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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 23 Dec 2016 17:07:19 +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/23/t1482509250v3r366z9vff1fpu.htm/, Retrieved Tue, 07 May 2024 10:02:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302989, Retrieved Tue, 07 May 2024 10:02:31 +0000

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-       [(Partial) Autocorrelation Function] [aaaaa] [2016-12-23 16:07:19] [bb262dce3bb40077245e847c94886178] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time2 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302989&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

2 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=302989&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302989&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.596696	-6.343	0
2	0.05816	0.6183	0.268826
3	0.150375	1.5985	0.056362
4	-0.169095	-1.7975	0.037463
5	0.056856	0.6044	0.2734
6	0.08457	0.899	0.185285
7	-0.105923	-1.126	0.13128
8	-0.126377	-1.3434	0.090915
9	0.383472	4.0764	4.3e-05
10	-0.421158	-4.477	9e-06
11	0.371241	3.9464	6.9e-05
12	-0.186621	-1.9838	0.024851
13	-0.16634	-1.7682	0.039862
14	0.295555	3.1418	0.001072
15	-0.1393	-1.4808	0.070723
16	-0.070644	-0.751	0.227119
17	0.131587	1.3988	0.082308
18	-0.029601	-0.3147	0.376798
19	-0.114768	-1.22	0.112502
20	0.244338	2.5974	0.005322
21	-0.165776	-1.7622	0.040368
22	-0.086397	-0.9184	0.180179
23	0.276084	2.9348	0.002022
24	-0.29171	-3.1009	0.001218
25	0.117047	1.2442	0.107996
26	0.088778	0.9437	0.173661
27	-0.130296	-1.3851	0.08438
28	0.034282	0.3644	0.358112
29	0.03516	0.3738	0.354643
30	-0.031185	-0.3315	0.37044
31	-0.009881	-0.105	0.458267
32	0.088586	0.9417	0.174181
33	-0.177816	-1.8902	0.030646
34	0.182551	1.9405	0.027403
35	-0.084589	-0.8992	0.18523
36	-0.038702	-0.4114	0.340776
37	0.085837	0.9125	0.181734
38	-0.034508	-0.3668	0.357217
39	-0.068678	-0.7301	0.233431
40	0.085608	0.91	0.182372
41	0.040447	0.43	0.334023
42	-0.147728	-1.5704	0.059563
43	0.134644	1.4313	0.077555
44	-0.054393	-0.5782	0.28214
45	-0.044319	-0.4711	0.319231
46	0.07813	0.8305	0.203993
47	-0.022748	-0.2418	0.404683
48	-0.062883	-0.6685	0.252601

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.596696 & -6.343 & 0 \tabularnewline
2 & 0.05816 & 0.6183 & 0.268826 \tabularnewline
3 & 0.150375 & 1.5985 & 0.056362 \tabularnewline
4 & -0.169095 & -1.7975 & 0.037463 \tabularnewline
5 & 0.056856 & 0.6044 & 0.2734 \tabularnewline
6 & 0.08457 & 0.899 & 0.185285 \tabularnewline
7 & -0.105923 & -1.126 & 0.13128 \tabularnewline
