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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 03 Dec 2010 12:19:31 +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/t12913786732z5xdjpr77jvtsx.htm/, Retrieved Tue, 07 May 2024 21:14:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104672, Retrieved Tue, 07 May 2024 21:14:14 +0000

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User-defined keywords

Estimated Impact

165

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [Workshop 9] [2010-12-03 10:43:29] [39c51da0be01189e8a44eb69e891b7a1]
-   P       [(Partial) Autocorrelation Function] [Workshop 9] [2010-12-03 10:48:00] [39c51da0be01189e8a44eb69e891b7a1]
-   P           [(Partial) Autocorrelation Function] [Workshop 9] [2010-12-03 12:19:31] [ecfb965f5669057f3ac5b58964283289] [Current]
-    D            [(Partial) Autocorrelation Function] [Autocorrelation A...] [2010-12-21 12:22:09] [f9eaed74daea918f73b9f505c5b1f19e] 
-   P               [(Partial) Autocorrelation Function] [Autocorrelation A...] [2010-12-21 13:51:25] [f9eaed74daea918f73b9f505c5b1f19e] 
-   P               [(Partial) Autocorrelation Function] [Autocorrelation A...] [2010-12-21 14:56:54] [f9eaed74daea918f73b9f505c5b1f19e] 

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Dataseries X:

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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=104672&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=104672&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104672&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	-0.084164	-0.5831	0.281276
2	0.080502	0.5577	0.289808
3	0.099752	0.6911	0.246415
4	-0.146119	-1.0123	0.158225
5	0.009423	0.0653	0.47411
6	0.1175	0.8141	0.209814
7	-0.137149	-0.9502	0.173387
8	0.096556	0.669	0.253363
9	-0.012263	-0.085	0.466322
10	-0.092659	-0.642	0.261977
11	0.206869	1.4332	0.079137
12	-0.341879	-2.3686	0.010964
13	-0.093136	-0.6453	0.260914
14	0.137767	0.9545	0.172312
15	0.010173	0.0705	0.472053
16	0.238439	1.652	0.052536
17	0.138533	0.9598	0.170987
18	-0.195146	-1.352	0.091354
19	0.030763	0.2131	0.416064
20	-0.159477	-1.1049	0.137357
21	-0.045338	-0.3141	0.377399
22	-0.036305	-0.2515	0.40124
23	-0.042146	-0.292	0.385775
24	-0.095829	-0.6639	0.254958
25	0.078722	0.5454	0.294002
26	-0.025407	-0.176	0.430507
27	0.010989	0.0761	0.469815
28	-0.074917	-0.519	0.30306
29	-0.056191	-0.3893	0.349386
30	0.094567	0.6552	0.257741
31	0.047024	0.3258	0.373
32	0.099809	0.6915	0.246291
33	0.03608	0.25	0.40184
34	-0.039288	-0.2722	0.39332
35	-0.045445	-0.3148	0.37712
36	-0.033039	-0.2289	0.409959
37	-0.042999	-0.2979	0.383531
