Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 16 Nov 2012 05:47:04 -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/2012/Nov/16/t1353062852018kzjpkjo7u1ib.htm/, Retrieved Sat, 27 Apr 2024 06:36:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=189859, Retrieved Sat, 27 Apr 2024 06:36:35 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

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

-       [(Partial) Autocorrelation Function] [] [2012-11-16 10:47:04] [e96531d495c39ce915ed15fbe671226e] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

1,65
1,66
1,66
1,67
1,68
1,68
1,68
1,68
1,69
1,7
1,7
1,71
1,72
1,73
1,74
1,74
1,75
1,75
1,75
1,76
1,79
1,83
1,84
1,85
1,87
1,87
1,87
1,88
1,88
1,88
1,88
1,89
1,89
1,89
1,9
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,89
1,9
1,9
1,92
1,93
1,92
1,95
1,96
1,96
1,96
1,96
1,96
1,97
1,97
1,97
1,97
1,97
1,97

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'George Udny Yule' @ yule.wessa.net
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
R Framework error message & Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189859&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[ROW][C]R Framework error message[/C][C]Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189859&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189859&T=0

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	3 seconds
R Server	'George Udny Yule' @ yule.wessa.net
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.954868	8.1023	0
2	0.908661	7.7102	0
3	0.859468	7.2928	0
4	0.808901	6.8638	0
5	0.7589	6.4395	0
6	0.706361	5.9937	0
7	0.653406	5.5443	0
8	0.597913	5.0735	1e-06
9	0.542837	4.6061	9e-06
10	0.488626	4.1461	4.6e-05
11	0.431728	3.6633	0.000236
12	0.377516	3.2033	0.001012
13	0.329785	2.7983	0.003293
14	0.281245	2.3864	0.009821
15	0.237183	2.0126	0.023951
16	0.196019	1.6633	0.050302
17	0.156914	1.3315	0.093619
18	0.118437	1.005	0.159139
19	0.078616	0.6671	0.253427
20	0.040854	0.3467	0.36493
21	0.01076	0.0913	0.463754
22	-0.008115	-0.0689	0.472646
23	-0.024036	-0.204	0.419482
24	-0.037749	-0.3203	0.374829
25	-0.046002	-0.3903	0.348718
26	-0.053807	-0.4566	0.324677
27	-0.062359	-0.5291	0.29917
28	-0.068255	-0.5792	0.282144
29	-0.0743	-0.6305	0.265196
30	-0.080793	-0.6856	0.247599
31	-0.088032	-0.747	0.228755
32	-0.092616	-0.7859	0.217261
33	-0.097199	-0.8248	0.206115
34	-0.103126	-0.8751	0.192226
35	-0.107293	-0.9104	0.182821
36	-0.115161	-0.9772	0.165878
37	-0.125267	-1.0629	0.145684
38	-0.139285	-1.1819	0.120573
39	-0.152227	-1.2917	0.100298
40	-0.167109	-1.418	0.080257
41	-0.183783	-1.5594	0.061638
42	-0.199977	-1.6969	0.047021
43	-0.216918	-1.8406	0.0349
44	-0.234307	-1.9882	0.025298
