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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 07 Dec 2011 08:53:53 -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/07/t13232660795gs1nkwud0vvt7m.htm/, Retrieved Thu, 02 May 2024 18:14:52 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=152377, Retrieved Thu, 02 May 2024 18:14:52 +0000

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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 09:09:37] [b98453cac15ba1066b407e146608df68]
- R PD      [(Partial) Autocorrelation Function] [autocorrelatie d=...] [2011-12-07 13:53:53] [1a4698f17d8e7f554418314cf0e4bd67] [Current]
- RM D        [Spectral Analysis] [CP ] [2011-12-07 13:58:09] [141ef847e2c5f8e947fe4eabcb0cf143] 
- RM          [Spectral Analysis] [CP D=1] [2011-12-07 14:00:06] [141ef847e2c5f8e947fe4eabcb0cf143] 
- RM D          [Variance Reduction Matrix] [VRM] [2011-12-07 14:12:57] [141ef847e2c5f8e947fe4eabcb0cf143] 
- RMPD            [(Partial) Autocorrelation Function] [ACF] [2011-12-19 18:47:21] [141ef847e2c5f8e947fe4eabcb0cf143] 
- R P               [(Partial) Autocorrelation Function] [AFC d=1 D=1] [2011-12-19 19:04:58] [141ef847e2c5f8e947fe4eabcb0cf143] 
- R P           [Spectral Analysis] [CP D=1] [2011-12-08 13:23:44] [141ef847e2c5f8e947fe4eabcb0cf143] 
- R P           [Spectral Analysis] [CP] [2011-12-08 13:25:04] [141ef847e2c5f8e947fe4eabcb0cf143] 

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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	'AstonUniversity' @ aston.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 & 'AstonUniversity' @ aston.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152377&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]'AstonUniversity' @ aston.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152377&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152377&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	'AstonUniversity' @ aston.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.504808	-3.4608	0.000578
2	0.038203	0.2619	0.397268
3	0.378176	2.5926	0.006327
4	-0.419001	-2.8725	0.003046
5	0.301961	2.0701	0.02198
6	0.00098	0.0067	0.497335
7	-0.228349	-1.5655	0.062089
8	0.249433	1.71	0.046928
9	-0.159793	-1.0955	0.139443
10	-0.075683	-0.5189	0.303148
11	0.215245	1.4756	0.073354
12	-0.272841	-1.8705	0.033824
13	0.010424	0.0715	0.471666
14	-0.005338	-0.0366	0.485482
15	-0.028193	-0.1933	0.423785
16	0.017117	0.1173	0.453542
17	-0.123172	-0.8444	0.201354
18	0.149604	1.0256	0.155157
19	-0.106582	-0.7307	0.234297
20	-0.030041	-0.206	0.418859
21	0.167684	1.1496	0.128066
22	-0.170803	-1.171	0.123758
23	0.058565	0.4015	0.344935
24	0.03299	0.2262	0.411027
