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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 13:37:41 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/21/t1292938534ox2gqmh6j59ybbv.htm/, Retrieved Thu, 09 May 2024 12:36:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113531, Retrieved Thu, 09 May 2024 12:36:14 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

133

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
- R PD          [(Partial) Autocorrelation Function] [WS9 3.1 ACF d=0, D=0] [2010-12-07 10:00:49] [afe9379cca749d06b3d6872e02cc47ed]
-   PD            [(Partial) Autocorrelation Function] [Apple Inc - ACF d...] [2010-12-14 15:49:43] [afe9379cca749d06b3d6872e02cc47ed]
-    D              [(Partial) Autocorrelation Function] [Paper - C&S ACF d...] [2010-12-21 13:33:37] [18fa53e8b37a5effc0c5f8a5122cdd2d]
-   P                   [(Partial) Autocorrelation Function] [Paper - C&S ACF d...] [2010-12-21 13:37:41] [89d441ae0711e9b79b5d358f420c1317] [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	4 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 4 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113531&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113531&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113531&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	4 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.173433	1.2979	0.099829
2	0.075881	0.5678	0.286206
3	-0.147969	-1.1073	0.136449
4	-0.234142	-1.7522	0.042611
5	-0.165396	-1.2377	0.110493
6	0.084867	0.6351	0.26398
7	0.053874	0.4032	0.344185
8	-0.138656	-1.0376	0.151956
9	-0.07298	-0.5461	0.293572
10	-0.186803	-1.3979	0.083827
11	-0.075555	-0.5654	0.287028
12	0.028744	0.2151	0.415236
13	0.144865	1.0841	0.14149
14	0.226141	1.6923	0.048075
15	0.002054	0.0154	0.493894
16	-0.053641	-0.4014	0.344823
17	-0.127027	-0.9506	0.17295
18	-0.093209	-0.6975	0.244184
19	-0.045457	-0.3402	0.367502
20	0.049024	0.3669	0.357554
21	0.101962	0.763	0.224329
22	-0.001554	-0.0116	0.495382
23	-0.015702	-0.1175	0.453442
24	-0.000991	-0.0074	0.497055
25	-0.02513	-0.1881	0.425757
26	0.044894	0.336	0.369081
27	0.203941	1.5262	0.0663
28	0.133257	0.9972	0.161478
29	-0.089735	-0.6715	0.252328
30	0.031509	0.2358	0.407228
31	-0.152262	-1.1394	0.129688
32	-0.101869	-0.7623	0.224535
33	-0.003991	-0.0299	0.488139
34	-0.030619	-0.2291	0.409802
35	-0.094153	-0.7046	0.241997
36	0.015862	0.1187	0.45297
37	0.002314	0.0173	0.493123
38	0.06919	0.5178	0.303329
39	0.073053	0.5467	0.293385
40	0.025616	0.1917	0.424339
41	-0.001121	-0.0084	0.496669
42	-0.040718	-0.3047	0.380859
43	-0.04873	-0.3647	0.358368
44	-0.032076	-0.24	0.405589
45	-0.025017	-0.1872	0.426087
