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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 20 Dec 2016 11:40:28 +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/20/t1482230468f3sosm3dq89i5na.htm/, Retrieved Sat, 27 Apr 2024 20:58:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301588, Retrieved Sat, 27 Apr 2024 20:58:55 +0000

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110

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-       [(Partial) Autocorrelation Function] [Autocorrelation d...] [2016-12-20 10:40:28] [e8b5e2ae4a4517822f644e6c122e1af0] [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=301588&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=301588&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301588&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	0.000845	0.0083	0.496705
2	-0.393115	-3.8517	0.000106
3	0.091459	0.8961	0.186216
4	0.283633	2.779	0.00328
5	-0.037809	-0.3705	0.35593
6	0.032237	0.3159	0.376398
7	0.114903	1.1258	0.131525
8	-0.153176	-1.5008	0.068343
9	0.032088	0.3144	0.376952
10	0.350519	3.4344	0.000439
11	-0.097793	-0.9582	0.170192
12	-0.531895	-5.2115	1e-06
13	0.182747	1.7905	0.038259
14	0.356898	3.4969	0.000357
15	-0.164205	-1.6089	0.055464
16	-0.243104	-2.3819	0.009597
17	0.080113	0.7849	0.21721
18	0.034323	0.3363	0.368692
19	-0.061784	-0.6054	0.273185
20	0.002636	0.0258	0.489723
21	-0.013292	-0.1302	0.448327
22	-0.18328	-1.7958	0.037838
23	0.153189	1.5009	0.068327
24	0.191787	1.8791	0.031631
25	-0.226388	-2.2181	0.014451
26	-0.309898	-3.0364	0.001541
27	0.193204	1.893	0.030685
28	0.243233	2.3832	0.009566
29	-0.140711	-1.3787	0.085598
30	-0.120423	-1.1799	0.120477
31	0.043706	0.4282	0.334722
32	0.017248	0.169	0.433078
33	-0.003067	-0.03	0.488046
34	0.069406	0.68	0.24906
35	-0.10776	-1.0558	0.146848
36	-0.152808	-1.4972	0.06881
37	0.210059	2.0582	0.021143
38	0.167019	1.6364	0.05251
39	-0.18671	-1.8294	0.035224
40	-0.169036	-1.6562	0.050473
41	0.166572	1.6321	0.052971
42	0.114232	1.1192	0.132915
43	-0.104834	-1.0272	0.153463
44	0.00048	0.0047	0.498127
45	0.005467	0.0536	0.478696
46	-0.022146	-0.217	0.414339
47	0.022078	0.2163	0.414599
48	0.036908	0.3616	0.359216

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.000845 & 0.0083 & 0.496705 \tabularnewline
2 & -0.393115 & -3.8517 & 0.000106 \tabularnewline
3 & 0.091459 & 0.8961 & 0.186216 \tabularnewline
4 & 0.283633 & 2.779 & 0.00328 \tabularnewline
5 & -0.037809 & -0.3705 & 0.35593 \tabularnewline
6 & 0.032237 & 0.3159 & 0.376398 \tabularnewline
7 & 0.114903 & 1.1258 & 0.131525 \tabularnewline
