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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Thu, 22 Oct 2015 19:59:08 +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/2015/Oct/22/t1445540422oezncdnmozj9lw5.htm/, Retrieved Sat, 18 May 2024 06:29:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=282792, Retrieved Sat, 18 May 2024 06:29:39 +0000

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Estimated Impact

116

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

-     [Mean Plot] [] [2015-10-16 15:56:05] [28d4b24796eef66b82a75b9d9e9e9bf1]
- RMPD    [(Partial) Autocorrelation Function] [] [2015-10-22 18:59:08] [c1ddba2a8e5acbd364f51ad7d8f1d5c9] [Current]

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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=282792&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=282792&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=282792&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	-0.058155	-0.6016	0.27437
2	-0.058693	-0.6071	0.272526
3	-0.055245	-0.5715	0.284445
4	-0.054903	-0.5679	0.285638
5	-0.055442	-0.5735	0.283757
6	-0.05598	-0.5791	0.281881
7	-0.056519	-0.5846	0.280012
8	-0.057057	-0.5902	0.278149
9	-0.050485	-0.5222	0.301296
10	-0.050347	-0.5208	0.301793
11	-0.050886	-0.5264	0.299862
12	0.299173	3.0947	0.001257
13	-0.052037	-0.5383	0.295751
14	-0.052576	-0.5438	0.293838
15	-0.047022	-0.4864	0.31384
16	-0.047326	-0.4895	0.31273
17	-0.047864	-0.4951	0.310768
18	-0.048403	-0.5007	0.308811
19	-0.048941	-0.5063	0.30686
20	-0.04948	-0.5118	0.304915
21	-0.043429	-0.4492	0.327085
22	-0.043968	-0.4548	0.325085
23	-0.044506	-0.4604	0.32309
24	0.665685	6.8859	0
25	-0.045583	-0.4715	0.319116
26	-0.046122	-0.4771	0.317137
27	-0.046506	-0.4811	0.315728
28	-0.045514	-0.4708	0.319371
29	-0.046052	-0.4764	0.317391
30	-0.046591	-0.4819	0.315417
31	-0.047129	-0.4875	0.313447
32	-0.047668	-0.4931	0.311483
33	-0.042553	-0.4402	0.33035
34	-0.043092	-0.4457	0.328342
35	-0.04363	-0.4513	0.326338
36	0.401708	4.1553	3.3e-05
37	-0.044707	-0.4625	0.322348
38	-0.045246	-0.468	0.32036
39	-0.034528	-0.3572	0.36084
40	-0.035316	-0.3653	0.357801
41	-0.035854	-0.3709	0.35573
42	-0.036393	-0.3764	0.353664
43	-0.036931	-0.382	0.351602
44	-0.03747	-0.3876	0.349545
45	-0.022434	-0.2321	0.408467
46	-0.022973	-0.2376	0.406311
47	-0.023511	-0.2432	0.404158
48	0.269083	2.7834	0.00318

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.058155 & -0.6016 & 0.27437 \tabularnewline
2 & -0.058693 & -0.6071 & 0.272526 \tabularnewline
3 & -0.055245 & -0.5715 & 0.284445 \tabularnewline
4 & -0.054903 & -0.5679 & 0.285638 \tabularnewline
