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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 09 Dec 2009 02:55:24 -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/2009/Dec/09/t126035259460w2huw91ht7vxe.htm/, Retrieved Mon, 29 Apr 2024 16:16:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64900, Retrieved Mon, 29 Apr 2024 16:16:29 +0000

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No (this computation is public)

User-defined keywords

KDGP2W21

Estimated Impact

126

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

-       [(Partial) Autocorrelation Function] [] [2009-12-09 09:55:24] [4ed6a647410123598b51b3bdc215cd7e] [Current]

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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64900&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64900&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64900&T=0

As an alternative you can also use a QR Code:

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

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

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.945419	10.862	0
2	0.881221	10.1245	0
3	0.81083	9.3157	0
4	0.744749	8.5565	0
5	0.677645	7.7855	0
6	0.612952	7.0423	0
7	0.543052	6.2392	0
8	0.473921	5.4449	0
9	0.420191	4.8276	2e-06
10	0.383522	4.4063	1.1e-05
11	0.355912	4.0891	3.7e-05
12	0.329438	3.7849	0.000116
13	0.307831	3.5367	0.00028
14	0.282325	3.2437	0.000747
15	0.254412	2.923	0.00204
16	0.233362	2.6811	0.004137
17	0.209987	2.4126	0.008607
18	0.19314	2.219	0.014097
19	0.177872	2.0436	0.021492
20	0.167582	1.9254	0.028167
21	0.160868	1.8482	0.033403
22	0.159874	1.8368	0.034243
23	0.159825	1.8363	0.034285
24	0.159325	1.8305	0.034715
25	0.160912	1.8487	0.033367
26	0.161109	1.851	0.033202
27	0.149292	1.7152	0.044324
28	0.127272	1.4622	0.073025
29	0.100811	1.1582	0.12443
30	0.068386	0.7857	0.216728
31	0.03184	0.3658	0.357543
32	-0.003405	-0.0391	0.484427
33	-0.036769	-0.4224	0.336694
34	-0.067706	-0.7779	0.219016
35	-0.098314	-1.1295	0.130358
36	-0.128431	-1.4756	0.071221
37	-0.166675	-1.9149	0.028831
38	-0.20083	-2.3074	0.011296
39	-0.225336	-2.5889	0.005354
40	-0.250064	-2.873	0.00237
41	-0.27685	-3.1808	0.000916
42	-0.297125	-3.4137	0.000426
43	-0.317722	-3.6504	0.000188
44	-0.336605	-3.8673	8.6e-05
45	-0.353898	-4.066	4.1e-05
46	-0.367828	-4.226	2.2e-05
47	-0.372605	-4.2809	1.8e-05
48	-0.374836	-4.3065	1.6e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.945419 & 10.862 & 0 \tabularnewline
2 & 0.881221 & 10.1245 & 0 \tabularnewline
3 & 0.81083 & 9.3157 & 0 \tabularnewline
4 & 0.744749 & 8.5565 & 0 \tabularnewline
5 & 0.677645 & 7.7855 & 0 \tabularnewline
6 & 0.612952 & 7.0423 & 0 \tabularnewline
