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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 10:27:07 -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/t1363703240sihndonhik3lbup.htm/, Retrieved Sat, 27 Apr 2024 23:37:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=207899, Retrieved Sat, 27 Apr 2024 23:37:18 +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] [Autocorrelation F...] [2013-03-19 14:27:07] [bc2cf5f41ec5ca561b7a550898b8dd0d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
122,27
124,69
147,56
120,03
136,01
138,16
122,87
112,22
137,35
139,08
139,64
121,12
132,37
130,69
149,41
130,72
139,14
146,55
137,35
122,73
138,97
154,73
143,4
123,88
140,25
142,39
143,81
153,58
144,71
153,84
151,3
121,92
153,05
149,29
118,81
109,19
103,68
106,94
114,43
107,87
103,14
117,02
112,44
95,85
123,86
121,83
121,95
120,34
113,32
117,31
141,69
130,35
127,28
148,1
131,21
120,37
146,91
144,04
141,77
132,15
142,04
149,77
172,31
150,24
163,23
155,92
146,96
134,51
152,83
150,54
150,98
138,82

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'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207899&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207899&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207899&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'Herman Ole Andreas Wold' @ wold.wessa.net






Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.5954675.05272e-06
20.4508513.82560.000138
30.5226954.43521.6e-05
40.4899464.15734.4e-05
50.3636193.08540.001442
60.3622133.07350.001494
70.2000861.69780.046933
80.2091911.7750.040059
90.0493370.41860.338363
10-0.127731-1.08380.141027
11-0.03852-0.32690.372364
120.1124070.95380.171687
13-0.175163-1.48630.070782
14-0.300007-2.54560.006525
15-0.248164-2.10570.019357
16-0.243521-2.06630.021197
17-0.282441-2.39660.009573
18-0.28718-2.43680.008645
19-0.347677-2.95010.002141
20-0.295958-2.51130.007137
21-0.408367-3.46510.000448
22-0.467151-3.96398.6e-05
23-0.322655-2.73780.003894
24-0.209831-1.78050.039608
25-0.321313-2.72640.004017
26-0.381944-3.24090.000903
27-0.307375-2.60820.005531
28-0.171721-1.45710.074718
29-0.133593-1.13360.130367
30-0.074952-0.6360.2634
31-0.042403-0.35980.360025
320.0483150.410.341525
330.0316780.26880.394429
340.0228150.19360.423521
350.1253881.0640.145453
360.253422.15030.017444
370.1673241.41980.079992
380.0954570.810.210311
390.1200971.01910.155794
400.1705671.44730.076075
410.1287811.09270.139075
420.1364981.15820.1253
430.0999260.84790.199651
440.1017490.86340.195401
450.0559020.47430.318346
460.0225390.19130.424433
470.0412380.34990.363711
480.1418791.20390.11629

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.595467 & 5.0527 & 2e-06 \tabularnewline
2 & 0.450851 & 3.8256 & 0.000138 \tabularnewline
3 & 0.522695 & 4.4352 & 1.6e-05 \tabularnewline
4 & 0.489946 & 4.1573 & 4.4e-05 \tabularnewline
5 & 0.363619 & 3.0854 & 0.001442 \tabularnewline
6 & 0.362213 & 3.0735 & 0.001494 \tabularnewline
7 & 0.200086 & 1.6978 & 0.046933 \tabularnewline
