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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 16 Dec 2016 13:16:21 +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/16/t14818906017133hrpjrxejmp7.htm/, Retrieved Fri, 01 Nov 2024 03:38:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300205, Retrieved Fri, 01 Nov 2024 03:38:39 +0000

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-       [(Partial) Autocorrelation Function] [forecast N2170: a...] [2016-12-16 12:16:21] [111362aa4cdbe055231fbc5cb9e916c4] [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=300205&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=300205&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300205&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	-0.312396	-3.4927	0.000331
2	0.020888	0.2335	0.407864
3	-0.029195	-0.3264	0.372331
4	-0.197528	-2.2084	0.014519
5	0.084264	0.9421	0.17398
6	0.086015	0.9617	0.169035
7	0.078868	0.8818	0.189798
8	-0.205012	-2.2921	0.011786
9	-0.027223	-0.3044	0.38068
10	-0.080925	-0.9048	0.183663
11	-0.017128	-0.1915	0.424225
12	0.284679	3.1828	0.00092
13	-0.185934	-2.0788	0.01984
14	0.128597	1.4378	0.076501
15	0.008704	0.0973	0.461315
16	-0.264693	-2.9594	0.001844
17	0.239707	2.68	0.004177
18	-0.070251	-0.7854	0.216845
19	0.035816	0.4004	0.344761
20	-0.089887	-1.005	0.158426
21	-0.031611	-0.3534	0.362184
22	-0.110821	-1.239	0.108829
23	0.075659	0.8459	0.199615
24	0.178652	1.9974	0.023977
25	-0.094892	-1.0609	0.145384
26	0.098231	1.0983	0.137103
27	-0.104389	-1.1671	0.122696
28	-0.034414	-0.3848	0.350536
29	0.157821	1.7645	0.040046
30	-0.089152	-0.9967	0.160406
31	0.087103	0.9738	0.166007
32	-0.075447	-0.8435	0.200274
33	-0.122207	-1.3663	0.087146
34	0.070944	0.7932	0.21459
35	-0.039631	-0.4431	0.329234
36	0.123511	1.3809	0.084888
37	-0.04975	-0.5562	0.289526
38	0.058919	0.6587	0.25564
39	-0.08756	-0.979	0.164747
40	0.037032	0.414	0.33978
41	0.084774	0.9478	0.172529
42	-0.084049	-0.9397	0.174593
43	0.129526	1.4481	0.07504
44	-0.084406	-0.9437	0.173575
45	-0.143952	-1.6094	0.055022
46	0.136548	1.5267	0.064687
47	-0.145333	-1.6249	0.053354
48	0.100777	1.1267	0.13101

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.312396 & -3.4927 & 0.000331 \tabularnewline
2 & 0.020888 & 0.2335 & 0.407864 \tabularnewline
3 & -0.029195 & -0.3264 & 0.372331 \tabularnewline
4 & -0.197528 & -2.2084 & 0.014519 \tabularnewline
5 & 0.084264 & 0.9421 & 0.17398 \tabularnewline
6 & 0.086015 & 0.9617 & 0.169035 \tabularnewline
7 & 0.078868 & 0.8818 & 0.189798 \tabularnewline
8 & -0.205012 & -2.2921 & 0.011786 \tabularnewline
