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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 19 Dec 2010 19:55:20 +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/t12927884409teyrg1qqmsjykl.htm/, Retrieved Sat, 04 May 2024 20:13:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112718, Retrieved Sat, 04 May 2024 20:13:29 +0000

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145

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] [48146708a479232c43a8f6e52fbf83b4]
- 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] [6f3869f9d1e39c73f93153f1f7803f84] [Current]
-   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] 

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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	'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 & 2 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112718&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112718&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112718&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.174466	1.599	0.056787
2	-0.293872	-2.6934	0.004269
3	0.056566	0.5184	0.302759
4	-0.04507	-0.4131	0.340302
5	-0.084469	-0.7742	0.220502
6	0.074376	0.6817	0.248662
7	-0.0798	-0.7314	0.233292
8	-0.001127	-0.0103	0.495892
9	0.063189	0.5791	0.282024
10	-0.287087	-2.6312	0.005061
11	0.132473	1.2141	0.11405
12	0.774946	7.1025	0
13	0.101152	0.9271	0.178272
14	-0.298515	-2.7359	0.003794
15	-0.022101	-0.2026	0.419984
16	-0.061407	-0.5628	0.287533
17	-0.101902	-0.9339	0.176505
18	0.005305	0.0486	0.48067
19	-0.09928	-0.9099	0.182735
20	-0.038164	-0.3498	0.363689
21	-0.012865	-0.1179	0.453211
22	-0.273361	-2.5054	0.007081
23	0.061129	0.5603	0.288398
24	0.60512	5.546	0
25	0.105119	0.9634	0.169048
26	-0.277572	-2.544	0.006395
27	-0.062253	-0.5706	0.28491
28	-0.079989	-0.7331	0.232767
29	-0.127928	-1.1725	0.122159
30	-0.019811	-0.1816	0.428177
31	-0.078786	-0.7221	0.236123
32	-0.059633	-0.5465	0.293069
33	-0.001463	-0.0134	0.494668
34	-0.18112	-1.66	0.050322
35	0.038778	0.3554	0.361587
36	0.485686	4.4514	1.3e-05
37	0.092123	0.8443	0.200445
38	-0.237666	-2.1782	0.016095
39	-0.062634	-0.574	0.283735
40	-0.058427	-0.5355	0.296862
41	-0.088707	-0.813	0.209254
42	0.027288	0.2501	0.40156
43	-0.045367	-0.4158	0.33931
44	-0.041573	-0.381	0.352076
45	0.042815	0.3924	0.347876
46	-0.117224	-1.0744	0.142865
47	0.006223	0.057	0.477327
48	0.357024	3.2722	0.000775

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.174466 & 1.599 & 0.056787 \tabularnewline
2 & -0.293872 & -2.6934 & 0.004269 \tabularnewline
3 & 0.056566 & 0.5184 & 0.302759 \tabularnewline
