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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Thu, 16 Oct 2014 14:13:46 +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/2014/Oct/16/t141346526937gjzs49qsc6xe6.htm/, Retrieved Sun, 10 Nov 2024 19:49:00 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=242364, Retrieved Sun, 10 Nov 2024 19:49:00 +0000

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

-       [(Partial) Autocorrelation Function] [] [2014-10-16 13:13:46] [ce030e64aa9efcfbf032d2aff4cc4bf0] [Current]

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Dataseries X:

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1.38
1.96
1.36
1.24
1.35
1.23
1.09
1.08
1.33
1.35
1.38
1.5
1.47
2.09
1.52
1.29
1.52
1.27
1.35
1.29
1.41
1.39
1.45
1.53
1.45
2.11
1.53
1.38
1.54
1.35
1.29
1.33
1.47
1.47
1.54
1.59
1.5
2
1.51
1.4
1.62
1.44
1.29
1.28
1.4
1.39
1.46
1.49
1.45
2.05
1.59
1.42
1.73
1.39
1.23
1.37
1.51
1.47
1.5
1.54
1.54
2.15
1.62
1.4
1.65
1.49
1.45
1.45
1.51
1.48
1.56
1.57
1.57
2.28
1.7
1.56
1.8
1.56
1.51
1.46
1.51
1.55
1.57
1.64
1.58
2.16
1.77
1.54
1.64
1.53
1.49
1.43
1.52
1.56
1.59
1.64

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

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.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=242364&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]'Gwilym Jenkins' @ jenkins.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=242364&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=242364&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	'Gwilym Jenkins' @ jenkins.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	0.273835	2.683	0.004296
2	0.135548	1.3281	0.093649
3	0.24795	2.4294	0.008492
4	-0.052642	-0.5158	0.303594
5	-0.146387	-1.4343	0.07737
6	-0.258389	-2.5317	0.006488
7	-0.170622	-1.6717	0.048916
8	-0.096155	-0.9421	0.174248
9	0.176635	1.7307	0.043362
10	0.063369	0.6209	0.268072
11	0.147466	1.4449	0.075876
12	0.776629	7.6094	0
13	0.173882	1.7037	0.045837
14	0.063227	0.6195	0.268529
15	0.187947	1.8415	0.034319
16	-0.079558	-0.7795	0.2188
17	-0.142063	-1.3919	0.08358
18	-0.250306	-2.4525	0.007996
19	-0.20233	-1.9824	0.025145
20	-0.131979	-1.2931	0.099536
21	0.099044	0.9704	0.167135
22	-0.004985	-0.0488	0.480573
23	0.069396	0.6799	0.24909
24	0.608894	5.9659	0
25	0.119413	1.17	0.122447
26	0.039568	0.3877	0.349554
27	0.140481	1.3764	0.085945
28	-0.08938	-0.8757	0.191678
29	-0.163135	-1.5984	0.056621
30	-0.248391	-2.4337	0.008397
31	-0.212687	-2.0839	0.019913
32	-0.153967	-1.5086	0.067348
33	0.041093	0.4026	0.34406
34	-0.028944	-0.2836	0.388665
35	0.03056	0.2994	0.38263
36	0.482914	4.7316	4e-06
37	0.097267	0.953	0.171488
38	0.036796	0.3605	0.359622
