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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 19 Dec 2010 14:47:59 +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/19/t1292770003tj7c1z0nzkms2zb.htm/, Retrieved Sun, 05 May 2024 02:39:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112451, Retrieved Sun, 05 May 2024 02:39:26 +0000

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Estimated Impact

144

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [Workshop 9, Stati...] [2010-12-03 13:18:27] [d946de7cca328fbcf207448a112523ab]
-    D      [(Partial) Autocorrelation Function] [Autocorrelatie Fu...] [2010-12-19 14:18:56] [d946de7cca328fbcf207448a112523ab]
- R PD        [(Partial) Autocorrelation Function] [Paper ACF] [2010-12-19 14:22:07] [3635fb7041b1998c5a1332cf9de22bce]
-   PD            [(Partial) Autocorrelation Function] [Paper ACF D=1 d=1] [2010-12-19 14:47:59] [23a9b79f355c69a75648521a893cf584] [Current]
-                   [(Partial) Autocorrelation Function] [Paper ACF D=1 d=1...] [2010-12-19 14:54:07] [d946de7cca328fbcf207448a112523ab] 

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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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112451&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112451&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112451&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.5699	-4.8021	4e-06
2	-0.042266	-0.3561	0.361395
3	0.483815	4.0767	5.9e-05
4	-0.452505	-3.8129	0.000145
5	0.14417	1.2148	0.114234
6	0.156765	1.3209	0.095384
7	-0.263096	-2.2169	0.014917
8	0.085775	0.7228	0.236102
9	0.150862	1.2712	0.103906
10	-0.230151	-1.9393	0.02822
11	0.042031	0.3542	0.362136
12	0.182281	1.5359	0.0645
13	-0.270605	-2.2802	0.012802
14	0.082782	0.6975	0.243873
15	0.16643	1.4024	0.082582
16	-0.318769	-2.686	0.004499
17	0.225837	1.9029	0.030552
18	0.028834	0.243	0.404368
19	-0.247815	-2.0881	0.020187
20	0.294133	2.4784	0.007788
21	-0.036017	-0.3035	0.381203
22	-0.335951	-2.8308	0.003018
23	0.489334	4.1232	5e-05
24	-0.322675	-2.7189	0.004113
25	-0.058958	-0.4968	0.310437
26	0.325813	2.7454	0.003826
27	-0.308997	-2.6037	0.005612
28	0.096987	0.8172	0.208267
29	0.118744	1.0006	0.160219
30	-0.161616	-1.3618	0.088783
31	0.033553	0.2827	0.389106
32	0.128332	1.0813	0.141602
33	-0.189437	-1.5962	0.05744
34	0.054961	0.4631	0.32235
35	0.112584	0.9486	0.173009
36	-0.169946	-1.432	0.078267
37	0.06615	0.5574	0.289507
38	0.08757	0.7379	0.23151
39	-0.164454	-1.3857	0.085086
40	0.12033	1.0139	0.157033
41	-0.001085	-0.0091	0.496366
42	-0.131234	-1.1058	0.136273
43	0.145657	1.2273	0.111876
44	-0.00698	-0.0588	0.476631
