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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 06 Dec 2009 07:27:36 -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/2009/Dec/06/t1260109751cxc0m2ge3l5g90p.htm/, Retrieved Mon, 06 May 2024 09:21:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64411, Retrieved Mon, 06 May 2024 09:21:13 +0000

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User-defined keywords

Estimated Impact

151

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [ARIMA Backward Selection] [] [2009-11-27 14:53:14] [b98453cac15ba1066b407e146608df68]
-   PD    [ARIMA Backward Selection] [WS9 Berekening1 TVD] [2009-12-02 15:52:32] [42ad1186d39724f834063794eac7cea3]
-   PD      [ARIMA Backward Selection] [WS 9: Backward AR...] [2009-12-04 16:54:14] [b97b96148b0223bc16666763988dc147]
-   P         [ARIMA Backward Selection] [WS 8: ARIMA Backw...] [2009-12-04 23:35:16] [8cf9233b7464ea02e32be3b30fdac052]
- RMP             [(Partial) Autocorrelation Function] [] [2009-12-06 14:27:36] [9f6463b67b1eb7bae5c03a796abf0348] [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=64411&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=64411&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64411&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	-0.010928	-0.0749	0.4703
2	0.05251	0.36	0.360232
3	0.127216	0.8721	0.193781
4	0.150286	1.0303	0.154069
5	0.000901	0.0062	0.497548
6	0.18354	1.2583	0.107252
7	0.080809	0.554	0.291103
8	0.052626	0.3608	0.359938
9	0.064527	0.4424	0.330125
10	-0.158353	-1.0856	0.141594
11	0.368337	2.5252	0.007498
12	-0.148408	-1.0174	0.157079
13	-0.074253	-0.5091	0.306548
14	0.021599	0.1481	0.441458
15	0.13923	0.9545	0.172354
16	-0.094237	-0.6461	0.260693
17	0.118667	0.8135	0.210005
18	-0.092254	-0.6325	0.265074
19	-0.08313	-0.5699	0.285726
20	0.019792	0.1357	0.446324
21	-0.165439	-1.1342	0.131232
22	-0.031439	-0.2155	0.415141
23	-0.137388	-0.9419	0.175534
24	-0.096441	-0.6612	0.255866
25	-0.088967	-0.6099	0.272424
26	0.032316	0.2215	0.412812
27	-0.103282	-0.7081	0.2412
28	-0.113414	-0.7775	0.220373
29	-0.116551	-0.799	0.214144
30	-0.080835	-0.5542	0.291043
31	-0.027818	-0.1907	0.424786
32	-0.047965	-0.3288	0.371872
33	0.014201	0.0974	0.461428
34	-0.012935	-0.0887	0.464859
35	-0.005216	-0.0358	0.485814
36	-0.054892	-0.3763	0.354185
37	-0.028195	-0.1933	0.423781
38	-0.032318	-0.2216	0.412808
39	-0.038357	-0.263	0.396864
40	-0.009145	-0.0627	0.475139
41	-0.008184	-0.0561	0.477747
42	-0.012466	-0.0855	0.466129
43	-0.016137	-0.1106	0.456192
44	-0.015636	-0.1072	0.457545
