Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 10:14:43 -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/t1260983833x0ia0lcjlq9gcbr.htm/, Retrieved Tue, 30 Apr 2024 12:48:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68486, Retrieved Tue, 30 Apr 2024 12:48:09 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W21

Estimated Impact

111

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

-       [(Partial) Autocorrelation Function] [correlatie van ri...] [2009-12-16 17:14:43] [93f7fd88d04bfc03ecae616214d88989] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

2,46
2,46
2,45
2,45
2,46
2,43
2,44
2,44
2,43
2,43
2,42
2,43
2,43
2,42
2,41
2,42
2,39
2,4
2,39
2,4
2,41
2,41
2,41
2,41
2,42
2,43
2,43
2,43
2,44
2,42
2,44
2,42
2,42
2,42
2,43
2,44
2,43
2,44
2,44
2,45
2,45
2,43
2,44
2,45
2,46
2,44
2,43
2,42
2,41
2,43
2,41
2,43
2,43
2,44
2,43
2,44
2,43
2,44
2,44
2,43
2,43
2,43
2,43
2,44
2,47
2,48
2,49
2,5
2,51
2,49
2,49
2,48
2,48
2,48
2,5
2,5
2,5
2,5
2,5
2,48
2,49
2,48
2,5
2,5
2,49
2,48
2,47
2,46
2,43
2,42
2,43
2,45
2,45
2,46
2,44
2,45
2,45
2,42
2,41
2,39
2,39
2,38
2,37
2,37
2,38
2,39
2,41
2,42
2,48
2,53
2,56
2,56
2,53
2,57
2,56
2,57
2,58
2,57
2,6
2,63
2,72
2,83
2,9
2,92
2,94
2,95
2,98
3,02
3,16
3,2
3,18
3,17
3,19

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=68486&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=68486&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68486&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	0.935682	10.7908	0
2	0.865996	9.9872	0
3	0.788484	9.0932	0
4	0.704705	8.1271	0
5	0.624215	7.1988	0
6	0.562009	6.4814	0
7	0.502292	5.7927	0
8	0.441985	5.0972	1e-06
9	0.378753	4.368	1.3e-05
10	0.316569	3.6509	0.000187
11	0.255723	2.9491	0.001883
12	0.204036	2.3531	0.010043
13	0.167256	1.9289	0.027937
14	0.140511	1.6204	0.053752
15	0.116613	1.3448	0.090482
16	0.094774	1.093	0.138188
17	0.07041	0.812	0.209119
18	0.046822	0.54	0.295059
19	0.022425	0.2586	0.398166
20	-0.0057	-0.0657	0.473846
21	-0.028021	-0.3232	0.373541
22	-0.054218	-0.6253	0.26643
23	-0.079029	-0.9114	0.181866
24	-0.098319	-1.1339	0.129445
25	-0.108462	-1.2508	0.106594
26	-0.108135	-1.2471	0.107281
27	-0.105428	-1.2159	0.113097
28	-0.098993	-1.1416	0.127826
29	-0.090749	-1.0466	0.148599
30	-0.080815	-0.932	0.176512
31	-0.069814	-0.8051	0.21109
32	-0.060193	-0.6942	0.244392
33	-0.050954	-0.5876	0.278888
34	-0.040823	-0.4708	0.319281
35	-0.03231	-0.3726	0.355014
36	-0.023858	-0.2751	0.391816
37	-0.020238	-0.2334	0.407906
38	-0.01585	-0.1828	0.427622
39	-0.010584	-0.1221	0.451516
40	-0.007526	-0.0868	0.465484
41	-0.002509	-0.0289	0.488478
42	0.003061	0.0353	0.485945
43	0.011929	0.1376	0.445392
