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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 19 Dec 2010 19:35:13 +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/t12927872970nk769pym1vjzz6.htm/, Retrieved Sat, 07 Feb 2026 03:17:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112702, Retrieved Sat, 07 Feb 2026 03:17:23 +0000

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402

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

-     [(Partial) Autocorrelation Function] [Paper: Partial Au...] [2010-12-19 15:09:48] [48146708a479232c43a8f6e52fbf83b4]
- R  D    [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-19 19:35:13] [6f3869f9d1e39c73f93153f1f7803f84] [Current]
-   P       [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-19 19:55:20] [48146708a479232c43a8f6e52fbf83b4] 
-   P         [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-21 07:19:38] [48146708a479232c43a8f6e52fbf83b4] 
-   P         [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-21 07:40:29] [48146708a479232c43a8f6e52fbf83b4] 
-   P         [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-21 07:58:08] [48146708a479232c43a8f6e52fbf83b4] 
-   P       [(Partial) Autocorrelation Function] [Paper: Partial au...] [2010-12-19 20:01:00] [48146708a479232c43a8f6e52fbf83b4] 

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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	'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112702&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112702&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112702&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	'George Udny Yule' @ 72.249.76.132

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.131627	1.2064	0.115529
2	-0.275348	-2.5236	0.006749
3	0.18754	1.7188	0.044664
4	-0.0034	-0.0312	0.487609
5	-0.03282	-0.3008	0.382154
6	0.205553	1.8839	0.031517
7	-0.03617	-0.3315	0.370545
8	0.061826	0.5666	0.286235
9	0.166415	1.5252	0.06548
10	-0.298143	-2.7325	0.00383
11	0.076938	0.7052	0.241334
12	0.692603	6.3478	0
13	0.020249	0.1856	0.426609
14	-0.298069	-2.7318	0.003838
15	0.047543	0.4357	0.332072
16	-0.038677	-0.3545	0.361935
17	-0.056456	-0.5174	0.30311
18	0.05991	0.5491	0.292202
19	-0.090459	-0.8291	0.204707
20	-0.021404	-0.1962	0.422476
21	0.022938	0.2102	0.417
22	-0.296758	-2.7198	0.003968
23	-0.001621	-0.0149	0.49409
24	0.502568	4.6061	7e-06
25	0.038547	0.3533	0.362378
26	-0.296315	-2.7158	0.004013
27	-0.029725	-0.2724	0.392978
28	-0.059779	-0.5479	0.292612
29	-0.115395	-1.0576	0.146631
30	0.006207	0.0569	0.477385
31	-0.0727	-0.6663	0.25352
32	-0.061713	-0.5656	0.286584
33	0.028203	0.2585	0.398334
34	-0.190874	-1.7494	0.041938
35	-0.024605	-0.2255	0.411065
