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Author's title

Datareeks-gemiddelde grafiek non-seasonal differencing inschrijving persone...

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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 01 May 2011 16:17:56 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/May/01/t13042665106n334u7mkw357lq.htm/, Retrieved Sun, 12 May 2024 19:37:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=120734, Retrieved Sun, 12 May 2024 19:37:01 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

174

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

-     [(Partial) Autocorrelation Function] [Datareeks-gemidde...] [2011-05-01 15:38:07] [31df88aeb08298a39600daef4ec34ba2]
- R PD    [(Partial) Autocorrelation Function] [Datareeks-gemidde...] [2011-05-01 16:17:56] [4d480f7a44bc1c3c30b9373203bd7403] [Current]

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Dataseries X:

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Histogram

Boxplots

5.81
5.76
5.99
6.12
6.03
6.25
5.80
5.67
5.89
5.91
5.86
6.07
6.27
6.68
6.77
6.71
6.62
6.50
5.89
6.05
6.43
6.47
6.62
6.77
6.70
6.95
6.73
7.07
7.28
7.32
6.76
6.93
6.99
7.16
7.28
7.08
7.34
7.87
6.28
6.30
6.36
6.28
5.89
6.04
5.96
6.10
6.26
6.02
6.25
6.41
6.22
6.57
6.18
6.26
6.10
6.02
6.06
6.35
6.21
6.48
6.74
6.53
6.80
6.75
6.56
6.66
6.18
6.40
6.43
6.54
6.44
6.64
6.82
6.97
7.00
6.91
6.74
6.98
6.37
6.56
6.63
6.87
6.68
6.75
6.84
7.15
7.09
6.97
7.15

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	'George Udny Yule' @ 216.218.223.82

\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 & 'George Udny Yule' @ 216.218.223.82 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=120734&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]'George Udny Yule' @ 216.218.223.82[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=120734&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=120734&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	'George Udny Yule' @ 216.218.223.82

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.243535	-2.2846	0.012372
2	-0.063517	-0.5958	0.276404
3	0.067123	0.6297	0.265271
4	-0.003586	-0.0336	0.486622
5	-0.127153	-1.1928	0.118077
6	-0.011052	-0.1037	0.45883
7	-0.25608	-2.4022	0.009198
8	0.204275	1.9163	0.029288
9	0.087266	0.8186	0.207606
10	-0.165224	-1.5499	0.062372
11	-0.052533	-0.4928	0.31169
12	0.377804	3.5441	0.000317
13	-0.253432	-2.3774	0.009801
14	0.245638	2.3043	0.011781
15	-0.159691	-1.498	0.068851
16	-0.022101	-0.2073	0.418119
17	0.072342	0.6786	0.249577
18	-0.159665	-1.4978	0.068884
19	-0.215159	-2.0184	0.023299
20	0.2501	2.3461	0.010608
21	-0.102259	-0.9593	0.170025
22	-0.045154	-0.4236	0.336453
23	0.154404	1.4484	0.075525
24	0.082335	0.7724	0.220982
25	-0.116784	-1.0955	0.138137
26	0.169772	1.5926	0.057417
27	-0.264685	-2.483	0.007463
28	0.190578	1.7878	0.038627
29	-0.060504	-0.5676	0.285883
30	-0.176249	-1.6534	0.05091
31	0.019195	0.1801	0.428756
32	0.155764	1.4612	0.073762
33	-0.178762	-1.6769	0.048552
34	0.067932	0.6373	0.262806
35	-0.00389	-0.0365	0.485488
36	0.037231	0.3493	0.363867
37	0.069774	0.6545	0.257237
38	0.038351	0.3598	0.359943
39	-0.168189	-1.5778	0.059105
40	0.255211	2.3941	0.009392
41	-0.148331	-1.3915	0.083796
42	-0.087049	-0.8166	0.208183
43	-0.028978	-0.2718	0.393192
44	0.03323	0.3117	0.377993
45	-0.030751	-0.2885	0.386834
46	0.054912	0.5151	0.30388
47	-0.1012	-0.9493	0.172523
48	0.16646	1.5615	0.060993

