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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 18 Mar 2014 05:10:55 -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/2014/Mar/18/t1395133908vr637cjmb0jcd1m.htm/, Retrieved Tue, 14 May 2024 21:30:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=234351, Retrieved Tue, 14 May 2024 21:30:06 +0000

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Estimated Impact

176

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

-       [(Partial) Autocorrelation Function] [Eigen reeks autoc...] [2014-03-18 09:10:55] [039056c9fef9ec579c259569ea14399c] [Current]
- R PD    [(Partial) Autocorrelation Function] [Autocorrelatie ei...] [2014-05-19 21:53:25] [74976ff3bfb104667fd389bfeeadbb92] 

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Dataseries X:

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Boxplots

0,45
0,44
0,42
0,43
0,43
0,47
0,47
0,47
0,47
0,48
0,48
0,48
0,49
0,49
0,47
0,5
0,51
0,5
0,49
0,5
0,51
0,51
0,5
0,53
0,5
0,49
0,46
0,46
0,47
0,49
0,5
0,5
0,51
0,5
0,52
0,5
0,48
0,47
0,43
0,42
0,45
0,5
0,52
0,52
0,51
0,52
0,52
0,51
0,51
0,51
0,48
0,49
0,47
0,51
0,5
0,51
0,51
0,52
0,51
0,52
0,48
0,49
0,47
0,44
0,44
0,47
0,51
0,51
0,52
0,52
0,52
0,52

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	'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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=234351&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=234351&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=234351&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	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.76159	6.4623	0
2	0.496539	4.2133	3.6e-05
3	0.181797	1.5426	0.063656
4	-0.018385	-0.156	0.438235
5	-0.1842	-1.563	0.06122
6	-0.230894	-1.9592	0.026981
7	-0.204719	-1.7371	0.043323
8	-0.111333	-0.9447	0.173989
9	-0.032301	-0.2741	0.392404
10	0.104847	0.8897	0.188307
11	0.219915	1.866	0.033055
12	0.276044	2.3423	0.010967
13	0.199819	1.6955	0.047148
14	0.055685	0.4725	0.318998
15	-0.133033	-1.1288	0.13136
16	-0.230789	-1.9583	0.027034
17	-0.271403	-2.3029	0.012087
18	-0.282758	-2.3993	0.009509
19	-0.277966	-2.3586	0.01053
20	-0.20955	-1.7781	0.039806
21	-0.109659	-0.9305	0.177614
22	0.040746	0.3457	0.365272
23	0.176249	1.4955	0.069574
24	0.343227	2.9124	0.002387
25	0.385426	3.2704	0.000825
26	0.271521	2.3039	0.012058
27	0.086665	0.7354	0.232248
28	-0.053058	-0.4502	0.326955
29	-0.155649	-1.3207	0.095387
30	-0.195988	-1.663	0.050328
31	-0.198373	-1.6832	0.048329
32	-0.115054	-0.9763	0.166101
33	-0.006067	-0.0515	0.479542
34	0.129834	1.1017	0.137135
35	0.226411	1.9212	0.029336
36	0.316084	2.6821	0.004534
37	0.262213	2.225	0.014609
38	0.154239	1.3088	0.097389
