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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 16 Dec 2016 12:30:18 +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/16/t1481887862vv6g2gdfehz4hh7.htm/, Retrieved Thu, 02 May 2024 17:50:28 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300178, Retrieved Thu, 02 May 2024 17:50:28 +0000

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-       [(Partial) Autocorrelation Function] [Forecast 2 autoco...] [2016-12-16 11:30:18] [d5bfc1731fe289380efec318f4354749] [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=300178&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=300178&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300178&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	-0.045424	-0.461	0.322885
2	-0.092057	-0.9343	0.176172
3	0.350423	3.5564	0.000285
4	0.077054	0.782	0.218
5	-0.038526	-0.391	0.348304
6	-0.026841	-0.2724	0.392929
7	0.13013	1.3207	0.094768
8	-0.06578	-0.6676	0.252942
9	-0.243766	-2.474	0.007498
10	0.132112	1.3408	0.09147
11	0.003525	0.0358	0.485766
12	-0.438231	-4.4476	1.1e-05
13	0.048384	0.491	0.312221
14	0.104151	1.057	0.146489
15	-0.123836	-1.2568	0.105835
16	-0.103097	-1.0463	0.14893
17	0.091639	0.93	0.177264
18	0.114925	1.1664	0.123082
19	-0.186034	-1.888	0.030917
20	0.049831	0.5057	0.307062
21	0.143981	1.4612	0.073496
22	-0.151551	-1.5381	0.063549
23	0.073524	0.7462	0.228627
24	0.038887	0.3947	0.346954
25	-0.07726	-0.7841	0.217389
26	-0.12407	-1.2592	0.105407
27	0.015577	0.1581	0.437347
28	0.106963	1.0856	0.140104
29	-0.117307	-1.1905	0.118287
30	-0.119113	-1.2089	0.114742
31	0.127161	1.2905	0.099875
32	-0.047289	-0.4799	0.316146
33	-0.143985	-1.4613	0.073491
34	0.058476	0.5935	0.277084
35	-0.115291	-1.1701	0.122336
36	-0.130022	-1.3196	0.09495
37	0.053177	0.5397	0.29529
38	0.023184	0.2353	0.407224
39	-0.143628	-1.4577	0.073987
40	-0.115218	-1.1693	0.122483
41	0.108968	1.1059	0.135672
42	-0.084239	-0.8549	0.197286
43	-0.160914	-1.6331	0.05275
44	0.114602	1.1631	0.123742
45	-0.002648	-0.0269	0.489307
46	-0.042026	-0.4265	0.33531
47	0.049987	0.5073	0.30651
48	0.094887	0.963	0.168903

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.045424 & -0.461 & 0.322885 \tabularnewline
2 & -0.092057 & -0.9343 & 0.176172 \tabularnewline
3 & 0.350423 & 3.5564 & 0.000285 \tabularnewline
4 & 0.077054 & 0.782 & 0.218 \tabularnewline
5 & -0.038526 & -0.391 & 0.348304 \tabularnewline
6 & -0.026841 & -0.2724 & 0.392929 \tabularnewline
7 & 0.13013 & 1.3207 & 0.094768 \tabularnewline
8 & -0.06578 & -0.6676 & 0.252942 \tabularnewline
