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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 20 Dec 2016 15:36:31 +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/t1482244637tanf8eld3txlnmj.htm/, Retrieved Sat, 27 Apr 2024 21:24:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301691, Retrieved Sat, 27 Apr 2024 21:24:08 +0000

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-       [(Partial) Autocorrelation Function] [] [2016-12-20 14:36:31] [f8e2c3c70b883e93ecb746821352be11] [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=301691&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=301691&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301691&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	0.020667	0.2197	0.413254
2	0.129077	1.3721	0.086374
3	0.138705	1.4745	0.07157
4	-0.004117	-0.0438	0.482585
5	0.062662	0.6661	0.253351
6	0.033605	0.3572	0.360795
7	-0.011163	-0.1187	0.452878
8	0.043912	0.4668	0.320775
9	-0.019156	-0.2036	0.419503
10	-0.147471	-1.5676	0.059881
11	-0.188607	-2.0049	0.023681
12	-0.414313	-4.4042	1.2e-05
13	-0.053948	-0.5735	0.28373
14	-0.045498	-0.4836	0.314786
15	-0.051289	-0.5452	0.293342
16	-0.11756	-1.2497	0.106999
17	-0.022727	-0.2416	0.404768
18	-0.013184	-0.1402	0.444395
19	-0.046531	-0.4946	0.310911
20	0.017442	0.1854	0.426621
21	0.068812	0.7315	0.233
22	0.096248	1.0231	0.154216
23	0.200017	2.1262	0.017831
24	0.107606	1.1439	0.127549
25	-0.02683	-0.2852	0.388002
26	0.031058	0.3302	0.370948
27	0.093216	0.9909	0.161925
28	0.017509	0.1861	0.426343
29	0.027493	0.2923	0.385313
30	0.062313	0.6624	0.254532
31	-0.061102	-0.6495	0.258658
32	0.023272	0.2474	0.402531
33	-0.193996	-2.0622	0.020741
34	-0.062355	-0.6628	0.254391
35	-0.026055	-0.277	0.391155
36	-0.151043	-1.6056	0.055576
37	0.08539	0.9077	0.182982
38	-0.055101	-0.5857	0.279611
39	-0.216508	-2.3015	0.011598
40	-0.00445	-0.0473	0.481178
41	-0.046585	-0.4952	0.31071
42	-0.146975	-1.5624	0.060499
43	0.126911	1.3491	0.090003
44	-0.018012	-0.1915	0.42425
45	0.088358	0.9393	0.174801
46	-0.023664	-0.2515	0.400923
47	-0.011076	-0.1177	0.45324
48	-0.021253	-0.2259	0.410835

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.020667 & 0.2197 & 0.413254 \tabularnewline
2 & 0.129077 & 1.3721 & 0.086374 \tabularnewline
3 & 0.138705 & 1.4745 & 0.07157 \tabularnewline
4 & -0.004117 & -0.0438 & 0.482585 \tabularnewline
5 & 0.062662 & 0.6661 & 0.253351 \tabularnewline
6 & 0.033605 & 0.3572 & 0.360795 \tabularnewline
7 & -0.011163 & -0.1187 & 0.452878 \tabularnewline
8 & 0.043912 & 0.4668 & 0.320775 \tabularnewline