39	-0.025657	-0.2177	0.414136
40	-0.164284	-1.394	0.083803
41	-0.229893	-1.9507	0.027492
42	-0.232277	-1.9709	0.026288
43	-0.209815	-1.7803	0.039619
44	-0.17604	-1.4937	0.069806
45	-0.132744	-1.1264	0.131874
46	-0.061014	-0.5177	0.30312
47	-0.047524	-0.4033	0.343979
48	-0.010708	-0.0909	0.463929

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.76159 & 6.4623 & 0 \tabularnewline
2 & 0.496539 & 4.2133 & 3.6e-05 \tabularnewline
3 & 0.181797 & 1.5426 & 0.063656 \tabularnewline
4 & -0.018385 & -0.156 & 0.438235 \tabularnewline
5 & -0.1842 & -1.563 & 0.06122 \tabularnewline
6 & -0.230894 & -1.9592 & 0.026981 \tabularnewline
7 & -0.204719 & -1.7371 & 0.043323 \tabularnewline
8 & -0.111333 & -0.9447 & 0.173989 \tabularnewline
9 & -0.032301 & -0.2741 & 0.392404 \tabularnewline
10 & 0.104847 & 0.8897 & 0.188307 \tabularnewline
11 & 0.219915 & 1.866 & 0.033055 \tabularnewline
12 & 0.276044 & 2.3423 & 0.010967 \tabularnewline
13 & 0.199819 & 1.6955 & 0.047148 \tabularnewline
14 & 0.055685 & 0.4725 & 0.318998 \tabularnewline
15 & -0.133033 & -1.1288 & 0.13136 \tabularnewline
16 & -0.230789 & -1.9583 & 0.027034 \tabularnewline
17 & -0.271403 & -2.3029 & 0.012087 \tabularnewline
18 & -0.282758 & -2.3993 & 0.009509 \tabularnewline
19 & -0.277966 & -2.3586 & 0.01053 \tabularnewline
20 & -0.20955 & -1.7781 & 0.039806 \tabularnewline
21 & -0.109659 & -0.9305 & 0.177614 \tabularnewline
22 & 0.040746 & 0.3457 & 0.365272 \tabularnewline
23 & 0.176249 & 1.4955 & 0.069574 \tabularnewline
24 & 0.343227 & 2.9124 & 0.002387 \tabularnewline
25 & 0.385426 & 3.2704 & 0.000825 \tabularnewline
26 & 0.271521 & 2.3039 & 0.012058 \tabularnewline
27 & 0.086665 & 0.7354 & 0.232248 \tabularnewline
28 & -0.053058 & -0.4502 & 0.326955 \tabularnewline
29 & -0.155649 & -1.3207 & 0.095387 \tabularnewline
30 & -0.195988 & -1.663 & 0.050328 \tabularnewline
31 & -0.198373 & -1.6832 & 0.048329 \tabularnewline
32 & -0.115054 & -0.9763 & 0.166101 \tabularnewline
33 & -0.006067 & -0.0515 & 0.479542 \tabularnewline
34 & 0.129834 & 1.1017 & 0.137135 \tabularnewline
35 & 0.226411 & 1.9212 & 0.029336 \tabularnewline
36 & 0.316084 & 2.6821 & 0.004534 \tabularnewline
37 & 0.262213 & 2.225 & 0.014609 \tabularnewline
38 & 0.154239 & 1.3088 & 0.097389 \tabularnewline
39 & -0.025657 & -0.2177 & 0.414136 \tabularnewline
40 & -0.164284 & -1.394 & 0.083803 \tabularnewline
41 & -0.229893 & -1.9507 & 0.027492 \tabularnewline
42 & -0.232277 & -1.9709 & 0.026288 \tabularnewline
43 & -0.209815 & -1.7803 & 0.039619 \tabularnewline
44 & -0.17604 & -1.4937 & 0.069806 \tabularnewline
45 & -0.132744 & -1.1264 & 0.131874 \tabularnewline
46 & -0.061014 & -0.5177 & 0.30312 \tabularnewline
47 & -0.047524 & -0.4033 & 0.343979 \tabularnewline
