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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 14:50:06 -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/t13582794327svn0gyzabejwtu.htm/, Retrieved Sun, 28 Apr 2024 18:10:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=205528, Retrieved Sun, 28 Apr 2024 18:10:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact80

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 19:50:06] [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 time4 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 4 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=205528&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=205528&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=205528&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 time4 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.232541.95940.026996
2-0.030014-0.25290.400537
3-0.013578-0.11440.454619
40.0314440.26490.395908
50.0002610.00220.499126
60.0725620.61140.271437
70.0359530.30290.381408
8-0.142605-1.20160.116754
90.0583020.49130.312377
100.0282530.23810.40626
11-0.129625-1.09220.13921
12-0.030446-0.25650.399137
130.0047050.03960.484243
14-0.020086-0.16920.433043
150.038480.32420.373356
16-0.014938-0.12590.450095
170.0405040.34130.366946
18-0.052527-0.44260.329701
190.0744140.6270.266327
20-0.09542-0.8040.212033
21-0.080351-0.6770.250288
22-0.008616-0.07260.471164
23-0.001644-0.01390.494493
24-0.087661-0.73860.23128
25-0.040078-0.33770.36829
26-0.005208-0.04390.482559
27-0.026342-0.2220.41249
28-0.004401-0.03710.485263
290.116940.98540.163897
30-0.15418-1.29910.099048
31-0.188007-1.58420.058799
320.0114290.09630.461776
33-0.042591-0.35890.360376
34-0.004064-0.03420.486388
35-0.040189-0.33860.367941
36-0.046317-0.39030.348752
37-0.077433-0.65250.258104
380.2009991.69370.047357
390.1614841.36070.088959
40-0.028214-0.23770.406386
410.0052040.04390.482573
420.0001650.00140.499446
430.0134990.11370.45488
440.0359440.30290.381436
45-0.01588-0.13380.446966
46-0.008177-0.06890.472631
470.0059850.05040.479959
48-0.016954-0.14290.443405

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.23254 & 1.9594 & 0.026996 \tabularnewline
2 & -0.030014 & -0.2529 & 0.400537 \tabularnewline
3 & -0.013578 & -0.1144 & 0.454619 \tabularnewline
4 & 0.031444 & 0.2649 & 0.395908 \tabularnewline
5 & 0.000261 & 0.0022 & 0.499126 \tabularnewline
6 & 0.072562 & 0.6114 & 0.271437 \tabularnewline
7 & 0.035953 & 0.3029 & 0.381408 \tabularnewline
8 & -0.142605 & -1.2016 & 0.116754 \tabularnewline
9 & 0.058302 & 0.4913 & 0.312377 \tabularnewline
10 & 0.028253 & 0.2381 & 0.40626 \tabularnewline
11 & -0.129625 & -1.0922 & 0.13921 \tabularnewline
12 & -0.030446 & -0.2565 & 0.399137 \tabularnewline
13 & 0.004705 & 0.0396 & 0.484243 \tabularnewline
14 & -0.020086 & -0.1692 & 0.433043 \tabularnewline
15 & 0.03848 & 0.3242 & 0.373356 \tabularnewline
16 & -0.014938 & -0.1259 & 0.450095 \tabularnewline
