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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 11 Dec 2008 08:27:07 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/11/t1229009275tn8ucwqr4y4ydbr.htm/, Retrieved Tue, 26 May 2026 00:18:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32311, Retrieved Tue, 26 May 2026 00:18:52 +0000

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User-defined keywords

Estimated Impact

411

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

-     [(Partial) Autocorrelation Function] [cor zonder parame...] [2008-12-11 14:30:03] [e43247bc0ab243a5af99ac7f55ba0b41]
-    D  [(Partial) Autocorrelation Function] [vrouwen zonder pa...] [2008-12-11 14:46:12] [e43247bc0ab243a5af99ac7f55ba0b41]
-    D    [(Partial) Autocorrelation Function] [autocor onder 25 ...] [2008-12-11 15:12:23] [e43247bc0ab243a5af99ac7f55ba0b41]
-    D        [(Partial) Autocorrelation Function] [zonder parameters...] [2008-12-11 15:27:07] [f24298b2e4c2a19d76cf4460ec5d2246] [Current]
-   PD          [(Partial) Autocorrelation Function] [met parameters bo...] [2008-12-11 15:40:40] [e43247bc0ab243a5af99ac7f55ba0b41] 

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7,0
6,9
6,7
6,6
6,5
6,4
6,5
6,5
6,6
6,7
6,8
7,2
7,6
7,6
7,3
6,4
6,1
6,3
7,1
7,5
7,4
7,1
6,8
6,9
7,2
7,4
7,3
6,9
6,9
6,8
7,1
7,2
7,1
7,0
6,9
7,0
7,4
7,5
7,5
7,4
7,3
7,0
6,7
6,5
6,5
6,5
6,6
6,8
6,9
6,9
6,8
6,8
6,5
6,1
6,0
5,9
5,8
5,9
5,9
6,2
6,3
6,2
6,0
5,8
5,5
5,5
5,7
5,8

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32311&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32311&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32311&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.876487	7.2277	0
2	0.648016	5.3437	1e-06
3	0.436149	3.5966	0.000303
4	0.337802	2.7856	0.003458
5	0.351946	2.9022	0.002495
6	0.38969	3.2135	0.001003
7	0.391248	3.2263	0.000965
8	0.362161	2.9865	0.001961
9	0.340608	2.8087	0.003244
10	0.353726	2.9169	0.002393
11	0.377886	3.1161	0.001342
12	0.349789	2.8844	0.002624
13	0.241794	1.9939	0.025088
14	0.099639	0.8216	0.207076
15	-0.02643	-0.2179	0.414063
16	-0.075615	-0.6235	0.26751
17	-0.062017	-0.5114	0.305363
18	-0.036881	-0.3041	0.380978
19	-0.037428	-0.3086	0.379269
20	-0.068642	-0.566	0.286615
21	-0.105869	-0.873	0.192862
22	-0.13452	-1.1093	0.135608
23	-0.150586	-1.2418	0.109295
24	-0.161133	-1.3287	0.094188
25	-0.178735	-1.4739	0.072564
26	-0.195361	-1.611	0.055907
27	-0.210998	-1.7399	0.043197
28	-0.2206	-1.8191	0.036648
29	-0.232721	-1.9191	0.029587
30	-0.246851	-2.0356	0.022845
31	-0.266528	-2.1978	0.015684
32	-0.28068	-2.3145	0.011832
33	-0.285755	-2.3564	0.010671
34	-0.269217	-2.22	0.014877
35	-0.224553	-1.8517	0.034205
