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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 08 Dec 2009 00:20:15 -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/2009/Dec/08/t12602568831ht68q89r5u6o8u.htm/, Retrieved Sun, 28 Apr 2024 12:15:56 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64676, Retrieved Sun, 28 Apr 2024 12:15:56 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W22

Estimated Impact

134

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

-       [(Partial) Autocorrelation Function] [Autocorrelatie Br...] [2009-12-08 07:20:15] [5429fe6e3351c98316e03e842ad8f5e4] [Current]

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Dataseries X:

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Histogram

Boxplots

1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,38
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,44
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,57
1,58
1,58
1,58
1,58
1,59
1,6
1,6
1,61
1,61
1,61
1,62
1,63
1,63
1,64
1,64
1,64
1,64
1,64
1,65
1,65
1,65
1,65
1,65
1,66
1,66
1,67
1,68
1,68
1,68
1,68
1,69
1,7
1,7
1,71
1,72
1,73
1,74
1,74
1,75
1,75
1,75
1,76
1,79
1,83
1,84
1,85
1,87
1,87
1,87
1,88
1,88
1,88
1,88
1,89
1,89
1,89
1,9
1,89

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=64676&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=64676&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64676&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	0.976241	11.2162	0
2	0.950271	10.9178	0
3	0.924689	10.6239	0
4	0.898389	10.3217	0
5	0.871582	10.0137	0
6	0.844983	9.7081	0
7	0.817696	9.3946	0
8	0.789752	9.0736	0
9	0.760971	8.7429	0
10	0.732787	8.4191	0
11	0.704005	8.0884	0
12	0.674506	7.7495	0
13	0.646232	7.4246	0
14	0.618405	7.1049	0
15	0.591176	6.7921	0
16	0.567652	6.5218	0
17	0.546817	6.2825	0
18	0.52667	6.051	0
19	0.506103	5.8147	0
20	0.484849	5.5705	0
21	0.463565	5.326	0
22	0.442071	5.079	1e-06
23	0.421415	4.8417	2e-06
24	0.404137	4.6432	4e-06
25	0.387398	4.4509	9e-06
26	0.371345	4.2664	1.9e-05
27	0.354815	4.0765	3.9e-05
28	0.338881	3.8935	7.8e-05
29	0.323725	3.7193	0.000147
30	0.308389	3.5431	0.000274
31	0.291678	3.3511	0.000525
32	0.27401	3.1481	0.001016
33	0.256791	2.9503	0.001879
34	0.240258	2.7604	0.003298
35	0.223337	2.5659	0.005703
36	0.206774	2.3757	0.009478
37	0.189524	2.1775	0.015612
38	0.171825	1.9741	0.025228
39	0.153678	1.7656	0.039886
40	0.135022	1.5513	0.061613
41	0.117263	1.3473	0.090104
42	0.099265	1.1405	0.128078
43	0.081178	0.9327	0.176349
44	0.064228	0.7379	0.230936
45	0.046053	0.5291	0.298811
46	0.028475	0.3271	0.372037
47	0.010538	0.1211	0.451909
48	-0.006921	-0.0795	0.468373

