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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 09 Dec 2016 08:58:01 +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/Dec/09/t14812703320k8fk7j50i9bakb.htm/, Retrieved Fri, 17 May 2024 17:04:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298427, Retrieved Fri, 17 May 2024 17:04:35 +0000

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-       [(Partial) Autocorrelation Function] [h] [2016-12-09 07:58:01] [9ac947b5174fcc9cd01e144b03ceb277] [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	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298427&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

1 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298427&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298427&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	Big Analytics Cloud Computing Center

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.102577	1.1468	0.126817
2	0.015655	0.175	0.430672
3	-0.089873	-1.0048	0.158466
4	-0.3004	-3.3586	0.000519
5	-0.041424	-0.4631	0.322038
6	-0.1743	-1.9487	0.026784
7	-0.105914	-1.1842	0.119299
8	-0.271131	-3.0313	0.00148
9	-0.157232	-1.7579	0.040606
10	0.020374	0.2278	0.410094
11	0.280839	3.1399	0.001055
12	0.486847	5.4431	0
13	0.217866	2.4358	0.008134
14	0.078157	0.8738	0.191946
15	-0.15114	-1.6898	0.04678
16	-0.26818	-2.9983	0.001638
17	-0.047311	-0.529	0.298888
18	-0.100436	-1.1229	0.131813
19	-0.099862	-1.1165	0.133177
20	-0.231836	-2.592	0.005339
21	-0.131211	-1.467	0.072446
22	0.051296	0.5735	0.283667
23	0.300929	3.3645	0.000509
24	0.430779	4.8163	2e-06
25	0.13387	1.4967	0.068494
26	0.071759	0.8023	0.211953
27	-0.175585	-1.9631	0.025928
28	-0.213813	-2.3905	0.009159
29	-0.060782	-0.6796	0.249019
30	-0.176977	-1.9787	0.025026
31	-0.052838	-0.5907	0.27788
32	-0.180592	-2.0191	0.022809
33	-0.17646	-1.9729	0.025358
34	0.105264	1.1769	0.120737
35	0.25278	2.8262	0.002743
36	0.380339	4.2523	2.1e-05
37	0.16989	1.8994	0.029906
38	0.017857	0.1996	0.42104
39	-0.145526	-1.627	0.053124
40	-0.175982	-1.9675	0.025668
41	-0.041281	-0.4615	0.322606
42	-0.14526	-1.6241	0.053441
43	-0.046267	-0.5173	0.302936
44	-0.158251	-1.7693	0.039641
45	-0.133868	-1.4967	0.068497
46	0.138893	1.5529	0.061491
47	0.113253	1.2662	0.103896
48	0.362054	4.0479	4.5e-05

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.102577 & 1.1468 & 0.126817 \tabularnewline
2 & 0.015655 & 0.175 & 0.430672 \tabularnewline
3 & -0.089873 & -1.0048 & 0.158466 \tabularnewline
4 & -0.3004 & -3.3586 & 0.000519 \tabularnewline
5 & -0.041424 & -0.4631 & 0.322038 \tabularnewline
