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Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 10:23:35 -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/t126098426558tmln38mr1hkgb.htm/, Retrieved Tue, 30 Apr 2024 08:26:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68493, Retrieved Tue, 30 Apr 2024 08:26:08 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W21

Estimated Impact

115

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

-       [(Partial) Autocorrelation Function] [correlatie zonder...] [2009-12-16 17:23:35] [93f7fd88d04bfc03ecae616214d88989] [Current]

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Dataseries X:

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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=68493&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=68493&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68493&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	0.435865	5.0077	1e-06
2	0.293341	3.3702	0.000493
3	0.117334	1.3481	0.089973
4	0.131343	1.509	0.066842
5	0.173904	1.998	0.023885
6	0.187913	2.159	0.016331
7	0.267408	3.0723	0.00129
8	0.210746	2.4213	0.008412
9	0.083239	0.9563	0.170322
10	0.060801	0.6986	0.243029
11	0.090426	1.0389	0.150372
12	0.130308	1.4971	0.068373
13	0.224222	2.5761	0.005546
14	0.086001	0.9881	0.162462
15	0.146146	1.6791	0.04775
16	0.012856	0.1477	0.441399
17	0.034018	0.3908	0.348272
18	0.111291	1.2786	0.101634
19	0.106864	1.2278	0.110859
20	0.024439	0.2808	0.389659
21	-0.073287	-0.842	0.200655
22	-0.099144	-1.1391	0.128366
23	-0.058491	-0.672	0.251377
24	-0.071868	-0.8257	0.205233
25	-0.05102	-0.5862	0.279379
26	-0.053368	-0.6131	0.270417
27	-0.037563	-0.4316	0.33338
28	-0.012383	-0.1423	0.443542
29	-0.025587	-0.294	0.384619
30	-0.055321	-0.6356	0.263073
31	-0.035183	-0.4042	0.34335
32	-0.080532	-0.9252	0.178263
33	-0.062191	-0.7145	0.238083
34	-0.096825	-1.1124	0.133986
35	-0.094556	-1.0864	0.139648
36	-0.021586	-0.248	0.40226
37	-0.053399	-0.6135	0.270298
38	0.025954	0.2982	0.383014
39	-0.067612	-0.7768	0.219333
40	-0.036476	-0.4191	0.337922
41	-0.062475	-0.7178	0.23708
42	-0.015124	-0.1738	0.431157
43	-0.011374	-0.1307	0.448115
44	-0.01982	-0.2277	0.410111
45	0.01223	0.1405	0.444236
46	0.033108	0.3804	0.352138
47	0.00443	0.0509	0.479744
48	-0.029606	-0.3401	0.367143

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.435865 & 5.0077 & 1e-06 \tabularnewline
2 & 0.293341 & 3.3702 & 0.000493 \tabularnewline
3 & 0.117334 & 1.3481 & 0.089973 \tabularnewline
4 & 0.131343 & 1.509 & 0.066842 \tabularnewline
5 & 0.173904 & 1.998 & 0.023885 \tabularnewline
