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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Tue, 21 Dec 2010 14:56:54 +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/t12929432814betcuqzxhqu25k.htm/, Retrieved Thu, 09 May 2024 19:54:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113641, Retrieved Thu, 09 May 2024 19:54:51 +0000

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Estimated Impact

159

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 14:56:54] [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	'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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113641&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113641&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113641&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.551489	-5.3469	0
2	0.034	0.3296	0.371202
3	0.021783	0.2112	0.416596
4	-0.033309	-0.3229	0.373728
5	0.037738	0.3659	0.357638
6	-0.003946	-0.0383	0.484783
7	-0.045735	-0.4434	0.329242
8	0.125264	1.2145	0.113803
9	-0.105757	-1.0253	0.153915
10	-0.128472	-1.2456	0.108007
11	0.472964	4.5856	7e-06
12	-0.484941	-4.7017	4e-06
13	0.153054	1.4839	0.070588
14	-0.018886	-0.1831	0.427556
15	0.00832	0.0807	0.467941
16	0.129898	1.2594	0.105501
17	-0.143503	-1.3913	0.083708
18	0.039971	0.3875	0.349619
19	-0.011474	-0.1112	0.455831
20	-0.00446	-0.0432	0.482801
21	-0.025738	-0.2495	0.401745
22	0.130471	1.265	0.104506
23	-0.106604	-1.0336	0.151997
24	0.004095	0.0397	0.484206
25	-0.03908	-0.3789	0.352811
26	0.034247	0.332	0.370302
27	0.136448	1.3229	0.094537
28	-0.230684	-2.2366	0.01384
29	0.136752	1.3259	0.094049
30	-0.056718	-0.5499	0.291845
31	0.10066	0.9759	0.1658
32	-0.121143	-1.1745	0.121575
33	0.071575	0.6939	0.244714
34	-0.019843	-0.1924	0.423927
35	-0.026384	-0.2558	0.399333
36	-0.015252	-0.1479	0.441379
37	0.103226	1.0008	0.159743
38	0.002238	0.0217	0.491367
39	-0.177772	-1.7236	0.044037
40	0.155489	1.5075	0.067516
41	-0.082888	-0.8036	0.21182
42	0.086717	0.8408	0.201309
43	-0.055376	-0.5369	0.296306
44	-0.003744	-0.0363	0.48556
45	0.043239	0.4192	0.338007
46	-0.021076	-0.2043	0.419264
47	-0.074457	-0.7219	0.236077
48	0.120162	1.165	0.12348

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.551489 & -5.3469 & 0 \tabularnewline
2 & 0.034 & 0.3296 & 0.371202 \tabularnewline
3 & 0.021783 & 0.2112 & 0.416596 \tabularnewline
4 & -0.033309 & -0.3229 & 0.373728 \tabularnewline
5 & 0.037738 & 0.3659 & 0.357638 \tabularnewline
6 & -0.003946 & -0.0383 & 0.484783 \tabularnewline
7 & -0.045735 & -0.4434 & 0.329242 \tabularnewline
