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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 22 Dec 2010 14:27:57 +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/t1293027953c4uwkhksi330f14.htm/, Retrieved Mon, 06 May 2024 02:52:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114250, Retrieved Mon, 06 May 2024 02:52:10 +0000

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User-defined keywords

Estimated Impact

161

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] [8214fe6d084e5ad7598b249a26cc9f06]
-    D                [(Partial) Autocorrelation Function] [acf 1 hooggeschoo...] [2010-12-22 14:27:57] [b47314d83d48c7bf812ec2bcd743b159] [Current]
-   P                   [(Partial) Autocorrelation Function] [acf 2 hooggeschoo...] [2010-12-22 14:30:09] [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	4 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 & 4 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114250&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]4 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=114250&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114250&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	4 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.832327	9.5264	0
2	0.542567	6.21	0
3	0.306865	3.5122	0.000305
4	0.168606	1.9298	0.027898
5	0.100227	1.1472	0.126705
6	0.061955	0.7091	0.239759
7	0.082252	0.9414	0.174111
8	0.130332	1.4917	0.069089
9	0.236555	2.7075	0.003842
10	0.426472	4.8812	2e-06
11	0.658502	7.5369	0
12	0.770356	8.8171	0
13	0.590061	6.7536	0
14	0.303364	3.4722	0.00035
15	0.07254	0.8303	0.203952
16	-0.06657	-0.7619	0.223735
17	-0.139422	-1.5958	0.056476
18	-0.182928	-2.0937	0.019107
19	-0.169729	-1.9426	0.027103
20	-0.128389	-1.4695	0.07205
21	-0.027143	-0.3107	0.378272
22	0.150403	1.7214	0.043766
23	0.360147	4.1221	3.3e-05
24	0.452006	5.1734	0
25	0.277897	3.1807	0.000917
26	0.015669	0.1793	0.428976
27	-0.184649	-2.1134	0.018231
28	-0.300969	-3.4448	0.000384
29	-0.358086	-4.0985	3.6e-05
30	-0.387893	-4.4396	9e-06
31	-0.357879	-4.0961	3.7e-05
32	-0.3033	-3.4714	0.000351
33	-0.194968	-2.2315	0.013674
34	-0.020677	-0.2367	0.406644
35	0.17317	1.982	0.024785
36	0.253254	2.8986	0.002198
37	0.096832	1.1083	0.134884
38	-0.132461	-1.5161	0.065953
39	-0.298067	-3.4115	0.00043
40	-0.389139	-4.4539	9e-06
41	-0.425808	-4.8736	2e-06
42	-0.436741	-4.9987	1e-06
43	-0.393108	-4.4993	7e-06
44	-0.328848	-3.7638	0.000126
45	-0.218703	-2.5032	0.006769
46	-0.056171	-0.6429	0.260703
47	0.114764	1.3135	0.095649
48	0.182867	2.093	0.019139

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.832327 & 9.5264 & 0 \tabularnewline
