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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 12 Nov 2012 12:23:28 -0500

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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/Nov/12/t1352741074phze00m3w2stplw.htm/, Retrieved Mon, 29 Apr 2024 16:00:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=188192, Retrieved Mon, 29 Apr 2024 16:00:47 +0000

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-       [(Partial) Autocorrelation Function] [Opgave 6Bis] [2012-11-12 17:23:28] [4580e6b2a2a2b9b99b0ce0e7252c310b] [Current]

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Dataseries X:

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1,33
1,32
1,32
1,4
1,43
1,43
1,45
1,45
1,33
1,27
1,27
1,29
1,25
1,26
1,32
1,36
1,4
1,41
1,42
1,39
1,38
1,41
1,47
1,44
1,47
1,45
1,47
1,49
1,54
1,61
1,63
1,55
1,53
1,41
1,26
1,19
1,17
1,21
1,24
1,26
1,32
1,39
1,35
1,41
1,37
1,32
1,38
1,38
1,41
1,4
1,45
1,49
1,51
1,48
1,47
1,46
1,46
1,45
1,47
1,53
1,55
1,55
1,6
1,65
1,68
1,63
1,62
1,63
1,66
1,63
1,6
1,6

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'Gertrude Mary Cox' @ cox.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 & 3 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=188192&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=188192&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=188192&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	3 seconds
R Server	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.915124	7.7651	0
2	0.779036	6.6103	0
3	0.622063	5.2784	1e-06
4	0.463475	3.9327	9.6e-05
5	0.326405	2.7696	0.003567
6	0.229778	1.9497	0.027552
7	0.17975	1.5252	0.065792
8	0.151654	1.2868	0.101139
9	0.116271	0.9866	0.163574
10	0.089187	0.7568	0.225826
11	0.066817	0.567	0.286253
12	0.013279	0.1127	0.455302
13	-0.047753	-0.4052	0.343268
14	-0.100408	-0.852	0.198522
15	-0.144253	-1.224	0.112466
16	-0.178527	-1.5149	0.067094
17	-0.196574	-1.668	0.049831
18	-0.194054	-1.6466	0.051999
19	-0.176828	-1.5004	0.068937
20	-0.161251	-1.3683	0.087743
21	-0.125429	-1.0643	0.145374
22	-0.085699	-0.7272	0.234737
23	-0.05583	-0.4737	0.318563
24	-0.050006	-0.4243	0.336301
25	-0.050867	-0.4316	0.333655
26	-0.076139	-0.6461	0.260146
27	-0.112603	-0.9555	0.171269
28	-0.153541	-1.3028	0.098391
29	-0.168589	-1.4305	0.078446
30	-0.13975	-1.1858	0.119797
31	-0.09948	-0.8441	0.2007
32	-0.035457	-0.3009	0.382193
33	0.042809	0.3632	0.358742
34	0.113908	0.9665	0.168505
35	0.160422	1.3612	0.088844
36	0.194541	1.6507	0.051574
37	0.20522	1.7414	0.042947
38	0.193774	1.6442	0.052245
39	0.161405	1.3696	0.087539
40	0.117982	1.0011	0.160063
41	0.077072	0.654	0.257604
