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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 09 Dec 2016 14:09:06 +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/t1481289377bbttp75yzlx7vu5.htm/, Retrieved Sun, 06 Apr 2025 04:59:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298528, Retrieved Sun, 06 Apr 2025 04:59:32 +0000

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F1 competition

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

-       [(Partial) Autocorrelation Function] [Partial Autocorre...] [2016-12-09 13:09:06] [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	1 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 time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298528&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]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298528&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298528&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	1 seconds
R Server	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.579923	-5.8569	0
2	-0.011531	-0.1165	0.453759
3	0.244411	2.4684	0.007617
4	-0.203607	-2.0563	0.021152
5	0.045895	0.4635	0.321992
6	0.109558	1.1065	0.13556
7	-0.176097	-1.7785	0.039151
8	0.0827	0.8352	0.20277
9	0.048358	0.4884	0.313162
10	-0.137524	-1.3889	0.08394
11	0.256829	2.5938	0.005443
12	-0.225432	-2.2768	0.012445
13	0.00034	0.0034	0.498633
14	0.111554	1.1266	0.131268
15	-0.015313	-0.1547	0.438701
16	-0.12993	-1.3122	0.096194
17	0.156866	1.5843	0.058114
18	-0.067124	-0.6779	0.249679
19	-0.052595	-0.5312	0.298223
20	0.143564	1.4499	0.075074
21	-0.075639	-0.7639	0.223339
22	-0.124495	-1.2573	0.105752
23	0.230018	2.3231	0.01108
24	-0.13245	-1.3377	0.091987
25	-0.057125	-0.5769	0.282629
26	0.182428	1.8424	0.034159
27	-0.194334	-1.9627	0.026204
28	0.112293	1.1341	0.129706
29	-0.023956	-0.2419	0.404657
30	-0.020264	-0.2047	0.419124
31	-0.012264	-0.1239	0.450834
32	0.070582	0.7128	0.238784
33	-0.101329	-1.0234	0.154276
34	0.104831	1.0587	0.14611
35	-0.020057	-0.2026	0.419939
36	-0.134661	-1.36	0.088412
37	0.187212	1.8907	0.030748
38	-0.067335	-0.68	0.249007
39	-0.069854	-0.7055	0.241058
40	0.072471	0.7319	0.232946
41	0.035272	0.3562	0.361201
42	-0.130873	-1.3217	0.094604
43	0.19562	1.9757	0.025447
44	-0.161244	-1.6285	0.053253
45	0.002936	0.0297	0.488201
46	0.112252	1.1337	0.129792
47	-0.081745	-0.8256	0.205483
48	-0.029718	-0.3001	0.382341

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.579923 & -5.8569 & 0 \tabularnewline
2 & -0.011531 & -0.1165 & 0.453759 \tabularnewline
3 & 0.244411 & 2.4684 & 0.007617 \tabularnewline
4 & -0.203607 & -2.0563 & 0.021152 \tabularnewline
