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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 02 Mar 2015 10:11:20 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Mar/02/t14252911415hbd3myeld1r6ce.htm/, Retrieved Fri, 17 May 2024 12:38:58 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=277777, Retrieved Fri, 17 May 2024 12:38:58 +0000

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-       [(Partial) Autocorrelation Function] [] [2015-03-02 10:11:20] [9d11e60232d68c92754922ab1f7d0739] [Current]

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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	2 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277777&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277777&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277777&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.463969	4.5222	9e-06
2	0.247833	2.4156	0.008811
3	-0.013702	-0.1336	0.447019
4	-0.064049	-0.6243	0.266971
5	-0.194721	-1.8979	0.030372
6	-0.243756	-2.3758	0.009758
7	-0.21378	-2.0837	0.019938
8	-0.161765	-1.5767	0.059096
9	-0.158379	-1.5437	0.062994
10	-0.051021	-0.4973	0.310067
11	0.035714	0.3481	0.364267
12	0.007801	0.076	0.469775
13	-0.095312	-0.929	0.177626
14	-0.136096	-1.3265	0.093927
15	-0.0389	-0.3792	0.352711
16	-0.029158	-0.2842	0.388439
17	0.013374	0.1304	0.44828
18	-0.019377	-0.1889	0.4253
19	0.039971	0.3896	0.348855
20	-0.035573	-0.3467	0.364782
21	0.074457	0.7257	0.234899
22	0.112313	1.0947	0.13821
23	0.130091	1.268	0.103954
24	-0.030604	-0.2983	0.383066
25	0.061766	0.602	0.274296
26	-0.109695	-1.0692	0.143851
27	-0.11041	-1.0761	0.142294
28	-0.126346	-1.2315	0.110594
29	-0.093686	-0.9131	0.181741
30	-0.053497	-0.5214	0.301642
31	-0.074194	-0.7232	0.235681
32	0.018372	0.1791	0.429132
33	0.161076	1.57	0.059873
34	0.139943	1.364	0.087896
35	0.049256	0.4801	0.316133
36	-0.030768	-0.2999	0.382459
37	-0.039568	-0.3857	0.350305
38	-0.040473	-0.3945	0.347055
39	-0.082115	-0.8004	0.212751
40	0.014741	0.1437	0.44303
41	0.007684	0.0749	0.470229
42	0.081974	0.799	0.213146
43	0.083141	0.8104	0.209879
44	0.168473	1.6421	0.051941
45	0.062507	0.6092	0.271909
46	-0.01806	-0.176	0.430322
47	-0.074879	-0.7298	0.233644
48	-0.03436	-0.3349	0.369218

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.463969 & 4.5222 & 9e-06 \tabularnewline
2 & 0.247833 & 2.4156 & 0.008811 \tabularnewline
3 & -0.013702 & -0.1336 & 0.447019 \tabularnewline
4 & -0.064049 & -0.6243 & 0.266971 \tabularnewline
5 & -0.194721 & -1.8979 & 0.030372 \tabularnewline
6 & -0.243756 & -2.3758 & 0.009758 \tabularnewline
