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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 16:01:31 +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/Dec/21/t1292947156k50tdzknyt6lduv.htm/, Retrieved Sun, 19 May 2024 03:42:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113707, Retrieved Sun, 19 May 2024 03:42:43 +0000

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User-defined keywords

Estimated Impact

131

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2010-12-20 09:44:34] [94f4aa1c01e87d8321fffb341ed4df07]
-   PD              [(Partial) Autocorrelation Function] [] [2010-12-21 16:01:31] [d1991ab4912b5ede0ff54c26afa5d84c] [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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113707&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113707&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113707&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.336627	-2.3078	0.01273
2	0.229007	1.57	0.061563
3	-0.228347	-1.5655	0.062091
4	0.108436	0.7434	0.23047
5	-0.236136	-1.6189	0.056084
6	-0.160876	-1.1029	0.13784
7	0.067126	0.4602	0.323751
8	0.062888	0.4311	0.334169
9	-0.053291	-0.3653	0.358247
10	-0.099721	-0.6837	0.248776
11	0.217535	1.4913	0.071277
12	-0.092624	-0.635	0.264254
13	0.007379	0.0506	0.479934
14	-0.027236	-0.1867	0.426341
15	0.140506	0.9633	0.170173
16	-0.077043	-0.5282	0.299931
17	-0.010665	-0.0731	0.471012
18	-0.091995	-0.6307	0.265651
19	0.181252	1.2426	0.110089
20	-0.224627	-1.54	0.065137
21	0.101209	0.6939	0.245595
22	-0.116311	-0.7974	0.214617
23	0.198992	1.3642	0.089498
24	-0.096311	-0.6603	0.25615
25	0.091122	0.6247	0.267595
26	0.090985	0.6238	0.2679
27	-0.094639	-0.6488	0.259808
28	0.013521	0.0927	0.46327
29	-0.124017	-0.8502	0.199757
30	0.102601	0.7034	0.242639
31	-0.131839	-0.9038	0.185344
32	0.090218	0.6185	0.269615
33	-0.072191	-0.4949	0.311482
34	0.060103	0.412	0.34109
35	0.020912	0.1434	0.443306
36	-0.02414	-0.1655	0.434631
37	0.044615	0.3059	0.380528
38	-0.058734	-0.4027	0.344511
39	0.062897	0.4312	0.334147
40	-0.022332	-0.1531	0.439487
41	-0.031118	-0.2133	0.415994
42	0.025082	0.172	0.432107
43	0.003125	0.0214	0.491499
44	-0.011866	-0.0813	0.467755
45	-0.001402	-0.0096	0.496186
46	0.004579	0.0314	0.487545
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.336627 & -2.3078 & 0.01273 \tabularnewline
2 & 0.229007 & 1.57 & 0.061563 \tabularnewline
3 & -0.228347 & -1.5655 & 0.062091 \tabularnewline
4 & 0.108436 & 0.7434 & 0.23047 \tabularnewline
