Free Statistics

of Irreproducible Research!

Author's title

acf - d=0, D=1, lambda=1 - Totale industri�le productie index met basis jaa...

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 03 Dec 2009 17:13:44 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/04/t1259885681nh23rgke1zn3nxx.htm/, Retrieved Sun, 28 Apr 2024 06:02:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63157, Retrieved Sun, 28 Apr 2024 06:02:03 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

171

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [] [2009-11-27 14:46:03] [b98453cac15ba1066b407e146608df68]
-   PD      [(Partial) Autocorrelation Function] [acf - d=0, D=1, l...] [2009-12-04 00:13:44] [8f072ead2c7c0b3cf3fdae49bab9dd9b] [Current]
- R P         [(Partial) Autocorrelation Function] [acf - d=2, D=1, l...] [2009-12-04 13:01:19] [77c4589624c8ef9dff4002b842437335] 
-   P           [(Partial) Autocorrelation Function] [] [2009-12-08 17:08:39] [b7349fb284cae6f1172638396d27b11f] 
- RMP           [ARIMA Backward Selection] [] [2009-12-08 17:14:36] [b7349fb284cae6f1172638396d27b11f] 
- R               [ARIMA Backward Selection] [] [2009-12-21 13:48:27] [77c4589624c8ef9dff4002b842437335] 

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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	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63157&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63157&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63157&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	'Gwilym Jenkins' @ 72.249.127.135

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.114099	0.7987	0.214161
2	0.347255	2.4308	0.009386
3	0.325683	2.2798	0.013506
4	0.008725	0.0611	0.475775
5	0.187089	1.3096	0.098215
6	0.101996	0.714	0.239317
7	0.009668	0.0677	0.473159
8	0.073744	0.5162	0.304014
9	-0.023383	-0.1637	0.435329
10	0.040363	0.2825	0.389358
11	-0.020399	-0.1428	0.44352
12	-0.054968	-0.3848	0.351035
13	0.007439	0.0521	0.479341
14	-0.038736	-0.2712	0.393707
15	-0.046939	-0.3286	0.371939
16	-0.082102	-0.5747	0.284057
17	-0.050101	-0.3507	0.363656
18	-0.085562	-0.5989	0.275988
19	-0.142032	-0.9942	0.162499
20	-0.025429	-0.178	0.429726
21	-0.10667	-0.7467	0.229409
22	-0.219384	-1.5357	0.065524
23	0.042934	0.3005	0.382519
24	-0.254743	-1.7832	0.040374
25	-0.086843	-0.6079	0.273031
26	-0.044246	-0.3097	0.379044
27	-0.219316	-1.5352	0.065582
28	-0.081885	-0.5732	0.284568
29	-0.101966	-0.7138	0.23938
30	-0.14588	-1.0212	0.156096
31	-0.103202	-0.7224	0.236736
32	-0.152578	-1.068	0.145367
33	-0.10551	-0.7386	0.231846
34	-0.133633	-0.9354	0.177077
35	-0.099454	-0.6962	0.244804
36	-0.02444	-0.1711	0.432433
37	0.017343	0.1214	0.451935
38	-0.016245	-0.1137	0.454966
39	0.122822	0.8598	0.197055
40	0.077188	0.5403	0.295712
41	0.063007	0.4411	0.330558
42	0.073664	0.5157	0.304208
43	0.030644	0.2145	0.415522
44	0.086441	0.6051	0.273956
45	0.068196	0.4774	0.317609
46	0.121734	0.8521	0.199142
47	0.028913	0.2024	0.420224
48	0.016693	0.1169	0.453727

