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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 14 Dec 2010 13:57:45 +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/14/t1292335087bvkuy9bsao9xcd6.htm/, Retrieved Thu, 02 May 2024 23:29:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109660, Retrieved Thu, 02 May 2024 23:29:29 +0000

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Estimated Impact

131

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

-     [Univariate Data Series] [] [2008-12-14 11:54:22] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMPD    [(Partial) Autocorrelation Function] [gedifferentieerde...] [2010-12-14 13:57:45] [186d70462ffc26ec970915be294cb975] [Current]
-           [(Partial) Autocorrelation Function] [] [2010-12-16 18:20:33] [fa409bd323d47d7cf4d4bfe80571749f] 
-             [(Partial) Autocorrelation Function] [] [2010-12-28 19:35:48] [fa409bd323d47d7cf4d4bfe80571749f] 
- R  D        [(Partial) Autocorrelation Function] [] [2010-12-29 09:21:52] [8a12eeeb546060995f18439d3f99cdb1] 
-    D        [(Partial) Autocorrelation Function] [ACF with D=1] [2010-12-29 10:00:12] [14bb7b0a8b81eed6207eeab240457b45] 
-    D      [(Partial) Autocorrelation Function] [] [2010-12-16 19:11:11] [8a12eeeb546060995f18439d3f99cdb1] 

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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=109660&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=109660&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109660&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	-0.267951	-2.9353	0.001997
2	0.173517	1.9008	0.029865
3	0.312866	3.4273	0.000418
4	-0.146369	-1.6034	0.055738
5	0.1846	2.0222	0.02269
6	0.190251	2.0841	0.019637
7	-0.174742	-1.9142	0.028988
8	0.114826	1.2579	0.105444
9	0.228714	2.5054	0.006785
10	-0.155867	-1.7074	0.045163
11	0.147725	1.6182	0.054117
12	0.00026	0.0029	0.498864
13	-0.204691	-2.2423	0.01339
14	0.274382	3.0057	0.001614
15	-0.105528	-1.156	0.124989
16	-0.114803	-1.2576	0.105489
17	0.11134	1.2197	0.112491
18	-0.053778	-0.5891	0.27845
19	-0.136572	-1.4961	0.068631
20	0.083052	0.9098	0.182379
21	-0.072389	-0.793	0.214676
22	-0.225909	-2.4747	0.007366
23	0.257527	2.8211	0.002802
24	-0.252359	-2.7645	0.003301
25	-0.07406	-0.8113	0.209403
26	0.060479	0.6625	0.254457
27	-0.138834	-1.5208	0.065465
28	-0.032848	-0.3598	0.359803
29	0.029821	0.3267	0.372241
30	-0.120622	-1.3213	0.09445
31	0.002489	0.0273	0.489147
32	0.096789	1.0603	0.145576
33	-0.12767	-1.3986	0.082263
34	-0.021295	-0.2333	0.407973
35	0.157143	1.7214	0.043876
36	-0.267321	-2.9284	0.002039
37	0.273448	2.9955	0.001665
38	-0.095191	-1.0428	0.149576
39	-0.098241	-1.0762	0.142004
