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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 08 Dec 2010 14:58:09 +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/t1291820236ldwbof718rm0ce9.htm/, Retrieved Fri, 03 May 2024 07:05:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106926, Retrieved Fri, 03 May 2024 07:05:19 +0000

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User-defined keywords

Estimated Impact

149

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=1 D=1 ] [2010-12-08 11:07:30] [2c786c21adba4dd4c8af44dce5258f06]
-   P                   [(Partial) Autocorrelation Function] [Ws 9 : ACF d=1 D=...] [2010-12-08 14:58:09] [fea2623c21d84eea50328c29ea7301e7] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106926&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106926&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106926&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.387425	-2.9759	0.002115
2	-0.141725	-1.0886	0.140377
3	0.221693	1.7029	0.046929
4	-0.278161	-2.1366	0.018394
5	-0.002569	-0.0197	0.492161
6	0.227935	1.7508	0.042589
7	-0.307923	-2.3652	0.010664
8	0.323279	2.4832	0.007942
9	0.011271	0.0866	0.465653
10	-0.209685	-1.6106	0.0563
11	0.300173	2.3057	0.012331
12	-0.190173	-1.4607	0.074695
13	-0.27215	-2.0904	0.020449
14	0.325051	2.4968	0.007672
15	-0.075001	-0.5761	0.283371
16	-0.094944	-0.7293	0.234359
17	0.202907	1.5586	0.062225
18	-0.086453	-0.6641	0.254621
19	-0.074461	-0.5719	0.284765
20	0.102742	0.7892	0.216584
21	-0.06565	-0.5043	0.307976
22	-0.027024	-0.2076	0.418139
23	0.102535	0.7876	0.217047
24	-0.199561	-1.5329	0.065328
25	0.152109	1.1684	0.123679
26	0.030717	0.2359	0.407147
27	-0.162655	-1.2494	0.108231
28	0.123092	0.9455	0.174133
29	0.10247	0.7871	0.217191
30	-0.23058	-1.7711	0.040853
31	0.156649	1.2032	0.116845
32	-0.083608	-0.6422	0.261613
33	-0.065428	-0.5026	0.30857
34	0.058218	0.4472	0.32819
35	-0.028817	-0.2213	0.412794
36	0.051248	0.3936	0.347633
37	0.087211	0.6699	0.252773
38	-0.119331	-0.9166	0.181543
39	0.066484	0.5107	0.305742
40	-0.0457	-0.351	0.363408
41	-0.110573	-0.8493	0.199566
42	0.090199	0.6928	0.245566
43	0.031378	0.241	0.405187
44	-0.053781	-0.4131	0.340515
45	0.090243	0.6932	0.245462
46	-0.038928	-0.299	0.38299
47	0.042883	0.3294	0.371513
48	-0.099091	-0.7611	0.224805

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.387425 & -2.9759 & 0.002115 \tabularnewline
2 & -0.141725 & -1.0886 & 0.140377 \tabularnewline
3 & 0.221693 & 1.7029 & 0.046929 \tabularnewline
4 & -0.278161 & -2.1366 & 0.018394 \tabularnewline
5 & -0.002569 & -0.0197 & 0.492161 \tabularnewline
