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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 20 Nov 2010 21:41:56 +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/t1290289273b0uez9gnrjcew2o.htm/, Retrieved Sat, 27 Apr 2024 10:18:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=98304, Retrieved Sat, 27 Apr 2024 10:18:21 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

129

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-       [(Partial) Autocorrelation Function] [Autocorrelatie 'C...] [2010-11-20 21:41:56] [1757923712b2aedbf315e1364d6f70a4] [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	'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=98304&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=98304&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98304&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	0.939773	10.3375	0
2	0.911846	10.0303	0
3	0.863957	9.5035	0
4	0.837782	9.2156	0
5	0.809695	8.9066	0
6	0.781113	8.5922	0
7	0.757238	8.3296	0
8	0.732145	8.0536	0
9	0.705245	7.7577	0
10	0.684835	7.5332	0
11	0.66517	7.3169	0
12	0.653739	7.1911	0
13	0.628523	6.9138	0
14	0.594878	6.5437	0
15	0.568432	6.2528	0
16	0.539741	5.9371	0
17	0.503149	5.5346	0
18	0.470134	5.1715	0
19	0.443336	4.8767	2e-06
20	0.430773	4.7385	3e-06
21	0.414752	4.5623	6e-06
22	0.394073	4.3348	1.5e-05
23	0.386457	4.251	2.1e-05
24	0.367635	4.044	4.6e-05
25	0.341464	3.7561	0.000133
26	0.305879	3.3647	0.000514
27	0.272734	3.0001	0.001639
28	0.245836	2.7042	0.003917
29	0.218772	2.4065	0.008809
30	0.19035	2.0939	0.01918
31	0.165358	1.8189	0.035697
32	0.151967	1.6716	0.04859
33	0.131531	1.4468	0.075263
34	0.106771	1.1745	0.121254
35	0.087335	0.9607	0.169313
36	0.064599	0.7106	0.239354
37	0.029654	0.3262	0.37242
38	-0.005512	-0.0606	0.475878
39	-0.047711	-0.5248	0.300333
40	-0.080711	-0.8878	0.188199
41	-0.108783	-1.1966	0.116898
42	-0.133085	-1.4639	0.072903
43	-0.151844	-1.6703	0.048724
44	-0.16888	-1.8577	0.032823
45	-0.18459	-2.0305	0.02225
46	-0.198674	-2.1854	0.015392
47	-0.210246	-2.3127	0.011214
48	-0.216696	-2.3837	0.009348

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.939773 & 10.3375 & 0 \tabularnewline
2 & 0.911846 & 10.0303 & 0 \tabularnewline
3 & 0.863957 & 9.5035 & 0 \tabularnewline
4 & 0.837782 & 9.2156 & 0 \tabularnewline
5 & 0.809695 & 8.9066 & 0 \tabularnewline
6 & 0.781113 & 8.5922 & 0 \tabularnewline
7 & 0.757238 & 8.3296 & 0 \tabularnewline
8 & 0.732145 & 8.0536 & 0 \tabularnewline
9 & 0.705245 & 7.7577 & 0 \tabularnewline
10 & 0.684835 & 7.5332 & 0 \tabularnewline
11 & 0.66517 & 7.3169 & 0 \tabularnewline
12 & 0.653739 & 7.1911 & 0 \tabularnewline
13 & 0.628523 & 6.9138 & 0 \tabularnewline
14 & 0.594878 & 6.5437 & 0 \tabularnewline
15 & 0.568432 & 6.2528 & 0 \tabularnewline
16 & 0.539741 & 5.9371 & 0 \tabularnewline
17 & 0.503149 & 5.5346 & 0 \tabularnewline
18 & 0.470134 & 5.1715 & 0 \tabularnewline
19 & 0.443336 & 4.8767 & 2e-06 \tabularnewline
