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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Wed, 21 Dec 2016 14:35:52 +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/21/t1482327370d0j2nw2v4yktif2.htm/, Retrieved Mon, 06 May 2024 17:36:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302276, Retrieved Mon, 06 May 2024 17:36:40 +0000

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-       [(Partial) Autocorrelation Function] [autocor] [2016-12-21 13:35:52] [1759881725a0396915ebed807ae3b27a] [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=302276&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=302276&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302276&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	-0.531599	-4.2859	3.1e-05
2	0.129804	1.0465	0.1496
3	-0.144935	-1.1685	0.123436
4	0.138755	1.1187	0.133697
5	0.233801	1.885	0.031953
6	-0.476051	-3.838	0.000142
7	0.232532	1.8747	0.032662
8	0.150688	1.2149	0.114402
9	-0.198247	-1.5983	0.057411
10	0.113131	0.9121	0.182545
11	-0.39367	-3.1739	0.001149
12	0.769259	6.202	0
13	-0.461258	-3.7188	0.00021
14	0.07493	0.6041	0.273938
15	-0.06394	-0.5155	0.303977
16	0.063866	0.5149	0.304183
17	0.138004	1.1126	0.134984
18	-0.35307	-2.8465	0.002954
19	0.183035	1.4757	0.07243
20	0.101518	0.8185	0.208042
21	-0.21465	-1.7306	0.044137
22	0.110259	0.8889	0.188657
23	-0.264343	-2.1312	0.01843
24	0.512074	4.1285	5.3e-05
25	-0.359424	-2.8978	0.002559
26	0.050034	0.4034	0.343995
27	-0.027101	-0.2185	0.413863
28	0.018297	0.1475	0.44159
29	0.061724	0.4976	0.31021
30	-0.212314	-1.7117	0.045857
31	0.122782	0.9899	0.162946
32	0.04823	0.3888	0.349333
33	-0.135256	-1.0905	0.139766
34	0.045702	0.3685	0.356864
35	-0.104574	-0.8431	0.201132
36	0.25787	2.079	0.020783
37	-0.182436	-1.4708	0.073079
38	0.022841	0.1842	0.427234
39	0.001922	0.0155	0.493842
40	0.007381	0.0595	0.476365
41	0.036398	0.2934	0.385057
42	-0.090077	-0.7262	0.235155
43	0.061093	0.4925	0.311996
44	0.023797	0.1919	0.424226
45	-0.056445	-0.4551	0.325285
46	0.017819	0.1437	0.443107
47	-0.022164	-0.1787	0.429368
48	0.085876	0.6924	0.24559

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.531599 & -4.2859 & 3.1e-05 \tabularnewline
2 & 0.129804 & 1.0465 & 0.1496 \tabularnewline
3 & -0.144935 & -1.1685 & 0.123436 \tabularnewline
4 & 0.138755 & 1.1187 & 0.133697 \tabularnewline
5 & 0.233801 & 1.885 & 0.031953 \tabularnewline
6 & -0.476051 & -3.838 & 0.000142 \tabularnewline
7 & 0.232532 & 1.8747 & 0.032662 \tabularnewline
8 & 0.150688 & 1.2149 & 0.114402 \tabularnewline
9 & -0.198247 & -1.5983 & 0.057411 \tabularnewline
