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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 14 Dec 2016 13:54:03 +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/14/t1481720065yq6tp6wtz89313d.htm/, Retrieved Sat, 04 May 2024 02:46:34 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=299380, Retrieved Sat, 04 May 2024 02:46:34 +0000

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-       [(Partial) Autocorrelation Function] [partial 2 ] [2016-12-14 12:54:03] [d42b2dfaed369a60e2334709a5cede2f] [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=299380&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=299380&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299380&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	-0.295524	-2.97	0.001861
2	-0.359702	-3.615	0.000235
3	0.396928	3.9891	6.3e-05
4	-0.226618	-2.2775	0.012433
5	-0.096773	-0.9726	0.166549
6	0.428443	4.3058	1.9e-05
7	-0.120999	-1.216	0.113404
8	-0.25355	-2.5482	0.006168
9	0.315472	3.1705	0.001008
10	-0.274	-2.7537	0.003495
11	-0.180489	-1.8139	0.036332
12	0.594304	5.9727	0
13	-0.173443	-1.7431	0.042182
14	-0.316018	-3.1759	0.000991
15	0.189002	1.8994	0.030179
16	-0.092585	-0.9305	0.177173
17	-0.105626	-1.0615	0.145491
18	0.248021	2.4926	0.007154
19	-0.030374	-0.3053	0.380401
20	-0.246178	-2.4741	0.007513
21	0.195697	1.9667	0.025979
22	-0.158837	-1.5963	0.056773
23	-0.155937	-1.5672	0.060104
24	0.472125	4.7448	3e-06
25	-0.114068	-1.1464	0.127175
26	-0.292226	-2.9368	0.002054
27	0.189154	1.901	0.030078
28	-0.040606	-0.4081	0.342036
29	-0.122759	-1.2337	0.110086
30	0.255988	2.5727	0.005773
31	-0.04159	-0.418	0.338425
32	-0.224361	-2.2548	0.013152
33	0.225621	2.2675	0.012746
34	-0.187281	-1.8822	0.031347
35	-0.055237	-0.5551	0.290018
36	0.419388	4.2148	2.7e-05
37	-0.207897	-2.0893	0.019595
38	-0.200714	-2.0171	0.023167
39	0.195563	1.9654	0.026058
40	-0.101159	-1.0166	0.155879
41	-0.027238	-0.2737	0.392421
42	0.184798	1.8572	0.033099
43	-0.089957	-0.9041	0.184057
44	-0.105297	-1.0582	0.14624
45	0.129534	1.3018	0.097973
46	-0.113589	-1.1416	0.128168
47	-0.043504	-0.4372	0.331445
48	0.302552	3.0406	0.001504

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.295524 & -2.97 & 0.001861 \tabularnewline
2 & -0.359702 & -3.615 & 0.000235 \tabularnewline
3 & 0.396928 & 3.9891 & 6.3e-05 \tabularnewline
4 & -0.226618 & -2.2775 & 0.012433 \tabularnewline
5 & -0.096773 & -0.9726 & 0.166549 \tabularnewline
6 & 0.428443 & 4.3058 & 1.9e-05 \tabularnewline
7 & -0.120999 & -1.216 & 0.113404 \tabularnewline
8 & -0.25355 & -2.5482 & 0.006168 \tabularnewline
