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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 09 Dec 2016 08:55:45 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/09/t1481270196yo8h98pz00q7kat.htm/, Retrieved Sat, 18 May 2024 05:05:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298425, Retrieved Sat, 18 May 2024 05:05:43 +0000

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105

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-       [(Partial) Autocorrelation Function] [] [2016-12-09 07:55:45] [24da340c2401d75222b6137c0718139b] [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	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298425&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

2 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298425&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298425&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.506771	-5.4581	0
2	-0.109031	-1.1743	0.12134
3	0.395128	4.2557	2.1e-05
4	-0.415779	-4.4781	9e-06
5	0.109791	1.1825	0.119716
6	0.244399	2.6323	0.004818
7	-0.212253	-2.286	0.012034
8	-0.02046	-0.2204	0.412988
9	0.219804	2.3674	0.009785
10	-0.276776	-2.981	0.001751
11	-0.017967	-0.1935	0.42345
12	0.476098	5.1277	1e-06
13	-0.48536	-5.2275	0
14	0.232649	2.5057	0.006804
15	0.093552	1.0076	0.157876
16	-0.394358	-4.2474	2.2e-05
17	0.356851	3.8434	9.9e-05
18	-0.065242	-0.7027	0.241831
19	-0.154904	-1.6684	0.04897
20	0.246492	2.6548	0.004525
21	-0.134222	-1.4456	0.075491
22	-0.147646	-1.5902	0.057256
23	0.165955	1.7874	0.038243
24	0.090413	0.9738	0.166097
25	-0.241949	-2.6059	0.005183
26	0.263974	2.8431	0.002641
27	-0.16184	-1.7431	0.041986
28	-0.124513	-1.341	0.091262
29	0.29324	3.1583	0.001012
30	-0.198244	-2.1352	0.017426
31	-0.027535	-0.2966	0.383668
32	0.198039	2.1329	0.017518
33	-0.233741	-2.5175	0.006592
34	0.037852	0.4077	0.34213
35	0.089141	0.9601	0.169505
36	-0.072829	-0.7844	0.217204
37	0.046478	0.5006	0.308806
38	0.047638	0.5131	0.304437
39	-0.221432	-2.3849	0.009352
40	0.170584	1.8373	0.034366
41	0.025864	0.2786	0.390539
42	-0.180028	-1.939	0.027468
43	0.219575	2.3649	0.009848
44	-0.113936	-1.2271	0.111129
45	-0.14824	-1.5966	0.056538
46	0.241727	2.6035	0.005217
47	-0.171337	-1.8454	0.033768
48	0.062797	0.6763	0.250083

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.506771 & -5.4581 & 0 \tabularnewline
2 & -0.109031 & -1.1743 & 0.12134 \tabularnewline
3 & 0.395128 & 4.2557 & 2.1e-05 \tabularnewline
4 & -0.415779 & -4.4781 & 9e-06 \tabularnewline
5 & 0.109791 & 1.1825 & 0.119716 \tabularnewline
6 & 0.244399 & 2.6323 & 0.004818 \tabularnewline
7 & -0.212253 & -2.286 & 0.012034 \tabularnewline
