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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 15 Nov 2010 16:15:07 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Nov/15/t1289837634js7ax84m52abr7s.htm/, Retrieved Sat, 27 Apr 2024 20:35:04 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=94905, Retrieved Sat, 27 Apr 2024 20:35:04 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

127

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

-     [] [Opgave 6Bis IKO] [1970-01-01 00:00:00] [04d4ebd708b081bb203cd3af96bd9a4a]
- RMPD    [(Partial) Autocorrelation Function] [Opgave iko6.2eige...] [2010-11-15 16:15:07] [c4eb40020db64a143131e9d41e371811] [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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=94905&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=94905&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=94905&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.971423	9.518	0
2	0.941975	9.2294	0
3	0.915213	8.9672	0
4	0.890197	8.7221	0
5	0.86474	8.4727	0
6	0.838584	8.2164	0
7	0.810608	7.9423	0
8	0.781002	7.6522	0
9	0.751856	7.3667	0
10	0.724967	7.1032	0
11	0.697483	6.8339	0
12	0.669089	6.5557	0
13	0.638856	6.2595	0
14	0.607652	5.9537	0
15	0.576829	5.6518	0
16	0.548427	5.3735	0
17	0.520766	5.1024	1e-06
18	0.492234	4.8229	3e-06
19	0.462459	4.5312	8e-06
20	0.431876	4.2315	2.7e-05
21	0.401381	3.9327	7.9e-05
22	0.370509	3.6302	0.000228
23	0.341065	3.3417	0.000594
24	0.310829	3.0455	0.001499
25	0.279214	2.7357	0.003707
26	0.247032	2.4204	0.008692
27	0.215933	2.1157	0.018479
28	0.185784	1.8203	0.035914
29	0.157526	1.5434	0.063008
30	0.128631	1.2603	0.105303
31	0.098497	0.9651	0.168468
32	0.067656	0.6629	0.254494
33	0.038637	0.3786	0.352922
34	0.011027	0.108	0.457095
35	-0.015706	-0.1539	0.43901
36	-0.043118	-0.4225	0.336815
37	-0.071708	-0.7026	0.242005
38	-0.100582	-0.9855	0.163428
39	-0.128398	-1.258	0.105714
40	-0.15268	-1.4959	0.068974
41	-0.174664	-1.7113	0.045123
42	-0.197077	-1.931	0.028219
43	-0.220432	-2.1598	0.01664
44	-0.244228	-2.3929	0.00933
45	-0.265105	-2.5975	0.005434
46	-0.28296	-2.7724	0.003342
47	-0.298439	-2.9241	0.002155
48	-0.314256	-3.0791	0.001354

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.971423 & 9.518 & 0 \tabularnewline
2 & 0.941975 & 9.2294 & 0 \tabularnewline
3 & 0.915213 & 8.9672 & 0 \tabularnewline
4 & 0.890197 & 8.7221 & 0 \tabularnewline
5 & 0.86474 & 8.4727 & 0 \tabularnewline
6 & 0.838584 & 8.2164 & 0 \tabularnewline
7 & 0.810608 & 7.9423 & 0 \tabularnewline
8 & 0.781002 & 7.6522 & 0 \tabularnewline
9 & 0.751856 & 7.3667 & 0 \tabularnewline
10 & 0.724967 & 7.1032 & 0 \tabularnewline
11 & 0.697483 & 6.8339 & 0 \tabularnewline
12 & 0.669089 & 6.5557 & 0 \tabularnewline
13 & 0.638856 & 6.2595 & 0 \tabularnewline
14 & 0.607652 & 5.9537 & 0 \tabularnewline
15 & 0.576829 & 5.6518 & 0 \tabularnewline
16 & 0.548427 & 5.3735 & 0 \tabularnewline
17 & 0.520766 & 5.1024 & 1e-06 \tabularnewline
18 & 0.492234 & 4.8229 & 3e-06 \tabularnewline
