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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 08 Dec 2010 14:54:21 +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/08/t12918199819x1dpqchq7x1wyp.htm/, Retrieved Fri, 03 May 2024 13:22:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106923, Retrieved Fri, 03 May 2024 13:22:53 +0000

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User-defined keywords

Estimated Impact

156

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [ WS 9 : ACF - d=0...] [2010-12-08 10:48:57] [2c786c21adba4dd4c8af44dce5258f06]
-   P             [(Partial) Autocorrelation Function] [ws 9 : ACF d=0 D=1 ] [2010-12-08 11:00:09] [2c786c21adba4dd4c8af44dce5258f06]
-   P                 [(Partial) Autocorrelation Function] [ws 9 : ACF d=0 D=...] [2010-12-08 14:54:21] [fea2623c21d84eea50328c29ea7301e7] [Current]
- R PD                  [(Partial) Autocorrelation Function] [] [2011-12-23 14:14:36] [53298c36f9bda1a036c4d70d0e7a311d] 

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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=106923&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=106923&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106923&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	0.311112	2.4099	0.009521
2	0.222003	1.7196	0.045328
3	0.283437	2.1955	0.016003
4	0.059262	0.459	0.32393
5	0.187995	1.4562	0.075275
6	0.312276	2.4189	0.009309
7	0.133006	1.0303	0.153512
8	0.396182	3.0688	0.001612
9	0.219589	1.7009	0.047067
10	0.085028	0.6586	0.256329
11	0.210231	1.6284	0.054336
12	-0.101466	-0.786	0.217494
13	-0.123252	-0.9547	0.171778
14	0.179642	1.3915	0.084606
15	0.038103	0.2951	0.384452
16	0.030582	0.2369	0.406776
17	0.118606	0.9187	0.18096
18	-0.021431	-0.166	0.434355
19	-0.042233	-0.3271	0.372352
20	-0.007883	-0.0611	0.475756
21	-0.087336	-0.6765	0.250662
22	-0.109369	-0.8472	0.200134
23	-0.104258	-0.8076	0.211263
24	-0.212366	-1.645	0.052602
25	-0.059807	-0.4633	0.322427
26	-0.11374	-0.881	0.190909
27	-0.182349	-1.4125	0.081489
28	-0.04714	-0.3651	0.358145
29	-0.078731	-0.6099	0.272132
30	-0.260622	-2.0188	0.023993
31	-0.134232	-1.0398	0.151312
32	-0.244332	-1.8926	0.03162
33	-0.211774	-1.6404	0.053078
34	-0.103558	-0.8022	0.212814
35	-0.079572	-0.6164	0.269992
36	-0.02813	-0.2179	0.414125
37	-0.035468	-0.2747	0.392232
38	-0.134093	-1.0387	0.151561
39	-0.081399	-0.6305	0.265375
40	-0.16173	-1.2528	0.107578
41	-0.154934	-1.2001	0.117406
42	-0.019535	-0.1513	0.440117
43	-0.025134	-0.1947	0.423149
44	-0.028821	-0.2232	0.412052
45	0.014858	0.1151	0.454379
46	-0.057788	-0.4476	0.328019
47	-0.055297	-0.4283	0.334973