20 & 0.430773 & 4.7385 & 3e-06 \tabularnewline
21 & 0.414752 & 4.5623 & 6e-06 \tabularnewline
22 & 0.394073 & 4.3348 & 1.5e-05 \tabularnewline
23 & 0.386457 & 4.251 & 2.1e-05 \tabularnewline
24 & 0.367635 & 4.044 & 4.6e-05 \tabularnewline
25 & 0.341464 & 3.7561 & 0.000133 \tabularnewline
26 & 0.305879 & 3.3647 & 0.000514 \tabularnewline
27 & 0.272734 & 3.0001 & 0.001639 \tabularnewline
28 & 0.245836 & 2.7042 & 0.003917 \tabularnewline
29 & 0.218772 & 2.4065 & 0.008809 \tabularnewline
30 & 0.19035 & 2.0939 & 0.01918 \tabularnewline
31 & 0.165358 & 1.8189 & 0.035697 \tabularnewline
32 & 0.151967 & 1.6716 & 0.04859 \tabularnewline
33 & 0.131531 & 1.4468 & 0.075263 \tabularnewline
34 & 0.106771 & 1.1745 & 0.121254 \tabularnewline
35 & 0.087335 & 0.9607 & 0.169313 \tabularnewline
36 & 0.064599 & 0.7106 & 0.239354 \tabularnewline
37 & 0.029654 & 0.3262 & 0.37242 \tabularnewline
38 & -0.005512 & -0.0606 & 0.475878 \tabularnewline
39 & -0.047711 & -0.5248 & 0.300333 \tabularnewline
40 & -0.080711 & -0.8878 & 0.188199 \tabularnewline
41 & -0.108783 & -1.1966 & 0.116898 \tabularnewline
42 & -0.133085 & -1.4639 & 0.072903 \tabularnewline
43 & -0.151844 & -1.6703 & 0.048724 \tabularnewline
44 & -0.16888 & -1.8577 & 0.032823 \tabularnewline
45 & -0.18459 & -2.0305 & 0.02225 \tabularnewline
46 & -0.198674 & -2.1854 & 0.015392 \tabularnewline
47 & -0.210246 & -2.3127 & 0.011214 \tabularnewline
48 & -0.216696 & -2.3837 & 0.009348 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98304&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]0.939773[/C][C]10.3375[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.911846[/C][C]10.0303[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.863957[/C][C]9.5035[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.837782[/C][C]9.2156[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.809695[/C][C]8.9066[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.781113[/C][C]8.5922[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.757238[/C][C]8.3296[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.732145[/C][C]8.0536[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.705245[/C][C]7.7577[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.684835[/C][C]7.5332[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.66517[/C][C]7.3169[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.653739[/C][C]7.1911[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.628523[/C][C]6.9138[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.594878[/C][C]6.5437[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.568432[/C][C]6.2528[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.539741[/C][C]5.9371[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.503149[/C][C]5.5346[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.470134[/C][C]5.1715[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.443336[/C][C]4.8767[/C][C]2e-06[/C][/ROW]
[ROW][C]20[/C][C]0.430773[/C][C]4.7385[/C][C]3e-06[/C][/ROW]