9 & -0.243766 & -2.474 & 0.007498 \tabularnewline
10 & 0.132112 & 1.3408 & 0.09147 \tabularnewline
11 & 0.003525 & 0.0358 & 0.485766 \tabularnewline
12 & -0.438231 & -4.4476 & 1.1e-05 \tabularnewline
13 & 0.048384 & 0.491 & 0.312221 \tabularnewline
14 & 0.104151 & 1.057 & 0.146489 \tabularnewline
15 & -0.123836 & -1.2568 & 0.105835 \tabularnewline
16 & -0.103097 & -1.0463 & 0.14893 \tabularnewline
17 & 0.091639 & 0.93 & 0.177264 \tabularnewline
18 & 0.114925 & 1.1664 & 0.123082 \tabularnewline
19 & -0.186034 & -1.888 & 0.030917 \tabularnewline
20 & 0.049831 & 0.5057 & 0.307062 \tabularnewline
21 & 0.143981 & 1.4612 & 0.073496 \tabularnewline
22 & -0.151551 & -1.5381 & 0.063549 \tabularnewline
23 & 0.073524 & 0.7462 & 0.228627 \tabularnewline
24 & 0.038887 & 0.3947 & 0.346954 \tabularnewline
25 & -0.07726 & -0.7841 & 0.217389 \tabularnewline
26 & -0.12407 & -1.2592 & 0.105407 \tabularnewline
27 & 0.015577 & 0.1581 & 0.437347 \tabularnewline
28 & 0.106963 & 1.0856 & 0.140104 \tabularnewline
29 & -0.117307 & -1.1905 & 0.118287 \tabularnewline
30 & -0.119113 & -1.2089 & 0.114742 \tabularnewline
31 & 0.127161 & 1.2905 & 0.099875 \tabularnewline
32 & -0.047289 & -0.4799 & 0.316146 \tabularnewline
33 & -0.143985 & -1.4613 & 0.073491 \tabularnewline
34 & 0.058476 & 0.5935 & 0.277084 \tabularnewline
35 & -0.115291 & -1.1701 & 0.122336 \tabularnewline
36 & -0.130022 & -1.3196 & 0.09495 \tabularnewline
37 & 0.053177 & 0.5397 & 0.29529 \tabularnewline
38 & 0.023184 & 0.2353 & 0.407224 \tabularnewline
39 & -0.143628 & -1.4577 & 0.073987 \tabularnewline
40 & -0.115218 & -1.1693 & 0.122483 \tabularnewline
41 & 0.108968 & 1.1059 & 0.135672 \tabularnewline
42 & -0.084239 & -0.8549 & 0.197286 \tabularnewline
43 & -0.160914 & -1.6331 & 0.05275 \tabularnewline
44 & 0.114602 & 1.1631 & 0.123742 \tabularnewline
45 & -0.002648 & -0.0269 & 0.489307 \tabularnewline
46 & -0.042026 & -0.4265 & 0.33531 \tabularnewline
47 & 0.049987 & 0.5073 & 0.30651 \tabularnewline
48 & 0.094887 & 0.963 & 0.168903 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300178&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]-0.045424[/C][C]-0.461[/C][C]0.322885[/C][/ROW]
[ROW][C]2[/C][C]-0.092057[/C][C]-0.9343[/C][C]0.176172[/C][/ROW]
[ROW][C]3[/C][C]0.350423[/C][C]3.5564[/C][C]0.000285[/C][/ROW]
[ROW][C]4[/C][C]0.077054[/C][C]0.782[/C][C]0.218[/C][/ROW]
[ROW][C]5[/C][C]-0.038526[/C][C]-0.391[/C][C]0.348304[/C][/ROW]
[ROW][C]6[/C][C]-0.026841[/C][C]-0.2724[/C][C]0.392929[/C][/ROW]
[ROW][C]7[/C][C]0.13013[/C][C]1.3207[/C][C]0.094768[/C][/ROW]
