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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 18 Dec 2016 22:16:07 +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/18/t1482095783ph9cjpyzvy7ujwv.htm/, Retrieved Wed, 08 May 2024 14:01:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301249, Retrieved Wed, 08 May 2024 14:01:16 +0000

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-       [(Partial) Autocorrelation Function] [] [2016-12-18 21:16:07] [8e62cbb8023b87d93040197279d31dd8] [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=301249&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=301249&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301249&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	0.318885	3.4048	0.000457
2	-0.037797	-0.4036	0.343645
3	-0.245785	-2.6243	0.004937
4	-0.27483	-2.9344	0.002021
5	-0.02549	-0.2722	0.392997
6	-0.096241	-1.0276	0.153162
7	-0.071871	-0.7674	0.222224
8	-0.1353	-1.4446	0.075655
9	-0.141128	-1.5068	0.06731
10	0.035069	0.3744	0.35439
11	0.302165	3.2262	0.000819
12	0.594795	6.3507	0
13	0.190553	2.0345	0.022109
14	-0.030335	-0.3239	0.373307
15	-0.262242	-2.8	0.003002
16	-0.241834	-2.5821	0.005544
17	-0.000169	-0.0018	0.499283
18	-0.097483	-1.0408	0.150079
19	-0.051124	-0.5459	0.293115
20	-0.170227	-1.8175	0.035881
21	-0.166174	-1.7743	0.039345
22	0.057159	0.6103	0.271443
23	0.303081	3.236	0.000793
24	0.511956	5.4662	0
25	0.185271	1.9781	0.025162
26	-0.068284	-0.7291	0.233727
27	-0.262383	-2.8015	0.002989
28	-0.188822	-2.0161	0.023072
29	0.001928	0.0206	0.491804
30	-0.076593	-0.8178	0.207591
31	0.004708	0.0503	0.479997
32	-0.162546	-1.7355	0.042675
33	-0.176313	-1.8825	0.031159
34	0.056234	0.6004	0.274713
35	0.252066	2.6913	0.004094
36	0.454643	4.8543	2e-06
37	0.168973	1.8041	0.036925
38	-0.024176	-0.2581	0.398387
39	-0.218654	-2.3346	0.010658
40	-0.229751	-2.4531	0.007839
41	-0.077178	-0.824	0.20582
42	-0.103028	-1.1	0.136817
43	0.016662	0.1779	0.429557
44	-0.120451	-1.2861	0.100513
45	-0.072118	-0.77	0.221445
46	0.089798	0.9588	0.169848
47	0.260576	2.7822	0.00316
48	0.378623	4.0426	4.8e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.318885 & 3.4048 & 0.000457 \tabularnewline
2 & -0.037797 & -0.4036 & 0.343645 \tabularnewline
3 & -0.245785 & -2.6243 & 0.004937 \tabularnewline
4 & -0.27483 & -2.9344 & 0.002021 \tabularnewline
5 & -0.02549 & -0.2722 & 0.392997 \tabularnewline
6 & -0.096241 & -1.0276 & 0.153162 \tabularnewline
7 & -0.071871 & -0.7674 & 0.222224 \tabularnewline
8 & -0.1353 & -1.4446 & 0.075655 \tabularnewline
