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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 14 May 2009 08:00:09 -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/14/t1242310028f6zyp0ywieg4z6g.htm/, Retrieved Sun, 28 Apr 2024 21:12:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=40002, Retrieved Sun, 28 Apr 2024 21:12:58 +0000

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Estimated Impact

109

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

-     [(Partial) Autocorrelation Function] [opgave 6bis- oefe...] [2008-12-08 20:23:30] [ca4e42c3236d1c0cb4de680f9dd82ba0]
-    D    [(Partial) Autocorrelation Function] [Kristof Nollekens...] [2009-05-14 14:00:09] [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=40002&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=40002&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40002&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	-0.358209	-5.6751	0
2	-0.178677	-2.8308	0.00251
3	-0.12244	-1.9398	0.026761
4	-0.025636	-0.4062	0.342488
5	0.509775	8.0764	0
6	-0.250266	-3.965	4.8e-05
7	-0.133745	-2.1189	0.01754
8	-0.113498	-1.7981	0.036678
9	0.08577	1.3589	0.087706
10	0.381144	6.0385	0
11	-0.264704	-4.1937	1.9e-05
12	-0.09876	-1.5646	0.059463
13	-0.087937	-1.3932	0.082399
14	0.150705	2.3876	0.008849
15	0.203819	3.2291	0.000704
16	-0.18823	-2.9821	0.001572
17	-0.077825	-1.233	0.109368
18	-0.052884	-0.8378	0.201458
19	0.169948	2.6925	0.003785
20	0.118062	1.8704	0.031293
21	-0.176933	-2.8032	0.002728
22	-0.04409	-0.6985	0.24275
23	-0.07126	-1.129	0.129996
24	0.234508	3.7153	0.000125
25	0.023101	0.366	0.357343
26	-0.157865	-2.5011	0.00651
27	-0.012988	-0.2058	0.418572
28	-0.078803	-1.2485	0.106511
29	0.205394	3.2541	0.000647
30	0.030956	0.4904	0.312128
31	-0.137708	-2.1817	0.01503
32	-0.075593	-1.1976	0.116096
33	0.06312	1	0.159136
34	0.123614	1.9584	0.025644
35	-0.003095	-0.049	0.480466
36	-0.145867	-2.311	0.010823
37	-0.020859	-0.3305	0.370658
38	0.055636	0.8814	0.18946
39	0.107994	1.711	0.044163
40	-0.007788	-0.1234	0.450947
41	-0.136956	-2.1698	0.015481
42	0.025057	0.397	0.34586
43	0.00704	0.1115	0.455643
44	0.123969	1.964	0.025314
45	-0.067313	-1.0664	0.143625
46	-0.065178	-1.0326	0.151389
47	-0.015958	-0.2528	0.400308
48	0.045507	0.721	0.2358

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.358209 & -5.6751 & 0 \tabularnewline
2 & -0.178677 & -2.8308 & 0.00251 \tabularnewline
3 & -0.12244 & -1.9398 & 0.026761 \tabularnewline
4 & -0.025636 & -0.4062 & 0.342488 \tabularnewline
5 & 0.509775 & 8.0764 & 0 \tabularnewline
6 & -0.250266 & -3.965 & 4.8e-05 \tabularnewline
