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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 02 Mar 2015 12:09:34 +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/t1425298307w3w06mfrmugsojd.htm/, Retrieved Fri, 17 May 2024 18:58:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=277792, Retrieved Fri, 17 May 2024 18:58:34 +0000

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Estimated Impact

118

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-       [(Partial) Autocorrelation Function] [] [2015-03-02 12:09:34] [70e23d918d09c907c02097a361cd6415] [Current]

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Dataseries X:

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Boxplots

-23,5
-21,1
-20,9
-20,8
-17,3
-16,1
-14,6
-13,9
-9,7
-9,2
-9
-8,1
-7,6
-7,2
-6,8
-6,6
-6,2
-6
-5,6
-5,6
-5,6
-5,4
-5,1
-5
-4,9
-4,8
-4,8
-4,8
-4,7
-4,1
-3,8
-3,7
-3,4
-3,2
-3,1
-3,1
-3,1
-2,8
-2,4
-2,2
-2
-1,8
-1,7
-1,4
-1,4
-1,3
-0,9
-0,8
-0,5
-0,3
-0,3
-0,1
0,1
0,2
0,2
0,3
0,6
1,5
1,7
1,8
2,5
2,6
2,7
2,8
3,3
3,5
3,6
4,3
4,8
4,8
4,8
5,7
5,8
5,9
6
6,3
6,8
6,8
7
7,4
7,5
7,6
7,8
7,9
8
8,1
8,4
8,4
8,5
8,7
8,7
8,7
8,7
8,8
8,9
9,4

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=277792&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=277792&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277792&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	0.867399	7.9498	0
2	0.755383	6.9232	0
3	0.631873	5.7912	0
4	0.483728	4.4334	1.4e-05
5	0.363377	3.3304	0.000645
6	0.254549	2.333	0.01102
7	0.161167	1.4771	0.071692
8	0.061347	0.5623	0.287721
9	0.025346	0.2323	0.408436
10	-0.004271	-0.0391	0.484433
11	-0.041159	-0.3772	0.353477
12	-0.069273	-0.6349	0.26361
13	-0.086385	-0.7917	0.215373
14	-0.093774	-0.8595	0.196267
15	-0.098926	-0.9067	0.183587
16	-0.10075	-0.9234	0.179225
17	-0.093614	-0.858	0.19667
18	-0.091444	-0.8381	0.202178
19	-0.087789	-0.8046	0.211662
20	-0.084863	-0.7778	0.21944
21	-0.084791	-0.7771	0.219634
22	-0.085635	-0.7849	0.217371
23	-0.083399	-0.7644	0.223396
24	-0.076035	-0.6969	0.243905
25	-0.067059	-0.6146	0.270237
26	-0.06591	-0.6041	0.27371
27	-0.067856	-0.6219	0.267841
28	-0.069545	-0.6374	0.262801
29	-0.075564	-0.6926	0.24525
30	-0.077708	-0.7122	0.239157
31	-0.076418	-0.7004	0.242812
32	-0.077987	-0.7148	0.238368
33	-0.07447	-0.6825	0.248391
34	-0.069832	-0.64	0.261951
35	-0.070912	-0.6499	0.258758
36	-0.074413	-0.682	0.248555
37	-0.082547	-0.7566	0.225716
38	-0.084973	-0.7788	0.219146
39	-0.082181	-0.7532	0.226717
40	-0.081141	-0.7437	0.229575
41	-0.075349	-0.6906	0.245866
42	-0.064	-0.5866	0.279533
43	-0.051636	-0.4733	0.318631
44	-0.034671	-0.3178	0.375725
45	-0.01688	-0.1547	0.438711
