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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationTue, 15 Jan 2013 14:46:08 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2013/Jan/15/t1358279193oeelcm6nar1frx3.htm/, Retrieved Sat, 27 Apr 2024 13:27:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=205525, Retrieved Sat, 27 Apr 2024 13:27:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact82

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [] [2012-12-29 20:53:23] [8ed3f4120f64b138d86c2354ccf260c2]
-   PD    [(Partial) Autocorrelation Function] [] [2013-01-15 19:46:08] [3f9aa5867cfe47c4a12580af2904c765] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
103,24
103,43
103,43
103,43
103,31
103,31
103,31
103,31
104,06
104,8
105,36
105,38
105,38
105,38
108,37
112,21
112,05
112,05
112,06
112,05
111,36
111,36
111,36
111,36
111,78
111,89
111,89
111,89
112,02
112,02
112,02
112,02
112,02
112,02
112,02
111,28
111,28
111,28
111,28
110,56
110,56
110,56
110,56
110,56
111,37
109,43
109,43
109,57
109,57
109,57
109,57
109,57
109,39
111,68
111,68
111,68
111,93
111,93
111,93
111,93
111,56
111,89
111,89
111,89
110,82
110,82
110,82
110,82
110,98
110,98
111,78
111,78

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ fisher.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=205525&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]'Sir Ronald Aylmer Fisher' @ fisher.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=205525&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=205525&T=0

As an alternative you can also use a QR Code:  
QR Code


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

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ fisher.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9321837.90980
20.8508767.21990
30.7723526.55360
40.6931355.88140
50.6097765.17411e-06
60.524864.45361.5e-05
70.4340583.68310.000221
80.3395282.8810.00261
90.2563092.17490.016463
100.1757521.49130.070125
110.0978620.83040.204533
120.0274980.23330.408083
13-0.043713-0.37090.355894
14-0.116746-0.99060.162594
15-0.158512-1.3450.09142
16-0.162966-1.38280.085499
17-0.167713-1.42310.079514
18-0.175192-1.48660.07075
19-0.179776-1.52540.065764
20-0.181745-1.54220.063709
21-0.185872-1.57720.059569
22-0.185351-1.57280.06008
23-0.184479-1.56540.060942
24-0.183695-1.55870.061726
25-0.173453-1.47180.072717
26-0.159351-1.35210.090282
27-0.145065-1.23090.11118
28-0.135727-1.15170.126631
29-0.122633-1.04060.150776
30-0.116892-0.99190.162293
31-0.102373-0.86870.193958
32-0.077083-0.65410.257574
33-0.052928-0.44910.327351
34-0.029075-0.24670.402919
35-0.005615-0.04760.481065
360.0117510.09970.460425
370.0310550.26350.396456
380.0516980.43870.331106
390.0593570.50370.308018
400.0487470.41360.340187
410.0386270.32780.372023
420.0269830.2290.409776
430.0140930.11960.452575
44-0.000861-0.00730.497094
45-0.010243-0.08690.465491
46-0.040329-0.34220.366598
47-0.071446-0.60620.273132
48-0.102617-0.87070.193396

