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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 22 Dec 2010 12:58:05 +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/t1293022832bz0dx63urzrjhbr.htm/, Retrieved Sun, 05 May 2024 23:38:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114184, Retrieved Sun, 05 May 2024 23:38:06 +0000

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User-defined keywords

Estimated Impact

168

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 01:17:20] [bcc4ad4a6c0f95d5b548de29638ac6c2]
-   PD            [(Partial) Autocorrelation Function] [] [2010-12-22 12:58:05] [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	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=114184&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=114184&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114184&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	0.168716	1.8327	0.034683
2	0.13251	1.4394	0.076339
3	0.139695	1.5175	0.06591
4	0.091131	0.9899	0.162116
5	0.179421	1.949	0.026834
6	0.103546	1.1248	0.131479
7	0.041907	0.4552	0.324892
8	0.150009	1.6295	0.052935
9	0.098817	1.0734	0.142634
10	-0.121807	-1.3232	0.09417
11	-0.010324	-0.1121	0.45545
12	-0.238406	-2.5897	0.005407
13	-0.014541	-0.158	0.43738
14	0.167842	1.8232	0.0354
15	-0.016704	-0.1815	0.428163
16	0.025699	0.2792	0.390303
17	-0.10322	-1.1213	0.132227
18	0.035429	0.3849	0.350516
19	0.045741	0.4969	0.310102
20	-0.071196	-0.7734	0.220422
21	-0.112154	-1.2183	0.11277
22	-0.03838	-0.4169	0.338751
23	0.063957	0.6948	0.244287
24	-0.176771	-1.9202	0.028621
25	-0.165546	-1.7983	0.037344
26	-0.27971	-3.0384	0.001464
27	-0.067179	-0.7297	0.233495
28	-0.182789	-1.9856	0.024699
29	-0.030875	-0.3354	0.368965
30	-0.118338	-1.2855	0.100571
31	-0.109596	-1.1905	0.118116
32	-0.043172	-0.469	0.319978
33	-0.05348	-0.5809	0.281193
34	-0.050314	-0.5465	0.292861
35	-0.002808	-0.0305	0.487857
36	0.052781	0.5733	0.283751
37	0.076653	0.8327	0.203359
38	0.103172	1.1207	0.132337
39	-0.105015	-1.1408	0.12814
40	-0.051127	-0.5554	0.289842
41	0.028647	0.3112	0.378103
42	-0.031476	-0.3419	0.366509
43	0.024512	0.2663	0.395248
44	-0.057726	-0.6271	0.265916
45	-0.082105	-0.8919	0.187135
46	-0.020771	-0.2256	0.41094
47	-0.117331	-1.2745	0.102488
48	-0.088188	-0.958	0.170019

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.168716 & 1.8327 & 0.034683 \tabularnewline
2 & 0.13251 & 1.4394 & 0.076339 \tabularnewline
3 & 0.139695 & 1.5175 & 0.06591 \tabularnewline
4 & 0.091131 & 0.9899 & 0.162116 \tabularnewline
5 & 0.179421 & 1.949 & 0.026834 \tabularnewline