38	-0.047528	-0.3293	0.371688
39	-0.076607	-0.5307	0.29902
40	-0.039715	-0.2752	0.39219
41	-0.003053	-0.0212	0.491606
42	-0.019399	-0.1344	0.446825
43	-0.037958	-0.263	0.396847
44	-0.014973	-0.1037	0.458906
45	-0.012022	-0.0833	0.466984
46	0.015326	0.1062	0.457941
47	0.001356	0.0094	0.496273
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.084164 & -0.5831 & 0.281276 \tabularnewline
2 & 0.080502 & 0.5577 & 0.289808 \tabularnewline
3 & 0.099752 & 0.6911 & 0.246415 \tabularnewline
4 & -0.146119 & -1.0123 & 0.158225 \tabularnewline
5 & 0.009423 & 0.0653 & 0.47411 \tabularnewline
6 & 0.1175 & 0.8141 & 0.209814 \tabularnewline
7 & -0.137149 & -0.9502 & 0.173387 \tabularnewline
8 & 0.096556 & 0.669 & 0.253363 \tabularnewline
9 & -0.012263 & -0.085 & 0.466322 \tabularnewline
10 & -0.092659 & -0.642 & 0.261977 \tabularnewline
11 & 0.206869 & 1.4332 & 0.079137 \tabularnewline
12 & -0.341879 & -2.3686 & 0.010964 \tabularnewline
13 & -0.093136 & -0.6453 & 0.260914 \tabularnewline
14 & 0.137767 & 0.9545 & 0.172312 \tabularnewline
15 & 0.010173 & 0.0705 & 0.472053 \tabularnewline
16 & 0.238439 & 1.652 & 0.052536 \tabularnewline
17 & 0.138533 & 0.9598 & 0.170987 \tabularnewline
18 & -0.195146 & -1.352 & 0.091354 \tabularnewline
19 & 0.030763 & 0.2131 & 0.416064 \tabularnewline
20 & -0.159477 & -1.1049 & 0.137357 \tabularnewline
21 & -0.045338 & -0.3141 & 0.377399 \tabularnewline
22 & -0.036305 & -0.2515 & 0.40124 \tabularnewline
23 & -0.042146 & -0.292 & 0.385775 \tabularnewline
24 & -0.095829 & -0.6639 & 0.254958 \tabularnewline
25 & 0.078722 & 0.5454 & 0.294002 \tabularnewline
26 & -0.025407 & -0.176 & 0.430507 \tabularnewline
27 & 0.010989 & 0.0761 & 0.469815 \tabularnewline
28 & -0.074917 & -0.519 & 0.30306 \tabularnewline
29 & -0.056191 & -0.3893 & 0.349386 \tabularnewline
30 & 0.094567 & 0.6552 & 0.257741 \tabularnewline
31 & 0.047024 & 0.3258 & 0.373 \tabularnewline
32 & 0.099809 & 0.6915 & 0.246291 \tabularnewline
33 & 0.03608 & 0.25 & 0.40184 \tabularnewline
34 & -0.039288 & -0.2722 & 0.39332 \tabularnewline
35 & -0.045445 & -0.3148 & 0.37712 \tabularnewline
36 & -0.033039 & -0.2289 & 0.409959 \tabularnewline
37 & -0.042999 & -0.2979 & 0.383531 \tabularnewline
38 & -0.047528 & -0.3293 & 0.371688 \tabularnewline
39 & -0.076607 & -0.5307 & 0.29902 \tabularnewline
40 & -0.039715 & -0.2752 & 0.39219 \tabularnewline
41 & -0.003053 & -0.0212 & 0.491606 \tabularnewline
42 & -0.019399 & -0.1344 & 0.446825 \tabularnewline
43 & -0.037958 & -0.263 & 0.396847 \tabularnewline
44 & -0.014973 & -0.1037 & 0.458906 \tabularnewline
45 & -0.012022 & -0.0833 & 0.466984 \tabularnewline
46 & 0.015326 & 0.1062 & 0.457941 \tabularnewline
