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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 28 May 2012 07:13:00 -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/May/28/t1338203604znrrx9p3vl2a3sp.htm/, Retrieved Thu, 02 May 2024 13:16:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=167787, Retrieved Thu, 02 May 2024 13:16:18 +0000

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Estimated Impact

139

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

-     [(Partial) Autocorrelation Function] [Nieuwe personenwa...] [2012-05-28 11:02:37] [65d089efb1547052afcdc66fb34b47a2]
-    D    [(Partial) Autocorrelation Function] [aantal werklozen ...] [2012-05-28 11:13:00] [50083fea611f0183deb36cab794727ad] [Current]
- R P       [(Partial) Autocorrelation Function] [aantal werklozen ...] [2012-05-28 11:20:54] [65d089efb1547052afcdc66fb34b47a2] 
- RMPD      [Exponential Smoothing] [aantal nieuwe ins...] [2012-05-28 11:34:03] [2f0f353a58a70fd7baf0f5141860d820] 
- RMP       [Exponential Smoothing] [aantal werklozen ...] [2012-05-28 11:39:08] [2f0f353a58a70fd7baf0f5141860d820] 
- RMPD      [Standard Deviation-Mean Plot] [inschrijvingen ni...] [2012-05-28 16:31:33] [65d089efb1547052afcdc66fb34b47a2] 

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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' @ 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=167787&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=167787&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167787&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	0.859014	7.873	0
2	0.649288	5.9508	0
3	0.522641	4.7901	4e-06
4	0.49877	4.5713	8e-06
5	0.536138	4.9138	2e-06
6	0.540901	4.9574	2e-06
7	0.44812	4.1071	4.6e-05
8	0.320754	2.9398	0.002121
9	0.246701	2.2611	0.01317
10	0.268443	2.4603	0.007965
11	0.370912	3.3995	0.000517
12	0.412091	3.7769	0.000148
13	0.240895	2.2078	0.014991
14	0.019523	0.1789	0.42921
15	-0.114375	-1.0483	0.148763
16	-0.152292	-1.3958	0.08323
17	-0.133494	-1.2235	0.112283
18	-0.141058	-1.2928	0.09981
19	-0.229452	-2.103	0.019231
20	-0.344613	-3.1584	0.001102
21	-0.405228	-3.714	0.000183
22	-0.369958	-3.3907	0.000532
23	-0.258072	-2.3653	0.010161
24	-0.190669	-1.7475	0.042102
25	-0.291485	-2.6715	0.004534
26	-0.422372	-3.8711	0.000107
27	-0.469475	-4.3028	2.3e-05
28	-0.440659	-4.0387	5.9e-05
29	-0.365845	-3.353	6e-04
30	-0.314625	-2.8836	0.002496
31	-0.333533	-3.0569	0.001499
32	-0.371383	-3.4038	0.00051
33	-0.355155	-3.255	0.000818
34	-0.272636	-2.4987	0.007206
35	-0.137765	-1.2626	0.105106
36	-0.055746	-0.5109	0.305372
37	-0.109076	-0.9997	0.160164
38	-0.183082	-1.678	0.048535
39	-0.193621	-1.7746	0.039796
