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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 27 Dec 2010 18:47:15 +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/27/t1293475558ivkyvgqknd4eltg.htm/, Retrieved Mon, 06 May 2024 21:15:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116081, Retrieved Mon, 06 May 2024 21:15:24 +0000

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User-defined keywords

Partial Autocorrelation Function - Gemiddelde bouwgrondprijzen België (1995-2009)

Estimated Impact

130

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

-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMPD  [(Partial) Autocorrelation Function] [] [2010-12-14 12:29:39] [42a441ca3193af442aa2201743dfb347]
-    D    [(Partial) Autocorrelation Function] [] [2010-12-14 12:48:13] [43e84bd88d5f94b739fa54f225367516]
- R         [(Partial) Autocorrelation Function] [Partial Autocorre...] [2010-12-17 16:38:22] [78a5cb23fbaf3f7e43a4286844511628]
-             [(Partial) Autocorrelation Function] [D=0,d=0] [2010-12-17 16:46:26] [78a5cb23fbaf3f7e43a4286844511628]
-   PD            [(Partial) Autocorrelation Function] [Paper Statistiek] [2010-12-27 18:47:15] [f6fdc0236f011c1845380977efc505f8] [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	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=116081&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=116081&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116081&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	0.940452	7.2847	0
2	0.888954	6.8858	0
3	0.841763	6.5203	0
4	0.799578	6.1935	0
5	0.76172	5.9003	0
6	0.720796	5.5833	0
7	0.670215	5.1915	1e-06
8	0.626272	4.8511	5e-06
9	0.582357	4.5109	1.5e-05
10	0.531755	4.119	5.9e-05
11	0.485681	3.7621	0.000192
12	0.438765	3.3987	0.000604
13	0.391042	3.029	0.001808
14	0.348905	2.7026	0.004467
15	0.300596	2.3284	0.011639
16	0.25322	1.9614	0.027237
17	0.209434	1.6223	0.054995
18	0.164635	1.2753	0.103567
19	0.117918	0.9134	0.182347
20	0.059455	0.4605	0.323399
21	0.013394	0.1038	0.458856
22	-0.02814	-0.218	0.414095
23	-0.063572	-0.4924	0.312109
24	-0.105756	-0.8192	0.207962
25	-0.144436	-1.1188	0.133843
26	-0.184305	-1.4276	0.079293
27	-0.215958	-1.6728	0.049787
28	-0.242979	-1.8821	0.032337
29	-0.271187	-2.1006	0.019943
30	-0.29372	-2.2751	0.013242
31	-0.323264	-2.504	0.007509
32	-0.34644	-2.6835	0.004701
33	-0.366347	-2.8377	0.003095
34	-0.382973	-2.9665	0.00216
35	-0.390012	-3.021	0.001849
36	-0.403496	-3.1255	0.001368
37	-0.40938	-3.171	0.001197
38	-0.420102	-3.2541	0.000935
39	-0.421588	-3.2656	0.000904
40	-0.416598	-3.227	0.001014
41	-0.406347	-3.1476	0.001282
42	-0.402812	-3.1202	0.001389
