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R Software Module

rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Mon, 14 Nov 2011 12:07:41 -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/Nov/14/t1321290594xq28n748fctww5s.htm/, Retrieved Sat, 20 Apr 2024 12:29:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=142091, Retrieved Sat, 20 Apr 2024 12:29:43 +0000

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KDGP2W12

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

-       [(Partial) Autocorrelation Function] [gemiddelde consum...] [2011-11-14 17:07:41] [53570eb7f05113140c3a155d32e971f0] [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	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=142091&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=142091&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=142091&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	-0.318947	-3.6505	0.000188
2	0.101076	1.1569	0.124717
3	0.052827	0.6046	0.273233
4	0.031906	0.3652	0.357782
5	-0.115802	-1.3254	0.09367
6	0.029058	0.3326	0.36999
7	0.033225	0.3803	0.352177
8	-0.106366	-1.2174	0.112818
9	0.018055	0.2066	0.418303
10	0.046938	0.5372	0.296011
11	-0.086097	-0.9854	0.163116
12	0.057074	0.6532	0.257374
13	-0.017091	-0.1956	0.422609
14	-0.125951	-1.4416	0.075905
15	0.026921	0.3081	0.37924
16	0.031525	0.3608	0.359407
17	-0.089017	-1.0188	0.155077
18	0.07317	0.8375	0.201927
19	-0.016189	-0.1853	0.426643
20	0.043694	0.5001	0.308921
21	0.0145	0.166	0.434223
22	0.041026	0.4696	0.319722
23	0.047402	0.5425	0.294185
24	-0.099523	-1.1391	0.128372
25	0.161563	1.8492	0.033343
26	-0.178806	-2.0465	0.021352
27	0.111586	1.2772	0.101902
28	-0.109961	-1.2586	0.105215
29	0.035161	0.4024	0.344008
30	0.027696	0.317	0.375877
31	-0.041481	-0.4748	0.31787
32	-0.043228	-0.4948	0.310798
33	0.1176	1.346	0.090314
34	-0.131315	-1.503	0.067628
35	0.008313	0.0951	0.462172
36	0.064419	0.7373	0.231126
37	-0.004592	-0.0526	0.479082
38	-0.087696	-1.0037	0.15868
39	0.115713	1.3244	0.093839
40	-0.008564	-0.098	0.461032
41	-0.043977	-0.5033	0.307787
42	0.054101	0.6192	0.268427
43	0.051541	0.5899	0.278133
44	-0.086637	-0.9916	0.161609
45	0.059703	0.6833	0.247803
46	-0.006396	-0.0732	0.470877
47	-0.040168	-0.4597	0.323232
48	0.054994	0.6294	0.26508

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.318947 & -3.6505 & 0.000188 \tabularnewline
2 & 0.101076 & 1.1569 & 0.124717 \tabularnewline
3 & 0.052827 & 0.6046 & 0.273233 \tabularnewline
4 & 0.031906 & 0.3652 & 0.357782 \tabularnewline
5 & -0.115802 & -1.3254 & 0.09367 \tabularnewline
