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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Tue, 06 Dec 2011 15:14:52 -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/06/t1323202530uwdlxcb584v14wt.htm/, Retrieved Sun, 28 Apr 2024 22:04:39 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=151883, Retrieved Sun, 28 Apr 2024 22:04:39 +0000

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KDGP2W12

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-       [(Partial) Autocorrelation Function] [Autocorrelatie fu...] [2011-12-06 20:14:52] [05aa4144f69b92f9bd7d460fd0e9a776] [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	3 seconds
R Server	'George Udny Yule' @ yule.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 & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151883&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151883&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151883&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	3 seconds
R Server	'George Udny Yule' @ yule.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.039868	0.3062	0.380254
2	-0.091802	-0.7051	0.241747
3	-0.093307	-0.7167	0.238191
4	-0.082852	-0.6364	0.26349
5	-0.084357	-0.648	0.259764
6	-0.085861	-0.6595	0.256066
7	-0.087366	-0.6711	0.252396
8	-0.083736	-0.6432	0.261298
9	-0.085241	-0.6547	0.257588
10	-0.086746	-0.6663	0.253906
11	0.008539	0.0656	0.473964
12	0.763799	5.8669	0
13	-0.032186	-0.2472	0.402797
14	-0.092766	-0.7125	0.239468
15	-0.09427	-0.7241	0.235931
16	-0.069422	-0.5332	0.297936
17	-0.063493	-0.4877	0.313784
18	-0.064998	-0.4993	0.309726
19	-0.066503	-0.5108	0.305691
20	-0.049696	-0.3817	0.352021
21	-0.051201	-0.3933	0.347766
22	-0.052706	-0.4048	0.34353
23	0.036238	0.2783	0.39086
24	0.487579	3.7452	0.000206
25	-0.05722	-0.4395	0.330946
26	-0.058725	-0.4511	0.326794
27	-0.06023	-0.4626	0.322663
28	-0.042139	-0.3237	0.373665
29	-0.043644	-0.3352	0.369319
30	-0.045149	-0.3468	0.36499
31	-0.046654	-0.3584	0.360679
32	-0.028562	-0.2194	0.413552
33	-0.030067	-0.2309	0.409077
34	-0.031572	-0.2425	0.404613
35	-0.007711	-0.0592	0.476483
36	0.200889	1.5431	0.064082
37	-0.036087	-0.2772	0.391302
38	-0.037592	-0.2887	0.386893
39	-0.039097	-0.3003	0.382499
40	-0.022289	-0.1712	0.432324
41	-0.023794	-0.1828	0.427804
42	-0.025299	-0.1943	0.423294
43	-0.019371	-0.1488	0.441113
44	0.005478	0.0421	0.483289
45	0.003973	0.0305	0.487878
46	0.002468	0.019	0.492469
47	0.000963	0.0074	0.497061
48	0.040274	0.3093	0.379073

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.039868 & 0.3062 & 0.380254 \tabularnewline
2 & -0.091802 & -0.7051 & 0.241747 \tabularnewline