9 & -0.019156 & -0.2036 & 0.419503 \tabularnewline
10 & -0.147471 & -1.5676 & 0.059881 \tabularnewline
11 & -0.188607 & -2.0049 & 0.023681 \tabularnewline
12 & -0.414313 & -4.4042 & 1.2e-05 \tabularnewline
13 & -0.053948 & -0.5735 & 0.28373 \tabularnewline
14 & -0.045498 & -0.4836 & 0.314786 \tabularnewline
15 & -0.051289 & -0.5452 & 0.293342 \tabularnewline
16 & -0.11756 & -1.2497 & 0.106999 \tabularnewline
17 & -0.022727 & -0.2416 & 0.404768 \tabularnewline
18 & -0.013184 & -0.1402 & 0.444395 \tabularnewline
19 & -0.046531 & -0.4946 & 0.310911 \tabularnewline
20 & 0.017442 & 0.1854 & 0.426621 \tabularnewline
21 & 0.068812 & 0.7315 & 0.233 \tabularnewline
22 & 0.096248 & 1.0231 & 0.154216 \tabularnewline
23 & 0.200017 & 2.1262 & 0.017831 \tabularnewline
24 & 0.107606 & 1.1439 & 0.127549 \tabularnewline
25 & -0.02683 & -0.2852 & 0.388002 \tabularnewline
26 & 0.031058 & 0.3302 & 0.370948 \tabularnewline
27 & 0.093216 & 0.9909 & 0.161925 \tabularnewline
28 & 0.017509 & 0.1861 & 0.426343 \tabularnewline
29 & 0.027493 & 0.2923 & 0.385313 \tabularnewline
30 & 0.062313 & 0.6624 & 0.254532 \tabularnewline
31 & -0.061102 & -0.6495 & 0.258658 \tabularnewline
32 & 0.023272 & 0.2474 & 0.402531 \tabularnewline
33 & -0.193996 & -2.0622 & 0.020741 \tabularnewline
34 & -0.062355 & -0.6628 & 0.254391 \tabularnewline
35 & -0.026055 & -0.277 & 0.391155 \tabularnewline
36 & -0.151043 & -1.6056 & 0.055576 \tabularnewline
37 & 0.08539 & 0.9077 & 0.182982 \tabularnewline
38 & -0.055101 & -0.5857 & 0.279611 \tabularnewline
39 & -0.216508 & -2.3015 & 0.011598 \tabularnewline
40 & -0.00445 & -0.0473 & 0.481178 \tabularnewline
41 & -0.046585 & -0.4952 & 0.31071 \tabularnewline
42 & -0.146975 & -1.5624 & 0.060499 \tabularnewline
43 & 0.126911 & 1.3491 & 0.090003 \tabularnewline
44 & -0.018012 & -0.1915 & 0.42425 \tabularnewline
45 & 0.088358 & 0.9393 & 0.174801 \tabularnewline
46 & -0.023664 & -0.2515 & 0.400923 \tabularnewline
47 & -0.011076 & -0.1177 & 0.45324 \tabularnewline
48 & -0.021253 & -0.2259 & 0.410835 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301691&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]0.020667[/C][C]0.2197[/C][C]0.413254[/C][/ROW]
[ROW][C]2[/C][C]0.129077[/C][C]1.3721[/C][C]0.086374[/C][/ROW]
[ROW][C]3[/C][C]0.138705[/C][C]1.4745[/C][C]0.07157[/C][/ROW]
[ROW][C]4[/C][C]-0.004117[/C][C]-0.0438[/C][C]0.482585[/C][/ROW]
[ROW][C]5[/C][C]0.062662[/C][C]0.6661[/C][C]0.253351[/C][/ROW]
[ROW][C]6[/C][C]0.033605[/C][C]0.3572[/C][C]0.360795[/C][/ROW]
[ROW][C]7[/C][C]-0.011163[/C][C]-0.1187[/C][C]0.452878[/C][/ROW]
