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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Dec 2009 06:56:33 -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/Dec/16/t1260971845ue9xs5b88etwoed.htm/, Retrieved Wed, 13 May 2026 15:18:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68345, Retrieved Wed, 13 May 2026 15:18:28 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W21

Estimated Impact

310

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

-       [(Partial) Autocorrelation Function] [] [2009-12-16 13:56:33] [a0577a728571d1f3a39246738c9fa77a] [Current]

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Dataseries X:

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Boxplots

1,61
1,58
1,69
1,78
1,76
1,83
1,8
1,57
1,45
1,4
1,55
1,58
1,58
1,59
1,8
1,99
2,06
2,06
2,08
2
1,85
1,77
1,7
1,66
1,67
1,73
1,91
2,02
2,07
2,15
2,1
1,68
1,68
1,65
1,72
1,73
1,76
1,84
1,99
2,05
2,12
2,13
2,08
1,88
1,81
1,81
1,88
1,87
1,87
1,9
2,01
2,05
2,16
2,18
2,15
2,12
2,04
2,04
2,06
1,93
1,86
1,94
2,35
2,46
2,59
2,66
2,41
2,18
2,13
2,11
2,12
2,16
2,07
2,2
2,29
2,32
2,37
2,38
2,38
2,28
2,22
2,25
2,3
2,3
2,23
2,27
2,3
2,32
2,41
2,43
2,45
2,47
2,46
2,5
2,46
2,43
2,37
2,45
2,53
2,56
2,62
2,67
2,62
2,6
2,53
2,49
2,48
2,44

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=68345&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=68345&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68345&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	0.933217	9.6983	0
2	0.82377	8.5609	0
3	0.714697	7.4273	0
4	0.622201	6.4661	0
5	0.55326	5.7496	0
6	0.521678	5.4214	0
7	0.518508	5.3885	0
8	0.534969	5.5596	0
9	0.559619	5.8157	0
10	0.58797	6.1104	0
11	0.615977	6.4014	0
12	0.6143	6.384	0
13	0.559821	5.8178	0
14	0.476753	4.9546	1e-06
15	0.397255	4.1284	3.6e-05
16	0.335631	3.488	0.000353
17	0.288483	2.998	0.001686
18	0.266083	2.7652	0.003346
19	0.265864	2.7629	0.003368
20	0.28639	2.9763	0.001801
21	0.316387	3.288	0.000681
22	0.359662	3.7377	0.000149
23	0.398479	4.1411	3.4e-05
24	0.403962	4.1981	2.8e-05
25	0.361702	3.7589	0.000139
26	0.299967	3.1173	0.001169
27	0.240724	2.5017	0.00693
28	0.187636	1.95	0.026886
29	0.139758	1.4524	0.074644
30	0.107911	1.1214	0.132292
31	0.092006	0.9562	0.170564
32	0.089828	0.9335	0.176317
33	0.108616	1.1288	0.130747
34	0.14077	1.4629	0.073197
35	0.181489	1.8861	0.030985
36	0.192185	1.9972	0.024157
37	0.154	1.6004	0.056214
38	0.098204	1.0206	0.15487
39	0.041039	0.4265	0.335301
40	-0.013116	-0.1363	0.445917
41	-0.0524	-0.5446	0.293592
42	-0.084711	-0.8803	0.190315
43	-0.104241	-1.0833	0.140544
44	-0.113373	-1.1782	0.120652
