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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 19 Dec 2010 16:24:34 +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/19/t1292775759zvw1sydqw2cfcqd.htm/, Retrieved Tue, 30 Apr 2024 03:47:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112572, Retrieved Tue, 30 Apr 2024 03:47:11 +0000

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User-defined keywords

Estimated Impact

169

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]
-   PD              [Univariate Data Series] [] [2010-12-16 17:58:43] [bcc4ad4a6c0f95d5b548de29638ac6c2]
-   PD                [Univariate Data Series] [] [2010-12-19 14:40:10] [bcc4ad4a6c0f95d5b548de29638ac6c2]
- RMP                     [(Partial) Autocorrelation Function] [] [2010-12-19 16:24:34] [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	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112572&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112572&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112572&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.275878	2.4982	0.007241
2	-0.253947	-2.2996	0.012007
3	-0.347989	-3.1512	0.001135
4	-0.238175	-2.1568	0.016976
5	0.09492	0.8595	0.196274
6	0.219758	1.99	0.024962
7	0.106041	0.9602	0.169878
8	-0.198344	-1.7961	0.038082
9	-0.293846	-2.6609	0.004687
10	-0.233094	-2.1108	0.01892
11	0.252322	2.2849	0.012452
12	0.771724	6.9883	0
13	0.158867	1.4386	0.077034
14	-0.267137	-2.419	0.008887
15	-0.331545	-3.0023	0.001775
16	-0.202828	-1.8367	0.03494
17	0.085964	0.7784	0.219275
18	0.167146	1.5136	0.06699
19	0.045701	0.4138	0.340036
20	-0.213099	-1.9297	0.028552
21	-0.265641	-2.4055	0.009201
22	-0.186317	-1.6872	0.047686
23	0.213249	1.931	0.028466
24	0.608308	5.5085	0
25	0.09716	0.8798	0.190763
26	-0.265587	-2.405	0.009212
27	-0.299531	-2.7124	0.004069
28	-0.182843	-1.6557	0.050801
29	0.07015	0.6352	0.263523
30	0.138556	1.2547	0.106581
31	0.030219	0.2736	0.392524
32	-0.19548	-1.7701	0.04021
33	-0.204626	-1.853	0.033742
34	-0.126249	-1.1432	0.128134
35	0.201827	1.8276	0.035622
36	0.494619	4.479	1.2e-05
37	0.056542	0.512	0.305011
38	-0.209106	-1.8935	0.030907
39	-0.206557	-1.8705	0.032494
40	-0.101743	-0.9213	0.179793
41	0.090255	0.8173	0.208065
42	0.117431	1.0634	0.145365
43	0.01243	0.1126	0.455328
44	-0.143271	-1.2974	0.099071
45	-0.1518	-1.3746	0.086499
46	-0.055619	-0.5036	0.307929
47	0.171879	1.5564	0.061729
48	0.35135	3.1816	0.001034

