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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 15 Aug 2016 18:05:42 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Aug/15/t1471280800dwxxerak9xn8y8j.htm/, Retrieved Sun, 28 Apr 2024 06:43:48 +0200

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Sun, 28 Apr 2024 06:43:48 +0200

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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	1 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

\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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
R Framework error message & Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[ROW][C]R Framework error message[/C][C]Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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	1 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.024238	0.2644	0.395964
2	-0.106814	-1.1652	0.123133
3	-0.157458	-1.7177	0.04423
4	-0.00113	-0.0123	0.495094
5	-0.000753	-0.0082	0.49673
6	-0.088403	-0.9644	0.168411
7	-0.063443	-0.6921	0.245117
8	-0.045692	-0.4984	0.309546
9	-0.181714	-1.9823	0.024877
10	-0.105219	-1.1478	0.126677
11	0.055466	0.6051	0.273145
12	0.809327	8.8287	0
13	0.008676	0.0946	0.462376
14	-0.086166	-0.94	0.174571
15	-0.136302	-1.4869	0.069845
16	0.03429	0.3741	0.354513
17	0.042478	0.4634	0.321969
18	-0.097197	-1.0603	0.145579
19	-0.108481	-1.1834	0.119506
20	-0.101542	-1.1077	0.135115
21	-0.178565	-1.9479	0.02689
22	-0.13842	-1.51	0.066849
23	0.058569	0.6389	0.262053
24	0.650775	7.0991	0
25	-0.006368	-0.0695	0.472366
26	-0.077662	-0.8472	0.199294
27	-0.120509	-1.3146	0.095587
28	0.061379	0.6696	0.252216
29	0.09594	1.0466	0.148708
30	-0.09094	-0.992	0.161595
31	-0.140161	-1.529	0.064462
32	-0.142961	-1.5595	0.060764
33	-0.149845	-1.6346	0.052386
34	-0.176596	-1.9264	0.028217
35	0.027615	0.3012	0.381879
36	0.516657	5.6361	0
37	-0.025154	-0.2744	0.392128
38	-0.073718	-0.8042	0.211452
39	-0.089158	-0.9726	0.166364
40	0.093458	1.0195	0.155014
41	0.135366	1.4767	0.071203
42	-0.079594	-0.8683	0.193497
43	-0.141547	-1.5441	0.06261
44	-0.128483	-1.4016	0.081822
45	-0.129919	-1.4173	0.079511
46	-0.181874	-1.984	0.024778
47	0.000941	0.0103	0.495912
48	0.389703	4.2512	2.1e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.024238 & 0.2644 & 0.395964 \tabularnewline
2 & -0.106814 & -1.1652 & 0.123133 \tabularnewline
3 & -0.157458 & -1.7177 & 0.04423 \tabularnewline
4 & -0.00113 & -0.0123 & 0.495094 \tabularnewline
5 & -0.000753 & -0.0082 & 0.49673 \tabularnewline