9 & -0.141128 & -1.5068 & 0.06731 \tabularnewline
10 & 0.035069 & 0.3744 & 0.35439 \tabularnewline
11 & 0.302165 & 3.2262 & 0.000819 \tabularnewline
12 & 0.594795 & 6.3507 & 0 \tabularnewline
13 & 0.190553 & 2.0345 & 0.022109 \tabularnewline
14 & -0.030335 & -0.3239 & 0.373307 \tabularnewline
15 & -0.262242 & -2.8 & 0.003002 \tabularnewline
16 & -0.241834 & -2.5821 & 0.005544 \tabularnewline
17 & -0.000169 & -0.0018 & 0.499283 \tabularnewline
18 & -0.097483 & -1.0408 & 0.150079 \tabularnewline
19 & -0.051124 & -0.5459 & 0.293115 \tabularnewline
20 & -0.170227 & -1.8175 & 0.035881 \tabularnewline
21 & -0.166174 & -1.7743 & 0.039345 \tabularnewline
22 & 0.057159 & 0.6103 & 0.271443 \tabularnewline
23 & 0.303081 & 3.236 & 0.000793 \tabularnewline
24 & 0.511956 & 5.4662 & 0 \tabularnewline
25 & 0.185271 & 1.9781 & 0.025162 \tabularnewline
26 & -0.068284 & -0.7291 & 0.233727 \tabularnewline
27 & -0.262383 & -2.8015 & 0.002989 \tabularnewline
28 & -0.188822 & -2.0161 & 0.023072 \tabularnewline
29 & 0.001928 & 0.0206 & 0.491804 \tabularnewline
30 & -0.076593 & -0.8178 & 0.207591 \tabularnewline
31 & 0.004708 & 0.0503 & 0.479997 \tabularnewline
32 & -0.162546 & -1.7355 & 0.042675 \tabularnewline
33 & -0.176313 & -1.8825 & 0.031159 \tabularnewline
34 & 0.056234 & 0.6004 & 0.274713 \tabularnewline
35 & 0.252066 & 2.6913 & 0.004094 \tabularnewline
36 & 0.454643 & 4.8543 & 2e-06 \tabularnewline
37 & 0.168973 & 1.8041 & 0.036925 \tabularnewline
38 & -0.024176 & -0.2581 & 0.398387 \tabularnewline
39 & -0.218654 & -2.3346 & 0.010658 \tabularnewline
40 & -0.229751 & -2.4531 & 0.007839 \tabularnewline
41 & -0.077178 & -0.824 & 0.20582 \tabularnewline
42 & -0.103028 & -1.1 & 0.136817 \tabularnewline
43 & 0.016662 & 0.1779 & 0.429557 \tabularnewline
44 & -0.120451 & -1.2861 & 0.100513 \tabularnewline
45 & -0.072118 & -0.77 & 0.221445 \tabularnewline
46 & 0.089798 & 0.9588 & 0.169848 \tabularnewline
47 & 0.260576 & 2.7822 & 0.00316 \tabularnewline
48 & 0.378623 & 4.0426 & 4.8e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301249&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]0.318885[/C][C]3.4048[/C][C]0.000457[/C][/ROW]
[ROW][C]2[/C][C]-0.037797[/C][C]-0.4036[/C][C]0.343645[/C][/ROW]
[ROW][C]3[/C][C]-0.245785[/C][C]-2.6243[/C][C]0.004937[/C][/ROW]
[ROW][C]4[/C][C]-0.27483[/C][C]-2.9344[/C][C]0.002021[/C][/ROW]
[ROW][C]5[/C][C]-0.02549[/C][C]-0.2722[/C][C]0.392997[/C][/ROW]
[ROW][C]6[/C][C]-0.096241[/C][C]-1.0276[/C][C]0.153162[/C][/ROW]
[ROW][C]7[/C][C]-0.071871[/C][C]-0.7674[/C][C]0.222224[/C][/ROW]
[ROW][C]8[/C][C]-0.1353[/C][C]-1.4446[/C][C]0.075655[/C][/ROW]
