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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 08 Dec 2016 21:48:46 +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/Dec/08/t1481230175nbnsjnc4efr8kpz.htm/, Retrieved Sun, 28 Apr 2024 08:47:48 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298395, Retrieved Sun, 28 Apr 2024 08:47:48 +0000

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-       [(Partial) Autocorrelation Function] [autocorrelatie D=1] [2016-12-08 20:48:46] [d900f94b3f64e304b47af1531cb36401] [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	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298395&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

2 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298395&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298395&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.411645	4.1777	3.1e-05
2	-0.025036	-0.2541	0.399968
3	0.007081	0.0719	0.471426
4	0.075946	0.7708	0.221304
5	0.052676	0.5346	0.29704
6	-0.095334	-0.9675	0.167773
7	-0.159512	-1.6189	0.054267
8	0.069638	0.7068	0.240659
9	0.15217	1.5444	0.062785
10	-0.110661	-1.1231	0.132006
11	-0.433295	-4.3975	1.3e-05
12	-0.483444	-4.9064	2e-06
13	-0.064592	-0.6555	0.256792
14	-0.007502	-0.0761	0.46973
15	-0.126921	-1.2881	0.100298
16	-0.063795	-0.6474	0.259392
17	0.090756	0.9211	0.179583
18	0.22931	2.3272	0.010954
19	0.163404	1.6584	0.050143
20	-0.044016	-0.4467	0.328008
21	0.080107	0.813	0.209046
22	0.262621	2.6653	0.004466
23	0.188806	1.9162	0.029058
24	0.06102	0.6193	0.268548
25	0.044835	0.455	0.325026
26	0.164875	1.6733	0.048651
27	0.141152	1.4325	0.077509
28	-0.039985	-0.4058	0.342865
29	-0.080491	-0.8169	0.207937
30	-0.068484	-0.695	0.244298
31	-0.016743	-0.1699	0.432701
32	-0.028635	-0.2906	0.385967
33	-0.193002	-1.9588	0.026422
34	-0.107332	-1.0893	0.139281
35	0.091028	0.9238	0.178867
36	-0.023697	-0.2405	0.405212
37	-0.166438	-1.6892	0.047106
38	-0.107829	-1.0943	0.138178
39	-0.005021	-0.051	0.479731
40	0.050851	0.5161	0.303452
41	-0.018084	-0.1835	0.427371
42	-0.091485	-0.9285	0.177668
43	-0.010124	-0.1027	0.459181
44	0.07952	0.807	0.210751
45	0.081371	0.8258	0.205406
46	-0.031001	-0.3146	0.376839
47	-0.094042	-0.9544	0.171053
48	0.065391	0.6637	0.254198

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.411645 & 4.1777 & 3.1e-05 \tabularnewline
2 & -0.025036 & -0.2541 & 0.399968 \tabularnewline
3 & 0.007081 & 0.0719 & 0.471426 \tabularnewline
4 & 0.075946 & 0.7708 & 0.221304 \tabularnewline
5 & 0.052676 & 0.5346 & 0.29704 \tabularnewline
6 & -0.095334 & -0.9675 & 0.167773 \tabularnewline
7 & -0.159512 & -1.6189 & 0.054267 \tabularnewline
