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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 14 May 2009 12:07:08 -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/t1242324451vewjklzw52jcpy1.htm/, Retrieved Mon, 29 Apr 2024 06:15:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=40067, Retrieved Mon, 29 Apr 2024 06:15:25 +0000

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-       [(Partial) Autocorrelation Function] [] [2009-05-14 18:07:08] [5aa691221f42eb69d375706ec88f102e] [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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40067&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40067&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40067&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.951816	8.1323	0
2	0.912503	7.7964	0
3	0.875824	7.483	0
4	0.826879	7.0649	0
5	0.784013	6.6986	0
6	0.749613	6.4047	0
7	0.706713	6.0382	0
8	0.671403	5.7365	0
9	0.639578	5.4646	0
10	0.603325	5.1548	1e-06
11	0.554837	4.7405	5e-06
12	0.501096	4.2814	2.8e-05
13	0.450782	3.8515	0.000125
14	0.410917	3.5109	0.000385
15	0.370993	3.1698	0.001115
16	0.337506	2.8836	0.002581
17	0.308203	2.6333	0.005158
18	0.285629	2.4404	0.008549
19	0.261489	2.2342	0.014267
20	0.23896	2.0417	0.022399
21	0.210786	1.801	0.03792
22	0.178533	1.5254	0.065742
23	0.143071	1.2224	0.112744
24	0.100979	0.8628	0.195545
25	0.063884	0.5458	0.293426
26	0.027938	0.2387	0.406003
27	-0.015307	-0.1308	0.448153
28	-0.052351	-0.4473	0.327997
29	-0.087889	-0.7509	0.227555
30	-0.131219	-1.1211	0.132953
31	-0.175555	-1.4999	0.068971
32	-0.209506	-1.79	0.038799
33	-0.26127	-2.2323	0.014332
34	-0.302218	-2.5822	0.005912
35	-0.331337	-2.8309	0.002996
36	-0.358894	-3.0664	0.001519
37	-0.381893	-3.2629	0.000839
38	-0.396915	-3.3912	0.000563
39	-0.406656	-3.4745	0.000432
40	-0.411816	-3.5186	0.000375
41	-0.409324	-3.4973	0.000402
42	-0.41103	-3.5118	0.000384
43	-0.409544	-3.4991	4e-04
44	-0.409919	-3.5024	0.000396
45	-0.406568	-3.4737	0.000434
46	-0.402853	-3.442	0.00048
47	-0.39564	-3.3804	0.000583
48	-0.389506	-3.3279	0.000686

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.951816 & 8.1323 & 0 \tabularnewline
2 & 0.912503 & 7.7964 & 0 \tabularnewline
3 & 0.875824 & 7.483 & 0 \tabularnewline
4 & 0.826879 & 7.0649 & 0 \tabularnewline
5 & 0.784013 & 6.6986 & 0 \tabularnewline
6 & 0.749613 & 6.4047 & 0 \tabularnewline
7 & 0.706713 & 6.0382 & 0 \tabularnewline
8 & 0.671403 & 5.7365 & 0 \tabularnewline
9 & 0.639578 & 5.4646 & 0 \tabularnewline
10 & 0.603325 & 5.1548 & 1e-06 \tabularnewline
