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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 19 Dec 2016 21:56:54 +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/19/t1482181102mt2iqt0ayf9pozp.htm/, Retrieved Mon, 07 Apr 2025 17:32:15 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301502, Retrieved Mon, 07 Apr 2025 17:32:15 +0000

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-       [(Partial) Autocorrelation Function] [Autocorrelation n...] [2016-12-19 20:56:54] [9b0b4f5f4290a2ed9efd388f9ce31ae7] [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=301502&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=301502&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301502&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	-0.577532	-6.4051	0
2	-0.031249	-0.3466	0.364755
3	0.151791	1.6834	0.047413
4	-4.9e-05	-5e-04	0.499783
5	-0.060567	-0.6717	0.251512
6	-0.023003	-0.2551	0.399531
7	0.086636	0.9608	0.169258
8	-0.043923	-0.4871	0.313519
9	0.002111	0.0234	0.490679
10	-0.017012	-0.1887	0.425331
11	-0.025517	-0.283	0.388827
12	0.072435	0.8033	0.211662
13	0.019555	0.2169	0.414334
14	-0.130809	-1.4507	0.074699
15	0.12301	1.3642	0.087491
16	-0.004182	-0.0464	0.481542
17	-0.131559	-1.4591	0.073549
18	0.135525	1.503	0.067695
19	-0.022014	-0.2441	0.403762
20	-0.035424	-0.3929	0.347548
21	0.049967	0.5542	0.290236
22	-0.119996	-1.3308	0.092856
23	0.143425	1.5907	0.057126
24	-0.086847	-0.9632	0.168675
25	0.056845	0.6304	0.264789
26	-0.051234	-0.5682	0.285464
27	0.03117	0.3457	0.365081
28	0.004286	0.0475	0.481083
29	-0.035123	-0.3895	0.348779
30	0.001001	0.0111	0.495578
31	0.082303	0.9128	0.181572
32	-0.127668	-1.4159	0.079664
33	0.109403	1.2133	0.113664
34	-0.016114	-0.1787	0.429226
35	-0.131801	-1.4617	0.073182
36	0.182042	2.0189	0.022834
37	-0.094266	-1.0455	0.14893
38	-0.021796	-0.2417	0.404698
39	0.116233	1.2891	0.099893
40	-0.118053	-1.3093	0.096442
41	0.025262	0.2802	0.38991
42	0.002291	0.0254	0.489884
43	0.064672	0.7172	0.23729
44	-0.071769	-0.796	0.213794
45	0.029339	0.3254	0.37272
46	-0.002653	-0.0294	0.488288
47	-0.083576	-0.9269	0.177897
48	0.148345	1.6452	0.051238

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.577532 & -6.4051 & 0 \tabularnewline
2 & -0.031249 & -0.3466 & 0.364755 \tabularnewline
3 & 0.151791 & 1.6834 & 0.047413 \tabularnewline
4 & -4.9e-05 & -5e-04 & 0.499783 \tabularnewline
5 & -0.060567 & -0.6717 & 0.251512 \tabularnewline
6 & -0.023003 & -0.2551 & 0.399531 \tabularnewline
7 & 0.086636 & 0.9608 & 0.169258 \tabularnewline
8 & -0.043923 & -0.4871 & 0.313519 \tabularnewline
