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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Dec 2008 12:38:28 -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/09/t12288517100750hhdwlkt5ioy.htm/, Retrieved Sat, 18 May 2024 07:53:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31741, Retrieved Sat, 18 May 2024 07:53:42 +0000

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User-defined keywords

Estimated Impact

174

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

-     [Variance Reduction Matrix] [Laura_Reussens_VRM5] [2008-12-09 13:33:45] [66eaf6cf5556820c444aae1569718ff9]
- RMPD    [(Partial) Autocorrelation Function] [Laura_Reussens_ACF] [2008-12-09 19:38:28] [d41d8cd98f00b204e9800998ecf8427e] [Current]

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Dataseries X:

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Histogram

Boxplots

5.5
5.3
5.2
5.3
5.3
5
4.8
4.9
5.3
6
6.2
6.4
6.4
6.4
6.2
6.1
6
5.9
6.2
6.2
6.4
6.8
6.9
7
7
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
6.9
7
7.4
7.5
7.5
7.4
7.3
7
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
5.9
5.8
5.9
5.9
6.2
6.3
6.2
6
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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31741&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31741&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31741&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.458252	4.073	5.5e-05
2	-0.177721	-1.5796	0.059095
3	-0.578857	-5.145	1e-06
4	-0.497728	-4.4239	1.5e-05
5	-0.093209	-0.8285	0.204954
6	0.185986	1.6531	0.051141
7	0.253551	2.2536	0.013496
8	0.198763	1.7666	0.040575
9	0.057144	0.5079	0.306465
10	-0.013431	-0.1194	0.452641
11	-0.060824	-0.5406	0.295145
12	-0.165198	-1.4683	0.072996
13	-0.078399	-0.6968	0.24398
14	0.033555	0.2982	0.38315
15	0.029826	0.2651	0.39581
16	0.002667	0.0237	0.490576
17	-0.080499	-0.7155	0.238209
18	0.009023	0.0802	0.468141
19	0.05463	0.4856	0.314311
20	0.118747	1.0554	0.147219
21	0.034358	0.3054	0.38044
22	-0.037216	-0.3308	0.370841
23	-0.113237	-1.0065	0.15863
24	-0.130305	-1.1582	0.12514
25	-0.027219	-0.2419	0.40473
26	0.063302	0.5626	0.287638
27	0.136811	1.216	0.113802
28	0.054645	0.4857	0.314263
29	-0.067264	-0.5979	0.275823
30	-0.162045	-1.4403	0.076869
31	-0.083889	-0.7456	0.229055
32	0.082097	0.7297	0.233869
33	0.193576	1.7205	0.044625
34	0.091426	0.8126	0.209442
35	-0.089911	-0.7991	0.213302
36	-0.166656	-1.4813	0.071256
37	-0.087501	-0.7777	0.219527
38	0.033596	0.2986	0.383013
39	0.102134	0.9078	0.183376
40	0.084816	0.7539	0.226586
41	0.036923	0.3282	0.371822
42	-0.017615	-0.1566	0.437993
43	-0.039104	-0.3476	0.364544
44	-0.070461	-0.6263	0.266471
45	-0.01696	-0.1507	0.440279
46	0.050604	0.4498	0.327052
47	0.09696	0.8618	0.195703
48	0.016268	0.1446	0.4427

