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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 20 Nov 2010 16:36:46 +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/t1290270924r63h8cexm7ic9n7.htm/, Retrieved Sat, 27 Apr 2024 13:12:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=98262, Retrieved Sat, 27 Apr 2024 13:12:47 +0000

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User-defined keywords

KDGP2W12

Estimated Impact

111

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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=98262&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=98262&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98262&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	0.202179	2.1011	0.018979
2	0.15415	1.602	0.056041
3	0.229	2.3798	0.009537
4	0.251364	2.6123	0.005138
5	0.327039	3.3987	0.000475
6	0.324176	3.3689	0.000523
7	0.300239	3.1202	0.001159
8	0.229163	2.3815	0.009495
9	0.188044	1.9542	0.026631
10	0.082208	0.8543	0.197406
11	0.116528	1.211	0.114271
12	0.815807	8.4781	0
13	0.132268	1.3746	0.086055
14	0.07798	0.8104	0.209749
15	0.131965	1.3714	0.086543
16	0.171296	1.7802	0.038931
17	0.219217	2.2782	0.012342
18	0.215614	2.2407	0.013545
19	0.205195	2.1324	0.017618
20	0.12352	1.2837	0.101004
21	0.103617	1.0768	0.141979
22	0.010358	0.1076	0.45724
23	0.020819	0.2164	0.414557
24	0.638961	6.6403	0
25	0.054757	0.5691	0.285251
26	-0.012876	-0.1338	0.4469
27	0.040991	0.426	0.335481
28	0.076002	0.7898	0.215678
29	0.102597	1.0662	0.144352
30	0.115586	1.2012	0.11615
31	0.100057	1.0398	0.150371
32	0.029796	0.3096	0.378714
33	0.007709	0.0801	0.468148
34	-0.076206	-0.792	0.21506
35	-0.065502	-0.6807	0.248754
36	0.476272	4.9496	1e-06
37	-0.042391	-0.4405	0.330214
38	-0.091349	-0.9493	0.172287
39	-0.04296	-0.4465	0.32808
40	-0.024561	-0.2552	0.39951
41	0.006508	0.0676	0.4731
42	0.00991	0.103	0.45908
43	0.006415	0.0667	0.473484
44	-0.048343	-0.5024	0.308205
45	-0.080686	-0.8385	0.201798
46	-0.143241	-1.4886	0.069753
47	-0.132154	-1.3734	0.086239
48	0.315173	3.2754	0.000709

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.202179 & 2.1011 & 0.018979 \tabularnewline
2 & 0.15415 & 1.602 & 0.056041 \tabularnewline
3 & 0.229 & 2.3798 & 0.009537 \tabularnewline
4 & 0.251364 & 2.6123 & 0.005138 \tabularnewline
5 & 0.327039 & 3.3987 & 0.000475 \tabularnewline
6 & 0.324176 & 3.3689 & 0.000523 \tabularnewline
7 & 0.300239 & 3.1202 & 0.001159 \tabularnewline
8 & 0.229163 & 2.3815 & 0.009495 \tabularnewline
9 & 0.188044 & 1.9542 & 0.026631 \tabularnewline
