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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 26 Dec 2010 16:04:05 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/26/t129337956820y8a57lpa1ujj5.htm/, Retrieved Tue, 07 May 2024 00:21:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115702, Retrieved Tue, 07 May 2024 00:21:23 +0000

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122

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

-     [(Partial) Autocorrelation Function] [W6_3] [2010-12-14 20:35:43] [7318566ef3ec88988be4d1362d0cf918]
- R  D    [(Partial) Autocorrelation Function] [Paper_Autocorrelatie] [2010-12-26 16:04:05] [edf51d809b713abfc4095a7dca74558e] [Current]
-   P       [(Partial) Autocorrelation Function] [Paper_Autocorrela...] [2010-12-26 16:10:37] [7318566ef3ec88988be4d1362d0cf918] 
- RMP       [Spectral Analysis] [Paper_SA] [2010-12-26 16:18:43] [7318566ef3ec88988be4d1362d0cf918] 
-   P         [Spectral Analysis] [Paper_SA2] [2010-12-26 16:27:12] [7318566ef3ec88988be4d1362d0cf918] 
-   P           [Spectral Analysis] [Paper_SA3] [2010-12-26 16:30:39] [7318566ef3ec88988be4d1362d0cf918] 
- RMP           [Standard Deviation-Mean Plot] [Paper_SDMP] [2010-12-26 16:37:02] [7318566ef3ec88988be4d1362d0cf918] 

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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=115702&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=115702&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115702&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	0.959969	10.5159	0
2	0.931395	10.2029	0
3	0.903381	9.896	0
4	0.87484	9.5834	0
5	0.852386	9.3374	0
6	0.832878	9.1237	0
7	0.795589	8.7152	0
8	0.768197	8.4152	0
9	0.743583	8.1455	0
10	0.719429	7.881	0
11	0.700986	7.6789	0
12	0.683801	7.4907	0
13	0.651163	7.1331	0
14	0.624732	6.8436	0
15	0.597314	6.5432	0
16	0.570865	6.2535	0
17	0.544059	5.9599	0
18	0.526322	5.7656	0
19	0.491889	5.3884	0
20	0.464569	5.0891	1e-06
21	0.440759	4.8283	2e-06
22	0.416672	4.5644	6e-06
23	0.39396	4.3156	1.6e-05
24	0.381659	4.1809	2.8e-05
25	0.353378	3.8711	8.8e-05
26	0.331235	3.6285	0.00021
27	0.312261	3.4206	0.000427
28	0.294281	3.2237	0.000815
29	0.276128	3.0248	0.001522
30	0.265686	2.9104	0.002152
31	0.241306	2.6434	0.004652
32	0.222079	2.4328	0.00823
33	0.203521	2.2295	0.013822
34	0.185769	2.035	0.022027
35	0.167175	1.8313	0.034767
36	0.158083	1.7317	0.042947
37	0.133535	1.4628	0.073068
38	0.114928	1.259	0.105241
39	0.097872	1.0721	0.142906
40	0.079486	0.8707	0.192822
41	0.059167	0.6481	0.259065
42	0.047365	0.5189	0.302409
43	0.022839	0.2502	0.401437
44	0.003344	0.0366	0.48542
45	-0.014265	-0.1563	0.438042
46	-0.031623	-0.3464	0.36482
47	-0.049119	-0.5381	0.295761
48	-0.057942	-0.6347	0.263408

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.959969 & 10.5159 & 0 \tabularnewline
2 & 0.931395 & 10.2029 & 0 \tabularnewline
3 & 0.903381 & 9.896 & 0 \tabularnewline
4 & 0.87484 & 9.5834 & 0 \tabularnewline
5 & 0.852386 & 9.3374 & 0 \tabularnewline
6 & 0.832878 & 9.1237 & 0 \tabularnewline
7 & 0.795589 & 8.7152 & 0 \tabularnewline
