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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 20 Dec 2016 10:52:03 +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/20/t14822275712p97c1pk9kmyvdw.htm/, Retrieved Sat, 18 May 2024 05:01:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301559, Retrieved Sat, 18 May 2024 05:01:54 +0000

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-       [(Partial) Autocorrelation Function] [] [2016-12-20 09:52:03] [f8e2c3c70b883e93ecb746821352be11] [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=301559&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=301559&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301559&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	-0.207275	-2.3174	0.011054
2	0.120539	1.3477	0.090101
3	-0.02334	-0.261	0.39728
4	-0.193577	-2.1643	0.016173
5	0.140709	1.5732	0.059103
6	-0.122632	-1.3711	0.086404
7	0.096752	1.0817	0.140731
8	-0.117304	-1.3115	0.096046
9	-0.124133	-1.3878	0.083826
10	0.025973	0.2904	0.386002
11	-0.240945	-2.6939	0.004017
12	0.453292	5.068	1e-06
13	-0.179577	-2.0077	0.023414
14	0.075599	0.8452	0.199802
15	-0.074219	-0.8298	0.204119
16	-0.233461	-2.6102	0.005078
17	0.122856	1.3736	0.086016
18	-0.14846	-1.6598	0.049728
19	0.073588	0.8227	0.206111
20	-0.072818	-0.8141	0.208558
21	-0.122811	-1.3731	0.086095
22	0.110339	1.2336	0.109829
23	-0.020088	-0.2246	0.411333
24	0.344179	3.848	9.4e-05
25	-0.079665	-0.8907	0.187405
26	0.109135	1.2202	0.11235
27	-0.066658	-0.7453	0.228757
28	-0.11928	-1.3336	0.092381
29	0.105134	1.1754	0.121027
30	-0.13207	-1.4766	0.071151
31	0.103845	1.161	0.123922
32	-0.067998	-0.7602	0.22427
33	-0.218475	-2.4426	0.007989
34	0.083426	0.9327	0.17638
35	-0.054597	-0.6104	0.271349
36	0.166329	1.8596	0.032645
37	0.020811	0.2327	0.408198
38	0.040426	0.452	0.326034
39	-0.157269	-1.7583	0.04057
40	-0.079351	-0.8872	0.188345
41	0.070438	0.7875	0.216233
42	-0.143747	-1.6071	0.055274
43	0.147772	1.6521	0.050508
44	-0.009364	-0.1047	0.458392
45	-0.081854	-0.9152	0.180935
46	0.068102	0.7614	0.223926
47	-0.043888	-0.4907	0.312255
48	0.162669	1.8187	0.035676

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.207275 & -2.3174 & 0.011054 \tabularnewline
2 & 0.120539 & 1.3477 & 0.090101 \tabularnewline
3 & -0.02334 & -0.261 & 0.39728 \tabularnewline
4 & -0.193577 & -2.1643 & 0.016173 \tabularnewline
5 & 0.140709 & 1.5732 & 0.059103 \tabularnewline
6 & -0.122632 & -1.3711 & 0.086404 \tabularnewline
7 & 0.096752 & 1.0817 & 0.140731 \tabularnewline
8 & -0.117304 & -1.3115 & 0.096046 \tabularnewline
9 & -0.124133 & -1.3878 & 0.083826 \tabularnewline
