Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 17 Mar 2013 08:48:52 -0400

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2013/Mar/17/t1363524552gvnbo2dmgzv96ex.htm/, Retrieved Sun, 05 May 2024 16:30:07 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=207848, Retrieved Sun, 05 May 2024 16:30:07 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

161

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

-     [(Partial) Autocorrelation Function] [Autocorrelation i...] [2012-11-12 11:08:10] [c05f3eadce52e4946a2aac59a0f05a38]
- R  D    [(Partial) Autocorrelation Function] [autocorrelation g...] [2013-03-17 12:48:52] [c26e09c8434f533bb784f50bf3cf5b76] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

0.5
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.52
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.54
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.59
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61
0.61

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	'Gwilym Jenkins' @ jenkins.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207848&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207848&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207848&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	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.040185	-0.3386	0.367953
2	-0.040865	-0.3443	0.365805
3	-0.041545	-0.3501	0.363662
4	-0.042225	-0.3558	0.361524
5	-0.042905	-0.3615	0.359389
6	-0.043586	-0.3673	0.357259
7	-0.044266	-0.373	0.355134
8	-0.044946	-0.3787	0.353013
9	-0.045626	-0.3844	0.350897
10	-0.046306	-0.3902	0.348786
11	0.236334	1.9914	0.025143
12	-0.038887	-0.3277	0.372064
13	-0.039567	-0.3334	0.369908
14	-0.040247	-0.3391	0.367757
15	-0.040927	-0.3449	0.36561
16	-0.041607	-0.3506	0.363468
17	-0.042287	-0.3563	0.361329
18	-0.042967	-0.362	0.359195
19	-0.043647	-0.3678	0.357066
20	-0.044327	-0.3735	0.354941
21	-0.045007	-0.3792	0.352821
22	-0.045688	-0.385	0.350705
23	-0.046368	-0.3907	0.348594
24	0.3496	2.9458	0.002177
25	-0.038949	-0.3282	0.371868
26	-0.039629	-0.3339	0.369713
27	-0.040309	-0.3396	0.367562
28	-0.040989	-0.3454	0.365415
29	-0.041669	-0.3511	0.363273
30	-0.042349	-0.3568	0.361135
31	-0.043029	-0.3626	0.359002
32	-0.043709	-0.3683	0.356873
33	-0.044389	-0.374	0.354748
34	-0.045069	-0.3798	0.352628
35	0.350899	2.9567	0.002109
36	-0.002535	-0.0214	0.49151
37	-0.003215	-0.0271	0.489233
38	-0.003895	-0.0328	0.486956
39	-0.004575	-0.0385	0.484679
40	-0.005255	-0.0443	0.482403
41	-0.005935	-0.05	0.480128
42	-0.006615	-0.0557	0.477853
43	-0.007295	-0.0615	0.475579
44	-0.007975	-0.0672	0.473306
45	-0.008655	-0.0729	0.471033
46	-0.009335	-0.0787	0.468762
47	-0.001236	-0.0104	0.495858
