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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Sun, 04 Jan 2015 19:41:09 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Jan/04/t1420400590qbq65rfswm119kg.htm/, Retrieved Tue, 14 May 2024 12:32:08 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=271933, Retrieved Tue, 14 May 2024 12:32:08 +0000

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136

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-     [(Partial) Autocorrelation Function] [] [2014-12-30 20:58:42] [8ae5f3921d0f515f24933d117e773272]
- R PD    [(Partial) Autocorrelation Function] [] [2015-01-04 19:41:09] [77e76d07a5b02a0482982fb19d5d5436] [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	'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=271933&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=271933&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271933&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	-0.016543	-0.1394	0.444766
2	-0.079814	-0.6725	0.251715
3	0.079896	0.6732	0.251497
4	0.115016	0.9691	0.167882
5	-0.112964	-0.9518	0.172201
6	-0.101473	-0.855	0.197707
7	0.075578	0.6368	0.263141
8	-0.120907	-1.0188	0.155884
9	0.032355	0.2726	0.392966
10	-0.022375	-0.1885	0.425497
11	-0.041764	-0.3519	0.362973
12	0.075305	0.6345	0.263887
13	-0.033652	-0.2836	0.388787
14	0.074239	0.6255	0.266808
15	-0.090522	-0.7628	0.224068
16	0.10016	0.844	0.200763
17	-0.018634	-0.157	0.43784
18	-0.140553	-1.1843	0.120117
19	-0.063012	-0.531	0.298555
20	-0.106647	-0.8986	0.185945
21	0.023438	0.1975	0.422004
22	0.003904	0.0329	0.486926
23	0.150382	1.2671	0.104622
24	0.027759	0.2339	0.407868
25	-0.010786	-0.0909	0.46392
26	0.028874	0.2433	0.404239
27	0.104964	0.8844	0.189721
28	0.121245	1.0216	0.155212
29	-0.042696	-0.3598	0.360045
30	-0.004136	-0.0348	0.486149
31	0.046586	0.3925	0.347919
32	-0.092241	-0.7772	0.2198
33	0.035022	0.2951	0.384389
34	-0.079967	-0.6738	0.251308
35	-0.107941	-0.9095	0.183074
36	-0.107141	-0.9028	0.184847
37	0.097786	0.824	0.206362
38	-0.020444	-0.1723	0.431859
39	0.052997	0.4466	0.328276
40	0.088739	0.7477	0.228546
41	-0.040463	-0.3409	0.367076
42	-0.107574	-0.9064	0.183887
43	0.079173	0.6671	0.253427
44	-0.049527	-0.4173	0.338852
45	-0.122645	-1.0334	0.152457
46	-0.040434	-0.3407	0.367166
47	0.079246	0.6677	0.253232
48	-0.03436	-0.2895	0.386513

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.016543 & -0.1394 & 0.444766 \tabularnewline
2 & -0.079814 & -0.6725 & 0.251715 \tabularnewline
3 & 0.079896 & 0.6732 & 0.251497 \tabularnewline
4 & 0.115016 & 0.9691 & 0.167882 \tabularnewline
