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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 08 May 2009 05:40:01 -0600

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/May/08/t124178287172ie08x3ca8g5su.htm/, Retrieved Mon, 29 Apr 2024 03:42:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=39650, Retrieved Mon, 29 Apr 2024 03:42:46 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

210

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

-       [(Partial) Autocorrelation Function] [Opgave 6 bis, oef...] [2009-05-08 11:40:01] [564a720da86171cdf215ca3dfe587c26] [Current]

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Dataseries X:

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Histogram

Boxplots

1,54
1,55
1,53
1,55
1,55
1,53
1,54
1,54
1,54
1,53
1,53
1,53
1,54
1,53
1,53
1,54
1,55
1,53
1,53
1,53
1,53
1,52
1,54
1,53
1,52
1,54
1,53
1,54
1,54
1,53
1,54
1,54
1,52
1,52
1,57
1,6
1,59
1,6
1,6
1,62
1,61
1,61
1,62
1,61
1,62
1,61
1,62
1,61
1,61
1,58
1,57
1,57
1,66
1,66
1,67
1,68
1,66
1,66
1,64
1,61
1,58
1,57
1,54
1,61
1,65
1,6
1,57
1,56
1,55
1,54
1,51
1,5
1,5
1,49
1,47
1,47
1,49
1,49
1,49
1,51
1,49
1,48
1,46
1,46
1,45
1,45
1,44
1,47
1,47
1,45
1,43
1,44
1,38
1,4
1,37
1,41

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39650&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]2 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=39650&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39650&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	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.925665	9.0696	0
2	0.84196	8.2495	0
3	0.77048	7.5491	0
4	0.702657	6.8846	0
5	0.653574	6.4037	0
6	0.611943	5.9958	0
7	0.579682	5.6797	0
8	0.566995	5.5554	0
9	0.545287	5.3427	0
10	0.503447	4.9328	2e-06
11	0.465788	4.5638	7e-06
12	0.413988	4.0562	5.1e-05
13	0.341782	3.3488	0.00058
14	0.278316	2.7269	0.0038
15	0.236618	2.3184	0.011276
16	0.195235	1.9129	0.02937
17	0.160541	1.573	0.059507
18	0.118636	1.1624	0.12398
19	0.074536	0.7303	0.233494
20	0.024585	0.2409	0.405081
21	-0.028606	-0.2803	0.389931
22	-0.08037	-0.7875	0.216474
23	-0.126385	-1.2383	0.109309
24	-0.16728	-1.639	0.052243
25	-0.228933	-2.2431	0.013596
26	-0.282434	-2.7673	0.003391
27	-0.317824	-3.114	0.001216
28	-0.358262	-3.5102	0.000342
29	-0.383793	-3.7604	0.000146
30	-0.401524	-3.9341	7.9e-05
31	-0.415699	-4.073	4.8e-05
32	-0.399955	-3.9187	8.3e-05
33	-0.402707	-3.9457	7.6e-05
34	-0.433013	-4.2426	2.5e-05
35	-0.452308	-4.4317	1.2e-05
36	-0.462197	-4.5286	9e-06
37	-0.465676	-4.5627	7e-06
38	-0.44951	-4.4043	1.4e-05
39	-0.424009	-4.1544	3.5e-05
40	-0.397949	-3.8991	8.9e-05
41	-0.347476	-3.4046	0.000484
42	-0.313615	-3.0728	0.00138
43	-0.282436	-2.7673	0.003391
44	-0.258606	-2.5338	0.006451
45	-0.261145	-2.5587	0.006035
46	-0.269571	-2.6412	0.004822
47	-0.263787	-2.5846	0.005628
48	-0.242328	-2.3743	0.009785

