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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 06 Dec 2010 20:14:07 +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/06/t1291666417ienszvm0pzsz9gr.htm/, Retrieved Mon, 29 Apr 2024 06:09:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105856, Retrieved Mon, 29 Apr 2024 06:09:07 +0000

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Estimated Impact

182

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 09:13:00] [b98453cac15ba1066b407e146608df68]
-   PD    [(Partial) Autocorrelation Function] [WS 9 - ACF] [2010-12-04 11:15:33] [8ef49741e164ec6343c90c7935194465]
-   PD        [(Partial) Autocorrelation Function] [WS 9 - (Partial) ...] [2010-12-06 20:14:07] [89d441ae0711e9b79b5d358f420c1317] [Current]
-   P           [(Partial) Autocorrelation Function] [Review Compendium...] [2010-12-10 14:47:57] [6bc4f9343b7ea3ef5a59412d1f72bb2b] 
- RMP             [ARIMA Backward Selection] [Review Compendium...] [2010-12-10 15:17:57] [6bc4f9343b7ea3ef5a59412d1f72bb2b] 
- R P           [(Partial) Autocorrelation Function] [ws acf ] [2010-12-10 19:01:40] [04d4386fa51dbd2ef12d0f1f80644886] 

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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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105856&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105856&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105856&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.2811	2.1036	0.019961
2	-0.049751	-0.3723	0.355536
3	-0.067626	-0.5061	0.307398
4	-0.133594	-0.9997	0.160872
5	-0.155363	-1.1626	0.124954
6	0.060732	0.4545	0.32562
7	0.013958	0.1045	0.458591
8	-0.190948	-1.4289	0.07929
9	-0.178262	-1.334	0.093803
10	-0.06787	-0.5079	0.306761
11	-0.038541	-0.2884	0.387048
12	0.050364	0.3769	0.35384
13	-0.167429	-1.2529	0.10772
14	-0.058247	-0.4359	0.332299
15	0.016889	0.1264	0.44994
16	0.125712	0.9407	0.175438
17	0.092188	0.6899	0.246562
18	0.139136	1.0412	0.151129
19	0.077235	0.578	0.2828
20	-0.173235	-1.2964	0.100082
21	-0.051322	-0.3841	0.351196
22	0.159459	1.1933	0.118896
23	0.062306	0.4663	0.321421
24	-0.002687	-0.0201	0.492013
25	0.013622	0.1019	0.459585
26	-0.053687	-0.4018	0.344695
27	-0.124367	-0.9307	0.178007
28	-0.047456	-0.3551	0.361913
29	0.033487	0.2506	0.401522
30	0.055891	0.4183	0.338681
31	0.021723	0.1626	0.435724
32	-0.039983	-0.2992	0.382944
33	0.026837	0.2008	0.420779
34	-0.043417	-0.3249	0.373232
35	-0.042293	-0.3165	0.376404
36	-0.005911	-0.0442	0.482436
37	0.02193	0.1641	0.435119
38	-0.046465	-0.3477	0.364679
39	-0.019145	-0.1433	0.443297
40	0.000126	9e-04	0.499626
41	-0.011459	-0.0857	0.465986
