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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 computationSat, 16 Mar 2013 13:31:08 -0400
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/Mar/16/t1363455122679zv049votnqjs.htm/, Retrieved Sun, 28 Apr 2024 19:59:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=207838, Retrieved Sun, 28 Apr 2024 19:59:45 +0000
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Original text written by user:Autocorrelatiefunctie interesse in Apple
IsPrivate?No (this computation is public)
User-defined keywordsAutocorrelatiefunctie interesse in Apple
Estimated Impact172

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] [Autocorrelatiefun...] [2013-03-16 17:31:08] [c6583091fa4b3042e72e3a6292788221] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
38
35
33
35
33
32
33
38
45
42
40
44
50
37
37
35
33
40
38
39
52
48
49
50
48
45
42
39
38
44
47
45
51
51
47
49
44
40
40
38
36
45
39
43
50
49
47
49
58
43
39
44
45
57
54
52
61
59
60
58
52
49
60
51
52
56
56
57
58
100
70
70

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=207838&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=207838&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207838&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
10.6922285.87370
20.5760484.88793e-06
30.4144933.51710.00038
40.3200912.71610.004133
50.2462432.08940.020101
60.1925841.63410.053298
70.1993621.69160.047519
80.2055331.7440.042713
90.2834942.40550.00936
100.299922.54490.006537
110.3424772.9060.00243
120.364113.08960.001424
130.3246812.7550.003714
140.2179431.84930.034259
150.1495241.26880.104308
160.062370.52920.299139
17-0.030448-0.25840.398435
18-0.047249-0.40090.344832
19-0.120139-1.01940.15571
20-0.081925-0.69520.244596
210.0764180.64840.259386
220.0761880.64650.260013
230.1124540.95420.171587
240.1088040.92320.179485
250.0652840.5540.290664
260.0027950.02370.490573
27-0.05788-0.49110.312415
28-0.095101-0.8070.211174
29-0.15733-1.3350.093043
30-0.143411-1.21690.113812
31-0.127089-1.07840.14223
32-0.076904-0.65260.258061
330.0021570.01830.492726
340.0439840.37320.355041
350.0595890.50560.307331
360.111930.94980.172707
370.0612850.520.302323
38-0.011591-0.09840.460961
39-0.040717-0.34550.365363
40-0.101751-0.86340.195396
41-0.150926-1.28060.102214
42-0.16579-1.40680.081898
43-0.178584-1.51530.067033
44-0.123806-1.05050.148494
45-0.064448-0.54690.293084
46-0.056344-0.47810.317015
47-0.061538-0.52220.301577
48-0.076532-0.64940.259075

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.692228 & 5.8737 & 0 \tabularnewline
2 & 0.576048 & 4.8879 & 3e-06 \tabularnewline
3 & 0.414493 & 3.5171 & 0.00038 \tabularnewline
4 & 0.320091 & 2.7161 & 0.004133 \tabularnewline
5 & 0.246243 & 2.0894 & 0.020101 \tabularnewline
6 & 0.192584 & 1.6341 & 0.053298 \tabularnewline
7 & 0.199362 & 1.6916 & 0.047519 \tabularnewline
8 & 0.205533 & 1.744 & 0.042713 \tabularnewline
9 & 0.283494 & 2.4055 & 0.00936 \tabularnewline