8 & -0.126377 & -1.3434 & 0.090915 \tabularnewline
9 & 0.383472 & 4.0764 & 4.3e-05 \tabularnewline
10 & -0.421158 & -4.477 & 9e-06 \tabularnewline
11 & 0.371241 & 3.9464 & 6.9e-05 \tabularnewline
12 & -0.186621 & -1.9838 & 0.024851 \tabularnewline
13 & -0.16634 & -1.7682 & 0.039862 \tabularnewline
14 & 0.295555 & 3.1418 & 0.001072 \tabularnewline
15 & -0.1393 & -1.4808 & 0.070723 \tabularnewline
16 & -0.070644 & -0.751 & 0.227119 \tabularnewline
17 & 0.131587 & 1.3988 & 0.082308 \tabularnewline
18 & -0.029601 & -0.3147 & 0.376798 \tabularnewline
19 & -0.114768 & -1.22 & 0.112502 \tabularnewline
20 & 0.244338 & 2.5974 & 0.005322 \tabularnewline
21 & -0.165776 & -1.7622 & 0.040368 \tabularnewline
22 & -0.086397 & -0.9184 & 0.180179 \tabularnewline
23 & 0.276084 & 2.9348 & 0.002022 \tabularnewline
24 & -0.29171 & -3.1009 & 0.001218 \tabularnewline
25 & 0.117047 & 1.2442 & 0.107996 \tabularnewline
26 & 0.088778 & 0.9437 & 0.173661 \tabularnewline
27 & -0.130296 & -1.3851 & 0.08438 \tabularnewline
28 & 0.034282 & 0.3644 & 0.358112 \tabularnewline
29 & 0.03516 & 0.3738 & 0.354643 \tabularnewline
30 & -0.031185 & -0.3315 & 0.37044 \tabularnewline
31 & -0.009881 & -0.105 & 0.458267 \tabularnewline
32 & 0.088586 & 0.9417 & 0.174181 \tabularnewline
33 & -0.177816 & -1.8902 & 0.030646 \tabularnewline
34 & 0.182551 & 1.9405 & 0.027403 \tabularnewline
35 & -0.084589 & -0.8992 & 0.18523 \tabularnewline
36 & -0.038702 & -0.4114 & 0.340776 \tabularnewline
37 & 0.085837 & 0.9125 & 0.181734 \tabularnewline
38 & -0.034508 & -0.3668 & 0.357217 \tabularnewline
39 & -0.068678 & -0.7301 & 0.233431 \tabularnewline
40 & 0.085608 & 0.91 & 0.182372 \tabularnewline
41 & 0.040447 & 0.43 & 0.334023 \tabularnewline
42 & -0.147728 & -1.5704 & 0.059563 \tabularnewline
43 & 0.134644 & 1.4313 & 0.077555 \tabularnewline
44 & -0.054393 & -0.5782 & 0.28214 \tabularnewline
45 & -0.044319 & -0.4711 & 0.319231 \tabularnewline
46 & 0.07813 & 0.8305 & 0.203993 \tabularnewline
47 & -0.022748 & -0.2418 & 0.404683 \tabularnewline
48 & -0.062883 & -0.6685 & 0.252601 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302989&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]-0.596696[/C][C]-6.343[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.05816[/C][C]0.6183[/C][C]0.268826[/C][/ROW]
[ROW][C]3[/C][C]0.150375[/C][C]1.5985[/C][C]0.056362[/C][/ROW]
[ROW][C]4[/C][C]-0.169095[/C][C]-1.7975[/C][C]0.037463[/C][/ROW]
[ROW][C]5[/C][C]0.056856[/C][C]0.6044[/C][C]0.2734[/C][/ROW]
[ROW][C]6[/C][C]0.08457[/C][C]0.899[/C][C]0.185285[/C][/ROW]