45	-0.25289	-2.1458	0.017629
46	-0.270695	-2.2969	0.012267
47	-0.289843	-2.4594	0.00816
48	-0.309888	-2.6295	0.005225

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.954868 & 8.1023 & 0 \tabularnewline
2 & 0.908661 & 7.7102 & 0 \tabularnewline
3 & 0.859468 & 7.2928 & 0 \tabularnewline
4 & 0.808901 & 6.8638 & 0 \tabularnewline
5 & 0.7589 & 6.4395 & 0 \tabularnewline
6 & 0.706361 & 5.9937 & 0 \tabularnewline
7 & 0.653406 & 5.5443 & 0 \tabularnewline
8 & 0.597913 & 5.0735 & 1e-06 \tabularnewline
9 & 0.542837 & 4.6061 & 9e-06 \tabularnewline
10 & 0.488626 & 4.1461 & 4.6e-05 \tabularnewline
11 & 0.431728 & 3.6633 & 0.000236 \tabularnewline
12 & 0.377516 & 3.2033 & 0.001012 \tabularnewline
13 & 0.329785 & 2.7983 & 0.003293 \tabularnewline
14 & 0.281245 & 2.3864 & 0.009821 \tabularnewline
15 & 0.237183 & 2.0126 & 0.023951 \tabularnewline
16 & 0.196019 & 1.6633 & 0.050302 \tabularnewline
17 & 0.156914 & 1.3315 & 0.093619 \tabularnewline
18 & 0.118437 & 1.005 & 0.159139 \tabularnewline
19 & 0.078616 & 0.6671 & 0.253427 \tabularnewline
20 & 0.040854 & 0.3467 & 0.36493 \tabularnewline
21 & 0.01076 & 0.0913 & 0.463754 \tabularnewline
22 & -0.008115 & -0.0689 & 0.472646 \tabularnewline
23 & -0.024036 & -0.204 & 0.419482 \tabularnewline
24 & -0.037749 & -0.3203 & 0.374829 \tabularnewline
25 & -0.046002 & -0.3903 & 0.348718 \tabularnewline
26 & -0.053807 & -0.4566 & 0.324677 \tabularnewline
27 & -0.062359 & -0.5291 & 0.29917 \tabularnewline
28 & -0.068255 & -0.5792 & 0.282144 \tabularnewline
29 & -0.0743 & -0.6305 & 0.265196 \tabularnewline
30 & -0.080793 & -0.6856 & 0.247599 \tabularnewline
31 & -0.088032 & -0.747 & 0.228755 \tabularnewline
32 & -0.092616 & -0.7859 & 0.217261 \tabularnewline
33 & -0.097199 & -0.8248 & 0.206115 \tabularnewline
34 & -0.103126 & -0.8751 & 0.192226 \tabularnewline
35 & -0.107293 & -0.9104 & 0.182821 \tabularnewline
36 & -0.115161 & -0.9772 & 0.165878 \tabularnewline
37 & -0.125267 & -1.0629 & 0.145684 \tabularnewline
38 & -0.139285 & -1.1819 & 0.120573 \tabularnewline
39 & -0.152227 & -1.2917 & 0.100298 \tabularnewline
40 & -0.167109 & -1.418 & 0.080257 \tabularnewline
41 & -0.183783 & -1.5594 & 0.061638 \tabularnewline
42 & -0.199977 & -1.6969 & 0.047021 \tabularnewline
43 & -0.216918 & -1.8406 & 0.0349 \tabularnewline
44 & -0.234307 & -1.9882 & 0.025298 \tabularnewline
45 & -0.25289 & -2.1458 & 0.017629 \tabularnewline
46 & -0.270695 & -2.2969 & 0.012267 \tabularnewline
47 & -0.289843 & -2.4594 & 0.00816 \tabularnewline
