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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 07 Dec 2010 15:41:58 +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/07/t1291736461f91h6idb08ro8nv.htm/, Retrieved Fri, 03 May 2024 21:48:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106441, Retrieved Fri, 03 May 2024 21:48:35 +0000

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User-defined keywords

Estimated Impact

166

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] [9f32078fdcdc094ca748857d5ebdb3de]
-    D        [(Partial) Autocorrelation Function] [] [2010-12-07 15:41:58] [f9aa24c2294a5d3925c7278aa2e9a372] [Current]
-   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	'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=106441&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=106441&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106441&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	0.394187	3.8218	0.000119
2	0.175052	1.6972	0.046485
3	-0.029334	-0.2844	0.388364
4	-0.216516	-2.0992	0.01924
5	-0.280179	-2.7164	0.003927
6	-0.482067	-4.6738	5e-06
7	-0.293832	-2.8488	0.002696
8	-0.2335	-2.2639	0.012941
9	-0.092544	-0.8972	0.185939
10	0.024709	0.2396	0.405596
11	0.226097	2.1921	0.015421
12	0.742837	7.2021	0
13	0.278884	2.7039	0.004068
14	0.124896	1.2109	0.114483
15	-0.029411	-0.2852	0.388077
16	-0.203468	-1.9727	0.025734
17	-0.267059	-2.5892	0.005574
18	-0.472219	-4.5783	7e-06
19	-0.288193	-2.7941	0.003154
20	-0.22251	-2.1573	0.016765
21	-0.089797	-0.8706	0.193092
22	0.04436	0.4301	0.334059
23	0.244507	2.3706	0.009901
24	0.678708	6.5803	0
25	0.308146	2.9876	0.001793
26	0.164195	1.5919	0.057379
27	0.017498	0.1697	0.432824
28	-0.127559	-1.2367	0.109634
29	-0.18678	-1.8109	0.036676
30	-0.379956	-3.6838	0.000192
31	-0.225065	-2.1821	0.015798
32	-0.198279	-1.9224	0.028793
33	-0.113564	-1.101	0.136844
34	0.020182	0.1957	0.422647
35	0.149177	1.4463	0.075707
36	0.525339	5.0934	1e-06
37	0.249709	2.421	0.008699
38	0.130043	1.2608	0.105249
39	0.021769	0.2111	0.416648
40	-0.108252	-1.0495	0.148311
41	-0.165608	-1.6056	0.055855
42	-0.304632	-2.9535	0.001984
43	-0.18461	-1.7899	0.038348
44	-0.178067	-1.7264	0.043778
45	-0.096349	-0.9341	0.176314
46	0.008382	0.0813	0.4677
47	0.109104	1.0578	0.146428
48	0.40826	3.9582	7.3e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.394187 & 3.8218 & 0.000119 \tabularnewline
2 & 0.175052 & 1.6972 & 0.046485 \tabularnewline
3 & -0.029334 & -0.2844 & 0.388364 \tabularnewline
4 & -0.216516 & -2.0992 & 0.01924 \tabularnewline
5 & -0.280179 & -2.7164 & 0.003927 \tabularnewline
