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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 25 Dec 2010 08:44:43 +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/25/t1293266953i2aq53ujiawf7mr.htm/, Retrieved Mon, 29 Apr 2024 04:16:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115309, Retrieved Mon, 29 Apr 2024 04:16:29 +0000

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User-defined keywords

Estimated Impact

162

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

-     [(Partial) Autocorrelation Function] [ACF] [2010-12-24 16:52:10] [6a528ed37664d761abf4790b0717b23b]
-   PD    [(Partial) Autocorrelation Function] [ACF2] [2010-12-25 08:44:43] [fd751bc40fbbb4c72222c10190589d42] [Current]

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Dataseries X:

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Histogram

Boxplots

1.8
1.7
1.4
1.2
1
1.7
2.4
2
2.1
2
1.8
2.7
2.3
1.9
2
2.3
2.8
2.4
2.3
2.7
2.7
2.9
3
2.2
2.3
2.8
2.8
2.8
2.2
2.6
2.8
2.5
2.4
2.3
1.9
1.7
2
2.1
1.7
1.8
1.8
1.8
1.3
1.3
1.3
1.2
1.4
2.2
2.9
3.1
3.5
3.6
4.4
4.1
5.1
5.8
5.9
5.4
5.5
4.8
3.2

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=115309&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=115309&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115309&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	0.130126	1.008	0.158762
2	-0.067332	-0.5216	0.301952
3	0.101419	0.7856	0.2176
4	0.018788	0.1455	0.442389
5	-0.004698	-0.0364	0.485545
6	-0.067293	-0.5212	0.302057
7	-0.031609	-0.2448	0.403708
8	-0.075481	-0.5847	0.280481
9	-0.124905	-0.9675	0.168587
10	0.007635	0.0591	0.476517
11	0.077625	0.6013	0.274958
12	-0.358929	-2.7803	0.003623
13	-0.223224	-1.7291	0.044468
14	0.016607	0.1286	0.449038
15	0.061759	0.4784	0.317058
16	-0.025244	-0.1955	0.422817
17	-0.129037	-0.9995	0.160779
18	0.04937	0.3824	0.351752
19	0.055576	0.4305	0.334192
20	-0.072412	-0.5609	0.288477
21	0.019653	0.1522	0.439758
22	0.037688	0.2919	0.385675
23	-0.093358	-0.7231	0.2362
24	-0.08337	-0.6458	0.260442
25	0.145007	1.1232	0.132909
26	0.030324	0.2349	0.407548
27	-0.046915	-0.3634	0.35879
28	0.018515	0.1434	0.443222
29	0.036737	0.2846	0.388479
30	0.017193	0.1332	0.447249
31	-0.025686	-0.199	0.421482
32	0.057715	0.4471	0.328221
33	0.041873	0.3243	0.373402
34	-0.017664	-0.1368	0.445815
35	-0.07441	-0.5764	0.283257
36	0.090398	0.7002	0.243249
37	0.059347	0.4597	0.323697
38	-0.035488	-0.2749	0.392173
39	0.017952	0.1391	0.444935
40	-0.001028	-0.008	0.496836
41	0.006975	0.054	0.478547
42	0.013985	0.1083	0.457048
43	0.087784	0.68	0.249569
44	-0.02647	-0.205	0.419118
45	-0.082895	-0.6421	0.261626
46	-0.004751	-0.0368	0.485382
47	0.070121	0.5432	0.294519
48	-0.005804	-0.045	0.482144

