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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 16 Nov 2011 06:57:42 -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/Nov/16/t132144471070a9lrbs1c2t3zq.htm/, Retrieved Fri, 26 Apr 2024 08:28:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=143825, Retrieved Fri, 26 Apr 2024 08:28:37 +0000

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Original text written by user:

opgave 6 bis, oefening 2, stap 2

IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W12

Estimated Impact

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

-       [(Partial) Autocorrelation Function] [] [2011-11-16 11:57:42] [25a1dad2033db3c79b30421a00eb9df6] [Current]

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Dataseries X:

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Histogram

Boxplots

3.32
3.32
3.32
3.32
3.32
3.32
3.32
3.33
3.41
3.42
3.42
3.42
3.43
3.43
3.43
3.43
3.43
3.43
3.43
3.43
3.5
3.52
3.53
3.53
3.53
3.53
3.53
3.53
3.53
3.53
3.53
3.53
3.58
3.58
3.59
3.59
3.59
3.59
3.59
3.59
3.59
3.59
3.59
3.61
3.71
3.83
3.83
3.83
3.83
3.83
3.83
3.83
3.83
3.83
3.83
3.83
3.92
3.92
3.92
3.92
3.92
3.92
3.92
3.92
3.92
3.92
3.92
3.92
3.98
3.98
3.98
3.98

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	'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=143825&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=143825&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=143825&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	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.243613	2.0527	0.021893
2	-0.057873	-0.4876	0.313651
3	-0.139675	-1.1769	0.121578
4	-0.113683	-0.9579	0.170679
5	-0.131134	-1.105	0.136455
6	-0.13527	-1.1398	0.129098
7	-0.135125	-1.1386	0.129352
8	-0.105007	-0.8848	0.189623
9	-0.111519	-0.9397	0.175284
10	-0.086808	-0.7315	0.233453
11	0.201967	1.7018	0.046584
12	0.514995	4.3394	2.3e-05
13	0.104776	0.8829	0.190145
14	-0.090197	-0.76	0.224883
15	-0.127619	-1.0753	0.142933
16	-0.11319	-0.9538	0.171721
17	-0.115108	-0.9699	0.167691
18	-0.117025	-0.9861	0.163723
19	-0.118943	-1.0022	0.159818
20	-0.095326	-0.8032	0.212262
21	-0.099775	-0.8407	0.201664
22	-0.050811	-0.4281	0.334922
23	0.166955	1.4068	0.081926
24	0.422445	3.5596	0.000334
25	0.116521	0.9818	0.164761
26	-0.093985	-0.7919	0.215518
27	-0.086683	-0.7304	0.233773
28	-0.070192	-0.5914	0.27805
29	-0.067984	-0.5728	0.284281
30	-0.069901	-0.589	0.278866
31	-0.067381	-0.5678	0.285994
32	-0.041232	-0.3474	0.364648
33	-0.038712	-0.3262	0.37262
34	-0.027471	-0.2315	0.408805
35	0.030525	0.2572	0.398881
36	0.345928	2.9148	0.002379
37	0.16427	1.3842	0.085322
38	-0.044174	-0.3722	0.355421
39	-0.072719	-0.6127	0.271001
40	-0.064323	-0.542	0.294759
41	-0.066241	-0.5582	0.289248
42	-0.068158	-0.5743	0.283786
43	-0.06595	-0.5557	0.290079
44	-0.027269	-0.2298	0.409465
45	-0.024404	-0.2056	0.418832
46	-0.013008	-0.1096	0.456516
47	0.01836	0.1547	0.438746
48	0.222812	1.8774	0.032282