[ROW][C]7[/C][C]-0.105923[/C][C]-1.126[/C][C]0.13128[/C][/ROW]
[ROW][C]8[/C][C]-0.126377[/C][C]-1.3434[/C][C]0.090915[/C][/ROW]
[ROW][C]9[/C][C]0.383472[/C][C]4.0764[/C][C]4.3e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.421158[/C][C]-4.477[/C][C]9e-06[/C][/ROW]
[ROW][C]11[/C][C]0.371241[/C][C]3.9464[/C][C]6.9e-05[/C][/ROW]
[ROW][C]12[/C][C]-0.186621[/C][C]-1.9838[/C][C]0.024851[/C][/ROW]
[ROW][C]13[/C][C]-0.16634[/C][C]-1.7682[/C][C]0.039862[/C][/ROW]
[ROW][C]14[/C][C]0.295555[/C][C]3.1418[/C][C]0.001072[/C][/ROW]
[ROW][C]15[/C][C]-0.1393[/C][C]-1.4808[/C][C]0.070723[/C][/ROW]
[ROW][C]16[/C][C]-0.070644[/C][C]-0.751[/C][C]0.227119[/C][/ROW]
[ROW][C]17[/C][C]0.131587[/C][C]1.3988[/C][C]0.082308[/C][/ROW]
[ROW][C]18[/C][C]-0.029601[/C][C]-0.3147[/C][C]0.376798[/C][/ROW]
[ROW][C]19[/C][C]-0.114768[/C][C]-1.22[/C][C]0.112502[/C][/ROW]
[ROW][C]20[/C][C]0.244338[/C][C]2.5974[/C][C]0.005322[/C][/ROW]
[ROW][C]21[/C][C]-0.165776[/C][C]-1.7622[/C][C]0.040368[/C][/ROW]
[ROW][C]22[/C][C]-0.086397[/C][C]-0.9184[/C][C]0.180179[/C][/ROW]
[ROW][C]23[/C][C]0.276084[/C][C]2.9348[/C][C]0.002022[/C][/ROW]
[ROW][C]24[/C][C]-0.29171[/C][C]-3.1009[/C][C]0.001218[/C][/ROW]
[ROW][C]25[/C][C]0.117047[/C][C]1.2442[/C][C]0.107996[/C][/ROW]
[ROW][C]26[/C][C]0.088778[/C][C]0.9437[/C][C]0.173661[/C][/ROW]
[ROW][C]27[/C][C]-0.130296[/C][C]-1.3851[/C][C]0.08438[/C][/ROW]
[ROW][C]28[/C][C]0.034282[/C][C]0.3644[/C][C]0.358112[/C][/ROW]
[ROW][C]29[/C][C]0.03516[/C][C]0.3738[/C][C]0.354643[/C][/ROW]
[ROW][C]30[/C][C]-0.031185[/C][C]-0.3315[/C][C]0.37044[/C][/ROW]
[ROW][C]31[/C][C]-0.009881[/C][C]-0.105[/C][C]0.458267[/C][/ROW]
[ROW][C]32[/C][C]0.088586[/C][C]0.9417[/C][C]0.174181[/C][/ROW]
[ROW][C]33[/C][C]-0.177816[/C][C]-1.8902[/C][C]0.030646[/C][/ROW]
[ROW][C]34[/C][C]0.182551[/C][C]1.9405[/C][C]0.027403[/C][/ROW]
[ROW][C]35[/C][C]-0.084589[/C][C]-0.8992[/C][C]0.18523[/C][/ROW]
[ROW][C]36[/C][C]-0.038702[/C][C]-0.4114[/C][C]0.340776[/C][/ROW]
[ROW][C]37[/C][C]0.085837[/C][C]0.9125[/C][C]0.181734[/C][/ROW]
[ROW][C]38[/C][C]-0.034508[/C][C]-0.3668[/C][C]0.357217[/C][/ROW]
[ROW][C]39[/C][C]-0.068678[/C][C]-0.7301[/C][C]0.233431[/C][/ROW]
[ROW][C]40[/C][C]0.085608[/C][C]0.91[/C][C]0.182372[/C][/ROW]
[ROW][C]41[/C][C]0.040447[/C][C]0.43[/C][C]0.334023[/C][/ROW]
[ROW][C]42[/C][C]-0.147728[/C][C]-1.5704[/C][C]0.059563[/C][/ROW]
[ROW][C]43[/C][C]0.134644[/C][C]1.4313[/C][C]0.077555[/C][/ROW]
[ROW][C]44[/C][C]-0.054393[/C][C]-0.5782[/C][C]0.28214[/C][/ROW]
[ROW][C]45[/C][C]-0.044319[/C][C]-0.4711[/C][C]0.319231[/C][/ROW]
[ROW][C]46[/C][C]0.07813[/C][C]0.8305[/C][C]0.203993[/C][/ROW]
