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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 20 Nov 2010 10:35:08 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Nov/20/t1290249233082w20qw1ns14f2.htm/, Retrieved Sat, 27 Apr 2024 07:22:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=98175, Retrieved Sat, 27 Apr 2024 07:22:37 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

146

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

-       [(Partial) Autocorrelation Function] [Opgave 6 bis oef 2] [2010-11-20 10:35:08] [a8c08f114ed6b33170d4a8ec3391edfe] [Current]

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Dataseries X:

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Histogram

Boxplots

7,08
7,08
7,09
7,07
7,06
6,99
6,99
6,99
6,98
6,96
6,95
6,91
6,91
6,87
6,91
6,89
6,88
6,9
6,91
6,85
6,86
6,82
6,8
6,83
6,84
6,89
7,14
7,21
7,25
7,31
7,3
7,48
7,49
7,4
7,44
7,42
7,14
7,24
7,33
7,61
7,66
7,69
7,7
7,68
7,71
7,71
7,72
7,68
7,72
7,74
7,76
7,9
7,97
7,96
7,95
7,97
7,93
7,99
7,96
7,92
7,97
7,98
8
8,04
8,17
8,29
8,26
8,3
8,32
8,28
8,27
8,32
8,31
8,34
8,32
8,36
8,33
8,35
8,34
8,37
8,31
8,33
8,34
8,25

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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98175&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98175&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98175&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.977655	8.9604	0
2	0.950128	8.7081	0
3	0.921678	8.4473	0
4	0.892459	8.1795	0
5	0.862325	7.9033	0
6	0.832627	7.6312	0
7	0.802277	7.353	0
8	0.773252	7.087	0
9	0.741559	6.7965	0
10	0.710512	6.512	0
11	0.680029	6.2326	0
12	0.646388	5.9242	0
13	0.609049	5.582	0
14	0.567355	5.1999	1e-06
15	0.522635	4.79	4e-06
16	0.477589	4.3772	1.7e-05
17	0.43384	3.9762	7.4e-05
18	0.390877	3.5824	0.000285
19	0.348711	3.196	0.000982
20	0.309971	2.8409	0.002821
21	0.274166	2.5128	0.006945
22	0.239223	2.1925	0.015554
23	0.203818	1.868	0.032623
24	0.167441	1.5346	0.064317
25	0.131512	1.2053	0.11573
26	0.091723	0.8407	0.201464
27	0.053961	0.4946	0.311099
28	0.019169	0.1757	0.430482
29	-0.014569	-0.1335	0.447049
30	-0.045084	-0.4132	0.340257
31	-0.07547	-0.6917	0.245519
32	-0.102651	-0.9408	0.17475
33	-0.126467	-1.1591	0.124852
34	-0.149556	-1.3707	0.087059
35	-0.172375	-1.5798	0.05895
36	-0.194179	-1.7797	0.039373
37	-0.221962	-2.0343	0.022537
38	-0.249771	-2.2892	0.012289
39	-0.277025	-2.539	0.006481
40	-0.2991	-2.7413	0.003738
41	-0.320192	-2.9346	0.002153
42	-0.34056	-3.1213	0.001234
43	-0.360678	-3.3057	0.000697
44	-0.379196	-3.4754	0.000405
45	-0.395377	-3.6237	0.000248
46	-0.403647	-3.6995	0.000192
47	-0.408205	-3.7413	0.000167