7 & 0.543052 & 6.2392 & 0 \tabularnewline
8 & 0.473921 & 5.4449 & 0 \tabularnewline
9 & 0.420191 & 4.8276 & 2e-06 \tabularnewline
10 & 0.383522 & 4.4063 & 1.1e-05 \tabularnewline
11 & 0.355912 & 4.0891 & 3.7e-05 \tabularnewline
12 & 0.329438 & 3.7849 & 0.000116 \tabularnewline
13 & 0.307831 & 3.5367 & 0.00028 \tabularnewline
14 & 0.282325 & 3.2437 & 0.000747 \tabularnewline
15 & 0.254412 & 2.923 & 0.00204 \tabularnewline
16 & 0.233362 & 2.6811 & 0.004137 \tabularnewline
17 & 0.209987 & 2.4126 & 0.008607 \tabularnewline
18 & 0.19314 & 2.219 & 0.014097 \tabularnewline
19 & 0.177872 & 2.0436 & 0.021492 \tabularnewline
20 & 0.167582 & 1.9254 & 0.028167 \tabularnewline
21 & 0.160868 & 1.8482 & 0.033403 \tabularnewline
22 & 0.159874 & 1.8368 & 0.034243 \tabularnewline
23 & 0.159825 & 1.8363 & 0.034285 \tabularnewline
24 & 0.159325 & 1.8305 & 0.034715 \tabularnewline
25 & 0.160912 & 1.8487 & 0.033367 \tabularnewline
26 & 0.161109 & 1.851 & 0.033202 \tabularnewline
27 & 0.149292 & 1.7152 & 0.044324 \tabularnewline
28 & 0.127272 & 1.4622 & 0.073025 \tabularnewline
29 & 0.100811 & 1.1582 & 0.12443 \tabularnewline
30 & 0.068386 & 0.7857 & 0.216728 \tabularnewline
31 & 0.03184 & 0.3658 & 0.357543 \tabularnewline
32 & -0.003405 & -0.0391 & 0.484427 \tabularnewline
33 & -0.036769 & -0.4224 & 0.336694 \tabularnewline
34 & -0.067706 & -0.7779 & 0.219016 \tabularnewline
35 & -0.098314 & -1.1295 & 0.130358 \tabularnewline
36 & -0.128431 & -1.4756 & 0.071221 \tabularnewline
37 & -0.166675 & -1.9149 & 0.028831 \tabularnewline
38 & -0.20083 & -2.3074 & 0.011296 \tabularnewline
39 & -0.225336 & -2.5889 & 0.005354 \tabularnewline
40 & -0.250064 & -2.873 & 0.00237 \tabularnewline
41 & -0.27685 & -3.1808 & 0.000916 \tabularnewline
42 & -0.297125 & -3.4137 & 0.000426 \tabularnewline
43 & -0.317722 & -3.6504 & 0.000188 \tabularnewline
44 & -0.336605 & -3.8673 & 8.6e-05 \tabularnewline
45 & -0.353898 & -4.066 & 4.1e-05 \tabularnewline
46 & -0.367828 & -4.226 & 2.2e-05 \tabularnewline
47 & -0.372605 & -4.2809 & 1.8e-05 \tabularnewline
48 & -0.374836 & -4.3065 & 1.6e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64900&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]0.945419[/C][C]10.862[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.881221[/C][C]10.1245[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.81083[/C][C]9.3157[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.744749[/C][C]8.5565[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.677645[/C][C]7.7855[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.612952[/C][C]7.0423[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.543052[/C][C]6.2392[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.473921[/C][C]5.4449[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.420191[/C][C]4.8276[/C][C]2e-06[/C][/ROW]
