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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 02 Dec 2011 08:40:33 -0500

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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/Dec/02/t1322833282y8016aukit1hgpc.htm/, Retrieved Mon, 29 Apr 2024 04:53:30 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150192, Retrieved Mon, 29 Apr 2024 04:53:30 +0000

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IsPrivate?

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User-defined keywords

Estimated Impact

138

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] [2011-12-02 13:40:33] [7a9891c1925ad1e8ddfe52b8c5887b5b] [Current]
-   P               [(Partial) Autocorrelation Function] [WS9] [2011-12-02 14:20:46] [91ce4971c808115c699d50336245df56] 
- R P                 [(Partial) Autocorrelation Function] [] [2011-12-11 19:27:58] [84fecfa8c8107ac4e0024d8b1730a531] 
- R P               [(Partial) Autocorrelation Function] [] [2011-12-04 13:51:42] [aa6b3f8e5b050429abaad141c7204e84] 
- RMP               [Spectral Analysis] [] [2011-12-04 13:54:53] [aa6b3f8e5b050429abaad141c7204e84] 
- RMP               [Variance Reduction Matrix] [] [2011-12-04 13:57:11] [aa6b3f8e5b050429abaad141c7204e84] 
- R P               [(Partial) Autocorrelation Function] [] [2011-12-04 13:59:54] [aa6b3f8e5b050429abaad141c7204e84] 
- RMP               [Spectral Analysis] [] [2011-12-04 14:04:32] [aa6b3f8e5b050429abaad141c7204e84] 

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Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

\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 & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150192&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150192&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150192&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.193867	-1.7768	0.039609
2	0.063805	0.5848	0.28013
3	-0.010402	-0.0953	0.462139
4	0.128146	1.1745	0.121762
5	0.081687	0.7487	0.228072
6	-0.196158	-1.7978	0.037899
7	0.050189	0.46	0.323355
8	0.102051	0.9353	0.176154
9	-0.051208	-0.4693	0.320026
10	-0.000609	-0.0056	0.497779
11	-0.32158	-2.9473	0.002074
12	0.798092	7.3146	0
13	-0.215874	-1.9785	0.025574
14	0.003979	0.0365	0.485497
15	-0.090757	-0.8318	0.20394
16	0.037278	0.3417	0.36673
17	0.005066	0.0464	0.481537
18	-0.242645	-2.2239	0.01442
19	-0.020479	-0.1877	0.425785
20	0.019415	0.1779	0.4296
21	-0.09982	-0.9149	0.181441
22	-0.041681	-0.382	0.351707
23	-0.322073	-2.9518	0.002047
24	0.6419	5.8831	0
25	-0.17538	-1.6074	0.055861
26	-0.008331	-0.0764	0.46966
27	-0.091435	-0.838	0.202201
28	0.040144	0.3679	0.356927
29	-0.008668	-0.0794	0.468436
30	-0.199929	-1.8324	0.03522
31	-0.003962	-0.0363	0.485559
32	0.018289	0.1676	0.433644
33	-0.066722	-0.6115	0.271253
34	-0.020899	-0.1915	0.424282
35	-0.273984	-2.5111	0.006976
36	0.509258	4.6674	6e-06
37	-0.089045	-0.8161	0.208373
38	0.011869	0.1088	0.456819
39	-0.056188	-0.515	0.303963
40	0.068086	0.624	0.267153
41	0.019136	0.1754	0.430599
42	-0.130392	-1.1951	0.117713
43	0.013326	0.1221	0.451542
44	0.022424	0.2055	0.418832
45	-0.023083	-0.2116	0.416482
46	-0.008153	-0.0747	0.470308
47	-0.204571	-1.8749	0.032139
48	0.394959	3.6199	0.000251