8 & 0.069638 & 0.7068 & 0.240659 \tabularnewline
9 & 0.15217 & 1.5444 & 0.062785 \tabularnewline
10 & -0.110661 & -1.1231 & 0.132006 \tabularnewline
11 & -0.433295 & -4.3975 & 1.3e-05 \tabularnewline
12 & -0.483444 & -4.9064 & 2e-06 \tabularnewline
13 & -0.064592 & -0.6555 & 0.256792 \tabularnewline
14 & -0.007502 & -0.0761 & 0.46973 \tabularnewline
15 & -0.126921 & -1.2881 & 0.100298 \tabularnewline
16 & -0.063795 & -0.6474 & 0.259392 \tabularnewline
17 & 0.090756 & 0.9211 & 0.179583 \tabularnewline
18 & 0.22931 & 2.3272 & 0.010954 \tabularnewline
19 & 0.163404 & 1.6584 & 0.050143 \tabularnewline
20 & -0.044016 & -0.4467 & 0.328008 \tabularnewline
21 & 0.080107 & 0.813 & 0.209046 \tabularnewline
22 & 0.262621 & 2.6653 & 0.004466 \tabularnewline
23 & 0.188806 & 1.9162 & 0.029058 \tabularnewline
24 & 0.06102 & 0.6193 & 0.268548 \tabularnewline
25 & 0.044835 & 0.455 & 0.325026 \tabularnewline
26 & 0.164875 & 1.6733 & 0.048651 \tabularnewline
27 & 0.141152 & 1.4325 & 0.077509 \tabularnewline
28 & -0.039985 & -0.4058 & 0.342865 \tabularnewline
29 & -0.080491 & -0.8169 & 0.207937 \tabularnewline
30 & -0.068484 & -0.695 & 0.244298 \tabularnewline
31 & -0.016743 & -0.1699 & 0.432701 \tabularnewline
32 & -0.028635 & -0.2906 & 0.385967 \tabularnewline
33 & -0.193002 & -1.9588 & 0.026422 \tabularnewline
34 & -0.107332 & -1.0893 & 0.139281 \tabularnewline
35 & 0.091028 & 0.9238 & 0.178867 \tabularnewline
36 & -0.023697 & -0.2405 & 0.405212 \tabularnewline
37 & -0.166438 & -1.6892 & 0.047106 \tabularnewline
38 & -0.107829 & -1.0943 & 0.138178 \tabularnewline
39 & -0.005021 & -0.051 & 0.479731 \tabularnewline
40 & 0.050851 & 0.5161 & 0.303452 \tabularnewline
41 & -0.018084 & -0.1835 & 0.427371 \tabularnewline
42 & -0.091485 & -0.9285 & 0.177668 \tabularnewline
43 & -0.010124 & -0.1027 & 0.459181 \tabularnewline
44 & 0.07952 & 0.807 & 0.210751 \tabularnewline
45 & 0.081371 & 0.8258 & 0.205406 \tabularnewline
46 & -0.031001 & -0.3146 & 0.376839 \tabularnewline
47 & -0.094042 & -0.9544 & 0.171053 \tabularnewline
48 & 0.065391 & 0.6637 & 0.254198 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298395&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]0.411645[/C][C]4.1777[/C][C]3.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.025036[/C][C]-0.2541[/C][C]0.399968[/C][/ROW]
[ROW][C]3[/C][C]0.007081[/C][C]0.0719[/C][C]0.471426[/C][/ROW]
[ROW][C]4[/C][C]0.075946[/C][C]0.7708[/C][C]0.221304[/C][/ROW]
[ROW][C]5[/C][C]0.052676[/C][C]0.5346[/C][C]0.29704[/C][/ROW]
[ROW][C]6[/C][C]-0.095334[/C][C]-0.9675[/C][C]0.167773[/C][/ROW]
[ROW][C]7[/C][C]-0.159512[/C][C]-1.6189[/C][C]0.054267[/C][/ROW]