6 & 0.029058 & 0.3326 & 0.36999 \tabularnewline
7 & 0.033225 & 0.3803 & 0.352177 \tabularnewline
8 & -0.106366 & -1.2174 & 0.112818 \tabularnewline
9 & 0.018055 & 0.2066 & 0.418303 \tabularnewline
10 & 0.046938 & 0.5372 & 0.296011 \tabularnewline
11 & -0.086097 & -0.9854 & 0.163116 \tabularnewline
12 & 0.057074 & 0.6532 & 0.257374 \tabularnewline
13 & -0.017091 & -0.1956 & 0.422609 \tabularnewline
14 & -0.125951 & -1.4416 & 0.075905 \tabularnewline
15 & 0.026921 & 0.3081 & 0.37924 \tabularnewline
16 & 0.031525 & 0.3608 & 0.359407 \tabularnewline
17 & -0.089017 & -1.0188 & 0.155077 \tabularnewline
18 & 0.07317 & 0.8375 & 0.201927 \tabularnewline
19 & -0.016189 & -0.1853 & 0.426643 \tabularnewline
20 & 0.043694 & 0.5001 & 0.308921 \tabularnewline
21 & 0.0145 & 0.166 & 0.434223 \tabularnewline
22 & 0.041026 & 0.4696 & 0.319722 \tabularnewline
23 & 0.047402 & 0.5425 & 0.294185 \tabularnewline
24 & -0.099523 & -1.1391 & 0.128372 \tabularnewline
25 & 0.161563 & 1.8492 & 0.033343 \tabularnewline
26 & -0.178806 & -2.0465 & 0.021352 \tabularnewline
27 & 0.111586 & 1.2772 & 0.101902 \tabularnewline
28 & -0.109961 & -1.2586 & 0.105215 \tabularnewline
29 & 0.035161 & 0.4024 & 0.344008 \tabularnewline
30 & 0.027696 & 0.317 & 0.375877 \tabularnewline
31 & -0.041481 & -0.4748 & 0.31787 \tabularnewline
32 & -0.043228 & -0.4948 & 0.310798 \tabularnewline
33 & 0.1176 & 1.346 & 0.090314 \tabularnewline
34 & -0.131315 & -1.503 & 0.067628 \tabularnewline
35 & 0.008313 & 0.0951 & 0.462172 \tabularnewline
36 & 0.064419 & 0.7373 & 0.231126 \tabularnewline
37 & -0.004592 & -0.0526 & 0.479082 \tabularnewline
38 & -0.087696 & -1.0037 & 0.15868 \tabularnewline
39 & 0.115713 & 1.3244 & 0.093839 \tabularnewline
40 & -0.008564 & -0.098 & 0.461032 \tabularnewline
41 & -0.043977 & -0.5033 & 0.307787 \tabularnewline
42 & 0.054101 & 0.6192 & 0.268427 \tabularnewline
43 & 0.051541 & 0.5899 & 0.278133 \tabularnewline
44 & -0.086637 & -0.9916 & 0.161609 \tabularnewline
45 & 0.059703 & 0.6833 & 0.247803 \tabularnewline
46 & -0.006396 & -0.0732 & 0.470877 \tabularnewline
47 & -0.040168 & -0.4597 & 0.323232 \tabularnewline
48 & 0.054994 & 0.6294 & 0.26508 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=142091&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]-0.318947[/C][C]-3.6505[/C][C]0.000188[/C][/ROW]
[ROW][C]2[/C][C]0.101076[/C][C]1.1569[/C][C]0.124717[/C][/ROW]
[ROW][C]3[/C][C]0.052827[/C][C]0.6046[/C][C]0.273233[/C][/ROW]
[ROW][C]4[/C][C]0.031906[/C][C]0.3652[/C][C]0.357782[/C][/ROW]
[ROW][C]5[/C][C]-0.115802[/C][C]-1.3254[/C][C]0.09367[/C][/ROW]