10 & 0.113131 & 0.9121 & 0.182545 \tabularnewline
11 & -0.39367 & -3.1739 & 0.001149 \tabularnewline
12 & 0.769259 & 6.202 & 0 \tabularnewline
13 & -0.461258 & -3.7188 & 0.00021 \tabularnewline
14 & 0.07493 & 0.6041 & 0.273938 \tabularnewline
15 & -0.06394 & -0.5155 & 0.303977 \tabularnewline
16 & 0.063866 & 0.5149 & 0.304183 \tabularnewline
17 & 0.138004 & 1.1126 & 0.134984 \tabularnewline
18 & -0.35307 & -2.8465 & 0.002954 \tabularnewline
19 & 0.183035 & 1.4757 & 0.07243 \tabularnewline
20 & 0.101518 & 0.8185 & 0.208042 \tabularnewline
21 & -0.21465 & -1.7306 & 0.044137 \tabularnewline
22 & 0.110259 & 0.8889 & 0.188657 \tabularnewline
23 & -0.264343 & -2.1312 & 0.01843 \tabularnewline
24 & 0.512074 & 4.1285 & 5.3e-05 \tabularnewline
25 & -0.359424 & -2.8978 & 0.002559 \tabularnewline
26 & 0.050034 & 0.4034 & 0.343995 \tabularnewline
27 & -0.027101 & -0.2185 & 0.413863 \tabularnewline
28 & 0.018297 & 0.1475 & 0.44159 \tabularnewline
29 & 0.061724 & 0.4976 & 0.31021 \tabularnewline
30 & -0.212314 & -1.7117 & 0.045857 \tabularnewline
31 & 0.122782 & 0.9899 & 0.162946 \tabularnewline
32 & 0.04823 & 0.3888 & 0.349333 \tabularnewline
33 & -0.135256 & -1.0905 & 0.139766 \tabularnewline
34 & 0.045702 & 0.3685 & 0.356864 \tabularnewline
35 & -0.104574 & -0.8431 & 0.201132 \tabularnewline
36 & 0.25787 & 2.079 & 0.020783 \tabularnewline
37 & -0.182436 & -1.4708 & 0.073079 \tabularnewline
38 & 0.022841 & 0.1842 & 0.427234 \tabularnewline
39 & 0.001922 & 0.0155 & 0.493842 \tabularnewline
40 & 0.007381 & 0.0595 & 0.476365 \tabularnewline
41 & 0.036398 & 0.2934 & 0.385057 \tabularnewline
42 & -0.090077 & -0.7262 & 0.235155 \tabularnewline
43 & 0.061093 & 0.4925 & 0.311996 \tabularnewline
44 & 0.023797 & 0.1919 & 0.424226 \tabularnewline
45 & -0.056445 & -0.4551 & 0.325285 \tabularnewline
46 & 0.017819 & 0.1437 & 0.443107 \tabularnewline
47 & -0.022164 & -0.1787 & 0.429368 \tabularnewline
48 & 0.085876 & 0.6924 & 0.24559 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302276&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]-0.531599[/C][C]-4.2859[/C][C]3.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.129804[/C][C]1.0465[/C][C]0.1496[/C][/ROW]
[ROW][C]3[/C][C]-0.144935[/C][C]-1.1685[/C][C]0.123436[/C][/ROW]
[ROW][C]4[/C][C]0.138755[/C][C]1.1187[/C][C]0.133697[/C][/ROW]
[ROW][C]5[/C][C]0.233801[/C][C]1.885[/C][C]0.031953[/C][/ROW]
[ROW][C]6[/C][C]-0.476051[/C][C]-3.838[/C][C]0.000142[/C][/ROW]
[ROW][C]7[/C][C]0.232532[/C][C]1.8747[/C][C]0.032662[/C][/ROW]
[ROW][C]8[/C][C]0.150688[/C][C]1.2149[/C][C]0.114402[/C][/ROW]
