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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 05 Dec 2011 14:28:00 -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/05/t1323113324sue4bzetvcdp3zr.htm/, Retrieved Fri, 03 May 2024 06:04:53 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151207, Retrieved Fri, 03 May 2024 06:04:53 +0000

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User-defined keywords

Estimated Impact

136

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [Births] [2010-11-29 09:36:27] [b98453cac15ba1066b407e146608df68]
- R PD          [(Partial) Autocorrelation Function] [WS9 3.1 ACF d=0, D=0] [2010-12-07 10:00:49] [afe9379cca749d06b3d6872e02cc47ed]
- R  D            [(Partial) Autocorrelation Function] [ws9-2] [2011-12-05 18:26:48] [f7a862281046b7153543b12c78921b36]
-   P               [(Partial) Autocorrelation Function] [ws9-3] [2011-12-05 18:35:17] [f7a862281046b7153543b12c78921b36]
-   P                   [(Partial) Autocorrelation Function] [ws9-3] [2011-12-05 19:28:00] [47995d3a8fac585eeb070a274b466f8c] [Current]
-  MP                     [(Partial) Autocorrelation Function] [paper2-2] [2011-12-21 20:48:46] [f7a862281046b7153543b12c78921b36] 

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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=151207&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=151207&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151207&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	-0.653944	-5.023	3e-06
2	0.211141	1.6218	0.055089
3	0.091677	0.7042	0.242044
4	-0.298158	-2.2902	0.012801
5	0.438647	3.3693	0.000666
6	-0.487321	-3.7432	0.000207
7	0.217344	1.6694	0.050163
8	-0.007017	-0.0539	0.4786
9	-0.09759	-0.7496	0.228235
10	0.198338	1.5235	0.066492
11	-0.402832	-3.0942	0.001507
12	0.584233	4.4876	1.7e-05
13	-0.372211	-2.859	0.002933
14	0.1271	0.9763	0.166458
15	0.083385	0.6405	0.262165
16	-0.277818	-2.134	0.018507
17	0.428167	3.2888	0.00085
18	-0.445585	-3.4226	0.000566
19	0.154173	1.1842	0.120536
20	0.081226	0.6239	0.267545
21	-0.169829	-1.3045	0.098567
22	0.194786	1.4962	0.069968
23	-0.292705	-2.2483	0.014153
24	0.385347	2.9599	0.002213
25	-0.210096	-1.6138	0.055956
26	0.053539	0.4112	0.341192
27	0.073028	0.5609	0.288482
28	-0.224211	-1.7222	0.045136
29	0.339188	2.6054	0.005799
30	-0.332715	-2.5556	0.006598
31	0.08255	0.6341	0.264241
32	0.113975	0.8755	0.192438
33	-0.194948	-1.4974	0.069807
34	0.213736	1.6417	0.052982
35	-0.221451	-1.701	0.047105
36	0.205786	1.5807	0.05965
37	-0.061863	-0.4752	0.318207
38	-0.023561	-0.181	0.428503
39	0.068328	0.5248	0.300832
40	-0.119686	-0.9193	0.180834
41	0.18752	1.4404	0.077525
42	-0.210961	-1.6204	0.055237
43	0.067175	0.516	0.303899
44	0.069371	0.5328	0.298071
45	-0.167395	-1.2858	0.101771
46	0.200119	1.5371	0.064802
47	-0.171595	-1.318	0.096291
48	0.080876	0.6212	0.268423

