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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 27 Dec 2010 19:09:24 +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/t1293476899oyl4sl2idb32bnc.htm/, Retrieved Mon, 06 May 2024 16:09:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116090, Retrieved Mon, 06 May 2024 16:09:40 +0000

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IsPrivate?

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User-defined keywords

Partial Autocorrelation Function - Handelbalans België (1995-2009)

Estimated Impact

110

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 19:09:24] [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	'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=116090&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=116090&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116090&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	0.811988	6.2896	0
2	0.659591	5.1092	2e-06
3	0.616111	4.7724	6e-06
4	0.528626	4.0947	6.4e-05
5	0.365002	2.8273	0.003185
6	0.235933	1.8275	0.036297
7	0.268913	2.083	0.020761
8	0.27149	2.1029	0.019837
9	0.188528	1.4603	0.074708
10	0.15358	1.1896	0.119439
11	0.201241	1.5588	0.062151
12	0.209096	1.6196	0.055276
13	0.101206	0.7839	0.218079
14	0.028151	0.2181	0.414063
15	0.045208	0.3502	0.363714
16	0.032624	0.2527	0.400679
17	-0.045331	-0.3511	0.36336
18	-0.078874	-0.611	0.27177
19	-0.053447	-0.414	0.340175
20	-0.055573	-0.4305	0.334199
21	-0.112076	-0.8681	0.194389
22	-0.173479	-1.3438	0.092043
23	-0.130349	-1.0097	0.158351
24	-0.142849	-1.1065	0.136463
25	-0.206398	-1.5987	0.057565
26	-0.191988	-1.4871	0.071108
27	-0.114008	-0.8831	0.190353
28	-0.099262	-0.7689	0.222489
29	-0.113395	-0.8784	0.191629
30	-0.096289	-0.7459	0.229335
31	-0.060366	-0.4676	0.320884
32	-0.051675	-0.4003	0.345188
33	-0.090838	-0.7036	0.242193
34	-0.106151	-0.8222	0.207097
35	-0.105852	-0.8199	0.207752
36	-0.127037	-0.984	0.164527
37	-0.176353	-1.366	0.088515
38	-0.19299	-1.4949	0.070092
39	-0.171585	-1.3291	0.094425
40	-0.192536	-1.4914	0.070551
41	-0.238455	-1.8471	0.034835
42	-0.23894	-1.8508	0.03456
43	-0.215174	-1.6667	0.05039
44	-0.190027	-1.4719	0.073131
45	-0.168933	-1.3085	0.097839
46	-0.147578	-1.1431	0.128762
47	-0.097628	-0.7562	0.226236
48	-0.091506	-0.7088	0.240596

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.811988 & 6.2896 & 0 \tabularnewline
2 & 0.659591 & 5.1092 & 2e-06 \tabularnewline
3 & 0.616111 & 4.7724 & 6e-06 \tabularnewline
4 & 0.528626 & 4.0947 & 6.4e-05 \tabularnewline
5 & 0.365002 & 2.8273 & 0.003185 \tabularnewline