7 & -0.133745 & -2.1189 & 0.01754 \tabularnewline
8 & -0.113498 & -1.7981 & 0.036678 \tabularnewline
9 & 0.08577 & 1.3589 & 0.087706 \tabularnewline
10 & 0.381144 & 6.0385 & 0 \tabularnewline
11 & -0.264704 & -4.1937 & 1.9e-05 \tabularnewline
12 & -0.09876 & -1.5646 & 0.059463 \tabularnewline
13 & -0.087937 & -1.3932 & 0.082399 \tabularnewline
14 & 0.150705 & 2.3876 & 0.008849 \tabularnewline
15 & 0.203819 & 3.2291 & 0.000704 \tabularnewline
16 & -0.18823 & -2.9821 & 0.001572 \tabularnewline
17 & -0.077825 & -1.233 & 0.109368 \tabularnewline
18 & -0.052884 & -0.8378 & 0.201458 \tabularnewline
19 & 0.169948 & 2.6925 & 0.003785 \tabularnewline
20 & 0.118062 & 1.8704 & 0.031293 \tabularnewline
21 & -0.176933 & -2.8032 & 0.002728 \tabularnewline
22 & -0.04409 & -0.6985 & 0.24275 \tabularnewline
23 & -0.07126 & -1.129 & 0.129996 \tabularnewline
24 & 0.234508 & 3.7153 & 0.000125 \tabularnewline
25 & 0.023101 & 0.366 & 0.357343 \tabularnewline
26 & -0.157865 & -2.5011 & 0.00651 \tabularnewline
27 & -0.012988 & -0.2058 & 0.418572 \tabularnewline
28 & -0.078803 & -1.2485 & 0.106511 \tabularnewline
29 & 0.205394 & 3.2541 & 0.000647 \tabularnewline
30 & 0.030956 & 0.4904 & 0.312128 \tabularnewline
31 & -0.137708 & -2.1817 & 0.01503 \tabularnewline
32 & -0.075593 & -1.1976 & 0.116096 \tabularnewline
33 & 0.06312 & 1 & 0.159136 \tabularnewline
34 & 0.123614 & 1.9584 & 0.025644 \tabularnewline
35 & -0.003095 & -0.049 & 0.480466 \tabularnewline
36 & -0.145867 & -2.311 & 0.010823 \tabularnewline
37 & -0.020859 & -0.3305 & 0.370658 \tabularnewline
38 & 0.055636 & 0.8814 & 0.18946 \tabularnewline
39 & 0.107994 & 1.711 & 0.044163 \tabularnewline
40 & -0.007788 & -0.1234 & 0.450947 \tabularnewline
41 & -0.136956 & -2.1698 & 0.015481 \tabularnewline
42 & 0.025057 & 0.397 & 0.34586 \tabularnewline
43 & 0.00704 & 0.1115 & 0.455643 \tabularnewline
44 & 0.123969 & 1.964 & 0.025314 \tabularnewline
45 & -0.067313 & -1.0664 & 0.143625 \tabularnewline
46 & -0.065178 & -1.0326 & 0.151389 \tabularnewline
47 & -0.015958 & -0.2528 & 0.400308 \tabularnewline
48 & 0.045507 & 0.721 & 0.2358 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40002&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]-0.358209[/C][C]-5.6751[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.178677[/C][C]-2.8308[/C][C]0.00251[/C][/ROW]
[ROW][C]3[/C][C]-0.12244[/C][C]-1.9398[/C][C]0.026761[/C][/ROW]
[ROW][C]4[/C][C]-0.025636[/C][C]-0.4062[/C][C]0.342488[/C][/ROW]
