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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 19 May 2014 17:53:25 -0400

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2014/May/19/t1400536463scxuhc40e8jxsu9.htm/, Retrieved Wed, 15 May 2024 09:57:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=234970, Retrieved Wed, 15 May 2024 09:57:48 +0000

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User-defined keywords

Estimated Impact

120

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

-     [(Partial) Autocorrelation Function] [Eigen reeks autoc...] [2014-03-18 09:10:55] [74976ff3bfb104667fd389bfeeadbb92]
- R PD    [(Partial) Autocorrelation Function] [Autocorrelatie ei...] [2014-05-19 21:53:25] [039056c9fef9ec579c259569ea14399c] [Current]

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Dataseries X:

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Histogram

Boxplots

0.45
0.44
0.42
0.43
0.43
0.47
0.47
0.47
0.47
0.48
0.48
0.48
0.49
0.49
0.47
0.5
0.51
0.5
0.49
0.5
0.51
0.51
0.5
0.53
0.5
0.49
0.46
0.46
0.47
0.49
0.5
0.5
0.51
0.5
0.52
0.5
0.48
0.47
0.43
0.42
0.45
0.5
0.52
0.52
0.51
0.52
0.52
0.51
0.51
0.51
0.48
0.49
0.47
0.51
0.5
0.51
0.51
0.52
0.51
0.52
0.48
0.49
0.47
0.44
0.44
0.47
0.51
0.51
0.52
0.52
0.52
0.52

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	'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 & 2 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=234970&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=234970&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=234970&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	'Gertrude Mary Cox' @ cox.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.042452	0.3577	0.360813
2	0.079042	0.666	0.253778
3	-0.253491	-2.136	0.018066
4	-0.070025	-0.59	0.278519
5	-0.214069	-1.8038	0.037754
6	-0.116759	-0.9838	0.16427
7	-0.115569	-0.9738	0.166731
8	0.034198	0.2882	0.387034
9	-0.158083	-1.332	0.093555
10	0.024153	0.2035	0.419657
11	0.149362	1.2585	0.106159
12	0.268768	2.2647	0.013293
13	0.169267	1.4263	0.079087
14	0.05564	0.4688	0.320312
15	-0.150824	-1.2709	0.103963
16	-0.117163	-0.9872	0.16344
17	-0.07143	-0.6019	0.274587
18	-0.068129	-0.5741	0.283868
19	-0.078602	-0.6623	0.254957
20	-0.083214	-0.7012	0.242742
21	-0.103651	-0.8734	0.192701
22	-0.022107	-0.1863	0.426381
23	-0.025078	-0.2113	0.416626
24	0.239974	2.0221	0.02347
25	0.330661	2.7862	0.003417
26	0.113003	0.9522	0.172118
27	-0.094692	-0.7979	0.213798
28	-0.08641	-0.7281	0.234473
29	-0.114759	-0.967	0.16842
30	-0.046988	-0.3959	0.346674
31	-0.132364	-1.1153	0.134237
32	-0.001763	-0.0149	0.494094
33	-0.090011	-0.7584	0.225346
34	0.071418	0.6018	0.274619
35	-0.029724	-0.2505	0.401477
36	0.272369	2.295	0.012345
37	0.079678	0.6714	0.252079
38	0.124591	1.0498	0.14868
39	-0.130109	-1.0963	0.138323
40	-0.111863	-0.9426	0.174548
41	-0.068239	-0.575	0.283557
42	-0.012952	-0.1091	0.456702
43	0.000312	0.0026	0.498955
44	-0.024696	-0.2081	0.417876
45	-0.049294	-0.4154	0.339566
46	0.09508	0.8012	0.212857
47	-0.084717	-0.7138	0.238834
48	0.03469	0.2923	0.385455

