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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, 19 Mar 2013 06:08:03 -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/19/t13636877108cm327unqwkbfm1.htm/, Retrieved Sat, 27 Apr 2024 17:44:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=207882, Retrieved Sat, 27 Apr 2024 17:44:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact96

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] [Time Series Analy...] [2013-03-19 10:08:03] [2e001a9f05061f349203f4af45226bd6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15,13
15,25
15,33
15,36
15,4
15,4
15,41
15,47
15,54
15,55
15,59
15,65
15,75
15,86
15,89
15,94
15,93
15,95
15,99
15,99
16,06
16,08
16,07
16,11
16,15
16,18
16,3
16,42
16,49
16,5
16,58
16,64
16,66
16,81
16,91
16,92
16,95
17,11
17,16
17,16
17,27
17,34
17,39
17,43
17,45
17,5
17,56
17,65
17,62
17,7
17,72
17,71
17,74
17,75
17,78
17,8
17,86
17,88
17,89
17,94
17,98
18,1
18,14
18,19
18,23
18,24
18,27
18,3
18,34
18,36
18,36
18,4
18,43
18,47
18,56
18,58
18,61
18,61
18,69
18,74
18,75
18,81
18,85
18,88

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207882&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207882&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207882&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 time2 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.9363027.94480
20.8640997.33210
30.8160516.92440
40.7292656.1880
50.625775.30981e-06
60.5398384.58079e-06
70.437933.7160.000198
80.3063362.59940.005662
90.2008731.70450.046303
100.1103480.93630.176116
110.0046910.03980.48418
12-0.075867-0.64380.26089
13-0.103625-0.87930.191086
14-0.136779-1.16060.124818
15-0.184052-1.56170.061368
16-0.210385-1.78520.039222
17-0.240372-2.03960.022529
18-0.252434-2.1420.017789
19-0.243378-2.06510.021256
20-0.235168-1.99550.024888
21-0.233087-1.97780.025889
22-0.227201-1.92790.028908
23-0.213589-1.81240.03705
24-0.206904-1.75560.041702
25-0.193012-1.63780.052918
26-0.174501-1.48070.071526
27-0.154219-1.30860.097417
28-0.138114-1.17190.122543
29-0.12672-1.07530.142925
30-0.126695-1.0750.142973
31-0.138665-1.17660.121613
32-0.144203-1.22360.112546
33-0.148075-1.25650.106506
34-0.15031-1.27540.10313
35-0.16656-1.41330.080937
36-0.189881-1.61120.055756
37-0.201453-1.70940.045843
38-0.216785-1.83950.034983
39-0.228016-1.93480.028473
40-0.223566-1.8970.030918
41-0.205912-1.74720.042431
42-0.192732-1.63540.053167
43-0.167557-1.42180.079706
44-0.136581-1.15890.125157
45-0.11142-0.94540.173802
46-0.086181-0.73130.233493
47-0.050659-0.42990.334292
48-0.012657-0.10740.457385

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.936302 & 7.9448 & 0 \tabularnewline
2 & 0.864099 & 7.3321 & 0 \tabularnewline
3 & 0.816051 & 6.9244 & 0 \tabularnewline
4 & 0.729265 & 6.188 & 0 \tabularnewline
5 & 0.62577 & 5.3098 & 1e-06 \tabularnewline
6 & 0.539838 & 4.5807 & 9e-06 \tabularnewline
7 & 0.43793 & 3.716 & 0.000198 \tabularnewline
8 & 0.306336 & 2.5994 & 0.005662 \tabularnewline
9 & 0.200873 & 1.7045 & 0.046303 \tabularnewline
