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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 22 Dec 2010 14:31:49 +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/t1293028190ir87j3shtpp60qi.htm/, Retrieved Mon, 06 May 2024 10:14:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114261, Retrieved Mon, 06 May 2024 10:14:34 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

192

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]
-                     [(Partial) Autocorrelation Function] [acf 2 middengesch...] [2010-12-22 14:31:49] [b47314d83d48c7bf812ec2bcd743b159] [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	3 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 & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114261&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]3 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=114261&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114261&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	3 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.046099	-0.5008	0.308737
2	0.266622	2.8963	0.002251
3	-0.01706	-0.1853	0.426646
4	0.157079	1.7063	0.04529
5	0.139153	1.5116	0.066656
6	0.047179	0.5125	0.304633
7	0.110678	1.2023	0.115832
8	-0.029235	-0.3176	0.375683
9	0.169511	1.8414	0.03404
10	-0.047273	-0.5135	0.304275
11	0.09891	1.0744	0.14241
12	-0.259691	-2.821	0.002809
13	0.074147	0.8054	0.211093
14	0.015652	0.17	0.432642
15	-0.03631	-0.3944	0.34699
16	-0.046125	-0.501	0.308637
17	-0.141452	-1.5366	0.063539
18	0.050982	0.5538	0.290382
19	-0.00699	-0.0759	0.469799
20	0.000535	0.0058	0.497689
21	-0.041189	-0.4474	0.327694
22	-0.065859	-0.7154	0.237883
23	-0.104551	-1.1357	0.129189
24	-0.143001	-1.5534	0.061504
25	-0.056258	-0.6111	0.271149
26	-0.133068	-1.4455	0.075486
27	-0.084648	-0.9195	0.179853
28	-0.050023	-0.5434	0.293944
29	-0.099369	-1.0794	0.141299
30	-0.164555	-1.7875	0.03821
31	-0.122466	-1.3303	0.092989
32	-0.046636	-0.5066	0.30669
33	0.033057	0.3591	0.360086
34	-0.03484	-0.3785	0.352885
35	0.060939	0.662	0.25464
36	-0.075146	-0.8163	0.207988
37	0.034788	0.3779	0.353092
38	-0.088904	-0.9657	0.168072
39	0.027383	0.2975	0.383321
40	-0.067842	-0.737	0.231306
41	0.055374	0.6015	0.274325
42	0.019495	0.2118	0.416327
43	0.028077	0.305	0.380453
44	-0.026174	-0.2843	0.38833
45	-0.032208	-0.3499	0.363533
46	0.013	0.1412	0.443969
47	-0.051513	-0.5596	0.288415
48	0.028051	0.3047	0.380559

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.046099 & -0.5008 & 0.308737 \tabularnewline
2 & 0.266622 & 2.8963 & 0.002251 \tabularnewline
3 & -0.01706 & -0.1853 & 0.426646 \tabularnewline