[ROW][C]9[/C][C]-0.141128[/C][C]-1.5068[/C][C]0.06731[/C][/ROW]
[ROW][C]10[/C][C]0.035069[/C][C]0.3744[/C][C]0.35439[/C][/ROW]
[ROW][C]11[/C][C]0.302165[/C][C]3.2262[/C][C]0.000819[/C][/ROW]
[ROW][C]12[/C][C]0.594795[/C][C]6.3507[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.190553[/C][C]2.0345[/C][C]0.022109[/C][/ROW]
[ROW][C]14[/C][C]-0.030335[/C][C]-0.3239[/C][C]0.373307[/C][/ROW]
[ROW][C]15[/C][C]-0.262242[/C][C]-2.8[/C][C]0.003002[/C][/ROW]
[ROW][C]16[/C][C]-0.241834[/C][C]-2.5821[/C][C]0.005544[/C][/ROW]
[ROW][C]17[/C][C]-0.000169[/C][C]-0.0018[/C][C]0.499283[/C][/ROW]
[ROW][C]18[/C][C]-0.097483[/C][C]-1.0408[/C][C]0.150079[/C][/ROW]
[ROW][C]19[/C][C]-0.051124[/C][C]-0.5459[/C][C]0.293115[/C][/ROW]
[ROW][C]20[/C][C]-0.170227[/C][C]-1.8175[/C][C]0.035881[/C][/ROW]
[ROW][C]21[/C][C]-0.166174[/C][C]-1.7743[/C][C]0.039345[/C][/ROW]
[ROW][C]22[/C][C]0.057159[/C][C]0.6103[/C][C]0.271443[/C][/ROW]
[ROW][C]23[/C][C]0.303081[/C][C]3.236[/C][C]0.000793[/C][/ROW]
[ROW][C]24[/C][C]0.511956[/C][C]5.4662[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.185271[/C][C]1.9781[/C][C]0.025162[/C][/ROW]
[ROW][C]26[/C][C]-0.068284[/C][C]-0.7291[/C][C]0.233727[/C][/ROW]
[ROW][C]27[/C][C]-0.262383[/C][C]-2.8015[/C][C]0.002989[/C][/ROW]
[ROW][C]28[/C][C]-0.188822[/C][C]-2.0161[/C][C]0.023072[/C][/ROW]
[ROW][C]29[/C][C]0.001928[/C][C]0.0206[/C][C]0.491804[/C][/ROW]
[ROW][C]30[/C][C]-0.076593[/C][C]-0.8178[/C][C]0.207591[/C][/ROW]
[ROW][C]31[/C][C]0.004708[/C][C]0.0503[/C][C]0.479997[/C][/ROW]
[ROW][C]32[/C][C]-0.162546[/C][C]-1.7355[/C][C]0.042675[/C][/ROW]
[ROW][C]33[/C][C]-0.176313[/C][C]-1.8825[/C][C]0.031159[/C][/ROW]
[ROW][C]34[/C][C]0.056234[/C][C]0.6004[/C][C]0.274713[/C][/ROW]
[ROW][C]35[/C][C]0.252066[/C][C]2.6913[/C][C]0.004094[/C][/ROW]
[ROW][C]36[/C][C]0.454643[/C][C]4.8543[/C][C]2e-06[/C][/ROW]
[ROW][C]37[/C][C]0.168973[/C][C]1.8041[/C][C]0.036925[/C][/ROW]
[ROW][C]38[/C][C]-0.024176[/C][C]-0.2581[/C][C]0.398387[/C][/ROW]
[ROW][C]39[/C][C]-0.218654[/C][C]-2.3346[/C][C]0.010658[/C][/ROW]
[ROW][C]40[/C][C]-0.229751[/C][C]-2.4531[/C][C]0.007839[/C][/ROW]
[ROW][C]41[/C][C]-0.077178[/C][C]-0.824[/C][C]0.20582[/C][/ROW]
[ROW][C]42[/C][C]-0.103028[/C][C]-1.1[/C][C]0.136817[/C][/ROW]
[ROW][C]43[/C][C]0.016662[/C][C]0.1779[/C][C]0.429557[/C][/ROW]
[ROW][C]44[/C][C]-0.120451[/C][C]-1.2861[/C][C]0.100513[/C][/ROW]
[ROW][C]45[/C][C]-0.072118[/C][C]-0.77[/C][C]0.221445[/C][/ROW]
[ROW][C]46[/C][C]0.089798[/C][C]0.9588[/C][C]0.169848[/C][/ROW]
[ROW][C]47[/C][C]0.260576[/C][C]2.7822[/C][C]0.00316[/C][/ROW]
