Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 06 Dec 2011 04:13:56 -0500

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/06/t1323162864fugd6n9uypr3m5t.htm/, Retrieved Mon, 29 Apr 2024 00:05:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151398, Retrieved Mon, 29 Apr 2024 00:05:37 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

156

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]
- R P     [(Partial) Autocorrelation Function] [ws9] [2011-12-04 18:35:07] [8501ca4b76170905b8a207a77f626994]
-    D      [(Partial) Autocorrelation Function] [Workshop 9_Graph1] [2011-12-06 09:05:34] [f722e8e78b9e5c5ebaa2263f273aa636]
- R P           [(Partial) Autocorrelation Function] [Workshop 9_Graph1] [2011-12-06 09:13:56] [3e64eea457df40fcb7af8f28e1ee6256] [Current]
- RMP             [Standard Deviation-Mean Plot] [Workshop 9_Graph4] [2011-12-06 10:26:02] [f722e8e78b9e5c5ebaa2263f273aa636] 

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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	'Gwilym Jenkins' @ jenkins.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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151398&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151398&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151398&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	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.153381	2.3762	0.00914
2	0.137062	2.1234	0.017374
3	0.186177	2.8842	0.00214
4	0.157322	2.4372	0.007764
5	0.107001	1.6577	0.049347
6	0.143799	2.2277	0.013413
7	0.060229	0.9331	0.175861
8	0.084569	1.3101	0.095701
9	0.093527	1.4489	0.074333
10	-0.070533	-1.0927	0.137812
11	0.023957	0.3711	0.355431
12	-0.256922	-3.9802	4.6e-05
13	-0.031506	-0.4881	0.312967
14	0.107049	1.6584	0.049272
15	-0.041933	-0.6496	0.258279
16	-0.080778	-1.2514	0.106001
17	-0.021388	-0.3313	0.370336
18	-0.03237	-0.5015	0.308247
19	-0.05332	-0.826	0.204805
20	0.006521	0.101	0.459809
21	-0.066603	-1.0318	0.1516
22	-0.031211	-0.4835	0.314584
23	0.073952	1.1457	0.12654
24	-0.129162	-2.001	0.023261
25	-0.079724	-1.2351	0.109005
26	-0.116173	-1.7998	0.036578
27	-0.050881	-0.7882	0.215666
28	-0.05568	-0.8626	0.19461
29	0.028132	0.4358	0.331678
30	-0.146191	-2.2648	0.012209
31	-0.039675	-0.6146	0.269689
32	-0.026779	-0.4149	0.339307
33	-0.081904	-1.2688	0.102862
34	-0.078642	-1.2183	0.112151
35	-0.06447	-0.9988	0.159455
36	-0.044803	-0.6941	0.244151
37	0.017248	0.2672	0.39477
38	0.01259	0.195	0.422762
39	-0.156466	-2.424	0.008046
40	-0.059314	-0.9189	0.179538
41	-0.0242	-0.3749	0.354029
42	0.028282	0.4381	0.330837
43	0.057114	0.8848	0.188572
44	-0.059142	-0.9162	0.180237
45	-0.043292	-0.6707	0.251535
46	0.02273	0.3521	0.362522