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.114099 & 0.7987 & 0.214161 \tabularnewline
2 & 0.347255 & 2.4308 & 0.009386 \tabularnewline
3 & 0.325683 & 2.2798 & 0.013506 \tabularnewline
4 & 0.008725 & 0.0611 & 0.475775 \tabularnewline
5 & 0.187089 & 1.3096 & 0.098215 \tabularnewline
6 & 0.101996 & 0.714 & 0.239317 \tabularnewline
7 & 0.009668 & 0.0677 & 0.473159 \tabularnewline
8 & 0.073744 & 0.5162 & 0.304014 \tabularnewline
9 & -0.023383 & -0.1637 & 0.435329 \tabularnewline
10 & 0.040363 & 0.2825 & 0.389358 \tabularnewline
11 & -0.020399 & -0.1428 & 0.44352 \tabularnewline
12 & -0.054968 & -0.3848 & 0.351035 \tabularnewline
13 & 0.007439 & 0.0521 & 0.479341 \tabularnewline
14 & -0.038736 & -0.2712 & 0.393707 \tabularnewline
15 & -0.046939 & -0.3286 & 0.371939 \tabularnewline
16 & -0.082102 & -0.5747 & 0.284057 \tabularnewline
17 & -0.050101 & -0.3507 & 0.363656 \tabularnewline
18 & -0.085562 & -0.5989 & 0.275988 \tabularnewline
19 & -0.142032 & -0.9942 & 0.162499 \tabularnewline
20 & -0.025429 & -0.178 & 0.429726 \tabularnewline
21 & -0.10667 & -0.7467 & 0.229409 \tabularnewline
22 & -0.219384 & -1.5357 & 0.065524 \tabularnewline
23 & 0.042934 & 0.3005 & 0.382519 \tabularnewline
24 & -0.254743 & -1.7832 & 0.040374 \tabularnewline
25 & -0.086843 & -0.6079 & 0.273031 \tabularnewline
26 & -0.044246 & -0.3097 & 0.379044 \tabularnewline
27 & -0.219316 & -1.5352 & 0.065582 \tabularnewline
28 & -0.081885 & -0.5732 & 0.284568 \tabularnewline
29 & -0.101966 & -0.7138 & 0.23938 \tabularnewline
30 & -0.14588 & -1.0212 & 0.156096 \tabularnewline
31 & -0.103202 & -0.7224 & 0.236736 \tabularnewline
32 & -0.152578 & -1.068 & 0.145367 \tabularnewline
33 & -0.10551 & -0.7386 & 0.231846 \tabularnewline
34 & -0.133633 & -0.9354 & 0.177077 \tabularnewline
35 & -0.099454 & -0.6962 & 0.244804 \tabularnewline
36 & -0.02444 & -0.1711 & 0.432433 \tabularnewline
37 & 0.017343 & 0.1214 & 0.451935 \tabularnewline
38 & -0.016245 & -0.1137 & 0.454966 \tabularnewline
39 & 0.122822 & 0.8598 & 0.197055 \tabularnewline
40 & 0.077188 & 0.5403 & 0.295712 \tabularnewline
41 & 0.063007 & 0.4411 & 0.330558 \tabularnewline
42 & 0.073664 & 0.5157 & 0.304208 \tabularnewline
43 & 0.030644 & 0.2145 & 0.415522 \tabularnewline
44 & 0.086441 & 0.6051 & 0.273956 \tabularnewline
45 & 0.068196 & 0.4774 & 0.317609 \tabularnewline
46 & 0.121734 & 0.8521 & 0.199142 \tabularnewline
47 & 0.028913 & 0.2024 & 0.420224 \tabularnewline
48 & 0.016693 & 0.1169 & 0.453727 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63157&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]0.114099[/C][C]0.7987[/C][C]0.214161[/C][/ROW]
[ROW][C]2[/C][C]0.347255[/C][C]2.4308[/C][C]0.009386[/C][/ROW]
[ROW][C]3[/C][C]0.325683[/C][C]2.2798[/C][C]0.013506[/C][/ROW]
[ROW][C]4[/C][C]0.008725[/C][C]0.0611[/C][C]0.475775[/C][/ROW]
[ROW][C]5[/C][C]0.187089[/C][C]1.3096[/C][C]0.098215[/C][/ROW]
[ROW][C]6[/C][C]0.101996[/C][C]0.714[/C][C]0.239317[/C][/ROW]
[ROW][C]7[/C][C]0.009668[/C][C]0.0677[/C][C]0.473159[/C][/ROW]
[ROW][C]8[/C][C]0.073744[/C][C]0.5162[/C][C]0.304014[/C][/ROW]
[ROW][C]9[/C][C]-0.023383[/C][C]-0.1637[/C][C]0.435329[/C][/ROW]
[ROW][C]10[/C][C]0.040363[/C][C]0.2825[/C][C]0.389358[/C][/ROW]
[ROW][C]11[/C][C]-0.020399[/C][C]-0.1428[/C][C]0.44352[/C][/ROW]
[ROW][C]12[/C][C]-0.054968[/C][C]-0.3848[/C][C]0.351035[/C][/ROW]
[ROW][C]13[/C][C]0.007439[/C][C]0.0521[/C][C]0.479341[/C][/ROW]
[ROW][C]14[/C][C]-0.038736[/C][C]-0.2712[/C][C]0.393707[/C][/ROW]
[ROW][C]15[/C][C]-0.046939[/C][C]-0.3286[/C][C]0.371939[/C][/ROW]
[ROW][C]16[/C][C]-0.082102[/C][C]-0.5747[/C][C]0.284057[/C][/ROW]
