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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 09 Dec 2016 13:56:30 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/09/t1481288313a0yepw9g5207wr0.htm/, Retrieved Fri, 01 Nov 2024 03:48:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298516, Retrieved Fri, 01 Nov 2024 03:48:29 +0000

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F1 competition

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-       [(Partial) Autocorrelation Function] [Partial Autocorre...] [2016-12-09 12:56:30] [00d6a26c230b6c589ee3bbc701d55499] [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	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298516&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

2 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298516&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298516&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.067637	0.7253	0.234863
2	0.136377	1.4625	0.073168
3	0.098496	1.0563	0.146534
4	-0.320766	-3.4398	0.000406
5	-0.236922	-2.5407	0.006198
6	-0.410349	-4.4005	1.2e-05
7	-0.311628	-3.3418	0.000562
8	-0.160694	-1.7233	0.043765
9	0.033661	0.361	0.359392
10	0.111384	1.1945	0.117378
11	0.319185	3.4229	0.00043
12	0.487176	5.2244	0
13	0.134253	1.4397	0.076334
14	0.180448	1.9351	0.027718
15	-0.019568	-0.2098	0.417081
16	-0.25428	-2.7268	0.003698
17	-0.167206	-1.7931	0.037794
18	-0.419927	-4.5032	8e-06
19	-0.214178	-2.2968	0.01172
20	-0.078982	-0.847	0.199381
21	-0.046613	-0.4999	0.30906
22	0.13195	1.415	0.079885
23	0.254889	2.7334	0.00363
24	0.370262	3.9706	6.3e-05
25	0.160752	1.7239	0.043709
26	0.14171	1.5197	0.065669
27	-0.010064	-0.1079	0.457124
28	-0.118033	-1.2658	0.104078
29	-0.172262	-1.8473	0.033637
30	-0.350625	-3.76	0.000134
31	-0.161404	-1.7309	0.043079
32	-0.076596	-0.8214	0.206558
33	-0.084531	-0.9065	0.183285
34	0.189676	2.034	0.022124
35	0.136637	1.4653	0.072788
36	0.289532	3.1049	0.001198
37	0.222235	2.3832	0.009401
38	0.069429	0.7445	0.229033
39	0.03846	0.4124	0.340394
40	-0.083264	-0.8929	0.186885
41	-0.183941	-1.9726	0.025473
42	-0.326315	-3.4993	0.000332
43	-0.085599	-0.918	0.180283
44	-0.171163	-1.8355	0.034507
45	-0.040257	-0.4317	0.333382
46	0.139112	1.4918	0.069244
47	0.095147	1.0203	0.154854
48	0.295725	3.1713	0.000973

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.067637 & 0.7253 & 0.234863 \tabularnewline
2 & 0.136377 & 1.4625 & 0.073168 \tabularnewline
3 & 0.098496 & 1.0563 & 0.146534 \tabularnewline
4 & -0.320766 & -3.4398 & 0.000406 \tabularnewline
5 & -0.236922 & -2.5407 & 0.006198 \tabularnewline
6 & -0.410349 & -4.4005 & 1.2e-05 \tabularnewline
