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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 18 Dec 2016 19:10:20 +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/18/t1482084709u3langetlxxu5nk.htm/, Retrieved Fri, 01 Nov 2024 03:35:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301208, Retrieved Fri, 01 Nov 2024 03:35:35 +0000

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-       [(Partial) Autocorrelation Function] [partial autocorre...] [2016-12-18 18:10:20] [33f2a624cfeb2efbc43d2c77b7c0dad6] [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=301208&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=301208&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301208&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	-0.36759	-3.8024	0.000119
2	0.042621	0.4409	0.330098
3	0.163286	1.689	0.047062
4	-0.113373	-1.1727	0.121753
5	-0.210485	-2.1773	0.015828
6	0.008165	0.0845	0.466424
7	-0.10953	-1.133	0.129875
8	-0.209987	-2.1721	0.016027
9	0.080784	0.8356	0.202611
10	0.043888	0.454	0.325381
11	0.123104	1.2734	0.102819
12	0.043049	0.4453	0.3285
13	0.132182	1.3673	0.087198
14	0.125188	1.295	0.099061
15	-0.043848	-0.4536	0.325528
16	-0.052655	-0.5447	0.293559
17	-0.094393	-0.9764	0.165532
18	-0.057039	-0.59	0.278214
19	-0.046272	-0.4786	0.316583
20	-0.183024	-1.8932	0.030515
21	0.109871	1.1365	0.129141
22	0.025587	0.2647	0.395886
23	-0.032455	-0.3357	0.368871
24	0.229079	2.3696	0.009799
25	0.042033	0.4348	0.332293
26	-0.045257	-0.4681	0.320319
27	0.128816	1.3325	0.092766
28	-0.05912	-0.6115	0.271069
29	-0.108003	-1.1172	0.133207
30	-0.097679	-1.0104	0.157292
31	-0.054913	-0.568	0.285605
32	-0.03251	-0.3363	0.368657
33	0.015223	0.1575	0.437585
34	-0.028121	-0.2909	0.38585
35	0.146437	1.5148	0.066392
36	-0.02411	-0.2494	0.401766
37	0.157493	1.6291	0.053114
38	0.03176	0.3285	0.371577
39	-0.02924	-0.3025	0.381443
40	-0.013471	-0.1393	0.444718
41	-0.08463	-0.8754	0.191655
42	-0.066545	-0.6883	0.246361
43	-0.033048	-0.3419	0.366567
44	-0.083825	-0.8671	0.193915
45	0.057514	0.5949	0.276572
46	0.01795	0.1857	0.426525
47	0.046296	0.4789	0.316499
48	0.072738	0.7524	0.226728

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.36759 & -3.8024 & 0.000119 \tabularnewline
2 & 0.042621 & 0.4409 & 0.330098 \tabularnewline
3 & 0.163286 & 1.689 & 0.047062 \tabularnewline
4 & -0.113373 & -1.1727 & 0.121753 \tabularnewline
5 & -0.210485 & -2.1773 & 0.015828 \tabularnewline
6 & 0.008165 & 0.0845 & 0.466424 \tabularnewline
7 & -0.10953 & -1.133 & 0.129875 \tabularnewline
8 & -0.209987 & -2.1721 & 0.016027 \tabularnewline