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.925665 & 9.0696 & 0 \tabularnewline
2 & 0.84196 & 8.2495 & 0 \tabularnewline
3 & 0.77048 & 7.5491 & 0 \tabularnewline
4 & 0.702657 & 6.8846 & 0 \tabularnewline
5 & 0.653574 & 6.4037 & 0 \tabularnewline
6 & 0.611943 & 5.9958 & 0 \tabularnewline
7 & 0.579682 & 5.6797 & 0 \tabularnewline
8 & 0.566995 & 5.5554 & 0 \tabularnewline
9 & 0.545287 & 5.3427 & 0 \tabularnewline
10 & 0.503447 & 4.9328 & 2e-06 \tabularnewline
11 & 0.465788 & 4.5638 & 7e-06 \tabularnewline
12 & 0.413988 & 4.0562 & 5.1e-05 \tabularnewline
13 & 0.341782 & 3.3488 & 0.00058 \tabularnewline
14 & 0.278316 & 2.7269 & 0.0038 \tabularnewline
15 & 0.236618 & 2.3184 & 0.011276 \tabularnewline
16 & 0.195235 & 1.9129 & 0.02937 \tabularnewline
17 & 0.160541 & 1.573 & 0.059507 \tabularnewline
18 & 0.118636 & 1.1624 & 0.12398 \tabularnewline
19 & 0.074536 & 0.7303 & 0.233494 \tabularnewline
20 & 0.024585 & 0.2409 & 0.405081 \tabularnewline
21 & -0.028606 & -0.2803 & 0.389931 \tabularnewline
22 & -0.08037 & -0.7875 & 0.216474 \tabularnewline
23 & -0.126385 & -1.2383 & 0.109309 \tabularnewline
24 & -0.16728 & -1.639 & 0.052243 \tabularnewline
25 & -0.228933 & -2.2431 & 0.013596 \tabularnewline
26 & -0.282434 & -2.7673 & 0.003391 \tabularnewline
27 & -0.317824 & -3.114 & 0.001216 \tabularnewline
28 & -0.358262 & -3.5102 & 0.000342 \tabularnewline
29 & -0.383793 & -3.7604 & 0.000146 \tabularnewline
30 & -0.401524 & -3.9341 & 7.9e-05 \tabularnewline
31 & -0.415699 & -4.073 & 4.8e-05 \tabularnewline
32 & -0.399955 & -3.9187 & 8.3e-05 \tabularnewline
33 & -0.402707 & -3.9457 & 7.6e-05 \tabularnewline
34 & -0.433013 & -4.2426 & 2.5e-05 \tabularnewline
35 & -0.452308 & -4.4317 & 1.2e-05 \tabularnewline
36 & -0.462197 & -4.5286 & 9e-06 \tabularnewline
37 & -0.465676 & -4.5627 & 7e-06 \tabularnewline
38 & -0.44951 & -4.4043 & 1.4e-05 \tabularnewline
39 & -0.424009 & -4.1544 & 3.5e-05 \tabularnewline
40 & -0.397949 & -3.8991 & 8.9e-05 \tabularnewline
41 & -0.347476 & -3.4046 & 0.000484 \tabularnewline
42 & -0.313615 & -3.0728 & 0.00138 \tabularnewline
43 & -0.282436 & -2.7673 & 0.003391 \tabularnewline
44 & -0.258606 & -2.5338 & 0.006451 \tabularnewline
45 & -0.261145 & -2.5587 & 0.006035 \tabularnewline
46 & -0.269571 & -2.6412 & 0.004822 \tabularnewline
47 & -0.263787 & -2.5846 & 0.005628 \tabularnewline
48 & -0.242328 & -2.3743 & 0.009785 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39650&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]0.925665[/C][C]9.0696[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.84196[/C][C]8.2495[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.77048[/C][C]7.5491[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.702657[/C][C]6.8846[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.653574[/C][C]6.4037[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.611943[/C][C]5.9958[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.579682[/C][C]5.6797[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.566995[/C][C]5.5554[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.545287[/C][C]5.3427[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.503447[/C][C]4.9328[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.465788[/C][C]4.5638[/C][C]7e-06[/C][/ROW]
[ROW][C]12[/C][C]0.413988[/C][C]4.0562[/C][C]5.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.341782[/C][C]3.3488[/C][C]0.00058[/C][/ROW]
[ROW][C]14[/C][C]0.278316[/C][C]2.7269[/C][C]0.0038[/C][/ROW]
[ROW][C]15[/C][C]0.236618[/C][C]2.3184[/C][C]0.011276[/C][/ROW]
[ROW][C]16[/C][C]0.195235[/C][C]1.9129[/C][C]0.02937[/C][/ROW]
