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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 17 May 2009 04:31:12 -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/17/t1242556335tus6snpo0u8baj4.htm/, Retrieved Fri, 03 May 2024 17:26:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=40191, Retrieved Fri, 03 May 2024 17:26:06 +0000

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199

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-       [(Partial) Autocorrelation Function] [Autocorrelatie ju...] [2009-05-17 10:31:12] [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	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=40191&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=40191&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40191&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	0.964127	8.6234	0
2	0.922823	8.254	0
3	0.882236	7.891	0
4	0.848865	7.5925	0
5	0.811674	7.2598	0
6	0.776248	6.943	0
7	0.739546	6.6147	0
8	0.702397	6.2824	0
9	0.663951	5.9386	0
10	0.626967	5.6078	0
11	0.589431	5.272	1e-06
12	0.552857	4.9449	2e-06
13	0.514299	4.6	8e-06
14	0.475202	4.2503	2.9e-05
15	0.434645	3.8876	0.000104
16	0.394342	3.5271	0.00035
17	0.356644	3.1899	0.001016
18	0.319072	2.8539	0.002749
19	0.280007	2.5045	0.007148
20	0.242671	2.1705	0.016466
21	0.204338	1.8277	0.035665
22	0.170119	1.5216	0.066027
23	0.143648	1.2848	0.101281
24	0.123422	1.1039	0.136468
25	0.101896	0.9114	0.182415
26	0.078192	0.6994	0.243175
27	0.054751	0.4897	0.312839
28	0.031725	0.2838	0.388664
29	0.009391	0.084	0.466636
30	-0.012647	-0.1131	0.45511
31	-0.035779	-0.32	0.374895
32	-0.059565	-0.5328	0.297837
33	-0.083645	-0.7481	0.228283
34	-0.107642	-0.9628	0.169279
35	-0.125225	-1.12	0.133023
36	-0.144385	-1.2914	0.100139
37	-0.164257	-1.4692	0.072856
38	-0.185346	-1.6578	0.050638
39	-0.206355	-1.8457	0.034318
40	-0.225821	-2.0198	0.023376
41	-0.242382	-2.1679	0.016568
42	-0.258625	-2.3132	0.01164
43	-0.274743	-2.4574	0.008079
44	-0.292812	-2.619	0.005273
45	-0.310988	-2.7816	0.003372
46	-0.328158	-2.9351	0.002175
47	-0.33777	-3.0211	0.00169
48	-0.34773	-3.1102	0.001295

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.964127 & 8.6234 & 0 \tabularnewline
2 & 0.922823 & 8.254 & 0 \tabularnewline
3 & 0.882236 & 7.891 & 0 \tabularnewline
4 & 0.848865 & 7.5925 & 0 \tabularnewline
5 & 0.811674 & 7.2598 & 0 \tabularnewline
6 & 0.776248 & 6.943 & 0 \tabularnewline
7 & 0.739546 & 6.6147 & 0 \tabularnewline
8 & 0.702397 & 6.2824 & 0 \tabularnewline
9 & 0.663951 & 5.9386 & 0 \tabularnewline