11 & 0.554837 & 4.7405 & 5e-06 \tabularnewline
12 & 0.501096 & 4.2814 & 2.8e-05 \tabularnewline
13 & 0.450782 & 3.8515 & 0.000125 \tabularnewline
14 & 0.410917 & 3.5109 & 0.000385 \tabularnewline
15 & 0.370993 & 3.1698 & 0.001115 \tabularnewline
16 & 0.337506 & 2.8836 & 0.002581 \tabularnewline
17 & 0.308203 & 2.6333 & 0.005158 \tabularnewline
18 & 0.285629 & 2.4404 & 0.008549 \tabularnewline
19 & 0.261489 & 2.2342 & 0.014267 \tabularnewline
20 & 0.23896 & 2.0417 & 0.022399 \tabularnewline
21 & 0.210786 & 1.801 & 0.03792 \tabularnewline
22 & 0.178533 & 1.5254 & 0.065742 \tabularnewline
23 & 0.143071 & 1.2224 & 0.112744 \tabularnewline
24 & 0.100979 & 0.8628 & 0.195545 \tabularnewline
25 & 0.063884 & 0.5458 & 0.293426 \tabularnewline
26 & 0.027938 & 0.2387 & 0.406003 \tabularnewline
27 & -0.015307 & -0.1308 & 0.448153 \tabularnewline
28 & -0.052351 & -0.4473 & 0.327997 \tabularnewline
29 & -0.087889 & -0.7509 & 0.227555 \tabularnewline
30 & -0.131219 & -1.1211 & 0.132953 \tabularnewline
31 & -0.175555 & -1.4999 & 0.068971 \tabularnewline
32 & -0.209506 & -1.79 & 0.038799 \tabularnewline
33 & -0.26127 & -2.2323 & 0.014332 \tabularnewline
34 & -0.302218 & -2.5822 & 0.005912 \tabularnewline
35 & -0.331337 & -2.8309 & 0.002996 \tabularnewline
36 & -0.358894 & -3.0664 & 0.001519 \tabularnewline
37 & -0.381893 & -3.2629 & 0.000839 \tabularnewline
38 & -0.396915 & -3.3912 & 0.000563 \tabularnewline
39 & -0.406656 & -3.4745 & 0.000432 \tabularnewline
40 & -0.411816 & -3.5186 & 0.000375 \tabularnewline
41 & -0.409324 & -3.4973 & 0.000402 \tabularnewline
42 & -0.41103 & -3.5118 & 0.000384 \tabularnewline
43 & -0.409544 & -3.4991 & 4e-04 \tabularnewline
44 & -0.409919 & -3.5024 & 0.000396 \tabularnewline
45 & -0.406568 & -3.4737 & 0.000434 \tabularnewline
46 & -0.402853 & -3.442 & 0.00048 \tabularnewline
47 & -0.39564 & -3.3804 & 0.000583 \tabularnewline
48 & -0.389506 & -3.3279 & 0.000686 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40067&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]0.951816[/C][C]8.1323[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.912503[/C][C]7.7964[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.875824[/C][C]7.483[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.826879[/C][C]7.0649[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.784013[/C][C]6.6986[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.749613[/C][C]6.4047[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.706713[/C][C]6.0382[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.671403[/C][C]5.7365[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.639578[/C][C]5.4646[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.603325[/C][C]5.1548[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.554837[/C][C]4.7405[/C][C]5e-06[/C][/ROW]