48	-0.001917	-0.0161	0.49358

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.040185 & -0.3386 & 0.367953 \tabularnewline
2 & -0.040865 & -0.3443 & 0.365805 \tabularnewline
3 & -0.041545 & -0.3501 & 0.363662 \tabularnewline
4 & -0.042225 & -0.3558 & 0.361524 \tabularnewline
5 & -0.042905 & -0.3615 & 0.359389 \tabularnewline
6 & -0.043586 & -0.3673 & 0.357259 \tabularnewline
7 & -0.044266 & -0.373 & 0.355134 \tabularnewline
8 & -0.044946 & -0.3787 & 0.353013 \tabularnewline
9 & -0.045626 & -0.3844 & 0.350897 \tabularnewline
10 & -0.046306 & -0.3902 & 0.348786 \tabularnewline
11 & 0.236334 & 1.9914 & 0.025143 \tabularnewline
12 & -0.038887 & -0.3277 & 0.372064 \tabularnewline
13 & -0.039567 & -0.3334 & 0.369908 \tabularnewline
14 & -0.040247 & -0.3391 & 0.367757 \tabularnewline
15 & -0.040927 & -0.3449 & 0.36561 \tabularnewline
16 & -0.041607 & -0.3506 & 0.363468 \tabularnewline
17 & -0.042287 & -0.3563 & 0.361329 \tabularnewline
18 & -0.042967 & -0.362 & 0.359195 \tabularnewline
19 & -0.043647 & -0.3678 & 0.357066 \tabularnewline
20 & -0.044327 & -0.3735 & 0.354941 \tabularnewline
21 & -0.045007 & -0.3792 & 0.352821 \tabularnewline
22 & -0.045688 & -0.385 & 0.350705 \tabularnewline
23 & -0.046368 & -0.3907 & 0.348594 \tabularnewline
24 & 0.3496 & 2.9458 & 0.002177 \tabularnewline
25 & -0.038949 & -0.3282 & 0.371868 \tabularnewline
26 & -0.039629 & -0.3339 & 0.369713 \tabularnewline
27 & -0.040309 & -0.3396 & 0.367562 \tabularnewline
28 & -0.040989 & -0.3454 & 0.365415 \tabularnewline
29 & -0.041669 & -0.3511 & 0.363273 \tabularnewline
30 & -0.042349 & -0.3568 & 0.361135 \tabularnewline
31 & -0.043029 & -0.3626 & 0.359002 \tabularnewline
32 & -0.043709 & -0.3683 & 0.356873 \tabularnewline
33 & -0.044389 & -0.374 & 0.354748 \tabularnewline
34 & -0.045069 & -0.3798 & 0.352628 \tabularnewline
35 & 0.350899 & 2.9567 & 0.002109 \tabularnewline
36 & -0.002535 & -0.0214 & 0.49151 \tabularnewline
37 & -0.003215 & -0.0271 & 0.489233 \tabularnewline
38 & -0.003895 & -0.0328 & 0.486956 \tabularnewline
39 & -0.004575 & -0.0385 & 0.484679 \tabularnewline
40 & -0.005255 & -0.0443 & 0.482403 \tabularnewline
41 & -0.005935 & -0.05 & 0.480128 \tabularnewline
42 & -0.006615 & -0.0557 & 0.477853 \tabularnewline
43 & -0.007295 & -0.0615 & 0.475579 \tabularnewline
44 & -0.007975 & -0.0672 & 0.473306 \tabularnewline
45 & -0.008655 & -0.0729 & 0.471033 \tabularnewline
46 & -0.009335 & -0.0787 & 0.468762 \tabularnewline
47 & -0.001236 & -0.0104 & 0.495858 \tabularnewline
48 & -0.001917 & -0.0161 & 0.49358 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207848&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]-0.040185[/C][C]-0.3386[/C][C]0.367953[/C][/ROW]
