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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 08:40:48 +0000

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/2010/Dec/21/t1292920739c1sa0n6umdi47ux.htm/, Retrieved Mon, 12 May 2025 18:11:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113202, Retrieved Mon, 12 May 2025 18:11:29 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

212

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-    D        [(Partial) Autocorrelation Function] [Model 1 (d = 0, D...] [2009-11-24 17:27:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
-    D          [(Partial) Autocorrelation Function] [Methode 1 (D=0, d=0)] [2009-11-27 12:01:23] [76ab39dc7a55316678260825bd5ad46c]
-    D            [(Partial) Autocorrelation Function] [methode 1 (d=0 D= 0)] [2009-11-27 20:21:42] [4b453aa14d54730625f8d3de5f1f6d82]
-    D              [(Partial) Autocorrelation Function] [koffie en thee] [2009-12-16 19:04:55] [7773f496f69461f4a67891f0ef752622]
-    D                [(Partial) Autocorrelation Function] [Appelen Jonagold ...] [2009-12-17 16:51:16] [7773f496f69461f4a67891f0ef752622]
-   PD                    [(Partial) Autocorrelation Function] [ACFKoffie2d1D1] [2010-12-21 08:40:48] [9be3691a9b6ce074cb51fd18377fce28] [Current]

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Dataseries X:

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Histogram

Boxplots

7.14
7.24
7.33
7.61
7.66
7.69
7.7
7.68
7.71
7.71
7.72
7.68
7.72
7.74
7.76
7.9
7.97
7.96
7.95
7.97
7.93
7.99
7.96
7.92
7.97
7.98
8
8.04
8.17
8.29
8.26
8.3
8.32
8.28
8.27
8.32
8.31
8.34
8.32
8.36
8.33
8.35
8.34
8.37
8.31
8.33
8.34
8.25
8.27
8.31
8.25
8.3
8.3
8.35
8.78
8.9

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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113202&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113202&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113202&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.122539	0.8035	0.21304
2	0.014869	0.0975	0.46139
3	0.165029	1.0822	0.142605
4	-0.071553	-0.4692	0.320646
5	-0.046228	-0.3031	0.381624
6	0.053305	0.3495	0.364193
7	-0.05072	-0.3326	0.370528
8	-0.039709	-0.2604	0.397904
9	0.019508	0.1279	0.449403
10	-0.049236	-0.3229	0.374183
11	-0.030564	-0.2004	0.421048
12	-0.12253	-0.8035	0.213057
13	-0.071999	-0.4721	0.31961
14	-0.169025	-1.1084	0.136931
15	-0.168942	-1.1078	0.137047
16	-0.037143	-0.2436	0.404364
17	0.021957	0.144	0.443095
18	-0.083854	-0.5499	0.292627
19	0.057342	0.376	0.354377
20	0.07859	0.5153	0.304474
21	-0.112913	-0.7404	0.231535
22	0.028283	0.1855	0.426868
23	0.085159	0.5584	0.289726
24	0.019806	0.1299	0.448634
25	0.204568	1.3414	0.093409
26	0.142323	0.9333	0.177944
27	-0.021719	-0.1424	0.443706
28	-0.029118	-0.1909	0.424737
29	0.019313	0.1266	0.449907
30	0.025623	0.168	0.433678
31	-0.014431	-0.0946	0.462523
32	-0.007578	-0.0497	0.4803
33	0.073521	0.4821	0.316087
