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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 19:24:27 +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/t12929593498xde18836whbtss.htm/, Retrieved Thu, 16 May 2024 02:31:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113868, Retrieved Thu, 16 May 2024 02:31:20 +0000

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User-defined keywords

Estimated Impact

183

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

-     [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
-   PD  [Variance Reduction Matrix] [WS9 - Variance Re...] [2010-12-04 11:04:59] [8ef49741e164ec6343c90c7935194465]
-   P     [Variance Reduction Matrix] [WS 9 VRM] [2010-12-05 14:01:21] [8214fe6d084e5ad7598b249a26cc9f06]
- RMPD      [(Partial) Autocorrelation Function] [paper ACF] [2010-12-10 10:47:04] [8214fe6d084e5ad7598b249a26cc9f06]
-    D        [(Partial) Autocorrelation Function] [acf] [2010-12-20 19:45:58] [8214fe6d084e5ad7598b249a26cc9f06]
-   PD            [(Partial) Autocorrelation Function] [acf laaggeschoolden] [2010-12-21 19:24:27] [b47314d83d48c7bf812ec2bcd743b159] [Current]
-   PD              [(Partial) Autocorrelation Function] [acf 1 middengesch...] [2010-12-22 14:24:40] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D                [(Partial) Autocorrelation Function] [acf 1 hooggeschoo...] [2010-12-22 14:27:57] [8214fe6d084e5ad7598b249a26cc9f06] 
-   P                   [(Partial) Autocorrelation Function] [acf 2 hooggeschoo...] [2010-12-22 14:30:09] [8214fe6d084e5ad7598b249a26cc9f06] 
-                     [(Partial) Autocorrelation Function] [acf 2 middengesch...] [2010-12-22 14:31:49] [8214fe6d084e5ad7598b249a26cc9f06] 

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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	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113868&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113868&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113868&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.926975	10.6097	0
2	0.845859	9.6813	0
3	0.809024	9.2597	0
4	0.799938	9.1557	0
5	0.80404	9.2027	0
6	0.783399	8.9664	0
7	0.725139	8.2996	0
8	0.642607	7.355	0
9	0.575833	6.5907	0
10	0.531785	6.0866	0
11	0.536007	6.1349	0
12	0.528175	6.0452	0
13	0.423016	4.8416	2e-06
14	0.312672	3.5787	0.000242
15	0.24222	2.7723	0.003189
16	0.201967	2.3116	0.01118
17	0.177406	2.0305	0.022165
18	0.136389	1.561	0.060463
19	0.064247	0.7353	0.231725
20	-0.022399	-0.2564	0.399036
21	-0.090426	-1.035	0.151294
22	-0.13426	-1.5367	0.063392
23	-0.126727	-1.4505	0.07466
24	-0.134541	-1.5399	0.063
25	-0.225413	-2.58	0.005492
26	-0.31535	-3.6093	0.000218
