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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 22 Dec 2010 14:24:40 +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/t12930277654p76c6zumxy6e68.htm/, Retrieved Mon, 06 May 2024 04:31:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114245, Retrieved Mon, 06 May 2024 04:31:42 +0000

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User-defined keywords

Estimated Impact

179

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] [8214fe6d084e5ad7598b249a26cc9f06]
-   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] [b47314d83d48c7bf812ec2bcd743b159] [Current]
-    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	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114245&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114245&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114245&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.902709	10.332	0
2	0.758393	8.6802	0
3	0.670388	7.6729	0
4	0.642525	7.354	0
5	0.644448	7.376	0
6	0.626996	7.1763	0
7	0.586775	6.716	0
8	0.529338	6.0586	0
9	0.496009	5.6771	0
10	0.513053	5.8722	0
11	0.585085	6.6966	0
12	0.60777	6.9562	0
13	0.47953	5.4885	0
14	0.314508	3.5997	0.000225
15	0.205137	2.3479	0.010189
16	0.153424	1.756	0.040712
17	0.130391	1.4924	0.069001
18	0.094095	1.077	0.141738
19	0.039956	0.4573	0.324098
20	-0.022654	-0.2593	0.397911
21	-0.054666	-0.6257	0.266305
22	-0.037083	-0.4244	0.335973
23	0.031292	0.3581	0.360404
24	0.050929	0.5829	0.28048
25	-0.063873	-0.7311	0.233023
26	-0.202272	-2.3151	0.011081
27	-0.281958	-3.2272	0.00079
28	-0.310108	-3.5493	0.000268
29	-0.311009	-3.5597	0.000259
30	-0.323788	-3.7059	0.000155
31	-0.34459	-3.944	6.5e-05
32	-0.37067	-4.2425	2.1e-05
33	-0.371521	-4.2522	2e-05
34	-0.329446	-3.7707	0.000123
35	-0.244205	-2.7951	0.002985
36	-0.208388	-2.3851	0.009253
37	-0.291237	-3.3334	0.000558
38	-0.390191	-4.4659	9e-06
39	-0.436853	-5	1e-06
40	-0.437965	-5.0127	1e-06
41	-0.414559	-4.7448	3e-06
42	-0.403397	-4.6171	5e-06
43	-0.399739	-4.5752	5e-06
44	-0.401517	-4.5956	5e-06
45	-0.382764	-4.3809	1.2e-05
46	-0.326886	-3.7414	0.000136
47	-0.23904	-2.7359	0.003542
48	-0.194313	-2.224	0.01393

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.902709 & 10.332 & 0 \tabularnewline
2 & 0.758393 & 8.6802 & 0 \tabularnewline
3 & 0.670388 & 7.6729 & 0 \tabularnewline
4 & 0.642525 & 7.354 & 0 \tabularnewline
5 & 0.644448 & 7.376 & 0 \tabularnewline
6 & 0.626996 & 7.1763 & 0 \tabularnewline
7 & 0.586775 & 6.716 & 0 \tabularnewline
8 & 0.529338 & 6.0586 & 0 \tabularnewline
9 & 0.496009 & 5.6771 & 0 \tabularnewline
10 & 0.513053 & 5.8722 & 0 \tabularnewline
11 & 0.585085 & 6.6966 & 0 \tabularnewline
12 & 0.60777 & 6.9562 & 0 \tabularnewline
13 & 0.47953 & 5.4885 & 0 \tabularnewline
14 & 0.314508 & 3.5997 & 0.000225 \tabularnewline
15 & 0.205137 & 2.3479 & 0.010189 \tabularnewline
16 & 0.153424 & 1.756 & 0.040712 \tabularnewline
17 & 0.130391 & 1.4924 & 0.069001 \tabularnewline
