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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 14 May 2009 04:07:01 -0600

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/May/14/t1242295675we30okjj1sdh2l2.htm/, Retrieved Mon, 29 Apr 2024 06:46:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=39969, Retrieved Mon, 29 Apr 2024 06:46:18 +0000

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User-defined keywords

Estimated Impact

143

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-       [(Partial) Autocorrelation Function] [Opgave 6 BIS Oefe...] [2009-05-14 10:07:01] [be8f2ceb4bab9280e3447d0ad1b6c819] [Current]

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Dataseries X:

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Histogram

Boxplots

3.27
3.27
3.27
3.27
3.27
3.28
3.32
3.34
3.34
3.35
3.35
3.35
3.35
3.35
3.4
3.42
3.42
3.42
3.42
3.42
3.42
3.42
3.42
3.42
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
4.69
4.69
4.69
4.69
4.69
4.69
4.69
4.73
4.78
4.79
4.79
4.8
4.8
4.81
5.16
5.26
5.29
5.29
5.29
5.3
5.3
5.3
5.3
5.3
5.3
5.3
5.3
5.35
5.44
5.47
5.47
5.48
5.48
5.48
5.48

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=39969&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=39969&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39969&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	0.292719	3.3375	0.000551
2	-0.038057	-0.4339	0.332536
3	-0.07538	-0.8595	0.195835
4	-0.07639	-0.871	0.192685
5	-0.09032	-1.0298	0.152507
6	-0.046943	-0.5352	0.296701
7	-0.013348	-0.1522	0.439634
8	0.031228	0.3561	0.36119
9	-0.033918	-0.3867	0.349797
10	-0.082776	-0.9438	0.173514
11	-0.017667	-0.2014	0.420336
12	0.071896	0.8197	0.206933
13	0.046108	0.5257	0.299992
14	0.052388	0.5973	0.275669
15	-0.055345	-0.631	0.264563
16	-0.102496	-1.1686	0.122344
17	0.071042	0.81	0.209708
18	0.116772	1.3314	0.092693
19	0.069344	0.7906	0.215295
20	0.06109	0.6965	0.24367
21	-0.019374	-0.2209	0.412758
22	-0.057759	-0.6585	0.255675
23	-0.056785	-0.6474	0.259242
24	-0.091478	-1.043	0.14944
25	-0.096964	-1.1056	0.13548
26	-0.063046	-0.7188	0.236766
27	-0.017639	-0.2011	0.420459
28	-0.024694	-0.2816	0.389365
29	-0.020168	-0.23	0.409246
30	0.02833	0.323	0.373602
31	0.079135	0.9023	0.184288
32	0.0312	0.3557	0.361307
33	-0.051802	-0.5906	0.277896
34	-0.057749	-0.6584	0.255709
35	-0.030614	-0.3491	0.363806
36	0.004042	0.0461	0.481657
37	0.186209	2.1231	0.01782
38	0.08129	0.9268	0.177861
39	0.033078	0.3771	0.353339
40	-0.049878	-0.5687	0.285273
41	-0.098736	-1.1258	0.13117
42	-0.069617	-0.7938	0.214393
43	-0.055678	-0.6348	0.26333
44	-0.029096	-0.3317	0.370307
45	0.101393	1.1561	0.124888
46	0.096369	1.0988	0.136949
47	0.021211	0.2418	0.404643
48	0.015263	0.174	0.431057