9 & 0.315472 & 3.1705 & 0.001008 \tabularnewline
10 & -0.274 & -2.7537 & 0.003495 \tabularnewline
11 & -0.180489 & -1.8139 & 0.036332 \tabularnewline
12 & 0.594304 & 5.9727 & 0 \tabularnewline
13 & -0.173443 & -1.7431 & 0.042182 \tabularnewline
14 & -0.316018 & -3.1759 & 0.000991 \tabularnewline
15 & 0.189002 & 1.8994 & 0.030179 \tabularnewline
16 & -0.092585 & -0.9305 & 0.177173 \tabularnewline
17 & -0.105626 & -1.0615 & 0.145491 \tabularnewline
18 & 0.248021 & 2.4926 & 0.007154 \tabularnewline
19 & -0.030374 & -0.3053 & 0.380401 \tabularnewline
20 & -0.246178 & -2.4741 & 0.007513 \tabularnewline
21 & 0.195697 & 1.9667 & 0.025979 \tabularnewline
22 & -0.158837 & -1.5963 & 0.056773 \tabularnewline
23 & -0.155937 & -1.5672 & 0.060104 \tabularnewline
24 & 0.472125 & 4.7448 & 3e-06 \tabularnewline
25 & -0.114068 & -1.1464 & 0.127175 \tabularnewline
26 & -0.292226 & -2.9368 & 0.002054 \tabularnewline
27 & 0.189154 & 1.901 & 0.030078 \tabularnewline
28 & -0.040606 & -0.4081 & 0.342036 \tabularnewline
29 & -0.122759 & -1.2337 & 0.110086 \tabularnewline
30 & 0.255988 & 2.5727 & 0.005773 \tabularnewline
31 & -0.04159 & -0.418 & 0.338425 \tabularnewline
32 & -0.224361 & -2.2548 & 0.013152 \tabularnewline
33 & 0.225621 & 2.2675 & 0.012746 \tabularnewline
34 & -0.187281 & -1.8822 & 0.031347 \tabularnewline
35 & -0.055237 & -0.5551 & 0.290018 \tabularnewline
36 & 0.419388 & 4.2148 & 2.7e-05 \tabularnewline
37 & -0.207897 & -2.0893 & 0.019595 \tabularnewline
38 & -0.200714 & -2.0171 & 0.023167 \tabularnewline
39 & 0.195563 & 1.9654 & 0.026058 \tabularnewline
40 & -0.101159 & -1.0166 & 0.155879 \tabularnewline
41 & -0.027238 & -0.2737 & 0.392421 \tabularnewline
42 & 0.184798 & 1.8572 & 0.033099 \tabularnewline
43 & -0.089957 & -0.9041 & 0.184057 \tabularnewline
44 & -0.105297 & -1.0582 & 0.14624 \tabularnewline
45 & 0.129534 & 1.3018 & 0.097973 \tabularnewline
46 & -0.113589 & -1.1416 & 0.128168 \tabularnewline
47 & -0.043504 & -0.4372 & 0.331445 \tabularnewline
48 & 0.302552 & 3.0406 & 0.001504 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299380&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]-0.295524[/C][C]-2.97[/C][C]0.001861[/C][/ROW]
[ROW][C]2[/C][C]-0.359702[/C][C]-3.615[/C][C]0.000235[/C][/ROW]
[ROW][C]3[/C][C]0.396928[/C][C]3.9891[/C][C]6.3e-05[/C][/ROW]
[ROW][C]4[/C][C]-0.226618[/C][C]-2.2775[/C][C]0.012433[/C][/ROW]
[ROW][C]5[/C][C]-0.096773[/C][C]-0.9726[/C][C]0.166549[/C][/ROW]
[ROW][C]6[/C][C]0.428443[/C][C]4.3058[/C][C]1.9e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.120999[/C][C]-1.216[/C][C]0.113404[/C][/ROW]