[ROW][C]2[/C][C]-0.040865[/C][C]-0.3443[/C][C]0.365805[/C][/ROW]
[ROW][C]3[/C][C]-0.041545[/C][C]-0.3501[/C][C]0.363662[/C][/ROW]
[ROW][C]4[/C][C]-0.042225[/C][C]-0.3558[/C][C]0.361524[/C][/ROW]
[ROW][C]5[/C][C]-0.042905[/C][C]-0.3615[/C][C]0.359389[/C][/ROW]
[ROW][C]6[/C][C]-0.043586[/C][C]-0.3673[/C][C]0.357259[/C][/ROW]
[ROW][C]7[/C][C]-0.044266[/C][C]-0.373[/C][C]0.355134[/C][/ROW]
[ROW][C]8[/C][C]-0.044946[/C][C]-0.3787[/C][C]0.353013[/C][/ROW]
[ROW][C]9[/C][C]-0.045626[/C][C]-0.3844[/C][C]0.350897[/C][/ROW]
[ROW][C]10[/C][C]-0.046306[/C][C]-0.3902[/C][C]0.348786[/C][/ROW]
[ROW][C]11[/C][C]0.236334[/C][C]1.9914[/C][C]0.025143[/C][/ROW]
[ROW][C]12[/C][C]-0.038887[/C][C]-0.3277[/C][C]0.372064[/C][/ROW]
[ROW][C]13[/C][C]-0.039567[/C][C]-0.3334[/C][C]0.369908[/C][/ROW]
[ROW][C]14[/C][C]-0.040247[/C][C]-0.3391[/C][C]0.367757[/C][/ROW]
[ROW][C]15[/C][C]-0.040927[/C][C]-0.3449[/C][C]0.36561[/C][/ROW]
[ROW][C]16[/C][C]-0.041607[/C][C]-0.3506[/C][C]0.363468[/C][/ROW]
[ROW][C]17[/C][C]-0.042287[/C][C]-0.3563[/C][C]0.361329[/C][/ROW]
[ROW][C]18[/C][C]-0.042967[/C][C]-0.362[/C][C]0.359195[/C][/ROW]
[ROW][C]19[/C][C]-0.043647[/C][C]-0.3678[/C][C]0.357066[/C][/ROW]
[ROW][C]20[/C][C]-0.044327[/C][C]-0.3735[/C][C]0.354941[/C][/ROW]
[ROW][C]21[/C][C]-0.045007[/C][C]-0.3792[/C][C]0.352821[/C][/ROW]
[ROW][C]22[/C][C]-0.045688[/C][C]-0.385[/C][C]0.350705[/C][/ROW]
[ROW][C]23[/C][C]-0.046368[/C][C]-0.3907[/C][C]0.348594[/C][/ROW]
[ROW][C]24[/C][C]0.3496[/C][C]2.9458[/C][C]0.002177[/C][/ROW]
[ROW][C]25[/C][C]-0.038949[/C][C]-0.3282[/C][C]0.371868[/C][/ROW]
[ROW][C]26[/C][C]-0.039629[/C][C]-0.3339[/C][C]0.369713[/C][/ROW]
[ROW][C]27[/C][C]-0.040309[/C][C]-0.3396[/C][C]0.367562[/C][/ROW]
[ROW][C]28[/C][C]-0.040989[/C][C]-0.3454[/C][C]0.365415[/C][/ROW]
[ROW][C]29[/C][C]-0.041669[/C][C]-0.3511[/C][C]0.363273[/C][/ROW]
[ROW][C]30[/C][C]-0.042349[/C][C]-0.3568[/C][C]0.361135[/C][/ROW]
[ROW][C]31[/C][C]-0.043029[/C][C]-0.3626[/C][C]0.359002[/C][/ROW]
[ROW][C]32[/C][C]-0.043709[/C][C]-0.3683[/C][C]0.356873[/C][/ROW]
[ROW][C]33[/C][C]-0.044389[/C][C]-0.374[/C][C]0.354748[/C][/ROW]
[ROW][C]34[/C][C]-0.045069[/C][C]-0.3798[/C][C]0.352628[/C][/ROW]
[ROW][C]35[/C][C]0.350899[/C][C]2.9567[/C][C]0.002109[/C][/ROW]
[ROW][C]36[/C][C]-0.002535[/C][C]-0.0214[/C][C]0.49151[/C][/ROW]
[ROW][C]37[/C][C]-0.003215[/C][C]-0.0271[/C][C]0.489233[/C][/ROW]
[ROW][C]38[/C][C]-0.003895[/C][C]-0.0328[/C][C]0.486956[/C][/ROW]
[ROW][C]39[/C][C]-0.004575[/C][C]-0.0385[/C][C]0.484679[/C][/ROW]
[ROW][C]40[/C][C]-0.005255[/C][C]-0.0443[/C][C]0.482403[/C][/ROW]
[ROW][C]41[/C][C]-0.005935[/C][C]-0.05[/C][C]0.480128[/C][/ROW]
[ROW][C]42[/C][C]-0.006615[/C][C]-0.0557[/C][C]0.477853[/C][/ROW]
