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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 16 Dec 2010 14:50:06 +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/t1292510941g4tnvehqvw4ueyx.htm/, Retrieved Fri, 03 May 2024 08:33:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110978, Retrieved Fri, 03 May 2024 08:33:46 +0000

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Estimated Impact

161

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

F     [(Partial) Autocorrelation Function] [acf methode] [2009-11-25 20:17:41] [21324e9cdf3569788a3d630236984d87]
-   P   [(Partial) Autocorrelation Function] [acf methode] [2009-11-30 18:50:07] [21324e9cdf3569788a3d630236984d87]
-    D    [(Partial) Autocorrelation Function] [] [2010-12-16 14:40:12] [f47feae0308dca73181bb669fbad1c56]
-   PD        [(Partial) Autocorrelation Function] [] [2010-12-16 14:50:06] [1d208f56d63f78e3037c4c685f0bba30] [Current]
-   P           [(Partial) Autocorrelation Function] [] [2010-12-20 09:18:41] [f47feae0308dca73181bb669fbad1c56] 
-   P           [(Partial) Autocorrelation Function] [] [2010-12-20 09:30:33] [f47feae0308dca73181bb669fbad1c56] 
-   P           [(Partial) Autocorrelation Function] [] [2010-12-20 09:36:47] [f47feae0308dca73181bb669fbad1c56] 

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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=110978&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=110978&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110978&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	0.606	4.6941	8e-06
2	0.38665	2.995	0.001992
3	0.430105	3.3316	0.000741
4	0.448073	3.4708	0.000484
5	0.503206	3.8978	0.000124
6	0.512691	3.9713	9.7e-05
7	0.403392	3.1247	0.001371
8	0.269715	2.0892	0.020469
9	0.140733	1.0901	0.140011
10	0.062038	0.4805	0.316293
11	0.15805	1.2242	0.112822
12	0.364396	2.8226	0.003226
13	0.078693	0.6096	0.272228
14	-0.171996	-1.3323	0.093904
15	-0.139062	-1.0772	0.142858
16	-0.113535	-0.8794	0.191336
17	-0.088156	-0.6829	0.248663
18	-0.096118	-0.7445	0.229733
19	-0.189418	-1.4672	0.073769
20	-0.279134	-2.1622	0.017302
21	-0.355823	-2.7562	0.003867
22	-0.378787	-2.9341	0.002367
23	-0.279546	-2.1654	0.017174
24	-0.128309	-0.9939	0.162138
25	-0.260934	-2.0212	0.023865
26	-0.42349	-3.2803	0.000865
27	-0.362616	-2.8088	0.003351
28	-0.287645	-2.2281	0.014817
29	-0.23041	-1.7847	0.039679
30	-0.182103	-1.4106	0.081769
31	-0.205311	-1.5903	0.058507
32	-0.236429	-1.8314	0.036006
33	-0.221212	-1.7135	0.045891
34	-0.199711	-1.547	0.063567
35	-0.140748	-1.0902	0.139985
36	0.009986	0.0773	0.469302
37	-0.058492	-0.4531	0.326064
38	-0.151876	-1.1764	0.122035
39	-0.07289	-0.5646	0.287225