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.193867 & -1.7768 & 0.039609 \tabularnewline
2 & 0.063805 & 0.5848 & 0.28013 \tabularnewline
3 & -0.010402 & -0.0953 & 0.462139 \tabularnewline
4 & 0.128146 & 1.1745 & 0.121762 \tabularnewline
5 & 0.081687 & 0.7487 & 0.228072 \tabularnewline
6 & -0.196158 & -1.7978 & 0.037899 \tabularnewline
7 & 0.050189 & 0.46 & 0.323355 \tabularnewline
8 & 0.102051 & 0.9353 & 0.176154 \tabularnewline
9 & -0.051208 & -0.4693 & 0.320026 \tabularnewline
10 & -0.000609 & -0.0056 & 0.497779 \tabularnewline
11 & -0.32158 & -2.9473 & 0.002074 \tabularnewline
12 & 0.798092 & 7.3146 & 0 \tabularnewline
13 & -0.215874 & -1.9785 & 0.025574 \tabularnewline
14 & 0.003979 & 0.0365 & 0.485497 \tabularnewline
15 & -0.090757 & -0.8318 & 0.20394 \tabularnewline
16 & 0.037278 & 0.3417 & 0.36673 \tabularnewline
17 & 0.005066 & 0.0464 & 0.481537 \tabularnewline
18 & -0.242645 & -2.2239 & 0.01442 \tabularnewline
19 & -0.020479 & -0.1877 & 0.425785 \tabularnewline
20 & 0.019415 & 0.1779 & 0.4296 \tabularnewline
21 & -0.09982 & -0.9149 & 0.181441 \tabularnewline
22 & -0.041681 & -0.382 & 0.351707 \tabularnewline
23 & -0.322073 & -2.9518 & 0.002047 \tabularnewline
24 & 0.6419 & 5.8831 & 0 \tabularnewline
25 & -0.17538 & -1.6074 & 0.055861 \tabularnewline
26 & -0.008331 & -0.0764 & 0.46966 \tabularnewline
27 & -0.091435 & -0.838 & 0.202201 \tabularnewline
28 & 0.040144 & 0.3679 & 0.356927 \tabularnewline
29 & -0.008668 & -0.0794 & 0.468436 \tabularnewline
30 & -0.199929 & -1.8324 & 0.03522 \tabularnewline
31 & -0.003962 & -0.0363 & 0.485559 \tabularnewline
32 & 0.018289 & 0.1676 & 0.433644 \tabularnewline
33 & -0.066722 & -0.6115 & 0.271253 \tabularnewline
34 & -0.020899 & -0.1915 & 0.424282 \tabularnewline
35 & -0.273984 & -2.5111 & 0.006976 \tabularnewline
36 & 0.509258 & 4.6674 & 6e-06 \tabularnewline
37 & -0.089045 & -0.8161 & 0.208373 \tabularnewline
38 & 0.011869 & 0.1088 & 0.456819 \tabularnewline
39 & -0.056188 & -0.515 & 0.303963 \tabularnewline
40 & 0.068086 & 0.624 & 0.267153 \tabularnewline
41 & 0.019136 & 0.1754 & 0.430599 \tabularnewline
42 & -0.130392 & -1.1951 & 0.117713 \tabularnewline
43 & 0.013326 & 0.1221 & 0.451542 \tabularnewline
44 & 0.022424 & 0.2055 & 0.418832 \tabularnewline
45 & -0.023083 & -0.2116 & 0.416482 \tabularnewline
46 & -0.008153 & -0.0747 & 0.470308 \tabularnewline
47 & -0.204571 & -1.8749 & 0.032139 \tabularnewline
48 & 0.394959 & 3.6199 & 0.000251 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150192&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]-0.193867[/C][C]-1.7768[/C][C]0.039609[/C][/ROW]
[ROW][C]2[/C][C]0.063805[/C][C]0.5848[/C][C]0.28013[/C][/ROW]
[ROW][C]3[/C][C]-0.010402[/C][C]-0.0953[/C][C]0.462139[/C][/ROW]
[ROW][C]4[/C][C]0.128146[/C][C]1.1745[/C][C]0.121762[/C][/ROW]
[ROW][C]5[/C][C]0.081687[/C][C]0.7487[/C][C]0.228072[/C][/ROW]
[ROW][C]6[/C][C]-0.196158[/C][C]-1.7978[/C][C]0.037899[/C][/ROW]
[ROW][C]7[/C][C]0.050189[/C][C]0.46[/C][C]0.323355[/C][/ROW]
[ROW][C]8[/C][C]0.102051[/C][C]0.9353[/C][C]0.176154[/C][/ROW]
[ROW][C]9[/C][C]-0.051208[/C][C]-0.4693[/C][C]0.320026[/C][/ROW]
[ROW][C]10[/C][C]-0.000609[/C][C]-0.0056[/C][C]0.497779[/C][/ROW]
[ROW][C]11[/C][C]-0.32158[/C][C]-2.9473[/C][C]0.002074[/C][/ROW]
[ROW][C]12[/C][C]0.798092[/C][C]7.3146[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.215874[/C][C]-1.9785[/C][C]0.025574[/C][/ROW]
[ROW][C]14[/C][C]0.003979[/C][C]0.0365[/C][C]0.485497[/C][/ROW]
[ROW][C]15[/C][C]-0.090757[/C][C]-0.8318[/C][C]0.20394[/C][/ROW]
[ROW][C]16[/C][C]0.037278[/C][C]0.3417[/C][C]0.36673[/C][/ROW]