5 & -0.112964 & -0.9518 & 0.172201 \tabularnewline
6 & -0.101473 & -0.855 & 0.197707 \tabularnewline
7 & 0.075578 & 0.6368 & 0.263141 \tabularnewline
8 & -0.120907 & -1.0188 & 0.155884 \tabularnewline
9 & 0.032355 & 0.2726 & 0.392966 \tabularnewline
10 & -0.022375 & -0.1885 & 0.425497 \tabularnewline
11 & -0.041764 & -0.3519 & 0.362973 \tabularnewline
12 & 0.075305 & 0.6345 & 0.263887 \tabularnewline
13 & -0.033652 & -0.2836 & 0.388787 \tabularnewline
14 & 0.074239 & 0.6255 & 0.266808 \tabularnewline
15 & -0.090522 & -0.7628 & 0.224068 \tabularnewline
16 & 0.10016 & 0.844 & 0.200763 \tabularnewline
17 & -0.018634 & -0.157 & 0.43784 \tabularnewline
18 & -0.140553 & -1.1843 & 0.120117 \tabularnewline
19 & -0.063012 & -0.531 & 0.298555 \tabularnewline
20 & -0.106647 & -0.8986 & 0.185945 \tabularnewline
21 & 0.023438 & 0.1975 & 0.422004 \tabularnewline
22 & 0.003904 & 0.0329 & 0.486926 \tabularnewline
23 & 0.150382 & 1.2671 & 0.104622 \tabularnewline
24 & 0.027759 & 0.2339 & 0.407868 \tabularnewline
25 & -0.010786 & -0.0909 & 0.46392 \tabularnewline
26 & 0.028874 & 0.2433 & 0.404239 \tabularnewline
27 & 0.104964 & 0.8844 & 0.189721 \tabularnewline
28 & 0.121245 & 1.0216 & 0.155212 \tabularnewline
29 & -0.042696 & -0.3598 & 0.360045 \tabularnewline
30 & -0.004136 & -0.0348 & 0.486149 \tabularnewline
31 & 0.046586 & 0.3925 & 0.347919 \tabularnewline
32 & -0.092241 & -0.7772 & 0.2198 \tabularnewline
33 & 0.035022 & 0.2951 & 0.384389 \tabularnewline
34 & -0.079967 & -0.6738 & 0.251308 \tabularnewline
35 & -0.107941 & -0.9095 & 0.183074 \tabularnewline
36 & -0.107141 & -0.9028 & 0.184847 \tabularnewline
37 & 0.097786 & 0.824 & 0.206362 \tabularnewline
38 & -0.020444 & -0.1723 & 0.431859 \tabularnewline
39 & 0.052997 & 0.4466 & 0.328276 \tabularnewline
40 & 0.088739 & 0.7477 & 0.228546 \tabularnewline
41 & -0.040463 & -0.3409 & 0.367076 \tabularnewline
42 & -0.107574 & -0.9064 & 0.183887 \tabularnewline
43 & 0.079173 & 0.6671 & 0.253427 \tabularnewline
44 & -0.049527 & -0.4173 & 0.338852 \tabularnewline
45 & -0.122645 & -1.0334 & 0.152457 \tabularnewline
46 & -0.040434 & -0.3407 & 0.367166 \tabularnewline
47 & 0.079246 & 0.6677 & 0.253232 \tabularnewline
48 & -0.03436 & -0.2895 & 0.386513 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=271933&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]-0.016543[/C][C]-0.1394[/C][C]0.444766[/C][/ROW]
[ROW][C]2[/C][C]-0.079814[/C][C]-0.6725[/C][C]0.251715[/C][/ROW]
[ROW][C]3[/C][C]0.079896[/C][C]0.6732[/C][C]0.251497[/C][/ROW]
[ROW][C]4[/C][C]0.115016[/C][C]0.9691[/C][C]0.167882[/C][/ROW]