8 & 0.768197 & 8.4152 & 0 \tabularnewline
9 & 0.743583 & 8.1455 & 0 \tabularnewline
10 & 0.719429 & 7.881 & 0 \tabularnewline
11 & 0.700986 & 7.6789 & 0 \tabularnewline
12 & 0.683801 & 7.4907 & 0 \tabularnewline
13 & 0.651163 & 7.1331 & 0 \tabularnewline
14 & 0.624732 & 6.8436 & 0 \tabularnewline
15 & 0.597314 & 6.5432 & 0 \tabularnewline
16 & 0.570865 & 6.2535 & 0 \tabularnewline
17 & 0.544059 & 5.9599 & 0 \tabularnewline
18 & 0.526322 & 5.7656 & 0 \tabularnewline
19 & 0.491889 & 5.3884 & 0 \tabularnewline
20 & 0.464569 & 5.0891 & 1e-06 \tabularnewline
21 & 0.440759 & 4.8283 & 2e-06 \tabularnewline
22 & 0.416672 & 4.5644 & 6e-06 \tabularnewline
23 & 0.39396 & 4.3156 & 1.6e-05 \tabularnewline
24 & 0.381659 & 4.1809 & 2.8e-05 \tabularnewline
25 & 0.353378 & 3.8711 & 8.8e-05 \tabularnewline
26 & 0.331235 & 3.6285 & 0.00021 \tabularnewline
27 & 0.312261 & 3.4206 & 0.000427 \tabularnewline
28 & 0.294281 & 3.2237 & 0.000815 \tabularnewline
29 & 0.276128 & 3.0248 & 0.001522 \tabularnewline
30 & 0.265686 & 2.9104 & 0.002152 \tabularnewline
31 & 0.241306 & 2.6434 & 0.004652 \tabularnewline
32 & 0.222079 & 2.4328 & 0.00823 \tabularnewline
33 & 0.203521 & 2.2295 & 0.013822 \tabularnewline
34 & 0.185769 & 2.035 & 0.022027 \tabularnewline
35 & 0.167175 & 1.8313 & 0.034767 \tabularnewline
36 & 0.158083 & 1.7317 & 0.042947 \tabularnewline
37 & 0.133535 & 1.4628 & 0.073068 \tabularnewline
38 & 0.114928 & 1.259 & 0.105241 \tabularnewline
39 & 0.097872 & 1.0721 & 0.142906 \tabularnewline
40 & 0.079486 & 0.8707 & 0.192822 \tabularnewline
41 & 0.059167 & 0.6481 & 0.259065 \tabularnewline
42 & 0.047365 & 0.5189 & 0.302409 \tabularnewline
43 & 0.022839 & 0.2502 & 0.401437 \tabularnewline
44 & 0.003344 & 0.0366 & 0.48542 \tabularnewline
45 & -0.014265 & -0.1563 & 0.438042 \tabularnewline
46 & -0.031623 & -0.3464 & 0.36482 \tabularnewline
47 & -0.049119 & -0.5381 & 0.295761 \tabularnewline
48 & -0.057942 & -0.6347 & 0.263408 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115702&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]0.959969[/C][C]10.5159[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.931395[/C][C]10.2029[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.903381[/C][C]9.896[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.87484[/C][C]9.5834[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.852386[/C][C]9.3374[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.832878[/C][C]9.1237[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.795589[/C][C]8.7152[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.768197[/C][C]8.4152[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.743583[/C][C]8.1455[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.719429[/C][C]7.881[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.700986[/C][C]7.6789[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.683801[/C][C]7.4907[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.651163[/C][C]7.1331[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.624732[/C][C]6.8436[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.597314[/C][C]6.5432[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.570865[/C][C]6.2535[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.544059[/C][C]5.9599[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.526322[/C][C]5.7656[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.491889[/C][C]5.3884[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.464569[/C][C]5.0891[/C][C]1e-06[/C][/ROW]