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.042452 & 0.3577 & 0.360813 \tabularnewline
2 & 0.079042 & 0.666 & 0.253778 \tabularnewline
3 & -0.253491 & -2.136 & 0.018066 \tabularnewline
4 & -0.070025 & -0.59 & 0.278519 \tabularnewline
5 & -0.214069 & -1.8038 & 0.037754 \tabularnewline
6 & -0.116759 & -0.9838 & 0.16427 \tabularnewline
7 & -0.115569 & -0.9738 & 0.166731 \tabularnewline
8 & 0.034198 & 0.2882 & 0.387034 \tabularnewline
9 & -0.158083 & -1.332 & 0.093555 \tabularnewline
10 & 0.024153 & 0.2035 & 0.419657 \tabularnewline
11 & 0.149362 & 1.2585 & 0.106159 \tabularnewline
12 & 0.268768 & 2.2647 & 0.013293 \tabularnewline
13 & 0.169267 & 1.4263 & 0.079087 \tabularnewline
14 & 0.05564 & 0.4688 & 0.320312 \tabularnewline
15 & -0.150824 & -1.2709 & 0.103963 \tabularnewline
16 & -0.117163 & -0.9872 & 0.16344 \tabularnewline
17 & -0.07143 & -0.6019 & 0.274587 \tabularnewline
18 & -0.068129 & -0.5741 & 0.283868 \tabularnewline
19 & -0.078602 & -0.6623 & 0.254957 \tabularnewline
20 & -0.083214 & -0.7012 & 0.242742 \tabularnewline
21 & -0.103651 & -0.8734 & 0.192701 \tabularnewline
22 & -0.022107 & -0.1863 & 0.426381 \tabularnewline
23 & -0.025078 & -0.2113 & 0.416626 \tabularnewline
24 & 0.239974 & 2.0221 & 0.02347 \tabularnewline
25 & 0.330661 & 2.7862 & 0.003417 \tabularnewline
26 & 0.113003 & 0.9522 & 0.172118 \tabularnewline
27 & -0.094692 & -0.7979 & 0.213798 \tabularnewline
28 & -0.08641 & -0.7281 & 0.234473 \tabularnewline
29 & -0.114759 & -0.967 & 0.16842 \tabularnewline
30 & -0.046988 & -0.3959 & 0.346674 \tabularnewline
31 & -0.132364 & -1.1153 & 0.134237 \tabularnewline
32 & -0.001763 & -0.0149 & 0.494094 \tabularnewline
33 & -0.090011 & -0.7584 & 0.225346 \tabularnewline
34 & 0.071418 & 0.6018 & 0.274619 \tabularnewline
35 & -0.029724 & -0.2505 & 0.401477 \tabularnewline
36 & 0.272369 & 2.295 & 0.012345 \tabularnewline
37 & 0.079678 & 0.6714 & 0.252079 \tabularnewline
38 & 0.124591 & 1.0498 & 0.14868 \tabularnewline
39 & -0.130109 & -1.0963 & 0.138323 \tabularnewline
40 & -0.111863 & -0.9426 & 0.174548 \tabularnewline
41 & -0.068239 & -0.575 & 0.283557 \tabularnewline
42 & -0.012952 & -0.1091 & 0.456702 \tabularnewline
43 & 0.000312 & 0.0026 & 0.498955 \tabularnewline
44 & -0.024696 & -0.2081 & 0.417876 \tabularnewline
45 & -0.049294 & -0.4154 & 0.339566 \tabularnewline
46 & 0.09508 & 0.8012 & 0.212857 \tabularnewline
47 & -0.084717 & -0.7138 & 0.238834 \tabularnewline
48 & 0.03469 & 0.2923 & 0.385455 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=234970&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]0.042452[/C][C]0.3577[/C][C]0.360813[/C][/ROW]
[ROW][C]2[/C][C]0.079042[/C][C]0.666[/C][C]0.253778[/C][/ROW]
[ROW][C]3[/C][C]-0.253491[/C][C]-2.136[/C][C]0.018066[/C][/ROW]
[ROW][C]4[/C][C]-0.070025[/C][C]-0.59[/C][C]0.278519[/C][/ROW]
[ROW][C]5[/C][C]-0.214069[/C][C]-1.8038[/C][C]0.037754[/C][/ROW]
[ROW][C]6[/C][C]-0.116759[/C][C]-0.9838[/C][C]0.16427[/C][/ROW]
[ROW][C]7[/C][C]-0.115569[/C][C]-0.9738[/C][C]0.166731[/C][/ROW]
[ROW][C]8[/C][C]0.034198[/C][C]0.2882[/C][C]0.387034[/C][/ROW]
[ROW][C]9[/C][C]-0.158083[/C][C]-1.332[/C][C]0.093555[/C][/ROW]
[ROW][C]10[/C][C]0.024153[/C][C]0.2035[/C][C]0.419657[/C][/ROW]
[ROW][C]11[/C][C]0.149362[/C][C]1.2585[/C][C]0.106159[/C][/ROW]
[ROW][C]12[/C][C]0.268768[/C][C]2.2647[/C][C]0.013293[/C][/ROW]
[ROW][C]13[/C][C]0.169267[/C][C]1.4263[/C][C]0.079087[/C][/ROW]
[ROW][C]14[/C][C]0.05564[/C][C]0.4688[/C][C]0.320312[/C][/ROW]
[ROW][C]15[/C][C]-0.150824[/C][C]-1.2709[/C][C]0.103963[/C][/ROW]
[ROW][C]16[/C][C]-0.117163[/C][C]-0.9872[/C][C]0.16344[/C][/ROW]