46	-0.038249	-0.2862	0.38788
47	0.02883	0.2157	0.414986
48	-0.038189	-0.2858	0.38805

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.173433 & 1.2979 & 0.099829 \tabularnewline
2 & 0.075881 & 0.5678 & 0.286206 \tabularnewline
3 & -0.147969 & -1.1073 & 0.136449 \tabularnewline
4 & -0.234142 & -1.7522 & 0.042611 \tabularnewline
5 & -0.165396 & -1.2377 & 0.110493 \tabularnewline
6 & 0.084867 & 0.6351 & 0.26398 \tabularnewline
7 & 0.053874 & 0.4032 & 0.344185 \tabularnewline
8 & -0.138656 & -1.0376 & 0.151956 \tabularnewline
9 & -0.07298 & -0.5461 & 0.293572 \tabularnewline
10 & -0.186803 & -1.3979 & 0.083827 \tabularnewline
11 & -0.075555 & -0.5654 & 0.287028 \tabularnewline
12 & 0.028744 & 0.2151 & 0.415236 \tabularnewline
13 & 0.144865 & 1.0841 & 0.14149 \tabularnewline
14 & 0.226141 & 1.6923 & 0.048075 \tabularnewline
15 & 0.002054 & 0.0154 & 0.493894 \tabularnewline
16 & -0.053641 & -0.4014 & 0.344823 \tabularnewline
17 & -0.127027 & -0.9506 & 0.17295 \tabularnewline
18 & -0.093209 & -0.6975 & 0.244184 \tabularnewline
19 & -0.045457 & -0.3402 & 0.367502 \tabularnewline
20 & 0.049024 & 0.3669 & 0.357554 \tabularnewline
21 & 0.101962 & 0.763 & 0.224329 \tabularnewline
22 & -0.001554 & -0.0116 & 0.495382 \tabularnewline
23 & -0.015702 & -0.1175 & 0.453442 \tabularnewline
24 & -0.000991 & -0.0074 & 0.497055 \tabularnewline
25 & -0.02513 & -0.1881 & 0.425757 \tabularnewline
26 & 0.044894 & 0.336 & 0.369081 \tabularnewline
27 & 0.203941 & 1.5262 & 0.0663 \tabularnewline
28 & 0.133257 & 0.9972 & 0.161478 \tabularnewline
29 & -0.089735 & -0.6715 & 0.252328 \tabularnewline
30 & 0.031509 & 0.2358 & 0.407228 \tabularnewline
31 & -0.152262 & -1.1394 & 0.129688 \tabularnewline
32 & -0.101869 & -0.7623 & 0.224535 \tabularnewline
33 & -0.003991 & -0.0299 & 0.488139 \tabularnewline
34 & -0.030619 & -0.2291 & 0.409802 \tabularnewline
35 & -0.094153 & -0.7046 & 0.241997 \tabularnewline
36 & 0.015862 & 0.1187 & 0.45297 \tabularnewline
37 & 0.002314 & 0.0173 & 0.493123 \tabularnewline
38 & 0.06919 & 0.5178 & 0.303329 \tabularnewline
39 & 0.073053 & 0.5467 & 0.293385 \tabularnewline
40 & 0.025616 & 0.1917 & 0.424339 \tabularnewline
41 & -0.001121 & -0.0084 & 0.496669 \tabularnewline
42 & -0.040718 & -0.3047 & 0.380859 \tabularnewline
43 & -0.04873 & -0.3647 & 0.358368 \tabularnewline
44 & -0.032076 & -0.24 & 0.405589 \tabularnewline
45 & -0.025017 & -0.1872 & 0.426087 \tabularnewline
46 & -0.038249 & -0.2862 & 0.38788 \tabularnewline
47 & 0.02883 & 0.2157 & 0.414986 \tabularnewline
48 & -0.038189 & -0.2858 & 0.38805 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113531&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]0.173433[/C][C]1.2979[/C][C]0.099829[/C][/ROW]
