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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 29 May 2009 06:01:18 -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/29/t1243598667dib28j5d1ao4qkn.htm/, Retrieved Sun, 28 Apr 2024 09:02:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=40765, Retrieved Sun, 28 Apr 2024 09:02:27 +0000

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-       [(Partial) Autocorrelation Function] [Autocorrelation2 ...] [2009-05-29 12:01:18] [946afef1f31655e4e01d6b8ef4c25a2b] [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=40765&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=40765&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40765&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	0.15118	2.1908	0.014783
2	-0.082845	-1.2005	0.115642
3	-0.099714	-1.445	0.074975
4	-0.115658	-1.676	0.047609
5	0.077143	1.1179	0.132441
6	-0.101711	-1.4739	0.070999
7	-0.002528	-0.0366	0.485404
8	-0.082731	-1.1989	0.115962
9	-0.109459	-1.5862	0.057097
10	-0.095627	-1.3858	0.083644
11	0.156139	2.2627	0.01234
12	0.658566	9.5435	0
13	0.17653	2.5582	0.005613
14	-0.098369	-1.4255	0.077749
15	-0.134628	-1.9509	0.026197
16	-0.164671	-2.3863	0.008953
17	-0.023188	-0.336	0.368595
18	-0.093907	-1.3608	0.087511
19	-0.055859	-0.8095	0.209581
20	-0.157768	-2.2863	0.011618
21	-0.092459	-1.3399	0.09087
22	-0.150235	-2.1771	0.015294
23	0.128065	1.8558	0.032439
24	0.564535	8.1809	0
25	0.130802	1.8955	0.0297
26	-0.094591	-1.3708	0.085957
27	-0.203339	-2.9467	0.001788
28	-0.157675	-2.2849	0.011658
29	-0.032855	-0.4761	0.317246
30	-0.132722	-1.9233	0.027896
31	-0.027693	-0.4013	0.344298
32	-0.171425	-2.4842	0.006883
33	-0.113542	-1.6454	0.050693
34	-0.133832	-1.9394	0.026896
35	0.113214	1.6406	0.051186
36	0.55525	8.0463	0
37	0.115168	1.6689	0.04831
38	-0.122335	-1.7728	0.038856
39	-0.175465	-2.5427	0.00586
40	-0.15318	-2.2198	0.013751
41	-0.002786	-0.0404	0.483919
42	-0.114221	-1.6552	0.049686
43	-0.08801	-1.2754	0.10179
44	-0.123694	-1.7925	0.037246
45	-0.071635	-1.0381	0.150213
46	-0.081474	-1.1807	0.119536
47	0.106734	1.5467	0.061717
48	0.476059	6.8988	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.15118 & 2.1908 & 0.014783 \tabularnewline
2 & -0.082845 & -1.2005 & 0.115642 \tabularnewline
3 & -0.099714 & -1.445 & 0.074975 \tabularnewline
4 & -0.115658 & -1.676 & 0.047609 \tabularnewline
5 & 0.077143 & 1.1179 & 0.132441 \tabularnewline
6 & -0.101711 & -1.4739 & 0.070999 \tabularnewline
7 & -0.002528 & -0.0366 & 0.485404 \tabularnewline
8 & -0.082731 & -1.1989 & 0.115962 \tabularnewline