8 & -0.02046 & -0.2204 & 0.412988 \tabularnewline
9 & 0.219804 & 2.3674 & 0.009785 \tabularnewline
10 & -0.276776 & -2.981 & 0.001751 \tabularnewline
11 & -0.017967 & -0.1935 & 0.42345 \tabularnewline
12 & 0.476098 & 5.1277 & 1e-06 \tabularnewline
13 & -0.48536 & -5.2275 & 0 \tabularnewline
14 & 0.232649 & 2.5057 & 0.006804 \tabularnewline
15 & 0.093552 & 1.0076 & 0.157876 \tabularnewline
16 & -0.394358 & -4.2474 & 2.2e-05 \tabularnewline
17 & 0.356851 & 3.8434 & 9.9e-05 \tabularnewline
18 & -0.065242 & -0.7027 & 0.241831 \tabularnewline
19 & -0.154904 & -1.6684 & 0.04897 \tabularnewline
20 & 0.246492 & 2.6548 & 0.004525 \tabularnewline
21 & -0.134222 & -1.4456 & 0.075491 \tabularnewline
22 & -0.147646 & -1.5902 & 0.057256 \tabularnewline
23 & 0.165955 & 1.7874 & 0.038243 \tabularnewline
24 & 0.090413 & 0.9738 & 0.166097 \tabularnewline
25 & -0.241949 & -2.6059 & 0.005183 \tabularnewline
26 & 0.263974 & 2.8431 & 0.002641 \tabularnewline
27 & -0.16184 & -1.7431 & 0.041986 \tabularnewline
28 & -0.124513 & -1.341 & 0.091262 \tabularnewline
29 & 0.29324 & 3.1583 & 0.001012 \tabularnewline
30 & -0.198244 & -2.1352 & 0.017426 \tabularnewline
31 & -0.027535 & -0.2966 & 0.383668 \tabularnewline
32 & 0.198039 & 2.1329 & 0.017518 \tabularnewline
33 & -0.233741 & -2.5175 & 0.006592 \tabularnewline
34 & 0.037852 & 0.4077 & 0.34213 \tabularnewline
35 & 0.089141 & 0.9601 & 0.169505 \tabularnewline
36 & -0.072829 & -0.7844 & 0.217204 \tabularnewline
37 & 0.046478 & 0.5006 & 0.308806 \tabularnewline
38 & 0.047638 & 0.5131 & 0.304437 \tabularnewline
39 & -0.221432 & -2.3849 & 0.009352 \tabularnewline
40 & 0.170584 & 1.8373 & 0.034366 \tabularnewline
41 & 0.025864 & 0.2786 & 0.390539 \tabularnewline
42 & -0.180028 & -1.939 & 0.027468 \tabularnewline
43 & 0.219575 & 2.3649 & 0.009848 \tabularnewline
44 & -0.113936 & -1.2271 & 0.111129 \tabularnewline
45 & -0.14824 & -1.5966 & 0.056538 \tabularnewline
46 & 0.241727 & 2.6035 & 0.005217 \tabularnewline
47 & -0.171337 & -1.8454 & 0.033768 \tabularnewline
48 & 0.062797 & 0.6763 & 0.250083 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298425&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]-0.506771[/C][C]-5.4581[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.109031[/C][C]-1.1743[/C][C]0.12134[/C][/ROW]
[ROW][C]3[/C][C]0.395128[/C][C]4.2557[/C][C]2.1e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.415779[/C][C]-4.4781[/C][C]9e-06[/C][/ROW]
[ROW][C]5[/C][C]0.109791[/C][C]1.1825[/C][C]0.119716[/C][/ROW]
[ROW][C]6[/C][C]0.244399[/C][C]2.6323[/C][C]0.004818[/C][/ROW]
[ROW][C]7[/C][C]-0.212253[/C][C]-2.286[/C][C]0.012034[/C][/ROW]
[ROW][C]8[/C][C]-0.02046[/C][C]-0.2204[/C][C]0.412988[/C][/ROW]
