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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 29 Dec 2016 15:20:17 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/29/t1483024920254vhj3afwnjukq.htm/, Retrieved Thu, 02 May 2024 14:06:02 +0200

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Thu, 02 May 2024 14:06:02 +0200

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Dataseries X:

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-0.4
0
0.2
-0.6
0.5
-0.3
-1.2
0
0.9
0.5
-0.5
0.1
-0.9
1.1
-0.6
-0.2
0.1
-0.2
3.5
-0.9
-1.3
-0.3
-0.4
1.3
-0.7
0.5
-0.6
0.8
-0.2
0.3
3.8
-1.1
-1.7
0.1
-0.9
1.9
-1.4
1.4
-0.2
0.6
0.5
0.6
3.4
-1.4
-1.6
-1.2
-1.7
1.9
-0.8
1
-0.9
1.1
-0.6
0.6
4.1
-1.1
-2
-1.3
-1.7
1.6
-1.2
1.2
-0.8
0.7
1.2
-0.2
4.4
-1.1
-2.2
-0.7
-1.7
1.6

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	'Herman Ole Andreas Wold' @ wold.wessa.net
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
R Framework error message & Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[ROW][C]R Framework error message[/C][C]Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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	'Herman Ole Andreas Wold' @ wold.wessa.net
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.548169	-4.619	8e-06
2	0.106364	0.8962	0.186578
3	0.012791	0.1078	0.457236
4	-0.308619	-2.6005	0.00566
5	0.461831	3.8915	0.000111
6	-0.425183	-3.5827	0.00031
7	0.374513	3.1557	0.001175
8	-0.200423	-1.6888	0.047823
9	-0.041467	-0.3494	0.363909
10	0.150798	1.2706	0.104001
11	-0.439257	-3.7012	0.00021
12	0.700181	5.8998	0
13	-0.37284	-3.1416	0.001225
14	0.090626	0.7636	0.223809
15	-0.011935	-0.1006	0.46009
16	-0.231216	-1.9483	0.027669
17	0.35519	2.9929	0.0019
18	-0.330232	-2.7826	0.003452
19	0.293656	2.4744	0.007869
20	-0.163286	-1.3759	0.086593
21	-0.018014	-0.1518	0.439893
22	0.123377	1.0396	0.151029
23	-0.352174	-2.9675	0.002045
24	0.518737	4.371	2.1e-05
25	-0.27832	-2.3452	0.010909
26	0.104578	0.8812	0.190594
27	-0.038714	-0.3262	0.372612
28	-0.173145	-1.4589	0.074495
29	0.272213	2.2937	0.012385
30	-0.254563	-2.145	0.017688
31	0.221992	1.8705	0.032765
32	-0.134271	-1.1314	0.13085
33	0.023017	0.1939	0.423387
34	0.069084	0.5821	0.281167
35	-0.236053	-1.989	0.025277
36	0.335363	2.8258	0.00306
37	-0.17281	-1.4561	0.074883
38	0.041793	0.3522	0.362884
39	0.003038	0.0256	0.489824
40	-0.113925	-0.9599	0.17017
41	0.156274	1.3168	0.096073
42	-0.132966	-1.1204	0.133162
43	0.113676	0.9579	0.170694
44	-0.072888	-0.6142	0.270535
45	-0.002711	-0.0228	0.490919
46	0.076852	0.6476	0.259677
47	-0.129286	-1.0894	0.139834
48	0.143271	1.2072	0.115677