10 & 0.025973 & 0.2904 & 0.386002 \tabularnewline
11 & -0.240945 & -2.6939 & 0.004017 \tabularnewline
12 & 0.453292 & 5.068 & 1e-06 \tabularnewline
13 & -0.179577 & -2.0077 & 0.023414 \tabularnewline
14 & 0.075599 & 0.8452 & 0.199802 \tabularnewline
15 & -0.074219 & -0.8298 & 0.204119 \tabularnewline
16 & -0.233461 & -2.6102 & 0.005078 \tabularnewline
17 & 0.122856 & 1.3736 & 0.086016 \tabularnewline
18 & -0.14846 & -1.6598 & 0.049728 \tabularnewline
19 & 0.073588 & 0.8227 & 0.206111 \tabularnewline
20 & -0.072818 & -0.8141 & 0.208558 \tabularnewline
21 & -0.122811 & -1.3731 & 0.086095 \tabularnewline
22 & 0.110339 & 1.2336 & 0.109829 \tabularnewline
23 & -0.020088 & -0.2246 & 0.411333 \tabularnewline
24 & 0.344179 & 3.848 & 9.4e-05 \tabularnewline
25 & -0.079665 & -0.8907 & 0.187405 \tabularnewline
26 & 0.109135 & 1.2202 & 0.11235 \tabularnewline
27 & -0.066658 & -0.7453 & 0.228757 \tabularnewline
28 & -0.11928 & -1.3336 & 0.092381 \tabularnewline
29 & 0.105134 & 1.1754 & 0.121027 \tabularnewline
30 & -0.13207 & -1.4766 & 0.071151 \tabularnewline
31 & 0.103845 & 1.161 & 0.123922 \tabularnewline
32 & -0.067998 & -0.7602 & 0.22427 \tabularnewline
33 & -0.218475 & -2.4426 & 0.007989 \tabularnewline
34 & 0.083426 & 0.9327 & 0.17638 \tabularnewline
35 & -0.054597 & -0.6104 & 0.271349 \tabularnewline
36 & 0.166329 & 1.8596 & 0.032645 \tabularnewline
37 & 0.020811 & 0.2327 & 0.408198 \tabularnewline
38 & 0.040426 & 0.452 & 0.326034 \tabularnewline
39 & -0.157269 & -1.7583 & 0.04057 \tabularnewline
40 & -0.079351 & -0.8872 & 0.188345 \tabularnewline
41 & 0.070438 & 0.7875 & 0.216233 \tabularnewline
42 & -0.143747 & -1.6071 & 0.055274 \tabularnewline
43 & 0.147772 & 1.6521 & 0.050508 \tabularnewline
44 & -0.009364 & -0.1047 & 0.458392 \tabularnewline
45 & -0.081854 & -0.9152 & 0.180935 \tabularnewline
46 & 0.068102 & 0.7614 & 0.223926 \tabularnewline
47 & -0.043888 & -0.4907 & 0.312255 \tabularnewline
48 & 0.162669 & 1.8187 & 0.035676 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301559&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]-0.207275[/C][C]-2.3174[/C][C]0.011054[/C][/ROW]
[ROW][C]2[/C][C]0.120539[/C][C]1.3477[/C][C]0.090101[/C][/ROW]
[ROW][C]3[/C][C]-0.02334[/C][C]-0.261[/C][C]0.39728[/C][/ROW]
[ROW][C]4[/C][C]-0.193577[/C][C]-2.1643[/C][C]0.016173[/C][/ROW]
[ROW][C]5[/C][C]0.140709[/C][C]1.5732[/C][C]0.059103[/C][/ROW]
[ROW][C]6[/C][C]-0.122632[/C][C]-1.3711[/C][C]0.086404[/C][/ROW]
[ROW][C]7[/C][C]0.096752[/C][C]1.0817[/C][C]0.140731[/C][/ROW]
[ROW][C]8[/C][C]-0.117304[/C][C]-1.3115[/C][C]0.096046[/C][/ROW]
