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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 29 Dec 2012 11:29:04 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Dec/29/t1356798553i0z0dxfj8p1y578.htm/, Retrieved Thu, 02 May 2024 08:02:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=204894, Retrieved Thu, 02 May 2024 08:02:10 +0000

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User-defined keywords

Estimated Impact

128

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-     [(Partial) Autocorrelation Function] [] [2012-11-16 15:16:59] [d23b207f0d1ee449b1f7a501640a17a4]
- R PD    [(Partial) Autocorrelation Function] [] [2012-12-29 16:29:04] [b1ddf6ea300953275cf6f348bdbfb169] [Current]

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Dataseries X:

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Histogram

Boxplots

0.36
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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	'Gwilym Jenkins' @ jenkins.wessa.net

\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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=204894&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=204894&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=204894&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	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.002176	-0.0183	0.492713
2	-0.066343	-0.559	0.288954
3	-0.139657	-1.1768	0.121609
4	-0.140816	-1.1865	0.119682
5	0.074488	0.6276	0.266126
6	-0.070981	-0.5981	0.27584
7	1.4e-05	1e-04	0.499952
8	0.15231	1.2834	0.101765
9	-0.137467	-1.1583	0.125308
10	0.077837	0.6559	0.257015
11	-0.139786	-1.1779	0.121393
12	-0.077937	-0.6567	0.256745
13	-0.079097	-0.6665	0.253632
14	-0.008101	-0.0683	0.472884
15	0.07204	0.607	0.272887
16	0.070881	0.5973	0.27612
17	-0.065441	-0.5514	0.291539
18	-0.129609	-1.0921	0.13924
19	-0.06776	-0.571	0.284916
20	-0.06892	-0.5807	0.281632
21	0.065084	0.5484	0.292567
22	0.073071	0.6157	0.27003
23	-0.054105	-0.4559	0.324927
24	0.089044	0.7503	0.227776
25	0.024877	0.2096	0.417284
26	0.095872	0.8078	0.210943
27	0.094713	0.7981	0.213748
28	-0.113764	-0.9586	0.170509
29	0.029386	0.2476	0.402576
30	-0.116083	-0.9781	0.165666
31	0.099221	0.8361	0.202965
32	0.170216	1.4343	0.077943
33	0.033894	0.2856	0.388008
34	-0.039419	-0.3322	0.370376
35	-0.040579	-0.3419	0.366709
36	-0.041738	-0.3517	0.363055
37	-0.042898	-0.3615	0.359414
38	-0.116211	-0.9792	0.165399
39	0.180393	1.52	0.066473
40	-0.037229	-0.3137	0.377334
41	0.033766	0.2845	0.388422
42	-0.111703	-0.9412	0.174891
43	-0.040708	-0.343	0.366303
44	-0.032721	-0.2757	0.391786
45	-0.106035	-0.8935	0.187314
46	-0.03504	-0.2952	0.384333
47	0.117256	0.988	0.163249
48	0.116097	0.9783	0.165636

