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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 13 May 2009 10:21:15 -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/13/t1242231753dt53pf2ncxn8b9k.htm/, Retrieved Wed, 08 May 2024 19:21:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=39867, Retrieved Wed, 08 May 2024 19:21:13 +0000

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Estimated Impact

115

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-       [(Partial) Autocorrelation Function] [Bierprijs trend] [2009-05-13 16:21:15] [43452a058b5967e58219044a1f0127ad] [Current]

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Dataseries X:

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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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39867&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39867&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39867&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.216563	-2.1108	0.018708
2	0.167279	1.6304	0.05316
3	-0.153057	-1.4918	0.06953
4	0.038736	0.3776	0.353303
5	-0.2816	-2.7447	0.003621
6	-0.025791	-0.2514	0.401032
7	0.03797	0.3701	0.356071
8	0.037715	0.3676	0.356996
9	0.037459	0.3651	0.357921
10	0.037204	0.3626	0.358848
11	-0.087041	-0.8484	0.199183
12	0.108796	1.0604	0.145824
13	-0.151568	-1.4773	0.071452
14	0.24036	2.3427	0.010615
15	-0.01596	-0.1556	0.438357
16	0.17179	1.6744	0.04867
17	-0.024557	-0.2393	0.405675
18	-0.024812	-0.2418	0.404714
19	-0.089084	-0.8683	0.193715
20	-0.025323	-0.2468	0.402792
21	-0.017492	-0.1705	0.432494
22	-0.017747	-0.173	0.431518
23	0.050057	0.4879	0.313375
24	0.045758	0.446	0.328307
25	-0.018513	-0.1804	0.428594
26	0.045248	0.441	0.330101
27	-0.08304	-0.8094	0.210161
28	-0.019279	-0.1879	0.425673
29	-0.019535	-0.1904	0.424701
30	0.108242	1.055	0.147047
31	0.043971	0.4286	0.334602
32	-0.084317	-0.8218	0.206619
33	0.04346	0.4236	0.336409
34	-0.020811	-0.2028	0.419845
35	-0.08104	-0.7899	0.215783
36	-0.017279	-0.1684	0.433307
37	0.050525	0.4925	0.311767
38	-0.013747	-0.134	0.446849
39	-0.014002	-0.1365	0.445867
40	0.049759	0.485	0.3144
41	-0.014513	-0.1415	0.443906
42	-0.078784	-0.7679	0.222227
43	-0.015023	-0.1464	0.441946
44	-0.079295	-0.7729	0.220759
45	0.052525	0.512	0.304936
46	-0.075763	-0.7384	0.231033
47	0.116031	1.1309	0.130466
48	-0.076273	-0.7434	0.229531

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.216563 & -2.1108 & 0.018708 \tabularnewline
2 & 0.167279 & 1.6304 & 0.05316 \tabularnewline
3 & -0.153057 & -1.4918 & 0.06953 \tabularnewline