10 & 0.110348 & 0.9363 & 0.176116 \tabularnewline
11 & 0.004691 & 0.0398 & 0.48418 \tabularnewline
12 & -0.075867 & -0.6438 & 0.26089 \tabularnewline
13 & -0.103625 & -0.8793 & 0.191086 \tabularnewline
14 & -0.136779 & -1.1606 & 0.124818 \tabularnewline
15 & -0.184052 & -1.5617 & 0.061368 \tabularnewline
16 & -0.210385 & -1.7852 & 0.039222 \tabularnewline
17 & -0.240372 & -2.0396 & 0.022529 \tabularnewline
18 & -0.252434 & -2.142 & 0.017789 \tabularnewline
19 & -0.243378 & -2.0651 & 0.021256 \tabularnewline
20 & -0.235168 & -1.9955 & 0.024888 \tabularnewline
21 & -0.233087 & -1.9778 & 0.025889 \tabularnewline
22 & -0.227201 & -1.9279 & 0.028908 \tabularnewline
23 & -0.213589 & -1.8124 & 0.03705 \tabularnewline
24 & -0.206904 & -1.7556 & 0.041702 \tabularnewline
25 & -0.193012 & -1.6378 & 0.052918 \tabularnewline
26 & -0.174501 & -1.4807 & 0.071526 \tabularnewline
27 & -0.154219 & -1.3086 & 0.097417 \tabularnewline
28 & -0.138114 & -1.1719 & 0.122543 \tabularnewline
29 & -0.12672 & -1.0753 & 0.142925 \tabularnewline
30 & -0.126695 & -1.075 & 0.142973 \tabularnewline
31 & -0.138665 & -1.1766 & 0.121613 \tabularnewline
32 & -0.144203 & -1.2236 & 0.112546 \tabularnewline
33 & -0.148075 & -1.2565 & 0.106506 \tabularnewline
34 & -0.15031 & -1.2754 & 0.10313 \tabularnewline
35 & -0.16656 & -1.4133 & 0.080937 \tabularnewline
36 & -0.189881 & -1.6112 & 0.055756 \tabularnewline
37 & -0.201453 & -1.7094 & 0.045843 \tabularnewline
38 & -0.216785 & -1.8395 & 0.034983 \tabularnewline
39 & -0.228016 & -1.9348 & 0.028473 \tabularnewline
40 & -0.223566 & -1.897 & 0.030918 \tabularnewline
41 & -0.205912 & -1.7472 & 0.042431 \tabularnewline
42 & -0.192732 & -1.6354 & 0.053167 \tabularnewline
43 & -0.167557 & -1.4218 & 0.079706 \tabularnewline
44 & -0.136581 & -1.1589 & 0.125157 \tabularnewline
45 & -0.11142 & -0.9454 & 0.173802 \tabularnewline
46 & -0.086181 & -0.7313 & 0.233493 \tabularnewline
47 & -0.050659 & -0.4299 & 0.334292 \tabularnewline
48 & -0.012657 & -0.1074 & 0.457385 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207882&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]0.936302[/C][C]7.9448[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.864099[/C][C]7.3321[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.816051[/C][C]6.9244[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.729265[/C][C]6.188[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.62577[/C][C]5.3098[/C][C]1e-06[/C][/ROW]
[ROW][C]6[/C][C]0.539838[/C][C]4.5807[/C][C]9e-06[/C][/ROW]
[ROW][C]7[/C][C]0.43793[/C][C]3.716[/C][C]0.000198[/C][/ROW]
[ROW][C]8[/C][C]0.306336[/C][C]2.5994[/C][C]0.005662[/C][/ROW]
[ROW][C]9[/C][C]0.200873[/C][C]1.7045[/C][C]0.046303[/C][/ROW]
[ROW][C]10[/C][C]0.110348[/C][C]0.9363[/C][C]0.176116[/C][/ROW]
[ROW][C]11[/C][C]0.004691[/C][C]0.0398[/C][C]0.48418[/C][/ROW]
[ROW][C]12[/C][C]-0.075867[/C][C]-0.6438[/C][C]0.26089[/C][/ROW]
[ROW][C]13[/C][C]-0.103625[/C][C]-0.8793[/C][C]0.191086[/C][/ROW]
[ROW][C]14[/C][C]-0.136779[/C][C]-1.1606[/C][C]0.124818[/C][/ROW]
