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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 11 May 2009 12:40:20 -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/11/t1242067245tsz2fusrffddre7.htm/, Retrieved Sat, 04 May 2024 00:49:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=39721, Retrieved Sat, 04 May 2024 00:49:53 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

178

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

-       [(Partial) Autocorrelation Function] [Ken Soltvedt eige...] [2009-05-11 18:40:20] [991c162fae1b779ae3c185368bfa1f53] [Current]

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Dataseries X:

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Histogram

Boxplots

3.42
3.42
3.43
3.47
3.51
3.52
3.52
3.52
3.52
3.52
3.52
3.52
3.52
3.52
3.58
3.6
3.61
3.61
3.61
3.63
3.68
3.69
3.69
3.69
3.69
3.69
3.69
3.69
3.69
3.78
3.79
3.79
3.8
3.8
3.8
3.8
3.81
3.95
3.99
4
4.06
4.16
4.19
4.2
4.2
4.2
4.2
4.2
4.23
4.38
4.43
4.44
4.44
4.44
4.44
4.44
4.45
4.45
4.45
4.45
4.45
4.45
4.45
4.45
4.46
4.46
4.46
4.48
4.58
4.67
4.68
4.68

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=39721&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=39721&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39721&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	0.326575	2.7518	0.003759
2	-0.092382	-0.7784	0.219453
3	-0.06918	-0.5829	0.280897
4	-0.007429	-0.0626	0.47513
5	-0.099125	-0.8352	0.203191
6	-0.131686	-1.1096	0.135457
7	-0.081387	-0.6858	0.247544
8	0.184831	1.5574	0.061909
9	0.066823	0.5631	0.287585
10	-0.080964	-0.6822	0.248662
11	0.021122	0.178	0.429623
12	0.203478	1.7145	0.045396
13	-0.078955	-0.6653	0.254012
14	-0.180589	-1.5217	0.066267
15	-0.132168	-1.1137	0.134589
16	-0.166606	-1.4038	0.082361
17	-0.078762	-0.6637	0.254529
18	-0.050472	-0.4253	0.335957
19	0.097638	0.8227	0.206712
20	0.20215	1.7033	0.046439
21	-0.035553	-0.2996	0.382689
22	-0.133011	-1.1208	0.133081
23	-0.070258	-0.592	0.277865
24	-0.147712	-1.2446	0.108678
25	-0.112949	-0.9517	0.172232
26	-0.012158	-0.1024	0.459346
27	0.092517	0.7796	0.219119
28	0.041832	0.3525	0.362762
29	0.018006	0.1517	0.439919
30	-0.026079	-0.2197	0.41335
31	0.064027	0.5395	0.295615
32	0.035898	0.3025	0.381586
33	-0.038384	-0.3234	0.37366
34	-0.006083	-0.0513	0.479633
35	0.053078	0.4472	0.32803
36	-0.029263	-0.2466	0.402973
37	-0.003764	-0.0317	0.487394
38	0.002644	0.0223	0.491145
39	0.048767	0.4109	0.341185
40	0.015459	0.1303	0.448364
41	-0.066627	-0.5614	0.288143
42	-0.069282	-0.5838	0.280608
43	-0.052973	-0.4464	0.328348
44	-0.0208	-0.1753	0.430687
45	0.035973	0.3031	0.381345
46	0.040958	0.3451	0.365513
47	0.001924	0.0162	0.493554
48	0.022865	0.1927	0.423885

