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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 15:59:13 +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/21/t12929470378kpodoygx60vb8n.htm/, Retrieved Sun, 19 May 2024 17:43:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113702, Retrieved Sun, 19 May 2024 17:43:00 +0000

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User-defined keywords

Estimated Impact

125

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
-   PD          [(Partial) Autocorrelation Function] [] [2010-12-20 09:44:34] [94f4aa1c01e87d8321fffb341ed4df07]
-    D              [(Partial) Autocorrelation Function] [] [2010-12-21 15:59:13] [d1991ab4912b5ede0ff54c26afa5d84c] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113702&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113702&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113702&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.927484	6.4924	0
2	0.776474	5.4353	1e-06
3	0.567554	3.9729	0.000116
4	0.351037	2.4573	0.008793
5	0.146287	1.024	0.15543
6	-0.017997	-0.126	0.450132
7	-0.132452	-0.9272	0.179193
8	-0.216331	-1.5143	0.068185
9	-0.278413	-1.9489	0.028523
10	-0.314602	-2.2022	0.016193
11	-0.328885	-2.3022	0.012807
12	-0.33737	-2.3616	0.011108
13	-0.336921	-2.3584	0.011193
14	-0.324646	-2.2725	0.013739
15	-0.305112	-2.1358	0.01886
16	-0.285809	-2.0007	0.025493
17	-0.260881	-1.8262	0.03696
18	-0.227114	-1.5898	0.059157
19	-0.185206	-1.2964	0.100448
20	-0.146889	-1.0282	0.154447
21	-0.094901	-0.6643	0.254805
22	-0.04306	-0.3014	0.382184
23	0.007175	0.0502	0.480073
24	0.033032	0.2312	0.409053
25	0.042584	0.2981	0.383448
26	0.031107	0.2177	0.414265
27	0.007075	0.0495	0.480352
28	-0.011225	-0.0786	0.468845
29	-0.015403	-0.1078	0.45729
30	-0.001232	-0.0086	0.496578
31	0.019238	0.1347	0.446713
32	0.042279	0.296	0.384259
33	0.060587	0.4241	0.336672
34	0.070366	0.4926	0.312262
35	0.06851	0.4796	0.316833
36	0.059168	0.4142	0.340276
37	0.050512	0.3536	0.362583
38	0.037724	0.2641	0.396416
39	0.028161	0.1971	0.422271
40	0.01777	0.1244	0.450759
41	0.011114	0.0778	0.469153
42	0.009463	0.0662	0.473727
43	0.004412	0.0309	0.487744
44	0.002539	0.0178	0.492946
45	-0.001563	-0.0109	0.495656
46	-0.00279	-0.0195	0.49225
47	-0.001616	-0.0113	0.49551
48	-0.001233	-0.0086	0.496573

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.927484 & 6.4924 & 0 \tabularnewline
2 & 0.776474 & 5.4353 & 1e-06 \tabularnewline
3 & 0.567554 & 3.9729 & 0.000116 \tabularnewline
4 & 0.351037 & 2.4573 & 0.008793 \tabularnewline
5 & 0.146287 & 1.024 & 0.15543 \tabularnewline
