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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 09 Dec 2009 23:25:57 -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/10/t1260426412nrj6i27l6m8fapx.htm/, Retrieved Tue, 23 Apr 2024 07:03:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65226, Retrieved Tue, 23 Apr 2024 07:03:15 +0000

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User-defined keywords

KDGP2W21

Estimated Impact

133

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-       [(Partial) Autocorrelation Function] [opgave 6bis oefen...] [2009-12-10 06:25:57] [712c3abbba27b8add982e356cd7e4c7f] [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	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=65226&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=65226&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65226&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	0.035892	0.4108	0.340945
2	0.194529	2.2265	0.013845
3	-0.023522	-0.2692	0.39409
4	-0.001252	-0.0143	0.494293
5	0.148478	1.6994	0.045808
6	0.058894	0.6741	0.250728
7	0.121537	1.391	0.083284
8	-0.042318	-0.4844	0.314472
9	0.006755	0.0773	0.469244
10	-0.009983	-0.1143	0.454605
11	0.009997	0.1144	0.454539
12	0.003785	0.0433	0.482755
13	0.019296	0.2209	0.412774
14	-0.056972	-0.6521	0.257749
15	-0.053859	-0.6164	0.269336
16	-0.051723	-0.592	0.277436
17	0.114508	1.3106	0.096142
18	0.066722	0.7637	0.223219
19	0.047388	0.5424	0.294239
20	0.123712	1.416	0.079581
21	-0.124521	-1.4252	0.078237
22	0.122821	1.4058	0.081082
23	-0.000996	-0.0114	0.495461
24	0.015604	0.1786	0.429263
25	-0.040111	-0.4591	0.323463
26	-0.041295	-0.4726	0.318625
27	0.082355	0.9426	0.173813
28	-0.013846	-0.1585	0.437162
29	0.050192	0.5745	0.283318
30	0.019355	0.2215	0.412515
31	-0.079778	-0.9131	0.181433
32	-0.039836	-0.4559	0.324594
33	-0.06601	-0.7555	0.225646
34	-0.013699	-0.1568	0.437823
35	-0.06397	-0.7322	0.232688
36	-0.017298	-0.198	0.421681
37	0.091917	1.052	0.14736
38	-0.065209	-0.7464	0.228396
39	0.066707	0.7635	0.223272
40	-0.011486	-0.1315	0.447805
41	-0.024091	-0.2757	0.391593
42	-0.034966	-0.4002	0.344831
43	-0.000245	-0.0028	0.498883
44	0.078899	0.903	0.184081
45	0.031225	0.3574	0.360689
46	0.090071	1.0309	0.152242
47	0.018077	0.2069	0.418203
48	-0.116572	-1.3342	0.092222

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.035892 & 0.4108 & 0.340945 \tabularnewline
2 & 0.194529 & 2.2265 & 0.013845 \tabularnewline
3 & -0.023522 & -0.2692 & 0.39409 \tabularnewline
4 & -0.001252 & -0.0143 & 0.494293 \tabularnewline
5 & 0.148478 & 1.6994 & 0.045808 \tabularnewline