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.130126 & 1.008 & 0.158762 \tabularnewline
2 & -0.067332 & -0.5216 & 0.301952 \tabularnewline
3 & 0.101419 & 0.7856 & 0.2176 \tabularnewline
4 & 0.018788 & 0.1455 & 0.442389 \tabularnewline
5 & -0.004698 & -0.0364 & 0.485545 \tabularnewline
6 & -0.067293 & -0.5212 & 0.302057 \tabularnewline
7 & -0.031609 & -0.2448 & 0.403708 \tabularnewline
8 & -0.075481 & -0.5847 & 0.280481 \tabularnewline
9 & -0.124905 & -0.9675 & 0.168587 \tabularnewline
10 & 0.007635 & 0.0591 & 0.476517 \tabularnewline
11 & 0.077625 & 0.6013 & 0.274958 \tabularnewline
12 & -0.358929 & -2.7803 & 0.003623 \tabularnewline
13 & -0.223224 & -1.7291 & 0.044468 \tabularnewline
14 & 0.016607 & 0.1286 & 0.449038 \tabularnewline
15 & 0.061759 & 0.4784 & 0.317058 \tabularnewline
16 & -0.025244 & -0.1955 & 0.422817 \tabularnewline
17 & -0.129037 & -0.9995 & 0.160779 \tabularnewline
18 & 0.04937 & 0.3824 & 0.351752 \tabularnewline
19 & 0.055576 & 0.4305 & 0.334192 \tabularnewline
20 & -0.072412 & -0.5609 & 0.288477 \tabularnewline
21 & 0.019653 & 0.1522 & 0.439758 \tabularnewline
22 & 0.037688 & 0.2919 & 0.385675 \tabularnewline
23 & -0.093358 & -0.7231 & 0.2362 \tabularnewline
24 & -0.08337 & -0.6458 & 0.260442 \tabularnewline
25 & 0.145007 & 1.1232 & 0.132909 \tabularnewline
26 & 0.030324 & 0.2349 & 0.407548 \tabularnewline
27 & -0.046915 & -0.3634 & 0.35879 \tabularnewline
28 & 0.018515 & 0.1434 & 0.443222 \tabularnewline
29 & 0.036737 & 0.2846 & 0.388479 \tabularnewline
30 & 0.017193 & 0.1332 & 0.447249 \tabularnewline
31 & -0.025686 & -0.199 & 0.421482 \tabularnewline
32 & 0.057715 & 0.4471 & 0.328221 \tabularnewline
33 & 0.041873 & 0.3243 & 0.373402 \tabularnewline
34 & -0.017664 & -0.1368 & 0.445815 \tabularnewline
35 & -0.07441 & -0.5764 & 0.283257 \tabularnewline
36 & 0.090398 & 0.7002 & 0.243249 \tabularnewline
37 & 0.059347 & 0.4597 & 0.323697 \tabularnewline
38 & -0.035488 & -0.2749 & 0.392173 \tabularnewline
39 & 0.017952 & 0.1391 & 0.444935 \tabularnewline
40 & -0.001028 & -0.008 & 0.496836 \tabularnewline
41 & 0.006975 & 0.054 & 0.478547 \tabularnewline
42 & 0.013985 & 0.1083 & 0.457048 \tabularnewline
43 & 0.087784 & 0.68 & 0.249569 \tabularnewline
44 & -0.02647 & -0.205 & 0.419118 \tabularnewline
45 & -0.082895 & -0.6421 & 0.261626 \tabularnewline
46 & -0.004751 & -0.0368 & 0.485382 \tabularnewline
47 & 0.070121 & 0.5432 & 0.294519 \tabularnewline
48 & -0.005804 & -0.045 & 0.482144 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115309&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]0.130126[/C][C]1.008[/C][C]0.158762[/C][/ROW]
[ROW][C]2[/C][C]-0.067332[/C][C]-0.5216[/C][C]0.301952[/C][/ROW]
[ROW][C]3[/C][C]0.101419[/C][C]0.7856[/C][C]0.2176[/C][/ROW]
[ROW][C]4[/C][C]0.018788[/C][C]0.1455[/C][C]0.442389[/C][/ROW]
[ROW][C]5[/C][C]-0.004698[/C][C]-0.0364[/C][C]0.485545[/C][/ROW]
[ROW][C]6[/C][C]-0.067293[/C][C]-0.5212[/C][C]0.302057[/C][/ROW]
[ROW][C]7[/C][C]-0.031609[/C][C]-0.2448[/C][C]0.403708[/C][/ROW]
[ROW][C]8[/C][C]-0.075481[/C][C]-0.5847[/C][C]0.280481[/C][/ROW]
[ROW][C]9[/C][C]-0.124905[/C][C]-0.9675[/C][C]0.168587[/C][/ROW]
[ROW][C]10[/C][C]0.007635[/C][C]0.0591[/C][C]0.476517[/C][/ROW]
[ROW][C]11[/C][C]0.077625[/C][C]0.6013[/C][C]0.274958[/C][/ROW]
[ROW][C]12[/C][C]-0.358929[/C][C]-2.7803[/C][C]0.003623[/C][/ROW]
[ROW][C]13[/C][C]-0.223224[/C][C]-1.7291[/C][C]0.044468[/C][/ROW]
[ROW][C]14[/C][C]0.016607[/C][C]0.1286[/C][C]0.449038[/C][/ROW]
[ROW][C]15[/C][C]0.061759[/C][C]0.4784[/C][C]0.317058[/C][/ROW]
[ROW][C]16[/C][C]-0.025244[/C][C]-0.1955[/C][C]0.422817[/C][/ROW]