5 & -0.236136 & -1.6189 & 0.056084 \tabularnewline
6 & -0.160876 & -1.1029 & 0.13784 \tabularnewline
7 & 0.067126 & 0.4602 & 0.323751 \tabularnewline
8 & 0.062888 & 0.4311 & 0.334169 \tabularnewline
9 & -0.053291 & -0.3653 & 0.358247 \tabularnewline
10 & -0.099721 & -0.6837 & 0.248776 \tabularnewline
11 & 0.217535 & 1.4913 & 0.071277 \tabularnewline
12 & -0.092624 & -0.635 & 0.264254 \tabularnewline
13 & 0.007379 & 0.0506 & 0.479934 \tabularnewline
14 & -0.027236 & -0.1867 & 0.426341 \tabularnewline
15 & 0.140506 & 0.9633 & 0.170173 \tabularnewline
16 & -0.077043 & -0.5282 & 0.299931 \tabularnewline
17 & -0.010665 & -0.0731 & 0.471012 \tabularnewline
18 & -0.091995 & -0.6307 & 0.265651 \tabularnewline
19 & 0.181252 & 1.2426 & 0.110089 \tabularnewline
20 & -0.224627 & -1.54 & 0.065137 \tabularnewline
21 & 0.101209 & 0.6939 & 0.245595 \tabularnewline
22 & -0.116311 & -0.7974 & 0.214617 \tabularnewline
23 & 0.198992 & 1.3642 & 0.089498 \tabularnewline
24 & -0.096311 & -0.6603 & 0.25615 \tabularnewline
25 & 0.091122 & 0.6247 & 0.267595 \tabularnewline
26 & 0.090985 & 0.6238 & 0.2679 \tabularnewline
27 & -0.094639 & -0.6488 & 0.259808 \tabularnewline
28 & 0.013521 & 0.0927 & 0.46327 \tabularnewline
29 & -0.124017 & -0.8502 & 0.199757 \tabularnewline
30 & 0.102601 & 0.7034 & 0.242639 \tabularnewline
31 & -0.131839 & -0.9038 & 0.185344 \tabularnewline
32 & 0.090218 & 0.6185 & 0.269615 \tabularnewline
33 & -0.072191 & -0.4949 & 0.311482 \tabularnewline
34 & 0.060103 & 0.412 & 0.34109 \tabularnewline
35 & 0.020912 & 0.1434 & 0.443306 \tabularnewline
36 & -0.02414 & -0.1655 & 0.434631 \tabularnewline
37 & 0.044615 & 0.3059 & 0.380528 \tabularnewline
38 & -0.058734 & -0.4027 & 0.344511 \tabularnewline
39 & 0.062897 & 0.4312 & 0.334147 \tabularnewline
40 & -0.022332 & -0.1531 & 0.439487 \tabularnewline
41 & -0.031118 & -0.2133 & 0.415994 \tabularnewline
42 & 0.025082 & 0.172 & 0.432107 \tabularnewline
43 & 0.003125 & 0.0214 & 0.491499 \tabularnewline
44 & -0.011866 & -0.0813 & 0.467755 \tabularnewline
45 & -0.001402 & -0.0096 & 0.496186 \tabularnewline
46 & 0.004579 & 0.0314 & 0.487545 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113707&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]-0.336627[/C][C]-2.3078[/C][C]0.01273[/C][/ROW]
[ROW][C]2[/C][C]0.229007[/C][C]1.57[/C][C]0.061563[/C][/ROW]
[ROW][C]3[/C][C]-0.228347[/C][C]-1.5655[/C][C]0.062091[/C][/ROW]
[ROW][C]4[/C][C]0.108436[/C][C]0.7434[/C][C]0.23047[/C][/ROW]
[ROW][C]5[/C][C]-0.236136[/C][C]-1.6189[/C][C]0.056084[/C][/ROW]