[ROW][C]9[/C][C]-0.124133[/C][C]-1.3878[/C][C]0.083826[/C][/ROW]
[ROW][C]10[/C][C]0.025973[/C][C]0.2904[/C][C]0.386002[/C][/ROW]
[ROW][C]11[/C][C]-0.240945[/C][C]-2.6939[/C][C]0.004017[/C][/ROW]
[ROW][C]12[/C][C]0.453292[/C][C]5.068[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.179577[/C][C]-2.0077[/C][C]0.023414[/C][/ROW]
[ROW][C]14[/C][C]0.075599[/C][C]0.8452[/C][C]0.199802[/C][/ROW]
[ROW][C]15[/C][C]-0.074219[/C][C]-0.8298[/C][C]0.204119[/C][/ROW]
[ROW][C]16[/C][C]-0.233461[/C][C]-2.6102[/C][C]0.005078[/C][/ROW]
[ROW][C]17[/C][C]0.122856[/C][C]1.3736[/C][C]0.086016[/C][/ROW]
[ROW][C]18[/C][C]-0.14846[/C][C]-1.6598[/C][C]0.049728[/C][/ROW]
[ROW][C]19[/C][C]0.073588[/C][C]0.8227[/C][C]0.206111[/C][/ROW]
[ROW][C]20[/C][C]-0.072818[/C][C]-0.8141[/C][C]0.208558[/C][/ROW]
[ROW][C]21[/C][C]-0.122811[/C][C]-1.3731[/C][C]0.086095[/C][/ROW]
[ROW][C]22[/C][C]0.110339[/C][C]1.2336[/C][C]0.109829[/C][/ROW]
[ROW][C]23[/C][C]-0.020088[/C][C]-0.2246[/C][C]0.411333[/C][/ROW]
[ROW][C]24[/C][C]0.344179[/C][C]3.848[/C][C]9.4e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.079665[/C][C]-0.8907[/C][C]0.187405[/C][/ROW]
[ROW][C]26[/C][C]0.109135[/C][C]1.2202[/C][C]0.11235[/C][/ROW]
[ROW][C]27[/C][C]-0.066658[/C][C]-0.7453[/C][C]0.228757[/C][/ROW]
[ROW][C]28[/C][C]-0.11928[/C][C]-1.3336[/C][C]0.092381[/C][/ROW]
[ROW][C]29[/C][C]0.105134[/C][C]1.1754[/C][C]0.121027[/C][/ROW]
[ROW][C]30[/C][C]-0.13207[/C][C]-1.4766[/C][C]0.071151[/C][/ROW]
[ROW][C]31[/C][C]0.103845[/C][C]1.161[/C][C]0.123922[/C][/ROW]
[ROW][C]32[/C][C]-0.067998[/C][C]-0.7602[/C][C]0.22427[/C][/ROW]
[ROW][C]33[/C][C]-0.218475[/C][C]-2.4426[/C][C]0.007989[/C][/ROW]
[ROW][C]34[/C][C]0.083426[/C][C]0.9327[/C][C]0.17638[/C][/ROW]
[ROW][C]35[/C][C]-0.054597[/C][C]-0.6104[/C][C]0.271349[/C][/ROW]
[ROW][C]36[/C][C]0.166329[/C][C]1.8596[/C][C]0.032645[/C][/ROW]
[ROW][C]37[/C][C]0.020811[/C][C]0.2327[/C][C]0.408198[/C][/ROW]
[ROW][C]38[/C][C]0.040426[/C][C]0.452[/C][C]0.326034[/C][/ROW]
[ROW][C]39[/C][C]-0.157269[/C][C]-1.7583[/C][C]0.04057[/C][/ROW]
[ROW][C]40[/C][C]-0.079351[/C][C]-0.8872[/C][C]0.188345[/C][/ROW]
[ROW][C]41[/C][C]0.070438[/C][C]0.7875[/C][C]0.216233[/C][/ROW]
[ROW][C]42[/C][C]-0.143747[/C][C]-1.6071[/C][C]0.055274[/C][/ROW]
[ROW][C]43[/C][C]0.147772[/C][C]1.6521[/C][C]0.050508[/C][/ROW]
[ROW][C]44[/C][C]-0.009364[/C][C]-0.1047[/C][C]0.458392[/C][/ROW]
[ROW][C]45[/C][C]-0.081854[/C][C]-0.9152[/C][C]0.180935[/C][/ROW]
[ROW][C]46[/C][C]0.068102[/C][C]0.7614[/C][C]0.223926[/C][/ROW]
[ROW][C]47[/C][C]-0.043888[/C][C]-0.4907[/C][C]0.312255[/C][/ROW]
