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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 17 Dec 2010 09:14:56 +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/17/t1292577350xk5jdqagsdg8s69.htm/, Retrieved Mon, 06 May 2024 13:28:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111353, Retrieved Mon, 06 May 2024 13:28:30 +0000

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User-defined keywords

Estimated Impact

146

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]
- R PD            [(Partial) Autocorrelation Function] [Autocorrelation f...] [2010-12-17 09:14:56] [0605ea080d54454c99180f574351b8e4] [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	3 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 3 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111353&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111353&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111353&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	3 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.799384	8.1521	0
2	0.765961	7.8113	0
3	0.728086	7.425	0
4	0.69404	7.0779	0
5	0.650442	6.6332	0
6	0.562864	5.7401	0
7	0.512307	5.2245	0
8	0.448121	4.57	7e-06
9	0.369024	3.7633	0.000139
10	0.289466	2.952	0.001951
11	0.175741	1.7922	0.038003
12	0.094056	0.9592	0.169844
13	0.037455	0.382	0.351632
14	-0.022781	-0.2323	0.408372
15	-0.091401	-0.9321	0.176719
16	-0.148754	-1.517	0.06615
17	-0.228459	-2.3298	0.010873
18	-0.293571	-2.9938	0.001721
19	-0.369403	-3.7672	0.000137
20	-0.427777	-4.3625	1.5e-05
21	-0.481143	-4.9067	2e-06
22	-0.530552	-5.4106	0
23	-0.537246	-5.4789	0
24	-0.578126	-5.8958	0
25	-0.607629	-6.1966	0
26	-0.599312	-6.1118	0
27	-0.612007	-6.2413	0
28	-0.604572	-6.1654	0
29	-0.586229	-5.9784	0
30	-0.578038	-5.8949	0
31	-0.511942	-5.2208	0
32	-0.48741	-4.9706	1e-06
33	-0.424921	-4.3334	1.7e-05
34	-0.379785	-3.8731	9.4e-05
35	-0.346214	-3.5307	0.00031
36	-0.28777	-2.9347	0.002055
37	-0.252493	-2.5749	0.005716
38	-0.192478	-1.9629	0.026164
39	-0.109653	-1.1182	0.133019
40	-0.063962	-0.6523	0.257829
41	-0.005959	-0.0608	0.47583
42	0.044699	0.4558	0.324728
43	0.099517	1.0149	0.15626
44	0.160711	1.6389	0.052124
45	0.185617	1.8929	0.030573
46	0.235289	2.3995	0.009099
47	0.271288	2.7666	0.003353
48	0.303387	3.094	0.001269

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.799384 & 8.1521 & 0 \tabularnewline
2 & 0.765961 & 7.8113 & 0 \tabularnewline
3 & 0.728086 & 7.425 & 0 \tabularnewline
4 & 0.69404 & 7.0779 & 0 \tabularnewline
5 & 0.650442 & 6.6332 & 0 \tabularnewline
6 & 0.562864 & 5.7401 & 0 \tabularnewline