48	-0.412271	-3.7785	0.000147

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.977655 & 8.9604 & 0 \tabularnewline
2 & 0.950128 & 8.7081 & 0 \tabularnewline
3 & 0.921678 & 8.4473 & 0 \tabularnewline
4 & 0.892459 & 8.1795 & 0 \tabularnewline
5 & 0.862325 & 7.9033 & 0 \tabularnewline
6 & 0.832627 & 7.6312 & 0 \tabularnewline
7 & 0.802277 & 7.353 & 0 \tabularnewline
8 & 0.773252 & 7.087 & 0 \tabularnewline
9 & 0.741559 & 6.7965 & 0 \tabularnewline
10 & 0.710512 & 6.512 & 0 \tabularnewline
11 & 0.680029 & 6.2326 & 0 \tabularnewline
12 & 0.646388 & 5.9242 & 0 \tabularnewline
13 & 0.609049 & 5.582 & 0 \tabularnewline
14 & 0.567355 & 5.1999 & 1e-06 \tabularnewline
15 & 0.522635 & 4.79 & 4e-06 \tabularnewline
16 & 0.477589 & 4.3772 & 1.7e-05 \tabularnewline
17 & 0.43384 & 3.9762 & 7.4e-05 \tabularnewline
18 & 0.390877 & 3.5824 & 0.000285 \tabularnewline
19 & 0.348711 & 3.196 & 0.000982 \tabularnewline
20 & 0.309971 & 2.8409 & 0.002821 \tabularnewline
21 & 0.274166 & 2.5128 & 0.006945 \tabularnewline
22 & 0.239223 & 2.1925 & 0.015554 \tabularnewline
23 & 0.203818 & 1.868 & 0.032623 \tabularnewline
24 & 0.167441 & 1.5346 & 0.064317 \tabularnewline
25 & 0.131512 & 1.2053 & 0.11573 \tabularnewline
26 & 0.091723 & 0.8407 & 0.201464 \tabularnewline
27 & 0.053961 & 0.4946 & 0.311099 \tabularnewline
28 & 0.019169 & 0.1757 & 0.430482 \tabularnewline
29 & -0.014569 & -0.1335 & 0.447049 \tabularnewline
30 & -0.045084 & -0.4132 & 0.340257 \tabularnewline
31 & -0.07547 & -0.6917 & 0.245519 \tabularnewline
32 & -0.102651 & -0.9408 & 0.17475 \tabularnewline
33 & -0.126467 & -1.1591 & 0.124852 \tabularnewline
34 & -0.149556 & -1.3707 & 0.087059 \tabularnewline
35 & -0.172375 & -1.5798 & 0.05895 \tabularnewline
36 & -0.194179 & -1.7797 & 0.039373 \tabularnewline
37 & -0.221962 & -2.0343 & 0.022537 \tabularnewline
38 & -0.249771 & -2.2892 & 0.012289 \tabularnewline
39 & -0.277025 & -2.539 & 0.006481 \tabularnewline
40 & -0.2991 & -2.7413 & 0.003738 \tabularnewline
41 & -0.320192 & -2.9346 & 0.002153 \tabularnewline
42 & -0.34056 & -3.1213 & 0.001234 \tabularnewline
43 & -0.360678 & -3.3057 & 0.000697 \tabularnewline
44 & -0.379196 & -3.4754 & 0.000405 \tabularnewline
45 & -0.395377 & -3.6237 & 0.000248 \tabularnewline
46 & -0.403647 & -3.6995 & 0.000192 \tabularnewline
47 & -0.408205 & -3.7413 & 0.000167 \tabularnewline
