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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 08 Dec 2008 13:20:59 -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/08/t1228767772o2kw745ftj57hir.htm/, Retrieved Thu, 16 May 2024 15:34:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30946, Retrieved Thu, 16 May 2024 15:34:50 +0000

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155

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-       [(Partial) Autocorrelation Function] [Opgave 6bis oefen...] [2008-12-08 20:20:59] [c434db3e06036413789480a9f3c4e100] [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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30946&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30946&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30946&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.937192	9.1826	0
2	0.864089	8.4663	0
3	0.782139	7.6634	0
4	0.69416	6.8013	0
5	0.622118	6.0955	0
6	0.550888	5.3976	0
7	0.493539	4.8357	3e-06
8	0.444412	4.3543	1.7e-05
9	0.401114	3.9301	8e-05
10	0.37834	3.707	0.000175
11	0.354384	3.4722	0.000388
12	0.311521	3.0523	0.001469
13	0.261233	2.5596	0.006021
14	0.207804	2.0361	0.02225
15	0.14109	1.3824	0.085029
16	0.089488	0.8768	0.191391
17	0.043519	0.4264	0.335387
18	-0.00308	-0.0302	0.487992
19	-0.038924	-0.3814	0.351883
20	-0.071881	-0.7043	0.241478
21	-0.089439	-0.8763	0.191522
22	-0.098744	-0.9675	0.167866
23	-0.108985	-1.0678	0.144138
24	-0.112597	-1.1032	0.136345
25	-0.118251	-1.1586	0.124743
26	-0.130269	-1.2764	0.102451
27	-0.131391	-1.2874	0.100531
28	-0.131117	-1.2847	0.100998
29	-0.12498	-1.2245	0.111871
30	-0.104175	-1.0207	0.15498
31	-0.086257	-0.8451	0.200067
32	-0.071794	-0.7034	0.241745
33	-0.053965	-0.5287	0.299102
34	-0.040662	-0.3984	0.345609
35	-0.02515	-0.2464	0.402942
36	-0.013509	-0.1324	0.447487
37	-0.008545	-0.0837	0.466723
38	-0.003809	-0.0373	0.485155
39	-0.005669	-0.0555	0.47791
40	-0.003905	-0.0383	0.48478
41	0.011409	0.1118	0.455615
42	0.014154	0.1387	0.444996
43	0.010881	0.1066	0.45766
44	0.015065	0.1476	0.441482
45	0.025312	0.248	0.40233
46	0.048332	0.4736	0.318447
47	0.071518	0.7007	0.242584
48	0.092048	0.9019	0.184689

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.937192 & 9.1826 & 0 \tabularnewline
2 & 0.864089 & 8.4663 & 0 \tabularnewline
3 & 0.782139 & 7.6634 & 0 \tabularnewline
4 & 0.69416 & 6.8013 & 0 \tabularnewline
5 & 0.622118 & 6.0955 & 0 \tabularnewline
6 & 0.550888 & 5.3976 & 0 \tabularnewline
7 & 0.493539 & 4.8357 & 3e-06 \tabularnewline
8 & 0.444412 & 4.3543 & 1.7e-05 \tabularnewline
