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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 13 May 2009 13:14:48 -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/t12422421365apfae530y1ejol.htm/, Retrieved Wed, 08 May 2024 11:21:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=39918, Retrieved Wed, 08 May 2024 11:21:50 +0000

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118

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-       [(Partial) Autocorrelation Function] [Autocorrelation c...] [2009-05-13 19:14:48] [cad785efdc96cabf1c219520e59eafa5] [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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

\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
R Framework error message & Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39918&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]
[ROW][C]R Framework error message[/C][C]Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39918&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39918&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
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.958414	8.3001	0
2	0.904943	7.837	0
3	0.851786	7.3767	0
4	0.810296	7.0174	0
5	0.775176	6.7132	0
6	0.744328	6.4461	0
7	0.717175	6.2109	0
8	0.683985	5.9235	0
9	0.652333	5.6494	0
10	0.627579	5.435	0
11	0.605012	5.2396	1e-06
12	0.573559	4.9672	2e-06
13	0.522056	4.5211	1.1e-05
14	0.462678	4.0069	7.2e-05
15	0.406597	3.5212	0.000367
16	0.365576	3.166	0.001117
17	0.335952	2.9094	0.002381
18	0.305149	2.6427	0.005004
19	0.276455	2.3942	0.009579
20	0.241065	2.0877	0.020111
21	0.201628	1.7461	0.04244
22	0.163417	1.4152	0.08057
23	0.129378	1.1204	0.13305
24	0.0966	0.8366	0.202742
25	0.053651	0.4646	0.321771
26	0.008328	0.0721	0.471347
27	-0.031021	-0.2686	0.394469
28	-0.060968	-0.528	0.299529
29	-0.078174	-0.677	0.250241
30	-0.093338	-0.8083	0.210729
31	-0.1074	-0.9301	0.177649
32	-0.133878	-1.1594	0.124982
33	-0.172861	-1.497	0.069292
34	-0.210379	-1.8219	0.036226
35	-0.246325	-2.1332	0.018088
36	-0.271406	-2.3504	0.010691
37	-0.297434	-2.5759	0.005983
38	-0.323169	-2.7987	0.003259
39	-0.344443	-2.983	0.001925
40	-0.354934	-3.0738	0.001473
41	-0.352514	-3.0529	0.001568
42	-0.349744	-3.0289	0.001683
43	-0.34738	-3.0084	0.001787
44	-0.356751	-3.0896	0.001406
45	-0.377547	-3.2697	0.000814
46	-0.396056	-3.4299	0.000492
47	-0.410977	-3.5592	0.000325
48	-0.416553	-3.6075	0.000277

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958414 & 8.3001 & 0 \tabularnewline
2 & 0.904943 & 7.837 & 0 \tabularnewline
3 & 0.851786 & 7.3767 & 0 \tabularnewline
