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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 12 May 2009 23:34:49 -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/May/13/t1242193012ohbqcly9drncsgz.htm/, Retrieved Wed, 08 May 2024 08:06:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=39770, Retrieved Wed, 08 May 2024 08:06:57 +0000

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159

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-       [(Partial) Autocorrelation Function] [autocorrelatie- u...] [2009-05-13 05:34:49] [d41d8cd98f00b204e9800998ecf8427e] [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	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=39770&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=39770&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39770&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	0.68233	6.1788	0
2	0.545704	4.9416	2e-06
3	0.642555	5.8186	0
4	0.628885	5.6948	0
5	0.596812	5.4044	0
6	0.615951	5.5777	0
7	0.510549	4.6232	7e-06
8	0.504216	4.5659	9e-06
9	0.40807	3.6952	0.000198
10	0.318599	2.885	0.0025
11	0.431249	3.9051	9.6e-05
12	0.570992	5.1706	1e-06
13	0.337393	3.0552	0.001517
14	0.237014	2.1463	0.017404
15	0.290968	2.6348	0.005031
16	0.307925	2.7884	0.003291
17	0.284501	2.5763	0.00589
18	0.301324	2.7286	0.00389
19	0.23782	2.1535	0.017106
20	0.204813	1.8547	0.03362
21	0.132933	1.2038	0.116072
22	0.084581	0.7659	0.222964
23	0.179032	1.6212	0.054407
24	0.244187	2.2112	0.014903
25	0.093021	0.8423	0.201023
26	0.003066	0.0278	0.488959
27	0.026018	0.2356	0.407166
28	0.063027	0.5707	0.284869
29	0.017241	0.1561	0.438161
30	0.031423	0.2845	0.388354
31	0.007074	0.0641	0.47454
32	-0.055032	-0.4983	0.30979
33	-0.114016	-1.0325	0.152446
34	-0.12583	-1.1394	0.128918
35	-0.071045	-0.6433	0.2609
36	-0.009149	-0.0829	0.467086
37	-0.113624	-1.0289	0.153273
38	-0.196692	-1.7811	0.039298
39	-0.160409	-1.4526	0.075081
40	-0.110915	-1.0044	0.159075
41	-0.154602	-1.4	0.082645
42	-0.134548	-1.2184	0.113287
43	-0.156568	-1.4178	0.080021
44	-0.199223	-1.804	0.037449
45	-0.252948	-2.2905	0.012279
46	-0.268045	-2.4273	0.008702
47	-0.22881	-2.072	0.020706
48	-0.160265	-1.4513	0.07526

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.68233 & 6.1788 & 0 \tabularnewline
2 & 0.545704 & 4.9416 & 2e-06 \tabularnewline
3 & 0.642555 & 5.8186 & 0 \tabularnewline
4 & 0.628885 & 5.6948 & 0 \tabularnewline
5 & 0.596812 & 5.4044 & 0 \tabularnewline
6 & 0.615951 & 5.5777 & 0 \tabularnewline
7 & 0.510549 & 4.6232 & 7e-06 \tabularnewline
8 & 0.504216 & 4.5659 & 9e-06 \tabularnewline