46	-0.011635	-0.1066	0.457666
47	-0.001979	-0.0181	0.492788
48	0.01239	0.1136	0.454931

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.867399 & 7.9498 & 0 \tabularnewline
2 & 0.755383 & 6.9232 & 0 \tabularnewline
3 & 0.631873 & 5.7912 & 0 \tabularnewline
4 & 0.483728 & 4.4334 & 1.4e-05 \tabularnewline
5 & 0.363377 & 3.3304 & 0.000645 \tabularnewline
6 & 0.254549 & 2.333 & 0.01102 \tabularnewline
7 & 0.161167 & 1.4771 & 0.071692 \tabularnewline
8 & 0.061347 & 0.5623 & 0.287721 \tabularnewline
9 & 0.025346 & 0.2323 & 0.408436 \tabularnewline
10 & -0.004271 & -0.0391 & 0.484433 \tabularnewline
11 & -0.041159 & -0.3772 & 0.353477 \tabularnewline
12 & -0.069273 & -0.6349 & 0.26361 \tabularnewline
13 & -0.086385 & -0.7917 & 0.215373 \tabularnewline
14 & -0.093774 & -0.8595 & 0.196267 \tabularnewline
15 & -0.098926 & -0.9067 & 0.183587 \tabularnewline
16 & -0.10075 & -0.9234 & 0.179225 \tabularnewline
17 & -0.093614 & -0.858 & 0.19667 \tabularnewline
18 & -0.091444 & -0.8381 & 0.202178 \tabularnewline
19 & -0.087789 & -0.8046 & 0.211662 \tabularnewline
20 & -0.084863 & -0.7778 & 0.21944 \tabularnewline
21 & -0.084791 & -0.7771 & 0.219634 \tabularnewline
22 & -0.085635 & -0.7849 & 0.217371 \tabularnewline
23 & -0.083399 & -0.7644 & 0.223396 \tabularnewline
24 & -0.076035 & -0.6969 & 0.243905 \tabularnewline
25 & -0.067059 & -0.6146 & 0.270237 \tabularnewline
26 & -0.06591 & -0.6041 & 0.27371 \tabularnewline
27 & -0.067856 & -0.6219 & 0.267841 \tabularnewline
28 & -0.069545 & -0.6374 & 0.262801 \tabularnewline
29 & -0.075564 & -0.6926 & 0.24525 \tabularnewline
30 & -0.077708 & -0.7122 & 0.239157 \tabularnewline
31 & -0.076418 & -0.7004 & 0.242812 \tabularnewline
32 & -0.077987 & -0.7148 & 0.238368 \tabularnewline
33 & -0.07447 & -0.6825 & 0.248391 \tabularnewline
34 & -0.069832 & -0.64 & 0.261951 \tabularnewline
35 & -0.070912 & -0.6499 & 0.258758 \tabularnewline
36 & -0.074413 & -0.682 & 0.248555 \tabularnewline
37 & -0.082547 & -0.7566 & 0.225716 \tabularnewline
38 & -0.084973 & -0.7788 & 0.219146 \tabularnewline
39 & -0.082181 & -0.7532 & 0.226717 \tabularnewline
40 & -0.081141 & -0.7437 & 0.229575 \tabularnewline
41 & -0.075349 & -0.6906 & 0.245866 \tabularnewline
42 & -0.064 & -0.5866 & 0.279533 \tabularnewline
43 & -0.051636 & -0.4733 & 0.318631 \tabularnewline
44 & -0.034671 & -0.3178 & 0.375725 \tabularnewline
45 & -0.01688 & -0.1547 & 0.438711 \tabularnewline
46 & -0.011635 & -0.1066 & 0.457666 \tabularnewline
47 & -0.001979 & -0.0181 & 0.492788 \tabularnewline