17 & 0.040504 & 0.3413 & 0.366946 \tabularnewline
18 & -0.052527 & -0.4426 & 0.329701 \tabularnewline
19 & 0.074414 & 0.627 & 0.266327 \tabularnewline
20 & -0.09542 & -0.804 & 0.212033 \tabularnewline
21 & -0.080351 & -0.677 & 0.250288 \tabularnewline
22 & -0.008616 & -0.0726 & 0.471164 \tabularnewline
23 & -0.001644 & -0.0139 & 0.494493 \tabularnewline
24 & -0.087661 & -0.7386 & 0.23128 \tabularnewline
25 & -0.040078 & -0.3377 & 0.36829 \tabularnewline
26 & -0.005208 & -0.0439 & 0.482559 \tabularnewline
27 & -0.026342 & -0.222 & 0.41249 \tabularnewline
28 & -0.004401 & -0.0371 & 0.485263 \tabularnewline
29 & 0.11694 & 0.9854 & 0.163897 \tabularnewline
30 & -0.15418 & -1.2991 & 0.099048 \tabularnewline
31 & -0.188007 & -1.5842 & 0.058799 \tabularnewline
32 & 0.011429 & 0.0963 & 0.461776 \tabularnewline
33 & -0.042591 & -0.3589 & 0.360376 \tabularnewline
34 & -0.004064 & -0.0342 & 0.486388 \tabularnewline
35 & -0.040189 & -0.3386 & 0.367941 \tabularnewline
36 & -0.046317 & -0.3903 & 0.348752 \tabularnewline
37 & -0.077433 & -0.6525 & 0.258104 \tabularnewline
38 & 0.200999 & 1.6937 & 0.047357 \tabularnewline
39 & 0.161484 & 1.3607 & 0.088959 \tabularnewline
40 & -0.028214 & -0.2377 & 0.406386 \tabularnewline
41 & 0.005204 & 0.0439 & 0.482573 \tabularnewline
42 & 0.000165 & 0.0014 & 0.499446 \tabularnewline
43 & 0.013499 & 0.1137 & 0.45488 \tabularnewline
44 & 0.035944 & 0.3029 & 0.381436 \tabularnewline
45 & -0.01588 & -0.1338 & 0.446966 \tabularnewline
46 & -0.008177 & -0.0689 & 0.472631 \tabularnewline
47 & 0.005985 & 0.0504 & 0.479959 \tabularnewline
48 & -0.016954 & -0.1429 & 0.443405 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=205528&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]0.23254[/C][C]1.9594[/C][C]0.026996[/C][/ROW]
[ROW][C]2[/C][C]-0.030014[/C][C]-0.2529[/C][C]0.400537[/C][/ROW]
[ROW][C]3[/C][C]-0.013578[/C][C]-0.1144[/C][C]0.454619[/C][/ROW]
[ROW][C]4[/C][C]0.031444[/C][C]0.2649[/C][C]0.395908[/C][/ROW]
[ROW][C]5[/C][C]0.000261[/C][C]0.0022[/C][C]0.499126[/C][/ROW]
[ROW][C]6[/C][C]0.072562[/C][C]0.6114[/C][C]0.271437[/C][/ROW]
[ROW][C]7[/C][C]0.035953[/C][C]0.3029[/C][C]0.381408[/C][/ROW]
[ROW][C]8[/C][C]-0.142605[/C][C]-1.2016[/C][C]0.116754[/C][/ROW]
[ROW][C]9[/C][C]0.058302[/C][C]0.4913[/C][C]0.312377[/C][/ROW]
[ROW][C]10[/C][C]0.028253[/C][C]0.2381[/C][C]0.40626[/C][/ROW]
[ROW][C]11[/C][C]-0.129625[/C][C]-1.0922[/C][C]0.13921[/C][/ROW]
[ROW][C]12[/C][C]-0.030446[/C][C]-0.2565[/C][C]0.399137[/C][/ROW]
[ROW][C]13[/C][C]0.004705[/C][C]0.0396[/C][C]0.484243[/C][/ROW]
[ROW][C]14[/C][C]-0.020086[/C][C]-0.1692[/C][C]0.433043[/C][/ROW]
[ROW][C]15[/C][C]0.03848[/C][C]0.3242[/C][C]0.373356[/C][/ROW]
[ROW][C]16[/C][C]-0.014938[/C][C]-0.1259[/C][C]0.450095[/C][/ROW]
[ROW][C]17[/C][C]0.040504[/C][C]0.3413[/C][C]0.366946[/C][/ROW]
[ROW][C]18[/C][C]-0.052527[/C][C]-0.4426[/C][C]0.329701[/C][/ROW]
[ROW][C]19[/C][C]0.074414[/C][C]0.627[/C][C]0.266327[/C][/ROW]