39	0.128713	1.2611	0.10516
40	-0.065432	-0.6411	0.261494
41	-0.128755	-1.2615	0.105087
42	-0.206524	-2.0235	0.0229
43	-0.172019	-1.6854	0.047577
44	-0.14194	-1.3907	0.083763
45	-0.014182	-0.139	0.44489
46	-0.061725	-0.6048	0.273377
47	-0.004063	-0.0398	0.484166
48	0.37137	3.6387	0.000222

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.273835 & 2.683 & 0.004296 \tabularnewline
2 & 0.135548 & 1.3281 & 0.093649 \tabularnewline
3 & 0.24795 & 2.4294 & 0.008492 \tabularnewline
4 & -0.052642 & -0.5158 & 0.303594 \tabularnewline
5 & -0.146387 & -1.4343 & 0.07737 \tabularnewline
6 & -0.258389 & -2.5317 & 0.006488 \tabularnewline
7 & -0.170622 & -1.6717 & 0.048916 \tabularnewline
8 & -0.096155 & -0.9421 & 0.174248 \tabularnewline
9 & 0.176635 & 1.7307 & 0.043362 \tabularnewline
10 & 0.063369 & 0.6209 & 0.268072 \tabularnewline
11 & 0.147466 & 1.4449 & 0.075876 \tabularnewline
12 & 0.776629 & 7.6094 & 0 \tabularnewline
13 & 0.173882 & 1.7037 & 0.045837 \tabularnewline
14 & 0.063227 & 0.6195 & 0.268529 \tabularnewline
15 & 0.187947 & 1.8415 & 0.034319 \tabularnewline
16 & -0.079558 & -0.7795 & 0.2188 \tabularnewline
17 & -0.142063 & -1.3919 & 0.08358 \tabularnewline
18 & -0.250306 & -2.4525 & 0.007996 \tabularnewline
19 & -0.20233 & -1.9824 & 0.025145 \tabularnewline
20 & -0.131979 & -1.2931 & 0.099536 \tabularnewline
21 & 0.099044 & 0.9704 & 0.167135 \tabularnewline
22 & -0.004985 & -0.0488 & 0.480573 \tabularnewline
23 & 0.069396 & 0.6799 & 0.24909 \tabularnewline
24 & 0.608894 & 5.9659 & 0 \tabularnewline
25 & 0.119413 & 1.17 & 0.122447 \tabularnewline
26 & 0.039568 & 0.3877 & 0.349554 \tabularnewline
27 & 0.140481 & 1.3764 & 0.085945 \tabularnewline
28 & -0.08938 & -0.8757 & 0.191678 \tabularnewline
29 & -0.163135 & -1.5984 & 0.056621 \tabularnewline
30 & -0.248391 & -2.4337 & 0.008397 \tabularnewline
31 & -0.212687 & -2.0839 & 0.019913 \tabularnewline
32 & -0.153967 & -1.5086 & 0.067348 \tabularnewline
33 & 0.041093 & 0.4026 & 0.34406 \tabularnewline
34 & -0.028944 & -0.2836 & 0.388665 \tabularnewline
35 & 0.03056 & 0.2994 & 0.38263 \tabularnewline
36 & 0.482914 & 4.7316 & 4e-06 \tabularnewline
37 & 0.097267 & 0.953 & 0.171488 \tabularnewline
38 & 0.036796 & 0.3605 & 0.359622 \tabularnewline
39 & 0.128713 & 1.2611 & 0.10516 \tabularnewline
40 & -0.065432 & -0.6411 & 0.261494 \tabularnewline
41 & -0.128755 & -1.2615 & 0.105087 \tabularnewline
42 & -0.206524 & -2.0235 & 0.0229 \tabularnewline
43 & -0.172019 & -1.6854 & 0.047577 \tabularnewline
44 & -0.14194 & -1.3907 & 0.083763 \tabularnewline
45 & -0.014182 & -0.139 & 0.44489 \tabularnewline
46 & -0.061725 & -0.6048 & 0.273377 \tabularnewline
47 & -0.004063 & -0.0398 & 0.484166 \tabularnewline
