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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Mon, 12 Nov 2012 06:09:46 -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/2012/Nov/12/t1352718617i1swvvembjttka7.htm/, Retrieved Sun, 28 Apr 2024 23:12:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=187770, Retrieved Sun, 28 Apr 2024 23:12:40 +0000

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User-defined keywords

Estimated Impact

123

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

-     [Univariate Data Series] [Ontvangsten ge�nd...] [2012-10-07 17:57:08] [7e0b1fc7e94581fb4f84255f8aa2fbc5]
- RMP   [Central Tendency] [Centrummaten ontv...] [2012-10-11 15:49:27] [7e0b1fc7e94581fb4f84255f8aa2fbc5]
- R  D    [Central Tendency] [Centrummaten ontv...] [2012-10-11 15:56:24] [7e0b1fc7e94581fb4f84255f8aa2fbc5]
- RMP       [Mean Plot] [Ontvangsten schat...] [2012-10-18 14:12:08] [7e0b1fc7e94581fb4f84255f8aa2fbc5]
- RMP         [(Partial) Autocorrelation Function] [schatkist autocor...] [2012-11-12 11:07:31] [7e0b1fc7e94581fb4f84255f8aa2fbc5]
- R P             [(Partial) Autocorrelation Function] [schatkist autocor...] [2012-11-12 11:09:46] [1fc6f30e88849aa85fd62e34f240f44c] [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	2 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=187770&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=187770&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=187770&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.548367	-4.9959	2e-06
2	-0.080136	-0.7301	0.233701
3	0.238684	2.1745	0.016257
4	-0.069623	-0.6343	0.263818
5	-0.257178	-2.343	0.010761
6	0.448664	4.0875	5e-05
7	-0.292034	-2.6606	0.004681
8	0.010631	0.0969	0.461539
9	0.171438	1.5619	0.061061
10	-0.052727	-0.4804	0.316116
11	-0.476684	-4.3428	2e-05
12	0.82333	7.5009	0
13	-0.470757	-4.2888	2.4e-05
14	-0.04918	-0.4481	0.32764
15	0.198407	1.8076	0.037148
16	-0.077077	-0.7022	0.242257
17	-0.193054	-1.7588	0.041148
18	0.378577	3.449	0.000443
19	-0.26375	-2.4029	0.009248
20	0.044552	0.4059	0.342934
21	0.113671	1.0356	0.151701
22	-0.0476	-0.4337	0.332831
23	-0.374864	-3.4152	0.000494
24	0.666698	6.0739	0
25	-0.403998	-3.6806	0.000206
26	-0.018298	-0.1667	0.434005
27	0.163012	1.4851	0.070652
28	-0.07403	-0.6744	0.250952
29	-0.129876	-1.1832	0.120048
30	0.288384	2.6273	0.005124
31	-0.235583	-2.1463	0.017386
32	0.06913	0.6298	0.265277
33	0.084371	0.7687	0.22214
34	-0.050975	-0.4644	0.321788
35	-0.298082	-2.7157	0.004023
36	0.545036	4.9655	2e-06
37	-0.324884	-2.9598	0.002005
38	-0.024877	-0.2266	0.41063
39	0.158332	1.4425	0.076466
40	-0.100635	-0.9168	0.180946
41	-0.093497	-0.8518	0.198388