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.292719 & 3.3375 & 0.000551 \tabularnewline
2 & -0.038057 & -0.4339 & 0.332536 \tabularnewline
3 & -0.07538 & -0.8595 & 0.195835 \tabularnewline
4 & -0.07639 & -0.871 & 0.192685 \tabularnewline
5 & -0.09032 & -1.0298 & 0.152507 \tabularnewline
6 & -0.046943 & -0.5352 & 0.296701 \tabularnewline
7 & -0.013348 & -0.1522 & 0.439634 \tabularnewline
8 & 0.031228 & 0.3561 & 0.36119 \tabularnewline
9 & -0.033918 & -0.3867 & 0.349797 \tabularnewline
10 & -0.082776 & -0.9438 & 0.173514 \tabularnewline
11 & -0.017667 & -0.2014 & 0.420336 \tabularnewline
12 & 0.071896 & 0.8197 & 0.206933 \tabularnewline
13 & 0.046108 & 0.5257 & 0.299992 \tabularnewline
14 & 0.052388 & 0.5973 & 0.275669 \tabularnewline
15 & -0.055345 & -0.631 & 0.264563 \tabularnewline
16 & -0.102496 & -1.1686 & 0.122344 \tabularnewline
17 & 0.071042 & 0.81 & 0.209708 \tabularnewline
18 & 0.116772 & 1.3314 & 0.092693 \tabularnewline
19 & 0.069344 & 0.7906 & 0.215295 \tabularnewline
20 & 0.06109 & 0.6965 & 0.24367 \tabularnewline
21 & -0.019374 & -0.2209 & 0.412758 \tabularnewline
22 & -0.057759 & -0.6585 & 0.255675 \tabularnewline
23 & -0.056785 & -0.6474 & 0.259242 \tabularnewline
24 & -0.091478 & -1.043 & 0.14944 \tabularnewline
25 & -0.096964 & -1.1056 & 0.13548 \tabularnewline
26 & -0.063046 & -0.7188 & 0.236766 \tabularnewline
27 & -0.017639 & -0.2011 & 0.420459 \tabularnewline
28 & -0.024694 & -0.2816 & 0.389365 \tabularnewline
29 & -0.020168 & -0.23 & 0.409246 \tabularnewline
30 & 0.02833 & 0.323 & 0.373602 \tabularnewline
31 & 0.079135 & 0.9023 & 0.184288 \tabularnewline
32 & 0.0312 & 0.3557 & 0.361307 \tabularnewline
33 & -0.051802 & -0.5906 & 0.277896 \tabularnewline
34 & -0.057749 & -0.6584 & 0.255709 \tabularnewline
35 & -0.030614 & -0.3491 & 0.363806 \tabularnewline
36 & 0.004042 & 0.0461 & 0.481657 \tabularnewline
37 & 0.186209 & 2.1231 & 0.01782 \tabularnewline
38 & 0.08129 & 0.9268 & 0.177861 \tabularnewline
39 & 0.033078 & 0.3771 & 0.353339 \tabularnewline
40 & -0.049878 & -0.5687 & 0.285273 \tabularnewline
41 & -0.098736 & -1.1258 & 0.13117 \tabularnewline
42 & -0.069617 & -0.7938 & 0.214393 \tabularnewline
43 & -0.055678 & -0.6348 & 0.26333 \tabularnewline
44 & -0.029096 & -0.3317 & 0.370307 \tabularnewline
45 & 0.101393 & 1.1561 & 0.124888 \tabularnewline
46 & 0.096369 & 1.0988 & 0.136949 \tabularnewline
47 & 0.021211 & 0.2418 & 0.404643 \tabularnewline
48 & 0.015263 & 0.174 & 0.431057 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39969&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]0.292719[/C][C]3.3375[/C][C]0.000551[/C][/ROW]
[ROW][C]2[/C][C]-0.038057[/C][C]-0.4339[/C][C]0.332536[/C][/ROW]
[ROW][C]3[/C][C]-0.07538[/C][C]-0.8595[/C][C]0.195835[/C][/ROW]
[ROW][C]4[/C][C]-0.07639[/C][C]-0.871[/C][C]0.192685[/C][/ROW]
[ROW][C]5[/C][C]-0.09032[/C][C]-1.0298[/C][C]0.152507[/C][/ROW]
[ROW][C]6[/C][C]-0.046943[/C][C]-0.5352[/C][C]0.296701[/C][/ROW]
[ROW][C]7[/C][C]-0.013348[/C][C]-0.1522[/C][C]0.439634[/C][/ROW]
[ROW][C]8[/C][C]0.031228[/C][C]0.3561[/C][C]0.36119[/C][/ROW]
[ROW][C]9[/C][C]-0.033918[/C][C]-0.3867[/C][C]0.349797[/C][/ROW]
[ROW][C]10[/C][C]-0.082776[/C][C]-0.9438[/C][C]0.173514[/C][/ROW]
[ROW][C]11[/C][C]-0.017667[/C][C]-0.2014[/C][C]0.420336[/C][/ROW]
[ROW][C]12[/C][C]0.071896[/C][C]0.8197[/C][C]0.206933[/C][/ROW]
[ROW][C]13[/C][C]0.046108[/C][C]0.5257[/C][C]0.299992[/C][/ROW]
[ROW][C]14[/C][C]0.052388[/C][C]0.5973[/C][C]0.275669[/C][/ROW]
[ROW][C]15[/C][C]-0.055345[/C][C]-0.631[/C][C]0.264563[/C][/ROW]
[ROW][C]16[/C][C]-0.102496[/C][C]-1.1686[/C][C]0.122344[/C][/ROW]
