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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 05 Mar 2015 17:55:15 +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/2015/Mar/05/t1425578159v47rehr6w9yy4t9.htm/, Retrieved Sun, 10 Nov 2024 19:59:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=277976, Retrieved Sun, 10 Nov 2024 19:59:48 +0000

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-       [(Partial) Autocorrelation Function] [] [2015-03-05 17:55:15] [57f5dbee1b697c074ab0c7d81efd3c32] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 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=277976&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=277976&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277976&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	-0.351632	-5.2979	0
2	0.195612	2.9472	0.001771
3	-0.107374	-1.6177	0.053553
4	-0.06566	-0.9893	0.161794
5	-0.110298	-1.6618	0.048966
6	-0.073427	-1.1063	0.134885
7	-0.140383	-2.1151	0.017756
8	-0.029684	-0.4472	0.327568
9	-0.05743	-0.8653	0.1939
10	0.156034	2.3509	0.009793
11	-0.196918	-2.9669	0.001665
12	0.670054	10.0954	0
13	-0.289906	-4.3679	1e-05
14	0.22601	3.4052	0.000391
15	-0.072276	-1.0889	0.138667
16	-0.085212	-1.2838	0.100253
17	-0.039979	-0.6024	0.273771
18	-0.123001	-1.8532	0.032576
19	-0.115337	-1.7377	0.041808
20	-0.037983	-0.5723	0.28385
21	-0.055348	-0.8339	0.202606
22	0.139437	2.1008	0.01838
23	-0.129297	-1.9481	0.02632
24	0.568434	8.5643	0
25	-0.221004	-3.3298	0.000507
26	0.19106	2.8786	0.002188
27	-0.115971	-1.7473	0.04097
28	-0.026705	-0.4023	0.343904
29	-0.067036	-1.01	0.156786
30	-0.171086	-2.5777	0.00529
31	-0.060032	-0.9045	0.183353
32	-0.010759	-0.1621	0.435688
33	-0.070102	-1.0562	0.146002
34	0.174812	2.6338	0.004512
35	-0.187649	-2.8272	0.002557
36	0.531422	8.0067	0
37	-0.160674	-2.4208	0.008136
38	0.168777	2.5429	0.00583
39	-0.115042	-1.7333	0.042202
40	-0.021007	-0.3165	0.375958
41	-0.08338	-1.2562	0.10516
42	-0.120301	-1.8125	0.035614
43	-0.065242	-0.983	0.163333
44	-0.044962	-0.6774	0.249412
45	-0.082135	-1.2375	0.108591
46	0.213935	3.2233	0.000727
47	-0.235316	-3.5454	0.000238
48	0.556845	8.3897	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.351632 & -5.2979 & 0 \tabularnewline
2 & 0.195612 & 2.9472 & 0.001771 \tabularnewline
3 & -0.107374 & -1.6177 & 0.053553 \tabularnewline
4 & -0.06566 & -0.9893 & 0.161794 \tabularnewline
5 & -0.110298 & -1.6618 & 0.048966 \tabularnewline
6 & -0.073427 & -1.1063 & 0.134885 \tabularnewline
7 & -0.140383 & -2.1151 & 0.017756 \tabularnewline
8 & -0.029684 & -0.4472 & 0.327568 \tabularnewline