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.243613 & 2.0527 & 0.021893 \tabularnewline
2 & -0.057873 & -0.4876 & 0.313651 \tabularnewline
3 & -0.139675 & -1.1769 & 0.121578 \tabularnewline
4 & -0.113683 & -0.9579 & 0.170679 \tabularnewline
5 & -0.131134 & -1.105 & 0.136455 \tabularnewline
6 & -0.13527 & -1.1398 & 0.129098 \tabularnewline
7 & -0.135125 & -1.1386 & 0.129352 \tabularnewline
8 & -0.105007 & -0.8848 & 0.189623 \tabularnewline
9 & -0.111519 & -0.9397 & 0.175284 \tabularnewline
10 & -0.086808 & -0.7315 & 0.233453 \tabularnewline
11 & 0.201967 & 1.7018 & 0.046584 \tabularnewline
12 & 0.514995 & 4.3394 & 2.3e-05 \tabularnewline
13 & 0.104776 & 0.8829 & 0.190145 \tabularnewline
14 & -0.090197 & -0.76 & 0.224883 \tabularnewline
15 & -0.127619 & -1.0753 & 0.142933 \tabularnewline
16 & -0.11319 & -0.9538 & 0.171721 \tabularnewline
17 & -0.115108 & -0.9699 & 0.167691 \tabularnewline
18 & -0.117025 & -0.9861 & 0.163723 \tabularnewline
19 & -0.118943 & -1.0022 & 0.159818 \tabularnewline
20 & -0.095326 & -0.8032 & 0.212262 \tabularnewline
21 & -0.099775 & -0.8407 & 0.201664 \tabularnewline
22 & -0.050811 & -0.4281 & 0.334922 \tabularnewline
23 & 0.166955 & 1.4068 & 0.081926 \tabularnewline
24 & 0.422445 & 3.5596 & 0.000334 \tabularnewline
25 & 0.116521 & 0.9818 & 0.164761 \tabularnewline
26 & -0.093985 & -0.7919 & 0.215518 \tabularnewline
27 & -0.086683 & -0.7304 & 0.233773 \tabularnewline
28 & -0.070192 & -0.5914 & 0.27805 \tabularnewline
29 & -0.067984 & -0.5728 & 0.284281 \tabularnewline
30 & -0.069901 & -0.589 & 0.278866 \tabularnewline
31 & -0.067381 & -0.5678 & 0.285994 \tabularnewline
32 & -0.041232 & -0.3474 & 0.364648 \tabularnewline
33 & -0.038712 & -0.3262 & 0.37262 \tabularnewline
34 & -0.027471 & -0.2315 & 0.408805 \tabularnewline
35 & 0.030525 & 0.2572 & 0.398881 \tabularnewline
36 & 0.345928 & 2.9148 & 0.002379 \tabularnewline
37 & 0.16427 & 1.3842 & 0.085322 \tabularnewline
38 & -0.044174 & -0.3722 & 0.355421 \tabularnewline
39 & -0.072719 & -0.6127 & 0.271001 \tabularnewline
40 & -0.064323 & -0.542 & 0.294759 \tabularnewline
41 & -0.066241 & -0.5582 & 0.289248 \tabularnewline
42 & -0.068158 & -0.5743 & 0.283786 \tabularnewline
43 & -0.06595 & -0.5557 & 0.290079 \tabularnewline
44 & -0.027269 & -0.2298 & 0.409465 \tabularnewline
45 & -0.024404 & -0.2056 & 0.418832 \tabularnewline
46 & -0.013008 & -0.1096 & 0.456516 \tabularnewline
47 & 0.01836 & 0.1547 & 0.438746 \tabularnewline
48 & 0.222812 & 1.8774 & 0.032282 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=143825&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]0.243613[/C][C]2.0527[/C][C]0.021893[/C][/ROW]
[ROW][C]2[/C][C]-0.057873[/C][C]-0.4876[/C][C]0.313651[/C][/ROW]
[ROW][C]3[/C][C]-0.139675[/C][C]-1.1769[/C][C]0.121578[/C][/ROW]
[ROW][C]4[/C][C]-0.113683[/C][C]-0.9579[/C][C]0.170679[/C][/ROW]
[ROW][C]5[/C][C]-0.131134[/C][C]-1.105[/C][C]0.136455[/C][/ROW]
[ROW][C]6[/C][C]-0.13527[/C][C]-1.1398[/C][C]0.129098[/C][/ROW]
[ROW][C]7[/C][C]-0.135125[/C][C]-1.1386[/C][C]0.129352[/C][/ROW]
[ROW][C]8[/C][C]-0.105007[/C][C]-0.8848[/C][C]0.189623[/C][/ROW]
[ROW][C]9[/C][C]-0.111519[/C][C]-0.9397[/C][C]0.175284[/C][/ROW]
[ROW][C]10[/C][C]-0.086808[/C][C]-0.7315[/C][C]0.233453[/C][/ROW]
[ROW][C]11[/C][C]0.201967[/C][C]1.7018[/C][C]0.046584[/C][/ROW]
[ROW][C]12[/C][C]0.514995[/C][C]4.3394[/C][C]2.3e-05[/C][/ROW]
[ROW][C]13[/C][C]0.104776[/C][C]0.8829[/C][C]0.190145[/C][/ROW]
[ROW][C]14[/C][C]-0.090197[/C][C]-0.76[/C][C]0.224883[/C][/ROW]
[ROW][C]15[/C][C]-0.127619[/C][C]-1.0753[/C][C]0.142933[/C][/ROW]
[ROW][C]16[/C][C]-0.11319[/C][C]-0.9538[/C][C]0.171721[/C][/ROW]