[ROW][C]12[/C][C]0.501096[/C][C]4.2814[/C][C]2.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.450782[/C][C]3.8515[/C][C]0.000125[/C][/ROW]
[ROW][C]14[/C][C]0.410917[/C][C]3.5109[/C][C]0.000385[/C][/ROW]
[ROW][C]15[/C][C]0.370993[/C][C]3.1698[/C][C]0.001115[/C][/ROW]
[ROW][C]16[/C][C]0.337506[/C][C]2.8836[/C][C]0.002581[/C][/ROW]
[ROW][C]17[/C][C]0.308203[/C][C]2.6333[/C][C]0.005158[/C][/ROW]
[ROW][C]18[/C][C]0.285629[/C][C]2.4404[/C][C]0.008549[/C][/ROW]
[ROW][C]19[/C][C]0.261489[/C][C]2.2342[/C][C]0.014267[/C][/ROW]
[ROW][C]20[/C][C]0.23896[/C][C]2.0417[/C][C]0.022399[/C][/ROW]
[ROW][C]21[/C][C]0.210786[/C][C]1.801[/C][C]0.03792[/C][/ROW]
[ROW][C]22[/C][C]0.178533[/C][C]1.5254[/C][C]0.065742[/C][/ROW]
[ROW][C]23[/C][C]0.143071[/C][C]1.2224[/C][C]0.112744[/C][/ROW]
[ROW][C]24[/C][C]0.100979[/C][C]0.8628[/C][C]0.195545[/C][/ROW]
[ROW][C]25[/C][C]0.063884[/C][C]0.5458[/C][C]0.293426[/C][/ROW]
[ROW][C]26[/C][C]0.027938[/C][C]0.2387[/C][C]0.406003[/C][/ROW]
[ROW][C]27[/C][C]-0.015307[/C][C]-0.1308[/C][C]0.448153[/C][/ROW]
[ROW][C]28[/C][C]-0.052351[/C][C]-0.4473[/C][C]0.327997[/C][/ROW]
[ROW][C]29[/C][C]-0.087889[/C][C]-0.7509[/C][C]0.227555[/C][/ROW]
[ROW][C]30[/C][C]-0.131219[/C][C]-1.1211[/C][C]0.132953[/C][/ROW]
[ROW][C]31[/C][C]-0.175555[/C][C]-1.4999[/C][C]0.068971[/C][/ROW]
[ROW][C]32[/C][C]-0.209506[/C][C]-1.79[/C][C]0.038799[/C][/ROW]
[ROW][C]33[/C][C]-0.26127[/C][C]-2.2323[/C][C]0.014332[/C][/ROW]
[ROW][C]34[/C][C]-0.302218[/C][C]-2.5822[/C][C]0.005912[/C][/ROW]
[ROW][C]35[/C][C]-0.331337[/C][C]-2.8309[/C][C]0.002996[/C][/ROW]
[ROW][C]36[/C][C]-0.358894[/C][C]-3.0664[/C][C]0.001519[/C][/ROW]
[ROW][C]37[/C][C]-0.381893[/C][C]-3.2629[/C][C]0.000839[/C][/ROW]
[ROW][C]38[/C][C]-0.396915[/C][C]-3.3912[/C][C]0.000563[/C][/ROW]
[ROW][C]39[/C][C]-0.406656[/C][C]-3.4745[/C][C]0.000432[/C][/ROW]
[ROW][C]40[/C][C]-0.411816[/C][C]-3.5186[/C][C]0.000375[/C][/ROW]
[ROW][C]41[/C][C]-0.409324[/C][C]-3.4973[/C][C]0.000402[/C][/ROW]
[ROW][C]42[/C][C]-0.41103[/C][C]-3.5118[/C][C]0.000384[/C][/ROW]
[ROW][C]43[/C][C]-0.409544[/C][C]-3.4991[/C][C]4e-04[/C][/ROW]
[ROW][C]44[/C][C]-0.409919[/C][C]-3.5024[/C][C]0.000396[/C][/ROW]
[ROW][C]45[/C][C]-0.406568[/C][C]-3.4737[/C][C]0.000434[/C][/ROW]
[ROW][C]46[/C][C]-0.402853[/C][C]-3.442[/C][C]0.00048[/C][/ROW]