42	0.246166	2.2427	0.013792
43	-0.213413	-1.9443	0.027624
44	0.069681	0.6348	0.263646
45	0.075545	0.6883	0.246607
46	-0.048038	-0.4376	0.33139
47	-0.218171	-1.9876	0.025075
48	0.396257	3.6101	0.000261

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.548367 & -4.9959 & 2e-06 \tabularnewline
2 & -0.080136 & -0.7301 & 0.233701 \tabularnewline
3 & 0.238684 & 2.1745 & 0.016257 \tabularnewline
4 & -0.069623 & -0.6343 & 0.263818 \tabularnewline
5 & -0.257178 & -2.343 & 0.010761 \tabularnewline
6 & 0.448664 & 4.0875 & 5e-05 \tabularnewline
7 & -0.292034 & -2.6606 & 0.004681 \tabularnewline
8 & 0.010631 & 0.0969 & 0.461539 \tabularnewline
9 & 0.171438 & 1.5619 & 0.061061 \tabularnewline
10 & -0.052727 & -0.4804 & 0.316116 \tabularnewline
11 & -0.476684 & -4.3428 & 2e-05 \tabularnewline
12 & 0.82333 & 7.5009 & 0 \tabularnewline
13 & -0.470757 & -4.2888 & 2.4e-05 \tabularnewline
14 & -0.04918 & -0.4481 & 0.32764 \tabularnewline
15 & 0.198407 & 1.8076 & 0.037148 \tabularnewline
16 & -0.077077 & -0.7022 & 0.242257 \tabularnewline
17 & -0.193054 & -1.7588 & 0.041148 \tabularnewline
18 & 0.378577 & 3.449 & 0.000443 \tabularnewline
19 & -0.26375 & -2.4029 & 0.009248 \tabularnewline
20 & 0.044552 & 0.4059 & 0.342934 \tabularnewline
21 & 0.113671 & 1.0356 & 0.151701 \tabularnewline
22 & -0.0476 & -0.4337 & 0.332831 \tabularnewline
23 & -0.374864 & -3.4152 & 0.000494 \tabularnewline
24 & 0.666698 & 6.0739 & 0 \tabularnewline
25 & -0.403998 & -3.6806 & 0.000206 \tabularnewline
26 & -0.018298 & -0.1667 & 0.434005 \tabularnewline
27 & 0.163012 & 1.4851 & 0.070652 \tabularnewline
28 & -0.07403 & -0.6744 & 0.250952 \tabularnewline
29 & -0.129876 & -1.1832 & 0.120048 \tabularnewline
30 & 0.288384 & 2.6273 & 0.005124 \tabularnewline
31 & -0.235583 & -2.1463 & 0.017386 \tabularnewline
32 & 0.06913 & 0.6298 & 0.265277 \tabularnewline
33 & 0.084371 & 0.7687 & 0.22214 \tabularnewline
34 & -0.050975 & -0.4644 & 0.321788 \tabularnewline
35 & -0.298082 & -2.7157 & 0.004023 \tabularnewline
36 & 0.545036 & 4.9655 & 2e-06 \tabularnewline
37 & -0.324884 & -2.9598 & 0.002005 \tabularnewline
38 & -0.024877 & -0.2266 & 0.41063 \tabularnewline
39 & 0.158332 & 1.4425 & 0.076466 \tabularnewline
40 & -0.100635 & -0.9168 & 0.180946 \tabularnewline
41 & -0.093497 & -0.8518 & 0.198388 \tabularnewline
42 & 0.246166 & 2.2427 & 0.013792 \tabularnewline
43 & -0.213413 & -1.9443 & 0.027624 \tabularnewline
44 & 0.069681 & 0.6348 & 0.263646 \tabularnewline
45 & 0.075545 & 0.6883 & 0.246607 \tabularnewline
46 & -0.048038 & -0.4376 & 0.33139 \tabularnewline
47 & -0.218171 & -1.9876 & 0.025075 \tabularnewline
