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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 03 Dec 2010 12:14:02 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/03/t1291378333w6ar4tm8wz2qjbv.htm/, Retrieved Tue, 07 May 2024 23:55:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104668, Retrieved Tue, 07 May 2024 23:55:26 +0000

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User-defined keywords

Estimated Impact

133

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [Variance Reduction Matrix] [Births] [2010-11-29 09:39:41] [b98453cac15ba1066b407e146608df68]
- RMPD          [(Partial) Autocorrelation Function] [seizoenaal diff g...] [2010-12-03 12:03:37] [4eaa304e6a28c475ba490fccf4c01ad3]
- R               [(Partial) Autocorrelation Function] [acf geboortes] [2010-12-03 12:12:39] [4eaa304e6a28c475ba490fccf4c01ad3]
-                     [(Partial) Autocorrelation Function] [non seasonal diff...] [2010-12-03 12:14:02] [e926a978b40506c05812140b9c5157ab] [Current]
-                       [(Partial) Autocorrelation Function] [seasonal diff geb...] [2010-12-03 12:15:13] [4eaa304e6a28c475ba490fccf4c01ad3] 
-   P                     [(Partial) Autocorrelation Function] [seas diff geboortes] [2010-12-06 18:25:16] [4eaa304e6a28c475ba490fccf4c01ad3] 

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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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104668&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104668&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104668&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.630765	-6.1479	0
2	0.181732	1.7713	0.039858
3	0.102013	0.9943	0.161301
4	-0.247167	-2.4091	0.00896
5	0.190141	1.8533	0.033474
6	-0.159939	-1.5589	0.061174
7	0.128059	1.2482	0.10752
8	-0.221654	-2.1604	0.016628
9	0.17903	1.745	0.042112
10	0.043237	0.4214	0.337201
11	-0.389755	-3.7989	0.000128
12	0.684887	6.6754	0
13	-0.502303	-4.8958	2e-06
14	0.2186	2.1307	0.01785
15	0.052245	0.5092	0.30589
16	-0.213651	-2.0824	0.019996
17	0.17948	1.7494	0.04173
18	-0.125157	-1.2199	0.112765
19	0.066941	0.6525	0.257839
20	-0.137188	-1.3371	0.092184
21	0.135334	1.3191	0.095158
22	-0.040532	-0.3951	0.346844
23	-0.187645	-1.8289	0.035273
24	0.443851	4.3261	1.9e-05
25	-0.354228	-3.4526	0.000415
26	0.17595	1.7149	0.044808
27	0.032023	0.3121	0.377818
28	-0.163096	-1.5897	0.057616
29	0.13759	1.3411	0.091549
30	-0.097491	-0.9502	0.172204
31	-0.009904	-0.0965	0.461652
32	0.006463	0.063	0.474952
33	0.028155	0.2744	0.39218
34	-0.003785	-0.0369	0.485324
35	-0.139415	-1.3588	0.088706
36	0.283207	2.7604	0.003465
37	-0.19417	-1.8925	0.030732
38	0.115616	1.1269	0.131314