7 & -0.21378 & -2.0837 & 0.019938 \tabularnewline
8 & -0.161765 & -1.5767 & 0.059096 \tabularnewline
9 & -0.158379 & -1.5437 & 0.062994 \tabularnewline
10 & -0.051021 & -0.4973 & 0.310067 \tabularnewline
11 & 0.035714 & 0.3481 & 0.364267 \tabularnewline
12 & 0.007801 & 0.076 & 0.469775 \tabularnewline
13 & -0.095312 & -0.929 & 0.177626 \tabularnewline
14 & -0.136096 & -1.3265 & 0.093927 \tabularnewline
15 & -0.0389 & -0.3792 & 0.352711 \tabularnewline
16 & -0.029158 & -0.2842 & 0.388439 \tabularnewline
17 & 0.013374 & 0.1304 & 0.44828 \tabularnewline
18 & -0.019377 & -0.1889 & 0.4253 \tabularnewline
19 & 0.039971 & 0.3896 & 0.348855 \tabularnewline
20 & -0.035573 & -0.3467 & 0.364782 \tabularnewline
21 & 0.074457 & 0.7257 & 0.234899 \tabularnewline
22 & 0.112313 & 1.0947 & 0.13821 \tabularnewline
23 & 0.130091 & 1.268 & 0.103954 \tabularnewline
24 & -0.030604 & -0.2983 & 0.383066 \tabularnewline
25 & 0.061766 & 0.602 & 0.274296 \tabularnewline
26 & -0.109695 & -1.0692 & 0.143851 \tabularnewline
27 & -0.11041 & -1.0761 & 0.142294 \tabularnewline
28 & -0.126346 & -1.2315 & 0.110594 \tabularnewline
29 & -0.093686 & -0.9131 & 0.181741 \tabularnewline
30 & -0.053497 & -0.5214 & 0.301642 \tabularnewline
31 & -0.074194 & -0.7232 & 0.235681 \tabularnewline
32 & 0.018372 & 0.1791 & 0.429132 \tabularnewline
33 & 0.161076 & 1.57 & 0.059873 \tabularnewline
34 & 0.139943 & 1.364 & 0.087896 \tabularnewline
35 & 0.049256 & 0.4801 & 0.316133 \tabularnewline
36 & -0.030768 & -0.2999 & 0.382459 \tabularnewline
37 & -0.039568 & -0.3857 & 0.350305 \tabularnewline
38 & -0.040473 & -0.3945 & 0.347055 \tabularnewline
39 & -0.082115 & -0.8004 & 0.212751 \tabularnewline
40 & 0.014741 & 0.1437 & 0.44303 \tabularnewline
41 & 0.007684 & 0.0749 & 0.470229 \tabularnewline
42 & 0.081974 & 0.799 & 0.213146 \tabularnewline
43 & 0.083141 & 0.8104 & 0.209879 \tabularnewline
44 & 0.168473 & 1.6421 & 0.051941 \tabularnewline
45 & 0.062507 & 0.6092 & 0.271909 \tabularnewline
46 & -0.01806 & -0.176 & 0.430322 \tabularnewline
47 & -0.074879 & -0.7298 & 0.233644 \tabularnewline
48 & -0.03436 & -0.3349 & 0.369218 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277777&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]0.463969[/C][C]4.5222[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]0.247833[/C][C]2.4156[/C][C]0.008811[/C][/ROW]
[ROW][C]3[/C][C]-0.013702[/C][C]-0.1336[/C][C]0.447019[/C][/ROW]
[ROW][C]4[/C][C]-0.064049[/C][C]-0.6243[/C][C]0.266971[/C][/ROW]
[ROW][C]5[/C][C]-0.194721[/C][C]-1.8979[/C][C]0.030372[/C][/ROW]
[ROW][C]6[/C][C]-0.243756[/C][C]-2.3758[/C][C]0.009758[/C][/ROW]