7 & -0.311628 & -3.3418 & 0.000562 \tabularnewline
8 & -0.160694 & -1.7233 & 0.043765 \tabularnewline
9 & 0.033661 & 0.361 & 0.359392 \tabularnewline
10 & 0.111384 & 1.1945 & 0.117378 \tabularnewline
11 & 0.319185 & 3.4229 & 0.00043 \tabularnewline
12 & 0.487176 & 5.2244 & 0 \tabularnewline
13 & 0.134253 & 1.4397 & 0.076334 \tabularnewline
14 & 0.180448 & 1.9351 & 0.027718 \tabularnewline
15 & -0.019568 & -0.2098 & 0.417081 \tabularnewline
16 & -0.25428 & -2.7268 & 0.003698 \tabularnewline
17 & -0.167206 & -1.7931 & 0.037794 \tabularnewline
18 & -0.419927 & -4.5032 & 8e-06 \tabularnewline
19 & -0.214178 & -2.2968 & 0.01172 \tabularnewline
20 & -0.078982 & -0.847 & 0.199381 \tabularnewline
21 & -0.046613 & -0.4999 & 0.30906 \tabularnewline
22 & 0.13195 & 1.415 & 0.079885 \tabularnewline
23 & 0.254889 & 2.7334 & 0.00363 \tabularnewline
24 & 0.370262 & 3.9706 & 6.3e-05 \tabularnewline
25 & 0.160752 & 1.7239 & 0.043709 \tabularnewline
26 & 0.14171 & 1.5197 & 0.065669 \tabularnewline
27 & -0.010064 & -0.1079 & 0.457124 \tabularnewline
28 & -0.118033 & -1.2658 & 0.104078 \tabularnewline
29 & -0.172262 & -1.8473 & 0.033637 \tabularnewline
30 & -0.350625 & -3.76 & 0.000134 \tabularnewline
31 & -0.161404 & -1.7309 & 0.043079 \tabularnewline
32 & -0.076596 & -0.8214 & 0.206558 \tabularnewline
33 & -0.084531 & -0.9065 & 0.183285 \tabularnewline
34 & 0.189676 & 2.034 & 0.022124 \tabularnewline
35 & 0.136637 & 1.4653 & 0.072788 \tabularnewline
36 & 0.289532 & 3.1049 & 0.001198 \tabularnewline
37 & 0.222235 & 2.3832 & 0.009401 \tabularnewline
38 & 0.069429 & 0.7445 & 0.229033 \tabularnewline
39 & 0.03846 & 0.4124 & 0.340394 \tabularnewline
40 & -0.083264 & -0.8929 & 0.186885 \tabularnewline
41 & -0.183941 & -1.9726 & 0.025473 \tabularnewline
42 & -0.326315 & -3.4993 & 0.000332 \tabularnewline
43 & -0.085599 & -0.918 & 0.180283 \tabularnewline
44 & -0.171163 & -1.8355 & 0.034507 \tabularnewline
45 & -0.040257 & -0.4317 & 0.333382 \tabularnewline
46 & 0.139112 & 1.4918 & 0.069244 \tabularnewline
47 & 0.095147 & 1.0203 & 0.154854 \tabularnewline
48 & 0.295725 & 3.1713 & 0.000973 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298516&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]0.067637[/C][C]0.7253[/C][C]0.234863[/C][/ROW]
[ROW][C]2[/C][C]0.136377[/C][C]1.4625[/C][C]0.073168[/C][/ROW]
[ROW][C]3[/C][C]0.098496[/C][C]1.0563[/C][C]0.146534[/C][/ROW]
[ROW][C]4[/C][C]-0.320766[/C][C]-3.4398[/C][C]0.000406[/C][/ROW]
[ROW][C]5[/C][C]-0.236922[/C][C]-2.5407[/C][C]0.006198[/C][/ROW]
[ROW][C]6[/C][C]-0.410349[/C][C]-4.4005[/C][C]1.2e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.311628[/C][C]-3.3418[/C][C]0.000562[/C][/ROW]