[ROW][C]48[/C][C]0.378623[/C][C]4.0426[/C][C]4.8e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301249&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301249&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	0.318885	3.4048	0.000457
2	-0.037797	-0.4036	0.343645
3	-0.245785	-2.6243	0.004937
4	-0.27483	-2.9344	0.002021
5	-0.02549	-0.2722	0.392997
6	-0.096241	-1.0276	0.153162
7	-0.071871	-0.7674	0.222224
8	-0.1353	-1.4446	0.075655
9	-0.141128	-1.5068	0.06731
10	0.035069	0.3744	0.35439
11	0.302165	3.2262	0.000819
12	0.594795	6.3507	0
13	0.190553	2.0345	0.022109
14	-0.030335	-0.3239	0.373307
15	-0.262242	-2.8	0.003002
16	-0.241834	-2.5821	0.005544
17	-0.000169	-0.0018	0.499283
18	-0.097483	-1.0408	0.150079
19	-0.051124	-0.5459	0.293115
20	-0.170227	-1.8175	0.035881
21	-0.166174	-1.7743	0.039345
22	0.057159	0.6103	0.271443
23	0.303081	3.236	0.000793
24	0.511956	5.4662	0
25	0.185271	1.9781	0.025162
26	-0.068284	-0.7291	0.233727
27	-0.262383	-2.8015	0.002989
28	-0.188822	-2.0161	0.023072
29	0.001928	0.0206	0.491804
30	-0.076593	-0.8178	0.207591
31	0.004708	0.0503	0.479997
32	-0.162546	-1.7355	0.042675
33	-0.176313	-1.8825	0.031159
34	0.056234	0.6004	0.274713
35	0.252066	2.6913	0.004094
36	0.454643	4.8543	2e-06
37	0.168973	1.8041	0.036925
38	-0.024176	-0.2581	0.398387
39	-0.218654	-2.3346	0.010658
40	-0.229751	-2.4531	0.007839
41	-0.077178	-0.824	0.20582
42	-0.103028	-1.1	0.136817
43	0.016662	0.1779	0.429557
44	-0.120451	-1.2861	0.100513
45	-0.072118	-0.77	0.221445
46	0.089798	0.9588	0.169848
47	0.260576	2.7822	0.00316
48	0.378623	4.0426	4.8e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.318885	3.4048	0.000457
2	-0.155274	-1.6579	0.050046
3	-0.208002	-2.2209	0.014169
4	-0.153644	-1.6405	0.051832
5	0.096325	1.0285	0.152954
6	-0.225337	-2.4059	0.008869
7	-0.081441	-0.8696	0.193186
8	-0.168106	-1.7949	0.037662
9	-0.131468	-1.4037	0.081564
10	-0.02348	-0.2507	0.401249
11	0.256947	2.7434	0.003532
12	0.460259	4.9142	2e-06
13	-0.120973	-1.2916	0.099547
14	0.134273	1.4336	0.077205
15	-0.039388	-0.4205	0.337439
16	0.029329	0.3132	0.377369
17	0.046989	0.5017	0.30842
18	-0.03833	-0.4093	0.341561
19	-0.023845	-0.2546	0.399748
20	-0.165977	-1.7722	0.03952
21	-0.086523	-0.9238	0.178768
22	-0.071157	-0.7597	0.224487
23	0.09129	0.9747	0.165883
24	0.135288	1.4445	0.075673
25	-0.001384	-0.0148	0.49412
26	0.003011	0.0321	0.487206
27	0.022142	0.2364	0.406767
28	0.074801	0.7987	0.213077
29	0.025134	0.2684	0.394453
30	0.024284	0.2593	0.397941
31	0.107724	1.1502	0.126238
32	-0.068375	-0.73	0.233431
33	-0.111248	-1.1878	0.118689
34	-0.012043	-0.1286	0.448959