[ROW][C]17[/C][C]0.005066[/C][C]0.0464[/C][C]0.481537[/C][/ROW]
[ROW][C]18[/C][C]-0.242645[/C][C]-2.2239[/C][C]0.01442[/C][/ROW]
[ROW][C]19[/C][C]-0.020479[/C][C]-0.1877[/C][C]0.425785[/C][/ROW]
[ROW][C]20[/C][C]0.019415[/C][C]0.1779[/C][C]0.4296[/C][/ROW]
[ROW][C]21[/C][C]-0.09982[/C][C]-0.9149[/C][C]0.181441[/C][/ROW]
[ROW][C]22[/C][C]-0.041681[/C][C]-0.382[/C][C]0.351707[/C][/ROW]
[ROW][C]23[/C][C]-0.322073[/C][C]-2.9518[/C][C]0.002047[/C][/ROW]
[ROW][C]24[/C][C]0.6419[/C][C]5.8831[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.17538[/C][C]-1.6074[/C][C]0.055861[/C][/ROW]
[ROW][C]26[/C][C]-0.008331[/C][C]-0.0764[/C][C]0.46966[/C][/ROW]
[ROW][C]27[/C][C]-0.091435[/C][C]-0.838[/C][C]0.202201[/C][/ROW]
[ROW][C]28[/C][C]0.040144[/C][C]0.3679[/C][C]0.356927[/C][/ROW]
[ROW][C]29[/C][C]-0.008668[/C][C]-0.0794[/C][C]0.468436[/C][/ROW]
[ROW][C]30[/C][C]-0.199929[/C][C]-1.8324[/C][C]0.03522[/C][/ROW]
[ROW][C]31[/C][C]-0.003962[/C][C]-0.0363[/C][C]0.485559[/C][/ROW]
[ROW][C]32[/C][C]0.018289[/C][C]0.1676[/C][C]0.433644[/C][/ROW]
[ROW][C]33[/C][C]-0.066722[/C][C]-0.6115[/C][C]0.271253[/C][/ROW]
[ROW][C]34[/C][C]-0.020899[/C][C]-0.1915[/C][C]0.424282[/C][/ROW]
[ROW][C]35[/C][C]-0.273984[/C][C]-2.5111[/C][C]0.006976[/C][/ROW]
[ROW][C]36[/C][C]0.509258[/C][C]4.6674[/C][C]6e-06[/C][/ROW]
[ROW][C]37[/C][C]-0.089045[/C][C]-0.8161[/C][C]0.208373[/C][/ROW]
[ROW][C]38[/C][C]0.011869[/C][C]0.1088[/C][C]0.456819[/C][/ROW]
[ROW][C]39[/C][C]-0.056188[/C][C]-0.515[/C][C]0.303963[/C][/ROW]
[ROW][C]40[/C][C]0.068086[/C][C]0.624[/C][C]0.267153[/C][/ROW]
[ROW][C]41[/C][C]0.019136[/C][C]0.1754[/C][C]0.430599[/C][/ROW]
[ROW][C]42[/C][C]-0.130392[/C][C]-1.1951[/C][C]0.117713[/C][/ROW]
[ROW][C]43[/C][C]0.013326[/C][C]0.1221[/C][C]0.451542[/C][/ROW]
[ROW][C]44[/C][C]0.022424[/C][C]0.2055[/C][C]0.418832[/C][/ROW]
[ROW][C]45[/C][C]-0.023083[/C][C]-0.2116[/C][C]0.416482[/C][/ROW]
[ROW][C]46[/C][C]-0.008153[/C][C]-0.0747[/C][C]0.470308[/C][/ROW]
[ROW][C]47[/C][C]-0.204571[/C][C]-1.8749[/C][C]0.032139[/C][/ROW]
[ROW][C]48[/C][C]0.394959[/C][C]3.6199[/C][C]0.000251[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150192&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150192&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	-0.193867	-1.7768	0.039609
2	0.063805	0.5848	0.28013
3	-0.010402	-0.0953	0.462139
4	0.128146	1.1745	0.121762
5	0.081687	0.7487	0.228072
6	-0.196158	-1.7978	0.037899
7	0.050189	0.46	0.323355
8	0.102051	0.9353	0.176154
9	-0.051208	-0.4693	0.320026
10	-0.000609	-0.0056	0.497779
11	-0.32158	-2.9473	0.002074
12	0.798092	7.3146	0
13	-0.215874	-1.9785	0.025574
14	0.003979	0.0365	0.485497
15	-0.090757	-0.8318	0.20394
16	0.037278	0.3417	0.36673
17	0.005066	0.0464	0.481537
18	-0.242645	-2.2239	0.01442
19	-0.020479	-0.1877	0.425785
20	0.019415	0.1779	0.4296
21	-0.09982	-0.9149	0.181441
22	-0.041681	-0.382	0.351707
23	-0.322073	-2.9518	0.002047
24	0.6419	5.8831	0
25	-0.17538	-1.6074	0.055861
26	-0.008331	-0.0764	0.46966
27	-0.091435	-0.838	0.202201
28	0.040144	0.3679	0.356927
29	-0.008668	-0.0794	0.468436
30	-0.199929	-1.8324	0.03522
31	-0.003962	-0.0363	0.485559
32	0.018289	0.1676	0.433644
33	-0.066722	-0.6115	0.271253
34	-0.020899	-0.1915	0.424282
35	-0.273984	-2.5111	0.006976
36	0.509258	4.6674	6e-06
37	-0.089045	-0.8161	0.208373
38	0.011869	0.1088	0.456819
39	-0.056188	-0.515	0.303963
40	0.068086	0.624	0.267153
41	0.019136	0.1754	0.430599
42	-0.130392	-1.1951	0.117713
43	0.013326	0.1221	0.451542
44	0.022424	0.2055	0.418832
45	-0.023083	-0.2116	0.416482
46	-0.008153	-0.0747	0.470308
47	-0.204571	-1.8749	0.032139
48	0.394959	3.6199	0.000251