4 & 0.810296 & 7.0174 & 0 \tabularnewline
5 & 0.775176 & 6.7132 & 0 \tabularnewline
6 & 0.744328 & 6.4461 & 0 \tabularnewline
7 & 0.717175 & 6.2109 & 0 \tabularnewline
8 & 0.683985 & 5.9235 & 0 \tabularnewline
9 & 0.652333 & 5.6494 & 0 \tabularnewline
10 & 0.627579 & 5.435 & 0 \tabularnewline
11 & 0.605012 & 5.2396 & 1e-06 \tabularnewline
12 & 0.573559 & 4.9672 & 2e-06 \tabularnewline
13 & 0.522056 & 4.5211 & 1.1e-05 \tabularnewline
14 & 0.462678 & 4.0069 & 7.2e-05 \tabularnewline
15 & 0.406597 & 3.5212 & 0.000367 \tabularnewline
16 & 0.365576 & 3.166 & 0.001117 \tabularnewline
17 & 0.335952 & 2.9094 & 0.002381 \tabularnewline
18 & 0.305149 & 2.6427 & 0.005004 \tabularnewline
19 & 0.276455 & 2.3942 & 0.009579 \tabularnewline
20 & 0.241065 & 2.0877 & 0.020111 \tabularnewline
21 & 0.201628 & 1.7461 & 0.04244 \tabularnewline
22 & 0.163417 & 1.4152 & 0.08057 \tabularnewline
23 & 0.129378 & 1.1204 & 0.13305 \tabularnewline
24 & 0.0966 & 0.8366 & 0.202742 \tabularnewline
25 & 0.053651 & 0.4646 & 0.321771 \tabularnewline
26 & 0.008328 & 0.0721 & 0.471347 \tabularnewline
27 & -0.031021 & -0.2686 & 0.394469 \tabularnewline
28 & -0.060968 & -0.528 & 0.299529 \tabularnewline
29 & -0.078174 & -0.677 & 0.250241 \tabularnewline
30 & -0.093338 & -0.8083 & 0.210729 \tabularnewline
31 & -0.1074 & -0.9301 & 0.177649 \tabularnewline
32 & -0.133878 & -1.1594 & 0.124982 \tabularnewline
33 & -0.172861 & -1.497 & 0.069292 \tabularnewline
34 & -0.210379 & -1.8219 & 0.036226 \tabularnewline
35 & -0.246325 & -2.1332 & 0.018088 \tabularnewline
36 & -0.271406 & -2.3504 & 0.010691 \tabularnewline
37 & -0.297434 & -2.5759 & 0.005983 \tabularnewline
38 & -0.323169 & -2.7987 & 0.003259 \tabularnewline
39 & -0.344443 & -2.983 & 0.001925 \tabularnewline
40 & -0.354934 & -3.0738 & 0.001473 \tabularnewline
41 & -0.352514 & -3.0529 & 0.001568 \tabularnewline
42 & -0.349744 & -3.0289 & 0.001683 \tabularnewline
43 & -0.34738 & -3.0084 & 0.001787 \tabularnewline
44 & -0.356751 & -3.0896 & 0.001406 \tabularnewline
45 & -0.377547 & -3.2697 & 0.000814 \tabularnewline
46 & -0.396056 & -3.4299 & 0.000492 \tabularnewline
47 & -0.410977 & -3.5592 & 0.000325 \tabularnewline
48 & -0.416553 & -3.6075 & 0.000277 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39918&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]0.958414[/C][C]8.3001[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.904943[/C][C]7.837[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.851786[/C][C]7.3767[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.810296[/C][C]7.0174[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