3 & -0.093307 & -0.7167 & 0.238191 \tabularnewline
4 & -0.082852 & -0.6364 & 0.26349 \tabularnewline
5 & -0.084357 & -0.648 & 0.259764 \tabularnewline
6 & -0.085861 & -0.6595 & 0.256066 \tabularnewline
7 & -0.087366 & -0.6711 & 0.252396 \tabularnewline
8 & -0.083736 & -0.6432 & 0.261298 \tabularnewline
9 & -0.085241 & -0.6547 & 0.257588 \tabularnewline
10 & -0.086746 & -0.6663 & 0.253906 \tabularnewline
11 & 0.008539 & 0.0656 & 0.473964 \tabularnewline
12 & 0.763799 & 5.8669 & 0 \tabularnewline
13 & -0.032186 & -0.2472 & 0.402797 \tabularnewline
14 & -0.092766 & -0.7125 & 0.239468 \tabularnewline
15 & -0.09427 & -0.7241 & 0.235931 \tabularnewline
16 & -0.069422 & -0.5332 & 0.297936 \tabularnewline
17 & -0.063493 & -0.4877 & 0.313784 \tabularnewline
18 & -0.064998 & -0.4993 & 0.309726 \tabularnewline
19 & -0.066503 & -0.5108 & 0.305691 \tabularnewline
20 & -0.049696 & -0.3817 & 0.352021 \tabularnewline
21 & -0.051201 & -0.3933 & 0.347766 \tabularnewline
22 & -0.052706 & -0.4048 & 0.34353 \tabularnewline
23 & 0.036238 & 0.2783 & 0.39086 \tabularnewline
24 & 0.487579 & 3.7452 & 0.000206 \tabularnewline
25 & -0.05722 & -0.4395 & 0.330946 \tabularnewline
26 & -0.058725 & -0.4511 & 0.326794 \tabularnewline
27 & -0.06023 & -0.4626 & 0.322663 \tabularnewline
28 & -0.042139 & -0.3237 & 0.373665 \tabularnewline
29 & -0.043644 & -0.3352 & 0.369319 \tabularnewline
30 & -0.045149 & -0.3468 & 0.36499 \tabularnewline
31 & -0.046654 & -0.3584 & 0.360679 \tabularnewline
32 & -0.028562 & -0.2194 & 0.413552 \tabularnewline
33 & -0.030067 & -0.2309 & 0.409077 \tabularnewline
34 & -0.031572 & -0.2425 & 0.404613 \tabularnewline
35 & -0.007711 & -0.0592 & 0.476483 \tabularnewline
36 & 0.200889 & 1.5431 & 0.064082 \tabularnewline
37 & -0.036087 & -0.2772 & 0.391302 \tabularnewline
38 & -0.037592 & -0.2887 & 0.386893 \tabularnewline
39 & -0.039097 & -0.3003 & 0.382499 \tabularnewline
40 & -0.022289 & -0.1712 & 0.432324 \tabularnewline
41 & -0.023794 & -0.1828 & 0.427804 \tabularnewline
42 & -0.025299 & -0.1943 & 0.423294 \tabularnewline
43 & -0.019371 & -0.1488 & 0.441113 \tabularnewline
44 & 0.005478 & 0.0421 & 0.483289 \tabularnewline
45 & 0.003973 & 0.0305 & 0.487878 \tabularnewline
46 & 0.002468 & 0.019 & 0.492469 \tabularnewline
47 & 0.000963 & 0.0074 & 0.497061 \tabularnewline
48 & 0.040274 & 0.3093 & 0.379073 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151883&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]0.039868[/C][C]0.3062[/C][C]0.380254[/C][/ROW]
[ROW][C]2[/C][C]-0.091802[/C][C]-0.7051[/C][C]0.241747[/C][/ROW]
[ROW][C]3[/C][C]-0.093307[/C][C]-0.7167[/C][C]0.238191[/C][/ROW]
[ROW][C]4[/C][C]-0.082852[/C][C]-0.6364[/C][C]0.26349[/C][/ROW]
