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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 03 Jul 2009 03:27:22 -0600

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Jul/03/t1246613286vf6mppu9uzblyjg.htm/, Retrieved Sat, 18 May 2024 22:46:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=42323, Retrieved Sat, 18 May 2024 22:46:44 +0000

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Estimated Impact

198

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-       [(Partial) Autocorrelation Function] [Opgave 6, oefenin...] [2009-07-03 09:27:22] [564a720da86171cdf215ca3dfe587c26] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42323&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]3 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=42323&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42323&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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.977467	11.2302	0
2	0.956975	10.9948	0
3	0.935965	10.7534	0
4	0.914145	10.5027	0
5	0.892296	10.2517	0
6	0.870096	9.9966	0
7	0.8485	9.7485	0
8	0.827623	9.5087	0
9	0.808218	9.2857	0
10	0.790809	9.0857	0
11	0.768739	8.8321	0
12	0.748404	8.5985	0
13	0.727208	8.355	0
14	0.706426	8.1162	0
15	0.686259	7.8845	0
16	0.666279	7.655	0
17	0.645188	7.4126	0
18	0.624437	7.1742	0
19	0.601491	6.9106	0
20	0.578811	6.65	0
21	0.555631	6.3837	0
22	0.53082	6.0987	0
23	0.506547	5.8198	0
24	0.481227	5.5289	0
25	0.456186	5.2412	0
26	0.429745	4.9374	1e-06
27	0.406101	4.6658	4e-06
28	0.382213	4.3913	1.1e-05
29	0.359862	4.1345	3.1e-05
30	0.337673	3.8796	8.2e-05
31	0.31531	3.6226	0.000207
32	0.292944	3.3657	5e-04
33	0.2727	3.1331	0.001066
34	0.252169	2.8972	0.002205
35	0.234345	2.6924	0.004007
36	0.21727	2.4962	0.006892
37	0.199231	2.289	0.011834
38	0.180457	2.0733	0.020045
39	0.163588	1.8795	0.031191
40	0.144923	1.665	0.049139
41	0.125387	1.4406	0.076034
42	0.105326	1.2101	0.114201
43	0.085573	0.9832	0.163663
44	0.065705	0.7549	0.22583
45	0.047208	0.5424	0.294236
46	0.028494	0.3274	0.371951
47	0.00863	0.0992	0.460584
48	-0.011427	-0.1313	0.447874

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.977467 & 11.2302 & 0 \tabularnewline
2 & 0.956975 & 10.9948 & 0 \tabularnewline
3 & 0.935965 & 10.7534 & 0 \tabularnewline
4 & 0.914145 & 10.5027 & 0 \tabularnewline
5 & 0.892296 & 10.2517 & 0 \tabularnewline
6 & 0.870096 & 9.9966 & 0 \tabularnewline
7 & 0.8485 & 9.7485 & 0 \tabularnewline
8 & 0.827623 & 9.5087 & 0 \tabularnewline
9 & 0.808218 & 9.2857 & 0 \tabularnewline
10 & 0.790809 & 9.0857 & 0 \tabularnewline
11 & 0.768739 & 8.8321 & 0 \tabularnewline
12 & 0.748404 & 8.5985 & 0 \tabularnewline
13 & 0.727208 & 8.355 & 0 \tabularnewline
14 & 0.706426 & 8.1162 & 0 \tabularnewline
15 & 0.686259 & 7.8845 & 0 \tabularnewline
16 & 0.666279 & 7.655 & 0 \tabularnewline
17 & 0.645188 & 7.4126 & 0 \tabularnewline
18 & 0.624437 & 7.1742 & 0 \tabularnewline
19 & 0.601491 & 6.9106 & 0 \tabularnewline
20 & 0.578811 & 6.65 & 0 \tabularnewline
