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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sat, 12 Mar 2016 19:32:06 +0000

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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/Mar/12/t1457811165mzf5fptpwcet09u.htm/, Retrieved Sun, 05 May 2024 16:21:10 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=293945, Retrieved Sun, 05 May 2024 16:21:10 +0000

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Estimated Impact

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Mean Plot] [] [2016-03-08 09:10:21] [b645833c54bd2f130859241aaeaa0537]
- RMPD    [(Partial) Autocorrelation Function] [] [2016-03-12 19:32:06] [d992272e6b10691b6ed213356daa79d7] [Current]
- R PD      [(Partial) Autocorrelation Function] [] [2016-03-12 19:40:50] [b645833c54bd2f130859241aaeaa0537] 
- RMPD      [Central Tendency] [] [2016-03-12 20:52:38] [b645833c54bd2f130859241aaeaa0537] 
- RMPD      [Mean versus Median] [] [2016-03-12 20:59:21] [b645833c54bd2f130859241aaeaa0537] 

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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	'George Udny Yule' @ yule.wessa.net

\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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=293945&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=293945&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=293945&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	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.977989	10.7133	0
2	0.955166	10.4633	0
3	0.932342	10.2133	0
4	0.909519	9.9633	0
5	0.886696	9.7133	0
6	0.863873	9.4633	0
7	0.841049	9.2132	0
8	0.818226	8.9632	0
9	0.795403	8.7132	0
10	0.77258	8.4632	0
11	0.749756	8.2132	0
12	0.726933	7.9632	0
13	0.699	7.6572	0
14	0.665659	7.2919	0
15	0.632318	6.9267	0
16	0.598977	6.5615	0
17	0.565637	6.1962	0
18	0.532296	5.831	0
19	0.498955	5.4658	0
20	0.465614	5.1005	1e-06
21	0.432273	4.7353	3e-06
22	0.398933	4.3701	1.3e-05
23	0.365592	4.0049	5.4e-05
24	0.336196	3.6828	0.000174
25	0.312723	3.4257	0.00042
26	0.292521	3.2044	0.000867
27	0.272319	2.9831	0.001729
28	0.252117	2.7618	0.003326
29	0.231915	2.5405	0.006173
30	0.211713	2.3192	0.011038
31	0.191511	2.0979	0.019006
32	0.171309	1.8766	0.031501
33	0.151108	1.6553	0.050238
34	0.130906	1.434	0.077086
35	0.110704	1.2127	0.113813
36	0.094082	1.0306	0.152397
37	0.072675	0.7961	0.213769
38	0.056831	0.6226	0.267379
39	0.040988	0.449	0.327121
40	0.025144	0.2754	0.391725
41	0.009301	0.1019	0.459509
42	-0.006543	-0.0717	0.471491
43	-0.022386	-0.2452	0.403348
44	-0.03823	-0.4188	0.33806
45	-0.054073	-0.5923	0.277367
46	-0.069917	-0.7659	0.222619
47	-0.085761	-0.9395	0.174691
48	-0.094786	-1.0383	0.150602

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.977989 & 10.7133 & 0 \tabularnewline
2 & 0.955166 & 10.4633 & 0 \tabularnewline
3 & 0.932342 & 10.2133 & 0 \tabularnewline
4 & 0.909519 & 9.9633 & 0 \tabularnewline
5 & 0.886696 & 9.7133 & 0 \tabularnewline
6 & 0.863873 & 9.4633 & 0 \tabularnewline
7 & 0.841049 & 9.2132 & 0 \tabularnewline
8 & 0.818226 & 8.9632 & 0 \tabularnewline