[ROW][C]9[/C][C]0.219804[/C][C]2.3674[/C][C]0.009785[/C][/ROW]
[ROW][C]10[/C][C]-0.276776[/C][C]-2.981[/C][C]0.001751[/C][/ROW]
[ROW][C]11[/C][C]-0.017967[/C][C]-0.1935[/C][C]0.42345[/C][/ROW]
[ROW][C]12[/C][C]0.476098[/C][C]5.1277[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.48536[/C][C]-5.2275[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.232649[/C][C]2.5057[/C][C]0.006804[/C][/ROW]
[ROW][C]15[/C][C]0.093552[/C][C]1.0076[/C][C]0.157876[/C][/ROW]
[ROW][C]16[/C][C]-0.394358[/C][C]-4.2474[/C][C]2.2e-05[/C][/ROW]
[ROW][C]17[/C][C]0.356851[/C][C]3.8434[/C][C]9.9e-05[/C][/ROW]
[ROW][C]18[/C][C]-0.065242[/C][C]-0.7027[/C][C]0.241831[/C][/ROW]
[ROW][C]19[/C][C]-0.154904[/C][C]-1.6684[/C][C]0.04897[/C][/ROW]
[ROW][C]20[/C][C]0.246492[/C][C]2.6548[/C][C]0.004525[/C][/ROW]
[ROW][C]21[/C][C]-0.134222[/C][C]-1.4456[/C][C]0.075491[/C][/ROW]
[ROW][C]22[/C][C]-0.147646[/C][C]-1.5902[/C][C]0.057256[/C][/ROW]
[ROW][C]23[/C][C]0.165955[/C][C]1.7874[/C][C]0.038243[/C][/ROW]
[ROW][C]24[/C][C]0.090413[/C][C]0.9738[/C][C]0.166097[/C][/ROW]
[ROW][C]25[/C][C]-0.241949[/C][C]-2.6059[/C][C]0.005183[/C][/ROW]
[ROW][C]26[/C][C]0.263974[/C][C]2.8431[/C][C]0.002641[/C][/ROW]
[ROW][C]27[/C][C]-0.16184[/C][C]-1.7431[/C][C]0.041986[/C][/ROW]
[ROW][C]28[/C][C]-0.124513[/C][C]-1.341[/C][C]0.091262[/C][/ROW]
[ROW][C]29[/C][C]0.29324[/C][C]3.1583[/C][C]0.001012[/C][/ROW]
[ROW][C]30[/C][C]-0.198244[/C][C]-2.1352[/C][C]0.017426[/C][/ROW]
[ROW][C]31[/C][C]-0.027535[/C][C]-0.2966[/C][C]0.383668[/C][/ROW]
[ROW][C]32[/C][C]0.198039[/C][C]2.1329[/C][C]0.017518[/C][/ROW]
[ROW][C]33[/C][C]-0.233741[/C][C]-2.5175[/C][C]0.006592[/C][/ROW]
[ROW][C]34[/C][C]0.037852[/C][C]0.4077[/C][C]0.34213[/C][/ROW]
[ROW][C]35[/C][C]0.089141[/C][C]0.9601[/C][C]0.169505[/C][/ROW]
[ROW][C]36[/C][C]-0.072829[/C][C]-0.7844[/C][C]0.217204[/C][/ROW]
[ROW][C]37[/C][C]0.046478[/C][C]0.5006[/C][C]0.308806[/C][/ROW]
[ROW][C]38[/C][C]0.047638[/C][C]0.5131[/C][C]0.304437[/C][/ROW]
[ROW][C]39[/C][C]-0.221432[/C][C]-2.3849[/C][C]0.009352[/C][/ROW]
[ROW][C]40[/C][C]0.170584[/C][C]1.8373[/C][C]0.034366[/C][/ROW]
[ROW][C]41[/C][C]0.025864[/C][C]0.2786[/C][C]0.390539[/C][/ROW]
[ROW][C]42[/C][C]-0.180028[/C][C]-1.939[/C][C]0.027468[/C][/ROW]
[ROW][C]43[/C][C]0.219575[/C][C]2.3649[/C][C]0.009848[/C][/ROW]
[ROW][C]44[/C][C]-0.113936[/C][C]-1.2271[/C][C]0.111129[/C][/ROW]
[ROW][C]45[/C][C]-0.14824[/C][C]-1.5966[/C][C]0.056538[/C][/ROW]
[ROW][C]46[/C][C]0.241727[/C][C]2.6035[/C][C]0.005217[/C][/ROW]
[ROW][C]47[/C][C]-0.171337[/C][C]-1.8454[/C][C]0.033768[/C][/ROW]