40	0.154249	1.6897	0.046839
41	0.004524	0.0496	0.480281
42	-0.063039	-0.6906	0.245588
43	0.104039	1.1397	0.128343
44	0.026583	0.2912	0.385699
45	-0.038073	-0.4171	0.338685
46	0.192678	2.1107	0.018438
47	-0.01245	-0.1364	0.445872
48	-0.077238	-0.8461	0.199591

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.267951 & -2.9353 & 0.001997 \tabularnewline
2 & 0.173517 & 1.9008 & 0.029865 \tabularnewline
3 & 0.312866 & 3.4273 & 0.000418 \tabularnewline
4 & -0.146369 & -1.6034 & 0.055738 \tabularnewline
5 & 0.1846 & 2.0222 & 0.02269 \tabularnewline
6 & 0.190251 & 2.0841 & 0.019637 \tabularnewline
7 & -0.174742 & -1.9142 & 0.028988 \tabularnewline
8 & 0.114826 & 1.2579 & 0.105444 \tabularnewline
9 & 0.228714 & 2.5054 & 0.006785 \tabularnewline
10 & -0.155867 & -1.7074 & 0.045163 \tabularnewline
11 & 0.147725 & 1.6182 & 0.054117 \tabularnewline
12 & 0.00026 & 0.0029 & 0.498864 \tabularnewline
13 & -0.204691 & -2.2423 & 0.01339 \tabularnewline
14 & 0.274382 & 3.0057 & 0.001614 \tabularnewline
15 & -0.105528 & -1.156 & 0.124989 \tabularnewline
16 & -0.114803 & -1.2576 & 0.105489 \tabularnewline
17 & 0.11134 & 1.2197 & 0.112491 \tabularnewline
18 & -0.053778 & -0.5891 & 0.27845 \tabularnewline
19 & -0.136572 & -1.4961 & 0.068631 \tabularnewline
20 & 0.083052 & 0.9098 & 0.182379 \tabularnewline
21 & -0.072389 & -0.793 & 0.214676 \tabularnewline
22 & -0.225909 & -2.4747 & 0.007366 \tabularnewline
23 & 0.257527 & 2.8211 & 0.002802 \tabularnewline
24 & -0.252359 & -2.7645 & 0.003301 \tabularnewline
25 & -0.07406 & -0.8113 & 0.209403 \tabularnewline
26 & 0.060479 & 0.6625 & 0.254457 \tabularnewline
27 & -0.138834 & -1.5208 & 0.065465 \tabularnewline
28 & -0.032848 & -0.3598 & 0.359803 \tabularnewline
29 & 0.029821 & 0.3267 & 0.372241 \tabularnewline
30 & -0.120622 & -1.3213 & 0.09445 \tabularnewline
31 & 0.002489 & 0.0273 & 0.489147 \tabularnewline
32 & 0.096789 & 1.0603 & 0.145576 \tabularnewline
33 & -0.12767 & -1.3986 & 0.082263 \tabularnewline
34 & -0.021295 & -0.2333 & 0.407973 \tabularnewline
35 & 0.157143 & 1.7214 & 0.043876 \tabularnewline
36 & -0.267321 & -2.9284 & 0.002039 \tabularnewline
37 & 0.273448 & 2.9955 & 0.001665 \tabularnewline
38 & -0.095191 & -1.0428 & 0.149576 \tabularnewline
39 & -0.098241 & -1.0762 & 0.142004 \tabularnewline
40 & 0.154249 & 1.6897 & 0.046839 \tabularnewline
41 & 0.004524 & 0.0496 & 0.480281 \tabularnewline
42 & -0.063039 & -0.6906 & 0.245588 \tabularnewline
43 & 0.104039 & 1.1397 & 0.128343 \tabularnewline
44 & 0.026583 & 0.2912 & 0.385699 \tabularnewline
45 & -0.038073 & -0.4171 & 0.338685 \tabularnewline
46 & 0.192678 & 2.1107 & 0.018438 \tabularnewline
47 & -0.01245 & -0.1364 & 0.445872 \tabularnewline
