453[/C][/ROW]
[ROW][C]36[/C][C]0.058549[/C][C]0.4535[/C][C]0.325905[/C][/ROW]
[ROW][C]37[/C][C]-0.027464[/C][C]-0.2127[/C][C]0.416127[/C][/ROW]
[ROW][C]38[/C][C]0.002711[/C][C]0.021[/C][C]0.491657[/C][/ROW]
[ROW][C]39[/C][C]0.010767[/C][C]0.0834[/C][C]0.466904[/C][/ROW]
[ROW][C]40[/C][C]-0.00118[/C][C]-0.0091[/C][C]0.496368[/C][/ROW]
[ROW][C]41[/C][C]0.094092[/C][C]0.7288[/C][C]0.234468[/C][/ROW]
[ROW][C]42[/C][C]0.111985[/C][C]0.8674[/C][C]0.194581[/C][/ROW]
[ROW][C]43[/C][C]0.072373[/C][C]0.5606[/C][C]0.28858[/C][/ROW]
[ROW][C]44[/C][C]-0.063148[/C][C]-0.4891[/C][C]0.313261[/C][/ROW]
[ROW][C]45[/C][C]-0.099172[/C][C]-0.7682[/C][C]0.222696[/C][/ROW]
[ROW][C]46[/C][C]-0.026854[/C][C]-0.208[/C][C]0.417963[/C][/ROW]
[ROW][C]47[/C][C]0.054311[/C][C]0.4207[/C][C]0.337741[/C][/ROW]
[ROW][C]48[/C][C]-0.021614[/C][C]-0.1674[/C][C]0.433802[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35851&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35851&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	0.107925	0.836	0.20324
2	-0.192576	-1.4917	0.07051
3	0.031387	0.2431	0.40437
4	-0.022772	-0.1764	0.43029
5	0.059437	0.4604	0.323449
6	0.000611	0.0047	0.49812
7	-0.07265	-0.5627	0.287853
8	-0.05299	-0.4105	0.341466
9	-0.110194	-0.8536	0.198371
10	0.106752	0.8269	0.205786
11	0.156093	1.2091	0.115686
12	-0.36428	-2.8217	0.003234
13	-0.251864	-1.9509	0.02787
14	0.04658	0.3608	0.359755
15	0.053146	0.4117	0.341025
16	-0.025099	-0.1944	0.423253
17	-0.136104	-1.0543	0.147996
18	0.018511	0.1434	0.443232
19	0.060009	0.4648	0.321868
20	-0.028632	-0.2218	0.412617
21	0.054356	0.421	0.337615
22	0.037371	0.2895	0.38661
23	-0.148538	-1.1506	0.127238
24	-0.053942	-0.4178	0.338781
25	0.145331	1.1257	0.132382
26	-0.009077	-0.0703	0.472091
27	-0.065726	-0.5091	0.306272
28	0.025826	0.2001	0.421059
29	-0.019038	-0.1475	0.441629
30	0.018624	0.1443	0.442889
31	0.03426	0.2654	0.395816
32	0.08782	0.6803	0.249481
33	0.001003	0.0078	0.496914
34	-0.047963	-0.3715	0.35578
35	-0.030022	-0.2325	0.408453
36	0.058549	0.4535	0.325905
37	-0.027464	-0.2127	0.416127
38	0.002711	0.021	0.491657
39	0.010767	0.0834	0.466904
40	-0.00118	-0.0091	0.496368
41	0.094092	0.7288	0.234468
42	0.111985	0.8674	0.194581
43	0.072373	0.5606	0.28858
44	-0.063148	-0.4891	0.313261
45	-0.099172	-0.7682	0.222696
46	-0.026854	-0.208	0.417963
47	0.054311	0.4207	0.337741
48	-0.021614	-0.1674	0.433802

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.107925	0.836	0.20324
2	-0.206631	-1.6006	0.057364
3	0.083249	0.6448	0.260744
4	-0.083295	-0.6452	0.260628
5	0.104742	0.8113	0.210193
6	-0.052995	-0.4105	0.341451
7	-0.025944	-0.201	0.420704
8	-0.065723	-0.5091	0.306278
9	-0.113534	-0.8794	0.191339
10	0.129654	1.0043	0.159635
11	0.080647	0.6247	0.267273
12	-0.372223	-2.8832	0.002728
13	-0.137063	-1.0617	0.146316