36	-0.174378	-1.438	0.077516
37	-0.138304	-1.1405	0.129043
38	-0.127343	-1.0501	0.148696
39	-0.145993	-1.2039	0.116403
40	-0.166653	-1.3743	0.086938
41	-0.195843	-1.615	0.055475
42	-0.217005	-1.7895	0.038996
43	-0.231622	-1.91	0.030176
44	-0.237672	-1.9599	0.027054
45	-0.217079	-1.7901	0.038947
46	-0.167348	-1.38	0.086056
47	-0.092532	-0.763	0.224039
48	-0.026293	-0.2168	0.4145

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.876487 & 7.2277 & 0 \tabularnewline
2 & 0.648016 & 5.3437 & 1e-06 \tabularnewline
3 & 0.436149 & 3.5966 & 0.000303 \tabularnewline
4 & 0.337802 & 2.7856 & 0.003458 \tabularnewline
5 & 0.351946 & 2.9022 & 0.002495 \tabularnewline
6 & 0.38969 & 3.2135 & 0.001003 \tabularnewline
7 & 0.391248 & 3.2263 & 0.000965 \tabularnewline
8 & 0.362161 & 2.9865 & 0.001961 \tabularnewline
9 & 0.340608 & 2.8087 & 0.003244 \tabularnewline
10 & 0.353726 & 2.9169 & 0.002393 \tabularnewline
11 & 0.377886 & 3.1161 & 0.001342 \tabularnewline
12 & 0.349789 & 2.8844 & 0.002624 \tabularnewline
13 & 0.241794 & 1.9939 & 0.025088 \tabularnewline
14 & 0.099639 & 0.8216 & 0.207076 \tabularnewline
15 & -0.02643 & -0.2179 & 0.414063 \tabularnewline
16 & -0.075615 & -0.6235 & 0.26751 \tabularnewline
17 & -0.062017 & -0.5114 & 0.305363 \tabularnewline
18 & -0.036881 & -0.3041 & 0.380978 \tabularnewline
19 & -0.037428 & -0.3086 & 0.379269 \tabularnewline
20 & -0.068642 & -0.566 & 0.286615 \tabularnewline
21 & -0.105869 & -0.873 & 0.192862 \tabularnewline
22 & -0.13452 & -1.1093 & 0.135608 \tabularnewline
23 & -0.150586 & -1.2418 & 0.109295 \tabularnewline
24 & -0.161133 & -1.3287 & 0.094188 \tabularnewline
25 & -0.178735 & -1.4739 & 0.072564 \tabularnewline
26 & -0.195361 & -1.611 & 0.055907 \tabularnewline
27 & -0.210998 & -1.7399 & 0.043197 \tabularnewline
28 & -0.2206 & -1.8191 & 0.036648 \tabularnewline
29 & -0.232721 & -1.9191 & 0.029587 \tabularnewline
30 & -0.246851 & -2.0356 & 0.022845 \tabularnewline
31 & -0.266528 & -2.1978 & 0.015684 \tabularnewline
32 & -0.28068 & -2.3145 & 0.011832 \tabularnewline
33 & -0.285755 & -2.3564 & 0.010671 \tabularnewline
34 & -0.269217 & -2.22 & 0.014877 \tabularnewline
35 & -0.224553 & -1.8517 & 0.034205 \tabularnewline
36 & -0.174378 & -1.438 & 0.077516 \tabularnewline
37 & -0.138304 & -1.1405 & 0.129043 \tabularnewline
38 & -0.127343 & -1.0501 & 0.148696 \tabularnewline
39 & -0.145993 & -1.2039 & 0.116403 \tabularnewline
40 & -0.166653 & -1.3743 & 0.086938 \tabularnewline
41 & -0.195843 & -1.615 & 0.055475 \tabularnewline
42 & -0.217005 & -1.7895 & 0.038996 \tabularnewline
43 & -0.231622 & -1.91 & 0.030176 \tabularnewline
44 & -0.237672 & -1.9599 & 0.027054 \tabularnewline
45 & -0.217079 & -1.7901 & 0.038947 \tabularnewline
