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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 16 Dec 2010 11:01:16 +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/16/t1292497148ko76p6r9ves7g0x.htm/, Retrieved Fri, 03 May 2024 11:12:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110853, Retrieved Fri, 03 May 2024 11:12:06 +0000

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User-defined keywords

Estimated Impact

160

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

-     [Bivariate Data Series] [Bivariate dataset] [2008-01-05 23:51:08] [74be16979710d4c4e7c6647856088456]
- RMPD  [Bivariate Explorative Data Analysis] [Ws4 part 1.1 s090...] [2009-10-27 21:56:53] [e0fc65a5811681d807296d590d5b45de]
-  M D    [Bivariate Explorative Data Analysis] [Paper; bivariate ...] [2009-12-19 19:10:37] [e0fc65a5811681d807296d590d5b45de]
- RMPD      [Cross Correlation Function] [cross correlation...] [2010-12-08 19:50:23] [74be16979710d4c4e7c6647856088456]
-   PD        [Cross Correlation Function] [] [2010-12-09 09:25:48] [b98453cac15ba1066b407e146608df68]
- R PD          [Cross Correlation Function] [CCF ] [2010-12-14 17:49:20] [04d4386fa51dbd2ef12d0f1f80644886]
- RMPD              [(Partial) Autocorrelation Function] [ACF aanvoerwaarde] [2010-12-16 11:01:16] [de8ccb310fbbdc3d90ae577a3e011cf9] [Current]

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Dataseries X:

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Histogram

Boxplots

6
6.81
9.75
6.96
3.94
5
4.9
5.7
6.5
7.1
7.5
7.8
7
7.4
8.55
7.43
4.7
4.7
5.3
6.2
7.4
7.5
7.32
8.15
7.24
7.4
9.4
8.9
4.5
4.9
5.6
6.4
6
6.9
6.7
5.4
5.6
6.9
6.9
7
4
3.7
4.9
5
5.7
6.1
5.3
5.5
5.7
5.21
5.4
4.5
3.7
4.1
4.8
4.1
5
5.2
5.5
5.9

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	4 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 & 4 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110853&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]4 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=110853&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110853&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	4 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.620626	4.8073	5e-06
2	0.216882	1.68	0.049082
3	0.127247	0.9857	0.164131
4	0.085535	0.6626	0.255076
5	0.074459	0.5768	0.28313
6	0.114251	0.885	0.189848
7	0.073304	0.5678	0.286142
8	0.047711	0.3696	0.356503
9	0.044723	0.3464	0.365119
10	0.137522	1.0652	0.145518
11	0.384867	2.9812	0.002072
12	0.568798	4.4059	2.2e-05
13	0.335074	2.5955	0.005929
14	0.000253	0.002	0.49922
15	-0.091447	-0.7083	0.240737
16	-0.090432	-0.7005	0.243167
17	-0.096778	-0.7496	0.2282
18	-0.074481	-0.5769	0.283074
19	-0.10586	-0.82	0.207735
20	-0.149834	-1.1606	0.1252
21	-0.124709	-0.966	0.168963
22	-0.067415	-0.5222	0.30173
23	0.073773	0.5714	0.284917
24	0.222786	1.7257	0.044775
25	0.071709	0.5555	0.290324
26	-0.196918	-1.5253	0.066217
27	-0.236466	-1.8317	0.035984
28	-0.224751	-1.7409	0.043412
29	-0.233987	-1.8125	0.03746
30	-0.220267	-1.7062	0.046573
31	-0.187491	-1.4523	0.075814
32	-0.196455	-1.5217	0.066665
33	-0.179999	-1.3943	0.084189
34	-0.089166	-0.6907	0.246216
35	0.007686	0.0595	0.47636
36	0.073927	0.5726	0.284514
37	0.02097	0.1624	0.435754
38	-0.127298	-0.986	0.164035
39	-0.152989	-1.185	0.120336
40	-0.145687	-1.1285	0.131804
41	-0.156578	-1.2129	0.11497
42	-0.121213	-0.9389	0.175771
43	-0.101244	-0.7842	0.217994
44	-0.103895	-0.8048	0.212066
45	-0.055168	-0.4273	0.335335
46	-0.018589	-0.144	0.442994
47	0.003275	0.0254	0.489923
48	0.021182	0.1641	0.435113