6 & 0.235933 & 1.8275 & 0.036297 \tabularnewline
7 & 0.268913 & 2.083 & 0.020761 \tabularnewline
8 & 0.27149 & 2.1029 & 0.019837 \tabularnewline
9 & 0.188528 & 1.4603 & 0.074708 \tabularnewline
10 & 0.15358 & 1.1896 & 0.119439 \tabularnewline
11 & 0.201241 & 1.5588 & 0.062151 \tabularnewline
12 & 0.209096 & 1.6196 & 0.055276 \tabularnewline
13 & 0.101206 & 0.7839 & 0.218079 \tabularnewline
14 & 0.028151 & 0.2181 & 0.414063 \tabularnewline
15 & 0.045208 & 0.3502 & 0.363714 \tabularnewline
16 & 0.032624 & 0.2527 & 0.400679 \tabularnewline
17 & -0.045331 & -0.3511 & 0.36336 \tabularnewline
18 & -0.078874 & -0.611 & 0.27177 \tabularnewline
19 & -0.053447 & -0.414 & 0.340175 \tabularnewline
20 & -0.055573 & -0.4305 & 0.334199 \tabularnewline
21 & -0.112076 & -0.8681 & 0.194389 \tabularnewline
22 & -0.173479 & -1.3438 & 0.092043 \tabularnewline
23 & -0.130349 & -1.0097 & 0.158351 \tabularnewline
24 & -0.142849 & -1.1065 & 0.136463 \tabularnewline
25 & -0.206398 & -1.5987 & 0.057565 \tabularnewline
26 & -0.191988 & -1.4871 & 0.071108 \tabularnewline
27 & -0.114008 & -0.8831 & 0.190353 \tabularnewline
28 & -0.099262 & -0.7689 & 0.222489 \tabularnewline
29 & -0.113395 & -0.8784 & 0.191629 \tabularnewline
30 & -0.096289 & -0.7459 & 0.229335 \tabularnewline
31 & -0.060366 & -0.4676 & 0.320884 \tabularnewline
32 & -0.051675 & -0.4003 & 0.345188 \tabularnewline
33 & -0.090838 & -0.7036 & 0.242193 \tabularnewline
34 & -0.106151 & -0.8222 & 0.207097 \tabularnewline
35 & -0.105852 & -0.8199 & 0.207752 \tabularnewline
36 & -0.127037 & -0.984 & 0.164527 \tabularnewline
37 & -0.176353 & -1.366 & 0.088515 \tabularnewline
38 & -0.19299 & -1.4949 & 0.070092 \tabularnewline
39 & -0.171585 & -1.3291 & 0.094425 \tabularnewline
40 & -0.192536 & -1.4914 & 0.070551 \tabularnewline
41 & -0.238455 & -1.8471 & 0.034835 \tabularnewline
42 & -0.23894 & -1.8508 & 0.03456 \tabularnewline
43 & -0.215174 & -1.6667 & 0.05039 \tabularnewline
44 & -0.190027 & -1.4719 & 0.073131 \tabularnewline
45 & -0.168933 & -1.3085 & 0.097839 \tabularnewline
46 & -0.147578 & -1.1431 & 0.128762 \tabularnewline
47 & -0.097628 & -0.7562 & 0.226236 \tabularnewline
48 & -0.091506 & -0.7088 & 0.240596 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116090&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]0.811988[/C][C]6.2896[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.659591[/C][C]5.1092[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.616111[/C][C]4.7724[/C][C]6e-06[/C][/ROW]
[ROW][C]4[/C][C]0.528626[/C][C]4.0947[/C][C]6.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.365002[/C][C]2.8273[/C][C]0.003185[/C][/ROW]