[ROW][C]8[/C][C]-0.160694[/C][C]-1.7233[/C][C]0.043765[/C][/ROW]
[ROW][C]9[/C][C]0.033661[/C][C]0.361[/C][C]0.359392[/C][/ROW]
[ROW][C]10[/C][C]0.111384[/C][C]1.1945[/C][C]0.117378[/C][/ROW]
[ROW][C]11[/C][C]0.319185[/C][C]3.4229[/C][C]0.00043[/C][/ROW]
[ROW][C]12[/C][C]0.487176[/C][C]5.2244[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.134253[/C][C]1.4397[/C][C]0.076334[/C][/ROW]
[ROW][C]14[/C][C]0.180448[/C][C]1.9351[/C][C]0.027718[/C][/ROW]
[ROW][C]15[/C][C]-0.019568[/C][C]-0.2098[/C][C]0.417081[/C][/ROW]
[ROW][C]16[/C][C]-0.25428[/C][C]-2.7268[/C][C]0.003698[/C][/ROW]
[ROW][C]17[/C][C]-0.167206[/C][C]-1.7931[/C][C]0.037794[/C][/ROW]
[ROW][C]18[/C][C]-0.419927[/C][C]-4.5032[/C][C]8e-06[/C][/ROW]
[ROW][C]19[/C][C]-0.214178[/C][C]-2.2968[/C][C]0.01172[/C][/ROW]
[ROW][C]20[/C][C]-0.078982[/C][C]-0.847[/C][C]0.199381[/C][/ROW]
[ROW][C]21[/C][C]-0.046613[/C][C]-0.4999[/C][C]0.30906[/C][/ROW]
[ROW][C]22[/C][C]0.13195[/C][C]1.415[/C][C]0.079885[/C][/ROW]
[ROW][C]23[/C][C]0.254889[/C][C]2.7334[/C][C]0.00363[/C][/ROW]
[ROW][C]24[/C][C]0.370262[/C][C]3.9706[/C][C]6.3e-05[/C][/ROW]
[ROW][C]25[/C][C]0.160752[/C][C]1.7239[/C][C]0.043709[/C][/ROW]
[ROW][C]26[/C][C]0.14171[/C][C]1.5197[/C][C]0.065669[/C][/ROW]
[ROW][C]27[/C][C]-0.010064[/C][C]-0.1079[/C][C]0.457124[/C][/ROW]
[ROW][C]28[/C][C]-0.118033[/C][C]-1.2658[/C][C]0.104078[/C][/ROW]
[ROW][C]29[/C][C]-0.172262[/C][C]-1.8473[/C][C]0.033637[/C][/ROW]
[ROW][C]30[/C][C]-0.350625[/C][C]-3.76[/C][C]0.000134[/C][/ROW]
[ROW][C]31[/C][C]-0.161404[/C][C]-1.7309[/C][C]0.043079[/C][/ROW]
[ROW][C]32[/C][C]-0.076596[/C][C]-0.8214[/C][C]0.206558[/C][/ROW]
[ROW][C]33[/C][C]-0.084531[/C][C]-0.9065[/C][C]0.183285[/C][/ROW]
[ROW][C]34[/C][C]0.189676[/C][C]2.034[/C][C]0.022124[/C][/ROW]
[ROW][C]35[/C][C]0.136637[/C][C]1.4653[/C][C]0.072788[/C][/ROW]
[ROW][C]36[/C][C]0.289532[/C][C]3.1049[/C][C]0.001198[/C][/ROW]
[ROW][C]37[/C][C]0.222235[/C][C]2.3832[/C][C]0.009401[/C][/ROW]
[ROW][C]38[/C][C]0.069429[/C][C]0.7445[/C][C]0.229033[/C][/ROW]
[ROW][C]39[/C][C]0.03846[/C][C]0.4124[/C][C]0.340394[/C][/ROW]
[ROW][C]40[/C][C]-0.083264[/C][C]-0.8929[/C][C]0.186885[/C][/ROW]
[ROW][C]41[/C][C]-0.183941[/C][C]-1.9726[/C][C]0.025473[/C][/ROW]
[ROW][C]42[/C][C]-0.326315[/C][C]-3.4993[/C][C]0.000332[/C][/ROW]
[ROW][C]43[/C][C]-0.085599[/C][C]-0.918[/C][C]0.180283[/C][/ROW]
[ROW][C]44[/C][C]-0.171163[/C][C]-1.8355[/C][C]0.034507[/C][/ROW]
[ROW][C]45[/C][C]-0.040257[/C][C]-0.4317[/C][C]0.333382[/C][/ROW]
[ROW][C]46[/C][C]0.139112[/C][C]1.4918[/C][C]0.069244[/C][/ROW]
[ROW][C]47[/C][C]0.095147[/C][C]1.0203[/C][C]0.154854[/C][/ROW]