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.976241 & 11.2162 & 0 \tabularnewline
2 & 0.950271 & 10.9178 & 0 \tabularnewline
3 & 0.924689 & 10.6239 & 0 \tabularnewline
4 & 0.898389 & 10.3217 & 0 \tabularnewline
5 & 0.871582 & 10.0137 & 0 \tabularnewline
6 & 0.844983 & 9.7081 & 0 \tabularnewline
7 & 0.817696 & 9.3946 & 0 \tabularnewline
8 & 0.789752 & 9.0736 & 0 \tabularnewline
9 & 0.760971 & 8.7429 & 0 \tabularnewline
10 & 0.732787 & 8.4191 & 0 \tabularnewline
11 & 0.704005 & 8.0884 & 0 \tabularnewline
12 & 0.674506 & 7.7495 & 0 \tabularnewline
13 & 0.646232 & 7.4246 & 0 \tabularnewline
14 & 0.618405 & 7.1049 & 0 \tabularnewline
15 & 0.591176 & 6.7921 & 0 \tabularnewline
16 & 0.567652 & 6.5218 & 0 \tabularnewline
17 & 0.546817 & 6.2825 & 0 \tabularnewline
18 & 0.52667 & 6.051 & 0 \tabularnewline
19 & 0.506103 & 5.8147 & 0 \tabularnewline
20 & 0.484849 & 5.5705 & 0 \tabularnewline
21 & 0.463565 & 5.326 & 0 \tabularnewline
22 & 0.442071 & 5.079 & 1e-06 \tabularnewline
23 & 0.421415 & 4.8417 & 2e-06 \tabularnewline
24 & 0.404137 & 4.6432 & 4e-06 \tabularnewline
25 & 0.387398 & 4.4509 & 9e-06 \tabularnewline
26 & 0.371345 & 4.2664 & 1.9e-05 \tabularnewline
27 & 0.354815 & 4.0765 & 3.9e-05 \tabularnewline
28 & 0.338881 & 3.8935 & 7.8e-05 \tabularnewline
29 & 0.323725 & 3.7193 & 0.000147 \tabularnewline
30 & 0.308389 & 3.5431 & 0.000274 \tabularnewline
31 & 0.291678 & 3.3511 & 0.000525 \tabularnewline
32 & 0.27401 & 3.1481 & 0.001016 \tabularnewline
33 & 0.256791 & 2.9503 & 0.001879 \tabularnewline
34 & 0.240258 & 2.7604 & 0.003298 \tabularnewline
35 & 0.223337 & 2.5659 & 0.005703 \tabularnewline
36 & 0.206774 & 2.3757 & 0.009478 \tabularnewline
37 & 0.189524 & 2.1775 & 0.015612 \tabularnewline
38 & 0.171825 & 1.9741 & 0.025228 \tabularnewline
39 & 0.153678 & 1.7656 & 0.039886 \tabularnewline
40 & 0.135022 & 1.5513 & 0.061613 \tabularnewline
41 & 0.117263 & 1.3473 & 0.090104 \tabularnewline
42 & 0.099265 & 1.1405 & 0.128078 \tabularnewline
43 & 0.081178 & 0.9327 & 0.176349 \tabularnewline
44 & 0.064228 & 0.7379 & 0.230936 \tabularnewline
45 & 0.046053 & 0.5291 & 0.298811 \tabularnewline
46 & 0.028475 & 0.3271 & 0.372037 \tabularnewline
47 & 0.010538 & 0.1211 & 0.451909 \tabularnewline
48 & -0.006921 & -0.0795 & 0.468373 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64676&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]0.976241[/C][C]11.2162[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.950271[/C][C]10.9178[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.924689[/C][C]10.6239[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.898389[/C][C]10.3217[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.871582[/C][C]10.0137[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.844983[/C][C]9.7081[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.817696[/C][C]9.3946[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.789752[/C][C]9.0736[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.760971[/C][C]8.7429[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.732787[/C][C]8.4191[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.704005[/C][C]8.0884[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.674506[/C][C]7.7495[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.646232[/C][C]7.4246[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.618405[/C][C]7.1049[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.591176[/C][C]6.7921[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.567652[/C][C]6.5218[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.546817[/C][C]6.2825[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.52667[/C][C]6.051[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.506103[/C][C]5.8147[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.484849[/C][C]5.5705[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.463565[/C][C]5.326[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.442071[/C][C]5.079[/C][C]1e-06[/C][/ROW]