[ROW][C]17[/C][C]-0.115108[/C][C]-0.9699[/C][C]0.167691[/C][/ROW]
[ROW][C]18[/C][C]-0.117025[/C][C]-0.9861[/C][C]0.163723[/C][/ROW]
[ROW][C]19[/C][C]-0.118943[/C][C]-1.0022[/C][C]0.159818[/C][/ROW]
[ROW][C]20[/C][C]-0.095326[/C][C]-0.8032[/C][C]0.212262[/C][/ROW]
[ROW][C]21[/C][C]-0.099775[/C][C]-0.8407[/C][C]0.201664[/C][/ROW]
[ROW][C]22[/C][C]-0.050811[/C][C]-0.4281[/C][C]0.334922[/C][/ROW]
[ROW][C]23[/C][C]0.166955[/C][C]1.4068[/C][C]0.081926[/C][/ROW]
[ROW][C]24[/C][C]0.422445[/C][C]3.5596[/C][C]0.000334[/C][/ROW]
[ROW][C]25[/C][C]0.116521[/C][C]0.9818[/C][C]0.164761[/C][/ROW]
[ROW][C]26[/C][C]-0.093985[/C][C]-0.7919[/C][C]0.215518[/C][/ROW]
[ROW][C]27[/C][C]-0.086683[/C][C]-0.7304[/C][C]0.233773[/C][/ROW]
[ROW][C]28[/C][C]-0.070192[/C][C]-0.5914[/C][C]0.27805[/C][/ROW]
[ROW][C]29[/C][C]-0.067984[/C][C]-0.5728[/C][C]0.284281[/C][/ROW]
[ROW][C]30[/C][C]-0.069901[/C][C]-0.589[/C][C]0.278866[/C][/ROW]
[ROW][C]31[/C][C]-0.067381[/C][C]-0.5678[/C][C]0.285994[/C][/ROW]
[ROW][C]32[/C][C]-0.041232[/C][C]-0.3474[/C][C]0.364648[/C][/ROW]
[ROW][C]33[/C][C]-0.038712[/C][C]-0.3262[/C][C]0.37262[/C][/ROW]
[ROW][C]34[/C][C]-0.027471[/C][C]-0.2315[/C][C]0.408805[/C][/ROW]
[ROW][C]35[/C][C]0.030525[/C][C]0.2572[/C][C]0.398881[/C][/ROW]
[ROW][C]36[/C][C]0.345928[/C][C]2.9148[/C][C]0.002379[/C][/ROW]
[ROW][C]37[/C][C]0.16427[/C][C]1.3842[/C][C]0.085322[/C][/ROW]
[ROW][C]38[/C][C]-0.044174[/C][C]-0.3722[/C][C]0.355421[/C][/ROW]
[ROW][C]39[/C][C]-0.072719[/C][C]-0.6127[/C][C]0.271001[/C][/ROW]
[ROW][C]40[/C][C]-0.064323[/C][C]-0.542[/C][C]0.294759[/C][/ROW]
[ROW][C]41[/C][C]-0.066241[/C][C]-0.5582[/C][C]0.289248[/C][/ROW]
[ROW][C]42[/C][C]-0.068158[/C][C]-0.5743[/C][C]0.283786[/C][/ROW]
[ROW][C]43[/C][C]-0.06595[/C][C]-0.5557[/C][C]0.290079[/C][/ROW]
[ROW][C]44[/C][C]-0.027269[/C][C]-0.2298[/C][C]0.409465[/C][/ROW]
[ROW][C]45[/C][C]-0.024404[/C][C]-0.2056[/C][C]0.418832[/C][/ROW]
[ROW][C]46[/C][C]-0.013008[/C][C]-0.1096[/C][C]0.456516[/C][/ROW]
[ROW][C]47[/C][C]0.01836[/C][C]0.1547[/C][C]0.438746[/C][/ROW]
[ROW][C]48[/C][C]0.222812[/C][C]1.8774[/C][C]0.032282[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=143825&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=143825&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	0.243613	2.0527	0.021893
2	-0.057873	-0.4876	0.313651
3	-0.139675	-1.1769	0.121578
4	-0.113683	-0.9579	0.170679
5	-0.131134	-1.105	0.136455
6	-0.13527	-1.1398	0.129098
7	-0.135125	-1.1386	0.129352
8	-0.105007	-0.8848	0.189623
9	-0.111519	-0.9397	0.175284
10	-0.086808	-0.7315	0.233453
11	0.201967	1.7018	0.046584
12	0.514995	4.3394	2.3e-05
13	0.104776	0.8829	0.190145
14	-0.090197	-0.76	0.224883
15	-0.127619	-1.0753	0.142933
16	-0.11319	-0.9538	0.171721
17	-0.115108	-0.9699	0.167691
18	-0.117025	-0.9861	0.163723
19	-0.118943	-1.0022	0.159818
20	-0.095326	-0.8032	0.212262
21	-0.099775	-0.8407	0.201664
22	-0.050811	-0.4281	0.334922
23	0.166955	1.4068	0.081926
24	0.422445	3.5596	0.000334
25	0.116521	0.9818	0.164761
26	-0.093985	-0.7919	0.215518
27	-0.086683	-0.7304	0.233773
28	-0.070192	-0.5914	0.27805
29	-0.067984	-0.5728	0.284281
30	-0.069901	-0.589	0.278866
31	-0.067381	-0.5678	0.285994
32	-0.041232	-0.3474	0.364648
33	-0.038712	-0.3262	0.37262
34	-0.027471	-0.2315	0.408805
35	0.030525	0.2572	0.398881
36	0.345928	2.9148	0.002379
37	0.16427	1.3842	0.085322
38	-0.044174	-0.3722	0.355421
39	-0.072719	-0.6127	0.271001
40	-0.064323	-0.542	0.294759
41	-0.066241	-0.5582	0.289248
42	-0.068158	-0.5743	0.283786
43	-0.06595	-0.5557	0.290079
44	-0.027269	-0.2298	0.409465
45	-0.024404	-0.2056	0.418832
46	-0.013008	-0.1096	0.456516
47	0.01836	0.1547	0.438746
48	0.222812	1.8774	0.032282

