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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 20 Dec 2010 19:45:58 +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/20/t1292874238v6rigopzl0uux6l.htm/, Retrieved Sat, 04 May 2024 00:06:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113092, Retrieved Sat, 04 May 2024 00:06:08 +0000

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User-defined keywords

Estimated Impact

204

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

-     [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
-   PD  [Variance Reduction Matrix] [WS9 - Variance Re...] [2010-12-04 11:04:59] [8ef49741e164ec6343c90c7935194465]
-   P     [Variance Reduction Matrix] [WS 9 VRM] [2010-12-05 14:01:21] [8214fe6d084e5ad7598b249a26cc9f06]
- RMPD      [(Partial) Autocorrelation Function] [paper ACF] [2010-12-10 10:47:04] [8214fe6d084e5ad7598b249a26cc9f06]
-    D          [(Partial) Autocorrelation Function] [acf] [2010-12-20 19:45:58] [b47314d83d48c7bf812ec2bcd743b159] [Current]
-   PD            [(Partial) Autocorrelation Function] [acf laaggeschoolden] [2010-12-21 19:24:27] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD              [(Partial) Autocorrelation Function] [acf 1 middengesch...] [2010-12-22 14:24:40] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D                [(Partial) Autocorrelation Function] [acf 1 hooggeschoo...] [2010-12-22 14:27:57] [8214fe6d084e5ad7598b249a26cc9f06] 
-   P                   [(Partial) Autocorrelation Function] [acf 2 hooggeschoo...] [2010-12-22 14:30:09] [8214fe6d084e5ad7598b249a26cc9f06] 
-                     [(Partial) Autocorrelation Function] [acf 2 middengesch...] [2010-12-22 14:31:49] [8214fe6d084e5ad7598b249a26cc9f06] 

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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	1 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 & 1 seconds \tabularnewline
R Server & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113092&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]1 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=113092&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113092&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	1 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.894444	10.2374	0
2	0.737896	8.4456	0
3	0.643786	7.3685	0
4	0.611607	7.0002	0
5	0.610849	6.9915	0
6	0.592923	6.7863	0
7	0.55702	6.3754	0
8	0.504202	5.7709	0
9	0.476731	5.4564	0
10	0.501649	5.7416	0
11	0.586686	6.7149	0
12	0.620018	7.0964	0
13	0.484594	5.5464	0
14	0.308217	3.5277	0.000289
15	0.191229	2.1887	0.015195
16	0.13437	1.5379	0.063239
17	0.109101	1.2487	0.106997
18	0.072384	0.8285	0.204454
19	0.021633	0.2476	0.402416
20	-0.037689	-0.4314	0.333454