4 & -0.04507 & -0.4131 & 0.340302 \tabularnewline
5 & -0.084469 & -0.7742 & 0.220502 \tabularnewline
6 & 0.074376 & 0.6817 & 0.248662 \tabularnewline
7 & -0.0798 & -0.7314 & 0.233292 \tabularnewline
8 & -0.001127 & -0.0103 & 0.495892 \tabularnewline
9 & 0.063189 & 0.5791 & 0.282024 \tabularnewline
10 & -0.287087 & -2.6312 & 0.005061 \tabularnewline
11 & 0.132473 & 1.2141 & 0.11405 \tabularnewline
12 & 0.774946 & 7.1025 & 0 \tabularnewline
13 & 0.101152 & 0.9271 & 0.178272 \tabularnewline
14 & -0.298515 & -2.7359 & 0.003794 \tabularnewline
15 & -0.022101 & -0.2026 & 0.419984 \tabularnewline
16 & -0.061407 & -0.5628 & 0.287533 \tabularnewline
17 & -0.101902 & -0.9339 & 0.176505 \tabularnewline
18 & 0.005305 & 0.0486 & 0.48067 \tabularnewline
19 & -0.09928 & -0.9099 & 0.182735 \tabularnewline
20 & -0.038164 & -0.3498 & 0.363689 \tabularnewline
21 & -0.012865 & -0.1179 & 0.453211 \tabularnewline
22 & -0.273361 & -2.5054 & 0.007081 \tabularnewline
23 & 0.061129 & 0.5603 & 0.288398 \tabularnewline
24 & 0.60512 & 5.546 & 0 \tabularnewline
25 & 0.105119 & 0.9634 & 0.169048 \tabularnewline
26 & -0.277572 & -2.544 & 0.006395 \tabularnewline
27 & -0.062253 & -0.5706 & 0.28491 \tabularnewline
28 & -0.079989 & -0.7331 & 0.232767 \tabularnewline
29 & -0.127928 & -1.1725 & 0.122159 \tabularnewline
30 & -0.019811 & -0.1816 & 0.428177 \tabularnewline
31 & -0.078786 & -0.7221 & 0.236123 \tabularnewline
32 & -0.059633 & -0.5465 & 0.293069 \tabularnewline
33 & -0.001463 & -0.0134 & 0.494668 \tabularnewline
34 & -0.18112 & -1.66 & 0.050322 \tabularnewline
35 & 0.038778 & 0.3554 & 0.361587 \tabularnewline
36 & 0.485686 & 4.4514 & 1.3e-05 \tabularnewline
37 & 0.092123 & 0.8443 & 0.200445 \tabularnewline
38 & -0.237666 & -2.1782 & 0.016095 \tabularnewline
39 & -0.062634 & -0.574 & 0.283735 \tabularnewline
40 & -0.058427 & -0.5355 & 0.296862 \tabularnewline
41 & -0.088707 & -0.813 & 0.209254 \tabularnewline
42 & 0.027288 & 0.2501 & 0.40156 \tabularnewline
43 & -0.045367 & -0.4158 & 0.33931 \tabularnewline
44 & -0.041573 & -0.381 & 0.352076 \tabularnewline
45 & 0.042815 & 0.3924 & 0.347876 \tabularnewline
46 & -0.117224 & -1.0744 & 0.142865 \tabularnewline
47 & 0.006223 & 0.057 & 0.477327 \tabularnewline
48 & 0.357024 & 3.2722 & 0.000775 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112718&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]0.174466[/C][C]1.599[/C][C]0.056787[/C][/ROW]
[ROW][C]2[/C][C]-0.293872[/C][C]-2.6934[/C][C]0.004269[/C][/ROW]
[ROW][C]3[/C][C]0.056566[/C][C]0.5184[/C][C]0.302759[/C][/ROW]
[ROW][C]4[/C][C]-0.04507[/C][C]-0.4131[/C][C]0.340302[/C][/ROW]
