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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 17 Oct 2016 18:06:23 +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/Oct/17/t1476724027ud3caykj518qcog.htm/, Retrieved Sat, 04 May 2024 22:48:16 +0200

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Sat, 04 May 2024 22:48:16 +0200

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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=&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=&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	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.402598	3.6678	0.000215
2	-0.091651	-0.835	0.203064
3	-0.08068	-0.735	0.232197
4	0.066715	0.6078	0.272488
5	0.012546	0.1143	0.45464
6	-0.09787	-0.8916	0.187583
7	-0.163568	-1.4902	0.069984
8	-0.137054	-1.2486	0.107657
9	-0.046761	-0.426	0.335599
10	-0.00879	-0.0801	0.468181
11	-0.019616	-0.1787	0.429301
12	0.036166	0.3295	0.371308
13	0.027085	0.2468	0.402853
14	-0.071586	-0.6522	0.258043
15	-0.107562	-0.9799	0.164982
16	-0.080142	-0.7301	0.233685
17	-0.09582	-0.873	0.192602
18	0.027811	0.2534	0.400305
19	0.098275	0.8953	0.186601
20	-0.016141	-0.1471	0.441725
21	-0.054543	-0.4969	0.310284
22	0.153968	1.4027	0.082216
23	0.30499	2.7786	0.003375
24	0.178991	1.6307	0.053373
25	-0.012076	-0.11	0.456331
26	-0.199752	-1.8198	0.036195
27	-0.202451	-1.8444	0.034345
28	-0.020553	-0.1872	0.425961
29	-0.049939	-0.455	0.325161
30	-0.148983	-1.3573	0.089182
31	-0.117503	-1.0705	0.143749
32	-0.076748	-0.6992	0.243188
33	-0.043386	-0.3953	0.34683
34	0.074857	0.682	0.248574
35	0.116103	1.0578	0.146619
36	0.031601	0.2879	0.387072
37	-0.051156	-0.4661	0.321198
38	-0.036183	-0.3296	0.37125
39	-0.033578	-0.3059	0.38022
40	-0.065733	-0.5989	0.27545
41	-0.061131	-0.5569	0.289536
42	-0.016854	-0.1535	0.43917
43	0.016459	0.1499	0.440585
44	0.039274	0.3578	0.360698
45	-0.011369	-0.1036	0.458878
46	0.002459	0.0224	0.491089
47	0.102667	0.9353	0.176164
48	0.027745	0.2528	0.400537

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.402598 & 3.6678 & 0.000215 \tabularnewline
2 & -0.091651 & -0.835 & 0.203064 \tabularnewline
3 & -0.08068 & -0.735 & 0.232197 \tabularnewline
4 & 0.066715 & 0.6078 & 0.272488 \tabularnewline
5 & 0.012546 & 0.1143 & 0.45464 \tabularnewline
6 & -0.09787 & -0.8916 & 0.187583 \tabularnewline
7 & -0.163568 & -1.4902 & 0.069984 \tabularnewline
8 & -0.137054 & -1.2486 & 0.107657 \tabularnewline
9 & -0.046761 & -0.426 & 0.335599 \tabularnewline