40	-0.149852	-1.3734	0.086639
41	-0.069196	-0.6342	0.263839
42	-0.015516	-0.1422	0.443628
43	-0.022806	-0.209	0.41747
44	-0.045097	-0.4133	0.340213
45	-0.02743	-0.2514	0.401059
46	0.041005	0.3758	0.354001
47	0.138967	1.2737	0.10315
48	0.192761	1.7667	0.040457

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.859014 & 7.873 & 0 \tabularnewline
2 & 0.649288 & 5.9508 & 0 \tabularnewline
3 & 0.522641 & 4.7901 & 4e-06 \tabularnewline
4 & 0.49877 & 4.5713 & 8e-06 \tabularnewline
5 & 0.536138 & 4.9138 & 2e-06 \tabularnewline
6 & 0.540901 & 4.9574 & 2e-06 \tabularnewline
7 & 0.44812 & 4.1071 & 4.6e-05 \tabularnewline
8 & 0.320754 & 2.9398 & 0.002121 \tabularnewline
9 & 0.246701 & 2.2611 & 0.01317 \tabularnewline
10 & 0.268443 & 2.4603 & 0.007965 \tabularnewline
11 & 0.370912 & 3.3995 & 0.000517 \tabularnewline
12 & 0.412091 & 3.7769 & 0.000148 \tabularnewline
13 & 0.240895 & 2.2078 & 0.014991 \tabularnewline
14 & 0.019523 & 0.1789 & 0.42921 \tabularnewline
15 & -0.114375 & -1.0483 & 0.148763 \tabularnewline
16 & -0.152292 & -1.3958 & 0.08323 \tabularnewline
17 & -0.133494 & -1.2235 & 0.112283 \tabularnewline
18 & -0.141058 & -1.2928 & 0.09981 \tabularnewline
19 & -0.229452 & -2.103 & 0.019231 \tabularnewline
20 & -0.344613 & -3.1584 & 0.001102 \tabularnewline
21 & -0.405228 & -3.714 & 0.000183 \tabularnewline
22 & -0.369958 & -3.3907 & 0.000532 \tabularnewline
23 & -0.258072 & -2.3653 & 0.010161 \tabularnewline
24 & -0.190669 & -1.7475 & 0.042102 \tabularnewline
25 & -0.291485 & -2.6715 & 0.004534 \tabularnewline
26 & -0.422372 & -3.8711 & 0.000107 \tabularnewline
27 & -0.469475 & -4.3028 & 2.3e-05 \tabularnewline
28 & -0.440659 & -4.0387 & 5.9e-05 \tabularnewline
29 & -0.365845 & -3.353 & 6e-04 \tabularnewline
30 & -0.314625 & -2.8836 & 0.002496 \tabularnewline
31 & -0.333533 & -3.0569 & 0.001499 \tabularnewline
32 & -0.371383 & -3.4038 & 0.00051 \tabularnewline
33 & -0.355155 & -3.255 & 0.000818 \tabularnewline
34 & -0.272636 & -2.4987 & 0.007206 \tabularnewline
35 & -0.137765 & -1.2626 & 0.105106 \tabularnewline
36 & -0.055746 & -0.5109 & 0.305372 \tabularnewline
37 & -0.109076 & -0.9997 & 0.160164 \tabularnewline
38 & -0.183082 & -1.678 & 0.048535 \tabularnewline
39 & -0.193621 & -1.7746 & 0.039796 \tabularnewline
40 & -0.149852 & -1.3734 & 0.086639 \tabularnewline
41 & -0.069196 & -0.6342 & 0.263839 \tabularnewline
42 & -0.015516 & -0.1422 & 0.443628 \tabularnewline
43 & -0.022806 & -0.209 & 0.41747 \tabularnewline
44 & -0.045097 & -0.4133 & 0.340213 \tabularnewline
45 & -0.02743 & -0.2514 & 0.401059 \tabularnewline
46 & 0.041005 & 0.3758 & 0.354001 \tabularnewline
47 & 0.138967 & 1.2737 & 0.10315 \tabularnewline