8 & 0.209191 & 1.775 & 0.040059 \tabularnewline
9 & 0.049337 & 0.4186 & 0.338363 \tabularnewline
10 & -0.127731 & -1.0838 & 0.141027 \tabularnewline
11 & -0.03852 & -0.3269 & 0.372364 \tabularnewline
12 & 0.112407 & 0.9538 & 0.171687 \tabularnewline
13 & -0.175163 & -1.4863 & 0.070782 \tabularnewline
14 & -0.300007 & -2.5456 & 0.006525 \tabularnewline
15 & -0.248164 & -2.1057 & 0.019357 \tabularnewline
16 & -0.243521 & -2.0663 & 0.021197 \tabularnewline
17 & -0.282441 & -2.3966 & 0.009573 \tabularnewline
18 & -0.28718 & -2.4368 & 0.008645 \tabularnewline
19 & -0.347677 & -2.9501 & 0.002141 \tabularnewline
20 & -0.295958 & -2.5113 & 0.007137 \tabularnewline
21 & -0.408367 & -3.4651 & 0.000448 \tabularnewline
22 & -0.467151 & -3.9639 & 8.6e-05 \tabularnewline
23 & -0.322655 & -2.7378 & 0.003894 \tabularnewline
24 & -0.209831 & -1.7805 & 0.039608 \tabularnewline
25 & -0.321313 & -2.7264 & 0.004017 \tabularnewline
26 & -0.381944 & -3.2409 & 0.000903 \tabularnewline
27 & -0.307375 & -2.6082 & 0.005531 \tabularnewline
28 & -0.171721 & -1.4571 & 0.074718 \tabularnewline
29 & -0.133593 & -1.1336 & 0.130367 \tabularnewline
30 & -0.074952 & -0.636 & 0.2634 \tabularnewline
31 & -0.042403 & -0.3598 & 0.360025 \tabularnewline
32 & 0.048315 & 0.41 & 0.341525 \tabularnewline
33 & 0.031678 & 0.2688 & 0.394429 \tabularnewline
34 & 0.022815 & 0.1936 & 0.423521 \tabularnewline
35 & 0.125388 & 1.064 & 0.145453 \tabularnewline
36 & 0.25342 & 2.1503 & 0.017444 \tabularnewline
37 & 0.167324 & 1.4198 & 0.079992 \tabularnewline
38 & 0.095457 & 0.81 & 0.210311 \tabularnewline
39 & 0.120097 & 1.0191 & 0.155794 \tabularnewline
40 & 0.170567 & 1.4473 & 0.076075 \tabularnewline
41 & 0.128781 & 1.0927 & 0.139075 \tabularnewline
42 & 0.136498 & 1.1582 & 0.1253 \tabularnewline
43 & 0.099926 & 0.8479 & 0.199651 \tabularnewline
44 & 0.101749 & 0.8634 & 0.195401 \tabularnewline
45 & 0.055902 & 0.4743 & 0.318346 \tabularnewline
46 & 0.022539 & 0.1913 & 0.424433 \tabularnewline
47 & 0.041238 & 0.3499 & 0.363711 \tabularnewline
48 & 0.141879 & 1.2039 & 0.11629 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207899&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]0.595467[/C][C]5.0527[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.450851[/C][C]3.8256[/C][C]0.000138[/C][/ROW]
[ROW][C]3[/C][C]0.522695[/C][C]4.4352[/C][C]1.6e-05[/C][/ROW]
[ROW][C]4[/C][C]0.489946[/C][C]4.1573[/C][C]4.4e-05[/C][/ROW]
[ROW][C]5[/C][C]0.363619[/C][C]3.0854[/C][C]0.001442[/C][/ROW]
[ROW][C]6[/C][C]0.362213[/C][C]3.0735[/C][C]0.001494[/C][/ROW]
[ROW][C]7[/C][C]0.200086[/C][C]1.6978[/C][C]0.046933[/C][/ROW]
[ROW][C]8[/C][C]0.209191[/C][C]1.775[/C][C]0.040059[/C][/ROW]
[ROW][C]9[/C][C]0.049337[/C][C]0.4186[/C][C]0.338363[/C][/ROW]
[ROW][C]10[/C][C]-0.127731[/C][C]-1.0838[/C][C]0.141027[/C][/ROW]
[ROW][C]11[/C][C]-0.03852[/C][C]-0.3269[/C][C]0.372364[/C][/ROW]
[ROW][C]12[/C][C]0.112407[/C][C]0.9538[/C][C]0.171687[/C][/ROW]
[ROW][C]13[/C][C]-0.175163[/C][C]-1.4863[/C][C]0.070782[/C][/ROW]