27	-0.354529	-4.0578	4.2e-05
28	-0.369107	-4.2246	2.2e-05
29	-0.366335	-4.1929	2.5e-05
30	-0.378389	-4.3309	1.5e-05
31	-0.412006	-4.7156	3e-06
32	-0.452968	-5.1845	0
33	-0.476675	-5.4558	0
34	-0.479	-5.4824	0
35	-0.435245	-4.9816	1e-06
36	-0.407469	-4.6637	4e-06
37	-0.454201	-5.1986	0
38	-0.499123	-5.7127	0
39	-0.504706	-5.7766	0
40	-0.488232	-5.5881	0
41	-0.454336	-5.2001	0
42	-0.438656	-5.0207	1e-06
43	-0.444233	-5.0845	1e-06
44	-0.459388	-5.2579	0
45	-0.462152	-5.2896	0
46	-0.443456	-5.0756	1e-06
47	-0.387787	-4.4384	1e-05
48	-0.343472	-3.9312	6.8e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.926975 & 10.6097 & 0 \tabularnewline
2 & 0.845859 & 9.6813 & 0 \tabularnewline
3 & 0.809024 & 9.2597 & 0 \tabularnewline
4 & 0.799938 & 9.1557 & 0 \tabularnewline
5 & 0.80404 & 9.2027 & 0 \tabularnewline
6 & 0.783399 & 8.9664 & 0 \tabularnewline
7 & 0.725139 & 8.2996 & 0 \tabularnewline
8 & 0.642607 & 7.355 & 0 \tabularnewline
9 & 0.575833 & 6.5907 & 0 \tabularnewline
10 & 0.531785 & 6.0866 & 0 \tabularnewline
11 & 0.536007 & 6.1349 & 0 \tabularnewline
12 & 0.528175 & 6.0452 & 0 \tabularnewline
13 & 0.423016 & 4.8416 & 2e-06 \tabularnewline
14 & 0.312672 & 3.5787 & 0.000242 \tabularnewline
15 & 0.24222 & 2.7723 & 0.003189 \tabularnewline
16 & 0.201967 & 2.3116 & 0.01118 \tabularnewline
17 & 0.177406 & 2.0305 & 0.022165 \tabularnewline
18 & 0.136389 & 1.561 & 0.060463 \tabularnewline
19 & 0.064247 & 0.7353 & 0.231725 \tabularnewline
20 & -0.022399 & -0.2564 & 0.399036 \tabularnewline
21 & -0.090426 & -1.035 & 0.151294 \tabularnewline
22 & -0.13426 & -1.5367 & 0.063392 \tabularnewline
23 & -0.126727 & -1.4505 & 0.07466 \tabularnewline
24 & -0.134541 & -1.5399 & 0.063 \tabularnewline
25 & -0.225413 & -2.58 & 0.005492 \tabularnewline
26 & -0.31535 & -3.6093 & 0.000218 \tabularnewline
27 & -0.354529 & -4.0578 & 4.2e-05 \tabularnewline
28 & -0.369107 & -4.2246 & 2.2e-05 \tabularnewline
29 & -0.366335 & -4.1929 & 2.5e-05 \tabularnewline
30 & -0.378389 & -4.3309 & 1.5e-05 \tabularnewline
31 & -0.412006 & -4.7156 & 3e-06 \tabularnewline
32 & -0.452968 & -5.1845 & 0 \tabularnewline
33 & -0.476675 & -5.4558 & 0 \tabularnewline
34 & -0.479 & -5.4824 & 0 \tabularnewline
35 & -0.435245 & -4.9816 & 1e-06 \tabularnewline
36 & -0.407469 & -4.6637 & 4e-06 \tabularnewline
37 & -0.454201 & -5.1986 & 0 \tabularnewline
38 & -0.499123 & -5.7127 & 0 \tabularnewline
39 & -0.504706 & -5.7766 & 0 \tabularnewline
40 & -0.488232 & -5.5881 & 0 \tabularnewline
41 & -0.454336 & -5.2001 & 0 \tabularnewline
42 & -0.438656 & -5.0207 & 1e-06 \tabularnewline
43 & -0.444233 & -5.0845 & 1e-06 \tabularnewline
44 & -0.459388 & -5.2579 & 0 \tabularnewline
45 & -0.462152 & -5.2896 & 0 \tabularnewline