[ROW][C]9[/C][C]-0.198247[/C][C]-1.5983[/C][C]0.057411[/C][/ROW]
[ROW][C]10[/C][C]0.113131[/C][C]0.9121[/C][C]0.182545[/C][/ROW]
[ROW][C]11[/C][C]-0.39367[/C][C]-3.1739[/C][C]0.001149[/C][/ROW]
[ROW][C]12[/C][C]0.769259[/C][C]6.202[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.461258[/C][C]-3.7188[/C][C]0.00021[/C][/ROW]
[ROW][C]14[/C][C]0.07493[/C][C]0.6041[/C][C]0.273938[/C][/ROW]
[ROW][C]15[/C][C]-0.06394[/C][C]-0.5155[/C][C]0.303977[/C][/ROW]
[ROW][C]16[/C][C]0.063866[/C][C]0.5149[/C][C]0.304183[/C][/ROW]
[ROW][C]17[/C][C]0.138004[/C][C]1.1126[/C][C]0.134984[/C][/ROW]
[ROW][C]18[/C][C]-0.35307[/C][C]-2.8465[/C][C]0.002954[/C][/ROW]
[ROW][C]19[/C][C]0.183035[/C][C]1.4757[/C][C]0.07243[/C][/ROW]
[ROW][C]20[/C][C]0.101518[/C][C]0.8185[/C][C]0.208042[/C][/ROW]
[ROW][C]21[/C][C]-0.21465[/C][C]-1.7306[/C][C]0.044137[/C][/ROW]
[ROW][C]22[/C][C]0.110259[/C][C]0.8889[/C][C]0.188657[/C][/ROW]
[ROW][C]23[/C][C]-0.264343[/C][C]-2.1312[/C][C]0.01843[/C][/ROW]
[ROW][C]24[/C][C]0.512074[/C][C]4.1285[/C][C]5.3e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.359424[/C][C]-2.8978[/C][C]0.002559[/C][/ROW]
[ROW][C]26[/C][C]0.050034[/C][C]0.4034[/C][C]0.343995[/C][/ROW]
[ROW][C]27[/C][C]-0.027101[/C][C]-0.2185[/C][C]0.413863[/C][/ROW]
[ROW][C]28[/C][C]0.018297[/C][C]0.1475[/C][C]0.44159[/C][/ROW]
[ROW][C]29[/C][C]0.061724[/C][C]0.4976[/C][C]0.31021[/C][/ROW]
[ROW][C]30[/C][C]-0.212314[/C][C]-1.7117[/C][C]0.045857[/C][/ROW]
[ROW][C]31[/C][C]0.122782[/C][C]0.9899[/C][C]0.162946[/C][/ROW]
[ROW][C]32[/C][C]0.04823[/C][C]0.3888[/C][C]0.349333[/C][/ROW]
[ROW][C]33[/C][C]-0.135256[/C][C]-1.0905[/C][C]0.139766[/C][/ROW]
[ROW][C]34[/C][C]0.045702[/C][C]0.3685[/C][C]0.356864[/C][/ROW]
[ROW][C]35[/C][C]-0.104574[/C][C]-0.8431[/C][C]0.201132[/C][/ROW]
[ROW][C]36[/C][C]0.25787[/C][C]2.079[/C][C]0.020783[/C][/ROW]
[ROW][C]37[/C][C]-0.182436[/C][C]-1.4708[/C][C]0.073079[/C][/ROW]
[ROW][C]38[/C][C]0.022841[/C][C]0.1842[/C][C]0.427234[/C][/ROW]
[ROW][C]39[/C][C]0.001922[/C][C]0.0155[/C][C]0.493842[/C][/ROW]
[ROW][C]40[/C][C]0.007381[/C][C]0.0595[/C][C]0.476365[/C][/ROW]
[ROW][C]41[/C][C]0.036398[/C][C]0.2934[/C][C]0.385057[/C][/ROW]
[ROW][C]42[/C][C]-0.090077[/C][C]-0.7262[/C][C]0.235155[/C][/ROW]
[ROW][C]43[/C][C]0.061093[/C][C]0.4925[/C][C]0.311996[/C][/ROW]
[ROW][C]44[/C][C]0.023797[/C][C]0.1919[/C][C]0.424226[/C][/ROW]
[ROW][C]45[/C][C]-0.056445[/C][C]-0.4551[/C][C]0.325285[/C][/ROW]
[ROW][C]46[/C][C]0.017819[/C][C]0.1437[/C][C]0.443107[/C][/ROW]
[ROW][C]47[/C][C]-0.022164[/C][C]-0.1787[/C][C]0.429368[/C][/ROW]