[ROW][C]48[/C][C]0.062797[/C][C]0.6763[/C][C]0.250083[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298425&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298425&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	-0.506771	-5.4581	0
2	-0.109031	-1.1743	0.12134
3	0.395128	4.2557	2.1e-05
4	-0.415779	-4.4781	9e-06
5	0.109791	1.1825	0.119716
6	0.244399	2.6323	0.004818
7	-0.212253	-2.286	0.012034
8	-0.02046	-0.2204	0.412988
9	0.219804	2.3674	0.009785
10	-0.276776	-2.981	0.001751
11	-0.017967	-0.1935	0.42345
12	0.476098	5.1277	1e-06
13	-0.48536	-5.2275	0
14	0.232649	2.5057	0.006804
15	0.093552	1.0076	0.157876
16	-0.394358	-4.2474	2.2e-05
17	0.356851	3.8434	9.9e-05
18	-0.065242	-0.7027	0.241831
19	-0.154904	-1.6684	0.04897
20	0.246492	2.6548	0.004525
21	-0.134222	-1.4456	0.075491
22	-0.147646	-1.5902	0.057256
23	0.165955	1.7874	0.038243
24	0.090413	0.9738	0.166097
25	-0.241949	-2.6059	0.005183
26	0.263974	2.8431	0.002641
27	-0.16184	-1.7431	0.041986
28	-0.124513	-1.341	0.091262
29	0.29324	3.1583	0.001012
30	-0.198244	-2.1352	0.017426
31	-0.027535	-0.2966	0.383668
32	0.198039	2.1329	0.017518
33	-0.233741	-2.5175	0.006592
34	0.037852	0.4077	0.34213
35	0.089141	0.9601	0.169505
36	-0.072829	-0.7844	0.217204
37	0.046478	0.5006	0.308806
38	0.047638	0.5131	0.304437
39	-0.221432	-2.3849	0.009352
40	0.170584	1.8373	0.034366
41	0.025864	0.2786	0.390539
42	-0.180028	-1.939	0.027468
43	0.219575	2.3649	0.009848
44	-0.113936	-1.2271	0.111129
45	-0.14824	-1.5966	0.056538
46	0.241727	2.6035	0.005217
47	-0.171337	-1.8454	0.033768
48	0.062797	0.6763	0.250083

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.506771	-5.4581	0
2	-0.492272	-5.3019	0
3	0.112246	1.2089	0.114574
4	-0.227226	-2.4473	0.007946
5	-0.177879	-1.9158	0.028925
6	0.073155	0.7879	0.21618
7	0.208929	2.2502	0.01316
8	-0.067926	-0.7316	0.232948
9	0.117263	1.263	0.104568
10	-0.041582	-0.4478	0.327549
11	-0.244833	-2.6369	0.004756
12	0.352677	3.7985	0.000117
13	0.064341	0.693	0.244854
14	0.213909	2.3039	0.011505
15	0.00272	0.0293	0.488341
16	-0.023982	-0.2583	0.398319
17	0.005796	0.0624	0.475166
18	-0.083898	-0.9036	0.184037
19	-0.056239	-0.6057	0.272945
20	0.079666	0.858	0.196322
21	-0.011625	-0.1252	0.45029
22	-0.086778	-0.9346	0.175962
23	-0.129485	-1.3946	0.082901
24	0.029837	0.3214	0.374259
25	-0.007564	-0.0815	0.467604
26	-0.034347	-0.3699	0.356054
27	-0.100214	-1.0793	0.141338
28	0.024372	0.2625	0.396705
29	-0.010262	-0.1105	0.45609
30	0.089161	0.9603	0.169452
31	-0.136413	-1.4692	0.072241
32	-0.083242	-0.8965	0.185909
33	-0.059216	-0.6378	0.262438
34	-0.01687	-0.1817	0.42807
35	-0.096207	-1.0362	0.151135
36	-0.081069	-0.8731	0.192196
37	0.122014	1.3141	0.095698
38	-0.007069	-0.0761	0.469721
39	-0.220921	-2.3794	0.009486
40	0.002808	0.0302	0.487961
41	0.042041	0.4528	0.32577