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.653944 & -5.023 & 3e-06 \tabularnewline
2 & 0.211141 & 1.6218 & 0.055089 \tabularnewline
3 & 0.091677 & 0.7042 & 0.242044 \tabularnewline
4 & -0.298158 & -2.2902 & 0.012801 \tabularnewline
5 & 0.438647 & 3.3693 & 0.000666 \tabularnewline
6 & -0.487321 & -3.7432 & 0.000207 \tabularnewline
7 & 0.217344 & 1.6694 & 0.050163 \tabularnewline
8 & -0.007017 & -0.0539 & 0.4786 \tabularnewline
9 & -0.09759 & -0.7496 & 0.228235 \tabularnewline
10 & 0.198338 & 1.5235 & 0.066492 \tabularnewline
11 & -0.402832 & -3.0942 & 0.001507 \tabularnewline
12 & 0.584233 & 4.4876 & 1.7e-05 \tabularnewline
13 & -0.372211 & -2.859 & 0.002933 \tabularnewline
14 & 0.1271 & 0.9763 & 0.166458 \tabularnewline
15 & 0.083385 & 0.6405 & 0.262165 \tabularnewline
16 & -0.277818 & -2.134 & 0.018507 \tabularnewline
17 & 0.428167 & 3.2888 & 0.00085 \tabularnewline
18 & -0.445585 & -3.4226 & 0.000566 \tabularnewline
19 & 0.154173 & 1.1842 & 0.120536 \tabularnewline
20 & 0.081226 & 0.6239 & 0.267545 \tabularnewline
21 & -0.169829 & -1.3045 & 0.098567 \tabularnewline
22 & 0.194786 & 1.4962 & 0.069968 \tabularnewline
23 & -0.292705 & -2.2483 & 0.014153 \tabularnewline
24 & 0.385347 & 2.9599 & 0.002213 \tabularnewline
25 & -0.210096 & -1.6138 & 0.055956 \tabularnewline
26 & 0.053539 & 0.4112 & 0.341192 \tabularnewline
27 & 0.073028 & 0.5609 & 0.288482 \tabularnewline
28 & -0.224211 & -1.7222 & 0.045136 \tabularnewline
29 & 0.339188 & 2.6054 & 0.005799 \tabularnewline
30 & -0.332715 & -2.5556 & 0.006598 \tabularnewline
31 & 0.08255 & 0.6341 & 0.264241 \tabularnewline
32 & 0.113975 & 0.8755 & 0.192438 \tabularnewline
33 & -0.194948 & -1.4974 & 0.069807 \tabularnewline
34 & 0.213736 & 1.6417 & 0.052982 \tabularnewline
35 & -0.221451 & -1.701 & 0.047105 \tabularnewline
36 & 0.205786 & 1.5807 & 0.05965 \tabularnewline
37 & -0.061863 & -0.4752 & 0.318207 \tabularnewline
38 & -0.023561 & -0.181 & 0.428503 \tabularnewline
39 & 0.068328 & 0.5248 & 0.300832 \tabularnewline
40 & -0.119686 & -0.9193 & 0.180834 \tabularnewline
41 & 0.18752 & 1.4404 & 0.077525 \tabularnewline
42 & -0.210961 & -1.6204 & 0.055237 \tabularnewline
43 & 0.067175 & 0.516 & 0.303899 \tabularnewline
44 & 0.069371 & 0.5328 & 0.298071 \tabularnewline
45 & -0.167395 & -1.2858 & 0.101771 \tabularnewline
46 & 0.200119 & 1.5371 & 0.064802 \tabularnewline
47 & -0.171595 & -1.318 & 0.096291 \tabularnewline
48 & 0.080876 & 0.6212 & 0.268423 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151207&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]-0.653944[/C][C]-5.023[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]0.211141[/C][C]1.6218[/C][C]0.055089[/C][/ROW]
[ROW][C]3[/C][C]0.091677[/C][C]0.7042[/C][C]0.242044[/C][/ROW]
[ROW][C]4[/C][C]-0.298158[/C][C]-2.2902[/C][C]0.012801[/C][/ROW]
[ROW][C]5[/C][C]0.438647[/C][C]3.3693[/C][C]0.000666[/C][/ROW]
[ROW][C]6[/C][C]-0.487321[/C][C]-3.7432[/C][C]0.000207[/C][/ROW]
[ROW][C]7[/C][C]0.217344[/C][C]1.6694[/C][C]0.050163[/C][/ROW]
[ROW][C]8[/C][C]-0.007017[/C][C]-0.0539[/C][C]0.4786[/C][/ROW]
[ROW][C]9[/C][C]-0.09759[/C][C]-0.7496[/C][C]0.228235[/C][/ROW]
[ROW][C]10[/C][C]0.198338[/C][C]1.5235[/C][C]0.066492[/C][/ROW]
[ROW][C]11[/C][C]-0.402832[/C][C]-3.0942[/C][C]0.001507[/C][/ROW]
[ROW][C]12[/C][C]0.584233[/C][C]4.4876[/C][C]1.7e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.372211[/C][C]-2.859[/C][C]0.002933[/C][/ROW]
[ROW][C]14[/C][C]0.1271[/C][C]0.9763[/C][C]0.166458[/C][/ROW]
[ROW][C]15[/C][C]0.083385[/C][C]0.6405[/C][C]0.262165[/C][/ROW]
[ROW][C]16[/C][C]-0.277818[/C][C]-2.134[/C][C]0.018507[/C][/ROW]
