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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 10 Dec 2007 12:56:20 -0700

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/10/t1197315788xowfyhcavcqvfwm.htm/, Retrieved Thu, 16 Jan 2025 19:49:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=3030, Retrieved Thu, 16 Jan 2025 19:49:45 +0000

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IsPrivate?

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User-defined keywords

Lise Swinnen

Estimated Impact

262

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

-       [(Partial) Autocorrelation Function] [paper (acf/vrm 3)] [2007-12-10 19:56:20] [a526d213baffe7453818dd375c9a7100] [Current]

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Dataseries X:

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Histogram

Boxplots

0,007850049
0,008671912
0,008391986
0,008691954
0,008724839
0,008949762
0,009344295
0,009971514
0,010388067
0,008884599
0,01000981
0,012393539
0,007933519
0,008087396
0,008120881
0,008147148
0,00917087
0,009668358
0,009897495
0,011217878
0,010190084
0,009560637
0,011200671
0,013546776
0,008524882
0,009142143
0,008793047
0,009296235
0,009974995
0,009692013
0,010120046
0,011004981
0,010328492
0,009428406
0,011114429
0,011798579
0,008997058
0,008803914
0,007974159
0,008460945
0,009917747
0,009604284
0,011028851
0,011162991
0,010420855
0,009897095
0,010715298
0,012461041
0,008754735
0,009381664
0,008843755
0,009235122
0,009973356
0,009146341
0,011038445
0,010830104
0,010585414
0,010560523
0,010897526
0,014012667

Summary of compuational 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 compuational 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=3030&T=0

[TABLE]
[ROW][C]Summary of compuational 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=3030&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3030&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 compuational 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
0	1	6.9282	0
1	0.30149	2.0888	0.021027
2	0.346639	2.4016	0.010122
3	0.168745	1.1691	0.124069
4	0.101196	0.7011	0.24331
5	0.110023	0.7623	0.224818
6	0.050065	0.3469	0.365107
7	-0.065753	-0.4556	0.674617
8	-0.056593	-0.3921	0.651635
9	-0.007477	-0.0518	0.520549
10	-0.244823	-1.6962	0.951836
11	-0.241912	-1.676	0.949881
12	-0.393321	-2.725	0.995527
13	-0.312086	-2.1622	0.982191
14	-0.172771	-1.197	0.881406
15	-0.065192	-0.4517	0.673227
16	-0.262328	-1.8175	0.962304
17	0.013293	0.0921	0.463502
18	-0.055315	-0.3832	0.64838
19	-0.057408	-0.3977	0.653706
20	0.021569	0.1494	0.440919
21	-0.06458	-0.4474	0.671708
22	0.000106	7e-04	0.499707
23	0.119909	0.8308	0.205114
24	0.005591	0.0387	0.48463
25	0.070315	0.4872	0.314182
26	0.069203	0.4795	0.316896
27	-0.049052	-0.3398	0.63227
28	-0.007071	-0.049	0.519436
29	-0.048554	-0.3364	0.630978
30	-0.060705	-0.4206	0.662028
31	0.030599	0.212	0.416505
32	0.06178	0.428	0.335273
33	0.067493	0.4676	0.321092
34	0.031484	0.2181	0.414128
35	0.015565	0.1078	0.457287
36	-0.02951	-0.2045	0.580567
37	-0.00763	-0.0529	0.52097
38	0.040632	0.2815	0.389766
39	-0.002565	-0.0178	0.507052
40	0.136479	0.9456	0.174555
41	0.056971	0.3947	0.347405
42	0.042234	0.2926	0.385543
43	0.012329	0.0854	0.466142
44	-0.069026	-0.4782	0.682669
45	-0.035258	-0.2443	0.595972
46	-0.054903	-0.3804	0.647328
47	-0.009878	-0.0684	0.52714