[ROW][C]8[/C][C]0.069638[/C][C]0.7068[/C][C]0.240659[/C][/ROW]
[ROW][C]9[/C][C]0.15217[/C][C]1.5444[/C][C]0.062785[/C][/ROW]
[ROW][C]10[/C][C]-0.110661[/C][C]-1.1231[/C][C]0.132006[/C][/ROW]
[ROW][C]11[/C][C]-0.433295[/C][C]-4.3975[/C][C]1.3e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.483444[/C][C]-4.9064[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.064592[/C][C]-0.6555[/C][C]0.256792[/C][/ROW]
[ROW][C]14[/C][C]-0.007502[/C][C]-0.0761[/C][C]0.46973[/C][/ROW]
[ROW][C]15[/C][C]-0.126921[/C][C]-1.2881[/C][C]0.100298[/C][/ROW]
[ROW][C]16[/C][C]-0.063795[/C][C]-0.6474[/C][C]0.259392[/C][/ROW]
[ROW][C]17[/C][C]0.090756[/C][C]0.9211[/C][C]0.179583[/C][/ROW]
[ROW][C]18[/C][C]0.22931[/C][C]2.3272[/C][C]0.010954[/C][/ROW]
[ROW][C]19[/C][C]0.163404[/C][C]1.6584[/C][C]0.050143[/C][/ROW]
[ROW][C]20[/C][C]-0.044016[/C][C]-0.4467[/C][C]0.328008[/C][/ROW]
[ROW][C]21[/C][C]0.080107[/C][C]0.813[/C][C]0.209046[/C][/ROW]
[ROW][C]22[/C][C]0.262621[/C][C]2.6653[/C][C]0.004466[/C][/ROW]
[ROW][C]23[/C][C]0.188806[/C][C]1.9162[/C][C]0.029058[/C][/ROW]
[ROW][C]24[/C][C]0.06102[/C][C]0.6193[/C][C]0.268548[/C][/ROW]
[ROW][C]25[/C][C]0.044835[/C][C]0.455[/C][C]0.325026[/C][/ROW]
[ROW][C]26[/C][C]0.164875[/C][C]1.6733[/C][C]0.048651[/C][/ROW]
[ROW][C]27[/C][C]0.141152[/C][C]1.4325[/C][C]0.077509[/C][/ROW]
[ROW][C]28[/C][C]-0.039985[/C][C]-0.4058[/C][C]0.342865[/C][/ROW]
[ROW][C]29[/C][C]-0.080491[/C][C]-0.8169[/C][C]0.207937[/C][/ROW]
[ROW][C]30[/C][C]-0.068484[/C][C]-0.695[/C][C]0.244298[/C][/ROW]
[ROW][C]31[/C][C]-0.016743[/C][C]-0.1699[/C][C]0.432701[/C][/ROW]
[ROW][C]32[/C][C]-0.028635[/C][C]-0.2906[/C][C]0.385967[/C][/ROW]
[ROW][C]33[/C][C]-0.193002[/C][C]-1.9588[/C][C]0.026422[/C][/ROW]
[ROW][C]34[/C][C]-0.107332[/C][C]-1.0893[/C][C]0.139281[/C][/ROW]
[ROW][C]35[/C][C]0.091028[/C][C]0.9238[/C][C]0.178867[/C][/ROW]
[ROW][C]36[/C][C]-0.023697[/C][C]-0.2405[/C][C]0.405212[/C][/ROW]
[ROW][C]37[/C][C]-0.166438[/C][C]-1.6892[/C][C]0.047106[/C][/ROW]
[ROW][C]38[/C][C]-0.107829[/C][C]-1.0943[/C][C]0.138178[/C][/ROW]
[ROW][C]39[/C][C]-0.005021[/C][C]-0.051[/C][C]0.479731[/C][/ROW]
[ROW][C]40[/C][C]0.050851[/C][C]0.5161[/C][C]0.303452[/C][/ROW]
[ROW][C]41[/C][C]-0.018084[/C][C]-0.1835[/C][C]0.427371[/C][/ROW]
[ROW][C]42[/C][C]-0.091485[/C][C]-0.9285[/C][C]0.177668[/C][/ROW]
[ROW][C]43[/C][C]-0.010124[/C][C]-0.1027[/C][C]0.459181[/C][/ROW]
[ROW][C]44[/C][C]0.07952[/C][C]0.807[/C][C]0.210751[/C][/ROW]
[ROW][C]45[/C][C]0.081371[/C][C]0.8258[/C][C]0.205406[/C][/ROW]
[ROW][C]46[/C][C]-0.031001[/C][C]-0.3146[/C][C]0.376839[/C][/ROW]
[ROW][C]47[/C][C]-0.094042[/C][C]-0.9544[/C][C]0.171053[/C][/ROW]