[ROW][C]6[/C][C]0.235933[/C][C]1.8275[/C][C]0.036297[/C][/ROW]
[ROW][C]7[/C][C]0.268913[/C][C]2.083[/C][C]0.020761[/C][/ROW]
[ROW][C]8[/C][C]0.27149[/C][C]2.1029[/C][C]0.019837[/C][/ROW]
[ROW][C]9[/C][C]0.188528[/C][C]1.4603[/C][C]0.074708[/C][/ROW]
[ROW][C]10[/C][C]0.15358[/C][C]1.1896[/C][C]0.119439[/C][/ROW]
[ROW][C]11[/C][C]0.201241[/C][C]1.5588[/C][C]0.062151[/C][/ROW]
[ROW][C]12[/C][C]0.209096[/C][C]1.6196[/C][C]0.055276[/C][/ROW]
[ROW][C]13[/C][C]0.101206[/C][C]0.7839[/C][C]0.218079[/C][/ROW]
[ROW][C]14[/C][C]0.028151[/C][C]0.2181[/C][C]0.414063[/C][/ROW]
[ROW][C]15[/C][C]0.045208[/C][C]0.3502[/C][C]0.363714[/C][/ROW]
[ROW][C]16[/C][C]0.032624[/C][C]0.2527[/C][C]0.400679[/C][/ROW]
[ROW][C]17[/C][C]-0.045331[/C][C]-0.3511[/C][C]0.36336[/C][/ROW]
[ROW][C]18[/C][C]-0.078874[/C][C]-0.611[/C][C]0.27177[/C][/ROW]
[ROW][C]19[/C][C]-0.053447[/C][C]-0.414[/C][C]0.340175[/C][/ROW]
[ROW][C]20[/C][C]-0.055573[/C][C]-0.4305[/C][C]0.334199[/C][/ROW]
[ROW][C]21[/C][C]-0.112076[/C][C]-0.8681[/C][C]0.194389[/C][/ROW]
[ROW][C]22[/C][C]-0.173479[/C][C]-1.3438[/C][C]0.092043[/C][/ROW]
[ROW][C]23[/C][C]-0.130349[/C][C]-1.0097[/C][C]0.158351[/C][/ROW]
[ROW][C]24[/C][C]-0.142849[/C][C]-1.1065[/C][C]0.136463[/C][/ROW]
[ROW][C]25[/C][C]-0.206398[/C][C]-1.5987[/C][C]0.057565[/C][/ROW]
[ROW][C]26[/C][C]-0.191988[/C][C]-1.4871[/C][C]0.071108[/C][/ROW]
[ROW][C]27[/C][C]-0.114008[/C][C]-0.8831[/C][C]0.190353[/C][/ROW]
[ROW][C]28[/C][C]-0.099262[/C][C]-0.7689[/C][C]0.222489[/C][/ROW]
[ROW][C]29[/C][C]-0.113395[/C][C]-0.8784[/C][C]0.191629[/C][/ROW]
[ROW][C]30[/C][C]-0.096289[/C][C]-0.7459[/C][C]0.229335[/C][/ROW]
[ROW][C]31[/C][C]-0.060366[/C][C]-0.4676[/C][C]0.320884[/C][/ROW]
[ROW][C]32[/C][C]-0.051675[/C][C]-0.4003[/C][C]0.345188[/C][/ROW]
[ROW][C]33[/C][C]-0.090838[/C][C]-0.7036[/C][C]0.242193[/C][/ROW]
[ROW][C]34[/C][C]-0.106151[/C][C]-0.8222[/C][C]0.207097[/C][/ROW]
[ROW][C]35[/C][C]-0.105852[/C][C]-0.8199[/C][C]0.207752[/C][/ROW]
[ROW][C]36[/C][C]-0.127037[/C][C]-0.984[/C][C]0.164527[/C][/ROW]
[ROW][C]37[/C][C]-0.176353[/C][C]-1.366[/C][C]0.088515[/C][/ROW]
[ROW][C]38[/C][C]-0.19299[/C][C]-1.4949[/C][C]0.070092[/C][/ROW]
[ROW][C]39[/C][C]-0.171585[/C][C]-1.3291[/C][C]0.094425[/C][/ROW]
[ROW][C]40[/C][C]-0.192536[/C][C]-1.4914[/C][C]0.070551[/C][/ROW]
[ROW][C]41[/C][C]-0.238455[/C][C]-1.8471[/C][C]0.034835[/C][/ROW]
[ROW][C]42[/C][C]-0.23894[/C][C]-1.8508[/C][C]0.03456[/C][/ROW]
[ROW][C]43[/C][C]-0.215174[/C][C]-1.6667[/C][C]0.05039[/C][/ROW]
[ROW][C]44[/C][C]-0.190027[/C][C]-1.4719[/C][C]0.073131[/C][/ROW]
[ROW][C]45[/C][C]-0.168933[/C][C]-1.3085[/C][C]0.097839[/C][/ROW]