9 & 0.080784 & 0.8356 & 0.202611 \tabularnewline
10 & 0.043888 & 0.454 & 0.325381 \tabularnewline
11 & 0.123104 & 1.2734 & 0.102819 \tabularnewline
12 & 0.043049 & 0.4453 & 0.3285 \tabularnewline
13 & 0.132182 & 1.3673 & 0.087198 \tabularnewline
14 & 0.125188 & 1.295 & 0.099061 \tabularnewline
15 & -0.043848 & -0.4536 & 0.325528 \tabularnewline
16 & -0.052655 & -0.5447 & 0.293559 \tabularnewline
17 & -0.094393 & -0.9764 & 0.165532 \tabularnewline
18 & -0.057039 & -0.59 & 0.278214 \tabularnewline
19 & -0.046272 & -0.4786 & 0.316583 \tabularnewline
20 & -0.183024 & -1.8932 & 0.030515 \tabularnewline
21 & 0.109871 & 1.1365 & 0.129141 \tabularnewline
22 & 0.025587 & 0.2647 & 0.395886 \tabularnewline
23 & -0.032455 & -0.3357 & 0.368871 \tabularnewline
24 & 0.229079 & 2.3696 & 0.009799 \tabularnewline
25 & 0.042033 & 0.4348 & 0.332293 \tabularnewline
26 & -0.045257 & -0.4681 & 0.320319 \tabularnewline
27 & 0.128816 & 1.3325 & 0.092766 \tabularnewline
28 & -0.05912 & -0.6115 & 0.271069 \tabularnewline
29 & -0.108003 & -1.1172 & 0.133207 \tabularnewline
30 & -0.097679 & -1.0104 & 0.157292 \tabularnewline
31 & -0.054913 & -0.568 & 0.285605 \tabularnewline
32 & -0.03251 & -0.3363 & 0.368657 \tabularnewline
33 & 0.015223 & 0.1575 & 0.437585 \tabularnewline
34 & -0.028121 & -0.2909 & 0.38585 \tabularnewline
35 & 0.146437 & 1.5148 & 0.066392 \tabularnewline
36 & -0.02411 & -0.2494 & 0.401766 \tabularnewline
37 & 0.157493 & 1.6291 & 0.053114 \tabularnewline
38 & 0.03176 & 0.3285 & 0.371577 \tabularnewline
39 & -0.02924 & -0.3025 & 0.381443 \tabularnewline
40 & -0.013471 & -0.1393 & 0.444718 \tabularnewline
41 & -0.08463 & -0.8754 & 0.191655 \tabularnewline
42 & -0.066545 & -0.6883 & 0.246361 \tabularnewline
43 & -0.033048 & -0.3419 & 0.366567 \tabularnewline
44 & -0.083825 & -0.8671 & 0.193915 \tabularnewline
45 & 0.057514 & 0.5949 & 0.276572 \tabularnewline
46 & 0.01795 & 0.1857 & 0.426525 \tabularnewline
47 & 0.046296 & 0.4789 & 0.316499 \tabularnewline
48 & 0.072738 & 0.7524 & 0.226728 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301208&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]-0.36759[/C][C]-3.8024[/C][C]0.000119[/C][/ROW]
[ROW][C]2[/C][C]0.042621[/C][C]0.4409[/C][C]0.330098[/C][/ROW]
[ROW][C]3[/C][C]0.163286[/C][C]1.689[/C][C]0.047062[/C][/ROW]
[ROW][C]4[/C][C]-0.113373[/C][C]-1.1727[/C][C]0.121753[/C][/ROW]
[ROW][C]5[/C][C]-0.210485[/C][C]-2.1773[/C][C]0.015828[/C][/ROW]
[ROW][C]6[/C][C]0.008165[/C][C]0.0845[/C][C]0.466424[/C][/ROW]
[ROW][C]7[/C][C]-0.10953[/C][C]-1.133[/C][C]0.129875[/C][/ROW]
[ROW][C]8[/C][C]-0.209987[/C][C]-2.1721[/C][C]0.016027[/C][/ROW]