9 & 0.401114 & 3.9301 & 8e-05 \tabularnewline
10 & 0.37834 & 3.707 & 0.000175 \tabularnewline
11 & 0.354384 & 3.4722 & 0.000388 \tabularnewline
12 & 0.311521 & 3.0523 & 0.001469 \tabularnewline
13 & 0.261233 & 2.5596 & 0.006021 \tabularnewline
14 & 0.207804 & 2.0361 & 0.02225 \tabularnewline
15 & 0.14109 & 1.3824 & 0.085029 \tabularnewline
16 & 0.089488 & 0.8768 & 0.191391 \tabularnewline
17 & 0.043519 & 0.4264 & 0.335387 \tabularnewline
18 & -0.00308 & -0.0302 & 0.487992 \tabularnewline
19 & -0.038924 & -0.3814 & 0.351883 \tabularnewline
20 & -0.071881 & -0.7043 & 0.241478 \tabularnewline
21 & -0.089439 & -0.8763 & 0.191522 \tabularnewline
22 & -0.098744 & -0.9675 & 0.167866 \tabularnewline
23 & -0.108985 & -1.0678 & 0.144138 \tabularnewline
24 & -0.112597 & -1.1032 & 0.136345 \tabularnewline
25 & -0.118251 & -1.1586 & 0.124743 \tabularnewline
26 & -0.130269 & -1.2764 & 0.102451 \tabularnewline
27 & -0.131391 & -1.2874 & 0.100531 \tabularnewline
28 & -0.131117 & -1.2847 & 0.100998 \tabularnewline
29 & -0.12498 & -1.2245 & 0.111871 \tabularnewline
30 & -0.104175 & -1.0207 & 0.15498 \tabularnewline
31 & -0.086257 & -0.8451 & 0.200067 \tabularnewline
32 & -0.071794 & -0.7034 & 0.241745 \tabularnewline
33 & -0.053965 & -0.5287 & 0.299102 \tabularnewline
34 & -0.040662 & -0.3984 & 0.345609 \tabularnewline
35 & -0.02515 & -0.2464 & 0.402942 \tabularnewline
36 & -0.013509 & -0.1324 & 0.447487 \tabularnewline
37 & -0.008545 & -0.0837 & 0.466723 \tabularnewline
38 & -0.003809 & -0.0373 & 0.485155 \tabularnewline
39 & -0.005669 & -0.0555 & 0.47791 \tabularnewline
40 & -0.003905 & -0.0383 & 0.48478 \tabularnewline
41 & 0.011409 & 0.1118 & 0.455615 \tabularnewline
42 & 0.014154 & 0.1387 & 0.444996 \tabularnewline
43 & 0.010881 & 0.1066 & 0.45766 \tabularnewline
44 & 0.015065 & 0.1476 & 0.441482 \tabularnewline
45 & 0.025312 & 0.248 & 0.40233 \tabularnewline
46 & 0.048332 & 0.4736 & 0.318447 \tabularnewline
47 & 0.071518 & 0.7007 & 0.242584 \tabularnewline
48 & 0.092048 & 0.9019 & 0.184689 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30946&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]0.937192[/C][C]9.1826[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.864089[/C][C]8.4663[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.782139[/C][C]7.6634[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.69416[/C][C]6.8013[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.622118[/C][C]6.0955[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.550888[/C][C]5.3976[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.493539[/C][C]4.8357[/C][C]3e-06[/C][/ROW]