10 & -0.00879 & -0.0801 & 0.468181 \tabularnewline
11 & -0.019616 & -0.1787 & 0.429301 \tabularnewline
12 & 0.036166 & 0.3295 & 0.371308 \tabularnewline
13 & 0.027085 & 0.2468 & 0.402853 \tabularnewline
14 & -0.071586 & -0.6522 & 0.258043 \tabularnewline
15 & -0.107562 & -0.9799 & 0.164982 \tabularnewline
16 & -0.080142 & -0.7301 & 0.233685 \tabularnewline
17 & -0.09582 & -0.873 & 0.192602 \tabularnewline
18 & 0.027811 & 0.2534 & 0.400305 \tabularnewline
19 & 0.098275 & 0.8953 & 0.186601 \tabularnewline
20 & -0.016141 & -0.1471 & 0.441725 \tabularnewline
21 & -0.054543 & -0.4969 & 0.310284 \tabularnewline
22 & 0.153968 & 1.4027 & 0.082216 \tabularnewline
23 & 0.30499 & 2.7786 & 0.003375 \tabularnewline
24 & 0.178991 & 1.6307 & 0.053373 \tabularnewline
25 & -0.012076 & -0.11 & 0.456331 \tabularnewline
26 & -0.199752 & -1.8198 & 0.036195 \tabularnewline
27 & -0.202451 & -1.8444 & 0.034345 \tabularnewline
28 & -0.020553 & -0.1872 & 0.425961 \tabularnewline
29 & -0.049939 & -0.455 & 0.325161 \tabularnewline
30 & -0.148983 & -1.3573 & 0.089182 \tabularnewline
31 & -0.117503 & -1.0705 & 0.143749 \tabularnewline
32 & -0.076748 & -0.6992 & 0.243188 \tabularnewline
33 & -0.043386 & -0.3953 & 0.34683 \tabularnewline
34 & 0.074857 & 0.682 & 0.248574 \tabularnewline
35 & 0.116103 & 1.0578 & 0.146619 \tabularnewline
36 & 0.031601 & 0.2879 & 0.387072 \tabularnewline
37 & -0.051156 & -0.4661 & 0.321198 \tabularnewline
38 & -0.036183 & -0.3296 & 0.37125 \tabularnewline
39 & -0.033578 & -0.3059 & 0.38022 \tabularnewline
40 & -0.065733 & -0.5989 & 0.27545 \tabularnewline
41 & -0.061131 & -0.5569 & 0.289536 \tabularnewline
42 & -0.016854 & -0.1535 & 0.43917 \tabularnewline
43 & 0.016459 & 0.1499 & 0.440585 \tabularnewline
44 & 0.039274 & 0.3578 & 0.360698 \tabularnewline
45 & -0.011369 & -0.1036 & 0.458878 \tabularnewline
46 & 0.002459 & 0.0224 & 0.491089 \tabularnewline
47 & 0.102667 & 0.9353 & 0.176164 \tabularnewline
48 & 0.027745 & 0.2528 & 0.400537 \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]0.402598[/C][C]3.6678[/C][C]0.000215[/C][/ROW]
[ROW][C]2[/C][C]-0.091651[/C][C]-0.835[/C][C]0.203064[/C][/ROW]
[ROW][C]3[/C][C]-0.08068[/C][C]-0.735[/C][C]0.232197[/C][/ROW]
[ROW][C]4[/C][C]0.066715[/C][C]0.6078[/C][C]0.272488[/C][/ROW]
[ROW][C]5[/C][C]0.012546[/C][C]0.1143[/C][C]0.45464[/C][/ROW]
[ROW][C]6[/C][C]-0.09787[/C][C]-0.8916[/C][C]0.187583[/C][/ROW]
[ROW][C]7[/C][C]-0.163568[/C][C]-1.4902[/C][C]0.069984[/C][/ROW]
[ROW][C]8[/C][C]-0.137054[/C][C]-1.2486[/C][C]0.107657[/C][/ROW]