[ROW][C]9[/C][C]0.080784[/C][C]0.8356[/C][C]0.202611[/C][/ROW]
[ROW][C]10[/C][C]0.043888[/C][C]0.454[/C][C]0.325381[/C][/ROW]
[ROW][C]11[/C][C]0.123104[/C][C]1.2734[/C][C]0.102819[/C][/ROW]
[ROW][C]12[/C][C]0.043049[/C][C]0.4453[/C][C]0.3285[/C][/ROW]
[ROW][C]13[/C][C]0.132182[/C][C]1.3673[/C][C]0.087198[/C][/ROW]
[ROW][C]14[/C][C]0.125188[/C][C]1.295[/C][C]0.099061[/C][/ROW]
[ROW][C]15[/C][C]-0.043848[/C][C]-0.4536[/C][C]0.325528[/C][/ROW]
[ROW][C]16[/C][C]-0.052655[/C][C]-0.5447[/C][C]0.293559[/C][/ROW]
[ROW][C]17[/C][C]-0.094393[/C][C]-0.9764[/C][C]0.165532[/C][/ROW]
[ROW][C]18[/C][C]-0.057039[/C][C]-0.59[/C][C]0.278214[/C][/ROW]
[ROW][C]19[/C][C]-0.046272[/C][C]-0.4786[/C][C]0.316583[/C][/ROW]
[ROW][C]20[/C][C]-0.183024[/C][C]-1.8932[/C][C]0.030515[/C][/ROW]
[ROW][C]21[/C][C]0.109871[/C][C]1.1365[/C][C]0.129141[/C][/ROW]
[ROW][C]22[/C][C]0.025587[/C][C]0.2647[/C][C]0.395886[/C][/ROW]
[ROW][C]23[/C][C]-0.032455[/C][C]-0.3357[/C][C]0.368871[/C][/ROW]
[ROW][C]24[/C][C]0.229079[/C][C]2.3696[/C][C]0.009799[/C][/ROW]
[ROW][C]25[/C][C]0.042033[/C][C]0.4348[/C][C]0.332293[/C][/ROW]
[ROW][C]26[/C][C]-0.045257[/C][C]-0.4681[/C][C]0.320319[/C][/ROW]
[ROW][C]27[/C][C]0.128816[/C][C]1.3325[/C][C]0.092766[/C][/ROW]
[ROW][C]28[/C][C]-0.05912[/C][C]-0.6115[/C][C]0.271069[/C][/ROW]
[ROW][C]29[/C][C]-0.108003[/C][C]-1.1172[/C][C]0.133207[/C][/ROW]
[ROW][C]30[/C][C]-0.097679[/C][C]-1.0104[/C][C]0.157292[/C][/ROW]
[ROW][C]31[/C][C]-0.054913[/C][C]-0.568[/C][C]0.285605[/C][/ROW]
[ROW][C]32[/C][C]-0.03251[/C][C]-0.3363[/C][C]0.368657[/C][/ROW]
[ROW][C]33[/C][C]0.015223[/C][C]0.1575[/C][C]0.437585[/C][/ROW]
[ROW][C]34[/C][C]-0.028121[/C][C]-0.2909[/C][C]0.38585[/C][/ROW]
[ROW][C]35[/C][C]0.146437[/C][C]1.5148[/C][C]0.066392[/C][/ROW]
[ROW][C]36[/C][C]-0.02411[/C][C]-0.2494[/C][C]0.401766[/C][/ROW]
[ROW][C]37[/C][C]0.157493[/C][C]1.6291[/C][C]0.053114[/C][/ROW]
[ROW][C]38[/C][C]0.03176[/C][C]0.3285[/C][C]0.371577[/C][/ROW]
[ROW][C]39[/C][C]-0.02924[/C][C]-0.3025[/C][C]0.381443[/C][/ROW]
[ROW][C]40[/C][C]-0.013471[/C][C]-0.1393[/C][C]0.444718[/C][/ROW]
[ROW][C]41[/C][C]-0.08463[/C][C]-0.8754[/C][C]0.191655[/C][/ROW]
[ROW][C]42[/C][C]-0.066545[/C][C]-0.6883[/C][C]0.246361[/C][/ROW]
[ROW][C]43[/C][C]-0.033048[/C][C]-0.3419[/C][C]0.366567[/C][/ROW]
[ROW][C]44[/C][C]-0.083825[/C][C]-0.8671[/C][C]0.193915[/C][/ROW]
[ROW][C]45[/C][C]0.057514[/C][C]0.5949[/C][C]0.276572[/C][/ROW]
[ROW][C]46[/C][C]0.01795[/C][C]0.1857[/C][C]0.426525[/C][/ROW]
[ROW][C]47[/C][C]0.046296[/C][C]0.4789[/C][C]0.316499[/C][/ROW]