4 & 0.157079 & 1.7063 & 0.04529 \tabularnewline
5 & 0.139153 & 1.5116 & 0.066656 \tabularnewline
6 & 0.047179 & 0.5125 & 0.304633 \tabularnewline
7 & 0.110678 & 1.2023 & 0.115832 \tabularnewline
8 & -0.029235 & -0.3176 & 0.375683 \tabularnewline
9 & 0.169511 & 1.8414 & 0.03404 \tabularnewline
10 & -0.047273 & -0.5135 & 0.304275 \tabularnewline
11 & 0.09891 & 1.0744 & 0.14241 \tabularnewline
12 & -0.259691 & -2.821 & 0.002809 \tabularnewline
13 & 0.074147 & 0.8054 & 0.211093 \tabularnewline
14 & 0.015652 & 0.17 & 0.432642 \tabularnewline
15 & -0.03631 & -0.3944 & 0.34699 \tabularnewline
16 & -0.046125 & -0.501 & 0.308637 \tabularnewline
17 & -0.141452 & -1.5366 & 0.063539 \tabularnewline
18 & 0.050982 & 0.5538 & 0.290382 \tabularnewline
19 & -0.00699 & -0.0759 & 0.469799 \tabularnewline
20 & 0.000535 & 0.0058 & 0.497689 \tabularnewline
21 & -0.041189 & -0.4474 & 0.327694 \tabularnewline
22 & -0.065859 & -0.7154 & 0.237883 \tabularnewline
23 & -0.104551 & -1.1357 & 0.129189 \tabularnewline
24 & -0.143001 & -1.5534 & 0.061504 \tabularnewline
25 & -0.056258 & -0.6111 & 0.271149 \tabularnewline
26 & -0.133068 & -1.4455 & 0.075486 \tabularnewline
27 & -0.084648 & -0.9195 & 0.179853 \tabularnewline
28 & -0.050023 & -0.5434 & 0.293944 \tabularnewline
29 & -0.099369 & -1.0794 & 0.141299 \tabularnewline
30 & -0.164555 & -1.7875 & 0.03821 \tabularnewline
31 & -0.122466 & -1.3303 & 0.092989 \tabularnewline
32 & -0.046636 & -0.5066 & 0.30669 \tabularnewline
33 & 0.033057 & 0.3591 & 0.360086 \tabularnewline
34 & -0.03484 & -0.3785 & 0.352885 \tabularnewline
35 & 0.060939 & 0.662 & 0.25464 \tabularnewline
36 & -0.075146 & -0.8163 & 0.207988 \tabularnewline
37 & 0.034788 & 0.3779 & 0.353092 \tabularnewline
38 & -0.088904 & -0.9657 & 0.168072 \tabularnewline
39 & 0.027383 & 0.2975 & 0.383321 \tabularnewline
40 & -0.067842 & -0.737 & 0.231306 \tabularnewline
41 & 0.055374 & 0.6015 & 0.274325 \tabularnewline
42 & 0.019495 & 0.2118 & 0.416327 \tabularnewline
43 & 0.028077 & 0.305 & 0.380453 \tabularnewline
44 & -0.026174 & -0.2843 & 0.38833 \tabularnewline
45 & -0.032208 & -0.3499 & 0.363533 \tabularnewline
46 & 0.013 & 0.1412 & 0.443969 \tabularnewline
47 & -0.051513 & -0.5596 & 0.288415 \tabularnewline
48 & 0.028051 & 0.3047 & 0.380559 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114261&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]-0.046099[/C][C]-0.5008[/C][C]0.308737[/C][/ROW]
[ROW][C]2[/C][C]0.266622[/C][C]2.8963[/C][C]0.002251[/C][/ROW]
[ROW][C]3[/C][C]-0.01706[/C][C]-0.1853[/C][C]0.426646[/C][/ROW]
[ROW][C]4[/C][C]0.157079[/C][C]1.7063[/C][C]0.04529[/C][/ROW]