6 & -0.1743 & -1.9487 & 0.026784 \tabularnewline
7 & -0.105914 & -1.1842 & 0.119299 \tabularnewline
8 & -0.271131 & -3.0313 & 0.00148 \tabularnewline
9 & -0.157232 & -1.7579 & 0.040606 \tabularnewline
10 & 0.020374 & 0.2278 & 0.410094 \tabularnewline
11 & 0.280839 & 3.1399 & 0.001055 \tabularnewline
12 & 0.486847 & 5.4431 & 0 \tabularnewline
13 & 0.217866 & 2.4358 & 0.008134 \tabularnewline
14 & 0.078157 & 0.8738 & 0.191946 \tabularnewline
15 & -0.15114 & -1.6898 & 0.04678 \tabularnewline
16 & -0.26818 & -2.9983 & 0.001638 \tabularnewline
17 & -0.047311 & -0.529 & 0.298888 \tabularnewline
18 & -0.100436 & -1.1229 & 0.131813 \tabularnewline
19 & -0.099862 & -1.1165 & 0.133177 \tabularnewline
20 & -0.231836 & -2.592 & 0.005339 \tabularnewline
21 & -0.131211 & -1.467 & 0.072446 \tabularnewline
22 & 0.051296 & 0.5735 & 0.283667 \tabularnewline
23 & 0.300929 & 3.3645 & 0.000509 \tabularnewline
24 & 0.430779 & 4.8163 & 2e-06 \tabularnewline
25 & 0.13387 & 1.4967 & 0.068494 \tabularnewline
26 & 0.071759 & 0.8023 & 0.211953 \tabularnewline
27 & -0.175585 & -1.9631 & 0.025928 \tabularnewline
28 & -0.213813 & -2.3905 & 0.009159 \tabularnewline
29 & -0.060782 & -0.6796 & 0.249019 \tabularnewline
30 & -0.176977 & -1.9787 & 0.025026 \tabularnewline
31 & -0.052838 & -0.5907 & 0.27788 \tabularnewline
32 & -0.180592 & -2.0191 & 0.022809 \tabularnewline
33 & -0.17646 & -1.9729 & 0.025358 \tabularnewline
34 & 0.105264 & 1.1769 & 0.120737 \tabularnewline
35 & 0.25278 & 2.8262 & 0.002743 \tabularnewline
36 & 0.380339 & 4.2523 & 2.1e-05 \tabularnewline
37 & 0.16989 & 1.8994 & 0.029906 \tabularnewline
38 & 0.017857 & 0.1996 & 0.42104 \tabularnewline
39 & -0.145526 & -1.627 & 0.053124 \tabularnewline
40 & -0.175982 & -1.9675 & 0.025668 \tabularnewline
41 & -0.041281 & -0.4615 & 0.322606 \tabularnewline
42 & -0.14526 & -1.6241 & 0.053441 \tabularnewline
43 & -0.046267 & -0.5173 & 0.302936 \tabularnewline
44 & -0.158251 & -1.7693 & 0.039641 \tabularnewline
45 & -0.133868 & -1.4967 & 0.068497 \tabularnewline
46 & 0.138893 & 1.5529 & 0.061491 \tabularnewline
47 & 0.113253 & 1.2662 & 0.103896 \tabularnewline
48 & 0.362054 & 4.0479 & 4.5e-05 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298427&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]0.102577[/C][C]1.1468[/C][C]0.126817[/C][/ROW]
[ROW][C]2[/C][C]0.015655[/C][C]0.175[/C][C]0.430672[/C][/ROW]
[ROW][C]3[/C][C]-0.089873[/C][C]-1.0048[/C][C]0.158466[/C][/ROW]
[ROW][C]4[/C][C]-0.3004[/C][C]-3.3586[/C][C]0.000519[/C][/ROW]
[ROW][C]5[/C][C]-0.041424[/C][C]-0.4631[/C][C]0.322038[/C][/ROW]
[ROW][C]6[/C][C]-0.1743[/C][C]-1.9487[/C][C]0.026784[/C][/ROW]