45	-0.018429	-0.1263	0.449999
46	-0.003547	-0.0243	0.490352
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 & -0.010928 & -0.0749 & 0.4703 \tabularnewline
2 & 0.05251 & 0.36 & 0.360232 \tabularnewline
3 & 0.127216 & 0.8721 & 0.193781 \tabularnewline
4 & 0.150286 & 1.0303 & 0.154069 \tabularnewline
5 & 0.000901 & 0.0062 & 0.497548 \tabularnewline
6 & 0.18354 & 1.2583 & 0.107252 \tabularnewline
7 & 0.080809 & 0.554 & 0.291103 \tabularnewline
8 & 0.052626 & 0.3608 & 0.359938 \tabularnewline
9 & 0.064527 & 0.4424 & 0.330125 \tabularnewline
10 & -0.158353 & -1.0856 & 0.141594 \tabularnewline
11 & 0.368337 & 2.5252 & 0.007498 \tabularnewline
12 & -0.148408 & -1.0174 & 0.157079 \tabularnewline
13 & -0.074253 & -0.5091 & 0.306548 \tabularnewline
14 & 0.021599 & 0.1481 & 0.441458 \tabularnewline
15 & 0.13923 & 0.9545 & 0.172354 \tabularnewline
16 & -0.094237 & -0.6461 & 0.260693 \tabularnewline
17 & 0.118667 & 0.8135 & 0.210005 \tabularnewline
18 & -0.092254 & -0.6325 & 0.265074 \tabularnewline
19 & -0.08313 & -0.5699 & 0.285726 \tabularnewline
20 & 0.019792 & 0.1357 & 0.446324 \tabularnewline
21 & -0.165439 & -1.1342 & 0.131232 \tabularnewline
22 & -0.031439 & -0.2155 & 0.415141 \tabularnewline
23 & -0.137388 & -0.9419 & 0.175534 \tabularnewline
24 & -0.096441 & -0.6612 & 0.255866 \tabularnewline
25 & -0.088967 & -0.6099 & 0.272424 \tabularnewline
26 & 0.032316 & 0.2215 & 0.412812 \tabularnewline
27 & -0.103282 & -0.7081 & 0.2412 \tabularnewline
28 & -0.113414 & -0.7775 & 0.220373 \tabularnewline
29 & -0.116551 & -0.799 & 0.214144 \tabularnewline
30 & -0.080835 & -0.5542 & 0.291043 \tabularnewline
31 & -0.027818 & -0.1907 & 0.424786 \tabularnewline
32 & -0.047965 & -0.3288 & 0.371872 \tabularnewline
33 & 0.014201 & 0.0974 & 0.461428 \tabularnewline
34 & -0.012935 & -0.0887 & 0.464859 \tabularnewline
35 & -0.005216 & -0.0358 & 0.485814 \tabularnewline
36 & -0.054892 & -0.3763 & 0.354185 \tabularnewline
37 & -0.028195 & -0.1933 & 0.423781 \tabularnewline
38 & -0.032318 & -0.2216 & 0.412808 \tabularnewline
39 & -0.038357 & -0.263 & 0.396864 \tabularnewline
40 & -0.009145 & -0.0627 & 0.475139 \tabularnewline
41 & -0.008184 & -0.0561 & 0.477747 \tabularnewline
42 & -0.012466 & -0.0855 & 0.466129 \tabularnewline
43 & -0.016137 & -0.1106 & 0.456192 \tabularnewline
44 & -0.015636 & -0.1072 & 0.457545 \tabularnewline
45 & -0.018429 & -0.1263 & 0.449999 \tabularnewline
46 & -0.003547 & -0.0243 & 0.490352 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64411&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]-0.010928[/C][C]-0.0749[/C][C]0.4703[/C][/ROW]