.775176[/C][C]6.7132[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.744328[/C][C]6.4461[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.717175[/C][C]6.2109[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.683985[/C][C]5.9235[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.652333[/C][C]5.6494[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.627579[/C][C]5.435[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.605012[/C][C]5.2396[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.573559[/C][C]4.9672[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.522056[/C][C]4.5211[/C][C]1.1e-05[/C][/ROW]
[ROW][C]14[/C][C]0.462678[/C][C]4.0069[/C][C]7.2e-05[/C][/ROW]
[ROW][C]15[/C][C]0.406597[/C][C]3.5212[/C][C]0.000367[/C][/ROW]
[ROW][C]16[/C][C]0.365576[/C][C]3.166[/C][C]0.001117[/C][/ROW]
[ROW][C]17[/C][C]0.335952[/C][C]2.9094[/C][C]0.002381[/C][/ROW]
[ROW][C]18[/C][C]0.305149[/C][C]2.6427[/C][C]0.005004[/C][/ROW]
[ROW][C]19[/C][C]0.276455[/C][C]2.3942[/C][C]0.009579[/C][/ROW]
[ROW][C]20[/C][C]0.241065[/C][C]2.0877[/C][C]0.020111[/C][/ROW]
[ROW][C]21[/C][C]0.201628[/C][C]1.7461[/C][C]0.04244[/C][/ROW]
[ROW][C]22[/C][C]0.163417[/C][C]1.4152[/C][C]0.08057[/C][/ROW]
[ROW][C]23[/C][C]0.129378[/C][C]1.1204[/C][C]0.13305[/C][/ROW]
[ROW][C]24[/C][C]0.0966[/C][C]0.8366[/C][C]0.202742[/C][/ROW]
[ROW][C]25[/C][C]0.053651[/C][C]0.4646[/C][C]0.321771[/C][/ROW]
[ROW][C]26[/C][C]0.008328[/C][C]0.0721[/C][C]0.471347[/C][/ROW]
[ROW][C]27[/C][C]-0.031021[/C][C]-0.2686[/C][C]0.394469[/C][/ROW]
[ROW][C]28[/C][C]-0.060968[/C][C]-0.528[/C][C]0.299529[/C][/ROW]
[ROW][C]29[/C][C]-0.078174[/C][C]-0.677[/C][C]0.250241[/C][/ROW]
[ROW][C]30[/C][C]-0.093338[/C][C]-0.8083[/C][C]0.210729[/C][/ROW]
[ROW][C]31[/C][C]-0.1074[/C][C]-0.9301[/C][C]0.177649[/C][/ROW]
[ROW][C]32[/C][C]-0.133878[/C][C]-1.1594[/C][C]0.124982[/C][/ROW]
[ROW][C]33[/C][C]-0.172861[/C][C]-1.497[/C][C]0.069292[/C][/ROW]
[ROW][C]34[/C][C]-0.210379[/C][C]-1.8219[/C][C]0.036226[/C][/ROW]
[ROW][C]35[/C][C]-0.246325[/C][C]-2.1332[/C][C]0.018088[/C][/ROW]
[ROW][C]36[/C][C]-0.271406[/C][C]-2.3504[/C][C]0.010691[/C][/ROW]
[ROW][C]37[/C][C]-0.297434[/C][C]-2.5759[/C][C]0.005983[/C][/ROW]
[ROW][C]38[/C][C]-0.323169[/C][C]-2.7987[/C][C]0.003259[/C][/ROW]
[ROW][C]39[/C][C]-0.344443[/C][C]-2.983[/C][C]0.001925[/C][/ROW]
[ROW][C]40[/C][C]-0.354934[/C][C]-3.0738[/C][C]0.001473[/C][/ROW]
[ROW][C]41[/C][C]-0.352514[/C][C]-3.0529[/C][C]0.001568[/C][/ROW]
[ROW][C]42[/C][C]-0.349744[/C][C]-3.0289[/C][C]0.001683[/C][/ROW]
[ROW][C]43[/C][C]-0.34738[/C][C]-3.0084[/C][C]0.001787[/C][/ROW]
