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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 27 Dec 2010 19:12:29 +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/t1293477064rfxyfa9yhbzkhfc.htm/, Retrieved Mon, 06 May 2024 14:27:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116091, Retrieved Mon, 06 May 2024 14:27:26 +0000

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IsPrivate?

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User-defined keywords

Partial Autocorrelation Function d=1 & D=0 - Handelsbalans België (1995-2009)

Estimated Impact

112

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]
-   P         [(Partial) Autocorrelation Function] [D=1,d=0] [2010-12-17 17:04:47] [78a5cb23fbaf3f7e43a4286844511628]
-   PD            [(Partial) Autocorrelation Function] [Paper Statistiek] [2010-12-27 19:12:29] [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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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 & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116091&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116091&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116091&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	4 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.046806	-0.3595	0.360245
2	-0.332842	-2.5566	0.006582
3	0.006136	0.0471	0.481283
4	0.199125	1.5295	0.065741
5	-0.108373	-0.8324	0.204261
6	-0.442678	-3.4003	0.000606
7	0.034427	0.2644	0.396183
8	0.313767	2.4101	0.009543
9	-0.013326	-0.1024	0.459409
10	-0.258054	-1.9822	0.026063
11	0.141163	1.0843	0.141323
12	0.391274	3.0054	0.001945
13	-0.14017	-1.0767	0.143006
14	-0.289692	-2.2252	0.014953
15	-0.045815	-0.3519	0.363079
16	0.238986	1.8357	0.035722
17	-0.070245	-0.5396	0.295766
18	-0.164389	-1.2627	0.105833
19	0.098339	0.7554	0.22652
20	0.232317	1.7845	0.039745
21	-0.015713	-0.1207	0.452172
22	-0.308023	-2.366	0.010643
23	0.185847	1.4275	0.079351
24	0.16028	1.2311	0.111579
25	-0.218964	-1.6819	0.048938
26	-0.222677	-1.7104	0.046221
27	0.075884	0.5829	0.281098
28	0.140763	1.0812	0.141999
29	-0.050514	-0.388	0.349704
30	-0.068725	-0.5279	0.29978
31	0.103182	0.7926	0.215606
32	0.154206	1.1845	0.120487
33	-0.129517	-0.9948	0.161938
34	-0.122092	-0.9378	0.176084
35	0.084089	0.6459	0.260424
36	0.071635	0.5502	0.292117
37	-0.076277	-0.5859	0.280092
38	-0.104505	-0.8027	0.21268
39	0.075373	0.5789	0.282414
40	0.160458	1.2325	0.111325
41	-0.114712	-0.8811	0.190914
42	-0.083462	-0.6411	0.261974
43	0.026037	0.2	0.421085
44	0.030072	0.231	0.409062
45	-0.072443	-0.5564	0.290006
46	-0.071163	-0.5466	0.293353
47	0.091573	0.7034	0.242292