[ROW][C]6[/C][C]0.029058[/C][C]0.3326[/C][C]0.36999[/C][/ROW]
[ROW][C]7[/C][C]0.033225[/C][C]0.3803[/C][C]0.352177[/C][/ROW]
[ROW][C]8[/C][C]-0.106366[/C][C]-1.2174[/C][C]0.112818[/C][/ROW]
[ROW][C]9[/C][C]0.018055[/C][C]0.2066[/C][C]0.418303[/C][/ROW]
[ROW][C]10[/C][C]0.046938[/C][C]0.5372[/C][C]0.296011[/C][/ROW]
[ROW][C]11[/C][C]-0.086097[/C][C]-0.9854[/C][C]0.163116[/C][/ROW]
[ROW][C]12[/C][C]0.057074[/C][C]0.6532[/C][C]0.257374[/C][/ROW]
[ROW][C]13[/C][C]-0.017091[/C][C]-0.1956[/C][C]0.422609[/C][/ROW]
[ROW][C]14[/C][C]-0.125951[/C][C]-1.4416[/C][C]0.075905[/C][/ROW]
[ROW][C]15[/C][C]0.026921[/C][C]0.3081[/C][C]0.37924[/C][/ROW]
[ROW][C]16[/C][C]0.031525[/C][C]0.3608[/C][C]0.359407[/C][/ROW]
[ROW][C]17[/C][C]-0.089017[/C][C]-1.0188[/C][C]0.155077[/C][/ROW]
[ROW][C]18[/C][C]0.07317[/C][C]0.8375[/C][C]0.201927[/C][/ROW]
[ROW][C]19[/C][C]-0.016189[/C][C]-0.1853[/C][C]0.426643[/C][/ROW]
[ROW][C]20[/C][C]0.043694[/C][C]0.5001[/C][C]0.308921[/C][/ROW]
[ROW][C]21[/C][C]0.0145[/C][C]0.166[/C][C]0.434223[/C][/ROW]
[ROW][C]22[/C][C]0.041026[/C][C]0.4696[/C][C]0.319722[/C][/ROW]
[ROW][C]23[/C][C]0.047402[/C][C]0.5425[/C][C]0.294185[/C][/ROW]
[ROW][C]24[/C][C]-0.099523[/C][C]-1.1391[/C][C]0.128372[/C][/ROW]
[ROW][C]25[/C][C]0.161563[/C][C]1.8492[/C][C]0.033343[/C][/ROW]
[ROW][C]26[/C][C]-0.178806[/C][C]-2.0465[/C][C]0.021352[/C][/ROW]
[ROW][C]27[/C][C]0.111586[/C][C]1.2772[/C][C]0.101902[/C][/ROW]
[ROW][C]28[/C][C]-0.109961[/C][C]-1.2586[/C][C]0.105215[/C][/ROW]
[ROW][C]29[/C][C]0.035161[/C][C]0.4024[/C][C]0.344008[/C][/ROW]
[ROW][C]30[/C][C]0.027696[/C][C]0.317[/C][C]0.375877[/C][/ROW]
[ROW][C]31[/C][C]-0.041481[/C][C]-0.4748[/C][C]0.31787[/C][/ROW]
[ROW][C]32[/C][C]-0.043228[/C][C]-0.4948[/C][C]0.310798[/C][/ROW]
[ROW][C]33[/C][C]0.1176[/C][C]1.346[/C][C]0.090314[/C][/ROW]
[ROW][C]34[/C][C]-0.131315[/C][C]-1.503[/C][C]0.067628[/C][/ROW]
[ROW][C]35[/C][C]0.008313[/C][C]0.0951[/C][C]0.462172[/C][/ROW]
[ROW][C]36[/C][C]0.064419[/C][C]0.7373[/C][C]0.231126[/C][/ROW]
[ROW][C]37[/C][C]-0.004592[/C][C]-0.0526[/C][C]0.479082[/C][/ROW]
[ROW][C]38[/C][C]-0.087696[/C][C]-1.0037[/C][C]0.15868[/C][/ROW]
[ROW][C]39[/C][C]0.115713[/C][C]1.3244[/C][C]0.093839[/C][/ROW]
[ROW][C]40[/C][C]-0.008564[/C][C]-0.098[/C][C]0.461032[/C][/ROW]
[ROW][C]41[/C][C]-0.043977[/C][C]-0.5033[/C][C]0.307787[/C][/ROW]
[ROW][C]42[/C][C]0.054101[/C][C]0.6192[/C][C]0.268427[/C][/ROW]
[ROW][C]43[/C][C]0.051541[/C][C]0.5899[/C][C]0.278133[/C][/ROW]
[ROW][C]44[/C][C]-0.086637[/C][C]-0.9916[/C][C]0.161609[/C][/ROW]
[ROW][C]45[/C][C]0.059703[/C][C]0.6833[/C][C]0.247803[/C][/ROW]
[ROW][C]46[/C][C]-0.006396[/C][C]-0.0732[/C][C]0.470877[/C][/ROW]
