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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 16 Dec 2010 18:42:27 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/16/t12925248225pxhimzv1g8zftz.htm/, Retrieved Tue, 30 Apr 2024 03:48:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111167, Retrieved Tue, 30 Apr 2024 03:48:13 +0000

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User-defined keywords

Estimated Impact

155

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

-     [Multiple Regression] [Q1 The Seatbeltlaw] [2007-11-14 19:27:43] [8cd6641b921d30ebe00b648d1481bba0]
- RMPD  [Multiple Regression] [Seatbelt] [2009-11-12 13:54:52] [b98453cac15ba1066b407e146608df68]
-    D    [Multiple Regression] [WS7] [2009-11-18 17:01:04] [8b1aef4e7013bd33fbc2a5833375c5f5]
-   PD      [Multiple Regression] [WS7(2)] [2009-11-20 19:01:46] [7d268329e554b8694908ba13e6e6f258]
-   P         [Multiple Regression] [WS7(3)] [2009-11-21 10:22:47] [7d268329e554b8694908ba13e6e6f258]
-   PD          [Multiple Regression] [WS7(4)] [2009-11-21 10:55:20] [7d268329e554b8694908ba13e6e6f258]
- RMPD            [Univariate Data Series] [Niet-werkende wer...] [2009-11-25 19:16:52] [9717cb857c153ca3061376906953b329]
- RMP               [Univariate Explorative Data Analysis] [Univariate EDA] [2009-12-17 13:35:10] [9717cb857c153ca3061376906953b329]
-    D                [Univariate Explorative Data Analysis] [] [2010-12-16 18:32:59] [bcc4ad4a6c0f95d5b548de29638ac6c2]
- RMP                     [(Partial) Autocorrelation Function] [] [2010-12-16 18:42:27] [4e3652732e77bb1a104cdb5f8d687d01] [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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111167&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111167&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111167&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.886339	8.0749	0
2	0.69965	6.3741	0
3	0.577335	5.2598	1e-06
4	0.545959	4.9739	2e-06
5	0.567224	5.1677	1e-06
6	0.564237	5.1404	1e-06
7	0.517599	4.7155	5e-06
8	0.459588	4.187	3.5e-05
9	0.449515	4.0953	4.9e-05
10	0.511215	4.6574	6e-06
11	0.623736	5.6825	0
12	0.663984	6.0492	0
13	0.52482	4.7813	4e-06
14	0.332898	3.0328	0.001616
15	0.206423	1.8806	0.031766
16	0.166557	1.5174	0.066482
17	0.170445	1.5528	0.062134
18	0.151265	1.3781	0.085939
19	0.093482	0.8517	0.198426
20	0.031113	0.2835	0.388766
21	0.014156	0.129	0.448847
22	0.057557	0.5244	0.300711
23	0.136406	1.2427	0.108736
24	0.151482	1.3801	0.085635
25	0.022474	0.2047	0.419137
26	-0.144776	-1.319	0.095403
27	-0.246675	-2.2473	0.013637
28	-0.270856	-2.4676	0.007828
29	-0.255244	-2.3254	0.011246
30	-0.25951	-2.3642	0.010201
31	-0.295246	-2.6898	0.00432