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.932183 & 7.9098 & 0 \tabularnewline
2 & 0.850876 & 7.2199 & 0 \tabularnewline
3 & 0.772352 & 6.5536 & 0 \tabularnewline
4 & 0.693135 & 5.8814 & 0 \tabularnewline
5 & 0.609776 & 5.1741 & 1e-06 \tabularnewline
6 & 0.52486 & 4.4536 & 1.5e-05 \tabularnewline
7 & 0.434058 & 3.6831 & 0.000221 \tabularnewline
8 & 0.339528 & 2.881 & 0.00261 \tabularnewline
9 & 0.256309 & 2.1749 & 0.016463 \tabularnewline
10 & 0.175752 & 1.4913 & 0.070125 \tabularnewline
11 & 0.097862 & 0.8304 & 0.204533 \tabularnewline
12 & 0.027498 & 0.2333 & 0.408083 \tabularnewline
13 & -0.043713 & -0.3709 & 0.355894 \tabularnewline
14 & -0.116746 & -0.9906 & 0.162594 \tabularnewline
15 & -0.158512 & -1.345 & 0.09142 \tabularnewline
16 & -0.162966 & -1.3828 & 0.085499 \tabularnewline
17 & -0.167713 & -1.4231 & 0.079514 \tabularnewline
18 & -0.175192 & -1.4866 & 0.07075 \tabularnewline
19 & -0.179776 & -1.5254 & 0.065764 \tabularnewline
20 & -0.181745 & -1.5422 & 0.063709 \tabularnewline
21 & -0.185872 & -1.5772 & 0.059569 \tabularnewline
22 & -0.185351 & -1.5728 & 0.06008 \tabularnewline
23 & -0.184479 & -1.5654 & 0.060942 \tabularnewline
24 & -0.183695 & -1.5587 & 0.061726 \tabularnewline
25 & -0.173453 & -1.4718 & 0.072717 \tabularnewline
26 & -0.159351 & -1.3521 & 0.090282 \tabularnewline
27 & -0.145065 & -1.2309 & 0.11118 \tabularnewline
28 & -0.135727 & -1.1517 & 0.126631 \tabularnewline
29 & -0.122633 & -1.0406 & 0.150776 \tabularnewline
30 & -0.116892 & -0.9919 & 0.162293 \tabularnewline
31 & -0.102373 & -0.8687 & 0.193958 \tabularnewline
32 & -0.077083 & -0.6541 & 0.257574 \tabularnewline
33 & -0.052928 & -0.4491 & 0.327351 \tabularnewline
34 & -0.029075 & -0.2467 & 0.402919 \tabularnewline
35 & -0.005615 & -0.0476 & 0.481065 \tabularnewline
36 & 0.011751 & 0.0997 & 0.460425 \tabularnewline
37 & 0.031055 & 0.2635 & 0.396456 \tabularnewline
38 & 0.051698 & 0.4387 & 0.331106 \tabularnewline
39 & 0.059357 & 0.5037 & 0.308018 \tabularnewline
40 & 0.048747 & 0.4136 & 0.340187 \tabularnewline
41 & 0.038627 & 0.3278 & 0.372023 \tabularnewline
42 & 0.026983 & 0.229 & 0.409776 \tabularnewline
43 & 0.014093 & 0.1196 & 0.452575 \tabularnewline
44 & -0.000861 & -0.0073 & 0.497094 \tabularnewline
45 & -0.010243 & -0.0869 & 0.465491 \tabularnewline
46 & -0.040329 & -0.3422 & 0.366598 \tabularnewline
47 & -0.071446 & -0.6062 & 0.273132 \tabularnewline
48 & -0.102617 & -0.8707 & 0.193396 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=205525&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]0.932183[/C][C]7.9098[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.850876[/C][C]7.2199[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.772352[/C][C]6.5536[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.693135[/C][C]5.8814[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.609776[/C][C]5.1741[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.52486[/C][C]4.4536[/C][C]1.5e-05[/C][/ROW]
[ROW][C]7[/C][C]0.434058[/C][C]3.6831[/C][C]0.000221[/C][/ROW]
[ROW][C]8[/C][C]0.339528[/C][C]2.881[/C][C]0.00261[/C][/ROW]
[ROW][C]9[/C][C]0.256309[/C][C]2.1749[/C][C]0.016463[/C][/ROW]
[ROW][C]10[/C][C]0.175752[/C][C]1.4913[/C][C]0.070125[/C][/ROW]
[ROW][C]11[/C][C]0.097862[/C][C]0.8304[/C][C]0.204533[/C][/ROW]
[ROW][C]12[/C][C]0.027498[/C][C]0.2333[/C][C]0.408083[/C][/ROW]
[ROW][C]13[/C][C]-0.043713[/C][C]-0.3709[/C][C]0.355894[/C][/ROW]
[ROW][C]14[/C][C]-0.116746[/C][C]-0.9906[/C][C]0.162594[/C][/ROW]
[ROW][C]15[/C][C]-0.158512[/C][C]-1.345[/C][C]0.09142[/C][/ROW]