[ROW][C]17[/C][C]-0.07143[/C][C]-0.6019[/C][C]0.274587[/C][/ROW]
[ROW][C]18[/C][C]-0.068129[/C][C]-0.5741[/C][C]0.283868[/C][/ROW]
[ROW][C]19[/C][C]-0.078602[/C][C]-0.6623[/C][C]0.254957[/C][/ROW]
[ROW][C]20[/C][C]-0.083214[/C][C]-0.7012[/C][C]0.242742[/C][/ROW]
[ROW][C]21[/C][C]-0.103651[/C][C]-0.8734[/C][C]0.192701[/C][/ROW]
[ROW][C]22[/C][C]-0.022107[/C][C]-0.1863[/C][C]0.426381[/C][/ROW]
[ROW][C]23[/C][C]-0.025078[/C][C]-0.2113[/C][C]0.416626[/C][/ROW]
[ROW][C]24[/C][C]0.239974[/C][C]2.0221[/C][C]0.02347[/C][/ROW]
[ROW][C]25[/C][C]0.330661[/C][C]2.7862[/C][C]0.003417[/C][/ROW]
[ROW][C]26[/C][C]0.113003[/C][C]0.9522[/C][C]0.172118[/C][/ROW]
[ROW][C]27[/C][C]-0.094692[/C][C]-0.7979[/C][C]0.213798[/C][/ROW]
[ROW][C]28[/C][C]-0.08641[/C][C]-0.7281[/C][C]0.234473[/C][/ROW]
[ROW][C]29[/C][C]-0.114759[/C][C]-0.967[/C][C]0.16842[/C][/ROW]
[ROW][C]30[/C][C]-0.046988[/C][C]-0.3959[/C][C]0.346674[/C][/ROW]
[ROW][C]31[/C][C]-0.132364[/C][C]-1.1153[/C][C]0.134237[/C][/ROW]
[ROW][C]32[/C][C]-0.001763[/C][C]-0.0149[/C][C]0.494094[/C][/ROW]
[ROW][C]33[/C][C]-0.090011[/C][C]-0.7584[/C][C]0.225346[/C][/ROW]
[ROW][C]34[/C][C]0.071418[/C][C]0.6018[/C][C]0.274619[/C][/ROW]
[ROW][C]35[/C][C]-0.029724[/C][C]-0.2505[/C][C]0.401477[/C][/ROW]
[ROW][C]36[/C][C]0.272369[/C][C]2.295[/C][C]0.012345[/C][/ROW]
[ROW][C]37[/C][C]0.079678[/C][C]0.6714[/C][C]0.252079[/C][/ROW]
[ROW][C]38[/C][C]0.124591[/C][C]1.0498[/C][C]0.14868[/C][/ROW]
[ROW][C]39[/C][C]-0.130109[/C][C]-1.0963[/C][C]0.138323[/C][/ROW]
[ROW][C]40[/C][C]-0.111863[/C][C]-0.9426[/C][C]0.174548[/C][/ROW]
[ROW][C]41[/C][C]-0.068239[/C][C]-0.575[/C][C]0.283557[/C][/ROW]
[ROW][C]42[/C][C]-0.012952[/C][C]-0.1091[/C][C]0.456702[/C][/ROW]
[ROW][C]43[/C][C]0.000312[/C][C]0.0026[/C][C]0.498955[/C][/ROW]
[ROW][C]44[/C][C]-0.024696[/C][C]-0.2081[/C][C]0.417876[/C][/ROW]
[ROW][C]45[/C][C]-0.049294[/C][C]-0.4154[/C][C]0.339566[/C][/ROW]
[ROW][C]46[/C][C]0.09508[/C][C]0.8012[/C][C]0.212857[/C][/ROW]
[ROW][C]47[/C][C]-0.084717[/C][C]-0.7138[/C][C]0.238834[/C][/ROW]
[ROW][C]48[/C][C]0.03469[/C][C]0.2923[/C][C]0.385455[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=234970&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=234970&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	0.042452	0.3577	0.360813
2	0.079042	0.666	0.253778
3	-0.253491	-2.136	0.018066
4	-0.070025	-0.59	0.278519
5	-0.214069	-1.8038	0.037754
6	-0.116759	-0.9838	0.16427
7	-0.115569	-0.9738	0.166731
8	0.034198	0.2882	0.387034
9	-0.158083	-1.332	0.093555
10	0.024153	0.2035	0.419657
11	0.149362	1.2585	0.106159
12	0.268768	2.2647	0.013293
13	0.169267	1.4263	0.079087
14	0.05564	0.4688	0.320312
15	-0.150824	-1.2709	0.103963
16	-0.117163	-0.9872	0.16344
17	-0.07143	-0.6019	0.274587
18	-0.068129	-0.5741	0.283868
19	-0.078602	-0.6623	0.254957
20	-0.083214	-0.7012	0.242742
21	-0.103651	-0.8734	0.192701
22	-0.022107	-0.1863	0.426381
23	-0.025078	-0.2113	0.416626
24	0.239974	2.0221	0.02347
25	0.330661	2.7862	0.003417
26	0.113003	0.9522	0.172118
27	-0.094692	-0.7979	0.213798
28	-0.08641	-0.7281	0.234473
29	-0.114759	-0.967	0.16842
30	-0.046988	-0.3959	0.346674
31	-0.132364	-1.1153	0.134237
32	-0.001763	-0.0149	0.494094
33	-0.090011	-0.7584	0.225346
34	0.071418	0.6018	0.274619
35	-0.029724	-0.2505	0.401477
36	0.272369	2.295	0.012345
37	0.079678	0.6714	0.252079
38	0.124591	1.0498	0.14868
39	-0.130109	-1.0963	0.138323
40	-0.111863	-0.9426	0.174548
41	-0.068239	-0.575	0.283557
42	-0.012952	-0.1091	0.456702
43	0.000312	0.0026	0.498955
44	-0.024696	-0.2081	0.417876
45	-0.049294	-0.4154	0.339566
46	0.09508	0.8012	0.212857
47	-0.084717	-0.7138	0.238834
48	0.03469	0.2923	0.385455