[ROW][C]7[/C][C]-0.105914[/C][C]-1.1842[/C][C]0.119299[/C][/ROW]
[ROW][C]8[/C][C]-0.271131[/C][C]-3.0313[/C][C]0.00148[/C][/ROW]
[ROW][C]9[/C][C]-0.157232[/C][C]-1.7579[/C][C]0.040606[/C][/ROW]
[ROW][C]10[/C][C]0.020374[/C][C]0.2278[/C][C]0.410094[/C][/ROW]
[ROW][C]11[/C][C]0.280839[/C][C]3.1399[/C][C]0.001055[/C][/ROW]
[ROW][C]12[/C][C]0.486847[/C][C]5.4431[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.217866[/C][C]2.4358[/C][C]0.008134[/C][/ROW]
[ROW][C]14[/C][C]0.078157[/C][C]0.8738[/C][C]0.191946[/C][/ROW]
[ROW][C]15[/C][C]-0.15114[/C][C]-1.6898[/C][C]0.04678[/C][/ROW]
[ROW][C]16[/C][C]-0.26818[/C][C]-2.9983[/C][C]0.001638[/C][/ROW]
[ROW][C]17[/C][C]-0.047311[/C][C]-0.529[/C][C]0.298888[/C][/ROW]
[ROW][C]18[/C][C]-0.100436[/C][C]-1.1229[/C][C]0.131813[/C][/ROW]
[ROW][C]19[/C][C]-0.099862[/C][C]-1.1165[/C][C]0.133177[/C][/ROW]
[ROW][C]20[/C][C]-0.231836[/C][C]-2.592[/C][C]0.005339[/C][/ROW]
[ROW][C]21[/C][C]-0.131211[/C][C]-1.467[/C][C]0.072446[/C][/ROW]
[ROW][C]22[/C][C]0.051296[/C][C]0.5735[/C][C]0.283667[/C][/ROW]
[ROW][C]23[/C][C]0.300929[/C][C]3.3645[/C][C]0.000509[/C][/ROW]
[ROW][C]24[/C][C]0.430779[/C][C]4.8163[/C][C]2e-06[/C][/ROW]
[ROW][C]25[/C][C]0.13387[/C][C]1.4967[/C][C]0.068494[/C][/ROW]
[ROW][C]26[/C][C]0.071759[/C][C]0.8023[/C][C]0.211953[/C][/ROW]
[ROW][C]27[/C][C]-0.175585[/C][C]-1.9631[/C][C]0.025928[/C][/ROW]
[ROW][C]28[/C][C]-0.213813[/C][C]-2.3905[/C][C]0.009159[/C][/ROW]
[ROW][C]29[/C][C]-0.060782[/C][C]-0.6796[/C][C]0.249019[/C][/ROW]
[ROW][C]30[/C][C]-0.176977[/C][C]-1.9787[/C][C]0.025026[/C][/ROW]
[ROW][C]31[/C][C]-0.052838[/C][C]-0.5907[/C][C]0.27788[/C][/ROW]
[ROW][C]32[/C][C]-0.180592[/C][C]-2.0191[/C][C]0.022809[/C][/ROW]
[ROW][C]33[/C][C]-0.17646[/C][C]-1.9729[/C][C]0.025358[/C][/ROW]
[ROW][C]34[/C][C]0.105264[/C][C]1.1769[/C][C]0.120737[/C][/ROW]
[ROW][C]35[/C][C]0.25278[/C][C]2.8262[/C][C]0.002743[/C][/ROW]
[ROW][C]36[/C][C]0.380339[/C][C]4.2523[/C][C]2.1e-05[/C][/ROW]
[ROW][C]37[/C][C]0.16989[/C][C]1.8994[/C][C]0.029906[/C][/ROW]
[ROW][C]38[/C][C]0.017857[/C][C]0.1996[/C][C]0.42104[/C][/ROW]
[ROW][C]39[/C][C]-0.145526[/C][C]-1.627[/C][C]0.053124[/C][/ROW]
[ROW][C]40[/C][C]-0.175982[/C][C]-1.9675[/C][C]0.025668[/C][/ROW]
[ROW][C]41[/C][C]-0.041281[/C][C]-0.4615[/C][C]0.322606[/C][/ROW]
[ROW][C]42[/C][C]-0.14526[/C][C]-1.6241[/C][C]0.053441[/C][/ROW]
[ROW][C]43[/C][C]-0.046267[/C][C]-0.5173[/C][C]0.302936[/C][/ROW]
[ROW][C]44[/C][C]-0.158251[/C][C]-1.7693[/C][C]0.039641[/C][/ROW]
[ROW][C]45[/C][C]-0.133868[/C][C]-1.4967[/C][C]0.068497[/C][/ROW]
[ROW][C]46[/C][C]0.138893[/C][C]1.5529[/C][C]0.061491[/C][/ROW]
[ROW][C]47[/C][C]0.113253[/C][C]1.2662[/C][C]0.103896[/C][/ROW]