42	0.035941	0.305	0.380634
43	0.000869	0.0074	0.49707
44	-0.01482	-0.1258	0.450138
45	-0.029479	-0.2501	0.401596
46	-0.056054	-0.4756	0.317887
47	-0.08325	-0.7064	0.24111
48	-0.120553	-1.0229	0.154884

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.915124 & 7.7651 & 0 \tabularnewline
2 & 0.779036 & 6.6103 & 0 \tabularnewline
3 & 0.622063 & 5.2784 & 1e-06 \tabularnewline
4 & 0.463475 & 3.9327 & 9.6e-05 \tabularnewline
5 & 0.326405 & 2.7696 & 0.003567 \tabularnewline
6 & 0.229778 & 1.9497 & 0.027552 \tabularnewline
7 & 0.17975 & 1.5252 & 0.065792 \tabularnewline
8 & 0.151654 & 1.2868 & 0.101139 \tabularnewline
9 & 0.116271 & 0.9866 & 0.163574 \tabularnewline
10 & 0.089187 & 0.7568 & 0.225826 \tabularnewline
11 & 0.066817 & 0.567 & 0.286253 \tabularnewline
12 & 0.013279 & 0.1127 & 0.455302 \tabularnewline
13 & -0.047753 & -0.4052 & 0.343268 \tabularnewline
14 & -0.100408 & -0.852 & 0.198522 \tabularnewline
15 & -0.144253 & -1.224 & 0.112466 \tabularnewline
16 & -0.178527 & -1.5149 & 0.067094 \tabularnewline
17 & -0.196574 & -1.668 & 0.049831 \tabularnewline
18 & -0.194054 & -1.6466 & 0.051999 \tabularnewline
19 & -0.176828 & -1.5004 & 0.068937 \tabularnewline
20 & -0.161251 & -1.3683 & 0.087743 \tabularnewline
21 & -0.125429 & -1.0643 & 0.145374 \tabularnewline
22 & -0.085699 & -0.7272 & 0.234737 \tabularnewline
23 & -0.05583 & -0.4737 & 0.318563 \tabularnewline
24 & -0.050006 & -0.4243 & 0.336301 \tabularnewline
25 & -0.050867 & -0.4316 & 0.333655 \tabularnewline
26 & -0.076139 & -0.6461 & 0.260146 \tabularnewline
27 & -0.112603 & -0.9555 & 0.171269 \tabularnewline
28 & -0.153541 & -1.3028 & 0.098391 \tabularnewline
29 & -0.168589 & -1.4305 & 0.078446 \tabularnewline
30 & -0.13975 & -1.1858 & 0.119797 \tabularnewline
31 & -0.09948 & -0.8441 & 0.2007 \tabularnewline
32 & -0.035457 & -0.3009 & 0.382193 \tabularnewline
33 & 0.042809 & 0.3632 & 0.358742 \tabularnewline
34 & 0.113908 & 0.9665 & 0.168505 \tabularnewline
35 & 0.160422 & 1.3612 & 0.088844 \tabularnewline
36 & 0.194541 & 1.6507 & 0.051574 \tabularnewline
37 & 0.20522 & 1.7414 & 0.042947 \tabularnewline
38 & 0.193774 & 1.6442 & 0.052245 \tabularnewline
39 & 0.161405 & 1.3696 & 0.087539 \tabularnewline
40 & 0.117982 & 1.0011 & 0.160063 \tabularnewline
41 & 0.077072 & 0.654 & 0.257604 \tabularnewline
42 & 0.035941 & 0.305 & 0.380634 \tabularnewline
43 & 0.000869 & 0.0074 & 0.49707 \tabularnewline
44 & -0.01482 & -0.1258 & 0.450138 \tabularnewline
45 & -0.029479 & -0.2501 & 0.401596 \tabularnewline
46 & -0.056054 & -0.4756 & 0.317887 \tabularnewline
47 & -0.08325 & -0.7064 & 0.24111 \tabularnewline