10 & 0.29992 & 2.5449 & 0.006537 \tabularnewline
11 & 0.342477 & 2.906 & 0.00243 \tabularnewline
12 & 0.36411 & 3.0896 & 0.001424 \tabularnewline
13 & 0.324681 & 2.755 & 0.003714 \tabularnewline
14 & 0.217943 & 1.8493 & 0.034259 \tabularnewline
15 & 0.149524 & 1.2688 & 0.104308 \tabularnewline
16 & 0.06237 & 0.5292 & 0.299139 \tabularnewline
17 & -0.030448 & -0.2584 & 0.398435 \tabularnewline
18 & -0.047249 & -0.4009 & 0.344832 \tabularnewline
19 & -0.120139 & -1.0194 & 0.15571 \tabularnewline
20 & -0.081925 & -0.6952 & 0.244596 \tabularnewline
21 & 0.076418 & 0.6484 & 0.259386 \tabularnewline
22 & 0.076188 & 0.6465 & 0.260013 \tabularnewline
23 & 0.112454 & 0.9542 & 0.171587 \tabularnewline
24 & 0.108804 & 0.9232 & 0.179485 \tabularnewline
25 & 0.065284 & 0.554 & 0.290664 \tabularnewline
26 & 0.002795 & 0.0237 & 0.490573 \tabularnewline
27 & -0.05788 & -0.4911 & 0.312415 \tabularnewline
28 & -0.095101 & -0.807 & 0.211174 \tabularnewline
29 & -0.15733 & -1.335 & 0.093043 \tabularnewline
30 & -0.143411 & -1.2169 & 0.113812 \tabularnewline
31 & -0.127089 & -1.0784 & 0.14223 \tabularnewline
32 & -0.076904 & -0.6526 & 0.258061 \tabularnewline
33 & 0.002157 & 0.0183 & 0.492726 \tabularnewline
34 & 0.043984 & 0.3732 & 0.355041 \tabularnewline
35 & 0.059589 & 0.5056 & 0.307331 \tabularnewline
36 & 0.11193 & 0.9498 & 0.172707 \tabularnewline
37 & 0.061285 & 0.52 & 0.302323 \tabularnewline
38 & -0.011591 & -0.0984 & 0.460961 \tabularnewline
39 & -0.040717 & -0.3455 & 0.365363 \tabularnewline
40 & -0.101751 & -0.8634 & 0.195396 \tabularnewline
41 & -0.150926 & -1.2806 & 0.102214 \tabularnewline
42 & -0.16579 & -1.4068 & 0.081898 \tabularnewline
43 & -0.178584 & -1.5153 & 0.067033 \tabularnewline
44 & -0.123806 & -1.0505 & 0.148494 \tabularnewline
45 & -0.064448 & -0.5469 & 0.293084 \tabularnewline
46 & -0.056344 & -0.4781 & 0.317015 \tabularnewline
47 & -0.061538 & -0.5222 & 0.301577 \tabularnewline
48 & -0.076532 & -0.6494 & 0.259075 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207838&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]0.692228[/C][C]5.8737[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.576048[/C][C]4.8879[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]0.414493[/C][C]3.5171[/C][C]0.00038[/C][/ROW]
[ROW][C]4[/C][C]0.320091[/C][C]2.7161[/C][C]0.004133[/C][/ROW]
[ROW][C]5[/C][C]0.246243[/C][C]2.0894[/C][C]0.020101[/C][/ROW]
[ROW][C]6[/C][C]0.192584[/C][C]1.6341[/C][C]0.053298[/C][/ROW]
[ROW][C]7[/C][C]0.199362[/C][C]1.6916[/C][C]0.047519[/C][/ROW]
[ROW][C]8[/C][C]0.205533[/C][C]1.744[/C][C]0.042713[/C][/ROW]
[ROW][C]9[/C][C]0.283494[/C][C]2.4055[/C][C]0.00936[/C][/ROW]
[ROW][C]10[/C][C]0.29992[/C][C]2.5449[/C][C]0.006537[/C][/ROW]
[ROW][C]11[/C][C]0.342477[/C][C]2.906[/C][C]0.00243[/C][/ROW]
[ROW][C]12[/C][C]0.36411[/C][C]3.0896[/C][C]0.001424[/C][/ROW]
[ROW][C]13[/C][C]0.324681[/C][C]2.755[/C][C]0.003714[/C][/ROW]
[ROW][C]14[/C][C]0.217943[/C][C]1.8493[/C][C]0.034259[/C][/ROW]
[ROW][C]15[/C][C]0.149524[/C][C]1.2688[/C][C]0.104308[/C][/ROW]