9 & 0.795403 & 8.7132 & 0 \tabularnewline
10 & 0.77258 & 8.4632 & 0 \tabularnewline
11 & 0.749756 & 8.2132 & 0 \tabularnewline
12 & 0.726933 & 7.9632 & 0 \tabularnewline
13 & 0.699 & 7.6572 & 0 \tabularnewline
14 & 0.665659 & 7.2919 & 0 \tabularnewline
15 & 0.632318 & 6.9267 & 0 \tabularnewline
16 & 0.598977 & 6.5615 & 0 \tabularnewline
17 & 0.565637 & 6.1962 & 0 \tabularnewline
18 & 0.532296 & 5.831 & 0 \tabularnewline
19 & 0.498955 & 5.4658 & 0 \tabularnewline
20 & 0.465614 & 5.1005 & 1e-06 \tabularnewline
21 & 0.432273 & 4.7353 & 3e-06 \tabularnewline
22 & 0.398933 & 4.3701 & 1.3e-05 \tabularnewline
23 & 0.365592 & 4.0049 & 5.4e-05 \tabularnewline
24 & 0.336196 & 3.6828 & 0.000174 \tabularnewline
25 & 0.312723 & 3.4257 & 0.00042 \tabularnewline
26 & 0.292521 & 3.2044 & 0.000867 \tabularnewline
27 & 0.272319 & 2.9831 & 0.001729 \tabularnewline
28 & 0.252117 & 2.7618 & 0.003326 \tabularnewline
29 & 0.231915 & 2.5405 & 0.006173 \tabularnewline
30 & 0.211713 & 2.3192 & 0.011038 \tabularnewline
31 & 0.191511 & 2.0979 & 0.019006 \tabularnewline
32 & 0.171309 & 1.8766 & 0.031501 \tabularnewline
33 & 0.151108 & 1.6553 & 0.050238 \tabularnewline
34 & 0.130906 & 1.434 & 0.077086 \tabularnewline
35 & 0.110704 & 1.2127 & 0.113813 \tabularnewline
36 & 0.094082 & 1.0306 & 0.152397 \tabularnewline
37 & 0.072675 & 0.7961 & 0.213769 \tabularnewline
38 & 0.056831 & 0.6226 & 0.267379 \tabularnewline
39 & 0.040988 & 0.449 & 0.327121 \tabularnewline
40 & 0.025144 & 0.2754 & 0.391725 \tabularnewline
41 & 0.009301 & 0.1019 & 0.459509 \tabularnewline
42 & -0.006543 & -0.0717 & 0.471491 \tabularnewline
43 & -0.022386 & -0.2452 & 0.403348 \tabularnewline
44 & -0.03823 & -0.4188 & 0.33806 \tabularnewline
45 & -0.054073 & -0.5923 & 0.277367 \tabularnewline
46 & -0.069917 & -0.7659 & 0.222619 \tabularnewline
47 & -0.085761 & -0.9395 & 0.174691 \tabularnewline
48 & -0.094786 & -1.0383 & 0.150602 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=293945&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]0.977989[/C][C]10.7133[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.955166[/C][C]10.4633[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.932342[/C][C]10.2133[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.909519[/C][C]9.9633[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.886696[/C][C]9.7133[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.863873[/C][C]9.4633[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.841049[/C][C]9.2132[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.818226[/C][C]8.9632[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.795403[/C][C]8.7132[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.77258[/C][C]8.4632[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.749756[/C][C]8.2132[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.726933[/C][C]7.9632[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.699[/C][C]7.6572[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.665659[/C][C]7.2919[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.632318[/C][C]6.9267[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.598977[/C][C]6.5615[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.565637[/C][C]6.1962[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.532296[/C][C]5.831[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.498955[/C][C]5.4658[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.465614[/C][C]5.1005[/C][C]1e-06[/C][/ROW]