[ROW][C]48[/C][C]0.065391[/C][C]0.6637[/C][C]0.254198[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298395&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298395&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	0.411645	4.1777	3.1e-05
2	-0.025036	-0.2541	0.399968
3	0.007081	0.0719	0.471426
4	0.075946	0.7708	0.221304
5	0.052676	0.5346	0.29704
6	-0.095334	-0.9675	0.167773
7	-0.159512	-1.6189	0.054267
8	0.069638	0.7068	0.240659
9	0.15217	1.5444	0.062785
10	-0.110661	-1.1231	0.132006
11	-0.433295	-4.3975	1.3e-05
12	-0.483444	-4.9064	2e-06
13	-0.064592	-0.6555	0.256792
14	-0.007502	-0.0761	0.46973
15	-0.126921	-1.2881	0.100298
16	-0.063795	-0.6474	0.259392
17	0.090756	0.9211	0.179583
18	0.22931	2.3272	0.010954
19	0.163404	1.6584	0.050143
20	-0.044016	-0.4467	0.328008
21	0.080107	0.813	0.209046
22	0.262621	2.6653	0.004466
23	0.188806	1.9162	0.029058
24	0.06102	0.6193	0.268548
25	0.044835	0.455	0.325026
26	0.164875	1.6733	0.048651
27	0.141152	1.4325	0.077509
28	-0.039985	-0.4058	0.342865
29	-0.080491	-0.8169	0.207937
30	-0.068484	-0.695	0.244298
31	-0.016743	-0.1699	0.432701
32	-0.028635	-0.2906	0.385967
33	-0.193002	-1.9588	0.026422
34	-0.107332	-1.0893	0.139281
35	0.091028	0.9238	0.178867
36	-0.023697	-0.2405	0.405212
37	-0.166438	-1.6892	0.047106
38	-0.107829	-1.0943	0.138178
39	-0.005021	-0.051	0.479731
40	0.050851	0.5161	0.303452
41	-0.018084	-0.1835	0.427371
42	-0.091485	-0.9285	0.177668
43	-0.010124	-0.1027	0.459181
44	0.07952	0.807	0.210751
45	0.081371	0.8258	0.205406
46	-0.031001	-0.3146	0.376839
47	-0.094042	-0.9544	0.171053
48	0.065391	0.6637	0.254198

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.411645	4.1777	3.1e-05
2	-0.234167	-2.3765	0.009662
3	0.148016	1.5022	0.068053
4	0.004465	0.0453	0.481971
5	0.020184	0.2048	0.419047
6	-0.143083	-1.4521	0.074751
7	-0.056687	-0.5753	0.283167
8	0.187021	1.8981	0.030244
9	0.001326	0.0135	0.494646
10	-0.201247	-2.0424	0.021832
11	-0.357126	-3.6244	0.000226
12	-0.292952	-2.9731	0.001835
13	0.236936	2.4046	0.008987
14	-0.147412	-1.4961	0.068847
15	0.073433	0.7453	0.228906
16	-0.031106	-0.3157	0.376437
17	0.01889	0.1917	0.424172
18	0.140832	1.4293	0.077974
19	0.087988	0.893	0.186974
20	0.103039	1.0457	0.149067
21	0.139953	1.4204	0.07926
22	-0.075833	-0.7696	0.221642
23	-0.133769	-1.3576	0.088778
24	-0.065676	-0.6665	0.253279
25	0.205416	2.0847	0.019783
26	0.049077	0.4981	0.309747
27	-0.047296	-0.48	0.316122
28	-0.079	-0.8018	0.212268
29	0.117356	1.191	0.118189
30	0.058215	0.5908	0.277967
31	0.129236	1.3116	0.096285
32	0.039436	0.4002	0.344906
33	-0.042937	-0.4358	0.331962
34	0.016929	0.1718	0.43196