[ROW][C]47[/C][C]-0.040168[/C][C]-0.4597[/C][C]0.323232[/C][/ROW]
[ROW][C]48[/C][C]0.054994[/C][C]0.6294[/C][C]0.26508[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=142091&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=142091&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	-0.318947	-3.6505	0.000188
2	0.101076	1.1569	0.124717
3	0.052827	0.6046	0.273233
4	0.031906	0.3652	0.357782
5	-0.115802	-1.3254	0.09367
6	0.029058	0.3326	0.36999
7	0.033225	0.3803	0.352177
8	-0.106366	-1.2174	0.112818
9	0.018055	0.2066	0.418303
10	0.046938	0.5372	0.296011
11	-0.086097	-0.9854	0.163116
12	0.057074	0.6532	0.257374
13	-0.017091	-0.1956	0.422609
14	-0.125951	-1.4416	0.075905
15	0.026921	0.3081	0.37924
16	0.031525	0.3608	0.359407
17	-0.089017	-1.0188	0.155077
18	0.07317	0.8375	0.201927
19	-0.016189	-0.1853	0.426643
20	0.043694	0.5001	0.308921
21	0.0145	0.166	0.434223
22	0.041026	0.4696	0.319722
23	0.047402	0.5425	0.294185
24	-0.099523	-1.1391	0.128372
25	0.161563	1.8492	0.033343
26	-0.178806	-2.0465	0.021352
27	0.111586	1.2772	0.101902
28	-0.109961	-1.2586	0.105215
29	0.035161	0.4024	0.344008
30	0.027696	0.317	0.375877
31	-0.041481	-0.4748	0.31787
32	-0.043228	-0.4948	0.310798
33	0.1176	1.346	0.090314
34	-0.131315	-1.503	0.067628
35	0.008313	0.0951	0.462172
36	0.064419	0.7373	0.231126
37	-0.004592	-0.0526	0.479082
38	-0.087696	-1.0037	0.15868
39	0.115713	1.3244	0.093839
40	-0.008564	-0.098	0.461032
41	-0.043977	-0.5033	0.307787
42	0.054101	0.6192	0.268427
43	0.051541	0.5899	0.278133
44	-0.086637	-0.9916	0.161609
45	0.059703	0.6833	0.247803
46	-0.006396	-0.0732	0.470877
47	-0.040168	-0.4597	0.323232
48	0.054994	0.6294	0.26508

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.318947	-3.6505	0.000188
2	-0.000726	-0.0083	0.496692
3	0.094467	1.0812	0.140792
4	0.085278	0.9761	0.165418
5	-0.103968	-1.19	0.118106
6	-0.061748	-0.7067	0.240492
7	0.038301	0.4384	0.330918
8	-0.068654	-0.7858	0.216707
9	-0.037337	-0.4273	0.334918
10	0.041096	0.4704	0.319436
11	-0.050119	-0.5736	0.283598
12	0.026341	0.3015	0.38176
13	-0.010593	-0.1212	0.451842
14	-0.156823	-1.7949	0.037486
15	-0.049977	-0.572	0.284146
16	0.036247	0.4149	0.339461
17	-0.045661	-0.5226	0.301062
18	0.049467	0.5662	0.286121
19	-0.021136	-0.2419	0.404611
20	0.039642	0.4537	0.32539
21	0.064913	0.743	0.229416
22	0.009036	0.1034	0.458895
23	0.07145	0.8178	0.207483
24	-0.073883	-0.8456	0.199649
25	0.092327	1.0567	0.14629
26	-0.091087	-1.0425	0.14954
27	0.030445	0.3485	0.364029
28	-0.093396	-1.069	0.143526
29	-0.016739	-0.1916	0.424182
30	0.082441	0.9436	0.173562