[ROW][C]5[/C][C]-0.084469[/C][C]-0.7742[/C][C]0.220502[/C][/ROW]
[ROW][C]6[/C][C]0.074376[/C][C]0.6817[/C][C]0.248662[/C][/ROW]
[ROW][C]7[/C][C]-0.0798[/C][C]-0.7314[/C][C]0.233292[/C][/ROW]
[ROW][C]8[/C][C]-0.001127[/C][C]-0.0103[/C][C]0.495892[/C][/ROW]
[ROW][C]9[/C][C]0.063189[/C][C]0.5791[/C][C]0.282024[/C][/ROW]
[ROW][C]10[/C][C]-0.287087[/C][C]-2.6312[/C][C]0.005061[/C][/ROW]
[ROW][C]11[/C][C]0.132473[/C][C]1.2141[/C][C]0.11405[/C][/ROW]
[ROW][C]12[/C][C]0.774946[/C][C]7.1025[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.101152[/C][C]0.9271[/C][C]0.178272[/C][/ROW]
[ROW][C]14[/C][C]-0.298515[/C][C]-2.7359[/C][C]0.003794[/C][/ROW]
[ROW][C]15[/C][C]-0.022101[/C][C]-0.2026[/C][C]0.419984[/C][/ROW]
[ROW][C]16[/C][C]-0.061407[/C][C]-0.5628[/C][C]0.287533[/C][/ROW]
[ROW][C]17[/C][C]-0.101902[/C][C]-0.9339[/C][C]0.176505[/C][/ROW]
[ROW][C]18[/C][C]0.005305[/C][C]0.0486[/C][C]0.48067[/C][/ROW]
[ROW][C]19[/C][C]-0.09928[/C][C]-0.9099[/C][C]0.182735[/C][/ROW]
[ROW][C]20[/C][C]-0.038164[/C][C]-0.3498[/C][C]0.363689[/C][/ROW]
[ROW][C]21[/C][C]-0.012865[/C][C]-0.1179[/C][C]0.453211[/C][/ROW]
[ROW][C]22[/C][C]-0.273361[/C][C]-2.5054[/C][C]0.007081[/C][/ROW]
[ROW][C]23[/C][C]0.061129[/C][C]0.5603[/C][C]0.288398[/C][/ROW]
[ROW][C]24[/C][C]0.60512[/C][C]5.546[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.105119[/C][C]0.9634[/C][C]0.169048[/C][/ROW]
[ROW][C]26[/C][C]-0.277572[/C][C]-2.544[/C][C]0.006395[/C][/ROW]
[ROW][C]27[/C][C]-0.062253[/C][C]-0.5706[/C][C]0.28491[/C][/ROW]
[ROW][C]28[/C][C]-0.079989[/C][C]-0.7331[/C][C]0.232767[/C][/ROW]
[ROW][C]29[/C][C]-0.127928[/C][C]-1.1725[/C][C]0.122159[/C][/ROW]
[ROW][C]30[/C][C]-0.019811[/C][C]-0.1816[/C][C]0.428177[/C][/ROW]
[ROW][C]31[/C][C]-0.078786[/C][C]-0.7221[/C][C]0.236123[/C][/ROW]
[ROW][C]32[/C][C]-0.059633[/C][C]-0.5465[/C][C]0.293069[/C][/ROW]
[ROW][C]33[/C][C]-0.001463[/C][C]-0.0134[/C][C]0.494668[/C][/ROW]
[ROW][C]34[/C][C]-0.18112[/C][C]-1.66[/C][C]0.050322[/C][/ROW]
[ROW][C]35[/C][C]0.038778[/C][C]0.3554[/C][C]0.361587[/C][/ROW]
[ROW][C]36[/C][C]0.485686[/C][C]4.4514[/C][C]1.3e-05[/C][/ROW]
[ROW][C]37[/C][C]0.092123[/C][C]0.8443[/C][C]0.200445[/C][/ROW]
[ROW][C]38[/C][C]-0.237666[/C][C]-2.1782[/C][C]0.016095[/C][/ROW]
[ROW][C]39[/C][C]-0.062634[/C][C]-0.574[/C][C]0.283735[/C][/ROW]
[ROW][C]40[/C][C]-0.058427[/C][C]-0.5355[/C][C]0.296862[/C][/ROW]
[ROW][C]41[/C][C]-0.088707[/C][C]-0.813[/C][C]0.209254[/C][/ROW]
[ROW][C]42[/C][C]0.027288[/C][C]0.2501[/C][C]0.40156[/C][/ROW]
[ROW][C]43[/C][C]-0.045367[/C][C]-0.4158[/C][C]0.33931[/C][/ROW]
[ROW][C]44[/C][C]-0.041573[/C][C]-0.381[/C][C]0.352076[/C][/ROW]