[ROW][C]44[/C][C]-0.356751[/C][C]-3.0896[/C][C]0.001406[/C][/ROW]
[ROW][C]45[/C][C]-0.377547[/C][C]-3.2697[/C][C]0.000814[/C][/ROW]
[ROW][C]46[/C][C]-0.396056[/C][C]-3.4299[/C][C]0.000492[/C][/ROW]
[ROW][C]47[/C][C]-0.410977[/C][C]-3.5592[/C][C]0.000325[/C][/ROW]
[ROW][C]48[/C][C]-0.416553[/C][C]-3.6075[/C][C]0.000277[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39918&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39918&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	0.958414	8.3001	0
2	0.904943	7.837	0
3	0.851786	7.3767	0
4	0.810296	7.0174	0
5	0.775176	6.7132	0
6	0.744328	6.4461	0
7	0.717175	6.2109	0
8	0.683985	5.9235	0
9	0.652333	5.6494	0
10	0.627579	5.435	0
11	0.605012	5.2396	1e-06
12	0.573559	4.9672	2e-06
13	0.522056	4.5211	1.1e-05
14	0.462678	4.0069	7.2e-05
15	0.406597	3.5212	0.000367
16	0.365576	3.166	0.001117
17	0.335952	2.9094	0.002381
18	0.305149	2.6427	0.005004
19	0.276455	2.3942	0.009579
20	0.241065	2.0877	0.020111
21	0.201628	1.7461	0.04244
22	0.163417	1.4152	0.08057
23	0.129378	1.1204	0.13305
24	0.0966	0.8366	0.202742
25	0.053651	0.4646	0.321771
26	0.008328	0.0721	0.471347
27	-0.031021	-0.2686	0.394469
28	-0.060968	-0.528	0.299529
29	-0.078174	-0.677	0.250241
30	-0.093338	-0.8083	0.210729
31	-0.1074	-0.9301	0.177649
32	-0.133878	-1.1594	0.124982
33	-0.172861	-1.497	0.069292
34	-0.210379	-1.8219	0.036226
35	-0.246325	-2.1332	0.018088
36	-0.271406	-2.3504	0.010691
37	-0.297434	-2.5759	0.005983
38	-0.323169	-2.7987	0.003259
39	-0.344443	-2.983	0.001925
40	-0.354934	-3.0738	0.001473
41	-0.352514	-3.0529	0.001568
42	-0.349744	-3.0289	0.001683
43	-0.34738	-3.0084	0.001787
44	-0.356751	-3.0896	0.001406
45	-0.377547	-3.2697	0.000814
46	-0.396056	-3.4299	0.000492
47	-0.410977	-3.5592	0.000325
48	-0.416553	-3.6075	0.000277

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.958414	8.3001	0
2	-0.167162	-1.4477	0.075939
3	-0.003723	-0.0322	0.487183
4	0.114564	0.9922	0.162156
5	0.016988	0.1471	0.441716
6	0.018043	0.1563	0.438126
7	0.035286	0.3056	0.380384
8	-0.092708	-0.8029	0.212292
9	0.035449	0.307	0.379847
10	0.078089	0.6763	0.250475
11	-0.028274	-0.2449	0.403617
12	-0.127522	-1.1044	0.136481
13	-0.227031	-1.9661	0.026492
14	-0.071401	-0.6183	0.26911
15	0.018082	0.1566	0.437992
16	0.095785	0.8295	0.204722
17	0.026456	0.2291	0.4097
18	-0.102418	-0.887	0.188967
19	0.037512	0.3249	0.373096
20	-0.056778	-0.4917	0.312179
21	-0.065986	-0.5715	0.284699
22	-0.01566	-0.1356	0.446244
23	-0.016454	-0.1425	0.443536
24	-0.002473	-0.0214	0.491486
25	-0.079311	-0.6869	0.247147
26	-0.019036	-0.1649	0.434749
27	0.019386	0.1679	0.433562
28	-0.011583	-0.1003	0.460181
29	0.068922	0.5969	0.276192
