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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 05 Dec 2008 02:45:36 -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/05/t1228470423ru1c3cgsxyxzmn6.htm/, Retrieved Thu, 16 May 2024 06:01:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29095, Retrieved Thu, 16 May 2024 06:01:15 +0000

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Estimated Impact

226

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-       [(Partial) Autocorrelation Function] [Autocorrelatie Ko...] [2008-12-05 09:45:36] [d41d8cd98f00b204e9800998ecf8427e] [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=29095&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=29095&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29095&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	0.929072	7.8834	0
2	0.835515	7.0896	0
3	0.752493	6.3851	0
4	0.67351	5.7149	0
5	0.59142	5.0184	2e-06
6	0.514894	4.369	2.1e-05
7	0.455295	3.8633	0.000121
8	0.397973	3.3769	0.000593
9	0.354091	3.0046	0.001829
10	0.308313	2.6161	0.005415
11	0.264324	2.2429	0.013992
12	0.217544	1.8459	0.034507
13	0.173758	1.4744	0.072369
14	0.138159	1.1723	0.122468
15	0.104129	0.8836	0.189936
16	0.080041	0.6792	0.249603
17	0.065651	0.5571	0.289603
18	0.057779	0.4903	0.312716
19	0.041381	0.3511	0.363257
20	0.014859	0.1261	0.450008
21	-0.013472	-0.1143	0.454654
22	-0.030747	-0.2609	0.397459
23	-0.045942	-0.3898	0.348906
24	-0.068438	-0.5807	0.281624
25	-0.08903	-0.7554	0.226224
26	-0.095234	-0.8081	0.21085
27	-0.090845	-0.7708	0.221659
28	-0.079756	-0.6767	0.250367
29	-0.063139	-0.5357	0.296891
30	-0.038623	-0.3277	0.372036
31	-0.007364	-0.0625	0.475174
32	0.013056	0.1108	0.456047
33	0.034221	0.2904	0.386184
34	0.052042	0.4416	0.330055
35	0.06264	0.5315	0.298348
36	0.069163	0.5869	0.279563
37	0.070787	0.6006	0.27498
38	0.071857	0.6097	0.271981
39	0.061091	0.5184	0.302892
40	0.03703	0.3142	0.377136
41	0.006334	0.0537	0.478645
42	-0.033129	-0.2811	0.389718
43	-0.070575	-0.5989	0.275575
44	-0.10705	-0.9083	0.183362
45	-0.133929	-1.1364	0.129773
46	-0.157875	-1.3396	0.092291
47	-0.175327	-1.4877	0.070598
48	-0.188158	-1.5966	0.057371

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.929072 & 7.8834 & 0 \tabularnewline
2 & 0.835515 & 7.0896 & 0 \tabularnewline
3 & 0.752493 & 6.3851 & 0 \tabularnewline
4 & 0.67351 & 5.7149 & 0 \tabularnewline
5 & 0.59142 & 5.0184 & 2e-06 \tabularnewline
6 & 0.514894 & 4.369 & 2.1e-05 \tabularnewline
7 & 0.455295 & 3.8633 & 0.000121 \tabularnewline
8 & 0.397973 & 3.3769 & 0.000593 \tabularnewline