9 & -0.05743 & -0.8653 & 0.1939 \tabularnewline
10 & 0.156034 & 2.3509 & 0.009793 \tabularnewline
11 & -0.196918 & -2.9669 & 0.001665 \tabularnewline
12 & 0.670054 & 10.0954 & 0 \tabularnewline
13 & -0.289906 & -4.3679 & 1e-05 \tabularnewline
14 & 0.22601 & 3.4052 & 0.000391 \tabularnewline
15 & -0.072276 & -1.0889 & 0.138667 \tabularnewline
16 & -0.085212 & -1.2838 & 0.100253 \tabularnewline
17 & -0.039979 & -0.6024 & 0.273771 \tabularnewline
18 & -0.123001 & -1.8532 & 0.032576 \tabularnewline
19 & -0.115337 & -1.7377 & 0.041808 \tabularnewline
20 & -0.037983 & -0.5723 & 0.28385 \tabularnewline
21 & -0.055348 & -0.8339 & 0.202606 \tabularnewline
22 & 0.139437 & 2.1008 & 0.01838 \tabularnewline
23 & -0.129297 & -1.9481 & 0.02632 \tabularnewline
24 & 0.568434 & 8.5643 & 0 \tabularnewline
25 & -0.221004 & -3.3298 & 0.000507 \tabularnewline
26 & 0.19106 & 2.8786 & 0.002188 \tabularnewline
27 & -0.115971 & -1.7473 & 0.04097 \tabularnewline
28 & -0.026705 & -0.4023 & 0.343904 \tabularnewline
29 & -0.067036 & -1.01 & 0.156786 \tabularnewline
30 & -0.171086 & -2.5777 & 0.00529 \tabularnewline
31 & -0.060032 & -0.9045 & 0.183353 \tabularnewline
32 & -0.010759 & -0.1621 & 0.435688 \tabularnewline
33 & -0.070102 & -1.0562 & 0.146002 \tabularnewline
34 & 0.174812 & 2.6338 & 0.004512 \tabularnewline
35 & -0.187649 & -2.8272 & 0.002557 \tabularnewline
36 & 0.531422 & 8.0067 & 0 \tabularnewline
37 & -0.160674 & -2.4208 & 0.008136 \tabularnewline
38 & 0.168777 & 2.5429 & 0.00583 \tabularnewline
39 & -0.115042 & -1.7333 & 0.042202 \tabularnewline
40 & -0.021007 & -0.3165 & 0.375958 \tabularnewline
41 & -0.08338 & -1.2562 & 0.10516 \tabularnewline
42 & -0.120301 & -1.8125 & 0.035614 \tabularnewline
43 & -0.065242 & -0.983 & 0.163333 \tabularnewline
44 & -0.044962 & -0.6774 & 0.249412 \tabularnewline
45 & -0.082135 & -1.2375 & 0.108591 \tabularnewline
46 & 0.213935 & 3.2233 & 0.000727 \tabularnewline
47 & -0.235316 & -3.5454 & 0.000238 \tabularnewline
48 & 0.556845 & 8.3897 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277976&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]-0.351632[/C][C]-5.2979[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.195612[/C][C]2.9472[/C][C]0.001771[/C][/ROW]
[ROW][C]3[/C][C]-0.107374[/C][C]-1.6177[/C][C]0.053553[/C][/ROW]
[ROW][C]4[/C][C]-0.06566[/C][C]-0.9893[/C][C]0.161794[/C][/ROW]
[ROW][C]5[/C][C]-0.110298[/C][C]-1.6618[/C][C]0.048966[/C][/ROW]
[ROW][C]6[/C][C]-0.073427[/C][C]-1.1063[/C][C]0.134885[/C][/ROW]
[ROW][C]7[/C][C]-0.140383[/C][C]-2.1151[/C][C]0.017756[/C][/ROW]