6 & -0.017997 & -0.126 & 0.450132 \tabularnewline
7 & -0.132452 & -0.9272 & 0.179193 \tabularnewline
8 & -0.216331 & -1.5143 & 0.068185 \tabularnewline
9 & -0.278413 & -1.9489 & 0.028523 \tabularnewline
10 & -0.314602 & -2.2022 & 0.016193 \tabularnewline
11 & -0.328885 & -2.3022 & 0.012807 \tabularnewline
12 & -0.33737 & -2.3616 & 0.011108 \tabularnewline
13 & -0.336921 & -2.3584 & 0.011193 \tabularnewline
14 & -0.324646 & -2.2725 & 0.013739 \tabularnewline
15 & -0.305112 & -2.1358 & 0.01886 \tabularnewline
16 & -0.285809 & -2.0007 & 0.025493 \tabularnewline
17 & -0.260881 & -1.8262 & 0.03696 \tabularnewline
18 & -0.227114 & -1.5898 & 0.059157 \tabularnewline
19 & -0.185206 & -1.2964 & 0.100448 \tabularnewline
20 & -0.146889 & -1.0282 & 0.154447 \tabularnewline
21 & -0.094901 & -0.6643 & 0.254805 \tabularnewline
22 & -0.04306 & -0.3014 & 0.382184 \tabularnewline
23 & 0.007175 & 0.0502 & 0.480073 \tabularnewline
24 & 0.033032 & 0.2312 & 0.409053 \tabularnewline
25 & 0.042584 & 0.2981 & 0.383448 \tabularnewline
26 & 0.031107 & 0.2177 & 0.414265 \tabularnewline
27 & 0.007075 & 0.0495 & 0.480352 \tabularnewline
28 & -0.011225 & -0.0786 & 0.468845 \tabularnewline
29 & -0.015403 & -0.1078 & 0.45729 \tabularnewline
30 & -0.001232 & -0.0086 & 0.496578 \tabularnewline
31 & 0.019238 & 0.1347 & 0.446713 \tabularnewline
32 & 0.042279 & 0.296 & 0.384259 \tabularnewline
33 & 0.060587 & 0.4241 & 0.336672 \tabularnewline
34 & 0.070366 & 0.4926 & 0.312262 \tabularnewline
35 & 0.06851 & 0.4796 & 0.316833 \tabularnewline
36 & 0.059168 & 0.4142 & 0.340276 \tabularnewline
37 & 0.050512 & 0.3536 & 0.362583 \tabularnewline
38 & 0.037724 & 0.2641 & 0.396416 \tabularnewline
39 & 0.028161 & 0.1971 & 0.422271 \tabularnewline
40 & 0.01777 & 0.1244 & 0.450759 \tabularnewline
41 & 0.011114 & 0.0778 & 0.469153 \tabularnewline
42 & 0.009463 & 0.0662 & 0.473727 \tabularnewline
43 & 0.004412 & 0.0309 & 0.487744 \tabularnewline
44 & 0.002539 & 0.0178 & 0.492946 \tabularnewline
45 & -0.001563 & -0.0109 & 0.495656 \tabularnewline
46 & -0.00279 & -0.0195 & 0.49225 \tabularnewline
47 & -0.001616 & -0.0113 & 0.49551 \tabularnewline
48 & -0.001233 & -0.0086 & 0.496573 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113702&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]0.927484[/C][C]6.4924[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.776474[/C][C]5.4353[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]0.567554[/C][C]3.9729[/C][C]0.000116[/C][/ROW]
[ROW][C]4[/C][C]0.351037[/C][C]2.4573[/C][C]0.008793[/C][/ROW]
[ROW][C]5[/C][C]0.146287[/C][C]1.024[/C][C]0.15543[/C][/ROW]