[ROW][C]14[/C][C]-0.300007[/C][C]-2.5456[/C][C]0.006525[/C][/ROW]
[ROW][C]15[/C][C]-0.248164[/C][C]-2.1057[/C][C]0.019357[/C][/ROW]
[ROW][C]16[/C][C]-0.243521[/C][C]-2.0663[/C][C]0.021197[/C][/ROW]
[ROW][C]17[/C][C]-0.282441[/C][C]-2.3966[/C][C]0.009573[/C][/ROW]
[ROW][C]18[/C][C]-0.28718[/C][C]-2.4368[/C][C]0.008645[/C][/ROW]
[ROW][C]19[/C][C]-0.347677[/C][C]-2.9501[/C][C]0.002141[/C][/ROW]
[ROW][C]20[/C][C]-0.295958[/C][C]-2.5113[/C][C]0.007137[/C][/ROW]
[ROW][C]21[/C][C]-0.408367[/C][C]-3.4651[/C][C]0.000448[/C][/ROW]
[ROW][C]22[/C][C]-0.467151[/C][C]-3.9639[/C][C]8.6e-05[/C][/ROW]
[ROW][C]23[/C][C]-0.322655[/C][C]-2.7378[/C][C]0.003894[/C][/ROW]
[ROW][C]24[/C][C]-0.209831[/C][C]-1.7805[/C][C]0.039608[/C][/ROW]
[ROW][C]25[/C][C]-0.321313[/C][C]-2.7264[/C][C]0.004017[/C][/ROW]
[ROW][C]26[/C][C]-0.381944[/C][C]-3.2409[/C][C]0.000903[/C][/ROW]
[ROW][C]27[/C][C]-0.307375[/C][C]-2.6082[/C][C]0.005531[/C][/ROW]
[ROW][C]28[/C][C]-0.171721[/C][C]-1.4571[/C][C]0.074718[/C][/ROW]
[ROW][C]29[/C][C]-0.133593[/C][C]-1.1336[/C][C]0.130367[/C][/ROW]
[ROW][C]30[/C][C]-0.074952[/C][C]-0.636[/C][C]0.2634[/C][/ROW]
[ROW][C]31[/C][C]-0.042403[/C][C]-0.3598[/C][C]0.360025[/C][/ROW]
[ROW][C]32[/C][C]0.048315[/C][C]0.41[/C][C]0.341525[/C][/ROW]
[ROW][C]33[/C][C]0.031678[/C][C]0.2688[/C][C]0.394429[/C][/ROW]
[ROW][C]34[/C][C]0.022815[/C][C]0.1936[/C][C]0.423521[/C][/ROW]
[ROW][C]35[/C][C]0.125388[/C][C]1.064[/C][C]0.145453[/C][/ROW]
[ROW][C]36[/C][C]0.25342[/C][C]2.1503[/C][C]0.017444[/C][/ROW]
[ROW][C]37[/C][C]0.167324[/C][C]1.4198[/C][C]0.079992[/C][/ROW]
[ROW][C]38[/C][C]0.095457[/C][C]0.81[/C][C]0.210311[/C][/ROW]
[ROW][C]39[/C][C]0.120097[/C][C]1.0191[/C][C]0.155794[/C][/ROW]
[ROW][C]40[/C][C]0.170567[/C][C]1.4473[/C][C]0.076075[/C][/ROW]
[ROW][C]41[/C][C]0.128781[/C][C]1.0927[/C][C]0.139075[/C][/ROW]
[ROW][C]42[/C][C]0.136498[/C][C]1.1582[/C][C]0.1253[/C][/ROW]
[ROW][C]43[/C][C]0.099926[/C][C]0.8479[/C][C]0.199651[/C][/ROW]
[ROW][C]44[/C][C]0.101749[/C][C]0.8634[/C][C]0.195401[/C][/ROW]
[ROW][C]45[/C][C]0.055902[/C][C]0.4743[/C][C]0.318346[/C][/ROW]
[ROW][C]46[/C][C]0.022539[/C][C]0.1913[/C][C]0.424433[/C][/ROW]
[ROW][C]47[/C][C]0.041238[/C][C]0.3499[/C][C]0.363711[/C][/ROW]
[ROW][C]48[/C][C]0.141879[/C][C]1.2039[/C][C]0.11629[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207899&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207899&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
10.5954675.05272e-06
20.4508513.82560.000138
30.5226954.43521.6e-05
40.4899464.15734.4e-05
50.3636193.08540.001442
60.3622133.07350.001494
70.2000861.69780.046933
80.2091911.7750.040059
90.0493370.41860.338363
10-0.127731-1.08380.141027
11-0.03852-0.32690.372364
120.1124070.95380.171687
13-0.175163-1.48630.070782
14-0.300007-2.54560.006525
15-0.248164-2.10570.019357
16-0.243521-2.06630.021197
17-0.282441-2.39660.009573
18-0.28718-2.43680.008645
19-0.347677-2.95010.002141
20-0.295958-2.51130.007137
21-0.408367-3.46510.000448
22-0.467151-3.96398.6e-05