7 & 0.512307 & 5.2245 & 0 \tabularnewline
8 & 0.448121 & 4.57 & 7e-06 \tabularnewline
9 & 0.369024 & 3.7633 & 0.000139 \tabularnewline
10 & 0.289466 & 2.952 & 0.001951 \tabularnewline
11 & 0.175741 & 1.7922 & 0.038003 \tabularnewline
12 & 0.094056 & 0.9592 & 0.169844 \tabularnewline
13 & 0.037455 & 0.382 & 0.351632 \tabularnewline
14 & -0.022781 & -0.2323 & 0.408372 \tabularnewline
15 & -0.091401 & -0.9321 & 0.176719 \tabularnewline
16 & -0.148754 & -1.517 & 0.06615 \tabularnewline
17 & -0.228459 & -2.3298 & 0.010873 \tabularnewline
18 & -0.293571 & -2.9938 & 0.001721 \tabularnewline
19 & -0.369403 & -3.7672 & 0.000137 \tabularnewline
20 & -0.427777 & -4.3625 & 1.5e-05 \tabularnewline
21 & -0.481143 & -4.9067 & 2e-06 \tabularnewline
22 & -0.530552 & -5.4106 & 0 \tabularnewline
23 & -0.537246 & -5.4789 & 0 \tabularnewline
24 & -0.578126 & -5.8958 & 0 \tabularnewline
25 & -0.607629 & -6.1966 & 0 \tabularnewline
26 & -0.599312 & -6.1118 & 0 \tabularnewline
27 & -0.612007 & -6.2413 & 0 \tabularnewline
28 & -0.604572 & -6.1654 & 0 \tabularnewline
29 & -0.586229 & -5.9784 & 0 \tabularnewline
30 & -0.578038 & -5.8949 & 0 \tabularnewline
31 & -0.511942 & -5.2208 & 0 \tabularnewline
32 & -0.48741 & -4.9706 & 1e-06 \tabularnewline
33 & -0.424921 & -4.3334 & 1.7e-05 \tabularnewline
34 & -0.379785 & -3.8731 & 9.4e-05 \tabularnewline
35 & -0.346214 & -3.5307 & 0.00031 \tabularnewline
36 & -0.28777 & -2.9347 & 0.002055 \tabularnewline
37 & -0.252493 & -2.5749 & 0.005716 \tabularnewline
38 & -0.192478 & -1.9629 & 0.026164 \tabularnewline
39 & -0.109653 & -1.1182 & 0.133019 \tabularnewline
40 & -0.063962 & -0.6523 & 0.257829 \tabularnewline
41 & -0.005959 & -0.0608 & 0.47583 \tabularnewline
42 & 0.044699 & 0.4558 & 0.324728 \tabularnewline
43 & 0.099517 & 1.0149 & 0.15626 \tabularnewline
44 & 0.160711 & 1.6389 & 0.052124 \tabularnewline
45 & 0.185617 & 1.8929 & 0.030573 \tabularnewline
46 & 0.235289 & 2.3995 & 0.009099 \tabularnewline
47 & 0.271288 & 2.7666 & 0.003353 \tabularnewline
48 & 0.303387 & 3.094 & 0.001269 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111353&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]0.799384[/C][C]8.1521[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.765961[/C][C]7.8113[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.728086[/C][C]7.425[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.69404[/C][C]7.0779[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.650442[/C][C]6.6332[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.562864[/C][C]5.7401[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.512307[/C][C]5.2245[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.448121[/C][C]4.57[/C][C]7e-06[/C][/ROW]