[ROW][C]5[/C][C]0.509775[/C][C]8.0764[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]-0.250266[/C][C]-3.965[/C][C]4.8e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.133745[/C][C]-2.1189[/C][C]0.01754[/C][/ROW]
[ROW][C]8[/C][C]-0.113498[/C][C]-1.7981[/C][C]0.036678[/C][/ROW]
[ROW][C]9[/C][C]0.08577[/C][C]1.3589[/C][C]0.087706[/C][/ROW]
[ROW][C]10[/C][C]0.381144[/C][C]6.0385[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]-0.264704[/C][C]-4.1937[/C][C]1.9e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.09876[/C][C]-1.5646[/C][C]0.059463[/C][/ROW]
[ROW][C]13[/C][C]-0.087937[/C][C]-1.3932[/C][C]0.082399[/C][/ROW]
[ROW][C]14[/C][C]0.150705[/C][C]2.3876[/C][C]0.008849[/C][/ROW]
[ROW][C]15[/C][C]0.203819[/C][C]3.2291[/C][C]0.000704[/C][/ROW]
[ROW][C]16[/C][C]-0.18823[/C][C]-2.9821[/C][C]0.001572[/C][/ROW]
[ROW][C]17[/C][C]-0.077825[/C][C]-1.233[/C][C]0.109368[/C][/ROW]
[ROW][C]18[/C][C]-0.052884[/C][C]-0.8378[/C][C]0.201458[/C][/ROW]
[ROW][C]19[/C][C]0.169948[/C][C]2.6925[/C][C]0.003785[/C][/ROW]
[ROW][C]20[/C][C]0.118062[/C][C]1.8704[/C][C]0.031293[/C][/ROW]
[ROW][C]21[/C][C]-0.176933[/C][C]-2.8032[/C][C]0.002728[/C][/ROW]
[ROW][C]22[/C][C]-0.04409[/C][C]-0.6985[/C][C]0.24275[/C][/ROW]
[ROW][C]23[/C][C]-0.07126[/C][C]-1.129[/C][C]0.129996[/C][/ROW]
[ROW][C]24[/C][C]0.234508[/C][C]3.7153[/C][C]0.000125[/C][/ROW]
[ROW][C]25[/C][C]0.023101[/C][C]0.366[/C][C]0.357343[/C][/ROW]
[ROW][C]26[/C][C]-0.157865[/C][C]-2.5011[/C][C]0.00651[/C][/ROW]
[ROW][C]27[/C][C]-0.012988[/C][C]-0.2058[/C][C]0.418572[/C][/ROW]
[ROW][C]28[/C][C]-0.078803[/C][C]-1.2485[/C][C]0.106511[/C][/ROW]
[ROW][C]29[/C][C]0.205394[/C][C]3.2541[/C][C]0.000647[/C][/ROW]
[ROW][C]30[/C][C]0.030956[/C][C]0.4904[/C][C]0.312128[/C][/ROW]
[ROW][C]31[/C][C]-0.137708[/C][C]-2.1817[/C][C]0.01503[/C][/ROW]
[ROW][C]32[/C][C]-0.075593[/C][C]-1.1976[/C][C]0.116096[/C][/ROW]
[ROW][C]33[/C][C]0.06312[/C][C]1[/C][C]0.159136[/C][/ROW]
[ROW][C]34[/C][C]0.123614[/C][C]1.9584[/C][C]0.025644[/C][/ROW]
[ROW][C]35[/C][C]-0.003095[/C][C]-0.049[/C][C]0.480466[/C][/ROW]
[ROW][C]36[/C][C]-0.145867[/C][C]-2.311[/C][C]0.010823[/C][/ROW]
[ROW][C]37[/C][C]-0.020859[/C][C]-0.3305[/C][C]0.370658[/C][/ROW]
[ROW][C]38[/C][C]0.055636[/C][C]0.8814[/C][C]0.18946[/C][/ROW]
[ROW][C]39[/C][C]0.107994[/C][C]1.711[/C][C]0.044163[/C][/ROW]
[ROW][C]40[/C][C]-0.007788[/C][C]-0.1234[/C][C]0.450947[/C][/ROW]
[ROW][C]41[/C][C]-0.136956[/C][C]-2.1698[/C][C]0.015481[/C][/ROW]
[ROW][C]42[/C][C]0.025057[/C][C]0.397[/C][C]0.34586[/C][/ROW]
[ROW][C]43[/C][C]0.00704[/C][C]0.1115[/C][C]0.455643[/C][/ROW]
[ROW][C]44[/C][C]0.123969[/C][C]1.964[/C][C]0.025314[/C][/ROW]
[ROW][C]45[/C][C]-0.067313[/C][C]-1.0664[/C][C]0.143625[/C][/ROW]