[ROW][C]15[/C][C]-0.184052[/C][C]-1.5617[/C][C]0.061368[/C][/ROW]
[ROW][C]16[/C][C]-0.210385[/C][C]-1.7852[/C][C]0.039222[/C][/ROW]
[ROW][C]17[/C][C]-0.240372[/C][C]-2.0396[/C][C]0.022529[/C][/ROW]
[ROW][C]18[/C][C]-0.252434[/C][C]-2.142[/C][C]0.017789[/C][/ROW]
[ROW][C]19[/C][C]-0.243378[/C][C]-2.0651[/C][C]0.021256[/C][/ROW]
[ROW][C]20[/C][C]-0.235168[/C][C]-1.9955[/C][C]0.024888[/C][/ROW]
[ROW][C]21[/C][C]-0.233087[/C][C]-1.9778[/C][C]0.025889[/C][/ROW]
[ROW][C]22[/C][C]-0.227201[/C][C]-1.9279[/C][C]0.028908[/C][/ROW]
[ROW][C]23[/C][C]-0.213589[/C][C]-1.8124[/C][C]0.03705[/C][/ROW]
[ROW][C]24[/C][C]-0.206904[/C][C]-1.7556[/C][C]0.041702[/C][/ROW]
[ROW][C]25[/C][C]-0.193012[/C][C]-1.6378[/C][C]0.052918[/C][/ROW]
[ROW][C]26[/C][C]-0.174501[/C][C]-1.4807[/C][C]0.071526[/C][/ROW]
[ROW][C]27[/C][C]-0.154219[/C][C]-1.3086[/C][C]0.097417[/C][/ROW]
[ROW][C]28[/C][C]-0.138114[/C][C]-1.1719[/C][C]0.122543[/C][/ROW]
[ROW][C]29[/C][C]-0.12672[/C][C]-1.0753[/C][C]0.142925[/C][/ROW]
[ROW][C]30[/C][C]-0.126695[/C][C]-1.075[/C][C]0.142973[/C][/ROW]
[ROW][C]31[/C][C]-0.138665[/C][C]-1.1766[/C][C]0.121613[/C][/ROW]
[ROW][C]32[/C][C]-0.144203[/C][C]-1.2236[/C][C]0.112546[/C][/ROW]
[ROW][C]33[/C][C]-0.148075[/C][C]-1.2565[/C][C]0.106506[/C][/ROW]
[ROW][C]34[/C][C]-0.15031[/C][C]-1.2754[/C][C]0.10313[/C][/ROW]
[ROW][C]35[/C][C]-0.16656[/C][C]-1.4133[/C][C]0.080937[/C][/ROW]
[ROW][C]36[/C][C]-0.189881[/C][C]-1.6112[/C][C]0.055756[/C][/ROW]
[ROW][C]37[/C][C]-0.201453[/C][C]-1.7094[/C][C]0.045843[/C][/ROW]
[ROW][C]38[/C][C]-0.216785[/C][C]-1.8395[/C][C]0.034983[/C][/ROW]
[ROW][C]39[/C][C]-0.228016[/C][C]-1.9348[/C][C]0.028473[/C][/ROW]
[ROW][C]40[/C][C]-0.223566[/C][C]-1.897[/C][C]0.030918[/C][/ROW]
[ROW][C]41[/C][C]-0.205912[/C][C]-1.7472[/C][C]0.042431[/C][/ROW]
[ROW][C]42[/C][C]-0.192732[/C][C]-1.6354[/C][C]0.053167[/C][/ROW]
[ROW][C]43[/C][C]-0.167557[/C][C]-1.4218[/C][C]0.079706[/C][/ROW]
[ROW][C]44[/C][C]-0.136581[/C][C]-1.1589[/C][C]0.125157[/C][/ROW]
[ROW][C]45[/C][C]-0.11142[/C][C]-0.9454[/C][C]0.173802[/C][/ROW]
[ROW][C]46[/C][C]-0.086181[/C][C]-0.7313[/C][C]0.233493[/C][/ROW]
[ROW][C]47[/C][C]-0.050659[/C][C]-0.4299[/C][C]0.334292[/C][/ROW]
[ROW][C]48[/C][C]-0.012657[/C][C]-0.1074[/C][C]0.457385[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207882&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207882&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
10.9363027.94480
20.8640997.33210
30.8160516.92440
40.7292656.1880
50.625775.30981e-06
60.5398384.58079e-06
70.437933.7160.000198
80.3063362.59940.005662
90.2008731.70450.046303
100.1103480.93630.176116
110.0046910.03980.48418
12-0.075867-0.64380.26089
13-0.103625-0.87930.191086
14-0.136779-1.16060.124818
15-0.184052-1.56170.061368
16-0.210385-1.78520.039222
17-0.240372-2.03960.022529
18-0.252434-2.1420.017789
19-0.243378-2.06510.021256
20-0.235168-1.99550.024888
21-0.233087-1.97780.025889
22-0.227201-1.92790.028908
23-0.213589-1.81240.03705
24-0.206904-1.75560.041702
25-0.193012-1.63780.052918