[ROW][C]8[/C][C]0.444412[/C][C]4.3543[/C][C]1.7e-05[/C][/ROW]
[ROW][C]9[/C][C]0.401114[/C][C]3.9301[/C][C]8e-05[/C][/ROW]
[ROW][C]10[/C][C]0.37834[/C][C]3.707[/C][C]0.000175[/C][/ROW]
[ROW][C]11[/C][C]0.354384[/C][C]3.4722[/C][C]0.000388[/C][/ROW]
[ROW][C]12[/C][C]0.311521[/C][C]3.0523[/C][C]0.001469[/C][/ROW]
[ROW][C]13[/C][C]0.261233[/C][C]2.5596[/C][C]0.006021[/C][/ROW]
[ROW][C]14[/C][C]0.207804[/C][C]2.0361[/C][C]0.02225[/C][/ROW]
[ROW][C]15[/C][C]0.14109[/C][C]1.3824[/C][C]0.085029[/C][/ROW]
[ROW][C]16[/C][C]0.089488[/C][C]0.8768[/C][C]0.191391[/C][/ROW]
[ROW][C]17[/C][C]0.043519[/C][C]0.4264[/C][C]0.335387[/C][/ROW]
[ROW][C]18[/C][C]-0.00308[/C][C]-0.0302[/C][C]0.487992[/C][/ROW]
[ROW][C]19[/C][C]-0.038924[/C][C]-0.3814[/C][C]0.351883[/C][/ROW]
[ROW][C]20[/C][C]-0.071881[/C][C]-0.7043[/C][C]0.241478[/C][/ROW]
[ROW][C]21[/C][C]-0.089439[/C][C]-0.8763[/C][C]0.191522[/C][/ROW]
[ROW][C]22[/C][C]-0.098744[/C][C]-0.9675[/C][C]0.167866[/C][/ROW]
[ROW][C]23[/C][C]-0.108985[/C][C]-1.0678[/C][C]0.144138[/C][/ROW]
[ROW][C]24[/C][C]-0.112597[/C][C]-1.1032[/C][C]0.136345[/C][/ROW]
[ROW][C]25[/C][C]-0.118251[/C][C]-1.1586[/C][C]0.124743[/C][/ROW]
[ROW][C]26[/C][C]-0.130269[/C][C]-1.2764[/C][C]0.102451[/C][/ROW]
[ROW][C]27[/C][C]-0.131391[/C][C]-1.2874[/C][C]0.100531[/C][/ROW]
[ROW][C]28[/C][C]-0.131117[/C][C]-1.2847[/C][C]0.100998[/C][/ROW]
[ROW][C]29[/C][C]-0.12498[/C][C]-1.2245[/C][C]0.111871[/C][/ROW]
[ROW][C]30[/C][C]-0.104175[/C][C]-1.0207[/C][C]0.15498[/C][/ROW]
[ROW][C]31[/C][C]-0.086257[/C][C]-0.8451[/C][C]0.200067[/C][/ROW]
[ROW][C]32[/C][C]-0.071794[/C][C]-0.7034[/C][C]0.241745[/C][/ROW]
[ROW][C]33[/C][C]-0.053965[/C][C]-0.5287[/C][C]0.299102[/C][/ROW]
[ROW][C]34[/C][C]-0.040662[/C][C]-0.3984[/C][C]0.345609[/C][/ROW]
[ROW][C]35[/C][C]-0.02515[/C][C]-0.2464[/C][C]0.402942[/C][/ROW]
[ROW][C]36[/C][C]-0.013509[/C][C]-0.1324[/C][C]0.447487[/C][/ROW]
[ROW][C]37[/C][C]-0.008545[/C][C]-0.0837[/C][C]0.466723[/C][/ROW]
[ROW][C]38[/C][C]-0.003809[/C][C]-0.0373[/C][C]0.485155[/C][/ROW]
[ROW][C]39[/C][C]-0.005669[/C][C]-0.0555[/C][C]0.47791[/C][/ROW]
[ROW][C]40[/C][C]-0.003905[/C][C]-0.0383[/C][C]0.48478[/C][/ROW]
[ROW][C]41[/C][C]0.011409[/C][C]0.1118[/C][C]0.455615[/C][/ROW]
[ROW][C]42[/C][C]0.014154[/C][C]0.1387[/C][C]0.444996[/C][/ROW]
[ROW][C]43[/C][C]0.010881[/C][C]0.1066[/C][C]0.45766[/C][/ROW]
[ROW][C]44[/C][C]0.015065[/C][C]0.1476[/C][C]0.441482[/C][/ROW]
[ROW][C]45[/C][C]0.025312[/C][C]0.248[/C][C]0.40233[/C][/ROW]
[ROW][C]46[/C][C]0.048332[/C][C]0.4736[/C][C]0.318447[/C][/ROW]
