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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 26 Nov 2012 05:32:46 -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/Nov/26/t1353925994h9xq0enzo31lxgn.htm/, Retrieved Tue, 30 Apr 2024 07:50:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=192956, Retrieved Tue, 30 Apr 2024 07:50:41 +0000

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User-defined keywords

Estimated Impact

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [Spectral Analysis] [Births] [2010-11-29 09:38:20] [b98453cac15ba1066b407e146608df68]
- RMPD            [(Partial) Autocorrelation Function] [WS 9 ACF] [2012-11-26 10:32:46] [5bcb27a14a37b739141501b3993fea08] [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	3 seconds
R Server	'Gertrude Mary Cox' @ cox.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 & 3 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=192956&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=192956&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=192956&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	3 seconds
R Server	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.449434	4.1191	4.4e-05
2	0.463057	4.244	2.8e-05
3	0.502385	4.6044	7e-06
4	0.21775	1.9957	0.024603
5	0.263842	2.4181	0.008881
6	0.26626	2.4403	0.008388
7	0.176471	1.6174	0.054773
8	0.212973	1.9519	0.027139
9	0.413432	3.7892	0.000142
10	0.297939	2.7307	0.00385
11	0.333329	3.055	0.001508
12	0.620188	5.6841	0
13	0.256249	2.3486	0.010597
14	0.3374	3.0923	0.001348
15	0.288417	2.6434	0.004896
16	0.052338	0.4797	0.316348
17	0.106948	0.9802	0.164903
18	0.028389	0.2602	0.397677
19	0.060417	0.5537	0.290618
20	0.090249	0.8271	0.205249
21	0.176461	1.6173	0.054782
22	0.172142	1.5777	0.059196
23	0.143751	1.3175	0.095627
24	0.330985	3.0335	0.001608
25	0.109415	1.0028	0.159417
26	0.105734	0.9691	0.167647
27	0.042439	0.389	0.349146
28	-0.064523	-0.5914	0.277933
29	-0.098744	-0.905	0.184027
30	-0.123872	-1.1353	0.129738
31	-0.084888	-0.778	0.219373
32	-0.108336	-0.9929	0.161801
33	0.015912	0.1458	0.442202
34	0.032381	0.2968	0.383684
35	-0.033717	-0.309	0.379034
36	0.127596	1.1694	0.122769
37	0.013311	0.122	0.451597
38	-0.076429	-0.7005	0.242781
39	-0.09069	-0.8312	0.204112
40	-0.14902	-1.3658	0.087826
41	-0.221564	-2.0307	0.022726
42	-0.183186	-1.6789	0.048442
43	-0.17554	-1.6089	0.0557
44	-0.244334	-2.2394	0.013887
45	-0.097518	-0.8938	0.187
46	-0.076913	-0.7049	0.241405
47	-0.160131	-1.4676	0.07297
48	-0.006493	-0.0595	0.476345

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.449434 & 4.1191 & 4.4e-05 \tabularnewline
2 & 0.463057 & 4.244 & 2.8e-05 \tabularnewline