[ROW][C]47[/C][C]-0.022748[/C][C]-0.2418[/C][C]0.404683[/C][/ROW]
[ROW][C]48[/C][C]-0.062883[/C][C]-0.6685[/C][C]0.252601[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302989&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302989&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	-0.596696	-6.343	0
2	0.05816	0.6183	0.268826
3	0.150375	1.5985	0.056362
4	-0.169095	-1.7975	0.037463
5	0.056856	0.6044	0.2734
6	0.08457	0.899	0.185285
7	-0.105923	-1.126	0.13128
8	-0.126377	-1.3434	0.090915
9	0.383472	4.0764	4.3e-05
10	-0.421158	-4.477	9e-06
11	0.371241	3.9464	6.9e-05
12	-0.186621	-1.9838	0.024851
13	-0.16634	-1.7682	0.039862
14	0.295555	3.1418	0.001072
15	-0.1393	-1.4808	0.070723
16	-0.070644	-0.751	0.227119
17	0.131587	1.3988	0.082308
18	-0.029601	-0.3147	0.376798
19	-0.114768	-1.22	0.112502
20	0.244338	2.5974	0.005322
21	-0.165776	-1.7622	0.040368
22	-0.086397	-0.9184	0.180179
23	0.276084	2.9348	0.002022
24	-0.29171	-3.1009	0.001218
25	0.117047	1.2442	0.107996
26	0.088778	0.9437	0.173661
27	-0.130296	-1.3851	0.08438
28	0.034282	0.3644	0.358112
29	0.03516	0.3738	0.354643
30	-0.031185	-0.3315	0.37044
31	-0.009881	-0.105	0.458267
32	0.088586	0.9417	0.174181
33	-0.177816	-1.8902	0.030646
34	0.182551	1.9405	0.027403
35	-0.084589	-0.8992	0.18523
36	-0.038702	-0.4114	0.340776
37	0.085837	0.9125	0.181734
38	-0.034508	-0.3668	0.357217
39	-0.068678	-0.7301	0.233431
40	0.085608	0.91	0.182372
41	0.040447	0.43	0.334023
42	-0.147728	-1.5704	0.059563
43	0.134644	1.4313	0.077555
44	-0.054393	-0.5782	0.28214
45	-0.044319	-0.4711	0.319231
46	0.07813	0.8305	0.203993
47	-0.022748	-0.2418	0.404683
48	-0.062883	-0.6685	0.252601

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.596696	-6.343	0
2	-0.46259	-4.9174	1e-06
3	-0.147965	-1.5729	0.05927
4	-0.164506	-1.7487	0.041528
5	-0.173019	-1.8392	0.034255
6	-0.010249	-0.109	0.456717
7	0.008742	0.0929	0.463063
8	-0.36337	-3.8627	9.4e-05
9	0.086707	0.9217	0.179323
10	-0.16566	-1.761	0.040473
11	0.251308	2.6714	0.004334
12	0.096331	1.024	0.154007
13	-0.227762	-2.4211	0.008532
14	-0.119812	-1.2736	0.102706
15	-0.06301	-0.6698	0.252175
16	-0.159984	-1.7007	0.045879
17	-0.015699	-0.1669	0.43388
18	-0.052889	-0.5622	0.287541
19	0.022441	0.2386	0.405942
20	-0.079699	-0.8472	0.199335
21	0.126145	1.3409	0.091314
22	-0.075763	-0.8054	0.211147
23	0.192464	2.0459	0.021543
24	0.042985	0.4569	0.324296
25	-0.101956	-1.0838	0.140378
26	-0.063741	-0.6776	0.249713
27	0.1379	1.4659	0.072726
28	-0.056857	-0.6044	0.273397
29	-0.140896	-1.4977	0.068493
30	-0.042939	-0.4565	0.324471
31	0.031718	0.3372	0.368307