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.243613	2.0527	0.021893
2	-0.124616	-1.05	0.148632
3	-0.100926	-0.8504	0.198976
4	-0.063492	-0.535	0.297163
5	-0.11607	-0.978	0.165691
6	-0.114112	-0.9615	0.169776
7	-0.129092	-1.0878	0.140192
8	-0.116909	-0.9851	0.163962
9	-0.161258	-1.3588	0.089259
10	-0.150573	-1.2687	0.104337
11	0.154263	1.2998	0.098929
12	0.398517	3.358	0.000633
13	-0.157181	-1.3244	0.094804
14	-0.070175	-0.5913	0.278096
15	-0.038412	-0.3237	0.373572
16	-0.073362	-0.6182	0.269224
17	-0.060911	-0.5132	0.304687
18	-0.0582	-0.4904	0.31268
19	-0.076872	-0.6477	0.259622
20	-0.087175	-0.7345	0.232516
21	-0.082226	-0.6928	0.245332
22	-0.055913	-0.4711	0.319497
23	-0.05951	-0.5014	0.308807
24	0.142827	1.2035	0.116393
25	-0.033355	-0.2811	0.389744
26	-0.114553	-0.9652	0.168851
27	0.002424	0.0204	0.491882
28	-0.028205	-0.2377	0.406415
29	-0.036537	-0.3079	0.379541
30	-0.01551	-0.1307	0.448194
31	-0.009485	-0.0799	0.468261
32	-0.003904	-0.0329	0.486924
33	-0.002591	-0.0218	0.491322
34	-0.025167	-0.2121	0.416335
35	-0.215053	-1.8121	0.037102
36	0.11186	0.9425	0.174554
37	0.095833	0.8075	0.211038
38	-0.051085	-0.4304	0.334087
39	-0.026885	-0.2265	0.410717
40	-0.002971	-0.025	0.490048
41	-0.039035	-0.3289	0.371595
42	-0.032797	-0.2764	0.391541
43	-0.004117	-0.0347	0.486212
44	0.000238	0.002	0.499203
45	-0.033204	-0.2798	0.390229
46	0.075461	0.6358	0.26346
47	-0.048724	-0.4106	0.341316
48	-0.124423	-1.0484	0.149004