[ROW][C]6[/C][C]-0.017997[/C][C]-0.126[/C][C]0.450132[/C][/ROW]
[ROW][C]7[/C][C]-0.132452[/C][C]-0.9272[/C][C]0.179193[/C][/ROW]
[ROW][C]8[/C][C]-0.216331[/C][C]-1.5143[/C][C]0.068185[/C][/ROW]
[ROW][C]9[/C][C]-0.278413[/C][C]-1.9489[/C][C]0.028523[/C][/ROW]
[ROW][C]10[/C][C]-0.314602[/C][C]-2.2022[/C][C]0.016193[/C][/ROW]
[ROW][C]11[/C][C]-0.328885[/C][C]-2.3022[/C][C]0.012807[/C][/ROW]
[ROW][C]12[/C][C]-0.33737[/C][C]-2.3616[/C][C]0.011108[/C][/ROW]
[ROW][C]13[/C][C]-0.336921[/C][C]-2.3584[/C][C]0.011193[/C][/ROW]
[ROW][C]14[/C][C]-0.324646[/C][C]-2.2725[/C][C]0.013739[/C][/ROW]
[ROW][C]15[/C][C]-0.305112[/C][C]-2.1358[/C][C]0.01886[/C][/ROW]
[ROW][C]16[/C][C]-0.285809[/C][C]-2.0007[/C][C]0.025493[/C][/ROW]
[ROW][C]17[/C][C]-0.260881[/C][C]-1.8262[/C][C]0.03696[/C][/ROW]
[ROW][C]18[/C][C]-0.227114[/C][C]-1.5898[/C][C]0.059157[/C][/ROW]
[ROW][C]19[/C][C]-0.185206[/C][C]-1.2964[/C][C]0.100448[/C][/ROW]
[ROW][C]20[/C][C]-0.146889[/C][C]-1.0282[/C][C]0.154447[/C][/ROW]
[ROW][C]21[/C][C]-0.094901[/C][C]-0.6643[/C][C]0.254805[/C][/ROW]
[ROW][C]22[/C][C]-0.04306[/C][C]-0.3014[/C][C]0.382184[/C][/ROW]
[ROW][C]23[/C][C]0.007175[/C][C]0.0502[/C][C]0.480073[/C][/ROW]
[ROW][C]24[/C][C]0.033032[/C][C]0.2312[/C][C]0.409053[/C][/ROW]
[ROW][C]25[/C][C]0.042584[/C][C]0.2981[/C][C]0.383448[/C][/ROW]
[ROW][C]26[/C][C]0.031107[/C][C]0.2177[/C][C]0.414265[/C][/ROW]
[ROW][C]27[/C][C]0.007075[/C][C]0.0495[/C][C]0.480352[/C][/ROW]
[ROW][C]28[/C][C]-0.011225[/C][C]-0.0786[/C][C]0.468845[/C][/ROW]
[ROW][C]29[/C][C]-0.015403[/C][C]-0.1078[/C][C]0.45729[/C][/ROW]
[ROW][C]30[/C][C]-0.001232[/C][C]-0.0086[/C][C]0.496578[/C][/ROW]
[ROW][C]31[/C][C]0.019238[/C][C]0.1347[/C][C]0.446713[/C][/ROW]
[ROW][C]32[/C][C]0.042279[/C][C]0.296[/C][C]0.384259[/C][/ROW]
[ROW][C]33[/C][C]0.060587[/C][C]0.4241[/C][C]0.336672[/C][/ROW]
[ROW][C]34[/C][C]0.070366[/C][C]0.4926[/C][C]0.312262[/C][/ROW]
[ROW][C]35[/C][C]0.06851[/C][C]0.4796[/C][C]0.316833[/C][/ROW]
[ROW][C]36[/C][C]0.059168[/C][C]0.4142[/C][C]0.340276[/C][/ROW]
[ROW][C]37[/C][C]0.050512[/C][C]0.3536[/C][C]0.362583[/C][/ROW]
[ROW][C]38[/C][C]0.037724[/C][C]0.2641[/C][C]0.396416[/C][/ROW]
[ROW][C]39[/C][C]0.028161[/C][C]0.1971[/C][C]0.422271[/C][/ROW]
[ROW][C]40[/C][C]0.01777[/C][C]0.1244[/C][C]0.450759[/C][/ROW]
[ROW][C]41[/C][C]0.011114[/C][C]0.0778[/C][C]0.469153[/C][/ROW]
[ROW][C]42[/C][C]0.009463[/C][C]0.0662[/C][C]0.473727[/C][/ROW]
[ROW][C]43[/C][C]0.004412[/C][C]0.0309[/C][C]0.487744[/C][/ROW]
[ROW][C]44[/C][C]0.002539[/C][C]0.0178[/C][C]0.492946[/C][/ROW]
[ROW][C]45[/C][C]-0.001563[/C][C]-0.0109[/C][C]0.495656[/C][/ROW]