[ROW][C]2[/C][C]0.05251[/C][C]0.36[/C][C]0.360232[/C][/ROW]
[ROW][C]3[/C][C]0.127216[/C][C]0.8721[/C][C]0.193781[/C][/ROW]
[ROW][C]4[/C][C]0.150286[/C][C]1.0303[/C][C]0.154069[/C][/ROW]
[ROW][C]5[/C][C]0.000901[/C][C]0.0062[/C][C]0.497548[/C][/ROW]
[ROW][C]6[/C][C]0.18354[/C][C]1.2583[/C][C]0.107252[/C][/ROW]
[ROW][C]7[/C][C]0.080809[/C][C]0.554[/C][C]0.291103[/C][/ROW]
[ROW][C]8[/C][C]0.052626[/C][C]0.3608[/C][C]0.359938[/C][/ROW]
[ROW][C]9[/C][C]0.064527[/C][C]0.4424[/C][C]0.330125[/C][/ROW]
[ROW][C]10[/C][C]-0.158353[/C][C]-1.0856[/C][C]0.141594[/C][/ROW]
[ROW][C]11[/C][C]0.368337[/C][C]2.5252[/C][C]0.007498[/C][/ROW]
[ROW][C]12[/C][C]-0.148408[/C][C]-1.0174[/C][C]0.157079[/C][/ROW]
[ROW][C]13[/C][C]-0.074253[/C][C]-0.5091[/C][C]0.306548[/C][/ROW]
[ROW][C]14[/C][C]0.021599[/C][C]0.1481[/C][C]0.441458[/C][/ROW]
[ROW][C]15[/C][C]0.13923[/C][C]0.9545[/C][C]0.172354[/C][/ROW]
[ROW][C]16[/C][C]-0.094237[/C][C]-0.6461[/C][C]0.260693[/C][/ROW]
[ROW][C]17[/C][C]0.118667[/C][C]0.8135[/C][C]0.210005[/C][/ROW]
[ROW][C]18[/C][C]-0.092254[/C][C]-0.6325[/C][C]0.265074[/C][/ROW]
[ROW][C]19[/C][C]-0.08313[/C][C]-0.5699[/C][C]0.285726[/C][/ROW]
[ROW][C]20[/C][C]0.019792[/C][C]0.1357[/C][C]0.446324[/C][/ROW]
[ROW][C]21[/C][C]-0.165439[/C][C]-1.1342[/C][C]0.131232[/C][/ROW]
[ROW][C]22[/C][C]-0.031439[/C][C]-0.2155[/C][C]0.415141[/C][/ROW]
[ROW][C]23[/C][C]-0.137388[/C][C]-0.9419[/C][C]0.175534[/C][/ROW]
[ROW][C]24[/C][C]-0.096441[/C][C]-0.6612[/C][C]0.255866[/C][/ROW]
[ROW][C]25[/C][C]-0.088967[/C][C]-0.6099[/C][C]0.272424[/C][/ROW]
[ROW][C]26[/C][C]0.032316[/C][C]0.2215[/C][C]0.412812[/C][/ROW]
[ROW][C]27[/C][C]-0.103282[/C][C]-0.7081[/C][C]0.2412[/C][/ROW]
[ROW][C]28[/C][C]-0.113414[/C][C]-0.7775[/C][C]0.220373[/C][/ROW]
[ROW][C]29[/C][C]-0.116551[/C][C]-0.799[/C][C]0.214144[/C][/ROW]
[ROW][C]30[/C][C]-0.080835[/C][C]-0.5542[/C][C]0.291043[/C][/ROW]
[ROW][C]31[/C][C]-0.027818[/C][C]-0.1907[/C][C]0.424786[/C][/ROW]
[ROW][C]32[/C][C]-0.047965[/C][C]-0.3288[/C][C]0.371872[/C][/ROW]
[ROW][C]33[/C][C]0.014201[/C][C]0.0974[/C][C]0.461428[/C][/ROW]
[ROW][C]34[/C][C]-0.012935[/C][C]-0.0887[/C][C]0.464859[/C][/ROW]
[ROW][C]35[/C][C]-0.005216[/C][C]-0.0358[/C][C]0.485814[/C][/ROW]
[ROW][C]36[/C][C]-0.054892[/C][C]-0.3763[/C][C]0.354185[/C][/ROW]
[ROW][C]37[/C][C]-0.028195[/C][C]-0.1933[/C][C]0.423781[/C][/ROW]
[ROW][C]38[/C][C]-0.032318[/C][C]-0.2216[/C][C]0.412808[/C][/ROW]
[ROW][C]39[/C][C]-0.038357[/C][C]-0.263[/C][C]0.396864[/C][/ROW]
[ROW][C]40[/C][C]-0.009145[/C][C]-0.0627[/C][C]0.475139[/C][/ROW]
[ROW][C]41[/C][C]-0.008184[/C][C]-0.0561[/C][C]0.477747[/C][/ROW]
