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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 19 Dec 2010 15:09:48 +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/t12927712795zsk7ht2i495edo.htm/, Retrieved Sun, 05 May 2024 00:20:12 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112470, Retrieved Sun, 05 May 2024 00:20:12 +0000

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134

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

-       [(Partial) Autocorrelation Function] [Paper: Partial Au...] [2010-12-19 15:09:48] [6f3869f9d1e39c73f93153f1f7803f84] [Current]
- R  D    [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-19 19:35:13] [48146708a479232c43a8f6e52fbf83b4] 
-   P       [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-19 19:55:20] [48146708a479232c43a8f6e52fbf83b4] 
-   P         [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-21 07:19:38] [48146708a479232c43a8f6e52fbf83b4] 
-   P         [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-21 07:40:29] [48146708a479232c43a8f6e52fbf83b4] 
-   P         [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-21 07:58:08] [48146708a479232c43a8f6e52fbf83b4] 
-   P       [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-19 20:01:00] [48146708a479232c43a8f6e52fbf83b4] 

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112470&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112470&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112470&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.00645	0.0591	0.476499
2	-0.313518	-2.8734	0.00257
3	-0.032151	-0.2947	0.384487
4	0.035553	0.3259	0.372674
5	0.023162	0.2123	0.416199
6	-0.080053	-0.7337	0.232587
7	0.027981	0.2565	0.399115
8	0.013342	0.1223	0.451485
9	-0.020582	-0.1886	0.425417
10	-0.239003	-2.1905	0.01563
11	0.043104	0.3951	0.346901
12	0.568224	5.2079	1e-06
13	0.036471	0.3343	0.369508
14	-0.265988	-2.4378	0.008443
15	0.052432	0.4805	0.316043
16	-0.03146	-0.2883	0.386902
17	-0.134948	-1.2368	0.1098
18	-0.008828	-0.0809	0.467851
19	0.061372	0.5625	0.287643
20	0.100958	0.9253	0.178731
21	-0.012612	-0.1156	0.454126
22	-0.242418	-2.2218	0.014493
23	9.2e-05	8e-04	0.499664
24	0.402513	3.6891	0.000199
25	0.039398	0.3611	0.359471
26	-0.245986	-2.2545	0.013383
27	-0.024576	-0.2252	0.411167
28	-0.052509	-0.4812	0.315795
29	-0.12431	-1.1393	0.128904
30	-0.015959	-0.1463	0.442032
31	0.083874	0.7687	0.222109
32	0.070652	0.6475	0.259526
33	-0.006242	-0.0572	0.477259
34	-0.192886	-1.7678	0.04036
35	0.0095	0.0871	0.465411
36	0.33946	3.1112	0.001273
37	0.025024	0.2293	0.409578
38	-0.257834	-2.3631	0.010217
39	-0.030442	-0.279	0.390462
40	-0.009488	-0.087	0.465457