[ROW][C]46[/C][C]-0.00279[/C][C]-0.0195[/C][C]0.49225[/C][/ROW]
[ROW][C]47[/C][C]-0.001616[/C][C]-0.0113[/C][C]0.49551[/C][/ROW]
[ROW][C]48[/C][C]-0.001233[/C][C]-0.0086[/C][C]0.496573[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113702&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113702&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	0.927484	6.4924	0
2	0.776474	5.4353	1e-06
3	0.567554	3.9729	0.000116
4	0.351037	2.4573	0.008793
5	0.146287	1.024	0.15543
6	-0.017997	-0.126	0.450132
7	-0.132452	-0.9272	0.179193
8	-0.216331	-1.5143	0.068185
9	-0.278413	-1.9489	0.028523
10	-0.314602	-2.2022	0.016193
11	-0.328885	-2.3022	0.012807
12	-0.33737	-2.3616	0.011108
13	-0.336921	-2.3584	0.011193
14	-0.324646	-2.2725	0.013739
15	-0.305112	-2.1358	0.01886
16	-0.285809	-2.0007	0.025493
17	-0.260881	-1.8262	0.03696
18	-0.227114	-1.5898	0.059157
19	-0.185206	-1.2964	0.100448
20	-0.146889	-1.0282	0.154447
21	-0.094901	-0.6643	0.254805
22	-0.04306	-0.3014	0.382184
23	0.007175	0.0502	0.480073
24	0.033032	0.2312	0.409053
25	0.042584	0.2981	0.383448
26	0.031107	0.2177	0.414265
27	0.007075	0.0495	0.480352
28	-0.011225	-0.0786	0.468845
29	-0.015403	-0.1078	0.45729
30	-0.001232	-0.0086	0.496578
31	0.019238	0.1347	0.446713
32	0.042279	0.296	0.384259
33	0.060587	0.4241	0.336672
34	0.070366	0.4926	0.312262
35	0.06851	0.4796	0.316833
36	0.059168	0.4142	0.340276
37	0.050512	0.3536	0.362583
38	0.037724	0.2641	0.396416
39	0.028161	0.1971	0.422271
40	0.01777	0.1244	0.450759
41	0.011114	0.0778	0.469153
42	0.009463	0.0662	0.473727
43	0.004412	0.0309	0.487744
44	0.002539	0.0178	0.492946
45	-0.001563	-0.0109	0.495656
46	-0.00279	-0.0195	0.49225
47	-0.001616	-0.0113	0.49551
48	-0.001233	-0.0086	0.496573

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.927484	6.4924	0
2	-0.599202	-4.1944	5.7e-05
3	-0.316867	-2.2181	0.015608
4	0.138979	0.9729	0.167702
5	-0.042222	-0.2956	0.384411
6	0.048663	0.3406	0.367415
7	0.047494	0.3325	0.37048
8	-0.299677	-2.0977	0.020554
9	-0.11839	-0.8287	0.205639
10	0.19636	1.3745	0.087767
11	-0.037024	-0.2592	0.398296
12	-0.259648	-1.8175	0.037626
13	0.040662	0.2846	0.388561
14	0.020061	0.1404	0.444448
15	-0.152129	-1.0649	0.14607
16	-0.003569	-0.025	0.490084
17	0.044812	0.3137	0.377545
18	-0.132862	-0.93	0.178457
19	0.045251	0.3168	0.376386
20	-0.049926	-0.3495	0.364112
21	0.078727	0.5511	0.292038
22	-0.108629	-0.7604	0.225329
23	-0.026226	-0.1836	0.42755
24	-0.202213	-1.4155	0.081624
25	-0.055565	-0.389	0.349497
26	0.011527	0.0807	0.46801
27	0.039378	0.2756	0.391989
28	0.10982	0.7687	0.222868
29	-0.118451	-0.8292	0.205518
30	-0.096014	-0.6721	0.252338