39	0.015749	0.1535	0.439164
40	-0.142678	-1.3907	0.08379
41	0.133063	1.2969	0.098896
42	-0.113265	-1.104	0.136197
43	0.039605	0.386	0.350172
44	0.002813	0.0274	0.489092
45	-0.058916	-0.5742	0.28358
46	0.112754	1.099	0.137274
47	-0.206945	-2.0171	0.023256
48	0.280276	2.7318	0.003755

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.630765 & -6.1479 & 0 \tabularnewline
2 & 0.181732 & 1.7713 & 0.039858 \tabularnewline
3 & 0.102013 & 0.9943 & 0.161301 \tabularnewline
4 & -0.247167 & -2.4091 & 0.00896 \tabularnewline
5 & 0.190141 & 1.8533 & 0.033474 \tabularnewline
6 & -0.159939 & -1.5589 & 0.061174 \tabularnewline
7 & 0.128059 & 1.2482 & 0.10752 \tabularnewline
8 & -0.221654 & -2.1604 & 0.016628 \tabularnewline
9 & 0.17903 & 1.745 & 0.042112 \tabularnewline
10 & 0.043237 & 0.4214 & 0.337201 \tabularnewline
11 & -0.389755 & -3.7989 & 0.000128 \tabularnewline
12 & 0.684887 & 6.6754 & 0 \tabularnewline
13 & -0.502303 & -4.8958 & 2e-06 \tabularnewline
14 & 0.2186 & 2.1307 & 0.01785 \tabularnewline
15 & 0.052245 & 0.5092 & 0.30589 \tabularnewline
16 & -0.213651 & -2.0824 & 0.019996 \tabularnewline
17 & 0.17948 & 1.7494 & 0.04173 \tabularnewline
18 & -0.125157 & -1.2199 & 0.112765 \tabularnewline
19 & 0.066941 & 0.6525 & 0.257839 \tabularnewline
20 & -0.137188 & -1.3371 & 0.092184 \tabularnewline
21 & 0.135334 & 1.3191 & 0.095158 \tabularnewline
22 & -0.040532 & -0.3951 & 0.346844 \tabularnewline
23 & -0.187645 & -1.8289 & 0.035273 \tabularnewline
24 & 0.443851 & 4.3261 & 1.9e-05 \tabularnewline
25 & -0.354228 & -3.4526 & 0.000415 \tabularnewline
26 & 0.17595 & 1.7149 & 0.044808 \tabularnewline
27 & 0.032023 & 0.3121 & 0.377818 \tabularnewline
28 & -0.163096 & -1.5897 & 0.057616 \tabularnewline
29 & 0.13759 & 1.3411 & 0.091549 \tabularnewline
30 & -0.097491 & -0.9502 & 0.172204 \tabularnewline
31 & -0.009904 & -0.0965 & 0.461652 \tabularnewline
32 & 0.006463 & 0.063 & 0.474952 \tabularnewline
33 & 0.028155 & 0.2744 & 0.39218 \tabularnewline
34 & -0.003785 & -0.0369 & 0.485324 \tabularnewline
35 & -0.139415 & -1.3588 & 0.088706 \tabularnewline
36 & 0.283207 & 2.7604 & 0.003465 \tabularnewline
37 & -0.19417 & -1.8925 & 0.030732 \tabularnewline
38 & 0.115616 & 1.1269 & 0.131314 \tabularnewline
39 & 0.015749 & 0.1535 & 0.439164 \tabularnewline
40 & -0.142678 & -1.3907 & 0.08379 \tabularnewline
41 & 0.133063 & 1.2969 & 0.098896 \tabularnewline
42 & -0.113265 & -1.104 & 0.136197 \tabularnewline
43 & 0.039605 & 0.386 & 0.350172 \tabularnewline
44 & 0.002813 & 0.0274 & 0.489092 \tabularnewline
45 & -0.058916 & -0.5742 & 0.28358 \tabularnewline
46 & 0.112754 & 1.099 & 0.137274 \tabularnewline
47 & -0.206945 & -2.0171 & 0.023256 \tabularnewline