4 & 0.038736 & 0.3776 & 0.353303 \tabularnewline
5 & -0.2816 & -2.7447 & 0.003621 \tabularnewline
6 & -0.025791 & -0.2514 & 0.401032 \tabularnewline
7 & 0.03797 & 0.3701 & 0.356071 \tabularnewline
8 & 0.037715 & 0.3676 & 0.356996 \tabularnewline
9 & 0.037459 & 0.3651 & 0.357921 \tabularnewline
10 & 0.037204 & 0.3626 & 0.358848 \tabularnewline
11 & -0.087041 & -0.8484 & 0.199183 \tabularnewline
12 & 0.108796 & 1.0604 & 0.145824 \tabularnewline
13 & -0.151568 & -1.4773 & 0.071452 \tabularnewline
14 & 0.24036 & 2.3427 & 0.010615 \tabularnewline
15 & -0.01596 & -0.1556 & 0.438357 \tabularnewline
16 & 0.17179 & 1.6744 & 0.04867 \tabularnewline
17 & -0.024557 & -0.2393 & 0.405675 \tabularnewline
18 & -0.024812 & -0.2418 & 0.404714 \tabularnewline
19 & -0.089084 & -0.8683 & 0.193715 \tabularnewline
20 & -0.025323 & -0.2468 & 0.402792 \tabularnewline
21 & -0.017492 & -0.1705 & 0.432494 \tabularnewline
22 & -0.017747 & -0.173 & 0.431518 \tabularnewline
23 & 0.050057 & 0.4879 & 0.313375 \tabularnewline
24 & 0.045758 & 0.446 & 0.328307 \tabularnewline
25 & -0.018513 & -0.1804 & 0.428594 \tabularnewline
26 & 0.045248 & 0.441 & 0.330101 \tabularnewline
27 & -0.08304 & -0.8094 & 0.210161 \tabularnewline
28 & -0.019279 & -0.1879 & 0.425673 \tabularnewline
29 & -0.019535 & -0.1904 & 0.424701 \tabularnewline
30 & 0.108242 & 1.055 & 0.147047 \tabularnewline
31 & 0.043971 & 0.4286 & 0.334602 \tabularnewline
32 & -0.084317 & -0.8218 & 0.206619 \tabularnewline
33 & 0.04346 & 0.4236 & 0.336409 \tabularnewline
34 & -0.020811 & -0.2028 & 0.419845 \tabularnewline
35 & -0.08104 & -0.7899 & 0.215783 \tabularnewline
36 & -0.017279 & -0.1684 & 0.433307 \tabularnewline
37 & 0.050525 & 0.4925 & 0.311767 \tabularnewline
38 & -0.013747 & -0.134 & 0.446849 \tabularnewline
39 & -0.014002 & -0.1365 & 0.445867 \tabularnewline
40 & 0.049759 & 0.485 & 0.3144 \tabularnewline
41 & -0.014513 & -0.1415 & 0.443906 \tabularnewline
42 & -0.078784 & -0.7679 & 0.222227 \tabularnewline
43 & -0.015023 & -0.1464 & 0.441946 \tabularnewline
44 & -0.079295 & -0.7729 & 0.220759 \tabularnewline
45 & 0.052525 & 0.512 & 0.304936 \tabularnewline
46 & -0.075763 & -0.7384 & 0.231033 \tabularnewline
47 & 0.116031 & 1.1309 & 0.130466 \tabularnewline
48 & -0.076273 & -0.7434 & 0.229531 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39867&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]-0.216563[/C][C]-2.1108[/C][C]0.018708[/C][/ROW]
[ROW][C]2[/C][C]0.167279[/C][C]1.6304[/C][C]0.05316[/C][/ROW]
[ROW][C]3[/C][C]-0.153057[/C][C]-1.4918[/C][C]0.06953[/C][/ROW]
[ROW][C]4[/C][C]0.038736[/C][C]0.3776[/C][C]0.353303[/C][/ROW]