[ROW][C]23[/C][C]0.421415[/C][C]4.8417[/C][C]2e-06[/C][/ROW]
[ROW][C]24[/C][C]0.404137[/C][C]4.6432[/C][C]4e-06[/C][/ROW]
[ROW][C]25[/C][C]0.387398[/C][C]4.4509[/C][C]9e-06[/C][/ROW]
[ROW][C]26[/C][C]0.371345[/C][C]4.2664[/C][C]1.9e-05[/C][/ROW]
[ROW][C]27[/C][C]0.354815[/C][C]4.0765[/C][C]3.9e-05[/C][/ROW]
[ROW][C]28[/C][C]0.338881[/C][C]3.8935[/C][C]7.8e-05[/C][/ROW]
[ROW][C]29[/C][C]0.323725[/C][C]3.7193[/C][C]0.000147[/C][/ROW]
[ROW][C]30[/C][C]0.308389[/C][C]3.5431[/C][C]0.000274[/C][/ROW]
[ROW][C]31[/C][C]0.291678[/C][C]3.3511[/C][C]0.000525[/C][/ROW]
[ROW][C]32[/C][C]0.27401[/C][C]3.1481[/C][C]0.001016[/C][/ROW]
[ROW][C]33[/C][C]0.256791[/C][C]2.9503[/C][C]0.001879[/C][/ROW]
[ROW][C]34[/C][C]0.240258[/C][C]2.7604[/C][C]0.003298[/C][/ROW]
[ROW][C]35[/C][C]0.223337[/C][C]2.5659[/C][C]0.005703[/C][/ROW]
[ROW][C]36[/C][C]0.206774[/C][C]2.3757[/C][C]0.009478[/C][/ROW]
[ROW][C]37[/C][C]0.189524[/C][C]2.1775[/C][C]0.015612[/C][/ROW]
[ROW][C]38[/C][C]0.171825[/C][C]1.9741[/C][C]0.025228[/C][/ROW]
[ROW][C]39[/C][C]0.153678[/C][C]1.7656[/C][C]0.039886[/C][/ROW]
[ROW][C]40[/C][C]0.135022[/C][C]1.5513[/C][C]0.061613[/C][/ROW]
[ROW][C]41[/C][C]0.117263[/C][C]1.3473[/C][C]0.090104[/C][/ROW]
[ROW][C]42[/C][C]0.099265[/C][C]1.1405[/C][C]0.128078[/C][/ROW]
[ROW][C]43[/C][C]0.081178[/C][C]0.9327[/C][C]0.176349[/C][/ROW]
[ROW][C]44[/C][C]0.064228[/C][C]0.7379[/C][C]0.230936[/C][/ROW]
[ROW][C]45[/C][C]0.046053[/C][C]0.5291[/C][C]0.298811[/C][/ROW]
[ROW][C]46[/C][C]0.028475[/C][C]0.3271[/C][C]0.372037[/C][/ROW]
[ROW][C]47[/C][C]0.010538[/C][C]0.1211[/C][C]0.451909[/C][/ROW]
[ROW][C]48[/C][C]-0.006921[/C][C]-0.0795[/C][C]0.468373[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64676&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64676&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	0.976241	11.2162	0
2	0.950271	10.9178	0
3	0.924689	10.6239	0
4	0.898389	10.3217	0
5	0.871582	10.0137	0
6	0.844983	9.7081	0
7	0.817696	9.3946	0
8	0.789752	9.0736	0
9	0.760971	8.7429	0
10	0.732787	8.4191	0
11	0.704005	8.0884	0
12	0.674506	7.7495	0
13	0.646232	7.4246	0
14	0.618405	7.1049	0
15	0.591176	6.7921	0
16	0.567652	6.5218	0
17	0.546817	6.2825	0
18	0.52667	6.051	0
19	0.506103	5.8147	0
20	0.484849	5.5705	0
21	0.463565	5.326	0
22	0.442071	5.079	1e-06
23	0.421415	4.8417	2e-06
24	0.404137	4.6432	4e-06
25	0.387398	4.4509	9e-06
26	0.371345	4.2664	1.9e-05
27	0.354815	4.0765	3.9e-05
28	0.338881	3.8935	7.8e-05
29	0.323725	3.7193	0.000147
30	0.308389	3.5431	0.000274
31	0.291678	3.3511	0.000525
32	0.27401	3.1481	0.001016
33	0.256791	2.9503	0.001879
34	0.240258	2.7604	0.003298
35	0.223337	2.5659	0.005703
36	0.206774	2.3757	0.009478
37	0.189524	2.1775	0.015612
38	0.171825	1.9741	0.025228
39	0.153678	1.7656	0.039886
40	0.135022	1.5513	0.061613
41	0.117263	1.3473	0.090104
42	0.099265	1.1405	0.128078
43	0.081178	0.9327	0.176349
44	0.064228	0.7379	0.230936
45	0.046053	0.5291	0.298811
46	0.028475	0.3271	0.372037
47	0.010538	0.1211	0.451909
48	-0.006921	-0.0795	0.468373

