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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 14 Jan 2012 13:33:16 -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/Jan/14/t1326566024xw9k99ih2pjkoxq.htm/, Retrieved Fri, 03 May 2024 18:20:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=161047, Retrieved Fri, 03 May 2024 18:20:25 +0000

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User-defined keywords

KDGP2W12

Estimated Impact

190

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-       [(Partial) Autocorrelation Function] [] [2012-01-14 18:33:16] [860f1af8dde2fbc4c0f468abef92388b] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'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=161047&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=161047&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=161047&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	0.035905	0.411	0.34089
2	0.133728	1.5306	0.064141
3	-0.065907	-0.7543	0.225999
4	-0.052596	-0.602	0.274112
5	-0.047743	-0.5464	0.292844
6	-0.103781	-1.1878	0.118524
7	0.042227	0.4833	0.314841
8	-0.089718	-1.0269	0.153186
9	-0.112447	-1.287	0.10018
10	0.074459	0.8522	0.197822
11	0.140159	1.6042	0.05554
12	0.105443	1.2068	0.114832
13	0.194374	2.2247	0.013906
14	-0.003123	-0.0357	0.485769
15	-0.012656	-0.1449	0.442523
16	-0.125771	-1.4395	0.076194
17	0.028917	0.331	0.370596
18	-0.059186	-0.6774	0.249669
19	-0.1639	-1.8759	0.031446
20	-0.039547	-0.4526	0.325782
21	-0.256131	-2.9315	0.001991
22	-0.068622	-0.7854	0.216813
23	0.058154	0.6656	0.253418
24	0.132357	1.5149	0.066104
25	0.066416	0.7602	0.22426
26	-0.027614	-0.3161	0.37623
27	0.080231	0.9183	0.180079
28	-0.083646	-0.9574	0.170071
29	-0.044579	-0.5102	0.305373
30	-0.085521	-0.9788	0.164734
31	-0.075727	-0.8667	0.193837
32	-0.134481	-1.5392	0.063082
33	-0.005243	-0.06	0.476118
34	0.001231	0.0141	0.494392
35	0.056749	0.6495	0.258568
36	0.015827	0.1811	0.428266
37	0.053393	0.6111	0.271092
38	0.024217	0.2772	0.391041
39	-0.086265	-0.9874	0.162645
40	0.020854	0.2387	0.40586
41	-0.028259	-0.3234	0.37344
42	0.052011	0.5953	0.276339
43	-0.012187	-0.1395	0.44464
44	-0.023748	-0.2718	0.3931
45	-0.161767	-1.8515	0.033174
46	0.047206	0.5403	0.294955
47	8.9e-05	0.001	0.499595
48	0.003683	0.0422	0.483221

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.035905 & 0.411 & 0.34089 \tabularnewline
2 & 0.133728 & 1.5306 & 0.064141 \tabularnewline
3 & -0.065907 & -0.7543 & 0.225999 \tabularnewline
4 & -0.052596 & -0.602 & 0.274112 \tabularnewline
5 & -0.047743 & -0.5464 & 0.292844 \tabularnewline
