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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 09 Dec 2016 08:57:23 +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/t1481270272c1bu77h6npkc2n3.htm/, Retrieved Sat, 18 May 2024 05:42:27 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298426, Retrieved Sat, 18 May 2024 05:42:27 +0000

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-       [(Partial) Autocorrelation Function] [] [2016-12-09 07:57:23] [94ac3c9a028ddd47e8862e80eac9f626] [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	1 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 time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298426&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]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298426&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298426&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	1 seconds
R Server	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.418579	-4.2067	2.8e-05
2	-0.02598	-0.2611	0.397275
3	0.314824	3.1639	0.001028
4	-0.194615	-1.9559	0.026622
5	0.064226	0.6455	0.260046
6	0.103895	1.0441	0.149458
7	-0.058671	-0.5896	0.278377
8	0.030826	0.3098	0.378677
9	0.0938	0.9427	0.174046
10	-0.17659	-1.7747	0.03948
11	0.253418	2.5468	0.00619
12	-0.193935	-1.949	0.027033
13	-0.022119	-0.2223	0.412266
14	0.124757	1.2538	0.106405
15	-0.144921	-1.4564	0.074186
16	0.010474	0.1053	0.458188
17	0.035212	0.3539	0.362085
18	0.001815	0.0182	0.492743
19	-0.11913	-1.1972	0.117006
20	0.157104	1.5789	0.058746
21	-0.089553	-0.9	0.185131
22	-0.024829	-0.2495	0.401731
23	0.018792	0.1889	0.425294
24	-0.081993	-0.824	0.205934
25	0.026836	0.2697	0.393972
26	-0.000149	-0.0015	0.499404
27	0.051373	0.5163	0.30339
28	-0.134382	-1.3505	0.089934
29	0.133072	1.3374	0.092055
30	-0.070047	-0.704	0.241538
31	-0.056123	-0.564	0.286993
32	0.050506	0.5076	0.306428
33	-0.024062	-0.2418	0.404706
34	-0.080081	-0.8048	0.21141
35	0.041384	0.4159	0.339181
36	0.073813	0.7418	0.229961
37	-0.176867	-1.7775	0.039248
38	0.156863	1.5765	0.059024
39	-0.15846	-1.5925	0.057199
40	0.043691	0.4391	0.330768
41	0.051842	0.521	0.301753
42	-0.142642	-1.4335	0.077396
43	0.186876	1.8781	0.031627
44	-0.068038	-0.6838	0.247841
45	-0.112867	-1.1343	0.129678
46	0.217385	2.1847	0.015612
47	0.02444	0.2456	0.403236
48	-0.284615	-2.8603	0.002571

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.418579 & -4.2067 & 2.8e-05 \tabularnewline
2 & -0.02598 & -0.2611 & 0.397275 \tabularnewline
3 & 0.314824 & 3.1639 & 0.001028 \tabularnewline
4 & -0.194615 & -1.9559 & 0.026622 \tabularnewline