[ROW][C]8[/C][C]-0.06578[/C][C]-0.6676[/C][C]0.252942[/C][/ROW]
[ROW][C]9[/C][C]-0.243766[/C][C]-2.474[/C][C]0.007498[/C][/ROW]
[ROW][C]10[/C][C]0.132112[/C][C]1.3408[/C][C]0.09147[/C][/ROW]
[ROW][C]11[/C][C]0.003525[/C][C]0.0358[/C][C]0.485766[/C][/ROW]
[ROW][C]12[/C][C]-0.438231[/C][C]-4.4476[/C][C]1.1e-05[/C][/ROW]
[ROW][C]13[/C][C]0.048384[/C][C]0.491[/C][C]0.312221[/C][/ROW]
[ROW][C]14[/C][C]0.104151[/C][C]1.057[/C][C]0.146489[/C][/ROW]
[ROW][C]15[/C][C]-0.123836[/C][C]-1.2568[/C][C]0.105835[/C][/ROW]
[ROW][C]16[/C][C]-0.103097[/C][C]-1.0463[/C][C]0.14893[/C][/ROW]
[ROW][C]17[/C][C]0.091639[/C][C]0.93[/C][C]0.177264[/C][/ROW]
[ROW][C]18[/C][C]0.114925[/C][C]1.1664[/C][C]0.123082[/C][/ROW]
[ROW][C]19[/C][C]-0.186034[/C][C]-1.888[/C][C]0.030917[/C][/ROW]
[ROW][C]20[/C][C]0.049831[/C][C]0.5057[/C][C]0.307062[/C][/ROW]
[ROW][C]21[/C][C]0.143981[/C][C]1.4612[/C][C]0.073496[/C][/ROW]
[ROW][C]22[/C][C]-0.151551[/C][C]-1.5381[/C][C]0.063549[/C][/ROW]
[ROW][C]23[/C][C]0.073524[/C][C]0.7462[/C][C]0.228627[/C][/ROW]
[ROW][C]24[/C][C]0.038887[/C][C]0.3947[/C][C]0.346954[/C][/ROW]
[ROW][C]25[/C][C]-0.07726[/C][C]-0.7841[/C][C]0.217389[/C][/ROW]
[ROW][C]26[/C][C]-0.12407[/C][C]-1.2592[/C][C]0.105407[/C][/ROW]
[ROW][C]27[/C][C]0.015577[/C][C]0.1581[/C][C]0.437347[/C][/ROW]
[ROW][C]28[/C][C]0.106963[/C][C]1.0856[/C][C]0.140104[/C][/ROW]
[ROW][C]29[/C][C]-0.117307[/C][C]-1.1905[/C][C]0.118287[/C][/ROW]
[ROW][C]30[/C][C]-0.119113[/C][C]-1.2089[/C][C]0.114742[/C][/ROW]
[ROW][C]31[/C][C]0.127161[/C][C]1.2905[/C][C]0.099875[/C][/ROW]
[ROW][C]32[/C][C]-0.047289[/C][C]-0.4799[/C][C]0.316146[/C][/ROW]
[ROW][C]33[/C][C]-0.143985[/C][C]-1.4613[/C][C]0.073491[/C][/ROW]
[ROW][C]34[/C][C]0.058476[/C][C]0.5935[/C][C]0.277084[/C][/ROW]
[ROW][C]35[/C][C]-0.115291[/C][C]-1.1701[/C][C]0.122336[/C][/ROW]
[ROW][C]36[/C][C]-0.130022[/C][C]-1.3196[/C][C]0.09495[/C][/ROW]
[ROW][C]37[/C][C]0.053177[/C][C]0.5397[/C][C]0.29529[/C][/ROW]
[ROW][C]38[/C][C]0.023184[/C][C]0.2353[/C][C]0.407224[/C][/ROW]
[ROW][C]39[/C][C]-0.143628[/C][C]-1.4577[/C][C]0.073987[/C][/ROW]
[ROW][C]40[/C][C]-0.115218[/C][C]-1.1693[/C][C]0.122483[/C][/ROW]
[ROW][C]41[/C][C]0.108968[/C][C]1.1059[/C][C]0.135672[/C][/ROW]
[ROW][C]42[/C][C]-0.084239[/C][C]-0.8549[/C][C]0.197286[/C][/ROW]
[ROW][C]43[/C][C]-0.160914[/C][C]-1.6331[/C][C]0.05275[/C][/ROW]
[ROW][C]44[/C][C]0.114602[/C][C]1.1631[/C][C]0.123742[/C][/ROW]
[ROW][C]45[/C][C]-0.002648[/C][C]-0.0269[/C][C]0.489307[/C][/ROW]
[ROW][C]46[/C][C]-0.042026[/C][C]-0.4265[/C][C]0.33531[/C][/ROW]
[ROW][C]47[/C][C]0.049987[/C][C]0.5073[/C][C]0.30651[/C][/ROW]