[ROW][C]48[/C][C]0.295725[/C][C]3.1713[/C][C]0.000973[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298516&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298516&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	0.067637	0.7253	0.234863
2	0.136377	1.4625	0.073168
3	0.098496	1.0563	0.146534
4	-0.320766	-3.4398	0.000406
5	-0.236922	-2.5407	0.006198
6	-0.410349	-4.4005	1.2e-05
7	-0.311628	-3.3418	0.000562
8	-0.160694	-1.7233	0.043765
9	0.033661	0.361	0.359392
10	0.111384	1.1945	0.117378
11	0.319185	3.4229	0.00043
12	0.487176	5.2244	0
13	0.134253	1.4397	0.076334
14	0.180448	1.9351	0.027718
15	-0.019568	-0.2098	0.417081
16	-0.25428	-2.7268	0.003698
17	-0.167206	-1.7931	0.037794
18	-0.419927	-4.5032	8e-06
19	-0.214178	-2.2968	0.01172
20	-0.078982	-0.847	0.199381
21	-0.046613	-0.4999	0.30906
22	0.13195	1.415	0.079885
23	0.254889	2.7334	0.00363
24	0.370262	3.9706	6.3e-05
25	0.160752	1.7239	0.043709
26	0.14171	1.5197	0.065669
27	-0.010064	-0.1079	0.457124
28	-0.118033	-1.2658	0.104078
29	-0.172262	-1.8473	0.033637
30	-0.350625	-3.76	0.000134
31	-0.161404	-1.7309	0.043079
32	-0.076596	-0.8214	0.206558
33	-0.084531	-0.9065	0.183285
34	0.189676	2.034	0.022124
35	0.136637	1.4653	0.072788
36	0.289532	3.1049	0.001198
37	0.222235	2.3832	0.009401
38	0.069429	0.7445	0.229033
39	0.03846	0.4124	0.340394
40	-0.083264	-0.8929	0.186885
41	-0.183941	-1.9726	0.025473
42	-0.326315	-3.4993	0.000332
43	-0.085599	-0.918	0.180283
44	-0.171163	-1.8355	0.034507
45	-0.040257	-0.4317	0.333382
46	0.139112	1.4918	0.069244
47	0.095147	1.0203	0.154854
48	0.295725	3.1713	0.000973

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.067637	0.7253	0.234863
2	0.132408	1.4199	0.079168
3	0.083374	0.8941	0.186572
4	-0.358831	-3.848	9.8e-05
5	-0.258286	-2.7698	0.003271
6	-0.380733	-4.0829	4.1e-05
7	-0.280754	-3.0107	0.001602
8	-0.26996	-2.895	0.002269
9	-0.085161	-0.9132	0.181512
10	-0.198694	-2.1308	0.01762
11	-0.046681	-0.5006	0.308806
12	0.237617	2.5482	0.006074
13	-0.026144	-0.2804	0.389851
14	-0.044141	-0.4734	0.318427
15	-0.065699	-0.7045	0.241261
16	-0.080766	-0.8661	0.194114
17	0.054396	0.5833	0.280406
18	-0.095427	-1.0233	0.154148
19	-0.028015	-0.3004	0.382195
20	-0.020195	-0.2166	0.414464
21	-0.078781	-0.8448	0.19998
22	-0.192245	-2.0616	0.02075
23	-0.186602	-2.0011	0.023869
24	0.005927	0.0636	0.474717
25	-0.063894	-0.6852	0.247302
26	-0.089804	-0.963	0.168774
27	-0.085751	-0.9196	0.179858
28	0.008685	0.0931	0.462977
29	-0.003834	-0.0411	0.483636
30	-0.086681	-0.9295	0.177276
31	-0.093253	-1	0.159698
32	0.025021	0.2683	0.394468
33	-0.043365	-0.465	0.321393
34	0.073586	0.7891	0.215832
35	-0.105499	-1.1313	0.130131
36	-0.010812	-0.1159	0.453948
37	0.050971	0.5466	0.292856