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
0 & 1 & 6.9282 & 0 \tabularnewline
1 & 0.30149 & 2.0888 & 0.021027 \tabularnewline
2 & 0.346639 & 2.4016 & 0.010122 \tabularnewline
3 & 0.168745 & 1.1691 & 0.124069 \tabularnewline
4 & 0.101196 & 0.7011 & 0.24331 \tabularnewline
5 & 0.110023 & 0.7623 & 0.224818 \tabularnewline
6 & 0.050065 & 0.3469 & 0.365107 \tabularnewline
7 & -0.065753 & -0.4556 & 0.674617 \tabularnewline
8 & -0.056593 & -0.3921 & 0.651635 \tabularnewline
9 & -0.007477 & -0.0518 & 0.520549 \tabularnewline
10 & -0.244823 & -1.6962 & 0.951836 \tabularnewline
11 & -0.241912 & -1.676 & 0.949881 \tabularnewline
12 & -0.393321 & -2.725 & 0.995527 \tabularnewline
13 & -0.312086 & -2.1622 & 0.982191 \tabularnewline
14 & -0.172771 & -1.197 & 0.881406 \tabularnewline
15 & -0.065192 & -0.4517 & 0.673227 \tabularnewline
16 & -0.262328 & -1.8175 & 0.962304 \tabularnewline
17 & 0.013293 & 0.0921 & 0.463502 \tabularnewline
18 & -0.055315 & -0.3832 & 0.64838 \tabularnewline
19 & -0.057408 & -0.3977 & 0.653706 \tabularnewline
20 & 0.021569 & 0.1494 & 0.440919 \tabularnewline
21 & -0.06458 & -0.4474 & 0.671708 \tabularnewline
22 & 0.000106 & 7e-04 & 0.499707 \tabularnewline
23 & 0.119909 & 0.8308 & 0.205114 \tabularnewline
24 & 0.005591 & 0.0387 & 0.48463 \tabularnewline
25 & 0.070315 & 0.4872 & 0.314182 \tabularnewline
26 & 0.069203 & 0.4795 & 0.316896 \tabularnewline
27 & -0.049052 & -0.3398 & 0.63227 \tabularnewline
28 & -0.007071 & -0.049 & 0.519436 \tabularnewline
29 & -0.048554 & -0.3364 & 0.630978 \tabularnewline
30 & -0.060705 & -0.4206 & 0.662028 \tabularnewline
31 & 0.030599 & 0.212 & 0.416505 \tabularnewline
32 & 0.06178 & 0.428 & 0.335273 \tabularnewline
33 & 0.067493 & 0.4676 & 0.321092 \tabularnewline
34 & 0.031484 & 0.2181 & 0.414128 \tabularnewline
35 & 0.015565 & 0.1078 & 0.457287 \tabularnewline
36 & -0.02951 & -0.2045 & 0.580567 \tabularnewline
37 & -0.00763 & -0.0529 & 0.52097 \tabularnewline
38 & 0.040632 & 0.2815 & 0.389766 \tabularnewline
39 & -0.002565 & -0.0178 & 0.507052 \tabularnewline
40 & 0.136479 & 0.9456 & 0.174555 \tabularnewline
41 & 0.056971 & 0.3947 & 0.347405 \tabularnewline
42 & 0.042234 & 0.2926 & 0.385543 \tabularnewline
43 & 0.012329 & 0.0854 & 0.466142 \tabularnewline
44 & -0.069026 & -0.4782 & 0.682669 \tabularnewline
45 & -0.035258 & -0.2443 & 0.595972 \tabularnewline