48	0.080762	0.6203	0.268711

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.046806 & -0.3595 & 0.360245 \tabularnewline
2 & -0.332842 & -2.5566 & 0.006582 \tabularnewline
3 & 0.006136 & 0.0471 & 0.481283 \tabularnewline
4 & 0.199125 & 1.5295 & 0.065741 \tabularnewline
5 & -0.108373 & -0.8324 & 0.204261 \tabularnewline
6 & -0.442678 & -3.4003 & 0.000606 \tabularnewline
7 & 0.034427 & 0.2644 & 0.396183 \tabularnewline
8 & 0.313767 & 2.4101 & 0.009543 \tabularnewline
9 & -0.013326 & -0.1024 & 0.459409 \tabularnewline
10 & -0.258054 & -1.9822 & 0.026063 \tabularnewline
11 & 0.141163 & 1.0843 & 0.141323 \tabularnewline
12 & 0.391274 & 3.0054 & 0.001945 \tabularnewline
13 & -0.14017 & -1.0767 & 0.143006 \tabularnewline
14 & -0.289692 & -2.2252 & 0.014953 \tabularnewline
15 & -0.045815 & -0.3519 & 0.363079 \tabularnewline
16 & 0.238986 & 1.8357 & 0.035722 \tabularnewline
17 & -0.070245 & -0.5396 & 0.295766 \tabularnewline
18 & -0.164389 & -1.2627 & 0.105833 \tabularnewline
19 & 0.098339 & 0.7554 & 0.22652 \tabularnewline
20 & 0.232317 & 1.7845 & 0.039745 \tabularnewline
21 & -0.015713 & -0.1207 & 0.452172 \tabularnewline
22 & -0.308023 & -2.366 & 0.010643 \tabularnewline
23 & 0.185847 & 1.4275 & 0.079351 \tabularnewline
24 & 0.16028 & 1.2311 & 0.111579 \tabularnewline
25 & -0.218964 & -1.6819 & 0.048938 \tabularnewline
26 & -0.222677 & -1.7104 & 0.046221 \tabularnewline
27 & 0.075884 & 0.5829 & 0.281098 \tabularnewline
28 & 0.140763 & 1.0812 & 0.141999 \tabularnewline
29 & -0.050514 & -0.388 & 0.349704 \tabularnewline
30 & -0.068725 & -0.5279 & 0.29978 \tabularnewline
31 & 0.103182 & 0.7926 & 0.215606 \tabularnewline
32 & 0.154206 & 1.1845 & 0.120487 \tabularnewline
33 & -0.129517 & -0.9948 & 0.161938 \tabularnewline
34 & -0.122092 & -0.9378 & 0.176084 \tabularnewline
35 & 0.084089 & 0.6459 & 0.260424 \tabularnewline
36 & 0.071635 & 0.5502 & 0.292117 \tabularnewline
37 & -0.076277 & -0.5859 & 0.280092 \tabularnewline
38 & -0.104505 & -0.8027 & 0.21268 \tabularnewline
39 & 0.075373 & 0.5789 & 0.282414 \tabularnewline
40 & 0.160458 & 1.2325 & 0.111325 \tabularnewline
41 & -0.114712 & -0.8811 & 0.190914 \tabularnewline
42 & -0.083462 & -0.6411 & 0.261974 \tabularnewline
43 & 0.026037 & 0.2 & 0.421085 \tabularnewline
44 & 0.030072 & 0.231 & 0.409062 \tabularnewline
45 & -0.072443 & -0.5564 & 0.290006 \tabularnewline
46 & -0.071163 & -0.5466 & 0.293353 \tabularnewline
47 & 0.091573 & 0.7034 & 0.242292 \tabularnewline
48 & 0.080762 & 0.6203 & 0.268711 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116091&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]-0.046806[/C][C]-0.3595[/C][C]0.360245[/C][/ROW]
