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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 29 Dec 2010 19:45:20 +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/29/t1293651828p2ho6wpblyqn6xb.htm/, Retrieved Fri, 03 May 2024 08:38:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=117067, Retrieved Fri, 03 May 2024 08:38:07 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

140

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [Workshop 6 'Aanta...] [2010-12-14 16:26:00] [40c8b935cbad1b0be3c22a481f9723f7]
-           [(Partial) Autocorrelation Function] [] [2010-12-16 00:41:10] [bcc4ad4a6c0f95d5b548de29638ac6c2]
-   P         [(Partial) Autocorrelation Function] [] [2010-12-16 01:31:32] [bcc4ad4a6c0f95d5b548de29638ac6c2]
-               [(Partial) Autocorrelation Function] [ACF] [2010-12-16 17:57:21] [f1aa04283d83c25edc8ae3bb0d0fb93e]
-    D            [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-27 14:52:24] [f1aa04283d83c25edc8ae3bb0d0fb93e]
-   P                 [(Partial) Autocorrelation Function] [autocorrelatie] [2010-12-29 19:45:20] [b90a48a1f8ff99465eedb4ebbc8930ab] [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	1 seconds
R Server	'Gwilym Jenkins' @ www.wessa.org

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ www.wessa.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117067&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ www.wessa.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117067&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117067&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	1 seconds
R Server	'Gwilym Jenkins' @ www.wessa.org

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.944801	7.3184	0
2	0.889427	6.8895	0
3	0.827109	6.4068	0
4	0.739387	5.7273	0
5	0.662083	5.1285	2e-06
6	0.573183	4.4399	2e-05
7	0.482718	3.7391	0.000207
8	0.38627	2.992	0.002009
9	0.295925	2.2922	0.012708
10	0.213388	1.6529	0.051788
11	0.142264	1.102	0.137438
12	0.075807	0.5872	0.279637
13	0.006147	0.0476	0.481092
14	-0.072132	-0.5587	0.289212
15	-0.149141	-1.1552	0.126286
16	-0.213024	-1.6501	0.052076
17	-0.274886	-2.1293	0.018673
18	-0.330903	-2.5632	0.006449
19	-0.363898	-2.8187	0.003261
20	-0.394238	-3.0538	0.001684
21	-0.414431	-3.2102	0.001066
22	-0.403136	-3.1227	0.001379
23	-0.389598	-3.0178	0.001867
24	-0.376939	-2.9198	0.002464
25	-0.353864	-2.741	0.004029
26	-0.3304	-2.5593	0.006514
27	-0.312097	-2.4175	0.009342
28	-0.289609	-2.2433	0.014291
29	-0.263492	-2.041	0.022829
30	-0.240135	-1.8601	0.033889
31	-0.21952	-1.7004	0.047117
32	-0.203046	-1.5728	0.060513
33	-0.184182	-1.4267	0.07943
34	-0.168274	-1.3034	0.098702
35	-0.149882	-1.161	0.125124
36	-0.122018	-0.9451	0.174188
37	-0.109391	-0.8473	0.200088