40	-0.040857	-0.3165	0.376368
41	-0.001103	-0.0085	0.496606
42	0.043386	0.3361	0.368998
43	0.020025	0.1551	0.438628
44	-0.026902	-0.2084	0.417817
45	-0.000817	-0.0063	0.497486
46	0.010896	0.0844	0.466509
47	0.023328	0.1807	0.428606
48	0.106228	0.8228	0.20693

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.606 & 4.6941 & 8e-06 \tabularnewline
2 & 0.38665 & 2.995 & 0.001992 \tabularnewline
3 & 0.430105 & 3.3316 & 0.000741 \tabularnewline
4 & 0.448073 & 3.4708 & 0.000484 \tabularnewline
5 & 0.503206 & 3.8978 & 0.000124 \tabularnewline
6 & 0.512691 & 3.9713 & 9.7e-05 \tabularnewline
7 & 0.403392 & 3.1247 & 0.001371 \tabularnewline
8 & 0.269715 & 2.0892 & 0.020469 \tabularnewline
9 & 0.140733 & 1.0901 & 0.140011 \tabularnewline
10 & 0.062038 & 0.4805 & 0.316293 \tabularnewline
11 & 0.15805 & 1.2242 & 0.112822 \tabularnewline
12 & 0.364396 & 2.8226 & 0.003226 \tabularnewline
13 & 0.078693 & 0.6096 & 0.272228 \tabularnewline
14 & -0.171996 & -1.3323 & 0.093904 \tabularnewline
15 & -0.139062 & -1.0772 & 0.142858 \tabularnewline
16 & -0.113535 & -0.8794 & 0.191336 \tabularnewline
17 & -0.088156 & -0.6829 & 0.248663 \tabularnewline
18 & -0.096118 & -0.7445 & 0.229733 \tabularnewline
19 & -0.189418 & -1.4672 & 0.073769 \tabularnewline
20 & -0.279134 & -2.1622 & 0.017302 \tabularnewline
21 & -0.355823 & -2.7562 & 0.003867 \tabularnewline
22 & -0.378787 & -2.9341 & 0.002367 \tabularnewline
23 & -0.279546 & -2.1654 & 0.017174 \tabularnewline
24 & -0.128309 & -0.9939 & 0.162138 \tabularnewline
25 & -0.260934 & -2.0212 & 0.023865 \tabularnewline
26 & -0.42349 & -3.2803 & 0.000865 \tabularnewline
27 & -0.362616 & -2.8088 & 0.003351 \tabularnewline
28 & -0.287645 & -2.2281 & 0.014817 \tabularnewline
29 & -0.23041 & -1.7847 & 0.039679 \tabularnewline
30 & -0.182103 & -1.4106 & 0.081769 \tabularnewline
31 & -0.205311 & -1.5903 & 0.058507 \tabularnewline
32 & -0.236429 & -1.8314 & 0.036006 \tabularnewline
33 & -0.221212 & -1.7135 & 0.045891 \tabularnewline
34 & -0.199711 & -1.547 & 0.063567 \tabularnewline
35 & -0.140748 & -1.0902 & 0.139985 \tabularnewline
36 & 0.009986 & 0.0773 & 0.469302 \tabularnewline
37 & -0.058492 & -0.4531 & 0.326064 \tabularnewline
38 & -0.151876 & -1.1764 & 0.122035 \tabularnewline
39 & -0.07289 & -0.5646 & 0.287225 \tabularnewline
40 & -0.040857 & -0.3165 & 0.376368 \tabularnewline
41 & -0.001103 & -0.0085 & 0.496606 \tabularnewline
42 & 0.043386 & 0.3361 & 0.368998 \tabularnewline
43 & 0.020025 & 0.1551 & 0.438628 \tabularnewline
44 & -0.026902 & -0.2084 & 0.417817 \tabularnewline
45 & -0.000817 & -0.0063 & 0.497486 \tabularnewline
46 & 0.010896 & 0.0844 & 0.466509 \tabularnewline
47 & 0.023328 & 0.1807 & 0.428606 \tabularnewline
