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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 09 Aug 2016 11:29:16 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Aug/09/t14707386008lzekoexj1whnd0.htm/, Retrieved Wed, 15 May 2024 07:35:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=296130, Retrieved Wed, 15 May 2024 07:35:02 +0000

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Estimated Impact

139

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

-     [Univariate Data Series] [omzet lego technique] [2016-08-08 19:25:41] [74be16979710d4c4e7c6647856088456]
- RMPD  [Harrell-Davis Quantiles] [Harrel-Davis quan...] [2016-08-08 22:07:37] [4c392b130fccc63297597dd6ffb6df17]
- RM D      [(Partial) Autocorrelation Function] [partial autocorre...] [2016-08-09 10:29:16] [d7adcc7732e5b057da1b42af54844e1a] [Current]
- RM D        [Standard Deviation Plot] [standard deviatio...] [2016-08-09 10:45:04] [4c392b130fccc63297597dd6ffb6df17] 
- RM D        [Standard Deviation-Mean Plot] [standard deviatio...] [2016-08-09 11:25:34] [4c392b130fccc63297597dd6ffb6df17] 

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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' @ fisher.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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=296130&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' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=296130&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=296130&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' @ fisher.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.966416	10.5866	0
2	0.931664	10.2059	0
3	0.911827	9.9886	0
4	0.89732	9.8297	0
5	0.887642	9.7236	0
6	0.8738	9.572	0
7	0.846519	9.2732	0
8	0.815094	8.9289	0
9	0.787612	8.6279	0
10	0.770882	8.4446	0
11	0.765646	8.3872	0
12	0.754209	8.2619	0
13	0.7158	7.8412	0
14	0.676715	7.413	0
15	0.65122	7.1338	0
16	0.632168	6.9251	0
17	0.616302	6.7512	0
18	0.597813	6.5487	0
19	0.56695	6.2106	0
20	0.531612	5.8235	0
21	0.500931	5.4874	0
22	0.480796	5.2669	0
23	0.469309	5.141	1e-06
24	0.452553	4.9575	1e-06
25	0.415318	4.5496	6e-06
26	0.376306	4.1222	3.5e-05
27	0.349466	3.8282	0.000103
28	0.325372	3.5643	0.000262
29	0.305218	3.3435	0.000552
30	0.284924	3.1212	0.001128
31	0.250774	2.7471	0.00347
32	0.215135	2.3567	0.010029
33	0.185301	2.0299	0.022291
34	0.165622	1.8143	0.036065
35	0.152	1.6651	0.049253
36	0.131167	1.4369	0.07668
37	0.095612	1.0474	0.148516
38	0.059588	0.6527	0.257583
39	0.031897	0.3494	0.363694
40	0.003854	0.0422	0.483197
41	-0.016649	-0.1824	0.427797
42	-0.03591	-0.3934	0.347371
43	-0.066429	-0.7277	0.234109
44	-0.098184	-1.0755	0.142144
45	-0.123796	-1.3561	0.088803
46	-0.13845	-1.5166	0.065993
47	-0.149949	-1.6426	0.051541
48	-0.167092	-1.8304	0.034836

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966416 & 10.5866 & 0 \tabularnewline
2 & 0.931664 & 10.2059 & 0 \tabularnewline
3 & 0.911827 & 9.9886 & 0 \tabularnewline
4 & 0.89732 & 9.8297 & 0 \tabularnewline
5 & 0.887642 & 9.7236 & 0 \tabularnewline
6 & 0.8738 & 9.572 & 0 \tabularnewline
