Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 26 Mar 2012 03:55:37 -0400

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/2012/Mar/26/t133274860800vk0sy72rc8fih.htm/, Retrieved Thu, 02 May 2024 11:02:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=164083, Retrieved Thu, 02 May 2024 11:02:45 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

125

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

-       [(Partial) Autocorrelation Function] [uitgezuiverde trend] [2012-03-26 07:55:37] [97ecbb8f45955fe09461b3e95ec17767] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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' @ jenkins.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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164083&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164083&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164083&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' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.138699	1.0654	0.145524
2	-0.031065	-0.2386	0.406115
3	-0.148468	-1.1404	0.129363
4	-0.0798	-0.613	0.271131
5	0.039053	0.3	0.382627
6	-0.009237	-0.071	0.471838
7	-0.045976	-0.3531	0.362619
8	-0.049155	-0.3776	0.353554
9	-0.063961	-0.4913	0.312521
10	-0.095037	-0.73	0.234141
11	-0.254767	-1.9569	0.027548
12	-0.171189	-1.3149	0.096811
13	0.146745	1.1272	0.132117
14	-0.032013	-0.2459	0.403308
15	-0.032552	-0.25	0.401714
16	-0.056728	-0.4357	0.332309
17	-0.021788	-0.1674	0.43383
18	0.07496	0.5758	0.283478
19	0.060107	0.4617	0.322999
20	-0.01679	-0.129	0.448912
21	-0.014899	-0.1144	0.454637
22	0.045981	0.3532	0.362603
23	0.305612	2.3474	0.011138
24	-0.013007	-0.0999	0.460379
25	0.044797	0.3441	0.366002
26	-0.058492	-0.4493	0.327436
27	-0.052479	-0.4031	0.344166
28	-0.038176	-0.2932	0.385184
29	-0.020858	-0.1602	0.436629
30	-0.071947	-0.5526	0.2913
31	-0.044893	-0.3448	0.365723
32	-0.002708	-0.0208	0.491736
33	-0.054625	-0.4196	0.338157
34	-0.054341	-0.4174	0.338951
35	0.015223	0.1169	0.453656
36	0.189234	1.4535	0.075688
37	0.035211	0.2705	0.393875
38	-0.012938	-0.0994	0.460589
39	-0.061424	-0.4718	0.319401
40	-0.057017	-0.438	0.331508
41	0.028704	0.2205	0.413129
42	0.120219	0.9234	0.179774
43	0.056788	0.4362	0.332144
44	-0.022236	-0.1708	0.432485
45	-0.057869	-0.4445	0.329154
46	-0.060308	-0.4632	0.322452
47	-0.017114	-0.1315	0.447931
48	0.013387	0.1028	0.459224

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.138699 & 1.0654 & 0.145524 \tabularnewline
2 & -0.031065 & -0.2386 & 0.406115 \tabularnewline
3 & -0.148468 & -1.1404 & 0.129363 \tabularnewline
4 & -0.0798 & -0.613 & 0.271131 \tabularnewline