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.458252 & 4.073 & 5.5e-05 \tabularnewline
2 & -0.177721 & -1.5796 & 0.059095 \tabularnewline
3 & -0.578857 & -5.145 & 1e-06 \tabularnewline
4 & -0.497728 & -4.4239 & 1.5e-05 \tabularnewline
5 & -0.093209 & -0.8285 & 0.204954 \tabularnewline
6 & 0.185986 & 1.6531 & 0.051141 \tabularnewline
7 & 0.253551 & 2.2536 & 0.013496 \tabularnewline
8 & 0.198763 & 1.7666 & 0.040575 \tabularnewline
9 & 0.057144 & 0.5079 & 0.306465 \tabularnewline
10 & -0.013431 & -0.1194 & 0.452641 \tabularnewline
11 & -0.060824 & -0.5406 & 0.295145 \tabularnewline
12 & -0.165198 & -1.4683 & 0.072996 \tabularnewline
13 & -0.078399 & -0.6968 & 0.24398 \tabularnewline
14 & 0.033555 & 0.2982 & 0.38315 \tabularnewline
15 & 0.029826 & 0.2651 & 0.39581 \tabularnewline
16 & 0.002667 & 0.0237 & 0.490576 \tabularnewline
17 & -0.080499 & -0.7155 & 0.238209 \tabularnewline
18 & 0.009023 & 0.0802 & 0.468141 \tabularnewline
19 & 0.05463 & 0.4856 & 0.314311 \tabularnewline
20 & 0.118747 & 1.0554 & 0.147219 \tabularnewline
21 & 0.034358 & 0.3054 & 0.38044 \tabularnewline
22 & -0.037216 & -0.3308 & 0.370841 \tabularnewline
23 & -0.113237 & -1.0065 & 0.15863 \tabularnewline
24 & -0.130305 & -1.1582 & 0.12514 \tabularnewline
25 & -0.027219 & -0.2419 & 0.40473 \tabularnewline
26 & 0.063302 & 0.5626 & 0.287638 \tabularnewline
27 & 0.136811 & 1.216 & 0.113802 \tabularnewline
28 & 0.054645 & 0.4857 & 0.314263 \tabularnewline
29 & -0.067264 & -0.5979 & 0.275823 \tabularnewline
30 & -0.162045 & -1.4403 & 0.076869 \tabularnewline
31 & -0.083889 & -0.7456 & 0.229055 \tabularnewline
32 & 0.082097 & 0.7297 & 0.233869 \tabularnewline
33 & 0.193576 & 1.7205 & 0.044625 \tabularnewline
34 & 0.091426 & 0.8126 & 0.209442 \tabularnewline
35 & -0.089911 & -0.7991 & 0.213302 \tabularnewline
36 & -0.166656 & -1.4813 & 0.071256 \tabularnewline
37 & -0.087501 & -0.7777 & 0.219527 \tabularnewline
38 & 0.033596 & 0.2986 & 0.383013 \tabularnewline
39 & 0.102134 & 0.9078 & 0.183376 \tabularnewline
40 & 0.084816 & 0.7539 & 0.226586 \tabularnewline
41 & 0.036923 & 0.3282 & 0.371822 \tabularnewline
42 & -0.017615 & -0.1566 & 0.437993 \tabularnewline
43 & -0.039104 & -0.3476 & 0.364544 \tabularnewline
44 & -0.070461 & -0.6263 & 0.266471 \tabularnewline
45 & -0.01696 & -0.1507 & 0.440279 \tabularnewline
46 & 0.050604 & 0.4498 & 0.327052 \tabularnewline
47 & 0.09696 & 0.8618 & 0.195703 \tabularnewline
48 & 0.016268 & 0.1446 & 0.4427 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31741&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]0.458252[/C][C]4.073[/C][C]5.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.177721[/C][C]-1.5796[/C][C]0.059095[/C][/ROW]
[ROW][C]3[/C][C]-0.578857[/C][C]-5.145[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.497728[/C][C]-4.4239[/C][C]1.5e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.093209[/C][C]-0.8285[/C][C]0.204954[/C][/ROW]
[ROW][C]6[/C][C]0.185986[/C][C]1.6531[/C][C]0.051141[/C][/ROW]
[ROW][C]7[/C][C]0.253551[/C][C]2.2536[/C][C]0.013496[/C][/ROW]
[ROW][C]8[/C][C]0.198763[/C][C]1.7666[/C][C]0.040575[/C][/ROW]
[ROW][C]9[/C][C]0.057144[/C][C]0.5079[/C][C]0.306465[/C][/ROW]
[ROW][C]10[/C][C]-0.013431[/C][C]-0.1194[/C][C]0.452641[/C][/ROW]
[ROW][C]11[/C][C]-0.060824[/C][C]-0.5406[/C][C]0.295145[/C][/ROW]
[ROW][C]12[/C][C]-0.165198[/C][C]-1.4683[/C][C]0.072996[/C][/ROW]
[ROW][C]13[/C][C]-0.078399[/C][C]-0.6968[/C][C]0.24398[/C][/ROW]
[ROW][C]14[/C][C]0.033555[/C][C]0.2982[/C][C]0.38315[/C][/ROW]
[ROW][C]15[/C][C]0.029826[/C][C]0.2651[/C][C]0.39581[/C][/ROW]
[ROW][C]16[/C][C]0.002667[/C][C]0.0237[/C][C]0.490576[/C][/ROW]