[ROW][C]48[/C][C]0.072738[/C][C]0.7524[/C][C]0.226728[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301208&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301208&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	-0.36759	-3.8024	0.000119
2	0.042621	0.4409	0.330098
3	0.163286	1.689	0.047062
4	-0.113373	-1.1727	0.121753
5	-0.210485	-2.1773	0.015828
6	0.008165	0.0845	0.466424
7	-0.10953	-1.133	0.129875
8	-0.209987	-2.1721	0.016027
9	0.080784	0.8356	0.202611
10	0.043888	0.454	0.325381
11	0.123104	1.2734	0.102819
12	0.043049	0.4453	0.3285
13	0.132182	1.3673	0.087198
14	0.125188	1.295	0.099061
15	-0.043848	-0.4536	0.325528
16	-0.052655	-0.5447	0.293559
17	-0.094393	-0.9764	0.165532
18	-0.057039	-0.59	0.278214
19	-0.046272	-0.4786	0.316583
20	-0.183024	-1.8932	0.030515
21	0.109871	1.1365	0.129141
22	0.025587	0.2647	0.395886
23	-0.032455	-0.3357	0.368871
24	0.229079	2.3696	0.009799
25	0.042033	0.4348	0.332293
26	-0.045257	-0.4681	0.320319
27	0.128816	1.3325	0.092766
28	-0.05912	-0.6115	0.271069
29	-0.108003	-1.1172	0.133207
30	-0.097679	-1.0104	0.157292
31	-0.054913	-0.568	0.285605
32	-0.03251	-0.3363	0.368657
33	0.015223	0.1575	0.437585
34	-0.028121	-0.2909	0.38585
35	0.146437	1.5148	0.066392
36	-0.02411	-0.2494	0.401766
37	0.157493	1.6291	0.053114
38	0.03176	0.3285	0.371577
39	-0.02924	-0.3025	0.381443
40	-0.013471	-0.1393	0.444718
41	-0.08463	-0.8754	0.191655
42	-0.066545	-0.6883	0.246361
43	-0.033048	-0.3419	0.366567
44	-0.083825	-0.8671	0.193915
45	0.057514	0.5949	0.276572
46	0.01795	0.1857	0.426525
47	0.046296	0.4789	0.316499
48	0.072738	0.7524	0.226728

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.36759	-3.8024	0.000119
2	-0.106954	-1.1063	0.13553
3	0.165282	1.7097	0.045111
4	0.015188	0.1571	0.437729
5	-0.300958	-3.1131	0.001187
6	-0.270064	-2.7936	0.003089
7	-0.216467	-2.2392	0.013607
8	-0.347299	-3.5925	0.000248
9	-0.290179	-3.0016	0.001671
10	-0.204682	-2.1172	0.018278
11	0.051666	0.5344	0.297074
12	0.005557	0.0575	0.477132
13	-0.056548	-0.5849	0.27991
14	0.0715	0.7396	0.230581
15	0.071657	0.7412	0.23009
16	-0.049676	-0.5139	0.304207
17	-0.208765	-2.1595	0.016523
18	-0.083397	-0.8627	0.195127
19	0.199891	2.0677	0.020541
20	-0.037679	-0.3898	0.348745
21	-0.01842	-0.1905	0.424623
22	0.119432	1.2354	0.109692
23	0.049684	0.5139	0.304178
24	0.07633	0.7896	0.215764
25	-0.001851	-0.0191	0.49238
26	0.029049	0.3005	0.382196
27	0.193573	2.0023	0.023889
28	0.0774	0.8006	0.21256
29	0.062315	0.6446	0.260286
30	-0.026792	-0.2771	0.391104
31	-0.030545	-0.316	0.376324
32	0.01977	0.2045	0.419175
33	0.063564	0.6575	0.256131
34	0.026383	0.2729	0.392727