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.620626 & 4.8073 & 5e-06 \tabularnewline
2 & 0.216882 & 1.68 & 0.049082 \tabularnewline
3 & 0.127247 & 0.9857 & 0.164131 \tabularnewline
4 & 0.085535 & 0.6626 & 0.255076 \tabularnewline
5 & 0.074459 & 0.5768 & 0.28313 \tabularnewline
6 & 0.114251 & 0.885 & 0.189848 \tabularnewline
7 & 0.073304 & 0.5678 & 0.286142 \tabularnewline
8 & 0.047711 & 0.3696 & 0.356503 \tabularnewline
9 & 0.044723 & 0.3464 & 0.365119 \tabularnewline
10 & 0.137522 & 1.0652 & 0.145518 \tabularnewline
11 & 0.384867 & 2.9812 & 0.002072 \tabularnewline
12 & 0.568798 & 4.4059 & 2.2e-05 \tabularnewline
13 & 0.335074 & 2.5955 & 0.005929 \tabularnewline
14 & 0.000253 & 0.002 & 0.49922 \tabularnewline
15 & -0.091447 & -0.7083 & 0.240737 \tabularnewline
16 & -0.090432 & -0.7005 & 0.243167 \tabularnewline
17 & -0.096778 & -0.7496 & 0.2282 \tabularnewline
18 & -0.074481 & -0.5769 & 0.283074 \tabularnewline
19 & -0.10586 & -0.82 & 0.207735 \tabularnewline
20 & -0.149834 & -1.1606 & 0.1252 \tabularnewline
21 & -0.124709 & -0.966 & 0.168963 \tabularnewline
22 & -0.067415 & -0.5222 & 0.30173 \tabularnewline
23 & 0.073773 & 0.5714 & 0.284917 \tabularnewline
24 & 0.222786 & 1.7257 & 0.044775 \tabularnewline
25 & 0.071709 & 0.5555 & 0.290324 \tabularnewline
26 & -0.196918 & -1.5253 & 0.066217 \tabularnewline
27 & -0.236466 & -1.8317 & 0.035984 \tabularnewline
28 & -0.224751 & -1.7409 & 0.043412 \tabularnewline
29 & -0.233987 & -1.8125 & 0.03746 \tabularnewline
30 & -0.220267 & -1.7062 & 0.046573 \tabularnewline
31 & -0.187491 & -1.4523 & 0.075814 \tabularnewline
32 & -0.196455 & -1.5217 & 0.066665 \tabularnewline
33 & -0.179999 & -1.3943 & 0.084189 \tabularnewline
34 & -0.089166 & -0.6907 & 0.246216 \tabularnewline
35 & 0.007686 & 0.0595 & 0.47636 \tabularnewline
36 & 0.073927 & 0.5726 & 0.284514 \tabularnewline
37 & 0.02097 & 0.1624 & 0.435754 \tabularnewline
38 & -0.127298 & -0.986 & 0.164035 \tabularnewline
39 & -0.152989 & -1.185 & 0.120336 \tabularnewline
40 & -0.145687 & -1.1285 & 0.131804 \tabularnewline
41 & -0.156578 & -1.2129 & 0.11497 \tabularnewline
42 & -0.121213 & -0.9389 & 0.175771 \tabularnewline
43 & -0.101244 & -0.7842 & 0.217994 \tabularnewline
44 & -0.103895 & -0.8048 & 0.212066 \tabularnewline
45 & -0.055168 & -0.4273 & 0.335335 \tabularnewline
46 & -0.018589 & -0.144 & 0.442994 \tabularnewline
47 & 0.003275 & 0.0254 & 0.489923 \tabularnewline
48 & 0.021182 & 0.1641 & 0.435113 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110853&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]0.620626[/C][C]4.8073[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]0.216882[/C][C]1.68[/C][C]0.049082[/C][/ROW]
[ROW][C]3[/C][C]0.127247[/C][C]0.9857[/C][C]0.164131[/C][/ROW]
[ROW][C]4[/C][C]0.085535[/C][C]0.6626[/C][C]0.255076[/C][/ROW]
[ROW][C]5[/C][C]0.074459[/C][C]0.5768[/C][C]0.28313[/C][/ROW]
[ROW][C]6[/C][C]0.114251[/C][C]0.885[/C][C]0.189848[/C][/ROW]
[ROW][C]7[/C][C]0.073304[/C][C]0.5678[/C][C]0.286142[/C][/ROW]
[ROW][C]8[/C][C]0.047711[/C][C]0.3696[/C][C]0.356503[/C][/ROW]
[ROW][C]9[/C][C]0.044723[/C][C]0.3464[/C][C]0.365119[/C][/ROW]
[ROW][C]10[/C][C]0.137522[/C][C]1.0652[/C][C]0.145518[/C][/ROW]
[ROW][C]11[/C][C]0.384867[/C][C]2.9812[/C][C]0.002072[/C][/ROW]
[ROW][C]12[/C][C]0.568798[/C][C]4.4059[/C][C]2.2e-05[/C][/ROW]
[ROW][C]13[/C][C]0.335074[/C][C]2.5955[/C][C]0.005929[/C][/ROW]
[ROW][C]14[/C][C]0.000253[/C][C]0.002[/C][C]0.49922[/C][/ROW]
[ROW][C]15[/C][C]-0.091447[/C][C]-0.7083[/C][C]0.240737[/C][/ROW]
[ROW][C]16[/C][C]-0.090432[/C][C]-0.7005[/C][C]0.243167[/C][/ROW]