[ROW][C]2[/C][C]0.075881[/C][C]0.5678[/C][C]0.286206[/C][/ROW]
[ROW][C]3[/C][C]-0.147969[/C][C]-1.1073[/C][C]0.136449[/C][/ROW]
[ROW][C]4[/C][C]-0.234142[/C][C]-1.7522[/C][C]0.042611[/C][/ROW]
[ROW][C]5[/C][C]-0.165396[/C][C]-1.2377[/C][C]0.110493[/C][/ROW]
[ROW][C]6[/C][C]0.084867[/C][C]0.6351[/C][C]0.26398[/C][/ROW]
[ROW][C]7[/C][C]0.053874[/C][C]0.4032[/C][C]0.344185[/C][/ROW]
[ROW][C]8[/C][C]-0.138656[/C][C]-1.0376[/C][C]0.151956[/C][/ROW]
[ROW][C]9[/C][C]-0.07298[/C][C]-0.5461[/C][C]0.293572[/C][/ROW]
[ROW][C]10[/C][C]-0.186803[/C][C]-1.3979[/C][C]0.083827[/C][/ROW]
[ROW][C]11[/C][C]-0.075555[/C][C]-0.5654[/C][C]0.287028[/C][/ROW]
[ROW][C]12[/C][C]0.028744[/C][C]0.2151[/C][C]0.415236[/C][/ROW]
[ROW][C]13[/C][C]0.144865[/C][C]1.0841[/C][C]0.14149[/C][/ROW]
[ROW][C]14[/C][C]0.226141[/C][C]1.6923[/C][C]0.048075[/C][/ROW]
[ROW][C]15[/C][C]0.002054[/C][C]0.0154[/C][C]0.493894[/C][/ROW]
[ROW][C]16[/C][C]-0.053641[/C][C]-0.4014[/C][C]0.344823[/C][/ROW]
[ROW][C]17[/C][C]-0.127027[/C][C]-0.9506[/C][C]0.17295[/C][/ROW]
[ROW][C]18[/C][C]-0.093209[/C][C]-0.6975[/C][C]0.244184[/C][/ROW]
[ROW][C]19[/C][C]-0.045457[/C][C]-0.3402[/C][C]0.367502[/C][/ROW]
[ROW][C]20[/C][C]0.049024[/C][C]0.3669[/C][C]0.357554[/C][/ROW]
[ROW][C]21[/C][C]0.101962[/C][C]0.763[/C][C]0.224329[/C][/ROW]
[ROW][C]22[/C][C]-0.001554[/C][C]-0.0116[/C][C]0.495382[/C][/ROW]
[ROW][C]23[/C][C]-0.015702[/C][C]-0.1175[/C][C]0.453442[/C][/ROW]
[ROW][C]24[/C][C]-0.000991[/C][C]-0.0074[/C][C]0.497055[/C][/ROW]
[ROW][C]25[/C][C]-0.02513[/C][C]-0.1881[/C][C]0.425757[/C][/ROW]
[ROW][C]26[/C][C]0.044894[/C][C]0.336[/C][C]0.369081[/C][/ROW]
[ROW][C]27[/C][C]0.203941[/C][C]1.5262[/C][C]0.0663[/C][/ROW]
[ROW][C]28[/C][C]0.133257[/C][C]0.9972[/C][C]0.161478[/C][/ROW]
[ROW][C]29[/C][C]-0.089735[/C][C]-0.6715[/C][C]0.252328[/C][/ROW]
[ROW][C]30[/C][C]0.031509[/C][C]0.2358[/C][C]0.407228[/C][/ROW]
[ROW][C]31[/C][C]-0.152262[/C][C]-1.1394[/C][C]0.129688[/C][/ROW]
[ROW][C]32[/C][C]-0.101869[/C][C]-0.7623[/C][C]0.224535[/C][/ROW]
[ROW][C]33[/C][C]-0.003991[/C][C]-0.0299[/C][C]0.488139[/C][/ROW]
[ROW][C]34[/C][C]-0.030619[/C][C]-0.2291[/C][C]0.409802[/C][/ROW]
[ROW][C]35[/C][C]-0.094153[/C][C]-0.7046[/C][C]0.241997[/C][/ROW]
[ROW][C]36[/C][C]0.015862[/C][C]0.1187[/C][C]0.45297[/C][/ROW]
[ROW][C]37[/C][C]0.002314[/C][C]0.0173[/C][C]0.493123[/C][/ROW]
[ROW][C]38[/C][C]0.06919[/C][C]0.5178[/C][C]0.303329[/C][/ROW]
[ROW][C]39[/C][C]0.073053[/C][C]0.5467[/C][C]0.293385[/C][/ROW]
[ROW][C]40[/C][C]0.025616[/C][C]0.1917[/C][C]0.424339[/C][/ROW]
[ROW][C]41[/C][C]-0.001121[/C][C]-0.0084[/C][C]0.496669[/C][/ROW]
[ROW][C]42[/C][C]-0.040718[/C][C]-0.3047[/C][C]0.380859[/C][/ROW]