6 & -0.103781 & -1.1878 & 0.118524 \tabularnewline
7 & 0.042227 & 0.4833 & 0.314841 \tabularnewline
8 & -0.089718 & -1.0269 & 0.153186 \tabularnewline
9 & -0.112447 & -1.287 & 0.10018 \tabularnewline
10 & 0.074459 & 0.8522 & 0.197822 \tabularnewline
11 & 0.140159 & 1.6042 & 0.05554 \tabularnewline
12 & 0.105443 & 1.2068 & 0.114832 \tabularnewline
13 & 0.194374 & 2.2247 & 0.013906 \tabularnewline
14 & -0.003123 & -0.0357 & 0.485769 \tabularnewline
15 & -0.012656 & -0.1449 & 0.442523 \tabularnewline
16 & -0.125771 & -1.4395 & 0.076194 \tabularnewline
17 & 0.028917 & 0.331 & 0.370596 \tabularnewline
18 & -0.059186 & -0.6774 & 0.249669 \tabularnewline
19 & -0.1639 & -1.8759 & 0.031446 \tabularnewline
20 & -0.039547 & -0.4526 & 0.325782 \tabularnewline
21 & -0.256131 & -2.9315 & 0.001991 \tabularnewline
22 & -0.068622 & -0.7854 & 0.216813 \tabularnewline
23 & 0.058154 & 0.6656 & 0.253418 \tabularnewline
24 & 0.132357 & 1.5149 & 0.066104 \tabularnewline
25 & 0.066416 & 0.7602 & 0.22426 \tabularnewline
26 & -0.027614 & -0.3161 & 0.37623 \tabularnewline
27 & 0.080231 & 0.9183 & 0.180079 \tabularnewline
28 & -0.083646 & -0.9574 & 0.170071 \tabularnewline
29 & -0.044579 & -0.5102 & 0.305373 \tabularnewline
30 & -0.085521 & -0.9788 & 0.164734 \tabularnewline
31 & -0.075727 & -0.8667 & 0.193837 \tabularnewline
32 & -0.134481 & -1.5392 & 0.063082 \tabularnewline
33 & -0.005243 & -0.06 & 0.476118 \tabularnewline
34 & 0.001231 & 0.0141 & 0.494392 \tabularnewline
35 & 0.056749 & 0.6495 & 0.258568 \tabularnewline
36 & 0.015827 & 0.1811 & 0.428266 \tabularnewline
37 & 0.053393 & 0.6111 & 0.271092 \tabularnewline
38 & 0.024217 & 0.2772 & 0.391041 \tabularnewline
39 & -0.086265 & -0.9874 & 0.162645 \tabularnewline
40 & 0.020854 & 0.2387 & 0.40586 \tabularnewline
41 & -0.028259 & -0.3234 & 0.37344 \tabularnewline
42 & 0.052011 & 0.5953 & 0.276339 \tabularnewline
43 & -0.012187 & -0.1395 & 0.44464 \tabularnewline
44 & -0.023748 & -0.2718 & 0.3931 \tabularnewline
45 & -0.161767 & -1.8515 & 0.033174 \tabularnewline
46 & 0.047206 & 0.5403 & 0.294955 \tabularnewline
47 & 8.9e-05 & 0.001 & 0.499595 \tabularnewline
48 & 0.003683 & 0.0422 & 0.483221 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=161047&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]0.035905[/C][C]0.411[/C][C]0.34089[/C][/ROW]
[ROW][C]2[/C][C]0.133728[/C][C]1.5306[/C][C]0.064141[/C][/ROW]
[ROW][C]3[/C][C]-0.065907[/C][C]-0.7543[/C][C]0.225999[/C][/ROW]
[ROW][C]4[/C][C]-0.052596[/C][C]-0.602[/C][C]0.274112[/C][/ROW]
[ROW][C]5[/C][C]-0.047743[/C][C]-0.5464[/C][C]0.292844[/C][/ROW]