[ROW][C]47[/C][C]-0.39564[/C][C]-3.3804[/C][C]0.000583[/C][/ROW]
[ROW][C]48[/C][C]-0.389506[/C][C]-3.3279[/C][C]0.000686[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40067&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40067&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	0.951816	8.1323	0
2	0.912503	7.7964	0
3	0.875824	7.483	0
4	0.826879	7.0649	0
5	0.784013	6.6986	0
6	0.749613	6.4047	0
7	0.706713	6.0382	0
8	0.671403	5.7365	0
9	0.639578	5.4646	0
10	0.603325	5.1548	1e-06
11	0.554837	4.7405	5e-06
12	0.501096	4.2814	2.8e-05
13	0.450782	3.8515	0.000125
14	0.410917	3.5109	0.000385
15	0.370993	3.1698	0.001115
16	0.337506	2.8836	0.002581
17	0.308203	2.6333	0.005158
18	0.285629	2.4404	0.008549
19	0.261489	2.2342	0.014267
20	0.23896	2.0417	0.022399
21	0.210786	1.801	0.03792
22	0.178533	1.5254	0.065742
23	0.143071	1.2224	0.112744
24	0.100979	0.8628	0.195545
25	0.063884	0.5458	0.293426
26	0.027938	0.2387	0.406003
27	-0.015307	-0.1308	0.448153
28	-0.052351	-0.4473	0.327997
29	-0.087889	-0.7509	0.227555
30	-0.131219	-1.1211	0.132953
31	-0.175555	-1.4999	0.068971
32	-0.209506	-1.79	0.038799
33	-0.26127	-2.2323	0.014332
34	-0.302218	-2.5822	0.005912
35	-0.331337	-2.8309	0.002996
36	-0.358894	-3.0664	0.001519
37	-0.381893	-3.2629	0.000839
38	-0.396915	-3.3912	0.000563
39	-0.406656	-3.4745	0.000432
40	-0.411816	-3.5186	0.000375
41	-0.409324	-3.4973	0.000402
42	-0.41103	-3.5118	0.000384
43	-0.409544	-3.4991	4e-04
44	-0.409919	-3.5024	0.000396
45	-0.406568	-3.4737	0.000434
46	-0.402853	-3.442	0.00048
47	-0.39564	-3.3804	0.000583
48	-0.389506	-3.3279	0.000686

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.951816	8.1323	0
2	0.069638	0.595	0.276847
3	0.015903	0.1359	0.446146
4	-0.144857	-1.2377	0.109905
5	0.016918	0.1445	0.442734
6	0.070798	0.6049	0.273562
7	-0.078653	-0.672	0.251848
8	0.03608	0.3083	0.37938
9	0.007152	0.0611	0.475719
10	-0.034272	-0.2928	0.385246
11	-0.177756	-1.5187	0.066573
12	-0.130178	-1.1122	0.134842
13	0.012486	0.1067	0.457669
14	0.119395	1.0201	0.155522
15	-0.003626	-0.031	0.487686
16	0.013375	0.1143	0.454665
17	0.010147	0.0867	0.465574
18	0.068553	0.5857	0.279936
19	-0.044329	-0.3788	0.352986
20	-0.02092	-0.1787	0.429319
21	-0.041039	-0.3506	0.363436
22	-0.033021	-0.2821	0.389319
23	-0.079855	-0.6823	0.248611
24	-0.163779	-1.3993	0.082975
25	-0.001239	-0.0106	0.495792
26	-0.014484	-0.1237	0.450927
27	-0.111187	-0.95	0.172629
28	-0.045545	-0.3891	0.349154
29	-0.016019	-0.1369	0.445755
30	-0.068395	-0.5844	0.280388
31	-0.085251	-0.7284	0.234355
32	0.071702	0.6126	0.271015
33	-0.151343	-1.2931	0.100031