42	-0.017047	-0.1276	0.449473
43	-0.021898	-0.1639	0.435211
44	-0.031034	-0.2322	0.408599
45	-0.019405	-0.1452	0.442533
46	-0.007427	-0.0556	0.477938
47	0.036746	0.275	0.39217
48	0.03829	0.2865	0.387763

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.2811 & 2.1036 & 0.019961 \tabularnewline
2 & -0.049751 & -0.3723 & 0.355536 \tabularnewline
3 & -0.067626 & -0.5061 & 0.307398 \tabularnewline
4 & -0.133594 & -0.9997 & 0.160872 \tabularnewline
5 & -0.155363 & -1.1626 & 0.124954 \tabularnewline
6 & 0.060732 & 0.4545 & 0.32562 \tabularnewline
7 & 0.013958 & 0.1045 & 0.458591 \tabularnewline
8 & -0.190948 & -1.4289 & 0.07929 \tabularnewline
9 & -0.178262 & -1.334 & 0.093803 \tabularnewline
10 & -0.06787 & -0.5079 & 0.306761 \tabularnewline
11 & -0.038541 & -0.2884 & 0.387048 \tabularnewline
12 & 0.050364 & 0.3769 & 0.35384 \tabularnewline
13 & -0.167429 & -1.2529 & 0.10772 \tabularnewline
14 & -0.058247 & -0.4359 & 0.332299 \tabularnewline
15 & 0.016889 & 0.1264 & 0.44994 \tabularnewline
16 & 0.125712 & 0.9407 & 0.175438 \tabularnewline
17 & 0.092188 & 0.6899 & 0.246562 \tabularnewline
18 & 0.139136 & 1.0412 & 0.151129 \tabularnewline
19 & 0.077235 & 0.578 & 0.2828 \tabularnewline
20 & -0.173235 & -1.2964 & 0.100082 \tabularnewline
21 & -0.051322 & -0.3841 & 0.351196 \tabularnewline
22 & 0.159459 & 1.1933 & 0.118896 \tabularnewline
23 & 0.062306 & 0.4663 & 0.321421 \tabularnewline
24 & -0.002687 & -0.0201 & 0.492013 \tabularnewline
25 & 0.013622 & 0.1019 & 0.459585 \tabularnewline
26 & -0.053687 & -0.4018 & 0.344695 \tabularnewline
27 & -0.124367 & -0.9307 & 0.178007 \tabularnewline
28 & -0.047456 & -0.3551 & 0.361913 \tabularnewline
29 & 0.033487 & 0.2506 & 0.401522 \tabularnewline
30 & 0.055891 & 0.4183 & 0.338681 \tabularnewline
31 & 0.021723 & 0.1626 & 0.435724 \tabularnewline
32 & -0.039983 & -0.2992 & 0.382944 \tabularnewline
33 & 0.026837 & 0.2008 & 0.420779 \tabularnewline
34 & -0.043417 & -0.3249 & 0.373232 \tabularnewline
35 & -0.042293 & -0.3165 & 0.376404 \tabularnewline
36 & -0.005911 & -0.0442 & 0.482436 \tabularnewline
37 & 0.02193 & 0.1641 & 0.435119 \tabularnewline
38 & -0.046465 & -0.3477 & 0.364679 \tabularnewline
39 & -0.019145 & -0.1433 & 0.443297 \tabularnewline
40 & 0.000126 & 9e-04 & 0.499626 \tabularnewline
41 & -0.011459 & -0.0857 & 0.465986 \tabularnewline
42 & -0.017047 & -0.1276 & 0.449473 \tabularnewline
43 & -0.021898 & -0.1639 & 0.435211 \tabularnewline
44 & -0.031034 & -0.2322 & 0.408599 \tabularnewline
45 & -0.019405 & -0.1452 & 0.442533 \tabularnewline
46 & -0.007427 & -0.0556 & 0.477938 \tabularnewline
47 & 0.036746 & 0.275 & 0.39217 \tabularnewline