48	-0.131992	-1.0224	0.155348

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.311112 & 2.4099 & 0.009521 \tabularnewline
2 & 0.222003 & 1.7196 & 0.045328 \tabularnewline
3 & 0.283437 & 2.1955 & 0.016003 \tabularnewline
4 & 0.059262 & 0.459 & 0.32393 \tabularnewline
5 & 0.187995 & 1.4562 & 0.075275 \tabularnewline
6 & 0.312276 & 2.4189 & 0.009309 \tabularnewline
7 & 0.133006 & 1.0303 & 0.153512 \tabularnewline
8 & 0.396182 & 3.0688 & 0.001612 \tabularnewline
9 & 0.219589 & 1.7009 & 0.047067 \tabularnewline
10 & 0.085028 & 0.6586 & 0.256329 \tabularnewline
11 & 0.210231 & 1.6284 & 0.054336 \tabularnewline
12 & -0.101466 & -0.786 & 0.217494 \tabularnewline
13 & -0.123252 & -0.9547 & 0.171778 \tabularnewline
14 & 0.179642 & 1.3915 & 0.084606 \tabularnewline
15 & 0.038103 & 0.2951 & 0.384452 \tabularnewline
16 & 0.030582 & 0.2369 & 0.406776 \tabularnewline
17 & 0.118606 & 0.9187 & 0.18096 \tabularnewline
18 & -0.021431 & -0.166 & 0.434355 \tabularnewline
19 & -0.042233 & -0.3271 & 0.372352 \tabularnewline
20 & -0.007883 & -0.0611 & 0.475756 \tabularnewline
21 & -0.087336 & -0.6765 & 0.250662 \tabularnewline
22 & -0.109369 & -0.8472 & 0.200134 \tabularnewline
23 & -0.104258 & -0.8076 & 0.211263 \tabularnewline
24 & -0.212366 & -1.645 & 0.052602 \tabularnewline
25 & -0.059807 & -0.4633 & 0.322427 \tabularnewline
26 & -0.11374 & -0.881 & 0.190909 \tabularnewline
27 & -0.182349 & -1.4125 & 0.081489 \tabularnewline
28 & -0.04714 & -0.3651 & 0.358145 \tabularnewline
29 & -0.078731 & -0.6099 & 0.272132 \tabularnewline
30 & -0.260622 & -2.0188 & 0.023993 \tabularnewline
31 & -0.134232 & -1.0398 & 0.151312 \tabularnewline
32 & -0.244332 & -1.8926 & 0.03162 \tabularnewline
33 & -0.211774 & -1.6404 & 0.053078 \tabularnewline
34 & -0.103558 & -0.8022 & 0.212814 \tabularnewline
35 & -0.079572 & -0.6164 & 0.269992 \tabularnewline
36 & -0.02813 & -0.2179 & 0.414125 \tabularnewline
37 & -0.035468 & -0.2747 & 0.392232 \tabularnewline
38 & -0.134093 & -1.0387 & 0.151561 \tabularnewline
39 & -0.081399 & -0.6305 & 0.265375 \tabularnewline
40 & -0.16173 & -1.2528 & 0.107578 \tabularnewline
41 & -0.154934 & -1.2001 & 0.117406 \tabularnewline
42 & -0.019535 & -0.1513 & 0.440117 \tabularnewline
43 & -0.025134 & -0.1947 & 0.423149 \tabularnewline
44 & -0.028821 & -0.2232 & 0.412052 \tabularnewline
45 & 0.014858 & 0.1151 & 0.454379 \tabularnewline
46 & -0.057788 & -0.4476 & 0.328019 \tabularnewline
47 & -0.055297 & -0.4283 & 0.334973 \tabularnewline
48 & -0.131992 & -1.0224 & 0.155348 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106923&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]0.311112[/C][C]2.4099[/C][C]0.009521[/C][/ROW]