31	0.020179	0.1413	0.444123
32	-0.060071	-0.4205	0.337981
33	-0.025012	-0.1751	0.430869
34	0.055931	0.3915	0.348558
35	-0.097221	-0.6805	0.249682
36	-0.137078	-0.9595	0.170998
37	0.172199	1.2054	0.11692
38	-0.106962	-0.7487	0.228799
39	-0.043461	-0.3042	0.38112
40	-0.003	-0.021	0.491666
41	-0.037804	-0.2646	0.396204
42	-0.002819	-0.0197	0.492168
43	-0.034411	-0.2409	0.405327
44	-0.059853	-0.419	0.338533
45	-0.016302	-0.1141	0.454807
46	0.001379	0.0097	0.496168
47	0.005057	0.0354	0.485954
48	-0.056923	-0.3985	0.346011

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.927484 & 6.4924 & 0 \tabularnewline
2 & -0.599202 & -4.1944 & 5.7e-05 \tabularnewline
3 & -0.316867 & -2.2181 & 0.015608 \tabularnewline
4 & 0.138979 & 0.9729 & 0.167702 \tabularnewline
5 & -0.042222 & -0.2956 & 0.384411 \tabularnewline
6 & 0.048663 & 0.3406 & 0.367415 \tabularnewline
7 & 0.047494 & 0.3325 & 0.37048 \tabularnewline
8 & -0.299677 & -2.0977 & 0.020554 \tabularnewline
9 & -0.11839 & -0.8287 & 0.205639 \tabularnewline
10 & 0.19636 & 1.3745 & 0.087767 \tabularnewline
11 & -0.037024 & -0.2592 & 0.398296 \tabularnewline
12 & -0.259648 & -1.8175 & 0.037626 \tabularnewline
13 & 0.040662 & 0.2846 & 0.388561 \tabularnewline
14 & 0.020061 & 0.1404 & 0.444448 \tabularnewline
15 & -0.152129 & -1.0649 & 0.14607 \tabularnewline
16 & -0.003569 & -0.025 & 0.490084 \tabularnewline
17 & 0.044812 & 0.3137 & 0.377545 \tabularnewline
18 & -0.132862 & -0.93 & 0.178457 \tabularnewline
19 & 0.045251 & 0.3168 & 0.376386 \tabularnewline
20 & -0.049926 & -0.3495 & 0.364112 \tabularnewline
21 & 0.078727 & 0.5511 & 0.292038 \tabularnewline
22 & -0.108629 & -0.7604 & 0.225329 \tabularnewline
23 & -0.026226 & -0.1836 & 0.42755 \tabularnewline
24 & -0.202213 & -1.4155 & 0.081624 \tabularnewline
25 & -0.055565 & -0.389 & 0.349497 \tabularnewline
26 & 0.011527 & 0.0807 & 0.46801 \tabularnewline
27 & 0.039378 & 0.2756 & 0.391989 \tabularnewline
28 & 0.10982 & 0.7687 & 0.222868 \tabularnewline
29 & -0.118451 & -0.8292 & 0.205518 \tabularnewline
30 & -0.096014 & -0.6721 & 0.252338 \tabularnewline
31 & 0.020179 & 0.1413 & 0.444123 \tabularnewline
32 & -0.060071 & -0.4205 & 0.337981 \tabularnewline
33 & -0.025012 & -0.1751 & 0.430869 \tabularnewline
34 & 0.055931 & 0.3915 & 0.348558 \tabularnewline
35 & -0.097221 & -0.6805 & 0.249682 \tabularnewline
36 & -0.137078 & -0.9595 & 0.170998 \tabularnewline
37 & 0.172199 & 1.2054 & 0.11692 \tabularnewline
38 & -0.106962 & -0.7487 & 0.228799 \tabularnewline
39 & -0.043461 & -0.3042 & 0.38112 \tabularnewline
40 & -0.003 & -0.021 & 0.491666 \tabularnewline