9 & -0.109459 & -1.5862 & 0.057097 \tabularnewline
10 & -0.095627 & -1.3858 & 0.083644 \tabularnewline
11 & 0.156139 & 2.2627 & 0.01234 \tabularnewline
12 & 0.658566 & 9.5435 & 0 \tabularnewline
13 & 0.17653 & 2.5582 & 0.005613 \tabularnewline
14 & -0.098369 & -1.4255 & 0.077749 \tabularnewline
15 & -0.134628 & -1.9509 & 0.026197 \tabularnewline
16 & -0.164671 & -2.3863 & 0.008953 \tabularnewline
17 & -0.023188 & -0.336 & 0.368595 \tabularnewline
18 & -0.093907 & -1.3608 & 0.087511 \tabularnewline
19 & -0.055859 & -0.8095 & 0.209581 \tabularnewline
20 & -0.157768 & -2.2863 & 0.011618 \tabularnewline
21 & -0.092459 & -1.3399 & 0.09087 \tabularnewline
22 & -0.150235 & -2.1771 & 0.015294 \tabularnewline
23 & 0.128065 & 1.8558 & 0.032439 \tabularnewline
24 & 0.564535 & 8.1809 & 0 \tabularnewline
25 & 0.130802 & 1.8955 & 0.0297 \tabularnewline
26 & -0.094591 & -1.3708 & 0.085957 \tabularnewline
27 & -0.203339 & -2.9467 & 0.001788 \tabularnewline
28 & -0.157675 & -2.2849 & 0.011658 \tabularnewline
29 & -0.032855 & -0.4761 & 0.317246 \tabularnewline
30 & -0.132722 & -1.9233 & 0.027896 \tabularnewline
31 & -0.027693 & -0.4013 & 0.344298 \tabularnewline
32 & -0.171425 & -2.4842 & 0.006883 \tabularnewline
33 & -0.113542 & -1.6454 & 0.050693 \tabularnewline
34 & -0.133832 & -1.9394 & 0.026896 \tabularnewline
35 & 0.113214 & 1.6406 & 0.051186 \tabularnewline
36 & 0.55525 & 8.0463 & 0 \tabularnewline
37 & 0.115168 & 1.6689 & 0.04831 \tabularnewline
38 & -0.122335 & -1.7728 & 0.038856 \tabularnewline
39 & -0.175465 & -2.5427 & 0.00586 \tabularnewline
40 & -0.15318 & -2.2198 & 0.013751 \tabularnewline
41 & -0.002786 & -0.0404 & 0.483919 \tabularnewline
42 & -0.114221 & -1.6552 & 0.049686 \tabularnewline
43 & -0.08801 & -1.2754 & 0.10179 \tabularnewline
44 & -0.123694 & -1.7925 & 0.037246 \tabularnewline
45 & -0.071635 & -1.0381 & 0.150213 \tabularnewline
46 & -0.081474 & -1.1807 & 0.119536 \tabularnewline
47 & 0.106734 & 1.5467 & 0.061717 \tabularnewline
48 & 0.476059 & 6.8988 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40765&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]0.15118[/C][C]2.1908[/C][C]0.014783[/C][/ROW]
[ROW][C]2[/C][C]-0.082845[/C][C]-1.2005[/C][C]0.115642[/C][/ROW]
[ROW][C]3[/C][C]-0.099714[/C][C]-1.445[/C][C]0.074975[/C][/ROW]
[ROW][C]4[/C][C]-0.115658[/C][C]-1.676[/C][C]0.047609[/C][/ROW]
[ROW][C]5[/C][C]0.077143[/C][C]1.1179[/C][C]0.132441[/C][/ROW]
[ROW][C]6[/C][C]-0.101711[/C][C]-1.4739[/C][C]0.070999[/C][/ROW]
[ROW][C]7[/C][C]-0.002528[/C][C]-0.0366[/C][C]0.485404[/C][/ROW]