[ROW][C]46[/C][C]-0.065178[/C][C]-1.0326[/C][C]0.151389[/C][/ROW]
[ROW][C]47[/C][C]-0.015958[/C][C]-0.2528[/C][C]0.400308[/C][/ROW]
[ROW][C]48[/C][C]0.045507[/C][C]0.721[/C][C]0.2358[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40002&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40002&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	-0.358209	-5.6751	0
2	-0.178677	-2.8308	0.00251
3	-0.12244	-1.9398	0.026761
4	-0.025636	-0.4062	0.342488
5	0.509775	8.0764	0
6	-0.250266	-3.965	4.8e-05
7	-0.133745	-2.1189	0.01754
8	-0.113498	-1.7981	0.036678
9	0.08577	1.3589	0.087706
10	0.381144	6.0385	0
11	-0.264704	-4.1937	1.9e-05
12	-0.09876	-1.5646	0.059463
13	-0.087937	-1.3932	0.082399
14	0.150705	2.3876	0.008849
15	0.203819	3.2291	0.000704
16	-0.18823	-2.9821	0.001572
17	-0.077825	-1.233	0.109368
18	-0.052884	-0.8378	0.201458
19	0.169948	2.6925	0.003785
20	0.118062	1.8704	0.031293
21	-0.176933	-2.8032	0.002728
22	-0.04409	-0.6985	0.24275
23	-0.07126	-1.129	0.129996
24	0.234508	3.7153	0.000125
25	0.023101	0.366	0.357343
26	-0.157865	-2.5011	0.00651
27	-0.012988	-0.2058	0.418572
28	-0.078803	-1.2485	0.106511
29	0.205394	3.2541	0.000647
30	0.030956	0.4904	0.312128
31	-0.137708	-2.1817	0.01503
32	-0.075593	-1.1976	0.116096
33	0.06312	1	0.159136
34	0.123614	1.9584	0.025644
35	-0.003095	-0.049	0.480466
36	-0.145867	-2.311	0.010823
37	-0.020859	-0.3305	0.370658
38	0.055636	0.8814	0.18946
39	0.107994	1.711	0.044163
40	-0.007788	-0.1234	0.450947
41	-0.136956	-2.1698	0.015481
42	0.025057	0.397	0.34586
43	0.00704	0.1115	0.455643
44	0.123969	1.964	0.025314
45	-0.067313	-1.0664	0.143625
46	-0.065178	-1.0326	0.151389
47	-0.015958	-0.2528	0.400308
48	0.045507	0.721	0.2358

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.358209	-5.6751	0
2	-0.35218	-5.5796	0
3	-0.43891	-6.9536	0
4	-0.587212	-9.3032	0
5	0.05255	0.8325	0.202947
6	-0.005883	-0.0932	0.46291
7	0.015588	0.247	0.402573
8	-0.134527	-2.1313	0.017018
9	-0.222152	-3.5195	0.000257
10	0.024971	0.3956	0.346361
11	-0.004955	-0.0785	0.468745
12	0.043588	0.6906	0.245239
13	-0.039419	-0.6245	0.266428
14	-0.05993	-0.9495	0.171649
15	-0.120269	-1.9054	0.028935
16	-0.063689	-1.009	0.156966
17	-0.019884	-0.315	0.376503
18	-0.013097	-0.2075	0.417898
19	0.009482	0.1502	0.440354
20	0.033237	0.5266	0.299476
21	0.019338	0.3064	0.379791
22	0.065217	1.0332	0.151245
23	-0.052569	-0.8328	0.202862
24	0.072632	1.1507	0.125474
25	0.082548	1.3078	0.096067
26	0.063737	1.0098	0.156786
27	0.114672	1.8167	0.035225
28	-0.022309	-0.3534	0.362029
29	-0.093808	-1.4862	0.069241
30	-0.01324	-0.2098	0.417013