46 & -0.167348 & -1.38 & 0.086056 \tabularnewline
47 & -0.092532 & -0.763 & 0.224039 \tabularnewline
48 & -0.026293 & -0.2168 & 0.4145 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32311&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]0.876487[/C][C]7.2277[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.648016[/C][C]5.3437[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.436149[/C][C]3.5966[/C][C]0.000303[/C][/ROW]
[ROW][C]4[/C][C]0.337802[/C][C]2.7856[/C][C]0.003458[/C][/ROW]
[ROW][C]5[/C][C]0.351946[/C][C]2.9022[/C][C]0.002495[/C][/ROW]
[ROW][C]6[/C][C]0.38969[/C][C]3.2135[/C][C]0.001003[/C][/ROW]
[ROW][C]7[/C][C]0.391248[/C][C]3.2263[/C][C]0.000965[/C][/ROW]
[ROW][C]8[/C][C]0.362161[/C][C]2.9865[/C][C]0.001961[/C][/ROW]
[ROW][C]9[/C][C]0.340608[/C][C]2.8087[/C][C]0.003244[/C][/ROW]
[ROW][C]10[/C][C]0.353726[/C][C]2.9169[/C][C]0.002393[/C][/ROW]
[ROW][C]11[/C][C]0.377886[/C][C]3.1161[/C][C]0.001342[/C][/ROW]
[ROW][C]12[/C][C]0.349789[/C][C]2.8844[/C][C]0.002624[/C][/ROW]
[ROW][C]13[/C][C]0.241794[/C][C]1.9939[/C][C]0.025088[/C][/ROW]
[ROW][C]14[/C][C]0.099639[/C][C]0.8216[/C][C]0.207076[/C][/ROW]
[ROW][C]15[/C][C]-0.02643[/C][C]-0.2179[/C][C]0.414063[/C][/ROW]
[ROW][C]16[/C][C]-0.075615[/C][C]-0.6235[/C][C]0.26751[/C][/ROW]
[ROW][C]17[/C][C]-0.062017[/C][C]-0.5114[/C][C]0.305363[/C][/ROW]
[ROW][C]18[/C][C]-0.036881[/C][C]-0.3041[/C][C]0.380978[/C][/ROW]
[ROW][C]19[/C][C]-0.037428[/C][C]-0.3086[/C][C]0.379269[/C][/ROW]
[ROW][C]20[/C][C]-0.068642[/C][C]-0.566[/C][C]0.286615[/C][/ROW]
[ROW][C]21[/C][C]-0.105869[/C][C]-0.873[/C][C]0.192862[/C][/ROW]
[ROW][C]22[/C][C]-0.13452[/C][C]-1.1093[/C][C]0.135608[/C][/ROW]
[ROW][C]23[/C][C]-0.150586[/C][C]-1.2418[/C][C]0.109295[/C][/ROW]
[ROW][C]24[/C][C]-0.161133[/C][C]-1.3287[/C][C]0.094188[/C][/ROW]
[ROW][C]25[/C][C]-0.178735[/C][C]-1.4739[/C][C]0.072564[/C][/ROW]
[ROW][C]26[/C][C]-0.195361[/C][C]-1.611[/C][C]0.055907[/C][/ROW]
[ROW][C]27[/C][C]-0.210998[/C][C]-1.7399[/C][C]0.043197[/C][/ROW]
[ROW][C]28[/C][C]-0.2206[/C][C]-1.8191[/C][C]0.036648[/C][/ROW]
[ROW][C]29[/C][C]-0.232721[/C][C]-1.9191[/C][C]0.029587[/C][/ROW]
[ROW][C]30[/C][C]-0.246851[/C][C]-2.0356[/C][C]0.022845[/C][/ROW]
[ROW][C]31[/C][C]-0.266528[/C][C]-2.1978[/C][C]0.015684[/C][/ROW]
[ROW][C]32[/C][C]-0.28068[/C][C]-2.3145[/C][C]0.011832[/C][/ROW]
[ROW][C]33[/C][C]-0.285755[/C][C]-2.3564[/C][C]0.010671[/C][/ROW]
[ROW][C]34[/C][C]-0.269217[/C][C]-2.22[/C][C]0.014877[/C][/ROW]
[ROW][C]35[/C][C]-0.224553[/C][C]-1.8517[/C][C]0.034205[/C][/ROW]
[ROW][C]36[/C][C]-0.174378[/C][C]-1.438[/C][C]0.077516[/C][/ROW]
[ROW][C]37[/C][C]-0.138304[/C][C]-1.1405[/C][C]0.129043[/C][/ROW]
[ROW][C]38[/C][C]-0.127343[/C][C]-1.0501[/C][C]0.148696[/C][/ROW]