[ROW][C]42[/C][C]-0.012466[/C][C]-0.0855[/C][C]0.466129[/C][/ROW]
[ROW][C]43[/C][C]-0.016137[/C][C]-0.1106[/C][C]0.456192[/C][/ROW]
[ROW][C]44[/C][C]-0.015636[/C][C]-0.1072[/C][C]0.457545[/C][/ROW]
[ROW][C]45[/C][C]-0.018429[/C][C]-0.1263[/C][C]0.449999[/C][/ROW]
[ROW][C]46[/C][C]-0.003547[/C][C]-0.0243[/C][C]0.490352[/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=64411&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64411&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	-0.010928	-0.0749	0.4703
2	0.05251	0.36	0.360232
3	0.127216	0.8721	0.193781
4	0.150286	1.0303	0.154069
5	0.000901	0.0062	0.497548
6	0.18354	1.2583	0.107252
7	0.080809	0.554	0.291103
8	0.052626	0.3608	0.359938
9	0.064527	0.4424	0.330125
10	-0.158353	-1.0856	0.141594
11	0.368337	2.5252	0.007498
12	-0.148408	-1.0174	0.157079
13	-0.074253	-0.5091	0.306548
14	0.021599	0.1481	0.441458
15	0.13923	0.9545	0.172354
16	-0.094237	-0.6461	0.260693
17	0.118667	0.8135	0.210005
18	-0.092254	-0.6325	0.265074
19	-0.08313	-0.5699	0.285726
20	0.019792	0.1357	0.446324
21	-0.165439	-1.1342	0.131232
22	-0.031439	-0.2155	0.415141
23	-0.137388	-0.9419	0.175534
24	-0.096441	-0.6612	0.255866
25	-0.088967	-0.6099	0.272424
26	0.032316	0.2215	0.412812
27	-0.103282	-0.7081	0.2412
28	-0.113414	-0.7775	0.220373
29	-0.116551	-0.799	0.214144
30	-0.080835	-0.5542	0.291043
31	-0.027818	-0.1907	0.424786
32	-0.047965	-0.3288	0.371872
33	0.014201	0.0974	0.461428
34	-0.012935	-0.0887	0.464859
35	-0.005216	-0.0358	0.485814
36	-0.054892	-0.3763	0.354185
37	-0.028195	-0.1933	0.423781
38	-0.032318	-0.2216	0.412808
39	-0.038357	-0.263	0.396864
40	-0.009145	-0.0627	0.475139
41	-0.008184	-0.0561	0.477747
42	-0.012466	-0.0855	0.466129
43	-0.016137	-0.1106	0.456192
44	-0.015636	-0.1072	0.457545
45	-0.018429	-0.1263	0.449999
46	-0.003547	-0.0243	0.490352
47	NA	NA	NA
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.010928	-0.0749	0.4703
2	0.052397	0.3592	0.360521
3	0.128701	0.8823	0.191045
4	0.154032	1.056	0.148186
5	-0.004748	-0.0326	0.487085
6	0.158546	1.0869	0.141303
7	0.057534	0.3944	0.347522
8	0.025078	0.1719	0.432117
9	0.0257	0.1762	0.430451
10	-0.238296	-1.6337	0.054505
11	0.367839	2.5218	0.007562
12	-0.250385	-1.7166	0.046323
13	-0.066142	-0.4534	0.326156
14	0.002709	0.0186	0.492632
15	0.051471	0.3529	0.362884
16	0.077921	0.5342	0.297861
17	-0.012207	-0.0837	0.46683
18	-0.108409	-0.7432	0.230526
19	-0.055893	-0.3832	0.351656
20	-0.022721	-0.1558	0.438442
21	-0.067482	-0.4626	0.322881
22	-0.22942	-1.5728	0.061234
23	-0.051482	-0.3529	0.362854
24	-0.019978	-0.137	0.445824
