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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 19 Mar 2013 18:50:49 -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/19/t1363733541gqbg6swfrau66ny.htm/, Retrieved Sun, 28 Apr 2024 12:37:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=207966, Retrieved Sun, 28 Apr 2024 12:37:16 +0000

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

-       [(Partial) Autocorrelation Function] [autocorrelation b...] [2013-03-19 22:50:49] [86531c41dade6c5b3fb1cb68f8179a3e] [Current]

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Dataseries X:

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Histogram

Boxplots

2,27
2,35
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,54
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,66
2,93
2,93
2,93
2,93
2,93
2,93
2,93
2,93
2,93
2,93
2,93
2,93
2,93
3,07
3,07
3,07
3,07
3,07
3,07
3,07
3,07
3,07
3,07

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Sir Maurice George Kendall' @ kendall.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 & 3 seconds \tabularnewline
R Server & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207966&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207966&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207966&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	3 seconds
R Server	'Sir Maurice George Kendall' @ kendall.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.776689	6.0162	0
2	0.604781	4.6846	8e-06
3	0.49992	3.8724	0.000134
4	0.395059	3.0601	0.001653
5	0.290199	2.2479	0.014136
6	0.185338	1.4356	0.078152
7	0.080477	0.6234	0.267701
8	-0.024383	-0.1889	0.425415
9	-0.129244	-1.0011	0.160395
10	-0.234105	-1.8134	0.037389
11	-0.335011	-2.595	0.005937
12	-0.401633	-3.111	0.001426
13	-0.26069	-2.0193	0.023965
14	-0.212958	-1.6496	0.052129
15	-0.165226	-1.2798	0.102765
16	-0.117494	-0.9101	0.183205
17	-0.069762	-0.5404	0.29547
18	-0.02203	-0.1706	0.432539
19	0.025702	0.1991	0.421433
20	0.073434	0.5688	0.285801
21	0.121166	0.9386	0.175862
22	0.168898	1.3083	0.097884
23	0.21663	1.678	0.049273
24	0.230079	1.7822	0.03989
25	0.118975	0.9216	0.18022
26	0.07318	0.5668	0.286466
27	0.027384	0.2121	0.416368
28	-0.018412	-0.1426	0.443535
29	-0.064208	-0.4973	0.31038
30	-0.110003	-0.8521	0.198778
31	-0.155799	-1.2068	0.11612
32	-0.201595	-1.5615	0.061827
33	-0.247391	-1.9163	0.030048
34	-0.293186	-2.271	0.013374
35	-0.338982	-2.6257	0.005477
36	-0.299735	-2.3217	0.01183
37	-0.168045	-1.3017	0.099002
38	-0.145225	-1.1249	0.132554
39	-0.122405	-0.9481	0.17343
40	-0.099585	-0.7714	0.221754
41	-0.076765	-0.5946	0.277168
42	-0.053945	-0.4179	0.338773
43	-0.031125	-0.2411	0.405154
44	-0.008305	-0.0643	0.474462