8 & -0.153176 & -1.5008 & 0.068343 \tabularnewline
9 & 0.032088 & 0.3144 & 0.376952 \tabularnewline
10 & 0.350519 & 3.4344 & 0.000439 \tabularnewline
11 & -0.097793 & -0.9582 & 0.170192 \tabularnewline
12 & -0.531895 & -5.2115 & 1e-06 \tabularnewline
13 & 0.182747 & 1.7905 & 0.038259 \tabularnewline
14 & 0.356898 & 3.4969 & 0.000357 \tabularnewline
15 & -0.164205 & -1.6089 & 0.055464 \tabularnewline
16 & -0.243104 & -2.3819 & 0.009597 \tabularnewline
17 & 0.080113 & 0.7849 & 0.21721 \tabularnewline
18 & 0.034323 & 0.3363 & 0.368692 \tabularnewline
19 & -0.061784 & -0.6054 & 0.273185 \tabularnewline
20 & 0.002636 & 0.0258 & 0.489723 \tabularnewline
21 & -0.013292 & -0.1302 & 0.448327 \tabularnewline
22 & -0.18328 & -1.7958 & 0.037838 \tabularnewline
23 & 0.153189 & 1.5009 & 0.068327 \tabularnewline
24 & 0.191787 & 1.8791 & 0.031631 \tabularnewline
25 & -0.226388 & -2.2181 & 0.014451 \tabularnewline
26 & -0.309898 & -3.0364 & 0.001541 \tabularnewline
27 & 0.193204 & 1.893 & 0.030685 \tabularnewline
28 & 0.243233 & 2.3832 & 0.009566 \tabularnewline
29 & -0.140711 & -1.3787 & 0.085598 \tabularnewline
30 & -0.120423 & -1.1799 & 0.120477 \tabularnewline
31 & 0.043706 & 0.4282 & 0.334722 \tabularnewline
32 & 0.017248 & 0.169 & 0.433078 \tabularnewline
33 & -0.003067 & -0.03 & 0.488046 \tabularnewline
34 & 0.069406 & 0.68 & 0.24906 \tabularnewline
35 & -0.10776 & -1.0558 & 0.146848 \tabularnewline
36 & -0.152808 & -1.4972 & 0.06881 \tabularnewline
37 & 0.210059 & 2.0582 & 0.021143 \tabularnewline
38 & 0.167019 & 1.6364 & 0.05251 \tabularnewline
39 & -0.18671 & -1.8294 & 0.035224 \tabularnewline
40 & -0.169036 & -1.6562 & 0.050473 \tabularnewline
41 & 0.166572 & 1.6321 & 0.052971 \tabularnewline
42 & 0.114232 & 1.1192 & 0.132915 \tabularnewline
43 & -0.104834 & -1.0272 & 0.153463 \tabularnewline
44 & 0.00048 & 0.0047 & 0.498127 \tabularnewline
45 & 0.005467 & 0.0536 & 0.478696 \tabularnewline
46 & -0.022146 & -0.217 & 0.414339 \tabularnewline
47 & 0.022078 & 0.2163 & 0.414599 \tabularnewline
48 & 0.036908 & 0.3616 & 0.359216 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301588&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]0.000845[/C][C]0.0083[/C][C]0.496705[/C][/ROW]
[ROW][C]2[/C][C]-0.393115[/C][C]-3.8517[/C][C]0.000106[/C][/ROW]
[ROW][C]3[/C][C]0.091459[/C][C]0.8961[/C][C]0.186216[/C][/ROW]
[ROW][C]4[/C][C]0.283633[/C][C]2.779[/C][C]0.00328[/C][/ROW]
[ROW][C]5[/C][C]-0.037809[/C][C]-0.3705[/C][C]0.35593[/C][/ROW]
[ROW][C]6[/C][C]0.032237[/C][C]0.3159[/C][C]0.376398[/C][/ROW]
[ROW][C]7[/C][C]0.114903[/C][C]1.1258[/C][C]0.131525[/C][/ROW]