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.193867	-1.7768	0.039609
2	0.027245	0.2497	0.401713
3	0.007188	0.0659	0.473814
4	0.130766	1.1985	0.117049
5	0.137086	1.2564	0.106224
6	-0.177857	-1.6301	0.053414
7	-0.036978	-0.3389	0.367762
8	0.115431	1.0579	0.146558
9	-0.037659	-0.3452	0.365422
10	0.013548	0.1242	0.450737
11	-0.322007	-2.9512	0.002051
12	0.781707	7.1645	0
13	-0.23311	-2.1365	0.017774
14	-0.163437	-1.4979	0.06895
15	-0.178555	-1.6365	0.05274
16	-0.17117	-1.5688	0.060227
17	-0.170415	-1.5619	0.061038
18	0.017393	0.1594	0.436864
19	-0.006238	-0.0572	0.477271
20	-0.129467	-1.1866	0.119368
21	-0.013624	-0.1249	0.450464
22	-9.8e-05	-9e-04	0.499641
23	0.30031	2.7524	0.003624
24	-0.095026	-0.8709	0.193138
25	0.085448	0.7831	0.217872
26	-0.169017	-1.5491	0.062563
27	-0.030144	-0.2763	0.39151
28	-0.004925	-0.0451	0.482054
29	-0.030985	-0.284	0.38856
30	0.051118	0.4685	0.320318
31	-0.064379	-0.59	0.278373
32	0.007501	0.0688	0.472676
33	0.00708	0.0649	0.474208
34	0.148657	1.3625	0.088347
35	-0.129341	-1.1854	0.119595
36	-0.143706	-1.3171	0.095696
37	0.024525	0.2248	0.411351
38	-0.011159	-0.1023	0.45939
39	0.106061	0.9721	0.166904
40	-0.009097	-0.0834	0.466876
41	0.153293	1.405	0.081861
42	-0.067495	-0.6186	0.268925
43	-0.000212	-0.0019	0.499229
44	0.002295	0.021	0.491635
45	0.056658	0.5193	0.302466
46	-0.129684	-1.1886	0.118978
47	-0.030402	-0.2786	0.390604
48	0.050462	0.4625	0.322461