[ROW][C]17[/C][C]-0.096778[/C][C]-0.7496[/C][C]0.2282[/C][/ROW]
[ROW][C]18[/C][C]-0.074481[/C][C]-0.5769[/C][C]0.283074[/C][/ROW]
[ROW][C]19[/C][C]-0.10586[/C][C]-0.82[/C][C]0.207735[/C][/ROW]
[ROW][C]20[/C][C]-0.149834[/C][C]-1.1606[/C][C]0.1252[/C][/ROW]
[ROW][C]21[/C][C]-0.124709[/C][C]-0.966[/C][C]0.168963[/C][/ROW]
[ROW][C]22[/C][C]-0.067415[/C][C]-0.5222[/C][C]0.30173[/C][/ROW]
[ROW][C]23[/C][C]0.073773[/C][C]0.5714[/C][C]0.284917[/C][/ROW]
[ROW][C]24[/C][C]0.222786[/C][C]1.7257[/C][C]0.044775[/C][/ROW]
[ROW][C]25[/C][C]0.071709[/C][C]0.5555[/C][C]0.290324[/C][/ROW]
[ROW][C]26[/C][C]-0.196918[/C][C]-1.5253[/C][C]0.066217[/C][/ROW]
[ROW][C]27[/C][C]-0.236466[/C][C]-1.8317[/C][C]0.035984[/C][/ROW]
[ROW][C]28[/C][C]-0.224751[/C][C]-1.7409[/C][C]0.043412[/C][/ROW]
[ROW][C]29[/C][C]-0.233987[/C][C]-1.8125[/C][C]0.03746[/C][/ROW]
[ROW][C]30[/C][C]-0.220267[/C][C]-1.7062[/C][C]0.046573[/C][/ROW]
[ROW][C]31[/C][C]-0.187491[/C][C]-1.4523[/C][C]0.075814[/C][/ROW]
[ROW][C]32[/C][C]-0.196455[/C][C]-1.5217[/C][C]0.066665[/C][/ROW]
[ROW][C]33[/C][C]-0.179999[/C][C]-1.3943[/C][C]0.084189[/C][/ROW]
[ROW][C]34[/C][C]-0.089166[/C][C]-0.6907[/C][C]0.246216[/C][/ROW]
[ROW][C]35[/C][C]0.007686[/C][C]0.0595[/C][C]0.47636[/C][/ROW]
[ROW][C]36[/C][C]0.073927[/C][C]0.5726[/C][C]0.284514[/C][/ROW]
[ROW][C]37[/C][C]0.02097[/C][C]0.1624[/C][C]0.435754[/C][/ROW]
[ROW][C]38[/C][C]-0.127298[/C][C]-0.986[/C][C]0.164035[/C][/ROW]
[ROW][C]39[/C][C]-0.152989[/C][C]-1.185[/C][C]0.120336[/C][/ROW]
[ROW][C]40[/C][C]-0.145687[/C][C]-1.1285[/C][C]0.131804[/C][/ROW]
[ROW][C]41[/C][C]-0.156578[/C][C]-1.2129[/C][C]0.11497[/C][/ROW]
[ROW][C]42[/C][C]-0.121213[/C][C]-0.9389[/C][C]0.175771[/C][/ROW]
[ROW][C]43[/C][C]-0.101244[/C][C]-0.7842[/C][C]0.217994[/C][/ROW]
[ROW][C]44[/C][C]-0.103895[/C][C]-0.8048[/C][C]0.212066[/C][/ROW]
[ROW][C]45[/C][C]-0.055168[/C][C]-0.4273[/C][C]0.335335[/C][/ROW]
[ROW][C]46[/C][C]-0.018589[/C][C]-0.144[/C][C]0.442994[/C][/ROW]
[ROW][C]47[/C][C]0.003275[/C][C]0.0254[/C][C]0.489923[/C][/ROW]
[ROW][C]48[/C][C]0.021182[/C][C]0.1641[/C][C]0.435113[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110853&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110853&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	0.620626	4.8073	5e-06
2	0.216882	1.68	0.049082
3	0.127247	0.9857	0.164131
4	0.085535	0.6626	0.255076
5	0.074459	0.5768	0.28313
6	0.114251	0.885	0.189848
7	0.073304	0.5678	0.286142
8	0.047711	0.3696	0.356503
9	0.044723	0.3464	0.365119
10	0.137522	1.0652	0.145518
11	0.384867	2.9812	0.002072
12	0.568798	4.4059	2.2e-05
13	0.335074	2.5955	0.005929
14	0.000253	0.002	0.49922
15	-0.091447	-0.7083	0.240737
16	-0.090432	-0.7005	0.243167
17	-0.096778	-0.7496	0.2282
18	-0.074481	-0.5769	0.283074
19	-0.10586	-0.82	0.207735
20	-0.149834	-1.1606	0.1252
21	-0.124709	-0.966	0.168963
22	-0.067415	-0.5222	0.30173
23	0.073773	0.5714	0.284917
24	0.222786	1.7257	0.044775
25	0.071709	0.5555	0.290324
26	-0.196918	-1.5253	0.066217
27	-0.236466	-1.8317	0.035984
28	-0.224751	-1.7409	0.043412
29	-0.233987	-1.8125	0.03746
30	-0.220267	-1.7062	0.046573
31	-0.187491	-1.4523	0.075814
32	-0.196455	-1.5217	0.066665
33	-0.179999	-1.3943	0.084189
34	-0.089166	-0.6907	0.246216
35	0.007686	0.0595	0.47636
36	0.073927	0.5726	0.284514
37	0.02097	0.1624	0.435754
38	-0.127298	-0.986	0.164035
39	-0.152989	-1.185	0.120336
40	-0.145687	-1.1285	0.131804
41	-0.156578	-1.2129	0.11497
42	-0.121213	-0.9389	0.175771
43	-0.101244	-0.7842	0.217994
44	-0.103895	-0.8048	0.212066
45	-0.055168	-0.4273	0.335335
46	-0.018589	-0.144	0.442994
47	0.003275	0.0254	0.489923
48	0.021182	0.1641	0.435113

