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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 14 Aug 2017 14:23:05 +0200

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Aug/14/t1502713690ao0du2fa9ygn6xs.htm/, Retrieved Sun, 12 May 2024 23:32:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=307215, Retrieved Sun, 12 May 2024 23:32:58 +0000

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103

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-       [(Partial) Autocorrelation Function] [omzet nietjesmachine] [2017-08-14 12:23:05] [ff90ea2d7baa48124a9630d5b785d73f] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=307215&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

2 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=307215&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=307215&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.216906	-2.3662	0.009794
2	-0.052827	-0.5763	0.282758
3	-0.144728	-1.5788	0.058519
4	0.067033	0.7312	0.233035
5	-0.127179	-1.3874	0.083963
6	0.05057	0.5516	0.291112
7	-0.084742	-0.9244	0.178566
8	0.084979	0.927	0.177899
9	-0.162055	-1.7678	0.039828
10	-0.0398	-0.4342	0.332476
11	-0.178014	-1.9419	0.027256
12	0.824288	8.9919	0
13	-0.222699	-2.4294	0.00831
14	-0.040343	-0.4401	0.330336
15	-0.126437	-1.3793	0.085199
16	0.071258	0.7773	0.219252
17	-0.148908	-1.6244	0.053469
18	0.078667	0.8582	0.196265
19	-0.087466	-0.9541	0.170974
20	0.093311	1.0179	0.155396
21	-0.122622	-1.3376	0.091781
22	-0.020635	-0.2251	0.411143
23	-0.146841	-1.6018	0.055921
24	0.675921	7.3734	0
25	-0.227425	-2.4809	0.007251
26	-0.032956	-0.3595	0.359925
27	-0.105104	-1.1466	0.126934
28	0.066524	0.7257	0.234725
29	-0.166075	-1.8117	0.03628
30	0.10462	1.1413	0.128024
31	-0.071965	-0.785	0.216994
32	0.086994	0.949	0.172274
33	-0.110953	-1.2104	0.114271
34	-0.009771	-0.1066	0.457646
35	-0.106316	-1.1598	0.124233
36	0.538593	5.8754	0
37	-0.216558	-2.3624	0.009891
38	-0.033417	-0.3645	0.358053
39	-0.080526	-0.8784	0.19074
40	0.018628	0.2032	0.419661
41	-0.174393	-1.9024	0.029768
42	0.110792	1.2086	0.114607
43	-0.049793	-0.5432	0.294011
44	0.094965	1.0359	0.151164
45	-0.089998	-0.9818	0.164104
46	-0.015308	-0.167	0.433829
47	-0.057284	-0.6249	0.266618
48	0.413157	4.507	8e-06

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.216906 & -2.3662 & 0.009794 \tabularnewline
2 & -0.052827 & -0.5763 & 0.282758 \tabularnewline
3 & -0.144728 & -1.5788 & 0.058519 \tabularnewline
4 & 0.067033 & 0.7312 & 0.233035 \tabularnewline
5 & -0.127179 & -1.3874 & 0.083963 \tabularnewline
6 & 0.05057 & 0.5516 & 0.291112 \tabularnewline
7 & -0.084742 & -0.9244 & 0.178566 \tabularnewline
