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R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Fri, 16 Nov 2012 09:36:52 -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/t13530767295l2abmz66fw63jh.htm/, Retrieved Sat, 27 Apr 2024 07:05:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=189944, Retrieved Sat, 27 Apr 2024 07:05:20 +0000

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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 14:28:19] [a8628dcac7d3a621ce2334802461c97b]
- R PD    [(Partial) Autocorrelation Function] [] [2012-11-16 14:36:52] [946b987ea445738c2c70467dba74cc4f] [Current]

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Dataseries X:

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Histogram

Boxplots

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
3.98
3.98
3.98
3.98
3.98
3.98
3.98
3.98
4.09
4.09
4.09
4.09

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	'Sir Ronald Aylmer Fisher' @ fisher.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 & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189944&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]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189944&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189944&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	'Sir Ronald Aylmer Fisher' @ fisher.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.18584	1.5659	0.060907
2	-0.053662	-0.4522	0.326265
3	-0.126711	-1.0677	0.14464
4	-0.108161	-0.9114	0.182589
5	-0.109873	-0.9258	0.178841
6	-0.111586	-0.9402	0.175142
7	-0.113298	-0.9547	0.171493
8	-0.102116	-0.8604	0.19622
9	-0.096181	-0.8104	0.210199
10	-0.070291	-0.5923	0.277772
11	0.175694	1.4804	0.071592
12	0.483108	4.0707	6e-05
13	0.053375	0.4497	0.327132
14	-0.092993	-0.7836	0.217949
15	-0.108576	-0.9149	0.181676
16	-0.099236	-0.8362	0.20293
17	-0.100949	-0.8506	0.198923
18	-0.102661	-0.865	0.194966
19	-0.104373	-0.8795	0.191058
20	-0.096875	-0.8163	0.208534
21	-0.094624	-0.7973	0.213962
22	-0.052882	-0.4456	0.328625
23	0.133656	1.1262	0.131935
24	0.488628	4.1173	5.1e-05
25	0.086637	0.73	0.233891
26	-0.105307	-0.8873	0.188948
27	-0.107019	-0.9018	0.185116
28	-0.092153	-0.7765	0.220017
29	-0.093866	-0.7909	0.21581
30	-0.095578	-0.8054	0.211652
31	-0.093606	-0.7887	0.216445
32	-0.076898	-0.648	0.259551
33	-0.056506	-0.4761	0.317722
34	-0.028495	-0.2401	0.405471
35	0.237306	1.9996	0.024687
36	0.340617	2.8701	0.002701
37	-0.019761	-0.1665	0.434116
38	-0.065068	-0.5483	0.292613
39	-0.044676	-0.3764	0.353855
40	-0.027968	-0.2357	0.407187
41	-0.025996	-0.219	0.413621
42	-0.027708	-0.2335	0.408032
43	-0.029421	-0.2479	0.402463
44	-0.014555	-0.1226	0.451369
