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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 18 Oct 2016 17:47:06 +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/18/t14768092980t5acgq2mz2j3ty.htm/, Retrieved Sun, 28 Apr 2024 12:38:34 +0200

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Sun, 28 Apr 2024 12:38:34 +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	1 seconds
R Server	'Sir Ronald Aylmer Fisher' @ fisher.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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ fisher.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	1 seconds
R Server	'Sir Ronald Aylmer Fisher' @ fisher.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	0.488252	3.782	0.00018
2	0.138852	1.0755	0.143219
3	0.169514	1.3131	0.097083
4	0.230652	1.7866	0.039525
5	0.201972	1.5645	0.061483
6	0.152614	1.1821	0.120906
7	0.176426	1.3666	0.088427
8	-0.003531	-0.0274	0.489134
9	-0.171197	-1.3261	0.094918
10	-0.255034	-1.9755	0.026409
11	-0.002531	-0.0196	0.492213
12	0.225303	1.7452	0.043036
13	-0.035399	-0.2742	0.392437
14	-0.228928	-1.7733	0.04063
15	-0.266305	-2.0628	0.021734
16	-0.198362	-1.5365	0.064836
17	-0.140479	-1.0881	0.140442
18	-0.14089	-1.0913	0.139746
19	-0.080185	-0.6211	0.268439
20	-0.149082	-1.1548	0.126379
21	-0.255243	-1.9771	0.026315
22	-0.299376	-2.319	0.01191
23	-0.009419	-0.073	0.471039
24	0.161041	1.2474	0.108546
25	0.049661	0.3847	0.350919
26	-0.073297	-0.5678	0.28616
27	-0.171252	-1.3265	0.094849
28	-0.093072	-0.7209	0.236876
29	-0.010636	-0.0824	0.467306
30	-0.015368	-0.119	0.452821
31	0.045315	0.351	0.363407
32	0.096269	0.7457	0.229381
33	-0.00595	-0.0461	0.481698
34	-0.087465	-0.6775	0.250347
35	0.113914	0.8824	0.190548
36	0.295751	2.2909	0.012749
37	0.214568	1.662	0.050861
38	0.078074	0.6048	0.27381
39	0.057196	0.443	0.329665
40	0.10424	0.8074	0.211302
41	0.095463	0.7395	0.231258
42	0.064296	0.498	0.310141
43	0.09772	0.7569	0.226025
44	0.070762	0.5481	0.29282
45	-0.047317	-0.3665	0.357634
46	-0.106346	-0.8238	0.206671
47	-0.00688	-0.0533	0.478839
48	0.063243	0.4899	0.313004

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.488252 & 3.782 & 0.00018 \tabularnewline
2 & 0.138852 & 1.0755 & 0.143219 \tabularnewline
3 & 0.169514 & 1.3131 & 0.097083 \tabularnewline
4 & 0.230652 & 1.7866 & 0.039525 \tabularnewline
5 & 0.201972 & 1.5645 & 0.061483 \tabularnewline
6 & 0.152614 & 1.1821 & 0.120906 \tabularnewline
7 & 0.176426 & 1.3666 & 0.088427 \tabularnewline
8 & -0.003531 & -0.0274 & 0.489134 \tabularnewline
