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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 24 Jan 2009 11:00:52 -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/2009/Jan/24/t1232820133zfxiz40t3rph74e.htm/, Retrieved Fri, 01 Nov 2024 01:04:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36945, Retrieved Fri, 01 Nov 2024 01:04:21 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

249

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

-     [] [] [1970-01-01 00:00:00] [2097edf1f094fab6879a8cb46df74ec2]
- RMPD  [(Partial) Autocorrelation Function] [] [2008-12-17 12:55:33] [2097edf1f094fab6879a8cb46df74ec2]
-   PD      [(Partial) Autocorrelation Function] [Dennis Collin oef...] [2009-01-24 18:00:52] [06e57c0cb32e2f613cf343ab1a0ac99f] [Current]
-   PD        [(Partial) Autocorrelation Function] [Dennis Collin oef...] [2009-01-24 18:07:07] [2097edf1f094fab6879a8cb46df74ec2] 
-   P           [(Partial) Autocorrelation Function] [Dennis Collin oef...] [2009-01-24 18:09:37] [2097edf1f094fab6879a8cb46df74ec2] 

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Dataseries X:

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Histogram

Boxplots

1,29
1,29
1,3
1,3
1,3
1,3
1,31
1,31
1,31
1,31
1,31
1,32
1,32
1,32
1,32
1,33
1,33
1,33
1,34
1,34
1,34
1,34
1,34
1,34
1,34
1,35
1,36
1,36
1,36
1,37
1,37
1,37
1,37
1,37
1,37
1,37
1,38
1,38
1,38
1,39
1,4
1,4
1,4
1,4
1,41
1,42
1,43
1,43
1,43
1,44
1,45
1,45
1,46
1,46
1,47
1,47
1,47
1,48
1,49
1,49
1,49
1,5
1,51
1,51
1,51
1,52
1,52
1,52
1,52
1,53
1,53
1,53
1,53
1,54
1,54
1,55
1,55
1,55
1,56
1,56
1,58
1,58
1,58
1,58
1,58
1,58
1,59
1,59
1,6
1,6
1,6
1,61
1,62
1,62
1,63
1,63

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=36945&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=36945&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36945&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	-0.5	-4.8477	2e-06
2	-0.053571	-0.5194	0.302353
3	-0.017857	-0.1731	0.43146
4	0.125	1.2119	0.11429
5	-0.017857	-0.1731	0.43146
6	-0.053571	-0.5194	0.302353
7	-0.035714	-0.3463	0.36496
8	0.160714	1.5582	0.061275
9	-0.142857	-1.3851	0.084658
10	-0.053571	-0.5194	0.302353
11	0.178571	1.7313	0.043338
12	-0.142857	-1.3851	0.084658
13	0.089286	0.8657	0.194441
14	-0.035714	-0.3463	0.36496
15	0.017857	0.1731	0.43146
16	0	0	0.5
17	-0.053571	-0.5194	0.302353
18	0.017857	0.1731	0.43146
19	0.107143	1.0388	0.150784
20	-0.178571	-1.7313	0.043338
21	0.178571	1.7313	0.043338
22	-0.178571	-1.7313	0.043338
23	0.160714	1.5582	0.061275
24	-0.107143	-1.0388	0.150784
25	0.035714	0.3463	0.36496
26	0.071429	0.6925	0.245157
27	-0.125	-1.2119	0.11429
28	0	0	0.5
29	0.107143	1.0388	0.150784
30	-0.035714	-0.3463	0.36496