9 & -0.027223 & -0.3044 & 0.38068 \tabularnewline
10 & -0.080925 & -0.9048 & 0.183663 \tabularnewline
11 & -0.017128 & -0.1915 & 0.424225 \tabularnewline
12 & 0.284679 & 3.1828 & 0.00092 \tabularnewline
13 & -0.185934 & -2.0788 & 0.01984 \tabularnewline
14 & 0.128597 & 1.4378 & 0.076501 \tabularnewline
15 & 0.008704 & 0.0973 & 0.461315 \tabularnewline
16 & -0.264693 & -2.9594 & 0.001844 \tabularnewline
17 & 0.239707 & 2.68 & 0.004177 \tabularnewline
18 & -0.070251 & -0.7854 & 0.216845 \tabularnewline
19 & 0.035816 & 0.4004 & 0.344761 \tabularnewline
20 & -0.089887 & -1.005 & 0.158426 \tabularnewline
21 & -0.031611 & -0.3534 & 0.362184 \tabularnewline
22 & -0.110821 & -1.239 & 0.108829 \tabularnewline
23 & 0.075659 & 0.8459 & 0.199615 \tabularnewline
24 & 0.178652 & 1.9974 & 0.023977 \tabularnewline
25 & -0.094892 & -1.0609 & 0.145384 \tabularnewline
26 & 0.098231 & 1.0983 & 0.137103 \tabularnewline
27 & -0.104389 & -1.1671 & 0.122696 \tabularnewline
28 & -0.034414 & -0.3848 & 0.350536 \tabularnewline
29 & 0.157821 & 1.7645 & 0.040046 \tabularnewline
30 & -0.089152 & -0.9967 & 0.160406 \tabularnewline
31 & 0.087103 & 0.9738 & 0.166007 \tabularnewline
32 & -0.075447 & -0.8435 & 0.200274 \tabularnewline
33 & -0.122207 & -1.3663 & 0.087146 \tabularnewline
34 & 0.070944 & 0.7932 & 0.21459 \tabularnewline
35 & -0.039631 & -0.4431 & 0.329234 \tabularnewline
36 & 0.123511 & 1.3809 & 0.084888 \tabularnewline
37 & -0.04975 & -0.5562 & 0.289526 \tabularnewline
38 & 0.058919 & 0.6587 & 0.25564 \tabularnewline
39 & -0.08756 & -0.979 & 0.164747 \tabularnewline
40 & 0.037032 & 0.414 & 0.33978 \tabularnewline
41 & 0.084774 & 0.9478 & 0.172529 \tabularnewline
42 & -0.084049 & -0.9397 & 0.174593 \tabularnewline
43 & 0.129526 & 1.4481 & 0.07504 \tabularnewline
44 & -0.084406 & -0.9437 & 0.173575 \tabularnewline
45 & -0.143952 & -1.6094 & 0.055022 \tabularnewline
46 & 0.136548 & 1.5267 & 0.064687 \tabularnewline
47 & -0.145333 & -1.6249 & 0.053354 \tabularnewline
48 & 0.100777 & 1.1267 & 0.13101 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300205&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]-0.312396[/C][C]-3.4927[/C][C]0.000331[/C][/ROW]
[ROW][C]2[/C][C]0.020888[/C][C]0.2335[/C][C]0.407864[/C][/ROW]
[ROW][C]3[/C][C]-0.029195[/C][C]-0.3264[/C][C]0.372331[/C][/ROW]
[ROW][C]4[/C][C]-0.197528[/C][C]-2.2084[/C][C]0.014519[/C][/ROW]
[ROW][C]5[/C][C]0.084264[/C][C]0.9421[/C][C]0.17398[/C][/ROW]
[ROW][C]6[/C][C]0.086015[/C][C]0.9617[/C][C]0.169035[/C][/ROW]
[ROW][C]7[/C][C]0.078868[/C][C]0.8818[/C][C]0.189798[/C][/ROW]