32	-0.33128	-3.0181	0.001689
33	-0.325598	-2.9663	0.001968
34	-0.270249	-2.4621	0.007941
35	-0.18863	-1.7185	0.044717
36	-0.158905	-1.4477	0.075735
37	-0.241718	-2.2022	0.015214
38	-0.346942	-3.1608	0.001098
39	-0.396762	-3.6147	0.000257
40	-0.386246	-3.5189	0.000353
41	-0.350091	-3.1895	0.001006
42	-0.337565	-3.0754	0.001423
43	-0.348012	-3.1705	0.001066
44	-0.356991	-3.2523	0.000828
45	-0.332681	-3.0309	0.001626
46	-0.272643	-2.4839	0.007503
47	-0.199539	-1.8179	0.036345
48	-0.168109	-1.5315	0.064719

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.886339 & 8.0749 & 0 \tabularnewline
2 & 0.69965 & 6.3741 & 0 \tabularnewline
3 & 0.577335 & 5.2598 & 1e-06 \tabularnewline
4 & 0.545959 & 4.9739 & 2e-06 \tabularnewline
5 & 0.567224 & 5.1677 & 1e-06 \tabularnewline
6 & 0.564237 & 5.1404 & 1e-06 \tabularnewline
7 & 0.517599 & 4.7155 & 5e-06 \tabularnewline
8 & 0.459588 & 4.187 & 3.5e-05 \tabularnewline
9 & 0.449515 & 4.0953 & 4.9e-05 \tabularnewline
10 & 0.511215 & 4.6574 & 6e-06 \tabularnewline
11 & 0.623736 & 5.6825 & 0 \tabularnewline
12 & 0.663984 & 6.0492 & 0 \tabularnewline
13 & 0.52482 & 4.7813 & 4e-06 \tabularnewline
14 & 0.332898 & 3.0328 & 0.001616 \tabularnewline
15 & 0.206423 & 1.8806 & 0.031766 \tabularnewline
16 & 0.166557 & 1.5174 & 0.066482 \tabularnewline
17 & 0.170445 & 1.5528 & 0.062134 \tabularnewline
18 & 0.151265 & 1.3781 & 0.085939 \tabularnewline
19 & 0.093482 & 0.8517 & 0.198426 \tabularnewline
20 & 0.031113 & 0.2835 & 0.388766 \tabularnewline
21 & 0.014156 & 0.129 & 0.448847 \tabularnewline
22 & 0.057557 & 0.5244 & 0.300711 \tabularnewline
23 & 0.136406 & 1.2427 & 0.108736 \tabularnewline
24 & 0.151482 & 1.3801 & 0.085635 \tabularnewline
25 & 0.022474 & 0.2047 & 0.419137 \tabularnewline
26 & -0.144776 & -1.319 & 0.095403 \tabularnewline
27 & -0.246675 & -2.2473 & 0.013637 \tabularnewline
28 & -0.270856 & -2.4676 & 0.007828 \tabularnewline
29 & -0.255244 & -2.3254 & 0.011246 \tabularnewline
30 & -0.25951 & -2.3642 & 0.010201 \tabularnewline
31 & -0.295246 & -2.6898 & 0.00432 \tabularnewline
32 & -0.33128 & -3.0181 & 0.001689 \tabularnewline
33 & -0.325598 & -2.9663 & 0.001968 \tabularnewline
34 & -0.270249 & -2.4621 & 0.007941 \tabularnewline
35 & -0.18863 & -1.7185 & 0.044717 \tabularnewline
36 & -0.158905 & -1.4477 & 0.075735 \tabularnewline
37 & -0.241718 & -2.2022 & 0.015214 \tabularnewline
38 & -0.346942 & -3.1608 & 0.001098 \tabularnewline
39 & -0.396762 & -3.6147 & 0.000257 \tabularnewline
40 & -0.386246 & -3.5189 & 0.000353 \tabularnewline
41 & -0.350091 & -3.1895 & 0.001006 \tabularnewline
42 & -0.337565 & -3.0754 & 0.001423 \tabularnewline
43 & -0.348012 & -3.1705 & 0.001066 \tabularnewline
44 & -0.356991 & -3.2523 & 0.000828 \tabularnewline
