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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 08 Apr 2011 10:13:06 +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/2011/Apr/08/t13022573725yiapxh888z2snf.htm/, Retrieved Thu, 09 May 2024 06:20:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=120418, Retrieved Thu, 09 May 2024 06:20:50 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

230

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

-       [(Partial) Autocorrelation Function] [Cijfergegevens co...] [2011-04-08 10:13:06] [efc14e9f026602d150a82e87225d5526] [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=120418&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=120418&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=120418&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	0.777196	4.6632	2.1e-05
2	0.438308	2.6298	0.006244
3	0.023962	0.1438	0.443242
4	-0.257333	-1.544	0.065667
5	-0.383101	-2.2986	0.013721
6	-0.441384	-2.6483	0.005967
7	-0.377151	-2.2629	0.014885
8	-0.275625	-1.6537	0.053437
9	-0.024564	-0.1474	0.441826
10	0.263263	1.5796	0.061476
11	0.483311	2.8999	0.003163
12	0.58786	3.5272	0.000583
13	0.434342	2.6061	0.006619
14	0.210408	1.2624	0.107452
15	-0.056723	-0.3403	0.367791
16	-0.236161	-1.417	0.082545
17	-0.325383	-1.9523	0.029357
18	-0.36026	-2.1616	0.018689
19	-0.314806	-1.8888	0.033496
20	-0.24315	-1.4589	0.076632
21	-0.080507	-0.483	0.315996
22	0.078596	0.4716	0.320037
23	0.194087	1.1645	0.125936
24	0.236814	1.4209	0.081977
25	0.150035	0.9002	0.186996
26	0.039341	0.236	0.407368
27	-0.091671	-0.55	0.292848
28	-0.168826	-1.013	0.15892
29	-0.216905	-1.3014	0.10069
30	-0.221135	-1.3268	0.096463
31	-0.180571	-1.0834	0.142911
32	-0.129688	-0.7781	0.220789
33	-0.041493	-0.249	0.402403
34	-0.004697	-0.0282	0.488836
35	0.013612	0.0817	0.467681
36	NA	NA	NA
37	NA	NA	NA
38	NA	NA	NA
39	NA	NA	NA
40	NA	NA	NA
41	NA	NA	NA
42	NA	NA	NA
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.777196 & 4.6632 & 2.1e-05 \tabularnewline
2 & 0.438308 & 2.6298 & 0.006244 \tabularnewline
3 & 0.023962 & 0.1438 & 0.443242 \tabularnewline
4 & -0.257333 & -1.544 & 0.065667 \tabularnewline
5 & -0.383101 & -2.2986 & 0.013721 \tabularnewline
6 & -0.441384 & -2.6483 & 0.005967 \tabularnewline
7 & -0.377151 & -2.2629 & 0.014885 \tabularnewline
8 & -0.275625 & -1.6537 & 0.053437 \tabularnewline
9 & -0.024564 & -0.1474 & 0.441826 \tabularnewline
10 & 0.263263 & 1.5796 & 0.061476 \tabularnewline
11 & 0.483311 & 2.8999 & 0.003163 \tabularnewline
12 & 0.58786 & 3.5272 & 0.000583 \tabularnewline
13 & 0.434342 & 2.6061 & 0.006619 \tabularnewline
14 & 0.210408 & 1.2624 & 0.107452 \tabularnewline
15 & -0.056723 & -0.3403 & 0.367791 \tabularnewline
16 & -0.236161 & -1.417 & 0.082545 \tabularnewline
17 & -0.325383 & -1.9523 & 0.029357 \tabularnewline
18 & -0.36026 & -2.1616 & 0.018689 \tabularnewline
19 & -0.314806 & -1.8888 & 0.033496 \tabularnewline
20 & -0.24315 & -1.4589 & 0.076632 \tabularnewline
21 & -0.080507 & -0.483 & 0.315996 \tabularnewline
22 & 0.078596 & 0.4716 & 0.320037 \tabularnewline
23 & 0.194087 & 1.1645 & 0.125936 \tabularnewline
24 & 0.236814 & 1.4209 & 0.081977 \tabularnewline