48 & -0.010708 & -0.0909 & 0.463929 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=234351&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]0.76159[/C][C]6.4623[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.496539[/C][C]4.2133[/C][C]3.6e-05[/C][/ROW]
[ROW][C]3[/C][C]0.181797[/C][C]1.5426[/C][C]0.063656[/C][/ROW]
[ROW][C]4[/C][C]-0.018385[/C][C]-0.156[/C][C]0.438235[/C][/ROW]
[ROW][C]5[/C][C]-0.1842[/C][C]-1.563[/C][C]0.06122[/C][/ROW]
[ROW][C]6[/C][C]-0.230894[/C][C]-1.9592[/C][C]0.026981[/C][/ROW]
[ROW][C]7[/C][C]-0.204719[/C][C]-1.7371[/C][C]0.043323[/C][/ROW]
[ROW][C]8[/C][C]-0.111333[/C][C]-0.9447[/C][C]0.173989[/C][/ROW]
[ROW][C]9[/C][C]-0.032301[/C][C]-0.2741[/C][C]0.392404[/C][/ROW]
[ROW][C]10[/C][C]0.104847[/C][C]0.8897[/C][C]0.188307[/C][/ROW]
[ROW][C]11[/C][C]0.219915[/C][C]1.866[/C][C]0.033055[/C][/ROW]
[ROW][C]12[/C][C]0.276044[/C][C]2.3423[/C][C]0.010967[/C][/ROW]
[ROW][C]13[/C][C]0.199819[/C][C]1.6955[/C][C]0.047148[/C][/ROW]
[ROW][C]14[/C][C]0.055685[/C][C]0.4725[/C][C]0.318998[/C][/ROW]
[ROW][C]15[/C][C]-0.133033[/C][C]-1.1288[/C][C]0.13136[/C][/ROW]
[ROW][C]16[/C][C]-0.230789[/C][C]-1.9583[/C][C]0.027034[/C][/ROW]
[ROW][C]17[/C][C]-0.271403[/C][C]-2.3029[/C][C]0.012087[/C][/ROW]
[ROW][C]18[/C][C]-0.282758[/C][C]-2.3993[/C][C]0.009509[/C][/ROW]
[ROW][C]19[/C][C]-0.277966[/C][C]-2.3586[/C][C]0.01053[/C][/ROW]
[ROW][C]20[/C][C]-0.20955[/C][C]-1.7781[/C][C]0.039806[/C][/ROW]
[ROW][C]21[/C][C]-0.109659[/C][C]-0.9305[/C][C]0.177614[/C][/ROW]
[ROW][C]22[/C][C]0.040746[/C][C]0.3457[/C][C]0.365272[/C][/ROW]
[ROW][C]23[/C][C]0.176249[/C][C]1.4955[/C][C]0.069574[/C][/ROW]
[ROW][C]24[/C][C]0.343227[/C][C]2.9124[/C][C]0.002387[/C][/ROW]
[ROW][C]25[/C][C]0.385426[/C][C]3.2704[/C][C]0.000825[/C][/ROW]
[ROW][C]26[/C][C]0.271521[/C][C]2.3039[/C][C]0.012058[/C][/ROW]
[ROW][C]27[/C][C]0.086665[/C][C]0.7354[/C][C]0.232248[/C][/ROW]
[ROW][C]28[/C][C]-0.053058[/C][C]-0.4502[/C][C]0.326955[/C][/ROW]
[ROW][C]29[/C][C]-0.155649[/C][C]-1.3207[/C][C]0.095387[/C][/ROW]
[ROW][C]30[/C][C]-0.195988[/C][C]-1.663[/C][C]0.050328[/C][/ROW]
[ROW][C]31[/C][C]-0.198373[/C][C]-1.6832[/C][C]0.048329[/C][/ROW]
[ROW][C]32[/C][C]-0.115054[/C][C]-0.9763[/C][C]0.166101[/C][/ROW]
[ROW][C]33[/C][C]-0.006067[/C][C]-0.0515[/C][C]0.479542[/C][/ROW]
[ROW][C]34[/C][C]0.129834[/C][C]1.1017[/C][C]0.137135[/C][/ROW]
[ROW][C]35[/C][C]0.226411[/C][C]1.9212[/C][C]0.029336[/C][/ROW]
[ROW][C]36[/C][C]0.316084[/C][C]2.6821[/C][C]0.004534[/C][/ROW]
[ROW][C]37[/C][C]0.262213[/C][C]2.225[/C][C]0.014609[/C][/ROW]
[ROW][C]38[/C][C]0.154239[/C][C]1.3088[/C][C]0.097389[/C][/ROW]
[ROW][C]39[/C][C]-0.025657[/C][C]-0.2177[/C][C]0.414136[/C][/ROW]