44	0.022443	0.2588	0.398087
45	0.031532	0.3636	0.358351
46	0.035021	0.4039	0.343476
47	0.03583	0.4132	0.340059
48	0.03443	0.3971	0.345979

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.935682 & 10.7908 & 0 \tabularnewline
2 & 0.865996 & 9.9872 & 0 \tabularnewline
3 & 0.788484 & 9.0932 & 0 \tabularnewline
4 & 0.704705 & 8.1271 & 0 \tabularnewline
5 & 0.624215 & 7.1988 & 0 \tabularnewline
6 & 0.562009 & 6.4814 & 0 \tabularnewline
7 & 0.502292 & 5.7927 & 0 \tabularnewline
8 & 0.441985 & 5.0972 & 1e-06 \tabularnewline
9 & 0.378753 & 4.368 & 1.3e-05 \tabularnewline
10 & 0.316569 & 3.6509 & 0.000187 \tabularnewline
11 & 0.255723 & 2.9491 & 0.001883 \tabularnewline
12 & 0.204036 & 2.3531 & 0.010043 \tabularnewline
13 & 0.167256 & 1.9289 & 0.027937 \tabularnewline
14 & 0.140511 & 1.6204 & 0.053752 \tabularnewline
15 & 0.116613 & 1.3448 & 0.090482 \tabularnewline
16 & 0.094774 & 1.093 & 0.138188 \tabularnewline
17 & 0.07041 & 0.812 & 0.209119 \tabularnewline
18 & 0.046822 & 0.54 & 0.295059 \tabularnewline
19 & 0.022425 & 0.2586 & 0.398166 \tabularnewline
20 & -0.0057 & -0.0657 & 0.473846 \tabularnewline
21 & -0.028021 & -0.3232 & 0.373541 \tabularnewline
22 & -0.054218 & -0.6253 & 0.26643 \tabularnewline
23 & -0.079029 & -0.9114 & 0.181866 \tabularnewline
24 & -0.098319 & -1.1339 & 0.129445 \tabularnewline
25 & -0.108462 & -1.2508 & 0.106594 \tabularnewline
26 & -0.108135 & -1.2471 & 0.107281 \tabularnewline
27 & -0.105428 & -1.2159 & 0.113097 \tabularnewline
28 & -0.098993 & -1.1416 & 0.127826 \tabularnewline
29 & -0.090749 & -1.0466 & 0.148599 \tabularnewline
30 & -0.080815 & -0.932 & 0.176512 \tabularnewline
31 & -0.069814 & -0.8051 & 0.21109 \tabularnewline
32 & -0.060193 & -0.6942 & 0.244392 \tabularnewline
33 & -0.050954 & -0.5876 & 0.278888 \tabularnewline
34 & -0.040823 & -0.4708 & 0.319281 \tabularnewline
35 & -0.03231 & -0.3726 & 0.355014 \tabularnewline
36 & -0.023858 & -0.2751 & 0.391816 \tabularnewline
37 & -0.020238 & -0.2334 & 0.407906 \tabularnewline
38 & -0.01585 & -0.1828 & 0.427622 \tabularnewline
39 & -0.010584 & -0.1221 & 0.451516 \tabularnewline
40 & -0.007526 & -0.0868 & 0.465484 \tabularnewline
41 & -0.002509 & -0.0289 & 0.488478 \tabularnewline
42 & 0.003061 & 0.0353 & 0.485945 \tabularnewline
43 & 0.011929 & 0.1376 & 0.445392 \tabularnewline
44 & 0.022443 & 0.2588 & 0.398087 \tabularnewline
45 & 0.031532 & 0.3636 & 0.358351 \tabularnewline
46 & 0.035021 & 0.4039 & 0.343476 \tabularnewline
47 & 0.03583 & 0.4132 & 0.340059 \tabularnewline