25 & 0.150035 & 0.9002 & 0.186996 \tabularnewline
26 & 0.039341 & 0.236 & 0.407368 \tabularnewline
27 & -0.091671 & -0.55 & 0.292848 \tabularnewline
28 & -0.168826 & -1.013 & 0.15892 \tabularnewline
29 & -0.216905 & -1.3014 & 0.10069 \tabularnewline
30 & -0.221135 & -1.3268 & 0.096463 \tabularnewline
31 & -0.180571 & -1.0834 & 0.142911 \tabularnewline
32 & -0.129688 & -0.7781 & 0.220789 \tabularnewline
33 & -0.041493 & -0.249 & 0.402403 \tabularnewline
34 & -0.004697 & -0.0282 & 0.488836 \tabularnewline
35 & 0.013612 & 0.0817 & 0.467681 \tabularnewline
36 & NA & NA & NA \tabularnewline
37 & NA & NA & NA \tabularnewline
38 & NA & NA & NA \tabularnewline
39 & NA & NA & NA \tabularnewline
40 & NA & NA & NA \tabularnewline
41 & NA & NA & NA \tabularnewline
42 & NA & NA & NA \tabularnewline
43 & NA & NA & NA \tabularnewline
44 & NA & NA & NA \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=120418&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]0.777196[/C][C]4.6632[/C][C]2.1e-05[/C][/ROW]
[ROW][C]2[/C][C]0.438308[/C][C]2.6298[/C][C]0.006244[/C][/ROW]
[ROW][C]3[/C][C]0.023962[/C][C]0.1438[/C][C]0.443242[/C][/ROW]
[ROW][C]4[/C][C]-0.257333[/C][C]-1.544[/C][C]0.065667[/C][/ROW]
[ROW][C]5[/C][C]-0.383101[/C][C]-2.2986[/C][C]0.013721[/C][/ROW]
[ROW][C]6[/C][C]-0.441384[/C][C]-2.6483[/C][C]0.005967[/C][/ROW]
[ROW][C]7[/C][C]-0.377151[/C][C]-2.2629[/C][C]0.014885[/C][/ROW]
[ROW][C]8[/C][C]-0.275625[/C][C]-1.6537[/C][C]0.053437[/C][/ROW]
[ROW][C]9[/C][C]-0.024564[/C][C]-0.1474[/C][C]0.441826[/C][/ROW]
[ROW][C]10[/C][C]0.263263[/C][C]1.5796[/C][C]0.061476[/C][/ROW]
[ROW][C]11[/C][C]0.483311[/C][C]2.8999[/C][C]0.003163[/C][/ROW]
[ROW][C]12[/C][C]0.58786[/C][C]3.5272[/C][C]0.000583[/C][/ROW]
[ROW][C]13[/C][C]0.434342[/C][C]2.6061[/C][C]0.006619[/C][/ROW]
[ROW][C]14[/C][C]0.210408[/C][C]1.2624[/C][C]0.107452[/C][/ROW]
[ROW][C]15[/C][C]-0.056723[/C][C]-0.3403[/C][C]0.367791[/C][/ROW]
[ROW][C]16[/C][C]-0.236161[/C][C]-1.417[/C][C]0.082545[/C][/ROW]
[ROW][C]17[/C][C]-0.325383[/C][C]-1.9523[/C][C]0.029357[/C][/ROW]
[ROW][C]18[/C][C]-0.36026[/C][C]-2.1616[/C][C]0.018689[/C][/ROW]
[ROW][C]19[/C][C]-0.314806[/C][C]-1.8888[/C][C]0.033496[/C][/ROW]
[ROW][C]20[/C][C]-0.24315[/C][C]-1.4589[/C][C]0.076632[/C][/ROW]
[ROW][C]21[/C][C]-0.080507[/C][C]-0.483[/C][C]0.315996[/C][/ROW]
[ROW][C]22[/C][C]0.078596[/C][C]0.4716[/C][C]0.320037[/C][/ROW]
[ROW][C]23[/C][C]0.194087[/C][C]1.1645[/C][C]0.125936[/C][/ROW]
[ROW][C]24[/C][C]0.236814[/C][C]1.4209[/C][C]0.081977[/C][/ROW]
[ROW][C]25[/C][C]0.150035[/C][C]0.9002[/C][C]0.186996[/C][/ROW]
[ROW][C]26[/C][C]0.039341[/C][C]0.236[/C][C]0.407368[/C][/ROW]
[ROW][C]27[/C][C]-0.091671[/C][C]-0.55[/C][C]0.292848[/C][/ROW]
[ROW][C]28[/C][C]-0.168826[/C][C]-1.013[/C][C]0.15892[/C][/ROW]
[ROW][C]29[/C][C]-0.216905[/C][C]-1.3014[/C][C]0.10069[/C][/ROW]
[ROW][C]30[/C][C]-0.221135[/C][C]-1.3268[/C][C]0.096463[/C][/ROW]
[ROW][C]31[/C][C]-0.180571[/C][C]-1.0834[/C][C]0.142911[/C][/ROW]
[ROW][C]32[/C][C]-0.129688[/C][C]-0.7781[/C][C]0.220789[/C][/ROW]
[ROW][C]33[/C][C]-0.041493[/C][C]-0.249[/C][C]0.402403[/C][/ROW]
[ROW][C]34[/C][C]-0.004697[/C][C]-0.0282[/C][C]0.488836[/C][/ROW]