[ROW][C]10[/C][C]0.383522[/C][C]4.4063[/C][C]1.1e-05[/C][/ROW]
[ROW][C]11[/C][C]0.355912[/C][C]4.0891[/C][C]3.7e-05[/C][/ROW]
[ROW][C]12[/C][C]0.329438[/C][C]3.7849[/C][C]0.000116[/C][/ROW]
[ROW][C]13[/C][C]0.307831[/C][C]3.5367[/C][C]0.00028[/C][/ROW]
[ROW][C]14[/C][C]0.282325[/C][C]3.2437[/C][C]0.000747[/C][/ROW]
[ROW][C]15[/C][C]0.254412[/C][C]2.923[/C][C]0.00204[/C][/ROW]
[ROW][C]16[/C][C]0.233362[/C][C]2.6811[/C][C]0.004137[/C][/ROW]
[ROW][C]17[/C][C]0.209987[/C][C]2.4126[/C][C]0.008607[/C][/ROW]
[ROW][C]18[/C][C]0.19314[/C][C]2.219[/C][C]0.014097[/C][/ROW]
[ROW][C]19[/C][C]0.177872[/C][C]2.0436[/C][C]0.021492[/C][/ROW]
[ROW][C]20[/C][C]0.167582[/C][C]1.9254[/C][C]0.028167[/C][/ROW]
[ROW][C]21[/C][C]0.160868[/C][C]1.8482[/C][C]0.033403[/C][/ROW]
[ROW][C]22[/C][C]0.159874[/C][C]1.8368[/C][C]0.034243[/C][/ROW]
[ROW][C]23[/C][C]0.159825[/C][C]1.8363[/C][C]0.034285[/C][/ROW]
[ROW][C]24[/C][C]0.159325[/C][C]1.8305[/C][C]0.034715[/C][/ROW]
[ROW][C]25[/C][C]0.160912[/C][C]1.8487[/C][C]0.033367[/C][/ROW]
[ROW][C]26[/C][C]0.161109[/C][C]1.851[/C][C]0.033202[/C][/ROW]
[ROW][C]27[/C][C]0.149292[/C][C]1.7152[/C][C]0.044324[/C][/ROW]
[ROW][C]28[/C][C]0.127272[/C][C]1.4622[/C][C]0.073025[/C][/ROW]
[ROW][C]29[/C][C]0.100811[/C][C]1.1582[/C][C]0.12443[/C][/ROW]
[ROW][C]30[/C][C]0.068386[/C][C]0.7857[/C][C]0.216728[/C][/ROW]
[ROW][C]31[/C][C]0.03184[/C][C]0.3658[/C][C]0.357543[/C][/ROW]
[ROW][C]32[/C][C]-0.003405[/C][C]-0.0391[/C][C]0.484427[/C][/ROW]
[ROW][C]33[/C][C]-0.036769[/C][C]-0.4224[/C][C]0.336694[/C][/ROW]
[ROW][C]34[/C][C]-0.067706[/C][C]-0.7779[/C][C]0.219016[/C][/ROW]
[ROW][C]35[/C][C]-0.098314[/C][C]-1.1295[/C][C]0.130358[/C][/ROW]
[ROW][C]36[/C][C]-0.128431[/C][C]-1.4756[/C][C]0.071221[/C][/ROW]
[ROW][C]37[/C][C]-0.166675[/C][C]-1.9149[/C][C]0.028831[/C][/ROW]
[ROW][C]38[/C][C]-0.20083[/C][C]-2.3074[/C][C]0.011296[/C][/ROW]
[ROW][C]39[/C][C]-0.225336[/C][C]-2.5889[/C][C]0.005354[/C][/ROW]
[ROW][C]40[/C][C]-0.250064[/C][C]-2.873[/C][C]0.00237[/C][/ROW]
[ROW][C]41[/C][C]-0.27685[/C][C]-3.1808[/C][C]0.000916[/C][/ROW]
[ROW][C]42[/C][C]-0.297125[/C][C]-3.4137[/C][C]0.000426[/C][/ROW]
[ROW][C]43[/C][C]-0.317722[/C][C]-3.6504[/C][C]0.000188[/C][/ROW]
[ROW][C]44[/C][C]-0.336605[/C][C]-3.8673[/C][C]8.6e-05[/C][/ROW]
[ROW][C]45[/C][C]-0.353898[/C][C]-4.066[/C][C]4.1e-05[/C][/ROW]
[ROW][C]46[/C][C]-0.367828[/C][C]-4.226[/C][C]2.2e-05[/C][/ROW]
[ROW][C]47[/C][C]-0.372605[/C][C]-4.2809[/C][C]1.8e-05[/C][/ROW]
[ROW][C]48[/C][C]-0.374836[/C][C]-4.3065[/C][C]1.6e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64900&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64900&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	0.945419	10.862	0