9 & 0.40807 & 3.6952 & 0.000198 \tabularnewline
10 & 0.318599 & 2.885 & 0.0025 \tabularnewline
11 & 0.431249 & 3.9051 & 9.6e-05 \tabularnewline
12 & 0.570992 & 5.1706 & 1e-06 \tabularnewline
13 & 0.337393 & 3.0552 & 0.001517 \tabularnewline
14 & 0.237014 & 2.1463 & 0.017404 \tabularnewline
15 & 0.290968 & 2.6348 & 0.005031 \tabularnewline
16 & 0.307925 & 2.7884 & 0.003291 \tabularnewline
17 & 0.284501 & 2.5763 & 0.00589 \tabularnewline
18 & 0.301324 & 2.7286 & 0.00389 \tabularnewline
19 & 0.23782 & 2.1535 & 0.017106 \tabularnewline
20 & 0.204813 & 1.8547 & 0.03362 \tabularnewline
21 & 0.132933 & 1.2038 & 0.116072 \tabularnewline
22 & 0.084581 & 0.7659 & 0.222964 \tabularnewline
23 & 0.179032 & 1.6212 & 0.054407 \tabularnewline
24 & 0.244187 & 2.2112 & 0.014903 \tabularnewline
25 & 0.093021 & 0.8423 & 0.201023 \tabularnewline
26 & 0.003066 & 0.0278 & 0.488959 \tabularnewline
27 & 0.026018 & 0.2356 & 0.407166 \tabularnewline
28 & 0.063027 & 0.5707 & 0.284869 \tabularnewline
29 & 0.017241 & 0.1561 & 0.438161 \tabularnewline
30 & 0.031423 & 0.2845 & 0.388354 \tabularnewline
31 & 0.007074 & 0.0641 & 0.47454 \tabularnewline
32 & -0.055032 & -0.4983 & 0.30979 \tabularnewline
33 & -0.114016 & -1.0325 & 0.152446 \tabularnewline
34 & -0.12583 & -1.1394 & 0.128918 \tabularnewline
35 & -0.071045 & -0.6433 & 0.2609 \tabularnewline
36 & -0.009149 & -0.0829 & 0.467086 \tabularnewline
37 & -0.113624 & -1.0289 & 0.153273 \tabularnewline
38 & -0.196692 & -1.7811 & 0.039298 \tabularnewline
39 & -0.160409 & -1.4526 & 0.075081 \tabularnewline
40 & -0.110915 & -1.0044 & 0.159075 \tabularnewline
41 & -0.154602 & -1.4 & 0.082645 \tabularnewline
42 & -0.134548 & -1.2184 & 0.113287 \tabularnewline
43 & -0.156568 & -1.4178 & 0.080021 \tabularnewline
44 & -0.199223 & -1.804 & 0.037449 \tabularnewline
45 & -0.252948 & -2.2905 & 0.012279 \tabularnewline
46 & -0.268045 & -2.4273 & 0.008702 \tabularnewline
47 & -0.22881 & -2.072 & 0.020706 \tabularnewline
48 & -0.160265 & -1.4513 & 0.07526 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39770&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]0.68233[/C][C]6.1788[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.545704[/C][C]4.9416[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.642555[/C][C]5.8186[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.628885[/C][C]5.6948[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.596812[/C][C]5.4044[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.615951[/C][C]5.5777[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.510549[/C][C]4.6232[/C][C]7e-06[/C][/ROW]