[ROW][C]20[/C][C]-0.09542[/C][C]-0.804[/C][C]0.212033[/C][/ROW]
[ROW][C]21[/C][C]-0.080351[/C][C]-0.677[/C][C]0.250288[/C][/ROW]
[ROW][C]22[/C][C]-0.008616[/C][C]-0.0726[/C][C]0.471164[/C][/ROW]
[ROW][C]23[/C][C]-0.001644[/C][C]-0.0139[/C][C]0.494493[/C][/ROW]
[ROW][C]24[/C][C]-0.087661[/C][C]-0.7386[/C][C]0.23128[/C][/ROW]
[ROW][C]25[/C][C]-0.040078[/C][C]-0.3377[/C][C]0.36829[/C][/ROW]
[ROW][C]26[/C][C]-0.005208[/C][C]-0.0439[/C][C]0.482559[/C][/ROW]
[ROW][C]27[/C][C]-0.026342[/C][C]-0.222[/C][C]0.41249[/C][/ROW]
[ROW][C]28[/C][C]-0.004401[/C][C]-0.0371[/C][C]0.485263[/C][/ROW]
[ROW][C]29[/C][C]0.11694[/C][C]0.9854[/C][C]0.163897[/C][/ROW]
[ROW][C]30[/C][C]-0.15418[/C][C]-1.2991[/C][C]0.099048[/C][/ROW]
[ROW][C]31[/C][C]-0.188007[/C][C]-1.5842[/C][C]0.058799[/C][/ROW]
[ROW][C]32[/C][C]0.011429[/C][C]0.0963[/C][C]0.461776[/C][/ROW]
[ROW][C]33[/C][C]-0.042591[/C][C]-0.3589[/C][C]0.360376[/C][/ROW]
[ROW][C]34[/C][C]-0.004064[/C][C]-0.0342[/C][C]0.486388[/C][/ROW]
[ROW][C]35[/C][C]-0.040189[/C][C]-0.3386[/C][C]0.367941[/C][/ROW]
[ROW][C]36[/C][C]-0.046317[/C][C]-0.3903[/C][C]0.348752[/C][/ROW]
[ROW][C]37[/C][C]-0.077433[/C][C]-0.6525[/C][C]0.258104[/C][/ROW]
[ROW][C]38[/C][C]0.200999[/C][C]1.6937[/C][C]0.047357[/C][/ROW]
[ROW][C]39[/C][C]0.161484[/C][C]1.3607[/C][C]0.088959[/C][/ROW]
[ROW][C]40[/C][C]-0.028214[/C][C]-0.2377[/C][C]0.406386[/C][/ROW]
[ROW][C]41[/C][C]0.005204[/C][C]0.0439[/C][C]0.482573[/C][/ROW]
[ROW][C]42[/C][C]0.000165[/C][C]0.0014[/C][C]0.499446[/C][/ROW]
[ROW][C]43[/C][C]0.013499[/C][C]0.1137[/C][C]0.45488[/C][/ROW]
[ROW][C]44[/C][C]0.035944[/C][C]0.3029[/C][C]0.381436[/C][/ROW]
[ROW][C]45[/C][C]-0.01588[/C][C]-0.1338[/C][C]0.446966[/C][/ROW]
[ROW][C]46[/C][C]-0.008177[/C][C]-0.0689[/C][C]0.472631[/C][/ROW]
[ROW][C]47[/C][C]0.005985[/C][C]0.0504[/C][C]0.479959[/C][/ROW]
[ROW][C]48[/C][C]-0.016954[/C][C]-0.1429[/C][C]0.443405[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=205528&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=205528&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
10.232541.95940.026996
2-0.030014-0.25290.400537
3-0.013578-0.11440.454619
40.0314440.26490.395908
50.0002610.00220.499126
60.0725620.61140.271437
70.0359530.30290.381408
8-0.142605-1.20160.116754
90.0583020.49130.312377
100.0282530.23810.40626
11-0.129625-1.09220.13921
12-0.030446-0.25650.399137
130.0047050.03960.484243
14-0.020086-0.16920.433043
150.038480.32420.373356
16-0.014938-0.12590.450095
170.0405040.34130.366946
18-0.052527-0.44260.329701
190.0744140.6270.266327
20-0.09542-0.8040.212033
21-0.080351-0.6770.250288
22-0.008616-0.07260.471164
23-0.001644-0.01390.494493
24-0.087661-0.73860.23128
25-0.040078-0.33770.36829
26-0.005208-0.04390.482559
27-0.026342-0.2220.41249
28-0.004401-0.03710.485263
290.116940.98540.163897
30-0.15418-1.29910.099048
31-0.188007-1.58420.058799
320.0114290.09630.461776
33-0.042591-0.35890.360376
34-0.004064-0.03420.486388