[ROW][C]48[/C][C]0.162669[/C][C]1.8187[/C][C]0.035676[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301559&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301559&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	-0.207275	-2.3174	0.011054
2	0.120539	1.3477	0.090101
3	-0.02334	-0.261	0.39728
4	-0.193577	-2.1643	0.016173
5	0.140709	1.5732	0.059103
6	-0.122632	-1.3711	0.086404
7	0.096752	1.0817	0.140731
8	-0.117304	-1.3115	0.096046
9	-0.124133	-1.3878	0.083826
10	0.025973	0.2904	0.386002
11	-0.240945	-2.6939	0.004017
12	0.453292	5.068	1e-06
13	-0.179577	-2.0077	0.023414
14	0.075599	0.8452	0.199802
15	-0.074219	-0.8298	0.204119
16	-0.233461	-2.6102	0.005078
17	0.122856	1.3736	0.086016
18	-0.14846	-1.6598	0.049728
19	0.073588	0.8227	0.206111
20	-0.072818	-0.8141	0.208558
21	-0.122811	-1.3731	0.086095
22	0.110339	1.2336	0.109829
23	-0.020088	-0.2246	0.411333
24	0.344179	3.848	9.4e-05
25	-0.079665	-0.8907	0.187405
26	0.109135	1.2202	0.11235
27	-0.066658	-0.7453	0.228757
28	-0.11928	-1.3336	0.092381
29	0.105134	1.1754	0.121027
30	-0.13207	-1.4766	0.071151
31	0.103845	1.161	0.123922
32	-0.067998	-0.7602	0.22427
33	-0.218475	-2.4426	0.007989
34	0.083426	0.9327	0.17638
35	-0.054597	-0.6104	0.271349
36	0.166329	1.8596	0.032645
37	0.020811	0.2327	0.408198
38	0.040426	0.452	0.326034
39	-0.157269	-1.7583	0.04057
40	-0.079351	-0.8872	0.188345
41	0.070438	0.7875	0.216233
42	-0.143747	-1.6071	0.055274
43	0.147772	1.6521	0.050508
44	-0.009364	-0.1047	0.458392
45	-0.081854	-0.9152	0.180935
46	0.068102	0.7614	0.223926
47	-0.043888	-0.4907	0.312255
48	0.162669	1.8187	0.035676

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.207275	-2.3174	0.011054
2	0.081059	0.9063	0.183268
3	0.017272	0.1931	0.423596
4	-0.215308	-2.4072	0.008768
5	0.071656	0.8011	0.212287
6	-0.044029	-0.4923	0.311698
7	0.038608	0.4317	0.33337
8	-0.12256	-1.3703	0.086531
9	-0.158311	-1.77	0.039585
10	-0.037871	-0.4234	0.336362
11	-0.21419	-2.3947	0.009059
12	0.369002	4.1256	3.3e-05
13	-0.066319	-0.7415	0.229901
14	-0.051816	-0.5793	0.281709
15	-0.151066	-1.689	0.046859
16	-0.145133	-1.6226	0.053593
17	-0.049203	-0.5501	0.291615
18	-0.091167	-1.0193	0.15502
19	-0.093252	-1.0426	0.149575
20	-0.122794	-1.3729	0.086124
21	-0.107944	-1.2068	0.114885
22	0.015626	0.1747	0.430798
23	0.190863	2.1339	0.017402
24	0.128965	1.4419	0.075919
25	-0.045692	-0.5108	0.30518
26	-0.020912	-0.2338	0.407759
27	-0.082617	-0.9237	0.178713
28	0.017278	0.1932	0.423566
29	-0.04062	-0.4541	0.325257
30	-0.087169	-0.9746	0.165827
31	-0.028976	-0.324	0.373254
32	-0.014075	-0.1574	0.437605
33	-0.153782	-1.7193	0.044015
34	-0.018552	-0.2074	0.418011
35	-0.001722	-0.0193	0.492334
36	-0.114542	-1.2806	0.10135
