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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 20 Dec 2016 13:12:00 +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/t1482235968zemsupzduhy49rb.htm/, Retrieved Sun, 28 Apr 2024 17:35:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301623, Retrieved Sun, 28 Apr 2024 17:35:11 +0000

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-       [(Partial) Autocorrelation Function] [] [2016-12-20 12:12:00] [361c8dad91b3f1ef2e651cd04783c23b] [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=301623&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=301623&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301623&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	0.708208	7.9496	0
2	0.651788	7.3163	0
3	0.611495	6.864	0
4	0.547978	6.151	0
5	0.59052	6.6286	0
6	0.493971	5.5448	0
7	0.487293	5.4698	0
8	0.427248	4.7958	2e-06
9	0.410154	4.604	5e-06
10	0.407287	4.5718	6e-06
11	0.392752	4.4086	1.1e-05
12	0.480489	5.3935	0
13	0.379651	4.2616	2e-05
14	0.429191	4.8177	2e-06
15	0.352888	3.9612	6.2e-05
16	0.278708	3.1285	0.001092
17	0.391456	4.3941	1.2e-05
18	0.32881	3.6909	0.000166
19	0.280625	3.15	0.00102
20	0.239516	2.6886	0.004073
21	0.225259	2.5285	0.006345
22	0.25516	2.8642	0.00245
23	0.223715	2.5112	0.006649
24	0.219516	2.4641	0.007543
25	0.174767	1.9618	0.025998
26	0.234957	2.6374	0.004703
27	0.184138	2.0669	0.020394
28	0.149968	1.6834	0.047388
29	0.148831	1.6706	0.048639
30	0.058396	0.6555	0.256674
31	0.084287	0.9461	0.17295
32	0.064313	0.7219	0.235843
33	-0.002489	-0.0279	0.488879
34	0.033487	0.3759	0.353816
35	0.03161	0.3548	0.361659
36	0.022012	0.2471	0.402621
37	-0.03222	-0.3617	0.359101
38	-0.044503	-0.4995	0.309132
39	-0.042044	-0.4719	0.318891
40	-0.030958	-0.3475	0.364398
41	-0.054396	-0.6106	0.271286
42	-0.104396	-1.1718	0.121736
43	-0.088715	-0.9958	0.160623
44	-0.153593	-1.7241	0.043573
45	-0.192352	-2.1591	0.016367
46	-0.161011	-1.8073	0.036547
47	-0.195056	-2.1895	0.015201
48	-0.206365	-2.3164	0.011074

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.708208 & 7.9496 & 0 \tabularnewline
2 & 0.651788 & 7.3163 & 0 \tabularnewline
3 & 0.611495 & 6.864 & 0 \tabularnewline
4 & 0.547978 & 6.151 & 0 \tabularnewline
5 & 0.59052 & 6.6286 & 0 \tabularnewline
6 & 0.493971 & 5.5448 & 0 \tabularnewline
7 & 0.487293 & 5.4698 & 0 \tabularnewline
8 & 0.427248 & 4.7958 & 2e-06 \tabularnewline
9 & 0.410154 & 4.604 & 5e-06 \tabularnewline
10 & 0.407287 & 4.5718 & 6e-06 \tabularnewline
11 & 0.392752 & 4.4086 & 1.1e-05 \tabularnewline