35-0.040189-0.33860.367941
36-0.046317-0.39030.348752
37-0.077433-0.65250.258104
380.2009991.69370.047357
390.1614841.36070.088959
40-0.028214-0.23770.406386
410.0052040.04390.482573
420.0001650.00140.499446
430.0134990.11370.45488
440.0359440.30290.381436
45-0.01588-0.13380.446966
46-0.008177-0.06890.472631
470.0059850.05040.479959
48-0.016954-0.14290.443405






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.232541.95940.026996
2-0.088896-0.7490.228151
30.0156580.13190.447704
40.0303470.25570.399457
5-0.016825-0.14180.443831
60.0857570.72260.23615
7-0.003565-0.030.488059
8-0.154276-1.30.098911
90.1506211.26920.104265
10-0.051996-0.43810.331312
11-0.134633-1.13440.130213
120.0629850.53070.298635
13-0.041135-0.34660.364953
140.0035030.02950.488269
150.0693780.58460.280339
16-0.105955-0.89280.187491
170.1483721.25020.107665
18-0.110696-0.93270.177057
190.0705270.59430.27711
20-0.102956-0.86750.194289
21-0.054114-0.4560.324901
220.0226230.19060.424682
23-0.011819-0.09960.460474
24-0.136104-1.14680.127651
250.0865330.72910.234158
26-0.073657-0.62060.268411
270.0360860.30410.380983
28-0.009407-0.07930.468522
290.1044030.87970.19099
30-0.224271-1.88970.031438
31-0.073091-0.61590.269973
320.0172850.14560.442306
33-0.063069-0.53140.298392
340.0069720.05870.47666
35-0.04386-0.36960.356401
36-0.088818-0.74840.228347
370.1050260.8850.189582
380.1187421.00050.160223
390.0890220.75010.227833
40-0.023522-0.19820.421726
41-0.02041-0.1720.431973
42-0.047638-0.40140.344663
430.0571840.48180.315702
44-0.102489-0.86360.195361
450.0087980.07410.470557
460.002890.02430.490321
470.0210960.17780.42971
48-0.10098-0.85090.198849

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.23254 & 1.9594 & 0.026996 \tabularnewline
2 & -0.088896 & -0.749 & 0.228151 \tabularnewline
3 & 0.015658 & 0.1319 & 0.447704 \tabularnewline
4 & 0.030347 & 0.2557 & 0.399457 \tabularnewline
5 & -0.016825 & -0.1418 & 0.443831 \tabularnewline
6 & 0.085757 & 0.7226 & 0.23615 \tabularnewline
7 & -0.003565 & -0.03 & 0.488059 \tabularnewline
8 & -0.154276 & -1.3 & 0.098911 \tabularnewline
9 & 0.150621 & 1.2692 & 0.104265 \tabularnewline
10 & -0.051996 & -0.4381 & 0.331312 \tabularnewline
11 & -0.134633 & -1.1344 & 0.130213 \tabularnewline
12 & 0.062985 & 0.5307 & 0.298635 \tabularnewline
13 & -0.041135 & -0.3466 & 0.364953 \tabularnewline
14 & 0.003503 & 0.0295 & 0.488269 \tabularnewline
15 & 0.069378 & 0.5846 & 0.280339 \tabularnewline
16 & -0.105955 & -0.8928 & 0.187491 \tabularnewline
17 & 0.148372 & 1.2502 & 0.107665 \tabularnewline
18 & -0.110696 & -0.9327 & 0.177057 \tabularnewline
19 & 0.070527 & 0.5943 & 0.27711 \tabularnewline
20 & -0.102956 & -0.8675 & 0.194289 \tabularnewline
21 & -0.054114 & -0.456 & 0.324901 \tabularnewline
22 & 0.022623 & 0.1906 & 0.424682 \tabularnewline
23 & -0.011819 & -0.0996 & 0.460474 \tabularnewline
24 & -0.136104 & -1.1468 & 0.127651 \tabularnewline
25 & 0.086533 & 0.7291 & 0.234158 \tabularnewline