[ROW][C]21[/C][C]0.440759[/C][C]4.8283[/C][C]2e-06[/C][/ROW]
[ROW][C]22[/C][C]0.416672[/C][C]4.5644[/C][C]6e-06[/C][/ROW]
[ROW][C]23[/C][C]0.39396[/C][C]4.3156[/C][C]1.6e-05[/C][/ROW]
[ROW][C]24[/C][C]0.381659[/C][C]4.1809[/C][C]2.8e-05[/C][/ROW]
[ROW][C]25[/C][C]0.353378[/C][C]3.8711[/C][C]8.8e-05[/C][/ROW]
[ROW][C]26[/C][C]0.331235[/C][C]3.6285[/C][C]0.00021[/C][/ROW]
[ROW][C]27[/C][C]0.312261[/C][C]3.4206[/C][C]0.000427[/C][/ROW]
[ROW][C]28[/C][C]0.294281[/C][C]3.2237[/C][C]0.000815[/C][/ROW]
[ROW][C]29[/C][C]0.276128[/C][C]3.0248[/C][C]0.001522[/C][/ROW]
[ROW][C]30[/C][C]0.265686[/C][C]2.9104[/C][C]0.002152[/C][/ROW]
[ROW][C]31[/C][C]0.241306[/C][C]2.6434[/C][C]0.004652[/C][/ROW]
[ROW][C]32[/C][C]0.222079[/C][C]2.4328[/C][C]0.00823[/C][/ROW]
[ROW][C]33[/C][C]0.203521[/C][C]2.2295[/C][C]0.013822[/C][/ROW]
[ROW][C]34[/C][C]0.185769[/C][C]2.035[/C][C]0.022027[/C][/ROW]
[ROW][C]35[/C][C]0.167175[/C][C]1.8313[/C][C]0.034767[/C][/ROW]
[ROW][C]36[/C][C]0.158083[/C][C]1.7317[/C][C]0.042947[/C][/ROW]
[ROW][C]37[/C][C]0.133535[/C][C]1.4628[/C][C]0.073068[/C][/ROW]
[ROW][C]38[/C][C]0.114928[/C][C]1.259[/C][C]0.105241[/C][/ROW]
[ROW][C]39[/C][C]0.097872[/C][C]1.0721[/C][C]0.142906[/C][/ROW]
[ROW][C]40[/C][C]0.079486[/C][C]0.8707[/C][C]0.192822[/C][/ROW]
[ROW][C]41[/C][C]0.059167[/C][C]0.6481[/C][C]0.259065[/C][/ROW]
[ROW][C]42[/C][C]0.047365[/C][C]0.5189[/C][C]0.302409[/C][/ROW]
[ROW][C]43[/C][C]0.022839[/C][C]0.2502[/C][C]0.401437[/C][/ROW]
[ROW][C]44[/C][C]0.003344[/C][C]0.0366[/C][C]0.48542[/C][/ROW]
[ROW][C]45[/C][C]-0.014265[/C][C]-0.1563[/C][C]0.438042[/C][/ROW]
[ROW][C]46[/C][C]-0.031623[/C][C]-0.3464[/C][C]0.36482[/C][/ROW]
[ROW][C]47[/C][C]-0.049119[/C][C]-0.5381[/C][C]0.295761[/C][/ROW]
[ROW][C]48[/C][C]-0.057942[/C][C]-0.6347[/C][C]0.263408[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115702&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115702&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	0.959969	10.5159	0
2	0.931395	10.2029	0
3	0.903381	9.896	0
4	0.87484	9.5834	0
5	0.852386	9.3374	0
6	0.832878	9.1237	0
7	0.795589	8.7152	0
8	0.768197	8.4152	0
9	0.743583	8.1455	0
10	0.719429	7.881	0
11	0.700986	7.6789	0
12	0.683801	7.4907	0
13	0.651163	7.1331	0
14	0.624732	6.8436	0
15	0.597314	6.5432	0
16	0.570865	6.2535	0
17	0.544059	5.9599	0
18	0.526322	5.7656	0
19	0.491889	5.3884	0
20	0.464569	5.0891	1e-06
21	0.440759	4.8283	2e-06
22	0.416672	4.5644	6e-06
23	0.39396	4.3156	1.6e-05
24	0.381659	4.1809	2.8e-05
25	0.353378	3.8711	8.8e-05
26	0.331235	3.6285	0.00021
27	0.312261	3.4206	0.000427
28	0.294281	3.2237	0.000815
29	0.276128	3.0248	0.001522
30	0.265686	2.9104	0.002152
31	0.241306	2.6434	0.004652
