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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 03 Dec 2010 12:24:26 +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/t1291379031w2i8psqnjvwu62g.htm/, Retrieved Wed, 08 May 2024 03:11:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104677, Retrieved Wed, 08 May 2024 03:11:49 +0000

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User-defined keywords

Estimated Impact

226

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]
-   PD      [(Partial) Autocorrelation Function] [ACF geen differen...] [2010-12-03 12:24:26] [7b4029fa8534fd52dfa7d68267386cff] [Current]
-    D        [(Partial) Autocorrelation Function] [] [2010-12-07 15:41:58] [ed939ef6f97e5f2afb6796311d9e7a5f] 
-   P           [(Partial) Autocorrelation Function] [] [2010-12-07 15:46:19] [ed939ef6f97e5f2afb6796311d9e7a5f] 
- R PD            [(Partial) Autocorrelation Function] [ACF d=1, D=1] [2010-12-08 16:49:09] [1f5baf2b24e732d76900bb8178fc04e7] 
-   P           [(Partial) Autocorrelation Function] [] [2010-12-07 16:00:18] [ed939ef6f97e5f2afb6796311d9e7a5f] 
- R  D          [(Partial) Autocorrelation Function] [Paper - ACF (48 l...] [2010-12-14 15:34:10] [1f5baf2b24e732d76900bb8178fc04e7] 
- R PD          [(Partial) Autocorrelation Function] [Paper - ACF (24 l...] [2010-12-14 15:39:27] [1f5baf2b24e732d76900bb8178fc04e7] 
- R PD          [(Partial) Autocorrelation Function] [Paper - ACF (12 l...] [2010-12-14 15:42:32] [1f5baf2b24e732d76900bb8178fc04e7] 
- R PD          [(Partial) Autocorrelation Function] [Paper - ACF (d=1,...] [2010-12-14 15:44:50] [1f5baf2b24e732d76900bb8178fc04e7] 

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104677&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104677&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104677&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.40523	3.1389	0.001315
2	0.230213	1.7832	0.039804
3	0.043007	0.3331	0.370098
4	-0.172786	-1.3384	0.092909
5	-0.3008	-2.33	0.011594
6	-0.538867	-4.174	4.9e-05
7	-0.354902	-2.7491	0.003942
8	-0.253524	-1.9638	0.027097
9	-0.065904	-0.5105	0.305791
10	0.104602	0.8102	0.210501
11	0.275216	2.1318	0.018563
12	0.739236	5.7261	0
13	0.306958	2.3777	0.010313
14	0.175855	1.3622	0.089119
15	0.046107	0.3571	0.361118
16	-0.155086	-1.2013	0.11718
17	-0.275851	-2.1367	0.018354
18	-0.504319	-3.9064	0.00012
19	-0.333316	-2.5819	0.006143
20	-0.275402	-2.1333	0.018502
21	-0.136206	-1.0551	0.147816
22	-0.011518	-0.0892	0.464602
23	0.140885	1.0913	0.139754
24	0.508375	3.9379	0.000108
25	0.25024	1.9383	0.028645
26	0.150268	1.164	0.124522
27	0.085689	0.6637	0.254699
28	-0.077954	-0.6038	0.274117
29	-0.157008	-1.2162	0.114339
30	-0.29447	-2.281	0.013058
31	-0.184666	-1.4304	0.078893