[ROW][C]16[/C][C]0.06237[/C][C]0.5292[/C][C]0.299139[/C][/ROW]
[ROW][C]17[/C][C]-0.030448[/C][C]-0.2584[/C][C]0.398435[/C][/ROW]
[ROW][C]18[/C][C]-0.047249[/C][C]-0.4009[/C][C]0.344832[/C][/ROW]
[ROW][C]19[/C][C]-0.120139[/C][C]-1.0194[/C][C]0.15571[/C][/ROW]
[ROW][C]20[/C][C]-0.081925[/C][C]-0.6952[/C][C]0.244596[/C][/ROW]
[ROW][C]21[/C][C]0.076418[/C][C]0.6484[/C][C]0.259386[/C][/ROW]
[ROW][C]22[/C][C]0.076188[/C][C]0.6465[/C][C]0.260013[/C][/ROW]
[ROW][C]23[/C][C]0.112454[/C][C]0.9542[/C][C]0.171587[/C][/ROW]
[ROW][C]24[/C][C]0.108804[/C][C]0.9232[/C][C]0.179485[/C][/ROW]
[ROW][C]25[/C][C]0.065284[/C][C]0.554[/C][C]0.290664[/C][/ROW]
[ROW][C]26[/C][C]0.002795[/C][C]0.0237[/C][C]0.490573[/C][/ROW]
[ROW][C]27[/C][C]-0.05788[/C][C]-0.4911[/C][C]0.312415[/C][/ROW]
[ROW][C]28[/C][C]-0.095101[/C][C]-0.807[/C][C]0.211174[/C][/ROW]
[ROW][C]29[/C][C]-0.15733[/C][C]-1.335[/C][C]0.093043[/C][/ROW]
[ROW][C]30[/C][C]-0.143411[/C][C]-1.2169[/C][C]0.113812[/C][/ROW]
[ROW][C]31[/C][C]-0.127089[/C][C]-1.0784[/C][C]0.14223[/C][/ROW]
[ROW][C]32[/C][C]-0.076904[/C][C]-0.6526[/C][C]0.258061[/C][/ROW]
[ROW][C]33[/C][C]0.002157[/C][C]0.0183[/C][C]0.492726[/C][/ROW]
[ROW][C]34[/C][C]0.043984[/C][C]0.3732[/C][C]0.355041[/C][/ROW]
[ROW][C]35[/C][C]0.059589[/C][C]0.5056[/C][C]0.307331[/C][/ROW]
[ROW][C]36[/C][C]0.11193[/C][C]0.9498[/C][C]0.172707[/C][/ROW]
[ROW][C]37[/C][C]0.061285[/C][C]0.52[/C][C]0.302323[/C][/ROW]
[ROW][C]38[/C][C]-0.011591[/C][C]-0.0984[/C][C]0.460961[/C][/ROW]
[ROW][C]39[/C][C]-0.040717[/C][C]-0.3455[/C][C]0.365363[/C][/ROW]
[ROW][C]40[/C][C]-0.101751[/C][C]-0.8634[/C][C]0.195396[/C][/ROW]
[ROW][C]41[/C][C]-0.150926[/C][C]-1.2806[/C][C]0.102214[/C][/ROW]
[ROW][C]42[/C][C]-0.16579[/C][C]-1.4068[/C][C]0.081898[/C][/ROW]
[ROW][C]43[/C][C]-0.178584[/C][C]-1.5153[/C][C]0.067033[/C][/ROW]
[ROW][C]44[/C][C]-0.123806[/C][C]-1.0505[/C][C]0.148494[/C][/ROW]
[ROW][C]45[/C][C]-0.064448[/C][C]-0.5469[/C][C]0.293084[/C][/ROW]
[ROW][C]46[/C][C]-0.056344[/C][C]-0.4781[/C][C]0.317015[/C][/ROW]
[ROW][C]47[/C][C]-0.061538[/C][C]-0.5222[/C][C]0.301577[/C][/ROW]
[ROW][C]48[/C][C]-0.076532[/C][C]-0.6494[/C][C]0.259075[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207838&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207838&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
10.6922285.87370
20.5760484.88793e-06
30.4144933.51710.00038
40.3200912.71610.004133
50.2462432.08940.020101
60.1925841.63410.053298
70.1993621.69160.047519
80.2055331.7440.042713
90.2834942.40550.00936
100.299922.54490.006537
110.3424772.9060.00243
120.364113.08960.001424
130.3246812.7550.003714
140.2179431.84930.034259
150.1495241.26880.104308
160.062370.52920.299139
17-0.030448-0.25840.398435
18-0.047249-0.40090.344832
19-0.120139-1.01940.15571
20-0.081925-0.69520.244596
210.0764180.64840.259386
220.0761880.64650.260013
230.1124540.95420.171587
240.1088040.92320.179485
250.0652840.5540.290664
260.0027950.02370.490573