30	-0.027604	-0.2391	0.405855
31	0.008299	0.0719	0.471447
32	-0.102249	-0.8855	0.189358
33	-0.144665	-1.2528	0.107079
34	0.017645	0.1528	0.43948
35	-0.067679	-0.5861	0.279778
36	0.055051	0.4768	0.317461
37	-0.029597	-0.2563	0.399204
38	-0.043227	-0.3744	0.354599
39	0.032246	0.2793	0.390406
40	0.059245	0.5131	0.304703
41	0.05766	0.4994	0.309497
42	-0.041252	-0.3572	0.360954
43	-0.00489	-0.0423	0.483167
44	-0.051677	-0.4475	0.32789
45	-0.058748	-0.5088	0.306203
46	0.05005	0.4334	0.332966
47	-0.065542	-0.5676	0.285997
48	-0.042621	-0.3691	0.356543

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.958414 & 8.3001 & 0 \tabularnewline
2 & -0.167162 & -1.4477 & 0.075939 \tabularnewline
3 & -0.003723 & -0.0322 & 0.487183 \tabularnewline
4 & 0.114564 & 0.9922 & 0.162156 \tabularnewline
5 & 0.016988 & 0.1471 & 0.441716 \tabularnewline
6 & 0.018043 & 0.1563 & 0.438126 \tabularnewline
7 & 0.035286 & 0.3056 & 0.380384 \tabularnewline
8 & -0.092708 & -0.8029 & 0.212292 \tabularnewline
9 & 0.035449 & 0.307 & 0.379847 \tabularnewline
10 & 0.078089 & 0.6763 & 0.250475 \tabularnewline
11 & -0.028274 & -0.2449 & 0.403617 \tabularnewline
12 & -0.127522 & -1.1044 & 0.136481 \tabularnewline
13 & -0.227031 & -1.9661 & 0.026492 \tabularnewline
14 & -0.071401 & -0.6183 & 0.26911 \tabularnewline
15 & 0.018082 & 0.1566 & 0.437992 \tabularnewline
16 & 0.095785 & 0.8295 & 0.204722 \tabularnewline
17 & 0.026456 & 0.2291 & 0.4097 \tabularnewline
18 & -0.102418 & -0.887 & 0.188967 \tabularnewline
19 & 0.037512 & 0.3249 & 0.373096 \tabularnewline
20 & -0.056778 & -0.4917 & 0.312179 \tabularnewline
21 & -0.065986 & -0.5715 & 0.284699 \tabularnewline
22 & -0.01566 & -0.1356 & 0.446244 \tabularnewline
23 & -0.016454 & -0.1425 & 0.443536 \tabularnewline
24 & -0.002473 & -0.0214 & 0.491486 \tabularnewline
25 & -0.079311 & -0.6869 & 0.247147 \tabularnewline
26 & -0.019036 & -0.1649 & 0.434749 \tabularnewline
27 & 0.019386 & 0.1679 & 0.433562 \tabularnewline
28 & -0.011583 & -0.1003 & 0.460181 \tabularnewline
29 & 0.068922 & 0.5969 & 0.276192 \tabularnewline
30 & -0.027604 & -0.2391 & 0.405855 \tabularnewline
31 & 0.008299 & 0.0719 & 0.471447 \tabularnewline
32 & -0.102249 & -0.8855 & 0.189358 \tabularnewline
33 & -0.144665 & -1.2528 & 0.107079 \tabularnewline
34 & 0.017645 & 0.1528 & 0.43948 \tabularnewline
35 & -0.067679 & -0.5861 & 0.279778 \tabularnewline
36 & 0.055051 & 0.4768 & 0.317461 \tabularnewline
37 & -0.029597 & -0.2563 & 0.399204 \tabularnewline
38 & -0.043227 & -0.3744 & 0.354599 \tabularnewline
39 & 0.032246 & 0.2793 & 0.390406 \tabularnewline
40 & 0.059245 & 0.5131 & 0.304703 \tabularnewline