[ROW][C]16[/C][C]-0.162966[/C][C]-1.3828[/C][C]0.085499[/C][/ROW]
[ROW][C]17[/C][C]-0.167713[/C][C]-1.4231[/C][C]0.079514[/C][/ROW]
[ROW][C]18[/C][C]-0.175192[/C][C]-1.4866[/C][C]0.07075[/C][/ROW]
[ROW][C]19[/C][C]-0.179776[/C][C]-1.5254[/C][C]0.065764[/C][/ROW]
[ROW][C]20[/C][C]-0.181745[/C][C]-1.5422[/C][C]0.063709[/C][/ROW]
[ROW][C]21[/C][C]-0.185872[/C][C]-1.5772[/C][C]0.059569[/C][/ROW]
[ROW][C]22[/C][C]-0.185351[/C][C]-1.5728[/C][C]0.06008[/C][/ROW]
[ROW][C]23[/C][C]-0.184479[/C][C]-1.5654[/C][C]0.060942[/C][/ROW]
[ROW][C]24[/C][C]-0.183695[/C][C]-1.5587[/C][C]0.061726[/C][/ROW]
[ROW][C]25[/C][C]-0.173453[/C][C]-1.4718[/C][C]0.072717[/C][/ROW]
[ROW][C]26[/C][C]-0.159351[/C][C]-1.3521[/C][C]0.090282[/C][/ROW]
[ROW][C]27[/C][C]-0.145065[/C][C]-1.2309[/C][C]0.11118[/C][/ROW]
[ROW][C]28[/C][C]-0.135727[/C][C]-1.1517[/C][C]0.126631[/C][/ROW]
[ROW][C]29[/C][C]-0.122633[/C][C]-1.0406[/C][C]0.150776[/C][/ROW]
[ROW][C]30[/C][C]-0.116892[/C][C]-0.9919[/C][C]0.162293[/C][/ROW]
[ROW][C]31[/C][C]-0.102373[/C][C]-0.8687[/C][C]0.193958[/C][/ROW]
[ROW][C]32[/C][C]-0.077083[/C][C]-0.6541[/C][C]0.257574[/C][/ROW]
[ROW][C]33[/C][C]-0.052928[/C][C]-0.4491[/C][C]0.327351[/C][/ROW]
[ROW][C]34[/C][C]-0.029075[/C][C]-0.2467[/C][C]0.402919[/C][/ROW]
[ROW][C]35[/C][C]-0.005615[/C][C]-0.0476[/C][C]0.481065[/C][/ROW]
[ROW][C]36[/C][C]0.011751[/C][C]0.0997[/C][C]0.460425[/C][/ROW]
[ROW][C]37[/C][C]0.031055[/C][C]0.2635[/C][C]0.396456[/C][/ROW]
[ROW][C]38[/C][C]0.051698[/C][C]0.4387[/C][C]0.331106[/C][/ROW]
[ROW][C]39[/C][C]0.059357[/C][C]0.5037[/C][C]0.308018[/C][/ROW]
[ROW][C]40[/C][C]0.048747[/C][C]0.4136[/C][C]0.340187[/C][/ROW]
[ROW][C]41[/C][C]0.038627[/C][C]0.3278[/C][C]0.372023[/C][/ROW]
[ROW][C]42[/C][C]0.026983[/C][C]0.229[/C][C]0.409776[/C][/ROW]
[ROW][C]43[/C][C]0.014093[/C][C]0.1196[/C][C]0.452575[/C][/ROW]
[ROW][C]44[/C][C]-0.000861[/C][C]-0.0073[/C][C]0.497094[/C][/ROW]
[ROW][C]45[/C][C]-0.010243[/C][C]-0.0869[/C][C]0.465491[/C][/ROW]
[ROW][C]46[/C][C]-0.040329[/C][C]-0.3422[/C][C]0.366598[/C][/ROW]
[ROW][C]47[/C][C]-0.071446[/C][C]-0.6062[/C][C]0.273132[/C][/ROW]
[ROW][C]48[/C][C]-0.102617[/C][C]-0.8707[/C][C]0.193396[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=205525&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=205525&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9321837.90980
20.8508767.21990
30.7723526.55360
40.6931355.88140
50.6097765.17411e-06
60.524864.45361.5e-05
70.4340583.68310.000221
80.3395282.8810.00261
90.2563092.17490.016463
100.1757521.49130.070125
110.0978620.83040.204533
120.0274980.23330.408083
13-0.043713-0.37090.355894
14-0.116746-0.99060.162594
15-0.158512-1.3450.09142
16-0.162966-1.38280.085499
17-0.167713-1.42310.079514
18-0.175192-1.48660.07075
19-0.179776-1.52540.065764
20-0.181745-1.54220.063709
21-0.185872-1.57720.059569
22-0.185351-1.57280.06008
23-0.184479-1.56540.060942
24-0.183695-1.55870.061726
25-0.173453-1.47180.072717
26-0.159351-1.35210.090282
27-0.145065-1.23090.11118
28-0.135727-1.15170.126631
29-0.122633-1.04060.150776
30-0.116892-0.99190.162293
31-0.102373-0.86870.193958
32-0.077083-0.65410.257574
33-0.052928-0.44910.327351
34-0.029075-0.24670.402919
35-0.005615-0.04760.481065
360.0117510.09970.460425
370.0310550.26350.396456
380.0516980.43870.331106
390.0593570.50370.308018
400.0487470.41360.340187
410.0386270.32780.372023
420.0269830.2290.409776
430.0140930.11960.452575
44-0.000861-0.00730.497094
45-0.010243-0.08690.465491
46-0.040329-0.34220.366598
47-0.071446-0.60620.273132
48-0.102617-0.87070.193396