5 & -0.055442 & -0.5735 & 0.283757 \tabularnewline
6 & -0.05598 & -0.5791 & 0.281881 \tabularnewline
7 & -0.056519 & -0.5846 & 0.280012 \tabularnewline
8 & -0.057057 & -0.5902 & 0.278149 \tabularnewline
9 & -0.050485 & -0.5222 & 0.301296 \tabularnewline
10 & -0.050347 & -0.5208 & 0.301793 \tabularnewline
11 & -0.050886 & -0.5264 & 0.299862 \tabularnewline
12 & 0.299173 & 3.0947 & 0.001257 \tabularnewline
13 & -0.052037 & -0.5383 & 0.295751 \tabularnewline
14 & -0.052576 & -0.5438 & 0.293838 \tabularnewline
15 & -0.047022 & -0.4864 & 0.31384 \tabularnewline
16 & -0.047326 & -0.4895 & 0.31273 \tabularnewline
17 & -0.047864 & -0.4951 & 0.310768 \tabularnewline
18 & -0.048403 & -0.5007 & 0.308811 \tabularnewline
19 & -0.048941 & -0.5063 & 0.30686 \tabularnewline
20 & -0.04948 & -0.5118 & 0.304915 \tabularnewline
21 & -0.043429 & -0.4492 & 0.327085 \tabularnewline
22 & -0.043968 & -0.4548 & 0.325085 \tabularnewline
23 & -0.044506 & -0.4604 & 0.32309 \tabularnewline
24 & 0.665685 & 6.8859 & 0 \tabularnewline
25 & -0.045583 & -0.4715 & 0.319116 \tabularnewline
26 & -0.046122 & -0.4771 & 0.317137 \tabularnewline
27 & -0.046506 & -0.4811 & 0.315728 \tabularnewline
28 & -0.045514 & -0.4708 & 0.319371 \tabularnewline
29 & -0.046052 & -0.4764 & 0.317391 \tabularnewline
30 & -0.046591 & -0.4819 & 0.315417 \tabularnewline
31 & -0.047129 & -0.4875 & 0.313447 \tabularnewline
32 & -0.047668 & -0.4931 & 0.311483 \tabularnewline
33 & -0.042553 & -0.4402 & 0.33035 \tabularnewline
34 & -0.043092 & -0.4457 & 0.328342 \tabularnewline
35 & -0.04363 & -0.4513 & 0.326338 \tabularnewline
36 & 0.401708 & 4.1553 & 3.3e-05 \tabularnewline
37 & -0.044707 & -0.4625 & 0.322348 \tabularnewline
38 & -0.045246 & -0.468 & 0.32036 \tabularnewline
39 & -0.034528 & -0.3572 & 0.36084 \tabularnewline
40 & -0.035316 & -0.3653 & 0.357801 \tabularnewline
41 & -0.035854 & -0.3709 & 0.35573 \tabularnewline
42 & -0.036393 & -0.3764 & 0.353664 \tabularnewline
43 & -0.036931 & -0.382 & 0.351602 \tabularnewline
44 & -0.03747 & -0.3876 & 0.349545 \tabularnewline
45 & -0.022434 & -0.2321 & 0.408467 \tabularnewline
46 & -0.022973 & -0.2376 & 0.406311 \tabularnewline
47 & -0.023511 & -0.2432 & 0.404158 \tabularnewline
48 & 0.269083 & 2.7834 & 0.00318 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=282792&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]-0.058155[/C][C]-0.6016[/C][C]0.27437[/C][/ROW]
[ROW][C]2[/C][C]-0.058693[/C][C]-0.6071[/C][C]0.272526[/C][/ROW]
[ROW][C]3[/C][C]-0.055245[/C][C]-0.5715[/C][C]0.284445[/C][/ROW]
[ROW][C]4[/C][C]-0.054903[/C][C]-0.5679[/C][C]0.285638[/C][/ROW]
[ROW][C]5[/C][C]-0.055442[/C][C]-0.5735[/C][C]0.283757[/C][/ROW]
