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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 16 Jan 2011 10:14:11 +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/2011/Jan/16/t1295172723q0ayyk4r8dtrze6.htm/, Retrieved Fri, 01 Nov 2024 01:22:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=117369, Retrieved Fri, 01 Nov 2024 01:22:17 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

194

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

-     [(Partial) Autocorrelation Function] [opgave 6bis deel 1.2] [2010-11-17 09:49:18] [4fbbbfaec2662edf81d9d4e1604b565e]
- R PD    [(Partial) Autocorrelation Function] [Autocorrelatie ei...] [2011-01-16 10:14:11] [63c073ae7ca4ef34c1cc2bde848eb699] [Current]
- R PD      [(Partial) Autocorrelation Function] [6.2.2 autocorrela...] [2011-01-16 10:22:15] [4fbbbfaec2662edf81d9d4e1604b565e] 
- R           [(Partial) Autocorrelation Function] [autocorrelatie 6....] [2011-01-16 10:32:56] [4fbbbfaec2662edf81d9d4e1604b565e] 
- RMPD      [Variability] [opgave 8.1] [2011-01-16 10:57:18] [4fbbbfaec2662edf81d9d4e1604b565e] 
- RMPD      [Standard Deviation Plot] [inschrijving nieu...] [2011-01-16 11:00:52] [4fbbbfaec2662edf81d9d4e1604b565e] 
- RMPD      [Standard Deviation-Mean Plot] [standar deviation...] [2011-01-16 12:06:12] [4fbbbfaec2662edf81d9d4e1604b565e] 
- RMP       [Variability] [oef 8 eigen waarden] [2011-01-16 12:16:36] [4fbbbfaec2662edf81d9d4e1604b565e] 
- RMP       [Standard Deviation Plot] [oef 8 eigen waard...] [2011-01-16 12:21:45] [4fbbbfaec2662edf81d9d4e1604b565e] 
- RMPD      [Standard Deviation-Mean Plot] [Oef 8 eigen waard...] [2011-01-16 12:31:47] [4fbbbfaec2662edf81d9d4e1604b565e] 
- RMP       [Exponential Smoothing] [oef 10.2 eigen wa...] [2011-01-16 13:19:16] [4fbbbfaec2662edf81d9d4e1604b565e] 

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Dataseries X:

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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	1 seconds
R Server	'Herman Ole Andreas Wold' @ www.yougetit.org

\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 & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ www.yougetit.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117369&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ www.yougetit.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117369&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117369&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	1 seconds
R Server	'Herman Ole Andreas Wold' @ www.yougetit.org

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.8684	9.0247	0
2	0.784624	8.1541	0
3	0.712149	7.4009	0
4	0.625437	6.4997	0
5	0.615334	6.3947	0
6	0.614482	6.3859	0
7	0.584202	6.0712	0
8	0.575413	5.9799	0
9	0.609737	6.3366	0
10	0.647278	6.7267	0