[ROW][C]21[/C][C]0.432273[/C][C]4.7353[/C][C]3e-06[/C][/ROW]
[ROW][C]22[/C][C]0.398933[/C][C]4.3701[/C][C]1.3e-05[/C][/ROW]
[ROW][C]23[/C][C]0.365592[/C][C]4.0049[/C][C]5.4e-05[/C][/ROW]
[ROW][C]24[/C][C]0.336196[/C][C]3.6828[/C][C]0.000174[/C][/ROW]
[ROW][C]25[/C][C]0.312723[/C][C]3.4257[/C][C]0.00042[/C][/ROW]
[ROW][C]26[/C][C]0.292521[/C][C]3.2044[/C][C]0.000867[/C][/ROW]
[ROW][C]27[/C][C]0.272319[/C][C]2.9831[/C][C]0.001729[/C][/ROW]
[ROW][C]28[/C][C]0.252117[/C][C]2.7618[/C][C]0.003326[/C][/ROW]
[ROW][C]29[/C][C]0.231915[/C][C]2.5405[/C][C]0.006173[/C][/ROW]
[ROW][C]30[/C][C]0.211713[/C][C]2.3192[/C][C]0.011038[/C][/ROW]
[ROW][C]31[/C][C]0.191511[/C][C]2.0979[/C][C]0.019006[/C][/ROW]
[ROW][C]32[/C][C]0.171309[/C][C]1.8766[/C][C]0.031501[/C][/ROW]
[ROW][C]33[/C][C]0.151108[/C][C]1.6553[/C][C]0.050238[/C][/ROW]
[ROW][C]34[/C][C]0.130906[/C][C]1.434[/C][C]0.077086[/C][/ROW]
[ROW][C]35[/C][C]0.110704[/C][C]1.2127[/C][C]0.113813[/C][/ROW]
[ROW][C]36[/C][C]0.094082[/C][C]1.0306[/C][C]0.152397[/C][/ROW]
[ROW][C]37[/C][C]0.072675[/C][C]0.7961[/C][C]0.213769[/C][/ROW]
[ROW][C]38[/C][C]0.056831[/C][C]0.6226[/C][C]0.267379[/C][/ROW]
[ROW][C]39[/C][C]0.040988[/C][C]0.449[/C][C]0.327121[/C][/ROW]
[ROW][C]40[/C][C]0.025144[/C][C]0.2754[/C][C]0.391725[/C][/ROW]
[ROW][C]41[/C][C]0.009301[/C][C]0.1019[/C][C]0.459509[/C][/ROW]
[ROW][C]42[/C][C]-0.006543[/C][C]-0.0717[/C][C]0.471491[/C][/ROW]
[ROW][C]43[/C][C]-0.022386[/C][C]-0.2452[/C][C]0.403348[/C][/ROW]
[ROW][C]44[/C][C]-0.03823[/C][C]-0.4188[/C][C]0.33806[/C][/ROW]
[ROW][C]45[/C][C]-0.054073[/C][C]-0.5923[/C][C]0.277367[/C][/ROW]
[ROW][C]46[/C][C]-0.069917[/C][C]-0.7659[/C][C]0.222619[/C][/ROW]
[ROW][C]47[/C][C]-0.085761[/C][C]-0.9395[/C][C]0.174691[/C][/ROW]
[ROW][C]48[/C][C]-0.094786[/C][C]-1.0383[/C][C]0.150602[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=293945&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=293945&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	0.977989	10.7133	0
2	0.955166	10.4633	0
3	0.932342	10.2133	0
4	0.909519	9.9633	0
5	0.886696	9.7133	0
6	0.863873	9.4633	0
7	0.841049	9.2132	0
8	0.818226	8.9632	0
9	0.795403	8.7132	0
10	0.77258	8.4632	0
11	0.749756	8.2132	0
12	0.726933	7.9632	0
13	0.699	7.6572	0
14	0.665659	7.2919	0
15	0.632318	6.9267	0
16	0.598977	6.5615	0
17	0.565637	6.1962	0
18	0.532296	5.831	0
19	0.498955	5.4658	0
20	0.465614	5.1005	1e-06
21	0.432273	4.7353	3e-06
22	0.398933	4.3701	1.3e-05
23	0.365592	4.0049	5.4e-05
24	0.336196	3.6828	0.000174
25	0.312723	3.4257	0.00042
26	0.292521	3.2044	0.000867
27	0.272319	2.9831	0.001729
28	0.252117	2.7618	0.003326
29	0.231915	2.5405	0.006173
30	0.211713	2.3192	0.011038
31	0.191511	2.0979	0.019006
32	0.171309	1.8766	0.031501
33	0.151108	1.6553	0.050238
34	0.130906	1.434	0.077086