48 & -0.120553 & -1.0229 & 0.154884 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=188192&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]0.915124[/C][C]7.7651[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.779036[/C][C]6.6103[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.622063[/C][C]5.2784[/C][C]1e-06[/C][/ROW]
[ROW][C]4[/C][C]0.463475[/C][C]3.9327[/C][C]9.6e-05[/C][/ROW]
[ROW][C]5[/C][C]0.326405[/C][C]2.7696[/C][C]0.003567[/C][/ROW]
[ROW][C]6[/C][C]0.229778[/C][C]1.9497[/C][C]0.027552[/C][/ROW]
[ROW][C]7[/C][C]0.17975[/C][C]1.5252[/C][C]0.065792[/C][/ROW]
[ROW][C]8[/C][C]0.151654[/C][C]1.2868[/C][C]0.101139[/C][/ROW]
[ROW][C]9[/C][C]0.116271[/C][C]0.9866[/C][C]0.163574[/C][/ROW]
[ROW][C]10[/C][C]0.089187[/C][C]0.7568[/C][C]0.225826[/C][/ROW]
[ROW][C]11[/C][C]0.066817[/C][C]0.567[/C][C]0.286253[/C][/ROW]
[ROW][C]12[/C][C]0.013279[/C][C]0.1127[/C][C]0.455302[/C][/ROW]
[ROW][C]13[/C][C]-0.047753[/C][C]-0.4052[/C][C]0.343268[/C][/ROW]
[ROW][C]14[/C][C]-0.100408[/C][C]-0.852[/C][C]0.198522[/C][/ROW]
[ROW][C]15[/C][C]-0.144253[/C][C]-1.224[/C][C]0.112466[/C][/ROW]
[ROW][C]16[/C][C]-0.178527[/C][C]-1.5149[/C][C]0.067094[/C][/ROW]
[ROW][C]17[/C][C]-0.196574[/C][C]-1.668[/C][C]0.049831[/C][/ROW]
[ROW][C]18[/C][C]-0.194054[/C][C]-1.6466[/C][C]0.051999[/C][/ROW]
[ROW][C]19[/C][C]-0.176828[/C][C]-1.5004[/C][C]0.068937[/C][/ROW]
[ROW][C]20[/C][C]-0.161251[/C][C]-1.3683[/C][C]0.087743[/C][/ROW]
[ROW][C]21[/C][C]-0.125429[/C][C]-1.0643[/C][C]0.145374[/C][/ROW]
[ROW][C]22[/C][C]-0.085699[/C][C]-0.7272[/C][C]0.234737[/C][/ROW]
[ROW][C]23[/C][C]-0.05583[/C][C]-0.4737[/C][C]0.318563[/C][/ROW]
[ROW][C]24[/C][C]-0.050006[/C][C]-0.4243[/C][C]0.336301[/C][/ROW]
[ROW][C]25[/C][C]-0.050867[/C][C]-0.4316[/C][C]0.333655[/C][/ROW]
[ROW][C]26[/C][C]-0.076139[/C][C]-0.6461[/C][C]0.260146[/C][/ROW]
[ROW][C]27[/C][C]-0.112603[/C][C]-0.9555[/C][C]0.171269[/C][/ROW]
[ROW][C]28[/C][C]-0.153541[/C][C]-1.3028[/C][C]0.098391[/C][/ROW]
[ROW][C]29[/C][C]-0.168589[/C][C]-1.4305[/C][C]0.078446[/C][/ROW]
[ROW][C]30[/C][C]-0.13975[/C][C]-1.1858[/C][C]0.119797[/C][/ROW]
[ROW][C]31[/C][C]-0.09948[/C][C]-0.8441[/C][C]0.2007[/C][/ROW]
[ROW][C]32[/C][C]-0.035457[/C][C]-0.3009[/C][C]0.382193[/C][/ROW]
[ROW][C]33[/C][C]0.042809[/C][C]0.3632[/C][C]0.358742[/C][/ROW]
[ROW][C]34[/C][C]0.113908[/C][C]0.9665[/C][C]0.168505[/C][/ROW]
[ROW][C]35[/C][C]0.160422[/C][C]1.3612[/C][C]0.088844[/C][/ROW]
[ROW][C]36[/C][C]0.194541[/C][C]1.6507[/C][C]0.051574[/C][/ROW]
[ROW][C]37[/C][C]0.20522[/C][C]1.7414[/C][C]0.042947[/C][/ROW]
[ROW][C]38[/C][C]0.193774[/C][C]1.6442[/C][C]0.052245[/C][/ROW]
[ROW][C]39[/C][C]0.161405[/C][C]1.3696[/C][C]0.087539[/C][/ROW]
[ROW][C]40[/C][C]0.117982[/C][C]1.0011[/C][C]0.160063[/C][/ROW]