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.620626	4.8073	5e-06
2	-0.273728	-2.1203	0.019063
3	0.220977	1.7117	0.04606
4	-0.115794	-0.8969	0.186669
5	0.123121	0.9537	0.172032
6	0.033661	0.2607	0.397593
7	-0.06631	-0.5136	0.304698
8	0.08698	0.6737	0.251531
9	-0.056243	-0.4357	0.332325
10	0.24767	1.9184	0.029908
11	0.327879	2.5397	0.006851
12	0.254328	1.97	0.026728
13	-0.317358	-2.4582	0.008433
14	-0.164212	-1.272	0.104144
15	-0.054455	-0.4218	0.337336
16	-0.071431	-0.5533	0.291056
17	-0.040017	-0.31	0.378829
18	-0.09425	-0.7301	0.234099
19	-0.070546	-0.5464	0.293393
20	-0.059513	-0.461	0.323239
21	0.024904	0.1929	0.423842
22	-0.14894	-1.1537	0.126602
23	-0.027536	-0.2133	0.41591
24	0.063862	0.4947	0.311319
25	-0.095598	-0.7405	0.230942
26	-0.011251	-0.0871	0.465421
27	0.024351	0.1886	0.425512
28	-0.108696	-0.842	0.201578
29	0.002344	0.0182	0.492788
30	-0.090885	-0.704	0.242081
31	0.138652	1.074	0.143563
32	-0.080248	-0.6216	0.268281
33	0.039873	0.3089	0.37925
34	0.079854	0.6185	0.269278
35	-0.098916	-0.7662	0.223281
36	0.048859	0.3785	0.353212
37	0.007586	0.0588	0.47667
38	0.10379	0.804	0.212299
39	0.000147	0.0011	0.499547
40	-0.047503	-0.368	0.357099
41	0.062359	0.483	0.315417
42	-0.024866	-0.1926	0.423958
43	-0.035781	-0.2772	0.391307
44	-0.007124	-0.0552	0.478089
45	0.009328	0.0723	0.471319
46	-0.115084	-0.8914	0.188127
47	-0.042413	-0.3285	0.371828
48	-0.120663	-0.9347	0.176857