[ROW][C]2[/C][C]-0.332842[/C][C]-2.5566[/C][C]0.006582[/C][/ROW]
[ROW][C]3[/C][C]0.006136[/C][C]0.0471[/C][C]0.481283[/C][/ROW]
[ROW][C]4[/C][C]0.199125[/C][C]1.5295[/C][C]0.065741[/C][/ROW]
[ROW][C]5[/C][C]-0.108373[/C][C]-0.8324[/C][C]0.204261[/C][/ROW]
[ROW][C]6[/C][C]-0.442678[/C][C]-3.4003[/C][C]0.000606[/C][/ROW]
[ROW][C]7[/C][C]0.034427[/C][C]0.2644[/C][C]0.396183[/C][/ROW]
[ROW][C]8[/C][C]0.313767[/C][C]2.4101[/C][C]0.009543[/C][/ROW]
[ROW][C]9[/C][C]-0.013326[/C][C]-0.1024[/C][C]0.459409[/C][/ROW]
[ROW][C]10[/C][C]-0.258054[/C][C]-1.9822[/C][C]0.026063[/C][/ROW]
[ROW][C]11[/C][C]0.141163[/C][C]1.0843[/C][C]0.141323[/C][/ROW]
[ROW][C]12[/C][C]0.391274[/C][C]3.0054[/C][C]0.001945[/C][/ROW]
[ROW][C]13[/C][C]-0.14017[/C][C]-1.0767[/C][C]0.143006[/C][/ROW]
[ROW][C]14[/C][C]-0.289692[/C][C]-2.2252[/C][C]0.014953[/C][/ROW]
[ROW][C]15[/C][C]-0.045815[/C][C]-0.3519[/C][C]0.363079[/C][/ROW]
[ROW][C]16[/C][C]0.238986[/C][C]1.8357[/C][C]0.035722[/C][/ROW]
[ROW][C]17[/C][C]-0.070245[/C][C]-0.5396[/C][C]0.295766[/C][/ROW]
[ROW][C]18[/C][C]-0.164389[/C][C]-1.2627[/C][C]0.105833[/C][/ROW]
[ROW][C]19[/C][C]0.098339[/C][C]0.7554[/C][C]0.22652[/C][/ROW]
[ROW][C]20[/C][C]0.232317[/C][C]1.7845[/C][C]0.039745[/C][/ROW]
[ROW][C]21[/C][C]-0.015713[/C][C]-0.1207[/C][C]0.452172[/C][/ROW]
[ROW][C]22[/C][C]-0.308023[/C][C]-2.366[/C][C]0.010643[/C][/ROW]
[ROW][C]23[/C][C]0.185847[/C][C]1.4275[/C][C]0.079351[/C][/ROW]
[ROW][C]24[/C][C]0.16028[/C][C]1.2311[/C][C]0.111579[/C][/ROW]
[ROW][C]25[/C][C]-0.218964[/C][C]-1.6819[/C][C]0.048938[/C][/ROW]
[ROW][C]26[/C][C]-0.222677[/C][C]-1.7104[/C][C]0.046221[/C][/ROW]
[ROW][C]27[/C][C]0.075884[/C][C]0.5829[/C][C]0.281098[/C][/ROW]
[ROW][C]28[/C][C]0.140763[/C][C]1.0812[/C][C]0.141999[/C][/ROW]
[ROW][C]29[/C][C]-0.050514[/C][C]-0.388[/C][C]0.349704[/C][/ROW]
[ROW][C]30[/C][C]-0.068725[/C][C]-0.5279[/C][C]0.29978[/C][/ROW]
[ROW][C]31[/C][C]0.103182[/C][C]0.7926[/C][C]0.215606[/C][/ROW]
[ROW][C]32[/C][C]0.154206[/C][C]1.1845[/C][C]0.120487[/C][/ROW]
[ROW][C]33[/C][C]-0.129517[/C][C]-0.9948[/C][C]0.161938[/C][/ROW]
[ROW][C]34[/C][C]-0.122092[/C][C]-0.9378[/C][C]0.176084[/C][/ROW]
[ROW][C]35[/C][C]0.084089[/C][C]0.6459[/C][C]0.260424[/C][/ROW]
[ROW][C]36[/C][C]0.071635[/C][C]0.5502[/C][C]0.292117[/C][/ROW]
[ROW][C]37[/C][C]-0.076277[/C][C]-0.5859[/C][C]0.280092[/C][/ROW]
[ROW][C]38[/C][C]-0.104505[/C][C]-0.8027[/C][C]0.21268[/C][/ROW]
[ROW][C]39[/C][C]0.075373[/C][C]0.5789[/C][C]0.282414[/C][/ROW]
[ROW][C]40[/C][C]0.160458[/C][C]1.2325[/C][C]0.111325[/C][/ROW]
[ROW][C]41[/C][C]-0.114712[/C][C]-0.8811[/C][C]0.190914[/C][/ROW]
[ROW][C]42[/C][C]-0.083462[/C][C]-0.6411[/C][C]0.261974[/C][/ROW]