48 & 0.01239 & 0.1136 & 0.454931 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277792&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]0.867399[/C][C]7.9498[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.755383[/C][C]6.9232[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.631873[/C][C]5.7912[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.483728[/C][C]4.4334[/C][C]1.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.363377[/C][C]3.3304[/C][C]0.000645[/C][/ROW]
[ROW][C]6[/C][C]0.254549[/C][C]2.333[/C][C]0.01102[/C][/ROW]
[ROW][C]7[/C][C]0.161167[/C][C]1.4771[/C][C]0.071692[/C][/ROW]
[ROW][C]8[/C][C]0.061347[/C][C]0.5623[/C][C]0.287721[/C][/ROW]
[ROW][C]9[/C][C]0.025346[/C][C]0.2323[/C][C]0.408436[/C][/ROW]
[ROW][C]10[/C][C]-0.004271[/C][C]-0.0391[/C][C]0.484433[/C][/ROW]
[ROW][C]11[/C][C]-0.041159[/C][C]-0.3772[/C][C]0.353477[/C][/ROW]
[ROW][C]12[/C][C]-0.069273[/C][C]-0.6349[/C][C]0.26361[/C][/ROW]
[ROW][C]13[/C][C]-0.086385[/C][C]-0.7917[/C][C]0.215373[/C][/ROW]
[ROW][C]14[/C][C]-0.093774[/C][C]-0.8595[/C][C]0.196267[/C][/ROW]
[ROW][C]15[/C][C]-0.098926[/C][C]-0.9067[/C][C]0.183587[/C][/ROW]
[ROW][C]16[/C][C]-0.10075[/C][C]-0.9234[/C][C]0.179225[/C][/ROW]
[ROW][C]17[/C][C]-0.093614[/C][C]-0.858[/C][C]0.19667[/C][/ROW]
[ROW][C]18[/C][C]-0.091444[/C][C]-0.8381[/C][C]0.202178[/C][/ROW]
[ROW][C]19[/C][C]-0.087789[/C][C]-0.8046[/C][C]0.211662[/C][/ROW]
[ROW][C]20[/C][C]-0.084863[/C][C]-0.7778[/C][C]0.21944[/C][/ROW]
[ROW][C]21[/C][C]-0.084791[/C][C]-0.7771[/C][C]0.219634[/C][/ROW]
[ROW][C]22[/C][C]-0.085635[/C][C]-0.7849[/C][C]0.217371[/C][/ROW]
[ROW][C]23[/C][C]-0.083399[/C][C]-0.7644[/C][C]0.223396[/C][/ROW]
[ROW][C]24[/C][C]-0.076035[/C][C]-0.6969[/C][C]0.243905[/C][/ROW]
[ROW][C]25[/C][C]-0.067059[/C][C]-0.6146[/C][C]0.270237[/C][/ROW]
[ROW][C]26[/C][C]-0.06591[/C][C]-0.6041[/C][C]0.27371[/C][/ROW]
[ROW][C]27[/C][C]-0.067856[/C][C]-0.6219[/C][C]0.267841[/C][/ROW]
[ROW][C]28[/C][C]-0.069545[/C][C]-0.6374[/C][C]0.262801[/C][/ROW]
[ROW][C]29[/C][C]-0.075564[/C][C]-0.6926[/C][C]0.24525[/C][/ROW]
[ROW][C]30[/C][C]-0.077708[/C][C]-0.7122[/C][C]0.239157[/C][/ROW]
[ROW][C]31[/C][C]-0.076418[/C][C]-0.7004[/C][C]0.242812[/C][/ROW]
[ROW][C]32[/C][C]-0.077987[/C][C]-0.7148[/C][C]0.238368[/C][/ROW]
[ROW][C]33[/C][C]-0.07447[/C][C]-0.6825[/C][C]0.248391[/C][/ROW]
[ROW][C]34[/C][C]-0.069832[/C][C]-0.64[/C][C]0.261951[/C][/ROW]
[ROW][C]35[/C][C]-0.070912[/C][C]-0.6499[/C][C]0.258758[/C][/ROW]
[ROW][C]36[/C][C]-0.074413[/C][C]-0.682[/C][C]0.248555[/C][/ROW]
[ROW][C]37[/C][C]-0.082547[/C][C]-0.7566[/C][C]0.225716[/C][/ROW]
[ROW][C]38[/C][C]-0.084973[/C][C]-0.7788[/C][C]0.219146[/C][/ROW]
[ROW][C]39[/C][C]-0.082181[/C][C]-0.7532[/C][C]0.226717[/C][/ROW]
[ROW][C]40[/C][C]-0.081141[/C][C]-0.7437[/C][C]0.229575[/C][/ROW]
[ROW][C]41[/C][C]-0.075349[/C][C]-0.6906[/C][C]0.245866[/C][/ROW]
