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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 26 Mar 2012 06:10:13 -0400

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Mar/26/t1332756639pka0158ue6c1w03.htm/, Retrieved Thu, 02 May 2024 05:56:03 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=164133, Retrieved Thu, 02 May 2024 05:56:03 +0000

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User-defined keywords

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

-       [(Partial) Autocorrelation Function] [correlatie: katte...] [2012-03-26 10:10:13] [b6f30dd2dbd531a0598f7d35351b79f0] [Current]

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Dataseries X:

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Histogram

Boxplots

1.78
1.79
1.8
1.82
1.82
1.83
1.84
1.84
1.83
1.83
1.83
1.84
1.86
1.85
1.85
1.85
1.84
1.85
1.85
1.83
1.82
1.84
1.85
1.88
1.91
1.93
1.91
1.9
1.9
1.89
1.88
1.88
1.92
1.98
2
2
2.02
2.01
2.05
2.07
2.07
2.04
2.05
2.05
2.04
2.03
2.04
2.04
2.1
2.09
2.1
2.09
2.08
2.1
2.11
2.08
2.09
2.1
2.09
2.09

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	'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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164133&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164133&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164133&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	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.146615	1.1262	0.132327
2	-0.038356	-0.2946	0.384661
3	-0.110191	-0.8464	0.200378
4	-0.10364	-0.7961	0.214591
5	-0.126328	-0.9703	0.167919
6	0.024553	0.1886	0.425528
7	-0.285995	-2.1968	0.015989
8	-0.051751	-0.3975	0.346213
9	0.05416	0.416	0.339456
10	0.191799	1.4732	0.073002
11	0.05402	0.4149	0.339848
12	-0.00404	-0.031	0.487675
13	-0.144574	-1.1105	0.135646
14	0.097935	0.7523	0.227445
15	0.256281	1.9685	0.026855
16	-0.044313	-0.3404	0.367392
17	-0.137389	-1.0553	0.147795
18	-0.057429	-0.4411	0.33037
19	-0.203739	-1.565	0.061471
20	-0.103072	-0.7917	0.215851
21	0.08478	0.6512	0.258719
22	-0.081171	-0.6235	0.267683
23	-0.050891	-0.3909	0.348639
24	0.013872	0.1066	0.457753
25	0.023178	0.178	0.429654
26	-0.025461	-0.1956	0.422808
27	0.028814	0.2213	0.412801
28	-0.029779	-0.2287	0.409934
29	-0.007764	-0.0596	0.476325
30	0.006253	0.048	0.480928
31	0.028268	0.2171	0.414429
32	0.006379	0.049	0.480542
33	0.055412	0.4256	0.335965
34	-0.082367	-0.6327	0.264695
35	-0.015383	-0.1182	0.453173
36	0.133276	1.0237	0.155074
37	0.016738	0.1286	0.449068
38	-0.044343	-0.3406	0.367305
39	0.028152	0.2162	0.414774
40	-0.059947	-0.4605	0.323438
41	-0.001761	-0.0135	0.494627
42	0.046738	0.359	0.360437
43	-0.004389	-0.0337	0.486609
44	-0.016591	-0.1274	0.449515
45	0.063103	0.4847	0.314841
46	-0.014242	-0.1094	0.456629
47	0.03399	0.2611	0.397469
48	0.002148	0.0165	0.493446