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.042452	0.3577	0.360813
2	0.07738	0.652	0.258249
3	-0.26191	-2.2069	0.015278
4	-0.054934	-0.4629	0.322433
5	-0.178759	-1.5063	0.068219
6	-0.174972	-1.4743	0.072405
7	-0.133764	-1.1271	0.131745
8	-0.066767	-0.5626	0.287745
9	-0.299222	-2.5213	0.00697
10	-0.153476	-1.2932	0.100065
11	0.058216	0.4905	0.312634
12	0.082601	0.696	0.244347
13	0.086735	0.7308	0.233639
14	0.040536	0.3416	0.366845
15	-0.126594	-1.0667	0.14486
16	-0.042391	-0.3572	0.361004
17	0.110648	0.9323	0.177162
18	-0.028993	-0.2443	0.403853
19	-0.085719	-0.7223	0.236248
20	-0.07969	-0.6715	0.252048
21	-0.169362	-1.4271	0.078971
22	-0.121503	-1.0238	0.154702
23	-0.188553	-1.5888	0.058277
24	-0.038265	-0.3224	0.374039
25	0.171488	1.445	0.076431
26	0.008013	0.0675	0.473178
27	-0.116873	-0.9848	0.164036
28	0.02223	0.1873	0.425976
29	-0.027256	-0.2297	0.409507
30	0.010307	0.0869	0.465517
31	-0.011257	-0.0948	0.462351
32	0.006258	0.0527	0.479048
33	-0.09246	-0.7791	0.219259
34	0.155259	1.3082	0.097507
35	-0.031357	-0.2642	0.396188
36	0.071011	0.5983	0.275756
37	-0.028066	-0.2365	0.406868
38	-0.064965	-0.5474	0.292909
39	-0.073059	-0.6156	0.270062
40	-0.047573	-0.4009	0.344866
41	0.049877	0.4203	0.337777
42	-0.047937	-0.4039	0.343741
43	0.065425	0.5513	0.291585
44	-0.041034	-0.3458	0.365273
45	-0.009271	-0.0781	0.468978
46	0.217737	1.8347	0.035371
47	-0.097243	-0.8194	0.207655
48	-0.053449	-0.4504	0.326907