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.976241	11.2162	0
2	-0.059126	-0.6793	0.249065
3	-0.002876	-0.033	0.486845
4	-0.029486	-0.3388	0.367663
5	-0.023191	-0.2664	0.395154
6	-0.009238	-0.1061	0.457818
7	-0.02954	-0.3394	0.367427
8	-0.027353	-0.3143	0.37691
9	-0.03273	-0.376	0.353747
10	-0.00194	-0.0223	0.491126
11	-0.030033	-0.345	0.365304
12	-0.030267	-0.3477	0.364296
13	0.009664	0.111	0.455879
14	-0.010016	-0.1151	0.45428
15	-0.003096	-0.0356	0.48584
16	0.060978	0.7006	0.242396
17	0.035571	0.4087	0.341719
18	-0.00193	-0.0222	0.49117
19	-0.024541	-0.2819	0.389212
20	-0.031277	-0.3593	0.359957
21	-0.016686	-0.1917	0.424131
22	-0.021112	-0.2426	0.40436
23	-0.000344	-0.004	0.498426
24	0.051525	0.592	0.277439
25	-0.007059	-0.0811	0.46774
26	0.001636	0.0188	0.492518
27	-0.028874	-0.3317	0.370306
28	0.001565	0.018	0.492842
29	0.004963	0.057	0.477308
30	-0.016401	-0.1884	0.425413
31	-0.037674	-0.4328	0.332919
32	-0.028789	-0.3308	0.370676
33	0.00096	0.011	0.49561
34	-0.003636	-0.0418	0.48337
35	-0.027774	-0.3191	0.375078
36	-0.006676	-0.0767	0.469491
37	-0.030799	-0.3539	0.362006
38	-0.018012	-0.2069	0.418188
39	-0.013778	-0.1583	0.437234
40	-0.018447	-0.2119	0.416242
41	0.009405	0.1081	0.45706
42	-0.023893	-0.2745	0.392062
43	-0.018799	-0.216	0.414668
44	0.007922	0.091	0.46381
45	-0.044396	-0.5101	0.305425
46	-0.002649	-0.0304	0.487884
47	-0.029996	-0.3446	0.365461
48	-0.005034	-0.0578	0.476981