[ROW][C]17[/C][C]0.160541[/C][C]1.573[/C][C]0.059507[/C][/ROW]
[ROW][C]18[/C][C]0.118636[/C][C]1.1624[/C][C]0.12398[/C][/ROW]
[ROW][C]19[/C][C]0.074536[/C][C]0.7303[/C][C]0.233494[/C][/ROW]
[ROW][C]20[/C][C]0.024585[/C][C]0.2409[/C][C]0.405081[/C][/ROW]
[ROW][C]21[/C][C]-0.028606[/C][C]-0.2803[/C][C]0.389931[/C][/ROW]
[ROW][C]22[/C][C]-0.08037[/C][C]-0.7875[/C][C]0.216474[/C][/ROW]
[ROW][C]23[/C][C]-0.126385[/C][C]-1.2383[/C][C]0.109309[/C][/ROW]
[ROW][C]24[/C][C]-0.16728[/C][C]-1.639[/C][C]0.052243[/C][/ROW]
[ROW][C]25[/C][C]-0.228933[/C][C]-2.2431[/C][C]0.013596[/C][/ROW]
[ROW][C]26[/C][C]-0.282434[/C][C]-2.7673[/C][C]0.003391[/C][/ROW]
[ROW][C]27[/C][C]-0.317824[/C][C]-3.114[/C][C]0.001216[/C][/ROW]
[ROW][C]28[/C][C]-0.358262[/C][C]-3.5102[/C][C]0.000342[/C][/ROW]
[ROW][C]29[/C][C]-0.383793[/C][C]-3.7604[/C][C]0.000146[/C][/ROW]
[ROW][C]30[/C][C]-0.401524[/C][C]-3.9341[/C][C]7.9e-05[/C][/ROW]
[ROW][C]31[/C][C]-0.415699[/C][C]-4.073[/C][C]4.8e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.399955[/C][C]-3.9187[/C][C]8.3e-05[/C][/ROW]
[ROW][C]33[/C][C]-0.402707[/C][C]-3.9457[/C][C]7.6e-05[/C][/ROW]
[ROW][C]34[/C][C]-0.433013[/C][C]-4.2426[/C][C]2.5e-05[/C][/ROW]
[ROW][C]35[/C][C]-0.452308[/C][C]-4.4317[/C][C]1.2e-05[/C][/ROW]
[ROW][C]36[/C][C]-0.462197[/C][C]-4.5286[/C][C]9e-06[/C][/ROW]
[ROW][C]37[/C][C]-0.465676[/C][C]-4.5627[/C][C]7e-06[/C][/ROW]
[ROW][C]38[/C][C]-0.44951[/C][C]-4.4043[/C][C]1.4e-05[/C][/ROW]
[ROW][C]39[/C][C]-0.424009[/C][C]-4.1544[/C][C]3.5e-05[/C][/ROW]
[ROW][C]40[/C][C]-0.397949[/C][C]-3.8991[/C][C]8.9e-05[/C][/ROW]
[ROW][C]41[/C][C]-0.347476[/C][C]-3.4046[/C][C]0.000484[/C][/ROW]
[ROW][C]42[/C][C]-0.313615[/C][C]-3.0728[/C][C]0.00138[/C][/ROW]
[ROW][C]43[/C][C]-0.282436[/C][C]-2.7673[/C][C]0.003391[/C][/ROW]
[ROW][C]44[/C][C]-0.258606[/C][C]-2.5338[/C][C]0.006451[/C][/ROW]
[ROW][C]45[/C][C]-0.261145[/C][C]-2.5587[/C][C]0.006035[/C][/ROW]
[ROW][C]46[/C][C]-0.269571[/C][C]-2.6412[/C][C]0.004822[/C][/ROW]
[ROW][C]47[/C][C]-0.263787[/C][C]-2.5846[/C][C]0.005628[/C][/ROW]
[ROW][C]48[/C][C]-0.242328[/C][C]-2.3743[/C][C]0.009785[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39650&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39650&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	0.925665	9.0696	0
2	0.84196	8.2495	0
3	0.77048	7.5491	0
4	0.702657	6.8846	0
5	0.653574	6.4037	0
6	0.611943	5.9958	0
7	0.579682	5.6797	0
8	0.566995	5.5554	0
9	0.545287	5.3427	0
10	0.503447	4.9328	2e-06
11	0.465788	4.5638	7e-06
12	0.413988	4.0562	5.1e-05
13	0.341782	3.3488	0.00058
14	0.278316	2.7269	0.0038
15	0.236618	2.3184	0.011276
16	0.195235	1.9129	0.02937
17	0.160541	1.573	0.059507
18	0.118636	1.1624	0.12398
19	0.074536	0.7303	0.233494
20	0.024585	0.2409	0.405081
21	-0.028606	-0.2803	0.389931
22	-0.08037	-0.7875	0.216474
23	-0.126385	-1.2383	0.109309
24	-0.16728	-1.639	0.052243
25	-0.228933	-2.2431	0.013596
26	-0.282434	-2.7673	0.003391
27	-0.317824	-3.114	0.001216
28	-0.358262	-3.5102	0.000342
29	-0.383793	-3.7604	0.000146
30	-0.401524	-3.9341	7.9e-05
31	-0.415699	-4.073	4.8e-05
32	-0.399955	-3.9187	8.3e-05
33	-0.402707	-3.9457	7.6e-05
34	-0.433013	-4.2426	2.5e-05
35	-0.452308	-4.4317	1.2e-05
36	-0.462197	-4.5286	9e-06
37	-0.465676	-4.5627	7e-06
38	-0.44951	-4.4043	1.4e-05
39	-0.424009	-4.1544	3.5e-05
40	-0.397949	-3.8991	8.9e-05
41	-0.347476	-3.4046	0.000484
42	-0.313615	-3.0728	0.00138
43	-0.282436	-2.7673	0.003391
44	-0.258606	-2.5338	0.006451
45	-0.261145	-2.5587	0.006035
46	-0.269571	-2.6412	0.004822
47	-0.263787	-2.5846	0.005628
48	-0.242328	-2.3743	0.009785