32	-0.065093	-0.692	0.245193
33	0.09071	0.9643	0.168487
34	0.028532	0.3033	0.38111
35	0.074583	0.7928	0.214771
36	0.006486	0.0689	0.472576
37	-0.152869	-1.625	0.053472
38	0.012778	0.1358	0.446096
39	-0.000756	-0.008	0.4968
40	-0.139221	-1.4799	0.070836
41	-0.04519	-0.4804	0.315945
42	-0.010436	-0.1109	0.455931
43	-0.033232	-0.3533	0.362274
44	-0.032595	-0.3465	0.364811
45	-0.036086	-0.3836	0.350999
46	-0.068002	-0.7229	0.235626
47	0.04539	0.4825	0.315193
48	0.000402	0.0043	0.498299

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.596696 & -6.343 & 0 \tabularnewline
2 & -0.46259 & -4.9174 & 1e-06 \tabularnewline
3 & -0.147965 & -1.5729 & 0.05927 \tabularnewline
4 & -0.164506 & -1.7487 & 0.041528 \tabularnewline
5 & -0.173019 & -1.8392 & 0.034255 \tabularnewline
6 & -0.010249 & -0.109 & 0.456717 \tabularnewline
7 & 0.008742 & 0.0929 & 0.463063 \tabularnewline
8 & -0.36337 & -3.8627 & 9.4e-05 \tabularnewline
9 & 0.086707 & 0.9217 & 0.179323 \tabularnewline
10 & -0.16566 & -1.761 & 0.040473 \tabularnewline
11 & 0.251308 & 2.6714 & 0.004334 \tabularnewline
12 & 0.096331 & 1.024 & 0.154007 \tabularnewline
13 & -0.227762 & -2.4211 & 0.008532 \tabularnewline
14 & -0.119812 & -1.2736 & 0.102706 \tabularnewline
15 & -0.06301 & -0.6698 & 0.252175 \tabularnewline
16 & -0.159984 & -1.7007 & 0.045879 \tabularnewline
17 & -0.015699 & -0.1669 & 0.43388 \tabularnewline
18 & -0.052889 & -0.5622 & 0.287541 \tabularnewline
19 & 0.022441 & 0.2386 & 0.405942 \tabularnewline
20 & -0.079699 & -0.8472 & 0.199335 \tabularnewline
21 & 0.126145 & 1.3409 & 0.091314 \tabularnewline
22 & -0.075763 & -0.8054 & 0.211147 \tabularnewline
23 & 0.192464 & 2.0459 & 0.021543 \tabularnewline
24 & 0.042985 & 0.4569 & 0.324296 \tabularnewline
25 & -0.101956 & -1.0838 & 0.140378 \tabularnewline
26 & -0.063741 & -0.6776 & 0.249713 \tabularnewline
27 & 0.1379 & 1.4659 & 0.072726 \tabularnewline
28 & -0.056857 & -0.6044 & 0.273397 \tabularnewline
29 & -0.140896 & -1.4977 & 0.068493 \tabularnewline
30 & -0.042939 & -0.4565 & 0.324471 \tabularnewline
31 & 0.031718 & 0.3372 & 0.368307 \tabularnewline
32 & -0.065093 & -0.692 & 0.245193 \tabularnewline
33 & 0.09071 & 0.9643 & 0.168487 \tabularnewline
34 & 0.028532 & 0.3033 & 0.38111 \tabularnewline
35 & 0.074583 & 0.7928 & 0.214771 \tabularnewline
36 & 0.006486 & 0.0689 & 0.472576 \tabularnewline
37 & -0.152869 & -1.625 & 0.053472 \tabularnewline
38 & 0.012778 & 0.1358 & 0.446096 \tabularnewline
39 & -0.000756 & -0.008 & 0.4968 \tabularnewline
40 & -0.139221 & -1.4799 & 0.070836 \tabularnewline
41 & -0.04519 & -0.4804 & 0.315945 \tabularnewline