2 & 0.542567 & 6.21 & 0 \tabularnewline
3 & 0.306865 & 3.5122 & 0.000305 \tabularnewline
4 & 0.168606 & 1.9298 & 0.027898 \tabularnewline
5 & 0.100227 & 1.1472 & 0.126705 \tabularnewline
6 & 0.061955 & 0.7091 & 0.239759 \tabularnewline
7 & 0.082252 & 0.9414 & 0.174111 \tabularnewline
8 & 0.130332 & 1.4917 & 0.069089 \tabularnewline
9 & 0.236555 & 2.7075 & 0.003842 \tabularnewline
10 & 0.426472 & 4.8812 & 2e-06 \tabularnewline
11 & 0.658502 & 7.5369 & 0 \tabularnewline
12 & 0.770356 & 8.8171 & 0 \tabularnewline
13 & 0.590061 & 6.7536 & 0 \tabularnewline
14 & 0.303364 & 3.4722 & 0.00035 \tabularnewline
15 & 0.07254 & 0.8303 & 0.203952 \tabularnewline
16 & -0.06657 & -0.7619 & 0.223735 \tabularnewline
17 & -0.139422 & -1.5958 & 0.056476 \tabularnewline
18 & -0.182928 & -2.0937 & 0.019107 \tabularnewline
19 & -0.169729 & -1.9426 & 0.027103 \tabularnewline
20 & -0.128389 & -1.4695 & 0.07205 \tabularnewline
21 & -0.027143 & -0.3107 & 0.378272 \tabularnewline
22 & 0.150403 & 1.7214 & 0.043766 \tabularnewline
23 & 0.360147 & 4.1221 & 3.3e-05 \tabularnewline
24 & 0.452006 & 5.1734 & 0 \tabularnewline
25 & 0.277897 & 3.1807 & 0.000917 \tabularnewline
26 & 0.015669 & 0.1793 & 0.428976 \tabularnewline
27 & -0.184649 & -2.1134 & 0.018231 \tabularnewline
28 & -0.300969 & -3.4448 & 0.000384 \tabularnewline
29 & -0.358086 & -4.0985 & 3.6e-05 \tabularnewline
30 & -0.387893 & -4.4396 & 9e-06 \tabularnewline
31 & -0.357879 & -4.0961 & 3.7e-05 \tabularnewline
32 & -0.3033 & -3.4714 & 0.000351 \tabularnewline
33 & -0.194968 & -2.2315 & 0.013674 \tabularnewline
34 & -0.020677 & -0.2367 & 0.406644 \tabularnewline
35 & 0.17317 & 1.982 & 0.024785 \tabularnewline
36 & 0.253254 & 2.8986 & 0.002198 \tabularnewline
37 & 0.096832 & 1.1083 & 0.134884 \tabularnewline
38 & -0.132461 & -1.5161 & 0.065953 \tabularnewline
39 & -0.298067 & -3.4115 & 0.00043 \tabularnewline
40 & -0.389139 & -4.4539 & 9e-06 \tabularnewline
41 & -0.425808 & -4.8736 & 2e-06 \tabularnewline
42 & -0.436741 & -4.9987 & 1e-06 \tabularnewline
43 & -0.393108 & -4.4993 & 7e-06 \tabularnewline
44 & -0.328848 & -3.7638 & 0.000126 \tabularnewline
45 & -0.218703 & -2.5032 & 0.006769 \tabularnewline
46 & -0.056171 & -0.6429 & 0.260703 \tabularnewline
47 & 0.114764 & 1.3135 & 0.095649 \tabularnewline
48 & 0.182867 & 2.093 & 0.019139 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114250&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]0.832327[/C][C]9.5264[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.542567[/C][C]6.21[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.306865[/C][C]3.5122[/C][C]0.000305[/C][/ROW]
