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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 14 May 2009 08:53:42 -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/t12423128715ta34dn222q50t5.htm/, Retrieved Sun, 28 Apr 2024 19:26:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=40017, Retrieved Sun, 28 Apr 2024 19:26:21 +0000

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-       [(Partial) Autocorrelation Function] [dorien storms aut...] [2009-05-14 14:53:42] [822aa141fddc67f18188afbe1dd38d3f] [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	3 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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40017&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]3 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=40017&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40017&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	3 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.950831	8.1239	0
2	0.898671	7.6782	0
3	0.84786	7.2441	0
4	0.801231	6.8457	0
5	0.758332	6.4792	0
6	0.716841	6.1247	0
7	0.679296	5.8039	0
8	0.639911	5.4674	0
9	0.601854	5.1422	1e-06
10	0.563354	4.8133	4e-06
11	0.524285	4.4795	1.4e-05
12	0.483545	4.1314	4.7e-05
13	0.443328	3.7878	0.000155
14	0.405391	3.4637	0.000448
15	0.366019	3.1273	0.001267
16	0.326788	2.7921	0.003341
17	0.292164	2.4962	0.007405
18	0.259807	2.2198	0.01477
19	0.228417	1.9516	0.027412
20	0.197007	1.6832	0.048301
21	0.166463	1.4223	0.079604
22	0.137316	1.1732	0.122259
23	0.108691	0.9287	0.178064
24	0.0789	0.6741	0.251181
25	0.047908	0.4093	0.341751
26	0.018072	0.1544	0.438858
27	-0.010888	-0.093	0.463068
28	-0.035539	-0.3036	0.381132
29	-0.058981	-0.5039	0.307913
30	-0.082289	-0.7031	0.242122
31	-0.10315	-0.8813	0.190521
32	-0.124839	-1.0666	0.144829
33	-0.144311	-1.233	0.110767
34	-0.163382	-1.3959	0.083482
35	-0.180828	-1.545	0.063336
36	-0.198746	-1.6981	0.046875
37	-0.218142	-1.8638	0.033185
38	-0.2381	-2.0343	0.022776
39	-0.257588	-2.2008	0.015456
40	-0.274668	-2.3468	0.010827
41	-0.290906	-2.4855	0.007614
42	-0.305313	-2.6086	0.00551
43	-0.320368	-2.7372	0.003889
44	-0.333736	-2.8514	0.002828
45	-0.347779	-2.9714	0.002006
46	-0.360044	-3.0762	0.001475
47	-0.367182	-3.1372	0.00123
48	-0.373917	-3.1947	0.001034

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.950831 & 8.1239 & 0 \tabularnewline
2 & 0.898671 & 7.6782 & 0 \tabularnewline
3 & 0.84786 & 7.2441 & 0 \tabularnewline
4 & 0.801231 & 6.8457 & 0 \tabularnewline
5 & 0.758332 & 6.4792 & 0 \tabularnewline
6 & 0.716841 & 6.1247 & 0 \tabularnewline