26 & -0.073657 & -0.6206 & 0.268411 \tabularnewline
27 & 0.036086 & 0.3041 & 0.380983 \tabularnewline
28 & -0.009407 & -0.0793 & 0.468522 \tabularnewline
29 & 0.104403 & 0.8797 & 0.19099 \tabularnewline
30 & -0.224271 & -1.8897 & 0.031438 \tabularnewline
31 & -0.073091 & -0.6159 & 0.269973 \tabularnewline
32 & 0.017285 & 0.1456 & 0.442306 \tabularnewline
33 & -0.063069 & -0.5314 & 0.298392 \tabularnewline
34 & 0.006972 & 0.0587 & 0.47666 \tabularnewline
35 & -0.04386 & -0.3696 & 0.356401 \tabularnewline
36 & -0.088818 & -0.7484 & 0.228347 \tabularnewline
37 & 0.105026 & 0.885 & 0.189582 \tabularnewline
38 & 0.118742 & 1.0005 & 0.160223 \tabularnewline
39 & 0.089022 & 0.7501 & 0.227833 \tabularnewline
40 & -0.023522 & -0.1982 & 0.421726 \tabularnewline
41 & -0.02041 & -0.172 & 0.431973 \tabularnewline
42 & -0.047638 & -0.4014 & 0.344663 \tabularnewline
43 & 0.057184 & 0.4818 & 0.315702 \tabularnewline
44 & -0.102489 & -0.8636 & 0.195361 \tabularnewline
45 & 0.008798 & 0.0741 & 0.470557 \tabularnewline
46 & 0.00289 & 0.0243 & 0.490321 \tabularnewline
47 & 0.021096 & 0.1778 & 0.42971 \tabularnewline
48 & -0.10098 & -0.8509 & 0.198849 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=205528&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]0.23254[/C][C]1.9594[/C][C]0.026996[/C][/ROW]
[ROW][C]2[/C][C]-0.088896[/C][C]-0.749[/C][C]0.228151[/C][/ROW]
[ROW][C]3[/C][C]0.015658[/C][C]0.1319[/C][C]0.447704[/C][/ROW]
[ROW][C]4[/C][C]0.030347[/C][C]0.2557[/C][C]0.399457[/C][/ROW]
[ROW][C]5[/C][C]-0.016825[/C][C]-0.1418[/C][C]0.443831[/C][/ROW]
[ROW][C]6[/C][C]0.085757[/C][C]0.7226[/C][C]0.23615[/C][/ROW]
[ROW][C]7[/C][C]-0.003565[/C][C]-0.03[/C][C]0.488059[/C][/ROW]
[ROW][C]8[/C][C]-0.154276[/C][C]-1.3[/C][C]0.098911[/C][/ROW]
[ROW][C]9[/C][C]0.150621[/C][C]1.2692[/C][C]0.104265[/C][/ROW]
[ROW][C]10[/C][C]-0.051996[/C][C]-0.4381[/C][C]0.331312[/C][/ROW]
[ROW][C]11[/C][C]-0.134633[/C][C]-1.1344[/C][C]0.130213[/C][/ROW]
[ROW][C]12[/C][C]0.062985[/C][C]0.5307[/C][C]0.298635[/C][/ROW]
[ROW][C]13[/C][C]-0.041135[/C][C]-0.3466[/C][C]0.364953[/C][/ROW]
[ROW][C]14[/C][C]0.003503[/C][C]0.0295[/C][C]0.488269[/C][/ROW]
[ROW][C]15[/C][C]0.069378[/C][C]0.5846[/C][C]0.280339[/C][/ROW]
[ROW][C]16[/C][C]-0.105955[/C][C]-0.8928[/C][C]0.187491[/C][/ROW]
[ROW][C]17[/C][C]0.148372[/C][C]1.2502[/C][C]0.107665[/C][/ROW]
[ROW][C]18[/C][C]-0.110696[/C][C]-0.9327[/C][C]0.177057[/C][/ROW]
[ROW][C]19[/C][C]0.070527[/C][C]0.5943[/C][C]0.27711[/C][/ROW]
[ROW][C]20[/C][C]-0.102956[/C][C]-0.8675[/C][C]0.194289[/C][/ROW]
[ROW][C]21[/C][C]-0.054114[/C][C]-0.456[/C][C]0.324901[/C][/ROW]
[ROW][C]22[/C][C]0.022623[/C][C]0.1906[/C][C]0.424682[/C][/ROW]
[ROW][C]23[/C][C]-0.011819[/C][C]-0.0996[/C][C]0.460474[/C][/ROW]
[ROW][C]24[/C][C]-0.136104[/C][C]-1.1468[/C][C]0.127651[/C][/ROW]
[ROW][C]25[/C][C]0.086533[/C][C]0.7291[/C][C]0.234158[/C][/ROW]
[ROW][C]26[/C][C]-0.073657[/C][C]-0.6206[/C][C]0.268411[/C][/ROW]