9 & 0.002111 & 0.0234 & 0.490679 \tabularnewline
10 & -0.017012 & -0.1887 & 0.425331 \tabularnewline
11 & -0.025517 & -0.283 & 0.388827 \tabularnewline
12 & 0.072435 & 0.8033 & 0.211662 \tabularnewline
13 & 0.019555 & 0.2169 & 0.414334 \tabularnewline
14 & -0.130809 & -1.4507 & 0.074699 \tabularnewline
15 & 0.12301 & 1.3642 & 0.087491 \tabularnewline
16 & -0.004182 & -0.0464 & 0.481542 \tabularnewline
17 & -0.131559 & -1.4591 & 0.073549 \tabularnewline
18 & 0.135525 & 1.503 & 0.067695 \tabularnewline
19 & -0.022014 & -0.2441 & 0.403762 \tabularnewline
20 & -0.035424 & -0.3929 & 0.347548 \tabularnewline
21 & 0.049967 & 0.5542 & 0.290236 \tabularnewline
22 & -0.119996 & -1.3308 & 0.092856 \tabularnewline
23 & 0.143425 & 1.5907 & 0.057126 \tabularnewline
24 & -0.086847 & -0.9632 & 0.168675 \tabularnewline
25 & 0.056845 & 0.6304 & 0.264789 \tabularnewline
26 & -0.051234 & -0.5682 & 0.285464 \tabularnewline
27 & 0.03117 & 0.3457 & 0.365081 \tabularnewline
28 & 0.004286 & 0.0475 & 0.481083 \tabularnewline
29 & -0.035123 & -0.3895 & 0.348779 \tabularnewline
30 & 0.001001 & 0.0111 & 0.495578 \tabularnewline
31 & 0.082303 & 0.9128 & 0.181572 \tabularnewline
32 & -0.127668 & -1.4159 & 0.079664 \tabularnewline
33 & 0.109403 & 1.2133 & 0.113664 \tabularnewline
34 & -0.016114 & -0.1787 & 0.429226 \tabularnewline
35 & -0.131801 & -1.4617 & 0.073182 \tabularnewline
36 & 0.182042 & 2.0189 & 0.022834 \tabularnewline
37 & -0.094266 & -1.0455 & 0.14893 \tabularnewline
38 & -0.021796 & -0.2417 & 0.404698 \tabularnewline
39 & 0.116233 & 1.2891 & 0.099893 \tabularnewline
40 & -0.118053 & -1.3093 & 0.096442 \tabularnewline
41 & 0.025262 & 0.2802 & 0.38991 \tabularnewline
42 & 0.002291 & 0.0254 & 0.489884 \tabularnewline
43 & 0.064672 & 0.7172 & 0.23729 \tabularnewline
44 & -0.071769 & -0.796 & 0.213794 \tabularnewline
45 & 0.029339 & 0.3254 & 0.37272 \tabularnewline
46 & -0.002653 & -0.0294 & 0.488288 \tabularnewline
47 & -0.083576 & -0.9269 & 0.177897 \tabularnewline
48 & 0.148345 & 1.6452 & 0.051238 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301502&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]-0.577532[/C][C]-6.4051[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.031249[/C][C]-0.3466[/C][C]0.364755[/C][/ROW]
[ROW][C]3[/C][C]0.151791[/C][C]1.6834[/C][C]0.047413[/C][/ROW]
[ROW][C]4[/C][C]-4.9e-05[/C][C]-5e-04[/C][C]0.499783[/C][/ROW]
[ROW][C]5[/C][C]-0.060567[/C][C]-0.6717[/C][C]0.251512[/C][/ROW]
[ROW][C]6[/C][C]-0.023003[/C][C]-0.2551[/C][C]0.399531[/C][/ROW]
[ROW][C]7[/C][C]0.086636[/C][C]0.9608[/C][C]0.169258[/C][/ROW]
[ROW][C]8[/C][C]-0.043923[/C][C]-0.4871[/C][C]0.313519[/C][/ROW]