[ROW][C]6[/C][C]-0.103781[/C][C]-1.1878[/C][C]0.118524[/C][/ROW]
[ROW][C]7[/C][C]0.042227[/C][C]0.4833[/C][C]0.314841[/C][/ROW]
[ROW][C]8[/C][C]-0.089718[/C][C]-1.0269[/C][C]0.153186[/C][/ROW]
[ROW][C]9[/C][C]-0.112447[/C][C]-1.287[/C][C]0.10018[/C][/ROW]
[ROW][C]10[/C][C]0.074459[/C][C]0.8522[/C][C]0.197822[/C][/ROW]
[ROW][C]11[/C][C]0.140159[/C][C]1.6042[/C][C]0.05554[/C][/ROW]
[ROW][C]12[/C][C]0.105443[/C][C]1.2068[/C][C]0.114832[/C][/ROW]
[ROW][C]13[/C][C]0.194374[/C][C]2.2247[/C][C]0.013906[/C][/ROW]
[ROW][C]14[/C][C]-0.003123[/C][C]-0.0357[/C][C]0.485769[/C][/ROW]
[ROW][C]15[/C][C]-0.012656[/C][C]-0.1449[/C][C]0.442523[/C][/ROW]
[ROW][C]16[/C][C]-0.125771[/C][C]-1.4395[/C][C]0.076194[/C][/ROW]
[ROW][C]17[/C][C]0.028917[/C][C]0.331[/C][C]0.370596[/C][/ROW]
[ROW][C]18[/C][C]-0.059186[/C][C]-0.6774[/C][C]0.249669[/C][/ROW]
[ROW][C]19[/C][C]-0.1639[/C][C]-1.8759[/C][C]0.031446[/C][/ROW]
[ROW][C]20[/C][C]-0.039547[/C][C]-0.4526[/C][C]0.325782[/C][/ROW]
[ROW][C]21[/C][C]-0.256131[/C][C]-2.9315[/C][C]0.001991[/C][/ROW]
[ROW][C]22[/C][C]-0.068622[/C][C]-0.7854[/C][C]0.216813[/C][/ROW]
[ROW][C]23[/C][C]0.058154[/C][C]0.6656[/C][C]0.253418[/C][/ROW]
[ROW][C]24[/C][C]0.132357[/C][C]1.5149[/C][C]0.066104[/C][/ROW]
[ROW][C]25[/C][C]0.066416[/C][C]0.7602[/C][C]0.22426[/C][/ROW]
[ROW][C]26[/C][C]-0.027614[/C][C]-0.3161[/C][C]0.37623[/C][/ROW]
[ROW][C]27[/C][C]0.080231[/C][C]0.9183[/C][C]0.180079[/C][/ROW]
[ROW][C]28[/C][C]-0.083646[/C][C]-0.9574[/C][C]0.170071[/C][/ROW]
[ROW][C]29[/C][C]-0.044579[/C][C]-0.5102[/C][C]0.305373[/C][/ROW]
[ROW][C]30[/C][C]-0.085521[/C][C]-0.9788[/C][C]0.164734[/C][/ROW]
[ROW][C]31[/C][C]-0.075727[/C][C]-0.8667[/C][C]0.193837[/C][/ROW]
[ROW][C]32[/C][C]-0.134481[/C][C]-1.5392[/C][C]0.063082[/C][/ROW]
[ROW][C]33[/C][C]-0.005243[/C][C]-0.06[/C][C]0.476118[/C][/ROW]
[ROW][C]34[/C][C]0.001231[/C][C]0.0141[/C][C]0.494392[/C][/ROW]
[ROW][C]35[/C][C]0.056749[/C][C]0.6495[/C][C]0.258568[/C][/ROW]
[ROW][C]36[/C][C]0.015827[/C][C]0.1811[/C][C]0.428266[/C][/ROW]
[ROW][C]37[/C][C]0.053393[/C][C]0.6111[/C][C]0.271092[/C][/ROW]
[ROW][C]38[/C][C]0.024217[/C][C]0.2772[/C][C]0.391041[/C][/ROW]
[ROW][C]39[/C][C]-0.086265[/C][C]-0.9874[/C][C]0.162645[/C][/ROW]
[ROW][C]40[/C][C]0.020854[/C][C]0.2387[/C][C]0.40586[/C][/ROW]
[ROW][C]41[/C][C]-0.028259[/C][C]-0.3234[/C][C]0.37344[/C][/ROW]
[ROW][C]42[/C][C]0.052011[/C][C]0.5953[/C][C]0.276339[/C][/ROW]
[ROW][C]43[/C][C]-0.012187[/C][C]-0.1395[/C][C]0.44464[/C][/ROW]
[ROW][C]44[/C][C]-0.023748[/C][C]-0.2718[/C][C]0.3931[/C][/ROW]
[ROW][C]45[/C][C]-0.161767[/C][C]-1.8515[/C][C]0.033174[/C][/ROW]