[ROW][C]9[/C][C]0.369024[/C][C]3.7633[/C][C]0.000139[/C][/ROW]
[ROW][C]10[/C][C]0.289466[/C][C]2.952[/C][C]0.001951[/C][/ROW]
[ROW][C]11[/C][C]0.175741[/C][C]1.7922[/C][C]0.038003[/C][/ROW]
[ROW][C]12[/C][C]0.094056[/C][C]0.9592[/C][C]0.169844[/C][/ROW]
[ROW][C]13[/C][C]0.037455[/C][C]0.382[/C][C]0.351632[/C][/ROW]
[ROW][C]14[/C][C]-0.022781[/C][C]-0.2323[/C][C]0.408372[/C][/ROW]
[ROW][C]15[/C][C]-0.091401[/C][C]-0.9321[/C][C]0.176719[/C][/ROW]
[ROW][C]16[/C][C]-0.148754[/C][C]-1.517[/C][C]0.06615[/C][/ROW]
[ROW][C]17[/C][C]-0.228459[/C][C]-2.3298[/C][C]0.010873[/C][/ROW]
[ROW][C]18[/C][C]-0.293571[/C][C]-2.9938[/C][C]0.001721[/C][/ROW]
[ROW][C]19[/C][C]-0.369403[/C][C]-3.7672[/C][C]0.000137[/C][/ROW]
[ROW][C]20[/C][C]-0.427777[/C][C]-4.3625[/C][C]1.5e-05[/C][/ROW]
[ROW][C]21[/C][C]-0.481143[/C][C]-4.9067[/C][C]2e-06[/C][/ROW]
[ROW][C]22[/C][C]-0.530552[/C][C]-5.4106[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]-0.537246[/C][C]-5.4789[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]-0.578126[/C][C]-5.8958[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.607629[/C][C]-6.1966[/C][C]0[/C][/ROW]
[ROW][C]26[/C][C]-0.599312[/C][C]-6.1118[/C][C]0[/C][/ROW]
[ROW][C]27[/C][C]-0.612007[/C][C]-6.2413[/C][C]0[/C][/ROW]
[ROW][C]28[/C][C]-0.604572[/C][C]-6.1654[/C][C]0[/C][/ROW]
[ROW][C]29[/C][C]-0.586229[/C][C]-5.9784[/C][C]0[/C][/ROW]
[ROW][C]30[/C][C]-0.578038[/C][C]-5.8949[/C][C]0[/C][/ROW]
[ROW][C]31[/C][C]-0.511942[/C][C]-5.2208[/C][C]0[/C][/ROW]
[ROW][C]32[/C][C]-0.48741[/C][C]-4.9706[/C][C]1e-06[/C][/ROW]
[ROW][C]33[/C][C]-0.424921[/C][C]-4.3334[/C][C]1.7e-05[/C][/ROW]
[ROW][C]34[/C][C]-0.379785[/C][C]-3.8731[/C][C]9.4e-05[/C][/ROW]
[ROW][C]35[/C][C]-0.346214[/C][C]-3.5307[/C][C]0.00031[/C][/ROW]
[ROW][C]36[/C][C]-0.28777[/C][C]-2.9347[/C][C]0.002055[/C][/ROW]
[ROW][C]37[/C][C]-0.252493[/C][C]-2.5749[/C][C]0.005716[/C][/ROW]
[ROW][C]38[/C][C]-0.192478[/C][C]-1.9629[/C][C]0.026164[/C][/ROW]
[ROW][C]39[/C][C]-0.109653[/C][C]-1.1182[/C][C]0.133019[/C][/ROW]
[ROW][C]40[/C][C]-0.063962[/C][C]-0.6523[/C][C]0.257829[/C][/ROW]
[ROW][C]41[/C][C]-0.005959[/C][C]-0.0608[/C][C]0.47583[/C][/ROW]
[ROW][C]42[/C][C]0.044699[/C][C]0.4558[/C][C]0.324728[/C][/ROW]
[ROW][C]43[/C][C]0.099517[/C][C]1.0149[/C][C]0.15626[/C][/ROW]
[ROW][C]44[/C][C]0.160711[/C][C]1.6389[/C][C]0.052124[/C][/ROW]
[ROW][C]45[/C][C]0.185617[/C][C]1.8929[/C][C]0.030573[/C][/ROW]
[ROW][C]46[/C][C]0.235289[/C][C]2.3995[/C][C]0.009099[/C][/ROW]