[ROW][C]8[/C][C]-0.25355[/C][C]-2.5482[/C][C]0.006168[/C][/ROW]
[ROW][C]9[/C][C]0.315472[/C][C]3.1705[/C][C]0.001008[/C][/ROW]
[ROW][C]10[/C][C]-0.274[/C][C]-2.7537[/C][C]0.003495[/C][/ROW]
[ROW][C]11[/C][C]-0.180489[/C][C]-1.8139[/C][C]0.036332[/C][/ROW]
[ROW][C]12[/C][C]0.594304[/C][C]5.9727[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.173443[/C][C]-1.7431[/C][C]0.042182[/C][/ROW]
[ROW][C]14[/C][C]-0.316018[/C][C]-3.1759[/C][C]0.000991[/C][/ROW]
[ROW][C]15[/C][C]0.189002[/C][C]1.8994[/C][C]0.030179[/C][/ROW]
[ROW][C]16[/C][C]-0.092585[/C][C]-0.9305[/C][C]0.177173[/C][/ROW]
[ROW][C]17[/C][C]-0.105626[/C][C]-1.0615[/C][C]0.145491[/C][/ROW]
[ROW][C]18[/C][C]0.248021[/C][C]2.4926[/C][C]0.007154[/C][/ROW]
[ROW][C]19[/C][C]-0.030374[/C][C]-0.3053[/C][C]0.380401[/C][/ROW]
[ROW][C]20[/C][C]-0.246178[/C][C]-2.4741[/C][C]0.007513[/C][/ROW]
[ROW][C]21[/C][C]0.195697[/C][C]1.9667[/C][C]0.025979[/C][/ROW]
[ROW][C]22[/C][C]-0.158837[/C][C]-1.5963[/C][C]0.056773[/C][/ROW]
[ROW][C]23[/C][C]-0.155937[/C][C]-1.5672[/C][C]0.060104[/C][/ROW]
[ROW][C]24[/C][C]0.472125[/C][C]4.7448[/C][C]3e-06[/C][/ROW]
[ROW][C]25[/C][C]-0.114068[/C][C]-1.1464[/C][C]0.127175[/C][/ROW]
[ROW][C]26[/C][C]-0.292226[/C][C]-2.9368[/C][C]0.002054[/C][/ROW]
[ROW][C]27[/C][C]0.189154[/C][C]1.901[/C][C]0.030078[/C][/ROW]
[ROW][C]28[/C][C]-0.040606[/C][C]-0.4081[/C][C]0.342036[/C][/ROW]
[ROW][C]29[/C][C]-0.122759[/C][C]-1.2337[/C][C]0.110086[/C][/ROW]
[ROW][C]30[/C][C]0.255988[/C][C]2.5727[/C][C]0.005773[/C][/ROW]
[ROW][C]31[/C][C]-0.04159[/C][C]-0.418[/C][C]0.338425[/C][/ROW]
[ROW][C]32[/C][C]-0.224361[/C][C]-2.2548[/C][C]0.013152[/C][/ROW]
[ROW][C]33[/C][C]0.225621[/C][C]2.2675[/C][C]0.012746[/C][/ROW]
[ROW][C]34[/C][C]-0.187281[/C][C]-1.8822[/C][C]0.031347[/C][/ROW]
[ROW][C]35[/C][C]-0.055237[/C][C]-0.5551[/C][C]0.290018[/C][/ROW]
[ROW][C]36[/C][C]0.419388[/C][C]4.2148[/C][C]2.7e-05[/C][/ROW]
[ROW][C]37[/C][C]-0.207897[/C][C]-2.0893[/C][C]0.019595[/C][/ROW]
[ROW][C]38[/C][C]-0.200714[/C][C]-2.0171[/C][C]0.023167[/C][/ROW]
[ROW][C]39[/C][C]0.195563[/C][C]1.9654[/C][C]0.026058[/C][/ROW]
[ROW][C]40[/C][C]-0.101159[/C][C]-1.0166[/C][C]0.155879[/C][/ROW]
[ROW][C]41[/C][C]-0.027238[/C][C]-0.2737[/C][C]0.392421[/C][/ROW]
[ROW][C]42[/C][C]0.184798[/C][C]1.8572[/C][C]0.033099[/C][/ROW]
[ROW][C]43[/C][C]-0.089957[/C][C]-0.9041[/C][C]0.184057[/C][/ROW]
[ROW][C]44[/C][C]-0.105297[/C][C]-1.0582[/C][C]0.14624[/C][/ROW]
[ROW][C]45[/C][C]0.129534[/C][C]1.3018[/C][C]0.097973[/C][/ROW]
[ROW][C]46[/C][C]-0.113589[/C][C]-1.1416[/C][C]0.128168[/C][/ROW]
[ROW][C]47[/C][C]-0.043504[/C][C]-0.4372[/C][C]0.331445[/C][/ROW]