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.976241 & 11.2162 & 0 \tabularnewline
2 & -0.059126 & -0.6793 & 0.249065 \tabularnewline
3 & -0.002876 & -0.033 & 0.486845 \tabularnewline
4 & -0.029486 & -0.3388 & 0.367663 \tabularnewline
5 & -0.023191 & -0.2664 & 0.395154 \tabularnewline
6 & -0.009238 & -0.1061 & 0.457818 \tabularnewline
7 & -0.02954 & -0.3394 & 0.367427 \tabularnewline
8 & -0.027353 & -0.3143 & 0.37691 \tabularnewline
9 & -0.03273 & -0.376 & 0.353747 \tabularnewline
10 & -0.00194 & -0.0223 & 0.491126 \tabularnewline
11 & -0.030033 & -0.345 & 0.365304 \tabularnewline
12 & -0.030267 & -0.3477 & 0.364296 \tabularnewline
13 & 0.009664 & 0.111 & 0.455879 \tabularnewline
14 & -0.010016 & -0.1151 & 0.45428 \tabularnewline
15 & -0.003096 & -0.0356 & 0.48584 \tabularnewline
16 & 0.060978 & 0.7006 & 0.242396 \tabularnewline
17 & 0.035571 & 0.4087 & 0.341719 \tabularnewline
18 & -0.00193 & -0.0222 & 0.49117 \tabularnewline
19 & -0.024541 & -0.2819 & 0.389212 \tabularnewline
20 & -0.031277 & -0.3593 & 0.359957 \tabularnewline
21 & -0.016686 & -0.1917 & 0.424131 \tabularnewline
22 & -0.021112 & -0.2426 & 0.40436 \tabularnewline
23 & -0.000344 & -0.004 & 0.498426 \tabularnewline
24 & 0.051525 & 0.592 & 0.277439 \tabularnewline
25 & -0.007059 & -0.0811 & 0.46774 \tabularnewline
26 & 0.001636 & 0.0188 & 0.492518 \tabularnewline
27 & -0.028874 & -0.3317 & 0.370306 \tabularnewline
28 & 0.001565 & 0.018 & 0.492842 \tabularnewline
29 & 0.004963 & 0.057 & 0.477308 \tabularnewline
30 & -0.016401 & -0.1884 & 0.425413 \tabularnewline
31 & -0.037674 & -0.4328 & 0.332919 \tabularnewline
32 & -0.028789 & -0.3308 & 0.370676 \tabularnewline
33 & 0.00096 & 0.011 & 0.49561 \tabularnewline
34 & -0.003636 & -0.0418 & 0.48337 \tabularnewline
35 & -0.027774 & -0.3191 & 0.375078 \tabularnewline
36 & -0.006676 & -0.0767 & 0.469491 \tabularnewline
37 & -0.030799 & -0.3539 & 0.362006 \tabularnewline
38 & -0.018012 & -0.2069 & 0.418188 \tabularnewline
39 & -0.013778 & -0.1583 & 0.437234 \tabularnewline
40 & -0.018447 & -0.2119 & 0.416242 \tabularnewline
41 & 0.009405 & 0.1081 & 0.45706 \tabularnewline
42 & -0.023893 & -0.2745 & 0.392062 \tabularnewline
43 & -0.018799 & -0.216 & 0.414668 \tabularnewline
44 & 0.007922 & 0.091 & 0.46381 \tabularnewline
45 & -0.044396 & -0.5101 & 0.305425 \tabularnewline
46 & -0.002649 & -0.0304 & 0.487884 \tabularnewline
47 & -0.029996 & -0.3446 & 0.365461 \tabularnewline
48 & -0.005034 & -0.0578 & 0.476981 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64676&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]0.976241[/C][C]11.2162[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.059126[/C][C]-0.6793[/C][C]0.249065[/C][/ROW]
[ROW][C]3[/C][C]-0.002876[/C][C]-0.033[/C][C]0.486845[/C][/ROW]
[ROW][C]4[/C][C]-0.029486[/C][C]-0.3388[/C][C]0.367663[/C][/ROW]
[ROW][C]5[/C][C]-0.023191[/C][C]-0.2664[/C][C]0.395154[/C][/ROW]
[ROW][C]6[/C][C]-0.009238[/C][C]-0.1061[/C][C]0.457818[/C][/ROW]
[ROW][C]7[/C][C]-0.02954[/C][C]-0.3394[/C][C]0.367427[/C][/ROW]
[ROW][C]8[/C][C]-0.027353[/C][C]-0.3143[/C][C]0.37691[/C][/ROW]
[ROW][C]9[/C][C]-0.03273[/C][C]-0.376[/C][C]0.353747[/C][/ROW]
[ROW][C]10[/C][C]-0.00194[/C][C]-0.0223[/C][C]0.491126[/C][/ROW]
[ROW][C]11[/C][C]-0.030033[/C][C]-0.345[/C][C]0.365304[/C][/ROW]
[ROW][C]12[/C][C]-0.030267[/C][C]-0.3477[/C][C]0.364296[/C][/ROW]
[ROW][C]13[/C][C]0.009664[/C][C]0.111[/C][C]0.455879[/C][/ROW]
[ROW][C]14[/C][C]-0.010016[/C][C]-0.1151[/C][C]0.45428[/C][/ROW]
[ROW][C]15[/C][C]-0.003096[/C][C]-0.0356[/C][C]0.48584[/C][/ROW]
[ROW][C]16[/C][C]0.060978[/C][C]0.7006[/C][C]0.242396[/C][/ROW]
[ROW][C]17[/C][C]0.035571[/C][C]0.4087[/C][C]0.341719[/C][/ROW]