46 & -0.054903 & -0.3804 & 0.647328 \tabularnewline
47 & -0.009878 & -0.0684 & 0.52714 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3030&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]0[/C][C]1[/C][C]6.9282[/C][C]0[/C][/ROW]
[ROW][C]1[/C][C]0.30149[/C][C]2.0888[/C][C]0.021027[/C][/ROW]
[ROW][C]2[/C][C]0.346639[/C][C]2.4016[/C][C]0.010122[/C][/ROW]
[ROW][C]3[/C][C]0.168745[/C][C]1.1691[/C][C]0.124069[/C][/ROW]
[ROW][C]4[/C][C]0.101196[/C][C]0.7011[/C][C]0.24331[/C][/ROW]
[ROW][C]5[/C][C]0.110023[/C][C]0.7623[/C][C]0.224818[/C][/ROW]
[ROW][C]6[/C][C]0.050065[/C][C]0.3469[/C][C]0.365107[/C][/ROW]
[ROW][C]7[/C][C]-0.065753[/C][C]-0.4556[/C][C]0.674617[/C][/ROW]
[ROW][C]8[/C][C]-0.056593[/C][C]-0.3921[/C][C]0.651635[/C][/ROW]
[ROW][C]9[/C][C]-0.007477[/C][C]-0.0518[/C][C]0.520549[/C][/ROW]
[ROW][C]10[/C][C]-0.244823[/C][C]-1.6962[/C][C]0.951836[/C][/ROW]
[ROW][C]11[/C][C]-0.241912[/C][C]-1.676[/C][C]0.949881[/C][/ROW]
[ROW][C]12[/C][C]-0.393321[/C][C]-2.725[/C][C]0.995527[/C][/ROW]
[ROW][C]13[/C][C]-0.312086[/C][C]-2.1622[/C][C]0.982191[/C][/ROW]
[ROW][C]14[/C][C]-0.172771[/C][C]-1.197[/C][C]0.881406[/C][/ROW]
[ROW][C]15[/C][C]-0.065192[/C][C]-0.4517[/C][C]0.673227[/C][/ROW]
[ROW][C]16[/C][C]-0.262328[/C][C]-1.8175[/C][C]0.962304[/C][/ROW]
[ROW][C]17[/C][C]0.013293[/C][C]0.0921[/C][C]0.463502[/C][/ROW]
[ROW][C]18[/C][C]-0.055315[/C][C]-0.3832[/C][C]0.64838[/C][/ROW]
[ROW][C]19[/C][C]-0.057408[/C][C]-0.3977[/C][C]0.653706[/C][/ROW]
[ROW][C]20[/C][C]0.021569[/C][C]0.1494[/C][C]0.440919[/C][/ROW]
[ROW][C]21[/C][C]-0.06458[/C][C]-0.4474[/C][C]0.671708[/C][/ROW]
[ROW][C]22[/C][C]0.000106[/C][C]7e-04[/C][C]0.499707[/C][/ROW]
[ROW][C]23[/C][C]0.119909[/C][C]0.8308[/C][C]0.205114[/C][/ROW]
[ROW][C]24[/C][C]0.005591[/C][C]0.0387[/C][C]0.48463[/C][/ROW]
[ROW][C]25[/C][C]0.070315[/C][C]0.4872[/C][C]0.314182[/C][/ROW]
[ROW][C]26[/C][C]0.069203[/C][C]0.4795[/C][C]0.316896[/C][/ROW]
[ROW][C]27[/C][C]-0.049052[/C][C]-0.3398[/C][C]0.63227[/C][/ROW]
[ROW][C]28[/C][C]-0.007071[/C][C]-0.049[/C][C]0.519436[/C][/ROW]
[ROW][C]29[/C][C]-0.048554[/C][C]-0.3364[/C][C]0.630978[/C][/ROW]
[ROW][C]30[/C][C]-0.060705[/C][C]-0.4206[/C][C]0.662028[/C][/ROW]
[ROW][C]31[/C][C]0.030599[/C][C]0.212[/C][C]0.416505[/C][/ROW]
[ROW][C]32[/C][C]0.06178[/C][C]0.428[/C][C]0.335273[/C][/ROW]
[ROW][C]33[/C][C]0.067493[/C][C]0.4676[/C][C]0.321092[/C][/ROW]
[ROW][C]34[/C][C]0.031484[/C][C]0.2181[/C][C]0.414128[/C][/ROW]