48 & -0.077238 & -0.8461 & 0.199591 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109660&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]-0.267951[/C][C]-2.9353[/C][C]0.001997[/C][/ROW]
[ROW][C]2[/C][C]0.173517[/C][C]1.9008[/C][C]0.029865[/C][/ROW]
[ROW][C]3[/C][C]0.312866[/C][C]3.4273[/C][C]0.000418[/C][/ROW]
[ROW][C]4[/C][C]-0.146369[/C][C]-1.6034[/C][C]0.055738[/C][/ROW]
[ROW][C]5[/C][C]0.1846[/C][C]2.0222[/C][C]0.02269[/C][/ROW]
[ROW][C]6[/C][C]0.190251[/C][C]2.0841[/C][C]0.019637[/C][/ROW]
[ROW][C]7[/C][C]-0.174742[/C][C]-1.9142[/C][C]0.028988[/C][/ROW]
[ROW][C]8[/C][C]0.114826[/C][C]1.2579[/C][C]0.105444[/C][/ROW]
[ROW][C]9[/C][C]0.228714[/C][C]2.5054[/C][C]0.006785[/C][/ROW]
[ROW][C]10[/C][C]-0.155867[/C][C]-1.7074[/C][C]0.045163[/C][/ROW]
[ROW][C]11[/C][C]0.147725[/C][C]1.6182[/C][C]0.054117[/C][/ROW]
[ROW][C]12[/C][C]0.00026[/C][C]0.0029[/C][C]0.498864[/C][/ROW]
[ROW][C]13[/C][C]-0.204691[/C][C]-2.2423[/C][C]0.01339[/C][/ROW]
[ROW][C]14[/C][C]0.274382[/C][C]3.0057[/C][C]0.001614[/C][/ROW]
[ROW][C]15[/C][C]-0.105528[/C][C]-1.156[/C][C]0.124989[/C][/ROW]
[ROW][C]16[/C][C]-0.114803[/C][C]-1.2576[/C][C]0.105489[/C][/ROW]
[ROW][C]17[/C][C]0.11134[/C][C]1.2197[/C][C]0.112491[/C][/ROW]
[ROW][C]18[/C][C]-0.053778[/C][C]-0.5891[/C][C]0.27845[/C][/ROW]
[ROW][C]19[/C][C]-0.136572[/C][C]-1.4961[/C][C]0.068631[/C][/ROW]
[ROW][C]20[/C][C]0.083052[/C][C]0.9098[/C][C]0.182379[/C][/ROW]
[ROW][C]21[/C][C]-0.072389[/C][C]-0.793[/C][C]0.214676[/C][/ROW]
[ROW][C]22[/C][C]-0.225909[/C][C]-2.4747[/C][C]0.007366[/C][/ROW]
[ROW][C]23[/C][C]0.257527[/C][C]2.8211[/C][C]0.002802[/C][/ROW]
[ROW][C]24[/C][C]-0.252359[/C][C]-2.7645[/C][C]0.003301[/C][/ROW]
[ROW][C]25[/C][C]-0.07406[/C][C]-0.8113[/C][C]0.209403[/C][/ROW]
[ROW][C]26[/C][C]0.060479[/C][C]0.6625[/C][C]0.254457[/C][/ROW]
[ROW][C]27[/C][C]-0.138834[/C][C]-1.5208[/C][C]0.065465[/C][/ROW]
[ROW][C]28[/C][C]-0.032848[/C][C]-0.3598[/C][C]0.359803[/C][/ROW]
[ROW][C]29[/C][C]0.029821[/C][C]0.3267[/C][C]0.372241[/C][/ROW]
[ROW][C]30[/C][C]-0.120622[/C][C]-1.3213[/C][C]0.09445[/C][/ROW]
[ROW][C]31[/C][C]0.002489[/C][C]0.0273[/C][C]0.489147[/C][/ROW]
[ROW][C]32[/C][C]0.096789[/C][C]1.0603[/C][C]0.145576[/C][/ROW]
[ROW][C]33[/C][C]-0.12767[/C][C]-1.3986[/C][C]0.082263[/C][/ROW]
[ROW][C]34[/C][C]-0.021295[/C][C]-0.2333[/C][C]0.407973[/C][/ROW]
[ROW][C]35[/C][C]0.157143[/C][C]1.7214[/C][C]0.043876[/C][/ROW]
[ROW][C]36[/C][C]-0.267321[/C][C]-2.9284[/C][C]0.002039[/C][/ROW]
[ROW][C]37[/C][C]0.273448[/C][C]2.9955[/C][C]0.001665[/C][/ROW]
[ROW][C]38[/C][C]-0.095191[/C][C]-1.0428[/C][C]0.149576[/C][/ROW]
[ROW][C]39[/C][C]-0.098241[/C][C]-1.0762[/C][C]0.142004[/C][/ROW]