48 & 0.03443 & 0.3971 & 0.345979 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68486&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]0.935682[/C][C]10.7908[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.865996[/C][C]9.9872[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.788484[/C][C]9.0932[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.704705[/C][C]8.1271[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.624215[/C][C]7.1988[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.562009[/C][C]6.4814[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.502292[/C][C]5.7927[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.441985[/C][C]5.0972[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.378753[/C][C]4.368[/C][C]1.3e-05[/C][/ROW]
[ROW][C]10[/C][C]0.316569[/C][C]3.6509[/C][C]0.000187[/C][/ROW]
[ROW][C]11[/C][C]0.255723[/C][C]2.9491[/C][C]0.001883[/C][/ROW]
[ROW][C]12[/C][C]0.204036[/C][C]2.3531[/C][C]0.010043[/C][/ROW]
[ROW][C]13[/C][C]0.167256[/C][C]1.9289[/C][C]0.027937[/C][/ROW]
[ROW][C]14[/C][C]0.140511[/C][C]1.6204[/C][C]0.053752[/C][/ROW]
[ROW][C]15[/C][C]0.116613[/C][C]1.3448[/C][C]0.090482[/C][/ROW]
[ROW][C]16[/C][C]0.094774[/C][C]1.093[/C][C]0.138188[/C][/ROW]
[ROW][C]17[/C][C]0.07041[/C][C]0.812[/C][C]0.209119[/C][/ROW]
[ROW][C]18[/C][C]0.046822[/C][C]0.54[/C][C]0.295059[/C][/ROW]
[ROW][C]19[/C][C]0.022425[/C][C]0.2586[/C][C]0.398166[/C][/ROW]
[ROW][C]20[/C][C]-0.0057[/C][C]-0.0657[/C][C]0.473846[/C][/ROW]
[ROW][C]21[/C][C]-0.028021[/C][C]-0.3232[/C][C]0.373541[/C][/ROW]
[ROW][C]22[/C][C]-0.054218[/C][C]-0.6253[/C][C]0.26643[/C][/ROW]
[ROW][C]23[/C][C]-0.079029[/C][C]-0.9114[/C][C]0.181866[/C][/ROW]
[ROW][C]24[/C][C]-0.098319[/C][C]-1.1339[/C][C]0.129445[/C][/ROW]
[ROW][C]25[/C][C]-0.108462[/C][C]-1.2508[/C][C]0.106594[/C][/ROW]
[ROW][C]26[/C][C]-0.108135[/C][C]-1.2471[/C][C]0.107281[/C][/ROW]
[ROW][C]27[/C][C]-0.105428[/C][C]-1.2159[/C][C]0.113097[/C][/ROW]
[ROW][C]28[/C][C]-0.098993[/C][C]-1.1416[/C][C]0.127826[/C][/ROW]
[ROW][C]29[/C][C]-0.090749[/C][C]-1.0466[/C][C]0.148599[/C][/ROW]
[ROW][C]30[/C][C]-0.080815[/C][C]-0.932[/C][C]0.176512[/C][/ROW]
[ROW][C]31[/C][C]-0.069814[/C][C]-0.8051[/C][C]0.21109[/C][/ROW]
[ROW][C]32[/C][C]-0.060193[/C][C]-0.6942[/C][C]0.244392[/C][/ROW]
[ROW][C]33[/C][C]-0.050954[/C][C]-0.5876[/C][C]0.278888[/C][/ROW]
[ROW][C]34[/C][C]-0.040823[/C][C]-0.4708[/C][C]0.319281[/C][/ROW]
[ROW][C]35[/C][C]-0.03231[/C][C]-0.3726[/C][C]0.355014[/C][/ROW]
[ROW][C]36[/C][C]-0.023858[/C][C]-0.2751[/C][C]0.391816[/C][/ROW]
[ROW][C]37[/C][C]-0.020238[/C][C]-0.2334[/C][C]0.407906[/C][/ROW]
[ROW][C]38[/C][C]-0.01585[/C][C]-0.1828[/C][C]0.427622[/C][/ROW]
[ROW][C]39[/C][C]-0.010584[/C][C]-0.1221[/C][C]0.451516[/C][/ROW]
[ROW][C]40[/C][C]-0.007526[/C][C]-0.0868[/C][C]0.465484[/C][/ROW]
[ROW][C]41[/C][C]-0.002509[/C][C]-0.0289[/C][C]0.488478[/C][/ROW]