14	-0.042051	-0.3257	0.372883
15	0.031804	0.2464	0.403124
16	-0.100848	-0.7812	0.218888
17	-0.125942	-0.9755	0.166604
18	0.056893	0.4407	0.330511
19	-0.000594	-0.0046	0.498173
20	-0.073381	-0.5684	0.28594
21	-0.078879	-0.611	0.271756
22	0.04593	0.3558	0.361629
23	-0.044487	-0.3446	0.365803
24	-0.172288	-1.3345	0.093535
25	-0.04006	-0.3103	0.378703
26	-0.121845	-0.9438	0.174526
27	0.008794	0.0681	0.47296
28	-0.021785	-0.1687	0.433282
29	-0.223052	-1.7278	0.044588
30	-0.010171	-0.0788	0.468732
31	0.037747	0.2924	0.385499
32	0.060305	0.4671	0.321053
33	-0.153058	-1.1856	0.120231
34	0.000772	0.006	0.497624
35	-0.093058	-0.7208	0.236907
36	-0.0583	-0.4516	0.326597
37	-0.138983	-1.0766	0.142993
38	-0.048331	-0.3744	0.354724
39	-0.069183	-0.5359	0.297007
40	-0.00354	-0.0274	0.489107
41	-0.04752	-0.3681	0.357052
42	0.072661	0.5628	0.287823
43	0.053667	0.4157	0.339555
44	-0.005721	-0.0443	0.482401
45	-0.097759	-0.7572	0.225937
46	-0.111362	-0.8626	0.195894
47	-0.00392	-0.0304	0.48794
48	-0.046168	-0.3576	0.360943

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.107925 & 0.836 & 0.20324 \tabularnewline
2 & -0.206631 & -1.6006 & 0.057364 \tabularnewline
3 & 0.083249 & 0.6448 & 0.260744 \tabularnewline
4 & -0.083295 & -0.6452 & 0.260628 \tabularnewline
5 & 0.104742 & 0.8113 & 0.210193 \tabularnewline
6 & -0.052995 & -0.4105 & 0.341451 \tabularnewline
7 & -0.025944 & -0.201 & 0.420704 \tabularnewline
8 & -0.065723 & -0.5091 & 0.306278 \tabularnewline
9 & -0.113534 & -0.8794 & 0.191339 \tabularnewline
10 & 0.129654 & 1.0043 & 0.159635 \tabularnewline
11 & 0.080647 & 0.6247 & 0.267273 \tabularnewline
12 & -0.372223 & -2.8832 & 0.002728 \tabularnewline
13 & -0.137063 & -1.0617 & 0.146316 \tabularnewline
14 & -0.042051 & -0.3257 & 0.372883 \tabularnewline
15 & 0.031804 & 0.2464 & 0.403124 \tabularnewline
16 & -0.100848 & -0.7812 & 0.218888 \tabularnewline
17 & -0.125942 & -0.9755 & 0.166604 \tabularnewline
18 & 0.056893 & 0.4407 & 0.330511 \tabularnewline
19 & -0.000594 & -0.0046 & 0.498173 \tabularnewline
20 & -0.073381 & -0.5684 & 0.28594 \tabularnewline
21 & -0.078879 & -0.611 & 0.271756 \tabularnewline
22 & 0.04593 & 0.3558 & 0.361629 \tabularnewline
23 & -0.044487 & -0.3446 & 0.365803 \tabularnewline
24 & -0.172288 & -1.3345 & 0.093535 \tabularnewline
25 & -0.04006 & -0.3103 & 0.378703 \tabularnewline
26 & -0.121845 & -0.9438 & 0.174526 \tabularnewline
27 & 0.008794 & 0.0681 & 0.47296 \tabularnewline
28 & -0.021785 & -0.1687 & 0.433282 \tabularnewline
29 & -0.223052 & -1.7278 & 0.044588 \tabularnewline
30 & -0.010171 & -0.0788 & 0.468732 \tabularnewline
31 & 0.037747 & 0.2924 & 0.385499 \tabularnewline
32 & 0.060305 & 0.4671 & 0.321053 \tabularnewline
33 & -0.153058 & -1.1856 & 0.120231 \tabularnewline
34 & 0.000772 & 0.006 & 0.497624 \tabularnewline
35 & -0.093058 & -0.7208 & 0.236907 \tabularnewline