7 & 0.679296 & 5.8039 & 0 \tabularnewline
8 & 0.639911 & 5.4674 & 0 \tabularnewline
9 & 0.601854 & 5.1422 & 1e-06 \tabularnewline
10 & 0.563354 & 4.8133 & 4e-06 \tabularnewline
11 & 0.524285 & 4.4795 & 1.4e-05 \tabularnewline
12 & 0.483545 & 4.1314 & 4.7e-05 \tabularnewline
13 & 0.443328 & 3.7878 & 0.000155 \tabularnewline
14 & 0.405391 & 3.4637 & 0.000448 \tabularnewline
15 & 0.366019 & 3.1273 & 0.001267 \tabularnewline
16 & 0.326788 & 2.7921 & 0.003341 \tabularnewline
17 & 0.292164 & 2.4962 & 0.007405 \tabularnewline
18 & 0.259807 & 2.2198 & 0.01477 \tabularnewline
19 & 0.228417 & 1.9516 & 0.027412 \tabularnewline
20 & 0.197007 & 1.6832 & 0.048301 \tabularnewline
21 & 0.166463 & 1.4223 & 0.079604 \tabularnewline
22 & 0.137316 & 1.1732 & 0.122259 \tabularnewline
23 & 0.108691 & 0.9287 & 0.178064 \tabularnewline
24 & 0.0789 & 0.6741 & 0.251181 \tabularnewline
25 & 0.047908 & 0.4093 & 0.341751 \tabularnewline
26 & 0.018072 & 0.1544 & 0.438858 \tabularnewline
27 & -0.010888 & -0.093 & 0.463068 \tabularnewline
28 & -0.035539 & -0.3036 & 0.381132 \tabularnewline
29 & -0.058981 & -0.5039 & 0.307913 \tabularnewline
30 & -0.082289 & -0.7031 & 0.242122 \tabularnewline
31 & -0.10315 & -0.8813 & 0.190521 \tabularnewline
32 & -0.124839 & -1.0666 & 0.144829 \tabularnewline
33 & -0.144311 & -1.233 & 0.110767 \tabularnewline
34 & -0.163382 & -1.3959 & 0.083482 \tabularnewline
35 & -0.180828 & -1.545 & 0.063336 \tabularnewline
36 & -0.198746 & -1.6981 & 0.046875 \tabularnewline
37 & -0.218142 & -1.8638 & 0.033185 \tabularnewline
38 & -0.2381 & -2.0343 & 0.022776 \tabularnewline
39 & -0.257588 & -2.2008 & 0.015456 \tabularnewline
40 & -0.274668 & -2.3468 & 0.010827 \tabularnewline
41 & -0.290906 & -2.4855 & 0.007614 \tabularnewline
42 & -0.305313 & -2.6086 & 0.00551 \tabularnewline
43 & -0.320368 & -2.7372 & 0.003889 \tabularnewline
44 & -0.333736 & -2.8514 & 0.002828 \tabularnewline
45 & -0.347779 & -2.9714 & 0.002006 \tabularnewline
46 & -0.360044 & -3.0762 & 0.001475 \tabularnewline
47 & -0.367182 & -3.1372 & 0.00123 \tabularnewline
48 & -0.373917 & -3.1947 & 0.001034 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40017&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]0.950831[/C][C]8.1239[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.898671[/C][C]7.6782[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.84786[/C][C]7.2441[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.801231[/C][C]6.8457[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.758332[/C][C]6.4792[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.716841[/C][C]6.1247[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.679296[/C][C]5.8039[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.639911[/C][C]5.4674[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.601854[/C][C]5.1422[/C][C]1e-06[/C][/ROW]