[ROW][C]17[/C][C]-0.080499[/C][C]-0.7155[/C][C]0.238209[/C][/ROW]
[ROW][C]18[/C][C]0.009023[/C][C]0.0802[/C][C]0.468141[/C][/ROW]
[ROW][C]19[/C][C]0.05463[/C][C]0.4856[/C][C]0.314311[/C][/ROW]
[ROW][C]20[/C][C]0.118747[/C][C]1.0554[/C][C]0.147219[/C][/ROW]
[ROW][C]21[/C][C]0.034358[/C][C]0.3054[/C][C]0.38044[/C][/ROW]
[ROW][C]22[/C][C]-0.037216[/C][C]-0.3308[/C][C]0.370841[/C][/ROW]
[ROW][C]23[/C][C]-0.113237[/C][C]-1.0065[/C][C]0.15863[/C][/ROW]
[ROW][C]24[/C][C]-0.130305[/C][C]-1.1582[/C][C]0.12514[/C][/ROW]
[ROW][C]25[/C][C]-0.027219[/C][C]-0.2419[/C][C]0.40473[/C][/ROW]
[ROW][C]26[/C][C]0.063302[/C][C]0.5626[/C][C]0.287638[/C][/ROW]
[ROW][C]27[/C][C]0.136811[/C][C]1.216[/C][C]0.113802[/C][/ROW]
[ROW][C]28[/C][C]0.054645[/C][C]0.4857[/C][C]0.314263[/C][/ROW]
[ROW][C]29[/C][C]-0.067264[/C][C]-0.5979[/C][C]0.275823[/C][/ROW]
[ROW][C]30[/C][C]-0.162045[/C][C]-1.4403[/C][C]0.076869[/C][/ROW]
[ROW][C]31[/C][C]-0.083889[/C][C]-0.7456[/C][C]0.229055[/C][/ROW]
[ROW][C]32[/C][C]0.082097[/C][C]0.7297[/C][C]0.233869[/C][/ROW]
[ROW][C]33[/C][C]0.193576[/C][C]1.7205[/C][C]0.044625[/C][/ROW]
[ROW][C]34[/C][C]0.091426[/C][C]0.8126[/C][C]0.209442[/C][/ROW]
[ROW][C]35[/C][C]-0.089911[/C][C]-0.7991[/C][C]0.213302[/C][/ROW]
[ROW][C]36[/C][C]-0.166656[/C][C]-1.4813[/C][C]0.071256[/C][/ROW]
[ROW][C]37[/C][C]-0.087501[/C][C]-0.7777[/C][C]0.219527[/C][/ROW]
[ROW][C]38[/C][C]0.033596[/C][C]0.2986[/C][C]0.383013[/C][/ROW]
[ROW][C]39[/C][C]0.102134[/C][C]0.9078[/C][C]0.183376[/C][/ROW]
[ROW][C]40[/C][C]0.084816[/C][C]0.7539[/C][C]0.226586[/C][/ROW]
[ROW][C]41[/C][C]0.036923[/C][C]0.3282[/C][C]0.371822[/C][/ROW]
[ROW][C]42[/C][C]-0.017615[/C][C]-0.1566[/C][C]0.437993[/C][/ROW]
[ROW][C]43[/C][C]-0.039104[/C][C]-0.3476[/C][C]0.364544[/C][/ROW]
[ROW][C]44[/C][C]-0.070461[/C][C]-0.6263[/C][C]0.266471[/C][/ROW]
[ROW][C]45[/C][C]-0.01696[/C][C]-0.1507[/C][C]0.440279[/C][/ROW]
[ROW][C]46[/C][C]0.050604[/C][C]0.4498[/C][C]0.327052[/C][/ROW]
[ROW][C]47[/C][C]0.09696[/C][C]0.8618[/C][C]0.195703[/C][/ROW]
[ROW][C]48[/C][C]0.016268[/C][C]0.1446[/C][C]0.4427[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31741&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31741&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	0.458252	4.073	5.5e-05
2	-0.177721	-1.5796	0.059095
3	-0.578857	-5.145	1e-06
4	-0.497728	-4.4239	1.5e-05
5	-0.093209	-0.8285	0.204954
6	0.185986	1.6531	0.051141
7	0.253551	2.2536	0.013496
8	0.198763	1.7666	0.040575
9	0.057144	0.5079	0.306465
10	-0.013431	-0.1194	0.452641
11	-0.060824	-0.5406	0.295145
12	-0.165198	-1.4683	0.072996
13	-0.078399	-0.6968	0.24398
14	0.033555	0.2982	0.38315
15	0.029826	0.2651	0.39581
16	0.002667	0.0237	0.490576
17	-0.080499	-0.7155	0.238209
18	0.009023	0.0802	0.468141
19	0.05463	0.4856	0.314311
20	0.118747	1.0554	0.147219
21	0.034358	0.3054	0.38044
22	-0.037216	-0.3308	0.370841
23	-0.113237	-1.0065	0.15863
24	-0.130305	-1.1582	0.12514
25	-0.027219	-0.2419	0.40473
26	0.063302	0.5626	0.287638
27	0.136811	1.216	0.113802
28	0.054645	0.4857	0.314263
29	-0.067264	-0.5979	0.275823
30	-0.162045	-1.4403	0.076869
31	-0.083889	-0.7456	0.229055
32	0.082097	0.7297	0.233869
33	0.193576	1.7205	0.044625
34	0.091426	0.8126	0.209442
35	-0.089911	-0.7991	0.213302
36	-0.166656	-1.4813	0.071256
37	-0.087501	-0.7777	0.219527
38	0.033596	0.2986	0.383013
39	0.102134	0.9078	0.183376
40	0.084816	0.7539	0.226586
41	0.036923	0.3282	0.371822
42	-0.017615	-0.1566	0.437993
43	-0.039104	-0.3476	0.364544
44	-0.070461	-0.6263	0.266471
45	-0.01696	-0.1507	0.440279
46	0.050604	0.4498	0.327052
47	0.09696	0.8618	0.195703
48	0.016268	0.1446	0.4427