45	-0.165641	-1.3957	0.083575
46	0.261734	2.2054	0.015332
47	-0.117784	-0.9925	0.16217
48	-0.10177	-0.8575	0.19702

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.5699 & -4.8021 & 4e-06 \tabularnewline
2 & -0.042266 & -0.3561 & 0.361395 \tabularnewline
3 & 0.483815 & 4.0767 & 5.9e-05 \tabularnewline
4 & -0.452505 & -3.8129 & 0.000145 \tabularnewline
5 & 0.14417 & 1.2148 & 0.114234 \tabularnewline
6 & 0.156765 & 1.3209 & 0.095384 \tabularnewline
7 & -0.263096 & -2.2169 & 0.014917 \tabularnewline
8 & 0.085775 & 0.7228 & 0.236102 \tabularnewline
9 & 0.150862 & 1.2712 & 0.103906 \tabularnewline
10 & -0.230151 & -1.9393 & 0.02822 \tabularnewline
11 & 0.042031 & 0.3542 & 0.362136 \tabularnewline
12 & 0.182281 & 1.5359 & 0.0645 \tabularnewline
13 & -0.270605 & -2.2802 & 0.012802 \tabularnewline
14 & 0.082782 & 0.6975 & 0.243873 \tabularnewline
15 & 0.16643 & 1.4024 & 0.082582 \tabularnewline
16 & -0.318769 & -2.686 & 0.004499 \tabularnewline
17 & 0.225837 & 1.9029 & 0.030552 \tabularnewline
18 & 0.028834 & 0.243 & 0.404368 \tabularnewline
19 & -0.247815 & -2.0881 & 0.020187 \tabularnewline
20 & 0.294133 & 2.4784 & 0.007788 \tabularnewline
21 & -0.036017 & -0.3035 & 0.381203 \tabularnewline
22 & -0.335951 & -2.8308 & 0.003018 \tabularnewline
23 & 0.489334 & 4.1232 & 5e-05 \tabularnewline
24 & -0.322675 & -2.7189 & 0.004113 \tabularnewline
25 & -0.058958 & -0.4968 & 0.310437 \tabularnewline
26 & 0.325813 & 2.7454 & 0.003826 \tabularnewline
27 & -0.308997 & -2.6037 & 0.005612 \tabularnewline
28 & 0.096987 & 0.8172 & 0.208267 \tabularnewline
29 & 0.118744 & 1.0006 & 0.160219 \tabularnewline
30 & -0.161616 & -1.3618 & 0.088783 \tabularnewline
31 & 0.033553 & 0.2827 & 0.389106 \tabularnewline
32 & 0.128332 & 1.0813 & 0.141602 \tabularnewline
33 & -0.189437 & -1.5962 & 0.05744 \tabularnewline
34 & 0.054961 & 0.4631 & 0.32235 \tabularnewline
35 & 0.112584 & 0.9486 & 0.173009 \tabularnewline
36 & -0.169946 & -1.432 & 0.078267 \tabularnewline
37 & 0.06615 & 0.5574 & 0.289507 \tabularnewline
38 & 0.08757 & 0.7379 & 0.23151 \tabularnewline
39 & -0.164454 & -1.3857 & 0.085086 \tabularnewline
40 & 0.12033 & 1.0139 & 0.157033 \tabularnewline
41 & -0.001085 & -0.0091 & 0.496366 \tabularnewline
42 & -0.131234 & -1.1058 & 0.136273 \tabularnewline
43 & 0.145657 & 1.2273 & 0.111876 \tabularnewline
44 & -0.00698 & -0.0588 & 0.476631 \tabularnewline
45 & -0.165641 & -1.3957 & 0.083575 \tabularnewline
46 & 0.261734 & 2.2054 & 0.015332 \tabularnewline
47 & -0.117784 & -0.9925 & 0.16217 \tabularnewline
48 & -0.10177 & -0.8575 & 0.19702 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112451&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]-0.5699[/C][C]-4.8021[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.042266[/C][C]-0.3561[/C][C]0.361395[/C][/ROW]