36	0.407693	3.7366	0.00017
37	0.044151	0.4046	0.343383
38	-0.26143	-2.3961	0.009397
39	-0.028095	-0.2575	0.398715
40	-0.042708	-0.3914	0.348236
41	-0.082145	-0.7529	0.226816
42	0.065869	0.6037	0.273836
43	-0.039298	-0.3602	0.359813
44	-0.043554	-0.3992	0.345386
45	0.082941	0.7602	0.224641
46	-0.128578	-1.1784	0.120976
47	-0.043043	-0.3945	0.347106
48	0.33121	3.0356	0.001598

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.131627 & 1.2064 & 0.115529 \tabularnewline
2 & -0.275348 & -2.5236 & 0.006749 \tabularnewline
3 & 0.18754 & 1.7188 & 0.044664 \tabularnewline
4 & -0.0034 & -0.0312 & 0.487609 \tabularnewline
5 & -0.03282 & -0.3008 & 0.382154 \tabularnewline
6 & 0.205553 & 1.8839 & 0.031517 \tabularnewline
7 & -0.03617 & -0.3315 & 0.370545 \tabularnewline
8 & 0.061826 & 0.5666 & 0.286235 \tabularnewline
9 & 0.166415 & 1.5252 & 0.06548 \tabularnewline
10 & -0.298143 & -2.7325 & 0.00383 \tabularnewline
11 & 0.076938 & 0.7052 & 0.241334 \tabularnewline
12 & 0.692603 & 6.3478 & 0 \tabularnewline
13 & 0.020249 & 0.1856 & 0.426609 \tabularnewline
14 & -0.298069 & -2.7318 & 0.003838 \tabularnewline
15 & 0.047543 & 0.4357 & 0.332072 \tabularnewline
16 & -0.038677 & -0.3545 & 0.361935 \tabularnewline
17 & -0.056456 & -0.5174 & 0.30311 \tabularnewline
18 & 0.05991 & 0.5491 & 0.292202 \tabularnewline
19 & -0.090459 & -0.8291 & 0.204707 \tabularnewline
20 & -0.021404 & -0.1962 & 0.422476 \tabularnewline
21 & 0.022938 & 0.2102 & 0.417 \tabularnewline
22 & -0.296758 & -2.7198 & 0.003968 \tabularnewline
23 & -0.001621 & -0.0149 & 0.49409 \tabularnewline
24 & 0.502568 & 4.6061 & 7e-06 \tabularnewline
25 & 0.038547 & 0.3533 & 0.362378 \tabularnewline
26 & -0.296315 & -2.7158 & 0.004013 \tabularnewline
27 & -0.029725 & -0.2724 & 0.392978 \tabularnewline
28 & -0.059779 & -0.5479 & 0.292612 \tabularnewline
29 & -0.115395 & -1.0576 & 0.146631 \tabularnewline
30 & 0.006207 & 0.0569 & 0.477385 \tabularnewline
31 & -0.0727 & -0.6663 & 0.25352 \tabularnewline
32 & -0.061713 & -0.5656 & 0.286584 \tabularnewline
33 & 0.028203 & 0.2585 & 0.398334 \tabularnewline
34 & -0.190874 & -1.7494 & 0.041938 \tabularnewline
35 & -0.024605 & -0.2255 & 0.411065 \tabularnewline
36 & 0.407693 & 3.7366 & 0.00017 \tabularnewline
37 & 0.044151 & 0.4046 & 0.343383 \tabularnewline
38 & -0.26143 & -2.3961 & 0.009397 \tabularnewline
39 & -0.028095 & -0.2575 & 0.398715 \tabularnewline
40 & -0.042708 & -0.3914 & 0.348236 \tabularnewline
41 & -0.082145 & -0.7529 & 0.226816 \tabularnewline
42 & 0.065869 & 0.6037 & 0.273836 \tabularnewline
43 & -0.039298 & -0.3602 & 0.359813 \tabularnewline
44 & -0.043554 & -0.3992 & 0.345386 \tabularnewline
45 & 0.082941 & 0.7602 & 0.224641 \tabularnewline