[ROW][C]42[/C][C]-0.064[/C][C]-0.5866[/C][C]0.279533[/C][/ROW]
[ROW][C]43[/C][C]-0.051636[/C][C]-0.4733[/C][C]0.318631[/C][/ROW]
[ROW][C]44[/C][C]-0.034671[/C][C]-0.3178[/C][C]0.375725[/C][/ROW]
[ROW][C]45[/C][C]-0.01688[/C][C]-0.1547[/C][C]0.438711[/C][/ROW]
[ROW][C]46[/C][C]-0.011635[/C][C]-0.1066[/C][C]0.457666[/C][/ROW]
[ROW][C]47[/C][C]-0.001979[/C][C]-0.0181[/C][C]0.492788[/C][/ROW]
[ROW][C]48[/C][C]0.01239[/C][C]0.1136[/C][C]0.454931[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277792&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277792&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	0.867399	7.9498	0
2	0.755383	6.9232	0
3	0.631873	5.7912	0
4	0.483728	4.4334	1.4e-05
5	0.363377	3.3304	0.000645
6	0.254549	2.333	0.01102
7	0.161167	1.4771	0.071692
8	0.061347	0.5623	0.287721
9	0.025346	0.2323	0.408436
10	-0.004271	-0.0391	0.484433
11	-0.041159	-0.3772	0.353477
12	-0.069273	-0.6349	0.26361
13	-0.086385	-0.7917	0.215373
14	-0.093774	-0.8595	0.196267
15	-0.098926	-0.9067	0.183587
16	-0.10075	-0.9234	0.179225
17	-0.093614	-0.858	0.19667
18	-0.091444	-0.8381	0.202178
19	-0.087789	-0.8046	0.211662
20	-0.084863	-0.7778	0.21944
21	-0.084791	-0.7771	0.219634
22	-0.085635	-0.7849	0.217371
23	-0.083399	-0.7644	0.223396
24	-0.076035	-0.6969	0.243905
25	-0.067059	-0.6146	0.270237
26	-0.06591	-0.6041	0.27371
27	-0.067856	-0.6219	0.267841
28	-0.069545	-0.6374	0.262801
29	-0.075564	-0.6926	0.24525
30	-0.077708	-0.7122	0.239157
31	-0.076418	-0.7004	0.242812
32	-0.077987	-0.7148	0.238368
33	-0.07447	-0.6825	0.248391
34	-0.069832	-0.64	0.261951
35	-0.070912	-0.6499	0.258758
36	-0.074413	-0.682	0.248555
37	-0.082547	-0.7566	0.225716
38	-0.084973	-0.7788	0.219146
39	-0.082181	-0.7532	0.226717
40	-0.081141	-0.7437	0.229575
41	-0.075349	-0.6906	0.245866
42	-0.064	-0.5866	0.279533
43	-0.051636	-0.4733	0.318631
44	-0.034671	-0.3178	0.375725
45	-0.01688	-0.1547	0.438711
46	-0.011635	-0.1066	0.457666
47	-0.001979	-0.0181	0.492788
48	0.01239	0.1136	0.454931

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.867399	7.9498	0
2	0.01212	0.1111	0.455909
3	-0.104679	-0.9594	0.170055
4	-0.182262	-1.6705	0.049275
5	0.001893	0.0174	0.493098
6	-0.016754	-0.1535	0.439167
7	-0.012917	-0.1184	0.453024
8	-0.125549	-1.1507	0.126565
9	0.163	1.4939	0.069472
10	0.007838	0.0718	0.471452
11	-0.083321	-0.7637	0.223607
12	-0.08683	-0.7958	0.214192
13	0.035991	0.3299	0.371161
14	0.035165	0.3223	0.374014
15	-0.015278	-0.14	0.444487
16	-0.064074	-0.5872	0.279307
17	0.057774	0.5295	0.298925
18	-0.002942	-0.027	0.489277
19	-0.036885	-0.3381	0.368082
20	-0.052555	-0.4817	0.315646
21	0.008559	0.0784	0.468829
22	0.009973	0.0914	0.463696
23	-0.002099	-0.0192	0.492347
24	-0.015285	-0.1401	0.444463