35	0.110704	1.2127	0.113813
36	0.094082	1.0306	0.152397
37	0.072675	0.7961	0.213769
38	0.056831	0.6226	0.267379
39	0.040988	0.449	0.327121
40	0.025144	0.2754	0.391725
41	0.009301	0.1019	0.459509
42	-0.006543	-0.0717	0.471491
43	-0.022386	-0.2452	0.403348
44	-0.03823	-0.4188	0.33806
45	-0.054073	-0.5923	0.277367
46	-0.069917	-0.7659	0.222619
47	-0.085761	-0.9395	0.174691
48	-0.094786	-1.0383	0.150602

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.977989	10.7133	0
2	-0.029785	-0.3263	0.372391
3	-0.011337	-0.1242	0.450688
4	-0.011818	-0.1295	0.448607
5	-0.011952	-0.1309	0.448024
6	-0.012097	-0.1325	0.447399
7	-0.012245	-0.1341	0.446759
8	-0.012397	-0.1358	0.446103
9	-0.012553	-0.1375	0.44543
10	-0.012712	-0.1393	0.444741
11	-0.012876	-0.141	0.444034
12	-0.013044	-0.1429	0.443309
13	-0.130864	-1.4335	0.077152
14	-0.139231	-1.5252	0.064921
15	-0.019184	-0.2101	0.416955
16	-0.02248	-0.2463	0.402953
17	-0.022973	-0.2517	0.40087
18	-0.023512	-0.2576	0.398592
19	-0.024079	-0.2638	0.396206
20	-0.024673	-0.2703	0.393706
21	-0.025297	-0.2771	0.391085
22	-0.025953	-0.2843	0.388333
23	-0.02664	-0.2918	0.385461
24	0.067098	0.735	0.231881
25	0.132408	1.4505	0.07477
26	0.093778	1.0273	0.153177
27	0.005518	0.0604	0.475951
28	-0.012142	-0.133	0.447206
29	-0.013564	-0.1486	0.441063
30	-0.014127	-0.1548	0.438636
31	-0.014377	-0.1575	0.437563
32	-0.014593	-0.1599	0.436629
33	-0.014786	-0.162	0.435801
34	-0.016035	-0.1757	0.430432
35	-0.019402	-0.2125	0.416025
36	0.042657	0.4673	0.320574
37	-0.197787	-2.1666	0.016119
38	0.048387	0.5301	0.298528
39	-0.049347	-0.5406	0.294905
40	-0.020662	-0.2263	0.410663
41	-0.021415	-0.2346	0.407464
42	-0.021085	-0.231	0.408865
43	-0.021461	-0.2351	0.407268
44	-0.021917	-0.2401	0.405334
45	-0.022247	-0.2437	0.40394
46	-0.024302	-0.2662	0.395267
47	-0.014996	-0.1643	0.434895
48	0.169396	1.8556	0.032979

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.977989 & 10.7133 & 0 \tabularnewline
2 & -0.029785 & -0.3263 & 0.372391 \tabularnewline
3 & -0.011337 & -0.1242 & 0.450688 \tabularnewline
4 & -0.011818 & -0.1295 & 0.448607 \tabularnewline
5 & -0.011952 & -0.1309 & 0.448024 \tabularnewline
6 & -0.012097 & -0.1325 & 0.447399 \tabularnewline
7 & -0.012245 & -0.1341 & 0.446759 \tabularnewline
8 & -0.012397 & -0.1358 & 0.446103 \tabularnewline
9 & -0.012553 & -0.1375 & 0.44543 \tabularnewline
10 & -0.012712 & -0.1393 & 0.444741 \tabularnewline
11 & -0.012876 & -0.141 & 0.444034 \tabularnewline
12 & -0.013044 & -0.1429 & 0.443309 \tabularnewline
13 & -0.130864 & -1.4335 & 0.077152 \tabularnewline
14 & -0.139231 & -1.5252 & 0.064921 \tabularnewline
15 & -0.019184 & -0.2101 & 0.416955 \tabularnewline
16 & -0.02248 & -0.2463 & 0.402953 \tabularnewline
17 & -0.022973 & -0.2517 & 0.40087 \tabularnewline
18 & -0.023512 & -0.2576 & 0.398592 \tabularnewline
19 & -0.024079 & -0.2638 & 0.396206 \tabularnewline
20 & -0.024673 & -0.2703 & 0.393706 \tabularnewline
21 & -0.025297 & -0.2771 & 0.391085 \tabularnewline
22 & -0.025953 & -0.2843 & 0.388333 \tabularnewline
23 & -0.02664 & -0.2918 & 0.385461 \tabularnewline
24 & 0.067098 & 0.735 & 0.231881 \tabularnewline
