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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sat, 11 Jan 2014 10:55:15 -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/2014/Jan/11/t1389455737tbhnee8094dum09.htm/, Retrieved Sun, 19 May 2024 11:40:01 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=232922, Retrieved Sun, 19 May 2024 11:40:01 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

145

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

-     [Mean versus Median] [Maximumprijs Show...] [2011-10-16 22:30:32] [102faec22d2a25d9aaa52ca244269a51]
- RM D  [Central Tendency] [] [2014-01-11 12:57:57] [69f0adfa1a431ec50764c1a969b4d177]
- RMP     [Mean Plot] [] [2014-01-11 14:38:19] [69f0adfa1a431ec50764c1a969b4d177]
- RMP         [(Partial) Autocorrelation Function] [] [2014-01-11 15:55:15] [62a6597007cd6653b71a687b26797f80] [Current]
- R  D          [(Partial) Autocorrelation Function] [] [2014-01-11 15:56:26] [69f0adfa1a431ec50764c1a969b4d177] 
- RM D          [Bootstrap Plot - Central Tendency] [] [2014-01-11 17:23:05] [69f0adfa1a431ec50764c1a969b4d177] 
- R               [Bootstrap Plot - Central Tendency] [] [2014-01-11 17:25:16] [69f0adfa1a431ec50764c1a969b4d177] 
-                   [Bootstrap Plot - Central Tendency] [] [2014-01-11 17:39:28] [69f0adfa1a431ec50764c1a969b4d177] 

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Dataseries X:

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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	'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232922&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232922&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232922&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.943206	8.6446	0
2	0.881794	8.0818	0
3	0.81829	7.4997	0
4	0.754476	6.9149	0
5	0.690843	6.3317	0
6	0.625589	5.7336	0
7	0.561424	5.1455	1e-06
8	0.49912	4.5745	8e-06
9	0.436273	3.9985	6.8e-05
10	0.372459	3.4136	0.000494
11	0.307015	2.8138	0.003048
12	0.246259	2.257	0.013302
13	0.204011	1.8698	0.032498
14	0.183826	1.6848	0.04787
15	0.165701	1.5187	0.0663
16	0.147572	1.3525	0.089919
17	0.128067	1.1737	0.121906
18	0.107295	0.9834	0.164123
19	0.086865	0.7961	0.214101
20	0.064692	0.5929	0.277417
21	0.041407	0.3795	0.352636
22	0.018748	0.1718	0.431991
23	-0.004903	-0.0449	0.482132
24	-0.014512	-0.133	0.447252
25	-0.020195	-0.1851	0.426803
26	-0.022764	-0.2086	0.41762
27	-0.025666	-0.2352	0.407301
28	-0.028612	-0.2622	0.396893
29	-0.029737	-0.2725	0.392935
30	-0.030687	-0.2813	0.389603
31	-0.031951	-0.2928	0.385186
32	-0.032086	-0.2941	0.384713
33	-0.03282	-0.3008	0.382156
34	-0.034631	-0.3174	0.375864
35	-0.035938	-0.3294	0.371344
36	-0.060259	-0.5523	0.291111