[ROW][C]7[/C][C]-0.21378[/C][C]-2.0837[/C][C]0.019938[/C][/ROW]
[ROW][C]8[/C][C]-0.161765[/C][C]-1.5767[/C][C]0.059096[/C][/ROW]
[ROW][C]9[/C][C]-0.158379[/C][C]-1.5437[/C][C]0.062994[/C][/ROW]
[ROW][C]10[/C][C]-0.051021[/C][C]-0.4973[/C][C]0.310067[/C][/ROW]
[ROW][C]11[/C][C]0.035714[/C][C]0.3481[/C][C]0.364267[/C][/ROW]
[ROW][C]12[/C][C]0.007801[/C][C]0.076[/C][C]0.469775[/C][/ROW]
[ROW][C]13[/C][C]-0.095312[/C][C]-0.929[/C][C]0.177626[/C][/ROW]
[ROW][C]14[/C][C]-0.136096[/C][C]-1.3265[/C][C]0.093927[/C][/ROW]
[ROW][C]15[/C][C]-0.0389[/C][C]-0.3792[/C][C]0.352711[/C][/ROW]
[ROW][C]16[/C][C]-0.029158[/C][C]-0.2842[/C][C]0.388439[/C][/ROW]
[ROW][C]17[/C][C]0.013374[/C][C]0.1304[/C][C]0.44828[/C][/ROW]
[ROW][C]18[/C][C]-0.019377[/C][C]-0.1889[/C][C]0.4253[/C][/ROW]
[ROW][C]19[/C][C]0.039971[/C][C]0.3896[/C][C]0.348855[/C][/ROW]
[ROW][C]20[/C][C]-0.035573[/C][C]-0.3467[/C][C]0.364782[/C][/ROW]
[ROW][C]21[/C][C]0.074457[/C][C]0.7257[/C][C]0.234899[/C][/ROW]
[ROW][C]22[/C][C]0.112313[/C][C]1.0947[/C][C]0.13821[/C][/ROW]
[ROW][C]23[/C][C]0.130091[/C][C]1.268[/C][C]0.103954[/C][/ROW]
[ROW][C]24[/C][C]-0.030604[/C][C]-0.2983[/C][C]0.383066[/C][/ROW]
[ROW][C]25[/C][C]0.061766[/C][C]0.602[/C][C]0.274296[/C][/ROW]
[ROW][C]26[/C][C]-0.109695[/C][C]-1.0692[/C][C]0.143851[/C][/ROW]
[ROW][C]27[/C][C]-0.11041[/C][C]-1.0761[/C][C]0.142294[/C][/ROW]
[ROW][C]28[/C][C]-0.126346[/C][C]-1.2315[/C][C]0.110594[/C][/ROW]
[ROW][C]29[/C][C]-0.093686[/C][C]-0.9131[/C][C]0.181741[/C][/ROW]
[ROW][C]30[/C][C]-0.053497[/C][C]-0.5214[/C][C]0.301642[/C][/ROW]
[ROW][C]31[/C][C]-0.074194[/C][C]-0.7232[/C][C]0.235681[/C][/ROW]
[ROW][C]32[/C][C]0.018372[/C][C]0.1791[/C][C]0.429132[/C][/ROW]
[ROW][C]33[/C][C]0.161076[/C][C]1.57[/C][C]0.059873[/C][/ROW]
[ROW][C]34[/C][C]0.139943[/C][C]1.364[/C][C]0.087896[/C][/ROW]
[ROW][C]35[/C][C]0.049256[/C][C]0.4801[/C][C]0.316133[/C][/ROW]
[ROW][C]36[/C][C]-0.030768[/C][C]-0.2999[/C][C]0.382459[/C][/ROW]
[ROW][C]37[/C][C]-0.039568[/C][C]-0.3857[/C][C]0.350305[/C][/ROW]
[ROW][C]38[/C][C]-0.040473[/C][C]-0.3945[/C][C]0.347055[/C][/ROW]
[ROW][C]39[/C][C]-0.082115[/C][C]-0.8004[/C][C]0.212751[/C][/ROW]
[ROW][C]40[/C][C]0.014741[/C][C]0.1437[/C][C]0.44303[/C][/ROW]
[ROW][C]41[/C][C]0.007684[/C][C]0.0749[/C][C]0.470229[/C][/ROW]
[ROW][C]42[/C][C]0.081974[/C][C]0.799[/C][C]0.213146[/C][/ROW]
[ROW][C]43[/C][C]0.083141[/C][C]0.8104[/C][C]0.209879[/C][/ROW]
[ROW][C]44[/C][C]0.168473[/C][C]1.6421[/C][C]0.051941[/C][/ROW]
[ROW][C]45[/C][C]0.062507[/C][C]0.6092[/C][C]0.271909[/C][/ROW]
[ROW][C]46[/C][C]-0.01806[/C][C]-0.176[/C][C]0.430322[/C][/ROW]