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.146615 & 1.1262 & 0.132327 \tabularnewline
2 & -0.038356 & -0.2946 & 0.384661 \tabularnewline
3 & -0.110191 & -0.8464 & 0.200378 \tabularnewline
4 & -0.10364 & -0.7961 & 0.214591 \tabularnewline
5 & -0.126328 & -0.9703 & 0.167919 \tabularnewline
6 & 0.024553 & 0.1886 & 0.425528 \tabularnewline
7 & -0.285995 & -2.1968 & 0.015989 \tabularnewline
8 & -0.051751 & -0.3975 & 0.346213 \tabularnewline
9 & 0.05416 & 0.416 & 0.339456 \tabularnewline
10 & 0.191799 & 1.4732 & 0.073002 \tabularnewline
11 & 0.05402 & 0.4149 & 0.339848 \tabularnewline
12 & -0.00404 & -0.031 & 0.487675 \tabularnewline
13 & -0.144574 & -1.1105 & 0.135646 \tabularnewline
14 & 0.097935 & 0.7523 & 0.227445 \tabularnewline
15 & 0.256281 & 1.9685 & 0.026855 \tabularnewline
16 & -0.044313 & -0.3404 & 0.367392 \tabularnewline
17 & -0.137389 & -1.0553 & 0.147795 \tabularnewline
18 & -0.057429 & -0.4411 & 0.33037 \tabularnewline
19 & -0.203739 & -1.565 & 0.061471 \tabularnewline
20 & -0.103072 & -0.7917 & 0.215851 \tabularnewline
21 & 0.08478 & 0.6512 & 0.258719 \tabularnewline
22 & -0.081171 & -0.6235 & 0.267683 \tabularnewline
23 & -0.050891 & -0.3909 & 0.348639 \tabularnewline
24 & 0.013872 & 0.1066 & 0.457753 \tabularnewline
25 & 0.023178 & 0.178 & 0.429654 \tabularnewline
26 & -0.025461 & -0.1956 & 0.422808 \tabularnewline
27 & 0.028814 & 0.2213 & 0.412801 \tabularnewline
28 & -0.029779 & -0.2287 & 0.409934 \tabularnewline
29 & -0.007764 & -0.0596 & 0.476325 \tabularnewline
30 & 0.006253 & 0.048 & 0.480928 \tabularnewline
31 & 0.028268 & 0.2171 & 0.414429 \tabularnewline
32 & 0.006379 & 0.049 & 0.480542 \tabularnewline
33 & 0.055412 & 0.4256 & 0.335965 \tabularnewline
34 & -0.082367 & -0.6327 & 0.264695 \tabularnewline
35 & -0.015383 & -0.1182 & 0.453173 \tabularnewline
36 & 0.133276 & 1.0237 & 0.155074 \tabularnewline
37 & 0.016738 & 0.1286 & 0.449068 \tabularnewline
38 & -0.044343 & -0.3406 & 0.367305 \tabularnewline
39 & 0.028152 & 0.2162 & 0.414774 \tabularnewline
40 & -0.059947 & -0.4605 & 0.323438 \tabularnewline
41 & -0.001761 & -0.0135 & 0.494627 \tabularnewline
42 & 0.046738 & 0.359 & 0.360437 \tabularnewline
43 & -0.004389 & -0.0337 & 0.486609 \tabularnewline
44 & -0.016591 & -0.1274 & 0.449515 \tabularnewline
45 & 0.063103 & 0.4847 & 0.314841 \tabularnewline
46 & -0.014242 & -0.1094 & 0.456629 \tabularnewline
47 & 0.03399 & 0.2611 & 0.397469 \tabularnewline
48 & 0.002148 & 0.0165 & 0.493446 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164133&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]0.146615[/C][C]1.1262[/C][C]0.132327[/C][/ROW]
[ROW][C]2[/C][C]-0.038356[/C][C]-0.2946[/C][C]0.384661[/C][/ROW]
[ROW][C]3[/C][C]-0.110191[/C][C]-0.8464[/C][C]0.200378[/C][/ROW]
[ROW][C]4[/C][C]-0.10364[/C][C]-0.7961[/C][C]0.214591[/C][/ROW]
[ROW][C]5[/C][C]-0.126328[/C][C]-0.9703[/C][C]0.167919[/C][/ROW]
[ROW][C]6[/C][C]0.024553[/C][C]0.1886[/C][C]0.425528[/C][/ROW]
[ROW][C]7[/C][C]-0.285995[/C][C]-2.1968[/C][C]0.015989[/C][/ROW]
[ROW][C]8[/C][C]-0.051751[/C][C]-0.3975[/C][C]0.346213[/C][/ROW]
[ROW][C]9[/C][C]0.05416[/C][C]0.416[/C][C]0.339456[/C][/ROW]
[ROW][C]10[/C][C]0.191799[/C][C]1.4732[/C][C]0.073002[/C][/ROW]
[ROW][C]11[/C][C]0.05402[/C][C]0.4149[/C][C]0.339848[/C][/ROW]
[ROW][C]12[/C][C]-0.00404[/C][C]-0.031[/C][C]0.487675[/C][/ROW]
[ROW][C]13[/C][C]-0.144574[/C][C]-1.1105[/C][C]0.135646[/C][/ROW]
[ROW][C]14[/C][C]0.097935[/C][C]0.7523[/C][C]0.227445[/C][/ROW]
[ROW][C]15[/C][C]0.256281[/C][C]1.9685[/C][C]0.026855[/C][/ROW]
[ROW][C]16[/C][C]-0.044313[/C][C]-0.3404[/C][C]0.367392[/C][/ROW]