[ROW][C]5[/C][C]0.139153[/C][C]1.5116[/C][C]0.066656[/C][/ROW]
[ROW][C]6[/C][C]0.047179[/C][C]0.5125[/C][C]0.304633[/C][/ROW]
[ROW][C]7[/C][C]0.110678[/C][C]1.2023[/C][C]0.115832[/C][/ROW]
[ROW][C]8[/C][C]-0.029235[/C][C]-0.3176[/C][C]0.375683[/C][/ROW]
[ROW][C]9[/C][C]0.169511[/C][C]1.8414[/C][C]0.03404[/C][/ROW]
[ROW][C]10[/C][C]-0.047273[/C][C]-0.5135[/C][C]0.304275[/C][/ROW]
[ROW][C]11[/C][C]0.09891[/C][C]1.0744[/C][C]0.14241[/C][/ROW]
[ROW][C]12[/C][C]-0.259691[/C][C]-2.821[/C][C]0.002809[/C][/ROW]
[ROW][C]13[/C][C]0.074147[/C][C]0.8054[/C][C]0.211093[/C][/ROW]
[ROW][C]14[/C][C]0.015652[/C][C]0.17[/C][C]0.432642[/C][/ROW]
[ROW][C]15[/C][C]-0.03631[/C][C]-0.3944[/C][C]0.34699[/C][/ROW]
[ROW][C]16[/C][C]-0.046125[/C][C]-0.501[/C][C]0.308637[/C][/ROW]
[ROW][C]17[/C][C]-0.141452[/C][C]-1.5366[/C][C]0.063539[/C][/ROW]
[ROW][C]18[/C][C]0.050982[/C][C]0.5538[/C][C]0.290382[/C][/ROW]
[ROW][C]19[/C][C]-0.00699[/C][C]-0.0759[/C][C]0.469799[/C][/ROW]
[ROW][C]20[/C][C]0.000535[/C][C]0.0058[/C][C]0.497689[/C][/ROW]
[ROW][C]21[/C][C]-0.041189[/C][C]-0.4474[/C][C]0.327694[/C][/ROW]
[ROW][C]22[/C][C]-0.065859[/C][C]-0.7154[/C][C]0.237883[/C][/ROW]
[ROW][C]23[/C][C]-0.104551[/C][C]-1.1357[/C][C]0.129189[/C][/ROW]
[ROW][C]24[/C][C]-0.143001[/C][C]-1.5534[/C][C]0.061504[/C][/ROW]
[ROW][C]25[/C][C]-0.056258[/C][C]-0.6111[/C][C]0.271149[/C][/ROW]
[ROW][C]26[/C][C]-0.133068[/C][C]-1.4455[/C][C]0.075486[/C][/ROW]
[ROW][C]27[/C][C]-0.084648[/C][C]-0.9195[/C][C]0.179853[/C][/ROW]
[ROW][C]28[/C][C]-0.050023[/C][C]-0.5434[/C][C]0.293944[/C][/ROW]
[ROW][C]29[/C][C]-0.099369[/C][C]-1.0794[/C][C]0.141299[/C][/ROW]
[ROW][C]30[/C][C]-0.164555[/C][C]-1.7875[/C][C]0.03821[/C][/ROW]
[ROW][C]31[/C][C]-0.122466[/C][C]-1.3303[/C][C]0.092989[/C][/ROW]
[ROW][C]32[/C][C]-0.046636[/C][C]-0.5066[/C][C]0.30669[/C][/ROW]
[ROW][C]33[/C][C]0.033057[/C][C]0.3591[/C][C]0.360086[/C][/ROW]
[ROW][C]34[/C][C]-0.03484[/C][C]-0.3785[/C][C]0.352885[/C][/ROW]
[ROW][C]35[/C][C]0.060939[/C][C]0.662[/C][C]0.25464[/C][/ROW]
[ROW][C]36[/C][C]-0.075146[/C][C]-0.8163[/C][C]0.207988[/C][/ROW]
[ROW][C]37[/C][C]0.034788[/C][C]0.3779[/C][C]0.353092[/C][/ROW]
[ROW][C]38[/C][C]-0.088904[/C][C]-0.9657[/C][C]0.168072[/C][/ROW]
[ROW][C]39[/C][C]0.027383[/C][C]0.2975[/C][C]0.383321[/C][/ROW]
[ROW][C]40[/C][C]-0.067842[/C][C]-0.737[/C][C]0.231306[/C][/ROW]
[ROW][C]41[/C][C]0.055374[/C][C]0.6015[/C][C]0.274325[/C][/ROW]
[ROW][C]42[/C][C]0.019495[/C][C]0.2118[/C][C]0.416327[/C][/ROW]
[ROW][C]43[/C][C]0.028077[/C][C]0.305[/C][C]0.380453[/C][/ROW]
[ROW][C]44[/C][C]-0.026174[/C][C]-0.2843[/C][C]0.38833[/C][/ROW]