[ROW][C]43[/C][C]-0.04873[/C][C]-0.3647[/C][C]0.358368[/C][/ROW]
[ROW][C]44[/C][C]-0.032076[/C][C]-0.24[/C][C]0.405589[/C][/ROW]
[ROW][C]45[/C][C]-0.025017[/C][C]-0.1872[/C][C]0.426087[/C][/ROW]
[ROW][C]46[/C][C]-0.038249[/C][C]-0.2862[/C][C]0.38788[/C][/ROW]
[ROW][C]47[/C][C]0.02883[/C][C]0.2157[/C][C]0.414986[/C][/ROW]
[ROW][C]48[/C][C]-0.038189[/C][C]-0.2858[/C][C]0.38805[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113531&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113531&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	0.173433	1.2979	0.099829
2	0.075881	0.5678	0.286206
3	-0.147969	-1.1073	0.136449
4	-0.234142	-1.7522	0.042611
5	-0.165396	-1.2377	0.110493
6	0.084867	0.6351	0.26398
7	0.053874	0.4032	0.344185
8	-0.138656	-1.0376	0.151956
9	-0.07298	-0.5461	0.293572
10	-0.186803	-1.3979	0.083827
11	-0.075555	-0.5654	0.287028
12	0.028744	0.2151	0.415236
13	0.144865	1.0841	0.14149
14	0.226141	1.6923	0.048075
15	0.002054	0.0154	0.493894
16	-0.053641	-0.4014	0.344823
17	-0.127027	-0.9506	0.17295
18	-0.093209	-0.6975	0.244184
19	-0.045457	-0.3402	0.367502
20	0.049024	0.3669	0.357554
21	0.101962	0.763	0.224329
22	-0.001554	-0.0116	0.495382
23	-0.015702	-0.1175	0.453442
24	-0.000991	-0.0074	0.497055
25	-0.02513	-0.1881	0.425757
26	0.044894	0.336	0.369081
27	0.203941	1.5262	0.0663
28	0.133257	0.9972	0.161478
29	-0.089735	-0.6715	0.252328
30	0.031509	0.2358	0.407228
31	-0.152262	-1.1394	0.129688
32	-0.101869	-0.7623	0.224535
33	-0.003991	-0.0299	0.488139
34	-0.030619	-0.2291	0.409802
35	-0.094153	-0.7046	0.241997
36	0.015862	0.1187	0.45297
37	0.002314	0.0173	0.493123
38	0.06919	0.5178	0.303329
39	0.073053	0.5467	0.293385
40	0.025616	0.1917	0.424339
41	-0.001121	-0.0084	0.496669
42	-0.040718	-0.3047	0.380859
43	-0.04873	-0.3647	0.358368
44	-0.032076	-0.24	0.405589
45	-0.025017	-0.1872	0.426087
46	-0.038249	-0.2862	0.38788
47	0.02883	0.2157	0.414986
48	-0.038189	-0.2858	0.38805

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.173433	1.2979	0.099829
2	0.047222	0.3534	0.362566
3	-0.174319	-1.3045	0.098703
4	-0.196098	-1.4675	0.073922
5	-0.082759	-0.6193	0.269112
6	0.147872	1.1066	0.136605
7	-0.015399	-0.1152	0.454334
8	-0.278415	-2.0835	0.020893
9	-0.061654	-0.4614	0.323158
10	-0.095615	-0.7155	0.238631
11	-0.032633	-0.2442	0.403984
12	-0.051868	-0.3881	0.34969
13	0.020552	0.1538	0.439162
14	0.188793	1.4128	0.081624
15	-0.128625	-0.9625	0.169958
16	-0.115822	-0.8667	0.194893
17	-0.025022	-0.1872	0.426071
18	-0.01144	-0.0856	0.466042
19	-0.063651	-0.4763	0.317848
20	-0.10398	-0.7781	0.219889
21	0.100447	0.7517	0.227697
22	0.039122	0.2928	0.385393
23	-0.083414	-0.6242	0.267512
24	0.039624	0.2965	0.383965
25	0.004711	0.0353	0.486
26	0.037613	0.2815	0.389694