32	0.222079	2.4328	0.00823
33	0.203521	2.2295	0.013822
34	0.185769	2.035	0.022027
35	0.167175	1.8313	0.034767
36	0.158083	1.7317	0.042947
37	0.133535	1.4628	0.073068
38	0.114928	1.259	0.105241
39	0.097872	1.0721	0.142906
40	0.079486	0.8707	0.192822
41	0.059167	0.6481	0.259065
42	0.047365	0.5189	0.302409
43	0.022839	0.2502	0.401437
44	0.003344	0.0366	0.48542
45	-0.014265	-0.1563	0.438042
46	-0.031623	-0.3464	0.36482
47	-0.049119	-0.5381	0.295761
48	-0.057942	-0.6347	0.263408

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.959969	10.5159	0
2	0.125592	1.3758	0.085725
3	0.012947	0.1418	0.443728
4	-0.016526	-0.181	0.428324
5	0.062633	0.6861	0.246983
6	0.048035	0.5262	0.299861
7	-0.225818	-2.4737	0.007385
8	0.051158	0.5604	0.288124
9	0.051557	0.5648	0.286639
10	0.011467	0.1256	0.450123
11	0.034748	0.3806	0.352072
12	0.023448	0.2569	0.398861
13	-0.153108	-1.6772	0.048052
14	-0.015017	-0.1645	0.434806
15	-0.019692	-0.2157	0.414787
16	0.001724	0.0189	0.492481
17	-0.062111	-0.6804	0.248782
18	0.108129	1.1845	0.119279
19	-0.137347	-1.5046	0.067533
20	-0.007138	-0.0782	0.468904
21	0.04241	0.4646	0.321538
22	-0.000462	-0.0051	0.497986
23	-0.03113	-0.341	0.366846
24	0.09623	1.0541	0.146967
25	-0.093997	-1.0297	0.152614
26	-0.016589	-0.1817	0.428053
27	0.025361	0.2778	0.390814
28	0.044101	0.4831	0.314953
29	-0.0472	-0.5171	0.303035
30	0.03774	0.4134	0.340019
31	-0.050206	-0.55	0.291679
32	-0.026097	-0.2859	0.387733
33	-0.019688	-0.2157	0.414803
34	0.016953	0.1857	0.426491
35	-0.039478	-0.4325	0.333091
36	0.046211	0.5062	0.306817
37	-0.081683	-0.8948	0.186344
38	-0.006003	-0.0658	0.473838
39	-0.011091	-0.1215	0.451752
40	-0.020582	-0.2255	0.410999
41	-0.051731	-0.5667	0.285995
42	0.010434	0.1143	0.454597
43	-0.040726	-0.4461	0.328152
44	-0.013935	-0.1527	0.439465
45	-0.00883	-0.0967	0.46155
46	0.008711	0.0954	0.46207
47	-0.010177	-0.1115	0.455711
48	0.018999	0.2081	0.417745

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.959969 & 10.5159 & 0 \tabularnewline
2 & 0.125592 & 1.3758 & 0.085725 \tabularnewline
3 & 0.012947 & 0.1418 & 0.443728 \tabularnewline
4 & -0.016526 & -0.181 & 0.428324 \tabularnewline
5 & 0.062633 & 0.6861 & 0.246983 \tabularnewline
6 & 0.048035 & 0.5262 & 0.299861 \tabularnewline
7 & -0.225818 & -2.4737 & 0.007385 \tabularnewline
8 & 0.051158 & 0.5604 & 0.288124 \tabularnewline
9 & 0.051557 & 0.5648 & 0.286639 \tabularnewline
10 & 0.011467 & 0.1256 & 0.450123 \tabularnewline
11 & 0.034748 & 0.3806 & 0.352072 \tabularnewline
12 & 0.023448 & 0.2569 & 0.398861 \tabularnewline
13 & -0.153108 & -1.6772 & 0.048052 \tabularnewline
14 & -0.015017 & -0.1645 & 0.434806 \tabularnewline
15 & -0.019692 & -0.2157 & 0.414787 \tabularnewline
16 & 0.001724 & 0.0189 & 0.492481 \tabularnewline
17 & -0.062111 & -0.6804 & 0.248782 \tabularnewline
18 & 0.108129 & 1.1845 & 0.119279 \tabularnewline
19 & -0.137347 & -1.5046 & 0.067533 \tabularnewline
20 & -0.007138 & -0.0782 & 0.468904 \tabularnewline
21 & 0.04241 & 0.4646 & 0.321538 \tabularnewline
22 & -0.000462 & -0.0051 & 0.497986 \tabularnewline
23 & -0.03113 & -0.341 & 0.366846 \tabularnewline