[ROW][C]43[/C][C]-0.007295[/C][C]-0.0615[/C][C]0.475579[/C][/ROW]
[ROW][C]44[/C][C]-0.007975[/C][C]-0.0672[/C][C]0.473306[/C][/ROW]
[ROW][C]45[/C][C]-0.008655[/C][C]-0.0729[/C][C]0.471033[/C][/ROW]
[ROW][C]46[/C][C]-0.009335[/C][C]-0.0787[/C][C]0.468762[/C][/ROW]
[ROW][C]47[/C][C]-0.001236[/C][C]-0.0104[/C][C]0.495858[/C][/ROW]
[ROW][C]48[/C][C]-0.001917[/C][C]-0.0161[/C][C]0.49358[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207848&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207848&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	-0.040185	-0.3386	0.367953
2	-0.040865	-0.3443	0.365805
3	-0.041545	-0.3501	0.363662
4	-0.042225	-0.3558	0.361524
5	-0.042905	-0.3615	0.359389
6	-0.043586	-0.3673	0.357259
7	-0.044266	-0.373	0.355134
8	-0.044946	-0.3787	0.353013
9	-0.045626	-0.3844	0.350897
10	-0.046306	-0.3902	0.348786
11	0.236334	1.9914	0.025143
12	-0.038887	-0.3277	0.372064
13	-0.039567	-0.3334	0.369908
14	-0.040247	-0.3391	0.367757
15	-0.040927	-0.3449	0.36561
16	-0.041607	-0.3506	0.363468
17	-0.042287	-0.3563	0.361329
18	-0.042967	-0.362	0.359195
19	-0.043647	-0.3678	0.357066
20	-0.044327	-0.3735	0.354941
21	-0.045007	-0.3792	0.352821
22	-0.045688	-0.385	0.350705
23	-0.046368	-0.3907	0.348594
24	0.3496	2.9458	0.002177
25	-0.038949	-0.3282	0.371868
26	-0.039629	-0.3339	0.369713
27	-0.040309	-0.3396	0.367562
28	-0.040989	-0.3454	0.365415
29	-0.041669	-0.3511	0.363273
30	-0.042349	-0.3568	0.361135
31	-0.043029	-0.3626	0.359002
32	-0.043709	-0.3683	0.356873
33	-0.044389	-0.374	0.354748
34	-0.045069	-0.3798	0.352628
35	0.350899	2.9567	0.002109
36	-0.002535	-0.0214	0.49151
37	-0.003215	-0.0271	0.489233
38	-0.003895	-0.0328	0.486956
39	-0.004575	-0.0385	0.484679
40	-0.005255	-0.0443	0.482403
41	-0.005935	-0.05	0.480128
42	-0.006615	-0.0557	0.477853
43	-0.007295	-0.0615	0.475579
44	-0.007975	-0.0672	0.473306
45	-0.008655	-0.0729	0.471033
46	-0.009335	-0.0787	0.468762
47	-0.001236	-0.0104	0.495858
48	-0.001917	-0.0161	0.49358

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.040185	-0.3386	0.367953
2	-0.042549	-0.3585	0.360508
3	-0.045122	-0.3802	0.352465
4	-0.047936	-0.4039	0.343743
5	-0.051033	-0.43	0.334246
6	-0.05446	-0.4589	0.323859
7	-0.058279	-0.4911	0.312447
8	-0.062567	-0.5272	0.299848
9	-0.067425	-0.5681	0.285868
10	-0.072981	-0.615	0.270277
11	0.212706	1.7923	0.038673
12	-0.042882	-0.3613	0.359463
13	-0.045125	-0.3802	0.352455
14	-0.047572	-0.4008	0.344868
15	-0.050255	-0.4235	0.336622
16	-0.053213	-0.4484	0.327623
17	-0.056494	-0.476	0.317758
18	-0.060159	-0.5069	0.306895
19	-0.064284	-0.5417	0.294873
20	-0.068965	-0.5811	0.281504
21	-0.074329	-0.6263	0.26656
22	-0.166713	-1.4047	0.082229
23	-0.109674	-0.9241	0.179275
24	0.337109	2.8405	0.002936