34	0.056199	0.4802	0.316273
35	0.05819	0.4972	0.31028
36	0.032841	0.2806	0.389909
37	-0.006752	-0.0577	0.477078
38	-0.003606	-0.0308	0.487754
39	0.071603	0.6118	0.271294
40	0.020439	0.1746	0.430928
41	0.071238	0.6087	0.272321
42	-0.069845	-0.5968	0.276259
43	0.033593	0.287	0.387455
44	-0.054632	-0.4668	0.321026
45	-0.000295	-0.0025	0.498997
46	-0.082722	-0.7068	0.240978
47	0.047131	0.4027	0.344178
48	-0.017586	-0.1503	0.440489

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.951816 & 8.1323 & 0 \tabularnewline
2 & 0.069638 & 0.595 & 0.276847 \tabularnewline
3 & 0.015903 & 0.1359 & 0.446146 \tabularnewline
4 & -0.144857 & -1.2377 & 0.109905 \tabularnewline
5 & 0.016918 & 0.1445 & 0.442734 \tabularnewline
6 & 0.070798 & 0.6049 & 0.273562 \tabularnewline
7 & -0.078653 & -0.672 & 0.251848 \tabularnewline
8 & 0.03608 & 0.3083 & 0.37938 \tabularnewline
9 & 0.007152 & 0.0611 & 0.475719 \tabularnewline
10 & -0.034272 & -0.2928 & 0.385246 \tabularnewline
11 & -0.177756 & -1.5187 & 0.066573 \tabularnewline
12 & -0.130178 & -1.1122 & 0.134842 \tabularnewline
13 & 0.012486 & 0.1067 & 0.457669 \tabularnewline
14 & 0.119395 & 1.0201 & 0.155522 \tabularnewline
15 & -0.003626 & -0.031 & 0.487686 \tabularnewline
16 & 0.013375 & 0.1143 & 0.454665 \tabularnewline
17 & 0.010147 & 0.0867 & 0.465574 \tabularnewline
18 & 0.068553 & 0.5857 & 0.279936 \tabularnewline
19 & -0.044329 & -0.3788 & 0.352986 \tabularnewline
20 & -0.02092 & -0.1787 & 0.429319 \tabularnewline
21 & -0.041039 & -0.3506 & 0.363436 \tabularnewline
22 & -0.033021 & -0.2821 & 0.389319 \tabularnewline
23 & -0.079855 & -0.6823 & 0.248611 \tabularnewline
24 & -0.163779 & -1.3993 & 0.082975 \tabularnewline
25 & -0.001239 & -0.0106 & 0.495792 \tabularnewline
26 & -0.014484 & -0.1237 & 0.450927 \tabularnewline
27 & -0.111187 & -0.95 & 0.172629 \tabularnewline
28 & -0.045545 & -0.3891 & 0.349154 \tabularnewline
29 & -0.016019 & -0.1369 & 0.445755 \tabularnewline
30 & -0.068395 & -0.5844 & 0.280388 \tabularnewline
31 & -0.085251 & -0.7284 & 0.234355 \tabularnewline
32 & 0.071702 & 0.6126 & 0.271015 \tabularnewline
33 & -0.151343 & -1.2931 & 0.100031 \tabularnewline
34 & 0.056199 & 0.4802 & 0.316273 \tabularnewline
35 & 0.05819 & 0.4972 & 0.31028 \tabularnewline
36 & 0.032841 & 0.2806 & 0.389909 \tabularnewline
37 & -0.006752 & -0.0577 & 0.477078 \tabularnewline
38 & -0.003606 & -0.0308 & 0.487754 \tabularnewline
39 & 0.071603 & 0.6118 & 0.271294 \tabularnewline
40 & 0.020439 & 0.1746 & 0.430928 \tabularnewline
41 & 0.071238 & 0.6087 & 0.272321 \tabularnewline