25	0.027479	0.2518	0.400886
26	-0.035598	-0.3263	0.372519
27	-0.041579	-0.3811	0.352052
28	-0.022208	-0.2035	0.419601
29	-0.005696	-0.0522	0.479243
30	0.006887	0.0631	0.474909
31	0.001583	0.0145	0.494231
32	-0.023573	-0.216	0.414738
33	0.018009	0.1651	0.434649
34	-0.014828	-0.1359	0.446111
35	-0.046432	-0.4256	0.335761
36	-0.03062	-0.2806	0.389839
37	-0.023115	-0.2118	0.416369
38	0.019573	0.1794	0.429033
39	0.017017	0.156	0.438219
40	-0.028855	-0.2645	0.396036
41	0.003273	0.03	0.488069
42	0.020761	0.1903	0.424776
43	-0.004415	-0.0405	0.48391
44	0.002473	0.0227	0.490985
45	-0.00047	-0.0043	0.498285
46	-0.030546	-0.28	0.390099
47	0.02645	0.2424	0.404525
48	0.021007	0.1925	0.423896

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.867399 & 7.9498 & 0 \tabularnewline
2 & 0.01212 & 0.1111 & 0.455909 \tabularnewline
3 & -0.104679 & -0.9594 & 0.170055 \tabularnewline
4 & -0.182262 & -1.6705 & 0.049275 \tabularnewline
5 & 0.001893 & 0.0174 & 0.493098 \tabularnewline
6 & -0.016754 & -0.1535 & 0.439167 \tabularnewline
7 & -0.012917 & -0.1184 & 0.453024 \tabularnewline
8 & -0.125549 & -1.1507 & 0.126565 \tabularnewline
9 & 0.163 & 1.4939 & 0.069472 \tabularnewline
10 & 0.007838 & 0.0718 & 0.471452 \tabularnewline
11 & -0.083321 & -0.7637 & 0.223607 \tabularnewline
12 & -0.08683 & -0.7958 & 0.214192 \tabularnewline
13 & 0.035991 & 0.3299 & 0.371161 \tabularnewline
14 & 0.035165 & 0.3223 & 0.374014 \tabularnewline
15 & -0.015278 & -0.14 & 0.444487 \tabularnewline
16 & -0.064074 & -0.5872 & 0.279307 \tabularnewline
17 & 0.057774 & 0.5295 & 0.298925 \tabularnewline
18 & -0.002942 & -0.027 & 0.489277 \tabularnewline
19 & -0.036885 & -0.3381 & 0.368082 \tabularnewline
20 & -0.052555 & -0.4817 & 0.315646 \tabularnewline
21 & 0.008559 & 0.0784 & 0.468829 \tabularnewline
22 & 0.009973 & 0.0914 & 0.463696 \tabularnewline
23 & -0.002099 & -0.0192 & 0.492347 \tabularnewline
24 & -0.015285 & -0.1401 & 0.444463 \tabularnewline
25 & 0.027479 & 0.2518 & 0.400886 \tabularnewline
26 & -0.035598 & -0.3263 & 0.372519 \tabularnewline
27 & -0.041579 & -0.3811 & 0.352052 \tabularnewline
28 & -0.022208 & -0.2035 & 0.419601 \tabularnewline
29 & -0.005696 & -0.0522 & 0.479243 \tabularnewline
30 & 0.006887 & 0.0631 & 0.474909 \tabularnewline
31 & 0.001583 & 0.0145 & 0.494231 \tabularnewline
32 & -0.023573 & -0.216 & 0.414738 \tabularnewline
33 & 0.018009 & 0.1651 & 0.434649 \tabularnewline
34 & -0.014828 & -0.1359 & 0.446111 \tabularnewline
35 & -0.046432 & -0.4256 & 0.335761 \tabularnewline
36 & -0.03062 & -0.2806 & 0.389839 \tabularnewline
37 & -0.023115 & -0.2118 & 0.416369 \tabularnewline
38 & 0.019573 & 0.1794 & 0.429033 \tabularnewline