[ROW][C]2[/C][C]0.222003[/C][C]1.7196[/C][C]0.045328[/C][/ROW]
[ROW][C]3[/C][C]0.283437[/C][C]2.1955[/C][C]0.016003[/C][/ROW]
[ROW][C]4[/C][C]0.059262[/C][C]0.459[/C][C]0.32393[/C][/ROW]
[ROW][C]5[/C][C]0.187995[/C][C]1.4562[/C][C]0.075275[/C][/ROW]
[ROW][C]6[/C][C]0.312276[/C][C]2.4189[/C][C]0.009309[/C][/ROW]
[ROW][C]7[/C][C]0.133006[/C][C]1.0303[/C][C]0.153512[/C][/ROW]
[ROW][C]8[/C][C]0.396182[/C][C]3.0688[/C][C]0.001612[/C][/ROW]
[ROW][C]9[/C][C]0.219589[/C][C]1.7009[/C][C]0.047067[/C][/ROW]
[ROW][C]10[/C][C]0.085028[/C][C]0.6586[/C][C]0.256329[/C][/ROW]
[ROW][C]11[/C][C]0.210231[/C][C]1.6284[/C][C]0.054336[/C][/ROW]
[ROW][C]12[/C][C]-0.101466[/C][C]-0.786[/C][C]0.217494[/C][/ROW]
[ROW][C]13[/C][C]-0.123252[/C][C]-0.9547[/C][C]0.171778[/C][/ROW]
[ROW][C]14[/C][C]0.179642[/C][C]1.3915[/C][C]0.084606[/C][/ROW]
[ROW][C]15[/C][C]0.038103[/C][C]0.2951[/C][C]0.384452[/C][/ROW]
[ROW][C]16[/C][C]0.030582[/C][C]0.2369[/C][C]0.406776[/C][/ROW]
[ROW][C]17[/C][C]0.118606[/C][C]0.9187[/C][C]0.18096[/C][/ROW]
[ROW][C]18[/C][C]-0.021431[/C][C]-0.166[/C][C]0.434355[/C][/ROW]
[ROW][C]19[/C][C]-0.042233[/C][C]-0.3271[/C][C]0.372352[/C][/ROW]
[ROW][C]20[/C][C]-0.007883[/C][C]-0.0611[/C][C]0.475756[/C][/ROW]
[ROW][C]21[/C][C]-0.087336[/C][C]-0.6765[/C][C]0.250662[/C][/ROW]
[ROW][C]22[/C][C]-0.109369[/C][C]-0.8472[/C][C]0.200134[/C][/ROW]
[ROW][C]23[/C][C]-0.104258[/C][C]-0.8076[/C][C]0.211263[/C][/ROW]
[ROW][C]24[/C][C]-0.212366[/C][C]-1.645[/C][C]0.052602[/C][/ROW]
[ROW][C]25[/C][C]-0.059807[/C][C]-0.4633[/C][C]0.322427[/C][/ROW]
[ROW][C]26[/C][C]-0.11374[/C][C]-0.881[/C][C]0.190909[/C][/ROW]
[ROW][C]27[/C][C]-0.182349[/C][C]-1.4125[/C][C]0.081489[/C][/ROW]
[ROW][C]28[/C][C]-0.04714[/C][C]-0.3651[/C][C]0.358145[/C][/ROW]
[ROW][C]29[/C][C]-0.078731[/C][C]-0.6099[/C][C]0.272132[/C][/ROW]
[ROW][C]30[/C][C]-0.260622[/C][C]-2.0188[/C][C]0.023993[/C][/ROW]
[ROW][C]31[/C][C]-0.134232[/C][C]-1.0398[/C][C]0.151312[/C][/ROW]
[ROW][C]32[/C][C]-0.244332[/C][C]-1.8926[/C][C]0.03162[/C][/ROW]
[ROW][C]33[/C][C]-0.211774[/C][C]-1.6404[/C][C]0.053078[/C][/ROW]
[ROW][C]34[/C][C]-0.103558[/C][C]-0.8022[/C][C]0.212814[/C][/ROW]
[ROW][C]35[/C][C]-0.079572[/C][C]-0.6164[/C][C]0.269992[/C][/ROW]
[ROW][C]36[/C][C]-0.02813[/C][C]-0.2179[/C][C]0.414125[/C][/ROW]
[ROW][C]37[/C][C]-0.035468[/C][C]-0.2747[/C][C]0.392232[/C][/ROW]
[ROW][C]38[/C][C]-0.134093[/C][C]-1.0387[/C][C]0.151561[/C][/ROW]
[ROW][C]39[/C][C]-0.081399[/C][C]-0.6305[/C][C]0.265375[/C][/ROW]
[ROW][C]40[/C][C]-0.16173[/C][C]-1.2528[/C][C]0.107578[/C][/ROW]
[ROW][C]41[/C][C]-0.154934[/C][C]-1.2001[/C][C]0.117406[/C][/ROW]
[ROW][C]42[/C][C]-0.019535[/C][C]-0.1513[/C][C]0.440117[/C][/ROW]