25	-0.126647	-0.8682	0.194835
26	0.213463	1.4634	0.075003
27	-0.127544	-0.8744	0.193174
28	-0.056368	-0.3864	0.350458
29	0.186476	1.2784	0.10369
30	-0.124301	-0.8522	0.199222
31	-0.011166	-0.0766	0.469652
32	0.138114	0.9469	0.174276
33	-0.158088	-1.0838	0.141992
34	0.044924	0.308	0.379728
35	0.09397	0.6442	0.261281
36	-0.153332	-1.0512	0.149273
37	0.184299	1.2635	0.106322
38	-0.151684	-1.0399	0.151855
39	0.029947	0.2053	0.41911
40	0.081889	0.5614	0.288594
41	-0.102145	-0.7003	0.243605
42	0.040477	0.2775	0.391307
43	0.016568	0.1136	0.455025
44	-0.017351	-0.119	0.452909
45	0.001385	0.0095	0.496233
46	0.001338	0.0092	0.496359
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.504808 & -3.4608 & 0.000578 \tabularnewline
2 & 0.038203 & 0.2619 & 0.397268 \tabularnewline
3 & 0.378176 & 2.5926 & 0.006327 \tabularnewline
4 & -0.419001 & -2.8725 & 0.003046 \tabularnewline
5 & 0.301961 & 2.0701 & 0.02198 \tabularnewline
6 & 0.00098 & 0.0067 & 0.497335 \tabularnewline
7 & -0.228349 & -1.5655 & 0.062089 \tabularnewline
8 & 0.249433 & 1.71 & 0.046928 \tabularnewline
9 & -0.159793 & -1.0955 & 0.139443 \tabularnewline
10 & -0.075683 & -0.5189 & 0.303148 \tabularnewline
11 & 0.215245 & 1.4756 & 0.073354 \tabularnewline
12 & -0.272841 & -1.8705 & 0.033824 \tabularnewline
13 & 0.010424 & 0.0715 & 0.471666 \tabularnewline
14 & -0.005338 & -0.0366 & 0.485482 \tabularnewline
15 & -0.028193 & -0.1933 & 0.423785 \tabularnewline
16 & 0.017117 & 0.1173 & 0.453542 \tabularnewline
17 & -0.123172 & -0.8444 & 0.201354 \tabularnewline
18 & 0.149604 & 1.0256 & 0.155157 \tabularnewline
19 & -0.106582 & -0.7307 & 0.234297 \tabularnewline
20 & -0.030041 & -0.206 & 0.418859 \tabularnewline
21 & 0.167684 & 1.1496 & 0.128066 \tabularnewline
22 & -0.170803 & -1.171 & 0.123758 \tabularnewline
23 & 0.058565 & 0.4015 & 0.344935 \tabularnewline
24 & 0.03299 & 0.2262 & 0.411027 \tabularnewline
25 & -0.126647 & -0.8682 & 0.194835 \tabularnewline
26 & 0.213463 & 1.4634 & 0.075003 \tabularnewline
27 & -0.127544 & -0.8744 & 0.193174 \tabularnewline
28 & -0.056368 & -0.3864 & 0.350458 \tabularnewline
29 & 0.186476 & 1.2784 & 0.10369 \tabularnewline
30 & -0.124301 & -0.8522 & 0.199222 \tabularnewline
31 & -0.011166 & -0.0766 & 0.469652 \tabularnewline
32 & 0.138114 & 0.9469 & 0.174276 \tabularnewline
33 & -0.158088 & -1.0838 & 0.141992 \tabularnewline
34 & 0.044924 & 0.308 & 0.379728 \tabularnewline
35 & 0.09397 & 0.6442 & 0.261281 \tabularnewline
36 & -0.153332 & -1.0512 & 0.149273 \tabularnewline
37 & 0.184299 & 1.2635 & 0.106322 \tabularnewline
38 & -0.151684 & -1.0399 & 0.151855 \tabularnewline
39 & 0.029947 & 0.2053 & 0.41911 \tabularnewline
40 & 0.081889 & 0.5614 & 0.288594 \tabularnewline