[ROW][C]17[/C][C]-0.129037[/C][C]-0.9995[/C][C]0.160779[/C][/ROW]
[ROW][C]18[/C][C]0.04937[/C][C]0.3824[/C][C]0.351752[/C][/ROW]
[ROW][C]19[/C][C]0.055576[/C][C]0.4305[/C][C]0.334192[/C][/ROW]
[ROW][C]20[/C][C]-0.072412[/C][C]-0.5609[/C][C]0.288477[/C][/ROW]
[ROW][C]21[/C][C]0.019653[/C][C]0.1522[/C][C]0.439758[/C][/ROW]
[ROW][C]22[/C][C]0.037688[/C][C]0.2919[/C][C]0.385675[/C][/ROW]
[ROW][C]23[/C][C]-0.093358[/C][C]-0.7231[/C][C]0.2362[/C][/ROW]
[ROW][C]24[/C][C]-0.08337[/C][C]-0.6458[/C][C]0.260442[/C][/ROW]
[ROW][C]25[/C][C]0.145007[/C][C]1.1232[/C][C]0.132909[/C][/ROW]
[ROW][C]26[/C][C]0.030324[/C][C]0.2349[/C][C]0.407548[/C][/ROW]
[ROW][C]27[/C][C]-0.046915[/C][C]-0.3634[/C][C]0.35879[/C][/ROW]
[ROW][C]28[/C][C]0.018515[/C][C]0.1434[/C][C]0.443222[/C][/ROW]
[ROW][C]29[/C][C]0.036737[/C][C]0.2846[/C][C]0.388479[/C][/ROW]
[ROW][C]30[/C][C]0.017193[/C][C]0.1332[/C][C]0.447249[/C][/ROW]
[ROW][C]31[/C][C]-0.025686[/C][C]-0.199[/C][C]0.421482[/C][/ROW]
[ROW][C]32[/C][C]0.057715[/C][C]0.4471[/C][C]0.328221[/C][/ROW]
[ROW][C]33[/C][C]0.041873[/C][C]0.3243[/C][C]0.373402[/C][/ROW]
[ROW][C]34[/C][C]-0.017664[/C][C]-0.1368[/C][C]0.445815[/C][/ROW]
[ROW][C]35[/C][C]-0.07441[/C][C]-0.5764[/C][C]0.283257[/C][/ROW]
[ROW][C]36[/C][C]0.090398[/C][C]0.7002[/C][C]0.243249[/C][/ROW]
[ROW][C]37[/C][C]0.059347[/C][C]0.4597[/C][C]0.323697[/C][/ROW]
[ROW][C]38[/C][C]-0.035488[/C][C]-0.2749[/C][C]0.392173[/C][/ROW]
[ROW][C]39[/C][C]0.017952[/C][C]0.1391[/C][C]0.444935[/C][/ROW]
[ROW][C]40[/C][C]-0.001028[/C][C]-0.008[/C][C]0.496836[/C][/ROW]
[ROW][C]41[/C][C]0.006975[/C][C]0.054[/C][C]0.478547[/C][/ROW]
[ROW][C]42[/C][C]0.013985[/C][C]0.1083[/C][C]0.457048[/C][/ROW]
[ROW][C]43[/C][C]0.087784[/C][C]0.68[/C][C]0.249569[/C][/ROW]
[ROW][C]44[/C][C]-0.02647[/C][C]-0.205[/C][C]0.419118[/C][/ROW]
[ROW][C]45[/C][C]-0.082895[/C][C]-0.6421[/C][C]0.261626[/C][/ROW]
[ROW][C]46[/C][C]-0.004751[/C][C]-0.0368[/C][C]0.485382[/C][/ROW]
[ROW][C]47[/C][C]0.070121[/C][C]0.5432[/C][C]0.294519[/C][/ROW]
[ROW][C]48[/C][C]-0.005804[/C][C]-0.045[/C][C]0.482144[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115309&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115309&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	0.130126	1.008	0.158762
2	-0.067332	-0.5216	0.301952
3	0.101419	0.7856	0.2176
4	0.018788	0.1455	0.442389
5	-0.004698	-0.0364	0.485545
6	-0.067293	-0.5212	0.302057
7	-0.031609	-0.2448	0.403708
8	-0.075481	-0.5847	0.280481
9	-0.124905	-0.9675	0.168587
10	0.007635	0.0591	0.476517
11	0.077625	0.6013	0.274958
12	-0.358929	-2.7803	0.003623
13	-0.223224	-1.7291	0.044468
14	0.016607	0.1286	0.449038
15	0.061759	0.4784	0.317058
16	-0.025244	-0.1955	0.422817
17	-0.129037	-0.9995	0.160779
18	0.04937	0.3824	0.351752
19	0.055576	0.4305	0.334192
20	-0.072412	-0.5609	0.288477
21	0.019653	0.1522	0.439758
22	0.037688	0.2919	0.385675
23	-0.093358	-0.7231	0.2362
24	-0.08337	-0.6458	0.260442
25	0.145007	1.1232	0.132909
26	0.030324	0.2349	0.407548
27	-0.046915	-0.3634	0.35879
28	0.018515	0.1434	0.443222
29	0.036737	0.2846	0.388479
30	0.017193	0.1332	0.447249
31	-0.025686	-0.199	0.421482
32	0.057715	0.4471	0.328221
33	0.041873	0.3243	0.373402
34	-0.017664	-0.1368	0.445815
35	-0.07441	-0.5764	0.283257
36	0.090398	0.7002	0.243249
37	0.059347	0.4597	0.323697
38	-0.035488	-0.2749	0.392173
39	0.017952	0.1391	0.444935
40	-0.001028	-0.008	0.496836
41	0.006975	0.054	0.478547
42	0.013985	0.1083	0.457048
43	0.087784	0.68	0.249569
44	-0.02647	-0.205	0.419118
45	-0.082895	-0.6421	0.261626
46	-0.004751	-0.0368	0.485382
47	0.070121	0.5432	0.294519
48	-0.005804	-0.045	0.482144