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.042452 & 0.3577 & 0.360813 \tabularnewline
2 & 0.07738 & 0.652 & 0.258249 \tabularnewline
3 & -0.26191 & -2.2069 & 0.015278 \tabularnewline
4 & -0.054934 & -0.4629 & 0.322433 \tabularnewline
5 & -0.178759 & -1.5063 & 0.068219 \tabularnewline
6 & -0.174972 & -1.4743 & 0.072405 \tabularnewline
7 & -0.133764 & -1.1271 & 0.131745 \tabularnewline
8 & -0.066767 & -0.5626 & 0.287745 \tabularnewline
9 & -0.299222 & -2.5213 & 0.00697 \tabularnewline
10 & -0.153476 & -1.2932 & 0.100065 \tabularnewline
11 & 0.058216 & 0.4905 & 0.312634 \tabularnewline
12 & 0.082601 & 0.696 & 0.244347 \tabularnewline
13 & 0.086735 & 0.7308 & 0.233639 \tabularnewline
14 & 0.040536 & 0.3416 & 0.366845 \tabularnewline
15 & -0.126594 & -1.0667 & 0.14486 \tabularnewline
16 & -0.042391 & -0.3572 & 0.361004 \tabularnewline
17 & 0.110648 & 0.9323 & 0.177162 \tabularnewline
18 & -0.028993 & -0.2443 & 0.403853 \tabularnewline
19 & -0.085719 & -0.7223 & 0.236248 \tabularnewline
20 & -0.07969 & -0.6715 & 0.252048 \tabularnewline
21 & -0.169362 & -1.4271 & 0.078971 \tabularnewline
22 & -0.121503 & -1.0238 & 0.154702 \tabularnewline
23 & -0.188553 & -1.5888 & 0.058277 \tabularnewline
24 & -0.038265 & -0.3224 & 0.374039 \tabularnewline
25 & 0.171488 & 1.445 & 0.076431 \tabularnewline
26 & 0.008013 & 0.0675 & 0.473178 \tabularnewline
27 & -0.116873 & -0.9848 & 0.164036 \tabularnewline
28 & 0.02223 & 0.1873 & 0.425976 \tabularnewline
29 & -0.027256 & -0.2297 & 0.409507 \tabularnewline
30 & 0.010307 & 0.0869 & 0.465517 \tabularnewline
31 & -0.011257 & -0.0948 & 0.462351 \tabularnewline
32 & 0.006258 & 0.0527 & 0.479048 \tabularnewline
33 & -0.09246 & -0.7791 & 0.219259 \tabularnewline
34 & 0.155259 & 1.3082 & 0.097507 \tabularnewline
35 & -0.031357 & -0.2642 & 0.396188 \tabularnewline
36 & 0.071011 & 0.5983 & 0.275756 \tabularnewline
37 & -0.028066 & -0.2365 & 0.406868 \tabularnewline
38 & -0.064965 & -0.5474 & 0.292909 \tabularnewline
39 & -0.073059 & -0.6156 & 0.270062 \tabularnewline
40 & -0.047573 & -0.4009 & 0.344866 \tabularnewline
41 & 0.049877 & 0.4203 & 0.337777 \tabularnewline
42 & -0.047937 & -0.4039 & 0.343741 \tabularnewline
43 & 0.065425 & 0.5513 & 0.291585 \tabularnewline
44 & -0.041034 & -0.3458 & 0.365273 \tabularnewline
45 & -0.009271 & -0.0781 & 0.468978 \tabularnewline
46 & 0.217737 & 1.8347 & 0.035371 \tabularnewline
47 & -0.097243 & -0.8194 & 0.207655 \tabularnewline