[ROW][C]8[/C][C]-0.029684[/C][C]-0.4472[/C][C]0.327568[/C][/ROW]
[ROW][C]9[/C][C]-0.05743[/C][C]-0.8653[/C][C]0.1939[/C][/ROW]
[ROW][C]10[/C][C]0.156034[/C][C]2.3509[/C][C]0.009793[/C][/ROW]
[ROW][C]11[/C][C]-0.196918[/C][C]-2.9669[/C][C]0.001665[/C][/ROW]
[ROW][C]12[/C][C]0.670054[/C][C]10.0954[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.289906[/C][C]-4.3679[/C][C]1e-05[/C][/ROW]
[ROW][C]14[/C][C]0.22601[/C][C]3.4052[/C][C]0.000391[/C][/ROW]
[ROW][C]15[/C][C]-0.072276[/C][C]-1.0889[/C][C]0.138667[/C][/ROW]
[ROW][C]16[/C][C]-0.085212[/C][C]-1.2838[/C][C]0.100253[/C][/ROW]
[ROW][C]17[/C][C]-0.039979[/C][C]-0.6024[/C][C]0.273771[/C][/ROW]
[ROW][C]18[/C][C]-0.123001[/C][C]-1.8532[/C][C]0.032576[/C][/ROW]
[ROW][C]19[/C][C]-0.115337[/C][C]-1.7377[/C][C]0.041808[/C][/ROW]
[ROW][C]20[/C][C]-0.037983[/C][C]-0.5723[/C][C]0.28385[/C][/ROW]
[ROW][C]21[/C][C]-0.055348[/C][C]-0.8339[/C][C]0.202606[/C][/ROW]
[ROW][C]22[/C][C]0.139437[/C][C]2.1008[/C][C]0.01838[/C][/ROW]
[ROW][C]23[/C][C]-0.129297[/C][C]-1.9481[/C][C]0.02632[/C][/ROW]
[ROW][C]24[/C][C]0.568434[/C][C]8.5643[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.221004[/C][C]-3.3298[/C][C]0.000507[/C][/ROW]
[ROW][C]26[/C][C]0.19106[/C][C]2.8786[/C][C]0.002188[/C][/ROW]
[ROW][C]27[/C][C]-0.115971[/C][C]-1.7473[/C][C]0.04097[/C][/ROW]
[ROW][C]28[/C][C]-0.026705[/C][C]-0.4023[/C][C]0.343904[/C][/ROW]
[ROW][C]29[/C][C]-0.067036[/C][C]-1.01[/C][C]0.156786[/C][/ROW]
[ROW][C]30[/C][C]-0.171086[/C][C]-2.5777[/C][C]0.00529[/C][/ROW]
[ROW][C]31[/C][C]-0.060032[/C][C]-0.9045[/C][C]0.183353[/C][/ROW]
[ROW][C]32[/C][C]-0.010759[/C][C]-0.1621[/C][C]0.435688[/C][/ROW]
[ROW][C]33[/C][C]-0.070102[/C][C]-1.0562[/C][C]0.146002[/C][/ROW]
[ROW][C]34[/C][C]0.174812[/C][C]2.6338[/C][C]0.004512[/C][/ROW]
[ROW][C]35[/C][C]-0.187649[/C][C]-2.8272[/C][C]0.002557[/C][/ROW]
[ROW][C]36[/C][C]0.531422[/C][C]8.0067[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]-0.160674[/C][C]-2.4208[/C][C]0.008136[/C][/ROW]
[ROW][C]38[/C][C]0.168777[/C][C]2.5429[/C][C]0.00583[/C][/ROW]
[ROW][C]39[/C][C]-0.115042[/C][C]-1.7333[/C][C]0.042202[/C][/ROW]
[ROW][C]40[/C][C]-0.021007[/C][C]-0.3165[/C][C]0.375958[/C][/ROW]
[ROW][C]41[/C][C]-0.08338[/C][C]-1.2562[/C][C]0.10516[/C][/ROW]
[ROW][C]42[/C][C]-0.120301[/C][C]-1.8125[/C][C]0.035614[/C][/ROW]
[ROW][C]43[/C][C]-0.065242[/C][C]-0.983[/C][C]0.163333[/C][/ROW]
[ROW][C]44[/C][C]-0.044962[/C][C]-0.6774[/C][C]0.249412[/C][/ROW]
[ROW][C]45[/C][C]-0.082135[/C][C]-1.2375[/C][C]0.108591[/C][/ROW]
[ROW][C]46[/C][C]0.213935[/C][C]3.2233[/C][C]0.000727[/C][/ROW]