31	0	0	0.5
32	-0.053571	-0.5194	0.302353
33	-0.035714	-0.3463	0.36496
34	0.178571	1.7313	0.043338
35	-0.160714	-1.5582	0.061275
36	0.107143	1.0388	0.150784
37	-0.035714	-0.3463	0.36496
38	-0.071429	-0.6925	0.245157
39	0.053571	0.5194	0.302353
40	0.071429	0.6925	0.245157
41	-0.125	-1.2119	0.11429
42	0.053571	0.5194	0.302353
43	-0.017857	-0.1731	0.43146
44	0.142857	1.3851	0.084658
45	-0.214286	-2.0776	0.020238
46	0.071429	0.6925	0.245157
47	0.053571	0.5194	0.302353
48	0	0	0.5

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.5 & -4.8477 & 2e-06 \tabularnewline
2 & -0.053571 & -0.5194 & 0.302353 \tabularnewline
3 & -0.017857 & -0.1731 & 0.43146 \tabularnewline
4 & 0.125 & 1.2119 & 0.11429 \tabularnewline
5 & -0.017857 & -0.1731 & 0.43146 \tabularnewline
6 & -0.053571 & -0.5194 & 0.302353 \tabularnewline
7 & -0.035714 & -0.3463 & 0.36496 \tabularnewline
8 & 0.160714 & 1.5582 & 0.061275 \tabularnewline
9 & -0.142857 & -1.3851 & 0.084658 \tabularnewline
10 & -0.053571 & -0.5194 & 0.302353 \tabularnewline
11 & 0.178571 & 1.7313 & 0.043338 \tabularnewline
12 & -0.142857 & -1.3851 & 0.084658 \tabularnewline
13 & 0.089286 & 0.8657 & 0.194441 \tabularnewline
14 & -0.035714 & -0.3463 & 0.36496 \tabularnewline
15 & 0.017857 & 0.1731 & 0.43146 \tabularnewline
16 & 0 & 0 & 0.5 \tabularnewline
17 & -0.053571 & -0.5194 & 0.302353 \tabularnewline
18 & 0.017857 & 0.1731 & 0.43146 \tabularnewline
19 & 0.107143 & 1.0388 & 0.150784 \tabularnewline
20 & -0.178571 & -1.7313 & 0.043338 \tabularnewline
21 & 0.178571 & 1.7313 & 0.043338 \tabularnewline
22 & -0.178571 & -1.7313 & 0.043338 \tabularnewline
23 & 0.160714 & 1.5582 & 0.061275 \tabularnewline
24 & -0.107143 & -1.0388 & 0.150784 \tabularnewline
25 & 0.035714 & 0.3463 & 0.36496 \tabularnewline
26 & 0.071429 & 0.6925 & 0.245157 \tabularnewline
27 & -0.125 & -1.2119 & 0.11429 \tabularnewline
28 & 0 & 0 & 0.5 \tabularnewline
29 & 0.107143 & 1.0388 & 0.150784 \tabularnewline
30 & -0.035714 & -0.3463 & 0.36496 \tabularnewline
31 & 0 & 0 & 0.5 \tabularnewline
32 & -0.053571 & -0.5194 & 0.302353 \tabularnewline
33 & -0.035714 & -0.3463 & 0.36496 \tabularnewline
34 & 0.178571 & 1.7313 & 0.043338 \tabularnewline
35 & -0.160714 & -1.5582 & 0.061275 \tabularnewline
36 & 0.107143 & 1.0388 & 0.150784 \tabularnewline
37 & -0.035714 & -0.3463 & 0.36496 \tabularnewline
38 & -0.071429 & -0.6925 & 0.245157 \tabularnewline
39 & 0.053571 & 0.5194 & 0.302353 \tabularnewline
40 & 0.071429 & 0.6925 & 0.245157 \tabularnewline
41 & -0.125 & -1.2119 & 0.11429 \tabularnewline
42 & 0.053571 & 0.5194 & 0.302353 \tabularnewline
43 & -0.017857 & -0.1731 & 0.43146 \tabularnewline
44 & 0.142857 & 1.3851 & 0.084658 \tabularnewline