[ROW][C]5[/C][C]-0.112964[/C][C]-0.9518[/C][C]0.172201[/C][/ROW]
[ROW][C]6[/C][C]-0.101473[/C][C]-0.855[/C][C]0.197707[/C][/ROW]
[ROW][C]7[/C][C]0.075578[/C][C]0.6368[/C][C]0.263141[/C][/ROW]
[ROW][C]8[/C][C]-0.120907[/C][C]-1.0188[/C][C]0.155884[/C][/ROW]
[ROW][C]9[/C][C]0.032355[/C][C]0.2726[/C][C]0.392966[/C][/ROW]
[ROW][C]10[/C][C]-0.022375[/C][C]-0.1885[/C][C]0.425497[/C][/ROW]
[ROW][C]11[/C][C]-0.041764[/C][C]-0.3519[/C][C]0.362973[/C][/ROW]
[ROW][C]12[/C][C]0.075305[/C][C]0.6345[/C][C]0.263887[/C][/ROW]
[ROW][C]13[/C][C]-0.033652[/C][C]-0.2836[/C][C]0.388787[/C][/ROW]
[ROW][C]14[/C][C]0.074239[/C][C]0.6255[/C][C]0.266808[/C][/ROW]
[ROW][C]15[/C][C]-0.090522[/C][C]-0.7628[/C][C]0.224068[/C][/ROW]
[ROW][C]16[/C][C]0.10016[/C][C]0.844[/C][C]0.200763[/C][/ROW]
[ROW][C]17[/C][C]-0.018634[/C][C]-0.157[/C][C]0.43784[/C][/ROW]
[ROW][C]18[/C][C]-0.140553[/C][C]-1.1843[/C][C]0.120117[/C][/ROW]
[ROW][C]19[/C][C]-0.063012[/C][C]-0.531[/C][C]0.298555[/C][/ROW]
[ROW][C]20[/C][C]-0.106647[/C][C]-0.8986[/C][C]0.185945[/C][/ROW]
[ROW][C]21[/C][C]0.023438[/C][C]0.1975[/C][C]0.422004[/C][/ROW]
[ROW][C]22[/C][C]0.003904[/C][C]0.0329[/C][C]0.486926[/C][/ROW]
[ROW][C]23[/C][C]0.150382[/C][C]1.2671[/C][C]0.104622[/C][/ROW]
[ROW][C]24[/C][C]0.027759[/C][C]0.2339[/C][C]0.407868[/C][/ROW]
[ROW][C]25[/C][C]-0.010786[/C][C]-0.0909[/C][C]0.46392[/C][/ROW]
[ROW][C]26[/C][C]0.028874[/C][C]0.2433[/C][C]0.404239[/C][/ROW]
[ROW][C]27[/C][C]0.104964[/C][C]0.8844[/C][C]0.189721[/C][/ROW]
[ROW][C]28[/C][C]0.121245[/C][C]1.0216[/C][C]0.155212[/C][/ROW]
[ROW][C]29[/C][C]-0.042696[/C][C]-0.3598[/C][C]0.360045[/C][/ROW]
[ROW][C]30[/C][C]-0.004136[/C][C]-0.0348[/C][C]0.486149[/C][/ROW]
[ROW][C]31[/C][C]0.046586[/C][C]0.3925[/C][C]0.347919[/C][/ROW]
[ROW][C]32[/C][C]-0.092241[/C][C]-0.7772[/C][C]0.2198[/C][/ROW]
[ROW][C]33[/C][C]0.035022[/C][C]0.2951[/C][C]0.384389[/C][/ROW]
[ROW][C]34[/C][C]-0.079967[/C][C]-0.6738[/C][C]0.251308[/C][/ROW]
[ROW][C]35[/C][C]-0.107941[/C][C]-0.9095[/C][C]0.183074[/C][/ROW]
[ROW][C]36[/C][C]-0.107141[/C][C]-0.9028[/C][C]0.184847[/C][/ROW]
[ROW][C]37[/C][C]0.097786[/C][C]0.824[/C][C]0.206362[/C][/ROW]
[ROW][C]38[/C][C]-0.020444[/C][C]-0.1723[/C][C]0.431859[/C][/ROW]
[ROW][C]39[/C][C]0.052997[/C][C]0.4466[/C][C]0.328276[/C][/ROW]
[ROW][C]40[/C][C]0.088739[/C][C]0.7477[/C][C]0.228546[/C][/ROW]
[ROW][C]41[/C][C]-0.040463[/C][C]-0.3409[/C][C]0.367076[/C][/ROW]
[ROW][C]42[/C][C]-0.107574[/C][C]-0.9064[/C][C]0.183887[/C][/ROW]
[ROW][C]43[/C][C]0.079173[/C][C]0.6671[/C][C]0.253427[/C][/ROW]
[ROW][C]44[/C][C]-0.049527[/C][C]-0.4173[/C][C]0.338852[/C][/ROW]
[ROW][C]45[/C][C]-0.122645[/C][C]-1.0334[/C][C]0.152457[/C][/ROW]