[ROW][C]8[/C][C]-0.153176[/C][C]-1.5008[/C][C]0.068343[/C][/ROW]
[ROW][C]9[/C][C]0.032088[/C][C]0.3144[/C][C]0.376952[/C][/ROW]
[ROW][C]10[/C][C]0.350519[/C][C]3.4344[/C][C]0.000439[/C][/ROW]
[ROW][C]11[/C][C]-0.097793[/C][C]-0.9582[/C][C]0.170192[/C][/ROW]
[ROW][C]12[/C][C]-0.531895[/C][C]-5.2115[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.182747[/C][C]1.7905[/C][C]0.038259[/C][/ROW]
[ROW][C]14[/C][C]0.356898[/C][C]3.4969[/C][C]0.000357[/C][/ROW]
[ROW][C]15[/C][C]-0.164205[/C][C]-1.6089[/C][C]0.055464[/C][/ROW]
[ROW][C]16[/C][C]-0.243104[/C][C]-2.3819[/C][C]0.009597[/C][/ROW]
[ROW][C]17[/C][C]0.080113[/C][C]0.7849[/C][C]0.21721[/C][/ROW]
[ROW][C]18[/C][C]0.034323[/C][C]0.3363[/C][C]0.368692[/C][/ROW]
[ROW][C]19[/C][C]-0.061784[/C][C]-0.6054[/C][C]0.273185[/C][/ROW]
[ROW][C]20[/C][C]0.002636[/C][C]0.0258[/C][C]0.489723[/C][/ROW]
[ROW][C]21[/C][C]-0.013292[/C][C]-0.1302[/C][C]0.448327[/C][/ROW]
[ROW][C]22[/C][C]-0.18328[/C][C]-1.7958[/C][C]0.037838[/C][/ROW]
[ROW][C]23[/C][C]0.153189[/C][C]1.5009[/C][C]0.068327[/C][/ROW]
[ROW][C]24[/C][C]0.191787[/C][C]1.8791[/C][C]0.031631[/C][/ROW]
[ROW][C]25[/C][C]-0.226388[/C][C]-2.2181[/C][C]0.014451[/C][/ROW]
[ROW][C]26[/C][C]-0.309898[/C][C]-3.0364[/C][C]0.001541[/C][/ROW]
[ROW][C]27[/C][C]0.193204[/C][C]1.893[/C][C]0.030685[/C][/ROW]
[ROW][C]28[/C][C]0.243233[/C][C]2.3832[/C][C]0.009566[/C][/ROW]
[ROW][C]29[/C][C]-0.140711[/C][C]-1.3787[/C][C]0.085598[/C][/ROW]
[ROW][C]30[/C][C]-0.120423[/C][C]-1.1799[/C][C]0.120477[/C][/ROW]
[ROW][C]31[/C][C]0.043706[/C][C]0.4282[/C][C]0.334722[/C][/ROW]
[ROW][C]32[/C][C]0.017248[/C][C]0.169[/C][C]0.433078[/C][/ROW]
[ROW][C]33[/C][C]-0.003067[/C][C]-0.03[/C][C]0.488046[/C][/ROW]
[ROW][C]34[/C][C]0.069406[/C][C]0.68[/C][C]0.24906[/C][/ROW]
[ROW][C]35[/C][C]-0.10776[/C][C]-1.0558[/C][C]0.146848[/C][/ROW]
[ROW][C]36[/C][C]-0.152808[/C][C]-1.4972[/C][C]0.06881[/C][/ROW]
[ROW][C]37[/C][C]0.210059[/C][C]2.0582[/C][C]0.021143[/C][/ROW]
[ROW][C]38[/C][C]0.167019[/C][C]1.6364[/C][C]0.05251[/C][/ROW]
[ROW][C]39[/C][C]-0.18671[/C][C]-1.8294[/C][C]0.035224[/C][/ROW]
[ROW][C]40[/C][C]-0.169036[/C][C]-1.6562[/C][C]0.050473[/C][/ROW]
[ROW][C]41[/C][C]0.166572[/C][C]1.6321[/C][C]0.052971[/C][/ROW]
[ROW][C]42[/C][C]0.114232[/C][C]1.1192[/C][C]0.132915[/C][/ROW]
[ROW][C]43[/C][C]-0.104834[/C][C]-1.0272[/C][C]0.153463[/C][/ROW]
[ROW][C]44[/C][C]0.00048[/C][C]0.0047[/C][C]0.498127[/C][/ROW]
[ROW][C]45[/C][C]0.005467[/C][C]0.0536[/C][C]0.478696[/C][/ROW]
[ROW][C]46[/C][C]-0.022146[/C][C]-0.217[/C][C]0.414339[/C][/ROW]
[ROW][C]47[/C][C]0.022078[/C][C]0.2163[/C][C]0.414599[/C][/ROW]