47	-0.051469	-0.7974	0.213016
48	-0.026061	-0.4037	0.343382

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.153381 & 2.3762 & 0.00914 \tabularnewline
2 & 0.137062 & 2.1234 & 0.017374 \tabularnewline
3 & 0.186177 & 2.8842 & 0.00214 \tabularnewline
4 & 0.157322 & 2.4372 & 0.007764 \tabularnewline
5 & 0.107001 & 1.6577 & 0.049347 \tabularnewline
6 & 0.143799 & 2.2277 & 0.013413 \tabularnewline
7 & 0.060229 & 0.9331 & 0.175861 \tabularnewline
8 & 0.084569 & 1.3101 & 0.095701 \tabularnewline
9 & 0.093527 & 1.4489 & 0.074333 \tabularnewline
10 & -0.070533 & -1.0927 & 0.137812 \tabularnewline
11 & 0.023957 & 0.3711 & 0.355431 \tabularnewline
12 & -0.256922 & -3.9802 & 4.6e-05 \tabularnewline
13 & -0.031506 & -0.4881 & 0.312967 \tabularnewline
14 & 0.107049 & 1.6584 & 0.049272 \tabularnewline
15 & -0.041933 & -0.6496 & 0.258279 \tabularnewline
16 & -0.080778 & -1.2514 & 0.106001 \tabularnewline
17 & -0.021388 & -0.3313 & 0.370336 \tabularnewline
18 & -0.03237 & -0.5015 & 0.308247 \tabularnewline
19 & -0.05332 & -0.826 & 0.204805 \tabularnewline
20 & 0.006521 & 0.101 & 0.459809 \tabularnewline
21 & -0.066603 & -1.0318 & 0.1516 \tabularnewline
22 & -0.031211 & -0.4835 & 0.314584 \tabularnewline
23 & 0.073952 & 1.1457 & 0.12654 \tabularnewline
24 & -0.129162 & -2.001 & 0.023261 \tabularnewline
25 & -0.079724 & -1.2351 & 0.109005 \tabularnewline
26 & -0.116173 & -1.7998 & 0.036578 \tabularnewline
27 & -0.050881 & -0.7882 & 0.215666 \tabularnewline
28 & -0.05568 & -0.8626 & 0.19461 \tabularnewline
29 & 0.028132 & 0.4358 & 0.331678 \tabularnewline
30 & -0.146191 & -2.2648 & 0.012209 \tabularnewline
31 & -0.039675 & -0.6146 & 0.269689 \tabularnewline
32 & -0.026779 & -0.4149 & 0.339307 \tabularnewline
33 & -0.081904 & -1.2688 & 0.102862 \tabularnewline
34 & -0.078642 & -1.2183 & 0.112151 \tabularnewline
35 & -0.06447 & -0.9988 & 0.159455 \tabularnewline
36 & -0.044803 & -0.6941 & 0.244151 \tabularnewline
37 & 0.017248 & 0.2672 & 0.39477 \tabularnewline
38 & 0.01259 & 0.195 & 0.422762 \tabularnewline
39 & -0.156466 & -2.424 & 0.008046 \tabularnewline
40 & -0.059314 & -0.9189 & 0.179538 \tabularnewline
41 & -0.0242 & -0.3749 & 0.354029 \tabularnewline
42 & 0.028282 & 0.4381 & 0.330837 \tabularnewline
43 & 0.057114 & 0.8848 & 0.188572 \tabularnewline
44 & -0.059142 & -0.9162 & 0.180237 \tabularnewline
45 & -0.043292 & -0.6707 & 0.251535 \tabularnewline
46 & 0.02273 & 0.3521 & 0.362522 \tabularnewline
47 & -0.051469 & -0.7974 & 0.213016 \tabularnewline
48 & -0.026061 & -0.4037 & 0.343382 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151398&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]0.153381[/C][C]2.3762[/C][C]0.00914[/C][/ROW]