[ROW][C]8[/C][C]-0.082731[/C][C]-1.1989[/C][C]0.115962[/C][/ROW]
[ROW][C]9[/C][C]-0.109459[/C][C]-1.5862[/C][C]0.057097[/C][/ROW]
[ROW][C]10[/C][C]-0.095627[/C][C]-1.3858[/C][C]0.083644[/C][/ROW]
[ROW][C]11[/C][C]0.156139[/C][C]2.2627[/C][C]0.01234[/C][/ROW]
[ROW][C]12[/C][C]0.658566[/C][C]9.5435[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.17653[/C][C]2.5582[/C][C]0.005613[/C][/ROW]
[ROW][C]14[/C][C]-0.098369[/C][C]-1.4255[/C][C]0.077749[/C][/ROW]
[ROW][C]15[/C][C]-0.134628[/C][C]-1.9509[/C][C]0.026197[/C][/ROW]
[ROW][C]16[/C][C]-0.164671[/C][C]-2.3863[/C][C]0.008953[/C][/ROW]
[ROW][C]17[/C][C]-0.023188[/C][C]-0.336[/C][C]0.368595[/C][/ROW]
[ROW][C]18[/C][C]-0.093907[/C][C]-1.3608[/C][C]0.087511[/C][/ROW]
[ROW][C]19[/C][C]-0.055859[/C][C]-0.8095[/C][C]0.209581[/C][/ROW]
[ROW][C]20[/C][C]-0.157768[/C][C]-2.2863[/C][C]0.011618[/C][/ROW]
[ROW][C]21[/C][C]-0.092459[/C][C]-1.3399[/C][C]0.09087[/C][/ROW]
[ROW][C]22[/C][C]-0.150235[/C][C]-2.1771[/C][C]0.015294[/C][/ROW]
[ROW][C]23[/C][C]0.128065[/C][C]1.8558[/C][C]0.032439[/C][/ROW]
[ROW][C]24[/C][C]0.564535[/C][C]8.1809[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.130802[/C][C]1.8955[/C][C]0.0297[/C][/ROW]
[ROW][C]26[/C][C]-0.094591[/C][C]-1.3708[/C][C]0.085957[/C][/ROW]
[ROW][C]27[/C][C]-0.203339[/C][C]-2.9467[/C][C]0.001788[/C][/ROW]
[ROW][C]28[/C][C]-0.157675[/C][C]-2.2849[/C][C]0.011658[/C][/ROW]
[ROW][C]29[/C][C]-0.032855[/C][C]-0.4761[/C][C]0.317246[/C][/ROW]
[ROW][C]30[/C][C]-0.132722[/C][C]-1.9233[/C][C]0.027896[/C][/ROW]
[ROW][C]31[/C][C]-0.027693[/C][C]-0.4013[/C][C]0.344298[/C][/ROW]
[ROW][C]32[/C][C]-0.171425[/C][C]-2.4842[/C][C]0.006883[/C][/ROW]
[ROW][C]33[/C][C]-0.113542[/C][C]-1.6454[/C][C]0.050693[/C][/ROW]
[ROW][C]34[/C][C]-0.133832[/C][C]-1.9394[/C][C]0.026896[/C][/ROW]
[ROW][C]35[/C][C]0.113214[/C][C]1.6406[/C][C]0.051186[/C][/ROW]
[ROW][C]36[/C][C]0.55525[/C][C]8.0463[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]0.115168[/C][C]1.6689[/C][C]0.04831[/C][/ROW]
[ROW][C]38[/C][C]-0.122335[/C][C]-1.7728[/C][C]0.038856[/C][/ROW]
[ROW][C]39[/C][C]-0.175465[/C][C]-2.5427[/C][C]0.00586[/C][/ROW]
[ROW][C]40[/C][C]-0.15318[/C][C]-2.2198[/C][C]0.013751[/C][/ROW]
[ROW][C]41[/C][C]-0.002786[/C][C]-0.0404[/C][C]0.483919[/C][/ROW]
[ROW][C]42[/C][C]-0.114221[/C][C]-1.6552[/C][C]0.049686[/C][/ROW]
[ROW][C]43[/C][C]-0.08801[/C][C]-1.2754[/C][C]0.10179[/C][/ROW]
[ROW][C]44[/C][C]-0.123694[/C][C]-1.7925[/C][C]0.037246[/C][/ROW]
[ROW][C]45[/C][C]-0.071635[/C][C]-1.0381[/C][C]0.150213[/C][/ROW]
[ROW][C]46[/C][C]-0.081474[/C][C]-1.1807[/C][C]0.119536[/C][/ROW]