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.243535 & -2.2846 & 0.012372 \tabularnewline
2 & -0.063517 & -0.5958 & 0.276404 \tabularnewline
3 & 0.067123 & 0.6297 & 0.265271 \tabularnewline
4 & -0.003586 & -0.0336 & 0.486622 \tabularnewline
5 & -0.127153 & -1.1928 & 0.118077 \tabularnewline
6 & -0.011052 & -0.1037 & 0.45883 \tabularnewline
7 & -0.25608 & -2.4022 & 0.009198 \tabularnewline
8 & 0.204275 & 1.9163 & 0.029288 \tabularnewline
9 & 0.087266 & 0.8186 & 0.207606 \tabularnewline
10 & -0.165224 & -1.5499 & 0.062372 \tabularnewline
11 & -0.052533 & -0.4928 & 0.31169 \tabularnewline
12 & 0.377804 & 3.5441 & 0.000317 \tabularnewline
13 & -0.253432 & -2.3774 & 0.009801 \tabularnewline
14 & 0.245638 & 2.3043 & 0.011781 \tabularnewline
15 & -0.159691 & -1.498 & 0.068851 \tabularnewline
16 & -0.022101 & -0.2073 & 0.418119 \tabularnewline
17 & 0.072342 & 0.6786 & 0.249577 \tabularnewline
18 & -0.159665 & -1.4978 & 0.068884 \tabularnewline
19 & -0.215159 & -2.0184 & 0.023299 \tabularnewline
20 & 0.2501 & 2.3461 & 0.010608 \tabularnewline
21 & -0.102259 & -0.9593 & 0.170025 \tabularnewline
22 & -0.045154 & -0.4236 & 0.336453 \tabularnewline
23 & 0.154404 & 1.4484 & 0.075525 \tabularnewline
24 & 0.082335 & 0.7724 & 0.220982 \tabularnewline
25 & -0.116784 & -1.0955 & 0.138137 \tabularnewline
26 & 0.169772 & 1.5926 & 0.057417 \tabularnewline
27 & -0.264685 & -2.483 & 0.007463 \tabularnewline
28 & 0.190578 & 1.7878 & 0.038627 \tabularnewline
29 & -0.060504 & -0.5676 & 0.285883 \tabularnewline
30 & -0.176249 & -1.6534 & 0.05091 \tabularnewline
31 & 0.019195 & 0.1801 & 0.428756 \tabularnewline
32 & 0.155764 & 1.4612 & 0.073762 \tabularnewline
33 & -0.178762 & -1.6769 & 0.048552 \tabularnewline
34 & 0.067932 & 0.6373 & 0.262806 \tabularnewline
35 & -0.00389 & -0.0365 & 0.485488 \tabularnewline
36 & 0.037231 & 0.3493 & 0.363867 \tabularnewline
37 & 0.069774 & 0.6545 & 0.257237 \tabularnewline
38 & 0.038351 & 0.3598 & 0.359943 \tabularnewline
39 & -0.168189 & -1.5778 & 0.059105 \tabularnewline
40 & 0.255211 & 2.3941 & 0.009392 \tabularnewline
41 & -0.148331 & -1.3915 & 0.083796 \tabularnewline
42 & -0.087049 & -0.8166 & 0.208183 \tabularnewline
43 & -0.028978 & -0.2718 & 0.393192 \tabularnewline
44 & 0.03323 & 0.3117 & 0.377993 \tabularnewline
45 & -0.030751 & -0.2885 & 0.386834 \tabularnewline
46 & 0.054912 & 0.5151 & 0.30388 \tabularnewline
47 & -0.1012 & -0.9493 & 0.172523 \tabularnewline
48 & 0.16646 & 1.5615 & 0.060993 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=120734&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]-0.243535[/C][C]-2.2846[/C][C]0.012372[/C][/ROW]
[ROW][C]2[/C][C]-0.063517[/C][C]-0.5958[/C][C]0.276404[/C][/ROW]
[ROW][C]3[/C][C]0.067123[/C][C]0.6297[/C][C]0.265271[/C][/ROW]
[ROW][C]4[/C][C]-0.003586[/C][C]-0.0336[/C][C]0.486622[/C][/ROW]
[ROW][C]5[/C][C]-0.127153[/C][C]-1.1928[/C][C]0.118077[/C][/ROW]
[ROW][C]6[/C][C]-0.011052[/C][C]-0.1037[/C][C]0.45883[/C][/ROW]
[ROW][C]7[/C][C]-0.25608[/C][C]-2.4022[/C][C]0.009198[/C][/ROW]
[ROW][C]8[/C][C]0.204275[/C][C]1.9163[/C][C]0.029288[/C][/ROW]
[ROW][C]9[/C][C]0.087266[/C][C]0.8186[/C][C]0.207606[/C][/ROW]
[ROW][C]10[/C][C]-0.165224[/C][C]-1.5499[/C][C]0.062372[/C][/ROW]
[ROW][C]11[/C][C]-0.052533[/C][C]-0.4928[/C][C]0.31169[/C][/ROW]
[ROW][C]12[/C][C]0.377804[/C][C]3.5441[/C][C]0.000317[/C][/ROW]
[ROW][C]13[/C][C]-0.253432[/C][C]-2.3774[/C][C]0.009801[/C][/ROW]
[ROW][C]14[/C][C]0.245638[/C][C]2.3043[/C][C]0.011781[/C][/ROW]
[ROW][C]15[/C][C]-0.159691[/C][C]-1.498[/C][C]0.068851[/C][/ROW]
[ROW][C]16[/C][C]-0.022101[/C][C]-0.2073[/C][C]0.418119[/C][/ROW]