45	-0.113283	-1.1773	0.120837
46	-0.10124	-1.0521	0.147548
47	-0.078548	-0.8163	0.208063
48	-0.07757	-0.8061	0.21097

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.933217 & 9.6983 & 0 \tabularnewline
2 & 0.82377 & 8.5609 & 0 \tabularnewline
3 & 0.714697 & 7.4273 & 0 \tabularnewline
4 & 0.622201 & 6.4661 & 0 \tabularnewline
5 & 0.55326 & 5.7496 & 0 \tabularnewline
6 & 0.521678 & 5.4214 & 0 \tabularnewline
7 & 0.518508 & 5.3885 & 0 \tabularnewline
8 & 0.534969 & 5.5596 & 0 \tabularnewline
9 & 0.559619 & 5.8157 & 0 \tabularnewline
10 & 0.58797 & 6.1104 & 0 \tabularnewline
11 & 0.615977 & 6.4014 & 0 \tabularnewline
12 & 0.6143 & 6.384 & 0 \tabularnewline
13 & 0.559821 & 5.8178 & 0 \tabularnewline
14 & 0.476753 & 4.9546 & 1e-06 \tabularnewline
15 & 0.397255 & 4.1284 & 3.6e-05 \tabularnewline
16 & 0.335631 & 3.488 & 0.000353 \tabularnewline
17 & 0.288483 & 2.998 & 0.001686 \tabularnewline
18 & 0.266083 & 2.7652 & 0.003346 \tabularnewline
19 & 0.265864 & 2.7629 & 0.003368 \tabularnewline
20 & 0.28639 & 2.9763 & 0.001801 \tabularnewline
21 & 0.316387 & 3.288 & 0.000681 \tabularnewline
22 & 0.359662 & 3.7377 & 0.000149 \tabularnewline
23 & 0.398479 & 4.1411 & 3.4e-05 \tabularnewline
24 & 0.403962 & 4.1981 & 2.8e-05 \tabularnewline
25 & 0.361702 & 3.7589 & 0.000139 \tabularnewline
26 & 0.299967 & 3.1173 & 0.001169 \tabularnewline
27 & 0.240724 & 2.5017 & 0.00693 \tabularnewline
28 & 0.187636 & 1.95 & 0.026886 \tabularnewline
29 & 0.139758 & 1.4524 & 0.074644 \tabularnewline
30 & 0.107911 & 1.1214 & 0.132292 \tabularnewline
31 & 0.092006 & 0.9562 & 0.170564 \tabularnewline
32 & 0.089828 & 0.9335 & 0.176317 \tabularnewline
33 & 0.108616 & 1.1288 & 0.130747 \tabularnewline
34 & 0.14077 & 1.4629 & 0.073197 \tabularnewline
35 & 0.181489 & 1.8861 & 0.030985 \tabularnewline
36 & 0.192185 & 1.9972 & 0.024157 \tabularnewline
37 & 0.154 & 1.6004 & 0.056214 \tabularnewline
38 & 0.098204 & 1.0206 & 0.15487 \tabularnewline
39 & 0.041039 & 0.4265 & 0.335301 \tabularnewline
40 & -0.013116 & -0.1363 & 0.445917 \tabularnewline
41 & -0.0524 & -0.5446 & 0.293592 \tabularnewline
42 & -0.084711 & -0.8803 & 0.190315 \tabularnewline
43 & -0.104241 & -1.0833 & 0.140544 \tabularnewline
44 & -0.113373 & -1.1782 & 0.120652 \tabularnewline
45 & -0.113283 & -1.1773 & 0.120837 \tabularnewline
46 & -0.10124 & -1.0521 & 0.147548 \tabularnewline
47 & -0.078548 & -0.8163 & 0.208063 \tabularnewline