32	-0.169145	-1.3102	0.097562
33	-0.12105	-0.9377	0.176091
34	-0.003705	-0.0287	0.4886
35	0.079649	0.617	0.269798
36	0.323994	2.5096	0.007401
37	0.180488	1.3981	0.083622
38	0.115419	0.894	0.187438
39	0.081149	0.6286	0.266007
40	0.002407	0.0186	0.492592
41	-0.04252	-0.3294	0.371517
42	-0.11903	-0.922	0.18011
43	-0.082783	-0.6412	0.261905
44	-0.088826	-0.688	0.247038
45	-0.06615	-0.5124	0.305129
46	-0.014751	-0.1143	0.454706
47	0.010729	0.0831	0.467023
48	0.127243	0.9856	0.164139

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.40523 & 3.1389 & 0.001315 \tabularnewline
2 & 0.230213 & 1.7832 & 0.039804 \tabularnewline
3 & 0.043007 & 0.3331 & 0.370098 \tabularnewline
4 & -0.172786 & -1.3384 & 0.092909 \tabularnewline
5 & -0.3008 & -2.33 & 0.011594 \tabularnewline
6 & -0.538867 & -4.174 & 4.9e-05 \tabularnewline
7 & -0.354902 & -2.7491 & 0.003942 \tabularnewline
8 & -0.253524 & -1.9638 & 0.027097 \tabularnewline
9 & -0.065904 & -0.5105 & 0.305791 \tabularnewline
10 & 0.104602 & 0.8102 & 0.210501 \tabularnewline
11 & 0.275216 & 2.1318 & 0.018563 \tabularnewline
12 & 0.739236 & 5.7261 & 0 \tabularnewline
13 & 0.306958 & 2.3777 & 0.010313 \tabularnewline
14 & 0.175855 & 1.3622 & 0.089119 \tabularnewline
15 & 0.046107 & 0.3571 & 0.361118 \tabularnewline
16 & -0.155086 & -1.2013 & 0.11718 \tabularnewline
17 & -0.275851 & -2.1367 & 0.018354 \tabularnewline
18 & -0.504319 & -3.9064 & 0.00012 \tabularnewline
19 & -0.333316 & -2.5819 & 0.006143 \tabularnewline
20 & -0.275402 & -2.1333 & 0.018502 \tabularnewline
21 & -0.136206 & -1.0551 & 0.147816 \tabularnewline
22 & -0.011518 & -0.0892 & 0.464602 \tabularnewline
23 & 0.140885 & 1.0913 & 0.139754 \tabularnewline
24 & 0.508375 & 3.9379 & 0.000108 \tabularnewline
25 & 0.25024 & 1.9383 & 0.028645 \tabularnewline
26 & 0.150268 & 1.164 & 0.124522 \tabularnewline
27 & 0.085689 & 0.6637 & 0.254699 \tabularnewline
28 & -0.077954 & -0.6038 & 0.274117 \tabularnewline
29 & -0.157008 & -1.2162 & 0.114339 \tabularnewline
30 & -0.29447 & -2.281 & 0.013058 \tabularnewline
31 & -0.184666 & -1.4304 & 0.078893 \tabularnewline
32 & -0.169145 & -1.3102 & 0.097562 \tabularnewline
33 & -0.12105 & -0.9377 & 0.176091 \tabularnewline
34 & -0.003705 & -0.0287 & 0.4886 \tabularnewline
35 & 0.079649 & 0.617 & 0.269798 \tabularnewline
36 & 0.323994 & 2.5096 & 0.007401 \tabularnewline
37 & 0.180488 & 1.3981 & 0.083622 \tabularnewline
38 & 0.115419 & 0.894 & 0.187438 \tabularnewline
39 & 0.081149 & 0.6286 & 0.266007 \tabularnewline
40 & 0.002407 & 0.0186 & 0.492592 \tabularnewline
41 & -0.04252 & -0.3294 & 0.371517 \tabularnewline
42 & -0.11903 & -0.922 & 0.18011 \tabularnewline
43 & -0.082783 & -0.6412 & 0.261905 \tabularnewline
44 & -0.088826 & -0.688 & 0.247038 \tabularnewline