[ROW][C]17[/C][C]0.072342[/C][C]0.6786[/C][C]0.249577[/C][/ROW]
[ROW][C]18[/C][C]-0.159665[/C][C]-1.4978[/C][C]0.068884[/C][/ROW]
[ROW][C]19[/C][C]-0.215159[/C][C]-2.0184[/C][C]0.023299[/C][/ROW]
[ROW][C]20[/C][C]0.2501[/C][C]2.3461[/C][C]0.010608[/C][/ROW]
[ROW][C]21[/C][C]-0.102259[/C][C]-0.9593[/C][C]0.170025[/C][/ROW]
[ROW][C]22[/C][C]-0.045154[/C][C]-0.4236[/C][C]0.336453[/C][/ROW]
[ROW][C]23[/C][C]0.154404[/C][C]1.4484[/C][C]0.075525[/C][/ROW]
[ROW][C]24[/C][C]0.082335[/C][C]0.7724[/C][C]0.220982[/C][/ROW]
[ROW][C]25[/C][C]-0.116784[/C][C]-1.0955[/C][C]0.138137[/C][/ROW]
[ROW][C]26[/C][C]0.169772[/C][C]1.5926[/C][C]0.057417[/C][/ROW]
[ROW][C]27[/C][C]-0.264685[/C][C]-2.483[/C][C]0.007463[/C][/ROW]
[ROW][C]28[/C][C]0.190578[/C][C]1.7878[/C][C]0.038627[/C][/ROW]
[ROW][C]29[/C][C]-0.060504[/C][C]-0.5676[/C][C]0.285883[/C][/ROW]
[ROW][C]30[/C][C]-0.176249[/C][C]-1.6534[/C][C]0.05091[/C][/ROW]
[ROW][C]31[/C][C]0.019195[/C][C]0.1801[/C][C]0.428756[/C][/ROW]
[ROW][C]32[/C][C]0.155764[/C][C]1.4612[/C][C]0.073762[/C][/ROW]
[ROW][C]33[/C][C]-0.178762[/C][C]-1.6769[/C][C]0.048552[/C][/ROW]
[ROW][C]34[/C][C]0.067932[/C][C]0.6373[/C][C]0.262806[/C][/ROW]
[ROW][C]35[/C][C]-0.00389[/C][C]-0.0365[/C][C]0.485488[/C][/ROW]
[ROW][C]36[/C][C]0.037231[/C][C]0.3493[/C][C]0.363867[/C][/ROW]
[ROW][C]37[/C][C]0.069774[/C][C]0.6545[/C][C]0.257237[/C][/ROW]
[ROW][C]38[/C][C]0.038351[/C][C]0.3598[/C][C]0.359943[/C][/ROW]
[ROW][C]39[/C][C]-0.168189[/C][C]-1.5778[/C][C]0.059105[/C][/ROW]
[ROW][C]40[/C][C]0.255211[/C][C]2.3941[/C][C]0.009392[/C][/ROW]
[ROW][C]41[/C][C]-0.148331[/C][C]-1.3915[/C][C]0.083796[/C][/ROW]
[ROW][C]42[/C][C]-0.087049[/C][C]-0.8166[/C][C]0.208183[/C][/ROW]
[ROW][C]43[/C][C]-0.028978[/C][C]-0.2718[/C][C]0.393192[/C][/ROW]
[ROW][C]44[/C][C]0.03323[/C][C]0.3117[/C][C]0.377993[/C][/ROW]
[ROW][C]45[/C][C]-0.030751[/C][C]-0.2885[/C][C]0.386834[/C][/ROW]
[ROW][C]46[/C][C]0.054912[/C][C]0.5151[/C][C]0.30388[/C][/ROW]
[ROW][C]47[/C][C]-0.1012[/C][C]-0.9493[/C][C]0.172523[/C][/ROW]
[ROW][C]48[/C][C]0.16646[/C][C]1.5615[/C][C]0.060993[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=120734&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=120734&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	-0.243535	-2.2846	0.012372
2	-0.063517	-0.5958	0.276404
3	0.067123	0.6297	0.265271
4	-0.003586	-0.0336	0.486622
5	-0.127153	-1.1928	0.118077
6	-0.011052	-0.1037	0.45883
7	-0.25608	-2.4022	0.009198
8	0.204275	1.9163	0.029288
9	0.087266	0.8186	0.207606
10	-0.165224	-1.5499	0.062372
11	-0.052533	-0.4928	0.31169
12	0.377804	3.5441	0.000317
13	-0.253432	-2.3774	0.009801
14	0.245638	2.3043	0.011781
15	-0.159691	-1.498	0.068851
16	-0.022101	-0.2073	0.418119
17	0.072342	0.6786	0.249577
18	-0.159665	-1.4978	0.068884
19	-0.215159	-2.0184	0.023299
20	0.2501	2.3461	0.010608
21	-0.102259	-0.9593	0.170025
22	-0.045154	-0.4236	0.336453
23	0.154404	1.4484	0.075525
24	0.082335	0.7724	0.220982
25	-0.116784	-1.0955	0.138137
26	0.169772	1.5926	0.057417
27	-0.264685	-2.483	0.007463
28	0.190578	1.7878	0.038627
29	-0.060504	-0.5676	0.285883
30	-0.176249	-1.6534	0.05091
31	0.019195	0.1801	0.428756
32	0.155764	1.4612	0.073762
33	-0.178762	-1.6769	0.048552
34	0.067932	0.6373	0.262806
35	-0.00389	-0.0365	0.485488
36	0.037231	0.3493	0.363867
37	0.069774	0.6545	0.257237
38	0.038351	0.3598	0.359943
39	-0.168189	-1.5778	0.059105
40	0.255211	2.3941	0.009392
41	-0.148331	-1.3915	0.083796
42	-0.087049	-0.8166	0.208183
43	-0.028978	-0.2718	0.393192
44	0.03323	0.3117	0.377993
45	-0.030751	-0.2885	0.386834
46	0.054912	0.5151	0.30388
47	-0.1012	-0.9493	0.172523
48	0.16646	1.5615	0.060993