[ROW][C]6[/C][C]-0.160876[/C][C]-1.1029[/C][C]0.13784[/C][/ROW]
[ROW][C]7[/C][C]0.067126[/C][C]0.4602[/C][C]0.323751[/C][/ROW]
[ROW][C]8[/C][C]0.062888[/C][C]0.4311[/C][C]0.334169[/C][/ROW]
[ROW][C]9[/C][C]-0.053291[/C][C]-0.3653[/C][C]0.358247[/C][/ROW]
[ROW][C]10[/C][C]-0.099721[/C][C]-0.6837[/C][C]0.248776[/C][/ROW]
[ROW][C]11[/C][C]0.217535[/C][C]1.4913[/C][C]0.071277[/C][/ROW]
[ROW][C]12[/C][C]-0.092624[/C][C]-0.635[/C][C]0.264254[/C][/ROW]
[ROW][C]13[/C][C]0.007379[/C][C]0.0506[/C][C]0.479934[/C][/ROW]
[ROW][C]14[/C][C]-0.027236[/C][C]-0.1867[/C][C]0.426341[/C][/ROW]
[ROW][C]15[/C][C]0.140506[/C][C]0.9633[/C][C]0.170173[/C][/ROW]
[ROW][C]16[/C][C]-0.077043[/C][C]-0.5282[/C][C]0.299931[/C][/ROW]
[ROW][C]17[/C][C]-0.010665[/C][C]-0.0731[/C][C]0.471012[/C][/ROW]
[ROW][C]18[/C][C]-0.091995[/C][C]-0.6307[/C][C]0.265651[/C][/ROW]
[ROW][C]19[/C][C]0.181252[/C][C]1.2426[/C][C]0.110089[/C][/ROW]
[ROW][C]20[/C][C]-0.224627[/C][C]-1.54[/C][C]0.065137[/C][/ROW]
[ROW][C]21[/C][C]0.101209[/C][C]0.6939[/C][C]0.245595[/C][/ROW]
[ROW][C]22[/C][C]-0.116311[/C][C]-0.7974[/C][C]0.214617[/C][/ROW]
[ROW][C]23[/C][C]0.198992[/C][C]1.3642[/C][C]0.089498[/C][/ROW]
[ROW][C]24[/C][C]-0.096311[/C][C]-0.6603[/C][C]0.25615[/C][/ROW]
[ROW][C]25[/C][C]0.091122[/C][C]0.6247[/C][C]0.267595[/C][/ROW]
[ROW][C]26[/C][C]0.090985[/C][C]0.6238[/C][C]0.2679[/C][/ROW]
[ROW][C]27[/C][C]-0.094639[/C][C]-0.6488[/C][C]0.259808[/C][/ROW]
[ROW][C]28[/C][C]0.013521[/C][C]0.0927[/C][C]0.46327[/C][/ROW]
[ROW][C]29[/C][C]-0.124017[/C][C]-0.8502[/C][C]0.199757[/C][/ROW]
[ROW][C]30[/C][C]0.102601[/C][C]0.7034[/C][C]0.242639[/C][/ROW]
[ROW][C]31[/C][C]-0.131839[/C][C]-0.9038[/C][C]0.185344[/C][/ROW]
[ROW][C]32[/C][C]0.090218[/C][C]0.6185[/C][C]0.269615[/C][/ROW]
[ROW][C]33[/C][C]-0.072191[/C][C]-0.4949[/C][C]0.311482[/C][/ROW]
[ROW][C]34[/C][C]0.060103[/C][C]0.412[/C][C]0.34109[/C][/ROW]
[ROW][C]35[/C][C]0.020912[/C][C]0.1434[/C][C]0.443306[/C][/ROW]
[ROW][C]36[/C][C]-0.02414[/C][C]-0.1655[/C][C]0.434631[/C][/ROW]
[ROW][C]37[/C][C]0.044615[/C][C]0.3059[/C][C]0.380528[/C][/ROW]
[ROW][C]38[/C][C]-0.058734[/C][C]-0.4027[/C][C]0.344511[/C][/ROW]
[ROW][C]39[/C][C]0.062897[/C][C]0.4312[/C][C]0.334147[/C][/ROW]
[ROW][C]40[/C][C]-0.022332[/C][C]-0.1531[/C][C]0.439487[/C][/ROW]
[ROW][C]41[/C][C]-0.031118[/C][C]-0.2133[/C][C]0.415994[/C][/ROW]
[ROW][C]42[/C][C]0.025082[/C][C]0.172[/C][C]0.432107[/C][/ROW]
[ROW][C]43[/C][C]0.003125[/C][C]0.0214[/C][C]0.491499[/C][/ROW]
[ROW][C]44[/C][C]-0.011866[/C][C]-0.0813[/C][C]0.467755[/C][/ROW]