21 & 0.555631 & 6.3837 & 0 \tabularnewline
22 & 0.53082 & 6.0987 & 0 \tabularnewline
23 & 0.506547 & 5.8198 & 0 \tabularnewline
24 & 0.481227 & 5.5289 & 0 \tabularnewline
25 & 0.456186 & 5.2412 & 0 \tabularnewline
26 & 0.429745 & 4.9374 & 1e-06 \tabularnewline
27 & 0.406101 & 4.6658 & 4e-06 \tabularnewline
28 & 0.382213 & 4.3913 & 1.1e-05 \tabularnewline
29 & 0.359862 & 4.1345 & 3.1e-05 \tabularnewline
30 & 0.337673 & 3.8796 & 8.2e-05 \tabularnewline
31 & 0.31531 & 3.6226 & 0.000207 \tabularnewline
32 & 0.292944 & 3.3657 & 5e-04 \tabularnewline
33 & 0.2727 & 3.1331 & 0.001066 \tabularnewline
34 & 0.252169 & 2.8972 & 0.002205 \tabularnewline
35 & 0.234345 & 2.6924 & 0.004007 \tabularnewline
36 & 0.21727 & 2.4962 & 0.006892 \tabularnewline
37 & 0.199231 & 2.289 & 0.011834 \tabularnewline
38 & 0.180457 & 2.0733 & 0.020045 \tabularnewline
39 & 0.163588 & 1.8795 & 0.031191 \tabularnewline
40 & 0.144923 & 1.665 & 0.049139 \tabularnewline
41 & 0.125387 & 1.4406 & 0.076034 \tabularnewline
42 & 0.105326 & 1.2101 & 0.114201 \tabularnewline
43 & 0.085573 & 0.9832 & 0.163663 \tabularnewline
44 & 0.065705 & 0.7549 & 0.22583 \tabularnewline
45 & 0.047208 & 0.5424 & 0.294236 \tabularnewline
46 & 0.028494 & 0.3274 & 0.371951 \tabularnewline
47 & 0.00863 & 0.0992 & 0.460584 \tabularnewline
48 & -0.011427 & -0.1313 & 0.447874 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42323&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]0.977467[/C][C]11.2302[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.956975[/C][C]10.9948[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.935965[/C][C]10.7534[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.914145[/C][C]10.5027[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.892296[/C][C]10.2517[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.870096[/C][C]9.9966[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.8485[/C][C]9.7485[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.827623[/C][C]9.5087[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.808218[/C][C]9.2857[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.790809[/C][C]9.0857[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.768739[/C][C]8.8321[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.748404[/C][C]8.5985[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.727208[/C][C]8.355[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.706426[/C][C]8.1162[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.686259[/C][C]7.8845[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.666279[/C][C]7.655[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.645188[/C][C]7.4126[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.624437[/C][C]7.1742[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.601491[/C][C]6.9106[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.578811[/C][C]6.65[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.555631[/C][C]6.3837[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.53082[/C][C]6.0987[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.506547[/C][C]5.8198[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.481227[/C][C]5.5289[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.456186[/C][C]5.2412[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]0.429745[/C][C]4.9374[/C][C]1e-06[/C][/ROW]
