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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 14 Dec 2016 13:55:42 +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/Dec/14/t1481720157bu0p1wi26cjizg1.htm/, Retrieved Fri, 03 May 2024 20:00:32 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=299384, Retrieved Fri, 03 May 2024 20:00:32 +0000

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-       [(Partial) Autocorrelation Function] [Partial 3 ] [2016-12-14 12:55:42] [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	1 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 time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299384&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]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=299384&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299384&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.271086	-2.5574	0.006119
2	-0.000271	-0.0026	0.498982
3	0.37989	3.5839	0.000276
4	-0.138799	-1.3094	0.096879
5	0.074438	0.7023	0.242178
6	0.224722	2.12	0.018394
7	-0.163999	-1.5472	0.062687
8	0.048667	0.4591	0.323631
9	0.044472	0.4195	0.337915
10	-0.160608	-1.5152	0.066636
11	0.160659	1.5157	0.066575
12	-0.286538	-2.7032	0.004113
13	-0.092015	-0.8681	0.193846
14	0.033283	0.314	0.377131
15	-0.196731	-1.856	0.033385
16	-0.028394	-0.2679	0.394709
17	-0.043698	-0.4122	0.340574
18	-0.126114	-1.1898	0.118654
19	0.074089	0.699	0.243202
20	-0.114563	-1.0808	0.141355
21	-0.102441	-0.9664	0.168225
22	0.125342	1.1825	0.120083
23	-0.169701	-1.601	0.056465
24	0.014453	0.1363	0.445928
25	0.199313	1.8803	0.031668
26	-0.117401	-1.1076	0.135519
27	0.015941	0.1504	0.440399
28	0.101497	0.9575	0.17045
29	-0.032245	-0.3042	0.380845
30	0.025621	0.2417	0.404781
31	0.045537	0.4296	0.334266
32	-0.073261	-0.6911	0.245637
33	0.143292	1.3518	0.08993
34	-0.124421	-1.1738	0.121806
35	0.085938	0.8107	0.209839
36	0.046446	0.4382	0.331163
37	-0.144706	-1.3652	0.087823
38	0.033158	0.3128	0.377577
39	-0.003058	-0.0288	0.488526
40	-0.08185	-0.7722	0.221031
41	-0.013178	-0.1243	0.450672
42	0.019966	0.1884	0.425512
43	-0.027377	-0.2583	0.398394
44	0.10173	0.9597	0.169897
45	-0.115511	-1.0897	0.139387
46	0.025604	0.2415	0.404842
47	0.069175	0.6526	0.257849
48	-0.045774	-0.4318	0.333453

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.271086 & -2.5574 & 0.006119 \tabularnewline
2 & -0.000271 & -0.0026 & 0.498982 \tabularnewline
3 & 0.37989 & 3.5839 & 0.000276 \tabularnewline
4 & -0.138799 & -1.3094 & 0.096879 \tabularnewline
5 & 0.074438 & 0.7023 & 0.242178 \tabularnewline
6 & 0.224722 & 2.12 & 0.018394 \tabularnewline