[ROW][C]45[/C][C]-0.032208[/C][C]-0.3499[/C][C]0.363533[/C][/ROW]
[ROW][C]46[/C][C]0.013[/C][C]0.1412[/C][C]0.443969[/C][/ROW]
[ROW][C]47[/C][C]-0.051513[/C][C]-0.5596[/C][C]0.288415[/C][/ROW]
[ROW][C]48[/C][C]0.028051[/C][C]0.3047[/C][C]0.380559[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114261&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114261&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	-0.046099	-0.5008	0.308737
2	0.266622	2.8963	0.002251
3	-0.01706	-0.1853	0.426646
4	0.157079	1.7063	0.04529
5	0.139153	1.5116	0.066656
6	0.047179	0.5125	0.304633
7	0.110678	1.2023	0.115832
8	-0.029235	-0.3176	0.375683
9	0.169511	1.8414	0.03404
10	-0.047273	-0.5135	0.304275
11	0.09891	1.0744	0.14241
12	-0.259691	-2.821	0.002809
13	0.074147	0.8054	0.211093
14	0.015652	0.17	0.432642
15	-0.03631	-0.3944	0.34699
16	-0.046125	-0.501	0.308637
17	-0.141452	-1.5366	0.063539
18	0.050982	0.5538	0.290382
19	-0.00699	-0.0759	0.469799
20	0.000535	0.0058	0.497689
21	-0.041189	-0.4474	0.327694
22	-0.065859	-0.7154	0.237883
23	-0.104551	-1.1357	0.129189
24	-0.143001	-1.5534	0.061504
25	-0.056258	-0.6111	0.271149
26	-0.133068	-1.4455	0.075486
27	-0.084648	-0.9195	0.179853
28	-0.050023	-0.5434	0.293944
29	-0.099369	-1.0794	0.141299
30	-0.164555	-1.7875	0.03821
31	-0.122466	-1.3303	0.092989
32	-0.046636	-0.5066	0.30669
33	0.033057	0.3591	0.360086
34	-0.03484	-0.3785	0.352885
35	0.060939	0.662	0.25464
36	-0.075146	-0.8163	0.207988
37	0.034788	0.3779	0.353092
38	-0.088904	-0.9657	0.168072
39	0.027383	0.2975	0.383321
40	-0.067842	-0.737	0.231306
41	0.055374	0.6015	0.274325
42	0.019495	0.2118	0.416327
43	0.028077	0.305	0.380453
44	-0.026174	-0.2843	0.38833
45	-0.032208	-0.3499	0.363533
46	0.013	0.1412	0.443969
47	-0.051513	-0.5596	0.288415
48	0.028051	0.3047	0.380559

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.046099	-0.5008	0.308737
2	0.26506	2.8793	0.002367
3	0.004518	0.0491	0.480471
4	0.092673	1.0067	0.158073
5	0.164208	1.7838	0.038517
6	-0.002902	-0.0315	0.487452
7	0.047508	0.5161	0.303386
8	-0.045277	-0.4918	0.311877
9	0.10268	1.1154	0.133475
10	-0.045174	-0.4907	0.312269
11	0.006958	0.0756	0.469941
12	-0.271206	-2.9461	0.001939
13	0.005067	0.055	0.478098
14	0.126922	1.3787	0.085294
15	-0.077548	-0.8424	0.200637
16	-0.06072	-0.6596	0.2554
17	-0.054782	-0.5951	0.276464
18	0.04497	0.4885	0.313052
19	0.099547	1.0814	0.140872
20	-0.035059	-0.3808	0.352003
21	0.036095	0.3921	0.34785
22	-0.054344	-0.5903	0.278051
23	-0.134212	-1.4579	0.07376
24	-0.229829	-2.4966	0.00696
25	-0.0118	-0.1282	0.44911
26	0.013966	0.1517	0.439839
27	-0.114921	-1.2484	0.107185
28	-4.1e-05	-4e-04	0.499824