48 & -0.412271 & -3.7785 & 0.000147 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98175&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]0.977655[/C][C]8.9604[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.950128[/C][C]8.7081[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.921678[/C][C]8.4473[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.892459[/C][C]8.1795[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.862325[/C][C]7.9033[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.832627[/C][C]7.6312[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.802277[/C][C]7.353[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.773252[/C][C]7.087[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.741559[/C][C]6.7965[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.710512[/C][C]6.512[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.680029[/C][C]6.2326[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.646388[/C][C]5.9242[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.609049[/C][C]5.582[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.567355[/C][C]5.1999[/C][C]1e-06[/C][/ROW]
[ROW][C]15[/C][C]0.522635[/C][C]4.79[/C][C]4e-06[/C][/ROW]
[ROW][C]16[/C][C]0.477589[/C][C]4.3772[/C][C]1.7e-05[/C][/ROW]
[ROW][C]17[/C][C]0.43384[/C][C]3.9762[/C][C]7.4e-05[/C][/ROW]
[ROW][C]18[/C][C]0.390877[/C][C]3.5824[/C][C]0.000285[/C][/ROW]
[ROW][C]19[/C][C]0.348711[/C][C]3.196[/C][C]0.000982[/C][/ROW]
[ROW][C]20[/C][C]0.309971[/C][C]2.8409[/C][C]0.002821[/C][/ROW]
[ROW][C]21[/C][C]0.274166[/C][C]2.5128[/C][C]0.006945[/C][/ROW]
[ROW][C]22[/C][C]0.239223[/C][C]2.1925[/C][C]0.015554[/C][/ROW]
[ROW][C]23[/C][C]0.203818[/C][C]1.868[/C][C]0.032623[/C][/ROW]
[ROW][C]24[/C][C]0.167441[/C][C]1.5346[/C][C]0.064317[/C][/ROW]
[ROW][C]25[/C][C]0.131512[/C][C]1.2053[/C][C]0.11573[/C][/ROW]
[ROW][C]26[/C][C]0.091723[/C][C]0.8407[/C][C]0.201464[/C][/ROW]
[ROW][C]27[/C][C]0.053961[/C][C]0.4946[/C][C]0.311099[/C][/ROW]
[ROW][C]28[/C][C]0.019169[/C][C]0.1757[/C][C]0.430482[/C][/ROW]
[ROW][C]29[/C][C]-0.014569[/C][C]-0.1335[/C][C]0.447049[/C][/ROW]
[ROW][C]30[/C][C]-0.045084[/C][C]-0.4132[/C][C]0.340257[/C][/ROW]
[ROW][C]31[/C][C]-0.07547[/C][C]-0.6917[/C][C]0.245519[/C][/ROW]
[ROW][C]32[/C][C]-0.102651[/C][C]-0.9408[/C][C]0.17475[/C][/ROW]
[ROW][C]33[/C][C]-0.126467[/C][C]-1.1591[/C][C]0.124852[/C][/ROW]
[ROW][C]34[/C][C]-0.149556[/C][C]-1.3707[/C][C]0.087059[/C][/ROW]
[ROW][C]35[/C][C]-0.172375[/C][C]-1.5798[/C][C]0.05895[/C][/ROW]
[ROW][C]36[/C][C]-0.194179[/C][C]-1.7797[/C][C]0.039373[/C][/ROW]
[ROW][C]37[/C][C]-0.221962[/C][C]-2.0343[/C][C]0.022537[/C][/ROW]
[ROW][C]38[/C][C]-0.249771[/C][C]-2.2892[/C][C]0.012289[/C][/ROW]
[ROW][C]39[/C][C]-0.277025[/C][C]-2.539[/C][C]0.006481[/C][/ROW]
[ROW][C]40[/C][C]-0.2991[/C][C]-2.7413[/C][C]0.003738[/C][/ROW]
[ROW][C]41[/C][C]-0.320192[/C][C]-2.9346[/C][C]0.002153[/C][/ROW]
[ROW][C]42[/C][C]-0.34056[/C][C]-3.1213[/C][C]0.001234[/C][/ROW]
[ROW][C]43[/C][C]-0.360678[/C][C]-3.3057[/C][C]0.000697[/C][/ROW]