[ROW][C]41[/C][C]0.077072[/C][C]0.654[/C][C]0.257604[/C][/ROW]
[ROW][C]42[/C][C]0.035941[/C][C]0.305[/C][C]0.380634[/C][/ROW]
[ROW][C]43[/C][C]0.000869[/C][C]0.0074[/C][C]0.49707[/C][/ROW]
[ROW][C]44[/C][C]-0.01482[/C][C]-0.1258[/C][C]0.450138[/C][/ROW]
[ROW][C]45[/C][C]-0.029479[/C][C]-0.2501[/C][C]0.401596[/C][/ROW]
[ROW][C]46[/C][C]-0.056054[/C][C]-0.4756[/C][C]0.317887[/C][/ROW]
[ROW][C]47[/C][C]-0.08325[/C][C]-0.7064[/C][C]0.24111[/C][/ROW]
[ROW][C]48[/C][C]-0.120553[/C][C]-1.0229[/C][C]0.154884[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=188192&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=188192&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	0.915124	7.7651	0
2	0.779036	6.6103	0
3	0.622063	5.2784	1e-06
4	0.463475	3.9327	9.6e-05
5	0.326405	2.7696	0.003567
6	0.229778	1.9497	0.027552
7	0.17975	1.5252	0.065792
8	0.151654	1.2868	0.101139
9	0.116271	0.9866	0.163574
10	0.089187	0.7568	0.225826
11	0.066817	0.567	0.286253
12	0.013279	0.1127	0.455302
13	-0.047753	-0.4052	0.343268
14	-0.100408	-0.852	0.198522
15	-0.144253	-1.224	0.112466
16	-0.178527	-1.5149	0.067094
17	-0.196574	-1.668	0.049831
18	-0.194054	-1.6466	0.051999
19	-0.176828	-1.5004	0.068937
20	-0.161251	-1.3683	0.087743
21	-0.125429	-1.0643	0.145374
22	-0.085699	-0.7272	0.234737
23	-0.05583	-0.4737	0.318563
24	-0.050006	-0.4243	0.336301
25	-0.050867	-0.4316	0.333655
26	-0.076139	-0.6461	0.260146
27	-0.112603	-0.9555	0.171269
28	-0.153541	-1.3028	0.098391
29	-0.168589	-1.4305	0.078446
30	-0.13975	-1.1858	0.119797
31	-0.09948	-0.8441	0.2007
32	-0.035457	-0.3009	0.382193
33	0.042809	0.3632	0.358742
34	0.113908	0.9665	0.168505
35	0.160422	1.3612	0.088844
36	0.194541	1.6507	0.051574
37	0.20522	1.7414	0.042947
38	0.193774	1.6442	0.052245
39	0.161405	1.3696	0.087539
40	0.117982	1.0011	0.160063
41	0.077072	0.654	0.257604
42	0.035941	0.305	0.380634
43	0.000869	0.0074	0.49707
44	-0.01482	-0.1258	0.450138
45	-0.029479	-0.2501	0.401596
46	-0.056054	-0.4756	0.317887
47	-0.08325	-0.7064	0.24111
48	-0.120553	-1.0229	0.154884

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.915124	7.7651	0
2	-0.359379	-3.0494	0.001603
3	-0.12844	-1.0899	0.139706
4	-0.061945	-0.5256	0.300382
5	0.041242	0.3499	0.3637
6	0.106981	0.9078	0.183516
7	0.106905	0.9071	0.183685
8	-0.06631	-0.5627	0.287708
9	-0.175214	-1.4867	0.070724
10	0.066602	0.5651	0.28687
11	0.038327	0.3252	0.372982
12	-0.227554	-1.9309	0.028719
13	0.009539	0.0809	0.467856
14	0.029369	0.2492	0.401957
15	-0.04014	-0.3406	0.367199
16	-0.013757	-0.1167	0.453697
17	0.023481	0.1992	0.421316
18	-0.029679	-0.2518	0.400945
19	0.009283	0.0788	0.468717
20	0.011307	0.0959	0.461916
21	0.129558	1.0993	0.137641