8 & 0.084979 & 0.927 & 0.177899 \tabularnewline
9 & -0.162055 & -1.7678 & 0.039828 \tabularnewline
10 & -0.0398 & -0.4342 & 0.332476 \tabularnewline
11 & -0.178014 & -1.9419 & 0.027256 \tabularnewline
12 & 0.824288 & 8.9919 & 0 \tabularnewline
13 & -0.222699 & -2.4294 & 0.00831 \tabularnewline
14 & -0.040343 & -0.4401 & 0.330336 \tabularnewline
15 & -0.126437 & -1.3793 & 0.085199 \tabularnewline
16 & 0.071258 & 0.7773 & 0.219252 \tabularnewline
17 & -0.148908 & -1.6244 & 0.053469 \tabularnewline
18 & 0.078667 & 0.8582 & 0.196265 \tabularnewline
19 & -0.087466 & -0.9541 & 0.170974 \tabularnewline
20 & 0.093311 & 1.0179 & 0.155396 \tabularnewline
21 & -0.122622 & -1.3376 & 0.091781 \tabularnewline
22 & -0.020635 & -0.2251 & 0.411143 \tabularnewline
23 & -0.146841 & -1.6018 & 0.055921 \tabularnewline
24 & 0.675921 & 7.3734 & 0 \tabularnewline
25 & -0.227425 & -2.4809 & 0.007251 \tabularnewline
26 & -0.032956 & -0.3595 & 0.359925 \tabularnewline
27 & -0.105104 & -1.1466 & 0.126934 \tabularnewline
28 & 0.066524 & 0.7257 & 0.234725 \tabularnewline
29 & -0.166075 & -1.8117 & 0.03628 \tabularnewline
30 & 0.10462 & 1.1413 & 0.128024 \tabularnewline
31 & -0.071965 & -0.785 & 0.216994 \tabularnewline
32 & 0.086994 & 0.949 & 0.172274 \tabularnewline
33 & -0.110953 & -1.2104 & 0.114271 \tabularnewline
34 & -0.009771 & -0.1066 & 0.457646 \tabularnewline
35 & -0.106316 & -1.1598 & 0.124233 \tabularnewline
36 & 0.538593 & 5.8754 & 0 \tabularnewline
37 & -0.216558 & -2.3624 & 0.009891 \tabularnewline
38 & -0.033417 & -0.3645 & 0.358053 \tabularnewline
39 & -0.080526 & -0.8784 & 0.19074 \tabularnewline
40 & 0.018628 & 0.2032 & 0.419661 \tabularnewline
41 & -0.174393 & -1.9024 & 0.029768 \tabularnewline
42 & 0.110792 & 1.2086 & 0.114607 \tabularnewline
43 & -0.049793 & -0.5432 & 0.294011 \tabularnewline
44 & 0.094965 & 1.0359 & 0.151164 \tabularnewline
45 & -0.089998 & -0.9818 & 0.164104 \tabularnewline
46 & -0.015308 & -0.167 & 0.433829 \tabularnewline
47 & -0.057284 & -0.6249 & 0.266618 \tabularnewline
48 & 0.413157 & 4.507 & 8e-06 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=307215&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]-0.216906[/C][C]-2.3662[/C][C]0.009794[/C][/ROW]
[ROW][C]2[/C][C]-0.052827[/C][C]-0.5763[/C][C]0.282758[/C][/ROW]
[ROW][C]3[/C][C]-0.144728[/C][C]-1.5788[/C][C]0.058519[/C][/ROW]
[ROW][C]4[/C][C]0.067033[/C][C]0.7312[/C][C]0.233035[/C][/ROW]
[ROW][C]5[/C][C]-0.127179[/C][C]-1.3874[/C][C]0.083963[/C][/ROW]
[ROW][C]6[/C][C]0.05057[/C][C]0.5516[/C][C]0.291112[/C][/ROW]
[ROW][C]7[/C][C]-0.084742[/C][C]-0.9244[/C][C]0.178566[/C][/ROW]