[ROW][C]47[/C][C]0.271288[/C][C]2.7666[/C][C]0.003353[/C][/ROW]
[ROW][C]48[/C][C]0.303387[/C][C]3.094[/C][C]0.001269[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111353&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111353&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	0.799384	8.1521	0
2	0.765961	7.8113	0
3	0.728086	7.425	0
4	0.69404	7.0779	0
5	0.650442	6.6332	0
6	0.562864	5.7401	0
7	0.512307	5.2245	0
8	0.448121	4.57	7e-06
9	0.369024	3.7633	0.000139
10	0.289466	2.952	0.001951
11	0.175741	1.7922	0.038003
12	0.094056	0.9592	0.169844
13	0.037455	0.382	0.351632
14	-0.022781	-0.2323	0.408372
15	-0.091401	-0.9321	0.176719
16	-0.148754	-1.517	0.06615
17	-0.228459	-2.3298	0.010873
18	-0.293571	-2.9938	0.001721
19	-0.369403	-3.7672	0.000137
20	-0.427777	-4.3625	1.5e-05
21	-0.481143	-4.9067	2e-06
22	-0.530552	-5.4106	0
23	-0.537246	-5.4789	0
24	-0.578126	-5.8958	0
25	-0.607629	-6.1966	0
26	-0.599312	-6.1118	0
27	-0.612007	-6.2413	0
28	-0.604572	-6.1654	0
29	-0.586229	-5.9784	0
30	-0.578038	-5.8949	0
31	-0.511942	-5.2208	0
32	-0.48741	-4.9706	1e-06
33	-0.424921	-4.3334	1.7e-05
34	-0.379785	-3.8731	9.4e-05
35	-0.346214	-3.5307	0.00031
36	-0.28777	-2.9347	0.002055
37	-0.252493	-2.5749	0.005716
38	-0.192478	-1.9629	0.026164
39	-0.109653	-1.1182	0.133019
40	-0.063962	-0.6523	0.257829
41	-0.005959	-0.0608	0.47583
42	0.044699	0.4558	0.324728
43	0.099517	1.0149	0.15626
44	0.160711	1.6389	0.052124
45	0.185617	1.8929	0.030573
46	0.235289	2.3995	0.009099
47	0.271288	2.7666	0.003353
48	0.303387	3.094	0.001269

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.799384	8.1521	0
2	0.351667	3.5863	0.000256
3	0.158045	1.6117	0.055024
4	0.078465	0.8002	0.212713
5	0.003122	0.0318	0.487329
6	-0.16873	-1.7207	0.044138
7	-0.072524	-0.7396	0.230604
8	-0.077953	-0.795	0.214221
9	-0.122396	-1.2482	0.107381
10	-0.112758	-1.1499	0.12641
11	-0.212677	-2.1689	0.016185
12	-0.139789	-1.4256	0.078494
13	0.004261	0.0435	0.482711
14	0.040693	0.415	0.339504
15	0.010869	0.1108	0.455977
16	0.036887	0.3762	0.353776
17	-0.101487	-1.035	0.151541
18	-0.112032	-1.1425	0.127934
19	-0.142544	-1.4537	0.074524
20	-0.112383	-1.1461	0.127194
21	-0.101137	-1.0314	0.152374
22	-0.098355	-1.003	0.159087
23	0.029077	0.2965	0.383709
24	-0.039665	-0.4045	0.343336
25	-0.037103	-0.3784	0.352962
26	0.094741	0.9662	0.1681
27	0.030601	0.3121	0.377805
28	0.008321	0.0849	0.466268
29	0.028174	0.2873	0.387221
30	-0.102598	-1.0463	0.148923
31	0.041254	0.4207	0.337419
32	-0.043276	-0.4413	0.329945
33	0.029508	0.3009	0.382036
34	0.022118	0.2256	0.410992