[ROW][C]44[/C][C]-0.379196[/C][C]-3.4754[/C][C]0.000405[/C][/ROW]
[ROW][C]45[/C][C]-0.395377[/C][C]-3.6237[/C][C]0.000248[/C][/ROW]
[ROW][C]46[/C][C]-0.403647[/C][C]-3.6995[/C][C]0.000192[/C][/ROW]
[ROW][C]47[/C][C]-0.408205[/C][C]-3.7413[/C][C]0.000167[/C][/ROW]
[ROW][C]48[/C][C]-0.412271[/C][C]-3.7785[/C][C]0.000147[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98175&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98175&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	0.977655	8.9604	0
2	0.950128	8.7081	0
3	0.921678	8.4473	0
4	0.892459	8.1795	0
5	0.862325	7.9033	0
6	0.832627	7.6312	0
7	0.802277	7.353	0
8	0.773252	7.087	0
9	0.741559	6.7965	0
10	0.710512	6.512	0
11	0.680029	6.2326	0
12	0.646388	5.9242	0
13	0.609049	5.582	0
14	0.567355	5.1999	1e-06
15	0.522635	4.79	4e-06
16	0.477589	4.3772	1.7e-05
17	0.43384	3.9762	7.4e-05
18	0.390877	3.5824	0.000285
19	0.348711	3.196	0.000982
20	0.309971	2.8409	0.002821
21	0.274166	2.5128	0.006945
22	0.239223	2.1925	0.015554
23	0.203818	1.868	0.032623
24	0.167441	1.5346	0.064317
25	0.131512	1.2053	0.11573
26	0.091723	0.8407	0.201464
27	0.053961	0.4946	0.311099
28	0.019169	0.1757	0.430482
29	-0.014569	-0.1335	0.447049
30	-0.045084	-0.4132	0.340257
31	-0.07547	-0.6917	0.245519
32	-0.102651	-0.9408	0.17475
33	-0.126467	-1.1591	0.124852
34	-0.149556	-1.3707	0.087059
35	-0.172375	-1.5798	0.05895
36	-0.194179	-1.7797	0.039373
37	-0.221962	-2.0343	0.022537
38	-0.249771	-2.2892	0.012289
39	-0.277025	-2.539	0.006481
40	-0.2991	-2.7413	0.003738
41	-0.320192	-2.9346	0.002153
42	-0.34056	-3.1213	0.001234
43	-0.360678	-3.3057	0.000697
44	-0.379196	-3.4754	0.000405
45	-0.395377	-3.6237	0.000248
46	-0.403647	-3.6995	0.000192
47	-0.408205	-3.7413	0.000167
48	-0.412271	-3.7785	0.000147

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.977655	8.9604	0
2	-0.12856	-1.1783	0.121007
3	-0.021872	-0.2005	0.420801
4	-0.029291	-0.2685	0.394504
5	-0.032799	-0.3006	0.382229
6	-0.001502	-0.0138	0.494524
7	-0.033378	-0.3059	0.380212
8	0.017558	0.1609	0.436269
9	-0.084856	-0.7777	0.21946
10	0.010699	0.0981	0.46106
11	-0.008909	-0.0817	0.467559
12	-0.094614	-0.8672	0.194164
13	-0.087184	-0.7991	0.213256
14	-0.112458	-1.0307	0.15282
15	-0.073638	-0.6749	0.250796
16	-0.028138	-0.2579	0.398563
17	0.00559	0.0512	0.479631
18	-0.018648	-0.1709	0.432351
19	-0.023534	-0.2157	0.414876
20	0.050668	0.4644	0.321789
21	0.023061	0.2114	0.41656
22	-0.018276	-0.1675	0.433689
23	-0.040502	-0.3712	0.355708
24	-0.049323	-0.4521	0.326197
25	-0.00564	-0.0517	0.479448
26	-0.110021	-1.0084	0.15809
27	0.051164	0.4689	0.32017
28	0.025201	0.231	0.408948
29	-0.024802	-0.2273	0.410366
30	0.042395	0.3886	0.349294
31	-0.064544	-0.5916	0.277868