10 & 0.082208 & 0.8543 & 0.197406 \tabularnewline
11 & 0.116528 & 1.211 & 0.114271 \tabularnewline
12 & 0.815807 & 8.4781 & 0 \tabularnewline
13 & 0.132268 & 1.3746 & 0.086055 \tabularnewline
14 & 0.07798 & 0.8104 & 0.209749 \tabularnewline
15 & 0.131965 & 1.3714 & 0.086543 \tabularnewline
16 & 0.171296 & 1.7802 & 0.038931 \tabularnewline
17 & 0.219217 & 2.2782 & 0.012342 \tabularnewline
18 & 0.215614 & 2.2407 & 0.013545 \tabularnewline
19 & 0.205195 & 2.1324 & 0.017618 \tabularnewline
20 & 0.12352 & 1.2837 & 0.101004 \tabularnewline
21 & 0.103617 & 1.0768 & 0.141979 \tabularnewline
22 & 0.010358 & 0.1076 & 0.45724 \tabularnewline
23 & 0.020819 & 0.2164 & 0.414557 \tabularnewline
24 & 0.638961 & 6.6403 & 0 \tabularnewline
25 & 0.054757 & 0.5691 & 0.285251 \tabularnewline
26 & -0.012876 & -0.1338 & 0.4469 \tabularnewline
27 & 0.040991 & 0.426 & 0.335481 \tabularnewline
28 & 0.076002 & 0.7898 & 0.215678 \tabularnewline
29 & 0.102597 & 1.0662 & 0.144352 \tabularnewline
30 & 0.115586 & 1.2012 & 0.11615 \tabularnewline
31 & 0.100057 & 1.0398 & 0.150371 \tabularnewline
32 & 0.029796 & 0.3096 & 0.378714 \tabularnewline
33 & 0.007709 & 0.0801 & 0.468148 \tabularnewline
34 & -0.076206 & -0.792 & 0.21506 \tabularnewline
35 & -0.065502 & -0.6807 & 0.248754 \tabularnewline
36 & 0.476272 & 4.9496 & 1e-06 \tabularnewline
37 & -0.042391 & -0.4405 & 0.330214 \tabularnewline
38 & -0.091349 & -0.9493 & 0.172287 \tabularnewline
39 & -0.04296 & -0.4465 & 0.32808 \tabularnewline
40 & -0.024561 & -0.2552 & 0.39951 \tabularnewline
41 & 0.006508 & 0.0676 & 0.4731 \tabularnewline
42 & 0.00991 & 0.103 & 0.45908 \tabularnewline
43 & 0.006415 & 0.0667 & 0.473484 \tabularnewline
44 & -0.048343 & -0.5024 & 0.308205 \tabularnewline
45 & -0.080686 & -0.8385 & 0.201798 \tabularnewline
46 & -0.143241 & -1.4886 & 0.069753 \tabularnewline
47 & -0.132154 & -1.3734 & 0.086239 \tabularnewline
48 & 0.315173 & 3.2754 & 0.000709 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98262&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]0.202179[/C][C]2.1011[/C][C]0.018979[/C][/ROW]
[ROW][C]2[/C][C]0.15415[/C][C]1.602[/C][C]0.056041[/C][/ROW]
[ROW][C]3[/C][C]0.229[/C][C]2.3798[/C][C]0.009537[/C][/ROW]
[ROW][C]4[/C][C]0.251364[/C][C]2.6123[/C][C]0.005138[/C][/ROW]
[ROW][C]5[/C][C]0.327039[/C][C]3.3987[/C][C]0.000475[/C][/ROW]
[ROW][C]6[/C][C]0.324176[/C][C]3.3689[/C][C]0.000523[/C][/ROW]
[ROW][C]7[/C][C]0.300239[/C][C]3.1202[/C][C]0.001159[/C][/ROW]
[ROW][C]8[/C][C]0.229163[/C][C]2.3815[/C][C]0.009495[/C][/ROW]