[ROW][C]48[/C][C]0.302552[/C][C]3.0406[/C][C]0.001504[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299380&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299380&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	-0.295524	-2.97	0.001861
2	-0.359702	-3.615	0.000235
3	0.396928	3.9891	6.3e-05
4	-0.226618	-2.2775	0.012433
5	-0.096773	-0.9726	0.166549
6	0.428443	4.3058	1.9e-05
7	-0.120999	-1.216	0.113404
8	-0.25355	-2.5482	0.006168
9	0.315472	3.1705	0.001008
10	-0.274	-2.7537	0.003495
11	-0.180489	-1.8139	0.036332
12	0.594304	5.9727	0
13	-0.173443	-1.7431	0.042182
14	-0.316018	-3.1759	0.000991
15	0.189002	1.8994	0.030179
16	-0.092585	-0.9305	0.177173
17	-0.105626	-1.0615	0.145491
18	0.248021	2.4926	0.007154
19	-0.030374	-0.3053	0.380401
20	-0.246178	-2.4741	0.007513
21	0.195697	1.9667	0.025979
22	-0.158837	-1.5963	0.056773
23	-0.155937	-1.5672	0.060104
24	0.472125	4.7448	3e-06
25	-0.114068	-1.1464	0.127175
26	-0.292226	-2.9368	0.002054
27	0.189154	1.901	0.030078
28	-0.040606	-0.4081	0.342036
29	-0.122759	-1.2337	0.110086
30	0.255988	2.5727	0.005773
31	-0.04159	-0.418	0.338425
32	-0.224361	-2.2548	0.013152
33	0.225621	2.2675	0.012746
34	-0.187281	-1.8822	0.031347
35	-0.055237	-0.5551	0.290018
36	0.419388	4.2148	2.7e-05
37	-0.207897	-2.0893	0.019595
38	-0.200714	-2.0171	0.023167
39	0.195563	1.9654	0.026058
40	-0.101159	-1.0166	0.155879
41	-0.027238	-0.2737	0.392421
42	0.184798	1.8572	0.033099
43	-0.089957	-0.9041	0.184057
44	-0.105297	-1.0582	0.14624
45	0.129534	1.3018	0.097973
46	-0.113589	-1.1416	0.128168
47	-0.043504	-0.4372	0.331445
48	0.302552	3.0406	0.001504

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.295524	-2.97	0.001861
2	-0.489814	-4.9226	2e-06
3	0.135229	1.359	0.088582
4	-0.283341	-2.8475	0.002669
5	-0.042926	-0.4314	0.333548
6	0.236627	2.3781	0.009642
7	0.218066	2.1915	0.015355
8	-0.011555	-0.1161	0.453893
9	0.194437	1.9541	0.026729
10	-0.297459	-2.9894	0.001755
11	-0.270699	-2.7205	0.003838
12	0.188032	1.8897	0.030833
13	0.1444	1.4512	0.074911
14	0.025805	0.2593	0.397952
15	-0.221794	-2.229	0.014015
16	-0.071368	-0.7172	0.237441
17	-0.10321	-1.0372	0.151049
18	-0.179836	-1.8073	0.036844
19	-0.022052	-0.2216	0.412531
20	-0.03875	-0.3894	0.348888
21	0.080521	0.8092	0.210143
22	-0.075344	-0.7572	0.225348
23	-0.091092	-0.9155	0.181066
24	0.146551	1.4728	0.071954
25	0.01918	0.1928	0.423768
26	0.000788	0.0079	0.496847
27	0.046439	0.4667	0.320857
28	0.002784	0.028	0.488867
29	-0.080305	-0.8071	0.210765
30	-0.076194	-0.7657	0.222809
31	-0.09398	-0.9445	0.173587
32	-0.065768	-0.661	0.255071