38	-0.094214	-0.7298	0.234182
39	-0.084715	-0.6562	0.257101
40	-0.082914	-0.6422	0.26158
41	-0.062804	-0.4865	0.314201
42	-0.049131	-0.3806	0.352435
43	-0.038974	-0.3019	0.381888
44	-0.028265	-0.2189	0.413719
45	-0.022351	-0.1731	0.431565
46	-0.013839	-0.1072	0.457496
47	-0.013812	-0.107	0.457577
48	-0.005703	-0.0442	0.482456

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.944801 & 7.3184 & 0 \tabularnewline
2 & 0.889427 & 6.8895 & 0 \tabularnewline
3 & 0.827109 & 6.4068 & 0 \tabularnewline
4 & 0.739387 & 5.7273 & 0 \tabularnewline
5 & 0.662083 & 5.1285 & 2e-06 \tabularnewline
6 & 0.573183 & 4.4399 & 2e-05 \tabularnewline
7 & 0.482718 & 3.7391 & 0.000207 \tabularnewline
8 & 0.38627 & 2.992 & 0.002009 \tabularnewline
9 & 0.295925 & 2.2922 & 0.012708 \tabularnewline
10 & 0.213388 & 1.6529 & 0.051788 \tabularnewline
11 & 0.142264 & 1.102 & 0.137438 \tabularnewline
12 & 0.075807 & 0.5872 & 0.279637 \tabularnewline
13 & 0.006147 & 0.0476 & 0.481092 \tabularnewline
14 & -0.072132 & -0.5587 & 0.289212 \tabularnewline
15 & -0.149141 & -1.1552 & 0.126286 \tabularnewline
16 & -0.213024 & -1.6501 & 0.052076 \tabularnewline
17 & -0.274886 & -2.1293 & 0.018673 \tabularnewline
18 & -0.330903 & -2.5632 & 0.006449 \tabularnewline
19 & -0.363898 & -2.8187 & 0.003261 \tabularnewline
20 & -0.394238 & -3.0538 & 0.001684 \tabularnewline
21 & -0.414431 & -3.2102 & 0.001066 \tabularnewline
22 & -0.403136 & -3.1227 & 0.001379 \tabularnewline
23 & -0.389598 & -3.0178 & 0.001867 \tabularnewline
24 & -0.376939 & -2.9198 & 0.002464 \tabularnewline
25 & -0.353864 & -2.741 & 0.004029 \tabularnewline
26 & -0.3304 & -2.5593 & 0.006514 \tabularnewline
27 & -0.312097 & -2.4175 & 0.009342 \tabularnewline
28 & -0.289609 & -2.2433 & 0.014291 \tabularnewline
29 & -0.263492 & -2.041 & 0.022829 \tabularnewline
30 & -0.240135 & -1.8601 & 0.033889 \tabularnewline
31 & -0.21952 & -1.7004 & 0.047117 \tabularnewline
32 & -0.203046 & -1.5728 & 0.060513 \tabularnewline
33 & -0.184182 & -1.4267 & 0.07943 \tabularnewline
34 & -0.168274 & -1.3034 & 0.098702 \tabularnewline
35 & -0.149882 & -1.161 & 0.125124 \tabularnewline
36 & -0.122018 & -0.9451 & 0.174188 \tabularnewline
37 & -0.109391 & -0.8473 & 0.200088 \tabularnewline
38 & -0.094214 & -0.7298 & 0.234182 \tabularnewline
39 & -0.084715 & -0.6562 & 0.257101 \tabularnewline
40 & -0.082914 & -0.6422 & 0.26158 \tabularnewline
41 & -0.062804 & -0.4865 & 0.314201 \tabularnewline
42 & -0.049131 & -0.3806 & 0.352435 \tabularnewline
43 & -0.038974 & -0.3019 & 0.381888 \tabularnewline
44 & -0.028265 & -0.2189 & 0.413719 \tabularnewline
45 & -0.022351 & -0.1731 & 0.431565 \tabularnewline
46 & -0.013839 & -0.1072 & 0.457496 \tabularnewline
47 & -0.013812 & -0.107 & 0.457577 \tabularnewline