[ROW][C]48[/C][C]0.085876[/C][C]0.6924[/C][C]0.24559[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302276&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302276&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	-0.531599	-4.2859	3.1e-05
2	0.129804	1.0465	0.1496
3	-0.144935	-1.1685	0.123436
4	0.138755	1.1187	0.133697
5	0.233801	1.885	0.031953
6	-0.476051	-3.838	0.000142
7	0.232532	1.8747	0.032662
8	0.150688	1.2149	0.114402
9	-0.198247	-1.5983	0.057411
10	0.113131	0.9121	0.182545
11	-0.39367	-3.1739	0.001149
12	0.769259	6.202	0
13	-0.461258	-3.7188	0.00021
14	0.07493	0.6041	0.273938
15	-0.06394	-0.5155	0.303977
16	0.063866	0.5149	0.304183
17	0.138004	1.1126	0.134984
18	-0.35307	-2.8465	0.002954
19	0.183035	1.4757	0.07243
20	0.101518	0.8185	0.208042
21	-0.21465	-1.7306	0.044137
22	0.110259	0.8889	0.188657
23	-0.264343	-2.1312	0.01843
24	0.512074	4.1285	5.3e-05
25	-0.359424	-2.8978	0.002559
26	0.050034	0.4034	0.343995
27	-0.027101	-0.2185	0.413863
28	0.018297	0.1475	0.44159
29	0.061724	0.4976	0.31021
30	-0.212314	-1.7117	0.045857
31	0.122782	0.9899	0.162946
32	0.04823	0.3888	0.349333
33	-0.135256	-1.0905	0.139766
34	0.045702	0.3685	0.356864
35	-0.104574	-0.8431	0.201132
36	0.25787	2.079	0.020783
37	-0.182436	-1.4708	0.073079
38	0.022841	0.1842	0.427234
39	0.001922	0.0155	0.493842
40	0.007381	0.0595	0.476365
41	0.036398	0.2934	0.385057
42	-0.090077	-0.7262	0.235155
43	0.061093	0.4925	0.311996
44	0.023797	0.1919	0.424226
45	-0.056445	-0.4551	0.325285
46	0.017819	0.1437	0.443107
47	-0.022164	-0.1787	0.429368
48	0.085876	0.6924	0.24559

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.531599	-4.2859	3.1e-05
2	-0.212981	-1.7171	0.045361
3	-0.254731	-2.0537	0.022015
4	-0.076532	-0.617	0.269688
5	0.43032	3.4694	0.000466
6	-0.190053	-1.5323	0.065156
7	-0.186141	-1.5007	0.069135
8	0.419894	3.3853	0.000605
9	-0.246991	-1.9913	0.025327
10	-0.062182	-0.5013	0.308916
11	-0.173568	-1.3994	0.083231
12	0.492034	3.9669	9.2e-05
13	0.163263	1.3163	0.096354
14	0.05641	0.4548	0.325389
15	0.005575	0.0449	0.482144
16	-0.219136	-1.7667	0.040984
17	-0.358977	-2.8942	0.002585
18	0.029526	0.238	0.406298
19	0.002705	0.0218	0.491335
20	-0.201169	-1.6219	0.054835
21	0.03503	0.2824	0.38926
22	0.031239	0.2519	0.400973
23	-0.084714	-0.683	0.248521
24	-0.097138	-0.7832	0.218191
25	0.001986	0.016	0.493638
26	-0.108624	-0.8758	0.192193
27	-0.142451	-1.1485	0.12749
28	0.03763	0.3034	0.381285
29	-0.021845	-0.1761	0.430375
30	-0.063338	-0.5107	0.305663
31	0.038998	0.3144	0.377108
32	-0.065875	-0.5311	0.298579
33	0.073146	0.5897	0.27871
34	-0.094457	-0.7615	0.224544