34	-0.048087	-0.3153	0.37702
35	0.033179	0.2176	0.414397
36	-0.012924	-0.0847	0.466429
37	-0.053725	-0.3523	0.363167
38	-0.004134	-0.0271	0.489251
39	-0.169807	-1.1135	0.13584
40	-0.120821	-0.7923	0.216275
41	-0.109062	-0.7152	0.239186
42	-0.019092	-0.1252	0.450477
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.122539 & 0.8035 & 0.21304 \tabularnewline
2 & 0.014869 & 0.0975 & 0.46139 \tabularnewline
3 & 0.165029 & 1.0822 & 0.142605 \tabularnewline
4 & -0.071553 & -0.4692 & 0.320646 \tabularnewline
5 & -0.046228 & -0.3031 & 0.381624 \tabularnewline
6 & 0.053305 & 0.3495 & 0.364193 \tabularnewline
7 & -0.05072 & -0.3326 & 0.370528 \tabularnewline
8 & -0.039709 & -0.2604 & 0.397904 \tabularnewline
9 & 0.019508 & 0.1279 & 0.449403 \tabularnewline
10 & -0.049236 & -0.3229 & 0.374183 \tabularnewline
11 & -0.030564 & -0.2004 & 0.421048 \tabularnewline
12 & -0.12253 & -0.8035 & 0.213057 \tabularnewline
13 & -0.071999 & -0.4721 & 0.31961 \tabularnewline
14 & -0.169025 & -1.1084 & 0.136931 \tabularnewline
15 & -0.168942 & -1.1078 & 0.137047 \tabularnewline
16 & -0.037143 & -0.2436 & 0.404364 \tabularnewline
17 & 0.021957 & 0.144 & 0.443095 \tabularnewline
18 & -0.083854 & -0.5499 & 0.292627 \tabularnewline
19 & 0.057342 & 0.376 & 0.354377 \tabularnewline
20 & 0.07859 & 0.5153 & 0.304474 \tabularnewline
21 & -0.112913 & -0.7404 & 0.231535 \tabularnewline
22 & 0.028283 & 0.1855 & 0.426868 \tabularnewline
23 & 0.085159 & 0.5584 & 0.289726 \tabularnewline
24 & 0.019806 & 0.1299 & 0.448634 \tabularnewline
25 & 0.204568 & 1.3414 & 0.093409 \tabularnewline
26 & 0.142323 & 0.9333 & 0.177944 \tabularnewline
27 & -0.021719 & -0.1424 & 0.443706 \tabularnewline
28 & -0.029118 & -0.1909 & 0.424737 \tabularnewline
29 & 0.019313 & 0.1266 & 0.449907 \tabularnewline
30 & 0.025623 & 0.168 & 0.433678 \tabularnewline
31 & -0.014431 & -0.0946 & 0.462523 \tabularnewline
32 & -0.007578 & -0.0497 & 0.4803 \tabularnewline
33 & 0.073521 & 0.4821 & 0.316087 \tabularnewline
34 & -0.048087 & -0.3153 & 0.37702 \tabularnewline
35 & 0.033179 & 0.2176 & 0.414397 \tabularnewline
36 & -0.012924 & -0.0847 & 0.466429 \tabularnewline
37 & -0.053725 & -0.3523 & 0.363167 \tabularnewline
38 & -0.004134 & -0.0271 & 0.489251 \tabularnewline
39 & -0.169807 & -1.1135 & 0.13584 \tabularnewline
40 & -0.120821 & -0.7923 & 0.216275 \tabularnewline
41 & -0.109062 & -0.7152 & 0.239186 \tabularnewline
42 & -0.019092 & -0.1252 & 0.450477 \tabularnewline
43 & NA & NA & NA \tabularnewline
44 & NA & NA & NA \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113202&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]0.122539[/C][C]0.8035[/C][C]0.21304[/C][/ROW]
[ROW][C]2[/C][C]0.014869[/C][C]0.0975[/C][C]0.46139[/C][/ROW]
[ROW][C]3[/C][C]0.165029[/C][C]1.0822[/C][C]0.142605[/C][/ROW]
[ROW][C]4[/C][C]-0.071553[/C][C]-0.4692[/C][C]0.320646[/C][/ROW]
[ROW][C]5[/C][C]-0.046228[/C][C]-0.3031[/C][C]0.381624[/C][/ROW]
[ROW][C]6[/C][C]0.053305[/C][C]0.3495[/C][C]0.364193[/C][/ROW]