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.002176 & -0.0183 & 0.492713 \tabularnewline
2 & -0.066343 & -0.559 & 0.288954 \tabularnewline
3 & -0.139657 & -1.1768 & 0.121609 \tabularnewline
4 & -0.140816 & -1.1865 & 0.119682 \tabularnewline
5 & 0.074488 & 0.6276 & 0.266126 \tabularnewline
6 & -0.070981 & -0.5981 & 0.27584 \tabularnewline
7 & 1.4e-05 & 1e-04 & 0.499952 \tabularnewline
8 & 0.15231 & 1.2834 & 0.101765 \tabularnewline
9 & -0.137467 & -1.1583 & 0.125308 \tabularnewline
10 & 0.077837 & 0.6559 & 0.257015 \tabularnewline
11 & -0.139786 & -1.1779 & 0.121393 \tabularnewline
12 & -0.077937 & -0.6567 & 0.256745 \tabularnewline
13 & -0.079097 & -0.6665 & 0.253632 \tabularnewline
14 & -0.008101 & -0.0683 & 0.472884 \tabularnewline
15 & 0.07204 & 0.607 & 0.272887 \tabularnewline
16 & 0.070881 & 0.5973 & 0.27612 \tabularnewline
17 & -0.065441 & -0.5514 & 0.291539 \tabularnewline
18 & -0.129609 & -1.0921 & 0.13924 \tabularnewline
19 & -0.06776 & -0.571 & 0.284916 \tabularnewline
20 & -0.06892 & -0.5807 & 0.281632 \tabularnewline
21 & 0.065084 & 0.5484 & 0.292567 \tabularnewline
22 & 0.073071 & 0.6157 & 0.27003 \tabularnewline
23 & -0.054105 & -0.4559 & 0.324927 \tabularnewline
24 & 0.089044 & 0.7503 & 0.227776 \tabularnewline
25 & 0.024877 & 0.2096 & 0.417284 \tabularnewline
26 & 0.095872 & 0.8078 & 0.210943 \tabularnewline
27 & 0.094713 & 0.7981 & 0.213748 \tabularnewline
28 & -0.113764 & -0.9586 & 0.170509 \tabularnewline
29 & 0.029386 & 0.2476 & 0.402576 \tabularnewline
30 & -0.116083 & -0.9781 & 0.165666 \tabularnewline
31 & 0.099221 & 0.8361 & 0.202965 \tabularnewline
32 & 0.170216 & 1.4343 & 0.077943 \tabularnewline
33 & 0.033894 & 0.2856 & 0.388008 \tabularnewline
34 & -0.039419 & -0.3322 & 0.370376 \tabularnewline
35 & -0.040579 & -0.3419 & 0.366709 \tabularnewline
36 & -0.041738 & -0.3517 & 0.363055 \tabularnewline
37 & -0.042898 & -0.3615 & 0.359414 \tabularnewline
38 & -0.116211 & -0.9792 & 0.165399 \tabularnewline
39 & 0.180393 & 1.52 & 0.066473 \tabularnewline
40 & -0.037229 & -0.3137 & 0.377334 \tabularnewline
41 & 0.033766 & 0.2845 & 0.388422 \tabularnewline
42 & -0.111703 & -0.9412 & 0.174891 \tabularnewline
43 & -0.040708 & -0.343 & 0.366303 \tabularnewline
44 & -0.032721 & -0.2757 & 0.391786 \tabularnewline
45 & -0.106035 & -0.8935 & 0.187314 \tabularnewline
46 & -0.03504 & -0.2952 & 0.384333 \tabularnewline
47 & 0.117256 & 0.988 & 0.163249 \tabularnewline
48 & 0.116097 & 0.9783 & 0.165636 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=204894&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]-0.002176[/C][C]-0.0183[/C][C]0.492713[/C][/ROW]
[ROW][C]2[/C][C]-0.066343[/C][C]-0.559[/C][C]0.288954[/C][/ROW]
[ROW][C]3[/C][C]-0.139657[/C][C]-1.1768[/C][C]0.121609[/C][/ROW]
[ROW][C]4[/C][C]-0.140816[/C][C]-1.1865[/C][C]0.119682[/C][/ROW]
[ROW][C]5[/C][C]0.074488[/C][C]0.6276[/C][C]0.266126[/C][/ROW]
[ROW][C]6[/C][C]-0.070981[/C][C]-0.5981[/C][C]0.27584[/C][/ROW]
[ROW][C]7[/C][C]1.4e-05[/C][C]1e-04[/C][C]0.499952[/C][/ROW]
[ROW][C]8[/C][C]0.15231[/C][C]1.2834[/C][C]0.101765[/C][/ROW]
[ROW][C]9[/C][C]-0.137467[/C][C]-1.1583[/C][C]0.125308[/C][/ROW]
[ROW][C]10[/C][C]0.077837[/C][C]0.6559[/C][C]0.257015[/C][/ROW]
[ROW][C]11[/C][C]-0.139786[/C][C]-1.1779[/C][C]0.121393[/C][/ROW]
[ROW][C]12[/C][C]-0.077937[/C][C]-0.6567[/C][C]0.256745[/C][/ROW]
[ROW][C]13[/C][C]-0.079097[/C][C]-0.6665[/C][C]0.253632[/C][/ROW]
[ROW][C]14[/C][C]-0.008101[/C][C]-0.0683[/C][C]0.472884[/C][/ROW]
[ROW][C]15[/C][C]0.07204[/C][C]0.607[/C][C]0.272887[/C][/ROW]
[ROW][C]16[/C][C]0.070881[/C][C]0.5973[/C][C]0.27612[/C][/ROW]