41	-0.079854	-0.7319	0.233141
42	-0.012988	-0.119	0.452765
43	0.100934	0.9251	0.178787
44	0.076141	0.6978	0.243602
45	-0.008908	-0.0816	0.467564
46	-0.130978	-1.2004	0.116673
47	-0.01984	-0.1818	0.428076
48	0.243287	2.2298	0.014215

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.00645 & 0.0591 & 0.476499 \tabularnewline
2 & -0.313518 & -2.8734 & 0.00257 \tabularnewline
3 & -0.032151 & -0.2947 & 0.384487 \tabularnewline
4 & 0.035553 & 0.3259 & 0.372674 \tabularnewline
5 & 0.023162 & 0.2123 & 0.416199 \tabularnewline
6 & -0.080053 & -0.7337 & 0.232587 \tabularnewline
7 & 0.027981 & 0.2565 & 0.399115 \tabularnewline
8 & 0.013342 & 0.1223 & 0.451485 \tabularnewline
9 & -0.020582 & -0.1886 & 0.425417 \tabularnewline
10 & -0.239003 & -2.1905 & 0.01563 \tabularnewline
11 & 0.043104 & 0.3951 & 0.346901 \tabularnewline
12 & 0.568224 & 5.2079 & 1e-06 \tabularnewline
13 & 0.036471 & 0.3343 & 0.369508 \tabularnewline
14 & -0.265988 & -2.4378 & 0.008443 \tabularnewline
15 & 0.052432 & 0.4805 & 0.316043 \tabularnewline
16 & -0.03146 & -0.2883 & 0.386902 \tabularnewline
17 & -0.134948 & -1.2368 & 0.1098 \tabularnewline
18 & -0.008828 & -0.0809 & 0.467851 \tabularnewline
19 & 0.061372 & 0.5625 & 0.287643 \tabularnewline
20 & 0.100958 & 0.9253 & 0.178731 \tabularnewline
21 & -0.012612 & -0.1156 & 0.454126 \tabularnewline
22 & -0.242418 & -2.2218 & 0.014493 \tabularnewline
23 & 9.2e-05 & 8e-04 & 0.499664 \tabularnewline
24 & 0.402513 & 3.6891 & 0.000199 \tabularnewline
25 & 0.039398 & 0.3611 & 0.359471 \tabularnewline
26 & -0.245986 & -2.2545 & 0.013383 \tabularnewline
27 & -0.024576 & -0.2252 & 0.411167 \tabularnewline
28 & -0.052509 & -0.4812 & 0.315795 \tabularnewline
29 & -0.12431 & -1.1393 & 0.128904 \tabularnewline
30 & -0.015959 & -0.1463 & 0.442032 \tabularnewline
31 & 0.083874 & 0.7687 & 0.222109 \tabularnewline
32 & 0.070652 & 0.6475 & 0.259526 \tabularnewline
33 & -0.006242 & -0.0572 & 0.477259 \tabularnewline
34 & -0.192886 & -1.7678 & 0.04036 \tabularnewline
35 & 0.0095 & 0.0871 & 0.465411 \tabularnewline
36 & 0.33946 & 3.1112 & 0.001273 \tabularnewline
37 & 0.025024 & 0.2293 & 0.409578 \tabularnewline
38 & -0.257834 & -2.3631 & 0.010217 \tabularnewline
39 & -0.030442 & -0.279 & 0.390462 \tabularnewline
40 & -0.009488 & -0.087 & 0.465457 \tabularnewline
41 & -0.079854 & -0.7319 & 0.233141 \tabularnewline
42 & -0.012988 & -0.119 & 0.452765 \tabularnewline
43 & 0.100934 & 0.9251 & 0.178787 \tabularnewline
44 & 0.076141 & 0.6978 & 0.243602 \tabularnewline
45 & -0.008908 & -0.0816 & 0.467564 \tabularnewline
46 & -0.130978 & -1.2004 & 0.116673 \tabularnewline
47 & -0.01984 & -0.1818 & 0.428076 \tabularnewline