45 & -0.06615 & -0.5124 & 0.305129 \tabularnewline
46 & -0.014751 & -0.1143 & 0.454706 \tabularnewline
47 & 0.010729 & 0.0831 & 0.467023 \tabularnewline
48 & 0.127243 & 0.9856 & 0.164139 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104677&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]0.40523[/C][C]3.1389[/C][C]0.001315[/C][/ROW]
[ROW][C]2[/C][C]0.230213[/C][C]1.7832[/C][C]0.039804[/C][/ROW]
[ROW][C]3[/C][C]0.043007[/C][C]0.3331[/C][C]0.370098[/C][/ROW]
[ROW][C]4[/C][C]-0.172786[/C][C]-1.3384[/C][C]0.092909[/C][/ROW]
[ROW][C]5[/C][C]-0.3008[/C][C]-2.33[/C][C]0.011594[/C][/ROW]
[ROW][C]6[/C][C]-0.538867[/C][C]-4.174[/C][C]4.9e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.354902[/C][C]-2.7491[/C][C]0.003942[/C][/ROW]
[ROW][C]8[/C][C]-0.253524[/C][C]-1.9638[/C][C]0.027097[/C][/ROW]
[ROW][C]9[/C][C]-0.065904[/C][C]-0.5105[/C][C]0.305791[/C][/ROW]
[ROW][C]10[/C][C]0.104602[/C][C]0.8102[/C][C]0.210501[/C][/ROW]
[ROW][C]11[/C][C]0.275216[/C][C]2.1318[/C][C]0.018563[/C][/ROW]
[ROW][C]12[/C][C]0.739236[/C][C]5.7261[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.306958[/C][C]2.3777[/C][C]0.010313[/C][/ROW]
[ROW][C]14[/C][C]0.175855[/C][C]1.3622[/C][C]0.089119[/C][/ROW]
[ROW][C]15[/C][C]0.046107[/C][C]0.3571[/C][C]0.361118[/C][/ROW]
[ROW][C]16[/C][C]-0.155086[/C][C]-1.2013[/C][C]0.11718[/C][/ROW]
[ROW][C]17[/C][C]-0.275851[/C][C]-2.1367[/C][C]0.018354[/C][/ROW]
[ROW][C]18[/C][C]-0.504319[/C][C]-3.9064[/C][C]0.00012[/C][/ROW]
[ROW][C]19[/C][C]-0.333316[/C][C]-2.5819[/C][C]0.006143[/C][/ROW]
[ROW][C]20[/C][C]-0.275402[/C][C]-2.1333[/C][C]0.018502[/C][/ROW]
[ROW][C]21[/C][C]-0.136206[/C][C]-1.0551[/C][C]0.147816[/C][/ROW]
[ROW][C]22[/C][C]-0.011518[/C][C]-0.0892[/C][C]0.464602[/C][/ROW]
[ROW][C]23[/C][C]0.140885[/C][C]1.0913[/C][C]0.139754[/C][/ROW]
[ROW][C]24[/C][C]0.508375[/C][C]3.9379[/C][C]0.000108[/C][/ROW]
[ROW][C]25[/C][C]0.25024[/C][C]1.9383[/C][C]0.028645[/C][/ROW]
[ROW][C]26[/C][C]0.150268[/C][C]1.164[/C][C]0.124522[/C][/ROW]
[ROW][C]27[/C][C]0.085689[/C][C]0.6637[/C][C]0.254699[/C][/ROW]
[ROW][C]28[/C][C]-0.077954[/C][C]-0.6038[/C][C]0.274117[/C][/ROW]
[ROW][C]29[/C][C]-0.157008[/C][C]-1.2162[/C][C]0.114339[/C][/ROW]
[ROW][C]30[/C][C]-0.29447[/C][C]-2.281[/C][C]0.013058[/C][/ROW]
[ROW][C]31[/C][C]-0.184666[/C][C]-1.4304[/C][C]0.078893[/C][/ROW]
[ROW][C]32[/C][C]-0.169145[/C][C]-1.3102[/C][C]0.097562[/C][/ROW]
[ROW][C]33[/C][C]-0.12105[/C][C]-0.9377[/C][C]0.176091[/C][/ROW]
[ROW][C]34[/C][C]-0.003705[/C][C]-0.0287[/C][C]0.4886[/C][/ROW]
[ROW][C]35[/C][C]0.079649[/C][C]0.617[/C][C]0.269798[/C][/ROW]
[ROW][C]36[/C][C]0.323994[/C][C]2.5096[/C][C]0.007401[/C][/ROW]
[ROW][C]37[/C][C]0.180488[/C][C]1.3981[/C][C]0.083622[/C][/ROW]