48 & -0.07757 & -0.8061 & 0.21097 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68345&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]0.933217[/C][C]9.6983[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.82377[/C][C]8.5609[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.714697[/C][C]7.4273[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.622201[/C][C]6.4661[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.55326[/C][C]5.7496[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.521678[/C][C]5.4214[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.518508[/C][C]5.3885[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.534969[/C][C]5.5596[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.559619[/C][C]5.8157[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.58797[/C][C]6.1104[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.615977[/C][C]6.4014[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.6143[/C][C]6.384[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.559821[/C][C]5.8178[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.476753[/C][C]4.9546[/C][C]1e-06[/C][/ROW]
[ROW][C]15[/C][C]0.397255[/C][C]4.1284[/C][C]3.6e-05[/C][/ROW]
[ROW][C]16[/C][C]0.335631[/C][C]3.488[/C][C]0.000353[/C][/ROW]
[ROW][C]17[/C][C]0.288483[/C][C]2.998[/C][C]0.001686[/C][/ROW]
[ROW][C]18[/C][C]0.266083[/C][C]2.7652[/C][C]0.003346[/C][/ROW]
[ROW][C]19[/C][C]0.265864[/C][C]2.7629[/C][C]0.003368[/C][/ROW]
[ROW][C]20[/C][C]0.28639[/C][C]2.9763[/C][C]0.001801[/C][/ROW]
[ROW][C]21[/C][C]0.316387[/C][C]3.288[/C][C]0.000681[/C][/ROW]
[ROW][C]22[/C][C]0.359662[/C][C]3.7377[/C][C]0.000149[/C][/ROW]
[ROW][C]23[/C][C]0.398479[/C][C]4.1411[/C][C]3.4e-05[/C][/ROW]
[ROW][C]24[/C][C]0.403962[/C][C]4.1981[/C][C]2.8e-05[/C][/ROW]
[ROW][C]25[/C][C]0.361702[/C][C]3.7589[/C][C]0.000139[/C][/ROW]
[ROW][C]26[/C][C]0.299967[/C][C]3.1173[/C][C]0.001169[/C][/ROW]
[ROW][C]27[/C][C]0.240724[/C][C]2.5017[/C][C]0.00693[/C][/ROW]
[ROW][C]28[/C][C]0.187636[/C][C]1.95[/C][C]0.026886[/C][/ROW]
[ROW][C]29[/C][C]0.139758[/C][C]1.4524[/C][C]0.074644[/C][/ROW]
[ROW][C]30[/C][C]0.107911[/C][C]1.1214[/C][C]0.132292[/C][/ROW]
[ROW][C]31[/C][C]0.092006[/C][C]0.9562[/C][C]0.170564[/C][/ROW]
[ROW][C]32[/C][C]0.089828[/C][C]0.9335[/C][C]0.176317[/C][/ROW]
[ROW][C]33[/C][C]0.108616[/C][C]1.1288[/C][C]0.130747[/C][/ROW]
[ROW][C]34[/C][C]0.14077[/C][C]1.4629[/C][C]0.073197[/C][/ROW]
[ROW][C]35[/C][C]0.181489[/C][C]1.8861[/C][C]0.030985[/C][/ROW]
[ROW][C]36[/C][C]0.192185[/C][C]1.9972[/C][C]0.024157[/C][/ROW]
[ROW][C]37[/C][C]0.154[/C][C]1.6004[/C][C]0.056214[/C][/ROW]
[ROW][C]38[/C][C]0.098204[/C][C]1.0206[/C][C]0.15487[/C][/ROW]
[ROW][C]39[/C][C]0.041039[/C][C]0.4265[/C][C]0.335301[/C][/ROW]
[ROW][C]40[/C][C]-0.013116[/C][C]-0.1363[/C][C]0.445917[/C][/ROW]
[ROW][C]41[/C][C]-0.0524[/C][C]-0.5446[/C][C]0.293592[/C][/ROW]
