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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 06 Dec 2008 02:21:55 -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/06/t1228556944n4l2f3w9r2mvg4c.htm/, Retrieved Fri, 17 May 2024 06:36:59 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29450, Retrieved Fri, 17 May 2024 06:36:59 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

244

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

-       [(Partial) Autocorrelation Function] [Autocorrelatie - ...] [2008-12-06 09:21:55] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-   PD    [(Partial) Autocorrelation Function] [Autocorrelatie (t...] [2008-12-06 15:53:42] [74be16979710d4c4e7c6647856088456] 
-    D    [(Partial) Autocorrelation Function] [Autocorrelatie - ...] [2008-12-06 16:06:16] [74be16979710d4c4e7c6647856088456] 
-   PD    [(Partial) Autocorrelation Function] [Autocorrelatie (t...] [2008-12-06 16:15:46] [74be16979710d4c4e7c6647856088456] 

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Dataseries X:

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Histogram

Boxplots

5,6
5,6
5,6
5,6
5,6
5,67
5,67
5,67
5,67
5,67
5,67
5,67
5,67
5,67
5,82
5,82
5,95
5,95
5,95
5,95
5,95
5,95
6,02
6,02
6,05
6,05
6,05
6,12
6,12
6,12
6,12
6,12
6,12
6,12
6,12
6,17
6,17
6,17
6,17
6,17
6,28
6,27
6,28
6,28
6,27
6,27
6,28
6,59
6,59
6,59
6,59
6,59
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,63
6,79
6,79
6,79

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	4 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 & 4 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=29450&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]4 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=29450&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29450&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	4 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.955677	8.1092	0
2	0.911166	7.7315	0
3	0.864443	7.335	0
4	0.827108	7.0182	0
5	0.789871	6.7023	0
6	0.75422	6.3998	0
7	0.717881	6.0914	0
8	0.678139	5.7542	0
9	0.636676	5.4024	0
10	0.59423	5.0422	2e-06
11	0.551302	4.678	7e-06
12	0.506426	4.2972	2.7e-05
13	0.459594	3.8998	0.000107
14	0.410627	3.4843	0.000422
15	0.370566	3.1444	0.001209
16	0.330436	2.8038	0.003243
17	0.297641	2.5256	0.006876
18	0.263635	2.237	0.014191
19	0.228843	1.9418	0.028037
20	0.193205	1.6394	0.052747
21	0.157718	1.3383	0.092508
22	0.121494	1.0309	0.153017
23	0.084073	0.7134	0.238958
24	0.04558	0.3868	0.350038
25	0.007379	0.0626	0.475124
26	-0.014929	-0.1267	0.449775
27	-0.038406	-0.3259	0.372727
28	-0.05777	-0.4902	0.312744
29	-0.077695	-0.6593	0.255916
30	-0.09935	-0.843	0.201006
31	-0.121025	-1.0269	0.153946
32	-0.147244	-1.2494	0.107782