46 & -0.443456 & -5.0756 & 1e-06 \tabularnewline
47 & -0.387787 & -4.4384 & 1e-05 \tabularnewline
48 & -0.343472 & -3.9312 & 6.8e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113868&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]0.926975[/C][C]10.6097[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.845859[/C][C]9.6813[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.809024[/C][C]9.2597[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.799938[/C][C]9.1557[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.80404[/C][C]9.2027[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.783399[/C][C]8.9664[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.725139[/C][C]8.2996[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.642607[/C][C]7.355[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.575833[/C][C]6.5907[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.531785[/C][C]6.0866[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.536007[/C][C]6.1349[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.528175[/C][C]6.0452[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.423016[/C][C]4.8416[/C][C]2e-06[/C][/ROW]
[ROW][C]14[/C][C]0.312672[/C][C]3.5787[/C][C]0.000242[/C][/ROW]
[ROW][C]15[/C][C]0.24222[/C][C]2.7723[/C][C]0.003189[/C][/ROW]
[ROW][C]16[/C][C]0.201967[/C][C]2.3116[/C][C]0.01118[/C][/ROW]
[ROW][C]17[/C][C]0.177406[/C][C]2.0305[/C][C]0.022165[/C][/ROW]
[ROW][C]18[/C][C]0.136389[/C][C]1.561[/C][C]0.060463[/C][/ROW]
[ROW][C]19[/C][C]0.064247[/C][C]0.7353[/C][C]0.231725[/C][/ROW]
[ROW][C]20[/C][C]-0.022399[/C][C]-0.2564[/C][C]0.399036[/C][/ROW]
[ROW][C]21[/C][C]-0.090426[/C][C]-1.035[/C][C]0.151294[/C][/ROW]
[ROW][C]22[/C][C]-0.13426[/C][C]-1.5367[/C][C]0.063392[/C][/ROW]
[ROW][C]23[/C][C]-0.126727[/C][C]-1.4505[/C][C]0.07466[/C][/ROW]
[ROW][C]24[/C][C]-0.134541[/C][C]-1.5399[/C][C]0.063[/C][/ROW]
[ROW][C]25[/C][C]-0.225413[/C][C]-2.58[/C][C]0.005492[/C][/ROW]
[ROW][C]26[/C][C]-0.31535[/C][C]-3.6093[/C][C]0.000218[/C][/ROW]
[ROW][C]27[/C][C]-0.354529[/C][C]-4.0578[/C][C]4.2e-05[/C][/ROW]
[ROW][C]28[/C][C]-0.369107[/C][C]-4.2246[/C][C]2.2e-05[/C][/ROW]
[ROW][C]29[/C][C]-0.366335[/C][C]-4.1929[/C][C]2.5e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.378389[/C][C]-4.3309[/C][C]1.5e-05[/C][/ROW]
[ROW][C]31[/C][C]-0.412006[/C][C]-4.7156[/C][C]3e-06[/C][/ROW]
[ROW][C]32[/C][C]-0.452968[/C][C]-5.1845[/C][C]0[/C][/ROW]
[ROW][C]33[/C][C]-0.476675[/C][C]-5.4558[/C][C]0[/C][/ROW]
[ROW][C]34[/C][C]-0.479[/C][C]-5.4824[/C][C]0[/C][/ROW]
[ROW][C]35[/C][C]-0.435245[/C][C]-4.9816[/C][C]1e-06[/C][/ROW]
[ROW][C]36[/C][C]-0.407469[/C][C]-4.6637[/C][C]4e-06[/C][/ROW]
[ROW][C]37[/C][C]-0.454201[/C][C]-5.1986[/C][C]0[/C][/ROW]