10 & 0.626967 & 5.6078 & 0 \tabularnewline
11 & 0.589431 & 5.272 & 1e-06 \tabularnewline
12 & 0.552857 & 4.9449 & 2e-06 \tabularnewline
13 & 0.514299 & 4.6 & 8e-06 \tabularnewline
14 & 0.475202 & 4.2503 & 2.9e-05 \tabularnewline
15 & 0.434645 & 3.8876 & 0.000104 \tabularnewline
16 & 0.394342 & 3.5271 & 0.00035 \tabularnewline
17 & 0.356644 & 3.1899 & 0.001016 \tabularnewline
18 & 0.319072 & 2.8539 & 0.002749 \tabularnewline
19 & 0.280007 & 2.5045 & 0.007148 \tabularnewline
20 & 0.242671 & 2.1705 & 0.016466 \tabularnewline
21 & 0.204338 & 1.8277 & 0.035665 \tabularnewline
22 & 0.170119 & 1.5216 & 0.066027 \tabularnewline
23 & 0.143648 & 1.2848 & 0.101281 \tabularnewline
24 & 0.123422 & 1.1039 & 0.136468 \tabularnewline
25 & 0.101896 & 0.9114 & 0.182415 \tabularnewline
26 & 0.078192 & 0.6994 & 0.243175 \tabularnewline
27 & 0.054751 & 0.4897 & 0.312839 \tabularnewline
28 & 0.031725 & 0.2838 & 0.388664 \tabularnewline
29 & 0.009391 & 0.084 & 0.466636 \tabularnewline
30 & -0.012647 & -0.1131 & 0.45511 \tabularnewline
31 & -0.035779 & -0.32 & 0.374895 \tabularnewline
32 & -0.059565 & -0.5328 & 0.297837 \tabularnewline
33 & -0.083645 & -0.7481 & 0.228283 \tabularnewline
34 & -0.107642 & -0.9628 & 0.169279 \tabularnewline
35 & -0.125225 & -1.12 & 0.133023 \tabularnewline
36 & -0.144385 & -1.2914 & 0.100139 \tabularnewline
37 & -0.164257 & -1.4692 & 0.072856 \tabularnewline
38 & -0.185346 & -1.6578 & 0.050638 \tabularnewline
39 & -0.206355 & -1.8457 & 0.034318 \tabularnewline
40 & -0.225821 & -2.0198 & 0.023376 \tabularnewline
41 & -0.242382 & -2.1679 & 0.016568 \tabularnewline
42 & -0.258625 & -2.3132 & 0.01164 \tabularnewline
43 & -0.274743 & -2.4574 & 0.008079 \tabularnewline
44 & -0.292812 & -2.619 & 0.005273 \tabularnewline
45 & -0.310988 & -2.7816 & 0.003372 \tabularnewline
46 & -0.328158 & -2.9351 & 0.002175 \tabularnewline
47 & -0.33777 & -3.0211 & 0.00169 \tabularnewline
48 & -0.34773 & -3.1102 & 0.001295 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40191&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]0.964127[/C][C]8.6234[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.922823[/C][C]8.254[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.882236[/C][C]7.891[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.848865[/C][C]7.5925[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.811674[/C][C]7.2598[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.776248[/C][C]6.943[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.739546[/C][C]6.6147[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.702397[/C][C]6.2824[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.663951[/C][C]5.9386[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.626967[/C][C]5.6078[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.589431[/C][C]5.272[/C][C]1e-06[/C][/ROW]