45 & -0.214286 & -2.0776 & 0.020238 \tabularnewline
46 & 0.071429 & 0.6925 & 0.245157 \tabularnewline
47 & 0.053571 & 0.5194 & 0.302353 \tabularnewline
48 & 0 & 0 & 0.5 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36945&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]-0.5[/C][C]-4.8477[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.053571[/C][C]-0.5194[/C][C]0.302353[/C][/ROW]
[ROW][C]3[/C][C]-0.017857[/C][C]-0.1731[/C][C]0.43146[/C][/ROW]
[ROW][C]4[/C][C]0.125[/C][C]1.2119[/C][C]0.11429[/C][/ROW]
[ROW][C]5[/C][C]-0.017857[/C][C]-0.1731[/C][C]0.43146[/C][/ROW]
[ROW][C]6[/C][C]-0.053571[/C][C]-0.5194[/C][C]0.302353[/C][/ROW]
[ROW][C]7[/C][C]-0.035714[/C][C]-0.3463[/C][C]0.36496[/C][/ROW]
[ROW][C]8[/C][C]0.160714[/C][C]1.5582[/C][C]0.061275[/C][/ROW]
[ROW][C]9[/C][C]-0.142857[/C][C]-1.3851[/C][C]0.084658[/C][/ROW]
[ROW][C]10[/C][C]-0.053571[/C][C]-0.5194[/C][C]0.302353[/C][/ROW]
[ROW][C]11[/C][C]0.178571[/C][C]1.7313[/C][C]0.043338[/C][/ROW]
[ROW][C]12[/C][C]-0.142857[/C][C]-1.3851[/C][C]0.084658[/C][/ROW]
[ROW][C]13[/C][C]0.089286[/C][C]0.8657[/C][C]0.194441[/C][/ROW]
[ROW][C]14[/C][C]-0.035714[/C][C]-0.3463[/C][C]0.36496[/C][/ROW]
[ROW][C]15[/C][C]0.017857[/C][C]0.1731[/C][C]0.43146[/C][/ROW]
[ROW][C]16[/C][C]0[/C][C]0[/C][C]0.5[/C][/ROW]
[ROW][C]17[/C][C]-0.053571[/C][C]-0.5194[/C][C]0.302353[/C][/ROW]
[ROW][C]18[/C][C]0.017857[/C][C]0.1731[/C][C]0.43146[/C][/ROW]
[ROW][C]19[/C][C]0.107143[/C][C]1.0388[/C][C]0.150784[/C][/ROW]
[ROW][C]20[/C][C]-0.178571[/C][C]-1.7313[/C][C]0.043338[/C][/ROW]
[ROW][C]21[/C][C]0.178571[/C][C]1.7313[/C][C]0.043338[/C][/ROW]
[ROW][C]22[/C][C]-0.178571[/C][C]-1.7313[/C][C]0.043338[/C][/ROW]
[ROW][C]23[/C][C]0.160714[/C][C]1.5582[/C][C]0.061275[/C][/ROW]
[ROW][C]24[/C][C]-0.107143[/C][C]-1.0388[/C][C]0.150784[/C][/ROW]
[ROW][C]25[/C][C]0.035714[/C][C]0.3463[/C][C]0.36496[/C][/ROW]
[ROW][C]26[/C][C]0.071429[/C][C]0.6925[/C][C]0.245157[/C][/ROW]
[ROW][C]27[/C][C]-0.125[/C][C]-1.2119[/C][C]0.11429[/C][/ROW]
[ROW][C]28[/C][C]0[/C][C]0[/C][C]0.5[/C][/ROW]
[ROW][C]29[/C][C]0.107143[/C][C]1.0388[/C][C]0.150784[/C][/ROW]
[ROW][C]30[/C][C]-0.035714[/C][C]-0.3463[/C][C]0.36496[/C][/ROW]
[ROW][C]31[/C][C]0[/C][C]0[/C][C]0.5[/C][/ROW]
[ROW][C]32[/C][C]-0.053571[/C][C]-0.5194[/C][C]0.302353[/C][/ROW]
[ROW][C]33[/C][C]-0.035714[/C][C]-0.3463[/C][C]0.36496[/C][/ROW]
[ROW][C]34[/C][C]0.178571[/C][C]1.7313[/C][C]0.043338[/C][/ROW]
[ROW][C]35[/C][C]-0.160714[/C][C]-1.5582[/C][C]0.061275[/C][/ROW]
[ROW][C]36[/C][C]0.107143[/C][C]1.0388[/C][C]0.150784[/C][/ROW]
[ROW][C]37[/C][C]-0.035714[/C][C]-0.3463[/C][C]0.36496[/C][/ROW]
[ROW][C]38[/C][C]-0.071429[/C][C]-0.6925[/C][C]0.245157[/C][/ROW]
[ROW][C]39[/C][C]0.053571[/C][C]0.5194[/C][C]0.302353[/C][/ROW]