[ROW][C]42[/C][C]0.003061[/C][C]0.0353[/C][C]0.485945[/C][/ROW]
[ROW][C]43[/C][C]0.011929[/C][C]0.1376[/C][C]0.445392[/C][/ROW]
[ROW][C]44[/C][C]0.022443[/C][C]0.2588[/C][C]0.398087[/C][/ROW]
[ROW][C]45[/C][C]0.031532[/C][C]0.3636[/C][C]0.358351[/C][/ROW]
[ROW][C]46[/C][C]0.035021[/C][C]0.4039[/C][C]0.343476[/C][/ROW]
[ROW][C]47[/C][C]0.03583[/C][C]0.4132[/C][C]0.340059[/C][/ROW]
[ROW][C]48[/C][C]0.03443[/C][C]0.3971[/C][C]0.345979[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68486&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68486&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	0.935682	10.7908	0
2	0.865996	9.9872	0
3	0.788484	9.0932	0
4	0.704705	8.1271	0
5	0.624215	7.1988	0
6	0.562009	6.4814	0
7	0.502292	5.7927	0
8	0.441985	5.0972	1e-06
9	0.378753	4.368	1.3e-05
10	0.316569	3.6509	0.000187
11	0.255723	2.9491	0.001883
12	0.204036	2.3531	0.010043
13	0.167256	1.9289	0.027937
14	0.140511	1.6204	0.053752
15	0.116613	1.3448	0.090482
16	0.094774	1.093	0.138188
17	0.07041	0.812	0.209119
18	0.046822	0.54	0.295059
19	0.022425	0.2586	0.398166
20	-0.0057	-0.0657	0.473846
21	-0.028021	-0.3232	0.373541
22	-0.054218	-0.6253	0.26643
23	-0.079029	-0.9114	0.181866
24	-0.098319	-1.1339	0.129445
25	-0.108462	-1.2508	0.106594
26	-0.108135	-1.2471	0.107281
27	-0.105428	-1.2159	0.113097
28	-0.098993	-1.1416	0.127826
29	-0.090749	-1.0466	0.148599
30	-0.080815	-0.932	0.176512
31	-0.069814	-0.8051	0.21109
32	-0.060193	-0.6942	0.244392
33	-0.050954	-0.5876	0.278888
34	-0.040823	-0.4708	0.319281
35	-0.03231	-0.3726	0.355014
36	-0.023858	-0.2751	0.391816
37	-0.020238	-0.2334	0.407906
38	-0.01585	-0.1828	0.427622
39	-0.010584	-0.1221	0.451516
40	-0.007526	-0.0868	0.465484
41	-0.002509	-0.0289	0.488478
42	0.003061	0.0353	0.485945
43	0.011929	0.1376	0.445392
44	0.022443	0.2588	0.398087
45	0.031532	0.3636	0.358351
46	0.035021	0.4039	0.343476
47	0.03583	0.4132	0.340059
48	0.03443	0.3971	0.345979

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.935682	10.7908	0
2	-0.076348	-0.8805	0.190092
3	-0.098898	-1.1405	0.128054
4	-0.090072	-1.0388	0.150401
5	-0.015966	-0.1841	0.427098
6	0.104267	1.2025	0.115661
7	-0.030067	-0.3468	0.364663
8	-0.067641	-0.7801	0.218367
9	-0.083788	-0.9663	0.167827
10	-0.029167	-0.3364	0.368562
11	-0.00917	-0.1057	0.45797
12	0.033085	0.3816	0.351699
13	0.066264	0.7642	0.223053
14	0.018638	0.2149	0.415072
15	-0.034492	-0.3978	0.345714
16	-0.029652	-0.342	0.366459
17	-0.03666	-0.4228	0.336569
18	0.008735	0.1007	0.459958
19	-0.017603	-0.203	0.419718
20	-0.067506	-0.7785	0.218824
21	0.004403	0.0508	0.479789
22	-0.070026	-0.8076	0.210387
23	-0.012316	-0.142	0.443635