[ROW][C]12[/C][C]0.552857[/C][C]4.9449[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]0.514299[/C][C]4.6[/C][C]8e-06[/C][/ROW]
[ROW][C]14[/C][C]0.475202[/C][C]4.2503[/C][C]2.9e-05[/C][/ROW]
[ROW][C]15[/C][C]0.434645[/C][C]3.8876[/C][C]0.000104[/C][/ROW]
[ROW][C]16[/C][C]0.394342[/C][C]3.5271[/C][C]0.00035[/C][/ROW]
[ROW][C]17[/C][C]0.356644[/C][C]3.1899[/C][C]0.001016[/C][/ROW]
[ROW][C]18[/C][C]0.319072[/C][C]2.8539[/C][C]0.002749[/C][/ROW]
[ROW][C]19[/C][C]0.280007[/C][C]2.5045[/C][C]0.007148[/C][/ROW]
[ROW][C]20[/C][C]0.242671[/C][C]2.1705[/C][C]0.016466[/C][/ROW]
[ROW][C]21[/C][C]0.204338[/C][C]1.8277[/C][C]0.035665[/C][/ROW]
[ROW][C]22[/C][C]0.170119[/C][C]1.5216[/C][C]0.066027[/C][/ROW]
[ROW][C]23[/C][C]0.143648[/C][C]1.2848[/C][C]0.101281[/C][/ROW]
[ROW][C]24[/C][C]0.123422[/C][C]1.1039[/C][C]0.136468[/C][/ROW]
[ROW][C]25[/C][C]0.101896[/C][C]0.9114[/C][C]0.182415[/C][/ROW]
[ROW][C]26[/C][C]0.078192[/C][C]0.6994[/C][C]0.243175[/C][/ROW]
[ROW][C]27[/C][C]0.054751[/C][C]0.4897[/C][C]0.312839[/C][/ROW]
[ROW][C]28[/C][C]0.031725[/C][C]0.2838[/C][C]0.388664[/C][/ROW]
[ROW][C]29[/C][C]0.009391[/C][C]0.084[/C][C]0.466636[/C][/ROW]
[ROW][C]30[/C][C]-0.012647[/C][C]-0.1131[/C][C]0.45511[/C][/ROW]
[ROW][C]31[/C][C]-0.035779[/C][C]-0.32[/C][C]0.374895[/C][/ROW]
[ROW][C]32[/C][C]-0.059565[/C][C]-0.5328[/C][C]0.297837[/C][/ROW]
[ROW][C]33[/C][C]-0.083645[/C][C]-0.7481[/C][C]0.228283[/C][/ROW]
[ROW][C]34[/C][C]-0.107642[/C][C]-0.9628[/C][C]0.169279[/C][/ROW]
[ROW][C]35[/C][C]-0.125225[/C][C]-1.12[/C][C]0.133023[/C][/ROW]
[ROW][C]36[/C][C]-0.144385[/C][C]-1.2914[/C][C]0.100139[/C][/ROW]
[ROW][C]37[/C][C]-0.164257[/C][C]-1.4692[/C][C]0.072856[/C][/ROW]
[ROW][C]38[/C][C]-0.185346[/C][C]-1.6578[/C][C]0.050638[/C][/ROW]
[ROW][C]39[/C][C]-0.206355[/C][C]-1.8457[/C][C]0.034318[/C][/ROW]
[ROW][C]40[/C][C]-0.225821[/C][C]-2.0198[/C][C]0.023376[/C][/ROW]
[ROW][C]41[/C][C]-0.242382[/C][C]-2.1679[/C][C]0.016568[/C][/ROW]
[ROW][C]42[/C][C]-0.258625[/C][C]-2.3132[/C][C]0.01164[/C][/ROW]
[ROW][C]43[/C][C]-0.274743[/C][C]-2.4574[/C][C]0.008079[/C][/ROW]
[ROW][C]44[/C][C]-0.292812[/C][C]-2.619[/C][C]0.005273[/C][/ROW]
[ROW][C]45[/C][C]-0.310988[/C][C]-2.7816[/C][C]0.003372[/C][/ROW]
[ROW][C]46[/C][C]-0.328158[/C][C]-2.9351[/C][C]0.002175[/C][/ROW]
[ROW][C]47[/C][C]-0.33777[/C][C]-3.0211[/C][C]0.00169[/C][/ROW]