33	-0.167217	-1.4189	0.080124
34	-0.191764	-1.6272	0.054035
35	-0.217097	-1.8421	0.034787
36	-0.240242	-2.0385	0.022586
37	-0.263829	-2.2387	0.014135
38	-0.28458	-2.4147	0.009144
39	-0.30592	-2.5958	0.005715
40	-0.327191	-2.7763	0.003501
41	-0.341983	-2.9018	0.00246
42	-0.357432	-3.0329	0.001683
43	-0.375528	-3.1865	0.001065
44	-0.393623	-3.34	0.000665
45	-0.412308	-3.4985	0.000403
46	-0.427397	-3.6266	0.000266
47	-0.441896	-3.7496	0.000177
48	-0.439509	-3.7294	0.00019

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.955677 & 8.1092 & 0 \tabularnewline
2 & 0.911166 & 7.7315 & 0 \tabularnewline
3 & 0.864443 & 7.335 & 0 \tabularnewline
4 & 0.827108 & 7.0182 & 0 \tabularnewline
5 & 0.789871 & 6.7023 & 0 \tabularnewline
6 & 0.75422 & 6.3998 & 0 \tabularnewline
7 & 0.717881 & 6.0914 & 0 \tabularnewline
8 & 0.678139 & 5.7542 & 0 \tabularnewline
9 & 0.636676 & 5.4024 & 0 \tabularnewline
10 & 0.59423 & 5.0422 & 2e-06 \tabularnewline
11 & 0.551302 & 4.678 & 7e-06 \tabularnewline
12 & 0.506426 & 4.2972 & 2.7e-05 \tabularnewline
13 & 0.459594 & 3.8998 & 0.000107 \tabularnewline
14 & 0.410627 & 3.4843 & 0.000422 \tabularnewline
15 & 0.370566 & 3.1444 & 0.001209 \tabularnewline
16 & 0.330436 & 2.8038 & 0.003243 \tabularnewline
17 & 0.297641 & 2.5256 & 0.006876 \tabularnewline
18 & 0.263635 & 2.237 & 0.014191 \tabularnewline
19 & 0.228843 & 1.9418 & 0.028037 \tabularnewline
20 & 0.193205 & 1.6394 & 0.052747 \tabularnewline
21 & 0.157718 & 1.3383 & 0.092508 \tabularnewline
22 & 0.121494 & 1.0309 & 0.153017 \tabularnewline
23 & 0.084073 & 0.7134 & 0.238958 \tabularnewline
24 & 0.04558 & 0.3868 & 0.350038 \tabularnewline
25 & 0.007379 & 0.0626 & 0.475124 \tabularnewline
26 & -0.014929 & -0.1267 & 0.449775 \tabularnewline
27 & -0.038406 & -0.3259 & 0.372727 \tabularnewline
28 & -0.05777 & -0.4902 & 0.312744 \tabularnewline
29 & -0.077695 & -0.6593 & 0.255916 \tabularnewline
30 & -0.09935 & -0.843 & 0.201006 \tabularnewline
31 & -0.121025 & -1.0269 & 0.153946 \tabularnewline
32 & -0.147244 & -1.2494 & 0.107782 \tabularnewline
33 & -0.167217 & -1.4189 & 0.080124 \tabularnewline
34 & -0.191764 & -1.6272 & 0.054035 \tabularnewline
35 & -0.217097 & -1.8421 & 0.034787 \tabularnewline
36 & -0.240242 & -2.0385 & 0.022586 \tabularnewline
37 & -0.263829 & -2.2387 & 0.014135 \tabularnewline
38 & -0.28458 & -2.4147 & 0.009144 \tabularnewline
39 & -0.30592 & -2.5958 & 0.005715 \tabularnewline
40 & -0.327191 & -2.7763 & 0.003501 \tabularnewline
41 & -0.341983 & -2.9018 & 0.00246 \tabularnewline
42 & -0.357432 & -3.0329 & 0.001683 \tabularnewline
43 & -0.375528 & -3.1865 & 0.001065 \tabularnewline
44 & -0.393623 & -3.34 & 0.000665 \tabularnewline
45 & -0.412308 & -3.4985 & 0.000403 \tabularnewline