41 & -0.102145 & -0.7003 & 0.243605 \tabularnewline
42 & 0.040477 & 0.2775 & 0.391307 \tabularnewline
43 & 0.016568 & 0.1136 & 0.455025 \tabularnewline
44 & -0.017351 & -0.119 & 0.452909 \tabularnewline
45 & 0.001385 & 0.0095 & 0.496233 \tabularnewline
46 & 0.001338 & 0.0092 & 0.496359 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152377&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]-0.504808[/C][C]-3.4608[/C][C]0.000578[/C][/ROW]
[ROW][C]2[/C][C]0.038203[/C][C]0.2619[/C][C]0.397268[/C][/ROW]
[ROW][C]3[/C][C]0.378176[/C][C]2.5926[/C][C]0.006327[/C][/ROW]
[ROW][C]4[/C][C]-0.419001[/C][C]-2.8725[/C][C]0.003046[/C][/ROW]
[ROW][C]5[/C][C]0.301961[/C][C]2.0701[/C][C]0.02198[/C][/ROW]
[ROW][C]6[/C][C]0.00098[/C][C]0.0067[/C][C]0.497335[/C][/ROW]
[ROW][C]7[/C][C]-0.228349[/C][C]-1.5655[/C][C]0.062089[/C][/ROW]
[ROW][C]8[/C][C]0.249433[/C][C]1.71[/C][C]0.046928[/C][/ROW]
[ROW][C]9[/C][C]-0.159793[/C][C]-1.0955[/C][C]0.139443[/C][/ROW]
[ROW][C]10[/C][C]-0.075683[/C][C]-0.5189[/C][C]0.303148[/C][/ROW]
[ROW][C]11[/C][C]0.215245[/C][C]1.4756[/C][C]0.073354[/C][/ROW]
[ROW][C]12[/C][C]-0.272841[/C][C]-1.8705[/C][C]0.033824[/C][/ROW]
[ROW][C]13[/C][C]0.010424[/C][C]0.0715[/C][C]0.471666[/C][/ROW]
[ROW][C]14[/C][C]-0.005338[/C][C]-0.0366[/C][C]0.485482[/C][/ROW]
[ROW][C]15[/C][C]-0.028193[/C][C]-0.1933[/C][C]0.423785[/C][/ROW]
[ROW][C]16[/C][C]0.017117[/C][C]0.1173[/C][C]0.453542[/C][/ROW]
[ROW][C]17[/C][C]-0.123172[/C][C]-0.8444[/C][C]0.201354[/C][/ROW]
[ROW][C]18[/C][C]0.149604[/C][C]1.0256[/C][C]0.155157[/C][/ROW]
[ROW][C]19[/C][C]-0.106582[/C][C]-0.7307[/C][C]0.234297[/C][/ROW]
[ROW][C]20[/C][C]-0.030041[/C][C]-0.206[/C][C]0.418859[/C][/ROW]
[ROW][C]21[/C][C]0.167684[/C][C]1.1496[/C][C]0.128066[/C][/ROW]
[ROW][C]22[/C][C]-0.170803[/C][C]-1.171[/C][C]0.123758[/C][/ROW]
[ROW][C]23[/C][C]0.058565[/C][C]0.4015[/C][C]0.344935[/C][/ROW]
[ROW][C]24[/C][C]0.03299[/C][C]0.2262[/C][C]0.411027[/C][/ROW]
[ROW][C]25[/C][C]-0.126647[/C][C]-0.8682[/C][C]0.194835[/C][/ROW]
[ROW][C]26[/C][C]0.213463[/C][C]1.4634[/C][C]0.075003[/C][/ROW]
[ROW][C]27[/C][C]-0.127544[/C][C]-0.8744[/C][C]0.193174[/C][/ROW]
[ROW][C]28[/C][C]-0.056368[/C][C]-0.3864[/C][C]0.350458[/C][/ROW]
[ROW][C]29[/C][C]0.186476[/C][C]1.2784[/C][C]0.10369[/C][/ROW]
[ROW][C]30[/C][C]-0.124301[/C][C]-0.8522[/C][C]0.199222[/C][/ROW]
[ROW][C]31[/C][C]-0.011166[/C][C]-0.0766[/C][C]0.469652[/C][/ROW]
[ROW][C]32[/C][C]0.138114[/C][C]0.9469[/C][C]0.174276[/C][/ROW]
[ROW][C]33[/C][C]-0.158088[/C][C]-1.0838[/C][C]0.141992[/C][/ROW]
[ROW][C]34[/C][C]0.044924[/C][C]0.308[/C][C]0.379728[/C][/ROW]
[ROW][C]35[/C][C]0.09397[/C][C]0.6442[/C][C]0.261281[/C][/ROW]
[ROW][C]36[/C][C]-0.153332[/C][C]-1.0512[/C][C]0.149273[/C][/ROW]