45	-0.016267	-0.1371	0.445683
46	0.015708	0.1324	0.447539
47	0.004087	0.0344	0.486311
48	0.170809	1.4393	0.077235

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.18584 & 1.5659 & 0.060907 \tabularnewline
2 & -0.053662 & -0.4522 & 0.326265 \tabularnewline
3 & -0.126711 & -1.0677 & 0.14464 \tabularnewline
4 & -0.108161 & -0.9114 & 0.182589 \tabularnewline
5 & -0.109873 & -0.9258 & 0.178841 \tabularnewline
6 & -0.111586 & -0.9402 & 0.175142 \tabularnewline
7 & -0.113298 & -0.9547 & 0.171493 \tabularnewline
8 & -0.102116 & -0.8604 & 0.19622 \tabularnewline
9 & -0.096181 & -0.8104 & 0.210199 \tabularnewline
10 & -0.070291 & -0.5923 & 0.277772 \tabularnewline
11 & 0.175694 & 1.4804 & 0.071592 \tabularnewline
12 & 0.483108 & 4.0707 & 6e-05 \tabularnewline
13 & 0.053375 & 0.4497 & 0.327132 \tabularnewline
14 & -0.092993 & -0.7836 & 0.217949 \tabularnewline
15 & -0.108576 & -0.9149 & 0.181676 \tabularnewline
16 & -0.099236 & -0.8362 & 0.20293 \tabularnewline
17 & -0.100949 & -0.8506 & 0.198923 \tabularnewline
18 & -0.102661 & -0.865 & 0.194966 \tabularnewline
19 & -0.104373 & -0.8795 & 0.191058 \tabularnewline
20 & -0.096875 & -0.8163 & 0.208534 \tabularnewline
21 & -0.094624 & -0.7973 & 0.213962 \tabularnewline
22 & -0.052882 & -0.4456 & 0.328625 \tabularnewline
23 & 0.133656 & 1.1262 & 0.131935 \tabularnewline
24 & 0.488628 & 4.1173 & 5.1e-05 \tabularnewline
25 & 0.086637 & 0.73 & 0.233891 \tabularnewline
26 & -0.105307 & -0.8873 & 0.188948 \tabularnewline
27 & -0.107019 & -0.9018 & 0.185116 \tabularnewline
28 & -0.092153 & -0.7765 & 0.220017 \tabularnewline
29 & -0.093866 & -0.7909 & 0.21581 \tabularnewline
30 & -0.095578 & -0.8054 & 0.211652 \tabularnewline
31 & -0.093606 & -0.7887 & 0.216445 \tabularnewline
32 & -0.076898 & -0.648 & 0.259551 \tabularnewline
33 & -0.056506 & -0.4761 & 0.317722 \tabularnewline
34 & -0.028495 & -0.2401 & 0.405471 \tabularnewline
35 & 0.237306 & 1.9996 & 0.024687 \tabularnewline
36 & 0.340617 & 2.8701 & 0.002701 \tabularnewline
37 & -0.019761 & -0.1665 & 0.434116 \tabularnewline
38 & -0.065068 & -0.5483 & 0.292613 \tabularnewline
39 & -0.044676 & -0.3764 & 0.353855 \tabularnewline
40 & -0.027968 & -0.2357 & 0.407187 \tabularnewline
41 & -0.025996 & -0.219 & 0.413621 \tabularnewline
42 & -0.027708 & -0.2335 & 0.408032 \tabularnewline
43 & -0.029421 & -0.2479 & 0.402463 \tabularnewline
44 & -0.014555 & -0.1226 & 0.451369 \tabularnewline
45 & -0.016267 & -0.1371 & 0.445683 \tabularnewline
46 & 0.015708 & 0.1324 & 0.447539 \tabularnewline
47 & 0.004087 & 0.0344 & 0.486311 \tabularnewline
48 & 0.170809 & 1.4393 & 0.077235 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189944&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]0.18584[/C][C]1.5659[/C][C]0.060907[/C][/ROW]