48 & 0.106228 & 0.8228 & 0.20693 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110978&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]0.606[/C][C]4.6941[/C][C]8e-06[/C][/ROW]
[ROW][C]2[/C][C]0.38665[/C][C]2.995[/C][C]0.001992[/C][/ROW]
[ROW][C]3[/C][C]0.430105[/C][C]3.3316[/C][C]0.000741[/C][/ROW]
[ROW][C]4[/C][C]0.448073[/C][C]3.4708[/C][C]0.000484[/C][/ROW]
[ROW][C]5[/C][C]0.503206[/C][C]3.8978[/C][C]0.000124[/C][/ROW]
[ROW][C]6[/C][C]0.512691[/C][C]3.9713[/C][C]9.7e-05[/C][/ROW]
[ROW][C]7[/C][C]0.403392[/C][C]3.1247[/C][C]0.001371[/C][/ROW]
[ROW][C]8[/C][C]0.269715[/C][C]2.0892[/C][C]0.020469[/C][/ROW]
[ROW][C]9[/C][C]0.140733[/C][C]1.0901[/C][C]0.140011[/C][/ROW]
[ROW][C]10[/C][C]0.062038[/C][C]0.4805[/C][C]0.316293[/C][/ROW]
[ROW][C]11[/C][C]0.15805[/C][C]1.2242[/C][C]0.112822[/C][/ROW]
[ROW][C]12[/C][C]0.364396[/C][C]2.8226[/C][C]0.003226[/C][/ROW]
[ROW][C]13[/C][C]0.078693[/C][C]0.6096[/C][C]0.272228[/C][/ROW]
[ROW][C]14[/C][C]-0.171996[/C][C]-1.3323[/C][C]0.093904[/C][/ROW]
[ROW][C]15[/C][C]-0.139062[/C][C]-1.0772[/C][C]0.142858[/C][/ROW]
[ROW][C]16[/C][C]-0.113535[/C][C]-0.8794[/C][C]0.191336[/C][/ROW]
[ROW][C]17[/C][C]-0.088156[/C][C]-0.6829[/C][C]0.248663[/C][/ROW]
[ROW][C]18[/C][C]-0.096118[/C][C]-0.7445[/C][C]0.229733[/C][/ROW]
[ROW][C]19[/C][C]-0.189418[/C][C]-1.4672[/C][C]0.073769[/C][/ROW]
[ROW][C]20[/C][C]-0.279134[/C][C]-2.1622[/C][C]0.017302[/C][/ROW]
[ROW][C]21[/C][C]-0.355823[/C][C]-2.7562[/C][C]0.003867[/C][/ROW]
[ROW][C]22[/C][C]-0.378787[/C][C]-2.9341[/C][C]0.002367[/C][/ROW]
[ROW][C]23[/C][C]-0.279546[/C][C]-2.1654[/C][C]0.017174[/C][/ROW]
[ROW][C]24[/C][C]-0.128309[/C][C]-0.9939[/C][C]0.162138[/C][/ROW]
[ROW][C]25[/C][C]-0.260934[/C][C]-2.0212[/C][C]0.023865[/C][/ROW]
[ROW][C]26[/C][C]-0.42349[/C][C]-3.2803[/C][C]0.000865[/C][/ROW]
[ROW][C]27[/C][C]-0.362616[/C][C]-2.8088[/C][C]0.003351[/C][/ROW]
[ROW][C]28[/C][C]-0.287645[/C][C]-2.2281[/C][C]0.014817[/C][/ROW]
[ROW][C]29[/C][C]-0.23041[/C][C]-1.7847[/C][C]0.039679[/C][/ROW]
[ROW][C]30[/C][C]-0.182103[/C][C]-1.4106[/C][C]0.081769[/C][/ROW]
[ROW][C]31[/C][C]-0.205311[/C][C]-1.5903[/C][C]0.058507[/C][/ROW]
[ROW][C]32[/C][C]-0.236429[/C][C]-1.8314[/C][C]0.036006[/C][/ROW]
[ROW][C]33[/C][C]-0.221212[/C][C]-1.7135[/C][C]0.045891[/C][/ROW]
[ROW][C]34[/C][C]-0.199711[/C][C]-1.547[/C][C]0.063567[/C][/ROW]
[ROW][C]35[/C][C]-0.140748[/C][C]-1.0902[/C][C]0.139985[/C][/ROW]
[ROW][C]36[/C][C]0.009986[/C][C]0.0773[/C][C]0.469302[/C][/ROW]
[ROW][C]37[/C][C]-0.058492[/C][C]-0.4531[/C][C]0.326064[/C][/ROW]
[ROW][C]38[/C][C]-0.151876[/C][C]-1.1764[/C][C]0.122035[/C][/ROW]
[ROW][C]39[/C][C]-0.07289[/C][C]-0.5646[/C][C]0.287225[/C][/ROW]
[ROW][C]40[/C][C]-0.040857[/C][C]-0.3165[/C][C]0.376368[/C][/ROW]