[ROW][C]46[/C][C]0.047206[/C][C]0.5403[/C][C]0.294955[/C][/ROW]
[ROW][C]47[/C][C]8.9e-05[/C][C]0.001[/C][C]0.499595[/C][/ROW]
[ROW][C]48[/C][C]0.003683[/C][C]0.0422[/C][C]0.483221[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=161047&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=161047&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	0.035905	0.411	0.34089
2	0.133728	1.5306	0.064141
3	-0.065907	-0.7543	0.225999
4	-0.052596	-0.602	0.274112
5	-0.047743	-0.5464	0.292844
6	-0.103781	-1.1878	0.118524
7	0.042227	0.4833	0.314841
8	-0.089718	-1.0269	0.153186
9	-0.112447	-1.287	0.10018
10	0.074459	0.8522	0.197822
11	0.140159	1.6042	0.05554
12	0.105443	1.2068	0.114832
13	0.194374	2.2247	0.013906
14	-0.003123	-0.0357	0.485769
15	-0.012656	-0.1449	0.442523
16	-0.125771	-1.4395	0.076194
17	0.028917	0.331	0.370596
18	-0.059186	-0.6774	0.249669
19	-0.1639	-1.8759	0.031446
20	-0.039547	-0.4526	0.325782
21	-0.256131	-2.9315	0.001991
22	-0.068622	-0.7854	0.216813
23	0.058154	0.6656	0.253418
24	0.132357	1.5149	0.066104
25	0.066416	0.7602	0.22426
26	-0.027614	-0.3161	0.37623
27	0.080231	0.9183	0.180079
28	-0.083646	-0.9574	0.170071
29	-0.044579	-0.5102	0.305373
30	-0.085521	-0.9788	0.164734
31	-0.075727	-0.8667	0.193837
32	-0.134481	-1.5392	0.063082
33	-0.005243	-0.06	0.476118
34	0.001231	0.0141	0.494392
35	0.056749	0.6495	0.258568
36	0.015827	0.1811	0.428266
37	0.053393	0.6111	0.271092
38	0.024217	0.2772	0.391041
39	-0.086265	-0.9874	0.162645
40	0.020854	0.2387	0.40586
41	-0.028259	-0.3234	0.37344
42	0.052011	0.5953	0.276339
43	-0.012187	-0.1395	0.44464
44	-0.023748	-0.2718	0.3931
45	-0.161767	-1.8515	0.033174
46	0.047206	0.5403	0.294955
47	8.9e-05	0.001	0.499595
48	0.003683	0.0422	0.483221

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.035905	0.411	0.34089
2	0.13261	1.5178	0.065739
3	-0.076271	-0.873	0.19214
4	-0.066831	-0.7649	0.22285
5	-0.024838	-0.2843	0.38832
6	-0.09228	-1.0562	0.146411
7	0.052772	0.604	0.273444
8	-0.077483	-0.8868	0.188396
9	-0.143209	-1.6391	0.051796
10	0.107683	1.2325	0.109988
11	0.165566	1.895	0.030149
12	0.041003	0.4693	0.319816
13	0.166272	1.9031	0.029613
14	-0.035236	-0.4033	0.343696
15	-0.053134	-0.6082	0.27207
16	-0.053751	-0.6152	0.269742
17	0.057079	0.6533	0.257355
18	-0.046344	-0.5304	0.298357
19	-0.141837	-1.6234	0.053454
20	-0.013613	-0.1558	0.438211
21	-0.239729	-2.7438	0.003462
22	-0.09569	-1.0952	0.137715
23	0.092381	1.0573	0.14615
24	0.023218	0.2657	0.395426
25	-0.039341	-0.4503	0.326627
26	-0.036606	-0.419	0.33796
27	0.061542	0.7044	0.241222
28	-0.073008	-0.8356	0.202446
29	0.001223	0.014	0.494427
30	-0.104147	-1.192	0.117706