[ROW][C]10[/C][C]0.563354[/C][C]4.8133[/C][C]4e-06[/C][/ROW]
[ROW][C]11[/C][C]0.524285[/C][C]4.4795[/C][C]1.4e-05[/C][/ROW]
[ROW][C]12[/C][C]0.483545[/C][C]4.1314[/C][C]4.7e-05[/C][/ROW]
[ROW][C]13[/C][C]0.443328[/C][C]3.7878[/C][C]0.000155[/C][/ROW]
[ROW][C]14[/C][C]0.405391[/C][C]3.4637[/C][C]0.000448[/C][/ROW]
[ROW][C]15[/C][C]0.366019[/C][C]3.1273[/C][C]0.001267[/C][/ROW]
[ROW][C]16[/C][C]0.326788[/C][C]2.7921[/C][C]0.003341[/C][/ROW]
[ROW][C]17[/C][C]0.292164[/C][C]2.4962[/C][C]0.007405[/C][/ROW]
[ROW][C]18[/C][C]0.259807[/C][C]2.2198[/C][C]0.01477[/C][/ROW]
[ROW][C]19[/C][C]0.228417[/C][C]1.9516[/C][C]0.027412[/C][/ROW]
[ROW][C]20[/C][C]0.197007[/C][C]1.6832[/C][C]0.048301[/C][/ROW]
[ROW][C]21[/C][C]0.166463[/C][C]1.4223[/C][C]0.079604[/C][/ROW]
[ROW][C]22[/C][C]0.137316[/C][C]1.1732[/C][C]0.122259[/C][/ROW]
[ROW][C]23[/C][C]0.108691[/C][C]0.9287[/C][C]0.178064[/C][/ROW]
[ROW][C]24[/C][C]0.0789[/C][C]0.6741[/C][C]0.251181[/C][/ROW]
[ROW][C]25[/C][C]0.047908[/C][C]0.4093[/C][C]0.341751[/C][/ROW]
[ROW][C]26[/C][C]0.018072[/C][C]0.1544[/C][C]0.438858[/C][/ROW]
[ROW][C]27[/C][C]-0.010888[/C][C]-0.093[/C][C]0.463068[/C][/ROW]
[ROW][C]28[/C][C]-0.035539[/C][C]-0.3036[/C][C]0.381132[/C][/ROW]
[ROW][C]29[/C][C]-0.058981[/C][C]-0.5039[/C][C]0.307913[/C][/ROW]
[ROW][C]30[/C][C]-0.082289[/C][C]-0.7031[/C][C]0.242122[/C][/ROW]
[ROW][C]31[/C][C]-0.10315[/C][C]-0.8813[/C][C]0.190521[/C][/ROW]
[ROW][C]32[/C][C]-0.124839[/C][C]-1.0666[/C][C]0.144829[/C][/ROW]
[ROW][C]33[/C][C]-0.144311[/C][C]-1.233[/C][C]0.110767[/C][/ROW]
[ROW][C]34[/C][C]-0.163382[/C][C]-1.3959[/C][C]0.083482[/C][/ROW]
[ROW][C]35[/C][C]-0.180828[/C][C]-1.545[/C][C]0.063336[/C][/ROW]
[ROW][C]36[/C][C]-0.198746[/C][C]-1.6981[/C][C]0.046875[/C][/ROW]
[ROW][C]37[/C][C]-0.218142[/C][C]-1.8638[/C][C]0.033185[/C][/ROW]
[ROW][C]38[/C][C]-0.2381[/C][C]-2.0343[/C][C]0.022776[/C][/ROW]
[ROW][C]39[/C][C]-0.257588[/C][C]-2.2008[/C][C]0.015456[/C][/ROW]
[ROW][C]40[/C][C]-0.274668[/C][C]-2.3468[/C][C]0.010827[/C][/ROW]
[ROW][C]41[/C][C]-0.290906[/C][C]-2.4855[/C][C]0.007614[/C][/ROW]
[ROW][C]42[/C][C]-0.305313[/C][C]-2.6086[/C][C]0.00551[/C][/ROW]
[ROW][C]43[/C][C]-0.320368[/C][C]-2.7372[/C][C]0.003889[/C][/ROW]
[ROW][C]44[/C][C]-0.333736[/C][C]-2.8514[/C][C]0.002828[/C][/ROW]
[ROW][C]45[/C][C]-0.347779[/C][C]-2.9714[/C][C]0.002006[/C][/ROW]
[ROW][C]46[/C][C]-0.360044[/C][C]-3.0762[/C][C]0.001475[/C][/ROW]