3 & 0.502385 & 4.6044 & 7e-06 \tabularnewline
4 & 0.21775 & 1.9957 & 0.024603 \tabularnewline
5 & 0.263842 & 2.4181 & 0.008881 \tabularnewline
6 & 0.26626 & 2.4403 & 0.008388 \tabularnewline
7 & 0.176471 & 1.6174 & 0.054773 \tabularnewline
8 & 0.212973 & 1.9519 & 0.027139 \tabularnewline
9 & 0.413432 & 3.7892 & 0.000142 \tabularnewline
10 & 0.297939 & 2.7307 & 0.00385 \tabularnewline
11 & 0.333329 & 3.055 & 0.001508 \tabularnewline
12 & 0.620188 & 5.6841 & 0 \tabularnewline
13 & 0.256249 & 2.3486 & 0.010597 \tabularnewline
14 & 0.3374 & 3.0923 & 0.001348 \tabularnewline
15 & 0.288417 & 2.6434 & 0.004896 \tabularnewline
16 & 0.052338 & 0.4797 & 0.316348 \tabularnewline
17 & 0.106948 & 0.9802 & 0.164903 \tabularnewline
18 & 0.028389 & 0.2602 & 0.397677 \tabularnewline
19 & 0.060417 & 0.5537 & 0.290618 \tabularnewline
20 & 0.090249 & 0.8271 & 0.205249 \tabularnewline
21 & 0.176461 & 1.6173 & 0.054782 \tabularnewline
22 & 0.172142 & 1.5777 & 0.059196 \tabularnewline
23 & 0.143751 & 1.3175 & 0.095627 \tabularnewline
24 & 0.330985 & 3.0335 & 0.001608 \tabularnewline
25 & 0.109415 & 1.0028 & 0.159417 \tabularnewline
26 & 0.105734 & 0.9691 & 0.167647 \tabularnewline
27 & 0.042439 & 0.389 & 0.349146 \tabularnewline
28 & -0.064523 & -0.5914 & 0.277933 \tabularnewline
29 & -0.098744 & -0.905 & 0.184027 \tabularnewline
30 & -0.123872 & -1.1353 & 0.129738 \tabularnewline
31 & -0.084888 & -0.778 & 0.219373 \tabularnewline
32 & -0.108336 & -0.9929 & 0.161801 \tabularnewline
33 & 0.015912 & 0.1458 & 0.442202 \tabularnewline
34 & 0.032381 & 0.2968 & 0.383684 \tabularnewline
35 & -0.033717 & -0.309 & 0.379034 \tabularnewline
36 & 0.127596 & 1.1694 & 0.122769 \tabularnewline
37 & 0.013311 & 0.122 & 0.451597 \tabularnewline
38 & -0.076429 & -0.7005 & 0.242781 \tabularnewline
39 & -0.09069 & -0.8312 & 0.204112 \tabularnewline
40 & -0.14902 & -1.3658 & 0.087826 \tabularnewline
41 & -0.221564 & -2.0307 & 0.022726 \tabularnewline
42 & -0.183186 & -1.6789 & 0.048442 \tabularnewline
43 & -0.17554 & -1.6089 & 0.0557 \tabularnewline
44 & -0.244334 & -2.2394 & 0.013887 \tabularnewline
45 & -0.097518 & -0.8938 & 0.187 \tabularnewline
46 & -0.076913 & -0.7049 & 0.241405 \tabularnewline
47 & -0.160131 & -1.4676 & 0.07297 \tabularnewline
48 & -0.006493 & -0.0595 & 0.476345 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=192956&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]0.449434[/C][C]4.1191[/C][C]4.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.463057[/C][C]4.244[/C][C]2.8e-05[/C][/ROW]
[ROW][C]3[/C][C]0.502385[/C][C]4.6044[/C][C]7e-06[/C][/ROW]
[ROW][C]4[/C][C]0.21775[/C][C]1.9957[/C][C]0.024603[/C][/ROW]