5 & 0.045895 & 0.4635 & 0.321992 \tabularnewline
6 & 0.109558 & 1.1065 & 0.13556 \tabularnewline
7 & -0.176097 & -1.7785 & 0.039151 \tabularnewline
8 & 0.0827 & 0.8352 & 0.20277 \tabularnewline
9 & 0.048358 & 0.4884 & 0.313162 \tabularnewline
10 & -0.137524 & -1.3889 & 0.08394 \tabularnewline
11 & 0.256829 & 2.5938 & 0.005443 \tabularnewline
12 & -0.225432 & -2.2768 & 0.012445 \tabularnewline
13 & 0.00034 & 0.0034 & 0.498633 \tabularnewline
14 & 0.111554 & 1.1266 & 0.131268 \tabularnewline
15 & -0.015313 & -0.1547 & 0.438701 \tabularnewline
16 & -0.12993 & -1.3122 & 0.096194 \tabularnewline
17 & 0.156866 & 1.5843 & 0.058114 \tabularnewline
18 & -0.067124 & -0.6779 & 0.249679 \tabularnewline
19 & -0.052595 & -0.5312 & 0.298223 \tabularnewline
20 & 0.143564 & 1.4499 & 0.075074 \tabularnewline
21 & -0.075639 & -0.7639 & 0.223339 \tabularnewline
22 & -0.124495 & -1.2573 & 0.105752 \tabularnewline
23 & 0.230018 & 2.3231 & 0.01108 \tabularnewline
24 & -0.13245 & -1.3377 & 0.091987 \tabularnewline
25 & -0.057125 & -0.5769 & 0.282629 \tabularnewline
26 & 0.182428 & 1.8424 & 0.034159 \tabularnewline
27 & -0.194334 & -1.9627 & 0.026204 \tabularnewline
28 & 0.112293 & 1.1341 & 0.129706 \tabularnewline
29 & -0.023956 & -0.2419 & 0.404657 \tabularnewline
30 & -0.020264 & -0.2047 & 0.419124 \tabularnewline
31 & -0.012264 & -0.1239 & 0.450834 \tabularnewline
32 & 0.070582 & 0.7128 & 0.238784 \tabularnewline
33 & -0.101329 & -1.0234 & 0.154276 \tabularnewline
34 & 0.104831 & 1.0587 & 0.14611 \tabularnewline
35 & -0.020057 & -0.2026 & 0.419939 \tabularnewline
36 & -0.134661 & -1.36 & 0.088412 \tabularnewline
37 & 0.187212 & 1.8907 & 0.030748 \tabularnewline
38 & -0.067335 & -0.68 & 0.249007 \tabularnewline
39 & -0.069854 & -0.7055 & 0.241058 \tabularnewline
40 & 0.072471 & 0.7319 & 0.232946 \tabularnewline
41 & 0.035272 & 0.3562 & 0.361201 \tabularnewline
42 & -0.130873 & -1.3217 & 0.094604 \tabularnewline
43 & 0.19562 & 1.9757 & 0.025447 \tabularnewline
44 & -0.161244 & -1.6285 & 0.053253 \tabularnewline
45 & 0.002936 & 0.0297 & 0.488201 \tabularnewline
46 & 0.112252 & 1.1337 & 0.129792 \tabularnewline
47 & -0.081745 & -0.8256 & 0.205483 \tabularnewline
48 & -0.029718 & -0.3001 & 0.382341 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298528&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]-0.579923[/C][C]-5.8569[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.011531[/C][C]-0.1165[/C][C]0.453759[/C][/ROW]
[ROW][C]3[/C][C]0.244411[/C][C]2.4684[/C][C]0.007617[/C][/ROW]
[ROW][C]4[/C][C]-0.203607[/C][C]-2.0563[/C][C]0.021152[/C][/ROW]
[ROW][C]5[/C][C]0.045895[/C][C]0.4635[/C][C]0.321992[/C][/ROW]