[ROW][C]47[/C][C]-0.235316[/C][C]-3.5454[/C][C]0.000238[/C][/ROW]
[ROW][C]48[/C][C]0.556845[/C][C]8.3897[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277976&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277976&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	-0.351632	-5.2979	0
2	0.195612	2.9472	0.001771
3	-0.107374	-1.6177	0.053553
4	-0.06566	-0.9893	0.161794
5	-0.110298	-1.6618	0.048966
6	-0.073427	-1.1063	0.134885
7	-0.140383	-2.1151	0.017756
8	-0.029684	-0.4472	0.327568
9	-0.05743	-0.8653	0.1939
10	0.156034	2.3509	0.009793
11	-0.196918	-2.9669	0.001665
12	0.670054	10.0954	0
13	-0.289906	-4.3679	1e-05
14	0.22601	3.4052	0.000391
15	-0.072276	-1.0889	0.138667
16	-0.085212	-1.2838	0.100253
17	-0.039979	-0.6024	0.273771
18	-0.123001	-1.8532	0.032576
19	-0.115337	-1.7377	0.041808
20	-0.037983	-0.5723	0.28385
21	-0.055348	-0.8339	0.202606
22	0.139437	2.1008	0.01838
23	-0.129297	-1.9481	0.02632
24	0.568434	8.5643	0
25	-0.221004	-3.3298	0.000507
26	0.19106	2.8786	0.002188
27	-0.115971	-1.7473	0.04097
28	-0.026705	-0.4023	0.343904
29	-0.067036	-1.01	0.156786
30	-0.171086	-2.5777	0.00529
31	-0.060032	-0.9045	0.183353
32	-0.010759	-0.1621	0.435688
33	-0.070102	-1.0562	0.146002
34	0.174812	2.6338	0.004512
35	-0.187649	-2.8272	0.002557
36	0.531422	8.0067	0
37	-0.160674	-2.4208	0.008136
38	0.168777	2.5429	0.00583
39	-0.115042	-1.7333	0.042202
40	-0.021007	-0.3165	0.375958
41	-0.08338	-1.2562	0.10516
42	-0.120301	-1.8125	0.035614
43	-0.065242	-0.983	0.163333
44	-0.044962	-0.6774	0.249412
45	-0.082135	-1.2375	0.108591
46	0.213935	3.2233	0.000727
47	-0.235316	-3.5454	0.000238
48	0.556845	8.3897	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.351632	-5.2979	0
2	0.082121	1.2373	0.108632
3	-0.017649	-0.2659	0.395275
4	-0.139414	-2.1005	0.018395
5	-0.18636	-2.8078	0.002711
6	-0.168121	-2.533	0.005992
7	-0.248066	-3.7375	0.000118
8	-0.233952	-3.5248	0.000256
9	-0.255929	-3.856	7.5e-05
10	-0.074901	-1.1285	0.130149
11	-0.410141	-6.1794	0
12	0.454721	6.8511	0
13	0.069729	1.0506	0.147286
14	0.049753	0.7496	0.227134
15	0.147788	2.2266	0.013477
16	0.055218	0.8319	0.203157
17	0.138348	2.0844	0.01912
18	0.034285	0.5166	0.302986
19	0.049668	0.7483	0.227518
20	0.000417	0.0063	0.497494
21	-0.052921	-0.7973	0.213045
22	0.00331	0.0499	0.480137
23	-0.078013	-1.1754	0.120537
24	0.191553	2.886	0.002139
25	0.165363	2.4914	0.006719
26	0.036142	0.5445	0.293304
27	-0.05377	-0.8101	0.209357
28	0.115034	1.7332	0.042213
29	0.011952	0.1801	0.428627
30	-0.139681	-2.1045	0.018217
31	-0.003617	-0.0545	0.478293
32	0.072214	1.088	0.138872
33	-0.064549	-0.9725	0.165912