[ROW][C]3[/C][C]0.483815[/C][C]4.0767[/C][C]5.9e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.452505[/C][C]-3.8129[/C][C]0.000145[/C][/ROW]
[ROW][C]5[/C][C]0.14417[/C][C]1.2148[/C][C]0.114234[/C][/ROW]
[ROW][C]6[/C][C]0.156765[/C][C]1.3209[/C][C]0.095384[/C][/ROW]
[ROW][C]7[/C][C]-0.263096[/C][C]-2.2169[/C][C]0.014917[/C][/ROW]
[ROW][C]8[/C][C]0.085775[/C][C]0.7228[/C][C]0.236102[/C][/ROW]
[ROW][C]9[/C][C]0.150862[/C][C]1.2712[/C][C]0.103906[/C][/ROW]
[ROW][C]10[/C][C]-0.230151[/C][C]-1.9393[/C][C]0.02822[/C][/ROW]
[ROW][C]11[/C][C]0.042031[/C][C]0.3542[/C][C]0.362136[/C][/ROW]
[ROW][C]12[/C][C]0.182281[/C][C]1.5359[/C][C]0.0645[/C][/ROW]
[ROW][C]13[/C][C]-0.270605[/C][C]-2.2802[/C][C]0.012802[/C][/ROW]
[ROW][C]14[/C][C]0.082782[/C][C]0.6975[/C][C]0.243873[/C][/ROW]
[ROW][C]15[/C][C]0.16643[/C][C]1.4024[/C][C]0.082582[/C][/ROW]
[ROW][C]16[/C][C]-0.318769[/C][C]-2.686[/C][C]0.004499[/C][/ROW]
[ROW][C]17[/C][C]0.225837[/C][C]1.9029[/C][C]0.030552[/C][/ROW]
[ROW][C]18[/C][C]0.028834[/C][C]0.243[/C][C]0.404368[/C][/ROW]
[ROW][C]19[/C][C]-0.247815[/C][C]-2.0881[/C][C]0.020187[/C][/ROW]
[ROW][C]20[/C][C]0.294133[/C][C]2.4784[/C][C]0.007788[/C][/ROW]
[ROW][C]21[/C][C]-0.036017[/C][C]-0.3035[/C][C]0.381203[/C][/ROW]
[ROW][C]22[/C][C]-0.335951[/C][C]-2.8308[/C][C]0.003018[/C][/ROW]
[ROW][C]23[/C][C]0.489334[/C][C]4.1232[/C][C]5e-05[/C][/ROW]
[ROW][C]24[/C][C]-0.322675[/C][C]-2.7189[/C][C]0.004113[/C][/ROW]
[ROW][C]25[/C][C]-0.058958[/C][C]-0.4968[/C][C]0.310437[/C][/ROW]
[ROW][C]26[/C][C]0.325813[/C][C]2.7454[/C][C]0.003826[/C][/ROW]
[ROW][C]27[/C][C]-0.308997[/C][C]-2.6037[/C][C]0.005612[/C][/ROW]
[ROW][C]28[/C][C]0.096987[/C][C]0.8172[/C][C]0.208267[/C][/ROW]
[ROW][C]29[/C][C]0.118744[/C][C]1.0006[/C][C]0.160219[/C][/ROW]
[ROW][C]30[/C][C]-0.161616[/C][C]-1.3618[/C][C]0.088783[/C][/ROW]
[ROW][C]31[/C][C]0.033553[/C][C]0.2827[/C][C]0.389106[/C][/ROW]
[ROW][C]32[/C][C]0.128332[/C][C]1.0813[/C][C]0.141602[/C][/ROW]
[ROW][C]33[/C][C]-0.189437[/C][C]-1.5962[/C][C]0.05744[/C][/ROW]
[ROW][C]34[/C][C]0.054961[/C][C]0.4631[/C][C]0.32235[/C][/ROW]
[ROW][C]35[/C][C]0.112584[/C][C]0.9486[/C][C]0.173009[/C][/ROW]
[ROW][C]36[/C][C]-0.169946[/C][C]-1.432[/C][C]0.078267[/C][/ROW]
[ROW][C]37[/C][C]0.06615[/C][C]0.5574[/C][C]0.289507[/C][/ROW]
[ROW][C]38[/C][C]0.08757[/C][C]0.7379[/C][C]0.23151[/C][/ROW]
[ROW][C]39[/C][C]-0.164454[/C][C]-1.3857[/C][C]0.085086[/C][/ROW]
[ROW][C]40[/C][C]0.12033[/C][C]1.0139[/C][C]0.157033[/C][/ROW]
[ROW][C]41[/C][C]-0.001085[/C][C]-0.0091[/C][C]0.496366[/C][/ROW]
[ROW][C]42[/C][C]-0.131234[/C][C]-1.1058[/C][C]0.136273[/C][/ROW]