19 & 0.462459 & 4.5312 & 8e-06 \tabularnewline
20 & 0.431876 & 4.2315 & 2.7e-05 \tabularnewline
21 & 0.401381 & 3.9327 & 7.9e-05 \tabularnewline
22 & 0.370509 & 3.6302 & 0.000228 \tabularnewline
23 & 0.341065 & 3.3417 & 0.000594 \tabularnewline
24 & 0.310829 & 3.0455 & 0.001499 \tabularnewline
25 & 0.279214 & 2.7357 & 0.003707 \tabularnewline
26 & 0.247032 & 2.4204 & 0.008692 \tabularnewline
27 & 0.215933 & 2.1157 & 0.018479 \tabularnewline
28 & 0.185784 & 1.8203 & 0.035914 \tabularnewline
29 & 0.157526 & 1.5434 & 0.063008 \tabularnewline
30 & 0.128631 & 1.2603 & 0.105303 \tabularnewline
31 & 0.098497 & 0.9651 & 0.168468 \tabularnewline
32 & 0.067656 & 0.6629 & 0.254494 \tabularnewline
33 & 0.038637 & 0.3786 & 0.352922 \tabularnewline
34 & 0.011027 & 0.108 & 0.457095 \tabularnewline
35 & -0.015706 & -0.1539 & 0.43901 \tabularnewline
36 & -0.043118 & -0.4225 & 0.336815 \tabularnewline
37 & -0.071708 & -0.7026 & 0.242005 \tabularnewline
38 & -0.100582 & -0.9855 & 0.163428 \tabularnewline
39 & -0.128398 & -1.258 & 0.105714 \tabularnewline
40 & -0.15268 & -1.4959 & 0.068974 \tabularnewline
41 & -0.174664 & -1.7113 & 0.045123 \tabularnewline
42 & -0.197077 & -1.931 & 0.028219 \tabularnewline
43 & -0.220432 & -2.1598 & 0.01664 \tabularnewline
44 & -0.244228 & -2.3929 & 0.00933 \tabularnewline
45 & -0.265105 & -2.5975 & 0.005434 \tabularnewline
46 & -0.28296 & -2.7724 & 0.003342 \tabularnewline
47 & -0.298439 & -2.9241 & 0.002155 \tabularnewline
48 & -0.314256 & -3.0791 & 0.001354 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=94905&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]0.971423[/C][C]9.518[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.941975[/C][C]9.2294[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.915213[/C][C]8.9672[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.890197[/C][C]8.7221[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.86474[/C][C]8.4727[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.838584[/C][C]8.2164[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.810608[/C][C]7.9423[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.781002[/C][C]7.6522[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.751856[/C][C]7.3667[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.724967[/C][C]7.1032[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.697483[/C][C]6.8339[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.669089[/C][C]6.5557[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.638856[/C][C]6.2595[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.607652[/C][C]5.9537[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.576829[/C][C]5.6518[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.548427[/C][C]5.3735[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.520766[/C][C]5.1024[/C][C]1e-06[/C][/ROW]
[ROW][C]18[/C][C]0.492234[/C][C]4.8229[/C][C]3e-06[/C][/ROW]
[ROW][C]19[/C][C]0.462459[/C][C]4.5312[/C][C]8e-06[/C][/ROW]