35	-0.044314	-0.4519	0.326135
36	-0.042944	-0.4379	0.331168
37	-0.075098	-0.7659	0.222749
38	-0.022132	-0.2257	0.410938
39	0.096405	0.9831	0.16391
40	0.008347	0.0851	0.466164
41	-0.022566	-0.2301	0.40922
42	-0.021379	-0.218	0.413919
43	-0.027826	-0.2838	0.388576
44	0.039717	0.405	0.343141
45	-0.032658	-0.333	0.369886
46	-0.013241	-0.135	0.446425
47	-0.067089	-0.6842	0.247694
48	-0.072292	-0.7372	0.23132

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.799384 & 8.1521 & 0 \tabularnewline
2 & 0.351667 & 3.5863 & 0.000256 \tabularnewline
3 & 0.158045 & 1.6117 & 0.055024 \tabularnewline
4 & 0.078465 & 0.8002 & 0.212713 \tabularnewline
5 & 0.003122 & 0.0318 & 0.487329 \tabularnewline
6 & -0.16873 & -1.7207 & 0.044138 \tabularnewline
7 & -0.072524 & -0.7396 & 0.230604 \tabularnewline
8 & -0.077953 & -0.795 & 0.214221 \tabularnewline
9 & -0.122396 & -1.2482 & 0.107381 \tabularnewline
10 & -0.112758 & -1.1499 & 0.12641 \tabularnewline
11 & -0.212677 & -2.1689 & 0.016185 \tabularnewline
12 & -0.139789 & -1.4256 & 0.078494 \tabularnewline
13 & 0.004261 & 0.0435 & 0.482711 \tabularnewline
14 & 0.040693 & 0.415 & 0.339504 \tabularnewline
15 & 0.010869 & 0.1108 & 0.455977 \tabularnewline
16 & 0.036887 & 0.3762 & 0.353776 \tabularnewline
17 & -0.101487 & -1.035 & 0.151541 \tabularnewline
18 & -0.112032 & -1.1425 & 0.127934 \tabularnewline
19 & -0.142544 & -1.4537 & 0.074524 \tabularnewline
20 & -0.112383 & -1.1461 & 0.127194 \tabularnewline
21 & -0.101137 & -1.0314 & 0.152374 \tabularnewline
22 & -0.098355 & -1.003 & 0.159087 \tabularnewline
23 & 0.029077 & 0.2965 & 0.383709 \tabularnewline
24 & -0.039665 & -0.4045 & 0.343336 \tabularnewline
25 & -0.037103 & -0.3784 & 0.352962 \tabularnewline
26 & 0.094741 & 0.9662 & 0.1681 \tabularnewline
27 & 0.030601 & 0.3121 & 0.377805 \tabularnewline
28 & 0.008321 & 0.0849 & 0.466268 \tabularnewline
29 & 0.028174 & 0.2873 & 0.387221 \tabularnewline
30 & -0.102598 & -1.0463 & 0.148923 \tabularnewline
31 & 0.041254 & 0.4207 & 0.337419 \tabularnewline
32 & -0.043276 & -0.4413 & 0.329945 \tabularnewline
33 & 0.029508 & 0.3009 & 0.382036 \tabularnewline
34 & 0.022118 & 0.2256 & 0.410992 \tabularnewline
35 & -0.044314 & -0.4519 & 0.326135 \tabularnewline
36 & -0.042944 & -0.4379 & 0.331168 \tabularnewline
37 & -0.075098 & -0.7659 & 0.222749 \tabularnewline
38 & -0.022132 & -0.2257 & 0.410938 \tabularnewline
39 & 0.096405 & 0.9831 & 0.16391 \tabularnewline
40 & 0.008347 & 0.0851 & 0.466164 \tabularnewline
41 & -0.022566 & -0.2301 & 0.40922 \tabularnewline
42 & -0.021379 & -0.218 & 0.413919 \tabularnewline