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.326575 & 2.7518 & 0.003759 \tabularnewline
2 & -0.092382 & -0.7784 & 0.219453 \tabularnewline
3 & -0.06918 & -0.5829 & 0.280897 \tabularnewline
4 & -0.007429 & -0.0626 & 0.47513 \tabularnewline
5 & -0.099125 & -0.8352 & 0.203191 \tabularnewline
6 & -0.131686 & -1.1096 & 0.135457 \tabularnewline
7 & -0.081387 & -0.6858 & 0.247544 \tabularnewline
8 & 0.184831 & 1.5574 & 0.061909 \tabularnewline
9 & 0.066823 & 0.5631 & 0.287585 \tabularnewline
10 & -0.080964 & -0.6822 & 0.248662 \tabularnewline
11 & 0.021122 & 0.178 & 0.429623 \tabularnewline
12 & 0.203478 & 1.7145 & 0.045396 \tabularnewline
13 & -0.078955 & -0.6653 & 0.254012 \tabularnewline
14 & -0.180589 & -1.5217 & 0.066267 \tabularnewline
15 & -0.132168 & -1.1137 & 0.134589 \tabularnewline
16 & -0.166606 & -1.4038 & 0.082361 \tabularnewline
17 & -0.078762 & -0.6637 & 0.254529 \tabularnewline
18 & -0.050472 & -0.4253 & 0.335957 \tabularnewline
19 & 0.097638 & 0.8227 & 0.206712 \tabularnewline
20 & 0.20215 & 1.7033 & 0.046439 \tabularnewline
21 & -0.035553 & -0.2996 & 0.382689 \tabularnewline
22 & -0.133011 & -1.1208 & 0.133081 \tabularnewline
23 & -0.070258 & -0.592 & 0.277865 \tabularnewline
24 & -0.147712 & -1.2446 & 0.108678 \tabularnewline
25 & -0.112949 & -0.9517 & 0.172232 \tabularnewline
26 & -0.012158 & -0.1024 & 0.459346 \tabularnewline
27 & 0.092517 & 0.7796 & 0.219119 \tabularnewline
28 & 0.041832 & 0.3525 & 0.362762 \tabularnewline
29 & 0.018006 & 0.1517 & 0.439919 \tabularnewline
30 & -0.026079 & -0.2197 & 0.41335 \tabularnewline
31 & 0.064027 & 0.5395 & 0.295615 \tabularnewline
32 & 0.035898 & 0.3025 & 0.381586 \tabularnewline
33 & -0.038384 & -0.3234 & 0.37366 \tabularnewline
34 & -0.006083 & -0.0513 & 0.479633 \tabularnewline
35 & 0.053078 & 0.4472 & 0.32803 \tabularnewline
36 & -0.029263 & -0.2466 & 0.402973 \tabularnewline
37 & -0.003764 & -0.0317 & 0.487394 \tabularnewline
38 & 0.002644 & 0.0223 & 0.491145 \tabularnewline
39 & 0.048767 & 0.4109 & 0.341185 \tabularnewline
40 & 0.015459 & 0.1303 & 0.448364 \tabularnewline
41 & -0.066627 & -0.5614 & 0.288143 \tabularnewline
42 & -0.069282 & -0.5838 & 0.280608 \tabularnewline
43 & -0.052973 & -0.4464 & 0.328348 \tabularnewline
44 & -0.0208 & -0.1753 & 0.430687 \tabularnewline
45 & 0.035973 & 0.3031 & 0.381345 \tabularnewline
46 & 0.040958 & 0.3451 & 0.365513 \tabularnewline
47 & 0.001924 & 0.0162 & 0.493554 \tabularnewline
48 & 0.022865 & 0.1927 & 0.423885 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39721&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]0.326575[/C][C]2.7518[/C][C]0.003759[/C][/ROW]
[ROW][C]2[/C][C]-0.092382[/C][C]-0.7784[/C][C]0.219453[/C][/ROW]
[ROW][C]3[/C][C]-0.06918[/C][C]-0.5829[/C][C]0.280897[/C][/ROW]
[ROW][C]4[/C][C]-0.007429[/C][C]-0.0626[/C][C]0.47513[/C][/ROW]
[ROW][C]5[/C][C]-0.099125[/C][C]-0.8352[/C][C]0.203191[/C][/ROW]
[ROW][C]6[/C][C]-0.131686[/C][C]-1.1096[/C][C]0.135457[/C][/ROW]
[ROW][C]7[/C][C]-0.081387[/C][C]-0.6858[/C][C]0.247544[/C][/ROW]
[ROW][C]8[/C][C]0.184831[/C][C]1.5574[/C][C]0.061909[/C][/ROW]
[ROW][C]9[/C][C]0.066823[/C][C]0.5631[/C][C]0.287585[/C][/ROW]
[ROW][C]10[/C][C]-0.080964[/C][C]-0.6822[/C][C]0.248662[/C][/ROW]
[ROW][C]11[/C][C]0.021122[/C][C]0.178[/C][C]0.429623[/C][/ROW]
[ROW][C]12[/C][C]0.203478[/C][C]1.7145[/C][C]0.045396[/C][/ROW]
[ROW][C]13[/C][C]-0.078955[/C][C]-0.6653[/C][C]0.254012[/C][/ROW]
[ROW][C]14[/C][C]-0.180589[/C][C]-1.5217[/C][C]0.066267[/C][/ROW]
[ROW][C]15[/C][C]-0.132168[/C][C]-1.1137[/C][C]0.134589[/C][/ROW]
[ROW][C]16[/C][C]-0.166606[/C][C]-1.4038[/C][C]0.082361[/C][/ROW]