[ROW][C]27[/C][C]0.406101[/C][C]4.6658[/C][C]4e-06[/C][/ROW]
[ROW][C]28[/C][C]0.382213[/C][C]4.3913[/C][C]1.1e-05[/C][/ROW]
[ROW][C]29[/C][C]0.359862[/C][C]4.1345[/C][C]3.1e-05[/C][/ROW]
[ROW][C]30[/C][C]0.337673[/C][C]3.8796[/C][C]8.2e-05[/C][/ROW]
[ROW][C]31[/C][C]0.31531[/C][C]3.6226[/C][C]0.000207[/C][/ROW]
[ROW][C]32[/C][C]0.292944[/C][C]3.3657[/C][C]5e-04[/C][/ROW]
[ROW][C]33[/C][C]0.2727[/C][C]3.1331[/C][C]0.001066[/C][/ROW]
[ROW][C]34[/C][C]0.252169[/C][C]2.8972[/C][C]0.002205[/C][/ROW]
[ROW][C]35[/C][C]0.234345[/C][C]2.6924[/C][C]0.004007[/C][/ROW]
[ROW][C]36[/C][C]0.21727[/C][C]2.4962[/C][C]0.006892[/C][/ROW]
[ROW][C]37[/C][C]0.199231[/C][C]2.289[/C][C]0.011834[/C][/ROW]
[ROW][C]38[/C][C]0.180457[/C][C]2.0733[/C][C]0.020045[/C][/ROW]
[ROW][C]39[/C][C]0.163588[/C][C]1.8795[/C][C]0.031191[/C][/ROW]
[ROW][C]40[/C][C]0.144923[/C][C]1.665[/C][C]0.049139[/C][/ROW]
[ROW][C]41[/C][C]0.125387[/C][C]1.4406[/C][C]0.076034[/C][/ROW]
[ROW][C]42[/C][C]0.105326[/C][C]1.2101[/C][C]0.114201[/C][/ROW]
[ROW][C]43[/C][C]0.085573[/C][C]0.9832[/C][C]0.163663[/C][/ROW]
[ROW][C]44[/C][C]0.065705[/C][C]0.7549[/C][C]0.22583[/C][/ROW]
[ROW][C]45[/C][C]0.047208[/C][C]0.5424[/C][C]0.294236[/C][/ROW]
[ROW][C]46[/C][C]0.028494[/C][C]0.3274[/C][C]0.371951[/C][/ROW]
[ROW][C]47[/C][C]0.00863[/C][C]0.0992[/C][C]0.460584[/C][/ROW]
[ROW][C]48[/C][C]-0.011427[/C][C]-0.1313[/C][C]0.447874[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42323&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42323&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	0.977467	11.2302	0
2	0.956975	10.9948	0
3	0.935965	10.7534	0
4	0.914145	10.5027	0
5	0.892296	10.2517	0
6	0.870096	9.9966	0
7	0.8485	9.7485	0
8	0.827623	9.5087	0
9	0.808218	9.2857	0
10	0.790809	9.0857	0
11	0.768739	8.8321	0
12	0.748404	8.5985	0
13	0.727208	8.355	0
14	0.706426	8.1162	0
15	0.686259	7.8845	0
16	0.666279	7.655	0
17	0.645188	7.4126	0
18	0.624437	7.1742	0
19	0.601491	6.9106	0
20	0.578811	6.65	0
21	0.555631	6.3837	0
22	0.53082	6.0987	0
23	0.506547	5.8198	0
24	0.481227	5.5289	0
25	0.456186	5.2412	0
26	0.429745	4.9374	1e-06
27	0.406101	4.6658	4e-06
28	0.382213	4.3913	1.1e-05
29	0.359862	4.1345	3.1e-05
30	0.337673	3.8796	8.2e-05
31	0.31531	3.6226	0.000207
32	0.292944	3.3657	5e-04
33	0.2727	3.1331	0.001066
34	0.252169	2.8972	0.002205
35	0.234345	2.6924	0.004007
36	0.21727	2.4962	0.006892
37	0.199231	2.289	0.011834
38	0.180457	2.0733	0.020045
39	0.163588	1.8795	0.031191
40	0.144923	1.665	0.049139
41	0.125387	1.4406	0.076034
42	0.105326	1.2101	0.114201
43	0.085573	0.9832	0.163663
44	0.065705	0.7549	0.22583
45	0.047208	0.5424	0.294236
46	0.028494	0.3274	0.371951
47	0.00863	0.0992	0.460584