45	0.014515	0.1124	0.455426
46	0.037336	0.2892	0.386713
47	0.060156	0.466	0.321464
48	-0.002067	-0.016	0.493638

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.776689 & 6.0162 & 0 \tabularnewline
2 & 0.604781 & 4.6846 & 8e-06 \tabularnewline
3 & 0.49992 & 3.8724 & 0.000134 \tabularnewline
4 & 0.395059 & 3.0601 & 0.001653 \tabularnewline
5 & 0.290199 & 2.2479 & 0.014136 \tabularnewline
6 & 0.185338 & 1.4356 & 0.078152 \tabularnewline
7 & 0.080477 & 0.6234 & 0.267701 \tabularnewline
8 & -0.024383 & -0.1889 & 0.425415 \tabularnewline
9 & -0.129244 & -1.0011 & 0.160395 \tabularnewline
10 & -0.234105 & -1.8134 & 0.037389 \tabularnewline
11 & -0.335011 & -2.595 & 0.005937 \tabularnewline
12 & -0.401633 & -3.111 & 0.001426 \tabularnewline
13 & -0.26069 & -2.0193 & 0.023965 \tabularnewline
14 & -0.212958 & -1.6496 & 0.052129 \tabularnewline
15 & -0.165226 & -1.2798 & 0.102765 \tabularnewline
16 & -0.117494 & -0.9101 & 0.183205 \tabularnewline
17 & -0.069762 & -0.5404 & 0.29547 \tabularnewline
18 & -0.02203 & -0.1706 & 0.432539 \tabularnewline
19 & 0.025702 & 0.1991 & 0.421433 \tabularnewline
20 & 0.073434 & 0.5688 & 0.285801 \tabularnewline
21 & 0.121166 & 0.9386 & 0.175862 \tabularnewline
22 & 0.168898 & 1.3083 & 0.097884 \tabularnewline
23 & 0.21663 & 1.678 & 0.049273 \tabularnewline
24 & 0.230079 & 1.7822 & 0.03989 \tabularnewline
25 & 0.118975 & 0.9216 & 0.18022 \tabularnewline
26 & 0.07318 & 0.5668 & 0.286466 \tabularnewline
27 & 0.027384 & 0.2121 & 0.416368 \tabularnewline
28 & -0.018412 & -0.1426 & 0.443535 \tabularnewline
29 & -0.064208 & -0.4973 & 0.31038 \tabularnewline
30 & -0.110003 & -0.8521 & 0.198778 \tabularnewline
31 & -0.155799 & -1.2068 & 0.11612 \tabularnewline
32 & -0.201595 & -1.5615 & 0.061827 \tabularnewline
33 & -0.247391 & -1.9163 & 0.030048 \tabularnewline
34 & -0.293186 & -2.271 & 0.013374 \tabularnewline
35 & -0.338982 & -2.6257 & 0.005477 \tabularnewline
36 & -0.299735 & -2.3217 & 0.01183 \tabularnewline
37 & -0.168045 & -1.3017 & 0.099002 \tabularnewline
38 & -0.145225 & -1.1249 & 0.132554 \tabularnewline
39 & -0.122405 & -0.9481 & 0.17343 \tabularnewline
40 & -0.099585 & -0.7714 & 0.221754 \tabularnewline
41 & -0.076765 & -0.5946 & 0.277168 \tabularnewline
42 & -0.053945 & -0.4179 & 0.338773 \tabularnewline
43 & -0.031125 & -0.2411 & 0.405154 \tabularnewline
44 & -0.008305 & -0.0643 & 0.474462 \tabularnewline
45 & 0.014515 & 0.1124 & 0.455426 \tabularnewline
46 & 0.037336 & 0.2892 & 0.386713 \tabularnewline
47 & 0.060156 & 0.466 & 0.321464 \tabularnewline
48 & -0.002067 & -0.016 & 0.493638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207966&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]0.776689[/C][C]6.0162[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.604781[/C][C]4.6846[/C][C]8e-06[/C][/ROW]