[ROW][C]38[/C][C]0.115419[/C][C]0.894[/C][C]0.187438[/C][/ROW]
[ROW][C]39[/C][C]0.081149[/C][C]0.6286[/C][C]0.266007[/C][/ROW]
[ROW][C]40[/C][C]0.002407[/C][C]0.0186[/C][C]0.492592[/C][/ROW]
[ROW][C]41[/C][C]-0.04252[/C][C]-0.3294[/C][C]0.371517[/C][/ROW]
[ROW][C]42[/C][C]-0.11903[/C][C]-0.922[/C][C]0.18011[/C][/ROW]
[ROW][C]43[/C][C]-0.082783[/C][C]-0.6412[/C][C]0.261905[/C][/ROW]
[ROW][C]44[/C][C]-0.088826[/C][C]-0.688[/C][C]0.247038[/C][/ROW]
[ROW][C]45[/C][C]-0.06615[/C][C]-0.5124[/C][C]0.305129[/C][/ROW]
[ROW][C]46[/C][C]-0.014751[/C][C]-0.1143[/C][C]0.454706[/C][/ROW]
[ROW][C]47[/C][C]0.010729[/C][C]0.0831[/C][C]0.467023[/C][/ROW]
[ROW][C]48[/C][C]0.127243[/C][C]0.9856[/C][C]0.164139[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104677&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104677&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	0.40523	3.1389	0.001315
2	0.230213	1.7832	0.039804
3	0.043007	0.3331	0.370098
4	-0.172786	-1.3384	0.092909
5	-0.3008	-2.33	0.011594
6	-0.538867	-4.174	4.9e-05
7	-0.354902	-2.7491	0.003942
8	-0.253524	-1.9638	0.027097
9	-0.065904	-0.5105	0.305791
10	0.104602	0.8102	0.210501
11	0.275216	2.1318	0.018563
12	0.739236	5.7261	0
13	0.306958	2.3777	0.010313
14	0.175855	1.3622	0.089119
15	0.046107	0.3571	0.361118
16	-0.155086	-1.2013	0.11718
17	-0.275851	-2.1367	0.018354
18	-0.504319	-3.9064	0.00012
19	-0.333316	-2.5819	0.006143
20	-0.275402	-2.1333	0.018502
21	-0.136206	-1.0551	0.147816
22	-0.011518	-0.0892	0.464602
23	0.140885	1.0913	0.139754
24	0.508375	3.9379	0.000108
25	0.25024	1.9383	0.028645
26	0.150268	1.164	0.124522
27	0.085689	0.6637	0.254699
28	-0.077954	-0.6038	0.274117
29	-0.157008	-1.2162	0.114339
30	-0.29447	-2.281	0.013058
31	-0.184666	-1.4304	0.078893
32	-0.169145	-1.3102	0.097562
33	-0.12105	-0.9377	0.176091
34	-0.003705	-0.0287	0.4886
35	0.079649	0.617	0.269798
36	0.323994	2.5096	0.007401
37	0.180488	1.3981	0.083622
38	0.115419	0.894	0.187438
39	0.081149	0.6286	0.266007
40	0.002407	0.0186	0.492592
41	-0.04252	-0.3294	0.371517
42	-0.11903	-0.922	0.18011
43	-0.082783	-0.6412	0.261905
44	-0.088826	-0.688	0.247038
45	-0.06615	-0.5124	0.305129
46	-0.014751	-0.1143	0.454706
47	0.010729	0.0831	0.467023
48	0.127243	0.9856	0.164139

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.40523	3.1389	0.001315
2	0.07897	0.6117	0.271524
3	-0.090198	-0.6987	0.24373
4	-0.216702	-1.6786	0.049219
5	-0.197098	-1.5267	0.066044
6	-0.4071	-3.1534	0.00126
7	-0.023347	-0.1808	0.428548
8	-0.056454	-0.4373	0.331735
9	0.038682	0.2996	0.382748
10	0.01441	0.1116	0.45575
11	0.109205	0.8459	0.200486
12	0.6149	4.763	6e-06
13	-0.340052	-2.634	0.005359
14	-0.181601	-1.4067	0.082342
15	-0.020193	-0.1564	0.438117
16	-0.053888	-0.4174	0.338932
17	-0.042651	-0.3304	0.371133
18	-0.000736	-0.0057	0.497734