[ROW][C]46[/C][C]-0.147578[/C][C]-1.1431[/C][C]0.128762[/C][/ROW]
[ROW][C]47[/C][C]-0.097628[/C][C]-0.7562[/C][C]0.226236[/C][/ROW]
[ROW][C]48[/C][C]-0.091506[/C][C]-0.7088[/C][C]0.240596[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116090&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116090&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	0.811988	6.2896	0
2	0.659591	5.1092	2e-06
3	0.616111	4.7724	6e-06
4	0.528626	4.0947	6.4e-05
5	0.365002	2.8273	0.003185
6	0.235933	1.8275	0.036297
7	0.268913	2.083	0.020761
8	0.27149	2.1029	0.019837
9	0.188528	1.4603	0.074708
10	0.15358	1.1896	0.119439
11	0.201241	1.5588	0.062151
12	0.209096	1.6196	0.055276
13	0.101206	0.7839	0.218079
14	0.028151	0.2181	0.414063
15	0.045208	0.3502	0.363714
16	0.032624	0.2527	0.400679
17	-0.045331	-0.3511	0.36336
18	-0.078874	-0.611	0.27177
19	-0.053447	-0.414	0.340175
20	-0.055573	-0.4305	0.334199
21	-0.112076	-0.8681	0.194389
22	-0.173479	-1.3438	0.092043
23	-0.130349	-1.0097	0.158351
24	-0.142849	-1.1065	0.136463
25	-0.206398	-1.5987	0.057565
26	-0.191988	-1.4871	0.071108
27	-0.114008	-0.8831	0.190353
28	-0.099262	-0.7689	0.222489
29	-0.113395	-0.8784	0.191629
30	-0.096289	-0.7459	0.229335
31	-0.060366	-0.4676	0.320884
32	-0.051675	-0.4003	0.345188
33	-0.090838	-0.7036	0.242193
34	-0.106151	-0.8222	0.207097
35	-0.105852	-0.8199	0.207752
36	-0.127037	-0.984	0.164527
37	-0.176353	-1.366	0.088515
38	-0.19299	-1.4949	0.070092
39	-0.171585	-1.3291	0.094425
40	-0.192536	-1.4914	0.070551
41	-0.238455	-1.8471	0.034835
42	-0.23894	-1.8508	0.03456
43	-0.215174	-1.6667	0.05039
44	-0.190027	-1.4719	0.073131
45	-0.168933	-1.3085	0.097839
46	-0.147578	-1.1431	0.128762
47	-0.097628	-0.7562	0.226236
48	-0.091506	-0.7088	0.240596

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.811988	6.2896	0
2	0.00078	0.006	0.497599
3	0.235753	1.8261	0.036403
4	-0.114759	-0.8889	0.188797
5	-0.223578	-1.7318	0.044221
6	-0.089478	-0.6931	0.245464
7	0.345041	2.6727	0.004838
8	0.048622	0.3766	0.35389
9	-0.087191	-0.6754	0.251015
10	-0.067491	-0.5228	0.301525
11	0.07048	0.5459	0.293567
12	0.025402	0.1968	0.422339
13	-0.151848	-1.1762	0.122079
14	-0.107609	-0.8335	0.203925
15	0.040269	0.3119	0.37809
16	0.086808	0.6724	0.251952
17	-0.003468	-0.0269	0.48933
18	-0.054413	-0.4215	0.337455
19	-0.119744	-0.9275	0.178682
20	0.004654	0.036	0.485682
21	0.020849	0.1615	0.436122
22	-0.160057	-1.2398	0.109939
23	0.108092	0.8373	0.202879
24	-0.095862	-0.7425	0.230328
25	0.030972	0.2399	0.40561
26	0.113874	0.8821	0.190631
27	0.092887	0.7195	0.237313
28	-0.173618	-1.3448	0.09187