31	-0.049341	-0.5647	0.286611
32	0.019989	0.2288	0.409698
33	0.100931	1.1552	0.125054
34	0.015316	0.1753	0.430559
35	-0.002689	-0.0308	0.487746
36	-0.031177	-0.3568	0.360892
37	-0.077184	-0.8834	0.189317
38	0.011818	0.1353	0.446306
39	-0.071361	-0.8168	0.207774
40	-0.082621	-0.9456	0.173037
41	0.000295	0.0034	0.498658
42	0.065576	0.7506	0.227134
43	0.033174	0.3797	0.352393
44	-0.029462	-0.3372	0.368248
45	-0.172238	-1.9714	0.025396
46	0.050629	0.5795	0.28163
47	-0.014883	-0.1703	0.432503
48	-0.061806	-0.7074	0.240287

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.035905 & 0.411 & 0.34089 \tabularnewline
2 & 0.13261 & 1.5178 & 0.065739 \tabularnewline
3 & -0.076271 & -0.873 & 0.19214 \tabularnewline
4 & -0.066831 & -0.7649 & 0.22285 \tabularnewline
5 & -0.024838 & -0.2843 & 0.38832 \tabularnewline
6 & -0.09228 & -1.0562 & 0.146411 \tabularnewline
7 & 0.052772 & 0.604 & 0.273444 \tabularnewline
8 & -0.077483 & -0.8868 & 0.188396 \tabularnewline
9 & -0.143209 & -1.6391 & 0.051796 \tabularnewline
10 & 0.107683 & 1.2325 & 0.109988 \tabularnewline
11 & 0.165566 & 1.895 & 0.030149 \tabularnewline
12 & 0.041003 & 0.4693 & 0.319816 \tabularnewline
13 & 0.166272 & 1.9031 & 0.029613 \tabularnewline
14 & -0.035236 & -0.4033 & 0.343696 \tabularnewline
15 & -0.053134 & -0.6082 & 0.27207 \tabularnewline
16 & -0.053751 & -0.6152 & 0.269742 \tabularnewline
17 & 0.057079 & 0.6533 & 0.257355 \tabularnewline
18 & -0.046344 & -0.5304 & 0.298357 \tabularnewline
19 & -0.141837 & -1.6234 & 0.053454 \tabularnewline
20 & -0.013613 & -0.1558 & 0.438211 \tabularnewline
21 & -0.239729 & -2.7438 & 0.003462 \tabularnewline
22 & -0.09569 & -1.0952 & 0.137715 \tabularnewline
23 & 0.092381 & 1.0573 & 0.14615 \tabularnewline
24 & 0.023218 & 0.2657 & 0.395426 \tabularnewline
25 & -0.039341 & -0.4503 & 0.326627 \tabularnewline
26 & -0.036606 & -0.419 & 0.33796 \tabularnewline
27 & 0.061542 & 0.7044 & 0.241222 \tabularnewline
28 & -0.073008 & -0.8356 & 0.202446 \tabularnewline
29 & 0.001223 & 0.014 & 0.494427 \tabularnewline
30 & -0.104147 & -1.192 & 0.117706 \tabularnewline
31 & -0.049341 & -0.5647 & 0.286611 \tabularnewline
32 & 0.019989 & 0.2288 & 0.409698 \tabularnewline
33 & 0.100931 & 1.1552 & 0.125054 \tabularnewline
34 & 0.015316 & 0.1753 & 0.430559 \tabularnewline
35 & -0.002689 & -0.0308 & 0.487746 \tabularnewline
36 & -0.031177 & -0.3568 & 0.360892 \tabularnewline
37 & -0.077184 & -0.8834 & 0.189317 \tabularnewline
38 & 0.011818 & 0.1353 & 0.446306 \tabularnewline
39 & -0.071361 & -0.8168 & 0.207774 \tabularnewline
40 & -0.082621 & -0.9456 & 0.173037 \tabularnewline