[ROW][C]48[/C][C]0.094887[/C][C]0.963[/C][C]0.168903[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300178&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300178&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	-0.045424	-0.461	0.322885
2	-0.092057	-0.9343	0.176172
3	0.350423	3.5564	0.000285
4	0.077054	0.782	0.218
5	-0.038526	-0.391	0.348304
6	-0.026841	-0.2724	0.392929
7	0.13013	1.3207	0.094768
8	-0.06578	-0.6676	0.252942
9	-0.243766	-2.474	0.007498
10	0.132112	1.3408	0.09147
11	0.003525	0.0358	0.485766
12	-0.438231	-4.4476	1.1e-05
13	0.048384	0.491	0.312221
14	0.104151	1.057	0.146489
15	-0.123836	-1.2568	0.105835
16	-0.103097	-1.0463	0.14893
17	0.091639	0.93	0.177264
18	0.114925	1.1664	0.123082
19	-0.186034	-1.888	0.030917
20	0.049831	0.5057	0.307062
21	0.143981	1.4612	0.073496
22	-0.151551	-1.5381	0.063549
23	0.073524	0.7462	0.228627
24	0.038887	0.3947	0.346954
25	-0.07726	-0.7841	0.217389
26	-0.12407	-1.2592	0.105407
27	0.015577	0.1581	0.437347
28	0.106963	1.0856	0.140104
29	-0.117307	-1.1905	0.118287
30	-0.119113	-1.2089	0.114742
31	0.127161	1.2905	0.099875
32	-0.047289	-0.4799	0.316146
33	-0.143985	-1.4613	0.073491
34	0.058476	0.5935	0.277084
35	-0.115291	-1.1701	0.122336
36	-0.130022	-1.3196	0.09495
37	0.053177	0.5397	0.29529
38	0.023184	0.2353	0.407224
39	-0.143628	-1.4577	0.073987
40	-0.115218	-1.1693	0.122483
41	0.108968	1.1059	0.135672
42	-0.084239	-0.8549	0.197286
43	-0.160914	-1.6331	0.05275
44	0.114602	1.1631	0.123742
45	-0.002648	-0.0269	0.489307
46	-0.042026	-0.4265	0.33531
47	0.049987	0.5073	0.30651
48	0.094887	0.963	0.168903

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.045424	-0.461	0.322885
2	-0.094315	-0.9572	0.170355
3	0.345341	3.5048	0.000339
4	0.105204	1.0677	0.144074
5	0.030786	0.3124	0.377669
6	-0.155743	-1.5806	0.058515
7	0.067944	0.6896	0.246013
8	-0.086273	-0.8756	0.191649
9	-0.204687	-2.0773	0.020128
10	0.054452	0.5526	0.290859
11	0.02397	0.2433	0.404141
12	-0.331204	-3.3614	0.000545
13	0.005867	0.0595	0.476319
14	0.065532	0.6651	0.253744
15	0.148255	1.5046	0.067741
16	-0.044934	-0.456	0.324666
17	0.034228	0.3474	0.364509
18	0.057013	0.5786	0.282055
19	-0.07436	-0.7547	0.226084
20	-0.04333	-0.4398	0.330518
21	-0.063683	-0.6463	0.259757
22	-0.038977	-0.3956	0.346619
23	0.134037	1.3603	0.088348
24	-0.192103	-1.9496	0.026969
25	-0.063138	-0.6408	0.261545
26	-0.118664	-1.2043	0.115615
27	0.101005	1.0251	0.153862
28	0.05323	0.5402	0.295104
29	0.066871	0.6787	0.249434
30	-0.08543	-0.867	0.193974
31	-0.01466	-0.1488	0.44101
32	-0.051248	-0.5201	0.30205
33	-0.096199	-0.9763	0.165598
