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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 04 Dec 2010 13:34:43 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/04/t12914695938a8eooh4fs33iyf.htm/, Retrieved Fri, 01 Nov 2024 00:03:19 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105137, Retrieved Fri, 01 Nov 2024 00:03:19 +0000

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User-defined keywords

Estimated Impact

233

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [WS 9 - faillissem...] [2010-12-04 13:34:43] [a948b7c78e10e31abd3f68e640bbd8ba] [Current]
-             [(Partial) Autocorrelation Function] [] [2010-12-16 19:05:12] [b07cd1964830aab808142229b1166ece] 
-               [(Partial) Autocorrelation Function] [] [2010-12-24 12:40:16] [b07cd1964830aab808142229b1166ece] 
- R  D        [(Partial) Autocorrelation Function] [WS8: autocorrelat...] [2011-11-27 14:17:03] [17977ad44e8eb3a4dcd5a9173c81cab3] 
- R P         [(Partial) Autocorrelation Function] [ACF 48] [2011-12-07 10:23:17] [63813c3109753b730d344072266dee79] 
- RM          [(Partial) Autocorrelation Function] [] [2011-12-07 20:10:55] [74be16979710d4c4e7c6647856088456] 

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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	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105137&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105137&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105137&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.32741	-2.7588	0.003687
2	-0.339512	-2.8608	0.002773
3	0.275033	2.3175	0.011683
4	-0.054891	-0.4625	0.32256
5	-0.18859	-1.5891	0.058242
6	0.222618	1.8758	0.032396
7	-0.109603	-0.9235	0.179429
8	-0.059735	-0.5033	0.308144
9	0.214504	1.8074	0.037465
10	-0.24925	-2.1002	0.019631
11	-0.056729	-0.478	0.317057
12	0.444788	3.7479	0.00018
13	-0.152034	-1.2811	0.10217
14	-0.297798	-2.5093	0.00719
15	0.282335	2.379	0.010026
16	-0.052136	-0.4393	0.330886
17	-0.157278	-1.3252	0.094669
18	0.189864	1.5998	0.05704
19	-0.15344	-1.2929	0.100117
20	-0.014846	-0.1251	0.450401
21	0.224664	1.8931	0.031213
22	-0.205014	-1.7275	0.044215
23	-0.10795	-0.9096	0.183056
24	0.372176	3.136	0.001246
25	-0.019654	-0.1656	0.434468
26	-0.366215	-3.0858	0.001447
27	0.290419	2.4471	0.008439
28	-0.076406	-0.6438	0.260887
29	-0.119623	-1.008	0.158448
30	0.123942	1.0444	0.149932
31	-0.06101	-0.5141	0.304396
32	0.009602	0.0809	0.467871
33	0.171011	1.441	0.076996
34	-0.229717	-1.9356	0.028448
35	-0.071036	-0.5986	0.275686
36	0.306948	2.5864	0.005875
37	-0.082618	-0.6961	0.244304
38	-0.169543	-1.4286	0.078752
39	0.161195	1.3583	0.089342
40	-0.01462	-0.1232	0.451152
41	-0.173242	-1.4598	0.074382
42	0.108109	0.9109	0.182704
43	0.0486	0.4095	0.341697
44	-0.064545	-0.5439	0.29412
45	0.095871	0.8078	0.210945
46	-0.138276	-1.1651	0.123932
47	-0.007085	-0.0597	0.476281
48	0.18788	1.5831	0.058921