37	-0.069513	-0.6371	0.262898
38	-0.06876	-0.6302	0.265137
39	-0.067603	-0.6196	0.268603
40	-0.065411	-0.5995	0.275225
41	-0.063225	-0.5795	0.281913
42	-0.061324	-0.562	0.287792
43	-0.058814	-0.539	0.295644
44	-0.056784	-0.5204	0.302064
45	-0.055566	-0.5093	0.305949
46	-0.053134	-0.487	0.313769
47	-0.051336	-0.4705	0.319609
48	-0.050464	-0.4625	0.322456

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943206 & 8.6446 & 0 \tabularnewline
2 & 0.881794 & 8.0818 & 0 \tabularnewline
3 & 0.81829 & 7.4997 & 0 \tabularnewline
4 & 0.754476 & 6.9149 & 0 \tabularnewline
5 & 0.690843 & 6.3317 & 0 \tabularnewline
6 & 0.625589 & 5.7336 & 0 \tabularnewline
7 & 0.561424 & 5.1455 & 1e-06 \tabularnewline
8 & 0.49912 & 4.5745 & 8e-06 \tabularnewline
9 & 0.436273 & 3.9985 & 6.8e-05 \tabularnewline
10 & 0.372459 & 3.4136 & 0.000494 \tabularnewline
11 & 0.307015 & 2.8138 & 0.003048 \tabularnewline
12 & 0.246259 & 2.257 & 0.013302 \tabularnewline
13 & 0.204011 & 1.8698 & 0.032498 \tabularnewline
14 & 0.183826 & 1.6848 & 0.04787 \tabularnewline
15 & 0.165701 & 1.5187 & 0.0663 \tabularnewline
16 & 0.147572 & 1.3525 & 0.089919 \tabularnewline
17 & 0.128067 & 1.1737 & 0.121906 \tabularnewline
18 & 0.107295 & 0.9834 & 0.164123 \tabularnewline
19 & 0.086865 & 0.7961 & 0.214101 \tabularnewline
20 & 0.064692 & 0.5929 & 0.277417 \tabularnewline
21 & 0.041407 & 0.3795 & 0.352636 \tabularnewline
22 & 0.018748 & 0.1718 & 0.431991 \tabularnewline
23 & -0.004903 & -0.0449 & 0.482132 \tabularnewline
24 & -0.014512 & -0.133 & 0.447252 \tabularnewline
25 & -0.020195 & -0.1851 & 0.426803 \tabularnewline
26 & -0.022764 & -0.2086 & 0.41762 \tabularnewline
27 & -0.025666 & -0.2352 & 0.407301 \tabularnewline
28 & -0.028612 & -0.2622 & 0.396893 \tabularnewline
29 & -0.029737 & -0.2725 & 0.392935 \tabularnewline
30 & -0.030687 & -0.2813 & 0.389603 \tabularnewline
31 & -0.031951 & -0.2928 & 0.385186 \tabularnewline
32 & -0.032086 & -0.2941 & 0.384713 \tabularnewline
33 & -0.03282 & -0.3008 & 0.382156 \tabularnewline
34 & -0.034631 & -0.3174 & 0.375864 \tabularnewline
35 & -0.035938 & -0.3294 & 0.371344 \tabularnewline
36 & -0.060259 & -0.5523 & 0.291111 \tabularnewline
37 & -0.069513 & -0.6371 & 0.262898 \tabularnewline
38 & -0.06876 & -0.6302 & 0.265137 \tabularnewline
39 & -0.067603 & -0.6196 & 0.268603 \tabularnewline
40 & -0.065411 & -0.5995 & 0.275225 \tabularnewline
41 & -0.063225 & -0.5795 & 0.281913 \tabularnewline
42 & -0.061324 & -0.562 & 0.287792 \tabularnewline
43 & -0.058814 & -0.539 & 0.295644 \tabularnewline
44 & -0.056784 & -0.5204 & 0.302064 \tabularnewline
45 & -0.055566 & -0.5093 & 0.305949 \tabularnewline
46 & -0.053134 & -0.487 & 0.313769 \tabularnewline
47 & -0.051336 & -0.4705 & 0.319609 \tabularnewline