48 & 0.37137 & 3.6387 & 0.000222 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=242364&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]0.273835[/C][C]2.683[/C][C]0.004296[/C][/ROW]
[ROW][C]2[/C][C]0.135548[/C][C]1.3281[/C][C]0.093649[/C][/ROW]
[ROW][C]3[/C][C]0.24795[/C][C]2.4294[/C][C]0.008492[/C][/ROW]
[ROW][C]4[/C][C]-0.052642[/C][C]-0.5158[/C][C]0.303594[/C][/ROW]
[ROW][C]5[/C][C]-0.146387[/C][C]-1.4343[/C][C]0.07737[/C][/ROW]
[ROW][C]6[/C][C]-0.258389[/C][C]-2.5317[/C][C]0.006488[/C][/ROW]
[ROW][C]7[/C][C]-0.170622[/C][C]-1.6717[/C][C]0.048916[/C][/ROW]
[ROW][C]8[/C][C]-0.096155[/C][C]-0.9421[/C][C]0.174248[/C][/ROW]
[ROW][C]9[/C][C]0.176635[/C][C]1.7307[/C][C]0.043362[/C][/ROW]
[ROW][C]10[/C][C]0.063369[/C][C]0.6209[/C][C]0.268072[/C][/ROW]
[ROW][C]11[/C][C]0.147466[/C][C]1.4449[/C][C]0.075876[/C][/ROW]
[ROW][C]12[/C][C]0.776629[/C][C]7.6094[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.173882[/C][C]1.7037[/C][C]0.045837[/C][/ROW]
[ROW][C]14[/C][C]0.063227[/C][C]0.6195[/C][C]0.268529[/C][/ROW]
[ROW][C]15[/C][C]0.187947[/C][C]1.8415[/C][C]0.034319[/C][/ROW]
[ROW][C]16[/C][C]-0.079558[/C][C]-0.7795[/C][C]0.2188[/C][/ROW]
[ROW][C]17[/C][C]-0.142063[/C][C]-1.3919[/C][C]0.08358[/C][/ROW]
[ROW][C]18[/C][C]-0.250306[/C][C]-2.4525[/C][C]0.007996[/C][/ROW]
[ROW][C]19[/C][C]-0.20233[/C][C]-1.9824[/C][C]0.025145[/C][/ROW]
[ROW][C]20[/C][C]-0.131979[/C][C]-1.2931[/C][C]0.099536[/C][/ROW]
[ROW][C]21[/C][C]0.099044[/C][C]0.9704[/C][C]0.167135[/C][/ROW]
[ROW][C]22[/C][C]-0.004985[/C][C]-0.0488[/C][C]0.480573[/C][/ROW]
[ROW][C]23[/C][C]0.069396[/C][C]0.6799[/C][C]0.24909[/C][/ROW]
[ROW][C]24[/C][C]0.608894[/C][C]5.9659[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.119413[/C][C]1.17[/C][C]0.122447[/C][/ROW]
[ROW][C]26[/C][C]0.039568[/C][C]0.3877[/C][C]0.349554[/C][/ROW]
[ROW][C]27[/C][C]0.140481[/C][C]1.3764[/C][C]0.085945[/C][/ROW]
[ROW][C]28[/C][C]-0.08938[/C][C]-0.8757[/C][C]0.191678[/C][/ROW]
[ROW][C]29[/C][C]-0.163135[/C][C]-1.5984[/C][C]0.056621[/C][/ROW]
[ROW][C]30[/C][C]-0.248391[/C][C]-2.4337[/C][C]0.008397[/C][/ROW]
[ROW][C]31[/C][C]-0.212687[/C][C]-2.0839[/C][C]0.019913[/C][/ROW]
[ROW][C]32[/C][C]-0.153967[/C][C]-1.5086[/C][C]0.067348[/C][/ROW]
[ROW][C]33[/C][C]0.041093[/C][C]0.4026[/C][C]0.34406[/C][/ROW]
[ROW][C]34[/C][C]-0.028944[/C][C]-0.2836[/C][C]0.388665[/C][/ROW]
[ROW][C]35[/C][C]0.03056[/C][C]0.2994[/C][C]0.38263[/C][/ROW]
[ROW][C]36[/C][C]0.482914[/C][C]4.7316[/C][C]4e-06[/C][/ROW]
[ROW][C]37[/C][C]0.097267[/C][C]0.953[/C][C]0.171488[/C][/ROW]
[ROW][C]38[/C][C]0.036796[/C][C]0.3605[/C][C]0.359622[/C][/ROW]
[ROW][C]39[/C][C]0.128713[/C][C]1.2611[/C][C]0.10516[/C][/ROW]
