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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 13:51:25 +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/t1292939349xuzb85tvshq0p0q.htm/, Retrieved Thu, 09 May 2024 12:31:02 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113564, Retrieved Thu, 09 May 2024 12:31:02 +0000

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Estimated Impact

170

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
-    D    [(Partial) Autocorrelation Function] [Workshop 9] [2010-12-03 10:43:29] [39c51da0be01189e8a44eb69e891b7a1]
-   P       [(Partial) Autocorrelation Function] [Workshop 9] [2010-12-03 10:48:00] [39c51da0be01189e8a44eb69e891b7a1]
-   P         [(Partial) Autocorrelation Function] [Workshop 9] [2010-12-03 12:19:31] [39c51da0be01189e8a44eb69e891b7a1]
-    D          [(Partial) Autocorrelation Function] [Autocorrelation A...] [2010-12-21 12:22:09] [f9eaed74daea918f73b9f505c5b1f19e]
-   P               [(Partial) Autocorrelation Function] [Autocorrelation A...] [2010-12-21 13:51:25] [2e49bff66bb3e1f5d7fa8957e12fbb12] [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	2 seconds
R Server	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113564&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113564&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113564&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.255222	-2.64	0.004765
2	-0.156856	-1.6225	0.053816
3	-0.011398	-0.1179	0.453184
4	0.034734	0.3593	0.360043
5	-0.071577	-0.7404	0.230339
6	0.029402	0.3041	0.380809
7	-0.002721	-0.0281	0.488799
8	0.102951	1.0649	0.144652
9	-0.143048	-1.4797	0.070946
10	-0.004159	-0.043	0.482883
11	0.305697	3.1622	0.001019
12	-0.324832	-3.3601	0.00054
13	-0.163597	-1.6923	0.046753
14	0.023774	0.2459	0.403106
15	0.118435	1.2251	0.111613
16	0.070216	0.7263	0.234615
17	-0.076914	-0.7956	0.214012
18	-0.020591	-0.213	0.415869
19	-0.011724	-0.1213	0.451849
20	-0.042826	-0.443	0.329331
21	0.067338	0.6965	0.243798
22	0.135693	1.4036	0.081665
23	-0.049704	-0.5141	0.304107
24	-0.166804	-1.7254	0.043668
25	0.021863	0.2262	0.410757
26	0.093615	0.9684	0.167525
27	0.100866	1.0434	0.149565
28	-0.192862	-1.995	0.024293
29	0.068459	0.7081	0.240199
30	0.034864	0.3606	0.35954
31	0.082483	0.8532	0.197724
32	-0.084339	-0.8724	0.192468
33	0.042089	0.4354	0.332086
34	-0.048942	-0.5063	0.306859
35	-0.037108	-0.3838	0.350928
36	-0.043328	-0.4482	0.327463
37	0.222221	2.2987	0.011733
38	-0.021679	-0.2243	0.411494
39	-0.219915	-2.2748	0.012455
40	0.069377	0.7176	0.237272
41	0.061354	0.6347	0.263504
42	-0.001993	-0.0206	0.491794
43	-0.030347	-0.3139	0.3771
44	0.004885	0.0505	0.479895
45	-0.00076	-0.0079	0.49687