12 & 0.480489 & 5.3935 & 0 \tabularnewline
13 & 0.379651 & 4.2616 & 2e-05 \tabularnewline
14 & 0.429191 & 4.8177 & 2e-06 \tabularnewline
15 & 0.352888 & 3.9612 & 6.2e-05 \tabularnewline
16 & 0.278708 & 3.1285 & 0.001092 \tabularnewline
17 & 0.391456 & 4.3941 & 1.2e-05 \tabularnewline
18 & 0.32881 & 3.6909 & 0.000166 \tabularnewline
19 & 0.280625 & 3.15 & 0.00102 \tabularnewline
20 & 0.239516 & 2.6886 & 0.004073 \tabularnewline
21 & 0.225259 & 2.5285 & 0.006345 \tabularnewline
22 & 0.25516 & 2.8642 & 0.00245 \tabularnewline
23 & 0.223715 & 2.5112 & 0.006649 \tabularnewline
24 & 0.219516 & 2.4641 & 0.007543 \tabularnewline
25 & 0.174767 & 1.9618 & 0.025998 \tabularnewline
26 & 0.234957 & 2.6374 & 0.004703 \tabularnewline
27 & 0.184138 & 2.0669 & 0.020394 \tabularnewline
28 & 0.149968 & 1.6834 & 0.047388 \tabularnewline
29 & 0.148831 & 1.6706 & 0.048639 \tabularnewline
30 & 0.058396 & 0.6555 & 0.256674 \tabularnewline
31 & 0.084287 & 0.9461 & 0.17295 \tabularnewline
32 & 0.064313 & 0.7219 & 0.235843 \tabularnewline
33 & -0.002489 & -0.0279 & 0.488879 \tabularnewline
34 & 0.033487 & 0.3759 & 0.353816 \tabularnewline
35 & 0.03161 & 0.3548 & 0.361659 \tabularnewline
36 & 0.022012 & 0.2471 & 0.402621 \tabularnewline
37 & -0.03222 & -0.3617 & 0.359101 \tabularnewline
38 & -0.044503 & -0.4995 & 0.309132 \tabularnewline
39 & -0.042044 & -0.4719 & 0.318891 \tabularnewline
40 & -0.030958 & -0.3475 & 0.364398 \tabularnewline
41 & -0.054396 & -0.6106 & 0.271286 \tabularnewline
42 & -0.104396 & -1.1718 & 0.121736 \tabularnewline
43 & -0.088715 & -0.9958 & 0.160623 \tabularnewline
44 & -0.153593 & -1.7241 & 0.043573 \tabularnewline
45 & -0.192352 & -2.1591 & 0.016367 \tabularnewline
46 & -0.161011 & -1.8073 & 0.036547 \tabularnewline
47 & -0.195056 & -2.1895 & 0.015201 \tabularnewline
48 & -0.206365 & -2.3164 & 0.011074 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301623&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]0.708208[/C][C]7.9496[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.651788[/C][C]7.3163[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.611495[/C][C]6.864[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.547978[/C][C]6.151[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.59052[/C][C]6.6286[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.493971[/C][C]5.5448[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.487293[/C][C]5.4698[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.427248[/C][C]4.7958[/C][C]2e-06[/C][/ROW]
[ROW][C]9[/C][C]0.410154[/C][C]4.604[/C][C]5e-06[/C][/ROW]