48 & -0.309888 & -2.6295 & 0.005225 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189859&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]0.954868[/C][C]8.1023[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.908661[/C][C]7.7102[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.859468[/C][C]7.2928[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.808901[/C][C]6.8638[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.7589[/C][C]6.4395[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.706361[/C][C]5.9937[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.653406[/C][C]5.5443[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.597913[/C][C]5.0735[/C][C]1e-06[/C][/ROW]
[ROW][C]9[/C][C]0.542837[/C][C]4.6061[/C][C]9e-06[/C][/ROW]
[ROW][C]10[/C][C]0.488626[/C][C]4.1461[/C][C]4.6e-05[/C][/ROW]
[ROW][C]11[/C][C]0.431728[/C][C]3.6633[/C][C]0.000236[/C][/ROW]
[ROW][C]12[/C][C]0.377516[/C][C]3.2033[/C][C]0.001012[/C][/ROW]
[ROW][C]13[/C][C]0.329785[/C][C]2.7983[/C][C]0.003293[/C][/ROW]
[ROW][C]14[/C][C]0.281245[/C][C]2.3864[/C][C]0.009821[/C][/ROW]
[ROW][C]15[/C][C]0.237183[/C][C]2.0126[/C][C]0.023951[/C][/ROW]
[ROW][C]16[/C][C]0.196019[/C][C]1.6633[/C][C]0.050302[/C][/ROW]
[ROW][C]17[/C][C]0.156914[/C][C]1.3315[/C][C]0.093619[/C][/ROW]
[ROW][C]18[/C][C]0.118437[/C][C]1.005[/C][C]0.159139[/C][/ROW]
[ROW][C]19[/C][C]0.078616[/C][C]0.6671[/C][C]0.253427[/C][/ROW]
[ROW][C]20[/C][C]0.040854[/C][C]0.3467[/C][C]0.36493[/C][/ROW]
[ROW][C]21[/C][C]0.01076[/C][C]0.0913[/C][C]0.463754[/C][/ROW]
[ROW][C]22[/C][C]-0.008115[/C][C]-0.0689[/C][C]0.472646[/C][/ROW]
[ROW][C]23[/C][C]-0.024036[/C][C]-0.204[/C][C]0.419482[/C][/ROW]
[ROW][C]24[/C][C]-0.037749[/C][C]-0.3203[/C][C]0.374829[/C][/ROW]
[ROW][C]25[/C][C]-0.046002[/C][C]-0.3903[/C][C]0.348718[/C][/ROW]
[ROW][C]26[/C][C]-0.053807[/C][C]-0.4566[/C][C]0.324677[/C][/ROW]
[ROW][C]27[/C][C]-0.062359[/C][C]-0.5291[/C][C]0.29917[/C][/ROW]
[ROW][C]28[/C][C]-0.068255[/C][C]-0.5792[/C][C]0.282144[/C][/ROW]
[ROW][C]29[/C][C]-0.0743[/C][C]-0.6305[/C][C]0.265196[/C][/ROW]
[ROW][C]30[/C][C]-0.080793[/C][C]-0.6856[/C][C]0.247599[/C][/ROW]
[ROW][C]31[/C][C]-0.088032[/C][C]-0.747[/C][C]0.228755[/C][/ROW]
[ROW][C]32[/C][C]-0.092616[/C][C]-0.7859[/C][C]0.217261[/C][/ROW]
[ROW][C]33[/C][C]-0.097199[/C][C]-0.8248[/C][C]0.206115[/C][/ROW]
[ROW][C]34[/C][C]-0.103126[/C][C]-0.8751[/C][C]0.192226[/C][/ROW]
[ROW][C]35[/C][C]-0.107293[/C][C]-0.9104[/C][C]0.182821[/C][/ROW]
[ROW][C]36[/C][C]-0.115161[/C][C]-0.9772[/C][C]0.165878[/C][/ROW]
[ROW][C]37[/C][C]-0.125267[/C][C]-1.0629[/C][C]0.145684[/C][/ROW]
[ROW][C]38[/C][C]-0.139285[/C][C]-1.1819[/C][C]0.120573[/C][/ROW]
[ROW][C]39[/C][C]-0.152227[/C][C]-1.2917[/C][C]0.100298[/C][/ROW]
[ROW][C]40[/C][C]-0.167109[/C][C]-1.418[/C][C]0.080257[/C][/ROW]
[ROW][C]41[/C][C]-0.183783[/C][C]-1.5594[/C][C]0.061638[/C][/ROW]
[ROW][C]42[/C][C]-0.199977[/C][C]-1.6969[/C][C]0.047021[/C][/ROW]