[ROW][C]9[/C][C]0.188044[/C][C]1.9542[/C][C]0.026631[/C][/ROW]
[ROW][C]10[/C][C]0.082208[/C][C]0.8543[/C][C]0.197406[/C][/ROW]
[ROW][C]11[/C][C]0.116528[/C][C]1.211[/C][C]0.114271[/C][/ROW]
[ROW][C]12[/C][C]0.815807[/C][C]8.4781[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.132268[/C][C]1.3746[/C][C]0.086055[/C][/ROW]
[ROW][C]14[/C][C]0.07798[/C][C]0.8104[/C][C]0.209749[/C][/ROW]
[ROW][C]15[/C][C]0.131965[/C][C]1.3714[/C][C]0.086543[/C][/ROW]
[ROW][C]16[/C][C]0.171296[/C][C]1.7802[/C][C]0.038931[/C][/ROW]
[ROW][C]17[/C][C]0.219217[/C][C]2.2782[/C][C]0.012342[/C][/ROW]
[ROW][C]18[/C][C]0.215614[/C][C]2.2407[/C][C]0.013545[/C][/ROW]
[ROW][C]19[/C][C]0.205195[/C][C]2.1324[/C][C]0.017618[/C][/ROW]
[ROW][C]20[/C][C]0.12352[/C][C]1.2837[/C][C]0.101004[/C][/ROW]
[ROW][C]21[/C][C]0.103617[/C][C]1.0768[/C][C]0.141979[/C][/ROW]
[ROW][C]22[/C][C]0.010358[/C][C]0.1076[/C][C]0.45724[/C][/ROW]
[ROW][C]23[/C][C]0.020819[/C][C]0.2164[/C][C]0.414557[/C][/ROW]
[ROW][C]24[/C][C]0.638961[/C][C]6.6403[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.054757[/C][C]0.5691[/C][C]0.285251[/C][/ROW]
[ROW][C]26[/C][C]-0.012876[/C][C]-0.1338[/C][C]0.4469[/C][/ROW]
[ROW][C]27[/C][C]0.040991[/C][C]0.426[/C][C]0.335481[/C][/ROW]
[ROW][C]28[/C][C]0.076002[/C][C]0.7898[/C][C]0.215678[/C][/ROW]
[ROW][C]29[/C][C]0.102597[/C][C]1.0662[/C][C]0.144352[/C][/ROW]
[ROW][C]30[/C][C]0.115586[/C][C]1.2012[/C][C]0.11615[/C][/ROW]
[ROW][C]31[/C][C]0.100057[/C][C]1.0398[/C][C]0.150371[/C][/ROW]
[ROW][C]32[/C][C]0.029796[/C][C]0.3096[/C][C]0.378714[/C][/ROW]
[ROW][C]33[/C][C]0.007709[/C][C]0.0801[/C][C]0.468148[/C][/ROW]
[ROW][C]34[/C][C]-0.076206[/C][C]-0.792[/C][C]0.21506[/C][/ROW]
[ROW][C]35[/C][C]-0.065502[/C][C]-0.6807[/C][C]0.248754[/C][/ROW]
[ROW][C]36[/C][C]0.476272[/C][C]4.9496[/C][C]1e-06[/C][/ROW]
[ROW][C]37[/C][C]-0.042391[/C][C]-0.4405[/C][C]0.330214[/C][/ROW]
[ROW][C]38[/C][C]-0.091349[/C][C]-0.9493[/C][C]0.172287[/C][/ROW]
[ROW][C]39[/C][C]-0.04296[/C][C]-0.4465[/C][C]0.32808[/C][/ROW]
[ROW][C]40[/C][C]-0.024561[/C][C]-0.2552[/C][C]0.39951[/C][/ROW]
[ROW][C]41[/C][C]0.006508[/C][C]0.0676[/C][C]0.4731[/C][/ROW]
[ROW][C]42[/C][C]0.00991[/C][C]0.103[/C][C]0.45908[/C][/ROW]
[ROW][C]43[/C][C]0.006415[/C][C]0.0667[/C][C]0.473484[/C][/ROW]
[ROW][C]44[/C][C]-0.048343[/C][C]-0.5024[/C][C]0.308205[/C][/ROW]
[ROW][C]45[/C][C]-0.080686[/C][C]-0.8385[/C][C]0.201798[/C][/ROW]
[ROW][C]46[/C][C]-0.143241[/C][C]-1.4886[/C][C]0.069753[/C][/ROW]
[ROW][C]47[/C][C]-0.132154[/C][C]-1.3734[/C][C]0.086239[/C][/ROW]