9 & -0.171197 & -1.3261 & 0.094918 \tabularnewline
10 & -0.255034 & -1.9755 & 0.026409 \tabularnewline
11 & -0.002531 & -0.0196 & 0.492213 \tabularnewline
12 & 0.225303 & 1.7452 & 0.043036 \tabularnewline
13 & -0.035399 & -0.2742 & 0.392437 \tabularnewline
14 & -0.228928 & -1.7733 & 0.04063 \tabularnewline
15 & -0.266305 & -2.0628 & 0.021734 \tabularnewline
16 & -0.198362 & -1.5365 & 0.064836 \tabularnewline
17 & -0.140479 & -1.0881 & 0.140442 \tabularnewline
18 & -0.14089 & -1.0913 & 0.139746 \tabularnewline
19 & -0.080185 & -0.6211 & 0.268439 \tabularnewline
20 & -0.149082 & -1.1548 & 0.126379 \tabularnewline
21 & -0.255243 & -1.9771 & 0.026315 \tabularnewline
22 & -0.299376 & -2.319 & 0.01191 \tabularnewline
23 & -0.009419 & -0.073 & 0.471039 \tabularnewline
24 & 0.161041 & 1.2474 & 0.108546 \tabularnewline
25 & 0.049661 & 0.3847 & 0.350919 \tabularnewline
26 & -0.073297 & -0.5678 & 0.28616 \tabularnewline
27 & -0.171252 & -1.3265 & 0.094849 \tabularnewline
28 & -0.093072 & -0.7209 & 0.236876 \tabularnewline
29 & -0.010636 & -0.0824 & 0.467306 \tabularnewline
30 & -0.015368 & -0.119 & 0.452821 \tabularnewline
31 & 0.045315 & 0.351 & 0.363407 \tabularnewline
32 & 0.096269 & 0.7457 & 0.229381 \tabularnewline
33 & -0.00595 & -0.0461 & 0.481698 \tabularnewline
34 & -0.087465 & -0.6775 & 0.250347 \tabularnewline
35 & 0.113914 & 0.8824 & 0.190548 \tabularnewline
36 & 0.295751 & 2.2909 & 0.012749 \tabularnewline
37 & 0.214568 & 1.662 & 0.050861 \tabularnewline
38 & 0.078074 & 0.6048 & 0.27381 \tabularnewline
39 & 0.057196 & 0.443 & 0.329665 \tabularnewline
40 & 0.10424 & 0.8074 & 0.211302 \tabularnewline
41 & 0.095463 & 0.7395 & 0.231258 \tabularnewline
42 & 0.064296 & 0.498 & 0.310141 \tabularnewline
43 & 0.09772 & 0.7569 & 0.226025 \tabularnewline
44 & 0.070762 & 0.5481 & 0.29282 \tabularnewline
45 & -0.047317 & -0.3665 & 0.357634 \tabularnewline
46 & -0.106346 & -0.8238 & 0.206671 \tabularnewline
47 & -0.00688 & -0.0533 & 0.478839 \tabularnewline
48 & 0.063243 & 0.4899 & 0.313004 \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]0.488252[/C][C]3.782[/C][C]0.00018[/C][/ROW]
[ROW][C]2[/C][C]0.138852[/C][C]1.0755[/C][C]0.143219[/C][/ROW]
[ROW][C]3[/C][C]0.169514[/C][C]1.3131[/C][C]0.097083[/C][/ROW]
[ROW][C]4[/C][C]0.230652[/C][C]1.7866[/C][C]0.039525[/C][/ROW]
[ROW][C]5[/C][C]0.201972[/C][C]1.5645[/C][C]0.061483[/C][/ROW]
[ROW][C]6[/C][C]0.152614[/C][C]1.1821[/C][C]0.120906[/C][/ROW]
[ROW][C]7[/C][C]0.176426[/C][C]1.3666[/C][C]0.088427[/C][/ROW]