36 & -0.0583 & -0.4516 & 0.326597 \tabularnewline
37 & -0.138983 & -1.0766 & 0.142993 \tabularnewline
38 & -0.048331 & -0.3744 & 0.354724 \tabularnewline
39 & -0.069183 & -0.5359 & 0.297007 \tabularnewline
40 & -0.00354 & -0.0274 & 0.489107 \tabularnewline
41 & -0.04752 & -0.3681 & 0.357052 \tabularnewline
42 & 0.072661 & 0.5628 & 0.287823 \tabularnewline
43 & 0.053667 & 0.4157 & 0.339555 \tabularnewline
44 & -0.005721 & -0.0443 & 0.482401 \tabularnewline
45 & -0.097759 & -0.7572 & 0.225937 \tabularnewline
46 & -0.111362 & -0.8626 & 0.195894 \tabularnewline
47 & -0.00392 & -0.0304 & 0.48794 \tabularnewline
48 & -0.046168 & -0.3576 & 0.360943 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35851&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]0.107925[/C][C]0.836[/C][C]0.20324[/C][/ROW]
[ROW][C]2[/C][C]-0.206631[/C][C]-1.6006[/C][C]0.057364[/C][/ROW]
[ROW][C]3[/C][C]0.083249[/C][C]0.6448[/C][C]0.260744[/C][/ROW]
[ROW][C]4[/C][C]-0.083295[/C][C]-0.6452[/C][C]0.260628[/C][/ROW]
[ROW][C]5[/C][C]0.104742[/C][C]0.8113[/C][C]0.210193[/C][/ROW]
[ROW][C]6[/C][C]-0.052995[/C][C]-0.4105[/C][C]0.341451[/C][/ROW]
[ROW][C]7[/C][C]-0.025944[/C][C]-0.201[/C][C]0.420704[/C][/ROW]
[ROW][C]8[/C][C]-0.065723[/C][C]-0.5091[/C][C]0.306278[/C][/ROW]
[ROW][C]9[/C][C]-0.113534[/C][C]-0.8794[/C][C]0.191339[/C][/ROW]
[ROW][C]10[/C][C]0.129654[/C][C]1.0043[/C][C]0.159635[/C][/ROW]
[ROW][C]11[/C][C]0.080647[/C][C]0.6247[/C][C]0.267273[/C][/ROW]
[ROW][C]12[/C][C]-0.372223[/C][C]-2.8832[/C][C]0.002728[/C][/ROW]
[ROW][C]13[/C][C]-0.137063[/C][C]-1.0617[/C][C]0.146316[/C][/ROW]
[ROW][C]14[/C][C]-0.042051[/C][C]-0.3257[/C][C]0.372883[/C][/ROW]
[ROW][C]15[/C][C]0.031804[/C][C]0.2464[/C][C]0.403124[/C][/ROW]
[ROW][C]16[/C][C]-0.100848[/C][C]-0.7812[/C][C]0.218888[/C][/ROW]
[ROW][C]17[/C][C]-0.125942[/C][C]-0.9755[/C][C]0.166604[/C][/ROW]
[ROW][C]18[/C][C]0.056893[/C][C]0.4407[/C][C]0.330511[/C][/ROW]
[ROW][C]19[/C][C]-0.000594[/C][C]-0.0046[/C][C]0.498173[/C][/ROW]
[ROW][C]20[/C][C]-0.073381[/C][C]-0.5684[/C][C]0.28594[/C][/ROW]
[ROW][C]21[/C][C]-0.078879[/C][C]-0.611[/C][C]0.271756[/C][/ROW]
[ROW][C]22[/C][C]0.04593[/C][C]0.3558[/C][C]0.361629[/C][/ROW]
[ROW][C]23[/C][C]-0.044487[/C][C]-0.3446[/C][C]0.365803[/C][/ROW]
[ROW][C]24[/C][C]-0.172288[/C][C]-1.3345[/C][C]0.093535[/C][/ROW]
[ROW][C]25[/C][C]-0.04006[/C][C]-0.3103[/C][C]0.378703[/C][/ROW]
[ROW][C]26[/C][C]-0.121845[/C][C]-0.9438[/C][C]0.174526[/C][/ROW]
[ROW][C]27[/C][C]0.008794[/C][C]0.0681[/C][C]0.47296[/C][/ROW]
[ROW][C]28[/C][C]-0.021785[/C][C]-0.1687[/C][C]0.433282[/C][/ROW]
[ROW][C]29[/C][C]-0.223052[/C][C]-1.7278[/C][C]0.044588[/C][/ROW]
[ROW][C]30[/C][C]-0.010171[/C][C]-0.0788[/C][C]0.468732[/C][/ROW]
[ROW][C]31[/C][C]0.037747[/C][C]0.2924[/C][C]0.385499[/C][/ROW]