48 & 0.192761 & 1.7667 & 0.040457 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167787&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]0.859014[/C][C]7.873[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.649288[/C][C]5.9508[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.522641[/C][C]4.7901[/C][C]4e-06[/C][/ROW]
[ROW][C]4[/C][C]0.49877[/C][C]4.5713[/C][C]8e-06[/C][/ROW]
[ROW][C]5[/C][C]0.536138[/C][C]4.9138[/C][C]2e-06[/C][/ROW]
[ROW][C]6[/C][C]0.540901[/C][C]4.9574[/C][C]2e-06[/C][/ROW]
[ROW][C]7[/C][C]0.44812[/C][C]4.1071[/C][C]4.6e-05[/C][/ROW]
[ROW][C]8[/C][C]0.320754[/C][C]2.9398[/C][C]0.002121[/C][/ROW]
[ROW][C]9[/C][C]0.246701[/C][C]2.2611[/C][C]0.01317[/C][/ROW]
[ROW][C]10[/C][C]0.268443[/C][C]2.4603[/C][C]0.007965[/C][/ROW]
[ROW][C]11[/C][C]0.370912[/C][C]3.3995[/C][C]0.000517[/C][/ROW]
[ROW][C]12[/C][C]0.412091[/C][C]3.7769[/C][C]0.000148[/C][/ROW]
[ROW][C]13[/C][C]0.240895[/C][C]2.2078[/C][C]0.014991[/C][/ROW]
[ROW][C]14[/C][C]0.019523[/C][C]0.1789[/C][C]0.42921[/C][/ROW]
[ROW][C]15[/C][C]-0.114375[/C][C]-1.0483[/C][C]0.148763[/C][/ROW]
[ROW][C]16[/C][C]-0.152292[/C][C]-1.3958[/C][C]0.08323[/C][/ROW]
[ROW][C]17[/C][C]-0.133494[/C][C]-1.2235[/C][C]0.112283[/C][/ROW]
[ROW][C]18[/C][C]-0.141058[/C][C]-1.2928[/C][C]0.09981[/C][/ROW]
[ROW][C]19[/C][C]-0.229452[/C][C]-2.103[/C][C]0.019231[/C][/ROW]
[ROW][C]20[/C][C]-0.344613[/C][C]-3.1584[/C][C]0.001102[/C][/ROW]
[ROW][C]21[/C][C]-0.405228[/C][C]-3.714[/C][C]0.000183[/C][/ROW]
[ROW][C]22[/C][C]-0.369958[/C][C]-3.3907[/C][C]0.000532[/C][/ROW]
[ROW][C]23[/C][C]-0.258072[/C][C]-2.3653[/C][C]0.010161[/C][/ROW]
[ROW][C]24[/C][C]-0.190669[/C][C]-1.7475[/C][C]0.042102[/C][/ROW]
[ROW][C]25[/C][C]-0.291485[/C][C]-2.6715[/C][C]0.004534[/C][/ROW]
[ROW][C]26[/C][C]-0.422372[/C][C]-3.8711[/C][C]0.000107[/C][/ROW]
[ROW][C]27[/C][C]-0.469475[/C][C]-4.3028[/C][C]2.3e-05[/C][/ROW]
[ROW][C]28[/C][C]-0.440659[/C][C]-4.0387[/C][C]5.9e-05[/C][/ROW]
[ROW][C]29[/C][C]-0.365845[/C][C]-3.353[/C][C]6e-04[/C][/ROW]
[ROW][C]30[/C][C]-0.314625[/C][C]-2.8836[/C][C]0.002496[/C][/ROW]
[ROW][C]31[/C][C]-0.333533[/C][C]-3.0569[/C][C]0.001499[/C][/ROW]
[ROW][C]32[/C][C]-0.371383[/C][C]-3.4038[/C][C]0.00051[/C][/ROW]
[ROW][C]33[/C][C]-0.355155[/C][C]-3.255[/C][C]0.000818[/C][/ROW]
[ROW][C]34[/C][C]-0.272636[/C][C]-2.4987[/C][C]0.007206[/C][/ROW]
[ROW][C]35[/C][C]-0.137765[/C][C]-1.2626[/C][C]0.105106[/C][/ROW]
[ROW][C]36[/C][C]-0.055746[/C][C]-0.5109[/C][C]0.305372[/C][/ROW]
[ROW][C]37[/C][C]-0.109076[/C][C]-0.9997[/C][C]0.160164[/C][/ROW]
[ROW][C]38[/C][C]-0.183082[/C][C]-1.678[/C][C]0.048535[/C][/ROW]
[ROW][C]39[/C][C]-0.193621[/C][C]-1.7746[/C][C]0.039796[/C][/ROW]