[ROW][C]21[/C][C]0.414752[/C][C]4.5623[/C][C]6e-06[/C][/ROW]
[ROW][C]22[/C][C]0.394073[/C][C]4.3348[/C][C]1.5e-05[/C][/ROW]
[ROW][C]23[/C][C]0.386457[/C][C]4.251[/C][C]2.1e-05[/C][/ROW]
[ROW][C]24[/C][C]0.367635[/C][C]4.044[/C][C]4.6e-05[/C][/ROW]
[ROW][C]25[/C][C]0.341464[/C][C]3.7561[/C][C]0.000133[/C][/ROW]
[ROW][C]26[/C][C]0.305879[/C][C]3.3647[/C][C]0.000514[/C][/ROW]
[ROW][C]27[/C][C]0.272734[/C][C]3.0001[/C][C]0.001639[/C][/ROW]
[ROW][C]28[/C][C]0.245836[/C][C]2.7042[/C][C]0.003917[/C][/ROW]
[ROW][C]29[/C][C]0.218772[/C][C]2.4065[/C][C]0.008809[/C][/ROW]
[ROW][C]30[/C][C]0.19035[/C][C]2.0939[/C][C]0.01918[/C][/ROW]
[ROW][C]31[/C][C]0.165358[/C][C]1.8189[/C][C]0.035697[/C][/ROW]
[ROW][C]32[/C][C]0.151967[/C][C]1.6716[/C][C]0.04859[/C][/ROW]
[ROW][C]33[/C][C]0.131531[/C][C]1.4468[/C][C]0.075263[/C][/ROW]
[ROW][C]34[/C][C]0.106771[/C][C]1.1745[/C][C]0.121254[/C][/ROW]
[ROW][C]35[/C][C]0.087335[/C][C]0.9607[/C][C]0.169313[/C][/ROW]
[ROW][C]36[/C][C]0.064599[/C][C]0.7106[/C][C]0.239354[/C][/ROW]
[ROW][C]37[/C][C]0.029654[/C][C]0.3262[/C][C]0.37242[/C][/ROW]
[ROW][C]38[/C][C]-0.005512[/C][C]-0.0606[/C][C]0.475878[/C][/ROW]
[ROW][C]39[/C][C]-0.047711[/C][C]-0.5248[/C][C]0.300333[/C][/ROW]
[ROW][C]40[/C][C]-0.080711[/C][C]-0.8878[/C][C]0.188199[/C][/ROW]
[ROW][C]41[/C][C]-0.108783[/C][C]-1.1966[/C][C]0.116898[/C][/ROW]
[ROW][C]42[/C][C]-0.133085[/C][C]-1.4639[/C][C]0.072903[/C][/ROW]
[ROW][C]43[/C][C]-0.151844[/C][C]-1.6703[/C][C]0.048724[/C][/ROW]
[ROW][C]44[/C][C]-0.16888[/C][C]-1.8577[/C][C]0.032823[/C][/ROW]
[ROW][C]45[/C][C]-0.18459[/C][C]-2.0305[/C][C]0.02225[/C][/ROW]
[ROW][C]46[/C][C]-0.198674[/C][C]-2.1854[/C][C]0.015392[/C][/ROW]
[ROW][C]47[/C][C]-0.210246[/C][C]-2.3127[/C][C]0.011214[/C][/ROW]
[ROW][C]48[/C][C]-0.216696[/C][C]-2.3837[/C][C]0.009348[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98304&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98304&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	0.939773	10.3375	0
2	0.911846	10.0303	0
3	0.863957	9.5035	0
4	0.837782	9.2156	0
5	0.809695	8.9066	0
6	0.781113	8.5922	0
7	0.757238	8.3296	0
8	0.732145	8.0536	0
9	0.705245	7.7577	0
10	0.684835	7.5332	0
11	0.66517	7.3169	0
12	0.653739	7.1911	0
13	0.628523	6.9138	0
14	0.594878	6.5437	0
15	0.568432	6.2528	0
16	0.539741	5.9371	0
17	0.503149	5.5346	0
18	0.470134	5.1715	0
19	0.443336	4.8767	2e-06
20	0.430773	4.7385	3e-06
21	0.414752	4.5623	6e-06
22	0.394073	4.3348	1.5e-05
23	0.386457	4.251	2.1e-05
24	0.367635	4.044	4.6e-05
25	0.341464	3.7561	0.000133
26	0.305879	3.3647	0.000514
27	0.272734	3.0001	0.001639
28	0.245836	2.7042	0.003917
29	0.218772	2.4065	0.008809
30	0.19035	2.0939	0.01918
31	0.165358	1.8189	0.035697
32	0.151967	1.6716	0.04859
33	0.131531	1.4468	0.075263
34	0.106771	1.1745	0.121254
35	0.087335	0.9607	0.169313
36	0.064599	0.7106	0.239354
37	0.029654	0.3262	0.37242
38	-0.005512	-0.0606	0.475878
39	-0.047711	-0.5248	0.300333
40	-0.080711	-0.8878	0.188199
41	-0.108783	-1.1966	0.116898