43	-0.397117	-3.0761	0.001579
44	-0.391553	-3.033	0.001787
45	-0.376393	-2.9155	0.002493
46	-0.366225	-2.8368	0.003103
47	-0.354604	-2.7468	0.003967
48	-0.341908	-2.6484	0.00516

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.940452 & 7.2847 & 0 \tabularnewline
2 & 0.888954 & 6.8858 & 0 \tabularnewline
3 & 0.841763 & 6.5203 & 0 \tabularnewline
4 & 0.799578 & 6.1935 & 0 \tabularnewline
5 & 0.76172 & 5.9003 & 0 \tabularnewline
6 & 0.720796 & 5.5833 & 0 \tabularnewline
7 & 0.670215 & 5.1915 & 1e-06 \tabularnewline
8 & 0.626272 & 4.8511 & 5e-06 \tabularnewline
9 & 0.582357 & 4.5109 & 1.5e-05 \tabularnewline
10 & 0.531755 & 4.119 & 5.9e-05 \tabularnewline
11 & 0.485681 & 3.7621 & 0.000192 \tabularnewline
12 & 0.438765 & 3.3987 & 0.000604 \tabularnewline
13 & 0.391042 & 3.029 & 0.001808 \tabularnewline
14 & 0.348905 & 2.7026 & 0.004467 \tabularnewline
15 & 0.300596 & 2.3284 & 0.011639 \tabularnewline
16 & 0.25322 & 1.9614 & 0.027237 \tabularnewline
17 & 0.209434 & 1.6223 & 0.054995 \tabularnewline
18 & 0.164635 & 1.2753 & 0.103567 \tabularnewline
19 & 0.117918 & 0.9134 & 0.182347 \tabularnewline
20 & 0.059455 & 0.4605 & 0.323399 \tabularnewline
21 & 0.013394 & 0.1038 & 0.458856 \tabularnewline
22 & -0.02814 & -0.218 & 0.414095 \tabularnewline
23 & -0.063572 & -0.4924 & 0.312109 \tabularnewline
24 & -0.105756 & -0.8192 & 0.207962 \tabularnewline
25 & -0.144436 & -1.1188 & 0.133843 \tabularnewline
26 & -0.184305 & -1.4276 & 0.079293 \tabularnewline
27 & -0.215958 & -1.6728 & 0.049787 \tabularnewline
28 & -0.242979 & -1.8821 & 0.032337 \tabularnewline
29 & -0.271187 & -2.1006 & 0.019943 \tabularnewline
30 & -0.29372 & -2.2751 & 0.013242 \tabularnewline
31 & -0.323264 & -2.504 & 0.007509 \tabularnewline
32 & -0.34644 & -2.6835 & 0.004701 \tabularnewline
33 & -0.366347 & -2.8377 & 0.003095 \tabularnewline
34 & -0.382973 & -2.9665 & 0.00216 \tabularnewline
35 & -0.390012 & -3.021 & 0.001849 \tabularnewline
36 & -0.403496 & -3.1255 & 0.001368 \tabularnewline
37 & -0.40938 & -3.171 & 0.001197 \tabularnewline
38 & -0.420102 & -3.2541 & 0.000935 \tabularnewline
39 & -0.421588 & -3.2656 & 0.000904 \tabularnewline
40 & -0.416598 & -3.227 & 0.001014 \tabularnewline
41 & -0.406347 & -3.1476 & 0.001282 \tabularnewline
42 & -0.402812 & -3.1202 & 0.001389 \tabularnewline
43 & -0.397117 & -3.0761 & 0.001579 \tabularnewline
44 & -0.391553 & -3.033 & 0.001787 \tabularnewline
45 & -0.376393 & -2.9155 & 0.002493 \tabularnewline
46 & -0.366225 & -2.8368 & 0.003103 \tabularnewline
47 & -0.354604 & -2.7468 & 0.003967 \tabularnewline