35	0.019471	0.157	0.437875
36	-0.117995	-0.9513	0.172486
37	0.013583	0.1095	0.456569
38	0.04618	0.3723	0.355436
39	0.115806	0.9337	0.176967
40	0.027962	0.2254	0.411173
41	0.071103	0.5733	0.284226
42	0.048941	0.3946	0.347224
43	-0.08516	-0.6866	0.247393
44	-0.067676	-0.5456	0.293596
45	-0.05986	-0.4826	0.315498
46	-0.00629	-0.0507	0.479856
47	-0.034324	-0.2767	0.391434
48	-0.038138	-0.3075	0.379731

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.531599 & -4.2859 & 3.1e-05 \tabularnewline
2 & -0.212981 & -1.7171 & 0.045361 \tabularnewline
3 & -0.254731 & -2.0537 & 0.022015 \tabularnewline
4 & -0.076532 & -0.617 & 0.269688 \tabularnewline
5 & 0.43032 & 3.4694 & 0.000466 \tabularnewline
6 & -0.190053 & -1.5323 & 0.065156 \tabularnewline
7 & -0.186141 & -1.5007 & 0.069135 \tabularnewline
8 & 0.419894 & 3.3853 & 0.000605 \tabularnewline
9 & -0.246991 & -1.9913 & 0.025327 \tabularnewline
10 & -0.062182 & -0.5013 & 0.308916 \tabularnewline
11 & -0.173568 & -1.3994 & 0.083231 \tabularnewline
12 & 0.492034 & 3.9669 & 9.2e-05 \tabularnewline
13 & 0.163263 & 1.3163 & 0.096354 \tabularnewline
14 & 0.05641 & 0.4548 & 0.325389 \tabularnewline
15 & 0.005575 & 0.0449 & 0.482144 \tabularnewline
16 & -0.219136 & -1.7667 & 0.040984 \tabularnewline
17 & -0.358977 & -2.8942 & 0.002585 \tabularnewline
18 & 0.029526 & 0.238 & 0.406298 \tabularnewline
19 & 0.002705 & 0.0218 & 0.491335 \tabularnewline
20 & -0.201169 & -1.6219 & 0.054835 \tabularnewline
21 & 0.03503 & 0.2824 & 0.38926 \tabularnewline
22 & 0.031239 & 0.2519 & 0.400973 \tabularnewline
23 & -0.084714 & -0.683 & 0.248521 \tabularnewline
24 & -0.097138 & -0.7832 & 0.218191 \tabularnewline
25 & 0.001986 & 0.016 & 0.493638 \tabularnewline
26 & -0.108624 & -0.8758 & 0.192193 \tabularnewline
27 & -0.142451 & -1.1485 & 0.12749 \tabularnewline
28 & 0.03763 & 0.3034 & 0.381285 \tabularnewline
29 & -0.021845 & -0.1761 & 0.430375 \tabularnewline
30 & -0.063338 & -0.5107 & 0.305663 \tabularnewline
31 & 0.038998 & 0.3144 & 0.377108 \tabularnewline
32 & -0.065875 & -0.5311 & 0.298579 \tabularnewline
33 & 0.073146 & 0.5897 & 0.27871 \tabularnewline
34 & -0.094457 & -0.7615 & 0.224544 \tabularnewline
35 & 0.019471 & 0.157 & 0.437875 \tabularnewline
36 & -0.117995 & -0.9513 & 0.172486 \tabularnewline
37 & 0.013583 & 0.1095 & 0.456569 \tabularnewline
38 & 0.04618 & 0.3723 & 0.355436 \tabularnewline
39 & 0.115806 & 0.9337 & 0.176967 \tabularnewline
40 & 0.027962 & 0.2254 & 0.411173 \tabularnewline
41 & 0.071103 & 0.5733 & 0.284226 \tabularnewline
42 & 0.048941 & 0.3946 & 0.347224 \tabularnewline