[ROW][C]10[/C][C]0.407287[/C][C]4.5718[/C][C]6e-06[/C][/ROW]
[ROW][C]11[/C][C]0.392752[/C][C]4.4086[/C][C]1.1e-05[/C][/ROW]
[ROW][C]12[/C][C]0.480489[/C][C]5.3935[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.379651[/C][C]4.2616[/C][C]2e-05[/C][/ROW]
[ROW][C]14[/C][C]0.429191[/C][C]4.8177[/C][C]2e-06[/C][/ROW]
[ROW][C]15[/C][C]0.352888[/C][C]3.9612[/C][C]6.2e-05[/C][/ROW]
[ROW][C]16[/C][C]0.278708[/C][C]3.1285[/C][C]0.001092[/C][/ROW]
[ROW][C]17[/C][C]0.391456[/C][C]4.3941[/C][C]1.2e-05[/C][/ROW]
[ROW][C]18[/C][C]0.32881[/C][C]3.6909[/C][C]0.000166[/C][/ROW]
[ROW][C]19[/C][C]0.280625[/C][C]3.15[/C][C]0.00102[/C][/ROW]
[ROW][C]20[/C][C]0.239516[/C][C]2.6886[/C][C]0.004073[/C][/ROW]
[ROW][C]21[/C][C]0.225259[/C][C]2.5285[/C][C]0.006345[/C][/ROW]
[ROW][C]22[/C][C]0.25516[/C][C]2.8642[/C][C]0.00245[/C][/ROW]
[ROW][C]23[/C][C]0.223715[/C][C]2.5112[/C][C]0.006649[/C][/ROW]
[ROW][C]24[/C][C]0.219516[/C][C]2.4641[/C][C]0.007543[/C][/ROW]
[ROW][C]25[/C][C]0.174767[/C][C]1.9618[/C][C]0.025998[/C][/ROW]
[ROW][C]26[/C][C]0.234957[/C][C]2.6374[/C][C]0.004703[/C][/ROW]
[ROW][C]27[/C][C]0.184138[/C][C]2.0669[/C][C]0.020394[/C][/ROW]
[ROW][C]28[/C][C]0.149968[/C][C]1.6834[/C][C]0.047388[/C][/ROW]
[ROW][C]29[/C][C]0.148831[/C][C]1.6706[/C][C]0.048639[/C][/ROW]
[ROW][C]30[/C][C]0.058396[/C][C]0.6555[/C][C]0.256674[/C][/ROW]
[ROW][C]31[/C][C]0.084287[/C][C]0.9461[/C][C]0.17295[/C][/ROW]
[ROW][C]32[/C][C]0.064313[/C][C]0.7219[/C][C]0.235843[/C][/ROW]
[ROW][C]33[/C][C]-0.002489[/C][C]-0.0279[/C][C]0.488879[/C][/ROW]
[ROW][C]34[/C][C]0.033487[/C][C]0.3759[/C][C]0.353816[/C][/ROW]
[ROW][C]35[/C][C]0.03161[/C][C]0.3548[/C][C]0.361659[/C][/ROW]
[ROW][C]36[/C][C]0.022012[/C][C]0.2471[/C][C]0.402621[/C][/ROW]
[ROW][C]37[/C][C]-0.03222[/C][C]-0.3617[/C][C]0.359101[/C][/ROW]
[ROW][C]38[/C][C]-0.044503[/C][C]-0.4995[/C][C]0.309132[/C][/ROW]
[ROW][C]39[/C][C]-0.042044[/C][C]-0.4719[/C][C]0.318891[/C][/ROW]
[ROW][C]40[/C][C]-0.030958[/C][C]-0.3475[/C][C]0.364398[/C][/ROW]
[ROW][C]41[/C][C]-0.054396[/C][C]-0.6106[/C][C]0.271286[/C][/ROW]
[ROW][C]42[/C][C]-0.104396[/C][C]-1.1718[/C][C]0.121736[/C][/ROW]
[ROW][C]43[/C][C]-0.088715[/C][C]-0.9958[/C][C]0.160623[/C][/ROW]
[ROW][C]44[/C][C]-0.153593[/C][C]-1.7241[/C][C]0.043573[/C][/ROW]
[ROW][C]45[/C][C]-0.192352[/C][C]-2.1591[/C][C]0.016367[/C][/ROW]
[ROW][C]46[/C][C]-0.161011[/C][C]-1.8073[/C][C]0.036547[/C][/ROW]
[ROW][C]47[/C][C]-0.195056[/C][C]-2.1895[/C][C]0.015201[/C][/ROW]