41 & 0.05766 & 0.4994 & 0.309497 \tabularnewline
42 & -0.041252 & -0.3572 & 0.360954 \tabularnewline
43 & -0.00489 & -0.0423 & 0.483167 \tabularnewline
44 & -0.051677 & -0.4475 & 0.32789 \tabularnewline
45 & -0.058748 & -0.5088 & 0.306203 \tabularnewline
46 & 0.05005 & 0.4334 & 0.332966 \tabularnewline
47 & -0.065542 & -0.5676 & 0.285997 \tabularnewline
48 & -0.042621 & -0.3691 & 0.356543 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39918&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]0.958414[/C][C]8.3001[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.167162[/C][C]-1.4477[/C][C]0.075939[/C][/ROW]
[ROW][C]3[/C][C]-0.003723[/C][C]-0.0322[/C][C]0.487183[/C][/ROW]
[ROW][C]4[/C][C]0.114564[/C][C]0.9922[/C][C]0.162156[/C][/ROW]
[ROW][C]5[/C][C]0.016988[/C][C]0.1471[/C][C]0.441716[/C][/ROW]
[ROW][C]6[/C][C]0.018043[/C][C]0.1563[/C][C]0.438126[/C][/ROW]
[ROW][C]7[/C][C]0.035286[/C][C]0.3056[/C][C]0.380384[/C][/ROW]
[ROW][C]8[/C][C]-0.092708[/C][C]-0.8029[/C][C]0.212292[/C][/ROW]
[ROW][C]9[/C][C]0.035449[/C][C]0.307[/C][C]0.379847[/C][/ROW]
[ROW][C]10[/C][C]0.078089[/C][C]0.6763[/C][C]0.250475[/C][/ROW]
[ROW][C]11[/C][C]-0.028274[/C][C]-0.2449[/C][C]0.403617[/C][/ROW]
[ROW][C]12[/C][C]-0.127522[/C][C]-1.1044[/C][C]0.136481[/C][/ROW]
[ROW][C]13[/C][C]-0.227031[/C][C]-1.9661[/C][C]0.026492[/C][/ROW]
[ROW][C]14[/C][C]-0.071401[/C][C]-0.6183[/C][C]0.26911[/C][/ROW]
[ROW][C]15[/C][C]0.018082[/C][C]0.1566[/C][C]0.437992[/C][/ROW]
[ROW][C]16[/C][C]0.095785[/C][C]0.8295[/C][C]0.204722[/C][/ROW]
[ROW][C]17[/C][C]0.026456[/C][C]0.2291[/C][C]0.4097[/C][/ROW]
[ROW][C]18[/C][C]-0.102418[/C][C]-0.887[/C][C]0.188967[/C][/ROW]
[ROW][C]19[/C][C]0.037512[/C][C]0.3249[/C][C]0.373096[/C][/ROW]
[ROW][C]20[/C][C]-0.056778[/C][C]-0.4917[/C][C]0.312179[/C][/ROW]
[ROW][C]21[/C][C]-0.065986[/C][C]-0.5715[/C][C]0.284699[/C][/ROW]
[ROW][C]22[/C][C]-0.01566[/C][C]-0.1356[/C][C]0.446244[/C][/ROW]
[ROW][C]23[/C][C]-0.016454[/C][C]-0.1425[/C][C]0.443536[/C][/ROW]
[ROW][C]24[/C][C]-0.002473[/C][C]-0.0214[/C][C]0.491486[/C][/ROW]
[ROW][C]25[/C][C]-0.079311[/C][C]-0.6869[/C][C]0.247147[/C][/ROW]
[ROW][C]26[/C][C]-0.019036[/C][C]-0.1649[/C][C]0.434749[/C][/ROW]
[ROW][C]27[/C][C]0.019386[/C][C]0.1679[/C][C]0.433562[/C][/ROW]
[ROW][C]28[/C][C]-0.011583[/C][C]-0.1003[/C][C]0.460181[/C][/ROW]
[ROW][C]29[/C][C]0.068922[/C][C]0.5969[/C][C]0.276192[/C][/ROW]
[ROW][C]30[/C][C]-0.027604[/C][C]-0.2391[/C][C]0.405855[/C][/ROW]
[ROW][C]31[/C][C]0.008299[/C][C]0.0719[/C][C]0.471447[/C][/ROW]
[ROW][C]32[/C][C]-0.102249[/C][C]-0.8855[/C][C]0.189358[/C][/ROW]