[ROW][C]40[/C][C]0.071429[/C][C]0.6925[/C][C]0.245157[/C][/ROW]
[ROW][C]41[/C][C]-0.125[/C][C]-1.2119[/C][C]0.11429[/C][/ROW]
[ROW][C]42[/C][C]0.053571[/C][C]0.5194[/C][C]0.302353[/C][/ROW]
[ROW][C]43[/C][C]-0.017857[/C][C]-0.1731[/C][C]0.43146[/C][/ROW]
[ROW][C]44[/C][C]0.142857[/C][C]1.3851[/C][C]0.084658[/C][/ROW]
[ROW][C]45[/C][C]-0.214286[/C][C]-2.0776[/C][C]0.020238[/C][/ROW]
[ROW][C]46[/C][C]0.071429[/C][C]0.6925[/C][C]0.245157[/C][/ROW]
[ROW][C]47[/C][C]0.053571[/C][C]0.5194[/C][C]0.302353[/C][/ROW]
[ROW][C]48[/C][C]0[/C][C]0[/C][C]0.5[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36945&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36945&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	-0.5	-4.8477	2e-06
2	-0.053571	-0.5194	0.302353
3	-0.017857	-0.1731	0.43146
4	0.125	1.2119	0.11429
5	-0.017857	-0.1731	0.43146
6	-0.053571	-0.5194	0.302353
7	-0.035714	-0.3463	0.36496
8	0.160714	1.5582	0.061275
9	-0.142857	-1.3851	0.084658
10	-0.053571	-0.5194	0.302353
11	0.178571	1.7313	0.043338
12	-0.142857	-1.3851	0.084658
13	0.089286	0.8657	0.194441
14	-0.035714	-0.3463	0.36496
15	0.017857	0.1731	0.43146
16	0	0	0.5
17	-0.053571	-0.5194	0.302353
18	0.017857	0.1731	0.43146
19	0.107143	1.0388	0.150784
20	-0.178571	-1.7313	0.043338
21	0.178571	1.7313	0.043338
22	-0.178571	-1.7313	0.043338
23	0.160714	1.5582	0.061275
24	-0.107143	-1.0388	0.150784
25	0.035714	0.3463	0.36496
26	0.071429	0.6925	0.245157
27	-0.125	-1.2119	0.11429
28	0	0	0.5
29	0.107143	1.0388	0.150784
30	-0.035714	-0.3463	0.36496
31	0	0	0.5
32	-0.053571	-0.5194	0.302353
33	-0.035714	-0.3463	0.36496
34	0.178571	1.7313	0.043338
35	-0.160714	-1.5582	0.061275
36	0.107143	1.0388	0.150784
37	-0.035714	-0.3463	0.36496
38	-0.071429	-0.6925	0.245157
39	0.053571	0.5194	0.302353
40	0.071429	0.6925	0.245157
41	-0.125	-1.2119	0.11429
42	0.053571	0.5194	0.302353
43	-0.017857	-0.1731	0.43146
44	0.142857	1.3851	0.084658
45	-0.214286	-2.0776	0.020238
46	0.071429	0.6925	0.245157
47	0.053571	0.5194	0.302353
48	0	0	0.5

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.5	-4.8477	2e-06
2	-0.404762	-3.9243	8.3e-05
3	-0.411186	-3.9866	6.6e-05
4	-0.255737	-2.4795	0.00747
5	-0.150843	-1.4625	0.073473
6	-0.1292	-1.2526	0.106721
7	-0.19307	-1.8719	0.032166
8	0.027431	0.266	0.395428
9	-0.041849	-0.4057	0.342929
10	-0.211289	-2.0485	0.021648
11	-0.021502	-0.2085	0.417657
12	-0.190932	-1.8512	0.033644
13	-0.10199	-0.9888	0.162642
14	-0.025377	-0.246	0.403093
15	0.017916	0.1737	0.431236
16	0.062948	0.6103	0.271567
17	0.017135	0.1661	0.434205
18	-0.032362	-0.3138	0.377199
19	0.054946	0.5327	0.297741
20	-0.097877	-0.949	0.172538
21	0.115567	1.1205	0.132685
22	-0.106242	-1.0301	0.152813