32	0.036036	0.3303	0.371007
33	-0.000428	-0.0039	0.498439
34	-0.030703	-0.2814	0.389548
35	-0.034248	-0.3139	0.377193
36	-0.018315	-0.1679	0.433548
37	-0.150621	-1.3805	0.085554
38	-0.014936	-0.1369	0.445724
39	-0.01509	-0.1383	0.445165
40	0.082502	0.7561	0.225838
41	-0.054538	-0.4999	0.309244
42	-0.038304	-0.3511	0.363211
43	-0.047526	-0.4356	0.332129
44	-0.030391	-0.2785	0.390641
45	0.012117	0.1111	0.455921
46	0.131431	1.2046	0.115874
47	0.036815	0.3374	0.368323
48	-0.01829	-0.1676	0.43364

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.977655 & 8.9604 & 0 \tabularnewline
2 & -0.12856 & -1.1783 & 0.121007 \tabularnewline
3 & -0.021872 & -0.2005 & 0.420801 \tabularnewline
4 & -0.029291 & -0.2685 & 0.394504 \tabularnewline
5 & -0.032799 & -0.3006 & 0.382229 \tabularnewline
6 & -0.001502 & -0.0138 & 0.494524 \tabularnewline
7 & -0.033378 & -0.3059 & 0.380212 \tabularnewline
8 & 0.017558 & 0.1609 & 0.436269 \tabularnewline
9 & -0.084856 & -0.7777 & 0.21946 \tabularnewline
10 & 0.010699 & 0.0981 & 0.46106 \tabularnewline
11 & -0.008909 & -0.0817 & 0.467559 \tabularnewline
12 & -0.094614 & -0.8672 & 0.194164 \tabularnewline
13 & -0.087184 & -0.7991 & 0.213256 \tabularnewline
14 & -0.112458 & -1.0307 & 0.15282 \tabularnewline
15 & -0.073638 & -0.6749 & 0.250796 \tabularnewline
16 & -0.028138 & -0.2579 & 0.398563 \tabularnewline
17 & 0.00559 & 0.0512 & 0.479631 \tabularnewline
18 & -0.018648 & -0.1709 & 0.432351 \tabularnewline
19 & -0.023534 & -0.2157 & 0.414876 \tabularnewline
20 & 0.050668 & 0.4644 & 0.321789 \tabularnewline
21 & 0.023061 & 0.2114 & 0.41656 \tabularnewline
22 & -0.018276 & -0.1675 & 0.433689 \tabularnewline
23 & -0.040502 & -0.3712 & 0.355708 \tabularnewline
24 & -0.049323 & -0.4521 & 0.326197 \tabularnewline
25 & -0.00564 & -0.0517 & 0.479448 \tabularnewline
26 & -0.110021 & -1.0084 & 0.15809 \tabularnewline
27 & 0.051164 & 0.4689 & 0.32017 \tabularnewline
28 & 0.025201 & 0.231 & 0.408948 \tabularnewline
29 & -0.024802 & -0.2273 & 0.410366 \tabularnewline
30 & 0.042395 & 0.3886 & 0.349294 \tabularnewline
31 & -0.064544 & -0.5916 & 0.277868 \tabularnewline
32 & 0.036036 & 0.3303 & 0.371007 \tabularnewline
33 & -0.000428 & -0.0039 & 0.498439 \tabularnewline
34 & -0.030703 & -0.2814 & 0.389548 \tabularnewline
35 & -0.034248 & -0.3139 & 0.377193 \tabularnewline
36 & -0.018315 & -0.1679 & 0.433548 \tabularnewline
37 & -0.150621 & -1.3805 & 0.085554 \tabularnewline
38 & -0.014936 & -0.1369 & 0.445724 \tabularnewline
39 & -0.01509 & -0.1383 & 0.445165 \tabularnewline
40 & 0.082502 & 0.7561 & 0.225838 \tabularnewline
41 & -0.054538 & -0.4999 & 0.309244 \tabularnewline
42 & -0.038304 & -0.3511 & 0.363211 \tabularnewline