[ROW][C]3[/C][C]0.49992[/C][C]3.8724[/C][C]0.000134[/C][/ROW]
[ROW][C]4[/C][C]0.395059[/C][C]3.0601[/C][C]0.001653[/C][/ROW]
[ROW][C]5[/C][C]0.290199[/C][C]2.2479[/C][C]0.014136[/C][/ROW]
[ROW][C]6[/C][C]0.185338[/C][C]1.4356[/C][C]0.078152[/C][/ROW]
[ROW][C]7[/C][C]0.080477[/C][C]0.6234[/C][C]0.267701[/C][/ROW]
[ROW][C]8[/C][C]-0.024383[/C][C]-0.1889[/C][C]0.425415[/C][/ROW]
[ROW][C]9[/C][C]-0.129244[/C][C]-1.0011[/C][C]0.160395[/C][/ROW]
[ROW][C]10[/C][C]-0.234105[/C][C]-1.8134[/C][C]0.037389[/C][/ROW]
[ROW][C]11[/C][C]-0.335011[/C][C]-2.595[/C][C]0.005937[/C][/ROW]
[ROW][C]12[/C][C]-0.401633[/C][C]-3.111[/C][C]0.001426[/C][/ROW]
[ROW][C]13[/C][C]-0.26069[/C][C]-2.0193[/C][C]0.023965[/C][/ROW]
[ROW][C]14[/C][C]-0.212958[/C][C]-1.6496[/C][C]0.052129[/C][/ROW]
[ROW][C]15[/C][C]-0.165226[/C][C]-1.2798[/C][C]0.102765[/C][/ROW]
[ROW][C]16[/C][C]-0.117494[/C][C]-0.9101[/C][C]0.183205[/C][/ROW]
[ROW][C]17[/C][C]-0.069762[/C][C]-0.5404[/C][C]0.29547[/C][/ROW]
[ROW][C]18[/C][C]-0.02203[/C][C]-0.1706[/C][C]0.432539[/C][/ROW]
[ROW][C]19[/C][C]0.025702[/C][C]0.1991[/C][C]0.421433[/C][/ROW]
[ROW][C]20[/C][C]0.073434[/C][C]0.5688[/C][C]0.285801[/C][/ROW]
[ROW][C]21[/C][C]0.121166[/C][C]0.9386[/C][C]0.175862[/C][/ROW]
[ROW][C]22[/C][C]0.168898[/C][C]1.3083[/C][C]0.097884[/C][/ROW]
[ROW][C]23[/C][C]0.21663[/C][C]1.678[/C][C]0.049273[/C][/ROW]
[ROW][C]24[/C][C]0.230079[/C][C]1.7822[/C][C]0.03989[/C][/ROW]
[ROW][C]25[/C][C]0.118975[/C][C]0.9216[/C][C]0.18022[/C][/ROW]
[ROW][C]26[/C][C]0.07318[/C][C]0.5668[/C][C]0.286466[/C][/ROW]
[ROW][C]27[/C][C]0.027384[/C][C]0.2121[/C][C]0.416368[/C][/ROW]
[ROW][C]28[/C][C]-0.018412[/C][C]-0.1426[/C][C]0.443535[/C][/ROW]
[ROW][C]29[/C][C]-0.064208[/C][C]-0.4973[/C][C]0.31038[/C][/ROW]
[ROW][C]30[/C][C]-0.110003[/C][C]-0.8521[/C][C]0.198778[/C][/ROW]
[ROW][C]31[/C][C]-0.155799[/C][C]-1.2068[/C][C]0.11612[/C][/ROW]
[ROW][C]32[/C][C]-0.201595[/C][C]-1.5615[/C][C]0.061827[/C][/ROW]
[ROW][C]33[/C][C]-0.247391[/C][C]-1.9163[/C][C]0.030048[/C][/ROW]
[ROW][C]34[/C][C]-0.293186[/C][C]-2.271[/C][C]0.013374[/C][/ROW]
[ROW][C]35[/C][C]-0.338982[/C][C]-2.6257[/C][C]0.005477[/C][/ROW]
[ROW][C]36[/C][C]-0.299735[/C][C]-2.3217[/C][C]0.01183[/C][/ROW]
[ROW][C]37[/C][C]-0.168045[/C][C]-1.3017[/C][C]0.099002[/C][/ROW]
[ROW][C]38[/C][C]-0.145225[/C][C]-1.1249[/C][C]0.132554[/C][/ROW]
[ROW][C]39[/C][C]-0.122405[/C][C]-0.9481[/C][C]0.17343[/C][/ROW]
[ROW][C]40[/C][C]-0.099585[/C][C]-0.7714[/C][C]0.221754[/C][/ROW]
[ROW][C]41[/C][C]-0.076765[/C][C]-0.5946[/C][C]0.277168[/C][/ROW]
[ROW][C]42[/C][C]-0.053945[/C][C]-0.4179[/C][C]0.338773[/C][/ROW]