23	0.084226	0.8166	0.20811
24	-0.01961	-0.1901	0.424811
25	-0.020058	-0.1945	0.423113
26	0.161952	1.5702	0.059866
27	-0.05858	-0.568	0.285709
28	-0.092463	-0.8965	0.186148
29	-0.075485	-0.7319	0.233039
30	-0.06679	-0.6475	0.259428
31	0.077975	0.756	0.225771
32	-0.036506	-0.3539	0.36209
33	-0.107563	-1.0429	0.149844
34	-0.05782	-0.5606	0.288208
35	-0.106786	-1.0353	0.151585
36	0.093248	0.9041	0.184135
37	0.073426	0.7119	0.239147
38	0.025132	0.2437	0.404012
39	-0.009989	-0.0969	0.461526
40	0.094378	0.915	0.181258
41	0.079869	0.7744	0.220331
42	-0.093108	-0.9027	0.184493
43	0.015803	0.1532	0.439279
44	0.175616	1.7027	0.045968
45	-0.011042	-0.1071	0.457487
46	0.162994	1.5803	0.0587
47	0.046888	0.4546	0.325225
48	0.053906	0.5226	0.301229

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.5 & -4.8477 & 2e-06 \tabularnewline
2 & -0.404762 & -3.9243 & 8.3e-05 \tabularnewline
3 & -0.411186 & -3.9866 & 6.6e-05 \tabularnewline
4 & -0.255737 & -2.4795 & 0.00747 \tabularnewline
5 & -0.150843 & -1.4625 & 0.073473 \tabularnewline
6 & -0.1292 & -1.2526 & 0.106721 \tabularnewline
7 & -0.19307 & -1.8719 & 0.032166 \tabularnewline
8 & 0.027431 & 0.266 & 0.395428 \tabularnewline
9 & -0.041849 & -0.4057 & 0.342929 \tabularnewline
10 & -0.211289 & -2.0485 & 0.021648 \tabularnewline
11 & -0.021502 & -0.2085 & 0.417657 \tabularnewline
12 & -0.190932 & -1.8512 & 0.033644 \tabularnewline
13 & -0.10199 & -0.9888 & 0.162642 \tabularnewline
14 & -0.025377 & -0.246 & 0.403093 \tabularnewline
15 & 0.017916 & 0.1737 & 0.431236 \tabularnewline
16 & 0.062948 & 0.6103 & 0.271567 \tabularnewline
17 & 0.017135 & 0.1661 & 0.434205 \tabularnewline
18 & -0.032362 & -0.3138 & 0.377199 \tabularnewline
19 & 0.054946 & 0.5327 & 0.297741 \tabularnewline
20 & -0.097877 & -0.949 & 0.172538 \tabularnewline
21 & 0.115567 & 1.1205 & 0.132685 \tabularnewline
22 & -0.106242 & -1.0301 & 0.152813 \tabularnewline
23 & 0.084226 & 0.8166 & 0.20811 \tabularnewline
24 & -0.01961 & -0.1901 & 0.424811 \tabularnewline
25 & -0.020058 & -0.1945 & 0.423113 \tabularnewline
26 & 0.161952 & 1.5702 & 0.059866 \tabularnewline
27 & -0.05858 & -0.568 & 0.285709 \tabularnewline
28 & -0.092463 & -0.8965 & 0.186148 \tabularnewline
29 & -0.075485 & -0.7319 & 0.233039 \tabularnewline
30 & -0.06679 & -0.6475 & 0.259428 \tabularnewline
31 & 0.077975 & 0.756 & 0.225771 \tabularnewline
32 & -0.036506 & -0.3539 & 0.36209 \tabularnewline
33 & -0.107563 & -1.0429 & 0.149844 \tabularnewline
34 & -0.05782 & -0.5606 & 0.288208 \tabularnewline
35 & -0.106786 & -1.0353 & 0.151585 \tabularnewline
36 & 0.093248 & 0.9041 & 0.184135 \tabularnewline
37 & 0.073426 & 0.7119 & 0.239147 \tabularnewline
38 & 0.025132 & 0.2437 & 0.404012 \tabularnewline