7 & 0.846519 & 9.2732 & 0 \tabularnewline
8 & 0.815094 & 8.9289 & 0 \tabularnewline
9 & 0.787612 & 8.6279 & 0 \tabularnewline
10 & 0.770882 & 8.4446 & 0 \tabularnewline
11 & 0.765646 & 8.3872 & 0 \tabularnewline
12 & 0.754209 & 8.2619 & 0 \tabularnewline
13 & 0.7158 & 7.8412 & 0 \tabularnewline
14 & 0.676715 & 7.413 & 0 \tabularnewline
15 & 0.65122 & 7.1338 & 0 \tabularnewline
16 & 0.632168 & 6.9251 & 0 \tabularnewline
17 & 0.616302 & 6.7512 & 0 \tabularnewline
18 & 0.597813 & 6.5487 & 0 \tabularnewline
19 & 0.56695 & 6.2106 & 0 \tabularnewline
20 & 0.531612 & 5.8235 & 0 \tabularnewline
21 & 0.500931 & 5.4874 & 0 \tabularnewline
22 & 0.480796 & 5.2669 & 0 \tabularnewline
23 & 0.469309 & 5.141 & 1e-06 \tabularnewline
24 & 0.452553 & 4.9575 & 1e-06 \tabularnewline
25 & 0.415318 & 4.5496 & 6e-06 \tabularnewline
26 & 0.376306 & 4.1222 & 3.5e-05 \tabularnewline
27 & 0.349466 & 3.8282 & 0.000103 \tabularnewline
28 & 0.325372 & 3.5643 & 0.000262 \tabularnewline
29 & 0.305218 & 3.3435 & 0.000552 \tabularnewline
30 & 0.284924 & 3.1212 & 0.001128 \tabularnewline
31 & 0.250774 & 2.7471 & 0.00347 \tabularnewline
32 & 0.215135 & 2.3567 & 0.010029 \tabularnewline
33 & 0.185301 & 2.0299 & 0.022291 \tabularnewline
34 & 0.165622 & 1.8143 & 0.036065 \tabularnewline
35 & 0.152 & 1.6651 & 0.049253 \tabularnewline
36 & 0.131167 & 1.4369 & 0.07668 \tabularnewline
37 & 0.095612 & 1.0474 & 0.148516 \tabularnewline
38 & 0.059588 & 0.6527 & 0.257583 \tabularnewline
39 & 0.031897 & 0.3494 & 0.363694 \tabularnewline
40 & 0.003854 & 0.0422 & 0.483197 \tabularnewline
41 & -0.016649 & -0.1824 & 0.427797 \tabularnewline
42 & -0.03591 & -0.3934 & 0.347371 \tabularnewline
43 & -0.066429 & -0.7277 & 0.234109 \tabularnewline
44 & -0.098184 & -1.0755 & 0.142144 \tabularnewline
45 & -0.123796 & -1.3561 & 0.088803 \tabularnewline
46 & -0.13845 & -1.5166 & 0.065993 \tabularnewline
47 & -0.149949 & -1.6426 & 0.051541 \tabularnewline
48 & -0.167092 & -1.8304 & 0.034836 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=296130&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]0.966416[/C][C]10.5866[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.931664[/C][C]10.2059[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.911827[/C][C]9.9886[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.89732[/C][C]9.8297[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.887642[/C][C]9.7236[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.8738[/C][C]9.572[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.846519[/C][C]9.2732[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.815094[/C][C]8.9289[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.787612[/C][C]8.6279[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.770882[/C][C]8.4446[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.765646[/C][C]8.3872[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.754209[/C][C]8.2619[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.7158[/C][C]7.8412[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.676715[/C][C]7.413[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