[ROW][C]40[/C][C]-0.065432[/C][C]-0.6411[/C][C]0.261494[/C][/ROW]
[ROW][C]41[/C][C]-0.128755[/C][C]-1.2615[/C][C]0.105087[/C][/ROW]
[ROW][C]42[/C][C]-0.206524[/C][C]-2.0235[/C][C]0.0229[/C][/ROW]
[ROW][C]43[/C][C]-0.172019[/C][C]-1.6854[/C][C]0.047577[/C][/ROW]
[ROW][C]44[/C][C]-0.14194[/C][C]-1.3907[/C][C]0.083763[/C][/ROW]
[ROW][C]45[/C][C]-0.014182[/C][C]-0.139[/C][C]0.44489[/C][/ROW]
[ROW][C]46[/C][C]-0.061725[/C][C]-0.6048[/C][C]0.273377[/C][/ROW]
[ROW][C]47[/C][C]-0.004063[/C][C]-0.0398[/C][C]0.484166[/C][/ROW]
[ROW][C]48[/C][C]0.37137[/C][C]3.6387[/C][C]0.000222[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=242364&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=242364&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	0.273835	2.683	0.004296
2	0.135548	1.3281	0.093649
3	0.24795	2.4294	0.008492
4	-0.052642	-0.5158	0.303594
5	-0.146387	-1.4343	0.07737
6	-0.258389	-2.5317	0.006488
7	-0.170622	-1.6717	0.048916
8	-0.096155	-0.9421	0.174248
9	0.176635	1.7307	0.043362
10	0.063369	0.6209	0.268072
11	0.147466	1.4449	0.075876
12	0.776629	7.6094	0
13	0.173882	1.7037	0.045837
14	0.063227	0.6195	0.268529
15	0.187947	1.8415	0.034319
16	-0.079558	-0.7795	0.2188
17	-0.142063	-1.3919	0.08358
18	-0.250306	-2.4525	0.007996
19	-0.20233	-1.9824	0.025145
20	-0.131979	-1.2931	0.099536
21	0.099044	0.9704	0.167135
22	-0.004985	-0.0488	0.480573
23	0.069396	0.6799	0.24909
24	0.608894	5.9659	0
25	0.119413	1.17	0.122447
26	0.039568	0.3877	0.349554
27	0.140481	1.3764	0.085945
28	-0.08938	-0.8757	0.191678
29	-0.163135	-1.5984	0.056621
30	-0.248391	-2.4337	0.008397
31	-0.212687	-2.0839	0.019913
32	-0.153967	-1.5086	0.067348
33	0.041093	0.4026	0.34406
34	-0.028944	-0.2836	0.388665
35	0.03056	0.2994	0.38263
36	0.482914	4.7316	4e-06
37	0.097267	0.953	0.171488
38	0.036796	0.3605	0.359622
39	0.128713	1.2611	0.10516
40	-0.065432	-0.6411	0.261494
41	-0.128755	-1.2615	0.105087
42	-0.206524	-2.0235	0.0229
43	-0.172019	-1.6854	0.047577
44	-0.14194	-1.3907	0.083763
45	-0.014182	-0.139	0.44489
46	-0.061725	-0.6048	0.273377
47	-0.004063	-0.0398	0.484166
48	0.37137	3.6387	0.000222

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.273835	2.683	0.004296
2	0.065471	0.6415	0.261368
3	0.212078	2.0779	0.020192
4	-0.195815	-1.9186	0.029003
5	-0.137523	-1.3474	0.090505
6	-0.270054	-2.646	0.00476
7	0.030337	0.2972	0.383463
8	0.041973	0.4112	0.340905
9	0.414446	4.0607	5e-05
10	-0.092536	-0.9067	0.183428
11	0.097904	0.9593	0.169918
12	0.680364	6.6662	0
13	-0.38943	-3.8156	0.00012
14	-0.066965	-0.6561	0.256657
15	-0.093637	-0.9174	0.180603
16	0.024411	0.2392	0.40574
17	0.04602	0.4509	0.326537
18	0.003296	0.0323	0.487153
19	-0.096521	-0.9457	0.173335
20	0.002748	0.0269	0.489287