[ROW][C]9[/C][C]0.002111[/C][C]0.0234[/C][C]0.490679[/C][/ROW]
[ROW][C]10[/C][C]-0.017012[/C][C]-0.1887[/C][C]0.425331[/C][/ROW]
[ROW][C]11[/C][C]-0.025517[/C][C]-0.283[/C][C]0.388827[/C][/ROW]
[ROW][C]12[/C][C]0.072435[/C][C]0.8033[/C][C]0.211662[/C][/ROW]
[ROW][C]13[/C][C]0.019555[/C][C]0.2169[/C][C]0.414334[/C][/ROW]
[ROW][C]14[/C][C]-0.130809[/C][C]-1.4507[/C][C]0.074699[/C][/ROW]
[ROW][C]15[/C][C]0.12301[/C][C]1.3642[/C][C]0.087491[/C][/ROW]
[ROW][C]16[/C][C]-0.004182[/C][C]-0.0464[/C][C]0.481542[/C][/ROW]
[ROW][C]17[/C][C]-0.131559[/C][C]-1.4591[/C][C]0.073549[/C][/ROW]
[ROW][C]18[/C][C]0.135525[/C][C]1.503[/C][C]0.067695[/C][/ROW]
[ROW][C]19[/C][C]-0.022014[/C][C]-0.2441[/C][C]0.403762[/C][/ROW]
[ROW][C]20[/C][C]-0.035424[/C][C]-0.3929[/C][C]0.347548[/C][/ROW]
[ROW][C]21[/C][C]0.049967[/C][C]0.5542[/C][C]0.290236[/C][/ROW]
[ROW][C]22[/C][C]-0.119996[/C][C]-1.3308[/C][C]0.092856[/C][/ROW]
[ROW][C]23[/C][C]0.143425[/C][C]1.5907[/C][C]0.057126[/C][/ROW]
[ROW][C]24[/C][C]-0.086847[/C][C]-0.9632[/C][C]0.168675[/C][/ROW]
[ROW][C]25[/C][C]0.056845[/C][C]0.6304[/C][C]0.264789[/C][/ROW]
[ROW][C]26[/C][C]-0.051234[/C][C]-0.5682[/C][C]0.285464[/C][/ROW]
[ROW][C]27[/C][C]0.03117[/C][C]0.3457[/C][C]0.365081[/C][/ROW]
[ROW][C]28[/C][C]0.004286[/C][C]0.0475[/C][C]0.481083[/C][/ROW]
[ROW][C]29[/C][C]-0.035123[/C][C]-0.3895[/C][C]0.348779[/C][/ROW]
[ROW][C]30[/C][C]0.001001[/C][C]0.0111[/C][C]0.495578[/C][/ROW]
[ROW][C]31[/C][C]0.082303[/C][C]0.9128[/C][C]0.181572[/C][/ROW]
[ROW][C]32[/C][C]-0.127668[/C][C]-1.4159[/C][C]0.079664[/C][/ROW]
[ROW][C]33[/C][C]0.109403[/C][C]1.2133[/C][C]0.113664[/C][/ROW]
[ROW][C]34[/C][C]-0.016114[/C][C]-0.1787[/C][C]0.429226[/C][/ROW]
[ROW][C]35[/C][C]-0.131801[/C][C]-1.4617[/C][C]0.073182[/C][/ROW]
[ROW][C]36[/C][C]0.182042[/C][C]2.0189[/C][C]0.022834[/C][/ROW]
[ROW][C]37[/C][C]-0.094266[/C][C]-1.0455[/C][C]0.14893[/C][/ROW]
[ROW][C]38[/C][C]-0.021796[/C][C]-0.2417[/C][C]0.404698[/C][/ROW]
[ROW][C]39[/C][C]0.116233[/C][C]1.2891[/C][C]0.099893[/C][/ROW]
[ROW][C]40[/C][C]-0.118053[/C][C]-1.3093[/C][C]0.096442[/C][/ROW]
[ROW][C]41[/C][C]0.025262[/C][C]0.2802[/C][C]0.38991[/C][/ROW]
[ROW][C]42[/C][C]0.002291[/C][C]0.0254[/C][C]0.489884[/C][/ROW]
[ROW][C]43[/C][C]0.064672[/C][C]0.7172[/C][C]0.23729[/C][/ROW]
[ROW][C]44[/C][C]-0.071769[/C][C]-0.796[/C][C]0.213794[/C][/ROW]
[ROW][C]45[/C][C]0.029339[/C][C]0.3254[/C][C]0.37272[/C][/ROW]
[ROW][C]46[/C][C]-0.002653[/C][C]-0.0294[/C][C]0.488288[/C][/ROW]
[ROW][C]47[/C][C]-0.083576[/C][C]-0.9269[/C][C]0.177897[/C][/ROW]