5 & 0.039053 & 0.3 & 0.382627 \tabularnewline
6 & -0.009237 & -0.071 & 0.471838 \tabularnewline
7 & -0.045976 & -0.3531 & 0.362619 \tabularnewline
8 & -0.049155 & -0.3776 & 0.353554 \tabularnewline
9 & -0.063961 & -0.4913 & 0.312521 \tabularnewline
10 & -0.095037 & -0.73 & 0.234141 \tabularnewline
11 & -0.254767 & -1.9569 & 0.027548 \tabularnewline
12 & -0.171189 & -1.3149 & 0.096811 \tabularnewline
13 & 0.146745 & 1.1272 & 0.132117 \tabularnewline
14 & -0.032013 & -0.2459 & 0.403308 \tabularnewline
15 & -0.032552 & -0.25 & 0.401714 \tabularnewline
16 & -0.056728 & -0.4357 & 0.332309 \tabularnewline
17 & -0.021788 & -0.1674 & 0.43383 \tabularnewline
18 & 0.07496 & 0.5758 & 0.283478 \tabularnewline
19 & 0.060107 & 0.4617 & 0.322999 \tabularnewline
20 & -0.01679 & -0.129 & 0.448912 \tabularnewline
21 & -0.014899 & -0.1144 & 0.454637 \tabularnewline
22 & 0.045981 & 0.3532 & 0.362603 \tabularnewline
23 & 0.305612 & 2.3474 & 0.011138 \tabularnewline
24 & -0.013007 & -0.0999 & 0.460379 \tabularnewline
25 & 0.044797 & 0.3441 & 0.366002 \tabularnewline
26 & -0.058492 & -0.4493 & 0.327436 \tabularnewline
27 & -0.052479 & -0.4031 & 0.344166 \tabularnewline
28 & -0.038176 & -0.2932 & 0.385184 \tabularnewline
29 & -0.020858 & -0.1602 & 0.436629 \tabularnewline
30 & -0.071947 & -0.5526 & 0.2913 \tabularnewline
31 & -0.044893 & -0.3448 & 0.365723 \tabularnewline
32 & -0.002708 & -0.0208 & 0.491736 \tabularnewline
33 & -0.054625 & -0.4196 & 0.338157 \tabularnewline
34 & -0.054341 & -0.4174 & 0.338951 \tabularnewline
35 & 0.015223 & 0.1169 & 0.453656 \tabularnewline
36 & 0.189234 & 1.4535 & 0.075688 \tabularnewline
37 & 0.035211 & 0.2705 & 0.393875 \tabularnewline
38 & -0.012938 & -0.0994 & 0.460589 \tabularnewline
39 & -0.061424 & -0.4718 & 0.319401 \tabularnewline
40 & -0.057017 & -0.438 & 0.331508 \tabularnewline
41 & 0.028704 & 0.2205 & 0.413129 \tabularnewline
42 & 0.120219 & 0.9234 & 0.179774 \tabularnewline
43 & 0.056788 & 0.4362 & 0.332144 \tabularnewline
44 & -0.022236 & -0.1708 & 0.432485 \tabularnewline
45 & -0.057869 & -0.4445 & 0.329154 \tabularnewline
46 & -0.060308 & -0.4632 & 0.322452 \tabularnewline
47 & -0.017114 & -0.1315 & 0.447931 \tabularnewline
48 & 0.013387 & 0.1028 & 0.459224 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164083&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]0.138699[/C][C]1.0654[/C][C]0.145524[/C][/ROW]
[ROW][C]2[/C][C]-0.031065[/C][C]-0.2386[/C][C]0.406115[/C][/ROW]
[ROW][C]3[/C][C]-0.148468[/C][C]-1.1404[/C][C]0.129363[/C][/ROW]
[ROW][C]4[/C][C]-0.0798[/C][C]-0.613[/C][C]0.271131[/C][/ROW]
[ROW][C]5[/C][C]0.039053[/C][C]0.3[/C][C]0.382627[/C][/ROW]