6 & -0.482067 & -4.6738 & 5e-06 \tabularnewline
7 & -0.293832 & -2.8488 & 0.002696 \tabularnewline
8 & -0.2335 & -2.2639 & 0.012941 \tabularnewline
9 & -0.092544 & -0.8972 & 0.185939 \tabularnewline
10 & 0.024709 & 0.2396 & 0.405596 \tabularnewline
11 & 0.226097 & 2.1921 & 0.015421 \tabularnewline
12 & 0.742837 & 7.2021 & 0 \tabularnewline
13 & 0.278884 & 2.7039 & 0.004068 \tabularnewline
14 & 0.124896 & 1.2109 & 0.114483 \tabularnewline
15 & -0.029411 & -0.2852 & 0.388077 \tabularnewline
16 & -0.203468 & -1.9727 & 0.025734 \tabularnewline
17 & -0.267059 & -2.5892 & 0.005574 \tabularnewline
18 & -0.472219 & -4.5783 & 7e-06 \tabularnewline
19 & -0.288193 & -2.7941 & 0.003154 \tabularnewline
20 & -0.22251 & -2.1573 & 0.016765 \tabularnewline
21 & -0.089797 & -0.8706 & 0.193092 \tabularnewline
22 & 0.04436 & 0.4301 & 0.334059 \tabularnewline
23 & 0.244507 & 2.3706 & 0.009901 \tabularnewline
24 & 0.678708 & 6.5803 & 0 \tabularnewline
25 & 0.308146 & 2.9876 & 0.001793 \tabularnewline
26 & 0.164195 & 1.5919 & 0.057379 \tabularnewline
27 & 0.017498 & 0.1697 & 0.432824 \tabularnewline
28 & -0.127559 & -1.2367 & 0.109634 \tabularnewline
29 & -0.18678 & -1.8109 & 0.036676 \tabularnewline
30 & -0.379956 & -3.6838 & 0.000192 \tabularnewline
31 & -0.225065 & -2.1821 & 0.015798 \tabularnewline
32 & -0.198279 & -1.9224 & 0.028793 \tabularnewline
33 & -0.113564 & -1.101 & 0.136844 \tabularnewline
34 & 0.020182 & 0.1957 & 0.422647 \tabularnewline
35 & 0.149177 & 1.4463 & 0.075707 \tabularnewline
36 & 0.525339 & 5.0934 & 1e-06 \tabularnewline
37 & 0.249709 & 2.421 & 0.008699 \tabularnewline
38 & 0.130043 & 1.2608 & 0.105249 \tabularnewline
39 & 0.021769 & 0.2111 & 0.416648 \tabularnewline
40 & -0.108252 & -1.0495 & 0.148311 \tabularnewline
41 & -0.165608 & -1.6056 & 0.055855 \tabularnewline
42 & -0.304632 & -2.9535 & 0.001984 \tabularnewline
43 & -0.18461 & -1.7899 & 0.038348 \tabularnewline
44 & -0.178067 & -1.7264 & 0.043778 \tabularnewline
45 & -0.096349 & -0.9341 & 0.176314 \tabularnewline
46 & 0.008382 & 0.0813 & 0.4677 \tabularnewline
47 & 0.109104 & 1.0578 & 0.146428 \tabularnewline
48 & 0.40826 & 3.9582 & 7.3e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106441&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]0.394187[/C][C]3.8218[/C][C]0.000119[/C][/ROW]
[ROW][C]2[/C][C]0.175052[/C][C]1.6972[/C][C]0.046485[/C][/ROW]
[ROW][C]3[/C][C]-0.029334[/C][C]-0.2844[/C][C]0.388364[/C][/ROW]
[ROW][C]4[/C][C]-0.216516[/C][C]-2.0992[/C][C]0.01924[/C][/ROW]
[ROW][C]5[/C][C]-0.280179[/C][C]-2.7164[/C][C]0.003927[/C][/ROW]
[ROW][C]6[/C][C]-0.482067[/C][C]-4.6738[/C][C]5e-06[/C][/ROW]