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.548169 & -4.619 & 8e-06 \tabularnewline
2 & 0.106364 & 0.8962 & 0.186578 \tabularnewline
3 & 0.012791 & 0.1078 & 0.457236 \tabularnewline
4 & -0.308619 & -2.6005 & 0.00566 \tabularnewline
5 & 0.461831 & 3.8915 & 0.000111 \tabularnewline
6 & -0.425183 & -3.5827 & 0.00031 \tabularnewline
7 & 0.374513 & 3.1557 & 0.001175 \tabularnewline
8 & -0.200423 & -1.6888 & 0.047823 \tabularnewline
9 & -0.041467 & -0.3494 & 0.363909 \tabularnewline
10 & 0.150798 & 1.2706 & 0.104001 \tabularnewline
11 & -0.439257 & -3.7012 & 0.00021 \tabularnewline
12 & 0.700181 & 5.8998 & 0 \tabularnewline
13 & -0.37284 & -3.1416 & 0.001225 \tabularnewline
14 & 0.090626 & 0.7636 & 0.223809 \tabularnewline
15 & -0.011935 & -0.1006 & 0.46009 \tabularnewline
16 & -0.231216 & -1.9483 & 0.027669 \tabularnewline
17 & 0.35519 & 2.9929 & 0.0019 \tabularnewline
18 & -0.330232 & -2.7826 & 0.003452 \tabularnewline
19 & 0.293656 & 2.4744 & 0.007869 \tabularnewline
20 & -0.163286 & -1.3759 & 0.086593 \tabularnewline
21 & -0.018014 & -0.1518 & 0.439893 \tabularnewline
22 & 0.123377 & 1.0396 & 0.151029 \tabularnewline
23 & -0.352174 & -2.9675 & 0.002045 \tabularnewline
24 & 0.518737 & 4.371 & 2.1e-05 \tabularnewline
25 & -0.27832 & -2.3452 & 0.010909 \tabularnewline
26 & 0.104578 & 0.8812 & 0.190594 \tabularnewline
27 & -0.038714 & -0.3262 & 0.372612 \tabularnewline
28 & -0.173145 & -1.4589 & 0.074495 \tabularnewline
29 & 0.272213 & 2.2937 & 0.012385 \tabularnewline
30 & -0.254563 & -2.145 & 0.017688 \tabularnewline
31 & 0.221992 & 1.8705 & 0.032765 \tabularnewline
32 & -0.134271 & -1.1314 & 0.13085 \tabularnewline
33 & 0.023017 & 0.1939 & 0.423387 \tabularnewline
34 & 0.069084 & 0.5821 & 0.281167 \tabularnewline
35 & -0.236053 & -1.989 & 0.025277 \tabularnewline
36 & 0.335363 & 2.8258 & 0.00306 \tabularnewline
37 & -0.17281 & -1.4561 & 0.074883 \tabularnewline
38 & 0.041793 & 0.3522 & 0.362884 \tabularnewline
39 & 0.003038 & 0.0256 & 0.489824 \tabularnewline
40 & -0.113925 & -0.9599 & 0.17017 \tabularnewline
41 & 0.156274 & 1.3168 & 0.096073 \tabularnewline
42 & -0.132966 & -1.1204 & 0.133162 \tabularnewline
43 & 0.113676 & 0.9579 & 0.170694 \tabularnewline
44 & -0.072888 & -0.6142 & 0.270535 \tabularnewline
45 & -0.002711 & -0.0228 & 0.490919 \tabularnewline
46 & 0.076852 & 0.6476 & 0.259677 \tabularnewline
47 & -0.129286 & -1.0894 & 0.139834 \tabularnewline
48 & 0.143271 & 1.2072 & 0.115677 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]-0.548169[/C][C]-4.619[/C][C]8e-06[/C][/ROW]
[ROW][C]2[/C][C]0.106364[/C][C]0.8962[/C][C]0.186578[/C][/ROW]
[ROW][C]3[/C][C]0.012791[/C][C]0.1078[/C][C]0.457236[/C][/ROW]