34	-0.057968	-0.5883	0.278807
35	-0.108722	-1.1034	0.136211
36	-0.198145	-2.011	0.023471
37	0.060409	0.6131	0.270585
38	-0.037973	-0.3854	0.350375
39	-0.044708	-0.4537	0.325485
40	-0.079794	-0.8098	0.209954
41	0.083798	0.8505	0.198523
42	-0.14047	-1.4256	0.078501
43	-0.084742	-0.86	0.195883
44	0.027232	0.2764	0.391406
45	-0.075528	-0.7665	0.222559
46	-0.01399	-0.142	0.443686
47	-0.038096	-0.3866	0.349911
48	-0.056558	-0.574	0.283608

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.045424 & -0.461 & 0.322885 \tabularnewline
2 & -0.094315 & -0.9572 & 0.170355 \tabularnewline
3 & 0.345341 & 3.5048 & 0.000339 \tabularnewline
4 & 0.105204 & 1.0677 & 0.144074 \tabularnewline
5 & 0.030786 & 0.3124 & 0.377669 \tabularnewline
6 & -0.155743 & -1.5806 & 0.058515 \tabularnewline
7 & 0.067944 & 0.6896 & 0.246013 \tabularnewline
8 & -0.086273 & -0.8756 & 0.191649 \tabularnewline
9 & -0.204687 & -2.0773 & 0.020128 \tabularnewline
10 & 0.054452 & 0.5526 & 0.290859 \tabularnewline
11 & 0.02397 & 0.2433 & 0.404141 \tabularnewline
12 & -0.331204 & -3.3614 & 0.000545 \tabularnewline
13 & 0.005867 & 0.0595 & 0.476319 \tabularnewline
14 & 0.065532 & 0.6651 & 0.253744 \tabularnewline
15 & 0.148255 & 1.5046 & 0.067741 \tabularnewline
16 & -0.044934 & -0.456 & 0.324666 \tabularnewline
17 & 0.034228 & 0.3474 & 0.364509 \tabularnewline
18 & 0.057013 & 0.5786 & 0.282055 \tabularnewline
19 & -0.07436 & -0.7547 & 0.226084 \tabularnewline
20 & -0.04333 & -0.4398 & 0.330518 \tabularnewline
21 & -0.063683 & -0.6463 & 0.259757 \tabularnewline
22 & -0.038977 & -0.3956 & 0.346619 \tabularnewline
23 & 0.134037 & 1.3603 & 0.088348 \tabularnewline
24 & -0.192103 & -1.9496 & 0.026969 \tabularnewline
25 & -0.063138 & -0.6408 & 0.261545 \tabularnewline
26 & -0.118664 & -1.2043 & 0.115615 \tabularnewline
27 & 0.101005 & 1.0251 & 0.153862 \tabularnewline
28 & 0.05323 & 0.5402 & 0.295104 \tabularnewline
29 & 0.066871 & 0.6787 & 0.249434 \tabularnewline
30 & -0.08543 & -0.867 & 0.193974 \tabularnewline
31 & -0.01466 & -0.1488 & 0.44101 \tabularnewline
32 & -0.051248 & -0.5201 & 0.30205 \tabularnewline
33 & -0.096199 & -0.9763 & 0.165598 \tabularnewline
34 & -0.057968 & -0.5883 & 0.278807 \tabularnewline
35 & -0.108722 & -1.1034 & 0.136211 \tabularnewline
36 & -0.198145 & -2.011 & 0.023471 \tabularnewline
37 & 0.060409 & 0.6131 & 0.270585 \tabularnewline
38 & -0.037973 & -0.3854 & 0.350375 \tabularnewline
39 & -0.044708 & -0.4537 & 0.325485 \tabularnewline
40 & -0.079794 & -0.8098 & 0.209954 \tabularnewline
41 & 0.083798 & 0.8505 & 0.198523 \tabularnewline