2	0.881221	10.1245	0
3	0.81083	9.3157	0
4	0.744749	8.5565	0
5	0.677645	7.7855	0
6	0.612952	7.0423	0
7	0.543052	6.2392	0
8	0.473921	5.4449	0
9	0.420191	4.8276	2e-06
10	0.383522	4.4063	1.1e-05
11	0.355912	4.0891	3.7e-05
12	0.329438	3.7849	0.000116
13	0.307831	3.5367	0.00028
14	0.282325	3.2437	0.000747
15	0.254412	2.923	0.00204
16	0.233362	2.6811	0.004137
17	0.209987	2.4126	0.008607
18	0.19314	2.219	0.014097
19	0.177872	2.0436	0.021492
20	0.167582	1.9254	0.028167
21	0.160868	1.8482	0.033403
22	0.159874	1.8368	0.034243
23	0.159825	1.8363	0.034285
24	0.159325	1.8305	0.034715
25	0.160912	1.8487	0.033367
26	0.161109	1.851	0.033202
27	0.149292	1.7152	0.044324
28	0.127272	1.4622	0.073025
29	0.100811	1.1582	0.12443
30	0.068386	0.7857	0.216728
31	0.03184	0.3658	0.357543
32	-0.003405	-0.0391	0.484427
33	-0.036769	-0.4224	0.336694
34	-0.067706	-0.7779	0.219016
35	-0.098314	-1.1295	0.130358
36	-0.128431	-1.4756	0.071221
37	-0.166675	-1.9149	0.028831
38	-0.20083	-2.3074	0.011296
39	-0.225336	-2.5889	0.005354
40	-0.250064	-2.873	0.00237
41	-0.27685	-3.1808	0.000916
42	-0.297125	-3.4137	0.000426
43	-0.317722	-3.6504	0.000188
44	-0.336605	-3.8673	8.6e-05
45	-0.353898	-4.066	4.1e-05
46	-0.367828	-4.226	2.2e-05
47	-0.372605	-4.2809	1.8e-05
48	-0.374836	-4.3065	1.6e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.945419	10.862	0
2	-0.118635	-1.363	0.0876
3	-0.085691	-0.9845	0.163333
4	0.011281	0.1296	0.448538
5	-0.052168	-0.5994	0.274978
6	-0.019737	-0.2268	0.410478
7	-0.090613	-1.0411	0.149875
8	-0.033279	-0.3823	0.35141
9	0.108889	1.251	0.106566
10	0.098699	1.134	0.129432
11	0.021952	0.2522	0.400637
12	-0.032651	-0.3751	0.354083
13	0.024807	0.285	0.388042
14	-0.060962	-0.7004	0.242456
15	-0.061414	-0.7056	0.240842
16	0.03806	0.4373	0.331315
17	-0.047574	-0.5466	0.292792
18	0.075012	0.8618	0.195174
19	0.022982	0.264	0.396081
20	0.033478	0.3846	0.350563
21	0.039534	0.4542	0.32521
22	0.025332	0.291	0.385739
23	-0.0185	-0.2125	0.416003
24	-0.025759	-0.2959	0.383868
25	0.020354	0.2338	0.407734
26	-0.014879	-0.1709	0.432263
27	-0.113074	-1.2991	0.098084
28	-0.066602	-0.7652	0.222758
29	-0.024551	-0.2821	0.389164
30	-0.040359	-0.4637	0.321815
31	-0.043944	-0.5049	0.307244
32	-0.01095	-0.1258	0.450038
33	0.015663	0.18	0.428732
34	0.004329	0.0497	0.480206
35	-0.048182	-0.5536	0.290404
36	-0.071421	-0.8206	0.206686
37	-0.136887	-1.5727	0.059089
38	-0.012125	-0.1393	0.44471
39	0.035776	0.411	0.340856
40	-0.06304	-0.7243	0.235088
41	-0.038875	-0.4466	0.327932
42	0.055554	0.6383	0.262203
43	-0.025158	-0.289	0.386502
44	-0.037763	-0.4339	0.332547
45	-0.072232	-0.8299	0.204051
46	-0.044681	-0.5133	0.304285
47	0.057045	0.6554	0.256678
48	-0.029287	-0.3365	0.368523