6 & 0.058894 & 0.6741 & 0.250728 \tabularnewline
7 & 0.121537 & 1.391 & 0.083284 \tabularnewline
8 & -0.042318 & -0.4844 & 0.314472 \tabularnewline
9 & 0.006755 & 0.0773 & 0.469244 \tabularnewline
10 & -0.009983 & -0.1143 & 0.454605 \tabularnewline
11 & 0.009997 & 0.1144 & 0.454539 \tabularnewline
12 & 0.003785 & 0.0433 & 0.482755 \tabularnewline
13 & 0.019296 & 0.2209 & 0.412774 \tabularnewline
14 & -0.056972 & -0.6521 & 0.257749 \tabularnewline
15 & -0.053859 & -0.6164 & 0.269336 \tabularnewline
16 & -0.051723 & -0.592 & 0.277436 \tabularnewline
17 & 0.114508 & 1.3106 & 0.096142 \tabularnewline
18 & 0.066722 & 0.7637 & 0.223219 \tabularnewline
19 & 0.047388 & 0.5424 & 0.294239 \tabularnewline
20 & 0.123712 & 1.416 & 0.079581 \tabularnewline
21 & -0.124521 & -1.4252 & 0.078237 \tabularnewline
22 & 0.122821 & 1.4058 & 0.081082 \tabularnewline
23 & -0.000996 & -0.0114 & 0.495461 \tabularnewline
24 & 0.015604 & 0.1786 & 0.429263 \tabularnewline
25 & -0.040111 & -0.4591 & 0.323463 \tabularnewline
26 & -0.041295 & -0.4726 & 0.318625 \tabularnewline
27 & 0.082355 & 0.9426 & 0.173813 \tabularnewline
28 & -0.013846 & -0.1585 & 0.437162 \tabularnewline
29 & 0.050192 & 0.5745 & 0.283318 \tabularnewline
30 & 0.019355 & 0.2215 & 0.412515 \tabularnewline
31 & -0.079778 & -0.9131 & 0.181433 \tabularnewline
32 & -0.039836 & -0.4559 & 0.324594 \tabularnewline
33 & -0.06601 & -0.7555 & 0.225646 \tabularnewline
34 & -0.013699 & -0.1568 & 0.437823 \tabularnewline
35 & -0.06397 & -0.7322 & 0.232688 \tabularnewline
36 & -0.017298 & -0.198 & 0.421681 \tabularnewline
37 & 0.091917 & 1.052 & 0.14736 \tabularnewline
38 & -0.065209 & -0.7464 & 0.228396 \tabularnewline
39 & 0.066707 & 0.7635 & 0.223272 \tabularnewline
40 & -0.011486 & -0.1315 & 0.447805 \tabularnewline
41 & -0.024091 & -0.2757 & 0.391593 \tabularnewline
42 & -0.034966 & -0.4002 & 0.344831 \tabularnewline
43 & -0.000245 & -0.0028 & 0.498883 \tabularnewline
44 & 0.078899 & 0.903 & 0.184081 \tabularnewline
45 & 0.031225 & 0.3574 & 0.360689 \tabularnewline
46 & 0.090071 & 1.0309 & 0.152242 \tabularnewline
47 & 0.018077 & 0.2069 & 0.418203 \tabularnewline
48 & -0.116572 & -1.3342 & 0.092222 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65226&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]0.035892[/C][C]0.4108[/C][C]0.340945[/C][/ROW]
[ROW][C]2[/C][C]0.194529[/C][C]2.2265[/C][C]0.013845[/C][/ROW]
[ROW][C]3[/C][C]-0.023522[/C][C]-0.2692[/C][C]0.39409[/C][/ROW]
[ROW][C]4[/C][C]-0.001252[/C][C]-0.0143[/C][C]0.494293[/C][/ROW]
[ROW][C]5[/C][C]0.148478[/C][C]1.6994[/C][C]0.045808[/C][/ROW]