33	0.011753	0.1181	0.453104
34	-0.128645	-1.2929	0.099503
35	0.095492	0.9597	0.169754
36	0.099384	0.9988	0.16014
37	-0.067741	-0.6808	0.248782
38	-0.047464	-0.477	0.317193
39	-0.02139	-0.215	0.415115
40	-0.089707	-0.9015	0.184721
41	0.015805	0.1588	0.437058
42	-0.10629	-1.0682	0.143987
43	0.033914	0.3408	0.366969
44	0.028802	0.2895	0.386411
45	-0.043637	-0.4385	0.330963
46	0.113446	1.1401	0.128467
47	-0.085945	-0.8637	0.19489
48	-0.011284	-0.1134	0.454967

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.295524 & -2.97 & 0.001861 \tabularnewline
2 & -0.489814 & -4.9226 & 2e-06 \tabularnewline
3 & 0.135229 & 1.359 & 0.088582 \tabularnewline
4 & -0.283341 & -2.8475 & 0.002669 \tabularnewline
5 & -0.042926 & -0.4314 & 0.333548 \tabularnewline
6 & 0.236627 & 2.3781 & 0.009642 \tabularnewline
7 & 0.218066 & 2.1915 & 0.015355 \tabularnewline
8 & -0.011555 & -0.1161 & 0.453893 \tabularnewline
9 & 0.194437 & 1.9541 & 0.026729 \tabularnewline
10 & -0.297459 & -2.9894 & 0.001755 \tabularnewline
11 & -0.270699 & -2.7205 & 0.003838 \tabularnewline
12 & 0.188032 & 1.8897 & 0.030833 \tabularnewline
13 & 0.1444 & 1.4512 & 0.074911 \tabularnewline
14 & 0.025805 & 0.2593 & 0.397952 \tabularnewline
15 & -0.221794 & -2.229 & 0.014015 \tabularnewline
16 & -0.071368 & -0.7172 & 0.237441 \tabularnewline
17 & -0.10321 & -1.0372 & 0.151049 \tabularnewline
18 & -0.179836 & -1.8073 & 0.036844 \tabularnewline
19 & -0.022052 & -0.2216 & 0.412531 \tabularnewline
20 & -0.03875 & -0.3894 & 0.348888 \tabularnewline
21 & 0.080521 & 0.8092 & 0.210143 \tabularnewline
22 & -0.075344 & -0.7572 & 0.225348 \tabularnewline
23 & -0.091092 & -0.9155 & 0.181066 \tabularnewline
24 & 0.146551 & 1.4728 & 0.071954 \tabularnewline
25 & 0.01918 & 0.1928 & 0.423768 \tabularnewline
26 & 0.000788 & 0.0079 & 0.496847 \tabularnewline
27 & 0.046439 & 0.4667 & 0.320857 \tabularnewline
28 & 0.002784 & 0.028 & 0.488867 \tabularnewline
29 & -0.080305 & -0.8071 & 0.210765 \tabularnewline
30 & -0.076194 & -0.7657 & 0.222809 \tabularnewline
31 & -0.09398 & -0.9445 & 0.173587 \tabularnewline
32 & -0.065768 & -0.661 & 0.255071 \tabularnewline
33 & 0.011753 & 0.1181 & 0.453104 \tabularnewline
34 & -0.128645 & -1.2929 & 0.099503 \tabularnewline
35 & 0.095492 & 0.9597 & 0.169754 \tabularnewline
36 & 0.099384 & 0.9988 & 0.16014 \tabularnewline
37 & -0.067741 & -0.6808 & 0.248782 \tabularnewline
38 & -0.047464 & -0.477 & 0.317193 \tabularnewline
39 & -0.02139 & -0.215 & 0.415115 \tabularnewline
40 & -0.089707 & -0.9015 & 0.184721 \tabularnewline
41 & 0.015805 & 0.1588 & 0.437058 \tabularnewline