9 & 0.354091 & 3.0046 & 0.001829 \tabularnewline
10 & 0.308313 & 2.6161 & 0.005415 \tabularnewline
11 & 0.264324 & 2.2429 & 0.013992 \tabularnewline
12 & 0.217544 & 1.8459 & 0.034507 \tabularnewline
13 & 0.173758 & 1.4744 & 0.072369 \tabularnewline
14 & 0.138159 & 1.1723 & 0.122468 \tabularnewline
15 & 0.104129 & 0.8836 & 0.189936 \tabularnewline
16 & 0.080041 & 0.6792 & 0.249603 \tabularnewline
17 & 0.065651 & 0.5571 & 0.289603 \tabularnewline
18 & 0.057779 & 0.4903 & 0.312716 \tabularnewline
19 & 0.041381 & 0.3511 & 0.363257 \tabularnewline
20 & 0.014859 & 0.1261 & 0.450008 \tabularnewline
21 & -0.013472 & -0.1143 & 0.454654 \tabularnewline
22 & -0.030747 & -0.2609 & 0.397459 \tabularnewline
23 & -0.045942 & -0.3898 & 0.348906 \tabularnewline
24 & -0.068438 & -0.5807 & 0.281624 \tabularnewline
25 & -0.08903 & -0.7554 & 0.226224 \tabularnewline
26 & -0.095234 & -0.8081 & 0.21085 \tabularnewline
27 & -0.090845 & -0.7708 & 0.221659 \tabularnewline
28 & -0.079756 & -0.6767 & 0.250367 \tabularnewline
29 & -0.063139 & -0.5357 & 0.296891 \tabularnewline
30 & -0.038623 & -0.3277 & 0.372036 \tabularnewline
31 & -0.007364 & -0.0625 & 0.475174 \tabularnewline
32 & 0.013056 & 0.1108 & 0.456047 \tabularnewline
33 & 0.034221 & 0.2904 & 0.386184 \tabularnewline
34 & 0.052042 & 0.4416 & 0.330055 \tabularnewline
35 & 0.06264 & 0.5315 & 0.298348 \tabularnewline
36 & 0.069163 & 0.5869 & 0.279563 \tabularnewline
37 & 0.070787 & 0.6006 & 0.27498 \tabularnewline
38 & 0.071857 & 0.6097 & 0.271981 \tabularnewline
39 & 0.061091 & 0.5184 & 0.302892 \tabularnewline
40 & 0.03703 & 0.3142 & 0.377136 \tabularnewline
41 & 0.006334 & 0.0537 & 0.478645 \tabularnewline
42 & -0.033129 & -0.2811 & 0.389718 \tabularnewline
43 & -0.070575 & -0.5989 & 0.275575 \tabularnewline
44 & -0.10705 & -0.9083 & 0.183362 \tabularnewline
45 & -0.133929 & -1.1364 & 0.129773 \tabularnewline
46 & -0.157875 & -1.3396 & 0.092291 \tabularnewline
47 & -0.175327 & -1.4877 & 0.070598 \tabularnewline
48 & -0.188158 & -1.5966 & 0.057371 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29095&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]0.929072[/C][C]7.8834[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.835515[/C][C]7.0896[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.752493[/C][C]6.3851[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.67351[/C][C]5.7149[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.59142[/C][C]5.0184[/C][C]2e-06[/C][/ROW]
[ROW][C]6[/C][C]0.514894[/C][C]4.369[/C][C]2.1e-05[/C][/ROW]
[ROW][C]7[/C][C]0.455295[/C][C]3.8633[/C][C]0.000121[/C][/ROW]