[ROW][C]43[/C][C]-0.025134[/C][C]-0.1947[/C][C]0.423149[/C][/ROW]
[ROW][C]44[/C][C]-0.028821[/C][C]-0.2232[/C][C]0.412052[/C][/ROW]
[ROW][C]45[/C][C]0.014858[/C][C]0.1151[/C][C]0.454379[/C][/ROW]
[ROW][C]46[/C][C]-0.057788[/C][C]-0.4476[/C][C]0.328019[/C][/ROW]
[ROW][C]47[/C][C]-0.055297[/C][C]-0.4283[/C][C]0.334973[/C][/ROW]
[ROW][C]48[/C][C]-0.131992[/C][C]-1.0224[/C][C]0.155348[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106923&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106923&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	0.311112	2.4099	0.009521
2	0.222003	1.7196	0.045328
3	0.283437	2.1955	0.016003
4	0.059262	0.459	0.32393
5	0.187995	1.4562	0.075275
6	0.312276	2.4189	0.009309
7	0.133006	1.0303	0.153512
8	0.396182	3.0688	0.001612
9	0.219589	1.7009	0.047067
10	0.085028	0.6586	0.256329
11	0.210231	1.6284	0.054336
12	-0.101466	-0.786	0.217494
13	-0.123252	-0.9547	0.171778
14	0.179642	1.3915	0.084606
15	0.038103	0.2951	0.384452
16	0.030582	0.2369	0.406776
17	0.118606	0.9187	0.18096
18	-0.021431	-0.166	0.434355
19	-0.042233	-0.3271	0.372352
20	-0.007883	-0.0611	0.475756
21	-0.087336	-0.6765	0.250662
22	-0.109369	-0.8472	0.200134
23	-0.104258	-0.8076	0.211263
24	-0.212366	-1.645	0.052602
25	-0.059807	-0.4633	0.322427
26	-0.11374	-0.881	0.190909
27	-0.182349	-1.4125	0.081489
28	-0.04714	-0.3651	0.358145
29	-0.078731	-0.6099	0.272132
30	-0.260622	-2.0188	0.023993
31	-0.134232	-1.0398	0.151312
32	-0.244332	-1.8926	0.03162
33	-0.211774	-1.6404	0.053078
34	-0.103558	-0.8022	0.212814
35	-0.079572	-0.6164	0.269992
36	-0.02813	-0.2179	0.414125
37	-0.035468	-0.2747	0.392232
38	-0.134093	-1.0387	0.151561
39	-0.081399	-0.6305	0.265375
40	-0.16173	-1.2528	0.107578
41	-0.154934	-1.2001	0.117406
42	-0.019535	-0.1513	0.440117
43	-0.025134	-0.1947	0.423149
44	-0.028821	-0.2232	0.412052
45	0.014858	0.1151	0.454379
46	-0.057788	-0.4476	0.328019
47	-0.055297	-0.4283	0.334973
48	-0.131992	-1.0224	0.155348

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.311112	2.4099	0.009521
2	0.13863	1.0738	0.1436
3	0.204114	1.5811	0.059561
4	-0.106967	-0.8286	0.205318
5	0.15304	1.1854	0.120258
6	0.220286	1.7063	0.046559
7	-0.017695	-0.1371	0.445718
8	0.310334	2.4038	0.009665
9	-0.056271	-0.4359	0.332246
10	-0.020809	-0.1612	0.436243
11	0.027955	0.2165	0.41465
12	-0.297057	-2.301	0.012441
13	-0.156322	-1.2109	0.115348
14	0.108152	0.8377	0.202751
15	0.029073	0.2252	0.411296
16	-0.133037	-1.0305	0.153456
17	0.026471	0.205	0.419117
18	0.101001	0.7823	0.218544
19	-0.10433	-0.8081	0.211102
20	0.088134	0.6827	0.248717
21	0.076272	0.5908	0.278437
22	-0.242655	-1.8796	0.032511