25	0.015387	0.1055	0.45822
26	-0.005148	-0.0353	0.485999
27	0.080372	0.551	0.29212
28	-0.170371	-1.168	0.124348
29	0.05794	0.3972	0.346504
30	-0.030896	-0.2118	0.416584
31	-0.074676	-0.5119	0.305542
32	0.056153	0.385	0.351
33	0.059193	0.4058	0.343362
34	0.084728	0.5809	0.282052
35	0.03658	0.2508	0.401538
36	-0.025022	-0.1715	0.432266
37	-0.03306	-0.2266	0.41084
38	-0.058519	-0.4012	0.345049
39	0.082193	0.5635	0.28789
40	-0.081762	-0.5605	0.28889
41	-0.069237	-0.4747	0.318611
42	-0.021575	-0.1479	0.441524
43	0.007992	0.0548	0.478269
44	-0.066125	-0.4533	0.326198
45	0.02275	0.156	0.438363
46	-0.069092	-0.4737	0.318964
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 & -0.010928 & -0.0749 & 0.4703 \tabularnewline
2 & 0.052397 & 0.3592 & 0.360521 \tabularnewline
3 & 0.128701 & 0.8823 & 0.191045 \tabularnewline
4 & 0.154032 & 1.056 & 0.148186 \tabularnewline
5 & -0.004748 & -0.0326 & 0.487085 \tabularnewline
6 & 0.158546 & 1.0869 & 0.141303 \tabularnewline
7 & 0.057534 & 0.3944 & 0.347522 \tabularnewline
8 & 0.025078 & 0.1719 & 0.432117 \tabularnewline
9 & 0.0257 & 0.1762 & 0.430451 \tabularnewline
10 & -0.238296 & -1.6337 & 0.054505 \tabularnewline
11 & 0.367839 & 2.5218 & 0.007562 \tabularnewline
12 & -0.250385 & -1.7166 & 0.046323 \tabularnewline
13 & -0.066142 & -0.4534 & 0.326156 \tabularnewline
14 & 0.002709 & 0.0186 & 0.492632 \tabularnewline
15 & 0.051471 & 0.3529 & 0.362884 \tabularnewline
16 & 0.077921 & 0.5342 & 0.297861 \tabularnewline
17 & -0.012207 & -0.0837 & 0.46683 \tabularnewline
18 & -0.108409 & -0.7432 & 0.230526 \tabularnewline
19 & -0.055893 & -0.3832 & 0.351656 \tabularnewline
20 & -0.022721 & -0.1558 & 0.438442 \tabularnewline
21 & -0.067482 & -0.4626 & 0.322881 \tabularnewline
22 & -0.22942 & -1.5728 & 0.061234 \tabularnewline
23 & -0.051482 & -0.3529 & 0.362854 \tabularnewline
24 & -0.019978 & -0.137 & 0.445824 \tabularnewline
25 & 0.015387 & 0.1055 & 0.45822 \tabularnewline
26 & -0.005148 & -0.0353 & 0.485999 \tabularnewline
27 & 0.080372 & 0.551 & 0.29212 \tabularnewline
28 & -0.170371 & -1.168 & 0.124348 \tabularnewline
29 & 0.05794 & 0.3972 & 0.346504 \tabularnewline
30 & -0.030896 & -0.2118 & 0.416584 \tabularnewline
31 & -0.074676 & -0.5119 & 0.305542 \tabularnewline
32 & 0.056153 & 0.385 & 0.351 \tabularnewline
33 & 0.059193 & 0.4058 & 0.343362 \tabularnewline
34 & 0.084728 & 0.5809 & 0.282052 \tabularnewline
35 & 0.03658 & 0.2508 & 0.401538 \tabularnewline
36 & -0.025022 & -0.1715 & 0.432266 \tabularnewline
37 & -0.03306 & -0.2266 & 0.41084 \tabularnewline
38 & -0.058519 & -0.4012 & 0.345049 \tabularnewline