6 & 0.227935 & 1.7508 & 0.042589 \tabularnewline
7 & -0.307923 & -2.3652 & 0.010664 \tabularnewline
8 & 0.323279 & 2.4832 & 0.007942 \tabularnewline
9 & 0.011271 & 0.0866 & 0.465653 \tabularnewline
10 & -0.209685 & -1.6106 & 0.0563 \tabularnewline
11 & 0.300173 & 2.3057 & 0.012331 \tabularnewline
12 & -0.190173 & -1.4607 & 0.074695 \tabularnewline
13 & -0.27215 & -2.0904 & 0.020449 \tabularnewline
14 & 0.325051 & 2.4968 & 0.007672 \tabularnewline
15 & -0.075001 & -0.5761 & 0.283371 \tabularnewline
16 & -0.094944 & -0.7293 & 0.234359 \tabularnewline
17 & 0.202907 & 1.5586 & 0.062225 \tabularnewline
18 & -0.086453 & -0.6641 & 0.254621 \tabularnewline
19 & -0.074461 & -0.5719 & 0.284765 \tabularnewline
20 & 0.102742 & 0.7892 & 0.216584 \tabularnewline
21 & -0.06565 & -0.5043 & 0.307976 \tabularnewline
22 & -0.027024 & -0.2076 & 0.418139 \tabularnewline
23 & 0.102535 & 0.7876 & 0.217047 \tabularnewline
24 & -0.199561 & -1.5329 & 0.065328 \tabularnewline
25 & 0.152109 & 1.1684 & 0.123679 \tabularnewline
26 & 0.030717 & 0.2359 & 0.407147 \tabularnewline
27 & -0.162655 & -1.2494 & 0.108231 \tabularnewline
28 & 0.123092 & 0.9455 & 0.174133 \tabularnewline
29 & 0.10247 & 0.7871 & 0.217191 \tabularnewline
30 & -0.23058 & -1.7711 & 0.040853 \tabularnewline
31 & 0.156649 & 1.2032 & 0.116845 \tabularnewline
32 & -0.083608 & -0.6422 & 0.261613 \tabularnewline
33 & -0.065428 & -0.5026 & 0.30857 \tabularnewline
34 & 0.058218 & 0.4472 & 0.32819 \tabularnewline
35 & -0.028817 & -0.2213 & 0.412794 \tabularnewline
36 & 0.051248 & 0.3936 & 0.347633 \tabularnewline
37 & 0.087211 & 0.6699 & 0.252773 \tabularnewline
38 & -0.119331 & -0.9166 & 0.181543 \tabularnewline
39 & 0.066484 & 0.5107 & 0.305742 \tabularnewline
40 & -0.0457 & -0.351 & 0.363408 \tabularnewline
41 & -0.110573 & -0.8493 & 0.199566 \tabularnewline
42 & 0.090199 & 0.6928 & 0.245566 \tabularnewline
43 & 0.031378 & 0.241 & 0.405187 \tabularnewline
44 & -0.053781 & -0.4131 & 0.340515 \tabularnewline
45 & 0.090243 & 0.6932 & 0.245462 \tabularnewline
46 & -0.038928 & -0.299 & 0.38299 \tabularnewline
47 & 0.042883 & 0.3294 & 0.371513 \tabularnewline
48 & -0.099091 & -0.7611 & 0.224805 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106926&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]-0.387425[/C][C]-2.9759[/C][C]0.002115[/C][/ROW]
[ROW][C]2[/C][C]-0.141725[/C][C]-1.0886[/C][C]0.140377[/C][/ROW]
[ROW][C]3[/C][C]0.221693[/C][C]1.7029[/C][C]0.046929[/C][/ROW]
[ROW][C]4[/C][C]-0.278161[/C][C]-2.1366[/C][C]0.018394[/C][/ROW]
[ROW][C]5[/C][C]-0.002569[/C][C]-0.0197[/C][C]0.492161[/C][/ROW]