[ROW][C]8[/C][C]-0.003531[/C][C]-0.0274[/C][C]0.489134[/C][/ROW]
[ROW][C]9[/C][C]-0.171197[/C][C]-1.3261[/C][C]0.094918[/C][/ROW]
[ROW][C]10[/C][C]-0.255034[/C][C]-1.9755[/C][C]0.026409[/C][/ROW]
[ROW][C]11[/C][C]-0.002531[/C][C]-0.0196[/C][C]0.492213[/C][/ROW]
[ROW][C]12[/C][C]0.225303[/C][C]1.7452[/C][C]0.043036[/C][/ROW]
[ROW][C]13[/C][C]-0.035399[/C][C]-0.2742[/C][C]0.392437[/C][/ROW]
[ROW][C]14[/C][C]-0.228928[/C][C]-1.7733[/C][C]0.04063[/C][/ROW]
[ROW][C]15[/C][C]-0.266305[/C][C]-2.0628[/C][C]0.021734[/C][/ROW]
[ROW][C]16[/C][C]-0.198362[/C][C]-1.5365[/C][C]0.064836[/C][/ROW]
[ROW][C]17[/C][C]-0.140479[/C][C]-1.0881[/C][C]0.140442[/C][/ROW]
[ROW][C]18[/C][C]-0.14089[/C][C]-1.0913[/C][C]0.139746[/C][/ROW]
[ROW][C]19[/C][C]-0.080185[/C][C]-0.6211[/C][C]0.268439[/C][/ROW]
[ROW][C]20[/C][C]-0.149082[/C][C]-1.1548[/C][C]0.126379[/C][/ROW]
[ROW][C]21[/C][C]-0.255243[/C][C]-1.9771[/C][C]0.026315[/C][/ROW]
[ROW][C]22[/C][C]-0.299376[/C][C]-2.319[/C][C]0.01191[/C][/ROW]
[ROW][C]23[/C][C]-0.009419[/C][C]-0.073[/C][C]0.471039[/C][/ROW]
[ROW][C]24[/C][C]0.161041[/C][C]1.2474[/C][C]0.108546[/C][/ROW]
[ROW][C]25[/C][C]0.049661[/C][C]0.3847[/C][C]0.350919[/C][/ROW]
[ROW][C]26[/C][C]-0.073297[/C][C]-0.5678[/C][C]0.28616[/C][/ROW]
[ROW][C]27[/C][C]-0.171252[/C][C]-1.3265[/C][C]0.094849[/C][/ROW]
[ROW][C]28[/C][C]-0.093072[/C][C]-0.7209[/C][C]0.236876[/C][/ROW]
[ROW][C]29[/C][C]-0.010636[/C][C]-0.0824[/C][C]0.467306[/C][/ROW]
[ROW][C]30[/C][C]-0.015368[/C][C]-0.119[/C][C]0.452821[/C][/ROW]
[ROW][C]31[/C][C]0.045315[/C][C]0.351[/C][C]0.363407[/C][/ROW]
[ROW][C]32[/C][C]0.096269[/C][C]0.7457[/C][C]0.229381[/C][/ROW]
[ROW][C]33[/C][C]-0.00595[/C][C]-0.0461[/C][C]0.481698[/C][/ROW]
[ROW][C]34[/C][C]-0.087465[/C][C]-0.6775[/C][C]0.250347[/C][/ROW]
[ROW][C]35[/C][C]0.113914[/C][C]0.8824[/C][C]0.190548[/C][/ROW]
[ROW][C]36[/C][C]0.295751[/C][C]2.2909[/C][C]0.012749[/C][/ROW]
[ROW][C]37[/C][C]0.214568[/C][C]1.662[/C][C]0.050861[/C][/ROW]
[ROW][C]38[/C][C]0.078074[/C][C]0.6048[/C][C]0.27381[/C][/ROW]
[ROW][C]39[/C][C]0.057196[/C][C]0.443[/C][C]0.329665[/C][/ROW]
[ROW][C]40[/C][C]0.10424[/C][C]0.8074[/C][C]0.211302[/C][/ROW]
[ROW][C]41[/C][C]0.095463[/C][C]0.7395[/C][C]0.231258[/C][/ROW]
[ROW][C]42[/C][C]0.064296[/C][C]0.498[/C][C]0.310141[/C][/ROW]
[ROW][C]43[/C][C]0.09772[/C][C]0.7569[/C][C]0.226025[/C][/ROW]
[ROW][C]44[/C][C]0.070762[/C][C]0.5481[/C][C]0.29282[/C][/ROW]
[ROW][C]45[/C][C]-0.047317[/C][C]-0.3665[/C][C]0.357634[/C][/ROW]
[ROW][C]46[/C][C]-0.106346[/C][C]-0.8238[/C][C]0.206671[/C][/ROW]