6 & -0.088403 & -0.9644 & 0.168411 \tabularnewline
7 & -0.063443 & -0.6921 & 0.245117 \tabularnewline
8 & -0.045692 & -0.4984 & 0.309546 \tabularnewline
9 & -0.181714 & -1.9823 & 0.024877 \tabularnewline
10 & -0.105219 & -1.1478 & 0.126677 \tabularnewline
11 & 0.055466 & 0.6051 & 0.273145 \tabularnewline
12 & 0.809327 & 8.8287 & 0 \tabularnewline
13 & 0.008676 & 0.0946 & 0.462376 \tabularnewline
14 & -0.086166 & -0.94 & 0.174571 \tabularnewline
15 & -0.136302 & -1.4869 & 0.069845 \tabularnewline
16 & 0.03429 & 0.3741 & 0.354513 \tabularnewline
17 & 0.042478 & 0.4634 & 0.321969 \tabularnewline
18 & -0.097197 & -1.0603 & 0.145579 \tabularnewline
19 & -0.108481 & -1.1834 & 0.119506 \tabularnewline
20 & -0.101542 & -1.1077 & 0.135115 \tabularnewline
21 & -0.178565 & -1.9479 & 0.02689 \tabularnewline
22 & -0.13842 & -1.51 & 0.066849 \tabularnewline
23 & 0.058569 & 0.6389 & 0.262053 \tabularnewline
24 & 0.650775 & 7.0991 & 0 \tabularnewline
25 & -0.006368 & -0.0695 & 0.472366 \tabularnewline
26 & -0.077662 & -0.8472 & 0.199294 \tabularnewline
27 & -0.120509 & -1.3146 & 0.095587 \tabularnewline
28 & 0.061379 & 0.6696 & 0.252216 \tabularnewline
29 & 0.09594 & 1.0466 & 0.148708 \tabularnewline
30 & -0.09094 & -0.992 & 0.161595 \tabularnewline
31 & -0.140161 & -1.529 & 0.064462 \tabularnewline
32 & -0.142961 & -1.5595 & 0.060764 \tabularnewline
33 & -0.149845 & -1.6346 & 0.052386 \tabularnewline
34 & -0.176596 & -1.9264 & 0.028217 \tabularnewline
35 & 0.027615 & 0.3012 & 0.381879 \tabularnewline
36 & 0.516657 & 5.6361 & 0 \tabularnewline
37 & -0.025154 & -0.2744 & 0.392128 \tabularnewline
38 & -0.073718 & -0.8042 & 0.211452 \tabularnewline
39 & -0.089158 & -0.9726 & 0.166364 \tabularnewline
40 & 0.093458 & 1.0195 & 0.155014 \tabularnewline
41 & 0.135366 & 1.4767 & 0.071203 \tabularnewline
42 & -0.079594 & -0.8683 & 0.193497 \tabularnewline
43 & -0.141547 & -1.5441 & 0.06261 \tabularnewline
44 & -0.128483 & -1.4016 & 0.081822 \tabularnewline
45 & -0.129919 & -1.4173 & 0.079511 \tabularnewline
46 & -0.181874 & -1.984 & 0.024778 \tabularnewline
47 & 0.000941 & 0.0103 & 0.495912 \tabularnewline
48 & 0.389703 & 4.2512 & 2.1e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.024238[/C][C]0.2644[/C][C]0.395964[/C][/ROW]
[ROW][C]2[/C][C]-0.106814[/C][C]-1.1652[/C][C]0.123133[/C][/ROW]
[ROW][C]3[/C][C]-0.157458[/C][C]-1.7177[/C][C]0.04423[/C][/ROW]
[ROW][C]4[/C][C]-0.00113[/C][C]-0.0123[/C][C]0.495094[/C][/ROW]
[ROW][C]5[/C][C]-0.000753[/C][C]-0.0082[/C][C]0.49673[/C][/ROW]
[ROW][C]6[/C][C]-0.088403[/C][C]-0.9644[/C][C]0.168411[/C][/ROW]