[ROW][C]20[/C][C]0.431876[/C][C]4.2315[/C][C]2.7e-05[/C][/ROW]
[ROW][C]21[/C][C]0.401381[/C][C]3.9327[/C][C]7.9e-05[/C][/ROW]
[ROW][C]22[/C][C]0.370509[/C][C]3.6302[/C][C]0.000228[/C][/ROW]
[ROW][C]23[/C][C]0.341065[/C][C]3.3417[/C][C]0.000594[/C][/ROW]
[ROW][C]24[/C][C]0.310829[/C][C]3.0455[/C][C]0.001499[/C][/ROW]
[ROW][C]25[/C][C]0.279214[/C][C]2.7357[/C][C]0.003707[/C][/ROW]
[ROW][C]26[/C][C]0.247032[/C][C]2.4204[/C][C]0.008692[/C][/ROW]
[ROW][C]27[/C][C]0.215933[/C][C]2.1157[/C][C]0.018479[/C][/ROW]
[ROW][C]28[/C][C]0.185784[/C][C]1.8203[/C][C]0.035914[/C][/ROW]
[ROW][C]29[/C][C]0.157526[/C][C]1.5434[/C][C]0.063008[/C][/ROW]
[ROW][C]30[/C][C]0.128631[/C][C]1.2603[/C][C]0.105303[/C][/ROW]
[ROW][C]31[/C][C]0.098497[/C][C]0.9651[/C][C]0.168468[/C][/ROW]
[ROW][C]32[/C][C]0.067656[/C][C]0.6629[/C][C]0.254494[/C][/ROW]
[ROW][C]33[/C][C]0.038637[/C][C]0.3786[/C][C]0.352922[/C][/ROW]
[ROW][C]34[/C][C]0.011027[/C][C]0.108[/C][C]0.457095[/C][/ROW]
[ROW][C]35[/C][C]-0.015706[/C][C]-0.1539[/C][C]0.43901[/C][/ROW]
[ROW][C]36[/C][C]-0.043118[/C][C]-0.4225[/C][C]0.336815[/C][/ROW]
[ROW][C]37[/C][C]-0.071708[/C][C]-0.7026[/C][C]0.242005[/C][/ROW]
[ROW][C]38[/C][C]-0.100582[/C][C]-0.9855[/C][C]0.163428[/C][/ROW]
[ROW][C]39[/C][C]-0.128398[/C][C]-1.258[/C][C]0.105714[/C][/ROW]
[ROW][C]40[/C][C]-0.15268[/C][C]-1.4959[/C][C]0.068974[/C][/ROW]
[ROW][C]41[/C][C]-0.174664[/C][C]-1.7113[/C][C]0.045123[/C][/ROW]
[ROW][C]42[/C][C]-0.197077[/C][C]-1.931[/C][C]0.028219[/C][/ROW]
[ROW][C]43[/C][C]-0.220432[/C][C]-2.1598[/C][C]0.01664[/C][/ROW]
[ROW][C]44[/C][C]-0.244228[/C][C]-2.3929[/C][C]0.00933[/C][/ROW]
[ROW][C]45[/C][C]-0.265105[/C][C]-2.5975[/C][C]0.005434[/C][/ROW]
[ROW][C]46[/C][C]-0.28296[/C][C]-2.7724[/C][C]0.003342[/C][/ROW]
[ROW][C]47[/C][C]-0.298439[/C][C]-2.9241[/C][C]0.002155[/C][/ROW]
[ROW][C]48[/C][C]-0.314256[/C][C]-3.0791[/C][C]0.001354[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=94905&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=94905&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	0.971423	9.518	0
2	0.941975	9.2294	0
3	0.915213	8.9672	0
4	0.890197	8.7221	0
5	0.86474	8.4727	0
6	0.838584	8.2164	0
7	0.810608	7.9423	0
8	0.781002	7.6522	0
9	0.751856	7.3667	0
10	0.724967	7.1032	0
11	0.697483	6.8339	0
12	0.669089	6.5557	0
13	0.638856	6.2595	0
14	0.607652	5.9537	0
15	0.576829	5.6518	0
16	0.548427	5.3735	0
17	0.520766	5.1024	1e-06
18	0.492234	4.8229	3e-06
19	0.462459	4.5312	8e-06
20	0.431876	4.2315	2.7e-05
21	0.401381	3.9327	7.9e-05
22	0.370509	3.6302	0.000228
23	0.341065	3.3417	0.000594
24	0.310829	3.0455	0.001499
25	0.279214	2.7357	0.003707
26	0.247032	2.4204	0.008692
27	0.215933	2.1157	0.018479
28	0.185784	1.8203	0.035914
29	0.157526	1.5434	0.063008
30	0.128631	1.2603	0.105303
31	0.098497	0.9651	0.168468
32	0.067656	0.6629	0.254494
33	0.038637	0.3786	0.352922
34	0.011027	0.108	0.457095
35	-0.015706	-0.1539	0.43901
36	-0.043118	-0.4225	0.336815
37	-0.071708	-0.7026	0.242005
38	-0.100582	-0.9855	0.163428
39	-0.128398	-1.258	0.105714