46 & -0.427397 & -3.6266 & 0.000266 \tabularnewline
47 & -0.441896 & -3.7496 & 0.000177 \tabularnewline
48 & -0.439509 & -3.7294 & 0.00019 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29450&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]0.955677[/C][C]8.1092[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.911166[/C][C]7.7315[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.864443[/C][C]7.335[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.827108[/C][C]7.0182[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.789871[/C][C]6.7023[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.75422[/C][C]6.3998[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.717881[/C][C]6.0914[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.678139[/C][C]5.7542[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.636676[/C][C]5.4024[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.59423[/C][C]5.0422[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.551302[/C][C]4.678[/C][C]7e-06[/C][/ROW]
[ROW][C]12[/C][C]0.506426[/C][C]4.2972[/C][C]2.7e-05[/C][/ROW]
[ROW][C]13[/C][C]0.459594[/C][C]3.8998[/C][C]0.000107[/C][/ROW]
[ROW][C]14[/C][C]0.410627[/C][C]3.4843[/C][C]0.000422[/C][/ROW]
[ROW][C]15[/C][C]0.370566[/C][C]3.1444[/C][C]0.001209[/C][/ROW]
[ROW][C]16[/C][C]0.330436[/C][C]2.8038[/C][C]0.003243[/C][/ROW]
[ROW][C]17[/C][C]0.297641[/C][C]2.5256[/C][C]0.006876[/C][/ROW]
[ROW][C]18[/C][C]0.263635[/C][C]2.237[/C][C]0.014191[/C][/ROW]
[ROW][C]19[/C][C]0.228843[/C][C]1.9418[/C][C]0.028037[/C][/ROW]
[ROW][C]20[/C][C]0.193205[/C][C]1.6394[/C][C]0.052747[/C][/ROW]
[ROW][C]21[/C][C]0.157718[/C][C]1.3383[/C][C]0.092508[/C][/ROW]
[ROW][C]22[/C][C]0.121494[/C][C]1.0309[/C][C]0.153017[/C][/ROW]
[ROW][C]23[/C][C]0.084073[/C][C]0.7134[/C][C]0.238958[/C][/ROW]
[ROW][C]24[/C][C]0.04558[/C][C]0.3868[/C][C]0.350038[/C][/ROW]
[ROW][C]25[/C][C]0.007379[/C][C]0.0626[/C][C]0.475124[/C][/ROW]
[ROW][C]26[/C][C]-0.014929[/C][C]-0.1267[/C][C]0.449775[/C][/ROW]
[ROW][C]27[/C][C]-0.038406[/C][C]-0.3259[/C][C]0.372727[/C][/ROW]
[ROW][C]28[/C][C]-0.05777[/C][C]-0.4902[/C][C]0.312744[/C][/ROW]
[ROW][C]29[/C][C]-0.077695[/C][C]-0.6593[/C][C]0.255916[/C][/ROW]
[ROW][C]30[/C][C]-0.09935[/C][C]-0.843[/C][C]0.201006[/C][/ROW]
[ROW][C]31[/C][C]-0.121025[/C][C]-1.0269[/C][C]0.153946[/C][/ROW]
[ROW][C]32[/C][C]-0.147244[/C][C]-1.2494[/C][C]0.107782[/C][/ROW]
[ROW][C]33[/C][C]-0.167217[/C][C]-1.4189[/C][C]0.080124[/C][/ROW]
[ROW][C]34[/C][C]-0.191764[/C][C]-1.6272[/C][C]0.054035[/C][/ROW]
[ROW][C]35[/C][C]-0.217097[/C][C]-1.8421[/C][C]0.034787[/C][/ROW]
[ROW][C]36[/C][C]-0.240242[/C][C]-2.0385[/C][C]0.022586[/C][/ROW]
[ROW][C]37[/C][C]-0.263829[/C][C]-2.2387[/C][C]0.014135[/C][/ROW]