6 & 0.187913 & 2.159 & 0.016331 \tabularnewline
7 & 0.267408 & 3.0723 & 0.00129 \tabularnewline
8 & 0.210746 & 2.4213 & 0.008412 \tabularnewline
9 & 0.083239 & 0.9563 & 0.170322 \tabularnewline
10 & 0.060801 & 0.6986 & 0.243029 \tabularnewline
11 & 0.090426 & 1.0389 & 0.150372 \tabularnewline
12 & 0.130308 & 1.4971 & 0.068373 \tabularnewline
13 & 0.224222 & 2.5761 & 0.005546 \tabularnewline
14 & 0.086001 & 0.9881 & 0.162462 \tabularnewline
15 & 0.146146 & 1.6791 & 0.04775 \tabularnewline
16 & 0.012856 & 0.1477 & 0.441399 \tabularnewline
17 & 0.034018 & 0.3908 & 0.348272 \tabularnewline
18 & 0.111291 & 1.2786 & 0.101634 \tabularnewline
19 & 0.106864 & 1.2278 & 0.110859 \tabularnewline
20 & 0.024439 & 0.2808 & 0.389659 \tabularnewline
21 & -0.073287 & -0.842 & 0.200655 \tabularnewline
22 & -0.099144 & -1.1391 & 0.128366 \tabularnewline
23 & -0.058491 & -0.672 & 0.251377 \tabularnewline
24 & -0.071868 & -0.8257 & 0.205233 \tabularnewline
25 & -0.05102 & -0.5862 & 0.279379 \tabularnewline
26 & -0.053368 & -0.6131 & 0.270417 \tabularnewline
27 & -0.037563 & -0.4316 & 0.33338 \tabularnewline
28 & -0.012383 & -0.1423 & 0.443542 \tabularnewline
29 & -0.025587 & -0.294 & 0.384619 \tabularnewline
30 & -0.055321 & -0.6356 & 0.263073 \tabularnewline
31 & -0.035183 & -0.4042 & 0.34335 \tabularnewline
32 & -0.080532 & -0.9252 & 0.178263 \tabularnewline
33 & -0.062191 & -0.7145 & 0.238083 \tabularnewline
34 & -0.096825 & -1.1124 & 0.133986 \tabularnewline
35 & -0.094556 & -1.0864 & 0.139648 \tabularnewline
36 & -0.021586 & -0.248 & 0.40226 \tabularnewline
37 & -0.053399 & -0.6135 & 0.270298 \tabularnewline
38 & 0.025954 & 0.2982 & 0.383014 \tabularnewline
39 & -0.067612 & -0.7768 & 0.219333 \tabularnewline
40 & -0.036476 & -0.4191 & 0.337922 \tabularnewline
41 & -0.062475 & -0.7178 & 0.23708 \tabularnewline
42 & -0.015124 & -0.1738 & 0.431157 \tabularnewline
43 & -0.011374 & -0.1307 & 0.448115 \tabularnewline
44 & -0.01982 & -0.2277 & 0.410111 \tabularnewline
45 & 0.01223 & 0.1405 & 0.444236 \tabularnewline
46 & 0.033108 & 0.3804 & 0.352138 \tabularnewline
47 & 0.00443 & 0.0509 & 0.479744 \tabularnewline
48 & -0.029606 & -0.3401 & 0.367143 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68493&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]0.435865[/C][C]5.0077[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.293341[/C][C]3.3702[/C][C]0.000493[/C][/ROW]
[ROW][C]3[/C][C]0.117334[/C][C]1.3481[/C][C]0.089973[/C][/ROW]
[ROW][C]4[/C][C]0.131343[/C][C]1.509[/C][C]0.066842[/C][/ROW]
[ROW][C]5[/C][C]0.173904[/C][C]1.998[/C][C]0.023885[/C][/ROW]
