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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 18 Oct 2016 19:58:59 +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/t1476817272rksbc1qdavb89ik.htm/, Retrieved Sun, 28 Apr 2024 18:30:22 +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 18:30:22 +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

\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
\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]
[/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

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.562152	3.8947	0.000152
2	0.176847	1.2252	0.113233
3	0.031551	0.2186	0.413946
4	-0.230745	-1.5986	0.058231
5	-0.554562	-3.8421	0.000179
6	-0.663669	-4.598	1.6e-05
7	-0.503865	-3.4909	0.000522
8	-0.194679	-1.3488	0.091869
9	0.061111	0.4234	0.336951
10	0.191297	1.3253	0.095665
11	0.481945	3.339	0.000816
12	0.686421	4.7557	9e-06
13	0.363662	2.5195	0.007567
14	0.122892	0.8514	0.199382
15	0.051306	0.3555	0.361902
16	-0.169645	-1.1753	0.122828
17	-0.426172	-2.9526	0.002433
18	-0.490707	-3.3997	0.000683
19	-0.338756	-2.347	0.01155
20	-0.106694	-0.7392	0.231693
21	0.01185	0.0821	0.467454
22	0.101187	0.701	0.243331
23	0.324492	2.2481	0.014598
24	0.440595	3.0525	0.001847
25	0.216929	1.5029	0.069704
26	0.078616	0.5447	0.294253
27	0.044772	0.3102	0.378879
28	-0.134664	-0.933	0.17775
29	-0.272961	-1.8911	0.032325
30	-0.271775	-1.8829	0.03289
31	-0.205484	-1.4236	0.080511
32	-0.098479	-0.6823	0.24917
33	-0.014076	-0.0975	0.46136
34	0.052267	0.3621	0.359426
35	0.19005	1.3167	0.097095
36	0.230821	1.5992	0.058172
37	0.079141	0.5483	0.293011
38	0.007897	0.0547	0.478297
39	-0.005581	-0.0387	0.484659
40	-0.057331	-0.3972	0.34649
41	-0.107032	-0.7415	0.230989
42	-0.099087	-0.6865	0.247852
43	-0.063437	-0.4395	0.331135
44	-0.031098	-0.2155	0.415164
45	0.004587	0.0318	0.487391
46	0.002409	0.0167	0.493376
47	0.025701	0.1781	0.429713
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.562152 & 3.8947 & 0.000152 \tabularnewline
2 & 0.176847 & 1.2252 & 0.113233 \tabularnewline
3 & 0.031551 & 0.2186 & 0.413946 \tabularnewline
4 & -0.230745 & -1.5986 & 0.058231 \tabularnewline
5 & -0.554562 & -3.8421 & 0.000179 \tabularnewline
6 & -0.663669 & -4.598 & 1.6e-05 \tabularnewline
7 & -0.503865 & -3.4909 & 0.000522 \tabularnewline
8 & -0.194679 & -1.3488 & 0.091869 \tabularnewline
9 & 0.061111 & 0.4234 & 0.336951 \tabularnewline
10 & 0.191297 & 1.3253 & 0.095665 \tabularnewline