48 & 0.03829 & 0.2865 & 0.387763 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105856&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]0.2811[/C][C]2.1036[/C][C]0.019961[/C][/ROW]
[ROW][C]2[/C][C]-0.049751[/C][C]-0.3723[/C][C]0.355536[/C][/ROW]
[ROW][C]3[/C][C]-0.067626[/C][C]-0.5061[/C][C]0.307398[/C][/ROW]
[ROW][C]4[/C][C]-0.133594[/C][C]-0.9997[/C][C]0.160872[/C][/ROW]
[ROW][C]5[/C][C]-0.155363[/C][C]-1.1626[/C][C]0.124954[/C][/ROW]
[ROW][C]6[/C][C]0.060732[/C][C]0.4545[/C][C]0.32562[/C][/ROW]
[ROW][C]7[/C][C]0.013958[/C][C]0.1045[/C][C]0.458591[/C][/ROW]
[ROW][C]8[/C][C]-0.190948[/C][C]-1.4289[/C][C]0.07929[/C][/ROW]
[ROW][C]9[/C][C]-0.178262[/C][C]-1.334[/C][C]0.093803[/C][/ROW]
[ROW][C]10[/C][C]-0.06787[/C][C]-0.5079[/C][C]0.306761[/C][/ROW]
[ROW][C]11[/C][C]-0.038541[/C][C]-0.2884[/C][C]0.387048[/C][/ROW]
[ROW][C]12[/C][C]0.050364[/C][C]0.3769[/C][C]0.35384[/C][/ROW]
[ROW][C]13[/C][C]-0.167429[/C][C]-1.2529[/C][C]0.10772[/C][/ROW]
[ROW][C]14[/C][C]-0.058247[/C][C]-0.4359[/C][C]0.332299[/C][/ROW]
[ROW][C]15[/C][C]0.016889[/C][C]0.1264[/C][C]0.44994[/C][/ROW]
[ROW][C]16[/C][C]0.125712[/C][C]0.9407[/C][C]0.175438[/C][/ROW]
[ROW][C]17[/C][C]0.092188[/C][C]0.6899[/C][C]0.246562[/C][/ROW]
[ROW][C]18[/C][C]0.139136[/C][C]1.0412[/C][C]0.151129[/C][/ROW]
[ROW][C]19[/C][C]0.077235[/C][C]0.578[/C][C]0.2828[/C][/ROW]
[ROW][C]20[/C][C]-0.173235[/C][C]-1.2964[/C][C]0.100082[/C][/ROW]
[ROW][C]21[/C][C]-0.051322[/C][C]-0.3841[/C][C]0.351196[/C][/ROW]
[ROW][C]22[/C][C]0.159459[/C][C]1.1933[/C][C]0.118896[/C][/ROW]
[ROW][C]23[/C][C]0.062306[/C][C]0.4663[/C][C]0.321421[/C][/ROW]
[ROW][C]24[/C][C]-0.002687[/C][C]-0.0201[/C][C]0.492013[/C][/ROW]
[ROW][C]25[/C][C]0.013622[/C][C]0.1019[/C][C]0.459585[/C][/ROW]
[ROW][C]26[/C][C]-0.053687[/C][C]-0.4018[/C][C]0.344695[/C][/ROW]
[ROW][C]27[/C][C]-0.124367[/C][C]-0.9307[/C][C]0.178007[/C][/ROW]
[ROW][C]28[/C][C]-0.047456[/C][C]-0.3551[/C][C]0.361913[/C][/ROW]
[ROW][C]29[/C][C]0.033487[/C][C]0.2506[/C][C]0.401522[/C][/ROW]
[ROW][C]30[/C][C]0.055891[/C][C]0.4183[/C][C]0.338681[/C][/ROW]
[ROW][C]31[/C][C]0.021723[/C][C]0.1626[/C][C]0.435724[/C][/ROW]
[ROW][C]32[/C][C]-0.039983[/C][C]-0.2992[/C][C]0.382944[/C][/ROW]
[ROW][C]33[/C][C]0.026837[/C][C]0.2008[/C][C]0.420779[/C][/ROW]
[ROW][C]34[/C][C]-0.043417[/C][C]-0.3249[/C][C]0.373232[/C][/ROW]
[ROW][C]35[/C][C]-0.042293[/C][C]-0.3165[/C][C]0.376404[/C][/ROW]
[ROW][C]36[/C][C]-0.005911[/C][C]-0.0442[/C][C]0.482436[/C][/ROW]
[ROW][C]37[/C][C]0.02193[/C][C]0.1641[/C][C]0.435119[/C][/ROW]
[ROW][C]38[/C][C]-0.046465[/C][C]-0.3477[/C][C]0.364679[/C][/ROW]
[ROW][C]39[/C][C]-0.019145[/C][C]-0.1433[/C][C]0.443297[/C][/ROW]
[ROW][C]40[/C][C]0.000126[/C][C]9e-04[/C][C]0.499626[/C][/ROW]
[ROW][C]41[/C][C]-0.011459[/C][C]-0.0857[/C][C]0.465986[/C][/ROW]
