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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 20 Nov 2010 14:49:27 +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/t1290264470309x54f5zr41ib3.htm/, Retrieved Sat, 27 Apr 2024 10:39:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=98218, Retrieved Sat, 27 Apr 2024 10:39:13 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

115

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

-       [(Partial) Autocorrelation Function] [Opgave 6 bis] [2010-11-20 14:49:27] [781993a4dd4effefeecf3b39fd55765b] [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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98218&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98218&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98218&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.906265	10.8752	0
2	0.852924	10.2351	0
3	0.813501	9.762	0
4	0.773856	9.2863	0
5	0.722782	8.6734	0
6	0.661722	7.9407	0
7	0.642425	7.7091	0
8	0.605488	7.2659	0
9	0.573408	6.8809	0
10	0.537208	6.4465	0
11	0.511451	6.1374	0
12	0.503435	6.0412	0
13	0.472017	5.6642	0
14	0.448098	5.3772	0
15	0.417264	5.0072	1e-06
16	0.406824	4.8819	1e-06
17	0.385068	4.6208	4e-06
18	0.357556	4.2907	1.6e-05
19	0.347551	4.1706	2.6e-05
20	0.331047	3.9726	5.6e-05
21	0.297887	3.5746	0.000239
22	0.275703	3.3084	0.000593
23	0.255134	3.0616	0.001314
24	0.242081	2.905	0.002126
25	0.208172	2.4981	0.006806
26	0.203772	2.4453	0.007841
27	0.199769	2.3972	0.008901
28	0.184405	2.2129	0.014241
29	0.164699	1.9764	0.025011
30	0.144737	1.7368	0.042277
31	0.145301	1.7436	0.041681
32	0.131181	1.5742	0.058822
33	0.128254	1.539	0.062994
34	0.128807	1.5457	0.062188
35	0.123374	1.4805	0.070463
36	0.133618	1.6034	0.055517
37	0.127552	1.5306	0.064028
38	0.129629	1.5555	0.061005
39	0.131799	1.5816	0.057969
40	0.130759	1.5691	0.059409
41	0.133025	1.5963	0.056306
42	0.131579	1.5789	0.058271
43	0.117415	1.409	0.080498
44	0.10531	1.2637	0.104186
45	0.096918	1.163	0.123373
46	0.093589	1.1231	0.131638
47	0.092278	1.1073	0.134998
48	0.093552	1.1226	0.131733

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.906265 & 10.8752 & 0 \tabularnewline
2 & 0.852924 & 10.2351 & 0 \tabularnewline
3 & 0.813501 & 9.762 & 0 \tabularnewline
4 & 0.773856 & 9.2863 & 0 \tabularnewline
5 & 0.722782 & 8.6734 & 0 \tabularnewline
6 & 0.661722 & 7.9407 & 0 \tabularnewline
7 & 0.642425 & 7.7091 & 0 \tabularnewline
8 & 0.605488 & 7.2659 & 0 \tabularnewline
9 & 0.573408 & 6.8809 & 0 \tabularnewline
10 & 0.537208 & 6.4465 & 0 \tabularnewline
11 & 0.511451 & 6.1374 & 0 \tabularnewline
12 & 0.503435 & 6.0412 & 0 \tabularnewline
13 & 0.472017 & 5.6642 & 0 \tabularnewline
14 & 0.448098 & 5.3772 & 0 \tabularnewline
15 & 0.417264 & 5.0072 & 1e-06 \tabularnewline
16 & 0.406824 & 4.8819 & 1e-06 \tabularnewline
17 & 0.385068 & 4.6208 & 4e-06 \tabularnewline
18 & 0.357556 & 4.2907 & 1.6e-05 \tabularnewline
19 & 0.347551 & 4.1706 & 2.6e-05 \tabularnewline