[ROW][C]17[/C][C]0.428167[/C][C]3.2888[/C][C]0.00085[/C][/ROW]
[ROW][C]18[/C][C]-0.445585[/C][C]-3.4226[/C][C]0.000566[/C][/ROW]
[ROW][C]19[/C][C]0.154173[/C][C]1.1842[/C][C]0.120536[/C][/ROW]
[ROW][C]20[/C][C]0.081226[/C][C]0.6239[/C][C]0.267545[/C][/ROW]
[ROW][C]21[/C][C]-0.169829[/C][C]-1.3045[/C][C]0.098567[/C][/ROW]
[ROW][C]22[/C][C]0.194786[/C][C]1.4962[/C][C]0.069968[/C][/ROW]
[ROW][C]23[/C][C]-0.292705[/C][C]-2.2483[/C][C]0.014153[/C][/ROW]
[ROW][C]24[/C][C]0.385347[/C][C]2.9599[/C][C]0.002213[/C][/ROW]
[ROW][C]25[/C][C]-0.210096[/C][C]-1.6138[/C][C]0.055956[/C][/ROW]
[ROW][C]26[/C][C]0.053539[/C][C]0.4112[/C][C]0.341192[/C][/ROW]
[ROW][C]27[/C][C]0.073028[/C][C]0.5609[/C][C]0.288482[/C][/ROW]
[ROW][C]28[/C][C]-0.224211[/C][C]-1.7222[/C][C]0.045136[/C][/ROW]
[ROW][C]29[/C][C]0.339188[/C][C]2.6054[/C][C]0.005799[/C][/ROW]
[ROW][C]30[/C][C]-0.332715[/C][C]-2.5556[/C][C]0.006598[/C][/ROW]
[ROW][C]31[/C][C]0.08255[/C][C]0.6341[/C][C]0.264241[/C][/ROW]
[ROW][C]32[/C][C]0.113975[/C][C]0.8755[/C][C]0.192438[/C][/ROW]
[ROW][C]33[/C][C]-0.194948[/C][C]-1.4974[/C][C]0.069807[/C][/ROW]
[ROW][C]34[/C][C]0.213736[/C][C]1.6417[/C][C]0.052982[/C][/ROW]
[ROW][C]35[/C][C]-0.221451[/C][C]-1.701[/C][C]0.047105[/C][/ROW]
[ROW][C]36[/C][C]0.205786[/C][C]1.5807[/C][C]0.05965[/C][/ROW]
[ROW][C]37[/C][C]-0.061863[/C][C]-0.4752[/C][C]0.318207[/C][/ROW]
[ROW][C]38[/C][C]-0.023561[/C][C]-0.181[/C][C]0.428503[/C][/ROW]
[ROW][C]39[/C][C]0.068328[/C][C]0.5248[/C][C]0.300832[/C][/ROW]
[ROW][C]40[/C][C]-0.119686[/C][C]-0.9193[/C][C]0.180834[/C][/ROW]
[ROW][C]41[/C][C]0.18752[/C][C]1.4404[/C][C]0.077525[/C][/ROW]
[ROW][C]42[/C][C]-0.210961[/C][C]-1.6204[/C][C]0.055237[/C][/ROW]
[ROW][C]43[/C][C]0.067175[/C][C]0.516[/C][C]0.303899[/C][/ROW]
[ROW][C]44[/C][C]0.069371[/C][C]0.5328[/C][C]0.298071[/C][/ROW]
[ROW][C]45[/C][C]-0.167395[/C][C]-1.2858[/C][C]0.101771[/C][/ROW]
[ROW][C]46[/C][C]0.200119[/C][C]1.5371[/C][C]0.064802[/C][/ROW]
[ROW][C]47[/C][C]-0.171595[/C][C]-1.318[/C][C]0.096291[/C][/ROW]
[ROW][C]48[/C][C]0.080876[/C][C]0.6212[/C][C]0.268423[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151207&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151207&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	-0.653944	-5.023	3e-06
2	0.211141	1.6218	0.055089
3	0.091677	0.7042	0.242044
4	-0.298158	-2.2902	0.012801
5	0.438647	3.3693	0.000666
6	-0.487321	-3.7432	0.000207
7	0.217344	1.6694	0.050163
8	-0.007017	-0.0539	0.4786
9	-0.09759	-0.7496	0.228235
10	0.198338	1.5235	0.066492
11	-0.402832	-3.0942	0.001507
12	0.584233	4.4876	1.7e-05
13	-0.372211	-2.859	0.002933
14	0.1271	0.9763	0.166458
15	0.083385	0.6405	0.262165
16	-0.277818	-2.134	0.018507
17	0.428167	3.2888	0.00085
18	-0.445585	-3.4226	0.000566
19	0.154173	1.1842	0.120536
20	0.081226	0.6239	0.267545
21	-0.169829	-1.3045	0.098567
22	0.194786	1.4962	0.069968
23	-0.292705	-2.2483	0.014153
24	0.385347	2.9599	0.002213
25	-0.210096	-1.6138	0.055956
26	0.053539	0.4112	0.341192
27	0.073028	0.5609	0.288482
28	-0.224211	-1.7222	0.045136
29	0.339188	2.6054	0.005799
30	-0.332715	-2.5556	0.006598
31	0.08255	0.6341	0.264241
32	0.113975	0.8755	0.192438
33	-0.194948	-1.4974	0.069807
34	0.213736	1.6417	0.052982
35	-0.221451	-1.701	0.047105
36	0.205786	1.5807	0.05965
37	-0.061863	-0.4752	0.318207
38	-0.023561	-0.181	0.428503
39	0.068328	0.5248	0.300832
40	-0.119686	-0.9193	0.180834
41	0.18752	1.4404	0.077525
42	-0.210961	-1.6204	0.055237
43	0.067175	0.516	0.303899
44	0.069371	0.5328	0.298071
45	-0.167395	-1.2858	0.101771
46	0.200119	1.5371	0.064802
47	-0.171595	-1.318	0.096291
48	0.080876	0.6212	0.268423