[ROW][C]8[/C][C]0.084979[/C][C]0.927[/C][C]0.177899[/C][/ROW]
[ROW][C]9[/C][C]-0.162055[/C][C]-1.7678[/C][C]0.039828[/C][/ROW]
[ROW][C]10[/C][C]-0.0398[/C][C]-0.4342[/C][C]0.332476[/C][/ROW]
[ROW][C]11[/C][C]-0.178014[/C][C]-1.9419[/C][C]0.027256[/C][/ROW]
[ROW][C]12[/C][C]0.824288[/C][C]8.9919[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.222699[/C][C]-2.4294[/C][C]0.00831[/C][/ROW]
[ROW][C]14[/C][C]-0.040343[/C][C]-0.4401[/C][C]0.330336[/C][/ROW]
[ROW][C]15[/C][C]-0.126437[/C][C]-1.3793[/C][C]0.085199[/C][/ROW]
[ROW][C]16[/C][C]0.071258[/C][C]0.7773[/C][C]0.219252[/C][/ROW]
[ROW][C]17[/C][C]-0.148908[/C][C]-1.6244[/C][C]0.053469[/C][/ROW]
[ROW][C]18[/C][C]0.078667[/C][C]0.8582[/C][C]0.196265[/C][/ROW]
[ROW][C]19[/C][C]-0.087466[/C][C]-0.9541[/C][C]0.170974[/C][/ROW]
[ROW][C]20[/C][C]0.093311[/C][C]1.0179[/C][C]0.155396[/C][/ROW]
[ROW][C]21[/C][C]-0.122622[/C][C]-1.3376[/C][C]0.091781[/C][/ROW]
[ROW][C]22[/C][C]-0.020635[/C][C]-0.2251[/C][C]0.411143[/C][/ROW]
[ROW][C]23[/C][C]-0.146841[/C][C]-1.6018[/C][C]0.055921[/C][/ROW]
[ROW][C]24[/C][C]0.675921[/C][C]7.3734[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.227425[/C][C]-2.4809[/C][C]0.007251[/C][/ROW]
[ROW][C]26[/C][C]-0.032956[/C][C]-0.3595[/C][C]0.359925[/C][/ROW]
[ROW][C]27[/C][C]-0.105104[/C][C]-1.1466[/C][C]0.126934[/C][/ROW]
[ROW][C]28[/C][C]0.066524[/C][C]0.7257[/C][C]0.234725[/C][/ROW]
[ROW][C]29[/C][C]-0.166075[/C][C]-1.8117[/C][C]0.03628[/C][/ROW]
[ROW][C]30[/C][C]0.10462[/C][C]1.1413[/C][C]0.128024[/C][/ROW]
[ROW][C]31[/C][C]-0.071965[/C][C]-0.785[/C][C]0.216994[/C][/ROW]
[ROW][C]32[/C][C]0.086994[/C][C]0.949[/C][C]0.172274[/C][/ROW]
[ROW][C]33[/C][C]-0.110953[/C][C]-1.2104[/C][C]0.114271[/C][/ROW]
[ROW][C]34[/C][C]-0.009771[/C][C]-0.1066[/C][C]0.457646[/C][/ROW]
[ROW][C]35[/C][C]-0.106316[/C][C]-1.1598[/C][C]0.124233[/C][/ROW]
[ROW][C]36[/C][C]0.538593[/C][C]5.8754[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]-0.216558[/C][C]-2.3624[/C][C]0.009891[/C][/ROW]
[ROW][C]38[/C][C]-0.033417[/C][C]-0.3645[/C][C]0.358053[/C][/ROW]
[ROW][C]39[/C][C]-0.080526[/C][C]-0.8784[/C][C]0.19074[/C][/ROW]
[ROW][C]40[/C][C]0.018628[/C][C]0.2032[/C][C]0.419661[/C][/ROW]
[ROW][C]41[/C][C]-0.174393[/C][C]-1.9024[/C][C]0.029768[/C][/ROW]
[ROW][C]42[/C][C]0.110792[/C][C]1.2086[/C][C]0.114607[/C][/ROW]
[ROW][C]43[/C][C]-0.049793[/C][C]-0.5432[/C][C]0.294011[/C][/ROW]
[ROW][C]44[/C][C]0.094965[/C][C]1.0359[/C][C]0.151164[/C][/ROW]
[ROW][C]45[/C][C]-0.089998[/C][C]-0.9818[/C][C]0.164104[/C][/ROW]
[ROW][C]46[/C][C]-0.015308[/C][C]-0.167[/C][C]0.433829[/C][/ROW]
[ROW][C]47[/C][C]-0.057284[/C][C]-0.6249[/C][C]0.266618[/C][/ROW]