23-0.322655-2.73780.003894
24-0.209831-1.78050.039608
25-0.321313-2.72640.004017
26-0.381944-3.24090.000903
27-0.307375-2.60820.005531
28-0.171721-1.45710.074718
29-0.133593-1.13360.130367
30-0.074952-0.6360.2634
31-0.042403-0.35980.360025
320.0483150.410.341525
330.0316780.26880.394429
340.0228150.19360.423521
350.1253881.0640.145453
360.253422.15030.017444
370.1673241.41980.079992
380.0954570.810.210311
390.1200971.01910.155794
400.1705671.44730.076075
410.1287811.09270.139075
420.1364981.15820.1253
430.0999260.84790.199651
440.1017490.86340.195401
450.0559020.47430.318346
460.0225390.19130.424433
470.0412380.34990.363711
480.1418791.20390.11629






Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.5954675.05272e-06
20.1491581.26560.10486
30.3255692.76250.003637
40.1130150.9590.170393
5-0.047058-0.39930.345427
60.0593830.50390.307941
7-0.271309-2.30210.012111
80.0896670.76080.224617
9-0.338944-2.8760.002647
10-0.24535-2.08190.020455
110.1611251.36720.087909
120.3090512.62240.005325
13-0.209217-1.77530.04004
14-0.257296-2.18320.01614
15-0.068943-0.5850.280189
160.0074310.06310.474948
170.0415460.35250.362736
18-0.059347-0.50360.308048
19-0.107993-0.91640.181271
20-0.068747-0.58330.280746
21-0.119584-1.01470.156823
220.0338060.28690.387525
23-0.03097-0.26280.396733
24-0.049257-0.4180.33861
250.0490690.41640.339192
26-0.112288-0.95280.171941
27-0.007259-0.06160.475527
280.1053040.89350.187273
290.055840.47380.318532
300.1180961.00210.159831
31-0.103487-0.87810.1914
320.0380880.32320.373746
330.0332130.28180.389445
34-0.080601-0.68390.24811
35-0.119886-1.01730.156216
36-0.050971-0.43250.333333
37-0.017063-0.14480.442644
380.0180540.15320.439337
390.000850.00720.497131
40-0.136477-1.1580.125336
41-0.13813-1.17210.122516
420.0411710.34930.363924
430.025230.21410.415542
440.0016660.01410.494378
45-0.074137-0.62910.265645
460.0653380.55440.290507
47-0.013682-0.11610.45395
480.0194950.16540.434537

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.595467 & 5.0527 & 2e-06 \tabularnewline
2 & 0.149158 & 1.2656 & 0.10486 \tabularnewline
3 & 0.325569 & 2.7625 & 0.003637 \tabularnewline
4 & 0.113015 & 0.959 & 0.170393 \tabularnewline
5 & -0.047058 & -0.3993 & 0.345427 \tabularnewline
6 & 0.059383 & 0.5039 & 0.307941 \tabularnewline
7 & -0.271309 & -2.3021 & 0.012111 \tabularnewline
8 & 0.089667 & 0.7608 & 0.224617 \tabularnewline
9 & -0.338944 & -2.876 & 0.002647 \tabularnewline
10 & -0.24535 & -2.0819 & 0.020455 \tabularnewline
11 & 0.161125 & 1.3672 & 0.087909 \tabularnewline
12 & 0.309051 & 2.6224 & 0.005325 \tabularnewline
13 & -0.209217 & -1.7753 & 0.04004 \tabularnewline
14 & -0.257296 & -2.1832 & 0.01614 \tabularnewline
15 & -0.068943 & -0.585 & 0.280189 \tabularnewline
16 & 0.007431 & 0.0631 & 0.474948 \tabularnewline
17 & 0.041546 & 0.3525 & 0.362736 \tabularnewline
18 & -0.059347 & -0.5036 & 0.308048 \tabularnewline
19 & -0.107993 & -0.9164 & 0.181271 \tabularnewline
20 & -0.068747 & -0.5833 & 0.280746 \tabularnewline
21 & -0.119584 & -1.0147 & 0.156823 \tabularnewline