41 & 0.000295 & 0.0034 & 0.498658 \tabularnewline
42 & 0.065576 & 0.7506 & 0.227134 \tabularnewline
43 & 0.033174 & 0.3797 & 0.352393 \tabularnewline
44 & -0.029462 & -0.3372 & 0.368248 \tabularnewline
45 & -0.172238 & -1.9714 & 0.025396 \tabularnewline
46 & 0.050629 & 0.5795 & 0.28163 \tabularnewline
47 & -0.014883 & -0.1703 & 0.432503 \tabularnewline
48 & -0.061806 & -0.7074 & 0.240287 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=161047&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]0.035905[/C][C]0.411[/C][C]0.34089[/C][/ROW]
[ROW][C]2[/C][C]0.13261[/C][C]1.5178[/C][C]0.065739[/C][/ROW]
[ROW][C]3[/C][C]-0.076271[/C][C]-0.873[/C][C]0.19214[/C][/ROW]
[ROW][C]4[/C][C]-0.066831[/C][C]-0.7649[/C][C]0.22285[/C][/ROW]
[ROW][C]5[/C][C]-0.024838[/C][C]-0.2843[/C][C]0.38832[/C][/ROW]
[ROW][C]6[/C][C]-0.09228[/C][C]-1.0562[/C][C]0.146411[/C][/ROW]
[ROW][C]7[/C][C]0.052772[/C][C]0.604[/C][C]0.273444[/C][/ROW]
[ROW][C]8[/C][C]-0.077483[/C][C]-0.8868[/C][C]0.188396[/C][/ROW]
[ROW][C]9[/C][C]-0.143209[/C][C]-1.6391[/C][C]0.051796[/C][/ROW]
[ROW][C]10[/C][C]0.107683[/C][C]1.2325[/C][C]0.109988[/C][/ROW]
[ROW][C]11[/C][C]0.165566[/C][C]1.895[/C][C]0.030149[/C][/ROW]
[ROW][C]12[/C][C]0.041003[/C][C]0.4693[/C][C]0.319816[/C][/ROW]
[ROW][C]13[/C][C]0.166272[/C][C]1.9031[/C][C]0.029613[/C][/ROW]
[ROW][C]14[/C][C]-0.035236[/C][C]-0.4033[/C][C]0.343696[/C][/ROW]
[ROW][C]15[/C][C]-0.053134[/C][C]-0.6082[/C][C]0.27207[/C][/ROW]
[ROW][C]16[/C][C]-0.053751[/C][C]-0.6152[/C][C]0.269742[/C][/ROW]
[ROW][C]17[/C][C]0.057079[/C][C]0.6533[/C][C]0.257355[/C][/ROW]
[ROW][C]18[/C][C]-0.046344[/C][C]-0.5304[/C][C]0.298357[/C][/ROW]
[ROW][C]19[/C][C]-0.141837[/C][C]-1.6234[/C][C]0.053454[/C][/ROW]
[ROW][C]20[/C][C]-0.013613[/C][C]-0.1558[/C][C]0.438211[/C][/ROW]
[ROW][C]21[/C][C]-0.239729[/C][C]-2.7438[/C][C]0.003462[/C][/ROW]
[ROW][C]22[/C][C]-0.09569[/C][C]-1.0952[/C][C]0.137715[/C][/ROW]
[ROW][C]23[/C][C]0.092381[/C][C]1.0573[/C][C]0.14615[/C][/ROW]
[ROW][C]24[/C][C]0.023218[/C][C]0.2657[/C][C]0.395426[/C][/ROW]
[ROW][C]25[/C][C]-0.039341[/C][C]-0.4503[/C][C]0.326627[/C][/ROW]
[ROW][C]26[/C][C]-0.036606[/C][C]-0.419[/C][C]0.33796[/C][/ROW]
[ROW][C]27[/C][C]0.061542[/C][C]0.7044[/C][C]0.241222[/C][/ROW]
[ROW][C]28[/C][C]-0.073008[/C][C]-0.8356[/C][C]0.202446[/C][/ROW]
[ROW][C]29[/C][C]0.001223[/C][C]0.014[/C][C]0.494427[/C][/ROW]
[ROW][C]30[/C][C]-0.104147[/C][C]-1.192[/C][C]0.117706[/C][/ROW]
[ROW][C]31[/C][C]-0.049341[/C][C]-0.5647[/C][C]0.286611[/C][/ROW]
[ROW][C]32[/C][C]0.019989[/C][C]0.2288[/C][C]0.409698[/C][/ROW]
[ROW][C]33[/C][C]0.100931[/C][C]1.1552[/C][C]0.125054[/C][/ROW]