31	-0.028654	-0.328	0.371731
32	-0.081713	-0.9352	0.17569
33	0.107577	1.2313	0.110212
34	-0.07584	-0.868	0.193482
35	-0.037324	-0.4272	0.334971
36	0.084453	0.9666	0.16776
37	0.020992	0.2403	0.40525
38	-0.054489	-0.6237	0.266969
39	0.067468	0.7722	0.220691
40	-0.001599	-0.0183	0.492715
41	-0.022885	-0.2619	0.396893
42	0.021467	0.2457	0.403148
43	0.00831	0.0951	0.462184
44	0.018605	0.2129	0.415853
45	-0.018973	-0.2172	0.414212
46	-0.017671	-0.2023	0.420017
47	0.013149	0.1505	0.440301
48	0.033525	0.3837	0.350905

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.318947 & -3.6505 & 0.000188 \tabularnewline
2 & -0.000726 & -0.0083 & 0.496692 \tabularnewline
3 & 0.094467 & 1.0812 & 0.140792 \tabularnewline
4 & 0.085278 & 0.9761 & 0.165418 \tabularnewline
5 & -0.103968 & -1.19 & 0.118106 \tabularnewline
6 & -0.061748 & -0.7067 & 0.240492 \tabularnewline
7 & 0.038301 & 0.4384 & 0.330918 \tabularnewline
8 & -0.068654 & -0.7858 & 0.216707 \tabularnewline
9 & -0.037337 & -0.4273 & 0.334918 \tabularnewline
10 & 0.041096 & 0.4704 & 0.319436 \tabularnewline
11 & -0.050119 & -0.5736 & 0.283598 \tabularnewline
12 & 0.026341 & 0.3015 & 0.38176 \tabularnewline
13 & -0.010593 & -0.1212 & 0.451842 \tabularnewline
14 & -0.156823 & -1.7949 & 0.037486 \tabularnewline
15 & -0.049977 & -0.572 & 0.284146 \tabularnewline
16 & 0.036247 & 0.4149 & 0.339461 \tabularnewline
17 & -0.045661 & -0.5226 & 0.301062 \tabularnewline
18 & 0.049467 & 0.5662 & 0.286121 \tabularnewline
19 & -0.021136 & -0.2419 & 0.404611 \tabularnewline
20 & 0.039642 & 0.4537 & 0.32539 \tabularnewline
21 & 0.064913 & 0.743 & 0.229416 \tabularnewline
22 & 0.009036 & 0.1034 & 0.458895 \tabularnewline
23 & 0.07145 & 0.8178 & 0.207483 \tabularnewline
24 & -0.073883 & -0.8456 & 0.199649 \tabularnewline
25 & 0.092327 & 1.0567 & 0.14629 \tabularnewline
26 & -0.091087 & -1.0425 & 0.14954 \tabularnewline
27 & 0.030445 & 0.3485 & 0.364029 \tabularnewline
28 & -0.093396 & -1.069 & 0.143526 \tabularnewline
29 & -0.016739 & -0.1916 & 0.424182 \tabularnewline
30 & 0.082441 & 0.9436 & 0.173562 \tabularnewline
31 & -0.028654 & -0.328 & 0.371731 \tabularnewline
32 & -0.081713 & -0.9352 & 0.17569 \tabularnewline
33 & 0.107577 & 1.2313 & 0.110212 \tabularnewline
34 & -0.07584 & -0.868 & 0.193482 \tabularnewline
35 & -0.037324 & -0.4272 & 0.334971 \tabularnewline
36 & 0.084453 & 0.9666 & 0.16776 \tabularnewline
37 & 0.020992 & 0.2403 & 0.40525 \tabularnewline
38 & -0.054489 & -0.6237 & 0.266969 \tabularnewline
39 & 0.067468 & 0.7722 & 0.220691 \tabularnewline
40 & -0.001599 & -0.0183 & 0.492715 \tabularnewline
