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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 18 Nov 2013 06:29:52 -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/2013/Nov/18/t1384774216yybf1mx1ufehj4e.htm/, Retrieved Sat, 27 Apr 2024 12:34:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=226036, Retrieved Sat, 27 Apr 2024 12:34:23 +0000

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-       [(Partial) Autocorrelation Function] [] [2013-11-18 11:29:52] [0867de6134d40384f45e4afedb3459b9] [Current]
-   P     [(Partial) Autocorrelation Function] [] [2013-11-18 13:52:31] [7cf2bb6df15d8709f3116b3522b2e1ad] 
-    D    [(Partial) Autocorrelation Function] [] [2013-11-18 13:59:15] [7cf2bb6df15d8709f3116b3522b2e1ad] 

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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	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226036&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226036&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226036&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	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.10025	0.9133	0.181859
2	-0.073601	-0.6705	0.252189
3	-0.115261	-1.0501	0.148364
4	-0.107126	-0.976	0.165958
5	-0.108467	-0.9882	0.162969
6	-0.109807	-1.0004	0.160015
7	-0.111147	-1.0126	0.157097
8	-0.10162	-0.9258	0.178616
9	-0.088025	-0.8019	0.212437
10	-0.02434	-0.2217	0.412527
11	0.052929	0.4822	0.315465
12	0.612672	5.5817	0
13	0.04105	0.374	0.354686
14	-0.094726	-0.863	0.195313
15	-0.096066	-0.8752	0.191994
16	-0.076529	-0.6972	0.243809
17	-0.071981	-0.6558	0.256891
18	-0.073321	-0.668	0.252998
19	-0.068826	-0.627	0.266179
20	-0.070166	-0.6392	0.262212
21	-0.062245	-0.5671	0.286094
22	-0.063586	-0.5793	0.28198
23	0.144398	1.3155	0.095977
24	0.34959	3.1849	0.00102
25	-0.004446	-0.0405	0.483894
26	-0.068947	-0.6281	0.26582
27	-0.070287	-0.6403	0.261856
28	-0.056103	-0.5111	0.305312
29	-0.057443	-0.5233	0.301069
30	-0.058783	-0.5355	0.296854
31	-0.060123	-0.5478	0.292666
32	-0.057395	-0.5229	0.30122
33	-0.058736	-0.5351	0.297004
34	-0.060076	-0.5473	0.292815
35	0.225401	2.0535	0.021586
36	0.220813	2.0117	0.023748
37	0.003492	0.0318	0.487347
38	-0.065437	-0.5962	0.276346
39	-0.066777	-0.6084	0.272303
40	-0.05361	-0.4884	0.313274
41	-0.05495	-0.5006	0.308982
42	-0.05629	-0.5128	0.304716
43	-0.057631	-0.525	0.300477
44	-0.044464	-0.4051	0.343229
45	-0.045804	-0.4173	0.338771
46	-0.006454	-0.0588	0.476627
47	0.268783	2.4487	0.008221
48	0.130452	1.1885	0.119018

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.10025 & 0.9133 & 0.181859 \tabularnewline
2 & -0.073601 & -0.6705 & 0.252189 \tabularnewline