21	-0.06597	-0.7551	0.225783
22	-0.043073	-0.493	0.311423
23	0.036266	0.4151	0.33938
24	0.064119	0.7339	0.232168
25	-0.060055	-0.6874	0.246536
26	-0.211964	-2.426	0.008313
27	-0.299395	-3.4267	0.000408
28	-0.332842	-3.8095	0.000107
29	-0.336886	-3.8558	9e-05
30	-0.350861	-4.0158	5e-05
31	-0.369665	-4.231	2.2e-05
32	-0.393644	-4.5055	7e-06
33	-0.390957	-4.4747	8e-06
34	-0.343331	-3.9296	6.9e-05
35	-0.246756	-2.8243	0.00274
36	-0.201764	-2.3093	0.011246
37	-0.292937	-3.3528	0.000523
38	-0.403973	-4.6237	4e-06
39	-0.458069	-5.2428	0
40	-0.463418	-5.3041	0
41	-0.441113	-5.0488	1e-06
42	-0.430072	-4.9224	1e-06
43	-0.424198	-4.8552	2e-06
44	-0.424486	-4.8585	2e-06
45	-0.402804	-4.6103	5e-06
46	-0.341792	-3.912	7.3e-05
47	-0.244024	-2.793	0.003003
48	-0.190289	-2.178	0.0156

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.894444 & 10.2374 & 0 \tabularnewline
2 & 0.737896 & 8.4456 & 0 \tabularnewline
3 & 0.643786 & 7.3685 & 0 \tabularnewline
4 & 0.611607 & 7.0002 & 0 \tabularnewline
5 & 0.610849 & 6.9915 & 0 \tabularnewline
6 & 0.592923 & 6.7863 & 0 \tabularnewline
7 & 0.55702 & 6.3754 & 0 \tabularnewline
8 & 0.504202 & 5.7709 & 0 \tabularnewline
9 & 0.476731 & 5.4564 & 0 \tabularnewline
10 & 0.501649 & 5.7416 & 0 \tabularnewline
11 & 0.586686 & 6.7149 & 0 \tabularnewline
12 & 0.620018 & 7.0964 & 0 \tabularnewline
13 & 0.484594 & 5.5464 & 0 \tabularnewline
14 & 0.308217 & 3.5277 & 0.000289 \tabularnewline
15 & 0.191229 & 2.1887 & 0.015195 \tabularnewline
16 & 0.13437 & 1.5379 & 0.063239 \tabularnewline
17 & 0.109101 & 1.2487 & 0.106997 \tabularnewline
18 & 0.072384 & 0.8285 & 0.204454 \tabularnewline
19 & 0.021633 & 0.2476 & 0.402416 \tabularnewline
20 & -0.037689 & -0.4314 & 0.333454 \tabularnewline
21 & -0.06597 & -0.7551 & 0.225783 \tabularnewline
22 & -0.043073 & -0.493 & 0.311423 \tabularnewline
23 & 0.036266 & 0.4151 & 0.33938 \tabularnewline
24 & 0.064119 & 0.7339 & 0.232168 \tabularnewline
25 & -0.060055 & -0.6874 & 0.246536 \tabularnewline
26 & -0.211964 & -2.426 & 0.008313 \tabularnewline
27 & -0.299395 & -3.4267 & 0.000408 \tabularnewline
28 & -0.332842 & -3.8095 & 0.000107 \tabularnewline
29 & -0.336886 & -3.8558 & 9e-05 \tabularnewline
30 & -0.350861 & -4.0158 & 5e-05 \tabularnewline
31 & -0.369665 & -4.231 & 2.2e-05 \tabularnewline
32 & -0.393644 & -4.5055 & 7e-06 \tabularnewline
33 & -0.390957 & -4.4747 & 8e-06 \tabularnewline
34 & -0.343331 & -3.9296 & 6.9e-05 \tabularnewline
35 & -0.246756 & -2.8243 & 0.00274 \tabularnewline
36 & -0.201764 & -2.3093 & 0.011246 \tabularnewline
37 & -0.292937 & -3.3528 & 0.000523 \tabularnewline
38 & -0.403973 & -4.6237 & 4e-06 \tabularnewline
39 & -0.458069 & -5.2428 & 0 \tabularnewline
40 & -0.463418 & -5.3041 & 0 \tabularnewline