.65122[/C][C]7.1338[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.632168[/C][C]6.9251[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.616302[/C][C]6.7512[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.597813[/C][C]6.5487[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.56695[/C][C]6.2106[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.531612[/C][C]5.8235[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.500931[/C][C]5.4874[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.480796[/C][C]5.2669[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.469309[/C][C]5.141[/C][C]1e-06[/C][/ROW]
[ROW][C]24[/C][C]0.452553[/C][C]4.9575[/C][C]1e-06[/C][/ROW]
[ROW][C]25[/C][C]0.415318[/C][C]4.5496[/C][C]6e-06[/C][/ROW]
[ROW][C]26[/C][C]0.376306[/C][C]4.1222[/C][C]3.5e-05[/C][/ROW]
[ROW][C]27[/C][C]0.349466[/C][C]3.8282[/C][C]0.000103[/C][/ROW]
[ROW][C]28[/C][C]0.325372[/C][C]3.5643[/C][C]0.000262[/C][/ROW]
[ROW][C]29[/C][C]0.305218[/C][C]3.3435[/C][C]0.000552[/C][/ROW]
[ROW][C]30[/C][C]0.284924[/C][C]3.1212[/C][C]0.001128[/C][/ROW]
[ROW][C]31[/C][C]0.250774[/C][C]2.7471[/C][C]0.00347[/C][/ROW]
[ROW][C]32[/C][C]0.215135[/C][C]2.3567[/C][C]0.010029[/C][/ROW]
[ROW][C]33[/C][C]0.185301[/C][C]2.0299[/C][C]0.022291[/C][/ROW]
[ROW][C]34[/C][C]0.165622[/C][C]1.8143[/C][C]0.036065[/C][/ROW]
[ROW][C]35[/C][C]0.152[/C][C]1.6651[/C][C]0.049253[/C][/ROW]
[ROW][C]36[/C][C]0.131167[/C][C]1.4369[/C][C]0.07668[/C][/ROW]
[ROW][C]37[/C][C]0.095612[/C][C]1.0474[/C][C]0.148516[/C][/ROW]
[ROW][C]38[/C][C]0.059588[/C][C]0.6527[/C][C]0.257583[/C][/ROW]
[ROW][C]39[/C][C]0.031897[/C][C]0.3494[/C][C]0.363694[/C][/ROW]
[ROW][C]40[/C][C]0.003854[/C][C]0.0422[/C][C]0.483197[/C][/ROW]
[ROW][C]41[/C][C]-0.016649[/C][C]-0.1824[/C][C]0.427797[/C][/ROW]
[ROW][C]42[/C][C]-0.03591[/C][C]-0.3934[/C][C]0.347371[/C][/ROW]
[ROW][C]43[/C][C]-0.066429[/C][C]-0.7277[/C][C]0.234109[/C][/ROW]
[ROW][C]44[/C][C]-0.098184[/C][C]-1.0755[/C][C]0.142144[/C][/ROW]
[ROW][C]45[/C][C]-0.123796[/C][C]-1.3561[/C][C]0.088803[/C][/ROW]
[ROW][C]46[/C][C]-0.13845[/C][C]-1.5166[/C][C]0.065993[/C][/ROW]
[ROW][C]47[/C][C]-0.149949[/C][C]-1.6426[/C][C]0.051541[/C][/ROW]
[ROW][C]48[/C][C]-0.167092[/C][C]-1.8304[/C][C]0.034836[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=296130&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=296130&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	0.966416	10.5866	0
2	0.931664	10.2059	0
3	0.911827	9.9886	0
4	0.89732	9.8297	0
5	0.887642	9.7236	0
6	0.8738	9.572	0
7	0.846519	9.2732	0
8	0.815094	8.9289	0
9	0.787612	8.6279	0
10	0.770882	8.4446	0
11	0.765646	8.3872	0
12	0.754209	8.2619	0
13	0.7158	7.8412	0
14	0.676715	7.413	0
15	0.65122	7.1338	0
16	0.632168	6.9251	0
17	0.616302	6.7512	0
18	0.597813	6.5487	0
19	0.56695	6.2106	0
20	0.531612	5.8235	0
21	0.500931	5.4874	0
22	0.480796	5.2669	0
23	0.469309	5.141	1e-06
24	0.452553	4.9575	1e-06
25	0.415318	4.5496	6e-06
26	0.376306	4.1222	3.5e-05
27	0.349466	3.8282	0.000103
28	0.325372	3.5643	0.000262
29	0.305218	3.3435	0.000552
30	0.284924	3.1212	0.001128
31	0.250774	2.7471	0.00347
32	0.215135	2.3567	0.010029