[ROW][C]6[/C][C]0.109558[/C][C]1.1065[/C][C]0.13556[/C][/ROW]
[ROW][C]7[/C][C]-0.176097[/C][C]-1.7785[/C][C]0.039151[/C][/ROW]
[ROW][C]8[/C][C]0.0827[/C][C]0.8352[/C][C]0.20277[/C][/ROW]
[ROW][C]9[/C][C]0.048358[/C][C]0.4884[/C][C]0.313162[/C][/ROW]
[ROW][C]10[/C][C]-0.137524[/C][C]-1.3889[/C][C]0.08394[/C][/ROW]
[ROW][C]11[/C][C]0.256829[/C][C]2.5938[/C][C]0.005443[/C][/ROW]
[ROW][C]12[/C][C]-0.225432[/C][C]-2.2768[/C][C]0.012445[/C][/ROW]
[ROW][C]13[/C][C]0.00034[/C][C]0.0034[/C][C]0.498633[/C][/ROW]
[ROW][C]14[/C][C]0.111554[/C][C]1.1266[/C][C]0.131268[/C][/ROW]
[ROW][C]15[/C][C]-0.015313[/C][C]-0.1547[/C][C]0.438701[/C][/ROW]
[ROW][C]16[/C][C]-0.12993[/C][C]-1.3122[/C][C]0.096194[/C][/ROW]
[ROW][C]17[/C][C]0.156866[/C][C]1.5843[/C][C]0.058114[/C][/ROW]
[ROW][C]18[/C][C]-0.067124[/C][C]-0.6779[/C][C]0.249679[/C][/ROW]
[ROW][C]19[/C][C]-0.052595[/C][C]-0.5312[/C][C]0.298223[/C][/ROW]
[ROW][C]20[/C][C]0.143564[/C][C]1.4499[/C][C]0.075074[/C][/ROW]
[ROW][C]21[/C][C]-0.075639[/C][C]-0.7639[/C][C]0.223339[/C][/ROW]
[ROW][C]22[/C][C]-0.124495[/C][C]-1.2573[/C][C]0.105752[/C][/ROW]
[ROW][C]23[/C][C]0.230018[/C][C]2.3231[/C][C]0.01108[/C][/ROW]
[ROW][C]24[/C][C]-0.13245[/C][C]-1.3377[/C][C]0.091987[/C][/ROW]
[ROW][C]25[/C][C]-0.057125[/C][C]-0.5769[/C][C]0.282629[/C][/ROW]
[ROW][C]26[/C][C]0.182428[/C][C]1.8424[/C][C]0.034159[/C][/ROW]
[ROW][C]27[/C][C]-0.194334[/C][C]-1.9627[/C][C]0.026204[/C][/ROW]
[ROW][C]28[/C][C]0.112293[/C][C]1.1341[/C][C]0.129706[/C][/ROW]
[ROW][C]29[/C][C]-0.023956[/C][C]-0.2419[/C][C]0.404657[/C][/ROW]
[ROW][C]30[/C][C]-0.020264[/C][C]-0.2047[/C][C]0.419124[/C][/ROW]
[ROW][C]31[/C][C]-0.012264[/C][C]-0.1239[/C][C]0.450834[/C][/ROW]
[ROW][C]32[/C][C]0.070582[/C][C]0.7128[/C][C]0.238784[/C][/ROW]
[ROW][C]33[/C][C]-0.101329[/C][C]-1.0234[/C][C]0.154276[/C][/ROW]
[ROW][C]34[/C][C]0.104831[/C][C]1.0587[/C][C]0.14611[/C][/ROW]
[ROW][C]35[/C][C]-0.020057[/C][C]-0.2026[/C][C]0.419939[/C][/ROW]
[ROW][C]36[/C][C]-0.134661[/C][C]-1.36[/C][C]0.088412[/C][/ROW]
[ROW][C]37[/C][C]0.187212[/C][C]1.8907[/C][C]0.030748[/C][/ROW]
[ROW][C]38[/C][C]-0.067335[/C][C]-0.68[/C][C]0.249007[/C][/ROW]
[ROW][C]39[/C][C]-0.069854[/C][C]-0.7055[/C][C]0.241058[/C][/ROW]
[ROW][C]40[/C][C]0.072471[/C][C]0.7319[/C][C]0.232946[/C][/ROW]
[ROW][C]41[/C][C]0.035272[/C][C]0.3562[/C][C]0.361201[/C][/ROW]
[ROW][C]42[/C][C]-0.130873[/C][C]-1.3217[/C][C]0.094604[/C][/ROW]
[ROW][C]43[/C][C]0.19562[/C][C]1.9757[/C][C]0.025447[/C][/ROW]
[ROW][C]44[/C][C]-0.161244[/C][C]-1.6285[/C][C]0.053253[/C][/ROW]
[ROW][C]45[/C][C]0.002936[/C][C]0.0297[/C][C]0.488201[/C][/ROW]
[ROW][C]46[/C][C]0.112252[/C][C]1.1337[/C][C]0.129792[/C][/ROW]