41 & -0.441113 & -5.0488 & 1e-06 \tabularnewline
42 & -0.430072 & -4.9224 & 1e-06 \tabularnewline
43 & -0.424198 & -4.8552 & 2e-06 \tabularnewline
44 & -0.424486 & -4.8585 & 2e-06 \tabularnewline
45 & -0.402804 & -4.6103 & 5e-06 \tabularnewline
46 & -0.341792 & -3.912 & 7.3e-05 \tabularnewline
47 & -0.244024 & -2.793 & 0.003003 \tabularnewline
48 & -0.190289 & -2.178 & 0.0156 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113092&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]0.894444[/C][C]10.2374[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.737896[/C][C]8.4456[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.643786[/C][C]7.3685[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.611607[/C][C]7.0002[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.610849[/C][C]6.9915[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.592923[/C][C]6.7863[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.55702[/C][C]6.3754[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.504202[/C][C]5.7709[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.476731[/C][C]5.4564[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.501649[/C][C]5.7416[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.586686[/C][C]6.7149[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.620018[/C][C]7.0964[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.484594[/C][C]5.5464[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.308217[/C][C]3.5277[/C][C]0.000289[/C][/ROW]
[ROW][C]15[/C][C]0.191229[/C][C]2.1887[/C][C]0.015195[/C][/ROW]
[ROW][C]16[/C][C]0.13437[/C][C]1.5379[/C][C]0.063239[/C][/ROW]
[ROW][C]17[/C][C]0.109101[/C][C]1.2487[/C][C]0.106997[/C][/ROW]
[ROW][C]18[/C][C]0.072384[/C][C]0.8285[/C][C]0.204454[/C][/ROW]
[ROW][C]19[/C][C]0.021633[/C][C]0.2476[/C][C]0.402416[/C][/ROW]
[ROW][C]20[/C][C]-0.037689[/C][C]-0.4314[/C][C]0.333454[/C][/ROW]
[ROW][C]21[/C][C]-0.06597[/C][C]-0.7551[/C][C]0.225783[/C][/ROW]
[ROW][C]22[/C][C]-0.043073[/C][C]-0.493[/C][C]0.311423[/C][/ROW]
[ROW][C]23[/C][C]0.036266[/C][C]0.4151[/C][C]0.33938[/C][/ROW]
[ROW][C]24[/C][C]0.064119[/C][C]0.7339[/C][C]0.232168[/C][/ROW]
[ROW][C]25[/C][C]-0.060055[/C][C]-0.6874[/C][C]0.246536[/C][/ROW]
[ROW][C]26[/C][C]-0.211964[/C][C]-2.426[/C][C]0.008313[/C][/ROW]
[ROW][C]27[/C][C]-0.299395[/C][C]-3.4267[/C][C]0.000408[/C][/ROW]
[ROW][C]28[/C][C]-0.332842[/C][C]-3.8095[/C][C]0.000107[/C][/ROW]
[ROW][C]29[/C][C]-0.336886[/C][C]-3.8558[/C][C]9e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.350861[/C][C]-4.0158[/C][C]5e-05[/C][/ROW]
[ROW][C]31[/C][C]-0.369665[/C][C]-4.231[/C][C]2.2e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.393644[/C][C]-4.5055[/C][C]7e-06[/C][/ROW]
[ROW][C]33[/C][C]-0.390957[/C][C]-4.4747[/C][C]8e-06[/C][/ROW]