41 & -0.022885 & -0.2619 & 0.396893 \tabularnewline
42 & 0.021467 & 0.2457 & 0.403148 \tabularnewline
43 & 0.00831 & 0.0951 & 0.462184 \tabularnewline
44 & 0.018605 & 0.2129 & 0.415853 \tabularnewline
45 & -0.018973 & -0.2172 & 0.414212 \tabularnewline
46 & -0.017671 & -0.2023 & 0.420017 \tabularnewline
47 & 0.013149 & 0.1505 & 0.440301 \tabularnewline
48 & 0.033525 & 0.3837 & 0.350905 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=142091&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]-0.318947[/C][C]-3.6505[/C][C]0.000188[/C][/ROW]
[ROW][C]2[/C][C]-0.000726[/C][C]-0.0083[/C][C]0.496692[/C][/ROW]
[ROW][C]3[/C][C]0.094467[/C][C]1.0812[/C][C]0.140792[/C][/ROW]
[ROW][C]4[/C][C]0.085278[/C][C]0.9761[/C][C]0.165418[/C][/ROW]
[ROW][C]5[/C][C]-0.103968[/C][C]-1.19[/C][C]0.118106[/C][/ROW]
[ROW][C]6[/C][C]-0.061748[/C][C]-0.7067[/C][C]0.240492[/C][/ROW]
[ROW][C]7[/C][C]0.038301[/C][C]0.4384[/C][C]0.330918[/C][/ROW]
[ROW][C]8[/C][C]-0.068654[/C][C]-0.7858[/C][C]0.216707[/C][/ROW]
[ROW][C]9[/C][C]-0.037337[/C][C]-0.4273[/C][C]0.334918[/C][/ROW]
[ROW][C]10[/C][C]0.041096[/C][C]0.4704[/C][C]0.319436[/C][/ROW]
[ROW][C]11[/C][C]-0.050119[/C][C]-0.5736[/C][C]0.283598[/C][/ROW]
[ROW][C]12[/C][C]0.026341[/C][C]0.3015[/C][C]0.38176[/C][/ROW]
[ROW][C]13[/C][C]-0.010593[/C][C]-0.1212[/C][C]0.451842[/C][/ROW]
[ROW][C]14[/C][C]-0.156823[/C][C]-1.7949[/C][C]0.037486[/C][/ROW]
[ROW][C]15[/C][C]-0.049977[/C][C]-0.572[/C][C]0.284146[/C][/ROW]
[ROW][C]16[/C][C]0.036247[/C][C]0.4149[/C][C]0.339461[/C][/ROW]
[ROW][C]17[/C][C]-0.045661[/C][C]-0.5226[/C][C]0.301062[/C][/ROW]
[ROW][C]18[/C][C]0.049467[/C][C]0.5662[/C][C]0.286121[/C][/ROW]
[ROW][C]19[/C][C]-0.021136[/C][C]-0.2419[/C][C]0.404611[/C][/ROW]
[ROW][C]20[/C][C]0.039642[/C][C]0.4537[/C][C]0.32539[/C][/ROW]
[ROW][C]21[/C][C]0.064913[/C][C]0.743[/C][C]0.229416[/C][/ROW]
[ROW][C]22[/C][C]0.009036[/C][C]0.1034[/C][C]0.458895[/C][/ROW]
[ROW][C]23[/C][C]0.07145[/C][C]0.8178[/C][C]0.207483[/C][/ROW]
[ROW][C]24[/C][C]-0.073883[/C][C]-0.8456[/C][C]0.199649[/C][/ROW]
[ROW][C]25[/C][C]0.092327[/C][C]1.0567[/C][C]0.14629[/C][/ROW]
[ROW][C]26[/C][C]-0.091087[/C][C]-1.0425[/C][C]0.14954[/C][/ROW]
[ROW][C]27[/C][C]0.030445[/C][C]0.3485[/C][C]0.364029[/C][/ROW]
[ROW][C]28[/C][C]-0.093396[/C][C]-1.069[/C][C]0.143526[/C][/ROW]
[ROW][C]29[/C][C]-0.016739[/C][C]-0.1916[/C][C]0.424182[/C][/ROW]
[ROW][C]30[/C][C]0.082441[/C][C]0.9436[/C][C]0.173562[/C][/ROW]
[ROW][C]31[/C][C]-0.028654[/C][C]-0.328[/C][C]0.371731[/C][/ROW]
[ROW][C]32[/C][C]-0.081713[/C][C]-0.9352[/C][C]0.17569[/C][/ROW]
[ROW][C]33[/C][C]0.107577[/C][C]1.2313[/C][C]0.110212[/C][/ROW]