[ROW][C]47[/C][C]-0.081745[/C][C]-0.8256[/C][C]0.205483[/C][/ROW]
[ROW][C]48[/C][C]-0.029718[/C][C]-0.3001[/C][C]0.382341[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298528&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298528&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	-0.579923	-5.8569	0
2	-0.011531	-0.1165	0.453759
3	0.244411	2.4684	0.007617
4	-0.203607	-2.0563	0.021152
5	0.045895	0.4635	0.321992
6	0.109558	1.1065	0.13556
7	-0.176097	-1.7785	0.039151
8	0.0827	0.8352	0.20277
9	0.048358	0.4884	0.313162
10	-0.137524	-1.3889	0.08394
11	0.256829	2.5938	0.005443
12	-0.225432	-2.2768	0.012445
13	0.00034	0.0034	0.498633
14	0.111554	1.1266	0.131268
15	-0.015313	-0.1547	0.438701
16	-0.12993	-1.3122	0.096194
17	0.156866	1.5843	0.058114
18	-0.067124	-0.6779	0.249679
19	-0.052595	-0.5312	0.298223
20	0.143564	1.4499	0.075074
21	-0.075639	-0.7639	0.223339
22	-0.124495	-1.2573	0.105752
23	0.230018	2.3231	0.01108
24	-0.13245	-1.3377	0.091987
25	-0.057125	-0.5769	0.282629
26	0.182428	1.8424	0.034159
27	-0.194334	-1.9627	0.026204
28	0.112293	1.1341	0.129706
29	-0.023956	-0.2419	0.404657
30	-0.020264	-0.2047	0.419124
31	-0.012264	-0.1239	0.450834
32	0.070582	0.7128	0.238784
33	-0.101329	-1.0234	0.154276
34	0.104831	1.0587	0.14611
35	-0.020057	-0.2026	0.419939
36	-0.134661	-1.36	0.088412
37	0.187212	1.8907	0.030748
38	-0.067335	-0.68	0.249007
39	-0.069854	-0.7055	0.241058
40	0.072471	0.7319	0.232946
41	0.035272	0.3562	0.361201
42	-0.130873	-1.3217	0.094604
43	0.19562	1.9757	0.025447
44	-0.161244	-1.6285	0.053253
45	0.002936	0.0297	0.488201
46	0.112252	1.1337	0.129792
47	-0.081745	-0.8256	0.205483
48	-0.029718	-0.3001	0.382341

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.579923	-5.8569	0
2	-0.524103	-5.2932	0
3	-0.144834	-1.4627	0.073305
4	-0.128458	-1.2974	0.098716
5	-0.110113	-1.1121	0.134358
6	0.039362	0.3975	0.345901
7	-0.063546	-0.6418	0.261227
8	-0.100712	-1.0171	0.155746
9	-0.044821	-0.4527	0.325873
10	-0.127399	-1.2867	0.100562
11	0.23228	2.3459	0.010457
12	0.120598	1.218	0.113021
13	-0.028063	-0.2834	0.388713
14	-0.144708	-1.4615	0.07348
15	0.048791	0.4928	0.311621
16	-0.079132	-0.7992	0.213019
17	-0.028154	-0.2843	0.388361
18	0.047433	0.479	0.316466
19	-0.015272	-0.1542	0.438863
20	0.028191	0.2847	0.388221
21	0.108592	1.0967	0.137673
22	-0.181151	-1.8295	0.035121
23	0.050599	0.511	0.30522
24	0.107981	1.0906	0.13902
25	-0.030162	-0.3046	0.380636
26	0.000669	0.0068	0.49731
27	-0.006311	-0.0637	0.474651
28	0.010009	0.1011	0.459839
29	-0.131654	-1.3296	0.093301
30	-0.00761	-0.0769	0.469442
31	-0.111214	-1.1232	0.131993
32	-0.002565	-0.0259	0.489691
33	0.051768	0.5228	0.301112