[ROW][C]47[/C][C]0.071518[/C][C]0.7007[/C][C]0.242584[/C][/ROW]
[ROW][C]48[/C][C]0.092048[/C][C]0.9019[/C][C]0.184689[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30946&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30946&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	0.937192	9.1826	0
2	0.864089	8.4663	0
3	0.782139	7.6634	0
4	0.69416	6.8013	0
5	0.622118	6.0955	0
6	0.550888	5.3976	0
7	0.493539	4.8357	3e-06
8	0.444412	4.3543	1.7e-05
9	0.401114	3.9301	8e-05
10	0.37834	3.707	0.000175
11	0.354384	3.4722	0.000388
12	0.311521	3.0523	0.001469
13	0.261233	2.5596	0.006021
14	0.207804	2.0361	0.02225
15	0.14109	1.3824	0.085029
16	0.089488	0.8768	0.191391
17	0.043519	0.4264	0.335387
18	-0.00308	-0.0302	0.487992
19	-0.038924	-0.3814	0.351883
20	-0.071881	-0.7043	0.241478
21	-0.089439	-0.8763	0.191522
22	-0.098744	-0.9675	0.167866
23	-0.108985	-1.0678	0.144138
24	-0.112597	-1.1032	0.136345
25	-0.118251	-1.1586	0.124743
26	-0.130269	-1.2764	0.102451
27	-0.131391	-1.2874	0.100531
28	-0.131117	-1.2847	0.100998
29	-0.12498	-1.2245	0.111871
30	-0.104175	-1.0207	0.15498
31	-0.086257	-0.8451	0.200067
32	-0.071794	-0.7034	0.241745
33	-0.053965	-0.5287	0.299102
34	-0.040662	-0.3984	0.345609
35	-0.02515	-0.2464	0.402942
36	-0.013509	-0.1324	0.447487
37	-0.008545	-0.0837	0.466723
38	-0.003809	-0.0373	0.485155
39	-0.005669	-0.0555	0.47791
40	-0.003905	-0.0383	0.48478
41	0.011409	0.1118	0.455615
42	0.014154	0.1387	0.444996
43	0.010881	0.1066	0.45766
44	0.015065	0.1476	0.441482
45	0.025312	0.248	0.40233
46	0.048332	0.4736	0.318447
47	0.071518	0.7007	0.242584
48	0.092048	0.9019	0.184689

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.937192	9.1826	0
2	-0.117038	-1.1467	0.12717
3	-0.106424	-1.0427	0.149845
4	-0.086836	-0.8508	0.198494
5	0.093282	0.914	0.181511
6	-0.05128	-0.5024	0.308256
7	0.056753	0.5561	0.289732
8	0.000792	0.0078	0.496914
9	0.00919	0.09	0.46422
10	0.11543	1.131	0.130442
11	-0.043491	-0.4261	0.335487
12	-0.201341	-1.9727	0.025701
13	-0.074563	-0.7306	0.233413
14	0.011588	0.1135	0.45492
15	-0.136593	-1.3383	0.091975
16	0.095029	0.9311	0.177072
17	0.005079	0.0498	0.480205
18	-0.08404	-0.8234	0.206155
19	0.018454	0.1808	0.428449
20	-0.006815	-0.0668	0.473452
21	0.010379	0.1017	0.459608
22	0.017683	0.1733	0.431409
23	-0.005945	-0.0582	0.476836
24	-0.004496	-0.044	0.482479
25	0.026928	0.2638	0.396236
26	-0.034732	-0.3403	0.367187
27	0.048683	0.477	0.317224
28	0.005808	0.0569	0.477369
29	0.055036	0.5392	0.295486
30	0.09284	0.9096	0.182644
31	-0.022736	-0.2228	0.412096