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.275878 & 2.4982 & 0.007241 \tabularnewline
2 & -0.253947 & -2.2996 & 0.012007 \tabularnewline
3 & -0.347989 & -3.1512 & 0.001135 \tabularnewline
4 & -0.238175 & -2.1568 & 0.016976 \tabularnewline
5 & 0.09492 & 0.8595 & 0.196274 \tabularnewline
6 & 0.219758 & 1.99 & 0.024962 \tabularnewline
7 & 0.106041 & 0.9602 & 0.169878 \tabularnewline
8 & -0.198344 & -1.7961 & 0.038082 \tabularnewline
9 & -0.293846 & -2.6609 & 0.004687 \tabularnewline
10 & -0.233094 & -2.1108 & 0.01892 \tabularnewline
11 & 0.252322 & 2.2849 & 0.012452 \tabularnewline
12 & 0.771724 & 6.9883 & 0 \tabularnewline
13 & 0.158867 & 1.4386 & 0.077034 \tabularnewline
14 & -0.267137 & -2.419 & 0.008887 \tabularnewline
15 & -0.331545 & -3.0023 & 0.001775 \tabularnewline
16 & -0.202828 & -1.8367 & 0.03494 \tabularnewline
17 & 0.085964 & 0.7784 & 0.219275 \tabularnewline
18 & 0.167146 & 1.5136 & 0.06699 \tabularnewline
19 & 0.045701 & 0.4138 & 0.340036 \tabularnewline
20 & -0.213099 & -1.9297 & 0.028552 \tabularnewline
21 & -0.265641 & -2.4055 & 0.009201 \tabularnewline
22 & -0.186317 & -1.6872 & 0.047686 \tabularnewline
23 & 0.213249 & 1.931 & 0.028466 \tabularnewline
24 & 0.608308 & 5.5085 & 0 \tabularnewline
25 & 0.09716 & 0.8798 & 0.190763 \tabularnewline
26 & -0.265587 & -2.405 & 0.009212 \tabularnewline
27 & -0.299531 & -2.7124 & 0.004069 \tabularnewline
28 & -0.182843 & -1.6557 & 0.050801 \tabularnewline
29 & 0.07015 & 0.6352 & 0.263523 \tabularnewline
30 & 0.138556 & 1.2547 & 0.106581 \tabularnewline
31 & 0.030219 & 0.2736 & 0.392524 \tabularnewline
32 & -0.19548 & -1.7701 & 0.04021 \tabularnewline
33 & -0.204626 & -1.853 & 0.033742 \tabularnewline
34 & -0.126249 & -1.1432 & 0.128134 \tabularnewline
35 & 0.201827 & 1.8276 & 0.035622 \tabularnewline
36 & 0.494619 & 4.479 & 1.2e-05 \tabularnewline
37 & 0.056542 & 0.512 & 0.305011 \tabularnewline
38 & -0.209106 & -1.8935 & 0.030907 \tabularnewline
39 & -0.206557 & -1.8705 & 0.032494 \tabularnewline
40 & -0.101743 & -0.9213 & 0.179793 \tabularnewline
41 & 0.090255 & 0.8173 & 0.208065 \tabularnewline
42 & 0.117431 & 1.0634 & 0.145365 \tabularnewline
43 & 0.01243 & 0.1126 & 0.455328 \tabularnewline
44 & -0.143271 & -1.2974 & 0.099071 \tabularnewline
45 & -0.1518 & -1.3746 & 0.086499 \tabularnewline
46 & -0.055619 & -0.5036 & 0.307929 \tabularnewline
47 & 0.171879 & 1.5564 & 0.061729 \tabularnewline
48 & 0.35135 & 3.1816 & 0.001034 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112572&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]0.275878[/C][C]2.4982[/C][C]0.007241[/C][/ROW]
[ROW][C]2[/C][C]-0.253947[/C][C]-2.2996[/C][C]0.012007[/C][/ROW]
[ROW][C]3[/C][C]-0.347989[/C][C]-3.1512[/C][C]0.001135[/C][/ROW]
[ROW][C]4[/C][C]-0.238175[/C][C]-2.1568[/C][C]0.016976[/C][/ROW]
[ROW][C]5[/C][C]0.09492[/C][C]0.8595[/C][C]0.196274[/C][/ROW]
[ROW][C]6[/C][C]0.219758[/C][C]1.99[/C][C]0.024962[/C][/ROW]
[ROW][C]7[/C][C]0.106041[/C][C]0.9602[/C][C]0.169878[/C][/ROW]
[ROW][C]8[/C][C]-0.198344[/C][C]-1.7961[/C][C]0.038082[/C][/ROW]
[ROW][C]9[/C][C]-0.293846[/C][C]-2.6609[/C][C]0.004687[/C][/ROW]
[ROW][C]10[/C][C]-0.233094[/C][C]-2.1108[/C][C]0.01892[/C][/ROW]
[ROW][C]11[/C][C]0.252322[/C][C]2.2849[/C][C]0.012452[/C][/ROW]
[ROW][C]12[/C][C]0.771724[/C][C]6.9883[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.158867[/C][C]1.4386[/C][C]0.077034[/C][/ROW]
[ROW][C]14[/C][C]-0.267137[/C][C]-2.419[/C][C]0.008887[/C][/ROW]
[ROW][C]15[/C][C]-0.331545[/C][C]-3.0023[/C][C]0.001775[/C][/ROW]
[ROW][C]16[/C][C]-0.202828[/C][C]-1.8367[/C][C]0.03494[/C][/ROW]