48 & -0.005703 & -0.0442 & 0.482456 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117067&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]0.944801[/C][C]7.3184[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.889427[/C][C]6.8895[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.827109[/C][C]6.4068[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.739387[/C][C]5.7273[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.662083[/C][C]5.1285[/C][C]2e-06[/C][/ROW]
[ROW][C]6[/C][C]0.573183[/C][C]4.4399[/C][C]2e-05[/C][/ROW]
[ROW][C]7[/C][C]0.482718[/C][C]3.7391[/C][C]0.000207[/C][/ROW]
[ROW][C]8[/C][C]0.38627[/C][C]2.992[/C][C]0.002009[/C][/ROW]
[ROW][C]9[/C][C]0.295925[/C][C]2.2922[/C][C]0.012708[/C][/ROW]
[ROW][C]10[/C][C]0.213388[/C][C]1.6529[/C][C]0.051788[/C][/ROW]
[ROW][C]11[/C][C]0.142264[/C][C]1.102[/C][C]0.137438[/C][/ROW]
[ROW][C]12[/C][C]0.075807[/C][C]0.5872[/C][C]0.279637[/C][/ROW]
[ROW][C]13[/C][C]0.006147[/C][C]0.0476[/C][C]0.481092[/C][/ROW]
[ROW][C]14[/C][C]-0.072132[/C][C]-0.5587[/C][C]0.289212[/C][/ROW]
[ROW][C]15[/C][C]-0.149141[/C][C]-1.1552[/C][C]0.126286[/C][/ROW]
[ROW][C]16[/C][C]-0.213024[/C][C]-1.6501[/C][C]0.052076[/C][/ROW]
[ROW][C]17[/C][C]-0.274886[/C][C]-2.1293[/C][C]0.018673[/C][/ROW]
[ROW][C]18[/C][C]-0.330903[/C][C]-2.5632[/C][C]0.006449[/C][/ROW]
[ROW][C]19[/C][C]-0.363898[/C][C]-2.8187[/C][C]0.003261[/C][/ROW]
[ROW][C]20[/C][C]-0.394238[/C][C]-3.0538[/C][C]0.001684[/C][/ROW]
[ROW][C]21[/C][C]-0.414431[/C][C]-3.2102[/C][C]0.001066[/C][/ROW]
[ROW][C]22[/C][C]-0.403136[/C][C]-3.1227[/C][C]0.001379[/C][/ROW]
[ROW][C]23[/C][C]-0.389598[/C][C]-3.0178[/C][C]0.001867[/C][/ROW]
[ROW][C]24[/C][C]-0.376939[/C][C]-2.9198[/C][C]0.002464[/C][/ROW]
[ROW][C]25[/C][C]-0.353864[/C][C]-2.741[/C][C]0.004029[/C][/ROW]
[ROW][C]26[/C][C]-0.3304[/C][C]-2.5593[/C][C]0.006514[/C][/ROW]
[ROW][C]27[/C][C]-0.312097[/C][C]-2.4175[/C][C]0.009342[/C][/ROW]
[ROW][C]28[/C][C]-0.289609[/C][C]-2.2433[/C][C]0.014291[/C][/ROW]
[ROW][C]29[/C][C]-0.263492[/C][C]-2.041[/C][C]0.022829[/C][/ROW]
[ROW][C]30[/C][C]-0.240135[/C][C]-1.8601[/C][C]0.033889[/C][/ROW]
[ROW][C]31[/C][C]-0.21952[/C][C]-1.7004[/C][C]0.047117[/C][/ROW]
[ROW][C]32[/C][C]-0.203046[/C][C]-1.5728[/C][C]0.060513[/C][/ROW]
[ROW][C]33[/C][C]-0.184182[/C][C]-1.4267[/C][C]0.07943[/C][/ROW]
[ROW][C]34[/C][C]-0.168274[/C][C]-1.3034[/C][C]0.098702[/C][/ROW]
[ROW][C]35[/C][C]-0.149882[/C][C]-1.161[/C][C]0.125124[/C][/ROW]
[ROW][C]36[/C][C]-0.122018[/C][C]-0.9451[/C][C]0.174188[/C][/ROW]
[ROW][C]37[/C][C]-0.109391[/C][C]-0.8473[/C][C]0.200088[/C][/ROW]
[ROW][C]38[/C][C]-0.094214[/C][C]-0.7298[/C][C]0.234182[/C][/ROW]
[ROW][C]39[/C][C]-0.084715[/C][C]-0.6562[/C][C]0.257101[/C][/ROW]
[ROW][C]40[/C][C]-0.082914[/C][C]-0.6422[/C][C]0.26158[/C][/ROW]