39 & -0.009989 & -0.0969 & 0.461526 \tabularnewline
40 & 0.094378 & 0.915 & 0.181258 \tabularnewline
41 & 0.079869 & 0.7744 & 0.220331 \tabularnewline
42 & -0.093108 & -0.9027 & 0.184493 \tabularnewline
43 & 0.015803 & 0.1532 & 0.439279 \tabularnewline
44 & 0.175616 & 1.7027 & 0.045968 \tabularnewline
45 & -0.011042 & -0.1071 & 0.457487 \tabularnewline
46 & 0.162994 & 1.5803 & 0.0587 \tabularnewline
47 & 0.046888 & 0.4546 & 0.325225 \tabularnewline
48 & 0.053906 & 0.5226 & 0.301229 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36945&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]-0.5[/C][C]-4.8477[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.404762[/C][C]-3.9243[/C][C]8.3e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.411186[/C][C]-3.9866[/C][C]6.6e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.255737[/C][C]-2.4795[/C][C]0.00747[/C][/ROW]
[ROW][C]5[/C][C]-0.150843[/C][C]-1.4625[/C][C]0.073473[/C][/ROW]
[ROW][C]6[/C][C]-0.1292[/C][C]-1.2526[/C][C]0.106721[/C][/ROW]
[ROW][C]7[/C][C]-0.19307[/C][C]-1.8719[/C][C]0.032166[/C][/ROW]
[ROW][C]8[/C][C]0.027431[/C][C]0.266[/C][C]0.395428[/C][/ROW]
[ROW][C]9[/C][C]-0.041849[/C][C]-0.4057[/C][C]0.342929[/C][/ROW]
[ROW][C]10[/C][C]-0.211289[/C][C]-2.0485[/C][C]0.021648[/C][/ROW]
[ROW][C]11[/C][C]-0.021502[/C][C]-0.2085[/C][C]0.417657[/C][/ROW]
[ROW][C]12[/C][C]-0.190932[/C][C]-1.8512[/C][C]0.033644[/C][/ROW]
[ROW][C]13[/C][C]-0.10199[/C][C]-0.9888[/C][C]0.162642[/C][/ROW]
[ROW][C]14[/C][C]-0.025377[/C][C]-0.246[/C][C]0.403093[/C][/ROW]
[ROW][C]15[/C][C]0.017916[/C][C]0.1737[/C][C]0.431236[/C][/ROW]
[ROW][C]16[/C][C]0.062948[/C][C]0.6103[/C][C]0.271567[/C][/ROW]
[ROW][C]17[/C][C]0.017135[/C][C]0.1661[/C][C]0.434205[/C][/ROW]
[ROW][C]18[/C][C]-0.032362[/C][C]-0.3138[/C][C]0.377199[/C][/ROW]
[ROW][C]19[/C][C]0.054946[/C][C]0.5327[/C][C]0.297741[/C][/ROW]
[ROW][C]20[/C][C]-0.097877[/C][C]-0.949[/C][C]0.172538[/C][/ROW]
[ROW][C]21[/C][C]0.115567[/C][C]1.1205[/C][C]0.132685[/C][/ROW]
[ROW][C]22[/C][C]-0.106242[/C][C]-1.0301[/C][C]0.152813[/C][/ROW]
[ROW][C]23[/C][C]0.084226[/C][C]0.8166[/C][C]0.20811[/C][/ROW]
[ROW][C]24[/C][C]-0.01961[/C][C]-0.1901[/C][C]0.424811[/C][/ROW]
[ROW][C]25[/C][C]-0.020058[/C][C]-0.1945[/C][C]0.423113[/C][/ROW]
[ROW][C]26[/C][C]0.161952[/C][C]1.5702[/C][C]0.059866[/C][/ROW]
[ROW][C]27[/C][C]-0.05858[/C][C]-0.568[/C][C]0.285709[/C][/ROW]
[ROW][C]28[/C][C]-0.092463[/C][C]-0.8965[/C][C]0.186148[/C][/ROW]
[ROW][C]29[/C][C]-0.075485[/C][C]-0.7319[/C][C]0.233039[/C][/ROW]
[ROW][C]30[/C][C]-0.06679[/C][C]-0.6475[/C][C]0.259428[/C][/ROW]
[ROW][C]31[/C][C]0.077975[/C][C]0.756[/C][C]0.225771[/C][/ROW]
[ROW][C]32[/C][C]-0.036506[/C][C]-0.3539[/C][C]0.36209[/C][/ROW]