[ROW][C]6[/C][C]-0.009237[/C][C]-0.071[/C][C]0.471838[/C][/ROW]
[ROW][C]7[/C][C]-0.045976[/C][C]-0.3531[/C][C]0.362619[/C][/ROW]
[ROW][C]8[/C][C]-0.049155[/C][C]-0.3776[/C][C]0.353554[/C][/ROW]
[ROW][C]9[/C][C]-0.063961[/C][C]-0.4913[/C][C]0.312521[/C][/ROW]
[ROW][C]10[/C][C]-0.095037[/C][C]-0.73[/C][C]0.234141[/C][/ROW]
[ROW][C]11[/C][C]-0.254767[/C][C]-1.9569[/C][C]0.027548[/C][/ROW]
[ROW][C]12[/C][C]-0.171189[/C][C]-1.3149[/C][C]0.096811[/C][/ROW]
[ROW][C]13[/C][C]0.146745[/C][C]1.1272[/C][C]0.132117[/C][/ROW]
[ROW][C]14[/C][C]-0.032013[/C][C]-0.2459[/C][C]0.403308[/C][/ROW]
[ROW][C]15[/C][C]-0.032552[/C][C]-0.25[/C][C]0.401714[/C][/ROW]
[ROW][C]16[/C][C]-0.056728[/C][C]-0.4357[/C][C]0.332309[/C][/ROW]
[ROW][C]17[/C][C]-0.021788[/C][C]-0.1674[/C][C]0.43383[/C][/ROW]
[ROW][C]18[/C][C]0.07496[/C][C]0.5758[/C][C]0.283478[/C][/ROW]
[ROW][C]19[/C][C]0.060107[/C][C]0.4617[/C][C]0.322999[/C][/ROW]
[ROW][C]20[/C][C]-0.01679[/C][C]-0.129[/C][C]0.448912[/C][/ROW]
[ROW][C]21[/C][C]-0.014899[/C][C]-0.1144[/C][C]0.454637[/C][/ROW]
[ROW][C]22[/C][C]0.045981[/C][C]0.3532[/C][C]0.362603[/C][/ROW]
[ROW][C]23[/C][C]0.305612[/C][C]2.3474[/C][C]0.011138[/C][/ROW]
[ROW][C]24[/C][C]-0.013007[/C][C]-0.0999[/C][C]0.460379[/C][/ROW]
[ROW][C]25[/C][C]0.044797[/C][C]0.3441[/C][C]0.366002[/C][/ROW]
[ROW][C]26[/C][C]-0.058492[/C][C]-0.4493[/C][C]0.327436[/C][/ROW]
[ROW][C]27[/C][C]-0.052479[/C][C]-0.4031[/C][C]0.344166[/C][/ROW]
[ROW][C]28[/C][C]-0.038176[/C][C]-0.2932[/C][C]0.385184[/C][/ROW]
[ROW][C]29[/C][C]-0.020858[/C][C]-0.1602[/C][C]0.436629[/C][/ROW]
[ROW][C]30[/C][C]-0.071947[/C][C]-0.5526[/C][C]0.2913[/C][/ROW]
[ROW][C]31[/C][C]-0.044893[/C][C]-0.3448[/C][C]0.365723[/C][/ROW]
[ROW][C]32[/C][C]-0.002708[/C][C]-0.0208[/C][C]0.491736[/C][/ROW]
[ROW][C]33[/C][C]-0.054625[/C][C]-0.4196[/C][C]0.338157[/C][/ROW]
[ROW][C]34[/C][C]-0.054341[/C][C]-0.4174[/C][C]0.338951[/C][/ROW]
[ROW][C]35[/C][C]0.015223[/C][C]0.1169[/C][C]0.453656[/C][/ROW]
[ROW][C]36[/C][C]0.189234[/C][C]1.4535[/C][C]0.075688[/C][/ROW]
[ROW][C]37[/C][C]0.035211[/C][C]0.2705[/C][C]0.393875[/C][/ROW]
[ROW][C]38[/C][C]-0.012938[/C][C]-0.0994[/C][C]0.460589[/C][/ROW]
[ROW][C]39[/C][C]-0.061424[/C][C]-0.4718[/C][C]0.319401[/C][/ROW]
[ROW][C]40[/C][C]-0.057017[/C][C]-0.438[/C][C]0.331508[/C][/ROW]
[ROW][C]41[/C][C]0.028704[/C][C]0.2205[/C][C]0.413129[/C][/ROW]
[ROW][C]42[/C][C]0.120219[/C][C]0.9234[/C][C]0.179774[/C][/ROW]
[ROW][C]43[/C][C]0.056788[/C][C]0.4362[/C][C]0.332144[/C][/ROW]
[ROW][C]44[/C][C]-0.022236[/C][C]-0.1708[/C][C]0.432485[/C][/ROW]
[ROW][C]45[/C][C]-0.057869[/C][C]-0.4445[/C][C]0.329154[/C][/ROW]