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.32741 & -2.7588 & 0.003687 \tabularnewline
2 & -0.339512 & -2.8608 & 0.002773 \tabularnewline
3 & 0.275033 & 2.3175 & 0.011683 \tabularnewline
4 & -0.054891 & -0.4625 & 0.32256 \tabularnewline
5 & -0.18859 & -1.5891 & 0.058242 \tabularnewline
6 & 0.222618 & 1.8758 & 0.032396 \tabularnewline
7 & -0.109603 & -0.9235 & 0.179429 \tabularnewline
8 & -0.059735 & -0.5033 & 0.308144 \tabularnewline
9 & 0.214504 & 1.8074 & 0.037465 \tabularnewline
10 & -0.24925 & -2.1002 & 0.019631 \tabularnewline
11 & -0.056729 & -0.478 & 0.317057 \tabularnewline
12 & 0.444788 & 3.7479 & 0.00018 \tabularnewline
13 & -0.152034 & -1.2811 & 0.10217 \tabularnewline
14 & -0.297798 & -2.5093 & 0.00719 \tabularnewline
15 & 0.282335 & 2.379 & 0.010026 \tabularnewline
16 & -0.052136 & -0.4393 & 0.330886 \tabularnewline
17 & -0.157278 & -1.3252 & 0.094669 \tabularnewline
18 & 0.189864 & 1.5998 & 0.05704 \tabularnewline
19 & -0.15344 & -1.2929 & 0.100117 \tabularnewline
20 & -0.014846 & -0.1251 & 0.450401 \tabularnewline
21 & 0.224664 & 1.8931 & 0.031213 \tabularnewline
22 & -0.205014 & -1.7275 & 0.044215 \tabularnewline
23 & -0.10795 & -0.9096 & 0.183056 \tabularnewline
24 & 0.372176 & 3.136 & 0.001246 \tabularnewline
25 & -0.019654 & -0.1656 & 0.434468 \tabularnewline
26 & -0.366215 & -3.0858 & 0.001447 \tabularnewline
27 & 0.290419 & 2.4471 & 0.008439 \tabularnewline
28 & -0.076406 & -0.6438 & 0.260887 \tabularnewline
29 & -0.119623 & -1.008 & 0.158448 \tabularnewline
30 & 0.123942 & 1.0444 & 0.149932 \tabularnewline
31 & -0.06101 & -0.5141 & 0.304396 \tabularnewline
32 & 0.009602 & 0.0809 & 0.467871 \tabularnewline
33 & 0.171011 & 1.441 & 0.076996 \tabularnewline
34 & -0.229717 & -1.9356 & 0.028448 \tabularnewline
35 & -0.071036 & -0.5986 & 0.275686 \tabularnewline
36 & 0.306948 & 2.5864 & 0.005875 \tabularnewline
37 & -0.082618 & -0.6961 & 0.244304 \tabularnewline
38 & -0.169543 & -1.4286 & 0.078752 \tabularnewline
39 & 0.161195 & 1.3583 & 0.089342 \tabularnewline
40 & -0.01462 & -0.1232 & 0.451152 \tabularnewline
41 & -0.173242 & -1.4598 & 0.074382 \tabularnewline
42 & 0.108109 & 0.9109 & 0.182704 \tabularnewline
43 & 0.0486 & 0.4095 & 0.341697 \tabularnewline
44 & -0.064545 & -0.5439 & 0.29412 \tabularnewline
45 & 0.095871 & 0.8078 & 0.210945 \tabularnewline
46 & -0.138276 & -1.1651 & 0.123932 \tabularnewline
47 & -0.007085 & -0.0597 & 0.476281 \tabularnewline
48 & 0.18788 & 1.5831 & 0.058921 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105137&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]-0.32741[/C][C]-2.7588[/C][C]0.003687[/C][/ROW]
[ROW][C]2[/C][C]-0.339512[/C][C]-2.8608[/C][C]0.002773[/C][/ROW]
[ROW][C]3[/C][C]0.275033[/C][C]2.3175[/C][C]0.011683[/C][/ROW]
[ROW][C]4[/C][C]-0.054891[/C][C]-0.4625[/C][C]0.32256[/C][/ROW]
[ROW][C]5[/C][C]-0.18859[/C][C]-1.5891[/C][C]0.058242[/C][/ROW]
[ROW][C]6[/C][C]0.222618[/C][C]1.8758[/C][C]0.032396[/C][/ROW]
[ROW][C]7[/C][C]-0.109603[/C][C]-0.9235[/C][C]0.179429[/C][/ROW]
[ROW][C]8[/C][C]-0.059735[/C][C]-0.5033[/C][C]0.308144[/C][/ROW]
[ROW][C]9[/C][C]0.214504[/C][C]1.8074[/C][C]0.037465[/C][/ROW]
[ROW][C]10[/C][C]-0.24925[/C][C]-2.1002[/C][C]0.019631[/C][/ROW]
[ROW][C]11[/C][C]-0.056729[/C][C]-0.478[/C][C]0.317057[/C][/ROW]
[ROW][C]12[/C][C]0.444788[/C][C]3.7479[/C][C]0.00018[/C][/ROW]
[ROW][C]13[/C][C]-0.152034[/C][C]-1.2811[/C][C]0.10217[/C][/ROW]
[ROW][C]14[/C][C]-0.297798[/C][C]-2.5093[/C][C]0.00719[/C][/ROW]
[ROW][C]15[/C][C]0.282335[/C][C]2.379[/C][C]0.010026[/C][/ROW]
[ROW][C]16[/C][C]-0.052136[/C][C]-0.4393[/C][C]0.330886[/C][/ROW]