8 & 0.125264 & 1.2145 & 0.113803 \tabularnewline
9 & -0.105757 & -1.0253 & 0.153915 \tabularnewline
10 & -0.128472 & -1.2456 & 0.108007 \tabularnewline
11 & 0.472964 & 4.5856 & 7e-06 \tabularnewline
12 & -0.484941 & -4.7017 & 4e-06 \tabularnewline
13 & 0.153054 & 1.4839 & 0.070588 \tabularnewline
14 & -0.018886 & -0.1831 & 0.427556 \tabularnewline
15 & 0.00832 & 0.0807 & 0.467941 \tabularnewline
16 & 0.129898 & 1.2594 & 0.105501 \tabularnewline
17 & -0.143503 & -1.3913 & 0.083708 \tabularnewline
18 & 0.039971 & 0.3875 & 0.349619 \tabularnewline
19 & -0.011474 & -0.1112 & 0.455831 \tabularnewline
20 & -0.00446 & -0.0432 & 0.482801 \tabularnewline
21 & -0.025738 & -0.2495 & 0.401745 \tabularnewline
22 & 0.130471 & 1.265 & 0.104506 \tabularnewline
23 & -0.106604 & -1.0336 & 0.151997 \tabularnewline
24 & 0.004095 & 0.0397 & 0.484206 \tabularnewline
25 & -0.03908 & -0.3789 & 0.352811 \tabularnewline
26 & 0.034247 & 0.332 & 0.370302 \tabularnewline
27 & 0.136448 & 1.3229 & 0.094537 \tabularnewline
28 & -0.230684 & -2.2366 & 0.01384 \tabularnewline
29 & 0.136752 & 1.3259 & 0.094049 \tabularnewline
30 & -0.056718 & -0.5499 & 0.291845 \tabularnewline
31 & 0.10066 & 0.9759 & 0.1658 \tabularnewline
32 & -0.121143 & -1.1745 & 0.121575 \tabularnewline
33 & 0.071575 & 0.6939 & 0.244714 \tabularnewline
34 & -0.019843 & -0.1924 & 0.423927 \tabularnewline
35 & -0.026384 & -0.2558 & 0.399333 \tabularnewline
36 & -0.015252 & -0.1479 & 0.441379 \tabularnewline
37 & 0.103226 & 1.0008 & 0.159743 \tabularnewline
38 & 0.002238 & 0.0217 & 0.491367 \tabularnewline
39 & -0.177772 & -1.7236 & 0.044037 \tabularnewline
40 & 0.155489 & 1.5075 & 0.067516 \tabularnewline
41 & -0.082888 & -0.8036 & 0.21182 \tabularnewline
42 & 0.086717 & 0.8408 & 0.201309 \tabularnewline
43 & -0.055376 & -0.5369 & 0.296306 \tabularnewline
44 & -0.003744 & -0.0363 & 0.48556 \tabularnewline
45 & 0.043239 & 0.4192 & 0.338007 \tabularnewline
46 & -0.021076 & -0.2043 & 0.419264 \tabularnewline
47 & -0.074457 & -0.7219 & 0.236077 \tabularnewline
48 & 0.120162 & 1.165 & 0.12348 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113641&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]-0.551489[/C][C]-5.3469[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.034[/C][C]0.3296[/C][C]0.371202[/C][/ROW]
[ROW][C]3[/C][C]0.021783[/C][C]0.2112[/C][C]0.416596[/C][/ROW]
[ROW][C]4[/C][C]-0.033309[/C][C]-0.3229[/C][C]0.373728[/C][/ROW]
[ROW][C]5[/C][C]0.037738[/C][C]0.3659[/C][C]0.357638[/C][/ROW]
[ROW][C]6[/C][C]-0.003946[/C][C]-0.0383[/C][C]0.484783[/C][/ROW]
[ROW][C]7[/C][C]-0.045735[/C][C]-0.4434[/C][C]0.329242[/C][/ROW]