[ROW][C]17[/C][C]0.085964[/C][C]0.7784[/C][C]0.219275[/C][/ROW]
[ROW][C]18[/C][C]0.167146[/C][C]1.5136[/C][C]0.06699[/C][/ROW]
[ROW][C]19[/C][C]0.045701[/C][C]0.4138[/C][C]0.340036[/C][/ROW]
[ROW][C]20[/C][C]-0.213099[/C][C]-1.9297[/C][C]0.028552[/C][/ROW]
[ROW][C]21[/C][C]-0.265641[/C][C]-2.4055[/C][C]0.009201[/C][/ROW]
[ROW][C]22[/C][C]-0.186317[/C][C]-1.6872[/C][C]0.047686[/C][/ROW]
[ROW][C]23[/C][C]0.213249[/C][C]1.931[/C][C]0.028466[/C][/ROW]
[ROW][C]24[/C][C]0.608308[/C][C]5.5085[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.09716[/C][C]0.8798[/C][C]0.190763[/C][/ROW]
[ROW][C]26[/C][C]-0.265587[/C][C]-2.405[/C][C]0.009212[/C][/ROW]
[ROW][C]27[/C][C]-0.299531[/C][C]-2.7124[/C][C]0.004069[/C][/ROW]
[ROW][C]28[/C][C]-0.182843[/C][C]-1.6557[/C][C]0.050801[/C][/ROW]
[ROW][C]29[/C][C]0.07015[/C][C]0.6352[/C][C]0.263523[/C][/ROW]
[ROW][C]30[/C][C]0.138556[/C][C]1.2547[/C][C]0.106581[/C][/ROW]
[ROW][C]31[/C][C]0.030219[/C][C]0.2736[/C][C]0.392524[/C][/ROW]
[ROW][C]32[/C][C]-0.19548[/C][C]-1.7701[/C][C]0.04021[/C][/ROW]
[ROW][C]33[/C][C]-0.204626[/C][C]-1.853[/C][C]0.033742[/C][/ROW]
[ROW][C]34[/C][C]-0.126249[/C][C]-1.1432[/C][C]0.128134[/C][/ROW]
[ROW][C]35[/C][C]0.201827[/C][C]1.8276[/C][C]0.035622[/C][/ROW]
[ROW][C]36[/C][C]0.494619[/C][C]4.479[/C][C]1.2e-05[/C][/ROW]
[ROW][C]37[/C][C]0.056542[/C][C]0.512[/C][C]0.305011[/C][/ROW]
[ROW][C]38[/C][C]-0.209106[/C][C]-1.8935[/C][C]0.030907[/C][/ROW]
[ROW][C]39[/C][C]-0.206557[/C][C]-1.8705[/C][C]0.032494[/C][/ROW]
[ROW][C]40[/C][C]-0.101743[/C][C]-0.9213[/C][C]0.179793[/C][/ROW]
[ROW][C]41[/C][C]0.090255[/C][C]0.8173[/C][C]0.208065[/C][/ROW]
[ROW][C]42[/C][C]0.117431[/C][C]1.0634[/C][C]0.145365[/C][/ROW]
[ROW][C]43[/C][C]0.01243[/C][C]0.1126[/C][C]0.455328[/C][/ROW]
[ROW][C]44[/C][C]-0.143271[/C][C]-1.2974[/C][C]0.099071[/C][/ROW]
[ROW][C]45[/C][C]-0.1518[/C][C]-1.3746[/C][C]0.086499[/C][/ROW]
[ROW][C]46[/C][C]-0.055619[/C][C]-0.5036[/C][C]0.307929[/C][/ROW]
[ROW][C]47[/C][C]0.171879[/C][C]1.5564[/C][C]0.061729[/C][/ROW]
[ROW][C]48[/C][C]0.35135[/C][C]3.1816[/C][C]0.001034[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112572&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112572&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	0.275878	2.4982	0.007241
2	-0.253947	-2.2996	0.012007
3	-0.347989	-3.1512	0.001135
4	-0.238175	-2.1568	0.016976
5	0.09492	0.8595	0.196274
6	0.219758	1.99	0.024962
7	0.106041	0.9602	0.169878
8	-0.198344	-1.7961	0.038082
9	-0.293846	-2.6609	0.004687
10	-0.233094	-2.1108	0.01892
11	0.252322	2.2849	0.012452
12	0.771724	6.9883	0
13	0.158867	1.4386	0.077034
14	-0.267137	-2.419	0.008887
15	-0.331545	-3.0023	0.001775
16	-0.202828	-1.8367	0.03494
17	0.085964	0.7784	0.219275
18	0.167146	1.5136	0.06699
19	0.045701	0.4138	0.340036
20	-0.213099	-1.9297	0.028552
21	-0.265641	-2.4055	0.009201
22	-0.186317	-1.6872	0.047686
23	0.213249	1.931	0.028466
24	0.608308	5.5085	0
25	0.09716	0.8798	0.190763
26	-0.265587	-2.405	0.009212
27	-0.299531	-2.7124	0.004069
28	-0.182843	-1.6557	0.050801
29	0.07015	0.6352	0.263523
30	0.138556	1.2547	0.106581
31	0.030219	0.2736	0.392524
32	-0.19548	-1.7701	0.04021
33	-0.204626	-1.853	0.033742
34	-0.126249	-1.1432	0.128134
35	0.201827	1.8276	0.035622
36	0.494619	4.479	1.2e-05
37	0.056542	0.512	0.305011
38	-0.209106	-1.8935	0.030907
39	-0.206557	-1.8705	0.032494
40	-0.101743	-0.9213	0.179793
41	0.090255	0.8173	0.208065
42	0.117431	1.0634	0.145365
43	0.01243	0.1126	0.455328
44	-0.143271	-1.2974	0.099071
45	-0.1518	-1.3746	0.086499
46	-0.055619	-0.5036	0.307929
47	0.171879	1.5564	0.061729
48	0.35135	3.1816	0.001034