[ROW][C]8[/C][C]0.397973[/C][C]3.3769[/C][C]0.000593[/C][/ROW]
[ROW][C]9[/C][C]0.354091[/C][C]3.0046[/C][C]0.001829[/C][/ROW]
[ROW][C]10[/C][C]0.308313[/C][C]2.6161[/C][C]0.005415[/C][/ROW]
[ROW][C]11[/C][C]0.264324[/C][C]2.2429[/C][C]0.013992[/C][/ROW]
[ROW][C]12[/C][C]0.217544[/C][C]1.8459[/C][C]0.034507[/C][/ROW]
[ROW][C]13[/C][C]0.173758[/C][C]1.4744[/C][C]0.072369[/C][/ROW]
[ROW][C]14[/C][C]0.138159[/C][C]1.1723[/C][C]0.122468[/C][/ROW]
[ROW][C]15[/C][C]0.104129[/C][C]0.8836[/C][C]0.189936[/C][/ROW]
[ROW][C]16[/C][C]0.080041[/C][C]0.6792[/C][C]0.249603[/C][/ROW]
[ROW][C]17[/C][C]0.065651[/C][C]0.5571[/C][C]0.289603[/C][/ROW]
[ROW][C]18[/C][C]0.057779[/C][C]0.4903[/C][C]0.312716[/C][/ROW]
[ROW][C]19[/C][C]0.041381[/C][C]0.3511[/C][C]0.363257[/C][/ROW]
[ROW][C]20[/C][C]0.014859[/C][C]0.1261[/C][C]0.450008[/C][/ROW]
[ROW][C]21[/C][C]-0.013472[/C][C]-0.1143[/C][C]0.454654[/C][/ROW]
[ROW][C]22[/C][C]-0.030747[/C][C]-0.2609[/C][C]0.397459[/C][/ROW]
[ROW][C]23[/C][C]-0.045942[/C][C]-0.3898[/C][C]0.348906[/C][/ROW]
[ROW][C]24[/C][C]-0.068438[/C][C]-0.5807[/C][C]0.281624[/C][/ROW]
[ROW][C]25[/C][C]-0.08903[/C][C]-0.7554[/C][C]0.226224[/C][/ROW]
[ROW][C]26[/C][C]-0.095234[/C][C]-0.8081[/C][C]0.21085[/C][/ROW]
[ROW][C]27[/C][C]-0.090845[/C][C]-0.7708[/C][C]0.221659[/C][/ROW]
[ROW][C]28[/C][C]-0.079756[/C][C]-0.6767[/C][C]0.250367[/C][/ROW]
[ROW][C]29[/C][C]-0.063139[/C][C]-0.5357[/C][C]0.296891[/C][/ROW]
[ROW][C]30[/C][C]-0.038623[/C][C]-0.3277[/C][C]0.372036[/C][/ROW]
[ROW][C]31[/C][C]-0.007364[/C][C]-0.0625[/C][C]0.475174[/C][/ROW]
[ROW][C]32[/C][C]0.013056[/C][C]0.1108[/C][C]0.456047[/C][/ROW]
[ROW][C]33[/C][C]0.034221[/C][C]0.2904[/C][C]0.386184[/C][/ROW]
[ROW][C]34[/C][C]0.052042[/C][C]0.4416[/C][C]0.330055[/C][/ROW]
[ROW][C]35[/C][C]0.06264[/C][C]0.5315[/C][C]0.298348[/C][/ROW]
[ROW][C]36[/C][C]0.069163[/C][C]0.5869[/C][C]0.279563[/C][/ROW]
[ROW][C]37[/C][C]0.070787[/C][C]0.6006[/C][C]0.27498[/C][/ROW]
[ROW][C]38[/C][C]0.071857[/C][C]0.6097[/C][C]0.271981[/C][/ROW]
[ROW][C]39[/C][C]0.061091[/C][C]0.5184[/C][C]0.302892[/C][/ROW]
[ROW][C]40[/C][C]0.03703[/C][C]0.3142[/C][C]0.377136[/C][/ROW]
[ROW][C]41[/C][C]0.006334[/C][C]0.0537[/C][C]0.478645[/C][/ROW]
[ROW][C]42[/C][C]-0.033129[/C][C]-0.2811[/C][C]0.389718[/C][/ROW]
[ROW][C]43[/C][C]-0.070575[/C][C]-0.5989[/C][C]0.275575[/C][/ROW]
[ROW][C]44[/C][C]-0.10705[/C][C]-0.9083[/C][C]0.183362[/C][/ROW]
[ROW][C]45[/C][C]-0.133929[/C][C]-1.1364[/C][C]0.129773[/C][/ROW]
[ROW][C]46[/C][C]-0.157875[/C][C]-1.3396[/C][C]0.092291[/C][/ROW]