42 & -0.069845 & -0.5968 & 0.276259 \tabularnewline
43 & 0.033593 & 0.287 & 0.387455 \tabularnewline
44 & -0.054632 & -0.4668 & 0.321026 \tabularnewline
45 & -0.000295 & -0.0025 & 0.498997 \tabularnewline
46 & -0.082722 & -0.7068 & 0.240978 \tabularnewline
47 & 0.047131 & 0.4027 & 0.344178 \tabularnewline
48 & -0.017586 & -0.1503 & 0.440489 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40067&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]0.951816[/C][C]8.1323[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.069638[/C][C]0.595[/C][C]0.276847[/C][/ROW]
[ROW][C]3[/C][C]0.015903[/C][C]0.1359[/C][C]0.446146[/C][/ROW]
[ROW][C]4[/C][C]-0.144857[/C][C]-1.2377[/C][C]0.109905[/C][/ROW]
[ROW][C]5[/C][C]0.016918[/C][C]0.1445[/C][C]0.442734[/C][/ROW]
[ROW][C]6[/C][C]0.070798[/C][C]0.6049[/C][C]0.273562[/C][/ROW]
[ROW][C]7[/C][C]-0.078653[/C][C]-0.672[/C][C]0.251848[/C][/ROW]
[ROW][C]8[/C][C]0.03608[/C][C]0.3083[/C][C]0.37938[/C][/ROW]
[ROW][C]9[/C][C]0.007152[/C][C]0.0611[/C][C]0.475719[/C][/ROW]
[ROW][C]10[/C][C]-0.034272[/C][C]-0.2928[/C][C]0.385246[/C][/ROW]
[ROW][C]11[/C][C]-0.177756[/C][C]-1.5187[/C][C]0.066573[/C][/ROW]
[ROW][C]12[/C][C]-0.130178[/C][C]-1.1122[/C][C]0.134842[/C][/ROW]
[ROW][C]13[/C][C]0.012486[/C][C]0.1067[/C][C]0.457669[/C][/ROW]
[ROW][C]14[/C][C]0.119395[/C][C]1.0201[/C][C]0.155522[/C][/ROW]
[ROW][C]15[/C][C]-0.003626[/C][C]-0.031[/C][C]0.487686[/C][/ROW]
[ROW][C]16[/C][C]0.013375[/C][C]0.1143[/C][C]0.454665[/C][/ROW]
[ROW][C]17[/C][C]0.010147[/C][C]0.0867[/C][C]0.465574[/C][/ROW]
[ROW][C]18[/C][C]0.068553[/C][C]0.5857[/C][C]0.279936[/C][/ROW]
[ROW][C]19[/C][C]-0.044329[/C][C]-0.3788[/C][C]0.352986[/C][/ROW]
[ROW][C]20[/C][C]-0.02092[/C][C]-0.1787[/C][C]0.429319[/C][/ROW]
[ROW][C]21[/C][C]-0.041039[/C][C]-0.3506[/C][C]0.363436[/C][/ROW]
[ROW][C]22[/C][C]-0.033021[/C][C]-0.2821[/C][C]0.389319[/C][/ROW]
[ROW][C]23[/C][C]-0.079855[/C][C]-0.6823[/C][C]0.248611[/C][/ROW]
[ROW][C]24[/C][C]-0.163779[/C][C]-1.3993[/C][C]0.082975[/C][/ROW]
[ROW][C]25[/C][C]-0.001239[/C][C]-0.0106[/C][C]0.495792[/C][/ROW]
[ROW][C]26[/C][C]-0.014484[/C][C]-0.1237[/C][C]0.450927[/C][/ROW]
[ROW][C]27[/C][C]-0.111187[/C][C]-0.95[/C][C]0.172629[/C][/ROW]
[ROW][C]28[/C][C]-0.045545[/C][C]-0.3891[/C][C]0.349154[/C][/ROW]
[ROW][C]29[/C][C]-0.016019[/C][C]-0.1369[/C][C]0.445755[/C][/ROW]
[ROW][C]30[/C][C]-0.068395[/C][C]-0.5844[/C][C]0.280388[/C][/ROW]
[ROW][C]31[/C][C]-0.085251[/C][C]-0.7284[/C][C]0.234355[/C][/ROW]
[ROW][C]32[/C][C]0.071702[/C][C]0.6126[/C][C]0.271015[/C][/ROW]
[ROW][C]33[/C][C]-0.151343[/C][C]-1.2931[/C][C]0.100031[/C][/ROW]