[ROW][C]17[/C][C]-0.050101[/C][C]-0.3507[/C][C]0.363656[/C][/ROW]
[ROW][C]18[/C][C]-0.085562[/C][C]-0.5989[/C][C]0.275988[/C][/ROW]
[ROW][C]19[/C][C]-0.142032[/C][C]-0.9942[/C][C]0.162499[/C][/ROW]
[ROW][C]20[/C][C]-0.025429[/C][C]-0.178[/C][C]0.429726[/C][/ROW]
[ROW][C]21[/C][C]-0.10667[/C][C]-0.7467[/C][C]0.229409[/C][/ROW]
[ROW][C]22[/C][C]-0.219384[/C][C]-1.5357[/C][C]0.065524[/C][/ROW]
[ROW][C]23[/C][C]0.042934[/C][C]0.3005[/C][C]0.382519[/C][/ROW]
[ROW][C]24[/C][C]-0.254743[/C][C]-1.7832[/C][C]0.040374[/C][/ROW]
[ROW][C]25[/C][C]-0.086843[/C][C]-0.6079[/C][C]0.273031[/C][/ROW]
[ROW][C]26[/C][C]-0.044246[/C][C]-0.3097[/C][C]0.379044[/C][/ROW]
[ROW][C]27[/C][C]-0.219316[/C][C]-1.5352[/C][C]0.065582[/C][/ROW]
[ROW][C]28[/C][C]-0.081885[/C][C]-0.5732[/C][C]0.284568[/C][/ROW]
[ROW][C]29[/C][C]-0.101966[/C][C]-0.7138[/C][C]0.23938[/C][/ROW]
[ROW][C]30[/C][C]-0.14588[/C][C]-1.0212[/C][C]0.156096[/C][/ROW]
[ROW][C]31[/C][C]-0.103202[/C][C]-0.7224[/C][C]0.236736[/C][/ROW]
[ROW][C]32[/C][C]-0.152578[/C][C]-1.068[/C][C]0.145367[/C][/ROW]
[ROW][C]33[/C][C]-0.10551[/C][C]-0.7386[/C][C]0.231846[/C][/ROW]
[ROW][C]34[/C][C]-0.133633[/C][C]-0.9354[/C][C]0.177077[/C][/ROW]
[ROW][C]35[/C][C]-0.099454[/C][C]-0.6962[/C][C]0.244804[/C][/ROW]
[ROW][C]36[/C][C]-0.02444[/C][C]-0.1711[/C][C]0.432433[/C][/ROW]
[ROW][C]37[/C][C]0.017343[/C][C]0.1214[/C][C]0.451935[/C][/ROW]
[ROW][C]38[/C][C]-0.016245[/C][C]-0.1137[/C][C]0.454966[/C][/ROW]
[ROW][C]39[/C][C]0.122822[/C][C]0.8598[/C][C]0.197055[/C][/ROW]
[ROW][C]40[/C][C]0.077188[/C][C]0.5403[/C][C]0.295712[/C][/ROW]
[ROW][C]41[/C][C]0.063007[/C][C]0.4411[/C][C]0.330558[/C][/ROW]
[ROW][C]42[/C][C]0.073664[/C][C]0.5157[/C][C]0.304208[/C][/ROW]
[ROW][C]43[/C][C]0.030644[/C][C]0.2145[/C][C]0.415522[/C][/ROW]
[ROW][C]44[/C][C]0.086441[/C][C]0.6051[/C][C]0.273956[/C][/ROW]
[ROW][C]45[/C][C]0.068196[/C][C]0.4774[/C][C]0.317609[/C][/ROW]
[ROW][C]46[/C][C]0.121734[/C][C]0.8521[/C][C]0.199142[/C][/ROW]
[ROW][C]47[/C][C]0.028913[/C][C]0.2024[/C][C]0.420224[/C][/ROW]
[ROW][C]48[/C][C]0.016693[/C][C]0.1169[/C][C]0.453727[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63157&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63157&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	0.114099	0.7987	0.214161
2	0.347255	2.4308	0.009386
3	0.325683	2.2798	0.013506
4	0.008725	0.0611	0.475775
5	0.187089	1.3096	0.098215
6	0.101996	0.714	0.239317
7	0.009668	0.0677	0.473159
8	0.073744	0.5162	0.304014
9	-0.023383	-0.1637	0.435329
10	0.040363	0.2825	0.389358
11	-0.020399	-0.1428	0.44352
12	-0.054968	-0.3848	0.351035
13	0.007439	0.0521	0.479341
14	-0.038736	-0.2712	0.393707
15	-0.046939	-0.3286	0.371939
16	-0.082102	-0.5747	0.284057
17	-0.050101	-0.3507	0.363656
18	-0.085562	-0.5989	0.275988
19	-0.142032	-0.9942	0.162499
20	-0.025429	-0.178	0.429726
21	-0.10667	-0.7467	0.229409
22	-0.219384	-1.5357	0.065524
23	0.042934	0.3005	0.382519
24	-0.254743	-1.7832	0.040374
25	-0.086843	-0.6079	0.273031
26	-0.044246	-0.3097	0.379044
27	-0.219316	-1.5352	0.065582
28	-0.081885	-0.5732	0.284568
29	-0.101966	-0.7138	0.23938
30	-0.14588	-1.0212	0.156096
31	-0.103202	-0.7224	0.236736
32	-0.152578	-1.068	0.145367
33	-0.10551	-0.7386	0.231846
34	-0.133633	-0.9354	0.177077
35	-0.099454	-0.6962	0.244804
36	-0.02444	-0.1711	0.432433
37	0.017343	0.1214	0.451935
38	-0.016245	-0.1137	0.454966
39	0.122822	0.8598	0.197055
40	0.077188	0.5403	0.295712
41	0.063007	0.4411	0.330558
42	0.073664	0.5157	0.304208
43	0.030644	0.2145	0.415522
44	0.086441	0.6051	0.273956
45	0.068196	0.4774	0.317609
46	0.121734	0.8521	0.199142
47	0.028913	0.2024	0.420224
48	0.016693	0.1169	0.453727