22 & 0.033806 & 0.2869 & 0.387525 \tabularnewline
23 & -0.03097 & -0.2628 & 0.396733 \tabularnewline
24 & -0.049257 & -0.418 & 0.33861 \tabularnewline
25 & 0.049069 & 0.4164 & 0.339192 \tabularnewline
26 & -0.112288 & -0.9528 & 0.171941 \tabularnewline
27 & -0.007259 & -0.0616 & 0.475527 \tabularnewline
28 & 0.105304 & 0.8935 & 0.187273 \tabularnewline
29 & 0.05584 & 0.4738 & 0.318532 \tabularnewline
30 & 0.118096 & 1.0021 & 0.159831 \tabularnewline
31 & -0.103487 & -0.8781 & 0.1914 \tabularnewline
32 & 0.038088 & 0.3232 & 0.373746 \tabularnewline
33 & 0.033213 & 0.2818 & 0.389445 \tabularnewline
34 & -0.080601 & -0.6839 & 0.24811 \tabularnewline
35 & -0.119886 & -1.0173 & 0.156216 \tabularnewline
36 & -0.050971 & -0.4325 & 0.333333 \tabularnewline
37 & -0.017063 & -0.1448 & 0.442644 \tabularnewline
38 & 0.018054 & 0.1532 & 0.439337 \tabularnewline
39 & 0.00085 & 0.0072 & 0.497131 \tabularnewline
40 & -0.136477 & -1.158 & 0.125336 \tabularnewline
41 & -0.13813 & -1.1721 & 0.122516 \tabularnewline
42 & 0.041171 & 0.3493 & 0.363924 \tabularnewline
43 & 0.02523 & 0.2141 & 0.415542 \tabularnewline
44 & 0.001666 & 0.0141 & 0.494378 \tabularnewline
45 & -0.074137 & -0.6291 & 0.265645 \tabularnewline
46 & 0.065338 & 0.5544 & 0.290507 \tabularnewline
47 & -0.013682 & -0.1161 & 0.45395 \tabularnewline
48 & 0.019495 & 0.1654 & 0.434537 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=207899&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]0.595467[/C][C]5.0527[/C][C]2e-06[/C][/ROW]
[ROW][C]2[/C][C]0.149158[/C][C]1.2656[/C][C]0.10486[/C][/ROW]
[ROW][C]3[/C][C]0.325569[/C][C]2.7625[/C][C]0.003637[/C][/ROW]
[ROW][C]4[/C][C]0.113015[/C][C]0.959[/C][C]0.170393[/C][/ROW]
[ROW][C]5[/C][C]-0.047058[/C][C]-0.3993[/C][C]0.345427[/C][/ROW]
[ROW][C]6[/C][C]0.059383[/C][C]0.5039[/C][C]0.307941[/C][/ROW]
[ROW][C]7[/C][C]-0.271309[/C][C]-2.3021[/C][C]0.012111[/C][/ROW]
[ROW][C]8[/C][C]0.089667[/C][C]0.7608[/C][C]0.224617[/C][/ROW]
[ROW][C]9[/C][C]-0.338944[/C][C]-2.876[/C][C]0.002647[/C][/ROW]
[ROW][C]10[/C][C]-0.24535[/C][C]-2.0819[/C][C]0.020455[/C][/ROW]
[ROW][C]11[/C][C]0.161125[/C][C]1.3672[/C][C]0.087909[/C][/ROW]
[ROW][C]12[/C][C]0.309051[/C][C]2.6224[/C][C]0.005325[/C][/ROW]
[ROW][C]13[/C][C]-0.209217[/C][C]-1.7753[/C][C]0.04004[/C][/ROW]
[ROW][C]14[/C][C]-0.257296[/C][C]-2.1832[/C][C]0.01614[/C][/ROW]
[ROW][C]15[/C][C]-0.068943[/C][C]-0.585[/C][C]0.280189[/C][/ROW]
[ROW][C]16[/C][C]0.007431[/C][C]0.0631[/C][C]0.474948[/C][/ROW]
[ROW][C]17[/C][C]0.041546[/C][C]0.3525[/C][C]0.362736[/C][/ROW]
[ROW][C]18[/C][C]-0.059347[/C][C]-0.5036[/C][C]0.308048[/C][/ROW]
[ROW][C]19[/C][C]-0.107993[/C][C]-0.9164[/C][C]0.181271[/C][/ROW]
[ROW][C]20[/C][C]-0.068747[/C][C]-0.5833[/C][C]0.280746[/C][/ROW]
[ROW][C]21[/C][C]-0.119584[/C][C]-1.0147[/C][C]0.156823[/C][/ROW]
[ROW][C]22[/C][C]0.033806[/C][C]0.2869[/C][C]0.387525[/C][/ROW]
[ROW][C]23[/C][C]-0.03097[/C][C]-0.2628[/C][C]0.396733[/C][/ROW]
[ROW][C]24[/C][C]-0.049257[/C][C]-0.418[/C][C]0.33861[/C][/ROW]