[ROW][C]38[/C][C]-0.28458[/C][C]-2.4147[/C][C]0.009144[/C][/ROW]
[ROW][C]39[/C][C]-0.30592[/C][C]-2.5958[/C][C]0.005715[/C][/ROW]
[ROW][C]40[/C][C]-0.327191[/C][C]-2.7763[/C][C]0.003501[/C][/ROW]
[ROW][C]41[/C][C]-0.341983[/C][C]-2.9018[/C][C]0.00246[/C][/ROW]
[ROW][C]42[/C][C]-0.357432[/C][C]-3.0329[/C][C]0.001683[/C][/ROW]
[ROW][C]43[/C][C]-0.375528[/C][C]-3.1865[/C][C]0.001065[/C][/ROW]
[ROW][C]44[/C][C]-0.393623[/C][C]-3.34[/C][C]0.000665[/C][/ROW]
[ROW][C]45[/C][C]-0.412308[/C][C]-3.4985[/C][C]0.000403[/C][/ROW]
[ROW][C]46[/C][C]-0.427397[/C][C]-3.6266[/C][C]0.000266[/C][/ROW]
[ROW][C]47[/C][C]-0.441896[/C][C]-3.7496[/C][C]0.000177[/C][/ROW]
[ROW][C]48[/C][C]-0.439509[/C][C]-3.7294[/C][C]0.00019[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29450&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29450&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	0.955677	8.1092	0
2	0.911166	7.7315	0
3	0.864443	7.335	0
4	0.827108	7.0182	0
5	0.789871	6.7023	0
6	0.75422	6.3998	0
7	0.717881	6.0914	0
8	0.678139	5.7542	0
9	0.636676	5.4024	0
10	0.59423	5.0422	2e-06
11	0.551302	4.678	7e-06
12	0.506426	4.2972	2.7e-05
13	0.459594	3.8998	0.000107
14	0.410627	3.4843	0.000422
15	0.370566	3.1444	0.001209
16	0.330436	2.8038	0.003243
17	0.297641	2.5256	0.006876
18	0.263635	2.237	0.014191
19	0.228843	1.9418	0.028037
20	0.193205	1.6394	0.052747
21	0.157718	1.3383	0.092508
22	0.121494	1.0309	0.153017
23	0.084073	0.7134	0.238958
24	0.04558	0.3868	0.350038
25	0.007379	0.0626	0.475124
26	-0.014929	-0.1267	0.449775
27	-0.038406	-0.3259	0.372727
28	-0.05777	-0.4902	0.312744
29	-0.077695	-0.6593	0.255916
30	-0.09935	-0.843	0.201006
31	-0.121025	-1.0269	0.153946
32	-0.147244	-1.2494	0.107782
33	-0.167217	-1.4189	0.080124
34	-0.191764	-1.6272	0.054035
35	-0.217097	-1.8421	0.034787
36	-0.240242	-2.0385	0.022586
37	-0.263829	-2.2387	0.014135
38	-0.28458	-2.4147	0.009144
39	-0.30592	-2.5958	0.005715
40	-0.327191	-2.7763	0.003501
41	-0.341983	-2.9018	0.00246
42	-0.357432	-3.0329	0.001683
43	-0.375528	-3.1865	0.001065
44	-0.393623	-3.34	0.000665
45	-0.412308	-3.4985	0.000403
46	-0.427397	-3.6266	0.000266
47	-0.441896	-3.7496	0.000177
48	-0.439509	-3.7294	0.00019

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.955677	8.1092	0
2	-0.02482	-0.2106	0.416896
3	-0.048828	-0.4143	0.339935
4	0.083635	0.7097	0.240102
5	-0.019653	-0.1668	0.434012
6	-0.008104	-0.0688	0.472685
7	-0.017616	-0.1495	0.440798
8	-0.061506	-0.5219	0.301673
9	-0.039896	-0.3385	0.367974
10	-0.03486	-0.2958	0.384118
11	-0.039086	-0.3317	0.370558
12	-0.053665	-0.4554	0.325109
13	-0.055756	-0.4731	0.318786
14	-0.058602	-0.4973	0.310263
15	0.067822	0.5755	0.283377
16	-0.034048	-0.2889	0.386742
17	0.046735	0.3966	0.346432
18	-0.019567	-0.166	0.434299