11 & 0.481945 & 3.339 & 0.000816 \tabularnewline
12 & 0.686421 & 4.7557 & 9e-06 \tabularnewline
13 & 0.363662 & 2.5195 & 0.007567 \tabularnewline
14 & 0.122892 & 0.8514 & 0.199382 \tabularnewline
15 & 0.051306 & 0.3555 & 0.361902 \tabularnewline
16 & -0.169645 & -1.1753 & 0.122828 \tabularnewline
17 & -0.426172 & -2.9526 & 0.002433 \tabularnewline
18 & -0.490707 & -3.3997 & 0.000683 \tabularnewline
19 & -0.338756 & -2.347 & 0.01155 \tabularnewline
20 & -0.106694 & -0.7392 & 0.231693 \tabularnewline
21 & 0.01185 & 0.0821 & 0.467454 \tabularnewline
22 & 0.101187 & 0.701 & 0.243331 \tabularnewline
23 & 0.324492 & 2.2481 & 0.014598 \tabularnewline
24 & 0.440595 & 3.0525 & 0.001847 \tabularnewline
25 & 0.216929 & 1.5029 & 0.069704 \tabularnewline
26 & 0.078616 & 0.5447 & 0.294253 \tabularnewline
27 & 0.044772 & 0.3102 & 0.378879 \tabularnewline
28 & -0.134664 & -0.933 & 0.17775 \tabularnewline
29 & -0.272961 & -1.8911 & 0.032325 \tabularnewline
30 & -0.271775 & -1.8829 & 0.03289 \tabularnewline
31 & -0.205484 & -1.4236 & 0.080511 \tabularnewline
32 & -0.098479 & -0.6823 & 0.24917 \tabularnewline
33 & -0.014076 & -0.0975 & 0.46136 \tabularnewline
34 & 0.052267 & 0.3621 & 0.359426 \tabularnewline
35 & 0.19005 & 1.3167 & 0.097095 \tabularnewline
36 & 0.230821 & 1.5992 & 0.058172 \tabularnewline
37 & 0.079141 & 0.5483 & 0.293011 \tabularnewline
38 & 0.007897 & 0.0547 & 0.478297 \tabularnewline
39 & -0.005581 & -0.0387 & 0.484659 \tabularnewline
40 & -0.057331 & -0.3972 & 0.34649 \tabularnewline
41 & -0.107032 & -0.7415 & 0.230989 \tabularnewline
42 & -0.099087 & -0.6865 & 0.247852 \tabularnewline
43 & -0.063437 & -0.4395 & 0.331135 \tabularnewline
44 & -0.031098 & -0.2155 & 0.415164 \tabularnewline
45 & 0.004587 & 0.0318 & 0.487391 \tabularnewline
46 & 0.002409 & 0.0167 & 0.493376 \tabularnewline
47 & 0.025701 & 0.1781 & 0.429713 \tabularnewline
48 & NA & NA & NA \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]0.562152[/C][C]3.8947[/C][C]0.000152[/C][/ROW]
[ROW][C]2[/C][C]0.176847[/C][C]1.2252[/C][C]0.113233[/C][/ROW]
[ROW][C]3[/C][C]0.031551[/C][C]0.2186[/C][C]0.413946[/C][/ROW]
[ROW][C]4[/C][C]-0.230745[/C][C]-1.5986[/C][C]0.058231[/C][/ROW]
[ROW][C]5[/C][C]-0.554562[/C][C]-3.8421[/C][C]0.000179[/C][/ROW]
[ROW][C]6[/C][C]-0.663669[/C][C]-4.598[/C][C]1.6e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.503865[/C][C]-3.4909[/C][C]0.000522[/C][/ROW]
[ROW][C]8[/C][C]-0.194679[/C][C]-1.3488[/C][C]0.091869[/C][/ROW]