7 & -0.163999 & -1.5472 & 0.062687 \tabularnewline
8 & 0.048667 & 0.4591 & 0.323631 \tabularnewline
9 & 0.044472 & 0.4195 & 0.337915 \tabularnewline
10 & -0.160608 & -1.5152 & 0.066636 \tabularnewline
11 & 0.160659 & 1.5157 & 0.066575 \tabularnewline
12 & -0.286538 & -2.7032 & 0.004113 \tabularnewline
13 & -0.092015 & -0.8681 & 0.193846 \tabularnewline
14 & 0.033283 & 0.314 & 0.377131 \tabularnewline
15 & -0.196731 & -1.856 & 0.033385 \tabularnewline
16 & -0.028394 & -0.2679 & 0.394709 \tabularnewline
17 & -0.043698 & -0.4122 & 0.340574 \tabularnewline
18 & -0.126114 & -1.1898 & 0.118654 \tabularnewline
19 & 0.074089 & 0.699 & 0.243202 \tabularnewline
20 & -0.114563 & -1.0808 & 0.141355 \tabularnewline
21 & -0.102441 & -0.9664 & 0.168225 \tabularnewline
22 & 0.125342 & 1.1825 & 0.120083 \tabularnewline
23 & -0.169701 & -1.601 & 0.056465 \tabularnewline
24 & 0.014453 & 0.1363 & 0.445928 \tabularnewline
25 & 0.199313 & 1.8803 & 0.031668 \tabularnewline
26 & -0.117401 & -1.1076 & 0.135519 \tabularnewline
27 & 0.015941 & 0.1504 & 0.440399 \tabularnewline
28 & 0.101497 & 0.9575 & 0.17045 \tabularnewline
29 & -0.032245 & -0.3042 & 0.380845 \tabularnewline
30 & 0.025621 & 0.2417 & 0.404781 \tabularnewline
31 & 0.045537 & 0.4296 & 0.334266 \tabularnewline
32 & -0.073261 & -0.6911 & 0.245637 \tabularnewline
33 & 0.143292 & 1.3518 & 0.08993 \tabularnewline
34 & -0.124421 & -1.1738 & 0.121806 \tabularnewline
35 & 0.085938 & 0.8107 & 0.209839 \tabularnewline
36 & 0.046446 & 0.4382 & 0.331163 \tabularnewline
37 & -0.144706 & -1.3652 & 0.087823 \tabularnewline
38 & 0.033158 & 0.3128 & 0.377577 \tabularnewline
39 & -0.003058 & -0.0288 & 0.488526 \tabularnewline
40 & -0.08185 & -0.7722 & 0.221031 \tabularnewline
41 & -0.013178 & -0.1243 & 0.450672 \tabularnewline
42 & 0.019966 & 0.1884 & 0.425512 \tabularnewline
43 & -0.027377 & -0.2583 & 0.398394 \tabularnewline
44 & 0.10173 & 0.9597 & 0.169897 \tabularnewline
45 & -0.115511 & -1.0897 & 0.139387 \tabularnewline
46 & 0.025604 & 0.2415 & 0.404842 \tabularnewline
47 & 0.069175 & 0.6526 & 0.257849 \tabularnewline
48 & -0.045774 & -0.4318 & 0.333453 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299384&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]-0.271086[/C][C]-2.5574[/C][C]0.006119[/C][/ROW]
[ROW][C]2[/C][C]-0.000271[/C][C]-0.0026[/C][C]0.498982[/C][/ROW]
[ROW][C]3[/C][C]0.37989[/C][C]3.5839[/C][C]0.000276[/C][/ROW]
[ROW][C]4[/C][C]-0.138799[/C][C]-1.3094[/C][C]0.096879[/C][/ROW]
[ROW][C]5[/C][C]0.074438[/C][C]0.7023[/C][C]0.242178[/C][/ROW]
[ROW][C]6[/C][C]0.224722[/C][C]2.12[/C][C]0.018394[/C][/ROW]