[ROW][C]47[/C][C]0.106734[/C][C]1.5467[/C][C]0.061717[/C][/ROW]
[ROW][C]48[/C][C]0.476059[/C][C]6.8988[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40765&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40765&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	0.15118	2.1908	0.014783
2	-0.082845	-1.2005	0.115642
3	-0.099714	-1.445	0.074975
4	-0.115658	-1.676	0.047609
5	0.077143	1.1179	0.132441
6	-0.101711	-1.4739	0.070999
7	-0.002528	-0.0366	0.485404
8	-0.082731	-1.1989	0.115962
9	-0.109459	-1.5862	0.057097
10	-0.095627	-1.3858	0.083644
11	0.156139	2.2627	0.01234
12	0.658566	9.5435	0
13	0.17653	2.5582	0.005613
14	-0.098369	-1.4255	0.077749
15	-0.134628	-1.9509	0.026197
16	-0.164671	-2.3863	0.008953
17	-0.023188	-0.336	0.368595
18	-0.093907	-1.3608	0.087511
19	-0.055859	-0.8095	0.209581
20	-0.157768	-2.2863	0.011618
21	-0.092459	-1.3399	0.09087
22	-0.150235	-2.1771	0.015294
23	0.128065	1.8558	0.032439
24	0.564535	8.1809	0
25	0.130802	1.8955	0.0297
26	-0.094591	-1.3708	0.085957
27	-0.203339	-2.9467	0.001788
28	-0.157675	-2.2849	0.011658
29	-0.032855	-0.4761	0.317246
30	-0.132722	-1.9233	0.027896
31	-0.027693	-0.4013	0.344298
32	-0.171425	-2.4842	0.006883
33	-0.113542	-1.6454	0.050693
34	-0.133832	-1.9394	0.026896
35	0.113214	1.6406	0.051186
36	0.55525	8.0463	0
37	0.115168	1.6689	0.04831
38	-0.122335	-1.7728	0.038856
39	-0.175465	-2.5427	0.00586
40	-0.15318	-2.2198	0.013751
41	-0.002786	-0.0404	0.483919
42	-0.114221	-1.6552	0.049686
43	-0.08801	-1.2754	0.10179
44	-0.123694	-1.7925	0.037246
45	-0.071635	-1.0381	0.150213
46	-0.081474	-1.1807	0.119536
47	0.106734	1.5467	0.061717
48	0.476059	6.8988	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.15118	2.1908	0.014783
2	-0.108172	-1.5676	0.059244
3	-0.071948	-1.0426	0.149159
4	-0.100773	-1.4603	0.072845
5	0.09973	1.4452	0.074943
6	-0.16468	-2.3864	0.00895
7	0.044701	0.6478	0.258918
8	-0.125067	-1.8124	0.035677
9	-0.072691	-1.0534	0.146685
10	-0.139465	-2.021	0.022272
11	0.218357	3.1643	0.000893
12	0.602766	8.7349	0
13	0.077213	1.1189	0.132227
14	-0.078384	-1.1359	0.128649
15	-0.050647	-0.7339	0.231901
16	-0.138154	-2.002	0.023283
17	-0.201238	-2.9162	0.001964
18	-0.050643	-0.7339	0.231916
19	-0.015332	-0.2222	0.412195
20	-0.182692	-2.6475	0.004362
21	0.051209	0.7421	0.229432
22	-0.108268	-1.5689	0.059083
23	-0.023012	-0.3335	0.369556
24	0.206573	2.9935	0.001544
25	0.001714	0.0248	0.490106
26	-0.083193	-1.2056	0.114668
27	-0.086904	-1.2594	0.10465
28	0.020728	0.3004	0.382094
29	-0.067414	-0.9769	0.164867
30	-0.090115	-1.3059	0.09651
31	0.119953	1.7383	0.041813
32	-0.072237	-1.0468	0.148195