34	0.031728	0.478	0.316542
35	-0.180911	-2.7257	0.003458
36	0.015341	0.2311	0.408712
37	0.116544	1.7559	0.040226
38	0.015523	0.2339	0.407648
39	-0.021503	-0.324	0.37313
40	-0.007452	-0.1123	0.455351
41	0.027731	0.4178	0.338239
42	0.070229	1.0581	0.145564
43	0.013678	0.2061	0.418455
44	0.018674	0.2813	0.38935
45	-0.072055	-1.0856	0.139399
46	0.049643	0.7479	0.227633
47	-0.137547	-2.0724	0.019681
48	0.039623	0.597	0.27556

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.351632 & -5.2979 & 0 \tabularnewline
2 & 0.082121 & 1.2373 & 0.108632 \tabularnewline
3 & -0.017649 & -0.2659 & 0.395275 \tabularnewline
4 & -0.139414 & -2.1005 & 0.018395 \tabularnewline
5 & -0.18636 & -2.8078 & 0.002711 \tabularnewline
6 & -0.168121 & -2.533 & 0.005992 \tabularnewline
7 & -0.248066 & -3.7375 & 0.000118 \tabularnewline
8 & -0.233952 & -3.5248 & 0.000256 \tabularnewline
9 & -0.255929 & -3.856 & 7.5e-05 \tabularnewline
10 & -0.074901 & -1.1285 & 0.130149 \tabularnewline
11 & -0.410141 & -6.1794 & 0 \tabularnewline
12 & 0.454721 & 6.8511 & 0 \tabularnewline
13 & 0.069729 & 1.0506 & 0.147286 \tabularnewline
14 & 0.049753 & 0.7496 & 0.227134 \tabularnewline
15 & 0.147788 & 2.2266 & 0.013477 \tabularnewline
16 & 0.055218 & 0.8319 & 0.203157 \tabularnewline
17 & 0.138348 & 2.0844 & 0.01912 \tabularnewline
18 & 0.034285 & 0.5166 & 0.302986 \tabularnewline
19 & 0.049668 & 0.7483 & 0.227518 \tabularnewline
20 & 0.000417 & 0.0063 & 0.497494 \tabularnewline
21 & -0.052921 & -0.7973 & 0.213045 \tabularnewline
22 & 0.00331 & 0.0499 & 0.480137 \tabularnewline
23 & -0.078013 & -1.1754 & 0.120537 \tabularnewline
24 & 0.191553 & 2.886 & 0.002139 \tabularnewline
25 & 0.165363 & 2.4914 & 0.006719 \tabularnewline
26 & 0.036142 & 0.5445 & 0.293304 \tabularnewline
27 & -0.05377 & -0.8101 & 0.209357 \tabularnewline
28 & 0.115034 & 1.7332 & 0.042213 \tabularnewline
29 & 0.011952 & 0.1801 & 0.428627 \tabularnewline
30 & -0.139681 & -2.1045 & 0.018217 \tabularnewline
31 & -0.003617 & -0.0545 & 0.478293 \tabularnewline
32 & 0.072214 & 1.088 & 0.138872 \tabularnewline
33 & -0.064549 & -0.9725 & 0.165912 \tabularnewline
34 & 0.031728 & 0.478 & 0.316542 \tabularnewline
35 & -0.180911 & -2.7257 & 0.003458 \tabularnewline
36 & 0.015341 & 0.2311 & 0.408712 \tabularnewline
37 & 0.116544 & 1.7559 & 0.040226 \tabularnewline
38 & 0.015523 & 0.2339 & 0.407648 \tabularnewline
39 & -0.021503 & -0.324 & 0.37313 \tabularnewline
40 & -0.007452 & -0.1123 & 0.455351 \tabularnewline
41 & 0.027731 & 0.4178 & 0.338239 \tabularnewline
42 & 0.070229 & 1.0581 & 0.145564 \tabularnewline
43 & 0.013678 & 0.2061 & 0.418455 \tabularnewline