[ROW][C]5[/C][C]0.263842[/C][C]2.4181[/C][C]0.008881[/C][/ROW]
[ROW][C]6[/C][C]0.26626[/C][C]2.4403[/C][C]0.008388[/C][/ROW]
[ROW][C]7[/C][C]0.176471[/C][C]1.6174[/C][C]0.054773[/C][/ROW]
[ROW][C]8[/C][C]0.212973[/C][C]1.9519[/C][C]0.027139[/C][/ROW]
[ROW][C]9[/C][C]0.413432[/C][C]3.7892[/C][C]0.000142[/C][/ROW]
[ROW][C]10[/C][C]0.297939[/C][C]2.7307[/C][C]0.00385[/C][/ROW]
[ROW][C]11[/C][C]0.333329[/C][C]3.055[/C][C]0.001508[/C][/ROW]
[ROW][C]12[/C][C]0.620188[/C][C]5.6841[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.256249[/C][C]2.3486[/C][C]0.010597[/C][/ROW]
[ROW][C]14[/C][C]0.3374[/C][C]3.0923[/C][C]0.001348[/C][/ROW]
[ROW][C]15[/C][C]0.288417[/C][C]2.6434[/C][C]0.004896[/C][/ROW]
[ROW][C]16[/C][C]0.052338[/C][C]0.4797[/C][C]0.316348[/C][/ROW]
[ROW][C]17[/C][C]0.106948[/C][C]0.9802[/C][C]0.164903[/C][/ROW]
[ROW][C]18[/C][C]0.028389[/C][C]0.2602[/C][C]0.397677[/C][/ROW]
[ROW][C]19[/C][C]0.060417[/C][C]0.5537[/C][C]0.290618[/C][/ROW]
[ROW][C]20[/C][C]0.090249[/C][C]0.8271[/C][C]0.205249[/C][/ROW]
[ROW][C]21[/C][C]0.176461[/C][C]1.6173[/C][C]0.054782[/C][/ROW]
[ROW][C]22[/C][C]0.172142[/C][C]1.5777[/C][C]0.059196[/C][/ROW]
[ROW][C]23[/C][C]0.143751[/C][C]1.3175[/C][C]0.095627[/C][/ROW]
[ROW][C]24[/C][C]0.330985[/C][C]3.0335[/C][C]0.001608[/C][/ROW]
[ROW][C]25[/C][C]0.109415[/C][C]1.0028[/C][C]0.159417[/C][/ROW]
[ROW][C]26[/C][C]0.105734[/C][C]0.9691[/C][C]0.167647[/C][/ROW]
[ROW][C]27[/C][C]0.042439[/C][C]0.389[/C][C]0.349146[/C][/ROW]
[ROW][C]28[/C][C]-0.064523[/C][C]-0.5914[/C][C]0.277933[/C][/ROW]
[ROW][C]29[/C][C]-0.098744[/C][C]-0.905[/C][C]0.184027[/C][/ROW]
[ROW][C]30[/C][C]-0.123872[/C][C]-1.1353[/C][C]0.129738[/C][/ROW]
[ROW][C]31[/C][C]-0.084888[/C][C]-0.778[/C][C]0.219373[/C][/ROW]
[ROW][C]32[/C][C]-0.108336[/C][C]-0.9929[/C][C]0.161801[/C][/ROW]
[ROW][C]33[/C][C]0.015912[/C][C]0.1458[/C][C]0.442202[/C][/ROW]
[ROW][C]34[/C][C]0.032381[/C][C]0.2968[/C][C]0.383684[/C][/ROW]
[ROW][C]35[/C][C]-0.033717[/C][C]-0.309[/C][C]0.379034[/C][/ROW]
[ROW][C]36[/C][C]0.127596[/C][C]1.1694[/C][C]0.122769[/C][/ROW]
[ROW][C]37[/C][C]0.013311[/C][C]0.122[/C][C]0.451597[/C][/ROW]
[ROW][C]38[/C][C]-0.076429[/C][C]-0.7005[/C][C]0.242781[/C][/ROW]
[ROW][C]39[/C][C]-0.09069[/C][C]-0.8312[/C][C]0.204112[/C][/ROW]
[ROW][C]40[/C][C]-0.14902[/C][C]-1.3658[/C][C]0.087826[/C][/ROW]
[ROW][C]41[/C][C]-0.221564[/C][C]-2.0307[/C][C]0.022726[/C][/ROW]
[ROW][C]42[/C][C]-0.183186[/C][C]-1.6789[/C][C]0.048442[/C][/ROW]
[ROW][C]43[/C][C]-0.17554[/C][C]-1.6089[/C][C]0.0557[/C][/ROW]
[ROW][C]44[/C][C]-0.244334[/C][C]-2.2394[/C][C]0.013887[/C][/ROW]
[ROW][C]45[/C][C]-0.097518[/C][C]-0.8938[/C][C]0.187[/C][/ROW]