25	-0.051827	-0.4367	0.331826
26	-0.070696	-0.5957	0.276637
27	-0.058969	-0.4969	0.310403
28	-0.061937	-0.5219	0.301685
29	-0.066543	-0.5607	0.288384
30	-0.071155	-0.5996	0.275354
31	-0.076409	-0.6438	0.260879
32	-0.082541	-0.6955	0.244506
33	-0.058907	-0.4964	0.310588
34	-0.089645	-0.7554	0.226264
35	0.124918	1.0526	0.148051
36	-0.025109	-0.2116	0.416524
37	0.021256	0.1791	0.429181
38	-0.015622	-0.1316	0.447825
39	-0.015251	-0.1285	0.449054
40	-0.009144	-0.0771	0.4694
41	-0.004946	-0.0417	0.483437
42	-0.000405	-0.0034	0.498643
43	0.004476	0.0377	0.485009
44	0.005181	0.0437	0.482652
45	0.015467	0.1303	0.448339
46	-0.141234	-1.1901	0.118993
47	-0.010115	-0.0852	0.466159
48	-0.156757	-1.3209	0.095395

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.040185 & -0.3386 & 0.367953 \tabularnewline
2 & -0.042549 & -0.3585 & 0.360508 \tabularnewline
3 & -0.045122 & -0.3802 & 0.352465 \tabularnewline
4 & -0.047936 & -0.4039 & 0.343743 \tabularnewline
5 & -0.051033 & -0.43 & 0.334246 \tabularnewline
6 & -0.05446 & -0.4589 & 0.323859 \tabularnewline
7 & -0.058279 & -0.4911 & 0.312447 \tabularnewline
8 & -0.062567 & -0.5272 & 0.299848 \tabularnewline
9 & -0.067425 & -0.5681 & 0.285868 \tabularnewline
10 & -0.072981 & -0.615 & 0.270277 \tabularnewline
11 & 0.212706 & 1.7923 & 0.038673 \tabularnewline
12 & -0.042882 & -0.3613 & 0.359463 \tabularnewline
13 & -0.045125 & -0.3802 & 0.352455 \tabularnewline
14 & -0.047572 & -0.4008 & 0.344868 \tabularnewline
15 & -0.050255 & -0.4235 & 0.336622 \tabularnewline
16 & -0.053213 & -0.4484 & 0.327623 \tabularnewline
17 & -0.056494 & -0.476 & 0.317758 \tabularnewline
18 & -0.060159 & -0.5069 & 0.306895 \tabularnewline
19 & -0.064284 & -0.5417 & 0.294873 \tabularnewline
20 & -0.068965 & -0.5811 & 0.281504 \tabularnewline
21 & -0.074329 & -0.6263 & 0.26656 \tabularnewline
22 & -0.166713 & -1.4047 & 0.082229 \tabularnewline
23 & -0.109674 & -0.9241 & 0.179275 \tabularnewline
24 & 0.337109 & 2.8405 & 0.002936 \tabularnewline
25 & -0.051827 & -0.4367 & 0.331826 \tabularnewline
26 & -0.070696 & -0.5957 & 0.276637 \tabularnewline
27 & -0.058969 & -0.4969 & 0.310403 \tabularnewline
28 & -0.061937 & -0.5219 & 0.301685 \tabularnewline
29 & -0.066543 & -0.5607 & 0.288384 \tabularnewline
30 & -0.071155 & -0.5996 & 0.275354 \tabularnewline
31 & -0.076409 & -0.6438 & 0.260879 \tabularnewline
32 & -0.082541 & -0.6955 & 0.244506 \tabularnewline
33 & -0.058907 & -0.4964 & 0.310588 \tabularnewline
34 & -0.089645 & -0.7554 & 0.226264 \tabularnewline
35 & 0.124918 & 1.0526 & 0.148051 \tabularnewline
36 & -0.025109 & -0.2116 & 0.416524 \tabularnewline
37 & 0.021256 & 0.1791 & 0.429181 \tabularnewline
38 & -0.015622 & -0.1316 & 0.447825 \tabularnewline