[ROW][C]40[/C][C]-0.164284[/C][C]-1.394[/C][C]0.083803[/C][/ROW]
[ROW][C]41[/C][C]-0.229893[/C][C]-1.9507[/C][C]0.027492[/C][/ROW]
[ROW][C]42[/C][C]-0.232277[/C][C]-1.9709[/C][C]0.026288[/C][/ROW]
[ROW][C]43[/C][C]-0.209815[/C][C]-1.7803[/C][C]0.039619[/C][/ROW]
[ROW][C]44[/C][C]-0.17604[/C][C]-1.4937[/C][C]0.069806[/C][/ROW]
[ROW][C]45[/C][C]-0.132744[/C][C]-1.1264[/C][C]0.131874[/C][/ROW]
[ROW][C]46[/C][C]-0.061014[/C][C]-0.5177[/C][C]0.30312[/C][/ROW]
[ROW][C]47[/C][C]-0.047524[/C][C]-0.4033[/C][C]0.343979[/C][/ROW]
[ROW][C]48[/C][C]-0.010708[/C][C]-0.0909[/C][C]0.463929[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=234351&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=234351&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	0.76159	6.4623	0
2	0.496539	4.2133	3.6e-05
3	0.181797	1.5426	0.063656
4	-0.018385	-0.156	0.438235
5	-0.1842	-1.563	0.06122
6	-0.230894	-1.9592	0.026981
7	-0.204719	-1.7371	0.043323
8	-0.111333	-0.9447	0.173989
9	-0.032301	-0.2741	0.392404
10	0.104847	0.8897	0.188307
11	0.219915	1.866	0.033055
12	0.276044	2.3423	0.010967
13	0.199819	1.6955	0.047148
14	0.055685	0.4725	0.318998
15	-0.133033	-1.1288	0.13136
16	-0.230789	-1.9583	0.027034
17	-0.271403	-2.3029	0.012087
18	-0.282758	-2.3993	0.009509
19	-0.277966	-2.3586	0.01053
20	-0.20955	-1.7781	0.039806
21	-0.109659	-0.9305	0.177614
22	0.040746	0.3457	0.365272
23	0.176249	1.4955	0.069574
24	0.343227	2.9124	0.002387
25	0.385426	3.2704	0.000825
26	0.271521	2.3039	0.012058
27	0.086665	0.7354	0.232248
28	-0.053058	-0.4502	0.326955
29	-0.155649	-1.3207	0.095387
30	-0.195988	-1.663	0.050328
31	-0.198373	-1.6832	0.048329
32	-0.115054	-0.9763	0.166101
33	-0.006067	-0.0515	0.479542
34	0.129834	1.1017	0.137135
35	0.226411	1.9212	0.029336
36	0.316084	2.6821	0.004534
37	0.262213	2.225	0.014609
38	0.154239	1.3088	0.097389
39	-0.025657	-0.2177	0.414136
40	-0.164284	-1.394	0.083803
41	-0.229893	-1.9507	0.027492
42	-0.232277	-1.9709	0.026288
43	-0.209815	-1.7803	0.039619
44	-0.17604	-1.4937	0.069806
45	-0.132744	-1.1264	0.131874
46	-0.061014	-0.5177	0.30312
47	-0.047524	-0.4033	0.343979
48	-0.010708	-0.0909	0.463929

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.76159	6.4623	0
2	-0.19877	-1.6866	0.048002
3	-0.297848	-2.5273	0.006845
4	0.046017	0.3905	0.348671
5	-0.132447	-1.1238	0.132405
6	0.030691	0.2604	0.39764
7	0.062184	0.5277	0.299682
8	0.03208	0.2722	0.393121
9	-0.029936	-0.254	0.400102
10	0.195075	1.6553	0.051112
11	0.091795	0.7789	0.219294
12	-0.055315	-0.4694	0.320114
13	-0.146527	-1.2433	0.108892
14	-0.117419	-0.9963	0.161213
15	-0.12328	-1.0461	0.149515
16	0.113388	0.9621	0.169603
17	0.030836	0.2617	0.397168
18	-0.20241	-1.7175	0.045093
19	-0.09695	-0.8226	0.206712
20	0.077955	0.6615	0.25521