[ROW][C]34[/C][C]-0.343331[/C][C]-3.9296[/C][C]6.9e-05[/C][/ROW]
[ROW][C]35[/C][C]-0.246756[/C][C]-2.8243[/C][C]0.00274[/C][/ROW]
[ROW][C]36[/C][C]-0.201764[/C][C]-2.3093[/C][C]0.011246[/C][/ROW]
[ROW][C]37[/C][C]-0.292937[/C][C]-3.3528[/C][C]0.000523[/C][/ROW]
[ROW][C]38[/C][C]-0.403973[/C][C]-4.6237[/C][C]4e-06[/C][/ROW]
[ROW][C]39[/C][C]-0.458069[/C][C]-5.2428[/C][C]0[/C][/ROW]
[ROW][C]40[/C][C]-0.463418[/C][C]-5.3041[/C][C]0[/C][/ROW]
[ROW][C]41[/C][C]-0.441113[/C][C]-5.0488[/C][C]1e-06[/C][/ROW]
[ROW][C]42[/C][C]-0.430072[/C][C]-4.9224[/C][C]1e-06[/C][/ROW]
[ROW][C]43[/C][C]-0.424198[/C][C]-4.8552[/C][C]2e-06[/C][/ROW]
[ROW][C]44[/C][C]-0.424486[/C][C]-4.8585[/C][C]2e-06[/C][/ROW]
[ROW][C]45[/C][C]-0.402804[/C][C]-4.6103[/C][C]5e-06[/C][/ROW]
[ROW][C]46[/C][C]-0.341792[/C][C]-3.912[/C][C]7.3e-05[/C][/ROW]
[ROW][C]47[/C][C]-0.244024[/C][C]-2.793[/C][C]0.003003[/C][/ROW]
[ROW][C]48[/C][C]-0.190289[/C][C]-2.178[/C][C]0.0156[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113092&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113092&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	0.894444	10.2374	0
2	0.737896	8.4456	0
3	0.643786	7.3685	0
4	0.611607	7.0002	0
5	0.610849	6.9915	0
6	0.592923	6.7863	0
7	0.55702	6.3754	0
8	0.504202	5.7709	0
9	0.476731	5.4564	0
10	0.501649	5.7416	0
11	0.586686	6.7149	0
12	0.620018	7.0964	0
13	0.484594	5.5464	0
14	0.308217	3.5277	0.000289
15	0.191229	2.1887	0.015195
16	0.13437	1.5379	0.063239
17	0.109101	1.2487	0.106997
18	0.072384	0.8285	0.204454
19	0.021633	0.2476	0.402416
20	-0.037689	-0.4314	0.333454
21	-0.06597	-0.7551	0.225783
22	-0.043073	-0.493	0.311423
23	0.036266	0.4151	0.33938
24	0.064119	0.7339	0.232168
25	-0.060055	-0.6874	0.246536
26	-0.211964	-2.426	0.008313
27	-0.299395	-3.4267	0.000408
28	-0.332842	-3.8095	0.000107
29	-0.336886	-3.8558	9e-05
30	-0.350861	-4.0158	5e-05
31	-0.369665	-4.231	2.2e-05
32	-0.393644	-4.5055	7e-06
33	-0.390957	-4.4747	8e-06
34	-0.343331	-3.9296	6.9e-05
35	-0.246756	-2.8243	0.00274
36	-0.201764	-2.3093	0.011246
37	-0.292937	-3.3528	0.000523
38	-0.403973	-4.6237	4e-06
39	-0.458069	-5.2428	0
40	-0.463418	-5.3041	0
41	-0.441113	-5.0488	1e-06
42	-0.430072	-4.9224	1e-06
43	-0.424198	-4.8552	2e-06
44	-0.424486	-4.8585	2e-06
45	-0.402804	-4.6103	5e-06
46	-0.341792	-3.912	7.3e-05
47	-0.244024	-2.793	0.003003
48	-0.190289	-2.178	0.0156

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.894444	10.2374	0
2	-0.310717	-3.5563	0.000262
3	0.313417	3.5872	0.000235
4	0.087379	1.0001	0.159553
5	0.13543	1.5501	0.061769
6	-0.058062	-0.6646	0.253753
7	0.067427	0.7717	0.22083
8	-0.100418	-1.1493	0.126256
9	0.185928	2.128	0.017603
10	0.138236	1.5822	0.058009
11	0.369985	4.2347	2.1e-05
12	-0.355099	-4.0643	4.1e-05
13	-0.654037	-7.4858	0
14	0.002368	0.0271	0.489207