[ROW][C]42[/C][C]-0.017047[/C][C]-0.1276[/C][C]0.449473[/C][/ROW]
[ROW][C]43[/C][C]-0.021898[/C][C]-0.1639[/C][C]0.435211[/C][/ROW]
[ROW][C]44[/C][C]-0.031034[/C][C]-0.2322[/C][C]0.408599[/C][/ROW]
[ROW][C]45[/C][C]-0.019405[/C][C]-0.1452[/C][C]0.442533[/C][/ROW]
[ROW][C]46[/C][C]-0.007427[/C][C]-0.0556[/C][C]0.477938[/C][/ROW]
[ROW][C]47[/C][C]0.036746[/C][C]0.275[/C][C]0.39217[/C][/ROW]
[ROW][C]48[/C][C]0.03829[/C][C]0.2865[/C][C]0.387763[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105856&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105856&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	0.2811	2.1036	0.019961
2	-0.049751	-0.3723	0.355536
3	-0.067626	-0.5061	0.307398
4	-0.133594	-0.9997	0.160872
5	-0.155363	-1.1626	0.124954
6	0.060732	0.4545	0.32562
7	0.013958	0.1045	0.458591
8	-0.190948	-1.4289	0.07929
9	-0.178262	-1.334	0.093803
10	-0.06787	-0.5079	0.306761
11	-0.038541	-0.2884	0.387048
12	0.050364	0.3769	0.35384
13	-0.167429	-1.2529	0.10772
14	-0.058247	-0.4359	0.332299
15	0.016889	0.1264	0.44994
16	0.125712	0.9407	0.175438
17	0.092188	0.6899	0.246562
18	0.139136	1.0412	0.151129
19	0.077235	0.578	0.2828
20	-0.173235	-1.2964	0.100082
21	-0.051322	-0.3841	0.351196
22	0.159459	1.1933	0.118896
23	0.062306	0.4663	0.321421
24	-0.002687	-0.0201	0.492013
25	0.013622	0.1019	0.459585
26	-0.053687	-0.4018	0.344695
27	-0.124367	-0.9307	0.178007
28	-0.047456	-0.3551	0.361913
29	0.033487	0.2506	0.401522
30	0.055891	0.4183	0.338681
31	0.021723	0.1626	0.435724
32	-0.039983	-0.2992	0.382944
33	0.026837	0.2008	0.420779
34	-0.043417	-0.3249	0.373232
35	-0.042293	-0.3165	0.376404
36	-0.005911	-0.0442	0.482436
37	0.02193	0.1641	0.435119
38	-0.046465	-0.3477	0.364679
39	-0.019145	-0.1433	0.443297
40	0.000126	9e-04	0.499626
41	-0.011459	-0.0857	0.465986
42	-0.017047	-0.1276	0.449473
43	-0.021898	-0.1639	0.435211
44	-0.031034	-0.2322	0.408599
45	-0.019405	-0.1452	0.442533
46	-0.007427	-0.0556	0.477938
47	0.036746	0.275	0.39217
48	0.03829	0.2865	0.387763

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.2811	2.1036	0.019961
2	-0.139816	-1.0463	0.149961
3	-0.013714	-0.1026	0.459314
4	-0.127312	-0.9527	0.172414
5	-0.09711	-0.7267	0.235217
6	0.126484	0.9465	0.173975
7	-0.084132	-0.6296	0.265763
8	-0.203315	-1.5215	0.066884
9	-0.103294	-0.773	0.221391
10	-0.027221	-0.2037	0.419661
11	-0.033814	-0.253	0.400581
12	-0.002799	-0.0209	0.491681
13	-0.342742	-2.5648	0.006515
14	0.072059	0.5392	0.295928
15	-0.026847	-0.2009	0.420751
16	0.085433	0.6393	0.26261
17	-0.086567	-0.6478	0.259879
18	0.016091	0.1204	0.452294
19	0.070511	0.5277	0.29991
20	-0.209457	-1.5674	0.061324
21	0.036645	0.2742	0.392459
22	0.097228	0.7276	0.234949