19	-0.03981	-0.3378	0.368249
20	-0.015169	-0.1287	0.448971
21	-0.025396	-0.2155	0.414998
22	-0.045468	-0.3858	0.350389
23	-0.048655	-0.4129	0.34047
24	-0.054196	-0.4599	0.323497
25	-0.038305	-0.325	0.373051
26	0.148112	1.2568	0.106449
27	-0.053561	-0.4545	0.325426
28	0.006897	0.0585	0.476748
29	0.012545	0.1064	0.457763
30	-0.058908	-0.4998	0.309353
31	0.005908	0.0501	0.480077
32	-0.083349	-0.7072	0.24085
33	0.028231	0.2395	0.405682
34	-0.087412	-0.7417	0.230336
35	-0.065376	-0.5547	0.290398
36	0.001861	0.0158	0.493721
37	-0.060845	-0.5163	0.303617
38	-0.021415	-0.1817	0.42816
39	-0.047206	-0.4006	0.344966
40	-0.012875	-0.1092	0.456656
41	0.042826	0.3634	0.358689
42	-0.004238	-0.036	0.485705
43	-0.073016	-0.6196	0.268752
44	-0.020866	-0.1771	0.429982
45	-0.042216	-0.3582	0.360615
46	-0.019303	-0.1638	0.435178
47	-0.016314	-0.1384	0.445145
48	0.135709	1.1515	0.126662

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.955677 & 8.1092 & 0 \tabularnewline
2 & -0.02482 & -0.2106 & 0.416896 \tabularnewline
3 & -0.048828 & -0.4143 & 0.339935 \tabularnewline
4 & 0.083635 & 0.7097 & 0.240102 \tabularnewline
5 & -0.019653 & -0.1668 & 0.434012 \tabularnewline
6 & -0.008104 & -0.0688 & 0.472685 \tabularnewline
7 & -0.017616 & -0.1495 & 0.440798 \tabularnewline
8 & -0.061506 & -0.5219 & 0.301673 \tabularnewline
9 & -0.039896 & -0.3385 & 0.367974 \tabularnewline
10 & -0.03486 & -0.2958 & 0.384118 \tabularnewline
11 & -0.039086 & -0.3317 & 0.370558 \tabularnewline
12 & -0.053665 & -0.4554 & 0.325109 \tabularnewline
13 & -0.055756 & -0.4731 & 0.318786 \tabularnewline
14 & -0.058602 & -0.4973 & 0.310263 \tabularnewline
15 & 0.067822 & 0.5755 & 0.283377 \tabularnewline
16 & -0.034048 & -0.2889 & 0.386742 \tabularnewline
17 & 0.046735 & 0.3966 & 0.346432 \tabularnewline
18 & -0.019567 & -0.166 & 0.434299 \tabularnewline
19 & -0.03981 & -0.3378 & 0.368249 \tabularnewline
20 & -0.015169 & -0.1287 & 0.448971 \tabularnewline
21 & -0.025396 & -0.2155 & 0.414998 \tabularnewline
22 & -0.045468 & -0.3858 & 0.350389 \tabularnewline
23 & -0.048655 & -0.4129 & 0.34047 \tabularnewline
24 & -0.054196 & -0.4599 & 0.323497 \tabularnewline
25 & -0.038305 & -0.325 & 0.373051 \tabularnewline
26 & 0.148112 & 1.2568 & 0.106449 \tabularnewline
27 & -0.053561 & -0.4545 & 0.325426 \tabularnewline
28 & 0.006897 & 0.0585 & 0.476748 \tabularnewline
29 & 0.012545 & 0.1064 & 0.457763 \tabularnewline
30 & -0.058908 & -0.4998 & 0.309353 \tabularnewline
31 & 0.005908 & 0.0501 & 0.480077 \tabularnewline
32 & -0.083349 & -0.7072 & 0.24085 \tabularnewline
33 & 0.028231 & 0.2395 & 0.405682 \tabularnewline
34 & -0.087412 & -0.7417 & 0.230336 \tabularnewline
35 & -0.065376 & -0.5547 & 0.290398 \tabularnewline
36 & 0.001861 & 0.0158 & 0.493721 \tabularnewline