[ROW][C]34[/C][C]0.056199[/C][C]0.4802[/C][C]0.316273[/C][/ROW]
[ROW][C]35[/C][C]0.05819[/C][C]0.4972[/C][C]0.31028[/C][/ROW]
[ROW][C]36[/C][C]0.032841[/C][C]0.2806[/C][C]0.389909[/C][/ROW]
[ROW][C]37[/C][C]-0.006752[/C][C]-0.0577[/C][C]0.477078[/C][/ROW]
[ROW][C]38[/C][C]-0.003606[/C][C]-0.0308[/C][C]0.487754[/C][/ROW]
[ROW][C]39[/C][C]0.071603[/C][C]0.6118[/C][C]0.271294[/C][/ROW]
[ROW][C]40[/C][C]0.020439[/C][C]0.1746[/C][C]0.430928[/C][/ROW]
[ROW][C]41[/C][C]0.071238[/C][C]0.6087[/C][C]0.272321[/C][/ROW]
[ROW][C]42[/C][C]-0.069845[/C][C]-0.5968[/C][C]0.276259[/C][/ROW]
[ROW][C]43[/C][C]0.033593[/C][C]0.287[/C][C]0.387455[/C][/ROW]
[ROW][C]44[/C][C]-0.054632[/C][C]-0.4668[/C][C]0.321026[/C][/ROW]
[ROW][C]45[/C][C]-0.000295[/C][C]-0.0025[/C][C]0.498997[/C][/ROW]
[ROW][C]46[/C][C]-0.082722[/C][C]-0.7068[/C][C]0.240978[/C][/ROW]
[ROW][C]47[/C][C]0.047131[/C][C]0.4027[/C][C]0.344178[/C][/ROW]
[ROW][C]48[/C][C]-0.017586[/C][C]-0.1503[/C][C]0.440489[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40067&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40067&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	0.951816	8.1323	0
2	0.069638	0.595	0.276847
3	0.015903	0.1359	0.446146
4	-0.144857	-1.2377	0.109905
5	0.016918	0.1445	0.442734
6	0.070798	0.6049	0.273562
7	-0.078653	-0.672	0.251848
8	0.03608	0.3083	0.37938
9	0.007152	0.0611	0.475719
10	-0.034272	-0.2928	0.385246
11	-0.177756	-1.5187	0.066573
12	-0.130178	-1.1122	0.134842
13	0.012486	0.1067	0.457669
14	0.119395	1.0201	0.155522
15	-0.003626	-0.031	0.487686
16	0.013375	0.1143	0.454665
17	0.010147	0.0867	0.465574
18	0.068553	0.5857	0.279936
19	-0.044329	-0.3788	0.352986
20	-0.02092	-0.1787	0.429319
21	-0.041039	-0.3506	0.363436
22	-0.033021	-0.2821	0.389319
23	-0.079855	-0.6823	0.248611
24	-0.163779	-1.3993	0.082975
25	-0.001239	-0.0106	0.495792
26	-0.014484	-0.1237	0.450927
27	-0.111187	-0.95	0.172629
28	-0.045545	-0.3891	0.349154
29	-0.016019	-0.1369	0.445755
30	-0.068395	-0.5844	0.280388
31	-0.085251	-0.7284	0.234355
32	0.071702	0.6126	0.271015
33	-0.151343	-1.2931	0.100031
34	0.056199	0.4802	0.316273
35	0.05819	0.4972	0.31028
36	0.032841	0.2806	0.389909
37	-0.006752	-0.0577	0.477078
38	-0.003606	-0.0308	0.487754
39	0.071603	0.6118	0.271294
40	0.020439	0.1746	0.430928
41	0.071238	0.6087	0.272321
42	-0.069845	-0.5968	0.276259
43	0.033593	0.287	0.387455
44	-0.054632	-0.4668	0.321026
45	-0.000295	-0.0025	0.498997
46	-0.082722	-0.7068	0.240978
47	0.047131	0.4027	0.344178
48	-0.017586	-0.1503	0.440489

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