43 & -0.08516 & -0.6866 & 0.247393 \tabularnewline
44 & -0.067676 & -0.5456 & 0.293596 \tabularnewline
45 & -0.05986 & -0.4826 & 0.315498 \tabularnewline
46 & -0.00629 & -0.0507 & 0.479856 \tabularnewline
47 & -0.034324 & -0.2767 & 0.391434 \tabularnewline
48 & -0.038138 & -0.3075 & 0.379731 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302276&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]-0.531599[/C][C]-4.2859[/C][C]3.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.212981[/C][C]-1.7171[/C][C]0.045361[/C][/ROW]
[ROW][C]3[/C][C]-0.254731[/C][C]-2.0537[/C][C]0.022015[/C][/ROW]
[ROW][C]4[/C][C]-0.076532[/C][C]-0.617[/C][C]0.269688[/C][/ROW]
[ROW][C]5[/C][C]0.43032[/C][C]3.4694[/C][C]0.000466[/C][/ROW]
[ROW][C]6[/C][C]-0.190053[/C][C]-1.5323[/C][C]0.065156[/C][/ROW]
[ROW][C]7[/C][C]-0.186141[/C][C]-1.5007[/C][C]0.069135[/C][/ROW]
[ROW][C]8[/C][C]0.419894[/C][C]3.3853[/C][C]0.000605[/C][/ROW]
[ROW][C]9[/C][C]-0.246991[/C][C]-1.9913[/C][C]0.025327[/C][/ROW]
[ROW][C]10[/C][C]-0.062182[/C][C]-0.5013[/C][C]0.308916[/C][/ROW]
[ROW][C]11[/C][C]-0.173568[/C][C]-1.3994[/C][C]0.083231[/C][/ROW]
[ROW][C]12[/C][C]0.492034[/C][C]3.9669[/C][C]9.2e-05[/C][/ROW]
[ROW][C]13[/C][C]0.163263[/C][C]1.3163[/C][C]0.096354[/C][/ROW]
[ROW][C]14[/C][C]0.05641[/C][C]0.4548[/C][C]0.325389[/C][/ROW]
[ROW][C]15[/C][C]0.005575[/C][C]0.0449[/C][C]0.482144[/C][/ROW]
[ROW][C]16[/C][C]-0.219136[/C][C]-1.7667[/C][C]0.040984[/C][/ROW]
[ROW][C]17[/C][C]-0.358977[/C][C]-2.8942[/C][C]0.002585[/C][/ROW]
[ROW][C]18[/C][C]0.029526[/C][C]0.238[/C][C]0.406298[/C][/ROW]
[ROW][C]19[/C][C]0.002705[/C][C]0.0218[/C][C]0.491335[/C][/ROW]
[ROW][C]20[/C][C]-0.201169[/C][C]-1.6219[/C][C]0.054835[/C][/ROW]
[ROW][C]21[/C][C]0.03503[/C][C]0.2824[/C][C]0.38926[/C][/ROW]
[ROW][C]22[/C][C]0.031239[/C][C]0.2519[/C][C]0.400973[/C][/ROW]
[ROW][C]23[/C][C]-0.084714[/C][C]-0.683[/C][C]0.248521[/C][/ROW]
[ROW][C]24[/C][C]-0.097138[/C][C]-0.7832[/C][C]0.218191[/C][/ROW]
[ROW][C]25[/C][C]0.001986[/C][C]0.016[/C][C]0.493638[/C][/ROW]
[ROW][C]26[/C][C]-0.108624[/C][C]-0.8758[/C][C]0.192193[/C][/ROW]
[ROW][C]27[/C][C]-0.142451[/C][C]-1.1485[/C][C]0.12749[/C][/ROW]
[ROW][C]28[/C][C]0.03763[/C][C]0.3034[/C][C]0.381285[/C][/ROW]
[ROW][C]29[/C][C]-0.021845[/C][C]-0.1761[/C][C]0.430375[/C][/ROW]
[ROW][C]30[/C][C]-0.063338[/C][C]-0.5107[/C][C]0.305663[/C][/ROW]
[ROW][C]31[/C][C]0.038998[/C][C]0.3144[/C][C]0.377108[/C][/ROW]
[ROW][C]32[/C][C]-0.065875[/C][C]-0.5311[/C][C]0.298579[/C][/ROW]
[ROW][C]33[/C][C]0.073146[/C][C]0.5897[/C][C]0.27871[/C][/ROW]
[ROW][C]34[/C][C]-0.094457[/C][C]-0.7615[/C][C]0.224544[/C][/ROW]