27	0.125768	0.9412	0.175333
28	0.04635	0.3469	0.365
29	-0.103383	-0.7736	0.221198
30	0.131816	0.9864	0.164085
31	-0.006632	-0.0496	0.480297
32	-0.023368	-0.1749	0.430907
33	-0.018469	-0.1382	0.445287
34	-0.072316	-0.5412	0.295271
35	-0.057108	-0.4274	0.335378
36	0.053898	0.4033	0.34412
37	0.010509	0.0786	0.4688
38	0.116517	0.8719	0.193485
39	-0.02162	-0.1618	0.436027
40	-0.053137	-0.3976	0.346203
41	-0.043542	-0.3258	0.372881
42	-0.03928	-0.2939	0.384944
43	0.019572	0.1465	0.44204
44	-0.086137	-0.6446	0.260913
45	-0.033672	-0.252	0.400989
46	0.016397	0.1227	0.451389
47	0.034182	0.2558	0.399522
48	-0.07887	-0.5902	0.278713

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.173433 & 1.2979 & 0.099829 \tabularnewline
2 & 0.047222 & 0.3534 & 0.362566 \tabularnewline
3 & -0.174319 & -1.3045 & 0.098703 \tabularnewline
4 & -0.196098 & -1.4675 & 0.073922 \tabularnewline
5 & -0.082759 & -0.6193 & 0.269112 \tabularnewline
6 & 0.147872 & 1.1066 & 0.136605 \tabularnewline
7 & -0.015399 & -0.1152 & 0.454334 \tabularnewline
8 & -0.278415 & -2.0835 & 0.020893 \tabularnewline
9 & -0.061654 & -0.4614 & 0.323158 \tabularnewline
10 & -0.095615 & -0.7155 & 0.238631 \tabularnewline
11 & -0.032633 & -0.2442 & 0.403984 \tabularnewline
12 & -0.051868 & -0.3881 & 0.34969 \tabularnewline
13 & 0.020552 & 0.1538 & 0.439162 \tabularnewline
14 & 0.188793 & 1.4128 & 0.081624 \tabularnewline
15 & -0.128625 & -0.9625 & 0.169958 \tabularnewline
16 & -0.115822 & -0.8667 & 0.194893 \tabularnewline
17 & -0.025022 & -0.1872 & 0.426071 \tabularnewline
18 & -0.01144 & -0.0856 & 0.466042 \tabularnewline
19 & -0.063651 & -0.4763 & 0.317848 \tabularnewline
20 & -0.10398 & -0.7781 & 0.219889 \tabularnewline
21 & 0.100447 & 0.7517 & 0.227697 \tabularnewline
22 & 0.039122 & 0.2928 & 0.385393 \tabularnewline
23 & -0.083414 & -0.6242 & 0.267512 \tabularnewline
24 & 0.039624 & 0.2965 & 0.383965 \tabularnewline
25 & 0.004711 & 0.0353 & 0.486 \tabularnewline
26 & 0.037613 & 0.2815 & 0.389694 \tabularnewline
27 & 0.125768 & 0.9412 & 0.175333 \tabularnewline
28 & 0.04635 & 0.3469 & 0.365 \tabularnewline
29 & -0.103383 & -0.7736 & 0.221198 \tabularnewline
30 & 0.131816 & 0.9864 & 0.164085 \tabularnewline
31 & -0.006632 & -0.0496 & 0.480297 \tabularnewline
32 & -0.023368 & -0.1749 & 0.430907 \tabularnewline
33 & -0.018469 & -0.1382 & 0.445287 \tabularnewline
34 & -0.072316 & -0.5412 & 0.295271 \tabularnewline
35 & -0.057108 & -0.4274 & 0.335378 \tabularnewline
36 & 0.053898 & 0.4033 & 0.34412 \tabularnewline
37 & 0.010509 & 0.0786 & 0.4688 \tabularnewline
38 & 0.116517 & 0.8719 & 0.193485 \tabularnewline
39 & -0.02162 & -0.1618 & 0.436027 \tabularnewline