[ROW][C]17[/C][C]-0.065441[/C][C]-0.5514[/C][C]0.291539[/C][/ROW]
[ROW][C]18[/C][C]-0.129609[/C][C]-1.0921[/C][C]0.13924[/C][/ROW]
[ROW][C]19[/C][C]-0.06776[/C][C]-0.571[/C][C]0.284916[/C][/ROW]
[ROW][C]20[/C][C]-0.06892[/C][C]-0.5807[/C][C]0.281632[/C][/ROW]
[ROW][C]21[/C][C]0.065084[/C][C]0.5484[/C][C]0.292567[/C][/ROW]
[ROW][C]22[/C][C]0.073071[/C][C]0.6157[/C][C]0.27003[/C][/ROW]
[ROW][C]23[/C][C]-0.054105[/C][C]-0.4559[/C][C]0.324927[/C][/ROW]
[ROW][C]24[/C][C]0.089044[/C][C]0.7503[/C][C]0.227776[/C][/ROW]
[ROW][C]25[/C][C]0.024877[/C][C]0.2096[/C][C]0.417284[/C][/ROW]
[ROW][C]26[/C][C]0.095872[/C][C]0.8078[/C][C]0.210943[/C][/ROW]
[ROW][C]27[/C][C]0.094713[/C][C]0.7981[/C][C]0.213748[/C][/ROW]
[ROW][C]28[/C][C]-0.113764[/C][C]-0.9586[/C][C]0.170509[/C][/ROW]
[ROW][C]29[/C][C]0.029386[/C][C]0.2476[/C][C]0.402576[/C][/ROW]
[ROW][C]30[/C][C]-0.116083[/C][C]-0.9781[/C][C]0.165666[/C][/ROW]
[ROW][C]31[/C][C]0.099221[/C][C]0.8361[/C][C]0.202965[/C][/ROW]
[ROW][C]32[/C][C]0.170216[/C][C]1.4343[/C][C]0.077943[/C][/ROW]
[ROW][C]33[/C][C]0.033894[/C][C]0.2856[/C][C]0.388008[/C][/ROW]
[ROW][C]34[/C][C]-0.039419[/C][C]-0.3322[/C][C]0.370376[/C][/ROW]
[ROW][C]35[/C][C]-0.040579[/C][C]-0.3419[/C][C]0.366709[/C][/ROW]
[ROW][C]36[/C][C]-0.041738[/C][C]-0.3517[/C][C]0.363055[/C][/ROW]
[ROW][C]37[/C][C]-0.042898[/C][C]-0.3615[/C][C]0.359414[/C][/ROW]
[ROW][C]38[/C][C]-0.116211[/C][C]-0.9792[/C][C]0.165399[/C][/ROW]
[ROW][C]39[/C][C]0.180393[/C][C]1.52[/C][C]0.066473[/C][/ROW]
[ROW][C]40[/C][C]-0.037229[/C][C]-0.3137[/C][C]0.377334[/C][/ROW]
[ROW][C]41[/C][C]0.033766[/C][C]0.2845[/C][C]0.388422[/C][/ROW]
[ROW][C]42[/C][C]-0.111703[/C][C]-0.9412[/C][C]0.174891[/C][/ROW]
[ROW][C]43[/C][C]-0.040708[/C][C]-0.343[/C][C]0.366303[/C][/ROW]
[ROW][C]44[/C][C]-0.032721[/C][C]-0.2757[/C][C]0.391786[/C][/ROW]
[ROW][C]45[/C][C]-0.106035[/C][C]-0.8935[/C][C]0.187314[/C][/ROW]
[ROW][C]46[/C][C]-0.03504[/C][C]-0.2952[/C][C]0.384333[/C][/ROW]
[ROW][C]47[/C][C]0.117256[/C][C]0.988[/C][C]0.163249[/C][/ROW]
[ROW][C]48[/C][C]0.116097[/C][C]0.9783[/C][C]0.165636[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=204894&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=204894&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	-0.002176	-0.0183	0.492713
2	-0.066343	-0.559	0.288954
3	-0.139657	-1.1768	0.121609
4	-0.140816	-1.1865	0.119682
5	0.074488	0.6276	0.266126
6	-0.070981	-0.5981	0.27584
7	1.4e-05	1e-04	0.499952
8	0.15231	1.2834	0.101765
9	-0.137467	-1.1583	0.125308
10	0.077837	0.6559	0.257015
11	-0.139786	-1.1779	0.121393
12	-0.077937	-0.6567	0.256745
13	-0.079097	-0.6665	0.253632
14	-0.008101	-0.0683	0.472884
15	0.07204	0.607	0.272887
16	0.070881	0.5973	0.27612
17	-0.065441	-0.5514	0.291539
18	-0.129609	-1.0921	0.13924
19	-0.06776	-0.571	0.284916
20	-0.06892	-0.5807	0.281632
21	0.065084	0.5484	0.292567
22	0.073071	0.6157	0.27003
23	-0.054105	-0.4559	0.324927
24	0.089044	0.7503	0.227776
25	0.024877	0.2096	0.417284
26	0.095872	0.8078	0.210943
27	0.094713	0.7981	0.213748
28	-0.113764	-0.9586	0.170509
29	0.029386	0.2476	0.402576
30	-0.116083	-0.9781	0.165666
31	0.099221	0.8361	0.202965
32	0.170216	1.4343	0.077943
33	0.033894	0.2856	0.388008
34	-0.039419	-0.3322	0.370376
35	-0.040579	-0.3419	0.366709
36	-0.041738	-0.3517	0.363055
37	-0.042898	-0.3615	0.359414
38	-0.116211	-0.9792	0.165399
39	0.180393	1.52	0.066473
40	-0.037229	-0.3137	0.377334
41	0.033766	0.2845	0.388422
42	-0.111703	-0.9412	0.174891
43	-0.040708	-0.343	0.366303
44	-0.032721	-0.2757	0.391786
45	-0.106035	-0.8935	0.187314
46	-0.03504	-0.2952	0.384333
47	0.117256	0.988	0.163249
48	0.116097	0.9783	0.165636