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.945419 & 10.862 & 0 \tabularnewline
2 & -0.118635 & -1.363 & 0.0876 \tabularnewline
3 & -0.085691 & -0.9845 & 0.163333 \tabularnewline
4 & 0.011281 & 0.1296 & 0.448538 \tabularnewline
5 & -0.052168 & -0.5994 & 0.274978 \tabularnewline
6 & -0.019737 & -0.2268 & 0.410478 \tabularnewline
7 & -0.090613 & -1.0411 & 0.149875 \tabularnewline
8 & -0.033279 & -0.3823 & 0.35141 \tabularnewline
9 & 0.108889 & 1.251 & 0.106566 \tabularnewline
10 & 0.098699 & 1.134 & 0.129432 \tabularnewline
11 & 0.021952 & 0.2522 & 0.400637 \tabularnewline
12 & -0.032651 & -0.3751 & 0.354083 \tabularnewline
13 & 0.024807 & 0.285 & 0.388042 \tabularnewline
14 & -0.060962 & -0.7004 & 0.242456 \tabularnewline
15 & -0.061414 & -0.7056 & 0.240842 \tabularnewline
16 & 0.03806 & 0.4373 & 0.331315 \tabularnewline
17 & -0.047574 & -0.5466 & 0.292792 \tabularnewline
18 & 0.075012 & 0.8618 & 0.195174 \tabularnewline
19 & 0.022982 & 0.264 & 0.396081 \tabularnewline
20 & 0.033478 & 0.3846 & 0.350563 \tabularnewline
21 & 0.039534 & 0.4542 & 0.32521 \tabularnewline
22 & 0.025332 & 0.291 & 0.385739 \tabularnewline
23 & -0.0185 & -0.2125 & 0.416003 \tabularnewline
24 & -0.025759 & -0.2959 & 0.383868 \tabularnewline
25 & 0.020354 & 0.2338 & 0.407734 \tabularnewline
26 & -0.014879 & -0.1709 & 0.432263 \tabularnewline
27 & -0.113074 & -1.2991 & 0.098084 \tabularnewline
28 & -0.066602 & -0.7652 & 0.222758 \tabularnewline
29 & -0.024551 & -0.2821 & 0.389164 \tabularnewline
30 & -0.040359 & -0.4637 & 0.321815 \tabularnewline
31 & -0.043944 & -0.5049 & 0.307244 \tabularnewline
32 & -0.01095 & -0.1258 & 0.450038 \tabularnewline
33 & 0.015663 & 0.18 & 0.428732 \tabularnewline
34 & 0.004329 & 0.0497 & 0.480206 \tabularnewline
35 & -0.048182 & -0.5536 & 0.290404 \tabularnewline
36 & -0.071421 & -0.8206 & 0.206686 \tabularnewline
37 & -0.136887 & -1.5727 & 0.059089 \tabularnewline
38 & -0.012125 & -0.1393 & 0.44471 \tabularnewline
39 & 0.035776 & 0.411 & 0.340856 \tabularnewline
40 & -0.06304 & -0.7243 & 0.235088 \tabularnewline
41 & -0.038875 & -0.4466 & 0.327932 \tabularnewline
42 & 0.055554 & 0.6383 & 0.262203 \tabularnewline
43 & -0.025158 & -0.289 & 0.386502 \tabularnewline
44 & -0.037763 & -0.4339 & 0.332547 \tabularnewline
45 & -0.072232 & -0.8299 & 0.204051 \tabularnewline
46 & -0.044681 & -0.5133 & 0.304285 \tabularnewline
47 & 0.057045 & 0.6554 & 0.256678 \tabularnewline