[ROW][C]2[/C][C]-0.053662[/C][C]-0.4522[/C][C]0.326265[/C][/ROW]
[ROW][C]3[/C][C]-0.126711[/C][C]-1.0677[/C][C]0.14464[/C][/ROW]
[ROW][C]4[/C][C]-0.108161[/C][C]-0.9114[/C][C]0.182589[/C][/ROW]
[ROW][C]5[/C][C]-0.109873[/C][C]-0.9258[/C][C]0.178841[/C][/ROW]
[ROW][C]6[/C][C]-0.111586[/C][C]-0.9402[/C][C]0.175142[/C][/ROW]
[ROW][C]7[/C][C]-0.113298[/C][C]-0.9547[/C][C]0.171493[/C][/ROW]
[ROW][C]8[/C][C]-0.102116[/C][C]-0.8604[/C][C]0.19622[/C][/ROW]
[ROW][C]9[/C][C]-0.096181[/C][C]-0.8104[/C][C]0.210199[/C][/ROW]
[ROW][C]10[/C][C]-0.070291[/C][C]-0.5923[/C][C]0.277772[/C][/ROW]
[ROW][C]11[/C][C]0.175694[/C][C]1.4804[/C][C]0.071592[/C][/ROW]
[ROW][C]12[/C][C]0.483108[/C][C]4.0707[/C][C]6e-05[/C][/ROW]
[ROW][C]13[/C][C]0.053375[/C][C]0.4497[/C][C]0.327132[/C][/ROW]
[ROW][C]14[/C][C]-0.092993[/C][C]-0.7836[/C][C]0.217949[/C][/ROW]
[ROW][C]15[/C][C]-0.108576[/C][C]-0.9149[/C][C]0.181676[/C][/ROW]
[ROW][C]16[/C][C]-0.099236[/C][C]-0.8362[/C][C]0.20293[/C][/ROW]
[ROW][C]17[/C][C]-0.100949[/C][C]-0.8506[/C][C]0.198923[/C][/ROW]
[ROW][C]18[/C][C]-0.102661[/C][C]-0.865[/C][C]0.194966[/C][/ROW]
[ROW][C]19[/C][C]-0.104373[/C][C]-0.8795[/C][C]0.191058[/C][/ROW]
[ROW][C]20[/C][C]-0.096875[/C][C]-0.8163[/C][C]0.208534[/C][/ROW]
[ROW][C]21[/C][C]-0.094624[/C][C]-0.7973[/C][C]0.213962[/C][/ROW]
[ROW][C]22[/C][C]-0.052882[/C][C]-0.4456[/C][C]0.328625[/C][/ROW]
[ROW][C]23[/C][C]0.133656[/C][C]1.1262[/C][C]0.131935[/C][/ROW]
[ROW][C]24[/C][C]0.488628[/C][C]4.1173[/C][C]5.1e-05[/C][/ROW]
[ROW][C]25[/C][C]0.086637[/C][C]0.73[/C][C]0.233891[/C][/ROW]
[ROW][C]26[/C][C]-0.105307[/C][C]-0.8873[/C][C]0.188948[/C][/ROW]
[ROW][C]27[/C][C]-0.107019[/C][C]-0.9018[/C][C]0.185116[/C][/ROW]
[ROW][C]28[/C][C]-0.092153[/C][C]-0.7765[/C][C]0.220017[/C][/ROW]
[ROW][C]29[/C][C]-0.093866[/C][C]-0.7909[/C][C]0.21581[/C][/ROW]
[ROW][C]30[/C][C]-0.095578[/C][C]-0.8054[/C][C]0.211652[/C][/ROW]
[ROW][C]31[/C][C]-0.093606[/C][C]-0.7887[/C][C]0.216445[/C][/ROW]
[ROW][C]32[/C][C]-0.076898[/C][C]-0.648[/C][C]0.259551[/C][/ROW]
[ROW][C]33[/C][C]-0.056506[/C][C]-0.4761[/C][C]0.317722[/C][/ROW]
[ROW][C]34[/C][C]-0.028495[/C][C]-0.2401[/C][C]0.405471[/C][/ROW]
[ROW][C]35[/C][C]0.237306[/C][C]1.9996[/C][C]0.024687[/C][/ROW]
[ROW][C]36[/C][C]0.340617[/C][C]2.8701[/C][C]0.002701[/C][/ROW]
[ROW][C]37[/C][C]-0.019761[/C][C]-0.1665[/C][C]0.434116[/C][/ROW]
[ROW][C]38[/C][C]-0.065068[/C][C]-0.5483[/C][C]0.292613[/C][/ROW]
[ROW][C]39[/C][C]-0.044676[/C][C]-0.3764[/C][C]0.353855[/C][/ROW]
[ROW][C]40[/C][C]-0.027968[/C][C]-0.2357[/C][C]0.407187[/C][/ROW]
[ROW][C]41[/C][C]-0.025996[/C][C]-0.219[/C][C]0.413621[/C][/ROW]