[ROW][C]7[/C][C]-0.063443[/C][C]-0.6921[/C][C]0.245117[/C][/ROW]
[ROW][C]8[/C][C]-0.045692[/C][C]-0.4984[/C][C]0.309546[/C][/ROW]
[ROW][C]9[/C][C]-0.181714[/C][C]-1.9823[/C][C]0.024877[/C][/ROW]
[ROW][C]10[/C][C]-0.105219[/C][C]-1.1478[/C][C]0.126677[/C][/ROW]
[ROW][C]11[/C][C]0.055466[/C][C]0.6051[/C][C]0.273145[/C][/ROW]
[ROW][C]12[/C][C]0.809327[/C][C]8.8287[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.008676[/C][C]0.0946[/C][C]0.462376[/C][/ROW]
[ROW][C]14[/C][C]-0.086166[/C][C]-0.94[/C][C]0.174571[/C][/ROW]
[ROW][C]15[/C][C]-0.136302[/C][C]-1.4869[/C][C]0.069845[/C][/ROW]
[ROW][C]16[/C][C]0.03429[/C][C]0.3741[/C][C]0.354513[/C][/ROW]
[ROW][C]17[/C][C]0.042478[/C][C]0.4634[/C][C]0.321969[/C][/ROW]
[ROW][C]18[/C][C]-0.097197[/C][C]-1.0603[/C][C]0.145579[/C][/ROW]
[ROW][C]19[/C][C]-0.108481[/C][C]-1.1834[/C][C]0.119506[/C][/ROW]
[ROW][C]20[/C][C]-0.101542[/C][C]-1.1077[/C][C]0.135115[/C][/ROW]
[ROW][C]21[/C][C]-0.178565[/C][C]-1.9479[/C][C]0.02689[/C][/ROW]
[ROW][C]22[/C][C]-0.13842[/C][C]-1.51[/C][C]0.066849[/C][/ROW]
[ROW][C]23[/C][C]0.058569[/C][C]0.6389[/C][C]0.262053[/C][/ROW]
[ROW][C]24[/C][C]0.650775[/C][C]7.0991[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.006368[/C][C]-0.0695[/C][C]0.472366[/C][/ROW]
[ROW][C]26[/C][C]-0.077662[/C][C]-0.8472[/C][C]0.199294[/C][/ROW]
[ROW][C]27[/C][C]-0.120509[/C][C]-1.3146[/C][C]0.095587[/C][/ROW]
[ROW][C]28[/C][C]0.061379[/C][C]0.6696[/C][C]0.252216[/C][/ROW]
[ROW][C]29[/C][C]0.09594[/C][C]1.0466[/C][C]0.148708[/C][/ROW]
[ROW][C]30[/C][C]-0.09094[/C][C]-0.992[/C][C]0.161595[/C][/ROW]
[ROW][C]31[/C][C]-0.140161[/C][C]-1.529[/C][C]0.064462[/C][/ROW]
[ROW][C]32[/C][C]-0.142961[/C][C]-1.5595[/C][C]0.060764[/C][/ROW]
[ROW][C]33[/C][C]-0.149845[/C][C]-1.6346[/C][C]0.052386[/C][/ROW]
[ROW][C]34[/C][C]-0.176596[/C][C]-1.9264[/C][C]0.028217[/C][/ROW]
[ROW][C]35[/C][C]0.027615[/C][C]0.3012[/C][C]0.381879[/C][/ROW]
[ROW][C]36[/C][C]0.516657[/C][C]5.6361[/C][C]0[/C][/ROW]
[ROW][C]37[/C][C]-0.025154[/C][C]-0.2744[/C][C]0.392128[/C][/ROW]
[ROW][C]38[/C][C]-0.073718[/C][C]-0.8042[/C][C]0.211452[/C][/ROW]
[ROW][C]39[/C][C]-0.089158[/C][C]-0.9726[/C][C]0.166364[/C][/ROW]
[ROW][C]40[/C][C]0.093458[/C][C]1.0195[/C][C]0.155014[/C][/ROW]
[ROW][C]41[/C][C]0.135366[/C][C]1.4767[/C][C]0.071203[/C][/ROW]
[ROW][C]42[/C][C]-0.079594[/C][C]-0.8683[/C][C]0.193497[/C][/ROW]
[ROW][C]43[/C][C]-0.141547[/C][C]-1.5441[/C][C]0.06261[/C][/ROW]
[ROW][C]44[/C][C]-0.128483[/C][C]-1.4016[/C][C]0.081822[/C][/ROW]
[ROW][C]45[/C][C]-0.129919[/C][C]-1.4173[/C][C]0.079511[/C][/ROW]
[ROW][C]46[/C][C]-0.181874[/C][C]-1.984[/C][C]0.024778[/C][/ROW]