[ROW][C]17[/C][C]-0.078762[/C][C]-0.6637[/C][C]0.254529[/C][/ROW]
[ROW][C]18[/C][C]-0.050472[/C][C]-0.4253[/C][C]0.335957[/C][/ROW]
[ROW][C]19[/C][C]0.097638[/C][C]0.8227[/C][C]0.206712[/C][/ROW]
[ROW][C]20[/C][C]0.20215[/C][C]1.7033[/C][C]0.046439[/C][/ROW]
[ROW][C]21[/C][C]-0.035553[/C][C]-0.2996[/C][C]0.382689[/C][/ROW]
[ROW][C]22[/C][C]-0.133011[/C][C]-1.1208[/C][C]0.133081[/C][/ROW]
[ROW][C]23[/C][C]-0.070258[/C][C]-0.592[/C][C]0.277865[/C][/ROW]
[ROW][C]24[/C][C]-0.147712[/C][C]-1.2446[/C][C]0.108678[/C][/ROW]
[ROW][C]25[/C][C]-0.112949[/C][C]-0.9517[/C][C]0.172232[/C][/ROW]
[ROW][C]26[/C][C]-0.012158[/C][C]-0.1024[/C][C]0.459346[/C][/ROW]
[ROW][C]27[/C][C]0.092517[/C][C]0.7796[/C][C]0.219119[/C][/ROW]
[ROW][C]28[/C][C]0.041832[/C][C]0.3525[/C][C]0.362762[/C][/ROW]
[ROW][C]29[/C][C]0.018006[/C][C]0.1517[/C][C]0.439919[/C][/ROW]
[ROW][C]30[/C][C]-0.026079[/C][C]-0.2197[/C][C]0.41335[/C][/ROW]
[ROW][C]31[/C][C]0.064027[/C][C]0.5395[/C][C]0.295615[/C][/ROW]
[ROW][C]32[/C][C]0.035898[/C][C]0.3025[/C][C]0.381586[/C][/ROW]
[ROW][C]33[/C][C]-0.038384[/C][C]-0.3234[/C][C]0.37366[/C][/ROW]
[ROW][C]34[/C][C]-0.006083[/C][C]-0.0513[/C][C]0.479633[/C][/ROW]
[ROW][C]35[/C][C]0.053078[/C][C]0.4472[/C][C]0.32803[/C][/ROW]
[ROW][C]36[/C][C]-0.029263[/C][C]-0.2466[/C][C]0.402973[/C][/ROW]
[ROW][C]37[/C][C]-0.003764[/C][C]-0.0317[/C][C]0.487394[/C][/ROW]
[ROW][C]38[/C][C]0.002644[/C][C]0.0223[/C][C]0.491145[/C][/ROW]
[ROW][C]39[/C][C]0.048767[/C][C]0.4109[/C][C]0.341185[/C][/ROW]
[ROW][C]40[/C][C]0.015459[/C][C]0.1303[/C][C]0.448364[/C][/ROW]
[ROW][C]41[/C][C]-0.066627[/C][C]-0.5614[/C][C]0.288143[/C][/ROW]
[ROW][C]42[/C][C]-0.069282[/C][C]-0.5838[/C][C]0.280608[/C][/ROW]
[ROW][C]43[/C][C]-0.052973[/C][C]-0.4464[/C][C]0.328348[/C][/ROW]
[ROW][C]44[/C][C]-0.0208[/C][C]-0.1753[/C][C]0.430687[/C][/ROW]
[ROW][C]45[/C][C]0.035973[/C][C]0.3031[/C][C]0.381345[/C][/ROW]
[ROW][C]46[/C][C]0.040958[/C][C]0.3451[/C][C]0.365513[/C][/ROW]
[ROW][C]47[/C][C]0.001924[/C][C]0.0162[/C][C]0.493554[/C][/ROW]
[ROW][C]48[/C][C]0.022865[/C][C]0.1927[/C][C]0.423885[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39721&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39721&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	0.326575	2.7518	0.003759
2	-0.092382	-0.7784	0.219453
3	-0.06918	-0.5829	0.280897
4	-0.007429	-0.0626	0.47513
5	-0.099125	-0.8352	0.203191
6	-0.131686	-1.1096	0.135457
7	-0.081387	-0.6858	0.247544
8	0.184831	1.5574	0.061909
9	0.066823	0.5631	0.287585
10	-0.080964	-0.6822	0.248662
11	0.021122	0.178	0.429623
12	0.203478	1.7145	0.045396
13	-0.078955	-0.6653	0.254012
14	-0.180589	-1.5217	0.066267
15	-0.132168	-1.1137	0.134589
16	-0.166606	-1.4038	0.082361
17	-0.078762	-0.6637	0.254529
18	-0.050472	-0.4253	0.335957
19	0.097638	0.8227	0.206712
20	0.20215	1.7033	0.046439
21	-0.035553	-0.2996	0.382689
22	-0.133011	-1.1208	0.133081
23	-0.070258	-0.592	0.277865
24	-0.147712	-1.2446	0.108678
25	-0.112949	-0.9517	0.172232
26	-0.012158	-0.1024	0.459346
27	0.092517	0.7796	0.219119
28	0.041832	0.3525	0.362762
29	0.018006	0.1517	0.439919
30	-0.026079	-0.2197	0.41335
31	0.064027	0.5395	0.295615
32	0.035898	0.3025	0.381586
33	-0.038384	-0.3234	0.37366
34	-0.006083	-0.0513	0.479633
35	0.053078	0.4472	0.32803
36	-0.029263	-0.2466	0.402973
37	-0.003764	-0.0317	0.487394
38	0.002644	0.0223	0.491145
39	0.048767	0.4109	0.341185
40	0.015459	0.1303	0.448364
41	-0.066627	-0.5614	0.288143
42	-0.069282	-0.5838	0.280608
43	-0.052973	-0.4464	0.328348
44	-0.0208	-0.1753	0.430687
45	0.035973	0.3031	0.381345
46	0.040958	0.3451	0.365513
47	0.001924	0.0162	0.493554
48	0.022865	0.1927	0.423885