41 & -0.037804 & -0.2646 & 0.396204 \tabularnewline
42 & -0.002819 & -0.0197 & 0.492168 \tabularnewline
43 & -0.034411 & -0.2409 & 0.405327 \tabularnewline
44 & -0.059853 & -0.419 & 0.338533 \tabularnewline
45 & -0.016302 & -0.1141 & 0.454807 \tabularnewline
46 & 0.001379 & 0.0097 & 0.496168 \tabularnewline
47 & 0.005057 & 0.0354 & 0.485954 \tabularnewline
48 & -0.056923 & -0.3985 & 0.346011 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113702&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]0.927484[/C][C]6.4924[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.599202[/C][C]-4.1944[/C][C]5.7e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.316867[/C][C]-2.2181[/C][C]0.015608[/C][/ROW]
[ROW][C]4[/C][C]0.138979[/C][C]0.9729[/C][C]0.167702[/C][/ROW]
[ROW][C]5[/C][C]-0.042222[/C][C]-0.2956[/C][C]0.384411[/C][/ROW]
[ROW][C]6[/C][C]0.048663[/C][C]0.3406[/C][C]0.367415[/C][/ROW]
[ROW][C]7[/C][C]0.047494[/C][C]0.3325[/C][C]0.37048[/C][/ROW]
[ROW][C]8[/C][C]-0.299677[/C][C]-2.0977[/C][C]0.020554[/C][/ROW]
[ROW][C]9[/C][C]-0.11839[/C][C]-0.8287[/C][C]0.205639[/C][/ROW]
[ROW][C]10[/C][C]0.19636[/C][C]1.3745[/C][C]0.087767[/C][/ROW]
[ROW][C]11[/C][C]-0.037024[/C][C]-0.2592[/C][C]0.398296[/C][/ROW]
[ROW][C]12[/C][C]-0.259648[/C][C]-1.8175[/C][C]0.037626[/C][/ROW]
[ROW][C]13[/C][C]0.040662[/C][C]0.2846[/C][C]0.388561[/C][/ROW]
[ROW][C]14[/C][C]0.020061[/C][C]0.1404[/C][C]0.444448[/C][/ROW]
[ROW][C]15[/C][C]-0.152129[/C][C]-1.0649[/C][C]0.14607[/C][/ROW]
[ROW][C]16[/C][C]-0.003569[/C][C]-0.025[/C][C]0.490084[/C][/ROW]
[ROW][C]17[/C][C]0.044812[/C][C]0.3137[/C][C]0.377545[/C][/ROW]
[ROW][C]18[/C][C]-0.132862[/C][C]-0.93[/C][C]0.178457[/C][/ROW]
[ROW][C]19[/C][C]0.045251[/C][C]0.3168[/C][C]0.376386[/C][/ROW]
[ROW][C]20[/C][C]-0.049926[/C][C]-0.3495[/C][C]0.364112[/C][/ROW]
[ROW][C]21[/C][C]0.078727[/C][C]0.5511[/C][C]0.292038[/C][/ROW]
[ROW][C]22[/C][C]-0.108629[/C][C]-0.7604[/C][C]0.225329[/C][/ROW]
[ROW][C]23[/C][C]-0.026226[/C][C]-0.1836[/C][C]0.42755[/C][/ROW]
[ROW][C]24[/C][C]-0.202213[/C][C]-1.4155[/C][C]0.081624[/C][/ROW]
[ROW][C]25[/C][C]-0.055565[/C][C]-0.389[/C][C]0.349497[/C][/ROW]
[ROW][C]26[/C][C]0.011527[/C][C]0.0807[/C][C]0.46801[/C][/ROW]
[ROW][C]27[/C][C]0.039378[/C][C]0.2756[/C][C]0.391989[/C][/ROW]
[ROW][C]28[/C][C]0.10982[/C][C]0.7687[/C][C]0.222868[/C][/ROW]
[ROW][C]29[/C][C]-0.118451[/C][C]-0.8292[/C][C]0.205518[/C][/ROW]
[ROW][C]30[/C][C]-0.096014[/C][C]-0.6721[/C][C]0.252338[/C][/ROW]
[ROW][C]31[/C][C]0.020179[/C][C]0.1413[/C][C]0.444123[/C][/ROW]
[ROW][C]32[/C][C]-0.060071[/C][C]-0.4205[/C][C]0.337981[/C][/ROW]