21	-0.074824	-0.7331	0.232636
22	0.021131	0.207	0.418208
23	0.078184	0.766	0.222765
24	-0.024454	-0.2396	0.405574
25	0.02068	0.2026	0.419932
26	-0.000477	-0.0047	0.498141
27	-0.105021	-1.029	0.153035
28	0.034191	0.335	0.369176
29	-0.138402	-1.3561	0.089131
30	0.062535	0.6127	0.270756
31	0.040861	0.4004	0.344893
32	-0.017009	-0.1666	0.433998
33	-0.045811	-0.4489	0.327275
34	0.06485	0.6354	0.263341
35	-0.07545	-0.7393	0.230779
36	0.034381	0.3369	0.368476
37	0.013757	0.1348	0.446528
38	-0.003628	-0.0356	0.485857
39	0.060043	0.5883	0.278857
40	-0.023922	-0.2344	0.407591
41	0.046095	0.4516	0.326274
42	-0.008462	-0.0829	0.467049
43	0.01413	0.1384	0.445088
44	-0.032751	-0.3209	0.374494
45	-0.094376	-0.9247	0.178723
46	-0.034292	-0.336	0.368804
47	0.050015	0.49	0.312611
48	-0.000933	-0.0091	0.496362

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.273835 & 2.683 & 0.004296 \tabularnewline
2 & 0.065471 & 0.6415 & 0.261368 \tabularnewline
3 & 0.212078 & 2.0779 & 0.020192 \tabularnewline
4 & -0.195815 & -1.9186 & 0.029003 \tabularnewline
5 & -0.137523 & -1.3474 & 0.090505 \tabularnewline
6 & -0.270054 & -2.646 & 0.00476 \tabularnewline
7 & 0.030337 & 0.2972 & 0.383463 \tabularnewline
8 & 0.041973 & 0.4112 & 0.340905 \tabularnewline
9 & 0.414446 & 4.0607 & 5e-05 \tabularnewline
10 & -0.092536 & -0.9067 & 0.183428 \tabularnewline
11 & 0.097904 & 0.9593 & 0.169918 \tabularnewline
12 & 0.680364 & 6.6662 & 0 \tabularnewline
13 & -0.38943 & -3.8156 & 0.00012 \tabularnewline
14 & -0.066965 & -0.6561 & 0.256657 \tabularnewline
15 & -0.093637 & -0.9174 & 0.180603 \tabularnewline
16 & 0.024411 & 0.2392 & 0.40574 \tabularnewline
17 & 0.04602 & 0.4509 & 0.326537 \tabularnewline
18 & 0.003296 & 0.0323 & 0.487153 \tabularnewline
19 & -0.096521 & -0.9457 & 0.173335 \tabularnewline
20 & 0.002748 & 0.0269 & 0.489287 \tabularnewline
21 & -0.074824 & -0.7331 & 0.232636 \tabularnewline
22 & 0.021131 & 0.207 & 0.418208 \tabularnewline
23 & 0.078184 & 0.766 & 0.222765 \tabularnewline
24 & -0.024454 & -0.2396 & 0.405574 \tabularnewline
25 & 0.02068 & 0.2026 & 0.419932 \tabularnewline
26 & -0.000477 & -0.0047 & 0.498141 \tabularnewline
27 & -0.105021 & -1.029 & 0.153035 \tabularnewline
28 & 0.034191 & 0.335 & 0.369176 \tabularnewline
29 & -0.138402 & -1.3561 & 0.089131 \tabularnewline
30 & 0.062535 & 0.6127 & 0.270756 \tabularnewline
31 & 0.040861 & 0.4004 & 0.344893 \tabularnewline
32 & -0.017009 & -0.1666 & 0.433998 \tabularnewline
33 & -0.045811 & -0.4489 & 0.327275 \tabularnewline
34 & 0.06485 & 0.6354 & 0.263341 \tabularnewline
35 & -0.07545 & -0.7393 & 0.230779 \tabularnewline
36 & 0.034381 & 0.3369 & 0.368476 \tabularnewline
37 & 0.013757 & 0.1348 & 0.446528 \tabularnewline