[ROW][C]43[/C][C]-0.031125[/C][C]-0.2411[/C][C]0.405154[/C][/ROW]
[ROW][C]44[/C][C]-0.008305[/C][C]-0.0643[/C][C]0.474462[/C][/ROW]
[ROW][C]45[/C][C]0.014515[/C][C]0.1124[/C][C]0.455426[/C][/ROW]
[ROW][C]46[/C][C]0.037336[/C][C]0.2892[/C][C]0.386713[/C][/ROW]
[ROW][C]47[/C][C]0.060156[/C][C]0.466[/C][C]0.321464[/C][/ROW]
[ROW][C]48[/C][C]-0.002067[/C][C]-0.016[/C][C]0.493638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207966&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207966&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	0.776689	6.0162	0
2	0.604781	4.6846	8e-06
3	0.49992	3.8724	0.000134
4	0.395059	3.0601	0.001653
5	0.290199	2.2479	0.014136
6	0.185338	1.4356	0.078152
7	0.080477	0.6234	0.267701
8	-0.024383	-0.1889	0.425415
9	-0.129244	-1.0011	0.160395
10	-0.234105	-1.8134	0.037389
11	-0.335011	-2.595	0.005937
12	-0.401633	-3.111	0.001426
13	-0.26069	-2.0193	0.023965
14	-0.212958	-1.6496	0.052129
15	-0.165226	-1.2798	0.102765
16	-0.117494	-0.9101	0.183205
17	-0.069762	-0.5404	0.29547
18	-0.02203	-0.1706	0.432539
19	0.025702	0.1991	0.421433
20	0.073434	0.5688	0.285801
21	0.121166	0.9386	0.175862
22	0.168898	1.3083	0.097884
23	0.21663	1.678	0.049273
24	0.230079	1.7822	0.03989
25	0.118975	0.9216	0.18022
26	0.07318	0.5668	0.286466
27	0.027384	0.2121	0.416368
28	-0.018412	-0.1426	0.443535
29	-0.064208	-0.4973	0.31038
30	-0.110003	-0.8521	0.198778
31	-0.155799	-1.2068	0.11612
32	-0.201595	-1.5615	0.061827
33	-0.247391	-1.9163	0.030048
34	-0.293186	-2.271	0.013374
35	-0.338982	-2.6257	0.005477
36	-0.299735	-2.3217	0.01183
37	-0.168045	-1.3017	0.099002
38	-0.145225	-1.1249	0.132554
39	-0.122405	-0.9481	0.17343
40	-0.099585	-0.7714	0.221754
41	-0.076765	-0.5946	0.277168
42	-0.053945	-0.4179	0.338773
43	-0.031125	-0.2411	0.405154
44	-0.008305	-0.0643	0.474462
45	0.014515	0.1124	0.455426
46	0.037336	0.2892	0.386713
47	0.060156	0.466	0.321464
48	-0.002067	-0.016	0.493638

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.776689	6.0162	0
2	0.003867	0.03	0.488102
3	0.07311	0.5663	0.286648
4	-0.041796	-0.3238	0.373625
5	-0.051799	-0.4012	0.344836
6	-0.076187	-0.5901	0.278656
7	-0.087143	-0.675	0.251132
8	-0.0997	-0.7723	0.221493
9	-0.112117	-0.8685	0.194304
10	-0.127159	-0.985	0.164297
11	-0.135429	-1.049	0.149186
12	-0.070781	-0.5483	0.292772
13	0.435579	3.374	0.000651
14	-0.092548	-0.7169	0.238116
15	0.129811	1.0055	0.159343
16	-0.039002	-0.3021	0.381807
17	0.014441	0.1119	0.455653
18	-0.03208	-0.2485	0.402302
19	-0.019973	-0.1547	0.438785
20	-0.028719	-0.2225	0.412357
21	-0.01447	-0.1121	0.455565
22	0.003568	0.0276	0.489021
23	0.072665	0.5629	0.287814
24	0.022523	0.1745	0.431045
25	-0.09875	-0.7649	0.223662
26	-0.063453	-0.4915	0.312432