[ROW][C]9[/C][C]-0.046761[/C][C]-0.426[/C][C]0.335599[/C][/ROW]
[ROW][C]10[/C][C]-0.00879[/C][C]-0.0801[/C][C]0.468181[/C][/ROW]
[ROW][C]11[/C][C]-0.019616[/C][C]-0.1787[/C][C]0.429301[/C][/ROW]
[ROW][C]12[/C][C]0.036166[/C][C]0.3295[/C][C]0.371308[/C][/ROW]
[ROW][C]13[/C][C]0.027085[/C][C]0.2468[/C][C]0.402853[/C][/ROW]
[ROW][C]14[/C][C]-0.071586[/C][C]-0.6522[/C][C]0.258043[/C][/ROW]
[ROW][C]15[/C][C]-0.107562[/C][C]-0.9799[/C][C]0.164982[/C][/ROW]
[ROW][C]16[/C][C]-0.080142[/C][C]-0.7301[/C][C]0.233685[/C][/ROW]
[ROW][C]17[/C][C]-0.09582[/C][C]-0.873[/C][C]0.192602[/C][/ROW]
[ROW][C]18[/C][C]0.027811[/C][C]0.2534[/C][C]0.400305[/C][/ROW]
[ROW][C]19[/C][C]0.098275[/C][C]0.8953[/C][C]0.186601[/C][/ROW]
[ROW][C]20[/C][C]-0.016141[/C][C]-0.1471[/C][C]0.441725[/C][/ROW]
[ROW][C]21[/C][C]-0.054543[/C][C]-0.4969[/C][C]0.310284[/C][/ROW]
[ROW][C]22[/C][C]0.153968[/C][C]1.4027[/C][C]0.082216[/C][/ROW]
[ROW][C]23[/C][C]0.30499[/C][C]2.7786[/C][C]0.003375[/C][/ROW]
[ROW][C]24[/C][C]0.178991[/C][C]1.6307[/C][C]0.053373[/C][/ROW]
[ROW][C]25[/C][C]-0.012076[/C][C]-0.11[/C][C]0.456331[/C][/ROW]
[ROW][C]26[/C][C]-0.199752[/C][C]-1.8198[/C][C]0.036195[/C][/ROW]
[ROW][C]27[/C][C]-0.202451[/C][C]-1.8444[/C][C]0.034345[/C][/ROW]
[ROW][C]28[/C][C]-0.020553[/C][C]-0.1872[/C][C]0.425961[/C][/ROW]
[ROW][C]29[/C][C]-0.049939[/C][C]-0.455[/C][C]0.325161[/C][/ROW]
[ROW][C]30[/C][C]-0.148983[/C][C]-1.3573[/C][C]0.089182[/C][/ROW]
[ROW][C]31[/C][C]-0.117503[/C][C]-1.0705[/C][C]0.143749[/C][/ROW]
[ROW][C]32[/C][C]-0.076748[/C][C]-0.6992[/C][C]0.243188[/C][/ROW]
[ROW][C]33[/C][C]-0.043386[/C][C]-0.3953[/C][C]0.34683[/C][/ROW]
[ROW][C]34[/C][C]0.074857[/C][C]0.682[/C][C]0.248574[/C][/ROW]
[ROW][C]35[/C][C]0.116103[/C][C]1.0578[/C][C]0.146619[/C][/ROW]
[ROW][C]36[/C][C]0.031601[/C][C]0.2879[/C][C]0.387072[/C][/ROW]
[ROW][C]37[/C][C]-0.051156[/C][C]-0.4661[/C][C]0.321198[/C][/ROW]
[ROW][C]38[/C][C]-0.036183[/C][C]-0.3296[/C][C]0.37125[/C][/ROW]
[ROW][C]39[/C][C]-0.033578[/C][C]-0.3059[/C][C]0.38022[/C][/ROW]
[ROW][C]40[/C][C]-0.065733[/C][C]-0.5989[/C][C]0.27545[/C][/ROW]
[ROW][C]41[/C][C]-0.061131[/C][C]-0.5569[/C][C]0.289536[/C][/ROW]
[ROW][C]42[/C][C]-0.016854[/C][C]-0.1535[/C][C]0.43917[/C][/ROW]
[ROW][C]43[/C][C]0.016459[/C][C]0.1499[/C][C]0.440585[/C][/ROW]
[ROW][C]44[/C][C]0.039274[/C][C]0.3578[/C][C]0.360698[/C][/ROW]
[ROW][C]45[/C][C]-0.011369[/C][C]-0.1036[/C][C]0.458878[/C][/ROW]
[ROW][C]46[/C][C]0.002459[/C][C]0.0224[/C][C]0.491089[/C][/ROW]
[ROW][C]47[/C][C]0.102667[/C][C]0.9353[/C][C]0.176164[/C][/ROW]