48 & -0.341908 & -2.6484 & 0.00516 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116081&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]0.940452[/C][C]7.2847[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.888954[/C][C]6.8858[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.841763[/C][C]6.5203[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.799578[/C][C]6.1935[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.76172[/C][C]5.9003[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.720796[/C][C]5.5833[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.670215[/C][C]5.1915[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.626272[/C][C]4.8511[/C][C]5e-06[/C][/ROW]
[ROW][C]9[/C][C]0.582357[/C][C]4.5109[/C][C]1.5e-05[/C][/ROW]
[ROW][C]10[/C][C]0.531755[/C][C]4.119[/C][C]5.9e-05[/C][/ROW]
[ROW][C]11[/C][C]0.485681[/C][C]3.7621[/C][C]0.000192[/C][/ROW]
[ROW][C]12[/C][C]0.438765[/C][C]3.3987[/C][C]0.000604[/C][/ROW]
[ROW][C]13[/C][C]0.391042[/C][C]3.029[/C][C]0.001808[/C][/ROW]
[ROW][C]14[/C][C]0.348905[/C][C]2.7026[/C][C]0.004467[/C][/ROW]
[ROW][C]15[/C][C]0.300596[/C][C]2.3284[/C][C]0.011639[/C][/ROW]
[ROW][C]16[/C][C]0.25322[/C][C]1.9614[/C][C]0.027237[/C][/ROW]
[ROW][C]17[/C][C]0.209434[/C][C]1.6223[/C][C]0.054995[/C][/ROW]
[ROW][C]18[/C][C]0.164635[/C][C]1.2753[/C][C]0.103567[/C][/ROW]
[ROW][C]19[/C][C]0.117918[/C][C]0.9134[/C][C]0.182347[/C][/ROW]
[ROW][C]20[/C][C]0.059455[/C][C]0.4605[/C][C]0.323399[/C][/ROW]
[ROW][C]21[/C][C]0.013394[/C][C]0.1038[/C][C]0.458856[/C][/ROW]
[ROW][C]22[/C][C]-0.02814[/C][C]-0.218[/C][C]0.414095[/C][/ROW]
[ROW][C]23[/C][C]-0.063572[/C][C]-0.4924[/C][C]0.312109[/C][/ROW]
[ROW][C]24[/C][C]-0.105756[/C][C]-0.8192[/C][C]0.207962[/C][/ROW]
[ROW][C]25[/C][C]-0.144436[/C][C]-1.1188[/C][C]0.133843[/C][/ROW]
[ROW][C]26[/C][C]-0.184305[/C][C]-1.4276[/C][C]0.079293[/C][/ROW]
[ROW][C]27[/C][C]-0.215958[/C][C]-1.6728[/C][C]0.049787[/C][/ROW]
[ROW][C]28[/C][C]-0.242979[/C][C]-1.8821[/C][C]0.032337[/C][/ROW]
[ROW][C]29[/C][C]-0.271187[/C][C]-2.1006[/C][C]0.019943[/C][/ROW]
[ROW][C]30[/C][C]-0.29372[/C][C]-2.2751[/C][C]0.013242[/C][/ROW]
[ROW][C]31[/C][C]-0.323264[/C][C]-2.504[/C][C]0.007509[/C][/ROW]
[ROW][C]32[/C][C]-0.34644[/C][C]-2.6835[/C][C]0.004701[/C][/ROW]
[ROW][C]33[/C][C]-0.366347[/C][C]-2.8377[/C][C]0.003095[/C][/ROW]
[ROW][C]34[/C][C]-0.382973[/C][C]-2.9665[/C][C]0.00216[/C][/ROW]
[ROW][C]35[/C][C]-0.390012[/C][C]-3.021[/C][C]0.001849[/C][/ROW]
[ROW][C]36[/C][C]-0.403496[/C][C]-3.1255[/C][C]0.001368[/C][/ROW]
[ROW][C]37[/C][C]-0.40938[/C][C]-3.171[/C][C]0.001197[/C][/ROW]
[ROW][C]38[/C][C]-0.420102[/C][C]-3.2541[/C][C]0.000935[/C][/ROW]
[ROW][C]39[/C][C]-0.421588[/C][C]-3.2656[/C][C]0.000904[/C][/ROW]
[ROW][C]40[/C][C]-0.416598[/C][C]-3.227[/C][C]0.001014[/C][/ROW]