48 & -0.050464 & -0.4625 & 0.322456 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232922&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]0.943206[/C][C]8.6446[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.881794[/C][C]8.0818[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.81829[/C][C]7.4997[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.754476[/C][C]6.9149[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.690843[/C][C]6.3317[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.625589[/C][C]5.7336[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.561424[/C][C]5.1455[/C][C]1e-06[/C][/ROW]
[ROW][C]8[/C][C]0.49912[/C][C]4.5745[/C][C]8e-06[/C][/ROW]
[ROW][C]9[/C][C]0.436273[/C][C]3.9985[/C][C]6.8e-05[/C][/ROW]
[ROW][C]10[/C][C]0.372459[/C][C]3.4136[/C][C]0.000494[/C][/ROW]
[ROW][C]11[/C][C]0.307015[/C][C]2.8138[/C][C]0.003048[/C][/ROW]
[ROW][C]12[/C][C]0.246259[/C][C]2.257[/C][C]0.013302[/C][/ROW]
[ROW][C]13[/C][C]0.204011[/C][C]1.8698[/C][C]0.032498[/C][/ROW]
[ROW][C]14[/C][C]0.183826[/C][C]1.6848[/C][C]0.04787[/C][/ROW]
[ROW][C]15[/C][C]0.165701[/C][C]1.5187[/C][C]0.0663[/C][/ROW]
[ROW][C]16[/C][C]0.147572[/C][C]1.3525[/C][C]0.089919[/C][/ROW]
[ROW][C]17[/C][C]0.128067[/C][C]1.1737[/C][C]0.121906[/C][/ROW]
[ROW][C]18[/C][C]0.107295[/C][C]0.9834[/C][C]0.164123[/C][/ROW]
[ROW][C]19[/C][C]0.086865[/C][C]0.7961[/C][C]0.214101[/C][/ROW]
[ROW][C]20[/C][C]0.064692[/C][C]0.5929[/C][C]0.277417[/C][/ROW]
[ROW][C]21[/C][C]0.041407[/C][C]0.3795[/C][C]0.352636[/C][/ROW]
[ROW][C]22[/C][C]0.018748[/C][C]0.1718[/C][C]0.431991[/C][/ROW]
[ROW][C]23[/C][C]-0.004903[/C][C]-0.0449[/C][C]0.482132[/C][/ROW]
[ROW][C]24[/C][C]-0.014512[/C][C]-0.133[/C][C]0.447252[/C][/ROW]
[ROW][C]25[/C][C]-0.020195[/C][C]-0.1851[/C][C]0.426803[/C][/ROW]
[ROW][C]26[/C][C]-0.022764[/C][C]-0.2086[/C][C]0.41762[/C][/ROW]
[ROW][C]27[/C][C]-0.025666[/C][C]-0.2352[/C][C]0.407301[/C][/ROW]
[ROW][C]28[/C][C]-0.028612[/C][C]-0.2622[/C][C]0.396893[/C][/ROW]
[ROW][C]29[/C][C]-0.029737[/C][C]-0.2725[/C][C]0.392935[/C][/ROW]
[ROW][C]30[/C][C]-0.030687[/C][C]-0.2813[/C][C]0.389603[/C][/ROW]
[ROW][C]31[/C][C]-0.031951[/C][C]-0.2928[/C][C]0.385186[/C][/ROW]
[ROW][C]32[/C][C]-0.032086[/C][C]-0.2941[/C][C]0.384713[/C][/ROW]
[ROW][C]33[/C][C]-0.03282[/C][C]-0.3008[/C][C]0.382156[/C][/ROW]
[ROW][C]34[/C][C]-0.034631[/C][C]-0.3174[/C][C]0.375864[/C][/ROW]
[ROW][C]35[/C][C]-0.035938[/C][C]-0.3294[/C][C]0.371344[/C][/ROW]
[ROW][C]36[/C][C]-0.060259[/C][C]-0.5523[/C][C]0.291111[/C][/ROW]
[ROW][C]37[/C][C]-0.069513[/C][C]-0.6371[/C][C]0.262898[/C][/ROW]
[ROW][C]38[/C][C]-0.06876[/C][C]-0.6302[/C][C]0.265137[/C][/ROW]
[ROW][C]39[/C][C]-0.067603[/C][C]-0.6196[/C][C]0.268603[/C][/ROW]