[ROW][C]48[/C][C]-0.206365[/C][C]-2.3164[/C][C]0.011074[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301623&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301623&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	0.708208	7.9496	0
2	0.651788	7.3163	0
3	0.611495	6.864	0
4	0.547978	6.151	0
5	0.59052	6.6286	0
6	0.493971	5.5448	0
7	0.487293	5.4698	0
8	0.427248	4.7958	2e-06
9	0.410154	4.604	5e-06
10	0.407287	4.5718	6e-06
11	0.392752	4.4086	1.1e-05
12	0.480489	5.3935	0
13	0.379651	4.2616	2e-05
14	0.429191	4.8177	2e-06
15	0.352888	3.9612	6.2e-05
16	0.278708	3.1285	0.001092
17	0.391456	4.3941	1.2e-05
18	0.32881	3.6909	0.000166
19	0.280625	3.15	0.00102
20	0.239516	2.6886	0.004073
21	0.225259	2.5285	0.006345
22	0.25516	2.8642	0.00245
23	0.223715	2.5112	0.006649
24	0.219516	2.4641	0.007543
25	0.174767	1.9618	0.025998
26	0.234957	2.6374	0.004703
27	0.184138	2.0669	0.020394
28	0.149968	1.6834	0.047388
29	0.148831	1.6706	0.048639
30	0.058396	0.6555	0.256674
31	0.084287	0.9461	0.17295
32	0.064313	0.7219	0.235843
33	-0.002489	-0.0279	0.488879
34	0.033487	0.3759	0.353816
35	0.03161	0.3548	0.361659
36	0.022012	0.2471	0.402621
37	-0.03222	-0.3617	0.359101
38	-0.044503	-0.4995	0.309132
39	-0.042044	-0.4719	0.318891
40	-0.030958	-0.3475	0.364398
41	-0.054396	-0.6106	0.271286
42	-0.104396	-1.1718	0.121736
43	-0.088715	-0.9958	0.160623
44	-0.153593	-1.7241	0.043573
45	-0.192352	-2.1591	0.016367
46	-0.161011	-1.8073	0.036547
47	-0.195056	-2.1895	0.015201
48	-0.206365	-2.3164	0.011074

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.708208	7.9496	0
2	0.3014	3.3832	0.000478
3	0.166754	1.8718	0.031776
4	0.034956	0.3924	0.347719
5	0.221917	2.491	0.007019
6	-0.091209	-1.0238	0.153942
7	0.055577	0.6238	0.266928
8	-0.073225	-0.8219	0.20633
9	0.055704	0.6253	0.26646
10	0.008319	0.0934	0.462875
11	0.081802	0.9182	0.180129
12	0.232929	2.6146	0.005011
13	-0.138379	-1.5533	0.06143
14	0.138948	1.5597	0.060671
15	-0.179724	-2.0174	0.022889
16	-0.115573	-1.2973	0.098449
17	0.192103	2.1563	0.016478
18	0.00582	0.0653	0.474008
19	-0.189054	-2.1221	0.017892
20	0.009976	0.112	0.455508
21	0.068315	0.7668	0.222307
22	0.026629	0.2989	0.382752
23	-0.018438	-0.207	0.418185
24	-0.05347	-0.6002	0.274726
25	-0.018002	-0.2021	0.420093
26	0.112268	1.2602	0.104963
27	-0.046841	-0.5258	0.299978
28	-0.050964	-0.5721	0.284148
29	-0.138988	-1.5601	0.060618
30	-0.078536	-0.8816	0.189844
31	0.001117	0.0125	0.49501
32	0.028659	0.3217	0.37411
33	-0.046968	-0.5272	0.299485
34	0.059121	0.6636	0.254069
35	0.034208	0.384	0.350818
36	-0.017199	-0.1931	0.42361
37	-0.080925	-0.9084	0.182706
38	-0.085818	-0.9633	0.16862