[ROW][C]8[/C][C]0.125264[/C][C]1.2145[/C][C]0.113803[/C][/ROW]
[ROW][C]9[/C][C]-0.105757[/C][C]-1.0253[/C][C]0.153915[/C][/ROW]
[ROW][C]10[/C][C]-0.128472[/C][C]-1.2456[/C][C]0.108007[/C][/ROW]
[ROW][C]11[/C][C]0.472964[/C][C]4.5856[/C][C]7e-06[/C][/ROW]
[ROW][C]12[/C][C]-0.484941[/C][C]-4.7017[/C][C]4e-06[/C][/ROW]
[ROW][C]13[/C][C]0.153054[/C][C]1.4839[/C][C]0.070588[/C][/ROW]
[ROW][C]14[/C][C]-0.018886[/C][C]-0.1831[/C][C]0.427556[/C][/ROW]
[ROW][C]15[/C][C]0.00832[/C][C]0.0807[/C][C]0.467941[/C][/ROW]
[ROW][C]16[/C][C]0.129898[/C][C]1.2594[/C][C]0.105501[/C][/ROW]
[ROW][C]17[/C][C]-0.143503[/C][C]-1.3913[/C][C]0.083708[/C][/ROW]
[ROW][C]18[/C][C]0.039971[/C][C]0.3875[/C][C]0.349619[/C][/ROW]
[ROW][C]19[/C][C]-0.011474[/C][C]-0.1112[/C][C]0.455831[/C][/ROW]
[ROW][C]20[/C][C]-0.00446[/C][C]-0.0432[/C][C]0.482801[/C][/ROW]
[ROW][C]21[/C][C]-0.025738[/C][C]-0.2495[/C][C]0.401745[/C][/ROW]
[ROW][C]22[/C][C]0.130471[/C][C]1.265[/C][C]0.104506[/C][/ROW]
[ROW][C]23[/C][C]-0.106604[/C][C]-1.0336[/C][C]0.151997[/C][/ROW]
[ROW][C]24[/C][C]0.004095[/C][C]0.0397[/C][C]0.484206[/C][/ROW]
[ROW][C]25[/C][C]-0.03908[/C][C]-0.3789[/C][C]0.352811[/C][/ROW]
[ROW][C]26[/C][C]0.034247[/C][C]0.332[/C][C]0.370302[/C][/ROW]
[ROW][C]27[/C][C]0.136448[/C][C]1.3229[/C][C]0.094537[/C][/ROW]
[ROW][C]28[/C][C]-0.230684[/C][C]-2.2366[/C][C]0.01384[/C][/ROW]
[ROW][C]29[/C][C]0.136752[/C][C]1.3259[/C][C]0.094049[/C][/ROW]
[ROW][C]30[/C][C]-0.056718[/C][C]-0.5499[/C][C]0.291845[/C][/ROW]
[ROW][C]31[/C][C]0.10066[/C][C]0.9759[/C][C]0.1658[/C][/ROW]
[ROW][C]32[/C][C]-0.121143[/C][C]-1.1745[/C][C]0.121575[/C][/ROW]
[ROW][C]33[/C][C]0.071575[/C][C]0.6939[/C][C]0.244714[/C][/ROW]
[ROW][C]34[/C][C]-0.019843[/C][C]-0.1924[/C][C]0.423927[/C][/ROW]
[ROW][C]35[/C][C]-0.026384[/C][C]-0.2558[/C][C]0.399333[/C][/ROW]
[ROW][C]36[/C][C]-0.015252[/C][C]-0.1479[/C][C]0.441379[/C][/ROW]
[ROW][C]37[/C][C]0.103226[/C][C]1.0008[/C][C]0.159743[/C][/ROW]
[ROW][C]38[/C][C]0.002238[/C][C]0.0217[/C][C]0.491367[/C][/ROW]
[ROW][C]39[/C][C]-0.177772[/C][C]-1.7236[/C][C]0.044037[/C][/ROW]
[ROW][C]40[/C][C]0.155489[/C][C]1.5075[/C][C]0.067516[/C][/ROW]
[ROW][C]41[/C][C]-0.082888[/C][C]-0.8036[/C][C]0.21182[/C][/ROW]
[ROW][C]42[/C][C]0.086717[/C][C]0.8408[/C][C]0.201309[/C][/ROW]
[ROW][C]43[/C][C]-0.055376[/C][C]-0.5369[/C][C]0.296306[/C][/ROW]
[ROW][C]44[/C][C]-0.003744[/C][C]-0.0363[/C][C]0.48556[/C][/ROW]
[ROW][C]45[/C][C]0.043239[/C][C]0.4192[/C][C]0.338007[/C][/ROW]
[ROW][C]46[/C][C]-0.021076[/C][C]-0.2043[/C][C]0.419264[/C][/ROW]
[ROW][C]47[/C][C]-0.074457[/C][C]-0.7219[/C][C]0.236077[/C][/ROW]