18 & 0.094095 & 1.077 & 0.141738 \tabularnewline
19 & 0.039956 & 0.4573 & 0.324098 \tabularnewline
20 & -0.022654 & -0.2593 & 0.397911 \tabularnewline
21 & -0.054666 & -0.6257 & 0.266305 \tabularnewline
22 & -0.037083 & -0.4244 & 0.335973 \tabularnewline
23 & 0.031292 & 0.3581 & 0.360404 \tabularnewline
24 & 0.050929 & 0.5829 & 0.28048 \tabularnewline
25 & -0.063873 & -0.7311 & 0.233023 \tabularnewline
26 & -0.202272 & -2.3151 & 0.011081 \tabularnewline
27 & -0.281958 & -3.2272 & 0.00079 \tabularnewline
28 & -0.310108 & -3.5493 & 0.000268 \tabularnewline
29 & -0.311009 & -3.5597 & 0.000259 \tabularnewline
30 & -0.323788 & -3.7059 & 0.000155 \tabularnewline
31 & -0.34459 & -3.944 & 6.5e-05 \tabularnewline
32 & -0.37067 & -4.2425 & 2.1e-05 \tabularnewline
33 & -0.371521 & -4.2522 & 2e-05 \tabularnewline
34 & -0.329446 & -3.7707 & 0.000123 \tabularnewline
35 & -0.244205 & -2.7951 & 0.002985 \tabularnewline
36 & -0.208388 & -2.3851 & 0.009253 \tabularnewline
37 & -0.291237 & -3.3334 & 0.000558 \tabularnewline
38 & -0.390191 & -4.4659 & 9e-06 \tabularnewline
39 & -0.436853 & -5 & 1e-06 \tabularnewline
40 & -0.437965 & -5.0127 & 1e-06 \tabularnewline
41 & -0.414559 & -4.7448 & 3e-06 \tabularnewline
42 & -0.403397 & -4.6171 & 5e-06 \tabularnewline
43 & -0.399739 & -4.5752 & 5e-06 \tabularnewline
44 & -0.401517 & -4.5956 & 5e-06 \tabularnewline
45 & -0.382764 & -4.3809 & 1.2e-05 \tabularnewline
46 & -0.326886 & -3.7414 & 0.000136 \tabularnewline
47 & -0.23904 & -2.7359 & 0.003542 \tabularnewline
48 & -0.194313 & -2.224 & 0.01393 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114245&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]0.902709[/C][C]10.332[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.758393[/C][C]8.6802[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.670388[/C][C]7.6729[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.642525[/C][C]7.354[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.644448[/C][C]7.376[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.626996[/C][C]7.1763[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.586775[/C][C]6.716[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.529338[/C][C]6.0586[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.496009[/C][C]5.6771[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.513053[/C][C]5.8722[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.585085[/C][C]6.6966[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.60777[/C][C]6.9562[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.47953[/C][C]5.4885[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.314508[/C][C]3.5997[/C][C]0.000225[/C][/ROW]
[ROW][C]15[/C][C]0.205137[/C][C]2.3479[/C][C]0.010189[/C][/ROW]
[ROW][C]16[/C][C]0.153424[/C][C]1.756[/C][C]0.040712[/C][/ROW]
[ROW][C]17[/C][C]0.130391[/C][C]1.4924[/C][C]0.069001[/C][/ROW]
[ROW][C]18[/C][C]0.094095[/C][C]1.077[/C][C]0.141738[/C][/ROW]
[ROW][C]19[/C][C]0.039956[/C][C]0.4573[/C][C]0.324098[/C][/ROW]