[ROW][C]8[/C][C]0.504216[/C][C]4.5659[/C][C]9e-06[/C][/ROW]
[ROW][C]9[/C][C]0.40807[/C][C]3.6952[/C][C]0.000198[/C][/ROW]
[ROW][C]10[/C][C]0.318599[/C][C]2.885[/C][C]0.0025[/C][/ROW]
[ROW][C]11[/C][C]0.431249[/C][C]3.9051[/C][C]9.6e-05[/C][/ROW]
[ROW][C]12[/C][C]0.570992[/C][C]5.1706[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.337393[/C][C]3.0552[/C][C]0.001517[/C][/ROW]
[ROW][C]14[/C][C]0.237014[/C][C]2.1463[/C][C]0.017404[/C][/ROW]
[ROW][C]15[/C][C]0.290968[/C][C]2.6348[/C][C]0.005031[/C][/ROW]
[ROW][C]16[/C][C]0.307925[/C][C]2.7884[/C][C]0.003291[/C][/ROW]
[ROW][C]17[/C][C]0.284501[/C][C]2.5763[/C][C]0.00589[/C][/ROW]
[ROW][C]18[/C][C]0.301324[/C][C]2.7286[/C][C]0.00389[/C][/ROW]
[ROW][C]19[/C][C]0.23782[/C][C]2.1535[/C][C]0.017106[/C][/ROW]
[ROW][C]20[/C][C]0.204813[/C][C]1.8547[/C][C]0.03362[/C][/ROW]
[ROW][C]21[/C][C]0.132933[/C][C]1.2038[/C][C]0.116072[/C][/ROW]
[ROW][C]22[/C][C]0.084581[/C][C]0.7659[/C][C]0.222964[/C][/ROW]
[ROW][C]23[/C][C]0.179032[/C][C]1.6212[/C][C]0.054407[/C][/ROW]
[ROW][C]24[/C][C]0.244187[/C][C]2.2112[/C][C]0.014903[/C][/ROW]
[ROW][C]25[/C][C]0.093021[/C][C]0.8423[/C][C]0.201023[/C][/ROW]
[ROW][C]26[/C][C]0.003066[/C][C]0.0278[/C][C]0.488959[/C][/ROW]
[ROW][C]27[/C][C]0.026018[/C][C]0.2356[/C][C]0.407166[/C][/ROW]
[ROW][C]28[/C][C]0.063027[/C][C]0.5707[/C][C]0.284869[/C][/ROW]
[ROW][C]29[/C][C]0.017241[/C][C]0.1561[/C][C]0.438161[/C][/ROW]
[ROW][C]30[/C][C]0.031423[/C][C]0.2845[/C][C]0.388354[/C][/ROW]
[ROW][C]31[/C][C]0.007074[/C][C]0.0641[/C][C]0.47454[/C][/ROW]
[ROW][C]32[/C][C]-0.055032[/C][C]-0.4983[/C][C]0.30979[/C][/ROW]
[ROW][C]33[/C][C]-0.114016[/C][C]-1.0325[/C][C]0.152446[/C][/ROW]
[ROW][C]34[/C][C]-0.12583[/C][C]-1.1394[/C][C]0.128918[/C][/ROW]
[ROW][C]35[/C][C]-0.071045[/C][C]-0.6433[/C][C]0.2609[/C][/ROW]
[ROW][C]36[/C][C]-0.009149[/C][C]-0.0829[/C][C]0.467086[/C][/ROW]
[ROW][C]37[/C][C]-0.113624[/C][C]-1.0289[/C][C]0.153273[/C][/ROW]
[ROW][C]38[/C][C]-0.196692[/C][C]-1.7811[/C][C]0.039298[/C][/ROW]
[ROW][C]39[/C][C]-0.160409[/C][C]-1.4526[/C][C]0.075081[/C][/ROW]
[ROW][C]40[/C][C]-0.110915[/C][C]-1.0044[/C][C]0.159075[/C][/ROW]
[ROW][C]41[/C][C]-0.154602[/C][C]-1.4[/C][C]0.082645[/C][/ROW]
[ROW][C]42[/C][C]-0.134548[/C][C]-1.2184[/C][C]0.113287[/C][/ROW]
[ROW][C]43[/C][C]-0.156568[/C][C]-1.4178[/C][C]0.080021[/C][/ROW]
[ROW][C]44[/C][C]-0.199223[/C][C]-1.804[/C][C]0.037449[/C][/ROW]
[ROW][C]45[/C][C]-0.252948[/C][C]-2.2905[/C][C]0.012279[/C][/ROW]
[ROW][C]46[/C][C]-0.268045[/C][C]-2.4273[/C][C]0.008702[/C][/ROW]