45 & -0.332681 & -3.0309 & 0.001626 \tabularnewline
46 & -0.272643 & -2.4839 & 0.007503 \tabularnewline
47 & -0.199539 & -1.8179 & 0.036345 \tabularnewline
48 & -0.168109 & -1.5315 & 0.064719 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111167&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]0.886339[/C][C]8.0749[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.69965[/C][C]6.3741[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.577335[/C][C]5.2598[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.545959[/C][C]4.9739[/C][C]2e-06[/C][/ROW]
[ROW][C]5[/C][C]0.567224[/C][C]5.1677[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.564237[/C][C]5.1404[/C][C]1e-06[/C][/ROW]
[ROW][C]7[/C][C]0.517599[/C][C]4.7155[/C][C]5e-06[/C][/ROW]
[ROW][C]8[/C][C]0.459588[/C][C]4.187[/C][C]3.5e-05[/C][/ROW]
[ROW][C]9[/C][C]0.449515[/C][C]4.0953[/C][C]4.9e-05[/C][/ROW]
[ROW][C]10[/C][C]0.511215[/C][C]4.6574[/C][C]6e-06[/C][/ROW]
[ROW][C]11[/C][C]0.623736[/C][C]5.6825[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.663984[/C][C]6.0492[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.52482[/C][C]4.7813[/C][C]4e-06[/C][/ROW]
[ROW][C]14[/C][C]0.332898[/C][C]3.0328[/C][C]0.001616[/C][/ROW]
[ROW][C]15[/C][C]0.206423[/C][C]1.8806[/C][C]0.031766[/C][/ROW]
[ROW][C]16[/C][C]0.166557[/C][C]1.5174[/C][C]0.066482[/C][/ROW]
[ROW][C]17[/C][C]0.170445[/C][C]1.5528[/C][C]0.062134[/C][/ROW]
[ROW][C]18[/C][C]0.151265[/C][C]1.3781[/C][C]0.085939[/C][/ROW]
[ROW][C]19[/C][C]0.093482[/C][C]0.8517[/C][C]0.198426[/C][/ROW]
[ROW][C]20[/C][C]0.031113[/C][C]0.2835[/C][C]0.388766[/C][/ROW]
[ROW][C]21[/C][C]0.014156[/C][C]0.129[/C][C]0.448847[/C][/ROW]
[ROW][C]22[/C][C]0.057557[/C][C]0.5244[/C][C]0.300711[/C][/ROW]
[ROW][C]23[/C][C]0.136406[/C][C]1.2427[/C][C]0.108736[/C][/ROW]
[ROW][C]24[/C][C]0.151482[/C][C]1.3801[/C][C]0.085635[/C][/ROW]
[ROW][C]25[/C][C]0.022474[/C][C]0.2047[/C][C]0.419137[/C][/ROW]
[ROW][C]26[/C][C]-0.144776[/C][C]-1.319[/C][C]0.095403[/C][/ROW]
[ROW][C]27[/C][C]-0.246675[/C][C]-2.2473[/C][C]0.013637[/C][/ROW]
[ROW][C]28[/C][C]-0.270856[/C][C]-2.4676[/C][C]0.007828[/C][/ROW]
[ROW][C]29[/C][C]-0.255244[/C][C]-2.3254[/C][C]0.011246[/C][/ROW]
[ROW][C]30[/C][C]-0.25951[/C][C]-2.3642[/C][C]0.010201[/C][/ROW]
[ROW][C]31[/C][C]-0.295246[/C][C]-2.6898[/C][C]0.00432[/C][/ROW]
[ROW][C]32[/C][C]-0.33128[/C][C]-3.0181[/C][C]0.001689[/C][/ROW]
[ROW][C]33[/C][C]-0.325598[/C][C]-2.9663[/C][C]0.001968[/C][/ROW]
[ROW][C]34[/C][C]-0.270249[/C][C]-2.4621[/C][C]0.007941[/C][/ROW]
[ROW][C]35[/C][C]-0.18863[/C][C]-1.7185[/C][C]0.044717[/C][/ROW]
[ROW][C]36[/C][C]-0.158905[/C][C]-1.4477[/C][C]0.075735[/C][/ROW]
[ROW][C]37[/C][C]-0.241718[/C][C]-2.2022[/C][C]0.015214[/C][/ROW]