11	0.700019	7.2748	0
12	0.742892	7.7204	0
13	0.652794	6.784	0
14	0.563721	5.8584	0
15	0.495951	5.1541	1e-06
16	0.423274	4.3988	1.3e-05
17	0.401593	4.1735	3e-05
18	0.406249	4.2219	2.5e-05
19	0.38152	3.9649	6.6e-05
20	0.367606	3.8203	0.000112
21	0.379658	3.9455	7.1e-05
22	0.41723	4.336	1.6e-05
23	0.445968	4.6346	5e-06
24	0.46129	4.7939	3e-06
25	0.379617	3.9451	7.1e-05
26	0.287361	2.9863	0.001747
27	0.218162	2.2672	0.012684
28	0.152026	1.5799	0.058527
29	0.11302	1.1745	0.121382
30	0.115521	1.2005	0.11628
31	0.093433	0.971	0.166864
32	0.071708	0.7452	0.228881
33	0.088579	0.9205	0.17967
34	0.103142	1.0719	0.14308
35	0.113758	1.1822	0.11986
36	0.132521	1.3772	0.085649
37	0.061368	0.6378	0.26249
38	-0.012158	-0.1264	0.449845
39	-0.071195	-0.7399	0.230488
40	-0.127078	-1.3206	0.094708
41	-0.154902	-1.6098	0.055182
42	-0.140275	-1.4578	0.073901
43	-0.152072	-1.5804	0.058472
44	-0.17029	-1.7697	0.039799
45	-0.152891	-1.5889	0.057504
46	-0.145583	-1.5129	0.066608
47	-0.133593	-1.3883	0.083945
48	-0.125444	-1.3037	0.097562

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.8684 & 9.0247 & 0 \tabularnewline
2 & 0.784624 & 8.1541 & 0 \tabularnewline
3 & 0.712149 & 7.4009 & 0 \tabularnewline
4 & 0.625437 & 6.4997 & 0 \tabularnewline
5 & 0.615334 & 6.3947 & 0 \tabularnewline
6 & 0.614482 & 6.3859 & 0 \tabularnewline
7 & 0.584202 & 6.0712 & 0 \tabularnewline
8 & 0.575413 & 5.9799 & 0 \tabularnewline
9 & 0.609737 & 6.3366 & 0 \tabularnewline
10 & 0.647278 & 6.7267 & 0 \tabularnewline
11 & 0.700019 & 7.2748 & 0 \tabularnewline
12 & 0.742892 & 7.7204 & 0 \tabularnewline
13 & 0.652794 & 6.784 & 0 \tabularnewline
14 & 0.563721 & 5.8584 & 0 \tabularnewline
15 & 0.495951 & 5.1541 & 1e-06 \tabularnewline
16 & 0.423274 & 4.3988 & 1.3e-05 \tabularnewline
17 & 0.401593 & 4.1735 & 3e-05 \tabularnewline
18 & 0.406249 & 4.2219 & 2.5e-05 \tabularnewline
19 & 0.38152 & 3.9649 & 6.6e-05 \tabularnewline
20 & 0.367606 & 3.8203 & 0.000112 \tabularnewline
21 & 0.379658 & 3.9455 & 7.1e-05 \tabularnewline
22 & 0.41723 & 4.336 & 1.6e-05 \tabularnewline
23 & 0.445968 & 4.6346 & 5e-06 \tabularnewline
24 & 0.46129 & 4.7939 & 3e-06 \tabularnewline
25 & 0.379617 & 3.9451 & 7.1e-05 \tabularnewline
26 & 0.287361 & 2.9863 & 0.001747 \tabularnewline
27 & 0.218162 & 2.2672 & 0.012684 \tabularnewline
28 & 0.152026 & 1.5799 & 0.058527 \tabularnewline
29 & 0.11302 & 1.1745 & 0.121382 \tabularnewline
30 & 0.115521 & 1.2005 & 0.11628 \tabularnewline
31 & 0.093433 & 0.971 & 0.166864 \tabularnewline
32 & 0.071708 & 0.7452 & 0.228881 \tabularnewline
33 & 0.088579 & 0.9205 & 0.17967 \tabularnewline
34 & 0.103142 & 1.0719 & 0.14308 \tabularnewline
35 & 0.113758 & 1.1822 & 0.11986 \tabularnewline
36 & 0.132521 & 1.3772 & 0.085649 \tabularnewline
37 & 0.061368 & 0.6378 & 0.26249 \tabularnewline