27-0.05788-0.49110.312415
28-0.095101-0.8070.211174
29-0.15733-1.3350.093043
30-0.143411-1.21690.113812
31-0.127089-1.07840.14223
32-0.076904-0.65260.258061
330.0021570.01830.492726
340.0439840.37320.355041
350.0595890.50560.307331
360.111930.94980.172707
370.0612850.520.302323
38-0.011591-0.09840.460961
39-0.040717-0.34550.365363
40-0.101751-0.86340.195396
41-0.150926-1.28060.102214
42-0.16579-1.40680.081898
43-0.178584-1.51530.067033
44-0.123806-1.05050.148494
45-0.064448-0.54690.293084
46-0.056344-0.47810.317015
47-0.061538-0.52220.301577
48-0.076532-0.64940.259075






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.6922285.87370
20.1859931.57820.059452
3-0.07726-0.65560.257093
40.0036820.03120.487582
50.0191740.16270.435605
60.0045420.03850.484682
70.0978310.83010.204606
80.0636650.54020.295359
90.1710611.45150.075491
100.0396750.33670.368677
110.0784510.66570.253871
120.0851320.72240.236203
13-0.044539-0.37790.3533
14-0.159335-1.3520.090303
15-0.019671-0.16690.433953
16-0.071431-0.60610.273174
17-0.12839-1.08940.1398
180.011410.09680.461571
19-0.143161-1.21480.114213
200.0242750.2060.418693
210.314042.66470.004752
22-0.145094-1.23120.111134
23-0.026364-0.22370.411811
240.050390.42760.33512
25-0.126025-1.06940.14424
26-0.013157-0.11160.455711
270.0059690.05060.479874
28-0.007703-0.06540.474034
29-0.009153-0.07770.469155
300.017570.14910.440952
310.0590240.50080.309007
320.0677970.57530.283448
33-0.014103-0.11970.452539
34-0.021074-0.17880.42929
350.0429260.36420.358372
360.0552570.46890.320288
37-0.090298-0.76620.223029
38-0.070283-0.59640.2764
39-0.001449-0.01230.495114
400.0564950.47940.316563
41-0.062178-0.52760.299701
42-0.127726-1.08380.141038
43-0.030862-0.26190.397084
440.0467030.39630.346532
45-0.030859-0.26180.397094
46-0.107051-0.90840.183361
47-0.026632-0.2260.41093
48-0.05793-0.49150.312267

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.692228 & 5.8737 & 0 \tabularnewline
2 & 0.185993 & 1.5782 & 0.059452 \tabularnewline
3 & -0.07726 & -0.6556 & 0.257093 \tabularnewline
4 & 0.003682 & 0.0312 & 0.487582 \tabularnewline
5 & 0.019174 & 0.1627 & 0.435605 \tabularnewline
6 & 0.004542 & 0.0385 & 0.484682 \tabularnewline
7 & 0.097831 & 0.8301 & 0.204606 \tabularnewline
8 & 0.063665 & 0.5402 & 0.295359 \tabularnewline
9 & 0.171061 & 1.4515 & 0.075491 \tabularnewline
10 & 0.039675 & 0.3367 & 0.368677 \tabularnewline
11 & 0.078451 & 0.6657 & 0.253871 \tabularnewline
12 & 0.085132 & 0.7224 & 0.236203 \tabularnewline
13 & -0.044539 & -0.3779 & 0.3533 \tabularnewline
14 & -0.159335 & -1.352 & 0.090303 \tabularnewline
15 & -0.019671 & -0.1669 & 0.433953 \tabularnewline
16 & -0.071431 & -0.6061 & 0.273174 \tabularnewline
17 & -0.12839 & -1.0894 & 0.1398 \tabularnewline
18 & 0.01141 & 0.0968 & 0.461571 \tabularnewline
19 & -0.143161 & -1.2148 & 0.114213 \tabularnewline
20 & 0.024275 & 0.206 & 0.418693 \tabularnewline
21 & 0.31404 & 2.6647 & 0.004752 \tabularnewline
22 & -0.145094 & -1.2312 & 0.111134 \tabularnewline