46	-0.043788	-0.4529	0.325753
47	-0.057609	-0.5959	0.276246
48	0.097944	1.0131	0.15664

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.255222 & -2.64 & 0.004765 \tabularnewline
2 & -0.156856 & -1.6225 & 0.053816 \tabularnewline
3 & -0.011398 & -0.1179 & 0.453184 \tabularnewline
4 & 0.034734 & 0.3593 & 0.360043 \tabularnewline
5 & -0.071577 & -0.7404 & 0.230339 \tabularnewline
6 & 0.029402 & 0.3041 & 0.380809 \tabularnewline
7 & -0.002721 & -0.0281 & 0.488799 \tabularnewline
8 & 0.102951 & 1.0649 & 0.144652 \tabularnewline
9 & -0.143048 & -1.4797 & 0.070946 \tabularnewline
10 & -0.004159 & -0.043 & 0.482883 \tabularnewline
11 & 0.305697 & 3.1622 & 0.001019 \tabularnewline
12 & -0.324832 & -3.3601 & 0.00054 \tabularnewline
13 & -0.163597 & -1.6923 & 0.046753 \tabularnewline
14 & 0.023774 & 0.2459 & 0.403106 \tabularnewline
15 & 0.118435 & 1.2251 & 0.111613 \tabularnewline
16 & 0.070216 & 0.7263 & 0.234615 \tabularnewline
17 & -0.076914 & -0.7956 & 0.214012 \tabularnewline
18 & -0.020591 & -0.213 & 0.415869 \tabularnewline
19 & -0.011724 & -0.1213 & 0.451849 \tabularnewline
20 & -0.042826 & -0.443 & 0.329331 \tabularnewline
21 & 0.067338 & 0.6965 & 0.243798 \tabularnewline
22 & 0.135693 & 1.4036 & 0.081665 \tabularnewline
23 & -0.049704 & -0.5141 & 0.304107 \tabularnewline
24 & -0.166804 & -1.7254 & 0.043668 \tabularnewline
25 & 0.021863 & 0.2262 & 0.410757 \tabularnewline
26 & 0.093615 & 0.9684 & 0.167525 \tabularnewline
27 & 0.100866 & 1.0434 & 0.149565 \tabularnewline
28 & -0.192862 & -1.995 & 0.024293 \tabularnewline
29 & 0.068459 & 0.7081 & 0.240199 \tabularnewline
30 & 0.034864 & 0.3606 & 0.35954 \tabularnewline
31 & 0.082483 & 0.8532 & 0.197724 \tabularnewline
32 & -0.084339 & -0.8724 & 0.192468 \tabularnewline
33 & 0.042089 & 0.4354 & 0.332086 \tabularnewline
34 & -0.048942 & -0.5063 & 0.306859 \tabularnewline
35 & -0.037108 & -0.3838 & 0.350928 \tabularnewline
36 & -0.043328 & -0.4482 & 0.327463 \tabularnewline
37 & 0.222221 & 2.2987 & 0.011733 \tabularnewline
38 & -0.021679 & -0.2243 & 0.411494 \tabularnewline
39 & -0.219915 & -2.2748 & 0.012455 \tabularnewline
40 & 0.069377 & 0.7176 & 0.237272 \tabularnewline
41 & 0.061354 & 0.6347 & 0.263504 \tabularnewline
42 & -0.001993 & -0.0206 & 0.491794 \tabularnewline
43 & -0.030347 & -0.3139 & 0.3771 \tabularnewline
44 & 0.004885 & 0.0505 & 0.479895 \tabularnewline
45 & -0.00076 & -0.0079 & 0.49687 \tabularnewline
46 & -0.043788 & -0.4529 & 0.325753 \tabularnewline
47 & -0.057609 & -0.5959 & 0.276246 \tabularnewline
48 & 0.097944 & 1.0131 & 0.15664 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113564&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]-0.255222[/C][C]-2.64[/C][C]0.004765[/C][/ROW]