3 & -0.115261 & -1.0501 & 0.148364 \tabularnewline
4 & -0.107126 & -0.976 & 0.165958 \tabularnewline
5 & -0.108467 & -0.9882 & 0.162969 \tabularnewline
6 & -0.109807 & -1.0004 & 0.160015 \tabularnewline
7 & -0.111147 & -1.0126 & 0.157097 \tabularnewline
8 & -0.10162 & -0.9258 & 0.178616 \tabularnewline
9 & -0.088025 & -0.8019 & 0.212437 \tabularnewline
10 & -0.02434 & -0.2217 & 0.412527 \tabularnewline
11 & 0.052929 & 0.4822 & 0.315465 \tabularnewline
12 & 0.612672 & 5.5817 & 0 \tabularnewline
13 & 0.04105 & 0.374 & 0.354686 \tabularnewline
14 & -0.094726 & -0.863 & 0.195313 \tabularnewline
15 & -0.096066 & -0.8752 & 0.191994 \tabularnewline
16 & -0.076529 & -0.6972 & 0.243809 \tabularnewline
17 & -0.071981 & -0.6558 & 0.256891 \tabularnewline
18 & -0.073321 & -0.668 & 0.252998 \tabularnewline
19 & -0.068826 & -0.627 & 0.266179 \tabularnewline
20 & -0.070166 & -0.6392 & 0.262212 \tabularnewline
21 & -0.062245 & -0.5671 & 0.286094 \tabularnewline
22 & -0.063586 & -0.5793 & 0.28198 \tabularnewline
23 & 0.144398 & 1.3155 & 0.095977 \tabularnewline
24 & 0.34959 & 3.1849 & 0.00102 \tabularnewline
25 & -0.004446 & -0.0405 & 0.483894 \tabularnewline
26 & -0.068947 & -0.6281 & 0.26582 \tabularnewline
27 & -0.070287 & -0.6403 & 0.261856 \tabularnewline
28 & -0.056103 & -0.5111 & 0.305312 \tabularnewline
29 & -0.057443 & -0.5233 & 0.301069 \tabularnewline
30 & -0.058783 & -0.5355 & 0.296854 \tabularnewline
31 & -0.060123 & -0.5478 & 0.292666 \tabularnewline
32 & -0.057395 & -0.5229 & 0.30122 \tabularnewline
33 & -0.058736 & -0.5351 & 0.297004 \tabularnewline
34 & -0.060076 & -0.5473 & 0.292815 \tabularnewline
35 & 0.225401 & 2.0535 & 0.021586 \tabularnewline
36 & 0.220813 & 2.0117 & 0.023748 \tabularnewline
37 & 0.003492 & 0.0318 & 0.487347 \tabularnewline
38 & -0.065437 & -0.5962 & 0.276346 \tabularnewline
39 & -0.066777 & -0.6084 & 0.272303 \tabularnewline
40 & -0.05361 & -0.4884 & 0.313274 \tabularnewline
41 & -0.05495 & -0.5006 & 0.308982 \tabularnewline
42 & -0.05629 & -0.5128 & 0.304716 \tabularnewline
43 & -0.057631 & -0.525 & 0.300477 \tabularnewline
44 & -0.044464 & -0.4051 & 0.343229 \tabularnewline
45 & -0.045804 & -0.4173 & 0.338771 \tabularnewline
46 & -0.006454 & -0.0588 & 0.476627 \tabularnewline
47 & 0.268783 & 2.4487 & 0.008221 \tabularnewline
48 & 0.130452 & 1.1885 & 0.119018 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226036&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]0.10025[/C][C]0.9133[/C][C]0.181859[/C][/ROW]
[ROW][C]2[/C][C]-0.073601[/C][C]-0.6705[/C][C]0.252189[/C][/ROW]
[ROW][C]3[/C][C]-0.115261[/C][C]-1.0501[/C][C]0.148364[/C][/ROW]