26-0.174501-1.48070.071526
27-0.154219-1.30860.097417
28-0.138114-1.17190.122543
29-0.12672-1.07530.142925
30-0.126695-1.0750.142973
31-0.138665-1.17660.121613
32-0.144203-1.22360.112546
33-0.148075-1.25650.106506
34-0.15031-1.27540.10313
35-0.16656-1.41330.080937
36-0.189881-1.61120.055756
37-0.201453-1.70940.045843
38-0.216785-1.83950.034983
39-0.228016-1.93480.028473
40-0.223566-1.8970.030918
41-0.205912-1.74720.042431
42-0.192732-1.63540.053167
43-0.167557-1.42180.079706
44-0.136581-1.15890.125157
45-0.11142-0.94540.173802
46-0.086181-0.73130.233493
47-0.050659-0.42990.334292
48-0.012657-0.10740.457385






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.9363027.94480
2-0.101859-0.86430.195146
30.1634821.38720.084832
4-0.383304-3.25240.000871
5-0.085403-0.72470.235503
6-0.032444-0.27530.391938
7-0.163914-1.39090.084276
8-0.239014-2.02810.023125
90.0923220.78340.217988
10-0.028272-0.23990.405548
11-0.022275-0.1890.425307
120.1110760.94250.174542
130.3174922.6940.004389
14-0.017784-0.15090.440237
15-0.123213-1.04550.149644
16-0.208649-1.77040.040443
17-0.238542-2.02410.023336
180.2266981.92360.02918
19-0.074667-0.63360.264185
20-0.030888-0.26210.396999
210.0058650.04980.480223
220.0307250.26070.39753
230.0600890.50990.30585
240.0377720.32050.374755
250.0930790.78980.216119
26-0.066876-0.56750.286082
27-0.039753-0.33730.368431
28-0.240738-2.04270.022371
29-0.130832-1.11020.135314
300.0133640.11340.455015
31-0.080849-0.6860.24745
32-0.072524-0.61540.27012
330.0498850.42330.336673
340.1178921.00030.160246
35-0.010144-0.08610.465823
360.0116580.09890.460738
370.1198511.0170.156287
38-0.05468-0.4640.322032
39-0.008075-0.06850.472782
40-0.079873-0.67770.250052
410.0096340.08170.467539
420.0066630.05650.477534
430.0152850.12970.448583
44-0.089843-0.76230.224173
450.0833970.70760.240725
46-0.066956-0.56810.285855
47-0.05638-0.47840.316906
48-0.043908-0.37260.355279

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.936302 & 7.9448 & 0 \tabularnewline
2 & -0.101859 & -0.8643 & 0.195146 \tabularnewline
3 & 0.163482 & 1.3872 & 0.084832 \tabularnewline
4 & -0.383304 & -3.2524 & 0.000871 \tabularnewline
5 & -0.085403 & -0.7247 & 0.235503 \tabularnewline
6 & -0.032444 & -0.2753 & 0.391938 \tabularnewline
7 & -0.163914 & -1.3909 & 0.084276 \tabularnewline
8 & -0.239014 & -2.0281 & 0.023125 \tabularnewline
9 & 0.092322 & 0.7834 & 0.217988 \tabularnewline
10 & -0.028272 & -0.2399 & 0.405548 \tabularnewline
11 & -0.022275 & -0.189 & 0.425307 \tabularnewline
12 & 0.111076 & 0.9425 & 0.174542 \tabularnewline
13 & 0.317492 & 2.694 & 0.004389 \tabularnewline
14 & -0.017784 & -0.1509 & 0.440237 \tabularnewline
15 & -0.123213 & -1.0455 & 0.149644 \tabularnewline
16 & -0.208649 & -1.7704 & 0.040443 \tabularnewline
17 & -0.238542 & -2.0241 & 0.023336 \tabularnewline
18 & 0.226698 & 1.9236 & 0.02918 \tabularnewline
19 & -0.074667 & -0.6336 & 0.264185 \tabularnewline
20 & -0.030888 & -0.2621 & 0.396999 \tabularnewline
21 & 0.005865 & 0.0498 & 0.480223 \tabularnewline
22 & 0.030725 & 0.2607 & 0.39753 \tabularnewline