[ROW][C]6[/C][C]-0.05598[/C][C]-0.5791[/C][C]0.281881[/C][/ROW]
[ROW][C]7[/C][C]-0.056519[/C][C]-0.5846[/C][C]0.280012[/C][/ROW]
[ROW][C]8[/C][C]-0.057057[/C][C]-0.5902[/C][C]0.278149[/C][/ROW]
[ROW][C]9[/C][C]-0.050485[/C][C]-0.5222[/C][C]0.301296[/C][/ROW]
[ROW][C]10[/C][C]-0.050347[/C][C]-0.5208[/C][C]0.301793[/C][/ROW]
[ROW][C]11[/C][C]-0.050886[/C][C]-0.5264[/C][C]0.299862[/C][/ROW]
[ROW][C]12[/C][C]0.299173[/C][C]3.0947[/C][C]0.001257[/C][/ROW]
[ROW][C]13[/C][C]-0.052037[/C][C]-0.5383[/C][C]0.295751[/C][/ROW]
[ROW][C]14[/C][C]-0.052576[/C][C]-0.5438[/C][C]0.293838[/C][/ROW]
[ROW][C]15[/C][C]-0.047022[/C][C]-0.4864[/C][C]0.31384[/C][/ROW]
[ROW][C]16[/C][C]-0.047326[/C][C]-0.4895[/C][C]0.31273[/C][/ROW]
[ROW][C]17[/C][C]-0.047864[/C][C]-0.4951[/C][C]0.310768[/C][/ROW]
[ROW][C]18[/C][C]-0.048403[/C][C]-0.5007[/C][C]0.308811[/C][/ROW]
[ROW][C]19[/C][C]-0.048941[/C][C]-0.5063[/C][C]0.30686[/C][/ROW]
[ROW][C]20[/C][C]-0.04948[/C][C]-0.5118[/C][C]0.304915[/C][/ROW]
[ROW][C]21[/C][C]-0.043429[/C][C]-0.4492[/C][C]0.327085[/C][/ROW]
[ROW][C]22[/C][C]-0.043968[/C][C]-0.4548[/C][C]0.325085[/C][/ROW]
[ROW][C]23[/C][C]-0.044506[/C][C]-0.4604[/C][C]0.32309[/C][/ROW]
[ROW][C]24[/C][C]0.665685[/C][C]6.8859[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.045583[/C][C]-0.4715[/C][C]0.319116[/C][/ROW]
[ROW][C]26[/C][C]-0.046122[/C][C]-0.4771[/C][C]0.317137[/C][/ROW]
[ROW][C]27[/C][C]-0.046506[/C][C]-0.4811[/C][C]0.315728[/C][/ROW]
[ROW][C]28[/C][C]-0.045514[/C][C]-0.4708[/C][C]0.319371[/C][/ROW]
[ROW][C]29[/C][C]-0.046052[/C][C]-0.4764[/C][C]0.317391[/C][/ROW]
[ROW][C]30[/C][C]-0.046591[/C][C]-0.4819[/C][C]0.315417[/C][/ROW]
[ROW][C]31[/C][C]-0.047129[/C][C]-0.4875[/C][C]0.313447[/C][/ROW]
[ROW][C]32[/C][C]-0.047668[/C][C]-0.4931[/C][C]0.311483[/C][/ROW]
[ROW][C]33[/C][C]-0.042553[/C][C]-0.4402[/C][C]0.33035[/C][/ROW]
[ROW][C]34[/C][C]-0.043092[/C][C]-0.4457[/C][C]0.328342[/C][/ROW]
[ROW][C]35[/C][C]-0.04363[/C][C]-0.4513[/C][C]0.326338[/C][/ROW]
[ROW][C]36[/C][C]0.401708[/C][C]4.1553[/C][C]3.3e-05[/C][/ROW]
[ROW][C]37[/C][C]-0.044707[/C][C]-0.4625[/C][C]0.322348[/C][/ROW]
[ROW][C]38[/C][C]-0.045246[/C][C]-0.468[/C][C]0.32036[/C][/ROW]
[ROW][C]39[/C][C]-0.034528[/C][C]-0.3572[/C][C]0.36084[/C][/ROW]
[ROW][C]40[/C][C]-0.035316[/C][C]-0.3653[/C][C]0.357801[/C][/ROW]
[ROW][C]41[/C][C]-0.035854[/C][C]-0.3709[/C][C]0.35573[/C][/ROW]
[ROW][C]42[/C][C]-0.036393[/C][C]-0.3764[/C][C]0.353664[/C][/ROW]
[ROW][C]43[/C][C]-0.036931[/C][C]-0.382[/C][C]0.351602[/C][/ROW]
[ROW][C]44[/C][C]-0.03747[/C][C]-0.3876[/C][C]0.349545[/C][/ROW]
[ROW][C]45[/C][C]-0.022434[/C][C]-0.2321[/C][C]0.408467[/C][/ROW]