[ROW][C]17[/C][C]-0.137389[/C][C]-1.0553[/C][C]0.147795[/C][/ROW]
[ROW][C]18[/C][C]-0.057429[/C][C]-0.4411[/C][C]0.33037[/C][/ROW]
[ROW][C]19[/C][C]-0.203739[/C][C]-1.565[/C][C]0.061471[/C][/ROW]
[ROW][C]20[/C][C]-0.103072[/C][C]-0.7917[/C][C]0.215851[/C][/ROW]
[ROW][C]21[/C][C]0.08478[/C][C]0.6512[/C][C]0.258719[/C][/ROW]
[ROW][C]22[/C][C]-0.081171[/C][C]-0.6235[/C][C]0.267683[/C][/ROW]
[ROW][C]23[/C][C]-0.050891[/C][C]-0.3909[/C][C]0.348639[/C][/ROW]
[ROW][C]24[/C][C]0.013872[/C][C]0.1066[/C][C]0.457753[/C][/ROW]
[ROW][C]25[/C][C]0.023178[/C][C]0.178[/C][C]0.429654[/C][/ROW]
[ROW][C]26[/C][C]-0.025461[/C][C]-0.1956[/C][C]0.422808[/C][/ROW]
[ROW][C]27[/C][C]0.028814[/C][C]0.2213[/C][C]0.412801[/C][/ROW]
[ROW][C]28[/C][C]-0.029779[/C][C]-0.2287[/C][C]0.409934[/C][/ROW]
[ROW][C]29[/C][C]-0.007764[/C][C]-0.0596[/C][C]0.476325[/C][/ROW]
[ROW][C]30[/C][C]0.006253[/C][C]0.048[/C][C]0.480928[/C][/ROW]
[ROW][C]31[/C][C]0.028268[/C][C]0.2171[/C][C]0.414429[/C][/ROW]
[ROW][C]32[/C][C]0.006379[/C][C]0.049[/C][C]0.480542[/C][/ROW]
[ROW][C]33[/C][C]0.055412[/C][C]0.4256[/C][C]0.335965[/C][/ROW]
[ROW][C]34[/C][C]-0.082367[/C][C]-0.6327[/C][C]0.264695[/C][/ROW]
[ROW][C]35[/C][C]-0.015383[/C][C]-0.1182[/C][C]0.453173[/C][/ROW]
[ROW][C]36[/C][C]0.133276[/C][C]1.0237[/C][C]0.155074[/C][/ROW]
[ROW][C]37[/C][C]0.016738[/C][C]0.1286[/C][C]0.449068[/C][/ROW]
[ROW][C]38[/C][C]-0.044343[/C][C]-0.3406[/C][C]0.367305[/C][/ROW]
[ROW][C]39[/C][C]0.028152[/C][C]0.2162[/C][C]0.414774[/C][/ROW]
[ROW][C]40[/C][C]-0.059947[/C][C]-0.4605[/C][C]0.323438[/C][/ROW]
[ROW][C]41[/C][C]-0.001761[/C][C]-0.0135[/C][C]0.494627[/C][/ROW]
[ROW][C]42[/C][C]0.046738[/C][C]0.359[/C][C]0.360437[/C][/ROW]
[ROW][C]43[/C][C]-0.004389[/C][C]-0.0337[/C][C]0.486609[/C][/ROW]
[ROW][C]44[/C][C]-0.016591[/C][C]-0.1274[/C][C]0.449515[/C][/ROW]
[ROW][C]45[/C][C]0.063103[/C][C]0.4847[/C][C]0.314841[/C][/ROW]
[ROW][C]46[/C][C]-0.014242[/C][C]-0.1094[/C][C]0.456629[/C][/ROW]
[ROW][C]47[/C][C]0.03399[/C][C]0.2611[/C][C]0.397469[/C][/ROW]
[ROW][C]48[/C][C]0.002148[/C][C]0.0165[/C][C]0.493446[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164133&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164133&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	0.146615	1.1262	0.132327
2	-0.038356	-0.2946	0.384661
3	-0.110191	-0.8464	0.200378
4	-0.10364	-0.7961	0.214591
5	-0.126328	-0.9703	0.167919
6	0.024553	0.1886	0.425528
7	-0.285995	-2.1968	0.015989
8	-0.051751	-0.3975	0.346213
9	0.05416	0.416	0.339456
10	0.191799	1.4732	0.073002
11	0.05402	0.4149	0.339848
12	-0.00404	-0.031	0.487675
13	-0.144574	-1.1105	0.135646
14	0.097935	0.7523	0.227445
15	0.256281	1.9685	0.026855
16	-0.044313	-0.3404	0.367392
17	-0.137389	-1.0553	0.147795
18	-0.057429	-0.4411	0.33037
19	-0.203739	-1.565	0.061471
20	-0.103072	-0.7917	0.215851
21	0.08478	0.6512	0.258719
22	-0.081171	-0.6235	0.267683
23	-0.050891	-0.3909	0.348639
24	0.013872	0.1066	0.457753
25	0.023178	0.178	0.429654
26	-0.025461	-0.1956	0.422808
27	0.028814	0.2213	0.412801
28	-0.029779	-0.2287	0.409934
29	-0.007764	-0.0596	0.476325
30	0.006253	0.048	0.480928
31	0.028268	0.2171	0.414429
32	0.006379	0.049	0.480542
33	0.055412	0.4256	0.335965
34	-0.082367	-0.6327	0.264695
35	-0.015383	-0.1182	0.453173
36	0.133276	1.0237	0.155074
37	0.016738	0.1286	0.449068
38	-0.044343	-0.3406	0.367305
39	0.028152	0.2162	0.414774
40	-0.059947	-0.4605	0.323438
41	-0.001761	-0.0135	0.494627
42	0.046738	0.359	0.360437
43	-0.004389	-0.0337	0.486609
44	-0.016591	-0.1274	0.449515
45	0.063103	0.4847	0.314841
46	-0.014242	-0.1094	0.456629
47	0.03399	0.2611	0.397469
48	0.002148	0.0165	0.493446