[ROW][C]8[/C][C]-0.205012[/C][C]-2.2921[/C][C]0.011786[/C][/ROW]
[ROW][C]9[/C][C]-0.027223[/C][C]-0.3044[/C][C]0.38068[/C][/ROW]
[ROW][C]10[/C][C]-0.080925[/C][C]-0.9048[/C][C]0.183663[/C][/ROW]
[ROW][C]11[/C][C]-0.017128[/C][C]-0.1915[/C][C]0.424225[/C][/ROW]
[ROW][C]12[/C][C]0.284679[/C][C]3.1828[/C][C]0.00092[/C][/ROW]
[ROW][C]13[/C][C]-0.185934[/C][C]-2.0788[/C][C]0.01984[/C][/ROW]
[ROW][C]14[/C][C]0.128597[/C][C]1.4378[/C][C]0.076501[/C][/ROW]
[ROW][C]15[/C][C]0.008704[/C][C]0.0973[/C][C]0.461315[/C][/ROW]
[ROW][C]16[/C][C]-0.264693[/C][C]-2.9594[/C][C]0.001844[/C][/ROW]
[ROW][C]17[/C][C]0.239707[/C][C]2.68[/C][C]0.004177[/C][/ROW]
[ROW][C]18[/C][C]-0.070251[/C][C]-0.7854[/C][C]0.216845[/C][/ROW]
[ROW][C]19[/C][C]0.035816[/C][C]0.4004[/C][C]0.344761[/C][/ROW]
[ROW][C]20[/C][C]-0.089887[/C][C]-1.005[/C][C]0.158426[/C][/ROW]
[ROW][C]21[/C][C]-0.031611[/C][C]-0.3534[/C][C]0.362184[/C][/ROW]
[ROW][C]22[/C][C]-0.110821[/C][C]-1.239[/C][C]0.108829[/C][/ROW]
[ROW][C]23[/C][C]0.075659[/C][C]0.8459[/C][C]0.199615[/C][/ROW]
[ROW][C]24[/C][C]0.178652[/C][C]1.9974[/C][C]0.023977[/C][/ROW]
[ROW][C]25[/C][C]-0.094892[/C][C]-1.0609[/C][C]0.145384[/C][/ROW]
[ROW][C]26[/C][C]0.098231[/C][C]1.0983[/C][C]0.137103[/C][/ROW]
[ROW][C]27[/C][C]-0.104389[/C][C]-1.1671[/C][C]0.122696[/C][/ROW]
[ROW][C]28[/C][C]-0.034414[/C][C]-0.3848[/C][C]0.350536[/C][/ROW]
[ROW][C]29[/C][C]0.157821[/C][C]1.7645[/C][C]0.040046[/C][/ROW]
[ROW][C]30[/C][C]-0.089152[/C][C]-0.9967[/C][C]0.160406[/C][/ROW]
[ROW][C]31[/C][C]0.087103[/C][C]0.9738[/C][C]0.166007[/C][/ROW]
[ROW][C]32[/C][C]-0.075447[/C][C]-0.8435[/C][C]0.200274[/C][/ROW]
[ROW][C]33[/C][C]-0.122207[/C][C]-1.3663[/C][C]0.087146[/C][/ROW]
[ROW][C]34[/C][C]0.070944[/C][C]0.7932[/C][C]0.21459[/C][/ROW]
[ROW][C]35[/C][C]-0.039631[/C][C]-0.4431[/C][C]0.329234[/C][/ROW]
[ROW][C]36[/C][C]0.123511[/C][C]1.3809[/C][C]0.084888[/C][/ROW]
[ROW][C]37[/C][C]-0.04975[/C][C]-0.5562[/C][C]0.289526[/C][/ROW]
[ROW][C]38[/C][C]0.058919[/C][C]0.6587[/C][C]0.25564[/C][/ROW]
[ROW][C]39[/C][C]-0.08756[/C][C]-0.979[/C][C]0.164747[/C][/ROW]
[ROW][C]40[/C][C]0.037032[/C][C]0.414[/C][C]0.33978[/C][/ROW]
[ROW][C]41[/C][C]0.084774[/C][C]0.9478[/C][C]0.172529[/C][/ROW]
[ROW][C]42[/C][C]-0.084049[/C][C]-0.9397[/C][C]0.174593[/C][/ROW]
[ROW][C]43[/C][C]0.129526[/C][C]1.4481[/C][C]0.07504[/C][/ROW]
[ROW][C]44[/C][C]-0.084406[/C][C]-0.9437[/C][C]0.173575[/C][/ROW]
[ROW][C]45[/C][C]-0.143952[/C][C]-1.6094[/C][C]0.055022[/C][/ROW]
[ROW][C]46[/C][C]0.136548[/C][C]1.5267[/C][C]0.064687[/C][/ROW]
[ROW][C]47[/C][C]-0.145333[/C][C]-1.6249[/C][C]0.053354[/C][/ROW]