39 & -0.015251 & -0.1285 & 0.449054 \tabularnewline
40 & -0.009144 & -0.0771 & 0.4694 \tabularnewline
41 & -0.004946 & -0.0417 & 0.483437 \tabularnewline
42 & -0.000405 & -0.0034 & 0.498643 \tabularnewline
43 & 0.004476 & 0.0377 & 0.485009 \tabularnewline
44 & 0.005181 & 0.0437 & 0.482652 \tabularnewline
45 & 0.015467 & 0.1303 & 0.448339 \tabularnewline
46 & -0.141234 & -1.1901 & 0.118993 \tabularnewline
47 & -0.010115 & -0.0852 & 0.466159 \tabularnewline
48 & -0.156757 & -1.3209 & 0.095395 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207848&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]-0.040185[/C][C]-0.3386[/C][C]0.367953[/C][/ROW]
[ROW][C]2[/C][C]-0.042549[/C][C]-0.3585[/C][C]0.360508[/C][/ROW]
[ROW][C]3[/C][C]-0.045122[/C][C]-0.3802[/C][C]0.352465[/C][/ROW]
[ROW][C]4[/C][C]-0.047936[/C][C]-0.4039[/C][C]0.343743[/C][/ROW]
[ROW][C]5[/C][C]-0.051033[/C][C]-0.43[/C][C]0.334246[/C][/ROW]
[ROW][C]6[/C][C]-0.05446[/C][C]-0.4589[/C][C]0.323859[/C][/ROW]
[ROW][C]7[/C][C]-0.058279[/C][C]-0.4911[/C][C]0.312447[/C][/ROW]
[ROW][C]8[/C][C]-0.062567[/C][C]-0.5272[/C][C]0.299848[/C][/ROW]
[ROW][C]9[/C][C]-0.067425[/C][C]-0.5681[/C][C]0.285868[/C][/ROW]
[ROW][C]10[/C][C]-0.072981[/C][C]-0.615[/C][C]0.270277[/C][/ROW]
[ROW][C]11[/C][C]0.212706[/C][C]1.7923[/C][C]0.038673[/C][/ROW]
[ROW][C]12[/C][C]-0.042882[/C][C]-0.3613[/C][C]0.359463[/C][/ROW]
[ROW][C]13[/C][C]-0.045125[/C][C]-0.3802[/C][C]0.352455[/C][/ROW]
[ROW][C]14[/C][C]-0.047572[/C][C]-0.4008[/C][C]0.344868[/C][/ROW]
[ROW][C]15[/C][C]-0.050255[/C][C]-0.4235[/C][C]0.336622[/C][/ROW]
[ROW][C]16[/C][C]-0.053213[/C][C]-0.4484[/C][C]0.327623[/C][/ROW]
[ROW][C]17[/C][C]-0.056494[/C][C]-0.476[/C][C]0.317758[/C][/ROW]
[ROW][C]18[/C][C]-0.060159[/C][C]-0.5069[/C][C]0.306895[/C][/ROW]
[ROW][C]19[/C][C]-0.064284[/C][C]-0.5417[/C][C]0.294873[/C][/ROW]
[ROW][C]20[/C][C]-0.068965[/C][C]-0.5811[/C][C]0.281504[/C][/ROW]
[ROW][C]21[/C][C]-0.074329[/C][C]-0.6263[/C][C]0.26656[/C][/ROW]
[ROW][C]22[/C][C]-0.166713[/C][C]-1.4047[/C][C]0.082229[/C][/ROW]
[ROW][C]23[/C][C]-0.109674[/C][C]-0.9241[/C][C]0.179275[/C][/ROW]
[ROW][C]24[/C][C]0.337109[/C][C]2.8405[/C][C]0.002936[/C][/ROW]
[ROW][C]25[/C][C]-0.051827[/C][C]-0.4367[/C][C]0.331826[/C][/ROW]
[ROW][C]26[/C][C]-0.070696[/C][C]-0.5957[/C][C]0.276637[/C][/ROW]
[ROW][C]27[/C][C]-0.058969[/C][C]-0.4969[/C][C]0.310403[/C][/ROW]
[ROW][C]28[/C][C]-0.061937[/C][C]-0.5219[/C][C]0.301685[/C][/ROW]
[ROW][C]29[/C][C]-0.066543[/C][C]-0.5607[/C][C]0.288384[/C][/ROW]
[ROW][C]30[/C][C]-0.071155[/C][C]-0.5996[/C][C]0.275354[/C][/ROW]
[ROW][C]31[/C][C]-0.076409[/C][C]-0.6438[/C][C]0.260879[/C][/ROW]
[ROW][C]32[/C][C]-0.082541[/C][C]-0.6955[/C][C]0.244506[/C][/ROW]