29	-0.057907	-0.629	0.265271
30	-0.111467	-1.2108	0.114189
31	0.007936	0.0862	0.465723
32	0.034526	0.375	0.354151
33	0.185778	2.0181	0.022926
34	0.032813	0.3564	0.361074
35	0.073943	0.8032	0.21173
36	-0.103299	-1.1221	0.132045
37	0.01621	0.1761	0.430264
38	-0.09907	-1.0762	0.142022
39	-0.105876	-1.1501	0.126213
40	-0.081851	-0.8891	0.187872
41	-0.005183	-0.0563	0.4776
42	-0.037853	-0.4112	0.340841
43	0.03534	0.3839	0.350876
44	-0.027707	-0.301	0.381981
45	0.100556	1.0923	0.138459
46	-0.037152	-0.4036	0.343629
47	-0.049889	-0.5419	0.294445
48	-0.035204	-0.3824	0.351421

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.046099 & -0.5008 & 0.308737 \tabularnewline
2 & 0.26506 & 2.8793 & 0.002367 \tabularnewline
3 & 0.004518 & 0.0491 & 0.480471 \tabularnewline
4 & 0.092673 & 1.0067 & 0.158073 \tabularnewline
5 & 0.164208 & 1.7838 & 0.038517 \tabularnewline
6 & -0.002902 & -0.0315 & 0.487452 \tabularnewline
7 & 0.047508 & 0.5161 & 0.303386 \tabularnewline
8 & -0.045277 & -0.4918 & 0.311877 \tabularnewline
9 & 0.10268 & 1.1154 & 0.133475 \tabularnewline
10 & -0.045174 & -0.4907 & 0.312269 \tabularnewline
11 & 0.006958 & 0.0756 & 0.469941 \tabularnewline
12 & -0.271206 & -2.9461 & 0.001939 \tabularnewline
13 & 0.005067 & 0.055 & 0.478098 \tabularnewline
14 & 0.126922 & 1.3787 & 0.085294 \tabularnewline
15 & -0.077548 & -0.8424 & 0.200637 \tabularnewline
16 & -0.06072 & -0.6596 & 0.2554 \tabularnewline
17 & -0.054782 & -0.5951 & 0.276464 \tabularnewline
18 & 0.04497 & 0.4885 & 0.313052 \tabularnewline
19 & 0.099547 & 1.0814 & 0.140872 \tabularnewline
20 & -0.035059 & -0.3808 & 0.352003 \tabularnewline
21 & 0.036095 & 0.3921 & 0.34785 \tabularnewline
22 & -0.054344 & -0.5903 & 0.278051 \tabularnewline
23 & -0.134212 & -1.4579 & 0.07376 \tabularnewline
24 & -0.229829 & -2.4966 & 0.00696 \tabularnewline
25 & -0.0118 & -0.1282 & 0.44911 \tabularnewline
26 & 0.013966 & 0.1517 & 0.439839 \tabularnewline
27 & -0.114921 & -1.2484 & 0.107185 \tabularnewline
28 & -4.1e-05 & -4e-04 & 0.499824 \tabularnewline
29 & -0.057907 & -0.629 & 0.265271 \tabularnewline
30 & -0.111467 & -1.2108 & 0.114189 \tabularnewline
31 & 0.007936 & 0.0862 & 0.465723 \tabularnewline
32 & 0.034526 & 0.375 & 0.354151 \tabularnewline
33 & 0.185778 & 2.0181 & 0.022926 \tabularnewline
34 & 0.032813 & 0.3564 & 0.361074 \tabularnewline
35 & 0.073943 & 0.8032 & 0.21173 \tabularnewline
36 & -0.103299 & -1.1221 & 0.132045 \tabularnewline
37 & 0.01621 & 0.1761 & 0.430264 \tabularnewline
38 & -0.09907 & -1.0762 & 0.142022 \tabularnewline
39 & -0.105876 & -1.1501 & 0.126213 \tabularnewline
40 & -0.081851 & -0.8891 & 0.187872 \tabularnewline