[ROW][C]2[/C][C]-0.156856[/C][C]-1.6225[/C][C]0.053816[/C][/ROW]
[ROW][C]3[/C][C]-0.011398[/C][C]-0.1179[/C][C]0.453184[/C][/ROW]
[ROW][C]4[/C][C]0.034734[/C][C]0.3593[/C][C]0.360043[/C][/ROW]
[ROW][C]5[/C][C]-0.071577[/C][C]-0.7404[/C][C]0.230339[/C][/ROW]
[ROW][C]6[/C][C]0.029402[/C][C]0.3041[/C][C]0.380809[/C][/ROW]
[ROW][C]7[/C][C]-0.002721[/C][C]-0.0281[/C][C]0.488799[/C][/ROW]
[ROW][C]8[/C][C]0.102951[/C][C]1.0649[/C][C]0.144652[/C][/ROW]
[ROW][C]9[/C][C]-0.143048[/C][C]-1.4797[/C][C]0.070946[/C][/ROW]
[ROW][C]10[/C][C]-0.004159[/C][C]-0.043[/C][C]0.482883[/C][/ROW]
[ROW][C]11[/C][C]0.305697[/C][C]3.1622[/C][C]0.001019[/C][/ROW]
[ROW][C]12[/C][C]-0.324832[/C][C]-3.3601[/C][C]0.00054[/C][/ROW]
[ROW][C]13[/C][C]-0.163597[/C][C]-1.6923[/C][C]0.046753[/C][/ROW]
[ROW][C]14[/C][C]0.023774[/C][C]0.2459[/C][C]0.403106[/C][/ROW]
[ROW][C]15[/C][C]0.118435[/C][C]1.2251[/C][C]0.111613[/C][/ROW]
[ROW][C]16[/C][C]0.070216[/C][C]0.7263[/C][C]0.234615[/C][/ROW]
[ROW][C]17[/C][C]-0.076914[/C][C]-0.7956[/C][C]0.214012[/C][/ROW]
[ROW][C]18[/C][C]-0.020591[/C][C]-0.213[/C][C]0.415869[/C][/ROW]
[ROW][C]19[/C][C]-0.011724[/C][C]-0.1213[/C][C]0.451849[/C][/ROW]
[ROW][C]20[/C][C]-0.042826[/C][C]-0.443[/C][C]0.329331[/C][/ROW]
[ROW][C]21[/C][C]0.067338[/C][C]0.6965[/C][C]0.243798[/C][/ROW]
[ROW][C]22[/C][C]0.135693[/C][C]1.4036[/C][C]0.081665[/C][/ROW]
[ROW][C]23[/C][C]-0.049704[/C][C]-0.5141[/C][C]0.304107[/C][/ROW]
[ROW][C]24[/C][C]-0.166804[/C][C]-1.7254[/C][C]0.043668[/C][/ROW]
[ROW][C]25[/C][C]0.021863[/C][C]0.2262[/C][C]0.410757[/C][/ROW]
[ROW][C]26[/C][C]0.093615[/C][C]0.9684[/C][C]0.167525[/C][/ROW]
[ROW][C]27[/C][C]0.100866[/C][C]1.0434[/C][C]0.149565[/C][/ROW]
[ROW][C]28[/C][C]-0.192862[/C][C]-1.995[/C][C]0.024293[/C][/ROW]
[ROW][C]29[/C][C]0.068459[/C][C]0.7081[/C][C]0.240199[/C][/ROW]
[ROW][C]30[/C][C]0.034864[/C][C]0.3606[/C][C]0.35954[/C][/ROW]
[ROW][C]31[/C][C]0.082483[/C][C]0.8532[/C][C]0.197724[/C][/ROW]
[ROW][C]32[/C][C]-0.084339[/C][C]-0.8724[/C][C]0.192468[/C][/ROW]
[ROW][C]33[/C][C]0.042089[/C][C]0.4354[/C][C]0.332086[/C][/ROW]
[ROW][C]34[/C][C]-0.048942[/C][C]-0.5063[/C][C]0.306859[/C][/ROW]
[ROW][C]35[/C][C]-0.037108[/C][C]-0.3838[/C][C]0.350928[/C][/ROW]
[ROW][C]36[/C][C]-0.043328[/C][C]-0.4482[/C][C]0.327463[/C][/ROW]
[ROW][C]37[/C][C]0.222221[/C][C]2.2987[/C][C]0.011733[/C][/ROW]
[ROW][C]38[/C][C]-0.021679[/C][C]-0.2243[/C][C]0.411494[/C][/ROW]
[ROW][C]39[/C][C]-0.219915[/C][C]-2.2748[/C][C]0.012455[/C][/ROW]
[ROW][C]40[/C][C]0.069377[/C][C]0.7176[/C][C]0.237272[/C][/ROW]
[ROW][C]41[/C][C]0.061354[/C][C]0.6347[/C][C]0.263504[/C][/ROW]
[ROW][C]42[/C][C]-0.001993[/C][C]-0.0206[/C][C]0.491794[/C][/ROW]