38 & -0.012158 & -0.1264 & 0.449845 \tabularnewline
39 & -0.071195 & -0.7399 & 0.230488 \tabularnewline
40 & -0.127078 & -1.3206 & 0.094708 \tabularnewline
41 & -0.154902 & -1.6098 & 0.055182 \tabularnewline
42 & -0.140275 & -1.4578 & 0.073901 \tabularnewline
43 & -0.152072 & -1.5804 & 0.058472 \tabularnewline
44 & -0.17029 & -1.7697 & 0.039799 \tabularnewline
45 & -0.152891 & -1.5889 & 0.057504 \tabularnewline
46 & -0.145583 & -1.5129 & 0.066608 \tabularnewline
47 & -0.133593 & -1.3883 & 0.083945 \tabularnewline
48 & -0.125444 & -1.3037 & 0.097562 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117369&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]0.8684[/C][C]9.0247[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.784624[/C][C]8.1541[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.712149[/C][C]7.4009[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.625437[/C][C]6.4997[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.615334[/C][C]6.3947[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.614482[/C][C]6.3859[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.584202[/C][C]6.0712[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.575413[/C][C]5.9799[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.609737[/C][C]6.3366[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.647278[/C][C]6.7267[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.700019[/C][C]7.2748[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.742892[/C][C]7.7204[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.652794[/C][C]6.784[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.563721[/C][C]5.8584[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.495951[/C][C]5.1541[/C][C]1e-06[/C][/ROW]
[ROW][C]16[/C][C]0.423274[/C][C]4.3988[/C][C]1.3e-05[/C][/ROW]
[ROW][C]17[/C][C]0.401593[/C][C]4.1735[/C][C]3e-05[/C][/ROW]
[ROW][C]18[/C][C]0.406249[/C][C]4.2219[/C][C]2.5e-05[/C][/ROW]
[ROW][C]19[/C][C]0.38152[/C][C]3.9649[/C][C]6.6e-05[/C][/ROW]
[ROW][C]20[/C][C]0.367606[/C][C]3.8203[/C][C]0.000112[/C][/ROW]
[ROW][C]21[/C][C]0.379658[/C][C]3.9455[/C][C]7.1e-05[/C][/ROW]
[ROW][C]22[/C][C]0.41723[/C][C]4.336[/C][C]1.6e-05[/C][/ROW]
[ROW][C]23[/C][C]0.445968[/C][C]4.6346[/C][C]5e-06[/C][/ROW]
[ROW][C]24[/C][C]0.46129[/C][C]4.7939[/C][C]3e-06[/C][/ROW]
[ROW][C]25[/C][C]0.379617[/C][C]3.9451[/C][C]7.1e-05[/C][/ROW]
[ROW][C]26[/C][C]0.287361[/C][C]2.9863[/C][C]0.001747[/C][/ROW]
[ROW][C]27[/C][C]0.218162[/C][C]2.2672[/C][C]0.012684[/C][/ROW]
[ROW][C]28[/C][C]0.152026[/C][C]1.5799[/C][C]0.058527[/C][/ROW]
[ROW][C]29[/C][C]0.11302[/C][C]1.1745[/C][C]0.121382[/C][/ROW]
[ROW][C]30[/C][C]0.115521[/C][C]1.2005[/C][C]0.11628[/C][/ROW]
[ROW][C]31[/C][C]0.093433[/C][C]0.971[/C][C]0.166864[/C][/ROW]
[ROW][C]32[/C][C]0.071708[/C][C]0.7452[/C][C]0.228881[/C][/ROW]