48 & 0.280276 & 2.7318 & 0.003755 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104668&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]-0.630765[/C][C]-6.1479[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.181732[/C][C]1.7713[/C][C]0.039858[/C][/ROW]
[ROW][C]3[/C][C]0.102013[/C][C]0.9943[/C][C]0.161301[/C][/ROW]
[ROW][C]4[/C][C]-0.247167[/C][C]-2.4091[/C][C]0.00896[/C][/ROW]
[ROW][C]5[/C][C]0.190141[/C][C]1.8533[/C][C]0.033474[/C][/ROW]
[ROW][C]6[/C][C]-0.159939[/C][C]-1.5589[/C][C]0.061174[/C][/ROW]
[ROW][C]7[/C][C]0.128059[/C][C]1.2482[/C][C]0.10752[/C][/ROW]
[ROW][C]8[/C][C]-0.221654[/C][C]-2.1604[/C][C]0.016628[/C][/ROW]
[ROW][C]9[/C][C]0.17903[/C][C]1.745[/C][C]0.042112[/C][/ROW]
[ROW][C]10[/C][C]0.043237[/C][C]0.4214[/C][C]0.337201[/C][/ROW]
[ROW][C]11[/C][C]-0.389755[/C][C]-3.7989[/C][C]0.000128[/C][/ROW]
[ROW][C]12[/C][C]0.684887[/C][C]6.6754[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.502303[/C][C]-4.8958[/C][C]2e-06[/C][/ROW]
[ROW][C]14[/C][C]0.2186[/C][C]2.1307[/C][C]0.01785[/C][/ROW]
[ROW][C]15[/C][C]0.052245[/C][C]0.5092[/C][C]0.30589[/C][/ROW]
[ROW][C]16[/C][C]-0.213651[/C][C]-2.0824[/C][C]0.019996[/C][/ROW]
[ROW][C]17[/C][C]0.17948[/C][C]1.7494[/C][C]0.04173[/C][/ROW]
[ROW][C]18[/C][C]-0.125157[/C][C]-1.2199[/C][C]0.112765[/C][/ROW]
[ROW][C]19[/C][C]0.066941[/C][C]0.6525[/C][C]0.257839[/C][/ROW]
[ROW][C]20[/C][C]-0.137188[/C][C]-1.3371[/C][C]0.092184[/C][/ROW]
[ROW][C]21[/C][C]0.135334[/C][C]1.3191[/C][C]0.095158[/C][/ROW]
[ROW][C]22[/C][C]-0.040532[/C][C]-0.3951[/C][C]0.346844[/C][/ROW]
[ROW][C]23[/C][C]-0.187645[/C][C]-1.8289[/C][C]0.035273[/C][/ROW]
[ROW][C]24[/C][C]0.443851[/C][C]4.3261[/C][C]1.9e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.354228[/C][C]-3.4526[/C][C]0.000415[/C][/ROW]
[ROW][C]26[/C][C]0.17595[/C][C]1.7149[/C][C]0.044808[/C][/ROW]
[ROW][C]27[/C][C]0.032023[/C][C]0.3121[/C][C]0.377818[/C][/ROW]
[ROW][C]28[/C][C]-0.163096[/C][C]-1.5897[/C][C]0.057616[/C][/ROW]
[ROW][C]29[/C][C]0.13759[/C][C]1.3411[/C][C]0.091549[/C][/ROW]
[ROW][C]30[/C][C]-0.097491[/C][C]-0.9502[/C][C]0.172204[/C][/ROW]
[ROW][C]31[/C][C]-0.009904[/C][C]-0.0965[/C][C]0.461652[/C][/ROW]
[ROW][C]32[/C][C]0.006463[/C][C]0.063[/C][C]0.474952[/C][/ROW]
[ROW][C]33[/C][C]0.028155[/C][C]0.2744[/C][C]0.39218[/C][/ROW]
[ROW][C]34[/C][C]-0.003785[/C][C]-0.0369[/C][C]0.485324[/C][/ROW]
[ROW][C]35[/C][C]-0.139415[/C][C]-1.3588[/C][C]0.088706[/C][/ROW]
[ROW][C]36[/C][C]0.283207[/C][C]2.7604[/C][C]0.003465[/C][/ROW]
[ROW][C]37[/C][C]-0.19417[/C][C]-1.8925[/C][C]0.030732[/C][/ROW]
[ROW][C]38[/C][C]0.115616[/C][C]1.1269[/C][C]0.131314[/C][/ROW]
[ROW][C]39[/C][C]0.015749[/C][C]0.1535[/C][C]0.439164[/C][/ROW]
[ROW][C]40[/C][C]-0.142678[/C][C]-1.3907[/C][C]0.08379[/C][/ROW]