[ROW][C]48[/C][C]0.120162[/C][C]1.165[/C][C]0.12348[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113641&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113641&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	-0.551489	-5.3469	0
2	0.034	0.3296	0.371202
3	0.021783	0.2112	0.416596
4	-0.033309	-0.3229	0.373728
5	0.037738	0.3659	0.357638
6	-0.003946	-0.0383	0.484783
7	-0.045735	-0.4434	0.329242
8	0.125264	1.2145	0.113803
9	-0.105757	-1.0253	0.153915
10	-0.128472	-1.2456	0.108007
11	0.472964	4.5856	7e-06
12	-0.484941	-4.7017	4e-06
13	0.153054	1.4839	0.070588
14	-0.018886	-0.1831	0.427556
15	0.00832	0.0807	0.467941
16	0.129898	1.2594	0.105501
17	-0.143503	-1.3913	0.083708
18	0.039971	0.3875	0.349619
19	-0.011474	-0.1112	0.455831
20	-0.00446	-0.0432	0.482801
21	-0.025738	-0.2495	0.401745
22	0.130471	1.265	0.104506
23	-0.106604	-1.0336	0.151997
24	0.004095	0.0397	0.484206
25	-0.03908	-0.3789	0.352811
26	0.034247	0.332	0.370302
27	0.136448	1.3229	0.094537
28	-0.230684	-2.2366	0.01384
29	0.136752	1.3259	0.094049
30	-0.056718	-0.5499	0.291845
31	0.10066	0.9759	0.1658
32	-0.121143	-1.1745	0.121575
33	0.071575	0.6939	0.244714
34	-0.019843	-0.1924	0.423927
35	-0.026384	-0.2558	0.399333
36	-0.015252	-0.1479	0.441379
37	0.103226	1.0008	0.159743
38	0.002238	0.0217	0.491367
39	-0.177772	-1.7236	0.044037
40	0.155489	1.5075	0.067516
41	-0.082888	-0.8036	0.21182
42	0.086717	0.8408	0.201309
43	-0.055376	-0.5369	0.296306
44	-0.003744	-0.0363	0.48556
45	0.043239	0.4192	0.338007
46	-0.021076	-0.2043	0.419264
47	-0.074457	-0.7219	0.236077
48	0.120162	1.165	0.12348

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.551489	-5.3469	0
2	-0.38821	-3.7638	0.000146
3	-0.281359	-2.7279	0.003804
4	-0.273604	-2.6527	0.004687
5	-0.219289	-2.1261	0.018058
6	-0.176721	-1.7134	0.04497
7	-0.237738	-2.305	0.011685
8	-0.052895	-0.5128	0.304634
9	-0.043723	-0.4239	0.336299
10	-0.371015	-3.5971	0.000258
11	0.340732	3.3035	0.000676
12	0.088699	0.86	0.195996
13	-0.000282	-0.0027	0.498913
14	-0.068092	-0.6602	0.255376
15	-0.139424	-1.3518	0.089847
16	0.081037	0.7857	0.217014
17	0.021709	0.2105	0.416877
18	0.079237	0.7682	0.222138
19	-0.13678	-1.3261	0.094005
20	0.00906	0.0878	0.465094
21	0.012771	0.1238	0.450861
22	-0.165006	-1.5998	0.0565
23	0.279764	2.7124	0.003972
24	0.064806	0.6283	0.265659
25	-0.033872	-0.3284	0.371668
26	-0.153553	-1.4888	0.06995
27	0.002976	0.0289	0.488522
28	-0.056663	-0.5494	0.292029
29	-0.052176	-0.5059	0.307069
30	0.025753	0.2497	0.401689
31	-0.036307	-0.352	0.36281
32	-0.009649	-0.0935	0.462833
33	-0.011303	-0.1096	0.456487