47 & 0.001356 & 0.0094 & 0.496273 \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104672&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]-0.084164[/C][C]-0.5831[/C][C]0.281276[/C][/ROW]
[ROW][C]2[/C][C]0.080502[/C][C]0.5577[/C][C]0.289808[/C][/ROW]
[ROW][C]3[/C][C]0.099752[/C][C]0.6911[/C][C]0.246415[/C][/ROW]
[ROW][C]4[/C][C]-0.146119[/C][C]-1.0123[/C][C]0.158225[/C][/ROW]
[ROW][C]5[/C][C]0.009423[/C][C]0.0653[/C][C]0.47411[/C][/ROW]
[ROW][C]6[/C][C]0.1175[/C][C]0.8141[/C][C]0.209814[/C][/ROW]
[ROW][C]7[/C][C]-0.137149[/C][C]-0.9502[/C][C]0.173387[/C][/ROW]
[ROW][C]8[/C][C]0.096556[/C][C]0.669[/C][C]0.253363[/C][/ROW]
[ROW][C]9[/C][C]-0.012263[/C][C]-0.085[/C][C]0.466322[/C][/ROW]
[ROW][C]10[/C][C]-0.092659[/C][C]-0.642[/C][C]0.261977[/C][/ROW]
[ROW][C]11[/C][C]0.206869[/C][C]1.4332[/C][C]0.079137[/C][/ROW]
[ROW][C]12[/C][C]-0.341879[/C][C]-2.3686[/C][C]0.010964[/C][/ROW]
[ROW][C]13[/C][C]-0.093136[/C][C]-0.6453[/C][C]0.260914[/C][/ROW]
[ROW][C]14[/C][C]0.137767[/C][C]0.9545[/C][C]0.172312[/C][/ROW]
[ROW][C]15[/C][C]0.010173[/C][C]0.0705[/C][C]0.472053[/C][/ROW]
[ROW][C]16[/C][C]0.238439[/C][C]1.652[/C][C]0.052536[/C][/ROW]
[ROW][C]17[/C][C]0.138533[/C][C]0.9598[/C][C]0.170987[/C][/ROW]
[ROW][C]18[/C][C]-0.195146[/C][C]-1.352[/C][C]0.091354[/C][/ROW]
[ROW][C]19[/C][C]0.030763[/C][C]0.2131[/C][C]0.416064[/C][/ROW]
[ROW][C]20[/C][C]-0.159477[/C][C]-1.1049[/C][C]0.137357[/C][/ROW]
[ROW][C]21[/C][C]-0.045338[/C][C]-0.3141[/C][C]0.377399[/C][/ROW]
[ROW][C]22[/C][C]-0.036305[/C][C]-0.2515[/C][C]0.40124[/C][/ROW]
[ROW][C]23[/C][C]-0.042146[/C][C]-0.292[/C][C]0.385775[/C][/ROW]
[ROW][C]24[/C][C]-0.095829[/C][C]-0.6639[/C][C]0.254958[/C][/ROW]
[ROW][C]25[/C][C]0.078722[/C][C]0.5454[/C][C]0.294002[/C][/ROW]
[ROW][C]26[/C][C]-0.025407[/C][C]-0.176[/C][C]0.430507[/C][/ROW]
[ROW][C]27[/C][C]0.010989[/C][C]0.0761[/C][C]0.469815[/C][/ROW]
[ROW][C]28[/C][C]-0.074917[/C][C]-0.519[/C][C]0.30306[/C][/ROW]
[ROW][C]29[/C][C]-0.056191[/C][C]-0.3893[/C][C]0.349386[/C][/ROW]
[ROW][C]30[/C][C]0.094567[/C][C]0.6552[/C][C]0.257741[/C][/ROW]
[ROW][C]31[/C][C]0.047024[/C][C]0.3258[/C][C]0.373[/C][/ROW]
[ROW][C]32[/C][C]0.099809[/C][C]0.6915[/C][C]0.246291[/C][/ROW]
[ROW][C]33[/C][C]0.03608[/C][C]0.25[/C][C]0.40184[/C][/ROW]
[ROW][C]34[/C][C]-0.039288[/C][C]-0.2722[/C][C]0.39332[/C][/ROW]
[ROW][C]35[/C][C]-0.045445[/C][C]-0.3148[/C][C]0.37712[/C][/ROW]
[ROW][C]36[/C][C]-0.033039[/C][C]-0.2289[/C][C]0.409959[/C][/ROW]
[ROW][C]37[/C][C]-0.042999[/C][C]-0.2979[/C][C]0.383531[/C][/ROW]
[ROW][C]38[/C][C]-0.047528[/C][C]-0.3293[/C][C]0.371688[/C][/ROW]
[ROW][C]39[/C][C]-0.076607[/C][C]-0.5307[/C][C]0.29902[/C][/ROW]