42	-0.133085	-1.4639	0.072903
43	-0.151844	-1.6703	0.048724
44	-0.16888	-1.8577	0.032823
45	-0.18459	-2.0305	0.02225
46	-0.198674	-2.1854	0.015392
47	-0.210246	-2.3127	0.011214
48	-0.216696	-2.3837	0.009348

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.939773	10.3375	0
2	0.245429	2.6997	0.003967
3	-0.12118	-1.333	0.092521
4	0.103207	1.1353	0.129251
5	0.060855	0.6694	0.252257
6	-0.043263	-0.4759	0.317504
7	0.035259	0.3878	0.349405
8	0.013152	0.1447	0.442605
9	-0.045844	-0.5043	0.307491
10	0.047968	0.5277	0.299354
11	0.033818	0.372	0.355274
12	0.052926	0.5822	0.280763
13	-0.090289	-0.9932	0.161303
14	-0.144857	-1.5934	0.056836
15	0.043537	0.4789	0.316435
16	-0.006637	-0.073	0.470961
17	-0.1558	-1.7138	0.044563
18	-0.009831	-0.1081	0.457032
19	0.074564	0.8202	0.206855
20	0.100483	1.1053	0.135607
21	0.015421	0.1696	0.432793
22	-0.070584	-0.7764	0.219506
23	0.114388	1.2583	0.105359
24	-0.050771	-0.5585	0.288773
25	-0.180679	-1.9875	0.024564
26	-0.076194	-0.8381	0.201805
27	-0.025017	-0.2752	0.391822
28	-0.013264	-0.1459	0.442121
29	0.030178	0.332	0.370247
30	-0.006225	-0.0685	0.472762
31	-0.002455	-0.027	0.489251
32	0.094398	1.0384	0.150582
33	-0.062658	-0.6892	0.245997
34	-0.094761	-1.0424	0.149658
35	-0.007234	-0.0796	0.468354
36	-0.102649	-1.1291	0.130536
37	-0.146822	-1.615	0.054453
38	-0.000114	-0.0013	0.499501
39	-0.087556	-0.9631	0.168705
40	-0.008076	-0.0888	0.464679
41	0.110264	1.2129	0.113765
42	0.064904	0.7139	0.23832
43	0.017402	0.1914	0.424256
44	-0.068075	-0.7488	0.227709
45	-0.043014	-0.4732	0.318476
46	0.046789	0.5147	0.303859
47	-0.035718	-0.3929	0.347541
48	-0.033122	-0.3643	0.358121

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.939773 & 10.3375 & 0 \tabularnewline
2 & 0.245429 & 2.6997 & 0.003967 \tabularnewline
3 & -0.12118 & -1.333 & 0.092521 \tabularnewline
4 & 0.103207 & 1.1353 & 0.129251 \tabularnewline
5 & 0.060855 & 0.6694 & 0.252257 \tabularnewline
6 & -0.043263 & -0.4759 & 0.317504 \tabularnewline
7 & 0.035259 & 0.3878 & 0.349405 \tabularnewline
8 & 0.013152 & 0.1447 & 0.442605 \tabularnewline
9 & -0.045844 & -0.5043 & 0.307491 \tabularnewline
10 & 0.047968 & 0.5277 & 0.299354 \tabularnewline
11 & 0.033818 & 0.372 & 0.355274 \tabularnewline
12 & 0.052926 & 0.5822 & 0.280763 \tabularnewline
13 & -0.090289 & -0.9932 & 0.161303 \tabularnewline
14 & -0.144857 & -1.5934 & 0.056836 \tabularnewline
15 & 0.043537 & 0.4789 & 0.316435 \tabularnewline
16 & -0.006637 & -0.073 & 0.470961 \tabularnewline
17 & -0.1558 & -1.7138 & 0.044563 \tabularnewline
18 & -0.009831 & -0.1081 & 0.457032 \tabularnewline
19 & 0.074564 & 0.8202 & 0.206855 \tabularnewline
20 & 0.100483 & 1.1053 & 0.135607 \tabularnewline
21 & 0.015421 & 0.1696 & 0.432793 \tabularnewline
22 & -0.070584 & -0.7764 & 0.219506 \tabularnewline
23 & 0.114388 & 1.2583 & 0.105359 \tabularnewline
24 & -0.050771 & -0.5585 & 0.288773 \tabularnewline
25 & -0.180679 & -1.9875 & 0.024564 \tabularnewline
26 & -0.076194 & -0.8381 & 0.201805 \tabularnewline