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.275878	2.4982	0.007241
2	-0.357245	-3.235	0.000877
3	-0.191502	-1.7341	0.043327
4	-0.194951	-1.7654	0.040613
5	0.080974	0.7332	0.232749
6	0.000532	0.0048	0.498083
7	-0.006579	-0.0596	0.476319
8	-0.226327	-2.0495	0.021806
9	-0.132411	-1.199	0.116984
10	-0.265482	-2.404	0.009235
11	0.26854	2.4317	0.008603
12	0.62606	5.6692	0
13	-0.284629	-2.5774	0.005872
14	0.041482	0.3756	0.35408
15	0.048724	0.4412	0.330108
16	0.018256	0.1653	0.434552
17	-0.090517	-0.8197	0.20739
18	-0.123173	-1.1154	0.133973
19	-0.108152	-0.9794	0.165141
20	-0.105015	-0.951	0.172211
21	-0.062423	-0.5653	0.28672
22	-0.031954	-0.2894	0.386521
23	-0.163441	-1.48	0.071349
24	0.02756	0.2496	0.401772
25	-0.01653	-0.1497	0.440689
26	-0.067656	-0.6126	0.270903
27	-0.024165	-0.2188	0.413664
28	-0.100789	-0.9127	0.182042
29	-0.054589	-0.4943	0.311198
30	-0.043927	-0.3978	0.345914
31	-0.037334	-0.3381	0.368087
32	-0.086048	-0.7792	0.219053
33	-0.022857	-0.207	0.418269
34	-0.032466	-0.294	0.384754
35	-0.019498	-0.1766	0.430144
36	-0.062928	-0.5698	0.285172
37	-0.049131	-0.4449	0.328781
38	0.046295	0.4192	0.338076
39	0.049359	0.447	0.328039
40	0.043839	0.397	0.346208
41	-0.009769	-0.0885	0.464861
42	-0.027899	-0.2526	0.400592
43	0.004552	0.0412	0.483611
44	0.078206	0.7082	0.24042
45	-0.108702	-0.9843	0.163923
46	0.034852	0.3156	0.376553
47	-0.155512	-1.4082	0.081423
48	-0.117889	-1.0675	0.144432