[ROW][C]17[/C][C]-0.157278[/C][C]-1.3252[/C][C]0.094669[/C][/ROW]
[ROW][C]18[/C][C]0.189864[/C][C]1.5998[/C][C]0.05704[/C][/ROW]
[ROW][C]19[/C][C]-0.15344[/C][C]-1.2929[/C][C]0.100117[/C][/ROW]
[ROW][C]20[/C][C]-0.014846[/C][C]-0.1251[/C][C]0.450401[/C][/ROW]
[ROW][C]21[/C][C]0.224664[/C][C]1.8931[/C][C]0.031213[/C][/ROW]
[ROW][C]22[/C][C]-0.205014[/C][C]-1.7275[/C][C]0.044215[/C][/ROW]
[ROW][C]23[/C][C]-0.10795[/C][C]-0.9096[/C][C]0.183056[/C][/ROW]
[ROW][C]24[/C][C]0.372176[/C][C]3.136[/C][C]0.001246[/C][/ROW]
[ROW][C]25[/C][C]-0.019654[/C][C]-0.1656[/C][C]0.434468[/C][/ROW]
[ROW][C]26[/C][C]-0.366215[/C][C]-3.0858[/C][C]0.001447[/C][/ROW]
[ROW][C]27[/C][C]0.290419[/C][C]2.4471[/C][C]0.008439[/C][/ROW]
[ROW][C]28[/C][C]-0.076406[/C][C]-0.6438[/C][C]0.260887[/C][/ROW]
[ROW][C]29[/C][C]-0.119623[/C][C]-1.008[/C][C]0.158448[/C][/ROW]
[ROW][C]30[/C][C]0.123942[/C][C]1.0444[/C][C]0.149932[/C][/ROW]
[ROW][C]31[/C][C]-0.06101[/C][C]-0.5141[/C][C]0.304396[/C][/ROW]
[ROW][C]32[/C][C]0.009602[/C][C]0.0809[/C][C]0.467871[/C][/ROW]
[ROW][C]33[/C][C]0.171011[/C][C]1.441[/C][C]0.076996[/C][/ROW]
[ROW][C]34[/C][C]-0.229717[/C][C]-1.9356[/C][C]0.028448[/C][/ROW]
[ROW][C]35[/C][C]-0.071036[/C][C]-0.5986[/C][C]0.275686[/C][/ROW]
[ROW][C]36[/C][C]0.306948[/C][C]2.5864[/C][C]0.005875[/C][/ROW]
[ROW][C]37[/C][C]-0.082618[/C][C]-0.6961[/C][C]0.244304[/C][/ROW]
[ROW][C]38[/C][C]-0.169543[/C][C]-1.4286[/C][C]0.078752[/C][/ROW]
[ROW][C]39[/C][C]0.161195[/C][C]1.3583[/C][C]0.089342[/C][/ROW]
[ROW][C]40[/C][C]-0.01462[/C][C]-0.1232[/C][C]0.451152[/C][/ROW]
[ROW][C]41[/C][C]-0.173242[/C][C]-1.4598[/C][C]0.074382[/C][/ROW]
[ROW][C]42[/C][C]0.108109[/C][C]0.9109[/C][C]0.182704[/C][/ROW]
[ROW][C]43[/C][C]0.0486[/C][C]0.4095[/C][C]0.341697[/C][/ROW]
[ROW][C]44[/C][C]-0.064545[/C][C]-0.5439[/C][C]0.29412[/C][/ROW]
[ROW][C]45[/C][C]0.095871[/C][C]0.8078[/C][C]0.210945[/C][/ROW]
[ROW][C]46[/C][C]-0.138276[/C][C]-1.1651[/C][C]0.123932[/C][/ROW]
[ROW][C]47[/C][C]-0.007085[/C][C]-0.0597[/C][C]0.476281[/C][/ROW]
[ROW][C]48[/C][C]0.18788[/C][C]1.5831[/C][C]0.058921[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105137&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105137&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	-0.32741	-2.7588	0.003687
2	-0.339512	-2.8608	0.002773
3	0.275033	2.3175	0.011683
4	-0.054891	-0.4625	0.32256
5	-0.18859	-1.5891	0.058242
6	0.222618	1.8758	0.032396
7	-0.109603	-0.9235	0.179429
8	-0.059735	-0.5033	0.308144
9	0.214504	1.8074	0.037465
10	-0.24925	-2.1002	0.019631
11	-0.056729	-0.478	0.317057
12	0.444788	3.7479	0.00018
13	-0.152034	-1.2811	0.10217
14	-0.297798	-2.5093	0.00719
15	0.282335	2.379	0.010026
16	-0.052136	-0.4393	0.330886
17	-0.157278	-1.3252	0.094669
18	0.189864	1.5998	0.05704
19	-0.15344	-1.2929	0.100117
20	-0.014846	-0.1251	0.450401
21	0.224664	1.8931	0.031213
22	-0.205014	-1.7275	0.044215
23	-0.10795	-0.9096	0.183056
24	0.372176	3.136	0.001246
25	-0.019654	-0.1656	0.434468
26	-0.366215	-3.0858	0.001447
27	0.290419	2.4471	0.008439
28	-0.076406	-0.6438	0.260887
29	-0.119623	-1.008	0.158448
30	0.123942	1.0444	0.149932
31	-0.06101	-0.5141	0.304396
32	0.009602	0.0809	0.467871
33	0.171011	1.441	0.076996
34	-0.229717	-1.9356	0.028448
35	-0.071036	-0.5986	0.275686
36	0.306948	2.5864	0.005875
37	-0.082618	-0.6961	0.244304
38	-0.169543	-1.4286	0.078752
39	0.161195	1.3583	0.089342
40	-0.01462	-0.1232	0.451152
41	-0.173242	-1.4598	0.074382
42	0.108109	0.9109	0.182704
43	0.0486	0.4095	0.341697
44	-0.064545	-0.5439	0.29412
45	0.095871	0.8078	0.210945
46	-0.138276	-1.1651	0.123932
47	-0.007085	-0.0597	0.476281
48	0.18788	1.5831	0.058921