[ROW][C]17[/C][C]0.071042[/C][C]0.81[/C][C]0.209708[/C][/ROW]
[ROW][C]18[/C][C]0.116772[/C][C]1.3314[/C][C]0.092693[/C][/ROW]
[ROW][C]19[/C][C]0.069344[/C][C]0.7906[/C][C]0.215295[/C][/ROW]
[ROW][C]20[/C][C]0.06109[/C][C]0.6965[/C][C]0.24367[/C][/ROW]
[ROW][C]21[/C][C]-0.019374[/C][C]-0.2209[/C][C]0.412758[/C][/ROW]
[ROW][C]22[/C][C]-0.057759[/C][C]-0.6585[/C][C]0.255675[/C][/ROW]
[ROW][C]23[/C][C]-0.056785[/C][C]-0.6474[/C][C]0.259242[/C][/ROW]
[ROW][C]24[/C][C]-0.091478[/C][C]-1.043[/C][C]0.14944[/C][/ROW]
[ROW][C]25[/C][C]-0.096964[/C][C]-1.1056[/C][C]0.13548[/C][/ROW]
[ROW][C]26[/C][C]-0.063046[/C][C]-0.7188[/C][C]0.236766[/C][/ROW]
[ROW][C]27[/C][C]-0.017639[/C][C]-0.2011[/C][C]0.420459[/C][/ROW]
[ROW][C]28[/C][C]-0.024694[/C][C]-0.2816[/C][C]0.389365[/C][/ROW]
[ROW][C]29[/C][C]-0.020168[/C][C]-0.23[/C][C]0.409246[/C][/ROW]
[ROW][C]30[/C][C]0.02833[/C][C]0.323[/C][C]0.373602[/C][/ROW]
[ROW][C]31[/C][C]0.079135[/C][C]0.9023[/C][C]0.184288[/C][/ROW]
[ROW][C]32[/C][C]0.0312[/C][C]0.3557[/C][C]0.361307[/C][/ROW]
[ROW][C]33[/C][C]-0.051802[/C][C]-0.5906[/C][C]0.277896[/C][/ROW]
[ROW][C]34[/C][C]-0.057749[/C][C]-0.6584[/C][C]0.255709[/C][/ROW]
[ROW][C]35[/C][C]-0.030614[/C][C]-0.3491[/C][C]0.363806[/C][/ROW]
[ROW][C]36[/C][C]0.004042[/C][C]0.0461[/C][C]0.481657[/C][/ROW]
[ROW][C]37[/C][C]0.186209[/C][C]2.1231[/C][C]0.01782[/C][/ROW]
[ROW][C]38[/C][C]0.08129[/C][C]0.9268[/C][C]0.177861[/C][/ROW]
[ROW][C]39[/C][C]0.033078[/C][C]0.3771[/C][C]0.353339[/C][/ROW]
[ROW][C]40[/C][C]-0.049878[/C][C]-0.5687[/C][C]0.285273[/C][/ROW]
[ROW][C]41[/C][C]-0.098736[/C][C]-1.1258[/C][C]0.13117[/C][/ROW]
[ROW][C]42[/C][C]-0.069617[/C][C]-0.7938[/C][C]0.214393[/C][/ROW]
[ROW][C]43[/C][C]-0.055678[/C][C]-0.6348[/C][C]0.26333[/C][/ROW]
[ROW][C]44[/C][C]-0.029096[/C][C]-0.3317[/C][C]0.370307[/C][/ROW]
[ROW][C]45[/C][C]0.101393[/C][C]1.1561[/C][C]0.124888[/C][/ROW]
[ROW][C]46[/C][C]0.096369[/C][C]1.0988[/C][C]0.136949[/C][/ROW]
[ROW][C]47[/C][C]0.021211[/C][C]0.2418[/C][C]0.404643[/C][/ROW]
[ROW][C]48[/C][C]0.015263[/C][C]0.174[/C][C]0.431057[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39969&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39969&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	0.292719	3.3375	0.000551
2	-0.038057	-0.4339	0.332536
3	-0.07538	-0.8595	0.195835
4	-0.07639	-0.871	0.192685
5	-0.09032	-1.0298	0.152507
6	-0.046943	-0.5352	0.296701
7	-0.013348	-0.1522	0.439634
8	0.031228	0.3561	0.36119
9	-0.033918	-0.3867	0.349797
10	-0.082776	-0.9438	0.173514
11	-0.017667	-0.2014	0.420336
12	0.071896	0.8197	0.206933
13	0.046108	0.5257	0.299992
14	0.052388	0.5973	0.275669
15	-0.055345	-0.631	0.264563
16	-0.102496	-1.1686	0.122344
17	0.071042	0.81	0.209708
18	0.116772	1.3314	0.092693
19	0.069344	0.7906	0.215295
20	0.06109	0.6965	0.24367
21	-0.019374	-0.2209	0.412758
22	-0.057759	-0.6585	0.255675
23	-0.056785	-0.6474	0.259242
24	-0.091478	-1.043	0.14944
25	-0.096964	-1.1056	0.13548
26	-0.063046	-0.7188	0.236766
27	-0.017639	-0.2011	0.420459
28	-0.024694	-0.2816	0.389365
29	-0.020168	-0.23	0.409246
30	0.02833	0.323	0.373602
31	0.079135	0.9023	0.184288
32	0.0312	0.3557	0.361307
33	-0.051802	-0.5906	0.277896
34	-0.057749	-0.6584	0.255709
35	-0.030614	-0.3491	0.363806
36	0.004042	0.0461	0.481657
37	0.186209	2.1231	0.01782
38	0.08129	0.9268	0.177861
39	0.033078	0.3771	0.353339
40	-0.049878	-0.5687	0.285273
41	-0.098736	-1.1258	0.13117
42	-0.069617	-0.7938	0.214393
43	-0.055678	-0.6348	0.26333
44	-0.029096	-0.3317	0.370307
45	0.101393	1.1561	0.124888
46	0.096369	1.0988	0.136949
47	0.021211	0.2418	0.404643
48	0.015263	0.174	0.431057

