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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 22 Dec 2010 12:51:29 +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/22/t129302221569hdmsqc9jkgytv.htm/, Retrieved Sun, 05 May 2024 20:44:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114183, Retrieved Sun, 05 May 2024 20:44:22 +0000

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User-defined keywords

Estimated Impact

139

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [Workshop 6 'Aanta...] [2010-12-14 16:26:00] [40c8b935cbad1b0be3c22a481f9723f7]
-           [(Partial) Autocorrelation Function] [] [2010-12-16 00:41:10] [bcc4ad4a6c0f95d5b548de29638ac6c2]
-   P         [(Partial) Autocorrelation Function] [] [2010-12-16 01:31:32] [bcc4ad4a6c0f95d5b548de29638ac6c2]
-    D          [(Partial) Autocorrelation Function] [] [2010-12-22 12:38:16] [abe7df3fc544bbb0ed435b4e9982bc91]
-   P               [(Partial) Autocorrelation Function] [] [2010-12-22 12:51:29] [29eeba0e6ce2cd83aa315a4a7ff8c4aa] [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=114183&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=114183&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114183&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	0.212075	2.418	0.008495
2	-0.262478	-2.9927	0.001655
3	-0.254006	-2.8961	0.002217
4	-0.218074	-2.4864	0.007085
5	0.179425	2.0458	0.021399
6	0.397001	4.5265	7e-06
7	0.194147	2.2136	0.0143
8	-0.160209	-1.8267	0.035022
9	-0.228065	-2.6003	0.005195
10	-0.287598	-3.2791	0.000668
11	0.172953	1.972	0.025368
12	0.662662	7.5555	0
13	0.087574	0.9985	0.159946
14	-0.216489	-2.4684	0.007436
15	-0.235944	-2.6902	0.004039
16	-0.219951	-2.5078	0.006689
17	0.127397	1.4525	0.07438
18	0.295305	3.367	5e-04
19	0.109256	1.2457	0.107556
20	-0.212353	-2.4212	0.008425
21	-0.264065	-3.0108	0.001566
22	-0.236254	-2.6937	0.003999
23	0.175728	2.0036	0.023595
24	0.497146	5.6683	0
25	-0.015788	-0.18	0.428712
26	-0.275798	-3.1446	0.001031
27	-0.222462	-2.5365	0.006191
28	-0.223687	-2.5504	0.005959
29	0.116146	1.3243	0.093868
30	0.21869	2.4934	0.006953
31	0.061748	0.704	0.241336
32	-0.22208	-2.5321	0.006264
33	-0.241632	-2.755	0.003356
34	-0.172759	-1.9698	0.025496
35	0.15093	1.7209	0.043827
36	0.437673	4.9902	1e-06
37	0.003311	0.0378	0.484972
38	-0.197792	-2.2552	0.012897
39	-0.225148	-2.5671	0.005694
40	-0.178368	-2.0337	0.022008
41	0.112369	1.2812	0.101202
42	0.193541	2.2067	0.014545
43	0.067631	0.7711	0.221019
44	-0.212078	-2.4181	0.008495
45	-0.203668	-2.3222	0.010889
46	-0.096582	-1.1012	0.136422
47	0.0916	1.0444	0.14912