[ROW][C]6[/C][C]0.227935[/C][C]1.7508[/C][C]0.042589[/C][/ROW]
[ROW][C]7[/C][C]-0.307923[/C][C]-2.3652[/C][C]0.010664[/C][/ROW]
[ROW][C]8[/C][C]0.323279[/C][C]2.4832[/C][C]0.007942[/C][/ROW]
[ROW][C]9[/C][C]0.011271[/C][C]0.0866[/C][C]0.465653[/C][/ROW]
[ROW][C]10[/C][C]-0.209685[/C][C]-1.6106[/C][C]0.0563[/C][/ROW]
[ROW][C]11[/C][C]0.300173[/C][C]2.3057[/C][C]0.012331[/C][/ROW]
[ROW][C]12[/C][C]-0.190173[/C][C]-1.4607[/C][C]0.074695[/C][/ROW]
[ROW][C]13[/C][C]-0.27215[/C][C]-2.0904[/C][C]0.020449[/C][/ROW]
[ROW][C]14[/C][C]0.325051[/C][C]2.4968[/C][C]0.007672[/C][/ROW]
[ROW][C]15[/C][C]-0.075001[/C][C]-0.5761[/C][C]0.283371[/C][/ROW]
[ROW][C]16[/C][C]-0.094944[/C][C]-0.7293[/C][C]0.234359[/C][/ROW]
[ROW][C]17[/C][C]0.202907[/C][C]1.5586[/C][C]0.062225[/C][/ROW]
[ROW][C]18[/C][C]-0.086453[/C][C]-0.6641[/C][C]0.254621[/C][/ROW]
[ROW][C]19[/C][C]-0.074461[/C][C]-0.5719[/C][C]0.284765[/C][/ROW]
[ROW][C]20[/C][C]0.102742[/C][C]0.7892[/C][C]0.216584[/C][/ROW]
[ROW][C]21[/C][C]-0.06565[/C][C]-0.5043[/C][C]0.307976[/C][/ROW]
[ROW][C]22[/C][C]-0.027024[/C][C]-0.2076[/C][C]0.418139[/C][/ROW]
[ROW][C]23[/C][C]0.102535[/C][C]0.7876[/C][C]0.217047[/C][/ROW]
[ROW][C]24[/C][C]-0.199561[/C][C]-1.5329[/C][C]0.065328[/C][/ROW]
[ROW][C]25[/C][C]0.152109[/C][C]1.1684[/C][C]0.123679[/C][/ROW]
[ROW][C]26[/C][C]0.030717[/C][C]0.2359[/C][C]0.407147[/C][/ROW]
[ROW][C]27[/C][C]-0.162655[/C][C]-1.2494[/C][C]0.108231[/C][/ROW]
[ROW][C]28[/C][C]0.123092[/C][C]0.9455[/C][C]0.174133[/C][/ROW]
[ROW][C]29[/C][C]0.10247[/C][C]0.7871[/C][C]0.217191[/C][/ROW]
[ROW][C]30[/C][C]-0.23058[/C][C]-1.7711[/C][C]0.040853[/C][/ROW]
[ROW][C]31[/C][C]0.156649[/C][C]1.2032[/C][C]0.116845[/C][/ROW]
[ROW][C]32[/C][C]-0.083608[/C][C]-0.6422[/C][C]0.261613[/C][/ROW]
[ROW][C]33[/C][C]-0.065428[/C][C]-0.5026[/C][C]0.30857[/C][/ROW]
[ROW][C]34[/C][C]0.058218[/C][C]0.4472[/C][C]0.32819[/C][/ROW]
[ROW][C]35[/C][C]-0.028817[/C][C]-0.2213[/C][C]0.412794[/C][/ROW]
[ROW][C]36[/C][C]0.051248[/C][C]0.3936[/C][C]0.347633[/C][/ROW]
[ROW][C]37[/C][C]0.087211[/C][C]0.6699[/C][C]0.252773[/C][/ROW]
[ROW][C]38[/C][C]-0.119331[/C][C]-0.9166[/C][C]0.181543[/C][/ROW]
[ROW][C]39[/C][C]0.066484[/C][C]0.5107[/C][C]0.305742[/C][/ROW]
[ROW][C]40[/C][C]-0.0457[/C][C]-0.351[/C][C]0.363408[/C][/ROW]
[ROW][C]41[/C][C]-0.110573[/C][C]-0.8493[/C][C]0.199566[/C][/ROW]
[ROW][C]42[/C][C]0.090199[/C][C]0.6928[/C][C]0.245566[/C][/ROW]
[ROW][C]43[/C][C]0.031378[/C][C]0.241[/C][C]0.405187[/C][/ROW]
[ROW][C]44[/C][C]-0.053781[/C][C]-0.4131[/C][C]0.340515[/C][/ROW]
[ROW][C]45[/C][C]0.090243[/C][C]0.6932[/C][C]0.245462[/C][/ROW]
[ROW][C]46[/C][C]-0.038928[/C][C]-0.299[/C][C]0.38299[/C][/ROW]