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.292719	3.3375	0.000551
2	-0.135337	-1.5431	0.062621
3	-0.025754	-0.2936	0.384749
4	-0.054503	-0.6214	0.267704
5	-0.066786	-0.7615	0.223875
6	-0.012249	-0.1397	0.444574
7	-0.014637	-0.1669	0.43386
8	0.027049	0.3084	0.379132
9	-0.071513	-0.8154	0.208174
10	-0.062762	-0.7156	0.237764
11	0.019685	0.2244	0.411381
12	0.061356	0.6996	0.242724
13	-0.003837	-0.0438	0.482584
14	0.042433	0.4838	0.314666
15	-0.097397	-1.1105	0.134418
16	-0.05603	-0.6388	0.262026
17	0.144712	1.65	0.050681
18	0.054569	0.6222	0.267456
19	0.024403	0.2782	0.390635
20	0.035182	0.4011	0.34449
21	-0.045325	-0.5168	0.303091
22	-0.005993	-0.0683	0.472811
23	-0.002289	-0.0261	0.48961
24	-0.066506	-0.7583	0.224826
25	-0.08588	-0.9792	0.164653
26	-0.058212	-0.6637	0.254024
27	0.016115	0.1837	0.427254
28	-0.029887	-0.3408	0.366914
29	-0.027883	-0.3179	0.375529
30	0.01852	0.2112	0.416548
31	0.011759	0.1341	0.446776
32	-0.024281	-0.2768	0.391168
33	-0.027595	-0.3146	0.376774
34	-0.037781	-0.4308	0.333673
35	-0.026905	-0.3068	0.379755
36	0.018817	0.2146	0.415226
37	0.199534	2.275	0.01227
38	-0.046213	-0.5269	0.299577
39	0.045721	0.5213	0.301521
40	-0.065043	-0.7416	0.229833
41	-0.04617	-0.5264	0.299748
42	0.025125	0.2865	0.387485
43	-0.027347	-0.3118	0.377843
44	-0.015097	-0.1721	0.431803
45	0.100186	1.1423	0.127716
46	0.058744	0.6698	0.252091
47	0.018896	0.2154	0.414878
48	0.011426	0.1303	0.448274