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.243535	-2.2846	0.012372
2	-0.13057	-1.2249	0.111949
3	0.01929	0.181	0.42841
4	0.012407	0.1164	0.453804
5	-0.124833	-1.171	0.122372
6	-0.086035	-0.8071	0.210898
7	-0.335526	-3.1475	0.001124
8	0.05209	0.4886	0.313153
9	0.131728	1.2357	0.109927
10	-0.093107	-0.8734	0.192405
11	-0.182791	-1.7147	0.044957
12	0.266306	2.4982	0.007171
13	-0.118854	-1.115	0.133954
14	0.269371	2.5269	0.006647
15	-0.08752	-0.821	0.20693
16	-0.04083	-0.383	0.351314
17	-0.006188	-0.058	0.476921
18	-0.165594	-1.5534	0.061957
19	-0.084218	-0.79	0.215814
20	0.029974	0.2812	0.389615
21	-0.072801	-0.6829	0.248221
22	-0.091016	-0.8538	0.197767
23	0.106622	1.0002	0.159977
24	0.041662	0.3908	0.348438
25	-0.032027	-0.3004	0.382273
26	-0.063478	-0.5955	0.276526
27	-0.06516	-0.6113	0.271304
28	0.09019	0.8461	0.199908
29	-0.079861	-0.7492	0.227878
30	-0.028838	-0.2705	0.393696
31	-0.03655	-0.3429	0.366256
32	0.017307	0.1624	0.4357
33	-0.036595	-0.3433	0.3661
34	-0.052155	-0.4893	0.31294
35	-0.06551	-0.6145	0.270224
36	-0.040071	-0.3759	0.353947
37	-0.030971	-0.2905	0.386047
38	0.077908	0.7308	0.233408
39	0.042415	0.3979	0.345838
40	-0.014644	-0.1374	0.445526
41	0.035073	0.329	0.371462
42	-0.05001	-0.4691	0.320068
43	-0.083822	-0.7863	0.216896
44	-0.013649	-0.128	0.449204
45	-0.006707	-0.0629	0.474987
46	-0.068637	-0.6439	0.260667
47	-0.03222	-0.3022	0.381588
48	0.044526	0.4177	0.338594