[ROW][C]38[/C][C]-0.346942[/C][C]-3.1608[/C][C]0.001098[/C][/ROW]
[ROW][C]39[/C][C]-0.396762[/C][C]-3.6147[/C][C]0.000257[/C][/ROW]
[ROW][C]40[/C][C]-0.386246[/C][C]-3.5189[/C][C]0.000353[/C][/ROW]
[ROW][C]41[/C][C]-0.350091[/C][C]-3.1895[/C][C]0.001006[/C][/ROW]
[ROW][C]42[/C][C]-0.337565[/C][C]-3.0754[/C][C]0.001423[/C][/ROW]
[ROW][C]43[/C][C]-0.348012[/C][C]-3.1705[/C][C]0.001066[/C][/ROW]
[ROW][C]44[/C][C]-0.356991[/C][C]-3.2523[/C][C]0.000828[/C][/ROW]
[ROW][C]45[/C][C]-0.332681[/C][C]-3.0309[/C][C]0.001626[/C][/ROW]
[ROW][C]46[/C][C]-0.272643[/C][C]-2.4839[/C][C]0.007503[/C][/ROW]
[ROW][C]47[/C][C]-0.199539[/C][C]-1.8179[/C][C]0.036345[/C][/ROW]
[ROW][C]48[/C][C]-0.168109[/C][C]-1.5315[/C][C]0.064719[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111167&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111167&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	0.886339	8.0749	0
2	0.69965	6.3741	0
3	0.577335	5.2598	1e-06
4	0.545959	4.9739	2e-06
5	0.567224	5.1677	1e-06
6	0.564237	5.1404	1e-06
7	0.517599	4.7155	5e-06
8	0.459588	4.187	3.5e-05
9	0.449515	4.0953	4.9e-05
10	0.511215	4.6574	6e-06
11	0.623736	5.6825	0
12	0.663984	6.0492	0
13	0.52482	4.7813	4e-06
14	0.332898	3.0328	0.001616
15	0.206423	1.8806	0.031766
16	0.166557	1.5174	0.066482
17	0.170445	1.5528	0.062134
18	0.151265	1.3781	0.085939
19	0.093482	0.8517	0.198426
20	0.031113	0.2835	0.388766
21	0.014156	0.129	0.448847
22	0.057557	0.5244	0.300711
23	0.136406	1.2427	0.108736
24	0.151482	1.3801	0.085635
25	0.022474	0.2047	0.419137
26	-0.144776	-1.319	0.095403
27	-0.246675	-2.2473	0.013637
28	-0.270856	-2.4676	0.007828
29	-0.255244	-2.3254	0.011246
30	-0.25951	-2.3642	0.010201
31	-0.295246	-2.6898	0.00432
32	-0.33128	-3.0181	0.001689
33	-0.325598	-2.9663	0.001968
34	-0.270249	-2.4621	0.007941
35	-0.18863	-1.7185	0.044717
36	-0.158905	-1.4477	0.075735
37	-0.241718	-2.2022	0.015214
38	-0.346942	-3.1608	0.001098
39	-0.396762	-3.6147	0.000257
40	-0.386246	-3.5189	0.000353
41	-0.350091	-3.1895	0.001006
42	-0.337565	-3.0754	0.001423
43	-0.348012	-3.1705	0.001066
44	-0.356991	-3.2523	0.000828
45	-0.332681	-3.0309	0.001626
46	-0.272643	-2.4839	0.007503
47	-0.199539	-1.8179	0.036345
48	-0.168109	-1.5315	0.064719

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.886339	8.0749	0
2	-0.400865	-3.6521	0.000227
3	0.355225	3.2363	0.00087
4	0.134248	1.2231	0.112385
5	0.135533	1.2348	0.110201
6	-0.099946	-0.9106	0.182584
7	0.041973	0.3824	0.351575
8	0.024388	0.2222	0.412359
9	0.215786	1.9659	0.026327
10	0.200662	1.8281	0.035562
11	0.313467	2.8558	0.002711
12	-0.317565	-2.8932	0.002435
13	-0.618202	-5.6321	0
14	0.121694	1.1087	0.135384
15	-0.112486	-1.0248	0.154219
16	-0.168172	-1.5321	0.064647
17	-0.058871	-0.5363	0.296579