48	0.339946	3.876	8.4e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.212075 & 2.418 & 0.008495 \tabularnewline
2 & -0.262478 & -2.9927 & 0.001655 \tabularnewline
3 & -0.254006 & -2.8961 & 0.002217 \tabularnewline
4 & -0.218074 & -2.4864 & 0.007085 \tabularnewline
5 & 0.179425 & 2.0458 & 0.021399 \tabularnewline
6 & 0.397001 & 4.5265 & 7e-06 \tabularnewline
7 & 0.194147 & 2.2136 & 0.0143 \tabularnewline
8 & -0.160209 & -1.8267 & 0.035022 \tabularnewline
9 & -0.228065 & -2.6003 & 0.005195 \tabularnewline
10 & -0.287598 & -3.2791 & 0.000668 \tabularnewline
11 & 0.172953 & 1.972 & 0.025368 \tabularnewline
12 & 0.662662 & 7.5555 & 0 \tabularnewline
13 & 0.087574 & 0.9985 & 0.159946 \tabularnewline
14 & -0.216489 & -2.4684 & 0.007436 \tabularnewline
15 & -0.235944 & -2.6902 & 0.004039 \tabularnewline
16 & -0.219951 & -2.5078 & 0.006689 \tabularnewline
17 & 0.127397 & 1.4525 & 0.07438 \tabularnewline
18 & 0.295305 & 3.367 & 5e-04 \tabularnewline
19 & 0.109256 & 1.2457 & 0.107556 \tabularnewline
20 & -0.212353 & -2.4212 & 0.008425 \tabularnewline
21 & -0.264065 & -3.0108 & 0.001566 \tabularnewline
22 & -0.236254 & -2.6937 & 0.003999 \tabularnewline
23 & 0.175728 & 2.0036 & 0.023595 \tabularnewline
24 & 0.497146 & 5.6683 & 0 \tabularnewline
25 & -0.015788 & -0.18 & 0.428712 \tabularnewline
26 & -0.275798 & -3.1446 & 0.001031 \tabularnewline
27 & -0.222462 & -2.5365 & 0.006191 \tabularnewline
28 & -0.223687 & -2.5504 & 0.005959 \tabularnewline
29 & 0.116146 & 1.3243 & 0.093868 \tabularnewline
30 & 0.21869 & 2.4934 & 0.006953 \tabularnewline
31 & 0.061748 & 0.704 & 0.241336 \tabularnewline
32 & -0.22208 & -2.5321 & 0.006264 \tabularnewline
33 & -0.241632 & -2.755 & 0.003356 \tabularnewline
34 & -0.172759 & -1.9698 & 0.025496 \tabularnewline
35 & 0.15093 & 1.7209 & 0.043827 \tabularnewline
36 & 0.437673 & 4.9902 & 1e-06 \tabularnewline
37 & 0.003311 & 0.0378 & 0.484972 \tabularnewline
38 & -0.197792 & -2.2552 & 0.012897 \tabularnewline
39 & -0.225148 & -2.5671 & 0.005694 \tabularnewline
40 & -0.178368 & -2.0337 & 0.022008 \tabularnewline
41 & 0.112369 & 1.2812 & 0.101202 \tabularnewline
42 & 0.193541 & 2.2067 & 0.014545 \tabularnewline
43 & 0.067631 & 0.7711 & 0.221019 \tabularnewline
44 & -0.212078 & -2.4181 & 0.008495 \tabularnewline
45 & -0.203668 & -2.3222 & 0.010889 \tabularnewline
46 & -0.096582 & -1.1012 & 0.136422 \tabularnewline
47 & 0.0916 & 1.0444 & 0.14912 \tabularnewline
48 & 0.339946 & 3.876 & 8.4e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114183&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]0.212075[/C][C]2.418[/C][C]0.008495[/C][/ROW]
[ROW][C]2[/C][C]-0.262478[/C][C]-2.9927[/C][C]0.001655[/C][/ROW]