[ROW][C]46[/C][C]-0.076913[/C][C]-0.7049[/C][C]0.241405[/C][/ROW]
[ROW][C]47[/C][C]-0.160131[/C][C]-1.4676[/C][C]0.07297[/C][/ROW]
[ROW][C]48[/C][C]-0.006493[/C][C]-0.0595[/C][C]0.476345[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=192956&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=192956&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	0.449434	4.1191	4.4e-05
2	0.463057	4.244	2.8e-05
3	0.502385	4.6044	7e-06
4	0.21775	1.9957	0.024603
5	0.263842	2.4181	0.008881
6	0.26626	2.4403	0.008388
7	0.176471	1.6174	0.054773
8	0.212973	1.9519	0.027139
9	0.413432	3.7892	0.000142
10	0.297939	2.7307	0.00385
11	0.333329	3.055	0.001508
12	0.620188	5.6841	0
13	0.256249	2.3486	0.010597
14	0.3374	3.0923	0.001348
15	0.288417	2.6434	0.004896
16	0.052338	0.4797	0.316348
17	0.106948	0.9802	0.164903
18	0.028389	0.2602	0.397677
19	0.060417	0.5537	0.290618
20	0.090249	0.8271	0.205249
21	0.176461	1.6173	0.054782
22	0.172142	1.5777	0.059196
23	0.143751	1.3175	0.095627
24	0.330985	3.0335	0.001608
25	0.109415	1.0028	0.159417
26	0.105734	0.9691	0.167647
27	0.042439	0.389	0.349146
28	-0.064523	-0.5914	0.277933
29	-0.098744	-0.905	0.184027
30	-0.123872	-1.1353	0.129738
31	-0.084888	-0.778	0.219373
32	-0.108336	-0.9929	0.161801
33	0.015912	0.1458	0.442202
34	0.032381	0.2968	0.383684
35	-0.033717	-0.309	0.379034
36	0.127596	1.1694	0.122769
37	0.013311	0.122	0.451597
38	-0.076429	-0.7005	0.242781
39	-0.09069	-0.8312	0.204112
40	-0.14902	-1.3658	0.087826
41	-0.221564	-2.0307	0.022726
42	-0.183186	-1.6789	0.048442
43	-0.17554	-1.6089	0.0557
44	-0.244334	-2.2394	0.013887
45	-0.097518	-0.8938	0.187
46	-0.076913	-0.7049	0.241405
47	-0.160131	-1.4676	0.07297
48	-0.006493	-0.0595	0.476345

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.449434	4.1191	4.4e-05
2	0.327147	2.9983	0.001785
3	0.302167	2.7694	0.003455
4	-0.199973	-1.8328	0.035189
5	-0.007508	-0.0688	0.472653
6	0.091017	0.8342	0.203271
7	0.071688	0.657	0.256479
8	0.022888	0.2098	0.417177
9	0.359923	3.2988	0.000713
10	0.069732	0.6391	0.262247
11	-0.01213	-0.1112	0.455874
12	0.411063	3.7675	0.000153
13	-0.214838	-1.969	0.026123
14	-0.103491	-0.9485	0.172794
15	-0.16752	-1.5353	0.064228
16	-0.063154	-0.5788	0.282131
17	-0.123733	-1.134	0.130005
18	-0.156639	-1.4356	0.077412
19	0.224894	2.0612	0.021189
20	0.034632	0.3174	0.375862
21	-0.116124	-1.0643	0.145122
22	0.104156	0.9546	0.171258
23	-0.095215	-0.8727	0.192669
24	0.021284	0.1951	0.422904
25	-0.038372	-0.3517	0.362978
26	-0.104627	-0.9589	0.170176
27	-0.076388	-0.7001	0.242897
28	0.034686	0.3179	0.375673
29	-0.073657	-0.6751	0.25074
30	0.076638	0.7024	0.242186