[ROW][C]42[/C][C]-0.084711[/C][C]-0.8803[/C][C]0.190315[/C][/ROW]
[ROW][C]43[/C][C]-0.104241[/C][C]-1.0833[/C][C]0.140544[/C][/ROW]
[ROW][C]44[/C][C]-0.113373[/C][C]-1.1782[/C][C]0.120652[/C][/ROW]
[ROW][C]45[/C][C]-0.113283[/C][C]-1.1773[/C][C]0.120837[/C][/ROW]
[ROW][C]46[/C][C]-0.10124[/C][C]-1.0521[/C][C]0.147548[/C][/ROW]
[ROW][C]47[/C][C]-0.078548[/C][C]-0.8163[/C][C]0.208063[/C][/ROW]
[ROW][C]48[/C][C]-0.07757[/C][C]-0.8061[/C][C]0.21097[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68345&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68345&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	0.933217	9.6983	0
2	0.82377	8.5609	0
3	0.714697	7.4273	0
4	0.622201	6.4661	0
5	0.55326	5.7496	0
6	0.521678	5.4214	0
7	0.518508	5.3885	0
8	0.534969	5.5596	0
9	0.559619	5.8157	0
10	0.58797	6.1104	0
11	0.615977	6.4014	0
12	0.6143	6.384	0
13	0.559821	5.8178	0
14	0.476753	4.9546	1e-06
15	0.397255	4.1284	3.6e-05
16	0.335631	3.488	0.000353
17	0.288483	2.998	0.001686
18	0.266083	2.7652	0.003346
19	0.265864	2.7629	0.003368
20	0.28639	2.9763	0.001801
21	0.316387	3.288	0.000681
22	0.359662	3.7377	0.000149
23	0.398479	4.1411	3.4e-05
24	0.403962	4.1981	2.8e-05
25	0.361702	3.7589	0.000139
26	0.299967	3.1173	0.001169
27	0.240724	2.5017	0.00693
28	0.187636	1.95	0.026886
29	0.139758	1.4524	0.074644
30	0.107911	1.1214	0.132292
31	0.092006	0.9562	0.170564
32	0.089828	0.9335	0.176317
33	0.108616	1.1288	0.130747
34	0.14077	1.4629	0.073197
35	0.181489	1.8861	0.030985
36	0.192185	1.9972	0.024157
37	0.154	1.6004	0.056214
38	0.098204	1.0206	0.15487
39	0.041039	0.4265	0.335301
40	-0.013116	-0.1363	0.445917
41	-0.0524	-0.5446	0.293592
42	-0.084711	-0.8803	0.190315
43	-0.104241	-1.0833	0.140544
44	-0.113373	-1.1782	0.120652
45	-0.113283	-1.1773	0.120837
46	-0.10124	-1.0521	0.147548
47	-0.078548	-0.8163	0.208063
48	-0.07757	-0.8061	0.21097

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.933217	9.6983	0
2	-0.365003	-3.7932	0.000123
3	0.053346	0.5544	0.290228
4	0.042541	0.4421	0.329649
5	0.071073	0.7386	0.230871
6	0.191988	1.9952	0.02427
7	0.075688	0.7866	0.216628
8	0.110818	1.1517	0.126003
9	0.072164	0.75	0.227458
10	0.10566	1.098	0.137313
11	0.108801	1.1307	0.130344
12	-0.162105	-1.6846	0.047472
13	-0.258705	-2.6885	0.004157
14	-0.035992	-0.374	0.354554
15	0.053227	0.5531	0.290653
16	0.037281	0.3874	0.349599
17	-0.098869	-1.0275	0.153246
18	0.012137	0.1261	0.44993
19	0.010772	0.1119	0.455537
20	0.114138	1.1862	0.119082
21	0.058443	0.6074	0.272443
22	0.131918	1.3709	0.086619
23	-0.016103	-0.1673	0.433706
24	-0.109788	-1.141	0.128207
25	-0.093913	-0.976	0.165631