23 & 0.060089 & 0.5099 & 0.30585 \tabularnewline
24 & 0.037772 & 0.3205 & 0.374755 \tabularnewline
25 & 0.093079 & 0.7898 & 0.216119 \tabularnewline
26 & -0.066876 & -0.5675 & 0.286082 \tabularnewline
27 & -0.039753 & -0.3373 & 0.368431 \tabularnewline
28 & -0.240738 & -2.0427 & 0.022371 \tabularnewline
29 & -0.130832 & -1.1102 & 0.135314 \tabularnewline
30 & 0.013364 & 0.1134 & 0.455015 \tabularnewline
31 & -0.080849 & -0.686 & 0.24745 \tabularnewline
32 & -0.072524 & -0.6154 & 0.27012 \tabularnewline
33 & 0.049885 & 0.4233 & 0.336673 \tabularnewline
34 & 0.117892 & 1.0003 & 0.160246 \tabularnewline
35 & -0.010144 & -0.0861 & 0.465823 \tabularnewline
36 & 0.011658 & 0.0989 & 0.460738 \tabularnewline
37 & 0.119851 & 1.017 & 0.156287 \tabularnewline
38 & -0.05468 & -0.464 & 0.322032 \tabularnewline
39 & -0.008075 & -0.0685 & 0.472782 \tabularnewline
40 & -0.079873 & -0.6777 & 0.250052 \tabularnewline
41 & 0.009634 & 0.0817 & 0.467539 \tabularnewline
42 & 0.006663 & 0.0565 & 0.477534 \tabularnewline
43 & 0.015285 & 0.1297 & 0.448583 \tabularnewline
44 & -0.089843 & -0.7623 & 0.224173 \tabularnewline
45 & 0.083397 & 0.7076 & 0.240725 \tabularnewline
46 & -0.066956 & -0.5681 & 0.285855 \tabularnewline
47 & -0.05638 & -0.4784 & 0.316906 \tabularnewline
48 & -0.043908 & -0.3726 & 0.355279 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207882&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]0.936302[/C][C]7.9448[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]-0.101859[/C][C]-0.8643[/C][C]0.195146[/C][/ROW]
[ROW][C]3[/C][C]0.163482[/C][C]1.3872[/C][C]0.084832[/C][/ROW]
[ROW][C]4[/C][C]-0.383304[/C][C]-3.2524[/C][C]0.000871[/C][/ROW]
[ROW][C]5[/C][C]-0.085403[/C][C]-0.7247[/C][C]0.235503[/C][/ROW]
[ROW][C]6[/C][C]-0.032444[/C][C]-0.2753[/C][C]0.391938[/C][/ROW]
[ROW][C]7[/C][C]-0.163914[/C][C]-1.3909[/C][C]0.084276[/C][/ROW]
[ROW][C]8[/C][C]-0.239014[/C][C]-2.0281[/C][C]0.023125[/C][/ROW]
[ROW][C]9[/C][C]0.092322[/C][C]0.7834[/C][C]0.217988[/C][/ROW]
[ROW][C]10[/C][C]-0.028272[/C][C]-0.2399[/C][C]0.405548[/C][/ROW]
[ROW][C]11[/C][C]-0.022275[/C][C]-0.189[/C][C]0.425307[/C][/ROW]
[ROW][C]12[/C][C]0.111076[/C][C]0.9425[/C][C]0.174542[/C][/ROW]
[ROW][C]13[/C][C]0.317492[/C][C]2.694[/C][C]0.004389[/C][/ROW]
[ROW][C]14[/C][C]-0.017784[/C][C]-0.1509[/C][C]0.440237[/C][/ROW]
[ROW][C]15[/C][C]-0.123213[/C][C]-1.0455[/C][C]0.149644[/C][/ROW]
[ROW][C]16[/C][C]-0.208649[/C][C]-1.7704[/C][C]0.040443[/C][/ROW]
[ROW][C]17[/C][C]-0.238542[/C][C]-2.0241[/C][C]0.023336[/C][/ROW]
[ROW][C]18[/C][C]0.226698[/C][C]1.9236[/C][C]0.02918[/C][/ROW]
[ROW][C]19[/C][C]-0.074667[/C][C]-0.6336[/C][C]0.264185[/C][/ROW]
[ROW][C]20[/C][C]-0.030888[/C][C]-0.2621[/C][C]0.396999[/C][/ROW]
[ROW][C]21[/C][C]0.005865[/C][C]0.0498[/C][C]0.480223[/C][/ROW]
[ROW][C]22[/C][C]0.030725[/C][C]0.2607[/C][C]0.39753[/C][/ROW]
[ROW][C]23[/C][C]0.060089[/C][C]0.5099[/C][C]0.30585[/C][/ROW]
[ROW][C]24[/C][C]0.037772[/C][C]0.3205[/C][C]0.374755[/C][/ROW]
[ROW][C]25[/C][C]0.093079[/C][C]0.7898[/C][C]0.216119[/C][/ROW]