[ROW][C]33[/C][C]-0.058907[/C][C]-0.4964[/C][C]0.310588[/C][/ROW]
[ROW][C]34[/C][C]-0.089645[/C][C]-0.7554[/C][C]0.226264[/C][/ROW]
[ROW][C]35[/C][C]0.124918[/C][C]1.0526[/C][C]0.148051[/C][/ROW]
[ROW][C]36[/C][C]-0.025109[/C][C]-0.2116[/C][C]0.416524[/C][/ROW]
[ROW][C]37[/C][C]0.021256[/C][C]0.1791[/C][C]0.429181[/C][/ROW]
[ROW][C]38[/C][C]-0.015622[/C][C]-0.1316[/C][C]0.447825[/C][/ROW]
[ROW][C]39[/C][C]-0.015251[/C][C]-0.1285[/C][C]0.449054[/C][/ROW]
[ROW][C]40[/C][C]-0.009144[/C][C]-0.0771[/C][C]0.4694[/C][/ROW]
[ROW][C]41[/C][C]-0.004946[/C][C]-0.0417[/C][C]0.483437[/C][/ROW]
[ROW][C]42[/C][C]-0.000405[/C][C]-0.0034[/C][C]0.498643[/C][/ROW]
[ROW][C]43[/C][C]0.004476[/C][C]0.0377[/C][C]0.485009[/C][/ROW]
[ROW][C]44[/C][C]0.005181[/C][C]0.0437[/C][C]0.482652[/C][/ROW]
[ROW][C]45[/C][C]0.015467[/C][C]0.1303[/C][C]0.448339[/C][/ROW]
[ROW][C]46[/C][C]-0.141234[/C][C]-1.1901[/C][C]0.118993[/C][/ROW]
[ROW][C]47[/C][C]-0.010115[/C][C]-0.0852[/C][C]0.466159[/C][/ROW]
[ROW][C]48[/C][C]-0.156757[/C][C]-1.3209[/C][C]0.095395[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207848&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207848&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	-0.040185	-0.3386	0.367953
2	-0.042549	-0.3585	0.360508
3	-0.045122	-0.3802	0.352465
4	-0.047936	-0.4039	0.343743
5	-0.051033	-0.43	0.334246
6	-0.05446	-0.4589	0.323859
7	-0.058279	-0.4911	0.312447
8	-0.062567	-0.5272	0.299848
9	-0.067425	-0.5681	0.285868
10	-0.072981	-0.615	0.270277
11	0.212706	1.7923	0.038673
12	-0.042882	-0.3613	0.359463
13	-0.045125	-0.3802	0.352455
14	-0.047572	-0.4008	0.344868
15	-0.050255	-0.4235	0.336622
16	-0.053213	-0.4484	0.327623
17	-0.056494	-0.476	0.317758
18	-0.060159	-0.5069	0.306895
19	-0.064284	-0.5417	0.294873
20	-0.068965	-0.5811	0.281504
21	-0.074329	-0.6263	0.26656
22	-0.166713	-1.4047	0.082229
23	-0.109674	-0.9241	0.179275
24	0.337109	2.8405	0.002936
25	-0.051827	-0.4367	0.331826
26	-0.070696	-0.5957	0.276637
27	-0.058969	-0.4969	0.310403
28	-0.061937	-0.5219	0.301685
29	-0.066543	-0.5607	0.288384
30	-0.071155	-0.5996	0.275354
31	-0.076409	-0.6438	0.260879
32	-0.082541	-0.6955	0.244506
33	-0.058907	-0.4964	0.310588
34	-0.089645	-0.7554	0.226264
35	0.124918	1.0526	0.148051
36	-0.025109	-0.2116	0.416524
37	0.021256	0.1791	0.429181
38	-0.015622	-0.1316	0.447825
39	-0.015251	-0.1285	0.449054
40	-0.009144	-0.0771	0.4694
41	-0.004946	-0.0417	0.483437
42	-0.000405	-0.0034	0.498643
43	0.004476	0.0377	0.485009
44	0.005181	0.0437	0.482652
45	0.015467	0.1303	0.448339
46	-0.141234	-1.1901	0.118993
47	-0.010115	-0.0852	0.466159
48	-0.156757	-1.3209	0.095395

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)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code