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.620626 & 4.8073 & 5e-06 \tabularnewline
2 & -0.273728 & -2.1203 & 0.019063 \tabularnewline
3 & 0.220977 & 1.7117 & 0.04606 \tabularnewline
4 & -0.115794 & -0.8969 & 0.186669 \tabularnewline
5 & 0.123121 & 0.9537 & 0.172032 \tabularnewline
6 & 0.033661 & 0.2607 & 0.397593 \tabularnewline
7 & -0.06631 & -0.5136 & 0.304698 \tabularnewline
8 & 0.08698 & 0.6737 & 0.251531 \tabularnewline
9 & -0.056243 & -0.4357 & 0.332325 \tabularnewline
10 & 0.24767 & 1.9184 & 0.029908 \tabularnewline
11 & 0.327879 & 2.5397 & 0.006851 \tabularnewline
12 & 0.254328 & 1.97 & 0.026728 \tabularnewline
13 & -0.317358 & -2.4582 & 0.008433 \tabularnewline
14 & -0.164212 & -1.272 & 0.104144 \tabularnewline
15 & -0.054455 & -0.4218 & 0.337336 \tabularnewline
16 & -0.071431 & -0.5533 & 0.291056 \tabularnewline
17 & -0.040017 & -0.31 & 0.378829 \tabularnewline
18 & -0.09425 & -0.7301 & 0.234099 \tabularnewline
19 & -0.070546 & -0.5464 & 0.293393 \tabularnewline
20 & -0.059513 & -0.461 & 0.323239 \tabularnewline
21 & 0.024904 & 0.1929 & 0.423842 \tabularnewline
22 & -0.14894 & -1.1537 & 0.126602 \tabularnewline
23 & -0.027536 & -0.2133 & 0.41591 \tabularnewline
24 & 0.063862 & 0.4947 & 0.311319 \tabularnewline
25 & -0.095598 & -0.7405 & 0.230942 \tabularnewline
26 & -0.011251 & -0.0871 & 0.465421 \tabularnewline
27 & 0.024351 & 0.1886 & 0.425512 \tabularnewline
28 & -0.108696 & -0.842 & 0.201578 \tabularnewline
29 & 0.002344 & 0.0182 & 0.492788 \tabularnewline
30 & -0.090885 & -0.704 & 0.242081 \tabularnewline
31 & 0.138652 & 1.074 & 0.143563 \tabularnewline
32 & -0.080248 & -0.6216 & 0.268281 \tabularnewline
33 & 0.039873 & 0.3089 & 0.37925 \tabularnewline
34 & 0.079854 & 0.6185 & 0.269278 \tabularnewline
35 & -0.098916 & -0.7662 & 0.223281 \tabularnewline
36 & 0.048859 & 0.3785 & 0.353212 \tabularnewline
37 & 0.007586 & 0.0588 & 0.47667 \tabularnewline
38 & 0.10379 & 0.804 & 0.212299 \tabularnewline
39 & 0.000147 & 0.0011 & 0.499547 \tabularnewline
40 & -0.047503 & -0.368 & 0.357099 \tabularnewline
41 & 0.062359 & 0.483 & 0.315417 \tabularnewline
42 & -0.024866 & -0.1926 & 0.423958 \tabularnewline
43 & -0.035781 & -0.2772 & 0.391307 \tabularnewline
44 & -0.007124 & -0.0552 & 0.478089 \tabularnewline
45 & 0.009328 & 0.0723 & 0.471319 \tabularnewline
46 & -0.115084 & -0.8914 & 0.188127 \tabularnewline
47 & -0.042413 & -0.3285 & 0.371828 \tabularnewline