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.002176	-0.0183	0.492713
2	-0.066348	-0.5591	0.28894
3	-0.140575	-1.1845	0.120082
4	-0.150804	-1.2707	0.103993
5	0.051771	0.4362	0.331995
6	-0.113529	-0.9566	0.171005
7	-0.03785	-0.3189	0.375359
8	0.14295	1.2045	0.116195
9	-0.155423	-1.3096	0.097273
10	0.068726	0.5791	0.282178
11	-0.120586	-1.0161	0.156522
12	-0.08651	-0.7289	0.234216
13	-0.153025	-1.2894	0.10072
14	-0.000386	-0.0033	0.498708
15	-0.045249	-0.3813	0.35207
16	0.017045	0.1436	0.443102
17	-0.074192	-0.6252	0.266937
18	-0.197656	-1.6655	0.050112
19	-0.043236	-0.3643	0.358353
20	-0.183699	-1.5479	0.06305
21	-0.002478	-0.0209	0.491701
22	-0.056497	-0.4761	0.317749
23	-0.14284	-1.2036	0.116373
24	-0.022904	-0.193	0.423757
25	-0.000399	-0.0034	0.498662
26	0.049813	0.4197	0.337973
27	0.077375	0.652	0.258261
28	-0.046798	-0.3943	0.347262
29	-0.040091	-0.3378	0.36825
30	-0.14478	-1.2199	0.113263
31	0.051561	0.4345	0.332636
32	0.090766	0.7648	0.223461
33	0.103641	0.8733	0.192723
34	-0.058532	-0.4932	0.311697
35	0.052204	0.4399	0.330681
36	-0.007726	-0.0651	0.474139
37	-0.092549	-0.7798	0.219042
38	-0.03415	-0.2878	0.387187
39	0.20157	1.6985	0.0469
40	-0.076766	-0.6468	0.25991
41	0.010877	0.0916	0.463617
42	-0.067955	-0.5726	0.284362
43	-0.006677	-0.0563	0.477646
44	0.05234	0.441	0.330269
45	-0.029211	-0.2461	0.403144
46	-0.066556	-0.5608	0.288347
47	0.016027	0.135	0.446478
48	0.090583	0.7633	0.223918