[ROW][C]40[/C][C]-0.065411[/C][C]-0.5995[/C][C]0.275225[/C][/ROW]
[ROW][C]41[/C][C]-0.063225[/C][C]-0.5795[/C][C]0.281913[/C][/ROW]
[ROW][C]42[/C][C]-0.061324[/C][C]-0.562[/C][C]0.287792[/C][/ROW]
[ROW][C]43[/C][C]-0.058814[/C][C]-0.539[/C][C]0.295644[/C][/ROW]
[ROW][C]44[/C][C]-0.056784[/C][C]-0.5204[/C][C]0.302064[/C][/ROW]
[ROW][C]45[/C][C]-0.055566[/C][C]-0.5093[/C][C]0.305949[/C][/ROW]
[ROW][C]46[/C][C]-0.053134[/C][C]-0.487[/C][C]0.313769[/C][/ROW]
[ROW][C]47[/C][C]-0.051336[/C][C]-0.4705[/C][C]0.319609[/C][/ROW]
[ROW][C]48[/C][C]-0.050464[/C][C]-0.4625[/C][C]0.322456[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232922&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232922&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	0.943206	8.6446	0
2	0.881794	8.0818	0
3	0.81829	7.4997	0
4	0.754476	6.9149	0
5	0.690843	6.3317	0
6	0.625589	5.7336	0
7	0.561424	5.1455	1e-06
8	0.49912	4.5745	8e-06
9	0.436273	3.9985	6.8e-05
10	0.372459	3.4136	0.000494
11	0.307015	2.8138	0.003048
12	0.246259	2.257	0.013302
13	0.204011	1.8698	0.032498
14	0.183826	1.6848	0.04787
15	0.165701	1.5187	0.0663
16	0.147572	1.3525	0.089919
17	0.128067	1.1737	0.121906
18	0.107295	0.9834	0.164123
19	0.086865	0.7961	0.214101
20	0.064692	0.5929	0.277417
21	0.041407	0.3795	0.352636
22	0.018748	0.1718	0.431991
23	-0.004903	-0.0449	0.482132
24	-0.014512	-0.133	0.447252
25	-0.020195	-0.1851	0.426803
26	-0.022764	-0.2086	0.41762
27	-0.025666	-0.2352	0.407301
28	-0.028612	-0.2622	0.396893
29	-0.029737	-0.2725	0.392935
30	-0.030687	-0.2813	0.389603
31	-0.031951	-0.2928	0.385186
32	-0.032086	-0.2941	0.384713
33	-0.03282	-0.3008	0.382156
34	-0.034631	-0.3174	0.375864
35	-0.035938	-0.3294	0.371344
36	-0.060259	-0.5523	0.291111
37	-0.069513	-0.6371	0.262898
38	-0.06876	-0.6302	0.265137
39	-0.067603	-0.6196	0.268603
40	-0.065411	-0.5995	0.275225
41	-0.063225	-0.5795	0.281913
42	-0.061324	-0.562	0.287792
43	-0.058814	-0.539	0.295644
44	-0.056784	-0.5204	0.302064
45	-0.055566	-0.5093	0.305949
46	-0.053134	-0.487	0.313769
47	-0.051336	-0.4705	0.319609
48	-0.050464	-0.4625	0.322456

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.943206	8.6446	0
2	-0.071067	-0.6513	0.258304
3	-0.050088	-0.4591	0.323686
4	-0.036401	-0.3336	0.369748
5	-0.034283	-0.3142	0.377071
6	-0.052538	-0.4815	0.315701
7	-0.029177	-0.2674	0.394905
8	-0.024294	-0.2227	0.412171
9	-0.048064	-0.4405	0.330348
10	-0.052915	-0.485	0.314479
11	-0.060544	-0.5549	0.290221
12	-0.005538	-0.0508	0.479821
13	0.119782	1.0978	0.13771
14	0.157409	1.4427	0.076415
15	-0.02021	-0.1852	0.426747
16	-0.034042	-0.312	0.377906
17	-0.043965	-0.4029	0.344007
18	-0.044743	-0.4101	0.341396
19	-0.026636	-0.2441	0.403867
20	-0.037402	-0.3428	0.366304
21	-0.038389	-0.3518	0.362919