[ROW][C]47[/C][C]-0.175327[/C][C]-1.4877[/C][C]0.070598[/C][/ROW]
[ROW][C]48[/C][C]-0.188158[/C][C]-1.5966[/C][C]0.057371[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29095&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29095&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	0.929072	7.8834	0
2	0.835515	7.0896	0
3	0.752493	6.3851	0
4	0.67351	5.7149	0
5	0.59142	5.0184	2e-06
6	0.514894	4.369	2.1e-05
7	0.455295	3.8633	0.000121
8	0.397973	3.3769	0.000593
9	0.354091	3.0046	0.001829
10	0.308313	2.6161	0.005415
11	0.264324	2.2429	0.013992
12	0.217544	1.8459	0.034507
13	0.173758	1.4744	0.072369
14	0.138159	1.1723	0.122468
15	0.104129	0.8836	0.189936
16	0.080041	0.6792	0.249603
17	0.065651	0.5571	0.289603
18	0.057779	0.4903	0.312716
19	0.041381	0.3511	0.363257
20	0.014859	0.1261	0.450008
21	-0.013472	-0.1143	0.454654
22	-0.030747	-0.2609	0.397459
23	-0.045942	-0.3898	0.348906
24	-0.068438	-0.5807	0.281624
25	-0.08903	-0.7554	0.226224
26	-0.095234	-0.8081	0.21085
27	-0.090845	-0.7708	0.221659
28	-0.079756	-0.6767	0.250367
29	-0.063139	-0.5357	0.296891
30	-0.038623	-0.3277	0.372036
31	-0.007364	-0.0625	0.475174
32	0.013056	0.1108	0.456047
33	0.034221	0.2904	0.386184
34	0.052042	0.4416	0.330055
35	0.06264	0.5315	0.298348
36	0.069163	0.5869	0.279563
37	0.070787	0.6006	0.27498
38	0.071857	0.6097	0.271981
39	0.061091	0.5184	0.302892
40	0.03703	0.3142	0.377136
41	0.006334	0.0537	0.478645
42	-0.033129	-0.2811	0.389718
43	-0.070575	-0.5989	0.275575
44	-0.10705	-0.9083	0.183362
45	-0.133929	-1.1364	0.129773
46	-0.157875	-1.3396	0.092291
47	-0.175327	-1.4877	0.070598
48	-0.188158	-1.5966	0.057371

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.929072	7.8834	0
2	-0.202151	-1.7153	0.045295
3	0.054343	0.4611	0.323051
4	-0.04648	-0.3944	0.347226
5	-0.068563	-0.5818	0.281267
6	0.001517	0.0129	0.494882
7	0.05973	0.5068	0.306913
8	-0.058849	-0.4993	0.309528
9	0.081981	0.6956	0.24445
10	-0.088771	-0.7533	0.226878
11	0.00039	0.0033	0.498685
12	-0.063645	-0.54	0.295415
13	5.9e-05	5e-04	0.4998
14	0.014176	0.1203	0.452296
15	-0.018419	-0.1563	0.438121
16	0.038766	0.3289	0.371578
17	0.037602	0.3191	0.375301
18	-0.002857	-0.0242	0.490363
19	-0.072646	-0.6164	0.26978
20	-0.076534	-0.6494	0.259068
21	-0.027043	-0.2295	0.409578
22	0.069077	0.5861	0.279807
23	-0.029714	-0.2521	0.40083
24	-0.047287	-0.4012	0.344715
25	-0.008282	-0.0703	0.472084
26	0.062729	0.5323	0.298087
27	0.020384	0.173	0.431582
28	0.048102	0.4082	0.342183
29	0.026242	0.2227	0.412212
30	0.068746	0.5833	0.280748
31	0.050371	0.4274	0.335178
32	-0.072067	-0.6115	0.271393
33	0.05831	0.4948	0.311132