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.114099	0.7987	0.214161
2	0.338645	2.3705	0.010871
3	0.298514	2.0896	0.020934
4	-0.159263	-1.1148	0.135178
5	-0.021302	-0.1491	0.441039
6	0.070182	0.4913	0.312712
7	-0.008512	-0.0596	0.476364
8	-0.043346	-0.3034	0.381428
9	-0.054632	-0.3824	0.3519
10	0.062426	0.437	0.332023
11	-0.022061	-0.1544	0.438953
12	-0.081553	-0.5709	0.285349
13	0.002075	0.0145	0.494234
14	0.044189	0.3093	0.379194
15	-0.030115	-0.2108	0.416956
16	-0.1283	-0.8981	0.186763
17	0.002743	0.0192	0.492379
18	0.014366	0.1006	0.460155
19	-0.115857	-0.811	0.210644
20	0.003396	0.0238	0.490565
21	0.031981	0.2239	0.411896
22	-0.190467	-1.3333	0.094305
23	0.070941	0.4966	0.31085
24	-0.10264	-0.7185	0.237936
25	-0.020242	-0.1417	0.443952
26	0.011499	0.0805	0.468087
27	-0.082367	-0.5766	0.283436
28	-0.095441	-0.6681	0.253606
29	0.011646	0.0815	0.467679
30	-0.006058	-0.0424	0.483175
31	-0.121324	-0.8493	0.199931
32	-0.081562	-0.5709	0.285327
33	-0.009996	-0.07	0.472249
34	-0.062534	-0.4377	0.33175
35	-0.035175	-0.2462	0.403267
36	0.050175	0.3512	0.363463
37	0.128762	0.9013	0.185911
38	-0.043434	-0.304	0.381194
39	0.067342	0.4714	0.319727
40	0.04295	0.3006	0.382477
41	-0.005221	-0.0365	0.485498
42	-0.073329	-0.5133	0.305023
43	-0.108669	-0.7607	0.225246
44	0.079088	0.5536	0.29118
45	0.102794	0.7196	0.237608
46	-0.04141	-0.2899	0.386568
47	-0.088876	-0.6221	0.268369
48	-0.045784	-0.3205	0.37498