[ROW][C]46[/C][C]-0.040434[/C][C]-0.3407[/C][C]0.367166[/C][/ROW]
[ROW][C]47[/C][C]0.079246[/C][C]0.6677[/C][C]0.253232[/C][/ROW]
[ROW][C]48[/C][C]-0.03436[/C][C]-0.2895[/C][C]0.386513[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=271933&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271933&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	-0.016543	-0.1394	0.444766
2	-0.079814	-0.6725	0.251715
3	0.079896	0.6732	0.251497
4	0.115016	0.9691	0.167882
5	-0.112964	-0.9518	0.172201
6	-0.101473	-0.855	0.197707
7	0.075578	0.6368	0.263141
8	-0.120907	-1.0188	0.155884
9	0.032355	0.2726	0.392966
10	-0.022375	-0.1885	0.425497
11	-0.041764	-0.3519	0.362973
12	0.075305	0.6345	0.263887
13	-0.033652	-0.2836	0.388787
14	0.074239	0.6255	0.266808
15	-0.090522	-0.7628	0.224068
16	0.10016	0.844	0.200763
17	-0.018634	-0.157	0.43784
18	-0.140553	-1.1843	0.120117
19	-0.063012	-0.531	0.298555
20	-0.106647	-0.8986	0.185945
21	0.023438	0.1975	0.422004
22	0.003904	0.0329	0.486926
23	0.150382	1.2671	0.104622
24	0.027759	0.2339	0.407868
25	-0.010786	-0.0909	0.46392
26	0.028874	0.2433	0.404239
27	0.104964	0.8844	0.189721
28	0.121245	1.0216	0.155212
29	-0.042696	-0.3598	0.360045
30	-0.004136	-0.0348	0.486149
31	0.046586	0.3925	0.347919
32	-0.092241	-0.7772	0.2198
33	0.035022	0.2951	0.384389
34	-0.079967	-0.6738	0.251308
35	-0.107941	-0.9095	0.183074
36	-0.107141	-0.9028	0.184847
37	0.097786	0.824	0.206362
38	-0.020444	-0.1723	0.431859
39	0.052997	0.4466	0.328276
40	0.088739	0.7477	0.228546
41	-0.040463	-0.3409	0.367076
42	-0.107574	-0.9064	0.183887
43	0.079173	0.6671	0.253427
44	-0.049527	-0.4173	0.338852
45	-0.122645	-1.0334	0.152457
46	-0.040434	-0.3407	0.367166
47	0.079246	0.6677	0.253232
48	-0.03436	-0.2895	0.386513

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.016543	-0.1394	0.444766
2	-0.08011	-0.675	0.250928
3	0.077664	0.6544	0.25748
4	0.112373	0.9469	0.173457
5	-0.099374	-0.8373	0.202605
6	-0.097356	-0.8203	0.207385
7	0.042706	0.3598	0.360016
8	-0.132983	-1.1205	0.133131
9	0.079313	0.6683	0.253053
10	-0.037015	-0.3119	0.378017
11	-0.054442	-0.4587	0.323912
12	0.102141	0.8607	0.196163
13	-0.069406	-0.5848	0.28026
14	0.089232	0.7519	0.227304
15	-0.08506	-0.7167	0.237946
16	0.063884	0.5383	0.296028
17	-0.003099	-0.0261	0.489619
18	-0.152944	-1.2887	0.100838
19	-0.062153	-0.5237	0.301055
20	-0.134224	-1.131	0.130933
21	0.009866	0.0831	0.466989
22	0.094527	0.7965	0.214199
23	0.129333	1.0898	0.139747
24	0.059783	0.5037	0.308002
25	-0.031785	-0.2678	0.394804
26	-0.069518	-0.5858	0.279943
27	0.130995	1.1038	0.136707
28	0.101712	0.857	0.197153