[ROW][C]20[/C][C]-0.022654[/C][C]-0.2593[/C][C]0.397911[/C][/ROW]
[ROW][C]21[/C][C]-0.054666[/C][C]-0.6257[/C][C]0.266305[/C][/ROW]
[ROW][C]22[/C][C]-0.037083[/C][C]-0.4244[/C][C]0.335973[/C][/ROW]
[ROW][C]23[/C][C]0.031292[/C][C]0.3581[/C][C]0.360404[/C][/ROW]
[ROW][C]24[/C][C]0.050929[/C][C]0.5829[/C][C]0.28048[/C][/ROW]
[ROW][C]25[/C][C]-0.063873[/C][C]-0.7311[/C][C]0.233023[/C][/ROW]
[ROW][C]26[/C][C]-0.202272[/C][C]-2.3151[/C][C]0.011081[/C][/ROW]
[ROW][C]27[/C][C]-0.281958[/C][C]-3.2272[/C][C]0.00079[/C][/ROW]
[ROW][C]28[/C][C]-0.310108[/C][C]-3.5493[/C][C]0.000268[/C][/ROW]
[ROW][C]29[/C][C]-0.311009[/C][C]-3.5597[/C][C]0.000259[/C][/ROW]
[ROW][C]30[/C][C]-0.323788[/C][C]-3.7059[/C][C]0.000155[/C][/ROW]
[ROW][C]31[/C][C]-0.34459[/C][C]-3.944[/C][C]6.5e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.37067[/C][C]-4.2425[/C][C]2.1e-05[/C][/ROW]
[ROW][C]33[/C][C]-0.371521[/C][C]-4.2522[/C][C]2e-05[/C][/ROW]
[ROW][C]34[/C][C]-0.329446[/C][C]-3.7707[/C][C]0.000123[/C][/ROW]
[ROW][C]35[/C][C]-0.244205[/C][C]-2.7951[/C][C]0.002985[/C][/ROW]
[ROW][C]36[/C][C]-0.208388[/C][C]-2.3851[/C][C]0.009253[/C][/ROW]
[ROW][C]37[/C][C]-0.291237[/C][C]-3.3334[/C][C]0.000558[/C][/ROW]
[ROW][C]38[/C][C]-0.390191[/C][C]-4.4659[/C][C]9e-06[/C][/ROW]
[ROW][C]39[/C][C]-0.436853[/C][C]-5[/C][C]1e-06[/C][/ROW]
[ROW][C]40[/C][C]-0.437965[/C][C]-5.0127[/C][C]1e-06[/C][/ROW]
[ROW][C]41[/C][C]-0.414559[/C][C]-4.7448[/C][C]3e-06[/C][/ROW]
[ROW][C]42[/C][C]-0.403397[/C][C]-4.6171[/C][C]5e-06[/C][/ROW]
[ROW][C]43[/C][C]-0.399739[/C][C]-4.5752[/C][C]5e-06[/C][/ROW]
[ROW][C]44[/C][C]-0.401517[/C][C]-4.5956[/C][C]5e-06[/C][/ROW]
[ROW][C]45[/C][C]-0.382764[/C][C]-4.3809[/C][C]1.2e-05[/C][/ROW]
[ROW][C]46[/C][C]-0.326886[/C][C]-3.7414[/C][C]0.000136[/C][/ROW]
[ROW][C]47[/C][C]-0.23904[/C][C]-2.7359[/C][C]0.003542[/C][/ROW]
[ROW][C]48[/C][C]-0.194313[/C][C]-2.224[/C][C]0.01393[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114245&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114245&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	0.902709	10.332	0
2	0.758393	8.6802	0
3	0.670388	7.6729	0
4	0.642525	7.354	0
5	0.644448	7.376	0
6	0.626996	7.1763	0
7	0.586775	6.716	0
8	0.529338	6.0586	0
9	0.496009	5.6771	0
10	0.513053	5.8722	0
11	0.585085	6.6966	0
12	0.60777	6.9562	0
13	0.47953	5.4885	0
14	0.314508	3.5997	0.000225
15	0.205137	2.3479	0.010189
16	0.153424	1.756	0.040712
17	0.130391	1.4924	0.069001
18	0.094095	1.077	0.141738
19	0.039956	0.4573	0.324098
20	-0.022654	-0.2593	0.397911
21	-0.054666	-0.6257	0.266305
22	-0.037083	-0.4244	0.335973
23	0.031292	0.3581	0.360404
24	0.050929	0.5829	0.28048
25	-0.063873	-0.7311	0.233023
26	-0.202272	-2.3151	0.011081
27	-0.281958	-3.2272	0.00079
28	-0.310108	-3.5493	0.000268
29	-0.311009	-3.5597	0.000259
30	-0.323788	-3.7059	0.000155
31	-0.34459	-3.944	6.5e-05
32	-0.37067	-4.2425	2.1e-05
33	-0.371521	-4.2522	2e-05
34	-0.329446	-3.7707	0.000123
35	-0.244205	-2.7951	0.002985
36	-0.208388	-2.3851	0.009253