[ROW][C]39[/C][C]-0.145993[/C][C]-1.2039[/C][C]0.116403[/C][/ROW]
[ROW][C]40[/C][C]-0.166653[/C][C]-1.3743[/C][C]0.086938[/C][/ROW]
[ROW][C]41[/C][C]-0.195843[/C][C]-1.615[/C][C]0.055475[/C][/ROW]
[ROW][C]42[/C][C]-0.217005[/C][C]-1.7895[/C][C]0.038996[/C][/ROW]
[ROW][C]43[/C][C]-0.231622[/C][C]-1.91[/C][C]0.030176[/C][/ROW]
[ROW][C]44[/C][C]-0.237672[/C][C]-1.9599[/C][C]0.027054[/C][/ROW]
[ROW][C]45[/C][C]-0.217079[/C][C]-1.7901[/C][C]0.038947[/C][/ROW]
[ROW][C]46[/C][C]-0.167348[/C][C]-1.38[/C][C]0.086056[/C][/ROW]
[ROW][C]47[/C][C]-0.092532[/C][C]-0.763[/C][C]0.224039[/C][/ROW]
[ROW][C]48[/C][C]-0.026293[/C][C]-0.2168[/C][C]0.4145[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32311&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32311&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	0.876487	7.2277	0
2	0.648016	5.3437	1e-06
3	0.436149	3.5966	0.000303
4	0.337802	2.7856	0.003458
5	0.351946	2.9022	0.002495
6	0.38969	3.2135	0.001003
7	0.391248	3.2263	0.000965
8	0.362161	2.9865	0.001961
9	0.340608	2.8087	0.003244
10	0.353726	2.9169	0.002393
11	0.377886	3.1161	0.001342
12	0.349789	2.8844	0.002624
13	0.241794	1.9939	0.025088
14	0.099639	0.8216	0.207076
15	-0.02643	-0.2179	0.414063
16	-0.075615	-0.6235	0.26751
17	-0.062017	-0.5114	0.305363
18	-0.036881	-0.3041	0.380978
19	-0.037428	-0.3086	0.379269
20	-0.068642	-0.566	0.286615
21	-0.105869	-0.873	0.192862
22	-0.13452	-1.1093	0.135608
23	-0.150586	-1.2418	0.109295
24	-0.161133	-1.3287	0.094188
25	-0.178735	-1.4739	0.072564
26	-0.195361	-1.611	0.055907
27	-0.210998	-1.7399	0.043197
28	-0.2206	-1.8191	0.036648
29	-0.232721	-1.9191	0.029587
30	-0.246851	-2.0356	0.022845
31	-0.266528	-2.1978	0.015684
32	-0.28068	-2.3145	0.011832
33	-0.285755	-2.3564	0.010671
34	-0.269217	-2.22	0.014877
35	-0.224553	-1.8517	0.034205
36	-0.174378	-1.438	0.077516
37	-0.138304	-1.1405	0.129043
38	-0.127343	-1.0501	0.148696
39	-0.145993	-1.2039	0.116403
40	-0.166653	-1.3743	0.086938
41	-0.195843	-1.615	0.055475
42	-0.217005	-1.7895	0.038996
43	-0.231622	-1.91	0.030176
44	-0.237672	-1.9599	0.027054
45	-0.217079	-1.7901	0.038947
46	-0.167348	-1.38	0.086056
47	-0.092532	-0.763	0.224039
48	-0.026293	-0.2168	0.4145

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.876487	7.2277	0
2	-0.518677	-4.2771	3e-05
3	0.166382	1.372	0.087283
4	0.324171	2.6732	0.004699
5	0.10402	0.8578	0.197016
6	-0.1634	-1.3474	0.091157
7	0.034982	0.2885	0.386933
8	0.202892	1.6731	0.049453
9	0.10413	0.8587	0.196768
10	0.007983	0.0658	0.473854
11	-0.055204	-0.4552	0.3252
12	-0.186753	-1.54	0.0641
13	-0.148664	-1.2259	0.112229
14	0.034205	0.2821	0.389378
15	-0.16007	-1.32	0.095635
16	-0.001298	-0.0107	0.495747
17	-0.053236	-0.439	0.331027
18	-0.064242	-0.5298	0.299004