[ROW][C]2[/C][C]0.137062[/C][C]2.1234[/C][C]0.017374[/C][/ROW]
[ROW][C]3[/C][C]0.186177[/C][C]2.8842[/C][C]0.00214[/C][/ROW]
[ROW][C]4[/C][C]0.157322[/C][C]2.4372[/C][C]0.007764[/C][/ROW]
[ROW][C]5[/C][C]0.107001[/C][C]1.6577[/C][C]0.049347[/C][/ROW]
[ROW][C]6[/C][C]0.143799[/C][C]2.2277[/C][C]0.013413[/C][/ROW]
[ROW][C]7[/C][C]0.060229[/C][C]0.9331[/C][C]0.175861[/C][/ROW]
[ROW][C]8[/C][C]0.084569[/C][C]1.3101[/C][C]0.095701[/C][/ROW]
[ROW][C]9[/C][C]0.093527[/C][C]1.4489[/C][C]0.074333[/C][/ROW]
[ROW][C]10[/C][C]-0.070533[/C][C]-1.0927[/C][C]0.137812[/C][/ROW]
[ROW][C]11[/C][C]0.023957[/C][C]0.3711[/C][C]0.355431[/C][/ROW]
[ROW][C]12[/C][C]-0.256922[/C][C]-3.9802[/C][C]4.6e-05[/C][/ROW]
[ROW][C]13[/C][C]-0.031506[/C][C]-0.4881[/C][C]0.312967[/C][/ROW]
[ROW][C]14[/C][C]0.107049[/C][C]1.6584[/C][C]0.049272[/C][/ROW]
[ROW][C]15[/C][C]-0.041933[/C][C]-0.6496[/C][C]0.258279[/C][/ROW]
[ROW][C]16[/C][C]-0.080778[/C][C]-1.2514[/C][C]0.106001[/C][/ROW]
[ROW][C]17[/C][C]-0.021388[/C][C]-0.3313[/C][C]0.370336[/C][/ROW]
[ROW][C]18[/C][C]-0.03237[/C][C]-0.5015[/C][C]0.308247[/C][/ROW]
[ROW][C]19[/C][C]-0.05332[/C][C]-0.826[/C][C]0.204805[/C][/ROW]
[ROW][C]20[/C][C]0.006521[/C][C]0.101[/C][C]0.459809[/C][/ROW]
[ROW][C]21[/C][C]-0.066603[/C][C]-1.0318[/C][C]0.1516[/C][/ROW]
[ROW][C]22[/C][C]-0.031211[/C][C]-0.4835[/C][C]0.314584[/C][/ROW]
[ROW][C]23[/C][C]0.073952[/C][C]1.1457[/C][C]0.12654[/C][/ROW]
[ROW][C]24[/C][C]-0.129162[/C][C]-2.001[/C][C]0.023261[/C][/ROW]
[ROW][C]25[/C][C]-0.079724[/C][C]-1.2351[/C][C]0.109005[/C][/ROW]
[ROW][C]26[/C][C]-0.116173[/C][C]-1.7998[/C][C]0.036578[/C][/ROW]
[ROW][C]27[/C][C]-0.050881[/C][C]-0.7882[/C][C]0.215666[/C][/ROW]
[ROW][C]28[/C][C]-0.05568[/C][C]-0.8626[/C][C]0.19461[/C][/ROW]
[ROW][C]29[/C][C]0.028132[/C][C]0.4358[/C][C]0.331678[/C][/ROW]
[ROW][C]30[/C][C]-0.146191[/C][C]-2.2648[/C][C]0.012209[/C][/ROW]
[ROW][C]31[/C][C]-0.039675[/C][C]-0.6146[/C][C]0.269689[/C][/ROW]
[ROW][C]32[/C][C]-0.026779[/C][C]-0.4149[/C][C]0.339307[/C][/ROW]
[ROW][C]33[/C][C]-0.081904[/C][C]-1.2688[/C][C]0.102862[/C][/ROW]
[ROW][C]34[/C][C]-0.078642[/C][C]-1.2183[/C][C]0.112151[/C][/ROW]
[ROW][C]35[/C][C]-0.06447[/C][C]-0.9988[/C][C]0.159455[/C][/ROW]
[ROW][C]36[/C][C]-0.044803[/C][C]-0.6941[/C][C]0.244151[/C][/ROW]
[ROW][C]37[/C][C]0.017248[/C][C]0.2672[/C][C]0.39477[/C][/ROW]
[ROW][C]38[/C][C]0.01259[/C][C]0.195[/C][C]0.422762[/C][/ROW]
[ROW][C]39[/C][C]-0.156466[/C][C]-2.424[/C][C]0.008046[/C][/ROW]
[ROW][C]40[/C][C]-0.059314[/C][C]-0.9189[/C][C]0.179538[/C][/ROW]
[ROW][C]41[/C][C]-0.0242[/C][C]-0.3749[/C][C]0.354029[/C][/ROW]
[ROW][C]42[/C][C]0.028282[/C][C]0.4381[/C][C]0.330837[/C][/ROW]
[ROW][C]43[/C][C]0.057114[/C][C]0.8848[/C][C]0.188572[/C][/ROW]