[ROW][C]43[/C][C]0.026037[/C][C]0.2[/C][C]0.421085[/C][/ROW]
[ROW][C]44[/C][C]0.030072[/C][C]0.231[/C][C]0.409062[/C][/ROW]
[ROW][C]45[/C][C]-0.072443[/C][C]-0.5564[/C][C]0.290006[/C][/ROW]
[ROW][C]46[/C][C]-0.071163[/C][C]-0.5466[/C][C]0.293353[/C][/ROW]
[ROW][C]47[/C][C]0.091573[/C][C]0.7034[/C][C]0.242292[/C][/ROW]
[ROW][C]48[/C][C]0.080762[/C][C]0.6203[/C][C]0.268711[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116091&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116091&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	-0.046806	-0.3595	0.360245
2	-0.332842	-2.5566	0.006582
3	0.006136	0.0471	0.481283
4	0.199125	1.5295	0.065741
5	-0.108373	-0.8324	0.204261
6	-0.442678	-3.4003	0.000606
7	0.034427	0.2644	0.396183
8	0.313767	2.4101	0.009543
9	-0.013326	-0.1024	0.459409
10	-0.258054	-1.9822	0.026063
11	0.141163	1.0843	0.141323
12	0.391274	3.0054	0.001945
13	-0.14017	-1.0767	0.143006
14	-0.289692	-2.2252	0.014953
15	-0.045815	-0.3519	0.363079
16	0.238986	1.8357	0.035722
17	-0.070245	-0.5396	0.295766
18	-0.164389	-1.2627	0.105833
19	0.098339	0.7554	0.22652
20	0.232317	1.7845	0.039745
21	-0.015713	-0.1207	0.452172
22	-0.308023	-2.366	0.010643
23	0.185847	1.4275	0.079351
24	0.16028	1.2311	0.111579
25	-0.218964	-1.6819	0.048938
26	-0.222677	-1.7104	0.046221
27	0.075884	0.5829	0.281098
28	0.140763	1.0812	0.141999
29	-0.050514	-0.388	0.349704
30	-0.068725	-0.5279	0.29978
31	0.103182	0.7926	0.215606
32	0.154206	1.1845	0.120487
33	-0.129517	-0.9948	0.161938
34	-0.122092	-0.9378	0.176084
35	0.084089	0.6459	0.260424
36	0.071635	0.5502	0.292117
37	-0.076277	-0.5859	0.280092
38	-0.104505	-0.8027	0.21268
39	0.075373	0.5789	0.282414
40	0.160458	1.2325	0.111325
41	-0.114712	-0.8811	0.190914
42	-0.083462	-0.6411	0.261974
43	0.026037	0.2	0.421085
44	0.030072	0.231	0.409062
45	-0.072443	-0.5564	0.290006
46	-0.071163	-0.5466	0.293353
47	0.091573	0.7034	0.242292
48	0.080762	0.6203	0.268711

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.046806	-0.3595	0.360245
2	-0.335768	-2.5791	0.00621
3	-0.034326	-0.2637	0.39648
4	0.09669	0.7427	0.230307
5	-0.110653	-0.8499	0.199396
6	-0.419554	-3.2227	0.001035
7	-0.125446	-0.9636	0.169598
8	0.061451	0.472	0.319328
9	0.002357	0.0181	0.492808
10	-0.157749	-1.2117	0.11523
11	0.021143	0.1624	0.435771
12	0.195569	1.5022	0.06919
13	-0.036933	-0.2837	0.388822
14	-0.048788	-0.3748	0.354595
15	-0.177379	-1.3625	0.089113
16	0.023989	0.1843	0.427219
17	0.035856	0.2754	0.391979
18	0.146904	1.1284	0.13186
19	-0.017244	-0.1325	0.447538
20	0.002327	0.0179	0.4929
21	0.035294	0.2711	0.393631
22	-0.12267	-0.9422	0.174955
23	0.179037	1.3752	0.087133
24	0.007347	0.0564	0.477592