43 & -0.027826 & -0.2838 & 0.388576 \tabularnewline
44 & 0.039717 & 0.405 & 0.343141 \tabularnewline
45 & -0.032658 & -0.333 & 0.369886 \tabularnewline
46 & -0.013241 & -0.135 & 0.446425 \tabularnewline
47 & -0.067089 & -0.6842 & 0.247694 \tabularnewline
48 & -0.072292 & -0.7372 & 0.23132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111353&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]0.799384[/C][C]8.1521[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.351667[/C][C]3.5863[/C][C]0.000256[/C][/ROW]
[ROW][C]3[/C][C]0.158045[/C][C]1.6117[/C][C]0.055024[/C][/ROW]
[ROW][C]4[/C][C]0.078465[/C][C]0.8002[/C][C]0.212713[/C][/ROW]
[ROW][C]5[/C][C]0.003122[/C][C]0.0318[/C][C]0.487329[/C][/ROW]
[ROW][C]6[/C][C]-0.16873[/C][C]-1.7207[/C][C]0.044138[/C][/ROW]
[ROW][C]7[/C][C]-0.072524[/C][C]-0.7396[/C][C]0.230604[/C][/ROW]
[ROW][C]8[/C][C]-0.077953[/C][C]-0.795[/C][C]0.214221[/C][/ROW]
[ROW][C]9[/C][C]-0.122396[/C][C]-1.2482[/C][C]0.107381[/C][/ROW]
[ROW][C]10[/C][C]-0.112758[/C][C]-1.1499[/C][C]0.12641[/C][/ROW]
[ROW][C]11[/C][C]-0.212677[/C][C]-2.1689[/C][C]0.016185[/C][/ROW]
[ROW][C]12[/C][C]-0.139789[/C][C]-1.4256[/C][C]0.078494[/C][/ROW]
[ROW][C]13[/C][C]0.004261[/C][C]0.0435[/C][C]0.482711[/C][/ROW]
[ROW][C]14[/C][C]0.040693[/C][C]0.415[/C][C]0.339504[/C][/ROW]
[ROW][C]15[/C][C]0.010869[/C][C]0.1108[/C][C]0.455977[/C][/ROW]
[ROW][C]16[/C][C]0.036887[/C][C]0.3762[/C][C]0.353776[/C][/ROW]
[ROW][C]17[/C][C]-0.101487[/C][C]-1.035[/C][C]0.151541[/C][/ROW]
[ROW][C]18[/C][C]-0.112032[/C][C]-1.1425[/C][C]0.127934[/C][/ROW]
[ROW][C]19[/C][C]-0.142544[/C][C]-1.4537[/C][C]0.074524[/C][/ROW]
[ROW][C]20[/C][C]-0.112383[/C][C]-1.1461[/C][C]0.127194[/C][/ROW]
[ROW][C]21[/C][C]-0.101137[/C][C]-1.0314[/C][C]0.152374[/C][/ROW]
[ROW][C]22[/C][C]-0.098355[/C][C]-1.003[/C][C]0.159087[/C][/ROW]
[ROW][C]23[/C][C]0.029077[/C][C]0.2965[/C][C]0.383709[/C][/ROW]
[ROW][C]24[/C][C]-0.039665[/C][C]-0.4045[/C][C]0.343336[/C][/ROW]
[ROW][C]25[/C][C]-0.037103[/C][C]-0.3784[/C][C]0.352962[/C][/ROW]
[ROW][C]26[/C][C]0.094741[/C][C]0.9662[/C][C]0.1681[/C][/ROW]
[ROW][C]27[/C][C]0.030601[/C][C]0.3121[/C][C]0.377805[/C][/ROW]
[ROW][C]28[/C][C]0.008321[/C][C]0.0849[/C][C]0.466268[/C][/ROW]
[ROW][C]29[/C][C]0.028174[/C][C]0.2873[/C][C]0.387221[/C][/ROW]
[ROW][C]30[/C][C]-0.102598[/C][C]-1.0463[/C][C]0.148923[/C][/ROW]
[ROW][C]31[/C][C]0.041254[/C][C]0.4207[/C][C]0.337419[/C][/ROW]
[ROW][C]32[/C][C]-0.043276[/C][C]-0.4413[/C][C]0.329945[/C][/ROW]
[ROW][C]33[/C][C]0.029508[/C][C]0.3009[/C][C]0.382036[/C][/ROW]
[ROW][C]34[/C][C]0.022118[/C][C]0.2256[/C][C]0.410992[/C][/ROW]