5 & 0.064226 & 0.6455 & 0.260046 \tabularnewline
6 & 0.103895 & 1.0441 & 0.149458 \tabularnewline
7 & -0.058671 & -0.5896 & 0.278377 \tabularnewline
8 & 0.030826 & 0.3098 & 0.378677 \tabularnewline
9 & 0.0938 & 0.9427 & 0.174046 \tabularnewline
10 & -0.17659 & -1.7747 & 0.03948 \tabularnewline
11 & 0.253418 & 2.5468 & 0.00619 \tabularnewline
12 & -0.193935 & -1.949 & 0.027033 \tabularnewline
13 & -0.022119 & -0.2223 & 0.412266 \tabularnewline
14 & 0.124757 & 1.2538 & 0.106405 \tabularnewline
15 & -0.144921 & -1.4564 & 0.074186 \tabularnewline
16 & 0.010474 & 0.1053 & 0.458188 \tabularnewline
17 & 0.035212 & 0.3539 & 0.362085 \tabularnewline
18 & 0.001815 & 0.0182 & 0.492743 \tabularnewline
19 & -0.11913 & -1.1972 & 0.117006 \tabularnewline
20 & 0.157104 & 1.5789 & 0.058746 \tabularnewline
21 & -0.089553 & -0.9 & 0.185131 \tabularnewline
22 & -0.024829 & -0.2495 & 0.401731 \tabularnewline
23 & 0.018792 & 0.1889 & 0.425294 \tabularnewline
24 & -0.081993 & -0.824 & 0.205934 \tabularnewline
25 & 0.026836 & 0.2697 & 0.393972 \tabularnewline
26 & -0.000149 & -0.0015 & 0.499404 \tabularnewline
27 & 0.051373 & 0.5163 & 0.30339 \tabularnewline
28 & -0.134382 & -1.3505 & 0.089934 \tabularnewline
29 & 0.133072 & 1.3374 & 0.092055 \tabularnewline
30 & -0.070047 & -0.704 & 0.241538 \tabularnewline
31 & -0.056123 & -0.564 & 0.286993 \tabularnewline
32 & 0.050506 & 0.5076 & 0.306428 \tabularnewline
33 & -0.024062 & -0.2418 & 0.404706 \tabularnewline
34 & -0.080081 & -0.8048 & 0.21141 \tabularnewline
35 & 0.041384 & 0.4159 & 0.339181 \tabularnewline
36 & 0.073813 & 0.7418 & 0.229961 \tabularnewline
37 & -0.176867 & -1.7775 & 0.039248 \tabularnewline
38 & 0.156863 & 1.5765 & 0.059024 \tabularnewline
39 & -0.15846 & -1.5925 & 0.057199 \tabularnewline
40 & 0.043691 & 0.4391 & 0.330768 \tabularnewline
41 & 0.051842 & 0.521 & 0.301753 \tabularnewline
42 & -0.142642 & -1.4335 & 0.077396 \tabularnewline
43 & 0.186876 & 1.8781 & 0.031627 \tabularnewline
44 & -0.068038 & -0.6838 & 0.247841 \tabularnewline
45 & -0.112867 & -1.1343 & 0.129678 \tabularnewline
46 & 0.217385 & 2.1847 & 0.015612 \tabularnewline
47 & 0.02444 & 0.2456 & 0.403236 \tabularnewline
48 & -0.284615 & -2.8603 & 0.002571 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298426&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]-0.418579[/C][C]-4.2067[/C][C]2.8e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.02598[/C][C]-0.2611[/C][C]0.397275[/C][/ROW]
[ROW][C]3[/C][C]0.314824[/C][C]3.1639[/C][C]0.001028[/C][/ROW]
[ROW][C]4[/C][C]-0.194615[/C][C]-1.9559[/C][C]0.026622[/C][/ROW]
[ROW][C]5[/C][C]0.064226[/C][C]0.6455[/C][C]0.260046[/C][/ROW]