[ROW][C]44[/C][C]-0.059142[/C][C]-0.9162[/C][C]0.180237[/C][/ROW]
[ROW][C]45[/C][C]-0.043292[/C][C]-0.6707[/C][C]0.251535[/C][/ROW]
[ROW][C]46[/C][C]0.02273[/C][C]0.3521[/C][C]0.362522[/C][/ROW]
[ROW][C]47[/C][C]-0.051469[/C][C]-0.7974[/C][C]0.213016[/C][/ROW]
[ROW][C]48[/C][C]-0.026061[/C][C]-0.4037[/C][C]0.343382[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151398&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151398&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	0.153381	2.3762	0.00914
2	0.137062	2.1234	0.017374
3	0.186177	2.8842	0.00214
4	0.157322	2.4372	0.007764
5	0.107001	1.6577	0.049347
6	0.143799	2.2277	0.013413
7	0.060229	0.9331	0.175861
8	0.084569	1.3101	0.095701
9	0.093527	1.4489	0.074333
10	-0.070533	-1.0927	0.137812
11	0.023957	0.3711	0.355431
12	-0.256922	-3.9802	4.6e-05
13	-0.031506	-0.4881	0.312967
14	0.107049	1.6584	0.049272
15	-0.041933	-0.6496	0.258279
16	-0.080778	-1.2514	0.106001
17	-0.021388	-0.3313	0.370336
18	-0.03237	-0.5015	0.308247
19	-0.05332	-0.826	0.204805
20	0.006521	0.101	0.459809
21	-0.066603	-1.0318	0.1516
22	-0.031211	-0.4835	0.314584
23	0.073952	1.1457	0.12654
24	-0.129162	-2.001	0.023261
25	-0.079724	-1.2351	0.109005
26	-0.116173	-1.7998	0.036578
27	-0.050881	-0.7882	0.215666
28	-0.05568	-0.8626	0.19461
29	0.028132	0.4358	0.331678
30	-0.146191	-2.2648	0.012209
31	-0.039675	-0.6146	0.269689
32	-0.026779	-0.4149	0.339307
33	-0.081904	-1.2688	0.102862
34	-0.078642	-1.2183	0.112151
35	-0.06447	-0.9988	0.159455
36	-0.044803	-0.6941	0.244151
37	0.017248	0.2672	0.39477
38	0.01259	0.195	0.422762
39	-0.156466	-2.424	0.008046
40	-0.059314	-0.9189	0.179538
41	-0.0242	-0.3749	0.354029
42	0.028282	0.4381	0.330837
43	0.057114	0.8848	0.188572
44	-0.059142	-0.9162	0.180237
45	-0.043292	-0.6707	0.251535
46	0.02273	0.3521	0.362522
47	-0.051469	-0.7974	0.213016
48	-0.026061	-0.4037	0.343382

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.153381	2.3762	0.00914
2	0.116272	1.8013	0.036457
3	0.155475	2.4086	0.008384
4	0.10485	1.6243	0.05281
5	0.042507	0.6585	0.25542
6	0.080521	1.2474	0.106728
7	-0.016935	-0.2624	0.396636
8	0.026222	0.4062	0.342469
9	0.03399	0.5266	0.299491
10	-0.13651	-2.1148	0.017739
11	0.002605	0.0404	0.48392
12	-0.31454	-4.8728	1e-06
13	0.032651	0.5058	0.30672
14	0.175785	2.7233	0.00347
15	0.004621	0.0716	0.471495
16	-0.007685	-0.1191	0.452667
17	-0.027507	-0.4261	0.335192
18	0.028479	0.4412	0.329735
19	-0.017979	-0.2785	0.390423
20	0.027232	0.4219	0.336749
21	-0.010039	-0.1555	0.438267
22	-0.103823	-1.6084	0.054528
23	0.110289	1.7086	0.044409
24	-0.229495	-3.5553	0.000227
25	-0.039263	-0.6083	0.271795
26	-0.017703	-0.2743	0.392064
27	-0.003642	-0.0564	0.477524
28	-0.011771	-0.1824	0.427731