15	-0.06219	-0.7118	0.238928
16	-0.169401	-1.9389	0.027333
17	-0.037004	-0.4235	0.336302
18	-0.033695	-0.3857	0.350188
19	-0.00014	-0.0016	0.499364
20	0.019116	0.2188	0.413578
21	0.161869	1.8527	0.03309
22	0.022256	0.2547	0.399663
23	0.098284	1.1249	0.131342
24	-0.010867	-0.1244	0.450603
25	-0.177812	-2.0351	0.021927
26	0.07627	0.873	0.192143
27	0.070682	0.809	0.209992
28	-0.18036	-2.0643	0.020481
29	0.015246	0.1745	0.430873
30	-0.033458	-0.3829	0.351193
31	0.115274	1.3194	0.094674
32	-0.097023	-1.1105	0.134412
33	0.046779	0.5354	0.296637
34	-0.069588	-0.7965	0.213599
35	0.013024	0.1491	0.440867
36	-0.039664	-0.454	0.325297
37	0.007528	0.0862	0.465735
38	-0.06983	-0.7992	0.212797
39	-0.043709	-0.5003	0.308862
40	-0.072914	-0.8345	0.20275
41	0.087392	1.0002	0.159518
42	-0.123791	-1.4168	0.07945
43	0.045596	0.5219	0.301323
44	-0.131508	-1.5052	0.067343
45	0.036039	0.4125	0.340329
46	-0.072249	-0.8269	0.204891
47	-0.021978	-0.2516	0.400891
48	0.080664	0.9232	0.178789

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.894444 & 10.2374 & 0 \tabularnewline
2 & -0.310717 & -3.5563 & 0.000262 \tabularnewline
3 & 0.313417 & 3.5872 & 0.000235 \tabularnewline
4 & 0.087379 & 1.0001 & 0.159553 \tabularnewline
5 & 0.13543 & 1.5501 & 0.061769 \tabularnewline
6 & -0.058062 & -0.6646 & 0.253753 \tabularnewline
7 & 0.067427 & 0.7717 & 0.22083 \tabularnewline
8 & -0.100418 & -1.1493 & 0.126256 \tabularnewline
9 & 0.185928 & 2.128 & 0.017603 \tabularnewline
10 & 0.138236 & 1.5822 & 0.058009 \tabularnewline
11 & 0.369985 & 4.2347 & 2.1e-05 \tabularnewline
12 & -0.355099 & -4.0643 & 4.1e-05 \tabularnewline
13 & -0.654037 & -7.4858 & 0 \tabularnewline
14 & 0.002368 & 0.0271 & 0.489207 \tabularnewline
15 & -0.06219 & -0.7118 & 0.238928 \tabularnewline
16 & -0.169401 & -1.9389 & 0.027333 \tabularnewline
17 & -0.037004 & -0.4235 & 0.336302 \tabularnewline
18 & -0.033695 & -0.3857 & 0.350188 \tabularnewline
19 & -0.00014 & -0.0016 & 0.499364 \tabularnewline
20 & 0.019116 & 0.2188 & 0.413578 \tabularnewline
21 & 0.161869 & 1.8527 & 0.03309 \tabularnewline
22 & 0.022256 & 0.2547 & 0.399663 \tabularnewline
23 & 0.098284 & 1.1249 & 0.131342 \tabularnewline
24 & -0.010867 & -0.1244 & 0.450603 \tabularnewline
25 & -0.177812 & -2.0351 & 0.021927 \tabularnewline
26 & 0.07627 & 0.873 & 0.192143 \tabularnewline
27 & 0.070682 & 0.809 & 0.209992 \tabularnewline
28 & -0.18036 & -2.0643 & 0.020481 \tabularnewline
29 & 0.015246 & 0.1745 & 0.430873 \tabularnewline
30 & -0.033458 & -0.3829 & 0.351193 \tabularnewline
31 & 0.115274 & 1.3194 & 0.094674 \tabularnewline
32 & -0.097023 & -1.1105 & 0.134412 \tabularnewline
33 & 0.046779 & 0.5354 & 0.296637 \tabularnewline
34 & -0.069588 & -0.7965 & 0.213599 \tabularnewline