37	-0.291237	-3.3334	0.000558
38	-0.390191	-4.4659	9e-06
39	-0.436853	-5	1e-06
40	-0.437965	-5.0127	1e-06
41	-0.414559	-4.7448	3e-06
42	-0.403397	-4.6171	5e-06
43	-0.399739	-4.5752	5e-06
44	-0.401517	-4.5956	5e-06
45	-0.382764	-4.3809	1.2e-05
46	-0.326886	-3.7414	0.000136
47	-0.23904	-2.7359	0.003542
48	-0.194313	-2.224	0.01393

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.902709	10.332	0
2	-0.305165	-3.4928	0.000326
3	0.31175	3.5681	0.000252
4	0.115331	1.32	0.094565
5	0.127465	1.4589	0.073492
6	-0.064547	-0.7388	0.230683
7	0.040045	0.4583	0.323734
8	-0.095925	-1.0979	0.137129
9	0.155545	1.7803	0.038673
10	0.143392	1.6412	0.051577
11	0.327892	3.7529	0.000131
12	-0.341242	-3.9057	7.5e-05
13	-0.638564	-7.3087	0
14	-0.004434	-0.0508	0.479801
15	-0.023396	-0.2678	0.394645
16	-0.178902	-2.0476	0.021298
17	-0.035965	-0.4116	0.340637
18	0.00469	0.0537	0.478635
19	0.006167	0.0706	0.471919
20	0.007596	0.0869	0.465427
21	0.182326	2.0868	0.019422
22	0.027	0.309	0.378897
23	0.076984	0.8811	0.189933
24	0.006814	0.078	0.468976
25	-0.17268	-1.9764	0.025104
26	0.056429	0.6459	0.259751
27	0.038748	0.4435	0.329071
28	-0.1627	-1.8622	0.032409
29	0.011348	0.1299	0.448429
30	-0.021801	-0.2495	0.401675
31	0.113719	1.3016	0.097672
32	-0.094194	-1.0781	0.141486
33	0.025254	0.2891	0.3865
34	-0.043514	-0.498	0.309647
35	0.001359	0.0155	0.493809
36	-0.046153	-0.5282	0.29911
37	-0.005841	-0.0669	0.473401
38	-0.053498	-0.6123	0.270698
39	-0.035913	-0.411	0.340856
40	-0.068188	-0.7804	0.218267
41	0.088243	1.01	0.157183
42	-0.099443	-1.1382	0.128562
43	0.036227	0.4146	0.339544
44	-0.080224	-0.9182	0.180099
45	0.030302	0.3468	0.364639
46	-0.050108	-0.5735	0.283642
47	-0.017217	-0.1971	0.422043
48	0.075151	0.8601	0.19564

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.902709 & 10.332 & 0 \tabularnewline
2 & -0.305165 & -3.4928 & 0.000326 \tabularnewline
3 & 0.31175 & 3.5681 & 0.000252 \tabularnewline
4 & 0.115331 & 1.32 & 0.094565 \tabularnewline
5 & 0.127465 & 1.4589 & 0.073492 \tabularnewline
6 & -0.064547 & -0.7388 & 0.230683 \tabularnewline
7 & 0.040045 & 0.4583 & 0.323734 \tabularnewline
8 & -0.095925 & -1.0979 & 0.137129 \tabularnewline
9 & 0.155545 & 1.7803 & 0.038673 \tabularnewline
10 & 0.143392 & 1.6412 & 0.051577 \tabularnewline
11 & 0.327892 & 3.7529 & 0.000131 \tabularnewline
12 & -0.341242 & -3.9057 & 7.5e-05 \tabularnewline
13 & -0.638564 & -7.3087 & 0 \tabularnewline
14 & -0.004434 & -0.0508 & 0.479801 \tabularnewline
15 & -0.023396 & -0.2678 & 0.394645 \tabularnewline
16 & -0.178902 & -2.0476 & 0.021298 \tabularnewline
17 & -0.035965 & -0.4116 & 0.340637 \tabularnewline
18 & 0.00469 & 0.0537 & 0.478635 \tabularnewline
19 & 0.006167 & 0.0706 & 0.471919 \tabularnewline
20 & 0.007596 & 0.0869 & 0.465427 \tabularnewline
21 & 0.182326 & 2.0868 & 0.019422 \tabularnewline
22 & 0.027 & 0.309 & 0.378897 \tabularnewline
23 & 0.076984 & 0.8811 & 0.189933 \tabularnewline
24 & 0.006814 & 0.078 & 0.468976 \tabularnewline
25 & -0.17268 & -1.9764 & 0.025104 \tabularnewline