[ROW][C]6[/C][C]0.187913[/C][C]2.159[/C][C]0.016331[/C][/ROW]
[ROW][C]7[/C][C]0.267408[/C][C]3.0723[/C][C]0.00129[/C][/ROW]
[ROW][C]8[/C][C]0.210746[/C][C]2.4213[/C][C]0.008412[/C][/ROW]
[ROW][C]9[/C][C]0.083239[/C][C]0.9563[/C][C]0.170322[/C][/ROW]
[ROW][C]10[/C][C]0.060801[/C][C]0.6986[/C][C]0.243029[/C][/ROW]
[ROW][C]11[/C][C]0.090426[/C][C]1.0389[/C][C]0.150372[/C][/ROW]
[ROW][C]12[/C][C]0.130308[/C][C]1.4971[/C][C]0.068373[/C][/ROW]
[ROW][C]13[/C][C]0.224222[/C][C]2.5761[/C][C]0.005546[/C][/ROW]
[ROW][C]14[/C][C]0.086001[/C][C]0.9881[/C][C]0.162462[/C][/ROW]
[ROW][C]15[/C][C]0.146146[/C][C]1.6791[/C][C]0.04775[/C][/ROW]
[ROW][C]16[/C][C]0.012856[/C][C]0.1477[/C][C]0.441399[/C][/ROW]
[ROW][C]17[/C][C]0.034018[/C][C]0.3908[/C][C]0.348272[/C][/ROW]
[ROW][C]18[/C][C]0.111291[/C][C]1.2786[/C][C]0.101634[/C][/ROW]
[ROW][C]19[/C][C]0.106864[/C][C]1.2278[/C][C]0.110859[/C][/ROW]
[ROW][C]20[/C][C]0.024439[/C][C]0.2808[/C][C]0.389659[/C][/ROW]
[ROW][C]21[/C][C]-0.073287[/C][C]-0.842[/C][C]0.200655[/C][/ROW]
[ROW][C]22[/C][C]-0.099144[/C][C]-1.1391[/C][C]0.128366[/C][/ROW]
[ROW][C]23[/C][C]-0.058491[/C][C]-0.672[/C][C]0.251377[/C][/ROW]
[ROW][C]24[/C][C]-0.071868[/C][C]-0.8257[/C][C]0.205233[/C][/ROW]
[ROW][C]25[/C][C]-0.05102[/C][C]-0.5862[/C][C]0.279379[/C][/ROW]
[ROW][C]26[/C][C]-0.053368[/C][C]-0.6131[/C][C]0.270417[/C][/ROW]
[ROW][C]27[/C][C]-0.037563[/C][C]-0.4316[/C][C]0.33338[/C][/ROW]
[ROW][C]28[/C][C]-0.012383[/C][C]-0.1423[/C][C]0.443542[/C][/ROW]
[ROW][C]29[/C][C]-0.025587[/C][C]-0.294[/C][C]0.384619[/C][/ROW]
[ROW][C]30[/C][C]-0.055321[/C][C]-0.6356[/C][C]0.263073[/C][/ROW]
[ROW][C]31[/C][C]-0.035183[/C][C]-0.4042[/C][C]0.34335[/C][/ROW]
[ROW][C]32[/C][C]-0.080532[/C][C]-0.9252[/C][C]0.178263[/C][/ROW]
[ROW][C]33[/C][C]-0.062191[/C][C]-0.7145[/C][C]0.238083[/C][/ROW]
[ROW][C]34[/C][C]-0.096825[/C][C]-1.1124[/C][C]0.133986[/C][/ROW]
[ROW][C]35[/C][C]-0.094556[/C][C]-1.0864[/C][C]0.139648[/C][/ROW]
[ROW][C]36[/C][C]-0.021586[/C][C]-0.248[/C][C]0.40226[/C][/ROW]
[ROW][C]37[/C][C]-0.053399[/C][C]-0.6135[/C][C]0.270298[/C][/ROW]
[ROW][C]38[/C][C]0.025954[/C][C]0.2982[/C][C]0.383014[/C][/ROW]
[ROW][C]39[/C][C]-0.067612[/C][C]-0.7768[/C][C]0.219333[/C][/ROW]
[ROW][C]40[/C][C]-0.036476[/C][C]-0.4191[/C][C]0.337922[/C][/ROW]
[ROW][C]41[/C][C]-0.062475[/C][C]-0.7178[/C][C]0.23708[/C][/ROW]
[ROW][C]42[/C][C]-0.015124[/C][C]-0.1738[/C][C]0.431157[/C][/ROW]
[ROW][C]43[/C][C]-0.011374[/C][C]-0.1307[/C][C]0.448115[/C][/ROW]
[ROW][C]44[/C][C]-0.01982[/C][C]-0.2277[/C][C]0.410111[/C][/ROW]
[ROW][C]45[/C][C]0.01223[/C][C]0.1405[/C][C]0.444236[/C][/ROW]