34	-0.079311	-0.7689	0.221926
35	0.118536	1.1493	0.126684
36	0.019681	0.1908	0.424543
37	0.111636	1.0824	0.140933
38	-4.8e-05	-5e-04	0.499816
39	-0.052277	-0.5068	0.306726
40	0.030895	0.2995	0.382597
41	-0.05224	-0.5065	0.306851
42	-0.002191	-0.0212	0.49155
43	0.049623	0.4811	0.315776
44	0.012278	0.119	0.45275
45	0.020603	0.1997	0.421054
46	0.10233	0.9921	0.161842
47	-0.0031	-0.0301	0.488044
48	-0.009037	-0.0876	0.465185

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.551489 & -5.3469 & 0 \tabularnewline
2 & -0.38821 & -3.7638 & 0.000146 \tabularnewline
3 & -0.281359 & -2.7279 & 0.003804 \tabularnewline
4 & -0.273604 & -2.6527 & 0.004687 \tabularnewline
5 & -0.219289 & -2.1261 & 0.018058 \tabularnewline
6 & -0.176721 & -1.7134 & 0.04497 \tabularnewline
7 & -0.237738 & -2.305 & 0.011685 \tabularnewline
8 & -0.052895 & -0.5128 & 0.304634 \tabularnewline
9 & -0.043723 & -0.4239 & 0.336299 \tabularnewline
10 & -0.371015 & -3.5971 & 0.000258 \tabularnewline
11 & 0.340732 & 3.3035 & 0.000676 \tabularnewline
12 & 0.088699 & 0.86 & 0.195996 \tabularnewline
13 & -0.000282 & -0.0027 & 0.498913 \tabularnewline
14 & -0.068092 & -0.6602 & 0.255376 \tabularnewline
15 & -0.139424 & -1.3518 & 0.089847 \tabularnewline
16 & 0.081037 & 0.7857 & 0.217014 \tabularnewline
17 & 0.021709 & 0.2105 & 0.416877 \tabularnewline
18 & 0.079237 & 0.7682 & 0.222138 \tabularnewline
19 & -0.13678 & -1.3261 & 0.094005 \tabularnewline
20 & 0.00906 & 0.0878 & 0.465094 \tabularnewline
21 & 0.012771 & 0.1238 & 0.450861 \tabularnewline
22 & -0.165006 & -1.5998 & 0.0565 \tabularnewline
23 & 0.279764 & 2.7124 & 0.003972 \tabularnewline
24 & 0.064806 & 0.6283 & 0.265659 \tabularnewline
25 & -0.033872 & -0.3284 & 0.371668 \tabularnewline
26 & -0.153553 & -1.4888 & 0.06995 \tabularnewline
27 & 0.002976 & 0.0289 & 0.488522 \tabularnewline
28 & -0.056663 & -0.5494 & 0.292029 \tabularnewline
29 & -0.052176 & -0.5059 & 0.307069 \tabularnewline
30 & 0.025753 & 0.2497 & 0.401689 \tabularnewline
31 & -0.036307 & -0.352 & 0.36281 \tabularnewline
32 & -0.009649 & -0.0935 & 0.462833 \tabularnewline
33 & -0.011303 & -0.1096 & 0.456487 \tabularnewline
34 & -0.079311 & -0.7689 & 0.221926 \tabularnewline
35 & 0.118536 & 1.1493 & 0.126684 \tabularnewline
36 & 0.019681 & 0.1908 & 0.424543 \tabularnewline
37 & 0.111636 & 1.0824 & 0.140933 \tabularnewline
38 & -4.8e-05 & -5e-04 & 0.499816 \tabularnewline
39 & -0.052277 & -0.5068 & 0.306726 \tabularnewline
40 & 0.030895 & 0.2995 & 0.382597 \tabularnewline
41 & -0.05224 & -0.5065 & 0.306851 \tabularnewline
42 & -0.002191 & -0.0212 & 0.49155 \tabularnewline