[ROW][C]34[/C][C]-0.07584[/C][C]-0.868[/C][C]0.193482[/C][/ROW]
[ROW][C]35[/C][C]-0.037324[/C][C]-0.4272[/C][C]0.334971[/C][/ROW]
[ROW][C]36[/C][C]0.084453[/C][C]0.9666[/C][C]0.16776[/C][/ROW]
[ROW][C]37[/C][C]0.020992[/C][C]0.2403[/C][C]0.40525[/C][/ROW]
[ROW][C]38[/C][C]-0.054489[/C][C]-0.6237[/C][C]0.266969[/C][/ROW]
[ROW][C]39[/C][C]0.067468[/C][C]0.7722[/C][C]0.220691[/C][/ROW]
[ROW][C]40[/C][C]-0.001599[/C][C]-0.0183[/C][C]0.492715[/C][/ROW]
[ROW][C]41[/C][C]-0.022885[/C][C]-0.2619[/C][C]0.396893[/C][/ROW]
[ROW][C]42[/C][C]0.021467[/C][C]0.2457[/C][C]0.403148[/C][/ROW]
[ROW][C]43[/C][C]0.00831[/C][C]0.0951[/C][C]0.462184[/C][/ROW]
[ROW][C]44[/C][C]0.018605[/C][C]0.2129[/C][C]0.415853[/C][/ROW]
[ROW][C]45[/C][C]-0.018973[/C][C]-0.2172[/C][C]0.414212[/C][/ROW]
[ROW][C]46[/C][C]-0.017671[/C][C]-0.2023[/C][C]0.420017[/C][/ROW]
[ROW][C]47[/C][C]0.013149[/C][C]0.1505[/C][C]0.440301[/C][/ROW]
[ROW][C]48[/C][C]0.033525[/C][C]0.3837[/C][C]0.350905[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=142091&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=142091&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	-0.318947	-3.6505	0.000188
2	-0.000726	-0.0083	0.496692
3	0.094467	1.0812	0.140792
4	0.085278	0.9761	0.165418
5	-0.103968	-1.19	0.118106
6	-0.061748	-0.7067	0.240492
7	0.038301	0.4384	0.330918
8	-0.068654	-0.7858	0.216707
9	-0.037337	-0.4273	0.334918
10	0.041096	0.4704	0.319436
11	-0.050119	-0.5736	0.283598
12	0.026341	0.3015	0.38176
13	-0.010593	-0.1212	0.451842
14	-0.156823	-1.7949	0.037486
15	-0.049977	-0.572	0.284146
16	0.036247	0.4149	0.339461
17	-0.045661	-0.5226	0.301062
18	0.049467	0.5662	0.286121
19	-0.021136	-0.2419	0.404611
20	0.039642	0.4537	0.32539
21	0.064913	0.743	0.229416
22	0.009036	0.1034	0.458895
23	0.07145	0.8178	0.207483
24	-0.073883	-0.8456	0.199649
25	0.092327	1.0567	0.14629
26	-0.091087	-1.0425	0.14954
27	0.030445	0.3485	0.364029
28	-0.093396	-1.069	0.143526
29	-0.016739	-0.1916	0.424182
30	0.082441	0.9436	0.173562
31	-0.028654	-0.328	0.371731
32	-0.081713	-0.9352	0.17569
33	0.107577	1.2313	0.110212
34	-0.07584	-0.868	0.193482
35	-0.037324	-0.4272	0.334971
36	0.084453	0.9666	0.16776
37	0.020992	0.2403	0.40525
38	-0.054489	-0.6237	0.266969
39	0.067468	0.7722	0.220691
40	-0.001599	-0.0183	0.492715
41	-0.022885	-0.2619	0.396893
42	0.021467	0.2457	0.403148
43	0.00831	0.0951	0.462184
44	0.018605	0.2129	0.415853
45	-0.018973	-0.2172	0.414212
46	-0.017671	-0.2023	0.420017
47	0.013149	0.1505	0.440301
48	0.033525	0.3837	0.350905

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