[ROW][C]5[/C][C]-0.084357[/C][C]-0.648[/C][C]0.259764[/C][/ROW]
[ROW][C]6[/C][C]-0.085861[/C][C]-0.6595[/C][C]0.256066[/C][/ROW]
[ROW][C]7[/C][C]-0.087366[/C][C]-0.6711[/C][C]0.252396[/C][/ROW]
[ROW][C]8[/C][C]-0.083736[/C][C]-0.6432[/C][C]0.261298[/C][/ROW]
[ROW][C]9[/C][C]-0.085241[/C][C]-0.6547[/C][C]0.257588[/C][/ROW]
[ROW][C]10[/C][C]-0.086746[/C][C]-0.6663[/C][C]0.253906[/C][/ROW]
[ROW][C]11[/C][C]0.008539[/C][C]0.0656[/C][C]0.473964[/C][/ROW]
[ROW][C]12[/C][C]0.763799[/C][C]5.8669[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.032186[/C][C]-0.2472[/C][C]0.402797[/C][/ROW]
[ROW][C]14[/C][C]-0.092766[/C][C]-0.7125[/C][C]0.239468[/C][/ROW]
[ROW][C]15[/C][C]-0.09427[/C][C]-0.7241[/C][C]0.235931[/C][/ROW]
[ROW][C]16[/C][C]-0.069422[/C][C]-0.5332[/C][C]0.297936[/C][/ROW]
[ROW][C]17[/C][C]-0.063493[/C][C]-0.4877[/C][C]0.313784[/C][/ROW]
[ROW][C]18[/C][C]-0.064998[/C][C]-0.4993[/C][C]0.309726[/C][/ROW]
[ROW][C]19[/C][C]-0.066503[/C][C]-0.5108[/C][C]0.305691[/C][/ROW]
[ROW][C]20[/C][C]-0.049696[/C][C]-0.3817[/C][C]0.352021[/C][/ROW]
[ROW][C]21[/C][C]-0.051201[/C][C]-0.3933[/C][C]0.347766[/C][/ROW]
[ROW][C]22[/C][C]-0.052706[/C][C]-0.4048[/C][C]0.34353[/C][/ROW]
[ROW][C]23[/C][C]0.036238[/C][C]0.2783[/C][C]0.39086[/C][/ROW]
[ROW][C]24[/C][C]0.487579[/C][C]3.7452[/C][C]0.000206[/C][/ROW]
[ROW][C]25[/C][C]-0.05722[/C][C]-0.4395[/C][C]0.330946[/C][/ROW]
[ROW][C]26[/C][C]-0.058725[/C][C]-0.4511[/C][C]0.326794[/C][/ROW]
[ROW][C]27[/C][C]-0.06023[/C][C]-0.4626[/C][C]0.322663[/C][/ROW]
[ROW][C]28[/C][C]-0.042139[/C][C]-0.3237[/C][C]0.373665[/C][/ROW]
[ROW][C]29[/C][C]-0.043644[/C][C]-0.3352[/C][C]0.369319[/C][/ROW]
[ROW][C]30[/C][C]-0.045149[/C][C]-0.3468[/C][C]0.36499[/C][/ROW]
[ROW][C]31[/C][C]-0.046654[/C][C]-0.3584[/C][C]0.360679[/C][/ROW]
[ROW][C]32[/C][C]-0.028562[/C][C]-0.2194[/C][C]0.413552[/C][/ROW]
[ROW][C]33[/C][C]-0.030067[/C][C]-0.2309[/C][C]0.409077[/C][/ROW]
[ROW][C]34[/C][C]-0.031572[/C][C]-0.2425[/C][C]0.404613[/C][/ROW]
[ROW][C]35[/C][C]-0.007711[/C][C]-0.0592[/C][C]0.476483[/C][/ROW]
[ROW][C]36[/C][C]0.200889[/C][C]1.5431[/C][C]0.064082[/C][/ROW]
[ROW][C]37[/C][C]-0.036087[/C][C]-0.2772[/C][C]0.391302[/C][/ROW]
[ROW][C]38[/C][C]-0.037592[/C][C]-0.2887[/C][C]0.386893[/C][/ROW]
[ROW][C]39[/C][C]-0.039097[/C][C]-0.3003[/C][C]0.382499[/C][/ROW]
[ROW][C]40[/C][C]-0.022289[/C][C]-0.1712[/C][C]0.432324[/C][/ROW]
[ROW][C]41[/C][C]-0.023794[/C][C]-0.1828[/C][C]0.427804[/C][/ROW]
[ROW][C]42[/C][C]-0.025299[/C][C]-0.1943[/C][C]0.423294[/C][/ROW]
[ROW][C]43[/C][C]-0.019371[/C][C]-0.1488[/C][C]0.441113[/C][/ROW]
[ROW][C]44[/C][C]0.005478[/C][C]0.0421[/C][C]0.483289[/C][/ROW]