[ROW][C]46[/C][C]-0.060308[/C][C]-0.4632[/C][C]0.322452[/C][/ROW]
[ROW][C]47[/C][C]-0.017114[/C][C]-0.1315[/C][C]0.447931[/C][/ROW]
[ROW][C]48[/C][C]0.013387[/C][C]0.1028[/C][C]0.459224[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164083&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164083&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	0.138699	1.0654	0.145524
2	-0.031065	-0.2386	0.406115
3	-0.148468	-1.1404	0.129363
4	-0.0798	-0.613	0.271131
5	0.039053	0.3	0.382627
6	-0.009237	-0.071	0.471838
7	-0.045976	-0.3531	0.362619
8	-0.049155	-0.3776	0.353554
9	-0.063961	-0.4913	0.312521
10	-0.095037	-0.73	0.234141
11	-0.254767	-1.9569	0.027548
12	-0.171189	-1.3149	0.096811
13	0.146745	1.1272	0.132117
14	-0.032013	-0.2459	0.403308
15	-0.032552	-0.25	0.401714
16	-0.056728	-0.4357	0.332309
17	-0.021788	-0.1674	0.43383
18	0.07496	0.5758	0.283478
19	0.060107	0.4617	0.322999
20	-0.01679	-0.129	0.448912
21	-0.014899	-0.1144	0.454637
22	0.045981	0.3532	0.362603
23	0.305612	2.3474	0.011138
24	-0.013007	-0.0999	0.460379
25	0.044797	0.3441	0.366002
26	-0.058492	-0.4493	0.327436
27	-0.052479	-0.4031	0.344166
28	-0.038176	-0.2932	0.385184
29	-0.020858	-0.1602	0.436629
30	-0.071947	-0.5526	0.2913
31	-0.044893	-0.3448	0.365723
32	-0.002708	-0.0208	0.491736
33	-0.054625	-0.4196	0.338157
34	-0.054341	-0.4174	0.338951
35	0.015223	0.1169	0.453656
36	0.189234	1.4535	0.075688
37	0.035211	0.2705	0.393875
38	-0.012938	-0.0994	0.460589
39	-0.061424	-0.4718	0.319401
40	-0.057017	-0.438	0.331508
41	0.028704	0.2205	0.413129
42	0.120219	0.9234	0.179774
43	0.056788	0.4362	0.332144
44	-0.022236	-0.1708	0.432485
45	-0.057869	-0.4445	0.329154
46	-0.060308	-0.4632	0.322452
47	-0.017114	-0.1315	0.447931
48	0.013387	0.1028	0.459224

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.138699	1.0654	0.145524
2	-0.051289	-0.394	0.347515
3	-0.139877	-1.0744	0.143506
4	-0.042517	-0.3266	0.372572
5	0.048673	0.3739	0.354924
6	-0.046575	-0.3578	0.360904
7	-0.056621	-0.4349	0.332605
8	-0.029205	-0.2243	0.411639
9	-0.060182	-0.4623	0.322795
10	-0.106945	-0.8215	0.207346
11	-0.265544	-2.0397	0.022934
12	-0.159589	-1.2258	0.112567
13	0.139045	1.068	0.144931
14	-0.191775	-1.4731	0.073026
15	-0.127034	-0.9758	0.166583
16	-0.041553	-0.3192	0.375361
17	-0.068372	-0.5252	0.300714
18	-0.053223	-0.4088	0.34208
19	-0.050018	-0.3842	0.351107
20	-0.121206	-0.931	0.177824
21	-0.100013	-0.7682	0.222712
22	-0.081658	-0.6272	0.266465
23	0.210601	1.6177	0.055536
24	-0.11649	-0.8948	0.187271
25	0.039207	0.3012	0.382178
26	-0.113569	-0.8723	0.19328
27	-0.041157	-0.3161	0.376508
28	-0.101319	-0.7782	0.219767
29	-0.033822	-0.2598	0.397964