31	-0.086749	-0.7951	0.214407
32	0.005262	0.0482	0.480825
33	0.009221	0.0845	0.466426
34	-0.037272	-0.3416	0.366753
35	0.018414	0.1688	0.433192
36	-0.029334	-0.2689	0.39435
37	0.136335	1.2495	0.10747
38	-0.089403	-0.8194	0.207442
39	-0.127524	-1.1688	0.122901
40	0.12008	1.1006	0.137117
41	-0.007874	-0.0722	0.471321
42	-0.0372	-0.3409	0.366999
43	-0.04003	-0.3669	0.357316
44	-0.118114	-1.0825	0.141057
45	-0.029965	-0.2746	0.392136
46	0.016858	0.1545	0.438791
47	-0.015101	-0.1384	0.445125
48	0.032058	0.2938	0.38481

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.449434 & 4.1191 & 4.4e-05 \tabularnewline
2 & 0.327147 & 2.9983 & 0.001785 \tabularnewline
3 & 0.302167 & 2.7694 & 0.003455 \tabularnewline
4 & -0.199973 & -1.8328 & 0.035189 \tabularnewline
5 & -0.007508 & -0.0688 & 0.472653 \tabularnewline
6 & 0.091017 & 0.8342 & 0.203271 \tabularnewline
7 & 0.071688 & 0.657 & 0.256479 \tabularnewline
8 & 0.022888 & 0.2098 & 0.417177 \tabularnewline
9 & 0.359923 & 3.2988 & 0.000713 \tabularnewline
10 & 0.069732 & 0.6391 & 0.262247 \tabularnewline
11 & -0.01213 & -0.1112 & 0.455874 \tabularnewline
12 & 0.411063 & 3.7675 & 0.000153 \tabularnewline
13 & -0.214838 & -1.969 & 0.026123 \tabularnewline
14 & -0.103491 & -0.9485 & 0.172794 \tabularnewline
15 & -0.16752 & -1.5353 & 0.064228 \tabularnewline
16 & -0.063154 & -0.5788 & 0.282131 \tabularnewline
17 & -0.123733 & -1.134 & 0.130005 \tabularnewline
18 & -0.156639 & -1.4356 & 0.077412 \tabularnewline
19 & 0.224894 & 2.0612 & 0.021189 \tabularnewline
20 & 0.034632 & 0.3174 & 0.375862 \tabularnewline
21 & -0.116124 & -1.0643 & 0.145122 \tabularnewline
22 & 0.104156 & 0.9546 & 0.171258 \tabularnewline
23 & -0.095215 & -0.8727 & 0.192669 \tabularnewline
24 & 0.021284 & 0.1951 & 0.422904 \tabularnewline
25 & -0.038372 & -0.3517 & 0.362978 \tabularnewline
26 & -0.104627 & -0.9589 & 0.170176 \tabularnewline
27 & -0.076388 & -0.7001 & 0.242897 \tabularnewline
28 & 0.034686 & 0.3179 & 0.375673 \tabularnewline
29 & -0.073657 & -0.6751 & 0.25074 \tabularnewline
30 & 0.076638 & 0.7024 & 0.242186 \tabularnewline
31 & -0.086749 & -0.7951 & 0.214407 \tabularnewline
32 & 0.005262 & 0.0482 & 0.480825 \tabularnewline
33 & 0.009221 & 0.0845 & 0.466426 \tabularnewline
34 & -0.037272 & -0.3416 & 0.366753 \tabularnewline
35 & 0.018414 & 0.1688 & 0.433192 \tabularnewline
36 & -0.029334 & -0.2689 & 0.39435 \tabularnewline
37 & 0.136335 & 1.2495 & 0.10747 \tabularnewline
38 & -0.089403 & -0.8194 & 0.207442 \tabularnewline
39 & -0.127524 & -1.1688 & 0.122901 \tabularnewline
40 & 0.12008 & 1.1006 & 0.137117 \tabularnewline
41 & -0.007874 & -0.0722 & 0.471321 \tabularnewline