[ROW][C]35[/C][C]0.013612[/C][C]0.0817[/C][C]0.467681[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]37[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]38[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]39[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]40[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]41[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]42[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]43[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]44[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=120418&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=120418&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	0.777196	4.6632	2.1e-05
2	0.438308	2.6298	0.006244
3	0.023962	0.1438	0.443242
4	-0.257333	-1.544	0.065667
5	-0.383101	-2.2986	0.013721
6	-0.441384	-2.6483	0.005967
7	-0.377151	-2.2629	0.014885
8	-0.275625	-1.6537	0.053437
9	-0.024564	-0.1474	0.441826
10	0.263263	1.5796	0.061476
11	0.483311	2.8999	0.003163
12	0.58786	3.5272	0.000583
13	0.434342	2.6061	0.006619
14	0.210408	1.2624	0.107452
15	-0.056723	-0.3403	0.367791
16	-0.236161	-1.417	0.082545
17	-0.325383	-1.9523	0.029357
18	-0.36026	-2.1616	0.018689
19	-0.314806	-1.8888	0.033496
20	-0.24315	-1.4589	0.076632
21	-0.080507	-0.483	0.315996
22	0.078596	0.4716	0.320037
23	0.194087	1.1645	0.125936
24	0.236814	1.4209	0.081977
25	0.150035	0.9002	0.186996
26	0.039341	0.236	0.407368
27	-0.091671	-0.55	0.292848
28	-0.168826	-1.013	0.15892
29	-0.216905	-1.3014	0.10069
30	-0.221135	-1.3268	0.096463
31	-0.180571	-1.0834	0.142911
32	-0.129688	-0.7781	0.220789
33	-0.041493	-0.249	0.402403
34	-0.004697	-0.0282	0.488836
35	0.013612	0.0817	0.467681
36	NA	NA	NA
37	NA	NA	NA
38	NA	NA	NA
39	NA	NA	NA
40	NA	NA	NA
41	NA	NA	NA
42	NA	NA	NA
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.777196	4.6632	2.1e-05
2	-0.418536	-2.5112	0.00833
3	-0.410221	-2.4613	0.009384
4	0.089838	0.539	0.296593
5	0.043804	0.2628	0.397092
6	-0.378158	-2.2689	0.014682
7	0.087599	0.5256	0.301197
8	0.072005	0.432	0.334149
9	0.317417	1.9045	0.03243
10	0.18676	1.1206	0.134948
11	-0.099911	-0.5995	0.276308
12	0.163134	0.9788	0.167105
13	-0.234639	-1.4078	0.083878
14	0.010119	0.0607	0.475962
15	0.123247	0.7395	0.232204
16	-0.098511	-0.5911	0.279085
17	-0.012519	-0.0751	0.47027
18	0.030881	0.1853	0.427023
19	-0.120445	-0.7227	0.237275
20	-0.02079	-0.1247	0.450711
21	-0.068846	-0.4131	0.341
22	-0.139856	-0.8391	0.203466
23	-0.014923	-0.0895	0.464574
24	-0.020142	-0.1209	0.45224
25	-0.068635	-0.4118	0.34146
26	0.015678	0.0941	0.462788
27	-0.032566	-0.1954	0.423091
28	-0.023718	-0.1423	0.443816
29	-0.048514	-0.2911	0.386328
30	0.036545	0.2193	0.41384
31	0.017789	0.1067	0.457796
32	-0.059967	-0.3598	0.36055
33	-0.046633	-0.2798	0.390618
34	-0.155868	-0.9352	0.177956
35	0.004618	0.0277	0.489024
36	NA	NA	NA
37	NA	NA	NA
38	NA	NA	NA
39	NA	NA	NA
40	NA	NA	NA
41	NA	NA	NA
42	NA	NA	NA
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.777196 & 4.6632 & 2.1e-05 \tabularnewline
2 & -0.418536 & -2.5112 & 0.00833 \tabularnewline
3 & -0.410221 & -2.4613 & 0.009384 \tabularnewline
4 & 0.089838 & 0.539 & 0.296593 \tabularnewline