[ROW][C]48[/C][C]0.315173[/C][C]3.2754[/C][C]0.000709[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98262&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98262&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	0.202179	2.1011	0.018979
2	0.15415	1.602	0.056041
3	0.229	2.3798	0.009537
4	0.251364	2.6123	0.005138
5	0.327039	3.3987	0.000475
6	0.324176	3.3689	0.000523
7	0.300239	3.1202	0.001159
8	0.229163	2.3815	0.009495
9	0.188044	1.9542	0.026631
10	0.082208	0.8543	0.197406
11	0.116528	1.211	0.114271
12	0.815807	8.4781	0
13	0.132268	1.3746	0.086055
14	0.07798	0.8104	0.209749
15	0.131965	1.3714	0.086543
16	0.171296	1.7802	0.038931
17	0.219217	2.2782	0.012342
18	0.215614	2.2407	0.013545
19	0.205195	2.1324	0.017618
20	0.12352	1.2837	0.101004
21	0.103617	1.0768	0.141979
22	0.010358	0.1076	0.45724
23	0.020819	0.2164	0.414557
24	0.638961	6.6403	0
25	0.054757	0.5691	0.285251
26	-0.012876	-0.1338	0.4469
27	0.040991	0.426	0.335481
28	0.076002	0.7898	0.215678
29	0.102597	1.0662	0.144352
30	0.115586	1.2012	0.11615
31	0.100057	1.0398	0.150371
32	0.029796	0.3096	0.378714
33	0.007709	0.0801	0.468148
34	-0.076206	-0.792	0.21506
35	-0.065502	-0.6807	0.248754
36	0.476272	4.9496	1e-06
37	-0.042391	-0.4405	0.330214
38	-0.091349	-0.9493	0.172287
39	-0.04296	-0.4465	0.32808
40	-0.024561	-0.2552	0.39951
41	0.006508	0.0676	0.4731
42	0.00991	0.103	0.45908
43	0.006415	0.0667	0.473484
44	-0.048343	-0.5024	0.308205
45	-0.080686	-0.8385	0.201798
46	-0.143241	-1.4886	0.069753
47	-0.132154	-1.3734	0.086239
48	0.315173	3.2754	0.000709

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.202179	2.1011	0.018979
2	0.118101	1.2273	0.111181
3	0.187828	1.952	0.026766
4	0.180402	1.8748	0.031761
5	0.2485	2.5825	0.005574
6	0.223887	2.3267	0.010923
7	0.194419	2.0205	0.022905
8	0.089284	0.9279	0.177773
9	0.006808	0.0708	0.471863
10	-0.183265	-1.9045	0.02975
11	-0.187143	-1.9448	0.027197
12	0.777957	8.0848	0
13	-0.282612	-2.937	0.002026
14	-0.198525	-2.0631	0.020749
15	-0.137138	-1.4252	0.078495
16	0.010376	0.1078	0.457164
17	-0.164981	-1.7145	0.04465
18	-0.071216	-0.7401	0.230423
19	0.052207	0.5426	0.294277
20	-0.071312	-0.7411	0.230123
21	0.026261	0.2729	0.39272
22	0.146398	1.5214	0.065539
23	0.023943	0.2488	0.401986
24	-0.040158	-0.4173	0.338631
25	-0.012837	-0.1334	0.447059
26	-0.053519	-0.5562	0.289619
27	-0.045884	-0.4768	0.317219
28	-0.102577	-1.066	0.144397
29	-0.053168	-0.5525	0.290859
30	0.007831	0.0814	0.467645
31	-0.034881	-0.3625	0.358847
32	0.067922	0.7059	0.240897
33	-0.028771	-0.299	0.382757
34	-0.015304	-0.159	0.436964
35	0.031122	0.3234	0.373499