18	0.086121	0.7846	0.217462
19	-0.089098	-0.8117	0.209638
20	-0.064697	-0.5894	0.278592
21	0.067114	0.6114	0.27129
22	-0.003676	-0.0335	0.486682
23	-0.110066	-1.0027	0.159448
24	0.093477	0.8516	0.198439
25	-0.066085	-0.6021	0.274387
26	-0.049209	-0.4483	0.327547
27	-0.004402	-0.0401	0.484052
28	-0.021335	-0.1944	0.423179
29	0.002931	0.0267	0.489379
30	-0.00779	-0.071	0.471798
31	0.056188	0.5119	0.305042
32	-0.028016	-0.2552	0.399586
33	0.022251	0.2027	0.419925
34	0.029804	0.2715	0.393332
35	0.0355	0.3234	0.373596
36	0.059662	0.5435	0.294105
37	0.078921	0.719	0.23708
38	0.093873	0.8552	0.197444
39	-0.047365	-0.4315	0.333605
40	-0.009413	-0.0858	0.465932
41	-0.041699	-0.3799	0.352497
42	-0.077398	-0.7051	0.241353
43	0.017591	0.1603	0.436532
44	-0.064183	-0.5847	0.280156
45	-0.062982	-0.5738	0.283831
46	-0.052338	-0.4768	0.317372
47	-0.081119	-0.739	0.230986
48	-0.001779	-0.0162	0.493555

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.886339 & 8.0749 & 0 \tabularnewline
2 & -0.400865 & -3.6521 & 0.000227 \tabularnewline
3 & 0.355225 & 3.2363 & 0.00087 \tabularnewline
4 & 0.134248 & 1.2231 & 0.112385 \tabularnewline
5 & 0.135533 & 1.2348 & 0.110201 \tabularnewline
6 & -0.099946 & -0.9106 & 0.182584 \tabularnewline
7 & 0.041973 & 0.3824 & 0.351575 \tabularnewline
8 & 0.024388 & 0.2222 & 0.412359 \tabularnewline
9 & 0.215786 & 1.9659 & 0.026327 \tabularnewline
10 & 0.200662 & 1.8281 & 0.035562 \tabularnewline
11 & 0.313467 & 2.8558 & 0.002711 \tabularnewline
12 & -0.317565 & -2.8932 & 0.002435 \tabularnewline
13 & -0.618202 & -5.6321 & 0 \tabularnewline
14 & 0.121694 & 1.1087 & 0.135384 \tabularnewline
15 & -0.112486 & -1.0248 & 0.154219 \tabularnewline
16 & -0.168172 & -1.5321 & 0.064647 \tabularnewline
17 & -0.058871 & -0.5363 & 0.296579 \tabularnewline
18 & 0.086121 & 0.7846 & 0.217462 \tabularnewline
19 & -0.089098 & -0.8117 & 0.209638 \tabularnewline
20 & -0.064697 & -0.5894 & 0.278592 \tabularnewline
21 & 0.067114 & 0.6114 & 0.27129 \tabularnewline
22 & -0.003676 & -0.0335 & 0.486682 \tabularnewline
23 & -0.110066 & -1.0027 & 0.159448 \tabularnewline
24 & 0.093477 & 0.8516 & 0.198439 \tabularnewline
25 & -0.066085 & -0.6021 & 0.274387 \tabularnewline
26 & -0.049209 & -0.4483 & 0.327547 \tabularnewline
27 & -0.004402 & -0.0401 & 0.484052 \tabularnewline
28 & -0.021335 & -0.1944 & 0.423179 \tabularnewline
29 & 0.002931 & 0.0267 & 0.489379 \tabularnewline
30 & -0.00779 & -0.071 & 0.471798 \tabularnewline
31 & 0.056188 & 0.5119 & 0.305042 \tabularnewline
32 & -0.028016 & -0.2552 & 0.399586 \tabularnewline
33 & 0.022251 & 0.2027 & 0.419925 \tabularnewline
34 & 0.029804 & 0.2715 & 0.393332 \tabularnewline
35 & 0.0355 & 0.3234 & 0.373596 \tabularnewline