48 & -0.029287 & -0.3365 & 0.368523 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64900&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]0.945419[/C][C]10.862[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.118635[/C][C]-1.363[/C][C]0.0876[/C][/ROW]
[ROW][C]3[/C][C]-0.085691[/C][C]-0.9845[/C][C]0.163333[/C][/ROW]
[ROW][C]4[/C][C]0.011281[/C][C]0.1296[/C][C]0.448538[/C][/ROW]
[ROW][C]5[/C][C]-0.052168[/C][C]-0.5994[/C][C]0.274978[/C][/ROW]
[ROW][C]6[/C][C]-0.019737[/C][C]-0.2268[/C][C]0.410478[/C][/ROW]
[ROW][C]7[/C][C]-0.090613[/C][C]-1.0411[/C][C]0.149875[/C][/ROW]
[ROW][C]8[/C][C]-0.033279[/C][C]-0.3823[/C][C]0.35141[/C][/ROW]
[ROW][C]9[/C][C]0.108889[/C][C]1.251[/C][C]0.106566[/C][/ROW]
[ROW][C]10[/C][C]0.098699[/C][C]1.134[/C][C]0.129432[/C][/ROW]
[ROW][C]11[/C][C]0.021952[/C][C]0.2522[/C][C]0.400637[/C][/ROW]
[ROW][C]12[/C][C]-0.032651[/C][C]-0.3751[/C][C]0.354083[/C][/ROW]
[ROW][C]13[/C][C]0.024807[/C][C]0.285[/C][C]0.388042[/C][/ROW]
[ROW][C]14[/C][C]-0.060962[/C][C]-0.7004[/C][C]0.242456[/C][/ROW]
[ROW][C]15[/C][C]-0.061414[/C][C]-0.7056[/C][C]0.240842[/C][/ROW]
[ROW][C]16[/C][C]0.03806[/C][C]0.4373[/C][C]0.331315[/C][/ROW]
[ROW][C]17[/C][C]-0.047574[/C][C]-0.5466[/C][C]0.292792[/C][/ROW]
[ROW][C]18[/C][C]0.075012[/C][C]0.8618[/C][C]0.195174[/C][/ROW]
[ROW][C]19[/C][C]0.022982[/C][C]0.264[/C][C]0.396081[/C][/ROW]
[ROW][C]20[/C][C]0.033478[/C][C]0.3846[/C][C]0.350563[/C][/ROW]
[ROW][C]21[/C][C]0.039534[/C][C]0.4542[/C][C]0.32521[/C][/ROW]
[ROW][C]22[/C][C]0.025332[/C][C]0.291[/C][C]0.385739[/C][/ROW]
[ROW][C]23[/C][C]-0.0185[/C][C]-0.2125[/C][C]0.416003[/C][/ROW]
[ROW][C]24[/C][C]-0.025759[/C][C]-0.2959[/C][C]0.383868[/C][/ROW]
[ROW][C]25[/C][C]0.020354[/C][C]0.2338[/C][C]0.407734[/C][/ROW]
[ROW][C]26[/C][C]-0.014879[/C][C]-0.1709[/C][C]0.432263[/C][/ROW]
[ROW][C]27[/C][C]-0.113074[/C][C]-1.2991[/C][C]0.098084[/C][/ROW]
[ROW][C]28[/C][C]-0.066602[/C][C]-0.7652[/C][C]0.222758[/C][/ROW]
[ROW][C]29[/C][C]-0.024551[/C][C]-0.2821[/C][C]0.389164[/C][/ROW]
[ROW][C]30[/C][C]-0.040359[/C][C]-0.4637[/C][C]0.321815[/C][/ROW]
[ROW][C]31[/C][C]-0.043944[/C][C]-0.5049[/C][C]0.307244[/C][/ROW]
[ROW][C]32[/C][C]-0.01095[/C][C]-0.1258[/C][C]0.450038[/C][/ROW]
[ROW][C]33[/C][C]0.015663[/C][C]0.18[/C][C]0.428732[/C][/ROW]
[ROW][C]34[/C][C]0.004329[/C][C]0.0497[/C][C]0.480206[/C][/ROW]
[ROW][C]35[/C][C]-0.048182[/C][C]-0.5536[/C][C]0.290404[/C][/ROW]