34	-0.023529	-0.1997	0.421157
35	-0.028783	-0.2442	0.403872
36	-0.000908	-0.0077	0.496935
37	-0.03111	-0.264	0.396275
38	0.017365	0.1474	0.441634
39	-0.06938	-0.5887	0.278949
40	-0.122363	-1.0383	0.151306
41	-0.034555	-0.2932	0.385104
42	-0.095302	-0.8087	0.210686
43	0.038236	0.3244	0.37327
44	-0.036342	-0.3084	0.379345
45	0.011822	0.1003	0.460187
46	-0.02343	-0.1988	0.421486
47	0.009516	0.0807	0.467933
48	-0.033601	-0.2851	0.388189

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.929072 & 7.8834 & 0 \tabularnewline
2 & -0.202151 & -1.7153 & 0.045295 \tabularnewline
3 & 0.054343 & 0.4611 & 0.323051 \tabularnewline
4 & -0.04648 & -0.3944 & 0.347226 \tabularnewline
5 & -0.068563 & -0.5818 & 0.281267 \tabularnewline
6 & 0.001517 & 0.0129 & 0.494882 \tabularnewline
7 & 0.05973 & 0.5068 & 0.306913 \tabularnewline
8 & -0.058849 & -0.4993 & 0.309528 \tabularnewline
9 & 0.081981 & 0.6956 & 0.24445 \tabularnewline
10 & -0.088771 & -0.7533 & 0.226878 \tabularnewline
11 & 0.00039 & 0.0033 & 0.498685 \tabularnewline
12 & -0.063645 & -0.54 & 0.295415 \tabularnewline
13 & 5.9e-05 & 5e-04 & 0.4998 \tabularnewline
14 & 0.014176 & 0.1203 & 0.452296 \tabularnewline
15 & -0.018419 & -0.1563 & 0.438121 \tabularnewline
16 & 0.038766 & 0.3289 & 0.371578 \tabularnewline
17 & 0.037602 & 0.3191 & 0.375301 \tabularnewline
18 & -0.002857 & -0.0242 & 0.490363 \tabularnewline
19 & -0.072646 & -0.6164 & 0.26978 \tabularnewline
20 & -0.076534 & -0.6494 & 0.259068 \tabularnewline
21 & -0.027043 & -0.2295 & 0.409578 \tabularnewline
22 & 0.069077 & 0.5861 & 0.279807 \tabularnewline
23 & -0.029714 & -0.2521 & 0.40083 \tabularnewline
24 & -0.047287 & -0.4012 & 0.344715 \tabularnewline
25 & -0.008282 & -0.0703 & 0.472084 \tabularnewline
26 & 0.062729 & 0.5323 & 0.298087 \tabularnewline
27 & 0.020384 & 0.173 & 0.431582 \tabularnewline
28 & 0.048102 & 0.4082 & 0.342183 \tabularnewline
29 & 0.026242 & 0.2227 & 0.412212 \tabularnewline
30 & 0.068746 & 0.5833 & 0.280748 \tabularnewline
31 & 0.050371 & 0.4274 & 0.335178 \tabularnewline
32 & -0.072067 & -0.6115 & 0.271393 \tabularnewline
33 & 0.05831 & 0.4948 & 0.311132 \tabularnewline
34 & -0.023529 & -0.1997 & 0.421157 \tabularnewline
35 & -0.028783 & -0.2442 & 0.403872 \tabularnewline
36 & -0.000908 & -0.0077 & 0.496935 \tabularnewline
37 & -0.03111 & -0.264 & 0.396275 \tabularnewline
38 & 0.017365 & 0.1474 & 0.441634 \tabularnewline
39 & -0.06938 & -0.5887 & 0.278949 \tabularnewline
40 & -0.122363 & -1.0383 & 0.151306 \tabularnewline
41 & -0.034555 & -0.2932 & 0.385104 \tabularnewline
42 & -0.095302 & -0.8087 & 0.210686 \tabularnewline