[ROW][C]37[/C][C]0.184299[/C][C]1.2635[/C][C]0.106322[/C][/ROW]
[ROW][C]38[/C][C]-0.151684[/C][C]-1.0399[/C][C]0.151855[/C][/ROW]
[ROW][C]39[/C][C]0.029947[/C][C]0.2053[/C][C]0.41911[/C][/ROW]
[ROW][C]40[/C][C]0.081889[/C][C]0.5614[/C][C]0.288594[/C][/ROW]
[ROW][C]41[/C][C]-0.102145[/C][C]-0.7003[/C][C]0.243605[/C][/ROW]
[ROW][C]42[/C][C]0.040477[/C][C]0.2775[/C][C]0.391307[/C][/ROW]
[ROW][C]43[/C][C]0.016568[/C][C]0.1136[/C][C]0.455025[/C][/ROW]
[ROW][C]44[/C][C]-0.017351[/C][C]-0.119[/C][C]0.452909[/C][/ROW]
[ROW][C]45[/C][C]0.001385[/C][C]0.0095[/C][C]0.496233[/C][/ROW]
[ROW][C]46[/C][C]0.001338[/C][C]0.0092[/C][C]0.496359[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152377&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152377&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	-0.504808	-3.4608	0.000578
2	0.038203	0.2619	0.397268
3	0.378176	2.5926	0.006327
4	-0.419001	-2.8725	0.003046
5	0.301961	2.0701	0.02198
6	0.00098	0.0067	0.497335
7	-0.228349	-1.5655	0.062089
8	0.249433	1.71	0.046928
9	-0.159793	-1.0955	0.139443
10	-0.075683	-0.5189	0.303148
11	0.215245	1.4756	0.073354
12	-0.272841	-1.8705	0.033824
13	0.010424	0.0715	0.471666
14	-0.005338	-0.0366	0.485482
15	-0.028193	-0.1933	0.423785
16	0.017117	0.1173	0.453542
17	-0.123172	-0.8444	0.201354
18	0.149604	1.0256	0.155157
19	-0.106582	-0.7307	0.234297
20	-0.030041	-0.206	0.418859
21	0.167684	1.1496	0.128066
22	-0.170803	-1.171	0.123758
23	0.058565	0.4015	0.344935
24	0.03299	0.2262	0.411027
25	-0.126647	-0.8682	0.194835
26	0.213463	1.4634	0.075003
27	-0.127544	-0.8744	0.193174
28	-0.056368	-0.3864	0.350458
29	0.186476	1.2784	0.10369
30	-0.124301	-0.8522	0.199222
31	-0.011166	-0.0766	0.469652
32	0.138114	0.9469	0.174276
33	-0.158088	-1.0838	0.141992
34	0.044924	0.308	0.379728
35	0.09397	0.6442	0.261281
36	-0.153332	-1.0512	0.149273
37	0.184299	1.2635	0.106322
38	-0.151684	-1.0399	0.151855
39	0.029947	0.2053	0.41911
40	0.081889	0.5614	0.288594
41	-0.102145	-0.7003	0.243605
42	0.040477	0.2775	0.391307
43	0.016568	0.1136	0.455025
44	-0.017351	-0.119	0.452909
45	0.001385	0.0095	0.496233
46	0.001338	0.0092	0.496359
47	NA	NA	NA
48	NA	NA	NA

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.504808	-3.4608	0.000578
2	-0.290709	-1.993	0.026043
3	0.375722	2.5758	0.006602
4	-0.038373	-0.2631	0.396822
5	0.112574	0.7718	0.222058
6	0.07297	0.5003	0.309613
7	-0.070093	-0.4805	0.316538
8	-0.073967	-0.5071	0.30723
9	-0.061211	-0.4196	0.338329
10	-0.13393	-0.9182	0.181607
11	0.049333	0.3382	0.368357
12	-0.075303	-0.5163	0.304049
13	-0.204524	-1.4021	0.083721
14	-0.31757	-2.1772	0.017262
15	0.078649	0.5392	0.29615
16	0.081615	0.5595	0.28923
17	-0.121813	-0.8351	0.203942
18	0.099235	0.6803	0.249819