[ROW][C]35[/C][C]0.015565[/C][C]0.1078[/C][C]0.457287[/C][/ROW]
[ROW][C]36[/C][C]-0.02951[/C][C]-0.2045[/C][C]0.580567[/C][/ROW]
[ROW][C]37[/C][C]-0.00763[/C][C]-0.0529[/C][C]0.52097[/C][/ROW]
[ROW][C]38[/C][C]0.040632[/C][C]0.2815[/C][C]0.389766[/C][/ROW]
[ROW][C]39[/C][C]-0.002565[/C][C]-0.0178[/C][C]0.507052[/C][/ROW]
[ROW][C]40[/C][C]0.136479[/C][C]0.9456[/C][C]0.174555[/C][/ROW]
[ROW][C]41[/C][C]0.056971[/C][C]0.3947[/C][C]0.347405[/C][/ROW]
[ROW][C]42[/C][C]0.042234[/C][C]0.2926[/C][C]0.385543[/C][/ROW]
[ROW][C]43[/C][C]0.012329[/C][C]0.0854[/C][C]0.466142[/C][/ROW]
[ROW][C]44[/C][C]-0.069026[/C][C]-0.4782[/C][C]0.682669[/C][/ROW]
[ROW][C]45[/C][C]-0.035258[/C][C]-0.2443[/C][C]0.595972[/C][/ROW]
[ROW][C]46[/C][C]-0.054903[/C][C]-0.3804[/C][C]0.647328[/C][/ROW]
[ROW][C]47[/C][C]-0.009878[/C][C]-0.0684[/C][C]0.52714[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3030&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3030&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
0	1	6.9282	0
1	0.30149	2.0888	0.021027
2	0.346639	2.4016	0.010122
3	0.168745	1.1691	0.124069
4	0.101196	0.7011	0.24331
5	0.110023	0.7623	0.224818
6	0.050065	0.3469	0.365107
7	-0.065753	-0.4556	0.674617
8	-0.056593	-0.3921	0.651635
9	-0.007477	-0.0518	0.520549
10	-0.244823	-1.6962	0.951836
11	-0.241912	-1.676	0.949881
12	-0.393321	-2.725	0.995527
13	-0.312086	-2.1622	0.982191
14	-0.172771	-1.197	0.881406
15	-0.065192	-0.4517	0.673227
16	-0.262328	-1.8175	0.962304
17	0.013293	0.0921	0.463502
18	-0.055315	-0.3832	0.64838
19	-0.057408	-0.3977	0.653706
20	0.021569	0.1494	0.440919
21	-0.06458	-0.4474	0.671708
22	0.000106	7e-04	0.499707
23	0.119909	0.8308	0.205114
24	0.005591	0.0387	0.48463
25	0.070315	0.4872	0.314182
26	0.069203	0.4795	0.316896
27	-0.049052	-0.3398	0.63227
28	-0.007071	-0.049	0.519436
29	-0.048554	-0.3364	0.630978
30	-0.060705	-0.4206	0.662028
31	0.030599	0.212	0.416505
32	0.06178	0.428	0.335273
33	0.067493	0.4676	0.321092
34	0.031484	0.2181	0.414128
35	0.015565	0.1078	0.457287
36	-0.02951	-0.2045	0.580567
37	-0.00763	-0.0529	0.52097
38	0.040632	0.2815	0.389766
39	-0.002565	-0.0178	0.507052
40	0.136479	0.9456	0.174555
41	0.056971	0.3947	0.347405
42	0.042234	0.2926	0.385543
43	0.012329	0.0854	0.466142
44	-0.069026	-0.4782	0.682669
45	-0.035258	-0.2443	0.595972
46	-0.054903	-0.3804	0.647328
47	-0.009878	-0.0684	0.52714