33	-0.086397	-1.252	0.105978
34	-0.008168	-0.1184	0.452945
35	0.017409	0.2523	0.400537
36	0.093645	1.357	0.088112
37	-0.020425	-0.296	0.383768
38	-0.080543	-1.1672	0.122232
39	-0.029137	-0.4222	0.336641
40	-0.010086	-0.1462	0.441968
41	0.032293	0.468	0.320146
42	-0.048351	-0.7007	0.24214
43	-0.107747	-1.5614	0.059967
44	0.000147	0.0021	0.499153
45	0.048078	0.6967	0.243377
46	0.030866	0.4473	0.32756
47	-0.039366	-0.5705	0.284483
48	0.006266	0.0908	0.463866

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.15118 & 2.1908 & 0.014783 \tabularnewline
2 & -0.108172 & -1.5676 & 0.059244 \tabularnewline
3 & -0.071948 & -1.0426 & 0.149159 \tabularnewline
4 & -0.100773 & -1.4603 & 0.072845 \tabularnewline
5 & 0.09973 & 1.4452 & 0.074943 \tabularnewline
6 & -0.16468 & -2.3864 & 0.00895 \tabularnewline
7 & 0.044701 & 0.6478 & 0.258918 \tabularnewline
8 & -0.125067 & -1.8124 & 0.035677 \tabularnewline
9 & -0.072691 & -1.0534 & 0.146685 \tabularnewline
10 & -0.139465 & -2.021 & 0.022272 \tabularnewline
11 & 0.218357 & 3.1643 & 0.000893 \tabularnewline
12 & 0.602766 & 8.7349 & 0 \tabularnewline
13 & 0.077213 & 1.1189 & 0.132227 \tabularnewline
14 & -0.078384 & -1.1359 & 0.128649 \tabularnewline
15 & -0.050647 & -0.7339 & 0.231901 \tabularnewline
16 & -0.138154 & -2.002 & 0.023283 \tabularnewline
17 & -0.201238 & -2.9162 & 0.001964 \tabularnewline
18 & -0.050643 & -0.7339 & 0.231916 \tabularnewline
19 & -0.015332 & -0.2222 & 0.412195 \tabularnewline
20 & -0.182692 & -2.6475 & 0.004362 \tabularnewline
21 & 0.051209 & 0.7421 & 0.229432 \tabularnewline
22 & -0.108268 & -1.5689 & 0.059083 \tabularnewline
23 & -0.023012 & -0.3335 & 0.369556 \tabularnewline
24 & 0.206573 & 2.9935 & 0.001544 \tabularnewline
25 & 0.001714 & 0.0248 & 0.490106 \tabularnewline
26 & -0.083193 & -1.2056 & 0.114668 \tabularnewline
27 & -0.086904 & -1.2594 & 0.10465 \tabularnewline
28 & 0.020728 & 0.3004 & 0.382094 \tabularnewline
29 & -0.067414 & -0.9769 & 0.164867 \tabularnewline
30 & -0.090115 & -1.3059 & 0.09651 \tabularnewline
31 & 0.119953 & 1.7383 & 0.041813 \tabularnewline
32 & -0.072237 & -1.0468 & 0.148195 \tabularnewline
33 & -0.086397 & -1.252 & 0.105978 \tabularnewline
34 & -0.008168 & -0.1184 & 0.452945 \tabularnewline
35 & 0.017409 & 0.2523 & 0.400537 \tabularnewline
36 & 0.093645 & 1.357 & 0.088112 \tabularnewline
37 & -0.020425 & -0.296 & 0.383768 \tabularnewline
38 & -0.080543 & -1.1672 & 0.122232 \tabularnewline
39 & -0.029137 & -0.4222 & 0.336641 \tabularnewline
40 & -0.010086 & -0.1462 & 0.441968 \tabularnewline
41 & 0.032293 & 0.468 & 0.320146 \tabularnewline