27	-0.010702	-0.0829	0.467104
28	-0.063632	-0.4929	0.311945
29	-0.018329	-0.142	0.443788
30	-0.046161	-0.3576	0.360964
31	-0.025332	-0.1962	0.42255
32	-0.03387	-0.2624	0.396974
33	-0.02575	-0.1995	0.42129
34	-0.040499	-0.3137	0.377416
35	-0.074621	-0.578	0.282709
36	0.116565	0.9029	0.185093
37	0.117297	0.9086	0.183604
38	-0.09421	-0.7297	0.234193
39	-0.02338	-0.1811	0.428449
40	-0.088628	-0.6865	0.247519
41	-0.044254	-0.3428	0.366476
42	-0.06639	-0.5143	0.304482
43	-0.042637	-0.3303	0.371174
44	-0.044885	-0.3477	0.36465
45	-0.029615	-0.2294	0.409671
46	0.004771	0.037	0.485323
47	0.052181	0.4042	0.343753
48	-0.057313	-0.4439	0.32934

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.776689 & 6.0162 & 0 \tabularnewline
2 & 0.003867 & 0.03 & 0.488102 \tabularnewline
3 & 0.07311 & 0.5663 & 0.286648 \tabularnewline
4 & -0.041796 & -0.3238 & 0.373625 \tabularnewline
5 & -0.051799 & -0.4012 & 0.344836 \tabularnewline
6 & -0.076187 & -0.5901 & 0.278656 \tabularnewline
7 & -0.087143 & -0.675 & 0.251132 \tabularnewline
8 & -0.0997 & -0.7723 & 0.221493 \tabularnewline
9 & -0.112117 & -0.8685 & 0.194304 \tabularnewline
10 & -0.127159 & -0.985 & 0.164297 \tabularnewline
11 & -0.135429 & -1.049 & 0.149186 \tabularnewline
12 & -0.070781 & -0.5483 & 0.292772 \tabularnewline
13 & 0.435579 & 3.374 & 0.000651 \tabularnewline
14 & -0.092548 & -0.7169 & 0.238116 \tabularnewline
15 & 0.129811 & 1.0055 & 0.159343 \tabularnewline
16 & -0.039002 & -0.3021 & 0.381807 \tabularnewline
17 & 0.014441 & 0.1119 & 0.455653 \tabularnewline
18 & -0.03208 & -0.2485 & 0.402302 \tabularnewline
19 & -0.019973 & -0.1547 & 0.438785 \tabularnewline
20 & -0.028719 & -0.2225 & 0.412357 \tabularnewline
21 & -0.01447 & -0.1121 & 0.455565 \tabularnewline
22 & 0.003568 & 0.0276 & 0.489021 \tabularnewline
23 & 0.072665 & 0.5629 & 0.287814 \tabularnewline
24 & 0.022523 & 0.1745 & 0.431045 \tabularnewline
25 & -0.09875 & -0.7649 & 0.223662 \tabularnewline
26 & -0.063453 & -0.4915 & 0.312432 \tabularnewline
27 & -0.010702 & -0.0829 & 0.467104 \tabularnewline
28 & -0.063632 & -0.4929 & 0.311945 \tabularnewline
29 & -0.018329 & -0.142 & 0.443788 \tabularnewline
30 & -0.046161 & -0.3576 & 0.360964 \tabularnewline
31 & -0.025332 & -0.1962 & 0.42255 \tabularnewline
32 & -0.03387 & -0.2624 & 0.396974 \tabularnewline
33 & -0.02575 & -0.1995 & 0.42129 \tabularnewline
34 & -0.040499 & -0.3137 & 0.377416 \tabularnewline
35 & -0.074621 & -0.578 & 0.282709 \tabularnewline
36 & 0.116565 & 0.9029 & 0.185093 \tabularnewline
37 & 0.117297 & 0.9086 & 0.183604 \tabularnewline
38 & -0.09421 & -0.7297 & 0.234193 \tabularnewline
39 & -0.02338 & -0.1811 & 0.428449 \tabularnewline
40 & -0.088628 & -0.6865 & 0.247519 \tabularnewline