[ROW][C]40[/C][C]-0.149852[/C][C]-1.3734[/C][C]0.086639[/C][/ROW]
[ROW][C]41[/C][C]-0.069196[/C][C]-0.6342[/C][C]0.263839[/C][/ROW]
[ROW][C]42[/C][C]-0.015516[/C][C]-0.1422[/C][C]0.443628[/C][/ROW]
[ROW][C]43[/C][C]-0.022806[/C][C]-0.209[/C][C]0.41747[/C][/ROW]
[ROW][C]44[/C][C]-0.045097[/C][C]-0.4133[/C][C]0.340213[/C][/ROW]
[ROW][C]45[/C][C]-0.02743[/C][C]-0.2514[/C][C]0.401059[/C][/ROW]
[ROW][C]46[/C][C]0.041005[/C][C]0.3758[/C][C]0.354001[/C][/ROW]
[ROW][C]47[/C][C]0.138967[/C][C]1.2737[/C][C]0.10315[/C][/ROW]
[ROW][C]48[/C][C]0.192761[/C][C]1.7667[/C][C]0.040457[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167787&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167787&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	0.859014	7.873	0
2	0.649288	5.9508	0
3	0.522641	4.7901	4e-06
4	0.49877	4.5713	8e-06
5	0.536138	4.9138	2e-06
6	0.540901	4.9574	2e-06
7	0.44812	4.1071	4.6e-05
8	0.320754	2.9398	0.002121
9	0.246701	2.2611	0.01317
10	0.268443	2.4603	0.007965
11	0.370912	3.3995	0.000517
12	0.412091	3.7769	0.000148
13	0.240895	2.2078	0.014991
14	0.019523	0.1789	0.42921
15	-0.114375	-1.0483	0.148763
16	-0.152292	-1.3958	0.08323
17	-0.133494	-1.2235	0.112283
18	-0.141058	-1.2928	0.09981
19	-0.229452	-2.103	0.019231
20	-0.344613	-3.1584	0.001102
21	-0.405228	-3.714	0.000183
22	-0.369958	-3.3907	0.000532
23	-0.258072	-2.3653	0.010161
24	-0.190669	-1.7475	0.042102
25	-0.291485	-2.6715	0.004534
26	-0.422372	-3.8711	0.000107
27	-0.469475	-4.3028	2.3e-05
28	-0.440659	-4.0387	5.9e-05
29	-0.365845	-3.353	6e-04
30	-0.314625	-2.8836	0.002496
31	-0.333533	-3.0569	0.001499
32	-0.371383	-3.4038	0.00051
33	-0.355155	-3.255	0.000818
34	-0.272636	-2.4987	0.007206
35	-0.137765	-1.2626	0.105106
36	-0.055746	-0.5109	0.305372
37	-0.109076	-0.9997	0.160164
38	-0.183082	-1.678	0.048535
39	-0.193621	-1.7746	0.039796
40	-0.149852	-1.3734	0.086639
41	-0.069196	-0.6342	0.263839
42	-0.015516	-0.1422	0.443628
43	-0.022806	-0.209	0.41747
44	-0.045097	-0.4133	0.340213
45	-0.02743	-0.2514	0.401059
46	0.041005	0.3758	0.354001
47	0.138967	1.2737	0.10315
48	0.192761	1.7667	0.040457

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.859014	7.873	0
2	-0.338109	-3.0988	0.001321
3	0.287573	2.6356	0.005
4	0.161199	1.4774	0.071652
5	0.172997	1.5855	0.058301
6	-0.074015	-0.6784	0.249705
7	-0.196434	-1.8003	0.037698
8	-0.000249	-0.0023	0.499093
9	0.049249	0.4514	0.326443
10	0.155778	1.4277	0.078539
11	0.229285	2.1014	0.0193
12	-0.188214	-1.725	0.044102
13	-0.648315	-5.9419	0
14	0.062056	0.5687	0.285522
15	-0.009434	-0.0865	0.465652
16	-0.141679	-1.2985	0.098833
17	-0.093223	-0.8544	0.197656
18	-0.013411	-0.1229	0.451233
19	0.018767	0.172	0.431926
20	-0.03495	-0.3203	0.37476