[ROW][C]35[/C][C]0.019471[/C][C]0.157[/C][C]0.437875[/C][/ROW]
[ROW][C]36[/C][C]-0.117995[/C][C]-0.9513[/C][C]0.172486[/C][/ROW]
[ROW][C]37[/C][C]0.013583[/C][C]0.1095[/C][C]0.456569[/C][/ROW]
[ROW][C]38[/C][C]0.04618[/C][C]0.3723[/C][C]0.355436[/C][/ROW]
[ROW][C]39[/C][C]0.115806[/C][C]0.9337[/C][C]0.176967[/C][/ROW]
[ROW][C]40[/C][C]0.027962[/C][C]0.2254[/C][C]0.411173[/C][/ROW]
[ROW][C]41[/C][C]0.071103[/C][C]0.5733[/C][C]0.284226[/C][/ROW]
[ROW][C]42[/C][C]0.048941[/C][C]0.3946[/C][C]0.347224[/C][/ROW]
[ROW][C]43[/C][C]-0.08516[/C][C]-0.6866[/C][C]0.247393[/C][/ROW]
[ROW][C]44[/C][C]-0.067676[/C][C]-0.5456[/C][C]0.293596[/C][/ROW]
[ROW][C]45[/C][C]-0.05986[/C][C]-0.4826[/C][C]0.315498[/C][/ROW]
[ROW][C]46[/C][C]-0.00629[/C][C]-0.0507[/C][C]0.479856[/C][/ROW]
[ROW][C]47[/C][C]-0.034324[/C][C]-0.2767[/C][C]0.391434[/C][/ROW]
[ROW][C]48[/C][C]-0.038138[/C][C]-0.3075[/C][C]0.379731[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302276&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302276&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	-0.531599	-4.2859	3.1e-05
2	-0.212981	-1.7171	0.045361
3	-0.254731	-2.0537	0.022015
4	-0.076532	-0.617	0.269688
5	0.43032	3.4694	0.000466
6	-0.190053	-1.5323	0.065156
7	-0.186141	-1.5007	0.069135
8	0.419894	3.3853	0.000605
9	-0.246991	-1.9913	0.025327
10	-0.062182	-0.5013	0.308916
11	-0.173568	-1.3994	0.083231
12	0.492034	3.9669	9.2e-05
13	0.163263	1.3163	0.096354
14	0.05641	0.4548	0.325389
15	0.005575	0.0449	0.482144
16	-0.219136	-1.7667	0.040984
17	-0.358977	-2.8942	0.002585
18	0.029526	0.238	0.406298
19	0.002705	0.0218	0.491335
20	-0.201169	-1.6219	0.054835
21	0.03503	0.2824	0.38926
22	0.031239	0.2519	0.400973
23	-0.084714	-0.683	0.248521
24	-0.097138	-0.7832	0.218191
25	0.001986	0.016	0.493638
26	-0.108624	-0.8758	0.192193
27	-0.142451	-1.1485	0.12749
28	0.03763	0.3034	0.381285
29	-0.021845	-0.1761	0.430375
30	-0.063338	-0.5107	0.305663
31	0.038998	0.3144	0.377108
32	-0.065875	-0.5311	0.298579
33	0.073146	0.5897	0.27871
34	-0.094457	-0.7615	0.224544
35	0.019471	0.157	0.437875
36	-0.117995	-0.9513	0.172486
37	0.013583	0.1095	0.456569
38	0.04618	0.3723	0.355436
39	0.115806	0.9337	0.176967
40	0.027962	0.2254	0.411173
41	0.071103	0.5733	0.284226
42	0.048941	0.3946	0.347224
43	-0.08516	-0.6866	0.247393
44	-0.067676	-0.5456	0.293596
45	-0.05986	-0.4826	0.315498
46	-0.00629	-0.0507	0.479856
47	-0.034324	-0.2767	0.391434
48	-0.038138	-0.3075	0.379731

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 = 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