[ROW][C]48[/C][C]0.362054[/C][C]4.0479[/C][C]4.5e-05[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298427&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298427&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	0.102577	1.1468	0.126817
2	0.015655	0.175	0.430672
3	-0.089873	-1.0048	0.158466
4	-0.3004	-3.3586	0.000519
5	-0.041424	-0.4631	0.322038
6	-0.1743	-1.9487	0.026784
7	-0.105914	-1.1842	0.119299
8	-0.271131	-3.0313	0.00148
9	-0.157232	-1.7579	0.040606
10	0.020374	0.2278	0.410094
11	0.280839	3.1399	0.001055
12	0.486847	5.4431	0
13	0.217866	2.4358	0.008134
14	0.078157	0.8738	0.191946
15	-0.15114	-1.6898	0.04678
16	-0.26818	-2.9983	0.001638
17	-0.047311	-0.529	0.298888
18	-0.100436	-1.1229	0.131813
19	-0.099862	-1.1165	0.133177
20	-0.231836	-2.592	0.005339
21	-0.131211	-1.467	0.072446
22	0.051296	0.5735	0.283667
23	0.300929	3.3645	0.000509
24	0.430779	4.8163	2e-06
25	0.13387	1.4967	0.068494
26	0.071759	0.8023	0.211953
27	-0.175585	-1.9631	0.025928
28	-0.213813	-2.3905	0.009159
29	-0.060782	-0.6796	0.249019
30	-0.176977	-1.9787	0.025026
31	-0.052838	-0.5907	0.27788
32	-0.180592	-2.0191	0.022809
33	-0.17646	-1.9729	0.025358
34	0.105264	1.1769	0.120737
35	0.25278	2.8262	0.002743
36	0.380339	4.2523	2.1e-05
37	0.16989	1.8994	0.029906
38	0.017857	0.1996	0.42104
39	-0.145526	-1.627	0.053124
40	-0.175982	-1.9675	0.025668
41	-0.041281	-0.4615	0.322606
42	-0.14526	-1.6241	0.053441
43	-0.046267	-0.5173	0.302936
44	-0.158251	-1.7693	0.039641
45	-0.133868	-1.4967	0.068497
46	0.138893	1.5529	0.061491
47	0.113253	1.2662	0.103896
48	0.362054	4.0479	4.5e-05

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.102577	1.1468	0.126817
2	0.005187	0.058	0.476924
3	-0.092983	-1.0396	0.150271
4	-0.287367	-3.2129	0.000836
5	0.015022	0.168	0.433445
6	-0.186483	-2.0849	0.019555
7	-0.141114	-1.5777	0.05858
8	-0.404657	-4.5242	7e-06
9	-0.257928	-2.8837	0.002314
10	-0.257434	-2.8782	0.002353
11	0.064267	0.7185	0.236886
12	0.24705	2.7621	0.003305
13	0.156195	1.7463	0.041607
14	0.062967	0.704	0.241373
15	-0.053936	-0.603	0.273793
16	-0.24493	-2.7384	0.003538
17	-0.063602	-0.7111	0.239175
18	-0.035061	-0.392	0.347866
19	0.062939	0.7037	0.24147
20	-0.071322	-0.7974	0.213363
21	0.035505	0.397	0.346036
22	-0.041515	-0.4642	0.321674
23	0.112477	1.2575	0.105452
24	0.104113	1.164	0.123318
25	-0.051781	-0.5789	0.28184
26	-0.012237	-0.1368	0.445699
27	-0.01473	-0.1647	0.434728
28	-0.059728	-0.6678	0.252754
29	-0.010039	-0.1122	0.455405
30	-0.136402	-1.525	0.064889
31	0.035946	0.4019	0.344227
32	-0.01216	-0.1359	0.446041
33	-0.099491	-1.1123	0.134062
34	-0.078074	-0.8729	0.192196
35	-0.057486	-0.6427	0.260794