[ROW][C]4[/C][C]0.168606[/C][C]1.9298[/C][C]0.027898[/C][/ROW]
[ROW][C]5[/C][C]0.100227[/C][C]1.1472[/C][C]0.126705[/C][/ROW]
[ROW][C]6[/C][C]0.061955[/C][C]0.7091[/C][C]0.239759[/C][/ROW]
[ROW][C]7[/C][C]0.082252[/C][C]0.9414[/C][C]0.174111[/C][/ROW]
[ROW][C]8[/C][C]0.130332[/C][C]1.4917[/C][C]0.069089[/C][/ROW]
[ROW][C]9[/C][C]0.236555[/C][C]2.7075[/C][C]0.003842[/C][/ROW]
[ROW][C]10[/C][C]0.426472[/C][C]4.8812[/C][C]2e-06[/C][/ROW]
[ROW][C]11[/C][C]0.658502[/C][C]7.5369[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.770356[/C][C]8.8171[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.590061[/C][C]6.7536[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.303364[/C][C]3.4722[/C][C]0.00035[/C][/ROW]
[ROW][C]15[/C][C]0.07254[/C][C]0.8303[/C][C]0.203952[/C][/ROW]
[ROW][C]16[/C][C]-0.06657[/C][C]-0.7619[/C][C]0.223735[/C][/ROW]
[ROW][C]17[/C][C]-0.139422[/C][C]-1.5958[/C][C]0.056476[/C][/ROW]
[ROW][C]18[/C][C]-0.182928[/C][C]-2.0937[/C][C]0.019107[/C][/ROW]
[ROW][C]19[/C][C]-0.169729[/C][C]-1.9426[/C][C]0.027103[/C][/ROW]
[ROW][C]20[/C][C]-0.128389[/C][C]-1.4695[/C][C]0.07205[/C][/ROW]
[ROW][C]21[/C][C]-0.027143[/C][C]-0.3107[/C][C]0.378272[/C][/ROW]
[ROW][C]22[/C][C]0.150403[/C][C]1.7214[/C][C]0.043766[/C][/ROW]
[ROW][C]23[/C][C]0.360147[/C][C]4.1221[/C][C]3.3e-05[/C][/ROW]
[ROW][C]24[/C][C]0.452006[/C][C]5.1734[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.277897[/C][C]3.1807[/C][C]0.000917[/C][/ROW]
[ROW][C]26[/C][C]0.015669[/C][C]0.1793[/C][C]0.428976[/C][/ROW]
[ROW][C]27[/C][C]-0.184649[/C][C]-2.1134[/C][C]0.018231[/C][/ROW]
[ROW][C]28[/C][C]-0.300969[/C][C]-3.4448[/C][C]0.000384[/C][/ROW]
[ROW][C]29[/C][C]-0.358086[/C][C]-4.0985[/C][C]3.6e-05[/C][/ROW]
[ROW][C]30[/C][C]-0.387893[/C][C]-4.4396[/C][C]9e-06[/C][/ROW]
[ROW][C]31[/C][C]-0.357879[/C][C]-4.0961[/C][C]3.7e-05[/C][/ROW]
[ROW][C]32[/C][C]-0.3033[/C][C]-3.4714[/C][C]0.000351[/C][/ROW]
[ROW][C]33[/C][C]-0.194968[/C][C]-2.2315[/C][C]0.013674[/C][/ROW]
[ROW][C]34[/C][C]-0.020677[/C][C]-0.2367[/C][C]0.406644[/C][/ROW]
[ROW][C]35[/C][C]0.17317[/C][C]1.982[/C][C]0.024785[/C][/ROW]
[ROW][C]36[/C][C]0.253254[/C][C]2.8986[/C][C]0.002198[/C][/ROW]
[ROW][C]37[/C][C]0.096832[/C][C]1.1083[/C][C]0.134884[/C][/ROW]
[ROW][C]38[/C][C]-0.132461[/C][C]-1.5161[/C][C]0.065953[/C][/ROW]
[ROW][C]39[/C][C]-0.298067[/C][C]-3.4115[/C][C]0.00043[/C][/ROW]
[ROW][C]40[/C][C]-0.389139[/C][C]-4.4539[/C][C]9e-06[/C][/ROW]
[ROW][C]41[/C][C]-0.425808[/C][C]-4.8736[/C][C]2e-06[/C][/ROW]
[ROW][C]42[/C][C]-0.436741[/C][C]-4.9987[/C][C]1e-06[/C][/ROW]
[ROW][C]43[/C][C]-0.393108[/C][C]-4.4993[/C][C]7e-06[/C][/ROW]