29	0.04204	0.3542	0.362106
30	-0.023714	-0.1998	0.421098
31	0.008503	0.0716	0.471542
32	-0.090537	-0.7629	0.224031
33	0.08336	0.7024	0.242362
34	-0.05443	-0.4586	0.323948
35	-0.136719	-1.152	0.12659
36	-0.103199	-0.8696	0.193732
37	0.020616	0.1737	0.431293
38	-0.012022	-0.1013	0.459798
39	0.116639	0.9828	0.164518
40	0.038223	0.3221	0.374173
41	-0.010763	-0.0907	0.463997
42	-0.101438	-0.8547	0.197788
43	0.082952	0.699	0.243428
44	-0.094116	-0.793	0.2152
45	-0.085136	-0.7174	0.23775
46	-0.01617	-0.1363	0.446003
47	0.066754	0.5625	0.28778
48	0.092937	0.7831	0.218085

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.016543 & -0.1394 & 0.444766 \tabularnewline
2 & -0.08011 & -0.675 & 0.250928 \tabularnewline
3 & 0.077664 & 0.6544 & 0.25748 \tabularnewline
4 & 0.112373 & 0.9469 & 0.173457 \tabularnewline
5 & -0.099374 & -0.8373 & 0.202605 \tabularnewline
6 & -0.097356 & -0.8203 & 0.207385 \tabularnewline
7 & 0.042706 & 0.3598 & 0.360016 \tabularnewline
8 & -0.132983 & -1.1205 & 0.133131 \tabularnewline
9 & 0.079313 & 0.6683 & 0.253053 \tabularnewline
10 & -0.037015 & -0.3119 & 0.378017 \tabularnewline
11 & -0.054442 & -0.4587 & 0.323912 \tabularnewline
12 & 0.102141 & 0.8607 & 0.196163 \tabularnewline
13 & -0.069406 & -0.5848 & 0.28026 \tabularnewline
14 & 0.089232 & 0.7519 & 0.227304 \tabularnewline
15 & -0.08506 & -0.7167 & 0.237946 \tabularnewline
16 & 0.063884 & 0.5383 & 0.296028 \tabularnewline
17 & -0.003099 & -0.0261 & 0.489619 \tabularnewline
18 & -0.152944 & -1.2887 & 0.100838 \tabularnewline
19 & -0.062153 & -0.5237 & 0.301055 \tabularnewline
20 & -0.134224 & -1.131 & 0.130933 \tabularnewline
21 & 0.009866 & 0.0831 & 0.466989 \tabularnewline
22 & 0.094527 & 0.7965 & 0.214199 \tabularnewline
23 & 0.129333 & 1.0898 & 0.139747 \tabularnewline
24 & 0.059783 & 0.5037 & 0.308002 \tabularnewline
25 & -0.031785 & -0.2678 & 0.394804 \tabularnewline
26 & -0.069518 & -0.5858 & 0.279943 \tabularnewline
27 & 0.130995 & 1.1038 & 0.136707 \tabularnewline
28 & 0.101712 & 0.857 & 0.197153 \tabularnewline
29 & 0.04204 & 0.3542 & 0.362106 \tabularnewline
30 & -0.023714 & -0.1998 & 0.421098 \tabularnewline
31 & 0.008503 & 0.0716 & 0.471542 \tabularnewline
32 & -0.090537 & -0.7629 & 0.224031 \tabularnewline
33 & 0.08336 & 0.7024 & 0.242362 \tabularnewline
34 & -0.05443 & -0.4586 & 0.323948 \tabularnewline
35 & -0.136719 & -1.152 & 0.12659 \tabularnewline
36 & -0.103199 & -0.8696 & 0.193732 \tabularnewline
37 & 0.020616 & 0.1737 & 0.431293 \tabularnewline
38 & -0.012022 & -0.1013 & 0.459798 \tabularnewline
39 & 0.116639 & 0.9828 & 0.164518 \tabularnewline