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.114099 & 0.7987 & 0.214161 \tabularnewline
2 & 0.338645 & 2.3705 & 0.010871 \tabularnewline
3 & 0.298514 & 2.0896 & 0.020934 \tabularnewline
4 & -0.159263 & -1.1148 & 0.135178 \tabularnewline
5 & -0.021302 & -0.1491 & 0.441039 \tabularnewline
6 & 0.070182 & 0.4913 & 0.312712 \tabularnewline
7 & -0.008512 & -0.0596 & 0.476364 \tabularnewline
8 & -0.043346 & -0.3034 & 0.381428 \tabularnewline
9 & -0.054632 & -0.3824 & 0.3519 \tabularnewline
10 & 0.062426 & 0.437 & 0.332023 \tabularnewline
11 & -0.022061 & -0.1544 & 0.438953 \tabularnewline
12 & -0.081553 & -0.5709 & 0.285349 \tabularnewline
13 & 0.002075 & 0.0145 & 0.494234 \tabularnewline
14 & 0.044189 & 0.3093 & 0.379194 \tabularnewline
15 & -0.030115 & -0.2108 & 0.416956 \tabularnewline
16 & -0.1283 & -0.8981 & 0.186763 \tabularnewline
17 & 0.002743 & 0.0192 & 0.492379 \tabularnewline
18 & 0.014366 & 0.1006 & 0.460155 \tabularnewline
19 & -0.115857 & -0.811 & 0.210644 \tabularnewline
20 & 0.003396 & 0.0238 & 0.490565 \tabularnewline
21 & 0.031981 & 0.2239 & 0.411896 \tabularnewline
22 & -0.190467 & -1.3333 & 0.094305 \tabularnewline
23 & 0.070941 & 0.4966 & 0.31085 \tabularnewline
24 & -0.10264 & -0.7185 & 0.237936 \tabularnewline
25 & -0.020242 & -0.1417 & 0.443952 \tabularnewline
26 & 0.011499 & 0.0805 & 0.468087 \tabularnewline
27 & -0.082367 & -0.5766 & 0.283436 \tabularnewline
28 & -0.095441 & -0.6681 & 0.253606 \tabularnewline
29 & 0.011646 & 0.0815 & 0.467679 \tabularnewline
30 & -0.006058 & -0.0424 & 0.483175 \tabularnewline
31 & -0.121324 & -0.8493 & 0.199931 \tabularnewline
32 & -0.081562 & -0.5709 & 0.285327 \tabularnewline
33 & -0.009996 & -0.07 & 0.472249 \tabularnewline
34 & -0.062534 & -0.4377 & 0.33175 \tabularnewline
35 & -0.035175 & -0.2462 & 0.403267 \tabularnewline
36 & 0.050175 & 0.3512 & 0.363463 \tabularnewline
37 & 0.128762 & 0.9013 & 0.185911 \tabularnewline
38 & -0.043434 & -0.304 & 0.381194 \tabularnewline
39 & 0.067342 & 0.4714 & 0.319727 \tabularnewline
40 & 0.04295 & 0.3006 & 0.382477 \tabularnewline
41 & -0.005221 & -0.0365 & 0.485498 \tabularnewline
42 & -0.073329 & -0.5133 & 0.305023 \tabularnewline
43 & -0.108669 & -0.7607 & 0.225246 \tabularnewline
44 & 0.079088 & 0.5536 & 0.29118 \tabularnewline
45 & 0.102794 & 0.7196 & 0.237608 \tabularnewline
46 & -0.04141 & -0.2899 & 0.386568 \tabularnewline
47 & -0.088876 & -0.6221 & 0.268369 \tabularnewline