40	-0.15268	-1.4959	0.068974
41	-0.174664	-1.7113	0.045123
42	-0.197077	-1.931	0.028219
43	-0.220432	-2.1598	0.01664
44	-0.244228	-2.3929	0.00933
45	-0.265105	-2.5975	0.005434
46	-0.28296	-2.7724	0.003342
47	-0.298439	-2.9241	0.002155
48	-0.314256	-3.0791	0.001354

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.971423	9.518	0
2	-0.029951	-0.2935	0.384904
3	0.032787	0.3212	0.37436
4	0.015565	0.1525	0.439555
5	-0.019894	-0.1949	0.422933
6	-0.023114	-0.2265	0.41066
7	-0.046065	-0.4513	0.326378
8	-0.044921	-0.4401	0.330414
9	-0.011073	-0.1085	0.456915
10	0.019086	0.187	0.426027
11	-0.027869	-0.2731	0.392699
12	-0.027263	-0.2671	0.394973
13	-0.046968	-0.4602	0.323208
14	-0.035852	-0.3513	0.363075
15	-0.015925	-0.156	0.438166
16	0.018191	0.1782	0.429457
17	-0.007323	-0.0718	0.471474
18	-0.027616	-0.2706	0.393647
19	-0.033851	-0.3317	0.370429
20	-0.033932	-0.3325	0.37013
21	-0.023188	-0.2272	0.410378
22	-0.035493	-0.3478	0.364393
23	3.3e-05	3e-04	0.499871
24	-0.035421	-0.3471	0.364657
25	-0.04006	-0.3925	0.347777
26	-0.03196	-0.3131	0.377427
27	-0.010473	-0.1026	0.459242
28	-0.014399	-0.1411	0.444052
29	0.007096	0.0695	0.472359
30	-0.033389	-0.3271	0.372137
31	-0.039746	-0.3894	0.348912
32	-0.033961	-0.3328	0.370023
33	-0.000667	-0.0065	0.497398
34	-0.009611	-0.0942	0.462588
35	-0.013628	-0.1335	0.447027
36	-0.03523	-0.3452	0.365355
37	-0.044015	-0.4313	0.333624
38	-0.030595	-0.2998	0.382499
39	-0.01899	-0.1861	0.426392
40	0.023696	0.2322	0.40845
41	0.00843	0.0826	0.467173
42	-0.026362	-0.2583	0.398367
43	-0.0332	-0.3253	0.372832
44	-0.033551	-0.3287	0.371536
45	0.015921	0.156	0.438182
46	0.013608	0.1333	0.447104
47	0.011701	0.1146	0.454481
48	-0.024033	-0.2355	0.407171

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.971423 & 9.518 & 0 \tabularnewline
2 & -0.029951 & -0.2935 & 0.384904 \tabularnewline
3 & 0.032787 & 0.3212 & 0.37436 \tabularnewline
4 & 0.015565 & 0.1525 & 0.439555 \tabularnewline
5 & -0.019894 & -0.1949 & 0.422933 \tabularnewline
6 & -0.023114 & -0.2265 & 0.41066 \tabularnewline
7 & -0.046065 & -0.4513 & 0.326378 \tabularnewline
8 & -0.044921 & -0.4401 & 0.330414 \tabularnewline
9 & -0.011073 & -0.1085 & 0.456915 \tabularnewline
10 & 0.019086 & 0.187 & 0.426027 \tabularnewline
11 & -0.027869 & -0.2731 & 0.392699 \tabularnewline
12 & -0.027263 & -0.2671 & 0.394973 \tabularnewline
13 & -0.046968 & -0.4602 & 0.323208 \tabularnewline
14 & -0.035852 & -0.3513 & 0.363075 \tabularnewline
15 & -0.015925 & -0.156 & 0.438166 \tabularnewline
16 & 0.018191 & 0.1782 & 0.429457 \tabularnewline
17 & -0.007323 & -0.0718 & 0.471474 \tabularnewline
18 & -0.027616 & -0.2706 & 0.393647 \tabularnewline
19 & -0.033851 & -0.3317 & 0.370429 \tabularnewline
20 & -0.033932 & -0.3325 & 0.37013 \tabularnewline
21 & -0.023188 & -0.2272 & 0.410378 \tabularnewline
22 & -0.035493 & -0.3478 & 0.364393 \tabularnewline
23 & 3.3e-05 & 3e-04 & 0.499871 \tabularnewline
24 & -0.035421 & -0.3471 & 0.364657 \tabularnewline
25 & -0.04006 & -0.3925 & 0.347777 \tabularnewline