[ROW][C]41[/C][C]-0.406347[/C][C]-3.1476[/C][C]0.001282[/C][/ROW]
[ROW][C]42[/C][C]-0.402812[/C][C]-3.1202[/C][C]0.001389[/C][/ROW]
[ROW][C]43[/C][C]-0.397117[/C][C]-3.0761[/C][C]0.001579[/C][/ROW]
[ROW][C]44[/C][C]-0.391553[/C][C]-3.033[/C][C]0.001787[/C][/ROW]
[ROW][C]45[/C][C]-0.376393[/C][C]-2.9155[/C][C]0.002493[/C][/ROW]
[ROW][C]46[/C][C]-0.366225[/C][C]-2.8368[/C][C]0.003103[/C][/ROW]
[ROW][C]47[/C][C]-0.354604[/C][C]-2.7468[/C][C]0.003967[/C][/ROW]
[ROW][C]48[/C][C]-0.341908[/C][C]-2.6484[/C][C]0.00516[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116081&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116081&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	0.940452	7.2847	0
2	0.888954	6.8858	0
3	0.841763	6.5203	0
4	0.799578	6.1935	0
5	0.76172	5.9003	0
6	0.720796	5.5833	0
7	0.670215	5.1915	1e-06
8	0.626272	4.8511	5e-06
9	0.582357	4.5109	1.5e-05
10	0.531755	4.119	5.9e-05
11	0.485681	3.7621	0.000192
12	0.438765	3.3987	0.000604
13	0.391042	3.029	0.001808
14	0.348905	2.7026	0.004467
15	0.300596	2.3284	0.011639
16	0.25322	1.9614	0.027237
17	0.209434	1.6223	0.054995
18	0.164635	1.2753	0.103567
19	0.117918	0.9134	0.182347
20	0.059455	0.4605	0.323399
21	0.013394	0.1038	0.458856
22	-0.02814	-0.218	0.414095
23	-0.063572	-0.4924	0.312109
24	-0.105756	-0.8192	0.207962
25	-0.144436	-1.1188	0.133843
26	-0.184305	-1.4276	0.079293
27	-0.215958	-1.6728	0.049787
28	-0.242979	-1.8821	0.032337
29	-0.271187	-2.1006	0.019943
30	-0.29372	-2.2751	0.013242
31	-0.323264	-2.504	0.007509
32	-0.34644	-2.6835	0.004701
33	-0.366347	-2.8377	0.003095
34	-0.382973	-2.9665	0.00216
35	-0.390012	-3.021	0.001849
36	-0.403496	-3.1255	0.001368
37	-0.40938	-3.171	0.001197
38	-0.420102	-3.2541	0.000935
39	-0.421588	-3.2656	0.000904
40	-0.416598	-3.227	0.001014
41	-0.406347	-3.1476	0.001282
42	-0.402812	-3.1202	0.001389
43	-0.397117	-3.0761	0.001579
44	-0.391553	-3.033	0.001787
45	-0.376393	-2.9155	0.002493
46	-0.366225	-2.8368	0.003103
47	-0.354604	-2.7468	0.003967
48	-0.341908	-2.6484	0.00516

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.940452	7.2847	0
2	0.03899	0.302	0.381842
3	0.014497	0.1123	0.455484
4	0.02285	0.177	0.430053
5	0.021406	0.1658	0.434431
6	-0.039459	-0.3056	0.380465
7	-0.105528	-0.8174	0.208461
8	0.018906	0.1464	0.442031
9	-0.026353	-0.2041	0.419472
10	-0.091754	-0.7107	0.240005
11	-0.002215	-0.0172	0.493185
12	-0.030581	-0.2369	0.40678
13	-0.039506	-0.306	0.380328
14	0.00459	0.0356	0.485878
15	-0.073655	-0.5705	0.285225
16	-0.024926	-0.1931	0.423776
17	-0.014895	-0.1154	0.454267
18	-0.038946	-0.3017	0.381971
19	-0.054992	-0.426	0.335827
20	-0.15546	-1.2042	0.116622
21	0.057712	0.447	0.328229
22	-0.00712	-0.0552	0.4781
23	0.00282	0.0218	0.491323