39 & 0.082193 & 0.5635 & 0.28789 \tabularnewline
40 & -0.081762 & -0.5605 & 0.28889 \tabularnewline
41 & -0.069237 & -0.4747 & 0.318611 \tabularnewline
42 & -0.021575 & -0.1479 & 0.441524 \tabularnewline
43 & 0.007992 & 0.0548 & 0.478269 \tabularnewline
44 & -0.066125 & -0.4533 & 0.326198 \tabularnewline
45 & 0.02275 & 0.156 & 0.438363 \tabularnewline
46 & -0.069092 & -0.4737 & 0.318964 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64411&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]-0.010928[/C][C]-0.0749[/C][C]0.4703[/C][/ROW]
[ROW][C]2[/C][C]0.052397[/C][C]0.3592[/C][C]0.360521[/C][/ROW]
[ROW][C]3[/C][C]0.128701[/C][C]0.8823[/C][C]0.191045[/C][/ROW]
[ROW][C]4[/C][C]0.154032[/C][C]1.056[/C][C]0.148186[/C][/ROW]
[ROW][C]5[/C][C]-0.004748[/C][C]-0.0326[/C][C]0.487085[/C][/ROW]
[ROW][C]6[/C][C]0.158546[/C][C]1.0869[/C][C]0.141303[/C][/ROW]
[ROW][C]7[/C][C]0.057534[/C][C]0.3944[/C][C]0.347522[/C][/ROW]
[ROW][C]8[/C][C]0.025078[/C][C]0.1719[/C][C]0.432117[/C][/ROW]
[ROW][C]9[/C][C]0.0257[/C][C]0.1762[/C][C]0.430451[/C][/ROW]
[ROW][C]10[/C][C]-0.238296[/C][C]-1.6337[/C][C]0.054505[/C][/ROW]
[ROW][C]11[/C][C]0.367839[/C][C]2.5218[/C][C]0.007562[/C][/ROW]
[ROW][C]12[/C][C]-0.250385[/C][C]-1.7166[/C][C]0.046323[/C][/ROW]
[ROW][C]13[/C][C]-0.066142[/C][C]-0.4534[/C][C]0.326156[/C][/ROW]
[ROW][C]14[/C][C]0.002709[/C][C]0.0186[/C][C]0.492632[/C][/ROW]
[ROW][C]15[/C][C]0.051471[/C][C]0.3529[/C][C]0.362884[/C][/ROW]
[ROW][C]16[/C][C]0.077921[/C][C]0.5342[/C][C]0.297861[/C][/ROW]
[ROW][C]17[/C][C]-0.012207[/C][C]-0.0837[/C][C]0.46683[/C][/ROW]
[ROW][C]18[/C][C]-0.108409[/C][C]-0.7432[/C][C]0.230526[/C][/ROW]
[ROW][C]19[/C][C]-0.055893[/C][C]-0.3832[/C][C]0.351656[/C][/ROW]
[ROW][C]20[/C][C]-0.022721[/C][C]-0.1558[/C][C]0.438442[/C][/ROW]
[ROW][C]21[/C][C]-0.067482[/C][C]-0.4626[/C][C]0.322881[/C][/ROW]
[ROW][C]22[/C][C]-0.22942[/C][C]-1.5728[/C][C]0.061234[/C][/ROW]
[ROW][C]23[/C][C]-0.051482[/C][C]-0.3529[/C][C]0.362854[/C][/ROW]
[ROW][C]24[/C][C]-0.019978[/C][C]-0.137[/C][C]0.445824[/C][/ROW]
[ROW][C]25[/C][C]0.015387[/C][C]0.1055[/C][C]0.45822[/C][/ROW]
[ROW][C]26[/C][C]-0.005148[/C][C]-0.0353[/C][C]0.485999[/C][/ROW]
[ROW][C]27[/C][C]0.080372[/C][C]0.551[/C][C]0.29212[/C][/ROW]
[ROW][C]28[/C][C]-0.170371[/C][C]-1.168[/C][C]0.124348[/C][/ROW]
[ROW][C]29[/C][C]0.05794[/C][C]0.3972[/C][C]0.346504[/C][/ROW]
[ROW][C]30[/C][C]-0.030896[/C][C]-0.2118[/C][C]0.416584[/C][/ROW]
[ROW][C]31[/C][C]-0.074676[/C][C]-0.5119[/C][C]0.305542[/C][/ROW]
[ROW][C]32[/C][C]0.056153[/C][C]0.385[/C][C]0.351[/C][/ROW]