[ROW][C]44[/C][C]-0.328848[/C][C]-3.7638[/C][C]0.000126[/C][/ROW]
[ROW][C]45[/C][C]-0.218703[/C][C]-2.5032[/C][C]0.006769[/C][/ROW]
[ROW][C]46[/C][C]-0.056171[/C][C]-0.6429[/C][C]0.260703[/C][/ROW]
[ROW][C]47[/C][C]0.114764[/C][C]1.3135[/C][C]0.095649[/C][/ROW]
[ROW][C]48[/C][C]0.182867[/C][C]2.093[/C][C]0.019139[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114250&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114250&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	0.832327	9.5264	0
2	0.542567	6.21	0
3	0.306865	3.5122	0.000305
4	0.168606	1.9298	0.027898
5	0.100227	1.1472	0.126705
6	0.061955	0.7091	0.239759
7	0.082252	0.9414	0.174111
8	0.130332	1.4917	0.069089
9	0.236555	2.7075	0.003842
10	0.426472	4.8812	2e-06
11	0.658502	7.5369	0
12	0.770356	8.8171	0
13	0.590061	6.7536	0
14	0.303364	3.4722	0.00035
15	0.07254	0.8303	0.203952
16	-0.06657	-0.7619	0.223735
17	-0.139422	-1.5958	0.056476
18	-0.182928	-2.0937	0.019107
19	-0.169729	-1.9426	0.027103
20	-0.128389	-1.4695	0.07205
21	-0.027143	-0.3107	0.378272
22	0.150403	1.7214	0.043766
23	0.360147	4.1221	3.3e-05
24	0.452006	5.1734	0
25	0.277897	3.1807	0.000917
26	0.015669	0.1793	0.428976
27	-0.184649	-2.1134	0.018231
28	-0.300969	-3.4448	0.000384
29	-0.358086	-4.0985	3.6e-05
30	-0.387893	-4.4396	9e-06
31	-0.357879	-4.0961	3.7e-05
32	-0.3033	-3.4714	0.000351
33	-0.194968	-2.2315	0.013674
34	-0.020677	-0.2367	0.406644
35	0.17317	1.982	0.024785
36	0.253254	2.8986	0.002198
37	0.096832	1.1083	0.134884
38	-0.132461	-1.5161	0.065953
39	-0.298067	-3.4115	0.00043
40	-0.389139	-4.4539	9e-06
41	-0.425808	-4.8736	2e-06
42	-0.436741	-4.9987	1e-06
43	-0.393108	-4.4993	7e-06
44	-0.328848	-3.7638	0.000126
45	-0.218703	-2.5032	0.006769
46	-0.056171	-0.6429	0.260703
47	0.114764	1.3135	0.095649
48	0.182867	2.093	0.019139

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.832327	9.5264	0
2	-0.488885	-5.5955	0
3	0.177102	2.027	0.022345
4	-0.005817	-0.0666	0.473509
5	-0.001263	-0.0145	0.494243
6	-0.018021	-0.2063	0.418455
7	0.211124	2.4164	0.008526
8	-0.052446	-0.6003	0.274682
9	0.365983	4.1889	2.6e-05
10	0.347491	3.9772	5.7e-05
11	0.413653	4.7345	3e-06
12	-0.137989	-1.5794	0.058333
13	-0.697196	-7.9798	0
14	0.153716	1.7594	0.040426
15	-0.105206	-1.2041	0.115354
16	-0.164489	-1.8827	0.030982
17	-0.092613	-1.06	0.145547
18	-0.072183	-0.8262	0.205104
19	-0.079592	-0.911	0.181993
20	-0.052295	-0.5985	0.275254
21	0.107424	1.2295	0.110539
22	-0.038607	-0.4419	0.329652
23	0.031063	0.3555	0.361381
24	0.018578	0.2126	0.41597
25	-0.105408	-1.2065	0.114908
26	0.120644	1.3808	0.08484
27	0.048108	0.5506	0.291416