[ROW][C]48[/C][C]0.413157[/C][C]4.507[/C][C]8e-06[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=307215&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=307215&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	-0.216906	-2.3662	0.009794
2	-0.052827	-0.5763	0.282758
3	-0.144728	-1.5788	0.058519
4	0.067033	0.7312	0.233035
5	-0.127179	-1.3874	0.083963
6	0.05057	0.5516	0.291112
7	-0.084742	-0.9244	0.178566
8	0.084979	0.927	0.177899
9	-0.162055	-1.7678	0.039828
10	-0.0398	-0.4342	0.332476
11	-0.178014	-1.9419	0.027256
12	0.824288	8.9919	0
13	-0.222699	-2.4294	0.00831
14	-0.040343	-0.4401	0.330336
15	-0.126437	-1.3793	0.085199
16	0.071258	0.7773	0.219252
17	-0.148908	-1.6244	0.053469
18	0.078667	0.8582	0.196265
19	-0.087466	-0.9541	0.170974
20	0.093311	1.0179	0.155396
21	-0.122622	-1.3376	0.091781
22	-0.020635	-0.2251	0.411143
23	-0.146841	-1.6018	0.055921
24	0.675921	7.3734	0
25	-0.227425	-2.4809	0.007251
26	-0.032956	-0.3595	0.359925
27	-0.105104	-1.1466	0.126934
28	0.066524	0.7257	0.234725
29	-0.166075	-1.8117	0.03628
30	0.10462	1.1413	0.128024
31	-0.071965	-0.785	0.216994
32	0.086994	0.949	0.172274
33	-0.110953	-1.2104	0.114271
34	-0.009771	-0.1066	0.457646
35	-0.106316	-1.1598	0.124233
36	0.538593	5.8754	0
37	-0.216558	-2.3624	0.009891
38	-0.033417	-0.3645	0.358053
39	-0.080526	-0.8784	0.19074
40	0.018628	0.2032	0.419661
41	-0.174393	-1.9024	0.029768
42	0.110792	1.2086	0.114607
43	-0.049793	-0.5432	0.294011
44	0.094965	1.0359	0.151164
45	-0.089998	-0.9818	0.164104
46	-0.015308	-0.167	0.433829
47	-0.057284	-0.6249	0.266618
48	0.413157	4.507	8e-06

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.216906	-2.3662	0.009794
2	-0.104807	-1.1433	0.127603
3	-0.191113	-2.0848	0.019613
4	-0.021979	-0.2398	0.405463
5	-0.161887	-1.766	0.039982
6	-0.047081	-0.5136	0.304244
7	-0.123989	-1.3526	0.089381
8	-0.013633	-0.1487	0.441014
9	-0.190288	-2.0758	0.020033
10	-0.202374	-2.2076	0.014593
11	-0.356777	-3.892	8.2e-05
12	0.754905	8.235	0
13	0.022631	0.2469	0.402713
14	0.022006	0.2401	0.40535
15	-0.014819	-0.1617	0.435924
16	0.043267	0.472	0.318899
17	0.008468	0.0924	0.463279
18	0.07716	0.8417	0.200818
19	-0.100726	-1.0988	0.137039
20	-0.019258	-0.2101	0.416982
21	0.140163	1.529	0.064459
22	0.053431	0.5829	0.280543
23	0.021185	0.2311	0.408818
24	-0.006015	-0.0656	0.473895
25	-0.016166	-0.1763	0.430161
26	0.003922	0.0428	0.482974
27	0.0437	0.4767	0.317222
28	-0.046821	-0.5108	0.305233
29	-0.04663	-0.5087	0.305962
30	0.02574	0.2808	0.38968
31	0.071147	0.7761	0.21961
32	-0.010283	-0.1122	0.455439
33	-0.060151	-0.6562	0.256492
34	-0.048444	-0.5285	0.299081
35	0.058722	0.6406	0.261514
36	-0.025592	-0.2792	0.390299
37	0.00155	0.0169	0.493268