29	0.082308	0.6376	0.263095
30	-0.090843	-0.7037	0.24218
31	0.001888	0.0146	0.494189
32	0.095363	0.7387	0.23149
33	-0.03761	-0.2913	0.385904
34	-0.101055	-0.7828	0.21842
35	-0.080177	-0.621	0.26846
36	0.00727	0.0563	0.477638
37	-0.051901	-0.402	0.344547
38	-0.019251	-0.1491	0.440981
39	-0.062768	-0.4862	0.314299
40	-0.056748	-0.4396	0.330916
41	-0.08206	-0.6356	0.263716
42	0.059806	0.4633	0.322428
43	0.022977	0.178	0.42967
44	0.020647	0.1599	0.436737
45	0.133986	1.0379	0.151752
46	-0.113449	-0.8788	0.191515
47	0.000451	0.0035	0.498612
48	-0.084881	-0.6575	0.256691

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.811988 & 6.2896 & 0 \tabularnewline
2 & 0.00078 & 0.006 & 0.497599 \tabularnewline
3 & 0.235753 & 1.8261 & 0.036403 \tabularnewline
4 & -0.114759 & -0.8889 & 0.188797 \tabularnewline
5 & -0.223578 & -1.7318 & 0.044221 \tabularnewline
6 & -0.089478 & -0.6931 & 0.245464 \tabularnewline
7 & 0.345041 & 2.6727 & 0.004838 \tabularnewline
8 & 0.048622 & 0.3766 & 0.35389 \tabularnewline
9 & -0.087191 & -0.6754 & 0.251015 \tabularnewline
10 & -0.067491 & -0.5228 & 0.301525 \tabularnewline
11 & 0.07048 & 0.5459 & 0.293567 \tabularnewline
12 & 0.025402 & 0.1968 & 0.422339 \tabularnewline
13 & -0.151848 & -1.1762 & 0.122079 \tabularnewline
14 & -0.107609 & -0.8335 & 0.203925 \tabularnewline
15 & 0.040269 & 0.3119 & 0.37809 \tabularnewline
16 & 0.086808 & 0.6724 & 0.251952 \tabularnewline
17 & -0.003468 & -0.0269 & 0.48933 \tabularnewline
18 & -0.054413 & -0.4215 & 0.337455 \tabularnewline
19 & -0.119744 & -0.9275 & 0.178682 \tabularnewline
20 & 0.004654 & 0.036 & 0.485682 \tabularnewline
21 & 0.020849 & 0.1615 & 0.436122 \tabularnewline
22 & -0.160057 & -1.2398 & 0.109939 \tabularnewline
23 & 0.108092 & 0.8373 & 0.202879 \tabularnewline
24 & -0.095862 & -0.7425 & 0.230328 \tabularnewline
25 & 0.030972 & 0.2399 & 0.40561 \tabularnewline
26 & 0.113874 & 0.8821 & 0.190631 \tabularnewline
27 & 0.092887 & 0.7195 & 0.237313 \tabularnewline
28 & -0.173618 & -1.3448 & 0.09187 \tabularnewline
29 & 0.082308 & 0.6376 & 0.263095 \tabularnewline
30 & -0.090843 & -0.7037 & 0.24218 \tabularnewline
31 & 0.001888 & 0.0146 & 0.494189 \tabularnewline
32 & 0.095363 & 0.7387 & 0.23149 \tabularnewline
33 & -0.03761 & -0.2913 & 0.385904 \tabularnewline
34 & -0.101055 & -0.7828 & 0.21842 \tabularnewline
35 & -0.080177 & -0.621 & 0.26846 \tabularnewline
36 & 0.00727 & 0.0563 & 0.477638 \tabularnewline
37 & -0.051901 & -0.402 & 0.344547 \tabularnewline
38 & -0.019251 & -0.1491 & 0.440981 \tabularnewline
39 & -0.062768 & -0.4862 & 0.314299 \tabularnewline