[ROW][C]33[/C][C]-0.107563[/C][C]-1.0429[/C][C]0.149844[/C][/ROW]
[ROW][C]34[/C][C]-0.05782[/C][C]-0.5606[/C][C]0.288208[/C][/ROW]
[ROW][C]35[/C][C]-0.106786[/C][C]-1.0353[/C][C]0.151585[/C][/ROW]
[ROW][C]36[/C][C]0.093248[/C][C]0.9041[/C][C]0.184135[/C][/ROW]
[ROW][C]37[/C][C]0.073426[/C][C]0.7119[/C][C]0.239147[/C][/ROW]
[ROW][C]38[/C][C]0.025132[/C][C]0.2437[/C][C]0.404012[/C][/ROW]
[ROW][C]39[/C][C]-0.009989[/C][C]-0.0969[/C][C]0.461526[/C][/ROW]
[ROW][C]40[/C][C]0.094378[/C][C]0.915[/C][C]0.181258[/C][/ROW]
[ROW][C]41[/C][C]0.079869[/C][C]0.7744[/C][C]0.220331[/C][/ROW]
[ROW][C]42[/C][C]-0.093108[/C][C]-0.9027[/C][C]0.184493[/C][/ROW]
[ROW][C]43[/C][C]0.015803[/C][C]0.1532[/C][C]0.439279[/C][/ROW]
[ROW][C]44[/C][C]0.175616[/C][C]1.7027[/C][C]0.045968[/C][/ROW]
[ROW][C]45[/C][C]-0.011042[/C][C]-0.1071[/C][C]0.457487[/C][/ROW]
[ROW][C]46[/C][C]0.162994[/C][C]1.5803[/C][C]0.0587[/C][/ROW]
[ROW][C]47[/C][C]0.046888[/C][C]0.4546[/C][C]0.325225[/C][/ROW]
[ROW][C]48[/C][C]0.053906[/C][C]0.5226[/C][C]0.301229[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36945&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36945&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	-0.5	-4.8477	2e-06
2	-0.404762	-3.9243	8.3e-05
3	-0.411186	-3.9866	6.6e-05
4	-0.255737	-2.4795	0.00747
5	-0.150843	-1.4625	0.073473
6	-0.1292	-1.2526	0.106721
7	-0.19307	-1.8719	0.032166
8	0.027431	0.266	0.395428
9	-0.041849	-0.4057	0.342929
10	-0.211289	-2.0485	0.021648
11	-0.021502	-0.2085	0.417657
12	-0.190932	-1.8512	0.033644
13	-0.10199	-0.9888	0.162642
14	-0.025377	-0.246	0.403093
15	0.017916	0.1737	0.431236
16	0.062948	0.6103	0.271567
17	0.017135	0.1661	0.434205
18	-0.032362	-0.3138	0.377199
19	0.054946	0.5327	0.297741
20	-0.097877	-0.949	0.172538
21	0.115567	1.1205	0.132685
22	-0.106242	-1.0301	0.152813
23	0.084226	0.8166	0.20811
24	-0.01961	-0.1901	0.424811
25	-0.020058	-0.1945	0.423113
26	0.161952	1.5702	0.059866
27	-0.05858	-0.568	0.285709
28	-0.092463	-0.8965	0.186148
29	-0.075485	-0.7319	0.233039
30	-0.06679	-0.6475	0.259428
31	0.077975	0.756	0.225771
32	-0.036506	-0.3539	0.36209
33	-0.107563	-1.0429	0.149844
34	-0.05782	-0.5606	0.288208
35	-0.106786	-1.0353	0.151585
36	0.093248	0.9041	0.184135
37	0.073426	0.7119	0.239147
38	0.025132	0.2437	0.404012
39	-0.009989	-0.0969	0.461526
40	0.094378	0.915	0.181258
41	0.079869	0.7744	0.220331
42	-0.093108	-0.9027	0.184493
43	0.015803	0.1532	0.439279
44	0.175616	1.7027	0.045968
45	-0.011042	-0.1071	0.457487
46	0.162994	1.5803	0.0587
47	0.046888	0.4546	0.325225
48	0.053906	0.5226	0.301229

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 2 ; 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