19	0.048509	0.3758	0.354214
20	-0.091269	-0.707	0.241162
21	-0.111028	-0.86	0.196601
22	-0.151279	-1.1718	0.122955
23	-0.113744	-0.8811	0.190902
24	-0.098786	-0.7652	0.223579
25	0.094897	0.7351	0.23258
26	-0.040624	-0.3147	0.377051
27	-0.014291	-0.1107	0.456112
28	-0.032157	-0.2491	0.402072
29	0.027957	0.2166	0.414646
30	0.187232	1.4503	0.076093
31	-0.007352	-0.0569	0.477387
32	-0.003927	-0.0304	0.487916
33	-0.093978	-0.728	0.234737
34	0.093858	0.727	0.235021
35	-0.065329	-0.506	0.307342
36	-0.107365	-0.8316	0.204454
37	0.027085	0.2098	0.417268
38	0.050934	0.3945	0.347294
39	-0.087027	-0.6741	0.251417
40	0.086428	0.6695	0.252882
41	0.035601	0.2758	0.391837
42	-0.052714	-0.4083	0.342247
43	-0.078294	-0.6065	0.273247
44	-4.4e-05	-3e-04	0.499866
45	0.137697	1.0666	0.145214
46	-0.112736	-0.8733	0.193004
47	0.04053	0.3139	0.377326
48	-0.025896	-0.2006	0.420848

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.40523 & 3.1389 & 0.001315 \tabularnewline
2 & 0.07897 & 0.6117 & 0.271524 \tabularnewline
3 & -0.090198 & -0.6987 & 0.24373 \tabularnewline
4 & -0.216702 & -1.6786 & 0.049219 \tabularnewline
5 & -0.197098 & -1.5267 & 0.066044 \tabularnewline
6 & -0.4071 & -3.1534 & 0.00126 \tabularnewline
7 & -0.023347 & -0.1808 & 0.428548 \tabularnewline
8 & -0.056454 & -0.4373 & 0.331735 \tabularnewline
9 & 0.038682 & 0.2996 & 0.382748 \tabularnewline
10 & 0.01441 & 0.1116 & 0.45575 \tabularnewline
11 & 0.109205 & 0.8459 & 0.200486 \tabularnewline
12 & 0.6149 & 4.763 & 6e-06 \tabularnewline
13 & -0.340052 & -2.634 & 0.005359 \tabularnewline
14 & -0.181601 & -1.4067 & 0.082342 \tabularnewline
15 & -0.020193 & -0.1564 & 0.438117 \tabularnewline
16 & -0.053888 & -0.4174 & 0.338932 \tabularnewline
17 & -0.042651 & -0.3304 & 0.371133 \tabularnewline
18 & -0.000736 & -0.0057 & 0.497734 \tabularnewline
19 & 0.048509 & 0.3758 & 0.354214 \tabularnewline
20 & -0.091269 & -0.707 & 0.241162 \tabularnewline
21 & -0.111028 & -0.86 & 0.196601 \tabularnewline
22 & -0.151279 & -1.1718 & 0.122955 \tabularnewline
23 & -0.113744 & -0.8811 & 0.190902 \tabularnewline
24 & -0.098786 & -0.7652 & 0.223579 \tabularnewline
25 & 0.094897 & 0.7351 & 0.23258 \tabularnewline
26 & -0.040624 & -0.3147 & 0.377051 \tabularnewline
27 & -0.014291 & -0.1107 & 0.456112 \tabularnewline
28 & -0.032157 & -0.2491 & 0.402072 \tabularnewline
29 & 0.027957 & 0.2166 & 0.414646 \tabularnewline
30 & 0.187232 & 1.4503 & 0.076093 \tabularnewline
31 & -0.007352 & -0.0569 & 0.477387 \tabularnewline
32 & -0.003927 & -0.0304 & 0.487916 \tabularnewline
33 & -0.093978 & -0.728 & 0.234737 \tabularnewline
34 & 0.093858 & 0.727 & 0.235021 \tabularnewline
35 & -0.065329 & -0.506 & 0.307342 \tabularnewline
36 & -0.107365 & -0.8316 & 0.204454 \tabularnewline