[ROW][C]7[/C][C]-0.163999[/C][C]-1.5472[/C][C]0.062687[/C][/ROW]
[ROW][C]8[/C][C]0.048667[/C][C]0.4591[/C][C]0.323631[/C][/ROW]
[ROW][C]9[/C][C]0.044472[/C][C]0.4195[/C][C]0.337915[/C][/ROW]
[ROW][C]10[/C][C]-0.160608[/C][C]-1.5152[/C][C]0.066636[/C][/ROW]
[ROW][C]11[/C][C]0.160659[/C][C]1.5157[/C][C]0.066575[/C][/ROW]
[ROW][C]12[/C][C]-0.286538[/C][C]-2.7032[/C][C]0.004113[/C][/ROW]
[ROW][C]13[/C][C]-0.092015[/C][C]-0.8681[/C][C]0.193846[/C][/ROW]
[ROW][C]14[/C][C]0.033283[/C][C]0.314[/C][C]0.377131[/C][/ROW]
[ROW][C]15[/C][C]-0.196731[/C][C]-1.856[/C][C]0.033385[/C][/ROW]
[ROW][C]16[/C][C]-0.028394[/C][C]-0.2679[/C][C]0.394709[/C][/ROW]
[ROW][C]17[/C][C]-0.043698[/C][C]-0.4122[/C][C]0.340574[/C][/ROW]
[ROW][C]18[/C][C]-0.126114[/C][C]-1.1898[/C][C]0.118654[/C][/ROW]
[ROW][C]19[/C][C]0.074089[/C][C]0.699[/C][C]0.243202[/C][/ROW]
[ROW][C]20[/C][C]-0.114563[/C][C]-1.0808[/C][C]0.141355[/C][/ROW]
[ROW][C]21[/C][C]-0.102441[/C][C]-0.9664[/C][C]0.168225[/C][/ROW]
[ROW][C]22[/C][C]0.125342[/C][C]1.1825[/C][C]0.120083[/C][/ROW]
[ROW][C]23[/C][C]-0.169701[/C][C]-1.601[/C][C]0.056465[/C][/ROW]
[ROW][C]24[/C][C]0.014453[/C][C]0.1363[/C][C]0.445928[/C][/ROW]
[ROW][C]25[/C][C]0.199313[/C][C]1.8803[/C][C]0.031668[/C][/ROW]
[ROW][C]26[/C][C]-0.117401[/C][C]-1.1076[/C][C]0.135519[/C][/ROW]
[ROW][C]27[/C][C]0.015941[/C][C]0.1504[/C][C]0.440399[/C][/ROW]
[ROW][C]28[/C][C]0.101497[/C][C]0.9575[/C][C]0.17045[/C][/ROW]
[ROW][C]29[/C][C]-0.032245[/C][C]-0.3042[/C][C]0.380845[/C][/ROW]
[ROW][C]30[/C][C]0.025621[/C][C]0.2417[/C][C]0.404781[/C][/ROW]
[ROW][C]31[/C][C]0.045537[/C][C]0.4296[/C][C]0.334266[/C][/ROW]
[ROW][C]32[/C][C]-0.073261[/C][C]-0.6911[/C][C]0.245637[/C][/ROW]
[ROW][C]33[/C][C]0.143292[/C][C]1.3518[/C][C]0.08993[/C][/ROW]
[ROW][C]34[/C][C]-0.124421[/C][C]-1.1738[/C][C]0.121806[/C][/ROW]
[ROW][C]35[/C][C]0.085938[/C][C]0.8107[/C][C]0.209839[/C][/ROW]
[ROW][C]36[/C][C]0.046446[/C][C]0.4382[/C][C]0.331163[/C][/ROW]
[ROW][C]37[/C][C]-0.144706[/C][C]-1.3652[/C][C]0.087823[/C][/ROW]
[ROW][C]38[/C][C]0.033158[/C][C]0.3128[/C][C]0.377577[/C][/ROW]
[ROW][C]39[/C][C]-0.003058[/C][C]-0.0288[/C][C]0.488526[/C][/ROW]
[ROW][C]40[/C][C]-0.08185[/C][C]-0.7722[/C][C]0.221031[/C][/ROW]
[ROW][C]41[/C][C]-0.013178[/C][C]-0.1243[/C][C]0.450672[/C][/ROW]
[ROW][C]42[/C][C]0.019966[/C][C]0.1884[/C][C]0.425512[/C][/ROW]
[ROW][C]43[/C][C]-0.027377[/C][C]-0.2583[/C][C]0.398394[/C][/ROW]
[ROW][C]44[/C][C]0.10173[/C][C]0.9597[/C][C]0.169897[/C][/ROW]
[ROW][C]45[/C][C]-0.115511[/C][C]-1.0897[/C][C]0.139387[/C][/ROW]
[ROW][C]46[/C][C]0.025604[/C][C]0.2415[/C][C]0.404842[/C][/ROW]