43 & 0.038236 & 0.3244 & 0.37327 \tabularnewline
44 & -0.036342 & -0.3084 & 0.379345 \tabularnewline
45 & 0.011822 & 0.1003 & 0.460187 \tabularnewline
46 & -0.02343 & -0.1988 & 0.421486 \tabularnewline
47 & 0.009516 & 0.0807 & 0.467933 \tabularnewline
48 & -0.033601 & -0.2851 & 0.388189 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29095&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]0.929072[/C][C]7.8834[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.202151[/C][C]-1.7153[/C][C]0.045295[/C][/ROW]
[ROW][C]3[/C][C]0.054343[/C][C]0.4611[/C][C]0.323051[/C][/ROW]
[ROW][C]4[/C][C]-0.04648[/C][C]-0.3944[/C][C]0.347226[/C][/ROW]
[ROW][C]5[/C][C]-0.068563[/C][C]-0.5818[/C][C]0.281267[/C][/ROW]
[ROW][C]6[/C][C]0.001517[/C][C]0.0129[/C][C]0.494882[/C][/ROW]
[ROW][C]7[/C][C]0.05973[/C][C]0.5068[/C][C]0.306913[/C][/ROW]
[ROW][C]8[/C][C]-0.058849[/C][C]-0.4993[/C][C]0.309528[/C][/ROW]
[ROW][C]9[/C][C]0.081981[/C][C]0.6956[/C][C]0.24445[/C][/ROW]
[ROW][C]10[/C][C]-0.088771[/C][C]-0.7533[/C][C]0.226878[/C][/ROW]
[ROW][C]11[/C][C]0.00039[/C][C]0.0033[/C][C]0.498685[/C][/ROW]
[ROW][C]12[/C][C]-0.063645[/C][C]-0.54[/C][C]0.295415[/C][/ROW]
[ROW][C]13[/C][C]5.9e-05[/C][C]5e-04[/C][C]0.4998[/C][/ROW]
[ROW][C]14[/C][C]0.014176[/C][C]0.1203[/C][C]0.452296[/C][/ROW]
[ROW][C]15[/C][C]-0.018419[/C][C]-0.1563[/C][C]0.438121[/C][/ROW]
[ROW][C]16[/C][C]0.038766[/C][C]0.3289[/C][C]0.371578[/C][/ROW]
[ROW][C]17[/C][C]0.037602[/C][C]0.3191[/C][C]0.375301[/C][/ROW]
[ROW][C]18[/C][C]-0.002857[/C][C]-0.0242[/C][C]0.490363[/C][/ROW]
[ROW][C]19[/C][C]-0.072646[/C][C]-0.6164[/C][C]0.26978[/C][/ROW]
[ROW][C]20[/C][C]-0.076534[/C][C]-0.6494[/C][C]0.259068[/C][/ROW]
[ROW][C]21[/C][C]-0.027043[/C][C]-0.2295[/C][C]0.409578[/C][/ROW]
[ROW][C]22[/C][C]0.069077[/C][C]0.5861[/C][C]0.279807[/C][/ROW]
[ROW][C]23[/C][C]-0.029714[/C][C]-0.2521[/C][C]0.40083[/C][/ROW]
[ROW][C]24[/C][C]-0.047287[/C][C]-0.4012[/C][C]0.344715[/C][/ROW]
[ROW][C]25[/C][C]-0.008282[/C][C]-0.0703[/C][C]0.472084[/C][/ROW]
[ROW][C]26[/C][C]0.062729[/C][C]0.5323[/C][C]0.298087[/C][/ROW]
[ROW][C]27[/C][C]0.020384[/C][C]0.173[/C][C]0.431582[/C][/ROW]
[ROW][C]28[/C][C]0.048102[/C][C]0.4082[/C][C]0.342183[/C][/ROW]
[ROW][C]29[/C][C]0.026242[/C][C]0.2227[/C][C]0.412212[/C][/ROW]
[ROW][C]30[/C][C]0.068746[/C][C]0.5833[/C][C]0.280748[/C][/ROW]
[ROW][C]31[/C][C]0.050371[/C][C]0.4274[/C][C]0.335178[/C][/ROW]
[ROW][C]32[/C][C]-0.072067[/C][C]-0.6115[/C][C]0.271393[/C][/ROW]
[ROW][C]33[/C][C]0.05831[/C][C]0.4948[/C][C]0.311132[/C][/ROW]
[ROW][C]34[/C][C]-0.023529[/C][C]-0.1997[/C][C]0.421157[/C][/ROW]