20 & 0.331047 & 3.9726 & 5.6e-05 \tabularnewline
21 & 0.297887 & 3.5746 & 0.000239 \tabularnewline
22 & 0.275703 & 3.3084 & 0.000593 \tabularnewline
23 & 0.255134 & 3.0616 & 0.001314 \tabularnewline
24 & 0.242081 & 2.905 & 0.002126 \tabularnewline
25 & 0.208172 & 2.4981 & 0.006806 \tabularnewline
26 & 0.203772 & 2.4453 & 0.007841 \tabularnewline
27 & 0.199769 & 2.3972 & 0.008901 \tabularnewline
28 & 0.184405 & 2.2129 & 0.014241 \tabularnewline
29 & 0.164699 & 1.9764 & 0.025011 \tabularnewline
30 & 0.144737 & 1.7368 & 0.042277 \tabularnewline
31 & 0.145301 & 1.7436 & 0.041681 \tabularnewline
32 & 0.131181 & 1.5742 & 0.058822 \tabularnewline
33 & 0.128254 & 1.539 & 0.062994 \tabularnewline
34 & 0.128807 & 1.5457 & 0.062188 \tabularnewline
35 & 0.123374 & 1.4805 & 0.070463 \tabularnewline
36 & 0.133618 & 1.6034 & 0.055517 \tabularnewline
37 & 0.127552 & 1.5306 & 0.064028 \tabularnewline
38 & 0.129629 & 1.5555 & 0.061005 \tabularnewline
39 & 0.131799 & 1.5816 & 0.057969 \tabularnewline
40 & 0.130759 & 1.5691 & 0.059409 \tabularnewline
41 & 0.133025 & 1.5963 & 0.056306 \tabularnewline
42 & 0.131579 & 1.5789 & 0.058271 \tabularnewline
43 & 0.117415 & 1.409 & 0.080498 \tabularnewline
44 & 0.10531 & 1.2637 & 0.104186 \tabularnewline
45 & 0.096918 & 1.163 & 0.123373 \tabularnewline
46 & 0.093589 & 1.1231 & 0.131638 \tabularnewline
47 & 0.092278 & 1.1073 & 0.134998 \tabularnewline
48 & 0.093552 & 1.1226 & 0.131733 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98218&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]0.906265[/C][C]10.8752[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.852924[/C][C]10.2351[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.813501[/C][C]9.762[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.773856[/C][C]9.2863[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.722782[/C][C]8.6734[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.661722[/C][C]7.9407[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.642425[/C][C]7.7091[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.605488[/C][C]7.2659[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.573408[/C][C]6.8809[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.537208[/C][C]6.4465[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.511451[/C][C]6.1374[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.503435[/C][C]6.0412[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.472017[/C][C]5.6642[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.448098[/C][C]5.3772[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.417264[/C][C]5.0072[/C][C]1e-06[/C][/ROW]
[ROW][C]16[/C][C]0.406824[/C][C]4.8819[/C][C]1e-06[/C][/ROW]
[ROW][C]17[/C][C]0.385068[/C][C]4.6208[/C][C]4e-06[/C][/ROW]
[ROW][C]18[/C][C]0.357556[/C][C]4.2907[/C][C]1.6e-05[/C][/ROW]
[ROW][C]19[/C][C]0.347551[/C][C]4.1706[/C][C]2.6e-05[/C][/ROW]
[ROW][C]20[/C][C]0.331047[/C][C]3.9726[/C][C]5.6e-05[/C][/ROW]