28	-0.074623	-0.8541	0.197306
29	-0.00194	-0.0222	0.49116
30	0.024771	0.2835	0.388614
31	0.072786	0.8331	0.20316
32	-0.111072	-1.2713	0.102941
33	0.022813	0.2611	0.397212
34	-0.052254	-0.5981	0.27541
35	-0.073951	-0.8464	0.199433
36	0.010629	0.1217	0.451679
37	0.030753	0.352	0.36271
38	-0.063516	-0.727	0.23427
39	-0.007524	-0.0861	0.465754
40	-0.022277	-0.255	0.39957
41	0.052469	0.6005	0.274593
42	-0.029147	-0.3336	0.369608
43	-0.017378	-0.1989	0.421324
44	-0.024046	-0.2752	0.391789
45	-0.045669	-0.5227	0.301033
46	-0.071229	-0.8153	0.208203
47	-0.012147	-0.139	0.444819
48	0.043948	0.503	0.307902

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.832327 & 9.5264 & 0 \tabularnewline
2 & -0.488885 & -5.5955 & 0 \tabularnewline
3 & 0.177102 & 2.027 & 0.022345 \tabularnewline
4 & -0.005817 & -0.0666 & 0.473509 \tabularnewline
5 & -0.001263 & -0.0145 & 0.494243 \tabularnewline
6 & -0.018021 & -0.2063 & 0.418455 \tabularnewline
7 & 0.211124 & 2.4164 & 0.008526 \tabularnewline
8 & -0.052446 & -0.6003 & 0.274682 \tabularnewline
9 & 0.365983 & 4.1889 & 2.6e-05 \tabularnewline
10 & 0.347491 & 3.9772 & 5.7e-05 \tabularnewline
11 & 0.413653 & 4.7345 & 3e-06 \tabularnewline
12 & -0.137989 & -1.5794 & 0.058333 \tabularnewline
13 & -0.697196 & -7.9798 & 0 \tabularnewline
14 & 0.153716 & 1.7594 & 0.040426 \tabularnewline
15 & -0.105206 & -1.2041 & 0.115354 \tabularnewline
16 & -0.164489 & -1.8827 & 0.030982 \tabularnewline
17 & -0.092613 & -1.06 & 0.145547 \tabularnewline
18 & -0.072183 & -0.8262 & 0.205104 \tabularnewline
19 & -0.079592 & -0.911 & 0.181993 \tabularnewline
20 & -0.052295 & -0.5985 & 0.275254 \tabularnewline
21 & 0.107424 & 1.2295 & 0.110539 \tabularnewline
22 & -0.038607 & -0.4419 & 0.329652 \tabularnewline
23 & 0.031063 & 0.3555 & 0.361381 \tabularnewline
24 & 0.018578 & 0.2126 & 0.41597 \tabularnewline
25 & -0.105408 & -1.2065 & 0.114908 \tabularnewline
26 & 0.120644 & 1.3808 & 0.08484 \tabularnewline
27 & 0.048108 & 0.5506 & 0.291416 \tabularnewline
28 & -0.074623 & -0.8541 & 0.197306 \tabularnewline
29 & -0.00194 & -0.0222 & 0.49116 \tabularnewline
30 & 0.024771 & 0.2835 & 0.388614 \tabularnewline
31 & 0.072786 & 0.8331 & 0.20316 \tabularnewline
32 & -0.111072 & -1.2713 & 0.102941 \tabularnewline
33 & 0.022813 & 0.2611 & 0.397212 \tabularnewline
34 & -0.052254 & -0.5981 & 0.27541 \tabularnewline
35 & -0.073951 & -0.8464 & 0.199433 \tabularnewline
36 & 0.010629 & 0.1217 & 0.451679 \tabularnewline
37 & 0.030753 & 0.352 & 0.36271 \tabularnewline
38 & -0.063516 & -0.727 & 0.23427 \tabularnewline
39 & -0.007524 & -0.0861 & 0.465754 \tabularnewline