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.146615	1.1262	0.132327
2	-0.061166	-0.4698	0.320105
3	-0.097713	-0.7506	0.227953
4	-0.077254	-0.5934	0.277592
5	-0.113609	-0.8726	0.193196
6	0.041634	0.3198	0.375126
7	-0.341326	-2.6218	0.005555
8	0.011403	0.0876	0.465251
9	0.007738	0.0594	0.476403
10	0.123972	0.9522	0.172429
11	-0.044169	-0.3393	0.367806
12	-0.075584	-0.5806	0.28187
13	-0.082553	-0.6341	0.264233
14	0.091125	0.6999	0.243357
15	0.285196	2.1906	0.016221
16	-0.177467	-1.3631	0.089008
17	-0.011249	-0.0864	0.465719
18	-0.008675	-0.0666	0.473549
19	-0.18956	-1.456	0.075341
20	-0.147403	-1.1322	0.13106
21	0.10147	0.7794	0.219428
22	0.008486	0.0652	0.474124
23	-0.154457	-1.1864	0.120109
24	-0.145109	-1.1146	0.13477
25	-0.110727	-0.8505	0.19924
26	-0.135681	-1.0422	0.150789
27	0.003503	0.0269	0.489312
28	0.059843	0.4597	0.323723
29	-0.124219	-0.9541	0.171951
30	-0.123111	-0.9456	0.174096
31	0.004735	0.0364	0.485556
32	-0.048245	-0.3706	0.356141
33	0.024129	0.1853	0.4268
34	0.091181	0.7004	0.243224
35	0.009473	0.0728	0.471122
36	0.023289	0.1789	0.42932
37	-0.044062	-0.3384	0.368115
38	-0.048514	-0.3726	0.355374
39	-0.000785	-0.006	0.497606
40	0.047313	0.3634	0.358795
41	0.041712	0.3204	0.374901
42	-0.146086	-1.1221	0.133182
43	-0.084485	-0.6489	0.259446
44	-0.021905	-0.1683	0.433478
45	0.007801	0.0599	0.476211
46	-0.142075	-1.0913	0.139788
47	0.030018	0.2306	0.409222
48	-0.052273	-0.4015	0.344744