[ROW][C]33[/C][C]-0.144665[/C][C]-1.2528[/C][C]0.107079[/C][/ROW]
[ROW][C]34[/C][C]0.017645[/C][C]0.1528[/C][C]0.43948[/C][/ROW]
[ROW][C]35[/C][C]-0.067679[/C][C]-0.5861[/C][C]0.279778[/C][/ROW]
[ROW][C]36[/C][C]0.055051[/C][C]0.4768[/C][C]0.317461[/C][/ROW]
[ROW][C]37[/C][C]-0.029597[/C][C]-0.2563[/C][C]0.399204[/C][/ROW]
[ROW][C]38[/C][C]-0.043227[/C][C]-0.3744[/C][C]0.354599[/C][/ROW]
[ROW][C]39[/C][C]0.032246[/C][C]0.2793[/C][C]0.390406[/C][/ROW]
[ROW][C]40[/C][C]0.059245[/C][C]0.5131[/C][C]0.304703[/C][/ROW]
[ROW][C]41[/C][C]0.05766[/C][C]0.4994[/C][C]0.309497[/C][/ROW]
[ROW][C]42[/C][C]-0.041252[/C][C]-0.3572[/C][C]0.360954[/C][/ROW]
[ROW][C]43[/C][C]-0.00489[/C][C]-0.0423[/C][C]0.483167[/C][/ROW]
[ROW][C]44[/C][C]-0.051677[/C][C]-0.4475[/C][C]0.32789[/C][/ROW]
[ROW][C]45[/C][C]-0.058748[/C][C]-0.5088[/C][C]0.306203[/C][/ROW]
[ROW][C]46[/C][C]0.05005[/C][C]0.4334[/C][C]0.332966[/C][/ROW]
[ROW][C]47[/C][C]-0.065542[/C][C]-0.5676[/C][C]0.285997[/C][/ROW]
[ROW][C]48[/C][C]-0.042621[/C][C]-0.3691[/C][C]0.356543[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39918&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39918&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	0.958414	8.3001	0
2	-0.167162	-1.4477	0.075939
3	-0.003723	-0.0322	0.487183
4	0.114564	0.9922	0.162156
5	0.016988	0.1471	0.441716
6	0.018043	0.1563	0.438126
7	0.035286	0.3056	0.380384
8	-0.092708	-0.8029	0.212292
9	0.035449	0.307	0.379847
10	0.078089	0.6763	0.250475
11	-0.028274	-0.2449	0.403617
12	-0.127522	-1.1044	0.136481
13	-0.227031	-1.9661	0.026492
14	-0.071401	-0.6183	0.26911
15	0.018082	0.1566	0.437992
16	0.095785	0.8295	0.204722
17	0.026456	0.2291	0.4097
18	-0.102418	-0.887	0.188967
19	0.037512	0.3249	0.373096
20	-0.056778	-0.4917	0.312179
21	-0.065986	-0.5715	0.284699
22	-0.01566	-0.1356	0.446244
23	-0.016454	-0.1425	0.443536
24	-0.002473	-0.0214	0.491486
25	-0.079311	-0.6869	0.247147
26	-0.019036	-0.1649	0.434749
27	0.019386	0.1679	0.433562
28	-0.011583	-0.1003	0.460181
29	0.068922	0.5969	0.276192
30	-0.027604	-0.2391	0.405855
31	0.008299	0.0719	0.471447
32	-0.102249	-0.8855	0.189358
33	-0.144665	-1.2528	0.107079
34	0.017645	0.1528	0.43948
35	-0.067679	-0.5861	0.279778
36	0.055051	0.4768	0.317461
37	-0.029597	-0.2563	0.399204
38	-0.043227	-0.3744	0.354599
39	0.032246	0.2793	0.390406
40	0.059245	0.5131	0.304703
41	0.05766	0.4994	0.309497
42	-0.041252	-0.3572	0.360954
43	-0.00489	-0.0423	0.483167
44	-0.051677	-0.4475	0.32789
45	-0.058748	-0.5088	0.306203
46	0.05005	0.4334	0.332966
47	-0.065542	-0.5676	0.285997
48	-0.042621	-0.3691	0.356543

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