26	0.079645	0.8277	0.204833
27	0.013125	0.1364	0.445879
28	-0.100998	-1.0496	0.148122
29	-0.135078	-1.4038	0.081627
30	-0.030062	-0.3124	0.377664
31	-0.026668	-0.2771	0.3911
32	0.001203	0.0125	0.495025
33	0.1011	1.0507	0.14788
34	-0.049058	-0.5098	0.305606
35	0.119797	1.245	0.107919
36	-0.108332	-1.1258	0.131369
37	-0.0985	-1.0236	0.154146
38	0.088485	0.9196	0.179925
39	-0.059455	-0.6179	0.268979
40	-0.015129	-0.1572	0.43768
41	0.057756	0.6002	0.274809
42	-0.205912	-2.1399	0.017307
43	0.030382	0.3157	0.376403
44	-0.098416	-1.0228	0.15435
45	-0.059363	-0.6169	0.269294
46	-0.009388	-0.0976	0.461229
47	0.011947	0.1242	0.450709
48	-0.04886	-0.5078	0.306325

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.933217 & 9.6983 & 0 \tabularnewline
2 & -0.365003 & -3.7932 & 0.000123 \tabularnewline
3 & 0.053346 & 0.5544 & 0.290228 \tabularnewline
4 & 0.042541 & 0.4421 & 0.329649 \tabularnewline
5 & 0.071073 & 0.7386 & 0.230871 \tabularnewline
6 & 0.191988 & 1.9952 & 0.02427 \tabularnewline
7 & 0.075688 & 0.7866 & 0.216628 \tabularnewline
8 & 0.110818 & 1.1517 & 0.126003 \tabularnewline
9 & 0.072164 & 0.75 & 0.227458 \tabularnewline
10 & 0.10566 & 1.098 & 0.137313 \tabularnewline
11 & 0.108801 & 1.1307 & 0.130344 \tabularnewline
12 & -0.162105 & -1.6846 & 0.047472 \tabularnewline
13 & -0.258705 & -2.6885 & 0.004157 \tabularnewline
14 & -0.035992 & -0.374 & 0.354554 \tabularnewline
15 & 0.053227 & 0.5531 & 0.290653 \tabularnewline
16 & 0.037281 & 0.3874 & 0.349599 \tabularnewline
17 & -0.098869 & -1.0275 & 0.153246 \tabularnewline
18 & 0.012137 & 0.1261 & 0.44993 \tabularnewline
19 & 0.010772 & 0.1119 & 0.455537 \tabularnewline
20 & 0.114138 & 1.1862 & 0.119082 \tabularnewline
21 & 0.058443 & 0.6074 & 0.272443 \tabularnewline
22 & 0.131918 & 1.3709 & 0.086619 \tabularnewline
23 & -0.016103 & -0.1673 & 0.433706 \tabularnewline
24 & -0.109788 & -1.141 & 0.128207 \tabularnewline
25 & -0.093913 & -0.976 & 0.165631 \tabularnewline
26 & 0.079645 & 0.8277 & 0.204833 \tabularnewline
27 & 0.013125 & 0.1364 & 0.445879 \tabularnewline
28 & -0.100998 & -1.0496 & 0.148122 \tabularnewline
29 & -0.135078 & -1.4038 & 0.081627 \tabularnewline
30 & -0.030062 & -0.3124 & 0.377664 \tabularnewline
31 & -0.026668 & -0.2771 & 0.3911 \tabularnewline
32 & 0.001203 & 0.0125 & 0.495025 \tabularnewline
33 & 0.1011 & 1.0507 & 0.14788 \tabularnewline
34 & -0.049058 & -0.5098 & 0.305606 \tabularnewline
35 & 0.119797 & 1.245 & 0.107919 \tabularnewline
36 & -0.108332 & -1.1258 & 0.131369 \tabularnewline
37 & -0.0985 & -1.0236 & 0.154146 \tabularnewline
38 & 0.088485 & 0.9196 & 0.179925 \tabularnewline