31	0.035707	0.5657	0.286052
32	-0.065052	-1.0306	0.151857
33	0.110053	1.7436	0.04123
34	0.004166	0.066	0.473714
35	0.019709	0.3122	0.377557
36	-0.068747	-1.0892	0.138563
37	-0.036264	-0.5745	0.283064
38	-0.055603	-0.8809	0.189605
39	-0.037278	-0.5906	0.277659
40	-0.012682	-0.2009	0.420461
41	-0.02375	-0.3763	0.353515
42	0.068396	1.0836	0.139791
43	-0.086807	-1.3753	0.085136
44	0.007885	0.1249	0.450345
45	-0.064711	-1.0252	0.153124
46	0.050946	0.8071	0.210176
47	-0.021422	-0.3394	0.367303
48	0.007423	0.1176	0.453241

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.358209 & -5.6751 & 0 \tabularnewline
2 & -0.35218 & -5.5796 & 0 \tabularnewline
3 & -0.43891 & -6.9536 & 0 \tabularnewline
4 & -0.587212 & -9.3032 & 0 \tabularnewline
5 & 0.05255 & 0.8325 & 0.202947 \tabularnewline
6 & -0.005883 & -0.0932 & 0.46291 \tabularnewline
7 & 0.015588 & 0.247 & 0.402573 \tabularnewline
8 & -0.134527 & -2.1313 & 0.017018 \tabularnewline
9 & -0.222152 & -3.5195 & 0.000257 \tabularnewline
10 & 0.024971 & 0.3956 & 0.346361 \tabularnewline
11 & -0.004955 & -0.0785 & 0.468745 \tabularnewline
12 & 0.043588 & 0.6906 & 0.245239 \tabularnewline
13 & -0.039419 & -0.6245 & 0.266428 \tabularnewline
14 & -0.05993 & -0.9495 & 0.171649 \tabularnewline
15 & -0.120269 & -1.9054 & 0.028935 \tabularnewline
16 & -0.063689 & -1.009 & 0.156966 \tabularnewline
17 & -0.019884 & -0.315 & 0.376503 \tabularnewline
18 & -0.013097 & -0.2075 & 0.417898 \tabularnewline
19 & 0.009482 & 0.1502 & 0.440354 \tabularnewline
20 & 0.033237 & 0.5266 & 0.299476 \tabularnewline
21 & 0.019338 & 0.3064 & 0.379791 \tabularnewline
22 & 0.065217 & 1.0332 & 0.151245 \tabularnewline
23 & -0.052569 & -0.8328 & 0.202862 \tabularnewline
24 & 0.072632 & 1.1507 & 0.125474 \tabularnewline
25 & 0.082548 & 1.3078 & 0.096067 \tabularnewline
26 & 0.063737 & 1.0098 & 0.156786 \tabularnewline
27 & 0.114672 & 1.8167 & 0.035225 \tabularnewline
28 & -0.022309 & -0.3534 & 0.362029 \tabularnewline
29 & -0.093808 & -1.4862 & 0.069241 \tabularnewline
30 & -0.01324 & -0.2098 & 0.417013 \tabularnewline
31 & 0.035707 & 0.5657 & 0.286052 \tabularnewline
32 & -0.065052 & -1.0306 & 0.151857 \tabularnewline
33 & 0.110053 & 1.7436 & 0.04123 \tabularnewline
34 & 0.004166 & 0.066 & 0.473714 \tabularnewline
35 & 0.019709 & 0.3122 & 0.377557 \tabularnewline
36 & -0.068747 & -1.0892 & 0.138563 \tabularnewline
37 & -0.036264 & -0.5745 & 0.283064 \tabularnewline
38 & -0.055603 & -0.8809 & 0.189605 \tabularnewline
39 & -0.037278 & -0.5906 & 0.277659 \tabularnewline
40 & -0.012682 & -0.2009 & 0.420461 \tabularnewline
41 & -0.02375 & -0.3763 & 0.353515 \tabularnewline