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
0	0.30149	2.0888	0.021027
1	0.281313	1.949	0.028577
2	0.010539	0.073	0.471049
3	-0.041533	-0.2878	0.612612
4	0.053975	0.374	0.355044
5	-0.001854	-0.0128	0.505099
6	-0.141913	-0.9832	0.834782
7	-0.042759	-0.2962	0.615838
8	0.08861	0.6139	0.271087
9	-0.267844	-1.8557	0.965177
10	-0.205048	-1.4206	0.919054
11	-0.206282	-1.4292	0.920284
12	-0.067806	-0.4698	0.679678
13	0.080487	0.5576	0.289845
14	0.158085	1.0952	0.139437
15	-0.248299	-1.7203	0.954087
16	0.127522	0.8835	0.190686
17	0.071727	0.4969	0.310751
18	-0.14077	-0.9753	0.832846
19	-0.036136	-0.2504	0.59831
20	2.8e-05	2e-04	0.499922
21	-0.122135	-0.8462	0.799173
22	-0.040806	-0.2827	0.610695
23	-0.181812	-1.2596	0.893054
24	0.047933	0.3321	0.370633
25	0.003514	0.0243	0.490339
26	-0.109176	-0.7564	0.773444
27	-0.133884	-0.9276	0.820865
28	-0.042482	-0.2943	0.61511
29	0.036149	0.2504	0.401655
30	0.086144	0.5968	0.276715
31	-0.098709	-0.6839	0.751329
32	0.149765	1.0376	0.152327
33	-0.090922	-0.6299	0.734135
34	-0.143708	-0.9956	0.837791
35	-0.046766	-0.324	0.626329
36	-0.064326	-0.4457	0.671077
37	0.037602	0.2605	0.397791
38	-0.020206	-0.14	0.555373
39	-0.109978	-0.7619	0.77509
40	0.03952	0.2738	0.392706
41	-0.019454	-0.1348	0.553325
42	-0.05799	-0.4018	0.65518
43	-0.057362	-0.3974	0.653589
44	0.024871	0.1723	0.431959
45	-0.07249	-0.5022	0.691096
46	-0.006165	-0.0427	0.516946
47	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
0 & 0.30149 & 2.0888 & 0.021027 \tabularnewline
1 & 0.281313 & 1.949 & 0.028577 \tabularnewline
2 & 0.010539 & 0.073 & 0.471049 \tabularnewline
3 & -0.041533 & -0.2878 & 0.612612 \tabularnewline
4 & 0.053975 & 0.374 & 0.355044 \tabularnewline
5 & -0.001854 & -0.0128 & 0.505099 \tabularnewline
6 & -0.141913 & -0.9832 & 0.834782 \tabularnewline
7 & -0.042759 & -0.2962 & 0.615838 \tabularnewline
8 & 0.08861 & 0.6139 & 0.271087 \tabularnewline
9 & -0.267844 & -1.8557 & 0.965177 \tabularnewline
10 & -0.205048 & -1.4206 & 0.919054 \tabularnewline
11 & -0.206282 & -1.4292 & 0.920284 \tabularnewline
12 & -0.067806 & -0.4698 & 0.679678 \tabularnewline
13 & 0.080487 & 0.5576 & 0.289845 \tabularnewline
14 & 0.158085 & 1.0952 & 0.139437 \tabularnewline
15 & -0.248299 & -1.7203 & 0.954087 \tabularnewline
16 & 0.127522 & 0.8835 & 0.190686 \tabularnewline
17 & 0.071727 & 0.4969 & 0.310751 \tabularnewline
18 & -0.14077 & -0.9753 & 0.832846 \tabularnewline
19 & -0.036136 & -0.2504 & 0.59831 \tabularnewline
20 & 2.8e-05 & 2e-04 & 0.499922 \tabularnewline
21 & -0.122135 & -0.8462 & 0.799173 \tabularnewline
22 & -0.040806 & -0.2827 & 0.610695 \tabularnewline
23 & -0.181812 & -1.2596 & 0.893054 \tabularnewline
24 & 0.047933 & 0.3321 & 0.370633 \tabularnewline
25 & 0.003514 & 0.0243 & 0.490339 \tabularnewline
26 & -0.109176 & -0.7564 & 0.773444 \tabularnewline
27 & -0.133884 & -0.9276 & 0.820865 \tabularnewline
28 & -0.042482 & -0.2943 & 0.61511 \tabularnewline
29 & 0.036149 & 0.2504 & 0.401655 \tabularnewline