[ROW][C]33[/C][C]0.059193[/C][C]0.4058[/C][C]0.343362[/C][/ROW]
[ROW][C]34[/C][C]0.084728[/C][C]0.5809[/C][C]0.282052[/C][/ROW]
[ROW][C]35[/C][C]0.03658[/C][C]0.2508[/C][C]0.401538[/C][/ROW]
[ROW][C]36[/C][C]-0.025022[/C][C]-0.1715[/C][C]0.432266[/C][/ROW]
[ROW][C]37[/C][C]-0.03306[/C][C]-0.2266[/C][C]0.41084[/C][/ROW]
[ROW][C]38[/C][C]-0.058519[/C][C]-0.4012[/C][C]0.345049[/C][/ROW]
[ROW][C]39[/C][C]0.082193[/C][C]0.5635[/C][C]0.28789[/C][/ROW]
[ROW][C]40[/C][C]-0.081762[/C][C]-0.5605[/C][C]0.28889[/C][/ROW]
[ROW][C]41[/C][C]-0.069237[/C][C]-0.4747[/C][C]0.318611[/C][/ROW]
[ROW][C]42[/C][C]-0.021575[/C][C]-0.1479[/C][C]0.441524[/C][/ROW]
[ROW][C]43[/C][C]0.007992[/C][C]0.0548[/C][C]0.478269[/C][/ROW]
[ROW][C]44[/C][C]-0.066125[/C][C]-0.4533[/C][C]0.326198[/C][/ROW]
[ROW][C]45[/C][C]0.02275[/C][C]0.156[/C][C]0.438363[/C][/ROW]
[ROW][C]46[/C][C]-0.069092[/C][C]-0.4737[/C][C]0.318964[/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=64411&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64411&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	-0.010928	-0.0749	0.4703
2	0.052397	0.3592	0.360521
3	0.128701	0.8823	0.191045
4	0.154032	1.056	0.148186
5	-0.004748	-0.0326	0.487085
6	0.158546	1.0869	0.141303
7	0.057534	0.3944	0.347522
8	0.025078	0.1719	0.432117
9	0.0257	0.1762	0.430451
10	-0.238296	-1.6337	0.054505
11	0.367839	2.5218	0.007562
12	-0.250385	-1.7166	0.046323
13	-0.066142	-0.4534	0.326156
14	0.002709	0.0186	0.492632
15	0.051471	0.3529	0.362884
16	0.077921	0.5342	0.297861
17	-0.012207	-0.0837	0.46683
18	-0.108409	-0.7432	0.230526
19	-0.055893	-0.3832	0.351656
20	-0.022721	-0.1558	0.438442
21	-0.067482	-0.4626	0.322881
22	-0.22942	-1.5728	0.061234
23	-0.051482	-0.3529	0.362854
24	-0.019978	-0.137	0.445824
25	0.015387	0.1055	0.45822
26	-0.005148	-0.0353	0.485999
27	0.080372	0.551	0.29212
28	-0.170371	-1.168	0.124348
29	0.05794	0.3972	0.346504
30	-0.030896	-0.2118	0.416584
31	-0.074676	-0.5119	0.305542
32	0.056153	0.385	0.351
33	0.059193	0.4058	0.343362
34	0.084728	0.5809	0.282052
35	0.03658	0.2508	0.401538
36	-0.025022	-0.1715	0.432266
37	-0.03306	-0.2266	0.41084
38	-0.058519	-0.4012	0.345049
39	0.082193	0.5635	0.28789
40	-0.081762	-0.5605	0.28889
41	-0.069237	-0.4747	0.318611
42	-0.021575	-0.1479	0.441524
43	0.007992	0.0548	0.478269
44	-0.066125	-0.4533	0.326198
45	0.02275	0.156	0.438363
46	-0.069092	-0.4737	0.318964
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 = -0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = -0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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