[ROW][C]9[/C][C]0.061111[/C][C]0.4234[/C][C]0.336951[/C][/ROW]
[ROW][C]10[/C][C]0.191297[/C][C]1.3253[/C][C]0.095665[/C][/ROW]
[ROW][C]11[/C][C]0.481945[/C][C]3.339[/C][C]0.000816[/C][/ROW]
[ROW][C]12[/C][C]0.686421[/C][C]4.7557[/C][C]9e-06[/C][/ROW]
[ROW][C]13[/C][C]0.363662[/C][C]2.5195[/C][C]0.007567[/C][/ROW]
[ROW][C]14[/C][C]0.122892[/C][C]0.8514[/C][C]0.199382[/C][/ROW]
[ROW][C]15[/C][C]0.051306[/C][C]0.3555[/C][C]0.361902[/C][/ROW]
[ROW][C]16[/C][C]-0.169645[/C][C]-1.1753[/C][C]0.122828[/C][/ROW]
[ROW][C]17[/C][C]-0.426172[/C][C]-2.9526[/C][C]0.002433[/C][/ROW]
[ROW][C]18[/C][C]-0.490707[/C][C]-3.3997[/C][C]0.000683[/C][/ROW]
[ROW][C]19[/C][C]-0.338756[/C][C]-2.347[/C][C]0.01155[/C][/ROW]
[ROW][C]20[/C][C]-0.106694[/C][C]-0.7392[/C][C]0.231693[/C][/ROW]
[ROW][C]21[/C][C]0.01185[/C][C]0.0821[/C][C]0.467454[/C][/ROW]
[ROW][C]22[/C][C]0.101187[/C][C]0.701[/C][C]0.243331[/C][/ROW]
[ROW][C]23[/C][C]0.324492[/C][C]2.2481[/C][C]0.014598[/C][/ROW]
[ROW][C]24[/C][C]0.440595[/C][C]3.0525[/C][C]0.001847[/C][/ROW]
[ROW][C]25[/C][C]0.216929[/C][C]1.5029[/C][C]0.069704[/C][/ROW]
[ROW][C]26[/C][C]0.078616[/C][C]0.5447[/C][C]0.294253[/C][/ROW]
[ROW][C]27[/C][C]0.044772[/C][C]0.3102[/C][C]0.378879[/C][/ROW]
[ROW][C]28[/C][C]-0.134664[/C][C]-0.933[/C][C]0.17775[/C][/ROW]
[ROW][C]29[/C][C]-0.272961[/C][C]-1.8911[/C][C]0.032325[/C][/ROW]
[ROW][C]30[/C][C]-0.271775[/C][C]-1.8829[/C][C]0.03289[/C][/ROW]
[ROW][C]31[/C][C]-0.205484[/C][C]-1.4236[/C][C]0.080511[/C][/ROW]
[ROW][C]32[/C][C]-0.098479[/C][C]-0.6823[/C][C]0.24917[/C][/ROW]
[ROW][C]33[/C][C]-0.014076[/C][C]-0.0975[/C][C]0.46136[/C][/ROW]
[ROW][C]34[/C][C]0.052267[/C][C]0.3621[/C][C]0.359426[/C][/ROW]
[ROW][C]35[/C][C]0.19005[/C][C]1.3167[/C][C]0.097095[/C][/ROW]
[ROW][C]36[/C][C]0.230821[/C][C]1.5992[/C][C]0.058172[/C][/ROW]
[ROW][C]37[/C][C]0.079141[/C][C]0.5483[/C][C]0.293011[/C][/ROW]
[ROW][C]38[/C][C]0.007897[/C][C]0.0547[/C][C]0.478297[/C][/ROW]
[ROW][C]39[/C][C]-0.005581[/C][C]-0.0387[/C][C]0.484659[/C][/ROW]
[ROW][C]40[/C][C]-0.057331[/C][C]-0.3972[/C][C]0.34649[/C][/ROW]
[ROW][C]41[/C][C]-0.107032[/C][C]-0.7415[/C][C]0.230989[/C][/ROW]
[ROW][C]42[/C][C]-0.099087[/C][C]-0.6865[/C][C]0.247852[/C][/ROW]
[ROW][C]43[/C][C]-0.063437[/C][C]-0.4395[/C][C]0.331135[/C][/ROW]
[ROW][C]44[/C][C]-0.031098[/C][C]-0.2155[/C][C]0.415164[/C][/ROW]
[ROW][C]45[/C][C]0.004587[/C][C]0.0318[/C][C]0.487391[/C][/ROW]
[ROW][C]46[/C][C]0.002409[/C][C]0.0167[/C][C]0.493376[/C][/ROW]