30 & 0.086144 & 0.5968 & 0.276715 \tabularnewline
31 & -0.098709 & -0.6839 & 0.751329 \tabularnewline
32 & 0.149765 & 1.0376 & 0.152327 \tabularnewline
33 & -0.090922 & -0.6299 & 0.734135 \tabularnewline
34 & -0.143708 & -0.9956 & 0.837791 \tabularnewline
35 & -0.046766 & -0.324 & 0.626329 \tabularnewline
36 & -0.064326 & -0.4457 & 0.671077 \tabularnewline
37 & 0.037602 & 0.2605 & 0.397791 \tabularnewline
38 & -0.020206 & -0.14 & 0.555373 \tabularnewline
39 & -0.109978 & -0.7619 & 0.77509 \tabularnewline
40 & 0.03952 & 0.2738 & 0.392706 \tabularnewline
41 & -0.019454 & -0.1348 & 0.553325 \tabularnewline
42 & -0.05799 & -0.4018 & 0.65518 \tabularnewline
43 & -0.057362 & -0.3974 & 0.653589 \tabularnewline
44 & 0.024871 & 0.1723 & 0.431959 \tabularnewline
45 & -0.07249 & -0.5022 & 0.691096 \tabularnewline
46 & -0.006165 & -0.0427 & 0.516946 \tabularnewline
47 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=3030&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]0[/C][C]0.30149[/C][C]2.0888[/C][C]0.021027[/C][/ROW]
[ROW][C]1[/C][C]0.281313[/C][C]1.949[/C][C]0.028577[/C][/ROW]
[ROW][C]2[/C][C]0.010539[/C][C]0.073[/C][C]0.471049[/C][/ROW]
[ROW][C]3[/C][C]-0.041533[/C][C]-0.2878[/C][C]0.612612[/C][/ROW]
[ROW][C]4[/C][C]0.053975[/C][C]0.374[/C][C]0.355044[/C][/ROW]
[ROW][C]5[/C][C]-0.001854[/C][C]-0.0128[/C][C]0.505099[/C][/ROW]
[ROW][C]6[/C][C]-0.141913[/C][C]-0.9832[/C][C]0.834782[/C][/ROW]
[ROW][C]7[/C][C]-0.042759[/C][C]-0.2962[/C][C]0.615838[/C][/ROW]
[ROW][C]8[/C][C]0.08861[/C][C]0.6139[/C][C]0.271087[/C][/ROW]
[ROW][C]9[/C][C]-0.267844[/C][C]-1.8557[/C][C]0.965177[/C][/ROW]
[ROW][C]10[/C][C]-0.205048[/C][C]-1.4206[/C][C]0.919054[/C][/ROW]
[ROW][C]11[/C][C]-0.206282[/C][C]-1.4292[/C][C]0.920284[/C][/ROW]
[ROW][C]12[/C][C]-0.067806[/C][C]-0.4698[/C][C]0.679678[/C][/ROW]
[ROW][C]13[/C][C]0.080487[/C][C]0.5576[/C][C]0.289845[/C][/ROW]
[ROW][C]14[/C][C]0.158085[/C][C]1.0952[/C][C]0.139437[/C][/ROW]
[ROW][C]15[/C][C]-0.248299[/C][C]-1.7203[/C][C]0.954087[/C][/ROW]
[ROW][C]16[/C][C]0.127522[/C][C]0.8835[/C][C]0.190686[/C][/ROW]
[ROW][C]17[/C][C]0.071727[/C][C]0.4969[/C][C]0.310751[/C][/ROW]
[ROW][C]18[/C][C]-0.14077[/C][C]-0.9753[/C][C]0.832846[/C][/ROW]
[ROW][C]19[/C][C]-0.036136[/C][C]-0.2504[/C][C]0.59831[/C][/ROW]
[ROW][C]20[/C][C]2.8e-05[/C][C]2e-04[/C][C]0.499922[/C][/ROW]
[ROW][C]21[/C][C]-0.122135[/C][C]-0.8462[/C][C]0.799173[/C][/ROW]
[ROW][C]22[/C][C]-0.040806[/C][C]-0.2827[/C][C]0.610695[/C][/ROW]
[ROW][C]23[/C][C]-0.181812[/C][C]-1.2596[/C][C]0.893054[/C][/ROW]
[ROW][C]24[/C][C]0.047933[/C][C]0.3321[/C][C]0.370633[/C][/ROW]
[ROW][C]25[/C][C]0.003514[/C][C]0.0243[/C][C]0.490339[/C][/ROW]
[ROW][C]26[/C][C]-0.109176[/C][C]-0.7564[/C][C]0.773444[/C][/ROW]
[ROW][C]27[/C][C]-0.133884[/C][C]-0.9276[/C][C]0.820865[/C][/ROW]
[ROW][C]28[/C][C]-0.042482[/C][C]-0.2943[/C][C]0.61511[/C][/ROW]
[ROW][C]29[/C][C]0.036149[/C][C]0.2504[/C][C]0.401655[/C][/ROW]
[ROW][C]30[/C][C]0.086144[/C][C]0.5968[/C][C]0.276715[/C][/ROW]