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.243613 & 2.0527 & 0.021893 \tabularnewline
2 & -0.124616 & -1.05 & 0.148632 \tabularnewline
3 & -0.100926 & -0.8504 & 0.198976 \tabularnewline
4 & -0.063492 & -0.535 & 0.297163 \tabularnewline
5 & -0.11607 & -0.978 & 0.165691 \tabularnewline
6 & -0.114112 & -0.9615 & 0.169776 \tabularnewline
7 & -0.129092 & -1.0878 & 0.140192 \tabularnewline
8 & -0.116909 & -0.9851 & 0.163962 \tabularnewline
9 & -0.161258 & -1.3588 & 0.089259 \tabularnewline
10 & -0.150573 & -1.2687 & 0.104337 \tabularnewline
11 & 0.154263 & 1.2998 & 0.098929 \tabularnewline
12 & 0.398517 & 3.358 & 0.000633 \tabularnewline
13 & -0.157181 & -1.3244 & 0.094804 \tabularnewline
14 & -0.070175 & -0.5913 & 0.278096 \tabularnewline
15 & -0.038412 & -0.3237 & 0.373572 \tabularnewline
16 & -0.073362 & -0.6182 & 0.269224 \tabularnewline
17 & -0.060911 & -0.5132 & 0.304687 \tabularnewline
18 & -0.0582 & -0.4904 & 0.31268 \tabularnewline
19 & -0.076872 & -0.6477 & 0.259622 \tabularnewline
20 & -0.087175 & -0.7345 & 0.232516 \tabularnewline
21 & -0.082226 & -0.6928 & 0.245332 \tabularnewline
22 & -0.055913 & -0.4711 & 0.319497 \tabularnewline
23 & -0.05951 & -0.5014 & 0.308807 \tabularnewline
24 & 0.142827 & 1.2035 & 0.116393 \tabularnewline
25 & -0.033355 & -0.2811 & 0.389744 \tabularnewline
26 & -0.114553 & -0.9652 & 0.168851 \tabularnewline
27 & 0.002424 & 0.0204 & 0.491882 \tabularnewline
28 & -0.028205 & -0.2377 & 0.406415 \tabularnewline
29 & -0.036537 & -0.3079 & 0.379541 \tabularnewline
30 & -0.01551 & -0.1307 & 0.448194 \tabularnewline
31 & -0.009485 & -0.0799 & 0.468261 \tabularnewline
32 & -0.003904 & -0.0329 & 0.486924 \tabularnewline
33 & -0.002591 & -0.0218 & 0.491322 \tabularnewline
34 & -0.025167 & -0.2121 & 0.416335 \tabularnewline
35 & -0.215053 & -1.8121 & 0.037102 \tabularnewline
36 & 0.11186 & 0.9425 & 0.174554 \tabularnewline
37 & 0.095833 & 0.8075 & 0.211038 \tabularnewline
38 & -0.051085 & -0.4304 & 0.334087 \tabularnewline
39 & -0.026885 & -0.2265 & 0.410717 \tabularnewline
40 & -0.002971 & -0.025 & 0.490048 \tabularnewline
41 & -0.039035 & -0.3289 & 0.371595 \tabularnewline
42 & -0.032797 & -0.2764 & 0.391541 \tabularnewline
43 & -0.004117 & -0.0347 & 0.486212 \tabularnewline
44 & 0.000238 & 0.002 & 0.499203 \tabularnewline
45 & -0.033204 & -0.2798 & 0.390229 \tabularnewline
46 & 0.075461 & 0.6358 & 0.26346 \tabularnewline
47 & -0.048724 & -0.4106 & 0.341316 \tabularnewline