19	0.053696	0.3681	0.357218
20	-0.114426	-0.7845	0.218351
21	0.019592	0.1343	0.446863
22	0.010698	0.0733	0.470922
23	-0.1134	-0.7774	0.2204
24	-0.126612	-0.868	0.194901
25	-0.106511	-0.7302	0.234445
26	-0.031328	-0.2148	0.415435
27	-0.018244	-0.1251	0.450499
28	-0.016631	-0.114	0.454855
29	-0.057946	-0.3973	0.346488
30	0.093381	0.6402	0.262579
31	-0.009263	-0.0635	0.474816
32	-0.006656	-0.0456	0.481899
33	-0.053245	-0.365	0.358364
34	-0.052113	-0.3573	0.361245
35	0.015781	0.1082	0.457152
36	-0.129791	-0.8898	0.189051
37	0.028653	0.1964	0.422558
38	-0.112632	-0.7722	0.221941
39	-0.009573	-0.0656	0.473977
40	-0.05446	-0.3734	0.35528
41	0.006481	0.0444	0.482375
42	-0.029084	-0.1994	0.421409
43	0.054255	0.372	0.355798
44	0.046093	0.316	0.376701
45	-0.015527	-0.1065	0.457839
46	-0.064998	-0.4456	0.328965
47	NA	NA	NA
48	NA	NA	NA

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.504808 & -3.4608 & 0.000578 \tabularnewline
2 & -0.290709 & -1.993 & 0.026043 \tabularnewline
3 & 0.375722 & 2.5758 & 0.006602 \tabularnewline
4 & -0.038373 & -0.2631 & 0.396822 \tabularnewline
5 & 0.112574 & 0.7718 & 0.222058 \tabularnewline
6 & 0.07297 & 0.5003 & 0.309613 \tabularnewline
7 & -0.070093 & -0.4805 & 0.316538 \tabularnewline
8 & -0.073967 & -0.5071 & 0.30723 \tabularnewline
9 & -0.061211 & -0.4196 & 0.338329 \tabularnewline
10 & -0.13393 & -0.9182 & 0.181607 \tabularnewline
11 & 0.049333 & 0.3382 & 0.368357 \tabularnewline
12 & -0.075303 & -0.5163 & 0.304049 \tabularnewline
13 & -0.204524 & -1.4021 & 0.083721 \tabularnewline
14 & -0.31757 & -2.1772 & 0.017262 \tabularnewline
15 & 0.078649 & 0.5392 & 0.29615 \tabularnewline
16 & 0.081615 & 0.5595 & 0.28923 \tabularnewline
17 & -0.121813 & -0.8351 & 0.203942 \tabularnewline
18 & 0.099235 & 0.6803 & 0.249819 \tabularnewline
19 & 0.053696 & 0.3681 & 0.357218 \tabularnewline
20 & -0.114426 & -0.7845 & 0.218351 \tabularnewline
21 & 0.019592 & 0.1343 & 0.446863 \tabularnewline
22 & 0.010698 & 0.0733 & 0.470922 \tabularnewline
23 & -0.1134 & -0.7774 & 0.2204 \tabularnewline
24 & -0.126612 & -0.868 & 0.194901 \tabularnewline
25 & -0.106511 & -0.7302 & 0.234445 \tabularnewline
26 & -0.031328 & -0.2148 & 0.415435 \tabularnewline
27 & -0.018244 & -0.1251 & 0.450499 \tabularnewline
28 & -0.016631 & -0.114 & 0.454855 \tabularnewline
29 & -0.057946 & -0.3973 & 0.346488 \tabularnewline
30 & 0.093381 & 0.6402 & 0.262579 \tabularnewline
31 & -0.009263 & -0.0635 & 0.474816 \tabularnewline
32 & -0.006656 & -0.0456 & 0.481899 \tabularnewline
33 & -0.053245 & -0.365 & 0.358364 \tabularnewline
34 & -0.052113 & -0.3573 & 0.361245 \tabularnewline
35 & 0.015781 & 0.1082 & 0.457152 \tabularnewline
36 & -0.129791 & -0.8898 & 0.189051 \tabularnewline