[ROW][C]45[/C][C]0.003973[/C][C]0.0305[/C][C]0.487878[/C][/ROW]
[ROW][C]46[/C][C]0.002468[/C][C]0.019[/C][C]0.492469[/C][/ROW]
[ROW][C]47[/C][C]0.000963[/C][C]0.0074[/C][C]0.497061[/C][/ROW]
[ROW][C]48[/C][C]0.040274[/C][C]0.3093[/C][C]0.379073[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151883&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151883&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	0.039868	0.3062	0.380254
2	-0.091802	-0.7051	0.241747
3	-0.093307	-0.7167	0.238191
4	-0.082852	-0.6364	0.26349
5	-0.084357	-0.648	0.259764
6	-0.085861	-0.6595	0.256066
7	-0.087366	-0.6711	0.252396
8	-0.083736	-0.6432	0.261298
9	-0.085241	-0.6547	0.257588
10	-0.086746	-0.6663	0.253906
11	0.008539	0.0656	0.473964
12	0.763799	5.8669	0
13	-0.032186	-0.2472	0.402797
14	-0.092766	-0.7125	0.239468
15	-0.09427	-0.7241	0.235931
16	-0.069422	-0.5332	0.297936
17	-0.063493	-0.4877	0.313784
18	-0.064998	-0.4993	0.309726
19	-0.066503	-0.5108	0.305691
20	-0.049696	-0.3817	0.352021
21	-0.051201	-0.3933	0.347766
22	-0.052706	-0.4048	0.34353
23	0.036238	0.2783	0.39086
24	0.487579	3.7452	0.000206
25	-0.05722	-0.4395	0.330946
26	-0.058725	-0.4511	0.326794
27	-0.06023	-0.4626	0.322663
28	-0.042139	-0.3237	0.373665
29	-0.043644	-0.3352	0.369319
30	-0.045149	-0.3468	0.36499
31	-0.046654	-0.3584	0.360679
32	-0.028562	-0.2194	0.413552
33	-0.030067	-0.2309	0.409077
34	-0.031572	-0.2425	0.404613
35	-0.007711	-0.0592	0.476483
36	0.200889	1.5431	0.064082
37	-0.036087	-0.2772	0.391302
38	-0.037592	-0.2887	0.386893
39	-0.039097	-0.3003	0.382499
40	-0.022289	-0.1712	0.432324
41	-0.023794	-0.1828	0.427804
42	-0.025299	-0.1943	0.423294
43	-0.019371	-0.1488	0.441113
44	0.005478	0.0421	0.483289
45	0.003973	0.0305	0.487878
46	0.002468	0.019	0.492469
47	0.000963	0.0074	0.497061
48	0.040274	0.3093	0.379073

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.039868	0.3062	0.380254
2	-0.09354	-0.7185	0.237643
3	-0.086469	-0.6642	0.254582
4	-0.085854	-0.6595	0.256084
5	-0.097802	-0.7512	0.22775
6	-0.109097	-0.838	0.202708
7	-0.123737	-0.9504	0.172883
8	-0.137082	-1.053	0.148329
9	-0.16149	-1.2404	0.109864
10	-0.193665	-1.4876	0.071095
11	-0.129569	-0.9952	0.161842
12	0.723232	5.5552	0
13	-0.242191	-1.8603	0.033915
14	0.005555	0.0427	0.483056
15	-0.053593	-0.4117	0.341042
16	-0.018637	-0.1431	0.44333
17	-0.013621	-0.1046	0.458515
18	-0.011161	-0.0857	0.465986
19	-0.005528	-0.0425	0.483138
20	0.026582	0.2042	0.419459
21	0.004908	0.0377	0.485029
22	0.025609	0.1967	0.422368
23	0.078963	0.6065	0.273247
24	-0.31067	-2.3863	0.010123
25	0.158233	1.2154	0.114525
26	-0.025413	-0.1952	0.422952
27	0.05524	0.4243	0.336443
28	-0.006459	-0.0496	0.4803