[ROW][C]41[/C][C]-0.062804[/C][C]-0.4865[/C][C]0.314201[/C][/ROW]
[ROW][C]42[/C][C]-0.049131[/C][C]-0.3806[/C][C]0.352435[/C][/ROW]
[ROW][C]43[/C][C]-0.038974[/C][C]-0.3019[/C][C]0.381888[/C][/ROW]
[ROW][C]44[/C][C]-0.028265[/C][C]-0.2189[/C][C]0.413719[/C][/ROW]
[ROW][C]45[/C][C]-0.022351[/C][C]-0.1731[/C][C]0.431565[/C][/ROW]
[ROW][C]46[/C][C]-0.013839[/C][C]-0.1072[/C][C]0.457496[/C][/ROW]
[ROW][C]47[/C][C]-0.013812[/C][C]-0.107[/C][C]0.457577[/C][/ROW]
[ROW][C]48[/C][C]-0.005703[/C][C]-0.0442[/C][C]0.482456[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117067&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117067&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	0.944801	7.3184	0
2	0.889427	6.8895	0
3	0.827109	6.4068	0
4	0.739387	5.7273	0
5	0.662083	5.1285	2e-06
6	0.573183	4.4399	2e-05
7	0.482718	3.7391	0.000207
8	0.38627	2.992	0.002009
9	0.295925	2.2922	0.012708
10	0.213388	1.6529	0.051788
11	0.142264	1.102	0.137438
12	0.075807	0.5872	0.279637
13	0.006147	0.0476	0.481092
14	-0.072132	-0.5587	0.289212
15	-0.149141	-1.1552	0.126286
16	-0.213024	-1.6501	0.052076
17	-0.274886	-2.1293	0.018673
18	-0.330903	-2.5632	0.006449
19	-0.363898	-2.8187	0.003261
20	-0.394238	-3.0538	0.001684
21	-0.414431	-3.2102	0.001066
22	-0.403136	-3.1227	0.001379
23	-0.389598	-3.0178	0.001867
24	-0.376939	-2.9198	0.002464
25	-0.353864	-2.741	0.004029
26	-0.3304	-2.5593	0.006514
27	-0.312097	-2.4175	0.009342
28	-0.289609	-2.2433	0.014291
29	-0.263492	-2.041	0.022829
30	-0.240135	-1.8601	0.033889
31	-0.21952	-1.7004	0.047117
32	-0.203046	-1.5728	0.060513
33	-0.184182	-1.4267	0.07943
34	-0.168274	-1.3034	0.098702
35	-0.149882	-1.161	0.125124
36	-0.122018	-0.9451	0.174188
37	-0.109391	-0.8473	0.200088
38	-0.094214	-0.7298	0.234182
39	-0.084715	-0.6562	0.257101
40	-0.082914	-0.6422	0.26158
41	-0.062804	-0.4865	0.314201
42	-0.049131	-0.3806	0.352435
43	-0.038974	-0.3019	0.381888
44	-0.028265	-0.2189	0.413719
45	-0.022351	-0.1731	0.431565
46	-0.013839	-0.1072	0.457496
47	-0.013812	-0.107	0.457577
48	-0.005703	-0.0442	0.482456

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.944801	7.3184	0
2	-0.030017	-0.2325	0.408467
3	-0.094049	-0.7285	0.234571
4	-0.273149	-2.1158	0.01926
5	0.049134	0.3806	0.352425
6	-0.135241	-1.0476	0.149518
7	-0.029978	-0.2322	0.408584
8	-0.164176	-1.2717	0.104194
9	0.047829	0.3705	0.356163
10	-0.010325	-0.08	0.468261
11	0.097497	0.7552	0.226538
12	-0.083343	-0.6456	0.260508
13	-0.09677	-0.7496	0.22822
14	-0.238728	-1.8492	0.03468
15	-0.052337	-0.4054	0.343313
16	0.032585	0.2524	0.400797
17	-0.006828	-0.0529	0.478998
18	-0.079636	-0.6169	0.269832
19	0.161233	1.2489	0.108275
20	-0.004859	-0.0376	0.485051
21	0.049119	0.3805	0.35247
22	0.147794	1.1448	0.128418