23 & -0.026364 & -0.2237 & 0.411811 \tabularnewline
24 & 0.05039 & 0.4276 & 0.33512 \tabularnewline
25 & -0.126025 & -1.0694 & 0.14424 \tabularnewline
26 & -0.013157 & -0.1116 & 0.455711 \tabularnewline
27 & 0.005969 & 0.0506 & 0.479874 \tabularnewline
28 & -0.007703 & -0.0654 & 0.474034 \tabularnewline
29 & -0.009153 & -0.0777 & 0.469155 \tabularnewline
30 & 0.01757 & 0.1491 & 0.440952 \tabularnewline
31 & 0.059024 & 0.5008 & 0.309007 \tabularnewline
32 & 0.067797 & 0.5753 & 0.283448 \tabularnewline
33 & -0.014103 & -0.1197 & 0.452539 \tabularnewline
34 & -0.021074 & -0.1788 & 0.42929 \tabularnewline
35 & 0.042926 & 0.3642 & 0.358372 \tabularnewline
36 & 0.055257 & 0.4689 & 0.320288 \tabularnewline
37 & -0.090298 & -0.7662 & 0.223029 \tabularnewline
38 & -0.070283 & -0.5964 & 0.2764 \tabularnewline
39 & -0.001449 & -0.0123 & 0.495114 \tabularnewline
40 & 0.056495 & 0.4794 & 0.316563 \tabularnewline
41 & -0.062178 & -0.5276 & 0.299701 \tabularnewline
42 & -0.127726 & -1.0838 & 0.141038 \tabularnewline
43 & -0.030862 & -0.2619 & 0.397084 \tabularnewline
44 & 0.046703 & 0.3963 & 0.346532 \tabularnewline
45 & -0.030859 & -0.2618 & 0.397094 \tabularnewline
46 & -0.107051 & -0.9084 & 0.183361 \tabularnewline
47 & -0.026632 & -0.226 & 0.41093 \tabularnewline
48 & -0.05793 & -0.4915 & 0.312267 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207838&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]0.692228[/C][C]5.8737[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.185993[/C][C]1.5782[/C][C]0.059452[/C][/ROW]
[ROW][C]3[/C][C]-0.07726[/C][C]-0.6556[/C][C]0.257093[/C][/ROW]
[ROW][C]4[/C][C]0.003682[/C][C]0.0312[/C][C]0.487582[/C][/ROW]
[ROW][C]5[/C][C]0.019174[/C][C]0.1627[/C][C]0.435605[/C][/ROW]
[ROW][C]6[/C][C]0.004542[/C][C]0.0385[/C][C]0.484682[/C][/ROW]
[ROW][C]7[/C][C]0.097831[/C][C]0.8301[/C][C]0.204606[/C][/ROW]
[ROW][C]8[/C][C]0.063665[/C][C]0.5402[/C][C]0.295359[/C][/ROW]
[ROW][C]9[/C][C]0.171061[/C][C]1.4515[/C][C]0.075491[/C][/ROW]
[ROW][C]10[/C][C]0.039675[/C][C]0.3367[/C][C]0.368677[/C][/ROW]
[ROW][C]11[/C][C]0.078451[/C][C]0.6657[/C][C]0.253871[/C][/ROW]
[ROW][C]12[/C][C]0.085132[/C][C]0.7224[/C][C]0.236203[/C][/ROW]
[ROW][C]13[/C][C]-0.044539[/C][C]-0.3779[/C][C]0.3533[/C][/ROW]
[ROW][C]14[/C][C]-0.159335[/C][C]-1.352[/C][C]0.090303[/C][/ROW]
[ROW][C]15[/C][C]-0.019671[/C][C]-0.1669[/C][C]0.433953[/C][/ROW]
[ROW][C]16[/C][C]-0.071431[/C][C]-0.6061[/C][C]0.273174[/C][/ROW]
[ROW][C]17[/C][C]-0.12839[/C][C]-1.0894[/C][C]0.1398[/C][/ROW]
[ROW][C]18[/C][C]0.01141[/C][C]0.0968[/C][C]0.461571[/C][/ROW]
[ROW][C]19[/C][C]-0.143161[/C][C]-1.2148[/C][C]0.114213[/C][/ROW]
[ROW][C]20[/C][C]0.024275[/C][C]0.206[/C][C]0.418693[/C][/ROW]
[ROW][C]21[/C][C]0.31404[/C][C]2.6647[/C][C]0.004752[/C][/ROW]
[ROW][C]22[/C][C]-0.145094[/C][C]-1.2312[/C][C]0.111134[/C][/ROW]
[ROW][C]23[/C][C]-0.026364[/C][C]-0.2237[/C][C]0.411811[/C][/ROW]
[ROW][C]24[/C][C]0.05039[/C][C]0.4276[/C][C]0.33512[/C][/ROW]