48	-0.011427	-0.1313	0.447874

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.977467	11.2302	0
2	0.034391	0.3951	0.346696
3	-0.02007	-0.2306	0.408998
4	-0.029982	-0.3445	0.365523
5	-0.013634	-0.1566	0.437884
6	-0.019154	-0.2201	0.41308
7	0.001377	0.0158	0.493703
8	0.00594	0.0682	0.472845
9	0.023189	0.2664	0.395165
10	0.036405	0.4183	0.338219
11	-0.112122	-1.2882	0.099967
12	0.015311	0.1759	0.430318
13	-0.028142	-0.3233	0.373478
14	-0.001375	-0.0158	0.49371
15	0.002932	0.0337	0.48659
16	-0.002322	-0.0267	0.489378
17	-0.037712	-0.4333	0.33276
18	-0.007374	-0.0847	0.466307
19	-0.067097	-0.7709	0.221074
20	-0.018768	-0.2156	0.414805
21	-0.012097	-0.139	0.444835
22	-0.057081	-0.6558	0.256543
23	-0.000444	-0.0051	0.49797
24	-0.039798	-0.4572	0.324125
25	-0.016037	-0.1842	0.42705
26	-0.053568	-0.6155	0.269659
27	0.046271	0.5316	0.297942
28	-0.026211	-0.3011	0.381889
29	0.029648	0.3406	0.366961
30	-0.02018	-0.2318	0.408508
31	-0.021523	-0.2473	0.402537
32	-0.015404	-0.177	0.429898
33	0.024843	0.2854	0.387883
34	-0.014061	-0.1615	0.435956
35	0.048062	0.5522	0.290876
36	0.018434	0.2118	0.416298
37	-0.047464	-0.5453	0.293228
38	-0.025736	-0.2957	0.383967
39	0.013757	0.1581	0.437328
40	-0.043406	-0.4987	0.309411
41	-0.035269	-0.4052	0.34299
42	-0.018016	-0.207	0.418169
43	-0.01689	-0.1941	0.423215
44	-0.006075	-0.0698	0.472231
45	-0.006861	-0.0788	0.468644
46	-0.023533	-0.2704	0.393649
47	-0.041397	-0.4756	0.317569
48	-0.030674	-0.3524	0.362542

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.977467 & 11.2302 & 0 \tabularnewline
2 & 0.034391 & 0.3951 & 0.346696 \tabularnewline
3 & -0.02007 & -0.2306 & 0.408998 \tabularnewline
4 & -0.029982 & -0.3445 & 0.365523 \tabularnewline
5 & -0.013634 & -0.1566 & 0.437884 \tabularnewline
6 & -0.019154 & -0.2201 & 0.41308 \tabularnewline
7 & 0.001377 & 0.0158 & 0.493703 \tabularnewline
8 & 0.00594 & 0.0682 & 0.472845 \tabularnewline
9 & 0.023189 & 0.2664 & 0.395165 \tabularnewline
10 & 0.036405 & 0.4183 & 0.338219 \tabularnewline
11 & -0.112122 & -1.2882 & 0.099967 \tabularnewline
12 & 0.015311 & 0.1759 & 0.430318 \tabularnewline
13 & -0.028142 & -0.3233 & 0.373478 \tabularnewline
14 & -0.001375 & -0.0158 & 0.49371 \tabularnewline
15 & 0.002932 & 0.0337 & 0.48659 \tabularnewline
16 & -0.002322 & -0.0267 & 0.489378 \tabularnewline
17 & -0.037712 & -0.4333 & 0.33276 \tabularnewline
18 & -0.007374 & -0.0847 & 0.466307 \tabularnewline
19 & -0.067097 & -0.7709 & 0.221074 \tabularnewline
20 & -0.018768 & -0.2156 & 0.414805 \tabularnewline
21 & -0.012097 & -0.139 & 0.444835 \tabularnewline
22 & -0.057081 & -0.6558 & 0.256543 \tabularnewline
23 & -0.000444 & -0.0051 & 0.49797 \tabularnewline
24 & -0.039798 & -0.4572 & 0.324125 \tabularnewline
25 & -0.016037 & -0.1842 & 0.42705 \tabularnewline
26 & -0.053568 & -0.6155 & 0.269659 \tabularnewline
27 & 0.046271 & 0.5316 & 0.297942 \tabularnewline
28 & -0.026211 & -0.3011 & 0.381889 \tabularnewline
29 & 0.029648 & 0.3406 & 0.366961 \tabularnewline