[ROW][C]48[/C][C]0.036908[/C][C]0.3616[/C][C]0.359216[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301588&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301588&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	0.000845	0.0083	0.496705
2	-0.393115	-3.8517	0.000106
3	0.091459	0.8961	0.186216
4	0.283633	2.779	0.00328
5	-0.037809	-0.3705	0.35593
6	0.032237	0.3159	0.376398
7	0.114903	1.1258	0.131525
8	-0.153176	-1.5008	0.068343
9	0.032088	0.3144	0.376952
10	0.350519	3.4344	0.000439
11	-0.097793	-0.9582	0.170192
12	-0.531895	-5.2115	1e-06
13	0.182747	1.7905	0.038259
14	0.356898	3.4969	0.000357
15	-0.164205	-1.6089	0.055464
16	-0.243104	-2.3819	0.009597
17	0.080113	0.7849	0.21721
18	0.034323	0.3363	0.368692
19	-0.061784	-0.6054	0.273185
20	0.002636	0.0258	0.489723
21	-0.013292	-0.1302	0.448327
22	-0.18328	-1.7958	0.037838
23	0.153189	1.5009	0.068327
24	0.191787	1.8791	0.031631
25	-0.226388	-2.2181	0.014451
26	-0.309898	-3.0364	0.001541
27	0.193204	1.893	0.030685
28	0.243233	2.3832	0.009566
29	-0.140711	-1.3787	0.085598
30	-0.120423	-1.1799	0.120477
31	0.043706	0.4282	0.334722
32	0.017248	0.169	0.433078
33	-0.003067	-0.03	0.488046
34	0.069406	0.68	0.24906
35	-0.10776	-1.0558	0.146848
36	-0.152808	-1.4972	0.06881
37	0.210059	2.0582	0.021143
38	0.167019	1.6364	0.05251
39	-0.18671	-1.8294	0.035224
40	-0.169036	-1.6562	0.050473
41	0.166572	1.6321	0.052971
42	0.114232	1.1192	0.132915
43	-0.104834	-1.0272	0.153463
44	0.00048	0.0047	0.498127
45	0.005467	0.0536	0.478696
46	-0.022146	-0.217	0.414339
47	0.022078	0.2163	0.414599
48	0.036908	0.3616	0.359216

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.000845	0.0083	0.496705
2	-0.393116	-3.8517	0.000106
3	0.109118	1.0691	0.143846
4	0.149533	1.4651	0.073078
5	0.030714	0.3009	0.382058
6	0.216891	2.1251	0.018073
7	0.083536	0.8185	0.207555
8	-0.155064	-1.5193	0.065986
9	0.104675	1.0256	0.153828
10	0.225828	2.2127	0.014646
11	-0.125893	-1.2335	0.110201
12	-0.416116	-4.0771	4.7e-05
13	0.087326	0.8556	0.19717
14	0.017638	0.1728	0.431579
15	-0.020659	-0.2024	0.420011
16	-0.034905	-0.342	0.366549
17	-0.040631	-0.3981	0.345721
18	0.039557	0.3876	0.349593
19	0.02749	0.2693	0.394122
20	-0.155659	-1.5251	0.065256
21	0.106304	1.0416	0.150116
22	0.025287	0.2478	0.402424
23	0.071379	0.6994	0.243008
24	-0.108128	-1.0594	0.146031
25	-0.002443	-0.0239	0.490477
26	-0.182039	-1.7836	0.038823
27	0.021821	0.2138	0.415579
28	0.079871	0.7826	0.217902
29	0.00415	0.0407	0.483825
30	0.035304	0.3459	0.365085
31	-0.014065	-0.1378	0.445342
32	-0.080481	-0.7885	0.21616
33	0.05715	0.56	0.288408
34	-0.009071	-0.0889	0.464684