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.146615 & 1.1262 & 0.132327 \tabularnewline
2 & -0.061166 & -0.4698 & 0.320105 \tabularnewline
3 & -0.097713 & -0.7506 & 0.227953 \tabularnewline
4 & -0.077254 & -0.5934 & 0.277592 \tabularnewline
5 & -0.113609 & -0.8726 & 0.193196 \tabularnewline
6 & 0.041634 & 0.3198 & 0.375126 \tabularnewline
7 & -0.341326 & -2.6218 & 0.005555 \tabularnewline
8 & 0.011403 & 0.0876 & 0.465251 \tabularnewline
9 & 0.007738 & 0.0594 & 0.476403 \tabularnewline
10 & 0.123972 & 0.9522 & 0.172429 \tabularnewline
11 & -0.044169 & -0.3393 & 0.367806 \tabularnewline
12 & -0.075584 & -0.5806 & 0.28187 \tabularnewline
13 & -0.082553 & -0.6341 & 0.264233 \tabularnewline
14 & 0.091125 & 0.6999 & 0.243357 \tabularnewline
15 & 0.285196 & 2.1906 & 0.016221 \tabularnewline
16 & -0.177467 & -1.3631 & 0.089008 \tabularnewline
17 & -0.011249 & -0.0864 & 0.465719 \tabularnewline
18 & -0.008675 & -0.0666 & 0.473549 \tabularnewline
19 & -0.18956 & -1.456 & 0.075341 \tabularnewline
20 & -0.147403 & -1.1322 & 0.13106 \tabularnewline
21 & 0.10147 & 0.7794 & 0.219428 \tabularnewline
22 & 0.008486 & 0.0652 & 0.474124 \tabularnewline
23 & -0.154457 & -1.1864 & 0.120109 \tabularnewline
24 & -0.145109 & -1.1146 & 0.13477 \tabularnewline
25 & -0.110727 & -0.8505 & 0.19924 \tabularnewline
26 & -0.135681 & -1.0422 & 0.150789 \tabularnewline
27 & 0.003503 & 0.0269 & 0.489312 \tabularnewline
28 & 0.059843 & 0.4597 & 0.323723 \tabularnewline
29 & -0.124219 & -0.9541 & 0.171951 \tabularnewline
30 & -0.123111 & -0.9456 & 0.174096 \tabularnewline
31 & 0.004735 & 0.0364 & 0.485556 \tabularnewline
32 & -0.048245 & -0.3706 & 0.356141 \tabularnewline
33 & 0.024129 & 0.1853 & 0.4268 \tabularnewline
34 & 0.091181 & 0.7004 & 0.243224 \tabularnewline
35 & 0.009473 & 0.0728 & 0.471122 \tabularnewline
36 & 0.023289 & 0.1789 & 0.42932 \tabularnewline
37 & -0.044062 & -0.3384 & 0.368115 \tabularnewline
38 & -0.048514 & -0.3726 & 0.355374 \tabularnewline
39 & -0.000785 & -0.006 & 0.497606 \tabularnewline
40 & 0.047313 & 0.3634 & 0.358795 \tabularnewline
41 & 0.041712 & 0.3204 & 0.374901 \tabularnewline
42 & -0.146086 & -1.1221 & 0.133182 \tabularnewline
43 & -0.084485 & -0.6489 & 0.259446 \tabularnewline
44 & -0.021905 & -0.1683 & 0.433478 \tabularnewline
45 & 0.007801 & 0.0599 & 0.476211 \tabularnewline
46 & -0.142075 & -1.0913 & 0.139788 \tabularnewline
47 & 0.030018 & 0.2306 & 0.409222 \tabularnewline