[ROW][C]47[/C][C]-0.074879[/C][C]-0.7298[/C][C]0.233644[/C][/ROW]
[ROW][C]48[/C][C]-0.03436[/C][C]-0.3349[/C][C]0.369218[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277777&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277777&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	0.463969	4.5222	9e-06
2	0.247833	2.4156	0.008811
3	-0.013702	-0.1336	0.447019
4	-0.064049	-0.6243	0.266971
5	-0.194721	-1.8979	0.030372
6	-0.243756	-2.3758	0.009758
7	-0.21378	-2.0837	0.019938
8	-0.161765	-1.5767	0.059096
9	-0.158379	-1.5437	0.062994
10	-0.051021	-0.4973	0.310067
11	0.035714	0.3481	0.364267
12	0.007801	0.076	0.469775
13	-0.095312	-0.929	0.177626
14	-0.136096	-1.3265	0.093927
15	-0.0389	-0.3792	0.352711
16	-0.029158	-0.2842	0.388439
17	0.013374	0.1304	0.44828
18	-0.019377	-0.1889	0.4253
19	0.039971	0.3896	0.348855
20	-0.035573	-0.3467	0.364782
21	0.074457	0.7257	0.234899
22	0.112313	1.0947	0.13821
23	0.130091	1.268	0.103954
24	-0.030604	-0.2983	0.383066
25	0.061766	0.602	0.274296
26	-0.109695	-1.0692	0.143851
27	-0.11041	-1.0761	0.142294
28	-0.126346	-1.2315	0.110594
29	-0.093686	-0.9131	0.181741
30	-0.053497	-0.5214	0.301642
31	-0.074194	-0.7232	0.235681
32	0.018372	0.1791	0.429132
33	0.161076	1.57	0.059873
34	0.139943	1.364	0.087896
35	0.049256	0.4801	0.316133
36	-0.030768	-0.2999	0.382459
37	-0.039568	-0.3857	0.350305
38	-0.040473	-0.3945	0.347055
39	-0.082115	-0.8004	0.212751
40	0.014741	0.1437	0.44303
41	0.007684	0.0749	0.470229
42	0.081974	0.799	0.213146
43	0.083141	0.8104	0.209879
44	0.168473	1.6421	0.051941
45	0.062507	0.6092	0.271909
46	-0.01806	-0.176	0.430322
47	-0.074879	-0.7298	0.233644
48	-0.03436	-0.3349	0.369218

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.463969	4.5222	9e-06
2	0.041499	0.4045	0.343385
3	-0.182761	-1.7813	0.039027
4	-0.004601	-0.0448	0.482161
5	-0.154784	-1.5087	0.067353
6	-0.130509	-1.272	0.10323
7	-0.020514	-0.2	0.420973
8	-0.051758	-0.5045	0.307547
9	-0.11552	-1.1259	0.131512
10	0.044458	0.4333	0.332882
11	0.028403	0.2768	0.391254
12	-0.131636	-1.283	0.101301
13	-0.164478	-1.6031	0.056113
14	-0.09929	-0.9678	0.167812
15	0.048607	0.4738	0.318377
16	-0.055466	-0.5406	0.295019
17	-0.011711	-0.1141	0.45468
18	-0.096482	-0.9404	0.174701
19	-0.016377	-0.1596	0.436759
20	-0.129546	-1.2627	0.104901
21	0.086569	0.8438	0.200459
22	0.037551	0.366	0.357589
23	-0.030567	-0.2979	0.383202
24	-0.14483	-1.4116	0.080664
25	0.153338	1.4946	0.069172
26	-0.270397	-2.6355	0.004906
27	-0.105534	-1.0286	0.153136
28	0.055262	0.5386	0.295701
29	-0.107206	-1.0449	0.149356
30	-0.033158	-0.3232	0.373632
31	-0.061903	-0.6034	0.273854