[ROW][C]35[/C][C]-0.028783[/C][C]-0.2442[/C][C]0.403872[/C][/ROW]
[ROW][C]36[/C][C]-0.000908[/C][C]-0.0077[/C][C]0.496935[/C][/ROW]
[ROW][C]37[/C][C]-0.03111[/C][C]-0.264[/C][C]0.396275[/C][/ROW]
[ROW][C]38[/C][C]0.017365[/C][C]0.1474[/C][C]0.441634[/C][/ROW]
[ROW][C]39[/C][C]-0.06938[/C][C]-0.5887[/C][C]0.278949[/C][/ROW]
[ROW][C]40[/C][C]-0.122363[/C][C]-1.0383[/C][C]0.151306[/C][/ROW]
[ROW][C]41[/C][C]-0.034555[/C][C]-0.2932[/C][C]0.385104[/C][/ROW]
[ROW][C]42[/C][C]-0.095302[/C][C]-0.8087[/C][C]0.210686[/C][/ROW]
[ROW][C]43[/C][C]0.038236[/C][C]0.3244[/C][C]0.37327[/C][/ROW]
[ROW][C]44[/C][C]-0.036342[/C][C]-0.3084[/C][C]0.379345[/C][/ROW]
[ROW][C]45[/C][C]0.011822[/C][C]0.1003[/C][C]0.460187[/C][/ROW]
[ROW][C]46[/C][C]-0.02343[/C][C]-0.1988[/C][C]0.421486[/C][/ROW]
[ROW][C]47[/C][C]0.009516[/C][C]0.0807[/C][C]0.467933[/C][/ROW]
[ROW][C]48[/C][C]-0.033601[/C][C]-0.2851[/C][C]0.388189[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29095&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29095&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	0.929072	7.8834	0
2	-0.202151	-1.7153	0.045295
3	0.054343	0.4611	0.323051
4	-0.04648	-0.3944	0.347226
5	-0.068563	-0.5818	0.281267
6	0.001517	0.0129	0.494882
7	0.05973	0.5068	0.306913
8	-0.058849	-0.4993	0.309528
9	0.081981	0.6956	0.24445
10	-0.088771	-0.7533	0.226878
11	0.00039	0.0033	0.498685
12	-0.063645	-0.54	0.295415
13	5.9e-05	5e-04	0.4998
14	0.014176	0.1203	0.452296
15	-0.018419	-0.1563	0.438121
16	0.038766	0.3289	0.371578
17	0.037602	0.3191	0.375301
18	-0.002857	-0.0242	0.490363
19	-0.072646	-0.6164	0.26978
20	-0.076534	-0.6494	0.259068
21	-0.027043	-0.2295	0.409578
22	0.069077	0.5861	0.279807
23	-0.029714	-0.2521	0.40083
24	-0.047287	-0.4012	0.344715
25	-0.008282	-0.0703	0.472084
26	0.062729	0.5323	0.298087
27	0.020384	0.173	0.431582
28	0.048102	0.4082	0.342183
29	0.026242	0.2227	0.412212
30	0.068746	0.5833	0.280748
31	0.050371	0.4274	0.335178
32	-0.072067	-0.6115	0.271393
33	0.05831	0.4948	0.311132
34	-0.023529	-0.1997	0.421157
35	-0.028783	-0.2442	0.403872
36	-0.000908	-0.0077	0.496935
37	-0.03111	-0.264	0.396275
38	0.017365	0.1474	0.441634
39	-0.06938	-0.5887	0.278949
40	-0.122363	-1.0383	0.151306
41	-0.034555	-0.2932	0.385104
42	-0.095302	-0.8087	0.210686
43	0.038236	0.3244	0.37327
44	-0.036342	-0.3084	0.379345
45	0.011822	0.1003	0.460187
46	-0.02343	-0.1988	0.421486
47	0.009516	0.0807	0.467933
48	-0.033601	-0.2851	0.388189

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; 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