46 & -0.128578 & -1.1784 & 0.120976 \tabularnewline
47 & -0.043043 & -0.3945 & 0.347106 \tabularnewline
48 & 0.33121 & 3.0356 & 0.001598 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112702&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]0.131627[/C][C]1.2064[/C][C]0.115529[/C][/ROW]
[ROW][C]2[/C][C]-0.275348[/C][C]-2.5236[/C][C]0.006749[/C][/ROW]
[ROW][C]3[/C][C]0.18754[/C][C]1.7188[/C][C]0.044664[/C][/ROW]
[ROW][C]4[/C][C]-0.0034[/C][C]-0.0312[/C][C]0.487609[/C][/ROW]
[ROW][C]5[/C][C]-0.03282[/C][C]-0.3008[/C][C]0.382154[/C][/ROW]
[ROW][C]6[/C][C]0.205553[/C][C]1.8839[/C][C]0.031517[/C][/ROW]
[ROW][C]7[/C][C]-0.03617[/C][C]-0.3315[/C][C]0.370545[/C][/ROW]
[ROW][C]8[/C][C]0.061826[/C][C]0.5666[/C][C]0.286235[/C][/ROW]
[ROW][C]9[/C][C]0.166415[/C][C]1.5252[/C][C]0.06548[/C][/ROW]
[ROW][C]10[/C][C]-0.298143[/C][C]-2.7325[/C][C]0.00383[/C][/ROW]
[ROW][C]11[/C][C]0.076938[/C][C]0.7052[/C][C]0.241334[/C][/ROW]
[ROW][C]12[/C][C]0.692603[/C][C]6.3478[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.020249[/C][C]0.1856[/C][C]0.426609[/C][/ROW]
[ROW][C]14[/C][C]-0.298069[/C][C]-2.7318[/C][C]0.003838[/C][/ROW]
[ROW][C]15[/C][C]0.047543[/C][C]0.4357[/C][C]0.332072[/C][/ROW]
[ROW][C]16[/C][C]-0.038677[/C][C]-0.3545[/C][C]0.361935[/C][/ROW]
[ROW][C]17[/C][C]-0.056456[/C][C]-0.5174[/C][C]0.30311[/C][/ROW]
[ROW][C]18[/C][C]0.05991[/C][C]0.5491[/C][C]0.292202[/C][/ROW]
[ROW][C]19[/C][C]-0.090459[/C][C]-0.8291[/C][C]0.204707[/C][/ROW]
[ROW][C]20[/C][C]-0.021404[/C][C]-0.1962[/C][C]0.422476[/C][/ROW]
[ROW][C]21[/C][C]0.022938[/C][C]0.2102[/C][C]0.417[/C][/ROW]
[ROW][C]22[/C][C]-0.296758[/C][C]-2.7198[/C][C]0.003968[/C][/ROW]
[ROW][C]23[/C][C]-0.001621[/C][C]-0.0149[/C][C]0.49409[/C][/ROW]
[ROW][C]24[/C][C]0.502568[/C][C]4.6061[/C][C]7e-06[/C][/ROW]
[ROW][C]25[/C][C]0.038547[/C][C]0.3533[/C][C]0.362378[/C][/ROW]
[ROW][C]26[/C][C]-0.296315[/C][C]-2.7158[/C][C]0.004013[/C][/ROW]
[ROW][C]27[/C][C]-0.029725[/C][C]-0.2724[/C][C]0.392978[/C][/ROW]
[ROW][C]28[/C][C]-0.059779[/C][C]-0.5479[/C][C]0.292612[/C][/ROW]
[ROW][C]29[/C][C]-0.115395[/C][C]-1.0576[/C][C]0.146631[/C][/ROW]
[ROW][C]30[/C][C]0.006207[/C][C]0.0569[/C][C]0.477385[/C][/ROW]
[ROW][C]31[/C][C]-0.0727[/C][C]-0.6663[/C][C]0.25352[/C][/ROW]
[ROW][C]32[/C][C]-0.061713[/C][C]-0.5656[/C][C]0.286584[/C][/ROW]
[ROW][C]33[/C][C]0.028203[/C][C]0.2585[/C][C]0.398334[/C][/ROW]
[ROW][C]34[/C][C]-0.190874[/C][C]-1.7494[/C][C]0.041938[/C][/ROW]
[ROW][C]35[/C][C]-0.024605[/C][C]-0.2255[/C][C]0.411065[/C][/ROW]
[ROW][C]36[/C][C]0.407693[/C][C]3.7366[/C][C]0.00017[/C][/ROW]
[ROW][C]37[/C][C]0.044151[/C][C]0.4046[/C][C]0.343383[/C][/ROW]
[ROW][C]38[/C][C]-0.26143[/C][C]-2.3961[/C][C]0.009397[/C][/ROW]
[ROW][C]39[/C][C]-0.028095[/C][C]-0.2575[/C][C]0.398715[/C][/ROW]