41 & -0.044254 & -0.3428 & 0.366476 \tabularnewline
42 & -0.06639 & -0.5143 & 0.304482 \tabularnewline
43 & -0.042637 & -0.3303 & 0.371174 \tabularnewline
44 & -0.044885 & -0.3477 & 0.36465 \tabularnewline
45 & -0.029615 & -0.2294 & 0.409671 \tabularnewline
46 & 0.004771 & 0.037 & 0.485323 \tabularnewline
47 & 0.052181 & 0.4042 & 0.343753 \tabularnewline
48 & -0.057313 & -0.4439 & 0.32934 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207966&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]0.776689[/C][C]6.0162[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.003867[/C][C]0.03[/C][C]0.488102[/C][/ROW]
[ROW][C]3[/C][C]0.07311[/C][C]0.5663[/C][C]0.286648[/C][/ROW]
[ROW][C]4[/C][C]-0.041796[/C][C]-0.3238[/C][C]0.373625[/C][/ROW]
[ROW][C]5[/C][C]-0.051799[/C][C]-0.4012[/C][C]0.344836[/C][/ROW]
[ROW][C]6[/C][C]-0.076187[/C][C]-0.5901[/C][C]0.278656[/C][/ROW]
[ROW][C]7[/C][C]-0.087143[/C][C]-0.675[/C][C]0.251132[/C][/ROW]
[ROW][C]8[/C][C]-0.0997[/C][C]-0.7723[/C][C]0.221493[/C][/ROW]
[ROW][C]9[/C][C]-0.112117[/C][C]-0.8685[/C][C]0.194304[/C][/ROW]
[ROW][C]10[/C][C]-0.127159[/C][C]-0.985[/C][C]0.164297[/C][/ROW]
[ROW][C]11[/C][C]-0.135429[/C][C]-1.049[/C][C]0.149186[/C][/ROW]
[ROW][C]12[/C][C]-0.070781[/C][C]-0.5483[/C][C]0.292772[/C][/ROW]
[ROW][C]13[/C][C]0.435579[/C][C]3.374[/C][C]0.000651[/C][/ROW]
[ROW][C]14[/C][C]-0.092548[/C][C]-0.7169[/C][C]0.238116[/C][/ROW]
[ROW][C]15[/C][C]0.129811[/C][C]1.0055[/C][C]0.159343[/C][/ROW]
[ROW][C]16[/C][C]-0.039002[/C][C]-0.3021[/C][C]0.381807[/C][/ROW]
[ROW][C]17[/C][C]0.014441[/C][C]0.1119[/C][C]0.455653[/C][/ROW]
[ROW][C]18[/C][C]-0.03208[/C][C]-0.2485[/C][C]0.402302[/C][/ROW]
[ROW][C]19[/C][C]-0.019973[/C][C]-0.1547[/C][C]0.438785[/C][/ROW]
[ROW][C]20[/C][C]-0.028719[/C][C]-0.2225[/C][C]0.412357[/C][/ROW]
[ROW][C]21[/C][C]-0.01447[/C][C]-0.1121[/C][C]0.455565[/C][/ROW]
[ROW][C]22[/C][C]0.003568[/C][C]0.0276[/C][C]0.489021[/C][/ROW]
[ROW][C]23[/C][C]0.072665[/C][C]0.5629[/C][C]0.287814[/C][/ROW]
[ROW][C]24[/C][C]0.022523[/C][C]0.1745[/C][C]0.431045[/C][/ROW]
[ROW][C]25[/C][C]-0.09875[/C][C]-0.7649[/C][C]0.223662[/C][/ROW]
[ROW][C]26[/C][C]-0.063453[/C][C]-0.4915[/C][C]0.312432[/C][/ROW]
[ROW][C]27[/C][C]-0.010702[/C][C]-0.0829[/C][C]0.467104[/C][/ROW]
[ROW][C]28[/C][C]-0.063632[/C][C]-0.4929[/C][C]0.311945[/C][/ROW]
[ROW][C]29[/C][C]-0.018329[/C][C]-0.142[/C][C]0.443788[/C][/ROW]
[ROW][C]30[/C][C]-0.046161[/C][C]-0.3576[/C][C]0.360964[/C][/ROW]
[ROW][C]31[/C][C]-0.025332[/C][C]-0.1962[/C][C]0.42255[/C][/ROW]
[ROW][C]32[/C][C]-0.03387[/C][C]-0.2624[/C][C]0.396974[/C][/ROW]
[ROW][C]33[/C][C]-0.02575[/C][C]-0.1995[/C][C]0.42129[/C][/ROW]
[ROW][C]34[/C][C]-0.040499[/C][C]-0.3137[/C][C]0.377416[/C][/ROW]