[ROW][C]41[/C][C]-0.001103[/C][C]-0.0085[/C][C]0.496606[/C][/ROW]
[ROW][C]42[/C][C]0.043386[/C][C]0.3361[/C][C]0.368998[/C][/ROW]
[ROW][C]43[/C][C]0.020025[/C][C]0.1551[/C][C]0.438628[/C][/ROW]
[ROW][C]44[/C][C]-0.026902[/C][C]-0.2084[/C][C]0.417817[/C][/ROW]
[ROW][C]45[/C][C]-0.000817[/C][C]-0.0063[/C][C]0.497486[/C][/ROW]
[ROW][C]46[/C][C]0.010896[/C][C]0.0844[/C][C]0.466509[/C][/ROW]
[ROW][C]47[/C][C]0.023328[/C][C]0.1807[/C][C]0.428606[/C][/ROW]
[ROW][C]48[/C][C]0.106228[/C][C]0.8228[/C][C]0.20693[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110978&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110978&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	0.606	4.6941	8e-06
2	0.38665	2.995	0.001992
3	0.430105	3.3316	0.000741
4	0.448073	3.4708	0.000484
5	0.503206	3.8978	0.000124
6	0.512691	3.9713	9.7e-05
7	0.403392	3.1247	0.001371
8	0.269715	2.0892	0.020469
9	0.140733	1.0901	0.140011
10	0.062038	0.4805	0.316293
11	0.15805	1.2242	0.112822
12	0.364396	2.8226	0.003226
13	0.078693	0.6096	0.272228
14	-0.171996	-1.3323	0.093904
15	-0.139062	-1.0772	0.142858
16	-0.113535	-0.8794	0.191336
17	-0.088156	-0.6829	0.248663
18	-0.096118	-0.7445	0.229733
19	-0.189418	-1.4672	0.073769
20	-0.279134	-2.1622	0.017302
21	-0.355823	-2.7562	0.003867
22	-0.378787	-2.9341	0.002367
23	-0.279546	-2.1654	0.017174
24	-0.128309	-0.9939	0.162138
25	-0.260934	-2.0212	0.023865
26	-0.42349	-3.2803	0.000865
27	-0.362616	-2.8088	0.003351
28	-0.287645	-2.2281	0.014817
29	-0.23041	-1.7847	0.039679
30	-0.182103	-1.4106	0.081769
31	-0.205311	-1.5903	0.058507
32	-0.236429	-1.8314	0.036006
33	-0.221212	-1.7135	0.045891
34	-0.199711	-1.547	0.063567
35	-0.140748	-1.0902	0.139985
36	0.009986	0.0773	0.469302
37	-0.058492	-0.4531	0.326064
38	-0.151876	-1.1764	0.122035
39	-0.07289	-0.5646	0.287225
40	-0.040857	-0.3165	0.376368
41	-0.001103	-0.0085	0.496606
42	0.043386	0.3361	0.368998
43	0.020025	0.1551	0.438628
44	-0.026902	-0.2084	0.417817
45	-0.000817	-0.0063	0.497486
46	0.010896	0.0844	0.466509
47	0.023328	0.1807	0.428606
48	0.106228	0.8228	0.20693

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.606	4.6941	8e-06
2	0.030681	0.2377	0.40648
3	0.29168	2.2593	0.013754
4	0.132957	1.0299	0.1536
5	0.264416	2.0482	0.022464
6	0.144181	1.1168	0.134262
7	-0.018535	-0.1436	0.443159
8	-0.144518	-1.1194	0.133709
9	-0.281087	-2.1773	0.016701
10	-0.306303	-2.3726	0.010443
11	-0.025366	-0.1965	0.422447
12	0.416192	3.2238	0.001024
13	-0.306541	-2.3745	0.010395
14	-0.183088	-1.4182	0.080654
15	-0.04042	-0.3131	0.377649
16	0.020605	0.1596	0.436865
17	-0.032926	-0.255	0.399779
18	-0.092526	-0.7167	0.238168
19	-0.059813	-0.4633	0.32241
20	-0.022056	-0.1708	0.432461
21	0.019444	0.1506	0.440394