25	-0.119524	-0.9181	0.181158
26	-0.104807	-0.805	0.212016
27	-0.013521	-0.1039	0.458817
28	-0.153235	-1.177	0.121957
29	0.024089	0.185	0.426919
30	-0.005577	-0.0428	0.482988
31	-0.08718	-0.6696	0.25285
32	-0.040353	-0.31	0.378843
33	-0.027218	-0.2091	0.417558
34	0.001842	0.0141	0.49438
35	-0.110672	-0.8501	0.199357
36	0.027681	0.2126	0.416177
37	0.019317	0.1484	0.441276
38	0.048919	0.3758	0.354225
39	-0.049467	-0.38	0.352667
40	0.109986	0.8448	0.200813
41	-0.169308	-1.3005	0.099247
42	0.015735	0.1209	0.452105
43	-0.046309	-0.3557	0.361664
44	-0.094434	-0.7254	0.23555
45	0.037846	0.2907	0.386149
46	-0.033815	-0.2597	0.397984
47	-0.069642	-0.5349	0.297353
48	-0.069617	-0.5347	0.29742

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.046806 & -0.3595 & 0.360245 \tabularnewline
2 & -0.335768 & -2.5791 & 0.00621 \tabularnewline
3 & -0.034326 & -0.2637 & 0.39648 \tabularnewline
4 & 0.09669 & 0.7427 & 0.230307 \tabularnewline
5 & -0.110653 & -0.8499 & 0.199396 \tabularnewline
6 & -0.419554 & -3.2227 & 0.001035 \tabularnewline
7 & -0.125446 & -0.9636 & 0.169598 \tabularnewline
8 & 0.061451 & 0.472 & 0.319328 \tabularnewline
9 & 0.002357 & 0.0181 & 0.492808 \tabularnewline
10 & -0.157749 & -1.2117 & 0.11523 \tabularnewline
11 & 0.021143 & 0.1624 & 0.435771 \tabularnewline
12 & 0.195569 & 1.5022 & 0.06919 \tabularnewline
13 & -0.036933 & -0.2837 & 0.388822 \tabularnewline
14 & -0.048788 & -0.3748 & 0.354595 \tabularnewline
15 & -0.177379 & -1.3625 & 0.089113 \tabularnewline
16 & 0.023989 & 0.1843 & 0.427219 \tabularnewline
17 & 0.035856 & 0.2754 & 0.391979 \tabularnewline
18 & 0.146904 & 1.1284 & 0.13186 \tabularnewline
19 & -0.017244 & -0.1325 & 0.447538 \tabularnewline
20 & 0.002327 & 0.0179 & 0.4929 \tabularnewline
21 & 0.035294 & 0.2711 & 0.393631 \tabularnewline
22 & -0.12267 & -0.9422 & 0.174955 \tabularnewline
23 & 0.179037 & 1.3752 & 0.087133 \tabularnewline
24 & 0.007347 & 0.0564 & 0.477592 \tabularnewline
25 & -0.119524 & -0.9181 & 0.181158 \tabularnewline
26 & -0.104807 & -0.805 & 0.212016 \tabularnewline
27 & -0.013521 & -0.1039 & 0.458817 \tabularnewline
28 & -0.153235 & -1.177 & 0.121957 \tabularnewline
29 & 0.024089 & 0.185 & 0.426919 \tabularnewline
30 & -0.005577 & -0.0428 & 0.482988 \tabularnewline
31 & -0.08718 & -0.6696 & 0.25285 \tabularnewline
32 & -0.040353 & -0.31 & 0.378843 \tabularnewline
33 & -0.027218 & -0.2091 & 0.417558 \tabularnewline
34 & 0.001842 & 0.0141 & 0.49438 \tabularnewline
35 & -0.110672 & -0.8501 & 0.199357 \tabularnewline
36 & 0.027681 & 0.2126 & 0.416177 \tabularnewline
37 & 0.019317 & 0.1484 & 0.441276 \tabularnewline
38 & 0.048919 & 0.3758 & 0.354225 \tabularnewline