38	-0.081776	-0.8921	0.187078
39	0.006203	0.0677	0.473082
40	-0.12315	-1.3434	0.090847
41	-0.043859	-0.4784	0.316605
42	-0.129025	-1.4075	0.080943
43	-0.025571	-0.2789	0.390385
44	0.015936	0.1738	0.431143
45	0.019651	0.2144	0.415315
46	-0.090472	-0.9869	0.162839
47	0.040273	0.4393	0.330609
48	-0.056761	-0.6192	0.268489

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.216906 & -2.3662 & 0.009794 \tabularnewline
2 & -0.104807 & -1.1433 & 0.127603 \tabularnewline
3 & -0.191113 & -2.0848 & 0.019613 \tabularnewline
4 & -0.021979 & -0.2398 & 0.405463 \tabularnewline
5 & -0.161887 & -1.766 & 0.039982 \tabularnewline
6 & -0.047081 & -0.5136 & 0.304244 \tabularnewline
7 & -0.123989 & -1.3526 & 0.089381 \tabularnewline
8 & -0.013633 & -0.1487 & 0.441014 \tabularnewline
9 & -0.190288 & -2.0758 & 0.020033 \tabularnewline
10 & -0.202374 & -2.2076 & 0.014593 \tabularnewline
11 & -0.356777 & -3.892 & 8.2e-05 \tabularnewline
12 & 0.754905 & 8.235 & 0 \tabularnewline
13 & 0.022631 & 0.2469 & 0.402713 \tabularnewline
14 & 0.022006 & 0.2401 & 0.40535 \tabularnewline
15 & -0.014819 & -0.1617 & 0.435924 \tabularnewline
16 & 0.043267 & 0.472 & 0.318899 \tabularnewline
17 & 0.008468 & 0.0924 & 0.463279 \tabularnewline
18 & 0.07716 & 0.8417 & 0.200818 \tabularnewline
19 & -0.100726 & -1.0988 & 0.137039 \tabularnewline
20 & -0.019258 & -0.2101 & 0.416982 \tabularnewline
21 & 0.140163 & 1.529 & 0.064459 \tabularnewline
22 & 0.053431 & 0.5829 & 0.280543 \tabularnewline
23 & 0.021185 & 0.2311 & 0.408818 \tabularnewline
24 & -0.006015 & -0.0656 & 0.473895 \tabularnewline
25 & -0.016166 & -0.1763 & 0.430161 \tabularnewline
26 & 0.003922 & 0.0428 & 0.482974 \tabularnewline
27 & 0.0437 & 0.4767 & 0.317222 \tabularnewline
28 & -0.046821 & -0.5108 & 0.305233 \tabularnewline
29 & -0.04663 & -0.5087 & 0.305962 \tabularnewline
30 & 0.02574 & 0.2808 & 0.38968 \tabularnewline
31 & 0.071147 & 0.7761 & 0.21961 \tabularnewline
32 & -0.010283 & -0.1122 & 0.455439 \tabularnewline
33 & -0.060151 & -0.6562 & 0.256492 \tabularnewline
34 & -0.048444 & -0.5285 & 0.299081 \tabularnewline
35 & 0.058722 & 0.6406 & 0.261514 \tabularnewline
36 & -0.025592 & -0.2792 & 0.390299 \tabularnewline
37 & 0.00155 & 0.0169 & 0.493268 \tabularnewline
38 & -0.081776 & -0.8921 & 0.187078 \tabularnewline
39 & 0.006203 & 0.0677 & 0.473082 \tabularnewline
40 & -0.12315 & -1.3434 & 0.090847 \tabularnewline
41 & -0.043859 & -0.4784 & 0.316605 \tabularnewline
42 & -0.129025 & -1.4075 & 0.080943 \tabularnewline
43 & -0.025571 & -0.2789 & 0.390385 \tabularnewline
44 & 0.015936 & 0.1738 & 0.431143 \tabularnewline
45 & 0.019651 & 0.2144 & 0.415315 \tabularnewline