25 & 0.132408 & 1.4505 & 0.07477 \tabularnewline
26 & 0.093778 & 1.0273 & 0.153177 \tabularnewline
27 & 0.005518 & 0.0604 & 0.475951 \tabularnewline
28 & -0.012142 & -0.133 & 0.447206 \tabularnewline
29 & -0.013564 & -0.1486 & 0.441063 \tabularnewline
30 & -0.014127 & -0.1548 & 0.438636 \tabularnewline
31 & -0.014377 & -0.1575 & 0.437563 \tabularnewline
32 & -0.014593 & -0.1599 & 0.436629 \tabularnewline
33 & -0.014786 & -0.162 & 0.435801 \tabularnewline
34 & -0.016035 & -0.1757 & 0.430432 \tabularnewline
35 & -0.019402 & -0.2125 & 0.416025 \tabularnewline
36 & 0.042657 & 0.4673 & 0.320574 \tabularnewline
37 & -0.197787 & -2.1666 & 0.016119 \tabularnewline
38 & 0.048387 & 0.5301 & 0.298528 \tabularnewline
39 & -0.049347 & -0.5406 & 0.294905 \tabularnewline
40 & -0.020662 & -0.2263 & 0.410663 \tabularnewline
41 & -0.021415 & -0.2346 & 0.407464 \tabularnewline
42 & -0.021085 & -0.231 & 0.408865 \tabularnewline
43 & -0.021461 & -0.2351 & 0.407268 \tabularnewline
44 & -0.021917 & -0.2401 & 0.405334 \tabularnewline
45 & -0.022247 & -0.2437 & 0.40394 \tabularnewline
46 & -0.024302 & -0.2662 & 0.395267 \tabularnewline
47 & -0.014996 & -0.1643 & 0.434895 \tabularnewline
48 & 0.169396 & 1.8556 & 0.032979 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=293945&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]0.977989[/C][C]10.7133[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.029785[/C][C]-0.3263[/C][C]0.372391[/C][/ROW]
[ROW][C]3[/C][C]-0.011337[/C][C]-0.1242[/C][C]0.450688[/C][/ROW]
[ROW][C]4[/C][C]-0.011818[/C][C]-0.1295[/C][C]0.448607[/C][/ROW]
[ROW][C]5[/C][C]-0.011952[/C][C]-0.1309[/C][C]0.448024[/C][/ROW]
[ROW][C]6[/C][C]-0.012097[/C][C]-0.1325[/C][C]0.447399[/C][/ROW]
[ROW][C]7[/C][C]-0.012245[/C][C]-0.1341[/C][C]0.446759[/C][/ROW]
[ROW][C]8[/C][C]-0.012397[/C][C]-0.1358[/C][C]0.446103[/C][/ROW]
[ROW][C]9[/C][C]-0.012553[/C][C]-0.1375[/C][C]0.44543[/C][/ROW]
[ROW][C]10[/C][C]-0.012712[/C][C]-0.1393[/C][C]0.444741[/C][/ROW]
[ROW][C]11[/C][C]-0.012876[/C][C]-0.141[/C][C]0.444034[/C][/ROW]
[ROW][C]12[/C][C]-0.013044[/C][C]-0.1429[/C][C]0.443309[/C][/ROW]
[ROW][C]13[/C][C]-0.130864[/C][C]-1.4335[/C][C]0.077152[/C][/ROW]
[ROW][C]14[/C][C]-0.139231[/C][C]-1.5252[/C][C]0.064921[/C][/ROW]
[ROW][C]15[/C][C]-0.019184[/C][C]-0.2101[/C][C]0.416955[/C][/ROW]
[ROW][C]16[/C][C]-0.02248[/C][C]-0.2463[/C][C]0.402953[/C][/ROW]
[ROW][C]17[/C][C]-0.022973[/C][C]-0.2517[/C][C]0.40087[/C][/ROW]
[ROW][C]18[/C][C]-0.023512[/C][C]-0.2576[/C][C]0.398592[/C][/ROW]
[ROW][C]19[/C][C]-0.024079[/C][C]-0.2638[/C][C]0.396206[/C][/ROW]
[ROW][C]20[/C][C]-0.024673[/C][C]-0.2703[/C][C]0.393706[/C][/ROW]
[ROW][C]21[/C][C]-0.025297[/C][C]-0.2771[/C][C]0.391085[/C][/ROW]
[ROW][C]22[/C][C]-0.025953[/C][C]-0.2843[/C][C]0.388333[/C][/ROW]
[ROW][C]23[/C][C]-0.02664[/C][C]-0.2918[/C][C]0.385461[/C][/ROW]
[ROW][C]24[/C][C]0.067098[/C][C]0.735[/C][C]0.231881[/C][/ROW]
[ROW][C]25[/C][C]0.132408[/C][C]1.4505[/C][C]0.07477[/C][/ROW]
[ROW][C]26[/C][C]0.093778[/C][C]1.0273[/C][C]0.153177[/C][/ROW]
[ROW][C]27[/C][C]0.005518[/C][C]0.0604[/C][C]0.475951[/C][/ROW]