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.653944	-5.023	3e-06
2	-0.378263	-2.9055	0.002578
3	0.070581	0.5421	0.294881
4	-0.215946	-1.6587	0.051241
5	0.217627	1.6716	0.049947
6	-0.193448	-1.4859	0.071315
7	-0.332353	-2.5529	0.006646
8	-0.290211	-2.2292	0.014812
9	-0.072682	-0.5583	0.289383
10	0.045783	0.3517	0.363171
11	-0.440768	-3.3856	0.000634
12	0.209212	1.607	0.056698
13	0.185516	1.425	0.079717
14	0.153265	1.1773	0.121911
15	0.078276	0.6013	0.274988
16	0.002441	0.0187	0.492552
17	0.016082	0.1235	0.451053
18	0.020129	0.1546	0.438826
19	-0.013721	-0.1054	0.458209
20	-0.012828	-0.0985	0.460922
21	0.119403	0.9172	0.181399
22	-0.020661	-0.1587	0.437224
23	-0.122453	-0.9406	0.175378
24	0.089024	0.6838	0.248388
25	0.057284	0.44	0.33077
26	0.011396	0.0875	0.465273
27	0.048551	0.3729	0.35527
28	-0.033119	-0.2544	0.400038
29	-0.17309	-1.3295	0.094395
30	0.035843	0.2753	0.392017
31	0.030692	0.2358	0.407221
32	-0.047202	-0.3626	0.359113
33	-0.014212	-0.1092	0.456721
34	0.014545	0.1117	0.45571
35	0.024408	0.1875	0.425963
36	0.020147	0.1548	0.438772
37	-0.060237	-0.4627	0.322645
38	-0.120061	-0.9222	0.180089
39	-0.028851	-0.2216	0.412693
40	0.103571	0.7955	0.214742
41	0.022843	0.1755	0.430658
42	0.011947	0.0918	0.463596
43	0.037852	0.2907	0.386131
44	-0.006903	-0.053	0.478947
45	-0.078682	-0.6044	0.273957
46	-0.007525	-0.0578	0.47705
47	0.05978	0.4592	0.323896
48	-0.126313	-0.9702	0.167946