36	-0.022594	-0.2526	0.400493
37	-0.058033	-0.6488	0.258821
38	-0.066491	-0.7434	0.229319
39	-0.028538	-0.3191	0.375107
40	-0.046421	-0.519	0.302337
41	0.000529	0.0059	0.497645
42	-0.089513	-1.0008	0.159432
43	0.03397	0.3798	0.352371
44	0.016438	0.1838	0.427239
45	-0.031601	-0.3533	0.362224
46	0.0155	0.1733	0.431352
47	-0.188938	-2.1124	0.018321
48	0.007008	0.0783	0.468838

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.102577 & 1.1468 & 0.126817 \tabularnewline
2 & 0.005187 & 0.058 & 0.476924 \tabularnewline
3 & -0.092983 & -1.0396 & 0.150271 \tabularnewline
4 & -0.287367 & -3.2129 & 0.000836 \tabularnewline
5 & 0.015022 & 0.168 & 0.433445 \tabularnewline
6 & -0.186483 & -2.0849 & 0.019555 \tabularnewline
7 & -0.141114 & -1.5777 & 0.05858 \tabularnewline
8 & -0.404657 & -4.5242 & 7e-06 \tabularnewline
9 & -0.257928 & -2.8837 & 0.002314 \tabularnewline
10 & -0.257434 & -2.8782 & 0.002353 \tabularnewline
11 & 0.064267 & 0.7185 & 0.236886 \tabularnewline
12 & 0.24705 & 2.7621 & 0.003305 \tabularnewline
13 & 0.156195 & 1.7463 & 0.041607 \tabularnewline
14 & 0.062967 & 0.704 & 0.241373 \tabularnewline
15 & -0.053936 & -0.603 & 0.273793 \tabularnewline
16 & -0.24493 & -2.7384 & 0.003538 \tabularnewline
17 & -0.063602 & -0.7111 & 0.239175 \tabularnewline
18 & -0.035061 & -0.392 & 0.347866 \tabularnewline
19 & 0.062939 & 0.7037 & 0.24147 \tabularnewline
20 & -0.071322 & -0.7974 & 0.213363 \tabularnewline
21 & 0.035505 & 0.397 & 0.346036 \tabularnewline
22 & -0.041515 & -0.4642 & 0.321674 \tabularnewline
23 & 0.112477 & 1.2575 & 0.105452 \tabularnewline
24 & 0.104113 & 1.164 & 0.123318 \tabularnewline
25 & -0.051781 & -0.5789 & 0.28184 \tabularnewline
26 & -0.012237 & -0.1368 & 0.445699 \tabularnewline
27 & -0.01473 & -0.1647 & 0.434728 \tabularnewline
28 & -0.059728 & -0.6678 & 0.252754 \tabularnewline
29 & -0.010039 & -0.1122 & 0.455405 \tabularnewline
30 & -0.136402 & -1.525 & 0.064889 \tabularnewline
31 & 0.035946 & 0.4019 & 0.344227 \tabularnewline
32 & -0.01216 & -0.1359 & 0.446041 \tabularnewline
33 & -0.099491 & -1.1123 & 0.134062 \tabularnewline
34 & -0.078074 & -0.8729 & 0.192196 \tabularnewline
35 & -0.057486 & -0.6427 & 0.260794 \tabularnewline
36 & -0.022594 & -0.2526 & 0.400493 \tabularnewline
37 & -0.058033 & -0.6488 & 0.258821 \tabularnewline
38 & -0.066491 & -0.7434 & 0.229319 \tabularnewline
39 & -0.028538 & -0.3191 & 0.375107 \tabularnewline
40 & -0.046421 & -0.519 & 0.302337 \tabularnewline
41 & 0.000529 & 0.0059 & 0.497645 \tabularnewline
42 & -0.089513 & -1.0008 & 0.159432 \tabularnewline
43 & 0.03397 & 0.3798 & 0.352371 \tabularnewline