[ROW][C]43[/C][C]-0.030347[/C][C]-0.3139[/C][C]0.3771[/C][/ROW]
[ROW][C]44[/C][C]0.004885[/C][C]0.0505[/C][C]0.479895[/C][/ROW]
[ROW][C]45[/C][C]-0.00076[/C][C]-0.0079[/C][C]0.49687[/C][/ROW]
[ROW][C]46[/C][C]-0.043788[/C][C]-0.4529[/C][C]0.325753[/C][/ROW]
[ROW][C]47[/C][C]-0.057609[/C][C]-0.5959[/C][C]0.276246[/C][/ROW]
[ROW][C]48[/C][C]0.097944[/C][C]1.0131[/C][C]0.15664[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113564&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113564&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	-0.255222	-2.64	0.004765
2	-0.156856	-1.6225	0.053816
3	-0.011398	-0.1179	0.453184
4	0.034734	0.3593	0.360043
5	-0.071577	-0.7404	0.230339
6	0.029402	0.3041	0.380809
7	-0.002721	-0.0281	0.488799
8	0.102951	1.0649	0.144652
9	-0.143048	-1.4797	0.070946
10	-0.004159	-0.043	0.482883
11	0.305697	3.1622	0.001019
12	-0.324832	-3.3601	0.00054
13	-0.163597	-1.6923	0.046753
14	0.023774	0.2459	0.403106
15	0.118435	1.2251	0.111613
16	0.070216	0.7263	0.234615
17	-0.076914	-0.7956	0.214012
18	-0.020591	-0.213	0.415869
19	-0.011724	-0.1213	0.451849
20	-0.042826	-0.443	0.329331
21	0.067338	0.6965	0.243798
22	0.135693	1.4036	0.081665
23	-0.049704	-0.5141	0.304107
24	-0.166804	-1.7254	0.043668
25	0.021863	0.2262	0.410757
26	0.093615	0.9684	0.167525
27	0.100866	1.0434	0.149565
28	-0.192862	-1.995	0.024293
29	0.068459	0.7081	0.240199
30	0.034864	0.3606	0.35954
31	0.082483	0.8532	0.197724
32	-0.084339	-0.8724	0.192468
33	0.042089	0.4354	0.332086
34	-0.048942	-0.5063	0.306859
35	-0.037108	-0.3838	0.350928
36	-0.043328	-0.4482	0.327463
37	0.222221	2.2987	0.011733
38	-0.021679	-0.2243	0.411494
39	-0.219915	-2.2748	0.012455
40	0.069377	0.7176	0.237272
41	0.061354	0.6347	0.263504
42	-0.001993	-0.0206	0.491794
43	-0.030347	-0.3139	0.3771
44	0.004885	0.0505	0.479895
45	-0.00076	-0.0079	0.49687
46	-0.043788	-0.4529	0.325753
47	-0.057609	-0.5959	0.276246
48	0.097944	1.0131	0.15664

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.255222	-2.64	0.004765
2	-0.237462	-2.4563	0.007823
3	-0.137781	-1.4252	0.078503
4	-0.056016	-0.5794	0.281757
5	-0.11772	-1.2177	0.113007
6	-0.039051	-0.4039	0.343528
7	-0.04677	-0.4838	0.314761
8	0.092695	0.9588	0.169901
9	-0.098367	-1.0175	0.155601
10	-0.052881	-0.547	0.292759
11	0.300793	3.1114	0.001194
12	-0.210377	-2.1762	0.015871
13	-0.250358	-2.5897	0.005471
14	-0.239226	-2.4746	0.007455
15	-0.091677	-0.9483	0.172554
16	0.066763	0.6906	0.245656
17	-0.100345	-1.038	0.15081
18	-0.080545	-0.8332	0.203305
19	-0.166894	-1.7264	0.043584
20	-0.017662	-0.1827	0.427693
21	0.03031	0.3135	0.377244
22	0.046098	0.4768	0.317222
23	0.201576	2.0851	0.019719
24	-0.154879	-1.6021	0.056042