23	-0.054805	-0.4245	0.336352
24	-0.178029	-1.379	0.086506
25	-0.08098	-0.6273	0.266433
26	-0.070173	-0.5436	0.294379
27	0.054006	0.4183	0.3386
28	0.065108	0.5043	0.30794
29	0.020214	0.1566	0.438051
30	-0.003069	-0.0238	0.490555
31	-0.013301	-0.103	0.459143
32	-0.092538	-0.7168	0.23814
33	0.082306	0.6375	0.2631
34	-0.064358	-0.4985	0.309972
35	0.040199	0.3114	0.378297
36	0.044878	0.3476	0.364671
37	-0.052953	-0.4102	0.341569
38	0.074528	0.5773	0.282952
39	-0.010388	-0.0805	0.468067
40	-0.026737	-0.2071	0.418314
41	0.044538	0.345	0.365654
42	0.022835	0.1769	0.4301
43	-0.061511	-0.4765	0.317739
44	-0.081015	-0.6275	0.266343
45	0.025726	0.1993	0.42136
46	-0.110694	-0.8574	0.19731
47	1.4e-05	1e-04	0.499958
48	-0.057575	-0.446	0.32861

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.311112 & 2.4099 & 0.009521 \tabularnewline
2 & 0.13863 & 1.0738 & 0.1436 \tabularnewline
3 & 0.204114 & 1.5811 & 0.059561 \tabularnewline
4 & -0.106967 & -0.8286 & 0.205318 \tabularnewline
5 & 0.15304 & 1.1854 & 0.120258 \tabularnewline
6 & 0.220286 & 1.7063 & 0.046559 \tabularnewline
7 & -0.017695 & -0.1371 & 0.445718 \tabularnewline
8 & 0.310334 & 2.4038 & 0.009665 \tabularnewline
9 & -0.056271 & -0.4359 & 0.332246 \tabularnewline
10 & -0.020809 & -0.1612 & 0.436243 \tabularnewline
11 & 0.027955 & 0.2165 & 0.41465 \tabularnewline
12 & -0.297057 & -2.301 & 0.012441 \tabularnewline
13 & -0.156322 & -1.2109 & 0.115348 \tabularnewline
14 & 0.108152 & 0.8377 & 0.202751 \tabularnewline
15 & 0.029073 & 0.2252 & 0.411296 \tabularnewline
16 & -0.133037 & -1.0305 & 0.153456 \tabularnewline
17 & 0.026471 & 0.205 & 0.419117 \tabularnewline
18 & 0.101001 & 0.7823 & 0.218544 \tabularnewline
19 & -0.10433 & -0.8081 & 0.211102 \tabularnewline
20 & 0.088134 & 0.6827 & 0.248717 \tabularnewline
21 & 0.076272 & 0.5908 & 0.278437 \tabularnewline
22 & -0.242655 & -1.8796 & 0.032511 \tabularnewline
23 & -0.054805 & -0.4245 & 0.336352 \tabularnewline
24 & -0.178029 & -1.379 & 0.086506 \tabularnewline
25 & -0.08098 & -0.6273 & 0.266433 \tabularnewline
26 & -0.070173 & -0.5436 & 0.294379 \tabularnewline
27 & 0.054006 & 0.4183 & 0.3386 \tabularnewline
28 & 0.065108 & 0.5043 & 0.30794 \tabularnewline
29 & 0.020214 & 0.1566 & 0.438051 \tabularnewline
30 & -0.003069 & -0.0238 & 0.490555 \tabularnewline
31 & -0.013301 & -0.103 & 0.459143 \tabularnewline
32 & -0.092538 & -0.7168 & 0.23814 \tabularnewline
33 & 0.082306 & 0.6375 & 0.2631 \tabularnewline
34 & -0.064358 & -0.4985 & 0.309972 \tabularnewline
35 & 0.040199 & 0.3114 & 0.378297 \tabularnewline
36 & 0.044878 & 0.3476 & 0.364671 \tabularnewline
37 & -0.052953 & -0.4102 & 0.341569 \tabularnewline