40 & 0.038223 & 0.3221 & 0.374173 \tabularnewline
41 & -0.010763 & -0.0907 & 0.463997 \tabularnewline
42 & -0.101438 & -0.8547 & 0.197788 \tabularnewline
43 & 0.082952 & 0.699 & 0.243428 \tabularnewline
44 & -0.094116 & -0.793 & 0.2152 \tabularnewline
45 & -0.085136 & -0.7174 & 0.23775 \tabularnewline
46 & -0.01617 & -0.1363 & 0.446003 \tabularnewline
47 & 0.066754 & 0.5625 & 0.28778 \tabularnewline
48 & 0.092937 & 0.7831 & 0.218085 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=271933&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]-0.016543[/C][C]-0.1394[/C][C]0.444766[/C][/ROW]
[ROW][C]2[/C][C]-0.08011[/C][C]-0.675[/C][C]0.250928[/C][/ROW]
[ROW][C]3[/C][C]0.077664[/C][C]0.6544[/C][C]0.25748[/C][/ROW]
[ROW][C]4[/C][C]0.112373[/C][C]0.9469[/C][C]0.173457[/C][/ROW]
[ROW][C]5[/C][C]-0.099374[/C][C]-0.8373[/C][C]0.202605[/C][/ROW]
[ROW][C]6[/C][C]-0.097356[/C][C]-0.8203[/C][C]0.207385[/C][/ROW]
[ROW][C]7[/C][C]0.042706[/C][C]0.3598[/C][C]0.360016[/C][/ROW]
[ROW][C]8[/C][C]-0.132983[/C][C]-1.1205[/C][C]0.133131[/C][/ROW]
[ROW][C]9[/C][C]0.079313[/C][C]0.6683[/C][C]0.253053[/C][/ROW]
[ROW][C]10[/C][C]-0.037015[/C][C]-0.3119[/C][C]0.378017[/C][/ROW]
[ROW][C]11[/C][C]-0.054442[/C][C]-0.4587[/C][C]0.323912[/C][/ROW]
[ROW][C]12[/C][C]0.102141[/C][C]0.8607[/C][C]0.196163[/C][/ROW]
[ROW][C]13[/C][C]-0.069406[/C][C]-0.5848[/C][C]0.28026[/C][/ROW]
[ROW][C]14[/C][C]0.089232[/C][C]0.7519[/C][C]0.227304[/C][/ROW]
[ROW][C]15[/C][C]-0.08506[/C][C]-0.7167[/C][C]0.237946[/C][/ROW]
[ROW][C]16[/C][C]0.063884[/C][C]0.5383[/C][C]0.296028[/C][/ROW]
[ROW][C]17[/C][C]-0.003099[/C][C]-0.0261[/C][C]0.489619[/C][/ROW]
[ROW][C]18[/C][C]-0.152944[/C][C]-1.2887[/C][C]0.100838[/C][/ROW]
[ROW][C]19[/C][C]-0.062153[/C][C]-0.5237[/C][C]0.301055[/C][/ROW]
[ROW][C]20[/C][C]-0.134224[/C][C]-1.131[/C][C]0.130933[/C][/ROW]
[ROW][C]21[/C][C]0.009866[/C][C]0.0831[/C][C]0.466989[/C][/ROW]
[ROW][C]22[/C][C]0.094527[/C][C]0.7965[/C][C]0.214199[/C][/ROW]
[ROW][C]23[/C][C]0.129333[/C][C]1.0898[/C][C]0.139747[/C][/ROW]
[ROW][C]24[/C][C]0.059783[/C][C]0.5037[/C][C]0.308002[/C][/ROW]
[ROW][C]25[/C][C]-0.031785[/C][C]-0.2678[/C][C]0.394804[/C][/ROW]
[ROW][C]26[/C][C]-0.069518[/C][C]-0.5858[/C][C]0.279943[/C][/ROW]
[ROW][C]27[/C][C]0.130995[/C][C]1.1038[/C][C]0.136707[/C][/ROW]
[ROW][C]28[/C][C]0.101712[/C][C]0.857[/C][C]0.197153[/C][/ROW]
[ROW][C]29[/C][C]0.04204[/C][C]0.3542[/C][C]0.362106[/C][/ROW]
[ROW][C]30[/C][C]-0.023714[/C][C]-0.1998[/C][C]0.421098[/C][/ROW]
[ROW][C]31[/C][C]0.008503[/C][C]0.0716[/C][C]0.471542[/C][/ROW]
[ROW][C]32[/C][C]-0.090537[/C][C]-0.7629[/C][C]0.224031[/C][/ROW]