[ROW][C]47[/C][C]-0.22881[/C][C]-2.072[/C][C]0.020706[/C][/ROW]
[ROW][C]48[/C][C]-0.160265[/C][C]-1.4513[/C][C]0.07526[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39770&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39770&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	0.68233	6.1788	0
2	0.545704	4.9416	2e-06
3	0.642555	5.8186	0
4	0.628885	5.6948	0
5	0.596812	5.4044	0
6	0.615951	5.5777	0
7	0.510549	4.6232	7e-06
8	0.504216	4.5659	9e-06
9	0.40807	3.6952	0.000198
10	0.318599	2.885	0.0025
11	0.431249	3.9051	9.6e-05
12	0.570992	5.1706	1e-06
13	0.337393	3.0552	0.001517
14	0.237014	2.1463	0.017404
15	0.290968	2.6348	0.005031
16	0.307925	2.7884	0.003291
17	0.284501	2.5763	0.00589
18	0.301324	2.7286	0.00389
19	0.23782	2.1535	0.017106
20	0.204813	1.8547	0.03362
21	0.132933	1.2038	0.116072
22	0.084581	0.7659	0.222964
23	0.179032	1.6212	0.054407
24	0.244187	2.2112	0.014903
25	0.093021	0.8423	0.201023
26	0.003066	0.0278	0.488959
27	0.026018	0.2356	0.407166
28	0.063027	0.5707	0.284869
29	0.017241	0.1561	0.438161
30	0.031423	0.2845	0.388354
31	0.007074	0.0641	0.47454
32	-0.055032	-0.4983	0.30979
33	-0.114016	-1.0325	0.152446
34	-0.12583	-1.1394	0.128918
35	-0.071045	-0.6433	0.2609
36	-0.009149	-0.0829	0.467086
37	-0.113624	-1.0289	0.153273
38	-0.196692	-1.7811	0.039298
39	-0.160409	-1.4526	0.075081
40	-0.110915	-1.0044	0.159075
41	-0.154602	-1.4	0.082645
42	-0.134548	-1.2184	0.113287
43	-0.156568	-1.4178	0.080021
44	-0.199223	-1.804	0.037449
45	-0.252948	-2.2905	0.012279
46	-0.268045	-2.4273	0.008702
47	-0.22881	-2.072	0.020706
48	-0.160265	-1.4513	0.07526

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.68233	6.1788	0
2	0.149936	1.3577	0.089138
3	0.428261	3.8781	0.000106
4	0.138222	1.2517	0.107127
5	0.179394	1.6245	0.054055
6	0.147136	1.3324	0.093214
7	-0.148579	-1.3454	0.091097
8	0.066651	0.6035	0.273904
9	-0.350111	-3.1704	0.001071
10	-0.171354	-1.5517	0.062296
11	0.158211	1.4327	0.077878
12	0.472549	4.2791	2.5e-05
13	-0.179723	-1.6275	0.053738
14	-0.11996	-1.0863	0.140268
15	-0.15019	-1.36	0.088775
16	0.025218	0.2284	0.409969
17	-0.030564	-0.2768	0.391325
18	0.060015	0.5435	0.294145
19	0.023422	0.2121	0.416279
20	-0.084379	-0.7641	0.223505
21	0.028756	0.2604	0.397607
22	-0.093289	-0.8448	0.20035
23	0.021636	0.1959	0.422578
24	-0.079322	-0.7183	0.237309
25	0.120912	1.0949	0.138381
26	-0.078575	-0.7115	0.239387
27	-0.026619	-0.241	0.405059
28	0.003509	0.0318	0.487363
29	-0.171035	-1.5488	0.062642
30	0.051554	0.4668	0.320926
31	-0.04215	-0.3817	0.35184
32	0.071926	0.6513	0.25833
33	-0.077744	-0.704	0.241714