[ROW][C]6[/C][C]0.058894[/C][C]0.6741[/C][C]0.250728[/C][/ROW]
[ROW][C]7[/C][C]0.121537[/C][C]1.391[/C][C]0.083284[/C][/ROW]
[ROW][C]8[/C][C]-0.042318[/C][C]-0.4844[/C][C]0.314472[/C][/ROW]
[ROW][C]9[/C][C]0.006755[/C][C]0.0773[/C][C]0.469244[/C][/ROW]
[ROW][C]10[/C][C]-0.009983[/C][C]-0.1143[/C][C]0.454605[/C][/ROW]
[ROW][C]11[/C][C]0.009997[/C][C]0.1144[/C][C]0.454539[/C][/ROW]
[ROW][C]12[/C][C]0.003785[/C][C]0.0433[/C][C]0.482755[/C][/ROW]
[ROW][C]13[/C][C]0.019296[/C][C]0.2209[/C][C]0.412774[/C][/ROW]
[ROW][C]14[/C][C]-0.056972[/C][C]-0.6521[/C][C]0.257749[/C][/ROW]
[ROW][C]15[/C][C]-0.053859[/C][C]-0.6164[/C][C]0.269336[/C][/ROW]
[ROW][C]16[/C][C]-0.051723[/C][C]-0.592[/C][C]0.277436[/C][/ROW]
[ROW][C]17[/C][C]0.114508[/C][C]1.3106[/C][C]0.096142[/C][/ROW]
[ROW][C]18[/C][C]0.066722[/C][C]0.7637[/C][C]0.223219[/C][/ROW]
[ROW][C]19[/C][C]0.047388[/C][C]0.5424[/C][C]0.294239[/C][/ROW]
[ROW][C]20[/C][C]0.123712[/C][C]1.416[/C][C]0.079581[/C][/ROW]
[ROW][C]21[/C][C]-0.124521[/C][C]-1.4252[/C][C]0.078237[/C][/ROW]
[ROW][C]22[/C][C]0.122821[/C][C]1.4058[/C][C]0.081082[/C][/ROW]
[ROW][C]23[/C][C]-0.000996[/C][C]-0.0114[/C][C]0.495461[/C][/ROW]
[ROW][C]24[/C][C]0.015604[/C][C]0.1786[/C][C]0.429263[/C][/ROW]
[ROW][C]25[/C][C]-0.040111[/C][C]-0.4591[/C][C]0.323463[/C][/ROW]
[ROW][C]26[/C][C]-0.041295[/C][C]-0.4726[/C][C]0.318625[/C][/ROW]
[ROW][C]27[/C][C]0.082355[/C][C]0.9426[/C][C]0.173813[/C][/ROW]
[ROW][C]28[/C][C]-0.013846[/C][C]-0.1585[/C][C]0.437162[/C][/ROW]
[ROW][C]29[/C][C]0.050192[/C][C]0.5745[/C][C]0.283318[/C][/ROW]
[ROW][C]30[/C][C]0.019355[/C][C]0.2215[/C][C]0.412515[/C][/ROW]
[ROW][C]31[/C][C]-0.079778[/C][C]-0.9131[/C][C]0.181433[/C][/ROW]
[ROW][C]32[/C][C]-0.039836[/C][C]-0.4559[/C][C]0.324594[/C][/ROW]
[ROW][C]33[/C][C]-0.06601[/C][C]-0.7555[/C][C]0.225646[/C][/ROW]
[ROW][C]34[/C][C]-0.013699[/C][C]-0.1568[/C][C]0.437823[/C][/ROW]
[ROW][C]35[/C][C]-0.06397[/C][C]-0.7322[/C][C]0.232688[/C][/ROW]
[ROW][C]36[/C][C]-0.017298[/C][C]-0.198[/C][C]0.421681[/C][/ROW]
[ROW][C]37[/C][C]0.091917[/C][C]1.052[/C][C]0.14736[/C][/ROW]
[ROW][C]38[/C][C]-0.065209[/C][C]-0.7464[/C][C]0.228396[/C][/ROW]
[ROW][C]39[/C][C]0.066707[/C][C]0.7635[/C][C]0.223272[/C][/ROW]
[ROW][C]40[/C][C]-0.011486[/C][C]-0.1315[/C][C]0.447805[/C][/ROW]
[ROW][C]41[/C][C]-0.024091[/C][C]-0.2757[/C][C]0.391593[/C][/ROW]
[ROW][C]42[/C][C]-0.034966[/C][C]-0.4002[/C][C]0.344831[/C][/ROW]
[ROW][C]43[/C][C]-0.000245[/C][C]-0.0028[/C][C]0.498883[/C][/ROW]
[ROW][C]44[/C][C]0.078899[/C][C]0.903[/C][C]0.184081[/C][/ROW]
[ROW][C]45[/C][C]0.031225[/C][C]0.3574[/C][C]0.360689[/C][/ROW]
[ROW][C]46[/C][C]0.090071[/C][C]1.0309[/C][C]0.152242[/C][/ROW]