[ROW][C]47[/C][C]0.000941[/C][C]0.0103[/C][C]0.495912[/C][/ROW]
[ROW][C]48[/C][C]0.389703[/C][C]4.2512[/C][C]2.1e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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	0.024238	0.2644	0.395964
2	-0.106814	-1.1652	0.123133
3	-0.157458	-1.7177	0.04423
4	-0.00113	-0.0123	0.495094
5	-0.000753	-0.0082	0.49673
6	-0.088403	-0.9644	0.168411
7	-0.063443	-0.6921	0.245117
8	-0.045692	-0.4984	0.309546
9	-0.181714	-1.9823	0.024877
10	-0.105219	-1.1478	0.126677
11	0.055466	0.6051	0.273145
12	0.809327	8.8287	0
13	0.008676	0.0946	0.462376
14	-0.086166	-0.94	0.174571
15	-0.136302	-1.4869	0.069845
16	0.03429	0.3741	0.354513
17	0.042478	0.4634	0.321969
18	-0.097197	-1.0603	0.145579
19	-0.108481	-1.1834	0.119506
20	-0.101542	-1.1077	0.135115
21	-0.178565	-1.9479	0.02689
22	-0.13842	-1.51	0.066849
23	0.058569	0.6389	0.262053
24	0.650775	7.0991	0
25	-0.006368	-0.0695	0.472366
26	-0.077662	-0.8472	0.199294
27	-0.120509	-1.3146	0.095587
28	0.061379	0.6696	0.252216
29	0.09594	1.0466	0.148708
30	-0.09094	-0.992	0.161595
31	-0.140161	-1.529	0.064462
32	-0.142961	-1.5595	0.060764
33	-0.149845	-1.6346	0.052386
34	-0.176596	-1.9264	0.028217
35	0.027615	0.3012	0.381879
36	0.516657	5.6361	0
37	-0.025154	-0.2744	0.392128
38	-0.073718	-0.8042	0.211452
39	-0.089158	-0.9726	0.166364
40	0.093458	1.0195	0.155014
41	0.135366	1.4767	0.071203
42	-0.079594	-0.8683	0.193497
43	-0.141547	-1.5441	0.06261
44	-0.128483	-1.4016	0.081822
45	-0.129919	-1.4173	0.079511
46	-0.181874	-1.984	0.024778
47	0.000941	0.0103	0.495912
48	0.389703	4.2512	2.1e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.024238	0.2644	0.395964
2	-0.107465	-1.1723	0.121708
3	-0.153852	-1.6783	0.047954
4	-0.007066	-0.0771	0.469344
5	-0.034614	-0.3776	0.353203
6	-0.117496	-1.2817	0.101214
7	-0.070647	-0.7707	0.221216
8	-0.077586	-0.8464	0.199525
9	-0.24628	-2.6866	0.004126
10	-0.173357	-1.8911	0.030521
11	-0.047908	-0.5226	0.301105
12	0.784422	8.557	0
13	0.025552	0.2787	0.390465
14	0.055858	0.6093	0.271732
15	-0.021224	-0.2315	0.40865
16	-0.021531	-0.2349	0.407354
17	-0.015718	-0.1715	0.432074
18	-0.04581	-0.4997	0.309095
19	-0.031988	-0.3489	0.363872
20	-0.091608	-0.9993	0.159832
21	0.013287	0.1449	0.442498
22	-0.143099	-1.561	0.060587
23	-0.051321	-0.5598	0.288318
24	-0.021141	-0.2306	0.409004
25	-0.022565	-0.2462	0.402992
26	-0.030783	-0.3358	0.368807
27	-0.041257	-0.4501	0.326743
28	-0.032186	-0.3511	0.363063
29	0.031846	0.3474	0.364452
30	0.023232	0.2534	0.400186
31	-0.032211	-0.3514	0.362961
32	-0.035304	-0.3851	0.350418
33	0.043668	0.4764	0.317344