39 & -0.059455 & -0.6179 & 0.268979 \tabularnewline
40 & -0.015129 & -0.1572 & 0.43768 \tabularnewline
41 & 0.057756 & 0.6002 & 0.274809 \tabularnewline
42 & -0.205912 & -2.1399 & 0.017307 \tabularnewline
43 & 0.030382 & 0.3157 & 0.376403 \tabularnewline
44 & -0.098416 & -1.0228 & 0.15435 \tabularnewline
45 & -0.059363 & -0.6169 & 0.269294 \tabularnewline
46 & -0.009388 & -0.0976 & 0.461229 \tabularnewline
47 & 0.011947 & 0.1242 & 0.450709 \tabularnewline
48 & -0.04886 & -0.5078 & 0.306325 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68345&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]0.933217[/C][C]9.6983[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.365003[/C][C]-3.7932[/C][C]0.000123[/C][/ROW]
[ROW][C]3[/C][C]0.053346[/C][C]0.5544[/C][C]0.290228[/C][/ROW]
[ROW][C]4[/C][C]0.042541[/C][C]0.4421[/C][C]0.329649[/C][/ROW]
[ROW][C]5[/C][C]0.071073[/C][C]0.7386[/C][C]0.230871[/C][/ROW]
[ROW][C]6[/C][C]0.191988[/C][C]1.9952[/C][C]0.02427[/C][/ROW]
[ROW][C]7[/C][C]0.075688[/C][C]0.7866[/C][C]0.216628[/C][/ROW]
[ROW][C]8[/C][C]0.110818[/C][C]1.1517[/C][C]0.126003[/C][/ROW]
[ROW][C]9[/C][C]0.072164[/C][C]0.75[/C][C]0.227458[/C][/ROW]
[ROW][C]10[/C][C]0.10566[/C][C]1.098[/C][C]0.137313[/C][/ROW]
[ROW][C]11[/C][C]0.108801[/C][C]1.1307[/C][C]0.130344[/C][/ROW]
[ROW][C]12[/C][C]-0.162105[/C][C]-1.6846[/C][C]0.047472[/C][/ROW]
[ROW][C]13[/C][C]-0.258705[/C][C]-2.6885[/C][C]0.004157[/C][/ROW]
[ROW][C]14[/C][C]-0.035992[/C][C]-0.374[/C][C]0.354554[/C][/ROW]
[ROW][C]15[/C][C]0.053227[/C][C]0.5531[/C][C]0.290653[/C][/ROW]
[ROW][C]16[/C][C]0.037281[/C][C]0.3874[/C][C]0.349599[/C][/ROW]
[ROW][C]17[/C][C]-0.098869[/C][C]-1.0275[/C][C]0.153246[/C][/ROW]
[ROW][C]18[/C][C]0.012137[/C][C]0.1261[/C][C]0.44993[/C][/ROW]
[ROW][C]19[/C][C]0.010772[/C][C]0.1119[/C][C]0.455537[/C][/ROW]
[ROW][C]20[/C][C]0.114138[/C][C]1.1862[/C][C]0.119082[/C][/ROW]
[ROW][C]21[/C][C]0.058443[/C][C]0.6074[/C][C]0.272443[/C][/ROW]
[ROW][C]22[/C][C]0.131918[/C][C]1.3709[/C][C]0.086619[/C][/ROW]
[ROW][C]23[/C][C]-0.016103[/C][C]-0.1673[/C][C]0.433706[/C][/ROW]
[ROW][C]24[/C][C]-0.109788[/C][C]-1.141[/C][C]0.128207[/C][/ROW]
[ROW][C]25[/C][C]-0.093913[/C][C]-0.976[/C][C]0.165631[/C][/ROW]
[ROW][C]26[/C][C]0.079645[/C][C]0.8277[/C][C]0.204833[/C][/ROW]
[ROW][C]27[/C][C]0.013125[/C][C]0.1364[/C][C]0.445879[/C][/ROW]
[ROW][C]28[/C][C]-0.100998[/C][C]-1.0496[/C][C]0.148122[/C][/ROW]
[ROW][C]29[/C][C]-0.135078[/C][C]-1.4038[/C][C]0.081627[/C][/ROW]
[ROW][C]30[/C][C]-0.030062[/C][C]-0.3124[/C][C]0.377664[/C][/ROW]
[ROW][C]31[/C][C]-0.026668[/C][C]-0.2771[/C][C]0.3911[/C][/ROW]
[ROW][C]32[/C][C]0.001203[/C][C]0.0125[/C][C]0.495025[/C][/ROW]