48 & -0.120663 & -0.9347 & 0.176857 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110853&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]0.620626[/C][C]4.8073[/C][C]5e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.273728[/C][C]-2.1203[/C][C]0.019063[/C][/ROW]
[ROW][C]3[/C][C]0.220977[/C][C]1.7117[/C][C]0.04606[/C][/ROW]
[ROW][C]4[/C][C]-0.115794[/C][C]-0.8969[/C][C]0.186669[/C][/ROW]
[ROW][C]5[/C][C]0.123121[/C][C]0.9537[/C][C]0.172032[/C][/ROW]
[ROW][C]6[/C][C]0.033661[/C][C]0.2607[/C][C]0.397593[/C][/ROW]
[ROW][C]7[/C][C]-0.06631[/C][C]-0.5136[/C][C]0.304698[/C][/ROW]
[ROW][C]8[/C][C]0.08698[/C][C]0.6737[/C][C]0.251531[/C][/ROW]
[ROW][C]9[/C][C]-0.056243[/C][C]-0.4357[/C][C]0.332325[/C][/ROW]
[ROW][C]10[/C][C]0.24767[/C][C]1.9184[/C][C]0.029908[/C][/ROW]
[ROW][C]11[/C][C]0.327879[/C][C]2.5397[/C][C]0.006851[/C][/ROW]
[ROW][C]12[/C][C]0.254328[/C][C]1.97[/C][C]0.026728[/C][/ROW]
[ROW][C]13[/C][C]-0.317358[/C][C]-2.4582[/C][C]0.008433[/C][/ROW]
[ROW][C]14[/C][C]-0.164212[/C][C]-1.272[/C][C]0.104144[/C][/ROW]
[ROW][C]15[/C][C]-0.054455[/C][C]-0.4218[/C][C]0.337336[/C][/ROW]
[ROW][C]16[/C][C]-0.071431[/C][C]-0.5533[/C][C]0.291056[/C][/ROW]
[ROW][C]17[/C][C]-0.040017[/C][C]-0.31[/C][C]0.378829[/C][/ROW]
[ROW][C]18[/C][C]-0.09425[/C][C]-0.7301[/C][C]0.234099[/C][/ROW]
[ROW][C]19[/C][C]-0.070546[/C][C]-0.5464[/C][C]0.293393[/C][/ROW]
[ROW][C]20[/C][C]-0.059513[/C][C]-0.461[/C][C]0.323239[/C][/ROW]
[ROW][C]21[/C][C]0.024904[/C][C]0.1929[/C][C]0.423842[/C][/ROW]
[ROW][C]22[/C][C]-0.14894[/C][C]-1.1537[/C][C]0.126602[/C][/ROW]
[ROW][C]23[/C][C]-0.027536[/C][C]-0.2133[/C][C]0.41591[/C][/ROW]
[ROW][C]24[/C][C]0.063862[/C][C]0.4947[/C][C]0.311319[/C][/ROW]
[ROW][C]25[/C][C]-0.095598[/C][C]-0.7405[/C][C]0.230942[/C][/ROW]
[ROW][C]26[/C][C]-0.011251[/C][C]-0.0871[/C][C]0.465421[/C][/ROW]
[ROW][C]27[/C][C]0.024351[/C][C]0.1886[/C][C]0.425512[/C][/ROW]
[ROW][C]28[/C][C]-0.108696[/C][C]-0.842[/C][C]0.201578[/C][/ROW]
[ROW][C]29[/C][C]0.002344[/C][C]0.0182[/C][C]0.492788[/C][/ROW]
[ROW][C]30[/C][C]-0.090885[/C][C]-0.704[/C][C]0.242081[/C][/ROW]
[ROW][C]31[/C][C]0.138652[/C][C]1.074[/C][C]0.143563[/C][/ROW]
[ROW][C]32[/C][C]-0.080248[/C][C]-0.6216[/C][C]0.268281[/C][/ROW]
[ROW][C]33[/C][C]0.039873[/C][C]0.3089[/C][C]0.37925[/C][/ROW]
[ROW][C]34[/C][C]0.079854[/C][C]0.6185[/C][C]0.269278[/C][/ROW]
[ROW][C]35[/C][C]-0.098916[/C][C]-0.7662[/C][C]0.223281[/C][/ROW]
[ROW][C]36[/C][C]0.048859[/C][C]0.3785[/C][C]0.353212[/C][/ROW]
[ROW][C]37[/C][C]0.007586[/C][C]0.0588[/C][C]0.47667[/C][/ROW]
[ROW][C]38[/C][C]0.10379[/C][C]0.804[/C][C]0.212299[/C][/ROW]