[ROW][C]38[/C][C]-0.499123[/C][C]-5.7127[/C][C]0[/C][/ROW]
[ROW][C]39[/C][C]-0.504706[/C][C]-5.7766[/C][C]0[/C][/ROW]
[ROW][C]40[/C][C]-0.488232[/C][C]-5.5881[/C][C]0[/C][/ROW]
[ROW][C]41[/C][C]-0.454336[/C][C]-5.2001[/C][C]0[/C][/ROW]
[ROW][C]42[/C][C]-0.438656[/C][C]-5.0207[/C][C]1e-06[/C][/ROW]
[ROW][C]43[/C][C]-0.444233[/C][C]-5.0845[/C][C]1e-06[/C][/ROW]
[ROW][C]44[/C][C]-0.459388[/C][C]-5.2579[/C][C]0[/C][/ROW]
[ROW][C]45[/C][C]-0.462152[/C][C]-5.2896[/C][C]0[/C][/ROW]
[ROW][C]46[/C][C]-0.443456[/C][C]-5.0756[/C][C]1e-06[/C][/ROW]
[ROW][C]47[/C][C]-0.387787[/C][C]-4.4384[/C][C]1e-05[/C][/ROW]
[ROW][C]48[/C][C]-0.343472[/C][C]-3.9312[/C][C]6.8e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113868&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113868&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	0.926975	10.6097	0
2	0.845859	9.6813	0
3	0.809024	9.2597	0
4	0.799938	9.1557	0
5	0.80404	9.2027	0
6	0.783399	8.9664	0
7	0.725139	8.2996	0
8	0.642607	7.355	0
9	0.575833	6.5907	0
10	0.531785	6.0866	0
11	0.536007	6.1349	0
12	0.528175	6.0452	0
13	0.423016	4.8416	2e-06
14	0.312672	3.5787	0.000242
15	0.24222	2.7723	0.003189
16	0.201967	2.3116	0.01118
17	0.177406	2.0305	0.022165
18	0.136389	1.561	0.060463
19	0.064247	0.7353	0.231725
20	-0.022399	-0.2564	0.399036
21	-0.090426	-1.035	0.151294
22	-0.13426	-1.5367	0.063392
23	-0.126727	-1.4505	0.07466
24	-0.134541	-1.5399	0.063
25	-0.225413	-2.58	0.005492
26	-0.31535	-3.6093	0.000218
27	-0.354529	-4.0578	4.2e-05
28	-0.369107	-4.2246	2.2e-05
29	-0.366335	-4.1929	2.5e-05
30	-0.378389	-4.3309	1.5e-05
31	-0.412006	-4.7156	3e-06
32	-0.452968	-5.1845	0
33	-0.476675	-5.4558	0
34	-0.479	-5.4824	0
35	-0.435245	-4.9816	1e-06
36	-0.407469	-4.6637	4e-06
37	-0.454201	-5.1986	0
38	-0.499123	-5.7127	0
39	-0.504706	-5.7766	0
40	-0.488232	-5.5881	0
41	-0.454336	-5.2001	0
42	-0.438656	-5.0207	1e-06
43	-0.444233	-5.0845	1e-06
44	-0.459388	-5.2579	0
45	-0.462152	-5.2896	0
46	-0.443456	-5.0756	1e-06
47	-0.387787	-4.4384	1e-05
48	-0.343472	-3.9312	6.8e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.926975	10.6097	0
2	-0.095396	-1.0919	0.13845
3	0.276571	3.1655	0.000963
4	0.147298	1.6859	0.047098
5	0.175605	2.0099	0.023248
6	-0.087052	-0.9964	0.160456
7	-0.181594	-2.0784	0.019811
8	-0.267132	-3.0575	0.001353
9	-0.10655	-1.2195	0.11242
10	-0.114698	-1.3128	0.095776
11	0.32713	3.7442	0.000135
12	0.001665	0.0191	0.492414
13	-0.538178	-6.1597	0
14	-0.027624	-0.3162	0.37619
15	-0.006197	-0.0709	0.47178
16	-0.045314	-0.5186	0.302442
17	0.003404	0.039	0.484493
18	-0.011866	-0.1358	0.44609
19	0.00346	0.0396	0.484234
20	0.000993	0.0114	0.495474
21	0.024061	0.2754	0.391723
22	-0.01003	-0.1148	0.454389