[ROW][C]5[/C][C]-0.2816[/C][C]-2.7447[/C][C]0.003621[/C][/ROW]
[ROW][C]6[/C][C]-0.025791[/C][C]-0.2514[/C][C]0.401032[/C][/ROW]
[ROW][C]7[/C][C]0.03797[/C][C]0.3701[/C][C]0.356071[/C][/ROW]
[ROW][C]8[/C][C]0.037715[/C][C]0.3676[/C][C]0.356996[/C][/ROW]
[ROW][C]9[/C][C]0.037459[/C][C]0.3651[/C][C]0.357921[/C][/ROW]
[ROW][C]10[/C][C]0.037204[/C][C]0.3626[/C][C]0.358848[/C][/ROW]
[ROW][C]11[/C][C]-0.087041[/C][C]-0.8484[/C][C]0.199183[/C][/ROW]
[ROW][C]12[/C][C]0.108796[/C][C]1.0604[/C][C]0.145824[/C][/ROW]
[ROW][C]13[/C][C]-0.151568[/C][C]-1.4773[/C][C]0.071452[/C][/ROW]
[ROW][C]14[/C][C]0.24036[/C][C]2.3427[/C][C]0.010615[/C][/ROW]
[ROW][C]15[/C][C]-0.01596[/C][C]-0.1556[/C][C]0.438357[/C][/ROW]
[ROW][C]16[/C][C]0.17179[/C][C]1.6744[/C][C]0.04867[/C][/ROW]
[ROW][C]17[/C][C]-0.024557[/C][C]-0.2393[/C][C]0.405675[/C][/ROW]
[ROW][C]18[/C][C]-0.024812[/C][C]-0.2418[/C][C]0.404714[/C][/ROW]
[ROW][C]19[/C][C]-0.089084[/C][C]-0.8683[/C][C]0.193715[/C][/ROW]
[ROW][C]20[/C][C]-0.025323[/C][C]-0.2468[/C][C]0.402792[/C][/ROW]
[ROW][C]21[/C][C]-0.017492[/C][C]-0.1705[/C][C]0.432494[/C][/ROW]
[ROW][C]22[/C][C]-0.017747[/C][C]-0.173[/C][C]0.431518[/C][/ROW]
[ROW][C]23[/C][C]0.050057[/C][C]0.4879[/C][C]0.313375[/C][/ROW]
[ROW][C]24[/C][C]0.045758[/C][C]0.446[/C][C]0.328307[/C][/ROW]
[ROW][C]25[/C][C]-0.018513[/C][C]-0.1804[/C][C]0.428594[/C][/ROW]
[ROW][C]26[/C][C]0.045248[/C][C]0.441[/C][C]0.330101[/C][/ROW]
[ROW][C]27[/C][C]-0.08304[/C][C]-0.8094[/C][C]0.210161[/C][/ROW]
[ROW][C]28[/C][C]-0.019279[/C][C]-0.1879[/C][C]0.425673[/C][/ROW]
[ROW][C]29[/C][C]-0.019535[/C][C]-0.1904[/C][C]0.424701[/C][/ROW]
[ROW][C]30[/C][C]0.108242[/C][C]1.055[/C][C]0.147047[/C][/ROW]
[ROW][C]31[/C][C]0.043971[/C][C]0.4286[/C][C]0.334602[/C][/ROW]
[ROW][C]32[/C][C]-0.084317[/C][C]-0.8218[/C][C]0.206619[/C][/ROW]
[ROW][C]33[/C][C]0.04346[/C][C]0.4236[/C][C]0.336409[/C][/ROW]
[ROW][C]34[/C][C]-0.020811[/C][C]-0.2028[/C][C]0.419845[/C][/ROW]
[ROW][C]35[/C][C]-0.08104[/C][C]-0.7899[/C][C]0.215783[/C][/ROW]
[ROW][C]36[/C][C]-0.017279[/C][C]-0.1684[/C][C]0.433307[/C][/ROW]
[ROW][C]37[/C][C]0.050525[/C][C]0.4925[/C][C]0.311767[/C][/ROW]
[ROW][C]38[/C][C]-0.013747[/C][C]-0.134[/C][C]0.446849[/C][/ROW]
[ROW][C]39[/C][C]-0.014002[/C][C]-0.1365[/C][C]0.445867[/C][/ROW]
[ROW][C]40[/C][C]0.049759[/C][C]0.485[/C][C]0.3144[/C][/ROW]
[ROW][C]41[/C][C]-0.014513[/C][C]-0.1415[/C][C]0.443906[/C][/ROW]
[ROW][C]42[/C][C]-0.078784[/C][C]-0.7679[/C][C]0.222227[/C][/ROW]
[ROW][C]43[/C][C]-0.015023[/C][C]-0.1464[/C][C]0.441946[/C][/ROW]
[ROW][C]44[/C][C]-0.079295[/C][C]-0.7729[/C][C]0.220759[/C][/ROW]
[ROW][C]45[/C][C]0.052525[/C][C]0.512[/C][C]0.304936[/C][/ROW]