[ROW][C]42[/C][C]-0.027708[/C][C]-0.2335[/C][C]0.408032[/C][/ROW]
[ROW][C]43[/C][C]-0.029421[/C][C]-0.2479[/C][C]0.402463[/C][/ROW]
[ROW][C]44[/C][C]-0.014555[/C][C]-0.1226[/C][C]0.451369[/C][/ROW]
[ROW][C]45[/C][C]-0.016267[/C][C]-0.1371[/C][C]0.445683[/C][/ROW]
[ROW][C]46[/C][C]0.015708[/C][C]0.1324[/C][C]0.447539[/C][/ROW]
[ROW][C]47[/C][C]0.004087[/C][C]0.0344[/C][C]0.486311[/C][/ROW]
[ROW][C]48[/C][C]0.170809[/C][C]1.4393[/C][C]0.077235[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189944&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189944&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	0.18584	1.5659	0.060907
2	-0.053662	-0.4522	0.326265
3	-0.126711	-1.0677	0.14464
4	-0.108161	-0.9114	0.182589
5	-0.109873	-0.9258	0.178841
6	-0.111586	-0.9402	0.175142
7	-0.113298	-0.9547	0.171493
8	-0.102116	-0.8604	0.19622
9	-0.096181	-0.8104	0.210199
10	-0.070291	-0.5923	0.277772
11	0.175694	1.4804	0.071592
12	0.483108	4.0707	6e-05
13	0.053375	0.4497	0.327132
14	-0.092993	-0.7836	0.217949
15	-0.108576	-0.9149	0.181676
16	-0.099236	-0.8362	0.20293
17	-0.100949	-0.8506	0.198923
18	-0.102661	-0.865	0.194966
19	-0.104373	-0.8795	0.191058
20	-0.096875	-0.8163	0.208534
21	-0.094624	-0.7973	0.213962
22	-0.052882	-0.4456	0.328625
23	0.133656	1.1262	0.131935
24	0.488628	4.1173	5.1e-05
25	0.086637	0.73	0.233891
26	-0.105307	-0.8873	0.188948
27	-0.107019	-0.9018	0.185116
28	-0.092153	-0.7765	0.220017
29	-0.093866	-0.7909	0.21581
30	-0.095578	-0.8054	0.211652
31	-0.093606	-0.7887	0.216445
32	-0.076898	-0.648	0.259551
33	-0.056506	-0.4761	0.317722
34	-0.028495	-0.2401	0.405471
35	0.237306	1.9996	0.024687
36	0.340617	2.8701	0.002701
37	-0.019761	-0.1665	0.434116
38	-0.065068	-0.5483	0.292613
39	-0.044676	-0.3764	0.353855
40	-0.027968	-0.2357	0.407187
41	-0.025996	-0.219	0.413621
42	-0.027708	-0.2335	0.408032
43	-0.029421	-0.2479	0.402463
44	-0.014555	-0.1226	0.451369
45	-0.016267	-0.1371	0.445683
46	0.015708	0.1324	0.447539
47	0.004087	0.0344	0.486311
48	0.170809	1.4393	0.077235

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.18584	1.5659	0.060907
2	-0.091353	-0.7698	0.221999
3	-0.103248	-0.87	0.193621
4	-0.072052	-0.6071	0.272853
5	-0.096286	-0.8113	0.209946
6	-0.105257	-0.8869	0.189061
7	-0.117463	-0.9898	0.162825
8	-0.120854	-1.0183	0.155988
9	-0.137571	-1.1592	0.125131
10	-0.132375	-1.1154	0.134218
11	0.118198	0.996	0.161327
12	0.395564	3.3331	0.000683
13	-0.141149	-1.1893	0.119133
14	-0.076291	-0.6428	0.261199
15	-0.02681	-0.2259	0.410962
16	-0.063228	-0.5328	0.297929
17	-0.066713	-0.5621	0.287897
18	-0.063123	-0.5319	0.298233
19	-0.072663	-0.6123	0.271157
20	-0.088851	-0.7487	0.228264
21	-0.094507	-0.7963	0.214247
22	-0.081089	-0.6833	0.248331