36 & 0.059662 & 0.5435 & 0.294105 \tabularnewline
37 & 0.078921 & 0.719 & 0.23708 \tabularnewline
38 & 0.093873 & 0.8552 & 0.197444 \tabularnewline
39 & -0.047365 & -0.4315 & 0.333605 \tabularnewline
40 & -0.009413 & -0.0858 & 0.465932 \tabularnewline
41 & -0.041699 & -0.3799 & 0.352497 \tabularnewline
42 & -0.077398 & -0.7051 & 0.241353 \tabularnewline
43 & 0.017591 & 0.1603 & 0.436532 \tabularnewline
44 & -0.064183 & -0.5847 & 0.280156 \tabularnewline
45 & -0.062982 & -0.5738 & 0.283831 \tabularnewline
46 & -0.052338 & -0.4768 & 0.317372 \tabularnewline
47 & -0.081119 & -0.739 & 0.230986 \tabularnewline
48 & -0.001779 & -0.0162 & 0.493555 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111167&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]0.886339[/C][C]8.0749[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.400865[/C][C]-3.6521[/C][C]0.000227[/C][/ROW]
[ROW][C]3[/C][C]0.355225[/C][C]3.2363[/C][C]0.00087[/C][/ROW]
[ROW][C]4[/C][C]0.134248[/C][C]1.2231[/C][C]0.112385[/C][/ROW]
[ROW][C]5[/C][C]0.135533[/C][C]1.2348[/C][C]0.110201[/C][/ROW]
[ROW][C]6[/C][C]-0.099946[/C][C]-0.9106[/C][C]0.182584[/C][/ROW]
[ROW][C]7[/C][C]0.041973[/C][C]0.3824[/C][C]0.351575[/C][/ROW]
[ROW][C]8[/C][C]0.024388[/C][C]0.2222[/C][C]0.412359[/C][/ROW]
[ROW][C]9[/C][C]0.215786[/C][C]1.9659[/C][C]0.026327[/C][/ROW]
[ROW][C]10[/C][C]0.200662[/C][C]1.8281[/C][C]0.035562[/C][/ROW]
[ROW][C]11[/C][C]0.313467[/C][C]2.8558[/C][C]0.002711[/C][/ROW]
[ROW][C]12[/C][C]-0.317565[/C][C]-2.8932[/C][C]0.002435[/C][/ROW]
[ROW][C]13[/C][C]-0.618202[/C][C]-5.6321[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.121694[/C][C]1.1087[/C][C]0.135384[/C][/ROW]
[ROW][C]15[/C][C]-0.112486[/C][C]-1.0248[/C][C]0.154219[/C][/ROW]
[ROW][C]16[/C][C]-0.168172[/C][C]-1.5321[/C][C]0.064647[/C][/ROW]
[ROW][C]17[/C][C]-0.058871[/C][C]-0.5363[/C][C]0.296579[/C][/ROW]
[ROW][C]18[/C][C]0.086121[/C][C]0.7846[/C][C]0.217462[/C][/ROW]
[ROW][C]19[/C][C]-0.089098[/C][C]-0.8117[/C][C]0.209638[/C][/ROW]
[ROW][C]20[/C][C]-0.064697[/C][C]-0.5894[/C][C]0.278592[/C][/ROW]
[ROW][C]21[/C][C]0.067114[/C][C]0.6114[/C][C]0.27129[/C][/ROW]
[ROW][C]22[/C][C]-0.003676[/C][C]-0.0335[/C][C]0.486682[/C][/ROW]
[ROW][C]23[/C][C]-0.110066[/C][C]-1.0027[/C][C]0.159448[/C][/ROW]
[ROW][C]24[/C][C]0.093477[/C][C]0.8516[/C][C]0.198439[/C][/ROW]
[ROW][C]25[/C][C]-0.066085[/C][C]-0.6021[/C][C]0.274387[/C][/ROW]
[ROW][C]26[/C][C]-0.049209[/C][C]-0.4483[/C][C]0.327547[/C][/ROW]
[ROW][C]27[/C][C]-0.004402[/C][C]-0.0401[/C][C]0.484052[/C][/ROW]
[ROW][C]28[/C][C]-0.021335[/C][C]-0.1944[/C][C]0.423179[/C][/ROW]
[ROW][C]29[/C][C]0.002931[/C][C]0.0267[/C][C]0.489379[/C][/ROW]
[ROW][C]30[/C][C]-0.00779[/C][C]-0.071[/C][C]0.471798[/C][/ROW]