[ROW][C]48[/C][C]0.027745[/C][C]0.2528[/C][C]0.400537[/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	0.402598	3.6678	0.000215
2	-0.091651	-0.835	0.203064
3	-0.08068	-0.735	0.232197
4	0.066715	0.6078	0.272488
5	0.012546	0.1143	0.45464
6	-0.09787	-0.8916	0.187583
7	-0.163568	-1.4902	0.069984
8	-0.137054	-1.2486	0.107657
9	-0.046761	-0.426	0.335599
10	-0.00879	-0.0801	0.468181
11	-0.019616	-0.1787	0.429301
12	0.036166	0.3295	0.371308
13	0.027085	0.2468	0.402853
14	-0.071586	-0.6522	0.258043
15	-0.107562	-0.9799	0.164982
16	-0.080142	-0.7301	0.233685
17	-0.09582	-0.873	0.192602
18	0.027811	0.2534	0.400305
19	0.098275	0.8953	0.186601
20	-0.016141	-0.1471	0.441725
21	-0.054543	-0.4969	0.310284
22	0.153968	1.4027	0.082216
23	0.30499	2.7786	0.003375
24	0.178991	1.6307	0.053373
25	-0.012076	-0.11	0.456331
26	-0.199752	-1.8198	0.036195
27	-0.202451	-1.8444	0.034345
28	-0.020553	-0.1872	0.425961
29	-0.049939	-0.455	0.325161
30	-0.148983	-1.3573	0.089182
31	-0.117503	-1.0705	0.143749
32	-0.076748	-0.6992	0.243188
33	-0.043386	-0.3953	0.34683
34	0.074857	0.682	0.248574
35	0.116103	1.0578	0.146619
36	0.031601	0.2879	0.387072
37	-0.051156	-0.4661	0.321198
38	-0.036183	-0.3296	0.37125
39	-0.033578	-0.3059	0.38022
40	-0.065733	-0.5989	0.27545
41	-0.061131	-0.5569	0.289536
42	-0.016854	-0.1535	0.43917
43	0.016459	0.1499	0.440585
44	0.039274	0.3578	0.360698
45	-0.011369	-0.1036	0.458878
46	0.002459	0.0224	0.491089
47	0.102667	0.9353	0.176164
48	0.027745	0.2528	0.400537

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.402598	3.6678	0.000215
2	-0.302818	-2.7588	0.003568
3	0.117341	1.069	0.144077
4	0.041652	0.3795	0.352655
5	-0.081166	-0.7395	0.230859
6	-0.048588	-0.4427	0.329583
7	-0.120368	-1.0966	0.137994
8	-0.061023	-0.5559	0.289872
9	-0.000395	-0.0036	0.498568
10	-0.029812	-0.2716	0.393301
11	-0.004959	-0.0452	0.482038
12	0.06794	0.619	0.268817
13	-0.062548	-0.5698	0.285164
14	-0.094753	-0.8632	0.195247
15	-0.055768	-0.5081	0.306376
16	-0.08178	-0.7451	0.229173
17	-0.099734	-0.9086	0.18309
18	0.139887	1.2744	0.103033
19	0.002697	0.0246	0.490229
20	-0.08182	-0.7454	0.229064
21	0.024609	0.2242	0.411577
22	0.152743	1.3916	0.083888
23	0.133299	1.2144	0.114017
24	0.017002	0.1549	0.438639
25	-0.011096	-0.1011	0.459863
26	-0.213105	-1.9415	0.027797
27	-0.083089	-0.757	0.225604
28	0.059431	0.5414	0.294827
29	-0.122036	-1.1118	0.134717
30	0.012041	0.1097	0.456458
31	-0.025777	-0.2348	0.407458
32	-0.128492	-1.1706	0.122551
33	0.005626	0.0513	0.479623