34	-0.096779	-1.0557	0.146614
35	-0.113268	-1.2356	0.109519
36	-0.031818	-0.3471	0.364569
37	-0.06078	-0.663	0.254298
38	-0.039176	-0.4274	0.334946
39	0.015415	0.1682	0.433371
40	-0.004021	-0.0439	0.482543
41	-0.027849	-0.3038	0.380907
42	-0.00566	-0.0617	0.475436
43	-0.000296	-0.0032	0.498714
44	0.063776	0.6957	0.243983
45	-0.009783	-0.1067	0.457594
46	0.029896	0.3261	0.372452
47	-0.032688	-0.3566	0.361018
48	-0.05523	-0.6025	0.273996

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.024238 & 0.2644 & 0.395964 \tabularnewline
2 & -0.107465 & -1.1723 & 0.121708 \tabularnewline
3 & -0.153852 & -1.6783 & 0.047954 \tabularnewline
4 & -0.007066 & -0.0771 & 0.469344 \tabularnewline
5 & -0.034614 & -0.3776 & 0.353203 \tabularnewline
6 & -0.117496 & -1.2817 & 0.101214 \tabularnewline
7 & -0.070647 & -0.7707 & 0.221216 \tabularnewline
8 & -0.077586 & -0.8464 & 0.199525 \tabularnewline
9 & -0.24628 & -2.6866 & 0.004126 \tabularnewline
10 & -0.173357 & -1.8911 & 0.030521 \tabularnewline
11 & -0.047908 & -0.5226 & 0.301105 \tabularnewline
12 & 0.784422 & 8.557 & 0 \tabularnewline
13 & 0.025552 & 0.2787 & 0.390465 \tabularnewline
14 & 0.055858 & 0.6093 & 0.271732 \tabularnewline
15 & -0.021224 & -0.2315 & 0.40865 \tabularnewline
16 & -0.021531 & -0.2349 & 0.407354 \tabularnewline
17 & -0.015718 & -0.1715 & 0.432074 \tabularnewline
18 & -0.04581 & -0.4997 & 0.309095 \tabularnewline
19 & -0.031988 & -0.3489 & 0.363872 \tabularnewline
20 & -0.091608 & -0.9993 & 0.159832 \tabularnewline
21 & 0.013287 & 0.1449 & 0.442498 \tabularnewline
22 & -0.143099 & -1.561 & 0.060587 \tabularnewline
23 & -0.051321 & -0.5598 & 0.288318 \tabularnewline
24 & -0.021141 & -0.2306 & 0.409004 \tabularnewline
25 & -0.022565 & -0.2462 & 0.402992 \tabularnewline
26 & -0.030783 & -0.3358 & 0.368807 \tabularnewline
27 & -0.041257 & -0.4501 & 0.326743 \tabularnewline
28 & -0.032186 & -0.3511 & 0.363063 \tabularnewline
29 & 0.031846 & 0.3474 & 0.364452 \tabularnewline
30 & 0.023232 & 0.2534 & 0.400186 \tabularnewline
31 & -0.032211 & -0.3514 & 0.362961 \tabularnewline
32 & -0.035304 & -0.3851 & 0.350418 \tabularnewline
33 & 0.043668 & 0.4764 & 0.317344 \tabularnewline
34 & -0.096779 & -1.0557 & 0.146614 \tabularnewline
35 & -0.113268 & -1.2356 & 0.109519 \tabularnewline
36 & -0.031818 & -0.3471 & 0.364569 \tabularnewline
37 & -0.06078 & -0.663 & 0.254298 \tabularnewline
38 & -0.039176 & -0.4274 & 0.334946 \tabularnewline
39 & 0.015415 & 0.1682 & 0.433371 \tabularnewline
40 & -0.004021 & -0.0439 & 0.482543 \tabularnewline
41 & -0.027849 & -0.3038 & 0.380907 \tabularnewline