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.925665	9.0696	0
2	-0.104064	-1.0196	0.155236
3	0.044708	0.438	0.331169
4	-0.025833	-0.2531	0.400362
5	0.096926	0.9497	0.17233
6	0.006507	0.0638	0.474648
7	0.055137	0.5402	0.295145
8	0.11768	1.153	0.125881
9	-0.066078	-0.6474	0.259451
10	-0.117916	-1.1553	0.12541
11	0.032777	0.3211	0.374399
12	-0.117423	-1.1505	0.126397
13	-0.16835	-1.6495	0.051158
14	0.004967	0.0487	0.480642
15	0.099834	0.9782	0.165224
16	-0.102251	-1.0019	0.159467
17	-0.022576	-0.2212	0.412704
18	-0.068543	-0.6716	0.251733
19	-0.045734	-0.4481	0.327545
20	-0.134174	-1.3146	0.095884
21	0.007777	0.0762	0.46971
22	-0.004233	-0.0415	0.483502
23	-0.057905	-0.5674	0.2859
24	-0.025079	-0.2457	0.40321
25	-0.193808	-1.8989	0.030289
26	-0.035406	-0.3469	0.364712
27	0.016614	0.1628	0.435514
28	-0.085962	-0.8423	0.20087
29	0.080958	0.7932	0.214801
30	0.007538	0.0739	0.470638
31	0.016859	0.1652	0.434573
32	0.162425	1.5914	0.0574
33	-0.142015	-1.3915	0.083652
34	-0.170743	-1.6729	0.048799
35	0.048089	0.4712	0.319292
36	0.095963	0.9402	0.174728
37	0.054371	0.5327	0.297727
38	0.077761	0.7619	0.223993
39	0.061348	0.6011	0.274601
40	-0.045393	-0.4448	0.328748
41	0.121517	1.1906	0.118369
42	-0.037453	-0.367	0.357228
43	0.075376	0.7385	0.230996
44	-0.081584	-0.7994	0.21303
45	-0.073295	-0.7181	0.237207
46	-0.023467	-0.2299	0.409318
47	-0.031629	-0.3099	0.378655
48	0.017154	0.1681	0.433438