[ROW][C]43[/C][C]-0.216918[/C][C]-1.8406[/C][C]0.0349[/C][/ROW]
[ROW][C]44[/C][C]-0.234307[/C][C]-1.9882[/C][C]0.025298[/C][/ROW]
[ROW][C]45[/C][C]-0.25289[/C][C]-2.1458[/C][C]0.017629[/C][/ROW]
[ROW][C]46[/C][C]-0.270695[/C][C]-2.2969[/C][C]0.012267[/C][/ROW]
[ROW][C]47[/C][C]-0.289843[/C][C]-2.4594[/C][C]0.00816[/C][/ROW]
[ROW][C]48[/C][C]-0.309888[/C][C]-2.6295[/C][C]0.005225[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189859&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189859&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	0.954868	8.1023	0
2	0.908661	7.7102	0
3	0.859468	7.2928	0
4	0.808901	6.8638	0
5	0.7589	6.4395	0
6	0.706361	5.9937	0
7	0.653406	5.5443	0
8	0.597913	5.0735	1e-06
9	0.542837	4.6061	9e-06
10	0.488626	4.1461	4.6e-05
11	0.431728	3.6633	0.000236
12	0.377516	3.2033	0.001012
13	0.329785	2.7983	0.003293
14	0.281245	2.3864	0.009821
15	0.237183	2.0126	0.023951
16	0.196019	1.6633	0.050302
17	0.156914	1.3315	0.093619
18	0.118437	1.005	0.159139
19	0.078616	0.6671	0.253427
20	0.040854	0.3467	0.36493
21	0.01076	0.0913	0.463754
22	-0.008115	-0.0689	0.472646
23	-0.024036	-0.204	0.419482
24	-0.037749	-0.3203	0.374829
25	-0.046002	-0.3903	0.348718
26	-0.053807	-0.4566	0.324677
27	-0.062359	-0.5291	0.29917
28	-0.068255	-0.5792	0.282144
29	-0.0743	-0.6305	0.265196
30	-0.080793	-0.6856	0.247599
31	-0.088032	-0.747	0.228755
32	-0.092616	-0.7859	0.217261
33	-0.097199	-0.8248	0.206115
34	-0.103126	-0.8751	0.192226
35	-0.107293	-0.9104	0.182821
36	-0.115161	-0.9772	0.165878
37	-0.125267	-1.0629	0.145684
38	-0.139285	-1.1819	0.120573
39	-0.152227	-1.2917	0.100298
40	-0.167109	-1.418	0.080257
41	-0.183783	-1.5594	0.061638
42	-0.199977	-1.6969	0.047021
43	-0.216918	-1.8406	0.0349
44	-0.234307	-1.9882	0.025298
45	-0.25289	-2.1458	0.017629
46	-0.270695	-2.2969	0.012267
47	-0.289843	-2.4594	0.00816
48	-0.309888	-2.6295	0.005225

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.954868	8.1023	0
2	-0.035281	-0.2994	0.382759
3	-0.057948	-0.4917	0.312212
4	-0.041407	-0.3514	0.363175
5	-0.020179	-0.1712	0.432265
6	-0.056565	-0.48	0.316352
7	-0.035362	-0.3001	0.382499
8	-0.059572	-0.5055	0.307382
9	-0.028602	-0.2427	0.404466
10	-0.024644	-0.2091	0.417476
11	-0.066548	-0.5647	0.287023
12	-0.00951	-0.0807	0.467954
13	0.038137	0.3236	0.373589
14	-0.047301	-0.4014	0.34467
15	0.00864	0.0733	0.470879
16	-0.002405	-0.0204	0.491888
17	-0.014925	-0.1266	0.449788
18	-0.033411	-0.2835	0.388802
19	-0.05462	-0.4635	0.322215
20	-0.021172	-0.1797	0.428964
21	0.052847	0.4484	0.327598
22	0.090483	0.7678	0.222566
23	-0.005215	-0.0442	0.482414
24	-0.003707	-0.0315	0.487497
25	0.037596	0.319	0.375319
26	-0.021261	-0.1804	0.428671
27	-0.036344	-0.3084	0.379339