[ROW][C]47[/C][C]0.069175[/C][C]0.6526[/C][C]0.257849[/C][/ROW]
[ROW][C]48[/C][C]-0.045774[/C][C]-0.4318[/C][C]0.333453[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299384&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299384&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	-0.271086	-2.5574	0.006119
2	-0.000271	-0.0026	0.498982
3	0.37989	3.5839	0.000276
4	-0.138799	-1.3094	0.096879
5	0.074438	0.7023	0.242178
6	0.224722	2.12	0.018394
7	-0.163999	-1.5472	0.062687
8	0.048667	0.4591	0.323631
9	0.044472	0.4195	0.337915
10	-0.160608	-1.5152	0.066636
11	0.160659	1.5157	0.066575
12	-0.286538	-2.7032	0.004113
13	-0.092015	-0.8681	0.193846
14	0.033283	0.314	0.377131
15	-0.196731	-1.856	0.033385
16	-0.028394	-0.2679	0.394709
17	-0.043698	-0.4122	0.340574
18	-0.126114	-1.1898	0.118654
19	0.074089	0.699	0.243202
20	-0.114563	-1.0808	0.141355
21	-0.102441	-0.9664	0.168225
22	0.125342	1.1825	0.120083
23	-0.169701	-1.601	0.056465
24	0.014453	0.1363	0.445928
25	0.199313	1.8803	0.031668
26	-0.117401	-1.1076	0.135519
27	0.015941	0.1504	0.440399
28	0.101497	0.9575	0.17045
29	-0.032245	-0.3042	0.380845
30	0.025621	0.2417	0.404781
31	0.045537	0.4296	0.334266
32	-0.073261	-0.6911	0.245637
33	0.143292	1.3518	0.08993
34	-0.124421	-1.1738	0.121806
35	0.085938	0.8107	0.209839
36	0.046446	0.4382	0.331163
37	-0.144706	-1.3652	0.087823
38	0.033158	0.3128	0.377577
39	-0.003058	-0.0288	0.488526
40	-0.08185	-0.7722	0.221031
41	-0.013178	-0.1243	0.450672
42	0.019966	0.1884	0.425512
43	-0.027377	-0.2583	0.398394
44	0.10173	0.9597	0.169897
45	-0.115511	-1.0897	0.139387
46	0.025604	0.2415	0.404842
47	0.069175	0.6526	0.257849
48	-0.045774	-0.4318	0.333453

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.271086	-2.5574	0.006119
2	-0.079609	-0.751	0.227308
3	0.38911	3.6709	0.000206
4	0.084615	0.7983	0.213422
5	0.057601	0.5434	0.294106
6	0.139932	1.3201	0.09509
7	-0.060352	-0.5694	0.285274
8	-0.084763	-0.7996	0.213022
9	-0.109985	-1.0376	0.151135
10	-0.13937	-1.3148	0.095975
11	0.097182	0.9168	0.180859
12	-0.28957	-2.7318	0.003798
13	-0.192038	-1.8117	0.036704
14	-0.137397	-1.2962	0.099129
15	-0.027782	-0.2621	0.396927
16	0.027075	0.2554	0.399491
17	-0.038092	-0.3594	0.360089
18	0.078406	0.7397	0.23072
19	0.173652	1.6382	0.052452
20	-0.039256	-0.3703	0.356003
21	-0.121769	-1.1488	0.126864
22	-0.038298	-0.3613	0.359364
23	-0.062079	-0.5857	0.279795
24	-0.125706	-1.1859	0.119408
25	0.044636	0.4211	0.33735
26	0.079046	0.7457	0.228901
27	-0.029151	-0.275	0.391972
28	-0.107438	-1.0136	0.156769
29	-0.013606	-0.1284	0.449079
30	-0.018117	-0.1709	0.432338