39 & -0.049467 & -0.38 & 0.352667 \tabularnewline
40 & 0.109986 & 0.8448 & 0.200813 \tabularnewline
41 & -0.169308 & -1.3005 & 0.099247 \tabularnewline
42 & 0.015735 & 0.1209 & 0.452105 \tabularnewline
43 & -0.046309 & -0.3557 & 0.361664 \tabularnewline
44 & -0.094434 & -0.7254 & 0.23555 \tabularnewline
45 & 0.037846 & 0.2907 & 0.386149 \tabularnewline
46 & -0.033815 & -0.2597 & 0.397984 \tabularnewline
47 & -0.069642 & -0.5349 & 0.297353 \tabularnewline
48 & -0.069617 & -0.5347 & 0.29742 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116091&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]-0.046806[/C][C]-0.3595[/C][C]0.360245[/C][/ROW]
[ROW][C]2[/C][C]-0.335768[/C][C]-2.5791[/C][C]0.00621[/C][/ROW]
[ROW][C]3[/C][C]-0.034326[/C][C]-0.2637[/C][C]0.39648[/C][/ROW]
[ROW][C]4[/C][C]0.09669[/C][C]0.7427[/C][C]0.230307[/C][/ROW]
[ROW][C]5[/C][C]-0.110653[/C][C]-0.8499[/C][C]0.199396[/C][/ROW]
[ROW][C]6[/C][C]-0.419554[/C][C]-3.2227[/C][C]0.001035[/C][/ROW]
[ROW][C]7[/C][C]-0.125446[/C][C]-0.9636[/C][C]0.169598[/C][/ROW]
[ROW][C]8[/C][C]0.061451[/C][C]0.472[/C][C]0.319328[/C][/ROW]
[ROW][C]9[/C][C]0.002357[/C][C]0.0181[/C][C]0.492808[/C][/ROW]
[ROW][C]10[/C][C]-0.157749[/C][C]-1.2117[/C][C]0.11523[/C][/ROW]
[ROW][C]11[/C][C]0.021143[/C][C]0.1624[/C][C]0.435771[/C][/ROW]
[ROW][C]12[/C][C]0.195569[/C][C]1.5022[/C][C]0.06919[/C][/ROW]
[ROW][C]13[/C][C]-0.036933[/C][C]-0.2837[/C][C]0.388822[/C][/ROW]
[ROW][C]14[/C][C]-0.048788[/C][C]-0.3748[/C][C]0.354595[/C][/ROW]
[ROW][C]15[/C][C]-0.177379[/C][C]-1.3625[/C][C]0.089113[/C][/ROW]
[ROW][C]16[/C][C]0.023989[/C][C]0.1843[/C][C]0.427219[/C][/ROW]
[ROW][C]17[/C][C]0.035856[/C][C]0.2754[/C][C]0.391979[/C][/ROW]
[ROW][C]18[/C][C]0.146904[/C][C]1.1284[/C][C]0.13186[/C][/ROW]
[ROW][C]19[/C][C]-0.017244[/C][C]-0.1325[/C][C]0.447538[/C][/ROW]
[ROW][C]20[/C][C]0.002327[/C][C]0.0179[/C][C]0.4929[/C][/ROW]
[ROW][C]21[/C][C]0.035294[/C][C]0.2711[/C][C]0.393631[/C][/ROW]
[ROW][C]22[/C][C]-0.12267[/C][C]-0.9422[/C][C]0.174955[/C][/ROW]
[ROW][C]23[/C][C]0.179037[/C][C]1.3752[/C][C]0.087133[/C][/ROW]
[ROW][C]24[/C][C]0.007347[/C][C]0.0564[/C][C]0.477592[/C][/ROW]
[ROW][C]25[/C][C]-0.119524[/C][C]-0.9181[/C][C]0.181158[/C][/ROW]
[ROW][C]26[/C][C]-0.104807[/C][C]-0.805[/C][C]0.212016[/C][/ROW]
[ROW][C]27[/C][C]-0.013521[/C][C]-0.1039[/C][C]0.458817[/C][/ROW]
[ROW][C]28[/C][C]-0.153235[/C][C]-1.177[/C][C]0.121957[/C][/ROW]
[ROW][C]29[/C][C]0.024089[/C][C]0.185[/C][C]0.426919[/C][/ROW]
[ROW][C]30[/C][C]-0.005577[/C][C]-0.0428[/C][C]0.482988[/C][/ROW]
[ROW][C]31[/C][C]-0.08718[/C][C]-0.6696[/C][C]0.25285[/C][/ROW]
[ROW][C]32[/C][C]-0.040353[/C][C]-0.31[/C][C]0.378843[/C][/ROW]