36	0.011418	0.1187	0.452884
37	-0.12366	-1.2851	0.100751
38	0.010078	0.1047	0.458389
39	0.011981	0.1245	0.450571
40	-0.097286	-1.011	0.157132
41	0.011045	0.1148	0.454415
42	-0.014485	-0.1505	0.440313
43	0.000585	0.0061	0.497579
44	-0.016736	-0.1739	0.431125
45	0.032388	0.3366	0.368541
46	0.013691	0.1423	0.443562
47	-0.020008	-0.2079	0.417839
48	-0.121081	-1.2583	0.105496

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.202179 & 2.1011 & 0.018979 \tabularnewline
2 & 0.118101 & 1.2273 & 0.111181 \tabularnewline
3 & 0.187828 & 1.952 & 0.026766 \tabularnewline
4 & 0.180402 & 1.8748 & 0.031761 \tabularnewline
5 & 0.2485 & 2.5825 & 0.005574 \tabularnewline
6 & 0.223887 & 2.3267 & 0.010923 \tabularnewline
7 & 0.194419 & 2.0205 & 0.022905 \tabularnewline
8 & 0.089284 & 0.9279 & 0.177773 \tabularnewline
9 & 0.006808 & 0.0708 & 0.471863 \tabularnewline
10 & -0.183265 & -1.9045 & 0.02975 \tabularnewline
11 & -0.187143 & -1.9448 & 0.027197 \tabularnewline
12 & 0.777957 & 8.0848 & 0 \tabularnewline
13 & -0.282612 & -2.937 & 0.002026 \tabularnewline
14 & -0.198525 & -2.0631 & 0.020749 \tabularnewline
15 & -0.137138 & -1.4252 & 0.078495 \tabularnewline
16 & 0.010376 & 0.1078 & 0.457164 \tabularnewline
17 & -0.164981 & -1.7145 & 0.04465 \tabularnewline
18 & -0.071216 & -0.7401 & 0.230423 \tabularnewline
19 & 0.052207 & 0.5426 & 0.294277 \tabularnewline
20 & -0.071312 & -0.7411 & 0.230123 \tabularnewline
21 & 0.026261 & 0.2729 & 0.39272 \tabularnewline
22 & 0.146398 & 1.5214 & 0.065539 \tabularnewline
23 & 0.023943 & 0.2488 & 0.401986 \tabularnewline
24 & -0.040158 & -0.4173 & 0.338631 \tabularnewline
25 & -0.012837 & -0.1334 & 0.447059 \tabularnewline
26 & -0.053519 & -0.5562 & 0.289619 \tabularnewline
27 & -0.045884 & -0.4768 & 0.317219 \tabularnewline
28 & -0.102577 & -1.066 & 0.144397 \tabularnewline
29 & -0.053168 & -0.5525 & 0.290859 \tabularnewline
30 & 0.007831 & 0.0814 & 0.467645 \tabularnewline
31 & -0.034881 & -0.3625 & 0.358847 \tabularnewline
32 & 0.067922 & 0.7059 & 0.240897 \tabularnewline
33 & -0.028771 & -0.299 & 0.382757 \tabularnewline
34 & -0.015304 & -0.159 & 0.436964 \tabularnewline
35 & 0.031122 & 0.3234 & 0.373499 \tabularnewline
36 & 0.011418 & 0.1187 & 0.452884 \tabularnewline
37 & -0.12366 & -1.2851 & 0.100751 \tabularnewline
38 & 0.010078 & 0.1047 & 0.458389 \tabularnewline
39 & 0.011981 & 0.1245 & 0.450571 \tabularnewline
40 & -0.097286 & -1.011 & 0.157132 \tabularnewline
41 & 0.011045 & 0.1148 & 0.454415 \tabularnewline
42 & -0.014485 & -0.1505 & 0.440313 \tabularnewline