[ROW][C]47[/C][C]0.042883[/C][C]0.3294[/C][C]0.371513[/C][/ROW]
[ROW][C]48[/C][C]-0.099091[/C][C]-0.7611[/C][C]0.224805[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106926&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106926&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	-0.387425	-2.9759	0.002115
2	-0.141725	-1.0886	0.140377
3	0.221693	1.7029	0.046929
4	-0.278161	-2.1366	0.018394
5	-0.002569	-0.0197	0.492161
6	0.227935	1.7508	0.042589
7	-0.307923	-2.3652	0.010664
8	0.323279	2.4832	0.007942
9	0.011271	0.0866	0.465653
10	-0.209685	-1.6106	0.0563
11	0.300173	2.3057	0.012331
12	-0.190173	-1.4607	0.074695
13	-0.27215	-2.0904	0.020449
14	0.325051	2.4968	0.007672
15	-0.075001	-0.5761	0.283371
16	-0.094944	-0.7293	0.234359
17	0.202907	1.5586	0.062225
18	-0.086453	-0.6641	0.254621
19	-0.074461	-0.5719	0.284765
20	0.102742	0.7892	0.216584
21	-0.06565	-0.5043	0.307976
22	-0.027024	-0.2076	0.418139
23	0.102535	0.7876	0.217047
24	-0.199561	-1.5329	0.065328
25	0.152109	1.1684	0.123679
26	0.030717	0.2359	0.407147
27	-0.162655	-1.2494	0.108231
28	0.123092	0.9455	0.174133
29	0.10247	0.7871	0.217191
30	-0.23058	-1.7711	0.040853
31	0.156649	1.2032	0.116845
32	-0.083608	-0.6422	0.261613
33	-0.065428	-0.5026	0.30857
34	0.058218	0.4472	0.32819
35	-0.028817	-0.2213	0.412794
36	0.051248	0.3936	0.347633
37	0.087211	0.6699	0.252773
38	-0.119331	-0.9166	0.181543
39	0.066484	0.5107	0.305742
40	-0.0457	-0.351	0.363408
41	-0.110573	-0.8493	0.199566
42	0.090199	0.6928	0.245566
43	0.031378	0.241	0.405187
44	-0.053781	-0.4131	0.340515
45	0.090243	0.6932	0.245462
46	-0.038928	-0.299	0.38299
47	0.042883	0.3294	0.371513
48	-0.099091	-0.7611	0.224805

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.387425	-2.9759	0.002115
2	-0.34336	-2.6374	0.005332
3	0.019883	0.1527	0.439569
4	-0.271932	-2.0887	0.020527
5	-0.248365	-1.9077	0.030648
6	-0.003706	-0.0285	0.488693
7	-0.289875	-2.2266	0.014903
8	0.140036	1.0756	0.143234
9	0.081493	0.626	0.266879
10	0.044883	0.3448	0.365754
11	0.299324	2.2991	0.012527
12	0.106802	0.8204	0.207657
13	-0.153707	-1.1806	0.12124
14	-0.054489	-0.4185	0.338536
15	0.074634	0.5733	0.284319
16	-0.124126	-0.9534	0.17213
17	-0.140224	-1.0771	0.142914
18	0.0512	0.3933	0.347767
19	-0.155884	-1.1974	0.117976
20	-0.099158	-0.7616	0.224653
21	0.19695	1.5128	0.067834
22	-0.00062	-0.0048	0.498109
23	0.09579	0.7358	0.23239
24	-0.014239	-0.1094	0.456639
25	0.002573	0.0198	0.492149
26	-0.138803	-1.0662	0.145346
27	-0.084694	-0.6505	0.258933
28	-0.042775	-0.3286	0.371826
29	-0.033394	-0.2565	0.399226
30	-0.011294	-0.0868	0.465581
31	0.028335	0.2176	0.414227