43 & 0.049623 & 0.4811 & 0.315776 \tabularnewline
44 & 0.012278 & 0.119 & 0.45275 \tabularnewline
45 & 0.020603 & 0.1997 & 0.421054 \tabularnewline
46 & 0.10233 & 0.9921 & 0.161842 \tabularnewline
47 & -0.0031 & -0.0301 & 0.488044 \tabularnewline
48 & -0.009037 & -0.0876 & 0.465185 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113641&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]-0.551489[/C][C]-5.3469[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.38821[/C][C]-3.7638[/C][C]0.000146[/C][/ROW]
[ROW][C]3[/C][C]-0.281359[/C][C]-2.7279[/C][C]0.003804[/C][/ROW]
[ROW][C]4[/C][C]-0.273604[/C][C]-2.6527[/C][C]0.004687[/C][/ROW]
[ROW][C]5[/C][C]-0.219289[/C][C]-2.1261[/C][C]0.018058[/C][/ROW]
[ROW][C]6[/C][C]-0.176721[/C][C]-1.7134[/C][C]0.04497[/C][/ROW]
[ROW][C]7[/C][C]-0.237738[/C][C]-2.305[/C][C]0.011685[/C][/ROW]
[ROW][C]8[/C][C]-0.052895[/C][C]-0.5128[/C][C]0.304634[/C][/ROW]
[ROW][C]9[/C][C]-0.043723[/C][C]-0.4239[/C][C]0.336299[/C][/ROW]
[ROW][C]10[/C][C]-0.371015[/C][C]-3.5971[/C][C]0.000258[/C][/ROW]
[ROW][C]11[/C][C]0.340732[/C][C]3.3035[/C][C]0.000676[/C][/ROW]
[ROW][C]12[/C][C]0.088699[/C][C]0.86[/C][C]0.195996[/C][/ROW]
[ROW][C]13[/C][C]-0.000282[/C][C]-0.0027[/C][C]0.498913[/C][/ROW]
[ROW][C]14[/C][C]-0.068092[/C][C]-0.6602[/C][C]0.255376[/C][/ROW]
[ROW][C]15[/C][C]-0.139424[/C][C]-1.3518[/C][C]0.089847[/C][/ROW]
[ROW][C]16[/C][C]0.081037[/C][C]0.7857[/C][C]0.217014[/C][/ROW]
[ROW][C]17[/C][C]0.021709[/C][C]0.2105[/C][C]0.416877[/C][/ROW]
[ROW][C]18[/C][C]0.079237[/C][C]0.7682[/C][C]0.222138[/C][/ROW]
[ROW][C]19[/C][C]-0.13678[/C][C]-1.3261[/C][C]0.094005[/C][/ROW]
[ROW][C]20[/C][C]0.00906[/C][C]0.0878[/C][C]0.465094[/C][/ROW]
[ROW][C]21[/C][C]0.012771[/C][C]0.1238[/C][C]0.450861[/C][/ROW]
[ROW][C]22[/C][C]-0.165006[/C][C]-1.5998[/C][C]0.0565[/C][/ROW]
[ROW][C]23[/C][C]0.279764[/C][C]2.7124[/C][C]0.003972[/C][/ROW]
[ROW][C]24[/C][C]0.064806[/C][C]0.6283[/C][C]0.265659[/C][/ROW]
[ROW][C]25[/C][C]-0.033872[/C][C]-0.3284[/C][C]0.371668[/C][/ROW]
[ROW][C]26[/C][C]-0.153553[/C][C]-1.4888[/C][C]0.06995[/C][/ROW]
[ROW][C]27[/C][C]0.002976[/C][C]0.0289[/C][C]0.488522[/C][/ROW]
[ROW][C]28[/C][C]-0.056663[/C][C]-0.5494[/C][C]0.292029[/C][/ROW]
[ROW][C]29[/C][C]-0.052176[/C][C]-0.5059[/C][C]0.307069[/C][/ROW]
[ROW][C]30[/C][C]0.025753[/C][C]0.2497[/C][C]0.401689[/C][/ROW]
[ROW][C]31[/C][C]-0.036307[/C][C]-0.352[/C][C]0.36281[/C][/ROW]
[ROW][C]32[/C][C]-0.009649[/C][C]-0.0935[/C][C]0.462833[/C][/ROW]
[ROW][C]33[/C][C]-0.011303[/C][C]-0.1096[/C][C]0.456487[/C][/ROW]