24 & 0.09623 & 1.0541 & 0.146967 \tabularnewline
25 & -0.093997 & -1.0297 & 0.152614 \tabularnewline
26 & -0.016589 & -0.1817 & 0.428053 \tabularnewline
27 & 0.025361 & 0.2778 & 0.390814 \tabularnewline
28 & 0.044101 & 0.4831 & 0.314953 \tabularnewline
29 & -0.0472 & -0.5171 & 0.303035 \tabularnewline
30 & 0.03774 & 0.4134 & 0.340019 \tabularnewline
31 & -0.050206 & -0.55 & 0.291679 \tabularnewline
32 & -0.026097 & -0.2859 & 0.387733 \tabularnewline
33 & -0.019688 & -0.2157 & 0.414803 \tabularnewline
34 & 0.016953 & 0.1857 & 0.426491 \tabularnewline
35 & -0.039478 & -0.4325 & 0.333091 \tabularnewline
36 & 0.046211 & 0.5062 & 0.306817 \tabularnewline
37 & -0.081683 & -0.8948 & 0.186344 \tabularnewline
38 & -0.006003 & -0.0658 & 0.473838 \tabularnewline
39 & -0.011091 & -0.1215 & 0.451752 \tabularnewline
40 & -0.020582 & -0.2255 & 0.410999 \tabularnewline
41 & -0.051731 & -0.5667 & 0.285995 \tabularnewline
42 & 0.010434 & 0.1143 & 0.454597 \tabularnewline
43 & -0.040726 & -0.4461 & 0.328152 \tabularnewline
44 & -0.013935 & -0.1527 & 0.439465 \tabularnewline
45 & -0.00883 & -0.0967 & 0.46155 \tabularnewline
46 & 0.008711 & 0.0954 & 0.46207 \tabularnewline
47 & -0.010177 & -0.1115 & 0.455711 \tabularnewline
48 & 0.018999 & 0.2081 & 0.417745 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115702&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]0.959969[/C][C]10.5159[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.125592[/C][C]1.3758[/C][C]0.085725[/C][/ROW]
[ROW][C]3[/C][C]0.012947[/C][C]0.1418[/C][C]0.443728[/C][/ROW]
[ROW][C]4[/C][C]-0.016526[/C][C]-0.181[/C][C]0.428324[/C][/ROW]
[ROW][C]5[/C][C]0.062633[/C][C]0.6861[/C][C]0.246983[/C][/ROW]
[ROW][C]6[/C][C]0.048035[/C][C]0.5262[/C][C]0.299861[/C][/ROW]
[ROW][C]7[/C][C]-0.225818[/C][C]-2.4737[/C][C]0.007385[/C][/ROW]
[ROW][C]8[/C][C]0.051158[/C][C]0.5604[/C][C]0.288124[/C][/ROW]
[ROW][C]9[/C][C]0.051557[/C][C]0.5648[/C][C]0.286639[/C][/ROW]
[ROW][C]10[/C][C]0.011467[/C][C]0.1256[/C][C]0.450123[/C][/ROW]
[ROW][C]11[/C][C]0.034748[/C][C]0.3806[/C][C]0.352072[/C][/ROW]
[ROW][C]12[/C][C]0.023448[/C][C]0.2569[/C][C]0.398861[/C][/ROW]
[ROW][C]13[/C][C]-0.153108[/C][C]-1.6772[/C][C]0.048052[/C][/ROW]
[ROW][C]14[/C][C]-0.015017[/C][C]-0.1645[/C][C]0.434806[/C][/ROW]
[ROW][C]15[/C][C]-0.019692[/C][C]-0.2157[/C][C]0.414787[/C][/ROW]
[ROW][C]16[/C][C]0.001724[/C][C]0.0189[/C][C]0.492481[/C][/ROW]
[ROW][C]17[/C][C]-0.062111[/C][C]-0.6804[/C][C]0.248782[/C][/ROW]
[ROW][C]18[/C][C]0.108129[/C][C]1.1845[/C][C]0.119279[/C][/ROW]
[ROW][C]19[/C][C]-0.137347[/C][C]-1.5046[/C][C]0.067533[/C][/ROW]
[ROW][C]20[/C][C]-0.007138[/C][C]-0.0782[/C][C]0.468904[/C][/ROW]
[ROW][C]21[/C][C]0.04241[/C][C]0.4646[/C][C]0.321538[/C][/ROW]
[ROW][C]22[/C][C]-0.000462[/C][C]-0.0051[/C][C]0.497986[/C][/ROW]
[ROW][C]23[/C][C]-0.03113[/C][C]-0.341[/C][C]0.366846[/C][/ROW]
[ROW][C]24[/C][C]0.09623[/C][C]1.0541[/C][C]0.146967[/C][/ROW]
[ROW][C]25[/C][C]-0.093997[/C][C]-1.0297[/C][C]0.152614[/C][/ROW]
[ROW][C]26[/C][C]-0.016589[/C][C]-0.1817[/C][C]0.428053[/C][/ROW]
[ROW][C]27[/C][C]0.025361[/C][C]0.2778[/C][C]0.390814[/C][/ROW]