37	0.025277	0.2826	0.388972
38	0.002981	0.0333	0.486735
39	-0.163513	-1.8281	0.034957
40	-0.077197	-0.8631	0.194869
41	0.008515	0.0952	0.462153
42	-0.113132	-1.2649	0.104138
43	-0.012611	-0.141	0.444049
44	0.032435	0.3626	0.358743
45	0.045393	0.5075	0.306347
46	-0.100654	-1.1253	0.131299
47	-0.098821	-1.1049	0.135673
48	-0.018996	-0.2124	0.416079

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.207275 & -2.3174 & 0.011054 \tabularnewline
2 & 0.081059 & 0.9063 & 0.183268 \tabularnewline
3 & 0.017272 & 0.1931 & 0.423596 \tabularnewline
4 & -0.215308 & -2.4072 & 0.008768 \tabularnewline
5 & 0.071656 & 0.8011 & 0.212287 \tabularnewline
6 & -0.044029 & -0.4923 & 0.311698 \tabularnewline
7 & 0.038608 & 0.4317 & 0.33337 \tabularnewline
8 & -0.12256 & -1.3703 & 0.086531 \tabularnewline
9 & -0.158311 & -1.77 & 0.039585 \tabularnewline
10 & -0.037871 & -0.4234 & 0.336362 \tabularnewline
11 & -0.21419 & -2.3947 & 0.009059 \tabularnewline
12 & 0.369002 & 4.1256 & 3.3e-05 \tabularnewline
13 & -0.066319 & -0.7415 & 0.229901 \tabularnewline
14 & -0.051816 & -0.5793 & 0.281709 \tabularnewline
15 & -0.151066 & -1.689 & 0.046859 \tabularnewline
16 & -0.145133 & -1.6226 & 0.053593 \tabularnewline
17 & -0.049203 & -0.5501 & 0.291615 \tabularnewline
18 & -0.091167 & -1.0193 & 0.15502 \tabularnewline
19 & -0.093252 & -1.0426 & 0.149575 \tabularnewline
20 & -0.122794 & -1.3729 & 0.086124 \tabularnewline
21 & -0.107944 & -1.2068 & 0.114885 \tabularnewline
22 & 0.015626 & 0.1747 & 0.430798 \tabularnewline
23 & 0.190863 & 2.1339 & 0.017402 \tabularnewline
24 & 0.128965 & 1.4419 & 0.075919 \tabularnewline
25 & -0.045692 & -0.5108 & 0.30518 \tabularnewline
26 & -0.020912 & -0.2338 & 0.407759 \tabularnewline
27 & -0.082617 & -0.9237 & 0.178713 \tabularnewline
28 & 0.017278 & 0.1932 & 0.423566 \tabularnewline
29 & -0.04062 & -0.4541 & 0.325257 \tabularnewline
30 & -0.087169 & -0.9746 & 0.165827 \tabularnewline
31 & -0.028976 & -0.324 & 0.373254 \tabularnewline
32 & -0.014075 & -0.1574 & 0.437605 \tabularnewline
33 & -0.153782 & -1.7193 & 0.044015 \tabularnewline
34 & -0.018552 & -0.2074 & 0.418011 \tabularnewline
35 & -0.001722 & -0.0193 & 0.492334 \tabularnewline
36 & -0.114542 & -1.2806 & 0.10135 \tabularnewline
37 & 0.025277 & 0.2826 & 0.388972 \tabularnewline
38 & 0.002981 & 0.0333 & 0.486735 \tabularnewline
39 & -0.163513 & -1.8281 & 0.034957 \tabularnewline
40 & -0.077197 & -0.8631 & 0.194869 \tabularnewline
41 & 0.008515 & 0.0952 & 0.462153 \tabularnewline
42 & -0.113132 & -1.2649 & 0.104138 \tabularnewline
43 & -0.012611 & -0.141 & 0.444049 \tabularnewline
44 & 0.032435 & 0.3626 & 0.358743 \tabularnewline