39	-0.006018	-0.0675	0.473125
40	-0.018096	-0.2031	0.419683
41	-0.004733	-0.0531	0.478858
42	0.053656	0.6023	0.274034
43	-0.027668	-0.3106	0.378319
44	-0.171957	-1.9302	0.027914
45	-0.062707	-0.7039	0.2414
46	0.046911	0.5266	0.299707
47	0.039892	0.4478	0.327539
48	-0.091392	-1.0259	0.153457

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.708208 & 7.9496 & 0 \tabularnewline
2 & 0.3014 & 3.3832 & 0.000478 \tabularnewline
3 & 0.166754 & 1.8718 & 0.031776 \tabularnewline
4 & 0.034956 & 0.3924 & 0.347719 \tabularnewline
5 & 0.221917 & 2.491 & 0.007019 \tabularnewline
6 & -0.091209 & -1.0238 & 0.153942 \tabularnewline
7 & 0.055577 & 0.6238 & 0.266928 \tabularnewline
8 & -0.073225 & -0.8219 & 0.20633 \tabularnewline
9 & 0.055704 & 0.6253 & 0.26646 \tabularnewline
10 & 0.008319 & 0.0934 & 0.462875 \tabularnewline
11 & 0.081802 & 0.9182 & 0.180129 \tabularnewline
12 & 0.232929 & 2.6146 & 0.005011 \tabularnewline
13 & -0.138379 & -1.5533 & 0.06143 \tabularnewline
14 & 0.138948 & 1.5597 & 0.060671 \tabularnewline
15 & -0.179724 & -2.0174 & 0.022889 \tabularnewline
16 & -0.115573 & -1.2973 & 0.098449 \tabularnewline
17 & 0.192103 & 2.1563 & 0.016478 \tabularnewline
18 & 0.00582 & 0.0653 & 0.474008 \tabularnewline
19 & -0.189054 & -2.1221 & 0.017892 \tabularnewline
20 & 0.009976 & 0.112 & 0.455508 \tabularnewline
21 & 0.068315 & 0.7668 & 0.222307 \tabularnewline
22 & 0.026629 & 0.2989 & 0.382752 \tabularnewline
23 & -0.018438 & -0.207 & 0.418185 \tabularnewline
24 & -0.05347 & -0.6002 & 0.274726 \tabularnewline
25 & -0.018002 & -0.2021 & 0.420093 \tabularnewline
26 & 0.112268 & 1.2602 & 0.104963 \tabularnewline
27 & -0.046841 & -0.5258 & 0.299978 \tabularnewline
28 & -0.050964 & -0.5721 & 0.284148 \tabularnewline
29 & -0.138988 & -1.5601 & 0.060618 \tabularnewline
30 & -0.078536 & -0.8816 & 0.189844 \tabularnewline
31 & 0.001117 & 0.0125 & 0.49501 \tabularnewline
32 & 0.028659 & 0.3217 & 0.37411 \tabularnewline
33 & -0.046968 & -0.5272 & 0.299485 \tabularnewline
34 & 0.059121 & 0.6636 & 0.254069 \tabularnewline
35 & 0.034208 & 0.384 & 0.350818 \tabularnewline
36 & -0.017199 & -0.1931 & 0.42361 \tabularnewline
37 & -0.080925 & -0.9084 & 0.182706 \tabularnewline
38 & -0.085818 & -0.9633 & 0.16862 \tabularnewline
39 & -0.006018 & -0.0675 & 0.473125 \tabularnewline
40 & -0.018096 & -0.2031 & 0.419683 \tabularnewline
41 & -0.004733 & -0.0531 & 0.478858 \tabularnewline
42 & 0.053656 & 0.6023 & 0.274034 \tabularnewline
43 & -0.027668 & -0.3106 & 0.378319 \tabularnewline
44 & -0.171957 & -1.9302 & 0.027914 \tabularnewline