[ROW][C]4[/C][C]-0.107126[/C][C]-0.976[/C][C]0.165958[/C][/ROW]
[ROW][C]5[/C][C]-0.108467[/C][C]-0.9882[/C][C]0.162969[/C][/ROW]
[ROW][C]6[/C][C]-0.109807[/C][C]-1.0004[/C][C]0.160015[/C][/ROW]
[ROW][C]7[/C][C]-0.111147[/C][C]-1.0126[/C][C]0.157097[/C][/ROW]
[ROW][C]8[/C][C]-0.10162[/C][C]-0.9258[/C][C]0.178616[/C][/ROW]
[ROW][C]9[/C][C]-0.088025[/C][C]-0.8019[/C][C]0.212437[/C][/ROW]
[ROW][C]10[/C][C]-0.02434[/C][C]-0.2217[/C][C]0.412527[/C][/ROW]
[ROW][C]11[/C][C]0.052929[/C][C]0.4822[/C][C]0.315465[/C][/ROW]
[ROW][C]12[/C][C]0.612672[/C][C]5.5817[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.04105[/C][C]0.374[/C][C]0.354686[/C][/ROW]
[ROW][C]14[/C][C]-0.094726[/C][C]-0.863[/C][C]0.195313[/C][/ROW]
[ROW][C]15[/C][C]-0.096066[/C][C]-0.8752[/C][C]0.191994[/C][/ROW]
[ROW][C]16[/C][C]-0.076529[/C][C]-0.6972[/C][C]0.243809[/C][/ROW]
[ROW][C]17[/C][C]-0.071981[/C][C]-0.6558[/C][C]0.256891[/C][/ROW]
[ROW][C]18[/C][C]-0.073321[/C][C]-0.668[/C][C]0.252998[/C][/ROW]
[ROW][C]19[/C][C]-0.068826[/C][C]-0.627[/C][C]0.266179[/C][/ROW]
[ROW][C]20[/C][C]-0.070166[/C][C]-0.6392[/C][C]0.262212[/C][/ROW]
[ROW][C]21[/C][C]-0.062245[/C][C]-0.5671[/C][C]0.286094[/C][/ROW]
[ROW][C]22[/C][C]-0.063586[/C][C]-0.5793[/C][C]0.28198[/C][/ROW]
[ROW][C]23[/C][C]0.144398[/C][C]1.3155[/C][C]0.095977[/C][/ROW]
[ROW][C]24[/C][C]0.34959[/C][C]3.1849[/C][C]0.00102[/C][/ROW]
[ROW][C]25[/C][C]-0.004446[/C][C]-0.0405[/C][C]0.483894[/C][/ROW]
[ROW][C]26[/C][C]-0.068947[/C][C]-0.6281[/C][C]0.26582[/C][/ROW]
[ROW][C]27[/C][C]-0.070287[/C][C]-0.6403[/C][C]0.261856[/C][/ROW]
[ROW][C]28[/C][C]-0.056103[/C][C]-0.5111[/C][C]0.305312[/C][/ROW]
[ROW][C]29[/C][C]-0.057443[/C][C]-0.5233[/C][C]0.301069[/C][/ROW]
[ROW][C]30[/C][C]-0.058783[/C][C]-0.5355[/C][C]0.296854[/C][/ROW]
[ROW][C]31[/C][C]-0.060123[/C][C]-0.5478[/C][C]0.292666[/C][/ROW]
[ROW][C]32[/C][C]-0.057395[/C][C]-0.5229[/C][C]0.30122[/C][/ROW]
[ROW][C]33[/C][C]-0.058736[/C][C]-0.5351[/C][C]0.297004[/C][/ROW]
[ROW][C]34[/C][C]-0.060076[/C][C]-0.5473[/C][C]0.292815[/C][/ROW]
[ROW][C]35[/C][C]0.225401[/C][C]2.0535[/C][C]0.021586[/C][/ROW]
[ROW][C]36[/C][C]0.220813[/C][C]2.0117[/C][C]0.023748[/C][/ROW]
[ROW][C]37[/C][C]0.003492[/C][C]0.0318[/C][C]0.487347[/C][/ROW]
[ROW][C]38[/C][C]-0.065437[/C][C]-0.5962[/C][C]0.276346[/C][/ROW]
[ROW][C]39[/C][C]-0.066777[/C][C]-0.6084[/C][C]0.272303[/C][/ROW]
[ROW][C]40[/C][C]-0.05361[/C][C]-0.4884[/C][C]0.313274[/C][/ROW]
[ROW][C]41[/C][C]-0.05495[/C][C]-0.5006[/C][C]0.308982[/C][/ROW]
[ROW][C]42[/C][C]-0.05629[/C][C]-0.5128[/C][C]0.304716[/C][/ROW]
[ROW][C]43[/C][C]-0.057631[/C][C]-0.525[/C][C]0.300477[/C][/ROW]
[ROW][C]44[/C][C]-0.044464[/C][C]-0.4051[/C][C]0.343229[/C][/ROW]