[ROW][C]47[/C][C]0.018077[/C][C]0.2069[/C][C]0.418203[/C][/ROW]
[ROW][C]48[/C][C]-0.116572[/C][C]-1.3342[/C][C]0.092222[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65226&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65226&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	0.035892	0.4108	0.340945
2	0.194529	2.2265	0.013845
3	-0.023522	-0.2692	0.39409
4	-0.001252	-0.0143	0.494293
5	0.148478	1.6994	0.045808
6	0.058894	0.6741	0.250728
7	0.121537	1.391	0.083284
8	-0.042318	-0.4844	0.314472
9	0.006755	0.0773	0.469244
10	-0.009983	-0.1143	0.454605
11	0.009997	0.1144	0.454539
12	0.003785	0.0433	0.482755
13	0.019296	0.2209	0.412774
14	-0.056972	-0.6521	0.257749
15	-0.053859	-0.6164	0.269336
16	-0.051723	-0.592	0.277436
17	0.114508	1.3106	0.096142
18	0.066722	0.7637	0.223219
19	0.047388	0.5424	0.294239
20	0.123712	1.416	0.079581
21	-0.124521	-1.4252	0.078237
22	0.122821	1.4058	0.081082
23	-0.000996	-0.0114	0.495461
24	0.015604	0.1786	0.429263
25	-0.040111	-0.4591	0.323463
26	-0.041295	-0.4726	0.318625
27	0.082355	0.9426	0.173813
28	-0.013846	-0.1585	0.437162
29	0.050192	0.5745	0.283318
30	0.019355	0.2215	0.412515
31	-0.079778	-0.9131	0.181433
32	-0.039836	-0.4559	0.324594
33	-0.06601	-0.7555	0.225646
34	-0.013699	-0.1568	0.437823
35	-0.06397	-0.7322	0.232688
36	-0.017298	-0.198	0.421681
37	0.091917	1.052	0.14736
38	-0.065209	-0.7464	0.228396
39	0.066707	0.7635	0.223272
40	-0.011486	-0.1315	0.447805
41	-0.024091	-0.2757	0.391593
42	-0.034966	-0.4002	0.344831
43	-0.000245	-0.0028	0.498883
44	0.078899	0.903	0.184081
45	0.031225	0.3574	0.360689
46	0.090071	1.0309	0.152242
47	0.018077	0.2069	0.418203
48	-0.116572	-1.3342	0.092222

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.035892	0.4108	0.340945
2	0.19349	2.2146	0.014258
3	-0.03755	-0.4298	0.33403
4	-0.038442	-0.44	0.330333
5	0.16868	1.9306	0.027845
6	0.057922	0.663	0.254263
7	0.056628	0.6481	0.259016
8	-0.0623	-0.7131	0.238539
9	-0.013747	-0.1573	0.437611
10	-0.000129	-0.0015	0.499412
11	-0.004736	-0.0542	0.478427
12	-0.030296	-0.3468	0.364665
13	0.024288	0.278	0.390732
14	-0.058003	-0.6639	0.253968
15	-0.051687	-0.5916	0.277576
16	-0.028225	-0.323	0.373587
17	0.149909	1.7158	0.044282
18	0.068582	0.785	0.216947
19	0.000581	0.0067	0.497351
20	0.134122	1.5351	0.063585
21	-0.108703	-1.2442	0.107831
22	0.06748	0.7723	0.220652
23	0.021772	0.2492	0.4018
24	-0.081401	-0.9317	0.176609
25	-0.088892	-1.0174	0.155416
26	-0.00645	-0.0738	0.470633
27	0.084659	0.969	0.167173
28	0.001617	0.0185	0.49263
29	-0.009883	-0.1131	0.455056
30	0.054268	0.6211	0.267799
31	-0.068236	-0.781	0.218107