[ROW][C]48[/C][C]-0.34773[/C][C]-3.1102[/C][C]0.001295[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40191&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40191&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	0.964127	8.6234	0
2	0.922823	8.254	0
3	0.882236	7.891	0
4	0.848865	7.5925	0
5	0.811674	7.2598	0
6	0.776248	6.943	0
7	0.739546	6.6147	0
8	0.702397	6.2824	0
9	0.663951	5.9386	0
10	0.626967	5.6078	0
11	0.589431	5.272	1e-06
12	0.552857	4.9449	2e-06
13	0.514299	4.6	8e-06
14	0.475202	4.2503	2.9e-05
15	0.434645	3.8876	0.000104
16	0.394342	3.5271	0.00035
17	0.356644	3.1899	0.001016
18	0.319072	2.8539	0.002749
19	0.280007	2.5045	0.007148
20	0.242671	2.1705	0.016466
21	0.204338	1.8277	0.035665
22	0.170119	1.5216	0.066027
23	0.143648	1.2848	0.101281
24	0.123422	1.1039	0.136468
25	0.101896	0.9114	0.182415
26	0.078192	0.6994	0.243175
27	0.054751	0.4897	0.312839
28	0.031725	0.2838	0.388664
29	0.009391	0.084	0.466636
30	-0.012647	-0.1131	0.45511
31	-0.035779	-0.32	0.374895
32	-0.059565	-0.5328	0.297837
33	-0.083645	-0.7481	0.228283
34	-0.107642	-0.9628	0.169279
35	-0.125225	-1.12	0.133023
36	-0.144385	-1.2914	0.100139
37	-0.164257	-1.4692	0.072856
38	-0.185346	-1.6578	0.050638
39	-0.206355	-1.8457	0.034318
40	-0.225821	-2.0198	0.023376
41	-0.242382	-2.1679	0.016568
42	-0.258625	-2.3132	0.01164
43	-0.274743	-2.4574	0.008079
44	-0.292812	-2.619	0.005273
45	-0.310988	-2.7816	0.003372
46	-0.328158	-2.9351	0.002175
47	-0.33777	-3.0211	0.00169
48	-0.34773	-3.1102	0.001295

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.964127	8.6234	0
2	-0.09534	-0.8527	0.198174
3	-0.005572	-0.0498	0.480189
4	0.079847	0.7142	0.238599
5	-0.088499	-0.7916	0.215478
6	0.016516	0.1477	0.441466
7	-0.033956	-0.3037	0.381069
8	-0.037397	-0.3345	0.369443
9	-0.028698	-0.2567	0.39904
10	-0.006906	-0.0618	0.475449
11	-0.033474	-0.2994	0.382704
12	-0.010064	-0.09	0.464251
13	-0.049851	-0.4459	0.328445
14	-0.033378	-0.2985	0.383033
15	-0.041383	-0.3701	0.356129
16	-0.029774	-0.2663	0.395343
17	0.011442	0.1023	0.459372
18	-0.037481	-0.3352	0.369159
19	-0.046444	-0.4154	0.339477
20	0.005095	0.0456	0.481882
21	-0.053936	-0.4824	0.315412
22	0.030612	0.2738	0.392472
23	0.08316	0.7438	0.229587
24	0.039252	0.3511	0.363225
25	-0.03369	-0.3013	0.38197
26	-0.035066	-0.3136	0.377305
27	-0.011179	-0.1	0.460302
28	-0.0271	-0.2424	0.404549
29	-0.01596	-0.1427	0.443424
30	-0.02538	-0.227	0.410498
31	-0.045782	-0.4095	0.341637
32	-0.033325	-0.2981	0.383213
33	-0.027125	-0.2426	0.404461
34	-0.034379	-0.3075	0.379634