[ROW][C]45[/C][C]0.042815[/C][C]0.3924[/C][C]0.347876[/C][/ROW]
[ROW][C]46[/C][C]-0.117224[/C][C]-1.0744[/C][C]0.142865[/C][/ROW]
[ROW][C]47[/C][C]0.006223[/C][C]0.057[/C][C]0.477327[/C][/ROW]
[ROW][C]48[/C][C]0.357024[/C][C]3.2722[/C][C]0.000775[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112718&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112718&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	0.174466	1.599	0.056787
2	-0.293872	-2.6934	0.004269
3	0.056566	0.5184	0.302759
4	-0.04507	-0.4131	0.340302
5	-0.084469	-0.7742	0.220502
6	0.074376	0.6817	0.248662
7	-0.0798	-0.7314	0.233292
8	-0.001127	-0.0103	0.495892
9	0.063189	0.5791	0.282024
10	-0.287087	-2.6312	0.005061
11	0.132473	1.2141	0.11405
12	0.774946	7.1025	0
13	0.101152	0.9271	0.178272
14	-0.298515	-2.7359	0.003794
15	-0.022101	-0.2026	0.419984
16	-0.061407	-0.5628	0.287533
17	-0.101902	-0.9339	0.176505
18	0.005305	0.0486	0.48067
19	-0.09928	-0.9099	0.182735
20	-0.038164	-0.3498	0.363689
21	-0.012865	-0.1179	0.453211
22	-0.273361	-2.5054	0.007081
23	0.061129	0.5603	0.288398
24	0.60512	5.546	0
25	0.105119	0.9634	0.169048
26	-0.277572	-2.544	0.006395
27	-0.062253	-0.5706	0.28491
28	-0.079989	-0.7331	0.232767
29	-0.127928	-1.1725	0.122159
30	-0.019811	-0.1816	0.428177
31	-0.078786	-0.7221	0.236123
32	-0.059633	-0.5465	0.293069
33	-0.001463	-0.0134	0.494668
34	-0.18112	-1.66	0.050322
35	0.038778	0.3554	0.361587
36	0.485686	4.4514	1.3e-05
37	0.092123	0.8443	0.200445
38	-0.237666	-2.1782	0.016095
39	-0.062634	-0.574	0.283735
40	-0.058427	-0.5355	0.296862
41	-0.088707	-0.813	0.209254
42	0.027288	0.2501	0.40156
43	-0.045367	-0.4158	0.33931
44	-0.041573	-0.381	0.352076
45	0.042815	0.3924	0.347876
46	-0.117224	-1.0744	0.142865
47	0.006223	0.057	0.477327
48	0.357024	3.2722	0.000775

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.174466	1.599	0.056787
2	-0.334492	-3.0657	0.00146
3	0.212923	1.9515	0.027167
4	-0.258238	-2.3668	0.010122
5	0.116976	1.0721	0.143371
6	-0.058653	-0.5376	0.29615
7	-0.08994	-0.8243	0.206047
8	0.117442	1.0764	0.142421
9	-0.114714	-1.0514	0.148051
10	-0.252651	-2.3156	0.01151
11	0.424478	3.8904	1e-04
12	0.609857	5.5894	0
13	-0.159065	-1.4579	0.074304
14	-0.043844	-0.4018	0.344412
15	-0.166582	-1.5268	0.06529
16	0.101755	0.9326	0.176849
17	-0.151588	-1.3893	0.084203
18	-0.076745	-0.7034	0.241881
19	-0.077325	-0.7087	0.240239
20	-0.164471	-1.5074	0.06773
21	-0.108808	-0.9972	0.160756
22	0.000953	0.0087	0.496525
23	-0.119583	-1.096	0.138105
24	0.088885	0.8146	0.208791
25	0.038692	0.3546	0.361882
26	0.057929	0.5309	0.298435
27	-5.8e-05	-5e-04	0.49979
28	-0.074359	-0.6815	0.248711
29	0.016855	0.1545	0.438802