19	-0.02799	-0.2308	0.409076
20	0.012725	0.1049	0.458371
21	-0.027662	-0.2281	0.410124
22	-0.105747	-0.872	0.193136
23	0.051581	0.4253	0.335963
24	0.113561	0.9364	0.176179
25	-0.020378	-0.168	0.433526
26	0.032841	0.2708	0.393677
27	-0.036712	-0.3027	0.381507
28	-0.058224	-0.4801	0.31634
29	-0.051294	-0.423	0.33682
30	0.003285	0.0271	0.489233
31	-0.091894	-0.7578	0.225602
32	-0.029371	-0.2422	0.404677
33	-0.022305	-0.1839	0.427306
34	0.082539	0.6806	0.249208
35	0.082412	0.6796	0.249536
36	-0.042431	-0.3499	0.363749
37	-0.044153	-0.3641	0.358458
38	0.01543	0.1272	0.449565
39	-0.000958	-0.0079	0.496861
40	0.052581	0.4336	0.332979
41	-0.186564	-1.5384	0.06429
42	-0.012715	-0.1049	0.458401
43	-0.036518	-0.3011	0.382114
44	-0.057117	-0.471	0.319576
45	0.0569	0.4692	0.320209
46	-0.004336	-0.0358	0.485793
47	0.051852	0.4276	0.335153
48	-0.047537	-0.392	0.348143

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.876487 & 7.2277 & 0 \tabularnewline
2 & -0.518677 & -4.2771 & 3e-05 \tabularnewline
3 & 0.166382 & 1.372 & 0.087283 \tabularnewline
4 & 0.324171 & 2.6732 & 0.004699 \tabularnewline
5 & 0.10402 & 0.8578 & 0.197016 \tabularnewline
6 & -0.1634 & -1.3474 & 0.091157 \tabularnewline
7 & 0.034982 & 0.2885 & 0.386933 \tabularnewline
8 & 0.202892 & 1.6731 & 0.049453 \tabularnewline
9 & 0.10413 & 0.8587 & 0.196768 \tabularnewline
10 & 0.007983 & 0.0658 & 0.473854 \tabularnewline
11 & -0.055204 & -0.4552 & 0.3252 \tabularnewline
12 & -0.186753 & -1.54 & 0.0641 \tabularnewline
13 & -0.148664 & -1.2259 & 0.112229 \tabularnewline
14 & 0.034205 & 0.2821 & 0.389378 \tabularnewline
15 & -0.16007 & -1.32 & 0.095635 \tabularnewline
16 & -0.001298 & -0.0107 & 0.495747 \tabularnewline
17 & -0.053236 & -0.439 & 0.331027 \tabularnewline
18 & -0.064242 & -0.5298 & 0.299004 \tabularnewline
19 & -0.02799 & -0.2308 & 0.409076 \tabularnewline
20 & 0.012725 & 0.1049 & 0.458371 \tabularnewline
21 & -0.027662 & -0.2281 & 0.410124 \tabularnewline
22 & -0.105747 & -0.872 & 0.193136 \tabularnewline
23 & 0.051581 & 0.4253 & 0.335963 \tabularnewline
24 & 0.113561 & 0.9364 & 0.176179 \tabularnewline
25 & -0.020378 & -0.168 & 0.433526 \tabularnewline
26 & 0.032841 & 0.2708 & 0.393677 \tabularnewline
27 & -0.036712 & -0.3027 & 0.381507 \tabularnewline
28 & -0.058224 & -0.4801 & 0.31634 \tabularnewline
29 & -0.051294 & -0.423 & 0.33682 \tabularnewline
30 & 0.003285 & 0.0271 & 0.489233 \tabularnewline
31 & -0.091894 & -0.7578 & 0.225602 \tabularnewline
32 & -0.029371 & -0.2422 & 0.404677 \tabularnewline
33 & -0.022305 & -0.1839 & 0.427306 \tabularnewline
34 & 0.082539 & 0.6806 & 0.249208 \tabularnewline
35 & 0.082412 & 0.6796 & 0.249536 \tabularnewline
36 & -0.042431 & -0.3499 & 0.363749 \tabularnewline