[ROW][C]21[/C][C]0.297887[/C][C]3.5746[/C][C]0.000239[/C][/ROW]
[ROW][C]22[/C][C]0.275703[/C][C]3.3084[/C][C]0.000593[/C][/ROW]
[ROW][C]23[/C][C]0.255134[/C][C]3.0616[/C][C]0.001314[/C][/ROW]
[ROW][C]24[/C][C]0.242081[/C][C]2.905[/C][C]0.002126[/C][/ROW]
[ROW][C]25[/C][C]0.208172[/C][C]2.4981[/C][C]0.006806[/C][/ROW]
[ROW][C]26[/C][C]0.203772[/C][C]2.4453[/C][C]0.007841[/C][/ROW]
[ROW][C]27[/C][C]0.199769[/C][C]2.3972[/C][C]0.008901[/C][/ROW]
[ROW][C]28[/C][C]0.184405[/C][C]2.2129[/C][C]0.014241[/C][/ROW]
[ROW][C]29[/C][C]0.164699[/C][C]1.9764[/C][C]0.025011[/C][/ROW]
[ROW][C]30[/C][C]0.144737[/C][C]1.7368[/C][C]0.042277[/C][/ROW]
[ROW][C]31[/C][C]0.145301[/C][C]1.7436[/C][C]0.041681[/C][/ROW]
[ROW][C]32[/C][C]0.131181[/C][C]1.5742[/C][C]0.058822[/C][/ROW]
[ROW][C]33[/C][C]0.128254[/C][C]1.539[/C][C]0.062994[/C][/ROW]
[ROW][C]34[/C][C]0.128807[/C][C]1.5457[/C][C]0.062188[/C][/ROW]
[ROW][C]35[/C][C]0.123374[/C][C]1.4805[/C][C]0.070463[/C][/ROW]
[ROW][C]36[/C][C]0.133618[/C][C]1.6034[/C][C]0.055517[/C][/ROW]
[ROW][C]37[/C][C]0.127552[/C][C]1.5306[/C][C]0.064028[/C][/ROW]
[ROW][C]38[/C][C]0.129629[/C][C]1.5555[/C][C]0.061005[/C][/ROW]
[ROW][C]39[/C][C]0.131799[/C][C]1.5816[/C][C]0.057969[/C][/ROW]
[ROW][C]40[/C][C]0.130759[/C][C]1.5691[/C][C]0.059409[/C][/ROW]
[ROW][C]41[/C][C]0.133025[/C][C]1.5963[/C][C]0.056306[/C][/ROW]
[ROW][C]42[/C][C]0.131579[/C][C]1.5789[/C][C]0.058271[/C][/ROW]
[ROW][C]43[/C][C]0.117415[/C][C]1.409[/C][C]0.080498[/C][/ROW]
[ROW][C]44[/C][C]0.10531[/C][C]1.2637[/C][C]0.104186[/C][/ROW]
[ROW][C]45[/C][C]0.096918[/C][C]1.163[/C][C]0.123373[/C][/ROW]
[ROW][C]46[/C][C]0.093589[/C][C]1.1231[/C][C]0.131638[/C][/ROW]
[ROW][C]47[/C][C]0.092278[/C][C]1.1073[/C][C]0.134998[/C][/ROW]
[ROW][C]48[/C][C]0.093552[/C][C]1.1226[/C][C]0.131733[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98218&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98218&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	0.906265	10.8752	0
2	0.852924	10.2351	0
3	0.813501	9.762	0
4	0.773856	9.2863	0
5	0.722782	8.6734	0
6	0.661722	7.9407	0
7	0.642425	7.7091	0
8	0.605488	7.2659	0
9	0.573408	6.8809	0
10	0.537208	6.4465	0
11	0.511451	6.1374	0
12	0.503435	6.0412	0
13	0.472017	5.6642	0
14	0.448098	5.3772	0
15	0.417264	5.0072	1e-06
16	0.406824	4.8819	1e-06
17	0.385068	4.6208	4e-06
18	0.357556	4.2907	1.6e-05
19	0.347551	4.1706	2.6e-05
20	0.331047	3.9726	5.6e-05
21	0.297887	3.5746	0.000239
22	0.275703	3.3084	0.000593
23	0.255134	3.0616	0.001314
24	0.242081	2.905	0.002126
25	0.208172	2.4981	0.006806
26	0.203772	2.4453	0.007841
27	0.199769	2.3972	0.008901
28	0.184405	2.2129	0.014241
29	0.164699	1.9764	0.025011
30	0.144737	1.7368	0.042277
31	0.145301	1.7436	0.041681
32	0.131181	1.5742	0.058822
33	0.128254	1.539	0.062994
34	0.128807	1.5457	0.062188
35	0.123374	1.4805	0.070463
36	0.133618	1.6034	0.055517
37	0.127552	1.5306	0.064028
38	0.129629	1.5555	0.061005
39	0.131799	1.5816	0.057969
40	0.130759	1.5691	0.059409