45 & -0.062707 & -0.7039 & 0.2414 \tabularnewline
46 & 0.046911 & 0.5266 & 0.299707 \tabularnewline
47 & 0.039892 & 0.4478 & 0.327539 \tabularnewline
48 & -0.091392 & -1.0259 & 0.153457 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301623&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]0.708208[/C][C]7.9496[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.3014[/C][C]3.3832[/C][C]0.000478[/C][/ROW]
[ROW][C]3[/C][C]0.166754[/C][C]1.8718[/C][C]0.031776[/C][/ROW]
[ROW][C]4[/C][C]0.034956[/C][C]0.3924[/C][C]0.347719[/C][/ROW]
[ROW][C]5[/C][C]0.221917[/C][C]2.491[/C][C]0.007019[/C][/ROW]
[ROW][C]6[/C][C]-0.091209[/C][C]-1.0238[/C][C]0.153942[/C][/ROW]
[ROW][C]7[/C][C]0.055577[/C][C]0.6238[/C][C]0.266928[/C][/ROW]
[ROW][C]8[/C][C]-0.073225[/C][C]-0.8219[/C][C]0.20633[/C][/ROW]
[ROW][C]9[/C][C]0.055704[/C][C]0.6253[/C][C]0.26646[/C][/ROW]
[ROW][C]10[/C][C]0.008319[/C][C]0.0934[/C][C]0.462875[/C][/ROW]
[ROW][C]11[/C][C]0.081802[/C][C]0.9182[/C][C]0.180129[/C][/ROW]
[ROW][C]12[/C][C]0.232929[/C][C]2.6146[/C][C]0.005011[/C][/ROW]
[ROW][C]13[/C][C]-0.138379[/C][C]-1.5533[/C][C]0.06143[/C][/ROW]
[ROW][C]14[/C][C]0.138948[/C][C]1.5597[/C][C]0.060671[/C][/ROW]
[ROW][C]15[/C][C]-0.179724[/C][C]-2.0174[/C][C]0.022889[/C][/ROW]
[ROW][C]16[/C][C]-0.115573[/C][C]-1.2973[/C][C]0.098449[/C][/ROW]
[ROW][C]17[/C][C]0.192103[/C][C]2.1563[/C][C]0.016478[/C][/ROW]
[ROW][C]18[/C][C]0.00582[/C][C]0.0653[/C][C]0.474008[/C][/ROW]
[ROW][C]19[/C][C]-0.189054[/C][C]-2.1221[/C][C]0.017892[/C][/ROW]
[ROW][C]20[/C][C]0.009976[/C][C]0.112[/C][C]0.455508[/C][/ROW]
[ROW][C]21[/C][C]0.068315[/C][C]0.7668[/C][C]0.222307[/C][/ROW]
[ROW][C]22[/C][C]0.026629[/C][C]0.2989[/C][C]0.382752[/C][/ROW]
[ROW][C]23[/C][C]-0.018438[/C][C]-0.207[/C][C]0.418185[/C][/ROW]
[ROW][C]24[/C][C]-0.05347[/C][C]-0.6002[/C][C]0.274726[/C][/ROW]
[ROW][C]25[/C][C]-0.018002[/C][C]-0.2021[/C][C]0.420093[/C][/ROW]
[ROW][C]26[/C][C]0.112268[/C][C]1.2602[/C][C]0.104963[/C][/ROW]
[ROW][C]27[/C][C]-0.046841[/C][C]-0.5258[/C][C]0.299978[/C][/ROW]
[ROW][C]28[/C][C]-0.050964[/C][C]-0.5721[/C][C]0.284148[/C][/ROW]
[ROW][C]29[/C][C]-0.138988[/C][C]-1.5601[/C][C]0.060618[/C][/ROW]
[ROW][C]30[/C][C]-0.078536[/C][C]-0.8816[/C][C]0.189844[/C][/ROW]
[ROW][C]31[/C][C]0.001117[/C][C]0.0125[/C][C]0.49501[/C][/ROW]
[ROW][C]32[/C][C]0.028659[/C][C]0.3217[/C][C]0.37411[/C][/ROW]
[ROW][C]33[/C][C]-0.046968[/C][C]-0.5272[/C][C]0.299485[/C][/ROW]
[ROW][C]34[/C][C]0.059121[/C][C]0.6636[/C][C]0.254069[/C][/ROW]
[ROW][C]35[/C][C]0.034208[/C][C]0.384[/C][C]0.350818[/C][/ROW]