[ROW][C]46[/C][C]-0.022973[/C][C]-0.2376[/C][C]0.406311[/C][/ROW]
[ROW][C]47[/C][C]-0.023511[/C][C]-0.2432[/C][C]0.404158[/C][/ROW]
[ROW][C]48[/C][C]0.269083[/C][C]2.7834[/C][C]0.00318[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=282792&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=282792&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	-0.058155	-0.6016	0.27437
2	-0.058693	-0.6071	0.272526
3	-0.055245	-0.5715	0.284445
4	-0.054903	-0.5679	0.285638
5	-0.055442	-0.5735	0.283757
6	-0.05598	-0.5791	0.281881
7	-0.056519	-0.5846	0.280012
8	-0.057057	-0.5902	0.278149
9	-0.050485	-0.5222	0.301296
10	-0.050347	-0.5208	0.301793
11	-0.050886	-0.5264	0.299862
12	0.299173	3.0947	0.001257
13	-0.052037	-0.5383	0.295751
14	-0.052576	-0.5438	0.293838
15	-0.047022	-0.4864	0.31384
16	-0.047326	-0.4895	0.31273
17	-0.047864	-0.4951	0.310768
18	-0.048403	-0.5007	0.308811
19	-0.048941	-0.5063	0.30686
20	-0.04948	-0.5118	0.304915
21	-0.043429	-0.4492	0.327085
22	-0.043968	-0.4548	0.325085
23	-0.044506	-0.4604	0.32309
24	0.665685	6.8859	0
25	-0.045583	-0.4715	0.319116
26	-0.046122	-0.4771	0.317137
27	-0.046506	-0.4811	0.315728
28	-0.045514	-0.4708	0.319371
29	-0.046052	-0.4764	0.317391
30	-0.046591	-0.4819	0.315417
31	-0.047129	-0.4875	0.313447
32	-0.047668	-0.4931	0.311483
33	-0.042553	-0.4402	0.33035
34	-0.043092	-0.4457	0.328342
35	-0.04363	-0.4513	0.326338
36	0.401708	4.1553	3.3e-05
37	-0.044707	-0.4625	0.322348
38	-0.045246	-0.468	0.32036
39	-0.034528	-0.3572	0.36084
40	-0.035316	-0.3653	0.357801
41	-0.035854	-0.3709	0.35573
42	-0.036393	-0.3764	0.353664
43	-0.036931	-0.382	0.351602
44	-0.03747	-0.3876	0.349545
45	-0.022434	-0.2321	0.408467
46	-0.022973	-0.2376	0.406311
47	-0.023511	-0.2432	0.404158
48	0.269083	2.7834	0.00318

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.058155	-0.6016	0.27437
2	-0.062286	-0.6443	0.260383
3	-0.062949	-0.6512	0.258173
4	-0.066825	-0.6912	0.245455
5	-0.072144	-0.7463	0.228573
6	-0.078304	-0.81	0.209875
7	-0.085515	-0.8846	0.189184
8	-0.094075	-0.9731	0.166345
9	-0.096985	-1.0032	0.15901
10	-0.107198	-1.1089	0.134988
11	-0.120572	-1.2472	0.107523
12	0.241739	2.5006	0.006958
13	-0.069296	-0.7168	0.237528
14	-0.074558	-0.7712	0.221133
15	-0.076733	-0.7937	0.214555
16	-0.084392	-0.873	0.192319
17	-0.092154	-0.9533	0.171306
18	-0.10157	-1.0506	0.147894
19	-0.11316	-1.1705	0.122192
20	-0.127694	-1.3209	0.09468
21	-0.144272	-1.4924	0.069274
22	-0.169716	-1.7556	0.041013
23	-0.204432	-2.1147	0.018391
24	0.54848	5.6735	0
25	-0.024907	-0.2576	0.398591
26	-0.022181	-0.2294	0.409482
27	-0.031389	-0.3247	0.373027
28	-0.03648	-0.3773	0.353331
29	-0.036011	-0.3725	0.355128