[ROW][C]45[/C][C]-0.045804[/C][C]-0.4173[/C][C]0.338771[/C][/ROW]
[ROW][C]46[/C][C]-0.006454[/C][C]-0.0588[/C][C]0.476627[/C][/ROW]
[ROW][C]47[/C][C]0.268783[/C][C]2.4487[/C][C]0.008221[/C][/ROW]
[ROW][C]48[/C][C]0.130452[/C][C]1.1885[/C][C]0.119018[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226036&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226036&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	0.10025	0.9133	0.181859
2	-0.073601	-0.6705	0.252189
3	-0.115261	-1.0501	0.148364
4	-0.107126	-0.976	0.165958
5	-0.108467	-0.9882	0.162969
6	-0.109807	-1.0004	0.160015
7	-0.111147	-1.0126	0.157097
8	-0.10162	-0.9258	0.178616
9	-0.088025	-0.8019	0.212437
10	-0.02434	-0.2217	0.412527
11	0.052929	0.4822	0.315465
12	0.612672	5.5817	0
13	0.04105	0.374	0.354686
14	-0.094726	-0.863	0.195313
15	-0.096066	-0.8752	0.191994
16	-0.076529	-0.6972	0.243809
17	-0.071981	-0.6558	0.256891
18	-0.073321	-0.668	0.252998
19	-0.068826	-0.627	0.266179
20	-0.070166	-0.6392	0.262212
21	-0.062245	-0.5671	0.286094
22	-0.063586	-0.5793	0.28198
23	0.144398	1.3155	0.095977
24	0.34959	3.1849	0.00102
25	-0.004446	-0.0405	0.483894
26	-0.068947	-0.6281	0.26582
27	-0.070287	-0.6403	0.261856
28	-0.056103	-0.5111	0.305312
29	-0.057443	-0.5233	0.301069
30	-0.058783	-0.5355	0.296854
31	-0.060123	-0.5478	0.292666
32	-0.057395	-0.5229	0.30122
33	-0.058736	-0.5351	0.297004
34	-0.060076	-0.5473	0.292815
35	0.225401	2.0535	0.021586
36	0.220813	2.0117	0.023748
37	0.003492	0.0318	0.487347
38	-0.065437	-0.5962	0.276346
39	-0.066777	-0.6084	0.272303
40	-0.05361	-0.4884	0.313274
41	-0.05495	-0.5006	0.308982
42	-0.05629	-0.5128	0.304716
43	-0.057631	-0.525	0.300477
44	-0.044464	-0.4051	0.343229
45	-0.045804	-0.4173	0.338771
46	-0.006454	-0.0588	0.476627
47	0.268783	2.4487	0.008221
48	0.130452	1.1885	0.119018

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.10025	0.9133	0.181859
2	-0.0845	-0.7698	0.221792
3	-0.100509	-0.9157	0.181244
4	-0.09344	-0.8513	0.198531
5	-0.109231	-0.9951	0.161279
6	-0.12326	-1.123	0.132348
7	-0.141273	-1.2871	0.100826
8	-0.153791	-1.4011	0.082455
9	-0.170614	-1.5544	0.06195
10	-0.137808	-1.2555	0.106412
11	-0.090185	-0.8216	0.206822
12	0.550053	5.0112	2e-06
13	-0.138291	-1.2599	0.105619
14	-0.051238	-0.4668	0.320933
15	-0.022736	-0.2071	0.418204
16	-0.026981	-0.2458	0.403217
17	-0.01996	-0.1818	0.428074
18	-0.016099	-0.1467	0.441875
19	-0.002706	-0.0247	0.490196
20	-0.025227	-0.2298	0.409396
21	-0.034406	-0.3135	0.377362
22	-0.141316	-1.2874	0.100758
23	0.191435	1.7441	0.042426
24	-0.141653	-1.2905	0.100226
25	-0.026246	-0.2391	0.405805
26	0.016974	0.1546	0.438742
27	-0.040625	-0.3701	0.356119