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.458252	4.073	5.5e-05
2	-0.490776	-4.3621	1.9e-05
3	-0.387758	-3.4465	0.000456
4	-0.146977	-1.3064	0.09761
5	-0.029939	-0.2661	0.395426
6	-0.209889	-1.8655	0.03291
7	-0.106947	-0.9506	0.172361
8	0.070701	0.6284	0.265775
9	-0.016948	-0.1506	0.440324
10	0.073908	0.6569	0.256575
11	0.067758	0.6022	0.274368
12	-0.121503	-1.0799	0.141726
13	0.171577	1.525	0.065626
14	0.078255	0.6955	0.244378
15	-0.1991	-1.7696	0.040323
16	-0.046776	-0.4158	0.339358
17	-0.077153	-0.6857	0.247439
18	0.039112	0.3476	0.36452
19	-0.17629	-1.5669	0.060568
20	0.116936	1.0393	0.150907
21	-0.117568	-1.045	0.149613
22	0.089097	0.7919	0.215392
23	-0.023477	-0.2087	0.417621
24	-0.143128	-1.2721	0.103527
25	0.097275	0.8646	0.194937
26	0.025581	0.2274	0.410361
27	0.005108	0.0454	0.48195
28	-0.17534	-1.5585	0.061562
29	-0.042393	-0.3768	0.353666
30	-0.117314	-1.0427	0.150132
31	-0.022537	-0.2003	0.420874
32	0.054492	0.4843	0.314744
33	-0.015264	-0.1357	0.446213
34	-0.09438	-0.8389	0.202038
35	0.078025	0.6935	0.245016
36	-0.07192	-0.6392	0.262258
37	0.093489	0.8309	0.204254
38	-0.103354	-0.9186	0.180542
39	0.093599	0.8319	0.203979
40	-0.087187	-0.7749	0.220346
41	0.040701	0.3618	0.359249
42	-0.037003	-0.3289	0.371554
43	-0.056547	-0.5026	0.308323
44	0.04708	0.4185	0.338373
45	0.022308	0.1983	0.421668
46	0.083825	0.7451	0.229226
47	-0.046204	-0.4107	0.341214
48	-0.010013	-0.089	0.464655