[ROW][C]39[/C][C]0.000147[/C][C]0.0011[/C][C]0.499547[/C][/ROW]
[ROW][C]40[/C][C]-0.047503[/C][C]-0.368[/C][C]0.357099[/C][/ROW]
[ROW][C]41[/C][C]0.062359[/C][C]0.483[/C][C]0.315417[/C][/ROW]
[ROW][C]42[/C][C]-0.024866[/C][C]-0.1926[/C][C]0.423958[/C][/ROW]
[ROW][C]43[/C][C]-0.035781[/C][C]-0.2772[/C][C]0.391307[/C][/ROW]
[ROW][C]44[/C][C]-0.007124[/C][C]-0.0552[/C][C]0.478089[/C][/ROW]
[ROW][C]45[/C][C]0.009328[/C][C]0.0723[/C][C]0.471319[/C][/ROW]
[ROW][C]46[/C][C]-0.115084[/C][C]-0.8914[/C][C]0.188127[/C][/ROW]
[ROW][C]47[/C][C]-0.042413[/C][C]-0.3285[/C][C]0.371828[/C][/ROW]
[ROW][C]48[/C][C]-0.120663[/C][C]-0.9347[/C][C]0.176857[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110853&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110853&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	0.620626	4.8073	5e-06
2	-0.273728	-2.1203	0.019063
3	0.220977	1.7117	0.04606
4	-0.115794	-0.8969	0.186669
5	0.123121	0.9537	0.172032
6	0.033661	0.2607	0.397593
7	-0.06631	-0.5136	0.304698
8	0.08698	0.6737	0.251531
9	-0.056243	-0.4357	0.332325
10	0.24767	1.9184	0.029908
11	0.327879	2.5397	0.006851
12	0.254328	1.97	0.026728
13	-0.317358	-2.4582	0.008433
14	-0.164212	-1.272	0.104144
15	-0.054455	-0.4218	0.337336
16	-0.071431	-0.5533	0.291056
17	-0.040017	-0.31	0.378829
18	-0.09425	-0.7301	0.234099
19	-0.070546	-0.5464	0.293393
20	-0.059513	-0.461	0.323239
21	0.024904	0.1929	0.423842
22	-0.14894	-1.1537	0.126602
23	-0.027536	-0.2133	0.41591
24	0.063862	0.4947	0.311319
25	-0.095598	-0.7405	0.230942
26	-0.011251	-0.0871	0.465421
27	0.024351	0.1886	0.425512
28	-0.108696	-0.842	0.201578
29	0.002344	0.0182	0.492788
30	-0.090885	-0.704	0.242081
31	0.138652	1.074	0.143563
32	-0.080248	-0.6216	0.268281
33	0.039873	0.3089	0.37925
34	0.079854	0.6185	0.269278
35	-0.098916	-0.7662	0.223281
36	0.048859	0.3785	0.353212
37	0.007586	0.0588	0.47667
38	0.10379	0.804	0.212299
39	0.000147	0.0011	0.499547
40	-0.047503	-0.368	0.357099
41	0.062359	0.483	0.315417
42	-0.024866	-0.1926	0.423958
43	-0.035781	-0.2772	0.391307
44	-0.007124	-0.0552	0.478089
45	0.009328	0.0723	0.471319
46	-0.115084	-0.8914	0.188127
47	-0.042413	-0.3285	0.371828
48	-0.120663	-0.9347	0.176857

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

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 ; par8 = ;

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 (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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