26 & 0.056429 & 0.6459 & 0.259751 \tabularnewline
27 & 0.038748 & 0.4435 & 0.329071 \tabularnewline
28 & -0.1627 & -1.8622 & 0.032409 \tabularnewline
29 & 0.011348 & 0.1299 & 0.448429 \tabularnewline
30 & -0.021801 & -0.2495 & 0.401675 \tabularnewline
31 & 0.113719 & 1.3016 & 0.097672 \tabularnewline
32 & -0.094194 & -1.0781 & 0.141486 \tabularnewline
33 & 0.025254 & 0.2891 & 0.3865 \tabularnewline
34 & -0.043514 & -0.498 & 0.309647 \tabularnewline
35 & 0.001359 & 0.0155 & 0.493809 \tabularnewline
36 & -0.046153 & -0.5282 & 0.29911 \tabularnewline
37 & -0.005841 & -0.0669 & 0.473401 \tabularnewline
38 & -0.053498 & -0.6123 & 0.270698 \tabularnewline
39 & -0.035913 & -0.411 & 0.340856 \tabularnewline
40 & -0.068188 & -0.7804 & 0.218267 \tabularnewline
41 & 0.088243 & 1.01 & 0.157183 \tabularnewline
42 & -0.099443 & -1.1382 & 0.128562 \tabularnewline
43 & 0.036227 & 0.4146 & 0.339544 \tabularnewline
44 & -0.080224 & -0.9182 & 0.180099 \tabularnewline
45 & 0.030302 & 0.3468 & 0.364639 \tabularnewline
46 & -0.050108 & -0.5735 & 0.283642 \tabularnewline
47 & -0.017217 & -0.1971 & 0.422043 \tabularnewline
48 & 0.075151 & 0.8601 & 0.19564 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114245&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]0.902709[/C][C]10.332[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.305165[/C][C]-3.4928[/C][C]0.000326[/C][/ROW]
[ROW][C]3[/C][C]0.31175[/C][C]3.5681[/C][C]0.000252[/C][/ROW]
[ROW][C]4[/C][C]0.115331[/C][C]1.32[/C][C]0.094565[/C][/ROW]
[ROW][C]5[/C][C]0.127465[/C][C]1.4589[/C][C]0.073492[/C][/ROW]
[ROW][C]6[/C][C]-0.064547[/C][C]-0.7388[/C][C]0.230683[/C][/ROW]
[ROW][C]7[/C][C]0.040045[/C][C]0.4583[/C][C]0.323734[/C][/ROW]
[ROW][C]8[/C][C]-0.095925[/C][C]-1.0979[/C][C]0.137129[/C][/ROW]
[ROW][C]9[/C][C]0.155545[/C][C]1.7803[/C][C]0.038673[/C][/ROW]
[ROW][C]10[/C][C]0.143392[/C][C]1.6412[/C][C]0.051577[/C][/ROW]
[ROW][C]11[/C][C]0.327892[/C][C]3.7529[/C][C]0.000131[/C][/ROW]
[ROW][C]12[/C][C]-0.341242[/C][C]-3.9057[/C][C]7.5e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.638564[/C][C]-7.3087[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]-0.004434[/C][C]-0.0508[/C][C]0.479801[/C][/ROW]
[ROW][C]15[/C][C]-0.023396[/C][C]-0.2678[/C][C]0.394645[/C][/ROW]
[ROW][C]16[/C][C]-0.178902[/C][C]-2.0476[/C][C]0.021298[/C][/ROW]
[ROW][C]17[/C][C]-0.035965[/C][C]-0.4116[/C][C]0.340637[/C][/ROW]
[ROW][C]18[/C][C]0.00469[/C][C]0.0537[/C][C]0.478635[/C][/ROW]
[ROW][C]19[/C][C]0.006167[/C][C]0.0706[/C][C]0.471919[/C][/ROW]
[ROW][C]20[/C][C]0.007596[/C][C]0.0869[/C][C]0.465427[/C][/ROW]
[ROW][C]21[/C][C]0.182326[/C][C]2.0868[/C][C]0.019422[/C][/ROW]
[ROW][C]22[/C][C]0.027[/C][C]0.309[/C][C]0.378897[/C][/ROW]
[ROW][C]23[/C][C]0.076984[/C][C]0.8811[/C][C]0.189933[/C][/ROW]
[ROW][C]24[/C][C]0.006814[/C][C]0.078[/C][C]0.468976[/C][/ROW]
[ROW][C]25[/C][C]-0.17268[/C][C]-1.9764[/C][C]0.025104[/C][/ROW]
[ROW][C]26[/C][C]0.056429[/C][C]0.6459[/C][C]0.259751[/C][/ROW]