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.130126	1.008	0.158762
2	-0.085716	-0.664	0.254632
3	0.125108	0.9691	0.168198
4	-0.020685	-0.1602	0.436622
5	0.015025	0.1164	0.453867
6	-0.084607	-0.6554	0.257369
7	-0.008499	-0.0658	0.473865
8	-0.088071	-0.6822	0.24887
9	-0.091963	-0.7123	0.239507
10	0.030551	0.2366	0.406868
11	0.075168	0.5823	0.28129
12	-0.38259	-2.9635	0.002178
13	-0.12512	-0.9692	0.168174
14	-0.029621	-0.2294	0.409652
15	0.11739	0.9093	0.183416
16	-0.04457	-0.3452	0.365562
17	-0.142768	-1.1059	0.136598
18	-0.002504	-0.0194	0.492294
19	0.02263	0.1753	0.430721
20	-0.127032	-0.984	0.164537
21	-0.069946	-0.5418	0.294981
22	-0.016196	-0.1255	0.450293
23	-0.016576	-0.1284	0.449132
24	-0.226694	-1.756	0.042099
25	0.010978	0.085	0.466259
26	-0.092367	-0.7155	0.238546
27	0.064079	0.4964	0.31073
28	-0.023233	-0.18	0.428893
29	-0.137695	-1.0666	0.145217
30	-0.066871	-0.518	0.303189
31	0.016582	0.1284	0.449115
32	-0.019543	-0.1514	0.440093
33	-0.063367	-0.4908	0.312665
34	-0.058695	-0.4546	0.325501
35	-0.121283	-0.9395	0.175632
36	-0.043015	-0.3332	0.370075
37	0.014249	0.1104	0.45624
38	-0.055361	-0.4288	0.334793
39	0.015231	0.118	0.45324
40	-0.073823	-0.5718	0.284787
41	-0.08149	-0.6312	0.265149
42	0.000803	0.0062	0.49753
43	0.06878	0.5328	0.298081
44	-0.093402	-0.7235	0.236094
45	-0.06109	-0.4732	0.318892
46	-0.051138	-0.3961	0.346713
47	-0.038586	-0.2989	0.383031
48	-0.040791	-0.316	0.376563