24	0.026162	0.3017	0.381669
25	0.059661	0.688	0.24631
26	0.075015	0.8651	0.194268
27	-0.023207	-0.2676	0.394697
28	-0.006288	-0.0725	0.471151
29	-0.001795	-0.0207	0.491758
30	0.027523	0.3174	0.375714
31	0.020537	0.2368	0.40657
32	-0.028459	-0.3282	0.371636
33	-0.020698	-0.2387	0.405853
34	-0.009055	-0.1044	0.458493
35	-0.010686	-0.1232	0.451054
36	0.020163	0.2325	0.408243
37	-0.020933	-0.2414	0.404804
38	0.030311	0.3496	0.363608
39	0.018576	0.2142	0.415346
40	-0.021406	-0.2469	0.402698
41	0.022498	0.2595	0.397841
42	-0.001484	-0.0171	0.493187
43	0.042192	0.4866	0.313678
44	0.013587	0.1567	0.43786
45	-0.023511	-0.2711	0.393352
46	-0.050165	-0.5785	0.281941
47	-0.030361	-0.3501	0.363392
48	0.006052	0.0698	0.472233

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.935682 & 10.7908 & 0 \tabularnewline
2 & -0.076348 & -0.8805 & 0.190092 \tabularnewline
3 & -0.098898 & -1.1405 & 0.128054 \tabularnewline
4 & -0.090072 & -1.0388 & 0.150401 \tabularnewline
5 & -0.015966 & -0.1841 & 0.427098 \tabularnewline
6 & 0.104267 & 1.2025 & 0.115661 \tabularnewline
7 & -0.030067 & -0.3468 & 0.364663 \tabularnewline
8 & -0.067641 & -0.7801 & 0.218367 \tabularnewline
9 & -0.083788 & -0.9663 & 0.167827 \tabularnewline
10 & -0.029167 & -0.3364 & 0.368562 \tabularnewline
11 & -0.00917 & -0.1057 & 0.45797 \tabularnewline
12 & 0.033085 & 0.3816 & 0.351699 \tabularnewline
13 & 0.066264 & 0.7642 & 0.223053 \tabularnewline
14 & 0.018638 & 0.2149 & 0.415072 \tabularnewline
15 & -0.034492 & -0.3978 & 0.345714 \tabularnewline
16 & -0.029652 & -0.342 & 0.366459 \tabularnewline
17 & -0.03666 & -0.4228 & 0.336569 \tabularnewline
18 & 0.008735 & 0.1007 & 0.459958 \tabularnewline
19 & -0.017603 & -0.203 & 0.419718 \tabularnewline
20 & -0.067506 & -0.7785 & 0.218824 \tabularnewline
21 & 0.004403 & 0.0508 & 0.479789 \tabularnewline
22 & -0.070026 & -0.8076 & 0.210387 \tabularnewline
23 & -0.012316 & -0.142 & 0.443635 \tabularnewline
24 & 0.026162 & 0.3017 & 0.381669 \tabularnewline
25 & 0.059661 & 0.688 & 0.24631 \tabularnewline
26 & 0.075015 & 0.8651 & 0.194268 \tabularnewline
27 & -0.023207 & -0.2676 & 0.394697 \tabularnewline
28 & -0.006288 & -0.0725 & 0.471151 \tabularnewline
29 & -0.001795 & -0.0207 & 0.491758 \tabularnewline
30 & 0.027523 & 0.3174 & 0.375714 \tabularnewline
31 & 0.020537 & 0.2368 & 0.40657 \tabularnewline
32 & -0.028459 & -0.3282 & 0.371636 \tabularnewline
33 & -0.020698 & -0.2387 & 0.405853 \tabularnewline
34 & -0.009055 & -0.1044 & 0.458493 \tabularnewline
35 & -0.010686 & -0.1232 & 0.451054 \tabularnewline
36 & 0.020163 & 0.2325 & 0.408243 \tabularnewline
37 & -0.020933 & -0.2414 & 0.404804 \tabularnewline
38 & 0.030311 & 0.3496 & 0.363608 \tabularnewline