[ROW][C]43[/C][C]0.145657[/C][C]1.2273[/C][C]0.111876[/C][/ROW]
[ROW][C]44[/C][C]-0.00698[/C][C]-0.0588[/C][C]0.476631[/C][/ROW]
[ROW][C]45[/C][C]-0.165641[/C][C]-1.3957[/C][C]0.083575[/C][/ROW]
[ROW][C]46[/C][C]0.261734[/C][C]2.2054[/C][C]0.015332[/C][/ROW]
[ROW][C]47[/C][C]-0.117784[/C][C]-0.9925[/C][C]0.16217[/C][/ROW]
[ROW][C]48[/C][C]-0.10177[/C][C]-0.8575[/C][C]0.19702[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112451&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112451&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	-0.5699	-4.8021	4e-06
2	-0.042266	-0.3561	0.361395
3	0.483815	4.0767	5.9e-05
4	-0.452505	-3.8129	0.000145
5	0.14417	1.2148	0.114234
6	0.156765	1.3209	0.095384
7	-0.263096	-2.2169	0.014917
8	0.085775	0.7228	0.236102
9	0.150862	1.2712	0.103906
10	-0.230151	-1.9393	0.02822
11	0.042031	0.3542	0.362136
12	0.182281	1.5359	0.0645
13	-0.270605	-2.2802	0.012802
14	0.082782	0.6975	0.243873
15	0.16643	1.4024	0.082582
16	-0.318769	-2.686	0.004499
17	0.225837	1.9029	0.030552
18	0.028834	0.243	0.404368
19	-0.247815	-2.0881	0.020187
20	0.294133	2.4784	0.007788
21	-0.036017	-0.3035	0.381203
22	-0.335951	-2.8308	0.003018
23	0.489334	4.1232	5e-05
24	-0.322675	-2.7189	0.004113
25	-0.058958	-0.4968	0.310437
26	0.325813	2.7454	0.003826
27	-0.308997	-2.6037	0.005612
28	0.096987	0.8172	0.208267
29	0.118744	1.0006	0.160219
30	-0.161616	-1.3618	0.088783
31	0.033553	0.2827	0.389106
32	0.128332	1.0813	0.141602
33	-0.189437	-1.5962	0.05744
34	0.054961	0.4631	0.32235
35	0.112584	0.9486	0.173009
36	-0.169946	-1.432	0.078267
37	0.06615	0.5574	0.289507
38	0.08757	0.7379	0.23151
39	-0.164454	-1.3857	0.085086
40	0.12033	1.0139	0.157033
41	-0.001085	-0.0091	0.496366
42	-0.131234	-1.1058	0.136273
43	0.145657	1.2273	0.111876
44	-0.00698	-0.0588	0.476631
45	-0.165641	-1.3957	0.083575
46	0.261734	2.2054	0.015332
47	-0.117784	-0.9925	0.16217
48	-0.10177	-0.8575	0.19702

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.5699	-4.8021	4e-06
2	-0.543609	-4.5805	1e-05
3	0.287652	2.4238	0.008955
4	0.112544	0.9483	0.173093
5	0.015559	0.1311	0.448033
6	-0.045718	-0.3852	0.350609
7	-0.027724	-0.2336	0.407981
8	-0.186459	-1.5711	0.060299
9	0.064205	0.541	0.295099
10	0.054823	0.462	0.322765
11	-0.13617	-1.1474	0.127536
12	-0.016745	-0.1411	0.444098
13	-0.037218	-0.3136	0.377371
14	-0.143475	-1.2089	0.115348
15	0.013972	0.1177	0.453305
16	-0.069768	-0.5879	0.279241
17	0.002627	0.0221	0.491202
18	0.024386	0.2055	0.418892
19	-0.028074	-0.2366	0.406842
20	0.052516	0.4425	0.329732
21	0.216589	1.825	0.036103
22	-0.301802	-2.543	0.006585
23	0.047142	0.3972	0.346195
24	-0.157285	-1.3253	0.09466