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.292719 & 3.3375 & 0.000551 \tabularnewline
2 & -0.135337 & -1.5431 & 0.062621 \tabularnewline
3 & -0.025754 & -0.2936 & 0.384749 \tabularnewline
4 & -0.054503 & -0.6214 & 0.267704 \tabularnewline
5 & -0.066786 & -0.7615 & 0.223875 \tabularnewline
6 & -0.012249 & -0.1397 & 0.444574 \tabularnewline
7 & -0.014637 & -0.1669 & 0.43386 \tabularnewline
8 & 0.027049 & 0.3084 & 0.379132 \tabularnewline
9 & -0.071513 & -0.8154 & 0.208174 \tabularnewline
10 & -0.062762 & -0.7156 & 0.237764 \tabularnewline
11 & 0.019685 & 0.2244 & 0.411381 \tabularnewline
12 & 0.061356 & 0.6996 & 0.242724 \tabularnewline
13 & -0.003837 & -0.0438 & 0.482584 \tabularnewline
14 & 0.042433 & 0.4838 & 0.314666 \tabularnewline
15 & -0.097397 & -1.1105 & 0.134418 \tabularnewline
16 & -0.05603 & -0.6388 & 0.262026 \tabularnewline
17 & 0.144712 & 1.65 & 0.050681 \tabularnewline
18 & 0.054569 & 0.6222 & 0.267456 \tabularnewline
19 & 0.024403 & 0.2782 & 0.390635 \tabularnewline
20 & 0.035182 & 0.4011 & 0.34449 \tabularnewline
21 & -0.045325 & -0.5168 & 0.303091 \tabularnewline
22 & -0.005993 & -0.0683 & 0.472811 \tabularnewline
23 & -0.002289 & -0.0261 & 0.48961 \tabularnewline
24 & -0.066506 & -0.7583 & 0.224826 \tabularnewline
25 & -0.08588 & -0.9792 & 0.164653 \tabularnewline
26 & -0.058212 & -0.6637 & 0.254024 \tabularnewline
27 & 0.016115 & 0.1837 & 0.427254 \tabularnewline
28 & -0.029887 & -0.3408 & 0.366914 \tabularnewline
29 & -0.027883 & -0.3179 & 0.375529 \tabularnewline
30 & 0.01852 & 0.2112 & 0.416548 \tabularnewline
31 & 0.011759 & 0.1341 & 0.446776 \tabularnewline
32 & -0.024281 & -0.2768 & 0.391168 \tabularnewline
33 & -0.027595 & -0.3146 & 0.376774 \tabularnewline
34 & -0.037781 & -0.4308 & 0.333673 \tabularnewline
35 & -0.026905 & -0.3068 & 0.379755 \tabularnewline
36 & 0.018817 & 0.2146 & 0.415226 \tabularnewline
37 & 0.199534 & 2.275 & 0.01227 \tabularnewline
38 & -0.046213 & -0.5269 & 0.299577 \tabularnewline
39 & 0.045721 & 0.5213 & 0.301521 \tabularnewline
40 & -0.065043 & -0.7416 & 0.229833 \tabularnewline
41 & -0.04617 & -0.5264 & 0.299748 \tabularnewline
42 & 0.025125 & 0.2865 & 0.387485 \tabularnewline
43 & -0.027347 & -0.3118 & 0.377843 \tabularnewline
44 & -0.015097 & -0.1721 & 0.431803 \tabularnewline
45 & 0.100186 & 1.1423 & 0.127716 \tabularnewline
46 & 0.058744 & 0.6698 & 0.252091 \tabularnewline
47 & 0.018896 & 0.2154 & 0.414878 \tabularnewline