40 & -0.022277 & -0.255 & 0.39957 \tabularnewline
41 & 0.052469 & 0.6005 & 0.274593 \tabularnewline
42 & -0.029147 & -0.3336 & 0.369608 \tabularnewline
43 & -0.017378 & -0.1989 & 0.421324 \tabularnewline
44 & -0.024046 & -0.2752 & 0.391789 \tabularnewline
45 & -0.045669 & -0.5227 & 0.301033 \tabularnewline
46 & -0.071229 & -0.8153 & 0.208203 \tabularnewline
47 & -0.012147 & -0.139 & 0.444819 \tabularnewline
48 & 0.043948 & 0.503 & 0.307902 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114250&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]0.832327[/C][C]9.5264[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.488885[/C][C]-5.5955[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.177102[/C][C]2.027[/C][C]0.022345[/C][/ROW]
[ROW][C]4[/C][C]-0.005817[/C][C]-0.0666[/C][C]0.473509[/C][/ROW]
[ROW][C]5[/C][C]-0.001263[/C][C]-0.0145[/C][C]0.494243[/C][/ROW]
[ROW][C]6[/C][C]-0.018021[/C][C]-0.2063[/C][C]0.418455[/C][/ROW]
[ROW][C]7[/C][C]0.211124[/C][C]2.4164[/C][C]0.008526[/C][/ROW]
[ROW][C]8[/C][C]-0.052446[/C][C]-0.6003[/C][C]0.274682[/C][/ROW]
[ROW][C]9[/C][C]0.365983[/C][C]4.1889[/C][C]2.6e-05[/C][/ROW]
[ROW][C]10[/C][C]0.347491[/C][C]3.9772[/C][C]5.7e-05[/C][/ROW]
[ROW][C]11[/C][C]0.413653[/C][C]4.7345[/C][C]3e-06[/C][/ROW]
[ROW][C]12[/C][C]-0.137989[/C][C]-1.5794[/C][C]0.058333[/C][/ROW]
[ROW][C]13[/C][C]-0.697196[/C][C]-7.9798[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.153716[/C][C]1.7594[/C][C]0.040426[/C][/ROW]
[ROW][C]15[/C][C]-0.105206[/C][C]-1.2041[/C][C]0.115354[/C][/ROW]
[ROW][C]16[/C][C]-0.164489[/C][C]-1.8827[/C][C]0.030982[/C][/ROW]
[ROW][C]17[/C][C]-0.092613[/C][C]-1.06[/C][C]0.145547[/C][/ROW]
[ROW][C]18[/C][C]-0.072183[/C][C]-0.8262[/C][C]0.205104[/C][/ROW]
[ROW][C]19[/C][C]-0.079592[/C][C]-0.911[/C][C]0.181993[/C][/ROW]
[ROW][C]20[/C][C]-0.052295[/C][C]-0.5985[/C][C]0.275254[/C][/ROW]
[ROW][C]21[/C][C]0.107424[/C][C]1.2295[/C][C]0.110539[/C][/ROW]
[ROW][C]22[/C][C]-0.038607[/C][C]-0.4419[/C][C]0.329652[/C][/ROW]
[ROW][C]23[/C][C]0.031063[/C][C]0.3555[/C][C]0.361381[/C][/ROW]
[ROW][C]24[/C][C]0.018578[/C][C]0.2126[/C][C]0.41597[/C][/ROW]
[ROW][C]25[/C][C]-0.105408[/C][C]-1.2065[/C][C]0.114908[/C][/ROW]
[ROW][C]26[/C][C]0.120644[/C][C]1.3808[/C][C]0.08484[/C][/ROW]
[ROW][C]27[/C][C]0.048108[/C][C]0.5506[/C][C]0.291416[/C][/ROW]
[ROW][C]28[/C][C]-0.074623[/C][C]-0.8541[/C][C]0.197306[/C][/ROW]
[ROW][C]29[/C][C]-0.00194[/C][C]-0.0222[/C][C]0.49116[/C][/ROW]
[ROW][C]30[/C][C]0.024771[/C][C]0.2835[/C][C]0.388614[/C][/ROW]
[ROW][C]31[/C][C]0.072786[/C][C]0.8331[/C][C]0.20316[/C][/ROW]
[ROW][C]32[/C][C]-0.111072[/C][C]-1.2713[/C][C]0.102941[/C][/ROW]