34	-0.024044	-0.2428	0.404312
35	0.066208	0.6687	0.25261
36	-0.054653	-0.552	0.291088
37	-0.041391	-0.418	0.338404
38	0.032238	0.3256	0.372702
39	0.05636	0.5692	0.285233
40	-0.009824	-0.0992	0.46058
41	0.039743	0.4014	0.344489
42	0.022221	0.2244	0.411437
43	0.080965	0.8177	0.207715
44	-0.016879	-0.1705	0.432488
45	-0.032951	-0.3328	0.36999
46	-0.040646	-0.4105	0.341147
47	0.096016	0.9697	0.16724
48	-0.028951	-0.2924	0.385292

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.579923 & -5.8569 & 0 \tabularnewline
2 & -0.524103 & -5.2932 & 0 \tabularnewline
3 & -0.144834 & -1.4627 & 0.073305 \tabularnewline
4 & -0.128458 & -1.2974 & 0.098716 \tabularnewline
5 & -0.110113 & -1.1121 & 0.134358 \tabularnewline
6 & 0.039362 & 0.3975 & 0.345901 \tabularnewline
7 & -0.063546 & -0.6418 & 0.261227 \tabularnewline
8 & -0.100712 & -1.0171 & 0.155746 \tabularnewline
9 & -0.044821 & -0.4527 & 0.325873 \tabularnewline
10 & -0.127399 & -1.2867 & 0.100562 \tabularnewline
11 & 0.23228 & 2.3459 & 0.010457 \tabularnewline
12 & 0.120598 & 1.218 & 0.113021 \tabularnewline
13 & -0.028063 & -0.2834 & 0.388713 \tabularnewline
14 & -0.144708 & -1.4615 & 0.07348 \tabularnewline
15 & 0.048791 & 0.4928 & 0.311621 \tabularnewline
16 & -0.079132 & -0.7992 & 0.213019 \tabularnewline
17 & -0.028154 & -0.2843 & 0.388361 \tabularnewline
18 & 0.047433 & 0.479 & 0.316466 \tabularnewline
19 & -0.015272 & -0.1542 & 0.438863 \tabularnewline
20 & 0.028191 & 0.2847 & 0.388221 \tabularnewline
21 & 0.108592 & 1.0967 & 0.137673 \tabularnewline
22 & -0.181151 & -1.8295 & 0.035121 \tabularnewline
23 & 0.050599 & 0.511 & 0.30522 \tabularnewline
24 & 0.107981 & 1.0906 & 0.13902 \tabularnewline
25 & -0.030162 & -0.3046 & 0.380636 \tabularnewline
26 & 0.000669 & 0.0068 & 0.49731 \tabularnewline
27 & -0.006311 & -0.0637 & 0.474651 \tabularnewline
28 & 0.010009 & 0.1011 & 0.459839 \tabularnewline
29 & -0.131654 & -1.3296 & 0.093301 \tabularnewline
30 & -0.00761 & -0.0769 & 0.469442 \tabularnewline
31 & -0.111214 & -1.1232 & 0.131993 \tabularnewline
32 & -0.002565 & -0.0259 & 0.489691 \tabularnewline
33 & 0.051768 & 0.5228 & 0.301112 \tabularnewline
34 & -0.024044 & -0.2428 & 0.404312 \tabularnewline
35 & 0.066208 & 0.6687 & 0.25261 \tabularnewline
36 & -0.054653 & -0.552 & 0.291088 \tabularnewline
37 & -0.041391 & -0.418 & 0.338404 \tabularnewline
38 & 0.032238 & 0.3256 & 0.372702 \tabularnewline
39 & 0.05636 & 0.5692 & 0.285233 \tabularnewline
40 & -0.009824 & -0.0992 & 0.46058 \tabularnewline
41 & 0.039743 & 0.4014 & 0.344489 \tabularnewline
42 & 0.022221 & 0.2244 & 0.411437 \tabularnewline
43 & 0.080965 & 0.8177 & 0.207715 \tabularnewline