[ROW][C]27[/C][C]0.036086[/C][C]0.3041[/C][C]0.380983[/C][/ROW]
[ROW][C]28[/C][C]-0.009407[/C][C]-0.0793[/C][C]0.468522[/C][/ROW]
[ROW][C]29[/C][C]0.104403[/C][C]0.8797[/C][C]0.19099[/C][/ROW]
[ROW][C]30[/C][C]-0.224271[/C][C]-1.8897[/C][C]0.031438[/C][/ROW]
[ROW][C]31[/C][C]-0.073091[/C][C]-0.6159[/C][C]0.269973[/C][/ROW]
[ROW][C]32[/C][C]0.017285[/C][C]0.1456[/C][C]0.442306[/C][/ROW]
[ROW][C]33[/C][C]-0.063069[/C][C]-0.5314[/C][C]0.298392[/C][/ROW]
[ROW][C]34[/C][C]0.006972[/C][C]0.0587[/C][C]0.47666[/C][/ROW]
[ROW][C]35[/C][C]-0.04386[/C][C]-0.3696[/C][C]0.356401[/C][/ROW]
[ROW][C]36[/C][C]-0.088818[/C][C]-0.7484[/C][C]0.228347[/C][/ROW]
[ROW][C]37[/C][C]0.105026[/C][C]0.885[/C][C]0.189582[/C][/ROW]
[ROW][C]38[/C][C]0.118742[/C][C]1.0005[/C][C]0.160223[/C][/ROW]
[ROW][C]39[/C][C]0.089022[/C][C]0.7501[/C][C]0.227833[/C][/ROW]
[ROW][C]40[/C][C]-0.023522[/C][C]-0.1982[/C][C]0.421726[/C][/ROW]
[ROW][C]41[/C][C]-0.02041[/C][C]-0.172[/C][C]0.431973[/C][/ROW]
[ROW][C]42[/C][C]-0.047638[/C][C]-0.4014[/C][C]0.344663[/C][/ROW]
[ROW][C]43[/C][C]0.057184[/C][C]0.4818[/C][C]0.315702[/C][/ROW]
[ROW][C]44[/C][C]-0.102489[/C][C]-0.8636[/C][C]0.195361[/C][/ROW]
[ROW][C]45[/C][C]0.008798[/C][C]0.0741[/C][C]0.470557[/C][/ROW]
[ROW][C]46[/C][C]0.00289[/C][C]0.0243[/C][C]0.490321[/C][/ROW]
[ROW][C]47[/C][C]0.021096[/C][C]0.1778[/C][C]0.42971[/C][/ROW]
[ROW][C]48[/C][C]-0.10098[/C][C]-0.8509[/C][C]0.198849[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=205528&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=205528&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
10.232541.95940.026996
2-0.088896-0.7490.228151
30.0156580.13190.447704
40.0303470.25570.399457
5-0.016825-0.14180.443831
60.0857570.72260.23615
7-0.003565-0.030.488059
8-0.154276-1.30.098911
90.1506211.26920.104265
10-0.051996-0.43810.331312
11-0.134633-1.13440.130213
120.0629850.53070.298635
13-0.041135-0.34660.364953
140.0035030.02950.488269
150.0693780.58460.280339
16-0.105955-0.89280.187491
170.1483721.25020.107665
18-0.110696-0.93270.177057
190.0705270.59430.27711
20-0.102956-0.86750.194289
21-0.054114-0.4560.324901
220.0226230.19060.424682
23-0.011819-0.09960.460474
24-0.136104-1.14680.127651
250.0865330.72910.234158
26-0.073657-0.62060.268411
270.0360860.30410.380983
28-0.009407-0.07930.468522
290.1044030.87970.19099
30-0.224271-1.88970.031438
31-0.073091-0.61590.269973
320.0172850.14560.442306
33-0.063069-0.53140.298392
340.0069720.05870.47666
35-0.04386-0.36960.356401
36-0.088818-0.74840.228347
370.1050260.8850.189582
380.1187421.00050.160223
390.0890220.75010.227833
40-0.023522-0.19820.421726
41-0.02041-0.1720.431973
42-0.047638-0.40140.344663
430.0571840.48180.315702
44-0.102489-0.86360.195361
450.0087980.07410.470557
460.002890.02430.490321
470.0210960.17780.42971
48-0.10098-0.85090.198849


Figures (Output of Computation)

Input Parameters & R Code

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')