23	-0.009782	-0.0732	0.470952
24	-0.021286	-0.1593	0.437006
25	0.020006	0.1497	0.440766
26	-0.046109	-0.345	0.365676
27	0.042786	0.3202	0.37501
28	-0.145288	-1.0872	0.140796
29	0.099089	0.7415	0.230739
30	0.080335	0.6012	0.275077
31	0.002133	0.016	0.49366
32	-0.008131	-0.0608	0.47585
33	-0.036674	-0.2744	0.392378
34	-0.051771	-0.3874	0.349958
35	0.056346	0.4217	0.337445
36	-0.05177	-0.3874	0.349961
37	0.000402	0.003	0.498804
38	-0.037223	-0.2785	0.390809
39	0.002479	0.0186	0.492632
40	-0.059295	-0.4437	0.329476
41	-0.110244	-0.825	0.206438
42	0.070993	0.5313	0.298669
43	-0.058516	-0.4379	0.331573
44	-0.057805	-0.4326	0.333494
45	-0.059692	-0.4467	0.328411
46	-0.00947	-0.0709	0.471877
47	-0.047563	-0.3559	0.361617
48	-0.038656	-0.2893	0.38672

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.2811 & 2.1036 & 0.019961 \tabularnewline
2 & -0.139816 & -1.0463 & 0.149961 \tabularnewline
3 & -0.013714 & -0.1026 & 0.459314 \tabularnewline
4 & -0.127312 & -0.9527 & 0.172414 \tabularnewline
5 & -0.09711 & -0.7267 & 0.235217 \tabularnewline
6 & 0.126484 & 0.9465 & 0.173975 \tabularnewline
7 & -0.084132 & -0.6296 & 0.265763 \tabularnewline
8 & -0.203315 & -1.5215 & 0.066884 \tabularnewline
9 & -0.103294 & -0.773 & 0.221391 \tabularnewline
10 & -0.027221 & -0.2037 & 0.419661 \tabularnewline
11 & -0.033814 & -0.253 & 0.400581 \tabularnewline
12 & -0.002799 & -0.0209 & 0.491681 \tabularnewline
13 & -0.342742 & -2.5648 & 0.006515 \tabularnewline
14 & 0.072059 & 0.5392 & 0.295928 \tabularnewline
15 & -0.026847 & -0.2009 & 0.420751 \tabularnewline
16 & 0.085433 & 0.6393 & 0.26261 \tabularnewline
17 & -0.086567 & -0.6478 & 0.259879 \tabularnewline
18 & 0.016091 & 0.1204 & 0.452294 \tabularnewline
19 & 0.070511 & 0.5277 & 0.29991 \tabularnewline
20 & -0.209457 & -1.5674 & 0.061324 \tabularnewline
21 & 0.036645 & 0.2742 & 0.392459 \tabularnewline
22 & 0.097228 & 0.7276 & 0.234949 \tabularnewline
23 & -0.009782 & -0.0732 & 0.470952 \tabularnewline
24 & -0.021286 & -0.1593 & 0.437006 \tabularnewline
25 & 0.020006 & 0.1497 & 0.440766 \tabularnewline
26 & -0.046109 & -0.345 & 0.365676 \tabularnewline
27 & 0.042786 & 0.3202 & 0.37501 \tabularnewline
28 & -0.145288 & -1.0872 & 0.140796 \tabularnewline
29 & 0.099089 & 0.7415 & 0.230739 \tabularnewline
30 & 0.080335 & 0.6012 & 0.275077 \tabularnewline
31 & 0.002133 & 0.016 & 0.49366 \tabularnewline
32 & -0.008131 & -0.0608 & 0.47585 \tabularnewline
33 & -0.036674 & -0.2744 & 0.392378 \tabularnewline
34 & -0.051771 & -0.3874 & 0.349958 \tabularnewline
35 & 0.056346 & 0.4217 & 0.337445 \tabularnewline
36 & -0.05177 & -0.3874 & 0.349961 \tabularnewline
37 & 0.000402 & 0.003 & 0.498804 \tabularnewline