48 & -0.052273 & -0.4015 & 0.344744 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=164133&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]0.146615[/C][C]1.1262[/C][C]0.132327[/C][/ROW]
[ROW][C]2[/C][C]-0.061166[/C][C]-0.4698[/C][C]0.320105[/C][/ROW]
[ROW][C]3[/C][C]-0.097713[/C][C]-0.7506[/C][C]0.227953[/C][/ROW]
[ROW][C]4[/C][C]-0.077254[/C][C]-0.5934[/C][C]0.277592[/C][/ROW]
[ROW][C]5[/C][C]-0.113609[/C][C]-0.8726[/C][C]0.193196[/C][/ROW]
[ROW][C]6[/C][C]0.041634[/C][C]0.3198[/C][C]0.375126[/C][/ROW]
[ROW][C]7[/C][C]-0.341326[/C][C]-2.6218[/C][C]0.005555[/C][/ROW]
[ROW][C]8[/C][C]0.011403[/C][C]0.0876[/C][C]0.465251[/C][/ROW]
[ROW][C]9[/C][C]0.007738[/C][C]0.0594[/C][C]0.476403[/C][/ROW]
[ROW][C]10[/C][C]0.123972[/C][C]0.9522[/C][C]0.172429[/C][/ROW]
[ROW][C]11[/C][C]-0.044169[/C][C]-0.3393[/C][C]0.367806[/C][/ROW]
[ROW][C]12[/C][C]-0.075584[/C][C]-0.5806[/C][C]0.28187[/C][/ROW]
[ROW][C]13[/C][C]-0.082553[/C][C]-0.6341[/C][C]0.264233[/C][/ROW]
[ROW][C]14[/C][C]0.091125[/C][C]0.6999[/C][C]0.243357[/C][/ROW]
[ROW][C]15[/C][C]0.285196[/C][C]2.1906[/C][C]0.016221[/C][/ROW]
[ROW][C]16[/C][C]-0.177467[/C][C]-1.3631[/C][C]0.089008[/C][/ROW]
[ROW][C]17[/C][C]-0.011249[/C][C]-0.0864[/C][C]0.465719[/C][/ROW]
[ROW][C]18[/C][C]-0.008675[/C][C]-0.0666[/C][C]0.473549[/C][/ROW]
[ROW][C]19[/C][C]-0.18956[/C][C]-1.456[/C][C]0.075341[/C][/ROW]
[ROW][C]20[/C][C]-0.147403[/C][C]-1.1322[/C][C]0.13106[/C][/ROW]
[ROW][C]21[/C][C]0.10147[/C][C]0.7794[/C][C]0.219428[/C][/ROW]
[ROW][C]22[/C][C]0.008486[/C][C]0.0652[/C][C]0.474124[/C][/ROW]
[ROW][C]23[/C][C]-0.154457[/C][C]-1.1864[/C][C]0.120109[/C][/ROW]
[ROW][C]24[/C][C]-0.145109[/C][C]-1.1146[/C][C]0.13477[/C][/ROW]
[ROW][C]25[/C][C]-0.110727[/C][C]-0.8505[/C][C]0.19924[/C][/ROW]
[ROW][C]26[/C][C]-0.135681[/C][C]-1.0422[/C][C]0.150789[/C][/ROW]
[ROW][C]27[/C][C]0.003503[/C][C]0.0269[/C][C]0.489312[/C][/ROW]
[ROW][C]28[/C][C]0.059843[/C][C]0.4597[/C][C]0.323723[/C][/ROW]
[ROW][C]29[/C][C]-0.124219[/C][C]-0.9541[/C][C]0.171951[/C][/ROW]
[ROW][C]30[/C][C]-0.123111[/C][C]-0.9456[/C][C]0.174096[/C][/ROW]
[ROW][C]31[/C][C]0.004735[/C][C]0.0364[/C][C]0.485556[/C][/ROW]
[ROW][C]32[/C][C]-0.048245[/C][C]-0.3706[/C][C]0.356141[/C][/ROW]
[ROW][C]33[/C][C]0.024129[/C][C]0.1853[/C][C]0.4268[/C][/ROW]
[ROW][C]34[/C][C]0.091181[/C][C]0.7004[/C][C]0.243224[/C][/ROW]
[ROW][C]35[/C][C]0.009473[/C][C]0.0728[/C][C]0.471122[/C][/ROW]