[ROW][C]48[/C][C]0.148345[/C][C]1.6452[/C][C]0.051238[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301502&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301502&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	-0.577532	-6.4051	0
2	-0.031249	-0.3466	0.364755
3	0.151791	1.6834	0.047413
4	-4.9e-05	-5e-04	0.499783
5	-0.060567	-0.6717	0.251512
6	-0.023003	-0.2551	0.399531
7	0.086636	0.9608	0.169258
8	-0.043923	-0.4871	0.313519
9	0.002111	0.0234	0.490679
10	-0.017012	-0.1887	0.425331
11	-0.025517	-0.283	0.388827
12	0.072435	0.8033	0.211662
13	0.019555	0.2169	0.414334
14	-0.130809	-1.4507	0.074699
15	0.12301	1.3642	0.087491
16	-0.004182	-0.0464	0.481542
17	-0.131559	-1.4591	0.073549
18	0.135525	1.503	0.067695
19	-0.022014	-0.2441	0.403762
20	-0.035424	-0.3929	0.347548
21	0.049967	0.5542	0.290236
22	-0.119996	-1.3308	0.092856
23	0.143425	1.5907	0.057126
24	-0.086847	-0.9632	0.168675
25	0.056845	0.6304	0.264789
26	-0.051234	-0.5682	0.285464
27	0.03117	0.3457	0.365081
28	0.004286	0.0475	0.481083
29	-0.035123	-0.3895	0.348779
30	0.001001	0.0111	0.495578
31	0.082303	0.9128	0.181572
32	-0.127668	-1.4159	0.079664
33	0.109403	1.2133	0.113664
34	-0.016114	-0.1787	0.429226
35	-0.131801	-1.4617	0.073182
36	0.182042	2.0189	0.022834
37	-0.094266	-1.0455	0.14893
38	-0.021796	-0.2417	0.404698
39	0.116233	1.2891	0.099893
40	-0.118053	-1.3093	0.096442
41	0.025262	0.2802	0.38991
42	0.002291	0.0254	0.489884
43	0.064672	0.7172	0.23729
44	-0.071769	-0.796	0.213794
45	0.029339	0.3254	0.37272
46	-0.002653	-0.0294	0.488288
47	-0.083576	-0.9269	0.177897
48	0.148345	1.6452	0.051238

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.577532	-6.4051	0
2	-0.54736	-6.0705	0
3	-0.411865	-4.5678	6e-06
4	-0.24936	-2.7655	0.00328
5	-0.144781	-1.6057	0.055453
6	-0.185949	-2.0623	0.020644
7	-0.123745	-1.3724	0.086219
8	-0.084331	-0.9353	0.17574
9	0.004546	0.0504	0.479936
10	0.000684	0.0076	0.49698
11	-0.153406	-1.7014	0.045701
12	-0.176848	-1.9613	0.02605
13	0.009141	0.1014	0.459706
14	-0.029805	-0.3306	0.370771
15	0.052442	0.5816	0.280945
16	0.138609	1.5372	0.0634
17	-0.032755	-0.3633	0.358515
18	-0.014107	-0.1565	0.437967
19	-0.00212	-0.0235	0.490641
20	0.010157	0.1126	0.455247
21	0.168461	1.8683	0.032048
22	-0.041597	-0.4613	0.322688
23	-0.010898	-0.1209	0.451997
24	-0.078242	-0.8677	0.193612
25	0.008643	0.0959	0.461894
26	0.013272	0.1472	0.441608
27	0.014984	0.1662	0.434144
28	-0.016568	-0.1837	0.427257
29	0.02441	0.2707	0.393529
30	-0.042371	-0.4699	0.319622
31	0.043287	0.4801	0.316015
32	-0.101556	-1.1263	0.131113
33	-0.034905	-0.3871	0.349671
34	0.090842	1.0075	0.157839
35	-0.066568	-0.7383	0.230878
36	-0.016747	-0.1857	0.426479