[ROW][C]46[/C][C]-0.075763[/C][C]-0.7384[/C][C]0.231033[/C][/ROW]
[ROW][C]47[/C][C]0.116031[/C][C]1.1309[/C][C]0.130466[/C][/ROW]
[ROW][C]48[/C][C]-0.076273[/C][C]-0.7434[/C][C]0.229531[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39867&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39867&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	-0.216563	-2.1108	0.018708
2	0.167279	1.6304	0.05316
3	-0.153057	-1.4918	0.06953
4	0.038736	0.3776	0.353303
5	-0.2816	-2.7447	0.003621
6	-0.025791	-0.2514	0.401032
7	0.03797	0.3701	0.356071
8	0.037715	0.3676	0.356996
9	0.037459	0.3651	0.357921
10	0.037204	0.3626	0.358848
11	-0.087041	-0.8484	0.199183
12	0.108796	1.0604	0.145824
13	-0.151568	-1.4773	0.071452
14	0.24036	2.3427	0.010615
15	-0.01596	-0.1556	0.438357
16	0.17179	1.6744	0.04867
17	-0.024557	-0.2393	0.405675
18	-0.024812	-0.2418	0.404714
19	-0.089084	-0.8683	0.193715
20	-0.025323	-0.2468	0.402792
21	-0.017492	-0.1705	0.432494
22	-0.017747	-0.173	0.431518
23	0.050057	0.4879	0.313375
24	0.045758	0.446	0.328307
25	-0.018513	-0.1804	0.428594
26	0.045248	0.441	0.330101
27	-0.08304	-0.8094	0.210161
28	-0.019279	-0.1879	0.425673
29	-0.019535	-0.1904	0.424701
30	0.108242	1.055	0.147047
31	0.043971	0.4286	0.334602
32	-0.084317	-0.8218	0.206619
33	0.04346	0.4236	0.336409
34	-0.020811	-0.2028	0.419845
35	-0.08104	-0.7899	0.215783
36	-0.017279	-0.1684	0.433307
37	0.050525	0.4925	0.311767
38	-0.013747	-0.134	0.446849
39	-0.014002	-0.1365	0.445867
40	0.049759	0.485	0.3144
41	-0.014513	-0.1415	0.443906
42	-0.078784	-0.7679	0.222227
43	-0.015023	-0.1464	0.441946
44	-0.079295	-0.7729	0.220759
45	0.052525	0.512	0.304936
46	-0.075763	-0.7384	0.231033
47	0.116031	1.1309	0.130466
48	-0.076273	-0.7434	0.229531

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.216563	-2.1108	0.018708
2	0.126303	1.2311	0.110671
3	-0.100282	-0.9774	0.165421
4	-0.03011	-0.2935	0.384898
5	-0.265818	-2.5909	0.005541
6	-0.160095	-1.5604	0.060993
7	0.071555	0.6974	0.243618
8	0.024541	0.2392	0.405735
9	0.007045	0.0687	0.472699
10	-0.031377	-0.3058	0.380205
11	-0.158181	-1.5418	0.063228
12	0.11575	1.1282	0.131041
13	-0.065684	-0.6402	0.261788
14	0.211297	2.0595	0.021093
15	0.138556	1.3505	0.090036
16	0.085868	0.8369	0.202365
17	0.121857	1.1877	0.118954
18	-0.06134	-0.5979	0.275674
19	0.014258	0.139	0.444884
20	0.103777	1.0115	0.157175
21	0.052063	0.5074	0.306508
22	0.03521	0.3432	0.366109
23	-0.015007	-0.1463	0.442009
24	-0.027824	-0.2712	0.393415
25	0.027004	0.2632	0.396484
26	0.010334	0.1007	0.459991
27	-0.024276	-0.2366	0.406732
28	-0.120321	-1.1727	0.121915