48 & 0.243287 & 2.2298 & 0.014215 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112470&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]0.00645[/C][C]0.0591[/C][C]0.476499[/C][/ROW]
[ROW][C]2[/C][C]-0.313518[/C][C]-2.8734[/C][C]0.00257[/C][/ROW]
[ROW][C]3[/C][C]-0.032151[/C][C]-0.2947[/C][C]0.384487[/C][/ROW]
[ROW][C]4[/C][C]0.035553[/C][C]0.3259[/C][C]0.372674[/C][/ROW]
[ROW][C]5[/C][C]0.023162[/C][C]0.2123[/C][C]0.416199[/C][/ROW]
[ROW][C]6[/C][C]-0.080053[/C][C]-0.7337[/C][C]0.232587[/C][/ROW]
[ROW][C]7[/C][C]0.027981[/C][C]0.2565[/C][C]0.399115[/C][/ROW]
[ROW][C]8[/C][C]0.013342[/C][C]0.1223[/C][C]0.451485[/C][/ROW]
[ROW][C]9[/C][C]-0.020582[/C][C]-0.1886[/C][C]0.425417[/C][/ROW]
[ROW][C]10[/C][C]-0.239003[/C][C]-2.1905[/C][C]0.01563[/C][/ROW]
[ROW][C]11[/C][C]0.043104[/C][C]0.3951[/C][C]0.346901[/C][/ROW]
[ROW][C]12[/C][C]0.568224[/C][C]5.2079[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.036471[/C][C]0.3343[/C][C]0.369508[/C][/ROW]
[ROW][C]14[/C][C]-0.265988[/C][C]-2.4378[/C][C]0.008443[/C][/ROW]
[ROW][C]15[/C][C]0.052432[/C][C]0.4805[/C][C]0.316043[/C][/ROW]
[ROW][C]16[/C][C]-0.03146[/C][C]-0.2883[/C][C]0.386902[/C][/ROW]
[ROW][C]17[/C][C]-0.134948[/C][C]-1.2368[/C][C]0.1098[/C][/ROW]
[ROW][C]18[/C][C]-0.008828[/C][C]-0.0809[/C][C]0.467851[/C][/ROW]
[ROW][C]19[/C][C]0.061372[/C][C]0.5625[/C][C]0.287643[/C][/ROW]
[ROW][C]20[/C][C]0.100958[/C][C]0.9253[/C][C]0.178731[/C][/ROW]
[ROW][C]21[/C][C]-0.012612[/C][C]-0.1156[/C][C]0.454126[/C][/ROW]
[ROW][C]22[/C][C]-0.242418[/C][C]-2.2218[/C][C]0.014493[/C][/ROW]
[ROW][C]23[/C][C]9.2e-05[/C][C]8e-04[/C][C]0.499664[/C][/ROW]
[ROW][C]24[/C][C]0.402513[/C][C]3.6891[/C][C]0.000199[/C][/ROW]
[ROW][C]25[/C][C]0.039398[/C][C]0.3611[/C][C]0.359471[/C][/ROW]
[ROW][C]26[/C][C]-0.245986[/C][C]-2.2545[/C][C]0.013383[/C][/ROW]
[ROW][C]27[/C][C]-0.024576[/C][C]-0.2252[/C][C]0.411167[/C][/ROW]
[ROW][C]28[/C][C]-0.052509[/C][C]-0.4812[/C][C]0.315795[/C][/ROW]
[ROW][C]29[/C][C]-0.12431[/C][C]-1.1393[/C][C]0.128904[/C][/ROW]
[ROW][C]30[/C][C]-0.015959[/C][C]-0.1463[/C][C]0.442032[/C][/ROW]
[ROW][C]31[/C][C]0.083874[/C][C]0.7687[/C][C]0.222109[/C][/ROW]
[ROW][C]32[/C][C]0.070652[/C][C]0.6475[/C][C]0.259526[/C][/ROW]
[ROW][C]33[/C][C]-0.006242[/C][C]-0.0572[/C][C]0.477259[/C][/ROW]
[ROW][C]34[/C][C]-0.192886[/C][C]-1.7678[/C][C]0.04036[/C][/ROW]
[ROW][C]35[/C][C]0.0095[/C][C]0.0871[/C][C]0.465411[/C][/ROW]
[ROW][C]36[/C][C]0.33946[/C][C]3.1112[/C][C]0.001273[/C][/ROW]
[ROW][C]37[/C][C]0.025024[/C][C]0.2293[/C][C]0.409578[/C][/ROW]
[ROW][C]38[/C][C]-0.257834[/C][C]-2.3631[/C][C]0.010217[/C][/ROW]
[ROW][C]39[/C][C]-0.030442[/C][C]-0.279[/C][C]0.390462[/C][/ROW]
[ROW][C]40[/C][C]-0.009488[/C][C]-0.087[/C][C]0.465457[/C][/ROW]