41 & -0.005183 & -0.0563 & 0.4776 \tabularnewline
42 & -0.037853 & -0.4112 & 0.340841 \tabularnewline
43 & 0.03534 & 0.3839 & 0.350876 \tabularnewline
44 & -0.027707 & -0.301 & 0.381981 \tabularnewline
45 & 0.100556 & 1.0923 & 0.138459 \tabularnewline
46 & -0.037152 & -0.4036 & 0.343629 \tabularnewline
47 & -0.049889 & -0.5419 & 0.294445 \tabularnewline
48 & -0.035204 & -0.3824 & 0.351421 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114261&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]-0.046099[/C][C]-0.5008[/C][C]0.308737[/C][/ROW]
[ROW][C]2[/C][C]0.26506[/C][C]2.8793[/C][C]0.002367[/C][/ROW]
[ROW][C]3[/C][C]0.004518[/C][C]0.0491[/C][C]0.480471[/C][/ROW]
[ROW][C]4[/C][C]0.092673[/C][C]1.0067[/C][C]0.158073[/C][/ROW]
[ROW][C]5[/C][C]0.164208[/C][C]1.7838[/C][C]0.038517[/C][/ROW]
[ROW][C]6[/C][C]-0.002902[/C][C]-0.0315[/C][C]0.487452[/C][/ROW]
[ROW][C]7[/C][C]0.047508[/C][C]0.5161[/C][C]0.303386[/C][/ROW]
[ROW][C]8[/C][C]-0.045277[/C][C]-0.4918[/C][C]0.311877[/C][/ROW]
[ROW][C]9[/C][C]0.10268[/C][C]1.1154[/C][C]0.133475[/C][/ROW]
[ROW][C]10[/C][C]-0.045174[/C][C]-0.4907[/C][C]0.312269[/C][/ROW]
[ROW][C]11[/C][C]0.006958[/C][C]0.0756[/C][C]0.469941[/C][/ROW]
[ROW][C]12[/C][C]-0.271206[/C][C]-2.9461[/C][C]0.001939[/C][/ROW]
[ROW][C]13[/C][C]0.005067[/C][C]0.055[/C][C]0.478098[/C][/ROW]
[ROW][C]14[/C][C]0.126922[/C][C]1.3787[/C][C]0.085294[/C][/ROW]
[ROW][C]15[/C][C]-0.077548[/C][C]-0.8424[/C][C]0.200637[/C][/ROW]
[ROW][C]16[/C][C]-0.06072[/C][C]-0.6596[/C][C]0.2554[/C][/ROW]
[ROW][C]17[/C][C]-0.054782[/C][C]-0.5951[/C][C]0.276464[/C][/ROW]
[ROW][C]18[/C][C]0.04497[/C][C]0.4885[/C][C]0.313052[/C][/ROW]
[ROW][C]19[/C][C]0.099547[/C][C]1.0814[/C][C]0.140872[/C][/ROW]
[ROW][C]20[/C][C]-0.035059[/C][C]-0.3808[/C][C]0.352003[/C][/ROW]
[ROW][C]21[/C][C]0.036095[/C][C]0.3921[/C][C]0.34785[/C][/ROW]
[ROW][C]22[/C][C]-0.054344[/C][C]-0.5903[/C][C]0.278051[/C][/ROW]
[ROW][C]23[/C][C]-0.134212[/C][C]-1.4579[/C][C]0.07376[/C][/ROW]
[ROW][C]24[/C][C]-0.229829[/C][C]-2.4966[/C][C]0.00696[/C][/ROW]
[ROW][C]25[/C][C]-0.0118[/C][C]-0.1282[/C][C]0.44911[/C][/ROW]
[ROW][C]26[/C][C]0.013966[/C][C]0.1517[/C][C]0.439839[/C][/ROW]
[ROW][C]27[/C][C]-0.114921[/C][C]-1.2484[/C][C]0.107185[/C][/ROW]
[ROW][C]28[/C][C]-4.1e-05[/C][C]-4e-04[/C][C]0.499824[/C][/ROW]
[ROW][C]29[/C][C]-0.057907[/C][C]-0.629[/C][C]0.265271[/C][/ROW]
[ROW][C]30[/C][C]-0.111467[/C][C]-1.2108[/C][C]0.114189[/C][/ROW]
[ROW][C]31[/C][C]0.007936[/C][C]0.0862[/C][C]0.465723[/C][/ROW]
[ROW][C]32[/C][C]0.034526[/C][C]0.375[/C][C]0.354151[/C][/ROW]
[ROW][C]33[/C][C]0.185778[/C][C]2.0181[/C][C]0.022926[/C][/ROW]