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.002176 & -0.0183 & 0.492713 \tabularnewline
2 & -0.066348 & -0.5591 & 0.28894 \tabularnewline
3 & -0.140575 & -1.1845 & 0.120082 \tabularnewline
4 & -0.150804 & -1.2707 & 0.103993 \tabularnewline
5 & 0.051771 & 0.4362 & 0.331995 \tabularnewline
6 & -0.113529 & -0.9566 & 0.171005 \tabularnewline
7 & -0.03785 & -0.3189 & 0.375359 \tabularnewline
8 & 0.14295 & 1.2045 & 0.116195 \tabularnewline
9 & -0.155423 & -1.3096 & 0.097273 \tabularnewline
10 & 0.068726 & 0.5791 & 0.282178 \tabularnewline
11 & -0.120586 & -1.0161 & 0.156522 \tabularnewline
12 & -0.08651 & -0.7289 & 0.234216 \tabularnewline
13 & -0.153025 & -1.2894 & 0.10072 \tabularnewline
14 & -0.000386 & -0.0033 & 0.498708 \tabularnewline
15 & -0.045249 & -0.3813 & 0.35207 \tabularnewline
16 & 0.017045 & 0.1436 & 0.443102 \tabularnewline
17 & -0.074192 & -0.6252 & 0.266937 \tabularnewline
18 & -0.197656 & -1.6655 & 0.050112 \tabularnewline
19 & -0.043236 & -0.3643 & 0.358353 \tabularnewline
20 & -0.183699 & -1.5479 & 0.06305 \tabularnewline
21 & -0.002478 & -0.0209 & 0.491701 \tabularnewline
22 & -0.056497 & -0.4761 & 0.317749 \tabularnewline
23 & -0.14284 & -1.2036 & 0.116373 \tabularnewline
24 & -0.022904 & -0.193 & 0.423757 \tabularnewline
25 & -0.000399 & -0.0034 & 0.498662 \tabularnewline
26 & 0.049813 & 0.4197 & 0.337973 \tabularnewline
27 & 0.077375 & 0.652 & 0.258261 \tabularnewline
28 & -0.046798 & -0.3943 & 0.347262 \tabularnewline
29 & -0.040091 & -0.3378 & 0.36825 \tabularnewline
30 & -0.14478 & -1.2199 & 0.113263 \tabularnewline
31 & 0.051561 & 0.4345 & 0.332636 \tabularnewline
32 & 0.090766 & 0.7648 & 0.223461 \tabularnewline
33 & 0.103641 & 0.8733 & 0.192723 \tabularnewline
34 & -0.058532 & -0.4932 & 0.311697 \tabularnewline
35 & 0.052204 & 0.4399 & 0.330681 \tabularnewline
36 & -0.007726 & -0.0651 & 0.474139 \tabularnewline
37 & -0.092549 & -0.7798 & 0.219042 \tabularnewline
38 & -0.03415 & -0.2878 & 0.387187 \tabularnewline
39 & 0.20157 & 1.6985 & 0.0469 \tabularnewline
40 & -0.076766 & -0.6468 & 0.25991 \tabularnewline
41 & 0.010877 & 0.0916 & 0.463617 \tabularnewline
42 & -0.067955 & -0.5726 & 0.284362 \tabularnewline
43 & -0.006677 & -0.0563 & 0.477646 \tabularnewline
44 & 0.05234 & 0.441 & 0.330269 \tabularnewline
45 & -0.029211 & -0.2461 & 0.403144 \tabularnewline
46 & -0.066556 & -0.5608 & 0.288347 \tabularnewline
47 & 0.016027 & 0.135 & 0.446478 \tabularnewline