28	0.003645	0.0309	0.487704
29	-0.023502	-0.1994	0.421248
30	-0.030267	-0.2568	0.399025
31	-0.0368	-0.3123	0.377874
32	0.006479	0.055	0.478154
33	-0.00659	-0.0559	0.477781
34	-0.022632	-0.192	0.424128
35	-0.000137	-0.0012	0.499538
36	-0.042619	-0.3616	0.359343
37	-0.030328	-0.2573	0.398825
38	-0.067653	-0.5741	0.283859
39	-0.012913	-0.1096	0.456528
40	-0.044696	-0.3793	0.352805
41	-0.039762	-0.3374	0.368402
42	-0.007972	-0.0676	0.473127
43	-0.017081	-0.1449	0.442584
44	-0.020496	-0.1739	0.431209
45	-0.03118	-0.2646	0.396047
46	-0.007355	-0.0624	0.475204
47	-0.041955	-0.356	0.361441
48	-0.044246	-0.3754	0.354219

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.954868 & 8.1023 & 0 \tabularnewline
2 & -0.035281 & -0.2994 & 0.382759 \tabularnewline
3 & -0.057948 & -0.4917 & 0.312212 \tabularnewline
4 & -0.041407 & -0.3514 & 0.363175 \tabularnewline
5 & -0.020179 & -0.1712 & 0.432265 \tabularnewline
6 & -0.056565 & -0.48 & 0.316352 \tabularnewline
7 & -0.035362 & -0.3001 & 0.382499 \tabularnewline
8 & -0.059572 & -0.5055 & 0.307382 \tabularnewline
9 & -0.028602 & -0.2427 & 0.404466 \tabularnewline
10 & -0.024644 & -0.2091 & 0.417476 \tabularnewline
11 & -0.066548 & -0.5647 & 0.287023 \tabularnewline
12 & -0.00951 & -0.0807 & 0.467954 \tabularnewline
13 & 0.038137 & 0.3236 & 0.373589 \tabularnewline
14 & -0.047301 & -0.4014 & 0.34467 \tabularnewline
15 & 0.00864 & 0.0733 & 0.470879 \tabularnewline
16 & -0.002405 & -0.0204 & 0.491888 \tabularnewline
17 & -0.014925 & -0.1266 & 0.449788 \tabularnewline
18 & -0.033411 & -0.2835 & 0.388802 \tabularnewline
19 & -0.05462 & -0.4635 & 0.322215 \tabularnewline
20 & -0.021172 & -0.1797 & 0.428964 \tabularnewline
21 & 0.052847 & 0.4484 & 0.327598 \tabularnewline
22 & 0.090483 & 0.7678 & 0.222566 \tabularnewline
23 & -0.005215 & -0.0442 & 0.482414 \tabularnewline
24 & -0.003707 & -0.0315 & 0.487497 \tabularnewline
25 & 0.037596 & 0.319 & 0.375319 \tabularnewline
26 & -0.021261 & -0.1804 & 0.428671 \tabularnewline
27 & -0.036344 & -0.3084 & 0.379339 \tabularnewline
28 & 0.003645 & 0.0309 & 0.487704 \tabularnewline
29 & -0.023502 & -0.1994 & 0.421248 \tabularnewline
30 & -0.030267 & -0.2568 & 0.399025 \tabularnewline
31 & -0.0368 & -0.3123 & 0.377874 \tabularnewline
32 & 0.006479 & 0.055 & 0.478154 \tabularnewline
33 & -0.00659 & -0.0559 & 0.477781 \tabularnewline
34 & -0.022632 & -0.192 & 0.424128 \tabularnewline
35 & -0.000137 & -0.0012 & 0.499538 \tabularnewline
36 & -0.042619 & -0.3616 & 0.359343 \tabularnewline
37 & -0.030328 & -0.2573 & 0.398825 \tabularnewline
38 & -0.067653 & -0.5741 & 0.283859 \tabularnewline
39 & -0.012913 & -0.1096 & 0.456528 \tabularnewline
40 & -0.044696 & -0.3793 & 0.352805 \tabularnewline