35	-0.015219	-0.1625	0.435601
36	0.029682	0.3169	0.375941
37	-0.010229	-0.1092	0.456613
38	0.14101	1.5056	0.067471
39	-0.054347	-0.5803	0.281441
40	-0.099833	-1.0659	0.144354
41	-0.053829	-0.5747	0.283299
42	-0.031268	-0.3338	0.369553
43	0.046489	0.4964	0.310295
44	0.014012	0.1496	0.440671
45	0.115841	1.2368	0.109344
46	-0.048553	-0.5184	0.30259
47	0.079336	0.8471	0.199362
48	-0.046517	-0.4967	0.310192

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.318885 & 3.4048 & 0.000457 \tabularnewline
2 & -0.155274 & -1.6579 & 0.050046 \tabularnewline
3 & -0.208002 & -2.2209 & 0.014169 \tabularnewline
4 & -0.153644 & -1.6405 & 0.051832 \tabularnewline
5 & 0.096325 & 1.0285 & 0.152954 \tabularnewline
6 & -0.225337 & -2.4059 & 0.008869 \tabularnewline
7 & -0.081441 & -0.8696 & 0.193186 \tabularnewline
8 & -0.168106 & -1.7949 & 0.037662 \tabularnewline
9 & -0.131468 & -1.4037 & 0.081564 \tabularnewline
10 & -0.02348 & -0.2507 & 0.401249 \tabularnewline
11 & 0.256947 & 2.7434 & 0.003532 \tabularnewline
12 & 0.460259 & 4.9142 & 2e-06 \tabularnewline
13 & -0.120973 & -1.2916 & 0.099547 \tabularnewline
14 & 0.134273 & 1.4336 & 0.077205 \tabularnewline
15 & -0.039388 & -0.4205 & 0.337439 \tabularnewline
16 & 0.029329 & 0.3132 & 0.377369 \tabularnewline
17 & 0.046989 & 0.5017 & 0.30842 \tabularnewline
18 & -0.03833 & -0.4093 & 0.341561 \tabularnewline
19 & -0.023845 & -0.2546 & 0.399748 \tabularnewline
20 & -0.165977 & -1.7722 & 0.03952 \tabularnewline
21 & -0.086523 & -0.9238 & 0.178768 \tabularnewline
22 & -0.071157 & -0.7597 & 0.224487 \tabularnewline
23 & 0.09129 & 0.9747 & 0.165883 \tabularnewline
24 & 0.135288 & 1.4445 & 0.075673 \tabularnewline
25 & -0.001384 & -0.0148 & 0.49412 \tabularnewline
26 & 0.003011 & 0.0321 & 0.487206 \tabularnewline
27 & 0.022142 & 0.2364 & 0.406767 \tabularnewline
28 & 0.074801 & 0.7987 & 0.213077 \tabularnewline
29 & 0.025134 & 0.2684 & 0.394453 \tabularnewline
30 & 0.024284 & 0.2593 & 0.397941 \tabularnewline
31 & 0.107724 & 1.1502 & 0.126238 \tabularnewline
32 & -0.068375 & -0.73 & 0.233431 \tabularnewline
33 & -0.111248 & -1.1878 & 0.118689 \tabularnewline
34 & -0.012043 & -0.1286 & 0.448959 \tabularnewline
35 & -0.015219 & -0.1625 & 0.435601 \tabularnewline
36 & 0.029682 & 0.3169 & 0.375941 \tabularnewline
37 & -0.010229 & -0.1092 & 0.456613 \tabularnewline
38 & 0.14101 & 1.5056 & 0.067471 \tabularnewline
39 & -0.054347 & -0.5803 & 0.281441 \tabularnewline
40 & -0.099833 & -1.0659 & 0.144354 \tabularnewline
41 & -0.053829 & -0.5747 & 0.283299 \tabularnewline
42 & -0.031268 & -0.3338 & 0.369553 \tabularnewline