[ROW][C]33[/C][C]0.022813[/C][C]0.2611[/C][C]0.397212[/C][/ROW]
[ROW][C]34[/C][C]-0.052254[/C][C]-0.5981[/C][C]0.27541[/C][/ROW]
[ROW][C]35[/C][C]-0.073951[/C][C]-0.8464[/C][C]0.199433[/C][/ROW]
[ROW][C]36[/C][C]0.010629[/C][C]0.1217[/C][C]0.451679[/C][/ROW]
[ROW][C]37[/C][C]0.030753[/C][C]0.352[/C][C]0.36271[/C][/ROW]
[ROW][C]38[/C][C]-0.063516[/C][C]-0.727[/C][C]0.23427[/C][/ROW]
[ROW][C]39[/C][C]-0.007524[/C][C]-0.0861[/C][C]0.465754[/C][/ROW]
[ROW][C]40[/C][C]-0.022277[/C][C]-0.255[/C][C]0.39957[/C][/ROW]
[ROW][C]41[/C][C]0.052469[/C][C]0.6005[/C][C]0.274593[/C][/ROW]
[ROW][C]42[/C][C]-0.029147[/C][C]-0.3336[/C][C]0.369608[/C][/ROW]
[ROW][C]43[/C][C]-0.017378[/C][C]-0.1989[/C][C]0.421324[/C][/ROW]
[ROW][C]44[/C][C]-0.024046[/C][C]-0.2752[/C][C]0.391789[/C][/ROW]
[ROW][C]45[/C][C]-0.045669[/C][C]-0.5227[/C][C]0.301033[/C][/ROW]
[ROW][C]46[/C][C]-0.071229[/C][C]-0.8153[/C][C]0.208203[/C][/ROW]
[ROW][C]47[/C][C]-0.012147[/C][C]-0.139[/C][C]0.444819[/C][/ROW]
[ROW][C]48[/C][C]0.043948[/C][C]0.503[/C][C]0.307902[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114250&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114250&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	0.832327	9.5264	0
2	-0.488885	-5.5955	0
3	0.177102	2.027	0.022345
4	-0.005817	-0.0666	0.473509
5	-0.001263	-0.0145	0.494243
6	-0.018021	-0.2063	0.418455
7	0.211124	2.4164	0.008526
8	-0.052446	-0.6003	0.274682
9	0.365983	4.1889	2.6e-05
10	0.347491	3.9772	5.7e-05
11	0.413653	4.7345	3e-06
12	-0.137989	-1.5794	0.058333
13	-0.697196	-7.9798	0
14	0.153716	1.7594	0.040426
15	-0.105206	-1.2041	0.115354
16	-0.164489	-1.8827	0.030982
17	-0.092613	-1.06	0.145547
18	-0.072183	-0.8262	0.205104
19	-0.079592	-0.911	0.181993
20	-0.052295	-0.5985	0.275254
21	0.107424	1.2295	0.110539
22	-0.038607	-0.4419	0.329652
23	0.031063	0.3555	0.361381
24	0.018578	0.2126	0.41597
25	-0.105408	-1.2065	0.114908
26	0.120644	1.3808	0.08484
27	0.048108	0.5506	0.291416
28	-0.074623	-0.8541	0.197306
29	-0.00194	-0.0222	0.49116
30	0.024771	0.2835	0.388614
31	0.072786	0.8331	0.20316
32	-0.111072	-1.2713	0.102941
33	0.022813	0.2611	0.397212
34	-0.052254	-0.5981	0.27541
35	-0.073951	-0.8464	0.199433
36	0.010629	0.1217	0.451679
37	0.030753	0.352	0.36271
38	-0.063516	-0.727	0.23427
39	-0.007524	-0.0861	0.465754
40	-0.022277	-0.255	0.39957
41	0.052469	0.6005	0.274593
42	-0.029147	-0.3336	0.369608
43	-0.017378	-0.1989	0.421324
44	-0.024046	-0.2752	0.391789
45	-0.045669	-0.5227	0.301033
46	-0.071229	-0.8153	0.208203
47	-0.012147	-0.139	0.444819
48	0.043948	0.503	0.307902

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