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.925665 & 9.0696 & 0 \tabularnewline
2 & -0.104064 & -1.0196 & 0.155236 \tabularnewline
3 & 0.044708 & 0.438 & 0.331169 \tabularnewline
4 & -0.025833 & -0.2531 & 0.400362 \tabularnewline
5 & 0.096926 & 0.9497 & 0.17233 \tabularnewline
6 & 0.006507 & 0.0638 & 0.474648 \tabularnewline
7 & 0.055137 & 0.5402 & 0.295145 \tabularnewline
8 & 0.11768 & 1.153 & 0.125881 \tabularnewline
9 & -0.066078 & -0.6474 & 0.259451 \tabularnewline
10 & -0.117916 & -1.1553 & 0.12541 \tabularnewline
11 & 0.032777 & 0.3211 & 0.374399 \tabularnewline
12 & -0.117423 & -1.1505 & 0.126397 \tabularnewline
13 & -0.16835 & -1.6495 & 0.051158 \tabularnewline
14 & 0.004967 & 0.0487 & 0.480642 \tabularnewline
15 & 0.099834 & 0.9782 & 0.165224 \tabularnewline
16 & -0.102251 & -1.0019 & 0.159467 \tabularnewline
17 & -0.022576 & -0.2212 & 0.412704 \tabularnewline
18 & -0.068543 & -0.6716 & 0.251733 \tabularnewline
19 & -0.045734 & -0.4481 & 0.327545 \tabularnewline
20 & -0.134174 & -1.3146 & 0.095884 \tabularnewline
21 & 0.007777 & 0.0762 & 0.46971 \tabularnewline
22 & -0.004233 & -0.0415 & 0.483502 \tabularnewline
23 & -0.057905 & -0.5674 & 0.2859 \tabularnewline
24 & -0.025079 & -0.2457 & 0.40321 \tabularnewline
25 & -0.193808 & -1.8989 & 0.030289 \tabularnewline
26 & -0.035406 & -0.3469 & 0.364712 \tabularnewline
27 & 0.016614 & 0.1628 & 0.435514 \tabularnewline
28 & -0.085962 & -0.8423 & 0.20087 \tabularnewline
29 & 0.080958 & 0.7932 & 0.214801 \tabularnewline
30 & 0.007538 & 0.0739 & 0.470638 \tabularnewline
31 & 0.016859 & 0.1652 & 0.434573 \tabularnewline
32 & 0.162425 & 1.5914 & 0.0574 \tabularnewline
33 & -0.142015 & -1.3915 & 0.083652 \tabularnewline
34 & -0.170743 & -1.6729 & 0.048799 \tabularnewline
35 & 0.048089 & 0.4712 & 0.319292 \tabularnewline
36 & 0.095963 & 0.9402 & 0.174728 \tabularnewline
37 & 0.054371 & 0.5327 & 0.297727 \tabularnewline
38 & 0.077761 & 0.7619 & 0.223993 \tabularnewline
39 & 0.061348 & 0.6011 & 0.274601 \tabularnewline
40 & -0.045393 & -0.4448 & 0.328748 \tabularnewline
41 & 0.121517 & 1.1906 & 0.118369 \tabularnewline
42 & -0.037453 & -0.367 & 0.357228 \tabularnewline
43 & 0.075376 & 0.7385 & 0.230996 \tabularnewline
44 & -0.081584 & -0.7994 & 0.21303 \tabularnewline
45 & -0.073295 & -0.7181 & 0.237207 \tabularnewline
46 & -0.023467 & -0.2299 & 0.409318 \tabularnewline
47 & -0.031629 & -0.3099 & 0.378655 \tabularnewline