21	0.043764	0.3714	0.355733
22	0.136307	1.1566	0.125629
23	0.068192	0.5786	0.282324
24	0.17858	1.5153	0.067037
25	-0.004226	-0.0359	0.485748
26	-0.199488	-1.6927	0.047417
27	-0.024902	-0.2113	0.416623
28	0.063885	0.5421	0.294719
29	-0.03126	-0.2653	0.395786
30	0.015877	0.1347	0.446604
31	-0.002621	-0.0222	0.491159
32	0.053092	0.4505	0.326853
33	0.05663	0.4805	0.316157
34	0.048511	0.4116	0.340918
35	-0.082113	-0.6968	0.2441
36	0.05378	0.4563	0.32476
37	-0.121511	-1.0311	0.152983
38	0.006109	0.0518	0.479401
39	0.045639	0.3873	0.349854
40	-0.014493	-0.123	0.451235
41	0.011165	0.0947	0.462393
42	-0.057059	-0.4842	0.314869
43	0.00835	0.0708	0.471857
44	-0.074931	-0.6358	0.263457
45	-0.050856	-0.4315	0.333689
46	-0.03012	-0.2556	0.399503
47	-0.209253	-1.7756	0.040015
48	0.034896	0.2961	0.384004

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.76159 & 6.4623 & 0 \tabularnewline
2 & -0.19877 & -1.6866 & 0.048002 \tabularnewline
3 & -0.297848 & -2.5273 & 0.006845 \tabularnewline
4 & 0.046017 & 0.3905 & 0.348671 \tabularnewline
5 & -0.132447 & -1.1238 & 0.132405 \tabularnewline
6 & 0.030691 & 0.2604 & 0.39764 \tabularnewline
7 & 0.062184 & 0.5277 & 0.299682 \tabularnewline
8 & 0.03208 & 0.2722 & 0.393121 \tabularnewline
9 & -0.029936 & -0.254 & 0.400102 \tabularnewline
10 & 0.195075 & 1.6553 & 0.051112 \tabularnewline
11 & 0.091795 & 0.7789 & 0.219294 \tabularnewline
12 & -0.055315 & -0.4694 & 0.320114 \tabularnewline
13 & -0.146527 & -1.2433 & 0.108892 \tabularnewline
14 & -0.117419 & -0.9963 & 0.161213 \tabularnewline
15 & -0.12328 & -1.0461 & 0.149515 \tabularnewline
16 & 0.113388 & 0.9621 & 0.169603 \tabularnewline
17 & 0.030836 & 0.2617 & 0.397168 \tabularnewline
18 & -0.20241 & -1.7175 & 0.045093 \tabularnewline
19 & -0.09695 & -0.8226 & 0.206712 \tabularnewline
20 & 0.077955 & 0.6615 & 0.25521 \tabularnewline
21 & 0.043764 & 0.3714 & 0.355733 \tabularnewline
22 & 0.136307 & 1.1566 & 0.125629 \tabularnewline
23 & 0.068192 & 0.5786 & 0.282324 \tabularnewline
24 & 0.17858 & 1.5153 & 0.067037 \tabularnewline
25 & -0.004226 & -0.0359 & 0.485748 \tabularnewline
26 & -0.199488 & -1.6927 & 0.047417 \tabularnewline
27 & -0.024902 & -0.2113 & 0.416623 \tabularnewline
28 & 0.063885 & 0.5421 & 0.294719 \tabularnewline
29 & -0.03126 & -0.2653 & 0.395786 \tabularnewline
30 & 0.015877 & 0.1347 & 0.446604 \tabularnewline
31 & -0.002621 & -0.0222 & 0.491159 \tabularnewline
32 & 0.053092 & 0.4505 & 0.326853 \tabularnewline
33 & 0.05663 & 0.4805 & 0.316157 \tabularnewline
34 & 0.048511 & 0.4116 & 0.340918 \tabularnewline
35 & -0.082113 & -0.6968 & 0.2441 \tabularnewline
36 & 0.05378 & 0.4563 & 0.32476 \tabularnewline
37 & -0.121511 & -1.0311 & 0.152983 \tabularnewline