[ROW][C]3[/C][C]-0.254006[/C][C]-2.8961[/C][C]0.002217[/C][/ROW]
[ROW][C]4[/C][C]-0.218074[/C][C]-2.4864[/C][C]0.007085[/C][/ROW]
[ROW][C]5[/C][C]0.179425[/C][C]2.0458[/C][C]0.021399[/C][/ROW]
[ROW][C]6[/C][C]0.397001[/C][C]4.5265[/C][C]7e-06[/C][/ROW]
[ROW][C]7[/C][C]0.194147[/C][C]2.2136[/C][C]0.0143[/C][/ROW]
[ROW][C]8[/C][C]-0.160209[/C][C]-1.8267[/C][C]0.035022[/C][/ROW]
[ROW][C]9[/C][C]-0.228065[/C][C]-2.6003[/C][C]0.005195[/C][/ROW]
[ROW][C]10[/C][C]-0.287598[/C][C]-3.2791[/C][C]0.000668[/C][/ROW]
[ROW][C]11[/C][C]0.172953[/C][C]1.972[/C][C]0.025368[/C][/ROW]
[ROW][C]12[/C][C]0.662662[/C][C]7.5555[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.087574[/C][C]0.9985[/C][C]0.159946[/C][/ROW]
[ROW][C]14[/C][C]-0.216489[/C][C]-2.4684[/C][C]0.007436[/C][/ROW]
[ROW][C]15[/C][C]-0.235944[/C][C]-2.6902[/C][C]0.004039[/C][/ROW]
[ROW][C]16[/C][C]-0.219951[/C][C]-2.5078[/C][C]0.006689[/C][/ROW]
[ROW][C]17[/C][C]0.127397[/C][C]1.4525[/C][C]0.07438[/C][/ROW]
[ROW][C]18[/C][C]0.295305[/C][C]3.367[/C][C]5e-04[/C][/ROW]
[ROW][C]19[/C][C]0.109256[/C][C]1.2457[/C][C]0.107556[/C][/ROW]
[ROW][C]20[/C][C]-0.212353[/C][C]-2.4212[/C][C]0.008425[/C][/ROW]
[ROW][C]21[/C][C]-0.264065[/C][C]-3.0108[/C][C]0.001566[/C][/ROW]
[ROW][C]22[/C][C]-0.236254[/C][C]-2.6937[/C][C]0.003999[/C][/ROW]
[ROW][C]23[/C][C]0.175728[/C][C]2.0036[/C][C]0.023595[/C][/ROW]
[ROW][C]24[/C][C]0.497146[/C][C]5.6683[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.015788[/C][C]-0.18[/C][C]0.428712[/C][/ROW]
[ROW][C]26[/C][C]-0.275798[/C][C]-3.1446[/C][C]0.001031[/C][/ROW]
[ROW][C]27[/C][C]-0.222462[/C][C]-2.5365[/C][C]0.006191[/C][/ROW]
[ROW][C]28[/C][C]-0.223687[/C][C]-2.5504[/C][C]0.005959[/C][/ROW]
[ROW][C]29[/C][C]0.116146[/C][C]1.3243[/C][C]0.093868[/C][/ROW]
[ROW][C]30[/C][C]0.21869[/C][C]2.4934[/C][C]0.006953[/C][/ROW]
[ROW][C]31[/C][C]0.061748[/C][C]0.704[/C][C]0.241336[/C][/ROW]
[ROW][C]32[/C][C]-0.22208[/C][C]-2.5321[/C][C]0.006264[/C][/ROW]
[ROW][C]33[/C][C]-0.241632[/C][C]-2.755[/C][C]0.003356[/C][/ROW]
[ROW][C]34[/C][C]-0.172759[/C][C]-1.9698[/C][C]0.025496[/C][/ROW]
[ROW][C]35[/C][C]0.15093[/C][C]1.7209[/C][C]0.043827[/C][/ROW]
[ROW][C]36[/C][C]0.437673[/C][C]4.9902[/C][C]1e-06[/C][/ROW]
[ROW][C]37[/C][C]0.003311[/C][C]0.0378[/C][C]0.484972[/C][/ROW]
[ROW][C]38[/C][C]-0.197792[/C][C]-2.2552[/C][C]0.012897[/C][/ROW]
[ROW][C]39[/C][C]-0.225148[/C][C]-2.5671[/C][C]0.005694[/C][/ROW]
[ROW][C]40[/C][C]-0.178368[/C][C]-2.0337[/C][C]0.022008[/C][/ROW]
[ROW][C]41[/C][C]0.112369[/C][C]1.2812[/C][C]0.101202[/C][/ROW]
[ROW][C]42[/C][C]0.193541[/C][C]2.2067[/C][C]0.014545[/C][/ROW]
[ROW][C]43[/C][C]0.067631[/C][C]0.7711[/C][C]0.221019[/C][/ROW]