26 & -0.03196 & -0.3131 & 0.377427 \tabularnewline
27 & -0.010473 & -0.1026 & 0.459242 \tabularnewline
28 & -0.014399 & -0.1411 & 0.444052 \tabularnewline
29 & 0.007096 & 0.0695 & 0.472359 \tabularnewline
30 & -0.033389 & -0.3271 & 0.372137 \tabularnewline
31 & -0.039746 & -0.3894 & 0.348912 \tabularnewline
32 & -0.033961 & -0.3328 & 0.370023 \tabularnewline
33 & -0.000667 & -0.0065 & 0.497398 \tabularnewline
34 & -0.009611 & -0.0942 & 0.462588 \tabularnewline
35 & -0.013628 & -0.1335 & 0.447027 \tabularnewline
36 & -0.03523 & -0.3452 & 0.365355 \tabularnewline
37 & -0.044015 & -0.4313 & 0.333624 \tabularnewline
38 & -0.030595 & -0.2998 & 0.382499 \tabularnewline
39 & -0.01899 & -0.1861 & 0.426392 \tabularnewline
40 & 0.023696 & 0.2322 & 0.40845 \tabularnewline
41 & 0.00843 & 0.0826 & 0.467173 \tabularnewline
42 & -0.026362 & -0.2583 & 0.398367 \tabularnewline
43 & -0.0332 & -0.3253 & 0.372832 \tabularnewline
44 & -0.033551 & -0.3287 & 0.371536 \tabularnewline
45 & 0.015921 & 0.156 & 0.438182 \tabularnewline
46 & 0.013608 & 0.1333 & 0.447104 \tabularnewline
47 & 0.011701 & 0.1146 & 0.454481 \tabularnewline
48 & -0.024033 & -0.2355 & 0.407171 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=94905&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]0.971423[/C][C]9.518[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.029951[/C][C]-0.2935[/C][C]0.384904[/C][/ROW]
[ROW][C]3[/C][C]0.032787[/C][C]0.3212[/C][C]0.37436[/C][/ROW]
[ROW][C]4[/C][C]0.015565[/C][C]0.1525[/C][C]0.439555[/C][/ROW]
[ROW][C]5[/C][C]-0.019894[/C][C]-0.1949[/C][C]0.422933[/C][/ROW]
[ROW][C]6[/C][C]-0.023114[/C][C]-0.2265[/C][C]0.41066[/C][/ROW]
[ROW][C]7[/C][C]-0.046065[/C][C]-0.4513[/C][C]0.326378[/C][/ROW]
[ROW][C]8[/C][C]-0.044921[/C][C]-0.4401[/C][C]0.330414[/C][/ROW]
[ROW][C]9[/C][C]-0.011073[/C][C]-0.1085[/C][C]0.456915[/C][/ROW]
[ROW][C]10[/C][C]0.019086[/C][C]0.187[/C][C]0.426027[/C][/ROW]
[ROW][C]11[/C][C]-0.027869[/C][C]-0.2731[/C][C]0.392699[/C][/ROW]
[ROW][C]12[/C][C]-0.027263[/C][C]-0.2671[/C][C]0.394973[/C][/ROW]
[ROW][C]13[/C][C]-0.046968[/C][C]-0.4602[/C][C]0.323208[/C][/ROW]
[ROW][C]14[/C][C]-0.035852[/C][C]-0.3513[/C][C]0.363075[/C][/ROW]
[ROW][C]15[/C][C]-0.015925[/C][C]-0.156[/C][C]0.438166[/C][/ROW]
[ROW][C]16[/C][C]0.018191[/C][C]0.1782[/C][C]0.429457[/C][/ROW]
[ROW][C]17[/C][C]-0.007323[/C][C]-0.0718[/C][C]0.471474[/C][/ROW]
[ROW][C]18[/C][C]-0.027616[/C][C]-0.2706[/C][C]0.393647[/C][/ROW]
[ROW][C]19[/C][C]-0.033851[/C][C]-0.3317[/C][C]0.370429[/C][/ROW]
[ROW][C]20[/C][C]-0.033932[/C][C]-0.3325[/C][C]0.37013[/C][/ROW]
[ROW][C]21[/C][C]-0.023188[/C][C]-0.2272[/C][C]0.410378[/C][/ROW]
[ROW][C]22[/C][C]-0.035493[/C][C]-0.3478[/C][C]0.364393[/C][/ROW]
[ROW][C]23[/C][C]3.3e-05[/C][C]3e-04[/C][C]0.499871[/C][/ROW]
[ROW][C]24[/C][C]-0.035421[/C][C]-0.3471[/C][C]0.364657[/C][/ROW]
[ROW][C]25[/C][C]-0.04006[/C][C]-0.3925[/C][C]0.347777[/C][/ROW]
[ROW][C]26[/C][C]-0.03196[/C][C]-0.3131[/C][C]0.377427[/C][/ROW]
[ROW][C]27[/C][C]-0.010473[/C][C]-0.1026[/C][C]0.459242[/C][/ROW]