32	-0.073544	-0.7206	0.236458
33	0.02514	0.2463	0.402978
34	-0.005094	-0.0499	0.480148
35	-0.009723	-0.0953	0.462149
36	0.011806	0.1157	0.454077
37	-0.019966	-0.1956	0.42266
38	-0.024272	-0.2378	0.406267
39	-0.012789	-0.1253	0.45027
40	0.021364	0.2093	0.417319
41	0.04494	0.4403	0.330349
42	-0.102616	-1.0054	0.158609
43	-0.061664	-0.6042	0.273574
44	0.078684	0.7709	0.221316
45	0.121079	1.1863	0.11921
46	0.082648	0.8098	0.210034
47	-0.021397	-0.2096	0.417195
48	-0.007459	-0.0731	0.470944

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.937192 & 9.1826 & 0 \tabularnewline
2 & -0.117038 & -1.1467 & 0.12717 \tabularnewline
3 & -0.106424 & -1.0427 & 0.149845 \tabularnewline
4 & -0.086836 & -0.8508 & 0.198494 \tabularnewline
5 & 0.093282 & 0.914 & 0.181511 \tabularnewline
6 & -0.05128 & -0.5024 & 0.308256 \tabularnewline
7 & 0.056753 & 0.5561 & 0.289732 \tabularnewline
8 & 0.000792 & 0.0078 & 0.496914 \tabularnewline
9 & 0.00919 & 0.09 & 0.46422 \tabularnewline
10 & 0.11543 & 1.131 & 0.130442 \tabularnewline
11 & -0.043491 & -0.4261 & 0.335487 \tabularnewline
12 & -0.201341 & -1.9727 & 0.025701 \tabularnewline
13 & -0.074563 & -0.7306 & 0.233413 \tabularnewline
14 & 0.011588 & 0.1135 & 0.45492 \tabularnewline
15 & -0.136593 & -1.3383 & 0.091975 \tabularnewline
16 & 0.095029 & 0.9311 & 0.177072 \tabularnewline
17 & 0.005079 & 0.0498 & 0.480205 \tabularnewline
18 & -0.08404 & -0.8234 & 0.206155 \tabularnewline
19 & 0.018454 & 0.1808 & 0.428449 \tabularnewline
20 & -0.006815 & -0.0668 & 0.473452 \tabularnewline
21 & 0.010379 & 0.1017 & 0.459608 \tabularnewline
22 & 0.017683 & 0.1733 & 0.431409 \tabularnewline
23 & -0.005945 & -0.0582 & 0.476836 \tabularnewline
24 & -0.004496 & -0.044 & 0.482479 \tabularnewline
25 & 0.026928 & 0.2638 & 0.396236 \tabularnewline
26 & -0.034732 & -0.3403 & 0.367187 \tabularnewline
27 & 0.048683 & 0.477 & 0.317224 \tabularnewline
28 & 0.005808 & 0.0569 & 0.477369 \tabularnewline
29 & 0.055036 & 0.5392 & 0.295486 \tabularnewline
30 & 0.09284 & 0.9096 & 0.182644 \tabularnewline
31 & -0.022736 & -0.2228 & 0.412096 \tabularnewline
32 & -0.073544 & -0.7206 & 0.236458 \tabularnewline
33 & 0.02514 & 0.2463 & 0.402978 \tabularnewline
34 & -0.005094 & -0.0499 & 0.480148 \tabularnewline
35 & -0.009723 & -0.0953 & 0.462149 \tabularnewline
36 & 0.011806 & 0.1157 & 0.454077 \tabularnewline
37 & -0.019966 & -0.1956 & 0.42266 \tabularnewline
38 & -0.024272 & -0.2378 & 0.406267 \tabularnewline
39 & -0.012789 & -0.1253 & 0.45027 \tabularnewline
40 & 0.021364 & 0.2093 & 0.417319 \tabularnewline
41 & 0.04494 & 0.4403 & 0.330349 \tabularnewline