43 & 0.000585 & 0.0061 & 0.497579 \tabularnewline
44 & -0.016736 & -0.1739 & 0.431125 \tabularnewline
45 & 0.032388 & 0.3366 & 0.368541 \tabularnewline
46 & 0.013691 & 0.1423 & 0.443562 \tabularnewline
47 & -0.020008 & -0.2079 & 0.417839 \tabularnewline
48 & -0.121081 & -1.2583 & 0.105496 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98262&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]0.202179[/C][C]2.1011[/C][C]0.018979[/C][/ROW]
[ROW][C]2[/C][C]0.118101[/C][C]1.2273[/C][C]0.111181[/C][/ROW]
[ROW][C]3[/C][C]0.187828[/C][C]1.952[/C][C]0.026766[/C][/ROW]
[ROW][C]4[/C][C]0.180402[/C][C]1.8748[/C][C]0.031761[/C][/ROW]
[ROW][C]5[/C][C]0.2485[/C][C]2.5825[/C][C]0.005574[/C][/ROW]
[ROW][C]6[/C][C]0.223887[/C][C]2.3267[/C][C]0.010923[/C][/ROW]
[ROW][C]7[/C][C]0.194419[/C][C]2.0205[/C][C]0.022905[/C][/ROW]
[ROW][C]8[/C][C]0.089284[/C][C]0.9279[/C][C]0.177773[/C][/ROW]
[ROW][C]9[/C][C]0.006808[/C][C]0.0708[/C][C]0.471863[/C][/ROW]
[ROW][C]10[/C][C]-0.183265[/C][C]-1.9045[/C][C]0.02975[/C][/ROW]
[ROW][C]11[/C][C]-0.187143[/C][C]-1.9448[/C][C]0.027197[/C][/ROW]
[ROW][C]12[/C][C]0.777957[/C][C]8.0848[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.282612[/C][C]-2.937[/C][C]0.002026[/C][/ROW]
[ROW][C]14[/C][C]-0.198525[/C][C]-2.0631[/C][C]0.020749[/C][/ROW]
[ROW][C]15[/C][C]-0.137138[/C][C]-1.4252[/C][C]0.078495[/C][/ROW]
[ROW][C]16[/C][C]0.010376[/C][C]0.1078[/C][C]0.457164[/C][/ROW]
[ROW][C]17[/C][C]-0.164981[/C][C]-1.7145[/C][C]0.04465[/C][/ROW]
[ROW][C]18[/C][C]-0.071216[/C][C]-0.7401[/C][C]0.230423[/C][/ROW]
[ROW][C]19[/C][C]0.052207[/C][C]0.5426[/C][C]0.294277[/C][/ROW]
[ROW][C]20[/C][C]-0.071312[/C][C]-0.7411[/C][C]0.230123[/C][/ROW]
[ROW][C]21[/C][C]0.026261[/C][C]0.2729[/C][C]0.39272[/C][/ROW]
[ROW][C]22[/C][C]0.146398[/C][C]1.5214[/C][C]0.065539[/C][/ROW]
[ROW][C]23[/C][C]0.023943[/C][C]0.2488[/C][C]0.401986[/C][/ROW]
[ROW][C]24[/C][C]-0.040158[/C][C]-0.4173[/C][C]0.338631[/C][/ROW]
[ROW][C]25[/C][C]-0.012837[/C][C]-0.1334[/C][C]0.447059[/C][/ROW]
[ROW][C]26[/C][C]-0.053519[/C][C]-0.5562[/C][C]0.289619[/C][/ROW]
[ROW][C]27[/C][C]-0.045884[/C][C]-0.4768[/C][C]0.317219[/C][/ROW]
[ROW][C]28[/C][C]-0.102577[/C][C]-1.066[/C][C]0.144397[/C][/ROW]
[ROW][C]29[/C][C]-0.053168[/C][C]-0.5525[/C][C]0.290859[/C][/ROW]
[ROW][C]30[/C][C]0.007831[/C][C]0.0814[/C][C]0.467645[/C][/ROW]
[ROW][C]31[/C][C]-0.034881[/C][C]-0.3625[/C][C]0.358847[/C][/ROW]
[ROW][C]32[/C][C]0.067922[/C][C]0.7059[/C][C]0.240897[/C][/ROW]
[ROW][C]33[/C][C]-0.028771[/C][C]-0.299[/C][C]0.382757[/C][/ROW]