6 & 0.103546 & 1.1248 & 0.131479 \tabularnewline
7 & 0.041907 & 0.4552 & 0.324892 \tabularnewline
8 & 0.150009 & 1.6295 & 0.052935 \tabularnewline
9 & 0.098817 & 1.0734 & 0.142634 \tabularnewline
10 & -0.121807 & -1.3232 & 0.09417 \tabularnewline
11 & -0.010324 & -0.1121 & 0.45545 \tabularnewline
12 & -0.238406 & -2.5897 & 0.005407 \tabularnewline
13 & -0.014541 & -0.158 & 0.43738 \tabularnewline
14 & 0.167842 & 1.8232 & 0.0354 \tabularnewline
15 & -0.016704 & -0.1815 & 0.428163 \tabularnewline
16 & 0.025699 & 0.2792 & 0.390303 \tabularnewline
17 & -0.10322 & -1.1213 & 0.132227 \tabularnewline
18 & 0.035429 & 0.3849 & 0.350516 \tabularnewline
19 & 0.045741 & 0.4969 & 0.310102 \tabularnewline
20 & -0.071196 & -0.7734 & 0.220422 \tabularnewline
21 & -0.112154 & -1.2183 & 0.11277 \tabularnewline
22 & -0.03838 & -0.4169 & 0.338751 \tabularnewline
23 & 0.063957 & 0.6948 & 0.244287 \tabularnewline
24 & -0.176771 & -1.9202 & 0.028621 \tabularnewline
25 & -0.165546 & -1.7983 & 0.037344 \tabularnewline
26 & -0.27971 & -3.0384 & 0.001464 \tabularnewline
27 & -0.067179 & -0.7297 & 0.233495 \tabularnewline
28 & -0.182789 & -1.9856 & 0.024699 \tabularnewline
29 & -0.030875 & -0.3354 & 0.368965 \tabularnewline
30 & -0.118338 & -1.2855 & 0.100571 \tabularnewline
31 & -0.109596 & -1.1905 & 0.118116 \tabularnewline
32 & -0.043172 & -0.469 & 0.319978 \tabularnewline
33 & -0.05348 & -0.5809 & 0.281193 \tabularnewline
34 & -0.050314 & -0.5465 & 0.292861 \tabularnewline
35 & -0.002808 & -0.0305 & 0.487857 \tabularnewline
36 & 0.052781 & 0.5733 & 0.283751 \tabularnewline
37 & 0.076653 & 0.8327 & 0.203359 \tabularnewline
38 & 0.103172 & 1.1207 & 0.132337 \tabularnewline
39 & -0.105015 & -1.1408 & 0.12814 \tabularnewline
40 & -0.051127 & -0.5554 & 0.289842 \tabularnewline
41 & 0.028647 & 0.3112 & 0.378103 \tabularnewline
42 & -0.031476 & -0.3419 & 0.366509 \tabularnewline
43 & 0.024512 & 0.2663 & 0.395248 \tabularnewline
44 & -0.057726 & -0.6271 & 0.265916 \tabularnewline
45 & -0.082105 & -0.8919 & 0.187135 \tabularnewline
46 & -0.020771 & -0.2256 & 0.41094 \tabularnewline
47 & -0.117331 & -1.2745 & 0.102488 \tabularnewline
48 & -0.088188 & -0.958 & 0.170019 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114184&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]0.168716[/C][C]1.8327[/C][C]0.034683[/C][/ROW]
[ROW][C]2[/C][C]0.13251[/C][C]1.4394[/C][C]0.076339[/C][/ROW]
[ROW][C]3[/C][C]0.139695[/C][C]1.5175[/C][C]0.06591[/C][/ROW]
[ROW][C]4[/C][C]0.091131[/C][C]0.9899[/C][C]0.162116[/C][/ROW]
[ROW][C]5[/C][C]0.179421[/C][C]1.949[/C][C]0.026834[/C][/ROW]
[ROW][C]6[/C][C]0.103546[/C][C]1.1248[/C][C]0.131479[/C][/ROW]