[ROW][C]7[/C][C]-0.293832[/C][C]-2.8488[/C][C]0.002696[/C][/ROW]
[ROW][C]8[/C][C]-0.2335[/C][C]-2.2639[/C][C]0.012941[/C][/ROW]
[ROW][C]9[/C][C]-0.092544[/C][C]-0.8972[/C][C]0.185939[/C][/ROW]
[ROW][C]10[/C][C]0.024709[/C][C]0.2396[/C][C]0.405596[/C][/ROW]
[ROW][C]11[/C][C]0.226097[/C][C]2.1921[/C][C]0.015421[/C][/ROW]
[ROW][C]12[/C][C]0.742837[/C][C]7.2021[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.278884[/C][C]2.7039[/C][C]0.004068[/C][/ROW]
[ROW][C]14[/C][C]0.124896[/C][C]1.2109[/C][C]0.114483[/C][/ROW]
[ROW][C]15[/C][C]-0.029411[/C][C]-0.2852[/C][C]0.388077[/C][/ROW]
[ROW][C]16[/C][C]-0.203468[/C][C]-1.9727[/C][C]0.025734[/C][/ROW]
[ROW][C]17[/C][C]-0.267059[/C][C]-2.5892[/C][C]0.005574[/C][/ROW]
[ROW][C]18[/C][C]-0.472219[/C][C]-4.5783[/C][C]7e-06[/C][/ROW]
[ROW][C]19[/C][C]-0.288193[/C][C]-2.7941[/C][C]0.003154[/C][/ROW]
[ROW][C]20[/C][C]-0.22251[/C][C]-2.1573[/C][C]0.016765[/C][/ROW]
[ROW][C]21[/C][C]-0.089797[/C][C]-0.8706[/C][C]0.193092[/C][/ROW]
[ROW][C]22[/C][C]0.04436[/C][C]0.4301[/C][C]0.334059[/C][/ROW]
[ROW][C]23[/C][C]0.244507[/C][C]2.3706[/C][C]0.009901[/C][/ROW]
[ROW][C]24[/C][C]0.678708[/C][C]6.5803[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.308146[/C][C]2.9876[/C][C]0.001793[/C][/ROW]
[ROW][C]26[/C][C]0.164195[/C][C]1.5919[/C][C]0.057379[/C][/ROW]
[ROW][C]27[/C][C]0.017498[/C][C]0.1697[/C][C]0.432824[/C][/ROW]
[ROW][C]28[/C][C]-0.127559[/C][C]-1.2367[/C][C]0.109634[/C][/ROW]
[ROW][C]29[/C][C]-0.18678[/C][C]-1.8109[/C][C]0.036676[/C][/ROW]
[ROW][C]30[/C][C]-0.379956[/C][C]-3.6838[/C][C]0.000192[/C][/ROW]
[ROW][C]31[/C][C]-0.225065[/C][C]-2.1821[/C][C]0.015798[/C][/ROW]
[ROW][C]32[/C][C]-0.198279[/C][C]-1.9224[/C][C]0.028793[/C][/ROW]
[ROW][C]33[/C][C]-0.113564[/C][C]-1.101[/C][C]0.136844[/C][/ROW]
[ROW][C]34[/C][C]0.020182[/C][C]0.1957[/C][C]0.422647[/C][/ROW]
[ROW][C]35[/C][C]0.149177[/C][C]1.4463[/C][C]0.075707[/C][/ROW]
[ROW][C]36[/C][C]0.525339[/C][C]5.0934[/C][C]1e-06[/C][/ROW]
[ROW][C]37[/C][C]0.249709[/C][C]2.421[/C][C]0.008699[/C][/ROW]
[ROW][C]38[/C][C]0.130043[/C][C]1.2608[/C][C]0.105249[/C][/ROW]
[ROW][C]39[/C][C]0.021769[/C][C]0.2111[/C][C]0.416648[/C][/ROW]
[ROW][C]40[/C][C]-0.108252[/C][C]-1.0495[/C][C]0.148311[/C][/ROW]
[ROW][C]41[/C][C]-0.165608[/C][C]-1.6056[/C][C]0.055855[/C][/ROW]
[ROW][C]42[/C][C]-0.304632[/C][C]-2.9535[/C][C]0.001984[/C][/ROW]
[ROW][C]43[/C][C]-0.18461[/C][C]-1.7899[/C][C]0.038348[/C][/ROW]
[ROW][C]44[/C][C]-0.178067[/C][C]-1.7264[/C][C]0.043778[/C][/ROW]
[ROW][C]45[/C][C]-0.096349[/C][C]-0.9341[/C][C]0.176314[/C][/ROW]