32	-0.026475	-0.258	0.398466
33	0.080223	0.7819	0.218103
34	-0.081454	-0.7939	0.214612
35	-0.106479	-1.0378	0.150992
36	-0.092976	-0.9062	0.183557
37	-0.048962	-0.4772	0.31715
38	-0.046673	-0.4549	0.325105
39	-0.059498	-0.5799	0.281673
40	-0.033801	-0.3295	0.37127
41	-0.077094	-0.7514	0.227129
42	0.054132	0.5276	0.2995
43	0.027634	0.2693	0.394124
44	-0.070694	-0.689	0.246239
45	-0.091532	-0.8921	0.187286
46	-0.078652	-0.7666	0.222609
47	-0.026536	-0.2586	0.398234
48	0.021469	0.2093	0.417349

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.463969 & 4.5222 & 9e-06 \tabularnewline
2 & 0.041499 & 0.4045 & 0.343385 \tabularnewline
3 & -0.182761 & -1.7813 & 0.039027 \tabularnewline
4 & -0.004601 & -0.0448 & 0.482161 \tabularnewline
5 & -0.154784 & -1.5087 & 0.067353 \tabularnewline
6 & -0.130509 & -1.272 & 0.10323 \tabularnewline
7 & -0.020514 & -0.2 & 0.420973 \tabularnewline
8 & -0.051758 & -0.5045 & 0.307547 \tabularnewline
9 & -0.11552 & -1.1259 & 0.131512 \tabularnewline
10 & 0.044458 & 0.4333 & 0.332882 \tabularnewline
11 & 0.028403 & 0.2768 & 0.391254 \tabularnewline
12 & -0.131636 & -1.283 & 0.101301 \tabularnewline
13 & -0.164478 & -1.6031 & 0.056113 \tabularnewline
14 & -0.09929 & -0.9678 & 0.167812 \tabularnewline
15 & 0.048607 & 0.4738 & 0.318377 \tabularnewline
16 & -0.055466 & -0.5406 & 0.295019 \tabularnewline
17 & -0.011711 & -0.1141 & 0.45468 \tabularnewline
18 & -0.096482 & -0.9404 & 0.174701 \tabularnewline
19 & -0.016377 & -0.1596 & 0.436759 \tabularnewline
20 & -0.129546 & -1.2627 & 0.104901 \tabularnewline
21 & 0.086569 & 0.8438 & 0.200459 \tabularnewline
22 & 0.037551 & 0.366 & 0.357589 \tabularnewline
23 & -0.030567 & -0.2979 & 0.383202 \tabularnewline
24 & -0.14483 & -1.4116 & 0.080664 \tabularnewline
25 & 0.153338 & 1.4946 & 0.069172 \tabularnewline
26 & -0.270397 & -2.6355 & 0.004906 \tabularnewline
27 & -0.105534 & -1.0286 & 0.153136 \tabularnewline
28 & 0.055262 & 0.5386 & 0.295701 \tabularnewline
29 & -0.107206 & -1.0449 & 0.149356 \tabularnewline
30 & -0.033158 & -0.3232 & 0.373632 \tabularnewline
31 & -0.061903 & -0.6034 & 0.273854 \tabularnewline
32 & -0.026475 & -0.258 & 0.398466 \tabularnewline
33 & 0.080223 & 0.7819 & 0.218103 \tabularnewline
34 & -0.081454 & -0.7939 & 0.214612 \tabularnewline
35 & -0.106479 & -1.0378 & 0.150992 \tabularnewline
36 & -0.092976 & -0.9062 & 0.183557 \tabularnewline
37 & -0.048962 & -0.4772 & 0.31715 \tabularnewline
38 & -0.046673 & -0.4549 & 0.325105 \tabularnewline
39 & -0.059498 & -0.5799 & 0.281673 \tabularnewline
40 & -0.033801 & -0.3295 & 0.37127 \tabularnewline