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.275878 & 2.4982 & 0.007241 \tabularnewline
2 & -0.357245 & -3.235 & 0.000877 \tabularnewline
3 & -0.191502 & -1.7341 & 0.043327 \tabularnewline
4 & -0.194951 & -1.7654 & 0.040613 \tabularnewline
5 & 0.080974 & 0.7332 & 0.232749 \tabularnewline
6 & 0.000532 & 0.0048 & 0.498083 \tabularnewline
7 & -0.006579 & -0.0596 & 0.476319 \tabularnewline
8 & -0.226327 & -2.0495 & 0.021806 \tabularnewline
9 & -0.132411 & -1.199 & 0.116984 \tabularnewline
10 & -0.265482 & -2.404 & 0.009235 \tabularnewline
11 & 0.26854 & 2.4317 & 0.008603 \tabularnewline
12 & 0.62606 & 5.6692 & 0 \tabularnewline
13 & -0.284629 & -2.5774 & 0.005872 \tabularnewline
14 & 0.041482 & 0.3756 & 0.35408 \tabularnewline
15 & 0.048724 & 0.4412 & 0.330108 \tabularnewline
16 & 0.018256 & 0.1653 & 0.434552 \tabularnewline
17 & -0.090517 & -0.8197 & 0.20739 \tabularnewline
18 & -0.123173 & -1.1154 & 0.133973 \tabularnewline
19 & -0.108152 & -0.9794 & 0.165141 \tabularnewline
20 & -0.105015 & -0.951 & 0.172211 \tabularnewline
21 & -0.062423 & -0.5653 & 0.28672 \tabularnewline
22 & -0.031954 & -0.2894 & 0.386521 \tabularnewline
23 & -0.163441 & -1.48 & 0.071349 \tabularnewline
24 & 0.02756 & 0.2496 & 0.401772 \tabularnewline
25 & -0.01653 & -0.1497 & 0.440689 \tabularnewline
26 & -0.067656 & -0.6126 & 0.270903 \tabularnewline
27 & -0.024165 & -0.2188 & 0.413664 \tabularnewline
28 & -0.100789 & -0.9127 & 0.182042 \tabularnewline
29 & -0.054589 & -0.4943 & 0.311198 \tabularnewline
30 & -0.043927 & -0.3978 & 0.345914 \tabularnewline
31 & -0.037334 & -0.3381 & 0.368087 \tabularnewline
32 & -0.086048 & -0.7792 & 0.219053 \tabularnewline
33 & -0.022857 & -0.207 & 0.418269 \tabularnewline
34 & -0.032466 & -0.294 & 0.384754 \tabularnewline
35 & -0.019498 & -0.1766 & 0.430144 \tabularnewline
36 & -0.062928 & -0.5698 & 0.285172 \tabularnewline
37 & -0.049131 & -0.4449 & 0.328781 \tabularnewline
38 & 0.046295 & 0.4192 & 0.338076 \tabularnewline
39 & 0.049359 & 0.447 & 0.328039 \tabularnewline
40 & 0.043839 & 0.397 & 0.346208 \tabularnewline
41 & -0.009769 & -0.0885 & 0.464861 \tabularnewline
42 & -0.027899 & -0.2526 & 0.400592 \tabularnewline
43 & 0.004552 & 0.0412 & 0.483611 \tabularnewline
44 & 0.078206 & 0.7082 & 0.24042 \tabularnewline
45 & -0.108702 & -0.9843 & 0.163923 \tabularnewline
46 & 0.034852 & 0.3156 & 0.376553 \tabularnewline
47 & -0.155512 & -1.4082 & 0.081423 \tabularnewline
48 & -0.117889 & -1.0675 & 0.144432 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112572&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]0.275878[/C][C]2.4982[/C][C]0.007241[/C][/ROW]