[ROW][C]46[/C][C]0.008382[/C][C]0.0813[/C][C]0.4677[/C][/ROW]
[ROW][C]47[/C][C]0.109104[/C][C]1.0578[/C][C]0.146428[/C][/ROW]
[ROW][C]48[/C][C]0.40826[/C][C]3.9582[/C][C]7.3e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106441&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106441&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	0.394187	3.8218	0.000119
2	0.175052	1.6972	0.046485
3	-0.029334	-0.2844	0.388364
4	-0.216516	-2.0992	0.01924
5	-0.280179	-2.7164	0.003927
6	-0.482067	-4.6738	5e-06
7	-0.293832	-2.8488	0.002696
8	-0.2335	-2.2639	0.012941
9	-0.092544	-0.8972	0.185939
10	0.024709	0.2396	0.405596
11	0.226097	2.1921	0.015421
12	0.742837	7.2021	0
13	0.278884	2.7039	0.004068
14	0.124896	1.2109	0.114483
15	-0.029411	-0.2852	0.388077
16	-0.203468	-1.9727	0.025734
17	-0.267059	-2.5892	0.005574
18	-0.472219	-4.5783	7e-06
19	-0.288193	-2.7941	0.003154
20	-0.22251	-2.1573	0.016765
21	-0.089797	-0.8706	0.193092
22	0.04436	0.4301	0.334059
23	0.244507	2.3706	0.009901
24	0.678708	6.5803	0
25	0.308146	2.9876	0.001793
26	0.164195	1.5919	0.057379
27	0.017498	0.1697	0.432824
28	-0.127559	-1.2367	0.109634
29	-0.18678	-1.8109	0.036676
30	-0.379956	-3.6838	0.000192
31	-0.225065	-2.1821	0.015798
32	-0.198279	-1.9224	0.028793
33	-0.113564	-1.101	0.136844
34	0.020182	0.1957	0.422647
35	0.149177	1.4463	0.075707
36	0.525339	5.0934	1e-06
37	0.249709	2.421	0.008699
38	0.130043	1.2608	0.105249
39	0.021769	0.2111	0.416648
40	-0.108252	-1.0495	0.148311
41	-0.165608	-1.6056	0.055855
42	-0.304632	-2.9535	0.001984
43	-0.18461	-1.7899	0.038348
44	-0.178067	-1.7264	0.043778
45	-0.096349	-0.9341	0.176314
46	0.008382	0.0813	0.4677
47	0.109104	1.0578	0.146428
48	0.40826	3.9582	7.3e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.394187	3.8218	0.000119
2	0.023286	0.2258	0.410935
3	-0.125461	-1.2164	0.11344
4	-0.202454	-1.9629	0.026309
5	-0.139482	-1.3523	0.089758
6	-0.371987	-3.6065	0.00025
7	-0.023645	-0.2292	0.409589
8	-0.163917	-1.5892	0.057683
9	-0.093241	-0.904	0.184151
10	-0.129049	-1.2512	0.106987
11	0.109067	1.0574	0.146508
12	0.653869	6.3395	0
13	-0.457434	-4.435	1.2e-05
14	-0.180379	-1.7488	0.041791
15	0.070611	0.6846	0.247641
16	-0.079739	-0.7731	0.220701
17	-0.155869	-1.5112	0.067045
18	-0.096221	-0.9329	0.176632
19	-0.038668	-0.3749	0.354289
20	-0.104458	-1.0128	0.156887
21	-0.038889	-0.377	0.353496
22	0.184292	1.7868	0.038599
23	0.023995	0.2326	0.408275
24	-0.089266	-0.8655	0.194493
25	0.039445	0.3824	0.351501
26	-0.017301	-0.1677	0.433575
27	-0.100449	-0.9739	0.166304
28	0.08612	0.835	0.202928
29	0.099293	0.9627	0.169089
30	-0.01012	-0.0981	0.461024
31	-0.043005	-0.4169	0.338835