[ROW][C]40[/C][C]-0.039715[/C][C]-0.2752[/C][C]0.39219[/C][/ROW]
[ROW][C]41[/C][C]-0.003053[/C][C]-0.0212[/C][C]0.491606[/C][/ROW]
[ROW][C]42[/C][C]-0.019399[/C][C]-0.1344[/C][C]0.446825[/C][/ROW]
[ROW][C]43[/C][C]-0.037958[/C][C]-0.263[/C][C]0.396847[/C][/ROW]
[ROW][C]44[/C][C]-0.014973[/C][C]-0.1037[/C][C]0.458906[/C][/ROW]
[ROW][C]45[/C][C]-0.012022[/C][C]-0.0833[/C][C]0.466984[/C][/ROW]
[ROW][C]46[/C][C]0.015326[/C][C]0.1062[/C][C]0.457941[/C][/ROW]
[ROW][C]47[/C][C]0.001356[/C][C]0.0094[/C][C]0.496273[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104672&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104672&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	-0.084164	-0.5831	0.281276
2	0.080502	0.5577	0.289808
3	0.099752	0.6911	0.246415
4	-0.146119	-1.0123	0.158225
5	0.009423	0.0653	0.47411
6	0.1175	0.8141	0.209814
7	-0.137149	-0.9502	0.173387
8	0.096556	0.669	0.253363
9	-0.012263	-0.085	0.466322
10	-0.092659	-0.642	0.261977
11	0.206869	1.4332	0.079137
12	-0.341879	-2.3686	0.010964
13	-0.093136	-0.6453	0.260914
14	0.137767	0.9545	0.172312
15	0.010173	0.0705	0.472053
16	0.238439	1.652	0.052536
17	0.138533	0.9598	0.170987
18	-0.195146	-1.352	0.091354
19	0.030763	0.2131	0.416064
20	-0.159477	-1.1049	0.137357
21	-0.045338	-0.3141	0.377399
22	-0.036305	-0.2515	0.40124
23	-0.042146	-0.292	0.385775
24	-0.095829	-0.6639	0.254958
25	0.078722	0.5454	0.294002
26	-0.025407	-0.176	0.430507
27	0.010989	0.0761	0.469815
28	-0.074917	-0.519	0.30306
29	-0.056191	-0.3893	0.349386
30	0.094567	0.6552	0.257741
31	0.047024	0.3258	0.373
32	0.099809	0.6915	0.246291
33	0.03608	0.25	0.40184
34	-0.039288	-0.2722	0.39332
35	-0.045445	-0.3148	0.37712
36	-0.033039	-0.2289	0.409959
37	-0.042999	-0.2979	0.383531
38	-0.047528	-0.3293	0.371688
39	-0.076607	-0.5307	0.29902
40	-0.039715	-0.2752	0.39219
41	-0.003053	-0.0212	0.491606
42	-0.019399	-0.1344	0.446825
43	-0.037958	-0.263	0.396847
44	-0.014973	-0.1037	0.458906
45	-0.012022	-0.0833	0.466984
46	0.015326	0.1062	0.457941
47	0.001356	0.0094	0.496273
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.084164	-0.5831	0.281276
2	0.073943	0.5123	0.305399
3	0.113672	0.7875	0.217418
4	-0.138094	-0.9567	0.171745
5	-0.031495	-0.2182	0.414097
6	0.136773	0.9476	0.174042
7	-0.094083	-0.6518	0.258812
8	0.038603	0.2674	0.395135
9	-0.003747	-0.026	0.489699
10	-0.056794	-0.3935	0.347853
11	0.170139	1.1788	0.122153
12	-0.337372	-2.3374	0.011819
13	-0.13684	-0.9481	0.173925
14	0.168403	1.1667	0.124542
15	0.182924	1.2673	0.105575
16	0.215192	1.4909	0.071266
17	0.017706	0.1227	0.45144
18	-0.170805	-1.1834	0.121244
19	-0.098113	-0.6797	0.249965
20	-0.170633	-1.1822	0.121479