35	0.041934	0.4256	0.33565
36	-0.09052	-0.9187	0.180205
37	0.004083	0.0414	0.483513
38	0.003548	0.036	0.485671
39	-0.08777	-0.8908	0.187564
40	-0.1036	-1.0514	0.147761
41	0.046752	0.4745	0.31808
42	-0.074272	-0.7538	0.22635
43	-0.019054	-0.1934	0.423523
44	-0.118404	-1.2017	0.116124
45	0.060567	0.6147	0.270058
46	0.074144	0.7525	0.226738
47	-0.140767	-1.4286	0.078068
48	-0.083611	-0.8486	0.199046

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.411645 & 4.1777 & 3.1e-05 \tabularnewline
2 & -0.234167 & -2.3765 & 0.009662 \tabularnewline
3 & 0.148016 & 1.5022 & 0.068053 \tabularnewline
4 & 0.004465 & 0.0453 & 0.481971 \tabularnewline
5 & 0.020184 & 0.2048 & 0.419047 \tabularnewline
6 & -0.143083 & -1.4521 & 0.074751 \tabularnewline
7 & -0.056687 & -0.5753 & 0.283167 \tabularnewline
8 & 0.187021 & 1.8981 & 0.030244 \tabularnewline
9 & 0.001326 & 0.0135 & 0.494646 \tabularnewline
10 & -0.201247 & -2.0424 & 0.021832 \tabularnewline
11 & -0.357126 & -3.6244 & 0.000226 \tabularnewline
12 & -0.292952 & -2.9731 & 0.001835 \tabularnewline
13 & 0.236936 & 2.4046 & 0.008987 \tabularnewline
14 & -0.147412 & -1.4961 & 0.068847 \tabularnewline
15 & 0.073433 & 0.7453 & 0.228906 \tabularnewline
16 & -0.031106 & -0.3157 & 0.376437 \tabularnewline
17 & 0.01889 & 0.1917 & 0.424172 \tabularnewline
18 & 0.140832 & 1.4293 & 0.077974 \tabularnewline
19 & 0.087988 & 0.893 & 0.186974 \tabularnewline
20 & 0.103039 & 1.0457 & 0.149067 \tabularnewline
21 & 0.139953 & 1.4204 & 0.07926 \tabularnewline
22 & -0.075833 & -0.7696 & 0.221642 \tabularnewline
23 & -0.133769 & -1.3576 & 0.088778 \tabularnewline
24 & -0.065676 & -0.6665 & 0.253279 \tabularnewline
25 & 0.205416 & 2.0847 & 0.019783 \tabularnewline
26 & 0.049077 & 0.4981 & 0.309747 \tabularnewline
27 & -0.047296 & -0.48 & 0.316122 \tabularnewline
28 & -0.079 & -0.8018 & 0.212268 \tabularnewline
29 & 0.117356 & 1.191 & 0.118189 \tabularnewline
30 & 0.058215 & 0.5908 & 0.277967 \tabularnewline
31 & 0.129236 & 1.3116 & 0.096285 \tabularnewline
32 & 0.039436 & 0.4002 & 0.344906 \tabularnewline
33 & -0.042937 & -0.4358 & 0.331962 \tabularnewline
34 & 0.016929 & 0.1718 & 0.43196 \tabularnewline
35 & 0.041934 & 0.4256 & 0.33565 \tabularnewline
36 & -0.09052 & -0.9187 & 0.180205 \tabularnewline
37 & 0.004083 & 0.0414 & 0.483513 \tabularnewline
38 & 0.003548 & 0.036 & 0.485671 \tabularnewline
39 & -0.08777 & -0.8908 & 0.187564 \tabularnewline
40 & -0.1036 & -1.0514 & 0.147761 \tabularnewline
41 & 0.046752 & 0.4745 & 0.31808 \tabularnewline
42 & -0.074272 & -0.7538 & 0.22635 \tabularnewline
43 & -0.019054 & -0.1934 & 0.423523 \tabularnewline