[ROW][C]40[/C][C]0.154249[/C][C]1.6897[/C][C]0.046839[/C][/ROW]
[ROW][C]41[/C][C]0.004524[/C][C]0.0496[/C][C]0.480281[/C][/ROW]
[ROW][C]42[/C][C]-0.063039[/C][C]-0.6906[/C][C]0.245588[/C][/ROW]
[ROW][C]43[/C][C]0.104039[/C][C]1.1397[/C][C]0.128343[/C][/ROW]
[ROW][C]44[/C][C]0.026583[/C][C]0.2912[/C][C]0.385699[/C][/ROW]
[ROW][C]45[/C][C]-0.038073[/C][C]-0.4171[/C][C]0.338685[/C][/ROW]
[ROW][C]46[/C][C]0.192678[/C][C]2.1107[/C][C]0.018438[/C][/ROW]
[ROW][C]47[/C][C]-0.01245[/C][C]-0.1364[/C][C]0.445872[/C][/ROW]
[ROW][C]48[/C][C]-0.077238[/C][C]-0.8461[/C][C]0.199591[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109660&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109660&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	-0.267951	-2.9353	0.001997
2	0.173517	1.9008	0.029865
3	0.312866	3.4273	0.000418
4	-0.146369	-1.6034	0.055738
5	0.1846	2.0222	0.02269
6	0.190251	2.0841	0.019637
7	-0.174742	-1.9142	0.028988
8	0.114826	1.2579	0.105444
9	0.228714	2.5054	0.006785
10	-0.155867	-1.7074	0.045163
11	0.147725	1.6182	0.054117
12	0.00026	0.0029	0.498864
13	-0.204691	-2.2423	0.01339
14	0.274382	3.0057	0.001614
15	-0.105528	-1.156	0.124989
16	-0.114803	-1.2576	0.105489
17	0.11134	1.2197	0.112491
18	-0.053778	-0.5891	0.27845
19	-0.136572	-1.4961	0.068631
20	0.083052	0.9098	0.182379
21	-0.072389	-0.793	0.214676
22	-0.225909	-2.4747	0.007366
23	0.257527	2.8211	0.002802
24	-0.252359	-2.7645	0.003301
25	-0.07406	-0.8113	0.209403
26	0.060479	0.6625	0.254457
27	-0.138834	-1.5208	0.065465
28	-0.032848	-0.3598	0.359803
29	0.029821	0.3267	0.372241
30	-0.120622	-1.3213	0.09445
31	0.002489	0.0273	0.489147
32	0.096789	1.0603	0.145576
33	-0.12767	-1.3986	0.082263
34	-0.021295	-0.2333	0.407973
35	0.157143	1.7214	0.043876
36	-0.267321	-2.9284	0.002039
37	0.273448	2.9955	0.001665
38	-0.095191	-1.0428	0.149576
39	-0.098241	-1.0762	0.142004
40	0.154249	1.6897	0.046839
41	0.004524	0.0496	0.480281
42	-0.063039	-0.6906	0.245588
43	0.104039	1.1397	0.128343
44	0.026583	0.2912	0.385699
45	-0.038073	-0.4171	0.338685
46	0.192678	2.1107	0.018438
47	-0.01245	-0.1364	0.445872
48	-0.077238	-0.8461	0.199591

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.267951	-2.9353	0.001997
2	0.109587	1.2005	0.116162
3	0.418327	4.5825	6e-06
4	0.02429	0.2661	0.395315
5	0.0136	0.149	0.44091
6	0.185603	2.0332	0.02212
7	-0.086203	-0.9443	0.173457
8	-0.151796	-1.6628	0.049477
9	0.242407	2.6554	0.004498
10	0.085384	0.9353	0.175748
11	-0.090524	-0.9916	0.161685
12	-0.120803	-1.3233	0.094121
13	-0.175479	-1.9223	0.028471
14	0.124989	1.3692	0.086749
15	0.063094	0.6912	0.245401
16	-0.077592	-0.85	0.198516
17	-0.088147	-0.9656	0.168094
18	0.073723	0.8076	0.21046
19	-0.140122	-1.535	0.063713