44 & 0.016438 & 0.1838 & 0.427239 \tabularnewline
45 & -0.031601 & -0.3533 & 0.362224 \tabularnewline
46 & 0.0155 & 0.1733 & 0.431352 \tabularnewline
47 & -0.188938 & -2.1124 & 0.018321 \tabularnewline
48 & 0.007008 & 0.0783 & 0.468838 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298427&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]0.102577[/C][C]1.1468[/C][C]0.126817[/C][/ROW]
[ROW][C]2[/C][C]0.005187[/C][C]0.058[/C][C]0.476924[/C][/ROW]
[ROW][C]3[/C][C]-0.092983[/C][C]-1.0396[/C][C]0.150271[/C][/ROW]
[ROW][C]4[/C][C]-0.287367[/C][C]-3.2129[/C][C]0.000836[/C][/ROW]
[ROW][C]5[/C][C]0.015022[/C][C]0.168[/C][C]0.433445[/C][/ROW]
[ROW][C]6[/C][C]-0.186483[/C][C]-2.0849[/C][C]0.019555[/C][/ROW]
[ROW][C]7[/C][C]-0.141114[/C][C]-1.5777[/C][C]0.05858[/C][/ROW]
[ROW][C]8[/C][C]-0.404657[/C][C]-4.5242[/C][C]7e-06[/C][/ROW]
[ROW][C]9[/C][C]-0.257928[/C][C]-2.8837[/C][C]0.002314[/C][/ROW]
[ROW][C]10[/C][C]-0.257434[/C][C]-2.8782[/C][C]0.002353[/C][/ROW]
[ROW][C]11[/C][C]0.064267[/C][C]0.7185[/C][C]0.236886[/C][/ROW]
[ROW][C]12[/C][C]0.24705[/C][C]2.7621[/C][C]0.003305[/C][/ROW]
[ROW][C]13[/C][C]0.156195[/C][C]1.7463[/C][C]0.041607[/C][/ROW]
[ROW][C]14[/C][C]0.062967[/C][C]0.704[/C][C]0.241373[/C][/ROW]
[ROW][C]15[/C][C]-0.053936[/C][C]-0.603[/C][C]0.273793[/C][/ROW]
[ROW][C]16[/C][C]-0.24493[/C][C]-2.7384[/C][C]0.003538[/C][/ROW]
[ROW][C]17[/C][C]-0.063602[/C][C]-0.7111[/C][C]0.239175[/C][/ROW]
[ROW][C]18[/C][C]-0.035061[/C][C]-0.392[/C][C]0.347866[/C][/ROW]
[ROW][C]19[/C][C]0.062939[/C][C]0.7037[/C][C]0.24147[/C][/ROW]
[ROW][C]20[/C][C]-0.071322[/C][C]-0.7974[/C][C]0.213363[/C][/ROW]
[ROW][C]21[/C][C]0.035505[/C][C]0.397[/C][C]0.346036[/C][/ROW]
[ROW][C]22[/C][C]-0.041515[/C][C]-0.4642[/C][C]0.321674[/C][/ROW]
[ROW][C]23[/C][C]0.112477[/C][C]1.2575[/C][C]0.105452[/C][/ROW]
[ROW][C]24[/C][C]0.104113[/C][C]1.164[/C][C]0.123318[/C][/ROW]
[ROW][C]25[/C][C]-0.051781[/C][C]-0.5789[/C][C]0.28184[/C][/ROW]
[ROW][C]26[/C][C]-0.012237[/C][C]-0.1368[/C][C]0.445699[/C][/ROW]
[ROW][C]27[/C][C]-0.01473[/C][C]-0.1647[/C][C]0.434728[/C][/ROW]
[ROW][C]28[/C][C]-0.059728[/C][C]-0.6678[/C][C]0.252754[/C][/ROW]
[ROW][C]29[/C][C]-0.010039[/C][C]-0.1122[/C][C]0.455405[/C][/ROW]
[ROW][C]30[/C][C]-0.136402[/C][C]-1.525[/C][C]0.064889[/C][/ROW]
[ROW][C]31[/C][C]0.035946[/C][C]0.4019[/C][C]0.344227[/C][/ROW]
[ROW][C]32[/C][C]-0.01216[/C][C]-0.1359[/C][C]0.446041[/C][/ROW]
[ROW][C]33[/C][C]-0.099491[/C][C]-1.1123[/C][C]0.134062[/C][/ROW]
[ROW][C]34[/C][C]-0.078074[/C][C]-0.8729[/C][C]0.192196[/C][/ROW]
[ROW][C]35[/C][C]-0.057486[/C][C]-0.6427[/C][C]0.260794[/C][/ROW]
[ROW][C]36[/C][C]-0.022594[/C][C]-0.2526[/C][C]0.400493[/C][/ROW]