[ROW][C]45[/C][C]-0.001402[/C][C]-0.0096[/C][C]0.496186[/C][/ROW]
[ROW][C]46[/C][C]0.004579[/C][C]0.0314[/C][C]0.487545[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113707&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113707&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	-0.336627	-2.3078	0.01273
2	0.229007	1.57	0.061563
3	-0.228347	-1.5655	0.062091
4	0.108436	0.7434	0.23047
5	-0.236136	-1.6189	0.056084
6	-0.160876	-1.1029	0.13784
7	0.067126	0.4602	0.323751
8	0.062888	0.4311	0.334169
9	-0.053291	-0.3653	0.358247
10	-0.099721	-0.6837	0.248776
11	0.217535	1.4913	0.071277
12	-0.092624	-0.635	0.264254
13	0.007379	0.0506	0.479934
14	-0.027236	-0.1867	0.426341
15	0.140506	0.9633	0.170173
16	-0.077043	-0.5282	0.299931
17	-0.010665	-0.0731	0.471012
18	-0.091995	-0.6307	0.265651
19	0.181252	1.2426	0.110089
20	-0.224627	-1.54	0.065137
21	0.101209	0.6939	0.245595
22	-0.116311	-0.7974	0.214617
23	0.198992	1.3642	0.089498
24	-0.096311	-0.6603	0.25615
25	0.091122	0.6247	0.267595
26	0.090985	0.6238	0.2679
27	-0.094639	-0.6488	0.259808
28	0.013521	0.0927	0.46327
29	-0.124017	-0.8502	0.199757
30	0.102601	0.7034	0.242639
31	-0.131839	-0.9038	0.185344
32	0.090218	0.6185	0.269615
33	-0.072191	-0.4949	0.311482
34	0.060103	0.412	0.34109
35	0.020912	0.1434	0.443306
36	-0.02414	-0.1655	0.434631
37	0.044615	0.3059	0.380528
38	-0.058734	-0.4027	0.344511
39	0.062897	0.4312	0.334147
40	-0.022332	-0.1531	0.439487
41	-0.031118	-0.2133	0.415994
42	0.025082	0.172	0.432107
43	0.003125	0.0214	0.491499
44	-0.011866	-0.0813	0.467755
45	-0.001402	-0.0096	0.496186
46	0.004579	0.0314	0.487545
47	NA	NA	NA
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.336627	-2.3078	0.01273
2	0.130474	0.8945	0.18781
3	-0.13469	-0.9234	0.180261
4	-0.024049	-0.1649	0.434876
5	-0.187535	-1.2857	0.102428
6	-0.374275	-2.5659	0.00677
7	-0.046095	-0.316	0.376696
8	0.091387	0.6265	0.267003
9	-0.137687	-0.9439	0.175014
10	-0.293719	-2.0136	0.024897
11	0.036015	0.2469	0.403027
12	-0.069453	-0.4761	0.318089
13	-0.130828	-0.8969	0.187168
14	-0.021713	-0.1489	0.441151
15	-0.024344	-0.1669	0.434086
16	-0.105835	-0.7256	0.235851
17	0.000897	0.0061	0.497561
18	-0.182908	-1.254	0.10803
19	0.013384	0.0918	0.463641
20	-0.112399	-0.7706	0.222409
21	-0.067654	-0.4638	0.322462
22	-0.206932	-1.4187	0.081299
23	-0.013796	-0.0946	0.462526
24	0.016654	0.1142	0.454794
25	-0.022362	-0.1533	0.439407
26	0.086321	0.5918	0.278415
27	-0.165867	-1.1371	0.130625
28	-0.069591	-0.4771	0.317755
29	0.029111	0.1996	0.421337
30	-0.035658	-0.2445	0.403969