43 & 0.046489 & 0.4964 & 0.310295 \tabularnewline
44 & 0.014012 & 0.1496 & 0.440671 \tabularnewline
45 & 0.115841 & 1.2368 & 0.109344 \tabularnewline
46 & -0.048553 & -0.5184 & 0.30259 \tabularnewline
47 & 0.079336 & 0.8471 & 0.199362 \tabularnewline
48 & -0.046517 & -0.4967 & 0.310192 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301249&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]0.318885[/C][C]3.4048[/C][C]0.000457[/C][/ROW]
[ROW][C]2[/C][C]-0.155274[/C][C]-1.6579[/C][C]0.050046[/C][/ROW]
[ROW][C]3[/C][C]-0.208002[/C][C]-2.2209[/C][C]0.014169[/C][/ROW]
[ROW][C]4[/C][C]-0.153644[/C][C]-1.6405[/C][C]0.051832[/C][/ROW]
[ROW][C]5[/C][C]0.096325[/C][C]1.0285[/C][C]0.152954[/C][/ROW]
[ROW][C]6[/C][C]-0.225337[/C][C]-2.4059[/C][C]0.008869[/C][/ROW]
[ROW][C]7[/C][C]-0.081441[/C][C]-0.8696[/C][C]0.193186[/C][/ROW]
[ROW][C]8[/C][C]-0.168106[/C][C]-1.7949[/C][C]0.037662[/C][/ROW]
[ROW][C]9[/C][C]-0.131468[/C][C]-1.4037[/C][C]0.081564[/C][/ROW]
[ROW][C]10[/C][C]-0.02348[/C][C]-0.2507[/C][C]0.401249[/C][/ROW]
[ROW][C]11[/C][C]0.256947[/C][C]2.7434[/C][C]0.003532[/C][/ROW]
[ROW][C]12[/C][C]0.460259[/C][C]4.9142[/C][C]2e-06[/C][/ROW]
[ROW][C]13[/C][C]-0.120973[/C][C]-1.2916[/C][C]0.099547[/C][/ROW]
[ROW][C]14[/C][C]0.134273[/C][C]1.4336[/C][C]0.077205[/C][/ROW]
[ROW][C]15[/C][C]-0.039388[/C][C]-0.4205[/C][C]0.337439[/C][/ROW]
[ROW][C]16[/C][C]0.029329[/C][C]0.3132[/C][C]0.377369[/C][/ROW]
[ROW][C]17[/C][C]0.046989[/C][C]0.5017[/C][C]0.30842[/C][/ROW]
[ROW][C]18[/C][C]-0.03833[/C][C]-0.4093[/C][C]0.341561[/C][/ROW]
[ROW][C]19[/C][C]-0.023845[/C][C]-0.2546[/C][C]0.399748[/C][/ROW]
[ROW][C]20[/C][C]-0.165977[/C][C]-1.7722[/C][C]0.03952[/C][/ROW]
[ROW][C]21[/C][C]-0.086523[/C][C]-0.9238[/C][C]0.178768[/C][/ROW]
[ROW][C]22[/C][C]-0.071157[/C][C]-0.7597[/C][C]0.224487[/C][/ROW]
[ROW][C]23[/C][C]0.09129[/C][C]0.9747[/C][C]0.165883[/C][/ROW]
[ROW][C]24[/C][C]0.135288[/C][C]1.4445[/C][C]0.075673[/C][/ROW]
[ROW][C]25[/C][C]-0.001384[/C][C]-0.0148[/C][C]0.49412[/C][/ROW]
[ROW][C]26[/C][C]0.003011[/C][C]0.0321[/C][C]0.487206[/C][/ROW]
[ROW][C]27[/C][C]0.022142[/C][C]0.2364[/C][C]0.406767[/C][/ROW]
[ROW][C]28[/C][C]0.074801[/C][C]0.7987[/C][C]0.213077[/C][/ROW]
[ROW][C]29[/C][C]0.025134[/C][C]0.2684[/C][C]0.394453[/C][/ROW]
[ROW][C]30[/C][C]0.024284[/C][C]0.2593[/C][C]0.397941[/C][/ROW]
[ROW][C]31[/C][C]0.107724[/C][C]1.1502[/C][C]0.126238[/C][/ROW]
[ROW][C]32[/C][C]-0.068375[/C][C]-0.73[/C][C]0.233431[/C][/ROW]
[ROW][C]33[/C][C]-0.111248[/C][C]-1.1878[/C][C]0.118689[/C][/ROW]
[ROW][C]34[/C][C]-0.012043[/C][C]-0.1286[/C][C]0.448959[/C][/ROW]