[ROW][C]33[/C][C]-0.027218[/C][C]-0.2091[/C][C]0.417558[/C][/ROW]
[ROW][C]34[/C][C]0.001842[/C][C]0.0141[/C][C]0.49438[/C][/ROW]
[ROW][C]35[/C][C]-0.110672[/C][C]-0.8501[/C][C]0.199357[/C][/ROW]
[ROW][C]36[/C][C]0.027681[/C][C]0.2126[/C][C]0.416177[/C][/ROW]
[ROW][C]37[/C][C]0.019317[/C][C]0.1484[/C][C]0.441276[/C][/ROW]
[ROW][C]38[/C][C]0.048919[/C][C]0.3758[/C][C]0.354225[/C][/ROW]
[ROW][C]39[/C][C]-0.049467[/C][C]-0.38[/C][C]0.352667[/C][/ROW]
[ROW][C]40[/C][C]0.109986[/C][C]0.8448[/C][C]0.200813[/C][/ROW]
[ROW][C]41[/C][C]-0.169308[/C][C]-1.3005[/C][C]0.099247[/C][/ROW]
[ROW][C]42[/C][C]0.015735[/C][C]0.1209[/C][C]0.452105[/C][/ROW]
[ROW][C]43[/C][C]-0.046309[/C][C]-0.3557[/C][C]0.361664[/C][/ROW]
[ROW][C]44[/C][C]-0.094434[/C][C]-0.7254[/C][C]0.23555[/C][/ROW]
[ROW][C]45[/C][C]0.037846[/C][C]0.2907[/C][C]0.386149[/C][/ROW]
[ROW][C]46[/C][C]-0.033815[/C][C]-0.2597[/C][C]0.397984[/C][/ROW]
[ROW][C]47[/C][C]-0.069642[/C][C]-0.5349[/C][C]0.297353[/C][/ROW]
[ROW][C]48[/C][C]-0.069617[/C][C]-0.5347[/C][C]0.29742[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116091&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116091&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	-0.046806	-0.3595	0.360245
2	-0.335768	-2.5791	0.00621
3	-0.034326	-0.2637	0.39648
4	0.09669	0.7427	0.230307
5	-0.110653	-0.8499	0.199396
6	-0.419554	-3.2227	0.001035
7	-0.125446	-0.9636	0.169598
8	0.061451	0.472	0.319328
9	0.002357	0.0181	0.492808
10	-0.157749	-1.2117	0.11523
11	0.021143	0.1624	0.435771
12	0.195569	1.5022	0.06919
13	-0.036933	-0.2837	0.388822
14	-0.048788	-0.3748	0.354595
15	-0.177379	-1.3625	0.089113
16	0.023989	0.1843	0.427219
17	0.035856	0.2754	0.391979
18	0.146904	1.1284	0.13186
19	-0.017244	-0.1325	0.447538
20	0.002327	0.0179	0.4929
21	0.035294	0.2711	0.393631
22	-0.12267	-0.9422	0.174955
23	0.179037	1.3752	0.087133
24	0.007347	0.0564	0.477592
25	-0.119524	-0.9181	0.181158
26	-0.104807	-0.805	0.212016
27	-0.013521	-0.1039	0.458817
28	-0.153235	-1.177	0.121957
29	0.024089	0.185	0.426919
30	-0.005577	-0.0428	0.482988
31	-0.08718	-0.6696	0.25285
32	-0.040353	-0.31	0.378843
33	-0.027218	-0.2091	0.417558
34	0.001842	0.0141	0.49438
35	-0.110672	-0.8501	0.199357
36	0.027681	0.2126	0.416177
37	0.019317	0.1484	0.441276
38	0.048919	0.3758	0.354225
39	-0.049467	-0.38	0.352667
40	0.109986	0.8448	0.200813
41	-0.169308	-1.3005	0.099247
42	0.015735	0.1209	0.452105
43	-0.046309	-0.3557	0.361664
44	-0.094434	-0.7254	0.23555
45	0.037846	0.2907	0.386149
46	-0.033815	-0.2597	0.397984
47	-0.069642	-0.5349	0.297353
48	-0.069617	-0.5347	0.29742

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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