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.32741	-2.7588	0.003687
2	-0.500345	-4.216	3.6e-05
3	-0.083018	-0.6995	0.243257
4	-0.179429	-1.5119	0.067499
5	-0.252623	-2.1286	0.018377
6	-0.039617	-0.3338	0.369751
7	-0.229299	-1.9321	0.028669
8	-0.137548	-1.159	0.12517
9	0.013229	0.1115	0.455778
10	-0.301959	-2.5443	0.006562
11	-0.312158	-2.6303	0.005227
12	0.099002	0.8342	0.203481
13	0.141095	1.1889	0.119223
14	-0.041969	-0.3536	0.36233
15	0.061064	0.5145	0.304238
16	0.036268	0.3056	0.380402
17	0.055803	0.4702	0.319824
18	0.108037	0.9103	0.182864
19	-0.132943	-1.1202	0.133202
20	-0.072079	-0.6073	0.272779
21	0.017032	0.1435	0.443145
22	-0.044362	-0.3738	0.354832
23	-0.203541	-1.7151	0.045347
24	-0.118847	-1.0014	0.160011
25	0.210781	1.7761	0.040003
26	-0.025928	-0.2185	0.413842
27	0.143838	1.212	0.114765
28	-0.063739	-0.5371	0.296448
29	0.082273	0.6932	0.24521
30	0.04866	0.41	0.341515
31	-0.002201	-0.0185	0.492627
32	0.118033	0.9946	0.161663
33	0.068602	0.578	0.282531
34	0.033715	0.2841	0.388586
35	-0.051664	-0.4353	0.332322
36	-0.146326	-1.233	0.110827
37	-0.117336	-0.9887	0.163086
38	-0.030434	-0.2564	0.399177
39	-0.008243	-0.0695	0.472409
40	-0.013857	-0.1168	0.453688
41	-0.094517	-0.7964	0.214223
42	-0.136561	-1.1507	0.126862
43	0.072287	0.6091	0.2722
44	0.028182	0.2375	0.40649
45	-0.091335	-0.7696	0.222044
46	-0.099954	-0.8422	0.201244
47	0.01775	0.1496	0.440767
48	0.012505	0.1054	0.458191