48 & -0.053449 & -0.4504 & 0.326907 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=234970&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]0.042452[/C][C]0.3577[/C][C]0.360813[/C][/ROW]
[ROW][C]2[/C][C]0.07738[/C][C]0.652[/C][C]0.258249[/C][/ROW]
[ROW][C]3[/C][C]-0.26191[/C][C]-2.2069[/C][C]0.015278[/C][/ROW]
[ROW][C]4[/C][C]-0.054934[/C][C]-0.4629[/C][C]0.322433[/C][/ROW]
[ROW][C]5[/C][C]-0.178759[/C][C]-1.5063[/C][C]0.068219[/C][/ROW]
[ROW][C]6[/C][C]-0.174972[/C][C]-1.4743[/C][C]0.072405[/C][/ROW]
[ROW][C]7[/C][C]-0.133764[/C][C]-1.1271[/C][C]0.131745[/C][/ROW]
[ROW][C]8[/C][C]-0.066767[/C][C]-0.5626[/C][C]0.287745[/C][/ROW]
[ROW][C]9[/C][C]-0.299222[/C][C]-2.5213[/C][C]0.00697[/C][/ROW]
[ROW][C]10[/C][C]-0.153476[/C][C]-1.2932[/C][C]0.100065[/C][/ROW]
[ROW][C]11[/C][C]0.058216[/C][C]0.4905[/C][C]0.312634[/C][/ROW]
[ROW][C]12[/C][C]0.082601[/C][C]0.696[/C][C]0.244347[/C][/ROW]
[ROW][C]13[/C][C]0.086735[/C][C]0.7308[/C][C]0.233639[/C][/ROW]
[ROW][C]14[/C][C]0.040536[/C][C]0.3416[/C][C]0.366845[/C][/ROW]
[ROW][C]15[/C][C]-0.126594[/C][C]-1.0667[/C][C]0.14486[/C][/ROW]
[ROW][C]16[/C][C]-0.042391[/C][C]-0.3572[/C][C]0.361004[/C][/ROW]
[ROW][C]17[/C][C]0.110648[/C][C]0.9323[/C][C]0.177162[/C][/ROW]
[ROW][C]18[/C][C]-0.028993[/C][C]-0.2443[/C][C]0.403853[/C][/ROW]
[ROW][C]19[/C][C]-0.085719[/C][C]-0.7223[/C][C]0.236248[/C][/ROW]
[ROW][C]20[/C][C]-0.07969[/C][C]-0.6715[/C][C]0.252048[/C][/ROW]
[ROW][C]21[/C][C]-0.169362[/C][C]-1.4271[/C][C]0.078971[/C][/ROW]
[ROW][C]22[/C][C]-0.121503[/C][C]-1.0238[/C][C]0.154702[/C][/ROW]
[ROW][C]23[/C][C]-0.188553[/C][C]-1.5888[/C][C]0.058277[/C][/ROW]
[ROW][C]24[/C][C]-0.038265[/C][C]-0.3224[/C][C]0.374039[/C][/ROW]
[ROW][C]25[/C][C]0.171488[/C][C]1.445[/C][C]0.076431[/C][/ROW]
[ROW][C]26[/C][C]0.008013[/C][C]0.0675[/C][C]0.473178[/C][/ROW]
[ROW][C]27[/C][C]-0.116873[/C][C]-0.9848[/C][C]0.164036[/C][/ROW]
[ROW][C]28[/C][C]0.02223[/C][C]0.1873[/C][C]0.425976[/C][/ROW]
[ROW][C]29[/C][C]-0.027256[/C][C]-0.2297[/C][C]0.409507[/C][/ROW]
[ROW][C]30[/C][C]0.010307[/C][C]0.0869[/C][C]0.465517[/C][/ROW]
[ROW][C]31[/C][C]-0.011257[/C][C]-0.0948[/C][C]0.462351[/C][/ROW]
[ROW][C]32[/C][C]0.006258[/C][C]0.0527[/C][C]0.479048[/C][/ROW]
[ROW][C]33[/C][C]-0.09246[/C][C]-0.7791[/C][C]0.219259[/C][/ROW]
[ROW][C]34[/C][C]0.155259[/C][C]1.3082[/C][C]0.097507[/C][/ROW]
[ROW][C]35[/C][C]-0.031357[/C][C]-0.2642[/C][C]0.396188[/C][/ROW]