28	-0.034639	-0.3156	0.376557
29	-0.047596	-0.4336	0.332843
30	-0.037634	-0.3429	0.366285
31	-0.062994	-0.5739	0.283794
32	-0.033305	-0.3034	0.381162
33	-0.125606	-1.1443	0.127889
34	0.035785	0.326	0.372616
35	0.026994	0.2459	0.403172
36	-0.05199	-0.4737	0.318496
37	0.041088	0.3743	0.354556
38	-0.083236	-0.7583	0.225204
39	-0.04355	-0.3968	0.346282
40	-0.049666	-0.4525	0.326053
41	-0.044092	-0.4017	0.344471
42	-0.063521	-0.5787	0.282179
43	-0.033615	-0.3062	0.380093
44	-0.084705	-0.7717	0.221242
45	-0.03204	-0.2919	0.385546
46	0.007801	0.0711	0.471757
47	-0.01269	-0.1156	0.45412
48	-0.038597	-0.3516	0.363

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.10025 & 0.9133 & 0.181859 \tabularnewline
2 & -0.0845 & -0.7698 & 0.221792 \tabularnewline
3 & -0.100509 & -0.9157 & 0.181244 \tabularnewline
4 & -0.09344 & -0.8513 & 0.198531 \tabularnewline
5 & -0.109231 & -0.9951 & 0.161279 \tabularnewline
6 & -0.12326 & -1.123 & 0.132348 \tabularnewline
7 & -0.141273 & -1.2871 & 0.100826 \tabularnewline
8 & -0.153791 & -1.4011 & 0.082455 \tabularnewline
9 & -0.170614 & -1.5544 & 0.06195 \tabularnewline
10 & -0.137808 & -1.2555 & 0.106412 \tabularnewline
11 & -0.090185 & -0.8216 & 0.206822 \tabularnewline
12 & 0.550053 & 5.0112 & 2e-06 \tabularnewline
13 & -0.138291 & -1.2599 & 0.105619 \tabularnewline
14 & -0.051238 & -0.4668 & 0.320933 \tabularnewline
15 & -0.022736 & -0.2071 & 0.418204 \tabularnewline
16 & -0.026981 & -0.2458 & 0.403217 \tabularnewline
17 & -0.01996 & -0.1818 & 0.428074 \tabularnewline
18 & -0.016099 & -0.1467 & 0.441875 \tabularnewline
19 & -0.002706 & -0.0247 & 0.490196 \tabularnewline
20 & -0.025227 & -0.2298 & 0.409396 \tabularnewline
21 & -0.034406 & -0.3135 & 0.377362 \tabularnewline
22 & -0.141316 & -1.2874 & 0.100758 \tabularnewline
23 & 0.191435 & 1.7441 & 0.042426 \tabularnewline
24 & -0.141653 & -1.2905 & 0.100226 \tabularnewline
25 & -0.026246 & -0.2391 & 0.405805 \tabularnewline
26 & 0.016974 & 0.1546 & 0.438742 \tabularnewline
27 & -0.040625 & -0.3701 & 0.356119 \tabularnewline
28 & -0.034639 & -0.3156 & 0.376557 \tabularnewline
29 & -0.047596 & -0.4336 & 0.332843 \tabularnewline
30 & -0.037634 & -0.3429 & 0.366285 \tabularnewline
31 & -0.062994 & -0.5739 & 0.283794 \tabularnewline
32 & -0.033305 & -0.3034 & 0.381162 \tabularnewline
33 & -0.125606 & -1.1443 & 0.127889 \tabularnewline
34 & 0.035785 & 0.326 & 0.372616 \tabularnewline
35 & 0.026994 & 0.2459 & 0.403172 \tabularnewline
36 & -0.05199 & -0.4737 & 0.318496 \tabularnewline
37 & 0.041088 & 0.3743 & 0.354556 \tabularnewline
38 & -0.083236 & -0.7583 & 0.225204 \tabularnewline
39 & -0.04355 & -0.3968 & 0.346282 \tabularnewline