35	0.104567	1.0816	0.14092
36	-0.067227	-0.6954	0.244156
37	0.03079	0.3185	0.375366
38	-0.012903	-0.1335	0.447038
39	-0.020832	-0.2155	0.4149
40	-0.017347	-0.1794	0.428965
41	-0.06761	-0.6994	0.242922
42	-0.048162	-0.4982	0.309685
43	-0.013547	-0.1401	0.444409
44	-0.033898	-0.3506	0.363273
45	0.08694	0.8993	0.185252
46	-0.042323	-0.4378	0.331211
47	0.010313	0.1067	0.45762
48	-0.004917	-0.0509	0.479765

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.36759 & -3.8024 & 0.000119 \tabularnewline
2 & -0.106954 & -1.1063 & 0.13553 \tabularnewline
3 & 0.165282 & 1.7097 & 0.045111 \tabularnewline
4 & 0.015188 & 0.1571 & 0.437729 \tabularnewline
5 & -0.300958 & -3.1131 & 0.001187 \tabularnewline
6 & -0.270064 & -2.7936 & 0.003089 \tabularnewline
7 & -0.216467 & -2.2392 & 0.013607 \tabularnewline
8 & -0.347299 & -3.5925 & 0.000248 \tabularnewline
9 & -0.290179 & -3.0016 & 0.001671 \tabularnewline
10 & -0.204682 & -2.1172 & 0.018278 \tabularnewline
11 & 0.051666 & 0.5344 & 0.297074 \tabularnewline
12 & 0.005557 & 0.0575 & 0.477132 \tabularnewline
13 & -0.056548 & -0.5849 & 0.27991 \tabularnewline
14 & 0.0715 & 0.7396 & 0.230581 \tabularnewline
15 & 0.071657 & 0.7412 & 0.23009 \tabularnewline
16 & -0.049676 & -0.5139 & 0.304207 \tabularnewline
17 & -0.208765 & -2.1595 & 0.016523 \tabularnewline
18 & -0.083397 & -0.8627 & 0.195127 \tabularnewline
19 & 0.199891 & 2.0677 & 0.020541 \tabularnewline
20 & -0.037679 & -0.3898 & 0.348745 \tabularnewline
21 & -0.01842 & -0.1905 & 0.424623 \tabularnewline
22 & 0.119432 & 1.2354 & 0.109692 \tabularnewline
23 & 0.049684 & 0.5139 & 0.304178 \tabularnewline
24 & 0.07633 & 0.7896 & 0.215764 \tabularnewline
25 & -0.001851 & -0.0191 & 0.49238 \tabularnewline
26 & 0.029049 & 0.3005 & 0.382196 \tabularnewline
27 & 0.193573 & 2.0023 & 0.023889 \tabularnewline
28 & 0.0774 & 0.8006 & 0.21256 \tabularnewline
29 & 0.062315 & 0.6446 & 0.260286 \tabularnewline
30 & -0.026792 & -0.2771 & 0.391104 \tabularnewline
31 & -0.030545 & -0.316 & 0.376324 \tabularnewline
32 & 0.01977 & 0.2045 & 0.419175 \tabularnewline
33 & 0.063564 & 0.6575 & 0.256131 \tabularnewline
34 & 0.026383 & 0.2729 & 0.392727 \tabularnewline
35 & 0.104567 & 1.0816 & 0.14092 \tabularnewline
36 & -0.067227 & -0.6954 & 0.244156 \tabularnewline
37 & 0.03079 & 0.3185 & 0.375366 \tabularnewline
38 & -0.012903 & -0.1335 & 0.447038 \tabularnewline
39 & -0.020832 & -0.2155 & 0.4149 \tabularnewline
40 & -0.017347 & -0.1794 & 0.428965 \tabularnewline
41 & -0.06761 & -0.6994 & 0.242922 \tabularnewline
42 & -0.048162 & -0.4982 & 0.309685 \tabularnewline