[ROW][C]7[/C][C]0.041907[/C][C]0.4552[/C][C]0.324892[/C][/ROW]
[ROW][C]8[/C][C]0.150009[/C][C]1.6295[/C][C]0.052935[/C][/ROW]
[ROW][C]9[/C][C]0.098817[/C][C]1.0734[/C][C]0.142634[/C][/ROW]
[ROW][C]10[/C][C]-0.121807[/C][C]-1.3232[/C][C]0.09417[/C][/ROW]
[ROW][C]11[/C][C]-0.010324[/C][C]-0.1121[/C][C]0.45545[/C][/ROW]
[ROW][C]12[/C][C]-0.238406[/C][C]-2.5897[/C][C]0.005407[/C][/ROW]
[ROW][C]13[/C][C]-0.014541[/C][C]-0.158[/C][C]0.43738[/C][/ROW]
[ROW][C]14[/C][C]0.167842[/C][C]1.8232[/C][C]0.0354[/C][/ROW]
[ROW][C]15[/C][C]-0.016704[/C][C]-0.1815[/C][C]0.428163[/C][/ROW]
[ROW][C]16[/C][C]0.025699[/C][C]0.2792[/C][C]0.390303[/C][/ROW]
[ROW][C]17[/C][C]-0.10322[/C][C]-1.1213[/C][C]0.132227[/C][/ROW]
[ROW][C]18[/C][C]0.035429[/C][C]0.3849[/C][C]0.350516[/C][/ROW]
[ROW][C]19[/C][C]0.045741[/C][C]0.4969[/C][C]0.310102[/C][/ROW]
[ROW][C]20[/C][C]-0.071196[/C][C]-0.7734[/C][C]0.220422[/C][/ROW]
[ROW][C]21[/C][C]-0.112154[/C][C]-1.2183[/C][C]0.11277[/C][/ROW]
[ROW][C]22[/C][C]-0.03838[/C][C]-0.4169[/C][C]0.338751[/C][/ROW]
[ROW][C]23[/C][C]0.063957[/C][C]0.6948[/C][C]0.244287[/C][/ROW]
[ROW][C]24[/C][C]-0.176771[/C][C]-1.9202[/C][C]0.028621[/C][/ROW]
[ROW][C]25[/C][C]-0.165546[/C][C]-1.7983[/C][C]0.037344[/C][/ROW]
[ROW][C]26[/C][C]-0.27971[/C][C]-3.0384[/C][C]0.001464[/C][/ROW]
[ROW][C]27[/C][C]-0.067179[/C][C]-0.7297[/C][C]0.233495[/C][/ROW]
[ROW][C]28[/C][C]-0.182789[/C][C]-1.9856[/C][C]0.024699[/C][/ROW]
[ROW][C]29[/C][C]-0.030875[/C][C]-0.3354[/C][C]0.368965[/C][/ROW]
[ROW][C]30[/C][C]-0.118338[/C][C]-1.2855[/C][C]0.100571[/C][/ROW]
[ROW][C]31[/C][C]-0.109596[/C][C]-1.1905[/C][C]0.118116[/C][/ROW]
[ROW][C]32[/C][C]-0.043172[/C][C]-0.469[/C][C]0.319978[/C][/ROW]
[ROW][C]33[/C][C]-0.05348[/C][C]-0.5809[/C][C]0.281193[/C][/ROW]
[ROW][C]34[/C][C]-0.050314[/C][C]-0.5465[/C][C]0.292861[/C][/ROW]
[ROW][C]35[/C][C]-0.002808[/C][C]-0.0305[/C][C]0.487857[/C][/ROW]
[ROW][C]36[/C][C]0.052781[/C][C]0.5733[/C][C]0.283751[/C][/ROW]
[ROW][C]37[/C][C]0.076653[/C][C]0.8327[/C][C]0.203359[/C][/ROW]
[ROW][C]38[/C][C]0.103172[/C][C]1.1207[/C][C]0.132337[/C][/ROW]
[ROW][C]39[/C][C]-0.105015[/C][C]-1.1408[/C][C]0.12814[/C][/ROW]
[ROW][C]40[/C][C]-0.051127[/C][C]-0.5554[/C][C]0.289842[/C][/ROW]
[ROW][C]41[/C][C]0.028647[/C][C]0.3112[/C][C]0.378103[/C][/ROW]
[ROW][C]42[/C][C]-0.031476[/C][C]-0.3419[/C][C]0.366509[/C][/ROW]
[ROW][C]43[/C][C]0.024512[/C][C]0.2663[/C][C]0.395248[/C][/ROW]
[ROW][C]44[/C][C]-0.057726[/C][C]-0.6271[/C][C]0.265916[/C][/ROW]
[ROW][C]45[/C][C]-0.082105[/C][C]-0.8919[/C][C]0.187135[/C][/ROW]
[ROW][C]46[/C][C]-0.020771[/C][C]-0.2256[/C][C]0.41094[/C][/ROW]