[ROW][C]47[/C][C]-0.367182[/C][C]-3.1372[/C][C]0.00123[/C][/ROW]
[ROW][C]48[/C][C]-0.373917[/C][C]-3.1947[/C][C]0.001034[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40017&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40017&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	0.950831	8.1239	0
2	0.898671	7.6782	0
3	0.84786	7.2441	0
4	0.801231	6.8457	0
5	0.758332	6.4792	0
6	0.716841	6.1247	0
7	0.679296	5.8039	0
8	0.639911	5.4674	0
9	0.601854	5.1422	1e-06
10	0.563354	4.8133	4e-06
11	0.524285	4.4795	1.4e-05
12	0.483545	4.1314	4.7e-05
13	0.443328	3.7878	0.000155
14	0.405391	3.4637	0.000448
15	0.366019	3.1273	0.001267
16	0.326788	2.7921	0.003341
17	0.292164	2.4962	0.007405
18	0.259807	2.2198	0.01477
19	0.228417	1.9516	0.027412
20	0.197007	1.6832	0.048301
21	0.166463	1.4223	0.079604
22	0.137316	1.1732	0.122259
23	0.108691	0.9287	0.178064
24	0.0789	0.6741	0.251181
25	0.047908	0.4093	0.341751
26	0.018072	0.1544	0.438858
27	-0.010888	-0.093	0.463068
28	-0.035539	-0.3036	0.381132
29	-0.058981	-0.5039	0.307913
30	-0.082289	-0.7031	0.242122
31	-0.10315	-0.8813	0.190521
32	-0.124839	-1.0666	0.144829
33	-0.144311	-1.233	0.110767
34	-0.163382	-1.3959	0.083482
35	-0.180828	-1.545	0.063336
36	-0.198746	-1.6981	0.046875
37	-0.218142	-1.8638	0.033185
38	-0.2381	-2.0343	0.022776
39	-0.257588	-2.2008	0.015456
40	-0.274668	-2.3468	0.010827
41	-0.290906	-2.4855	0.007614
42	-0.305313	-2.6086	0.00551
43	-0.320368	-2.7372	0.003889
44	-0.333736	-2.8514	0.002828
45	-0.347779	-2.9714	0.002006
46	-0.360044	-3.0762	0.001475
47	-0.367182	-3.1372	0.00123
48	-0.373917	-3.1947	0.001034

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.950831	8.1239	0
2	-0.056388	-0.4818	0.315702
3	-0.012463	-0.1065	0.457746
4	0.015388	0.1315	0.447881
5	0.010673	0.0912	0.463795
6	-0.011061	-0.0945	0.462484
7	0.018641	0.1593	0.43695
8	-0.041302	-0.3529	0.362596
9	-0.005812	-0.0497	0.480266
10	-0.025869	-0.221	0.412845
11	-0.028551	-0.2439	0.40398
12	-0.042056	-0.3593	0.360194
13	-0.018827	-0.1609	0.436325
14	-0.006401	-0.0547	0.478267
15	-0.043603	-0.3725	0.355283
16	-0.027505	-0.235	0.407432
17	0.020269	0.1732	0.431496
18	-0.007446	-0.0636	0.474724
19	-0.01636	-0.1398	0.444609
20	-0.022626	-0.1933	0.423622
21	-0.014911	-0.1274	0.449486
22	-0.008592	-0.0734	0.470839
23	-0.017728	-0.1515	0.440014
24	-0.039114	-0.3342	0.369598
25	-0.037919	-0.324	0.373439
26	-0.015069	-0.1287	0.448956
27	-0.02166	-0.1851	0.426845
28	0.011301	0.0966	0.461673
29	-0.018291	-0.1563	0.438124
30	-0.02459	-0.2101	0.417088
31	4.5e-05	4e-04	0.499849
32	-0.034319	-0.2932	0.385092