[ROW][C]47[/C][C]0.025701[/C][C]0.1781[/C][C]0.429713[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/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	0.562152	3.8947	0.000152
2	0.176847	1.2252	0.113233
3	0.031551	0.2186	0.413946
4	-0.230745	-1.5986	0.058231
5	-0.554562	-3.8421	0.000179
6	-0.663669	-4.598	1.6e-05
7	-0.503865	-3.4909	0.000522
8	-0.194679	-1.3488	0.091869
9	0.061111	0.4234	0.336951
10	0.191297	1.3253	0.095665
11	0.481945	3.339	0.000816
12	0.686421	4.7557	9e-06
13	0.363662	2.5195	0.007567
14	0.122892	0.8514	0.199382
15	0.051306	0.3555	0.361902
16	-0.169645	-1.1753	0.122828
17	-0.426172	-2.9526	0.002433
18	-0.490707	-3.3997	0.000683
19	-0.338756	-2.347	0.01155
20	-0.106694	-0.7392	0.231693
21	0.01185	0.0821	0.467454
22	0.101187	0.701	0.243331
23	0.324492	2.2481	0.014598
24	0.440595	3.0525	0.001847
25	0.216929	1.5029	0.069704
26	0.078616	0.5447	0.294253
27	0.044772	0.3102	0.378879
28	-0.134664	-0.933	0.17775
29	-0.272961	-1.8911	0.032325
30	-0.271775	-1.8829	0.03289
31	-0.205484	-1.4236	0.080511
32	-0.098479	-0.6823	0.24917
33	-0.014076	-0.0975	0.46136
34	0.052267	0.3621	0.359426
35	0.19005	1.3167	0.097095
36	0.230821	1.5992	0.058172
37	0.079141	0.5483	0.293011
38	0.007897	0.0547	0.478297
39	-0.005581	-0.0387	0.484659
40	-0.057331	-0.3972	0.34649
41	-0.107032	-0.7415	0.230989
42	-0.099087	-0.6865	0.247852
43	-0.063437	-0.4395	0.331135
44	-0.031098	-0.2155	0.415164
45	0.004587	0.0318	0.487391
46	0.002409	0.0167	0.493376
47	0.025701	0.1781	0.429713
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.562152	3.8947	0.000152
2	-0.203467	-1.4097	0.082544
3	0.040093	0.2778	0.391189
4	-0.357625	-2.4777	0.008397
5	-0.407681	-2.8245	0.003439
6	-0.347129	-2.405	0.010039
7	-0.160437	-1.1115	0.135936
8	0.104134	0.7215	0.237062
9	0.076405	0.5293	0.299501
10	-0.157531	-1.0914	0.140271
11	0.189686	1.3142	0.097516
12	0.238871	1.6549	0.05223
13	-0.278496	-1.9295	0.029797
14	0.129441	0.8968	0.187152
15	0.121858	0.8443	0.201358
16	0.061978	0.4294	0.334777
17	0.056981	0.3948	0.347378
18	-0.037856	-0.2623	0.397115
19	0.056752	0.3932	0.347961
20	0.074791	0.5182	0.303362
21	-0.083241	-0.5767	0.283415
22	0.016323	0.1131	0.455215
23	-0.064631	-0.4478	0.328165
24	-0.010677	-0.074	0.470671
25	-0.017955	-0.1244	0.450762
26	-0.028072	-0.1945	0.423306
27	-0.02589	-0.1794	0.429201
28	-0.086891	-0.602	0.275005
29	0.075064	0.5201	0.302708
30	0.065803	0.4559	0.325261
31	-0.125324	-0.8683	0.194783
32	-0.054105	-0.3748	0.354712
33	0.049871	0.3455	0.365608
34	-0.036673	-0.2541	0.40026