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.653944 & -5.023 & 3e-06 \tabularnewline
2 & -0.378263 & -2.9055 & 0.002578 \tabularnewline
3 & 0.070581 & 0.5421 & 0.294881 \tabularnewline
4 & -0.215946 & -1.6587 & 0.051241 \tabularnewline
5 & 0.217627 & 1.6716 & 0.049947 \tabularnewline
6 & -0.193448 & -1.4859 & 0.071315 \tabularnewline
7 & -0.332353 & -2.5529 & 0.006646 \tabularnewline
8 & -0.290211 & -2.2292 & 0.014812 \tabularnewline
9 & -0.072682 & -0.5583 & 0.289383 \tabularnewline
10 & 0.045783 & 0.3517 & 0.363171 \tabularnewline
11 & -0.440768 & -3.3856 & 0.000634 \tabularnewline
12 & 0.209212 & 1.607 & 0.056698 \tabularnewline
13 & 0.185516 & 1.425 & 0.079717 \tabularnewline
14 & 0.153265 & 1.1773 & 0.121911 \tabularnewline
15 & 0.078276 & 0.6013 & 0.274988 \tabularnewline
16 & 0.002441 & 0.0187 & 0.492552 \tabularnewline
17 & 0.016082 & 0.1235 & 0.451053 \tabularnewline
18 & 0.020129 & 0.1546 & 0.438826 \tabularnewline
19 & -0.013721 & -0.1054 & 0.458209 \tabularnewline
20 & -0.012828 & -0.0985 & 0.460922 \tabularnewline
21 & 0.119403 & 0.9172 & 0.181399 \tabularnewline
22 & -0.020661 & -0.1587 & 0.437224 \tabularnewline
23 & -0.122453 & -0.9406 & 0.175378 \tabularnewline
24 & 0.089024 & 0.6838 & 0.248388 \tabularnewline
25 & 0.057284 & 0.44 & 0.33077 \tabularnewline
26 & 0.011396 & 0.0875 & 0.465273 \tabularnewline
27 & 0.048551 & 0.3729 & 0.35527 \tabularnewline
28 & -0.033119 & -0.2544 & 0.400038 \tabularnewline
29 & -0.17309 & -1.3295 & 0.094395 \tabularnewline
30 & 0.035843 & 0.2753 & 0.392017 \tabularnewline
31 & 0.030692 & 0.2358 & 0.407221 \tabularnewline
32 & -0.047202 & -0.3626 & 0.359113 \tabularnewline
33 & -0.014212 & -0.1092 & 0.456721 \tabularnewline
34 & 0.014545 & 0.1117 & 0.45571 \tabularnewline
35 & 0.024408 & 0.1875 & 0.425963 \tabularnewline
36 & 0.020147 & 0.1548 & 0.438772 \tabularnewline
37 & -0.060237 & -0.4627 & 0.322645 \tabularnewline
38 & -0.120061 & -0.9222 & 0.180089 \tabularnewline
39 & -0.028851 & -0.2216 & 0.412693 \tabularnewline
40 & 0.103571 & 0.7955 & 0.214742 \tabularnewline
41 & 0.022843 & 0.1755 & 0.430658 \tabularnewline
42 & 0.011947 & 0.0918 & 0.463596 \tabularnewline
43 & 0.037852 & 0.2907 & 0.386131 \tabularnewline
44 & -0.006903 & -0.053 & 0.478947 \tabularnewline
45 & -0.078682 & -0.6044 & 0.273957 \tabularnewline
46 & -0.007525 & -0.0578 & 0.47705 \tabularnewline
47 & 0.05978 & 0.4592 & 0.323896 \tabularnewline