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9321837.90980
2-0.138041-1.17130.122666
3-0.012684-0.10760.457295
4-0.054789-0.46490.321704
5-0.076976-0.65320.257867
6-0.058535-0.49670.310462
7-0.102017-0.86560.194782
8-0.085248-0.72340.235903
90.0219770.18650.426295
10-0.062582-0.5310.298519
11-0.041981-0.35620.361357
12-0.012235-0.10380.458802
13-0.088577-0.75160.227371
14-0.083735-0.71050.239839
150.1662471.41060.081327
160.1945631.65090.051555
17-0.066098-0.56090.288316
18-0.050051-0.42470.336161
19-0.024783-0.21030.417018
20-0.027784-0.23580.407147
21-0.081303-0.68990.246243
22-0.033321-0.28270.389096
23-0.018678-0.15850.437258
24-0.00063-0.00530.497876
250.0429450.36440.358312
260.0166010.14090.444186
27-0.007805-0.06620.47369
28-0.095801-0.81290.209478
290.032290.2740.392439
300.0278130.2360.407052
310.1146320.97270.166984
320.0424380.36010.359913
33-0.019531-0.16570.434419
340.0160230.1360.446117
35-0.020556-0.17440.43101
36-0.080136-0.680.249349
370.0271110.230.409356
380.0013570.01150.495423
39-0.073081-0.62010.268572
40-0.086537-0.73430.232579
410.028850.24480.403655
42-0.04425-0.37550.354207
43-0.035996-0.30540.380457
44-0.024841-0.21080.416827
450.0883420.74960.227967
46-0.111579-0.94680.173459
470.0057560.04880.480589
48-0.031133-0.26420.396201