38	0.030635	0.3285	0.371555
39	-0.01749	-0.1876	0.425778
40	0.043988	0.4717	0.319013
41	0.061287	0.6572	0.256175
42	-0.070958	-0.7609	0.224126
43	0.071829	0.7703	0.221355
44	-0.030493	-0.327	0.372131
45	0.024537	0.2631	0.396459
46	0.022819	0.2447	0.403559
47	0.019956	0.214	0.415463
48	0.004807	0.0516	0.479487

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.067637 & 0.7253 & 0.234863 \tabularnewline
2 & 0.132408 & 1.4199 & 0.079168 \tabularnewline
3 & 0.083374 & 0.8941 & 0.186572 \tabularnewline
4 & -0.358831 & -3.848 & 9.8e-05 \tabularnewline
5 & -0.258286 & -2.7698 & 0.003271 \tabularnewline
6 & -0.380733 & -4.0829 & 4.1e-05 \tabularnewline
7 & -0.280754 & -3.0107 & 0.001602 \tabularnewline
8 & -0.26996 & -2.895 & 0.002269 \tabularnewline
9 & -0.085161 & -0.9132 & 0.181512 \tabularnewline
10 & -0.198694 & -2.1308 & 0.01762 \tabularnewline
11 & -0.046681 & -0.5006 & 0.308806 \tabularnewline
12 & 0.237617 & 2.5482 & 0.006074 \tabularnewline
13 & -0.026144 & -0.2804 & 0.389851 \tabularnewline
14 & -0.044141 & -0.4734 & 0.318427 \tabularnewline
15 & -0.065699 & -0.7045 & 0.241261 \tabularnewline
16 & -0.080766 & -0.8661 & 0.194114 \tabularnewline
17 & 0.054396 & 0.5833 & 0.280406 \tabularnewline
18 & -0.095427 & -1.0233 & 0.154148 \tabularnewline
19 & -0.028015 & -0.3004 & 0.382195 \tabularnewline
20 & -0.020195 & -0.2166 & 0.414464 \tabularnewline
21 & -0.078781 & -0.8448 & 0.19998 \tabularnewline
22 & -0.192245 & -2.0616 & 0.02075 \tabularnewline
23 & -0.186602 & -2.0011 & 0.023869 \tabularnewline
24 & 0.005927 & 0.0636 & 0.474717 \tabularnewline
25 & -0.063894 & -0.6852 & 0.247302 \tabularnewline
26 & -0.089804 & -0.963 & 0.168774 \tabularnewline
27 & -0.085751 & -0.9196 & 0.179858 \tabularnewline
28 & 0.008685 & 0.0931 & 0.462977 \tabularnewline
29 & -0.003834 & -0.0411 & 0.483636 \tabularnewline
30 & -0.086681 & -0.9295 & 0.177276 \tabularnewline
31 & -0.093253 & -1 & 0.159698 \tabularnewline
32 & 0.025021 & 0.2683 & 0.394468 \tabularnewline
33 & -0.043365 & -0.465 & 0.321393 \tabularnewline
34 & 0.073586 & 0.7891 & 0.215832 \tabularnewline
35 & -0.105499 & -1.1313 & 0.130131 \tabularnewline
36 & -0.010812 & -0.1159 & 0.453948 \tabularnewline
37 & 0.050971 & 0.5466 & 0.292856 \tabularnewline
38 & 0.030635 & 0.3285 & 0.371555 \tabularnewline
39 & -0.01749 & -0.1876 & 0.425778 \tabularnewline
40 & 0.043988 & 0.4717 & 0.319013 \tabularnewline
41 & 0.061287 & 0.6572 & 0.256175 \tabularnewline
42 & -0.070958 & -0.7609 & 0.224126 \tabularnewline
43 & 0.071829 & 0.7703 & 0.221355 \tabularnewline
44 & -0.030493 & -0.327 & 0.372131 \tabularnewline
45 & 0.024537 & 0.2631 & 0.396459 \tabularnewline