34	0.020973	0.1899	0.424921
35	-0.076654	-0.6941	0.24478
36	0.066236	0.5998	0.275149
37	0.005219	0.0473	0.481211
38	-0.004053	-0.0367	0.485405
39	0.013159	0.1192	0.45272
40	0.011216	0.1016	0.459674
41	-0.006585	-0.0596	0.476297
42	-0.122841	-1.1124	0.134614
43	-0.087584	-0.7931	0.215003
44	-0.036646	-0.3318	0.370428
45	-0.016846	-0.1525	0.439567
46	-0.061213	-0.5543	0.290439
47	-0.006185	-0.056	0.477736
48	0.082111	0.7435	0.229638

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.68233 & 6.1788 & 0 \tabularnewline
2 & 0.149936 & 1.3577 & 0.089138 \tabularnewline
3 & 0.428261 & 3.8781 & 0.000106 \tabularnewline
4 & 0.138222 & 1.2517 & 0.107127 \tabularnewline
5 & 0.179394 & 1.6245 & 0.054055 \tabularnewline
6 & 0.147136 & 1.3324 & 0.093214 \tabularnewline
7 & -0.148579 & -1.3454 & 0.091097 \tabularnewline
8 & 0.066651 & 0.6035 & 0.273904 \tabularnewline
9 & -0.350111 & -3.1704 & 0.001071 \tabularnewline
10 & -0.171354 & -1.5517 & 0.062296 \tabularnewline
11 & 0.158211 & 1.4327 & 0.077878 \tabularnewline
12 & 0.472549 & 4.2791 & 2.5e-05 \tabularnewline
13 & -0.179723 & -1.6275 & 0.053738 \tabularnewline
14 & -0.11996 & -1.0863 & 0.140268 \tabularnewline
15 & -0.15019 & -1.36 & 0.088775 \tabularnewline
16 & 0.025218 & 0.2284 & 0.409969 \tabularnewline
17 & -0.030564 & -0.2768 & 0.391325 \tabularnewline
18 & 0.060015 & 0.5435 & 0.294145 \tabularnewline
19 & 0.023422 & 0.2121 & 0.416279 \tabularnewline
20 & -0.084379 & -0.7641 & 0.223505 \tabularnewline
21 & 0.028756 & 0.2604 & 0.397607 \tabularnewline
22 & -0.093289 & -0.8448 & 0.20035 \tabularnewline
23 & 0.021636 & 0.1959 & 0.422578 \tabularnewline
24 & -0.079322 & -0.7183 & 0.237309 \tabularnewline
25 & 0.120912 & 1.0949 & 0.138381 \tabularnewline
26 & -0.078575 & -0.7115 & 0.239387 \tabularnewline
27 & -0.026619 & -0.241 & 0.405059 \tabularnewline
28 & 0.003509 & 0.0318 & 0.487363 \tabularnewline
29 & -0.171035 & -1.5488 & 0.062642 \tabularnewline
30 & 0.051554 & 0.4668 & 0.320926 \tabularnewline
31 & -0.04215 & -0.3817 & 0.35184 \tabularnewline
32 & 0.071926 & 0.6513 & 0.25833 \tabularnewline
33 & -0.077744 & -0.704 & 0.241714 \tabularnewline
34 & 0.020973 & 0.1899 & 0.424921 \tabularnewline
35 & -0.076654 & -0.6941 & 0.24478 \tabularnewline
36 & 0.066236 & 0.5998 & 0.275149 \tabularnewline
37 & 0.005219 & 0.0473 & 0.481211 \tabularnewline
38 & -0.004053 & -0.0367 & 0.485405 \tabularnewline
39 & 0.013159 & 0.1192 & 0.45272 \tabularnewline
40 & 0.011216 & 0.1016 & 0.459674 \tabularnewline
41 & -0.006585 & -0.0596 & 0.476297 \tabularnewline