35	-0.016216	-0.1123	0.455508
36	-0.072709	-0.5037	0.308373
37	-0.059211	-0.4102	0.341732
38	-0.107605	-0.7455	0.2298
39	-0.13181	-0.9132	0.18285
40	0.172811	1.1973	0.11854
41	0.003547	0.0246	0.490249
42	-0.025386	-0.1759	0.430564
43	0.033744	0.2338	0.408072
44	-0.143462	-0.9939	0.162619
45	0.036298	0.2515	0.401259
46	-0.024274	-0.1682	0.433576
47	-0.04387	-0.3039	0.381244
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.562152 & 3.8947 & 0.000152 \tabularnewline
2 & -0.203467 & -1.4097 & 0.082544 \tabularnewline
3 & 0.040093 & 0.2778 & 0.391189 \tabularnewline
4 & -0.357625 & -2.4777 & 0.008397 \tabularnewline
5 & -0.407681 & -2.8245 & 0.003439 \tabularnewline
6 & -0.347129 & -2.405 & 0.010039 \tabularnewline
7 & -0.160437 & -1.1115 & 0.135936 \tabularnewline
8 & 0.104134 & 0.7215 & 0.237062 \tabularnewline
9 & 0.076405 & 0.5293 & 0.299501 \tabularnewline
10 & -0.157531 & -1.0914 & 0.140271 \tabularnewline
11 & 0.189686 & 1.3142 & 0.097516 \tabularnewline
12 & 0.238871 & 1.6549 & 0.05223 \tabularnewline
13 & -0.278496 & -1.9295 & 0.029797 \tabularnewline
14 & 0.129441 & 0.8968 & 0.187152 \tabularnewline
15 & 0.121858 & 0.8443 & 0.201358 \tabularnewline
16 & 0.061978 & 0.4294 & 0.334777 \tabularnewline
17 & 0.056981 & 0.3948 & 0.347378 \tabularnewline
18 & -0.037856 & -0.2623 & 0.397115 \tabularnewline
19 & 0.056752 & 0.3932 & 0.347961 \tabularnewline
20 & 0.074791 & 0.5182 & 0.303362 \tabularnewline
21 & -0.083241 & -0.5767 & 0.283415 \tabularnewline
22 & 0.016323 & 0.1131 & 0.455215 \tabularnewline
23 & -0.064631 & -0.4478 & 0.328165 \tabularnewline
24 & -0.010677 & -0.074 & 0.470671 \tabularnewline
25 & -0.017955 & -0.1244 & 0.450762 \tabularnewline
26 & -0.028072 & -0.1945 & 0.423306 \tabularnewline
27 & -0.02589 & -0.1794 & 0.429201 \tabularnewline
28 & -0.086891 & -0.602 & 0.275005 \tabularnewline
29 & 0.075064 & 0.5201 & 0.302708 \tabularnewline
30 & 0.065803 & 0.4559 & 0.325261 \tabularnewline
31 & -0.125324 & -0.8683 & 0.194783 \tabularnewline
32 & -0.054105 & -0.3748 & 0.354712 \tabularnewline
33 & 0.049871 & 0.3455 & 0.365608 \tabularnewline
34 & -0.036673 & -0.2541 & 0.40026 \tabularnewline
35 & -0.016216 & -0.1123 & 0.455508 \tabularnewline
36 & -0.072709 & -0.5037 & 0.308373 \tabularnewline
37 & -0.059211 & -0.4102 & 0.341732 \tabularnewline
38 & -0.107605 & -0.7455 & 0.2298 \tabularnewline
39 & -0.13181 & -0.9132 & 0.18285 \tabularnewline
40 & 0.172811 & 1.1973 & 0.11854 \tabularnewline