45 & 0.045393 & 0.5075 & 0.306347 \tabularnewline
46 & -0.100654 & -1.1253 & 0.131299 \tabularnewline
47 & -0.098821 & -1.1049 & 0.135673 \tabularnewline
48 & -0.018996 & -0.2124 & 0.416079 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301559&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]-0.207275[/C][C]-2.3174[/C][C]0.011054[/C][/ROW]
[ROW][C]2[/C][C]0.081059[/C][C]0.9063[/C][C]0.183268[/C][/ROW]
[ROW][C]3[/C][C]0.017272[/C][C]0.1931[/C][C]0.423596[/C][/ROW]
[ROW][C]4[/C][C]-0.215308[/C][C]-2.4072[/C][C]0.008768[/C][/ROW]
[ROW][C]5[/C][C]0.071656[/C][C]0.8011[/C][C]0.212287[/C][/ROW]
[ROW][C]6[/C][C]-0.044029[/C][C]-0.4923[/C][C]0.311698[/C][/ROW]
[ROW][C]7[/C][C]0.038608[/C][C]0.4317[/C][C]0.33337[/C][/ROW]
[ROW][C]8[/C][C]-0.12256[/C][C]-1.3703[/C][C]0.086531[/C][/ROW]
[ROW][C]9[/C][C]-0.158311[/C][C]-1.77[/C][C]0.039585[/C][/ROW]
[ROW][C]10[/C][C]-0.037871[/C][C]-0.4234[/C][C]0.336362[/C][/ROW]
[ROW][C]11[/C][C]-0.21419[/C][C]-2.3947[/C][C]0.009059[/C][/ROW]
[ROW][C]12[/C][C]0.369002[/C][C]4.1256[/C][C]3.3e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.066319[/C][C]-0.7415[/C][C]0.229901[/C][/ROW]
[ROW][C]14[/C][C]-0.051816[/C][C]-0.5793[/C][C]0.281709[/C][/ROW]
[ROW][C]15[/C][C]-0.151066[/C][C]-1.689[/C][C]0.046859[/C][/ROW]
[ROW][C]16[/C][C]-0.145133[/C][C]-1.6226[/C][C]0.053593[/C][/ROW]
[ROW][C]17[/C][C]-0.049203[/C][C]-0.5501[/C][C]0.291615[/C][/ROW]
[ROW][C]18[/C][C]-0.091167[/C][C]-1.0193[/C][C]0.15502[/C][/ROW]
[ROW][C]19[/C][C]-0.093252[/C][C]-1.0426[/C][C]0.149575[/C][/ROW]
[ROW][C]20[/C][C]-0.122794[/C][C]-1.3729[/C][C]0.086124[/C][/ROW]
[ROW][C]21[/C][C]-0.107944[/C][C]-1.2068[/C][C]0.114885[/C][/ROW]
[ROW][C]22[/C][C]0.015626[/C][C]0.1747[/C][C]0.430798[/C][/ROW]
[ROW][C]23[/C][C]0.190863[/C][C]2.1339[/C][C]0.017402[/C][/ROW]
[ROW][C]24[/C][C]0.128965[/C][C]1.4419[/C][C]0.075919[/C][/ROW]
[ROW][C]25[/C][C]-0.045692[/C][C]-0.5108[/C][C]0.30518[/C][/ROW]
[ROW][C]26[/C][C]-0.020912[/C][C]-0.2338[/C][C]0.407759[/C][/ROW]
[ROW][C]27[/C][C]-0.082617[/C][C]-0.9237[/C][C]0.178713[/C][/ROW]
[ROW][C]28[/C][C]0.017278[/C][C]0.1932[/C][C]0.423566[/C][/ROW]
[ROW][C]29[/C][C]-0.04062[/C][C]-0.4541[/C][C]0.325257[/C][/ROW]
[ROW][C]30[/C][C]-0.087169[/C][C]-0.9746[/C][C]0.165827[/C][/ROW]
[ROW][C]31[/C][C]-0.028976[/C][C]-0.324[/C][C]0.373254[/C][/ROW]
[ROW][C]32[/C][C]-0.014075[/C][C]-0.1574[/C][C]0.437605[/C][/ROW]
[ROW][C]33[/C][C]-0.153782[/C][C]-1.7193[/C][C]0.044015[/C][/ROW]
[ROW][C]34[/C][C]-0.018552[/C][C]-0.2074[/C][C]0.418011[/C][/ROW]
[ROW][C]35[/C][C]-0.001722[/C][C]-0.0193[/C][C]0.492334[/C][/ROW]