[ROW][C]46[/C][C]0.033108[/C][C]0.3804[/C][C]0.352138[/C][/ROW]
[ROW][C]47[/C][C]0.00443[/C][C]0.0509[/C][C]0.479744[/C][/ROW]
[ROW][C]48[/C][C]-0.029606[/C][C]-0.3401[/C][C]0.367143[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68493&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68493&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	0.435865	5.0077	1e-06
2	0.293341	3.3702	0.000493
3	0.117334	1.3481	0.089973
4	0.131343	1.509	0.066842
5	0.173904	1.998	0.023885
6	0.187913	2.159	0.016331
7	0.267408	3.0723	0.00129
8	0.210746	2.4213	0.008412
9	0.083239	0.9563	0.170322
10	0.060801	0.6986	0.243029
11	0.090426	1.0389	0.150372
12	0.130308	1.4971	0.068373
13	0.224222	2.5761	0.005546
14	0.086001	0.9881	0.162462
15	0.146146	1.6791	0.04775
16	0.012856	0.1477	0.441399
17	0.034018	0.3908	0.348272
18	0.111291	1.2786	0.101634
19	0.106864	1.2278	0.110859
20	0.024439	0.2808	0.389659
21	-0.073287	-0.842	0.200655
22	-0.099144	-1.1391	0.128366
23	-0.058491	-0.672	0.251377
24	-0.071868	-0.8257	0.205233
25	-0.05102	-0.5862	0.279379
26	-0.053368	-0.6131	0.270417
27	-0.037563	-0.4316	0.33338
28	-0.012383	-0.1423	0.443542
29	-0.025587	-0.294	0.384619
30	-0.055321	-0.6356	0.263073
31	-0.035183	-0.4042	0.34335
32	-0.080532	-0.9252	0.178263
33	-0.062191	-0.7145	0.238083
34	-0.096825	-1.1124	0.133986
35	-0.094556	-1.0864	0.139648
36	-0.021586	-0.248	0.40226
37	-0.053399	-0.6135	0.270298
38	0.025954	0.2982	0.383014
39	-0.067612	-0.7768	0.219333
40	-0.036476	-0.4191	0.337922
41	-0.062475	-0.7178	0.23708
42	-0.015124	-0.1738	0.431157
43	-0.011374	-0.1307	0.448115
44	-0.01982	-0.2277	0.410111
45	0.01223	0.1405	0.444236
46	0.033108	0.3804	0.352138
47	0.00443	0.0509	0.479744
48	-0.029606	-0.3401	0.367143

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.435865	5.0077	1e-06
2	0.127606	1.4661	0.072503
3	-0.06253	-0.7184	0.236884
4	0.086478	0.9936	0.161129
5	0.122465	1.407	0.080887
6	0.064757	0.744	0.229098
7	0.16166	1.8573	0.032746
8	0.028351	0.3257	0.372571
9	-0.10817	-1.2428	0.108076
10	0.019976	0.2295	0.409417
11	0.065939	0.7576	0.225025
12	0.027114	0.3115	0.37795
13	0.137134	1.5755	0.058762
14	-0.131172	-1.5071	0.067094
15	0.079998	0.9191	0.179858
16	-0.065251	-0.7497	0.227392
17	-0.00431	-0.0495	0.480292
18	0.111594	1.2821	0.101024
19	-0.021905	-0.2517	0.400846
20	-0.163517	-1.8787	0.031247
21	-0.080188	-0.9213	0.179289
22	-0.040927	-0.4702	0.319487
23	0.003277	0.0376	0.485013
24	-0.040852	-0.4693	0.319797
25	-0.067083	-0.7707	0.221123
26	-0.068025	-0.7815	0.217941
27	0.081654	0.9381	0.174946
28	0.051764	0.5947	0.276525
29	0.055173	0.6339	0.263626
30	-0.09182	-1.0549	0.146692