27 & -0.025017 & -0.2752 & 0.391822 \tabularnewline
28 & -0.013264 & -0.1459 & 0.442121 \tabularnewline
29 & 0.030178 & 0.332 & 0.370247 \tabularnewline
30 & -0.006225 & -0.0685 & 0.472762 \tabularnewline
31 & -0.002455 & -0.027 & 0.489251 \tabularnewline
32 & 0.094398 & 1.0384 & 0.150582 \tabularnewline
33 & -0.062658 & -0.6892 & 0.245997 \tabularnewline
34 & -0.094761 & -1.0424 & 0.149658 \tabularnewline
35 & -0.007234 & -0.0796 & 0.468354 \tabularnewline
36 & -0.102649 & -1.1291 & 0.130536 \tabularnewline
37 & -0.146822 & -1.615 & 0.054453 \tabularnewline
38 & -0.000114 & -0.0013 & 0.499501 \tabularnewline
39 & -0.087556 & -0.9631 & 0.168705 \tabularnewline
40 & -0.008076 & -0.0888 & 0.464679 \tabularnewline
41 & 0.110264 & 1.2129 & 0.113765 \tabularnewline
42 & 0.064904 & 0.7139 & 0.23832 \tabularnewline
43 & 0.017402 & 0.1914 & 0.424256 \tabularnewline
44 & -0.068075 & -0.7488 & 0.227709 \tabularnewline
45 & -0.043014 & -0.4732 & 0.318476 \tabularnewline
46 & 0.046789 & 0.5147 & 0.303859 \tabularnewline
47 & -0.035718 & -0.3929 & 0.347541 \tabularnewline
48 & -0.033122 & -0.3643 & 0.358121 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=98304&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]0.939773[/C][C]10.3375[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.245429[/C][C]2.6997[/C][C]0.003967[/C][/ROW]
[ROW][C]3[/C][C]-0.12118[/C][C]-1.333[/C][C]0.092521[/C][/ROW]
[ROW][C]4[/C][C]0.103207[/C][C]1.1353[/C][C]0.129251[/C][/ROW]
[ROW][C]5[/C][C]0.060855[/C][C]0.6694[/C][C]0.252257[/C][/ROW]
[ROW][C]6[/C][C]-0.043263[/C][C]-0.4759[/C][C]0.317504[/C][/ROW]
[ROW][C]7[/C][C]0.035259[/C][C]0.3878[/C][C]0.349405[/C][/ROW]
[ROW][C]8[/C][C]0.013152[/C][C]0.1447[/C][C]0.442605[/C][/ROW]
[ROW][C]9[/C][C]-0.045844[/C][C]-0.5043[/C][C]0.307491[/C][/ROW]
[ROW][C]10[/C][C]0.047968[/C][C]0.5277[/C][C]0.299354[/C][/ROW]
[ROW][C]11[/C][C]0.033818[/C][C]0.372[/C][C]0.355274[/C][/ROW]
[ROW][C]12[/C][C]0.052926[/C][C]0.5822[/C][C]0.280763[/C][/ROW]
[ROW][C]13[/C][C]-0.090289[/C][C]-0.9932[/C][C]0.161303[/C][/ROW]
[ROW][C]14[/C][C]-0.144857[/C][C]-1.5934[/C][C]0.056836[/C][/ROW]
[ROW][C]15[/C][C]0.043537[/C][C]0.4789[/C][C]0.316435[/C][/ROW]
[ROW][C]16[/C][C]-0.006637[/C][C]-0.073[/C][C]0.470961[/C][/ROW]
[ROW][C]17[/C][C]-0.1558[/C][C]-1.7138[/C][C]0.044563[/C][/ROW]
[ROW][C]18[/C][C]-0.009831[/C][C]-0.1081[/C][C]0.457032[/C][/ROW]
[ROW][C]19[/C][C]0.074564[/C][C]0.8202[/C][C]0.206855[/C][/ROW]
[ROW][C]20[/C][C]0.100483[/C][C]1.1053[/C][C]0.135607[/C][/ROW]
[ROW][C]21[/C][C]0.015421[/C][C]0.1696[/C][C]0.432793[/C][/ROW]
[ROW][C]22[/C][C]-0.070584[/C][C]-0.7764[/C][C]0.219506[/C][/ROW]
[ROW][C]23[/C][C]0.114388[/C][C]1.2583[/C][C]0.105359[/C][/ROW]
[ROW][C]24[/C][C]-0.050771[/C][C]-0.5585[/C][C]0.288773[/C][/ROW]
[ROW][C]25[/C][C]-0.180679[/C][C]-1.9875[/C][C]0.024564[/C][/ROW]
[ROW][C]26[/C][C]-0.076194[/C][C]-0.8381[/C][C]0.201805[/C][/ROW]
[ROW][C]27[/C][C]-0.025017[/C][C]-0.2752[/C][C]0.391822[/C][/ROW]