[ROW][C]6[/C][C]0.103895[/C][C]1.0441[/C][C]0.149458[/C][/ROW]
[ROW][C]7[/C][C]-0.058671[/C][C]-0.5896[/C][C]0.278377[/C][/ROW]
[ROW][C]8[/C][C]0.030826[/C][C]0.3098[/C][C]0.378677[/C][/ROW]
[ROW][C]9[/C][C]0.0938[/C][C]0.9427[/C][C]0.174046[/C][/ROW]
[ROW][C]10[/C][C]-0.17659[/C][C]-1.7747[/C][C]0.03948[/C][/ROW]
[ROW][C]11[/C][C]0.253418[/C][C]2.5468[/C][C]0.00619[/C][/ROW]
[ROW][C]12[/C][C]-0.193935[/C][C]-1.949[/C][C]0.027033[/C][/ROW]
[ROW][C]13[/C][C]-0.022119[/C][C]-0.2223[/C][C]0.412266[/C][/ROW]
[ROW][C]14[/C][C]0.124757[/C][C]1.2538[/C][C]0.106405[/C][/ROW]
[ROW][C]15[/C][C]-0.144921[/C][C]-1.4564[/C][C]0.074186[/C][/ROW]
[ROW][C]16[/C][C]0.010474[/C][C]0.1053[/C][C]0.458188[/C][/ROW]
[ROW][C]17[/C][C]0.035212[/C][C]0.3539[/C][C]0.362085[/C][/ROW]
[ROW][C]18[/C][C]0.001815[/C][C]0.0182[/C][C]0.492743[/C][/ROW]
[ROW][C]19[/C][C]-0.11913[/C][C]-1.1972[/C][C]0.117006[/C][/ROW]
[ROW][C]20[/C][C]0.157104[/C][C]1.5789[/C][C]0.058746[/C][/ROW]
[ROW][C]21[/C][C]-0.089553[/C][C]-0.9[/C][C]0.185131[/C][/ROW]
[ROW][C]22[/C][C]-0.024829[/C][C]-0.2495[/C][C]0.401731[/C][/ROW]
[ROW][C]23[/C][C]0.018792[/C][C]0.1889[/C][C]0.425294[/C][/ROW]
[ROW][C]24[/C][C]-0.081993[/C][C]-0.824[/C][C]0.205934[/C][/ROW]
[ROW][C]25[/C][C]0.026836[/C][C]0.2697[/C][C]0.393972[/C][/ROW]
[ROW][C]26[/C][C]-0.000149[/C][C]-0.0015[/C][C]0.499404[/C][/ROW]
[ROW][C]27[/C][C]0.051373[/C][C]0.5163[/C][C]0.30339[/C][/ROW]
[ROW][C]28[/C][C]-0.134382[/C][C]-1.3505[/C][C]0.089934[/C][/ROW]
[ROW][C]29[/C][C]0.133072[/C][C]1.3374[/C][C]0.092055[/C][/ROW]
[ROW][C]30[/C][C]-0.070047[/C][C]-0.704[/C][C]0.241538[/C][/ROW]
[ROW][C]31[/C][C]-0.056123[/C][C]-0.564[/C][C]0.286993[/C][/ROW]
[ROW][C]32[/C][C]0.050506[/C][C]0.5076[/C][C]0.306428[/C][/ROW]
[ROW][C]33[/C][C]-0.024062[/C][C]-0.2418[/C][C]0.404706[/C][/ROW]
[ROW][C]34[/C][C]-0.080081[/C][C]-0.8048[/C][C]0.21141[/C][/ROW]
[ROW][C]35[/C][C]0.041384[/C][C]0.4159[/C][C]0.339181[/C][/ROW]
[ROW][C]36[/C][C]0.073813[/C][C]0.7418[/C][C]0.229961[/C][/ROW]
[ROW][C]37[/C][C]-0.176867[/C][C]-1.7775[/C][C]0.039248[/C][/ROW]
[ROW][C]38[/C][C]0.156863[/C][C]1.5765[/C][C]0.059024[/C][/ROW]
[ROW][C]39[/C][C]-0.15846[/C][C]-1.5925[/C][C]0.057199[/C][/ROW]
[ROW][C]40[/C][C]0.043691[/C][C]0.4391[/C][C]0.330768[/C][/ROW]
[ROW][C]41[/C][C]0.051842[/C][C]0.521[/C][C]0.301753[/C][/ROW]
[ROW][C]42[/C][C]-0.142642[/C][C]-1.4335[/C][C]0.077396[/C][/ROW]
[ROW][C]43[/C][C]0.186876[/C][C]1.8781[/C][C]0.031627[/C][/ROW]
[ROW][C]44[/C][C]-0.068038[/C][C]-0.6838[/C][C]0.247841[/C][/ROW]
[ROW][C]45[/C][C]-0.112867[/C][C]-1.1343[/C][C]0.129678[/C][/ROW]