21	0.036836	0.2552	0.399828
22	-0.152199	-1.0545	0.148474
23	0.128061	0.8872	0.189689
24	-0.125719	-0.871	0.194043
25	-0.10535	-0.7299	0.234504
26	0.119282	0.8264	0.20633
27	0.046986	0.3255	0.373099
28	0.090675	0.6282	0.266421
29	0.073497	0.5092	0.306471
30	-0.043132	-0.2988	0.383181
31	-0.057649	-0.3994	0.345683
32	-0.134136	-0.9293	0.178686
33	0.02963	0.2053	0.419109
34	-0.015999	-0.1108	0.456102
35	0.099549	0.6897	0.246853
36	-0.02133	-0.1478	0.441569
37	-0.113825	-0.7886	0.217111
38	-0.004187	-0.029	0.488489
39	-0.055488	-0.3844	0.351177
40	-0.060885	-0.4218	0.33752
41	0.043357	0.3004	0.382591
42	-0.070039	-0.4852	0.314856
43	-0.045857	-0.3177	0.376043
44	-0.090481	-0.6269	0.266857
45	0.045	0.3118	0.378284
46	-0.028359	-0.1965	0.422533
47	-0.003069	-0.0213	0.491561
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.084164 & -0.5831 & 0.281276 \tabularnewline
2 & 0.073943 & 0.5123 & 0.305399 \tabularnewline
3 & 0.113672 & 0.7875 & 0.217418 \tabularnewline
4 & -0.138094 & -0.9567 & 0.171745 \tabularnewline
5 & -0.031495 & -0.2182 & 0.414097 \tabularnewline
6 & 0.136773 & 0.9476 & 0.174042 \tabularnewline
7 & -0.094083 & -0.6518 & 0.258812 \tabularnewline
8 & 0.038603 & 0.2674 & 0.395135 \tabularnewline
9 & -0.003747 & -0.026 & 0.489699 \tabularnewline
10 & -0.056794 & -0.3935 & 0.347853 \tabularnewline
11 & 0.170139 & 1.1788 & 0.122153 \tabularnewline
12 & -0.337372 & -2.3374 & 0.011819 \tabularnewline
13 & -0.13684 & -0.9481 & 0.173925 \tabularnewline
14 & 0.168403 & 1.1667 & 0.124542 \tabularnewline
15 & 0.182924 & 1.2673 & 0.105575 \tabularnewline
16 & 0.215192 & 1.4909 & 0.071266 \tabularnewline
17 & 0.017706 & 0.1227 & 0.45144 \tabularnewline
18 & -0.170805 & -1.1834 & 0.121244 \tabularnewline
19 & -0.098113 & -0.6797 & 0.249965 \tabularnewline
20 & -0.170633 & -1.1822 & 0.121479 \tabularnewline
21 & 0.036836 & 0.2552 & 0.399828 \tabularnewline
22 & -0.152199 & -1.0545 & 0.148474 \tabularnewline
23 & 0.128061 & 0.8872 & 0.189689 \tabularnewline
24 & -0.125719 & -0.871 & 0.194043 \tabularnewline
25 & -0.10535 & -0.7299 & 0.234504 \tabularnewline
26 & 0.119282 & 0.8264 & 0.20633 \tabularnewline
27 & 0.046986 & 0.3255 & 0.373099 \tabularnewline
28 & 0.090675 & 0.6282 & 0.266421 \tabularnewline
29 & 0.073497 & 0.5092 & 0.306471 \tabularnewline
30 & -0.043132 & -0.2988 & 0.383181 \tabularnewline
31 & -0.057649 & -0.3994 & 0.345683 \tabularnewline
32 & -0.134136 & -0.9293 & 0.178686 \tabularnewline
33 & 0.02963 & 0.2053 & 0.419109 \tabularnewline
34 & -0.015999 & -0.1108 & 0.456102 \tabularnewline
35 & 0.099549 & 0.6897 & 0.246853 \tabularnewline
36 & -0.02133 & -0.1478 & 0.441569 \tabularnewline