[ROW][C]4[/C][C]-0.308619[/C][C]-2.6005[/C][C]0.00566[/C][/ROW]
[ROW][C]5[/C][C]0.461831[/C][C]3.8915[/C][C]0.000111[/C][/ROW]
[ROW][C]6[/C][C]-0.425183[/C][C]-3.5827[/C][C]0.00031[/C][/ROW]
[ROW][C]7[/C][C]0.374513[/C][C]3.1557[/C][C]0.001175[/C][/ROW]
[ROW][C]8[/C][C]-0.200423[/C][C]-1.6888[/C][C]0.047823[/C][/ROW]
[ROW][C]9[/C][C]-0.041467[/C][C]-0.3494[/C][C]0.363909[/C][/ROW]
[ROW][C]10[/C][C]0.150798[/C][C]1.2706[/C][C]0.104001[/C][/ROW]
[ROW][C]11[/C][C]-0.439257[/C][C]-3.7012[/C][C]0.00021[/C][/ROW]
[ROW][C]12[/C][C]0.700181[/C][C]5.8998[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.37284[/C][C]-3.1416[/C][C]0.001225[/C][/ROW]
[ROW][C]14[/C][C]0.090626[/C][C]0.7636[/C][C]0.223809[/C][/ROW]
[ROW][C]15[/C][C]-0.011935[/C][C]-0.1006[/C][C]0.46009[/C][/ROW]
[ROW][C]16[/C][C]-0.231216[/C][C]-1.9483[/C][C]0.027669[/C][/ROW]
[ROW][C]17[/C][C]0.35519[/C][C]2.9929[/C][C]0.0019[/C][/ROW]
[ROW][C]18[/C][C]-0.330232[/C][C]-2.7826[/C][C]0.003452[/C][/ROW]
[ROW][C]19[/C][C]0.293656[/C][C]2.4744[/C][C]0.007869[/C][/ROW]
[ROW][C]20[/C][C]-0.163286[/C][C]-1.3759[/C][C]0.086593[/C][/ROW]
[ROW][C]21[/C][C]-0.018014[/C][C]-0.1518[/C][C]0.439893[/C][/ROW]
[ROW][C]22[/C][C]0.123377[/C][C]1.0396[/C][C]0.151029[/C][/ROW]
[ROW][C]23[/C][C]-0.352174[/C][C]-2.9675[/C][C]0.002045[/C][/ROW]
[ROW][C]24[/C][C]0.518737[/C][C]4.371[/C][C]2.1e-05[/C][/ROW]
[ROW][C]25[/C][C]-0.27832[/C][C]-2.3452[/C][C]0.010909[/C][/ROW]
[ROW][C]26[/C][C]0.104578[/C][C]0.8812[/C][C]0.190594[/C][/ROW]
[ROW][C]27[/C][C]-0.038714[/C][C]-0.3262[/C][C]0.372612[/C][/ROW]
[ROW][C]28[/C][C]-0.173145[/C][C]-1.4589[/C][C]0.074495[/C][/ROW]
[ROW][C]29[/C][C]0.272213[/C][C]2.2937[/C][C]0.012385[/C][/ROW]
[ROW][C]30[/C][C]-0.254563[/C][C]-2.145[/C][C]0.017688[/C][/ROW]
[ROW][C]31[/C][C]0.221992[/C][C]1.8705[/C][C]0.032765[/C][/ROW]
[ROW][C]32[/C][C]-0.134271[/C][C]-1.1314[/C][C]0.13085[/C][/ROW]
[ROW][C]33[/C][C]0.023017[/C][C]0.1939[/C][C]0.423387[/C][/ROW]
[ROW][C]34[/C][C]0.069084[/C][C]0.5821[/C][C]0.281167[/C][/ROW]
[ROW][C]35[/C][C]-0.236053[/C][C]-1.989[/C][C]0.025277[/C][/ROW]
[ROW][C]36[/C][C]0.335363[/C][C]2.8258[/C][C]0.00306[/C][/ROW]
[ROW][C]37[/C][C]-0.17281[/C][C]-1.4561[/C][C]0.074883[/C][/ROW]
[ROW][C]38[/C][C]0.041793[/C][C]0.3522[/C][C]0.362884[/C][/ROW]
[ROW][C]39[/C][C]0.003038[/C][C]0.0256[/C][C]0.489824[/C][/ROW]
[ROW][C]40[/C][C]-0.113925[/C][C]-0.9599[/C][C]0.17017[/C][/ROW]
[ROW][C]41[/C][C]0.156274[/C][C]1.3168[/C][C]0.096073[/C][/ROW]
[ROW][C]42[/C][C]-0.132966[/C][C]-1.1204[/C][C]0.133162[/C][/ROW]
[ROW][C]43[/C][C]0.113676[/C][C]0.9579[/C][C]0.170694[/C][/ROW]
[ROW][C]44[/C][C]-0.072888[/C][C]-0.6142[/C][C]0.270535[/C][/ROW]