24	-0.078524	-0.6082	0.272662
25	-0.003237	-0.0251	0.490038
26	-0.038868	-0.3011	0.382202
27	0.00446	0.0345	0.486278
28	0.004646	0.036	0.485706
29	-0.029107	-0.2255	0.411194
30	0.010717	0.083	0.467059
31	-0.097784	-0.7574	0.225877
32	0.010644	0.0824	0.467282
33	-0.019946	-0.1545	0.438867
34	0.00403	0.0312	0.4876
35	0.051122	0.396	0.34676
36	-0.090567	-0.7015	0.242842
37	0.046703	0.3618	0.359403
38	-0.067311	-0.5214	0.302007
39	0.052533	0.4069	0.342757
40	0.018212	0.1411	0.444144
41	0.019758	0.153	0.439437
42	-0.062269	-0.4823	0.315661
43	0.00927	0.0718	0.471498
44	-0.040169	-0.3111	0.378385
45	0.071897	0.5569	0.28983
46	-0.094213	-0.7298	0.234186
47	0.00776	0.0601	0.476134
48	0.004439	0.0344	0.486343

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.940452 & 7.2847 & 0 \tabularnewline
2 & 0.03899 & 0.302 & 0.381842 \tabularnewline
3 & 0.014497 & 0.1123 & 0.455484 \tabularnewline
4 & 0.02285 & 0.177 & 0.430053 \tabularnewline
5 & 0.021406 & 0.1658 & 0.434431 \tabularnewline
6 & -0.039459 & -0.3056 & 0.380465 \tabularnewline
7 & -0.105528 & -0.8174 & 0.208461 \tabularnewline
8 & 0.018906 & 0.1464 & 0.442031 \tabularnewline
9 & -0.026353 & -0.2041 & 0.419472 \tabularnewline
10 & -0.091754 & -0.7107 & 0.240005 \tabularnewline
11 & -0.002215 & -0.0172 & 0.493185 \tabularnewline
12 & -0.030581 & -0.2369 & 0.40678 \tabularnewline
13 & -0.039506 & -0.306 & 0.380328 \tabularnewline
14 & 0.00459 & 0.0356 & 0.485878 \tabularnewline
15 & -0.073655 & -0.5705 & 0.285225 \tabularnewline
16 & -0.024926 & -0.1931 & 0.423776 \tabularnewline
17 & -0.014895 & -0.1154 & 0.454267 \tabularnewline
18 & -0.038946 & -0.3017 & 0.381971 \tabularnewline
19 & -0.054992 & -0.426 & 0.335827 \tabularnewline
20 & -0.15546 & -1.2042 & 0.116622 \tabularnewline
21 & 0.057712 & 0.447 & 0.328229 \tabularnewline
22 & -0.00712 & -0.0552 & 0.4781 \tabularnewline
23 & 0.00282 & 0.0218 & 0.491323 \tabularnewline
24 & -0.078524 & -0.6082 & 0.272662 \tabularnewline
25 & -0.003237 & -0.0251 & 0.490038 \tabularnewline
26 & -0.038868 & -0.3011 & 0.382202 \tabularnewline
27 & 0.00446 & 0.0345 & 0.486278 \tabularnewline
28 & 0.004646 & 0.036 & 0.485706 \tabularnewline
29 & -0.029107 & -0.2255 & 0.411194 \tabularnewline
30 & 0.010717 & 0.083 & 0.467059 \tabularnewline
31 & -0.097784 & -0.7574 & 0.225877 \tabularnewline
32 & 0.010644 & 0.0824 & 0.467282 \tabularnewline
33 & -0.019946 & -0.1545 & 0.438867 \tabularnewline
34 & 0.00403 & 0.0312 & 0.4876 \tabularnewline
35 & 0.051122 & 0.396 & 0.34676 \tabularnewline
36 & -0.090567 & -0.7015 & 0.242842 \tabularnewline
37 & 0.046703 & 0.3618 & 0.359403 \tabularnewline
38 & -0.067311 & -0.5214 & 0.302007 \tabularnewline