35	0.024313	0.2382	0.406109
36	-0.118614	-1.1622	0.124023
37	0.072939	0.7147	0.238278
38	-0.09549	-0.9356	0.175912
39	0.109815	1.076	0.142321
40	-0.017122	-0.1678	0.433564
41	0.021829	0.2139	0.415547
42	0.00775	0.0759	0.469815
43	-0.008071	-0.0791	0.468567
44	-0.015191	-0.1488	0.440995
45	0.009309	0.0912	0.463758
46	-0.035726	-0.35	0.363535
47	-0.04678	-0.4584	0.323867
48	-0.115537	-1.132	0.130221

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.000845 & 0.0083 & 0.496705 \tabularnewline
2 & -0.393116 & -3.8517 & 0.000106 \tabularnewline
3 & 0.109118 & 1.0691 & 0.143846 \tabularnewline
4 & 0.149533 & 1.4651 & 0.073078 \tabularnewline
5 & 0.030714 & 0.3009 & 0.382058 \tabularnewline
6 & 0.216891 & 2.1251 & 0.018073 \tabularnewline
7 & 0.083536 & 0.8185 & 0.207555 \tabularnewline
8 & -0.155064 & -1.5193 & 0.065986 \tabularnewline
9 & 0.104675 & 1.0256 & 0.153828 \tabularnewline
10 & 0.225828 & 2.2127 & 0.014646 \tabularnewline
11 & -0.125893 & -1.2335 & 0.110201 \tabularnewline
12 & -0.416116 & -4.0771 & 4.7e-05 \tabularnewline
13 & 0.087326 & 0.8556 & 0.19717 \tabularnewline
14 & 0.017638 & 0.1728 & 0.431579 \tabularnewline
15 & -0.020659 & -0.2024 & 0.420011 \tabularnewline
16 & -0.034905 & -0.342 & 0.366549 \tabularnewline
17 & -0.040631 & -0.3981 & 0.345721 \tabularnewline
18 & 0.039557 & 0.3876 & 0.349593 \tabularnewline
19 & 0.02749 & 0.2693 & 0.394122 \tabularnewline
20 & -0.155659 & -1.5251 & 0.065256 \tabularnewline
21 & 0.106304 & 1.0416 & 0.150116 \tabularnewline
22 & 0.025287 & 0.2478 & 0.402424 \tabularnewline
23 & 0.071379 & 0.6994 & 0.243008 \tabularnewline
24 & -0.108128 & -1.0594 & 0.146031 \tabularnewline
25 & -0.002443 & -0.0239 & 0.490477 \tabularnewline
26 & -0.182039 & -1.7836 & 0.038823 \tabularnewline
27 & 0.021821 & 0.2138 & 0.415579 \tabularnewline
28 & 0.079871 & 0.7826 & 0.217902 \tabularnewline
29 & 0.00415 & 0.0407 & 0.483825 \tabularnewline
30 & 0.035304 & 0.3459 & 0.365085 \tabularnewline
31 & -0.014065 & -0.1378 & 0.445342 \tabularnewline
32 & -0.080481 & -0.7885 & 0.21616 \tabularnewline
33 & 0.05715 & 0.56 & 0.288408 \tabularnewline
34 & -0.009071 & -0.0889 & 0.464684 \tabularnewline
35 & 0.024313 & 0.2382 & 0.406109 \tabularnewline
36 & -0.118614 & -1.1622 & 0.124023 \tabularnewline
37 & 0.072939 & 0.7147 & 0.238278 \tabularnewline
38 & -0.09549 & -0.9356 & 0.175912 \tabularnewline
39 & 0.109815 & 1.076 & 0.142321 \tabularnewline
40 & -0.017122 & -0.1678 & 0.433564 \tabularnewline
41 & 0.021829 & 0.2139 & 0.415547 \tabularnewline
42 & 0.00775 & 0.0759 & 0.469815 \tabularnewline