30	-0.120699	-0.9271	0.178823
31	-0.111941	-0.8598	0.19668
32	-0.078587	-0.6036	0.274199
33	-0.094648	-0.727	0.235048
34	-0.013941	-0.1071	0.457542
35	0.013705	0.1053	0.458261
36	0.042703	0.328	0.372034
37	0.006314	0.0485	0.480742
38	-0.102817	-0.7898	0.216417
39	-0.033567	-0.2578	0.398718
40	-0.093398	-0.7174	0.237977
41	-0.083388	-0.6405	0.26216
42	0.010242	0.0787	0.468781
43	0.02521	0.1936	0.423562
44	-0.064887	-0.4984	0.310024
45	-0.072522	-0.5571	0.289799
46	-0.115825	-0.8897	0.188629
47	0.048763	0.3746	0.354666
48	-0.098621	-0.7575	0.225876

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.138699 & 1.0654 & 0.145524 \tabularnewline
2 & -0.051289 & -0.394 & 0.347515 \tabularnewline
3 & -0.139877 & -1.0744 & 0.143506 \tabularnewline
4 & -0.042517 & -0.3266 & 0.372572 \tabularnewline
5 & 0.048673 & 0.3739 & 0.354924 \tabularnewline
6 & -0.046575 & -0.3578 & 0.360904 \tabularnewline
7 & -0.056621 & -0.4349 & 0.332605 \tabularnewline
8 & -0.029205 & -0.2243 & 0.411639 \tabularnewline
9 & -0.060182 & -0.4623 & 0.322795 \tabularnewline
10 & -0.106945 & -0.8215 & 0.207346 \tabularnewline
11 & -0.265544 & -2.0397 & 0.022934 \tabularnewline
12 & -0.159589 & -1.2258 & 0.112567 \tabularnewline
13 & 0.139045 & 1.068 & 0.144931 \tabularnewline
14 & -0.191775 & -1.4731 & 0.073026 \tabularnewline
15 & -0.127034 & -0.9758 & 0.166583 \tabularnewline
16 & -0.041553 & -0.3192 & 0.375361 \tabularnewline
17 & -0.068372 & -0.5252 & 0.300714 \tabularnewline
18 & -0.053223 & -0.4088 & 0.34208 \tabularnewline
19 & -0.050018 & -0.3842 & 0.351107 \tabularnewline
20 & -0.121206 & -0.931 & 0.177824 \tabularnewline
21 & -0.100013 & -0.7682 & 0.222712 \tabularnewline
22 & -0.081658 & -0.6272 & 0.266465 \tabularnewline
23 & 0.210601 & 1.6177 & 0.055536 \tabularnewline
24 & -0.11649 & -0.8948 & 0.187271 \tabularnewline
25 & 0.039207 & 0.3012 & 0.382178 \tabularnewline
26 & -0.113569 & -0.8723 & 0.19328 \tabularnewline
27 & -0.041157 & -0.3161 & 0.376508 \tabularnewline
28 & -0.101319 & -0.7782 & 0.219767 \tabularnewline
29 & -0.033822 & -0.2598 & 0.397964 \tabularnewline
30 & -0.120699 & -0.9271 & 0.178823 \tabularnewline
31 & -0.111941 & -0.8598 & 0.19668 \tabularnewline
32 & -0.078587 & -0.6036 & 0.274199 \tabularnewline
33 & -0.094648 & -0.727 & 0.235048 \tabularnewline
34 & -0.013941 & -0.1071 & 0.457542 \tabularnewline
35 & 0.013705 & 0.1053 & 0.458261 \tabularnewline
36 & 0.042703 & 0.328 & 0.372034 \tabularnewline
37 & 0.006314 & 0.0485 & 0.480742 \tabularnewline
38 & -0.102817 & -0.7898 & 0.216417 \tabularnewline
39 & -0.033567 & -0.2578 & 0.398718 \tabularnewline
40 & -0.093398 & -0.7174 & 0.237977 \tabularnewline