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.193867 & -1.7768 & 0.039609 \tabularnewline
2 & 0.027245 & 0.2497 & 0.401713 \tabularnewline
3 & 0.007188 & 0.0659 & 0.473814 \tabularnewline
4 & 0.130766 & 1.1985 & 0.117049 \tabularnewline
5 & 0.137086 & 1.2564 & 0.106224 \tabularnewline
6 & -0.177857 & -1.6301 & 0.053414 \tabularnewline
7 & -0.036978 & -0.3389 & 0.367762 \tabularnewline
8 & 0.115431 & 1.0579 & 0.146558 \tabularnewline
9 & -0.037659 & -0.3452 & 0.365422 \tabularnewline
10 & 0.013548 & 0.1242 & 0.450737 \tabularnewline
11 & -0.322007 & -2.9512 & 0.002051 \tabularnewline
12 & 0.781707 & 7.1645 & 0 \tabularnewline
13 & -0.23311 & -2.1365 & 0.017774 \tabularnewline
14 & -0.163437 & -1.4979 & 0.06895 \tabularnewline
15 & -0.178555 & -1.6365 & 0.05274 \tabularnewline
16 & -0.17117 & -1.5688 & 0.060227 \tabularnewline
17 & -0.170415 & -1.5619 & 0.061038 \tabularnewline
18 & 0.017393 & 0.1594 & 0.436864 \tabularnewline
19 & -0.006238 & -0.0572 & 0.477271 \tabularnewline
20 & -0.129467 & -1.1866 & 0.119368 \tabularnewline
21 & -0.013624 & -0.1249 & 0.450464 \tabularnewline
22 & -9.8e-05 & -9e-04 & 0.499641 \tabularnewline
23 & 0.30031 & 2.7524 & 0.003624 \tabularnewline
24 & -0.095026 & -0.8709 & 0.193138 \tabularnewline
25 & 0.085448 & 0.7831 & 0.217872 \tabularnewline
26 & -0.169017 & -1.5491 & 0.062563 \tabularnewline
27 & -0.030144 & -0.2763 & 0.39151 \tabularnewline
28 & -0.004925 & -0.0451 & 0.482054 \tabularnewline
29 & -0.030985 & -0.284 & 0.38856 \tabularnewline
30 & 0.051118 & 0.4685 & 0.320318 \tabularnewline
31 & -0.064379 & -0.59 & 0.278373 \tabularnewline
32 & 0.007501 & 0.0688 & 0.472676 \tabularnewline
33 & 0.00708 & 0.0649 & 0.474208 \tabularnewline
34 & 0.148657 & 1.3625 & 0.088347 \tabularnewline
35 & -0.129341 & -1.1854 & 0.119595 \tabularnewline
36 & -0.143706 & -1.3171 & 0.095696 \tabularnewline
37 & 0.024525 & 0.2248 & 0.411351 \tabularnewline
38 & -0.011159 & -0.1023 & 0.45939 \tabularnewline
39 & 0.106061 & 0.9721 & 0.166904 \tabularnewline
40 & -0.009097 & -0.0834 & 0.466876 \tabularnewline
41 & 0.153293 & 1.405 & 0.081861 \tabularnewline
42 & -0.067495 & -0.6186 & 0.268925 \tabularnewline
43 & -0.000212 & -0.0019 & 0.499229 \tabularnewline
44 & 0.002295 & 0.021 & 0.491635 \tabularnewline
45 & 0.056658 & 0.5193 & 0.302466 \tabularnewline
46 & -0.129684 & -1.1886 & 0.118978 \tabularnewline
47 & -0.030402 & -0.2786 & 0.390604 \tabularnewline