39 & 0.052533 & 0.4069 & 0.342757 \tabularnewline
40 & 0.018212 & 0.1411 & 0.444144 \tabularnewline
41 & 0.019758 & 0.153 & 0.439437 \tabularnewline
42 & -0.062269 & -0.4823 & 0.315661 \tabularnewline
43 & 0.00927 & 0.0718 & 0.471498 \tabularnewline
44 & -0.040169 & -0.3111 & 0.378385 \tabularnewline
45 & 0.071897 & 0.5569 & 0.28983 \tabularnewline
46 & -0.094213 & -0.7298 & 0.234186 \tabularnewline
47 & 0.00776 & 0.0601 & 0.476134 \tabularnewline
48 & 0.004439 & 0.0344 & 0.486343 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116081&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]0.940452[/C][C]7.2847[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.03899[/C][C]0.302[/C][C]0.381842[/C][/ROW]
[ROW][C]3[/C][C]0.014497[/C][C]0.1123[/C][C]0.455484[/C][/ROW]
[ROW][C]4[/C][C]0.02285[/C][C]0.177[/C][C]0.430053[/C][/ROW]
[ROW][C]5[/C][C]0.021406[/C][C]0.1658[/C][C]0.434431[/C][/ROW]
[ROW][C]6[/C][C]-0.039459[/C][C]-0.3056[/C][C]0.380465[/C][/ROW]
[ROW][C]7[/C][C]-0.105528[/C][C]-0.8174[/C][C]0.208461[/C][/ROW]
[ROW][C]8[/C][C]0.018906[/C][C]0.1464[/C][C]0.442031[/C][/ROW]
[ROW][C]9[/C][C]-0.026353[/C][C]-0.2041[/C][C]0.419472[/C][/ROW]
[ROW][C]10[/C][C]-0.091754[/C][C]-0.7107[/C][C]0.240005[/C][/ROW]
[ROW][C]11[/C][C]-0.002215[/C][C]-0.0172[/C][C]0.493185[/C][/ROW]
[ROW][C]12[/C][C]-0.030581[/C][C]-0.2369[/C][C]0.40678[/C][/ROW]
[ROW][C]13[/C][C]-0.039506[/C][C]-0.306[/C][C]0.380328[/C][/ROW]
[ROW][C]14[/C][C]0.00459[/C][C]0.0356[/C][C]0.485878[/C][/ROW]
[ROW][C]15[/C][C]-0.073655[/C][C]-0.5705[/C][C]0.285225[/C][/ROW]
[ROW][C]16[/C][C]-0.024926[/C][C]-0.1931[/C][C]0.423776[/C][/ROW]
[ROW][C]17[/C][C]-0.014895[/C][C]-0.1154[/C][C]0.454267[/C][/ROW]
[ROW][C]18[/C][C]-0.038946[/C][C]-0.3017[/C][C]0.381971[/C][/ROW]
[ROW][C]19[/C][C]-0.054992[/C][C]-0.426[/C][C]0.335827[/C][/ROW]
[ROW][C]20[/C][C]-0.15546[/C][C]-1.2042[/C][C]0.116622[/C][/ROW]
[ROW][C]21[/C][C]0.057712[/C][C]0.447[/C][C]0.328229[/C][/ROW]
[ROW][C]22[/C][C]-0.00712[/C][C]-0.0552[/C][C]0.4781[/C][/ROW]
[ROW][C]23[/C][C]0.00282[/C][C]0.0218[/C][C]0.491323[/C][/ROW]
[ROW][C]24[/C][C]-0.078524[/C][C]-0.6082[/C][C]0.272662[/C][/ROW]
[ROW][C]25[/C][C]-0.003237[/C][C]-0.0251[/C][C]0.490038[/C][/ROW]
[ROW][C]26[/C][C]-0.038868[/C][C]-0.3011[/C][C]0.382202[/C][/ROW]
[ROW][C]27[/C][C]0.00446[/C][C]0.0345[/C][C]0.486278[/C][/ROW]
[ROW][C]28[/C][C]0.004646[/C][C]0.036[/C][C]0.485706[/C][/ROW]
[ROW][C]29[/C][C]-0.029107[/C][C]-0.2255[/C][C]0.411194[/C][/ROW]
[ROW][C]30[/C][C]0.010717[/C][C]0.083[/C][C]0.467059[/C][/ROW]
[ROW][C]31[/C][C]-0.097784[/C][C]-0.7574[/C][C]0.225877[/C][/ROW]
[ROW][C]32[/C][C]0.010644[/C][C]0.0824[/C][C]0.467282[/C][/ROW]
[ROW][C]33[/C][C]-0.019946[/C][C]-0.1545[/C][C]0.438867[/C][/ROW]