[ROW][C]40[/C][C]-0.042708[/C][C]-0.3914[/C][C]0.348236[/C][/ROW]
[ROW][C]41[/C][C]-0.082145[/C][C]-0.7529[/C][C]0.226816[/C][/ROW]
[ROW][C]42[/C][C]0.065869[/C][C]0.6037[/C][C]0.273836[/C][/ROW]
[ROW][C]43[/C][C]-0.039298[/C][C]-0.3602[/C][C]0.359813[/C][/ROW]
[ROW][C]44[/C][C]-0.043554[/C][C]-0.3992[/C][C]0.345386[/C][/ROW]
[ROW][C]45[/C][C]0.082941[/C][C]0.7602[/C][C]0.224641[/C][/ROW]
[ROW][C]46[/C][C]-0.128578[/C][C]-1.1784[/C][C]0.120976[/C][/ROW]
[ROW][C]47[/C][C]-0.043043[/C][C]-0.3945[/C][C]0.347106[/C][/ROW]
[ROW][C]48[/C][C]0.33121[/C][C]3.0356[/C][C]0.001598[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112702&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112702&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	0.131627	1.2064	0.115529
2	-0.275348	-2.5236	0.006749
3	0.18754	1.7188	0.044664
4	-0.0034	-0.0312	0.487609
5	-0.03282	-0.3008	0.382154
6	0.205553	1.8839	0.031517
7	-0.03617	-0.3315	0.370545
8	0.061826	0.5666	0.286235
9	0.166415	1.5252	0.06548
10	-0.298143	-2.7325	0.00383
11	0.076938	0.7052	0.241334
12	0.692603	6.3478	0
13	0.020249	0.1856	0.426609
14	-0.298069	-2.7318	0.003838
15	0.047543	0.4357	0.332072
16	-0.038677	-0.3545	0.361935
17	-0.056456	-0.5174	0.30311
18	0.05991	0.5491	0.292202
19	-0.090459	-0.8291	0.204707
20	-0.021404	-0.1962	0.422476
21	0.022938	0.2102	0.417
22	-0.296758	-2.7198	0.003968
23	-0.001621	-0.0149	0.49409
24	0.502568	4.6061	7e-06
25	0.038547	0.3533	0.362378
26	-0.296315	-2.7158	0.004013
27	-0.029725	-0.2724	0.392978
28	-0.059779	-0.5479	0.292612
29	-0.115395	-1.0576	0.146631
30	0.006207	0.0569	0.477385
31	-0.0727	-0.6663	0.25352
32	-0.061713	-0.5656	0.286584
33	0.028203	0.2585	0.398334
34	-0.190874	-1.7494	0.041938
35	-0.024605	-0.2255	0.411065
36	0.407693	3.7366	0.00017
37	0.044151	0.4046	0.343383
38	-0.26143	-2.3961	0.009397
39	-0.028095	-0.2575	0.398715
40	-0.042708	-0.3914	0.348236
41	-0.082145	-0.7529	0.226816
42	0.065869	0.6037	0.273836
43	-0.039298	-0.3602	0.359813
44	-0.043554	-0.3992	0.345386
45	0.082941	0.7602	0.224641
46	-0.128578	-1.1784	0.120976
47	-0.043043	-0.3945	0.347106
48	0.33121	3.0356	0.001598

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.131627	1.2064	0.115529
2	-0.297834	-2.7297	0.003861
3	0.305728	2.802	0.003151
4	-0.232993	-2.1354	0.01782
5	0.235641	2.1597	0.016824
6	0.016396	0.1503	0.440456
7	-0.017389	-0.1594	0.436878
8	0.223006	2.0439	0.022049
9	-0.072892	-0.6681	0.252962
10	-0.239062	-2.191	0.015609
11	0.357423	3.2758	0.000766
12	0.485765	4.4521	1.3e-05
13	-0.145541	-1.3339	0.092921
14	-0.163761	-1.5009	0.068566
15	-0.184075	-1.6871	0.04765
16	0.105446	0.9664	0.168303
17	-0.117934	-1.0809	0.141421
18	-0.136195	-1.2482	0.107704