29	-0.009921	-0.0762	0.469757
30	0.000973	0.0075	0.49703
31	0.005004	0.0384	0.484734
32	-0.031241	-0.24	0.405593
33	0.00459	0.0353	0.485996
34	0.00175	0.0134	0.49466
35	-0.249286	-1.9148	0.030185
36	-0.071796	-0.5515	0.291696
37	0.067906	0.5216	0.301953
38	-0.104061	-0.7993	0.213659
39	-0.038684	-0.2971	0.383702
40	-0.042599	-0.3272	0.372334
41	-0.030496	-0.2342	0.407803
42	-0.038953	-0.2992	0.382917
43	-0.041541	-0.3191	0.375395
44	-0.004004	-0.0308	0.487783
45	0.002262	0.0174	0.493099
46	-0.082577	-0.6343	0.264174
47	0.124178	0.9538	0.17203
48	0.02657	0.2041	0.419494

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.039868 & 0.3062 & 0.380254 \tabularnewline
2 & -0.09354 & -0.7185 & 0.237643 \tabularnewline
3 & -0.086469 & -0.6642 & 0.254582 \tabularnewline
4 & -0.085854 & -0.6595 & 0.256084 \tabularnewline
5 & -0.097802 & -0.7512 & 0.22775 \tabularnewline
6 & -0.109097 & -0.838 & 0.202708 \tabularnewline
7 & -0.123737 & -0.9504 & 0.172883 \tabularnewline
8 & -0.137082 & -1.053 & 0.148329 \tabularnewline
9 & -0.16149 & -1.2404 & 0.109864 \tabularnewline
10 & -0.193665 & -1.4876 & 0.071095 \tabularnewline
11 & -0.129569 & -0.9952 & 0.161842 \tabularnewline
12 & 0.723232 & 5.5552 & 0 \tabularnewline
13 & -0.242191 & -1.8603 & 0.033915 \tabularnewline
14 & 0.005555 & 0.0427 & 0.483056 \tabularnewline
15 & -0.053593 & -0.4117 & 0.341042 \tabularnewline
16 & -0.018637 & -0.1431 & 0.44333 \tabularnewline
17 & -0.013621 & -0.1046 & 0.458515 \tabularnewline
18 & -0.011161 & -0.0857 & 0.465986 \tabularnewline
19 & -0.005528 & -0.0425 & 0.483138 \tabularnewline
20 & 0.026582 & 0.2042 & 0.419459 \tabularnewline
21 & 0.004908 & 0.0377 & 0.485029 \tabularnewline
22 & 0.025609 & 0.1967 & 0.422368 \tabularnewline
23 & 0.078963 & 0.6065 & 0.273247 \tabularnewline
24 & -0.31067 & -2.3863 & 0.010123 \tabularnewline
25 & 0.158233 & 1.2154 & 0.114525 \tabularnewline
26 & -0.025413 & -0.1952 & 0.422952 \tabularnewline
27 & 0.05524 & 0.4243 & 0.336443 \tabularnewline
28 & -0.006459 & -0.0496 & 0.4803 \tabularnewline
29 & -0.009921 & -0.0762 & 0.469757 \tabularnewline
30 & 0.000973 & 0.0075 & 0.49703 \tabularnewline
31 & 0.005004 & 0.0384 & 0.484734 \tabularnewline
32 & -0.031241 & -0.24 & 0.405593 \tabularnewline
33 & 0.00459 & 0.0353 & 0.485996 \tabularnewline
34 & 0.00175 & 0.0134 & 0.49466 \tabularnewline
35 & -0.249286 & -1.9148 & 0.030185 \tabularnewline
36 & -0.071796 & -0.5515 & 0.291696 \tabularnewline
37 & 0.067906 & 0.5216 & 0.301953 \tabularnewline
38 & -0.104061 & -0.7993 & 0.213659 \tabularnewline
39 & -0.038684 & -0.2971 & 0.383702 \tabularnewline
40 & -0.042599 & -0.3272 & 0.372334 \tabularnewline