38 & -0.003628 & -0.0356 & 0.485857 \tabularnewline
39 & 0.060043 & 0.5883 & 0.278857 \tabularnewline
40 & -0.023922 & -0.2344 & 0.407591 \tabularnewline
41 & 0.046095 & 0.4516 & 0.326274 \tabularnewline
42 & -0.008462 & -0.0829 & 0.467049 \tabularnewline
43 & 0.01413 & 0.1384 & 0.445088 \tabularnewline
44 & -0.032751 & -0.3209 & 0.374494 \tabularnewline
45 & -0.094376 & -0.9247 & 0.178723 \tabularnewline
46 & -0.034292 & -0.336 & 0.368804 \tabularnewline
47 & 0.050015 & 0.49 & 0.312611 \tabularnewline
48 & -0.000933 & -0.0091 & 0.496362 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=242364&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]0.273835[/C][C]2.683[/C][C]0.004296[/C][/ROW]
[ROW][C]2[/C][C]0.065471[/C][C]0.6415[/C][C]0.261368[/C][/ROW]
[ROW][C]3[/C][C]0.212078[/C][C]2.0779[/C][C]0.020192[/C][/ROW]
[ROW][C]4[/C][C]-0.195815[/C][C]-1.9186[/C][C]0.029003[/C][/ROW]
[ROW][C]5[/C][C]-0.137523[/C][C]-1.3474[/C][C]0.090505[/C][/ROW]
[ROW][C]6[/C][C]-0.270054[/C][C]-2.646[/C][C]0.00476[/C][/ROW]
[ROW][C]7[/C][C]0.030337[/C][C]0.2972[/C][C]0.383463[/C][/ROW]
[ROW][C]8[/C][C]0.041973[/C][C]0.4112[/C][C]0.340905[/C][/ROW]
[ROW][C]9[/C][C]0.414446[/C][C]4.0607[/C][C]5e-05[/C][/ROW]
[ROW][C]10[/C][C]-0.092536[/C][C]-0.9067[/C][C]0.183428[/C][/ROW]
[ROW][C]11[/C][C]0.097904[/C][C]0.9593[/C][C]0.169918[/C][/ROW]
[ROW][C]12[/C][C]0.680364[/C][C]6.6662[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.38943[/C][C]-3.8156[/C][C]0.00012[/C][/ROW]
[ROW][C]14[/C][C]-0.066965[/C][C]-0.6561[/C][C]0.256657[/C][/ROW]
[ROW][C]15[/C][C]-0.093637[/C][C]-0.9174[/C][C]0.180603[/C][/ROW]
[ROW][C]16[/C][C]0.024411[/C][C]0.2392[/C][C]0.40574[/C][/ROW]
[ROW][C]17[/C][C]0.04602[/C][C]0.4509[/C][C]0.326537[/C][/ROW]
[ROW][C]18[/C][C]0.003296[/C][C]0.0323[/C][C]0.487153[/C][/ROW]
[ROW][C]19[/C][C]-0.096521[/C][C]-0.9457[/C][C]0.173335[/C][/ROW]
[ROW][C]20[/C][C]0.002748[/C][C]0.0269[/C][C]0.489287[/C][/ROW]
[ROW][C]21[/C][C]-0.074824[/C][C]-0.7331[/C][C]0.232636[/C][/ROW]
[ROW][C]22[/C][C]0.021131[/C][C]0.207[/C][C]0.418208[/C][/ROW]
[ROW][C]23[/C][C]0.078184[/C][C]0.766[/C][C]0.222765[/C][/ROW]
[ROW][C]24[/C][C]-0.024454[/C][C]-0.2396[/C][C]0.405574[/C][/ROW]
[ROW][C]25[/C][C]0.02068[/C][C]0.2026[/C][C]0.419932[/C][/ROW]
[ROW][C]26[/C][C]-0.000477[/C][C]-0.0047[/C][C]0.498141[/C][/ROW]
[ROW][C]27[/C][C]-0.105021[/C][C]-1.029[/C][C]0.153035[/C][/ROW]
[ROW][C]28[/C][C]0.034191[/C][C]0.335[/C][C]0.369176[/C][/ROW]
[ROW][C]29[/C][C]-0.138402[/C][C]-1.3561[/C][C]0.089131[/C][/ROW]
[ROW][C]30[/C][C]0.062535[/C][C]0.6127[/C][C]0.270756[/C][/ROW]
[ROW][C]31[/C][C]0.040861[/C][C]0.4004[/C][C]0.344893[/C][/ROW]
[ROW][C]32[/C][C]-0.017009[/C][C]-0.1666[/C][C]0.433998[/C][/ROW]