[ROW][C]28[/C][C]-0.012142[/C][C]-0.133[/C][C]0.447206[/C][/ROW]
[ROW][C]29[/C][C]-0.013564[/C][C]-0.1486[/C][C]0.441063[/C][/ROW]
[ROW][C]30[/C][C]-0.014127[/C][C]-0.1548[/C][C]0.438636[/C][/ROW]
[ROW][C]31[/C][C]-0.014377[/C][C]-0.1575[/C][C]0.437563[/C][/ROW]
[ROW][C]32[/C][C]-0.014593[/C][C]-0.1599[/C][C]0.436629[/C][/ROW]
[ROW][C]33[/C][C]-0.014786[/C][C]-0.162[/C][C]0.435801[/C][/ROW]
[ROW][C]34[/C][C]-0.016035[/C][C]-0.1757[/C][C]0.430432[/C][/ROW]
[ROW][C]35[/C][C]-0.019402[/C][C]-0.2125[/C][C]0.416025[/C][/ROW]
[ROW][C]36[/C][C]0.042657[/C][C]0.4673[/C][C]0.320574[/C][/ROW]
[ROW][C]37[/C][C]-0.197787[/C][C]-2.1666[/C][C]0.016119[/C][/ROW]
[ROW][C]38[/C][C]0.048387[/C][C]0.5301[/C][C]0.298528[/C][/ROW]
[ROW][C]39[/C][C]-0.049347[/C][C]-0.5406[/C][C]0.294905[/C][/ROW]
[ROW][C]40[/C][C]-0.020662[/C][C]-0.2263[/C][C]0.410663[/C][/ROW]
[ROW][C]41[/C][C]-0.021415[/C][C]-0.2346[/C][C]0.407464[/C][/ROW]
[ROW][C]42[/C][C]-0.021085[/C][C]-0.231[/C][C]0.408865[/C][/ROW]
[ROW][C]43[/C][C]-0.021461[/C][C]-0.2351[/C][C]0.407268[/C][/ROW]
[ROW][C]44[/C][C]-0.021917[/C][C]-0.2401[/C][C]0.405334[/C][/ROW]
[ROW][C]45[/C][C]-0.022247[/C][C]-0.2437[/C][C]0.40394[/C][/ROW]
[ROW][C]46[/C][C]-0.024302[/C][C]-0.2662[/C][C]0.395267[/C][/ROW]
[ROW][C]47[/C][C]-0.014996[/C][C]-0.1643[/C][C]0.434895[/C][/ROW]
[ROW][C]48[/C][C]0.169396[/C][C]1.8556[/C][C]0.032979[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=293945&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=293945&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	0.977989	10.7133	0
2	-0.029785	-0.3263	0.372391
3	-0.011337	-0.1242	0.450688
4	-0.011818	-0.1295	0.448607
5	-0.011952	-0.1309	0.448024
6	-0.012097	-0.1325	0.447399
7	-0.012245	-0.1341	0.446759
8	-0.012397	-0.1358	0.446103
9	-0.012553	-0.1375	0.44543
10	-0.012712	-0.1393	0.444741
11	-0.012876	-0.141	0.444034
12	-0.013044	-0.1429	0.443309
13	-0.130864	-1.4335	0.077152
14	-0.139231	-1.5252	0.064921
15	-0.019184	-0.2101	0.416955
16	-0.02248	-0.2463	0.402953
17	-0.022973	-0.2517	0.40087
18	-0.023512	-0.2576	0.398592
19	-0.024079	-0.2638	0.396206
20	-0.024673	-0.2703	0.393706
21	-0.025297	-0.2771	0.391085
22	-0.025953	-0.2843	0.388333
23	-0.02664	-0.2918	0.385461
24	0.067098	0.735	0.231881
25	0.132408	1.4505	0.07477
26	0.093778	1.0273	0.153177
27	0.005518	0.0604	0.475951
28	-0.012142	-0.133	0.447206
29	-0.013564	-0.1486	0.441063
30	-0.014127	-0.1548	0.438636
31	-0.014377	-0.1575	0.437563
32	-0.014593	-0.1599	0.436629
33	-0.014786	-0.162	0.435801
34	-0.016035	-0.1757	0.430432
35	-0.019402	-0.2125	0.416025
36	0.042657	0.4673	0.320574
37	-0.197787	-2.1666	0.016119
38	0.048387	0.5301	0.298528
39	-0.049347	-0.5406	0.294905
40	-0.020662	-0.2263	0.410663
41	-0.021415	-0.2346	0.407464
42	-0.021085	-0.231	0.408865
43	-0.021461	-0.2351	0.407268
44	-0.021917	-0.2401	0.405334
45	-0.022247	-0.2437	0.40394
46	-0.024302	-0.2662	0.395267
47	-0.014996	-0.1643	0.434895
48	0.169396	1.8556	0.032979

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
x <- na.omit(x)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,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