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.326575	2.7518	0.003759
2	-0.222795	-1.8773	0.032293
3	0.047668	0.4017	0.34457
4	-0.020042	-0.1689	0.433188
5	-0.119789	-1.0094	0.158115
6	-0.059116	-0.4981	0.309971
7	-0.048609	-0.4096	0.34167
8	0.232659	1.9604	0.026936
9	-0.138086	-1.1635	0.124254
10	-0.013893	-0.1171	0.453569
11	0.079967	0.6738	0.25131
12	0.146876	1.2376	0.109971
13	-0.237557	-2.0017	0.02457
14	0.010505	0.0885	0.464859
15	-0.073459	-0.619	0.268956
16	-0.247269	-2.0835	0.020402
17	0.099174	0.8357	0.203077
18	-0.092044	-0.7756	0.220287
19	0.181526	1.5296	0.065284
20	-0.081231	-0.6845	0.247956
21	-0.083772	-0.7059	0.241287
22	0.004527	0.0381	0.484839
23	-0.142659	-1.2021	0.116666
24	-0.119147	-1.0039	0.159407
25	0.050756	0.4277	0.33509
26	0.023046	0.1942	0.42329
27	0.004626	0.039	0.48451
28	-0.02641	-0.2225	0.41227
29	-0.016318	-0.1375	0.445512
30	-0.04964	-0.4183	0.338506
31	-0.027507	-0.2318	0.408687
32	-0.037224	-0.3137	0.37735
33	0.100165	0.844	0.200751
34	-0.043055	-0.3628	0.358919
35	0.053246	0.4487	0.327522
36	0.033014	0.2782	0.39084
37	-0.095788	-0.8071	0.211145
38	-0.031034	-0.2615	0.397233
39	-0.08212	-0.692	0.24561
40	-0.01304	-0.1099	0.456409
41	-0.064762	-0.5457	0.293493
42	-0.007687	-0.0648	0.47427
43	-0.060721	-0.5116	0.305245
44	0.067412	0.568	0.285907
45	-0.037005	-0.3118	0.378049
46	-0.06971	-0.5874	0.279403
47	-0.023582	-0.1987	0.421529
48	0.003442	0.029	0.488471