42 & -0.14047 & -1.4256 & 0.078501 \tabularnewline
43 & -0.084742 & -0.86 & 0.195883 \tabularnewline
44 & 0.027232 & 0.2764 & 0.391406 \tabularnewline
45 & -0.075528 & -0.7665 & 0.222559 \tabularnewline
46 & -0.01399 & -0.142 & 0.443686 \tabularnewline
47 & -0.038096 & -0.3866 & 0.349911 \tabularnewline
48 & -0.056558 & -0.574 & 0.283608 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300178&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]-0.045424[/C][C]-0.461[/C][C]0.322885[/C][/ROW]
[ROW][C]2[/C][C]-0.094315[/C][C]-0.9572[/C][C]0.170355[/C][/ROW]
[ROW][C]3[/C][C]0.345341[/C][C]3.5048[/C][C]0.000339[/C][/ROW]
[ROW][C]4[/C][C]0.105204[/C][C]1.0677[/C][C]0.144074[/C][/ROW]
[ROW][C]5[/C][C]0.030786[/C][C]0.3124[/C][C]0.377669[/C][/ROW]
[ROW][C]6[/C][C]-0.155743[/C][C]-1.5806[/C][C]0.058515[/C][/ROW]
[ROW][C]7[/C][C]0.067944[/C][C]0.6896[/C][C]0.246013[/C][/ROW]
[ROW][C]8[/C][C]-0.086273[/C][C]-0.8756[/C][C]0.191649[/C][/ROW]
[ROW][C]9[/C][C]-0.204687[/C][C]-2.0773[/C][C]0.020128[/C][/ROW]
[ROW][C]10[/C][C]0.054452[/C][C]0.5526[/C][C]0.290859[/C][/ROW]
[ROW][C]11[/C][C]0.02397[/C][C]0.2433[/C][C]0.404141[/C][/ROW]
[ROW][C]12[/C][C]-0.331204[/C][C]-3.3614[/C][C]0.000545[/C][/ROW]
[ROW][C]13[/C][C]0.005867[/C][C]0.0595[/C][C]0.476319[/C][/ROW]
[ROW][C]14[/C][C]0.065532[/C][C]0.6651[/C][C]0.253744[/C][/ROW]
[ROW][C]15[/C][C]0.148255[/C][C]1.5046[/C][C]0.067741[/C][/ROW]
[ROW][C]16[/C][C]-0.044934[/C][C]-0.456[/C][C]0.324666[/C][/ROW]
[ROW][C]17[/C][C]0.034228[/C][C]0.3474[/C][C]0.364509[/C][/ROW]
[ROW][C]18[/C][C]0.057013[/C][C]0.5786[/C][C]0.282055[/C][/ROW]
[ROW][C]19[/C][C]-0.07436[/C][C]-0.7547[/C][C]0.226084[/C][/ROW]
[ROW][C]20[/C][C]-0.04333[/C][C]-0.4398[/C][C]0.330518[/C][/ROW]
[ROW][C]21[/C][C]-0.063683[/C][C]-0.6463[/C][C]0.259757[/C][/ROW]
[ROW][C]22[/C][C]-0.038977[/C][C]-0.3956[/C][C]0.346619[/C][/ROW]
[ROW][C]23[/C][C]0.134037[/C][C]1.3603[/C][C]0.088348[/C][/ROW]
[ROW][C]24[/C][C]-0.192103[/C][C]-1.9496[/C][C]0.026969[/C][/ROW]
[ROW][C]25[/C][C]-0.063138[/C][C]-0.6408[/C][C]0.261545[/C][/ROW]
[ROW][C]26[/C][C]-0.118664[/C][C]-1.2043[/C][C]0.115615[/C][/ROW]
[ROW][C]27[/C][C]0.101005[/C][C]1.0251[/C][C]0.153862[/C][/ROW]
[ROW][C]28[/C][C]0.05323[/C][C]0.5402[/C][C]0.295104[/C][/ROW]
[ROW][C]29[/C][C]0.066871[/C][C]0.6787[/C][C]0.249434[/C][/ROW]
[ROW][C]30[/C][C]-0.08543[/C][C]-0.867[/C][C]0.193974[/C][/ROW]
[ROW][C]31[/C][C]-0.01466[/C][C]-0.1488[/C][C]0.44101[/C][/ROW]
[ROW][C]32[/C][C]-0.051248[/C][C]-0.5201[/C][C]0.30205[/C][/ROW]
[ROW][C]33[/C][C]-0.096199[/C][C]-0.9763[/C][C]0.165598[/C][/ROW]