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.458252 & 4.073 & 5.5e-05 \tabularnewline
2 & -0.490776 & -4.3621 & 1.9e-05 \tabularnewline
3 & -0.387758 & -3.4465 & 0.000456 \tabularnewline
4 & -0.146977 & -1.3064 & 0.09761 \tabularnewline
5 & -0.029939 & -0.2661 & 0.395426 \tabularnewline
6 & -0.209889 & -1.8655 & 0.03291 \tabularnewline
7 & -0.106947 & -0.9506 & 0.172361 \tabularnewline
8 & 0.070701 & 0.6284 & 0.265775 \tabularnewline
9 & -0.016948 & -0.1506 & 0.440324 \tabularnewline
10 & 0.073908 & 0.6569 & 0.256575 \tabularnewline
11 & 0.067758 & 0.6022 & 0.274368 \tabularnewline
12 & -0.121503 & -1.0799 & 0.141726 \tabularnewline
13 & 0.171577 & 1.525 & 0.065626 \tabularnewline
14 & 0.078255 & 0.6955 & 0.244378 \tabularnewline
15 & -0.1991 & -1.7696 & 0.040323 \tabularnewline
16 & -0.046776 & -0.4158 & 0.339358 \tabularnewline
17 & -0.077153 & -0.6857 & 0.247439 \tabularnewline
18 & 0.039112 & 0.3476 & 0.36452 \tabularnewline
19 & -0.17629 & -1.5669 & 0.060568 \tabularnewline
20 & 0.116936 & 1.0393 & 0.150907 \tabularnewline
21 & -0.117568 & -1.045 & 0.149613 \tabularnewline
22 & 0.089097 & 0.7919 & 0.215392 \tabularnewline
23 & -0.023477 & -0.2087 & 0.417621 \tabularnewline
24 & -0.143128 & -1.2721 & 0.103527 \tabularnewline
25 & 0.097275 & 0.8646 & 0.194937 \tabularnewline
26 & 0.025581 & 0.2274 & 0.410361 \tabularnewline
27 & 0.005108 & 0.0454 & 0.48195 \tabularnewline
28 & -0.17534 & -1.5585 & 0.061562 \tabularnewline
29 & -0.042393 & -0.3768 & 0.353666 \tabularnewline
30 & -0.117314 & -1.0427 & 0.150132 \tabularnewline
31 & -0.022537 & -0.2003 & 0.420874 \tabularnewline
32 & 0.054492 & 0.4843 & 0.314744 \tabularnewline
33 & -0.015264 & -0.1357 & 0.446213 \tabularnewline
34 & -0.09438 & -0.8389 & 0.202038 \tabularnewline
35 & 0.078025 & 0.6935 & 0.245016 \tabularnewline
36 & -0.07192 & -0.6392 & 0.262258 \tabularnewline
37 & 0.093489 & 0.8309 & 0.204254 \tabularnewline
38 & -0.103354 & -0.9186 & 0.180542 \tabularnewline
39 & 0.093599 & 0.8319 & 0.203979 \tabularnewline
40 & -0.087187 & -0.7749 & 0.220346 \tabularnewline
41 & 0.040701 & 0.3618 & 0.359249 \tabularnewline
42 & -0.037003 & -0.3289 & 0.371554 \tabularnewline
43 & -0.056547 & -0.5026 & 0.308323 \tabularnewline
44 & 0.04708 & 0.4185 & 0.338373 \tabularnewline
45 & 0.022308 & 0.1983 & 0.421668 \tabularnewline
46 & 0.083825 & 0.7451 & 0.229226 \tabularnewline
47 & -0.046204 & -0.4107 & 0.341214 \tabularnewline