48 & -0.045784 & -0.3205 & 0.37498 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63157&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]0.114099[/C][C]0.7987[/C][C]0.214161[/C][/ROW]
[ROW][C]2[/C][C]0.338645[/C][C]2.3705[/C][C]0.010871[/C][/ROW]
[ROW][C]3[/C][C]0.298514[/C][C]2.0896[/C][C]0.020934[/C][/ROW]
[ROW][C]4[/C][C]-0.159263[/C][C]-1.1148[/C][C]0.135178[/C][/ROW]
[ROW][C]5[/C][C]-0.021302[/C][C]-0.1491[/C][C]0.441039[/C][/ROW]
[ROW][C]6[/C][C]0.070182[/C][C]0.4913[/C][C]0.312712[/C][/ROW]
[ROW][C]7[/C][C]-0.008512[/C][C]-0.0596[/C][C]0.476364[/C][/ROW]
[ROW][C]8[/C][C]-0.043346[/C][C]-0.3034[/C][C]0.381428[/C][/ROW]
[ROW][C]9[/C][C]-0.054632[/C][C]-0.3824[/C][C]0.3519[/C][/ROW]
[ROW][C]10[/C][C]0.062426[/C][C]0.437[/C][C]0.332023[/C][/ROW]
[ROW][C]11[/C][C]-0.022061[/C][C]-0.1544[/C][C]0.438953[/C][/ROW]
[ROW][C]12[/C][C]-0.081553[/C][C]-0.5709[/C][C]0.285349[/C][/ROW]
[ROW][C]13[/C][C]0.002075[/C][C]0.0145[/C][C]0.494234[/C][/ROW]
[ROW][C]14[/C][C]0.044189[/C][C]0.3093[/C][C]0.379194[/C][/ROW]
[ROW][C]15[/C][C]-0.030115[/C][C]-0.2108[/C][C]0.416956[/C][/ROW]
[ROW][C]16[/C][C]-0.1283[/C][C]-0.8981[/C][C]0.186763[/C][/ROW]
[ROW][C]17[/C][C]0.002743[/C][C]0.0192[/C][C]0.492379[/C][/ROW]
[ROW][C]18[/C][C]0.014366[/C][C]0.1006[/C][C]0.460155[/C][/ROW]
[ROW][C]19[/C][C]-0.115857[/C][C]-0.811[/C][C]0.210644[/C][/ROW]
[ROW][C]20[/C][C]0.003396[/C][C]0.0238[/C][C]0.490565[/C][/ROW]
[ROW][C]21[/C][C]0.031981[/C][C]0.2239[/C][C]0.411896[/C][/ROW]
[ROW][C]22[/C][C]-0.190467[/C][C]-1.3333[/C][C]0.094305[/C][/ROW]
[ROW][C]23[/C][C]0.070941[/C][C]0.4966[/C][C]0.31085[/C][/ROW]
[ROW][C]24[/C][C]-0.10264[/C][C]-0.7185[/C][C]0.237936[/C][/ROW]
[ROW][C]25[/C][C]-0.020242[/C][C]-0.1417[/C][C]0.443952[/C][/ROW]
[ROW][C]26[/C][C]0.011499[/C][C]0.0805[/C][C]0.468087[/C][/ROW]
[ROW][C]27[/C][C]-0.082367[/C][C]-0.5766[/C][C]0.283436[/C][/ROW]
[ROW][C]28[/C][C]-0.095441[/C][C]-0.6681[/C][C]0.253606[/C][/ROW]
[ROW][C]29[/C][C]0.011646[/C][C]0.0815[/C][C]0.467679[/C][/ROW]
[ROW][C]30[/C][C]-0.006058[/C][C]-0.0424[/C][C]0.483175[/C][/ROW]
[ROW][C]31[/C][C]-0.121324[/C][C]-0.8493[/C][C]0.199931[/C][/ROW]
[ROW][C]32[/C][C]-0.081562[/C][C]-0.5709[/C][C]0.285327[/C][/ROW]
[ROW][C]33[/C][C]-0.009996[/C][C]-0.07[/C][C]0.472249[/C][/ROW]
[ROW][C]34[/C][C]-0.062534[/C][C]-0.4377[/C][C]0.33175[/C][/ROW]
[ROW][C]35[/C][C]-0.035175[/C][C]-0.2462[/C][C]0.403267[/C][/ROW]
[ROW][C]36[/C][C]0.050175[/C][C]0.3512[/C][C]0.363463[/C][/ROW]
[ROW][C]37[/C][C]0.128762[/C][C]0.9013[/C][C]0.185911[/C][/ROW]