33	-0.001727	-0.0148	0.494133
34	-0.017649	-0.1508	0.440278
35	-0.008449	-0.0722	0.471325
36	-0.030881	-0.2638	0.396322
37	-0.04059	-0.3468	0.364868
38	-0.034282	-0.2929	0.385212
39	-0.022312	-0.1906	0.42467
40	-0.009953	-0.085	0.466231
41	-0.023717	-0.2026	0.419992
42	-0.014869	-0.127	0.449629
43	-0.036615	-0.3128	0.377647
44	-0.007651	-0.0654	0.474028
45	-0.037323	-0.3189	0.375361
46	-0.009782	-0.0836	0.466811
47	0.02511	0.2145	0.415362
48	-0.023074	-0.1971	0.422132

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.950831 & 8.1239 & 0 \tabularnewline
2 & -0.056388 & -0.4818 & 0.315702 \tabularnewline
3 & -0.012463 & -0.1065 & 0.457746 \tabularnewline
4 & 0.015388 & 0.1315 & 0.447881 \tabularnewline
5 & 0.010673 & 0.0912 & 0.463795 \tabularnewline
6 & -0.011061 & -0.0945 & 0.462484 \tabularnewline
7 & 0.018641 & 0.1593 & 0.43695 \tabularnewline
8 & -0.041302 & -0.3529 & 0.362596 \tabularnewline
9 & -0.005812 & -0.0497 & 0.480266 \tabularnewline
10 & -0.025869 & -0.221 & 0.412845 \tabularnewline
11 & -0.028551 & -0.2439 & 0.40398 \tabularnewline
12 & -0.042056 & -0.3593 & 0.360194 \tabularnewline
13 & -0.018827 & -0.1609 & 0.436325 \tabularnewline
14 & -0.006401 & -0.0547 & 0.478267 \tabularnewline
15 & -0.043603 & -0.3725 & 0.355283 \tabularnewline
16 & -0.027505 & -0.235 & 0.407432 \tabularnewline
17 & 0.020269 & 0.1732 & 0.431496 \tabularnewline
18 & -0.007446 & -0.0636 & 0.474724 \tabularnewline
19 & -0.01636 & -0.1398 & 0.444609 \tabularnewline
20 & -0.022626 & -0.1933 & 0.423622 \tabularnewline
21 & -0.014911 & -0.1274 & 0.449486 \tabularnewline
22 & -0.008592 & -0.0734 & 0.470839 \tabularnewline
23 & -0.017728 & -0.1515 & 0.440014 \tabularnewline
24 & -0.039114 & -0.3342 & 0.369598 \tabularnewline
25 & -0.037919 & -0.324 & 0.373439 \tabularnewline
26 & -0.015069 & -0.1287 & 0.448956 \tabularnewline
27 & -0.02166 & -0.1851 & 0.426845 \tabularnewline
28 & 0.011301 & 0.0966 & 0.461673 \tabularnewline
29 & -0.018291 & -0.1563 & 0.438124 \tabularnewline
30 & -0.02459 & -0.2101 & 0.417088 \tabularnewline
31 & 4.5e-05 & 4e-04 & 0.499849 \tabularnewline
32 & -0.034319 & -0.2932 & 0.385092 \tabularnewline
33 & -0.001727 & -0.0148 & 0.494133 \tabularnewline
34 & -0.017649 & -0.1508 & 0.440278 \tabularnewline
35 & -0.008449 & -0.0722 & 0.471325 \tabularnewline
36 & -0.030881 & -0.2638 & 0.396322 \tabularnewline
37 & -0.04059 & -0.3468 & 0.364868 \tabularnewline
38 & -0.034282 & -0.2929 & 0.385212 \tabularnewline
39 & -0.022312 & -0.1906 & 0.42467 \tabularnewline
40 & -0.009953 & -0.085 & 0.466231 \tabularnewline
41 & -0.023717 & -0.2026 & 0.419992 \tabularnewline