42 & 0.068396 & 1.0836 & 0.139791 \tabularnewline
43 & -0.086807 & -1.3753 & 0.085136 \tabularnewline
44 & 0.007885 & 0.1249 & 0.450345 \tabularnewline
45 & -0.064711 & -1.0252 & 0.153124 \tabularnewline
46 & 0.050946 & 0.8071 & 0.210176 \tabularnewline
47 & -0.021422 & -0.3394 & 0.367303 \tabularnewline
48 & 0.007423 & 0.1176 & 0.453241 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40002&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]-0.358209[/C][C]-5.6751[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.35218[/C][C]-5.5796[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.43891[/C][C]-6.9536[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]-0.587212[/C][C]-9.3032[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.05255[/C][C]0.8325[/C][C]0.202947[/C][/ROW]
[ROW][C]6[/C][C]-0.005883[/C][C]-0.0932[/C][C]0.46291[/C][/ROW]
[ROW][C]7[/C][C]0.015588[/C][C]0.247[/C][C]0.402573[/C][/ROW]
[ROW][C]8[/C][C]-0.134527[/C][C]-2.1313[/C][C]0.017018[/C][/ROW]
[ROW][C]9[/C][C]-0.222152[/C][C]-3.5195[/C][C]0.000257[/C][/ROW]
[ROW][C]10[/C][C]0.024971[/C][C]0.3956[/C][C]0.346361[/C][/ROW]
[ROW][C]11[/C][C]-0.004955[/C][C]-0.0785[/C][C]0.468745[/C][/ROW]
[ROW][C]12[/C][C]0.043588[/C][C]0.6906[/C][C]0.245239[/C][/ROW]
[ROW][C]13[/C][C]-0.039419[/C][C]-0.6245[/C][C]0.266428[/C][/ROW]
[ROW][C]14[/C][C]-0.05993[/C][C]-0.9495[/C][C]0.171649[/C][/ROW]
[ROW][C]15[/C][C]-0.120269[/C][C]-1.9054[/C][C]0.028935[/C][/ROW]
[ROW][C]16[/C][C]-0.063689[/C][C]-1.009[/C][C]0.156966[/C][/ROW]
[ROW][C]17[/C][C]-0.019884[/C][C]-0.315[/C][C]0.376503[/C][/ROW]
[ROW][C]18[/C][C]-0.013097[/C][C]-0.2075[/C][C]0.417898[/C][/ROW]
[ROW][C]19[/C][C]0.009482[/C][C]0.1502[/C][C]0.440354[/C][/ROW]
[ROW][C]20[/C][C]0.033237[/C][C]0.5266[/C][C]0.299476[/C][/ROW]
[ROW][C]21[/C][C]0.019338[/C][C]0.3064[/C][C]0.379791[/C][/ROW]
[ROW][C]22[/C][C]0.065217[/C][C]1.0332[/C][C]0.151245[/C][/ROW]
[ROW][C]23[/C][C]-0.052569[/C][C]-0.8328[/C][C]0.202862[/C][/ROW]
[ROW][C]24[/C][C]0.072632[/C][C]1.1507[/C][C]0.125474[/C][/ROW]
[ROW][C]25[/C][C]0.082548[/C][C]1.3078[/C][C]0.096067[/C][/ROW]
[ROW][C]26[/C][C]0.063737[/C][C]1.0098[/C][C]0.156786[/C][/ROW]
[ROW][C]27[/C][C]0.114672[/C][C]1.8167[/C][C]0.035225[/C][/ROW]
[ROW][C]28[/C][C]-0.022309[/C][C]-0.3534[/C][C]0.362029[/C][/ROW]
[ROW][C]29[/C][C]-0.093808[/C][C]-1.4862[/C][C]0.069241[/C][/ROW]
[ROW][C]30[/C][C]-0.01324[/C][C]-0.2098[/C][C]0.417013[/C][/ROW]
[ROW][C]31[/C][C]0.035707[/C][C]0.5657[/C][C]0.286052[/C][/ROW]
[ROW][C]32[/C][C]-0.065052[/C][C]-1.0306[/C][C]0.151857[/C][/ROW]