[ROW][C]48[/C][C]0.100777[/C][C]1.1267[/C][C]0.13101[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300205&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300205&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	-0.312396	-3.4927	0.000331
2	0.020888	0.2335	0.407864
3	-0.029195	-0.3264	0.372331
4	-0.197528	-2.2084	0.014519
5	0.084264	0.9421	0.17398
6	0.086015	0.9617	0.169035
7	0.078868	0.8818	0.189798
8	-0.205012	-2.2921	0.011786
9	-0.027223	-0.3044	0.38068
10	-0.080925	-0.9048	0.183663
11	-0.017128	-0.1915	0.424225
12	0.284679	3.1828	0.00092
13	-0.185934	-2.0788	0.01984
14	0.128597	1.4378	0.076501
15	0.008704	0.0973	0.461315
16	-0.264693	-2.9594	0.001844
17	0.239707	2.68	0.004177
18	-0.070251	-0.7854	0.216845
19	0.035816	0.4004	0.344761
20	-0.089887	-1.005	0.158426
21	-0.031611	-0.3534	0.362184
22	-0.110821	-1.239	0.108829
23	0.075659	0.8459	0.199615
24	0.178652	1.9974	0.023977
25	-0.094892	-1.0609	0.145384
26	0.098231	1.0983	0.137103
27	-0.104389	-1.1671	0.122696
28	-0.034414	-0.3848	0.350536
29	0.157821	1.7645	0.040046
30	-0.089152	-0.9967	0.160406
31	0.087103	0.9738	0.166007
32	-0.075447	-0.8435	0.200274
33	-0.122207	-1.3663	0.087146
34	0.070944	0.7932	0.21459
35	-0.039631	-0.4431	0.329234
36	0.123511	1.3809	0.084888
37	-0.04975	-0.5562	0.289526
38	0.058919	0.6587	0.25564
39	-0.08756	-0.979	0.164747
40	0.037032	0.414	0.33978
41	0.084774	0.9478	0.172529
42	-0.084049	-0.9397	0.174593
43	0.129526	1.4481	0.07504
44	-0.084406	-0.9437	0.173575
45	-0.143952	-1.6094	0.055022
46	0.136548	1.5267	0.064687
47	-0.145333	-1.6249	0.053354
48	0.100777	1.1267	0.13101

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.312396	-3.4927	0.000331
2	-0.084999	-0.9503	0.171893
3	-0.054324	-0.6074	0.272358
4	-0.248945	-2.7833	0.003109
5	-0.077445	-0.8659	0.194112
6	0.08079	0.9033	0.184063
7	0.135217	1.5118	0.066558
8	-0.205501	-2.2976	0.011624
9	-0.168558	-1.8845	0.030907
10	-0.122936	-1.3745	0.085879
11	-0.10397	-1.1624	0.12364
12	0.159633	1.7847	0.038364
13	-0.121387	-1.3572	0.088589
14	0.05008	0.5599	0.288272
15	0.166739	1.8642	0.03232
16	-0.203158	-2.2714	0.012417
17	0.025317	0.2831	0.3888
18	-0.042466	-0.4748	0.317883
19	-0.0264	-0.2952	0.384182
20	-0.116711	-1.3049	0.097168
21	-0.130269	-1.4564	0.073888
22	-0.11864	-1.3264	0.093557
23	0.033169	0.3708	0.355692
24	0.069224	0.7739	0.220213
25	0.017938	0.2006	0.420686
26	-0.003507	-0.0392	0.484392
27	-0.022135	-0.2475	0.402474
28	0.048257	0.5395	0.295242
29	-0.000227	-0.0025	0.49899
30	-0.076383	-0.854	0.197373
31	0.023333	0.2609	0.397312
32	-0.017206	-0.1924	0.423883