[ROW][C]34[/C][C]-0.079311[/C][C]-0.7689[/C][C]0.221926[/C][/ROW]
[ROW][C]35[/C][C]0.118536[/C][C]1.1493[/C][C]0.126684[/C][/ROW]
[ROW][C]36[/C][C]0.019681[/C][C]0.1908[/C][C]0.424543[/C][/ROW]
[ROW][C]37[/C][C]0.111636[/C][C]1.0824[/C][C]0.140933[/C][/ROW]
[ROW][C]38[/C][C]-4.8e-05[/C][C]-5e-04[/C][C]0.499816[/C][/ROW]
[ROW][C]39[/C][C]-0.052277[/C][C]-0.5068[/C][C]0.306726[/C][/ROW]
[ROW][C]40[/C][C]0.030895[/C][C]0.2995[/C][C]0.382597[/C][/ROW]
[ROW][C]41[/C][C]-0.05224[/C][C]-0.5065[/C][C]0.306851[/C][/ROW]
[ROW][C]42[/C][C]-0.002191[/C][C]-0.0212[/C][C]0.49155[/C][/ROW]
[ROW][C]43[/C][C]0.049623[/C][C]0.4811[/C][C]0.315776[/C][/ROW]
[ROW][C]44[/C][C]0.012278[/C][C]0.119[/C][C]0.45275[/C][/ROW]
[ROW][C]45[/C][C]0.020603[/C][C]0.1997[/C][C]0.421054[/C][/ROW]
[ROW][C]46[/C][C]0.10233[/C][C]0.9921[/C][C]0.161842[/C][/ROW]
[ROW][C]47[/C][C]-0.0031[/C][C]-0.0301[/C][C]0.488044[/C][/ROW]
[ROW][C]48[/C][C]-0.009037[/C][C]-0.0876[/C][C]0.465185[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113641&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113641&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	-0.551489	-5.3469	0
2	-0.38821	-3.7638	0.000146
3	-0.281359	-2.7279	0.003804
4	-0.273604	-2.6527	0.004687
5	-0.219289	-2.1261	0.018058
6	-0.176721	-1.7134	0.04497
7	-0.237738	-2.305	0.011685
8	-0.052895	-0.5128	0.304634
9	-0.043723	-0.4239	0.336299
10	-0.371015	-3.5971	0.000258
11	0.340732	3.3035	0.000676
12	0.088699	0.86	0.195996
13	-0.000282	-0.0027	0.498913
14	-0.068092	-0.6602	0.255376
15	-0.139424	-1.3518	0.089847
16	0.081037	0.7857	0.217014
17	0.021709	0.2105	0.416877
18	0.079237	0.7682	0.222138
19	-0.13678	-1.3261	0.094005
20	0.00906	0.0878	0.465094
21	0.012771	0.1238	0.450861
22	-0.165006	-1.5998	0.0565
23	0.279764	2.7124	0.003972
24	0.064806	0.6283	0.265659
25	-0.033872	-0.3284	0.371668
26	-0.153553	-1.4888	0.06995
27	0.002976	0.0289	0.488522
28	-0.056663	-0.5494	0.292029
29	-0.052176	-0.5059	0.307069
30	0.025753	0.2497	0.401689
31	-0.036307	-0.352	0.36281
32	-0.009649	-0.0935	0.462833
33	-0.011303	-0.1096	0.456487
34	-0.079311	-0.7689	0.221926
35	0.118536	1.1493	0.126684
36	0.019681	0.1908	0.424543
37	0.111636	1.0824	0.140933
38	-4.8e-05	-5e-04	0.499816
39	-0.052277	-0.5068	0.306726
40	0.030895	0.2995	0.382597
41	-0.05224	-0.5065	0.306851
42	-0.002191	-0.0212	0.49155
43	0.049623	0.4811	0.315776
44	0.012278	0.119	0.45275
45	0.020603	0.1997	0.421054
46	0.10233	0.9921	0.161842
47	-0.0031	-0.0301	0.488044
48	-0.009037	-0.0876	0.465185

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 = 2 ; par4 = 2 ; 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