42	-0.060386	-0.6504	0.258369
43	0.075111	0.809	0.210095
44	-0.078552	-0.846	0.199639
45	-0.100374	-1.0811	0.140956
46	0.05234	0.5637	0.287016
47	-0.031538	-0.3397	0.367358
48	0.059449	0.6403	0.261627

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.506771 & -5.4581 & 0 \tabularnewline
2 & -0.492272 & -5.3019 & 0 \tabularnewline
3 & 0.112246 & 1.2089 & 0.114574 \tabularnewline
4 & -0.227226 & -2.4473 & 0.007946 \tabularnewline
5 & -0.177879 & -1.9158 & 0.028925 \tabularnewline
6 & 0.073155 & 0.7879 & 0.21618 \tabularnewline
7 & 0.208929 & 2.2502 & 0.01316 \tabularnewline
8 & -0.067926 & -0.7316 & 0.232948 \tabularnewline
9 & 0.117263 & 1.263 & 0.104568 \tabularnewline
10 & -0.041582 & -0.4478 & 0.327549 \tabularnewline
11 & -0.244833 & -2.6369 & 0.004756 \tabularnewline
12 & 0.352677 & 3.7985 & 0.000117 \tabularnewline
13 & 0.064341 & 0.693 & 0.244854 \tabularnewline
14 & 0.213909 & 2.3039 & 0.011505 \tabularnewline
15 & 0.00272 & 0.0293 & 0.488341 \tabularnewline
16 & -0.023982 & -0.2583 & 0.398319 \tabularnewline
17 & 0.005796 & 0.0624 & 0.475166 \tabularnewline
18 & -0.083898 & -0.9036 & 0.184037 \tabularnewline
19 & -0.056239 & -0.6057 & 0.272945 \tabularnewline
20 & 0.079666 & 0.858 & 0.196322 \tabularnewline
21 & -0.011625 & -0.1252 & 0.45029 \tabularnewline
22 & -0.086778 & -0.9346 & 0.175962 \tabularnewline
23 & -0.129485 & -1.3946 & 0.082901 \tabularnewline
24 & 0.029837 & 0.3214 & 0.374259 \tabularnewline
25 & -0.007564 & -0.0815 & 0.467604 \tabularnewline
26 & -0.034347 & -0.3699 & 0.356054 \tabularnewline
27 & -0.100214 & -1.0793 & 0.141338 \tabularnewline
28 & 0.024372 & 0.2625 & 0.396705 \tabularnewline
29 & -0.010262 & -0.1105 & 0.45609 \tabularnewline
30 & 0.089161 & 0.9603 & 0.169452 \tabularnewline
31 & -0.136413 & -1.4692 & 0.072241 \tabularnewline
32 & -0.083242 & -0.8965 & 0.185909 \tabularnewline
33 & -0.059216 & -0.6378 & 0.262438 \tabularnewline
34 & -0.01687 & -0.1817 & 0.42807 \tabularnewline
35 & -0.096207 & -1.0362 & 0.151135 \tabularnewline
36 & -0.081069 & -0.8731 & 0.192196 \tabularnewline
37 & 0.122014 & 1.3141 & 0.095698 \tabularnewline
38 & -0.007069 & -0.0761 & 0.469721 \tabularnewline
39 & -0.220921 & -2.3794 & 0.009486 \tabularnewline
40 & 0.002808 & 0.0302 & 0.487961 \tabularnewline
41 & 0.042041 & 0.4528 & 0.32577 \tabularnewline
42 & -0.060386 & -0.6504 & 0.258369 \tabularnewline
43 & 0.075111 & 0.809 & 0.210095 \tabularnewline
44 & -0.078552 & -0.846 & 0.199639 \tabularnewline
45 & -0.100374 & -1.0811 & 0.140956 \tabularnewline
46 & 0.05234 & 0.5637 & 0.287016 \tabularnewline
47 & -0.031538 & -0.3397 & 0.367358 \tabularnewline