33	0.185301	2.0299	0.022291
34	0.165622	1.8143	0.036065
35	0.152	1.6651	0.049253
36	0.131167	1.4369	0.07668
37	0.095612	1.0474	0.148516
38	0.059588	0.6527	0.257583
39	0.031897	0.3494	0.363694
40	0.003854	0.0422	0.483197
41	-0.016649	-0.1824	0.427797
42	-0.03591	-0.3934	0.347371
43	-0.066429	-0.7277	0.234109
44	-0.098184	-1.0755	0.142144
45	-0.123796	-1.3561	0.088803
46	-0.13845	-1.5166	0.065993
47	-0.149949	-1.6426	0.051541
48	-0.167092	-1.8304	0.034836

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.966416	10.5866	0
2	-0.034752	-0.3807	0.352054
3	0.208416	2.2831	0.012093
4	0.063765	0.6985	0.243105
5	0.117394	1.286	0.100462
6	-0.037904	-0.4152	0.339361
7	-0.169764	-1.8597	0.03269
8	-0.089851	-0.9843	0.163482
9	-0.040234	-0.4407	0.330096
10	0.096083	1.0525	0.147334
11	0.158377	1.7349	0.04266
12	-0.025331	-0.2775	0.390944
13	-0.334453	-3.6637	0.000186
14	-0.030769	-0.3371	0.368333
15	0.064341	0.7048	0.241142
16	0.019984	0.2189	0.413545
17	-0.002383	-0.0261	0.489609
18	0.007743	0.0848	0.466273
19	-0.062073	-0.68	0.248915
20	-0.037211	-0.4076	0.342138
21	-0.031931	-0.3498	0.363558
22	0.01041	0.114	0.454699
23	0.031308	0.343	0.366112
24	0.016602	0.1819	0.427998
25	-0.133459	-1.462	0.073181
26	-0.049394	-0.5411	0.294728
27	0.018731	0.2052	0.418887
28	-0.07422	-0.813	0.208903
29	0.005434	0.0595	0.476315
30	0.01724	0.1889	0.425264
31	-0.079188	-0.8675	0.193712
32	0.027799	0.3045	0.380627
33	-0.018735	-0.2052	0.418867
34	0.026984	0.2956	0.384025
35	-0.021643	-0.2371	0.406498
36	-0.042848	-0.4694	0.319824
37	-0.054525	-0.5973	0.275719
38	-0.031964	-0.3501	0.36342
39	-0.030206	-0.3309	0.370651
40	-0.122958	-1.3469	0.090269
41	0.051235	0.5613	0.287836
42	0.020083	0.22	0.413123
43	-0.002534	-0.0278	0.488952
44	0.0059	0.0646	0.474286
45	-0.015459	-0.1693	0.432904
46	0.058253	0.6381	0.262303
47	-0.040549	-0.4442	0.328853
48	-0.009777	-0.1071	0.457445

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.966416 & 10.5866 & 0 \tabularnewline
2 & -0.034752 & -0.3807 & 0.352054 \tabularnewline
3 & 0.208416 & 2.2831 & 0.012093 \tabularnewline
4 & 0.063765 & 0.6985 & 0.243105 \tabularnewline
5 & 0.117394 & 1.286 & 0.100462 \tabularnewline
6 & -0.037904 & -0.4152 & 0.339361 \tabularnewline
7 & -0.169764 & -1.8597 & 0.03269 \tabularnewline
8 & -0.089851 & -0.9843 & 0.163482 \tabularnewline
9 & -0.040234 & -0.4407 & 0.330096 \tabularnewline
10 & 0.096083 & 1.0525 & 0.147334 \tabularnewline
11 & 0.158377 & 1.7349 & 0.04266 \tabularnewline
12 & -0.025331 & -0.2775 & 0.390944 \tabularnewline
13 & -0.334453 & -3.6637 & 0.000186 \tabularnewline
14 & -0.030769 & -0.3371 & 0.368333 \tabularnewline
15 & 0.064341 & 0.7048 & 0.241142 \tabularnewline
16 & 0.019984 & 0.2189 & 0.413545 \tabularnewline
17 & -0.002383 & -0.0261 & 0.489609 \tabularnewline
18 & 0.007743 & 0.0848 & 0.466273 \tabularnewline
19 & -0.062073 & -0.68 & 0.248915 \tabularnewline
20 & -0.037211 & -0.4076 & 0.342138 \tabularnewline
21 & -0.031931 & -0.3498 & 0.363558 \tabularnewline
22 & 0.01041 & 0.114 & 0.454699 \tabularnewline
23 & 0.031308 & 0.343 & 0.366112 \tabularnewline