42 & -0.048351 & -0.7007 & 0.24214 \tabularnewline
43 & -0.107747 & -1.5614 & 0.059967 \tabularnewline
44 & 0.000147 & 0.0021 & 0.499153 \tabularnewline
45 & 0.048078 & 0.6967 & 0.243377 \tabularnewline
46 & 0.030866 & 0.4473 & 0.32756 \tabularnewline
47 & -0.039366 & -0.5705 & 0.284483 \tabularnewline
48 & 0.006266 & 0.0908 & 0.463866 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=40765&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]0.15118[/C][C]2.1908[/C][C]0.014783[/C][/ROW]
[ROW][C]2[/C][C]-0.108172[/C][C]-1.5676[/C][C]0.059244[/C][/ROW]
[ROW][C]3[/C][C]-0.071948[/C][C]-1.0426[/C][C]0.149159[/C][/ROW]
[ROW][C]4[/C][C]-0.100773[/C][C]-1.4603[/C][C]0.072845[/C][/ROW]
[ROW][C]5[/C][C]0.09973[/C][C]1.4452[/C][C]0.074943[/C][/ROW]
[ROW][C]6[/C][C]-0.16468[/C][C]-2.3864[/C][C]0.00895[/C][/ROW]
[ROW][C]7[/C][C]0.044701[/C][C]0.6478[/C][C]0.258918[/C][/ROW]
[ROW][C]8[/C][C]-0.125067[/C][C]-1.8124[/C][C]0.035677[/C][/ROW]
[ROW][C]9[/C][C]-0.072691[/C][C]-1.0534[/C][C]0.146685[/C][/ROW]
[ROW][C]10[/C][C]-0.139465[/C][C]-2.021[/C][C]0.022272[/C][/ROW]
[ROW][C]11[/C][C]0.218357[/C][C]3.1643[/C][C]0.000893[/C][/ROW]
[ROW][C]12[/C][C]0.602766[/C][C]8.7349[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.077213[/C][C]1.1189[/C][C]0.132227[/C][/ROW]
[ROW][C]14[/C][C]-0.078384[/C][C]-1.1359[/C][C]0.128649[/C][/ROW]
[ROW][C]15[/C][C]-0.050647[/C][C]-0.7339[/C][C]0.231901[/C][/ROW]
[ROW][C]16[/C][C]-0.138154[/C][C]-2.002[/C][C]0.023283[/C][/ROW]
[ROW][C]17[/C][C]-0.201238[/C][C]-2.9162[/C][C]0.001964[/C][/ROW]
[ROW][C]18[/C][C]-0.050643[/C][C]-0.7339[/C][C]0.231916[/C][/ROW]
[ROW][C]19[/C][C]-0.015332[/C][C]-0.2222[/C][C]0.412195[/C][/ROW]
[ROW][C]20[/C][C]-0.182692[/C][C]-2.6475[/C][C]0.004362[/C][/ROW]
[ROW][C]21[/C][C]0.051209[/C][C]0.7421[/C][C]0.229432[/C][/ROW]
[ROW][C]22[/C][C]-0.108268[/C][C]-1.5689[/C][C]0.059083[/C][/ROW]
[ROW][C]23[/C][C]-0.023012[/C][C]-0.3335[/C][C]0.369556[/C][/ROW]
[ROW][C]24[/C][C]0.206573[/C][C]2.9935[/C][C]0.001544[/C][/ROW]
[ROW][C]25[/C][C]0.001714[/C][C]0.0248[/C][C]0.490106[/C][/ROW]
[ROW][C]26[/C][C]-0.083193[/C][C]-1.2056[/C][C]0.114668[/C][/ROW]
[ROW][C]27[/C][C]-0.086904[/C][C]-1.2594[/C][C]0.10465[/C][/ROW]
[ROW][C]28[/C][C]0.020728[/C][C]0.3004[/C][C]0.382094[/C][/ROW]
[ROW][C]29[/C][C]-0.067414[/C][C]-0.9769[/C][C]0.164867[/C][/ROW]
[ROW][C]30[/C][C]-0.090115[/C][C]-1.3059[/C][C]0.09651[/C][/ROW]
[ROW][C]31[/C][C]0.119953[/C][C]1.7383[/C][C]0.041813[/C][/ROW]
[ROW][C]32[/C][C]-0.072237[/C][C]-1.0468[/C][C]0.148195[/C][/ROW]
[ROW][C]33[/C][C]-0.086397[/C][C]-1.252[/C][C]0.105978[/C][/ROW]