41 & -0.039762 & -0.3374 & 0.368402 \tabularnewline
42 & -0.007972 & -0.0676 & 0.473127 \tabularnewline
43 & -0.017081 & -0.1449 & 0.442584 \tabularnewline
44 & -0.020496 & -0.1739 & 0.431209 \tabularnewline
45 & -0.03118 & -0.2646 & 0.396047 \tabularnewline
46 & -0.007355 & -0.0624 & 0.475204 \tabularnewline
47 & -0.041955 & -0.356 & 0.361441 \tabularnewline
48 & -0.044246 & -0.3754 & 0.354219 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189859&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]0.954868[/C][C]8.1023[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.035281[/C][C]-0.2994[/C][C]0.382759[/C][/ROW]
[ROW][C]3[/C][C]-0.057948[/C][C]-0.4917[/C][C]0.312212[/C][/ROW]
[ROW][C]4[/C][C]-0.041407[/C][C]-0.3514[/C][C]0.363175[/C][/ROW]
[ROW][C]5[/C][C]-0.020179[/C][C]-0.1712[/C][C]0.432265[/C][/ROW]
[ROW][C]6[/C][C]-0.056565[/C][C]-0.48[/C][C]0.316352[/C][/ROW]
[ROW][C]7[/C][C]-0.035362[/C][C]-0.3001[/C][C]0.382499[/C][/ROW]
[ROW][C]8[/C][C]-0.059572[/C][C]-0.5055[/C][C]0.307382[/C][/ROW]
[ROW][C]9[/C][C]-0.028602[/C][C]-0.2427[/C][C]0.404466[/C][/ROW]
[ROW][C]10[/C][C]-0.024644[/C][C]-0.2091[/C][C]0.417476[/C][/ROW]
[ROW][C]11[/C][C]-0.066548[/C][C]-0.5647[/C][C]0.287023[/C][/ROW]
[ROW][C]12[/C][C]-0.00951[/C][C]-0.0807[/C][C]0.467954[/C][/ROW]
[ROW][C]13[/C][C]0.038137[/C][C]0.3236[/C][C]0.373589[/C][/ROW]
[ROW][C]14[/C][C]-0.047301[/C][C]-0.4014[/C][C]0.34467[/C][/ROW]
[ROW][C]15[/C][C]0.00864[/C][C]0.0733[/C][C]0.470879[/C][/ROW]
[ROW][C]16[/C][C]-0.002405[/C][C]-0.0204[/C][C]0.491888[/C][/ROW]
[ROW][C]17[/C][C]-0.014925[/C][C]-0.1266[/C][C]0.449788[/C][/ROW]
[ROW][C]18[/C][C]-0.033411[/C][C]-0.2835[/C][C]0.388802[/C][/ROW]
[ROW][C]19[/C][C]-0.05462[/C][C]-0.4635[/C][C]0.322215[/C][/ROW]
[ROW][C]20[/C][C]-0.021172[/C][C]-0.1797[/C][C]0.428964[/C][/ROW]
[ROW][C]21[/C][C]0.052847[/C][C]0.4484[/C][C]0.327598[/C][/ROW]
[ROW][C]22[/C][C]0.090483[/C][C]0.7678[/C][C]0.222566[/C][/ROW]
[ROW][C]23[/C][C]-0.005215[/C][C]-0.0442[/C][C]0.482414[/C][/ROW]
[ROW][C]24[/C][C]-0.003707[/C][C]-0.0315[/C][C]0.487497[/C][/ROW]
[ROW][C]25[/C][C]0.037596[/C][C]0.319[/C][C]0.375319[/C][/ROW]
[ROW][C]26[/C][C]-0.021261[/C][C]-0.1804[/C][C]0.428671[/C][/ROW]
[ROW][C]27[/C][C]-0.036344[/C][C]-0.3084[/C][C]0.379339[/C][/ROW]
[ROW][C]28[/C][C]0.003645[/C][C]0.0309[/C][C]0.487704[/C][/ROW]
[ROW][C]29[/C][C]-0.023502[/C][C]-0.1994[/C][C]0.421248[/C][/ROW]
[ROW][C]30[/C][C]-0.030267[/C][C]-0.2568[/C][C]0.399025[/C][/ROW]
[ROW][C]31[/C][C]-0.0368[/C][C]-0.3123[/C][C]0.377874[/C][/ROW]
[ROW][C]32[/C][C]0.006479[/C][C]0.055[/C][C]0.478154[/C][/ROW]
[ROW][C]33[/C][C]-0.00659[/C][C]-0.0559[/C][C]0.477781[/C][/ROW]
[ROW][C]34[/C][C]-0.022632[/C][C]-0.192[/C][C]0.424128[/C][/ROW]