31	-0.054387	-0.3729	0.355466
32	0.01812	0.1242	0.450833
33	-0.082104	-0.5629	0.288097
34	-0.171075	-1.1728	0.123387
35	0.153039	1.0492	0.14973
36	-0.028283	-0.1939	0.423545
37	-0.115271	-0.7903	0.216673
38	-0.050194	-0.3441	0.366149
39	-0.027078	-0.1856	0.426765
40	-0.037442	-0.2567	0.39927
41	0.005915	0.0406	0.483912
42	-0.046494	-0.3187	0.375664
43	-0.067065	-0.4598	0.323898
44	-0.015988	-0.1096	0.456592
45	0.020092	0.1377	0.445516
46	-0.051119	-0.3505	0.363781
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.336627 & -2.3078 & 0.01273 \tabularnewline
2 & 0.130474 & 0.8945 & 0.18781 \tabularnewline
3 & -0.13469 & -0.9234 & 0.180261 \tabularnewline
4 & -0.024049 & -0.1649 & 0.434876 \tabularnewline
5 & -0.187535 & -1.2857 & 0.102428 \tabularnewline
6 & -0.374275 & -2.5659 & 0.00677 \tabularnewline
7 & -0.046095 & -0.316 & 0.376696 \tabularnewline
8 & 0.091387 & 0.6265 & 0.267003 \tabularnewline
9 & -0.137687 & -0.9439 & 0.175014 \tabularnewline
10 & -0.293719 & -2.0136 & 0.024897 \tabularnewline
11 & 0.036015 & 0.2469 & 0.403027 \tabularnewline
12 & -0.069453 & -0.4761 & 0.318089 \tabularnewline
13 & -0.130828 & -0.8969 & 0.187168 \tabularnewline
14 & -0.021713 & -0.1489 & 0.441151 \tabularnewline
15 & -0.024344 & -0.1669 & 0.434086 \tabularnewline
16 & -0.105835 & -0.7256 & 0.235851 \tabularnewline
17 & 0.000897 & 0.0061 & 0.497561 \tabularnewline
18 & -0.182908 & -1.254 & 0.10803 \tabularnewline
19 & 0.013384 & 0.0918 & 0.463641 \tabularnewline
20 & -0.112399 & -0.7706 & 0.222409 \tabularnewline
21 & -0.067654 & -0.4638 & 0.322462 \tabularnewline
22 & -0.206932 & -1.4187 & 0.081299 \tabularnewline
23 & -0.013796 & -0.0946 & 0.462526 \tabularnewline
24 & 0.016654 & 0.1142 & 0.454794 \tabularnewline
25 & -0.022362 & -0.1533 & 0.439407 \tabularnewline
26 & 0.086321 & 0.5918 & 0.278415 \tabularnewline
27 & -0.165867 & -1.1371 & 0.130625 \tabularnewline
28 & -0.069591 & -0.4771 & 0.317755 \tabularnewline
29 & 0.029111 & 0.1996 & 0.421337 \tabularnewline
30 & -0.035658 & -0.2445 & 0.403969 \tabularnewline
31 & -0.054387 & -0.3729 & 0.355466 \tabularnewline
32 & 0.01812 & 0.1242 & 0.450833 \tabularnewline
33 & -0.082104 & -0.5629 & 0.288097 \tabularnewline
34 & -0.171075 & -1.1728 & 0.123387 \tabularnewline
35 & 0.153039 & 1.0492 & 0.14973 \tabularnewline
36 & -0.028283 & -0.1939 & 0.423545 \tabularnewline
37 & -0.115271 & -0.7903 & 0.216673 \tabularnewline
38 & -0.050194 & -0.3441 & 0.366149 \tabularnewline
39 & -0.027078 & -0.1856 & 0.426765 \tabularnewline