48 & -0.126313 & -0.9702 & 0.167946 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151207&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]-0.653944[/C][C]-5.023[/C][C]3e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.378263[/C][C]-2.9055[/C][C]0.002578[/C][/ROW]
[ROW][C]3[/C][C]0.070581[/C][C]0.5421[/C][C]0.294881[/C][/ROW]
[ROW][C]4[/C][C]-0.215946[/C][C]-1.6587[/C][C]0.051241[/C][/ROW]
[ROW][C]5[/C][C]0.217627[/C][C]1.6716[/C][C]0.049947[/C][/ROW]
[ROW][C]6[/C][C]-0.193448[/C][C]-1.4859[/C][C]0.071315[/C][/ROW]
[ROW][C]7[/C][C]-0.332353[/C][C]-2.5529[/C][C]0.006646[/C][/ROW]
[ROW][C]8[/C][C]-0.290211[/C][C]-2.2292[/C][C]0.014812[/C][/ROW]
[ROW][C]9[/C][C]-0.072682[/C][C]-0.5583[/C][C]0.289383[/C][/ROW]
[ROW][C]10[/C][C]0.045783[/C][C]0.3517[/C][C]0.363171[/C][/ROW]
[ROW][C]11[/C][C]-0.440768[/C][C]-3.3856[/C][C]0.000634[/C][/ROW]
[ROW][C]12[/C][C]0.209212[/C][C]1.607[/C][C]0.056698[/C][/ROW]
[ROW][C]13[/C][C]0.185516[/C][C]1.425[/C][C]0.079717[/C][/ROW]
[ROW][C]14[/C][C]0.153265[/C][C]1.1773[/C][C]0.121911[/C][/ROW]
[ROW][C]15[/C][C]0.078276[/C][C]0.6013[/C][C]0.274988[/C][/ROW]
[ROW][C]16[/C][C]0.002441[/C][C]0.0187[/C][C]0.492552[/C][/ROW]
[ROW][C]17[/C][C]0.016082[/C][C]0.1235[/C][C]0.451053[/C][/ROW]
[ROW][C]18[/C][C]0.020129[/C][C]0.1546[/C][C]0.438826[/C][/ROW]
[ROW][C]19[/C][C]-0.013721[/C][C]-0.1054[/C][C]0.458209[/C][/ROW]
[ROW][C]20[/C][C]-0.012828[/C][C]-0.0985[/C][C]0.460922[/C][/ROW]
[ROW][C]21[/C][C]0.119403[/C][C]0.9172[/C][C]0.181399[/C][/ROW]
[ROW][C]22[/C][C]-0.020661[/C][C]-0.1587[/C][C]0.437224[/C][/ROW]
[ROW][C]23[/C][C]-0.122453[/C][C]-0.9406[/C][C]0.175378[/C][/ROW]
[ROW][C]24[/C][C]0.089024[/C][C]0.6838[/C][C]0.248388[/C][/ROW]
[ROW][C]25[/C][C]0.057284[/C][C]0.44[/C][C]0.33077[/C][/ROW]
[ROW][C]26[/C][C]0.011396[/C][C]0.0875[/C][C]0.465273[/C][/ROW]
[ROW][C]27[/C][C]0.048551[/C][C]0.3729[/C][C]0.35527[/C][/ROW]
[ROW][C]28[/C][C]-0.033119[/C][C]-0.2544[/C][C]0.400038[/C][/ROW]
[ROW][C]29[/C][C]-0.17309[/C][C]-1.3295[/C][C]0.094395[/C][/ROW]
[ROW][C]30[/C][C]0.035843[/C][C]0.2753[/C][C]0.392017[/C][/ROW]
[ROW][C]31[/C][C]0.030692[/C][C]0.2358[/C][C]0.407221[/C][/ROW]
[ROW][C]32[/C][C]-0.047202[/C][C]-0.3626[/C][C]0.359113[/C][/ROW]
[ROW][C]33[/C][C]-0.014212[/C][C]-0.1092[/C][C]0.456721[/C][/ROW]
[ROW][C]34[/C][C]0.014545[/C][C]0.1117[/C][C]0.45571[/C][/ROW]
[ROW][C]35[/C][C]0.024408[/C][C]0.1875[/C][C]0.425963[/C][/ROW]
[ROW][C]36[/C][C]0.020147[/C][C]0.1548[/C][C]0.438772[/C][/ROW]
[ROW][C]37[/C][C]-0.060237[/C][C]-0.4627[/C][C]0.322645[/C][/ROW]
[ROW][C]38[/C][C]-0.120061[/C][C]-0.9222[/C][C]0.180089[/C][/ROW]