37 & 0.028653 & 0.1964 & 0.422558 \tabularnewline
38 & -0.112632 & -0.7722 & 0.221941 \tabularnewline
39 & -0.009573 & -0.0656 & 0.473977 \tabularnewline
40 & -0.05446 & -0.3734 & 0.35528 \tabularnewline
41 & 0.006481 & 0.0444 & 0.482375 \tabularnewline
42 & -0.029084 & -0.1994 & 0.421409 \tabularnewline
43 & 0.054255 & 0.372 & 0.355798 \tabularnewline
44 & 0.046093 & 0.316 & 0.376701 \tabularnewline
45 & -0.015527 & -0.1065 & 0.457839 \tabularnewline
46 & -0.064998 & -0.4456 & 0.328965 \tabularnewline
47 & NA & NA & NA \tabularnewline
48 & NA & NA & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152377&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]-0.504808[/C][C]-3.4608[/C][C]0.000578[/C][/ROW]
[ROW][C]2[/C][C]-0.290709[/C][C]-1.993[/C][C]0.026043[/C][/ROW]
[ROW][C]3[/C][C]0.375722[/C][C]2.5758[/C][C]0.006602[/C][/ROW]
[ROW][C]4[/C][C]-0.038373[/C][C]-0.2631[/C][C]0.396822[/C][/ROW]
[ROW][C]5[/C][C]0.112574[/C][C]0.7718[/C][C]0.222058[/C][/ROW]
[ROW][C]6[/C][C]0.07297[/C][C]0.5003[/C][C]0.309613[/C][/ROW]
[ROW][C]7[/C][C]-0.070093[/C][C]-0.4805[/C][C]0.316538[/C][/ROW]
[ROW][C]8[/C][C]-0.073967[/C][C]-0.5071[/C][C]0.30723[/C][/ROW]
[ROW][C]9[/C][C]-0.061211[/C][C]-0.4196[/C][C]0.338329[/C][/ROW]
[ROW][C]10[/C][C]-0.13393[/C][C]-0.9182[/C][C]0.181607[/C][/ROW]
[ROW][C]11[/C][C]0.049333[/C][C]0.3382[/C][C]0.368357[/C][/ROW]
[ROW][C]12[/C][C]-0.075303[/C][C]-0.5163[/C][C]0.304049[/C][/ROW]
[ROW][C]13[/C][C]-0.204524[/C][C]-1.4021[/C][C]0.083721[/C][/ROW]
[ROW][C]14[/C][C]-0.31757[/C][C]-2.1772[/C][C]0.017262[/C][/ROW]
[ROW][C]15[/C][C]0.078649[/C][C]0.5392[/C][C]0.29615[/C][/ROW]
[ROW][C]16[/C][C]0.081615[/C][C]0.5595[/C][C]0.28923[/C][/ROW]
[ROW][C]17[/C][C]-0.121813[/C][C]-0.8351[/C][C]0.203942[/C][/ROW]
[ROW][C]18[/C][C]0.099235[/C][C]0.6803[/C][C]0.249819[/C][/ROW]
[ROW][C]19[/C][C]0.053696[/C][C]0.3681[/C][C]0.357218[/C][/ROW]
[ROW][C]20[/C][C]-0.114426[/C][C]-0.7845[/C][C]0.218351[/C][/ROW]
[ROW][C]21[/C][C]0.019592[/C][C]0.1343[/C][C]0.446863[/C][/ROW]
[ROW][C]22[/C][C]0.010698[/C][C]0.0733[/C][C]0.470922[/C][/ROW]
[ROW][C]23[/C][C]-0.1134[/C][C]-0.7774[/C][C]0.2204[/C][/ROW]
[ROW][C]24[/C][C]-0.126612[/C][C]-0.868[/C][C]0.194901[/C][/ROW]
[ROW][C]25[/C][C]-0.106511[/C][C]-0.7302[/C][C]0.234445[/C][/ROW]
[ROW][C]26[/C][C]-0.031328[/C][C]-0.2148[/C][C]0.415435[/C][/ROW]
[ROW][C]27[/C][C]-0.018244[/C][C]-0.1251[/C][C]0.450499[/C][/ROW]
[ROW][C]28[/C][C]-0.016631[/C][C]-0.114[/C][C]0.454855[/C][/ROW]
[ROW][C]29[/C][C]-0.057946[/C][C]-0.3973[/C][C]0.346488[/C][/ROW]
[ROW][C]30[/C][C]0.093381[/C][C]0.6402[/C][C]0.262579[/C][/ROW]
[ROW][C]31[/C][C]-0.009263[/C][C]-0.0635[/C][C]0.474816[/C][/ROW]
[ROW][C]32[/C][C]-0.006656[/C][C]-0.0456[/C][C]0.481899[/C][/ROW]