31	-0.012612	-0.1449	0.442507
32	-0.034198	-0.3929	0.347511
33	0.034264	0.3937	0.347233
34	-0.026286	-0.302	0.38156
35	-0.027908	-0.3206	0.374497
36	0.050167	0.5764	0.282671
37	-0.026745	-0.3073	0.379556
38	0.122997	1.4131	0.079987
39	-0.022909	-0.2632	0.396403
40	0.012052	0.1385	0.445042
41	-0.033777	-0.3881	0.349296
42	0.020115	0.2311	0.408796
43	0.010487	0.1205	0.452139
44	-0.020863	-0.2397	0.405469
45	0.058778	0.6753	0.250331
46	-0.015011	-0.1725	0.431667
47	-0.019821	-0.2277	0.410108
48	-0.030834	-0.3543	0.361856

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.435865 & 5.0077 & 1e-06 \tabularnewline
2 & 0.127606 & 1.4661 & 0.072503 \tabularnewline
3 & -0.06253 & -0.7184 & 0.236884 \tabularnewline
4 & 0.086478 & 0.9936 & 0.161129 \tabularnewline
5 & 0.122465 & 1.407 & 0.080887 \tabularnewline
6 & 0.064757 & 0.744 & 0.229098 \tabularnewline
7 & 0.16166 & 1.8573 & 0.032746 \tabularnewline
8 & 0.028351 & 0.3257 & 0.372571 \tabularnewline
9 & -0.10817 & -1.2428 & 0.108076 \tabularnewline
10 & 0.019976 & 0.2295 & 0.409417 \tabularnewline
11 & 0.065939 & 0.7576 & 0.225025 \tabularnewline
12 & 0.027114 & 0.3115 & 0.37795 \tabularnewline
13 & 0.137134 & 1.5755 & 0.058762 \tabularnewline
14 & -0.131172 & -1.5071 & 0.067094 \tabularnewline
15 & 0.079998 & 0.9191 & 0.179858 \tabularnewline
16 & -0.065251 & -0.7497 & 0.227392 \tabularnewline
17 & -0.00431 & -0.0495 & 0.480292 \tabularnewline
18 & 0.111594 & 1.2821 & 0.101024 \tabularnewline
19 & -0.021905 & -0.2517 & 0.400846 \tabularnewline
20 & -0.163517 & -1.8787 & 0.031247 \tabularnewline
21 & -0.080188 & -0.9213 & 0.179289 \tabularnewline
22 & -0.040927 & -0.4702 & 0.319487 \tabularnewline
23 & 0.003277 & 0.0376 & 0.485013 \tabularnewline
24 & -0.040852 & -0.4693 & 0.319797 \tabularnewline
25 & -0.067083 & -0.7707 & 0.221123 \tabularnewline
26 & -0.068025 & -0.7815 & 0.217941 \tabularnewline
27 & 0.081654 & 0.9381 & 0.174946 \tabularnewline
28 & 0.051764 & 0.5947 & 0.276525 \tabularnewline
29 & 0.055173 & 0.6339 & 0.263626 \tabularnewline
30 & -0.09182 & -1.0549 & 0.146692 \tabularnewline
31 & -0.012612 & -0.1449 & 0.442507 \tabularnewline
32 & -0.034198 & -0.3929 & 0.347511 \tabularnewline
33 & 0.034264 & 0.3937 & 0.347233 \tabularnewline
34 & -0.026286 & -0.302 & 0.38156 \tabularnewline
35 & -0.027908 & -0.3206 & 0.374497 \tabularnewline
36 & 0.050167 & 0.5764 & 0.282671 \tabularnewline
37 & -0.026745 & -0.3073 & 0.379556 \tabularnewline
38 & 0.122997 & 1.4131 & 0.079987 \tabularnewline
39 & -0.022909 & -0.2632 & 0.396403 \tabularnewline
40 & 0.012052 & 0.1385 & 0.445042 \tabularnewline