42 & -0.122841 & -1.1124 & 0.134614 \tabularnewline
43 & -0.087584 & -0.7931 & 0.215003 \tabularnewline
44 & -0.036646 & -0.3318 & 0.370428 \tabularnewline
45 & -0.016846 & -0.1525 & 0.439567 \tabularnewline
46 & -0.061213 & -0.5543 & 0.290439 \tabularnewline
47 & -0.006185 & -0.056 & 0.477736 \tabularnewline
48 & 0.082111 & 0.7435 & 0.229638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39770&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]0.68233[/C][C]6.1788[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.149936[/C][C]1.3577[/C][C]0.089138[/C][/ROW]
[ROW][C]3[/C][C]0.428261[/C][C]3.8781[/C][C]0.000106[/C][/ROW]
[ROW][C]4[/C][C]0.138222[/C][C]1.2517[/C][C]0.107127[/C][/ROW]
[ROW][C]5[/C][C]0.179394[/C][C]1.6245[/C][C]0.054055[/C][/ROW]
[ROW][C]6[/C][C]0.147136[/C][C]1.3324[/C][C]0.093214[/C][/ROW]
[ROW][C]7[/C][C]-0.148579[/C][C]-1.3454[/C][C]0.091097[/C][/ROW]
[ROW][C]8[/C][C]0.066651[/C][C]0.6035[/C][C]0.273904[/C][/ROW]
[ROW][C]9[/C][C]-0.350111[/C][C]-3.1704[/C][C]0.001071[/C][/ROW]
[ROW][C]10[/C][C]-0.171354[/C][C]-1.5517[/C][C]0.062296[/C][/ROW]
[ROW][C]11[/C][C]0.158211[/C][C]1.4327[/C][C]0.077878[/C][/ROW]
[ROW][C]12[/C][C]0.472549[/C][C]4.2791[/C][C]2.5e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.179723[/C][C]-1.6275[/C][C]0.053738[/C][/ROW]
[ROW][C]14[/C][C]-0.11996[/C][C]-1.0863[/C][C]0.140268[/C][/ROW]
[ROW][C]15[/C][C]-0.15019[/C][C]-1.36[/C][C]0.088775[/C][/ROW]
[ROW][C]16[/C][C]0.025218[/C][C]0.2284[/C][C]0.409969[/C][/ROW]
[ROW][C]17[/C][C]-0.030564[/C][C]-0.2768[/C][C]0.391325[/C][/ROW]
[ROW][C]18[/C][C]0.060015[/C][C]0.5435[/C][C]0.294145[/C][/ROW]
[ROW][C]19[/C][C]0.023422[/C][C]0.2121[/C][C]0.416279[/C][/ROW]
[ROW][C]20[/C][C]-0.084379[/C][C]-0.7641[/C][C]0.223505[/C][/ROW]
[ROW][C]21[/C][C]0.028756[/C][C]0.2604[/C][C]0.397607[/C][/ROW]
[ROW][C]22[/C][C]-0.093289[/C][C]-0.8448[/C][C]0.20035[/C][/ROW]
[ROW][C]23[/C][C]0.021636[/C][C]0.1959[/C][C]0.422578[/C][/ROW]
[ROW][C]24[/C][C]-0.079322[/C][C]-0.7183[/C][C]0.237309[/C][/ROW]
[ROW][C]25[/C][C]0.120912[/C][C]1.0949[/C][C]0.138381[/C][/ROW]
[ROW][C]26[/C][C]-0.078575[/C][C]-0.7115[/C][C]0.239387[/C][/ROW]
[ROW][C]27[/C][C]-0.026619[/C][C]-0.241[/C][C]0.405059[/C][/ROW]
[ROW][C]28[/C][C]0.003509[/C][C]0.0318[/C][C]0.487363[/C][/ROW]
[ROW][C]29[/C][C]-0.171035[/C][C]-1.5488[/C][C]0.062642[/C][/ROW]
[ROW][C]30[/C][C]0.051554[/C][C]0.4668[/C][C]0.320926[/C][/ROW]
[ROW][C]31[/C][C]-0.04215[/C][C]-0.3817[/C][C]0.35184[/C][/ROW]
[ROW][C]32[/C][C]0.071926[/C][C]0.6513[/C][C]0.25833[/C][/ROW]
[ROW][C]33[/C][C]-0.077744[/C][C]-0.704[/C][C]0.241714[/C][/ROW]