22	-0.065063	-0.5521	0.291303
23	-0.011342	-0.0962	0.461799
24	-0.120954	-1.0263	0.154085
25	0.031288	0.2655	0.395696
26	-0.1475	-1.2516	0.107387
27	0.022062	0.1872	0.426014
28	-0.048817	-0.4142	0.33997
29	0.100829	0.8556	0.197538
30	0.190514	1.6166	0.055173
31	-0.076034	-0.6452	0.260433
32	0.053314	0.4524	0.326176
33	0.054499	0.4624	0.322581
34	0.036816	0.3124	0.377821
35	-0.003599	-0.0305	0.487862
36	0.096655	0.8201	0.20742
37	-0.070325	-0.5967	0.276281
38	-0.087401	-0.7416	0.230364
39	0.017996	0.1527	0.43953
40	-0.104283	-0.8849	0.189586
41	-0.07133	-0.6053	0.273456
42	0.007241	0.0614	0.47559
43	0.00107	0.0091	0.49639
44	-0.012738	-0.1081	0.457115
45	-0.028218	-0.2394	0.405722
46	-0.119247	-1.0118	0.157501
47	0.020051	0.1701	0.43269
48	-0.086845	-0.7369	0.231787

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.915124 & 7.7651 & 0 \tabularnewline
2 & -0.359379 & -3.0494 & 0.001603 \tabularnewline
3 & -0.12844 & -1.0899 & 0.139706 \tabularnewline
4 & -0.061945 & -0.5256 & 0.300382 \tabularnewline
5 & 0.041242 & 0.3499 & 0.3637 \tabularnewline
6 & 0.106981 & 0.9078 & 0.183516 \tabularnewline
7 & 0.106905 & 0.9071 & 0.183685 \tabularnewline
8 & -0.06631 & -0.5627 & 0.287708 \tabularnewline
9 & -0.175214 & -1.4867 & 0.070724 \tabularnewline
10 & 0.066602 & 0.5651 & 0.28687 \tabularnewline
11 & 0.038327 & 0.3252 & 0.372982 \tabularnewline
12 & -0.227554 & -1.9309 & 0.028719 \tabularnewline
13 & 0.009539 & 0.0809 & 0.467856 \tabularnewline
14 & 0.029369 & 0.2492 & 0.401957 \tabularnewline
15 & -0.04014 & -0.3406 & 0.367199 \tabularnewline
16 & -0.013757 & -0.1167 & 0.453697 \tabularnewline
17 & 0.023481 & 0.1992 & 0.421316 \tabularnewline
18 & -0.029679 & -0.2518 & 0.400945 \tabularnewline
19 & 0.009283 & 0.0788 & 0.468717 \tabularnewline
20 & 0.011307 & 0.0959 & 0.461916 \tabularnewline
21 & 0.129558 & 1.0993 & 0.137641 \tabularnewline
22 & -0.065063 & -0.5521 & 0.291303 \tabularnewline
23 & -0.011342 & -0.0962 & 0.461799 \tabularnewline
24 & -0.120954 & -1.0263 & 0.154085 \tabularnewline
25 & 0.031288 & 0.2655 & 0.395696 \tabularnewline
26 & -0.1475 & -1.2516 & 0.107387 \tabularnewline
27 & 0.022062 & 0.1872 & 0.426014 \tabularnewline
28 & -0.048817 & -0.4142 & 0.33997 \tabularnewline
29 & 0.100829 & 0.8556 & 0.197538 \tabularnewline
30 & 0.190514 & 1.6166 & 0.055173 \tabularnewline
31 & -0.076034 & -0.6452 & 0.260433 \tabularnewline
32 & 0.053314 & 0.4524 & 0.326176 \tabularnewline
33 & 0.054499 & 0.4624 & 0.322581 \tabularnewline
34 & 0.036816 & 0.3124 & 0.377821 \tabularnewline
35 & -0.003599 & -0.0305 & 0.487862 \tabularnewline
36 & 0.096655 & 0.8201 & 0.20742 \tabularnewline
37 & -0.070325 & -0.5967 & 0.276281 \tabularnewline