[ROW][C]47[/C][C]-0.00688[/C][C]-0.0533[/C][C]0.478839[/C][/ROW]
[ROW][C]48[/C][C]0.063243[/C][C]0.4899[/C][C]0.313004[/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	0.488252	3.782	0.00018
2	0.138852	1.0755	0.143219
3	0.169514	1.3131	0.097083
4	0.230652	1.7866	0.039525
5	0.201972	1.5645	0.061483
6	0.152614	1.1821	0.120906
7	0.176426	1.3666	0.088427
8	-0.003531	-0.0274	0.489134
9	-0.171197	-1.3261	0.094918
10	-0.255034	-1.9755	0.026409
11	-0.002531	-0.0196	0.492213
12	0.225303	1.7452	0.043036
13	-0.035399	-0.2742	0.392437
14	-0.228928	-1.7733	0.04063
15	-0.266305	-2.0628	0.021734
16	-0.198362	-1.5365	0.064836
17	-0.140479	-1.0881	0.140442
18	-0.14089	-1.0913	0.139746
19	-0.080185	-0.6211	0.268439
20	-0.149082	-1.1548	0.126379
21	-0.255243	-1.9771	0.026315
22	-0.299376	-2.319	0.01191
23	-0.009419	-0.073	0.471039
24	0.161041	1.2474	0.108546
25	0.049661	0.3847	0.350919
26	-0.073297	-0.5678	0.28616
27	-0.171252	-1.3265	0.094849
28	-0.093072	-0.7209	0.236876
29	-0.010636	-0.0824	0.467306
30	-0.015368	-0.119	0.452821
31	0.045315	0.351	0.363407
32	0.096269	0.7457	0.229381
33	-0.00595	-0.0461	0.481698
34	-0.087465	-0.6775	0.250347
35	0.113914	0.8824	0.190548
36	0.295751	2.2909	0.012749
37	0.214568	1.662	0.050861
38	0.078074	0.6048	0.27381
39	0.057196	0.443	0.329665
40	0.10424	0.8074	0.211302
41	0.095463	0.7395	0.231258
42	0.064296	0.498	0.310141
43	0.09772	0.7569	0.226025
44	0.070762	0.5481	0.29282
45	-0.047317	-0.3665	0.357634
46	-0.106346	-0.8238	0.206671
47	-0.00688	-0.0533	0.478839
48	0.063243	0.4899	0.313004

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.488252	3.782	0.00018
2	-0.130694	-1.0124	0.157717
3	0.209285	1.6211	0.055119
4	0.090023	0.6973	0.24415
5	0.063218	0.4897	0.313071
6	0.038228	0.2961	0.384083
7	0.094215	0.7298	0.234179
8	-0.231244	-1.7912	0.039152
9	-0.141954	-1.0996	0.137956
10	-0.241952	-1.8742	0.03289
11	0.261057	2.0221	0.023814
12	0.220209	1.7057	0.046615
13	-0.210776	-1.6327	0.053889
14	-0.09622	-0.7453	0.229494
15	-0.202804	-1.5709	0.060731
16	-0.046962	-0.3638	0.358657
17	0.044704	0.3463	0.365173
18	-0.152225	-1.1791	0.121501
19	0.028446	0.2203	0.413175
20	-0.01179	-0.0913	0.463769
21	0.004884	0.0378	0.484973
22	-0.012924	-0.1001	0.460297
23	0.120206	0.9311	0.177763
24	-0.041716	-0.3231	0.373861
25	0.060303	0.4671	0.321059
26	-0.117884	-0.9131	0.182416
27	-0.154494	-1.1967	0.118064
28	-0.027546	-0.2134	0.415882
29	-0.003677	-0.0285	0.488685
30	-0.109167	-0.8456	0.200567
31	0.098726	0.7647	0.223714