22	-0.033957	-0.3112	0.378202
23	-0.052923	-0.485	0.314454
24	0.104296	0.9559	0.170936
25	0.052235	0.4787	0.316682
26	0.071131	0.6519	0.258115
27	0.017145	0.1571	0.437757
28	-0.020409	-0.1871	0.426035
29	-0.016999	-0.1558	0.438282
30	-0.029932	-0.2743	0.392251
31	-0.02821	-0.2586	0.398306
32	-0.015858	-0.1453	0.442393
33	-0.038404	-0.352	0.362868
34	-0.044544	-0.4082	0.342065
35	-0.013501	-0.1237	0.450907
36	-0.205985	-1.8879	0.031247
37	0.203476	1.8649	0.032845
38	0.141425	1.2962	0.099231
39	0.02905	0.2662	0.395351
40	0.001718	0.0157	0.493736
41	-0.019462	-0.1784	0.429429
42	-0.034242	-0.3138	0.377212
43	-0.024068	-0.2206	0.412973
44	-0.018454	-0.1691	0.43305
45	-0.02846	-0.2608	0.397427
46	-0.034083	-0.3124	0.377766
47	-0.053714	-0.4923	0.311898
48	-0.070643	-0.6475	0.259552

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.943206 & 8.6446 & 0 \tabularnewline
2 & -0.071067 & -0.6513 & 0.258304 \tabularnewline
3 & -0.050088 & -0.4591 & 0.323686 \tabularnewline
4 & -0.036401 & -0.3336 & 0.369748 \tabularnewline
5 & -0.034283 & -0.3142 & 0.377071 \tabularnewline
6 & -0.052538 & -0.4815 & 0.315701 \tabularnewline
7 & -0.029177 & -0.2674 & 0.394905 \tabularnewline
8 & -0.024294 & -0.2227 & 0.412171 \tabularnewline
9 & -0.048064 & -0.4405 & 0.330348 \tabularnewline
10 & -0.052915 & -0.485 & 0.314479 \tabularnewline
11 & -0.060544 & -0.5549 & 0.290221 \tabularnewline
12 & -0.005538 & -0.0508 & 0.479821 \tabularnewline
13 & 0.119782 & 1.0978 & 0.13771 \tabularnewline
14 & 0.157409 & 1.4427 & 0.076415 \tabularnewline
15 & -0.02021 & -0.1852 & 0.426747 \tabularnewline
16 & -0.034042 & -0.312 & 0.377906 \tabularnewline
17 & -0.043965 & -0.4029 & 0.344007 \tabularnewline
18 & -0.044743 & -0.4101 & 0.341396 \tabularnewline
19 & -0.026636 & -0.2441 & 0.403867 \tabularnewline
20 & -0.037402 & -0.3428 & 0.366304 \tabularnewline
21 & -0.038389 & -0.3518 & 0.362919 \tabularnewline
22 & -0.033957 & -0.3112 & 0.378202 \tabularnewline
23 & -0.052923 & -0.485 & 0.314454 \tabularnewline
24 & 0.104296 & 0.9559 & 0.170936 \tabularnewline
25 & 0.052235 & 0.4787 & 0.316682 \tabularnewline
26 & 0.071131 & 0.6519 & 0.258115 \tabularnewline
27 & 0.017145 & 0.1571 & 0.437757 \tabularnewline
28 & -0.020409 & -0.1871 & 0.426035 \tabularnewline
29 & -0.016999 & -0.1558 & 0.438282 \tabularnewline
30 & -0.029932 & -0.2743 & 0.392251 \tabularnewline
31 & -0.02821 & -0.2586 & 0.398306 \tabularnewline
32 & -0.015858 & -0.1453 & 0.442393 \tabularnewline
33 & -0.038404 & -0.352 & 0.362868 \tabularnewline
34 & -0.044544 & -0.4082 & 0.342065 \tabularnewline
35 & -0.013501 & -0.1237 & 0.450907 \tabularnewline
36 & -0.205985 & -1.8879 & 0.031247 \tabularnewline
37 & 0.203476 & 1.8649 & 0.032845 \tabularnewline