32	0.017268	0.1674	0.433699
33	-0.013891	-0.1347	0.446575
34	0.026657	0.2584	0.398313
35	-0.173081	-1.6781	0.048326
36	-0.017712	-0.1717	0.432014
37	0.038921	0.3774	0.353382
38	-0.054725	-0.5306	0.298482
39	0.022751	0.2206	0.412951
40	0.022103	0.2143	0.415391
41	-0.036904	-0.3578	0.360647
42	0.110869	1.0749	0.142583
43	-0.043642	-0.4231	0.336586
44	-0.029581	-0.2868	0.387448
45	0.066827	0.6479	0.25931
46	-0.126544	-1.2269	0.111463
47	0.03735	0.3621	0.359037
48	-0.055224	-0.5354	0.296812

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.394187 & 3.8218 & 0.000119 \tabularnewline
2 & 0.023286 & 0.2258 & 0.410935 \tabularnewline
3 & -0.125461 & -1.2164 & 0.11344 \tabularnewline
4 & -0.202454 & -1.9629 & 0.026309 \tabularnewline
5 & -0.139482 & -1.3523 & 0.089758 \tabularnewline
6 & -0.371987 & -3.6065 & 0.00025 \tabularnewline
7 & -0.023645 & -0.2292 & 0.409589 \tabularnewline
8 & -0.163917 & -1.5892 & 0.057683 \tabularnewline
9 & -0.093241 & -0.904 & 0.184151 \tabularnewline
10 & -0.129049 & -1.2512 & 0.106987 \tabularnewline
11 & 0.109067 & 1.0574 & 0.146508 \tabularnewline
12 & 0.653869 & 6.3395 & 0 \tabularnewline
13 & -0.457434 & -4.435 & 1.2e-05 \tabularnewline
14 & -0.180379 & -1.7488 & 0.041791 \tabularnewline
15 & 0.070611 & 0.6846 & 0.247641 \tabularnewline
16 & -0.079739 & -0.7731 & 0.220701 \tabularnewline
17 & -0.155869 & -1.5112 & 0.067045 \tabularnewline
18 & -0.096221 & -0.9329 & 0.176632 \tabularnewline
19 & -0.038668 & -0.3749 & 0.354289 \tabularnewline
20 & -0.104458 & -1.0128 & 0.156887 \tabularnewline
21 & -0.038889 & -0.377 & 0.353496 \tabularnewline
22 & 0.184292 & 1.7868 & 0.038599 \tabularnewline
23 & 0.023995 & 0.2326 & 0.408275 \tabularnewline
24 & -0.089266 & -0.8655 & 0.194493 \tabularnewline
25 & 0.039445 & 0.3824 & 0.351501 \tabularnewline
26 & -0.017301 & -0.1677 & 0.433575 \tabularnewline
27 & -0.100449 & -0.9739 & 0.166304 \tabularnewline
28 & 0.08612 & 0.835 & 0.202928 \tabularnewline
29 & 0.099293 & 0.9627 & 0.169089 \tabularnewline
30 & -0.01012 & -0.0981 & 0.461024 \tabularnewline
31 & -0.043005 & -0.4169 & 0.338835 \tabularnewline
32 & 0.017268 & 0.1674 & 0.433699 \tabularnewline
33 & -0.013891 & -0.1347 & 0.446575 \tabularnewline
34 & 0.026657 & 0.2584 & 0.398313 \tabularnewline
35 & -0.173081 & -1.6781 & 0.048326 \tabularnewline
36 & -0.017712 & -0.1717 & 0.432014 \tabularnewline
37 & 0.038921 & 0.3774 & 0.353382 \tabularnewline
38 & -0.054725 & -0.5306 & 0.298482 \tabularnewline
39 & 0.022751 & 0.2206 & 0.412951 \tabularnewline
40 & 0.022103 & 0.2143 & 0.415391 \tabularnewline
41 & -0.036904 & -0.3578 & 0.360647 \tabularnewline