42 & -0.00566 & -0.0617 & 0.475436 \tabularnewline
43 & -0.000296 & -0.0032 & 0.498714 \tabularnewline
44 & 0.063776 & 0.6957 & 0.243983 \tabularnewline
45 & -0.009783 & -0.1067 & 0.457594 \tabularnewline
46 & 0.029896 & 0.3261 & 0.372452 \tabularnewline
47 & -0.032688 & -0.3566 & 0.361018 \tabularnewline
48 & -0.05523 & -0.6025 & 0.273996 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]0.024238[/C][C]0.2644[/C][C]0.395964[/C][/ROW]
[ROW][C]2[/C][C]-0.107465[/C][C]-1.1723[/C][C]0.121708[/C][/ROW]
[ROW][C]3[/C][C]-0.153852[/C][C]-1.6783[/C][C]0.047954[/C][/ROW]
[ROW][C]4[/C][C]-0.007066[/C][C]-0.0771[/C][C]0.469344[/C][/ROW]
[ROW][C]5[/C][C]-0.034614[/C][C]-0.3776[/C][C]0.353203[/C][/ROW]
[ROW][C]6[/C][C]-0.117496[/C][C]-1.2817[/C][C]0.101214[/C][/ROW]
[ROW][C]7[/C][C]-0.070647[/C][C]-0.7707[/C][C]0.221216[/C][/ROW]
[ROW][C]8[/C][C]-0.077586[/C][C]-0.8464[/C][C]0.199525[/C][/ROW]
[ROW][C]9[/C][C]-0.24628[/C][C]-2.6866[/C][C]0.004126[/C][/ROW]
[ROW][C]10[/C][C]-0.173357[/C][C]-1.8911[/C][C]0.030521[/C][/ROW]
[ROW][C]11[/C][C]-0.047908[/C][C]-0.5226[/C][C]0.301105[/C][/ROW]
[ROW][C]12[/C][C]0.784422[/C][C]8.557[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.025552[/C][C]0.2787[/C][C]0.390465[/C][/ROW]
[ROW][C]14[/C][C]0.055858[/C][C]0.6093[/C][C]0.271732[/C][/ROW]
[ROW][C]15[/C][C]-0.021224[/C][C]-0.2315[/C][C]0.40865[/C][/ROW]
[ROW][C]16[/C][C]-0.021531[/C][C]-0.2349[/C][C]0.407354[/C][/ROW]
[ROW][C]17[/C][C]-0.015718[/C][C]-0.1715[/C][C]0.432074[/C][/ROW]
[ROW][C]18[/C][C]-0.04581[/C][C]-0.4997[/C][C]0.309095[/C][/ROW]
[ROW][C]19[/C][C]-0.031988[/C][C]-0.3489[/C][C]0.363872[/C][/ROW]
[ROW][C]20[/C][C]-0.091608[/C][C]-0.9993[/C][C]0.159832[/C][/ROW]
[ROW][C]21[/C][C]0.013287[/C][C]0.1449[/C][C]0.442498[/C][/ROW]
[ROW][C]22[/C][C]-0.143099[/C][C]-1.561[/C][C]0.060587[/C][/ROW]
[ROW][C]23[/C][C]-0.051321[/C][C]-0.5598[/C][C]0.288318[/C][/ROW]
[ROW][C]24[/C][C]-0.021141[/C][C]-0.2306[/C][C]0.409004[/C][/ROW]
[ROW][C]25[/C][C]-0.022565[/C][C]-0.2462[/C][C]0.402992[/C][/ROW]
[ROW][C]26[/C][C]-0.030783[/C][C]-0.3358[/C][C]0.368807[/C][/ROW]
[ROW][C]27[/C][C]-0.041257[/C][C]-0.4501[/C][C]0.326743[/C][/ROW]
[ROW][C]28[/C][C]-0.032186[/C][C]-0.3511[/C][C]0.363063[/C][/ROW]
[ROW][C]29[/C][C]0.031846[/C][C]0.3474[/C][C]0.364452[/C][/ROW]
[ROW][C]30[/C][C]0.023232[/C][C]0.2534[/C][C]0.400186[/C][/ROW]
[ROW][C]31[/C][C]-0.032211[/C][C]-0.3514[/C][C]0.362961[/C][/ROW]
[ROW][C]32[/C][C]-0.035304[/C][C]-0.3851[/C][C]0.350418[/C][/ROW]
[ROW][C]33[/C][C]0.043668[/C][C]0.4764[/C][C]0.317344[/C][/ROW]