[ROW][C]46[/C][C]0.217385[/C][C]2.1847[/C][C]0.015612[/C][/ROW]
[ROW][C]47[/C][C]0.02444[/C][C]0.2456[/C][C]0.403236[/C][/ROW]
[ROW][C]48[/C][C]-0.284615[/C][C]-2.8603[/C][C]0.002571[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298426&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298426&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	-0.418579	-4.2067	2.8e-05
2	-0.02598	-0.2611	0.397275
3	0.314824	3.1639	0.001028
4	-0.194615	-1.9559	0.026622
5	0.064226	0.6455	0.260046
6	0.103895	1.0441	0.149458
7	-0.058671	-0.5896	0.278377
8	0.030826	0.3098	0.378677
9	0.0938	0.9427	0.174046
10	-0.17659	-1.7747	0.03948
11	0.253418	2.5468	0.00619
12	-0.193935	-1.949	0.027033
13	-0.022119	-0.2223	0.412266
14	0.124757	1.2538	0.106405
15	-0.144921	-1.4564	0.074186
16	0.010474	0.1053	0.458188
17	0.035212	0.3539	0.362085
18	0.001815	0.0182	0.492743
19	-0.11913	-1.1972	0.117006
20	0.157104	1.5789	0.058746
21	-0.089553	-0.9	0.185131
22	-0.024829	-0.2495	0.401731
23	0.018792	0.1889	0.425294
24	-0.081993	-0.824	0.205934
25	0.026836	0.2697	0.393972
26	-0.000149	-0.0015	0.499404
27	0.051373	0.5163	0.30339
28	-0.134382	-1.3505	0.089934
29	0.133072	1.3374	0.092055
30	-0.070047	-0.704	0.241538
31	-0.056123	-0.564	0.286993
32	0.050506	0.5076	0.306428
33	-0.024062	-0.2418	0.404706
34	-0.080081	-0.8048	0.21141
35	0.041384	0.4159	0.339181
36	0.073813	0.7418	0.229961
37	-0.176867	-1.7775	0.039248
38	0.156863	1.5765	0.059024
39	-0.15846	-1.5925	0.057199
40	0.043691	0.4391	0.330768
41	0.051842	0.521	0.301753
42	-0.142642	-1.4335	0.077396
43	0.186876	1.8781	0.031627
44	-0.068038	-0.6838	0.247841
45	-0.112867	-1.1343	0.129678
46	0.217385	2.1847	0.015612
47	0.02444	0.2456	0.403236
48	-0.284615	-2.8603	0.002571

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.418579	-4.2067	2.8e-05
2	-0.243927	-2.4514	0.007973
3	0.256787	2.5807	0.005649
4	0.074818	0.7519	0.226926
5	0.058747	0.5904	0.278121
6	0.06323	0.6355	0.263284
7	0.067131	0.6747	0.250716
8	0.022576	0.2269	0.410486
9	0.092216	0.9268	0.178131
10	-0.139285	-1.3998	0.082319
11	0.165278	1.661	0.049905
12	-0.125638	-1.2627	0.104811
13	-0.077959	-0.7835	0.21759
14	-0.08226	-0.8267	0.205176
15	-0.026468	-0.266	0.395389
16	-0.068659	-0.69	0.245885
17	-0.027238	-0.2737	0.392423
18	0.072847	0.7321	0.2329
19	-0.060073	-0.6037	0.27369
20	0.073813	0.7418	0.229963
21	0.055259	0.5553	0.289944
22	-0.016327	-0.1641	0.434995
23	-0.04972	-0.4997	0.309195
24	-0.102451	-1.0296	0.152823
25	-0.073043	-0.7341	0.232301
26	0.005795	0.0582	0.476836
27	0.115337	1.1591	0.12457
28	-0.096639	-0.9712	0.166883
29	0.025959	0.2609	0.397356
30	0.027036	0.2717	0.393199
31	-0.067772	-0.6811	0.248685