23	-0.034894	-0.2703	0.393934
24	-0.198734	-1.5394	0.064484
25	-0.036513	-0.2828	0.38914
26	0.019916	0.1543	0.438958
27	-0.057393	-0.4446	0.329117
28	-0.025844	-0.2002	0.421005
29	0.041927	0.3248	0.373245
30	0.023038	0.1785	0.429484
31	-0.0293	-0.227	0.410615
32	-0.075797	-0.5871	0.279664
33	-0.016552	-0.1282	0.449206
34	-0.108793	-0.8427	0.201369
35	-0.071107	-0.5508	0.291911
36	0.109849	0.8509	0.199108
37	-0.054726	-0.4239	0.336576
38	-0.015814	-0.1225	0.451458
39	-0.067371	-0.5218	0.301848
40	0.094642	0.7331	0.233179
41	0.145271	1.1253	0.132478
42	-0.046892	-0.3632	0.358857
43	-0.048827	-0.3782	0.353305
44	-0.048261	-0.3738	0.354924
45	-0.077602	-0.6011	0.275018
46	0.049576	0.384	0.351163
47	-0.08807	-0.6822	0.248873
48	0.010258	0.0795	0.468466

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.944801 & 7.3184 & 0 \tabularnewline
2 & -0.030017 & -0.2325 & 0.408467 \tabularnewline
3 & -0.094049 & -0.7285 & 0.234571 \tabularnewline
4 & -0.273149 & -2.1158 & 0.01926 \tabularnewline
5 & 0.049134 & 0.3806 & 0.352425 \tabularnewline
6 & -0.135241 & -1.0476 & 0.149518 \tabularnewline
7 & -0.029978 & -0.2322 & 0.408584 \tabularnewline
8 & -0.164176 & -1.2717 & 0.104194 \tabularnewline
9 & 0.047829 & 0.3705 & 0.356163 \tabularnewline
10 & -0.010325 & -0.08 & 0.468261 \tabularnewline
11 & 0.097497 & 0.7552 & 0.226538 \tabularnewline
12 & -0.083343 & -0.6456 & 0.260508 \tabularnewline
13 & -0.09677 & -0.7496 & 0.22822 \tabularnewline
14 & -0.238728 & -1.8492 & 0.03468 \tabularnewline
15 & -0.052337 & -0.4054 & 0.343313 \tabularnewline
16 & 0.032585 & 0.2524 & 0.400797 \tabularnewline
17 & -0.006828 & -0.0529 & 0.478998 \tabularnewline
18 & -0.079636 & -0.6169 & 0.269832 \tabularnewline
19 & 0.161233 & 1.2489 & 0.108275 \tabularnewline
20 & -0.004859 & -0.0376 & 0.485051 \tabularnewline
21 & 0.049119 & 0.3805 & 0.35247 \tabularnewline
22 & 0.147794 & 1.1448 & 0.128418 \tabularnewline
23 & -0.034894 & -0.2703 & 0.393934 \tabularnewline
24 & -0.198734 & -1.5394 & 0.064484 \tabularnewline
25 & -0.036513 & -0.2828 & 0.38914 \tabularnewline
26 & 0.019916 & 0.1543 & 0.438958 \tabularnewline
27 & -0.057393 & -0.4446 & 0.329117 \tabularnewline
28 & -0.025844 & -0.2002 & 0.421005 \tabularnewline
29 & 0.041927 & 0.3248 & 0.373245 \tabularnewline
30 & 0.023038 & 0.1785 & 0.429484 \tabularnewline
31 & -0.0293 & -0.227 & 0.410615 \tabularnewline
32 & -0.075797 & -0.5871 & 0.279664 \tabularnewline
33 & -0.016552 & -0.1282 & 0.449206 \tabularnewline
34 & -0.108793 & -0.8427 & 0.201369 \tabularnewline
35 & -0.071107 & -0.5508 & 0.291911 \tabularnewline
36 & 0.109849 & 0.8509 & 0.199108 \tabularnewline
37 & -0.054726 & -0.4239 & 0.336576 \tabularnewline
38 & -0.015814 & -0.1225 & 0.451458 \tabularnewline