[ROW][C]25[/C][C]-0.126025[/C][C]-1.0694[/C][C]0.14424[/C][/ROW]
[ROW][C]26[/C][C]-0.013157[/C][C]-0.1116[/C][C]0.455711[/C][/ROW]
[ROW][C]27[/C][C]0.005969[/C][C]0.0506[/C][C]0.479874[/C][/ROW]
[ROW][C]28[/C][C]-0.007703[/C][C]-0.0654[/C][C]0.474034[/C][/ROW]
[ROW][C]29[/C][C]-0.009153[/C][C]-0.0777[/C][C]0.469155[/C][/ROW]
[ROW][C]30[/C][C]0.01757[/C][C]0.1491[/C][C]0.440952[/C][/ROW]
[ROW][C]31[/C][C]0.059024[/C][C]0.5008[/C][C]0.309007[/C][/ROW]
[ROW][C]32[/C][C]0.067797[/C][C]0.5753[/C][C]0.283448[/C][/ROW]
[ROW][C]33[/C][C]-0.014103[/C][C]-0.1197[/C][C]0.452539[/C][/ROW]
[ROW][C]34[/C][C]-0.021074[/C][C]-0.1788[/C][C]0.42929[/C][/ROW]
[ROW][C]35[/C][C]0.042926[/C][C]0.3642[/C][C]0.358372[/C][/ROW]
[ROW][C]36[/C][C]0.055257[/C][C]0.4689[/C][C]0.320288[/C][/ROW]
[ROW][C]37[/C][C]-0.090298[/C][C]-0.7662[/C][C]0.223029[/C][/ROW]
[ROW][C]38[/C][C]-0.070283[/C][C]-0.5964[/C][C]0.2764[/C][/ROW]
[ROW][C]39[/C][C]-0.001449[/C][C]-0.0123[/C][C]0.495114[/C][/ROW]
[ROW][C]40[/C][C]0.056495[/C][C]0.4794[/C][C]0.316563[/C][/ROW]
[ROW][C]41[/C][C]-0.062178[/C][C]-0.5276[/C][C]0.299701[/C][/ROW]
[ROW][C]42[/C][C]-0.127726[/C][C]-1.0838[/C][C]0.141038[/C][/ROW]
[ROW][C]43[/C][C]-0.030862[/C][C]-0.2619[/C][C]0.397084[/C][/ROW]
[ROW][C]44[/C][C]0.046703[/C][C]0.3963[/C][C]0.346532[/C][/ROW]
[ROW][C]45[/C][C]-0.030859[/C][C]-0.2618[/C][C]0.397094[/C][/ROW]
[ROW][C]46[/C][C]-0.107051[/C][C]-0.9084[/C][C]0.183361[/C][/ROW]
[ROW][C]47[/C][C]-0.026632[/C][C]-0.226[/C][C]0.41093[/C][/ROW]
[ROW][C]48[/C][C]-0.05793[/C][C]-0.4915[/C][C]0.312267[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207838&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207838&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
10.6922285.87370
20.1859931.57820.059452
3-0.07726-0.65560.257093
40.0036820.03120.487582
50.0191740.16270.435605
60.0045420.03850.484682
70.0978310.83010.204606
80.0636650.54020.295359
90.1710611.45150.075491
100.0396750.33670.368677
110.0784510.66570.253871
120.0851320.72240.236203
13-0.044539-0.37790.3533
14-0.159335-1.3520.090303
15-0.019671-0.16690.433953
16-0.071431-0.60610.273174
17-0.12839-1.08940.1398
180.011410.09680.461571
19-0.143161-1.21480.114213
200.0242750.2060.418693
210.314042.66470.004752
22-0.145094-1.23120.111134
23-0.026364-0.22370.411811
240.050390.42760.33512
25-0.126025-1.06940.14424
26-0.013157-0.11160.455711
270.0059690.05060.479874
28-0.007703-0.06540.474034
29-0.009153-0.07770.469155
300.017570.14910.440952
310.0590240.50080.309007
320.0677970.57530.283448
33-0.014103-0.11970.452539
34-0.021074-0.17880.42929
350.0429260.36420.358372
360.0552570.46890.320288
37-0.090298-0.76620.223029
38-0.070283-0.59640.2764
39-0.001449-0.01230.495114
400.0564950.47940.316563
41-0.062178-0.52760.299701
42-0.127726-1.08380.141038
43-0.030862-0.26190.397084
440.0467030.39630.346532
45-0.030859-0.26180.397094
46-0.107051-0.90840.183361
47-0.026632-0.2260.41093
48-0.05793-0.49150.312267


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')