44 & -0.016879 & -0.1705 & 0.432488 \tabularnewline
45 & -0.032951 & -0.3328 & 0.36999 \tabularnewline
46 & -0.040646 & -0.4105 & 0.341147 \tabularnewline
47 & 0.096016 & 0.9697 & 0.16724 \tabularnewline
48 & -0.028951 & -0.2924 & 0.385292 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298528&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]-0.579923[/C][C]-5.8569[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.524103[/C][C]-5.2932[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.144834[/C][C]-1.4627[/C][C]0.073305[/C][/ROW]
[ROW][C]4[/C][C]-0.128458[/C][C]-1.2974[/C][C]0.098716[/C][/ROW]
[ROW][C]5[/C][C]-0.110113[/C][C]-1.1121[/C][C]0.134358[/C][/ROW]
[ROW][C]6[/C][C]0.039362[/C][C]0.3975[/C][C]0.345901[/C][/ROW]
[ROW][C]7[/C][C]-0.063546[/C][C]-0.6418[/C][C]0.261227[/C][/ROW]
[ROW][C]8[/C][C]-0.100712[/C][C]-1.0171[/C][C]0.155746[/C][/ROW]
[ROW][C]9[/C][C]-0.044821[/C][C]-0.4527[/C][C]0.325873[/C][/ROW]
[ROW][C]10[/C][C]-0.127399[/C][C]-1.2867[/C][C]0.100562[/C][/ROW]
[ROW][C]11[/C][C]0.23228[/C][C]2.3459[/C][C]0.010457[/C][/ROW]
[ROW][C]12[/C][C]0.120598[/C][C]1.218[/C][C]0.113021[/C][/ROW]
[ROW][C]13[/C][C]-0.028063[/C][C]-0.2834[/C][C]0.388713[/C][/ROW]
[ROW][C]14[/C][C]-0.144708[/C][C]-1.4615[/C][C]0.07348[/C][/ROW]
[ROW][C]15[/C][C]0.048791[/C][C]0.4928[/C][C]0.311621[/C][/ROW]
[ROW][C]16[/C][C]-0.079132[/C][C]-0.7992[/C][C]0.213019[/C][/ROW]
[ROW][C]17[/C][C]-0.028154[/C][C]-0.2843[/C][C]0.388361[/C][/ROW]
[ROW][C]18[/C][C]0.047433[/C][C]0.479[/C][C]0.316466[/C][/ROW]
[ROW][C]19[/C][C]-0.015272[/C][C]-0.1542[/C][C]0.438863[/C][/ROW]
[ROW][C]20[/C][C]0.028191[/C][C]0.2847[/C][C]0.388221[/C][/ROW]
[ROW][C]21[/C][C]0.108592[/C][C]1.0967[/C][C]0.137673[/C][/ROW]
[ROW][C]22[/C][C]-0.181151[/C][C]-1.8295[/C][C]0.035121[/C][/ROW]
[ROW][C]23[/C][C]0.050599[/C][C]0.511[/C][C]0.30522[/C][/ROW]
[ROW][C]24[/C][C]0.107981[/C][C]1.0906[/C][C]0.13902[/C][/ROW]
[ROW][C]25[/C][C]-0.030162[/C][C]-0.3046[/C][C]0.380636[/C][/ROW]
[ROW][C]26[/C][C]0.000669[/C][C]0.0068[/C][C]0.49731[/C][/ROW]
[ROW][C]27[/C][C]-0.006311[/C][C]-0.0637[/C][C]0.474651[/C][/ROW]
[ROW][C]28[/C][C]0.010009[/C][C]0.1011[/C][C]0.459839[/C][/ROW]
[ROW][C]29[/C][C]-0.131654[/C][C]-1.3296[/C][C]0.093301[/C][/ROW]
[ROW][C]30[/C][C]-0.00761[/C][C]-0.0769[/C][C]0.469442[/C][/ROW]
[ROW][C]31[/C][C]-0.111214[/C][C]-1.1232[/C][C]0.131993[/C][/ROW]
[ROW][C]32[/C][C]-0.002565[/C][C]-0.0259[/C][C]0.489691[/C][/ROW]
[ROW][C]33[/C][C]0.051768[/C][C]0.5228[/C][C]0.301112[/C][/ROW]
[ROW][C]34[/C][C]-0.024044[/C][C]-0.2428[/C][C]0.404312[/C][/ROW]
[ROW][C]35[/C][C]0.066208[/C][C]0.6687[/C][C]0.25261[/C][/ROW]
[ROW][C]36[/C][C]-0.054653[/C][C]-0.552[/C][C]0.291088[/C][/ROW]