39 & -0.067371 & -0.5218 & 0.301848 \tabularnewline
40 & 0.094642 & 0.7331 & 0.233179 \tabularnewline
41 & 0.145271 & 1.1253 & 0.132478 \tabularnewline
42 & -0.046892 & -0.3632 & 0.358857 \tabularnewline
43 & -0.048827 & -0.3782 & 0.353305 \tabularnewline
44 & -0.048261 & -0.3738 & 0.354924 \tabularnewline
45 & -0.077602 & -0.6011 & 0.275018 \tabularnewline
46 & 0.049576 & 0.384 & 0.351163 \tabularnewline
47 & -0.08807 & -0.6822 & 0.248873 \tabularnewline
48 & 0.010258 & 0.0795 & 0.468466 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117067&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]0.944801[/C][C]7.3184[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.030017[/C][C]-0.2325[/C][C]0.408467[/C][/ROW]
[ROW][C]3[/C][C]-0.094049[/C][C]-0.7285[/C][C]0.234571[/C][/ROW]
[ROW][C]4[/C][C]-0.273149[/C][C]-2.1158[/C][C]0.01926[/C][/ROW]
[ROW][C]5[/C][C]0.049134[/C][C]0.3806[/C][C]0.352425[/C][/ROW]
[ROW][C]6[/C][C]-0.135241[/C][C]-1.0476[/C][C]0.149518[/C][/ROW]
[ROW][C]7[/C][C]-0.029978[/C][C]-0.2322[/C][C]0.408584[/C][/ROW]
[ROW][C]8[/C][C]-0.164176[/C][C]-1.2717[/C][C]0.104194[/C][/ROW]
[ROW][C]9[/C][C]0.047829[/C][C]0.3705[/C][C]0.356163[/C][/ROW]
[ROW][C]10[/C][C]-0.010325[/C][C]-0.08[/C][C]0.468261[/C][/ROW]
[ROW][C]11[/C][C]0.097497[/C][C]0.7552[/C][C]0.226538[/C][/ROW]
[ROW][C]12[/C][C]-0.083343[/C][C]-0.6456[/C][C]0.260508[/C][/ROW]
[ROW][C]13[/C][C]-0.09677[/C][C]-0.7496[/C][C]0.22822[/C][/ROW]
[ROW][C]14[/C][C]-0.238728[/C][C]-1.8492[/C][C]0.03468[/C][/ROW]
[ROW][C]15[/C][C]-0.052337[/C][C]-0.4054[/C][C]0.343313[/C][/ROW]
[ROW][C]16[/C][C]0.032585[/C][C]0.2524[/C][C]0.400797[/C][/ROW]
[ROW][C]17[/C][C]-0.006828[/C][C]-0.0529[/C][C]0.478998[/C][/ROW]
[ROW][C]18[/C][C]-0.079636[/C][C]-0.6169[/C][C]0.269832[/C][/ROW]
[ROW][C]19[/C][C]0.161233[/C][C]1.2489[/C][C]0.108275[/C][/ROW]
[ROW][C]20[/C][C]-0.004859[/C][C]-0.0376[/C][C]0.485051[/C][/ROW]
[ROW][C]21[/C][C]0.049119[/C][C]0.3805[/C][C]0.35247[/C][/ROW]
[ROW][C]22[/C][C]0.147794[/C][C]1.1448[/C][C]0.128418[/C][/ROW]
[ROW][C]23[/C][C]-0.034894[/C][C]-0.2703[/C][C]0.393934[/C][/ROW]
[ROW][C]24[/C][C]-0.198734[/C][C]-1.5394[/C][C]0.064484[/C][/ROW]
[ROW][C]25[/C][C]-0.036513[/C][C]-0.2828[/C][C]0.38914[/C][/ROW]
[ROW][C]26[/C][C]0.019916[/C][C]0.1543[/C][C]0.438958[/C][/ROW]
[ROW][C]27[/C][C]-0.057393[/C][C]-0.4446[/C][C]0.329117[/C][/ROW]
[ROW][C]28[/C][C]-0.025844[/C][C]-0.2002[/C][C]0.421005[/C][/ROW]
[ROW][C]29[/C][C]0.041927[/C][C]0.3248[/C][C]0.373245[/C][/ROW]
[ROW][C]30[/C][C]0.023038[/C][C]0.1785[/C][C]0.429484[/C][/ROW]
[ROW][C]31[/C][C]-0.0293[/C][C]-0.227[/C][C]0.410615[/C][/ROW]
[ROW][C]32[/C][C]-0.075797[/C][C]-0.5871[/C][C]0.279664[/C][/ROW]
[ROW][C]33[/C][C]-0.016552[/C][C]-0.1282[/C][C]0.449206[/C][/ROW]