29	0.074311	1.1512	0.125394
30	-0.073321	-1.1359	0.128568
31	-0.007073	-0.1096	0.456419
32	0.037897	0.5871	0.278845
33	-0.011885	-0.1841	0.427037
34	-0.118802	-1.8405	0.033467
35	0.067452	1.045	0.148545
36	-0.129176	-2.0012	0.023249
37	0.013951	0.2161	0.414533
38	0.056584	0.8766	0.190792
39	-0.145616	-2.2559	0.01249
40	-0.055428	-0.8587	0.195686
41	0.084938	1.3159	0.094738
42	0.039622	0.6138	0.269956
43	0.074198	1.1495	0.125753
44	-0.024819	-0.3845	0.350475
45	-0.052247	-0.8094	0.20954
46	-0.106244	-1.6459	0.050544
47	0.038388	0.5947	0.276303
48	-0.039376	-0.61	0.271214

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.153381 & 2.3762 & 0.00914 \tabularnewline
2 & 0.116272 & 1.8013 & 0.036457 \tabularnewline
3 & 0.155475 & 2.4086 & 0.008384 \tabularnewline
4 & 0.10485 & 1.6243 & 0.05281 \tabularnewline
5 & 0.042507 & 0.6585 & 0.25542 \tabularnewline
6 & 0.080521 & 1.2474 & 0.106728 \tabularnewline
7 & -0.016935 & -0.2624 & 0.396636 \tabularnewline
8 & 0.026222 & 0.4062 & 0.342469 \tabularnewline
9 & 0.03399 & 0.5266 & 0.299491 \tabularnewline
10 & -0.13651 & -2.1148 & 0.017739 \tabularnewline
11 & 0.002605 & 0.0404 & 0.48392 \tabularnewline
12 & -0.31454 & -4.8728 & 1e-06 \tabularnewline
13 & 0.032651 & 0.5058 & 0.30672 \tabularnewline
14 & 0.175785 & 2.7233 & 0.00347 \tabularnewline
15 & 0.004621 & 0.0716 & 0.471495 \tabularnewline
16 & -0.007685 & -0.1191 & 0.452667 \tabularnewline
17 & -0.027507 & -0.4261 & 0.335192 \tabularnewline
18 & 0.028479 & 0.4412 & 0.329735 \tabularnewline
19 & -0.017979 & -0.2785 & 0.390423 \tabularnewline
20 & 0.027232 & 0.4219 & 0.336749 \tabularnewline
21 & -0.010039 & -0.1555 & 0.438267 \tabularnewline
22 & -0.103823 & -1.6084 & 0.054528 \tabularnewline
23 & 0.110289 & 1.7086 & 0.044409 \tabularnewline
24 & -0.229495 & -3.5553 & 0.000227 \tabularnewline
25 & -0.039263 & -0.6083 & 0.271795 \tabularnewline
26 & -0.017703 & -0.2743 & 0.392064 \tabularnewline
27 & -0.003642 & -0.0564 & 0.477524 \tabularnewline
28 & -0.011771 & -0.1824 & 0.427731 \tabularnewline
29 & 0.074311 & 1.1512 & 0.125394 \tabularnewline
30 & -0.073321 & -1.1359 & 0.128568 \tabularnewline
31 & -0.007073 & -0.1096 & 0.456419 \tabularnewline
32 & 0.037897 & 0.5871 & 0.278845 \tabularnewline
33 & -0.011885 & -0.1841 & 0.427037 \tabularnewline
34 & -0.118802 & -1.8405 & 0.033467 \tabularnewline
35 & 0.067452 & 1.045 & 0.148545 \tabularnewline
36 & -0.129176 & -2.0012 & 0.023249 \tabularnewline
37 & 0.013951 & 0.2161 & 0.414533 \tabularnewline
38 & 0.056584 & 0.8766 & 0.190792 \tabularnewline
39 & -0.145616 & -2.2559 & 0.01249 \tabularnewline
40 & -0.055428 & -0.8587 & 0.195686 \tabularnewline
41 & 0.084938 & 1.3159 & 0.094738 \tabularnewline