41 & -0.083388 & -0.6405 & 0.26216 \tabularnewline
42 & 0.010242 & 0.0787 & 0.468781 \tabularnewline
43 & 0.02521 & 0.1936 & 0.423562 \tabularnewline
44 & -0.064887 & -0.4984 & 0.310024 \tabularnewline
45 & -0.072522 & -0.5571 & 0.289799 \tabularnewline
46 & -0.115825 & -0.8897 & 0.188629 \tabularnewline
47 & 0.048763 & 0.3746 & 0.354666 \tabularnewline
48 & -0.098621 & -0.7575 & 0.225876 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164083&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]0.138699[/C][C]1.0654[/C][C]0.145524[/C][/ROW]
[ROW][C]2[/C][C]-0.051289[/C][C]-0.394[/C][C]0.347515[/C][/ROW]
[ROW][C]3[/C][C]-0.139877[/C][C]-1.0744[/C][C]0.143506[/C][/ROW]
[ROW][C]4[/C][C]-0.042517[/C][C]-0.3266[/C][C]0.372572[/C][/ROW]
[ROW][C]5[/C][C]0.048673[/C][C]0.3739[/C][C]0.354924[/C][/ROW]
[ROW][C]6[/C][C]-0.046575[/C][C]-0.3578[/C][C]0.360904[/C][/ROW]
[ROW][C]7[/C][C]-0.056621[/C][C]-0.4349[/C][C]0.332605[/C][/ROW]
[ROW][C]8[/C][C]-0.029205[/C][C]-0.2243[/C][C]0.411639[/C][/ROW]
[ROW][C]9[/C][C]-0.060182[/C][C]-0.4623[/C][C]0.322795[/C][/ROW]
[ROW][C]10[/C][C]-0.106945[/C][C]-0.8215[/C][C]0.207346[/C][/ROW]
[ROW][C]11[/C][C]-0.265544[/C][C]-2.0397[/C][C]0.022934[/C][/ROW]
[ROW][C]12[/C][C]-0.159589[/C][C]-1.2258[/C][C]0.112567[/C][/ROW]
[ROW][C]13[/C][C]0.139045[/C][C]1.068[/C][C]0.144931[/C][/ROW]
[ROW][C]14[/C][C]-0.191775[/C][C]-1.4731[/C][C]0.073026[/C][/ROW]
[ROW][C]15[/C][C]-0.127034[/C][C]-0.9758[/C][C]0.166583[/C][/ROW]
[ROW][C]16[/C][C]-0.041553[/C][C]-0.3192[/C][C]0.375361[/C][/ROW]
[ROW][C]17[/C][C]-0.068372[/C][C]-0.5252[/C][C]0.300714[/C][/ROW]
[ROW][C]18[/C][C]-0.053223[/C][C]-0.4088[/C][C]0.34208[/C][/ROW]
[ROW][C]19[/C][C]-0.050018[/C][C]-0.3842[/C][C]0.351107[/C][/ROW]
[ROW][C]20[/C][C]-0.121206[/C][C]-0.931[/C][C]0.177824[/C][/ROW]
[ROW][C]21[/C][C]-0.100013[/C][C]-0.7682[/C][C]0.222712[/C][/ROW]
[ROW][C]22[/C][C]-0.081658[/C][C]-0.6272[/C][C]0.266465[/C][/ROW]
[ROW][C]23[/C][C]0.210601[/C][C]1.6177[/C][C]0.055536[/C][/ROW]
[ROW][C]24[/C][C]-0.11649[/C][C]-0.8948[/C][C]0.187271[/C][/ROW]
[ROW][C]25[/C][C]0.039207[/C][C]0.3012[/C][C]0.382178[/C][/ROW]
[ROW][C]26[/C][C]-0.113569[/C][C]-0.8723[/C][C]0.19328[/C][/ROW]
[ROW][C]27[/C][C]-0.041157[/C][C]-0.3161[/C][C]0.376508[/C][/ROW]
[ROW][C]28[/C][C]-0.101319[/C][C]-0.7782[/C][C]0.219767[/C][/ROW]
[ROW][C]29[/C][C]-0.033822[/C][C]-0.2598[/C][C]0.397964[/C][/ROW]
[ROW][C]30[/C][C]-0.120699[/C][C]-0.9271[/C][C]0.178823[/C][/ROW]
[ROW][C]31[/C][C]-0.111941[/C][C]-0.8598[/C][C]0.19668[/C][/ROW]
[ROW][C]32[/C][C]-0.078587[/C][C]-0.6036[/C][C]0.274199[/C][/ROW]