46 & 0.022819 & 0.2447 & 0.403559 \tabularnewline
47 & 0.019956 & 0.214 & 0.415463 \tabularnewline
48 & 0.004807 & 0.0516 & 0.479487 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298516&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]0.067637[/C][C]0.7253[/C][C]0.234863[/C][/ROW]
[ROW][C]2[/C][C]0.132408[/C][C]1.4199[/C][C]0.079168[/C][/ROW]
[ROW][C]3[/C][C]0.083374[/C][C]0.8941[/C][C]0.186572[/C][/ROW]
[ROW][C]4[/C][C]-0.358831[/C][C]-3.848[/C][C]9.8e-05[/C][/ROW]
[ROW][C]5[/C][C]-0.258286[/C][C]-2.7698[/C][C]0.003271[/C][/ROW]
[ROW][C]6[/C][C]-0.380733[/C][C]-4.0829[/C][C]4.1e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.280754[/C][C]-3.0107[/C][C]0.001602[/C][/ROW]
[ROW][C]8[/C][C]-0.26996[/C][C]-2.895[/C][C]0.002269[/C][/ROW]
[ROW][C]9[/C][C]-0.085161[/C][C]-0.9132[/C][C]0.181512[/C][/ROW]
[ROW][C]10[/C][C]-0.198694[/C][C]-2.1308[/C][C]0.01762[/C][/ROW]
[ROW][C]11[/C][C]-0.046681[/C][C]-0.5006[/C][C]0.308806[/C][/ROW]
[ROW][C]12[/C][C]0.237617[/C][C]2.5482[/C][C]0.006074[/C][/ROW]
[ROW][C]13[/C][C]-0.026144[/C][C]-0.2804[/C][C]0.389851[/C][/ROW]
[ROW][C]14[/C][C]-0.044141[/C][C]-0.4734[/C][C]0.318427[/C][/ROW]
[ROW][C]15[/C][C]-0.065699[/C][C]-0.7045[/C][C]0.241261[/C][/ROW]
[ROW][C]16[/C][C]-0.080766[/C][C]-0.8661[/C][C]0.194114[/C][/ROW]
[ROW][C]17[/C][C]0.054396[/C][C]0.5833[/C][C]0.280406[/C][/ROW]
[ROW][C]18[/C][C]-0.095427[/C][C]-1.0233[/C][C]0.154148[/C][/ROW]
[ROW][C]19[/C][C]-0.028015[/C][C]-0.3004[/C][C]0.382195[/C][/ROW]
[ROW][C]20[/C][C]-0.020195[/C][C]-0.2166[/C][C]0.414464[/C][/ROW]
[ROW][C]21[/C][C]-0.078781[/C][C]-0.8448[/C][C]0.19998[/C][/ROW]
[ROW][C]22[/C][C]-0.192245[/C][C]-2.0616[/C][C]0.02075[/C][/ROW]
[ROW][C]23[/C][C]-0.186602[/C][C]-2.0011[/C][C]0.023869[/C][/ROW]
[ROW][C]24[/C][C]0.005927[/C][C]0.0636[/C][C]0.474717[/C][/ROW]
[ROW][C]25[/C][C]-0.063894[/C][C]-0.6852[/C][C]0.247302[/C][/ROW]
[ROW][C]26[/C][C]-0.089804[/C][C]-0.963[/C][C]0.168774[/C][/ROW]
[ROW][C]27[/C][C]-0.085751[/C][C]-0.9196[/C][C]0.179858[/C][/ROW]
[ROW][C]28[/C][C]0.008685[/C][C]0.0931[/C][C]0.462977[/C][/ROW]
[ROW][C]29[/C][C]-0.003834[/C][C]-0.0411[/C][C]0.483636[/C][/ROW]
[ROW][C]30[/C][C]-0.086681[/C][C]-0.9295[/C][C]0.177276[/C][/ROW]
[ROW][C]31[/C][C]-0.093253[/C][C]-1[/C][C]0.159698[/C][/ROW]
[ROW][C]32[/C][C]0.025021[/C][C]0.2683[/C][C]0.394468[/C][/ROW]
[ROW][C]33[/C][C]-0.043365[/C][C]-0.465[/C][C]0.321393[/C][/ROW]
[ROW][C]34[/C][C]0.073586[/C][C]0.7891[/C][C]0.215832[/C][/ROW]
[ROW][C]35[/C][C]-0.105499[/C][C]-1.1313[/C][C]0.130131[/C][/ROW]
[ROW][C]36[/C][C]-0.010812[/C][C]-0.1159[/C][C]0.453948[/C][/ROW]
[ROW][C]37[/C][C]0.050971[/C][C]0.5466[/C][C]0.292856[/C][/ROW]