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.130126 & 1.008 & 0.158762 \tabularnewline
2 & -0.085716 & -0.664 & 0.254632 \tabularnewline
3 & 0.125108 & 0.9691 & 0.168198 \tabularnewline
4 & -0.020685 & -0.1602 & 0.436622 \tabularnewline
5 & 0.015025 & 0.1164 & 0.453867 \tabularnewline
6 & -0.084607 & -0.6554 & 0.257369 \tabularnewline
7 & -0.008499 & -0.0658 & 0.473865 \tabularnewline
8 & -0.088071 & -0.6822 & 0.24887 \tabularnewline
9 & -0.091963 & -0.7123 & 0.239507 \tabularnewline
10 & 0.030551 & 0.2366 & 0.406868 \tabularnewline
11 & 0.075168 & 0.5823 & 0.28129 \tabularnewline
12 & -0.38259 & -2.9635 & 0.002178 \tabularnewline
13 & -0.12512 & -0.9692 & 0.168174 \tabularnewline
14 & -0.029621 & -0.2294 & 0.409652 \tabularnewline
15 & 0.11739 & 0.9093 & 0.183416 \tabularnewline
16 & -0.04457 & -0.3452 & 0.365562 \tabularnewline
17 & -0.142768 & -1.1059 & 0.136598 \tabularnewline
18 & -0.002504 & -0.0194 & 0.492294 \tabularnewline
19 & 0.02263 & 0.1753 & 0.430721 \tabularnewline
20 & -0.127032 & -0.984 & 0.164537 \tabularnewline
21 & -0.069946 & -0.5418 & 0.294981 \tabularnewline
22 & -0.016196 & -0.1255 & 0.450293 \tabularnewline
23 & -0.016576 & -0.1284 & 0.449132 \tabularnewline
24 & -0.226694 & -1.756 & 0.042099 \tabularnewline
25 & 0.010978 & 0.085 & 0.466259 \tabularnewline
26 & -0.092367 & -0.7155 & 0.238546 \tabularnewline
27 & 0.064079 & 0.4964 & 0.31073 \tabularnewline
28 & -0.023233 & -0.18 & 0.428893 \tabularnewline
29 & -0.137695 & -1.0666 & 0.145217 \tabularnewline
30 & -0.066871 & -0.518 & 0.303189 \tabularnewline
31 & 0.016582 & 0.1284 & 0.449115 \tabularnewline
32 & -0.019543 & -0.1514 & 0.440093 \tabularnewline
33 & -0.063367 & -0.4908 & 0.312665 \tabularnewline
34 & -0.058695 & -0.4546 & 0.325501 \tabularnewline
35 & -0.121283 & -0.9395 & 0.175632 \tabularnewline
36 & -0.043015 & -0.3332 & 0.370075 \tabularnewline
37 & 0.014249 & 0.1104 & 0.45624 \tabularnewline
38 & -0.055361 & -0.4288 & 0.334793 \tabularnewline
39 & 0.015231 & 0.118 & 0.45324 \tabularnewline
40 & -0.073823 & -0.5718 & 0.284787 \tabularnewline
41 & -0.08149 & -0.6312 & 0.265149 \tabularnewline
42 & 0.000803 & 0.0062 & 0.49753 \tabularnewline
43 & 0.06878 & 0.5328 & 0.298081 \tabularnewline
44 & -0.093402 & -0.7235 & 0.236094 \tabularnewline
45 & -0.06109 & -0.4732 & 0.318892 \tabularnewline
46 & -0.051138 & -0.3961 & 0.346713 \tabularnewline
47 & -0.038586 & -0.2989 & 0.383031 \tabularnewline