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.326575 & 2.7518 & 0.003759 \tabularnewline
2 & -0.222795 & -1.8773 & 0.032293 \tabularnewline
3 & 0.047668 & 0.4017 & 0.34457 \tabularnewline
4 & -0.020042 & -0.1689 & 0.433188 \tabularnewline
5 & -0.119789 & -1.0094 & 0.158115 \tabularnewline
6 & -0.059116 & -0.4981 & 0.309971 \tabularnewline
7 & -0.048609 & -0.4096 & 0.34167 \tabularnewline
8 & 0.232659 & 1.9604 & 0.026936 \tabularnewline
9 & -0.138086 & -1.1635 & 0.124254 \tabularnewline
10 & -0.013893 & -0.1171 & 0.453569 \tabularnewline
11 & 0.079967 & 0.6738 & 0.25131 \tabularnewline
12 & 0.146876 & 1.2376 & 0.109971 \tabularnewline
13 & -0.237557 & -2.0017 & 0.02457 \tabularnewline
14 & 0.010505 & 0.0885 & 0.464859 \tabularnewline
15 & -0.073459 & -0.619 & 0.268956 \tabularnewline
16 & -0.247269 & -2.0835 & 0.020402 \tabularnewline
17 & 0.099174 & 0.8357 & 0.203077 \tabularnewline
18 & -0.092044 & -0.7756 & 0.220287 \tabularnewline
19 & 0.181526 & 1.5296 & 0.065284 \tabularnewline
20 & -0.081231 & -0.6845 & 0.247956 \tabularnewline
21 & -0.083772 & -0.7059 & 0.241287 \tabularnewline
22 & 0.004527 & 0.0381 & 0.484839 \tabularnewline
23 & -0.142659 & -1.2021 & 0.116666 \tabularnewline
24 & -0.119147 & -1.0039 & 0.159407 \tabularnewline
25 & 0.050756 & 0.4277 & 0.33509 \tabularnewline
26 & 0.023046 & 0.1942 & 0.42329 \tabularnewline
27 & 0.004626 & 0.039 & 0.48451 \tabularnewline
28 & -0.02641 & -0.2225 & 0.41227 \tabularnewline
29 & -0.016318 & -0.1375 & 0.445512 \tabularnewline
30 & -0.04964 & -0.4183 & 0.338506 \tabularnewline
31 & -0.027507 & -0.2318 & 0.408687 \tabularnewline
32 & -0.037224 & -0.3137 & 0.37735 \tabularnewline
33 & 0.100165 & 0.844 & 0.200751 \tabularnewline
34 & -0.043055 & -0.3628 & 0.358919 \tabularnewline
35 & 0.053246 & 0.4487 & 0.327522 \tabularnewline
36 & 0.033014 & 0.2782 & 0.39084 \tabularnewline
37 & -0.095788 & -0.8071 & 0.211145 \tabularnewline
38 & -0.031034 & -0.2615 & 0.397233 \tabularnewline
39 & -0.08212 & -0.692 & 0.24561 \tabularnewline
40 & -0.01304 & -0.1099 & 0.456409 \tabularnewline
41 & -0.064762 & -0.5457 & 0.293493 \tabularnewline
42 & -0.007687 & -0.0648 & 0.47427 \tabularnewline
43 & -0.060721 & -0.5116 & 0.305245 \tabularnewline
44 & 0.067412 & 0.568 & 0.285907 \tabularnewline
45 & -0.037005 & -0.3118 & 0.378049 \tabularnewline
46 & -0.06971 & -0.5874 & 0.279403 \tabularnewline
47 & -0.023582 & -0.1987 & 0.421529 \tabularnewline