32	-0.061103	-0.6141	0.270273
33	0.038759	0.3895	0.348854
34	-0.108962	-1.0951	0.138049
35	-0.03134	-0.315	0.37672
36	0.086993	0.8743	0.192023
37	-0.079703	-0.801	0.212504
38	0.002763	0.0278	0.488953
39	-0.099093	-0.9959	0.160846
40	-0.032744	-0.3291	0.371389
41	0.019322	0.1942	0.423212
42	-0.000942	-0.0095	0.496233
43	0.139004	1.397	0.082742
44	0.052729	0.5299	0.298664
45	-0.062464	-0.6278	0.265791
46	0.090012	0.9046	0.183912
47	0.121456	1.2206	0.112536
48	-0.139512	-1.4021	0.081978

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.418579 & -4.2067 & 2.8e-05 \tabularnewline
2 & -0.243927 & -2.4514 & 0.007973 \tabularnewline
3 & 0.256787 & 2.5807 & 0.005649 \tabularnewline
4 & 0.074818 & 0.7519 & 0.226926 \tabularnewline
5 & 0.058747 & 0.5904 & 0.278121 \tabularnewline
6 & 0.06323 & 0.6355 & 0.263284 \tabularnewline
7 & 0.067131 & 0.6747 & 0.250716 \tabularnewline
8 & 0.022576 & 0.2269 & 0.410486 \tabularnewline
9 & 0.092216 & 0.9268 & 0.178131 \tabularnewline
10 & -0.139285 & -1.3998 & 0.082319 \tabularnewline
11 & 0.165278 & 1.661 & 0.049905 \tabularnewline
12 & -0.125638 & -1.2627 & 0.104811 \tabularnewline
13 & -0.077959 & -0.7835 & 0.21759 \tabularnewline
14 & -0.08226 & -0.8267 & 0.205176 \tabularnewline
15 & -0.026468 & -0.266 & 0.395389 \tabularnewline
16 & -0.068659 & -0.69 & 0.245885 \tabularnewline
17 & -0.027238 & -0.2737 & 0.392423 \tabularnewline
18 & 0.072847 & 0.7321 & 0.2329 \tabularnewline
19 & -0.060073 & -0.6037 & 0.27369 \tabularnewline
20 & 0.073813 & 0.7418 & 0.229963 \tabularnewline
21 & 0.055259 & 0.5553 & 0.289944 \tabularnewline
22 & -0.016327 & -0.1641 & 0.434995 \tabularnewline
23 & -0.04972 & -0.4997 & 0.309195 \tabularnewline
24 & -0.102451 & -1.0296 & 0.152823 \tabularnewline
25 & -0.073043 & -0.7341 & 0.232301 \tabularnewline
26 & 0.005795 & 0.0582 & 0.476836 \tabularnewline
27 & 0.115337 & 1.1591 & 0.12457 \tabularnewline
28 & -0.096639 & -0.9712 & 0.166883 \tabularnewline
29 & 0.025959 & 0.2609 & 0.397356 \tabularnewline
30 & 0.027036 & 0.2717 & 0.393199 \tabularnewline
31 & -0.067772 & -0.6811 & 0.248685 \tabularnewline
32 & -0.061103 & -0.6141 & 0.270273 \tabularnewline
33 & 0.038759 & 0.3895 & 0.348854 \tabularnewline
34 & -0.108962 & -1.0951 & 0.138049 \tabularnewline
35 & -0.03134 & -0.315 & 0.37672 \tabularnewline
36 & 0.086993 & 0.8743 & 0.192023 \tabularnewline
37 & -0.079703 & -0.801 & 0.212504 \tabularnewline
38 & 0.002763 & 0.0278 & 0.488953 \tabularnewline
39 & -0.099093 & -0.9959 & 0.160846 \tabularnewline
40 & -0.032744 & -0.3291 & 0.371389 \tabularnewline
41 & 0.019322 & 0.1942 & 0.423212 \tabularnewline