31	-0.00556	-0.0525	0.479143
32	-0.129361	-1.2204	0.112771
33	0.079726	0.7521	0.226978
34	-0.111745	-1.0542	0.147322
35	0.000361	0.0034	0.498644
36	-0.076563	-0.7223	0.236004
37	-0.029206	-0.2755	0.391775
38	-0.03917	-0.3695	0.356307
39	-0.077336	-0.7296	0.23378
40	-0.031516	-0.2973	0.383456
41	-0.057127	-0.5389	0.295638
42	0.001623	0.0153	0.49391
43	0.07726	0.7289	0.233998
44	0.093255	0.8798	0.190679
45	0.03411	0.3218	0.374182
46	-0.076885	-0.7253	0.235075
47	-0.014606	-0.1378	0.445357
48	0.040853	0.3854	0.350427

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.271086 & -2.5574 & 0.006119 \tabularnewline
2 & -0.079609 & -0.751 & 0.227308 \tabularnewline
3 & 0.38911 & 3.6709 & 0.000206 \tabularnewline
4 & 0.084615 & 0.7983 & 0.213422 \tabularnewline
5 & 0.057601 & 0.5434 & 0.294106 \tabularnewline
6 & 0.139932 & 1.3201 & 0.09509 \tabularnewline
7 & -0.060352 & -0.5694 & 0.285274 \tabularnewline
8 & -0.084763 & -0.7996 & 0.213022 \tabularnewline
9 & -0.109985 & -1.0376 & 0.151135 \tabularnewline
10 & -0.13937 & -1.3148 & 0.095975 \tabularnewline
11 & 0.097182 & 0.9168 & 0.180859 \tabularnewline
12 & -0.28957 & -2.7318 & 0.003798 \tabularnewline
13 & -0.192038 & -1.8117 & 0.036704 \tabularnewline
14 & -0.137397 & -1.2962 & 0.099129 \tabularnewline
15 & -0.027782 & -0.2621 & 0.396927 \tabularnewline
16 & 0.027075 & 0.2554 & 0.399491 \tabularnewline
17 & -0.038092 & -0.3594 & 0.360089 \tabularnewline
18 & 0.078406 & 0.7397 & 0.23072 \tabularnewline
19 & 0.173652 & 1.6382 & 0.052452 \tabularnewline
20 & -0.039256 & -0.3703 & 0.356003 \tabularnewline
21 & -0.121769 & -1.1488 & 0.126864 \tabularnewline
22 & -0.038298 & -0.3613 & 0.359364 \tabularnewline
23 & -0.062079 & -0.5857 & 0.279795 \tabularnewline
24 & -0.125706 & -1.1859 & 0.119408 \tabularnewline
25 & 0.044636 & 0.4211 & 0.33735 \tabularnewline
26 & 0.079046 & 0.7457 & 0.228901 \tabularnewline
27 & -0.029151 & -0.275 & 0.391972 \tabularnewline
28 & -0.107438 & -1.0136 & 0.156769 \tabularnewline
29 & -0.013606 & -0.1284 & 0.449079 \tabularnewline
30 & -0.018117 & -0.1709 & 0.432338 \tabularnewline
31 & -0.00556 & -0.0525 & 0.479143 \tabularnewline
32 & -0.129361 & -1.2204 & 0.112771 \tabularnewline
33 & 0.079726 & 0.7521 & 0.226978 \tabularnewline
34 & -0.111745 & -1.0542 & 0.147322 \tabularnewline
35 & 0.000361 & 0.0034 & 0.498644 \tabularnewline
36 & -0.076563 & -0.7223 & 0.236004 \tabularnewline
37 & -0.029206 & -0.2755 & 0.391775 \tabularnewline
38 & -0.03917 & -0.3695 & 0.356307 \tabularnewline
39 & -0.077336 & -0.7296 & 0.23378 \tabularnewline
40 & -0.031516 & -0.2973 & 0.383456 \tabularnewline