[ROW][C]41[/C][C]0.133063[/C][C]1.2969[/C][C]0.098896[/C][/ROW]
[ROW][C]42[/C][C]-0.113265[/C][C]-1.104[/C][C]0.136197[/C][/ROW]
[ROW][C]43[/C][C]0.039605[/C][C]0.386[/C][C]0.350172[/C][/ROW]
[ROW][C]44[/C][C]0.002813[/C][C]0.0274[/C][C]0.489092[/C][/ROW]
[ROW][C]45[/C][C]-0.058916[/C][C]-0.5742[/C][C]0.28358[/C][/ROW]
[ROW][C]46[/C][C]0.112754[/C][C]1.099[/C][C]0.137274[/C][/ROW]
[ROW][C]47[/C][C]-0.206945[/C][C]-2.0171[/C][C]0.023256[/C][/ROW]
[ROW][C]48[/C][C]0.280276[/C][C]2.7318[/C][C]0.003755[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104668&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104668&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	-0.630765	-6.1479	0
2	0.181732	1.7713	0.039858
3	0.102013	0.9943	0.161301
4	-0.247167	-2.4091	0.00896
5	0.190141	1.8533	0.033474
6	-0.159939	-1.5589	0.061174
7	0.128059	1.2482	0.10752
8	-0.221654	-2.1604	0.016628
9	0.17903	1.745	0.042112
10	0.043237	0.4214	0.337201
11	-0.389755	-3.7989	0.000128
12	0.684887	6.6754	0
13	-0.502303	-4.8958	2e-06
14	0.2186	2.1307	0.01785
15	0.052245	0.5092	0.30589
16	-0.213651	-2.0824	0.019996
17	0.17948	1.7494	0.04173
18	-0.125157	-1.2199	0.112765
19	0.066941	0.6525	0.257839
20	-0.137188	-1.3371	0.092184
21	0.135334	1.3191	0.095158
22	-0.040532	-0.3951	0.346844
23	-0.187645	-1.8289	0.035273
24	0.443851	4.3261	1.9e-05
25	-0.354228	-3.4526	0.000415
26	0.17595	1.7149	0.044808
27	0.032023	0.3121	0.377818
28	-0.163096	-1.5897	0.057616
29	0.13759	1.3411	0.091549
30	-0.097491	-0.9502	0.172204
31	-0.009904	-0.0965	0.461652
32	0.006463	0.063	0.474952
33	0.028155	0.2744	0.39218
34	-0.003785	-0.0369	0.485324
35	-0.139415	-1.3588	0.088706
36	0.283207	2.7604	0.003465
37	-0.19417	-1.8925	0.030732
38	0.115616	1.1269	0.131314
39	0.015749	0.1535	0.439164
40	-0.142678	-1.3907	0.08379
41	0.133063	1.2969	0.098896
42	-0.113265	-1.104	0.136197
43	0.039605	0.386	0.350172
44	0.002813	0.0274	0.489092
45	-0.058916	-0.5742	0.28358
46	0.112754	1.099	0.137274
47	-0.206945	-2.0171	0.023256
48	0.280276	2.7318	0.003755

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.630765	-6.1479	0
2	-0.358941	-3.4985	0.000357
3	0.059825	0.5831	0.280603
4	-0.130611	-1.273	0.103056
5	-0.102034	-0.9945	0.161253
6	-0.204221	-1.9905	0.024705
7	-0.019238	-0.1875	0.425831
8	-0.347714	-3.3891	0.000511
9	-0.268615	-2.6181	0.005145
10	0.034244	0.3338	0.369644
11	-0.583301	-5.6853	0
12	0.070425	0.6864	0.247062
13	0.125206	1.2204	0.112674
14	0.055972	0.5455	0.293328
15	0.04124	0.402	0.344307
16	0.079073	0.7707	0.221396
17	0.046465	0.4529	0.325832
18	0.082694	0.806	0.211126
19	0.039871	0.3886	0.349215
20	0.138996	1.3548	0.089353
21	0.076417	0.7448	0.22911
22	-0.068569	-0.6683	0.252771
23	-0.022937	-0.2236	0.41179