32	-0.124367	-0.9553	0.171666
33	0.026521	0.2037	0.41964
34	-0.091525	-0.703	0.242405
35	-0.119523	-0.9181	0.181159
36	8.9e-05	7e-04	0.499728
37	-0.046844	-0.3598	0.360136
38	0.004381	0.0336	0.486636
39	0.026545	0.2039	0.419569
40	-0.001711	-0.0131	0.494778
41	-0.025594	-0.1966	0.422412
42	0.044979	0.3455	0.365478
43	0.056604	0.4348	0.332653
44	-0.096537	-0.7415	0.230662
45	0.018109	0.1391	0.444923
46	-0.092855	-0.7132	0.239256
47	-0.017266	-0.1326	0.447472
48	-0.115038	-0.8836	0.190244

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.387425 & -2.9759 & 0.002115 \tabularnewline
2 & -0.34336 & -2.6374 & 0.005332 \tabularnewline
3 & 0.019883 & 0.1527 & 0.439569 \tabularnewline
4 & -0.271932 & -2.0887 & 0.020527 \tabularnewline
5 & -0.248365 & -1.9077 & 0.030648 \tabularnewline
6 & -0.003706 & -0.0285 & 0.488693 \tabularnewline
7 & -0.289875 & -2.2266 & 0.014903 \tabularnewline
8 & 0.140036 & 1.0756 & 0.143234 \tabularnewline
9 & 0.081493 & 0.626 & 0.266879 \tabularnewline
10 & 0.044883 & 0.3448 & 0.365754 \tabularnewline
11 & 0.299324 & 2.2991 & 0.012527 \tabularnewline
12 & 0.106802 & 0.8204 & 0.207657 \tabularnewline
13 & -0.153707 & -1.1806 & 0.12124 \tabularnewline
14 & -0.054489 & -0.4185 & 0.338536 \tabularnewline
15 & 0.074634 & 0.5733 & 0.284319 \tabularnewline
16 & -0.124126 & -0.9534 & 0.17213 \tabularnewline
17 & -0.140224 & -1.0771 & 0.142914 \tabularnewline
18 & 0.0512 & 0.3933 & 0.347767 \tabularnewline
19 & -0.155884 & -1.1974 & 0.117976 \tabularnewline
20 & -0.099158 & -0.7616 & 0.224653 \tabularnewline
21 & 0.19695 & 1.5128 & 0.067834 \tabularnewline
22 & -0.00062 & -0.0048 & 0.498109 \tabularnewline
23 & 0.09579 & 0.7358 & 0.23239 \tabularnewline
24 & -0.014239 & -0.1094 & 0.456639 \tabularnewline
25 & 0.002573 & 0.0198 & 0.492149 \tabularnewline
26 & -0.138803 & -1.0662 & 0.145346 \tabularnewline
27 & -0.084694 & -0.6505 & 0.258933 \tabularnewline
28 & -0.042775 & -0.3286 & 0.371826 \tabularnewline
29 & -0.033394 & -0.2565 & 0.399226 \tabularnewline
30 & -0.011294 & -0.0868 & 0.465581 \tabularnewline
31 & 0.028335 & 0.2176 & 0.414227 \tabularnewline
32 & -0.124367 & -0.9553 & 0.171666 \tabularnewline
33 & 0.026521 & 0.2037 & 0.41964 \tabularnewline
34 & -0.091525 & -0.703 & 0.242405 \tabularnewline
35 & -0.119523 & -0.9181 & 0.181159 \tabularnewline
36 & 8.9e-05 & 7e-04 & 0.499728 \tabularnewline
37 & -0.046844 & -0.3598 & 0.360136 \tabularnewline
38 & 0.004381 & 0.0336 & 0.486636 \tabularnewline
39 & 0.026545 & 0.2039 & 0.419569 \tabularnewline
40 & -0.001711 & -0.0131 & 0.494778 \tabularnewline
41 & -0.025594 & -0.1966 & 0.422412 \tabularnewline