[ROW][C]41[/C][C]-0.079854[/C][C]-0.7319[/C][C]0.233141[/C][/ROW]
[ROW][C]42[/C][C]-0.012988[/C][C]-0.119[/C][C]0.452765[/C][/ROW]
[ROW][C]43[/C][C]0.100934[/C][C]0.9251[/C][C]0.178787[/C][/ROW]
[ROW][C]44[/C][C]0.076141[/C][C]0.6978[/C][C]0.243602[/C][/ROW]
[ROW][C]45[/C][C]-0.008908[/C][C]-0.0816[/C][C]0.467564[/C][/ROW]
[ROW][C]46[/C][C]-0.130978[/C][C]-1.2004[/C][C]0.116673[/C][/ROW]
[ROW][C]47[/C][C]-0.01984[/C][C]-0.1818[/C][C]0.428076[/C][/ROW]
[ROW][C]48[/C][C]0.243287[/C][C]2.2298[/C][C]0.014215[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112470&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112470&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	0.00645	0.0591	0.476499
2	-0.313518	-2.8734	0.00257
3	-0.032151	-0.2947	0.384487
4	0.035553	0.3259	0.372674
5	0.023162	0.2123	0.416199
6	-0.080053	-0.7337	0.232587
7	0.027981	0.2565	0.399115
8	0.013342	0.1223	0.451485
9	-0.020582	-0.1886	0.425417
10	-0.239003	-2.1905	0.01563
11	0.043104	0.3951	0.346901
12	0.568224	5.2079	1e-06
13	0.036471	0.3343	0.369508
14	-0.265988	-2.4378	0.008443
15	0.052432	0.4805	0.316043
16	-0.03146	-0.2883	0.386902
17	-0.134948	-1.2368	0.1098
18	-0.008828	-0.0809	0.467851
19	0.061372	0.5625	0.287643
20	0.100958	0.9253	0.178731
21	-0.012612	-0.1156	0.454126
22	-0.242418	-2.2218	0.014493
23	9.2e-05	8e-04	0.499664
24	0.402513	3.6891	0.000199
25	0.039398	0.3611	0.359471
26	-0.245986	-2.2545	0.013383
27	-0.024576	-0.2252	0.411167
28	-0.052509	-0.4812	0.315795
29	-0.12431	-1.1393	0.128904
30	-0.015959	-0.1463	0.442032
31	0.083874	0.7687	0.222109
32	0.070652	0.6475	0.259526
33	-0.006242	-0.0572	0.477259
34	-0.192886	-1.7678	0.04036
35	0.0095	0.0871	0.465411
36	0.33946	3.1112	0.001273
37	0.025024	0.2293	0.409578
38	-0.257834	-2.3631	0.010217
39	-0.030442	-0.279	0.390462
40	-0.009488	-0.087	0.465457
41	-0.079854	-0.7319	0.233141
42	-0.012988	-0.119	0.452765
43	0.100934	0.9251	0.178787
44	0.076141	0.6978	0.243602
45	-0.008908	-0.0816	0.467564
46	-0.130978	-1.2004	0.116673
47	-0.01984	-0.1818	0.428076
48	0.243287	2.2298	0.014215

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.00645	0.0591	0.476499
2	-0.313573	-2.8739	0.002567
3	-0.030469	-0.2793	0.390369
4	-0.069399	-0.6361	0.263235
5	0.003765	0.0345	0.486277
6	-0.101285	-0.9283	0.177957
7	0.039744	0.3643	0.358289
8	-0.046552	-0.4267	0.335362
9	-0.002467	-0.0226	0.491008
10	-0.284639	-2.6088	0.005377
11	0.050498	0.4628	0.322345
12	0.476038	4.363	1.8e-05
13	0.089868	0.8236	0.206235
14	-0.005814	-0.0533	0.478814
15	0.168086	1.5405	0.063594
16	-0.142286	-1.3041	0.097886
17	-0.180945	-1.6584	0.050484
18	0.002246	0.0206	0.491811
19	-0.016507	-0.1513	0.440057
20	0.11531	1.0568	0.14681
21	0.100982	0.9255	0.178675