48 & -0.040791 & -0.316 & 0.376563 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115309&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]0.130126[/C][C]1.008[/C][C]0.158762[/C][/ROW]
[ROW][C]2[/C][C]-0.085716[/C][C]-0.664[/C][C]0.254632[/C][/ROW]
[ROW][C]3[/C][C]0.125108[/C][C]0.9691[/C][C]0.168198[/C][/ROW]
[ROW][C]4[/C][C]-0.020685[/C][C]-0.1602[/C][C]0.436622[/C][/ROW]
[ROW][C]5[/C][C]0.015025[/C][C]0.1164[/C][C]0.453867[/C][/ROW]
[ROW][C]6[/C][C]-0.084607[/C][C]-0.6554[/C][C]0.257369[/C][/ROW]
[ROW][C]7[/C][C]-0.008499[/C][C]-0.0658[/C][C]0.473865[/C][/ROW]
[ROW][C]8[/C][C]-0.088071[/C][C]-0.6822[/C][C]0.24887[/C][/ROW]
[ROW][C]9[/C][C]-0.091963[/C][C]-0.7123[/C][C]0.239507[/C][/ROW]
[ROW][C]10[/C][C]0.030551[/C][C]0.2366[/C][C]0.406868[/C][/ROW]
[ROW][C]11[/C][C]0.075168[/C][C]0.5823[/C][C]0.28129[/C][/ROW]
[ROW][C]12[/C][C]-0.38259[/C][C]-2.9635[/C][C]0.002178[/C][/ROW]
[ROW][C]13[/C][C]-0.12512[/C][C]-0.9692[/C][C]0.168174[/C][/ROW]
[ROW][C]14[/C][C]-0.029621[/C][C]-0.2294[/C][C]0.409652[/C][/ROW]
[ROW][C]15[/C][C]0.11739[/C][C]0.9093[/C][C]0.183416[/C][/ROW]
[ROW][C]16[/C][C]-0.04457[/C][C]-0.3452[/C][C]0.365562[/C][/ROW]
[ROW][C]17[/C][C]-0.142768[/C][C]-1.1059[/C][C]0.136598[/C][/ROW]
[ROW][C]18[/C][C]-0.002504[/C][C]-0.0194[/C][C]0.492294[/C][/ROW]
[ROW][C]19[/C][C]0.02263[/C][C]0.1753[/C][C]0.430721[/C][/ROW]
[ROW][C]20[/C][C]-0.127032[/C][C]-0.984[/C][C]0.164537[/C][/ROW]
[ROW][C]21[/C][C]-0.069946[/C][C]-0.5418[/C][C]0.294981[/C][/ROW]
[ROW][C]22[/C][C]-0.016196[/C][C]-0.1255[/C][C]0.450293[/C][/ROW]
[ROW][C]23[/C][C]-0.016576[/C][C]-0.1284[/C][C]0.449132[/C][/ROW]
[ROW][C]24[/C][C]-0.226694[/C][C]-1.756[/C][C]0.042099[/C][/ROW]
[ROW][C]25[/C][C]0.010978[/C][C]0.085[/C][C]0.466259[/C][/ROW]
[ROW][C]26[/C][C]-0.092367[/C][C]-0.7155[/C][C]0.238546[/C][/ROW]
[ROW][C]27[/C][C]0.064079[/C][C]0.4964[/C][C]0.31073[/C][/ROW]
[ROW][C]28[/C][C]-0.023233[/C][C]-0.18[/C][C]0.428893[/C][/ROW]
[ROW][C]29[/C][C]-0.137695[/C][C]-1.0666[/C][C]0.145217[/C][/ROW]
[ROW][C]30[/C][C]-0.066871[/C][C]-0.518[/C][C]0.303189[/C][/ROW]
[ROW][C]31[/C][C]0.016582[/C][C]0.1284[/C][C]0.449115[/C][/ROW]
[ROW][C]32[/C][C]-0.019543[/C][C]-0.1514[/C][C]0.440093[/C][/ROW]
[ROW][C]33[/C][C]-0.063367[/C][C]-0.4908[/C][C]0.312665[/C][/ROW]
[ROW][C]34[/C][C]-0.058695[/C][C]-0.4546[/C][C]0.325501[/C][/ROW]
[ROW][C]35[/C][C]-0.121283[/C][C]-0.9395[/C][C]0.175632[/C][/ROW]
[ROW][C]36[/C][C]-0.043015[/C][C]-0.3332[/C][C]0.370075[/C][/ROW]