37 & -0.113825 & -0.7886 & 0.217111 \tabularnewline
38 & -0.004187 & -0.029 & 0.488489 \tabularnewline
39 & -0.055488 & -0.3844 & 0.351177 \tabularnewline
40 & -0.060885 & -0.4218 & 0.33752 \tabularnewline
41 & 0.043357 & 0.3004 & 0.382591 \tabularnewline
42 & -0.070039 & -0.4852 & 0.314856 \tabularnewline
43 & -0.045857 & -0.3177 & 0.376043 \tabularnewline
44 & -0.090481 & -0.6269 & 0.266857 \tabularnewline
45 & 0.045 & 0.3118 & 0.378284 \tabularnewline
46 & -0.028359 & -0.1965 & 0.422533 \tabularnewline
47 & -0.003069 & -0.0213 & 0.491561 \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104672&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]-0.084164[/C][C]-0.5831[/C][C]0.281276[/C][/ROW]
[ROW][C]2[/C][C]0.073943[/C][C]0.5123[/C][C]0.305399[/C][/ROW]
[ROW][C]3[/C][C]0.113672[/C][C]0.7875[/C][C]0.217418[/C][/ROW]
[ROW][C]4[/C][C]-0.138094[/C][C]-0.9567[/C][C]0.171745[/C][/ROW]
[ROW][C]5[/C][C]-0.031495[/C][C]-0.2182[/C][C]0.414097[/C][/ROW]
[ROW][C]6[/C][C]0.136773[/C][C]0.9476[/C][C]0.174042[/C][/ROW]
[ROW][C]7[/C][C]-0.094083[/C][C]-0.6518[/C][C]0.258812[/C][/ROW]
[ROW][C]8[/C][C]0.038603[/C][C]0.2674[/C][C]0.395135[/C][/ROW]
[ROW][C]9[/C][C]-0.003747[/C][C]-0.026[/C][C]0.489699[/C][/ROW]
[ROW][C]10[/C][C]-0.056794[/C][C]-0.3935[/C][C]0.347853[/C][/ROW]
[ROW][C]11[/C][C]0.170139[/C][C]1.1788[/C][C]0.122153[/C][/ROW]
[ROW][C]12[/C][C]-0.337372[/C][C]-2.3374[/C][C]0.011819[/C][/ROW]
[ROW][C]13[/C][C]-0.13684[/C][C]-0.9481[/C][C]0.173925[/C][/ROW]
[ROW][C]14[/C][C]0.168403[/C][C]1.1667[/C][C]0.124542[/C][/ROW]
[ROW][C]15[/C][C]0.182924[/C][C]1.2673[/C][C]0.105575[/C][/ROW]
[ROW][C]16[/C][C]0.215192[/C][C]1.4909[/C][C]0.071266[/C][/ROW]
[ROW][C]17[/C][C]0.017706[/C][C]0.1227[/C][C]0.45144[/C][/ROW]
[ROW][C]18[/C][C]-0.170805[/C][C]-1.1834[/C][C]0.121244[/C][/ROW]
[ROW][C]19[/C][C]-0.098113[/C][C]-0.6797[/C][C]0.249965[/C][/ROW]
[ROW][C]20[/C][C]-0.170633[/C][C]-1.1822[/C][C]0.121479[/C][/ROW]
[ROW][C]21[/C][C]0.036836[/C][C]0.2552[/C][C]0.399828[/C][/ROW]
[ROW][C]22[/C][C]-0.152199[/C][C]-1.0545[/C][C]0.148474[/C][/ROW]
[ROW][C]23[/C][C]0.128061[/C][C]0.8872[/C][C]0.189689[/C][/ROW]
[ROW][C]24[/C][C]-0.125719[/C][C]-0.871[/C][C]0.194043[/C][/ROW]
[ROW][C]25[/C][C]-0.10535[/C][C]-0.7299[/C][C]0.234504[/C][/ROW]
[ROW][C]26[/C][C]0.119282[/C][C]0.8264[/C][C]0.20633[/C][/ROW]
[ROW][C]27[/C][C]0.046986[/C][C]0.3255[/C][C]0.373099[/C][/ROW]
[ROW][C]28[/C][C]0.090675[/C][C]0.6282[/C][C]0.266421[/C][/ROW]
[ROW][C]29[/C][C]0.073497[/C][C]0.5092[/C][C]0.306471[/C][/ROW]
[ROW][C]30[/C][C]-0.043132[/C][C]-0.2988[/C][C]0.383181[/C][/ROW]
[ROW][C]31[/C][C]-0.057649[/C][C]-0.3994[/C][C]0.345683[/C][/ROW]