42 & -0.010436 & -0.1109 & 0.455931 \tabularnewline
43 & -0.033232 & -0.3533 & 0.362274 \tabularnewline
44 & -0.032595 & -0.3465 & 0.364811 \tabularnewline
45 & -0.036086 & -0.3836 & 0.350999 \tabularnewline
46 & -0.068002 & -0.7229 & 0.235626 \tabularnewline
47 & 0.04539 & 0.4825 & 0.315193 \tabularnewline
48 & 0.000402 & 0.0043 & 0.498299 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302989&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]-0.596696[/C][C]-6.343[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.46259[/C][C]-4.9174[/C][C]1e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.147965[/C][C]-1.5729[/C][C]0.05927[/C][/ROW]
[ROW][C]4[/C][C]-0.164506[/C][C]-1.7487[/C][C]0.041528[/C][/ROW]
[ROW][C]5[/C][C]-0.173019[/C][C]-1.8392[/C][C]0.034255[/C][/ROW]
[ROW][C]6[/C][C]-0.010249[/C][C]-0.109[/C][C]0.456717[/C][/ROW]
[ROW][C]7[/C][C]0.008742[/C][C]0.0929[/C][C]0.463063[/C][/ROW]
[ROW][C]8[/C][C]-0.36337[/C][C]-3.8627[/C][C]9.4e-05[/C][/ROW]
[ROW][C]9[/C][C]0.086707[/C][C]0.9217[/C][C]0.179323[/C][/ROW]
[ROW][C]10[/C][C]-0.16566[/C][C]-1.761[/C][C]0.040473[/C][/ROW]
[ROW][C]11[/C][C]0.251308[/C][C]2.6714[/C][C]0.004334[/C][/ROW]
[ROW][C]12[/C][C]0.096331[/C][C]1.024[/C][C]0.154007[/C][/ROW]
[ROW][C]13[/C][C]-0.227762[/C][C]-2.4211[/C][C]0.008532[/C][/ROW]
[ROW][C]14[/C][C]-0.119812[/C][C]-1.2736[/C][C]0.102706[/C][/ROW]
[ROW][C]15[/C][C]-0.06301[/C][C]-0.6698[/C][C]0.252175[/C][/ROW]
[ROW][C]16[/C][C]-0.159984[/C][C]-1.7007[/C][C]0.045879[/C][/ROW]
[ROW][C]17[/C][C]-0.015699[/C][C]-0.1669[/C][C]0.43388[/C][/ROW]
[ROW][C]18[/C][C]-0.052889[/C][C]-0.5622[/C][C]0.287541[/C][/ROW]
[ROW][C]19[/C][C]0.022441[/C][C]0.2386[/C][C]0.405942[/C][/ROW]
[ROW][C]20[/C][C]-0.079699[/C][C]-0.8472[/C][C]0.199335[/C][/ROW]
[ROW][C]21[/C][C]0.126145[/C][C]1.3409[/C][C]0.091314[/C][/ROW]
[ROW][C]22[/C][C]-0.075763[/C][C]-0.8054[/C][C]0.211147[/C][/ROW]
[ROW][C]23[/C][C]0.192464[/C][C]2.0459[/C][C]0.021543[/C][/ROW]
[ROW][C]24[/C][C]0.042985[/C][C]0.4569[/C][C]0.324296[/C][/ROW]
[ROW][C]25[/C][C]-0.101956[/C][C]-1.0838[/C][C]0.140378[/C][/ROW]
[ROW][C]26[/C][C]-0.063741[/C][C]-0.6776[/C][C]0.249713[/C][/ROW]
[ROW][C]27[/C][C]0.1379[/C][C]1.4659[/C][C]0.072726[/C][/ROW]
[ROW][C]28[/C][C]-0.056857[/C][C]-0.6044[/C][C]0.273397[/C][/ROW]
[ROW][C]29[/C][C]-0.140896[/C][C]-1.4977[/C][C]0.068493[/C][/ROW]
[ROW][C]30[/C][C]-0.042939[/C][C]-0.4565[/C][C]0.324471[/C][/ROW]
[ROW][C]31[/C][C]0.031718[/C][C]0.3372[/C][C]0.368307[/C][/ROW]
[ROW][C]32[/C][C]-0.065093[/C][C]-0.692[/C][C]0.245193[/C][/ROW]
[ROW][C]33[/C][C]0.09071[/C][C]0.9643[/C][C]0.168487[/C][/ROW]