[ROW][C]37[/C][C]0.014249[/C][C]0.1104[/C][C]0.45624[/C][/ROW]
[ROW][C]38[/C][C]-0.055361[/C][C]-0.4288[/C][C]0.334793[/C][/ROW]
[ROW][C]39[/C][C]0.015231[/C][C]0.118[/C][C]0.45324[/C][/ROW]
[ROW][C]40[/C][C]-0.073823[/C][C]-0.5718[/C][C]0.284787[/C][/ROW]
[ROW][C]41[/C][C]-0.08149[/C][C]-0.6312[/C][C]0.265149[/C][/ROW]
[ROW][C]42[/C][C]0.000803[/C][C]0.0062[/C][C]0.49753[/C][/ROW]
[ROW][C]43[/C][C]0.06878[/C][C]0.5328[/C][C]0.298081[/C][/ROW]
[ROW][C]44[/C][C]-0.093402[/C][C]-0.7235[/C][C]0.236094[/C][/ROW]
[ROW][C]45[/C][C]-0.06109[/C][C]-0.4732[/C][C]0.318892[/C][/ROW]
[ROW][C]46[/C][C]-0.051138[/C][C]-0.3961[/C][C]0.346713[/C][/ROW]
[ROW][C]47[/C][C]-0.038586[/C][C]-0.2989[/C][C]0.383031[/C][/ROW]
[ROW][C]48[/C][C]-0.040791[/C][C]-0.316[/C][C]0.376563[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115309&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115309&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	0.130126	1.008	0.158762
2	-0.085716	-0.664	0.254632
3	0.125108	0.9691	0.168198
4	-0.020685	-0.1602	0.436622
5	0.015025	0.1164	0.453867
6	-0.084607	-0.6554	0.257369
7	-0.008499	-0.0658	0.473865
8	-0.088071	-0.6822	0.24887
9	-0.091963	-0.7123	0.239507
10	0.030551	0.2366	0.406868
11	0.075168	0.5823	0.28129
12	-0.38259	-2.9635	0.002178
13	-0.12512	-0.9692	0.168174
14	-0.029621	-0.2294	0.409652
15	0.11739	0.9093	0.183416
16	-0.04457	-0.3452	0.365562
17	-0.142768	-1.1059	0.136598
18	-0.002504	-0.0194	0.492294
19	0.02263	0.1753	0.430721
20	-0.127032	-0.984	0.164537
21	-0.069946	-0.5418	0.294981
22	-0.016196	-0.1255	0.450293
23	-0.016576	-0.1284	0.449132
24	-0.226694	-1.756	0.042099
25	0.010978	0.085	0.466259
26	-0.092367	-0.7155	0.238546
27	0.064079	0.4964	0.31073
28	-0.023233	-0.18	0.428893
29	-0.137695	-1.0666	0.145217
30	-0.066871	-0.518	0.303189
31	0.016582	0.1284	0.449115
32	-0.019543	-0.1514	0.440093
33	-0.063367	-0.4908	0.312665
34	-0.058695	-0.4546	0.325501
35	-0.121283	-0.9395	0.175632
36	-0.043015	-0.3332	0.370075
37	0.014249	0.1104	0.45624
38	-0.055361	-0.4288	0.334793
39	0.015231	0.118	0.45324
40	-0.073823	-0.5718	0.284787
41	-0.08149	-0.6312	0.265149
42	0.000803	0.0062	0.49753
43	0.06878	0.5328	0.298081
44	-0.093402	-0.7235	0.236094
45	-0.06109	-0.4732	0.318892
46	-0.051138	-0.3961	0.346713
47	-0.038586	-0.2989	0.383031
48	-0.040791	-0.316	0.376563

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
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