41	0.133025	1.5963	0.056306
42	0.131579	1.5789	0.058271
43	0.117415	1.409	0.080498
44	0.10531	1.2637	0.104186
45	0.096918	1.163	0.123373
46	0.093589	1.1231	0.131638
47	0.092278	1.1073	0.134998
48	0.093552	1.1226	0.131733

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.906265	10.8752	0
2	0.176895	2.1227	0.017743
3	0.09791	1.1749	0.120982
4	0.022148	0.2658	0.395395
5	-0.069047	-0.8286	0.204363
6	-0.109912	-1.3189	0.094641
7	0.166654	1.9998	0.023699
8	-0.034996	-0.42	0.337572
9	0.024717	0.2966	0.383598
10	-0.030589	-0.3671	0.357052
11	0.015427	0.1851	0.426695
12	0.0917	1.1004	0.136496
13	-0.050138	-0.6017	0.274176
14	-0.014707	-0.1765	0.430082
15	-0.055029	-0.6604	0.255042
16	0.065639	0.7877	0.216094
17	-0.018814	-0.2258	0.410849
18	-0.00779	-0.0935	0.462824
19	0.038507	0.4621	0.322359
20	-0.010867	-0.1304	0.448216
21	-0.132073	-1.5849	0.057594
22	0.055579	0.6669	0.252938
23	-0.027957	-0.3355	0.368874
24	0.029967	0.3596	0.359837
25	-0.083951	-1.0074	0.157714
26	0.119961	1.4395	0.076084
27	0.020124	0.2415	0.404759
28	-0.037042	-0.4445	0.328673
29	-0.056166	-0.674	0.250697
30	-0.022327	-0.2679	0.39457
31	0.044168	0.53	0.29846
32	-0.006287	-0.0754	0.469985
33	0.07559	0.9071	0.182939
34	0.035638	0.4277	0.334769
35	-0.034364	-0.4124	0.34034
36	0.045473	0.5457	0.293066
37	0.014742	0.1769	0.429918
38	-0.020446	-0.2453	0.403269
39	0.021304	0.2557	0.399292
40	-0.041155	-0.4939	0.311077
41	0.062725	0.7527	0.226428
42	0.016967	0.2036	0.419477
43	-0.130186	-1.5622	0.060214
44	-0.001829	-0.022	0.491259
45	0.003826	0.0459	0.481723
46	0.000934	0.0112	0.495539
47	0.059036	0.7084	0.239913
48	0.03677	0.4412	0.329851

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.906265 & 10.8752 & 0 \tabularnewline
2 & 0.176895 & 2.1227 & 0.017743 \tabularnewline
3 & 0.09791 & 1.1749 & 0.120982 \tabularnewline
4 & 0.022148 & 0.2658 & 0.395395 \tabularnewline
5 & -0.069047 & -0.8286 & 0.204363 \tabularnewline
6 & -0.109912 & -1.3189 & 0.094641 \tabularnewline
7 & 0.166654 & 1.9998 & 0.023699 \tabularnewline
8 & -0.034996 & -0.42 & 0.337572 \tabularnewline
9 & 0.024717 & 0.2966 & 0.383598 \tabularnewline
10 & -0.030589 & -0.3671 & 0.357052 \tabularnewline
11 & 0.015427 & 0.1851 & 0.426695 \tabularnewline
12 & 0.0917 & 1.1004 & 0.136496 \tabularnewline
13 & -0.050138 & -0.6017 & 0.274176 \tabularnewline
14 & -0.014707 & -0.1765 & 0.430082 \tabularnewline
15 & -0.055029 & -0.6604 & 0.255042 \tabularnewline
16 & 0.065639 & 0.7877 & 0.216094 \tabularnewline
17 & -0.018814 & -0.2258 & 0.410849 \tabularnewline
18 & -0.00779 & -0.0935 & 0.462824 \tabularnewline
19 & 0.038507 & 0.4621 & 0.322359 \tabularnewline
20 & -0.010867 & -0.1304 & 0.448216 \tabularnewline
21 & -0.132073 & -1.5849 & 0.057594 \tabularnewline
22 & 0.055579 & 0.6669 & 0.252938 \tabularnewline
23 & -0.027957 & -0.3355 & 0.368874 \tabularnewline
24 & 0.029967 & 0.3596 & 0.359837 \tabularnewline
25 & -0.083951 & -1.0074 & 0.157714 \tabularnewline