42 & 0.044979 & 0.3455 & 0.365478 \tabularnewline
43 & 0.056604 & 0.4348 & 0.332653 \tabularnewline
44 & -0.096537 & -0.7415 & 0.230662 \tabularnewline
45 & 0.018109 & 0.1391 & 0.444923 \tabularnewline
46 & -0.092855 & -0.7132 & 0.239256 \tabularnewline
47 & -0.017266 & -0.1326 & 0.447472 \tabularnewline
48 & -0.115038 & -0.8836 & 0.190244 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106926&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]-0.387425[/C][C]-2.9759[/C][C]0.002115[/C][/ROW]
[ROW][C]2[/C][C]-0.34336[/C][C]-2.6374[/C][C]0.005332[/C][/ROW]
[ROW][C]3[/C][C]0.019883[/C][C]0.1527[/C][C]0.439569[/C][/ROW]
[ROW][C]4[/C][C]-0.271932[/C][C]-2.0887[/C][C]0.020527[/C][/ROW]
[ROW][C]5[/C][C]-0.248365[/C][C]-1.9077[/C][C]0.030648[/C][/ROW]
[ROW][C]6[/C][C]-0.003706[/C][C]-0.0285[/C][C]0.488693[/C][/ROW]
[ROW][C]7[/C][C]-0.289875[/C][C]-2.2266[/C][C]0.014903[/C][/ROW]
[ROW][C]8[/C][C]0.140036[/C][C]1.0756[/C][C]0.143234[/C][/ROW]
[ROW][C]9[/C][C]0.081493[/C][C]0.626[/C][C]0.266879[/C][/ROW]
[ROW][C]10[/C][C]0.044883[/C][C]0.3448[/C][C]0.365754[/C][/ROW]
[ROW][C]11[/C][C]0.299324[/C][C]2.2991[/C][C]0.012527[/C][/ROW]
[ROW][C]12[/C][C]0.106802[/C][C]0.8204[/C][C]0.207657[/C][/ROW]
[ROW][C]13[/C][C]-0.153707[/C][C]-1.1806[/C][C]0.12124[/C][/ROW]
[ROW][C]14[/C][C]-0.054489[/C][C]-0.4185[/C][C]0.338536[/C][/ROW]
[ROW][C]15[/C][C]0.074634[/C][C]0.5733[/C][C]0.284319[/C][/ROW]
[ROW][C]16[/C][C]-0.124126[/C][C]-0.9534[/C][C]0.17213[/C][/ROW]
[ROW][C]17[/C][C]-0.140224[/C][C]-1.0771[/C][C]0.142914[/C][/ROW]
[ROW][C]18[/C][C]0.0512[/C][C]0.3933[/C][C]0.347767[/C][/ROW]
[ROW][C]19[/C][C]-0.155884[/C][C]-1.1974[/C][C]0.117976[/C][/ROW]
[ROW][C]20[/C][C]-0.099158[/C][C]-0.7616[/C][C]0.224653[/C][/ROW]
[ROW][C]21[/C][C]0.19695[/C][C]1.5128[/C][C]0.067834[/C][/ROW]
[ROW][C]22[/C][C]-0.00062[/C][C]-0.0048[/C][C]0.498109[/C][/ROW]
[ROW][C]23[/C][C]0.09579[/C][C]0.7358[/C][C]0.23239[/C][/ROW]
[ROW][C]24[/C][C]-0.014239[/C][C]-0.1094[/C][C]0.456639[/C][/ROW]
[ROW][C]25[/C][C]0.002573[/C][C]0.0198[/C][C]0.492149[/C][/ROW]
[ROW][C]26[/C][C]-0.138803[/C][C]-1.0662[/C][C]0.145346[/C][/ROW]
[ROW][C]27[/C][C]-0.084694[/C][C]-0.6505[/C][C]0.258933[/C][/ROW]
[ROW][C]28[/C][C]-0.042775[/C][C]-0.3286[/C][C]0.371826[/C][/ROW]
[ROW][C]29[/C][C]-0.033394[/C][C]-0.2565[/C][C]0.399226[/C][/ROW]
[ROW][C]30[/C][C]-0.011294[/C][C]-0.0868[/C][C]0.465581[/C][/ROW]
[ROW][C]31[/C][C]0.028335[/C][C]0.2176[/C][C]0.414227[/C][/ROW]
[ROW][C]32[/C][C]-0.124367[/C][C]-0.9553[/C][C]0.171666[/C][/ROW]
[ROW][C]33[/C][C]0.026521[/C][C]0.2037[/C][C]0.41964[/C][/ROW]