19	-0.062656	-0.5743	0.283665
20	-0.201028	-1.8425	0.034468
21	-0.028769	-0.2637	0.396338
22	-0.004439	-0.0407	0.483824
23	-0.011088	-0.1016	0.459649
24	0.129217	1.1843	0.119819
25	0.079559	0.7292	0.233962
26	0.038572	0.3535	0.362291
27	0.017043	0.1562	0.438125
28	-0.088527	-0.8114	0.209726
29	-0.024397	-0.2236	0.411806
30	-0.007262	-0.0666	0.473545
31	-0.021967	-0.2013	0.420462
32	-0.089528	-0.8205	0.207116
33	0.034847	0.3194	0.375116
34	0.067795	0.6214	0.268026
35	0.001367	0.0125	0.495017
36	0.000643	0.0059	0.497657
37	-0.053368	-0.4891	0.313014
38	0.076504	0.7012	0.242567
39	-0.032302	-0.296	0.383962
40	0.003752	0.0344	0.486325
41	0.001404	0.0129	0.494881
42	0.042182	0.3866	0.350012
43	-0.030476	-0.2793	0.390344
44	0.036845	0.3377	0.368219
45	0.041704	0.3822	0.351631
46	-0.016697	-0.153	0.439369
47	-0.077913	-0.7141	0.238577
48	-0.031859	-0.292	0.385505

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.131627 & 1.2064 & 0.115529 \tabularnewline
2 & -0.297834 & -2.7297 & 0.003861 \tabularnewline
3 & 0.305728 & 2.802 & 0.003151 \tabularnewline
4 & -0.232993 & -2.1354 & 0.01782 \tabularnewline
5 & 0.235641 & 2.1597 & 0.016824 \tabularnewline
6 & 0.016396 & 0.1503 & 0.440456 \tabularnewline
7 & -0.017389 & -0.1594 & 0.436878 \tabularnewline
8 & 0.223006 & 2.0439 & 0.022049 \tabularnewline
9 & -0.072892 & -0.6681 & 0.252962 \tabularnewline
10 & -0.239062 & -2.191 & 0.015609 \tabularnewline
11 & 0.357423 & 3.2758 & 0.000766 \tabularnewline
12 & 0.485765 & 4.4521 & 1.3e-05 \tabularnewline
13 & -0.145541 & -1.3339 & 0.092921 \tabularnewline
14 & -0.163761 & -1.5009 & 0.068566 \tabularnewline
15 & -0.184075 & -1.6871 & 0.04765 \tabularnewline
16 & 0.105446 & 0.9664 & 0.168303 \tabularnewline
17 & -0.117934 & -1.0809 & 0.141421 \tabularnewline
18 & -0.136195 & -1.2482 & 0.107704 \tabularnewline
19 & -0.062656 & -0.5743 & 0.283665 \tabularnewline
20 & -0.201028 & -1.8425 & 0.034468 \tabularnewline
21 & -0.028769 & -0.2637 & 0.396338 \tabularnewline
22 & -0.004439 & -0.0407 & 0.483824 \tabularnewline
23 & -0.011088 & -0.1016 & 0.459649 \tabularnewline
24 & 0.129217 & 1.1843 & 0.119819 \tabularnewline
25 & 0.079559 & 0.7292 & 0.233962 \tabularnewline
26 & 0.038572 & 0.3535 & 0.362291 \tabularnewline
27 & 0.017043 & 0.1562 & 0.438125 \tabularnewline
28 & -0.088527 & -0.8114 & 0.209726 \tabularnewline
29 & -0.024397 & -0.2236 & 0.411806 \tabularnewline
30 & -0.007262 & -0.0666 & 0.473545 \tabularnewline
31 & -0.021967 & -0.2013 & 0.420462 \tabularnewline
32 & -0.089528 & -0.8205 & 0.207116 \tabularnewline
33 & 0.034847 & 0.3194 & 0.375116 \tabularnewline
34 & 0.067795 & 0.6214 & 0.268026 \tabularnewline
35 & 0.001367 & 0.0125 & 0.495017 \tabularnewline
36 & 0.000643 & 0.0059 & 0.497657 \tabularnewline