38 & -0.087401 & -0.7416 & 0.230364 \tabularnewline
39 & 0.017996 & 0.1527 & 0.43953 \tabularnewline
40 & -0.104283 & -0.8849 & 0.189586 \tabularnewline
41 & -0.07133 & -0.6053 & 0.273456 \tabularnewline
42 & 0.007241 & 0.0614 & 0.47559 \tabularnewline
43 & 0.00107 & 0.0091 & 0.49639 \tabularnewline
44 & -0.012738 & -0.1081 & 0.457115 \tabularnewline
45 & -0.028218 & -0.2394 & 0.405722 \tabularnewline
46 & -0.119247 & -1.0118 & 0.157501 \tabularnewline
47 & 0.020051 & 0.1701 & 0.43269 \tabularnewline
48 & -0.086845 & -0.7369 & 0.231787 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=188192&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]0.915124[/C][C]7.7651[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.359379[/C][C]-3.0494[/C][C]0.001603[/C][/ROW]
[ROW][C]3[/C][C]-0.12844[/C][C]-1.0899[/C][C]0.139706[/C][/ROW]
[ROW][C]4[/C][C]-0.061945[/C][C]-0.5256[/C][C]0.300382[/C][/ROW]
[ROW][C]5[/C][C]0.041242[/C][C]0.3499[/C][C]0.3637[/C][/ROW]
[ROW][C]6[/C][C]0.106981[/C][C]0.9078[/C][C]0.183516[/C][/ROW]
[ROW][C]7[/C][C]0.106905[/C][C]0.9071[/C][C]0.183685[/C][/ROW]
[ROW][C]8[/C][C]-0.06631[/C][C]-0.5627[/C][C]0.287708[/C][/ROW]
[ROW][C]9[/C][C]-0.175214[/C][C]-1.4867[/C][C]0.070724[/C][/ROW]
[ROW][C]10[/C][C]0.066602[/C][C]0.5651[/C][C]0.28687[/C][/ROW]
[ROW][C]11[/C][C]0.038327[/C][C]0.3252[/C][C]0.372982[/C][/ROW]
[ROW][C]12[/C][C]-0.227554[/C][C]-1.9309[/C][C]0.028719[/C][/ROW]
[ROW][C]13[/C][C]0.009539[/C][C]0.0809[/C][C]0.467856[/C][/ROW]
[ROW][C]14[/C][C]0.029369[/C][C]0.2492[/C][C]0.401957[/C][/ROW]
[ROW][C]15[/C][C]-0.04014[/C][C]-0.3406[/C][C]0.367199[/C][/ROW]
[ROW][C]16[/C][C]-0.013757[/C][C]-0.1167[/C][C]0.453697[/C][/ROW]
[ROW][C]17[/C][C]0.023481[/C][C]0.1992[/C][C]0.421316[/C][/ROW]
[ROW][C]18[/C][C]-0.029679[/C][C]-0.2518[/C][C]0.400945[/C][/ROW]
[ROW][C]19[/C][C]0.009283[/C][C]0.0788[/C][C]0.468717[/C][/ROW]
[ROW][C]20[/C][C]0.011307[/C][C]0.0959[/C][C]0.461916[/C][/ROW]
[ROW][C]21[/C][C]0.129558[/C][C]1.0993[/C][C]0.137641[/C][/ROW]
[ROW][C]22[/C][C]-0.065063[/C][C]-0.5521[/C][C]0.291303[/C][/ROW]
[ROW][C]23[/C][C]-0.011342[/C][C]-0.0962[/C][C]0.461799[/C][/ROW]
[ROW][C]24[/C][C]-0.120954[/C][C]-1.0263[/C][C]0.154085[/C][/ROW]
[ROW][C]25[/C][C]0.031288[/C][C]0.2655[/C][C]0.395696[/C][/ROW]
[ROW][C]26[/C][C]-0.1475[/C][C]-1.2516[/C][C]0.107387[/C][/ROW]
[ROW][C]27[/C][C]0.022062[/C][C]0.1872[/C][C]0.426014[/C][/ROW]
[ROW][C]28[/C][C]-0.048817[/C][C]-0.4142[/C][C]0.33997[/C][/ROW]
[ROW][C]29[/C][C]0.100829[/C][C]0.8556[/C][C]0.197538[/C][/ROW]
[ROW][C]30[/C][C]0.190514[/C][C]1.6166[/C][C]0.055173[/C][/ROW]
[ROW][C]31[/C][C]-0.076034[/C][C]-0.6452[/C][C]0.260433[/C][/ROW]