42 & -0.10629 & -1.0682 & 0.143987 \tabularnewline
43 & 0.033914 & 0.3408 & 0.366969 \tabularnewline
44 & 0.028802 & 0.2895 & 0.386411 \tabularnewline
45 & -0.043637 & -0.4385 & 0.330963 \tabularnewline
46 & 0.113446 & 1.1401 & 0.128467 \tabularnewline
47 & -0.085945 & -0.8637 & 0.19489 \tabularnewline
48 & -0.011284 & -0.1134 & 0.454967 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299380&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]-0.295524[/C][C]-2.97[/C][C]0.001861[/C][/ROW]
[ROW][C]2[/C][C]-0.489814[/C][C]-4.9226[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]0.135229[/C][C]1.359[/C][C]0.088582[/C][/ROW]
[ROW][C]4[/C][C]-0.283341[/C][C]-2.8475[/C][C]0.002669[/C][/ROW]
[ROW][C]5[/C][C]-0.042926[/C][C]-0.4314[/C][C]0.333548[/C][/ROW]
[ROW][C]6[/C][C]0.236627[/C][C]2.3781[/C][C]0.009642[/C][/ROW]
[ROW][C]7[/C][C]0.218066[/C][C]2.1915[/C][C]0.015355[/C][/ROW]
[ROW][C]8[/C][C]-0.011555[/C][C]-0.1161[/C][C]0.453893[/C][/ROW]
[ROW][C]9[/C][C]0.194437[/C][C]1.9541[/C][C]0.026729[/C][/ROW]
[ROW][C]10[/C][C]-0.297459[/C][C]-2.9894[/C][C]0.001755[/C][/ROW]
[ROW][C]11[/C][C]-0.270699[/C][C]-2.7205[/C][C]0.003838[/C][/ROW]
[ROW][C]12[/C][C]0.188032[/C][C]1.8897[/C][C]0.030833[/C][/ROW]
[ROW][C]13[/C][C]0.1444[/C][C]1.4512[/C][C]0.074911[/C][/ROW]
[ROW][C]14[/C][C]0.025805[/C][C]0.2593[/C][C]0.397952[/C][/ROW]
[ROW][C]15[/C][C]-0.221794[/C][C]-2.229[/C][C]0.014015[/C][/ROW]
[ROW][C]16[/C][C]-0.071368[/C][C]-0.7172[/C][C]0.237441[/C][/ROW]
[ROW][C]17[/C][C]-0.10321[/C][C]-1.0372[/C][C]0.151049[/C][/ROW]
[ROW][C]18[/C][C]-0.179836[/C][C]-1.8073[/C][C]0.036844[/C][/ROW]
[ROW][C]19[/C][C]-0.022052[/C][C]-0.2216[/C][C]0.412531[/C][/ROW]
[ROW][C]20[/C][C]-0.03875[/C][C]-0.3894[/C][C]0.348888[/C][/ROW]
[ROW][C]21[/C][C]0.080521[/C][C]0.8092[/C][C]0.210143[/C][/ROW]
[ROW][C]22[/C][C]-0.075344[/C][C]-0.7572[/C][C]0.225348[/C][/ROW]
[ROW][C]23[/C][C]-0.091092[/C][C]-0.9155[/C][C]0.181066[/C][/ROW]
[ROW][C]24[/C][C]0.146551[/C][C]1.4728[/C][C]0.071954[/C][/ROW]
[ROW][C]25[/C][C]0.01918[/C][C]0.1928[/C][C]0.423768[/C][/ROW]
[ROW][C]26[/C][C]0.000788[/C][C]0.0079[/C][C]0.496847[/C][/ROW]
[ROW][C]27[/C][C]0.046439[/C][C]0.4667[/C][C]0.320857[/C][/ROW]
[ROW][C]28[/C][C]0.002784[/C][C]0.028[/C][C]0.488867[/C][/ROW]
[ROW][C]29[/C][C]-0.080305[/C][C]-0.8071[/C][C]0.210765[/C][/ROW]
[ROW][C]30[/C][C]-0.076194[/C][C]-0.7657[/C][C]0.222809[/C][/ROW]
[ROW][C]31[/C][C]-0.09398[/C][C]-0.9445[/C][C]0.173587[/C][/ROW]
[ROW][C]32[/C][C]-0.065768[/C][C]-0.661[/C][C]0.255071[/C][/ROW]
[ROW][C]33[/C][C]0.011753[/C][C]0.1181[/C][C]0.453104[/C][/ROW]