37	-0.04952	-0.5492	0.29193
38	-0.157424	-1.7459	0.041661
39	0.04909	0.5444	0.293565
40	0.05419	0.601	0.274474
41	0.037921	0.4206	0.337405
42	-0.029716	-0.3296	0.371145
43	0.002435	0.027	0.489252
44	0.025749	0.2856	0.387845
45	0.17634	1.9557	0.026383
46	0.092048	1.0209	0.154662
47	-0.118756	-1.3171	0.095132
48	-0.058642	-0.6504	0.258331

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.577532 & -6.4051 & 0 \tabularnewline
2 & -0.54736 & -6.0705 & 0 \tabularnewline
3 & -0.411865 & -4.5678 & 6e-06 \tabularnewline
4 & -0.24936 & -2.7655 & 0.00328 \tabularnewline
5 & -0.144781 & -1.6057 & 0.055453 \tabularnewline
6 & -0.185949 & -2.0623 & 0.020644 \tabularnewline
7 & -0.123745 & -1.3724 & 0.086219 \tabularnewline
8 & -0.084331 & -0.9353 & 0.17574 \tabularnewline
9 & 0.004546 & 0.0504 & 0.479936 \tabularnewline
10 & 0.000684 & 0.0076 & 0.49698 \tabularnewline
11 & -0.153406 & -1.7014 & 0.045701 \tabularnewline
12 & -0.176848 & -1.9613 & 0.02605 \tabularnewline
13 & 0.009141 & 0.1014 & 0.459706 \tabularnewline
14 & -0.029805 & -0.3306 & 0.370771 \tabularnewline
15 & 0.052442 & 0.5816 & 0.280945 \tabularnewline
16 & 0.138609 & 1.5372 & 0.0634 \tabularnewline
17 & -0.032755 & -0.3633 & 0.358515 \tabularnewline
18 & -0.014107 & -0.1565 & 0.437967 \tabularnewline
19 & -0.00212 & -0.0235 & 0.490641 \tabularnewline
20 & 0.010157 & 0.1126 & 0.455247 \tabularnewline
21 & 0.168461 & 1.8683 & 0.032048 \tabularnewline
22 & -0.041597 & -0.4613 & 0.322688 \tabularnewline
23 & -0.010898 & -0.1209 & 0.451997 \tabularnewline
24 & -0.078242 & -0.8677 & 0.193612 \tabularnewline
25 & 0.008643 & 0.0959 & 0.461894 \tabularnewline
26 & 0.013272 & 0.1472 & 0.441608 \tabularnewline
27 & 0.014984 & 0.1662 & 0.434144 \tabularnewline
28 & -0.016568 & -0.1837 & 0.427257 \tabularnewline
29 & 0.02441 & 0.2707 & 0.393529 \tabularnewline
30 & -0.042371 & -0.4699 & 0.319622 \tabularnewline
31 & 0.043287 & 0.4801 & 0.316015 \tabularnewline
32 & -0.101556 & -1.1263 & 0.131113 \tabularnewline
33 & -0.034905 & -0.3871 & 0.349671 \tabularnewline
34 & 0.090842 & 1.0075 & 0.157839 \tabularnewline
35 & -0.066568 & -0.7383 & 0.230878 \tabularnewline
36 & -0.016747 & -0.1857 & 0.426479 \tabularnewline
37 & -0.04952 & -0.5492 & 0.29193 \tabularnewline
38 & -0.157424 & -1.7459 & 0.041661 \tabularnewline
39 & 0.04909 & 0.5444 & 0.293565 \tabularnewline
40 & 0.05419 & 0.601 & 0.274474 \tabularnewline
41 & 0.037921 & 0.4206 & 0.337405 \tabularnewline
42 & -0.029716 & -0.3296 & 0.371145 \tabularnewline
43 & 0.002435 & 0.027 & 0.489252 \tabularnewline
44 & 0.025749 & 0.2856 & 0.387845 \tabularnewline