30	0.002276	0.0209	0.491705
31	0.015993	0.1466	0.44191
32	-0.07299	-0.669	0.252675
33	0.079859	0.7319	0.233127
34	0.065105	0.5967	0.276157
35	-0.010549	-0.0967	0.461606
36	-0.060032	-0.5502	0.291821
37	-0.074151	-0.6796	0.24931
38	0.046917	0.43	0.334147
39	-0.037395	-0.3427	0.366327
40	0.048	0.4399	0.330561
41	0.015982	0.1465	0.441947
42	0.058565	0.5368	0.296428
43	-0.041435	-0.3798	0.352542
44	0.083536	0.7656	0.223025
45	0.020927	0.1918	0.424181
46	2e-06	0	0.499992
47	-0.100887	-0.9246	0.178899
48	-0.076116	-0.6976	0.243671

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.174466 & 1.599 & 0.056787 \tabularnewline
2 & -0.334492 & -3.0657 & 0.00146 \tabularnewline
3 & 0.212923 & 1.9515 & 0.027167 \tabularnewline
4 & -0.258238 & -2.3668 & 0.010122 \tabularnewline
5 & 0.116976 & 1.0721 & 0.143371 \tabularnewline
6 & -0.058653 & -0.5376 & 0.29615 \tabularnewline
7 & -0.08994 & -0.8243 & 0.206047 \tabularnewline
8 & 0.117442 & 1.0764 & 0.142421 \tabularnewline
9 & -0.114714 & -1.0514 & 0.148051 \tabularnewline
10 & -0.252651 & -2.3156 & 0.01151 \tabularnewline
11 & 0.424478 & 3.8904 & 1e-04 \tabularnewline
12 & 0.609857 & 5.5894 & 0 \tabularnewline
13 & -0.159065 & -1.4579 & 0.074304 \tabularnewline
14 & -0.043844 & -0.4018 & 0.344412 \tabularnewline
15 & -0.166582 & -1.5268 & 0.06529 \tabularnewline
16 & 0.101755 & 0.9326 & 0.176849 \tabularnewline
17 & -0.151588 & -1.3893 & 0.084203 \tabularnewline
18 & -0.076745 & -0.7034 & 0.241881 \tabularnewline
19 & -0.077325 & -0.7087 & 0.240239 \tabularnewline
20 & -0.164471 & -1.5074 & 0.06773 \tabularnewline
21 & -0.108808 & -0.9972 & 0.160756 \tabularnewline
22 & 0.000953 & 0.0087 & 0.496525 \tabularnewline
23 & -0.119583 & -1.096 & 0.138105 \tabularnewline
24 & 0.088885 & 0.8146 & 0.208791 \tabularnewline
25 & 0.038692 & 0.3546 & 0.361882 \tabularnewline
26 & 0.057929 & 0.5309 & 0.298435 \tabularnewline
27 & -5.8e-05 & -5e-04 & 0.49979 \tabularnewline
28 & -0.074359 & -0.6815 & 0.248711 \tabularnewline
29 & 0.016855 & 0.1545 & 0.438802 \tabularnewline
30 & 0.002276 & 0.0209 & 0.491705 \tabularnewline
31 & 0.015993 & 0.1466 & 0.44191 \tabularnewline
32 & -0.07299 & -0.669 & 0.252675 \tabularnewline
33 & 0.079859 & 0.7319 & 0.233127 \tabularnewline
34 & 0.065105 & 0.5967 & 0.276157 \tabularnewline
35 & -0.010549 & -0.0967 & 0.461606 \tabularnewline
36 & -0.060032 & -0.5502 & 0.291821 \tabularnewline
37 & -0.074151 & -0.6796 & 0.24931 \tabularnewline
38 & 0.046917 & 0.43 & 0.334147 \tabularnewline
39 & -0.037395 & -0.3427 & 0.366327 \tabularnewline
40 & 0.048 & 0.4399 & 0.330561 \tabularnewline