40 & -0.037442 & -0.2567 & 0.39927 \tabularnewline
41 & 0.005915 & 0.0406 & 0.483912 \tabularnewline
42 & -0.046494 & -0.3187 & 0.375664 \tabularnewline
43 & -0.067065 & -0.4598 & 0.323898 \tabularnewline
44 & -0.015988 & -0.1096 & 0.456592 \tabularnewline
45 & 0.020092 & 0.1377 & 0.445516 \tabularnewline
46 & -0.051119 & -0.3505 & 0.363781 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113707&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]-0.336627[/C][C]-2.3078[/C][C]0.01273[/C][/ROW]
[ROW][C]2[/C][C]0.130474[/C][C]0.8945[/C][C]0.18781[/C][/ROW]
[ROW][C]3[/C][C]-0.13469[/C][C]-0.9234[/C][C]0.180261[/C][/ROW]
[ROW][C]4[/C][C]-0.024049[/C][C]-0.1649[/C][C]0.434876[/C][/ROW]
[ROW][C]5[/C][C]-0.187535[/C][C]-1.2857[/C][C]0.102428[/C][/ROW]
[ROW][C]6[/C][C]-0.374275[/C][C]-2.5659[/C][C]0.00677[/C][/ROW]
[ROW][C]7[/C][C]-0.046095[/C][C]-0.316[/C][C]0.376696[/C][/ROW]
[ROW][C]8[/C][C]0.091387[/C][C]0.6265[/C][C]0.267003[/C][/ROW]
[ROW][C]9[/C][C]-0.137687[/C][C]-0.9439[/C][C]0.175014[/C][/ROW]
[ROW][C]10[/C][C]-0.293719[/C][C]-2.0136[/C][C]0.024897[/C][/ROW]
[ROW][C]11[/C][C]0.036015[/C][C]0.2469[/C][C]0.403027[/C][/ROW]
[ROW][C]12[/C][C]-0.069453[/C][C]-0.4761[/C][C]0.318089[/C][/ROW]
[ROW][C]13[/C][C]-0.130828[/C][C]-0.8969[/C][C]0.187168[/C][/ROW]
[ROW][C]14[/C][C]-0.021713[/C][C]-0.1489[/C][C]0.441151[/C][/ROW]
[ROW][C]15[/C][C]-0.024344[/C][C]-0.1669[/C][C]0.434086[/C][/ROW]
[ROW][C]16[/C][C]-0.105835[/C][C]-0.7256[/C][C]0.235851[/C][/ROW]
[ROW][C]17[/C][C]0.000897[/C][C]0.0061[/C][C]0.497561[/C][/ROW]
[ROW][C]18[/C][C]-0.182908[/C][C]-1.254[/C][C]0.10803[/C][/ROW]
[ROW][C]19[/C][C]0.013384[/C][C]0.0918[/C][C]0.463641[/C][/ROW]
[ROW][C]20[/C][C]-0.112399[/C][C]-0.7706[/C][C]0.222409[/C][/ROW]
[ROW][C]21[/C][C]-0.067654[/C][C]-0.4638[/C][C]0.322462[/C][/ROW]
[ROW][C]22[/C][C]-0.206932[/C][C]-1.4187[/C][C]0.081299[/C][/ROW]
[ROW][C]23[/C][C]-0.013796[/C][C]-0.0946[/C][C]0.462526[/C][/ROW]
[ROW][C]24[/C][C]0.016654[/C][C]0.1142[/C][C]0.454794[/C][/ROW]
[ROW][C]25[/C][C]-0.022362[/C][C]-0.1533[/C][C]0.439407[/C][/ROW]
[ROW][C]26[/C][C]0.086321[/C][C]0.5918[/C][C]0.278415[/C][/ROW]
[ROW][C]27[/C][C]-0.165867[/C][C]-1.1371[/C][C]0.130625[/C][/ROW]
[ROW][C]28[/C][C]-0.069591[/C][C]-0.4771[/C][C]0.317755[/C][/ROW]
[ROW][C]29[/C][C]0.029111[/C][C]0.1996[/C][C]0.421337[/C][/ROW]
[ROW][C]30[/C][C]-0.035658[/C][C]-0.2445[/C][C]0.403969[/C][/ROW]
[ROW][C]31[/C][C]-0.054387[/C][C]-0.3729[/C][C]0.355466[/C][/ROW]
[ROW][C]32[/C][C]0.01812[/C][C]0.1242[/C][C]0.450833[/C][/ROW]