42 & -0.102616 & -1.0054 & 0.158609 \tabularnewline
43 & -0.061664 & -0.6042 & 0.273574 \tabularnewline
44 & 0.078684 & 0.7709 & 0.221316 \tabularnewline
45 & 0.121079 & 1.1863 & 0.11921 \tabularnewline
46 & 0.082648 & 0.8098 & 0.210034 \tabularnewline
47 & -0.021397 & -0.2096 & 0.417195 \tabularnewline
48 & -0.007459 & -0.0731 & 0.470944 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30946&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]0.937192[/C][C]9.1826[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.117038[/C][C]-1.1467[/C][C]0.12717[/C][/ROW]
[ROW][C]3[/C][C]-0.106424[/C][C]-1.0427[/C][C]0.149845[/C][/ROW]
[ROW][C]4[/C][C]-0.086836[/C][C]-0.8508[/C][C]0.198494[/C][/ROW]
[ROW][C]5[/C][C]0.093282[/C][C]0.914[/C][C]0.181511[/C][/ROW]
[ROW][C]6[/C][C]-0.05128[/C][C]-0.5024[/C][C]0.308256[/C][/ROW]
[ROW][C]7[/C][C]0.056753[/C][C]0.5561[/C][C]0.289732[/C][/ROW]
[ROW][C]8[/C][C]0.000792[/C][C]0.0078[/C][C]0.496914[/C][/ROW]
[ROW][C]9[/C][C]0.00919[/C][C]0.09[/C][C]0.46422[/C][/ROW]
[ROW][C]10[/C][C]0.11543[/C][C]1.131[/C][C]0.130442[/C][/ROW]
[ROW][C]11[/C][C]-0.043491[/C][C]-0.4261[/C][C]0.335487[/C][/ROW]
[ROW][C]12[/C][C]-0.201341[/C][C]-1.9727[/C][C]0.025701[/C][/ROW]
[ROW][C]13[/C][C]-0.074563[/C][C]-0.7306[/C][C]0.233413[/C][/ROW]
[ROW][C]14[/C][C]0.011588[/C][C]0.1135[/C][C]0.45492[/C][/ROW]
[ROW][C]15[/C][C]-0.136593[/C][C]-1.3383[/C][C]0.091975[/C][/ROW]
[ROW][C]16[/C][C]0.095029[/C][C]0.9311[/C][C]0.177072[/C][/ROW]
[ROW][C]17[/C][C]0.005079[/C][C]0.0498[/C][C]0.480205[/C][/ROW]
[ROW][C]18[/C][C]-0.08404[/C][C]-0.8234[/C][C]0.206155[/C][/ROW]
[ROW][C]19[/C][C]0.018454[/C][C]0.1808[/C][C]0.428449[/C][/ROW]
[ROW][C]20[/C][C]-0.006815[/C][C]-0.0668[/C][C]0.473452[/C][/ROW]
[ROW][C]21[/C][C]0.010379[/C][C]0.1017[/C][C]0.459608[/C][/ROW]
[ROW][C]22[/C][C]0.017683[/C][C]0.1733[/C][C]0.431409[/C][/ROW]
[ROW][C]23[/C][C]-0.005945[/C][C]-0.0582[/C][C]0.476836[/C][/ROW]
[ROW][C]24[/C][C]-0.004496[/C][C]-0.044[/C][C]0.482479[/C][/ROW]
[ROW][C]25[/C][C]0.026928[/C][C]0.2638[/C][C]0.396236[/C][/ROW]
[ROW][C]26[/C][C]-0.034732[/C][C]-0.3403[/C][C]0.367187[/C][/ROW]
[ROW][C]27[/C][C]0.048683[/C][C]0.477[/C][C]0.317224[/C][/ROW]
[ROW][C]28[/C][C]0.005808[/C][C]0.0569[/C][C]0.477369[/C][/ROW]
[ROW][C]29[/C][C]0.055036[/C][C]0.5392[/C][C]0.295486[/C][/ROW]
[ROW][C]30[/C][C]0.09284[/C][C]0.9096[/C][C]0.182644[/C][/ROW]
[ROW][C]31[/C][C]-0.022736[/C][C]-0.2228[/C][C]0.412096[/C][/ROW]
[ROW][C]32[/C][C]-0.073544[/C][C]-0.7206[/C][C]0.236458[/C][/ROW]
[ROW][C]33[/C][C]0.02514[/C][C]0.2463[/C][C]0.402978[/C][/ROW]