38 & 0.006109 & 0.0518 & 0.479401 \tabularnewline
39 & 0.045639 & 0.3873 & 0.349854 \tabularnewline
40 & -0.014493 & -0.123 & 0.451235 \tabularnewline
41 & 0.011165 & 0.0947 & 0.462393 \tabularnewline
42 & -0.057059 & -0.4842 & 0.314869 \tabularnewline
43 & 0.00835 & 0.0708 & 0.471857 \tabularnewline
44 & -0.074931 & -0.6358 & 0.263457 \tabularnewline
45 & -0.050856 & -0.4315 & 0.333689 \tabularnewline
46 & -0.03012 & -0.2556 & 0.399503 \tabularnewline
47 & -0.209253 & -1.7756 & 0.040015 \tabularnewline
48 & 0.034896 & 0.2961 & 0.384004 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=234351&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]0.76159[/C][C]6.4623[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.19877[/C][C]-1.6866[/C][C]0.048002[/C][/ROW]
[ROW][C]3[/C][C]-0.297848[/C][C]-2.5273[/C][C]0.006845[/C][/ROW]
[ROW][C]4[/C][C]0.046017[/C][C]0.3905[/C][C]0.348671[/C][/ROW]
[ROW][C]5[/C][C]-0.132447[/C][C]-1.1238[/C][C]0.132405[/C][/ROW]
[ROW][C]6[/C][C]0.030691[/C][C]0.2604[/C][C]0.39764[/C][/ROW]
[ROW][C]7[/C][C]0.062184[/C][C]0.5277[/C][C]0.299682[/C][/ROW]
[ROW][C]8[/C][C]0.03208[/C][C]0.2722[/C][C]0.393121[/C][/ROW]
[ROW][C]9[/C][C]-0.029936[/C][C]-0.254[/C][C]0.400102[/C][/ROW]
[ROW][C]10[/C][C]0.195075[/C][C]1.6553[/C][C]0.051112[/C][/ROW]
[ROW][C]11[/C][C]0.091795[/C][C]0.7789[/C][C]0.219294[/C][/ROW]
[ROW][C]12[/C][C]-0.055315[/C][C]-0.4694[/C][C]0.320114[/C][/ROW]
[ROW][C]13[/C][C]-0.146527[/C][C]-1.2433[/C][C]0.108892[/C][/ROW]
[ROW][C]14[/C][C]-0.117419[/C][C]-0.9963[/C][C]0.161213[/C][/ROW]
[ROW][C]15[/C][C]-0.12328[/C][C]-1.0461[/C][C]0.149515[/C][/ROW]
[ROW][C]16[/C][C]0.113388[/C][C]0.9621[/C][C]0.169603[/C][/ROW]
[ROW][C]17[/C][C]0.030836[/C][C]0.2617[/C][C]0.397168[/C][/ROW]
[ROW][C]18[/C][C]-0.20241[/C][C]-1.7175[/C][C]0.045093[/C][/ROW]
[ROW][C]19[/C][C]-0.09695[/C][C]-0.8226[/C][C]0.206712[/C][/ROW]
[ROW][C]20[/C][C]0.077955[/C][C]0.6615[/C][C]0.25521[/C][/ROW]
[ROW][C]21[/C][C]0.043764[/C][C]0.3714[/C][C]0.355733[/C][/ROW]
[ROW][C]22[/C][C]0.136307[/C][C]1.1566[/C][C]0.125629[/C][/ROW]
[ROW][C]23[/C][C]0.068192[/C][C]0.5786[/C][C]0.282324[/C][/ROW]
[ROW][C]24[/C][C]0.17858[/C][C]1.5153[/C][C]0.067037[/C][/ROW]
[ROW][C]25[/C][C]-0.004226[/C][C]-0.0359[/C][C]0.485748[/C][/ROW]
[ROW][C]26[/C][C]-0.199488[/C][C]-1.6927[/C][C]0.047417[/C][/ROW]
[ROW][C]27[/C][C]-0.024902[/C][C]-0.2113[/C][C]0.416623[/C][/ROW]
[ROW][C]28[/C][C]0.063885[/C][C]0.5421[/C][C]0.294719[/C][/ROW]
[ROW][C]29[/C][C]-0.03126[/C][C]-0.2653[/C][C]0.395786[/C][/ROW]
[ROW][C]30[/C][C]0.015877[/C][C]0.1347[/C][C]0.446604[/C][/ROW]
[ROW][C]31[/C][C]-0.002621[/C][C]-0.0222[/C][C]0.491159[/C][/ROW]
[ROW][C]32[/C][C]0.053092[/C][C]0.4505[/C][C]0.326853[/C][/ROW]