[ROW][C]45[/C][C]-0.002711[/C][C]-0.0228[/C][C]0.490919[/C][/ROW]
[ROW][C]46[/C][C]0.076852[/C][C]0.6476[/C][C]0.259677[/C][/ROW]
[ROW][C]47[/C][C]-0.129286[/C][C]-1.0894[/C][C]0.139834[/C][/ROW]
[ROW][C]48[/C][C]0.143271[/C][C]1.2072[/C][C]0.115677[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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	-0.548169	-4.619	8e-06
2	0.106364	0.8962	0.186578
3	0.012791	0.1078	0.457236
4	-0.308619	-2.6005	0.00566
5	0.461831	3.8915	0.000111
6	-0.425183	-3.5827	0.00031
7	0.374513	3.1557	0.001175
8	-0.200423	-1.6888	0.047823
9	-0.041467	-0.3494	0.363909
10	0.150798	1.2706	0.104001
11	-0.439257	-3.7012	0.00021
12	0.700181	5.8998	0
13	-0.37284	-3.1416	0.001225
14	0.090626	0.7636	0.223809
15	-0.011935	-0.1006	0.46009
16	-0.231216	-1.9483	0.027669
17	0.35519	2.9929	0.0019
18	-0.330232	-2.7826	0.003452
19	0.293656	2.4744	0.007869
20	-0.163286	-1.3759	0.086593
21	-0.018014	-0.1518	0.439893
22	0.123377	1.0396	0.151029
23	-0.352174	-2.9675	0.002045
24	0.518737	4.371	2.1e-05
25	-0.27832	-2.3452	0.010909
26	0.104578	0.8812	0.190594
27	-0.038714	-0.3262	0.372612
28	-0.173145	-1.4589	0.074495
29	0.272213	2.2937	0.012385
30	-0.254563	-2.145	0.017688
31	0.221992	1.8705	0.032765
32	-0.134271	-1.1314	0.13085
33	0.023017	0.1939	0.423387
34	0.069084	0.5821	0.281167
35	-0.236053	-1.989	0.025277
36	0.335363	2.8258	0.00306
37	-0.17281	-1.4561	0.074883
38	0.041793	0.3522	0.362884
39	0.003038	0.0256	0.489824
40	-0.113925	-0.9599	0.17017
41	0.156274	1.3168	0.096073
42	-0.132966	-1.1204	0.133162
43	0.113676	0.9579	0.170694
44	-0.072888	-0.6142	0.270535
45	-0.002711	-0.0228	0.490919
46	0.076852	0.6476	0.259677
47	-0.129286	-1.0894	0.139834
48	0.143271	1.2072	0.115677

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.548169	-4.619	8e-06
2	-0.277516	-2.3384	0.011094
3	-0.100441	-0.8463	0.200106
4	-0.496562	-4.1841	4e-05
5	0.011035	0.093	0.463091
6	-0.339977	-2.8647	0.002743
7	0.05285	0.4453	0.32872
8	-0.16073	-1.3543	0.089961
9	-0.034863	-0.2938	0.384898
10	-0.19862	-1.6736	0.049305
11	-0.584602	-4.9259	3e-06
12	0.057188	0.4819	0.31569
13	0.068144	0.5742	0.283826
14	0.121317	1.0222	0.155069
15	-0.041196	-0.3471	0.364763
16	0.193819	1.6331	0.053433
17	0.011228	0.0946	0.462447
18	0.094934	0.7999	0.213211
19	0.036645	0.3088	0.379196
20	0.04149	0.3496	0.363836
21	0.020576	0.1734	0.431423
22	0.028041	0.2363	0.406948
23	-0.076478	-0.6444	0.260691
24	-0.043874	-0.3697	0.356357
25	-0.065241	-0.5497	0.292114
26	-0.01298	-0.1094	0.456609
27	-0.054922	-0.4628	0.322469
28	0.002362	0.0199	0.492089
29	-0.039997	-0.337	0.368549
30	0.027218	0.2293	0.40963