32	-0.036681	-0.4198	0.337648
33	-0.027528	-0.3151	0.376604
34	-0.011084	-0.1269	0.449624
35	-0.07766	-0.8889	0.187853
36	-0.019781	-0.2264	0.410621
37	0.126365	1.4463	0.075239
38	-0.0193	-0.2209	0.412756
39	0.011044	0.1264	0.449803
40	0.007759	0.0888	0.464687
41	-0.004321	-0.0495	0.480316
42	-0.073598	-0.8424	0.20056
43	0.052673	0.6029	0.273819
44	0.088348	1.0112	0.156895
45	0.015466	0.177	0.429887
46	0.024703	0.2827	0.388912
47	0.00383	0.0438	0.482553
48	-0.129285	-1.4797	0.070672

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.035892 & 0.4108 & 0.340945 \tabularnewline
2 & 0.19349 & 2.2146 & 0.014258 \tabularnewline
3 & -0.03755 & -0.4298 & 0.33403 \tabularnewline
4 & -0.038442 & -0.44 & 0.330333 \tabularnewline
5 & 0.16868 & 1.9306 & 0.027845 \tabularnewline
6 & 0.057922 & 0.663 & 0.254263 \tabularnewline
7 & 0.056628 & 0.6481 & 0.259016 \tabularnewline
8 & -0.0623 & -0.7131 & 0.238539 \tabularnewline
9 & -0.013747 & -0.1573 & 0.437611 \tabularnewline
10 & -0.000129 & -0.0015 & 0.499412 \tabularnewline
11 & -0.004736 & -0.0542 & 0.478427 \tabularnewline
12 & -0.030296 & -0.3468 & 0.364665 \tabularnewline
13 & 0.024288 & 0.278 & 0.390732 \tabularnewline
14 & -0.058003 & -0.6639 & 0.253968 \tabularnewline
15 & -0.051687 & -0.5916 & 0.277576 \tabularnewline
16 & -0.028225 & -0.323 & 0.373587 \tabularnewline
17 & 0.149909 & 1.7158 & 0.044282 \tabularnewline
18 & 0.068582 & 0.785 & 0.216947 \tabularnewline
19 & 0.000581 & 0.0067 & 0.497351 \tabularnewline
20 & 0.134122 & 1.5351 & 0.063585 \tabularnewline
21 & -0.108703 & -1.2442 & 0.107831 \tabularnewline
22 & 0.06748 & 0.7723 & 0.220652 \tabularnewline
23 & 0.021772 & 0.2492 & 0.4018 \tabularnewline
24 & -0.081401 & -0.9317 & 0.176609 \tabularnewline
25 & -0.088892 & -1.0174 & 0.155416 \tabularnewline
26 & -0.00645 & -0.0738 & 0.470633 \tabularnewline
27 & 0.084659 & 0.969 & 0.167173 \tabularnewline
28 & 0.001617 & 0.0185 & 0.49263 \tabularnewline
29 & -0.009883 & -0.1131 & 0.455056 \tabularnewline
30 & 0.054268 & 0.6211 & 0.267799 \tabularnewline
31 & -0.068236 & -0.781 & 0.218107 \tabularnewline
32 & -0.036681 & -0.4198 & 0.337648 \tabularnewline
33 & -0.027528 & -0.3151 & 0.376604 \tabularnewline
34 & -0.011084 & -0.1269 & 0.449624 \tabularnewline
35 & -0.07766 & -0.8889 & 0.187853 \tabularnewline
36 & -0.019781 & -0.2264 & 0.410621 \tabularnewline
37 & 0.126365 & 1.4463 & 0.075239 \tabularnewline
38 & -0.0193 & -0.2209 & 0.412756 \tabularnewline
39 & 0.011044 & 0.1264 & 0.449803 \tabularnewline
40 & 0.007759 & 0.0888 & 0.464687 \tabularnewline
41 & -0.004321 & -0.0495 & 0.480316 \tabularnewline