41 & -0.030496 & -0.2342 & 0.407803 \tabularnewline
42 & -0.038953 & -0.2992 & 0.382917 \tabularnewline
43 & -0.041541 & -0.3191 & 0.375395 \tabularnewline
44 & -0.004004 & -0.0308 & 0.487783 \tabularnewline
45 & 0.002262 & 0.0174 & 0.493099 \tabularnewline
46 & -0.082577 & -0.6343 & 0.264174 \tabularnewline
47 & 0.124178 & 0.9538 & 0.17203 \tabularnewline
48 & 0.02657 & 0.2041 & 0.419494 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=151883&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]0.039868[/C][C]0.3062[/C][C]0.380254[/C][/ROW]
[ROW][C]2[/C][C]-0.09354[/C][C]-0.7185[/C][C]0.237643[/C][/ROW]
[ROW][C]3[/C][C]-0.086469[/C][C]-0.6642[/C][C]0.254582[/C][/ROW]
[ROW][C]4[/C][C]-0.085854[/C][C]-0.6595[/C][C]0.256084[/C][/ROW]
[ROW][C]5[/C][C]-0.097802[/C][C]-0.7512[/C][C]0.22775[/C][/ROW]
[ROW][C]6[/C][C]-0.109097[/C][C]-0.838[/C][C]0.202708[/C][/ROW]
[ROW][C]7[/C][C]-0.123737[/C][C]-0.9504[/C][C]0.172883[/C][/ROW]
[ROW][C]8[/C][C]-0.137082[/C][C]-1.053[/C][C]0.148329[/C][/ROW]
[ROW][C]9[/C][C]-0.16149[/C][C]-1.2404[/C][C]0.109864[/C][/ROW]
[ROW][C]10[/C][C]-0.193665[/C][C]-1.4876[/C][C]0.071095[/C][/ROW]
[ROW][C]11[/C][C]-0.129569[/C][C]-0.9952[/C][C]0.161842[/C][/ROW]
[ROW][C]12[/C][C]0.723232[/C][C]5.5552[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.242191[/C][C]-1.8603[/C][C]0.033915[/C][/ROW]
[ROW][C]14[/C][C]0.005555[/C][C]0.0427[/C][C]0.483056[/C][/ROW]
[ROW][C]15[/C][C]-0.053593[/C][C]-0.4117[/C][C]0.341042[/C][/ROW]
[ROW][C]16[/C][C]-0.018637[/C][C]-0.1431[/C][C]0.44333[/C][/ROW]
[ROW][C]17[/C][C]-0.013621[/C][C]-0.1046[/C][C]0.458515[/C][/ROW]
[ROW][C]18[/C][C]-0.011161[/C][C]-0.0857[/C][C]0.465986[/C][/ROW]
[ROW][C]19[/C][C]-0.005528[/C][C]-0.0425[/C][C]0.483138[/C][/ROW]
[ROW][C]20[/C][C]0.026582[/C][C]0.2042[/C][C]0.419459[/C][/ROW]
[ROW][C]21[/C][C]0.004908[/C][C]0.0377[/C][C]0.485029[/C][/ROW]
[ROW][C]22[/C][C]0.025609[/C][C]0.1967[/C][C]0.422368[/C][/ROW]
[ROW][C]23[/C][C]0.078963[/C][C]0.6065[/C][C]0.273247[/C][/ROW]
[ROW][C]24[/C][C]-0.31067[/C][C]-2.3863[/C][C]0.010123[/C][/ROW]
[ROW][C]25[/C][C]0.158233[/C][C]1.2154[/C][C]0.114525[/C][/ROW]
[ROW][C]26[/C][C]-0.025413[/C][C]-0.1952[/C][C]0.422952[/C][/ROW]
[ROW][C]27[/C][C]0.05524[/C][C]0.4243[/C][C]0.336443[/C][/ROW]
[ROW][C]28[/C][C]-0.006459[/C][C]-0.0496[/C][C]0.4803[/C][/ROW]
[ROW][C]29[/C][C]-0.009921[/C][C]-0.0762[/C][C]0.469757[/C][/ROW]
[ROW][C]30[/C][C]0.000973[/C][C]0.0075[/C][C]0.49703[/C][/ROW]
[ROW][C]31[/C][C]0.005004[/C][C]0.0384[/C][C]0.484734[/C][/ROW]
[ROW][C]32[/C][C]-0.031241[/C][C]-0.24[/C][C]0.405593[/C][/ROW]
[ROW][C]33[/C][C]0.00459[/C][C]0.0353[/C][C]0.485996[/C][/ROW]