48 & 0.396257 & 3.6101 & 0.000261 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=187770&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]-0.548367[/C][C]-4.9959[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.080136[/C][C]-0.7301[/C][C]0.233701[/C][/ROW]
[ROW][C]3[/C][C]0.238684[/C][C]2.1745[/C][C]0.016257[/C][/ROW]
[ROW][C]4[/C][C]-0.069623[/C][C]-0.6343[/C][C]0.263818[/C][/ROW]
[ROW][C]5[/C][C]-0.257178[/C][C]-2.343[/C][C]0.010761[/C][/ROW]
[ROW][C]6[/C][C]0.448664[/C][C]4.0875[/C][C]5e-05[/C][/ROW]
[ROW][C]7[/C][C]-0.292034[/C][C]-2.6606[/C][C]0.004681[/C][/ROW]
[ROW][C]8[/C][C]0.010631[/C][C]0.0969[/C][C]0.461539[/C][/ROW]
[ROW][C]9[/C][C]0.171438[/C][C]1.5619[/C][C]0.061061[/C][/ROW]
[ROW][C]10[/C][C]-0.052727[/C][C]-0.4804[/C][C]0.316116[/C][/ROW]
[ROW][C]11[/C][C]-0.476684[/C][C]-4.3428[/C][C]2e-05[/C][/ROW]
[ROW][C]12[/C][C]0.82333[/C][C]7.5009[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.470757[/C][C]-4.2888[/C][C]2.4e-05[/C][/ROW]
[ROW][C]14[/C][C]-0.04918[/C][C]-0.4481[/C][C]0.32764[/C][/ROW]
[ROW][C]15[/C][C]0.198407[/C][C]1.8076[/C][C]0.037148[/C][/ROW]
[ROW][C]16[/C][C]-0.077077[/C][C]-0.7022[/C][C]0.242257[/C][/ROW]
[ROW][C]17[/C][C]-0.193054[/C][C]-1.7588[/C][C]0.041148[/C][/ROW]
[ROW][C]18[/C][C]0.378577[/C][C]3.449[/C][C]0.000443[/C][/ROW]
[ROW][C]19[/C][C]-0.26375[/C][C]-2.4029[/C][C]0.009248[/C][/ROW]
[ROW][C]20[/C][C]0.044552[/C][C]0.4059[/C][C]0.342934[/C][/ROW]
[ROW][C]21[/C][C]0.113671[/C][C]1.0356[/C][C]0.151701[/C][/ROW]
[ROW][C]22[/C][C]-0.0476[/C][C]-0.4337[/C][C]0.332831[/C][/ROW]
[ROW][C]23[/C][C]-0.374864[/C][C]-3.4152[/C][C]0.000494[/C][/ROW]
[ROW][C]24[/C][C]0.666698[/C][C]6.0739[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]-0.403998[/C][C]-3.6806[/C][C]0.000206[/C][/ROW]
[ROW][C]26[/C][C]-0.018298[/C][C]-0.1667[/C][C]0.434005[/C][/ROW]
[ROW][C]27[/C][C]0.163012[/C][C]1.4851[/C][C]0.070652[/C][/ROW]
[ROW][C]28[/C][C]-0.07403[/C][C]-0.6744[/C][C]0.250952[/C][/ROW]
[ROW][C]29[/C][C]-0.129876[/C][C]-1.1832[/C][C]0.120048[/C][/ROW]
[ROW][C]30[/C][C]0.288384[/C][C]2.6273[/C][C]0.005124[/C][/ROW]
[ROW][C]31[/C][C]-0.235583[/C][C]-2.1463[/C][C]0.017386[/C][/ROW]
[ROW][C]32[/C][C]0.06913[/C][C]0.6298[/C][C]0.265277[/C][/ROW]
[ROW][C]33[/C][C]0.084371[/C][C]0.7687[/C][C]0.22214[/C][/ROW]
[ROW][C]34[/C][C]-0.050975[/C][C]-0.4644[/C][C]0.321788[/C][/ROW]
[ROW][C]35[/C][C]-0.298082[/C][C]-2.7157[/C][C]0.004023[/C][/ROW]
[ROW][C]36[/C][C]0.545036[/C][C]4.9655[/C][C]2e-06[/C][/ROW]
[ROW][C]37[/C][C]-0.324884[/C][C]-2.9598[/C][C]0.002005[/C][/ROW]
[ROW][C]38[/C][C]-0.024877[/C][C]-0.2266[/C][C]0.41063[/C][/ROW]
[ROW][C]39[/C][C]0.158332[/C][C]1.4425[/C][C]0.076466[/C][/ROW]
[ROW][C]40[/C][C]-0.100635[/C][C]-0.9168[/C][C]0.180946[/C][/ROW]