[ROW][C]33[/C][C]0.1011[/C][C]1.0507[/C][C]0.14788[/C][/ROW]
[ROW][C]34[/C][C]-0.049058[/C][C]-0.5098[/C][C]0.305606[/C][/ROW]
[ROW][C]35[/C][C]0.119797[/C][C]1.245[/C][C]0.107919[/C][/ROW]
[ROW][C]36[/C][C]-0.108332[/C][C]-1.1258[/C][C]0.131369[/C][/ROW]
[ROW][C]37[/C][C]-0.0985[/C][C]-1.0236[/C][C]0.154146[/C][/ROW]
[ROW][C]38[/C][C]0.088485[/C][C]0.9196[/C][C]0.179925[/C][/ROW]
[ROW][C]39[/C][C]-0.059455[/C][C]-0.6179[/C][C]0.268979[/C][/ROW]
[ROW][C]40[/C][C]-0.015129[/C][C]-0.1572[/C][C]0.43768[/C][/ROW]
[ROW][C]41[/C][C]0.057756[/C][C]0.6002[/C][C]0.274809[/C][/ROW]
[ROW][C]42[/C][C]-0.205912[/C][C]-2.1399[/C][C]0.017307[/C][/ROW]
[ROW][C]43[/C][C]0.030382[/C][C]0.3157[/C][C]0.376403[/C][/ROW]
[ROW][C]44[/C][C]-0.098416[/C][C]-1.0228[/C][C]0.15435[/C][/ROW]
[ROW][C]45[/C][C]-0.059363[/C][C]-0.6169[/C][C]0.269294[/C][/ROW]
[ROW][C]46[/C][C]-0.009388[/C][C]-0.0976[/C][C]0.461229[/C][/ROW]
[ROW][C]47[/C][C]0.011947[/C][C]0.1242[/C][C]0.450709[/C][/ROW]
[ROW][C]48[/C][C]-0.04886[/C][C]-0.5078[/C][C]0.306325[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68345&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68345&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	0.933217	9.6983	0
2	-0.365003	-3.7932	0.000123
3	0.053346	0.5544	0.290228
4	0.042541	0.4421	0.329649
5	0.071073	0.7386	0.230871
6	0.191988	1.9952	0.02427
7	0.075688	0.7866	0.216628
8	0.110818	1.1517	0.126003
9	0.072164	0.75	0.227458
10	0.10566	1.098	0.137313
11	0.108801	1.1307	0.130344
12	-0.162105	-1.6846	0.047472
13	-0.258705	-2.6885	0.004157
14	-0.035992	-0.374	0.354554
15	0.053227	0.5531	0.290653
16	0.037281	0.3874	0.349599
17	-0.098869	-1.0275	0.153246
18	0.012137	0.1261	0.44993
19	0.010772	0.1119	0.455537
20	0.114138	1.1862	0.119082
21	0.058443	0.6074	0.272443
22	0.131918	1.3709	0.086619
23	-0.016103	-0.1673	0.433706
24	-0.109788	-1.141	0.128207
25	-0.093913	-0.976	0.165631
26	0.079645	0.8277	0.204833
27	0.013125	0.1364	0.445879
28	-0.100998	-1.0496	0.148122
29	-0.135078	-1.4038	0.081627
30	-0.030062	-0.3124	0.377664
31	-0.026668	-0.2771	0.3911
32	0.001203	0.0125	0.495025
33	0.1011	1.0507	0.14788
34	-0.049058	-0.5098	0.305606
35	0.119797	1.245	0.107919
36	-0.108332	-1.1258	0.131369
37	-0.0985	-1.0236	0.154146
38	0.088485	0.9196	0.179925
39	-0.059455	-0.6179	0.268979
40	-0.015129	-0.1572	0.43768
41	0.057756	0.6002	0.274809
42	-0.205912	-2.1399	0.017307
43	0.030382	0.3157	0.376403
44	-0.098416	-1.0228	0.15435
45	-0.059363	-0.6169	0.269294
46	-0.009388	-0.0976	0.461229
47	0.011947	0.1242	0.450709
48	-0.04886	-0.5078	0.306325

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