35 & 0.013024 & 0.1491 & 0.440867 \tabularnewline
36 & -0.039664 & -0.454 & 0.325297 \tabularnewline
37 & 0.007528 & 0.0862 & 0.465735 \tabularnewline
38 & -0.06983 & -0.7992 & 0.212797 \tabularnewline
39 & -0.043709 & -0.5003 & 0.308862 \tabularnewline
40 & -0.072914 & -0.8345 & 0.20275 \tabularnewline
41 & 0.087392 & 1.0002 & 0.159518 \tabularnewline
42 & -0.123791 & -1.4168 & 0.07945 \tabularnewline
43 & 0.045596 & 0.5219 & 0.301323 \tabularnewline
44 & -0.131508 & -1.5052 & 0.067343 \tabularnewline
45 & 0.036039 & 0.4125 & 0.340329 \tabularnewline
46 & -0.072249 & -0.8269 & 0.204891 \tabularnewline
47 & -0.021978 & -0.2516 & 0.400891 \tabularnewline
48 & 0.080664 & 0.9232 & 0.178789 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113092&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]0.894444[/C][C]10.2374[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.310717[/C][C]-3.5563[/C][C]0.000262[/C][/ROW]
[ROW][C]3[/C][C]0.313417[/C][C]3.5872[/C][C]0.000235[/C][/ROW]
[ROW][C]4[/C][C]0.087379[/C][C]1.0001[/C][C]0.159553[/C][/ROW]
[ROW][C]5[/C][C]0.13543[/C][C]1.5501[/C][C]0.061769[/C][/ROW]
[ROW][C]6[/C][C]-0.058062[/C][C]-0.6646[/C][C]0.253753[/C][/ROW]
[ROW][C]7[/C][C]0.067427[/C][C]0.7717[/C][C]0.22083[/C][/ROW]
[ROW][C]8[/C][C]-0.100418[/C][C]-1.1493[/C][C]0.126256[/C][/ROW]
[ROW][C]9[/C][C]0.185928[/C][C]2.128[/C][C]0.017603[/C][/ROW]
[ROW][C]10[/C][C]0.138236[/C][C]1.5822[/C][C]0.058009[/C][/ROW]
[ROW][C]11[/C][C]0.369985[/C][C]4.2347[/C][C]2.1e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.355099[/C][C]-4.0643[/C][C]4.1e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.654037[/C][C]-7.4858[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.002368[/C][C]0.0271[/C][C]0.489207[/C][/ROW]
[ROW][C]15[/C][C]-0.06219[/C][C]-0.7118[/C][C]0.238928[/C][/ROW]
[ROW][C]16[/C][C]-0.169401[/C][C]-1.9389[/C][C]0.027333[/C][/ROW]
[ROW][C]17[/C][C]-0.037004[/C][C]-0.4235[/C][C]0.336302[/C][/ROW]
[ROW][C]18[/C][C]-0.033695[/C][C]-0.3857[/C][C]0.350188[/C][/ROW]
[ROW][C]19[/C][C]-0.00014[/C][C]-0.0016[/C][C]0.499364[/C][/ROW]
[ROW][C]20[/C][C]0.019116[/C][C]0.2188[/C][C]0.413578[/C][/ROW]
[ROW][C]21[/C][C]0.161869[/C][C]1.8527[/C][C]0.03309[/C][/ROW]
[ROW][C]22[/C][C]0.022256[/C][C]0.2547[/C][C]0.399663[/C][/ROW]
[ROW][C]23[/C][C]0.098284[/C][C]1.1249[/C][C]0.131342[/C][/ROW]
[ROW][C]24[/C][C]-0.010867[/C][C]-0.1244[/C][C]0.450603[/C][/ROW]
[ROW][C]25[/C][C]-0.177812[/C][C]-2.0351[/C][C]0.021927[/C][/ROW]
[ROW][C]26[/C][C]0.07627[/C][C]0.873[/C][C]0.192143[/C][/ROW]
[ROW][C]27[/C][C]0.070682[/C][C]0.809[/C][C]0.209992[/C][/ROW]
[ROW][C]28[/C][C]-0.18036[/C][C]-2.0643[/C][C]0.020481[/C][/ROW]
[ROW][C]29[/C][C]0.015246[/C][C]0.1745[/C][C]0.430873[/C][/ROW]
[ROW][C]30[/C][C]-0.033458[/C][C]-0.3829[/C][C]0.351193[/C][/ROW]