48 & 0.017154 & 0.1681 & 0.433438 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39650&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]0.925665[/C][C]9.0696[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.104064[/C][C]-1.0196[/C][C]0.155236[/C][/ROW]
[ROW][C]3[/C][C]0.044708[/C][C]0.438[/C][C]0.331169[/C][/ROW]
[ROW][C]4[/C][C]-0.025833[/C][C]-0.2531[/C][C]0.400362[/C][/ROW]
[ROW][C]5[/C][C]0.096926[/C][C]0.9497[/C][C]0.17233[/C][/ROW]
[ROW][C]6[/C][C]0.006507[/C][C]0.0638[/C][C]0.474648[/C][/ROW]
[ROW][C]7[/C][C]0.055137[/C][C]0.5402[/C][C]0.295145[/C][/ROW]
[ROW][C]8[/C][C]0.11768[/C][C]1.153[/C][C]0.125881[/C][/ROW]
[ROW][C]9[/C][C]-0.066078[/C][C]-0.6474[/C][C]0.259451[/C][/ROW]
[ROW][C]10[/C][C]-0.117916[/C][C]-1.1553[/C][C]0.12541[/C][/ROW]
[ROW][C]11[/C][C]0.032777[/C][C]0.3211[/C][C]0.374399[/C][/ROW]
[ROW][C]12[/C][C]-0.117423[/C][C]-1.1505[/C][C]0.126397[/C][/ROW]
[ROW][C]13[/C][C]-0.16835[/C][C]-1.6495[/C][C]0.051158[/C][/ROW]
[ROW][C]14[/C][C]0.004967[/C][C]0.0487[/C][C]0.480642[/C][/ROW]
[ROW][C]15[/C][C]0.099834[/C][C]0.9782[/C][C]0.165224[/C][/ROW]
[ROW][C]16[/C][C]-0.102251[/C][C]-1.0019[/C][C]0.159467[/C][/ROW]
[ROW][C]17[/C][C]-0.022576[/C][C]-0.2212[/C][C]0.412704[/C][/ROW]
[ROW][C]18[/C][C]-0.068543[/C][C]-0.6716[/C][C]0.251733[/C][/ROW]
[ROW][C]19[/C][C]-0.045734[/C][C]-0.4481[/C][C]0.327545[/C][/ROW]
[ROW][C]20[/C][C]-0.134174[/C][C]-1.3146[/C][C]0.095884[/C][/ROW]
[ROW][C]21[/C][C]0.007777[/C][C]0.0762[/C][C]0.46971[/C][/ROW]
[ROW][C]22[/C][C]-0.004233[/C][C]-0.0415[/C][C]0.483502[/C][/ROW]
[ROW][C]23[/C][C]-0.057905[/C][C]-0.5674[/C][C]0.2859[/C][/ROW]
[ROW][C]24[/C][C]-0.025079[/C][C]-0.2457[/C][C]0.40321[/C][/ROW]
[ROW][C]25[/C][C]-0.193808[/C][C]-1.8989[/C][C]0.030289[/C][/ROW]
[ROW][C]26[/C][C]-0.035406[/C][C]-0.3469[/C][C]0.364712[/C][/ROW]
[ROW][C]27[/C][C]0.016614[/C][C]0.1628[/C][C]0.435514[/C][/ROW]
[ROW][C]28[/C][C]-0.085962[/C][C]-0.8423[/C][C]0.20087[/C][/ROW]
[ROW][C]29[/C][C]0.080958[/C][C]0.7932[/C][C]0.214801[/C][/ROW]
[ROW][C]30[/C][C]0.007538[/C][C]0.0739[/C][C]0.470638[/C][/ROW]
[ROW][C]31[/C][C]0.016859[/C][C]0.1652[/C][C]0.434573[/C][/ROW]
[ROW][C]32[/C][C]0.162425[/C][C]1.5914[/C][C]0.0574[/C][/ROW]
[ROW][C]33[/C][C]-0.142015[/C][C]-1.3915[/C][C]0.083652[/C][/ROW]
[ROW][C]34[/C][C]-0.170743[/C][C]-1.6729[/C][C]0.048799[/C][/ROW]
[ROW][C]35[/C][C]0.048089[/C][C]0.4712[/C][C]0.319292[/C][/ROW]
