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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 02:10:42 -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/16/t12609547230iqyav4vuob8yvk.htm/, Retrieved Tue, 30 Apr 2024 16:44:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68228, Retrieved Tue, 30 Apr 2024 16:44:20 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W21

Estimated Impact

136

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

-       [(Partial) Autocorrelation Function] [] [2009-12-16 09:10:42] [461523bf9c5715e033e9a40193969321] [Current]

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Dataseries X:

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Boxplots

0,62
0,62
0,62
0,63
0,62
0,63
0,63
0,62
0,63
0,63
0,63
0,64
0,64
0,64
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0,64
0,64
0,64
0,64
0,63
0,64
0,64
0,64
0,64
0,64
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0,64
0,64
0,64
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0,65
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0,66
0,66
0,66
0,66
0,68
0,69
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,71
0,7
0,71
0,7
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
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0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,7
0,71
0,71
0,7
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,7
0,7
0,68
0,68
0,69
0,69
0,7
0,7
0,7
0,7
0,7
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,71
0,76
0,77
0,78
0,85
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0,91
0,9
0,89
0,88
0,87
0,86
0,87
0,87
0,87
0,85

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=68228&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=68228&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68228&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	0.969145	11.1346	0
2	0.927698	10.6584	0
3	0.881248	10.1248	0
4	0.829134	9.526	0
5	0.775102	8.9052	0
6	0.719603	8.2676	0
7	0.662561	7.6122	0
8	0.6039	6.9383	0
9	0.54598	6.2728	0
10	0.48784	5.6049	0
11	0.430732	4.9487	1e-06
12	0.374729	4.3053	1.6e-05
13	0.320857	3.6864	0.000166
14	0.270295	3.1055	0.001163
15	0.229143	2.6327	0.004741
16	0.202177	2.3228	0.010859
17	0.176901	2.0324	0.022058
18	0.154345	1.7733	0.039244
19	0.143183	1.6451	0.051169
20	0.130033	1.494	0.068785
21	0.118577	1.3624	0.087704
22	0.108888	1.251	0.106569
23	0.100228	1.1515	0.125797
24	0.092893	1.0673	0.143901
25	0.086588	0.9948	0.160821
26	0.080725	0.9275	0.17769
27	0.07545	0.8669	0.193796
28	0.071866	0.8257	0.205239
29	0.06887	0.7913	0.215107
30	0.065286	0.7501	0.227272
31	0.061113	0.7021	0.241917
32	0.056645	0.6508	0.258153
33	0.054974	0.6316	0.26437