25	-0.18688	-1.9331	0.027933
26	-0.219977	-2.2755	0.012436
27	0.031327	0.324	0.373268
28	-0.058264	-0.6027	0.273996
29	-0.028239	-0.2921	0.385387
30	-0.030371	-0.3142	0.377006
31	-0.006019	-0.0623	0.475234
32	-0.044181	-0.457	0.324296
33	-0.010068	-0.1041	0.458623
34	0.079657	0.824	0.205892
35	0.183919	1.9025	0.029899
36	-0.090843	-0.9397	0.174748
37	-0.016089	-0.1664	0.434069
38	-0.148529	-1.5364	0.063697
39	-0.16124	-1.6679	0.049132
40	0.008163	0.0844	0.466433
41	0.014553	0.1505	0.440311
42	0.029933	0.3096	0.378721
43	-0.00115	-0.0119	0.495264
44	-0.017614	-0.1822	0.427885
45	-0.025171	-0.2604	0.397538
46	0.028862	0.2986	0.382931
47	0.0625	0.6465	0.259668
48	-0.129438	-1.3389	0.091718

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.255222 & -2.64 & 0.004765 \tabularnewline
2 & -0.237462 & -2.4563 & 0.007823 \tabularnewline
3 & -0.137781 & -1.4252 & 0.078503 \tabularnewline
4 & -0.056016 & -0.5794 & 0.281757 \tabularnewline
5 & -0.11772 & -1.2177 & 0.113007 \tabularnewline
6 & -0.039051 & -0.4039 & 0.343528 \tabularnewline
7 & -0.04677 & -0.4838 & 0.314761 \tabularnewline
8 & 0.092695 & 0.9588 & 0.169901 \tabularnewline
9 & -0.098367 & -1.0175 & 0.155601 \tabularnewline
10 & -0.052881 & -0.547 & 0.292759 \tabularnewline
11 & 0.300793 & 3.1114 & 0.001194 \tabularnewline
12 & -0.210377 & -2.1762 & 0.015871 \tabularnewline
13 & -0.250358 & -2.5897 & 0.005471 \tabularnewline
14 & -0.239226 & -2.4746 & 0.007455 \tabularnewline
15 & -0.091677 & -0.9483 & 0.172554 \tabularnewline
16 & 0.066763 & 0.6906 & 0.245656 \tabularnewline
17 & -0.100345 & -1.038 & 0.15081 \tabularnewline
18 & -0.080545 & -0.8332 & 0.203305 \tabularnewline
19 & -0.166894 & -1.7264 & 0.043584 \tabularnewline
20 & -0.017662 & -0.1827 & 0.427693 \tabularnewline
21 & 0.03031 & 0.3135 & 0.377244 \tabularnewline
22 & 0.046098 & 0.4768 & 0.317222 \tabularnewline
23 & 0.201576 & 2.0851 & 0.019719 \tabularnewline
24 & -0.154879 & -1.6021 & 0.056042 \tabularnewline
25 & -0.18688 & -1.9331 & 0.027933 \tabularnewline
26 & -0.219977 & -2.2755 & 0.012436 \tabularnewline
27 & 0.031327 & 0.324 & 0.373268 \tabularnewline
28 & -0.058264 & -0.6027 & 0.273996 \tabularnewline
29 & -0.028239 & -0.2921 & 0.385387 \tabularnewline
30 & -0.030371 & -0.3142 & 0.377006 \tabularnewline
31 & -0.006019 & -0.0623 & 0.475234 \tabularnewline
32 & -0.044181 & -0.457 & 0.324296 \tabularnewline
33 & -0.010068 & -0.1041 & 0.458623 \tabularnewline
34 & 0.079657 & 0.824 & 0.205892 \tabularnewline
35 & 0.183919 & 1.9025 & 0.029899 \tabularnewline
36 & -0.090843 & -0.9397 & 0.174748 \tabularnewline
37 & -0.016089 & -0.1664 & 0.434069 \tabularnewline
38 & -0.148529 & -1.5364 & 0.063697 \tabularnewline