[ROW][C]25[/C][C]0.049069[/C][C]0.4164[/C][C]0.339192[/C][/ROW]
[ROW][C]26[/C][C]-0.112288[/C][C]-0.9528[/C][C]0.171941[/C][/ROW]
[ROW][C]27[/C][C]-0.007259[/C][C]-0.0616[/C][C]0.475527[/C][/ROW]
[ROW][C]28[/C][C]0.105304[/C][C]0.8935[/C][C]0.187273[/C][/ROW]
[ROW][C]29[/C][C]0.05584[/C][C]0.4738[/C][C]0.318532[/C][/ROW]
[ROW][C]30[/C][C]0.118096[/C][C]1.0021[/C][C]0.159831[/C][/ROW]
[ROW][C]31[/C][C]-0.103487[/C][C]-0.8781[/C][C]0.1914[/C][/ROW]
[ROW][C]32[/C][C]0.038088[/C][C]0.3232[/C][C]0.373746[/C][/ROW]
[ROW][C]33[/C][C]0.033213[/C][C]0.2818[/C][C]0.389445[/C][/ROW]
[ROW][C]34[/C][C]-0.080601[/C][C]-0.6839[/C][C]0.24811[/C][/ROW]
[ROW][C]35[/C][C]-0.119886[/C][C]-1.0173[/C][C]0.156216[/C][/ROW]
[ROW][C]36[/C][C]-0.050971[/C][C]-0.4325[/C][C]0.333333[/C][/ROW]
[ROW][C]37[/C][C]-0.017063[/C][C]-0.1448[/C][C]0.442644[/C][/ROW]
[ROW][C]38[/C][C]0.018054[/C][C]0.1532[/C][C]0.439337[/C][/ROW]
[ROW][C]39[/C][C]0.00085[/C][C]0.0072[/C][C]0.497131[/C][/ROW]
[ROW][C]40[/C][C]-0.136477[/C][C]-1.158[/C][C]0.125336[/C][/ROW]
[ROW][C]41[/C][C]-0.13813[/C][C]-1.1721[/C][C]0.122516[/C][/ROW]
[ROW][C]42[/C][C]0.041171[/C][C]0.3493[/C][C]0.363924[/C][/ROW]
[ROW][C]43[/C][C]0.02523[/C][C]0.2141[/C][C]0.415542[/C][/ROW]
[ROW][C]44[/C][C]0.001666[/C][C]0.0141[/C][C]0.494378[/C][/ROW]
[ROW][C]45[/C][C]-0.074137[/C][C]-0.6291[/C][C]0.265645[/C][/ROW]
[ROW][C]46[/C][C]0.065338[/C][C]0.5544[/C][C]0.290507[/C][/ROW]
[ROW][C]47[/C][C]-0.013682[/C][C]-0.1161[/C][C]0.45395[/C][/ROW]
[ROW][C]48[/C][C]0.019495[/C][C]0.1654[/C][C]0.434537[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=207899&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=207899&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
10.5954675.05272e-06
20.1491581.26560.10486
30.3255692.76250.003637
40.1130150.9590.170393
5-0.047058-0.39930.345427
60.0593830.50390.307941
7-0.271309-2.30210.012111
80.0896670.76080.224617
9-0.338944-2.8760.002647
10-0.24535-2.08190.020455
110.1611251.36720.087909
120.3090512.62240.005325
13-0.209217-1.77530.04004
14-0.257296-2.18320.01614
15-0.068943-0.5850.280189
160.0074310.06310.474948
170.0415460.35250.362736
18-0.059347-0.50360.308048
19-0.107993-0.91640.181271
20-0.068747-0.58330.280746
21-0.119584-1.01470.156823
220.0338060.28690.387525
23-0.03097-0.26280.396733
24-0.049257-0.4180.33861
250.0490690.41640.339192
26-0.112288-0.95280.171941
27-0.007259-0.06160.475527
280.1053040.89350.187273
290.055840.47380.318532
300.1180961.00210.159831
31-0.103487-0.87810.1914
320.0380880.32320.373746
330.0332130.28180.389445
34-0.080601-0.68390.24811
35-0.119886-1.01730.156216
36-0.050971-0.43250.333333
37-0.017063-0.14480.442644
380.0180540.15320.439337
390.000850.00720.497131
40-0.136477-1.1580.125336
41-0.13813-1.17210.122516
420.0411710.34930.363924
430.025230.21410.415542
440.0016660.01410.494378
45-0.074137-0.62910.265645
460.0653380.55440.290507
47-0.013682-0.11610.45395
480.0194950.16540.434537


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')