22	-0.075214	-0.6894	0.246251
23	-0.053121	-0.4869	0.313811
24	0.036582	0.3353	0.369124
25	-0.047048	-0.4312	0.333713
26	-0.07806	-0.7154	0.238162
27	-0.122459	-1.1224	0.132455
28	-0.067153	-0.6155	0.269955
29	0.001065	0.0098	0.496116
30	-0.072711	-0.6664	0.253488
31	0.012486	0.1144	0.454583
32	-0.038493	-0.3528	0.362563
33	-0.062016	-0.5684	0.285645
34	-0.046196	-0.4234	0.336546
35	0.01265	0.1159	0.453989
36	0.080516	0.7379	0.231302
37	0.083828	0.7683	0.222233
38	-0.076805	-0.7039	0.241713
39	-0.034231	-0.3137	0.377251
40	-0.026894	-0.2465	0.402954
41	0.031716	0.2907	0.386006
42	0.026519	0.243	0.40428
43	0.0866	0.7937	0.214803
44	-0.000315	-0.0029	0.498853
45	0.02636	0.2416	0.404841
46	0.017464	0.1601	0.436608
47	-0.033715	-0.309	0.379042
48	-0.032315	-0.2962	0.383916

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.00645 & 0.0591 & 0.476499 \tabularnewline
2 & -0.313573 & -2.8739 & 0.002567 \tabularnewline
3 & -0.030469 & -0.2793 & 0.390369 \tabularnewline
4 & -0.069399 & -0.6361 & 0.263235 \tabularnewline
5 & 0.003765 & 0.0345 & 0.486277 \tabularnewline
6 & -0.101285 & -0.9283 & 0.177957 \tabularnewline
7 & 0.039744 & 0.3643 & 0.358289 \tabularnewline
8 & -0.046552 & -0.4267 & 0.335362 \tabularnewline
9 & -0.002467 & -0.0226 & 0.491008 \tabularnewline
10 & -0.284639 & -2.6088 & 0.005377 \tabularnewline
11 & 0.050498 & 0.4628 & 0.322345 \tabularnewline
12 & 0.476038 & 4.363 & 1.8e-05 \tabularnewline
13 & 0.089868 & 0.8236 & 0.206235 \tabularnewline
14 & -0.005814 & -0.0533 & 0.478814 \tabularnewline
15 & 0.168086 & 1.5405 & 0.063594 \tabularnewline
16 & -0.142286 & -1.3041 & 0.097886 \tabularnewline
17 & -0.180945 & -1.6584 & 0.050484 \tabularnewline
18 & 0.002246 & 0.0206 & 0.491811 \tabularnewline
19 & -0.016507 & -0.1513 & 0.440057 \tabularnewline
20 & 0.11531 & 1.0568 & 0.14681 \tabularnewline
21 & 0.100982 & 0.9255 & 0.178675 \tabularnewline
22 & -0.075214 & -0.6894 & 0.246251 \tabularnewline
23 & -0.053121 & -0.4869 & 0.313811 \tabularnewline
24 & 0.036582 & 0.3353 & 0.369124 \tabularnewline
25 & -0.047048 & -0.4312 & 0.333713 \tabularnewline
26 & -0.07806 & -0.7154 & 0.238162 \tabularnewline
27 & -0.122459 & -1.1224 & 0.132455 \tabularnewline
28 & -0.067153 & -0.6155 & 0.269955 \tabularnewline
29 & 0.001065 & 0.0098 & 0.496116 \tabularnewline
30 & -0.072711 & -0.6664 & 0.253488 \tabularnewline
31 & 0.012486 & 0.1144 & 0.454583 \tabularnewline
32 & -0.038493 & -0.3528 & 0.362563 \tabularnewline
33 & -0.062016 & -0.5684 & 0.285645 \tabularnewline
34 & -0.046196 & -0.4234 & 0.336546 \tabularnewline
35 & 0.01265 & 0.1159 & 0.453989 \tabularnewline
36 & 0.080516 & 0.7379 & 0.231302 \tabularnewline