[ROW][C]36[/C][C]-0.017199[/C][C]-0.1931[/C][C]0.42361[/C][/ROW]
[ROW][C]37[/C][C]-0.080925[/C][C]-0.9084[/C][C]0.182706[/C][/ROW]
[ROW][C]38[/C][C]-0.085818[/C][C]-0.9633[/C][C]0.16862[/C][/ROW]
[ROW][C]39[/C][C]-0.006018[/C][C]-0.0675[/C][C]0.473125[/C][/ROW]
[ROW][C]40[/C][C]-0.018096[/C][C]-0.2031[/C][C]0.419683[/C][/ROW]
[ROW][C]41[/C][C]-0.004733[/C][C]-0.0531[/C][C]0.478858[/C][/ROW]
[ROW][C]42[/C][C]0.053656[/C][C]0.6023[/C][C]0.274034[/C][/ROW]
[ROW][C]43[/C][C]-0.027668[/C][C]-0.3106[/C][C]0.378319[/C][/ROW]
[ROW][C]44[/C][C]-0.171957[/C][C]-1.9302[/C][C]0.027914[/C][/ROW]
[ROW][C]45[/C][C]-0.062707[/C][C]-0.7039[/C][C]0.2414[/C][/ROW]
[ROW][C]46[/C][C]0.046911[/C][C]0.5266[/C][C]0.299707[/C][/ROW]
[ROW][C]47[/C][C]0.039892[/C][C]0.4478[/C][C]0.327539[/C][/ROW]
[ROW][C]48[/C][C]-0.091392[/C][C]-1.0259[/C][C]0.153457[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301623&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301623&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	0.708208	7.9496	0
2	0.3014	3.3832	0.000478
3	0.166754	1.8718	0.031776
4	0.034956	0.3924	0.347719
5	0.221917	2.491	0.007019
6	-0.091209	-1.0238	0.153942
7	0.055577	0.6238	0.266928
8	-0.073225	-0.8219	0.20633
9	0.055704	0.6253	0.26646
10	0.008319	0.0934	0.462875
11	0.081802	0.9182	0.180129
12	0.232929	2.6146	0.005011
13	-0.138379	-1.5533	0.06143
14	0.138948	1.5597	0.060671
15	-0.179724	-2.0174	0.022889
16	-0.115573	-1.2973	0.098449
17	0.192103	2.1563	0.016478
18	0.00582	0.0653	0.474008
19	-0.189054	-2.1221	0.017892
20	0.009976	0.112	0.455508
21	0.068315	0.7668	0.222307
22	0.026629	0.2989	0.382752
23	-0.018438	-0.207	0.418185
24	-0.05347	-0.6002	0.274726
25	-0.018002	-0.2021	0.420093
26	0.112268	1.2602	0.104963
27	-0.046841	-0.5258	0.299978
28	-0.050964	-0.5721	0.284148
29	-0.138988	-1.5601	0.060618
30	-0.078536	-0.8816	0.189844
31	0.001117	0.0125	0.49501
32	0.028659	0.3217	0.37411
33	-0.046968	-0.5272	0.299485
34	0.059121	0.6636	0.254069
35	0.034208	0.384	0.350818
36	-0.017199	-0.1931	0.42361
37	-0.080925	-0.9084	0.182706
38	-0.085818	-0.9633	0.16862
39	-0.006018	-0.0675	0.473125
40	-0.018096	-0.2031	0.419683
41	-0.004733	-0.0531	0.478858
42	0.053656	0.6023	0.274034
43	-0.027668	-0.3106	0.378319
44	-0.171957	-1.9302	0.027914
45	-0.062707	-0.7039	0.2414
46	0.046911	0.5266	0.299707
47	0.039892	0.4478	0.327539
48	-0.091392	-1.0259	0.153457

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

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; 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