34	0.0637	0.5803	0.281632
35	-0.016006	-0.1458	0.442206
36	0.002197	0.02	0.49204
37	-0.058063	-0.529	0.299115
38	-0.013615	-0.124	0.450792
39	0.000462	0.0042	0.498327
40	-0.089543	-0.8158	0.208482
41	-0.11096	-1.0109	0.157502
42	-0.001124	-0.0102	0.495927
43	-0.026489	-0.2413	0.404948
44	-0.00251	-0.0229	0.490906
45	-0.063111	-0.575	0.283434
46	-0.088854	-0.8095	0.210272
47	0.001196	0.0109	0.495666
48	-0.065842	-0.5999	0.27512

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.402598 & 3.6678 & 0.000215 \tabularnewline
2 & -0.302818 & -2.7588 & 0.003568 \tabularnewline
3 & 0.117341 & 1.069 & 0.144077 \tabularnewline
4 & 0.041652 & 0.3795 & 0.352655 \tabularnewline
5 & -0.081166 & -0.7395 & 0.230859 \tabularnewline
6 & -0.048588 & -0.4427 & 0.329583 \tabularnewline
7 & -0.120368 & -1.0966 & 0.137994 \tabularnewline
8 & -0.061023 & -0.5559 & 0.289872 \tabularnewline
9 & -0.000395 & -0.0036 & 0.498568 \tabularnewline
10 & -0.029812 & -0.2716 & 0.393301 \tabularnewline
11 & -0.004959 & -0.0452 & 0.482038 \tabularnewline
12 & 0.06794 & 0.619 & 0.268817 \tabularnewline
13 & -0.062548 & -0.5698 & 0.285164 \tabularnewline
14 & -0.094753 & -0.8632 & 0.195247 \tabularnewline
15 & -0.055768 & -0.5081 & 0.306376 \tabularnewline
16 & -0.08178 & -0.7451 & 0.229173 \tabularnewline
17 & -0.099734 & -0.9086 & 0.18309 \tabularnewline
18 & 0.139887 & 1.2744 & 0.103033 \tabularnewline
19 & 0.002697 & 0.0246 & 0.490229 \tabularnewline
20 & -0.08182 & -0.7454 & 0.229064 \tabularnewline
21 & 0.024609 & 0.2242 & 0.411577 \tabularnewline
22 & 0.152743 & 1.3916 & 0.083888 \tabularnewline
23 & 0.133299 & 1.2144 & 0.114017 \tabularnewline
24 & 0.017002 & 0.1549 & 0.438639 \tabularnewline
25 & -0.011096 & -0.1011 & 0.459863 \tabularnewline
26 & -0.213105 & -1.9415 & 0.027797 \tabularnewline
27 & -0.083089 & -0.757 & 0.225604 \tabularnewline
28 & 0.059431 & 0.5414 & 0.294827 \tabularnewline
29 & -0.122036 & -1.1118 & 0.134717 \tabularnewline
30 & 0.012041 & 0.1097 & 0.456458 \tabularnewline
31 & -0.025777 & -0.2348 & 0.407458 \tabularnewline
32 & -0.128492 & -1.1706 & 0.122551 \tabularnewline
33 & 0.005626 & 0.0513 & 0.479623 \tabularnewline
34 & 0.0637 & 0.5803 & 0.281632 \tabularnewline
35 & -0.016006 & -0.1458 & 0.442206 \tabularnewline
36 & 0.002197 & 0.02 & 0.49204 \tabularnewline
37 & -0.058063 & -0.529 & 0.299115 \tabularnewline
38 & -0.013615 & -0.124 & 0.450792 \tabularnewline
39 & 0.000462 & 0.0042 & 0.498327 \tabularnewline
40 & -0.089543 & -0.8158 & 0.208482 \tabularnewline