[ROW][C]8[/C][C]0.043912[/C][C]0.4668[/C][C]0.320775[/C][/ROW]
[ROW][C]9[/C][C]-0.019156[/C][C]-0.2036[/C][C]0.419503[/C][/ROW]
[ROW][C]10[/C][C]-0.147471[/C][C]-1.5676[/C][C]0.059881[/C][/ROW]
[ROW][C]11[/C][C]-0.188607[/C][C]-2.0049[/C][C]0.023681[/C][/ROW]
[ROW][C]12[/C][C]-0.414313[/C][C]-4.4042[/C][C]1.2e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.053948[/C][C]-0.5735[/C][C]0.28373[/C][/ROW]
[ROW][C]14[/C][C]-0.045498[/C][C]-0.4836[/C][C]0.314786[/C][/ROW]
[ROW][C]15[/C][C]-0.051289[/C][C]-0.5452[/C][C]0.293342[/C][/ROW]
[ROW][C]16[/C][C]-0.11756[/C][C]-1.2497[/C][C]0.106999[/C][/ROW]
[ROW][C]17[/C][C]-0.022727[/C][C]-0.2416[/C][C]0.404768[/C][/ROW]
[ROW][C]18[/C][C]-0.013184[/C][C]-0.1402[/C][C]0.444395[/C][/ROW]
[ROW][C]19[/C][C]-0.046531[/C][C]-0.4946[/C][C]0.310911[/C][/ROW]
[ROW][C]20[/C][C]0.017442[/C][C]0.1854[/C][C]0.426621[/C][/ROW]
[ROW][C]21[/C][C]0.068812[/C][C]0.7315[/C][C]0.233[/C][/ROW]
[ROW][C]22[/C][C]0.096248[/C][C]1.0231[/C][C]0.154216[/C][/ROW]
[ROW][C]23[/C][C]0.200017[/C][C]2.1262[/C][C]0.017831[/C][/ROW]
[ROW][C]24[/C][C]0.107606[/C][C]1.1439[/C][C]0.127549[/C][/ROW]
[ROW][C]25[/C][C]-0.02683[/C][C]-0.2852[/C][C]0.388002[/C][/ROW]
[ROW][C]26[/C][C]0.031058[/C][C]0.3302[/C][C]0.370948[/C][/ROW]
[ROW][C]27[/C][C]0.093216[/C][C]0.9909[/C][C]0.161925[/C][/ROW]
[ROW][C]28[/C][C]0.017509[/C][C]0.1861[/C][C]0.426343[/C][/ROW]
[ROW][C]29[/C][C]0.027493[/C][C]0.2923[/C][C]0.385313[/C][/ROW]
[ROW][C]30[/C][C]0.062313[/C][C]0.6624[/C][C]0.254532[/C][/ROW]
[ROW][C]31[/C][C]-0.061102[/C][C]-0.6495[/C][C]0.258658[/C][/ROW]
[ROW][C]32[/C][C]0.023272[/C][C]0.2474[/C][C]0.402531[/C][/ROW]
[ROW][C]33[/C][C]-0.193996[/C][C]-2.0622[/C][C]0.020741[/C][/ROW]
[ROW][C]34[/C][C]-0.062355[/C][C]-0.6628[/C][C]0.254391[/C][/ROW]
[ROW][C]35[/C][C]-0.026055[/C][C]-0.277[/C][C]0.391155[/C][/ROW]
[ROW][C]36[/C][C]-0.151043[/C][C]-1.6056[/C][C]0.055576[/C][/ROW]
[ROW][C]37[/C][C]0.08539[/C][C]0.9077[/C][C]0.182982[/C][/ROW]
[ROW][C]38[/C][C]-0.055101[/C][C]-0.5857[/C][C]0.279611[/C][/ROW]
[ROW][C]39[/C][C]-0.216508[/C][C]-2.3015[/C][C]0.011598[/C][/ROW]
[ROW][C]40[/C][C]-0.00445[/C][C]-0.0473[/C][C]0.481178[/C][/ROW]
[ROW][C]41[/C][C]-0.046585[/C][C]-0.4952[/C][C]0.31071[/C][/ROW]
[ROW][C]42[/C][C]-0.146975[/C][C]-1.5624[/C][C]0.060499[/C][/ROW]
[ROW][C]43[/C][C]0.126911[/C][C]1.3491[/C][C]0.090003[/C][/ROW]
[ROW][C]44[/C][C]-0.018012[/C][C]-0.1915[/C][C]0.42425[/C][/ROW]
[ROW][C]45[/C][C]0.088358[/C][C]0.9393[/C][C]0.174801[/C][/ROW]
[ROW][C]46[/C][C]-0.023664[/C][C]-0.2515[/C][C]0.400923[/C][/ROW]
[ROW][C]47[/C][C]-0.011076[/C][C]-0.1177[/C][C]0.45324[/C][/ROW]