37 & 0.027085 & 0.2098 & 0.417268 \tabularnewline
38 & 0.050934 & 0.3945 & 0.347294 \tabularnewline
39 & -0.087027 & -0.6741 & 0.251417 \tabularnewline
40 & 0.086428 & 0.6695 & 0.252882 \tabularnewline
41 & 0.035601 & 0.2758 & 0.391837 \tabularnewline
42 & -0.052714 & -0.4083 & 0.342247 \tabularnewline
43 & -0.078294 & -0.6065 & 0.273247 \tabularnewline
44 & -4.4e-05 & -3e-04 & 0.499866 \tabularnewline
45 & 0.137697 & 1.0666 & 0.145214 \tabularnewline
46 & -0.112736 & -0.8733 & 0.193004 \tabularnewline
47 & 0.04053 & 0.3139 & 0.377326 \tabularnewline
48 & -0.025896 & -0.2006 & 0.420848 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104677&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]0.40523[/C][C]3.1389[/C][C]0.001315[/C][/ROW]
[ROW][C]2[/C][C]0.07897[/C][C]0.6117[/C][C]0.271524[/C][/ROW]
[ROW][C]3[/C][C]-0.090198[/C][C]-0.6987[/C][C]0.24373[/C][/ROW]
[ROW][C]4[/C][C]-0.216702[/C][C]-1.6786[/C][C]0.049219[/C][/ROW]
[ROW][C]5[/C][C]-0.197098[/C][C]-1.5267[/C][C]0.066044[/C][/ROW]
[ROW][C]6[/C][C]-0.4071[/C][C]-3.1534[/C][C]0.00126[/C][/ROW]
[ROW][C]7[/C][C]-0.023347[/C][C]-0.1808[/C][C]0.428548[/C][/ROW]
[ROW][C]8[/C][C]-0.056454[/C][C]-0.4373[/C][C]0.331735[/C][/ROW]
[ROW][C]9[/C][C]0.038682[/C][C]0.2996[/C][C]0.382748[/C][/ROW]
[ROW][C]10[/C][C]0.01441[/C][C]0.1116[/C][C]0.45575[/C][/ROW]
[ROW][C]11[/C][C]0.109205[/C][C]0.8459[/C][C]0.200486[/C][/ROW]
[ROW][C]12[/C][C]0.6149[/C][C]4.763[/C][C]6e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.340052[/C][C]-2.634[/C][C]0.005359[/C][/ROW]
[ROW][C]14[/C][C]-0.181601[/C][C]-1.4067[/C][C]0.082342[/C][/ROW]
[ROW][C]15[/C][C]-0.020193[/C][C]-0.1564[/C][C]0.438117[/C][/ROW]
[ROW][C]16[/C][C]-0.053888[/C][C]-0.4174[/C][C]0.338932[/C][/ROW]
[ROW][C]17[/C][C]-0.042651[/C][C]-0.3304[/C][C]0.371133[/C][/ROW]
[ROW][C]18[/C][C]-0.000736[/C][C]-0.0057[/C][C]0.497734[/C][/ROW]
[ROW][C]19[/C][C]0.048509[/C][C]0.3758[/C][C]0.354214[/C][/ROW]
[ROW][C]20[/C][C]-0.091269[/C][C]-0.707[/C][C]0.241162[/C][/ROW]
[ROW][C]21[/C][C]-0.111028[/C][C]-0.86[/C][C]0.196601[/C][/ROW]
[ROW][C]22[/C][C]-0.151279[/C][C]-1.1718[/C][C]0.122955[/C][/ROW]
[ROW][C]23[/C][C]-0.113744[/C][C]-0.8811[/C][C]0.190902[/C][/ROW]
[ROW][C]24[/C][C]-0.098786[/C][C]-0.7652[/C][C]0.223579[/C][/ROW]
[ROW][C]25[/C][C]0.094897[/C][C]0.7351[/C][C]0.23258[/C][/ROW]
[ROW][C]26[/C][C]-0.040624[/C][C]-0.3147[/C][C]0.377051[/C][/ROW]
[ROW][C]27[/C][C]-0.014291[/C][C]-0.1107[/C][C]0.456112[/C][/ROW]
[ROW][C]28[/C][C]-0.032157[/C][C]-0.2491[/C][C]0.402072[/C][/ROW]
[ROW][C]29[/C][C]0.027957[/C][C]0.2166[/C][C]0.414646[/C][/ROW]
[ROW][C]30[/C][C]0.187232[/C][C]1.4503[/C][C]0.076093[/C][/ROW]
[ROW][C]31[/C][C]-0.007352[/C][C]-0.0569[/C][C]0.477387[/C][/ROW]