[ROW][C]7[/C][C]-0.05072[/C][C]-0.3326[/C][C]0.370528[/C][/ROW]
[ROW][C]8[/C][C]-0.039709[/C][C]-0.2604[/C][C]0.397904[/C][/ROW]
[ROW][C]9[/C][C]0.019508[/C][C]0.1279[/C][C]0.449403[/C][/ROW]
[ROW][C]10[/C][C]-0.049236[/C][C]-0.3229[/C][C]0.374183[/C][/ROW]
[ROW][C]11[/C][C]-0.030564[/C][C]-0.2004[/C][C]0.421048[/C][/ROW]
[ROW][C]12[/C][C]-0.12253[/C][C]-0.8035[/C][C]0.213057[/C][/ROW]
[ROW][C]13[/C][C]-0.071999[/C][C]-0.4721[/C][C]0.31961[/C][/ROW]
[ROW][C]14[/C][C]-0.169025[/C][C]-1.1084[/C][C]0.136931[/C][/ROW]
[ROW][C]15[/C][C]-0.168942[/C][C]-1.1078[/C][C]0.137047[/C][/ROW]
[ROW][C]16[/C][C]-0.037143[/C][C]-0.2436[/C][C]0.404364[/C][/ROW]
[ROW][C]17[/C][C]0.021957[/C][C]0.144[/C][C]0.443095[/C][/ROW]
[ROW][C]18[/C][C]-0.083854[/C][C]-0.5499[/C][C]0.292627[/C][/ROW]
[ROW][C]19[/C][C]0.057342[/C][C]0.376[/C][C]0.354377[/C][/ROW]
[ROW][C]20[/C][C]0.07859[/C][C]0.5153[/C][C]0.304474[/C][/ROW]
[ROW][C]21[/C][C]-0.112913[/C][C]-0.7404[/C][C]0.231535[/C][/ROW]
[ROW][C]22[/C][C]0.028283[/C][C]0.1855[/C][C]0.426868[/C][/ROW]
[ROW][C]23[/C][C]0.085159[/C][C]0.5584[/C][C]0.289726[/C][/ROW]
[ROW][C]24[/C][C]0.019806[/C][C]0.1299[/C][C]0.448634[/C][/ROW]
[ROW][C]25[/C][C]0.204568[/C][C]1.3414[/C][C]0.093409[/C][/ROW]
[ROW][C]26[/C][C]0.142323[/C][C]0.9333[/C][C]0.177944[/C][/ROW]
[ROW][C]27[/C][C]-0.021719[/C][C]-0.1424[/C][C]0.443706[/C][/ROW]
[ROW][C]28[/C][C]-0.029118[/C][C]-0.1909[/C][C]0.424737[/C][/ROW]
[ROW][C]29[/C][C]0.019313[/C][C]0.1266[/C][C]0.449907[/C][/ROW]
[ROW][C]30[/C][C]0.025623[/C][C]0.168[/C][C]0.433678[/C][/ROW]
[ROW][C]31[/C][C]-0.014431[/C][C]-0.0946[/C][C]0.462523[/C][/ROW]
[ROW][C]32[/C][C]-0.007578[/C][C]-0.0497[/C][C]0.4803[/C][/ROW]
[ROW][C]33[/C][C]0.073521[/C][C]0.4821[/C][C]0.316087[/C][/ROW]
[ROW][C]34[/C][C]-0.048087[/C][C]-0.3153[/C][C]0.37702[/C][/ROW]
[ROW][C]35[/C][C]0.033179[/C][C]0.2176[/C][C]0.414397[/C][/ROW]
[ROW][C]36[/C][C]-0.012924[/C][C]-0.0847[/C][C]0.466429[/C][/ROW]
[ROW][C]37[/C][C]-0.053725[/C][C]-0.3523[/C][C]0.363167[/C][/ROW]
[ROW][C]38[/C][C]-0.004134[/C][C]-0.0271[/C][C]0.489251[/C][/ROW]
[ROW][C]39[/C][C]-0.169807[/C][C]-1.1135[/C][C]0.13584[/C][/ROW]
[ROW][C]40[/C][C]-0.120821[/C][C]-0.7923[/C][C]0.216275[/C][/ROW]
[ROW][C]41[/C][C]-0.109062[/C][C]-0.7152[/C][C]0.239186[/C][/ROW]
[ROW][C]42[/C][C]-0.019092[/C][C]-0.1252[/C][C]0.450477[/C][/ROW]
[ROW][C]43[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]44[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113202&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113202&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	0.122539	0.8035	0.21304
2	0.014869	0.0975	0.46139
3	0.165029	1.0822	0.142605
4	-0.071553	-0.4692	0.320646
5	-0.046228	-0.3031	0.381624
6	0.053305	0.3495	0.364193
7	-0.05072	-0.3326	0.370528
8	-0.039709	-0.2604	0.397904
9	0.019508	0.1279	0.449403
10	-0.049236	-0.3229	0.374183
11	-0.030564	-0.2004	0.421048
12	-0.12253	-0.8035	0.213057