[ROW][C]41[/C][C]-0.093497[/C][C]-0.8518[/C][C]0.198388[/C][/ROW]
[ROW][C]42[/C][C]0.246166[/C][C]2.2427[/C][C]0.013792[/C][/ROW]
[ROW][C]43[/C][C]-0.213413[/C][C]-1.9443[/C][C]0.027624[/C][/ROW]
[ROW][C]44[/C][C]0.069681[/C][C]0.6348[/C][C]0.263646[/C][/ROW]
[ROW][C]45[/C][C]0.075545[/C][C]0.6883[/C][C]0.246607[/C][/ROW]
[ROW][C]46[/C][C]-0.048038[/C][C]-0.4376[/C][C]0.33139[/C][/ROW]
[ROW][C]47[/C][C]-0.218171[/C][C]-1.9876[/C][C]0.025075[/C][/ROW]
[ROW][C]48[/C][C]0.396257[/C][C]3.6101[/C][C]0.000261[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=187770&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=187770&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	-0.548367	-4.9959	2e-06
2	-0.080136	-0.7301	0.233701
3	0.238684	2.1745	0.016257
4	-0.069623	-0.6343	0.263818
5	-0.257178	-2.343	0.010761
6	0.448664	4.0875	5e-05
7	-0.292034	-2.6606	0.004681
8	0.010631	0.0969	0.461539
9	0.171438	1.5619	0.061061
10	-0.052727	-0.4804	0.316116
11	-0.476684	-4.3428	2e-05
12	0.82333	7.5009	0
13	-0.470757	-4.2888	2.4e-05
14	-0.04918	-0.4481	0.32764
15	0.198407	1.8076	0.037148
16	-0.077077	-0.7022	0.242257
17	-0.193054	-1.7588	0.041148
18	0.378577	3.449	0.000443
19	-0.26375	-2.4029	0.009248
20	0.044552	0.4059	0.342934
21	0.113671	1.0356	0.151701
22	-0.0476	-0.4337	0.332831
23	-0.374864	-3.4152	0.000494
24	0.666698	6.0739	0
25	-0.403998	-3.6806	0.000206
26	-0.018298	-0.1667	0.434005
27	0.163012	1.4851	0.070652
28	-0.07403	-0.6744	0.250952
29	-0.129876	-1.1832	0.120048
30	0.288384	2.6273	0.005124
31	-0.235583	-2.1463	0.017386
32	0.06913	0.6298	0.265277
33	0.084371	0.7687	0.22214
34	-0.050975	-0.4644	0.321788
35	-0.298082	-2.7157	0.004023
36	0.545036	4.9655	2e-06
37	-0.324884	-2.9598	0.002005
38	-0.024877	-0.2266	0.41063
39	0.158332	1.4425	0.076466
40	-0.100635	-0.9168	0.180946
41	-0.093497	-0.8518	0.198388
42	0.246166	2.2427	0.013792
43	-0.213413	-1.9443	0.027624
44	0.069681	0.6348	0.263646
45	0.075545	0.6883	0.246607
46	-0.048038	-0.4376	0.33139
47	-0.218171	-1.9876	0.025075
48	0.396257	3.6101	0.000261

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.548367	-4.9959	2e-06
2	-0.544609	-4.9616	2e-06
3	-0.259895	-2.3678	0.010111
4	-0.081699	-0.7443	0.229395
5	-0.443675	-4.0421	5.9e-05
6	-0.014496	-0.1321	0.447625
7	-0.104699	-0.9539	0.171465
8	-0.02444	-0.2227	0.412173
9	0.116148	1.0582	0.146526
10	0.300612	2.7387	0.003774
11	-0.615786	-5.6101	0
12	0.28855	2.6288	0.005104
13	0.082632	0.7528	0.226846
14	0.179332	1.6338	0.053045
15	-0.15196	-1.3844	0.084971
16	-0.133882	-1.2197	0.113012
17	0.029082	0.265	0.395852
18	-0.090221	-0.822	0.206729
19	0.119045	1.0846	0.14063
20	-0.005282	-0.0481	0.480867
21	0.111418	1.0151	0.156512
22	-0.103015	-0.9385	0.175353