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.32741 & -2.7588 & 0.003687 \tabularnewline
2 & -0.500345 & -4.216 & 3.6e-05 \tabularnewline
3 & -0.083018 & -0.6995 & 0.243257 \tabularnewline
4 & -0.179429 & -1.5119 & 0.067499 \tabularnewline
5 & -0.252623 & -2.1286 & 0.018377 \tabularnewline
6 & -0.039617 & -0.3338 & 0.369751 \tabularnewline
7 & -0.229299 & -1.9321 & 0.028669 \tabularnewline
8 & -0.137548 & -1.159 & 0.12517 \tabularnewline
9 & 0.013229 & 0.1115 & 0.455778 \tabularnewline
10 & -0.301959 & -2.5443 & 0.006562 \tabularnewline
11 & -0.312158 & -2.6303 & 0.005227 \tabularnewline
12 & 0.099002 & 0.8342 & 0.203481 \tabularnewline
13 & 0.141095 & 1.1889 & 0.119223 \tabularnewline
14 & -0.041969 & -0.3536 & 0.36233 \tabularnewline
15 & 0.061064 & 0.5145 & 0.304238 \tabularnewline
16 & 0.036268 & 0.3056 & 0.380402 \tabularnewline
17 & 0.055803 & 0.4702 & 0.319824 \tabularnewline
18 & 0.108037 & 0.9103 & 0.182864 \tabularnewline
19 & -0.132943 & -1.1202 & 0.133202 \tabularnewline
20 & -0.072079 & -0.6073 & 0.272779 \tabularnewline
21 & 0.017032 & 0.1435 & 0.443145 \tabularnewline
22 & -0.044362 & -0.3738 & 0.354832 \tabularnewline
23 & -0.203541 & -1.7151 & 0.045347 \tabularnewline
24 & -0.118847 & -1.0014 & 0.160011 \tabularnewline
25 & 0.210781 & 1.7761 & 0.040003 \tabularnewline
26 & -0.025928 & -0.2185 & 0.413842 \tabularnewline
27 & 0.143838 & 1.212 & 0.114765 \tabularnewline
28 & -0.063739 & -0.5371 & 0.296448 \tabularnewline
29 & 0.082273 & 0.6932 & 0.24521 \tabularnewline
30 & 0.04866 & 0.41 & 0.341515 \tabularnewline
31 & -0.002201 & -0.0185 & 0.492627 \tabularnewline
32 & 0.118033 & 0.9946 & 0.161663 \tabularnewline
33 & 0.068602 & 0.578 & 0.282531 \tabularnewline
34 & 0.033715 & 0.2841 & 0.388586 \tabularnewline
35 & -0.051664 & -0.4353 & 0.332322 \tabularnewline
36 & -0.146326 & -1.233 & 0.110827 \tabularnewline
37 & -0.117336 & -0.9887 & 0.163086 \tabularnewline
38 & -0.030434 & -0.2564 & 0.399177 \tabularnewline
39 & -0.008243 & -0.0695 & 0.472409 \tabularnewline
40 & -0.013857 & -0.1168 & 0.453688 \tabularnewline
41 & -0.094517 & -0.7964 & 0.214223 \tabularnewline
42 & -0.136561 & -1.1507 & 0.126862 \tabularnewline
43 & 0.072287 & 0.6091 & 0.2722 \tabularnewline
44 & 0.028182 & 0.2375 & 0.40649 \tabularnewline
45 & -0.091335 & -0.7696 & 0.222044 \tabularnewline
46 & -0.099954 & -0.8422 & 0.201244 \tabularnewline
47 & 0.01775 & 0.1496 & 0.440767 \tabularnewline