43 & -0.047526 & -0.4356 & 0.332129 \tabularnewline
44 & -0.030391 & -0.2785 & 0.390641 \tabularnewline
45 & 0.012117 & 0.1111 & 0.455921 \tabularnewline
46 & 0.131431 & 1.2046 & 0.115874 \tabularnewline
47 & 0.036815 & 0.3374 & 0.368323 \tabularnewline
48 & -0.01829 & -0.1676 & 0.43364 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98175&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]0.977655[/C][C]8.9604[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.12856[/C][C]-1.1783[/C][C]0.121007[/C][/ROW]
[ROW][C]3[/C][C]-0.021872[/C][C]-0.2005[/C][C]0.420801[/C][/ROW]
[ROW][C]4[/C][C]-0.029291[/C][C]-0.2685[/C][C]0.394504[/C][/ROW]
[ROW][C]5[/C][C]-0.032799[/C][C]-0.3006[/C][C]0.382229[/C][/ROW]
[ROW][C]6[/C][C]-0.001502[/C][C]-0.0138[/C][C]0.494524[/C][/ROW]
[ROW][C]7[/C][C]-0.033378[/C][C]-0.3059[/C][C]0.380212[/C][/ROW]
[ROW][C]8[/C][C]0.017558[/C][C]0.1609[/C][C]0.436269[/C][/ROW]
[ROW][C]9[/C][C]-0.084856[/C][C]-0.7777[/C][C]0.21946[/C][/ROW]
[ROW][C]10[/C][C]0.010699[/C][C]0.0981[/C][C]0.46106[/C][/ROW]
[ROW][C]11[/C][C]-0.008909[/C][C]-0.0817[/C][C]0.467559[/C][/ROW]
[ROW][C]12[/C][C]-0.094614[/C][C]-0.8672[/C][C]0.194164[/C][/ROW]
[ROW][C]13[/C][C]-0.087184[/C][C]-0.7991[/C][C]0.213256[/C][/ROW]
[ROW][C]14[/C][C]-0.112458[/C][C]-1.0307[/C][C]0.15282[/C][/ROW]
[ROW][C]15[/C][C]-0.073638[/C][C]-0.6749[/C][C]0.250796[/C][/ROW]
[ROW][C]16[/C][C]-0.028138[/C][C]-0.2579[/C][C]0.398563[/C][/ROW]
[ROW][C]17[/C][C]0.00559[/C][C]0.0512[/C][C]0.479631[/C][/ROW]
[ROW][C]18[/C][C]-0.018648[/C][C]-0.1709[/C][C]0.432351[/C][/ROW]
[ROW][C]19[/C][C]-0.023534[/C][C]-0.2157[/C][C]0.414876[/C][/ROW]
[ROW][C]20[/C][C]0.050668[/C][C]0.4644[/C][C]0.321789[/C][/ROW]
[ROW][C]21[/C][C]0.023061[/C][C]0.2114[/C][C]0.41656[/C][/ROW]
[ROW][C]22[/C][C]-0.018276[/C][C]-0.1675[/C][C]0.433689[/C][/ROW]
[ROW][C]23[/C][C]-0.040502[/C][C]-0.3712[/C][C]0.355708[/C][/ROW]
[ROW][C]24[/C][C]-0.049323[/C][C]-0.4521[/C][C]0.326197[/C][/ROW]
[ROW][C]25[/C][C]-0.00564[/C][C]-0.0517[/C][C]0.479448[/C][/ROW]
[ROW][C]26[/C][C]-0.110021[/C][C]-1.0084[/C][C]0.15809[/C][/ROW]
[ROW][C]27[/C][C]0.051164[/C][C]0.4689[/C][C]0.32017[/C][/ROW]
[ROW][C]28[/C][C]0.025201[/C][C]0.231[/C][C]0.408948[/C][/ROW]
[ROW][C]29[/C][C]-0.024802[/C][C]-0.2273[/C][C]0.410366[/C][/ROW]
[ROW][C]30[/C][C]0.042395[/C][C]0.3886[/C][C]0.349294[/C][/ROW]
[ROW][C]31[/C][C]-0.064544[/C][C]-0.5916[/C][C]0.277868[/C][/ROW]
[ROW][C]32[/C][C]0.036036[/C][C]0.3303[/C][C]0.371007[/C][/ROW]
[ROW][C]33[/C][C]-0.000428[/C][C]-0.0039[/C][C]0.498439[/C][/ROW]
[ROW][C]34[/C][C]-0.030703[/C][C]-0.2814[/C][C]0.389548[/C][/ROW]
[ROW][C]35[/C][C]-0.034248[/C][C]-0.3139[/C][C]0.377193[/C][/ROW]