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.243535 & -2.2846 & 0.012372 \tabularnewline
2 & -0.13057 & -1.2249 & 0.111949 \tabularnewline
3 & 0.01929 & 0.181 & 0.42841 \tabularnewline
4 & 0.012407 & 0.1164 & 0.453804 \tabularnewline
5 & -0.124833 & -1.171 & 0.122372 \tabularnewline
6 & -0.086035 & -0.8071 & 0.210898 \tabularnewline
7 & -0.335526 & -3.1475 & 0.001124 \tabularnewline
8 & 0.05209 & 0.4886 & 0.313153 \tabularnewline
9 & 0.131728 & 1.2357 & 0.109927 \tabularnewline
10 & -0.093107 & -0.8734 & 0.192405 \tabularnewline
11 & -0.182791 & -1.7147 & 0.044957 \tabularnewline
12 & 0.266306 & 2.4982 & 0.007171 \tabularnewline
13 & -0.118854 & -1.115 & 0.133954 \tabularnewline
14 & 0.269371 & 2.5269 & 0.006647 \tabularnewline
15 & -0.08752 & -0.821 & 0.20693 \tabularnewline
16 & -0.04083 & -0.383 & 0.351314 \tabularnewline
17 & -0.006188 & -0.058 & 0.476921 \tabularnewline
18 & -0.165594 & -1.5534 & 0.061957 \tabularnewline
19 & -0.084218 & -0.79 & 0.215814 \tabularnewline
20 & 0.029974 & 0.2812 & 0.389615 \tabularnewline
21 & -0.072801 & -0.6829 & 0.248221 \tabularnewline
22 & -0.091016 & -0.8538 & 0.197767 \tabularnewline
23 & 0.106622 & 1.0002 & 0.159977 \tabularnewline
24 & 0.041662 & 0.3908 & 0.348438 \tabularnewline
25 & -0.032027 & -0.3004 & 0.382273 \tabularnewline
26 & -0.063478 & -0.5955 & 0.276526 \tabularnewline
27 & -0.06516 & -0.6113 & 0.271304 \tabularnewline
28 & 0.09019 & 0.8461 & 0.199908 \tabularnewline
29 & -0.079861 & -0.7492 & 0.227878 \tabularnewline
30 & -0.028838 & -0.2705 & 0.393696 \tabularnewline
31 & -0.03655 & -0.3429 & 0.366256 \tabularnewline
32 & 0.017307 & 0.1624 & 0.4357 \tabularnewline
33 & -0.036595 & -0.3433 & 0.3661 \tabularnewline
34 & -0.052155 & -0.4893 & 0.31294 \tabularnewline
35 & -0.06551 & -0.6145 & 0.270224 \tabularnewline
36 & -0.040071 & -0.3759 & 0.353947 \tabularnewline
37 & -0.030971 & -0.2905 & 0.386047 \tabularnewline
38 & 0.077908 & 0.7308 & 0.233408 \tabularnewline
39 & 0.042415 & 0.3979 & 0.345838 \tabularnewline
40 & -0.014644 & -0.1374 & 0.445526 \tabularnewline
41 & 0.035073 & 0.329 & 0.371462 \tabularnewline
42 & -0.05001 & -0.4691 & 0.320068 \tabularnewline
43 & -0.083822 & -0.7863 & 0.216896 \tabularnewline
44 & -0.013649 & -0.128 & 0.449204 \tabularnewline
45 & -0.006707 & -0.0629 & 0.474987 \tabularnewline
46 & -0.068637 & -0.6439 & 0.260667 \tabularnewline
47 & -0.03222 & -0.3022 & 0.381588 \tabularnewline