23	0.094553	1.0822	0.140575
24	-0.065005	-0.744	0.229099
25	-0.232364	-2.6595	0.004401
26	-0.013567	-0.1553	0.438418
27	0.162447	1.8593	0.032615
28	-0.117922	-1.3497	0.089724
29	0.053321	0.6103	0.271365
30	-0.020018	-0.2291	0.409568
31	0.125072	1.4315	0.077332
32	0.010137	0.116	0.453906
33	0.031907	0.3652	0.357778
34	-0.07188	-0.8227	0.206086
35	0.012979	0.1486	0.441068
36	-0.063213	-0.7235	0.235331
37	-0.095857	-1.0971	0.137298
38	-0.084381	-0.9658	0.167967
39	-0.088243	-1.01	0.157181
40	-0.083386	-0.9544	0.17082
41	0.048882	0.5595	0.288396
42	-0.056375	-0.6452	0.259948
43	0.043228	0.4948	0.310795
44	-0.064711	-0.7407	0.230115
45	-0.00618	-0.0707	0.47186
46	0.002794	0.032	0.487271
47	-0.057156	-0.6542	0.25707
48	0.070084	0.8021	0.211961

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.926975 & 10.6097 & 0 \tabularnewline
2 & -0.095396 & -1.0919 & 0.13845 \tabularnewline
3 & 0.276571 & 3.1655 & 0.000963 \tabularnewline
4 & 0.147298 & 1.6859 & 0.047098 \tabularnewline
5 & 0.175605 & 2.0099 & 0.023248 \tabularnewline
6 & -0.087052 & -0.9964 & 0.160456 \tabularnewline
7 & -0.181594 & -2.0784 & 0.019811 \tabularnewline
8 & -0.267132 & -3.0575 & 0.001353 \tabularnewline
9 & -0.10655 & -1.2195 & 0.11242 \tabularnewline
10 & -0.114698 & -1.3128 & 0.095776 \tabularnewline
11 & 0.32713 & 3.7442 & 0.000135 \tabularnewline
12 & 0.001665 & 0.0191 & 0.492414 \tabularnewline
13 & -0.538178 & -6.1597 & 0 \tabularnewline
14 & -0.027624 & -0.3162 & 0.37619 \tabularnewline
15 & -0.006197 & -0.0709 & 0.47178 \tabularnewline
16 & -0.045314 & -0.5186 & 0.302442 \tabularnewline
17 & 0.003404 & 0.039 & 0.484493 \tabularnewline
18 & -0.011866 & -0.1358 & 0.44609 \tabularnewline
19 & 0.00346 & 0.0396 & 0.484234 \tabularnewline
20 & 0.000993 & 0.0114 & 0.495474 \tabularnewline
21 & 0.024061 & 0.2754 & 0.391723 \tabularnewline
22 & -0.01003 & -0.1148 & 0.454389 \tabularnewline
23 & 0.094553 & 1.0822 & 0.140575 \tabularnewline
24 & -0.065005 & -0.744 & 0.229099 \tabularnewline
25 & -0.232364 & -2.6595 & 0.004401 \tabularnewline
26 & -0.013567 & -0.1553 & 0.438418 \tabularnewline
27 & 0.162447 & 1.8593 & 0.032615 \tabularnewline
28 & -0.117922 & -1.3497 & 0.089724 \tabularnewline
29 & 0.053321 & 0.6103 & 0.271365 \tabularnewline
30 & -0.020018 & -0.2291 & 0.409568 \tabularnewline
31 & 0.125072 & 1.4315 & 0.077332 \tabularnewline
32 & 0.010137 & 0.116 & 0.453906 \tabularnewline
33 & 0.031907 & 0.3652 & 0.357778 \tabularnewline
34 & -0.07188 & -0.8227 & 0.206086 \tabularnewline
35 & 0.012979 & 0.1486 & 0.441068 \tabularnewline
36 & -0.063213 & -0.7235 & 0.235331 \tabularnewline
37 & -0.095857 & -1.0971 & 0.137298 \tabularnewline
38 & -0.084381 & -0.9658 & 0.167967 \tabularnewline