[ROW][C]28[/C][C]-0.014399[/C][C]-0.1411[/C][C]0.444052[/C][/ROW]
[ROW][C]29[/C][C]0.007096[/C][C]0.0695[/C][C]0.472359[/C][/ROW]
[ROW][C]30[/C][C]-0.033389[/C][C]-0.3271[/C][C]0.372137[/C][/ROW]
[ROW][C]31[/C][C]-0.039746[/C][C]-0.3894[/C][C]0.348912[/C][/ROW]
[ROW][C]32[/C][C]-0.033961[/C][C]-0.3328[/C][C]0.370023[/C][/ROW]
[ROW][C]33[/C][C]-0.000667[/C][C]-0.0065[/C][C]0.497398[/C][/ROW]
[ROW][C]34[/C][C]-0.009611[/C][C]-0.0942[/C][C]0.462588[/C][/ROW]
[ROW][C]35[/C][C]-0.013628[/C][C]-0.1335[/C][C]0.447027[/C][/ROW]
[ROW][C]36[/C][C]-0.03523[/C][C]-0.3452[/C][C]0.365355[/C][/ROW]
[ROW][C]37[/C][C]-0.044015[/C][C]-0.4313[/C][C]0.333624[/C][/ROW]
[ROW][C]38[/C][C]-0.030595[/C][C]-0.2998[/C][C]0.382499[/C][/ROW]
[ROW][C]39[/C][C]-0.01899[/C][C]-0.1861[/C][C]0.426392[/C][/ROW]
[ROW][C]40[/C][C]0.023696[/C][C]0.2322[/C][C]0.40845[/C][/ROW]
[ROW][C]41[/C][C]0.00843[/C][C]0.0826[/C][C]0.467173[/C][/ROW]
[ROW][C]42[/C][C]-0.026362[/C][C]-0.2583[/C][C]0.398367[/C][/ROW]
[ROW][C]43[/C][C]-0.0332[/C][C]-0.3253[/C][C]0.372832[/C][/ROW]
[ROW][C]44[/C][C]-0.033551[/C][C]-0.3287[/C][C]0.371536[/C][/ROW]
[ROW][C]45[/C][C]0.015921[/C][C]0.156[/C][C]0.438182[/C][/ROW]
[ROW][C]46[/C][C]0.013608[/C][C]0.1333[/C][C]0.447104[/C][/ROW]
[ROW][C]47[/C][C]0.011701[/C][C]0.1146[/C][C]0.454481[/C][/ROW]
[ROW][C]48[/C][C]-0.024033[/C][C]-0.2355[/C][C]0.407171[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=94905&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=94905&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	0.971423	9.518	0
2	-0.029951	-0.2935	0.384904
3	0.032787	0.3212	0.37436
4	0.015565	0.1525	0.439555
5	-0.019894	-0.1949	0.422933
6	-0.023114	-0.2265	0.41066
7	-0.046065	-0.4513	0.326378
8	-0.044921	-0.4401	0.330414
9	-0.011073	-0.1085	0.456915
10	0.019086	0.187	0.426027
11	-0.027869	-0.2731	0.392699
12	-0.027263	-0.2671	0.394973
13	-0.046968	-0.4602	0.323208
14	-0.035852	-0.3513	0.363075
15	-0.015925	-0.156	0.438166
16	0.018191	0.1782	0.429457
17	-0.007323	-0.0718	0.471474
18	-0.027616	-0.2706	0.393647
19	-0.033851	-0.3317	0.370429
20	-0.033932	-0.3325	0.37013
21	-0.023188	-0.2272	0.410378
22	-0.035493	-0.3478	0.364393
23	3.3e-05	3e-04	0.499871
24	-0.035421	-0.3471	0.364657
25	-0.04006	-0.3925	0.347777
26	-0.03196	-0.3131	0.377427
27	-0.010473	-0.1026	0.459242
28	-0.014399	-0.1411	0.444052
29	0.007096	0.0695	0.472359
30	-0.033389	-0.3271	0.372137
31	-0.039746	-0.3894	0.348912
32	-0.033961	-0.3328	0.370023
33	-0.000667	-0.0065	0.497398
34	-0.009611	-0.0942	0.462588
35	-0.013628	-0.1335	0.447027
36	-0.03523	-0.3452	0.365355
37	-0.044015	-0.4313	0.333624
38	-0.030595	-0.2998	0.382499
39	-0.01899	-0.1861	0.426392
40	0.023696	0.2322	0.40845
41	0.00843	0.0826	0.467173
42	-0.026362	-0.2583	0.398367
43	-0.0332	-0.3253	0.372832
44	-0.033551	-0.3287	0.371536
45	0.015921	0.156	0.438182
46	0.013608	0.1333	0.447104
47	0.011701	0.1146	0.454481
48	-0.024033	-0.2355	0.407171

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