[ROW][C]39[/C][C]-0.028851[/C][C]-0.2216[/C][C]0.412693[/C][/ROW]
[ROW][C]40[/C][C]0.103571[/C][C]0.7955[/C][C]0.214742[/C][/ROW]
[ROW][C]41[/C][C]0.022843[/C][C]0.1755[/C][C]0.430658[/C][/ROW]
[ROW][C]42[/C][C]0.011947[/C][C]0.0918[/C][C]0.463596[/C][/ROW]
[ROW][C]43[/C][C]0.037852[/C][C]0.2907[/C][C]0.386131[/C][/ROW]
[ROW][C]44[/C][C]-0.006903[/C][C]-0.053[/C][C]0.478947[/C][/ROW]
[ROW][C]45[/C][C]-0.078682[/C][C]-0.6044[/C][C]0.273957[/C][/ROW]
[ROW][C]46[/C][C]-0.007525[/C][C]-0.0578[/C][C]0.47705[/C][/ROW]
[ROW][C]47[/C][C]0.05978[/C][C]0.4592[/C][C]0.323896[/C][/ROW]
[ROW][C]48[/C][C]-0.126313[/C][C]-0.9702[/C][C]0.167946[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151207&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151207&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	-0.653944	-5.023	3e-06
2	-0.378263	-2.9055	0.002578
3	0.070581	0.5421	0.294881
4	-0.215946	-1.6587	0.051241
5	0.217627	1.6716	0.049947
6	-0.193448	-1.4859	0.071315
7	-0.332353	-2.5529	0.006646
8	-0.290211	-2.2292	0.014812
9	-0.072682	-0.5583	0.289383
10	0.045783	0.3517	0.363171
11	-0.440768	-3.3856	0.000634
12	0.209212	1.607	0.056698
13	0.185516	1.425	0.079717
14	0.153265	1.1773	0.121911
15	0.078276	0.6013	0.274988
16	0.002441	0.0187	0.492552
17	0.016082	0.1235	0.451053
18	0.020129	0.1546	0.438826
19	-0.013721	-0.1054	0.458209
20	-0.012828	-0.0985	0.460922
21	0.119403	0.9172	0.181399
22	-0.020661	-0.1587	0.437224
23	-0.122453	-0.9406	0.175378
24	0.089024	0.6838	0.248388
25	0.057284	0.44	0.33077
26	0.011396	0.0875	0.465273
27	0.048551	0.3729	0.35527
28	-0.033119	-0.2544	0.400038
29	-0.17309	-1.3295	0.094395
30	0.035843	0.2753	0.392017
31	0.030692	0.2358	0.407221
32	-0.047202	-0.3626	0.359113
33	-0.014212	-0.1092	0.456721
34	0.014545	0.1117	0.45571
35	0.024408	0.1875	0.425963
36	0.020147	0.1548	0.438772
37	-0.060237	-0.4627	0.322645
38	-0.120061	-0.9222	0.180089
39	-0.028851	-0.2216	0.412693
40	0.103571	0.7955	0.214742
41	0.022843	0.1755	0.430658
42	0.011947	0.0918	0.463596
43	0.037852	0.2907	0.386131
44	-0.006903	-0.053	0.478947
45	-0.078682	-0.6044	0.273957
46	-0.007525	-0.0578	0.47705
47	0.05978	0.4592	0.323896
48	-0.126313	-0.9702	0.167946

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

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

Parameters (R input):

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

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

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

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code