39 & 0.018576 & 0.2142 & 0.415346 \tabularnewline
40 & -0.021406 & -0.2469 & 0.402698 \tabularnewline
41 & 0.022498 & 0.2595 & 0.397841 \tabularnewline
42 & -0.001484 & -0.0171 & 0.493187 \tabularnewline
43 & 0.042192 & 0.4866 & 0.313678 \tabularnewline
44 & 0.013587 & 0.1567 & 0.43786 \tabularnewline
45 & -0.023511 & -0.2711 & 0.393352 \tabularnewline
46 & -0.050165 & -0.5785 & 0.281941 \tabularnewline
47 & -0.030361 & -0.3501 & 0.363392 \tabularnewline
48 & 0.006052 & 0.0698 & 0.472233 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68486&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]0.935682[/C][C]10.7908[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.076348[/C][C]-0.8805[/C][C]0.190092[/C][/ROW]
[ROW][C]3[/C][C]-0.098898[/C][C]-1.1405[/C][C]0.128054[/C][/ROW]
[ROW][C]4[/C][C]-0.090072[/C][C]-1.0388[/C][C]0.150401[/C][/ROW]
[ROW][C]5[/C][C]-0.015966[/C][C]-0.1841[/C][C]0.427098[/C][/ROW]
[ROW][C]6[/C][C]0.104267[/C][C]1.2025[/C][C]0.115661[/C][/ROW]
[ROW][C]7[/C][C]-0.030067[/C][C]-0.3468[/C][C]0.364663[/C][/ROW]
[ROW][C]8[/C][C]-0.067641[/C][C]-0.7801[/C][C]0.218367[/C][/ROW]
[ROW][C]9[/C][C]-0.083788[/C][C]-0.9663[/C][C]0.167827[/C][/ROW]
[ROW][C]10[/C][C]-0.029167[/C][C]-0.3364[/C][C]0.368562[/C][/ROW]
[ROW][C]11[/C][C]-0.00917[/C][C]-0.1057[/C][C]0.45797[/C][/ROW]
[ROW][C]12[/C][C]0.033085[/C][C]0.3816[/C][C]0.351699[/C][/ROW]
[ROW][C]13[/C][C]0.066264[/C][C]0.7642[/C][C]0.223053[/C][/ROW]
[ROW][C]14[/C][C]0.018638[/C][C]0.2149[/C][C]0.415072[/C][/ROW]
[ROW][C]15[/C][C]-0.034492[/C][C]-0.3978[/C][C]0.345714[/C][/ROW]
[ROW][C]16[/C][C]-0.029652[/C][C]-0.342[/C][C]0.366459[/C][/ROW]
[ROW][C]17[/C][C]-0.03666[/C][C]-0.4228[/C][C]0.336569[/C][/ROW]
[ROW][C]18[/C][C]0.008735[/C][C]0.1007[/C][C]0.459958[/C][/ROW]
[ROW][C]19[/C][C]-0.017603[/C][C]-0.203[/C][C]0.419718[/C][/ROW]
[ROW][C]20[/C][C]-0.067506[/C][C]-0.7785[/C][C]0.218824[/C][/ROW]
[ROW][C]21[/C][C]0.004403[/C][C]0.0508[/C][C]0.479789[/C][/ROW]
[ROW][C]22[/C][C]-0.070026[/C][C]-0.8076[/C][C]0.210387[/C][/ROW]
[ROW][C]23[/C][C]-0.012316[/C][C]-0.142[/C][C]0.443635[/C][/ROW]
[ROW][C]24[/C][C]0.026162[/C][C]0.3017[/C][C]0.381669[/C][/ROW]
[ROW][C]25[/C][C]0.059661[/C][C]0.688[/C][C]0.24631[/C][/ROW]
[ROW][C]26[/C][C]0.075015[/C][C]0.8651[/C][C]0.194268[/C][/ROW]
[ROW][C]27[/C][C]-0.023207[/C][C]-0.2676[/C][C]0.394697[/C][/ROW]
[ROW][C]28[/C][C]-0.006288[/C][C]-0.0725[/C][C]0.471151[/C][/ROW]
[ROW][C]29[/C][C]-0.001795[/C][C]-0.0207[/C][C]0.491758[/C][/ROW]
[ROW][C]30[/C][C]0.027523[/C][C]0.3174[/C][C]0.375714[/C][/ROW]
[ROW][C]31[/C][C]0.020537[/C][C]0.2368[/C][C]0.40657[/C][/ROW]
[ROW][C]32[/C][C]-0.028459[/C][C]-0.3282[/C][C]0.371636[/C][/ROW]