41 & -0.033777 & -0.3881 & 0.349296 \tabularnewline
42 & 0.020115 & 0.2311 & 0.408796 \tabularnewline
43 & 0.010487 & 0.1205 & 0.452139 \tabularnewline
44 & -0.020863 & -0.2397 & 0.405469 \tabularnewline
45 & 0.058778 & 0.6753 & 0.250331 \tabularnewline
46 & -0.015011 & -0.1725 & 0.431667 \tabularnewline
47 & -0.019821 & -0.2277 & 0.410108 \tabularnewline
48 & -0.030834 & -0.3543 & 0.361856 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68493&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]0.435865[/C][C]5.0077[/C][C]1e-06[/C][/ROW]
[ROW][C]2[/C][C]0.127606[/C][C]1.4661[/C][C]0.072503[/C][/ROW]
[ROW][C]3[/C][C]-0.06253[/C][C]-0.7184[/C][C]0.236884[/C][/ROW]
[ROW][C]4[/C][C]0.086478[/C][C]0.9936[/C][C]0.161129[/C][/ROW]
[ROW][C]5[/C][C]0.122465[/C][C]1.407[/C][C]0.080887[/C][/ROW]
[ROW][C]6[/C][C]0.064757[/C][C]0.744[/C][C]0.229098[/C][/ROW]
[ROW][C]7[/C][C]0.16166[/C][C]1.8573[/C][C]0.032746[/C][/ROW]
[ROW][C]8[/C][C]0.028351[/C][C]0.3257[/C][C]0.372571[/C][/ROW]
[ROW][C]9[/C][C]-0.10817[/C][C]-1.2428[/C][C]0.108076[/C][/ROW]
[ROW][C]10[/C][C]0.019976[/C][C]0.2295[/C][C]0.409417[/C][/ROW]
[ROW][C]11[/C][C]0.065939[/C][C]0.7576[/C][C]0.225025[/C][/ROW]
[ROW][C]12[/C][C]0.027114[/C][C]0.3115[/C][C]0.37795[/C][/ROW]
[ROW][C]13[/C][C]0.137134[/C][C]1.5755[/C][C]0.058762[/C][/ROW]
[ROW][C]14[/C][C]-0.131172[/C][C]-1.5071[/C][C]0.067094[/C][/ROW]
[ROW][C]15[/C][C]0.079998[/C][C]0.9191[/C][C]0.179858[/C][/ROW]
[ROW][C]16[/C][C]-0.065251[/C][C]-0.7497[/C][C]0.227392[/C][/ROW]
[ROW][C]17[/C][C]-0.00431[/C][C]-0.0495[/C][C]0.480292[/C][/ROW]
[ROW][C]18[/C][C]0.111594[/C][C]1.2821[/C][C]0.101024[/C][/ROW]
[ROW][C]19[/C][C]-0.021905[/C][C]-0.2517[/C][C]0.400846[/C][/ROW]
[ROW][C]20[/C][C]-0.163517[/C][C]-1.8787[/C][C]0.031247[/C][/ROW]
[ROW][C]21[/C][C]-0.080188[/C][C]-0.9213[/C][C]0.179289[/C][/ROW]
[ROW][C]22[/C][C]-0.040927[/C][C]-0.4702[/C][C]0.319487[/C][/ROW]
[ROW][C]23[/C][C]0.003277[/C][C]0.0376[/C][C]0.485013[/C][/ROW]
[ROW][C]24[/C][C]-0.040852[/C][C]-0.4693[/C][C]0.319797[/C][/ROW]
[ROW][C]25[/C][C]-0.067083[/C][C]-0.7707[/C][C]0.221123[/C][/ROW]
[ROW][C]26[/C][C]-0.068025[/C][C]-0.7815[/C][C]0.217941[/C][/ROW]
[ROW][C]27[/C][C]0.081654[/C][C]0.9381[/C][C]0.174946[/C][/ROW]
[ROW][C]28[/C][C]0.051764[/C][C]0.5947[/C][C]0.276525[/C][/ROW]
[ROW][C]29[/C][C]0.055173[/C][C]0.6339[/C][C]0.263626[/C][/ROW]
[ROW][C]30[/C][C]-0.09182[/C][C]-1.0549[/C][C]0.146692[/C][/ROW]
[ROW][C]31[/C][C]-0.012612[/C][C]-0.1449[/C][C]0.442507[/C][/ROW]
[ROW][C]32[/C][C]-0.034198[/C][C]-0.3929[/C][C]0.347511[/C][/ROW]
[ROW][C]33[/C][C]0.034264[/C][C]0.3937[/C][C]0.347233[/C][/ROW]