24	0.021681	0.2113	0.416544
25	0.113463	1.1059	0.135782
26	0.024856	0.2423	0.404549
27	0.012917	0.1259	0.450038
28	0.06984	0.6807	0.248853
29	-0.002392	-0.0233	0.490726
30	-0.072732	-0.7089	0.24006
31	-0.182695	-1.7807	0.03908
32	0.020243	0.1973	0.422004
33	-0.037201	-0.3626	0.358858
34	0.01897	0.1849	0.426853
35	-0.089819	-0.8755	0.191768
36	-0.146365	-1.4266	0.078488
37	-0.054587	-0.5321	0.297966
38	0.03904	0.3805	0.352205
39	0.001996	0.0195	0.49226
40	-0.030141	-0.2938	0.384783
41	-0.018316	-0.1785	0.429346
42	-0.142856	-1.3924	0.083528
43	0.055516	0.5411	0.294852
44	0.093608	0.9124	0.18194
45	-0.076821	-0.7488	0.227927
46	0.062308	0.6073	0.272548
47	-0.071836	-0.7002	0.242765
48	0.042928	0.4184	0.338297

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.630765 & -6.1479 & 0 \tabularnewline
2 & -0.358941 & -3.4985 & 0.000357 \tabularnewline
3 & 0.059825 & 0.5831 & 0.280603 \tabularnewline
4 & -0.130611 & -1.273 & 0.103056 \tabularnewline
5 & -0.102034 & -0.9945 & 0.161253 \tabularnewline
6 & -0.204221 & -1.9905 & 0.024705 \tabularnewline
7 & -0.019238 & -0.1875 & 0.425831 \tabularnewline
8 & -0.347714 & -3.3891 & 0.000511 \tabularnewline
9 & -0.268615 & -2.6181 & 0.005145 \tabularnewline
10 & 0.034244 & 0.3338 & 0.369644 \tabularnewline
11 & -0.583301 & -5.6853 & 0 \tabularnewline
12 & 0.070425 & 0.6864 & 0.247062 \tabularnewline
13 & 0.125206 & 1.2204 & 0.112674 \tabularnewline
14 & 0.055972 & 0.5455 & 0.293328 \tabularnewline
15 & 0.04124 & 0.402 & 0.344307 \tabularnewline
16 & 0.079073 & 0.7707 & 0.221396 \tabularnewline
17 & 0.046465 & 0.4529 & 0.325832 \tabularnewline
18 & 0.082694 & 0.806 & 0.211126 \tabularnewline
19 & 0.039871 & 0.3886 & 0.349215 \tabularnewline
20 & 0.138996 & 1.3548 & 0.089353 \tabularnewline
21 & 0.076417 & 0.7448 & 0.22911 \tabularnewline
22 & -0.068569 & -0.6683 & 0.252771 \tabularnewline
23 & -0.022937 & -0.2236 & 0.41179 \tabularnewline
24 & 0.021681 & 0.2113 & 0.416544 \tabularnewline
25 & 0.113463 & 1.1059 & 0.135782 \tabularnewline
26 & 0.024856 & 0.2423 & 0.404549 \tabularnewline
27 & 0.012917 & 0.1259 & 0.450038 \tabularnewline
28 & 0.06984 & 0.6807 & 0.248853 \tabularnewline
29 & -0.002392 & -0.0233 & 0.490726 \tabularnewline
30 & -0.072732 & -0.7089 & 0.24006 \tabularnewline
31 & -0.182695 & -1.7807 & 0.03908 \tabularnewline
32 & 0.020243 & 0.1973 & 0.422004 \tabularnewline
33 & -0.037201 & -0.3626 & 0.358858 \tabularnewline
34 & 0.01897 & 0.1849 & 0.426853 \tabularnewline
35 & -0.089819 & -0.8755 & 0.191768 \tabularnewline
36 & -0.146365 & -1.4266 & 0.078488 \tabularnewline
37 & -0.054587 & -0.5321 & 0.297966 \tabularnewline
38 & 0.03904 & 0.3805 & 0.352205 \tabularnewline
39 & 0.001996 & 0.0195 & 0.49226 \tabularnewline