41 & -0.057127 & -0.5389 & 0.295638 \tabularnewline
42 & 0.001623 & 0.0153 & 0.49391 \tabularnewline
43 & 0.07726 & 0.7289 & 0.233998 \tabularnewline
44 & 0.093255 & 0.8798 & 0.190679 \tabularnewline
45 & 0.03411 & 0.3218 & 0.374182 \tabularnewline
46 & -0.076885 & -0.7253 & 0.235075 \tabularnewline
47 & -0.014606 & -0.1378 & 0.445357 \tabularnewline
48 & 0.040853 & 0.3854 & 0.350427 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299384&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]-0.271086[/C][C]-2.5574[/C][C]0.006119[/C][/ROW]
[ROW][C]2[/C][C]-0.079609[/C][C]-0.751[/C][C]0.227308[/C][/ROW]
[ROW][C]3[/C][C]0.38911[/C][C]3.6709[/C][C]0.000206[/C][/ROW]
[ROW][C]4[/C][C]0.084615[/C][C]0.7983[/C][C]0.213422[/C][/ROW]
[ROW][C]5[/C][C]0.057601[/C][C]0.5434[/C][C]0.294106[/C][/ROW]
[ROW][C]6[/C][C]0.139932[/C][C]1.3201[/C][C]0.09509[/C][/ROW]
[ROW][C]7[/C][C]-0.060352[/C][C]-0.5694[/C][C]0.285274[/C][/ROW]
[ROW][C]8[/C][C]-0.084763[/C][C]-0.7996[/C][C]0.213022[/C][/ROW]
[ROW][C]9[/C][C]-0.109985[/C][C]-1.0376[/C][C]0.151135[/C][/ROW]
[ROW][C]10[/C][C]-0.13937[/C][C]-1.3148[/C][C]0.095975[/C][/ROW]
[ROW][C]11[/C][C]0.097182[/C][C]0.9168[/C][C]0.180859[/C][/ROW]
[ROW][C]12[/C][C]-0.28957[/C][C]-2.7318[/C][C]0.003798[/C][/ROW]
[ROW][C]13[/C][C]-0.192038[/C][C]-1.8117[/C][C]0.036704[/C][/ROW]
[ROW][C]14[/C][C]-0.137397[/C][C]-1.2962[/C][C]0.099129[/C][/ROW]
[ROW][C]15[/C][C]-0.027782[/C][C]-0.2621[/C][C]0.396927[/C][/ROW]
[ROW][C]16[/C][C]0.027075[/C][C]0.2554[/C][C]0.399491[/C][/ROW]
[ROW][C]17[/C][C]-0.038092[/C][C]-0.3594[/C][C]0.360089[/C][/ROW]
[ROW][C]18[/C][C]0.078406[/C][C]0.7397[/C][C]0.23072[/C][/ROW]
[ROW][C]19[/C][C]0.173652[/C][C]1.6382[/C][C]0.052452[/C][/ROW]
[ROW][C]20[/C][C]-0.039256[/C][C]-0.3703[/C][C]0.356003[/C][/ROW]
[ROW][C]21[/C][C]-0.121769[/C][C]-1.1488[/C][C]0.126864[/C][/ROW]
[ROW][C]22[/C][C]-0.038298[/C][C]-0.3613[/C][C]0.359364[/C][/ROW]
[ROW][C]23[/C][C]-0.062079[/C][C]-0.5857[/C][C]0.279795[/C][/ROW]
[ROW][C]24[/C][C]-0.125706[/C][C]-1.1859[/C][C]0.119408[/C][/ROW]
[ROW][C]25[/C][C]0.044636[/C][C]0.4211[/C][C]0.33735[/C][/ROW]
[ROW][C]26[/C][C]0.079046[/C][C]0.7457[/C][C]0.228901[/C][/ROW]
[ROW][C]27[/C][C]-0.029151[/C][C]-0.275[/C][C]0.391972[/C][/ROW]
[ROW][C]28[/C][C]-0.107438[/C][C]-1.0136[/C][C]0.156769[/C][/ROW]
[ROW][C]29[/C][C]-0.013606[/C][C]-0.1284[/C][C]0.449079[/C][/ROW]
[ROW][C]30[/C][C]-0.018117[/C][C]-0.1709[/C][C]0.432338[/C][/ROW]
[ROW][C]31[/C][C]-0.00556[/C][C]-0.0525[/C][C]0.479143[/C][/ROW]
[ROW][C]32[/C][C]-0.129361[/C][C]-1.2204[/C][C]0.112771[/C][/ROW]
[ROW][C]33[/C][C]0.079726[/C][C]0.7521[/C][C]0.226978[/C][/ROW]