38 & -0.037223 & -0.2785 & 0.390809 \tabularnewline
39 & 0.002479 & 0.0186 & 0.492632 \tabularnewline
40 & -0.059295 & -0.4437 & 0.329476 \tabularnewline
41 & -0.110244 & -0.825 & 0.206438 \tabularnewline
42 & 0.070993 & 0.5313 & 0.298669 \tabularnewline
43 & -0.058516 & -0.4379 & 0.331573 \tabularnewline
44 & -0.057805 & -0.4326 & 0.333494 \tabularnewline
45 & -0.059692 & -0.4467 & 0.328411 \tabularnewline
46 & -0.00947 & -0.0709 & 0.471877 \tabularnewline
47 & -0.047563 & -0.3559 & 0.361617 \tabularnewline
48 & -0.038656 & -0.2893 & 0.38672 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105856&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]0.2811[/C][C]2.1036[/C][C]0.019961[/C][/ROW]
[ROW][C]2[/C][C]-0.139816[/C][C]-1.0463[/C][C]0.149961[/C][/ROW]
[ROW][C]3[/C][C]-0.013714[/C][C]-0.1026[/C][C]0.459314[/C][/ROW]
[ROW][C]4[/C][C]-0.127312[/C][C]-0.9527[/C][C]0.172414[/C][/ROW]
[ROW][C]5[/C][C]-0.09711[/C][C]-0.7267[/C][C]0.235217[/C][/ROW]
[ROW][C]6[/C][C]0.126484[/C][C]0.9465[/C][C]0.173975[/C][/ROW]
[ROW][C]7[/C][C]-0.084132[/C][C]-0.6296[/C][C]0.265763[/C][/ROW]
[ROW][C]8[/C][C]-0.203315[/C][C]-1.5215[/C][C]0.066884[/C][/ROW]
[ROW][C]9[/C][C]-0.103294[/C][C]-0.773[/C][C]0.221391[/C][/ROW]
[ROW][C]10[/C][C]-0.027221[/C][C]-0.2037[/C][C]0.419661[/C][/ROW]
[ROW][C]11[/C][C]-0.033814[/C][C]-0.253[/C][C]0.400581[/C][/ROW]
[ROW][C]12[/C][C]-0.002799[/C][C]-0.0209[/C][C]0.491681[/C][/ROW]
[ROW][C]13[/C][C]-0.342742[/C][C]-2.5648[/C][C]0.006515[/C][/ROW]
[ROW][C]14[/C][C]0.072059[/C][C]0.5392[/C][C]0.295928[/C][/ROW]
[ROW][C]15[/C][C]-0.026847[/C][C]-0.2009[/C][C]0.420751[/C][/ROW]
[ROW][C]16[/C][C]0.085433[/C][C]0.6393[/C][C]0.26261[/C][/ROW]
[ROW][C]17[/C][C]-0.086567[/C][C]-0.6478[/C][C]0.259879[/C][/ROW]
[ROW][C]18[/C][C]0.016091[/C][C]0.1204[/C][C]0.452294[/C][/ROW]
[ROW][C]19[/C][C]0.070511[/C][C]0.5277[/C][C]0.29991[/C][/ROW]
[ROW][C]20[/C][C]-0.209457[/C][C]-1.5674[/C][C]0.061324[/C][/ROW]
[ROW][C]21[/C][C]0.036645[/C][C]0.2742[/C][C]0.392459[/C][/ROW]
[ROW][C]22[/C][C]0.097228[/C][C]0.7276[/C][C]0.234949[/C][/ROW]
[ROW][C]23[/C][C]-0.009782[/C][C]-0.0732[/C][C]0.470952[/C][/ROW]
[ROW][C]24[/C][C]-0.021286[/C][C]-0.1593[/C][C]0.437006[/C][/ROW]
[ROW][C]25[/C][C]0.020006[/C][C]0.1497[/C][C]0.440766[/C][/ROW]
[ROW][C]26[/C][C]-0.046109[/C][C]-0.345[/C][C]0.365676[/C][/ROW]
[ROW][C]27[/C][C]0.042786[/C][C]0.3202[/C][C]0.37501[/C][/ROW]
[ROW][C]28[/C][C]-0.145288[/C][C]-1.0872[/C][C]0.140796[/C][/ROW]
[ROW][C]29[/C][C]0.099089[/C][C]0.7415[/C][C]0.230739[/C][/ROW]
[ROW][C]30[/C][C]0.080335[/C][C]0.6012[/C][C]0.275077[/C][/ROW]
[ROW][C]31[/C][C]0.002133[/C][C]0.016[/C][C]0.49366[/C][/ROW]
[ROW][C]32[/C][C]-0.008131[/C][C]-0.0608[/C][C]0.47585[/C][/ROW]