38 & 0.141425 & 1.2962 & 0.099231 \tabularnewline
39 & 0.02905 & 0.2662 & 0.395351 \tabularnewline
40 & 0.001718 & 0.0157 & 0.493736 \tabularnewline
41 & -0.019462 & -0.1784 & 0.429429 \tabularnewline
42 & -0.034242 & -0.3138 & 0.377212 \tabularnewline
43 & -0.024068 & -0.2206 & 0.412973 \tabularnewline
44 & -0.018454 & -0.1691 & 0.43305 \tabularnewline
45 & -0.02846 & -0.2608 & 0.397427 \tabularnewline
46 & -0.034083 & -0.3124 & 0.377766 \tabularnewline
47 & -0.053714 & -0.4923 & 0.311898 \tabularnewline
48 & -0.070643 & -0.6475 & 0.259552 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232922&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]0.943206[/C][C]8.6446[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.071067[/C][C]-0.6513[/C][C]0.258304[/C][/ROW]
[ROW][C]3[/C][C]-0.050088[/C][C]-0.4591[/C][C]0.323686[/C][/ROW]
[ROW][C]4[/C][C]-0.036401[/C][C]-0.3336[/C][C]0.369748[/C][/ROW]
[ROW][C]5[/C][C]-0.034283[/C][C]-0.3142[/C][C]0.377071[/C][/ROW]
[ROW][C]6[/C][C]-0.052538[/C][C]-0.4815[/C][C]0.315701[/C][/ROW]
[ROW][C]7[/C][C]-0.029177[/C][C]-0.2674[/C][C]0.394905[/C][/ROW]
[ROW][C]8[/C][C]-0.024294[/C][C]-0.2227[/C][C]0.412171[/C][/ROW]
[ROW][C]9[/C][C]-0.048064[/C][C]-0.4405[/C][C]0.330348[/C][/ROW]
[ROW][C]10[/C][C]-0.052915[/C][C]-0.485[/C][C]0.314479[/C][/ROW]
[ROW][C]11[/C][C]-0.060544[/C][C]-0.5549[/C][C]0.290221[/C][/ROW]
[ROW][C]12[/C][C]-0.005538[/C][C]-0.0508[/C][C]0.479821[/C][/ROW]
[ROW][C]13[/C][C]0.119782[/C][C]1.0978[/C][C]0.13771[/C][/ROW]
[ROW][C]14[/C][C]0.157409[/C][C]1.4427[/C][C]0.076415[/C][/ROW]
[ROW][C]15[/C][C]-0.02021[/C][C]-0.1852[/C][C]0.426747[/C][/ROW]
[ROW][C]16[/C][C]-0.034042[/C][C]-0.312[/C][C]0.377906[/C][/ROW]
[ROW][C]17[/C][C]-0.043965[/C][C]-0.4029[/C][C]0.344007[/C][/ROW]
[ROW][C]18[/C][C]-0.044743[/C][C]-0.4101[/C][C]0.341396[/C][/ROW]
[ROW][C]19[/C][C]-0.026636[/C][C]-0.2441[/C][C]0.403867[/C][/ROW]
[ROW][C]20[/C][C]-0.037402[/C][C]-0.3428[/C][C]0.366304[/C][/ROW]
[ROW][C]21[/C][C]-0.038389[/C][C]-0.3518[/C][C]0.362919[/C][/ROW]
[ROW][C]22[/C][C]-0.033957[/C][C]-0.3112[/C][C]0.378202[/C][/ROW]
[ROW][C]23[/C][C]-0.052923[/C][C]-0.485[/C][C]0.314454[/C][/ROW]
[ROW][C]24[/C][C]0.104296[/C][C]0.9559[/C][C]0.170936[/C][/ROW]
[ROW][C]25[/C][C]0.052235[/C][C]0.4787[/C][C]0.316682[/C][/ROW]
[ROW][C]26[/C][C]0.071131[/C][C]0.6519[/C][C]0.258115[/C][/ROW]
[ROW][C]27[/C][C]0.017145[/C][C]0.1571[/C][C]0.437757[/C][/ROW]
[ROW][C]28[/C][C]-0.020409[/C][C]-0.1871[/C][C]0.426035[/C][/ROW]
[ROW][C]29[/C][C]-0.016999[/C][C]-0.1558[/C][C]0.438282[/C][/ROW]
[ROW][C]30[/C][C]-0.029932[/C][C]-0.2743[/C][C]0.392251[/C][/ROW]
[ROW][C]31[/C][C]-0.02821[/C][C]-0.2586[/C][C]0.398306[/C][/ROW]
[ROW][C]32[/C][C]-0.015858[/C][C]-0.1453[/C][C]0.442393[/C][/ROW]