24 & 0.016602 & 0.1819 & 0.427998 \tabularnewline
25 & -0.133459 & -1.462 & 0.073181 \tabularnewline
26 & -0.049394 & -0.5411 & 0.294728 \tabularnewline
27 & 0.018731 & 0.2052 & 0.418887 \tabularnewline
28 & -0.07422 & -0.813 & 0.208903 \tabularnewline
29 & 0.005434 & 0.0595 & 0.476315 \tabularnewline
30 & 0.01724 & 0.1889 & 0.425264 \tabularnewline
31 & -0.079188 & -0.8675 & 0.193712 \tabularnewline
32 & 0.027799 & 0.3045 & 0.380627 \tabularnewline
33 & -0.018735 & -0.2052 & 0.418867 \tabularnewline
34 & 0.026984 & 0.2956 & 0.384025 \tabularnewline
35 & -0.021643 & -0.2371 & 0.406498 \tabularnewline
36 & -0.042848 & -0.4694 & 0.319824 \tabularnewline
37 & -0.054525 & -0.5973 & 0.275719 \tabularnewline
38 & -0.031964 & -0.3501 & 0.36342 \tabularnewline
39 & -0.030206 & -0.3309 & 0.370651 \tabularnewline
40 & -0.122958 & -1.3469 & 0.090269 \tabularnewline
41 & 0.051235 & 0.5613 & 0.287836 \tabularnewline
42 & 0.020083 & 0.22 & 0.413123 \tabularnewline
43 & -0.002534 & -0.0278 & 0.488952 \tabularnewline
44 & 0.0059 & 0.0646 & 0.474286 \tabularnewline
45 & -0.015459 & -0.1693 & 0.432904 \tabularnewline
46 & 0.058253 & 0.6381 & 0.262303 \tabularnewline
47 & -0.040549 & -0.4442 & 0.328853 \tabularnewline
48 & -0.009777 & -0.1071 & 0.457445 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=296130&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]0.966416[/C][C]10.5866[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.034752[/C][C]-0.3807[/C][C]0.352054[/C][/ROW]
[ROW][C]3[/C][C]0.208416[/C][C]2.2831[/C][C]0.012093[/C][/ROW]
[ROW][C]4[/C][C]0.063765[/C][C]0.6985[/C][C]0.243105[/C][/ROW]
[ROW][C]5[/C][C]0.117394[/C][C]1.286[/C][C]0.100462[/C][/ROW]
[ROW][C]6[/C][C]-0.037904[/C][C]-0.4152[/C][C]0.339361[/C][/ROW]
[ROW][C]7[/C][C]-0.169764[/C][C]-1.8597[/C][C]0.03269[/C][/ROW]
[ROW][C]8[/C][C]-0.089851[/C][C]-0.9843[/C][C]0.163482[/C][/ROW]
[ROW][C]9[/C][C]-0.040234[/C][C]-0.4407[/C][C]0.330096[/C][/ROW]
[ROW][C]10[/C][C]0.096083[/C][C]1.0525[/C][C]0.147334[/C][/ROW]
[ROW][C]11[/C][C]0.158377[/C][C]1.7349[/C][C]0.04266[/C][/ROW]
[ROW][C]12[/C][C]-0.025331[/C][C]-0.2775[/C][C]0.390944[/C][/ROW]
[ROW][C]13[/C][C]-0.334453[/C][C]-3.6637[/C][C]0.000186[/C][/ROW]
[ROW][C]14[/C][C]-0.030769[/C][C]-0.3371[/C][C]0.368333[/C][/ROW]
[ROW][C]15[/C][C]0.064341[/C][C]0.7048[/C][C]0.241142[/C][/ROW]
[ROW][C]16[/C][C]0.019984[/C][C]0.2189[/C][C]0.413545[/C][/ROW]
[ROW][C]17[/C][C]-0.002383[/C][C]-0.0261[/C][C]0.489609[/C][/ROW]
[ROW][C]18[/C][C]0.007743[/C][C]0.0848[/C][C]0.466273[/C][/ROW]
[ROW][C]19[/C][C]-0.062073[/C][C]-0.68[/C][C]0.248915[/C][/ROW]
[ROW][C]20[/C][C]-0.037211[/C][C]-0.4076[/C][C]0.342138[/C][/ROW]
[ROW][C]21[/C][C]-0.031931[/C][C]-0.3498[/C][C]0.363558[/C][/ROW]
[ROW][C]22[/C][C]0.01041[/C][C]0.114[/C][C]0.454699[/C][/ROW]
[ROW][C]23[/C][C]0.031308[/C][C]0.343[/C][C]0.366112[/C][/ROW]
[ROW][C]24[/C][C]0.016602[/C][C]0.1819[/C][C]0.427998[/C][/ROW]
[ROW][C]25[/C][C]-0.133459[/C][C]-1.462[/C][C]0.073181[/C][/ROW]
[ROW][C]26[/C][C]-0.049394[/C][C]-0.5411[/C][C]0.294728[/C][/ROW]
[ROW][C]27[/C][C]0.018731[/C][C]0.2052[/C][C]0.418887[/C][/ROW]