39 & 0.017017 & 0.156 & 0.438219 \tabularnewline
40 & -0.028855 & -0.2645 & 0.396036 \tabularnewline
41 & 0.003273 & 0.03 & 0.488069 \tabularnewline
42 & 0.020761 & 0.1903 & 0.424776 \tabularnewline
43 & -0.004415 & -0.0405 & 0.48391 \tabularnewline
44 & 0.002473 & 0.0227 & 0.490985 \tabularnewline
45 & -0.00047 & -0.0043 & 0.498285 \tabularnewline
46 & -0.030546 & -0.28 & 0.390099 \tabularnewline
47 & 0.02645 & 0.2424 & 0.404525 \tabularnewline
48 & 0.021007 & 0.1925 & 0.423896 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=277792&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]0.867399[/C][C]7.9498[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.01212[/C][C]0.1111[/C][C]0.455909[/C][/ROW]
[ROW][C]3[/C][C]-0.104679[/C][C]-0.9594[/C][C]0.170055[/C][/ROW]
[ROW][C]4[/C][C]-0.182262[/C][C]-1.6705[/C][C]0.049275[/C][/ROW]
[ROW][C]5[/C][C]0.001893[/C][C]0.0174[/C][C]0.493098[/C][/ROW]
[ROW][C]6[/C][C]-0.016754[/C][C]-0.1535[/C][C]0.439167[/C][/ROW]
[ROW][C]7[/C][C]-0.012917[/C][C]-0.1184[/C][C]0.453024[/C][/ROW]
[ROW][C]8[/C][C]-0.125549[/C][C]-1.1507[/C][C]0.126565[/C][/ROW]
[ROW][C]9[/C][C]0.163[/C][C]1.4939[/C][C]0.069472[/C][/ROW]
[ROW][C]10[/C][C]0.007838[/C][C]0.0718[/C][C]0.471452[/C][/ROW]
[ROW][C]11[/C][C]-0.083321[/C][C]-0.7637[/C][C]0.223607[/C][/ROW]
[ROW][C]12[/C][C]-0.08683[/C][C]-0.7958[/C][C]0.214192[/C][/ROW]
[ROW][C]13[/C][C]0.035991[/C][C]0.3299[/C][C]0.371161[/C][/ROW]
[ROW][C]14[/C][C]0.035165[/C][C]0.3223[/C][C]0.374014[/C][/ROW]
[ROW][C]15[/C][C]-0.015278[/C][C]-0.14[/C][C]0.444487[/C][/ROW]
[ROW][C]16[/C][C]-0.064074[/C][C]-0.5872[/C][C]0.279307[/C][/ROW]
[ROW][C]17[/C][C]0.057774[/C][C]0.5295[/C][C]0.298925[/C][/ROW]
[ROW][C]18[/C][C]-0.002942[/C][C]-0.027[/C][C]0.489277[/C][/ROW]
[ROW][C]19[/C][C]-0.036885[/C][C]-0.3381[/C][C]0.368082[/C][/ROW]
[ROW][C]20[/C][C]-0.052555[/C][C]-0.4817[/C][C]0.315646[/C][/ROW]
[ROW][C]21[/C][C]0.008559[/C][C]0.0784[/C][C]0.468829[/C][/ROW]
[ROW][C]22[/C][C]0.009973[/C][C]0.0914[/C][C]0.463696[/C][/ROW]
[ROW][C]23[/C][C]-0.002099[/C][C]-0.0192[/C][C]0.492347[/C][/ROW]
[ROW][C]24[/C][C]-0.015285[/C][C]-0.1401[/C][C]0.444463[/C][/ROW]
[ROW][C]25[/C][C]0.027479[/C][C]0.2518[/C][C]0.400886[/C][/ROW]
[ROW][C]26[/C][C]-0.035598[/C][C]-0.3263[/C][C]0.372519[/C][/ROW]
[ROW][C]27[/C][C]-0.041579[/C][C]-0.3811[/C][C]0.352052[/C][/ROW]
[ROW][C]28[/C][C]-0.022208[/C][C]-0.2035[/C][C]0.419601[/C][/ROW]
[ROW][C]29[/C][C]-0.005696[/C][C]-0.0522[/C][C]0.479243[/C][/ROW]
[ROW][C]30[/C][C]0.006887[/C][C]0.0631[/C][C]0.474909[/C][/ROW]
[ROW][C]31[/C][C]0.001583[/C][C]0.0145[/C][C]0.494231[/C][/ROW]
[ROW][C]32[/C][C]-0.023573[/C][C]-0.216[/C][C]0.414738[/C][/ROW]
[ROW][C]33[/C][C]0.018009[/C][C]0.1651[/C][C]0.434649[/C][/ROW]