25	0.005652	0.0476	0.481073
26	-0.044989	-0.3791	0.352879
27	0.107239	0.9036	0.184629
28	0.010119	0.0853	0.466145
29	-0.033065	-0.2786	0.390675
30	-0.032022	-0.2698	0.394041
31	0.011378	0.0959	0.461945
32	-0.0085	-0.0716	0.471551
33	-0.0828	-0.6977	0.243828
34	-0.007534	-0.0635	0.474782
35	-0.090988	-0.7667	0.222907
36	0.015762	0.1328	0.447357
37	0.026543	0.2237	0.411834
38	-0.08346	-0.7033	0.2421
39	0.009949	0.0838	0.466714
40	-0.052569	-0.443	0.329574
41	-0.009452	-0.0796	0.468373
42	-0.050469	-0.4253	0.335967
43	0.037051	0.3122	0.377902
44	0.018466	0.1556	0.438395
45	0.028542	0.2405	0.405317
46	0.011756	0.0991	0.460685
47	0.104261	0.8785	0.191313
48	-0.042468	-0.3578	0.36076

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.5699 & -4.8021 & 4e-06 \tabularnewline
2 & -0.543609 & -4.5805 & 1e-05 \tabularnewline
3 & 0.287652 & 2.4238 & 0.008955 \tabularnewline
4 & 0.112544 & 0.9483 & 0.173093 \tabularnewline
5 & 0.015559 & 0.1311 & 0.448033 \tabularnewline
6 & -0.045718 & -0.3852 & 0.350609 \tabularnewline
7 & -0.027724 & -0.2336 & 0.407981 \tabularnewline
8 & -0.186459 & -1.5711 & 0.060299 \tabularnewline
9 & 0.064205 & 0.541 & 0.295099 \tabularnewline
10 & 0.054823 & 0.462 & 0.322765 \tabularnewline
11 & -0.13617 & -1.1474 & 0.127536 \tabularnewline
12 & -0.016745 & -0.1411 & 0.444098 \tabularnewline
13 & -0.037218 & -0.3136 & 0.377371 \tabularnewline
14 & -0.143475 & -1.2089 & 0.115348 \tabularnewline
15 & 0.013972 & 0.1177 & 0.453305 \tabularnewline
16 & -0.069768 & -0.5879 & 0.279241 \tabularnewline
17 & 0.002627 & 0.0221 & 0.491202 \tabularnewline
18 & 0.024386 & 0.2055 & 0.418892 \tabularnewline
19 & -0.028074 & -0.2366 & 0.406842 \tabularnewline
20 & 0.052516 & 0.4425 & 0.329732 \tabularnewline
21 & 0.216589 & 1.825 & 0.036103 \tabularnewline
22 & -0.301802 & -2.543 & 0.006585 \tabularnewline
23 & 0.047142 & 0.3972 & 0.346195 \tabularnewline
24 & -0.157285 & -1.3253 & 0.09466 \tabularnewline
25 & 0.005652 & 0.0476 & 0.481073 \tabularnewline
26 & -0.044989 & -0.3791 & 0.352879 \tabularnewline
27 & 0.107239 & 0.9036 & 0.184629 \tabularnewline
28 & 0.010119 & 0.0853 & 0.466145 \tabularnewline
29 & -0.033065 & -0.2786 & 0.390675 \tabularnewline
30 & -0.032022 & -0.2698 & 0.394041 \tabularnewline
31 & 0.011378 & 0.0959 & 0.461945 \tabularnewline
32 & -0.0085 & -0.0716 & 0.471551 \tabularnewline
33 & -0.0828 & -0.6977 & 0.243828 \tabularnewline
34 & -0.007534 & -0.0635 & 0.474782 \tabularnewline
35 & -0.090988 & -0.7667 & 0.222907 \tabularnewline
36 & 0.015762 & 0.1328 & 0.447357 \tabularnewline
37 & 0.026543 & 0.2237 & 0.411834 \tabularnewline
38 & -0.08346 & -0.7033 & 0.2421 \tabularnewline
39 & 0.009949 & 0.0838 & 0.466714 \tabularnewline