[ROW][C]28[/C][C]-0.07422[/C][C]-0.813[/C][C]0.208903[/C][/ROW]
[ROW][C]29[/C][C]0.005434[/C][C]0.0595[/C][C]0.476315[/C][/ROW]
[ROW][C]30[/C][C]0.01724[/C][C]0.1889[/C][C]0.425264[/C][/ROW]
[ROW][C]31[/C][C]-0.079188[/C][C]-0.8675[/C][C]0.193712[/C][/ROW]
[ROW][C]32[/C][C]0.027799[/C][C]0.3045[/C][C]0.380627[/C][/ROW]
[ROW][C]33[/C][C]-0.018735[/C][C]-0.2052[/C][C]0.418867[/C][/ROW]
[ROW][C]34[/C][C]0.026984[/C][C]0.2956[/C][C]0.384025[/C][/ROW]
[ROW][C]35[/C][C]-0.021643[/C][C]-0.2371[/C][C]0.406498[/C][/ROW]
[ROW][C]36[/C][C]-0.042848[/C][C]-0.4694[/C][C]0.319824[/C][/ROW]
[ROW][C]37[/C][C]-0.054525[/C][C]-0.5973[/C][C]0.275719[/C][/ROW]
[ROW][C]38[/C][C]-0.031964[/C][C]-0.3501[/C][C]0.36342[/C][/ROW]
[ROW][C]39[/C][C]-0.030206[/C][C]-0.3309[/C][C]0.370651[/C][/ROW]
[ROW][C]40[/C][C]-0.122958[/C][C]-1.3469[/C][C]0.090269[/C][/ROW]
[ROW][C]41[/C][C]0.051235[/C][C]0.5613[/C][C]0.287836[/C][/ROW]
[ROW][C]42[/C][C]0.020083[/C][C]0.22[/C][C]0.413123[/C][/ROW]
[ROW][C]43[/C][C]-0.002534[/C][C]-0.0278[/C][C]0.488952[/C][/ROW]
[ROW][C]44[/C][C]0.0059[/C][C]0.0646[/C][C]0.474286[/C][/ROW]
[ROW][C]45[/C][C]-0.015459[/C][C]-0.1693[/C][C]0.432904[/C][/ROW]
[ROW][C]46[/C][C]0.058253[/C][C]0.6381[/C][C]0.262303[/C][/ROW]
[ROW][C]47[/C][C]-0.040549[/C][C]-0.4442[/C][C]0.328853[/C][/ROW]
[ROW][C]48[/C][C]-0.009777[/C][C]-0.1071[/C][C]0.457445[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=296130&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=296130&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	0.966416	10.5866	0
2	-0.034752	-0.3807	0.352054
3	0.208416	2.2831	0.012093
4	0.063765	0.6985	0.243105
5	0.117394	1.286	0.100462
6	-0.037904	-0.4152	0.339361
7	-0.169764	-1.8597	0.03269
8	-0.089851	-0.9843	0.163482
9	-0.040234	-0.4407	0.330096
10	0.096083	1.0525	0.147334
11	0.158377	1.7349	0.04266
12	-0.025331	-0.2775	0.390944
13	-0.334453	-3.6637	0.000186
14	-0.030769	-0.3371	0.368333
15	0.064341	0.7048	0.241142
16	0.019984	0.2189	0.413545
17	-0.002383	-0.0261	0.489609
18	0.007743	0.0848	0.466273
19	-0.062073	-0.68	0.248915
20	-0.037211	-0.4076	0.342138
21	-0.031931	-0.3498	0.363558
22	0.01041	0.114	0.454699
23	0.031308	0.343	0.366112
24	0.016602	0.1819	0.427998
25	-0.133459	-1.462	0.073181
26	-0.049394	-0.5411	0.294728
27	0.018731	0.2052	0.418887
28	-0.07422	-0.813	0.208903
29	0.005434	0.0595	0.476315
30	0.01724	0.1889	0.425264
31	-0.079188	-0.8675	0.193712
32	0.027799	0.3045	0.380627
33	-0.018735	-0.2052	0.418867
34	0.026984	0.2956	0.384025
35	-0.021643	-0.2371	0.406498
36	-0.042848	-0.4694	0.319824
37	-0.054525	-0.5973	0.275719
38	-0.031964	-0.3501	0.36342
39	-0.030206	-0.3309	0.370651
40	-0.122958	-1.3469	0.090269
41	0.051235	0.5613	0.287836
42	0.020083	0.22	0.413123
43	-0.002534	-0.0278	0.488952
44	0.0059	0.0646	0.474286
45	-0.015459	-0.1693	0.432904
46	0.058253	0.6381	0.262303
47	-0.040549	-0.4442	0.328853
48	-0.009777	-0.1071	0.457445

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 = 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)
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,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