[ROW][C]26[/C][C]-0.066876[/C][C]-0.5675[/C][C]0.286082[/C][/ROW]
[ROW][C]27[/C][C]-0.039753[/C][C]-0.3373[/C][C]0.368431[/C][/ROW]
[ROW][C]28[/C][C]-0.240738[/C][C]-2.0427[/C][C]0.022371[/C][/ROW]
[ROW][C]29[/C][C]-0.130832[/C][C]-1.1102[/C][C]0.135314[/C][/ROW]
[ROW][C]30[/C][C]0.013364[/C][C]0.1134[/C][C]0.455015[/C][/ROW]
[ROW][C]31[/C][C]-0.080849[/C][C]-0.686[/C][C]0.24745[/C][/ROW]
[ROW][C]32[/C][C]-0.072524[/C][C]-0.6154[/C][C]0.27012[/C][/ROW]
[ROW][C]33[/C][C]0.049885[/C][C]0.4233[/C][C]0.336673[/C][/ROW]
[ROW][C]34[/C][C]0.117892[/C][C]1.0003[/C][C]0.160246[/C][/ROW]
[ROW][C]35[/C][C]-0.010144[/C][C]-0.0861[/C][C]0.465823[/C][/ROW]
[ROW][C]36[/C][C]0.011658[/C][C]0.0989[/C][C]0.460738[/C][/ROW]
[ROW][C]37[/C][C]0.119851[/C][C]1.017[/C][C]0.156287[/C][/ROW]
[ROW][C]38[/C][C]-0.05468[/C][C]-0.464[/C][C]0.322032[/C][/ROW]
[ROW][C]39[/C][C]-0.008075[/C][C]-0.0685[/C][C]0.472782[/C][/ROW]
[ROW][C]40[/C][C]-0.079873[/C][C]-0.6777[/C][C]0.250052[/C][/ROW]
[ROW][C]41[/C][C]0.009634[/C][C]0.0817[/C][C]0.467539[/C][/ROW]
[ROW][C]42[/C][C]0.006663[/C][C]0.0565[/C][C]0.477534[/C][/ROW]
[ROW][C]43[/C][C]0.015285[/C][C]0.1297[/C][C]0.448583[/C][/ROW]
[ROW][C]44[/C][C]-0.089843[/C][C]-0.7623[/C][C]0.224173[/C][/ROW]
[ROW][C]45[/C][C]0.083397[/C][C]0.7076[/C][C]0.240725[/C][/ROW]
[ROW][C]46[/C][C]-0.066956[/C][C]-0.5681[/C][C]0.285855[/C][/ROW]
[ROW][C]47[/C][C]-0.05638[/C][C]-0.4784[/C][C]0.316906[/C][/ROW]
[ROW][C]48[/C][C]-0.043908[/C][C]-0.3726[/C][C]0.355279[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207882&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207882&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
10.9363027.94480
2-0.101859-0.86430.195146
30.1634821.38720.084832
4-0.383304-3.25240.000871
5-0.085403-0.72470.235503
6-0.032444-0.27530.391938
7-0.163914-1.39090.084276
8-0.239014-2.02810.023125
90.0923220.78340.217988
10-0.028272-0.23990.405548
11-0.022275-0.1890.425307
120.1110760.94250.174542
130.3174922.6940.004389
14-0.017784-0.15090.440237
15-0.123213-1.04550.149644
16-0.208649-1.77040.040443
17-0.238542-2.02410.023336
180.2266981.92360.02918
19-0.074667-0.63360.264185
20-0.030888-0.26210.396999
210.0058650.04980.480223
220.0307250.26070.39753
230.0600890.50990.30585
240.0377720.32050.374755
250.0930790.78980.216119
26-0.066876-0.56750.286082
27-0.039753-0.33730.368431
28-0.240738-2.04270.022371
29-0.130832-1.11020.135314
300.0133640.11340.455015
31-0.080849-0.6860.24745
32-0.072524-0.61540.27012
330.0498850.42330.336673
340.1178921.00030.160246
35-0.010144-0.08610.465823
360.0116580.09890.460738
370.1198511.0170.156287
38-0.05468-0.4640.322032
39-0.008075-0.06850.472782
40-0.079873-0.67770.250052
410.0096340.08170.467539
420.0066630.05650.477534
430.0152850.12970.448583
44-0.089843-0.76230.224173
450.0833970.70760.240725
46-0.066956-0.56810.285855
47-0.05638-0.47840.316906
48-0.043908-0.37260.355279


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; 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')