42 & 0.110869 & 1.0749 & 0.142583 \tabularnewline
43 & -0.043642 & -0.4231 & 0.336586 \tabularnewline
44 & -0.029581 & -0.2868 & 0.387448 \tabularnewline
45 & 0.066827 & 0.6479 & 0.25931 \tabularnewline
46 & -0.126544 & -1.2269 & 0.111463 \tabularnewline
47 & 0.03735 & 0.3621 & 0.359037 \tabularnewline
48 & -0.055224 & -0.5354 & 0.296812 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106441&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]0.394187[/C][C]3.8218[/C][C]0.000119[/C][/ROW]
[ROW][C]2[/C][C]0.023286[/C][C]0.2258[/C][C]0.410935[/C][/ROW]
[ROW][C]3[/C][C]-0.125461[/C][C]-1.2164[/C][C]0.11344[/C][/ROW]
[ROW][C]4[/C][C]-0.202454[/C][C]-1.9629[/C][C]0.026309[/C][/ROW]
[ROW][C]5[/C][C]-0.139482[/C][C]-1.3523[/C][C]0.089758[/C][/ROW]
[ROW][C]6[/C][C]-0.371987[/C][C]-3.6065[/C][C]0.00025[/C][/ROW]
[ROW][C]7[/C][C]-0.023645[/C][C]-0.2292[/C][C]0.409589[/C][/ROW]
[ROW][C]8[/C][C]-0.163917[/C][C]-1.5892[/C][C]0.057683[/C][/ROW]
[ROW][C]9[/C][C]-0.093241[/C][C]-0.904[/C][C]0.184151[/C][/ROW]
[ROW][C]10[/C][C]-0.129049[/C][C]-1.2512[/C][C]0.106987[/C][/ROW]
[ROW][C]11[/C][C]0.109067[/C][C]1.0574[/C][C]0.146508[/C][/ROW]
[ROW][C]12[/C][C]0.653869[/C][C]6.3395[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.457434[/C][C]-4.435[/C][C]1.2e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.180379[/C][C]-1.7488[/C][C]0.041791[/C][/ROW]
[ROW][C]15[/C][C]0.070611[/C][C]0.6846[/C][C]0.247641[/C][/ROW]
[ROW][C]16[/C][C]-0.079739[/C][C]-0.7731[/C][C]0.220701[/C][/ROW]
[ROW][C]17[/C][C]-0.155869[/C][C]-1.5112[/C][C]0.067045[/C][/ROW]
[ROW][C]18[/C][C]-0.096221[/C][C]-0.9329[/C][C]0.176632[/C][/ROW]
[ROW][C]19[/C][C]-0.038668[/C][C]-0.3749[/C][C]0.354289[/C][/ROW]
[ROW][C]20[/C][C]-0.104458[/C][C]-1.0128[/C][C]0.156887[/C][/ROW]
[ROW][C]21[/C][C]-0.038889[/C][C]-0.377[/C][C]0.353496[/C][/ROW]
[ROW][C]22[/C][C]0.184292[/C][C]1.7868[/C][C]0.038599[/C][/ROW]
[ROW][C]23[/C][C]0.023995[/C][C]0.2326[/C][C]0.408275[/C][/ROW]
[ROW][C]24[/C][C]-0.089266[/C][C]-0.8655[/C][C]0.194493[/C][/ROW]
[ROW][C]25[/C][C]0.039445[/C][C]0.3824[/C][C]0.351501[/C][/ROW]
[ROW][C]26[/C][C]-0.017301[/C][C]-0.1677[/C][C]0.433575[/C][/ROW]
[ROW][C]27[/C][C]-0.100449[/C][C]-0.9739[/C][C]0.166304[/C][/ROW]
[ROW][C]28[/C][C]0.08612[/C][C]0.835[/C][C]0.202928[/C][/ROW]
[ROW][C]29[/C][C]0.099293[/C][C]0.9627[/C][C]0.169089[/C][/ROW]
[ROW][C]30[/C][C]-0.01012[/C][C]-0.0981[/C][C]0.461024[/C][/ROW]
[ROW][C]31[/C][C]-0.043005[/C][C]-0.4169[/C][C]0.338835[/C][/ROW]
[ROW][C]32[/C][C]0.017268[/C][C]0.1674[/C][C]0.433699[/C][/ROW]
[ROW][C]33[/C][C]-0.013891[/C][C]-0.1347[/C][C]0.446575[/C][/ROW]