46 & -0.090472 & -0.9869 & 0.162839 \tabularnewline
47 & 0.040273 & 0.4393 & 0.330609 \tabularnewline
48 & -0.056761 & -0.6192 & 0.268489 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=307215&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]-0.216906[/C][C]-2.3662[/C][C]0.009794[/C][/ROW]
[ROW][C]2[/C][C]-0.104807[/C][C]-1.1433[/C][C]0.127603[/C][/ROW]
[ROW][C]3[/C][C]-0.191113[/C][C]-2.0848[/C][C]0.019613[/C][/ROW]
[ROW][C]4[/C][C]-0.021979[/C][C]-0.2398[/C][C]0.405463[/C][/ROW]
[ROW][C]5[/C][C]-0.161887[/C][C]-1.766[/C][C]0.039982[/C][/ROW]
[ROW][C]6[/C][C]-0.047081[/C][C]-0.5136[/C][C]0.304244[/C][/ROW]
[ROW][C]7[/C][C]-0.123989[/C][C]-1.3526[/C][C]0.089381[/C][/ROW]
[ROW][C]8[/C][C]-0.013633[/C][C]-0.1487[/C][C]0.441014[/C][/ROW]
[ROW][C]9[/C][C]-0.190288[/C][C]-2.0758[/C][C]0.020033[/C][/ROW]
[ROW][C]10[/C][C]-0.202374[/C][C]-2.2076[/C][C]0.014593[/C][/ROW]
[ROW][C]11[/C][C]-0.356777[/C][C]-3.892[/C][C]8.2e-05[/C][/ROW]
[ROW][C]12[/C][C]0.754905[/C][C]8.235[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.022631[/C][C]0.2469[/C][C]0.402713[/C][/ROW]
[ROW][C]14[/C][C]0.022006[/C][C]0.2401[/C][C]0.40535[/C][/ROW]
[ROW][C]15[/C][C]-0.014819[/C][C]-0.1617[/C][C]0.435924[/C][/ROW]
[ROW][C]16[/C][C]0.043267[/C][C]0.472[/C][C]0.318899[/C][/ROW]
[ROW][C]17[/C][C]0.008468[/C][C]0.0924[/C][C]0.463279[/C][/ROW]
[ROW][C]18[/C][C]0.07716[/C][C]0.8417[/C][C]0.200818[/C][/ROW]
[ROW][C]19[/C][C]-0.100726[/C][C]-1.0988[/C][C]0.137039[/C][/ROW]
[ROW][C]20[/C][C]-0.019258[/C][C]-0.2101[/C][C]0.416982[/C][/ROW]
[ROW][C]21[/C][C]0.140163[/C][C]1.529[/C][C]0.064459[/C][/ROW]
[ROW][C]22[/C][C]0.053431[/C][C]0.5829[/C][C]0.280543[/C][/ROW]
[ROW][C]23[/C][C]0.021185[/C][C]0.2311[/C][C]0.408818[/C][/ROW]
[ROW][C]24[/C][C]-0.006015[/C][C]-0.0656[/C][C]0.473895[/C][/ROW]
[ROW][C]25[/C][C]-0.016166[/C][C]-0.1763[/C][C]0.430161[/C][/ROW]
[ROW][C]26[/C][C]0.003922[/C][C]0.0428[/C][C]0.482974[/C][/ROW]
[ROW][C]27[/C][C]0.0437[/C][C]0.4767[/C][C]0.317222[/C][/ROW]
[ROW][C]28[/C][C]-0.046821[/C][C]-0.5108[/C][C]0.305233[/C][/ROW]
[ROW][C]29[/C][C]-0.04663[/C][C]-0.5087[/C][C]0.305962[/C][/ROW]
[ROW][C]30[/C][C]0.02574[/C][C]0.2808[/C][C]0.38968[/C][/ROW]
[ROW][C]31[/C][C]0.071147[/C][C]0.7761[/C][C]0.21961[/C][/ROW]
[ROW][C]32[/C][C]-0.010283[/C][C]-0.1122[/C][C]0.455439[/C][/ROW]
[ROW][C]33[/C][C]-0.060151[/C][C]-0.6562[/C][C]0.256492[/C][/ROW]
[ROW][C]34[/C][C]-0.048444[/C][C]-0.5285[/C][C]0.299081[/C][/ROW]
[ROW][C]35[/C][C]0.058722[/C][C]0.6406[/C][C]0.261514[/C][/ROW]
[ROW][C]36[/C][C]-0.025592[/C][C]-0.2792[/C][C]0.390299[/C][/ROW]
[ROW][C]37[/C][C]0.00155[/C][C]0.0169[/C][C]0.493268[/C][/ROW]