[ROW][C]35[/C][C]-0.044314[/C][C]-0.4519[/C][C]0.326135[/C][/ROW]
[ROW][C]36[/C][C]-0.042944[/C][C]-0.4379[/C][C]0.331168[/C][/ROW]
[ROW][C]37[/C][C]-0.075098[/C][C]-0.7659[/C][C]0.222749[/C][/ROW]
[ROW][C]38[/C][C]-0.022132[/C][C]-0.2257[/C][C]0.410938[/C][/ROW]
[ROW][C]39[/C][C]0.096405[/C][C]0.9831[/C][C]0.16391[/C][/ROW]
[ROW][C]40[/C][C]0.008347[/C][C]0.0851[/C][C]0.466164[/C][/ROW]
[ROW][C]41[/C][C]-0.022566[/C][C]-0.2301[/C][C]0.40922[/C][/ROW]
[ROW][C]42[/C][C]-0.021379[/C][C]-0.218[/C][C]0.413919[/C][/ROW]
[ROW][C]43[/C][C]-0.027826[/C][C]-0.2838[/C][C]0.388576[/C][/ROW]
[ROW][C]44[/C][C]0.039717[/C][C]0.405[/C][C]0.343141[/C][/ROW]
[ROW][C]45[/C][C]-0.032658[/C][C]-0.333[/C][C]0.369886[/C][/ROW]
[ROW][C]46[/C][C]-0.013241[/C][C]-0.135[/C][C]0.446425[/C][/ROW]
[ROW][C]47[/C][C]-0.067089[/C][C]-0.6842[/C][C]0.247694[/C][/ROW]
[ROW][C]48[/C][C]-0.072292[/C][C]-0.7372[/C][C]0.23132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111353&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111353&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	0.799384	8.1521	0
2	0.351667	3.5863	0.000256
3	0.158045	1.6117	0.055024
4	0.078465	0.8002	0.212713
5	0.003122	0.0318	0.487329
6	-0.16873	-1.7207	0.044138
7	-0.072524	-0.7396	0.230604
8	-0.077953	-0.795	0.214221
9	-0.122396	-1.2482	0.107381
10	-0.112758	-1.1499	0.12641
11	-0.212677	-2.1689	0.016185
12	-0.139789	-1.4256	0.078494
13	0.004261	0.0435	0.482711
14	0.040693	0.415	0.339504
15	0.010869	0.1108	0.455977
16	0.036887	0.3762	0.353776
17	-0.101487	-1.035	0.151541
18	-0.112032	-1.1425	0.127934
19	-0.142544	-1.4537	0.074524
20	-0.112383	-1.1461	0.127194
21	-0.101137	-1.0314	0.152374
22	-0.098355	-1.003	0.159087
23	0.029077	0.2965	0.383709
24	-0.039665	-0.4045	0.343336
25	-0.037103	-0.3784	0.352962
26	0.094741	0.9662	0.1681
27	0.030601	0.3121	0.377805
28	0.008321	0.0849	0.466268
29	0.028174	0.2873	0.387221
30	-0.102598	-1.0463	0.148923
31	0.041254	0.4207	0.337419
32	-0.043276	-0.4413	0.329945
33	0.029508	0.3009	0.382036
34	0.022118	0.2256	0.410992
35	-0.044314	-0.4519	0.326135
36	-0.042944	-0.4379	0.331168
37	-0.075098	-0.7659	0.222749
38	-0.022132	-0.2257	0.410938
39	0.096405	0.9831	0.16391
40	0.008347	0.0851	0.466164
41	-0.022566	-0.2301	0.40922
42	-0.021379	-0.218	0.413919
43	-0.027826	-0.2838	0.388576
44	0.039717	0.405	0.343141
45	-0.032658	-0.333	0.369886
46	-0.013241	-0.135	0.446425
47	-0.067089	-0.6842	0.247694
48	-0.072292	-0.7372	0.23132

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 1 ; 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