31	-0.053409	-0.45	0.32703
32	-0.039704	-0.3346	0.369475
33	0.017543	0.1478	0.441452
34	-0.020267	-0.1708	0.432445
35	0.074396	0.6269	0.266378
36	-0.027401	-0.2309	0.409034
37	0.111076	0.9359	0.176237
38	-0.185135	-1.56	0.061607
39	0.01814	0.1528	0.439475
40	-0.07149	-0.6024	0.27442
41	-0.029786	-0.251	0.401277
42	-0.066081	-0.5568	0.289705
43	-0.000517	-0.0044	0.498267
44	-0.010545	-0.0889	0.464725
45	-0.137886	-1.1618	0.124594
46	0.033933	0.2859	0.387885
47	0.090582	0.7633	0.223919
48	0.028721	0.242	0.404735

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.548169 & -4.619 & 8e-06 \tabularnewline
2 & -0.277516 & -2.3384 & 0.011094 \tabularnewline
3 & -0.100441 & -0.8463 & 0.200106 \tabularnewline
4 & -0.496562 & -4.1841 & 4e-05 \tabularnewline
5 & 0.011035 & 0.093 & 0.463091 \tabularnewline
6 & -0.339977 & -2.8647 & 0.002743 \tabularnewline
7 & 0.05285 & 0.4453 & 0.32872 \tabularnewline
8 & -0.16073 & -1.3543 & 0.089961 \tabularnewline
9 & -0.034863 & -0.2938 & 0.384898 \tabularnewline
10 & -0.19862 & -1.6736 & 0.049305 \tabularnewline
11 & -0.584602 & -4.9259 & 3e-06 \tabularnewline
12 & 0.057188 & 0.4819 & 0.31569 \tabularnewline
13 & 0.068144 & 0.5742 & 0.283826 \tabularnewline
14 & 0.121317 & 1.0222 & 0.155069 \tabularnewline
15 & -0.041196 & -0.3471 & 0.364763 \tabularnewline
16 & 0.193819 & 1.6331 & 0.053433 \tabularnewline
17 & 0.011228 & 0.0946 & 0.462447 \tabularnewline
18 & 0.094934 & 0.7999 & 0.213211 \tabularnewline
19 & 0.036645 & 0.3088 & 0.379196 \tabularnewline
20 & 0.04149 & 0.3496 & 0.363836 \tabularnewline
21 & 0.020576 & 0.1734 & 0.431423 \tabularnewline
22 & 0.028041 & 0.2363 & 0.406948 \tabularnewline
23 & -0.076478 & -0.6444 & 0.260691 \tabularnewline
24 & -0.043874 & -0.3697 & 0.356357 \tabularnewline
25 & -0.065241 & -0.5497 & 0.292114 \tabularnewline
26 & -0.01298 & -0.1094 & 0.456609 \tabularnewline
27 & -0.054922 & -0.4628 & 0.322469 \tabularnewline
28 & 0.002362 & 0.0199 & 0.492089 \tabularnewline
29 & -0.039997 & -0.337 & 0.368549 \tabularnewline
30 & 0.027218 & 0.2293 & 0.40963 \tabularnewline
31 & -0.053409 & -0.45 & 0.32703 \tabularnewline
32 & -0.039704 & -0.3346 & 0.369475 \tabularnewline
33 & 0.017543 & 0.1478 & 0.441452 \tabularnewline
34 & -0.020267 & -0.1708 & 0.432445 \tabularnewline
35 & 0.074396 & 0.6269 & 0.266378 \tabularnewline
36 & -0.027401 & -0.2309 & 0.409034 \tabularnewline
37 & 0.111076 & 0.9359 & 0.176237 \tabularnewline
38 & -0.185135 & -1.56 & 0.061607 \tabularnewline
39 & 0.01814 & 0.1528 & 0.439475 \tabularnewline
40 & -0.07149 & -0.6024 & 0.27442 \tabularnewline
41 & -0.029786 & -0.251 & 0.401277 \tabularnewline