42 & 0.039622 & 0.6138 & 0.269956 \tabularnewline
43 & 0.074198 & 1.1495 & 0.125753 \tabularnewline
44 & -0.024819 & -0.3845 & 0.350475 \tabularnewline
45 & -0.052247 & -0.8094 & 0.20954 \tabularnewline
46 & -0.106244 & -1.6459 & 0.050544 \tabularnewline
47 & 0.038388 & 0.5947 & 0.276303 \tabularnewline
48 & -0.039376 & -0.61 & 0.271214 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151398&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]0.153381[/C][C]2.3762[/C][C]0.00914[/C][/ROW]
[ROW][C]2[/C][C]0.116272[/C][C]1.8013[/C][C]0.036457[/C][/ROW]
[ROW][C]3[/C][C]0.155475[/C][C]2.4086[/C][C]0.008384[/C][/ROW]
[ROW][C]4[/C][C]0.10485[/C][C]1.6243[/C][C]0.05281[/C][/ROW]
[ROW][C]5[/C][C]0.042507[/C][C]0.6585[/C][C]0.25542[/C][/ROW]
[ROW][C]6[/C][C]0.080521[/C][C]1.2474[/C][C]0.106728[/C][/ROW]
[ROW][C]7[/C][C]-0.016935[/C][C]-0.2624[/C][C]0.396636[/C][/ROW]
[ROW][C]8[/C][C]0.026222[/C][C]0.4062[/C][C]0.342469[/C][/ROW]
[ROW][C]9[/C][C]0.03399[/C][C]0.5266[/C][C]0.299491[/C][/ROW]
[ROW][C]10[/C][C]-0.13651[/C][C]-2.1148[/C][C]0.017739[/C][/ROW]
[ROW][C]11[/C][C]0.002605[/C][C]0.0404[/C][C]0.48392[/C][/ROW]
[ROW][C]12[/C][C]-0.31454[/C][C]-4.8728[/C][C]1e-06[/C][/ROW]
[ROW][C]13[/C][C]0.032651[/C][C]0.5058[/C][C]0.30672[/C][/ROW]
[ROW][C]14[/C][C]0.175785[/C][C]2.7233[/C][C]0.00347[/C][/ROW]
[ROW][C]15[/C][C]0.004621[/C][C]0.0716[/C][C]0.471495[/C][/ROW]
[ROW][C]16[/C][C]-0.007685[/C][C]-0.1191[/C][C]0.452667[/C][/ROW]
[ROW][C]17[/C][C]-0.027507[/C][C]-0.4261[/C][C]0.335192[/C][/ROW]
[ROW][C]18[/C][C]0.028479[/C][C]0.4412[/C][C]0.329735[/C][/ROW]
[ROW][C]19[/C][C]-0.017979[/C][C]-0.2785[/C][C]0.390423[/C][/ROW]
[ROW][C]20[/C][C]0.027232[/C][C]0.4219[/C][C]0.336749[/C][/ROW]
[ROW][C]21[/C][C]-0.010039[/C][C]-0.1555[/C][C]0.438267[/C][/ROW]
[ROW][C]22[/C][C]-0.103823[/C][C]-1.6084[/C][C]0.054528[/C][/ROW]
[ROW][C]23[/C][C]0.110289[/C][C]1.7086[/C][C]0.044409[/C][/ROW]
[ROW][C]24[/C][C]-0.229495[/C][C]-3.5553[/C][C]0.000227[/C][/ROW]
[ROW][C]25[/C][C]-0.039263[/C][C]-0.6083[/C][C]0.271795[/C][/ROW]
[ROW][C]26[/C][C]-0.017703[/C][C]-0.2743[/C][C]0.392064[/C][/ROW]
[ROW][C]27[/C][C]-0.003642[/C][C]-0.0564[/C][C]0.477524[/C][/ROW]
[ROW][C]28[/C][C]-0.011771[/C][C]-0.1824[/C][C]0.427731[/C][/ROW]
[ROW][C]29[/C][C]0.074311[/C][C]1.1512[/C][C]0.125394[/C][/ROW]
[ROW][C]30[/C][C]-0.073321[/C][C]-1.1359[/C][C]0.128568[/C][/ROW]
[ROW][C]31[/C][C]-0.007073[/C][C]-0.1096[/C][C]0.456419[/C][/ROW]
[ROW][C]32[/C][C]0.037897[/C][C]0.5871[/C][C]0.278845[/C][/ROW]
[ROW][C]33[/C][C]-0.011885[/C][C]-0.1841[/C][C]0.427037[/C][/ROW]
[ROW][C]34[/C][C]-0.118802[/C][C]-1.8405[/C][C]0.033467[/C][/ROW]
[ROW][C]35[/C][C]0.067452[/C][C]1.045[/C][C]0.148545[/C][/ROW]