[ROW][C]48[/C][C]-0.021253[/C][C]-0.2259[/C][C]0.410835[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301691&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301691&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	0.020667	0.2197	0.413254
2	0.129077	1.3721	0.086374
3	0.138705	1.4745	0.07157
4	-0.004117	-0.0438	0.482585
5	0.062662	0.6661	0.253351
6	0.033605	0.3572	0.360795
7	-0.011163	-0.1187	0.452878
8	0.043912	0.4668	0.320775
9	-0.019156	-0.2036	0.419503
10	-0.147471	-1.5676	0.059881
11	-0.188607	-2.0049	0.023681
12	-0.414313	-4.4042	1.2e-05
13	-0.053948	-0.5735	0.28373
14	-0.045498	-0.4836	0.314786
15	-0.051289	-0.5452	0.293342
16	-0.11756	-1.2497	0.106999
17	-0.022727	-0.2416	0.404768
18	-0.013184	-0.1402	0.444395
19	-0.046531	-0.4946	0.310911
20	0.017442	0.1854	0.426621
21	0.068812	0.7315	0.233
22	0.096248	1.0231	0.154216
23	0.200017	2.1262	0.017831
24	0.107606	1.1439	0.127549
25	-0.02683	-0.2852	0.388002
26	0.031058	0.3302	0.370948
27	0.093216	0.9909	0.161925
28	0.017509	0.1861	0.426343
29	0.027493	0.2923	0.385313
30	0.062313	0.6624	0.254532
31	-0.061102	-0.6495	0.258658
32	0.023272	0.2474	0.402531
33	-0.193996	-2.0622	0.020741
34	-0.062355	-0.6628	0.254391
35	-0.026055	-0.277	0.391155
36	-0.151043	-1.6056	0.055576
37	0.08539	0.9077	0.182982
38	-0.055101	-0.5857	0.279611
39	-0.216508	-2.3015	0.011598
40	-0.00445	-0.0473	0.481178
41	-0.046585	-0.4952	0.31071
42	-0.146975	-1.5624	0.060499
43	0.126911	1.3491	0.090003
44	-0.018012	-0.1915	0.42425
45	0.088358	0.9393	0.174801
46	-0.023664	-0.2515	0.400923
47	-0.011076	-0.1177	0.45324
48	-0.021253	-0.2259	0.410835

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.020667	0.2197	0.413254
2	0.128705	1.3682	0.08699
3	0.136031	1.446	0.075468
4	-0.024143	-0.2566	0.398959
5	0.028707	0.3052	0.380402
6	0.018706	0.1988	0.421369
7	-0.019767	-0.2101	0.416973
8	0.026151	0.278	0.390764
9	-0.021642	-0.2301	0.40923
10	-0.158964	-1.6898	0.046911
11	-0.206968	-2.2001	0.014918
12	-0.417182	-4.4347	1.1e-05
13	-0.032979	-0.3506	0.363281
14	0.100649	1.0699	0.143469
15	0.116531	1.2387	0.109005
16	-0.105841	-1.1251	0.131464
17	-0.011602	-0.1233	0.451032
18	0.056218	0.5976	0.275649
19	0.031393	0.3337	0.369606
20	0.064174	0.6822	0.248262
21	0.067679	0.7194	0.236678
22	-0.047289	-0.5027	0.308081
23	0.001449	0.0154	0.49387
24	-0.084646	-0.8998	0.185069
25	-0.082462	-0.8766	0.191286
26	-0.033508	-0.3562	0.361178
27	0.08941	0.9504	0.171957
28	-0.070415	-0.7485	0.227852
29	-0.034068	-0.3621	0.35896
30	0.078663	0.8362	0.202404
31	-0.046326	-0.4924	0.311679
32	0.043933	0.467	0.320693