[ROW][C]34[/C][C]-0.005094[/C][C]-0.0499[/C][C]0.480148[/C][/ROW]
[ROW][C]35[/C][C]-0.009723[/C][C]-0.0953[/C][C]0.462149[/C][/ROW]
[ROW][C]36[/C][C]0.011806[/C][C]0.1157[/C][C]0.454077[/C][/ROW]
[ROW][C]37[/C][C]-0.019966[/C][C]-0.1956[/C][C]0.42266[/C][/ROW]
[ROW][C]38[/C][C]-0.024272[/C][C]-0.2378[/C][C]0.406267[/C][/ROW]
[ROW][C]39[/C][C]-0.012789[/C][C]-0.1253[/C][C]0.45027[/C][/ROW]
[ROW][C]40[/C][C]0.021364[/C][C]0.2093[/C][C]0.417319[/C][/ROW]
[ROW][C]41[/C][C]0.04494[/C][C]0.4403[/C][C]0.330349[/C][/ROW]
[ROW][C]42[/C][C]-0.102616[/C][C]-1.0054[/C][C]0.158609[/C][/ROW]
[ROW][C]43[/C][C]-0.061664[/C][C]-0.6042[/C][C]0.273574[/C][/ROW]
[ROW][C]44[/C][C]0.078684[/C][C]0.7709[/C][C]0.221316[/C][/ROW]
[ROW][C]45[/C][C]0.121079[/C][C]1.1863[/C][C]0.11921[/C][/ROW]
[ROW][C]46[/C][C]0.082648[/C][C]0.8098[/C][C]0.210034[/C][/ROW]
[ROW][C]47[/C][C]-0.021397[/C][C]-0.2096[/C][C]0.417195[/C][/ROW]
[ROW][C]48[/C][C]-0.007459[/C][C]-0.0731[/C][C]0.470944[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30946&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30946&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	0.937192	9.1826	0
2	-0.117038	-1.1467	0.12717
3	-0.106424	-1.0427	0.149845
4	-0.086836	-0.8508	0.198494
5	0.093282	0.914	0.181511
6	-0.05128	-0.5024	0.308256
7	0.056753	0.5561	0.289732
8	0.000792	0.0078	0.496914
9	0.00919	0.09	0.46422
10	0.11543	1.131	0.130442
11	-0.043491	-0.4261	0.335487
12	-0.201341	-1.9727	0.025701
13	-0.074563	-0.7306	0.233413
14	0.011588	0.1135	0.45492
15	-0.136593	-1.3383	0.091975
16	0.095029	0.9311	0.177072
17	0.005079	0.0498	0.480205
18	-0.08404	-0.8234	0.206155
19	0.018454	0.1808	0.428449
20	-0.006815	-0.0668	0.473452
21	0.010379	0.1017	0.459608
22	0.017683	0.1733	0.431409
23	-0.005945	-0.0582	0.476836
24	-0.004496	-0.044	0.482479
25	0.026928	0.2638	0.396236
26	-0.034732	-0.3403	0.367187
27	0.048683	0.477	0.317224
28	0.005808	0.0569	0.477369
29	0.055036	0.5392	0.295486
30	0.09284	0.9096	0.182644
31	-0.022736	-0.2228	0.412096
32	-0.073544	-0.7206	0.236458
33	0.02514	0.2463	0.402978
34	-0.005094	-0.0499	0.480148
35	-0.009723	-0.0953	0.462149
36	0.011806	0.1157	0.454077
37	-0.019966	-0.1956	0.42266
38	-0.024272	-0.2378	0.406267
39	-0.012789	-0.1253	0.45027
40	0.021364	0.2093	0.417319
41	0.04494	0.4403	0.330349
42	-0.102616	-1.0054	0.158609
43	-0.061664	-0.6042	0.273574
44	0.078684	0.7709	0.221316
45	0.121079	1.1863	0.11921
46	0.082648	0.8098	0.210034
47	-0.021397	-0.2096	0.417195
48	-0.007459	-0.0731	0.470944

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