[ROW][C]31[/C][C]0.056188[/C][C]0.5119[/C][C]0.305042[/C][/ROW]
[ROW][C]32[/C][C]-0.028016[/C][C]-0.2552[/C][C]0.399586[/C][/ROW]
[ROW][C]33[/C][C]0.022251[/C][C]0.2027[/C][C]0.419925[/C][/ROW]
[ROW][C]34[/C][C]0.029804[/C][C]0.2715[/C][C]0.393332[/C][/ROW]
[ROW][C]35[/C][C]0.0355[/C][C]0.3234[/C][C]0.373596[/C][/ROW]
[ROW][C]36[/C][C]0.059662[/C][C]0.5435[/C][C]0.294105[/C][/ROW]
[ROW][C]37[/C][C]0.078921[/C][C]0.719[/C][C]0.23708[/C][/ROW]
[ROW][C]38[/C][C]0.093873[/C][C]0.8552[/C][C]0.197444[/C][/ROW]
[ROW][C]39[/C][C]-0.047365[/C][C]-0.4315[/C][C]0.333605[/C][/ROW]
[ROW][C]40[/C][C]-0.009413[/C][C]-0.0858[/C][C]0.465932[/C][/ROW]
[ROW][C]41[/C][C]-0.041699[/C][C]-0.3799[/C][C]0.352497[/C][/ROW]
[ROW][C]42[/C][C]-0.077398[/C][C]-0.7051[/C][C]0.241353[/C][/ROW]
[ROW][C]43[/C][C]0.017591[/C][C]0.1603[/C][C]0.436532[/C][/ROW]
[ROW][C]44[/C][C]-0.064183[/C][C]-0.5847[/C][C]0.280156[/C][/ROW]
[ROW][C]45[/C][C]-0.062982[/C][C]-0.5738[/C][C]0.283831[/C][/ROW]
[ROW][C]46[/C][C]-0.052338[/C][C]-0.4768[/C][C]0.317372[/C][/ROW]
[ROW][C]47[/C][C]-0.081119[/C][C]-0.739[/C][C]0.230986[/C][/ROW]
[ROW][C]48[/C][C]-0.001779[/C][C]-0.0162[/C][C]0.493555[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111167&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111167&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	0.886339	8.0749	0
2	-0.400865	-3.6521	0.000227
3	0.355225	3.2363	0.00087
4	0.134248	1.2231	0.112385
5	0.135533	1.2348	0.110201
6	-0.099946	-0.9106	0.182584
7	0.041973	0.3824	0.351575
8	0.024388	0.2222	0.412359
9	0.215786	1.9659	0.026327
10	0.200662	1.8281	0.035562
11	0.313467	2.8558	0.002711
12	-0.317565	-2.8932	0.002435
13	-0.618202	-5.6321	0
14	0.121694	1.1087	0.135384
15	-0.112486	-1.0248	0.154219
16	-0.168172	-1.5321	0.064647
17	-0.058871	-0.5363	0.296579
18	0.086121	0.7846	0.217462
19	-0.089098	-0.8117	0.209638
20	-0.064697	-0.5894	0.278592
21	0.067114	0.6114	0.27129
22	-0.003676	-0.0335	0.486682
23	-0.110066	-1.0027	0.159448
24	0.093477	0.8516	0.198439
25	-0.066085	-0.6021	0.274387
26	-0.049209	-0.4483	0.327547
27	-0.004402	-0.0401	0.484052
28	-0.021335	-0.1944	0.423179
29	0.002931	0.0267	0.489379
30	-0.00779	-0.071	0.471798
31	0.056188	0.5119	0.305042
32	-0.028016	-0.2552	0.399586
33	0.022251	0.2027	0.419925
34	0.029804	0.2715	0.393332
35	0.0355	0.3234	0.373596
36	0.059662	0.5435	0.294105
37	0.078921	0.719	0.23708
38	0.093873	0.8552	0.197444
39	-0.047365	-0.4315	0.333605
40	-0.009413	-0.0858	0.465932
41	-0.041699	-0.3799	0.352497
42	-0.077398	-0.7051	0.241353
43	0.017591	0.1603	0.436532
44	-0.064183	-0.5847	0.280156
45	-0.062982	-0.5738	0.283831
46	-0.052338	-0.4768	0.317372
47	-0.081119	-0.739	0.230986
48	-0.001779	-0.0162	0.493555

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