32	0.133609	1.0349	0.152428
33	0.096277	0.7458	0.229363
34	0.028781	0.2229	0.41217
35	-0.033726	-0.2612	0.3974
36	0.047607	0.3688	0.356801
37	-0.07541	-0.5841	0.280663
38	-0.059508	-0.461	0.323251
39	0.106363	0.8239	0.206635
40	-0.041374	-0.3205	0.37486
41	0.07901	0.612	0.271423
42	0.006987	0.0541	0.47851
43	-0.049581	-0.3841	0.351149
44	-0.063401	-0.4911	0.312574
45	0.008313	0.0644	0.474436
46	-0.045526	-0.3526	0.362796
47	0.008991	0.0696	0.472355
48	-0.12374	-0.9585	0.170832

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.488252 & 3.782 & 0.00018 \tabularnewline
2 & -0.130694 & -1.0124 & 0.157717 \tabularnewline
3 & 0.209285 & 1.6211 & 0.055119 \tabularnewline
4 & 0.090023 & 0.6973 & 0.24415 \tabularnewline
5 & 0.063218 & 0.4897 & 0.313071 \tabularnewline
6 & 0.038228 & 0.2961 & 0.384083 \tabularnewline
7 & 0.094215 & 0.7298 & 0.234179 \tabularnewline
8 & -0.231244 & -1.7912 & 0.039152 \tabularnewline
9 & -0.141954 & -1.0996 & 0.137956 \tabularnewline
10 & -0.241952 & -1.8742 & 0.03289 \tabularnewline
11 & 0.261057 & 2.0221 & 0.023814 \tabularnewline
12 & 0.220209 & 1.7057 & 0.046615 \tabularnewline
13 & -0.210776 & -1.6327 & 0.053889 \tabularnewline
14 & -0.09622 & -0.7453 & 0.229494 \tabularnewline
15 & -0.202804 & -1.5709 & 0.060731 \tabularnewline
16 & -0.046962 & -0.3638 & 0.358657 \tabularnewline
17 & 0.044704 & 0.3463 & 0.365173 \tabularnewline
18 & -0.152225 & -1.1791 & 0.121501 \tabularnewline
19 & 0.028446 & 0.2203 & 0.413175 \tabularnewline
20 & -0.01179 & -0.0913 & 0.463769 \tabularnewline
21 & 0.004884 & 0.0378 & 0.484973 \tabularnewline
22 & -0.012924 & -0.1001 & 0.460297 \tabularnewline
23 & 0.120206 & 0.9311 & 0.177763 \tabularnewline
24 & -0.041716 & -0.3231 & 0.373861 \tabularnewline
25 & 0.060303 & 0.4671 & 0.321059 \tabularnewline
26 & -0.117884 & -0.9131 & 0.182416 \tabularnewline
27 & -0.154494 & -1.1967 & 0.118064 \tabularnewline
28 & -0.027546 & -0.2134 & 0.415882 \tabularnewline
29 & -0.003677 & -0.0285 & 0.488685 \tabularnewline
30 & -0.109167 & -0.8456 & 0.200567 \tabularnewline
31 & 0.098726 & 0.7647 & 0.223714 \tabularnewline
32 & 0.133609 & 1.0349 & 0.152428 \tabularnewline
33 & 0.096277 & 0.7458 & 0.229363 \tabularnewline
34 & 0.028781 & 0.2229 & 0.41217 \tabularnewline
35 & -0.033726 & -0.2612 & 0.3974 \tabularnewline
36 & 0.047607 & 0.3688 & 0.356801 \tabularnewline
37 & -0.07541 & -0.5841 & 0.280663 \tabularnewline
38 & -0.059508 & -0.461 & 0.323251 \tabularnewline
39 & 0.106363 & 0.8239 & 0.206635 \tabularnewline