[ROW][C]32[/C][C]0.060305[/C][C]0.4671[/C][C]0.321053[/C][/ROW]
[ROW][C]33[/C][C]-0.153058[/C][C]-1.1856[/C][C]0.120231[/C][/ROW]
[ROW][C]34[/C][C]0.000772[/C][C]0.006[/C][C]0.497624[/C][/ROW]
[ROW][C]35[/C][C]-0.093058[/C][C]-0.7208[/C][C]0.236907[/C][/ROW]
[ROW][C]36[/C][C]-0.0583[/C][C]-0.4516[/C][C]0.326597[/C][/ROW]
[ROW][C]37[/C][C]-0.138983[/C][C]-1.0766[/C][C]0.142993[/C][/ROW]
[ROW][C]38[/C][C]-0.048331[/C][C]-0.3744[/C][C]0.354724[/C][/ROW]
[ROW][C]39[/C][C]-0.069183[/C][C]-0.5359[/C][C]0.297007[/C][/ROW]
[ROW][C]40[/C][C]-0.00354[/C][C]-0.0274[/C][C]0.489107[/C][/ROW]
[ROW][C]41[/C][C]-0.04752[/C][C]-0.3681[/C][C]0.357052[/C][/ROW]
[ROW][C]42[/C][C]0.072661[/C][C]0.5628[/C][C]0.287823[/C][/ROW]
[ROW][C]43[/C][C]0.053667[/C][C]0.4157[/C][C]0.339555[/C][/ROW]
[ROW][C]44[/C][C]-0.005721[/C][C]-0.0443[/C][C]0.482401[/C][/ROW]
[ROW][C]45[/C][C]-0.097759[/C][C]-0.7572[/C][C]0.225937[/C][/ROW]
[ROW][C]46[/C][C]-0.111362[/C][C]-0.8626[/C][C]0.195894[/C][/ROW]
[ROW][C]47[/C][C]-0.00392[/C][C]-0.0304[/C][C]0.48794[/C][/ROW]
[ROW][C]48[/C][C]-0.046168[/C][C]-0.3576[/C][C]0.360943[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35851&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35851&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	0.107925	0.836	0.20324
2	-0.206631	-1.6006	0.057364
3	0.083249	0.6448	0.260744
4	-0.083295	-0.6452	0.260628
5	0.104742	0.8113	0.210193
6	-0.052995	-0.4105	0.341451
7	-0.025944	-0.201	0.420704
8	-0.065723	-0.5091	0.306278
9	-0.113534	-0.8794	0.191339
10	0.129654	1.0043	0.159635
11	0.080647	0.6247	0.267273
12	-0.372223	-2.8832	0.002728
13	-0.137063	-1.0617	0.146316
14	-0.042051	-0.3257	0.372883
15	0.031804	0.2464	0.403124
16	-0.100848	-0.7812	0.218888
17	-0.125942	-0.9755	0.166604
18	0.056893	0.4407	0.330511
19	-0.000594	-0.0046	0.498173
20	-0.073381	-0.5684	0.28594
21	-0.078879	-0.611	0.271756
22	0.04593	0.3558	0.361629
23	-0.044487	-0.3446	0.365803
24	-0.172288	-1.3345	0.093535
25	-0.04006	-0.3103	0.378703
26	-0.121845	-0.9438	0.174526
27	0.008794	0.0681	0.47296
28	-0.021785	-0.1687	0.433282
29	-0.223052	-1.7278	0.044588
30	-0.010171	-0.0788	0.468732
31	0.037747	0.2924	0.385499
32	0.060305	0.4671	0.321053
33	-0.153058	-1.1856	0.120231
34	0.000772	0.006	0.497624
35	-0.093058	-0.7208	0.236907
36	-0.0583	-0.4516	0.326597
37	-0.138983	-1.0766	0.142993
38	-0.048331	-0.3744	0.354724
39	-0.069183	-0.5359	0.297007
40	-0.00354	-0.0274	0.489107
41	-0.04752	-0.3681	0.357052
42	0.072661	0.5628	0.287823
43	0.053667	0.4157	0.339555
44	-0.005721	-0.0443	0.482401
45	-0.097759	-0.7572	0.225937
46	-0.111362	-0.8626	0.195894
47	-0.00392	-0.0304	0.48794
48	-0.046168	-0.3576	0.360943

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 0.0 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 0.0 ; par3 = 1 ; 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