44 & -0.118404 & -1.2017 & 0.116124 \tabularnewline
45 & 0.060567 & 0.6147 & 0.270058 \tabularnewline
46 & 0.074144 & 0.7525 & 0.226738 \tabularnewline
47 & -0.140767 & -1.4286 & 0.078068 \tabularnewline
48 & -0.083611 & -0.8486 & 0.199046 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298395&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]0.411645[/C][C]4.1777[/C][C]3.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.234167[/C][C]-2.3765[/C][C]0.009662[/C][/ROW]
[ROW][C]3[/C][C]0.148016[/C][C]1.5022[/C][C]0.068053[/C][/ROW]
[ROW][C]4[/C][C]0.004465[/C][C]0.0453[/C][C]0.481971[/C][/ROW]
[ROW][C]5[/C][C]0.020184[/C][C]0.2048[/C][C]0.419047[/C][/ROW]
[ROW][C]6[/C][C]-0.143083[/C][C]-1.4521[/C][C]0.074751[/C][/ROW]
[ROW][C]7[/C][C]-0.056687[/C][C]-0.5753[/C][C]0.283167[/C][/ROW]
[ROW][C]8[/C][C]0.187021[/C][C]1.8981[/C][C]0.030244[/C][/ROW]
[ROW][C]9[/C][C]0.001326[/C][C]0.0135[/C][C]0.494646[/C][/ROW]
[ROW][C]10[/C][C]-0.201247[/C][C]-2.0424[/C][C]0.021832[/C][/ROW]
[ROW][C]11[/C][C]-0.357126[/C][C]-3.6244[/C][C]0.000226[/C][/ROW]
[ROW][C]12[/C][C]-0.292952[/C][C]-2.9731[/C][C]0.001835[/C][/ROW]
[ROW][C]13[/C][C]0.236936[/C][C]2.4046[/C][C]0.008987[/C][/ROW]
[ROW][C]14[/C][C]-0.147412[/C][C]-1.4961[/C][C]0.068847[/C][/ROW]
[ROW][C]15[/C][C]0.073433[/C][C]0.7453[/C][C]0.228906[/C][/ROW]
[ROW][C]16[/C][C]-0.031106[/C][C]-0.3157[/C][C]0.376437[/C][/ROW]
[ROW][C]17[/C][C]0.01889[/C][C]0.1917[/C][C]0.424172[/C][/ROW]
[ROW][C]18[/C][C]0.140832[/C][C]1.4293[/C][C]0.077974[/C][/ROW]
[ROW][C]19[/C][C]0.087988[/C][C]0.893[/C][C]0.186974[/C][/ROW]
[ROW][C]20[/C][C]0.103039[/C][C]1.0457[/C][C]0.149067[/C][/ROW]
[ROW][C]21[/C][C]0.139953[/C][C]1.4204[/C][C]0.07926[/C][/ROW]
[ROW][C]22[/C][C]-0.075833[/C][C]-0.7696[/C][C]0.221642[/C][/ROW]
[ROW][C]23[/C][C]-0.133769[/C][C]-1.3576[/C][C]0.088778[/C][/ROW]
[ROW][C]24[/C][C]-0.065676[/C][C]-0.6665[/C][C]0.253279[/C][/ROW]
[ROW][C]25[/C][C]0.205416[/C][C]2.0847[/C][C]0.019783[/C][/ROW]
[ROW][C]26[/C][C]0.049077[/C][C]0.4981[/C][C]0.309747[/C][/ROW]
[ROW][C]27[/C][C]-0.047296[/C][C]-0.48[/C][C]0.316122[/C][/ROW]
[ROW][C]28[/C][C]-0.079[/C][C]-0.8018[/C][C]0.212268[/C][/ROW]
[ROW][C]29[/C][C]0.117356[/C][C]1.191[/C][C]0.118189[/C][/ROW]
[ROW][C]30[/C][C]0.058215[/C][C]0.5908[/C][C]0.277967[/C][/ROW]
[ROW][C]31[/C][C]0.129236[/C][C]1.3116[/C][C]0.096285[/C][/ROW]
[ROW][C]32[/C][C]0.039436[/C][C]0.4002[/C][C]0.344906[/C][/ROW]
[ROW][C]33[/C][C]-0.042937[/C][C]-0.4358[/C][C]0.331962[/C][/ROW]
[ROW][C]34[/C][C]0.016929[/C][C]0.1718[/C][C]0.43196[/C][/ROW]
[ROW][C]35[/C][C]0.041934[/C][C]0.4256[/C][C]0.33565[/C][/ROW]