[ROW][C]33[/C][C]-0.038404[/C][C]-0.352[/C][C]0.362868[/C][/ROW]
[ROW][C]34[/C][C]-0.044544[/C][C]-0.4082[/C][C]0.342065[/C][/ROW]
[ROW][C]35[/C][C]-0.013501[/C][C]-0.1237[/C][C]0.450907[/C][/ROW]
[ROW][C]36[/C][C]-0.205985[/C][C]-1.8879[/C][C]0.031247[/C][/ROW]
[ROW][C]37[/C][C]0.203476[/C][C]1.8649[/C][C]0.032845[/C][/ROW]
[ROW][C]38[/C][C]0.141425[/C][C]1.2962[/C][C]0.099231[/C][/ROW]
[ROW][C]39[/C][C]0.02905[/C][C]0.2662[/C][C]0.395351[/C][/ROW]
[ROW][C]40[/C][C]0.001718[/C][C]0.0157[/C][C]0.493736[/C][/ROW]
[ROW][C]41[/C][C]-0.019462[/C][C]-0.1784[/C][C]0.429429[/C][/ROW]
[ROW][C]42[/C][C]-0.034242[/C][C]-0.3138[/C][C]0.377212[/C][/ROW]
[ROW][C]43[/C][C]-0.024068[/C][C]-0.2206[/C][C]0.412973[/C][/ROW]
[ROW][C]44[/C][C]-0.018454[/C][C]-0.1691[/C][C]0.43305[/C][/ROW]
[ROW][C]45[/C][C]-0.02846[/C][C]-0.2608[/C][C]0.397427[/C][/ROW]
[ROW][C]46[/C][C]-0.034083[/C][C]-0.3124[/C][C]0.377766[/C][/ROW]
[ROW][C]47[/C][C]-0.053714[/C][C]-0.4923[/C][C]0.311898[/C][/ROW]
[ROW][C]48[/C][C]-0.070643[/C][C]-0.6475[/C][C]0.259552[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232922&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232922&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	0.943206	8.6446	0
2	-0.071067	-0.6513	0.258304
3	-0.050088	-0.4591	0.323686
4	-0.036401	-0.3336	0.369748
5	-0.034283	-0.3142	0.377071
6	-0.052538	-0.4815	0.315701
7	-0.029177	-0.2674	0.394905
8	-0.024294	-0.2227	0.412171
9	-0.048064	-0.4405	0.330348
10	-0.052915	-0.485	0.314479
11	-0.060544	-0.5549	0.290221
12	-0.005538	-0.0508	0.479821
13	0.119782	1.0978	0.13771
14	0.157409	1.4427	0.076415
15	-0.02021	-0.1852	0.426747
16	-0.034042	-0.312	0.377906
17	-0.043965	-0.4029	0.344007
18	-0.044743	-0.4101	0.341396
19	-0.026636	-0.2441	0.403867
20	-0.037402	-0.3428	0.366304
21	-0.038389	-0.3518	0.362919
22	-0.033957	-0.3112	0.378202
23	-0.052923	-0.485	0.314454
24	0.104296	0.9559	0.170936
25	0.052235	0.4787	0.316682
26	0.071131	0.6519	0.258115
27	0.017145	0.1571	0.437757
28	-0.020409	-0.1871	0.426035
29	-0.016999	-0.1558	0.438282
30	-0.029932	-0.2743	0.392251
31	-0.02821	-0.2586	0.398306
32	-0.015858	-0.1453	0.442393
33	-0.038404	-0.352	0.362868
34	-0.044544	-0.4082	0.342065
35	-0.013501	-0.1237	0.450907
36	-0.205985	-1.8879	0.031247
37	0.203476	1.8649	0.032845
38	0.141425	1.2962	0.099231
39	0.02905	0.2662	0.395351
40	0.001718	0.0157	0.493736
41	-0.019462	-0.1784	0.429429
42	-0.034242	-0.3138	0.377212
43	-0.024068	-0.2206	0.412973
44	-0.018454	-0.1691	0.43305
45	-0.02846	-0.2608	0.397427
46	-0.034083	-0.3124	0.377766
47	-0.053714	-0.4923	0.311898
48	-0.070643	-0.6475	0.259552

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 = 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