39 & -0.16124 & -1.6679 & 0.049132 \tabularnewline
40 & 0.008163 & 0.0844 & 0.466433 \tabularnewline
41 & 0.014553 & 0.1505 & 0.440311 \tabularnewline
42 & 0.029933 & 0.3096 & 0.378721 \tabularnewline
43 & -0.00115 & -0.0119 & 0.495264 \tabularnewline
44 & -0.017614 & -0.1822 & 0.427885 \tabularnewline
45 & -0.025171 & -0.2604 & 0.397538 \tabularnewline
46 & 0.028862 & 0.2986 & 0.382931 \tabularnewline
47 & 0.0625 & 0.6465 & 0.259668 \tabularnewline
48 & -0.129438 & -1.3389 & 0.091718 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113564&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]-0.255222[/C][C]-2.64[/C][C]0.004765[/C][/ROW]
[ROW][C]2[/C][C]-0.237462[/C][C]-2.4563[/C][C]0.007823[/C][/ROW]
[ROW][C]3[/C][C]-0.137781[/C][C]-1.4252[/C][C]0.078503[/C][/ROW]
[ROW][C]4[/C][C]-0.056016[/C][C]-0.5794[/C][C]0.281757[/C][/ROW]
[ROW][C]5[/C][C]-0.11772[/C][C]-1.2177[/C][C]0.113007[/C][/ROW]
[ROW][C]6[/C][C]-0.039051[/C][C]-0.4039[/C][C]0.343528[/C][/ROW]
[ROW][C]7[/C][C]-0.04677[/C][C]-0.4838[/C][C]0.314761[/C][/ROW]
[ROW][C]8[/C][C]0.092695[/C][C]0.9588[/C][C]0.169901[/C][/ROW]
[ROW][C]9[/C][C]-0.098367[/C][C]-1.0175[/C][C]0.155601[/C][/ROW]
[ROW][C]10[/C][C]-0.052881[/C][C]-0.547[/C][C]0.292759[/C][/ROW]
[ROW][C]11[/C][C]0.300793[/C][C]3.1114[/C][C]0.001194[/C][/ROW]
[ROW][C]12[/C][C]-0.210377[/C][C]-2.1762[/C][C]0.015871[/C][/ROW]
[ROW][C]13[/C][C]-0.250358[/C][C]-2.5897[/C][C]0.005471[/C][/ROW]
[ROW][C]14[/C][C]-0.239226[/C][C]-2.4746[/C][C]0.007455[/C][/ROW]
[ROW][C]15[/C][C]-0.091677[/C][C]-0.9483[/C][C]0.172554[/C][/ROW]
[ROW][C]16[/C][C]0.066763[/C][C]0.6906[/C][C]0.245656[/C][/ROW]
[ROW][C]17[/C][C]-0.100345[/C][C]-1.038[/C][C]0.15081[/C][/ROW]
[ROW][C]18[/C][C]-0.080545[/C][C]-0.8332[/C][C]0.203305[/C][/ROW]
[ROW][C]19[/C][C]-0.166894[/C][C]-1.7264[/C][C]0.043584[/C][/ROW]
[ROW][C]20[/C][C]-0.017662[/C][C]-0.1827[/C][C]0.427693[/C][/ROW]
[ROW][C]21[/C][C]0.03031[/C][C]0.3135[/C][C]0.377244[/C][/ROW]
[ROW][C]22[/C][C]0.046098[/C][C]0.4768[/C][C]0.317222[/C][/ROW]
[ROW][C]23[/C][C]0.201576[/C][C]2.0851[/C][C]0.019719[/C][/ROW]
[ROW][C]24[/C][C]-0.154879[/C][C]-1.6021[/C][C]0.056042[/C][/ROW]
[ROW][C]25[/C][C]-0.18688[/C][C]-1.9331[/C][C]0.027933[/C][/ROW]
[ROW][C]26[/C][C]-0.219977[/C][C]-2.2755[/C][C]0.012436[/C][/ROW]
[ROW][C]27[/C][C]0.031327[/C][C]0.324[/C][C]0.373268[/C][/ROW]
[ROW][C]28[/C][C]-0.058264[/C][C]-0.6027[/C][C]0.273996[/C][/ROW]
[ROW][C]29[/C][C]-0.028239[/C][C]-0.2921[/C][C]0.385387[/C][/ROW]
[ROW][C]30[/C][C]-0.030371[/C][C]-0.3142[/C][C]0.377006[/C][/ROW]
[ROW][C]31[/C][C]-0.006019[/C][C]-0.0623[/C][C]0.475234[/C][/ROW]
[ROW][C]32[/C][C]-0.044181[/C][C]-0.457[/C][C]0.324296[/C][/ROW]