33	-0.070224	-0.7851	0.216931
34	0.057605	0.644	0.260365
35	-0.055621	-0.6219	0.267583
36	0.059164	0.6615	0.254763
37	0.035599	0.398	0.345652
38	-0.0345	-0.3857	0.350177
39	0.016372	0.183	0.427529
40	0.046531	0.5202	0.301909
41	0.028261	0.316	0.376278
42	-0.024415	-0.273	0.392664
43	0.021638	0.2419	0.404621
44	0.107845	1.2057	0.115096
45	-0.089691	-1.0028	0.158953
46	0.04727	0.5285	0.299046
47	-0.053794	-0.6014	0.27432
48	-0.036371	-0.4066	0.342482

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.312396 & -3.4927 & 0.000331 \tabularnewline
2 & -0.084999 & -0.9503 & 0.171893 \tabularnewline
3 & -0.054324 & -0.6074 & 0.272358 \tabularnewline
4 & -0.248945 & -2.7833 & 0.003109 \tabularnewline
5 & -0.077445 & -0.8659 & 0.194112 \tabularnewline
6 & 0.08079 & 0.9033 & 0.184063 \tabularnewline
7 & 0.135217 & 1.5118 & 0.066558 \tabularnewline
8 & -0.205501 & -2.2976 & 0.011624 \tabularnewline
9 & -0.168558 & -1.8845 & 0.030907 \tabularnewline
10 & -0.122936 & -1.3745 & 0.085879 \tabularnewline
11 & -0.10397 & -1.1624 & 0.12364 \tabularnewline
12 & 0.159633 & 1.7847 & 0.038364 \tabularnewline
13 & -0.121387 & -1.3572 & 0.088589 \tabularnewline
14 & 0.05008 & 0.5599 & 0.288272 \tabularnewline
15 & 0.166739 & 1.8642 & 0.03232 \tabularnewline
16 & -0.203158 & -2.2714 & 0.012417 \tabularnewline
17 & 0.025317 & 0.2831 & 0.3888 \tabularnewline
18 & -0.042466 & -0.4748 & 0.317883 \tabularnewline
19 & -0.0264 & -0.2952 & 0.384182 \tabularnewline
20 & -0.116711 & -1.3049 & 0.097168 \tabularnewline
21 & -0.130269 & -1.4564 & 0.073888 \tabularnewline
22 & -0.11864 & -1.3264 & 0.093557 \tabularnewline
23 & 0.033169 & 0.3708 & 0.355692 \tabularnewline
24 & 0.069224 & 0.7739 & 0.220213 \tabularnewline
25 & 0.017938 & 0.2006 & 0.420686 \tabularnewline
26 & -0.003507 & -0.0392 & 0.484392 \tabularnewline
27 & -0.022135 & -0.2475 & 0.402474 \tabularnewline
28 & 0.048257 & 0.5395 & 0.295242 \tabularnewline
29 & -0.000227 & -0.0025 & 0.49899 \tabularnewline
30 & -0.076383 & -0.854 & 0.197373 \tabularnewline
31 & 0.023333 & 0.2609 & 0.397312 \tabularnewline
32 & -0.017206 & -0.1924 & 0.423883 \tabularnewline
33 & -0.070224 & -0.7851 & 0.216931 \tabularnewline
34 & 0.057605 & 0.644 & 0.260365 \tabularnewline
35 & -0.055621 & -0.6219 & 0.267583 \tabularnewline
36 & 0.059164 & 0.6615 & 0.254763 \tabularnewline
37 & 0.035599 & 0.398 & 0.345652 \tabularnewline
38 & -0.0345 & -0.3857 & 0.350177 \tabularnewline
39 & 0.016372 & 0.183 & 0.427529 \tabularnewline
40 & 0.046531 & 0.5202 & 0.301909 \tabularnewline
41 & 0.028261 & 0.316 & 0.376278 \tabularnewline