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.932183 & 7.9098 & 0 \tabularnewline
2 & -0.138041 & -1.1713 & 0.122666 \tabularnewline
3 & -0.012684 & -0.1076 & 0.457295 \tabularnewline
4 & -0.054789 & -0.4649 & 0.321704 \tabularnewline
5 & -0.076976 & -0.6532 & 0.257867 \tabularnewline
6 & -0.058535 & -0.4967 & 0.310462 \tabularnewline
7 & -0.102017 & -0.8656 & 0.194782 \tabularnewline
8 & -0.085248 & -0.7234 & 0.235903 \tabularnewline
9 & 0.021977 & 0.1865 & 0.426295 \tabularnewline
10 & -0.062582 & -0.531 & 0.298519 \tabularnewline
11 & -0.041981 & -0.3562 & 0.361357 \tabularnewline
12 & -0.012235 & -0.1038 & 0.458802 \tabularnewline
13 & -0.088577 & -0.7516 & 0.227371 \tabularnewline
14 & -0.083735 & -0.7105 & 0.239839 \tabularnewline
15 & 0.166247 & 1.4106 & 0.081327 \tabularnewline
16 & 0.194563 & 1.6509 & 0.051555 \tabularnewline
17 & -0.066098 & -0.5609 & 0.288316 \tabularnewline
18 & -0.050051 & -0.4247 & 0.336161 \tabularnewline
19 & -0.024783 & -0.2103 & 0.417018 \tabularnewline
20 & -0.027784 & -0.2358 & 0.407147 \tabularnewline
21 & -0.081303 & -0.6899 & 0.246243 \tabularnewline
22 & -0.033321 & -0.2827 & 0.389096 \tabularnewline
23 & -0.018678 & -0.1585 & 0.437258 \tabularnewline
24 & -0.00063 & -0.0053 & 0.497876 \tabularnewline
25 & 0.042945 & 0.3644 & 0.358312 \tabularnewline
26 & 0.016601 & 0.1409 & 0.444186 \tabularnewline
27 & -0.007805 & -0.0662 & 0.47369 \tabularnewline
28 & -0.095801 & -0.8129 & 0.209478 \tabularnewline
29 & 0.03229 & 0.274 & 0.392439 \tabularnewline
30 & 0.027813 & 0.236 & 0.407052 \tabularnewline
31 & 0.114632 & 0.9727 & 0.166984 \tabularnewline
32 & 0.042438 & 0.3601 & 0.359913 \tabularnewline
33 & -0.019531 & -0.1657 & 0.434419 \tabularnewline
34 & 0.016023 & 0.136 & 0.446117 \tabularnewline
35 & -0.020556 & -0.1744 & 0.43101 \tabularnewline
36 & -0.080136 & -0.68 & 0.249349 \tabularnewline
37 & 0.027111 & 0.23 & 0.409356 \tabularnewline
38 & 0.001357 & 0.0115 & 0.495423 \tabularnewline
39 & -0.073081 & -0.6201 & 0.268572 \tabularnewline
40 & -0.086537 & -0.7343 & 0.232579 \tabularnewline
41 & 0.02885 & 0.2448 & 0.403655 \tabularnewline
42 & -0.04425 & -0.3755 & 0.354207 \tabularnewline
43 & -0.035996 & -0.3054 & 0.380457 \tabularnewline
44 & -0.024841 & -0.2108 & 0.416827 \tabularnewline
45 & 0.088342 & 0.7496 & 0.227967 \tabularnewline
46 & -0.111579 & -0.9468 & 0.173459 \tabularnewline
47 & 0.005756 & 0.0488 & 0.480589 \tabularnewline
48 & -0.031133 & -0.2642 & 0.396201 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=205525&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]0.932183[/C][C]7.9098[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.138041[/C][C]-1.1713[/C][C]0.122666[/C][/ROW]
[ROW][C]3[/C][C]-0.012684[/C][C]-0.1076[/C][C]0.457295[/C][/ROW]
[ROW][C]4[/C][C]-0.054789[/C][C]-0.4649[/C][C]0.321704[/C][/ROW]
[ROW][C]5[/C][C]-0.076976[/C][C]-0.6532[/C][C]0.257867[/C][/ROW]
[ROW][C]6[/C][C]-0.058535[/C][C]-0.4967[/C][C]0.310462[/C][/ROW]
[ROW][C]7[/C][C]-0.102017[/C][C]-0.8656[/C][C]0.194782[/C][/ROW]
[ROW][C]8[/C][C]-0.085248[/C][C]-0.7234[/C][C]0.235903[/C][/ROW]
[ROW][C]9[/C][C]0.021977[/C][C]0.1865[/C][C]0.426295[/C][/ROW]
[ROW][C]10[/C][C]-0.062582[/C][C]-0.531[/C][C]0.298519[/C][/ROW]
[ROW][C]11[/C][C]-0.041981[/C][C]-0.3562[/C][C]0.361357[/C][/ROW]
[ROW][C]12[/C][C]-0.012235[/C][C]-0.1038[/C][C]0.458802[/C][/ROW]
[ROW][C]13[/C][C]-0.088577[/C][C]-0.7516[/C][C]0.227371[/C][/ROW]
[ROW][C]14[/C][C]-0.083735[/C][C]-0.7105[/C][C]0.239839[/C][/ROW]
[ROW][C]15[/C][C]0.166247[/C][C]1.4106[/C][C]0.081327[/C][/ROW]
[ROW][C]16[/C][C]0.194563[/C][C]1.6509[/C][C]0.051555[/C][/ROW]
[ROW][C]17[/C][C]-0.066098[/C][C]-0.5609[/C][C]0.288316[/C][/ROW]
[ROW][C]18[/C][C]-0.050051[/C][C]-0.4247[/C][C]0.336161[/C][/ROW]
[ROW][C]19[/C][C]-0.024783[/C][C]-0.2103[/C][C]0.417018[/C][/ROW]
[ROW][C]20[/C][C]-0.027784[/C][C]-0.2358[/C][C]0.407147[/C][/ROW]
[ROW][C]21[/C][C]-0.081303[/C][C]-0.6899[/C][C]0.246243[/C][/ROW]
[ROW][C]22[/C][C]-0.033321[/C][C]-0.2827[/C][C]0.389096[/C][/ROW]
[ROW][C]23[/C][C]-0.018678[/C][C]-0.1585[/C][C]0.437258[/C][/ROW]
[ROW][C]24[/C][C]-0.00063[/C][C]-0.0053[/C][C]0.497876[/C][/ROW]
[ROW][C]25[/C][C]0.042945[/C][C]0.3644[/C][C]0.358312[/C][/ROW]
[ROW][C]26[/C][C]0.016601[/C][C]0.1409[/C][C]0.444186[/C][/ROW]
[ROW][C]27[/C][C]-0.007805[/C][C]-0.0662[/C][C]0.47369[/C][/ROW]
[ROW][C]28[/C][C]-0.095801[/C][C]-0.8129[/C][C]0.209478[/C][/ROW]
[ROW][C]29[/C][C]0.03229[/C][C]0.274[/C][C]0.392439[/C][/ROW]
[ROW][C]30[/C][C]0.027813[/C][C]0.236[/C][C]0.407052[/C][/ROW]
[ROW][C]31[/C][C]0.114632[/C][C]0.9727[/C][C]0.166984[/C][/ROW]
[ROW][C]32[/C][C]0.042438[/C][C]0.3601[/C][C]0.359913[/C][/ROW]
[ROW][C]33[/C][C]-0.019531[/C][C]-0.1657[/C][C]0.434419[/C][/ROW]
[ROW][C]34[/C][C]0.016023[/C][C]0.136[/C][C]0.446117[/C][/ROW]
[ROW][C]35[/C][C]-0.020556[/C][C]-0.1744[/C][C]0.43101[/C][/ROW]
[ROW][C]36[/C][C]-0.080136[/C][C]-0.68[/C][C]0.249349[/C][/ROW]
[ROW][C]37[/C][C]0.027111[/C][C]0.23[/C][C]0.409356[/C][/ROW]
[ROW][C]38[/C][C]0.001357[/C][C]0.0115[/C][C]0.495423[/C][/ROW]
[ROW][C]39[/C][C]-0.073081[/C][C]-0.6201[/C][C]0.268572[/C][/ROW]
[ROW][C]40[/C][C]-0.086537[/C][C]-0.7343[/C][C]0.232579[/C][/ROW]
[ROW][C]41[/C][C]0.02885[/C][C]0.2448[/C][C]0.403655[/C][/ROW]
[ROW][C]42[/C][C]-0.04425[/C][C]-0.3755[/C][C]0.354207[/C][/ROW]
[ROW][C]43[/C][C]-0.035996[/C][C]-0.3054[/C][C]0.380457[/C][/ROW]
[ROW][C]44[/C][C]-0.024841[/C][C]-0.2108[/C][C]0.416827[/C][/ROW]
[ROW][C]45[/C][C]0.088342[/C][C]0.7496[/C][C]0.227967[/C][/ROW]
[ROW][C]46[/C][C]-0.111579[/C][C]-0.9468[/C][C]0.173459[/C][/ROW]
[ROW][C]47[/C][C]0.005756[/C][C]0.0488[/C][C]0.480589[/C][/ROW]
[ROW][C]48[/C][C]-0.031133[/C][C]-0.2642[/C][C]0.396201[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=205525&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=205525&T=2