48 & 0.012505 & 0.1054 & 0.458191 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105137&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]-0.32741[/C][C]-2.7588[/C][C]0.003687[/C][/ROW]
[ROW][C]2[/C][C]-0.500345[/C][C]-4.216[/C][C]3.6e-05[/C][/ROW]
[ROW][C]3[/C][C]-0.083018[/C][C]-0.6995[/C][C]0.243257[/C][/ROW]
[ROW][C]4[/C][C]-0.179429[/C][C]-1.5119[/C][C]0.067499[/C][/ROW]
[ROW][C]5[/C][C]-0.252623[/C][C]-2.1286[/C][C]0.018377[/C][/ROW]
[ROW][C]6[/C][C]-0.039617[/C][C]-0.3338[/C][C]0.369751[/C][/ROW]
[ROW][C]7[/C][C]-0.229299[/C][C]-1.9321[/C][C]0.028669[/C][/ROW]
[ROW][C]8[/C][C]-0.137548[/C][C]-1.159[/C][C]0.12517[/C][/ROW]
[ROW][C]9[/C][C]0.013229[/C][C]0.1115[/C][C]0.455778[/C][/ROW]
[ROW][C]10[/C][C]-0.301959[/C][C]-2.5443[/C][C]0.006562[/C][/ROW]
[ROW][C]11[/C][C]-0.312158[/C][C]-2.6303[/C][C]0.005227[/C][/ROW]
[ROW][C]12[/C][C]0.099002[/C][C]0.8342[/C][C]0.203481[/C][/ROW]
[ROW][C]13[/C][C]0.141095[/C][C]1.1889[/C][C]0.119223[/C][/ROW]
[ROW][C]14[/C][C]-0.041969[/C][C]-0.3536[/C][C]0.36233[/C][/ROW]
[ROW][C]15[/C][C]0.061064[/C][C]0.5145[/C][C]0.304238[/C][/ROW]
[ROW][C]16[/C][C]0.036268[/C][C]0.3056[/C][C]0.380402[/C][/ROW]
[ROW][C]17[/C][C]0.055803[/C][C]0.4702[/C][C]0.319824[/C][/ROW]
[ROW][C]18[/C][C]0.108037[/C][C]0.9103[/C][C]0.182864[/C][/ROW]
[ROW][C]19[/C][C]-0.132943[/C][C]-1.1202[/C][C]0.133202[/C][/ROW]
[ROW][C]20[/C][C]-0.072079[/C][C]-0.6073[/C][C]0.272779[/C][/ROW]
[ROW][C]21[/C][C]0.017032[/C][C]0.1435[/C][C]0.443145[/C][/ROW]
[ROW][C]22[/C][C]-0.044362[/C][C]-0.3738[/C][C]0.354832[/C][/ROW]
[ROW][C]23[/C][C]-0.203541[/C][C]-1.7151[/C][C]0.045347[/C][/ROW]
[ROW][C]24[/C][C]-0.118847[/C][C]-1.0014[/C][C]0.160011[/C][/ROW]
[ROW][C]25[/C][C]0.210781[/C][C]1.7761[/C][C]0.040003[/C][/ROW]
[ROW][C]26[/C][C]-0.025928[/C][C]-0.2185[/C][C]0.413842[/C][/ROW]
[ROW][C]27[/C][C]0.143838[/C][C]1.212[/C][C]0.114765[/C][/ROW]
[ROW][C]28[/C][C]-0.063739[/C][C]-0.5371[/C][C]0.296448[/C][/ROW]
[ROW][C]29[/C][C]0.082273[/C][C]0.6932[/C][C]0.24521[/C][/ROW]
[ROW][C]30[/C][C]0.04866[/C][C]0.41[/C][C]0.341515[/C][/ROW]
[ROW][C]31[/C][C]-0.002201[/C][C]-0.0185[/C][C]0.492627[/C][/ROW]
[ROW][C]32[/C][C]0.118033[/C][C]0.9946[/C][C]0.161663[/C][/ROW]
[ROW][C]33[/C][C]0.068602[/C][C]0.578[/C][C]0.282531[/C][/ROW]
[ROW][C]34[/C][C]0.033715[/C][C]0.2841[/C][C]0.388586[/C][/ROW]
[ROW][C]35[/C][C]-0.051664[/C][C]-0.4353[/C][C]0.332322[/C][/ROW]
[ROW][C]36[/C][C]-0.146326[/C][C]-1.233[/C][C]0.110827[/C][/ROW]
[ROW][C]37[/C][C]-0.117336[/C][C]-0.9887[/C][C]0.163086[/C][/ROW]
[ROW][C]38[/C][C]-0.030434[/C][C]-0.2564[/C][C]0.399177[/C][/ROW]