[ROW][C]34[/C][C]-0.008168[/C][C]-0.1184[/C][C]0.452945[/C][/ROW]
[ROW][C]35[/C][C]0.017409[/C][C]0.2523[/C][C]0.400537[/C][/ROW]
[ROW][C]36[/C][C]0.093645[/C][C]1.357[/C][C]0.088112[/C][/ROW]
[ROW][C]37[/C][C]-0.020425[/C][C]-0.296[/C][C]0.383768[/C][/ROW]
[ROW][C]38[/C][C]-0.080543[/C][C]-1.1672[/C][C]0.122232[/C][/ROW]
[ROW][C]39[/C][C]-0.029137[/C][C]-0.4222[/C][C]0.336641[/C][/ROW]
[ROW][C]40[/C][C]-0.010086[/C][C]-0.1462[/C][C]0.441968[/C][/ROW]
[ROW][C]41[/C][C]0.032293[/C][C]0.468[/C][C]0.320146[/C][/ROW]
[ROW][C]42[/C][C]-0.048351[/C][C]-0.7007[/C][C]0.24214[/C][/ROW]
[ROW][C]43[/C][C]-0.107747[/C][C]-1.5614[/C][C]0.059967[/C][/ROW]
[ROW][C]44[/C][C]0.000147[/C][C]0.0021[/C][C]0.499153[/C][/ROW]
[ROW][C]45[/C][C]0.048078[/C][C]0.6967[/C][C]0.243377[/C][/ROW]
[ROW][C]46[/C][C]0.030866[/C][C]0.4473[/C][C]0.32756[/C][/ROW]
[ROW][C]47[/C][C]-0.039366[/C][C]-0.5705[/C][C]0.284483[/C][/ROW]
[ROW][C]48[/C][C]0.006266[/C][C]0.0908[/C][C]0.463866[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=40765&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=40765&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	0.15118	2.1908	0.014783
2	-0.108172	-1.5676	0.059244
3	-0.071948	-1.0426	0.149159
4	-0.100773	-1.4603	0.072845
5	0.09973	1.4452	0.074943
6	-0.16468	-2.3864	0.00895
7	0.044701	0.6478	0.258918
8	-0.125067	-1.8124	0.035677
9	-0.072691	-1.0534	0.146685
10	-0.139465	-2.021	0.022272
11	0.218357	3.1643	0.000893
12	0.602766	8.7349	0
13	0.077213	1.1189	0.132227
14	-0.078384	-1.1359	0.128649
15	-0.050647	-0.7339	0.231901
16	-0.138154	-2.002	0.023283
17	-0.201238	-2.9162	0.001964
18	-0.050643	-0.7339	0.231916
19	-0.015332	-0.2222	0.412195
20	-0.182692	-2.6475	0.004362
21	0.051209	0.7421	0.229432
22	-0.108268	-1.5689	0.059083
23	-0.023012	-0.3335	0.369556
24	0.206573	2.9935	0.001544
25	0.001714	0.0248	0.490106
26	-0.083193	-1.2056	0.114668
27	-0.086904	-1.2594	0.10465
28	0.020728	0.3004	0.382094
29	-0.067414	-0.9769	0.164867
30	-0.090115	-1.3059	0.09651
31	0.119953	1.7383	0.041813
32	-0.072237	-1.0468	0.148195
33	-0.086397	-1.252	0.105978
34	-0.008168	-0.1184	0.452945
35	0.017409	0.2523	0.400537
36	0.093645	1.357	0.088112
37	-0.020425	-0.296	0.383768
38	-0.080543	-1.1672	0.122232
39	-0.029137	-0.4222	0.336641
40	-0.010086	-0.1462	0.441968
41	0.032293	0.468	0.320146
42	-0.048351	-0.7007	0.24214
43	-0.107747	-1.5614	0.059967
44	0.000147	0.0021	0.499153
45	0.048078	0.6967	0.243377
46	0.030866	0.4473	0.32756
47	-0.039366	-0.5705	0.284483
48	0.006266	0.0908	0.463866

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