48 & 0.044526 & 0.4177 & 0.338594 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=120734&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]-0.243535[/C][C]-2.2846[/C][C]0.012372[/C][/ROW]
[ROW][C]2[/C][C]-0.13057[/C][C]-1.2249[/C][C]0.111949[/C][/ROW]
[ROW][C]3[/C][C]0.01929[/C][C]0.181[/C][C]0.42841[/C][/ROW]
[ROW][C]4[/C][C]0.012407[/C][C]0.1164[/C][C]0.453804[/C][/ROW]
[ROW][C]5[/C][C]-0.124833[/C][C]-1.171[/C][C]0.122372[/C][/ROW]
[ROW][C]6[/C][C]-0.086035[/C][C]-0.8071[/C][C]0.210898[/C][/ROW]
[ROW][C]7[/C][C]-0.335526[/C][C]-3.1475[/C][C]0.001124[/C][/ROW]
[ROW][C]8[/C][C]0.05209[/C][C]0.4886[/C][C]0.313153[/C][/ROW]
[ROW][C]9[/C][C]0.131728[/C][C]1.2357[/C][C]0.109927[/C][/ROW]
[ROW][C]10[/C][C]-0.093107[/C][C]-0.8734[/C][C]0.192405[/C][/ROW]
[ROW][C]11[/C][C]-0.182791[/C][C]-1.7147[/C][C]0.044957[/C][/ROW]
[ROW][C]12[/C][C]0.266306[/C][C]2.4982[/C][C]0.007171[/C][/ROW]
[ROW][C]13[/C][C]-0.118854[/C][C]-1.115[/C][C]0.133954[/C][/ROW]
[ROW][C]14[/C][C]0.269371[/C][C]2.5269[/C][C]0.006647[/C][/ROW]
[ROW][C]15[/C][C]-0.08752[/C][C]-0.821[/C][C]0.20693[/C][/ROW]
[ROW][C]16[/C][C]-0.04083[/C][C]-0.383[/C][C]0.351314[/C][/ROW]
[ROW][C]17[/C][C]-0.006188[/C][C]-0.058[/C][C]0.476921[/C][/ROW]
[ROW][C]18[/C][C]-0.165594[/C][C]-1.5534[/C][C]0.061957[/C][/ROW]
[ROW][C]19[/C][C]-0.084218[/C][C]-0.79[/C][C]0.215814[/C][/ROW]
[ROW][C]20[/C][C]0.029974[/C][C]0.2812[/C][C]0.389615[/C][/ROW]
[ROW][C]21[/C][C]-0.072801[/C][C]-0.6829[/C][C]0.248221[/C][/ROW]
[ROW][C]22[/C][C]-0.091016[/C][C]-0.8538[/C][C]0.197767[/C][/ROW]
[ROW][C]23[/C][C]0.106622[/C][C]1.0002[/C][C]0.159977[/C][/ROW]
[ROW][C]24[/C][C]0.041662[/C][C]0.3908[/C][C]0.348438[/C][/ROW]
[ROW][C]25[/C][C]-0.032027[/C][C]-0.3004[/C][C]0.382273[/C][/ROW]
[ROW][C]26[/C][C]-0.063478[/C][C]-0.5955[/C][C]0.276526[/C][/ROW]
[ROW][C]27[/C][C]-0.06516[/C][C]-0.6113[/C][C]0.271304[/C][/ROW]
[ROW][C]28[/C][C]0.09019[/C][C]0.8461[/C][C]0.199908[/C][/ROW]
[ROW][C]29[/C][C]-0.079861[/C][C]-0.7492[/C][C]0.227878[/C][/ROW]
[ROW][C]30[/C][C]-0.028838[/C][C]-0.2705[/C][C]0.393696[/C][/ROW]
[ROW][C]31[/C][C]-0.03655[/C][C]-0.3429[/C][C]0.366256[/C][/ROW]
[ROW][C]32[/C][C]0.017307[/C][C]0.1624[/C][C]0.4357[/C][/ROW]
[ROW][C]33[/C][C]-0.036595[/C][C]-0.3433[/C][C]0.3661[/C][/ROW]
[ROW][C]34[/C][C]-0.052155[/C][C]-0.4893[/C][C]0.31294[/C][/ROW]
[ROW][C]35[/C][C]-0.06551[/C][C]-0.6145[/C][C]0.270224[/C][/ROW]
[ROW][C]36[/C][C]-0.040071[/C][C]-0.3759[/C][C]0.353947[/C][/ROW]
[ROW][C]37[/C][C]-0.030971[/C][C]-0.2905[/C][C]0.386047[/C][/ROW]