[ROW][C]35[/C][C]-0.015219[/C][C]-0.1625[/C][C]0.435601[/C][/ROW]
[ROW][C]36[/C][C]0.029682[/C][C]0.3169[/C][C]0.375941[/C][/ROW]
[ROW][C]37[/C][C]-0.010229[/C][C]-0.1092[/C][C]0.456613[/C][/ROW]
[ROW][C]38[/C][C]0.14101[/C][C]1.5056[/C][C]0.067471[/C][/ROW]
[ROW][C]39[/C][C]-0.054347[/C][C]-0.5803[/C][C]0.281441[/C][/ROW]
[ROW][C]40[/C][C]-0.099833[/C][C]-1.0659[/C][C]0.144354[/C][/ROW]
[ROW][C]41[/C][C]-0.053829[/C][C]-0.5747[/C][C]0.283299[/C][/ROW]
[ROW][C]42[/C][C]-0.031268[/C][C]-0.3338[/C][C]0.369553[/C][/ROW]
[ROW][C]43[/C][C]0.046489[/C][C]0.4964[/C][C]0.310295[/C][/ROW]
[ROW][C]44[/C][C]0.014012[/C][C]0.1496[/C][C]0.440671[/C][/ROW]
[ROW][C]45[/C][C]0.115841[/C][C]1.2368[/C][C]0.109344[/C][/ROW]
[ROW][C]46[/C][C]-0.048553[/C][C]-0.5184[/C][C]0.30259[/C][/ROW]
[ROW][C]47[/C][C]0.079336[/C][C]0.8471[/C][C]0.199362[/C][/ROW]
[ROW][C]48[/C][C]-0.046517[/C][C]-0.4967[/C][C]0.310192[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301249&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301249&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	0.318885	3.4048	0.000457
2	-0.155274	-1.6579	0.050046
3	-0.208002	-2.2209	0.014169
4	-0.153644	-1.6405	0.051832
5	0.096325	1.0285	0.152954
6	-0.225337	-2.4059	0.008869
7	-0.081441	-0.8696	0.193186
8	-0.168106	-1.7949	0.037662
9	-0.131468	-1.4037	0.081564
10	-0.02348	-0.2507	0.401249
11	0.256947	2.7434	0.003532
12	0.460259	4.9142	2e-06
13	-0.120973	-1.2916	0.099547
14	0.134273	1.4336	0.077205
15	-0.039388	-0.4205	0.337439
16	0.029329	0.3132	0.377369
17	0.046989	0.5017	0.30842
18	-0.03833	-0.4093	0.341561
19	-0.023845	-0.2546	0.399748
20	-0.165977	-1.7722	0.03952
21	-0.086523	-0.9238	0.178768
22	-0.071157	-0.7597	0.224487
23	0.09129	0.9747	0.165883
24	0.135288	1.4445	0.075673
25	-0.001384	-0.0148	0.49412
26	0.003011	0.0321	0.487206
27	0.022142	0.2364	0.406767
28	0.074801	0.7987	0.213077
29	0.025134	0.2684	0.394453
30	0.024284	0.2593	0.397941
31	0.107724	1.1502	0.126238
32	-0.068375	-0.73	0.233431
33	-0.111248	-1.1878	0.118689
34	-0.012043	-0.1286	0.448959
35	-0.015219	-0.1625	0.435601
36	0.029682	0.3169	0.375941
37	-0.010229	-0.1092	0.456613
38	0.14101	1.5056	0.067471
39	-0.054347	-0.5803	0.281441
40	-0.099833	-1.0659	0.144354
41	-0.053829	-0.5747	0.283299
42	-0.031268	-0.3338	0.369553
43	0.046489	0.4964	0.310295
44	0.014012	0.1496	0.440671
45	0.115841	1.2368	0.109344
46	-0.048553	-0.5184	0.30259
47	0.079336	0.8471	0.199362
48	-0.046517	-0.4967	0.310192

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 = Default ; 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