35	0.060925	0.5449	0.29366
36	-0.068713	-0.6146	0.270284
37	-0.039903	-0.3569	0.361052
38	-0.025774	-0.2305	0.409133
39	-0.038443	-0.3438	0.365932
40	0.002229	0.0199	0.49207
41	0.00222	0.0199	0.492105
42	-0.033054	-0.2956	0.384133
43	-0.017909	-0.1602	0.436569
44	-0.045545	-0.4074	0.342415
45	-0.016496	-0.1475	0.441535
46	0.005368	0.048	0.480912
47	0.065458	0.5855	0.279938
48	-0.050492	-0.4516	0.326384

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.964127 & 8.6234 & 0 \tabularnewline
2 & -0.09534 & -0.8527 & 0.198174 \tabularnewline
3 & -0.005572 & -0.0498 & 0.480189 \tabularnewline
4 & 0.079847 & 0.7142 & 0.238599 \tabularnewline
5 & -0.088499 & -0.7916 & 0.215478 \tabularnewline
6 & 0.016516 & 0.1477 & 0.441466 \tabularnewline
7 & -0.033956 & -0.3037 & 0.381069 \tabularnewline
8 & -0.037397 & -0.3345 & 0.369443 \tabularnewline
9 & -0.028698 & -0.2567 & 0.39904 \tabularnewline
10 & -0.006906 & -0.0618 & 0.475449 \tabularnewline
11 & -0.033474 & -0.2994 & 0.382704 \tabularnewline
12 & -0.010064 & -0.09 & 0.464251 \tabularnewline
13 & -0.049851 & -0.4459 & 0.328445 \tabularnewline
14 & -0.033378 & -0.2985 & 0.383033 \tabularnewline
15 & -0.041383 & -0.3701 & 0.356129 \tabularnewline
16 & -0.029774 & -0.2663 & 0.395343 \tabularnewline
17 & 0.011442 & 0.1023 & 0.459372 \tabularnewline
18 & -0.037481 & -0.3352 & 0.369159 \tabularnewline
19 & -0.046444 & -0.4154 & 0.339477 \tabularnewline
20 & 0.005095 & 0.0456 & 0.481882 \tabularnewline
21 & -0.053936 & -0.4824 & 0.315412 \tabularnewline
22 & 0.030612 & 0.2738 & 0.392472 \tabularnewline
23 & 0.08316 & 0.7438 & 0.229587 \tabularnewline
24 & 0.039252 & 0.3511 & 0.363225 \tabularnewline
25 & -0.03369 & -0.3013 & 0.38197 \tabularnewline
26 & -0.035066 & -0.3136 & 0.377305 \tabularnewline
27 & -0.011179 & -0.1 & 0.460302 \tabularnewline
28 & -0.0271 & -0.2424 & 0.404549 \tabularnewline
29 & -0.01596 & -0.1427 & 0.443424 \tabularnewline
30 & -0.02538 & -0.227 & 0.410498 \tabularnewline
31 & -0.045782 & -0.4095 & 0.341637 \tabularnewline
32 & -0.033325 & -0.2981 & 0.383213 \tabularnewline
33 & -0.027125 & -0.2426 & 0.404461 \tabularnewline
34 & -0.034379 & -0.3075 & 0.379634 \tabularnewline
35 & 0.060925 & 0.5449 & 0.29366 \tabularnewline
36 & -0.068713 & -0.6146 & 0.270284 \tabularnewline
37 & -0.039903 & -0.3569 & 0.361052 \tabularnewline
38 & -0.025774 & -0.2305 & 0.409133 \tabularnewline
39 & -0.038443 & -0.3438 & 0.365932 \tabularnewline
40 & 0.002229 & 0.0199 & 0.49207 \tabularnewline
41 & 0.00222 & 0.0199 & 0.492105 \tabularnewline
42 & -0.033054 & -0.2956 & 0.384133 \tabularnewline