48 & 0.050462 & 0.4625 & 0.322461 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150192&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]-0.193867[/C][C]-1.7768[/C][C]0.039609[/C][/ROW]
[ROW][C]2[/C][C]0.027245[/C][C]0.2497[/C][C]0.401713[/C][/ROW]
[ROW][C]3[/C][C]0.007188[/C][C]0.0659[/C][C]0.473814[/C][/ROW]
[ROW][C]4[/C][C]0.130766[/C][C]1.1985[/C][C]0.117049[/C][/ROW]
[ROW][C]5[/C][C]0.137086[/C][C]1.2564[/C][C]0.106224[/C][/ROW]
[ROW][C]6[/C][C]-0.177857[/C][C]-1.6301[/C][C]0.053414[/C][/ROW]
[ROW][C]7[/C][C]-0.036978[/C][C]-0.3389[/C][C]0.367762[/C][/ROW]
[ROW][C]8[/C][C]0.115431[/C][C]1.0579[/C][C]0.146558[/C][/ROW]
[ROW][C]9[/C][C]-0.037659[/C][C]-0.3452[/C][C]0.365422[/C][/ROW]
[ROW][C]10[/C][C]0.013548[/C][C]0.1242[/C][C]0.450737[/C][/ROW]
[ROW][C]11[/C][C]-0.322007[/C][C]-2.9512[/C][C]0.002051[/C][/ROW]
[ROW][C]12[/C][C]0.781707[/C][C]7.1645[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.23311[/C][C]-2.1365[/C][C]0.017774[/C][/ROW]
[ROW][C]14[/C][C]-0.163437[/C][C]-1.4979[/C][C]0.06895[/C][/ROW]
[ROW][C]15[/C][C]-0.178555[/C][C]-1.6365[/C][C]0.05274[/C][/ROW]
[ROW][C]16[/C][C]-0.17117[/C][C]-1.5688[/C][C]0.060227[/C][/ROW]
[ROW][C]17[/C][C]-0.170415[/C][C]-1.5619[/C][C]0.061038[/C][/ROW]
[ROW][C]18[/C][C]0.017393[/C][C]0.1594[/C][C]0.436864[/C][/ROW]
[ROW][C]19[/C][C]-0.006238[/C][C]-0.0572[/C][C]0.477271[/C][/ROW]
[ROW][C]20[/C][C]-0.129467[/C][C]-1.1866[/C][C]0.119368[/C][/ROW]
[ROW][C]21[/C][C]-0.013624[/C][C]-0.1249[/C][C]0.450464[/C][/ROW]
[ROW][C]22[/C][C]-9.8e-05[/C][C]-9e-04[/C][C]0.499641[/C][/ROW]
[ROW][C]23[/C][C]0.30031[/C][C]2.7524[/C][C]0.003624[/C][/ROW]
[ROW][C]24[/C][C]-0.095026[/C][C]-0.8709[/C][C]0.193138[/C][/ROW]
[ROW][C]25[/C][C]0.085448[/C][C]0.7831[/C][C]0.217872[/C][/ROW]
[ROW][C]26[/C][C]-0.169017[/C][C]-1.5491[/C][C]0.062563[/C][/ROW]
[ROW][C]27[/C][C]-0.030144[/C][C]-0.2763[/C][C]0.39151[/C][/ROW]
[ROW][C]28[/C][C]-0.004925[/C][C]-0.0451[/C][C]0.482054[/C][/ROW]
[ROW][C]29[/C][C]-0.030985[/C][C]-0.284[/C][C]0.38856[/C][/ROW]
[ROW][C]30[/C][C]0.051118[/C][C]0.4685[/C][C]0.320318[/C][/ROW]
[ROW][C]31[/C][C]-0.064379[/C][C]-0.59[/C][C]0.278373[/C][/ROW]
[ROW][C]32[/C][C]0.007501[/C][C]0.0688[/C][C]0.472676[/C][/ROW]
[ROW][C]33[/C][C]0.00708[/C][C]0.0649[/C][C]0.474208[/C][/ROW]
[ROW][C]34[/C][C]0.148657[/C][C]1.3625[/C][C]0.088347[/C][/ROW]
[ROW][C]35[/C][C]-0.129341[/C][C]-1.1854[/C][C]0.119595[/C][/ROW]
[ROW][C]36[/C][C]-0.143706[/C][C]-1.3171[/C][C]0.095696[/C][/ROW]