40 & -0.053137 & -0.3976 & 0.346203 \tabularnewline
41 & -0.043542 & -0.3258 & 0.372881 \tabularnewline
42 & -0.03928 & -0.2939 & 0.384944 \tabularnewline
43 & 0.019572 & 0.1465 & 0.44204 \tabularnewline
44 & -0.086137 & -0.6446 & 0.260913 \tabularnewline
45 & -0.033672 & -0.252 & 0.400989 \tabularnewline
46 & 0.016397 & 0.1227 & 0.451389 \tabularnewline
47 & 0.034182 & 0.2558 & 0.399522 \tabularnewline
48 & -0.07887 & -0.5902 & 0.278713 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113531&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]0.173433[/C][C]1.2979[/C][C]0.099829[/C][/ROW]
[ROW][C]2[/C][C]0.047222[/C][C]0.3534[/C][C]0.362566[/C][/ROW]
[ROW][C]3[/C][C]-0.174319[/C][C]-1.3045[/C][C]0.098703[/C][/ROW]
[ROW][C]4[/C][C]-0.196098[/C][C]-1.4675[/C][C]0.073922[/C][/ROW]
[ROW][C]5[/C][C]-0.082759[/C][C]-0.6193[/C][C]0.269112[/C][/ROW]
[ROW][C]6[/C][C]0.147872[/C][C]1.1066[/C][C]0.136605[/C][/ROW]
[ROW][C]7[/C][C]-0.015399[/C][C]-0.1152[/C][C]0.454334[/C][/ROW]
[ROW][C]8[/C][C]-0.278415[/C][C]-2.0835[/C][C]0.020893[/C][/ROW]
[ROW][C]9[/C][C]-0.061654[/C][C]-0.4614[/C][C]0.323158[/C][/ROW]
[ROW][C]10[/C][C]-0.095615[/C][C]-0.7155[/C][C]0.238631[/C][/ROW]
[ROW][C]11[/C][C]-0.032633[/C][C]-0.2442[/C][C]0.403984[/C][/ROW]
[ROW][C]12[/C][C]-0.051868[/C][C]-0.3881[/C][C]0.34969[/C][/ROW]
[ROW][C]13[/C][C]0.020552[/C][C]0.1538[/C][C]0.439162[/C][/ROW]
[ROW][C]14[/C][C]0.188793[/C][C]1.4128[/C][C]0.081624[/C][/ROW]
[ROW][C]15[/C][C]-0.128625[/C][C]-0.9625[/C][C]0.169958[/C][/ROW]
[ROW][C]16[/C][C]-0.115822[/C][C]-0.8667[/C][C]0.194893[/C][/ROW]
[ROW][C]17[/C][C]-0.025022[/C][C]-0.1872[/C][C]0.426071[/C][/ROW]
[ROW][C]18[/C][C]-0.01144[/C][C]-0.0856[/C][C]0.466042[/C][/ROW]
[ROW][C]19[/C][C]-0.063651[/C][C]-0.4763[/C][C]0.317848[/C][/ROW]
[ROW][C]20[/C][C]-0.10398[/C][C]-0.7781[/C][C]0.219889[/C][/ROW]
[ROW][C]21[/C][C]0.100447[/C][C]0.7517[/C][C]0.227697[/C][/ROW]
[ROW][C]22[/C][C]0.039122[/C][C]0.2928[/C][C]0.385393[/C][/ROW]
[ROW][C]23[/C][C]-0.083414[/C][C]-0.6242[/C][C]0.267512[/C][/ROW]
[ROW][C]24[/C][C]0.039624[/C][C]0.2965[/C][C]0.383965[/C][/ROW]
[ROW][C]25[/C][C]0.004711[/C][C]0.0353[/C][C]0.486[/C][/ROW]
[ROW][C]26[/C][C]0.037613[/C][C]0.2815[/C][C]0.389694[/C][/ROW]
[ROW][C]27[/C][C]0.125768[/C][C]0.9412[/C][C]0.175333[/C][/ROW]
[ROW][C]28[/C][C]0.04635[/C][C]0.3469[/C][C]0.365[/C][/ROW]
[ROW][C]29[/C][C]-0.103383[/C][C]-0.7736[/C][C]0.221198[/C][/ROW]
[ROW][C]30[/C][C]0.131816[/C][C]0.9864[/C][C]0.164085[/C][/ROW]
[ROW][C]31[/C][C]-0.006632[/C][C]-0.0496[/C][C]0.480297[/C][/ROW]
[ROW][C]32[/C][C]-0.023368[/C][C]-0.1749[/C][C]0.430907[/C][/ROW]
[ROW][C]33[/C][C]-0.018469[/C][C]-0.1382[/C][C]0.445287[/C][/ROW]
[ROW][C]34[/C][C]-0.072316[/C][C]-0.5412[/C][C]0.295271[/C][/ROW]