[ROW][C]34[/C][C]-0.057968[/C][C]-0.5883[/C][C]0.278807[/C][/ROW]
[ROW][C]35[/C][C]-0.108722[/C][C]-1.1034[/C][C]0.136211[/C][/ROW]
[ROW][C]36[/C][C]-0.198145[/C][C]-2.011[/C][C]0.023471[/C][/ROW]
[ROW][C]37[/C][C]0.060409[/C][C]0.6131[/C][C]0.270585[/C][/ROW]
[ROW][C]38[/C][C]-0.037973[/C][C]-0.3854[/C][C]0.350375[/C][/ROW]
[ROW][C]39[/C][C]-0.044708[/C][C]-0.4537[/C][C]0.325485[/C][/ROW]
[ROW][C]40[/C][C]-0.079794[/C][C]-0.8098[/C][C]0.209954[/C][/ROW]
[ROW][C]41[/C][C]0.083798[/C][C]0.8505[/C][C]0.198523[/C][/ROW]
[ROW][C]42[/C][C]-0.14047[/C][C]-1.4256[/C][C]0.078501[/C][/ROW]
[ROW][C]43[/C][C]-0.084742[/C][C]-0.86[/C][C]0.195883[/C][/ROW]
[ROW][C]44[/C][C]0.027232[/C][C]0.2764[/C][C]0.391406[/C][/ROW]
[ROW][C]45[/C][C]-0.075528[/C][C]-0.7665[/C][C]0.222559[/C][/ROW]
[ROW][C]46[/C][C]-0.01399[/C][C]-0.142[/C][C]0.443686[/C][/ROW]
[ROW][C]47[/C][C]-0.038096[/C][C]-0.3866[/C][C]0.349911[/C][/ROW]
[ROW][C]48[/C][C]-0.056558[/C][C]-0.574[/C][C]0.283608[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300178&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300178&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	-0.045424	-0.461	0.322885
2	-0.094315	-0.9572	0.170355
3	0.345341	3.5048	0.000339
4	0.105204	1.0677	0.144074
5	0.030786	0.3124	0.377669
6	-0.155743	-1.5806	0.058515
7	0.067944	0.6896	0.246013
8	-0.086273	-0.8756	0.191649
9	-0.204687	-2.0773	0.020128
10	0.054452	0.5526	0.290859
11	0.02397	0.2433	0.404141
12	-0.331204	-3.3614	0.000545
13	0.005867	0.0595	0.476319
14	0.065532	0.6651	0.253744
15	0.148255	1.5046	0.067741
16	-0.044934	-0.456	0.324666
17	0.034228	0.3474	0.364509
18	0.057013	0.5786	0.282055
19	-0.07436	-0.7547	0.226084
20	-0.04333	-0.4398	0.330518
21	-0.063683	-0.6463	0.259757
22	-0.038977	-0.3956	0.346619
23	0.134037	1.3603	0.088348
24	-0.192103	-1.9496	0.026969
25	-0.063138	-0.6408	0.261545
26	-0.118664	-1.2043	0.115615
27	0.101005	1.0251	0.153862
28	0.05323	0.5402	0.295104
29	0.066871	0.6787	0.249434
30	-0.08543	-0.867	0.193974
31	-0.01466	-0.1488	0.44101
32	-0.051248	-0.5201	0.30205
33	-0.096199	-0.9763	0.165598
34	-0.057968	-0.5883	0.278807
35	-0.108722	-1.1034	0.136211
36	-0.198145	-2.011	0.023471
37	0.060409	0.6131	0.270585
38	-0.037973	-0.3854	0.350375
39	-0.044708	-0.4537	0.325485
40	-0.079794	-0.8098	0.209954
41	0.083798	0.8505	0.198523
42	-0.14047	-1.4256	0.078501
43	-0.084742	-0.86	0.195883
44	0.027232	0.2764	0.391406
45	-0.075528	-0.7665	0.222559
46	-0.01399	-0.142	0.443686
47	-0.038096	-0.3866	0.349911
48	-0.056558	-0.574	0.283608

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