[ROW][C]2[/C][C]-0.357245[/C][C]-3.235[/C][C]0.000877[/C][/ROW]
[ROW][C]3[/C][C]-0.191502[/C][C]-1.7341[/C][C]0.043327[/C][/ROW]
[ROW][C]4[/C][C]-0.194951[/C][C]-1.7654[/C][C]0.040613[/C][/ROW]
[ROW][C]5[/C][C]0.080974[/C][C]0.7332[/C][C]0.232749[/C][/ROW]
[ROW][C]6[/C][C]0.000532[/C][C]0.0048[/C][C]0.498083[/C][/ROW]
[ROW][C]7[/C][C]-0.006579[/C][C]-0.0596[/C][C]0.476319[/C][/ROW]
[ROW][C]8[/C][C]-0.226327[/C][C]-2.0495[/C][C]0.021806[/C][/ROW]
[ROW][C]9[/C][C]-0.132411[/C][C]-1.199[/C][C]0.116984[/C][/ROW]
[ROW][C]10[/C][C]-0.265482[/C][C]-2.404[/C][C]0.009235[/C][/ROW]
[ROW][C]11[/C][C]0.26854[/C][C]2.4317[/C][C]0.008603[/C][/ROW]
[ROW][C]12[/C][C]0.62606[/C][C]5.6692[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.284629[/C][C]-2.5774[/C][C]0.005872[/C][/ROW]
[ROW][C]14[/C][C]0.041482[/C][C]0.3756[/C][C]0.35408[/C][/ROW]
[ROW][C]15[/C][C]0.048724[/C][C]0.4412[/C][C]0.330108[/C][/ROW]
[ROW][C]16[/C][C]0.018256[/C][C]0.1653[/C][C]0.434552[/C][/ROW]
[ROW][C]17[/C][C]-0.090517[/C][C]-0.8197[/C][C]0.20739[/C][/ROW]
[ROW][C]18[/C][C]-0.123173[/C][C]-1.1154[/C][C]0.133973[/C][/ROW]
[ROW][C]19[/C][C]-0.108152[/C][C]-0.9794[/C][C]0.165141[/C][/ROW]
[ROW][C]20[/C][C]-0.105015[/C][C]-0.951[/C][C]0.172211[/C][/ROW]
[ROW][C]21[/C][C]-0.062423[/C][C]-0.5653[/C][C]0.28672[/C][/ROW]
[ROW][C]22[/C][C]-0.031954[/C][C]-0.2894[/C][C]0.386521[/C][/ROW]
[ROW][C]23[/C][C]-0.163441[/C][C]-1.48[/C][C]0.071349[/C][/ROW]
[ROW][C]24[/C][C]0.02756[/C][C]0.2496[/C][C]0.401772[/C][/ROW]
[ROW][C]25[/C][C]-0.01653[/C][C]-0.1497[/C][C]0.440689[/C][/ROW]
[ROW][C]26[/C][C]-0.067656[/C][C]-0.6126[/C][C]0.270903[/C][/ROW]
[ROW][C]27[/C][C]-0.024165[/C][C]-0.2188[/C][C]0.413664[/C][/ROW]
[ROW][C]28[/C][C]-0.100789[/C][C]-0.9127[/C][C]0.182042[/C][/ROW]
[ROW][C]29[/C][C]-0.054589[/C][C]-0.4943[/C][C]0.311198[/C][/ROW]
[ROW][C]30[/C][C]-0.043927[/C][C]-0.3978[/C][C]0.345914[/C][/ROW]
[ROW][C]31[/C][C]-0.037334[/C][C]-0.3381[/C][C]0.368087[/C][/ROW]
[ROW][C]32[/C][C]-0.086048[/C][C]-0.7792[/C][C]0.219053[/C][/ROW]
[ROW][C]33[/C][C]-0.022857[/C][C]-0.207[/C][C]0.418269[/C][/ROW]
[ROW][C]34[/C][C]-0.032466[/C][C]-0.294[/C][C]0.384754[/C][/ROW]
[ROW][C]35[/C][C]-0.019498[/C][C]-0.1766[/C][C]0.430144[/C][/ROW]
[ROW][C]36[/C][C]-0.062928[/C][C]-0.5698[/C][C]0.285172[/C][/ROW]
[ROW][C]37[/C][C]-0.049131[/C][C]-0.4449[/C][C]0.328781[/C][/ROW]
[ROW][C]38[/C][C]0.046295[/C][C]0.4192[/C][C]0.338076[/C][/ROW]
[ROW][C]39[/C][C]0.049359[/C][C]0.447[/C][C]0.328039[/C][/ROW]