[ROW][C]44[/C][C]-0.212078[/C][C]-2.4181[/C][C]0.008495[/C][/ROW]
[ROW][C]45[/C][C]-0.203668[/C][C]-2.3222[/C][C]0.010889[/C][/ROW]
[ROW][C]46[/C][C]-0.096582[/C][C]-1.1012[/C][C]0.136422[/C][/ROW]
[ROW][C]47[/C][C]0.0916[/C][C]1.0444[/C][C]0.14912[/C][/ROW]
[ROW][C]48[/C][C]0.339946[/C][C]3.876[/C][C]8.4e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114183&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114183&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	0.212075	2.418	0.008495
2	-0.262478	-2.9927	0.001655
3	-0.254006	-2.8961	0.002217
4	-0.218074	-2.4864	0.007085
5	0.179425	2.0458	0.021399
6	0.397001	4.5265	7e-06
7	0.194147	2.2136	0.0143
8	-0.160209	-1.8267	0.035022
9	-0.228065	-2.6003	0.005195
10	-0.287598	-3.2791	0.000668
11	0.172953	1.972	0.025368
12	0.662662	7.5555	0
13	0.087574	0.9985	0.159946
14	-0.216489	-2.4684	0.007436
15	-0.235944	-2.6902	0.004039
16	-0.219951	-2.5078	0.006689
17	0.127397	1.4525	0.07438
18	0.295305	3.367	5e-04
19	0.109256	1.2457	0.107556
20	-0.212353	-2.4212	0.008425
21	-0.264065	-3.0108	0.001566
22	-0.236254	-2.6937	0.003999
23	0.175728	2.0036	0.023595
24	0.497146	5.6683	0
25	-0.015788	-0.18	0.428712
26	-0.275798	-3.1446	0.001031
27	-0.222462	-2.5365	0.006191
28	-0.223687	-2.5504	0.005959
29	0.116146	1.3243	0.093868
30	0.21869	2.4934	0.006953
31	0.061748	0.704	0.241336
32	-0.22208	-2.5321	0.006264
33	-0.241632	-2.755	0.003356
34	-0.172759	-1.9698	0.025496
35	0.15093	1.7209	0.043827
36	0.437673	4.9902	1e-06
37	0.003311	0.0378	0.484972
38	-0.197792	-2.2552	0.012897
39	-0.225148	-2.5671	0.005694
40	-0.178368	-2.0337	0.022008
41	0.112369	1.2812	0.101202
42	0.193541	2.2067	0.014545
43	0.067631	0.7711	0.221019
44	-0.212078	-2.4181	0.008495
45	-0.203668	-2.3222	0.010889
46	-0.096582	-1.1012	0.136422
47	0.0916	1.0444	0.14912
48	0.339946	3.876	8.4e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.212075	2.418	0.008495
2	-0.321933	-3.6706	0.000176
3	-0.131006	-1.4937	0.06884
4	-0.243244	-2.7734	0.003182
5	0.210664	2.4019	0.008861
6	0.207953	2.371	0.009603
7	0.14088	1.6063	0.05532
8	-0.087977	-1.0031	0.158839
9	0.033472	0.3816	0.351676
10	-0.277717	-3.1665	0.000961
11	0.263314	3.0022	0.001607
12	0.448167	5.1099	1e-06
13	-0.206537	-2.3549	0.010013
14	0.007214	0.0823	0.467287
15	0.008378	0.0955	0.462022
16	-0.030291	-0.3454	0.365188
17	-0.048693	-0.5552	0.289862
18	-0.098251	-1.1202	0.13234
19	-0.053835	-0.6138	0.270205
20	-0.187878	-2.1421	0.017023
21	-0.049732	-0.567	0.285836
22	0.023747	0.2708	0.393503
23	0.010143	0.1156	0.454055
24	0.069077	0.7876	0.216183
25	-0.104709	-1.1939	0.117352
26	-0.117255	-1.3369	0.091792
27	0.085432	0.9741	0.165915