[ROW][C]31[/C][C]0.115274[/C][C]1.3194[/C][C]0.094674[/C][/ROW]
[ROW][C]32[/C][C]-0.097023[/C][C]-1.1105[/C][C]0.134412[/C][/ROW]
[ROW][C]33[/C][C]0.046779[/C][C]0.5354[/C][C]0.296637[/C][/ROW]
[ROW][C]34[/C][C]-0.069588[/C][C]-0.7965[/C][C]0.213599[/C][/ROW]
[ROW][C]35[/C][C]0.013024[/C][C]0.1491[/C][C]0.440867[/C][/ROW]
[ROW][C]36[/C][C]-0.039664[/C][C]-0.454[/C][C]0.325297[/C][/ROW]
[ROW][C]37[/C][C]0.007528[/C][C]0.0862[/C][C]0.465735[/C][/ROW]
[ROW][C]38[/C][C]-0.06983[/C][C]-0.7992[/C][C]0.212797[/C][/ROW]
[ROW][C]39[/C][C]-0.043709[/C][C]-0.5003[/C][C]0.308862[/C][/ROW]
[ROW][C]40[/C][C]-0.072914[/C][C]-0.8345[/C][C]0.20275[/C][/ROW]
[ROW][C]41[/C][C]0.087392[/C][C]1.0002[/C][C]0.159518[/C][/ROW]
[ROW][C]42[/C][C]-0.123791[/C][C]-1.4168[/C][C]0.07945[/C][/ROW]
[ROW][C]43[/C][C]0.045596[/C][C]0.5219[/C][C]0.301323[/C][/ROW]
[ROW][C]44[/C][C]-0.131508[/C][C]-1.5052[/C][C]0.067343[/C][/ROW]
[ROW][C]45[/C][C]0.036039[/C][C]0.4125[/C][C]0.340329[/C][/ROW]
[ROW][C]46[/C][C]-0.072249[/C][C]-0.8269[/C][C]0.204891[/C][/ROW]
[ROW][C]47[/C][C]-0.021978[/C][C]-0.2516[/C][C]0.400891[/C][/ROW]
[ROW][C]48[/C][C]0.080664[/C][C]0.9232[/C][C]0.178789[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113092&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113092&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	0.894444	10.2374	0
2	-0.310717	-3.5563	0.000262
3	0.313417	3.5872	0.000235
4	0.087379	1.0001	0.159553
5	0.13543	1.5501	0.061769
6	-0.058062	-0.6646	0.253753
7	0.067427	0.7717	0.22083
8	-0.100418	-1.1493	0.126256
9	0.185928	2.128	0.017603
10	0.138236	1.5822	0.058009
11	0.369985	4.2347	2.1e-05
12	-0.355099	-4.0643	4.1e-05
13	-0.654037	-7.4858	0
14	0.002368	0.0271	0.489207
15	-0.06219	-0.7118	0.238928
16	-0.169401	-1.9389	0.027333
17	-0.037004	-0.4235	0.336302
18	-0.033695	-0.3857	0.350188
19	-0.00014	-0.0016	0.499364
20	0.019116	0.2188	0.413578
21	0.161869	1.8527	0.03309
22	0.022256	0.2547	0.399663
23	0.098284	1.1249	0.131342
24	-0.010867	-0.1244	0.450603
25	-0.177812	-2.0351	0.021927
26	0.07627	0.873	0.192143
27	0.070682	0.809	0.209992
28	-0.18036	-2.0643	0.020481
29	0.015246	0.1745	0.430873
30	-0.033458	-0.3829	0.351193
31	0.115274	1.3194	0.094674
32	-0.097023	-1.1105	0.134412
33	0.046779	0.5354	0.296637
34	-0.069588	-0.7965	0.213599
35	0.013024	0.1491	0.440867
36	-0.039664	-0.454	0.325297
37	0.007528	0.0862	0.465735
38	-0.06983	-0.7992	0.212797
39	-0.043709	-0.5003	0.308862
40	-0.072914	-0.8345	0.20275
41	0.087392	1.0002	0.159518
42	-0.123791	-1.4168	0.07945
43	0.045596	0.5219	0.301323
44	-0.131508	-1.5052	0.067343
45	0.036039	0.4125	0.340329
46	-0.072249	-0.8269	0.204891
47	-0.021978	-0.2516	0.400891
48	0.080664	0.9232	0.178789

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code