23	-0.077366	-0.6519	0.258286
24	0.285582	2.4064	0.009359
25	-0.038386	-0.3234	0.373653
26	-0.125034	-1.0536	0.147829
27	-0.034216	-0.2883	0.386976
28	-0.050109	-0.4222	0.337067
29	-0.073693	-0.6209	0.268312
30	-0.065757	-0.5541	0.290634
31	-0.060298	-0.5081	0.306486
32	-0.06331	-0.5335	0.297692
33	-0.054601	-0.4601	0.323435
34	-0.049865	-0.4202	0.337814
35	0.07121	0.6	0.275198
36	-0.098909	-0.8334	0.2037
37	-0.142387	-1.1998	0.117108
38	0.032639	0.275	0.392048
39	-0.015729	-0.1325	0.447469
40	-0.016665	-0.1404	0.444362
41	0.021591	0.1819	0.428078
42	0.025754	0.217	0.414412
43	0.023251	0.1959	0.422616
44	0.039407	0.332	0.370416
45	0.046075	0.3882	0.349501
46	0.016521	0.1392	0.444839
47	-0.302628	-2.55	0.006466
48	-0.077548	-0.6534	0.257795

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.18584 & 1.5659 & 0.060907 \tabularnewline
2 & -0.091353 & -0.7698 & 0.221999 \tabularnewline
3 & -0.103248 & -0.87 & 0.193621 \tabularnewline
4 & -0.072052 & -0.6071 & 0.272853 \tabularnewline
5 & -0.096286 & -0.8113 & 0.209946 \tabularnewline
6 & -0.105257 & -0.8869 & 0.189061 \tabularnewline
7 & -0.117463 & -0.9898 & 0.162825 \tabularnewline
8 & -0.120854 & -1.0183 & 0.155988 \tabularnewline
9 & -0.137571 & -1.1592 & 0.125131 \tabularnewline
10 & -0.132375 & -1.1154 & 0.134218 \tabularnewline
11 & 0.118198 & 0.996 & 0.161327 \tabularnewline
12 & 0.395564 & 3.3331 & 0.000683 \tabularnewline
13 & -0.141149 & -1.1893 & 0.119133 \tabularnewline
14 & -0.076291 & -0.6428 & 0.261199 \tabularnewline
15 & -0.02681 & -0.2259 & 0.410962 \tabularnewline
16 & -0.063228 & -0.5328 & 0.297929 \tabularnewline
17 & -0.066713 & -0.5621 & 0.287897 \tabularnewline
18 & -0.063123 & -0.5319 & 0.298233 \tabularnewline
19 & -0.072663 & -0.6123 & 0.271157 \tabularnewline
20 & -0.088851 & -0.7487 & 0.228264 \tabularnewline
21 & -0.094507 & -0.7963 & 0.214247 \tabularnewline
22 & -0.081089 & -0.6833 & 0.248331 \tabularnewline
23 & -0.077366 & -0.6519 & 0.258286 \tabularnewline
24 & 0.285582 & 2.4064 & 0.009359 \tabularnewline
25 & -0.038386 & -0.3234 & 0.373653 \tabularnewline
26 & -0.125034 & -1.0536 & 0.147829 \tabularnewline
27 & -0.034216 & -0.2883 & 0.386976 \tabularnewline
28 & -0.050109 & -0.4222 & 0.337067 \tabularnewline
29 & -0.073693 & -0.6209 & 0.268312 \tabularnewline
30 & -0.065757 & -0.5541 & 0.290634 \tabularnewline
31 & -0.060298 & -0.5081 & 0.306486 \tabularnewline
32 & -0.06331 & -0.5335 & 0.297692 \tabularnewline
33 & -0.054601 & -0.4601 & 0.323435 \tabularnewline
34 & -0.049865 & -0.4202 & 0.337814 \tabularnewline
35 & 0.07121 & 0.6 & 0.275198 \tabularnewline
36 & -0.098909 & -0.8334 & 0.2037 \tabularnewline
37 & -0.142387 & -1.1998 & 0.117108 \tabularnewline