34	0.053597	0.6158	0.26955
35	0.054646	0.6278	0.265599
36	0.053193	0.6111	0.271078
37	0.047919	0.5505	0.291439
38	0.042202	0.4849	0.314287
39	0.034872	0.4006	0.344664
40	0.027394	0.3147	0.37673
41	0.019033	0.2187	0.41362
42	0.010673	0.1226	0.451297
43	0.004524	0.052	0.479313
44	-7.7e-05	-9e-04	0.499646
45	-0.002542	-0.0292	0.488371
46	-0.005007	-0.0575	0.477104
47	-0.007178	-0.0825	0.467198
48	-0.008613	-0.099	0.460661

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.969145 & 11.1346 & 0 \tabularnewline
2 & 0.927698 & 10.6584 & 0 \tabularnewline
3 & 0.881248 & 10.1248 & 0 \tabularnewline
4 & 0.829134 & 9.526 & 0 \tabularnewline
5 & 0.775102 & 8.9052 & 0 \tabularnewline
6 & 0.719603 & 8.2676 & 0 \tabularnewline
7 & 0.662561 & 7.6122 & 0 \tabularnewline
8 & 0.6039 & 6.9383 & 0 \tabularnewline
9 & 0.54598 & 6.2728 & 0 \tabularnewline
10 & 0.48784 & 5.6049 & 0 \tabularnewline
11 & 0.430732 & 4.9487 & 1e-06 \tabularnewline
12 & 0.374729 & 4.3053 & 1.6e-05 \tabularnewline
13 & 0.320857 & 3.6864 & 0.000166 \tabularnewline
14 & 0.270295 & 3.1055 & 0.001163 \tabularnewline
15 & 0.229143 & 2.6327 & 0.004741 \tabularnewline
16 & 0.202177 & 2.3228 & 0.010859 \tabularnewline
17 & 0.176901 & 2.0324 & 0.022058 \tabularnewline
18 & 0.154345 & 1.7733 & 0.039244 \tabularnewline
19 & 0.143183 & 1.6451 & 0.051169 \tabularnewline
20 & 0.130033 & 1.494 & 0.068785 \tabularnewline
21 & 0.118577 & 1.3624 & 0.087704 \tabularnewline
22 & 0.108888 & 1.251 & 0.106569 \tabularnewline
23 & 0.100228 & 1.1515 & 0.125797 \tabularnewline
24 & 0.092893 & 1.0673 & 0.143901 \tabularnewline
25 & 0.086588 & 0.9948 & 0.160821 \tabularnewline
26 & 0.080725 & 0.9275 & 0.17769 \tabularnewline
27 & 0.07545 & 0.8669 & 0.193796 \tabularnewline
28 & 0.071866 & 0.8257 & 0.205239 \tabularnewline
29 & 0.06887 & 0.7913 & 0.215107 \tabularnewline
30 & 0.065286 & 0.7501 & 0.227272 \tabularnewline
31 & 0.061113 & 0.7021 & 0.241917 \tabularnewline
32 & 0.056645 & 0.6508 & 0.258153 \tabularnewline
33 & 0.054974 & 0.6316 & 0.26437 \tabularnewline
34 & 0.053597 & 0.6158 & 0.26955 \tabularnewline
35 & 0.054646 & 0.6278 & 0.265599 \tabularnewline
36 & 0.053193 & 0.6111 & 0.271078 \tabularnewline
37 & 0.047919 & 0.5505 & 0.291439 \tabularnewline
38 & 0.042202 & 0.4849 & 0.314287 \tabularnewline
39 & 0.034872 & 0.4006 & 0.344664 \tabularnewline
40 & 0.027394 & 0.3147 & 0.37673 \tabularnewline
41 & 0.019033 & 0.2187 & 0.41362 \tabularnewline
42 & 0.010673 & 0.1226 & 0.451297 \tabularnewline
43 & 0.004524 & 0.052 & 0.479313 \tabularnewline
44 & -7.7e-05 & -9e-04 & 0.499646 \tabularnewline
45 & -0.002542 & -0.0292 & 0.488371 \tabularnewline
46 & -0.005007 & -0.0575 & 0.477104 \tabularnewline