[ROW][C]34[/C][C]0.032813[/C][C]0.3564[/C][C]0.361074[/C][/ROW]
[ROW][C]35[/C][C]0.073943[/C][C]0.8032[/C][C]0.21173[/C][/ROW]
[ROW][C]36[/C][C]-0.103299[/C][C]-1.1221[/C][C]0.132045[/C][/ROW]
[ROW][C]37[/C][C]0.01621[/C][C]0.1761[/C][C]0.430264[/C][/ROW]
[ROW][C]38[/C][C]-0.09907[/C][C]-1.0762[/C][C]0.142022[/C][/ROW]
[ROW][C]39[/C][C]-0.105876[/C][C]-1.1501[/C][C]0.126213[/C][/ROW]
[ROW][C]40[/C][C]-0.081851[/C][C]-0.8891[/C][C]0.187872[/C][/ROW]
[ROW][C]41[/C][C]-0.005183[/C][C]-0.0563[/C][C]0.4776[/C][/ROW]
[ROW][C]42[/C][C]-0.037853[/C][C]-0.4112[/C][C]0.340841[/C][/ROW]
[ROW][C]43[/C][C]0.03534[/C][C]0.3839[/C][C]0.350876[/C][/ROW]
[ROW][C]44[/C][C]-0.027707[/C][C]-0.301[/C][C]0.381981[/C][/ROW]
[ROW][C]45[/C][C]0.100556[/C][C]1.0923[/C][C]0.138459[/C][/ROW]
[ROW][C]46[/C][C]-0.037152[/C][C]-0.4036[/C][C]0.343629[/C][/ROW]
[ROW][C]47[/C][C]-0.049889[/C][C]-0.5419[/C][C]0.294445[/C][/ROW]
[ROW][C]48[/C][C]-0.035204[/C][C]-0.3824[/C][C]0.351421[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114261&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114261&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	-0.046099	-0.5008	0.308737
2	0.26506	2.8793	0.002367
3	0.004518	0.0491	0.480471
4	0.092673	1.0067	0.158073
5	0.164208	1.7838	0.038517
6	-0.002902	-0.0315	0.487452
7	0.047508	0.5161	0.303386
8	-0.045277	-0.4918	0.311877
9	0.10268	1.1154	0.133475
10	-0.045174	-0.4907	0.312269
11	0.006958	0.0756	0.469941
12	-0.271206	-2.9461	0.001939
13	0.005067	0.055	0.478098
14	0.126922	1.3787	0.085294
15	-0.077548	-0.8424	0.200637
16	-0.06072	-0.6596	0.2554
17	-0.054782	-0.5951	0.276464
18	0.04497	0.4885	0.313052
19	0.099547	1.0814	0.140872
20	-0.035059	-0.3808	0.352003
21	0.036095	0.3921	0.34785
22	-0.054344	-0.5903	0.278051
23	-0.134212	-1.4579	0.07376
24	-0.229829	-2.4966	0.00696
25	-0.0118	-0.1282	0.44911
26	0.013966	0.1517	0.439839
27	-0.114921	-1.2484	0.107185
28	-4.1e-05	-4e-04	0.499824
29	-0.057907	-0.629	0.265271
30	-0.111467	-1.2108	0.114189
31	0.007936	0.0862	0.465723
32	0.034526	0.375	0.354151
33	0.185778	2.0181	0.022926
34	0.032813	0.3564	0.361074
35	0.073943	0.8032	0.21173
36	-0.103299	-1.1221	0.132045
37	0.01621	0.1761	0.430264
38	-0.09907	-1.0762	0.142022
39	-0.105876	-1.1501	0.126213
40	-0.081851	-0.8891	0.187872
41	-0.005183	-0.0563	0.4776
42	-0.037853	-0.4112	0.340841
43	0.03534	0.3839	0.350876
44	-0.027707	-0.301	0.381981
45	0.100556	1.0923	0.138459
46	-0.037152	-0.4036	0.343629
47	-0.049889	-0.5419	0.294445
48	-0.035204	-0.3824	0.351421

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 = 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