[ROW][C]28[/C][C]0.044101[/C][C]0.4831[/C][C]0.314953[/C][/ROW]
[ROW][C]29[/C][C]-0.0472[/C][C]-0.5171[/C][C]0.303035[/C][/ROW]
[ROW][C]30[/C][C]0.03774[/C][C]0.4134[/C][C]0.340019[/C][/ROW]
[ROW][C]31[/C][C]-0.050206[/C][C]-0.55[/C][C]0.291679[/C][/ROW]
[ROW][C]32[/C][C]-0.026097[/C][C]-0.2859[/C][C]0.387733[/C][/ROW]
[ROW][C]33[/C][C]-0.019688[/C][C]-0.2157[/C][C]0.414803[/C][/ROW]
[ROW][C]34[/C][C]0.016953[/C][C]0.1857[/C][C]0.426491[/C][/ROW]
[ROW][C]35[/C][C]-0.039478[/C][C]-0.4325[/C][C]0.333091[/C][/ROW]
[ROW][C]36[/C][C]0.046211[/C][C]0.5062[/C][C]0.306817[/C][/ROW]
[ROW][C]37[/C][C]-0.081683[/C][C]-0.8948[/C][C]0.186344[/C][/ROW]
[ROW][C]38[/C][C]-0.006003[/C][C]-0.0658[/C][C]0.473838[/C][/ROW]
[ROW][C]39[/C][C]-0.011091[/C][C]-0.1215[/C][C]0.451752[/C][/ROW]
[ROW][C]40[/C][C]-0.020582[/C][C]-0.2255[/C][C]0.410999[/C][/ROW]
[ROW][C]41[/C][C]-0.051731[/C][C]-0.5667[/C][C]0.285995[/C][/ROW]
[ROW][C]42[/C][C]0.010434[/C][C]0.1143[/C][C]0.454597[/C][/ROW]
[ROW][C]43[/C][C]-0.040726[/C][C]-0.4461[/C][C]0.328152[/C][/ROW]
[ROW][C]44[/C][C]-0.013935[/C][C]-0.1527[/C][C]0.439465[/C][/ROW]
[ROW][C]45[/C][C]-0.00883[/C][C]-0.0967[/C][C]0.46155[/C][/ROW]
[ROW][C]46[/C][C]0.008711[/C][C]0.0954[/C][C]0.46207[/C][/ROW]
[ROW][C]47[/C][C]-0.010177[/C][C]-0.1115[/C][C]0.455711[/C][/ROW]
[ROW][C]48[/C][C]0.018999[/C][C]0.2081[/C][C]0.417745[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115702&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115702&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	0.959969	10.5159	0
2	0.125592	1.3758	0.085725
3	0.012947	0.1418	0.443728
4	-0.016526	-0.181	0.428324
5	0.062633	0.6861	0.246983
6	0.048035	0.5262	0.299861
7	-0.225818	-2.4737	0.007385
8	0.051158	0.5604	0.288124
9	0.051557	0.5648	0.286639
10	0.011467	0.1256	0.450123
11	0.034748	0.3806	0.352072
12	0.023448	0.2569	0.398861
13	-0.153108	-1.6772	0.048052
14	-0.015017	-0.1645	0.434806
15	-0.019692	-0.2157	0.414787
16	0.001724	0.0189	0.492481
17	-0.062111	-0.6804	0.248782
18	0.108129	1.1845	0.119279
19	-0.137347	-1.5046	0.067533
20	-0.007138	-0.0782	0.468904
21	0.04241	0.4646	0.321538
22	-0.000462	-0.0051	0.497986
23	-0.03113	-0.341	0.366846
24	0.09623	1.0541	0.146967
25	-0.093997	-1.0297	0.152614
26	-0.016589	-0.1817	0.428053
27	0.025361	0.2778	0.390814
28	0.044101	0.4831	0.314953
29	-0.0472	-0.5171	0.303035
30	0.03774	0.4134	0.340019
31	-0.050206	-0.55	0.291679
32	-0.026097	-0.2859	0.387733
33	-0.019688	-0.2157	0.414803
34	0.016953	0.1857	0.426491
35	-0.039478	-0.4325	0.333091
36	0.046211	0.5062	0.306817
37	-0.081683	-0.8948	0.186344
38	-0.006003	-0.0658	0.473838
39	-0.011091	-0.1215	0.451752
40	-0.020582	-0.2255	0.410999
41	-0.051731	-0.5667	0.285995
42	0.010434	0.1143	0.454597
43	-0.040726	-0.4461	0.328152
44	-0.013935	-0.1527	0.439465
45	-0.00883	-0.0967	0.46155
46	0.008711	0.0954	0.46207
47	-0.010177	-0.1115	0.455711
48	0.018999	0.2081	0.417745

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 = 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 (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