47 & -0.007178 & -0.0825 & 0.467198 \tabularnewline
48 & -0.008613 & -0.099 & 0.460661 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68228&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]0.969145[/C][C]11.1346[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.927698[/C][C]10.6584[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.881248[/C][C]10.1248[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.829134[/C][C]9.526[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.775102[/C][C]8.9052[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.719603[/C][C]8.2676[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.662561[/C][C]7.6122[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.6039[/C][C]6.9383[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.54598[/C][C]6.2728[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.48784[/C][C]5.6049[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.430732[/C][C]4.9487[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.374729[/C][C]4.3053[/C][C]1.6e-05[/C][/ROW]
[ROW][C]13[/C][C]0.320857[/C][C]3.6864[/C][C]0.000166[/C][/ROW]
[ROW][C]14[/C][C]0.270295[/C][C]3.1055[/C][C]0.001163[/C][/ROW]
[ROW][C]15[/C][C]0.229143[/C][C]2.6327[/C][C]0.004741[/C][/ROW]
[ROW][C]16[/C][C]0.202177[/C][C]2.3228[/C][C]0.010859[/C][/ROW]
[ROW][C]17[/C][C]0.176901[/C][C]2.0324[/C][C]0.022058[/C][/ROW]
[ROW][C]18[/C][C]0.154345[/C][C]1.7733[/C][C]0.039244[/C][/ROW]
[ROW][C]19[/C][C]0.143183[/C][C]1.6451[/C][C]0.051169[/C][/ROW]
[ROW][C]20[/C][C]0.130033[/C][C]1.494[/C][C]0.068785[/C][/ROW]
[ROW][C]21[/C][C]0.118577[/C][C]1.3624[/C][C]0.087704[/C][/ROW]
[ROW][C]22[/C][C]0.108888[/C][C]1.251[/C][C]0.106569[/C][/ROW]
[ROW][C]23[/C][C]0.100228[/C][C]1.1515[/C][C]0.125797[/C][/ROW]
[ROW][C]24[/C][C]0.092893[/C][C]1.0673[/C][C]0.143901[/C][/ROW]
[ROW][C]25[/C][C]0.086588[/C][C]0.9948[/C][C]0.160821[/C][/ROW]
[ROW][C]26[/C][C]0.080725[/C][C]0.9275[/C][C]0.17769[/C][/ROW]
[ROW][C]27[/C][C]0.07545[/C][C]0.8669[/C][C]0.193796[/C][/ROW]
[ROW][C]28[/C][C]0.071866[/C][C]0.8257[/C][C]0.205239[/C][/ROW]
[ROW][C]29[/C][C]0.06887[/C][C]0.7913[/C][C]0.215107[/C][/ROW]
[ROW][C]30[/C][C]0.065286[/C][C]0.7501[/C][C]0.227272[/C][/ROW]
[ROW][C]31[/C][C]0.061113[/C][C]0.7021[/C][C]0.241917[/C][/ROW]
[ROW][C]32[/C][C]0.056645[/C][C]0.6508[/C][C]0.258153[/C][/ROW]
[ROW][C]33[/C][C]0.054974[/C][C]0.6316[/C][C]0.26437[/C][/ROW]
[ROW][C]34[/C][C]0.053597[/C][C]0.6158[/C][C]0.26955[/C][/ROW]
[ROW][C]35[/C][C]0.054646[/C][C]0.6278[/C][C]0.265599[/C][/ROW]
[ROW][C]36[/C][C]0.053193[/C][C]0.6111[/C][C]0.271078[/C][/ROW]
[ROW][C]37[/C][C]0.047919[/C][C]0.5505[/C][C]0.291439[/C][/ROW]
[ROW][C]38[/C][C]0.042202[/C][C]0.4849[/C][C]0.314287[/C][/ROW]