[ROW][C]34[/C][C]-0.096779[/C][C]-1.0557[/C][C]0.146614[/C][/ROW]
[ROW][C]35[/C][C]-0.113268[/C][C]-1.2356[/C][C]0.109519[/C][/ROW]
[ROW][C]36[/C][C]-0.031818[/C][C]-0.3471[/C][C]0.364569[/C][/ROW]
[ROW][C]37[/C][C]-0.06078[/C][C]-0.663[/C][C]0.254298[/C][/ROW]
[ROW][C]38[/C][C]-0.039176[/C][C]-0.4274[/C][C]0.334946[/C][/ROW]
[ROW][C]39[/C][C]0.015415[/C][C]0.1682[/C][C]0.433371[/C][/ROW]
[ROW][C]40[/C][C]-0.004021[/C][C]-0.0439[/C][C]0.482543[/C][/ROW]
[ROW][C]41[/C][C]-0.027849[/C][C]-0.3038[/C][C]0.380907[/C][/ROW]
[ROW][C]42[/C][C]-0.00566[/C][C]-0.0617[/C][C]0.475436[/C][/ROW]
[ROW][C]43[/C][C]-0.000296[/C][C]-0.0032[/C][C]0.498714[/C][/ROW]
[ROW][C]44[/C][C]0.063776[/C][C]0.6957[/C][C]0.243983[/C][/ROW]
[ROW][C]45[/C][C]-0.009783[/C][C]-0.1067[/C][C]0.457594[/C][/ROW]
[ROW][C]46[/C][C]0.029896[/C][C]0.3261[/C][C]0.372452[/C][/ROW]
[ROW][C]47[/C][C]-0.032688[/C][C]-0.3566[/C][C]0.361018[/C][/ROW]
[ROW][C]48[/C][C]-0.05523[/C][C]-0.6025[/C][C]0.273996[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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	0.024238	0.2644	0.395964
2	-0.107465	-1.1723	0.121708
3	-0.153852	-1.6783	0.047954
4	-0.007066	-0.0771	0.469344
5	-0.034614	-0.3776	0.353203
6	-0.117496	-1.2817	0.101214
7	-0.070647	-0.7707	0.221216
8	-0.077586	-0.8464	0.199525
9	-0.24628	-2.6866	0.004126
10	-0.173357	-1.8911	0.030521
11	-0.047908	-0.5226	0.301105
12	0.784422	8.557	0
13	0.025552	0.2787	0.390465
14	0.055858	0.6093	0.271732
15	-0.021224	-0.2315	0.40865
16	-0.021531	-0.2349	0.407354
17	-0.015718	-0.1715	0.432074
18	-0.04581	-0.4997	0.309095
19	-0.031988	-0.3489	0.363872
20	-0.091608	-0.9993	0.159832
21	0.013287	0.1449	0.442498
22	-0.143099	-1.561	0.060587
23	-0.051321	-0.5598	0.288318
24	-0.021141	-0.2306	0.409004
25	-0.022565	-0.2462	0.402992
26	-0.030783	-0.3358	0.368807
27	-0.041257	-0.4501	0.326743
28	-0.032186	-0.3511	0.363063
29	0.031846	0.3474	0.364452
30	0.023232	0.2534	0.400186
31	-0.032211	-0.3514	0.362961
32	-0.035304	-0.3851	0.350418
33	0.043668	0.4764	0.317344
34	-0.096779	-1.0557	0.146614
35	-0.113268	-1.2356	0.109519
36	-0.031818	-0.3471	0.364569
37	-0.06078	-0.663	0.254298
38	-0.039176	-0.4274	0.334946
39	0.015415	0.1682	0.433371
40	-0.004021	-0.0439	0.482543
41	-0.027849	-0.3038	0.380907
42	-0.00566	-0.0617	0.475436
43	-0.000296	-0.0032	0.498714
44	0.063776	0.6957	0.243983
45	-0.009783	-0.1067	0.457594
46	0.029896	0.3261	0.372452
47	-0.032688	-0.3566	0.361018
48	-0.05523	-0.6025	0.273996

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)
x <- na.omit(x)
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