44 & 0.018674 & 0.2813 & 0.38935 \tabularnewline
45 & -0.072055 & -1.0856 & 0.139399 \tabularnewline
46 & 0.049643 & 0.7479 & 0.227633 \tabularnewline
47 & -0.137547 & -2.0724 & 0.019681 \tabularnewline
48 & 0.039623 & 0.597 & 0.27556 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277976&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]-0.351632[/C][C]-5.2979[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.082121[/C][C]1.2373[/C][C]0.108632[/C][/ROW]
[ROW][C]3[/C][C]-0.017649[/C][C]-0.2659[/C][C]0.395275[/C][/ROW]
[ROW][C]4[/C][C]-0.139414[/C][C]-2.1005[/C][C]0.018395[/C][/ROW]
[ROW][C]5[/C][C]-0.18636[/C][C]-2.8078[/C][C]0.002711[/C][/ROW]
[ROW][C]6[/C][C]-0.168121[/C][C]-2.533[/C][C]0.005992[/C][/ROW]
[ROW][C]7[/C][C]-0.248066[/C][C]-3.7375[/C][C]0.000118[/C][/ROW]
[ROW][C]8[/C][C]-0.233952[/C][C]-3.5248[/C][C]0.000256[/C][/ROW]
[ROW][C]9[/C][C]-0.255929[/C][C]-3.856[/C][C]7.5e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.074901[/C][C]-1.1285[/C][C]0.130149[/C][/ROW]
[ROW][C]11[/C][C]-0.410141[/C][C]-6.1794[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.454721[/C][C]6.8511[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.069729[/C][C]1.0506[/C][C]0.147286[/C][/ROW]
[ROW][C]14[/C][C]0.049753[/C][C]0.7496[/C][C]0.227134[/C][/ROW]
[ROW][C]15[/C][C]0.147788[/C][C]2.2266[/C][C]0.013477[/C][/ROW]
[ROW][C]16[/C][C]0.055218[/C][C]0.8319[/C][C]0.203157[/C][/ROW]
[ROW][C]17[/C][C]0.138348[/C][C]2.0844[/C][C]0.01912[/C][/ROW]
[ROW][C]18[/C][C]0.034285[/C][C]0.5166[/C][C]0.302986[/C][/ROW]
[ROW][C]19[/C][C]0.049668[/C][C]0.7483[/C][C]0.227518[/C][/ROW]
[ROW][C]20[/C][C]0.000417[/C][C]0.0063[/C][C]0.497494[/C][/ROW]
[ROW][C]21[/C][C]-0.052921[/C][C]-0.7973[/C][C]0.213045[/C][/ROW]
[ROW][C]22[/C][C]0.00331[/C][C]0.0499[/C][C]0.480137[/C][/ROW]
[ROW][C]23[/C][C]-0.078013[/C][C]-1.1754[/C][C]0.120537[/C][/ROW]
[ROW][C]24[/C][C]0.191553[/C][C]2.886[/C][C]0.002139[/C][/ROW]
[ROW][C]25[/C][C]0.165363[/C][C]2.4914[/C][C]0.006719[/C][/ROW]
[ROW][C]26[/C][C]0.036142[/C][C]0.5445[/C][C]0.293304[/C][/ROW]
[ROW][C]27[/C][C]-0.05377[/C][C]-0.8101[/C][C]0.209357[/C][/ROW]
[ROW][C]28[/C][C]0.115034[/C][C]1.7332[/C][C]0.042213[/C][/ROW]
[ROW][C]29[/C][C]0.011952[/C][C]0.1801[/C][C]0.428627[/C][/ROW]
[ROW][C]30[/C][C]-0.139681[/C][C]-2.1045[/C][C]0.018217[/C][/ROW]
[ROW][C]31[/C][C]-0.003617[/C][C]-0.0545[/C][C]0.478293[/C][/ROW]
[ROW][C]32[/C][C]0.072214[/C][C]1.088[/C][C]0.138872[/C][/ROW]
[ROW][C]33[/C][C]-0.064549[/C][C]-0.9725[/C][C]0.165912[/C][/ROW]
[ROW][C]34[/C][C]0.031728[/C][C]0.478[/C][C]0.316542[/C][/ROW]