48 & -0.010013 & -0.089 & 0.464655 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31741&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]0.458252[/C][C]4.073[/C][C]5.5e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.490776[/C][C]-4.3621[/C][C]1.9e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.387758[/C][C]-3.4465[/C][C]0.000456[/C][/ROW]
[ROW][C]4[/C][C]-0.146977[/C][C]-1.3064[/C][C]0.09761[/C][/ROW]
[ROW][C]5[/C][C]-0.029939[/C][C]-0.2661[/C][C]0.395426[/C][/ROW]
[ROW][C]6[/C][C]-0.209889[/C][C]-1.8655[/C][C]0.03291[/C][/ROW]
[ROW][C]7[/C][C]-0.106947[/C][C]-0.9506[/C][C]0.172361[/C][/ROW]
[ROW][C]8[/C][C]0.070701[/C][C]0.6284[/C][C]0.265775[/C][/ROW]
[ROW][C]9[/C][C]-0.016948[/C][C]-0.1506[/C][C]0.440324[/C][/ROW]
[ROW][C]10[/C][C]0.073908[/C][C]0.6569[/C][C]0.256575[/C][/ROW]
[ROW][C]11[/C][C]0.067758[/C][C]0.6022[/C][C]0.274368[/C][/ROW]
[ROW][C]12[/C][C]-0.121503[/C][C]-1.0799[/C][C]0.141726[/C][/ROW]
[ROW][C]13[/C][C]0.171577[/C][C]1.525[/C][C]0.065626[/C][/ROW]
[ROW][C]14[/C][C]0.078255[/C][C]0.6955[/C][C]0.244378[/C][/ROW]
[ROW][C]15[/C][C]-0.1991[/C][C]-1.7696[/C][C]0.040323[/C][/ROW]
[ROW][C]16[/C][C]-0.046776[/C][C]-0.4158[/C][C]0.339358[/C][/ROW]
[ROW][C]17[/C][C]-0.077153[/C][C]-0.6857[/C][C]0.247439[/C][/ROW]
[ROW][C]18[/C][C]0.039112[/C][C]0.3476[/C][C]0.36452[/C][/ROW]
[ROW][C]19[/C][C]-0.17629[/C][C]-1.5669[/C][C]0.060568[/C][/ROW]
[ROW][C]20[/C][C]0.116936[/C][C]1.0393[/C][C]0.150907[/C][/ROW]
[ROW][C]21[/C][C]-0.117568[/C][C]-1.045[/C][C]0.149613[/C][/ROW]
[ROW][C]22[/C][C]0.089097[/C][C]0.7919[/C][C]0.215392[/C][/ROW]
[ROW][C]23[/C][C]-0.023477[/C][C]-0.2087[/C][C]0.417621[/C][/ROW]
[ROW][C]24[/C][C]-0.143128[/C][C]-1.2721[/C][C]0.103527[/C][/ROW]
[ROW][C]25[/C][C]0.097275[/C][C]0.8646[/C][C]0.194937[/C][/ROW]
[ROW][C]26[/C][C]0.025581[/C][C]0.2274[/C][C]0.410361[/C][/ROW]
[ROW][C]27[/C][C]0.005108[/C][C]0.0454[/C][C]0.48195[/C][/ROW]
[ROW][C]28[/C][C]-0.17534[/C][C]-1.5585[/C][C]0.061562[/C][/ROW]
[ROW][C]29[/C][C]-0.042393[/C][C]-0.3768[/C][C]0.353666[/C][/ROW]
[ROW][C]30[/C][C]-0.117314[/C][C]-1.0427[/C][C]0.150132[/C][/ROW]
[ROW][C]31[/C][C]-0.022537[/C][C]-0.2003[/C][C]0.420874[/C][/ROW]
[ROW][C]32[/C][C]0.054492[/C][C]0.4843[/C][C]0.314744[/C][/ROW]
[ROW][C]33[/C][C]-0.015264[/C][C]-0.1357[/C][C]0.446213[/C][/ROW]
[ROW][C]34[/C][C]-0.09438[/C][C]-0.8389[/C][C]0.202038[/C][/ROW]
[ROW][C]35[/C][C]0.078025[/C][C]0.6935[/C][C]0.245016[/C][/ROW]
[ROW][C]36[/C][C]-0.07192[/C][C]-0.6392[/C][C]0.262258[/C][/ROW]