[ROW][C]34[/C][C]0.00175[/C][C]0.0134[/C][C]0.49466[/C][/ROW]
[ROW][C]35[/C][C]-0.249286[/C][C]-1.9148[/C][C]0.030185[/C][/ROW]
[ROW][C]36[/C][C]-0.071796[/C][C]-0.5515[/C][C]0.291696[/C][/ROW]
[ROW][C]37[/C][C]0.067906[/C][C]0.5216[/C][C]0.301953[/C][/ROW]
[ROW][C]38[/C][C]-0.104061[/C][C]-0.7993[/C][C]0.213659[/C][/ROW]
[ROW][C]39[/C][C]-0.038684[/C][C]-0.2971[/C][C]0.383702[/C][/ROW]
[ROW][C]40[/C][C]-0.042599[/C][C]-0.3272[/C][C]0.372334[/C][/ROW]
[ROW][C]41[/C][C]-0.030496[/C][C]-0.2342[/C][C]0.407803[/C][/ROW]
[ROW][C]42[/C][C]-0.038953[/C][C]-0.2992[/C][C]0.382917[/C][/ROW]
[ROW][C]43[/C][C]-0.041541[/C][C]-0.3191[/C][C]0.375395[/C][/ROW]
[ROW][C]44[/C][C]-0.004004[/C][C]-0.0308[/C][C]0.487783[/C][/ROW]
[ROW][C]45[/C][C]0.002262[/C][C]0.0174[/C][C]0.493099[/C][/ROW]
[ROW][C]46[/C][C]-0.082577[/C][C]-0.6343[/C][C]0.264174[/C][/ROW]
[ROW][C]47[/C][C]0.124178[/C][C]0.9538[/C][C]0.17203[/C][/ROW]
[ROW][C]48[/C][C]0.02657[/C][C]0.2041[/C][C]0.419494[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=151883&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=151883&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	0.039868	0.3062	0.380254
2	-0.09354	-0.7185	0.237643
3	-0.086469	-0.6642	0.254582
4	-0.085854	-0.6595	0.256084
5	-0.097802	-0.7512	0.22775
6	-0.109097	-0.838	0.202708
7	-0.123737	-0.9504	0.172883
8	-0.137082	-1.053	0.148329
9	-0.16149	-1.2404	0.109864
10	-0.193665	-1.4876	0.071095
11	-0.129569	-0.9952	0.161842
12	0.723232	5.5552	0
13	-0.242191	-1.8603	0.033915
14	0.005555	0.0427	0.483056
15	-0.053593	-0.4117	0.341042
16	-0.018637	-0.1431	0.44333
17	-0.013621	-0.1046	0.458515
18	-0.011161	-0.0857	0.465986
19	-0.005528	-0.0425	0.483138
20	0.026582	0.2042	0.419459
21	0.004908	0.0377	0.485029
22	0.025609	0.1967	0.422368
23	0.078963	0.6065	0.273247
24	-0.31067	-2.3863	0.010123
25	0.158233	1.2154	0.114525
26	-0.025413	-0.1952	0.422952
27	0.05524	0.4243	0.336443
28	-0.006459	-0.0496	0.4803
29	-0.009921	-0.0762	0.469757
30	0.000973	0.0075	0.49703
31	0.005004	0.0384	0.484734
32	-0.031241	-0.24	0.405593
33	0.00459	0.0353	0.485996
34	0.00175	0.0134	0.49466
35	-0.249286	-1.9148	0.030185
36	-0.071796	-0.5515	0.291696
37	0.067906	0.5216	0.301953
38	-0.104061	-0.7993	0.213659
39	-0.038684	-0.2971	0.383702
40	-0.042599	-0.3272	0.372334
41	-0.030496	-0.2342	0.407803
42	-0.038953	-0.2992	0.382917
43	-0.041541	-0.3191	0.375395
44	-0.004004	-0.0308	0.487783
45	0.002262	0.0174	0.493099
46	-0.082577	-0.6343	0.264174
47	0.124178	0.9538	0.17203
48	0.02657	0.2041	0.419494

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

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 (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