42 & -0.000942 & -0.0095 & 0.496233 \tabularnewline
43 & 0.139004 & 1.397 & 0.082742 \tabularnewline
44 & 0.052729 & 0.5299 & 0.298664 \tabularnewline
45 & -0.062464 & -0.6278 & 0.265791 \tabularnewline
46 & 0.090012 & 0.9046 & 0.183912 \tabularnewline
47 & 0.121456 & 1.2206 & 0.112536 \tabularnewline
48 & -0.139512 & -1.4021 & 0.081978 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298426&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]-0.418579[/C][C]-4.2067[/C][C]2.8e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.243927[/C][C]-2.4514[/C][C]0.007973[/C][/ROW]
[ROW][C]3[/C][C]0.256787[/C][C]2.5807[/C][C]0.005649[/C][/ROW]
[ROW][C]4[/C][C]0.074818[/C][C]0.7519[/C][C]0.226926[/C][/ROW]
[ROW][C]5[/C][C]0.058747[/C][C]0.5904[/C][C]0.278121[/C][/ROW]
[ROW][C]6[/C][C]0.06323[/C][C]0.6355[/C][C]0.263284[/C][/ROW]
[ROW][C]7[/C][C]0.067131[/C][C]0.6747[/C][C]0.250716[/C][/ROW]
[ROW][C]8[/C][C]0.022576[/C][C]0.2269[/C][C]0.410486[/C][/ROW]
[ROW][C]9[/C][C]0.092216[/C][C]0.9268[/C][C]0.178131[/C][/ROW]
[ROW][C]10[/C][C]-0.139285[/C][C]-1.3998[/C][C]0.082319[/C][/ROW]
[ROW][C]11[/C][C]0.165278[/C][C]1.661[/C][C]0.049905[/C][/ROW]
[ROW][C]12[/C][C]-0.125638[/C][C]-1.2627[/C][C]0.104811[/C][/ROW]
[ROW][C]13[/C][C]-0.077959[/C][C]-0.7835[/C][C]0.21759[/C][/ROW]
[ROW][C]14[/C][C]-0.08226[/C][C]-0.8267[/C][C]0.205176[/C][/ROW]
[ROW][C]15[/C][C]-0.026468[/C][C]-0.266[/C][C]0.395389[/C][/ROW]
[ROW][C]16[/C][C]-0.068659[/C][C]-0.69[/C][C]0.245885[/C][/ROW]
[ROW][C]17[/C][C]-0.027238[/C][C]-0.2737[/C][C]0.392423[/C][/ROW]
[ROW][C]18[/C][C]0.072847[/C][C]0.7321[/C][C]0.2329[/C][/ROW]
[ROW][C]19[/C][C]-0.060073[/C][C]-0.6037[/C][C]0.27369[/C][/ROW]
[ROW][C]20[/C][C]0.073813[/C][C]0.7418[/C][C]0.229963[/C][/ROW]
[ROW][C]21[/C][C]0.055259[/C][C]0.5553[/C][C]0.289944[/C][/ROW]
[ROW][C]22[/C][C]-0.016327[/C][C]-0.1641[/C][C]0.434995[/C][/ROW]
[ROW][C]23[/C][C]-0.04972[/C][C]-0.4997[/C][C]0.309195[/C][/ROW]
[ROW][C]24[/C][C]-0.102451[/C][C]-1.0296[/C][C]0.152823[/C][/ROW]
[ROW][C]25[/C][C]-0.073043[/C][C]-0.7341[/C][C]0.232301[/C][/ROW]
[ROW][C]26[/C][C]0.005795[/C][C]0.0582[/C][C]0.476836[/C][/ROW]
[ROW][C]27[/C][C]0.115337[/C][C]1.1591[/C][C]0.12457[/C][/ROW]
[ROW][C]28[/C][C]-0.096639[/C][C]-0.9712[/C][C]0.166883[/C][/ROW]
[ROW][C]29[/C][C]0.025959[/C][C]0.2609[/C][C]0.397356[/C][/ROW]
[ROW][C]30[/C][C]0.027036[/C][C]0.2717[/C][C]0.393199[/C][/ROW]
[ROW][C]31[/C][C]-0.067772[/C][C]-0.6811[/C][C]0.248685[/C][/ROW]
[ROW][C]32[/C][C]-0.061103[/C][C]-0.6141[/C][C]0.270273[/C][/ROW]
[ROW][C]33[/C][C]0.038759[/C][C]0.3895[/C][C]0.348854[/C][/ROW]
[ROW][C]34[/C][C]-0.108962[/C][C]-1.0951[/C][C]0.138049[/C][/ROW]