20	-0.17074	-1.8704	0.031935
21	0.18094	1.9821	0.024877
22	-0.061777	-0.6767	0.249938
23	0.013039	0.1428	0.443329
24	-0.076283	-0.8356	0.202509
25	-0.098773	-1.082	0.140711
26	-0.094766	-1.0381	0.150654
27	0.147385	1.6145	0.054521
28	0.034385	0.3767	0.353543
29	-0.080392	-0.8807	0.190132
30	0.060772	0.6657	0.253431
31	0.05245	0.5746	0.283333
32	-0.050571	-0.554	0.290313
33	0.057675	0.6318	0.264361
34	-0.040914	-0.4482	0.327413
35	0.136409	1.4943	0.068864
36	-0.121854	-1.3348	0.092227
37	0.056352	0.6173	0.269102
38	-0.037282	-0.4084	0.341854
39	0.003915	0.0429	0.482933
40	-0.017076	-0.1871	0.425965
41	0.038601	0.4228	0.336581
42	0.061533	0.6741	0.250785
43	-0.043617	-0.4778	0.316831
44	0.002667	0.0292	0.488369
45	0.120029	1.3149	0.095533
46	-0.012914	-0.1415	0.443868
47	0.069698	0.7635	0.22333
48	-0.104444	-1.1441	0.127424

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.267951 & -2.9353 & 0.001997 \tabularnewline
2 & 0.109587 & 1.2005 & 0.116162 \tabularnewline
3 & 0.418327 & 4.5825 & 6e-06 \tabularnewline
4 & 0.02429 & 0.2661 & 0.395315 \tabularnewline
5 & 0.0136 & 0.149 & 0.44091 \tabularnewline
6 & 0.185603 & 2.0332 & 0.02212 \tabularnewline
7 & -0.086203 & -0.9443 & 0.173457 \tabularnewline
8 & -0.151796 & -1.6628 & 0.049477 \tabularnewline
9 & 0.242407 & 2.6554 & 0.004498 \tabularnewline
10 & 0.085384 & 0.9353 & 0.175748 \tabularnewline
11 & -0.090524 & -0.9916 & 0.161685 \tabularnewline
12 & -0.120803 & -1.3233 & 0.094121 \tabularnewline
13 & -0.175479 & -1.9223 & 0.028471 \tabularnewline
14 & 0.124989 & 1.3692 & 0.086749 \tabularnewline
15 & 0.063094 & 0.6912 & 0.245401 \tabularnewline
16 & -0.077592 & -0.85 & 0.198516 \tabularnewline
17 & -0.088147 & -0.9656 & 0.168094 \tabularnewline
18 & 0.073723 & 0.8076 & 0.21046 \tabularnewline
19 & -0.140122 & -1.535 & 0.063713 \tabularnewline
20 & -0.17074 & -1.8704 & 0.031935 \tabularnewline
21 & 0.18094 & 1.9821 & 0.024877 \tabularnewline
22 & -0.061777 & -0.6767 & 0.249938 \tabularnewline
23 & 0.013039 & 0.1428 & 0.443329 \tabularnewline
24 & -0.076283 & -0.8356 & 0.202509 \tabularnewline
25 & -0.098773 & -1.082 & 0.140711 \tabularnewline
26 & -0.094766 & -1.0381 & 0.150654 \tabularnewline
27 & 0.147385 & 1.6145 & 0.054521 \tabularnewline
28 & 0.034385 & 0.3767 & 0.353543 \tabularnewline
29 & -0.080392 & -0.8807 & 0.190132 \tabularnewline
30 & 0.060772 & 0.6657 & 0.253431 \tabularnewline
31 & 0.05245 & 0.5746 & 0.283333 \tabularnewline
32 & -0.050571 & -0.554 & 0.290313 \tabularnewline
33 & 0.057675 & 0.6318 & 0.264361 \tabularnewline
34 & -0.040914 & -0.4482 & 0.327413 \tabularnewline
35 & 0.136409 & 1.4943 & 0.068864 \tabularnewline
36 & -0.121854 & -1.3348 & 0.092227 \tabularnewline