28	-0.144042	-1.6423	0.05147
29	0.020693	0.2359	0.406927
30	-0.180691	-2.0602	0.020687
31	0.053511	0.6101	0.271423
32	-0.089979	-1.0259	0.153418
33	0.066774	0.7613	0.223917
34	-0.02085	-0.2377	0.406234
35	-0.024484	-0.2792	0.390284
36	0.103259	1.1773	0.120606
37	0.107369	1.2242	0.111547
38	0.029218	0.3331	0.369786
39	-0.063242	-0.7211	0.236081
40	0.040745	0.4646	0.321512
41	-0.07483	-0.8532	0.197561
42	-0.04122	-0.47	0.31958
43	-0.037244	-0.4246	0.3359
44	-0.095845	-1.0928	0.138252
45	-0.057283	-0.6531	0.257413
46	0.020182	0.2301	0.409186
47	-0.184727	-2.1062	0.018554
48	0.023284	0.2655	0.395529

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.212075 & 2.418 & 0.008495 \tabularnewline
2 & -0.321933 & -3.6706 & 0.000176 \tabularnewline
3 & -0.131006 & -1.4937 & 0.06884 \tabularnewline
4 & -0.243244 & -2.7734 & 0.003182 \tabularnewline
5 & 0.210664 & 2.4019 & 0.008861 \tabularnewline
6 & 0.207953 & 2.371 & 0.009603 \tabularnewline
7 & 0.14088 & 1.6063 & 0.05532 \tabularnewline
8 & -0.087977 & -1.0031 & 0.158839 \tabularnewline
9 & 0.033472 & 0.3816 & 0.351676 \tabularnewline
10 & -0.277717 & -3.1665 & 0.000961 \tabularnewline
11 & 0.263314 & 3.0022 & 0.001607 \tabularnewline
12 & 0.448167 & 5.1099 & 1e-06 \tabularnewline
13 & -0.206537 & -2.3549 & 0.010013 \tabularnewline
14 & 0.007214 & 0.0823 & 0.467287 \tabularnewline
15 & 0.008378 & 0.0955 & 0.462022 \tabularnewline
16 & -0.030291 & -0.3454 & 0.365188 \tabularnewline
17 & -0.048693 & -0.5552 & 0.289862 \tabularnewline
18 & -0.098251 & -1.1202 & 0.13234 \tabularnewline
19 & -0.053835 & -0.6138 & 0.270205 \tabularnewline
20 & -0.187878 & -2.1421 & 0.017023 \tabularnewline
21 & -0.049732 & -0.567 & 0.285836 \tabularnewline
22 & 0.023747 & 0.2708 & 0.393503 \tabularnewline
23 & 0.010143 & 0.1156 & 0.454055 \tabularnewline
24 & 0.069077 & 0.7876 & 0.216183 \tabularnewline
25 & -0.104709 & -1.1939 & 0.117352 \tabularnewline
26 & -0.117255 & -1.3369 & 0.091792 \tabularnewline
27 & 0.085432 & 0.9741 & 0.165915 \tabularnewline
28 & -0.144042 & -1.6423 & 0.05147 \tabularnewline
29 & 0.020693 & 0.2359 & 0.406927 \tabularnewline
30 & -0.180691 & -2.0602 & 0.020687 \tabularnewline
31 & 0.053511 & 0.6101 & 0.271423 \tabularnewline
32 & -0.089979 & -1.0259 & 0.153418 \tabularnewline
33 & 0.066774 & 0.7613 & 0.223917 \tabularnewline
34 & -0.02085 & -0.2377 & 0.406234 \tabularnewline
35 & -0.024484 & -0.2792 & 0.390284 \tabularnewline
36 & 0.103259 & 1.1773 & 0.120606 \tabularnewline
37 & 0.107369 & 1.2242 & 0.111547 \tabularnewline
38 & 0.029218 & 0.3331 & 0.369786 \tabularnewline
39 & -0.063242 & -0.7211 & 0.236081 \tabularnewline