[ROW][C]36[/C][C]-0.09052[/C][C]-0.9187[/C][C]0.180205[/C][/ROW]
[ROW][C]37[/C][C]0.004083[/C][C]0.0414[/C][C]0.483513[/C][/ROW]
[ROW][C]38[/C][C]0.003548[/C][C]0.036[/C][C]0.485671[/C][/ROW]
[ROW][C]39[/C][C]-0.08777[/C][C]-0.8908[/C][C]0.187564[/C][/ROW]
[ROW][C]40[/C][C]-0.1036[/C][C]-1.0514[/C][C]0.147761[/C][/ROW]
[ROW][C]41[/C][C]0.046752[/C][C]0.4745[/C][C]0.31808[/C][/ROW]
[ROW][C]42[/C][C]-0.074272[/C][C]-0.7538[/C][C]0.22635[/C][/ROW]
[ROW][C]43[/C][C]-0.019054[/C][C]-0.1934[/C][C]0.423523[/C][/ROW]
[ROW][C]44[/C][C]-0.118404[/C][C]-1.2017[/C][C]0.116124[/C][/ROW]
[ROW][C]45[/C][C]0.060567[/C][C]0.6147[/C][C]0.270058[/C][/ROW]
[ROW][C]46[/C][C]0.074144[/C][C]0.7525[/C][C]0.226738[/C][/ROW]
[ROW][C]47[/C][C]-0.140767[/C][C]-1.4286[/C][C]0.078068[/C][/ROW]
[ROW][C]48[/C][C]-0.083611[/C][C]-0.8486[/C][C]0.199046[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298395&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298395&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	0.411645	4.1777	3.1e-05
2	-0.234167	-2.3765	0.009662
3	0.148016	1.5022	0.068053
4	0.004465	0.0453	0.481971
5	0.020184	0.2048	0.419047
6	-0.143083	-1.4521	0.074751
7	-0.056687	-0.5753	0.283167
8	0.187021	1.8981	0.030244
9	0.001326	0.0135	0.494646
10	-0.201247	-2.0424	0.021832
11	-0.357126	-3.6244	0.000226
12	-0.292952	-2.9731	0.001835
13	0.236936	2.4046	0.008987
14	-0.147412	-1.4961	0.068847
15	0.073433	0.7453	0.228906
16	-0.031106	-0.3157	0.376437
17	0.01889	0.1917	0.424172
18	0.140832	1.4293	0.077974
19	0.087988	0.893	0.186974
20	0.103039	1.0457	0.149067
21	0.139953	1.4204	0.07926
22	-0.075833	-0.7696	0.221642
23	-0.133769	-1.3576	0.088778
24	-0.065676	-0.6665	0.253279
25	0.205416	2.0847	0.019783
26	0.049077	0.4981	0.309747
27	-0.047296	-0.48	0.316122
28	-0.079	-0.8018	0.212268
29	0.117356	1.191	0.118189
30	0.058215	0.5908	0.277967
31	0.129236	1.3116	0.096285
32	0.039436	0.4002	0.344906
33	-0.042937	-0.4358	0.331962
34	0.016929	0.1718	0.43196
35	0.041934	0.4256	0.33565
36	-0.09052	-0.9187	0.180205
37	0.004083	0.0414	0.483513
38	0.003548	0.036	0.485671
39	-0.08777	-0.8908	0.187564
40	-0.1036	-1.0514	0.147761
41	0.046752	0.4745	0.31808
42	-0.074272	-0.7538	0.22635
43	-0.019054	-0.1934	0.423523
44	-0.118404	-1.2017	0.116124
45	0.060567	0.6147	0.270058
46	0.074144	0.7525	0.226738
47	-0.140767	-1.4286	0.078068
48	-0.083611	-0.8486	0.199046

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; 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)
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,'ACF(k)',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,'PACF(k)',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