42 & -0.014869 & -0.127 & 0.449629 \tabularnewline
43 & -0.036615 & -0.3128 & 0.377647 \tabularnewline
44 & -0.007651 & -0.0654 & 0.474028 \tabularnewline
45 & -0.037323 & -0.3189 & 0.375361 \tabularnewline
46 & -0.009782 & -0.0836 & 0.466811 \tabularnewline
47 & 0.02511 & 0.2145 & 0.415362 \tabularnewline
48 & -0.023074 & -0.1971 & 0.422132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40017&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]0.950831[/C][C]8.1239[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.056388[/C][C]-0.4818[/C][C]0.315702[/C][/ROW]
[ROW][C]3[/C][C]-0.012463[/C][C]-0.1065[/C][C]0.457746[/C][/ROW]
[ROW][C]4[/C][C]0.015388[/C][C]0.1315[/C][C]0.447881[/C][/ROW]
[ROW][C]5[/C][C]0.010673[/C][C]0.0912[/C][C]0.463795[/C][/ROW]
[ROW][C]6[/C][C]-0.011061[/C][C]-0.0945[/C][C]0.462484[/C][/ROW]
[ROW][C]7[/C][C]0.018641[/C][C]0.1593[/C][C]0.43695[/C][/ROW]
[ROW][C]8[/C][C]-0.041302[/C][C]-0.3529[/C][C]0.362596[/C][/ROW]
[ROW][C]9[/C][C]-0.005812[/C][C]-0.0497[/C][C]0.480266[/C][/ROW]
[ROW][C]10[/C][C]-0.025869[/C][C]-0.221[/C][C]0.412845[/C][/ROW]
[ROW][C]11[/C][C]-0.028551[/C][C]-0.2439[/C][C]0.40398[/C][/ROW]
[ROW][C]12[/C][C]-0.042056[/C][C]-0.3593[/C][C]0.360194[/C][/ROW]
[ROW][C]13[/C][C]-0.018827[/C][C]-0.1609[/C][C]0.436325[/C][/ROW]
[ROW][C]14[/C][C]-0.006401[/C][C]-0.0547[/C][C]0.478267[/C][/ROW]
[ROW][C]15[/C][C]-0.043603[/C][C]-0.3725[/C][C]0.355283[/C][/ROW]
[ROW][C]16[/C][C]-0.027505[/C][C]-0.235[/C][C]0.407432[/C][/ROW]
[ROW][C]17[/C][C]0.020269[/C][C]0.1732[/C][C]0.431496[/C][/ROW]
[ROW][C]18[/C][C]-0.007446[/C][C]-0.0636[/C][C]0.474724[/C][/ROW]
[ROW][C]19[/C][C]-0.01636[/C][C]-0.1398[/C][C]0.444609[/C][/ROW]
[ROW][C]20[/C][C]-0.022626[/C][C]-0.1933[/C][C]0.423622[/C][/ROW]
[ROW][C]21[/C][C]-0.014911[/C][C]-0.1274[/C][C]0.449486[/C][/ROW]
[ROW][C]22[/C][C]-0.008592[/C][C]-0.0734[/C][C]0.470839[/C][/ROW]
[ROW][C]23[/C][C]-0.017728[/C][C]-0.1515[/C][C]0.440014[/C][/ROW]
[ROW][C]24[/C][C]-0.039114[/C][C]-0.3342[/C][C]0.369598[/C][/ROW]
[ROW][C]25[/C][C]-0.037919[/C][C]-0.324[/C][C]0.373439[/C][/ROW]
[ROW][C]26[/C][C]-0.015069[/C][C]-0.1287[/C][C]0.448956[/C][/ROW]
[ROW][C]27[/C][C]-0.02166[/C][C]-0.1851[/C][C]0.426845[/C][/ROW]
[ROW][C]28[/C][C]0.011301[/C][C]0.0966[/C][C]0.461673[/C][/ROW]
[ROW][C]29[/C][C]-0.018291[/C][C]-0.1563[/C][C]0.438124[/C][/ROW]
[ROW][C]30[/C][C]-0.02459[/C][C]-0.2101[/C][C]0.417088[/C][/ROW]
[ROW][C]31[/C][C]4.5e-05[/C][C]4e-04[/C][C]0.499849[/C][/ROW]
[ROW][C]32[/C][C]-0.034319[/C][C]-0.2932[/C][C]0.385092[/C][/ROW]
[ROW][C]33[/C][C]-0.001727[/C][C]-0.0148[/C][C]0.494133[/C][/ROW]