[ROW][C]28[/C][C]-0.013264[/C][C]-0.1459[/C][C]0.442121[/C][/ROW]
[ROW][C]29[/C][C]0.030178[/C][C]0.332[/C][C]0.370247[/C][/ROW]
[ROW][C]30[/C][C]-0.006225[/C][C]-0.0685[/C][C]0.472762[/C][/ROW]
[ROW][C]31[/C][C]-0.002455[/C][C]-0.027[/C][C]0.489251[/C][/ROW]
[ROW][C]32[/C][C]0.094398[/C][C]1.0384[/C][C]0.150582[/C][/ROW]
[ROW][C]33[/C][C]-0.062658[/C][C]-0.6892[/C][C]0.245997[/C][/ROW]
[ROW][C]34[/C][C]-0.094761[/C][C]-1.0424[/C][C]0.149658[/C][/ROW]
[ROW][C]35[/C][C]-0.007234[/C][C]-0.0796[/C][C]0.468354[/C][/ROW]
[ROW][C]36[/C][C]-0.102649[/C][C]-1.1291[/C][C]0.130536[/C][/ROW]
[ROW][C]37[/C][C]-0.146822[/C][C]-1.615[/C][C]0.054453[/C][/ROW]
[ROW][C]38[/C][C]-0.000114[/C][C]-0.0013[/C][C]0.499501[/C][/ROW]
[ROW][C]39[/C][C]-0.087556[/C][C]-0.9631[/C][C]0.168705[/C][/ROW]
[ROW][C]40[/C][C]-0.008076[/C][C]-0.0888[/C][C]0.464679[/C][/ROW]
[ROW][C]41[/C][C]0.110264[/C][C]1.2129[/C][C]0.113765[/C][/ROW]
[ROW][C]42[/C][C]0.064904[/C][C]0.7139[/C][C]0.23832[/C][/ROW]
[ROW][C]43[/C][C]0.017402[/C][C]0.1914[/C][C]0.424256[/C][/ROW]
[ROW][C]44[/C][C]-0.068075[/C][C]-0.7488[/C][C]0.227709[/C][/ROW]
[ROW][C]45[/C][C]-0.043014[/C][C]-0.4732[/C][C]0.318476[/C][/ROW]
[ROW][C]46[/C][C]0.046789[/C][C]0.5147[/C][C]0.303859[/C][/ROW]
[ROW][C]47[/C][C]-0.035718[/C][C]-0.3929[/C][C]0.347541[/C][/ROW]
[ROW][C]48[/C][C]-0.033122[/C][C]-0.3643[/C][C]0.358121[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=98304&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=98304&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	0.939773	10.3375	0
2	0.245429	2.6997	0.003967
3	-0.12118	-1.333	0.092521
4	0.103207	1.1353	0.129251
5	0.060855	0.6694	0.252257
6	-0.043263	-0.4759	0.317504
7	0.035259	0.3878	0.349405
8	0.013152	0.1447	0.442605
9	-0.045844	-0.5043	0.307491
10	0.047968	0.5277	0.299354
11	0.033818	0.372	0.355274
12	0.052926	0.5822	0.280763
13	-0.090289	-0.9932	0.161303
14	-0.144857	-1.5934	0.056836
15	0.043537	0.4789	0.316435
16	-0.006637	-0.073	0.470961
17	-0.1558	-1.7138	0.044563
18	-0.009831	-0.1081	0.457032
19	0.074564	0.8202	0.206855
20	0.100483	1.1053	0.135607
21	0.015421	0.1696	0.432793
22	-0.070584	-0.7764	0.219506
23	0.114388	1.2583	0.105359
24	-0.050771	-0.5585	0.288773
25	-0.180679	-1.9875	0.024564
26	-0.076194	-0.8381	0.201805
27	-0.025017	-0.2752	0.391822
28	-0.013264	-0.1459	0.442121
29	0.030178	0.332	0.370247
30	-0.006225	-0.0685	0.472762
31	-0.002455	-0.027	0.489251
32	0.094398	1.0384	0.150582
33	-0.062658	-0.6892	0.245997
34	-0.094761	-1.0424	0.149658
35	-0.007234	-0.0796	0.468354
36	-0.102649	-1.1291	0.130536
37	-0.146822	-1.615	0.054453
38	-0.000114	-0.0013	0.499501
39	-0.087556	-0.9631	0.168705
40	-0.008076	-0.0888	0.464679
41	0.110264	1.2129	0.113765
42	0.064904	0.7139	0.23832
43	0.017402	0.1914	0.424256
44	-0.068075	-0.7488	0.227709
45	-0.043014	-0.4732	0.318476
46	0.046789	0.5147	0.303859
47	-0.035718	-0.3929	0.347541
48	-0.033122	-0.3643	0.358121

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