[ROW][C]39[/C][C]-0.008243[/C][C]-0.0695[/C][C]0.472409[/C][/ROW]
[ROW][C]40[/C][C]-0.013857[/C][C]-0.1168[/C][C]0.453688[/C][/ROW]
[ROW][C]41[/C][C]-0.094517[/C][C]-0.7964[/C][C]0.214223[/C][/ROW]
[ROW][C]42[/C][C]-0.136561[/C][C]-1.1507[/C][C]0.126862[/C][/ROW]
[ROW][C]43[/C][C]0.072287[/C][C]0.6091[/C][C]0.2722[/C][/ROW]
[ROW][C]44[/C][C]0.028182[/C][C]0.2375[/C][C]0.40649[/C][/ROW]
[ROW][C]45[/C][C]-0.091335[/C][C]-0.7696[/C][C]0.222044[/C][/ROW]
[ROW][C]46[/C][C]-0.099954[/C][C]-0.8422[/C][C]0.201244[/C][/ROW]
[ROW][C]47[/C][C]0.01775[/C][C]0.1496[/C][C]0.440767[/C][/ROW]
[ROW][C]48[/C][C]0.012505[/C][C]0.1054[/C][C]0.458191[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105137&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105137&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	-0.32741	-2.7588	0.003687
2	-0.500345	-4.216	3.6e-05
3	-0.083018	-0.6995	0.243257
4	-0.179429	-1.5119	0.067499
5	-0.252623	-2.1286	0.018377
6	-0.039617	-0.3338	0.369751
7	-0.229299	-1.9321	0.028669
8	-0.137548	-1.159	0.12517
9	0.013229	0.1115	0.455778
10	-0.301959	-2.5443	0.006562
11	-0.312158	-2.6303	0.005227
12	0.099002	0.8342	0.203481
13	0.141095	1.1889	0.119223
14	-0.041969	-0.3536	0.36233
15	0.061064	0.5145	0.304238
16	0.036268	0.3056	0.380402
17	0.055803	0.4702	0.319824
18	0.108037	0.9103	0.182864
19	-0.132943	-1.1202	0.133202
20	-0.072079	-0.6073	0.272779
21	0.017032	0.1435	0.443145
22	-0.044362	-0.3738	0.354832
23	-0.203541	-1.7151	0.045347
24	-0.118847	-1.0014	0.160011
25	0.210781	1.7761	0.040003
26	-0.025928	-0.2185	0.413842
27	0.143838	1.212	0.114765
28	-0.063739	-0.5371	0.296448
29	0.082273	0.6932	0.24521
30	0.04866	0.41	0.341515
31	-0.002201	-0.0185	0.492627
32	0.118033	0.9946	0.161663
33	0.068602	0.578	0.282531
34	0.033715	0.2841	0.388586
35	-0.051664	-0.4353	0.332322
36	-0.146326	-1.233	0.110827
37	-0.117336	-0.9887	0.163086
38	-0.030434	-0.2564	0.399177
39	-0.008243	-0.0695	0.472409
40	-0.013857	-0.1168	0.453688
41	-0.094517	-0.7964	0.214223
42	-0.136561	-1.1507	0.126862
43	0.072287	0.6091	0.2722
44	0.028182	0.2375	0.40649
45	-0.091335	-0.7696	0.222044
46	-0.099954	-0.8422	0.201244
47	0.01775	0.1496	0.440767
48	0.012505	0.1054	0.458191

Figure 1

PNG link

Postscript link

PDF link

Figure 2

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 ;

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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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