22	-0.006004	-0.0465	0.481531
23	-0.012861	-0.0996	0.460489
24	-0.021732	-0.1683	0.433441
25	0.07617	0.59	0.2787
26	0.052509	0.4067	0.342825
27	-0.005224	-0.0405	0.483927
28	-0.069417	-0.5377	0.296386
29	-0.034901	-0.2703	0.393912
30	0.032504	0.2518	0.401039
31	0.01539	0.1192	0.452752
32	-0.031007	-0.2402	0.405505
33	0.060428	0.4681	0.320713
34	0.006592	0.0511	0.479723
35	-0.120946	-0.9368	0.176297
36	0.037209	0.2882	0.387087
37	-0.11208	-0.8682	0.194382
38	0.014974	0.116	0.454025
39	0.026919	0.2085	0.417768
40	-0.099483	-0.7706	0.221986
41	-0.029134	-0.2257	0.411113
42	-0.032604	-0.2526	0.400739
43	0.012505	0.0969	0.461578
44	-0.088069	-0.6822	0.248875
45	0.007243	0.0561	0.477722
46	-0.019646	-0.1522	0.439779
47	0.067365	0.5218	0.301864
48	-0.029993	-0.2323	0.408538

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.606 & 4.6941 & 8e-06 \tabularnewline
2 & 0.030681 & 0.2377 & 0.40648 \tabularnewline
3 & 0.29168 & 2.2593 & 0.013754 \tabularnewline
4 & 0.132957 & 1.0299 & 0.1536 \tabularnewline
5 & 0.264416 & 2.0482 & 0.022464 \tabularnewline
6 & 0.144181 & 1.1168 & 0.134262 \tabularnewline
7 & -0.018535 & -0.1436 & 0.443159 \tabularnewline
8 & -0.144518 & -1.1194 & 0.133709 \tabularnewline
9 & -0.281087 & -2.1773 & 0.016701 \tabularnewline
10 & -0.306303 & -2.3726 & 0.010443 \tabularnewline
11 & -0.025366 & -0.1965 & 0.422447 \tabularnewline
12 & 0.416192 & 3.2238 & 0.001024 \tabularnewline
13 & -0.306541 & -2.3745 & 0.010395 \tabularnewline
14 & -0.183088 & -1.4182 & 0.080654 \tabularnewline
15 & -0.04042 & -0.3131 & 0.377649 \tabularnewline
16 & 0.020605 & 0.1596 & 0.436865 \tabularnewline
17 & -0.032926 & -0.255 & 0.399779 \tabularnewline
18 & -0.092526 & -0.7167 & 0.238168 \tabularnewline
19 & -0.059813 & -0.4633 & 0.32241 \tabularnewline
20 & -0.022056 & -0.1708 & 0.432461 \tabularnewline
21 & 0.019444 & 0.1506 & 0.440394 \tabularnewline
22 & -0.006004 & -0.0465 & 0.481531 \tabularnewline
23 & -0.012861 & -0.0996 & 0.460489 \tabularnewline
24 & -0.021732 & -0.1683 & 0.433441 \tabularnewline
25 & 0.07617 & 0.59 & 0.2787 \tabularnewline
26 & 0.052509 & 0.4067 & 0.342825 \tabularnewline
27 & -0.005224 & -0.0405 & 0.483927 \tabularnewline
28 & -0.069417 & -0.5377 & 0.296386 \tabularnewline
29 & -0.034901 & -0.2703 & 0.393912 \tabularnewline
30 & 0.032504 & 0.2518 & 0.401039 \tabularnewline
31 & 0.01539 & 0.1192 & 0.452752 \tabularnewline
32 & -0.031007 & -0.2402 & 0.405505 \tabularnewline
33 & 0.060428 & 0.4681 & 0.320713 \tabularnewline
34 & 0.006592 & 0.0511 & 0.479723 \tabularnewline
35 & -0.120946 & -0.9368 & 0.176297 \tabularnewline
36 & 0.037209 & 0.2882 & 0.387087 \tabularnewline
37 & -0.11208 & -0.8682 & 0.194382 \tabularnewline
38 & 0.014974 & 0.116 & 0.454025 \tabularnewline