[ROW][C]27[/C][C]0.038748[/C][C]0.4435[/C][C]0.329071[/C][/ROW]
[ROW][C]28[/C][C]-0.1627[/C][C]-1.8622[/C][C]0.032409[/C][/ROW]
[ROW][C]29[/C][C]0.011348[/C][C]0.1299[/C][C]0.448429[/C][/ROW]
[ROW][C]30[/C][C]-0.021801[/C][C]-0.2495[/C][C]0.401675[/C][/ROW]
[ROW][C]31[/C][C]0.113719[/C][C]1.3016[/C][C]0.097672[/C][/ROW]
[ROW][C]32[/C][C]-0.094194[/C][C]-1.0781[/C][C]0.141486[/C][/ROW]
[ROW][C]33[/C][C]0.025254[/C][C]0.2891[/C][C]0.3865[/C][/ROW]
[ROW][C]34[/C][C]-0.043514[/C][C]-0.498[/C][C]0.309647[/C][/ROW]
[ROW][C]35[/C][C]0.001359[/C][C]0.0155[/C][C]0.493809[/C][/ROW]
[ROW][C]36[/C][C]-0.046153[/C][C]-0.5282[/C][C]0.29911[/C][/ROW]
[ROW][C]37[/C][C]-0.005841[/C][C]-0.0669[/C][C]0.473401[/C][/ROW]
[ROW][C]38[/C][C]-0.053498[/C][C]-0.6123[/C][C]0.270698[/C][/ROW]
[ROW][C]39[/C][C]-0.035913[/C][C]-0.411[/C][C]0.340856[/C][/ROW]
[ROW][C]40[/C][C]-0.068188[/C][C]-0.7804[/C][C]0.218267[/C][/ROW]
[ROW][C]41[/C][C]0.088243[/C][C]1.01[/C][C]0.157183[/C][/ROW]
[ROW][C]42[/C][C]-0.099443[/C][C]-1.1382[/C][C]0.128562[/C][/ROW]
[ROW][C]43[/C][C]0.036227[/C][C]0.4146[/C][C]0.339544[/C][/ROW]
[ROW][C]44[/C][C]-0.080224[/C][C]-0.9182[/C][C]0.180099[/C][/ROW]
[ROW][C]45[/C][C]0.030302[/C][C]0.3468[/C][C]0.364639[/C][/ROW]
[ROW][C]46[/C][C]-0.050108[/C][C]-0.5735[/C][C]0.283642[/C][/ROW]
[ROW][C]47[/C][C]-0.017217[/C][C]-0.1971[/C][C]0.422043[/C][/ROW]
[ROW][C]48[/C][C]0.075151[/C][C]0.8601[/C][C]0.19564[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114245&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114245&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	0.902709	10.332	0
2	-0.305165	-3.4928	0.000326
3	0.31175	3.5681	0.000252
4	0.115331	1.32	0.094565
5	0.127465	1.4589	0.073492
6	-0.064547	-0.7388	0.230683
7	0.040045	0.4583	0.323734
8	-0.095925	-1.0979	0.137129
9	0.155545	1.7803	0.038673
10	0.143392	1.6412	0.051577
11	0.327892	3.7529	0.000131
12	-0.341242	-3.9057	7.5e-05
13	-0.638564	-7.3087	0
14	-0.004434	-0.0508	0.479801
15	-0.023396	-0.2678	0.394645
16	-0.178902	-2.0476	0.021298
17	-0.035965	-0.4116	0.340637
18	0.00469	0.0537	0.478635
19	0.006167	0.0706	0.471919
20	0.007596	0.0869	0.465427
21	0.182326	2.0868	0.019422
22	0.027	0.309	0.378897
23	0.076984	0.8811	0.189933
24	0.006814	0.078	0.468976
25	-0.17268	-1.9764	0.025104
26	0.056429	0.6459	0.259751
27	0.038748	0.4435	0.329071
28	-0.1627	-1.8622	0.032409
29	0.011348	0.1299	0.448429
30	-0.021801	-0.2495	0.401675
31	0.113719	1.3016	0.097672
32	-0.094194	-1.0781	0.141486
33	0.025254	0.2891	0.3865
34	-0.043514	-0.498	0.309647
35	0.001359	0.0155	0.493809
36	-0.046153	-0.5282	0.29911
37	-0.005841	-0.0669	0.473401
38	-0.053498	-0.6123	0.270698
39	-0.035913	-0.411	0.340856
40	-0.068188	-0.7804	0.218267
41	0.088243	1.01	0.157183
42	-0.099443	-1.1382	0.128562
43	0.036227	0.4146	0.339544
44	-0.080224	-0.9182	0.180099
45	0.030302	0.3468	0.364639
46	-0.050108	-0.5735	0.283642
47	-0.017217	-0.1971	0.422043
48	0.075151	0.8601	0.19564

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