[ROW][C]34[/C][C]-0.014828[/C][C]-0.1359[/C][C]0.446111[/C][/ROW]
[ROW][C]35[/C][C]-0.046432[/C][C]-0.4256[/C][C]0.335761[/C][/ROW]
[ROW][C]36[/C][C]-0.03062[/C][C]-0.2806[/C][C]0.389839[/C][/ROW]
[ROW][C]37[/C][C]-0.023115[/C][C]-0.2118[/C][C]0.416369[/C][/ROW]
[ROW][C]38[/C][C]0.019573[/C][C]0.1794[/C][C]0.429033[/C][/ROW]
[ROW][C]39[/C][C]0.017017[/C][C]0.156[/C][C]0.438219[/C][/ROW]
[ROW][C]40[/C][C]-0.028855[/C][C]-0.2645[/C][C]0.396036[/C][/ROW]
[ROW][C]41[/C][C]0.003273[/C][C]0.03[/C][C]0.488069[/C][/ROW]
[ROW][C]42[/C][C]0.020761[/C][C]0.1903[/C][C]0.424776[/C][/ROW]
[ROW][C]43[/C][C]-0.004415[/C][C]-0.0405[/C][C]0.48391[/C][/ROW]
[ROW][C]44[/C][C]0.002473[/C][C]0.0227[/C][C]0.490985[/C][/ROW]
[ROW][C]45[/C][C]-0.00047[/C][C]-0.0043[/C][C]0.498285[/C][/ROW]
[ROW][C]46[/C][C]-0.030546[/C][C]-0.28[/C][C]0.390099[/C][/ROW]
[ROW][C]47[/C][C]0.02645[/C][C]0.2424[/C][C]0.404525[/C][/ROW]
[ROW][C]48[/C][C]0.021007[/C][C]0.1925[/C][C]0.423896[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=277792&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=277792&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	0.867399	7.9498	0
2	0.01212	0.1111	0.455909
3	-0.104679	-0.9594	0.170055
4	-0.182262	-1.6705	0.049275
5	0.001893	0.0174	0.493098
6	-0.016754	-0.1535	0.439167
7	-0.012917	-0.1184	0.453024
8	-0.125549	-1.1507	0.126565
9	0.163	1.4939	0.069472
10	0.007838	0.0718	0.471452
11	-0.083321	-0.7637	0.223607
12	-0.08683	-0.7958	0.214192
13	0.035991	0.3299	0.371161
14	0.035165	0.3223	0.374014
15	-0.015278	-0.14	0.444487
16	-0.064074	-0.5872	0.279307
17	0.057774	0.5295	0.298925
18	-0.002942	-0.027	0.489277
19	-0.036885	-0.3381	0.368082
20	-0.052555	-0.4817	0.315646
21	0.008559	0.0784	0.468829
22	0.009973	0.0914	0.463696
23	-0.002099	-0.0192	0.492347
24	-0.015285	-0.1401	0.444463
25	0.027479	0.2518	0.400886
26	-0.035598	-0.3263	0.372519
27	-0.041579	-0.3811	0.352052
28	-0.022208	-0.2035	0.419601
29	-0.005696	-0.0522	0.479243
30	0.006887	0.0631	0.474909
31	0.001583	0.0145	0.494231
32	-0.023573	-0.216	0.414738
33	0.018009	0.1651	0.434649
34	-0.014828	-0.1359	0.446111
35	-0.046432	-0.4256	0.335761
36	-0.03062	-0.2806	0.389839
37	-0.023115	-0.2118	0.416369
38	0.019573	0.1794	0.429033
39	0.017017	0.156	0.438219
40	-0.028855	-0.2645	0.396036
41	0.003273	0.03	0.488069
42	0.020761	0.1903	0.424776
43	-0.004415	-0.0405	0.48391
44	0.002473	0.0227	0.490985
45	-0.00047	-0.0043	0.498285
46	-0.030546	-0.28	0.390099
47	0.02645	0.2424	0.404525
48	0.021007	0.1925	0.423896

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 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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