40 & -0.049666 & -0.4525 & 0.326053 \tabularnewline
41 & -0.044092 & -0.4017 & 0.344471 \tabularnewline
42 & -0.063521 & -0.5787 & 0.282179 \tabularnewline
43 & -0.033615 & -0.3062 & 0.380093 \tabularnewline
44 & -0.084705 & -0.7717 & 0.221242 \tabularnewline
45 & -0.03204 & -0.2919 & 0.385546 \tabularnewline
46 & 0.007801 & 0.0711 & 0.471757 \tabularnewline
47 & -0.01269 & -0.1156 & 0.45412 \tabularnewline
48 & -0.038597 & -0.3516 & 0.363 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=226036&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]0.10025[/C][C]0.9133[/C][C]0.181859[/C][/ROW]
[ROW][C]2[/C][C]-0.0845[/C][C]-0.7698[/C][C]0.221792[/C][/ROW]
[ROW][C]3[/C][C]-0.100509[/C][C]-0.9157[/C][C]0.181244[/C][/ROW]
[ROW][C]4[/C][C]-0.09344[/C][C]-0.8513[/C][C]0.198531[/C][/ROW]
[ROW][C]5[/C][C]-0.109231[/C][C]-0.9951[/C][C]0.161279[/C][/ROW]
[ROW][C]6[/C][C]-0.12326[/C][C]-1.123[/C][C]0.132348[/C][/ROW]
[ROW][C]7[/C][C]-0.141273[/C][C]-1.2871[/C][C]0.100826[/C][/ROW]
[ROW][C]8[/C][C]-0.153791[/C][C]-1.4011[/C][C]0.082455[/C][/ROW]
[ROW][C]9[/C][C]-0.170614[/C][C]-1.5544[/C][C]0.06195[/C][/ROW]
[ROW][C]10[/C][C]-0.137808[/C][C]-1.2555[/C][C]0.106412[/C][/ROW]
[ROW][C]11[/C][C]-0.090185[/C][C]-0.8216[/C][C]0.206822[/C][/ROW]
[ROW][C]12[/C][C]0.550053[/C][C]5.0112[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.138291[/C][C]-1.2599[/C][C]0.105619[/C][/ROW]
[ROW][C]14[/C][C]-0.051238[/C][C]-0.4668[/C][C]0.320933[/C][/ROW]
[ROW][C]15[/C][C]-0.022736[/C][C]-0.2071[/C][C]0.418204[/C][/ROW]
[ROW][C]16[/C][C]-0.026981[/C][C]-0.2458[/C][C]0.403217[/C][/ROW]
[ROW][C]17[/C][C]-0.01996[/C][C]-0.1818[/C][C]0.428074[/C][/ROW]
[ROW][C]18[/C][C]-0.016099[/C][C]-0.1467[/C][C]0.441875[/C][/ROW]
[ROW][C]19[/C][C]-0.002706[/C][C]-0.0247[/C][C]0.490196[/C][/ROW]
[ROW][C]20[/C][C]-0.025227[/C][C]-0.2298[/C][C]0.409396[/C][/ROW]
[ROW][C]21[/C][C]-0.034406[/C][C]-0.3135[/C][C]0.377362[/C][/ROW]
[ROW][C]22[/C][C]-0.141316[/C][C]-1.2874[/C][C]0.100758[/C][/ROW]
[ROW][C]23[/C][C]0.191435[/C][C]1.7441[/C][C]0.042426[/C][/ROW]
[ROW][C]24[/C][C]-0.141653[/C][C]-1.2905[/C][C]0.100226[/C][/ROW]
[ROW][C]25[/C][C]-0.026246[/C][C]-0.2391[/C][C]0.405805[/C][/ROW]
[ROW][C]26[/C][C]0.016974[/C][C]0.1546[/C][C]0.438742[/C][/ROW]
[ROW][C]27[/C][C]-0.040625[/C][C]-0.3701[/C][C]0.356119[/C][/ROW]
[ROW][C]28[/C][C]-0.034639[/C][C]-0.3156[/C][C]0.376557[/C][/ROW]
[ROW][C]29[/C][C]-0.047596[/C][C]-0.4336[/C][C]0.332843[/C][/ROW]
[ROW][C]30[/C][C]-0.037634[/C][C]-0.3429[/C][C]0.366285[/C][/ROW]
[ROW][C]31[/C][C]-0.062994[/C][C]-0.5739[/C][C]0.283794[/C][/ROW]
[ROW][C]32[/C][C]-0.033305[/C][C]-0.3034[/C][C]0.381162[/C][/ROW]