[ROW][C]39[/C][C]0.034872[/C][C]0.4006[/C][C]0.344664[/C][/ROW]
[ROW][C]40[/C][C]0.027394[/C][C]0.3147[/C][C]0.37673[/C][/ROW]
[ROW][C]41[/C][C]0.019033[/C][C]0.2187[/C][C]0.41362[/C][/ROW]
[ROW][C]42[/C][C]0.010673[/C][C]0.1226[/C][C]0.451297[/C][/ROW]
[ROW][C]43[/C][C]0.004524[/C][C]0.052[/C][C]0.479313[/C][/ROW]
[ROW][C]44[/C][C]-7.7e-05[/C][C]-9e-04[/C][C]0.499646[/C][/ROW]
[ROW][C]45[/C][C]-0.002542[/C][C]-0.0292[/C][C]0.488371[/C][/ROW]
[ROW][C]46[/C][C]-0.005007[/C][C]-0.0575[/C][C]0.477104[/C][/ROW]
[ROW][C]47[/C][C]-0.007178[/C][C]-0.0825[/C][C]0.467198[/C][/ROW]
[ROW][C]48[/C][C]-0.008613[/C][C]-0.099[/C][C]0.460661[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68228&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68228&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	0.969145	11.1346	0
2	0.927698	10.6584	0
3	0.881248	10.1248	0
4	0.829134	9.526	0
5	0.775102	8.9052	0
6	0.719603	8.2676	0
7	0.662561	7.6122	0
8	0.6039	6.9383	0
9	0.54598	6.2728	0
10	0.48784	5.6049	0
11	0.430732	4.9487	1e-06
12	0.374729	4.3053	1.6e-05
13	0.320857	3.6864	0.000166
14	0.270295	3.1055	0.001163
15	0.229143	2.6327	0.004741
16	0.202177	2.3228	0.010859
17	0.176901	2.0324	0.022058
18	0.154345	1.7733	0.039244
19	0.143183	1.6451	0.051169
20	0.130033	1.494	0.068785
21	0.118577	1.3624	0.087704
22	0.108888	1.251	0.106569
23	0.100228	1.1515	0.125797
24	0.092893	1.0673	0.143901
25	0.086588	0.9948	0.160821
26	0.080725	0.9275	0.17769
27	0.07545	0.8669	0.193796
28	0.071866	0.8257	0.205239
29	0.06887	0.7913	0.215107
30	0.065286	0.7501	0.227272
31	0.061113	0.7021	0.241917
32	0.056645	0.6508	0.258153
33	0.054974	0.6316	0.26437
34	0.053597	0.6158	0.26955
35	0.054646	0.6278	0.265599
36	0.053193	0.6111	0.271078
37	0.047919	0.5505	0.291439
38	0.042202	0.4849	0.314287
39	0.034872	0.4006	0.344664
40	0.027394	0.3147	0.37673
41	0.019033	0.2187	0.41362
42	0.010673	0.1226	0.451297
43	0.004524	0.052	0.479313
44	-7.7e-05	-9e-04	0.499646
45	-0.002542	-0.0292	0.488371
46	-0.005007	-0.0575	0.477104
47	-0.007178	-0.0825	0.467198
48	-0.008613	-0.099	0.460661

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.969145	11.1346	0
2	-0.189994	-2.1829	0.015407
3	-0.077063	-0.8854	0.18878
4	-0.099505	-1.1432	0.127506
5	-0.031664	-0.3638	0.358297
6	-0.04155	-0.4774	0.316942
7	-0.046239	-0.5312	0.29807
8	-0.053314	-0.6125	0.270619
9	-0.013281	-0.1526	0.439478
10	-0.041957	-0.482	0.315285
11	-0.018346	-0.2108	0.416693
12	-0.028123	-0.3231	0.373562
13	-0.008941	-0.1027	0.459168
14	0.00334	0.0384	0.484722
15	0.105017	1.2066	0.114882
16	0.161876	1.8598	0.032569
17	-0.079006	-0.9077	0.182841
18	-0.019746	-0.2269	0.410442
19	0.139518	1.6029	0.05567
20	-0.11753	-1.3503	0.089612