37 & -0.060845 & -0.5163 & 0.303617 \tabularnewline
38 & -0.021415 & -0.1817 & 0.42816 \tabularnewline
39 & -0.047206 & -0.4006 & 0.344966 \tabularnewline
40 & -0.012875 & -0.1092 & 0.456656 \tabularnewline
41 & 0.042826 & 0.3634 & 0.358689 \tabularnewline
42 & -0.004238 & -0.036 & 0.485705 \tabularnewline
43 & -0.073016 & -0.6196 & 0.268752 \tabularnewline
44 & -0.020866 & -0.1771 & 0.429982 \tabularnewline
45 & -0.042216 & -0.3582 & 0.360615 \tabularnewline
46 & -0.019303 & -0.1638 & 0.435178 \tabularnewline
47 & -0.016314 & -0.1384 & 0.445145 \tabularnewline
48 & 0.135709 & 1.1515 & 0.126662 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29450&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]0.955677[/C][C]8.1092[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.02482[/C][C]-0.2106[/C][C]0.416896[/C][/ROW]
[ROW][C]3[/C][C]-0.048828[/C][C]-0.4143[/C][C]0.339935[/C][/ROW]
[ROW][C]4[/C][C]0.083635[/C][C]0.7097[/C][C]0.240102[/C][/ROW]
[ROW][C]5[/C][C]-0.019653[/C][C]-0.1668[/C][C]0.434012[/C][/ROW]
[ROW][C]6[/C][C]-0.008104[/C][C]-0.0688[/C][C]0.472685[/C][/ROW]
[ROW][C]7[/C][C]-0.017616[/C][C]-0.1495[/C][C]0.440798[/C][/ROW]
[ROW][C]8[/C][C]-0.061506[/C][C]-0.5219[/C][C]0.301673[/C][/ROW]
[ROW][C]9[/C][C]-0.039896[/C][C]-0.3385[/C][C]0.367974[/C][/ROW]
[ROW][C]10[/C][C]-0.03486[/C][C]-0.2958[/C][C]0.384118[/C][/ROW]
[ROW][C]11[/C][C]-0.039086[/C][C]-0.3317[/C][C]0.370558[/C][/ROW]
[ROW][C]12[/C][C]-0.053665[/C][C]-0.4554[/C][C]0.325109[/C][/ROW]
[ROW][C]13[/C][C]-0.055756[/C][C]-0.4731[/C][C]0.318786[/C][/ROW]
[ROW][C]14[/C][C]-0.058602[/C][C]-0.4973[/C][C]0.310263[/C][/ROW]
[ROW][C]15[/C][C]0.067822[/C][C]0.5755[/C][C]0.283377[/C][/ROW]
[ROW][C]16[/C][C]-0.034048[/C][C]-0.2889[/C][C]0.386742[/C][/ROW]
[ROW][C]17[/C][C]0.046735[/C][C]0.3966[/C][C]0.346432[/C][/ROW]
[ROW][C]18[/C][C]-0.019567[/C][C]-0.166[/C][C]0.434299[/C][/ROW]
[ROW][C]19[/C][C]-0.03981[/C][C]-0.3378[/C][C]0.368249[/C][/ROW]
[ROW][C]20[/C][C]-0.015169[/C][C]-0.1287[/C][C]0.448971[/C][/ROW]
[ROW][C]21[/C][C]-0.025396[/C][C]-0.2155[/C][C]0.414998[/C][/ROW]
[ROW][C]22[/C][C]-0.045468[/C][C]-0.3858[/C][C]0.350389[/C][/ROW]
[ROW][C]23[/C][C]-0.048655[/C][C]-0.4129[/C][C]0.34047[/C][/ROW]
[ROW][C]24[/C][C]-0.054196[/C][C]-0.4599[/C][C]0.323497[/C][/ROW]
[ROW][C]25[/C][C]-0.038305[/C][C]-0.325[/C][C]0.373051[/C][/ROW]
[ROW][C]26[/C][C]0.148112[/C][C]1.2568[/C][C]0.106449[/C][/ROW]
[ROW][C]27[/C][C]-0.053561[/C][C]-0.4545[/C][C]0.325426[/C][/ROW]
[ROW][C]28[/C][C]0.006897[/C][C]0.0585[/C][C]0.476748[/C][/ROW]
[ROW][C]29[/C][C]0.012545[/C][C]0.1064[/C][C]0.457763[/C][/ROW]
[ROW][C]30[/C][C]-0.058908[/C][C]-0.4998[/C][C]0.309353[/C][/ROW]
[ROW][C]31[/C][C]0.005908[/C][C]0.0501[/C][C]0.480077[/C][/ROW]