[ROW][C]33[/C][C]-0.053245[/C][C]-0.365[/C][C]0.358364[/C][/ROW]
[ROW][C]34[/C][C]-0.052113[/C][C]-0.3573[/C][C]0.361245[/C][/ROW]
[ROW][C]35[/C][C]0.015781[/C][C]0.1082[/C][C]0.457152[/C][/ROW]
[ROW][C]36[/C][C]-0.129791[/C][C]-0.8898[/C][C]0.189051[/C][/ROW]
[ROW][C]37[/C][C]0.028653[/C][C]0.1964[/C][C]0.422558[/C][/ROW]
[ROW][C]38[/C][C]-0.112632[/C][C]-0.7722[/C][C]0.221941[/C][/ROW]
[ROW][C]39[/C][C]-0.009573[/C][C]-0.0656[/C][C]0.473977[/C][/ROW]
[ROW][C]40[/C][C]-0.05446[/C][C]-0.3734[/C][C]0.35528[/C][/ROW]
[ROW][C]41[/C][C]0.006481[/C][C]0.0444[/C][C]0.482375[/C][/ROW]
[ROW][C]42[/C][C]-0.029084[/C][C]-0.1994[/C][C]0.421409[/C][/ROW]
[ROW][C]43[/C][C]0.054255[/C][C]0.372[/C][C]0.355798[/C][/ROW]
[ROW][C]44[/C][C]0.046093[/C][C]0.316[/C][C]0.376701[/C][/ROW]
[ROW][C]45[/C][C]-0.015527[/C][C]-0.1065[/C][C]0.457839[/C][/ROW]
[ROW][C]46[/C][C]-0.064998[/C][C]-0.4456[/C][C]0.328965[/C][/ROW]
[ROW][C]47[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C]48[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152377&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152377&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	-0.504808	-3.4608	0.000578
2	-0.290709	-1.993	0.026043
3	0.375722	2.5758	0.006602
4	-0.038373	-0.2631	0.396822
5	0.112574	0.7718	0.222058
6	0.07297	0.5003	0.309613
7	-0.070093	-0.4805	0.316538
8	-0.073967	-0.5071	0.30723
9	-0.061211	-0.4196	0.338329
10	-0.13393	-0.9182	0.181607
11	0.049333	0.3382	0.368357
12	-0.075303	-0.5163	0.304049
13	-0.204524	-1.4021	0.083721
14	-0.31757	-2.1772	0.017262
15	0.078649	0.5392	0.29615
16	0.081615	0.5595	0.28923
17	-0.121813	-0.8351	0.203942
18	0.099235	0.6803	0.249819
19	0.053696	0.3681	0.357218
20	-0.114426	-0.7845	0.218351
21	0.019592	0.1343	0.446863
22	0.010698	0.0733	0.470922
23	-0.1134	-0.7774	0.2204
24	-0.126612	-0.868	0.194901
25	-0.106511	-0.7302	0.234445
26	-0.031328	-0.2148	0.415435
27	-0.018244	-0.1251	0.450499
28	-0.016631	-0.114	0.454855
29	-0.057946	-0.3973	0.346488
30	0.093381	0.6402	0.262579
31	-0.009263	-0.0635	0.474816
32	-0.006656	-0.0456	0.481899
33	-0.053245	-0.365	0.358364
34	-0.052113	-0.3573	0.361245
35	0.015781	0.1082	0.457152
36	-0.129791	-0.8898	0.189051
37	0.028653	0.1964	0.422558
38	-0.112632	-0.7722	0.221941
39	-0.009573	-0.0656	0.473977
40	-0.05446	-0.3734	0.35528
41	0.006481	0.0444	0.482375
42	-0.029084	-0.1994	0.421409
43	0.054255	0.372	0.355798
44	0.046093	0.316	0.376701
45	-0.015527	-0.1065	0.457839
46	-0.064998	-0.4456	0.328965
47	NA	NA	NA
48	NA	NA	NA

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = Default ; 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 (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