43 & -0.017909 & -0.1602 & 0.436569 \tabularnewline
44 & -0.045545 & -0.4074 & 0.342415 \tabularnewline
45 & -0.016496 & -0.1475 & 0.441535 \tabularnewline
46 & 0.005368 & 0.048 & 0.480912 \tabularnewline
47 & 0.065458 & 0.5855 & 0.279938 \tabularnewline
48 & -0.050492 & -0.4516 & 0.326384 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40191&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]0.964127[/C][C]8.6234[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.09534[/C][C]-0.8527[/C][C]0.198174[/C][/ROW]
[ROW][C]3[/C][C]-0.005572[/C][C]-0.0498[/C][C]0.480189[/C][/ROW]
[ROW][C]4[/C][C]0.079847[/C][C]0.7142[/C][C]0.238599[/C][/ROW]
[ROW][C]5[/C][C]-0.088499[/C][C]-0.7916[/C][C]0.215478[/C][/ROW]
[ROW][C]6[/C][C]0.016516[/C][C]0.1477[/C][C]0.441466[/C][/ROW]
[ROW][C]7[/C][C]-0.033956[/C][C]-0.3037[/C][C]0.381069[/C][/ROW]
[ROW][C]8[/C][C]-0.037397[/C][C]-0.3345[/C][C]0.369443[/C][/ROW]
[ROW][C]9[/C][C]-0.028698[/C][C]-0.2567[/C][C]0.39904[/C][/ROW]
[ROW][C]10[/C][C]-0.006906[/C][C]-0.0618[/C][C]0.475449[/C][/ROW]
[ROW][C]11[/C][C]-0.033474[/C][C]-0.2994[/C][C]0.382704[/C][/ROW]
[ROW][C]12[/C][C]-0.010064[/C][C]-0.09[/C][C]0.464251[/C][/ROW]
[ROW][C]13[/C][C]-0.049851[/C][C]-0.4459[/C][C]0.328445[/C][/ROW]
[ROW][C]14[/C][C]-0.033378[/C][C]-0.2985[/C][C]0.383033[/C][/ROW]
[ROW][C]15[/C][C]-0.041383[/C][C]-0.3701[/C][C]0.356129[/C][/ROW]
[ROW][C]16[/C][C]-0.029774[/C][C]-0.2663[/C][C]0.395343[/C][/ROW]
[ROW][C]17[/C][C]0.011442[/C][C]0.1023[/C][C]0.459372[/C][/ROW]
[ROW][C]18[/C][C]-0.037481[/C][C]-0.3352[/C][C]0.369159[/C][/ROW]
[ROW][C]19[/C][C]-0.046444[/C][C]-0.4154[/C][C]0.339477[/C][/ROW]
[ROW][C]20[/C][C]0.005095[/C][C]0.0456[/C][C]0.481882[/C][/ROW]
[ROW][C]21[/C][C]-0.053936[/C][C]-0.4824[/C][C]0.315412[/C][/ROW]
[ROW][C]22[/C][C]0.030612[/C][C]0.2738[/C][C]0.392472[/C][/ROW]
[ROW][C]23[/C][C]0.08316[/C][C]0.7438[/C][C]0.229587[/C][/ROW]
[ROW][C]24[/C][C]0.039252[/C][C]0.3511[/C][C]0.363225[/C][/ROW]
[ROW][C]25[/C][C]-0.03369[/C][C]-0.3013[/C][C]0.38197[/C][/ROW]
[ROW][C]26[/C][C]-0.035066[/C][C]-0.3136[/C][C]0.377305[/C][/ROW]
[ROW][C]27[/C][C]-0.011179[/C][C]-0.1[/C][C]0.460302[/C][/ROW]
[ROW][C]28[/C][C]-0.0271[/C][C]-0.2424[/C][C]0.404549[/C][/ROW]
[ROW][C]29[/C][C]-0.01596[/C][C]-0.1427[/C][C]0.443424[/C][/ROW]
[ROW][C]30[/C][C]-0.02538[/C][C]-0.227[/C][C]0.410498[/C][/ROW]
[ROW][C]31[/C][C]-0.045782[/C][C]-0.4095[/C][C]0.341637[/C][/ROW]
[ROW][C]32[/C][C]-0.033325[/C][C]-0.2981[/C][C]0.383213[/C][/ROW]
[ROW][C]33[/C][C]-0.027125[/C][C]-0.2426[/C][C]0.404461[/C][/ROW]