40 & -0.052569 & -0.443 & 0.329574 \tabularnewline
41 & -0.009452 & -0.0796 & 0.468373 \tabularnewline
42 & -0.050469 & -0.4253 & 0.335967 \tabularnewline
43 & 0.037051 & 0.3122 & 0.377902 \tabularnewline
44 & 0.018466 & 0.1556 & 0.438395 \tabularnewline
45 & 0.028542 & 0.2405 & 0.405317 \tabularnewline
46 & 0.011756 & 0.0991 & 0.460685 \tabularnewline
47 & 0.104261 & 0.8785 & 0.191313 \tabularnewline
48 & -0.042468 & -0.3578 & 0.36076 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112451&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]-0.5699[/C][C]-4.8021[/C][C]4e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.543609[/C][C]-4.5805[/C][C]1e-05[/C][/ROW]
[ROW][C]3[/C][C]0.287652[/C][C]2.4238[/C][C]0.008955[/C][/ROW]
[ROW][C]4[/C][C]0.112544[/C][C]0.9483[/C][C]0.173093[/C][/ROW]
[ROW][C]5[/C][C]0.015559[/C][C]0.1311[/C][C]0.448033[/C][/ROW]
[ROW][C]6[/C][C]-0.045718[/C][C]-0.3852[/C][C]0.350609[/C][/ROW]
[ROW][C]7[/C][C]-0.027724[/C][C]-0.2336[/C][C]0.407981[/C][/ROW]
[ROW][C]8[/C][C]-0.186459[/C][C]-1.5711[/C][C]0.060299[/C][/ROW]
[ROW][C]9[/C][C]0.064205[/C][C]0.541[/C][C]0.295099[/C][/ROW]
[ROW][C]10[/C][C]0.054823[/C][C]0.462[/C][C]0.322765[/C][/ROW]
[ROW][C]11[/C][C]-0.13617[/C][C]-1.1474[/C][C]0.127536[/C][/ROW]
[ROW][C]12[/C][C]-0.016745[/C][C]-0.1411[/C][C]0.444098[/C][/ROW]
[ROW][C]13[/C][C]-0.037218[/C][C]-0.3136[/C][C]0.377371[/C][/ROW]
[ROW][C]14[/C][C]-0.143475[/C][C]-1.2089[/C][C]0.115348[/C][/ROW]
[ROW][C]15[/C][C]0.013972[/C][C]0.1177[/C][C]0.453305[/C][/ROW]
[ROW][C]16[/C][C]-0.069768[/C][C]-0.5879[/C][C]0.279241[/C][/ROW]
[ROW][C]17[/C][C]0.002627[/C][C]0.0221[/C][C]0.491202[/C][/ROW]
[ROW][C]18[/C][C]0.024386[/C][C]0.2055[/C][C]0.418892[/C][/ROW]
[ROW][C]19[/C][C]-0.028074[/C][C]-0.2366[/C][C]0.406842[/C][/ROW]
[ROW][C]20[/C][C]0.052516[/C][C]0.4425[/C][C]0.329732[/C][/ROW]
[ROW][C]21[/C][C]0.216589[/C][C]1.825[/C][C]0.036103[/C][/ROW]
[ROW][C]22[/C][C]-0.301802[/C][C]-2.543[/C][C]0.006585[/C][/ROW]
[ROW][C]23[/C][C]0.047142[/C][C]0.3972[/C][C]0.346195[/C][/ROW]
[ROW][C]24[/C][C]-0.157285[/C][C]-1.3253[/C][C]0.09466[/C][/ROW]
[ROW][C]25[/C][C]0.005652[/C][C]0.0476[/C][C]0.481073[/C][/ROW]
[ROW][C]26[/C][C]-0.044989[/C][C]-0.3791[/C][C]0.352879[/C][/ROW]
[ROW][C]27[/C][C]0.107239[/C][C]0.9036[/C][C]0.184629[/C][/ROW]
[ROW][C]28[/C][C]0.010119[/C][C]0.0853[/C][C]0.466145[/C][/ROW]
[ROW][C]29[/C][C]-0.033065[/C][C]-0.2786[/C][C]0.390675[/C][/ROW]
[ROW][C]30[/C][C]-0.032022[/C][C]-0.2698[/C][C]0.394041[/C][/ROW]
[ROW][C]31[/C][C]0.011378[/C][C]0.0959[/C][C]0.461945[/C][/ROW]
[ROW][C]32[/C][C]-0.0085[/C][C]-0.0716[/C][C]0.471551[/C][/ROW]
[ROW][C]33[/C][C]-0.0828[/C][C]-0.6977[/C][C]0.243828[/C][/ROW]