[ROW][C]33[/C][C]-0.036674[/C][C]-0.2744[/C][C]0.392378[/C][/ROW]
[ROW][C]34[/C][C]-0.051771[/C][C]-0.3874[/C][C]0.349958[/C][/ROW]
[ROW][C]35[/C][C]0.056346[/C][C]0.4217[/C][C]0.337445[/C][/ROW]
[ROW][C]36[/C][C]-0.05177[/C][C]-0.3874[/C][C]0.349961[/C][/ROW]
[ROW][C]37[/C][C]0.000402[/C][C]0.003[/C][C]0.498804[/C][/ROW]
[ROW][C]38[/C][C]-0.037223[/C][C]-0.2785[/C][C]0.390809[/C][/ROW]
[ROW][C]39[/C][C]0.002479[/C][C]0.0186[/C][C]0.492632[/C][/ROW]
[ROW][C]40[/C][C]-0.059295[/C][C]-0.4437[/C][C]0.329476[/C][/ROW]
[ROW][C]41[/C][C]-0.110244[/C][C]-0.825[/C][C]0.206438[/C][/ROW]
[ROW][C]42[/C][C]0.070993[/C][C]0.5313[/C][C]0.298669[/C][/ROW]
[ROW][C]43[/C][C]-0.058516[/C][C]-0.4379[/C][C]0.331573[/C][/ROW]
[ROW][C]44[/C][C]-0.057805[/C][C]-0.4326[/C][C]0.333494[/C][/ROW]
[ROW][C]45[/C][C]-0.059692[/C][C]-0.4467[/C][C]0.328411[/C][/ROW]
[ROW][C]46[/C][C]-0.00947[/C][C]-0.0709[/C][C]0.471877[/C][/ROW]
[ROW][C]47[/C][C]-0.047563[/C][C]-0.3559[/C][C]0.361617[/C][/ROW]
[ROW][C]48[/C][C]-0.038656[/C][C]-0.2893[/C][C]0.38672[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105856&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105856&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	0.2811	2.1036	0.019961
2	-0.139816	-1.0463	0.149961
3	-0.013714	-0.1026	0.459314
4	-0.127312	-0.9527	0.172414
5	-0.09711	-0.7267	0.235217
6	0.126484	0.9465	0.173975
7	-0.084132	-0.6296	0.265763
8	-0.203315	-1.5215	0.066884
9	-0.103294	-0.773	0.221391
10	-0.027221	-0.2037	0.419661
11	-0.033814	-0.253	0.400581
12	-0.002799	-0.0209	0.491681
13	-0.342742	-2.5648	0.006515
14	0.072059	0.5392	0.295928
15	-0.026847	-0.2009	0.420751
16	0.085433	0.6393	0.26261
17	-0.086567	-0.6478	0.259879
18	0.016091	0.1204	0.452294
19	0.070511	0.5277	0.29991
20	-0.209457	-1.5674	0.061324
21	0.036645	0.2742	0.392459
22	0.097228	0.7276	0.234949
23	-0.009782	-0.0732	0.470952
24	-0.021286	-0.1593	0.437006
25	0.020006	0.1497	0.440766
26	-0.046109	-0.345	0.365676
27	0.042786	0.3202	0.37501
28	-0.145288	-1.0872	0.140796
29	0.099089	0.7415	0.230739
30	0.080335	0.6012	0.275077
31	0.002133	0.016	0.49366
32	-0.008131	-0.0608	0.47585
33	-0.036674	-0.2744	0.392378
34	-0.051771	-0.3874	0.349958
35	0.056346	0.4217	0.337445
36	-0.05177	-0.3874	0.349961
37	0.000402	0.003	0.498804
38	-0.037223	-0.2785	0.390809
39	0.002479	0.0186	0.492632
40	-0.059295	-0.4437	0.329476
41	-0.110244	-0.825	0.206438
42	0.070993	0.5313	0.298669
43	-0.058516	-0.4379	0.331573
44	-0.057805	-0.4326	0.333494
45	-0.059692	-0.4467	0.328411
46	-0.00947	-0.0709	0.471877
47	-0.047563	-0.3559	0.361617
48	-0.038656	-0.2893	0.38672

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

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