[ROW][C]40[/C][C]0.043839[/C][C]0.397[/C][C]0.346208[/C][/ROW]
[ROW][C]41[/C][C]-0.009769[/C][C]-0.0885[/C][C]0.464861[/C][/ROW]
[ROW][C]42[/C][C]-0.027899[/C][C]-0.2526[/C][C]0.400592[/C][/ROW]
[ROW][C]43[/C][C]0.004552[/C][C]0.0412[/C][C]0.483611[/C][/ROW]
[ROW][C]44[/C][C]0.078206[/C][C]0.7082[/C][C]0.24042[/C][/ROW]
[ROW][C]45[/C][C]-0.108702[/C][C]-0.9843[/C][C]0.163923[/C][/ROW]
[ROW][C]46[/C][C]0.034852[/C][C]0.3156[/C][C]0.376553[/C][/ROW]
[ROW][C]47[/C][C]-0.155512[/C][C]-1.4082[/C][C]0.081423[/C][/ROW]
[ROW][C]48[/C][C]-0.117889[/C][C]-1.0675[/C][C]0.144432[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112572&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112572&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	0.275878	2.4982	0.007241
2	-0.357245	-3.235	0.000877
3	-0.191502	-1.7341	0.043327
4	-0.194951	-1.7654	0.040613
5	0.080974	0.7332	0.232749
6	0.000532	0.0048	0.498083
7	-0.006579	-0.0596	0.476319
8	-0.226327	-2.0495	0.021806
9	-0.132411	-1.199	0.116984
10	-0.265482	-2.404	0.009235
11	0.26854	2.4317	0.008603
12	0.62606	5.6692	0
13	-0.284629	-2.5774	0.005872
14	0.041482	0.3756	0.35408
15	0.048724	0.4412	0.330108
16	0.018256	0.1653	0.434552
17	-0.090517	-0.8197	0.20739
18	-0.123173	-1.1154	0.133973
19	-0.108152	-0.9794	0.165141
20	-0.105015	-0.951	0.172211
21	-0.062423	-0.5653	0.28672
22	-0.031954	-0.2894	0.386521
23	-0.163441	-1.48	0.071349
24	0.02756	0.2496	0.401772
25	-0.01653	-0.1497	0.440689
26	-0.067656	-0.6126	0.270903
27	-0.024165	-0.2188	0.413664
28	-0.100789	-0.9127	0.182042
29	-0.054589	-0.4943	0.311198
30	-0.043927	-0.3978	0.345914
31	-0.037334	-0.3381	0.368087
32	-0.086048	-0.7792	0.219053
33	-0.022857	-0.207	0.418269
34	-0.032466	-0.294	0.384754
35	-0.019498	-0.1766	0.430144
36	-0.062928	-0.5698	0.285172
37	-0.049131	-0.4449	0.328781
38	0.046295	0.4192	0.338076
39	0.049359	0.447	0.328039
40	0.043839	0.397	0.346208
41	-0.009769	-0.0885	0.464861
42	-0.027899	-0.2526	0.400592
43	0.004552	0.0412	0.483611
44	0.078206	0.7082	0.24042
45	-0.108702	-0.9843	0.163923
46	0.034852	0.3156	0.376553
47	-0.155512	-1.4082	0.081423
48	-0.117889	-1.0675	0.144432

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 = Niet-werkende werkzoekenden in Belgie ; par2 = http://www.nbb.be/belgostat/ ; par3 = Niet-werkende werkzoekenden in Belgie ; par4 = 12 ;

Parameters (R input):

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

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

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

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code