41 & -0.11096 & -1.0109 & 0.157502 \tabularnewline
42 & -0.001124 & -0.0102 & 0.495927 \tabularnewline
43 & -0.026489 & -0.2413 & 0.404948 \tabularnewline
44 & -0.00251 & -0.0229 & 0.490906 \tabularnewline
45 & -0.063111 & -0.575 & 0.283434 \tabularnewline
46 & -0.088854 & -0.8095 & 0.210272 \tabularnewline
47 & 0.001196 & 0.0109 & 0.495666 \tabularnewline
48 & -0.065842 & -0.5999 & 0.27512 \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]0.402598[/C][C]3.6678[/C][C]0.000215[/C][/ROW]
[ROW][C]2[/C][C]-0.302818[/C][C]-2.7588[/C][C]0.003568[/C][/ROW]
[ROW][C]3[/C][C]0.117341[/C][C]1.069[/C][C]0.144077[/C][/ROW]
[ROW][C]4[/C][C]0.041652[/C][C]0.3795[/C][C]0.352655[/C][/ROW]
[ROW][C]5[/C][C]-0.081166[/C][C]-0.7395[/C][C]0.230859[/C][/ROW]
[ROW][C]6[/C][C]-0.048588[/C][C]-0.4427[/C][C]0.329583[/C][/ROW]
[ROW][C]7[/C][C]-0.120368[/C][C]-1.0966[/C][C]0.137994[/C][/ROW]
[ROW][C]8[/C][C]-0.061023[/C][C]-0.5559[/C][C]0.289872[/C][/ROW]
[ROW][C]9[/C][C]-0.000395[/C][C]-0.0036[/C][C]0.498568[/C][/ROW]
[ROW][C]10[/C][C]-0.029812[/C][C]-0.2716[/C][C]0.393301[/C][/ROW]
[ROW][C]11[/C][C]-0.004959[/C][C]-0.0452[/C][C]0.482038[/C][/ROW]
[ROW][C]12[/C][C]0.06794[/C][C]0.619[/C][C]0.268817[/C][/ROW]
[ROW][C]13[/C][C]-0.062548[/C][C]-0.5698[/C][C]0.285164[/C][/ROW]
[ROW][C]14[/C][C]-0.094753[/C][C]-0.8632[/C][C]0.195247[/C][/ROW]
[ROW][C]15[/C][C]-0.055768[/C][C]-0.5081[/C][C]0.306376[/C][/ROW]
[ROW][C]16[/C][C]-0.08178[/C][C]-0.7451[/C][C]0.229173[/C][/ROW]
[ROW][C]17[/C][C]-0.099734[/C][C]-0.9086[/C][C]0.18309[/C][/ROW]
[ROW][C]18[/C][C]0.139887[/C][C]1.2744[/C][C]0.103033[/C][/ROW]
[ROW][C]19[/C][C]0.002697[/C][C]0.0246[/C][C]0.490229[/C][/ROW]
[ROW][C]20[/C][C]-0.08182[/C][C]-0.7454[/C][C]0.229064[/C][/ROW]
[ROW][C]21[/C][C]0.024609[/C][C]0.2242[/C][C]0.411577[/C][/ROW]
[ROW][C]22[/C][C]0.152743[/C][C]1.3916[/C][C]0.083888[/C][/ROW]
[ROW][C]23[/C][C]0.133299[/C][C]1.2144[/C][C]0.114017[/C][/ROW]
[ROW][C]24[/C][C]0.017002[/C][C]0.1549[/C][C]0.438639[/C][/ROW]
[ROW][C]25[/C][C]-0.011096[/C][C]-0.1011[/C][C]0.459863[/C][/ROW]
[ROW][C]26[/C][C]-0.213105[/C][C]-1.9415[/C][C]0.027797[/C][/ROW]
[ROW][C]27[/C][C]-0.083089[/C][C]-0.757[/C][C]0.225604[/C][/ROW]
[ROW][C]28[/C][C]0.059431[/C][C]0.5414[/C][C]0.294827[/C][/ROW]
[ROW][C]29[/C][C]-0.122036[/C][C]-1.1118[/C][C]0.134717[/C][/ROW]
[ROW][C]30[/C][C]0.012041[/C][C]0.1097[/C][C]0.456458[/C][/ROW]
[ROW][C]31[/C][C]-0.025777[/C][C]-0.2348[/C][C]0.407458[/C][/ROW]
[ROW][C]32[/C][C]-0.128492[/C][C]-1.1706[/C][C]0.122551[/C][/ROW]