13	-0.071999	-0.4721	0.31961
14	-0.169025	-1.1084	0.136931
15	-0.168942	-1.1078	0.137047
16	-0.037143	-0.2436	0.404364
17	0.021957	0.144	0.443095
18	-0.083854	-0.5499	0.292627
19	0.057342	0.376	0.354377
20	0.07859	0.5153	0.304474
21	-0.112913	-0.7404	0.231535
22	0.028283	0.1855	0.426868
23	0.085159	0.5584	0.289726
24	0.019806	0.1299	0.448634
25	0.204568	1.3414	0.093409
26	0.142323	0.9333	0.177944
27	-0.021719	-0.1424	0.443706
28	-0.029118	-0.1909	0.424737
29	0.019313	0.1266	0.449907
30	0.025623	0.168	0.433678
31	-0.014431	-0.0946	0.462523
32	-0.007578	-0.0497	0.4803
33	0.073521	0.4821	0.316087
34	-0.048087	-0.3153	0.37702
35	0.033179	0.2176	0.414397
36	-0.012924	-0.0847	0.466429
37	-0.053725	-0.3523	0.363167
38	-0.004134	-0.0271	0.489251
39	-0.169807	-1.1135	0.13584
40	-0.120821	-0.7923	0.216275
41	-0.109062	-0.7152	0.239186
42	-0.019092	-0.1252	0.450477
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.122539	0.8035	0.21304
2	-0.000149	-0.001	0.499612
3	0.165713	1.0867	0.141622
4	-0.116694	-0.7652	0.224163
5	-0.021886	-0.1435	0.443276
6	0.03509	0.2301	0.409553
7	-0.033661	-0.2207	0.413174
8	-0.024935	-0.1635	0.435441
9	0.005963	0.0391	0.484494
10	-0.033822	-0.2218	0.412764
11	-0.013562	-0.0889	0.464775
12	-0.140444	-0.9209	0.181107
13	-0.020944	-0.1373	0.445703
14	-0.169677	-1.1126	0.136021
15	-0.105671	-0.6929	0.24604
16	-0.017566	-0.1152	0.454416
17	0.061146	0.401	0.345217
18	-0.087333	-0.5727	0.284921
19	0.048331	0.3169	0.376415
20	0.039591	0.2596	0.3982
21	-0.106249	-0.6967	0.244863
22	-0.002238	-0.0147	0.49418
23	0.058546	0.3839	0.351468
24	0.040633	0.2664	0.395585
25	0.175366	1.15	0.12826
26	0.031855	0.2089	0.417761
27	-0.050205	-0.3292	0.371796
28	-0.14103	-0.9248	0.180116
29	-0.003533	-0.0232	0.490812
30	0.042631	0.2796	0.39058
31	0.002446	0.016	0.493638
32	-0.008218	-0.0539	0.478637
33	0.085208	0.5587	0.289617
34	-0.049537	-0.3248	0.373441
35	0.055973	0.367	0.357696
36	-0.092846	-0.6088	0.27292
37	0.055937	0.3668	0.357782
38	0.050534	0.3314	0.370986
39	-0.137762	-0.9034	0.185683
40	-0.025178	-0.1651	0.434818
41	-0.100345	-0.658	0.257021
42	-0.012797	-0.0839	0.466757
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.122539 & 0.8035 & 0.21304 \tabularnewline
2 & -0.000149 & -0.001 & 0.499612 \tabularnewline
3 & 0.165713 & 1.0867 & 0.141622 \tabularnewline
4 & -0.116694 & -0.7652 & 0.224163 \tabularnewline
5 & -0.021886 & -0.1435 & 0.443276 \tabularnewline
6 & 0.03509 & 0.2301 & 0.409553 \tabularnewline
7 & -0.033661 & -0.2207 & 0.413174 \tabularnewline
8 & -0.024935 & -0.1635 & 0.435441 \tabularnewline
9 & 0.005963 & 0.0391 & 0.484494 \tabularnewline
10 & -0.033822 & -0.2218 & 0.412764 \tabularnewline
11 & -0.013562 & -0.0889 & 0.464775 \tabularnewline
12 & -0.140444 & -0.9209 & 0.181107 \tabularnewline
13 & -0.020944 & -0.1373 & 0.445703 \tabularnewline
14 & -0.169677 & -1.1126 & 0.136021 \tabularnewline
15 & -0.105671 & -0.6929 & 0.24604 \tabularnewline