26 & 0.119961 & 1.4395 & 0.076084 \tabularnewline
27 & 0.020124 & 0.2415 & 0.404759 \tabularnewline
28 & -0.037042 & -0.4445 & 0.328673 \tabularnewline
29 & -0.056166 & -0.674 & 0.250697 \tabularnewline
30 & -0.022327 & -0.2679 & 0.39457 \tabularnewline
31 & 0.044168 & 0.53 & 0.29846 \tabularnewline
32 & -0.006287 & -0.0754 & 0.469985 \tabularnewline
33 & 0.07559 & 0.9071 & 0.182939 \tabularnewline
34 & 0.035638 & 0.4277 & 0.334769 \tabularnewline
35 & -0.034364 & -0.4124 & 0.34034 \tabularnewline
36 & 0.045473 & 0.5457 & 0.293066 \tabularnewline
37 & 0.014742 & 0.1769 & 0.429918 \tabularnewline
38 & -0.020446 & -0.2453 & 0.403269 \tabularnewline
39 & 0.021304 & 0.2557 & 0.399292 \tabularnewline
40 & -0.041155 & -0.4939 & 0.311077 \tabularnewline
41 & 0.062725 & 0.7527 & 0.226428 \tabularnewline
42 & 0.016967 & 0.2036 & 0.419477 \tabularnewline
43 & -0.130186 & -1.5622 & 0.060214 \tabularnewline
44 & -0.001829 & -0.022 & 0.491259 \tabularnewline
45 & 0.003826 & 0.0459 & 0.481723 \tabularnewline
46 & 0.000934 & 0.0112 & 0.495539 \tabularnewline
47 & 0.059036 & 0.7084 & 0.239913 \tabularnewline
48 & 0.03677 & 0.4412 & 0.329851 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98218&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]0.906265[/C][C]10.8752[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.176895[/C][C]2.1227[/C][C]0.017743[/C][/ROW]
[ROW][C]3[/C][C]0.09791[/C][C]1.1749[/C][C]0.120982[/C][/ROW]
[ROW][C]4[/C][C]0.022148[/C][C]0.2658[/C][C]0.395395[/C][/ROW]
[ROW][C]5[/C][C]-0.069047[/C][C]-0.8286[/C][C]0.204363[/C][/ROW]
[ROW][C]6[/C][C]-0.109912[/C][C]-1.3189[/C][C]0.094641[/C][/ROW]
[ROW][C]7[/C][C]0.166654[/C][C]1.9998[/C][C]0.023699[/C][/ROW]
[ROW][C]8[/C][C]-0.034996[/C][C]-0.42[/C][C]0.337572[/C][/ROW]
[ROW][C]9[/C][C]0.024717[/C][C]0.2966[/C][C]0.383598[/C][/ROW]
[ROW][C]10[/C][C]-0.030589[/C][C]-0.3671[/C][C]0.357052[/C][/ROW]
[ROW][C]11[/C][C]0.015427[/C][C]0.1851[/C][C]0.426695[/C][/ROW]
[ROW][C]12[/C][C]0.0917[/C][C]1.1004[/C][C]0.136496[/C][/ROW]
[ROW][C]13[/C][C]-0.050138[/C][C]-0.6017[/C][C]0.274176[/C][/ROW]
[ROW][C]14[/C][C]-0.014707[/C][C]-0.1765[/C][C]0.430082[/C][/ROW]
[ROW][C]15[/C][C]-0.055029[/C][C]-0.6604[/C][C]0.255042[/C][/ROW]
[ROW][C]16[/C][C]0.065639[/C][C]0.7877[/C][C]0.216094[/C][/ROW]
[ROW][C]17[/C][C]-0.018814[/C][C]-0.2258[/C][C]0.410849[/C][/ROW]
[ROW][C]18[/C][C]-0.00779[/C][C]-0.0935[/C][C]0.462824[/C][/ROW]
[ROW][C]19[/C][C]0.038507[/C][C]0.4621[/C][C]0.322359[/C][/ROW]
[ROW][C]20[/C][C]-0.010867[/C][C]-0.1304[/C][C]0.448216[/C][/ROW]
[ROW][C]21[/C][C]-0.132073[/C][C]-1.5849[/C][C]0.057594[/C][/ROW]
[ROW][C]22[/C][C]0.055579[/C][C]0.6669[/C][C]0.252938[/C][/ROW]
[ROW][C]23[/C][C]-0.027957[/C][C]-0.3355[/C][C]0.368874[/C][/ROW]
[ROW][C]24[/C][C]0.029967[/C][C]0.3596[/C][C]0.359837[/C][/ROW]
[ROW][C]25[/C][C]-0.083951[/C][C]-1.0074[/C][C]0.157714[/C][/ROW]
[ROW][C]26[/C][C]0.119961[/C][C]1.4395[/C][C]0.076084[/C][/ROW]
[ROW][C]27[/C][C]0.020124[/C][C]0.2415[/C][C]0.404759[/C][/ROW]