[ROW][C]34[/C][C]-0.091525[/C][C]-0.703[/C][C]0.242405[/C][/ROW]
[ROW][C]35[/C][C]-0.119523[/C][C]-0.9181[/C][C]0.181159[/C][/ROW]
[ROW][C]36[/C][C]8.9e-05[/C][C]7e-04[/C][C]0.499728[/C][/ROW]
[ROW][C]37[/C][C]-0.046844[/C][C]-0.3598[/C][C]0.360136[/C][/ROW]
[ROW][C]38[/C][C]0.004381[/C][C]0.0336[/C][C]0.486636[/C][/ROW]
[ROW][C]39[/C][C]0.026545[/C][C]0.2039[/C][C]0.419569[/C][/ROW]
[ROW][C]40[/C][C]-0.001711[/C][C]-0.0131[/C][C]0.494778[/C][/ROW]
[ROW][C]41[/C][C]-0.025594[/C][C]-0.1966[/C][C]0.422412[/C][/ROW]
[ROW][C]42[/C][C]0.044979[/C][C]0.3455[/C][C]0.365478[/C][/ROW]
[ROW][C]43[/C][C]0.056604[/C][C]0.4348[/C][C]0.332653[/C][/ROW]
[ROW][C]44[/C][C]-0.096537[/C][C]-0.7415[/C][C]0.230662[/C][/ROW]
[ROW][C]45[/C][C]0.018109[/C][C]0.1391[/C][C]0.444923[/C][/ROW]
[ROW][C]46[/C][C]-0.092855[/C][C]-0.7132[/C][C]0.239256[/C][/ROW]
[ROW][C]47[/C][C]-0.017266[/C][C]-0.1326[/C][C]0.447472[/C][/ROW]
[ROW][C]48[/C][C]-0.115038[/C][C]-0.8836[/C][C]0.190244[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106926&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106926&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	-0.387425	-2.9759	0.002115
2	-0.34336	-2.6374	0.005332
3	0.019883	0.1527	0.439569
4	-0.271932	-2.0887	0.020527
5	-0.248365	-1.9077	0.030648
6	-0.003706	-0.0285	0.488693
7	-0.289875	-2.2266	0.014903
8	0.140036	1.0756	0.143234
9	0.081493	0.626	0.266879
10	0.044883	0.3448	0.365754
11	0.299324	2.2991	0.012527
12	0.106802	0.8204	0.207657
13	-0.153707	-1.1806	0.12124
14	-0.054489	-0.4185	0.338536
15	0.074634	0.5733	0.284319
16	-0.124126	-0.9534	0.17213
17	-0.140224	-1.0771	0.142914
18	0.0512	0.3933	0.347767
19	-0.155884	-1.1974	0.117976
20	-0.099158	-0.7616	0.224653
21	0.19695	1.5128	0.067834
22	-0.00062	-0.0048	0.498109
23	0.09579	0.7358	0.23239
24	-0.014239	-0.1094	0.456639
25	0.002573	0.0198	0.492149
26	-0.138803	-1.0662	0.145346
27	-0.084694	-0.6505	0.258933
28	-0.042775	-0.3286	0.371826
29	-0.033394	-0.2565	0.399226
30	-0.011294	-0.0868	0.465581
31	0.028335	0.2176	0.414227
32	-0.124367	-0.9553	0.171666
33	0.026521	0.2037	0.41964
34	-0.091525	-0.703	0.242405
35	-0.119523	-0.9181	0.181159
36	8.9e-05	7e-04	0.499728
37	-0.046844	-0.3598	0.360136
38	0.004381	0.0336	0.486636
39	0.026545	0.2039	0.419569
40	-0.001711	-0.0131	0.494778
41	-0.025594	-0.1966	0.422412
42	0.044979	0.3455	0.365478
43	0.056604	0.4348	0.332653
44	-0.096537	-0.7415	0.230662
45	0.018109	0.1391	0.444923
46	-0.092855	-0.7132	0.239256
47	-0.017266	-0.1326	0.447472
48	-0.115038	-0.8836	0.190244

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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