[ROW][C]38[/C][C]0.077908[/C][C]0.7308[/C][C]0.233408[/C][/ROW]
[ROW][C]39[/C][C]0.042415[/C][C]0.3979[/C][C]0.345838[/C][/ROW]
[ROW][C]40[/C][C]-0.014644[/C][C]-0.1374[/C][C]0.445526[/C][/ROW]
[ROW][C]41[/C][C]0.035073[/C][C]0.329[/C][C]0.371462[/C][/ROW]
[ROW][C]42[/C][C]-0.05001[/C][C]-0.4691[/C][C]0.320068[/C][/ROW]
[ROW][C]43[/C][C]-0.083822[/C][C]-0.7863[/C][C]0.216896[/C][/ROW]
[ROW][C]44[/C][C]-0.013649[/C][C]-0.128[/C][C]0.449204[/C][/ROW]
[ROW][C]45[/C][C]-0.006707[/C][C]-0.0629[/C][C]0.474987[/C][/ROW]
[ROW][C]46[/C][C]-0.068637[/C][C]-0.6439[/C][C]0.260667[/C][/ROW]
[ROW][C]47[/C][C]-0.03222[/C][C]-0.3022[/C][C]0.381588[/C][/ROW]
[ROW][C]48[/C][C]0.044526[/C][C]0.4177[/C][C]0.338594[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=120734&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=120734&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	-0.243535	-2.2846	0.012372
2	-0.13057	-1.2249	0.111949
3	0.01929	0.181	0.42841
4	0.012407	0.1164	0.453804
5	-0.124833	-1.171	0.122372
6	-0.086035	-0.8071	0.210898
7	-0.335526	-3.1475	0.001124
8	0.05209	0.4886	0.313153
9	0.131728	1.2357	0.109927
10	-0.093107	-0.8734	0.192405
11	-0.182791	-1.7147	0.044957
12	0.266306	2.4982	0.007171
13	-0.118854	-1.115	0.133954
14	0.269371	2.5269	0.006647
15	-0.08752	-0.821	0.20693
16	-0.04083	-0.383	0.351314
17	-0.006188	-0.058	0.476921
18	-0.165594	-1.5534	0.061957
19	-0.084218	-0.79	0.215814
20	0.029974	0.2812	0.389615
21	-0.072801	-0.6829	0.248221
22	-0.091016	-0.8538	0.197767
23	0.106622	1.0002	0.159977
24	0.041662	0.3908	0.348438
25	-0.032027	-0.3004	0.382273
26	-0.063478	-0.5955	0.276526
27	-0.06516	-0.6113	0.271304
28	0.09019	0.8461	0.199908
29	-0.079861	-0.7492	0.227878
30	-0.028838	-0.2705	0.393696
31	-0.03655	-0.3429	0.366256
32	0.017307	0.1624	0.4357
33	-0.036595	-0.3433	0.3661
34	-0.052155	-0.4893	0.31294
35	-0.06551	-0.6145	0.270224
36	-0.040071	-0.3759	0.353947
37	-0.030971	-0.2905	0.386047
38	0.077908	0.7308	0.233408
39	0.042415	0.3979	0.345838
40	-0.014644	-0.1374	0.445526
41	0.035073	0.329	0.371462
42	-0.05001	-0.4691	0.320068
43	-0.083822	-0.7863	0.216896
44	-0.013649	-0.128	0.449204
45	-0.006707	-0.0629	0.474987
46	-0.068637	-0.6439	0.260667
47	-0.03222	-0.3022	0.381588
48	0.044526	0.4177	0.338594

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 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Datareeks-gemiddelde grafiek non-seasonal differencing inschrijving persone...

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code