[ROW][C]32[/C][C]-0.003927[/C][C]-0.0304[/C][C]0.487916[/C][/ROW]
[ROW][C]33[/C][C]-0.093978[/C][C]-0.728[/C][C]0.234737[/C][/ROW]
[ROW][C]34[/C][C]0.093858[/C][C]0.727[/C][C]0.235021[/C][/ROW]
[ROW][C]35[/C][C]-0.065329[/C][C]-0.506[/C][C]0.307342[/C][/ROW]
[ROW][C]36[/C][C]-0.107365[/C][C]-0.8316[/C][C]0.204454[/C][/ROW]
[ROW][C]37[/C][C]0.027085[/C][C]0.2098[/C][C]0.417268[/C][/ROW]
[ROW][C]38[/C][C]0.050934[/C][C]0.3945[/C][C]0.347294[/C][/ROW]
[ROW][C]39[/C][C]-0.087027[/C][C]-0.6741[/C][C]0.251417[/C][/ROW]
[ROW][C]40[/C][C]0.086428[/C][C]0.6695[/C][C]0.252882[/C][/ROW]
[ROW][C]41[/C][C]0.035601[/C][C]0.2758[/C][C]0.391837[/C][/ROW]
[ROW][C]42[/C][C]-0.052714[/C][C]-0.4083[/C][C]0.342247[/C][/ROW]
[ROW][C]43[/C][C]-0.078294[/C][C]-0.6065[/C][C]0.273247[/C][/ROW]
[ROW][C]44[/C][C]-4.4e-05[/C][C]-3e-04[/C][C]0.499866[/C][/ROW]
[ROW][C]45[/C][C]0.137697[/C][C]1.0666[/C][C]0.145214[/C][/ROW]
[ROW][C]46[/C][C]-0.112736[/C][C]-0.8733[/C][C]0.193004[/C][/ROW]
[ROW][C]47[/C][C]0.04053[/C][C]0.3139[/C][C]0.377326[/C][/ROW]
[ROW][C]48[/C][C]-0.025896[/C][C]-0.2006[/C][C]0.420848[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104677&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104677&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	0.40523	3.1389	0.001315
2	0.07897	0.6117	0.271524
3	-0.090198	-0.6987	0.24373
4	-0.216702	-1.6786	0.049219
5	-0.197098	-1.5267	0.066044
6	-0.4071	-3.1534	0.00126
7	-0.023347	-0.1808	0.428548
8	-0.056454	-0.4373	0.331735
9	0.038682	0.2996	0.382748
10	0.01441	0.1116	0.45575
11	0.109205	0.8459	0.200486
12	0.6149	4.763	6e-06
13	-0.340052	-2.634	0.005359
14	-0.181601	-1.4067	0.082342
15	-0.020193	-0.1564	0.438117
16	-0.053888	-0.4174	0.338932
17	-0.042651	-0.3304	0.371133
18	-0.000736	-0.0057	0.497734
19	0.048509	0.3758	0.354214
20	-0.091269	-0.707	0.241162
21	-0.111028	-0.86	0.196601
22	-0.151279	-1.1718	0.122955
23	-0.113744	-0.8811	0.190902
24	-0.098786	-0.7652	0.223579
25	0.094897	0.7351	0.23258
26	-0.040624	-0.3147	0.377051
27	-0.014291	-0.1107	0.456112
28	-0.032157	-0.2491	0.402072
29	0.027957	0.2166	0.414646
30	0.187232	1.4503	0.076093
31	-0.007352	-0.0569	0.477387
32	-0.003927	-0.0304	0.487916
33	-0.093978	-0.728	0.234737
34	0.093858	0.727	0.235021
35	-0.065329	-0.506	0.307342
36	-0.107365	-0.8316	0.204454
37	0.027085	0.2098	0.417268
38	0.050934	0.3945	0.347294
39	-0.087027	-0.6741	0.251417
40	0.086428	0.6695	0.252882
41	0.035601	0.2758	0.391837
42	-0.052714	-0.4083	0.342247
43	-0.078294	-0.6065	0.273247
44	-4.4e-05	-3e-04	0.499866
45	0.137697	1.0666	0.145214
46	-0.112736	-0.8733	0.193004
47	0.04053	0.3139	0.377326
48	-0.025896	-0.2006	0.420848

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

Parameters (R input):

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