21	0.005419	0.0497	0.480252
22	0.036801	0.3373	0.368372
23	0.006226	0.0571	0.477314
24	0.087042	0.7978	0.213632
25	-0.053232	-0.4879	0.313452
26	0.111293	1.02	0.155324
27	0.014525	0.1331	0.447207
28	-0.075053	-0.6879	0.246713
29	0.032393	0.2969	0.383644
30	0.019671	0.1803	0.42868
31	0.017596	0.1613	0.436134
32	0.048813	0.4474	0.327875
33	0.076047	0.697	0.243869
34	-0.148215	-1.3584	0.088985
35	-0.037229	-0.3412	0.366899
36	-0.078534	-0.7198	0.236829
37	0.014863	0.1362	0.445985
38	-0.073258	-0.6714	0.251899
39	-0.139322	-1.2769	0.102577
40	-0.000746	-0.0068	0.49728
41	0.042342	0.3881	0.349472
42	-0.057767	-0.5294	0.298946
43	0.013917	0.1276	0.449404
44	0.003679	0.0337	0.486592
45	-0.023939	-0.2194	0.413432
46	0.05569	0.5104	0.305551
47	-0.012874	-0.118	0.453178
48	0.123048	1.1278	0.131318

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.859014 & 7.873 & 0 \tabularnewline
2 & -0.338109 & -3.0988 & 0.001321 \tabularnewline
3 & 0.287573 & 2.6356 & 0.005 \tabularnewline
4 & 0.161199 & 1.4774 & 0.071652 \tabularnewline
5 & 0.172997 & 1.5855 & 0.058301 \tabularnewline
6 & -0.074015 & -0.6784 & 0.249705 \tabularnewline
7 & -0.196434 & -1.8003 & 0.037698 \tabularnewline
8 & -0.000249 & -0.0023 & 0.499093 \tabularnewline
9 & 0.049249 & 0.4514 & 0.326443 \tabularnewline
10 & 0.155778 & 1.4277 & 0.078539 \tabularnewline
11 & 0.229285 & 2.1014 & 0.0193 \tabularnewline
12 & -0.188214 & -1.725 & 0.044102 \tabularnewline
13 & -0.648315 & -5.9419 & 0 \tabularnewline
14 & 0.062056 & 0.5687 & 0.285522 \tabularnewline
15 & -0.009434 & -0.0865 & 0.465652 \tabularnewline
16 & -0.141679 & -1.2985 & 0.098833 \tabularnewline
17 & -0.093223 & -0.8544 & 0.197656 \tabularnewline
18 & -0.013411 & -0.1229 & 0.451233 \tabularnewline
19 & 0.018767 & 0.172 & 0.431926 \tabularnewline
20 & -0.03495 & -0.3203 & 0.37476 \tabularnewline
21 & 0.005419 & 0.0497 & 0.480252 \tabularnewline
22 & 0.036801 & 0.3373 & 0.368372 \tabularnewline
23 & 0.006226 & 0.0571 & 0.477314 \tabularnewline
24 & 0.087042 & 0.7978 & 0.213632 \tabularnewline
25 & -0.053232 & -0.4879 & 0.313452 \tabularnewline
26 & 0.111293 & 1.02 & 0.155324 \tabularnewline
27 & 0.014525 & 0.1331 & 0.447207 \tabularnewline
28 & -0.075053 & -0.6879 & 0.246713 \tabularnewline
29 & 0.032393 & 0.2969 & 0.383644 \tabularnewline
30 & 0.019671 & 0.1803 & 0.42868 \tabularnewline
31 & 0.017596 & 0.1613 & 0.436134 \tabularnewline
32 & 0.048813 & 0.4474 & 0.327875 \tabularnewline
33 & 0.076047 & 0.697 & 0.243869 \tabularnewline
34 & -0.148215 & -1.3584 & 0.088985 \tabularnewline
35 & -0.037229 & -0.3412 & 0.366899 \tabularnewline
36 & -0.078534 & -0.7198 & 0.236829 \tabularnewline
37 & 0.014863 & 0.1362 & 0.445985 \tabularnewline