[ROW][C]34[/C][C]-0.015304[/C][C]-0.159[/C][C]0.436964[/C][/ROW]
[ROW][C]35[/C][C]0.031122[/C][C]0.3234[/C][C]0.373499[/C][/ROW]
[ROW][C]36[/C][C]0.011418[/C][C]0.1187[/C][C]0.452884[/C][/ROW]
[ROW][C]37[/C][C]-0.12366[/C][C]-1.2851[/C][C]0.100751[/C][/ROW]
[ROW][C]38[/C][C]0.010078[/C][C]0.1047[/C][C]0.458389[/C][/ROW]
[ROW][C]39[/C][C]0.011981[/C][C]0.1245[/C][C]0.450571[/C][/ROW]
[ROW][C]40[/C][C]-0.097286[/C][C]-1.011[/C][C]0.157132[/C][/ROW]
[ROW][C]41[/C][C]0.011045[/C][C]0.1148[/C][C]0.454415[/C][/ROW]
[ROW][C]42[/C][C]-0.014485[/C][C]-0.1505[/C][C]0.440313[/C][/ROW]
[ROW][C]43[/C][C]0.000585[/C][C]0.0061[/C][C]0.497579[/C][/ROW]
[ROW][C]44[/C][C]-0.016736[/C][C]-0.1739[/C][C]0.431125[/C][/ROW]
[ROW][C]45[/C][C]0.032388[/C][C]0.3366[/C][C]0.368541[/C][/ROW]
[ROW][C]46[/C][C]0.013691[/C][C]0.1423[/C][C]0.443562[/C][/ROW]
[ROW][C]47[/C][C]-0.020008[/C][C]-0.2079[/C][C]0.417839[/C][/ROW]
[ROW][C]48[/C][C]-0.121081[/C][C]-1.2583[/C][C]0.105496[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98262&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98262&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	0.202179	2.1011	0.018979
2	0.118101	1.2273	0.111181
3	0.187828	1.952	0.026766
4	0.180402	1.8748	0.031761
5	0.2485	2.5825	0.005574
6	0.223887	2.3267	0.010923
7	0.194419	2.0205	0.022905
8	0.089284	0.9279	0.177773
9	0.006808	0.0708	0.471863
10	-0.183265	-1.9045	0.02975
11	-0.187143	-1.9448	0.027197
12	0.777957	8.0848	0
13	-0.282612	-2.937	0.002026
14	-0.198525	-2.0631	0.020749
15	-0.137138	-1.4252	0.078495
16	0.010376	0.1078	0.457164
17	-0.164981	-1.7145	0.04465
18	-0.071216	-0.7401	0.230423
19	0.052207	0.5426	0.294277
20	-0.071312	-0.7411	0.230123
21	0.026261	0.2729	0.39272
22	0.146398	1.5214	0.065539
23	0.023943	0.2488	0.401986
24	-0.040158	-0.4173	0.338631
25	-0.012837	-0.1334	0.447059
26	-0.053519	-0.5562	0.289619
27	-0.045884	-0.4768	0.317219
28	-0.102577	-1.066	0.144397
29	-0.053168	-0.5525	0.290859
30	0.007831	0.0814	0.467645
31	-0.034881	-0.3625	0.358847
32	0.067922	0.7059	0.240897
33	-0.028771	-0.299	0.382757
34	-0.015304	-0.159	0.436964
35	0.031122	0.3234	0.373499
36	0.011418	0.1187	0.452884
37	-0.12366	-1.2851	0.100751
38	0.010078	0.1047	0.458389
39	0.011981	0.1245	0.450571
40	-0.097286	-1.011	0.157132
41	0.011045	0.1148	0.454415
42	-0.014485	-0.1505	0.440313
43	0.000585	0.0061	0.497579
44	-0.016736	-0.1739	0.431125
45	0.032388	0.3366	0.368541
46	0.013691	0.1423	0.443562
47	-0.020008	-0.2079	0.417839
48	-0.121081	-1.2583	0.105496

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