42 & -0.0372 & -0.3409 & 0.366999 \tabularnewline
43 & -0.04003 & -0.3669 & 0.357316 \tabularnewline
44 & -0.118114 & -1.0825 & 0.141057 \tabularnewline
45 & -0.029965 & -0.2746 & 0.392136 \tabularnewline
46 & 0.016858 & 0.1545 & 0.438791 \tabularnewline
47 & -0.015101 & -0.1384 & 0.445125 \tabularnewline
48 & 0.032058 & 0.2938 & 0.38481 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=192956&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]0.449434[/C][C]4.1191[/C][C]4.4e-05[/C][/ROW]
[ROW][C]2[/C][C]0.327147[/C][C]2.9983[/C][C]0.001785[/C][/ROW]
[ROW][C]3[/C][C]0.302167[/C][C]2.7694[/C][C]0.003455[/C][/ROW]
[ROW][C]4[/C][C]-0.199973[/C][C]-1.8328[/C][C]0.035189[/C][/ROW]
[ROW][C]5[/C][C]-0.007508[/C][C]-0.0688[/C][C]0.472653[/C][/ROW]
[ROW][C]6[/C][C]0.091017[/C][C]0.8342[/C][C]0.203271[/C][/ROW]
[ROW][C]7[/C][C]0.071688[/C][C]0.657[/C][C]0.256479[/C][/ROW]
[ROW][C]8[/C][C]0.022888[/C][C]0.2098[/C][C]0.417177[/C][/ROW]
[ROW][C]9[/C][C]0.359923[/C][C]3.2988[/C][C]0.000713[/C][/ROW]
[ROW][C]10[/C][C]0.069732[/C][C]0.6391[/C][C]0.262247[/C][/ROW]
[ROW][C]11[/C][C]-0.01213[/C][C]-0.1112[/C][C]0.455874[/C][/ROW]
[ROW][C]12[/C][C]0.411063[/C][C]3.7675[/C][C]0.000153[/C][/ROW]
[ROW][C]13[/C][C]-0.214838[/C][C]-1.969[/C][C]0.026123[/C][/ROW]
[ROW][C]14[/C][C]-0.103491[/C][C]-0.9485[/C][C]0.172794[/C][/ROW]
[ROW][C]15[/C][C]-0.16752[/C][C]-1.5353[/C][C]0.064228[/C][/ROW]
[ROW][C]16[/C][C]-0.063154[/C][C]-0.5788[/C][C]0.282131[/C][/ROW]
[ROW][C]17[/C][C]-0.123733[/C][C]-1.134[/C][C]0.130005[/C][/ROW]
[ROW][C]18[/C][C]-0.156639[/C][C]-1.4356[/C][C]0.077412[/C][/ROW]
[ROW][C]19[/C][C]0.224894[/C][C]2.0612[/C][C]0.021189[/C][/ROW]
[ROW][C]20[/C][C]0.034632[/C][C]0.3174[/C][C]0.375862[/C][/ROW]
[ROW][C]21[/C][C]-0.116124[/C][C]-1.0643[/C][C]0.145122[/C][/ROW]
[ROW][C]22[/C][C]0.104156[/C][C]0.9546[/C][C]0.171258[/C][/ROW]
[ROW][C]23[/C][C]-0.095215[/C][C]-0.8727[/C][C]0.192669[/C][/ROW]
[ROW][C]24[/C][C]0.021284[/C][C]0.1951[/C][C]0.422904[/C][/ROW]
[ROW][C]25[/C][C]-0.038372[/C][C]-0.3517[/C][C]0.362978[/C][/ROW]
[ROW][C]26[/C][C]-0.104627[/C][C]-0.9589[/C][C]0.170176[/C][/ROW]
[ROW][C]27[/C][C]-0.076388[/C][C]-0.7001[/C][C]0.242897[/C][/ROW]
[ROW][C]28[/C][C]0.034686[/C][C]0.3179[/C][C]0.375673[/C][/ROW]
[ROW][C]29[/C][C]-0.073657[/C][C]-0.6751[/C][C]0.25074[/C][/ROW]
[ROW][C]30[/C][C]0.076638[/C][C]0.7024[/C][C]0.242186[/C][/ROW]
[ROW][C]31[/C][C]-0.086749[/C][C]-0.7951[/C][C]0.214407[/C][/ROW]
[ROW][C]32[/C][C]0.005262[/C][C]0.0482[/C][C]0.480825[/C][/ROW]
[ROW][C]33[/C][C]0.009221[/C][C]0.0845[/C][C]0.466426[/C][/ROW]
[ROW][C]34[/C][C]-0.037272[/C][C]-0.3416[/C][C]0.366753[/C][/ROW]