43 & -0.013547 & -0.1401 & 0.444409 \tabularnewline
44 & -0.033898 & -0.3506 & 0.363273 \tabularnewline
45 & 0.08694 & 0.8993 & 0.185252 \tabularnewline
46 & -0.042323 & -0.4378 & 0.331211 \tabularnewline
47 & 0.010313 & 0.1067 & 0.45762 \tabularnewline
48 & -0.004917 & -0.0509 & 0.479765 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301208&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]-0.36759[/C][C]-3.8024[/C][C]0.000119[/C][/ROW]
[ROW][C]2[/C][C]-0.106954[/C][C]-1.1063[/C][C]0.13553[/C][/ROW]
[ROW][C]3[/C][C]0.165282[/C][C]1.7097[/C][C]0.045111[/C][/ROW]
[ROW][C]4[/C][C]0.015188[/C][C]0.1571[/C][C]0.437729[/C][/ROW]
[ROW][C]5[/C][C]-0.300958[/C][C]-3.1131[/C][C]0.001187[/C][/ROW]
[ROW][C]6[/C][C]-0.270064[/C][C]-2.7936[/C][C]0.003089[/C][/ROW]
[ROW][C]7[/C][C]-0.216467[/C][C]-2.2392[/C][C]0.013607[/C][/ROW]
[ROW][C]8[/C][C]-0.347299[/C][C]-3.5925[/C][C]0.000248[/C][/ROW]
[ROW][C]9[/C][C]-0.290179[/C][C]-3.0016[/C][C]0.001671[/C][/ROW]
[ROW][C]10[/C][C]-0.204682[/C][C]-2.1172[/C][C]0.018278[/C][/ROW]
[ROW][C]11[/C][C]0.051666[/C][C]0.5344[/C][C]0.297074[/C][/ROW]
[ROW][C]12[/C][C]0.005557[/C][C]0.0575[/C][C]0.477132[/C][/ROW]
[ROW][C]13[/C][C]-0.056548[/C][C]-0.5849[/C][C]0.27991[/C][/ROW]
[ROW][C]14[/C][C]0.0715[/C][C]0.7396[/C][C]0.230581[/C][/ROW]
[ROW][C]15[/C][C]0.071657[/C][C]0.7412[/C][C]0.23009[/C][/ROW]
[ROW][C]16[/C][C]-0.049676[/C][C]-0.5139[/C][C]0.304207[/C][/ROW]
[ROW][C]17[/C][C]-0.208765[/C][C]-2.1595[/C][C]0.016523[/C][/ROW]
[ROW][C]18[/C][C]-0.083397[/C][C]-0.8627[/C][C]0.195127[/C][/ROW]
[ROW][C]19[/C][C]0.199891[/C][C]2.0677[/C][C]0.020541[/C][/ROW]
[ROW][C]20[/C][C]-0.037679[/C][C]-0.3898[/C][C]0.348745[/C][/ROW]
[ROW][C]21[/C][C]-0.01842[/C][C]-0.1905[/C][C]0.424623[/C][/ROW]
[ROW][C]22[/C][C]0.119432[/C][C]1.2354[/C][C]0.109692[/C][/ROW]
[ROW][C]23[/C][C]0.049684[/C][C]0.5139[/C][C]0.304178[/C][/ROW]
[ROW][C]24[/C][C]0.07633[/C][C]0.7896[/C][C]0.215764[/C][/ROW]
[ROW][C]25[/C][C]-0.001851[/C][C]-0.0191[/C][C]0.49238[/C][/ROW]
[ROW][C]26[/C][C]0.029049[/C][C]0.3005[/C][C]0.382196[/C][/ROW]
[ROW][C]27[/C][C]0.193573[/C][C]2.0023[/C][C]0.023889[/C][/ROW]
[ROW][C]28[/C][C]0.0774[/C][C]0.8006[/C][C]0.21256[/C][/ROW]
[ROW][C]29[/C][C]0.062315[/C][C]0.6446[/C][C]0.260286[/C][/ROW]
[ROW][C]30[/C][C]-0.026792[/C][C]-0.2771[/C][C]0.391104[/C][/ROW]
[ROW][C]31[/C][C]-0.030545[/C][C]-0.316[/C][C]0.376324[/C][/ROW]
[ROW][C]32[/C][C]0.01977[/C][C]0.2045[/C][C]0.419175[/C][/ROW]
[ROW][C]33[/C][C]0.063564[/C][C]0.6575[/C][C]0.256131[/C][/ROW]
[ROW][C]34[/C][C]0.026383[/C][C]0.2729[/C][C]0.392727[/C][/ROW]
[ROW][C]35[/C][C]0.104567[/C][C]1.0816[/C][C]0.14092[/C][/ROW]