[ROW][C]35[/C][C]-0.000137[/C][C]-0.0012[/C][C]0.499538[/C][/ROW]
[ROW][C]36[/C][C]-0.042619[/C][C]-0.3616[/C][C]0.359343[/C][/ROW]
[ROW][C]37[/C][C]-0.030328[/C][C]-0.2573[/C][C]0.398825[/C][/ROW]
[ROW][C]38[/C][C]-0.067653[/C][C]-0.5741[/C][C]0.283859[/C][/ROW]
[ROW][C]39[/C][C]-0.012913[/C][C]-0.1096[/C][C]0.456528[/C][/ROW]
[ROW][C]40[/C][C]-0.044696[/C][C]-0.3793[/C][C]0.352805[/C][/ROW]
[ROW][C]41[/C][C]-0.039762[/C][C]-0.3374[/C][C]0.368402[/C][/ROW]
[ROW][C]42[/C][C]-0.007972[/C][C]-0.0676[/C][C]0.473127[/C][/ROW]
[ROW][C]43[/C][C]-0.017081[/C][C]-0.1449[/C][C]0.442584[/C][/ROW]
[ROW][C]44[/C][C]-0.020496[/C][C]-0.1739[/C][C]0.431209[/C][/ROW]
[ROW][C]45[/C][C]-0.03118[/C][C]-0.2646[/C][C]0.396047[/C][/ROW]
[ROW][C]46[/C][C]-0.007355[/C][C]-0.0624[/C][C]0.475204[/C][/ROW]
[ROW][C]47[/C][C]-0.041955[/C][C]-0.356[/C][C]0.361441[/C][/ROW]
[ROW][C]48[/C][C]-0.044246[/C][C]-0.3754[/C][C]0.354219[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189859&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189859&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	0.954868	8.1023	0
2	-0.035281	-0.2994	0.382759
3	-0.057948	-0.4917	0.312212
4	-0.041407	-0.3514	0.363175
5	-0.020179	-0.1712	0.432265
6	-0.056565	-0.48	0.316352
7	-0.035362	-0.3001	0.382499
8	-0.059572	-0.5055	0.307382
9	-0.028602	-0.2427	0.404466
10	-0.024644	-0.2091	0.417476
11	-0.066548	-0.5647	0.287023
12	-0.00951	-0.0807	0.467954
13	0.038137	0.3236	0.373589
14	-0.047301	-0.4014	0.34467
15	0.00864	0.0733	0.470879
16	-0.002405	-0.0204	0.491888
17	-0.014925	-0.1266	0.449788
18	-0.033411	-0.2835	0.388802
19	-0.05462	-0.4635	0.322215
20	-0.021172	-0.1797	0.428964
21	0.052847	0.4484	0.327598
22	0.090483	0.7678	0.222566
23	-0.005215	-0.0442	0.482414
24	-0.003707	-0.0315	0.487497
25	0.037596	0.319	0.375319
26	-0.021261	-0.1804	0.428671
27	-0.036344	-0.3084	0.379339
28	0.003645	0.0309	0.487704
29	-0.023502	-0.1994	0.421248
30	-0.030267	-0.2568	0.399025
31	-0.0368	-0.3123	0.377874
32	0.006479	0.055	0.478154
33	-0.00659	-0.0559	0.477781
34	-0.022632	-0.192	0.424128
35	-0.000137	-0.0012	0.499538
36	-0.042619	-0.3616	0.359343
37	-0.030328	-0.2573	0.398825
38	-0.067653	-0.5741	0.283859
39	-0.012913	-0.1096	0.456528
40	-0.044696	-0.3793	0.352805
41	-0.039762	-0.3374	0.368402
42	-0.007972	-0.0676	0.473127
43	-0.017081	-0.1449	0.442584
44	-0.020496	-0.1739	0.431209
45	-0.03118	-0.2646	0.396047
46	-0.007355	-0.0624	0.475204
47	-0.041955	-0.356	0.361441
48	-0.044246	-0.3754	0.354219

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 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 48 ; par2 = 1 ; par3 = 0 ; 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