[ROW][C]36[/C][C]0.071011[/C][C]0.5983[/C][C]0.275756[/C][/ROW]
[ROW][C]37[/C][C]-0.028066[/C][C]-0.2365[/C][C]0.406868[/C][/ROW]
[ROW][C]38[/C][C]-0.064965[/C][C]-0.5474[/C][C]0.292909[/C][/ROW]
[ROW][C]39[/C][C]-0.073059[/C][C]-0.6156[/C][C]0.270062[/C][/ROW]
[ROW][C]40[/C][C]-0.047573[/C][C]-0.4009[/C][C]0.344866[/C][/ROW]
[ROW][C]41[/C][C]0.049877[/C][C]0.4203[/C][C]0.337777[/C][/ROW]
[ROW][C]42[/C][C]-0.047937[/C][C]-0.4039[/C][C]0.343741[/C][/ROW]
[ROW][C]43[/C][C]0.065425[/C][C]0.5513[/C][C]0.291585[/C][/ROW]
[ROW][C]44[/C][C]-0.041034[/C][C]-0.3458[/C][C]0.365273[/C][/ROW]
[ROW][C]45[/C][C]-0.009271[/C][C]-0.0781[/C][C]0.468978[/C][/ROW]
[ROW][C]46[/C][C]0.217737[/C][C]1.8347[/C][C]0.035371[/C][/ROW]
[ROW][C]47[/C][C]-0.097243[/C][C]-0.8194[/C][C]0.207655[/C][/ROW]
[ROW][C]48[/C][C]-0.053449[/C][C]-0.4504[/C][C]0.326907[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=234970&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=234970&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	0.042452	0.3577	0.360813
2	0.07738	0.652	0.258249
3	-0.26191	-2.2069	0.015278
4	-0.054934	-0.4629	0.322433
5	-0.178759	-1.5063	0.068219
6	-0.174972	-1.4743	0.072405
7	-0.133764	-1.1271	0.131745
8	-0.066767	-0.5626	0.287745
9	-0.299222	-2.5213	0.00697
10	-0.153476	-1.2932	0.100065
11	0.058216	0.4905	0.312634
12	0.082601	0.696	0.244347
13	0.086735	0.7308	0.233639
14	0.040536	0.3416	0.366845
15	-0.126594	-1.0667	0.14486
16	-0.042391	-0.3572	0.361004
17	0.110648	0.9323	0.177162
18	-0.028993	-0.2443	0.403853
19	-0.085719	-0.7223	0.236248
20	-0.07969	-0.6715	0.252048
21	-0.169362	-1.4271	0.078971
22	-0.121503	-1.0238	0.154702
23	-0.188553	-1.5888	0.058277
24	-0.038265	-0.3224	0.374039
25	0.171488	1.445	0.076431
26	0.008013	0.0675	0.473178
27	-0.116873	-0.9848	0.164036
28	0.02223	0.1873	0.425976
29	-0.027256	-0.2297	0.409507
30	0.010307	0.0869	0.465517
31	-0.011257	-0.0948	0.462351
32	0.006258	0.0527	0.479048
33	-0.09246	-0.7791	0.219259
34	0.155259	1.3082	0.097507
35	-0.031357	-0.2642	0.396188
36	0.071011	0.5983	0.275756
37	-0.028066	-0.2365	0.406868
38	-0.064965	-0.5474	0.292909
39	-0.073059	-0.6156	0.270062
40	-0.047573	-0.4009	0.344866
41	0.049877	0.4203	0.337777
42	-0.047937	-0.4039	0.343741
43	0.065425	0.5513	0.291585
44	-0.041034	-0.3458	0.365273
45	-0.009271	-0.0781	0.468978
46	0.217737	1.8347	0.035371
47	-0.097243	-0.8194	0.207655
48	-0.053449	-0.4504	0.326907

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