[ROW][C]33[/C][C]0.110053[/C][C]1.7436[/C][C]0.04123[/C][/ROW]
[ROW][C]34[/C][C]0.004166[/C][C]0.066[/C][C]0.473714[/C][/ROW]
[ROW][C]35[/C][C]0.019709[/C][C]0.3122[/C][C]0.377557[/C][/ROW]
[ROW][C]36[/C][C]-0.068747[/C][C]-1.0892[/C][C]0.138563[/C][/ROW]
[ROW][C]37[/C][C]-0.036264[/C][C]-0.5745[/C][C]0.283064[/C][/ROW]
[ROW][C]38[/C][C]-0.055603[/C][C]-0.8809[/C][C]0.189605[/C][/ROW]
[ROW][C]39[/C][C]-0.037278[/C][C]-0.5906[/C][C]0.277659[/C][/ROW]
[ROW][C]40[/C][C]-0.012682[/C][C]-0.2009[/C][C]0.420461[/C][/ROW]
[ROW][C]41[/C][C]-0.02375[/C][C]-0.3763[/C][C]0.353515[/C][/ROW]
[ROW][C]42[/C][C]0.068396[/C][C]1.0836[/C][C]0.139791[/C][/ROW]
[ROW][C]43[/C][C]-0.086807[/C][C]-1.3753[/C][C]0.085136[/C][/ROW]
[ROW][C]44[/C][C]0.007885[/C][C]0.1249[/C][C]0.450345[/C][/ROW]
[ROW][C]45[/C][C]-0.064711[/C][C]-1.0252[/C][C]0.153124[/C][/ROW]
[ROW][C]46[/C][C]0.050946[/C][C]0.8071[/C][C]0.210176[/C][/ROW]
[ROW][C]47[/C][C]-0.021422[/C][C]-0.3394[/C][C]0.367303[/C][/ROW]
[ROW][C]48[/C][C]0.007423[/C][C]0.1176[/C][C]0.453241[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40002&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40002&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	-0.358209	-5.6751	0
2	-0.35218	-5.5796	0
3	-0.43891	-6.9536	0
4	-0.587212	-9.3032	0
5	0.05255	0.8325	0.202947
6	-0.005883	-0.0932	0.46291
7	0.015588	0.247	0.402573
8	-0.134527	-2.1313	0.017018
9	-0.222152	-3.5195	0.000257
10	0.024971	0.3956	0.346361
11	-0.004955	-0.0785	0.468745
12	0.043588	0.6906	0.245239
13	-0.039419	-0.6245	0.266428
14	-0.05993	-0.9495	0.171649
15	-0.120269	-1.9054	0.028935
16	-0.063689	-1.009	0.156966
17	-0.019884	-0.315	0.376503
18	-0.013097	-0.2075	0.417898
19	0.009482	0.1502	0.440354
20	0.033237	0.5266	0.299476
21	0.019338	0.3064	0.379791
22	0.065217	1.0332	0.151245
23	-0.052569	-0.8328	0.202862
24	0.072632	1.1507	0.125474
25	0.082548	1.3078	0.096067
26	0.063737	1.0098	0.156786
27	0.114672	1.8167	0.035225
28	-0.022309	-0.3534	0.362029
29	-0.093808	-1.4862	0.069241
30	-0.01324	-0.2098	0.417013
31	0.035707	0.5657	0.286052
32	-0.065052	-1.0306	0.151857
33	0.110053	1.7436	0.04123
34	0.004166	0.066	0.473714
35	0.019709	0.3122	0.377557
36	-0.068747	-1.0892	0.138563
37	-0.036264	-0.5745	0.283064
38	-0.055603	-0.8809	0.189605
39	-0.037278	-0.5906	0.277659
40	-0.012682	-0.2009	0.420461
41	-0.02375	-0.3763	0.353515
42	0.068396	1.0836	0.139791
43	-0.086807	-1.3753	0.085136
44	0.007885	0.1249	0.450345
45	-0.064711	-1.0252	0.153124
46	0.050946	0.8071	0.210176
47	-0.021422	-0.3394	0.367303
48	0.007423	0.1176	0.453241

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