[ROW][C]34[/C][C]-0.026286[/C][C]-0.302[/C][C]0.38156[/C][/ROW]
[ROW][C]35[/C][C]-0.027908[/C][C]-0.3206[/C][C]0.374497[/C][/ROW]
[ROW][C]36[/C][C]0.050167[/C][C]0.5764[/C][C]0.282671[/C][/ROW]
[ROW][C]37[/C][C]-0.026745[/C][C]-0.3073[/C][C]0.379556[/C][/ROW]
[ROW][C]38[/C][C]0.122997[/C][C]1.4131[/C][C]0.079987[/C][/ROW]
[ROW][C]39[/C][C]-0.022909[/C][C]-0.2632[/C][C]0.396403[/C][/ROW]
[ROW][C]40[/C][C]0.012052[/C][C]0.1385[/C][C]0.445042[/C][/ROW]
[ROW][C]41[/C][C]-0.033777[/C][C]-0.3881[/C][C]0.349296[/C][/ROW]
[ROW][C]42[/C][C]0.020115[/C][C]0.2311[/C][C]0.408796[/C][/ROW]
[ROW][C]43[/C][C]0.010487[/C][C]0.1205[/C][C]0.452139[/C][/ROW]
[ROW][C]44[/C][C]-0.020863[/C][C]-0.2397[/C][C]0.405469[/C][/ROW]
[ROW][C]45[/C][C]0.058778[/C][C]0.6753[/C][C]0.250331[/C][/ROW]
[ROW][C]46[/C][C]-0.015011[/C][C]-0.1725[/C][C]0.431667[/C][/ROW]
[ROW][C]47[/C][C]-0.019821[/C][C]-0.2277[/C][C]0.410108[/C][/ROW]
[ROW][C]48[/C][C]-0.030834[/C][C]-0.3543[/C][C]0.361856[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68493&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68493&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	0.435865	5.0077	1e-06
2	0.127606	1.4661	0.072503
3	-0.06253	-0.7184	0.236884
4	0.086478	0.9936	0.161129
5	0.122465	1.407	0.080887
6	0.064757	0.744	0.229098
7	0.16166	1.8573	0.032746
8	0.028351	0.3257	0.372571
9	-0.10817	-1.2428	0.108076
10	0.019976	0.2295	0.409417
11	0.065939	0.7576	0.225025
12	0.027114	0.3115	0.37795
13	0.137134	1.5755	0.058762
14	-0.131172	-1.5071	0.067094
15	0.079998	0.9191	0.179858
16	-0.065251	-0.7497	0.227392
17	-0.00431	-0.0495	0.480292
18	0.111594	1.2821	0.101024
19	-0.021905	-0.2517	0.400846
20	-0.163517	-1.8787	0.031247
21	-0.080188	-0.9213	0.179289
22	-0.040927	-0.4702	0.319487
23	0.003277	0.0376	0.485013
24	-0.040852	-0.4693	0.319797
25	-0.067083	-0.7707	0.221123
26	-0.068025	-0.7815	0.217941
27	0.081654	0.9381	0.174946
28	0.051764	0.5947	0.276525
29	0.055173	0.6339	0.263626
30	-0.09182	-1.0549	0.146692
31	-0.012612	-0.1449	0.442507
32	-0.034198	-0.3929	0.347511
33	0.034264	0.3937	0.347233
34	-0.026286	-0.302	0.38156
35	-0.027908	-0.3206	0.374497
36	0.050167	0.5764	0.282671
37	-0.026745	-0.3073	0.379556
38	0.122997	1.4131	0.079987
39	-0.022909	-0.2632	0.396403
40	0.012052	0.1385	0.445042
41	-0.033777	-0.3881	0.349296
42	0.020115	0.2311	0.408796
43	0.010487	0.1205	0.452139
44	-0.020863	-0.2397	0.405469
45	0.058778	0.6753	0.250331
46	-0.015011	-0.1725	0.431667
47	-0.019821	-0.2277	0.410108
48	-0.030834	-0.3543	0.361856

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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