[ROW][C]34[/C][C]0.028532[/C][C]0.3033[/C][C]0.38111[/C][/ROW]
[ROW][C]35[/C][C]0.074583[/C][C]0.7928[/C][C]0.214771[/C][/ROW]
[ROW][C]36[/C][C]0.006486[/C][C]0.0689[/C][C]0.472576[/C][/ROW]
[ROW][C]37[/C][C]-0.152869[/C][C]-1.625[/C][C]0.053472[/C][/ROW]
[ROW][C]38[/C][C]0.012778[/C][C]0.1358[/C][C]0.446096[/C][/ROW]
[ROW][C]39[/C][C]-0.000756[/C][C]-0.008[/C][C]0.4968[/C][/ROW]
[ROW][C]40[/C][C]-0.139221[/C][C]-1.4799[/C][C]0.070836[/C][/ROW]
[ROW][C]41[/C][C]-0.04519[/C][C]-0.4804[/C][C]0.315945[/C][/ROW]
[ROW][C]42[/C][C]-0.010436[/C][C]-0.1109[/C][C]0.455931[/C][/ROW]
[ROW][C]43[/C][C]-0.033232[/C][C]-0.3533[/C][C]0.362274[/C][/ROW]
[ROW][C]44[/C][C]-0.032595[/C][C]-0.3465[/C][C]0.364811[/C][/ROW]
[ROW][C]45[/C][C]-0.036086[/C][C]-0.3836[/C][C]0.350999[/C][/ROW]
[ROW][C]46[/C][C]-0.068002[/C][C]-0.7229[/C][C]0.235626[/C][/ROW]
[ROW][C]47[/C][C]0.04539[/C][C]0.4825[/C][C]0.315193[/C][/ROW]
[ROW][C]48[/C][C]0.000402[/C][C]0.0043[/C][C]0.498299[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302989&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302989&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	-0.596696	-6.343	0
2	-0.46259	-4.9174	1e-06
3	-0.147965	-1.5729	0.05927
4	-0.164506	-1.7487	0.041528
5	-0.173019	-1.8392	0.034255
6	-0.010249	-0.109	0.456717
7	0.008742	0.0929	0.463063
8	-0.36337	-3.8627	9.4e-05
9	0.086707	0.9217	0.179323
10	-0.16566	-1.761	0.040473
11	0.251308	2.6714	0.004334
12	0.096331	1.024	0.154007
13	-0.227762	-2.4211	0.008532
14	-0.119812	-1.2736	0.102706
15	-0.06301	-0.6698	0.252175
16	-0.159984	-1.7007	0.045879
17	-0.015699	-0.1669	0.43388
18	-0.052889	-0.5622	0.287541
19	0.022441	0.2386	0.405942
20	-0.079699	-0.8472	0.199335
21	0.126145	1.3409	0.091314
22	-0.075763	-0.8054	0.211147
23	0.192464	2.0459	0.021543
24	0.042985	0.4569	0.324296
25	-0.101956	-1.0838	0.140378
26	-0.063741	-0.6776	0.249713
27	0.1379	1.4659	0.072726
28	-0.056857	-0.6044	0.273397
29	-0.140896	-1.4977	0.068493
30	-0.042939	-0.4565	0.324471
31	0.031718	0.3372	0.368307
32	-0.065093	-0.692	0.245193
33	0.09071	0.9643	0.168487
34	0.028532	0.3033	0.38111
35	0.074583	0.7928	0.214771
36	0.006486	0.0689	0.472576
37	-0.152869	-1.625	0.053472
38	0.012778	0.1358	0.446096
39	-0.000756	-0.008	0.4968
40	-0.139221	-1.4799	0.070836
41	-0.04519	-0.4804	0.315945
42	-0.010436	-0.1109	0.455931
43	-0.033232	-0.3533	0.362274
44	-0.032595	-0.3465	0.364811
45	-0.036086	-0.3836	0.350999
46	-0.068002	-0.7229	0.235626
47	0.04539	0.4825	0.315193
48	0.000402	0.0043	0.498299

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