[ROW][C]37[/C][C]-0.041391[/C][C]-0.418[/C][C]0.338404[/C][/ROW]
[ROW][C]38[/C][C]0.032238[/C][C]0.3256[/C][C]0.372702[/C][/ROW]
[ROW][C]39[/C][C]0.05636[/C][C]0.5692[/C][C]0.285233[/C][/ROW]
[ROW][C]40[/C][C]-0.009824[/C][C]-0.0992[/C][C]0.46058[/C][/ROW]
[ROW][C]41[/C][C]0.039743[/C][C]0.4014[/C][C]0.344489[/C][/ROW]
[ROW][C]42[/C][C]0.022221[/C][C]0.2244[/C][C]0.411437[/C][/ROW]
[ROW][C]43[/C][C]0.080965[/C][C]0.8177[/C][C]0.207715[/C][/ROW]
[ROW][C]44[/C][C]-0.016879[/C][C]-0.1705[/C][C]0.432488[/C][/ROW]
[ROW][C]45[/C][C]-0.032951[/C][C]-0.3328[/C][C]0.36999[/C][/ROW]
[ROW][C]46[/C][C]-0.040646[/C][C]-0.4105[/C][C]0.341147[/C][/ROW]
[ROW][C]47[/C][C]0.096016[/C][C]0.9697[/C][C]0.16724[/C][/ROW]
[ROW][C]48[/C][C]-0.028951[/C][C]-0.2924[/C][C]0.385292[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298528&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298528&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	-0.579923	-5.8569	0
2	-0.524103	-5.2932	0
3	-0.144834	-1.4627	0.073305
4	-0.128458	-1.2974	0.098716
5	-0.110113	-1.1121	0.134358
6	0.039362	0.3975	0.345901
7	-0.063546	-0.6418	0.261227
8	-0.100712	-1.0171	0.155746
9	-0.044821	-0.4527	0.325873
10	-0.127399	-1.2867	0.100562
11	0.23228	2.3459	0.010457
12	0.120598	1.218	0.113021
13	-0.028063	-0.2834	0.388713
14	-0.144708	-1.4615	0.07348
15	0.048791	0.4928	0.311621
16	-0.079132	-0.7992	0.213019
17	-0.028154	-0.2843	0.388361
18	0.047433	0.479	0.316466
19	-0.015272	-0.1542	0.438863
20	0.028191	0.2847	0.388221
21	0.108592	1.0967	0.137673
22	-0.181151	-1.8295	0.035121
23	0.050599	0.511	0.30522
24	0.107981	1.0906	0.13902
25	-0.030162	-0.3046	0.380636
26	0.000669	0.0068	0.49731
27	-0.006311	-0.0637	0.474651
28	0.010009	0.1011	0.459839
29	-0.131654	-1.3296	0.093301
30	-0.00761	-0.0769	0.469442
31	-0.111214	-1.1232	0.131993
32	-0.002565	-0.0259	0.489691
33	0.051768	0.5228	0.301112
34	-0.024044	-0.2428	0.404312
35	0.066208	0.6687	0.25261
36	-0.054653	-0.552	0.291088
37	-0.041391	-0.418	0.338404
38	0.032238	0.3256	0.372702
39	0.05636	0.5692	0.285233
40	-0.009824	-0.0992	0.46058
41	0.039743	0.4014	0.344489
42	0.022221	0.2244	0.411437
43	0.080965	0.8177	0.207715
44	-0.016879	-0.1705	0.432488
45	-0.032951	-0.3328	0.36999
46	-0.040646	-0.4105	0.341147
47	0.096016	0.9697	0.16724
48	-0.028951	-0.2924	0.385292

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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

R code (references can be found in the software module):

par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '12'
par4 <- '1'
par3 <- '2'
par2 <- '1'
par1 <- 'Default'
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