[ROW][C]37[/C][C]0.093489[/C][C]0.8309[/C][C]0.204254[/C][/ROW]
[ROW][C]38[/C][C]-0.103354[/C][C]-0.9186[/C][C]0.180542[/C][/ROW]
[ROW][C]39[/C][C]0.093599[/C][C]0.8319[/C][C]0.203979[/C][/ROW]
[ROW][C]40[/C][C]-0.087187[/C][C]-0.7749[/C][C]0.220346[/C][/ROW]
[ROW][C]41[/C][C]0.040701[/C][C]0.3618[/C][C]0.359249[/C][/ROW]
[ROW][C]42[/C][C]-0.037003[/C][C]-0.3289[/C][C]0.371554[/C][/ROW]
[ROW][C]43[/C][C]-0.056547[/C][C]-0.5026[/C][C]0.308323[/C][/ROW]
[ROW][C]44[/C][C]0.04708[/C][C]0.4185[/C][C]0.338373[/C][/ROW]
[ROW][C]45[/C][C]0.022308[/C][C]0.1983[/C][C]0.421668[/C][/ROW]
[ROW][C]46[/C][C]0.083825[/C][C]0.7451[/C][C]0.229226[/C][/ROW]
[ROW][C]47[/C][C]-0.046204[/C][C]-0.4107[/C][C]0.341214[/C][/ROW]
[ROW][C]48[/C][C]-0.010013[/C][C]-0.089[/C][C]0.464655[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31741&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31741&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	0.458252	4.073	5.5e-05
2	-0.490776	-4.3621	1.9e-05
3	-0.387758	-3.4465	0.000456
4	-0.146977	-1.3064	0.09761
5	-0.029939	-0.2661	0.395426
6	-0.209889	-1.8655	0.03291
7	-0.106947	-0.9506	0.172361
8	0.070701	0.6284	0.265775
9	-0.016948	-0.1506	0.440324
10	0.073908	0.6569	0.256575
11	0.067758	0.6022	0.274368
12	-0.121503	-1.0799	0.141726
13	0.171577	1.525	0.065626
14	0.078255	0.6955	0.244378
15	-0.1991	-1.7696	0.040323
16	-0.046776	-0.4158	0.339358
17	-0.077153	-0.6857	0.247439
18	0.039112	0.3476	0.36452
19	-0.17629	-1.5669	0.060568
20	0.116936	1.0393	0.150907
21	-0.117568	-1.045	0.149613
22	0.089097	0.7919	0.215392
23	-0.023477	-0.2087	0.417621
24	-0.143128	-1.2721	0.103527
25	0.097275	0.8646	0.194937
26	0.025581	0.2274	0.410361
27	0.005108	0.0454	0.48195
28	-0.17534	-1.5585	0.061562
29	-0.042393	-0.3768	0.353666
30	-0.117314	-1.0427	0.150132
31	-0.022537	-0.2003	0.420874
32	0.054492	0.4843	0.314744
33	-0.015264	-0.1357	0.446213
34	-0.09438	-0.8389	0.202038
35	0.078025	0.6935	0.245016
36	-0.07192	-0.6392	0.262258
37	0.093489	0.8309	0.204254
38	-0.103354	-0.9186	0.180542
39	0.093599	0.8319	0.203979
40	-0.087187	-0.7749	0.220346
41	0.040701	0.3618	0.359249
42	-0.037003	-0.3289	0.371554
43	-0.056547	-0.5026	0.308323
44	0.04708	0.4185	0.338373
45	0.022308	0.1983	0.421668
46	0.083825	0.7451	0.229226
47	-0.046204	-0.4107	0.341214
48	-0.010013	-0.089	0.464655

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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