42 & -0.066081 & -0.5568 & 0.289705 \tabularnewline
43 & -0.000517 & -0.0044 & 0.498267 \tabularnewline
44 & -0.010545 & -0.0889 & 0.464725 \tabularnewline
45 & -0.137886 & -1.1618 & 0.124594 \tabularnewline
46 & 0.033933 & 0.2859 & 0.387885 \tabularnewline
47 & 0.090582 & 0.7633 & 0.223919 \tabularnewline
48 & 0.028721 & 0.242 & 0.404735 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&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]-0.548169[/C][C]-4.619[/C][C]8e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.277516[/C][C]-2.3384[/C][C]0.011094[/C][/ROW]
[ROW][C]3[/C][C]-0.100441[/C][C]-0.8463[/C][C]0.200106[/C][/ROW]
[ROW][C]4[/C][C]-0.496562[/C][C]-4.1841[/C][C]4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.011035[/C][C]0.093[/C][C]0.463091[/C][/ROW]
[ROW][C]6[/C][C]-0.339977[/C][C]-2.8647[/C][C]0.002743[/C][/ROW]
[ROW][C]7[/C][C]0.05285[/C][C]0.4453[/C][C]0.32872[/C][/ROW]
[ROW][C]8[/C][C]-0.16073[/C][C]-1.3543[/C][C]0.089961[/C][/ROW]
[ROW][C]9[/C][C]-0.034863[/C][C]-0.2938[/C][C]0.384898[/C][/ROW]
[ROW][C]10[/C][C]-0.19862[/C][C]-1.6736[/C][C]0.049305[/C][/ROW]
[ROW][C]11[/C][C]-0.584602[/C][C]-4.9259[/C][C]3e-06[/C][/ROW]
[ROW][C]12[/C][C]0.057188[/C][C]0.4819[/C][C]0.31569[/C][/ROW]
[ROW][C]13[/C][C]0.068144[/C][C]0.5742[/C][C]0.283826[/C][/ROW]
[ROW][C]14[/C][C]0.121317[/C][C]1.0222[/C][C]0.155069[/C][/ROW]
[ROW][C]15[/C][C]-0.041196[/C][C]-0.3471[/C][C]0.364763[/C][/ROW]
[ROW][C]16[/C][C]0.193819[/C][C]1.6331[/C][C]0.053433[/C][/ROW]
[ROW][C]17[/C][C]0.011228[/C][C]0.0946[/C][C]0.462447[/C][/ROW]
[ROW][C]18[/C][C]0.094934[/C][C]0.7999[/C][C]0.213211[/C][/ROW]
[ROW][C]19[/C][C]0.036645[/C][C]0.3088[/C][C]0.379196[/C][/ROW]
[ROW][C]20[/C][C]0.04149[/C][C]0.3496[/C][C]0.363836[/C][/ROW]
[ROW][C]21[/C][C]0.020576[/C][C]0.1734[/C][C]0.431423[/C][/ROW]
[ROW][C]22[/C][C]0.028041[/C][C]0.2363[/C][C]0.406948[/C][/ROW]
[ROW][C]23[/C][C]-0.076478[/C][C]-0.6444[/C][C]0.260691[/C][/ROW]
[ROW][C]24[/C][C]-0.043874[/C][C]-0.3697[/C][C]0.356357[/C][/ROW]
[ROW][C]25[/C][C]-0.065241[/C][C]-0.5497[/C][C]0.292114[/C][/ROW]
[ROW][C]26[/C][C]-0.01298[/C][C]-0.1094[/C][C]0.456609[/C][/ROW]
[ROW][C]27[/C][C]-0.054922[/C][C]-0.4628[/C][C]0.322469[/C][/ROW]
[ROW][C]28[/C][C]0.002362[/C][C]0.0199[/C][C]0.492089[/C][/ROW]
[ROW][C]29[/C][C]-0.039997[/C][C]-0.337[/C][C]0.368549[/C][/ROW]
[ROW][C]30[/C][C]0.027218[/C][C]0.2293[/C][C]0.40963[/C][/ROW]
[ROW][C]31[/C][C]-0.053409[/C][C]-0.45[/C][C]0.32703[/C][/ROW]
[ROW][C]32[/C][C]-0.039704[/C][C]-0.3346[/C][C]0.369475[/C][/ROW]
[ROW][C]33[/C][C]0.017543[/C][C]0.1478[/C][C]0.441452[/C][/ROW]
[ROW][C]34[/C][C]-0.020267[/C][C]-0.1708[/C][C]0.432445[/C][/ROW]