43 & -0.008071 & -0.0791 & 0.468567 \tabularnewline
44 & -0.015191 & -0.1488 & 0.440995 \tabularnewline
45 & 0.009309 & 0.0912 & 0.463758 \tabularnewline
46 & -0.035726 & -0.35 & 0.363535 \tabularnewline
47 & -0.04678 & -0.4584 & 0.323867 \tabularnewline
48 & -0.115537 & -1.132 & 0.130221 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301588&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]0.000845[/C][C]0.0083[/C][C]0.496705[/C][/ROW]
[ROW][C]2[/C][C]-0.393116[/C][C]-3.8517[/C][C]0.000106[/C][/ROW]
[ROW][C]3[/C][C]0.109118[/C][C]1.0691[/C][C]0.143846[/C][/ROW]
[ROW][C]4[/C][C]0.149533[/C][C]1.4651[/C][C]0.073078[/C][/ROW]
[ROW][C]5[/C][C]0.030714[/C][C]0.3009[/C][C]0.382058[/C][/ROW]
[ROW][C]6[/C][C]0.216891[/C][C]2.1251[/C][C]0.018073[/C][/ROW]
[ROW][C]7[/C][C]0.083536[/C][C]0.8185[/C][C]0.207555[/C][/ROW]
[ROW][C]8[/C][C]-0.155064[/C][C]-1.5193[/C][C]0.065986[/C][/ROW]
[ROW][C]9[/C][C]0.104675[/C][C]1.0256[/C][C]0.153828[/C][/ROW]
[ROW][C]10[/C][C]0.225828[/C][C]2.2127[/C][C]0.014646[/C][/ROW]
[ROW][C]11[/C][C]-0.125893[/C][C]-1.2335[/C][C]0.110201[/C][/ROW]
[ROW][C]12[/C][C]-0.416116[/C][C]-4.0771[/C][C]4.7e-05[/C][/ROW]
[ROW][C]13[/C][C]0.087326[/C][C]0.8556[/C][C]0.19717[/C][/ROW]
[ROW][C]14[/C][C]0.017638[/C][C]0.1728[/C][C]0.431579[/C][/ROW]
[ROW][C]15[/C][C]-0.020659[/C][C]-0.2024[/C][C]0.420011[/C][/ROW]
[ROW][C]16[/C][C]-0.034905[/C][C]-0.342[/C][C]0.366549[/C][/ROW]
[ROW][C]17[/C][C]-0.040631[/C][C]-0.3981[/C][C]0.345721[/C][/ROW]
[ROW][C]18[/C][C]0.039557[/C][C]0.3876[/C][C]0.349593[/C][/ROW]
[ROW][C]19[/C][C]0.02749[/C][C]0.2693[/C][C]0.394122[/C][/ROW]
[ROW][C]20[/C][C]-0.155659[/C][C]-1.5251[/C][C]0.065256[/C][/ROW]
[ROW][C]21[/C][C]0.106304[/C][C]1.0416[/C][C]0.150116[/C][/ROW]
[ROW][C]22[/C][C]0.025287[/C][C]0.2478[/C][C]0.402424[/C][/ROW]
[ROW][C]23[/C][C]0.071379[/C][C]0.6994[/C][C]0.243008[/C][/ROW]
[ROW][C]24[/C][C]-0.108128[/C][C]-1.0594[/C][C]0.146031[/C][/ROW]
[ROW][C]25[/C][C]-0.002443[/C][C]-0.0239[/C][C]0.490477[/C][/ROW]
[ROW][C]26[/C][C]-0.182039[/C][C]-1.7836[/C][C]0.038823[/C][/ROW]
[ROW][C]27[/C][C]0.021821[/C][C]0.2138[/C][C]0.415579[/C][/ROW]
[ROW][C]28[/C][C]0.079871[/C][C]0.7826[/C][C]0.217902[/C][/ROW]
[ROW][C]29[/C][C]0.00415[/C][C]0.0407[/C][C]0.483825[/C][/ROW]
[ROW][C]30[/C][C]0.035304[/C][C]0.3459[/C][C]0.365085[/C][/ROW]
[ROW][C]31[/C][C]-0.014065[/C][C]-0.1378[/C][C]0.445342[/C][/ROW]
[ROW][C]32[/C][C]-0.080481[/C][C]-0.7885[/C][C]0.21616[/C][/ROW]
[ROW][C]33[/C][C]0.05715[/C][C]0.56[/C][C]0.288408[/C][/ROW]
[ROW][C]34[/C][C]-0.009071[/C][C]-0.0889[/C][C]0.464684[/C][/ROW]