39 & 0.026919 & 0.2085 & 0.417768 \tabularnewline
40 & -0.099483 & -0.7706 & 0.221986 \tabularnewline
41 & -0.029134 & -0.2257 & 0.411113 \tabularnewline
42 & -0.032604 & -0.2526 & 0.400739 \tabularnewline
43 & 0.012505 & 0.0969 & 0.461578 \tabularnewline
44 & -0.088069 & -0.6822 & 0.248875 \tabularnewline
45 & 0.007243 & 0.0561 & 0.477722 \tabularnewline
46 & -0.019646 & -0.1522 & 0.439779 \tabularnewline
47 & 0.067365 & 0.5218 & 0.301864 \tabularnewline
48 & -0.029993 & -0.2323 & 0.408538 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110978&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]0.606[/C][C]4.6941[/C][C]8e-06[/C][/ROW]
[ROW][C]2[/C][C]0.030681[/C][C]0.2377[/C][C]0.40648[/C][/ROW]
[ROW][C]3[/C][C]0.29168[/C][C]2.2593[/C][C]0.013754[/C][/ROW]
[ROW][C]4[/C][C]0.132957[/C][C]1.0299[/C][C]0.1536[/C][/ROW]
[ROW][C]5[/C][C]0.264416[/C][C]2.0482[/C][C]0.022464[/C][/ROW]
[ROW][C]6[/C][C]0.144181[/C][C]1.1168[/C][C]0.134262[/C][/ROW]
[ROW][C]7[/C][C]-0.018535[/C][C]-0.1436[/C][C]0.443159[/C][/ROW]
[ROW][C]8[/C][C]-0.144518[/C][C]-1.1194[/C][C]0.133709[/C][/ROW]
[ROW][C]9[/C][C]-0.281087[/C][C]-2.1773[/C][C]0.016701[/C][/ROW]
[ROW][C]10[/C][C]-0.306303[/C][C]-2.3726[/C][C]0.010443[/C][/ROW]
[ROW][C]11[/C][C]-0.025366[/C][C]-0.1965[/C][C]0.422447[/C][/ROW]
[ROW][C]12[/C][C]0.416192[/C][C]3.2238[/C][C]0.001024[/C][/ROW]
[ROW][C]13[/C][C]-0.306541[/C][C]-2.3745[/C][C]0.010395[/C][/ROW]
[ROW][C]14[/C][C]-0.183088[/C][C]-1.4182[/C][C]0.080654[/C][/ROW]
[ROW][C]15[/C][C]-0.04042[/C][C]-0.3131[/C][C]0.377649[/C][/ROW]
[ROW][C]16[/C][C]0.020605[/C][C]0.1596[/C][C]0.436865[/C][/ROW]
[ROW][C]17[/C][C]-0.032926[/C][C]-0.255[/C][C]0.399779[/C][/ROW]
[ROW][C]18[/C][C]-0.092526[/C][C]-0.7167[/C][C]0.238168[/C][/ROW]
[ROW][C]19[/C][C]-0.059813[/C][C]-0.4633[/C][C]0.32241[/C][/ROW]
[ROW][C]20[/C][C]-0.022056[/C][C]-0.1708[/C][C]0.432461[/C][/ROW]
[ROW][C]21[/C][C]0.019444[/C][C]0.1506[/C][C]0.440394[/C][/ROW]
[ROW][C]22[/C][C]-0.006004[/C][C]-0.0465[/C][C]0.481531[/C][/ROW]
[ROW][C]23[/C][C]-0.012861[/C][C]-0.0996[/C][C]0.460489[/C][/ROW]
[ROW][C]24[/C][C]-0.021732[/C][C]-0.1683[/C][C]0.433441[/C][/ROW]
[ROW][C]25[/C][C]0.07617[/C][C]0.59[/C][C]0.2787[/C][/ROW]
[ROW][C]26[/C][C]0.052509[/C][C]0.4067[/C][C]0.342825[/C][/ROW]
[ROW][C]27[/C][C]-0.005224[/C][C]-0.0405[/C][C]0.483927[/C][/ROW]
[ROW][C]28[/C][C]-0.069417[/C][C]-0.5377[/C][C]0.296386[/C][/ROW]
[ROW][C]29[/C][C]-0.034901[/C][C]-0.2703[/C][C]0.393912[/C][/ROW]
[ROW][C]30[/C][C]0.032504[/C][C]0.2518[/C][C]0.401039[/C][/ROW]
[ROW][C]31[/C][C]0.01539[/C][C]0.1192[/C][C]0.452752[/C][/ROW]
[ROW][C]32[/C][C]-0.031007[/C][C]-0.2402[/C][C]0.405505[/C][/ROW]