[ROW][C]36[/C][C]-0.071421[/C][C]-0.8206[/C][C]0.206686[/C][/ROW]
[ROW][C]37[/C][C]-0.136887[/C][C]-1.5727[/C][C]0.059089[/C][/ROW]
[ROW][C]38[/C][C]-0.012125[/C][C]-0.1393[/C][C]0.44471[/C][/ROW]
[ROW][C]39[/C][C]0.035776[/C][C]0.411[/C][C]0.340856[/C][/ROW]
[ROW][C]40[/C][C]-0.06304[/C][C]-0.7243[/C][C]0.235088[/C][/ROW]
[ROW][C]41[/C][C]-0.038875[/C][C]-0.4466[/C][C]0.327932[/C][/ROW]
[ROW][C]42[/C][C]0.055554[/C][C]0.6383[/C][C]0.262203[/C][/ROW]
[ROW][C]43[/C][C]-0.025158[/C][C]-0.289[/C][C]0.386502[/C][/ROW]
[ROW][C]44[/C][C]-0.037763[/C][C]-0.4339[/C][C]0.332547[/C][/ROW]
[ROW][C]45[/C][C]-0.072232[/C][C]-0.8299[/C][C]0.204051[/C][/ROW]
[ROW][C]46[/C][C]-0.044681[/C][C]-0.5133[/C][C]0.304285[/C][/ROW]
[ROW][C]47[/C][C]0.057045[/C][C]0.6554[/C][C]0.256678[/C][/ROW]
[ROW][C]48[/C][C]-0.029287[/C][C]-0.3365[/C][C]0.368523[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64900&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64900&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	0.945419	10.862	0
2	-0.118635	-1.363	0.0876
3	-0.085691	-0.9845	0.163333
4	0.011281	0.1296	0.448538
5	-0.052168	-0.5994	0.274978
6	-0.019737	-0.2268	0.410478
7	-0.090613	-1.0411	0.149875
8	-0.033279	-0.3823	0.35141
9	0.108889	1.251	0.106566
10	0.098699	1.134	0.129432
11	0.021952	0.2522	0.400637
12	-0.032651	-0.3751	0.354083
13	0.024807	0.285	0.388042
14	-0.060962	-0.7004	0.242456
15	-0.061414	-0.7056	0.240842
16	0.03806	0.4373	0.331315
17	-0.047574	-0.5466	0.292792
18	0.075012	0.8618	0.195174
19	0.022982	0.264	0.396081
20	0.033478	0.3846	0.350563
21	0.039534	0.4542	0.32521
22	0.025332	0.291	0.385739
23	-0.0185	-0.2125	0.416003
24	-0.025759	-0.2959	0.383868
25	0.020354	0.2338	0.407734
26	-0.014879	-0.1709	0.432263
27	-0.113074	-1.2991	0.098084
28	-0.066602	-0.7652	0.222758
29	-0.024551	-0.2821	0.389164
30	-0.040359	-0.4637	0.321815
31	-0.043944	-0.5049	0.307244
32	-0.01095	-0.1258	0.450038
33	0.015663	0.18	0.428732
34	0.004329	0.0497	0.480206
35	-0.048182	-0.5536	0.290404
36	-0.071421	-0.8206	0.206686
37	-0.136887	-1.5727	0.059089
38	-0.012125	-0.1393	0.44471
39	0.035776	0.411	0.340856
40	-0.06304	-0.7243	0.235088
41	-0.038875	-0.4466	0.327932
42	0.055554	0.6383	0.262203
43	-0.025158	-0.289	0.386502
44	-0.037763	-0.4339	0.332547
45	-0.072232	-0.8299	0.204051
46	-0.044681	-0.5133	0.304285
47	0.057045	0.6554	0.256678
48	-0.029287	-0.3365	0.368523

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