[ROW][C]34[/C][C]-0.108793[/C][C]-0.8427[/C][C]0.201369[/C][/ROW]
[ROW][C]35[/C][C]-0.071107[/C][C]-0.5508[/C][C]0.291911[/C][/ROW]
[ROW][C]36[/C][C]0.109849[/C][C]0.8509[/C][C]0.199108[/C][/ROW]
[ROW][C]37[/C][C]-0.054726[/C][C]-0.4239[/C][C]0.336576[/C][/ROW]
[ROW][C]38[/C][C]-0.015814[/C][C]-0.1225[/C][C]0.451458[/C][/ROW]
[ROW][C]39[/C][C]-0.067371[/C][C]-0.5218[/C][C]0.301848[/C][/ROW]
[ROW][C]40[/C][C]0.094642[/C][C]0.7331[/C][C]0.233179[/C][/ROW]
[ROW][C]41[/C][C]0.145271[/C][C]1.1253[/C][C]0.132478[/C][/ROW]
[ROW][C]42[/C][C]-0.046892[/C][C]-0.3632[/C][C]0.358857[/C][/ROW]
[ROW][C]43[/C][C]-0.048827[/C][C]-0.3782[/C][C]0.353305[/C][/ROW]
[ROW][C]44[/C][C]-0.048261[/C][C]-0.3738[/C][C]0.354924[/C][/ROW]
[ROW][C]45[/C][C]-0.077602[/C][C]-0.6011[/C][C]0.275018[/C][/ROW]
[ROW][C]46[/C][C]0.049576[/C][C]0.384[/C][C]0.351163[/C][/ROW]
[ROW][C]47[/C][C]-0.08807[/C][C]-0.6822[/C][C]0.248873[/C][/ROW]
[ROW][C]48[/C][C]0.010258[/C][C]0.0795[/C][C]0.468466[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117067&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117067&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	0.944801	7.3184	0
2	-0.030017	-0.2325	0.408467
3	-0.094049	-0.7285	0.234571
4	-0.273149	-2.1158	0.01926
5	0.049134	0.3806	0.352425
6	-0.135241	-1.0476	0.149518
7	-0.029978	-0.2322	0.408584
8	-0.164176	-1.2717	0.104194
9	0.047829	0.3705	0.356163
10	-0.010325	-0.08	0.468261
11	0.097497	0.7552	0.226538
12	-0.083343	-0.6456	0.260508
13	-0.09677	-0.7496	0.22822
14	-0.238728	-1.8492	0.03468
15	-0.052337	-0.4054	0.343313
16	0.032585	0.2524	0.400797
17	-0.006828	-0.0529	0.478998
18	-0.079636	-0.6169	0.269832
19	0.161233	1.2489	0.108275
20	-0.004859	-0.0376	0.485051
21	0.049119	0.3805	0.35247
22	0.147794	1.1448	0.128418
23	-0.034894	-0.2703	0.393934
24	-0.198734	-1.5394	0.064484
25	-0.036513	-0.2828	0.38914
26	0.019916	0.1543	0.438958
27	-0.057393	-0.4446	0.329117
28	-0.025844	-0.2002	0.421005
29	0.041927	0.3248	0.373245
30	0.023038	0.1785	0.429484
31	-0.0293	-0.227	0.410615
32	-0.075797	-0.5871	0.279664
33	-0.016552	-0.1282	0.449206
34	-0.108793	-0.8427	0.201369
35	-0.071107	-0.5508	0.291911
36	0.109849	0.8509	0.199108
37	-0.054726	-0.4239	0.336576
38	-0.015814	-0.1225	0.451458
39	-0.067371	-0.5218	0.301848
40	0.094642	0.7331	0.233179
41	0.145271	1.1253	0.132478
42	-0.046892	-0.3632	0.358857
43	-0.048827	-0.3782	0.353305
44	-0.048261	-0.3738	0.354924
45	-0.077602	-0.6011	0.275018
46	0.049576	0.384	0.351163
47	-0.08807	-0.6822	0.248873
48	0.010258	0.0795	0.468466

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;

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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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