23	0.052416	0.4775	0.31712
24	0.018982	0.1729	0.431563
25	-0.017036	-0.1552	0.438519
26	-0.05529	-0.5037	0.307897
27	-0.125499	-1.1434	0.12809
28	0.019802	0.1804	0.428636
29	0.056416	0.514	0.304319
30	0.061457	0.5599	0.288527
31	-0.018266	-0.1664	0.434118
32	-0.034221	-0.3118	0.378
33	0.083805	0.7635	0.223664
34	0.052923	0.4821	0.315484
35	-0.001331	-0.0121	0.495177
36	-0.084866	-0.7732	0.220811
37	0.026609	0.2424	0.404528
38	-0.047963	-0.437	0.331636
39	0.09064	0.8258	0.205651
40	-0.058525	-0.5332	0.297663
41	-0.119093	-1.085	0.140534
42	-0.075684	-0.6895	0.246212
43	-0.026574	-0.2421	0.404651
44	0.054111	0.493	0.311667
45	-0.070413	-0.6415	0.261486
46	0.023018	0.2097	0.417205
47	0.098611	0.8984	0.185789
48	-0.030526	-0.2781	0.390813

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.548367 & -4.9959 & 2e-06 \tabularnewline
2 & -0.544609 & -4.9616 & 2e-06 \tabularnewline
3 & -0.259895 & -2.3678 & 0.010111 \tabularnewline
4 & -0.081699 & -0.7443 & 0.229395 \tabularnewline
5 & -0.443675 & -4.0421 & 5.9e-05 \tabularnewline
6 & -0.014496 & -0.1321 & 0.447625 \tabularnewline
7 & -0.104699 & -0.9539 & 0.171465 \tabularnewline
8 & -0.02444 & -0.2227 & 0.412173 \tabularnewline
9 & 0.116148 & 1.0582 & 0.146526 \tabularnewline
10 & 0.300612 & 2.7387 & 0.003774 \tabularnewline
11 & -0.615786 & -5.6101 & 0 \tabularnewline
12 & 0.28855 & 2.6288 & 0.005104 \tabularnewline
13 & 0.082632 & 0.7528 & 0.226846 \tabularnewline
14 & 0.179332 & 1.6338 & 0.053045 \tabularnewline
15 & -0.15196 & -1.3844 & 0.084971 \tabularnewline
16 & -0.133882 & -1.2197 & 0.113012 \tabularnewline
17 & 0.029082 & 0.265 & 0.395852 \tabularnewline
18 & -0.090221 & -0.822 & 0.206729 \tabularnewline
19 & 0.119045 & 1.0846 & 0.14063 \tabularnewline
20 & -0.005282 & -0.0481 & 0.480867 \tabularnewline
21 & 0.111418 & 1.0151 & 0.156512 \tabularnewline
22 & -0.103015 & -0.9385 & 0.175353 \tabularnewline
23 & 0.052416 & 0.4775 & 0.31712 \tabularnewline
24 & 0.018982 & 0.1729 & 0.431563 \tabularnewline
25 & -0.017036 & -0.1552 & 0.438519 \tabularnewline
26 & -0.05529 & -0.5037 & 0.307897 \tabularnewline
27 & -0.125499 & -1.1434 & 0.12809 \tabularnewline
28 & 0.019802 & 0.1804 & 0.428636 \tabularnewline
29 & 0.056416 & 0.514 & 0.304319 \tabularnewline
30 & 0.061457 & 0.5599 & 0.288527 \tabularnewline
31 & -0.018266 & -0.1664 & 0.434118 \tabularnewline
32 & -0.034221 & -0.3118 & 0.378 \tabularnewline
33 & 0.083805 & 0.7635 & 0.223664 \tabularnewline
34 & 0.052923 & 0.4821 & 0.315484 \tabularnewline
35 & -0.001331 & -0.0121 & 0.495177 \tabularnewline
36 & -0.084866 & -0.7732 & 0.220811 \tabularnewline
37 & 0.026609 & 0.2424 & 0.404528 \tabularnewline