[ROW][C]38[/C][C]0.030635[/C][C]0.3285[/C][C]0.371555[/C][/ROW]
[ROW][C]39[/C][C]-0.01749[/C][C]-0.1876[/C][C]0.425778[/C][/ROW]
[ROW][C]40[/C][C]0.043988[/C][C]0.4717[/C][C]0.319013[/C][/ROW]
[ROW][C]41[/C][C]0.061287[/C][C]0.6572[/C][C]0.256175[/C][/ROW]
[ROW][C]42[/C][C]-0.070958[/C][C]-0.7609[/C][C]0.224126[/C][/ROW]
[ROW][C]43[/C][C]0.071829[/C][C]0.7703[/C][C]0.221355[/C][/ROW]
[ROW][C]44[/C][C]-0.030493[/C][C]-0.327[/C][C]0.372131[/C][/ROW]
[ROW][C]45[/C][C]0.024537[/C][C]0.2631[/C][C]0.396459[/C][/ROW]
[ROW][C]46[/C][C]0.022819[/C][C]0.2447[/C][C]0.403559[/C][/ROW]
[ROW][C]47[/C][C]0.019956[/C][C]0.214[/C][C]0.415463[/C][/ROW]
[ROW][C]48[/C][C]0.004807[/C][C]0.0516[/C][C]0.479487[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298516&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298516&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	0.067637	0.7253	0.234863
2	0.132408	1.4199	0.079168
3	0.083374	0.8941	0.186572
4	-0.358831	-3.848	9.8e-05
5	-0.258286	-2.7698	0.003271
6	-0.380733	-4.0829	4.1e-05
7	-0.280754	-3.0107	0.001602
8	-0.26996	-2.895	0.002269
9	-0.085161	-0.9132	0.181512
10	-0.198694	-2.1308	0.01762
11	-0.046681	-0.5006	0.308806
12	0.237617	2.5482	0.006074
13	-0.026144	-0.2804	0.389851
14	-0.044141	-0.4734	0.318427
15	-0.065699	-0.7045	0.241261
16	-0.080766	-0.8661	0.194114
17	0.054396	0.5833	0.280406
18	-0.095427	-1.0233	0.154148
19	-0.028015	-0.3004	0.382195
20	-0.020195	-0.2166	0.414464
21	-0.078781	-0.8448	0.19998
22	-0.192245	-2.0616	0.02075
23	-0.186602	-2.0011	0.023869
24	0.005927	0.0636	0.474717
25	-0.063894	-0.6852	0.247302
26	-0.089804	-0.963	0.168774
27	-0.085751	-0.9196	0.179858
28	0.008685	0.0931	0.462977
29	-0.003834	-0.0411	0.483636
30	-0.086681	-0.9295	0.177276
31	-0.093253	-1	0.159698
32	0.025021	0.2683	0.394468
33	-0.043365	-0.465	0.321393
34	0.073586	0.7891	0.215832
35	-0.105499	-1.1313	0.130131
36	-0.010812	-0.1159	0.453948
37	0.050971	0.5466	0.292856
38	0.030635	0.3285	0.371555
39	-0.01749	-0.1876	0.425778
40	0.043988	0.4717	0.319013
41	0.061287	0.6572	0.256175
42	-0.070958	-0.7609	0.224126
43	0.071829	0.7703	0.221355
44	-0.030493	-0.327	0.372131
45	0.024537	0.2631	0.396459
46	0.022819	0.2447	0.403559
47	0.019956	0.214	0.415463
48	0.004807	0.0516	0.479487

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

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 ; 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 (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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,'ACF(k)',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,'PACF(k)',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