As an alternative you can also use a QR Code:  
QR Code


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

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9321837.90980
2-0.138041-1.17130.122666
3-0.012684-0.10760.457295
4-0.054789-0.46490.321704
5-0.076976-0.65320.257867
6-0.058535-0.49670.310462
7-0.102017-0.86560.194782
8-0.085248-0.72340.235903
90.0219770.18650.426295
10-0.062582-0.5310.298519
11-0.041981-0.35620.361357
12-0.012235-0.10380.458802
13-0.088577-0.75160.227371
14-0.083735-0.71050.239839
150.1662471.41060.081327
160.1945631.65090.051555
17-0.066098-0.56090.288316
18-0.050051-0.42470.336161
19-0.024783-0.21030.417018
20-0.027784-0.23580.407147
21-0.081303-0.68990.246243
22-0.033321-0.28270.389096
23-0.018678-0.15850.437258
24-0.00063-0.00530.497876
250.0429450.36440.358312
260.0166010.14090.444186
27-0.007805-0.06620.47369
28-0.095801-0.81290.209478
290.032290.2740.392439
300.0278130.2360.407052
310.1146320.97270.166984
320.0424380.36010.359913
33-0.019531-0.16570.434419
340.0160230.1360.446117
35-0.020556-0.17440.43101
36-0.080136-0.680.249349
370.0271110.230.409356
380.0013570.01150.495423
39-0.073081-0.62010.268572
40-0.086537-0.73430.232579
410.028850.24480.403655
42-0.04425-0.37550.354207
43-0.035996-0.30540.380457
44-0.024841-0.21080.416827
450.0883420.74960.227967
46-0.111579-0.94680.173459
470.0057560.04880.480589
48-0.031133-0.26420.396201


Figures (Output of Computation)

Input Parameters & R Code

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')