[ROW][C]38[/C][C]-0.081776[/C][C]-0.8921[/C][C]0.187078[/C][/ROW]
[ROW][C]39[/C][C]0.006203[/C][C]0.0677[/C][C]0.473082[/C][/ROW]
[ROW][C]40[/C][C]-0.12315[/C][C]-1.3434[/C][C]0.090847[/C][/ROW]
[ROW][C]41[/C][C]-0.043859[/C][C]-0.4784[/C][C]0.316605[/C][/ROW]
[ROW][C]42[/C][C]-0.129025[/C][C]-1.4075[/C][C]0.080943[/C][/ROW]
[ROW][C]43[/C][C]-0.025571[/C][C]-0.2789[/C][C]0.390385[/C][/ROW]
[ROW][C]44[/C][C]0.015936[/C][C]0.1738[/C][C]0.431143[/C][/ROW]
[ROW][C]45[/C][C]0.019651[/C][C]0.2144[/C][C]0.415315[/C][/ROW]
[ROW][C]46[/C][C]-0.090472[/C][C]-0.9869[/C][C]0.162839[/C][/ROW]
[ROW][C]47[/C][C]0.040273[/C][C]0.4393[/C][C]0.330609[/C][/ROW]
[ROW][C]48[/C][C]-0.056761[/C][C]-0.6192[/C][C]0.268489[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=307215&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=307215&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	-0.216906	-2.3662	0.009794
2	-0.104807	-1.1433	0.127603
3	-0.191113	-2.0848	0.019613
4	-0.021979	-0.2398	0.405463
5	-0.161887	-1.766	0.039982
6	-0.047081	-0.5136	0.304244
7	-0.123989	-1.3526	0.089381
8	-0.013633	-0.1487	0.441014
9	-0.190288	-2.0758	0.020033
10	-0.202374	-2.2076	0.014593
11	-0.356777	-3.892	8.2e-05
12	0.754905	8.235	0
13	0.022631	0.2469	0.402713
14	0.022006	0.2401	0.40535
15	-0.014819	-0.1617	0.435924
16	0.043267	0.472	0.318899
17	0.008468	0.0924	0.463279
18	0.07716	0.8417	0.200818
19	-0.100726	-1.0988	0.137039
20	-0.019258	-0.2101	0.416982
21	0.140163	1.529	0.064459
22	0.053431	0.5829	0.280543
23	0.021185	0.2311	0.408818
24	-0.006015	-0.0656	0.473895
25	-0.016166	-0.1763	0.430161
26	0.003922	0.0428	0.482974
27	0.0437	0.4767	0.317222
28	-0.046821	-0.5108	0.305233
29	-0.04663	-0.5087	0.305962
30	0.02574	0.2808	0.38968
31	0.071147	0.7761	0.21961
32	-0.010283	-0.1122	0.455439
33	-0.060151	-0.6562	0.256492
34	-0.048444	-0.5285	0.299081
35	0.058722	0.6406	0.261514
36	-0.025592	-0.2792	0.390299
37	0.00155	0.0169	0.493268
38	-0.081776	-0.8921	0.187078
39	0.006203	0.0677	0.473082
40	-0.12315	-1.3434	0.090847
41	-0.043859	-0.4784	0.316605
42	-0.129025	-1.4075	0.080943
43	-0.025571	-0.2789	0.390385
44	0.015936	0.1738	0.431143
45	0.019651	0.2144	0.415315
46	-0.090472	-0.9869	0.162839
47	0.040273	0.4393	0.330609
48	-0.056761	-0.6192	0.268489

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):

Parameters (R input):

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

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

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,'ACF(k)',header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,'PACF(k)',header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code