30	-0.035394	-0.3661	0.357499
31	-0.034575	-0.3576	0.360655
32	-0.033513	-0.3467	0.364764
33	-0.042047	-0.4349	0.332243
34	-0.050053	-0.5177	0.302851
35	-0.052027	-0.5382	0.29579
36	0.216903	2.2437	0.013457
37	-1.4e-05	-1e-04	0.49994
38	0.004575	0.0473	0.481172
39	0.013029	0.1348	0.446523
40	0.007723	0.0799	0.468239
41	0.012445	0.1287	0.448907
42	0.017624	0.1823	0.427845
43	0.023406	0.2421	0.404579
44	0.029864	0.3089	0.378992
45	0.044843	0.4639	0.321845
46	0.046899	0.4851	0.314289
47	0.055788	0.5771	0.282549
48	-0.363534	-3.7604	0.000138

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.058155 & -0.6016 & 0.27437 \tabularnewline
2 & -0.062286 & -0.6443 & 0.260383 \tabularnewline
3 & -0.062949 & -0.6512 & 0.258173 \tabularnewline
4 & -0.066825 & -0.6912 & 0.245455 \tabularnewline
5 & -0.072144 & -0.7463 & 0.228573 \tabularnewline
6 & -0.078304 & -0.81 & 0.209875 \tabularnewline
7 & -0.085515 & -0.8846 & 0.189184 \tabularnewline
8 & -0.094075 & -0.9731 & 0.166345 \tabularnewline
9 & -0.096985 & -1.0032 & 0.15901 \tabularnewline
10 & -0.107198 & -1.1089 & 0.134988 \tabularnewline
11 & -0.120572 & -1.2472 & 0.107523 \tabularnewline
12 & 0.241739 & 2.5006 & 0.006958 \tabularnewline
13 & -0.069296 & -0.7168 & 0.237528 \tabularnewline
14 & -0.074558 & -0.7712 & 0.221133 \tabularnewline
15 & -0.076733 & -0.7937 & 0.214555 \tabularnewline
16 & -0.084392 & -0.873 & 0.192319 \tabularnewline
17 & -0.092154 & -0.9533 & 0.171306 \tabularnewline
18 & -0.10157 & -1.0506 & 0.147894 \tabularnewline
19 & -0.11316 & -1.1705 & 0.122192 \tabularnewline
20 & -0.127694 & -1.3209 & 0.09468 \tabularnewline
21 & -0.144272 & -1.4924 & 0.069274 \tabularnewline
22 & -0.169716 & -1.7556 & 0.041013 \tabularnewline
23 & -0.204432 & -2.1147 & 0.018391 \tabularnewline
24 & 0.54848 & 5.6735 & 0 \tabularnewline
25 & -0.024907 & -0.2576 & 0.398591 \tabularnewline
26 & -0.022181 & -0.2294 & 0.409482 \tabularnewline
27 & -0.031389 & -0.3247 & 0.373027 \tabularnewline
28 & -0.03648 & -0.3773 & 0.353331 \tabularnewline
29 & -0.036011 & -0.3725 & 0.355128 \tabularnewline
30 & -0.035394 & -0.3661 & 0.357499 \tabularnewline
31 & -0.034575 & -0.3576 & 0.360655 \tabularnewline
32 & -0.033513 & -0.3467 & 0.364764 \tabularnewline
33 & -0.042047 & -0.4349 & 0.332243 \tabularnewline
34 & -0.050053 & -0.5177 & 0.302851 \tabularnewline
35 & -0.052027 & -0.5382 & 0.29579 \tabularnewline
36 & 0.216903 & 2.2437 & 0.013457 \tabularnewline
37 & -1.4e-05 & -1e-04 & 0.49994 \tabularnewline
38 & 0.004575 & 0.0473 & 0.481172 \tabularnewline
39 & 0.013029 & 0.1348 & 0.446523 \tabularnewline
40 & 0.007723 & 0.0799 & 0.468239 \tabularnewline