38 & 0.074528 & 0.5773 & 0.282952 \tabularnewline
39 & -0.010388 & -0.0805 & 0.468067 \tabularnewline
40 & -0.026737 & -0.2071 & 0.418314 \tabularnewline
41 & 0.044538 & 0.345 & 0.365654 \tabularnewline
42 & 0.022835 & 0.1769 & 0.4301 \tabularnewline
43 & -0.061511 & -0.4765 & 0.317739 \tabularnewline
44 & -0.081015 & -0.6275 & 0.266343 \tabularnewline
45 & 0.025726 & 0.1993 & 0.42136 \tabularnewline
46 & -0.110694 & -0.8574 & 0.19731 \tabularnewline
47 & 1.4e-05 & 1e-04 & 0.499958 \tabularnewline
48 & -0.057575 & -0.446 & 0.32861 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106923&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]0.311112[/C][C]2.4099[/C][C]0.009521[/C][/ROW]
[ROW][C]2[/C][C]0.13863[/C][C]1.0738[/C][C]0.1436[/C][/ROW]
[ROW][C]3[/C][C]0.204114[/C][C]1.5811[/C][C]0.059561[/C][/ROW]
[ROW][C]4[/C][C]-0.106967[/C][C]-0.8286[/C][C]0.205318[/C][/ROW]
[ROW][C]5[/C][C]0.15304[/C][C]1.1854[/C][C]0.120258[/C][/ROW]
[ROW][C]6[/C][C]0.220286[/C][C]1.7063[/C][C]0.046559[/C][/ROW]
[ROW][C]7[/C][C]-0.017695[/C][C]-0.1371[/C][C]0.445718[/C][/ROW]
[ROW][C]8[/C][C]0.310334[/C][C]2.4038[/C][C]0.009665[/C][/ROW]
[ROW][C]9[/C][C]-0.056271[/C][C]-0.4359[/C][C]0.332246[/C][/ROW]
[ROW][C]10[/C][C]-0.020809[/C][C]-0.1612[/C][C]0.436243[/C][/ROW]
[ROW][C]11[/C][C]0.027955[/C][C]0.2165[/C][C]0.41465[/C][/ROW]
[ROW][C]12[/C][C]-0.297057[/C][C]-2.301[/C][C]0.012441[/C][/ROW]
[ROW][C]13[/C][C]-0.156322[/C][C]-1.2109[/C][C]0.115348[/C][/ROW]
[ROW][C]14[/C][C]0.108152[/C][C]0.8377[/C][C]0.202751[/C][/ROW]
[ROW][C]15[/C][C]0.029073[/C][C]0.2252[/C][C]0.411296[/C][/ROW]
[ROW][C]16[/C][C]-0.133037[/C][C]-1.0305[/C][C]0.153456[/C][/ROW]
[ROW][C]17[/C][C]0.026471[/C][C]0.205[/C][C]0.419117[/C][/ROW]
[ROW][C]18[/C][C]0.101001[/C][C]0.7823[/C][C]0.218544[/C][/ROW]
[ROW][C]19[/C][C]-0.10433[/C][C]-0.8081[/C][C]0.211102[/C][/ROW]
[ROW][C]20[/C][C]0.088134[/C][C]0.6827[/C][C]0.248717[/C][/ROW]
[ROW][C]21[/C][C]0.076272[/C][C]0.5908[/C][C]0.278437[/C][/ROW]
[ROW][C]22[/C][C]-0.242655[/C][C]-1.8796[/C][C]0.032511[/C][/ROW]
[ROW][C]23[/C][C]-0.054805[/C][C]-0.4245[/C][C]0.336352[/C][/ROW]
[ROW][C]24[/C][C]-0.178029[/C][C]-1.379[/C][C]0.086506[/C][/ROW]
[ROW][C]25[/C][C]-0.08098[/C][C]-0.6273[/C][C]0.266433[/C][/ROW]
[ROW][C]26[/C][C]-0.070173[/C][C]-0.5436[/C][C]0.294379[/C][/ROW]
[ROW][C]27[/C][C]0.054006[/C][C]0.4183[/C][C]0.3386[/C][/ROW]
[ROW][C]28[/C][C]0.065108[/C][C]0.5043[/C][C]0.30794[/C][/ROW]
[ROW][C]29[/C][C]0.020214[/C][C]0.1566[/C][C]0.438051[/C][/ROW]
[ROW][C]30[/C][C]-0.003069[/C][C]-0.0238[/C][C]0.490555[/C][/ROW]
[ROW][C]31[/C][C]-0.013301[/C][C]-0.103[/C][C]0.459143[/C][/ROW]