41 & 0.015982 & 0.1465 & 0.441947 \tabularnewline
42 & 0.058565 & 0.5368 & 0.296428 \tabularnewline
43 & -0.041435 & -0.3798 & 0.352542 \tabularnewline
44 & 0.083536 & 0.7656 & 0.223025 \tabularnewline
45 & 0.020927 & 0.1918 & 0.424181 \tabularnewline
46 & 2e-06 & 0 & 0.499992 \tabularnewline
47 & -0.100887 & -0.9246 & 0.178899 \tabularnewline
48 & -0.076116 & -0.6976 & 0.243671 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112718&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]0.174466[/C][C]1.599[/C][C]0.056787[/C][/ROW]
[ROW][C]2[/C][C]-0.334492[/C][C]-3.0657[/C][C]0.00146[/C][/ROW]
[ROW][C]3[/C][C]0.212923[/C][C]1.9515[/C][C]0.027167[/C][/ROW]
[ROW][C]4[/C][C]-0.258238[/C][C]-2.3668[/C][C]0.010122[/C][/ROW]
[ROW][C]5[/C][C]0.116976[/C][C]1.0721[/C][C]0.143371[/C][/ROW]
[ROW][C]6[/C][C]-0.058653[/C][C]-0.5376[/C][C]0.29615[/C][/ROW]
[ROW][C]7[/C][C]-0.08994[/C][C]-0.8243[/C][C]0.206047[/C][/ROW]
[ROW][C]8[/C][C]0.117442[/C][C]1.0764[/C][C]0.142421[/C][/ROW]
[ROW][C]9[/C][C]-0.114714[/C][C]-1.0514[/C][C]0.148051[/C][/ROW]
[ROW][C]10[/C][C]-0.252651[/C][C]-2.3156[/C][C]0.01151[/C][/ROW]
[ROW][C]11[/C][C]0.424478[/C][C]3.8904[/C][C]1e-04[/C][/ROW]
[ROW][C]12[/C][C]0.609857[/C][C]5.5894[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.159065[/C][C]-1.4579[/C][C]0.074304[/C][/ROW]
[ROW][C]14[/C][C]-0.043844[/C][C]-0.4018[/C][C]0.344412[/C][/ROW]
[ROW][C]15[/C][C]-0.166582[/C][C]-1.5268[/C][C]0.06529[/C][/ROW]
[ROW][C]16[/C][C]0.101755[/C][C]0.9326[/C][C]0.176849[/C][/ROW]
[ROW][C]17[/C][C]-0.151588[/C][C]-1.3893[/C][C]0.084203[/C][/ROW]
[ROW][C]18[/C][C]-0.076745[/C][C]-0.7034[/C][C]0.241881[/C][/ROW]
[ROW][C]19[/C][C]-0.077325[/C][C]-0.7087[/C][C]0.240239[/C][/ROW]
[ROW][C]20[/C][C]-0.164471[/C][C]-1.5074[/C][C]0.06773[/C][/ROW]
[ROW][C]21[/C][C]-0.108808[/C][C]-0.9972[/C][C]0.160756[/C][/ROW]
[ROW][C]22[/C][C]0.000953[/C][C]0.0087[/C][C]0.496525[/C][/ROW]
[ROW][C]23[/C][C]-0.119583[/C][C]-1.096[/C][C]0.138105[/C][/ROW]
[ROW][C]24[/C][C]0.088885[/C][C]0.8146[/C][C]0.208791[/C][/ROW]
[ROW][C]25[/C][C]0.038692[/C][C]0.3546[/C][C]0.361882[/C][/ROW]
[ROW][C]26[/C][C]0.057929[/C][C]0.5309[/C][C]0.298435[/C][/ROW]
[ROW][C]27[/C][C]-5.8e-05[/C][C]-5e-04[/C][C]0.49979[/C][/ROW]
[ROW][C]28[/C][C]-0.074359[/C][C]-0.6815[/C][C]0.248711[/C][/ROW]
[ROW][C]29[/C][C]0.016855[/C][C]0.1545[/C][C]0.438802[/C][/ROW]
[ROW][C]30[/C][C]0.002276[/C][C]0.0209[/C][C]0.491705[/C][/ROW]
[ROW][C]31[/C][C]0.015993[/C][C]0.1466[/C][C]0.44191[/C][/ROW]
[ROW][C]32[/C][C]-0.07299[/C][C]-0.669[/C][C]0.252675[/C][/ROW]
[ROW][C]33[/C][C]0.079859[/C][C]0.7319[/C][C]0.233127[/C][/ROW]