[ROW][C]31[/C][C]-0.098709[/C][C]-0.6839[/C][C]0.751329[/C][/ROW]
[ROW][C]32[/C][C]0.149765[/C][C]1.0376[/C][C]0.152327[/C][/ROW]
[ROW][C]33[/C][C]-0.090922[/C][C]-0.6299[/C][C]0.734135[/C][/ROW]
[ROW][C]34[/C][C]-0.143708[/C][C]-0.9956[/C][C]0.837791[/C][/ROW]
[ROW][C]35[/C][C]-0.046766[/C][C]-0.324[/C][C]0.626329[/C][/ROW]
[ROW][C]36[/C][C]-0.064326[/C][C]-0.4457[/C][C]0.671077[/C][/ROW]
[ROW][C]37[/C][C]0.037602[/C][C]0.2605[/C][C]0.397791[/C][/ROW]
[ROW][C]38[/C][C]-0.020206[/C][C]-0.14[/C][C]0.555373[/C][/ROW]
[ROW][C]39[/C][C]-0.109978[/C][C]-0.7619[/C][C]0.77509[/C][/ROW]
[ROW][C]40[/C][C]0.03952[/C][C]0.2738[/C][C]0.392706[/C][/ROW]
[ROW][C]41[/C][C]-0.019454[/C][C]-0.1348[/C][C]0.553325[/C][/ROW]
[ROW][C]42[/C][C]-0.05799[/C][C]-0.4018[/C][C]0.65518[/C][/ROW]
[ROW][C]43[/C][C]-0.057362[/C][C]-0.3974[/C][C]0.653589[/C][/ROW]
[ROW][C]44[/C][C]0.024871[/C][C]0.1723[/C][C]0.431959[/C][/ROW]
[ROW][C]45[/C][C]-0.07249[/C][C]-0.5022[/C][C]0.691096[/C][/ROW]
[ROW][C]46[/C][C]-0.006165[/C][C]-0.0427[/C][C]0.516946[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=3030&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=3030&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
0	0.30149	2.0888	0.021027
1	0.281313	1.949	0.028577
2	0.010539	0.073	0.471049
3	-0.041533	-0.2878	0.612612
4	0.053975	0.374	0.355044
5	-0.001854	-0.0128	0.505099
6	-0.141913	-0.9832	0.834782
7	-0.042759	-0.2962	0.615838
8	0.08861	0.6139	0.271087
9	-0.267844	-1.8557	0.965177
10	-0.205048	-1.4206	0.919054
11	-0.206282	-1.4292	0.920284
12	-0.067806	-0.4698	0.679678
13	0.080487	0.5576	0.289845
14	0.158085	1.0952	0.139437
15	-0.248299	-1.7203	0.954087
16	0.127522	0.8835	0.190686
17	0.071727	0.4969	0.310751
18	-0.14077	-0.9753	0.832846
19	-0.036136	-0.2504	0.59831
20	2.8e-05	2e-04	0.499922
21	-0.122135	-0.8462	0.799173
22	-0.040806	-0.2827	0.610695
23	-0.181812	-1.2596	0.893054
24	0.047933	0.3321	0.370633
25	0.003514	0.0243	0.490339
26	-0.109176	-0.7564	0.773444
27	-0.133884	-0.9276	0.820865
28	-0.042482	-0.2943	0.61511
29	0.036149	0.2504	0.401655
30	0.086144	0.5968	0.276715
31	-0.098709	-0.6839	0.751329
32	0.149765	1.0376	0.152327
33	-0.090922	-0.6299	0.734135
34	-0.143708	-0.9956	0.837791
35	-0.046766	-0.324	0.626329
36	-0.064326	-0.4457	0.671077
37	0.037602	0.2605	0.397791
38	-0.020206	-0.14	0.555373
39	-0.109978	-0.7619	0.77509
40	0.03952	0.2738	0.392706
41	-0.019454	-0.1348	0.553325
42	-0.05799	-0.4018	0.65518
43	-0.057362	-0.3974	0.653589
44	0.024871	0.1723	0.431959
45	-0.07249	-0.5022	0.691096
46	-0.006165	-0.0427	0.516946
47	NA	NA	NA

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 = 1 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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 1:par1) {
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(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-1,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(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