[ROW][C]47[/C][C]-0.117331[/C][C]-1.2745[/C][C]0.102488[/C][/ROW]
[ROW][C]48[/C][C]-0.088188[/C][C]-0.958[/C][C]0.170019[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114184&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114184&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	0.168716	1.8327	0.034683
2	0.13251	1.4394	0.076339
3	0.139695	1.5175	0.06591
4	0.091131	0.9899	0.162116
5	0.179421	1.949	0.026834
6	0.103546	1.1248	0.131479
7	0.041907	0.4552	0.324892
8	0.150009	1.6295	0.052935
9	0.098817	1.0734	0.142634
10	-0.121807	-1.3232	0.09417
11	-0.010324	-0.1121	0.45545
12	-0.238406	-2.5897	0.005407
13	-0.014541	-0.158	0.43738
14	0.167842	1.8232	0.0354
15	-0.016704	-0.1815	0.428163
16	0.025699	0.2792	0.390303
17	-0.10322	-1.1213	0.132227
18	0.035429	0.3849	0.350516
19	0.045741	0.4969	0.310102
20	-0.071196	-0.7734	0.220422
21	-0.112154	-1.2183	0.11277
22	-0.03838	-0.4169	0.338751
23	0.063957	0.6948	0.244287
24	-0.176771	-1.9202	0.028621
25	-0.165546	-1.7983	0.037344
26	-0.27971	-3.0384	0.001464
27	-0.067179	-0.7297	0.233495
28	-0.182789	-1.9856	0.024699
29	-0.030875	-0.3354	0.368965
30	-0.118338	-1.2855	0.100571
31	-0.109596	-1.1905	0.118116
32	-0.043172	-0.469	0.319978
33	-0.05348	-0.5809	0.281193
34	-0.050314	-0.5465	0.292861
35	-0.002808	-0.0305	0.487857
36	0.052781	0.5733	0.283751
37	0.076653	0.8327	0.203359
38	0.103172	1.1207	0.132337
39	-0.105015	-1.1408	0.12814
40	-0.051127	-0.5554	0.289842
41	0.028647	0.3112	0.378103
42	-0.031476	-0.3419	0.366509
43	0.024512	0.2663	0.395248
44	-0.057726	-0.6271	0.265916
45	-0.082105	-0.8919	0.187135
46	-0.020771	-0.2256	0.41094
47	-0.117331	-1.2745	0.102488
48	-0.088188	-0.958	0.170019

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.168716	1.8327	0.034683
2	0.107093	1.1633	0.123522
3	0.105857	1.1499	0.126254
4	0.043946	0.4774	0.31699
5	0.141746	1.5398	0.063149
6	0.037076	0.4027	0.343932
7	-0.020432	-0.2219	0.41237
8	0.106319	1.1549	0.125228
9	0.039466	0.4287	0.334457
10	-0.207523	-2.2543	0.013012
11	-0.026746	-0.2905	0.385957
12	-0.263042	-2.8574	0.002525
13	0.037939	0.4121	0.340499
14	0.224388	2.4375	0.008141
15	0.031374	0.3408	0.366928
16	0.041236	0.4479	0.32751
17	-0.107358	-1.1662	0.122942
18	0.111586	1.2121	0.113942
19	0.030271	0.3288	0.371436
20	-0.079929	-0.8683	0.193508
21	-0.114562	-1.2445	0.107898
22	-0.181229	-1.9687	0.025669
23	0.087308	0.9484	0.17243
24	-0.234597	-2.5484	0.006053
25	-0.090012	-0.9778	0.165091
26	-0.124699	-1.3546	0.089071
27	0.020606	0.2238	0.411633
28	-0.090704	-0.9853	0.163247
29	0.150748	1.6375	0.052091
30	0.050949	0.5534	0.290503
31	0.049267	0.5352	0.296766