[ROW][C]35[/C][C]0.024313[/C][C]0.2382[/C][C]0.406109[/C][/ROW]
[ROW][C]36[/C][C]-0.118614[/C][C]-1.1622[/C][C]0.124023[/C][/ROW]
[ROW][C]37[/C][C]0.072939[/C][C]0.7147[/C][C]0.238278[/C][/ROW]
[ROW][C]38[/C][C]-0.09549[/C][C]-0.9356[/C][C]0.175912[/C][/ROW]
[ROW][C]39[/C][C]0.109815[/C][C]1.076[/C][C]0.142321[/C][/ROW]
[ROW][C]40[/C][C]-0.017122[/C][C]-0.1678[/C][C]0.433564[/C][/ROW]
[ROW][C]41[/C][C]0.021829[/C][C]0.2139[/C][C]0.415547[/C][/ROW]
[ROW][C]42[/C][C]0.00775[/C][C]0.0759[/C][C]0.469815[/C][/ROW]
[ROW][C]43[/C][C]-0.008071[/C][C]-0.0791[/C][C]0.468567[/C][/ROW]
[ROW][C]44[/C][C]-0.015191[/C][C]-0.1488[/C][C]0.440995[/C][/ROW]
[ROW][C]45[/C][C]0.009309[/C][C]0.0912[/C][C]0.463758[/C][/ROW]
[ROW][C]46[/C][C]-0.035726[/C][C]-0.35[/C][C]0.363535[/C][/ROW]
[ROW][C]47[/C][C]-0.04678[/C][C]-0.4584[/C][C]0.323867[/C][/ROW]
[ROW][C]48[/C][C]-0.115537[/C][C]-1.132[/C][C]0.130221[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301588&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301588&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	0.000845	0.0083	0.496705
2	-0.393116	-3.8517	0.000106
3	0.109118	1.0691	0.143846
4	0.149533	1.4651	0.073078
5	0.030714	0.3009	0.382058
6	0.216891	2.1251	0.018073
7	0.083536	0.8185	0.207555
8	-0.155064	-1.5193	0.065986
9	0.104675	1.0256	0.153828
10	0.225828	2.2127	0.014646
11	-0.125893	-1.2335	0.110201
12	-0.416116	-4.0771	4.7e-05
13	0.087326	0.8556	0.19717
14	0.017638	0.1728	0.431579
15	-0.020659	-0.2024	0.420011
16	-0.034905	-0.342	0.366549
17	-0.040631	-0.3981	0.345721
18	0.039557	0.3876	0.349593
19	0.02749	0.2693	0.394122
20	-0.155659	-1.5251	0.065256
21	0.106304	1.0416	0.150116
22	0.025287	0.2478	0.402424
23	0.071379	0.6994	0.243008
24	-0.108128	-1.0594	0.146031
25	-0.002443	-0.0239	0.490477
26	-0.182039	-1.7836	0.038823
27	0.021821	0.2138	0.415579
28	0.079871	0.7826	0.217902
29	0.00415	0.0407	0.483825
30	0.035304	0.3459	0.365085
31	-0.014065	-0.1378	0.445342
32	-0.080481	-0.7885	0.21616
33	0.05715	0.56	0.288408
34	-0.009071	-0.0889	0.464684
35	0.024313	0.2382	0.406109
36	-0.118614	-1.1622	0.124023
37	0.072939	0.7147	0.238278
38	-0.09549	-0.9356	0.175912
39	0.109815	1.076	0.142321
40	-0.017122	-0.1678	0.433564
41	0.021829	0.2139	0.415547
42	0.00775	0.0759	0.469815
43	-0.008071	-0.0791	0.468567
44	-0.015191	-0.1488	0.440995
45	0.009309	0.0912	0.463758
46	-0.035726	-0.35	0.363535
47	-0.04678	-0.4584	0.323867
48	-0.115537	-1.132	0.130221

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 = 0.1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 0.1 ; par3 = 0 ; 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