37 & 0.083828 & 0.7683 & 0.222233 \tabularnewline
38 & -0.076805 & -0.7039 & 0.241713 \tabularnewline
39 & -0.034231 & -0.3137 & 0.377251 \tabularnewline
40 & -0.026894 & -0.2465 & 0.402954 \tabularnewline
41 & 0.031716 & 0.2907 & 0.386006 \tabularnewline
42 & 0.026519 & 0.243 & 0.40428 \tabularnewline
43 & 0.0866 & 0.7937 & 0.214803 \tabularnewline
44 & -0.000315 & -0.0029 & 0.498853 \tabularnewline
45 & 0.02636 & 0.2416 & 0.404841 \tabularnewline
46 & 0.017464 & 0.1601 & 0.436608 \tabularnewline
47 & -0.033715 & -0.309 & 0.379042 \tabularnewline
48 & -0.032315 & -0.2962 & 0.383916 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112470&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]0.00645[/C][C]0.0591[/C][C]0.476499[/C][/ROW]
[ROW][C]2[/C][C]-0.313573[/C][C]-2.8739[/C][C]0.002567[/C][/ROW]
[ROW][C]3[/C][C]-0.030469[/C][C]-0.2793[/C][C]0.390369[/C][/ROW]
[ROW][C]4[/C][C]-0.069399[/C][C]-0.6361[/C][C]0.263235[/C][/ROW]
[ROW][C]5[/C][C]0.003765[/C][C]0.0345[/C][C]0.486277[/C][/ROW]
[ROW][C]6[/C][C]-0.101285[/C][C]-0.9283[/C][C]0.177957[/C][/ROW]
[ROW][C]7[/C][C]0.039744[/C][C]0.3643[/C][C]0.358289[/C][/ROW]
[ROW][C]8[/C][C]-0.046552[/C][C]-0.4267[/C][C]0.335362[/C][/ROW]
[ROW][C]9[/C][C]-0.002467[/C][C]-0.0226[/C][C]0.491008[/C][/ROW]
[ROW][C]10[/C][C]-0.284639[/C][C]-2.6088[/C][C]0.005377[/C][/ROW]
[ROW][C]11[/C][C]0.050498[/C][C]0.4628[/C][C]0.322345[/C][/ROW]
[ROW][C]12[/C][C]0.476038[/C][C]4.363[/C][C]1.8e-05[/C][/ROW]
[ROW][C]13[/C][C]0.089868[/C][C]0.8236[/C][C]0.206235[/C][/ROW]
[ROW][C]14[/C][C]-0.005814[/C][C]-0.0533[/C][C]0.478814[/C][/ROW]
[ROW][C]15[/C][C]0.168086[/C][C]1.5405[/C][C]0.063594[/C][/ROW]
[ROW][C]16[/C][C]-0.142286[/C][C]-1.3041[/C][C]0.097886[/C][/ROW]
[ROW][C]17[/C][C]-0.180945[/C][C]-1.6584[/C][C]0.050484[/C][/ROW]
[ROW][C]18[/C][C]0.002246[/C][C]0.0206[/C][C]0.491811[/C][/ROW]
[ROW][C]19[/C][C]-0.016507[/C][C]-0.1513[/C][C]0.440057[/C][/ROW]
[ROW][C]20[/C][C]0.11531[/C][C]1.0568[/C][C]0.14681[/C][/ROW]
[ROW][C]21[/C][C]0.100982[/C][C]0.9255[/C][C]0.178675[/C][/ROW]
[ROW][C]22[/C][C]-0.075214[/C][C]-0.6894[/C][C]0.246251[/C][/ROW]
[ROW][C]23[/C][C]-0.053121[/C][C]-0.4869[/C][C]0.313811[/C][/ROW]
[ROW][C]24[/C][C]0.036582[/C][C]0.3353[/C][C]0.369124[/C][/ROW]
[ROW][C]25[/C][C]-0.047048[/C][C]-0.4312[/C][C]0.333713[/C][/ROW]
[ROW][C]26[/C][C]-0.07806[/C][C]-0.7154[/C][C]0.238162[/C][/ROW]
[ROW][C]27[/C][C]-0.122459[/C][C]-1.1224[/C][C]0.132455[/C][/ROW]
[ROW][C]28[/C][C]-0.067153[/C][C]-0.6155[/C][C]0.269955[/C][/ROW]
[ROW][C]29[/C][C]0.001065[/C][C]0.0098[/C][C]0.496116[/C][/ROW]
[ROW][C]30[/C][C]-0.072711[/C][C]-0.6664[/C][C]0.253488[/C][/ROW]
[ROW][C]31[/C][C]0.012486[/C][C]0.1144[/C][C]0.454583[/C][/ROW]