[ROW][C]38[/C][C]-0.043434[/C][C]-0.304[/C][C]0.381194[/C][/ROW]
[ROW][C]39[/C][C]0.067342[/C][C]0.4714[/C][C]0.319727[/C][/ROW]
[ROW][C]40[/C][C]0.04295[/C][C]0.3006[/C][C]0.382477[/C][/ROW]
[ROW][C]41[/C][C]-0.005221[/C][C]-0.0365[/C][C]0.485498[/C][/ROW]
[ROW][C]42[/C][C]-0.073329[/C][C]-0.5133[/C][C]0.305023[/C][/ROW]
[ROW][C]43[/C][C]-0.108669[/C][C]-0.7607[/C][C]0.225246[/C][/ROW]
[ROW][C]44[/C][C]0.079088[/C][C]0.5536[/C][C]0.29118[/C][/ROW]
[ROW][C]45[/C][C]0.102794[/C][C]0.7196[/C][C]0.237608[/C][/ROW]
[ROW][C]46[/C][C]-0.04141[/C][C]-0.2899[/C][C]0.386568[/C][/ROW]
[ROW][C]47[/C][C]-0.088876[/C][C]-0.6221[/C][C]0.268369[/C][/ROW]
[ROW][C]48[/C][C]-0.045784[/C][C]-0.3205[/C][C]0.37498[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63157&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63157&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	0.114099	0.7987	0.214161
2	0.338645	2.3705	0.010871
3	0.298514	2.0896	0.020934
4	-0.159263	-1.1148	0.135178
5	-0.021302	-0.1491	0.441039
6	0.070182	0.4913	0.312712
7	-0.008512	-0.0596	0.476364
8	-0.043346	-0.3034	0.381428
9	-0.054632	-0.3824	0.3519
10	0.062426	0.437	0.332023
11	-0.022061	-0.1544	0.438953
12	-0.081553	-0.5709	0.285349
13	0.002075	0.0145	0.494234
14	0.044189	0.3093	0.379194
15	-0.030115	-0.2108	0.416956
16	-0.1283	-0.8981	0.186763
17	0.002743	0.0192	0.492379
18	0.014366	0.1006	0.460155
19	-0.115857	-0.811	0.210644
20	0.003396	0.0238	0.490565
21	0.031981	0.2239	0.411896
22	-0.190467	-1.3333	0.094305
23	0.070941	0.4966	0.31085
24	-0.10264	-0.7185	0.237936
25	-0.020242	-0.1417	0.443952
26	0.011499	0.0805	0.468087
27	-0.082367	-0.5766	0.283436
28	-0.095441	-0.6681	0.253606
29	0.011646	0.0815	0.467679
30	-0.006058	-0.0424	0.483175
31	-0.121324	-0.8493	0.199931
32	-0.081562	-0.5709	0.285327
33	-0.009996	-0.07	0.472249
34	-0.062534	-0.4377	0.33175
35	-0.035175	-0.2462	0.403267
36	0.050175	0.3512	0.363463
37	0.128762	0.9013	0.185911
38	-0.043434	-0.304	0.381194
39	0.067342	0.4714	0.319727
40	0.04295	0.3006	0.382477
41	-0.005221	-0.0365	0.485498
42	-0.073329	-0.5133	0.305023
43	-0.108669	-0.7607	0.225246
44	0.079088	0.5536	0.29118
45	0.102794	0.7196	0.237608
46	-0.04141	-0.2899	0.386568
47	-0.088876	-0.6221	0.268369
48	-0.045784	-0.3205	0.37498

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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

acf - d=0, D=1, lambda=1 - Totale industri�le productie index met basis jaa...

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code