[ROW][C]35[/C][C]-0.03134[/C][C]-0.315[/C][C]0.37672[/C][/ROW]
[ROW][C]36[/C][C]0.086993[/C][C]0.8743[/C][C]0.192023[/C][/ROW]
[ROW][C]37[/C][C]-0.079703[/C][C]-0.801[/C][C]0.212504[/C][/ROW]
[ROW][C]38[/C][C]0.002763[/C][C]0.0278[/C][C]0.488953[/C][/ROW]
[ROW][C]39[/C][C]-0.099093[/C][C]-0.9959[/C][C]0.160846[/C][/ROW]
[ROW][C]40[/C][C]-0.032744[/C][C]-0.3291[/C][C]0.371389[/C][/ROW]
[ROW][C]41[/C][C]0.019322[/C][C]0.1942[/C][C]0.423212[/C][/ROW]
[ROW][C]42[/C][C]-0.000942[/C][C]-0.0095[/C][C]0.496233[/C][/ROW]
[ROW][C]43[/C][C]0.139004[/C][C]1.397[/C][C]0.082742[/C][/ROW]
[ROW][C]44[/C][C]0.052729[/C][C]0.5299[/C][C]0.298664[/C][/ROW]
[ROW][C]45[/C][C]-0.062464[/C][C]-0.6278[/C][C]0.265791[/C][/ROW]
[ROW][C]46[/C][C]0.090012[/C][C]0.9046[/C][C]0.183912[/C][/ROW]
[ROW][C]47[/C][C]0.121456[/C][C]1.2206[/C][C]0.112536[/C][/ROW]
[ROW][C]48[/C][C]-0.139512[/C][C]-1.4021[/C][C]0.081978[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298426&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298426&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	-0.418579	-4.2067	2.8e-05
2	-0.243927	-2.4514	0.007973
3	0.256787	2.5807	0.005649
4	0.074818	0.7519	0.226926
5	0.058747	0.5904	0.278121
6	0.06323	0.6355	0.263284
7	0.067131	0.6747	0.250716
8	0.022576	0.2269	0.410486
9	0.092216	0.9268	0.178131
10	-0.139285	-1.3998	0.082319
11	0.165278	1.661	0.049905
12	-0.125638	-1.2627	0.104811
13	-0.077959	-0.7835	0.21759
14	-0.08226	-0.8267	0.205176
15	-0.026468	-0.266	0.395389
16	-0.068659	-0.69	0.245885
17	-0.027238	-0.2737	0.392423
18	0.072847	0.7321	0.2329
19	-0.060073	-0.6037	0.27369
20	0.073813	0.7418	0.229963
21	0.055259	0.5553	0.289944
22	-0.016327	-0.1641	0.434995
23	-0.04972	-0.4997	0.309195
24	-0.102451	-1.0296	0.152823
25	-0.073043	-0.7341	0.232301
26	0.005795	0.0582	0.476836
27	0.115337	1.1591	0.12457
28	-0.096639	-0.9712	0.166883
29	0.025959	0.2609	0.397356
30	0.027036	0.2717	0.393199
31	-0.067772	-0.6811	0.248685
32	-0.061103	-0.6141	0.270273
33	0.038759	0.3895	0.348854
34	-0.108962	-1.0951	0.138049
35	-0.03134	-0.315	0.37672
36	0.086993	0.8743	0.192023
37	-0.079703	-0.801	0.212504
38	0.002763	0.0278	0.488953
39	-0.099093	-0.9959	0.160846
40	-0.032744	-0.3291	0.371389
41	0.019322	0.1942	0.423212
42	-0.000942	-0.0095	0.496233
43	0.139004	1.397	0.082742
44	0.052729	0.5299	0.298664
45	-0.062464	-0.6278	0.265791
46	0.090012	0.9046	0.183912
47	0.121456	1.2206	0.112536
48	-0.139512	-1.4021	0.081978

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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)
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