[ROW][C]36[/C][C]-0.067227[/C][C]-0.6954[/C][C]0.244156[/C][/ROW]
[ROW][C]37[/C][C]0.03079[/C][C]0.3185[/C][C]0.375366[/C][/ROW]
[ROW][C]38[/C][C]-0.012903[/C][C]-0.1335[/C][C]0.447038[/C][/ROW]
[ROW][C]39[/C][C]-0.020832[/C][C]-0.2155[/C][C]0.4149[/C][/ROW]
[ROW][C]40[/C][C]-0.017347[/C][C]-0.1794[/C][C]0.428965[/C][/ROW]
[ROW][C]41[/C][C]-0.06761[/C][C]-0.6994[/C][C]0.242922[/C][/ROW]
[ROW][C]42[/C][C]-0.048162[/C][C]-0.4982[/C][C]0.309685[/C][/ROW]
[ROW][C]43[/C][C]-0.013547[/C][C]-0.1401[/C][C]0.444409[/C][/ROW]
[ROW][C]44[/C][C]-0.033898[/C][C]-0.3506[/C][C]0.363273[/C][/ROW]
[ROW][C]45[/C][C]0.08694[/C][C]0.8993[/C][C]0.185252[/C][/ROW]
[ROW][C]46[/C][C]-0.042323[/C][C]-0.4378[/C][C]0.331211[/C][/ROW]
[ROW][C]47[/C][C]0.010313[/C][C]0.1067[/C][C]0.45762[/C][/ROW]
[ROW][C]48[/C][C]-0.004917[/C][C]-0.0509[/C][C]0.479765[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301208&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301208&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	-0.36759	-3.8024	0.000119
2	-0.106954	-1.1063	0.13553
3	0.165282	1.7097	0.045111
4	0.015188	0.1571	0.437729
5	-0.300958	-3.1131	0.001187
6	-0.270064	-2.7936	0.003089
7	-0.216467	-2.2392	0.013607
8	-0.347299	-3.5925	0.000248
9	-0.290179	-3.0016	0.001671
10	-0.204682	-2.1172	0.018278
11	0.051666	0.5344	0.297074
12	0.005557	0.0575	0.477132
13	-0.056548	-0.5849	0.27991
14	0.0715	0.7396	0.230581
15	0.071657	0.7412	0.23009
16	-0.049676	-0.5139	0.304207
17	-0.208765	-2.1595	0.016523
18	-0.083397	-0.8627	0.195127
19	0.199891	2.0677	0.020541
20	-0.037679	-0.3898	0.348745
21	-0.01842	-0.1905	0.424623
22	0.119432	1.2354	0.109692
23	0.049684	0.5139	0.304178
24	0.07633	0.7896	0.215764
25	-0.001851	-0.0191	0.49238
26	0.029049	0.3005	0.382196
27	0.193573	2.0023	0.023889
28	0.0774	0.8006	0.21256
29	0.062315	0.6446	0.260286
30	-0.026792	-0.2771	0.391104
31	-0.030545	-0.316	0.376324
32	0.01977	0.2045	0.419175
33	0.063564	0.6575	0.256131
34	0.026383	0.2729	0.392727
35	0.104567	1.0816	0.14092
36	-0.067227	-0.6954	0.244156
37	0.03079	0.3185	0.375366
38	-0.012903	-0.1335	0.447038
39	-0.020832	-0.2155	0.4149
40	-0.017347	-0.1794	0.428965
41	-0.06761	-0.6994	0.242922
42	-0.048162	-0.4982	0.309685
43	-0.013547	-0.1401	0.444409
44	-0.033898	-0.3506	0.363273
45	0.08694	0.8993	0.185252
46	-0.042323	-0.4378	0.331211
47	0.010313	0.1067	0.45762
48	-0.004917	-0.0509	0.479765

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):

par4 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = -1.0 ; 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