[ROW][C]33[/C][C]-0.082104[/C][C]-0.5629[/C][C]0.288097[/C][/ROW]
[ROW][C]34[/C][C]-0.171075[/C][C]-1.1728[/C][C]0.123387[/C][/ROW]
[ROW][C]35[/C][C]0.153039[/C][C]1.0492[/C][C]0.14973[/C][/ROW]
[ROW][C]36[/C][C]-0.028283[/C][C]-0.1939[/C][C]0.423545[/C][/ROW]
[ROW][C]37[/C][C]-0.115271[/C][C]-0.7903[/C][C]0.216673[/C][/ROW]
[ROW][C]38[/C][C]-0.050194[/C][C]-0.3441[/C][C]0.366149[/C][/ROW]
[ROW][C]39[/C][C]-0.027078[/C][C]-0.1856[/C][C]0.426765[/C][/ROW]
[ROW][C]40[/C][C]-0.037442[/C][C]-0.2567[/C][C]0.39927[/C][/ROW]
[ROW][C]41[/C][C]0.005915[/C][C]0.0406[/C][C]0.483912[/C][/ROW]
[ROW][C]42[/C][C]-0.046494[/C][C]-0.3187[/C][C]0.375664[/C][/ROW]
[ROW][C]43[/C][C]-0.067065[/C][C]-0.4598[/C][C]0.323898[/C][/ROW]
[ROW][C]44[/C][C]-0.015988[/C][C]-0.1096[/C][C]0.456592[/C][/ROW]
[ROW][C]45[/C][C]0.020092[/C][C]0.1377[/C][C]0.445516[/C][/ROW]
[ROW][C]46[/C][C]-0.051119[/C][C]-0.3505[/C][C]0.363781[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113707&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113707&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	-0.336627	-2.3078	0.01273
2	0.130474	0.8945	0.18781
3	-0.13469	-0.9234	0.180261
4	-0.024049	-0.1649	0.434876
5	-0.187535	-1.2857	0.102428
6	-0.374275	-2.5659	0.00677
7	-0.046095	-0.316	0.376696
8	0.091387	0.6265	0.267003
9	-0.137687	-0.9439	0.175014
10	-0.293719	-2.0136	0.024897
11	0.036015	0.2469	0.403027
12	-0.069453	-0.4761	0.318089
13	-0.130828	-0.8969	0.187168
14	-0.021713	-0.1489	0.441151
15	-0.024344	-0.1669	0.434086
16	-0.105835	-0.7256	0.235851
17	0.000897	0.0061	0.497561
18	-0.182908	-1.254	0.10803
19	0.013384	0.0918	0.463641
20	-0.112399	-0.7706	0.222409
21	-0.067654	-0.4638	0.322462
22	-0.206932	-1.4187	0.081299
23	-0.013796	-0.0946	0.462526
24	0.016654	0.1142	0.454794
25	-0.022362	-0.1533	0.439407
26	0.086321	0.5918	0.278415
27	-0.165867	-1.1371	0.130625
28	-0.069591	-0.4771	0.317755
29	0.029111	0.1996	0.421337
30	-0.035658	-0.2445	0.403969
31	-0.054387	-0.3729	0.355466
32	0.01812	0.1242	0.450833
33	-0.082104	-0.5629	0.288097
34	-0.171075	-1.1728	0.123387
35	0.153039	1.0492	0.14973
36	-0.028283	-0.1939	0.423545
37	-0.115271	-0.7903	0.216673
38	-0.050194	-0.3441	0.366149
39	-0.027078	-0.1856	0.426765
40	-0.037442	-0.2567	0.39927
41	0.005915	0.0406	0.483912
42	-0.046494	-0.3187	0.375664
43	-0.067065	-0.4598	0.323898
44	-0.015988	-0.1096	0.456592
45	0.020092	0.1377	0.445516
46	-0.051119	-0.3505	0.363781
47	NA	NA	NA
48	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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