[ROW][C]35[/C][C]0.074396[/C][C]0.6269[/C][C]0.266378[/C][/ROW]
[ROW][C]36[/C][C]-0.027401[/C][C]-0.2309[/C][C]0.409034[/C][/ROW]
[ROW][C]37[/C][C]0.111076[/C][C]0.9359[/C][C]0.176237[/C][/ROW]
[ROW][C]38[/C][C]-0.185135[/C][C]-1.56[/C][C]0.061607[/C][/ROW]
[ROW][C]39[/C][C]0.01814[/C][C]0.1528[/C][C]0.439475[/C][/ROW]
[ROW][C]40[/C][C]-0.07149[/C][C]-0.6024[/C][C]0.27442[/C][/ROW]
[ROW][C]41[/C][C]-0.029786[/C][C]-0.251[/C][C]0.401277[/C][/ROW]
[ROW][C]42[/C][C]-0.066081[/C][C]-0.5568[/C][C]0.289705[/C][/ROW]
[ROW][C]43[/C][C]-0.000517[/C][C]-0.0044[/C][C]0.498267[/C][/ROW]
[ROW][C]44[/C][C]-0.010545[/C][C]-0.0889[/C][C]0.464725[/C][/ROW]
[ROW][C]45[/C][C]-0.137886[/C][C]-1.1618[/C][C]0.124594[/C][/ROW]
[ROW][C]46[/C][C]0.033933[/C][C]0.2859[/C][C]0.387885[/C][/ROW]
[ROW][C]47[/C][C]0.090582[/C][C]0.7633[/C][C]0.223919[/C][/ROW]
[ROW][C]48[/C][C]0.028721[/C][C]0.242[/C][C]0.404735[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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	-0.548169	-4.619	8e-06
2	-0.277516	-2.3384	0.011094
3	-0.100441	-0.8463	0.200106
4	-0.496562	-4.1841	4e-05
5	0.011035	0.093	0.463091
6	-0.339977	-2.8647	0.002743
7	0.05285	0.4453	0.32872
8	-0.16073	-1.3543	0.089961
9	-0.034863	-0.2938	0.384898
10	-0.19862	-1.6736	0.049305
11	-0.584602	-4.9259	3e-06
12	0.057188	0.4819	0.31569
13	0.068144	0.5742	0.283826
14	0.121317	1.0222	0.155069
15	-0.041196	-0.3471	0.364763
16	0.193819	1.6331	0.053433
17	0.011228	0.0946	0.462447
18	0.094934	0.7999	0.213211
19	0.036645	0.3088	0.379196
20	0.04149	0.3496	0.363836
21	0.020576	0.1734	0.431423
22	0.028041	0.2363	0.406948
23	-0.076478	-0.6444	0.260691
24	-0.043874	-0.3697	0.356357
25	-0.065241	-0.5497	0.292114
26	-0.01298	-0.1094	0.456609
27	-0.054922	-0.4628	0.322469
28	0.002362	0.0199	0.492089
29	-0.039997	-0.337	0.368549
30	0.027218	0.2293	0.40963
31	-0.053409	-0.45	0.32703
32	-0.039704	-0.3346	0.369475
33	0.017543	0.1478	0.441452
34	-0.020267	-0.1708	0.432445
35	0.074396	0.6269	0.266378
36	-0.027401	-0.2309	0.409034
37	0.111076	0.9359	0.176237
38	-0.185135	-1.56	0.061607
39	0.01814	0.1528	0.439475
40	-0.07149	-0.6024	0.27442
41	-0.029786	-0.251	0.401277
42	-0.066081	-0.5568	0.289705
43	-0.000517	-0.0044	0.498267
44	-0.010545	-0.0889	0.464725
45	-0.137886	-1.1618	0.124594
46	0.033933	0.2859	0.387885
47	0.090582	0.7633	0.223919
48	0.028721	0.242	0.404735

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,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),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,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),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