[ROW][C]32[/C][C]-0.083349[/C][C]-0.7072[/C][C]0.24085[/C][/ROW]
[ROW][C]33[/C][C]0.028231[/C][C]0.2395[/C][C]0.405682[/C][/ROW]
[ROW][C]34[/C][C]-0.087412[/C][C]-0.7417[/C][C]0.230336[/C][/ROW]
[ROW][C]35[/C][C]-0.065376[/C][C]-0.5547[/C][C]0.290398[/C][/ROW]
[ROW][C]36[/C][C]0.001861[/C][C]0.0158[/C][C]0.493721[/C][/ROW]
[ROW][C]37[/C][C]-0.060845[/C][C]-0.5163[/C][C]0.303617[/C][/ROW]
[ROW][C]38[/C][C]-0.021415[/C][C]-0.1817[/C][C]0.42816[/C][/ROW]
[ROW][C]39[/C][C]-0.047206[/C][C]-0.4006[/C][C]0.344966[/C][/ROW]
[ROW][C]40[/C][C]-0.012875[/C][C]-0.1092[/C][C]0.456656[/C][/ROW]
[ROW][C]41[/C][C]0.042826[/C][C]0.3634[/C][C]0.358689[/C][/ROW]
[ROW][C]42[/C][C]-0.004238[/C][C]-0.036[/C][C]0.485705[/C][/ROW]
[ROW][C]43[/C][C]-0.073016[/C][C]-0.6196[/C][C]0.268752[/C][/ROW]
[ROW][C]44[/C][C]-0.020866[/C][C]-0.1771[/C][C]0.429982[/C][/ROW]
[ROW][C]45[/C][C]-0.042216[/C][C]-0.3582[/C][C]0.360615[/C][/ROW]
[ROW][C]46[/C][C]-0.019303[/C][C]-0.1638[/C][C]0.435178[/C][/ROW]
[ROW][C]47[/C][C]-0.016314[/C][C]-0.1384[/C][C]0.445145[/C][/ROW]
[ROW][C]48[/C][C]0.135709[/C][C]1.1515[/C][C]0.126662[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29450&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29450&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	0.955677	8.1092	0
2	-0.02482	-0.2106	0.416896
3	-0.048828	-0.4143	0.339935
4	0.083635	0.7097	0.240102
5	-0.019653	-0.1668	0.434012
6	-0.008104	-0.0688	0.472685
7	-0.017616	-0.1495	0.440798
8	-0.061506	-0.5219	0.301673
9	-0.039896	-0.3385	0.367974
10	-0.03486	-0.2958	0.384118
11	-0.039086	-0.3317	0.370558
12	-0.053665	-0.4554	0.325109
13	-0.055756	-0.4731	0.318786
14	-0.058602	-0.4973	0.310263
15	0.067822	0.5755	0.283377
16	-0.034048	-0.2889	0.386742
17	0.046735	0.3966	0.346432
18	-0.019567	-0.166	0.434299
19	-0.03981	-0.3378	0.368249
20	-0.015169	-0.1287	0.448971
21	-0.025396	-0.2155	0.414998
22	-0.045468	-0.3858	0.350389
23	-0.048655	-0.4129	0.34047
24	-0.054196	-0.4599	0.323497
25	-0.038305	-0.325	0.373051
26	0.148112	1.2568	0.106449
27	-0.053561	-0.4545	0.325426
28	0.006897	0.0585	0.476748
29	0.012545	0.1064	0.457763
30	-0.058908	-0.4998	0.309353
31	0.005908	0.0501	0.480077
32	-0.083349	-0.7072	0.24085
33	0.028231	0.2395	0.405682
34	-0.087412	-0.7417	0.230336
35	-0.065376	-0.5547	0.290398
36	0.001861	0.0158	0.493721
37	-0.060845	-0.5163	0.303617
38	-0.021415	-0.1817	0.42816
39	-0.047206	-0.4006	0.344966
40	-0.012875	-0.1092	0.456656
41	0.042826	0.3634	0.358689
42	-0.004238	-0.036	0.485705
43	-0.073016	-0.6196	0.268752
44	-0.020866	-0.1771	0.429982
45	-0.042216	-0.3582	0.360615
46	-0.019303	-0.1638	0.435178
47	-0.016314	-0.1384	0.445145
48	0.135709	1.1515	0.126662

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