[ROW][C]33[/C][C]0.05663[/C][C]0.4805[/C][C]0.316157[/C][/ROW]
[ROW][C]34[/C][C]0.048511[/C][C]0.4116[/C][C]0.340918[/C][/ROW]
[ROW][C]35[/C][C]-0.082113[/C][C]-0.6968[/C][C]0.2441[/C][/ROW]
[ROW][C]36[/C][C]0.05378[/C][C]0.4563[/C][C]0.32476[/C][/ROW]
[ROW][C]37[/C][C]-0.121511[/C][C]-1.0311[/C][C]0.152983[/C][/ROW]
[ROW][C]38[/C][C]0.006109[/C][C]0.0518[/C][C]0.479401[/C][/ROW]
[ROW][C]39[/C][C]0.045639[/C][C]0.3873[/C][C]0.349854[/C][/ROW]
[ROW][C]40[/C][C]-0.014493[/C][C]-0.123[/C][C]0.451235[/C][/ROW]
[ROW][C]41[/C][C]0.011165[/C][C]0.0947[/C][C]0.462393[/C][/ROW]
[ROW][C]42[/C][C]-0.057059[/C][C]-0.4842[/C][C]0.314869[/C][/ROW]
[ROW][C]43[/C][C]0.00835[/C][C]0.0708[/C][C]0.471857[/C][/ROW]
[ROW][C]44[/C][C]-0.074931[/C][C]-0.6358[/C][C]0.263457[/C][/ROW]
[ROW][C]45[/C][C]-0.050856[/C][C]-0.4315[/C][C]0.333689[/C][/ROW]
[ROW][C]46[/C][C]-0.03012[/C][C]-0.2556[/C][C]0.399503[/C][/ROW]
[ROW][C]47[/C][C]-0.209253[/C][C]-1.7756[/C][C]0.040015[/C][/ROW]
[ROW][C]48[/C][C]0.034896[/C][C]0.2961[/C][C]0.384004[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=234351&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=234351&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	0.76159	6.4623	0
2	-0.19877	-1.6866	0.048002
3	-0.297848	-2.5273	0.006845
4	0.046017	0.3905	0.348671
5	-0.132447	-1.1238	0.132405
6	0.030691	0.2604	0.39764
7	0.062184	0.5277	0.299682
8	0.03208	0.2722	0.393121
9	-0.029936	-0.254	0.400102
10	0.195075	1.6553	0.051112
11	0.091795	0.7789	0.219294
12	-0.055315	-0.4694	0.320114
13	-0.146527	-1.2433	0.108892
14	-0.117419	-0.9963	0.161213
15	-0.12328	-1.0461	0.149515
16	0.113388	0.9621	0.169603
17	0.030836	0.2617	0.397168
18	-0.20241	-1.7175	0.045093
19	-0.09695	-0.8226	0.206712
20	0.077955	0.6615	0.25521
21	0.043764	0.3714	0.355733
22	0.136307	1.1566	0.125629
23	0.068192	0.5786	0.282324
24	0.17858	1.5153	0.067037
25	-0.004226	-0.0359	0.485748
26	-0.199488	-1.6927	0.047417
27	-0.024902	-0.2113	0.416623
28	0.063885	0.5421	0.294719
29	-0.03126	-0.2653	0.395786
30	0.015877	0.1347	0.446604
31	-0.002621	-0.0222	0.491159
32	0.053092	0.4505	0.326853
33	0.05663	0.4805	0.316157
34	0.048511	0.4116	0.340918
35	-0.082113	-0.6968	0.2441
36	0.05378	0.4563	0.32476
37	-0.121511	-1.0311	0.152983
38	0.006109	0.0518	0.479401
39	0.045639	0.3873	0.349854
40	-0.014493	-0.123	0.451235
41	0.011165	0.0947	0.462393
42	-0.057059	-0.4842	0.314869
43	0.00835	0.0708	0.471857
44	-0.074931	-0.6358	0.263457
45	-0.050856	-0.4315	0.333689
46	-0.03012	-0.2556	0.399503
47	-0.209253	-1.7756	0.040015
48	0.034896	0.2961	0.384004

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 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; 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