[ROW][C]36[/C][C]0.095963[/C][C]0.9402[/C][C]0.174728[/C][/ROW]
[ROW][C]37[/C][C]0.054371[/C][C]0.5327[/C][C]0.297727[/C][/ROW]
[ROW][C]38[/C][C]0.077761[/C][C]0.7619[/C][C]0.223993[/C][/ROW]
[ROW][C]39[/C][C]0.061348[/C][C]0.6011[/C][C]0.274601[/C][/ROW]
[ROW][C]40[/C][C]-0.045393[/C][C]-0.4448[/C][C]0.328748[/C][/ROW]
[ROW][C]41[/C][C]0.121517[/C][C]1.1906[/C][C]0.118369[/C][/ROW]
[ROW][C]42[/C][C]-0.037453[/C][C]-0.367[/C][C]0.357228[/C][/ROW]
[ROW][C]43[/C][C]0.075376[/C][C]0.7385[/C][C]0.230996[/C][/ROW]
[ROW][C]44[/C][C]-0.081584[/C][C]-0.7994[/C][C]0.21303[/C][/ROW]
[ROW][C]45[/C][C]-0.073295[/C][C]-0.7181[/C][C]0.237207[/C][/ROW]
[ROW][C]46[/C][C]-0.023467[/C][C]-0.2299[/C][C]0.409318[/C][/ROW]
[ROW][C]47[/C][C]-0.031629[/C][C]-0.3099[/C][C]0.378655[/C][/ROW]
[ROW][C]48[/C][C]0.017154[/C][C]0.1681[/C][C]0.433438[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39650&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39650&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	0.925665	9.0696	0
2	-0.104064	-1.0196	0.155236
3	0.044708	0.438	0.331169
4	-0.025833	-0.2531	0.400362
5	0.096926	0.9497	0.17233
6	0.006507	0.0638	0.474648
7	0.055137	0.5402	0.295145
8	0.11768	1.153	0.125881
9	-0.066078	-0.6474	0.259451
10	-0.117916	-1.1553	0.12541
11	0.032777	0.3211	0.374399
12	-0.117423	-1.1505	0.126397
13	-0.16835	-1.6495	0.051158
14	0.004967	0.0487	0.480642
15	0.099834	0.9782	0.165224
16	-0.102251	-1.0019	0.159467
17	-0.022576	-0.2212	0.412704
18	-0.068543	-0.6716	0.251733
19	-0.045734	-0.4481	0.327545
20	-0.134174	-1.3146	0.095884
21	0.007777	0.0762	0.46971
22	-0.004233	-0.0415	0.483502
23	-0.057905	-0.5674	0.2859
24	-0.025079	-0.2457	0.40321
25	-0.193808	-1.8989	0.030289
26	-0.035406	-0.3469	0.364712
27	0.016614	0.1628	0.435514
28	-0.085962	-0.8423	0.20087
29	0.080958	0.7932	0.214801
30	0.007538	0.0739	0.470638
31	0.016859	0.1652	0.434573
32	0.162425	1.5914	0.0574
33	-0.142015	-1.3915	0.083652
34	-0.170743	-1.6729	0.048799
35	0.048089	0.4712	0.319292
36	0.095963	0.9402	0.174728
37	0.054371	0.5327	0.297727
38	0.077761	0.7619	0.223993
39	0.061348	0.6011	0.274601
40	-0.045393	-0.4448	0.328748
41	0.121517	1.1906	0.118369
42	-0.037453	-0.367	0.357228
43	0.075376	0.7385	0.230996
44	-0.081584	-0.7994	0.21303
45	-0.073295	-0.7181	0.237207
46	-0.023467	-0.2299	0.409318
47	-0.031629	-0.3099	0.378655
48	0.017154	0.1681	0.433438

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