33	-0.133291	-1.4169	0.079632
34	0.017626	0.1874	0.425854
35	0.097828	1.0399	0.150297
36	-0.136325	-1.4492	0.075032
37	0.036009	0.3828	0.3513
38	-0.022644	-0.2407	0.405107
39	-0.164369	-1.7473	0.041654
40	-0.072521	-0.7709	0.221184
41	0.005967	0.0634	0.474768
42	-0.073873	-0.7853	0.216966
43	0.080088	0.8513	0.198188
44	-0.019144	-0.2035	0.419552
45	-0.035187	-0.374	0.354538
46	-0.082216	-0.874	0.191994
47	0.019185	0.2039	0.419386
48	-0.082136	-0.8731	0.192225

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.020667 & 0.2197 & 0.413254 \tabularnewline
2 & 0.128705 & 1.3682 & 0.08699 \tabularnewline
3 & 0.136031 & 1.446 & 0.075468 \tabularnewline
4 & -0.024143 & -0.2566 & 0.398959 \tabularnewline
5 & 0.028707 & 0.3052 & 0.380402 \tabularnewline
6 & 0.018706 & 0.1988 & 0.421369 \tabularnewline
7 & -0.019767 & -0.2101 & 0.416973 \tabularnewline
8 & 0.026151 & 0.278 & 0.390764 \tabularnewline
9 & -0.021642 & -0.2301 & 0.40923 \tabularnewline
10 & -0.158964 & -1.6898 & 0.046911 \tabularnewline
11 & -0.206968 & -2.2001 & 0.014918 \tabularnewline
12 & -0.417182 & -4.4347 & 1.1e-05 \tabularnewline
13 & -0.032979 & -0.3506 & 0.363281 \tabularnewline
14 & 0.100649 & 1.0699 & 0.143469 \tabularnewline
15 & 0.116531 & 1.2387 & 0.109005 \tabularnewline
16 & -0.105841 & -1.1251 & 0.131464 \tabularnewline
17 & -0.011602 & -0.1233 & 0.451032 \tabularnewline
18 & 0.056218 & 0.5976 & 0.275649 \tabularnewline
19 & 0.031393 & 0.3337 & 0.369606 \tabularnewline
20 & 0.064174 & 0.6822 & 0.248262 \tabularnewline
21 & 0.067679 & 0.7194 & 0.236678 \tabularnewline
22 & -0.047289 & -0.5027 & 0.308081 \tabularnewline
23 & 0.001449 & 0.0154 & 0.49387 \tabularnewline
24 & -0.084646 & -0.8998 & 0.185069 \tabularnewline
25 & -0.082462 & -0.8766 & 0.191286 \tabularnewline
26 & -0.033508 & -0.3562 & 0.361178 \tabularnewline
27 & 0.08941 & 0.9504 & 0.171957 \tabularnewline
28 & -0.070415 & -0.7485 & 0.227852 \tabularnewline
29 & -0.034068 & -0.3621 & 0.35896 \tabularnewline
30 & 0.078663 & 0.8362 & 0.202404 \tabularnewline
31 & -0.046326 & -0.4924 & 0.311679 \tabularnewline
32 & 0.043933 & 0.467 & 0.320693 \tabularnewline
33 & -0.133291 & -1.4169 & 0.079632 \tabularnewline
34 & 0.017626 & 0.1874 & 0.425854 \tabularnewline
35 & 0.097828 & 1.0399 & 0.150297 \tabularnewline
36 & -0.136325 & -1.4492 & 0.075032 \tabularnewline
37 & 0.036009 & 0.3828 & 0.3513 \tabularnewline
38 & -0.022644 & -0.2407 & 0.405107 \tabularnewline
39 & -0.164369 & -1.7473 & 0.041654 \tabularnewline
40 & -0.072521 & -0.7709 & 0.221184 \tabularnewline
41 & 0.005967 & 0.0634 & 0.474768 \tabularnewline