40 & 0.040745 & 0.4646 & 0.321512 \tabularnewline
41 & -0.07483 & -0.8532 & 0.197561 \tabularnewline
42 & -0.04122 & -0.47 & 0.31958 \tabularnewline
43 & -0.037244 & -0.4246 & 0.3359 \tabularnewline
44 & -0.095845 & -1.0928 & 0.138252 \tabularnewline
45 & -0.057283 & -0.6531 & 0.257413 \tabularnewline
46 & 0.020182 & 0.2301 & 0.409186 \tabularnewline
47 & -0.184727 & -2.1062 & 0.018554 \tabularnewline
48 & 0.023284 & 0.2655 & 0.395529 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114183&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]0.212075[/C][C]2.418[/C][C]0.008495[/C][/ROW]
[ROW][C]2[/C][C]-0.321933[/C][C]-3.6706[/C][C]0.000176[/C][/ROW]
[ROW][C]3[/C][C]-0.131006[/C][C]-1.4937[/C][C]0.06884[/C][/ROW]
[ROW][C]4[/C][C]-0.243244[/C][C]-2.7734[/C][C]0.003182[/C][/ROW]
[ROW][C]5[/C][C]0.210664[/C][C]2.4019[/C][C]0.008861[/C][/ROW]
[ROW][C]6[/C][C]0.207953[/C][C]2.371[/C][C]0.009603[/C][/ROW]
[ROW][C]7[/C][C]0.14088[/C][C]1.6063[/C][C]0.05532[/C][/ROW]
[ROW][C]8[/C][C]-0.087977[/C][C]-1.0031[/C][C]0.158839[/C][/ROW]
[ROW][C]9[/C][C]0.033472[/C][C]0.3816[/C][C]0.351676[/C][/ROW]
[ROW][C]10[/C][C]-0.277717[/C][C]-3.1665[/C][C]0.000961[/C][/ROW]
[ROW][C]11[/C][C]0.263314[/C][C]3.0022[/C][C]0.001607[/C][/ROW]
[ROW][C]12[/C][C]0.448167[/C][C]5.1099[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.206537[/C][C]-2.3549[/C][C]0.010013[/C][/ROW]
[ROW][C]14[/C][C]0.007214[/C][C]0.0823[/C][C]0.467287[/C][/ROW]
[ROW][C]15[/C][C]0.008378[/C][C]0.0955[/C][C]0.462022[/C][/ROW]
[ROW][C]16[/C][C]-0.030291[/C][C]-0.3454[/C][C]0.365188[/C][/ROW]
[ROW][C]17[/C][C]-0.048693[/C][C]-0.5552[/C][C]0.289862[/C][/ROW]
[ROW][C]18[/C][C]-0.098251[/C][C]-1.1202[/C][C]0.13234[/C][/ROW]
[ROW][C]19[/C][C]-0.053835[/C][C]-0.6138[/C][C]0.270205[/C][/ROW]
[ROW][C]20[/C][C]-0.187878[/C][C]-2.1421[/C][C]0.017023[/C][/ROW]
[ROW][C]21[/C][C]-0.049732[/C][C]-0.567[/C][C]0.285836[/C][/ROW]
[ROW][C]22[/C][C]0.023747[/C][C]0.2708[/C][C]0.393503[/C][/ROW]
[ROW][C]23[/C][C]0.010143[/C][C]0.1156[/C][C]0.454055[/C][/ROW]
[ROW][C]24[/C][C]0.069077[/C][C]0.7876[/C][C]0.216183[/C][/ROW]
[ROW][C]25[/C][C]-0.104709[/C][C]-1.1939[/C][C]0.117352[/C][/ROW]
[ROW][C]26[/C][C]-0.117255[/C][C]-1.3369[/C][C]0.091792[/C][/ROW]
[ROW][C]27[/C][C]0.085432[/C][C]0.9741[/C][C]0.165915[/C][/ROW]
[ROW][C]28[/C][C]-0.144042[/C][C]-1.6423[/C][C]0.05147[/C][/ROW]
[ROW][C]29[/C][C]0.020693[/C][C]0.2359[/C][C]0.406927[/C][/ROW]
[ROW][C]30[/C][C]-0.180691[/C][C]-2.0602[/C][C]0.020687[/C][/ROW]
[ROW][C]31[/C][C]0.053511[/C][C]0.6101[/C][C]0.271423[/C][/ROW]
[ROW][C]32[/C][C]-0.089979[/C][C]-1.0259[/C][C]0.153418[/C][/ROW]
[ROW][C]33[/C][C]0.066774[/C][C]0.7613[/C][C]0.223917[/C][/ROW]