21	-0.00406	-0.0466	0.481434
22	-0.022911	-0.2632	0.396392
23	-0.010396	-0.1194	0.452553
24	-0.003332	-0.0383	0.484763
25	-0.016545	-0.1901	0.424768
26	-0.018102	-0.208	0.417784
27	-0.000564	-0.0065	0.497419
28	0.013171	0.1513	0.439975
29	0.017412	0.2	0.420875
30	0.01254	0.1441	0.442832
31	0.008143	0.0936	0.462802
32	-0.02745	-0.3154	0.376488
33	0.084831	0.9746	0.165762
34	0.026032	0.2991	0.382675
35	-0.019862	-0.2282	0.409923
36	-0.058194	-0.6686	0.252461
37	-0.038184	-0.4387	0.330798
38	-0.027042	-0.3107	0.378263
39	-0.015132	-0.1739	0.431123
40	-0.009335	-0.1073	0.457376
41	-0.021301	-0.2447	0.403525
42	0.008089	0.0929	0.463048
43	0.051854	0.5958	0.276178
44	0.013138	0.1509	0.440124
45	0.028392	0.3262	0.372394
46	-0.014019	-0.1611	0.436143
47	0.010447	0.12	0.452322
48	0.039728	0.4564	0.32441

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.969145 & 11.1346 & 0 \tabularnewline
2 & -0.189994 & -2.1829 & 0.015407 \tabularnewline
3 & -0.077063 & -0.8854 & 0.18878 \tabularnewline
4 & -0.099505 & -1.1432 & 0.127506 \tabularnewline
5 & -0.031664 & -0.3638 & 0.358297 \tabularnewline
6 & -0.04155 & -0.4774 & 0.316942 \tabularnewline
7 & -0.046239 & -0.5312 & 0.29807 \tabularnewline
8 & -0.053314 & -0.6125 & 0.270619 \tabularnewline
9 & -0.013281 & -0.1526 & 0.439478 \tabularnewline
10 & -0.041957 & -0.482 & 0.315285 \tabularnewline
11 & -0.018346 & -0.2108 & 0.416693 \tabularnewline
12 & -0.028123 & -0.3231 & 0.373562 \tabularnewline
13 & -0.008941 & -0.1027 & 0.459168 \tabularnewline
14 & 0.00334 & 0.0384 & 0.484722 \tabularnewline
15 & 0.105017 & 1.2066 & 0.114882 \tabularnewline
16 & 0.161876 & 1.8598 & 0.032569 \tabularnewline
17 & -0.079006 & -0.9077 & 0.182841 \tabularnewline
18 & -0.019746 & -0.2269 & 0.410442 \tabularnewline
19 & 0.139518 & 1.6029 & 0.05567 \tabularnewline
20 & -0.11753 & -1.3503 & 0.089612 \tabularnewline
21 & -0.00406 & -0.0466 & 0.481434 \tabularnewline
22 & -0.022911 & -0.2632 & 0.396392 \tabularnewline
23 & -0.010396 & -0.1194 & 0.452553 \tabularnewline
24 & -0.003332 & -0.0383 & 0.484763 \tabularnewline
25 & -0.016545 & -0.1901 & 0.424768 \tabularnewline
26 & -0.018102 & -0.208 & 0.417784 \tabularnewline
27 & -0.000564 & -0.0065 & 0.497419 \tabularnewline
28 & 0.013171 & 0.1513 & 0.439975 \tabularnewline
29 & 0.017412 & 0.2 & 0.420875 \tabularnewline
30 & 0.01254 & 0.1441 & 0.442832 \tabularnewline
31 & 0.008143 & 0.0936 & 0.462802 \tabularnewline
32 & -0.02745 & -0.3154 & 0.376488 \tabularnewline
33 & 0.084831 & 0.9746 & 0.165762 \tabularnewline
34 & 0.026032 & 0.2991 & 0.382675 \tabularnewline
35 & -0.019862 & -0.2282 & 0.409923 \tabularnewline
36 & -0.058194 & -0.6686 & 0.252461 \tabularnewline