48 & 0.003442 & 0.029 & 0.488471 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39721&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]0.326575[/C][C]2.7518[/C][C]0.003759[/C][/ROW]
[ROW][C]2[/C][C]-0.222795[/C][C]-1.8773[/C][C]0.032293[/C][/ROW]
[ROW][C]3[/C][C]0.047668[/C][C]0.4017[/C][C]0.34457[/C][/ROW]
[ROW][C]4[/C][C]-0.020042[/C][C]-0.1689[/C][C]0.433188[/C][/ROW]
[ROW][C]5[/C][C]-0.119789[/C][C]-1.0094[/C][C]0.158115[/C][/ROW]
[ROW][C]6[/C][C]-0.059116[/C][C]-0.4981[/C][C]0.309971[/C][/ROW]
[ROW][C]7[/C][C]-0.048609[/C][C]-0.4096[/C][C]0.34167[/C][/ROW]
[ROW][C]8[/C][C]0.232659[/C][C]1.9604[/C][C]0.026936[/C][/ROW]
[ROW][C]9[/C][C]-0.138086[/C][C]-1.1635[/C][C]0.124254[/C][/ROW]
[ROW][C]10[/C][C]-0.013893[/C][C]-0.1171[/C][C]0.453569[/C][/ROW]
[ROW][C]11[/C][C]0.079967[/C][C]0.6738[/C][C]0.25131[/C][/ROW]
[ROW][C]12[/C][C]0.146876[/C][C]1.2376[/C][C]0.109971[/C][/ROW]
[ROW][C]13[/C][C]-0.237557[/C][C]-2.0017[/C][C]0.02457[/C][/ROW]
[ROW][C]14[/C][C]0.010505[/C][C]0.0885[/C][C]0.464859[/C][/ROW]
[ROW][C]15[/C][C]-0.073459[/C][C]-0.619[/C][C]0.268956[/C][/ROW]
[ROW][C]16[/C][C]-0.247269[/C][C]-2.0835[/C][C]0.020402[/C][/ROW]
[ROW][C]17[/C][C]0.099174[/C][C]0.8357[/C][C]0.203077[/C][/ROW]
[ROW][C]18[/C][C]-0.092044[/C][C]-0.7756[/C][C]0.220287[/C][/ROW]
[ROW][C]19[/C][C]0.181526[/C][C]1.5296[/C][C]0.065284[/C][/ROW]
[ROW][C]20[/C][C]-0.081231[/C][C]-0.6845[/C][C]0.247956[/C][/ROW]
[ROW][C]21[/C][C]-0.083772[/C][C]-0.7059[/C][C]0.241287[/C][/ROW]
[ROW][C]22[/C][C]0.004527[/C][C]0.0381[/C][C]0.484839[/C][/ROW]
[ROW][C]23[/C][C]-0.142659[/C][C]-1.2021[/C][C]0.116666[/C][/ROW]
[ROW][C]24[/C][C]-0.119147[/C][C]-1.0039[/C][C]0.159407[/C][/ROW]
[ROW][C]25[/C][C]0.050756[/C][C]0.4277[/C][C]0.33509[/C][/ROW]
[ROW][C]26[/C][C]0.023046[/C][C]0.1942[/C][C]0.42329[/C][/ROW]
[ROW][C]27[/C][C]0.004626[/C][C]0.039[/C][C]0.48451[/C][/ROW]
[ROW][C]28[/C][C]-0.02641[/C][C]-0.2225[/C][C]0.41227[/C][/ROW]
[ROW][C]29[/C][C]-0.016318[/C][C]-0.1375[/C][C]0.445512[/C][/ROW]
[ROW][C]30[/C][C]-0.04964[/C][C]-0.4183[/C][C]0.338506[/C][/ROW]
[ROW][C]31[/C][C]-0.027507[/C][C]-0.2318[/C][C]0.408687[/C][/ROW]
[ROW][C]32[/C][C]-0.037224[/C][C]-0.3137[/C][C]0.37735[/C][/ROW]
[ROW][C]33[/C][C]0.100165[/C][C]0.844[/C][C]0.200751[/C][/ROW]
[ROW][C]34[/C][C]-0.043055[/C][C]-0.3628[/C][C]0.358919[/C][/ROW]
[ROW][C]35[/C][C]0.053246[/C][C]0.4487[/C][C]0.327522[/C][/ROW]
[ROW][C]36[/C][C]0.033014[/C][C]0.2782[/C][C]0.39084[/C][/ROW]