32	-0.017072	-0.1855	0.426597
33	0.049951	0.5426	0.294211
34	-0.081979	-0.8905	0.187498
35	0.142939	1.5527	0.061585
36	-0.072554	-0.7881	0.216098
37	-0.052721	-0.5727	0.283969
38	-0.023746	-0.258	0.398446
39	-0.116175	-1.262	0.104723
40	-0.035413	-0.3847	0.350582
41	0.011318	0.1229	0.45118
42	-0.001601	-0.0174	0.493075
43	0.000127	0.0014	0.499449
44	0.002011	0.0218	0.491304
45	-0.050007	-0.5432	0.294003
46	-0.059382	-0.6451	0.260073
47	-0.025383	-0.2757	0.391619
48	-0.057184	-0.6212	0.267839

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.168716 & 1.8327 & 0.034683 \tabularnewline
2 & 0.107093 & 1.1633 & 0.123522 \tabularnewline
3 & 0.105857 & 1.1499 & 0.126254 \tabularnewline
4 & 0.043946 & 0.4774 & 0.31699 \tabularnewline
5 & 0.141746 & 1.5398 & 0.063149 \tabularnewline
6 & 0.037076 & 0.4027 & 0.343932 \tabularnewline
7 & -0.020432 & -0.2219 & 0.41237 \tabularnewline
8 & 0.106319 & 1.1549 & 0.125228 \tabularnewline
9 & 0.039466 & 0.4287 & 0.334457 \tabularnewline
10 & -0.207523 & -2.2543 & 0.013012 \tabularnewline
11 & -0.026746 & -0.2905 & 0.385957 \tabularnewline
12 & -0.263042 & -2.8574 & 0.002525 \tabularnewline
13 & 0.037939 & 0.4121 & 0.340499 \tabularnewline
14 & 0.224388 & 2.4375 & 0.008141 \tabularnewline
15 & 0.031374 & 0.3408 & 0.366928 \tabularnewline
16 & 0.041236 & 0.4479 & 0.32751 \tabularnewline
17 & -0.107358 & -1.1662 & 0.122942 \tabularnewline
18 & 0.111586 & 1.2121 & 0.113942 \tabularnewline
19 & 0.030271 & 0.3288 & 0.371436 \tabularnewline
20 & -0.079929 & -0.8683 & 0.193508 \tabularnewline
21 & -0.114562 & -1.2445 & 0.107898 \tabularnewline
22 & -0.181229 & -1.9687 & 0.025669 \tabularnewline
23 & 0.087308 & 0.9484 & 0.17243 \tabularnewline
24 & -0.234597 & -2.5484 & 0.006053 \tabularnewline
25 & -0.090012 & -0.9778 & 0.165091 \tabularnewline
26 & -0.124699 & -1.3546 & 0.089071 \tabularnewline
27 & 0.020606 & 0.2238 & 0.411633 \tabularnewline
28 & -0.090704 & -0.9853 & 0.163247 \tabularnewline
29 & 0.150748 & 1.6375 & 0.052091 \tabularnewline
30 & 0.050949 & 0.5534 & 0.290503 \tabularnewline
31 & 0.049267 & 0.5352 & 0.296766 \tabularnewline
32 & -0.017072 & -0.1855 & 0.426597 \tabularnewline
33 & 0.049951 & 0.5426 & 0.294211 \tabularnewline
34 & -0.081979 & -0.8905 & 0.187498 \tabularnewline
35 & 0.142939 & 1.5527 & 0.061585 \tabularnewline
36 & -0.072554 & -0.7881 & 0.216098 \tabularnewline
37 & -0.052721 & -0.5727 & 0.283969 \tabularnewline
38 & -0.023746 & -0.258 & 0.398446 \tabularnewline
39 & -0.116175 & -1.262 & 0.104723 \tabularnewline
40 & -0.035413 & -0.3847 & 0.350582 \tabularnewline
41 & 0.011318 & 0.1229 & 0.45118 \tabularnewline