37 & -0.038184 & -0.4387 & 0.330798 \tabularnewline
38 & -0.027042 & -0.3107 & 0.378263 \tabularnewline
39 & -0.015132 & -0.1739 & 0.431123 \tabularnewline
40 & -0.009335 & -0.1073 & 0.457376 \tabularnewline
41 & -0.021301 & -0.2447 & 0.403525 \tabularnewline
42 & 0.008089 & 0.0929 & 0.463048 \tabularnewline
43 & 0.051854 & 0.5958 & 0.276178 \tabularnewline
44 & 0.013138 & 0.1509 & 0.440124 \tabularnewline
45 & 0.028392 & 0.3262 & 0.372394 \tabularnewline
46 & -0.014019 & -0.1611 & 0.436143 \tabularnewline
47 & 0.010447 & 0.12 & 0.452322 \tabularnewline
48 & 0.039728 & 0.4564 & 0.32441 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68228&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]0.969145[/C][C]11.1346[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.189994[/C][C]-2.1829[/C][C]0.015407[/C][/ROW]
[ROW][C]3[/C][C]-0.077063[/C][C]-0.8854[/C][C]0.18878[/C][/ROW]
[ROW][C]4[/C][C]-0.099505[/C][C]-1.1432[/C][C]0.127506[/C][/ROW]
[ROW][C]5[/C][C]-0.031664[/C][C]-0.3638[/C][C]0.358297[/C][/ROW]
[ROW][C]6[/C][C]-0.04155[/C][C]-0.4774[/C][C]0.316942[/C][/ROW]
[ROW][C]7[/C][C]-0.046239[/C][C]-0.5312[/C][C]0.29807[/C][/ROW]
[ROW][C]8[/C][C]-0.053314[/C][C]-0.6125[/C][C]0.270619[/C][/ROW]
[ROW][C]9[/C][C]-0.013281[/C][C]-0.1526[/C][C]0.439478[/C][/ROW]
[ROW][C]10[/C][C]-0.041957[/C][C]-0.482[/C][C]0.315285[/C][/ROW]
[ROW][C]11[/C][C]-0.018346[/C][C]-0.2108[/C][C]0.416693[/C][/ROW]
[ROW][C]12[/C][C]-0.028123[/C][C]-0.3231[/C][C]0.373562[/C][/ROW]
[ROW][C]13[/C][C]-0.008941[/C][C]-0.1027[/C][C]0.459168[/C][/ROW]
[ROW][C]14[/C][C]0.00334[/C][C]0.0384[/C][C]0.484722[/C][/ROW]
[ROW][C]15[/C][C]0.105017[/C][C]1.2066[/C][C]0.114882[/C][/ROW]
[ROW][C]16[/C][C]0.161876[/C][C]1.8598[/C][C]0.032569[/C][/ROW]
[ROW][C]17[/C][C]-0.079006[/C][C]-0.9077[/C][C]0.182841[/C][/ROW]
[ROW][C]18[/C][C]-0.019746[/C][C]-0.2269[/C][C]0.410442[/C][/ROW]
[ROW][C]19[/C][C]0.139518[/C][C]1.6029[/C][C]0.05567[/C][/ROW]
[ROW][C]20[/C][C]-0.11753[/C][C]-1.3503[/C][C]0.089612[/C][/ROW]
[ROW][C]21[/C][C]-0.00406[/C][C]-0.0466[/C][C]0.481434[/C][/ROW]
[ROW][C]22[/C][C]-0.022911[/C][C]-0.2632[/C][C]0.396392[/C][/ROW]
[ROW][C]23[/C][C]-0.010396[/C][C]-0.1194[/C][C]0.452553[/C][/ROW]
[ROW][C]24[/C][C]-0.003332[/C][C]-0.0383[/C][C]0.484763[/C][/ROW]
[ROW][C]25[/C][C]-0.016545[/C][C]-0.1901[/C][C]0.424768[/C][/ROW]
[ROW][C]26[/C][C]-0.018102[/C][C]-0.208[/C][C]0.417784[/C][/ROW]
[ROW][C]27[/C][C]-0.000564[/C][C]-0.0065[/C][C]0.497419[/C][/ROW]
[ROW][C]28[/C][C]0.013171[/C][C]0.1513[/C][C]0.439975[/C][/ROW]
[ROW][C]29[/C][C]0.017412[/C][C]0.2[/C][C]0.420875[/C][/ROW]
[ROW][C]30[/C][C]0.01254[/C][C]0.1441[/C][C]0.442832[/C][/ROW]
[ROW][C]31[/C][C]0.008143[/C][C]0.0936[/C][C]0.462802[/C][/ROW]