29	-0.074113	-0.7224	0.235921
30	0.062196	0.6062	0.272911
31	0.053879	0.5251	0.300353
32	-0.163887	-1.5974	0.056752
33	-0.066482	-0.648	0.259278
34	0.003845	0.0375	0.485092
35	-0.063552	-0.6194	0.268557
36	0.019681	0.1918	0.424145
37	-0.012274	-0.1196	0.452515
38	-0.073748	-0.7188	0.237013
39	-0.032216	-0.314	0.377102
40	-0.018471	-0.18	0.428754
41	0.034526	0.3365	0.36861
42	-0.061126	-0.5958	0.27637
43	-0.046578	-0.454	0.325436
44	-0.089199	-0.8694	0.193408
45	-0.05411	-0.5274	0.299572
46	-0.074556	-0.7267	0.234605
47	0.057556	0.561	0.288063
48	-0.048011	-0.468	0.320445

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.216563 & -2.1108 & 0.018708 \tabularnewline
2 & 0.126303 & 1.2311 & 0.110671 \tabularnewline
3 & -0.100282 & -0.9774 & 0.165421 \tabularnewline
4 & -0.03011 & -0.2935 & 0.384898 \tabularnewline
5 & -0.265818 & -2.5909 & 0.005541 \tabularnewline
6 & -0.160095 & -1.5604 & 0.060993 \tabularnewline
7 & 0.071555 & 0.6974 & 0.243618 \tabularnewline
8 & 0.024541 & 0.2392 & 0.405735 \tabularnewline
9 & 0.007045 & 0.0687 & 0.472699 \tabularnewline
10 & -0.031377 & -0.3058 & 0.380205 \tabularnewline
11 & -0.158181 & -1.5418 & 0.063228 \tabularnewline
12 & 0.11575 & 1.1282 & 0.131041 \tabularnewline
13 & -0.065684 & -0.6402 & 0.261788 \tabularnewline
14 & 0.211297 & 2.0595 & 0.021093 \tabularnewline
15 & 0.138556 & 1.3505 & 0.090036 \tabularnewline
16 & 0.085868 & 0.8369 & 0.202365 \tabularnewline
17 & 0.121857 & 1.1877 & 0.118954 \tabularnewline
18 & -0.06134 & -0.5979 & 0.275674 \tabularnewline
19 & 0.014258 & 0.139 & 0.444884 \tabularnewline
20 & 0.103777 & 1.0115 & 0.157175 \tabularnewline
21 & 0.052063 & 0.5074 & 0.306508 \tabularnewline
22 & 0.03521 & 0.3432 & 0.366109 \tabularnewline
23 & -0.015007 & -0.1463 & 0.442009 \tabularnewline
24 & -0.027824 & -0.2712 & 0.393415 \tabularnewline
25 & 0.027004 & 0.2632 & 0.396484 \tabularnewline
26 & 0.010334 & 0.1007 & 0.459991 \tabularnewline
27 & -0.024276 & -0.2366 & 0.406732 \tabularnewline
28 & -0.120321 & -1.1727 & 0.121915 \tabularnewline
29 & -0.074113 & -0.7224 & 0.235921 \tabularnewline
30 & 0.062196 & 0.6062 & 0.272911 \tabularnewline
31 & 0.053879 & 0.5251 & 0.300353 \tabularnewline
32 & -0.163887 & -1.5974 & 0.056752 \tabularnewline
33 & -0.066482 & -0.648 & 0.259278 \tabularnewline
34 & 0.003845 & 0.0375 & 0.485092 \tabularnewline
35 & -0.063552 & -0.6194 & 0.268557 \tabularnewline
36 & 0.019681 & 0.1918 & 0.424145 \tabularnewline
37 & -0.012274 & -0.1196 & 0.452515 \tabularnewline
38 & -0.073748 & -0.7188 & 0.237013 \tabularnewline
39 & -0.032216 & -0.314 & 0.377102 \tabularnewline