[ROW][C]32[/C][C]0.053314[/C][C]0.4524[/C][C]0.326176[/C][/ROW]
[ROW][C]33[/C][C]0.054499[/C][C]0.4624[/C][C]0.322581[/C][/ROW]
[ROW][C]34[/C][C]0.036816[/C][C]0.3124[/C][C]0.377821[/C][/ROW]
[ROW][C]35[/C][C]-0.003599[/C][C]-0.0305[/C][C]0.487862[/C][/ROW]
[ROW][C]36[/C][C]0.096655[/C][C]0.8201[/C][C]0.20742[/C][/ROW]
[ROW][C]37[/C][C]-0.070325[/C][C]-0.5967[/C][C]0.276281[/C][/ROW]
[ROW][C]38[/C][C]-0.087401[/C][C]-0.7416[/C][C]0.230364[/C][/ROW]
[ROW][C]39[/C][C]0.017996[/C][C]0.1527[/C][C]0.43953[/C][/ROW]
[ROW][C]40[/C][C]-0.104283[/C][C]-0.8849[/C][C]0.189586[/C][/ROW]
[ROW][C]41[/C][C]-0.07133[/C][C]-0.6053[/C][C]0.273456[/C][/ROW]
[ROW][C]42[/C][C]0.007241[/C][C]0.0614[/C][C]0.47559[/C][/ROW]
[ROW][C]43[/C][C]0.00107[/C][C]0.0091[/C][C]0.49639[/C][/ROW]
[ROW][C]44[/C][C]-0.012738[/C][C]-0.1081[/C][C]0.457115[/C][/ROW]
[ROW][C]45[/C][C]-0.028218[/C][C]-0.2394[/C][C]0.405722[/C][/ROW]
[ROW][C]46[/C][C]-0.119247[/C][C]-1.0118[/C][C]0.157501[/C][/ROW]
[ROW][C]47[/C][C]0.020051[/C][C]0.1701[/C][C]0.43269[/C][/ROW]
[ROW][C]48[/C][C]-0.086845[/C][C]-0.7369[/C][C]0.231787[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=188192&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=188192&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	0.915124	7.7651	0
2	-0.359379	-3.0494	0.001603
3	-0.12844	-1.0899	0.139706
4	-0.061945	-0.5256	0.300382
5	0.041242	0.3499	0.3637
6	0.106981	0.9078	0.183516
7	0.106905	0.9071	0.183685
8	-0.06631	-0.5627	0.287708
9	-0.175214	-1.4867	0.070724
10	0.066602	0.5651	0.28687
11	0.038327	0.3252	0.372982
12	-0.227554	-1.9309	0.028719
13	0.009539	0.0809	0.467856
14	0.029369	0.2492	0.401957
15	-0.04014	-0.3406	0.367199
16	-0.013757	-0.1167	0.453697
17	0.023481	0.1992	0.421316
18	-0.029679	-0.2518	0.400945
19	0.009283	0.0788	0.468717
20	0.011307	0.0959	0.461916
21	0.129558	1.0993	0.137641
22	-0.065063	-0.5521	0.291303
23	-0.011342	-0.0962	0.461799
24	-0.120954	-1.0263	0.154085
25	0.031288	0.2655	0.395696
26	-0.1475	-1.2516	0.107387
27	0.022062	0.1872	0.426014
28	-0.048817	-0.4142	0.33997
29	0.100829	0.8556	0.197538
30	0.190514	1.6166	0.055173
31	-0.076034	-0.6452	0.260433
32	0.053314	0.4524	0.326176
33	0.054499	0.4624	0.322581
34	0.036816	0.3124	0.377821
35	-0.003599	-0.0305	0.487862
36	0.096655	0.8201	0.20742
37	-0.070325	-0.5967	0.276281
38	-0.087401	-0.7416	0.230364
39	0.017996	0.1527	0.43953
40	-0.104283	-0.8849	0.189586
41	-0.07133	-0.6053	0.273456
42	0.007241	0.0614	0.47559
43	0.00107	0.0091	0.49639
44	-0.012738	-0.1081	0.457115
45	-0.028218	-0.2394	0.405722
46	-0.119247	-1.0118	0.157501
47	0.020051	0.1701	0.43269
48	-0.086845	-0.7369	0.231787

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