[ROW][C]34[/C][C]-0.02085[/C][C]-0.2377[/C][C]0.406234[/C][/ROW]
[ROW][C]35[/C][C]-0.024484[/C][C]-0.2792[/C][C]0.390284[/C][/ROW]
[ROW][C]36[/C][C]0.103259[/C][C]1.1773[/C][C]0.120606[/C][/ROW]
[ROW][C]37[/C][C]0.107369[/C][C]1.2242[/C][C]0.111547[/C][/ROW]
[ROW][C]38[/C][C]0.029218[/C][C]0.3331[/C][C]0.369786[/C][/ROW]
[ROW][C]39[/C][C]-0.063242[/C][C]-0.7211[/C][C]0.236081[/C][/ROW]
[ROW][C]40[/C][C]0.040745[/C][C]0.4646[/C][C]0.321512[/C][/ROW]
[ROW][C]41[/C][C]-0.07483[/C][C]-0.8532[/C][C]0.197561[/C][/ROW]
[ROW][C]42[/C][C]-0.04122[/C][C]-0.47[/C][C]0.31958[/C][/ROW]
[ROW][C]43[/C][C]-0.037244[/C][C]-0.4246[/C][C]0.3359[/C][/ROW]
[ROW][C]44[/C][C]-0.095845[/C][C]-1.0928[/C][C]0.138252[/C][/ROW]
[ROW][C]45[/C][C]-0.057283[/C][C]-0.6531[/C][C]0.257413[/C][/ROW]
[ROW][C]46[/C][C]0.020182[/C][C]0.2301[/C][C]0.409186[/C][/ROW]
[ROW][C]47[/C][C]-0.184727[/C][C]-2.1062[/C][C]0.018554[/C][/ROW]
[ROW][C]48[/C][C]0.023284[/C][C]0.2655[/C][C]0.395529[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114183&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114183&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	0.212075	2.418	0.008495
2	-0.321933	-3.6706	0.000176
3	-0.131006	-1.4937	0.06884
4	-0.243244	-2.7734	0.003182
5	0.210664	2.4019	0.008861
6	0.207953	2.371	0.009603
7	0.14088	1.6063	0.05532
8	-0.087977	-1.0031	0.158839
9	0.033472	0.3816	0.351676
10	-0.277717	-3.1665	0.000961
11	0.263314	3.0022	0.001607
12	0.448167	5.1099	1e-06
13	-0.206537	-2.3549	0.010013
14	0.007214	0.0823	0.467287
15	0.008378	0.0955	0.462022
16	-0.030291	-0.3454	0.365188
17	-0.048693	-0.5552	0.289862
18	-0.098251	-1.1202	0.13234
19	-0.053835	-0.6138	0.270205
20	-0.187878	-2.1421	0.017023
21	-0.049732	-0.567	0.285836
22	0.023747	0.2708	0.393503
23	0.010143	0.1156	0.454055
24	0.069077	0.7876	0.216183
25	-0.104709	-1.1939	0.117352
26	-0.117255	-1.3369	0.091792
27	0.085432	0.9741	0.165915
28	-0.144042	-1.6423	0.05147
29	0.020693	0.2359	0.406927
30	-0.180691	-2.0602	0.020687
31	0.053511	0.6101	0.271423
32	-0.089979	-1.0259	0.153418
33	0.066774	0.7613	0.223917
34	-0.02085	-0.2377	0.406234
35	-0.024484	-0.2792	0.390284
36	0.103259	1.1773	0.120606
37	0.107369	1.2242	0.111547
38	0.029218	0.3331	0.369786
39	-0.063242	-0.7211	0.236081
40	0.040745	0.4646	0.321512
41	-0.07483	-0.8532	0.197561
42	-0.04122	-0.47	0.31958
43	-0.037244	-0.4246	0.3359
44	-0.095845	-1.0928	0.138252
45	-0.057283	-0.6531	0.257413
46	0.020182	0.2301	0.409186
47	-0.184727	-2.1062	0.018554
48	0.023284	0.2655	0.395529

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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