42 & -0.073598 & -0.8424 & 0.20056 \tabularnewline
43 & 0.052673 & 0.6029 & 0.273819 \tabularnewline
44 & 0.088348 & 1.0112 & 0.156895 \tabularnewline
45 & 0.015466 & 0.177 & 0.429887 \tabularnewline
46 & 0.024703 & 0.2827 & 0.388912 \tabularnewline
47 & 0.00383 & 0.0438 & 0.482553 \tabularnewline
48 & -0.129285 & -1.4797 & 0.070672 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65226&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]0.035892[/C][C]0.4108[/C][C]0.340945[/C][/ROW]
[ROW][C]2[/C][C]0.19349[/C][C]2.2146[/C][C]0.014258[/C][/ROW]
[ROW][C]3[/C][C]-0.03755[/C][C]-0.4298[/C][C]0.33403[/C][/ROW]
[ROW][C]4[/C][C]-0.038442[/C][C]-0.44[/C][C]0.330333[/C][/ROW]
[ROW][C]5[/C][C]0.16868[/C][C]1.9306[/C][C]0.027845[/C][/ROW]
[ROW][C]6[/C][C]0.057922[/C][C]0.663[/C][C]0.254263[/C][/ROW]
[ROW][C]7[/C][C]0.056628[/C][C]0.6481[/C][C]0.259016[/C][/ROW]
[ROW][C]8[/C][C]-0.0623[/C][C]-0.7131[/C][C]0.238539[/C][/ROW]
[ROW][C]9[/C][C]-0.013747[/C][C]-0.1573[/C][C]0.437611[/C][/ROW]
[ROW][C]10[/C][C]-0.000129[/C][C]-0.0015[/C][C]0.499412[/C][/ROW]
[ROW][C]11[/C][C]-0.004736[/C][C]-0.0542[/C][C]0.478427[/C][/ROW]
[ROW][C]12[/C][C]-0.030296[/C][C]-0.3468[/C][C]0.364665[/C][/ROW]
[ROW][C]13[/C][C]0.024288[/C][C]0.278[/C][C]0.390732[/C][/ROW]
[ROW][C]14[/C][C]-0.058003[/C][C]-0.6639[/C][C]0.253968[/C][/ROW]
[ROW][C]15[/C][C]-0.051687[/C][C]-0.5916[/C][C]0.277576[/C][/ROW]
[ROW][C]16[/C][C]-0.028225[/C][C]-0.323[/C][C]0.373587[/C][/ROW]
[ROW][C]17[/C][C]0.149909[/C][C]1.7158[/C][C]0.044282[/C][/ROW]
[ROW][C]18[/C][C]0.068582[/C][C]0.785[/C][C]0.216947[/C][/ROW]
[ROW][C]19[/C][C]0.000581[/C][C]0.0067[/C][C]0.497351[/C][/ROW]
[ROW][C]20[/C][C]0.134122[/C][C]1.5351[/C][C]0.063585[/C][/ROW]
[ROW][C]21[/C][C]-0.108703[/C][C]-1.2442[/C][C]0.107831[/C][/ROW]
[ROW][C]22[/C][C]0.06748[/C][C]0.7723[/C][C]0.220652[/C][/ROW]
[ROW][C]23[/C][C]0.021772[/C][C]0.2492[/C][C]0.4018[/C][/ROW]
[ROW][C]24[/C][C]-0.081401[/C][C]-0.9317[/C][C]0.176609[/C][/ROW]
[ROW][C]25[/C][C]-0.088892[/C][C]-1.0174[/C][C]0.155416[/C][/ROW]
[ROW][C]26[/C][C]-0.00645[/C][C]-0.0738[/C][C]0.470633[/C][/ROW]
[ROW][C]27[/C][C]0.084659[/C][C]0.969[/C][C]0.167173[/C][/ROW]
[ROW][C]28[/C][C]0.001617[/C][C]0.0185[/C][C]0.49263[/C][/ROW]
[ROW][C]29[/C][C]-0.009883[/C][C]-0.1131[/C][C]0.455056[/C][/ROW]
[ROW][C]30[/C][C]0.054268[/C][C]0.6211[/C][C]0.267799[/C][/ROW]
[ROW][C]31[/C][C]-0.068236[/C][C]-0.781[/C][C]0.218107[/C][/ROW]
[ROW][C]32[/C][C]-0.036681[/C][C]-0.4198[/C][C]0.337648[/C][/ROW]
[ROW][C]33[/C][C]-0.027528[/C][C]-0.3151[/C][C]0.376604[/C][/ROW]
[ROW][C]34[/C][C]-0.011084[/C][C]-0.1269[/C][C]0.449624[/C][/ROW]