41 & 0.012445 & 0.1287 & 0.448907 \tabularnewline
42 & 0.017624 & 0.1823 & 0.427845 \tabularnewline
43 & 0.023406 & 0.2421 & 0.404579 \tabularnewline
44 & 0.029864 & 0.3089 & 0.378992 \tabularnewline
45 & 0.044843 & 0.4639 & 0.321845 \tabularnewline
46 & 0.046899 & 0.4851 & 0.314289 \tabularnewline
47 & 0.055788 & 0.5771 & 0.282549 \tabularnewline
48 & -0.363534 & -3.7604 & 0.000138 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=282792&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]-0.058155[/C][C]-0.6016[/C][C]0.27437[/C][/ROW]
[ROW][C]2[/C][C]-0.062286[/C][C]-0.6443[/C][C]0.260383[/C][/ROW]
[ROW][C]3[/C][C]-0.062949[/C][C]-0.6512[/C][C]0.258173[/C][/ROW]
[ROW][C]4[/C][C]-0.066825[/C][C]-0.6912[/C][C]0.245455[/C][/ROW]
[ROW][C]5[/C][C]-0.072144[/C][C]-0.7463[/C][C]0.228573[/C][/ROW]
[ROW][C]6[/C][C]-0.078304[/C][C]-0.81[/C][C]0.209875[/C][/ROW]
[ROW][C]7[/C][C]-0.085515[/C][C]-0.8846[/C][C]0.189184[/C][/ROW]
[ROW][C]8[/C][C]-0.094075[/C][C]-0.9731[/C][C]0.166345[/C][/ROW]
[ROW][C]9[/C][C]-0.096985[/C][C]-1.0032[/C][C]0.15901[/C][/ROW]
[ROW][C]10[/C][C]-0.107198[/C][C]-1.1089[/C][C]0.134988[/C][/ROW]
[ROW][C]11[/C][C]-0.120572[/C][C]-1.2472[/C][C]0.107523[/C][/ROW]
[ROW][C]12[/C][C]0.241739[/C][C]2.5006[/C][C]0.006958[/C][/ROW]
[ROW][C]13[/C][C]-0.069296[/C][C]-0.7168[/C][C]0.237528[/C][/ROW]
[ROW][C]14[/C][C]-0.074558[/C][C]-0.7712[/C][C]0.221133[/C][/ROW]
[ROW][C]15[/C][C]-0.076733[/C][C]-0.7937[/C][C]0.214555[/C][/ROW]
[ROW][C]16[/C][C]-0.084392[/C][C]-0.873[/C][C]0.192319[/C][/ROW]
[ROW][C]17[/C][C]-0.092154[/C][C]-0.9533[/C][C]0.171306[/C][/ROW]
[ROW][C]18[/C][C]-0.10157[/C][C]-1.0506[/C][C]0.147894[/C][/ROW]
[ROW][C]19[/C][C]-0.11316[/C][C]-1.1705[/C][C]0.122192[/C][/ROW]
[ROW][C]20[/C][C]-0.127694[/C][C]-1.3209[/C][C]0.09468[/C][/ROW]
[ROW][C]21[/C][C]-0.144272[/C][C]-1.4924[/C][C]0.069274[/C][/ROW]
[ROW][C]22[/C][C]-0.169716[/C][C]-1.7556[/C][C]0.041013[/C][/ROW]
[ROW][C]23[/C][C]-0.204432[/C][C]-2.1147[/C][C]0.018391[/C][/ROW]
[ROW][C]24[/C][C]0.54848[/C][C]5.6735[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.024907[/C][C]-0.2576[/C][C]0.398591[/C][/ROW]
[ROW][C]26[/C][C]-0.022181[/C][C]-0.2294[/C][C]0.409482[/C][/ROW]
[ROW][C]27[/C][C]-0.031389[/C][C]-0.3247[/C][C]0.373027[/C][/ROW]
[ROW][C]28[/C][C]-0.03648[/C][C]-0.3773[/C][C]0.353331[/C][/ROW]
[ROW][C]29[/C][C]-0.036011[/C][C]-0.3725[/C][C]0.355128[/C][/ROW]
[ROW][C]30[/C][C]-0.035394[/C][C]-0.3661[/C][C]0.357499[/C][/ROW]
[ROW][C]31[/C][C]-0.034575[/C][C]-0.3576[/C][C]0.360655[/C][/ROW]
[ROW][C]32[/C][C]-0.033513[/C][C]-0.3467[/C][C]0.364764[/C][/ROW]
[ROW][C]33[/C][C]-0.042047[/C][C]-0.4349[/C][C]0.332243[/C][/ROW]