30 & -0.02018 & -0.2318 & 0.408508 \tabularnewline
31 & -0.021523 & -0.2473 & 0.402537 \tabularnewline
32 & -0.015404 & -0.177 & 0.429898 \tabularnewline
33 & 0.024843 & 0.2854 & 0.387883 \tabularnewline
34 & -0.014061 & -0.1615 & 0.435956 \tabularnewline
35 & 0.048062 & 0.5522 & 0.290876 \tabularnewline
36 & 0.018434 & 0.2118 & 0.416298 \tabularnewline
37 & -0.047464 & -0.5453 & 0.293228 \tabularnewline
38 & -0.025736 & -0.2957 & 0.383967 \tabularnewline
39 & 0.013757 & 0.1581 & 0.437328 \tabularnewline
40 & -0.043406 & -0.4987 & 0.309411 \tabularnewline
41 & -0.035269 & -0.4052 & 0.34299 \tabularnewline
42 & -0.018016 & -0.207 & 0.418169 \tabularnewline
43 & -0.01689 & -0.1941 & 0.423215 \tabularnewline
44 & -0.006075 & -0.0698 & 0.472231 \tabularnewline
45 & -0.006861 & -0.0788 & 0.468644 \tabularnewline
46 & -0.023533 & -0.2704 & 0.393649 \tabularnewline
47 & -0.041397 & -0.4756 & 0.317569 \tabularnewline
48 & -0.030674 & -0.3524 & 0.362542 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=42323&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]0.977467[/C][C]11.2302[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.034391[/C][C]0.3951[/C][C]0.346696[/C][/ROW]
[ROW][C]3[/C][C]-0.02007[/C][C]-0.2306[/C][C]0.408998[/C][/ROW]
[ROW][C]4[/C][C]-0.029982[/C][C]-0.3445[/C][C]0.365523[/C][/ROW]
[ROW][C]5[/C][C]-0.013634[/C][C]-0.1566[/C][C]0.437884[/C][/ROW]
[ROW][C]6[/C][C]-0.019154[/C][C]-0.2201[/C][C]0.41308[/C][/ROW]
[ROW][C]7[/C][C]0.001377[/C][C]0.0158[/C][C]0.493703[/C][/ROW]
[ROW][C]8[/C][C]0.00594[/C][C]0.0682[/C][C]0.472845[/C][/ROW]
[ROW][C]9[/C][C]0.023189[/C][C]0.2664[/C][C]0.395165[/C][/ROW]
[ROW][C]10[/C][C]0.036405[/C][C]0.4183[/C][C]0.338219[/C][/ROW]
[ROW][C]11[/C][C]-0.112122[/C][C]-1.2882[/C][C]0.099967[/C][/ROW]
[ROW][C]12[/C][C]0.015311[/C][C]0.1759[/C][C]0.430318[/C][/ROW]
[ROW][C]13[/C][C]-0.028142[/C][C]-0.3233[/C][C]0.373478[/C][/ROW]
[ROW][C]14[/C][C]-0.001375[/C][C]-0.0158[/C][C]0.49371[/C][/ROW]
[ROW][C]15[/C][C]0.002932[/C][C]0.0337[/C][C]0.48659[/C][/ROW]
[ROW][C]16[/C][C]-0.002322[/C][C]-0.0267[/C][C]0.489378[/C][/ROW]
[ROW][C]17[/C][C]-0.037712[/C][C]-0.4333[/C][C]0.33276[/C][/ROW]
[ROW][C]18[/C][C]-0.007374[/C][C]-0.0847[/C][C]0.466307[/C][/ROW]
[ROW][C]19[/C][C]-0.067097[/C][C]-0.7709[/C][C]0.221074[/C][/ROW]
[ROW][C]20[/C][C]-0.018768[/C][C]-0.2156[/C][C]0.414805[/C][/ROW]
[ROW][C]21[/C][C]-0.012097[/C][C]-0.139[/C][C]0.444835[/C][/ROW]
[ROW][C]22[/C][C]-0.057081[/C][C]-0.6558[/C][C]0.256543[/C][/ROW]
[ROW][C]23[/C][C]-0.000444[/C][C]-0.0051[/C][C]0.49797[/C][/ROW]
[ROW][C]24[/C][C]-0.039798[/C][C]-0.4572[/C][C]0.324125[/C][/ROW]
[ROW][C]25[/C][C]-0.016037[/C][C]-0.1842[/C][C]0.42705[/C][/ROW]
[ROW][C]26[/C][C]-0.053568[/C][C]-0.6155[/C][C]0.269659[/C][/ROW]
[ROW][C]27[/C][C]0.046271[/C][C]0.5316[/C][C]0.297942[/C][/ROW]
[ROW][C]28[/C][C]-0.026211[/C][C]-0.3011[/C][C]0.381889[/C][/ROW]
[ROW][C]29[/C][C]0.029648[/C][C]0.3406[/C][C]0.366961[/C][/ROW]
[ROW][C]30[/C][C]-0.02018[/C][C]-0.2318[/C][C]0.408508[/C][/ROW]