[ROW][C]34[/C][C]-0.017649[/C][C]-0.1508[/C][C]0.440278[/C][/ROW]
[ROW][C]35[/C][C]-0.008449[/C][C]-0.0722[/C][C]0.471325[/C][/ROW]
[ROW][C]36[/C][C]-0.030881[/C][C]-0.2638[/C][C]0.396322[/C][/ROW]
[ROW][C]37[/C][C]-0.04059[/C][C]-0.3468[/C][C]0.364868[/C][/ROW]
[ROW][C]38[/C][C]-0.034282[/C][C]-0.2929[/C][C]0.385212[/C][/ROW]
[ROW][C]39[/C][C]-0.022312[/C][C]-0.1906[/C][C]0.42467[/C][/ROW]
[ROW][C]40[/C][C]-0.009953[/C][C]-0.085[/C][C]0.466231[/C][/ROW]
[ROW][C]41[/C][C]-0.023717[/C][C]-0.2026[/C][C]0.419992[/C][/ROW]
[ROW][C]42[/C][C]-0.014869[/C][C]-0.127[/C][C]0.449629[/C][/ROW]
[ROW][C]43[/C][C]-0.036615[/C][C]-0.3128[/C][C]0.377647[/C][/ROW]
[ROW][C]44[/C][C]-0.007651[/C][C]-0.0654[/C][C]0.474028[/C][/ROW]
[ROW][C]45[/C][C]-0.037323[/C][C]-0.3189[/C][C]0.375361[/C][/ROW]
[ROW][C]46[/C][C]-0.009782[/C][C]-0.0836[/C][C]0.466811[/C][/ROW]
[ROW][C]47[/C][C]0.02511[/C][C]0.2145[/C][C]0.415362[/C][/ROW]
[ROW][C]48[/C][C]-0.023074[/C][C]-0.1971[/C][C]0.422132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40017&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40017&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	0.950831	8.1239	0
2	-0.056388	-0.4818	0.315702
3	-0.012463	-0.1065	0.457746
4	0.015388	0.1315	0.447881
5	0.010673	0.0912	0.463795
6	-0.011061	-0.0945	0.462484
7	0.018641	0.1593	0.43695
8	-0.041302	-0.3529	0.362596
9	-0.005812	-0.0497	0.480266
10	-0.025869	-0.221	0.412845
11	-0.028551	-0.2439	0.40398
12	-0.042056	-0.3593	0.360194
13	-0.018827	-0.1609	0.436325
14	-0.006401	-0.0547	0.478267
15	-0.043603	-0.3725	0.355283
16	-0.027505	-0.235	0.407432
17	0.020269	0.1732	0.431496
18	-0.007446	-0.0636	0.474724
19	-0.01636	-0.1398	0.444609
20	-0.022626	-0.1933	0.423622
21	-0.014911	-0.1274	0.449486
22	-0.008592	-0.0734	0.470839
23	-0.017728	-0.1515	0.440014
24	-0.039114	-0.3342	0.369598
25	-0.037919	-0.324	0.373439
26	-0.015069	-0.1287	0.448956
27	-0.02166	-0.1851	0.426845
28	0.011301	0.0966	0.461673
29	-0.018291	-0.1563	0.438124
30	-0.02459	-0.2101	0.417088
31	4.5e-05	4e-04	0.499849
32	-0.034319	-0.2932	0.385092
33	-0.001727	-0.0148	0.494133
34	-0.017649	-0.1508	0.440278
35	-0.008449	-0.0722	0.471325
36	-0.030881	-0.2638	0.396322
37	-0.04059	-0.3468	0.364868
38	-0.034282	-0.2929	0.385212
39	-0.022312	-0.1906	0.42467
40	-0.009953	-0.085	0.466231
41	-0.023717	-0.2026	0.419992
42	-0.014869	-0.127	0.449629
43	-0.036615	-0.3128	0.377647
44	-0.007651	-0.0654	0.474028
45	-0.037323	-0.3189	0.375361
46	-0.009782	-0.0836	0.466811
47	0.02511	0.2145	0.415362
48	-0.023074	-0.1971	0.422132

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