[ROW][C]34[/C][C]-0.111745[/C][C]-1.0542[/C][C]0.147322[/C][/ROW]
[ROW][C]35[/C][C]0.000361[/C][C]0.0034[/C][C]0.498644[/C][/ROW]
[ROW][C]36[/C][C]-0.076563[/C][C]-0.7223[/C][C]0.236004[/C][/ROW]
[ROW][C]37[/C][C]-0.029206[/C][C]-0.2755[/C][C]0.391775[/C][/ROW]
[ROW][C]38[/C][C]-0.03917[/C][C]-0.3695[/C][C]0.356307[/C][/ROW]
[ROW][C]39[/C][C]-0.077336[/C][C]-0.7296[/C][C]0.23378[/C][/ROW]
[ROW][C]40[/C][C]-0.031516[/C][C]-0.2973[/C][C]0.383456[/C][/ROW]
[ROW][C]41[/C][C]-0.057127[/C][C]-0.5389[/C][C]0.295638[/C][/ROW]
[ROW][C]42[/C][C]0.001623[/C][C]0.0153[/C][C]0.49391[/C][/ROW]
[ROW][C]43[/C][C]0.07726[/C][C]0.7289[/C][C]0.233998[/C][/ROW]
[ROW][C]44[/C][C]0.093255[/C][C]0.8798[/C][C]0.190679[/C][/ROW]
[ROW][C]45[/C][C]0.03411[/C][C]0.3218[/C][C]0.374182[/C][/ROW]
[ROW][C]46[/C][C]-0.076885[/C][C]-0.7253[/C][C]0.235075[/C][/ROW]
[ROW][C]47[/C][C]-0.014606[/C][C]-0.1378[/C][C]0.445357[/C][/ROW]
[ROW][C]48[/C][C]0.040853[/C][C]0.3854[/C][C]0.350427[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299384&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299384&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	-0.271086	-2.5574	0.006119
2	-0.079609	-0.751	0.227308
3	0.38911	3.6709	0.000206
4	0.084615	0.7983	0.213422
5	0.057601	0.5434	0.294106
6	0.139932	1.3201	0.09509
7	-0.060352	-0.5694	0.285274
8	-0.084763	-0.7996	0.213022
9	-0.109985	-1.0376	0.151135
10	-0.13937	-1.3148	0.095975
11	0.097182	0.9168	0.180859
12	-0.28957	-2.7318	0.003798
13	-0.192038	-1.8117	0.036704
14	-0.137397	-1.2962	0.099129
15	-0.027782	-0.2621	0.396927
16	0.027075	0.2554	0.399491
17	-0.038092	-0.3594	0.360089
18	0.078406	0.7397	0.23072
19	0.173652	1.6382	0.052452
20	-0.039256	-0.3703	0.356003
21	-0.121769	-1.1488	0.126864
22	-0.038298	-0.3613	0.359364
23	-0.062079	-0.5857	0.279795
24	-0.125706	-1.1859	0.119408
25	0.044636	0.4211	0.33735
26	0.079046	0.7457	0.228901
27	-0.029151	-0.275	0.391972
28	-0.107438	-1.0136	0.156769
29	-0.013606	-0.1284	0.449079
30	-0.018117	-0.1709	0.432338
31	-0.00556	-0.0525	0.479143
32	-0.129361	-1.2204	0.112771
33	0.079726	0.7521	0.226978
34	-0.111745	-1.0542	0.147322
35	0.000361	0.0034	0.498644
36	-0.076563	-0.7223	0.236004
37	-0.029206	-0.2755	0.391775
38	-0.03917	-0.3695	0.356307
39	-0.077336	-0.7296	0.23378
40	-0.031516	-0.2973	0.383456
41	-0.057127	-0.5389	0.295638
42	0.001623	0.0153	0.49391
43	0.07726	0.7289	0.233998
44	0.093255	0.8798	0.190679
45	0.03411	0.3218	0.374182
46	-0.076885	-0.7253	0.235075
47	-0.014606	-0.1378	0.445357
48	0.040853	0.3854	0.350427

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