[ROW][C]35[/C][C]-0.057108[/C][C]-0.4274[/C][C]0.335378[/C][/ROW]
[ROW][C]36[/C][C]0.053898[/C][C]0.4033[/C][C]0.34412[/C][/ROW]
[ROW][C]37[/C][C]0.010509[/C][C]0.0786[/C][C]0.4688[/C][/ROW]
[ROW][C]38[/C][C]0.116517[/C][C]0.8719[/C][C]0.193485[/C][/ROW]
[ROW][C]39[/C][C]-0.02162[/C][C]-0.1618[/C][C]0.436027[/C][/ROW]
[ROW][C]40[/C][C]-0.053137[/C][C]-0.3976[/C][C]0.346203[/C][/ROW]
[ROW][C]41[/C][C]-0.043542[/C][C]-0.3258[/C][C]0.372881[/C][/ROW]
[ROW][C]42[/C][C]-0.03928[/C][C]-0.2939[/C][C]0.384944[/C][/ROW]
[ROW][C]43[/C][C]0.019572[/C][C]0.1465[/C][C]0.44204[/C][/ROW]
[ROW][C]44[/C][C]-0.086137[/C][C]-0.6446[/C][C]0.260913[/C][/ROW]
[ROW][C]45[/C][C]-0.033672[/C][C]-0.252[/C][C]0.400989[/C][/ROW]
[ROW][C]46[/C][C]0.016397[/C][C]0.1227[/C][C]0.451389[/C][/ROW]
[ROW][C]47[/C][C]0.034182[/C][C]0.2558[/C][C]0.399522[/C][/ROW]
[ROW][C]48[/C][C]-0.07887[/C][C]-0.5902[/C][C]0.278713[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113531&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113531&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	0.173433	1.2979	0.099829
2	0.047222	0.3534	0.362566
3	-0.174319	-1.3045	0.098703
4	-0.196098	-1.4675	0.073922
5	-0.082759	-0.6193	0.269112
6	0.147872	1.1066	0.136605
7	-0.015399	-0.1152	0.454334
8	-0.278415	-2.0835	0.020893
9	-0.061654	-0.4614	0.323158
10	-0.095615	-0.7155	0.238631
11	-0.032633	-0.2442	0.403984
12	-0.051868	-0.3881	0.34969
13	0.020552	0.1538	0.439162
14	0.188793	1.4128	0.081624
15	-0.128625	-0.9625	0.169958
16	-0.115822	-0.8667	0.194893
17	-0.025022	-0.1872	0.426071
18	-0.01144	-0.0856	0.466042
19	-0.063651	-0.4763	0.317848
20	-0.10398	-0.7781	0.219889
21	0.100447	0.7517	0.227697
22	0.039122	0.2928	0.385393
23	-0.083414	-0.6242	0.267512
24	0.039624	0.2965	0.383965
25	0.004711	0.0353	0.486
26	0.037613	0.2815	0.389694
27	0.125768	0.9412	0.175333
28	0.04635	0.3469	0.365
29	-0.103383	-0.7736	0.221198
30	0.131816	0.9864	0.164085
31	-0.006632	-0.0496	0.480297
32	-0.023368	-0.1749	0.430907
33	-0.018469	-0.1382	0.445287
34	-0.072316	-0.5412	0.295271
35	-0.057108	-0.4274	0.335378
36	0.053898	0.4033	0.34412
37	0.010509	0.0786	0.4688
38	0.116517	0.8719	0.193485
39	-0.02162	-0.1618	0.436027
40	-0.053137	-0.3976	0.346203
41	-0.043542	-0.3258	0.372881
42	-0.03928	-0.2939	0.384944
43	0.019572	0.1465	0.44204
44	-0.086137	-0.6446	0.260913
45	-0.033672	-0.252	0.400989
46	0.016397	0.1227	0.451389
47	0.034182	0.2558	0.399522
48	-0.07887	-0.5902	0.278713

Figure 1

PNG link

Postscript link

PDF link

Figure 2

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 (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
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