37 & 0.056352 & 0.6173 & 0.269102 \tabularnewline
38 & -0.037282 & -0.4084 & 0.341854 \tabularnewline
39 & 0.003915 & 0.0429 & 0.482933 \tabularnewline
40 & -0.017076 & -0.1871 & 0.425965 \tabularnewline
41 & 0.038601 & 0.4228 & 0.336581 \tabularnewline
42 & 0.061533 & 0.6741 & 0.250785 \tabularnewline
43 & -0.043617 & -0.4778 & 0.316831 \tabularnewline
44 & 0.002667 & 0.0292 & 0.488369 \tabularnewline
45 & 0.120029 & 1.3149 & 0.095533 \tabularnewline
46 & -0.012914 & -0.1415 & 0.443868 \tabularnewline
47 & 0.069698 & 0.7635 & 0.22333 \tabularnewline
48 & -0.104444 & -1.1441 & 0.127424 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109660&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]-0.267951[/C][C]-2.9353[/C][C]0.001997[/C][/ROW]
[ROW][C]2[/C][C]0.109587[/C][C]1.2005[/C][C]0.116162[/C][/ROW]
[ROW][C]3[/C][C]0.418327[/C][C]4.5825[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]0.02429[/C][C]0.2661[/C][C]0.395315[/C][/ROW]
[ROW][C]5[/C][C]0.0136[/C][C]0.149[/C][C]0.44091[/C][/ROW]
[ROW][C]6[/C][C]0.185603[/C][C]2.0332[/C][C]0.02212[/C][/ROW]
[ROW][C]7[/C][C]-0.086203[/C][C]-0.9443[/C][C]0.173457[/C][/ROW]
[ROW][C]8[/C][C]-0.151796[/C][C]-1.6628[/C][C]0.049477[/C][/ROW]
[ROW][C]9[/C][C]0.242407[/C][C]2.6554[/C][C]0.004498[/C][/ROW]
[ROW][C]10[/C][C]0.085384[/C][C]0.9353[/C][C]0.175748[/C][/ROW]
[ROW][C]11[/C][C]-0.090524[/C][C]-0.9916[/C][C]0.161685[/C][/ROW]
[ROW][C]12[/C][C]-0.120803[/C][C]-1.3233[/C][C]0.094121[/C][/ROW]
[ROW][C]13[/C][C]-0.175479[/C][C]-1.9223[/C][C]0.028471[/C][/ROW]
[ROW][C]14[/C][C]0.124989[/C][C]1.3692[/C][C]0.086749[/C][/ROW]
[ROW][C]15[/C][C]0.063094[/C][C]0.6912[/C][C]0.245401[/C][/ROW]
[ROW][C]16[/C][C]-0.077592[/C][C]-0.85[/C][C]0.198516[/C][/ROW]
[ROW][C]17[/C][C]-0.088147[/C][C]-0.9656[/C][C]0.168094[/C][/ROW]
[ROW][C]18[/C][C]0.073723[/C][C]0.8076[/C][C]0.21046[/C][/ROW]
[ROW][C]19[/C][C]-0.140122[/C][C]-1.535[/C][C]0.063713[/C][/ROW]
[ROW][C]20[/C][C]-0.17074[/C][C]-1.8704[/C][C]0.031935[/C][/ROW]
[ROW][C]21[/C][C]0.18094[/C][C]1.9821[/C][C]0.024877[/C][/ROW]
[ROW][C]22[/C][C]-0.061777[/C][C]-0.6767[/C][C]0.249938[/C][/ROW]
[ROW][C]23[/C][C]0.013039[/C][C]0.1428[/C][C]0.443329[/C][/ROW]
[ROW][C]24[/C][C]-0.076283[/C][C]-0.8356[/C][C]0.202509[/C][/ROW]
[ROW][C]25[/C][C]-0.098773[/C][C]-1.082[/C][C]0.140711[/C][/ROW]
[ROW][C]26[/C][C]-0.094766[/C][C]-1.0381[/C][C]0.150654[/C][/ROW]
[ROW][C]27[/C][C]0.147385[/C][C]1.6145[/C][C]0.054521[/C][/ROW]
[ROW][C]28[/C][C]0.034385[/C][C]0.3767[/C][C]0.353543[/C][/ROW]
[ROW][C]29[/C][C]-0.080392[/C][C]-0.8807[/C][C]0.190132[/C][/ROW]
[ROW][C]30[/C][C]0.060772[/C][C]0.6657[/C][C]0.253431[/C][/ROW]
[ROW][C]31[/C][C]0.05245[/C][C]0.5746[/C][C]0.283333[/C][/ROW]