40 & -0.056748 & -0.4396 & 0.330916 \tabularnewline
41 & -0.08206 & -0.6356 & 0.263716 \tabularnewline
42 & 0.059806 & 0.4633 & 0.322428 \tabularnewline
43 & 0.022977 & 0.178 & 0.42967 \tabularnewline
44 & 0.020647 & 0.1599 & 0.436737 \tabularnewline
45 & 0.133986 & 1.0379 & 0.151752 \tabularnewline
46 & -0.113449 & -0.8788 & 0.191515 \tabularnewline
47 & 0.000451 & 0.0035 & 0.498612 \tabularnewline
48 & -0.084881 & -0.6575 & 0.256691 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116090&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]0.811988[/C][C]6.2896[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.00078[/C][C]0.006[/C][C]0.497599[/C][/ROW]
[ROW][C]3[/C][C]0.235753[/C][C]1.8261[/C][C]0.036403[/C][/ROW]
[ROW][C]4[/C][C]-0.114759[/C][C]-0.8889[/C][C]0.188797[/C][/ROW]
[ROW][C]5[/C][C]-0.223578[/C][C]-1.7318[/C][C]0.044221[/C][/ROW]
[ROW][C]6[/C][C]-0.089478[/C][C]-0.6931[/C][C]0.245464[/C][/ROW]
[ROW][C]7[/C][C]0.345041[/C][C]2.6727[/C][C]0.004838[/C][/ROW]
[ROW][C]8[/C][C]0.048622[/C][C]0.3766[/C][C]0.35389[/C][/ROW]
[ROW][C]9[/C][C]-0.087191[/C][C]-0.6754[/C][C]0.251015[/C][/ROW]
[ROW][C]10[/C][C]-0.067491[/C][C]-0.5228[/C][C]0.301525[/C][/ROW]
[ROW][C]11[/C][C]0.07048[/C][C]0.5459[/C][C]0.293567[/C][/ROW]
[ROW][C]12[/C][C]0.025402[/C][C]0.1968[/C][C]0.422339[/C][/ROW]
[ROW][C]13[/C][C]-0.151848[/C][C]-1.1762[/C][C]0.122079[/C][/ROW]
[ROW][C]14[/C][C]-0.107609[/C][C]-0.8335[/C][C]0.203925[/C][/ROW]
[ROW][C]15[/C][C]0.040269[/C][C]0.3119[/C][C]0.37809[/C][/ROW]
[ROW][C]16[/C][C]0.086808[/C][C]0.6724[/C][C]0.251952[/C][/ROW]
[ROW][C]17[/C][C]-0.003468[/C][C]-0.0269[/C][C]0.48933[/C][/ROW]
[ROW][C]18[/C][C]-0.054413[/C][C]-0.4215[/C][C]0.337455[/C][/ROW]
[ROW][C]19[/C][C]-0.119744[/C][C]-0.9275[/C][C]0.178682[/C][/ROW]
[ROW][C]20[/C][C]0.004654[/C][C]0.036[/C][C]0.485682[/C][/ROW]
[ROW][C]21[/C][C]0.020849[/C][C]0.1615[/C][C]0.436122[/C][/ROW]
[ROW][C]22[/C][C]-0.160057[/C][C]-1.2398[/C][C]0.109939[/C][/ROW]
[ROW][C]23[/C][C]0.108092[/C][C]0.8373[/C][C]0.202879[/C][/ROW]
[ROW][C]24[/C][C]-0.095862[/C][C]-0.7425[/C][C]0.230328[/C][/ROW]
[ROW][C]25[/C][C]0.030972[/C][C]0.2399[/C][C]0.40561[/C][/ROW]
[ROW][C]26[/C][C]0.113874[/C][C]0.8821[/C][C]0.190631[/C][/ROW]
[ROW][C]27[/C][C]0.092887[/C][C]0.7195[/C][C]0.237313[/C][/ROW]
[ROW][C]28[/C][C]-0.173618[/C][C]-1.3448[/C][C]0.09187[/C][/ROW]
[ROW][C]29[/C][C]0.082308[/C][C]0.6376[/C][C]0.263095[/C][/ROW]
[ROW][C]30[/C][C]-0.090843[/C][C]-0.7037[/C][C]0.24218[/C][/ROW]
[ROW][C]31[/C][C]0.001888[/C][C]0.0146[/C][C]0.494189[/C][/ROW]
[ROW][C]32[/C][C]0.095363[/C][C]0.7387[/C][C]0.23149[/C][/ROW]