40 & -0.030141 & -0.2938 & 0.384783 \tabularnewline
41 & -0.018316 & -0.1785 & 0.429346 \tabularnewline
42 & -0.142856 & -1.3924 & 0.083528 \tabularnewline
43 & 0.055516 & 0.5411 & 0.294852 \tabularnewline
44 & 0.093608 & 0.9124 & 0.18194 \tabularnewline
45 & -0.076821 & -0.7488 & 0.227927 \tabularnewline
46 & 0.062308 & 0.6073 & 0.272548 \tabularnewline
47 & -0.071836 & -0.7002 & 0.242765 \tabularnewline
48 & 0.042928 & 0.4184 & 0.338297 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104668&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]-0.630765[/C][C]-6.1479[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.358941[/C][C]-3.4985[/C][C]0.000357[/C][/ROW]
[ROW][C]3[/C][C]0.059825[/C][C]0.5831[/C][C]0.280603[/C][/ROW]
[ROW][C]4[/C][C]-0.130611[/C][C]-1.273[/C][C]0.103056[/C][/ROW]
[ROW][C]5[/C][C]-0.102034[/C][C]-0.9945[/C][C]0.161253[/C][/ROW]
[ROW][C]6[/C][C]-0.204221[/C][C]-1.9905[/C][C]0.024705[/C][/ROW]
[ROW][C]7[/C][C]-0.019238[/C][C]-0.1875[/C][C]0.425831[/C][/ROW]
[ROW][C]8[/C][C]-0.347714[/C][C]-3.3891[/C][C]0.000511[/C][/ROW]
[ROW][C]9[/C][C]-0.268615[/C][C]-2.6181[/C][C]0.005145[/C][/ROW]
[ROW][C]10[/C][C]0.034244[/C][C]0.3338[/C][C]0.369644[/C][/ROW]
[ROW][C]11[/C][C]-0.583301[/C][C]-5.6853[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.070425[/C][C]0.6864[/C][C]0.247062[/C][/ROW]
[ROW][C]13[/C][C]0.125206[/C][C]1.2204[/C][C]0.112674[/C][/ROW]
[ROW][C]14[/C][C]0.055972[/C][C]0.5455[/C][C]0.293328[/C][/ROW]
[ROW][C]15[/C][C]0.04124[/C][C]0.402[/C][C]0.344307[/C][/ROW]
[ROW][C]16[/C][C]0.079073[/C][C]0.7707[/C][C]0.221396[/C][/ROW]
[ROW][C]17[/C][C]0.046465[/C][C]0.4529[/C][C]0.325832[/C][/ROW]
[ROW][C]18[/C][C]0.082694[/C][C]0.806[/C][C]0.211126[/C][/ROW]
[ROW][C]19[/C][C]0.039871[/C][C]0.3886[/C][C]0.349215[/C][/ROW]
[ROW][C]20[/C][C]0.138996[/C][C]1.3548[/C][C]0.089353[/C][/ROW]
[ROW][C]21[/C][C]0.076417[/C][C]0.7448[/C][C]0.22911[/C][/ROW]
[ROW][C]22[/C][C]-0.068569[/C][C]-0.6683[/C][C]0.252771[/C][/ROW]
[ROW][C]23[/C][C]-0.022937[/C][C]-0.2236[/C][C]0.41179[/C][/ROW]
[ROW][C]24[/C][C]0.021681[/C][C]0.2113[/C][C]0.416544[/C][/ROW]
[ROW][C]25[/C][C]0.113463[/C][C]1.1059[/C][C]0.135782[/C][/ROW]
[ROW][C]26[/C][C]0.024856[/C][C]0.2423[/C][C]0.404549[/C][/ROW]
[ROW][C]27[/C][C]0.012917[/C][C]0.1259[/C][C]0.450038[/C][/ROW]
[ROW][C]28[/C][C]0.06984[/C][C]0.6807[/C][C]0.248853[/C][/ROW]
[ROW][C]29[/C][C]-0.002392[/C][C]-0.0233[/C][C]0.490726[/C][/ROW]
[ROW][C]30[/C][C]-0.072732[/C][C]-0.7089[/C][C]0.24006[/C][/ROW]
[ROW][C]31[/C][C]-0.182695[/C][C]-1.7807[/C][C]0.03908[/C][/ROW]
[ROW][C]32[/C][C]0.020243[/C][C]0.1973[/C][C]0.422004[/C][/ROW]
[ROW][C]33[/C][C]-0.037201[/C][C]-0.3626[/C][C]0.358858[/C][/ROW]