38 & 0.032639 & 0.275 & 0.392048 \tabularnewline
39 & -0.015729 & -0.1325 & 0.447469 \tabularnewline
40 & -0.016665 & -0.1404 & 0.444362 \tabularnewline
41 & 0.021591 & 0.1819 & 0.428078 \tabularnewline
42 & 0.025754 & 0.217 & 0.414412 \tabularnewline
43 & 0.023251 & 0.1959 & 0.422616 \tabularnewline
44 & 0.039407 & 0.332 & 0.370416 \tabularnewline
45 & 0.046075 & 0.3882 & 0.349501 \tabularnewline
46 & 0.016521 & 0.1392 & 0.444839 \tabularnewline
47 & -0.302628 & -2.55 & 0.006466 \tabularnewline
48 & -0.077548 & -0.6534 & 0.257795 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=189944&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]0.18584[/C][C]1.5659[/C][C]0.060907[/C][/ROW]
[ROW][C]2[/C][C]-0.091353[/C][C]-0.7698[/C][C]0.221999[/C][/ROW]
[ROW][C]3[/C][C]-0.103248[/C][C]-0.87[/C][C]0.193621[/C][/ROW]
[ROW][C]4[/C][C]-0.072052[/C][C]-0.6071[/C][C]0.272853[/C][/ROW]
[ROW][C]5[/C][C]-0.096286[/C][C]-0.8113[/C][C]0.209946[/C][/ROW]
[ROW][C]6[/C][C]-0.105257[/C][C]-0.8869[/C][C]0.189061[/C][/ROW]
[ROW][C]7[/C][C]-0.117463[/C][C]-0.9898[/C][C]0.162825[/C][/ROW]
[ROW][C]8[/C][C]-0.120854[/C][C]-1.0183[/C][C]0.155988[/C][/ROW]
[ROW][C]9[/C][C]-0.137571[/C][C]-1.1592[/C][C]0.125131[/C][/ROW]
[ROW][C]10[/C][C]-0.132375[/C][C]-1.1154[/C][C]0.134218[/C][/ROW]
[ROW][C]11[/C][C]0.118198[/C][C]0.996[/C][C]0.161327[/C][/ROW]
[ROW][C]12[/C][C]0.395564[/C][C]3.3331[/C][C]0.000683[/C][/ROW]
[ROW][C]13[/C][C]-0.141149[/C][C]-1.1893[/C][C]0.119133[/C][/ROW]
[ROW][C]14[/C][C]-0.076291[/C][C]-0.6428[/C][C]0.261199[/C][/ROW]
[ROW][C]15[/C][C]-0.02681[/C][C]-0.2259[/C][C]0.410962[/C][/ROW]
[ROW][C]16[/C][C]-0.063228[/C][C]-0.5328[/C][C]0.297929[/C][/ROW]
[ROW][C]17[/C][C]-0.066713[/C][C]-0.5621[/C][C]0.287897[/C][/ROW]
[ROW][C]18[/C][C]-0.063123[/C][C]-0.5319[/C][C]0.298233[/C][/ROW]
[ROW][C]19[/C][C]-0.072663[/C][C]-0.6123[/C][C]0.271157[/C][/ROW]
[ROW][C]20[/C][C]-0.088851[/C][C]-0.7487[/C][C]0.228264[/C][/ROW]
[ROW][C]21[/C][C]-0.094507[/C][C]-0.7963[/C][C]0.214247[/C][/ROW]
[ROW][C]22[/C][C]-0.081089[/C][C]-0.6833[/C][C]0.248331[/C][/ROW]
[ROW][C]23[/C][C]-0.077366[/C][C]-0.6519[/C][C]0.258286[/C][/ROW]
[ROW][C]24[/C][C]0.285582[/C][C]2.4064[/C][C]0.009359[/C][/ROW]
[ROW][C]25[/C][C]-0.038386[/C][C]-0.3234[/C][C]0.373653[/C][/ROW]
[ROW][C]26[/C][C]-0.125034[/C][C]-1.0536[/C][C]0.147829[/C][/ROW]
[ROW][C]27[/C][C]-0.034216[/C][C]-0.2883[/C][C]0.386976[/C][/ROW]
[ROW][C]28[/C][C]-0.050109[/C][C]-0.4222[/C][C]0.337067[/C][/ROW]
[ROW][C]29[/C][C]-0.073693[/C][C]-0.6209[/C][C]0.268312[/C][/ROW]
[ROW][C]30[/C][C]-0.065757[/C][C]-0.5541[/C][C]0.290634[/C][/ROW]
[ROW][C]31[/C][C]-0.060298[/C][C]-0.5081[/C][C]0.306486[/C][/ROW]