[ROW][C]33[/C][C]0.08336[/C][C]0.7024[/C][C]0.242362[/C][/ROW]
[ROW][C]34[/C][C]-0.05443[/C][C]-0.4586[/C][C]0.323948[/C][/ROW]
[ROW][C]35[/C][C]-0.136719[/C][C]-1.152[/C][C]0.12659[/C][/ROW]
[ROW][C]36[/C][C]-0.103199[/C][C]-0.8696[/C][C]0.193732[/C][/ROW]
[ROW][C]37[/C][C]0.020616[/C][C]0.1737[/C][C]0.431293[/C][/ROW]
[ROW][C]38[/C][C]-0.012022[/C][C]-0.1013[/C][C]0.459798[/C][/ROW]
[ROW][C]39[/C][C]0.116639[/C][C]0.9828[/C][C]0.164518[/C][/ROW]
[ROW][C]40[/C][C]0.038223[/C][C]0.3221[/C][C]0.374173[/C][/ROW]
[ROW][C]41[/C][C]-0.010763[/C][C]-0.0907[/C][C]0.463997[/C][/ROW]
[ROW][C]42[/C][C]-0.101438[/C][C]-0.8547[/C][C]0.197788[/C][/ROW]
[ROW][C]43[/C][C]0.082952[/C][C]0.699[/C][C]0.243428[/C][/ROW]
[ROW][C]44[/C][C]-0.094116[/C][C]-0.793[/C][C]0.2152[/C][/ROW]
[ROW][C]45[/C][C]-0.085136[/C][C]-0.7174[/C][C]0.23775[/C][/ROW]
[ROW][C]46[/C][C]-0.01617[/C][C]-0.1363[/C][C]0.446003[/C][/ROW]
[ROW][C]47[/C][C]0.066754[/C][C]0.5625[/C][C]0.28778[/C][/ROW]
[ROW][C]48[/C][C]0.092937[/C][C]0.7831[/C][C]0.218085[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=271933&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271933&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	-0.016543	-0.1394	0.444766
2	-0.08011	-0.675	0.250928
3	0.077664	0.6544	0.25748
4	0.112373	0.9469	0.173457
5	-0.099374	-0.8373	0.202605
6	-0.097356	-0.8203	0.207385
7	0.042706	0.3598	0.360016
8	-0.132983	-1.1205	0.133131
9	0.079313	0.6683	0.253053
10	-0.037015	-0.3119	0.378017
11	-0.054442	-0.4587	0.323912
12	0.102141	0.8607	0.196163
13	-0.069406	-0.5848	0.28026
14	0.089232	0.7519	0.227304
15	-0.08506	-0.7167	0.237946
16	0.063884	0.5383	0.296028
17	-0.003099	-0.0261	0.489619
18	-0.152944	-1.2887	0.100838
19	-0.062153	-0.5237	0.301055
20	-0.134224	-1.131	0.130933
21	0.009866	0.0831	0.466989
22	0.094527	0.7965	0.214199
23	0.129333	1.0898	0.139747
24	0.059783	0.5037	0.308002
25	-0.031785	-0.2678	0.394804
26	-0.069518	-0.5858	0.279943
27	0.130995	1.1038	0.136707
28	0.101712	0.857	0.197153
29	0.04204	0.3542	0.362106
30	-0.023714	-0.1998	0.421098
31	0.008503	0.0716	0.471542
32	-0.090537	-0.7629	0.224031
33	0.08336	0.7024	0.242362
34	-0.05443	-0.4586	0.323948
35	-0.136719	-1.152	0.12659
36	-0.103199	-0.8696	0.193732
37	0.020616	0.1737	0.431293
38	-0.012022	-0.1013	0.459798
39	0.116639	0.9828	0.164518
40	0.038223	0.3221	0.374173
41	-0.010763	-0.0907	0.463997
42	-0.101438	-0.8547	0.197788
43	0.082952	0.699	0.243428
44	-0.094116	-0.793	0.2152
45	-0.085136	-0.7174	0.23775
46	-0.01617	-0.1363	0.446003
47	0.066754	0.5625	0.28778
48	0.092937	0.7831	0.218085

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