[ROW][C]34[/C][C]0.065105[/C][C]0.5967[/C][C]0.276157[/C][/ROW]
[ROW][C]35[/C][C]-0.010549[/C][C]-0.0967[/C][C]0.461606[/C][/ROW]
[ROW][C]36[/C][C]-0.060032[/C][C]-0.5502[/C][C]0.291821[/C][/ROW]
[ROW][C]37[/C][C]-0.074151[/C][C]-0.6796[/C][C]0.24931[/C][/ROW]
[ROW][C]38[/C][C]0.046917[/C][C]0.43[/C][C]0.334147[/C][/ROW]
[ROW][C]39[/C][C]-0.037395[/C][C]-0.3427[/C][C]0.366327[/C][/ROW]
[ROW][C]40[/C][C]0.048[/C][C]0.4399[/C][C]0.330561[/C][/ROW]
[ROW][C]41[/C][C]0.015982[/C][C]0.1465[/C][C]0.441947[/C][/ROW]
[ROW][C]42[/C][C]0.058565[/C][C]0.5368[/C][C]0.296428[/C][/ROW]
[ROW][C]43[/C][C]-0.041435[/C][C]-0.3798[/C][C]0.352542[/C][/ROW]
[ROW][C]44[/C][C]0.083536[/C][C]0.7656[/C][C]0.223025[/C][/ROW]
[ROW][C]45[/C][C]0.020927[/C][C]0.1918[/C][C]0.424181[/C][/ROW]
[ROW][C]46[/C][C]2e-06[/C][C]0[/C][C]0.499992[/C][/ROW]
[ROW][C]47[/C][C]-0.100887[/C][C]-0.9246[/C][C]0.178899[/C][/ROW]
[ROW][C]48[/C][C]-0.076116[/C][C]-0.6976[/C][C]0.243671[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112718&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112718&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	0.174466	1.599	0.056787
2	-0.334492	-3.0657	0.00146
3	0.212923	1.9515	0.027167
4	-0.258238	-2.3668	0.010122
5	0.116976	1.0721	0.143371
6	-0.058653	-0.5376	0.29615
7	-0.08994	-0.8243	0.206047
8	0.117442	1.0764	0.142421
9	-0.114714	-1.0514	0.148051
10	-0.252651	-2.3156	0.01151
11	0.424478	3.8904	1e-04
12	0.609857	5.5894	0
13	-0.159065	-1.4579	0.074304
14	-0.043844	-0.4018	0.344412
15	-0.166582	-1.5268	0.06529
16	0.101755	0.9326	0.176849
17	-0.151588	-1.3893	0.084203
18	-0.076745	-0.7034	0.241881
19	-0.077325	-0.7087	0.240239
20	-0.164471	-1.5074	0.06773
21	-0.108808	-0.9972	0.160756
22	0.000953	0.0087	0.496525
23	-0.119583	-1.096	0.138105
24	0.088885	0.8146	0.208791
25	0.038692	0.3546	0.361882
26	0.057929	0.5309	0.298435
27	-5.8e-05	-5e-04	0.49979
28	-0.074359	-0.6815	0.248711
29	0.016855	0.1545	0.438802
30	0.002276	0.0209	0.491705
31	0.015993	0.1466	0.44191
32	-0.07299	-0.669	0.252675
33	0.079859	0.7319	0.233127
34	0.065105	0.5967	0.276157
35	-0.010549	-0.0967	0.461606
36	-0.060032	-0.5502	0.291821
37	-0.074151	-0.6796	0.24931
38	0.046917	0.43	0.334147
39	-0.037395	-0.3427	0.366327
40	0.048	0.4399	0.330561
41	0.015982	0.1465	0.441947
42	0.058565	0.5368	0.296428
43	-0.041435	-0.3798	0.352542
44	0.083536	0.7656	0.223025
45	0.020927	0.1918	0.424181
46	2e-06	0	0.499992
47	-0.100887	-0.9246	0.178899
48	-0.076116	-0.6976	0.243671

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 = -0.3 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = -0.3 ; 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