[ROW][C]37[/C][C]-0.058033[/C][C]-0.6488[/C][C]0.258821[/C][/ROW]
[ROW][C]38[/C][C]-0.066491[/C][C]-0.7434[/C][C]0.229319[/C][/ROW]
[ROW][C]39[/C][C]-0.028538[/C][C]-0.3191[/C][C]0.375107[/C][/ROW]
[ROW][C]40[/C][C]-0.046421[/C][C]-0.519[/C][C]0.302337[/C][/ROW]
[ROW][C]41[/C][C]0.000529[/C][C]0.0059[/C][C]0.497645[/C][/ROW]
[ROW][C]42[/C][C]-0.089513[/C][C]-1.0008[/C][C]0.159432[/C][/ROW]
[ROW][C]43[/C][C]0.03397[/C][C]0.3798[/C][C]0.352371[/C][/ROW]
[ROW][C]44[/C][C]0.016438[/C][C]0.1838[/C][C]0.427239[/C][/ROW]
[ROW][C]45[/C][C]-0.031601[/C][C]-0.3533[/C][C]0.362224[/C][/ROW]
[ROW][C]46[/C][C]0.0155[/C][C]0.1733[/C][C]0.431352[/C][/ROW]
[ROW][C]47[/C][C]-0.188938[/C][C]-2.1124[/C][C]0.018321[/C][/ROW]
[ROW][C]48[/C][C]0.007008[/C][C]0.0783[/C][C]0.468838[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298427&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298427&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	0.102577	1.1468	0.126817
2	0.005187	0.058	0.476924
3	-0.092983	-1.0396	0.150271
4	-0.287367	-3.2129	0.000836
5	0.015022	0.168	0.433445
6	-0.186483	-2.0849	0.019555
7	-0.141114	-1.5777	0.05858
8	-0.404657	-4.5242	7e-06
9	-0.257928	-2.8837	0.002314
10	-0.257434	-2.8782	0.002353
11	0.064267	0.7185	0.236886
12	0.24705	2.7621	0.003305
13	0.156195	1.7463	0.041607
14	0.062967	0.704	0.241373
15	-0.053936	-0.603	0.273793
16	-0.24493	-2.7384	0.003538
17	-0.063602	-0.7111	0.239175
18	-0.035061	-0.392	0.347866
19	0.062939	0.7037	0.24147
20	-0.071322	-0.7974	0.213363
21	0.035505	0.397	0.346036
22	-0.041515	-0.4642	0.321674
23	0.112477	1.2575	0.105452
24	0.104113	1.164	0.123318
25	-0.051781	-0.5789	0.28184
26	-0.012237	-0.1368	0.445699
27	-0.01473	-0.1647	0.434728
28	-0.059728	-0.6678	0.252754
29	-0.010039	-0.1122	0.455405
30	-0.136402	-1.525	0.064889
31	0.035946	0.4019	0.344227
32	-0.01216	-0.1359	0.446041
33	-0.099491	-1.1123	0.134062
34	-0.078074	-0.8729	0.192196
35	-0.057486	-0.6427	0.260794
36	-0.022594	-0.2526	0.400493
37	-0.058033	-0.6488	0.258821
38	-0.066491	-0.7434	0.229319
39	-0.028538	-0.3191	0.375107
40	-0.046421	-0.519	0.302337
41	0.000529	0.0059	0.497645
42	-0.089513	-1.0008	0.159432
43	0.03397	0.3798	0.352371
44	0.016438	0.1838	0.427239
45	-0.031601	-0.3533	0.362224
46	0.0155	0.1733	0.431352
47	-0.188938	-2.1124	0.018321
48	0.007008	0.0783	0.468838

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 = 1 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 1 ; 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,'ACF(k)',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,'PACF(k)',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