42 & -0.073873 & -0.7853 & 0.216966 \tabularnewline
43 & 0.080088 & 0.8513 & 0.198188 \tabularnewline
44 & -0.019144 & -0.2035 & 0.419552 \tabularnewline
45 & -0.035187 & -0.374 & 0.354538 \tabularnewline
46 & -0.082216 & -0.874 & 0.191994 \tabularnewline
47 & 0.019185 & 0.2039 & 0.419386 \tabularnewline
48 & -0.082136 & -0.8731 & 0.192225 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301691&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]0.020667[/C][C]0.2197[/C][C]0.413254[/C][/ROW]
[ROW][C]2[/C][C]0.128705[/C][C]1.3682[/C][C]0.08699[/C][/ROW]
[ROW][C]3[/C][C]0.136031[/C][C]1.446[/C][C]0.075468[/C][/ROW]
[ROW][C]4[/C][C]-0.024143[/C][C]-0.2566[/C][C]0.398959[/C][/ROW]
[ROW][C]5[/C][C]0.028707[/C][C]0.3052[/C][C]0.380402[/C][/ROW]
[ROW][C]6[/C][C]0.018706[/C][C]0.1988[/C][C]0.421369[/C][/ROW]
[ROW][C]7[/C][C]-0.019767[/C][C]-0.2101[/C][C]0.416973[/C][/ROW]
[ROW][C]8[/C][C]0.026151[/C][C]0.278[/C][C]0.390764[/C][/ROW]
[ROW][C]9[/C][C]-0.021642[/C][C]-0.2301[/C][C]0.40923[/C][/ROW]
[ROW][C]10[/C][C]-0.158964[/C][C]-1.6898[/C][C]0.046911[/C][/ROW]
[ROW][C]11[/C][C]-0.206968[/C][C]-2.2001[/C][C]0.014918[/C][/ROW]
[ROW][C]12[/C][C]-0.417182[/C][C]-4.4347[/C][C]1.1e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.032979[/C][C]-0.3506[/C][C]0.363281[/C][/ROW]
[ROW][C]14[/C][C]0.100649[/C][C]1.0699[/C][C]0.143469[/C][/ROW]
[ROW][C]15[/C][C]0.116531[/C][C]1.2387[/C][C]0.109005[/C][/ROW]
[ROW][C]16[/C][C]-0.105841[/C][C]-1.1251[/C][C]0.131464[/C][/ROW]
[ROW][C]17[/C][C]-0.011602[/C][C]-0.1233[/C][C]0.451032[/C][/ROW]
[ROW][C]18[/C][C]0.056218[/C][C]0.5976[/C][C]0.275649[/C][/ROW]
[ROW][C]19[/C][C]0.031393[/C][C]0.3337[/C][C]0.369606[/C][/ROW]
[ROW][C]20[/C][C]0.064174[/C][C]0.6822[/C][C]0.248262[/C][/ROW]
[ROW][C]21[/C][C]0.067679[/C][C]0.7194[/C][C]0.236678[/C][/ROW]
[ROW][C]22[/C][C]-0.047289[/C][C]-0.5027[/C][C]0.308081[/C][/ROW]
[ROW][C]23[/C][C]0.001449[/C][C]0.0154[/C][C]0.49387[/C][/ROW]
[ROW][C]24[/C][C]-0.084646[/C][C]-0.8998[/C][C]0.185069[/C][/ROW]
[ROW][C]25[/C][C]-0.082462[/C][C]-0.8766[/C][C]0.191286[/C][/ROW]
[ROW][C]26[/C][C]-0.033508[/C][C]-0.3562[/C][C]0.361178[/C][/ROW]
[ROW][C]27[/C][C]0.08941[/C][C]0.9504[/C][C]0.171957[/C][/ROW]
[ROW][C]28[/C][C]-0.070415[/C][C]-0.7485[/C][C]0.227852[/C][/ROW]
[ROW][C]29[/C][C]-0.034068[/C][C]-0.3621[/C][C]0.35896[/C][/ROW]
[ROW][C]30[/C][C]0.078663[/C][C]0.8362[/C][C]0.202404[/C][/ROW]
[ROW][C]31[/C][C]-0.046326[/C][C]-0.4924[/C][C]0.311679[/C][/ROW]
[ROW][C]32[/C][C]0.043933[/C][C]0.467[/C][C]0.320693[/C][/ROW]
[ROW][C]33[/C][C]-0.133291[/C][C]-1.4169[/C][C]0.079632[/C][/ROW]