48 & 0.011426 & 0.1303 & 0.448274 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=39969&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]0.292719[/C][C]3.3375[/C][C]0.000551[/C][/ROW]
[ROW][C]2[/C][C]-0.135337[/C][C]-1.5431[/C][C]0.062621[/C][/ROW]
[ROW][C]3[/C][C]-0.025754[/C][C]-0.2936[/C][C]0.384749[/C][/ROW]
[ROW][C]4[/C][C]-0.054503[/C][C]-0.6214[/C][C]0.267704[/C][/ROW]
[ROW][C]5[/C][C]-0.066786[/C][C]-0.7615[/C][C]0.223875[/C][/ROW]
[ROW][C]6[/C][C]-0.012249[/C][C]-0.1397[/C][C]0.444574[/C][/ROW]
[ROW][C]7[/C][C]-0.014637[/C][C]-0.1669[/C][C]0.43386[/C][/ROW]
[ROW][C]8[/C][C]0.027049[/C][C]0.3084[/C][C]0.379132[/C][/ROW]
[ROW][C]9[/C][C]-0.071513[/C][C]-0.8154[/C][C]0.208174[/C][/ROW]
[ROW][C]10[/C][C]-0.062762[/C][C]-0.7156[/C][C]0.237764[/C][/ROW]
[ROW][C]11[/C][C]0.019685[/C][C]0.2244[/C][C]0.411381[/C][/ROW]
[ROW][C]12[/C][C]0.061356[/C][C]0.6996[/C][C]0.242724[/C][/ROW]
[ROW][C]13[/C][C]-0.003837[/C][C]-0.0438[/C][C]0.482584[/C][/ROW]
[ROW][C]14[/C][C]0.042433[/C][C]0.4838[/C][C]0.314666[/C][/ROW]
[ROW][C]15[/C][C]-0.097397[/C][C]-1.1105[/C][C]0.134418[/C][/ROW]
[ROW][C]16[/C][C]-0.05603[/C][C]-0.6388[/C][C]0.262026[/C][/ROW]
[ROW][C]17[/C][C]0.144712[/C][C]1.65[/C][C]0.050681[/C][/ROW]
[ROW][C]18[/C][C]0.054569[/C][C]0.6222[/C][C]0.267456[/C][/ROW]
[ROW][C]19[/C][C]0.024403[/C][C]0.2782[/C][C]0.390635[/C][/ROW]
[ROW][C]20[/C][C]0.035182[/C][C]0.4011[/C][C]0.34449[/C][/ROW]
[ROW][C]21[/C][C]-0.045325[/C][C]-0.5168[/C][C]0.303091[/C][/ROW]
[ROW][C]22[/C][C]-0.005993[/C][C]-0.0683[/C][C]0.472811[/C][/ROW]
[ROW][C]23[/C][C]-0.002289[/C][C]-0.0261[/C][C]0.48961[/C][/ROW]
[ROW][C]24[/C][C]-0.066506[/C][C]-0.7583[/C][C]0.224826[/C][/ROW]
[ROW][C]25[/C][C]-0.08588[/C][C]-0.9792[/C][C]0.164653[/C][/ROW]
[ROW][C]26[/C][C]-0.058212[/C][C]-0.6637[/C][C]0.254024[/C][/ROW]
[ROW][C]27[/C][C]0.016115[/C][C]0.1837[/C][C]0.427254[/C][/ROW]
[ROW][C]28[/C][C]-0.029887[/C][C]-0.3408[/C][C]0.366914[/C][/ROW]
[ROW][C]29[/C][C]-0.027883[/C][C]-0.3179[/C][C]0.375529[/C][/ROW]
[ROW][C]30[/C][C]0.01852[/C][C]0.2112[/C][C]0.416548[/C][/ROW]
[ROW][C]31[/C][C]0.011759[/C][C]0.1341[/C][C]0.446776[/C][/ROW]
[ROW][C]32[/C][C]-0.024281[/C][C]-0.2768[/C][C]0.391168[/C][/ROW]
[ROW][C]33[/C][C]-0.027595[/C][C]-0.3146[/C][C]0.376774[/C][/ROW]
[ROW][C]34[/C][C]-0.037781[/C][C]-0.4308[/C][C]0.333673[/C][/ROW]
[ROW][C]35[/C][C]-0.026905[/C][C]-0.3068[/C][C]0.379755[/C][/ROW]