37 & -0.053368 & -0.4891 & 0.313014 \tabularnewline
38 & 0.076504 & 0.7012 & 0.242567 \tabularnewline
39 & -0.032302 & -0.296 & 0.383962 \tabularnewline
40 & 0.003752 & 0.0344 & 0.486325 \tabularnewline
41 & 0.001404 & 0.0129 & 0.494881 \tabularnewline
42 & 0.042182 & 0.3866 & 0.350012 \tabularnewline
43 & -0.030476 & -0.2793 & 0.390344 \tabularnewline
44 & 0.036845 & 0.3377 & 0.368219 \tabularnewline
45 & 0.041704 & 0.3822 & 0.351631 \tabularnewline
46 & -0.016697 & -0.153 & 0.439369 \tabularnewline
47 & -0.077913 & -0.7141 & 0.238577 \tabularnewline
48 & -0.031859 & -0.292 & 0.385505 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112702&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]0.131627[/C][C]1.2064[/C][C]0.115529[/C][/ROW]
[ROW][C]2[/C][C]-0.297834[/C][C]-2.7297[/C][C]0.003861[/C][/ROW]
[ROW][C]3[/C][C]0.305728[/C][C]2.802[/C][C]0.003151[/C][/ROW]
[ROW][C]4[/C][C]-0.232993[/C][C]-2.1354[/C][C]0.01782[/C][/ROW]
[ROW][C]5[/C][C]0.235641[/C][C]2.1597[/C][C]0.016824[/C][/ROW]
[ROW][C]6[/C][C]0.016396[/C][C]0.1503[/C][C]0.440456[/C][/ROW]
[ROW][C]7[/C][C]-0.017389[/C][C]-0.1594[/C][C]0.436878[/C][/ROW]
[ROW][C]8[/C][C]0.223006[/C][C]2.0439[/C][C]0.022049[/C][/ROW]
[ROW][C]9[/C][C]-0.072892[/C][C]-0.6681[/C][C]0.252962[/C][/ROW]
[ROW][C]10[/C][C]-0.239062[/C][C]-2.191[/C][C]0.015609[/C][/ROW]
[ROW][C]11[/C][C]0.357423[/C][C]3.2758[/C][C]0.000766[/C][/ROW]
[ROW][C]12[/C][C]0.485765[/C][C]4.4521[/C][C]1.3e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.145541[/C][C]-1.3339[/C][C]0.092921[/C][/ROW]
[ROW][C]14[/C][C]-0.163761[/C][C]-1.5009[/C][C]0.068566[/C][/ROW]
[ROW][C]15[/C][C]-0.184075[/C][C]-1.6871[/C][C]0.04765[/C][/ROW]
[ROW][C]16[/C][C]0.105446[/C][C]0.9664[/C][C]0.168303[/C][/ROW]
[ROW][C]17[/C][C]-0.117934[/C][C]-1.0809[/C][C]0.141421[/C][/ROW]
[ROW][C]18[/C][C]-0.136195[/C][C]-1.2482[/C][C]0.107704[/C][/ROW]
[ROW][C]19[/C][C]-0.062656[/C][C]-0.5743[/C][C]0.283665[/C][/ROW]
[ROW][C]20[/C][C]-0.201028[/C][C]-1.8425[/C][C]0.034468[/C][/ROW]
[ROW][C]21[/C][C]-0.028769[/C][C]-0.2637[/C][C]0.396338[/C][/ROW]
[ROW][C]22[/C][C]-0.004439[/C][C]-0.0407[/C][C]0.483824[/C][/ROW]
[ROW][C]23[/C][C]-0.011088[/C][C]-0.1016[/C][C]0.459649[/C][/ROW]
[ROW][C]24[/C][C]0.129217[/C][C]1.1843[/C][C]0.119819[/C][/ROW]
[ROW][C]25[/C][C]0.079559[/C][C]0.7292[/C][C]0.233962[/C][/ROW]
[ROW][C]26[/C][C]0.038572[/C][C]0.3535[/C][C]0.362291[/C][/ROW]
[ROW][C]27[/C][C]0.017043[/C][C]0.1562[/C][C]0.438125[/C][/ROW]
[ROW][C]28[/C][C]-0.088527[/C][C]-0.8114[/C][C]0.209726[/C][/ROW]
[ROW][C]29[/C][C]-0.024397[/C][C]-0.2236[/C][C]0.411806[/C][/ROW]
[ROW][C]30[/C][C]-0.007262[/C][C]-0.0666[/C][C]0.473545[/C][/ROW]
[ROW][C]31[/C][C]-0.021967[/C][C]-0.2013[/C][C]0.420462[/C][/ROW]