38 & -0.073258 & -0.6714 & 0.251899 \tabularnewline
39 & -0.139322 & -1.2769 & 0.102577 \tabularnewline
40 & -0.000746 & -0.0068 & 0.49728 \tabularnewline
41 & 0.042342 & 0.3881 & 0.349472 \tabularnewline
42 & -0.057767 & -0.5294 & 0.298946 \tabularnewline
43 & 0.013917 & 0.1276 & 0.449404 \tabularnewline
44 & 0.003679 & 0.0337 & 0.486592 \tabularnewline
45 & -0.023939 & -0.2194 & 0.413432 \tabularnewline
46 & 0.05569 & 0.5104 & 0.305551 \tabularnewline
47 & -0.012874 & -0.118 & 0.453178 \tabularnewline
48 & 0.123048 & 1.1278 & 0.131318 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=167787&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]0.859014[/C][C]7.873[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.338109[/C][C]-3.0988[/C][C]0.001321[/C][/ROW]
[ROW][C]3[/C][C]0.287573[/C][C]2.6356[/C][C]0.005[/C][/ROW]
[ROW][C]4[/C][C]0.161199[/C][C]1.4774[/C][C]0.071652[/C][/ROW]
[ROW][C]5[/C][C]0.172997[/C][C]1.5855[/C][C]0.058301[/C][/ROW]
[ROW][C]6[/C][C]-0.074015[/C][C]-0.6784[/C][C]0.249705[/C][/ROW]
[ROW][C]7[/C][C]-0.196434[/C][C]-1.8003[/C][C]0.037698[/C][/ROW]
[ROW][C]8[/C][C]-0.000249[/C][C]-0.0023[/C][C]0.499093[/C][/ROW]
[ROW][C]9[/C][C]0.049249[/C][C]0.4514[/C][C]0.326443[/C][/ROW]
[ROW][C]10[/C][C]0.155778[/C][C]1.4277[/C][C]0.078539[/C][/ROW]
[ROW][C]11[/C][C]0.229285[/C][C]2.1014[/C][C]0.0193[/C][/ROW]
[ROW][C]12[/C][C]-0.188214[/C][C]-1.725[/C][C]0.044102[/C][/ROW]
[ROW][C]13[/C][C]-0.648315[/C][C]-5.9419[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.062056[/C][C]0.5687[/C][C]0.285522[/C][/ROW]
[ROW][C]15[/C][C]-0.009434[/C][C]-0.0865[/C][C]0.465652[/C][/ROW]
[ROW][C]16[/C][C]-0.141679[/C][C]-1.2985[/C][C]0.098833[/C][/ROW]
[ROW][C]17[/C][C]-0.093223[/C][C]-0.8544[/C][C]0.197656[/C][/ROW]
[ROW][C]18[/C][C]-0.013411[/C][C]-0.1229[/C][C]0.451233[/C][/ROW]
[ROW][C]19[/C][C]0.018767[/C][C]0.172[/C][C]0.431926[/C][/ROW]
[ROW][C]20[/C][C]-0.03495[/C][C]-0.3203[/C][C]0.37476[/C][/ROW]
[ROW][C]21[/C][C]0.005419[/C][C]0.0497[/C][C]0.480252[/C][/ROW]
[ROW][C]22[/C][C]0.036801[/C][C]0.3373[/C][C]0.368372[/C][/ROW]
[ROW][C]23[/C][C]0.006226[/C][C]0.0571[/C][C]0.477314[/C][/ROW]
[ROW][C]24[/C][C]0.087042[/C][C]0.7978[/C][C]0.213632[/C][/ROW]
[ROW][C]25[/C][C]-0.053232[/C][C]-0.4879[/C][C]0.313452[/C][/ROW]
[ROW][C]26[/C][C]0.111293[/C][C]1.02[/C][C]0.155324[/C][/ROW]
[ROW][C]27[/C][C]0.014525[/C][C]0.1331[/C][C]0.447207[/C][/ROW]
[ROW][C]28[/C][C]-0.075053[/C][C]-0.6879[/C][C]0.246713[/C][/ROW]
[ROW][C]29[/C][C]0.032393[/C][C]0.2969[/C][C]0.383644[/C][/ROW]
[ROW][C]30[/C][C]0.019671[/C][C]0.1803[/C][C]0.42868[/C][/ROW]
[ROW][C]31[/C][C]0.017596[/C][C]0.1613[/C][C]0.436134[/C][/ROW]