[ROW][C]33[/C][C]0.005626[/C][C]0.0513[/C][C]0.479623[/C][/ROW]
[ROW][C]34[/C][C]0.0637[/C][C]0.5803[/C][C]0.281632[/C][/ROW]
[ROW][C]35[/C][C]-0.016006[/C][C]-0.1458[/C][C]0.442206[/C][/ROW]
[ROW][C]36[/C][C]0.002197[/C][C]0.02[/C][C]0.49204[/C][/ROW]
[ROW][C]37[/C][C]-0.058063[/C][C]-0.529[/C][C]0.299115[/C][/ROW]
[ROW][C]38[/C][C]-0.013615[/C][C]-0.124[/C][C]0.450792[/C][/ROW]
[ROW][C]39[/C][C]0.000462[/C][C]0.0042[/C][C]0.498327[/C][/ROW]
[ROW][C]40[/C][C]-0.089543[/C][C]-0.8158[/C][C]0.208482[/C][/ROW]
[ROW][C]41[/C][C]-0.11096[/C][C]-1.0109[/C][C]0.157502[/C][/ROW]
[ROW][C]42[/C][C]-0.001124[/C][C]-0.0102[/C][C]0.495927[/C][/ROW]
[ROW][C]43[/C][C]-0.026489[/C][C]-0.2413[/C][C]0.404948[/C][/ROW]
[ROW][C]44[/C][C]-0.00251[/C][C]-0.0229[/C][C]0.490906[/C][/ROW]
[ROW][C]45[/C][C]-0.063111[/C][C]-0.575[/C][C]0.283434[/C][/ROW]
[ROW][C]46[/C][C]-0.088854[/C][C]-0.8095[/C][C]0.210272[/C][/ROW]
[ROW][C]47[/C][C]0.001196[/C][C]0.0109[/C][C]0.495666[/C][/ROW]
[ROW][C]48[/C][C]-0.065842[/C][C]-0.5999[/C][C]0.27512[/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	0.402598	3.6678	0.000215
2	-0.302818	-2.7588	0.003568
3	0.117341	1.069	0.144077
4	0.041652	0.3795	0.352655
5	-0.081166	-0.7395	0.230859
6	-0.048588	-0.4427	0.329583
7	-0.120368	-1.0966	0.137994
8	-0.061023	-0.5559	0.289872
9	-0.000395	-0.0036	0.498568
10	-0.029812	-0.2716	0.393301
11	-0.004959	-0.0452	0.482038
12	0.06794	0.619	0.268817
13	-0.062548	-0.5698	0.285164
14	-0.094753	-0.8632	0.195247
15	-0.055768	-0.5081	0.306376
16	-0.08178	-0.7451	0.229173
17	-0.099734	-0.9086	0.18309
18	0.139887	1.2744	0.103033
19	0.002697	0.0246	0.490229
20	-0.08182	-0.7454	0.229064
21	0.024609	0.2242	0.411577
22	0.152743	1.3916	0.083888
23	0.133299	1.2144	0.114017
24	0.017002	0.1549	0.438639
25	-0.011096	-0.1011	0.459863
26	-0.213105	-1.9415	0.027797
27	-0.083089	-0.757	0.225604
28	0.059431	0.5414	0.294827
29	-0.122036	-1.1118	0.134717
30	0.012041	0.1097	0.456458
31	-0.025777	-0.2348	0.407458
32	-0.128492	-1.1706	0.122551
33	0.005626	0.0513	0.479623
34	0.0637	0.5803	0.281632
35	-0.016006	-0.1458	0.442206
36	0.002197	0.02	0.49204
37	-0.058063	-0.529	0.299115
38	-0.013615	-0.124	0.450792
39	0.000462	0.0042	0.498327
40	-0.089543	-0.8158	0.208482
41	-0.11096	-1.0109	0.157502
42	-0.001124	-0.0102	0.495927
43	-0.026489	-0.2413	0.404948
44	-0.00251	-0.0229	0.490906
45	-0.063111	-0.575	0.283434
46	-0.088854	-0.8095	0.210272
47	0.001196	0.0109	0.495666
48	-0.065842	-0.5999	0.27512

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