[ROW][C]36[/C][C]-0.114542[/C][C]-1.2806[/C][C]0.10135[/C][/ROW]
[ROW][C]37[/C][C]0.025277[/C][C]0.2826[/C][C]0.388972[/C][/ROW]
[ROW][C]38[/C][C]0.002981[/C][C]0.0333[/C][C]0.486735[/C][/ROW]
[ROW][C]39[/C][C]-0.163513[/C][C]-1.8281[/C][C]0.034957[/C][/ROW]
[ROW][C]40[/C][C]-0.077197[/C][C]-0.8631[/C][C]0.194869[/C][/ROW]
[ROW][C]41[/C][C]0.008515[/C][C]0.0952[/C][C]0.462153[/C][/ROW]
[ROW][C]42[/C][C]-0.113132[/C][C]-1.2649[/C][C]0.104138[/C][/ROW]
[ROW][C]43[/C][C]-0.012611[/C][C]-0.141[/C][C]0.444049[/C][/ROW]
[ROW][C]44[/C][C]0.032435[/C][C]0.3626[/C][C]0.358743[/C][/ROW]
[ROW][C]45[/C][C]0.045393[/C][C]0.5075[/C][C]0.306347[/C][/ROW]
[ROW][C]46[/C][C]-0.100654[/C][C]-1.1253[/C][C]0.131299[/C][/ROW]
[ROW][C]47[/C][C]-0.098821[/C][C]-1.1049[/C][C]0.135673[/C][/ROW]
[ROW][C]48[/C][C]-0.018996[/C][C]-0.2124[/C][C]0.416079[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301559&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301559&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	-0.207275	-2.3174	0.011054
2	0.081059	0.9063	0.183268
3	0.017272	0.1931	0.423596
4	-0.215308	-2.4072	0.008768
5	0.071656	0.8011	0.212287
6	-0.044029	-0.4923	0.311698
7	0.038608	0.4317	0.33337
8	-0.12256	-1.3703	0.086531
9	-0.158311	-1.77	0.039585
10	-0.037871	-0.4234	0.336362
11	-0.21419	-2.3947	0.009059
12	0.369002	4.1256	3.3e-05
13	-0.066319	-0.7415	0.229901
14	-0.051816	-0.5793	0.281709
15	-0.151066	-1.689	0.046859
16	-0.145133	-1.6226	0.053593
17	-0.049203	-0.5501	0.291615
18	-0.091167	-1.0193	0.15502
19	-0.093252	-1.0426	0.149575
20	-0.122794	-1.3729	0.086124
21	-0.107944	-1.2068	0.114885
22	0.015626	0.1747	0.430798
23	0.190863	2.1339	0.017402
24	0.128965	1.4419	0.075919
25	-0.045692	-0.5108	0.30518
26	-0.020912	-0.2338	0.407759
27	-0.082617	-0.9237	0.178713
28	0.017278	0.1932	0.423566
29	-0.04062	-0.4541	0.325257
30	-0.087169	-0.9746	0.165827
31	-0.028976	-0.324	0.373254
32	-0.014075	-0.1574	0.437605
33	-0.153782	-1.7193	0.044015
34	-0.018552	-0.2074	0.418011
35	-0.001722	-0.0193	0.492334
36	-0.114542	-1.2806	0.10135
37	0.025277	0.2826	0.388972
38	0.002981	0.0333	0.486735
39	-0.163513	-1.8281	0.034957
40	-0.077197	-0.8631	0.194869
41	0.008515	0.0952	0.462153
42	-0.113132	-1.2649	0.104138
43	-0.012611	-0.141	0.444049
44	0.032435	0.3626	0.358743
45	0.045393	0.5075	0.306347
46	-0.100654	-1.1253	0.131299
47	-0.098821	-1.1049	0.135673
48	-0.018996	-0.2124	0.416079

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

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

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
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