[ROW][C]36[/C][C]-0.018315[/C][C]-0.1679[/C][C]0.433548[/C][/ROW]
[ROW][C]37[/C][C]-0.150621[/C][C]-1.3805[/C][C]0.085554[/C][/ROW]
[ROW][C]38[/C][C]-0.014936[/C][C]-0.1369[/C][C]0.445724[/C][/ROW]
[ROW][C]39[/C][C]-0.01509[/C][C]-0.1383[/C][C]0.445165[/C][/ROW]
[ROW][C]40[/C][C]0.082502[/C][C]0.7561[/C][C]0.225838[/C][/ROW]
[ROW][C]41[/C][C]-0.054538[/C][C]-0.4999[/C][C]0.309244[/C][/ROW]
[ROW][C]42[/C][C]-0.038304[/C][C]-0.3511[/C][C]0.363211[/C][/ROW]
[ROW][C]43[/C][C]-0.047526[/C][C]-0.4356[/C][C]0.332129[/C][/ROW]
[ROW][C]44[/C][C]-0.030391[/C][C]-0.2785[/C][C]0.390641[/C][/ROW]
[ROW][C]45[/C][C]0.012117[/C][C]0.1111[/C][C]0.455921[/C][/ROW]
[ROW][C]46[/C][C]0.131431[/C][C]1.2046[/C][C]0.115874[/C][/ROW]
[ROW][C]47[/C][C]0.036815[/C][C]0.3374[/C][C]0.368323[/C][/ROW]
[ROW][C]48[/C][C]-0.01829[/C][C]-0.1676[/C][C]0.43364[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98175&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98175&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	0.977655	8.9604	0
2	-0.12856	-1.1783	0.121007
3	-0.021872	-0.2005	0.420801
4	-0.029291	-0.2685	0.394504
5	-0.032799	-0.3006	0.382229
6	-0.001502	-0.0138	0.494524
7	-0.033378	-0.3059	0.380212
8	0.017558	0.1609	0.436269
9	-0.084856	-0.7777	0.21946
10	0.010699	0.0981	0.46106
11	-0.008909	-0.0817	0.467559
12	-0.094614	-0.8672	0.194164
13	-0.087184	-0.7991	0.213256
14	-0.112458	-1.0307	0.15282
15	-0.073638	-0.6749	0.250796
16	-0.028138	-0.2579	0.398563
17	0.00559	0.0512	0.479631
18	-0.018648	-0.1709	0.432351
19	-0.023534	-0.2157	0.414876
20	0.050668	0.4644	0.321789
21	0.023061	0.2114	0.41656
22	-0.018276	-0.1675	0.433689
23	-0.040502	-0.3712	0.355708
24	-0.049323	-0.4521	0.326197
25	-0.00564	-0.0517	0.479448
26	-0.110021	-1.0084	0.15809
27	0.051164	0.4689	0.32017
28	0.025201	0.231	0.408948
29	-0.024802	-0.2273	0.410366
30	0.042395	0.3886	0.349294
31	-0.064544	-0.5916	0.277868
32	0.036036	0.3303	0.371007
33	-0.000428	-0.0039	0.498439
34	-0.030703	-0.2814	0.389548
35	-0.034248	-0.3139	0.377193
36	-0.018315	-0.1679	0.433548
37	-0.150621	-1.3805	0.085554
38	-0.014936	-0.1369	0.445724
39	-0.01509	-0.1383	0.445165
40	0.082502	0.7561	0.225838
41	-0.054538	-0.4999	0.309244
42	-0.038304	-0.3511	0.363211
43	-0.047526	-0.4356	0.332129
44	-0.030391	-0.2785	0.390641
45	0.012117	0.1111	0.455921
46	0.131431	1.2046	0.115874
47	0.036815	0.3374	0.368323
48	-0.01829	-0.1676	0.43364

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 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
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='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
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