16 & -0.017566 & -0.1152 & 0.454416 \tabularnewline
17 & 0.061146 & 0.401 & 0.345217 \tabularnewline
18 & -0.087333 & -0.5727 & 0.284921 \tabularnewline
19 & 0.048331 & 0.3169 & 0.376415 \tabularnewline
20 & 0.039591 & 0.2596 & 0.3982 \tabularnewline
21 & -0.106249 & -0.6967 & 0.244863 \tabularnewline
22 & -0.002238 & -0.0147 & 0.49418 \tabularnewline
23 & 0.058546 & 0.3839 & 0.351468 \tabularnewline
24 & 0.040633 & 0.2664 & 0.395585 \tabularnewline
25 & 0.175366 & 1.15 & 0.12826 \tabularnewline
26 & 0.031855 & 0.2089 & 0.417761 \tabularnewline
27 & -0.050205 & -0.3292 & 0.371796 \tabularnewline
28 & -0.14103 & -0.9248 & 0.180116 \tabularnewline
29 & -0.003533 & -0.0232 & 0.490812 \tabularnewline
30 & 0.042631 & 0.2796 & 0.39058 \tabularnewline
31 & 0.002446 & 0.016 & 0.493638 \tabularnewline
32 & -0.008218 & -0.0539 & 0.478637 \tabularnewline
33 & 0.085208 & 0.5587 & 0.289617 \tabularnewline
34 & -0.049537 & -0.3248 & 0.373441 \tabularnewline
35 & 0.055973 & 0.367 & 0.357696 \tabularnewline
36 & -0.092846 & -0.6088 & 0.27292 \tabularnewline
37 & 0.055937 & 0.3668 & 0.357782 \tabularnewline
38 & 0.050534 & 0.3314 & 0.370986 \tabularnewline
39 & -0.137762 & -0.9034 & 0.185683 \tabularnewline
40 & -0.025178 & -0.1651 & 0.434818 \tabularnewline
41 & -0.100345 & -0.658 & 0.257021 \tabularnewline
42 & -0.012797 & -0.0839 & 0.466757 \tabularnewline
43 & NA & NA & NA \tabularnewline
44 & NA & NA & NA \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113202&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]0.122539[/C][C]0.8035[/C][C]0.21304[/C][/ROW]
[ROW][C]2[/C][C]-0.000149[/C][C]-0.001[/C][C]0.499612[/C][/ROW]
[ROW][C]3[/C][C]0.165713[/C][C]1.0867[/C][C]0.141622[/C][/ROW]
[ROW][C]4[/C][C]-0.116694[/C][C]-0.7652[/C][C]0.224163[/C][/ROW]
[ROW][C]5[/C][C]-0.021886[/C][C]-0.1435[/C][C]0.443276[/C][/ROW]
[ROW][C]6[/C][C]0.03509[/C][C]0.2301[/C][C]0.409553[/C][/ROW]
[ROW][C]7[/C][C]-0.033661[/C][C]-0.2207[/C][C]0.413174[/C][/ROW]
[ROW][C]8[/C][C]-0.024935[/C][C]-0.1635[/C][C]0.435441[/C][/ROW]
[ROW][C]9[/C][C]0.005963[/C][C]0.0391[/C][C]0.484494[/C][/ROW]
[ROW][C]10[/C][C]-0.033822[/C][C]-0.2218[/C][C]0.412764[/C][/ROW]
[ROW][C]11[/C][C]-0.013562[/C][C]-0.0889[/C][C]0.464775[/C][/ROW]
[ROW][C]12[/C][C]-0.140444[/C][C]-0.9209[/C][C]0.181107[/C][/ROW]
[ROW][C]13[/C][C]-0.020944[/C][C]-0.1373[/C][C]0.445703[/C][/ROW]
[ROW][C]14[/C][C]-0.169677[/C][C]-1.1126[/C][C]0.136021[/C][/ROW]
[ROW][C]15[/C][C]-0.105671[/C][C]-0.6929[/C][C]0.24604[/C][/ROW]
[ROW][C]16[/C][C]-0.017566[/C][C]-0.1152[/C][C]0.454416[/C][/ROW]
[ROW][C]17[/C][C]0.061146[/C][C]0.401[/C][C]0.345217[/C][/ROW]
[ROW][C]18[/C][C]-0.087333[/C][C]-0.5727[/C][C]0.284921[/C][/ROW]
[ROW][C]19[/C][C]0.048331[/C][C]0.3169[/C][C]0.376415[/C][/ROW]
[ROW][C]20[/C][C]0.039591[/C][C]0.2596[/C][C]0.3982[/C][/ROW]
[ROW][C]21[/C][C]-0.106249[/C][C]-0.6967[/C][C]0.244863[/C][/ROW]
[ROW][C]22[/C][C]-0.002238[/C][C]-0.0147[/C][C]0.49418[/C][/ROW]