[ROW][C]32[/C][C]-0.06331[/C][C]-0.5335[/C][C]0.297692[/C][/ROW]
[ROW][C]33[/C][C]-0.054601[/C][C]-0.4601[/C][C]0.323435[/C][/ROW]
[ROW][C]34[/C][C]-0.049865[/C][C]-0.4202[/C][C]0.337814[/C][/ROW]
[ROW][C]35[/C][C]0.07121[/C][C]0.6[/C][C]0.275198[/C][/ROW]
[ROW][C]36[/C][C]-0.098909[/C][C]-0.8334[/C][C]0.2037[/C][/ROW]
[ROW][C]37[/C][C]-0.142387[/C][C]-1.1998[/C][C]0.117108[/C][/ROW]
[ROW][C]38[/C][C]0.032639[/C][C]0.275[/C][C]0.392048[/C][/ROW]
[ROW][C]39[/C][C]-0.015729[/C][C]-0.1325[/C][C]0.447469[/C][/ROW]
[ROW][C]40[/C][C]-0.016665[/C][C]-0.1404[/C][C]0.444362[/C][/ROW]
[ROW][C]41[/C][C]0.021591[/C][C]0.1819[/C][C]0.428078[/C][/ROW]
[ROW][C]42[/C][C]0.025754[/C][C]0.217[/C][C]0.414412[/C][/ROW]
[ROW][C]43[/C][C]0.023251[/C][C]0.1959[/C][C]0.422616[/C][/ROW]
[ROW][C]44[/C][C]0.039407[/C][C]0.332[/C][C]0.370416[/C][/ROW]
[ROW][C]45[/C][C]0.046075[/C][C]0.3882[/C][C]0.349501[/C][/ROW]
[ROW][C]46[/C][C]0.016521[/C][C]0.1392[/C][C]0.444839[/C][/ROW]
[ROW][C]47[/C][C]-0.302628[/C][C]-2.55[/C][C]0.006466[/C][/ROW]
[ROW][C]48[/C][C]-0.077548[/C][C]-0.6534[/C][C]0.257795[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=189944&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=189944&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	0.18584	1.5659	0.060907
2	-0.091353	-0.7698	0.221999
3	-0.103248	-0.87	0.193621
4	-0.072052	-0.6071	0.272853
5	-0.096286	-0.8113	0.209946
6	-0.105257	-0.8869	0.189061
7	-0.117463	-0.9898	0.162825
8	-0.120854	-1.0183	0.155988
9	-0.137571	-1.1592	0.125131
10	-0.132375	-1.1154	0.134218
11	0.118198	0.996	0.161327
12	0.395564	3.3331	0.000683
13	-0.141149	-1.1893	0.119133
14	-0.076291	-0.6428	0.261199
15	-0.02681	-0.2259	0.410962
16	-0.063228	-0.5328	0.297929
17	-0.066713	-0.5621	0.287897
18	-0.063123	-0.5319	0.298233
19	-0.072663	-0.6123	0.271157
20	-0.088851	-0.7487	0.228264
21	-0.094507	-0.7963	0.214247
22	-0.081089	-0.6833	0.248331
23	-0.077366	-0.6519	0.258286
24	0.285582	2.4064	0.009359
25	-0.038386	-0.3234	0.373653
26	-0.125034	-1.0536	0.147829
27	-0.034216	-0.2883	0.386976
28	-0.050109	-0.4222	0.337067
29	-0.073693	-0.6209	0.268312
30	-0.065757	-0.5541	0.290634
31	-0.060298	-0.5081	0.306486
32	-0.06331	-0.5335	0.297692
33	-0.054601	-0.4601	0.323435
34	-0.049865	-0.4202	0.337814
35	0.07121	0.6	0.275198
36	-0.098909	-0.8334	0.2037
37	-0.142387	-1.1998	0.117108
38	0.032639	0.275	0.392048
39	-0.015729	-0.1325	0.447469
40	-0.016665	-0.1404	0.444362
41	0.021591	0.1819	0.428078
42	0.025754	0.217	0.414412
43	0.023251	0.1959	0.422616
44	0.039407	0.332	0.370416
45	0.046075	0.3882	0.349501
46	0.016521	0.1392	0.444839
47	-0.302628	-2.55	0.006466
48	-0.077548	-0.6534	0.257795

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