42 & -0.024415 & -0.273 & 0.392664 \tabularnewline
43 & 0.021638 & 0.2419 & 0.404621 \tabularnewline
44 & 0.107845 & 1.2057 & 0.115096 \tabularnewline
45 & -0.089691 & -1.0028 & 0.158953 \tabularnewline
46 & 0.04727 & 0.5285 & 0.299046 \tabularnewline
47 & -0.053794 & -0.6014 & 0.27432 \tabularnewline
48 & -0.036371 & -0.4066 & 0.342482 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300205&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]-0.312396[/C][C]-3.4927[/C][C]0.000331[/C][/ROW]
[ROW][C]2[/C][C]-0.084999[/C][C]-0.9503[/C][C]0.171893[/C][/ROW]
[ROW][C]3[/C][C]-0.054324[/C][C]-0.6074[/C][C]0.272358[/C][/ROW]
[ROW][C]4[/C][C]-0.248945[/C][C]-2.7833[/C][C]0.003109[/C][/ROW]
[ROW][C]5[/C][C]-0.077445[/C][C]-0.8659[/C][C]0.194112[/C][/ROW]
[ROW][C]6[/C][C]0.08079[/C][C]0.9033[/C][C]0.184063[/C][/ROW]
[ROW][C]7[/C][C]0.135217[/C][C]1.5118[/C][C]0.066558[/C][/ROW]
[ROW][C]8[/C][C]-0.205501[/C][C]-2.2976[/C][C]0.011624[/C][/ROW]
[ROW][C]9[/C][C]-0.168558[/C][C]-1.8845[/C][C]0.030907[/C][/ROW]
[ROW][C]10[/C][C]-0.122936[/C][C]-1.3745[/C][C]0.085879[/C][/ROW]
[ROW][C]11[/C][C]-0.10397[/C][C]-1.1624[/C][C]0.12364[/C][/ROW]
[ROW][C]12[/C][C]0.159633[/C][C]1.7847[/C][C]0.038364[/C][/ROW]
[ROW][C]13[/C][C]-0.121387[/C][C]-1.3572[/C][C]0.088589[/C][/ROW]
[ROW][C]14[/C][C]0.05008[/C][C]0.5599[/C][C]0.288272[/C][/ROW]
[ROW][C]15[/C][C]0.166739[/C][C]1.8642[/C][C]0.03232[/C][/ROW]
[ROW][C]16[/C][C]-0.203158[/C][C]-2.2714[/C][C]0.012417[/C][/ROW]
[ROW][C]17[/C][C]0.025317[/C][C]0.2831[/C][C]0.3888[/C][/ROW]
[ROW][C]18[/C][C]-0.042466[/C][C]-0.4748[/C][C]0.317883[/C][/ROW]
[ROW][C]19[/C][C]-0.0264[/C][C]-0.2952[/C][C]0.384182[/C][/ROW]
[ROW][C]20[/C][C]-0.116711[/C][C]-1.3049[/C][C]0.097168[/C][/ROW]
[ROW][C]21[/C][C]-0.130269[/C][C]-1.4564[/C][C]0.073888[/C][/ROW]
[ROW][C]22[/C][C]-0.11864[/C][C]-1.3264[/C][C]0.093557[/C][/ROW]
[ROW][C]23[/C][C]0.033169[/C][C]0.3708[/C][C]0.355692[/C][/ROW]
[ROW][C]24[/C][C]0.069224[/C][C]0.7739[/C][C]0.220213[/C][/ROW]
[ROW][C]25[/C][C]0.017938[/C][C]0.2006[/C][C]0.420686[/C][/ROW]
[ROW][C]26[/C][C]-0.003507[/C][C]-0.0392[/C][C]0.484392[/C][/ROW]
[ROW][C]27[/C][C]-0.022135[/C][C]-0.2475[/C][C]0.402474[/C][/ROW]
[ROW][C]28[/C][C]0.048257[/C][C]0.5395[/C][C]0.295242[/C][/ROW]
[ROW][C]29[/C][C]-0.000227[/C][C]-0.0025[/C][C]0.49899[/C][/ROW]
[ROW][C]30[/C][C]-0.076383[/C][C]-0.854[/C][C]0.197373[/C][/ROW]
[ROW][C]31[/C][C]0.023333[/C][C]0.2609[/C][C]0.397312[/C][/ROW]
[ROW][C]32[/C][C]-0.017206[/C][C]-0.1924[/C][C]0.423883[/C][/ROW]
[ROW][C]33[/C][C]-0.070224[/C][C]-0.7851[/C][C]0.216931[/C][/ROW]