[ROW][C]36[/C][C]-0.129176[/C][C]-2.0012[/C][C]0.023249[/C][/ROW]
[ROW][C]37[/C][C]0.013951[/C][C]0.2161[/C][C]0.414533[/C][/ROW]
[ROW][C]38[/C][C]0.056584[/C][C]0.8766[/C][C]0.190792[/C][/ROW]
[ROW][C]39[/C][C]-0.145616[/C][C]-2.2559[/C][C]0.01249[/C][/ROW]
[ROW][C]40[/C][C]-0.055428[/C][C]-0.8587[/C][C]0.195686[/C][/ROW]
[ROW][C]41[/C][C]0.084938[/C][C]1.3159[/C][C]0.094738[/C][/ROW]
[ROW][C]42[/C][C]0.039622[/C][C]0.6138[/C][C]0.269956[/C][/ROW]
[ROW][C]43[/C][C]0.074198[/C][C]1.1495[/C][C]0.125753[/C][/ROW]
[ROW][C]44[/C][C]-0.024819[/C][C]-0.3845[/C][C]0.350475[/C][/ROW]
[ROW][C]45[/C][C]-0.052247[/C][C]-0.8094[/C][C]0.20954[/C][/ROW]
[ROW][C]46[/C][C]-0.106244[/C][C]-1.6459[/C][C]0.050544[/C][/ROW]
[ROW][C]47[/C][C]0.038388[/C][C]0.5947[/C][C]0.276303[/C][/ROW]
[ROW][C]48[/C][C]-0.039376[/C][C]-0.61[/C][C]0.271214[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151398&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151398&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	0.153381	2.3762	0.00914
2	0.116272	1.8013	0.036457
3	0.155475	2.4086	0.008384
4	0.10485	1.6243	0.05281
5	0.042507	0.6585	0.25542
6	0.080521	1.2474	0.106728
7	-0.016935	-0.2624	0.396636
8	0.026222	0.4062	0.342469
9	0.03399	0.5266	0.299491
10	-0.13651	-2.1148	0.017739
11	0.002605	0.0404	0.48392
12	-0.31454	-4.8728	1e-06
13	0.032651	0.5058	0.30672
14	0.175785	2.7233	0.00347
15	0.004621	0.0716	0.471495
16	-0.007685	-0.1191	0.452667
17	-0.027507	-0.4261	0.335192
18	0.028479	0.4412	0.329735
19	-0.017979	-0.2785	0.390423
20	0.027232	0.4219	0.336749
21	-0.010039	-0.1555	0.438267
22	-0.103823	-1.6084	0.054528
23	0.110289	1.7086	0.044409
24	-0.229495	-3.5553	0.000227
25	-0.039263	-0.6083	0.271795
26	-0.017703	-0.2743	0.392064
27	-0.003642	-0.0564	0.477524
28	-0.011771	-0.1824	0.427731
29	0.074311	1.1512	0.125394
30	-0.073321	-1.1359	0.128568
31	-0.007073	-0.1096	0.456419
32	0.037897	0.5871	0.278845
33	-0.011885	-0.1841	0.427037
34	-0.118802	-1.8405	0.033467
35	0.067452	1.045	0.148545
36	-0.129176	-2.0012	0.023249
37	0.013951	0.2161	0.414533
38	0.056584	0.8766	0.190792
39	-0.145616	-2.2559	0.01249
40	-0.055428	-0.8587	0.195686
41	0.084938	1.3159	0.094738
42	0.039622	0.6138	0.269956
43	0.074198	1.1495	0.125753
44	-0.024819	-0.3845	0.350475
45	-0.052247	-0.8094	0.20954
46	-0.106244	-1.6459	0.050544
47	0.038388	0.5947	0.276303
48	-0.039376	-0.61	0.271214

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 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

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

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

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (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