[ROW][C]33[/C][C]-0.020698[/C][C]-0.2387[/C][C]0.405853[/C][/ROW]
[ROW][C]34[/C][C]-0.009055[/C][C]-0.1044[/C][C]0.458493[/C][/ROW]
[ROW][C]35[/C][C]-0.010686[/C][C]-0.1232[/C][C]0.451054[/C][/ROW]
[ROW][C]36[/C][C]0.020163[/C][C]0.2325[/C][C]0.408243[/C][/ROW]
[ROW][C]37[/C][C]-0.020933[/C][C]-0.2414[/C][C]0.404804[/C][/ROW]
[ROW][C]38[/C][C]0.030311[/C][C]0.3496[/C][C]0.363608[/C][/ROW]
[ROW][C]39[/C][C]0.018576[/C][C]0.2142[/C][C]0.415346[/C][/ROW]
[ROW][C]40[/C][C]-0.021406[/C][C]-0.2469[/C][C]0.402698[/C][/ROW]
[ROW][C]41[/C][C]0.022498[/C][C]0.2595[/C][C]0.397841[/C][/ROW]
[ROW][C]42[/C][C]-0.001484[/C][C]-0.0171[/C][C]0.493187[/C][/ROW]
[ROW][C]43[/C][C]0.042192[/C][C]0.4866[/C][C]0.313678[/C][/ROW]
[ROW][C]44[/C][C]0.013587[/C][C]0.1567[/C][C]0.43786[/C][/ROW]
[ROW][C]45[/C][C]-0.023511[/C][C]-0.2711[/C][C]0.393352[/C][/ROW]
[ROW][C]46[/C][C]-0.050165[/C][C]-0.5785[/C][C]0.281941[/C][/ROW]
[ROW][C]47[/C][C]-0.030361[/C][C]-0.3501[/C][C]0.363392[/C][/ROW]
[ROW][C]48[/C][C]0.006052[/C][C]0.0698[/C][C]0.472233[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68486&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68486&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	0.935682	10.7908	0
2	-0.076348	-0.8805	0.190092
3	-0.098898	-1.1405	0.128054
4	-0.090072	-1.0388	0.150401
5	-0.015966	-0.1841	0.427098
6	0.104267	1.2025	0.115661
7	-0.030067	-0.3468	0.364663
8	-0.067641	-0.7801	0.218367
9	-0.083788	-0.9663	0.167827
10	-0.029167	-0.3364	0.368562
11	-0.00917	-0.1057	0.45797
12	0.033085	0.3816	0.351699
13	0.066264	0.7642	0.223053
14	0.018638	0.2149	0.415072
15	-0.034492	-0.3978	0.345714
16	-0.029652	-0.342	0.366459
17	-0.03666	-0.4228	0.336569
18	0.008735	0.1007	0.459958
19	-0.017603	-0.203	0.419718
20	-0.067506	-0.7785	0.218824
21	0.004403	0.0508	0.479789
22	-0.070026	-0.8076	0.210387
23	-0.012316	-0.142	0.443635
24	0.026162	0.3017	0.381669
25	0.059661	0.688	0.24631
26	0.075015	0.8651	0.194268
27	-0.023207	-0.2676	0.394697
28	-0.006288	-0.0725	0.471151
29	-0.001795	-0.0207	0.491758
30	0.027523	0.3174	0.375714
31	0.020537	0.2368	0.40657
32	-0.028459	-0.3282	0.371636
33	-0.020698	-0.2387	0.405853
34	-0.009055	-0.1044	0.458493
35	-0.010686	-0.1232	0.451054
36	0.020163	0.2325	0.408243
37	-0.020933	-0.2414	0.404804
38	0.030311	0.3496	0.363608
39	0.018576	0.2142	0.415346
40	-0.021406	-0.2469	0.402698
41	0.022498	0.2595	0.397841
42	-0.001484	-0.0171	0.493187
43	0.042192	0.4866	0.313678
44	0.013587	0.1567	0.43786
45	-0.023511	-0.2711	0.393352
46	-0.050165	-0.5785	0.281941
47	-0.030361	-0.3501	0.363392
48	0.006052	0.0698	0.472233

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