41 & -0.077094 & -0.7514 & 0.227129 \tabularnewline
42 & 0.054132 & 0.5276 & 0.2995 \tabularnewline
43 & 0.027634 & 0.2693 & 0.394124 \tabularnewline
44 & -0.070694 & -0.689 & 0.246239 \tabularnewline
45 & -0.091532 & -0.8921 & 0.187286 \tabularnewline
46 & -0.078652 & -0.7666 & 0.222609 \tabularnewline
47 & -0.026536 & -0.2586 & 0.398234 \tabularnewline
48 & 0.021469 & 0.2093 & 0.417349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277777&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]0.463969[/C][C]4.5222[/C][C]9e-06[/C][/ROW]
[ROW][C]2[/C][C]0.041499[/C][C]0.4045[/C][C]0.343385[/C][/ROW]
[ROW][C]3[/C][C]-0.182761[/C][C]-1.7813[/C][C]0.039027[/C][/ROW]
[ROW][C]4[/C][C]-0.004601[/C][C]-0.0448[/C][C]0.482161[/C][/ROW]
[ROW][C]5[/C][C]-0.154784[/C][C]-1.5087[/C][C]0.067353[/C][/ROW]
[ROW][C]6[/C][C]-0.130509[/C][C]-1.272[/C][C]0.10323[/C][/ROW]
[ROW][C]7[/C][C]-0.020514[/C][C]-0.2[/C][C]0.420973[/C][/ROW]
[ROW][C]8[/C][C]-0.051758[/C][C]-0.5045[/C][C]0.307547[/C][/ROW]
[ROW][C]9[/C][C]-0.11552[/C][C]-1.1259[/C][C]0.131512[/C][/ROW]
[ROW][C]10[/C][C]0.044458[/C][C]0.4333[/C][C]0.332882[/C][/ROW]
[ROW][C]11[/C][C]0.028403[/C][C]0.2768[/C][C]0.391254[/C][/ROW]
[ROW][C]12[/C][C]-0.131636[/C][C]-1.283[/C][C]0.101301[/C][/ROW]
[ROW][C]13[/C][C]-0.164478[/C][C]-1.6031[/C][C]0.056113[/C][/ROW]
[ROW][C]14[/C][C]-0.09929[/C][C]-0.9678[/C][C]0.167812[/C][/ROW]
[ROW][C]15[/C][C]0.048607[/C][C]0.4738[/C][C]0.318377[/C][/ROW]
[ROW][C]16[/C][C]-0.055466[/C][C]-0.5406[/C][C]0.295019[/C][/ROW]
[ROW][C]17[/C][C]-0.011711[/C][C]-0.1141[/C][C]0.45468[/C][/ROW]
[ROW][C]18[/C][C]-0.096482[/C][C]-0.9404[/C][C]0.174701[/C][/ROW]
[ROW][C]19[/C][C]-0.016377[/C][C]-0.1596[/C][C]0.436759[/C][/ROW]
[ROW][C]20[/C][C]-0.129546[/C][C]-1.2627[/C][C]0.104901[/C][/ROW]
[ROW][C]21[/C][C]0.086569[/C][C]0.8438[/C][C]0.200459[/C][/ROW]
[ROW][C]22[/C][C]0.037551[/C][C]0.366[/C][C]0.357589[/C][/ROW]
[ROW][C]23[/C][C]-0.030567[/C][C]-0.2979[/C][C]0.383202[/C][/ROW]
[ROW][C]24[/C][C]-0.14483[/C][C]-1.4116[/C][C]0.080664[/C][/ROW]
[ROW][C]25[/C][C]0.153338[/C][C]1.4946[/C][C]0.069172[/C][/ROW]
[ROW][C]26[/C][C]-0.270397[/C][C]-2.6355[/C][C]0.004906[/C][/ROW]
[ROW][C]27[/C][C]-0.105534[/C][C]-1.0286[/C][C]0.153136[/C][/ROW]
[ROW][C]28[/C][C]0.055262[/C][C]0.5386[/C][C]0.295701[/C][/ROW]
[ROW][C]29[/C][C]-0.107206[/C][C]-1.0449[/C][C]0.149356[/C][/ROW]
[ROW][C]30[/C][C]-0.033158[/C][C]-0.3232[/C][C]0.373632[/C][/ROW]
[ROW][C]31[/C][C]-0.061903[/C][C]-0.6034[/C][C]0.273854[/C][/ROW]
[ROW][C]32[/C][C]-0.026475[/C][C]-0.258[/C][C]0.398466[/C][/ROW]
[ROW][C]33[/C][C]0.080223[/C][C]0.7819[/C][C]0.218103[/C][/ROW]