[ROW][C]33[/C][C]0.088579[/C][C]0.9205[/C][C]0.17967[/C][/ROW]
[ROW][C]34[/C][C]0.103142[/C][C]1.0719[/C][C]0.14308[/C][/ROW]
[ROW][C]35[/C][C]0.113758[/C][C]1.1822[/C][C]0.11986[/C][/ROW]
[ROW][C]36[/C][C]0.132521[/C][C]1.3772[/C][C]0.085649[/C][/ROW]
[ROW][C]37[/C][C]0.061368[/C][C]0.6378[/C][C]0.26249[/C][/ROW]
[ROW][C]38[/C][C]-0.012158[/C][C]-0.1264[/C][C]0.449845[/C][/ROW]
[ROW][C]39[/C][C]-0.071195[/C][C]-0.7399[/C][C]0.230488[/C][/ROW]
[ROW][C]40[/C][C]-0.127078[/C][C]-1.3206[/C][C]0.094708[/C][/ROW]
[ROW][C]41[/C][C]-0.154902[/C][C]-1.6098[/C][C]0.055182[/C][/ROW]
[ROW][C]42[/C][C]-0.140275[/C][C]-1.4578[/C][C]0.073901[/C][/ROW]
[ROW][C]43[/C][C]-0.152072[/C][C]-1.5804[/C][C]0.058472[/C][/ROW]
[ROW][C]44[/C][C]-0.17029[/C][C]-1.7697[/C][C]0.039799[/C][/ROW]
[ROW][C]45[/C][C]-0.152891[/C][C]-1.5889[/C][C]0.057504[/C][/ROW]
[ROW][C]46[/C][C]-0.145583[/C][C]-1.5129[/C][C]0.066608[/C][/ROW]
[ROW][C]47[/C][C]-0.133593[/C][C]-1.3883[/C][C]0.083945[/C][/ROW]
[ROW][C]48[/C][C]-0.125444[/C][C]-1.3037[/C][C]0.097562[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117369&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117369&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	0.8684	9.0247	0
2	0.784624	8.1541	0
3	0.712149	7.4009	0
4	0.625437	6.4997	0
5	0.615334	6.3947	0
6	0.614482	6.3859	0
7	0.584202	6.0712	0
8	0.575413	5.9799	0
9	0.609737	6.3366	0
10	0.647278	6.7267	0
11	0.700019	7.2748	0
12	0.742892	7.7204	0
13	0.652794	6.784	0
14	0.563721	5.8584	0
15	0.495951	5.1541	1e-06
16	0.423274	4.3988	1.3e-05
17	0.401593	4.1735	3e-05
18	0.406249	4.2219	2.5e-05
19	0.38152	3.9649	6.6e-05
20	0.367606	3.8203	0.000112
21	0.379658	3.9455	7.1e-05
22	0.41723	4.336	1.6e-05
23	0.445968	4.6346	5e-06
24	0.46129	4.7939	3e-06
25	0.379617	3.9451	7.1e-05
26	0.287361	2.9863	0.001747
27	0.218162	2.2672	0.012684
28	0.152026	1.5799	0.058527
29	0.11302	1.1745	0.121382
30	0.115521	1.2005	0.11628
31	0.093433	0.971	0.166864
32	0.071708	0.7452	0.228881
33	0.088579	0.9205	0.17967
34	0.103142	1.0719	0.14308
35	0.113758	1.1822	0.11986
36	0.132521	1.3772	0.085649
37	0.061368	0.6378	0.26249
38	-0.012158	-0.1264	0.449845
39	-0.071195	-0.7399	0.230488
40	-0.127078	-1.3206	0.094708
41	-0.154902	-1.6098	0.055182
42	-0.140275	-1.4578	0.073901
43	-0.152072	-1.5804	0.058472
44	-0.17029	-1.7697	0.039799
45	-0.152891	-1.5889	0.057504
46	-0.145583	-1.5129	0.066608
47	-0.133593	-1.3883	0.083945
48	-0.125444	-1.3037	0.097562

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.8684	9.0247	0
2	0.124067	1.2893	0.100018
3	0.031296	0.3252	0.372815
4	-0.079989	-0.8313	0.203829
5	0.252795	2.6271	0.004931
6	0.131394	1.3655	0.087468
7	-0.064223	-0.6674	0.252964
8	0.03793	0.3942	0.347113
9	0.297817	3.095	0.001253
10	0.215446	2.239	0.013603
11	0.13365	1.3889	0.083856