[ROW][C]34[/C][C]0.057605[/C][C]0.644[/C][C]0.260365[/C][/ROW]
[ROW][C]35[/C][C]-0.055621[/C][C]-0.6219[/C][C]0.267583[/C][/ROW]
[ROW][C]36[/C][C]0.059164[/C][C]0.6615[/C][C]0.254763[/C][/ROW]
[ROW][C]37[/C][C]0.035599[/C][C]0.398[/C][C]0.345652[/C][/ROW]
[ROW][C]38[/C][C]-0.0345[/C][C]-0.3857[/C][C]0.350177[/C][/ROW]
[ROW][C]39[/C][C]0.016372[/C][C]0.183[/C][C]0.427529[/C][/ROW]
[ROW][C]40[/C][C]0.046531[/C][C]0.5202[/C][C]0.301909[/C][/ROW]
[ROW][C]41[/C][C]0.028261[/C][C]0.316[/C][C]0.376278[/C][/ROW]
[ROW][C]42[/C][C]-0.024415[/C][C]-0.273[/C][C]0.392664[/C][/ROW]
[ROW][C]43[/C][C]0.021638[/C][C]0.2419[/C][C]0.404621[/C][/ROW]
[ROW][C]44[/C][C]0.107845[/C][C]1.2057[/C][C]0.115096[/C][/ROW]
[ROW][C]45[/C][C]-0.089691[/C][C]-1.0028[/C][C]0.158953[/C][/ROW]
[ROW][C]46[/C][C]0.04727[/C][C]0.5285[/C][C]0.299046[/C][/ROW]
[ROW][C]47[/C][C]-0.053794[/C][C]-0.6014[/C][C]0.27432[/C][/ROW]
[ROW][C]48[/C][C]-0.036371[/C][C]-0.4066[/C][C]0.342482[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300205&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300205&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	-0.312396	-3.4927	0.000331
2	-0.084999	-0.9503	0.171893
3	-0.054324	-0.6074	0.272358
4	-0.248945	-2.7833	0.003109
5	-0.077445	-0.8659	0.194112
6	0.08079	0.9033	0.184063
7	0.135217	1.5118	0.066558
8	-0.205501	-2.2976	0.011624
9	-0.168558	-1.8845	0.030907
10	-0.122936	-1.3745	0.085879
11	-0.10397	-1.1624	0.12364
12	0.159633	1.7847	0.038364
13	-0.121387	-1.3572	0.088589
14	0.05008	0.5599	0.288272
15	0.166739	1.8642	0.03232
16	-0.203158	-2.2714	0.012417
17	0.025317	0.2831	0.3888
18	-0.042466	-0.4748	0.317883
19	-0.0264	-0.2952	0.384182
20	-0.116711	-1.3049	0.097168
21	-0.130269	-1.4564	0.073888
22	-0.11864	-1.3264	0.093557
23	0.033169	0.3708	0.355692
24	0.069224	0.7739	0.220213
25	0.017938	0.2006	0.420686
26	-0.003507	-0.0392	0.484392
27	-0.022135	-0.2475	0.402474
28	0.048257	0.5395	0.295242
29	-0.000227	-0.0025	0.49899
30	-0.076383	-0.854	0.197373
31	0.023333	0.2609	0.397312
32	-0.017206	-0.1924	0.423883
33	-0.070224	-0.7851	0.216931
34	0.057605	0.644	0.260365
35	-0.055621	-0.6219	0.267583
36	0.059164	0.6615	0.254763
37	0.035599	0.398	0.345652
38	-0.0345	-0.3857	0.350177
39	0.016372	0.183	0.427529
40	0.046531	0.5202	0.301909
41	0.028261	0.316	0.376278
42	-0.024415	-0.273	0.392664
43	0.021638	0.2419	0.404621
44	0.107845	1.2057	0.115096
45	-0.089691	-1.0028	0.158953
46	0.04727	0.5285	0.299046
47	-0.053794	-0.6014	0.27432
48	-0.036371	-0.4066	0.342482

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