[ROW][C]34[/C][C]0.015316[/C][C]0.1753[/C][C]0.430559[/C][/ROW]
[ROW][C]35[/C][C]-0.002689[/C][C]-0.0308[/C][C]0.487746[/C][/ROW]
[ROW][C]36[/C][C]-0.031177[/C][C]-0.3568[/C][C]0.360892[/C][/ROW]
[ROW][C]37[/C][C]-0.077184[/C][C]-0.8834[/C][C]0.189317[/C][/ROW]
[ROW][C]38[/C][C]0.011818[/C][C]0.1353[/C][C]0.446306[/C][/ROW]
[ROW][C]39[/C][C]-0.071361[/C][C]-0.8168[/C][C]0.207774[/C][/ROW]
[ROW][C]40[/C][C]-0.082621[/C][C]-0.9456[/C][C]0.173037[/C][/ROW]
[ROW][C]41[/C][C]0.000295[/C][C]0.0034[/C][C]0.498658[/C][/ROW]
[ROW][C]42[/C][C]0.065576[/C][C]0.7506[/C][C]0.227134[/C][/ROW]
[ROW][C]43[/C][C]0.033174[/C][C]0.3797[/C][C]0.352393[/C][/ROW]
[ROW][C]44[/C][C]-0.029462[/C][C]-0.3372[/C][C]0.368248[/C][/ROW]
[ROW][C]45[/C][C]-0.172238[/C][C]-1.9714[/C][C]0.025396[/C][/ROW]
[ROW][C]46[/C][C]0.050629[/C][C]0.5795[/C][C]0.28163[/C][/ROW]
[ROW][C]47[/C][C]-0.014883[/C][C]-0.1703[/C][C]0.432503[/C][/ROW]
[ROW][C]48[/C][C]-0.061806[/C][C]-0.7074[/C][C]0.240287[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=161047&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=161047&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	0.035905	0.411	0.34089
2	0.13261	1.5178	0.065739
3	-0.076271	-0.873	0.19214
4	-0.066831	-0.7649	0.22285
5	-0.024838	-0.2843	0.38832
6	-0.09228	-1.0562	0.146411
7	0.052772	0.604	0.273444
8	-0.077483	-0.8868	0.188396
9	-0.143209	-1.6391	0.051796
10	0.107683	1.2325	0.109988
11	0.165566	1.895	0.030149
12	0.041003	0.4693	0.319816
13	0.166272	1.9031	0.029613
14	-0.035236	-0.4033	0.343696
15	-0.053134	-0.6082	0.27207
16	-0.053751	-0.6152	0.269742
17	0.057079	0.6533	0.257355
18	-0.046344	-0.5304	0.298357
19	-0.141837	-1.6234	0.053454
20	-0.013613	-0.1558	0.438211
21	-0.239729	-2.7438	0.003462
22	-0.09569	-1.0952	0.137715
23	0.092381	1.0573	0.14615
24	0.023218	0.2657	0.395426
25	-0.039341	-0.4503	0.326627
26	-0.036606	-0.419	0.33796
27	0.061542	0.7044	0.241222
28	-0.073008	-0.8356	0.202446
29	0.001223	0.014	0.494427
30	-0.104147	-1.192	0.117706
31	-0.049341	-0.5647	0.286611
32	0.019989	0.2288	0.409698
33	0.100931	1.1552	0.125054
34	0.015316	0.1753	0.430559
35	-0.002689	-0.0308	0.487746
36	-0.031177	-0.3568	0.360892
37	-0.077184	-0.8834	0.189317
38	0.011818	0.1353	0.446306
39	-0.071361	-0.8168	0.207774
40	-0.082621	-0.9456	0.173037
41	0.000295	0.0034	0.498658
42	0.065576	0.7506	0.227134
43	0.033174	0.3797	0.352393
44	-0.029462	-0.3372	0.368248
45	-0.172238	-1.9714	0.025396
46	0.050629	0.5795	0.28163
47	-0.014883	-0.1703	0.432503
48	-0.061806	-0.7074	0.240287

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