42 & -0.001601 & -0.0174 & 0.493075 \tabularnewline
43 & 0.000127 & 0.0014 & 0.499449 \tabularnewline
44 & 0.002011 & 0.0218 & 0.491304 \tabularnewline
45 & -0.050007 & -0.5432 & 0.294003 \tabularnewline
46 & -0.059382 & -0.6451 & 0.260073 \tabularnewline
47 & -0.025383 & -0.2757 & 0.391619 \tabularnewline
48 & -0.057184 & -0.6212 & 0.267839 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114184&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]0.168716[/C][C]1.8327[/C][C]0.034683[/C][/ROW]
[ROW][C]2[/C][C]0.107093[/C][C]1.1633[/C][C]0.123522[/C][/ROW]
[ROW][C]3[/C][C]0.105857[/C][C]1.1499[/C][C]0.126254[/C][/ROW]
[ROW][C]4[/C][C]0.043946[/C][C]0.4774[/C][C]0.31699[/C][/ROW]
[ROW][C]5[/C][C]0.141746[/C][C]1.5398[/C][C]0.063149[/C][/ROW]
[ROW][C]6[/C][C]0.037076[/C][C]0.4027[/C][C]0.343932[/C][/ROW]
[ROW][C]7[/C][C]-0.020432[/C][C]-0.2219[/C][C]0.41237[/C][/ROW]
[ROW][C]8[/C][C]0.106319[/C][C]1.1549[/C][C]0.125228[/C][/ROW]
[ROW][C]9[/C][C]0.039466[/C][C]0.4287[/C][C]0.334457[/C][/ROW]
[ROW][C]10[/C][C]-0.207523[/C][C]-2.2543[/C][C]0.013012[/C][/ROW]
[ROW][C]11[/C][C]-0.026746[/C][C]-0.2905[/C][C]0.385957[/C][/ROW]
[ROW][C]12[/C][C]-0.263042[/C][C]-2.8574[/C][C]0.002525[/C][/ROW]
[ROW][C]13[/C][C]0.037939[/C][C]0.4121[/C][C]0.340499[/C][/ROW]
[ROW][C]14[/C][C]0.224388[/C][C]2.4375[/C][C]0.008141[/C][/ROW]
[ROW][C]15[/C][C]0.031374[/C][C]0.3408[/C][C]0.366928[/C][/ROW]
[ROW][C]16[/C][C]0.041236[/C][C]0.4479[/C][C]0.32751[/C][/ROW]
[ROW][C]17[/C][C]-0.107358[/C][C]-1.1662[/C][C]0.122942[/C][/ROW]
[ROW][C]18[/C][C]0.111586[/C][C]1.2121[/C][C]0.113942[/C][/ROW]
[ROW][C]19[/C][C]0.030271[/C][C]0.3288[/C][C]0.371436[/C][/ROW]
[ROW][C]20[/C][C]-0.079929[/C][C]-0.8683[/C][C]0.193508[/C][/ROW]
[ROW][C]21[/C][C]-0.114562[/C][C]-1.2445[/C][C]0.107898[/C][/ROW]
[ROW][C]22[/C][C]-0.181229[/C][C]-1.9687[/C][C]0.025669[/C][/ROW]
[ROW][C]23[/C][C]0.087308[/C][C]0.9484[/C][C]0.17243[/C][/ROW]
[ROW][C]24[/C][C]-0.234597[/C][C]-2.5484[/C][C]0.006053[/C][/ROW]
[ROW][C]25[/C][C]-0.090012[/C][C]-0.9778[/C][C]0.165091[/C][/ROW]
[ROW][C]26[/C][C]-0.124699[/C][C]-1.3546[/C][C]0.089071[/C][/ROW]
[ROW][C]27[/C][C]0.020606[/C][C]0.2238[/C][C]0.411633[/C][/ROW]
[ROW][C]28[/C][C]-0.090704[/C][C]-0.9853[/C][C]0.163247[/C][/ROW]
[ROW][C]29[/C][C]0.150748[/C][C]1.6375[/C][C]0.052091[/C][/ROW]
[ROW][C]30[/C][C]0.050949[/C][C]0.5534[/C][C]0.290503[/C][/ROW]
[ROW][C]31[/C][C]0.049267[/C][C]0.5352[/C][C]0.296766[/C][/ROW]
[ROW][C]32[/C][C]-0.017072[/C][C]-0.1855[/C][C]0.426597[/C][/ROW]
[ROW][C]33[/C][C]0.049951[/C][C]0.5426[/C][C]0.294211[/C][/ROW]