48 & 0.090583 & 0.7633 & 0.223918 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=204894&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]-0.002176[/C][C]-0.0183[/C][C]0.492713[/C][/ROW]
[ROW][C]2[/C][C]-0.066348[/C][C]-0.5591[/C][C]0.28894[/C][/ROW]
[ROW][C]3[/C][C]-0.140575[/C][C]-1.1845[/C][C]0.120082[/C][/ROW]
[ROW][C]4[/C][C]-0.150804[/C][C]-1.2707[/C][C]0.103993[/C][/ROW]
[ROW][C]5[/C][C]0.051771[/C][C]0.4362[/C][C]0.331995[/C][/ROW]
[ROW][C]6[/C][C]-0.113529[/C][C]-0.9566[/C][C]0.171005[/C][/ROW]
[ROW][C]7[/C][C]-0.03785[/C][C]-0.3189[/C][C]0.375359[/C][/ROW]
[ROW][C]8[/C][C]0.14295[/C][C]1.2045[/C][C]0.116195[/C][/ROW]
[ROW][C]9[/C][C]-0.155423[/C][C]-1.3096[/C][C]0.097273[/C][/ROW]
[ROW][C]10[/C][C]0.068726[/C][C]0.5791[/C][C]0.282178[/C][/ROW]
[ROW][C]11[/C][C]-0.120586[/C][C]-1.0161[/C][C]0.156522[/C][/ROW]
[ROW][C]12[/C][C]-0.08651[/C][C]-0.7289[/C][C]0.234216[/C][/ROW]
[ROW][C]13[/C][C]-0.153025[/C][C]-1.2894[/C][C]0.10072[/C][/ROW]
[ROW][C]14[/C][C]-0.000386[/C][C]-0.0033[/C][C]0.498708[/C][/ROW]
[ROW][C]15[/C][C]-0.045249[/C][C]-0.3813[/C][C]0.35207[/C][/ROW]
[ROW][C]16[/C][C]0.017045[/C][C]0.1436[/C][C]0.443102[/C][/ROW]
[ROW][C]17[/C][C]-0.074192[/C][C]-0.6252[/C][C]0.266937[/C][/ROW]
[ROW][C]18[/C][C]-0.197656[/C][C]-1.6655[/C][C]0.050112[/C][/ROW]
[ROW][C]19[/C][C]-0.043236[/C][C]-0.3643[/C][C]0.358353[/C][/ROW]
[ROW][C]20[/C][C]-0.183699[/C][C]-1.5479[/C][C]0.06305[/C][/ROW]
[ROW][C]21[/C][C]-0.002478[/C][C]-0.0209[/C][C]0.491701[/C][/ROW]
[ROW][C]22[/C][C]-0.056497[/C][C]-0.4761[/C][C]0.317749[/C][/ROW]
[ROW][C]23[/C][C]-0.14284[/C][C]-1.2036[/C][C]0.116373[/C][/ROW]
[ROW][C]24[/C][C]-0.022904[/C][C]-0.193[/C][C]0.423757[/C][/ROW]
[ROW][C]25[/C][C]-0.000399[/C][C]-0.0034[/C][C]0.498662[/C][/ROW]
[ROW][C]26[/C][C]0.049813[/C][C]0.4197[/C][C]0.337973[/C][/ROW]
[ROW][C]27[/C][C]0.077375[/C][C]0.652[/C][C]0.258261[/C][/ROW]
[ROW][C]28[/C][C]-0.046798[/C][C]-0.3943[/C][C]0.347262[/C][/ROW]
[ROW][C]29[/C][C]-0.040091[/C][C]-0.3378[/C][C]0.36825[/C][/ROW]
[ROW][C]30[/C][C]-0.14478[/C][C]-1.2199[/C][C]0.113263[/C][/ROW]
[ROW][C]31[/C][C]0.051561[/C][C]0.4345[/C][C]0.332636[/C][/ROW]
[ROW][C]32[/C][C]0.090766[/C][C]0.7648[/C][C]0.223461[/C][/ROW]
[ROW][C]33[/C][C]0.103641[/C][C]0.8733[/C][C]0.192723[/C][/ROW]
[ROW][C]34[/C][C]-0.058532[/C][C]-0.4932[/C][C]0.311697[/C][/ROW]
[ROW][C]35[/C][C]0.052204[/C][C]0.4399[/C][C]0.330681[/C][/ROW]
[ROW][C]36[/C][C]-0.007726[/C][C]-0.0651[/C][C]0.474139[/C][/ROW]