[ROW][C]33[/C][C]0.060428[/C][C]0.4681[/C][C]0.320713[/C][/ROW]
[ROW][C]34[/C][C]0.006592[/C][C]0.0511[/C][C]0.479723[/C][/ROW]
[ROW][C]35[/C][C]-0.120946[/C][C]-0.9368[/C][C]0.176297[/C][/ROW]
[ROW][C]36[/C][C]0.037209[/C][C]0.2882[/C][C]0.387087[/C][/ROW]
[ROW][C]37[/C][C]-0.11208[/C][C]-0.8682[/C][C]0.194382[/C][/ROW]
[ROW][C]38[/C][C]0.014974[/C][C]0.116[/C][C]0.454025[/C][/ROW]
[ROW][C]39[/C][C]0.026919[/C][C]0.2085[/C][C]0.417768[/C][/ROW]
[ROW][C]40[/C][C]-0.099483[/C][C]-0.7706[/C][C]0.221986[/C][/ROW]
[ROW][C]41[/C][C]-0.029134[/C][C]-0.2257[/C][C]0.411113[/C][/ROW]
[ROW][C]42[/C][C]-0.032604[/C][C]-0.2526[/C][C]0.400739[/C][/ROW]
[ROW][C]43[/C][C]0.012505[/C][C]0.0969[/C][C]0.461578[/C][/ROW]
[ROW][C]44[/C][C]-0.088069[/C][C]-0.6822[/C][C]0.248875[/C][/ROW]
[ROW][C]45[/C][C]0.007243[/C][C]0.0561[/C][C]0.477722[/C][/ROW]
[ROW][C]46[/C][C]-0.019646[/C][C]-0.1522[/C][C]0.439779[/C][/ROW]
[ROW][C]47[/C][C]0.067365[/C][C]0.5218[/C][C]0.301864[/C][/ROW]
[ROW][C]48[/C][C]-0.029993[/C][C]-0.2323[/C][C]0.408538[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110978&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110978&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	0.606	4.6941	8e-06
2	0.030681	0.2377	0.40648
3	0.29168	2.2593	0.013754
4	0.132957	1.0299	0.1536
5	0.264416	2.0482	0.022464
6	0.144181	1.1168	0.134262
7	-0.018535	-0.1436	0.443159
8	-0.144518	-1.1194	0.133709
9	-0.281087	-2.1773	0.016701
10	-0.306303	-2.3726	0.010443
11	-0.025366	-0.1965	0.422447
12	0.416192	3.2238	0.001024
13	-0.306541	-2.3745	0.010395
14	-0.183088	-1.4182	0.080654
15	-0.04042	-0.3131	0.377649
16	0.020605	0.1596	0.436865
17	-0.032926	-0.255	0.399779
18	-0.092526	-0.7167	0.238168
19	-0.059813	-0.4633	0.32241
20	-0.022056	-0.1708	0.432461
21	0.019444	0.1506	0.440394
22	-0.006004	-0.0465	0.481531
23	-0.012861	-0.0996	0.460489
24	-0.021732	-0.1683	0.433441
25	0.07617	0.59	0.2787
26	0.052509	0.4067	0.342825
27	-0.005224	-0.0405	0.483927
28	-0.069417	-0.5377	0.296386
29	-0.034901	-0.2703	0.393912
30	0.032504	0.2518	0.401039
31	0.01539	0.1192	0.452752
32	-0.031007	-0.2402	0.405505
33	0.060428	0.4681	0.320713
34	0.006592	0.0511	0.479723
35	-0.120946	-0.9368	0.176297
36	0.037209	0.2882	0.387087
37	-0.11208	-0.8682	0.194382
38	0.014974	0.116	0.454025
39	0.026919	0.2085	0.417768
40	-0.099483	-0.7706	0.221986
41	-0.029134	-0.2257	0.411113
42	-0.032604	-0.2526	0.400739
43	0.012505	0.0969	0.461578
44	-0.088069	-0.6822	0.248875
45	0.007243	0.0561	0.477722
46	-0.019646	-0.1522	0.439779
47	0.067365	0.5218	0.301864
48	-0.029993	-0.2323	0.408538

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; 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 (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