[ROW][C]32[/C][C]-0.092538[/C][C]-0.7168[/C][C]0.23814[/C][/ROW]
[ROW][C]33[/C][C]0.082306[/C][C]0.6375[/C][C]0.2631[/C][/ROW]
[ROW][C]34[/C][C]-0.064358[/C][C]-0.4985[/C][C]0.309972[/C][/ROW]
[ROW][C]35[/C][C]0.040199[/C][C]0.3114[/C][C]0.378297[/C][/ROW]
[ROW][C]36[/C][C]0.044878[/C][C]0.3476[/C][C]0.364671[/C][/ROW]
[ROW][C]37[/C][C]-0.052953[/C][C]-0.4102[/C][C]0.341569[/C][/ROW]
[ROW][C]38[/C][C]0.074528[/C][C]0.5773[/C][C]0.282952[/C][/ROW]
[ROW][C]39[/C][C]-0.010388[/C][C]-0.0805[/C][C]0.468067[/C][/ROW]
[ROW][C]40[/C][C]-0.026737[/C][C]-0.2071[/C][C]0.418314[/C][/ROW]
[ROW][C]41[/C][C]0.044538[/C][C]0.345[/C][C]0.365654[/C][/ROW]
[ROW][C]42[/C][C]0.022835[/C][C]0.1769[/C][C]0.4301[/C][/ROW]
[ROW][C]43[/C][C]-0.061511[/C][C]-0.4765[/C][C]0.317739[/C][/ROW]
[ROW][C]44[/C][C]-0.081015[/C][C]-0.6275[/C][C]0.266343[/C][/ROW]
[ROW][C]45[/C][C]0.025726[/C][C]0.1993[/C][C]0.42136[/C][/ROW]
[ROW][C]46[/C][C]-0.110694[/C][C]-0.8574[/C][C]0.19731[/C][/ROW]
[ROW][C]47[/C][C]1.4e-05[/C][C]1e-04[/C][C]0.499958[/C][/ROW]
[ROW][C]48[/C][C]-0.057575[/C][C]-0.446[/C][C]0.32861[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106923&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106923&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	0.311112	2.4099	0.009521
2	0.13863	1.0738	0.1436
3	0.204114	1.5811	0.059561
4	-0.106967	-0.8286	0.205318
5	0.15304	1.1854	0.120258
6	0.220286	1.7063	0.046559
7	-0.017695	-0.1371	0.445718
8	0.310334	2.4038	0.009665
9	-0.056271	-0.4359	0.332246
10	-0.020809	-0.1612	0.436243
11	0.027955	0.2165	0.41465
12	-0.297057	-2.301	0.012441
13	-0.156322	-1.2109	0.115348
14	0.108152	0.8377	0.202751
15	0.029073	0.2252	0.411296
16	-0.133037	-1.0305	0.153456
17	0.026471	0.205	0.419117
18	0.101001	0.7823	0.218544
19	-0.10433	-0.8081	0.211102
20	0.088134	0.6827	0.248717
21	0.076272	0.5908	0.278437
22	-0.242655	-1.8796	0.032511
23	-0.054805	-0.4245	0.336352
24	-0.178029	-1.379	0.086506
25	-0.08098	-0.6273	0.266433
26	-0.070173	-0.5436	0.294379
27	0.054006	0.4183	0.3386
28	0.065108	0.5043	0.30794
29	0.020214	0.1566	0.438051
30	-0.003069	-0.0238	0.490555
31	-0.013301	-0.103	0.459143
32	-0.092538	-0.7168	0.23814
33	0.082306	0.6375	0.2631
34	-0.064358	-0.4985	0.309972
35	0.040199	0.3114	0.378297
36	0.044878	0.3476	0.364671
37	-0.052953	-0.4102	0.341569
38	0.074528	0.5773	0.282952
39	-0.010388	-0.0805	0.468067
40	-0.026737	-0.2071	0.418314
41	0.044538	0.345	0.365654
42	0.022835	0.1769	0.4301
43	-0.061511	-0.4765	0.317739
44	-0.081015	-0.6275	0.266343
45	0.025726	0.1993	0.42136
46	-0.110694	-0.8574	0.19731
47	1.4e-05	1e-04	0.499958
48	-0.057575	-0.446	0.32861

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