40 & -0.018471 & -0.18 & 0.428754 \tabularnewline
41 & 0.034526 & 0.3365 & 0.36861 \tabularnewline
42 & -0.061126 & -0.5958 & 0.27637 \tabularnewline
43 & -0.046578 & -0.454 & 0.325436 \tabularnewline
44 & -0.089199 & -0.8694 & 0.193408 \tabularnewline
45 & -0.05411 & -0.5274 & 0.299572 \tabularnewline
46 & -0.074556 & -0.7267 & 0.234605 \tabularnewline
47 & 0.057556 & 0.561 & 0.288063 \tabularnewline
48 & -0.048011 & -0.468 & 0.320445 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39867&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]-0.216563[/C][C]-2.1108[/C][C]0.018708[/C][/ROW]
[ROW][C]2[/C][C]0.126303[/C][C]1.2311[/C][C]0.110671[/C][/ROW]
[ROW][C]3[/C][C]-0.100282[/C][C]-0.9774[/C][C]0.165421[/C][/ROW]
[ROW][C]4[/C][C]-0.03011[/C][C]-0.2935[/C][C]0.384898[/C][/ROW]
[ROW][C]5[/C][C]-0.265818[/C][C]-2.5909[/C][C]0.005541[/C][/ROW]
[ROW][C]6[/C][C]-0.160095[/C][C]-1.5604[/C][C]0.060993[/C][/ROW]
[ROW][C]7[/C][C]0.071555[/C][C]0.6974[/C][C]0.243618[/C][/ROW]
[ROW][C]8[/C][C]0.024541[/C][C]0.2392[/C][C]0.405735[/C][/ROW]
[ROW][C]9[/C][C]0.007045[/C][C]0.0687[/C][C]0.472699[/C][/ROW]
[ROW][C]10[/C][C]-0.031377[/C][C]-0.3058[/C][C]0.380205[/C][/ROW]
[ROW][C]11[/C][C]-0.158181[/C][C]-1.5418[/C][C]0.063228[/C][/ROW]
[ROW][C]12[/C][C]0.11575[/C][C]1.1282[/C][C]0.131041[/C][/ROW]
[ROW][C]13[/C][C]-0.065684[/C][C]-0.6402[/C][C]0.261788[/C][/ROW]
[ROW][C]14[/C][C]0.211297[/C][C]2.0595[/C][C]0.021093[/C][/ROW]
[ROW][C]15[/C][C]0.138556[/C][C]1.3505[/C][C]0.090036[/C][/ROW]
[ROW][C]16[/C][C]0.085868[/C][C]0.8369[/C][C]0.202365[/C][/ROW]
[ROW][C]17[/C][C]0.121857[/C][C]1.1877[/C][C]0.118954[/C][/ROW]
[ROW][C]18[/C][C]-0.06134[/C][C]-0.5979[/C][C]0.275674[/C][/ROW]
[ROW][C]19[/C][C]0.014258[/C][C]0.139[/C][C]0.444884[/C][/ROW]
[ROW][C]20[/C][C]0.103777[/C][C]1.0115[/C][C]0.157175[/C][/ROW]
[ROW][C]21[/C][C]0.052063[/C][C]0.5074[/C][C]0.306508[/C][/ROW]
[ROW][C]22[/C][C]0.03521[/C][C]0.3432[/C][C]0.366109[/C][/ROW]
[ROW][C]23[/C][C]-0.015007[/C][C]-0.1463[/C][C]0.442009[/C][/ROW]
[ROW][C]24[/C][C]-0.027824[/C][C]-0.2712[/C][C]0.393415[/C][/ROW]
[ROW][C]25[/C][C]0.027004[/C][C]0.2632[/C][C]0.396484[/C][/ROW]
[ROW][C]26[/C][C]0.010334[/C][C]0.1007[/C][C]0.459991[/C][/ROW]
[ROW][C]27[/C][C]-0.024276[/C][C]-0.2366[/C][C]0.406732[/C][/ROW]
[ROW][C]28[/C][C]-0.120321[/C][C]-1.1727[/C][C]0.121915[/C][/ROW]
[ROW][C]29[/C][C]-0.074113[/C][C]-0.7224[/C][C]0.235921[/C][/ROW]
[ROW][C]30[/C][C]0.062196[/C][C]0.6062[/C][C]0.272911[/C][/ROW]
[ROW][C]31[/C][C]0.053879[/C][C]0.5251[/C][C]0.300353[/C][/ROW]
[ROW][C]32[/C][C]-0.163887[/C][C]-1.5974[/C][C]0.056752[/C][/ROW]