37 & -0.044153 & -0.3641 & 0.358458 \tabularnewline
38 & 0.01543 & 0.1272 & 0.449565 \tabularnewline
39 & -0.000958 & -0.0079 & 0.496861 \tabularnewline
40 & 0.052581 & 0.4336 & 0.332979 \tabularnewline
41 & -0.186564 & -1.5384 & 0.06429 \tabularnewline
42 & -0.012715 & -0.1049 & 0.458401 \tabularnewline
43 & -0.036518 & -0.3011 & 0.382114 \tabularnewline
44 & -0.057117 & -0.471 & 0.319576 \tabularnewline
45 & 0.0569 & 0.4692 & 0.320209 \tabularnewline
46 & -0.004336 & -0.0358 & 0.485793 \tabularnewline
47 & 0.051852 & 0.4276 & 0.335153 \tabularnewline
48 & -0.047537 & -0.392 & 0.348143 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32311&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]0.876487[/C][C]7.2277[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.518677[/C][C]-4.2771[/C][C]3e-05[/C][/ROW]
[ROW][C]3[/C][C]0.166382[/C][C]1.372[/C][C]0.087283[/C][/ROW]
[ROW][C]4[/C][C]0.324171[/C][C]2.6732[/C][C]0.004699[/C][/ROW]
[ROW][C]5[/C][C]0.10402[/C][C]0.8578[/C][C]0.197016[/C][/ROW]
[ROW][C]6[/C][C]-0.1634[/C][C]-1.3474[/C][C]0.091157[/C][/ROW]
[ROW][C]7[/C][C]0.034982[/C][C]0.2885[/C][C]0.386933[/C][/ROW]
[ROW][C]8[/C][C]0.202892[/C][C]1.6731[/C][C]0.049453[/C][/ROW]
[ROW][C]9[/C][C]0.10413[/C][C]0.8587[/C][C]0.196768[/C][/ROW]
[ROW][C]10[/C][C]0.007983[/C][C]0.0658[/C][C]0.473854[/C][/ROW]
[ROW][C]11[/C][C]-0.055204[/C][C]-0.4552[/C][C]0.3252[/C][/ROW]
[ROW][C]12[/C][C]-0.186753[/C][C]-1.54[/C][C]0.0641[/C][/ROW]
[ROW][C]13[/C][C]-0.148664[/C][C]-1.2259[/C][C]0.112229[/C][/ROW]
[ROW][C]14[/C][C]0.034205[/C][C]0.2821[/C][C]0.389378[/C][/ROW]
[ROW][C]15[/C][C]-0.16007[/C][C]-1.32[/C][C]0.095635[/C][/ROW]
[ROW][C]16[/C][C]-0.001298[/C][C]-0.0107[/C][C]0.495747[/C][/ROW]
[ROW][C]17[/C][C]-0.053236[/C][C]-0.439[/C][C]0.331027[/C][/ROW]
[ROW][C]18[/C][C]-0.064242[/C][C]-0.5298[/C][C]0.299004[/C][/ROW]
[ROW][C]19[/C][C]-0.02799[/C][C]-0.2308[/C][C]0.409076[/C][/ROW]
[ROW][C]20[/C][C]0.012725[/C][C]0.1049[/C][C]0.458371[/C][/ROW]
[ROW][C]21[/C][C]-0.027662[/C][C]-0.2281[/C][C]0.410124[/C][/ROW]
[ROW][C]22[/C][C]-0.105747[/C][C]-0.872[/C][C]0.193136[/C][/ROW]
[ROW][C]23[/C][C]0.051581[/C][C]0.4253[/C][C]0.335963[/C][/ROW]
[ROW][C]24[/C][C]0.113561[/C][C]0.9364[/C][C]0.176179[/C][/ROW]
[ROW][C]25[/C][C]-0.020378[/C][C]-0.168[/C][C]0.433526[/C][/ROW]
[ROW][C]26[/C][C]0.032841[/C][C]0.2708[/C][C]0.393677[/C][/ROW]
[ROW][C]27[/C][C]-0.036712[/C][C]-0.3027[/C][C]0.381507[/C][/ROW]
[ROW][C]28[/C][C]-0.058224[/C][C]-0.4801[/C][C]0.31634[/C][/ROW]
[ROW][C]29[/C][C]-0.051294[/C][C]-0.423[/C][C]0.33682[/C][/ROW]
[ROW][C]30[/C][C]0.003285[/C][C]0.0271[/C][C]0.489233[/C][/ROW]
[ROW][C]31[/C][C]-0.091894[/C][C]-0.7578[/C][C]0.225602[/C][/ROW]