[ROW][C]32[/C][C]-0.02745[/C][C]-0.3154[/C][C]0.376488[/C][/ROW]
[ROW][C]33[/C][C]0.084831[/C][C]0.9746[/C][C]0.165762[/C][/ROW]
[ROW][C]34[/C][C]0.026032[/C][C]0.2991[/C][C]0.382675[/C][/ROW]
[ROW][C]35[/C][C]-0.019862[/C][C]-0.2282[/C][C]0.409923[/C][/ROW]
[ROW][C]36[/C][C]-0.058194[/C][C]-0.6686[/C][C]0.252461[/C][/ROW]
[ROW][C]37[/C][C]-0.038184[/C][C]-0.4387[/C][C]0.330798[/C][/ROW]
[ROW][C]38[/C][C]-0.027042[/C][C]-0.3107[/C][C]0.378263[/C][/ROW]
[ROW][C]39[/C][C]-0.015132[/C][C]-0.1739[/C][C]0.431123[/C][/ROW]
[ROW][C]40[/C][C]-0.009335[/C][C]-0.1073[/C][C]0.457376[/C][/ROW]
[ROW][C]41[/C][C]-0.021301[/C][C]-0.2447[/C][C]0.403525[/C][/ROW]
[ROW][C]42[/C][C]0.008089[/C][C]0.0929[/C][C]0.463048[/C][/ROW]
[ROW][C]43[/C][C]0.051854[/C][C]0.5958[/C][C]0.276178[/C][/ROW]
[ROW][C]44[/C][C]0.013138[/C][C]0.1509[/C][C]0.440124[/C][/ROW]
[ROW][C]45[/C][C]0.028392[/C][C]0.3262[/C][C]0.372394[/C][/ROW]
[ROW][C]46[/C][C]-0.014019[/C][C]-0.1611[/C][C]0.436143[/C][/ROW]
[ROW][C]47[/C][C]0.010447[/C][C]0.12[/C][C]0.452322[/C][/ROW]
[ROW][C]48[/C][C]0.039728[/C][C]0.4564[/C][C]0.32441[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68228&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68228&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	0.969145	11.1346	0
2	-0.189994	-2.1829	0.015407
3	-0.077063	-0.8854	0.18878
4	-0.099505	-1.1432	0.127506
5	-0.031664	-0.3638	0.358297
6	-0.04155	-0.4774	0.316942
7	-0.046239	-0.5312	0.29807
8	-0.053314	-0.6125	0.270619
9	-0.013281	-0.1526	0.439478
10	-0.041957	-0.482	0.315285
11	-0.018346	-0.2108	0.416693
12	-0.028123	-0.3231	0.373562
13	-0.008941	-0.1027	0.459168
14	0.00334	0.0384	0.484722
15	0.105017	1.2066	0.114882
16	0.161876	1.8598	0.032569
17	-0.079006	-0.9077	0.182841
18	-0.019746	-0.2269	0.410442
19	0.139518	1.6029	0.05567
20	-0.11753	-1.3503	0.089612
21	-0.00406	-0.0466	0.481434
22	-0.022911	-0.2632	0.396392
23	-0.010396	-0.1194	0.452553
24	-0.003332	-0.0383	0.484763
25	-0.016545	-0.1901	0.424768
26	-0.018102	-0.208	0.417784
27	-0.000564	-0.0065	0.497419
28	0.013171	0.1513	0.439975
29	0.017412	0.2	0.420875
30	0.01254	0.1441	0.442832
31	0.008143	0.0936	0.462802
32	-0.02745	-0.3154	0.376488
33	0.084831	0.9746	0.165762
34	0.026032	0.2991	0.382675
35	-0.019862	-0.2282	0.409923
36	-0.058194	-0.6686	0.252461
37	-0.038184	-0.4387	0.330798
38	-0.027042	-0.3107	0.378263
39	-0.015132	-0.1739	0.431123
40	-0.009335	-0.1073	0.457376
41	-0.021301	-0.2447	0.403525
42	0.008089	0.0929	0.463048
43	0.051854	0.5958	0.276178
44	0.013138	0.1509	0.440124
45	0.028392	0.3262	0.372394
46	-0.014019	-0.1611	0.436143
47	0.010447	0.12	0.452322
48	0.039728	0.4564	0.32441

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