[ROW][C]32[/C][C]0.048813[/C][C]0.4474[/C][C]0.327875[/C][/ROW]
[ROW][C]33[/C][C]0.076047[/C][C]0.697[/C][C]0.243869[/C][/ROW]
[ROW][C]34[/C][C]-0.148215[/C][C]-1.3584[/C][C]0.088985[/C][/ROW]
[ROW][C]35[/C][C]-0.037229[/C][C]-0.3412[/C][C]0.366899[/C][/ROW]
[ROW][C]36[/C][C]-0.078534[/C][C]-0.7198[/C][C]0.236829[/C][/ROW]
[ROW][C]37[/C][C]0.014863[/C][C]0.1362[/C][C]0.445985[/C][/ROW]
[ROW][C]38[/C][C]-0.073258[/C][C]-0.6714[/C][C]0.251899[/C][/ROW]
[ROW][C]39[/C][C]-0.139322[/C][C]-1.2769[/C][C]0.102577[/C][/ROW]
[ROW][C]40[/C][C]-0.000746[/C][C]-0.0068[/C][C]0.49728[/C][/ROW]
[ROW][C]41[/C][C]0.042342[/C][C]0.3881[/C][C]0.349472[/C][/ROW]
[ROW][C]42[/C][C]-0.057767[/C][C]-0.5294[/C][C]0.298946[/C][/ROW]
[ROW][C]43[/C][C]0.013917[/C][C]0.1276[/C][C]0.449404[/C][/ROW]
[ROW][C]44[/C][C]0.003679[/C][C]0.0337[/C][C]0.486592[/C][/ROW]
[ROW][C]45[/C][C]-0.023939[/C][C]-0.2194[/C][C]0.413432[/C][/ROW]
[ROW][C]46[/C][C]0.05569[/C][C]0.5104[/C][C]0.305551[/C][/ROW]
[ROW][C]47[/C][C]-0.012874[/C][C]-0.118[/C][C]0.453178[/C][/ROW]
[ROW][C]48[/C][C]0.123048[/C][C]1.1278[/C][C]0.131318[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=167787&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=167787&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	0.859014	7.873	0
2	-0.338109	-3.0988	0.001321
3	0.287573	2.6356	0.005
4	0.161199	1.4774	0.071652
5	0.172997	1.5855	0.058301
6	-0.074015	-0.6784	0.249705
7	-0.196434	-1.8003	0.037698
8	-0.000249	-0.0023	0.499093
9	0.049249	0.4514	0.326443
10	0.155778	1.4277	0.078539
11	0.229285	2.1014	0.0193
12	-0.188214	-1.725	0.044102
13	-0.648315	-5.9419	0
14	0.062056	0.5687	0.285522
15	-0.009434	-0.0865	0.465652
16	-0.141679	-1.2985	0.098833
17	-0.093223	-0.8544	0.197656
18	-0.013411	-0.1229	0.451233
19	0.018767	0.172	0.431926
20	-0.03495	-0.3203	0.37476
21	0.005419	0.0497	0.480252
22	0.036801	0.3373	0.368372
23	0.006226	0.0571	0.477314
24	0.087042	0.7978	0.213632
25	-0.053232	-0.4879	0.313452
26	0.111293	1.02	0.155324
27	0.014525	0.1331	0.447207
28	-0.075053	-0.6879	0.246713
29	0.032393	0.2969	0.383644
30	0.019671	0.1803	0.42868
31	0.017596	0.1613	0.436134
32	0.048813	0.4474	0.327875
33	0.076047	0.697	0.243869
34	-0.148215	-1.3584	0.088985
35	-0.037229	-0.3412	0.366899
36	-0.078534	-0.7198	0.236829
37	0.014863	0.1362	0.445985
38	-0.073258	-0.6714	0.251899
39	-0.139322	-1.2769	0.102577
40	-0.000746	-0.0068	0.49728
41	0.042342	0.3881	0.349472
42	-0.057767	-0.5294	0.298946
43	0.013917	0.1276	0.449404
44	0.003679	0.0337	0.486592
45	-0.023939	-0.2194	0.413432
46	0.05569	0.5104	0.305551
47	-0.012874	-0.118	0.453178
48	0.123048	1.1278	0.131318

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code