[ROW][C]37[/C][C]0.024525[/C][C]0.2248[/C][C]0.411351[/C][/ROW]
[ROW][C]38[/C][C]-0.011159[/C][C]-0.1023[/C][C]0.45939[/C][/ROW]
[ROW][C]39[/C][C]0.106061[/C][C]0.9721[/C][C]0.166904[/C][/ROW]
[ROW][C]40[/C][C]-0.009097[/C][C]-0.0834[/C][C]0.466876[/C][/ROW]
[ROW][C]41[/C][C]0.153293[/C][C]1.405[/C][C]0.081861[/C][/ROW]
[ROW][C]42[/C][C]-0.067495[/C][C]-0.6186[/C][C]0.268925[/C][/ROW]
[ROW][C]43[/C][C]-0.000212[/C][C]-0.0019[/C][C]0.499229[/C][/ROW]
[ROW][C]44[/C][C]0.002295[/C][C]0.021[/C][C]0.491635[/C][/ROW]
[ROW][C]45[/C][C]0.056658[/C][C]0.5193[/C][C]0.302466[/C][/ROW]
[ROW][C]46[/C][C]-0.129684[/C][C]-1.1886[/C][C]0.118978[/C][/ROW]
[ROW][C]47[/C][C]-0.030402[/C][C]-0.2786[/C][C]0.390604[/C][/ROW]
[ROW][C]48[/C][C]0.050462[/C][C]0.4625[/C][C]0.322461[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150192&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150192&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	-0.193867	-1.7768	0.039609
2	0.027245	0.2497	0.401713
3	0.007188	0.0659	0.473814
4	0.130766	1.1985	0.117049
5	0.137086	1.2564	0.106224
6	-0.177857	-1.6301	0.053414
7	-0.036978	-0.3389	0.367762
8	0.115431	1.0579	0.146558
9	-0.037659	-0.3452	0.365422
10	0.013548	0.1242	0.450737
11	-0.322007	-2.9512	0.002051
12	0.781707	7.1645	0
13	-0.23311	-2.1365	0.017774
14	-0.163437	-1.4979	0.06895
15	-0.178555	-1.6365	0.05274
16	-0.17117	-1.5688	0.060227
17	-0.170415	-1.5619	0.061038
18	0.017393	0.1594	0.436864
19	-0.006238	-0.0572	0.477271
20	-0.129467	-1.1866	0.119368
21	-0.013624	-0.1249	0.450464
22	-9.8e-05	-9e-04	0.499641
23	0.30031	2.7524	0.003624
24	-0.095026	-0.8709	0.193138
25	0.085448	0.7831	0.217872
26	-0.169017	-1.5491	0.062563
27	-0.030144	-0.2763	0.39151
28	-0.004925	-0.0451	0.482054
29	-0.030985	-0.284	0.38856
30	0.051118	0.4685	0.320318
31	-0.064379	-0.59	0.278373
32	0.007501	0.0688	0.472676
33	0.00708	0.0649	0.474208
34	0.148657	1.3625	0.088347
35	-0.129341	-1.1854	0.119595
36	-0.143706	-1.3171	0.095696
37	0.024525	0.2248	0.411351
38	-0.011159	-0.1023	0.45939
39	0.106061	0.9721	0.166904
40	-0.009097	-0.0834	0.466876
41	0.153293	1.405	0.081861
42	-0.067495	-0.6186	0.268925
43	-0.000212	-0.0019	0.499229
44	0.002295	0.021	0.491635
45	0.056658	0.5193	0.302466
46	-0.129684	-1.1886	0.118978
47	-0.030402	-0.2786	0.390604
48	0.050462	0.4625	0.322461

Figure 1

PNG link

Postscript link

PDF link

Figure 2

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 (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