41 & 0.003547 & 0.0246 & 0.490249 \tabularnewline
42 & -0.025386 & -0.1759 & 0.430564 \tabularnewline
43 & 0.033744 & 0.2338 & 0.408072 \tabularnewline
44 & -0.143462 & -0.9939 & 0.162619 \tabularnewline
45 & 0.036298 & 0.2515 & 0.401259 \tabularnewline
46 & -0.024274 & -0.1682 & 0.433576 \tabularnewline
47 & -0.04387 & -0.3039 & 0.381244 \tabularnewline
48 & NA & NA & NA \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]0.562152[/C][C]3.8947[/C][C]0.000152[/C][/ROW]
[ROW][C]2[/C][C]-0.203467[/C][C]-1.4097[/C][C]0.082544[/C][/ROW]
[ROW][C]3[/C][C]0.040093[/C][C]0.2778[/C][C]0.391189[/C][/ROW]
[ROW][C]4[/C][C]-0.357625[/C][C]-2.4777[/C][C]0.008397[/C][/ROW]
[ROW][C]5[/C][C]-0.407681[/C][C]-2.8245[/C][C]0.003439[/C][/ROW]
[ROW][C]6[/C][C]-0.347129[/C][C]-2.405[/C][C]0.010039[/C][/ROW]
[ROW][C]7[/C][C]-0.160437[/C][C]-1.1115[/C][C]0.135936[/C][/ROW]
[ROW][C]8[/C][C]0.104134[/C][C]0.7215[/C][C]0.237062[/C][/ROW]
[ROW][C]9[/C][C]0.076405[/C][C]0.5293[/C][C]0.299501[/C][/ROW]
[ROW][C]10[/C][C]-0.157531[/C][C]-1.0914[/C][C]0.140271[/C][/ROW]
[ROW][C]11[/C][C]0.189686[/C][C]1.3142[/C][C]0.097516[/C][/ROW]
[ROW][C]12[/C][C]0.238871[/C][C]1.6549[/C][C]0.05223[/C][/ROW]
[ROW][C]13[/C][C]-0.278496[/C][C]-1.9295[/C][C]0.029797[/C][/ROW]
[ROW][C]14[/C][C]0.129441[/C][C]0.8968[/C][C]0.187152[/C][/ROW]
[ROW][C]15[/C][C]0.121858[/C][C]0.8443[/C][C]0.201358[/C][/ROW]
[ROW][C]16[/C][C]0.061978[/C][C]0.4294[/C][C]0.334777[/C][/ROW]
[ROW][C]17[/C][C]0.056981[/C][C]0.3948[/C][C]0.347378[/C][/ROW]
[ROW][C]18[/C][C]-0.037856[/C][C]-0.2623[/C][C]0.397115[/C][/ROW]
[ROW][C]19[/C][C]0.056752[/C][C]0.3932[/C][C]0.347961[/C][/ROW]
[ROW][C]20[/C][C]0.074791[/C][C]0.5182[/C][C]0.303362[/C][/ROW]
[ROW][C]21[/C][C]-0.083241[/C][C]-0.5767[/C][C]0.283415[/C][/ROW]
[ROW][C]22[/C][C]0.016323[/C][C]0.1131[/C][C]0.455215[/C][/ROW]
[ROW][C]23[/C][C]-0.064631[/C][C]-0.4478[/C][C]0.328165[/C][/ROW]
[ROW][C]24[/C][C]-0.010677[/C][C]-0.074[/C][C]0.470671[/C][/ROW]
[ROW][C]25[/C][C]-0.017955[/C][C]-0.1244[/C][C]0.450762[/C][/ROW]
[ROW][C]26[/C][C]-0.028072[/C][C]-0.1945[/C][C]0.423306[/C][/ROW]
[ROW][C]27[/C][C]-0.02589[/C][C]-0.1794[/C][C]0.429201[/C][/ROW]
[ROW][C]28[/C][C]-0.086891[/C][C]-0.602[/C][C]0.275005[/C][/ROW]
[ROW][C]29[/C][C]0.075064[/C][C]0.5201[/C][C]0.302708[/C][/ROW]
[ROW][C]30[/C][C]0.065803[/C][C]0.4559[/C][C]0.325261[/C][/ROW]
[ROW][C]31[/C][C]-0.125324[/C][C]-0.8683[/C][C]0.194783[/C][/ROW]
[ROW][C]32[/C][C]-0.054105[/C][C]-0.3748[/C][C]0.354712[/C][/ROW]