48 & 0.059449 & 0.6403 & 0.261627 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298425&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]-0.506771[/C][C]-5.4581[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.492272[/C][C]-5.3019[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.112246[/C][C]1.2089[/C][C]0.114574[/C][/ROW]
[ROW][C]4[/C][C]-0.227226[/C][C]-2.4473[/C][C]0.007946[/C][/ROW]
[ROW][C]5[/C][C]-0.177879[/C][C]-1.9158[/C][C]0.028925[/C][/ROW]
[ROW][C]6[/C][C]0.073155[/C][C]0.7879[/C][C]0.21618[/C][/ROW]
[ROW][C]7[/C][C]0.208929[/C][C]2.2502[/C][C]0.01316[/C][/ROW]
[ROW][C]8[/C][C]-0.067926[/C][C]-0.7316[/C][C]0.232948[/C][/ROW]
[ROW][C]9[/C][C]0.117263[/C][C]1.263[/C][C]0.104568[/C][/ROW]
[ROW][C]10[/C][C]-0.041582[/C][C]-0.4478[/C][C]0.327549[/C][/ROW]
[ROW][C]11[/C][C]-0.244833[/C][C]-2.6369[/C][C]0.004756[/C][/ROW]
[ROW][C]12[/C][C]0.352677[/C][C]3.7985[/C][C]0.000117[/C][/ROW]
[ROW][C]13[/C][C]0.064341[/C][C]0.693[/C][C]0.244854[/C][/ROW]
[ROW][C]14[/C][C]0.213909[/C][C]2.3039[/C][C]0.011505[/C][/ROW]
[ROW][C]15[/C][C]0.00272[/C][C]0.0293[/C][C]0.488341[/C][/ROW]
[ROW][C]16[/C][C]-0.023982[/C][C]-0.2583[/C][C]0.398319[/C][/ROW]
[ROW][C]17[/C][C]0.005796[/C][C]0.0624[/C][C]0.475166[/C][/ROW]
[ROW][C]18[/C][C]-0.083898[/C][C]-0.9036[/C][C]0.184037[/C][/ROW]
[ROW][C]19[/C][C]-0.056239[/C][C]-0.6057[/C][C]0.272945[/C][/ROW]
[ROW][C]20[/C][C]0.079666[/C][C]0.858[/C][C]0.196322[/C][/ROW]
[ROW][C]21[/C][C]-0.011625[/C][C]-0.1252[/C][C]0.45029[/C][/ROW]
[ROW][C]22[/C][C]-0.086778[/C][C]-0.9346[/C][C]0.175962[/C][/ROW]
[ROW][C]23[/C][C]-0.129485[/C][C]-1.3946[/C][C]0.082901[/C][/ROW]
[ROW][C]24[/C][C]0.029837[/C][C]0.3214[/C][C]0.374259[/C][/ROW]
[ROW][C]25[/C][C]-0.007564[/C][C]-0.0815[/C][C]0.467604[/C][/ROW]
[ROW][C]26[/C][C]-0.034347[/C][C]-0.3699[/C][C]0.356054[/C][/ROW]
[ROW][C]27[/C][C]-0.100214[/C][C]-1.0793[/C][C]0.141338[/C][/ROW]
[ROW][C]28[/C][C]0.024372[/C][C]0.2625[/C][C]0.396705[/C][/ROW]
[ROW][C]29[/C][C]-0.010262[/C][C]-0.1105[/C][C]0.45609[/C][/ROW]
[ROW][C]30[/C][C]0.089161[/C][C]0.9603[/C][C]0.169452[/C][/ROW]
[ROW][C]31[/C][C]-0.136413[/C][C]-1.4692[/C][C]0.072241[/C][/ROW]
[ROW][C]32[/C][C]-0.083242[/C][C]-0.8965[/C][C]0.185909[/C][/ROW]
[ROW][C]33[/C][C]-0.059216[/C][C]-0.6378[/C][C]0.262438[/C][/ROW]
[ROW][C]34[/C][C]-0.01687[/C][C]-0.1817[/C][C]0.42807[/C][/ROW]
[ROW][C]35[/C][C]-0.096207[/C][C]-1.0362[/C][C]0.151135[/C][/ROW]
[ROW][C]36[/C][C]-0.081069[/C][C]-0.8731[/C][C]0.192196[/C][/ROW]
[ROW][C]37[/C][C]0.122014[/C][C]1.3141[/C][C]0.095698[/C][/ROW]
[ROW][C]38[/C][C]-0.007069[/C][C]-0.0761[/C][C]0.469721[/C][/ROW]
[ROW][C]39[/C][C]-0.220921[/C][C]-2.3794[/C][C]0.009486[/C][/ROW]