[ROW][C]31[/C][C]-0.021523[/C][C]-0.2473[/C][C]0.402537[/C][/ROW]
[ROW][C]32[/C][C]-0.015404[/C][C]-0.177[/C][C]0.429898[/C][/ROW]
[ROW][C]33[/C][C]0.024843[/C][C]0.2854[/C][C]0.387883[/C][/ROW]
[ROW][C]34[/C][C]-0.014061[/C][C]-0.1615[/C][C]0.435956[/C][/ROW]
[ROW][C]35[/C][C]0.048062[/C][C]0.5522[/C][C]0.290876[/C][/ROW]
[ROW][C]36[/C][C]0.018434[/C][C]0.2118[/C][C]0.416298[/C][/ROW]
[ROW][C]37[/C][C]-0.047464[/C][C]-0.5453[/C][C]0.293228[/C][/ROW]
[ROW][C]38[/C][C]-0.025736[/C][C]-0.2957[/C][C]0.383967[/C][/ROW]
[ROW][C]39[/C][C]0.013757[/C][C]0.1581[/C][C]0.437328[/C][/ROW]
[ROW][C]40[/C][C]-0.043406[/C][C]-0.4987[/C][C]0.309411[/C][/ROW]
[ROW][C]41[/C][C]-0.035269[/C][C]-0.4052[/C][C]0.34299[/C][/ROW]
[ROW][C]42[/C][C]-0.018016[/C][C]-0.207[/C][C]0.418169[/C][/ROW]
[ROW][C]43[/C][C]-0.01689[/C][C]-0.1941[/C][C]0.423215[/C][/ROW]
[ROW][C]44[/C][C]-0.006075[/C][C]-0.0698[/C][C]0.472231[/C][/ROW]
[ROW][C]45[/C][C]-0.006861[/C][C]-0.0788[/C][C]0.468644[/C][/ROW]
[ROW][C]46[/C][C]-0.023533[/C][C]-0.2704[/C][C]0.393649[/C][/ROW]
[ROW][C]47[/C][C]-0.041397[/C][C]-0.4756[/C][C]0.317569[/C][/ROW]
[ROW][C]48[/C][C]-0.030674[/C][C]-0.3524[/C][C]0.362542[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=42323&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=42323&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	0.977467	11.2302	0
2	0.034391	0.3951	0.346696
3	-0.02007	-0.2306	0.408998
4	-0.029982	-0.3445	0.365523
5	-0.013634	-0.1566	0.437884
6	-0.019154	-0.2201	0.41308
7	0.001377	0.0158	0.493703
8	0.00594	0.0682	0.472845
9	0.023189	0.2664	0.395165
10	0.036405	0.4183	0.338219
11	-0.112122	-1.2882	0.099967
12	0.015311	0.1759	0.430318
13	-0.028142	-0.3233	0.373478
14	-0.001375	-0.0158	0.49371
15	0.002932	0.0337	0.48659
16	-0.002322	-0.0267	0.489378
17	-0.037712	-0.4333	0.33276
18	-0.007374	-0.0847	0.466307
19	-0.067097	-0.7709	0.221074
20	-0.018768	-0.2156	0.414805
21	-0.012097	-0.139	0.444835
22	-0.057081	-0.6558	0.256543
23	-0.000444	-0.0051	0.49797
24	-0.039798	-0.4572	0.324125
25	-0.016037	-0.1842	0.42705
26	-0.053568	-0.6155	0.269659
27	0.046271	0.5316	0.297942
28	-0.026211	-0.3011	0.381889
29	0.029648	0.3406	0.366961
30	-0.02018	-0.2318	0.408508
31	-0.021523	-0.2473	0.402537
32	-0.015404	-0.177	0.429898
33	0.024843	0.2854	0.387883
34	-0.014061	-0.1615	0.435956
35	0.048062	0.5522	0.290876
36	0.018434	0.2118	0.416298
37	-0.047464	-0.5453	0.293228
38	-0.025736	-0.2957	0.383967
39	0.013757	0.1581	0.437328
40	-0.043406	-0.4987	0.309411
41	-0.035269	-0.4052	0.34299
42	-0.018016	-0.207	0.418169
43	-0.01689	-0.1941	0.423215
44	-0.006075	-0.0698	0.472231
45	-0.006861	-0.0788	0.468644
46	-0.023533	-0.2704	0.393649
47	-0.041397	-0.4756	0.317569
48	-0.030674	-0.3524	0.362542

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 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

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 (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='lags',ylab='ACF')
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