[ROW][C]33[/C][C]-0.010068[/C][C]-0.1041[/C][C]0.458623[/C][/ROW]
[ROW][C]34[/C][C]0.079657[/C][C]0.824[/C][C]0.205892[/C][/ROW]
[ROW][C]35[/C][C]0.183919[/C][C]1.9025[/C][C]0.029899[/C][/ROW]
[ROW][C]36[/C][C]-0.090843[/C][C]-0.9397[/C][C]0.174748[/C][/ROW]
[ROW][C]37[/C][C]-0.016089[/C][C]-0.1664[/C][C]0.434069[/C][/ROW]
[ROW][C]38[/C][C]-0.148529[/C][C]-1.5364[/C][C]0.063697[/C][/ROW]
[ROW][C]39[/C][C]-0.16124[/C][C]-1.6679[/C][C]0.049132[/C][/ROW]
[ROW][C]40[/C][C]0.008163[/C][C]0.0844[/C][C]0.466433[/C][/ROW]
[ROW][C]41[/C][C]0.014553[/C][C]0.1505[/C][C]0.440311[/C][/ROW]
[ROW][C]42[/C][C]0.029933[/C][C]0.3096[/C][C]0.378721[/C][/ROW]
[ROW][C]43[/C][C]-0.00115[/C][C]-0.0119[/C][C]0.495264[/C][/ROW]
[ROW][C]44[/C][C]-0.017614[/C][C]-0.1822[/C][C]0.427885[/C][/ROW]
[ROW][C]45[/C][C]-0.025171[/C][C]-0.2604[/C][C]0.397538[/C][/ROW]
[ROW][C]46[/C][C]0.028862[/C][C]0.2986[/C][C]0.382931[/C][/ROW]
[ROW][C]47[/C][C]0.0625[/C][C]0.6465[/C][C]0.259668[/C][/ROW]
[ROW][C]48[/C][C]-0.129438[/C][C]-1.3389[/C][C]0.091718[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113564&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113564&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	-0.255222	-2.64	0.004765
2	-0.237462	-2.4563	0.007823
3	-0.137781	-1.4252	0.078503
4	-0.056016	-0.5794	0.281757
5	-0.11772	-1.2177	0.113007
6	-0.039051	-0.4039	0.343528
7	-0.04677	-0.4838	0.314761
8	0.092695	0.9588	0.169901
9	-0.098367	-1.0175	0.155601
10	-0.052881	-0.547	0.292759
11	0.300793	3.1114	0.001194
12	-0.210377	-2.1762	0.015871
13	-0.250358	-2.5897	0.005471
14	-0.239226	-2.4746	0.007455
15	-0.091677	-0.9483	0.172554
16	0.066763	0.6906	0.245656
17	-0.100345	-1.038	0.15081
18	-0.080545	-0.8332	0.203305
19	-0.166894	-1.7264	0.043584
20	-0.017662	-0.1827	0.427693
21	0.03031	0.3135	0.377244
22	0.046098	0.4768	0.317222
23	0.201576	2.0851	0.019719
24	-0.154879	-1.6021	0.056042
25	-0.18688	-1.9331	0.027933
26	-0.219977	-2.2755	0.012436
27	0.031327	0.324	0.373268
28	-0.058264	-0.6027	0.273996
29	-0.028239	-0.2921	0.385387
30	-0.030371	-0.3142	0.377006
31	-0.006019	-0.0623	0.475234
32	-0.044181	-0.457	0.324296
33	-0.010068	-0.1041	0.458623
34	0.079657	0.824	0.205892
35	0.183919	1.9025	0.029899
36	-0.090843	-0.9397	0.174748
37	-0.016089	-0.1664	0.434069
38	-0.148529	-1.5364	0.063697
39	-0.16124	-1.6679	0.049132
40	0.008163	0.0844	0.466433
41	0.014553	0.1505	0.440311
42	0.029933	0.3096	0.378721
43	-0.00115	-0.0119	0.495264
44	-0.017614	-0.1822	0.427885
45	-0.025171	-0.2604	0.397538
46	0.028862	0.2986	0.382931
47	0.0625	0.6465	0.259668
48	-0.129438	-1.3389	0.091718

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; 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