12	0.099577	1.0348	0.151529
13	-0.404738	-4.2062	2.7e-05
14	-0.22731	-2.3623	0.009977
15	-0.006385	-0.0664	0.47361
16	0.003557	0.037	0.485289
17	-0.079045	-0.8215	0.206598
18	0.049103	0.5103	0.305444
19	0.034856	0.3622	0.358944
20	-0.050844	-0.5284	0.299157
21	-0.085405	-0.8876	0.188377
22	0.127121	1.3211	0.094633
23	-0.020063	-0.2085	0.417616
24	-0.032205	-0.3347	0.369255
25	-0.174368	-1.8121	0.036376
26	-0.049032	-0.5096	0.305703
27	-0.021937	-0.228	0.410048
28	-0.028549	-0.2967	0.383636
29	-0.166294	-1.7282	0.043407
30	0.015898	0.1652	0.434543
31	0.037848	0.3933	0.347426
32	-0.030583	-0.3178	0.375616
33	-0.024331	-0.2529	0.400429
34	-0.087297	-0.9072	0.183155
35	-0.030886	-0.321	0.374425
36	0.144875	1.5056	0.067546
37	-0.057074	-0.5931	0.277167
38	-0.041998	-0.4365	0.331687
39	-0.024245	-0.252	0.400777
40	0.064863	0.6741	0.250852
41	-0.037533	-0.3901	0.348633
42	0.005541	0.0576	0.477094
43	0.012473	0.1296	0.448553
44	-0.030632	-0.3183	0.375421
45	-0.020649	-0.2146	0.415244
46	-0.045751	-0.4755	0.317709
47	0.042287	0.4395	0.330604
48	-0.028925	-0.3006	0.38215

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.8684 & 9.0247 & 0 \tabularnewline
2 & 0.124067 & 1.2893 & 0.100018 \tabularnewline
3 & 0.031296 & 0.3252 & 0.372815 \tabularnewline
4 & -0.079989 & -0.8313 & 0.203829 \tabularnewline
5 & 0.252795 & 2.6271 & 0.004931 \tabularnewline
6 & 0.131394 & 1.3655 & 0.087468 \tabularnewline
7 & -0.064223 & -0.6674 & 0.252964 \tabularnewline
8 & 0.03793 & 0.3942 & 0.347113 \tabularnewline
9 & 0.297817 & 3.095 & 0.001253 \tabularnewline
10 & 0.215446 & 2.239 & 0.013603 \tabularnewline
11 & 0.13365 & 1.3889 & 0.083856 \tabularnewline
12 & 0.099577 & 1.0348 & 0.151529 \tabularnewline
13 & -0.404738 & -4.2062 & 2.7e-05 \tabularnewline
14 & -0.22731 & -2.3623 & 0.009977 \tabularnewline
15 & -0.006385 & -0.0664 & 0.47361 \tabularnewline
16 & 0.003557 & 0.037 & 0.485289 \tabularnewline
17 & -0.079045 & -0.8215 & 0.206598 \tabularnewline
18 & 0.049103 & 0.5103 & 0.305444 \tabularnewline
19 & 0.034856 & 0.3622 & 0.358944 \tabularnewline
20 & -0.050844 & -0.5284 & 0.299157 \tabularnewline
21 & -0.085405 & -0.8876 & 0.188377 \tabularnewline
22 & 0.127121 & 1.3211 & 0.094633 \tabularnewline
23 & -0.020063 & -0.2085 & 0.417616 \tabularnewline
24 & -0.032205 & -0.3347 & 0.369255 \tabularnewline
25 & -0.174368 & -1.8121 & 0.036376 \tabularnewline
26 & -0.049032 & -0.5096 & 0.305703 \tabularnewline
27 & -0.021937 & -0.228 & 0.410048 \tabularnewline
28 & -0.028549 & -0.2967 & 0.383636 \tabularnewline
29 & -0.166294 & -1.7282 & 0.043407 \tabularnewline
30 & 0.015898 & 0.1652 & 0.434543 \tabularnewline
31 & 0.037848 & 0.3933 & 0.347426 \tabularnewline
32 & -0.030583 & -0.3178 & 0.375616 \tabularnewline
33 & -0.024331 & -0.2529 & 0.400429 \tabularnewline