[ROW][C]34[/C][C]-0.081454[/C][C]-0.7939[/C][C]0.214612[/C][/ROW]
[ROW][C]35[/C][C]-0.106479[/C][C]-1.0378[/C][C]0.150992[/C][/ROW]
[ROW][C]36[/C][C]-0.092976[/C][C]-0.9062[/C][C]0.183557[/C][/ROW]
[ROW][C]37[/C][C]-0.048962[/C][C]-0.4772[/C][C]0.31715[/C][/ROW]
[ROW][C]38[/C][C]-0.046673[/C][C]-0.4549[/C][C]0.325105[/C][/ROW]
[ROW][C]39[/C][C]-0.059498[/C][C]-0.5799[/C][C]0.281673[/C][/ROW]
[ROW][C]40[/C][C]-0.033801[/C][C]-0.3295[/C][C]0.37127[/C][/ROW]
[ROW][C]41[/C][C]-0.077094[/C][C]-0.7514[/C][C]0.227129[/C][/ROW]
[ROW][C]42[/C][C]0.054132[/C][C]0.5276[/C][C]0.2995[/C][/ROW]
[ROW][C]43[/C][C]0.027634[/C][C]0.2693[/C][C]0.394124[/C][/ROW]
[ROW][C]44[/C][C]-0.070694[/C][C]-0.689[/C][C]0.246239[/C][/ROW]
[ROW][C]45[/C][C]-0.091532[/C][C]-0.8921[/C][C]0.187286[/C][/ROW]
[ROW][C]46[/C][C]-0.078652[/C][C]-0.7666[/C][C]0.222609[/C][/ROW]
[ROW][C]47[/C][C]-0.026536[/C][C]-0.2586[/C][C]0.398234[/C][/ROW]
[ROW][C]48[/C][C]0.021469[/C][C]0.2093[/C][C]0.417349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277777&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277777&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	0.463969	4.5222	9e-06
2	0.041499	0.4045	0.343385
3	-0.182761	-1.7813	0.039027
4	-0.004601	-0.0448	0.482161
5	-0.154784	-1.5087	0.067353
6	-0.130509	-1.272	0.10323
7	-0.020514	-0.2	0.420973
8	-0.051758	-0.5045	0.307547
9	-0.11552	-1.1259	0.131512
10	0.044458	0.4333	0.332882
11	0.028403	0.2768	0.391254
12	-0.131636	-1.283	0.101301
13	-0.164478	-1.6031	0.056113
14	-0.09929	-0.9678	0.167812
15	0.048607	0.4738	0.318377
16	-0.055466	-0.5406	0.295019
17	-0.011711	-0.1141	0.45468
18	-0.096482	-0.9404	0.174701
19	-0.016377	-0.1596	0.436759
20	-0.129546	-1.2627	0.104901
21	0.086569	0.8438	0.200459
22	0.037551	0.366	0.357589
23	-0.030567	-0.2979	0.383202
24	-0.14483	-1.4116	0.080664
25	0.153338	1.4946	0.069172
26	-0.270397	-2.6355	0.004906
27	-0.105534	-1.0286	0.153136
28	0.055262	0.5386	0.295701
29	-0.107206	-1.0449	0.149356
30	-0.033158	-0.3232	0.373632
31	-0.061903	-0.6034	0.273854
32	-0.026475	-0.258	0.398466
33	0.080223	0.7819	0.218103
34	-0.081454	-0.7939	0.214612
35	-0.106479	-1.0378	0.150992
36	-0.092976	-0.9062	0.183557
37	-0.048962	-0.4772	0.31715
38	-0.046673	-0.4549	0.325105
39	-0.059498	-0.5799	0.281673
40	-0.033801	-0.3295	0.37127
41	-0.077094	-0.7514	0.227129
42	0.054132	0.5276	0.2995
43	0.027634	0.2693	0.394124
44	-0.070694	-0.689	0.246239
45	-0.091532	-0.8921	0.187286
46	-0.078652	-0.7666	0.222609
47	-0.026536	-0.2586	0.398234
48	0.021469	0.2093	0.417349

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