[ROW][C]35[/C][C]0.018414[/C][C]0.1688[/C][C]0.433192[/C][/ROW]
[ROW][C]36[/C][C]-0.029334[/C][C]-0.2689[/C][C]0.39435[/C][/ROW]
[ROW][C]37[/C][C]0.136335[/C][C]1.2495[/C][C]0.10747[/C][/ROW]
[ROW][C]38[/C][C]-0.089403[/C][C]-0.8194[/C][C]0.207442[/C][/ROW]
[ROW][C]39[/C][C]-0.127524[/C][C]-1.1688[/C][C]0.122901[/C][/ROW]
[ROW][C]40[/C][C]0.12008[/C][C]1.1006[/C][C]0.137117[/C][/ROW]
[ROW][C]41[/C][C]-0.007874[/C][C]-0.0722[/C][C]0.471321[/C][/ROW]
[ROW][C]42[/C][C]-0.0372[/C][C]-0.3409[/C][C]0.366999[/C][/ROW]
[ROW][C]43[/C][C]-0.04003[/C][C]-0.3669[/C][C]0.357316[/C][/ROW]
[ROW][C]44[/C][C]-0.118114[/C][C]-1.0825[/C][C]0.141057[/C][/ROW]
[ROW][C]45[/C][C]-0.029965[/C][C]-0.2746[/C][C]0.392136[/C][/ROW]
[ROW][C]46[/C][C]0.016858[/C][C]0.1545[/C][C]0.438791[/C][/ROW]
[ROW][C]47[/C][C]-0.015101[/C][C]-0.1384[/C][C]0.445125[/C][/ROW]
[ROW][C]48[/C][C]0.032058[/C][C]0.2938[/C][C]0.38481[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=192956&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=192956&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	0.449434	4.1191	4.4e-05
2	0.327147	2.9983	0.001785
3	0.302167	2.7694	0.003455
4	-0.199973	-1.8328	0.035189
5	-0.007508	-0.0688	0.472653
6	0.091017	0.8342	0.203271
7	0.071688	0.657	0.256479
8	0.022888	0.2098	0.417177
9	0.359923	3.2988	0.000713
10	0.069732	0.6391	0.262247
11	-0.01213	-0.1112	0.455874
12	0.411063	3.7675	0.000153
13	-0.214838	-1.969	0.026123
14	-0.103491	-0.9485	0.172794
15	-0.16752	-1.5353	0.064228
16	-0.063154	-0.5788	0.282131
17	-0.123733	-1.134	0.130005
18	-0.156639	-1.4356	0.077412
19	0.224894	2.0612	0.021189
20	0.034632	0.3174	0.375862
21	-0.116124	-1.0643	0.145122
22	0.104156	0.9546	0.171258
23	-0.095215	-0.8727	0.192669
24	0.021284	0.1951	0.422904
25	-0.038372	-0.3517	0.362978
26	-0.104627	-0.9589	0.170176
27	-0.076388	-0.7001	0.242897
28	0.034686	0.3179	0.375673
29	-0.073657	-0.6751	0.25074
30	0.076638	0.7024	0.242186
31	-0.086749	-0.7951	0.214407
32	0.005262	0.0482	0.480825
33	0.009221	0.0845	0.466426
34	-0.037272	-0.3416	0.366753
35	0.018414	0.1688	0.433192
36	-0.029334	-0.2689	0.39435
37	0.136335	1.2495	0.10747
38	-0.089403	-0.8194	0.207442
39	-0.127524	-1.1688	0.122901
40	0.12008	1.1006	0.137117
41	-0.007874	-0.0722	0.471321
42	-0.0372	-0.3409	0.366999
43	-0.04003	-0.3669	0.357316
44	-0.118114	-1.0825	0.141057
45	-0.029965	-0.2746	0.392136
46	0.016858	0.1545	0.438791
47	-0.015101	-0.1384	0.445125
48	0.032058	0.2938	0.38481

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 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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 (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