34 & -0.087297 & -0.9072 & 0.183155 \tabularnewline
35 & -0.030886 & -0.321 & 0.374425 \tabularnewline
36 & 0.144875 & 1.5056 & 0.067546 \tabularnewline
37 & -0.057074 & -0.5931 & 0.277167 \tabularnewline
38 & -0.041998 & -0.4365 & 0.331687 \tabularnewline
39 & -0.024245 & -0.252 & 0.400777 \tabularnewline
40 & 0.064863 & 0.6741 & 0.250852 \tabularnewline
41 & -0.037533 & -0.3901 & 0.348633 \tabularnewline
42 & 0.005541 & 0.0576 & 0.477094 \tabularnewline
43 & 0.012473 & 0.1296 & 0.448553 \tabularnewline
44 & -0.030632 & -0.3183 & 0.375421 \tabularnewline
45 & -0.020649 & -0.2146 & 0.415244 \tabularnewline
46 & -0.045751 & -0.4755 & 0.317709 \tabularnewline
47 & 0.042287 & 0.4395 & 0.330604 \tabularnewline
48 & -0.028925 & -0.3006 & 0.38215 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117369&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]0.8684[/C][C]9.0247[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.124067[/C][C]1.2893[/C][C]0.100018[/C][/ROW]
[ROW][C]3[/C][C]0.031296[/C][C]0.3252[/C][C]0.372815[/C][/ROW]
[ROW][C]4[/C][C]-0.079989[/C][C]-0.8313[/C][C]0.203829[/C][/ROW]
[ROW][C]5[/C][C]0.252795[/C][C]2.6271[/C][C]0.004931[/C][/ROW]
[ROW][C]6[/C][C]0.131394[/C][C]1.3655[/C][C]0.087468[/C][/ROW]
[ROW][C]7[/C][C]-0.064223[/C][C]-0.6674[/C][C]0.252964[/C][/ROW]
[ROW][C]8[/C][C]0.03793[/C][C]0.3942[/C][C]0.347113[/C][/ROW]
[ROW][C]9[/C][C]0.297817[/C][C]3.095[/C][C]0.001253[/C][/ROW]
[ROW][C]10[/C][C]0.215446[/C][C]2.239[/C][C]0.013603[/C][/ROW]
[ROW][C]11[/C][C]0.13365[/C][C]1.3889[/C][C]0.083856[/C][/ROW]
[ROW][C]12[/C][C]0.099577[/C][C]1.0348[/C][C]0.151529[/C][/ROW]
[ROW][C]13[/C][C]-0.404738[/C][C]-4.2062[/C][C]2.7e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.22731[/C][C]-2.3623[/C][C]0.009977[/C][/ROW]
[ROW][C]15[/C][C]-0.006385[/C][C]-0.0664[/C][C]0.47361[/C][/ROW]
[ROW][C]16[/C][C]0.003557[/C][C]0.037[/C][C]0.485289[/C][/ROW]
[ROW][C]17[/C][C]-0.079045[/C][C]-0.8215[/C][C]0.206598[/C][/ROW]
[ROW][C]18[/C][C]0.049103[/C][C]0.5103[/C][C]0.305444[/C][/ROW]
[ROW][C]19[/C][C]0.034856[/C][C]0.3622[/C][C]0.358944[/C][/ROW]
[ROW][C]20[/C][C]-0.050844[/C][C]-0.5284[/C][C]0.299157[/C][/ROW]
[ROW][C]21[/C][C]-0.085405[/C][C]-0.8876[/C][C]0.188377[/C][/ROW]
[ROW][C]22[/C][C]0.127121[/C][C]1.3211[/C][C]0.094633[/C][/ROW]
[ROW][C]23[/C][C]-0.020063[/C][C]-0.2085[/C][C]0.417616[/C][/ROW]
[ROW][C]24[/C][C]-0.032205[/C][C]-0.3347[/C][C]0.369255[/C][/ROW]
[ROW][C]25[/C][C]-0.174368[/C][C]-1.8121[/C][C]0.036376[/C][/ROW]
[ROW][C]26[/C][C]-0.049032[/C][C]-0.5096[/C][C]0.305703[/C][/ROW]
[ROW][C]27[/C][C]-0.021937[/C][C]-0.228[/C][C]0.410048[/C][/ROW]
[ROW][C]28[/C][C]-0.028549[/C][C]-0.2967[/C][C]0.383636[/C][/ROW]
[ROW][C]29[/C][C]-0.166294[/C][C]-1.7282[/C][C]0.043407[/C][/ROW]
[ROW][C]30[/C][C]0.015898[/C][C]0.1652[/C][C]0.434543[/C][/ROW]