[ROW][C]36[/C][C]0.023289[/C][C]0.1789[/C][C]0.42932[/C][/ROW]
[ROW][C]37[/C][C]-0.044062[/C][C]-0.3384[/C][C]0.368115[/C][/ROW]
[ROW][C]38[/C][C]-0.048514[/C][C]-0.3726[/C][C]0.355374[/C][/ROW]
[ROW][C]39[/C][C]-0.000785[/C][C]-0.006[/C][C]0.497606[/C][/ROW]
[ROW][C]40[/C][C]0.047313[/C][C]0.3634[/C][C]0.358795[/C][/ROW]
[ROW][C]41[/C][C]0.041712[/C][C]0.3204[/C][C]0.374901[/C][/ROW]
[ROW][C]42[/C][C]-0.146086[/C][C]-1.1221[/C][C]0.133182[/C][/ROW]
[ROW][C]43[/C][C]-0.084485[/C][C]-0.6489[/C][C]0.259446[/C][/ROW]
[ROW][C]44[/C][C]-0.021905[/C][C]-0.1683[/C][C]0.433478[/C][/ROW]
[ROW][C]45[/C][C]0.007801[/C][C]0.0599[/C][C]0.476211[/C][/ROW]
[ROW][C]46[/C][C]-0.142075[/C][C]-1.0913[/C][C]0.139788[/C][/ROW]
[ROW][C]47[/C][C]0.030018[/C][C]0.2306[/C][C]0.409222[/C][/ROW]
[ROW][C]48[/C][C]-0.052273[/C][C]-0.4015[/C][C]0.344744[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=164133&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=164133&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	0.146615	1.1262	0.132327
2	-0.061166	-0.4698	0.320105
3	-0.097713	-0.7506	0.227953
4	-0.077254	-0.5934	0.277592
5	-0.113609	-0.8726	0.193196
6	0.041634	0.3198	0.375126
7	-0.341326	-2.6218	0.005555
8	0.011403	0.0876	0.465251
9	0.007738	0.0594	0.476403
10	0.123972	0.9522	0.172429
11	-0.044169	-0.3393	0.367806
12	-0.075584	-0.5806	0.28187
13	-0.082553	-0.6341	0.264233
14	0.091125	0.6999	0.243357
15	0.285196	2.1906	0.016221
16	-0.177467	-1.3631	0.089008
17	-0.011249	-0.0864	0.465719
18	-0.008675	-0.0666	0.473549
19	-0.18956	-1.456	0.075341
20	-0.147403	-1.1322	0.13106
21	0.10147	0.7794	0.219428
22	0.008486	0.0652	0.474124
23	-0.154457	-1.1864	0.120109
24	-0.145109	-1.1146	0.13477
25	-0.110727	-0.8505	0.19924
26	-0.135681	-1.0422	0.150789
27	0.003503	0.0269	0.489312
28	0.059843	0.4597	0.323723
29	-0.124219	-0.9541	0.171951
30	-0.123111	-0.9456	0.174096
31	0.004735	0.0364	0.485556
32	-0.048245	-0.3706	0.356141
33	0.024129	0.1853	0.4268
34	0.091181	0.7004	0.243224
35	0.009473	0.0728	0.471122
36	0.023289	0.1789	0.42932
37	-0.044062	-0.3384	0.368115
38	-0.048514	-0.3726	0.355374
39	-0.000785	-0.006	0.497606
40	0.047313	0.3634	0.358795
41	0.041712	0.3204	0.374901
42	-0.146086	-1.1221	0.133182
43	-0.084485	-0.6489	0.259446
44	-0.021905	-0.1683	0.433478
45	0.007801	0.0599	0.476211
46	-0.142075	-1.0913	0.139788
47	0.030018	0.2306	0.409222
48	-0.052273	-0.4015	0.344744

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