[ROW][C]34[/C][C]0.026657[/C][C]0.2584[/C][C]0.398313[/C][/ROW]
[ROW][C]35[/C][C]-0.173081[/C][C]-1.6781[/C][C]0.048326[/C][/ROW]
[ROW][C]36[/C][C]-0.017712[/C][C]-0.1717[/C][C]0.432014[/C][/ROW]
[ROW][C]37[/C][C]0.038921[/C][C]0.3774[/C][C]0.353382[/C][/ROW]
[ROW][C]38[/C][C]-0.054725[/C][C]-0.5306[/C][C]0.298482[/C][/ROW]
[ROW][C]39[/C][C]0.022751[/C][C]0.2206[/C][C]0.412951[/C][/ROW]
[ROW][C]40[/C][C]0.022103[/C][C]0.2143[/C][C]0.415391[/C][/ROW]
[ROW][C]41[/C][C]-0.036904[/C][C]-0.3578[/C][C]0.360647[/C][/ROW]
[ROW][C]42[/C][C]0.110869[/C][C]1.0749[/C][C]0.142583[/C][/ROW]
[ROW][C]43[/C][C]-0.043642[/C][C]-0.4231[/C][C]0.336586[/C][/ROW]
[ROW][C]44[/C][C]-0.029581[/C][C]-0.2868[/C][C]0.387448[/C][/ROW]
[ROW][C]45[/C][C]0.066827[/C][C]0.6479[/C][C]0.25931[/C][/ROW]
[ROW][C]46[/C][C]-0.126544[/C][C]-1.2269[/C][C]0.111463[/C][/ROW]
[ROW][C]47[/C][C]0.03735[/C][C]0.3621[/C][C]0.359037[/C][/ROW]
[ROW][C]48[/C][C]-0.055224[/C][C]-0.5354[/C][C]0.296812[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106441&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106441&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	0.394187	3.8218	0.000119
2	0.023286	0.2258	0.410935
3	-0.125461	-1.2164	0.11344
4	-0.202454	-1.9629	0.026309
5	-0.139482	-1.3523	0.089758
6	-0.371987	-3.6065	0.00025
7	-0.023645	-0.2292	0.409589
8	-0.163917	-1.5892	0.057683
9	-0.093241	-0.904	0.184151
10	-0.129049	-1.2512	0.106987
11	0.109067	1.0574	0.146508
12	0.653869	6.3395	0
13	-0.457434	-4.435	1.2e-05
14	-0.180379	-1.7488	0.041791
15	0.070611	0.6846	0.247641
16	-0.079739	-0.7731	0.220701
17	-0.155869	-1.5112	0.067045
18	-0.096221	-0.9329	0.176632
19	-0.038668	-0.3749	0.354289
20	-0.104458	-1.0128	0.156887
21	-0.038889	-0.377	0.353496
22	0.184292	1.7868	0.038599
23	0.023995	0.2326	0.408275
24	-0.089266	-0.8655	0.194493
25	0.039445	0.3824	0.351501
26	-0.017301	-0.1677	0.433575
27	-0.100449	-0.9739	0.166304
28	0.08612	0.835	0.202928
29	0.099293	0.9627	0.169089
30	-0.01012	-0.0981	0.461024
31	-0.043005	-0.4169	0.338835
32	0.017268	0.1674	0.433699
33	-0.013891	-0.1347	0.446575
34	0.026657	0.2584	0.398313
35	-0.173081	-1.6781	0.048326
36	-0.017712	-0.1717	0.432014
37	0.038921	0.3774	0.353382
38	-0.054725	-0.5306	0.298482
39	0.022751	0.2206	0.412951
40	0.022103	0.2143	0.415391
41	-0.036904	-0.3578	0.360647
42	0.110869	1.0749	0.142583
43	-0.043642	-0.4231	0.336586
44	-0.029581	-0.2868	0.387448
45	0.066827	0.6479	0.25931
46	-0.126544	-1.2269	0.111463
47	0.03735	0.3621	0.359037
48	-0.055224	-0.5354	0.296812

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