[ROW][C]33[/C][C]-0.03761[/C][C]-0.2913[/C][C]0.385904[/C][/ROW]
[ROW][C]34[/C][C]-0.101055[/C][C]-0.7828[/C][C]0.21842[/C][/ROW]
[ROW][C]35[/C][C]-0.080177[/C][C]-0.621[/C][C]0.26846[/C][/ROW]
[ROW][C]36[/C][C]0.00727[/C][C]0.0563[/C][C]0.477638[/C][/ROW]
[ROW][C]37[/C][C]-0.051901[/C][C]-0.402[/C][C]0.344547[/C][/ROW]
[ROW][C]38[/C][C]-0.019251[/C][C]-0.1491[/C][C]0.440981[/C][/ROW]
[ROW][C]39[/C][C]-0.062768[/C][C]-0.4862[/C][C]0.314299[/C][/ROW]
[ROW][C]40[/C][C]-0.056748[/C][C]-0.4396[/C][C]0.330916[/C][/ROW]
[ROW][C]41[/C][C]-0.08206[/C][C]-0.6356[/C][C]0.263716[/C][/ROW]
[ROW][C]42[/C][C]0.059806[/C][C]0.4633[/C][C]0.322428[/C][/ROW]
[ROW][C]43[/C][C]0.022977[/C][C]0.178[/C][C]0.42967[/C][/ROW]
[ROW][C]44[/C][C]0.020647[/C][C]0.1599[/C][C]0.436737[/C][/ROW]
[ROW][C]45[/C][C]0.133986[/C][C]1.0379[/C][C]0.151752[/C][/ROW]
[ROW][C]46[/C][C]-0.113449[/C][C]-0.8788[/C][C]0.191515[/C][/ROW]
[ROW][C]47[/C][C]0.000451[/C][C]0.0035[/C][C]0.498612[/C][/ROW]
[ROW][C]48[/C][C]-0.084881[/C][C]-0.6575[/C][C]0.256691[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116090&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116090&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	0.811988	6.2896	0
2	0.00078	0.006	0.497599
3	0.235753	1.8261	0.036403
4	-0.114759	-0.8889	0.188797
5	-0.223578	-1.7318	0.044221
6	-0.089478	-0.6931	0.245464
7	0.345041	2.6727	0.004838
8	0.048622	0.3766	0.35389
9	-0.087191	-0.6754	0.251015
10	-0.067491	-0.5228	0.301525
11	0.07048	0.5459	0.293567
12	0.025402	0.1968	0.422339
13	-0.151848	-1.1762	0.122079
14	-0.107609	-0.8335	0.203925
15	0.040269	0.3119	0.37809
16	0.086808	0.6724	0.251952
17	-0.003468	-0.0269	0.48933
18	-0.054413	-0.4215	0.337455
19	-0.119744	-0.9275	0.178682
20	0.004654	0.036	0.485682
21	0.020849	0.1615	0.436122
22	-0.160057	-1.2398	0.109939
23	0.108092	0.8373	0.202879
24	-0.095862	-0.7425	0.230328
25	0.030972	0.2399	0.40561
26	0.113874	0.8821	0.190631
27	0.092887	0.7195	0.237313
28	-0.173618	-1.3448	0.09187
29	0.082308	0.6376	0.263095
30	-0.090843	-0.7037	0.24218
31	0.001888	0.0146	0.494189
32	0.095363	0.7387	0.23149
33	-0.03761	-0.2913	0.385904
34	-0.101055	-0.7828	0.21842
35	-0.080177	-0.621	0.26846
36	0.00727	0.0563	0.477638
37	-0.051901	-0.402	0.344547
38	-0.019251	-0.1491	0.440981
39	-0.062768	-0.4862	0.314299
40	-0.056748	-0.4396	0.330916
41	-0.08206	-0.6356	0.263716
42	0.059806	0.4633	0.322428
43	0.022977	0.178	0.42967
44	0.020647	0.1599	0.436737
45	0.133986	1.0379	0.151752
46	-0.113449	-0.8788	0.191515
47	0.000451	0.0035	0.498612
48	-0.084881	-0.6575	0.256691

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