[ROW][C]34[/C][C]-0.128645[/C][C]-1.2929[/C][C]0.099503[/C][/ROW]
[ROW][C]35[/C][C]0.095492[/C][C]0.9597[/C][C]0.169754[/C][/ROW]
[ROW][C]36[/C][C]0.099384[/C][C]0.9988[/C][C]0.16014[/C][/ROW]
[ROW][C]37[/C][C]-0.067741[/C][C]-0.6808[/C][C]0.248782[/C][/ROW]
[ROW][C]38[/C][C]-0.047464[/C][C]-0.477[/C][C]0.317193[/C][/ROW]
[ROW][C]39[/C][C]-0.02139[/C][C]-0.215[/C][C]0.415115[/C][/ROW]
[ROW][C]40[/C][C]-0.089707[/C][C]-0.9015[/C][C]0.184721[/C][/ROW]
[ROW][C]41[/C][C]0.015805[/C][C]0.1588[/C][C]0.437058[/C][/ROW]
[ROW][C]42[/C][C]-0.10629[/C][C]-1.0682[/C][C]0.143987[/C][/ROW]
[ROW][C]43[/C][C]0.033914[/C][C]0.3408[/C][C]0.366969[/C][/ROW]
[ROW][C]44[/C][C]0.028802[/C][C]0.2895[/C][C]0.386411[/C][/ROW]
[ROW][C]45[/C][C]-0.043637[/C][C]-0.4385[/C][C]0.330963[/C][/ROW]
[ROW][C]46[/C][C]0.113446[/C][C]1.1401[/C][C]0.128467[/C][/ROW]
[ROW][C]47[/C][C]-0.085945[/C][C]-0.8637[/C][C]0.19489[/C][/ROW]
[ROW][C]48[/C][C]-0.011284[/C][C]-0.1134[/C][C]0.454967[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299380&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299380&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	-0.295524	-2.97	0.001861
2	-0.489814	-4.9226	2e-06
3	0.135229	1.359	0.088582
4	-0.283341	-2.8475	0.002669
5	-0.042926	-0.4314	0.333548
6	0.236627	2.3781	0.009642
7	0.218066	2.1915	0.015355
8	-0.011555	-0.1161	0.453893
9	0.194437	1.9541	0.026729
10	-0.297459	-2.9894	0.001755
11	-0.270699	-2.7205	0.003838
12	0.188032	1.8897	0.030833
13	0.1444	1.4512	0.074911
14	0.025805	0.2593	0.397952
15	-0.221794	-2.229	0.014015
16	-0.071368	-0.7172	0.237441
17	-0.10321	-1.0372	0.151049
18	-0.179836	-1.8073	0.036844
19	-0.022052	-0.2216	0.412531
20	-0.03875	-0.3894	0.348888
21	0.080521	0.8092	0.210143
22	-0.075344	-0.7572	0.225348
23	-0.091092	-0.9155	0.181066
24	0.146551	1.4728	0.071954
25	0.01918	0.1928	0.423768
26	0.000788	0.0079	0.496847
27	0.046439	0.4667	0.320857
28	0.002784	0.028	0.488867
29	-0.080305	-0.8071	0.210765
30	-0.076194	-0.7657	0.222809
31	-0.09398	-0.9445	0.173587
32	-0.065768	-0.661	0.255071
33	0.011753	0.1181	0.453104
34	-0.128645	-1.2929	0.099503
35	0.095492	0.9597	0.169754
36	0.099384	0.9988	0.16014
37	-0.067741	-0.6808	0.248782
38	-0.047464	-0.477	0.317193
39	-0.02139	-0.215	0.415115
40	-0.089707	-0.9015	0.184721
41	0.015805	0.1588	0.437058
42	-0.10629	-1.0682	0.143987
43	0.033914	0.3408	0.366969
44	0.028802	0.2895	0.386411
45	-0.043637	-0.4385	0.330963
46	0.113446	1.1401	0.128467
47	-0.085945	-0.8637	0.19489
48	-0.011284	-0.1134	0.454967

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,'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