[ROW][C]32[/C][C]-0.089528[/C][C]-0.8205[/C][C]0.207116[/C][/ROW]
[ROW][C]33[/C][C]0.034847[/C][C]0.3194[/C][C]0.375116[/C][/ROW]
[ROW][C]34[/C][C]0.067795[/C][C]0.6214[/C][C]0.268026[/C][/ROW]
[ROW][C]35[/C][C]0.001367[/C][C]0.0125[/C][C]0.495017[/C][/ROW]
[ROW][C]36[/C][C]0.000643[/C][C]0.0059[/C][C]0.497657[/C][/ROW]
[ROW][C]37[/C][C]-0.053368[/C][C]-0.4891[/C][C]0.313014[/C][/ROW]
[ROW][C]38[/C][C]0.076504[/C][C]0.7012[/C][C]0.242567[/C][/ROW]
[ROW][C]39[/C][C]-0.032302[/C][C]-0.296[/C][C]0.383962[/C][/ROW]
[ROW][C]40[/C][C]0.003752[/C][C]0.0344[/C][C]0.486325[/C][/ROW]
[ROW][C]41[/C][C]0.001404[/C][C]0.0129[/C][C]0.494881[/C][/ROW]
[ROW][C]42[/C][C]0.042182[/C][C]0.3866[/C][C]0.350012[/C][/ROW]
[ROW][C]43[/C][C]-0.030476[/C][C]-0.2793[/C][C]0.390344[/C][/ROW]
[ROW][C]44[/C][C]0.036845[/C][C]0.3377[/C][C]0.368219[/C][/ROW]
[ROW][C]45[/C][C]0.041704[/C][C]0.3822[/C][C]0.351631[/C][/ROW]
[ROW][C]46[/C][C]-0.016697[/C][C]-0.153[/C][C]0.439369[/C][/ROW]
[ROW][C]47[/C][C]-0.077913[/C][C]-0.7141[/C][C]0.238577[/C][/ROW]
[ROW][C]48[/C][C]-0.031859[/C][C]-0.292[/C][C]0.385505[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112702&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112702&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	0.131627	1.2064	0.115529
2	-0.297834	-2.7297	0.003861
3	0.305728	2.802	0.003151
4	-0.232993	-2.1354	0.01782
5	0.235641	2.1597	0.016824
6	0.016396	0.1503	0.440456
7	-0.017389	-0.1594	0.436878
8	0.223006	2.0439	0.022049
9	-0.072892	-0.6681	0.252962
10	-0.239062	-2.191	0.015609
11	0.357423	3.2758	0.000766
12	0.485765	4.4521	1.3e-05
13	-0.145541	-1.3339	0.092921
14	-0.163761	-1.5009	0.068566
15	-0.184075	-1.6871	0.04765
16	0.105446	0.9664	0.168303
17	-0.117934	-1.0809	0.141421
18	-0.136195	-1.2482	0.107704
19	-0.062656	-0.5743	0.283665
20	-0.201028	-1.8425	0.034468
21	-0.028769	-0.2637	0.396338
22	-0.004439	-0.0407	0.483824
23	-0.011088	-0.1016	0.459649
24	0.129217	1.1843	0.119819
25	0.079559	0.7292	0.233962
26	0.038572	0.3535	0.362291
27	0.017043	0.1562	0.438125
28	-0.088527	-0.8114	0.209726
29	-0.024397	-0.2236	0.411806
30	-0.007262	-0.0666	0.473545
31	-0.021967	-0.2013	0.420462
32	-0.089528	-0.8205	0.207116
33	0.034847	0.3194	0.375116
34	0.067795	0.6214	0.268026
35	0.001367	0.0125	0.495017
36	0.000643	0.0059	0.497657
37	-0.053368	-0.4891	0.313014
38	0.076504	0.7012	0.242567
39	-0.032302	-0.296	0.383962
40	0.003752	0.0344	0.486325
41	0.001404	0.0129	0.494881
42	0.042182	0.3866	0.350012
43	-0.030476	-0.2793	0.390344
44	0.036845	0.3377	0.368219
45	0.041704	0.3822	0.351631
46	-0.016697	-0.153	0.439369
47	-0.077913	-0.7141	0.238577
48	-0.031859	-0.292	0.385505

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