[ROW][C]34[/C][C]0.020973[/C][C]0.1899[/C][C]0.424921[/C][/ROW]
[ROW][C]35[/C][C]-0.076654[/C][C]-0.6941[/C][C]0.24478[/C][/ROW]
[ROW][C]36[/C][C]0.066236[/C][C]0.5998[/C][C]0.275149[/C][/ROW]
[ROW][C]37[/C][C]0.005219[/C][C]0.0473[/C][C]0.481211[/C][/ROW]
[ROW][C]38[/C][C]-0.004053[/C][C]-0.0367[/C][C]0.485405[/C][/ROW]
[ROW][C]39[/C][C]0.013159[/C][C]0.1192[/C][C]0.45272[/C][/ROW]
[ROW][C]40[/C][C]0.011216[/C][C]0.1016[/C][C]0.459674[/C][/ROW]
[ROW][C]41[/C][C]-0.006585[/C][C]-0.0596[/C][C]0.476297[/C][/ROW]
[ROW][C]42[/C][C]-0.122841[/C][C]-1.1124[/C][C]0.134614[/C][/ROW]
[ROW][C]43[/C][C]-0.087584[/C][C]-0.7931[/C][C]0.215003[/C][/ROW]
[ROW][C]44[/C][C]-0.036646[/C][C]-0.3318[/C][C]0.370428[/C][/ROW]
[ROW][C]45[/C][C]-0.016846[/C][C]-0.1525[/C][C]0.439567[/C][/ROW]
[ROW][C]46[/C][C]-0.061213[/C][C]-0.5543[/C][C]0.290439[/C][/ROW]
[ROW][C]47[/C][C]-0.006185[/C][C]-0.056[/C][C]0.477736[/C][/ROW]
[ROW][C]48[/C][C]0.082111[/C][C]0.7435[/C][C]0.229638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39770&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39770&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	0.68233	6.1788	0
2	0.149936	1.3577	0.089138
3	0.428261	3.8781	0.000106
4	0.138222	1.2517	0.107127
5	0.179394	1.6245	0.054055
6	0.147136	1.3324	0.093214
7	-0.148579	-1.3454	0.091097
8	0.066651	0.6035	0.273904
9	-0.350111	-3.1704	0.001071
10	-0.171354	-1.5517	0.062296
11	0.158211	1.4327	0.077878
12	0.472549	4.2791	2.5e-05
13	-0.179723	-1.6275	0.053738
14	-0.11996	-1.0863	0.140268
15	-0.15019	-1.36	0.088775
16	0.025218	0.2284	0.409969
17	-0.030564	-0.2768	0.391325
18	0.060015	0.5435	0.294145
19	0.023422	0.2121	0.416279
20	-0.084379	-0.7641	0.223505
21	0.028756	0.2604	0.397607
22	-0.093289	-0.8448	0.20035
23	0.021636	0.1959	0.422578
24	-0.079322	-0.7183	0.237309
25	0.120912	1.0949	0.138381
26	-0.078575	-0.7115	0.239387
27	-0.026619	-0.241	0.405059
28	0.003509	0.0318	0.487363
29	-0.171035	-1.5488	0.062642
30	0.051554	0.4668	0.320926
31	-0.04215	-0.3817	0.35184
32	0.071926	0.6513	0.25833
33	-0.077744	-0.704	0.241714
34	0.020973	0.1899	0.424921
35	-0.076654	-0.6941	0.24478
36	0.066236	0.5998	0.275149
37	0.005219	0.0473	0.481211
38	-0.004053	-0.0367	0.485405
39	0.013159	0.1192	0.45272
40	0.011216	0.1016	0.459674
41	-0.006585	-0.0596	0.476297
42	-0.122841	-1.1124	0.134614
43	-0.087584	-0.7931	0.215003
44	-0.036646	-0.3318	0.370428
45	-0.016846	-0.1525	0.439567
46	-0.061213	-0.5543	0.290439
47	-0.006185	-0.056	0.477736
48	0.082111	0.7435	0.229638

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