45 & 0.17634 & 1.9557 & 0.026383 \tabularnewline
46 & 0.092048 & 1.0209 & 0.154662 \tabularnewline
47 & -0.118756 & -1.3171 & 0.095132 \tabularnewline
48 & -0.058642 & -0.6504 & 0.258331 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301502&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]-0.577532[/C][C]-6.4051[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.54736[/C][C]-6.0705[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]-0.411865[/C][C]-4.5678[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]-0.24936[/C][C]-2.7655[/C][C]0.00328[/C][/ROW]
[ROW][C]5[/C][C]-0.144781[/C][C]-1.6057[/C][C]0.055453[/C][/ROW]
[ROW][C]6[/C][C]-0.185949[/C][C]-2.0623[/C][C]0.020644[/C][/ROW]
[ROW][C]7[/C][C]-0.123745[/C][C]-1.3724[/C][C]0.086219[/C][/ROW]
[ROW][C]8[/C][C]-0.084331[/C][C]-0.9353[/C][C]0.17574[/C][/ROW]
[ROW][C]9[/C][C]0.004546[/C][C]0.0504[/C][C]0.479936[/C][/ROW]
[ROW][C]10[/C][C]0.000684[/C][C]0.0076[/C][C]0.49698[/C][/ROW]
[ROW][C]11[/C][C]-0.153406[/C][C]-1.7014[/C][C]0.045701[/C][/ROW]
[ROW][C]12[/C][C]-0.176848[/C][C]-1.9613[/C][C]0.02605[/C][/ROW]
[ROW][C]13[/C][C]0.009141[/C][C]0.1014[/C][C]0.459706[/C][/ROW]
[ROW][C]14[/C][C]-0.029805[/C][C]-0.3306[/C][C]0.370771[/C][/ROW]
[ROW][C]15[/C][C]0.052442[/C][C]0.5816[/C][C]0.280945[/C][/ROW]
[ROW][C]16[/C][C]0.138609[/C][C]1.5372[/C][C]0.0634[/C][/ROW]
[ROW][C]17[/C][C]-0.032755[/C][C]-0.3633[/C][C]0.358515[/C][/ROW]
[ROW][C]18[/C][C]-0.014107[/C][C]-0.1565[/C][C]0.437967[/C][/ROW]
[ROW][C]19[/C][C]-0.00212[/C][C]-0.0235[/C][C]0.490641[/C][/ROW]
[ROW][C]20[/C][C]0.010157[/C][C]0.1126[/C][C]0.455247[/C][/ROW]
[ROW][C]21[/C][C]0.168461[/C][C]1.8683[/C][C]0.032048[/C][/ROW]
[ROW][C]22[/C][C]-0.041597[/C][C]-0.4613[/C][C]0.322688[/C][/ROW]
[ROW][C]23[/C][C]-0.010898[/C][C]-0.1209[/C][C]0.451997[/C][/ROW]
[ROW][C]24[/C][C]-0.078242[/C][C]-0.8677[/C][C]0.193612[/C][/ROW]
[ROW][C]25[/C][C]0.008643[/C][C]0.0959[/C][C]0.461894[/C][/ROW]
[ROW][C]26[/C][C]0.013272[/C][C]0.1472[/C][C]0.441608[/C][/ROW]
[ROW][C]27[/C][C]0.014984[/C][C]0.1662[/C][C]0.434144[/C][/ROW]
[ROW][C]28[/C][C]-0.016568[/C][C]-0.1837[/C][C]0.427257[/C][/ROW]
[ROW][C]29[/C][C]0.02441[/C][C]0.2707[/C][C]0.393529[/C][/ROW]
[ROW][C]30[/C][C]-0.042371[/C][C]-0.4699[/C][C]0.319622[/C][/ROW]
[ROW][C]31[/C][C]0.043287[/C][C]0.4801[/C][C]0.316015[/C][/ROW]
[ROW][C]32[/C][C]-0.101556[/C][C]-1.1263[/C][C]0.131113[/C][/ROW]
[ROW][C]33[/C][C]-0.034905[/C][C]-0.3871[/C][C]0.349671[/C][/ROW]
[ROW][C]34[/C][C]0.090842[/C][C]1.0075[/C][C]0.157839[/C][/ROW]
[ROW][C]35[/C][C]-0.066568[/C][C]-0.7383[/C][C]0.230878[/C][/ROW]