[ROW][C]28[/C][C]-0.037042[/C][C]-0.4445[/C][C]0.328673[/C][/ROW]
[ROW][C]29[/C][C]-0.056166[/C][C]-0.674[/C][C]0.250697[/C][/ROW]
[ROW][C]30[/C][C]-0.022327[/C][C]-0.2679[/C][C]0.39457[/C][/ROW]
[ROW][C]31[/C][C]0.044168[/C][C]0.53[/C][C]0.29846[/C][/ROW]
[ROW][C]32[/C][C]-0.006287[/C][C]-0.0754[/C][C]0.469985[/C][/ROW]
[ROW][C]33[/C][C]0.07559[/C][C]0.9071[/C][C]0.182939[/C][/ROW]
[ROW][C]34[/C][C]0.035638[/C][C]0.4277[/C][C]0.334769[/C][/ROW]
[ROW][C]35[/C][C]-0.034364[/C][C]-0.4124[/C][C]0.34034[/C][/ROW]
[ROW][C]36[/C][C]0.045473[/C][C]0.5457[/C][C]0.293066[/C][/ROW]
[ROW][C]37[/C][C]0.014742[/C][C]0.1769[/C][C]0.429918[/C][/ROW]
[ROW][C]38[/C][C]-0.020446[/C][C]-0.2453[/C][C]0.403269[/C][/ROW]
[ROW][C]39[/C][C]0.021304[/C][C]0.2557[/C][C]0.399292[/C][/ROW]
[ROW][C]40[/C][C]-0.041155[/C][C]-0.4939[/C][C]0.311077[/C][/ROW]
[ROW][C]41[/C][C]0.062725[/C][C]0.7527[/C][C]0.226428[/C][/ROW]
[ROW][C]42[/C][C]0.016967[/C][C]0.2036[/C][C]0.419477[/C][/ROW]
[ROW][C]43[/C][C]-0.130186[/C][C]-1.5622[/C][C]0.060214[/C][/ROW]
[ROW][C]44[/C][C]-0.001829[/C][C]-0.022[/C][C]0.491259[/C][/ROW]
[ROW][C]45[/C][C]0.003826[/C][C]0.0459[/C][C]0.481723[/C][/ROW]
[ROW][C]46[/C][C]0.000934[/C][C]0.0112[/C][C]0.495539[/C][/ROW]
[ROW][C]47[/C][C]0.059036[/C][C]0.7084[/C][C]0.239913[/C][/ROW]
[ROW][C]48[/C][C]0.03677[/C][C]0.4412[/C][C]0.329851[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98218&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98218&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	0.906265	10.8752	0
2	0.176895	2.1227	0.017743
3	0.09791	1.1749	0.120982
4	0.022148	0.2658	0.395395
5	-0.069047	-0.8286	0.204363
6	-0.109912	-1.3189	0.094641
7	0.166654	1.9998	0.023699
8	-0.034996	-0.42	0.337572
9	0.024717	0.2966	0.383598
10	-0.030589	-0.3671	0.357052
11	0.015427	0.1851	0.426695
12	0.0917	1.1004	0.136496
13	-0.050138	-0.6017	0.274176
14	-0.014707	-0.1765	0.430082
15	-0.055029	-0.6604	0.255042
16	0.065639	0.7877	0.216094
17	-0.018814	-0.2258	0.410849
18	-0.00779	-0.0935	0.462824
19	0.038507	0.4621	0.322359
20	-0.010867	-0.1304	0.448216
21	-0.132073	-1.5849	0.057594
22	0.055579	0.6669	0.252938
23	-0.027957	-0.3355	0.368874
24	0.029967	0.3596	0.359837
25	-0.083951	-1.0074	0.157714
26	0.119961	1.4395	0.076084
27	0.020124	0.2415	0.404759
28	-0.037042	-0.4445	0.328673
29	-0.056166	-0.674	0.250697
30	-0.022327	-0.2679	0.39457
31	0.044168	0.53	0.29846
32	-0.006287	-0.0754	0.469985
33	0.07559	0.9071	0.182939
34	0.035638	0.4277	0.334769
35	-0.034364	-0.4124	0.34034
36	0.045473	0.5457	0.293066
37	0.014742	0.1769	0.429918
38	-0.020446	-0.2453	0.403269
39	0.021304	0.2557	0.399292
40	-0.041155	-0.4939	0.311077
41	0.062725	0.7527	0.226428
42	0.016967	0.2036	0.419477
43	-0.130186	-1.5622	0.060214
44	-0.001829	-0.022	0.491259
45	0.003826	0.0459	0.481723
46	0.000934	0.0112	0.495539
47	0.059036	0.7084	0.239913
48	0.03677	0.4412	0.329851

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