[ROW][C]33[/C][C]0.049871[/C][C]0.3455[/C][C]0.365608[/C][/ROW]
[ROW][C]34[/C][C]-0.036673[/C][C]-0.2541[/C][C]0.40026[/C][/ROW]
[ROW][C]35[/C][C]-0.016216[/C][C]-0.1123[/C][C]0.455508[/C][/ROW]
[ROW][C]36[/C][C]-0.072709[/C][C]-0.5037[/C][C]0.308373[/C][/ROW]
[ROW][C]37[/C][C]-0.059211[/C][C]-0.4102[/C][C]0.341732[/C][/ROW]
[ROW][C]38[/C][C]-0.107605[/C][C]-0.7455[/C][C]0.2298[/C][/ROW]
[ROW][C]39[/C][C]-0.13181[/C][C]-0.9132[/C][C]0.18285[/C][/ROW]
[ROW][C]40[/C][C]0.172811[/C][C]1.1973[/C][C]0.11854[/C][/ROW]
[ROW][C]41[/C][C]0.003547[/C][C]0.0246[/C][C]0.490249[/C][/ROW]
[ROW][C]42[/C][C]-0.025386[/C][C]-0.1759[/C][C]0.430564[/C][/ROW]
[ROW][C]43[/C][C]0.033744[/C][C]0.2338[/C][C]0.408072[/C][/ROW]
[ROW][C]44[/C][C]-0.143462[/C][C]-0.9939[/C][C]0.162619[/C][/ROW]
[ROW][C]45[/C][C]0.036298[/C][C]0.2515[/C][C]0.401259[/C][/ROW]
[ROW][C]46[/C][C]-0.024274[/C][C]-0.1682[/C][C]0.433576[/C][/ROW]
[ROW][C]47[/C][C]-0.04387[/C][C]-0.3039[/C][C]0.381244[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/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	0.562152	3.8947	0.000152
2	-0.203467	-1.4097	0.082544
3	0.040093	0.2778	0.391189
4	-0.357625	-2.4777	0.008397
5	-0.407681	-2.8245	0.003439
6	-0.347129	-2.405	0.010039
7	-0.160437	-1.1115	0.135936
8	0.104134	0.7215	0.237062
9	0.076405	0.5293	0.299501
10	-0.157531	-1.0914	0.140271
11	0.189686	1.3142	0.097516
12	0.238871	1.6549	0.05223
13	-0.278496	-1.9295	0.029797
14	0.129441	0.8968	0.187152
15	0.121858	0.8443	0.201358
16	0.061978	0.4294	0.334777
17	0.056981	0.3948	0.347378
18	-0.037856	-0.2623	0.397115
19	0.056752	0.3932	0.347961
20	0.074791	0.5182	0.303362
21	-0.083241	-0.5767	0.283415
22	0.016323	0.1131	0.455215
23	-0.064631	-0.4478	0.328165
24	-0.010677	-0.074	0.470671
25	-0.017955	-0.1244	0.450762
26	-0.028072	-0.1945	0.423306
27	-0.02589	-0.1794	0.429201
28	-0.086891	-0.602	0.275005
29	0.075064	0.5201	0.302708
30	0.065803	0.4559	0.325261
31	-0.125324	-0.8683	0.194783
32	-0.054105	-0.3748	0.354712
33	0.049871	0.3455	0.365608
34	-0.036673	-0.2541	0.40026
35	-0.016216	-0.1123	0.455508
36	-0.072709	-0.5037	0.308373
37	-0.059211	-0.4102	0.341732
38	-0.107605	-0.7455	0.2298
39	-0.13181	-0.9132	0.18285
40	0.172811	1.1973	0.11854
41	0.003547	0.0246	0.490249
42	-0.025386	-0.1759	0.430564
43	0.033744	0.2338	0.408072
44	-0.143462	-0.9939	0.162619
45	0.036298	0.2515	0.401259
46	-0.024274	-0.1682	0.433576
47	-0.04387	-0.3039	0.381244
48	NA	NA	NA

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