5 & 0.043804 & 0.2628 & 0.397092 \tabularnewline
6 & -0.378158 & -2.2689 & 0.014682 \tabularnewline
7 & 0.087599 & 0.5256 & 0.301197 \tabularnewline
8 & 0.072005 & 0.432 & 0.334149 \tabularnewline
9 & 0.317417 & 1.9045 & 0.03243 \tabularnewline
10 & 0.18676 & 1.1206 & 0.134948 \tabularnewline
11 & -0.099911 & -0.5995 & 0.276308 \tabularnewline
12 & 0.163134 & 0.9788 & 0.167105 \tabularnewline
13 & -0.234639 & -1.4078 & 0.083878 \tabularnewline
14 & 0.010119 & 0.0607 & 0.475962 \tabularnewline
15 & 0.123247 & 0.7395 & 0.232204 \tabularnewline
16 & -0.098511 & -0.5911 & 0.279085 \tabularnewline
17 & -0.012519 & -0.0751 & 0.47027 \tabularnewline
18 & 0.030881 & 0.1853 & 0.427023 \tabularnewline
19 & -0.120445 & -0.7227 & 0.237275 \tabularnewline
20 & -0.02079 & -0.1247 & 0.450711 \tabularnewline
21 & -0.068846 & -0.4131 & 0.341 \tabularnewline
22 & -0.139856 & -0.8391 & 0.203466 \tabularnewline
23 & -0.014923 & -0.0895 & 0.464574 \tabularnewline
24 & -0.020142 & -0.1209 & 0.45224 \tabularnewline
25 & -0.068635 & -0.4118 & 0.34146 \tabularnewline
26 & 0.015678 & 0.0941 & 0.462788 \tabularnewline
27 & -0.032566 & -0.1954 & 0.423091 \tabularnewline
28 & -0.023718 & -0.1423 & 0.443816 \tabularnewline
29 & -0.048514 & -0.2911 & 0.386328 \tabularnewline
30 & 0.036545 & 0.2193 & 0.41384 \tabularnewline
31 & 0.017789 & 0.1067 & 0.457796 \tabularnewline
32 & -0.059967 & -0.3598 & 0.36055 \tabularnewline
33 & -0.046633 & -0.2798 & 0.390618 \tabularnewline
34 & -0.155868 & -0.9352 & 0.177956 \tabularnewline
35 & 0.004618 & 0.0277 & 0.489024 \tabularnewline
36 & NA & NA & NA \tabularnewline
37 & NA & NA & NA \tabularnewline
38 & NA & NA & NA \tabularnewline
39 & NA & NA & NA \tabularnewline
40 & NA & NA & NA \tabularnewline
41 & NA & NA & NA \tabularnewline
42 & NA & NA & NA \tabularnewline
43 & NA & NA & NA \tabularnewline
44 & NA & NA & NA \tabularnewline
45 & NA & NA & NA \tabularnewline
46 & NA & NA & NA \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=120418&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]0.777196[/C][C]4.6632[/C][C]2.1e-05[/C][/ROW]
[ROW][C]2[/C][C]-0.418536[/C][C]-2.5112[/C][C]0.00833[/C][/ROW]
[ROW][C]3[/C][C]-0.410221[/C][C]-2.4613[/C][C]0.009384[/C][/ROW]
[ROW][C]4[/C][C]0.089838[/C][C]0.539[/C][C]0.296593[/C][/ROW]
[ROW][C]5[/C][C]0.043804[/C][C]0.2628[/C][C]0.397092[/C][/ROW]
[ROW][C]6[/C][C]-0.378158[/C][C]-2.2689[/C][C]0.014682[/C][/ROW]
[ROW][C]7[/C][C]0.087599[/C][C]0.5256[/C][C]0.301197[/C][/ROW]
[ROW][C]8[/C][C]0.072005[/C][C]0.432[/C][C]0.334149[/C][/ROW]
[ROW][C]9[/C][C]0.317417[/C][C]1.9045[/C][C]0.03243[/C][/ROW]
[ROW][C]10[/C][C]0.18676[/C][C]1.1206[/C][C]0.134948[/C][/ROW]
[ROW][C]11[/C][C]-0.099911[/C][C]-0.5995[/C][C]0.276308[/C][/ROW]
[ROW][C]12[/C][C]0.163134[/C][C]0.9788[/C][C]0.167105[/C][/ROW]
[ROW][C]13[/C][C]-0.234639[/C][C]-1.4078[/C][C]0.083878[/C][/ROW]
[ROW][C]14[/C][C]0.010119[/C][C]0.0607[/C][C]0.475962[/C][/ROW]
[ROW][C]15[/C][C]0.123247[/C][C]0.7395[/C][C]0.232204[/C][/ROW]
[ROW][C]16[/C][C]-0.098511[/C][C]-0.5911[/C][C]0.279085[/C][/ROW]
[ROW][C]17[/C][C]-0.012519[/C][C]-0.0751[/C][C]0.47027[/C][/ROW]
[ROW][C]18[/C][C]0.030881[/C][C]0.1853[/C][C]0.427023[/C][/ROW]