[ROW][C]34[/C][C]0.01897[/C][C]0.1849[/C][C]0.426853[/C][/ROW]
[ROW][C]35[/C][C]-0.089819[/C][C]-0.8755[/C][C]0.191768[/C][/ROW]
[ROW][C]36[/C][C]-0.146365[/C][C]-1.4266[/C][C]0.078488[/C][/ROW]
[ROW][C]37[/C][C]-0.054587[/C][C]-0.5321[/C][C]0.297966[/C][/ROW]
[ROW][C]38[/C][C]0.03904[/C][C]0.3805[/C][C]0.352205[/C][/ROW]
[ROW][C]39[/C][C]0.001996[/C][C]0.0195[/C][C]0.49226[/C][/ROW]
[ROW][C]40[/C][C]-0.030141[/C][C]-0.2938[/C][C]0.384783[/C][/ROW]
[ROW][C]41[/C][C]-0.018316[/C][C]-0.1785[/C][C]0.429346[/C][/ROW]
[ROW][C]42[/C][C]-0.142856[/C][C]-1.3924[/C][C]0.083528[/C][/ROW]
[ROW][C]43[/C][C]0.055516[/C][C]0.5411[/C][C]0.294852[/C][/ROW]
[ROW][C]44[/C][C]0.093608[/C][C]0.9124[/C][C]0.18194[/C][/ROW]
[ROW][C]45[/C][C]-0.076821[/C][C]-0.7488[/C][C]0.227927[/C][/ROW]
[ROW][C]46[/C][C]0.062308[/C][C]0.6073[/C][C]0.272548[/C][/ROW]
[ROW][C]47[/C][C]-0.071836[/C][C]-0.7002[/C][C]0.242765[/C][/ROW]
[ROW][C]48[/C][C]0.042928[/C][C]0.4184[/C][C]0.338297[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104668&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104668&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	-0.630765	-6.1479	0
2	-0.358941	-3.4985	0.000357
3	0.059825	0.5831	0.280603
4	-0.130611	-1.273	0.103056
5	-0.102034	-0.9945	0.161253
6	-0.204221	-1.9905	0.024705
7	-0.019238	-0.1875	0.425831
8	-0.347714	-3.3891	0.000511
9	-0.268615	-2.6181	0.005145
10	0.034244	0.3338	0.369644
11	-0.583301	-5.6853	0
12	0.070425	0.6864	0.247062
13	0.125206	1.2204	0.112674
14	0.055972	0.5455	0.293328
15	0.04124	0.402	0.344307
16	0.079073	0.7707	0.221396
17	0.046465	0.4529	0.325832
18	0.082694	0.806	0.211126
19	0.039871	0.3886	0.349215
20	0.138996	1.3548	0.089353
21	0.076417	0.7448	0.22911
22	-0.068569	-0.6683	0.252771
23	-0.022937	-0.2236	0.41179
24	0.021681	0.2113	0.416544
25	0.113463	1.1059	0.135782
26	0.024856	0.2423	0.404549
27	0.012917	0.1259	0.450038
28	0.06984	0.6807	0.248853
29	-0.002392	-0.0233	0.490726
30	-0.072732	-0.7089	0.24006
31	-0.182695	-1.7807	0.03908
32	0.020243	0.1973	0.422004
33	-0.037201	-0.3626	0.358858
34	0.01897	0.1849	0.426853
35	-0.089819	-0.8755	0.191768
36	-0.146365	-1.4266	0.078488
37	-0.054587	-0.5321	0.297966
38	0.03904	0.3805	0.352205
39	0.001996	0.0195	0.49226
40	-0.030141	-0.2938	0.384783
41	-0.018316	-0.1785	0.429346
42	-0.142856	-1.3924	0.083528
43	0.055516	0.5411	0.294852
44	0.093608	0.9124	0.18194
45	-0.076821	-0.7488	0.227927
46	0.062308	0.6073	0.272548
47	-0.071836	-0.7002	0.242765
48	0.042928	0.4184	0.338297

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),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,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),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