[ROW][C]34[/C][C]-0.081979[/C][C]-0.8905[/C][C]0.187498[/C][/ROW]
[ROW][C]35[/C][C]0.142939[/C][C]1.5527[/C][C]0.061585[/C][/ROW]
[ROW][C]36[/C][C]-0.072554[/C][C]-0.7881[/C][C]0.216098[/C][/ROW]
[ROW][C]37[/C][C]-0.052721[/C][C]-0.5727[/C][C]0.283969[/C][/ROW]
[ROW][C]38[/C][C]-0.023746[/C][C]-0.258[/C][C]0.398446[/C][/ROW]
[ROW][C]39[/C][C]-0.116175[/C][C]-1.262[/C][C]0.104723[/C][/ROW]
[ROW][C]40[/C][C]-0.035413[/C][C]-0.3847[/C][C]0.350582[/C][/ROW]
[ROW][C]41[/C][C]0.011318[/C][C]0.1229[/C][C]0.45118[/C][/ROW]
[ROW][C]42[/C][C]-0.001601[/C][C]-0.0174[/C][C]0.493075[/C][/ROW]
[ROW][C]43[/C][C]0.000127[/C][C]0.0014[/C][C]0.499449[/C][/ROW]
[ROW][C]44[/C][C]0.002011[/C][C]0.0218[/C][C]0.491304[/C][/ROW]
[ROW][C]45[/C][C]-0.050007[/C][C]-0.5432[/C][C]0.294003[/C][/ROW]
[ROW][C]46[/C][C]-0.059382[/C][C]-0.6451[/C][C]0.260073[/C][/ROW]
[ROW][C]47[/C][C]-0.025383[/C][C]-0.2757[/C][C]0.391619[/C][/ROW]
[ROW][C]48[/C][C]-0.057184[/C][C]-0.6212[/C][C]0.267839[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114184&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114184&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	0.168716	1.8327	0.034683
2	0.107093	1.1633	0.123522
3	0.105857	1.1499	0.126254
4	0.043946	0.4774	0.31699
5	0.141746	1.5398	0.063149
6	0.037076	0.4027	0.343932
7	-0.020432	-0.2219	0.41237
8	0.106319	1.1549	0.125228
9	0.039466	0.4287	0.334457
10	-0.207523	-2.2543	0.013012
11	-0.026746	-0.2905	0.385957
12	-0.263042	-2.8574	0.002525
13	0.037939	0.4121	0.340499
14	0.224388	2.4375	0.008141
15	0.031374	0.3408	0.366928
16	0.041236	0.4479	0.32751
17	-0.107358	-1.1662	0.122942
18	0.111586	1.2121	0.113942
19	0.030271	0.3288	0.371436
20	-0.079929	-0.8683	0.193508
21	-0.114562	-1.2445	0.107898
22	-0.181229	-1.9687	0.025669
23	0.087308	0.9484	0.17243
24	-0.234597	-2.5484	0.006053
25	-0.090012	-0.9778	0.165091
26	-0.124699	-1.3546	0.089071
27	0.020606	0.2238	0.411633
28	-0.090704	-0.9853	0.163247
29	0.150748	1.6375	0.052091
30	0.050949	0.5534	0.290503
31	0.049267	0.5352	0.296766
32	-0.017072	-0.1855	0.426597
33	0.049951	0.5426	0.294211
34	-0.081979	-0.8905	0.187498
35	0.142939	1.5527	0.061585
36	-0.072554	-0.7881	0.216098
37	-0.052721	-0.5727	0.283969
38	-0.023746	-0.258	0.398446
39	-0.116175	-1.262	0.104723
40	-0.035413	-0.3847	0.350582
41	0.011318	0.1229	0.45118
42	-0.001601	-0.0174	0.493075
43	0.000127	0.0014	0.499449
44	0.002011	0.0218	0.491304
45	-0.050007	-0.5432	0.294003
46	-0.059382	-0.6451	0.260073
47	-0.025383	-0.2757	0.391619
48	-0.057184	-0.6212	0.267839

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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