[ROW][C]34[/C][C]-0.007534[/C][C]-0.0635[/C][C]0.474782[/C][/ROW]
[ROW][C]35[/C][C]-0.090988[/C][C]-0.7667[/C][C]0.222907[/C][/ROW]
[ROW][C]36[/C][C]0.015762[/C][C]0.1328[/C][C]0.447357[/C][/ROW]
[ROW][C]37[/C][C]0.026543[/C][C]0.2237[/C][C]0.411834[/C][/ROW]
[ROW][C]38[/C][C]-0.08346[/C][C]-0.7033[/C][C]0.2421[/C][/ROW]
[ROW][C]39[/C][C]0.009949[/C][C]0.0838[/C][C]0.466714[/C][/ROW]
[ROW][C]40[/C][C]-0.052569[/C][C]-0.443[/C][C]0.329574[/C][/ROW]
[ROW][C]41[/C][C]-0.009452[/C][C]-0.0796[/C][C]0.468373[/C][/ROW]
[ROW][C]42[/C][C]-0.050469[/C][C]-0.4253[/C][C]0.335967[/C][/ROW]
[ROW][C]43[/C][C]0.037051[/C][C]0.3122[/C][C]0.377902[/C][/ROW]
[ROW][C]44[/C][C]0.018466[/C][C]0.1556[/C][C]0.438395[/C][/ROW]
[ROW][C]45[/C][C]0.028542[/C][C]0.2405[/C][C]0.405317[/C][/ROW]
[ROW][C]46[/C][C]0.011756[/C][C]0.0991[/C][C]0.460685[/C][/ROW]
[ROW][C]47[/C][C]0.104261[/C][C]0.8785[/C][C]0.191313[/C][/ROW]
[ROW][C]48[/C][C]-0.042468[/C][C]-0.3578[/C][C]0.36076[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112451&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112451&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	-0.5699	-4.8021	4e-06
2	-0.543609	-4.5805	1e-05
3	0.287652	2.4238	0.008955
4	0.112544	0.9483	0.173093
5	0.015559	0.1311	0.448033
6	-0.045718	-0.3852	0.350609
7	-0.027724	-0.2336	0.407981
8	-0.186459	-1.5711	0.060299
9	0.064205	0.541	0.295099
10	0.054823	0.462	0.322765
11	-0.13617	-1.1474	0.127536
12	-0.016745	-0.1411	0.444098
13	-0.037218	-0.3136	0.377371
14	-0.143475	-1.2089	0.115348
15	0.013972	0.1177	0.453305
16	-0.069768	-0.5879	0.279241
17	0.002627	0.0221	0.491202
18	0.024386	0.2055	0.418892
19	-0.028074	-0.2366	0.406842
20	0.052516	0.4425	0.329732
21	0.216589	1.825	0.036103
22	-0.301802	-2.543	0.006585
23	0.047142	0.3972	0.346195
24	-0.157285	-1.3253	0.09466
25	0.005652	0.0476	0.481073
26	-0.044989	-0.3791	0.352879
27	0.107239	0.9036	0.184629
28	0.010119	0.0853	0.466145
29	-0.033065	-0.2786	0.390675
30	-0.032022	-0.2698	0.394041
31	0.011378	0.0959	0.461945
32	-0.0085	-0.0716	0.471551
33	-0.0828	-0.6977	0.243828
34	-0.007534	-0.0635	0.474782
35	-0.090988	-0.7667	0.222907
36	0.015762	0.1328	0.447357
37	0.026543	0.2237	0.411834
38	-0.08346	-0.7033	0.2421
39	0.009949	0.0838	0.466714
40	-0.052569	-0.443	0.329574
41	-0.009452	-0.0796	0.468373
42	-0.050469	-0.4253	0.335967
43	0.037051	0.3122	0.377902
44	0.018466	0.1556	0.438395
45	0.028542	0.2405	0.405317
46	0.011756	0.0991	0.460685
47	0.104261	0.8785	0.191313
48	-0.042468	-0.3578	0.36076

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 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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