38 & -0.047963 & -0.437 & 0.331636 \tabularnewline
39 & 0.09064 & 0.8258 & 0.205651 \tabularnewline
40 & -0.058525 & -0.5332 & 0.297663 \tabularnewline
41 & -0.119093 & -1.085 & 0.140534 \tabularnewline
42 & -0.075684 & -0.6895 & 0.246212 \tabularnewline
43 & -0.026574 & -0.2421 & 0.404651 \tabularnewline
44 & 0.054111 & 0.493 & 0.311667 \tabularnewline
45 & -0.070413 & -0.6415 & 0.261486 \tabularnewline
46 & 0.023018 & 0.2097 & 0.417205 \tabularnewline
47 & 0.098611 & 0.8984 & 0.185789 \tabularnewline
48 & -0.030526 & -0.2781 & 0.390813 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=187770&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]-0.548367[/C][C]-4.9959[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]-0.544609[/C][C]-4.9616[/C][C]2e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.259895[/C][C]-2.3678[/C][C]0.010111[/C][/ROW]
[ROW][C]4[/C][C]-0.081699[/C][C]-0.7443[/C][C]0.229395[/C][/ROW]
[ROW][C]5[/C][C]-0.443675[/C][C]-4.0421[/C][C]5.9e-05[/C][/ROW]
[ROW][C]6[/C][C]-0.014496[/C][C]-0.1321[/C][C]0.447625[/C][/ROW]
[ROW][C]7[/C][C]-0.104699[/C][C]-0.9539[/C][C]0.171465[/C][/ROW]
[ROW][C]8[/C][C]-0.02444[/C][C]-0.2227[/C][C]0.412173[/C][/ROW]
[ROW][C]9[/C][C]0.116148[/C][C]1.0582[/C][C]0.146526[/C][/ROW]
[ROW][C]10[/C][C]0.300612[/C][C]2.7387[/C][C]0.003774[/C][/ROW]
[ROW][C]11[/C][C]-0.615786[/C][C]-5.6101[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.28855[/C][C]2.6288[/C][C]0.005104[/C][/ROW]
[ROW][C]13[/C][C]0.082632[/C][C]0.7528[/C][C]0.226846[/C][/ROW]
[ROW][C]14[/C][C]0.179332[/C][C]1.6338[/C][C]0.053045[/C][/ROW]
[ROW][C]15[/C][C]-0.15196[/C][C]-1.3844[/C][C]0.084971[/C][/ROW]
[ROW][C]16[/C][C]-0.133882[/C][C]-1.2197[/C][C]0.113012[/C][/ROW]
[ROW][C]17[/C][C]0.029082[/C][C]0.265[/C][C]0.395852[/C][/ROW]
[ROW][C]18[/C][C]-0.090221[/C][C]-0.822[/C][C]0.206729[/C][/ROW]
[ROW][C]19[/C][C]0.119045[/C][C]1.0846[/C][C]0.14063[/C][/ROW]
[ROW][C]20[/C][C]-0.005282[/C][C]-0.0481[/C][C]0.480867[/C][/ROW]
[ROW][C]21[/C][C]0.111418[/C][C]1.0151[/C][C]0.156512[/C][/ROW]
[ROW][C]22[/C][C]-0.103015[/C][C]-0.9385[/C][C]0.175353[/C][/ROW]
[ROW][C]23[/C][C]0.052416[/C][C]0.4775[/C][C]0.31712[/C][/ROW]
[ROW][C]24[/C][C]0.018982[/C][C]0.1729[/C][C]0.431563[/C][/ROW]
[ROW][C]25[/C][C]-0.017036[/C][C]-0.1552[/C][C]0.438519[/C][/ROW]
[ROW][C]26[/C][C]-0.05529[/C][C]-0.5037[/C][C]0.307897[/C][/ROW]
[ROW][C]27[/C][C]-0.125499[/C][C]-1.1434[/C][C]0.12809[/C][/ROW]
[ROW][C]28[/C][C]0.019802[/C][C]0.1804[/C][C]0.428636[/C][/ROW]
[ROW][C]29[/C][C]0.056416[/C][C]0.514[/C][C]0.304319[/C][/ROW]
[ROW][C]30[/C][C]0.061457[/C][C]0.5599[/C][C]0.288527[/C][/ROW]
[ROW][C]31[/C][C]-0.018266[/C][C]-0.1664[/C][C]0.434118[/C][/ROW]