[ROW][C]33[/C][C]-0.066482[/C][C]-0.648[/C][C]0.259278[/C][/ROW]
[ROW][C]34[/C][C]0.003845[/C][C]0.0375[/C][C]0.485092[/C][/ROW]
[ROW][C]35[/C][C]-0.063552[/C][C]-0.6194[/C][C]0.268557[/C][/ROW]
[ROW][C]36[/C][C]0.019681[/C][C]0.1918[/C][C]0.424145[/C][/ROW]
[ROW][C]37[/C][C]-0.012274[/C][C]-0.1196[/C][C]0.452515[/C][/ROW]
[ROW][C]38[/C][C]-0.073748[/C][C]-0.7188[/C][C]0.237013[/C][/ROW]
[ROW][C]39[/C][C]-0.032216[/C][C]-0.314[/C][C]0.377102[/C][/ROW]
[ROW][C]40[/C][C]-0.018471[/C][C]-0.18[/C][C]0.428754[/C][/ROW]
[ROW][C]41[/C][C]0.034526[/C][C]0.3365[/C][C]0.36861[/C][/ROW]
[ROW][C]42[/C][C]-0.061126[/C][C]-0.5958[/C][C]0.27637[/C][/ROW]
[ROW][C]43[/C][C]-0.046578[/C][C]-0.454[/C][C]0.325436[/C][/ROW]
[ROW][C]44[/C][C]-0.089199[/C][C]-0.8694[/C][C]0.193408[/C][/ROW]
[ROW][C]45[/C][C]-0.05411[/C][C]-0.5274[/C][C]0.299572[/C][/ROW]
[ROW][C]46[/C][C]-0.074556[/C][C]-0.7267[/C][C]0.234605[/C][/ROW]
[ROW][C]47[/C][C]0.057556[/C][C]0.561[/C][C]0.288063[/C][/ROW]
[ROW][C]48[/C][C]-0.048011[/C][C]-0.468[/C][C]0.320445[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39867&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39867&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	-0.216563	-2.1108	0.018708
2	0.126303	1.2311	0.110671
3	-0.100282	-0.9774	0.165421
4	-0.03011	-0.2935	0.384898
5	-0.265818	-2.5909	0.005541
6	-0.160095	-1.5604	0.060993
7	0.071555	0.6974	0.243618
8	0.024541	0.2392	0.405735
9	0.007045	0.0687	0.472699
10	-0.031377	-0.3058	0.380205
11	-0.158181	-1.5418	0.063228
12	0.11575	1.1282	0.131041
13	-0.065684	-0.6402	0.261788
14	0.211297	2.0595	0.021093
15	0.138556	1.3505	0.090036
16	0.085868	0.8369	0.202365
17	0.121857	1.1877	0.118954
18	-0.06134	-0.5979	0.275674
19	0.014258	0.139	0.444884
20	0.103777	1.0115	0.157175
21	0.052063	0.5074	0.306508
22	0.03521	0.3432	0.366109
23	-0.015007	-0.1463	0.442009
24	-0.027824	-0.2712	0.393415
25	0.027004	0.2632	0.396484
26	0.010334	0.1007	0.459991
27	-0.024276	-0.2366	0.406732
28	-0.120321	-1.1727	0.121915
29	-0.074113	-0.7224	0.235921
30	0.062196	0.6062	0.272911
31	0.053879	0.5251	0.300353
32	-0.163887	-1.5974	0.056752
33	-0.066482	-0.648	0.259278
34	0.003845	0.0375	0.485092
35	-0.063552	-0.6194	0.268557
36	0.019681	0.1918	0.424145
37	-0.012274	-0.1196	0.452515
38	-0.073748	-0.7188	0.237013
39	-0.032216	-0.314	0.377102
40	-0.018471	-0.18	0.428754
41	0.034526	0.3365	0.36861
42	-0.061126	-0.5958	0.27637
43	-0.046578	-0.454	0.325436
44	-0.089199	-0.8694	0.193408
45	-0.05411	-0.5274	0.299572
46	-0.074556	-0.7267	0.234605
47	0.057556	0.561	0.288063
48	-0.048011	-0.468	0.320445

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