[ROW][C]37[/C][C]-0.092549[/C][C]-0.7798[/C][C]0.219042[/C][/ROW]
[ROW][C]38[/C][C]-0.03415[/C][C]-0.2878[/C][C]0.387187[/C][/ROW]
[ROW][C]39[/C][C]0.20157[/C][C]1.6985[/C][C]0.0469[/C][/ROW]
[ROW][C]40[/C][C]-0.076766[/C][C]-0.6468[/C][C]0.25991[/C][/ROW]
[ROW][C]41[/C][C]0.010877[/C][C]0.0916[/C][C]0.463617[/C][/ROW]
[ROW][C]42[/C][C]-0.067955[/C][C]-0.5726[/C][C]0.284362[/C][/ROW]
[ROW][C]43[/C][C]-0.006677[/C][C]-0.0563[/C][C]0.477646[/C][/ROW]
[ROW][C]44[/C][C]0.05234[/C][C]0.441[/C][C]0.330269[/C][/ROW]
[ROW][C]45[/C][C]-0.029211[/C][C]-0.2461[/C][C]0.403144[/C][/ROW]
[ROW][C]46[/C][C]-0.066556[/C][C]-0.5608[/C][C]0.288347[/C][/ROW]
[ROW][C]47[/C][C]0.016027[/C][C]0.135[/C][C]0.446478[/C][/ROW]
[ROW][C]48[/C][C]0.090583[/C][C]0.7633[/C][C]0.223918[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=204894&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=204894&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	-0.002176	-0.0183	0.492713
2	-0.066348	-0.5591	0.28894
3	-0.140575	-1.1845	0.120082
4	-0.150804	-1.2707	0.103993
5	0.051771	0.4362	0.331995
6	-0.113529	-0.9566	0.171005
7	-0.03785	-0.3189	0.375359
8	0.14295	1.2045	0.116195
9	-0.155423	-1.3096	0.097273
10	0.068726	0.5791	0.282178
11	-0.120586	-1.0161	0.156522
12	-0.08651	-0.7289	0.234216
13	-0.153025	-1.2894	0.10072
14	-0.000386	-0.0033	0.498708
15	-0.045249	-0.3813	0.35207
16	0.017045	0.1436	0.443102
17	-0.074192	-0.6252	0.266937
18	-0.197656	-1.6655	0.050112
19	-0.043236	-0.3643	0.358353
20	-0.183699	-1.5479	0.06305
21	-0.002478	-0.0209	0.491701
22	-0.056497	-0.4761	0.317749
23	-0.14284	-1.2036	0.116373
24	-0.022904	-0.193	0.423757
25	-0.000399	-0.0034	0.498662
26	0.049813	0.4197	0.337973
27	0.077375	0.652	0.258261
28	-0.046798	-0.3943	0.347262
29	-0.040091	-0.3378	0.36825
30	-0.14478	-1.2199	0.113263
31	0.051561	0.4345	0.332636
32	0.090766	0.7648	0.223461
33	0.103641	0.8733	0.192723
34	-0.058532	-0.4932	0.311697
35	0.052204	0.4399	0.330681
36	-0.007726	-0.0651	0.474139
37	-0.092549	-0.7798	0.219042
38	-0.03415	-0.2878	0.387187
39	0.20157	1.6985	0.0469
40	-0.076766	-0.6468	0.25991
41	0.010877	0.0916	0.463617
42	-0.067955	-0.5726	0.284362
43	-0.006677	-0.0563	0.477646
44	0.05234	0.441	0.330269
45	-0.029211	-0.2461	0.403144
46	-0.066556	-0.5608	0.288347
47	0.016027	0.135	0.446478
48	0.090583	0.7633	0.223918

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

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code