[ROW][C]33[/C][C]-0.045811[/C][C]-0.4489[/C][C]0.327275[/C][/ROW]
[ROW][C]34[/C][C]0.06485[/C][C]0.6354[/C][C]0.263341[/C][/ROW]
[ROW][C]35[/C][C]-0.07545[/C][C]-0.7393[/C][C]0.230779[/C][/ROW]
[ROW][C]36[/C][C]0.034381[/C][C]0.3369[/C][C]0.368476[/C][/ROW]
[ROW][C]37[/C][C]0.013757[/C][C]0.1348[/C][C]0.446528[/C][/ROW]
[ROW][C]38[/C][C]-0.003628[/C][C]-0.0356[/C][C]0.485857[/C][/ROW]
[ROW][C]39[/C][C]0.060043[/C][C]0.5883[/C][C]0.278857[/C][/ROW]
[ROW][C]40[/C][C]-0.023922[/C][C]-0.2344[/C][C]0.407591[/C][/ROW]
[ROW][C]41[/C][C]0.046095[/C][C]0.4516[/C][C]0.326274[/C][/ROW]
[ROW][C]42[/C][C]-0.008462[/C][C]-0.0829[/C][C]0.467049[/C][/ROW]
[ROW][C]43[/C][C]0.01413[/C][C]0.1384[/C][C]0.445088[/C][/ROW]
[ROW][C]44[/C][C]-0.032751[/C][C]-0.3209[/C][C]0.374494[/C][/ROW]
[ROW][C]45[/C][C]-0.094376[/C][C]-0.9247[/C][C]0.178723[/C][/ROW]
[ROW][C]46[/C][C]-0.034292[/C][C]-0.336[/C][C]0.368804[/C][/ROW]
[ROW][C]47[/C][C]0.050015[/C][C]0.49[/C][C]0.312611[/C][/ROW]
[ROW][C]48[/C][C]-0.000933[/C][C]-0.0091[/C][C]0.496362[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=242364&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=242364&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	0.273835	2.683	0.004296
2	0.065471	0.6415	0.261368
3	0.212078	2.0779	0.020192
4	-0.195815	-1.9186	0.029003
5	-0.137523	-1.3474	0.090505
6	-0.270054	-2.646	0.00476
7	0.030337	0.2972	0.383463
8	0.041973	0.4112	0.340905
9	0.414446	4.0607	5e-05
10	-0.092536	-0.9067	0.183428
11	0.097904	0.9593	0.169918
12	0.680364	6.6662	0
13	-0.38943	-3.8156	0.00012
14	-0.066965	-0.6561	0.256657
15	-0.093637	-0.9174	0.180603
16	0.024411	0.2392	0.40574
17	0.04602	0.4509	0.326537
18	0.003296	0.0323	0.487153
19	-0.096521	-0.9457	0.173335
20	0.002748	0.0269	0.489287
21	-0.074824	-0.7331	0.232636
22	0.021131	0.207	0.418208
23	0.078184	0.766	0.222765
24	-0.024454	-0.2396	0.405574
25	0.02068	0.2026	0.419932
26	-0.000477	-0.0047	0.498141
27	-0.105021	-1.029	0.153035
28	0.034191	0.335	0.369176
29	-0.138402	-1.3561	0.089131
30	0.062535	0.6127	0.270756
31	0.040861	0.4004	0.344893
32	-0.017009	-0.1666	0.433998
33	-0.045811	-0.4489	0.327275
34	0.06485	0.6354	0.263341
35	-0.07545	-0.7393	0.230779
36	0.034381	0.3369	0.368476
37	0.013757	0.1348	0.446528
38	-0.003628	-0.0356	0.485857
39	0.060043	0.5883	0.278857
40	-0.023922	-0.2344	0.407591
41	0.046095	0.4516	0.326274
42	-0.008462	-0.0829	0.467049
43	0.01413	0.1384	0.445088
44	-0.032751	-0.3209	0.374494
45	-0.094376	-0.9247	0.178723
46	-0.034292	-0.336	0.368804
47	0.050015	0.49	0.312611
48	-0.000933	-0.0091	0.496362

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)
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