40 & -0.041374 & -0.3205 & 0.37486 \tabularnewline
41 & 0.07901 & 0.612 & 0.271423 \tabularnewline
42 & 0.006987 & 0.0541 & 0.47851 \tabularnewline
43 & -0.049581 & -0.3841 & 0.351149 \tabularnewline
44 & -0.063401 & -0.4911 & 0.312574 \tabularnewline
45 & 0.008313 & 0.0644 & 0.474436 \tabularnewline
46 & -0.045526 & -0.3526 & 0.362796 \tabularnewline
47 & 0.008991 & 0.0696 & 0.472355 \tabularnewline
48 & -0.12374 & -0.9585 & 0.170832 \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]0.488252[/C][C]3.782[/C][C]0.00018[/C][/ROW]
[ROW][C]2[/C][C]-0.130694[/C][C]-1.0124[/C][C]0.157717[/C][/ROW]
[ROW][C]3[/C][C]0.209285[/C][C]1.6211[/C][C]0.055119[/C][/ROW]
[ROW][C]4[/C][C]0.090023[/C][C]0.6973[/C][C]0.24415[/C][/ROW]
[ROW][C]5[/C][C]0.063218[/C][C]0.4897[/C][C]0.313071[/C][/ROW]
[ROW][C]6[/C][C]0.038228[/C][C]0.2961[/C][C]0.384083[/C][/ROW]
[ROW][C]7[/C][C]0.094215[/C][C]0.7298[/C][C]0.234179[/C][/ROW]
[ROW][C]8[/C][C]-0.231244[/C][C]-1.7912[/C][C]0.039152[/C][/ROW]
[ROW][C]9[/C][C]-0.141954[/C][C]-1.0996[/C][C]0.137956[/C][/ROW]
[ROW][C]10[/C][C]-0.241952[/C][C]-1.8742[/C][C]0.03289[/C][/ROW]
[ROW][C]11[/C][C]0.261057[/C][C]2.0221[/C][C]0.023814[/C][/ROW]
[ROW][C]12[/C][C]0.220209[/C][C]1.7057[/C][C]0.046615[/C][/ROW]
[ROW][C]13[/C][C]-0.210776[/C][C]-1.6327[/C][C]0.053889[/C][/ROW]
[ROW][C]14[/C][C]-0.09622[/C][C]-0.7453[/C][C]0.229494[/C][/ROW]
[ROW][C]15[/C][C]-0.202804[/C][C]-1.5709[/C][C]0.060731[/C][/ROW]
[ROW][C]16[/C][C]-0.046962[/C][C]-0.3638[/C][C]0.358657[/C][/ROW]
[ROW][C]17[/C][C]0.044704[/C][C]0.3463[/C][C]0.365173[/C][/ROW]
[ROW][C]18[/C][C]-0.152225[/C][C]-1.1791[/C][C]0.121501[/C][/ROW]
[ROW][C]19[/C][C]0.028446[/C][C]0.2203[/C][C]0.413175[/C][/ROW]
[ROW][C]20[/C][C]-0.01179[/C][C]-0.0913[/C][C]0.463769[/C][/ROW]
[ROW][C]21[/C][C]0.004884[/C][C]0.0378[/C][C]0.484973[/C][/ROW]
[ROW][C]22[/C][C]-0.012924[/C][C]-0.1001[/C][C]0.460297[/C][/ROW]
[ROW][C]23[/C][C]0.120206[/C][C]0.9311[/C][C]0.177763[/C][/ROW]
[ROW][C]24[/C][C]-0.041716[/C][C]-0.3231[/C][C]0.373861[/C][/ROW]
[ROW][C]25[/C][C]0.060303[/C][C]0.4671[/C][C]0.321059[/C][/ROW]
[ROW][C]26[/C][C]-0.117884[/C][C]-0.9131[/C][C]0.182416[/C][/ROW]
[ROW][C]27[/C][C]-0.154494[/C][C]-1.1967[/C][C]0.118064[/C][/ROW]
[ROW][C]28[/C][C]-0.027546[/C][C]-0.2134[/C][C]0.415882[/C][/ROW]
[ROW][C]29[/C][C]-0.003677[/C][C]-0.0285[/C][C]0.488685[/C][/ROW]
[ROW][C]30[/C][C]-0.109167[/C][C]-0.8456[/C][C]0.200567[/C][/ROW]
[ROW][C]31[/C][C]0.098726[/C][C]0.7647[/C][C]0.223714[/C][/ROW]
[ROW][C]32[/C][C]0.133609[/C][C]1.0349[/C][C]0.152428[/C][/ROW]