[ROW][C]35[/C][C]-0.07766[/C][C]-0.8889[/C][C]0.187853[/C][/ROW]
[ROW][C]36[/C][C]-0.019781[/C][C]-0.2264[/C][C]0.410621[/C][/ROW]
[ROW][C]37[/C][C]0.126365[/C][C]1.4463[/C][C]0.075239[/C][/ROW]
[ROW][C]38[/C][C]-0.0193[/C][C]-0.2209[/C][C]0.412756[/C][/ROW]
[ROW][C]39[/C][C]0.011044[/C][C]0.1264[/C][C]0.449803[/C][/ROW]
[ROW][C]40[/C][C]0.007759[/C][C]0.0888[/C][C]0.464687[/C][/ROW]
[ROW][C]41[/C][C]-0.004321[/C][C]-0.0495[/C][C]0.480316[/C][/ROW]
[ROW][C]42[/C][C]-0.073598[/C][C]-0.8424[/C][C]0.20056[/C][/ROW]
[ROW][C]43[/C][C]0.052673[/C][C]0.6029[/C][C]0.273819[/C][/ROW]
[ROW][C]44[/C][C]0.088348[/C][C]1.0112[/C][C]0.156895[/C][/ROW]
[ROW][C]45[/C][C]0.015466[/C][C]0.177[/C][C]0.429887[/C][/ROW]
[ROW][C]46[/C][C]0.024703[/C][C]0.2827[/C][C]0.388912[/C][/ROW]
[ROW][C]47[/C][C]0.00383[/C][C]0.0438[/C][C]0.482553[/C][/ROW]
[ROW][C]48[/C][C]-0.129285[/C][C]-1.4797[/C][C]0.070672[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65226&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65226&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	0.035892	0.4108	0.340945
2	0.19349	2.2146	0.014258
3	-0.03755	-0.4298	0.33403
4	-0.038442	-0.44	0.330333
5	0.16868	1.9306	0.027845
6	0.057922	0.663	0.254263
7	0.056628	0.6481	0.259016
8	-0.0623	-0.7131	0.238539
9	-0.013747	-0.1573	0.437611
10	-0.000129	-0.0015	0.499412
11	-0.004736	-0.0542	0.478427
12	-0.030296	-0.3468	0.364665
13	0.024288	0.278	0.390732
14	-0.058003	-0.6639	0.253968
15	-0.051687	-0.5916	0.277576
16	-0.028225	-0.323	0.373587
17	0.149909	1.7158	0.044282
18	0.068582	0.785	0.216947
19	0.000581	0.0067	0.497351
20	0.134122	1.5351	0.063585
21	-0.108703	-1.2442	0.107831
22	0.06748	0.7723	0.220652
23	0.021772	0.2492	0.4018
24	-0.081401	-0.9317	0.176609
25	-0.088892	-1.0174	0.155416
26	-0.00645	-0.0738	0.470633
27	0.084659	0.969	0.167173
28	0.001617	0.0185	0.49263
29	-0.009883	-0.1131	0.455056
30	0.054268	0.6211	0.267799
31	-0.068236	-0.781	0.218107
32	-0.036681	-0.4198	0.337648
33	-0.027528	-0.3151	0.376604
34	-0.011084	-0.1269	0.449624
35	-0.07766	-0.8889	0.187853
36	-0.019781	-0.2264	0.410621
37	0.126365	1.4463	0.075239
38	-0.0193	-0.2209	0.412756
39	0.011044	0.1264	0.449803
40	0.007759	0.0888	0.464687
41	-0.004321	-0.0495	0.480316
42	-0.073598	-0.8424	0.20056
43	0.052673	0.6029	0.273819
44	0.088348	1.0112	0.156895
45	0.015466	0.177	0.429887
46	0.024703	0.2827	0.388912
47	0.00383	0.0438	0.482553
48	-0.129285	-1.4797	0.070672

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 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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