[ROW][C]34[/C][C]-0.034379[/C][C]-0.3075[/C][C]0.379634[/C][/ROW]
[ROW][C]35[/C][C]0.060925[/C][C]0.5449[/C][C]0.29366[/C][/ROW]
[ROW][C]36[/C][C]-0.068713[/C][C]-0.6146[/C][C]0.270284[/C][/ROW]
[ROW][C]37[/C][C]-0.039903[/C][C]-0.3569[/C][C]0.361052[/C][/ROW]
[ROW][C]38[/C][C]-0.025774[/C][C]-0.2305[/C][C]0.409133[/C][/ROW]
[ROW][C]39[/C][C]-0.038443[/C][C]-0.3438[/C][C]0.365932[/C][/ROW]
[ROW][C]40[/C][C]0.002229[/C][C]0.0199[/C][C]0.49207[/C][/ROW]
[ROW][C]41[/C][C]0.00222[/C][C]0.0199[/C][C]0.492105[/C][/ROW]
[ROW][C]42[/C][C]-0.033054[/C][C]-0.2956[/C][C]0.384133[/C][/ROW]
[ROW][C]43[/C][C]-0.017909[/C][C]-0.1602[/C][C]0.436569[/C][/ROW]
[ROW][C]44[/C][C]-0.045545[/C][C]-0.4074[/C][C]0.342415[/C][/ROW]
[ROW][C]45[/C][C]-0.016496[/C][C]-0.1475[/C][C]0.441535[/C][/ROW]
[ROW][C]46[/C][C]0.005368[/C][C]0.048[/C][C]0.480912[/C][/ROW]
[ROW][C]47[/C][C]0.065458[/C][C]0.5855[/C][C]0.279938[/C][/ROW]
[ROW][C]48[/C][C]-0.050492[/C][C]-0.4516[/C][C]0.326384[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40191&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40191&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	0.964127	8.6234	0
2	-0.09534	-0.8527	0.198174
3	-0.005572	-0.0498	0.480189
4	0.079847	0.7142	0.238599
5	-0.088499	-0.7916	0.215478
6	0.016516	0.1477	0.441466
7	-0.033956	-0.3037	0.381069
8	-0.037397	-0.3345	0.369443
9	-0.028698	-0.2567	0.39904
10	-0.006906	-0.0618	0.475449
11	-0.033474	-0.2994	0.382704
12	-0.010064	-0.09	0.464251
13	-0.049851	-0.4459	0.328445
14	-0.033378	-0.2985	0.383033
15	-0.041383	-0.3701	0.356129
16	-0.029774	-0.2663	0.395343
17	0.011442	0.1023	0.459372
18	-0.037481	-0.3352	0.369159
19	-0.046444	-0.4154	0.339477
20	0.005095	0.0456	0.481882
21	-0.053936	-0.4824	0.315412
22	0.030612	0.2738	0.392472
23	0.08316	0.7438	0.229587
24	0.039252	0.3511	0.363225
25	-0.03369	-0.3013	0.38197
26	-0.035066	-0.3136	0.377305
27	-0.011179	-0.1	0.460302
28	-0.0271	-0.2424	0.404549
29	-0.01596	-0.1427	0.443424
30	-0.02538	-0.227	0.410498
31	-0.045782	-0.4095	0.341637
32	-0.033325	-0.2981	0.383213
33	-0.027125	-0.2426	0.404461
34	-0.034379	-0.3075	0.379634
35	0.060925	0.5449	0.29366
36	-0.068713	-0.6146	0.270284
37	-0.039903	-0.3569	0.361052
38	-0.025774	-0.2305	0.409133
39	-0.038443	-0.3438	0.365932
40	0.002229	0.0199	0.49207
41	0.00222	0.0199	0.492105
42	-0.033054	-0.2956	0.384133
43	-0.017909	-0.1602	0.436569
44	-0.045545	-0.4074	0.342415
45	-0.016496	-0.1475	0.441535
46	0.005368	0.048	0.480912
47	0.065458	0.5855	0.279938
48	-0.050492	-0.4516	0.326384

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