48 & -0.124423 & -1.0484 & 0.149004 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=143825&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]0.243613[/C][C]2.0527[/C][C]0.021893[/C][/ROW]
[ROW][C]2[/C][C]-0.124616[/C][C]-1.05[/C][C]0.148632[/C][/ROW]
[ROW][C]3[/C][C]-0.100926[/C][C]-0.8504[/C][C]0.198976[/C][/ROW]
[ROW][C]4[/C][C]-0.063492[/C][C]-0.535[/C][C]0.297163[/C][/ROW]
[ROW][C]5[/C][C]-0.11607[/C][C]-0.978[/C][C]0.165691[/C][/ROW]
[ROW][C]6[/C][C]-0.114112[/C][C]-0.9615[/C][C]0.169776[/C][/ROW]
[ROW][C]7[/C][C]-0.129092[/C][C]-1.0878[/C][C]0.140192[/C][/ROW]
[ROW][C]8[/C][C]-0.116909[/C][C]-0.9851[/C][C]0.163962[/C][/ROW]
[ROW][C]9[/C][C]-0.161258[/C][C]-1.3588[/C][C]0.089259[/C][/ROW]
[ROW][C]10[/C][C]-0.150573[/C][C]-1.2687[/C][C]0.104337[/C][/ROW]
[ROW][C]11[/C][C]0.154263[/C][C]1.2998[/C][C]0.098929[/C][/ROW]
[ROW][C]12[/C][C]0.398517[/C][C]3.358[/C][C]0.000633[/C][/ROW]
[ROW][C]13[/C][C]-0.157181[/C][C]-1.3244[/C][C]0.094804[/C][/ROW]
[ROW][C]14[/C][C]-0.070175[/C][C]-0.5913[/C][C]0.278096[/C][/ROW]
[ROW][C]15[/C][C]-0.038412[/C][C]-0.3237[/C][C]0.373572[/C][/ROW]
[ROW][C]16[/C][C]-0.073362[/C][C]-0.6182[/C][C]0.269224[/C][/ROW]
[ROW][C]17[/C][C]-0.060911[/C][C]-0.5132[/C][C]0.304687[/C][/ROW]
[ROW][C]18[/C][C]-0.0582[/C][C]-0.4904[/C][C]0.31268[/C][/ROW]
[ROW][C]19[/C][C]-0.076872[/C][C]-0.6477[/C][C]0.259622[/C][/ROW]
[ROW][C]20[/C][C]-0.087175[/C][C]-0.7345[/C][C]0.232516[/C][/ROW]
[ROW][C]21[/C][C]-0.082226[/C][C]-0.6928[/C][C]0.245332[/C][/ROW]
[ROW][C]22[/C][C]-0.055913[/C][C]-0.4711[/C][C]0.319497[/C][/ROW]
[ROW][C]23[/C][C]-0.05951[/C][C]-0.5014[/C][C]0.308807[/C][/ROW]
[ROW][C]24[/C][C]0.142827[/C][C]1.2035[/C][C]0.116393[/C][/ROW]
[ROW][C]25[/C][C]-0.033355[/C][C]-0.2811[/C][C]0.389744[/C][/ROW]
[ROW][C]26[/C][C]-0.114553[/C][C]-0.9652[/C][C]0.168851[/C][/ROW]
[ROW][C]27[/C][C]0.002424[/C][C]0.0204[/C][C]0.491882[/C][/ROW]
[ROW][C]28[/C][C]-0.028205[/C][C]-0.2377[/C][C]0.406415[/C][/ROW]
[ROW][C]29[/C][C]-0.036537[/C][C]-0.3079[/C][C]0.379541[/C][/ROW]
[ROW][C]30[/C][C]-0.01551[/C][C]-0.1307[/C][C]0.448194[/C][/ROW]
[ROW][C]31[/C][C]-0.009485[/C][C]-0.0799[/C][C]0.468261[/C][/ROW]
[ROW][C]32[/C][C]-0.003904[/C][C]-0.0329[/C][C]0.486924[/C][/ROW]
[ROW][C]33[/C][C]-0.002591[/C][C]-0.0218[/C][C]0.491322[/C][/ROW]
[ROW][C]34[/C][C]-0.025167[/C][C]-0.2121[/C][C]0.416335[/C][/ROW]
[ROW][C]35[/C][C]-0.215053[/C][C]-1.8121[/C][C]0.037102[/C][/ROW]