[ROW][C]33[/C][C]-0.094648[/C][C]-0.727[/C][C]0.235048[/C][/ROW]
[ROW][C]34[/C][C]-0.013941[/C][C]-0.1071[/C][C]0.457542[/C][/ROW]
[ROW][C]35[/C][C]0.013705[/C][C]0.1053[/C][C]0.458261[/C][/ROW]
[ROW][C]36[/C][C]0.042703[/C][C]0.328[/C][C]0.372034[/C][/ROW]
[ROW][C]37[/C][C]0.006314[/C][C]0.0485[/C][C]0.480742[/C][/ROW]
[ROW][C]38[/C][C]-0.102817[/C][C]-0.7898[/C][C]0.216417[/C][/ROW]
[ROW][C]39[/C][C]-0.033567[/C][C]-0.2578[/C][C]0.398718[/C][/ROW]
[ROW][C]40[/C][C]-0.093398[/C][C]-0.7174[/C][C]0.237977[/C][/ROW]
[ROW][C]41[/C][C]-0.083388[/C][C]-0.6405[/C][C]0.26216[/C][/ROW]
[ROW][C]42[/C][C]0.010242[/C][C]0.0787[/C][C]0.468781[/C][/ROW]
[ROW][C]43[/C][C]0.02521[/C][C]0.1936[/C][C]0.423562[/C][/ROW]
[ROW][C]44[/C][C]-0.064887[/C][C]-0.4984[/C][C]0.310024[/C][/ROW]
[ROW][C]45[/C][C]-0.072522[/C][C]-0.5571[/C][C]0.289799[/C][/ROW]
[ROW][C]46[/C][C]-0.115825[/C][C]-0.8897[/C][C]0.188629[/C][/ROW]
[ROW][C]47[/C][C]0.048763[/C][C]0.3746[/C][C]0.354666[/C][/ROW]
[ROW][C]48[/C][C]-0.098621[/C][C]-0.7575[/C][C]0.225876[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164083&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164083&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	0.138699	1.0654	0.145524
2	-0.051289	-0.394	0.347515
3	-0.139877	-1.0744	0.143506
4	-0.042517	-0.3266	0.372572
5	0.048673	0.3739	0.354924
6	-0.046575	-0.3578	0.360904
7	-0.056621	-0.4349	0.332605
8	-0.029205	-0.2243	0.411639
9	-0.060182	-0.4623	0.322795
10	-0.106945	-0.8215	0.207346
11	-0.265544	-2.0397	0.022934
12	-0.159589	-1.2258	0.112567
13	0.139045	1.068	0.144931
14	-0.191775	-1.4731	0.073026
15	-0.127034	-0.9758	0.166583
16	-0.041553	-0.3192	0.375361
17	-0.068372	-0.5252	0.300714
18	-0.053223	-0.4088	0.34208
19	-0.050018	-0.3842	0.351107
20	-0.121206	-0.931	0.177824
21	-0.100013	-0.7682	0.222712
22	-0.081658	-0.6272	0.266465
23	0.210601	1.6177	0.055536
24	-0.11649	-0.8948	0.187271
25	0.039207	0.3012	0.382178
26	-0.113569	-0.8723	0.19328
27	-0.041157	-0.3161	0.376508
28	-0.101319	-0.7782	0.219767
29	-0.033822	-0.2598	0.397964
30	-0.120699	-0.9271	0.178823
31	-0.111941	-0.8598	0.19668
32	-0.078587	-0.6036	0.274199
33	-0.094648	-0.727	0.235048
34	-0.013941	-0.1071	0.457542
35	0.013705	0.1053	0.458261
36	0.042703	0.328	0.372034
37	0.006314	0.0485	0.480742
38	-0.102817	-0.7898	0.216417
39	-0.033567	-0.2578	0.398718
40	-0.093398	-0.7174	0.237977
41	-0.083388	-0.6405	0.26216
42	0.010242	0.0787	0.468781
43	0.02521	0.1936	0.423562
44	-0.064887	-0.4984	0.310024
45	-0.072522	-0.5571	0.289799
46	-0.115825	-0.8897	0.188629
47	0.048763	0.3746	0.354666
48	-0.098621	-0.7575	0.225876

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