[ROW][C]19[/C][C]-0.120445[/C][C]-0.7227[/C][C]0.237275[/C][/ROW]
[ROW][C]20[/C][C]-0.02079[/C][C]-0.1247[/C][C]0.450711[/C][/ROW]
[ROW][C]21[/C][C]-0.068846[/C][C]-0.4131[/C][C]0.341[/C][/ROW]
[ROW][C]22[/C][C]-0.139856[/C][C]-0.8391[/C][C]0.203466[/C][/ROW]
[ROW][C]23[/C][C]-0.014923[/C][C]-0.0895[/C][C]0.464574[/C][/ROW]
[ROW][C]24[/C][C]-0.020142[/C][C]-0.1209[/C][C]0.45224[/C][/ROW]
[ROW][C]25[/C][C]-0.068635[/C][C]-0.4118[/C][C]0.34146[/C][/ROW]
[ROW][C]26[/C][C]0.015678[/C][C]0.0941[/C][C]0.462788[/C][/ROW]
[ROW][C]27[/C][C]-0.032566[/C][C]-0.1954[/C][C]0.423091[/C][/ROW]
[ROW][C]28[/C][C]-0.023718[/C][C]-0.1423[/C][C]0.443816[/C][/ROW]
[ROW][C]29[/C][C]-0.048514[/C][C]-0.2911[/C][C]0.386328[/C][/ROW]
[ROW][C]30[/C][C]0.036545[/C][C]0.2193[/C][C]0.41384[/C][/ROW]
[ROW][C]31[/C][C]0.017789[/C][C]0.1067[/C][C]0.457796[/C][/ROW]
[ROW][C]32[/C][C]-0.059967[/C][C]-0.3598[/C][C]0.36055[/C][/ROW]
[ROW][C]33[/C][C]-0.046633[/C][C]-0.2798[/C][C]0.390618[/C][/ROW]
[ROW][C]34[/C][C]-0.155868[/C][C]-0.9352[/C][C]0.177956[/C][/ROW]
[ROW][C]35[/C][C]0.004618[/C][C]0.0277[/C][C]0.489024[/C][/ROW]
[ROW][C]36[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]37[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]38[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]39[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]40[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]41[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]42[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]43[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]44[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]45[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]46[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=120418&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=120418&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	0.777196	4.6632	2.1e-05
2	-0.418536	-2.5112	0.00833
3	-0.410221	-2.4613	0.009384
4	0.089838	0.539	0.296593
5	0.043804	0.2628	0.397092
6	-0.378158	-2.2689	0.014682
7	0.087599	0.5256	0.301197
8	0.072005	0.432	0.334149
9	0.317417	1.9045	0.03243
10	0.18676	1.1206	0.134948
11	-0.099911	-0.5995	0.276308
12	0.163134	0.9788	0.167105
13	-0.234639	-1.4078	0.083878
14	0.010119	0.0607	0.475962
15	0.123247	0.7395	0.232204
16	-0.098511	-0.5911	0.279085
17	-0.012519	-0.0751	0.47027
18	0.030881	0.1853	0.427023
19	-0.120445	-0.7227	0.237275
20	-0.02079	-0.1247	0.450711
21	-0.068846	-0.4131	0.341
22	-0.139856	-0.8391	0.203466
23	-0.014923	-0.0895	0.464574
24	-0.020142	-0.1209	0.45224
25	-0.068635	-0.4118	0.34146
26	0.015678	0.0941	0.462788
27	-0.032566	-0.1954	0.423091
28	-0.023718	-0.1423	0.443816
29	-0.048514	-0.2911	0.386328
30	0.036545	0.2193	0.41384
31	0.017789	0.1067	0.457796
32	-0.059967	-0.3598	0.36055
33	-0.046633	-0.2798	0.390618
34	-0.155868	-0.9352	0.177956
35	0.004618	0.0277	0.489024
36	NA	NA	NA
37	NA	NA	NA
38	NA	NA	NA
39	NA	NA	NA
40	NA	NA	NA
41	NA	NA	NA
42	NA	NA	NA
43	NA	NA	NA
44	NA	NA	NA
45	NA	NA	NA
46	NA	NA	NA
47	NA	NA	NA
48	NA	NA	NA

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 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code