[ROW][C]18[/C][C]-0.00193[/C][C]-0.0222[/C][C]0.49117[/C][/ROW]
[ROW][C]19[/C][C]-0.024541[/C][C]-0.2819[/C][C]0.389212[/C][/ROW]
[ROW][C]20[/C][C]-0.031277[/C][C]-0.3593[/C][C]0.359957[/C][/ROW]
[ROW][C]21[/C][C]-0.016686[/C][C]-0.1917[/C][C]0.424131[/C][/ROW]
[ROW][C]22[/C][C]-0.021112[/C][C]-0.2426[/C][C]0.40436[/C][/ROW]
[ROW][C]23[/C][C]-0.000344[/C][C]-0.004[/C][C]0.498426[/C][/ROW]
[ROW][C]24[/C][C]0.051525[/C][C]0.592[/C][C]0.277439[/C][/ROW]
[ROW][C]25[/C][C]-0.007059[/C][C]-0.0811[/C][C]0.46774[/C][/ROW]
[ROW][C]26[/C][C]0.001636[/C][C]0.0188[/C][C]0.492518[/C][/ROW]
[ROW][C]27[/C][C]-0.028874[/C][C]-0.3317[/C][C]0.370306[/C][/ROW]
[ROW][C]28[/C][C]0.001565[/C][C]0.018[/C][C]0.492842[/C][/ROW]
[ROW][C]29[/C][C]0.004963[/C][C]0.057[/C][C]0.477308[/C][/ROW]
[ROW][C]30[/C][C]-0.016401[/C][C]-0.1884[/C][C]0.425413[/C][/ROW]
[ROW][C]31[/C][C]-0.037674[/C][C]-0.4328[/C][C]0.332919[/C][/ROW]
[ROW][C]32[/C][C]-0.028789[/C][C]-0.3308[/C][C]0.370676[/C][/ROW]
[ROW][C]33[/C][C]0.00096[/C][C]0.011[/C][C]0.49561[/C][/ROW]
[ROW][C]34[/C][C]-0.003636[/C][C]-0.0418[/C][C]0.48337[/C][/ROW]
[ROW][C]35[/C][C]-0.027774[/C][C]-0.3191[/C][C]0.375078[/C][/ROW]
[ROW][C]36[/C][C]-0.006676[/C][C]-0.0767[/C][C]0.469491[/C][/ROW]
[ROW][C]37[/C][C]-0.030799[/C][C]-0.3539[/C][C]0.362006[/C][/ROW]
[ROW][C]38[/C][C]-0.018012[/C][C]-0.2069[/C][C]0.418188[/C][/ROW]
[ROW][C]39[/C][C]-0.013778[/C][C]-0.1583[/C][C]0.437234[/C][/ROW]
[ROW][C]40[/C][C]-0.018447[/C][C]-0.2119[/C][C]0.416242[/C][/ROW]
[ROW][C]41[/C][C]0.009405[/C][C]0.1081[/C][C]0.45706[/C][/ROW]
[ROW][C]42[/C][C]-0.023893[/C][C]-0.2745[/C][C]0.392062[/C][/ROW]
[ROW][C]43[/C][C]-0.018799[/C][C]-0.216[/C][C]0.414668[/C][/ROW]
[ROW][C]44[/C][C]0.007922[/C][C]0.091[/C][C]0.46381[/C][/ROW]
[ROW][C]45[/C][C]-0.044396[/C][C]-0.5101[/C][C]0.305425[/C][/ROW]
[ROW][C]46[/C][C]-0.002649[/C][C]-0.0304[/C][C]0.487884[/C][/ROW]
[ROW][C]47[/C][C]-0.029996[/C][C]-0.3446[/C][C]0.365461[/C][/ROW]
[ROW][C]48[/C][C]-0.005034[/C][C]-0.0578[/C][C]0.476981[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64676&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64676&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	0.976241	11.2162	0
2	-0.059126	-0.6793	0.249065
3	-0.002876	-0.033	0.486845
4	-0.029486	-0.3388	0.367663
5	-0.023191	-0.2664	0.395154
6	-0.009238	-0.1061	0.457818
7	-0.02954	-0.3394	0.367427
8	-0.027353	-0.3143	0.37691
9	-0.03273	-0.376	0.353747
10	-0.00194	-0.0223	0.491126
11	-0.030033	-0.345	0.365304
12	-0.030267	-0.3477	0.364296
13	0.009664	0.111	0.455879
14	-0.010016	-0.1151	0.45428
15	-0.003096	-0.0356	0.48584
16	0.060978	0.7006	0.242396
17	0.035571	0.4087	0.341719
18	-0.00193	-0.0222	0.49117
19	-0.024541	-0.2819	0.389212
20	-0.031277	-0.3593	0.359957
21	-0.016686	-0.1917	0.424131
22	-0.021112	-0.2426	0.40436
23	-0.000344	-0.004	0.498426
24	0.051525	0.592	0.277439
25	-0.007059	-0.0811	0.46774
26	0.001636	0.0188	0.492518
27	-0.028874	-0.3317	0.370306
28	0.001565	0.018	0.492842
29	0.004963	0.057	0.477308
30	-0.016401	-0.1884	0.425413
31	-0.037674	-0.4328	0.332919
32	-0.028789	-0.3308	0.370676
33	0.00096	0.011	0.49561
34	-0.003636	-0.0418	0.48337
35	-0.027774	-0.3191	0.375078
36	-0.006676	-0.0767	0.469491
37	-0.030799	-0.3539	0.362006
38	-0.018012	-0.2069	0.418188
39	-0.013778	-0.1583	0.437234
40	-0.018447	-0.2119	0.416242
41	0.009405	0.1081	0.45706
42	-0.023893	-0.2745	0.392062
43	-0.018799	-0.216	0.414668
44	0.007922	0.091	0.46381
45	-0.044396	-0.5101	0.305425
46	-0.002649	-0.0304	0.487884
47	-0.029996	-0.3446	0.365461
48	-0.005034	-0.0578	0.476981

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 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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