[ROW][C]36[/C][C]-0.016747[/C][C]-0.1857[/C][C]0.426479[/C][/ROW]
[ROW][C]37[/C][C]-0.04952[/C][C]-0.5492[/C][C]0.29193[/C][/ROW]
[ROW][C]38[/C][C]-0.157424[/C][C]-1.7459[/C][C]0.041661[/C][/ROW]
[ROW][C]39[/C][C]0.04909[/C][C]0.5444[/C][C]0.293565[/C][/ROW]
[ROW][C]40[/C][C]0.05419[/C][C]0.601[/C][C]0.274474[/C][/ROW]
[ROW][C]41[/C][C]0.037921[/C][C]0.4206[/C][C]0.337405[/C][/ROW]
[ROW][C]42[/C][C]-0.029716[/C][C]-0.3296[/C][C]0.371145[/C][/ROW]
[ROW][C]43[/C][C]0.002435[/C][C]0.027[/C][C]0.489252[/C][/ROW]
[ROW][C]44[/C][C]0.025749[/C][C]0.2856[/C][C]0.387845[/C][/ROW]
[ROW][C]45[/C][C]0.17634[/C][C]1.9557[/C][C]0.026383[/C][/ROW]
[ROW][C]46[/C][C]0.092048[/C][C]1.0209[/C][C]0.154662[/C][/ROW]
[ROW][C]47[/C][C]-0.118756[/C][C]-1.3171[/C][C]0.095132[/C][/ROW]
[ROW][C]48[/C][C]-0.058642[/C][C]-0.6504[/C][C]0.258331[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301502&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301502&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	-0.577532	-6.4051	0
2	-0.54736	-6.0705	0
3	-0.411865	-4.5678	6e-06
4	-0.24936	-2.7655	0.00328
5	-0.144781	-1.6057	0.055453
6	-0.185949	-2.0623	0.020644
7	-0.123745	-1.3724	0.086219
8	-0.084331	-0.9353	0.17574
9	0.004546	0.0504	0.479936
10	0.000684	0.0076	0.49698
11	-0.153406	-1.7014	0.045701
12	-0.176848	-1.9613	0.02605
13	0.009141	0.1014	0.459706
14	-0.029805	-0.3306	0.370771
15	0.052442	0.5816	0.280945
16	0.138609	1.5372	0.0634
17	-0.032755	-0.3633	0.358515
18	-0.014107	-0.1565	0.437967
19	-0.00212	-0.0235	0.490641
20	0.010157	0.1126	0.455247
21	0.168461	1.8683	0.032048
22	-0.041597	-0.4613	0.322688
23	-0.010898	-0.1209	0.451997
24	-0.078242	-0.8677	0.193612
25	0.008643	0.0959	0.461894
26	0.013272	0.1472	0.441608
27	0.014984	0.1662	0.434144
28	-0.016568	-0.1837	0.427257
29	0.02441	0.2707	0.393529
30	-0.042371	-0.4699	0.319622
31	0.043287	0.4801	0.316015
32	-0.101556	-1.1263	0.131113
33	-0.034905	-0.3871	0.349671
34	0.090842	1.0075	0.157839
35	-0.066568	-0.7383	0.230878
36	-0.016747	-0.1857	0.426479
37	-0.04952	-0.5492	0.29193
38	-0.157424	-1.7459	0.041661
39	0.04909	0.5444	0.293565
40	0.05419	0.601	0.274474
41	0.037921	0.4206	0.337405
42	-0.029716	-0.3296	0.371145
43	0.002435	0.027	0.489252
44	0.025749	0.2856	0.387845
45	0.17634	1.9557	0.026383
46	0.092048	1.0209	0.154662
47	-0.118756	-1.3171	0.095132
48	-0.058642	-0.6504	0.258331

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 = 2 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 2 ; par4 = 0 ; 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 <- '0'
par3 <- '2'
par2 <- '1'
par1 <- '48'
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