[ROW][C]32[/C][C]-0.038493[/C][C]-0.3528[/C][C]0.362563[/C][/ROW]
[ROW][C]33[/C][C]-0.062016[/C][C]-0.5684[/C][C]0.285645[/C][/ROW]
[ROW][C]34[/C][C]-0.046196[/C][C]-0.4234[/C][C]0.336546[/C][/ROW]
[ROW][C]35[/C][C]0.01265[/C][C]0.1159[/C][C]0.453989[/C][/ROW]
[ROW][C]36[/C][C]0.080516[/C][C]0.7379[/C][C]0.231302[/C][/ROW]
[ROW][C]37[/C][C]0.083828[/C][C]0.7683[/C][C]0.222233[/C][/ROW]
[ROW][C]38[/C][C]-0.076805[/C][C]-0.7039[/C][C]0.241713[/C][/ROW]
[ROW][C]39[/C][C]-0.034231[/C][C]-0.3137[/C][C]0.377251[/C][/ROW]
[ROW][C]40[/C][C]-0.026894[/C][C]-0.2465[/C][C]0.402954[/C][/ROW]
[ROW][C]41[/C][C]0.031716[/C][C]0.2907[/C][C]0.386006[/C][/ROW]
[ROW][C]42[/C][C]0.026519[/C][C]0.243[/C][C]0.40428[/C][/ROW]
[ROW][C]43[/C][C]0.0866[/C][C]0.7937[/C][C]0.214803[/C][/ROW]
[ROW][C]44[/C][C]-0.000315[/C][C]-0.0029[/C][C]0.498853[/C][/ROW]
[ROW][C]45[/C][C]0.02636[/C][C]0.2416[/C][C]0.404841[/C][/ROW]
[ROW][C]46[/C][C]0.017464[/C][C]0.1601[/C][C]0.436608[/C][/ROW]
[ROW][C]47[/C][C]-0.033715[/C][C]-0.309[/C][C]0.379042[/C][/ROW]
[ROW][C]48[/C][C]-0.032315[/C][C]-0.2962[/C][C]0.383916[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112470&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112470&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	0.00645	0.0591	0.476499
2	-0.313573	-2.8739	0.002567
3	-0.030469	-0.2793	0.390369
4	-0.069399	-0.6361	0.263235
5	0.003765	0.0345	0.486277
6	-0.101285	-0.9283	0.177957
7	0.039744	0.3643	0.358289
8	-0.046552	-0.4267	0.335362
9	-0.002467	-0.0226	0.491008
10	-0.284639	-2.6088	0.005377
11	0.050498	0.4628	0.322345
12	0.476038	4.363	1.8e-05
13	0.089868	0.8236	0.206235
14	-0.005814	-0.0533	0.478814
15	0.168086	1.5405	0.063594
16	-0.142286	-1.3041	0.097886
17	-0.180945	-1.6584	0.050484
18	0.002246	0.0206	0.491811
19	-0.016507	-0.1513	0.440057
20	0.11531	1.0568	0.14681
21	0.100982	0.9255	0.178675
22	-0.075214	-0.6894	0.246251
23	-0.053121	-0.4869	0.313811
24	0.036582	0.3353	0.369124
25	-0.047048	-0.4312	0.333713
26	-0.07806	-0.7154	0.238162
27	-0.122459	-1.1224	0.132455
28	-0.067153	-0.6155	0.269955
29	0.001065	0.0098	0.496116
30	-0.072711	-0.6664	0.253488
31	0.012486	0.1144	0.454583
32	-0.038493	-0.3528	0.362563
33	-0.062016	-0.5684	0.285645
34	-0.046196	-0.4234	0.336546
35	0.01265	0.1159	0.453989
36	0.080516	0.7379	0.231302
37	0.083828	0.7683	0.222233
38	-0.076805	-0.7039	0.241713
39	-0.034231	-0.3137	0.377251
40	-0.026894	-0.2465	0.402954
41	0.031716	0.2907	0.386006
42	0.026519	0.243	0.40428
43	0.0866	0.7937	0.214803
44	-0.000315	-0.0029	0.498853
45	0.02636	0.2416	0.404841
46	0.017464	0.1601	0.436608
47	-0.033715	-0.309	0.379042
48	-0.032315	-0.2962	0.383916

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