[ROW][C]33[/C][C]-0.125606[/C][C]-1.1443[/C][C]0.127889[/C][/ROW]
[ROW][C]34[/C][C]0.035785[/C][C]0.326[/C][C]0.372616[/C][/ROW]
[ROW][C]35[/C][C]0.026994[/C][C]0.2459[/C][C]0.403172[/C][/ROW]
[ROW][C]36[/C][C]-0.05199[/C][C]-0.4737[/C][C]0.318496[/C][/ROW]
[ROW][C]37[/C][C]0.041088[/C][C]0.3743[/C][C]0.354556[/C][/ROW]
[ROW][C]38[/C][C]-0.083236[/C][C]-0.7583[/C][C]0.225204[/C][/ROW]
[ROW][C]39[/C][C]-0.04355[/C][C]-0.3968[/C][C]0.346282[/C][/ROW]
[ROW][C]40[/C][C]-0.049666[/C][C]-0.4525[/C][C]0.326053[/C][/ROW]
[ROW][C]41[/C][C]-0.044092[/C][C]-0.4017[/C][C]0.344471[/C][/ROW]
[ROW][C]42[/C][C]-0.063521[/C][C]-0.5787[/C][C]0.282179[/C][/ROW]
[ROW][C]43[/C][C]-0.033615[/C][C]-0.3062[/C][C]0.380093[/C][/ROW]
[ROW][C]44[/C][C]-0.084705[/C][C]-0.7717[/C][C]0.221242[/C][/ROW]
[ROW][C]45[/C][C]-0.03204[/C][C]-0.2919[/C][C]0.385546[/C][/ROW]
[ROW][C]46[/C][C]0.007801[/C][C]0.0711[/C][C]0.471757[/C][/ROW]
[ROW][C]47[/C][C]-0.01269[/C][C]-0.1156[/C][C]0.45412[/C][/ROW]
[ROW][C]48[/C][C]-0.038597[/C][C]-0.3516[/C][C]0.363[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=226036&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=226036&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	0.10025	0.9133	0.181859
2	-0.0845	-0.7698	0.221792
3	-0.100509	-0.9157	0.181244
4	-0.09344	-0.8513	0.198531
5	-0.109231	-0.9951	0.161279
6	-0.12326	-1.123	0.132348
7	-0.141273	-1.2871	0.100826
8	-0.153791	-1.4011	0.082455
9	-0.170614	-1.5544	0.06195
10	-0.137808	-1.2555	0.106412
11	-0.090185	-0.8216	0.206822
12	0.550053	5.0112	2e-06
13	-0.138291	-1.2599	0.105619
14	-0.051238	-0.4668	0.320933
15	-0.022736	-0.2071	0.418204
16	-0.026981	-0.2458	0.403217
17	-0.01996	-0.1818	0.428074
18	-0.016099	-0.1467	0.441875
19	-0.002706	-0.0247	0.490196
20	-0.025227	-0.2298	0.409396
21	-0.034406	-0.3135	0.377362
22	-0.141316	-1.2874	0.100758
23	0.191435	1.7441	0.042426
24	-0.141653	-1.2905	0.100226
25	-0.026246	-0.2391	0.405805
26	0.016974	0.1546	0.438742
27	-0.040625	-0.3701	0.356119
28	-0.034639	-0.3156	0.376557
29	-0.047596	-0.4336	0.332843
30	-0.037634	-0.3429	0.366285
31	-0.062994	-0.5739	0.283794
32	-0.033305	-0.3034	0.381162
33	-0.125606	-1.1443	0.127889
34	0.035785	0.326	0.372616
35	0.026994	0.2459	0.403172
36	-0.05199	-0.4737	0.318496
37	0.041088	0.3743	0.354556
38	-0.083236	-0.7583	0.225204
39	-0.04355	-0.3968	0.346282
40	-0.049666	-0.4525	0.326053
41	-0.044092	-0.4017	0.344471
42	-0.063521	-0.5787	0.282179
43	-0.033615	-0.3062	0.380093
44	-0.084705	-0.7717	0.221242
45	-0.03204	-0.2919	0.385546
46	0.007801	0.0711	0.471757
47	-0.01269	-0.1156	0.45412
48	-0.038597	-0.3516	0.363

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