[ROW][C]33[/C][C]0.096277[/C][C]0.7458[/C][C]0.229363[/C][/ROW]
[ROW][C]34[/C][C]0.028781[/C][C]0.2229[/C][C]0.41217[/C][/ROW]
[ROW][C]35[/C][C]-0.033726[/C][C]-0.2612[/C][C]0.3974[/C][/ROW]
[ROW][C]36[/C][C]0.047607[/C][C]0.3688[/C][C]0.356801[/C][/ROW]
[ROW][C]37[/C][C]-0.07541[/C][C]-0.5841[/C][C]0.280663[/C][/ROW]
[ROW][C]38[/C][C]-0.059508[/C][C]-0.461[/C][C]0.323251[/C][/ROW]
[ROW][C]39[/C][C]0.106363[/C][C]0.8239[/C][C]0.206635[/C][/ROW]
[ROW][C]40[/C][C]-0.041374[/C][C]-0.3205[/C][C]0.37486[/C][/ROW]
[ROW][C]41[/C][C]0.07901[/C][C]0.612[/C][C]0.271423[/C][/ROW]
[ROW][C]42[/C][C]0.006987[/C][C]0.0541[/C][C]0.47851[/C][/ROW]
[ROW][C]43[/C][C]-0.049581[/C][C]-0.3841[/C][C]0.351149[/C][/ROW]
[ROW][C]44[/C][C]-0.063401[/C][C]-0.4911[/C][C]0.312574[/C][/ROW]
[ROW][C]45[/C][C]0.008313[/C][C]0.0644[/C][C]0.474436[/C][/ROW]
[ROW][C]46[/C][C]-0.045526[/C][C]-0.3526[/C][C]0.362796[/C][/ROW]
[ROW][C]47[/C][C]0.008991[/C][C]0.0696[/C][C]0.472355[/C][/ROW]
[ROW][C]48[/C][C]-0.12374[/C][C]-0.9585[/C][C]0.170832[/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	0.488252	3.782	0.00018
2	-0.130694	-1.0124	0.157717
3	0.209285	1.6211	0.055119
4	0.090023	0.6973	0.24415
5	0.063218	0.4897	0.313071
6	0.038228	0.2961	0.384083
7	0.094215	0.7298	0.234179
8	-0.231244	-1.7912	0.039152
9	-0.141954	-1.0996	0.137956
10	-0.241952	-1.8742	0.03289
11	0.261057	2.0221	0.023814
12	0.220209	1.7057	0.046615
13	-0.210776	-1.6327	0.053889
14	-0.09622	-0.7453	0.229494
15	-0.202804	-1.5709	0.060731
16	-0.046962	-0.3638	0.358657
17	0.044704	0.3463	0.365173
18	-0.152225	-1.1791	0.121501
19	0.028446	0.2203	0.413175
20	-0.01179	-0.0913	0.463769
21	0.004884	0.0378	0.484973
22	-0.012924	-0.1001	0.460297
23	0.120206	0.9311	0.177763
24	-0.041716	-0.3231	0.373861
25	0.060303	0.4671	0.321059
26	-0.117884	-0.9131	0.182416
27	-0.154494	-1.1967	0.118064
28	-0.027546	-0.2134	0.415882
29	-0.003677	-0.0285	0.488685
30	-0.109167	-0.8456	0.200567
31	0.098726	0.7647	0.223714
32	0.133609	1.0349	0.152428
33	0.096277	0.7458	0.229363
34	0.028781	0.2229	0.41217
35	-0.033726	-0.2612	0.3974
36	0.047607	0.3688	0.356801
37	-0.07541	-0.5841	0.280663
38	-0.059508	-0.461	0.323251
39	0.106363	0.8239	0.206635
40	-0.041374	-0.3205	0.37486
41	0.07901	0.612	0.271423
42	0.006987	0.0541	0.47851
43	-0.049581	-0.3841	0.351149
44	-0.063401	-0.4911	0.312574
45	0.008313	0.0644	0.474436
46	-0.045526	-0.3526	0.362796
47	0.008991	0.0696	0.472355
48	-0.12374	-0.9585	0.170832

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