[ROW][C]34[/C][C]-0.050053[/C][C]-0.5177[/C][C]0.302851[/C][/ROW]
[ROW][C]35[/C][C]-0.052027[/C][C]-0.5382[/C][C]0.29579[/C][/ROW]
[ROW][C]36[/C][C]0.216903[/C][C]2.2437[/C][C]0.013457[/C][/ROW]
[ROW][C]37[/C][C]-1.4e-05[/C][C]-1e-04[/C][C]0.49994[/C][/ROW]
[ROW][C]38[/C][C]0.004575[/C][C]0.0473[/C][C]0.481172[/C][/ROW]
[ROW][C]39[/C][C]0.013029[/C][C]0.1348[/C][C]0.446523[/C][/ROW]
[ROW][C]40[/C][C]0.007723[/C][C]0.0799[/C][C]0.468239[/C][/ROW]
[ROW][C]41[/C][C]0.012445[/C][C]0.1287[/C][C]0.448907[/C][/ROW]
[ROW][C]42[/C][C]0.017624[/C][C]0.1823[/C][C]0.427845[/C][/ROW]
[ROW][C]43[/C][C]0.023406[/C][C]0.2421[/C][C]0.404579[/C][/ROW]
[ROW][C]44[/C][C]0.029864[/C][C]0.3089[/C][C]0.378992[/C][/ROW]
[ROW][C]45[/C][C]0.044843[/C][C]0.4639[/C][C]0.321845[/C][/ROW]
[ROW][C]46[/C][C]0.046899[/C][C]0.4851[/C][C]0.314289[/C][/ROW]
[ROW][C]47[/C][C]0.055788[/C][C]0.5771[/C][C]0.282549[/C][/ROW]
[ROW][C]48[/C][C]-0.363534[/C][C]-3.7604[/C][C]0.000138[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=282792&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=282792&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	-0.058155	-0.6016	0.27437
2	-0.062286	-0.6443	0.260383
3	-0.062949	-0.6512	0.258173
4	-0.066825	-0.6912	0.245455
5	-0.072144	-0.7463	0.228573
6	-0.078304	-0.81	0.209875
7	-0.085515	-0.8846	0.189184
8	-0.094075	-0.9731	0.166345
9	-0.096985	-1.0032	0.15901
10	-0.107198	-1.1089	0.134988
11	-0.120572	-1.2472	0.107523
12	0.241739	2.5006	0.006958
13	-0.069296	-0.7168	0.237528
14	-0.074558	-0.7712	0.221133
15	-0.076733	-0.7937	0.214555
16	-0.084392	-0.873	0.192319
17	-0.092154	-0.9533	0.171306
18	-0.10157	-1.0506	0.147894
19	-0.11316	-1.1705	0.122192
20	-0.127694	-1.3209	0.09468
21	-0.144272	-1.4924	0.069274
22	-0.169716	-1.7556	0.041013
23	-0.204432	-2.1147	0.018391
24	0.54848	5.6735	0
25	-0.024907	-0.2576	0.398591
26	-0.022181	-0.2294	0.409482
27	-0.031389	-0.3247	0.373027
28	-0.03648	-0.3773	0.353331
29	-0.036011	-0.3725	0.355128
30	-0.035394	-0.3661	0.357499
31	-0.034575	-0.3576	0.360655
32	-0.033513	-0.3467	0.364764
33	-0.042047	-0.4349	0.332243
34	-0.050053	-0.5177	0.302851
35	-0.052027	-0.5382	0.29579
36	0.216903	2.2437	0.013457
37	-1.4e-05	-1e-04	0.49994
38	0.004575	0.0473	0.481172
39	0.013029	0.1348	0.446523
40	0.007723	0.0799	0.468239
41	0.012445	0.1287	0.448907
42	0.017624	0.1823	0.427845
43	0.023406	0.2421	0.404579
44	0.029864	0.3089	0.378992
45	0.044843	0.4639	0.321845
46	0.046899	0.4851	0.314289
47	0.055788	0.5771	0.282549
48	-0.363534	-3.7604	0.000138

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)
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