39 & -0.088243 & -1.01 & 0.157181 \tabularnewline
40 & -0.083386 & -0.9544 & 0.17082 \tabularnewline
41 & 0.048882 & 0.5595 & 0.288396 \tabularnewline
42 & -0.056375 & -0.6452 & 0.259948 \tabularnewline
43 & 0.043228 & 0.4948 & 0.310795 \tabularnewline
44 & -0.064711 & -0.7407 & 0.230115 \tabularnewline
45 & -0.00618 & -0.0707 & 0.47186 \tabularnewline
46 & 0.002794 & 0.032 & 0.487271 \tabularnewline
47 & -0.057156 & -0.6542 & 0.25707 \tabularnewline
48 & 0.070084 & 0.8021 & 0.211961 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113868&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]0.926975[/C][C]10.6097[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.095396[/C][C]-1.0919[/C][C]0.13845[/C][/ROW]
[ROW][C]3[/C][C]0.276571[/C][C]3.1655[/C][C]0.000963[/C][/ROW]
[ROW][C]4[/C][C]0.147298[/C][C]1.6859[/C][C]0.047098[/C][/ROW]
[ROW][C]5[/C][C]0.175605[/C][C]2.0099[/C][C]0.023248[/C][/ROW]
[ROW][C]6[/C][C]-0.087052[/C][C]-0.9964[/C][C]0.160456[/C][/ROW]
[ROW][C]7[/C][C]-0.181594[/C][C]-2.0784[/C][C]0.019811[/C][/ROW]
[ROW][C]8[/C][C]-0.267132[/C][C]-3.0575[/C][C]0.001353[/C][/ROW]
[ROW][C]9[/C][C]-0.10655[/C][C]-1.2195[/C][C]0.11242[/C][/ROW]
[ROW][C]10[/C][C]-0.114698[/C][C]-1.3128[/C][C]0.095776[/C][/ROW]
[ROW][C]11[/C][C]0.32713[/C][C]3.7442[/C][C]0.000135[/C][/ROW]
[ROW][C]12[/C][C]0.001665[/C][C]0.0191[/C][C]0.492414[/C][/ROW]
[ROW][C]13[/C][C]-0.538178[/C][C]-6.1597[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.027624[/C][C]-0.3162[/C][C]0.37619[/C][/ROW]
[ROW][C]15[/C][C]-0.006197[/C][C]-0.0709[/C][C]0.47178[/C][/ROW]
[ROW][C]16[/C][C]-0.045314[/C][C]-0.5186[/C][C]0.302442[/C][/ROW]
[ROW][C]17[/C][C]0.003404[/C][C]0.039[/C][C]0.484493[/C][/ROW]
[ROW][C]18[/C][C]-0.011866[/C][C]-0.1358[/C][C]0.44609[/C][/ROW]
[ROW][C]19[/C][C]0.00346[/C][C]0.0396[/C][C]0.484234[/C][/ROW]
[ROW][C]20[/C][C]0.000993[/C][C]0.0114[/C][C]0.495474[/C][/ROW]
[ROW][C]21[/C][C]0.024061[/C][C]0.2754[/C][C]0.391723[/C][/ROW]
[ROW][C]22[/C][C]-0.01003[/C][C]-0.1148[/C][C]0.454389[/C][/ROW]
[ROW][C]23[/C][C]0.094553[/C][C]1.0822[/C][C]0.140575[/C][/ROW]
[ROW][C]24[/C][C]-0.065005[/C][C]-0.744[/C][C]0.229099[/C][/ROW]
[ROW][C]25[/C][C]-0.232364[/C][C]-2.6595[/C][C]0.004401[/C][/ROW]
[ROW][C]26[/C][C]-0.013567[/C][C]-0.1553[/C][C]0.438418[/C][/ROW]
[ROW][C]27[/C][C]0.162447[/C][C]1.8593[/C][C]0.032615[/C][/ROW]
[ROW][C]28[/C][C]-0.117922[/C][C]-1.3497[/C][C]0.089724[/C][/ROW]
[ROW][C]29[/C][C]0.053321[/C][C]0.6103[/C][C]0.271365[/C][/ROW]
[ROW][C]30[/C][C]-0.020018[/C][C]-0.2291[/C][C]0.409568[/C][/ROW]
[ROW][C]31[/C][C]0.125072[/C][C]1.4315[/C][C]0.077332[/C][/ROW]
[ROW][C]32[/C][C]0.010137[/C][C]0.116[/C][C]0.453906[/C][/ROW]
[ROW][C]33[/C][C]0.031907[/C][C]0.3652[/C][C]0.357778[/C][/ROW]