[ROW][C]33[/C][C]-0.025012[/C][C]-0.1751[/C][C]0.430869[/C][/ROW]
[ROW][C]34[/C][C]0.055931[/C][C]0.3915[/C][C]0.348558[/C][/ROW]
[ROW][C]35[/C][C]-0.097221[/C][C]-0.6805[/C][C]0.249682[/C][/ROW]
[ROW][C]36[/C][C]-0.137078[/C][C]-0.9595[/C][C]0.170998[/C][/ROW]
[ROW][C]37[/C][C]0.172199[/C][C]1.2054[/C][C]0.11692[/C][/ROW]
[ROW][C]38[/C][C]-0.106962[/C][C]-0.7487[/C][C]0.228799[/C][/ROW]
[ROW][C]39[/C][C]-0.043461[/C][C]-0.3042[/C][C]0.38112[/C][/ROW]
[ROW][C]40[/C][C]-0.003[/C][C]-0.021[/C][C]0.491666[/C][/ROW]
[ROW][C]41[/C][C]-0.037804[/C][C]-0.2646[/C][C]0.396204[/C][/ROW]
[ROW][C]42[/C][C]-0.002819[/C][C]-0.0197[/C][C]0.492168[/C][/ROW]
[ROW][C]43[/C][C]-0.034411[/C][C]-0.2409[/C][C]0.405327[/C][/ROW]
[ROW][C]44[/C][C]-0.059853[/C][C]-0.419[/C][C]0.338533[/C][/ROW]
[ROW][C]45[/C][C]-0.016302[/C][C]-0.1141[/C][C]0.454807[/C][/ROW]
[ROW][C]46[/C][C]0.001379[/C][C]0.0097[/C][C]0.496168[/C][/ROW]
[ROW][C]47[/C][C]0.005057[/C][C]0.0354[/C][C]0.485954[/C][/ROW]
[ROW][C]48[/C][C]-0.056923[/C][C]-0.3985[/C][C]0.346011[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113702&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113702&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	0.927484	6.4924	0
2	-0.599202	-4.1944	5.7e-05
3	-0.316867	-2.2181	0.015608
4	0.138979	0.9729	0.167702
5	-0.042222	-0.2956	0.384411
6	0.048663	0.3406	0.367415
7	0.047494	0.3325	0.37048
8	-0.299677	-2.0977	0.020554
9	-0.11839	-0.8287	0.205639
10	0.19636	1.3745	0.087767
11	-0.037024	-0.2592	0.398296
12	-0.259648	-1.8175	0.037626
13	0.040662	0.2846	0.388561
14	0.020061	0.1404	0.444448
15	-0.152129	-1.0649	0.14607
16	-0.003569	-0.025	0.490084
17	0.044812	0.3137	0.377545
18	-0.132862	-0.93	0.178457
19	0.045251	0.3168	0.376386
20	-0.049926	-0.3495	0.364112
21	0.078727	0.5511	0.292038
22	-0.108629	-0.7604	0.225329
23	-0.026226	-0.1836	0.42755
24	-0.202213	-1.4155	0.081624
25	-0.055565	-0.389	0.349497
26	0.011527	0.0807	0.46801
27	0.039378	0.2756	0.391989
28	0.10982	0.7687	0.222868
29	-0.118451	-0.8292	0.205518
30	-0.096014	-0.6721	0.252338
31	0.020179	0.1413	0.444123
32	-0.060071	-0.4205	0.337981
33	-0.025012	-0.1751	0.430869
34	0.055931	0.3915	0.348558
35	-0.097221	-0.6805	0.249682
36	-0.137078	-0.9595	0.170998
37	0.172199	1.2054	0.11692
38	-0.106962	-0.7487	0.228799
39	-0.043461	-0.3042	0.38112
40	-0.003	-0.021	0.491666
41	-0.037804	-0.2646	0.396204
42	-0.002819	-0.0197	0.492168
43	-0.034411	-0.2409	0.405327
44	-0.059853	-0.419	0.338533
45	-0.016302	-0.1141	0.454807
46	0.001379	0.0097	0.496168
47	0.005057	0.0354	0.485954
48	-0.056923	-0.3985	0.346011

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