[ROW][C]32[/C][C]-0.134136[/C][C]-0.9293[/C][C]0.178686[/C][/ROW]
[ROW][C]33[/C][C]0.02963[/C][C]0.2053[/C][C]0.419109[/C][/ROW]
[ROW][C]34[/C][C]-0.015999[/C][C]-0.1108[/C][C]0.456102[/C][/ROW]
[ROW][C]35[/C][C]0.099549[/C][C]0.6897[/C][C]0.246853[/C][/ROW]
[ROW][C]36[/C][C]-0.02133[/C][C]-0.1478[/C][C]0.441569[/C][/ROW]
[ROW][C]37[/C][C]-0.113825[/C][C]-0.7886[/C][C]0.217111[/C][/ROW]
[ROW][C]38[/C][C]-0.004187[/C][C]-0.029[/C][C]0.488489[/C][/ROW]
[ROW][C]39[/C][C]-0.055488[/C][C]-0.3844[/C][C]0.351177[/C][/ROW]
[ROW][C]40[/C][C]-0.060885[/C][C]-0.4218[/C][C]0.33752[/C][/ROW]
[ROW][C]41[/C][C]0.043357[/C][C]0.3004[/C][C]0.382591[/C][/ROW]
[ROW][C]42[/C][C]-0.070039[/C][C]-0.4852[/C][C]0.314856[/C][/ROW]
[ROW][C]43[/C][C]-0.045857[/C][C]-0.3177[/C][C]0.376043[/C][/ROW]
[ROW][C]44[/C][C]-0.090481[/C][C]-0.6269[/C][C]0.266857[/C][/ROW]
[ROW][C]45[/C][C]0.045[/C][C]0.3118[/C][C]0.378284[/C][/ROW]
[ROW][C]46[/C][C]-0.028359[/C][C]-0.1965[/C][C]0.422533[/C][/ROW]
[ROW][C]47[/C][C]-0.003069[/C][C]-0.0213[/C][C]0.491561[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104672&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104672&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	-0.084164	-0.5831	0.281276
2	0.073943	0.5123	0.305399
3	0.113672	0.7875	0.217418
4	-0.138094	-0.9567	0.171745
5	-0.031495	-0.2182	0.414097
6	0.136773	0.9476	0.174042
7	-0.094083	-0.6518	0.258812
8	0.038603	0.2674	0.395135
9	-0.003747	-0.026	0.489699
10	-0.056794	-0.3935	0.347853
11	0.170139	1.1788	0.122153
12	-0.337372	-2.3374	0.011819
13	-0.13684	-0.9481	0.173925
14	0.168403	1.1667	0.124542
15	0.182924	1.2673	0.105575
16	0.215192	1.4909	0.071266
17	0.017706	0.1227	0.45144
18	-0.170805	-1.1834	0.121244
19	-0.098113	-0.6797	0.249965
20	-0.170633	-1.1822	0.121479
21	0.036836	0.2552	0.399828
22	-0.152199	-1.0545	0.148474
23	0.128061	0.8872	0.189689
24	-0.125719	-0.871	0.194043
25	-0.10535	-0.7299	0.234504
26	0.119282	0.8264	0.20633
27	0.046986	0.3255	0.373099
28	0.090675	0.6282	0.266421
29	0.073497	0.5092	0.306471
30	-0.043132	-0.2988	0.383181
31	-0.057649	-0.3994	0.345683
32	-0.134136	-0.9293	0.178686
33	0.02963	0.2053	0.419109
34	-0.015999	-0.1108	0.456102
35	0.099549	0.6897	0.246853
36	-0.02133	-0.1478	0.441569
37	-0.113825	-0.7886	0.217111
38	-0.004187	-0.029	0.488489
39	-0.055488	-0.3844	0.351177
40	-0.060885	-0.4218	0.33752
41	0.043357	0.3004	0.382591
42	-0.070039	-0.4852	0.314856
43	-0.045857	-0.3177	0.376043
44	-0.090481	-0.6269	0.266857
45	0.045	0.3118	0.378284
46	-0.028359	-0.1965	0.422533
47	-0.003069	-0.0213	0.491561
48	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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