[ROW][C]32[/C][C]-0.050571[/C][C]-0.554[/C][C]0.290313[/C][/ROW]
[ROW][C]33[/C][C]0.057675[/C][C]0.6318[/C][C]0.264361[/C][/ROW]
[ROW][C]34[/C][C]-0.040914[/C][C]-0.4482[/C][C]0.327413[/C][/ROW]
[ROW][C]35[/C][C]0.136409[/C][C]1.4943[/C][C]0.068864[/C][/ROW]
[ROW][C]36[/C][C]-0.121854[/C][C]-1.3348[/C][C]0.092227[/C][/ROW]
[ROW][C]37[/C][C]0.056352[/C][C]0.6173[/C][C]0.269102[/C][/ROW]
[ROW][C]38[/C][C]-0.037282[/C][C]-0.4084[/C][C]0.341854[/C][/ROW]
[ROW][C]39[/C][C]0.003915[/C][C]0.0429[/C][C]0.482933[/C][/ROW]
[ROW][C]40[/C][C]-0.017076[/C][C]-0.1871[/C][C]0.425965[/C][/ROW]
[ROW][C]41[/C][C]0.038601[/C][C]0.4228[/C][C]0.336581[/C][/ROW]
[ROW][C]42[/C][C]0.061533[/C][C]0.6741[/C][C]0.250785[/C][/ROW]
[ROW][C]43[/C][C]-0.043617[/C][C]-0.4778[/C][C]0.316831[/C][/ROW]
[ROW][C]44[/C][C]0.002667[/C][C]0.0292[/C][C]0.488369[/C][/ROW]
[ROW][C]45[/C][C]0.120029[/C][C]1.3149[/C][C]0.095533[/C][/ROW]
[ROW][C]46[/C][C]-0.012914[/C][C]-0.1415[/C][C]0.443868[/C][/ROW]
[ROW][C]47[/C][C]0.069698[/C][C]0.7635[/C][C]0.22333[/C][/ROW]
[ROW][C]48[/C][C]-0.104444[/C][C]-1.1441[/C][C]0.127424[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109660&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109660&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	-0.267951	-2.9353	0.001997
2	0.109587	1.2005	0.116162
3	0.418327	4.5825	6e-06
4	0.02429	0.2661	0.395315
5	0.0136	0.149	0.44091
6	0.185603	2.0332	0.02212
7	-0.086203	-0.9443	0.173457
8	-0.151796	-1.6628	0.049477
9	0.242407	2.6554	0.004498
10	0.085384	0.9353	0.175748
11	-0.090524	-0.9916	0.161685
12	-0.120803	-1.3233	0.094121
13	-0.175479	-1.9223	0.028471
14	0.124989	1.3692	0.086749
15	0.063094	0.6912	0.245401
16	-0.077592	-0.85	0.198516
17	-0.088147	-0.9656	0.168094
18	0.073723	0.8076	0.21046
19	-0.140122	-1.535	0.063713
20	-0.17074	-1.8704	0.031935
21	0.18094	1.9821	0.024877
22	-0.061777	-0.6767	0.249938
23	0.013039	0.1428	0.443329
24	-0.076283	-0.8356	0.202509
25	-0.098773	-1.082	0.140711
26	-0.094766	-1.0381	0.150654
27	0.147385	1.6145	0.054521
28	0.034385	0.3767	0.353543
29	-0.080392	-0.8807	0.190132
30	0.060772	0.6657	0.253431
31	0.05245	0.5746	0.283333
32	-0.050571	-0.554	0.290313
33	0.057675	0.6318	0.264361
34	-0.040914	-0.4482	0.327413
35	0.136409	1.4943	0.068864
36	-0.121854	-1.3348	0.092227
37	0.056352	0.6173	0.269102
38	-0.037282	-0.4084	0.341854
39	0.003915	0.0429	0.482933
40	-0.017076	-0.1871	0.425965
41	0.038601	0.4228	0.336581
42	0.061533	0.6741	0.250785
43	-0.043617	-0.4778	0.316831
44	0.002667	0.0292	0.488369
45	0.120029	1.3149	0.095533
46	-0.012914	-0.1415	0.443868
47	0.069698	0.7635	0.22333
48	-0.104444	-1.1441	0.127424

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