[ROW][C]32[/C][C]-0.029371[/C][C]-0.2422[/C][C]0.404677[/C][/ROW]
[ROW][C]33[/C][C]-0.022305[/C][C]-0.1839[/C][C]0.427306[/C][/ROW]
[ROW][C]34[/C][C]0.082539[/C][C]0.6806[/C][C]0.249208[/C][/ROW]
[ROW][C]35[/C][C]0.082412[/C][C]0.6796[/C][C]0.249536[/C][/ROW]
[ROW][C]36[/C][C]-0.042431[/C][C]-0.3499[/C][C]0.363749[/C][/ROW]
[ROW][C]37[/C][C]-0.044153[/C][C]-0.3641[/C][C]0.358458[/C][/ROW]
[ROW][C]38[/C][C]0.01543[/C][C]0.1272[/C][C]0.449565[/C][/ROW]
[ROW][C]39[/C][C]-0.000958[/C][C]-0.0079[/C][C]0.496861[/C][/ROW]
[ROW][C]40[/C][C]0.052581[/C][C]0.4336[/C][C]0.332979[/C][/ROW]
[ROW][C]41[/C][C]-0.186564[/C][C]-1.5384[/C][C]0.06429[/C][/ROW]
[ROW][C]42[/C][C]-0.012715[/C][C]-0.1049[/C][C]0.458401[/C][/ROW]
[ROW][C]43[/C][C]-0.036518[/C][C]-0.3011[/C][C]0.382114[/C][/ROW]
[ROW][C]44[/C][C]-0.057117[/C][C]-0.471[/C][C]0.319576[/C][/ROW]
[ROW][C]45[/C][C]0.0569[/C][C]0.4692[/C][C]0.320209[/C][/ROW]
[ROW][C]46[/C][C]-0.004336[/C][C]-0.0358[/C][C]0.485793[/C][/ROW]
[ROW][C]47[/C][C]0.051852[/C][C]0.4276[/C][C]0.335153[/C][/ROW]
[ROW][C]48[/C][C]-0.047537[/C][C]-0.392[/C][C]0.348143[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32311&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32311&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	0.876487	7.2277	0
2	-0.518677	-4.2771	3e-05
3	0.166382	1.372	0.087283
4	0.324171	2.6732	0.004699
5	0.10402	0.8578	0.197016
6	-0.1634	-1.3474	0.091157
7	0.034982	0.2885	0.386933
8	0.202892	1.6731	0.049453
9	0.10413	0.8587	0.196768
10	0.007983	0.0658	0.473854
11	-0.055204	-0.4552	0.3252
12	-0.186753	-1.54	0.0641
13	-0.148664	-1.2259	0.112229
14	0.034205	0.2821	0.389378
15	-0.16007	-1.32	0.095635
16	-0.001298	-0.0107	0.495747
17	-0.053236	-0.439	0.331027
18	-0.064242	-0.5298	0.299004
19	-0.02799	-0.2308	0.409076
20	0.012725	0.1049	0.458371
21	-0.027662	-0.2281	0.410124
22	-0.105747	-0.872	0.193136
23	0.051581	0.4253	0.335963
24	0.113561	0.9364	0.176179
25	-0.020378	-0.168	0.433526
26	0.032841	0.2708	0.393677
27	-0.036712	-0.3027	0.381507
28	-0.058224	-0.4801	0.31634
29	-0.051294	-0.423	0.33682
30	0.003285	0.0271	0.489233
31	-0.091894	-0.7578	0.225602
32	-0.029371	-0.2422	0.404677
33	-0.022305	-0.1839	0.427306
34	0.082539	0.6806	0.249208
35	0.082412	0.6796	0.249536
36	-0.042431	-0.3499	0.363749
37	-0.044153	-0.3641	0.358458
38	0.01543	0.1272	0.449565
39	-0.000958	-0.0079	0.496861
40	0.052581	0.4336	0.332979
41	-0.186564	-1.5384	0.06429
42	-0.012715	-0.1049	0.458401
43	-0.036518	-0.3011	0.382114
44	-0.057117	-0.471	0.319576
45	0.0569	0.4692	0.320209
46	-0.004336	-0.0358	0.485793
47	0.051852	0.4276	0.335153
48	-0.047537	-0.392	0.348143

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 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code