[ROW][C]40[/C][C]0.002808[/C][C]0.0302[/C][C]0.487961[/C][/ROW]
[ROW][C]41[/C][C]0.042041[/C][C]0.4528[/C][C]0.32577[/C][/ROW]
[ROW][C]42[/C][C]-0.060386[/C][C]-0.6504[/C][C]0.258369[/C][/ROW]
[ROW][C]43[/C][C]0.075111[/C][C]0.809[/C][C]0.210095[/C][/ROW]
[ROW][C]44[/C][C]-0.078552[/C][C]-0.846[/C][C]0.199639[/C][/ROW]
[ROW][C]45[/C][C]-0.100374[/C][C]-1.0811[/C][C]0.140956[/C][/ROW]
[ROW][C]46[/C][C]0.05234[/C][C]0.5637[/C][C]0.287016[/C][/ROW]
[ROW][C]47[/C][C]-0.031538[/C][C]-0.3397[/C][C]0.367358[/C][/ROW]
[ROW][C]48[/C][C]0.059449[/C][C]0.6403[/C][C]0.261627[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298425&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298425&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	-0.506771	-5.4581	0
2	-0.492272	-5.3019	0
3	0.112246	1.2089	0.114574
4	-0.227226	-2.4473	0.007946
5	-0.177879	-1.9158	0.028925
6	0.073155	0.7879	0.21618
7	0.208929	2.2502	0.01316
8	-0.067926	-0.7316	0.232948
9	0.117263	1.263	0.104568
10	-0.041582	-0.4478	0.327549
11	-0.244833	-2.6369	0.004756
12	0.352677	3.7985	0.000117
13	0.064341	0.693	0.244854
14	0.213909	2.3039	0.011505
15	0.00272	0.0293	0.488341
16	-0.023982	-0.2583	0.398319
17	0.005796	0.0624	0.475166
18	-0.083898	-0.9036	0.184037
19	-0.056239	-0.6057	0.272945
20	0.079666	0.858	0.196322
21	-0.011625	-0.1252	0.45029
22	-0.086778	-0.9346	0.175962
23	-0.129485	-1.3946	0.082901
24	0.029837	0.3214	0.374259
25	-0.007564	-0.0815	0.467604
26	-0.034347	-0.3699	0.356054
27	-0.100214	-1.0793	0.141338
28	0.024372	0.2625	0.396705
29	-0.010262	-0.1105	0.45609
30	0.089161	0.9603	0.169452
31	-0.136413	-1.4692	0.072241
32	-0.083242	-0.8965	0.185909
33	-0.059216	-0.6378	0.262438
34	-0.01687	-0.1817	0.42807
35	-0.096207	-1.0362	0.151135
36	-0.081069	-0.8731	0.192196
37	0.122014	1.3141	0.095698
38	-0.007069	-0.0761	0.469721
39	-0.220921	-2.3794	0.009486
40	0.002808	0.0302	0.487961
41	0.042041	0.4528	0.32577
42	-0.060386	-0.6504	0.258369
43	0.075111	0.809	0.210095
44	-0.078552	-0.846	0.199639
45	-0.100374	-1.0811	0.140956
46	0.05234	0.5637	0.287016
47	-0.031538	-0.3397	0.367358
48	0.059449	0.6403	0.261627

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 = 1 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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

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

par8 <- ''
par7 <- '0.95'
par6 <- 'White Noise'
par5 <- '1'
par4 <- '0'
par3 <- '0'
par2 <- '1'
par1 <- '48'
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)
x <- na.omit(x)
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,'ACF(k)',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,'PACF(k)',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