[ROW][C]35[/C][C]-0.180911[/C][C]-2.7257[/C][C]0.003458[/C][/ROW]
[ROW][C]36[/C][C]0.015341[/C][C]0.2311[/C][C]0.408712[/C][/ROW]
[ROW][C]37[/C][C]0.116544[/C][C]1.7559[/C][C]0.040226[/C][/ROW]
[ROW][C]38[/C][C]0.015523[/C][C]0.2339[/C][C]0.407648[/C][/ROW]
[ROW][C]39[/C][C]-0.021503[/C][C]-0.324[/C][C]0.37313[/C][/ROW]
[ROW][C]40[/C][C]-0.007452[/C][C]-0.1123[/C][C]0.455351[/C][/ROW]
[ROW][C]41[/C][C]0.027731[/C][C]0.4178[/C][C]0.338239[/C][/ROW]
[ROW][C]42[/C][C]0.070229[/C][C]1.0581[/C][C]0.145564[/C][/ROW]
[ROW][C]43[/C][C]0.013678[/C][C]0.2061[/C][C]0.418455[/C][/ROW]
[ROW][C]44[/C][C]0.018674[/C][C]0.2813[/C][C]0.38935[/C][/ROW]
[ROW][C]45[/C][C]-0.072055[/C][C]-1.0856[/C][C]0.139399[/C][/ROW]
[ROW][C]46[/C][C]0.049643[/C][C]0.7479[/C][C]0.227633[/C][/ROW]
[ROW][C]47[/C][C]-0.137547[/C][C]-2.0724[/C][C]0.019681[/C][/ROW]
[ROW][C]48[/C][C]0.039623[/C][C]0.597[/C][C]0.27556[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277976&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277976&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	-0.351632	-5.2979	0
2	0.082121	1.2373	0.108632
3	-0.017649	-0.2659	0.395275
4	-0.139414	-2.1005	0.018395
5	-0.18636	-2.8078	0.002711
6	-0.168121	-2.533	0.005992
7	-0.248066	-3.7375	0.000118
8	-0.233952	-3.5248	0.000256
9	-0.255929	-3.856	7.5e-05
10	-0.074901	-1.1285	0.130149
11	-0.410141	-6.1794	0
12	0.454721	6.8511	0
13	0.069729	1.0506	0.147286
14	0.049753	0.7496	0.227134
15	0.147788	2.2266	0.013477
16	0.055218	0.8319	0.203157
17	0.138348	2.0844	0.01912
18	0.034285	0.5166	0.302986
19	0.049668	0.7483	0.227518
20	0.000417	0.0063	0.497494
21	-0.052921	-0.7973	0.213045
22	0.00331	0.0499	0.480137
23	-0.078013	-1.1754	0.120537
24	0.191553	2.886	0.002139
25	0.165363	2.4914	0.006719
26	0.036142	0.5445	0.293304
27	-0.05377	-0.8101	0.209357
28	0.115034	1.7332	0.042213
29	0.011952	0.1801	0.428627
30	-0.139681	-2.1045	0.018217
31	-0.003617	-0.0545	0.478293
32	0.072214	1.088	0.138872
33	-0.064549	-0.9725	0.165912
34	0.031728	0.478	0.316542
35	-0.180911	-2.7257	0.003458
36	0.015341	0.2311	0.408712
37	0.116544	1.7559	0.040226
38	0.015523	0.2339	0.407648
39	-0.021503	-0.324	0.37313
40	-0.007452	-0.1123	0.455351
41	0.027731	0.4178	0.338239
42	0.070229	1.0581	0.145564
43	0.013678	0.2061	0.418455
44	0.018674	0.2813	0.38935
45	-0.072055	-1.0856	0.139399
46	0.049643	0.7479	0.227633
47	-0.137547	-2.0724	0.019681
48	0.039623	0.597	0.27556

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 = 1 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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