[ROW][C]34[/C][C]0.00403[/C][C]0.0312[/C][C]0.4876[/C][/ROW]
[ROW][C]35[/C][C]0.051122[/C][C]0.396[/C][C]0.34676[/C][/ROW]
[ROW][C]36[/C][C]-0.090567[/C][C]-0.7015[/C][C]0.242842[/C][/ROW]
[ROW][C]37[/C][C]0.046703[/C][C]0.3618[/C][C]0.359403[/C][/ROW]
[ROW][C]38[/C][C]-0.067311[/C][C]-0.5214[/C][C]0.302007[/C][/ROW]
[ROW][C]39[/C][C]0.052533[/C][C]0.4069[/C][C]0.342757[/C][/ROW]
[ROW][C]40[/C][C]0.018212[/C][C]0.1411[/C][C]0.444144[/C][/ROW]
[ROW][C]41[/C][C]0.019758[/C][C]0.153[/C][C]0.439437[/C][/ROW]
[ROW][C]42[/C][C]-0.062269[/C][C]-0.4823[/C][C]0.315661[/C][/ROW]
[ROW][C]43[/C][C]0.00927[/C][C]0.0718[/C][C]0.471498[/C][/ROW]
[ROW][C]44[/C][C]-0.040169[/C][C]-0.3111[/C][C]0.378385[/C][/ROW]
[ROW][C]45[/C][C]0.071897[/C][C]0.5569[/C][C]0.28983[/C][/ROW]
[ROW][C]46[/C][C]-0.094213[/C][C]-0.7298[/C][C]0.234186[/C][/ROW]
[ROW][C]47[/C][C]0.00776[/C][C]0.0601[/C][C]0.476134[/C][/ROW]
[ROW][C]48[/C][C]0.004439[/C][C]0.0344[/C][C]0.486343[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116081&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116081&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	0.940452	7.2847	0
2	0.03899	0.302	0.381842
3	0.014497	0.1123	0.455484
4	0.02285	0.177	0.430053
5	0.021406	0.1658	0.434431
6	-0.039459	-0.3056	0.380465
7	-0.105528	-0.8174	0.208461
8	0.018906	0.1464	0.442031
9	-0.026353	-0.2041	0.419472
10	-0.091754	-0.7107	0.240005
11	-0.002215	-0.0172	0.493185
12	-0.030581	-0.2369	0.40678
13	-0.039506	-0.306	0.380328
14	0.00459	0.0356	0.485878
15	-0.073655	-0.5705	0.285225
16	-0.024926	-0.1931	0.423776
17	-0.014895	-0.1154	0.454267
18	-0.038946	-0.3017	0.381971
19	-0.054992	-0.426	0.335827
20	-0.15546	-1.2042	0.116622
21	0.057712	0.447	0.328229
22	-0.00712	-0.0552	0.4781
23	0.00282	0.0218	0.491323
24	-0.078524	-0.6082	0.272662
25	-0.003237	-0.0251	0.490038
26	-0.038868	-0.3011	0.382202
27	0.00446	0.0345	0.486278
28	0.004646	0.036	0.485706
29	-0.029107	-0.2255	0.411194
30	0.010717	0.083	0.467059
31	-0.097784	-0.7574	0.225877
32	0.010644	0.0824	0.467282
33	-0.019946	-0.1545	0.438867
34	0.00403	0.0312	0.4876
35	0.051122	0.396	0.34676
36	-0.090567	-0.7015	0.242842
37	0.046703	0.3618	0.359403
38	-0.067311	-0.5214	0.302007
39	0.052533	0.4069	0.342757
40	0.018212	0.1411	0.444144
41	0.019758	0.153	0.439437
42	-0.062269	-0.4823	0.315661
43	0.00927	0.0718	0.471498
44	-0.040169	-0.3111	0.378385
45	0.071897	0.5569	0.28983
46	-0.094213	-0.7298	0.234186
47	0.00776	0.0601	0.476134
48	0.004439	0.0344	0.486343

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 = 4 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 4 ; 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