[ROW][C]32[/C][C]-0.034221[/C][C]-0.3118[/C][C]0.378[/C][/ROW]
[ROW][C]33[/C][C]0.083805[/C][C]0.7635[/C][C]0.223664[/C][/ROW]
[ROW][C]34[/C][C]0.052923[/C][C]0.4821[/C][C]0.315484[/C][/ROW]
[ROW][C]35[/C][C]-0.001331[/C][C]-0.0121[/C][C]0.495177[/C][/ROW]
[ROW][C]36[/C][C]-0.084866[/C][C]-0.7732[/C][C]0.220811[/C][/ROW]
[ROW][C]37[/C][C]0.026609[/C][C]0.2424[/C][C]0.404528[/C][/ROW]
[ROW][C]38[/C][C]-0.047963[/C][C]-0.437[/C][C]0.331636[/C][/ROW]
[ROW][C]39[/C][C]0.09064[/C][C]0.8258[/C][C]0.205651[/C][/ROW]
[ROW][C]40[/C][C]-0.058525[/C][C]-0.5332[/C][C]0.297663[/C][/ROW]
[ROW][C]41[/C][C]-0.119093[/C][C]-1.085[/C][C]0.140534[/C][/ROW]
[ROW][C]42[/C][C]-0.075684[/C][C]-0.6895[/C][C]0.246212[/C][/ROW]
[ROW][C]43[/C][C]-0.026574[/C][C]-0.2421[/C][C]0.404651[/C][/ROW]
[ROW][C]44[/C][C]0.054111[/C][C]0.493[/C][C]0.311667[/C][/ROW]
[ROW][C]45[/C][C]-0.070413[/C][C]-0.6415[/C][C]0.261486[/C][/ROW]
[ROW][C]46[/C][C]0.023018[/C][C]0.2097[/C][C]0.417205[/C][/ROW]
[ROW][C]47[/C][C]0.098611[/C][C]0.8984[/C][C]0.185789[/C][/ROW]
[ROW][C]48[/C][C]-0.030526[/C][C]-0.2781[/C][C]0.390813[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=187770&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=187770&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	-0.548367	-4.9959	2e-06
2	-0.544609	-4.9616	2e-06
3	-0.259895	-2.3678	0.010111
4	-0.081699	-0.7443	0.229395
5	-0.443675	-4.0421	5.9e-05
6	-0.014496	-0.1321	0.447625
7	-0.104699	-0.9539	0.171465
8	-0.02444	-0.2227	0.412173
9	0.116148	1.0582	0.146526
10	0.300612	2.7387	0.003774
11	-0.615786	-5.6101	0
12	0.28855	2.6288	0.005104
13	0.082632	0.7528	0.226846
14	0.179332	1.6338	0.053045
15	-0.15196	-1.3844	0.084971
16	-0.133882	-1.2197	0.113012
17	0.029082	0.265	0.395852
18	-0.090221	-0.822	0.206729
19	0.119045	1.0846	0.14063
20	-0.005282	-0.0481	0.480867
21	0.111418	1.0151	0.156512
22	-0.103015	-0.9385	0.175353
23	0.052416	0.4775	0.31712
24	0.018982	0.1729	0.431563
25	-0.017036	-0.1552	0.438519
26	-0.05529	-0.5037	0.307897
27	-0.125499	-1.1434	0.12809
28	0.019802	0.1804	0.428636
29	0.056416	0.514	0.304319
30	0.061457	0.5599	0.288527
31	-0.018266	-0.1664	0.434118
32	-0.034221	-0.3118	0.378
33	0.083805	0.7635	0.223664
34	0.052923	0.4821	0.315484
35	-0.001331	-0.0121	0.495177
36	-0.084866	-0.7732	0.220811
37	0.026609	0.2424	0.404528
38	-0.047963	-0.437	0.331636
39	0.09064	0.8258	0.205651
40	-0.058525	-0.5332	0.297663
41	-0.119093	-1.085	0.140534
42	-0.075684	-0.6895	0.246212
43	-0.026574	-0.2421	0.404651
44	0.054111	0.493	0.311667
45	-0.070413	-0.6415	0.261486
46	0.023018	0.2097	0.417205
47	0.098611	0.8984	0.185789
48	-0.030526	-0.2781	0.390813

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