[ROW][C]23[/C][C]0.058546[/C][C]0.3839[/C][C]0.351468[/C][/ROW]
[ROW][C]24[/C][C]0.040633[/C][C]0.2664[/C][C]0.395585[/C][/ROW]
[ROW][C]25[/C][C]0.175366[/C][C]1.15[/C][C]0.12826[/C][/ROW]
[ROW][C]26[/C][C]0.031855[/C][C]0.2089[/C][C]0.417761[/C][/ROW]
[ROW][C]27[/C][C]-0.050205[/C][C]-0.3292[/C][C]0.371796[/C][/ROW]
[ROW][C]28[/C][C]-0.14103[/C][C]-0.9248[/C][C]0.180116[/C][/ROW]
[ROW][C]29[/C][C]-0.003533[/C][C]-0.0232[/C][C]0.490812[/C][/ROW]
[ROW][C]30[/C][C]0.042631[/C][C]0.2796[/C][C]0.39058[/C][/ROW]
[ROW][C]31[/C][C]0.002446[/C][C]0.016[/C][C]0.493638[/C][/ROW]
[ROW][C]32[/C][C]-0.008218[/C][C]-0.0539[/C][C]0.478637[/C][/ROW]
[ROW][C]33[/C][C]0.085208[/C][C]0.5587[/C][C]0.289617[/C][/ROW]
[ROW][C]34[/C][C]-0.049537[/C][C]-0.3248[/C][C]0.373441[/C][/ROW]
[ROW][C]35[/C][C]0.055973[/C][C]0.367[/C][C]0.357696[/C][/ROW]
[ROW][C]36[/C][C]-0.092846[/C][C]-0.6088[/C][C]0.27292[/C][/ROW]
[ROW][C]37[/C][C]0.055937[/C][C]0.3668[/C][C]0.357782[/C][/ROW]
[ROW][C]38[/C][C]0.050534[/C][C]0.3314[/C][C]0.370986[/C][/ROW]
[ROW][C]39[/C][C]-0.137762[/C][C]-0.9034[/C][C]0.185683[/C][/ROW]
[ROW][C]40[/C][C]-0.025178[/C][C]-0.1651[/C][C]0.434818[/C][/ROW]
[ROW][C]41[/C][C]-0.100345[/C][C]-0.658[/C][C]0.257021[/C][/ROW]
[ROW][C]42[/C][C]-0.012797[/C][C]-0.0839[/C][C]0.466757[/C][/ROW]
[ROW][C]43[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]44[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113202&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113202&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	0.122539	0.8035	0.21304
2	-0.000149	-0.001	0.499612
3	0.165713	1.0867	0.141622
4	-0.116694	-0.7652	0.224163
5	-0.021886	-0.1435	0.443276
6	0.03509	0.2301	0.409553
7	-0.033661	-0.2207	0.413174
8	-0.024935	-0.1635	0.435441
9	0.005963	0.0391	0.484494
10	-0.033822	-0.2218	0.412764
11	-0.013562	-0.0889	0.464775
12	-0.140444	-0.9209	0.181107
13	-0.020944	-0.1373	0.445703
14	-0.169677	-1.1126	0.136021
15	-0.105671	-0.6929	0.24604
16	-0.017566	-0.1152	0.454416
17	0.061146	0.401	0.345217
18	-0.087333	-0.5727	0.284921
19	0.048331	0.3169	0.376415
20	0.039591	0.2596	0.3982
21	-0.106249	-0.6967	0.244863
22	-0.002238	-0.0147	0.49418
23	0.058546	0.3839	0.351468
24	0.040633	0.2664	0.395585
25	0.175366	1.15	0.12826
26	0.031855	0.2089	0.417761
27	-0.050205	-0.3292	0.371796
28	-0.14103	-0.9248	0.180116
29	-0.003533	-0.0232	0.490812
30	0.042631	0.2796	0.39058
31	0.002446	0.016	0.493638
32	-0.008218	-0.0539	0.478637
33	0.085208	0.5587	0.289617
34	-0.049537	-0.3248	0.373441
35	0.055973	0.367	0.357696
36	-0.092846	-0.6088	0.27292
37	0.055937	0.3668	0.357782
38	0.050534	0.3314	0.370986
39	-0.137762	-0.9034	0.185683
40	-0.025178	-0.1651	0.434818
41	-0.100345	-0.658	0.257021
42	-0.012797	-0.0839	0.466757
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

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 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ; par8 = ;

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