[ROW][C]34[/C][C]0.017626[/C][C]0.1874[/C][C]0.425854[/C][/ROW]
[ROW][C]35[/C][C]0.097828[/C][C]1.0399[/C][C]0.150297[/C][/ROW]
[ROW][C]36[/C][C]-0.136325[/C][C]-1.4492[/C][C]0.075032[/C][/ROW]
[ROW][C]37[/C][C]0.036009[/C][C]0.3828[/C][C]0.3513[/C][/ROW]
[ROW][C]38[/C][C]-0.022644[/C][C]-0.2407[/C][C]0.405107[/C][/ROW]
[ROW][C]39[/C][C]-0.164369[/C][C]-1.7473[/C][C]0.041654[/C][/ROW]
[ROW][C]40[/C][C]-0.072521[/C][C]-0.7709[/C][C]0.221184[/C][/ROW]
[ROW][C]41[/C][C]0.005967[/C][C]0.0634[/C][C]0.474768[/C][/ROW]
[ROW][C]42[/C][C]-0.073873[/C][C]-0.7853[/C][C]0.216966[/C][/ROW]
[ROW][C]43[/C][C]0.080088[/C][C]0.8513[/C][C]0.198188[/C][/ROW]
[ROW][C]44[/C][C]-0.019144[/C][C]-0.2035[/C][C]0.419552[/C][/ROW]
[ROW][C]45[/C][C]-0.035187[/C][C]-0.374[/C][C]0.354538[/C][/ROW]
[ROW][C]46[/C][C]-0.082216[/C][C]-0.874[/C][C]0.191994[/C][/ROW]
[ROW][C]47[/C][C]0.019185[/C][C]0.2039[/C][C]0.419386[/C][/ROW]
[ROW][C]48[/C][C]-0.082136[/C][C]-0.8731[/C][C]0.192225[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301691&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301691&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	0.020667	0.2197	0.413254
2	0.128705	1.3682	0.08699
3	0.136031	1.446	0.075468
4	-0.024143	-0.2566	0.398959
5	0.028707	0.3052	0.380402
6	0.018706	0.1988	0.421369
7	-0.019767	-0.2101	0.416973
8	0.026151	0.278	0.390764
9	-0.021642	-0.2301	0.40923
10	-0.158964	-1.6898	0.046911
11	-0.206968	-2.2001	0.014918
12	-0.417182	-4.4347	1.1e-05
13	-0.032979	-0.3506	0.363281
14	0.100649	1.0699	0.143469
15	0.116531	1.2387	0.109005
16	-0.105841	-1.1251	0.131464
17	-0.011602	-0.1233	0.451032
18	0.056218	0.5976	0.275649
19	0.031393	0.3337	0.369606
20	0.064174	0.6822	0.248262
21	0.067679	0.7194	0.236678
22	-0.047289	-0.5027	0.308081
23	0.001449	0.0154	0.49387
24	-0.084646	-0.8998	0.185069
25	-0.082462	-0.8766	0.191286
26	-0.033508	-0.3562	0.361178
27	0.08941	0.9504	0.171957
28	-0.070415	-0.7485	0.227852
29	-0.034068	-0.3621	0.35896
30	0.078663	0.8362	0.202404
31	-0.046326	-0.4924	0.311679
32	0.043933	0.467	0.320693
33	-0.133291	-1.4169	0.079632
34	0.017626	0.1874	0.425854
35	0.097828	1.0399	0.150297
36	-0.136325	-1.4492	0.075032
37	0.036009	0.3828	0.3513
38	-0.022644	-0.2407	0.405107
39	-0.164369	-1.7473	0.041654
40	-0.072521	-0.7709	0.221184
41	0.005967	0.0634	0.474768
42	-0.073873	-0.7853	0.216966
43	0.080088	0.8513	0.198188
44	-0.019144	-0.2035	0.419552
45	-0.035187	-0.374	0.354538
46	-0.082216	-0.874	0.191994
47	0.019185	0.2039	0.419386
48	-0.082136	-0.8731	0.192225

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