[ROW][C]36[/C][C]0.11186[/C][C]0.9425[/C][C]0.174554[/C][/ROW]
[ROW][C]37[/C][C]0.095833[/C][C]0.8075[/C][C]0.211038[/C][/ROW]
[ROW][C]38[/C][C]-0.051085[/C][C]-0.4304[/C][C]0.334087[/C][/ROW]
[ROW][C]39[/C][C]-0.026885[/C][C]-0.2265[/C][C]0.410717[/C][/ROW]
[ROW][C]40[/C][C]-0.002971[/C][C]-0.025[/C][C]0.490048[/C][/ROW]
[ROW][C]41[/C][C]-0.039035[/C][C]-0.3289[/C][C]0.371595[/C][/ROW]
[ROW][C]42[/C][C]-0.032797[/C][C]-0.2764[/C][C]0.391541[/C][/ROW]
[ROW][C]43[/C][C]-0.004117[/C][C]-0.0347[/C][C]0.486212[/C][/ROW]
[ROW][C]44[/C][C]0.000238[/C][C]0.002[/C][C]0.499203[/C][/ROW]
[ROW][C]45[/C][C]-0.033204[/C][C]-0.2798[/C][C]0.390229[/C][/ROW]
[ROW][C]46[/C][C]0.075461[/C][C]0.6358[/C][C]0.26346[/C][/ROW]
[ROW][C]47[/C][C]-0.048724[/C][C]-0.4106[/C][C]0.341316[/C][/ROW]
[ROW][C]48[/C][C]-0.124423[/C][C]-1.0484[/C][C]0.149004[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=143825&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=143825&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	0.243613	2.0527	0.021893
2	-0.124616	-1.05	0.148632
3	-0.100926	-0.8504	0.198976
4	-0.063492	-0.535	0.297163
5	-0.11607	-0.978	0.165691
6	-0.114112	-0.9615	0.169776
7	-0.129092	-1.0878	0.140192
8	-0.116909	-0.9851	0.163962
9	-0.161258	-1.3588	0.089259
10	-0.150573	-1.2687	0.104337
11	0.154263	1.2998	0.098929
12	0.398517	3.358	0.000633
13	-0.157181	-1.3244	0.094804
14	-0.070175	-0.5913	0.278096
15	-0.038412	-0.3237	0.373572
16	-0.073362	-0.6182	0.269224
17	-0.060911	-0.5132	0.304687
18	-0.0582	-0.4904	0.31268
19	-0.076872	-0.6477	0.259622
20	-0.087175	-0.7345	0.232516
21	-0.082226	-0.6928	0.245332
22	-0.055913	-0.4711	0.319497
23	-0.05951	-0.5014	0.308807
24	0.142827	1.2035	0.116393
25	-0.033355	-0.2811	0.389744
26	-0.114553	-0.9652	0.168851
27	0.002424	0.0204	0.491882
28	-0.028205	-0.2377	0.406415
29	-0.036537	-0.3079	0.379541
30	-0.01551	-0.1307	0.448194
31	-0.009485	-0.0799	0.468261
32	-0.003904	-0.0329	0.486924
33	-0.002591	-0.0218	0.491322
34	-0.025167	-0.2121	0.416335
35	-0.215053	-1.8121	0.037102
36	0.11186	0.9425	0.174554
37	0.095833	0.8075	0.211038
38	-0.051085	-0.4304	0.334087
39	-0.026885	-0.2265	0.410717
40	-0.002971	-0.025	0.490048
41	-0.039035	-0.3289	0.371595
42	-0.032797	-0.2764	0.391541
43	-0.004117	-0.0347	0.486212
44	0.000238	0.002	0.499203
45	-0.033204	-0.2798	0.390229
46	0.075461	0.6358	0.26346
47	-0.048724	-0.4106	0.341316
48	-0.124423	-1.0484	0.149004

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