[ROW][C]35[/C][C]-0.074621[/C][C]-0.578[/C][C]0.282709[/C][/ROW]
[ROW][C]36[/C][C]0.116565[/C][C]0.9029[/C][C]0.185093[/C][/ROW]
[ROW][C]37[/C][C]0.117297[/C][C]0.9086[/C][C]0.183604[/C][/ROW]
[ROW][C]38[/C][C]-0.09421[/C][C]-0.7297[/C][C]0.234193[/C][/ROW]
[ROW][C]39[/C][C]-0.02338[/C][C]-0.1811[/C][C]0.428449[/C][/ROW]
[ROW][C]40[/C][C]-0.088628[/C][C]-0.6865[/C][C]0.247519[/C][/ROW]
[ROW][C]41[/C][C]-0.044254[/C][C]-0.3428[/C][C]0.366476[/C][/ROW]
[ROW][C]42[/C][C]-0.06639[/C][C]-0.5143[/C][C]0.304482[/C][/ROW]
[ROW][C]43[/C][C]-0.042637[/C][C]-0.3303[/C][C]0.371174[/C][/ROW]
[ROW][C]44[/C][C]-0.044885[/C][C]-0.3477[/C][C]0.36465[/C][/ROW]
[ROW][C]45[/C][C]-0.029615[/C][C]-0.2294[/C][C]0.409671[/C][/ROW]
[ROW][C]46[/C][C]0.004771[/C][C]0.037[/C][C]0.485323[/C][/ROW]
[ROW][C]47[/C][C]0.052181[/C][C]0.4042[/C][C]0.343753[/C][/ROW]
[ROW][C]48[/C][C]-0.057313[/C][C]-0.4439[/C][C]0.32934[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207966&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207966&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	0.776689	6.0162	0
2	0.003867	0.03	0.488102
3	0.07311	0.5663	0.286648
4	-0.041796	-0.3238	0.373625
5	-0.051799	-0.4012	0.344836
6	-0.076187	-0.5901	0.278656
7	-0.087143	-0.675	0.251132
8	-0.0997	-0.7723	0.221493
9	-0.112117	-0.8685	0.194304
10	-0.127159	-0.985	0.164297
11	-0.135429	-1.049	0.149186
12	-0.070781	-0.5483	0.292772
13	0.435579	3.374	0.000651
14	-0.092548	-0.7169	0.238116
15	0.129811	1.0055	0.159343
16	-0.039002	-0.3021	0.381807
17	0.014441	0.1119	0.455653
18	-0.03208	-0.2485	0.402302
19	-0.019973	-0.1547	0.438785
20	-0.028719	-0.2225	0.412357
21	-0.01447	-0.1121	0.455565
22	0.003568	0.0276	0.489021
23	0.072665	0.5629	0.287814
24	0.022523	0.1745	0.431045
25	-0.09875	-0.7649	0.223662
26	-0.063453	-0.4915	0.312432
27	-0.010702	-0.0829	0.467104
28	-0.063632	-0.4929	0.311945
29	-0.018329	-0.142	0.443788
30	-0.046161	-0.3576	0.360964
31	-0.025332	-0.1962	0.42255
32	-0.03387	-0.2624	0.396974
33	-0.02575	-0.1995	0.42129
34	-0.040499	-0.3137	0.377416
35	-0.074621	-0.578	0.282709
36	0.116565	0.9029	0.185093
37	0.117297	0.9086	0.183604
38	-0.09421	-0.7297	0.234193
39	-0.02338	-0.1811	0.428449
40	-0.088628	-0.6865	0.247519
41	-0.044254	-0.3428	0.366476
42	-0.06639	-0.5143	0.304482
43	-0.042637	-0.3303	0.371174
44	-0.044885	-0.3477	0.36465
45	-0.029615	-0.2294	0.409671
46	0.004771	0.037	0.485323
47	0.052181	0.4042	0.343753
48	-0.057313	-0.4439	0.32934

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 = 0.0 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 0.0 ; par3 = 0 ; 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)
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