[ROW][C]36[/C][C]0.018817[/C][C]0.2146[/C][C]0.415226[/C][/ROW]
[ROW][C]37[/C][C]0.199534[/C][C]2.275[/C][C]0.01227[/C][/ROW]
[ROW][C]38[/C][C]-0.046213[/C][C]-0.5269[/C][C]0.299577[/C][/ROW]
[ROW][C]39[/C][C]0.045721[/C][C]0.5213[/C][C]0.301521[/C][/ROW]
[ROW][C]40[/C][C]-0.065043[/C][C]-0.7416[/C][C]0.229833[/C][/ROW]
[ROW][C]41[/C][C]-0.04617[/C][C]-0.5264[/C][C]0.299748[/C][/ROW]
[ROW][C]42[/C][C]0.025125[/C][C]0.2865[/C][C]0.387485[/C][/ROW]
[ROW][C]43[/C][C]-0.027347[/C][C]-0.3118[/C][C]0.377843[/C][/ROW]
[ROW][C]44[/C][C]-0.015097[/C][C]-0.1721[/C][C]0.431803[/C][/ROW]
[ROW][C]45[/C][C]0.100186[/C][C]1.1423[/C][C]0.127716[/C][/ROW]
[ROW][C]46[/C][C]0.058744[/C][C]0.6698[/C][C]0.252091[/C][/ROW]
[ROW][C]47[/C][C]0.018896[/C][C]0.2154[/C][C]0.414878[/C][/ROW]
[ROW][C]48[/C][C]0.011426[/C][C]0.1303[/C][C]0.448274[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=39969&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=39969&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	0.292719	3.3375	0.000551
2	-0.135337	-1.5431	0.062621
3	-0.025754	-0.2936	0.384749
4	-0.054503	-0.6214	0.267704
5	-0.066786	-0.7615	0.223875
6	-0.012249	-0.1397	0.444574
7	-0.014637	-0.1669	0.43386
8	0.027049	0.3084	0.379132
9	-0.071513	-0.8154	0.208174
10	-0.062762	-0.7156	0.237764
11	0.019685	0.2244	0.411381
12	0.061356	0.6996	0.242724
13	-0.003837	-0.0438	0.482584
14	0.042433	0.4838	0.314666
15	-0.097397	-1.1105	0.134418
16	-0.05603	-0.6388	0.262026
17	0.144712	1.65	0.050681
18	0.054569	0.6222	0.267456
19	0.024403	0.2782	0.390635
20	0.035182	0.4011	0.34449
21	-0.045325	-0.5168	0.303091
22	-0.005993	-0.0683	0.472811
23	-0.002289	-0.0261	0.48961
24	-0.066506	-0.7583	0.224826
25	-0.08588	-0.9792	0.164653
26	-0.058212	-0.6637	0.254024
27	0.016115	0.1837	0.427254
28	-0.029887	-0.3408	0.366914
29	-0.027883	-0.3179	0.375529
30	0.01852	0.2112	0.416548
31	0.011759	0.1341	0.446776
32	-0.024281	-0.2768	0.391168
33	-0.027595	-0.3146	0.376774
34	-0.037781	-0.4308	0.333673
35	-0.026905	-0.3068	0.379755
36	0.018817	0.2146	0.415226
37	0.199534	2.275	0.01227
38	-0.046213	-0.5269	0.299577
39	0.045721	0.5213	0.301521
40	-0.065043	-0.7416	0.229833
41	-0.04617	-0.5264	0.299748
42	0.025125	0.2865	0.387485
43	-0.027347	-0.3118	0.377843
44	-0.015097	-0.1721	0.431803
45	0.100186	1.1423	0.127716
46	0.058744	0.6698	0.252091
47	0.018896	0.2154	0.414878
48	0.011426	0.1303	0.448274

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