[ROW][C]31[/C][C]0.037848[/C][C]0.3933[/C][C]0.347426[/C][/ROW]
[ROW][C]32[/C][C]-0.030583[/C][C]-0.3178[/C][C]0.375616[/C][/ROW]
[ROW][C]33[/C][C]-0.024331[/C][C]-0.2529[/C][C]0.400429[/C][/ROW]
[ROW][C]34[/C][C]-0.087297[/C][C]-0.9072[/C][C]0.183155[/C][/ROW]
[ROW][C]35[/C][C]-0.030886[/C][C]-0.321[/C][C]0.374425[/C][/ROW]
[ROW][C]36[/C][C]0.144875[/C][C]1.5056[/C][C]0.067546[/C][/ROW]
[ROW][C]37[/C][C]-0.057074[/C][C]-0.5931[/C][C]0.277167[/C][/ROW]
[ROW][C]38[/C][C]-0.041998[/C][C]-0.4365[/C][C]0.331687[/C][/ROW]
[ROW][C]39[/C][C]-0.024245[/C][C]-0.252[/C][C]0.400777[/C][/ROW]
[ROW][C]40[/C][C]0.064863[/C][C]0.6741[/C][C]0.250852[/C][/ROW]
[ROW][C]41[/C][C]-0.037533[/C][C]-0.3901[/C][C]0.348633[/C][/ROW]
[ROW][C]42[/C][C]0.005541[/C][C]0.0576[/C][C]0.477094[/C][/ROW]
[ROW][C]43[/C][C]0.012473[/C][C]0.1296[/C][C]0.448553[/C][/ROW]
[ROW][C]44[/C][C]-0.030632[/C][C]-0.3183[/C][C]0.375421[/C][/ROW]
[ROW][C]45[/C][C]-0.020649[/C][C]-0.2146[/C][C]0.415244[/C][/ROW]
[ROW][C]46[/C][C]-0.045751[/C][C]-0.4755[/C][C]0.317709[/C][/ROW]
[ROW][C]47[/C][C]0.042287[/C][C]0.4395[/C][C]0.330604[/C][/ROW]
[ROW][C]48[/C][C]-0.028925[/C][C]-0.3006[/C][C]0.38215[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117369&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117369&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	0.8684	9.0247	0
2	0.124067	1.2893	0.100018
3	0.031296	0.3252	0.372815
4	-0.079989	-0.8313	0.203829
5	0.252795	2.6271	0.004931
6	0.131394	1.3655	0.087468
7	-0.064223	-0.6674	0.252964
8	0.03793	0.3942	0.347113
9	0.297817	3.095	0.001253
10	0.215446	2.239	0.013603
11	0.13365	1.3889	0.083856
12	0.099577	1.0348	0.151529
13	-0.404738	-4.2062	2.7e-05
14	-0.22731	-2.3623	0.009977
15	-0.006385	-0.0664	0.47361
16	0.003557	0.037	0.485289
17	-0.079045	-0.8215	0.206598
18	0.049103	0.5103	0.305444
19	0.034856	0.3622	0.358944
20	-0.050844	-0.5284	0.299157
21	-0.085405	-0.8876	0.188377
22	0.127121	1.3211	0.094633
23	-0.020063	-0.2085	0.417616
24	-0.032205	-0.3347	0.369255
25	-0.174368	-1.8121	0.036376
26	-0.049032	-0.5096	0.305703
27	-0.021937	-0.228	0.410048
28	-0.028549	-0.2967	0.383636
29	-0.166294	-1.7282	0.043407
30	0.015898	0.1652	0.434543
31	0.037848	0.3933	0.347426
32	-0.030583	-0.3178	0.375616
33	-0.024331	-0.2529	0.400429
34	-0.087297	-0.9072	0.183155
35	-0.030886	-0.321	0.374425
36	0.144875	1.5056	0.067546
37	-0.057074	-0.5931	0.277167
38	-0.041998	-0.4365	0.331687
39	-0.024245	-0.252	0.400777
40	0.064863	0.6741	0.250852
41	-0.037533	-0.3901	0.348633
42	0.005541	0.0576	0.477094
43	0.012473	0.1296	0.448553
44	-0.030632	-0.3183	0.375421
45	-0.020649	-0.2146	0.415244
46	-0.045751	-0.4755	0.317709
47	0.042287	0.4395	0.330604
48	-0.028925	-0.3006	0.38215

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