[ROW][C]37[/C][C]-0.095788[/C][C]-0.8071[/C][C]0.211145[/C][/ROW]
[ROW][C]38[/C][C]-0.031034[/C][C]-0.2615[/C][C]0.397233[/C][/ROW]
[ROW][C]39[/C][C]-0.08212[/C][C]-0.692[/C][C]0.24561[/C][/ROW]
[ROW][C]40[/C][C]-0.01304[/C][C]-0.1099[/C][C]0.456409[/C][/ROW]
[ROW][C]41[/C][C]-0.064762[/C][C]-0.5457[/C][C]0.293493[/C][/ROW]
[ROW][C]42[/C][C]-0.007687[/C][C]-0.0648[/C][C]0.47427[/C][/ROW]
[ROW][C]43[/C][C]-0.060721[/C][C]-0.5116[/C][C]0.305245[/C][/ROW]
[ROW][C]44[/C][C]0.067412[/C][C]0.568[/C][C]0.285907[/C][/ROW]
[ROW][C]45[/C][C]-0.037005[/C][C]-0.3118[/C][C]0.378049[/C][/ROW]
[ROW][C]46[/C][C]-0.06971[/C][C]-0.5874[/C][C]0.279403[/C][/ROW]
[ROW][C]47[/C][C]-0.023582[/C][C]-0.1987[/C][C]0.421529[/C][/ROW]
[ROW][C]48[/C][C]0.003442[/C][C]0.029[/C][C]0.488471[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39721&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39721&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	0.326575	2.7518	0.003759
2	-0.222795	-1.8773	0.032293
3	0.047668	0.4017	0.34457
4	-0.020042	-0.1689	0.433188
5	-0.119789	-1.0094	0.158115
6	-0.059116	-0.4981	0.309971
7	-0.048609	-0.4096	0.34167
8	0.232659	1.9604	0.026936
9	-0.138086	-1.1635	0.124254
10	-0.013893	-0.1171	0.453569
11	0.079967	0.6738	0.25131
12	0.146876	1.2376	0.109971
13	-0.237557	-2.0017	0.02457
14	0.010505	0.0885	0.464859
15	-0.073459	-0.619	0.268956
16	-0.247269	-2.0835	0.020402
17	0.099174	0.8357	0.203077
18	-0.092044	-0.7756	0.220287
19	0.181526	1.5296	0.065284
20	-0.081231	-0.6845	0.247956
21	-0.083772	-0.7059	0.241287
22	0.004527	0.0381	0.484839
23	-0.142659	-1.2021	0.116666
24	-0.119147	-1.0039	0.159407
25	0.050756	0.4277	0.33509
26	0.023046	0.1942	0.42329
27	0.004626	0.039	0.48451
28	-0.02641	-0.2225	0.41227
29	-0.016318	-0.1375	0.445512
30	-0.04964	-0.4183	0.338506
31	-0.027507	-0.2318	0.408687
32	-0.037224	-0.3137	0.37735
33	0.100165	0.844	0.200751
34	-0.043055	-0.3628	0.358919
35	0.053246	0.4487	0.327522
36	0.033014	0.2782	0.39084
37	-0.095788	-0.8071	0.211145
38	-0.031034	-0.2615	0.397233
39	-0.08212	-0.692	0.24561
40	-0.01304	-0.1099	0.456409
41	-0.064762	-0.5457	0.293493
42	-0.007687	-0.0648	0.47427
43	-0.060721	-0.5116	0.305245
44	0.067412	0.568	0.285907
45	-0.037005	-0.3118	0.378049
46	-0.06971	-0.5874	0.279403
47	-0.023582	-0.1987	0.421529
48	0.003442	0.029	0.488471

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 ;

Parameters (R input):

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