[ROW][C]34[/C][C]-0.07188[/C][C]-0.8227[/C][C]0.206086[/C][/ROW]
[ROW][C]35[/C][C]0.012979[/C][C]0.1486[/C][C]0.441068[/C][/ROW]
[ROW][C]36[/C][C]-0.063213[/C][C]-0.7235[/C][C]0.235331[/C][/ROW]
[ROW][C]37[/C][C]-0.095857[/C][C]-1.0971[/C][C]0.137298[/C][/ROW]
[ROW][C]38[/C][C]-0.084381[/C][C]-0.9658[/C][C]0.167967[/C][/ROW]
[ROW][C]39[/C][C]-0.088243[/C][C]-1.01[/C][C]0.157181[/C][/ROW]
[ROW][C]40[/C][C]-0.083386[/C][C]-0.9544[/C][C]0.17082[/C][/ROW]
[ROW][C]41[/C][C]0.048882[/C][C]0.5595[/C][C]0.288396[/C][/ROW]
[ROW][C]42[/C][C]-0.056375[/C][C]-0.6452[/C][C]0.259948[/C][/ROW]
[ROW][C]43[/C][C]0.043228[/C][C]0.4948[/C][C]0.310795[/C][/ROW]
[ROW][C]44[/C][C]-0.064711[/C][C]-0.7407[/C][C]0.230115[/C][/ROW]
[ROW][C]45[/C][C]-0.00618[/C][C]-0.0707[/C][C]0.47186[/C][/ROW]
[ROW][C]46[/C][C]0.002794[/C][C]0.032[/C][C]0.487271[/C][/ROW]
[ROW][C]47[/C][C]-0.057156[/C][C]-0.6542[/C][C]0.25707[/C][/ROW]
[ROW][C]48[/C][C]0.070084[/C][C]0.8021[/C][C]0.211961[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113868&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113868&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	0.926975	10.6097	0
2	-0.095396	-1.0919	0.13845
3	0.276571	3.1655	0.000963
4	0.147298	1.6859	0.047098
5	0.175605	2.0099	0.023248
6	-0.087052	-0.9964	0.160456
7	-0.181594	-2.0784	0.019811
8	-0.267132	-3.0575	0.001353
9	-0.10655	-1.2195	0.11242
10	-0.114698	-1.3128	0.095776
11	0.32713	3.7442	0.000135
12	0.001665	0.0191	0.492414
13	-0.538178	-6.1597	0
14	-0.027624	-0.3162	0.37619
15	-0.006197	-0.0709	0.47178
16	-0.045314	-0.5186	0.302442
17	0.003404	0.039	0.484493
18	-0.011866	-0.1358	0.44609
19	0.00346	0.0396	0.484234
20	0.000993	0.0114	0.495474
21	0.024061	0.2754	0.391723
22	-0.01003	-0.1148	0.454389
23	0.094553	1.0822	0.140575
24	-0.065005	-0.744	0.229099
25	-0.232364	-2.6595	0.004401
26	-0.013567	-0.1553	0.438418
27	0.162447	1.8593	0.032615
28	-0.117922	-1.3497	0.089724
29	0.053321	0.6103	0.271365
30	-0.020018	-0.2291	0.409568
31	0.125072	1.4315	0.077332
32	0.010137	0.116	0.453906
33	0.031907	0.3652	0.357778
34	-0.07188	-0.8227	0.206086
35	0.012979	0.1486	0.441068
36	-0.063213	-0.7235	0.235331
37	-0.095857	-1.0971	0.137298
38	-0.084381	-0.9658	0.167967
39	-0.088243	-1.01	0.157181
40	-0.083386	-0.9544	0.17082
41	0.048882	0.5595	0.288396
42	-0.056375	-0.6452	0.259948
43	0.043228	0.4948	0.310795
44	-0.064711	-0.7407	0.230115
45	-0.00618	-0.0707	0.47186
46	0.002794	0.032	0.487271
47	-0.057156	-0.6542	0.25707
48	0.070084	0.8021	0.211961

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = multiplicative ; par2 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; 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